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

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

FORM 13F INFORMATION TABLE

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

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 2,622 269,012 SH   DFND 1 267,587 0 1,425
1ST CONSTITUTION BANCORP COM 31986N102 827 46,592 SH   DFND 1 46,592 0 0
1ST SOURCE CORP COM 336901103 7,807 162,866 SH   DFND 1 162,866 0 0
21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 170 33,985 SH   DFND 1 33,985 0 0
22ND CENTURY GROUP INC COM 90137F103 776 443,658 SH   DFND 1 443,658 0 0
2U INC COM 90214J101 16,747 356,935 SH   DFND 1 356,935 0 0
3D SYSTEMS CORP COM NEW 88554D205 15,923 851,521 SH   DFND 1 847,881 0 3,640
3M CO COM 88579Y101 1,349,832 6,493,817 SH   DFND 1 6,466,317 0 27,500
51JOB INC-ADR SP ADR REP COM 316827104 803 17,971 SH   DFND 1 17,971 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 5,914 134,721 SH   DFND 1 134,721 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 200 13,237 SH   DFND 1 13,237 0 0
8X8 INC COM 282914100 11,417 784,699 SH   DFND 1 784,699 0 0
A H BELO CORP-A COM CL A 001282102 612 111,418 SH   DFND 1 111,418 0 0
A10 NETWORKS INC COM 002121101 3,153 373,673 SH   DFND 1 373,673 0 0
AAC HOLDINGS INC COM 000307108 490 70,785 SH   DFND 1 70,785 0 0
AAON INC COM PAR $0.004 000360206 13,290 360,674 SH   DFND 1 360,674 0 0
AAR CORP COM 000361105 8,713 250,682 SH   DFND 1 250,682 0 0
AARON'S INC COM PAR $0.50 002535300 27,109 696,892 SH   DFND 1 694,768 0 2,124
AARON'S INC COM PAR $0.50 002535300 824 21,198 SH   DFND 1 2 21,198 0 0
ABAXIS INC COM 002567105 10,159 191,610 SH   DFND 1 191,088 0 522
ABB LTD-SPON ADR SPONSORED ADR 000375204 592 23,812 SH   DFND 1 19,910 0 3,902
ABBOTT LABORATORIES COM 002824100 817,235 16,841,625 SH   DFND 1 16,760,820 0 80,805
ABBVIE INC COM 00287Y109 755 10,423 SH   DFND 1 2 10,423 0 0
ABBVIE INC COM 00287Y109 1,086,706 15,014,095 SH   DFND 1 14,939,586 0 74,509
ABEONA THERAPEUTICS INC COM 00289Y107 1,488 232,500 SH   DFND 1 232,500 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 6,861 551,564 SH   DFND 1 550,893 0 671
ABERDEEN CHILE FUND INC COM 00301W105 110 15,649 SH   DFND 1 2 15,649 0 0
ABIOMED INC COM 003654100 48,072 335,469 SH   DFND 1 334,096 0 1,373
ABM INDUSTRIES INC COM 000957100 18,836 453,684 SH   DFND 1 453,684 0 0
ABRAXAS PETROLEUM CORP COM 003830106 1,953 1,205,586 SH   DFND 1 1,205,586 0 0
AC IMMUNE SA SHS H00263105 228 25,953 SH   DFND 1 25,953 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 5,699 137,429 SH   DFND 1 137,429 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,667 406,634 SH   DFND 1 406,634 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 32,885 665,977 SH   DFND 1 663,404 0 2,573
ACADIA PHARMACEUTICALS INC COM 004225108 23 854 SH   DFND 1 2 854 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 22,020 789,556 SH   DFND 1 789,556 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 23,470 844,253 SH   DFND 1 844,253 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,607 241,592 SH   DFND 1 241,398 0 194
ACCELERON PHARMA INC COM 00434H108 8,939 294,145 SH   DFND 1 294,145 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 858,607 6,952,744 SH   DFND 1 6,924,098 0 28,646
ACCENTURE PLC-CL A SHS CLASS A G1151C101 18 148 SH   DFND 1 2 148 0 0
ACCESS NATIONAL CORP COM 004337101 3,421 129,023 SH   DFND 1 129,023 0 0
ACCO BRANDS CORP COM 00081T108 10,360 889,283 SH   DFND 1 889,283 0 0
ACCURAY INC COM 004397105 3,368 709,170 SH   DFND 1 709,170 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 376 175,262 SH   DFND 1 175,262 0 0
ACETO CORP COM 004446100 10 663 SH   DFND 1 2 663 0 0
ACETO CORP COM 004446100 3,822 247,425 SH   DFND 1 247,425 0 0
ACHAOGEN INC COM 004449104 5,894 271,240 SH   DFND 1 271,240 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 4,925 1,073,029 SH   DFND 1 1,073,029 0 0
ACI WORLDWIDE INC COM 004498101 22,466 1,004,300 SH   DFND 1 1,000,326 0 3,974
ACLARIS THERAPEUTICS INC COM 00461U105 3,858 142,287 SH   DFND 1 142,287 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 38 1,410 SH   DFND 1 2 1,410 0 0
ACNB CORP COM 000868109 1,027 33,700 SH   DFND 1 33,700 0 0
ACORDA THERAPEUTICS INC COM 00484M106 8,946 454,145 SH   DFND 1 454,145 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 233 191,249 SH   DFND 1 191,249 0 0
ACTIVISION BLIZZARD INC COM 00507V109 390,775 6,799,634 SH   DFND 1 6,746,121 0 53,513
ACTUA CORP COM 005094107 4,116 292,993 SH   DFND 1 292,993 0 0
ACTUANT CORP-A CL A NEW 00508X203 11,113 451,755 SH   DFND 1 451,755 0 0
ACTUANT CORP-A CL A NEW 00508X203 30 1,231 SH   DFND 1 2 1,231 0 0
ACUITY BRANDS INC COM 00508Y102 95,759 471,792 SH   DFND 1 469,879 0 1,913
ACUSHNET HOLDINGS CORP COM 005098108 3,538 178,353 SH   DFND 1 178,353 0 0
ACXIOM CORP COM 005125109 17,468 672,398 SH   DFND 1 669,754 0 2,644
ADAMAS PHARMACEUTICALS INC COM 00548A106 2,209 126,354 SH   DFND 1 126,354 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 640 123,113 SH   DFND 1 123,113 0 0
ADAMS DIVERSIFIED EQUITY FUN COM 006212104 5,354 374,736 SH   DFND 1 2 374,736 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 4,350 232,673 SH   DFND 1 2 232,673 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 715 17,420 SH   DFND 1 17,420 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 128 28,605 SH   DFND 1 28,605 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 38 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 2,222 59,746 SH   DFND 1 59,746 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 19 11,928 SH   DFND 1 11,928 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 195 43,069 SH   DFND 1 43,069 0 0
ADIENT PLC ORD SHS G0084W101 48,733 745,394 SH   DFND 1 745,248 0 146
ADMA BIOLOGICS INC COM 000899104 82 21,526 SH   DFND 1 21,526 0 0
ADOBE SYSTEMS INC COM 00724F101 688,847 4,878,615 SH   DFND 1 4,842,514 0 36,101
ADTALEM GLOBAL EDUCATION INC COM 00737L103 17,323 456,484 SH   DFND 1 454,565 0 1,919
ADTRAN INC COM 00738A106 8,633 418,095 SH   DFND 1 418,095 0 0
ADURO BIOTECH INC COM 00739L101 3,322 291,419 SH   DFND 1 291,419 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 24 212 SH   DFND 1 2 212 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 92,593 795,430 SH   DFND 1 792,226 0 3,204
ADVANCED ACCELERATOR APP-ADR SPONSORED ADS 00790T100 1,074 27,526 SH   DFND 1 27,526 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 6,883 302,819 SH   DFND 1 302,819 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 5,764 286,793 SH   DFND 1 286,793 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 1,781 194,469 SH   DFND 1 194,469 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 24,657 381,157 SH   DFND 1 381,157 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 51 796 SH   DFND 1 2 796 0 0
ADVANCED MICRO DEVICES COM 007903107 107,951 8,663,335 SH   DFND 1 8,629,713 0 33,622
ADVANCED SEMICONDUCTOR E-ADR SPONSORED ADR 00756M404 145 23,046 SH   DFND 1 19,186 0 3,860
ADVANSIX INC COM 00773T101 7,531 241,082 SH   DFND 1 241,082 0 0
ADVAXIS INC COM NEW 007624208 1,878 289,520 SH   DFND 1 289,520 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 238 95,252 SH   DFND 1 95,252 0 0
ADVISORY BOARD CO/THE COM 00762W107 17,677 343,255 SH   DFND 1 343,255 0 0
AECOM COM 00766T100 40,285 1,246,087 SH   DFND 1 1,240,842 0 5,245
AECOM COM 00766T100 31 961 SH   DFND 1 2 961 0 0
AEGION CORP COM 00770F104 6,453 294,957 SH   DFND 1 294,957 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 117 30,649 SH   DFND 1 30,649 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SH 007924103 127 25,015 SH   DFND 1 21,575 0 3,440
AEHR TEST SYSTEMS COM 00760J108 367 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 80 59,740 SH   DFND 1 59,740 0 0
AERCAP HOLDINGS NV SHS N00985106 17,509 379,564 SH   DFND 1 379,564 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 15,379 292,662 SH   DFND 1 292,662 0 0
AEROHIVE NETWORKS INC COM 007786106 1,600 320,140 SH   DFND 1 320,140 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 12,265 589,676 SH   DFND 1 589,676 0 0
AEROVIRONMENT INC COM 008073108 6,837 178,993 SH   DFND 1 178,993 0 0
AES CORP COM 00130H105 157 14,152 SH   DFND 1 2 14,152 0 0
AES CORP COM 00130H105 75,532 6,809,458 SH   DFND 1 6,780,816 0 28,642
AETHLON MEDICAL INC COM NEW 00808Y208 51 24,234 SH   DFND 1 24,234 0 0
AETNA INC COM 00817Y108 487,901 3,219,153 SH   DFND 1 3,203,571 0 15,582
AEVI GENOMIC MEDICINE INC COM 00835P105 244 183,789 SH   DFND 1 183,789 0 0
AFFILIATED MANAGERS GROUP COM 008252108 108 657 SH   DFND 1 2 657 0 0
AFFILIATED MANAGERS GROUP COM 008252108 93,149 562,611 SH   DFND 1 560,155 0 2,456
AFFIMED NV COM N01045108 38 18,764 SH   DFND 1 18,764 0 0
AFLAC INC COM 001055102 314,097 4,050,256 SH   DFND 1 4,032,017 0 18,239
AG MORTGAGE INVESTMENT TRUST COM 001228105 3,936 215,115 SH   DFND 1 206,950 0 8,165
AGCO CORP COM 001084102 37,073 550,331 SH   DFND 1 548,084 0 2,247
AGENUS INC COM NEW 00847G705 2,396 612,855 SH   DFND 1 612,855 0 0
AGILE THERAPEUTICS INC COM 00847L100 642 171,318 SH   DFND 1 171,318 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 198,168 3,346,818 SH   DFND 1 3,331,934 0 14,884
AGILYSYS INC COM 00847J105 1,345 132,930 SH   DFND 1 132,930 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 17,821 346,389 SH   DFND 1 346,389 0 0
AGNC INVESTMENT CORP COM 00123Q104 82,669 3,884,117 SH   DFND 1 3,874,920 0 9,197
AGNC INVESTMENT CORP COM 00123Q104 118 5,558 SH   DFND 1 2 5,558 0 0
AGNICO EAGLE MINES LTD COMSTK 008474108 5,530 123,535 SH   DFND 1 123,270 0 265
AGREE REALTY CORP COM 008492100 9,916 216,189 SH   DFND 1 216,189 0 0
AGRIUM INC COM 008916108 384 4,243 SH   DFND 1 4,243 0 0
AGRIUM INC COMSTK 008916108 6,481 71,988 SH   DFND 1 71,988 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 1,620 225,715 SH   DFND 1 225,715 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 4,928 239,694 SH   DFND 1 239,694 0 0
AIR LEASE CORP CL A 00912X302 28,696 768,120 SH   DFND 1 768,120 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 295,339 2,068,170 SH   DFND 1 2,058,244 0 9,926
AIR TRANSPORT SERVICES GROUP COM 00922R105 10,389 477,038 SH   DFND 1 477,038 0 0
AIRCASTLE LTD COM G0129K104 9,429 433,537 SH   DFND 1 433,537 0 0
AIRGAIN INC COM 00938A104 499 35,237 SH   DFND 1 35,237 0 0
AIRMEDIA GROUP INC-ADR SPONSORED ADR 009411109 44 20,876 SH   DFND 1 20,876 0 0
AK STEEL HOLDING CORP COM 001547108 17,914 2,726,774 SH   DFND 1 2,726,774 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 372 7,483 SH   DFND 1 2 7,483 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 90,523 1,820,306 SH   DFND 1 1,807,705 0 12,601
AKEBIA THERAPEUTICS INC COM 00972D105 4,715 328,181 SH   DFND 1 328,181 0 0
AKERS BIOSCIENCES INC COM 00973E102 15 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM 009728106 24,681 735,878 SH   DFND 1 732,944 0 2,934
AKOUSTIS TECHNOLOGIES INC COM 00973N102 526 60,281 SH   DFND 1 60,281 0 0
ALAMO GROUP INC COM 011311107 11,080 122,015 SH   DFND 1 122,015 0 0
ALARM.COM HOLDINGS INC COM 011642105 5,635 149,753 SH   DFND 1 149,753 0 0
ALASKA AIR GROUP INC COM 011659109 113,405 1,265,064 SH   DFND 1 1,259,301 0 5,763
ALASKA COMM SYSTEMS GROUP COM 01167P101 794 361,214 SH   DFND 1 361,214 0 0
ALBANY INTL CORP-CL A CL A 012348108 12,317 230,672 SH   DFND 1 230,672 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 4,618 212,835 SH   DFND 1 212,835 0 0
ALBEMARLE CORP COM 012653101 31 296 SH   DFND 1 2 296 0 0
ALBEMARLE CORP COM 012653101 116,875 1,109,331 SH   DFND 1 1,104,258 0 5,073
ALBIREO PHARMA INC COM 01345P106 546 26,549 SH   DFND 1 26,549 0 0
ALCOA CORP COM 013872106 36 1,127 SH   DFND 1 2 1,127 0 0
ALCOA CORP COM 013872106 40,906 1,252,870 SH   DFND 1 1,252,870 0 0
ALCOBRA LTD SHS M2239P109 12 11,033 SH   DFND 1 11,033 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 4,773 416,893 SH   DFND 1 416,893 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 271 57,854 SH   DFND 1 57,854 0 0
ALERE INC COM 01449J105 34,399 685,389 SH   DFND 1 685,389 0 0
ALEXANDER & BALDWIN INC COM 014491104 15,204 367,434 SH   DFND 1 365,877 0 1,557
ALEXANDER'S INC COM 014752109 11,051 26,221 SH   DFND 1 26,221 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 133,582 1,110,461 SH   DFND 1 1,106,509 0 3,952
ALEXION PHARMACEUTICALS INC COM 015351109 262,519 2,161,456 SH   DFND 1 2,144,789 0 16,667
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 241,840 1,724,351 SH   DFND 1 1,723,742 0 609
ALICO INC COM 016230104 862 27,550 SH   DFND 1 27,550 0 0
ALIGN TECHNOLOGY INC COM 016255101 128,685 858,475 SH   DFND 1 855,199 0 3,276
ALIGN TECHNOLOGY INC COM 016255101 39 262 SH   DFND 1 2 262 0 0
ALIMERA SCIENCES INC COM 016259103 217 156,604 SH   DFND 1 156,604 0 0
ALIO GOLD INC COMSTK 01627X108 3,497 262,612 SH   DFND 1 262,612 0 0
ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 2,842 2,500,000 PRN   DFND 1 2 2,500,000 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 79 24,901 SH   DFND 1 24,901 0 0
ALKERMES PLC SHS G01767105 13 231 SH   DFND 1 2 231 0 0
ALKERMES PLC SHS G01767105 74,621 1,287,789 SH   DFND 1 1,287,665 0 124
ALLEGHANY CORP COM 017175100 77,863 130,955 SH   DFND 1 130,434 0 521
ALLEGHENY TECHNOLOGIES INC COM 01741R102 25 1,480 SH   DFND 1 2 1,480 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 14,486 851,649 SH   DFND 1 847,983 0 3,666
ALLEGIANCE BANCSHARES INC COM 01748H107 3,711 96,908 SH   DFND 1 96,908 0 0
ALLEGIANT TRAVEL CO COM 01748X102 15,752 116,167 SH   DFND 1 116,167 0 0
ALLEGIANT TRAVEL CO COM 01748X102 342 2,523 SH   DFND 1 2 2,523 0 0
ALLEGION PLC ORD SHS G0176J109 77,786 960,450 SH   DFND 1 956,315 0 4,135
ALLERGAN PLC SHS G0177J108 800,908 3,300,384 SH   DFND 1 3,285,339 0 15,045
ALLETE INC COM NEW 018522300 34,958 487,709 SH   DFND 1 487,709 0 0
ALLIANCE CALIF MUNI INCOME COM 018546101 658 48,063 SH   DFND 1 2 48,063 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 139,983 546,276 SH   DFND 1 543,860 0 2,416
ALLIANCE HEALTHCARE SERVICE COM PAR 018606301 2,107 158,450 SH   DFND 1 157,979 0 471
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 894 37,753 SH   DFND 1 37,753 0 0
ALLIANCE ONE INTERNATIONAL COM NEW 018772301 612 42,566 SH   DFND 1 42,566 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 871 46,090 SH   DFND 1 46,090 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,832 96,950 SH   DFND 1 2 96,950 0 0
ALLIANT ENERGY CORP COM 018802108 95,927 2,391,765 SH   DFND 1 2,381,380 0 10,385
ALLIED MOTION TECHNOLOGIES COM 019330109 1,770 65,033 SH   DFND 1 65,033 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 31 600 SH   DFND 1 2 600 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 37,561 710,038 SH   DFND 1 710,038 0 0
ALLIQUA BIOMEDICAL INC COM NEW 019621200 28 76,706 SH   DFND 1 76,706 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 61,225 1,632,241 SH   DFND 1 1,632,241 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 883 23,549 SH   DFND 1 2 23,549 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 92 18,186 SH   DFND 1 18,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 20,277 1,589,121 SH   DFND 1 1,583,005 0 6,116
ALLSTATE CORP COM 020002101 312,121 3,535,391 SH   DFND 1 3,519,575 0 15,816
ALLY FINANCIAL INC COM 02005N100 72,925 3,491,251 SH   DFND 1 3,491,251 0 0
ALLY FINANCIAL INC COM 02005N100 155 7,447 SH   DFND 1 2 7,447 0 0
ALMOST FAMILY INC COM 020409108 6,488 105,253 SH   DFND 1 105,253 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 52,833 662,405 SH   DFND 1 662,281 0 124
ALON USA PARTNERS LP UT LTDPART INT 02052T109 189 18,110 SH   DFND 1 2 18,110 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,772 226,320 SH   DFND 1 226,320 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 88 5,319 SH   DFND 1 2 5,319 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 2,908,077 3,133,111 SH   DFND 1 3,110,970 0 22,141
ALPHABET INC-CL C CAP STK CL C 02079K107 2,864,380 3,157,182 SH   DFND 1 3,133,539 0 23,643
ALPHATEC HOLDINGS INC COM NEW 02081G201 93 49,590 SH   DFND 1 49,590 0 0
ALPINE GLOBAL PREMIER PROPER COM SBI 02083A103 869 137,126 SH   DFND 1 2 137,126 0 0
ALTABA INC COM 021346101 3,268 60,000 SH   DFND 1 2 60,000 0 0
ALTABA INC COM 021346101 1,225 22,486 SH   DFND 1 21,809 0 677
ALTERYX INC - CLASS A COM CL A 02156B103 2,044 104,719 SH   DFND 1 104,719 0 0
ALTIMMUNE INC COM 02155H101 356 111,418 SH   DFND 1 110,721 0 697
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2,226 102,051 SH   DFND 1 102,051 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 5,276 407,787 SH   DFND 1 407,787 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 10,313 259,134 SH   DFND 1 259,134 0 0
ALTRIA GROUP INC COM 02209S103 1,553,610 20,895,038 SH   DFND 1 20,811,227 0 83,811
AMAG PHARMACEUTICALS INC COM 00163U106 6,545 355,716 SH   DFND 1 355,589 0 127
AMAG PHARMACEUTICALS INC COM 00163U106 139 7,602 SH   DFND 1 2 7,602 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 722 179,270 SH   DFND 1 179,270 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 315 19,162 SH   DFND 1 19,162 0 0
AMAYA INC COM 02314M108 1,702 95,219 SH   DFND 1 95,219 0 0
AMAZON.COM INC COM 023135106 3,893,586 4,029,084 SH   DFND 1 3,997,165 0 31,919
AMBAC FINANCIAL GROUP INC COM NEW 023139884 6,896 397,492 SH   DFND 1 397,492 0 0
AMBARELLA INC SHS G037AX101 216 4,450 SH   DFND 1 2 4,450 0 0
AMBARELLA INC SHS G037AX101 3,911 80,560 SH   DFND 1 80,516 0 44
AMBER ROAD INC COM 02318Y108 1,266 147,735 SH   DFND 1 147,735 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 86 15,667 SH   DFND 1 2 15,667 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 864 157,537 SH   DFND 1 157,537 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 9,844 432,705 SH   DFND 1 432,705 0 0
AMC NETWORKS INC-A CL A 00164V103 84 1,586 SH   DFND 1 2 1,586 0 0
AMC NETWORKS INC-A CL A 00164V103 25,044 468,907 SH   DFND 1 467,038 0 1,869
AMDOCS LTD SHS G02602103 85,267 1,322,804 SH   DFND 1 1,322,804 0 0
AMEDICA CORP COM NEW 023435209 43 114,757 SH   DFND 1 114,757 0 0
AMEDISYS INC COM 023436108 15,170 241,535 SH   DFND 1 241,535 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 1,848 50,020 SH   DFND 1 50,020 0 0
AMERCO COM 023586100 21,739 59,409 SH   DFND 1 59,409 0 0
AMEREN CORPORATION COM 023608102 132,794 2,433,362 SH   DFND 1 2,422,434 0 10,928
AMERESCO INC-CL A CL A 02361E108 1,052 136,646 SH   DFND 1 136,646 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 232 39,141 SH   DFND 1 39,141 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 254,884 5,072,192 SH   DFND 1 5,035,356 0 36,836
AMERICAN ASSETS TRUST INC COM 024013104 16,148 409,955 SH   DFND 1 409,955 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 17,563 1,125,879 SH   DFND 1 1,125,879 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 60,942 1,288,422 SH   DFND 1 1,283,898 0 4,524
AMERICAN EAGLE OUTFITTERS COM 02553E106 24,755 2,054,417 SH   DFND 1 2,048,069 0 6,348
AMERICAN ELECTRIC POWER COM 025537101 320,923 4,628,123 SH   DFND 1 4,606,088 0 22,035
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 20 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 18,104 688,902 SH   DFND 1 688,902 0 0
AMERICAN EXPRESS CO COM 025816109 615,491 7,319,179 SH   DFND 1 7,285,539 0 33,640
AMERICAN FINANCIAL GROUP INC COM 025932104 58,547 589,420 SH   DFND 1 586,934 0 2,486
AMERICAN HOMES 4 RENT- A CL A 02665T306 49,840 2,208,268 SH   DFND 1 2,208,268 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 531,374 8,514,591 SH   DFND 1 8,476,432 0 38,159
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 0 13 SH   DFND 1 2 13 0 0
AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 20,160 956,367 SH   DFND 1 2 956,367 0 0
AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 14 694 SH   DFND 1 694 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 11,240 96,491 SH   DFND 1 96,491 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 17,109 772,111 SH   DFND 1 772,111 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 3,053 129,111 SH   DFND 1 129,111 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 2,865 74,809 SH   DFND 1 74,809 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,566 84,461 SH   DFND 1 84,461 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 166 11,472 SH   DFND 1 11,472 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 2,286 222,197 SH   DFND 1 222,197 0 0
AMERICAN STATES WATER CO COM 029899101 16,117 339,950 SH   DFND 1 339,950 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 435 94,318 SH   DFND 1 94,318 0 0
AMERICAN TOWER CORP COM 03027X100 504,376 3,819,056 SH   DFND 1 3,800,615 0 18,441
AMERICAN VANGUARD CORP COM 030371108 3,508 203,412 SH   DFND 1 203,412 0 0
AMERICAN WATER WORKS CO INC COM 030420103 138,857 1,784,352 SH   DFND 1 1,776,620 0 7,732
AMERICAN WOODMARK CORP COM 030506109 13,057 136,652 SH   DFND 1 136,652 0 0
AMERICA'S CAR-MART INC COM 03062T105 2,416 62,131 SH   DFND 1 62,131 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 188,130 1,480,605 SH   DFND 1 1,473,550 0 7,055
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AMERIS BANCORP COM 03076K108 15,365 318,795 SH   DFND 1 318,795 0 0
AMERISAFE INC COM 03071H100 9,398 165,024 SH   DFND 1 165,024 0 0
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AMERISOURCEBERGEN CORP COM 03073E105 149,402 1,583,342 SH   DFND 1 1,575,081 0 8,261
AMES NATIONAL CORP COM 031001100 1,582 51,702 SH   DFND 1 51,702 0 0
AMETEK INC COM 031100100 137,347 2,271,466 SH   DFND 1 2,260,531 0 10,935
AMGEN INC COM 031162100 1,580 9,175 SH   DFND 1 2 9,175 0 0
AMGEN INC COM 031162100 1,348,446 7,841,857 SH   DFND 1 7,786,036 0 55,821
AMICUS THERAPEUTICS INC COM 03152W109 12,597 1,251,025 SH   DFND 1 1,251,025 0 0
AMKOR TECHNOLOGY INC COM 031652100 191 19,584 SH   DFND 1 2 19,584 0 0
AMKOR TECHNOLOGY INC COM 031652100 16,126 1,650,626 SH   DFND 1 1,650,626 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 14,647 375,102 SH   DFND 1 375,102 0 0
AMPCO-PITTSBURGH CORP COM 032037103 977 66,291 SH   DFND 1 66,291 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 5,697 319,031 SH   DFND 1 319,031 0 0
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AMPIO PHARMACEUTICALS INC COM 03209T109 127 243,814 SH   DFND 1 243,814 0 0
AMPLIFY SNACK BRANDS INC COM 03211L102 2,488 258,163 SH   DFND 1 258,163 0 0
AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 29 37,449 SH   DFND 1 37,449 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 547 64,857 SH   DFND 1 64,857 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 13,704 905,154 SH   DFND 1 905,154 0 0
AMYRIS INC COM NEW 03236M200 119 37,574 SH   DFND 1 37,574 0 0
ANADARKO PETROLEUM CORP COM 032511107 134 2,974 SH   DFND 1 2 2,974 0 0
ANADARKO PETROLEUM CORP COM 032511107 237,472 5,247,267 SH   DFND 1 5,222,407 0 24,860
ANALOG DEVICES INC COM 032654105 293,420 3,777,792 SH   DFND 1 3,750,204 0 27,588
ANALOGIC CORP COM PAR $0.05 032657207 7,828 107,759 SH   DFND 1 107,759 0 0
ANAPTYSBIO INC COM 032724106 1,356 56,672 SH   DFND 1 56,672 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1,593 299,482 SH   DFND 1 299,482 0 0
ANCHOR BANCORP COM 032838104 237 9,419 SH   DFND 1 9,419 0 0
ANDERSONS INC/THE COM 034164103 8,024 234,982 SH   DFND 1 234,982 0 0
ANGIE'S LIST INC COM 034754101 4,148 324,383 SH   DFND 1 324,383 0 0
ANGIODYNAMICS INC COM 03475V101 6,319 389,831 SH   DFND 1 389,831 0 0
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ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 9 999 SH   DFND 1 0 0 999
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 468 4,249 SH   DFND 1 4,249 0 0
ANI PHARMACEUTICALS INC COM 00182C103 3,058 65,347 SH   DFND 1 65,347 0 0
ANIKA THERAPEUTICS INC COM 035255108 6,163 124,913 SH   DFND 1 124,791 0 122
ANIXTER INTERNATIONAL INC COM 035290105 21,975 281,021 SH   DFND 1 280,691 0 330
ANNALY CAPITAL MANAGEMENT IN COM 035710409 117,974 9,793,947 SH   DFND 1 9,776,931 0 17,016
ANSYS INC COM 03662Q105 114,521 942,589 SH   DFND 1 938,879 0 3,710
ANTARES PHARMA INC COM 036642106 3,832 1,190,138 SH   DFND 1 1,190,138 0 0
ANTERO RESOURCES CORP COM 03674X106 27,236 1,261,121 SH   DFND 1 1,261,121 0 0
ANTHEM INC COM 036752103 511,852 2,725,223 SH   DFND 1 2,712,824 0 12,399
ANTHEM INC COM 036752103 857 4,560 SH   DFND 1 2 4,560 0 0
ANTHERA PHARMACEUTICALS INC COM 03674U300 47 29,335 SH   DFND 1 29,335 0 0
ANW 4 11/01/18 NOTE 4.000%11/0 Y0020QAA9 7,784 8,062,000 PRN   DFND 1 2 8,062,000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 5,921 985,339 SH   DFND 1 978,476 0 6,863
AON PLC SHS CL A G0408V102 314,761 2,371,979 SH   DFND 1 2,360,608 0 11,371
APACHE CORP COM 037411105 181,835 3,800,311 SH   DFND 1 3,783,392 0 16,919
APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 346 12,741 SH   DFND 1 12,741 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 32 747 SH   DFND 1 2 747 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 81,079 1,888,967 SH   DFND 1 1,882,154 0 6,813
APOGEE ENTERPRISES INC COM 037598109 153 2,704 SH   DFND 1 2 2,704 0 0
APOGEE ENTERPRISES INC COM 037598109 13,716 241,324 SH   DFND 1 241,324 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 21,085 1,136,700 SH   DFND 1 1,128,177 0 8,523
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 623 33,604 SH   DFND 1 2 33,604 0 0
APOLLO GLOBAL MANAGEMENT - A CL A SHS 037612306 584 22,081 SH   DFND 1 2 22,081 0 0
APOLLO INVESTMENT CORP COM 03761U106 183 28,690 SH   DFND 1 0 0 28,690
APPFOLIO INC - A COM CL A 03783C100 20 625 SH   DFND 1 2 625 0 0
APPFOLIO INC - A COM CL A 03783C100 3,058 93,810 SH   DFND 1 93,810 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 30,055 1,606,394 SH   DFND 1 1,606,394 0 0
APPLE INC COM 037833100 7,812,826 54,336,962 SH   DFND 1 53,946,736 0 390,226
APPLE INC COM 037833100 117 817 SH   DFND 1 2 817 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 148 84,126 SH   DFND 1 84,126 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 798 156,562 SH   DFND 1 154,296 0 2,266
APPLIED INDUSTRIAL TECH INC COM 03820C105 18,874 319,639 SH   DFND 1 319,639 0 0
APPLIED MATERIALS INC COM 038222105 885 21,432 SH   DFND 1 2 21,432 0 0
APPLIED MATERIALS INC COM 038222105 502,840 12,190,634 SH   DFND 1 12,110,986 0 79,648
APPLIED OPTOELECTRONICS INC COM 03823U102 9,348 151,297 SH   DFND 1 151,297 0 0
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APPTIO INC - CLASS A CL A 03835C108 1,548 89,251 SH   DFND 1 89,251 0 0
APRICUS BIOSCIENCES INC COM NEW 03832V307 28 24,953 SH   DFND 1 24,953 0 0
APTARGROUP INC COM 038336103 42,709 491,702 SH   DFND 1 489,601 0 2,101
APTEVO THERAPEUTICS INC COM 03835L108 199 96,321 SH   DFND 1 96,228 0 93
AQUA AMERICA INC COM 03836W103 48,435 1,454,534 SH   DFND 1 1,448,549 0 5,985
AQUA METALS INC COM 03837J101 1,585 126,349 SH   DFND 1 126,349 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 1,314 86,280 SH   DFND 1 86,280 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 1,719 122,220 SH   DFND 1 122,220 0 0
ARALEZ PHARMACEUTICALS INC COM 03852X100 38 28,175 SH   DFND 1 28,175 0 0
ARAMARK COM 03852U106 80,639 1,968,580 SH   DFND 1 1,968,580 0 0
ARATANA THERAPEUTICS INC COM 03874P101 2,072 286,599 SH   DFND 1 286,599 0 0
ARAY 3.5 02/01/18 NOTE 3.500% 2/0 004397AD7 5,850 5,500,000 PRN   DFND 1 2 5,500,000 0 0
ARBOR REALTY TRUST INC COM 038923108 2,567 307,853 SH   DFND 1 307,853 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 97 27,115 SH   DFND 1 27,115 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,289 309,872 SH   DFND 1 309,872 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 102 35,276 SH   DFND 1 35,276 0 0
ARCADIA BIOSCIENCES INC COM 039014105 11 26,228 SH   DFND 1 26,228 0 0
ARCBEST CORP COM 03937C105 38 1,890 SH   DFND 1 2 1,890 0 0
ARCBEST CORP COM 03937C105 3,954 191,956 SH   DFND 1 191,956 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 87 3,857 SH   DFND 1 3,215 0 642
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 698 30,729 SH   DFND 1 2 30,729 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 31 337 SH   DFND 1 2 337 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 102,754 1,101,891 SH   DFND 1 1,101,891 0 0
ARCH COAL INC - A CL A 039380407 12,869 188,431 SH   DFND 1 188,431 0 0
ARCH COAL INC - A CL A 039380407 84 1,235 SH   DFND 1 2 1,235 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 224,236 5,428,729 SH   DFND 1 5,402,212 0 26,517
ARCHROCK INC COM 03957W106 8,927 783,156 SH   DFND 1 779,671 0 3,485
ARCHROCK INC COM 03957W106 404 35,439 SH   DFND 1 2 35,439 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 946 63,475 SH   DFND 1 2 63,475 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 720 48,328 SH   DFND 1 48,328 0 0
ARCONIC INC COM 03965L100 234 10,375 SH   DFND 1 2 10,375 0 0
ARCONIC INC COM 03965L100 97,636 4,317,871 SH   DFND 1 4,298,747 0 19,124
ARDAGH GROUP SA CL A L0223L101 737 32,638 SH   DFND 1 32,638 0 0
ARDELYX INC COM 039697107 945 185,378 SH   DFND 1 185,378 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,948 239,129 SH   DFND 1 239,129 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 4,367 258,862 SH   DFND 1 258,862 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 3,007 229,788 SH   DFND 1 228,613 0 1,175
ARES COMMERCIAL REAL ESTATE COM 04013V108 49 3,762 SH   DFND 1 2 3,762 0 0
ARGAN INC COM 04010E109 704 11,748 SH   DFND 1 2 11,748 0 0
ARGAN INC COM 04010E109 12,928 215,476 SH   DFND 1 215,088 0 388
ARGO GROUP INTERNATIONAL COM G0464B107 15,178 250,471 SH   DFND 1 250,471 0 0
ARGOS THERAPEUTICS INC COM 040221103 46 129,046 SH   DFND 1 129,046 0 0
ARI 5.5 03/15/19 NOTE 5.500% 3/1 03762UAA3 19,743 18,020,000 PRN   DFND 1 2 18,020,000 0 0
ARI NETWORK SERVICES COM NEW 001930205 488 69,276 SH   DFND 1 69,276 0 0
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ARISTA NETWORKS INC COM 040413106 53,793 359,283 SH   DFND 1 359,283 0 0
ARK RESTAURANTS CORP COM 040712101 206 8,457 SH   DFND 1 8,457 0 0
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,597 189,986 SH   DFND 1 183,247 0 6,739
ARMADA HOFFLER PROPERTIES IN COM 04208T108 4,473 345,425 SH   DFND 1 345,425 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 7,830 313,209 SH   DFND 1 310,823 0 2,386
ARMSTRONG FLOORING INC COM 04238R106 3,401 189,291 SH   DFND 1 189,291 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 16,949 368,468 SH   DFND 1 368,468 0 0
AROTECH CORP COM NEW 042682203 541 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 390 315,221 SH   DFND 1 315,221 0 0
ARRAY BIOPHARMA INC COM 04269X105 12,548 1,499,178 SH   DFND 1 1,499,178 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 45,365 1,619,043 SH   DFND 1 1,612,700 0 6,343
ARROW ELECTRONICS INC COM 042735100 55,432 707,253 SH   DFND 1 704,248 0 3,005
ARROW FINANCIAL CORP COM 042744102 3,403 107,531 SH   DFND 1 107,531 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 906 559,727 SH   DFND 1 559,727 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,157 110,451 SH   DFND 1 110,451 0 0
ARTHUR J GALLAGHER & CO COM 363576109 105,341 1,843,000 SH   DFND 1 1,835,213 0 7,787
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 11,090 361,270 SH   DFND 1 359,976 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 371 12,094 SH   DFND 1 2 12,094 0 0
ASA GOLD AND PRECIOUS METALS SHS G3156P103 402 34,449 SH   DFND 1 2 34,449 0 0
ASB BANCORP INC COM 00213T109 1,865 42,440 SH   DFND 1 42,440 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 9,459 167,280 SH   DFND 1 167,280 0 0
ASCENA RETAIL GROUP INC COM 04351G101 3,067 1,426,835 SH   DFND 1 1,426,835 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 546 19,686 SH   DFND 1 19,686 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 1,404 91,446 SH   DFND 1 91,446 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 2,960 287,680 SH   DFND 1 287,680 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 4,672 768,580 SH   DFND 1 768,026 0 554
ASHFORD INC COM 044104107 282 5,740 SH   DFND 1 5,740 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 31 471 SH   DFND 1 2 471 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 34,653 525,959 SH   DFND 1 523,862 0 2,097
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 6,219 47,728 SH   DFND 1 47,660 0 68
ASPEN AEROGELS INC COM 04523Y105 422 94,870 SH   DFND 1 94,870 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 30,014 602,105 SH   DFND 1 600,084 0 2,021
ASPEN TECHNOLOGY INC COM 045327103 31 575 SH   DFND 1 2 575 0 0
ASPEN TECHNOLOGY INC COM 045327103 43,855 793,616 SH   DFND 1 793,616 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 2,542 123,100 SH   DFND 1 123,100 0 0
ASSOCIATED BANC-CORP COM 045487105 30,765 1,220,855 SH   DFND 1 1,215,730 0 5,125
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,250 36,786 SH   DFND 1 36,786 0 0
ASSURANT INC COM 04621X108 59,390 573,704 SH   DFND 1 571,327 0 2,377
ASSURED GUARANTY LTD COM G0585R106 55,680 1,333,992 SH   DFND 1 1,333,992 0 0
ASSURED GUARANTY LTD COM G0585R106 296 7,097 SH   DFND 1 2 7,097 0 0
ASTA FUNDING INC COM 046220109 351 42,891 SH   DFND 1 42,891 0 0
ASTEC INDUSTRIES INC COM 046224101 446 8,045 SH   DFND 1 2 8,045 0 0
ASTEC INDUSTRIES INC COM 046224101 9,813 176,790 SH   DFND 1 176,790 0 0
ASTERIAS BIOTHERAPEUTICS COM SER A 04624N107 615 173,404 SH   DFND 1 173,404 0 0
ASTORIA FINANCIAL CORP COM 046265104 14,570 723,120 SH   DFND 1 723,120 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 1,128 33,117 SH   DFND 1 31,165 0 1,952
ASTRONICS CORP COM 046433108 164 5,413 SH   DFND 1 2 5,413 0 0
ASTRONICS CORP COM 046433108 10,149 333,102 SH   DFND 1 333,102 0 0
ASTRONOVA INC COM 04638F108 1,207 92,178 SH   DFND 1 92,178 0 0
ASTROTECH CORP COM 046484101 49 51,802 SH   DFND 1 51,802 0 0
ASURE SOFTWARE INC COM 04649U102 793 54,321 SH   DFND 1 54,321 0 0
AT HOME GROUP INC COM 04650Y100 1,581 67,894 SH   DFND 1 67,894 0 0
AT&T INC COM 00206R102 158 4,198 SH   DFND 1 2 4,198 0 0
AT&T INC COM 00206R102 2,331,153 61,889,587 SH   DFND 1 61,606,797 0 282,790
ATARA BIOTHERAPEUTICS INC COM 046513107 2,637 188,425 SH   DFND 1 188,425 0 0
ATHENAHEALTH INC COM 04685W103 46,007 327,339 SH   DFND 1 327,339 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 28 572 SH   DFND 1 2 572 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 20,816 420,108 SH   DFND 1 420,108 0 0
ATHERSYS INC COM 04744L106 1,381 914,841 SH   DFND 1 914,841 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 8,241 365,456 SH   DFND 1 365,456 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 2,841 149,570 SH   DFND 1 149,570 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 501 211,744 SH   DFND 1 211,744 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,362 63,766 SH   DFND 1 63,131 0 635
ATLANTICUS HOLDINGS CORP COM 04914Y102 190 71,490 SH   DFND 1 71,490 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 11,285 216,405 SH   DFND 1 216,405 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 1,146 76,967 SH   DFND 1 76,967 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 5,508 156,592 SH   DFND 1 156,592 0 0
ATMOS ENERGY CORP COM 049560105 69,033 832,561 SH   DFND 1 829,008 0 3,553
ATN INTERNATIONAL INC COM 00215F107 7,003 102,329 SH   DFND 1 102,329 0 0
ATRICURE INC COM 04963C209 6,456 266,250 SH   DFND 1 266,250 0 0
ATRION CORPORATION COM 049904105 7,892 12,269 SH   DFND 1 12,269 0 0
ATWOOD OCEANICS INC COM 050095108 4,769 585,262 SH   DFND 1 585,262 0 0
ATYR PHARMA INC COM 002120103 375 108,908 SH   DFND 1 108,908 0 0
AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 491 107,836 SH   DFND 1 2 107,836 0 0
AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 17 3,819 SH   DFND 1 0 0 3,819
AUDENTES THERAPEUTICS INC COM 05070R104 3,171 165,783 SH   DFND 1 165,783 0 0
AUDIOCODES LTD ORD M15342104 53 8,991 SH   DFND 1 2 8,991 0 0
AUDIOCODES LTD ORD M15342104 85 14,232 SH   DFND 1 14,232 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 152 24,941 SH   DFND 1 24,941 0 0
AURIS MEDICAL HOLDING AG COM H03579101 8 12,197 SH   DFND 1 12,197 0 0
AUTOBYTEL INC COM NEW 05275N205 84 6,704 SH   DFND 1 2 6,704 0 0
AUTOBYTEL INC COM NEW 05275N205 773 61,332 SH   DFND 1 61,332 0 0
AUTODESK INC COM 052769106 204,853 2,035,184 SH   DFND 1 2,020,269 0 14,915
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 3,798 84,111 SH   DFND 1 84,111 0 0
AUTOLIV INC COM 052800109 58,608 534,050 SH   DFND 1 534,050 0 0
AUTOMATIC DATA PROCESSING COM 053015103 509,325 4,978,645 SH   DFND 1 4,944,937 0 33,708
AUTONATION INC COM 05329W102 28,733 682,862 SH   DFND 1 680,006 0 2,856
AUTOZONE INC COM 053332102 156,864 275,460 SH   DFND 1 274,238 0 1,222
AUTOZONE INC COM 053332102 23 42 SH   DFND 1 2 42 0 0
AV HOMES INC COM 00234P102 1,940 96,765 SH   DFND 1 96,357 0 408
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 243 22,052 SH   DFND 1 22,052 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 124 11,274 SH   DFND 1 2 11,274 0 0
AVALONBAY COMMUNITIES INC COM 053484101 311,943 1,625,658 SH   DFND 1 1,619,680 0 5,978
AVANGRID INC COM 05351W103 20,445 463,099 SH   DFND 1 463,099 0 0
AVEO PHARMACEUTICALS INC COM 053588109 1,331 599,610 SH   DFND 1 599,610 0 0
AVERY DENNISON CORP COM 053611109 87,969 996,945 SH   DFND 1 992,903 0 4,042
AVEXIS INC COM 05366U100 16,943 206,224 SH   DFND 1 206,224 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 423 24,357 SH   DFND 1 24,357 0 0
AVID TECHNOLOGY INC COM 05367P100 1,446 274,912 SH   DFND 1 274,912 0 0
AVINGER INC COM 053734109 55 123,602 SH   DFND 1 123,602 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 112 167,323 SH   DFND 1 167,323 0 0
AVIS BUDGET GROUP INC COM 053774105 19,516 715,677 SH   DFND 1 712,837 0 2,840
AVISTA CORP COM 05379B107 22,596 532,184 SH   DFND 1 532,184 0 0
AVNET INC COM 053807103 39,796 1,023,964 SH   DFND 1 1,019,756 0 4,208
AVON PRODUCTS INC COM 054303102 9,903 2,606,215 SH   DFND 1 2,589,870 0 16,345
AVX CORP COM 002444107 8,499 520,161 SH   DFND 1 519,612 0 549
AWARE INC/MASS COM 05453N100 183 35,720 SH   DFND 1 35,720 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 53,060 1,656,719 SH   DFND 1 1,656,719 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 5,252 250,720 SH   DFND 1 250,720 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 42 2,015 SH   DFND 1 2 2,015 0 0
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AXIS CAPITAL HOLDINGS LTD SHS G0692U109 48,484 750,110 SH   DFND 1 750,110 0 0
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AXOGEN INC COM 05463X106 3,735 223,038 SH   DFND 1 223,038 0 0
AXON ENTERPRISE INC COM 05464C101 11,386 452,908 SH   DFND 1 452,862 0 46
AXOVANT SCIENCES LTD COM G0750W104 1,258 54,260 SH   DFND 1 54,260 0 0
AXSOME THERAPEUTICS INC COM 05464T104 399 72,694 SH   DFND 1 72,694 0 0
AXT INC COM 00246W103 1,953 307,679 SH   DFND 1 307,679 0 0
AZZ INC COM 002474104 11,553 207,056 SH   DFND 1 207,056 0 0
B COMMUNICATIONS LTD SHS M15629104 237 13,809 SH   DFND 1 13,809 0 0
B&G FOODS INC COM 05508R106 19,222 539,966 SH   DFND 1 539,091 0 875
B. RILEY FINANCIAL INC COM 05580M108 2,856 153,966 SH   DFND 1 153,966 0 0
B2GOLD CORP COMSTK 11777Q209 2,890 422,436 SH   DFND 1 422,436 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 4,571 388,720 SH   DFND 1 388,720 0 0
BADGER METER INC COM 056525108 10,203 256,045 SH   DFND 1 256,045 0 0
BAIDU INC - SPON ADR SPON ADR REP A 056752108 104,797 587,842 SH   DFND 1 579,396 0 8,446
BAKER HUGHES INC COM 057224107 235,984 4,336,409 SH   DFND 1 4,317,278 0 19,131
BALCHEM CORP COM 057665200 26 342 SH   DFND 1 2 342 0 0
BALCHEM CORP COM 057665200 21,112 271,677 SH   DFND 1 271,677 0 0
BALDWIN & LYONS INC -CL B CL B 057755209 2,001 81,674 SH   DFND 1 81,674 0 0
BALL CORP COM 058498106 142,844 3,389,984 SH   DFND 1 3,374,793 0 15,191
BALLANTYNE STRONG INC COM 058516105 440 65,729 SH   DFND 1 65,729 0 0
BALLARD POWER SYSTEMS INC COM 058586108 368 127,924 SH   DFND 1 127,924 0 0
BANC OF CALIFORNIA INC COM 05990K106 8,156 379,393 SH   DFND 1 379,393 0 0
BANCFIRST CORP COM 05945F103 11,986 124,086 SH   DFND 1 124,086 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 156 18,734 SH   DFND 1 11,000 0 7,734
BANCO MACRO SA-ADR SPON ADR B 05961W105 709 7,697 SH   DFND 1 2 7,697 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 461 68,945 SH   DFND 1 58,246 0 10,699
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BANCORPSOUTH INC COM 059692103 20,115 659,511 SH   DFND 1 656,687 0 2,824
BANK MUTUAL CORP COM 063750103 3,402 371,880 SH   DFND 1 371,880 0 0
BANK OF AMERICA CORP COM 060505104 2,427,129 100,216,008 SH   DFND 1 99,765,430 0 450,578
BANK OF AMERICA CORP COM 060505104 157 6,494 SH   DFND 1 2 6,494 0 0
BANK OF AMERICA CORP-CW18 *W EXP 10/28/201 060505153 402 509,739 SH   DFND 1 2 509,739 0 0
BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 23,077 1,916,731 SH   DFND 1 2 1,916,731 0 0
BANK OF COMMERCE HOLDINGS COM 06424J103 1,815 164,307 SH   DFND 1 164,307 0 0
BANK OF HAWAII CORP COM 062540109 28,675 345,615 SH   DFND 1 344,178 0 1,437
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BANK OF MONTREAL COM 063671101 560 7,631 SH   DFND 1 6,932 0 699
BANK OF NEW YORK MELLON CORP COM 064058100 528,453 10,375,423 SH   DFND 1 10,329,788 0 45,635
BANK OF NOVA SCOTIA COM 064149107 726 12,090 SH   DFND 1 11,429 0 661
BANK OF NT BUTTERFIELD & SON SHS NEW G0772R208 3,642 106,806 SH   DFND 1 106,806 0 0
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BANK OF THE OZARKS COM 063904106 29 634 SH   DFND 1 2 634 0 0
BANK OF THE OZARKS COM 063904106 46,938 1,001,468 SH   DFND 1 997,361 0 4,107
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BANKRATE INC COM 06647F102 4,896 381,060 SH   DFND 1 381,060 0 0
BANKRATE INC COM 06647F102 72 5,641 SH   DFND 1 2 5,641 0 0
BANKUNITED INC COM 06652K103 30,645 909,084 SH   DFND 1 909,084 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 1,734 55,537 SH   DFND 1 55,537 0 0
BANNER CORPORATION COM NEW 06652V208 14,878 263,297 SH   DFND 1 263,297 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 468 21,121 SH   DFND 1 21,121 0 0
BAR HARBOR BANKSHARES COM 066849100 3,657 118,682 SH   DFND 1 118,682 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 708 66,857 SH   DFND 1 64,068 0 2,789
BARNES & NOBLE EDUCATION INC COM 06777U101 3,039 285,973 SH   DFND 1 285,790 0 183
BARNES & NOBLE INC COM 067774109 189 24,885 SH   DFND 1 2 24,885 0 0
BARNES & NOBLE INC COM 067774109 3,555 467,865 SH   DFND 1 467,574 0 291
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BARNWELL INDUSTRIES INC COM 068221100 25 14,145 SH   DFND 1 14,145 0 0
BARRACUDA NETWORKS INC COM 068323104 8,410 364,724 SH   DFND 1 364,724 0 0
BARRETT BUSINESS SVCS INC COM 068463108 4,193 73,199 SH   DFND 1 73,199 0 0
BARRICK GOLD CORP COM 067901108 9,532 603,631 SH   DFND 1 602,825 0 806
BASIC ENERGY SERVICES INC COM NEW 06985P209 4,383 176,041 SH   DFND 1 176,041 0 0
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BASSETT FURNITURE INDS COM 070203104 3,556 93,711 SH   DFND 1 93,711 0 0
BAXTER INTERNATIONAL INC COM 071813109 317,060 5,245,548 SH   DFND 1 5,222,763 0 22,785
BAZAARVOICE INC COM 073271108 3,778 763,302 SH   DFND 1 763,302 0 0
BB&T CORP COM 054937107 349,077 7,701,201 SH   DFND 1 7,664,047 0 37,154
BBVA BANCO FRANCES SA-ADR SPONSORED ADR 07329M100 235 12,438 SH   DFND 1 2 12,438 0 0
BCB BANCORP INC COM 055298103 1,226 80,169 SH   DFND 1 80,169 0 0
BCE INC COMSTK 05534B760 12,977 288,663 SH   DFND 1 288,663 0 0
BDX 6 1/8 05/01/20 S-A PFD SHS CONV A 075887208 2,729 50,000 PRN   DFND 1 2 50,000 0 0
BEACON ROOFING SUPPLY INC COM 073685109 25,569 521,826 SH   DFND 1 521,826 0 0
BEAR STATE FINANCIAL INC COM 073844102 1,300 137,509 SH   DFND 1 137,509 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 195 19,997 SH   DFND 1 19,997 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 3,696 269,458 SH   DFND 1 269,458 0 0
BEBE STORES INC COM NEW 075571208 146 24,581 SH   DFND 1 24,581 0 0
BECTON DICKINSON AND CO COM 075887109 407,778 2,093,840 SH   DFND 1 2,083,375 0 10,465
BED BATH & BEYOND INC COM 075896100 387 12,745 SH   DFND 1 2 12,745 0 0
BED BATH & BEYOND INC COM 075896100 68,154 2,244,366 SH   DFND 1 2,238,068 0 6,298
BEIGENE LTD-ADR SPONSORED ADR 07725L102 616 13,711 SH   DFND 1 13,711 0 0
BEL FUSE INC-CL B CL B 077347300 2,164 87,619 SH   DFND 1 87,619 0 0
BELDEN INC COM 077454106 25,790 341,909 SH   DFND 1 340,486 0 1,423
BELLEROPHON THERAPEUTICS INC COM 078771102 193 144,551 SH   DFND 1 144,551 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 2,357 201,801 SH   DFND 1 201,801 0 0
BELMOND LTD-CLASS A CL A G1154H107 9,162 688,879 SH   DFND 1 688,879 0 0
BEMIS COMPANY COM 081437105 34,414 744,100 SH   DFND 1 741,004 0 3,096
BENCHMARK ELECTRONICS INC COM 08160H101 18,840 583,309 SH   DFND 1 583,309 0 0
BENEFICIAL BANCORP INC COM 08171T102 10,728 715,243 SH   DFND 1 715,243 0 0
BENEFITFOCUS INC COM 08180D106 5,022 138,160 SH   DFND 1 138,160 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 3,193,321 18,883,781 SH   DFND 1 18,799,591 0 84,190
BERKSHIRE HILLS BANCORP INC COM 084680107 10,676 303,741 SH   DFND 1 303,741 0 0
BERRY GLOBAL GROUP INC COM 08579W103 55,235 968,877 SH   DFND 1 968,877 0 0
BEST BUY CO INC COM 086516101 205,187 3,583,578 SH   DFND 1 3,570,665 0 12,913
BEYONDSPRING INC SHS G10830100 590 13,765 SH   DFND 1 13,765 0 0
BG STAFFING INC COM 05544A109 748 43,063 SH   DFND 1 43,063 0 0
BGC PARTNERS INC-CL A CL A 05541T101 24,728 1,956,342 SH   DFND 1 1,955,066 0 1,276
BGC PARTNERS INC-CL A CL A 05541T101 899 71,144 SH   DFND 1 2 71,144 0 0
BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 187 5,262 SH   DFND 1 2 5,262 0 0
BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 442 12,440 SH   DFND 1 10,807 0 1,633
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 709 23,059 SH   DFND 1 22,306 0 753
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 338 11,005 SH   DFND 1 2 11,005 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 857 65,677 SH   DFND 1 2 65,677 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 7,785 596,579 SH   DFND 1 596,579 0 0
BIG LOTS INC COM 089302103 1,231 25,495 SH   DFND 1 2 25,495 0 0
BIG LOTS INC COM 089302103 25,660 531,275 SH   DFND 1 529,758 0 1,517
BIGLARI HOLDINGS INC COM 08986R101 3,648 9,128 SH   DFND 1 9,128 0 0
BILL BARRETT CORP COM 06846N104 1,856 604,794 SH   DFND 1 604,794 0 0
BIOAMBER INC COM 09072Q106 284 110,847 SH   DFND 1 110,847 0 0
BIOCEPT INC COM NEW 09072V204 92 67,373 SH   DFND 1 67,373 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 3,639 654,584 SH   DFND 1 654,584 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 1,295 462,533 SH   DFND 1 462,533 0 0
BIOGEN INC COM 09062X103 518 1,909 SH   DFND 1 2 1,909 0 0
BIOGEN INC COM 09062X103 655,050 2,417,617 SH   DFND 1 2,401,664 0 15,953
BIOHAVEN PHARMACEUTICAL HOLD COM G11196105 4,122 164,904 SH   DFND 1 164,904 0 0
BIOLASE INC COM 090911108 200 206,201 SH   DFND 1 206,201 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 165 69,384 SH   DFND 1 69,384 0 0
BIOLINERX LTD-SPONS ADR SPONSORED ADR 09071M106 21 25,413 SH   DFND 1 25,413 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 127,340 1,402,840 SH   DFND 1 1,397,602 0 5,238
BIO-PATH HOLDINGS INC COM 09057N102 211 544,208 SH   DFND 1 544,208 0 0
BIOPHARMX CORP COM 09072X101 155 323,967 SH   DFND 1 323,967 0 0
BIOPTIX INC COM 09074N101 61 15,089 SH   DFND 1 15,089 0 0
BIO-RAD LABORATORIES-A CL A 090572207 38,868 171,748 SH   DFND 1 171,043 0 705
BIOSCRIP INC COM 09069N108 2,790 1,027,844 SH   DFND 1 1,027,844 0 0
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BIOSPECIFICS TECHNOLOGIES COM 090931106 2,806 56,677 SH   DFND 1 56,677 0 0
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BIO-TECHNE CORP COM 09073M104 37,081 315,584 SH   DFND 1 314,216 0 1,368
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BIOTIME INC COM 09066L105 3,329 1,056,860 SH   DFND 1 1,056,860 0 0
BIOVERATIV INC COM 09075E100 54,251 901,633 SH   DFND 1 897,774 0 3,859
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BLACK DIAMOND INC COM 09202G101 1,166 175,449 SH   DFND 1 175,449 0 0
BLACK HILLS CORP COM 092113109 28,709 425,516 SH   DFND 1 423,708 0 1,808
BLACK KNIGHT FINANCIAL-CL A CL A 09214X100 8,610 210,260 SH   DFND 1 210,260 0 0
BLACKBAUD INC COM 09227Q100 34,342 400,490 SH   DFND 1 398,874 0 1,616
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BLACKBERRY LTD COM 09228F103 293 29,403 SH   DFND 1 2 29,403 0 0
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BLUE BIRD CORP COM 095306106 1,098 64,609 SH   DFND 1 64,609 0 0
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BLUEPRINT MEDICINES CORP COM 09627Y109 16,016 316,092 SH   DFND 1 316,092 0 0
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BOX INC - CLASS A CL A 10316T104 10,399 570,174 SH   DFND 1 570,174 0 0
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BP PLC-SPONS ADR SPONSORED ADR 055622104 2,226 64,244 SH   DFND 1 62,079 0 2,165
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CA INC COM 12673P105 124,878 3,627,974 SH   DFND 1 3,596,114 0 31,860
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CABELA'S INC COM 126804301 24,402 410,670 SH   DFND 1 408,928 0 1,742
CABLE ONE INC COM 12685J105 25,883 36,410 SH   DFND 1 36,251 0 159
CABOT CORP COM 127055101 23 446 SH   DFND 1 2 446 0 0
CABOT CORP COM 127055101 30,717 574,906 SH   DFND 1 572,801 0 2,105
CABOT MICROELECTRONICS CORP COM 12709P103 153 2,079 SH   DFND 1 2 2,079 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 22,639 306,646 SH   DFND 1 306,646 0 0
CABOT OIL & GAS CORP COM 127097103 112,779 4,504,829 SH   DFND 1 4,484,631 0 20,198
CACI INTERNATIONAL INC -CL A CL A 127190304 24,509 195,996 SH   DFND 1 195,996 0 0
CADENCE BANCORP CL A 12739A100 363 16,629 SH   DFND 1 16,629 0 0
CADENCE DESIGN SYS INC COM 127387108 95,283 2,846,116 SH   DFND 1 2,836,676 0 9,440
CADIZ INC COM NEW 127537207 2,374 175,871 SH   DFND 1 175,871 0 0
CAE INC COMSTK 124765108 2,367 138,328 SH   DFND 1 136,022 0 2,306
CAESARS ACQUISITION CO-CL A CL A 12768T103 3,286 172,498 SH   DFND 1 172,498 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 6,427 535,599 SH   DFND 1 535,599 0 0
CAESARSTONE LTD ORD SHS M20598104 2,313 66,008 SH   DFND 1 66,008 0 0
CAESARSTONE LTD ORD SHS M20598104 186 5,318 SH   DFND 1 2 5,318 0 0
CAFEPRESS INC COM 12769A103 68 26,471 SH   DFND 1 26,471 0 0
CAI INTERNATIONAL INC COM 12477X106 3,035 128,626 SH   DFND 1 128,626 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 134 28,994 SH   DFND 1 28,994 0 0
CALAMP CORP COM 128126109 6,145 302,272 SH   DFND 1 302,272 0 0
CALATLANTIC GROUP INC COM 128195104 29,944 847,080 SH   DFND 1 844,469 0 2,611
CALATLANTIC GROUP INC COM 128195104 937 26,526 SH   DFND 1 2 26,526 0 0
CALAVO GROWERS INC COM 128246105 9,300 134,689 SH   DFND 1 134,689 0 0
CALERES INC COM 129500104 13,983 503,377 SH   DFND 1 503,377 0 0
CALGON CARBON CORP COM 129603106 6,119 405,271 SH   DFND 1 405,271 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 3,125 365,512 SH   DFND 1 365,496 0 16
CALIFORNIA WATER SERVICE GRP COM 130788102 14,469 393,191 SH   DFND 1 393,191 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 3,474 233,958 SH   DFND 1 233,958 0 0
CALIX INC COM 13100M509 2,163 315,825 SH   DFND 1 315,825 0 0
CALLAWAY GOLF COMPANY COM 131193104 10,520 823,203 SH   DFND 1 823,203 0 0
CALLIDUS SOFTWARE INC COM 13123E500 13,464 556,365 SH   DFND 1 556,365 0 0
CALLON PETROLEUM CO COM 13123X102 16,578 1,562,550 SH   DFND 1 1,562,550 0 0
CAL-MAINE FOODS INC COM NEW 128030202 10,876 274,657 SH   DFND 1 274,347 0 310
CALPINE CORP COM NEW 131347304 39,432 2,914,498 SH   DFND 1 2,914,498 0 0
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 165 38,959 SH   DFND 1 38,959 0 0
CAMBIUM LEARNING GROUP INC COM 13201A107 545 107,543 SH   DFND 1 107,543 0 0
CAMBREX CORP COM 132011107 16,758 280,482 SH   DFND 1 280,482 0 0
CAMDEN NATIONAL CORP COM 133034108 5,774 134,583 SH   DFND 1 134,583 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 77,305 904,397 SH   DFND 1 901,441 0 2,956
CAMECO CORP COMSTK 13321L108 1,793 198,250 SH   DFND 1 197,924 0 326
CAMPBELL SOUP CO COM 134429109 122,159 2,345,728 SH   DFND 1 2,337,008 0 8,720
CAMPBELL SOUP CO COM 134429109 104 2,005 SH   DFND 1 2 2,005 0 0
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 4,488 145,507 SH   DFND 1 145,507 0 0
CAMTEK LTD ORD M20791105 79 16,454 SH   DFND 1 16,454 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 413 5,093 SH   DFND 1 4,736 0 357
CANADIAN NATL RAILWAY CO COM 136375102 636 7,858 SH   DFND 1 7,122 0 736
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 210 1,306 SH   DFND 1 1,152 0 154
CANADIAN SOLAR INC COM 136635109 768 48,274 SH   DFND 1 48,274 0 0
CANCER GENETICS INC COM 13739U104 344 87,279 SH   DFND 1 87,279 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 1,342 39,449 SH   DFND 1 37,026 0 2,423
CANTEL MEDICAL CORP COM 138098108 27,128 348,199 SH   DFND 1 348,199 0 0
CAPELLA EDUCATION CO COM 139594105 12,783 149,337 SH   DFND 1 149,337 0 0
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CAPITAL BANK FINANCIAL-CL A CL A COM 139794101 9,316 244,515 SH   DFND 1 244,515 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 1,869 91,549 SH   DFND 1 91,549 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 389,515 4,722,795 SH   DFND 1 4,701,840 0 20,955
CAPITAL ONE FINANCIAL CORP COM 14040H105 18 220 SH   DFND 1 2 220 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 206 60,661 SH   DFND 1 60,661 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 1,227 361,087 SH   DFND 1 2 361,087 0 0
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CAPITAL SOUTHWEST CORP COM 140501107 292 18,203 SH   DFND 1 18,203 0 0
CAPITALA FINANCE CORP COM 14054R106 154 11,892 SH   DFND 1 11,892 0 0
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 15,871 1,116,949 SH   DFND 1 1,116,949 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 44 53,121 SH   DFND 1 53,121 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 639 36,071 SH   DFND 1 36,071 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 7,939 761,255 SH   DFND 1 761,255 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 72 106,683 SH   DFND 1 106,683 0 0
CARA THERAPEUTICS INC COM 140755109 3,367 218,781 SH   DFND 1 218,781 0 0
CARBO CERAMICS INC COM 140781105 1,155 168,747 SH   DFND 1 168,747 0 0
CARBONITE INC COM 141337105 3,897 178,762 SH   DFND 1 178,762 0 0
CARDCONNECT CORP COM 14141X108 1,162 77,227 SH   DFND 1 77,227 0 0
CARDINAL HEALTH INC COM 14149Y108 247,215 3,178,057 SH   DFND 1 3,163,157 0 14,900
CARDIOME PHARMA CORP COM NO PAR 14159U301 55 12,238 SH   DFND 1 12,238 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 9,059 281,092 SH   DFND 1 281,092 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 50 1,580 SH   DFND 1 2 1,580 0 0
CARDTRONICS PLC - A SHS CL A G1991C105 13,918 423,575 SH   DFND 1 423,575 0 0
CARE CAPITAL PROPERTIES INC COM 141624106 21,398 801,436 SH   DFND 1 796,781 0 4,655
CARE.COM INC COM 141633107 1,862 123,335 SH   DFND 1 123,335 0 0
CAREDX INC COM 14167L103 47 43,139 SH   DFND 1 43,139 0 0
CAREER EDUCATION CORP COM 141665109 5,499 572,860 SH   DFND 1 572,860 0 0
CARETRUST REIT INC COM 14174T107 11,240 606,300 SH   DFND 1 606,300 0 0
CARLISLE COS INC COM 142339100 377 3,958 SH   DFND 1 2 3,958 0 0
CARLISLE COS INC COM 142339100 49,772 521,726 SH   DFND 1 519,550 0 2,176
CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 1,015 51,412 SH   DFND 1 51,412 0 0
CARMAX INC COM 143130102 111,014 1,763,722 SH   DFND 1 1,755,686 0 8,036
CARNIVAL CORP UNIT 99/99/9999 143658300 273,529 4,178,463 SH   DFND 1 4,158,929 0 19,534
CARNIVAL PLC-ADR ADR 14365C103 321 4,867 SH   DFND 1 4,467 0 400
CAROLINA FINANCIAL CORP COM 143873107 3,380 104,604 SH   DFND 1 104,604 0 0
CARPENTER TECHNOLOGY COM 144285103 13,938 372,398 SH   DFND 1 370,823 0 1,575
CARRIAGE SERVICES INC COM 143905107 3,135 116,287 SH   DFND 1 116,287 0 0
CARRIZO OIL & GAS INC COM 144577103 8,988 515,983 SH   DFND 1 515,983 0 0
CARRIZO OIL & GAS INC COM 144577103 8 465 SH   DFND 1 2 465 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,637 296,917 SH   DFND 1 296,917 0 0
CARS.COM INC COM 14575E105 21,325 800,807 SH   DFND 1 798,075 0 2,732
CARTER'S INC COM 146229109 38,306 430,656 SH   DFND 1 429,018 0 1,638
CARVANA CO CL A 146869102 2,785 136,053 SH   DFND 1 136,053 0 0
CASCADIAN THERAPEUTICS INC COM NEW 14740B606 1,137 306,179 SH   DFND 1 306,179 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 5,310 323,594 SH   DFND 1 323,594 0 0
CASEY'S GENERAL STORES INC COM 147528103 37,064 346,039 SH   DFND 1 344,715 0 1,324
CASI PHARMACEUTICALS INC COM 14757U109 40 38,315 SH   DFND 1 38,315 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 5,529 84,245 SH   DFND 1 84,245 0 0
CASTLE BRANDS INC COM 148435100 1,160 674,602 SH   DFND 1 674,602 0 0
CASTLIGHT HEALTH INC-B CL B 14862Q100 1,605 386,818 SH   DFND 1 386,818 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 44 31,136 SH   DFND 1 31,136 0 0
CATALENT INC COM 148806102 37,187 1,059,464 SH   DFND 1 1,055,252 0 4,212
CATALYST BIOSCIENCES INC COM NEW 14888D208 57 12,432 SH   DFND 1 12,432 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,694 613,849 SH   DFND 1 613,849 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 3,901 343,155 SH   DFND 1 343,155 0 0
CATERPILLAR INC COM 149123101 590,590 5,505,957 SH   DFND 1 5,477,741 0 28,216
CATHAY GENERAL BANCORP COM 149150104 31,715 835,712 SH   DFND 1 833,186 0 2,526
CATO CORP-CLASS A CL A 149205106 3,553 201,993 SH   DFND 1 201,993 0 0
CATO CORP-CLASS A CL A 149205106 112 6,368 SH   DFND 1 2 6,368 0 0
CAVCO INDUSTRIES INC COM 149568107 9,584 73,929 SH   DFND 1 73,929 0 0
CAVIUM INC COM 14964U108 33,898 545,600 SH   DFND 1 545,600 0 0
CB FINANCIAL SERVICES INC COM 12479G101 903 34,610 SH   DFND 1 34,610 0 0
CBIZ INC COM 124805102 6,869 457,938 SH   DFND 1 457,938 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 20,662 2,451,082 SH   DFND 1 2,446,822 0 4,260
CBOE HOLDINGS INC COM 12503M108 91,351 1,001,013 SH   DFND 1 997,027 0 3,986
CBRE CLARION GL R/E INCOME F COM 12504G100 84 11,005 SH   DFND 1 2 11,005 0 0
CBRE GROUP INC - A CL A 12504L109 106,593 2,933,631 SH   DFND 1 2,920,584 0 13,047
CBS CORP-CLASS B NON VOTING CL B 124857202 214,020 3,361,837 SH   DFND 1 3,345,645 0 16,192
CDI CORP COM 125071100 395 67,558 SH   DFND 1 67,558 0 0
CDK GLOBAL INC COM 12508E101 81,337 1,311,060 SH   DFND 1 1,305,802 0 5,258
CDW CORP/DE COM 12514G108 85,112 1,361,682 SH   DFND 1 1,361,682 0 0
CECO ENVIRONMENTAL CORP COM 125141101 2,120 230,938 SH   DFND 1 230,938 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,712 765,428 SH   DFND 1 765,428 0 0
CELADON GROUP INC COM 150838100 678 215,538 SH   DFND 1 215,538 0 0
CELANESE CORP-SERIES A COM SER A 150870103 115,410 1,216,124 SH   DFND 1 1,216,124 0 0
CELESTICA INC COMSTK 15101Q108 20,381 1,500 SH   DFND 1 1,500 0 0
CELESTICA INC COMSTK 15101Q108 264 19,501 SH   DFND 1 2 19,501 0 0
CELGENE CORP COM 151020104 1,050 8,088 SH   DFND 1 2 8,088 0 0
CELGENE CORP COM 151020104 1,013,771 7,819,358 SH   DFND 1 7,761,253 0 58,105
CELLDEX THERAPEUTICS INC COM 15117B103 2,326 941,824 SH   DFND 1 941,548 0 276
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 371 42,453 SH   DFND 1 42,453 0 0
CEL-SCI CORP COM PAR NEW 150837607 83 37,660 SH   DFND 1 37,660 0 0
CEMPRA INC COM 15130J109 1,835 399,083 SH   DFND 1 399,083 0 0
CEMTREX INC COM PAR $.001 15130G303 126 35,054 SH   DFND 1 35,054 0 0
CENOVUS ENERGY INC COM 15135U109 3,786 517,356 SH   DFND 1 516,829 0 527
CENOVUS ENERGY INC COM 15135U109 918 124,648 SH   DFND 1 2 124,648 0 0
CENTENE CORP COM 15135B101 988 12,376 SH   DFND 1 2 12,376 0 0
CENTENE CORP COM 15135B101 169,088 2,119,788 SH   DFND 1 2,112,066 0 7,722
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 18,472 1,167,674 SH   DFND 1 1,167,674 0 0
CENTERPOINT ENERGY INC COM 15189T107 129,196 4,725,663 SH   DFND 1 4,704,357 0 21,306
CENTERSTATE BANKS INC COM 15201P109 11,805 474,873 SH   DFND 1 474,873 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 2,745 686,435 SH   DFND 1 686,435 0 0
CENTRAL GARDEN & PET CO COM 153527106 613 19,295 SH   DFND 1 19,295 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 16,618 553,590 SH   DFND 1 553,590 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7,510 238,647 SH   DFND 1 238,647 0 0
CENTRAL SECURITIES CORP COM 155123102 4,373 175,413 SH   DFND 1 2 175,413 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 1,336 60,317 SH   DFND 1 60,317 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 93 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUMINUM COMPANY COM 156431108 7,006 449,692 SH   DFND 1 449,692 0 0
CENTURY BANCORP INC -CL A CL A NON VTG 156432106 1,536 24,151 SH   DFND 1 24,151 0 0
CENTURY CASINOS INC COM 156492100 1,229 166,768 SH   DFND 1 166,768 0 0
CENTURY COMMUNITIES INC COM 156504300 3,058 123,336 SH   DFND 1 123,336 0 0
CENTURYLINK INC COM 156700106 138,277 5,799,682 SH   DFND 1 5,770,970 0 28,712
CENTURYLINK INC COM 156700106 131 5,507 SH   DFND 1 2 5,507 0 0
CENVEO INC COM NEW 15670S402 245 40,373 SH   DFND 1 40,373 0 0
CERAGON NETWORKS LTD ORD M22013102 122 48,008 SH   DFND 1 2 48,008 0 0
CERAGON NETWORKS LTD ORD M22013102 93 36,506 SH   DFND 1 36,506 0 0
CERNER CORP COM 156782104 224,471 3,381,973 SH   DFND 1 3,359,471 0 22,502
CERULEAN PHARMA INC COM 15708Q105 37 85,442 SH   DFND 1 85,442 0 0
CERUS CORP COM 157085101 50 20,291 SH   DFND 1 2 20,291 0 0
CERUS CORP COM 157085101 2,243 893,849 SH   DFND 1 893,849 0 0
CEVA INC COM 157210105 8,535 187,804 SH   DFND 1 187,804 0 0
CF CORPORATION - CLASS A SHS CL A G20307107 332 29,528 SH   DFND 1 29,528 0 0
CF CORPORATION - CLASS A SHS CL A G20307107 841 74,797 SH   DFND 1 2 74,797 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 68,909 2,468,411 SH   DFND 1 2,458,296 0 10,115
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 458 11,831 SH   DFND 1 11,831 0 0
CHANNELADVISOR CORP COM 159179100 2,144 185,644 SH   DFND 1 185,644 0 0
CHARLES & COLVARD LTD COM 159765106 45 49,187 SH   DFND 1 49,187 0 0
CHARLES RIVER LABORATORIES COM 159864107 37,956 375,249 SH   DFND 1 373,646 0 1,603
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 9,505 273,693 SH   DFND 1 273,693 0 0
CHARTER COMMUNICATIONS INC-A CL A 16119P108 728,294 2,165,756 SH   DFND 1 2,148,442 0 17,314
CHARTER FINANCIAL CORP COM 16122W108 2,268 126,053 SH   DFND 1 126,053 0 0
CHASE CORP COM 16150R104 8,353 78,285 SH   DFND 1 78,285 0 0
CHATHAM LODGING TRUST COM 16208T102 5,716 284,522 SH   DFND 1 284,522 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 50,681 465,150 SH   DFND 1 460,255 0 4,895
CHEESECAKE FACTORY INC/THE COM 163072101 19,770 393,048 SH   DFND 1 391,545 0 1,503
CHEESECAKE FACTORY INC/THE COM 163072101 105 2,103 SH   DFND 1 2 2,103 0 0
CHEFS' WAREHOUSE INC/THE COM 163086101 2,038 156,811 SH   DFND 1 156,811 0 0
CHEGG INC COM 163092109 6,178 502,739 SH   DFND 1 502,739 0 0
CHEGG INC COM 163092109 375 30,586 SH   DFND 1 2 30,586 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 299 49,468 SH   DFND 1 49,468 0 0
CHEMED CORP COM 16359R103 34,658 169,454 SH   DFND 1 169,454 0 0
CHEMICAL FINANCIAL CORP COM 163731102 29,785 615,273 SH   DFND 1 612,878 0 2,395
CHEMOCENTRYX INC COM 16383L106 1,876 200,470 SH   DFND 1 199,763 0 707
CHEMOURS CO/THE COM 163851108 60,536 1,596,436 SH   DFND 1 1,589,780 0 6,656
CHEMUNG FINANCIAL CORP COM 164024101 983 24,048 SH   DFND 1 24,048 0 0
CHENIERE ENERGY INC COM NEW 16411R208 81,611 1,676,162 SH   DFND 1 1,676,162 0 0
CHEROKEE INC COM 16444H102 533 76,732 SH   DFND 1 76,732 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 1,621 87,801 SH   DFND 1 87,801 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 862 46,715 SH   DFND 1 2 46,715 0 0
CHESAPEAKE ENERGY CORP COM 165167107 40,920 8,243,510 SH   DFND 1 8,210,414 0 33,096
CHESAPEAKE ENERGY CORP COM 165167107 2,036 409,677 SH   DFND 1 2 409,677 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 16,270 664,907 SH   DFND 1 664,907 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 9,432 125,854 SH   DFND 1 125,854 0 0
CHEVRON CORP COM 166764100 1,939,891 18,625,990 SH   DFND 1 18,540,133 0 85,857
CHIASMA INC COM 16706W102 66 45,638 SH   DFND 1 45,638 0 0
CHICAGO BRIDGE & IRON CO NV COM 167250109 17,850 904,761 SH   DFND 1 904,749 0 12
CHICO'S FAS INC COM 168615102 515 54,673 SH   DFND 1 2 54,673 0 0
CHICO'S FAS INC COM 168615102 15,840 1,681,595 SH   DFND 1 1,676,917 0 4,678
CHILDREN'S PLACE INC/THE COM 168905107 21,031 205,986 SH   DFND 1 205,986 0 0
CHILDREN'S PLACE INC/THE COM 168905107 516 5,056 SH   DFND 1 2 5,056 0 0
CHIMERA INVESTMENT CORP COM NEW 16934Q208 46,833 2,513,891 SH   DFND 1 2,508,375 0 5,516
CHIMERIX INC COM 16934W106 1,888 346,575 SH   DFND 1 346,575 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 64 13,333 SH   DFND 1 13,333 0 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 1,935 17,116 SH   DFND 1 17,116 0 0
CHINA COMMERCIAL CREDIT INC COM 16891K103 35 11,141 SH   DFND 1 11,141 0 0
CHINA INFORMATION TECHNOLOGY COM G21174100 19 20,266 SH   DFND 1 20,266 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 499 6,194 SH   DFND 1 2 6,194 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 1,607 19,927 SH   DFND 1 19,676 0 251
CHINA NATURAL RESOURCES INC COM G2110U109 23 11,233 SH   DFND 1 11,233 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 96 20,593 SH   DFND 1 20,593 0 0
CHINA YUCHAI INTL LTD COM G21082105 1,490 81,835 SH   DFND 1 2 81,835 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 29 70 SH   DFND 1 2 70 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 112,293 270,352 SH   DFND 1 269,108 0 1,244
CHOICE HOTELS INTL INC COM 169905106 17,694 275,403 SH   DFND 1 275,374 0 29
CHRISTOPHER & BANKS CORP COM 171046105 262 200,064 SH   DFND 1 200,064 0 0
CHROMADEX CORP COM NEW 171077407 636 166,699 SH   DFND 1 166,699 0 0
CHUBB LTD COM H1467J104 643,788 4,436,235 SH   DFND 1 4,415,807 0 20,428
CHUNGHWA TELECOM LT-SPON ADR SPON ADR NEW11 17133Q502 282 8,019 SH   DFND 1 5,951 0 2,068
CHURCH & DWIGHT CO INC COM 171340102 150,145 2,898,229 SH   DFND 1 2,887,414 0 10,815
CHURCHILL DOWNS INC COM 171484108 20,824 113,610 SH   DFND 1 113,193 0 417
CHUY'S HOLDINGS INC COM 171604101 3,507 149,883 SH   DFND 1 149,883 0 0
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 279 116,662 SH   DFND 1 116,662 0 0
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 116 48,599 SH   DFND 1 2 48,599 0 0
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 981 133,675 SH   DFND 1 2 133,675 0 0
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 171 23,332 SH   DFND 1 22,532 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 758 79,693 SH   DFND 1 2 79,693 0 0
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 137 14,476 SH   DFND 1 13,197 0 1,279
CIDARA THERAPEUTICS INC COM 171757107 359 47,992 SH   DFND 1 47,992 0 0
CIENA CORP COM NEW 171779309 30,164 1,205,596 SH   DFND 1 1,200,824 0 4,772
CIGNA CORP COM 125509109 390,485 2,337,148 SH   DFND 1 2,324,977 0 12,171
CIM COMMERCIAL TRUST CORP COM 125525105 1,968 123,824 SH   DFND 1 123,824 0 0
CIMAREX ENERGY CO COM 171798101 85,731 913,635 SH   DFND 1 909,508 0 4,127
CIMAREX ENERGY CO COM 171798101 65 695 SH   DFND 1 2 695 0 0
CIMPRESS NV SHS EURO N20146101 6,188 65,462 SH   DFND 1 65,462 0 0
CINCINNATI BELL INC COM NEW 171871502 6,638 339,590 SH   DFND 1 339,590 0 0
CINCINNATI FINANCIAL CORP COM 172062101 118,048 1,631,862 SH   DFND 1 1,625,059 0 6,803
CINEDIGM CORP - A COM NEW 172406209 54 31,305 SH   DFND 1 31,305 0 0
CINEMARK HOLDINGS INC COM 17243V102 32,814 844,647 SH   DFND 1 841,081 0 3,566
CINEMARK HOLDINGS INC COM 17243V102 31 823 SH   DFND 1 2 823 0 0
CINER RESOURCES LP COM UNIT LTD 172464109 443 16,168 SH   DFND 1 2 16,168 0 0
CINTAS CORP COM 172908105 131,654 1,046,080 SH   DFND 1 1,039,227 0 6,853
CIRCOR INTERNATIONAL INC COM 17273K109 7,625 128,411 SH   DFND 1 128,411 0 0
CIRRUS LOGIC INC COM 172755100 46,039 734,041 SH   DFND 1 731,873 0 2,168
CIRRUS LOGIC INC COM 172755100 33 541 SH   DFND 1 2 541 0 0
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DAKTRONICS INC COM 234264109 3,149 327,032 SH   DFND 1 327,032 0 0
DANA INC COM 235825205 24,693 1,105,830 SH   DFND 1 1,100,962 0 4,868
DANAHER CORP COM 235851102 502,144 5,960,744 SH   DFND 1 5,933,773 0 26,971
DAQO NEW ENERGY CORP-ADR SPNSRD ADR NEW 23703Q203 209 10,092 SH   DFND 1 2 10,092 0 0
DARDEN RESTAURANTS INC COM 237194105 23 259 SH   DFND 1 2 259 0 0
DARDEN RESTAURANTS INC COM 237194105 145,734 1,613,548 SH   DFND 1 1,606,861 0 6,687
DARLING INGREDIENTS INC COM 237266101 20,620 1,310,047 SH   DFND 1 1,310,047 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 127 21,270 SH   DFND 1 21,270 0 0
DASEKE INC COM 23753F107 1,567 140,864 SH   DFND 1 140,864 0 0
DASEKE INC COM 23753F107 1,947 175,000 SH   DFND 1 2 175,000 0 0
DATA I/O CORP COM 237690102 114 14,398 SH   DFND 1 14,398 0 0
DATAWATCH CORP COM NEW 237917208 643 69,222 SH   DFND 1 69,222 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 21,450 322,522 SH   DFND 1 322,522 0 0
DAVIDSTEA INC COM 238661102 80 13,680 SH   DFND 1 13,680 0 0
DAVITA INC COM 23918K108 101,453 1,569,188 SH   DFND 1 1,562,433 0 6,755
DAWSON GEOPHYSICAL CO COM 239360100 435 111,017 SH   DFND 1 111,017 0 0
DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 663 18,585 SH   DFND 1 18,585 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 47,418 887,314 SH   DFND 1 884,219 0 3,095
DDR CORP COM 23317H102 28,364 3,127,285 SH   DFND 1 3,127,285 0 0
DEAN FOODS CO COM NEW 242370203 18,743 1,102,568 SH   DFND 1 1,099,506 0 3,062
DECKERS OUTDOOR CORP COM 243537107 16,902 247,621 SH   DFND 1 246,543 0 1,078
DEERE & CO COM 244199105 363,429 2,945,534 SH   DFND 1 2,931,914 0 13,620
DEL FRISCO'S RESTAURANT GROU COM 245077102 3,176 197,278 SH   DFND 1 197,278 0 0
DEL TACO RESTAURANTS INC COM 245496104 4,054 294,848 SH   DFND 1 294,848 0 0
DELCATH SYSTEMS INC COM PAR 24661P500 149 759,089 SH   DFND 1 759,089 0 0
DELEK US HOLDINGS INC COMSTK 246647101 12,036 455,235 SH   DFND 1 455,235 0 0
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 69,613 1,140,031 SH   DFND 1 1,139,633 0 398
DELPHI AUTOMOTIVE PLC SHS G27823106 265,294 3,031,329 SH   DFND 1 3,019,705 0 11,624
DELTA AIR LINES INC COM NEW 247361702 366,416 6,828,696 SH   DFND 1 6,793,993 0 34,703
DELTA APPAREL INC COM 247368103 957 43,186 SH   DFND 1 43,186 0 0
DELTA NATURAL GAS CO INC COM 247748106 1,123 36,887 SH   DFND 1 36,887 0 0
DELTIC TIMBER CORP COM 247850100 6,283 84,157 SH   DFND 1 84,157 0 0
DELUXE CORP COM 248019101 158 2,288 SH   DFND 1 2 2,288 0 0
DELUXE CORP COM 248019101 36,796 531,588 SH   DFND 1 529,940 0 1,648
DENBURY RESOURCES INC COM NEW 247916208 4,844 3,166,542 SH   DFND 1 3,166,542 0 0
DENNY'S CORP COM 24869P104 7,478 635,372 SH   DFND 1 635,372 0 0
DENTSPLY SIRONA INC COM 24906P109 156,495 2,417,431 SH   DFND 1 2,400,724 0 16,707
DEPOMED INC COM 249908104 5,656 526,685 SH   DFND 1 526,685 0 0
DERMIRA INC COM 24983L104 8,932 306,533 SH   DFND 1 306,533 0 0
DESCARTES SYSTEMS GRP/THE COM 249906108 1,250 51,387 SH   DFND 1 51,387 0 0
DESTINATION MATERNITY CORP COM 25065D100 246 76,060 SH   DFND 1 76,060 0 0
DESTINATION XL GROUP INC COM 25065K104 575 245,099 SH   DFND 1 245,099 0 0
DETERMINE INC COM 250660107 196 73,768 SH   DFND 1 73,768 0 0
DEVON ENERGY CORP COM 25179M103 192,024 6,015,404 SH   DFND 1 5,992,039 0 23,365
DEVON ENERGY CORP COM 25179M103 82 2,580 SH   DFND 1 2 2,580 0 0
DEXCOM INC COM 252131107 56,906 778,221 SH   DFND 1 778,221 0 0
DEXTERA SURGICAL INC COM 252366109 9 30,176 SH   DFND 1 30,176 0 0
DHI GROUP INC COM 23331S100 1,624 570,164 SH   DFND 1 570,164 0 0
DHI GROUP INC COM 23331S100 523 183,733 SH   DFND 1 2 183,733 0 0
DHT 4.5 10/01/19 DEBT 4.500%10/0 23335SAB2 2,453 2,500,000 PRN   DFND 1 2 2,500,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 584 140,917 SH   DFND 1 140,917 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 1,522 12,705 SH   DFND 1 12,705 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,197 31,081 SH   DFND 1 31,081 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 43 217 SH   DFND 1 2 217 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 5,398 498,517 SH   DFND 1 496,388 0 2,129
DIAMONDBACK ENERGY INC COM 25278X109 73,948 832,941 SH   DFND 1 832,941 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 20,892 1,907,970 SH   DFND 1 1,907,970 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 262 82,690 SH   DFND 1 82,690 0 0
DICK'S SPORTING GOODS INC COM 253393102 36,099 906,616 SH   DFND 1 903,659 0 2,957
DICK'S SPORTING GOODS INC COM 253393102 181 4,561 SH   DFND 1 2 4,561 0 0
DIEBOLD NIXDORF INC COM 253651103 16,568 591,744 SH   DFND 1 589,000 0 2,744
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 53 26,925 SH   DFND 1 26,925 0 0
DIGI INTERNATIONAL INC COM 253798102 187 18,517 SH   DFND 1 2 18,517 0 0
DIGI INTERNATIONAL INC COM 253798102 2,241 220,854 SH   DFND 1 220,854 0 0
DIGIMARC CORP COM 25381B101 3,666 91,332 SH   DFND 1 91,332 0 0
DIGIMARC CORP COM 25381B101 16 415 SH   DFND 1 2 415 0 0
DIGIRAD CORP COM 253827109 261 64,454 SH   DFND 1 64,454 0 0
DIGITAL ALLY INC COM NEW 25382P208 70 22,523 SH   DFND 1 22,523 0 0
DIGITAL REALTY TRUST INC COM 253868103 205,046 1,818,053 SH   DFND 1 1,811,121 0 6,932
DIGITAL TURBINE INC COM NEW 25400W102 244 237,122 SH   DFND 1 237,122 0 0
DIGITALGLOBE INC COM NEW 25389M877 16,373 491,708 SH   DFND 1 491,708 0 0
DIGITALGLOBE INC COM NEW 25389M877 832 25,000 SH   DFND 1 2 25,000 0 0
DILLARDS INC-CL A CL A 254067101 10,313 178,766 SH   DFND 1 178,036 0 730
DILLARDS INC-CL A CL A 254067101 222 3,856 SH   DFND 1 2 3,856 0 0
DIME COMMUNITY BANCSHARES COM 253922108 6,653 339,446 SH   DFND 1 339,446 0 0
DIMENSION THERAPEUTICS INC COM 25433V105 172 119,291 SH   DFND 1 119,291 0 0
DINEEQUITY INC COM 254423106 7,035 159,714 SH   DFND 1 159,714 0 0
DIODES INC COM 254543101 8,665 360,594 SH   DFND 1 360,594 0 0
DIODES INC COM 254543101 54 2,255 SH   DFND 1 2 2,255 0 0
DIPLOMAT PHARMACY INC COM 25456K101 5,636 380,873 SH   DFND 1 380,873 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 260,878 4,201,538 SH   DFND 1 4,185,042 0 16,496
DISCOVER FINANCIAL SERVICES COM 254709108 1,195 19,224 SH   DFND 1 2 19,224 0 0
DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 49,392 1,914,512 SH   DFND 1 1,903,309 0 11,203
DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 189 7,351 SH   DFND 1 2 7,351 0 0
DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 65,802 2,613,934 SH   DFND 1 2,598,168 0 15,766
DISH NETWORK CORP-A CL A 25470M109 158 2,519 SH   DFND 1 2 2,519 0 0
DISH NETWORK CORP-A CL A 25470M109 137,573 2,195,872 SH   DFND 1 2,179,293 0 16,579
DIVERSICARE HEALTHCARE SERVI COM 255104101 129 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 179 68,936 SH   DFND 1 68,936 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 2,978 241,154 SH   DFND 1 2 241,154 0 0
DIXIE GROUP INC CL A 255519100 288 64,152 SH   DFND 1 64,152 0 0
DMC GLOBAL INC COM 23291C103 1,430 109,187 SH   DFND 1 109,187 0 0
DNB FINANCIAL CORP COM 233237106 317 9,242 SH   DFND 1 9,242 0 0
DOCTOR REDDY'S LAB-ADR ADR 256135203 2,034 48,705 SH   DFND 1 47,452 0 1,253
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 19 25,401 SH   DFND 1 25,401 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 24,167 493,617 SH   DFND 1 493,617 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 4 94 SH   DFND 1 2 94 0 0
DOLLAR GENERAL CORP COM 256677105 204,798 2,845,156 SH   DFND 1 2,834,210 0 10,946
DOLLAR TREE INC COM 256746108 187 2,675 SH   DFND 1 2 2,675 0 0
DOLLAR TREE INC COM 256746108 167,840 2,404,406 SH   DFND 1 2,387,155 0 17,251
DOMINION ENERGY INC COM 25746U109 453,763 5,932,298 SH   DFND 1 5,904,321 0 27,977
DOMINO'S PIZZA INC COM 25754A201 78,371 370,683 SH   DFND 1 369,059 0 1,624
DOMTAR CORP COM NEW 257559203 681 17,727 SH   DFND 1 2 17,727 0 0
DOMTAR CORP COM NEW 257559203 20,468 532,769 SH   DFND 1 529,563 0 3,206
DONALDSON CO INC COM 257651109 49,235 1,081,141 SH   DFND 1 1,076,692 0 4,449
DONALDSON CO INC COM 257651109 598 13,135 SH   DFND 1 2 13,135 0 0
DONEGAL GROUP INC-CL A CL A 257701201 2,671 168,048 SH   DFND 1 168,048 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 7,509 327,060 SH   DFND 1 326,008 0 1,052
DORCHESTER MINERALS LP COM UNIT 25820R105 213 14,797 SH   DFND 1 14,797 0 0
DORIAN LPG LTD SHS USD Y2106R110 289 35,368 SH   DFND 1 35,368 0 0
DORMAN PRODUCTS INC COM 258278100 21,587 260,812 SH   DFND 1 260,812 0 0
DOUBLE EAGLE ACQUISITI-CW *W EXP 09/16/202 G28195116 97 202,500 SH   DFND 1 2 202,500 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 3,458 325,000 SH   DFND 1 2 325,000 0 0
DOUGLAS DYNAMICS INC COM 25960R105 5,906 179,544 SH   DFND 1 177,751 0 1,793
DOUGLAS EMMETT INC COM 25960P109 52,504 1,374,096 SH   DFND 1 1,369,134 0 4,962
DOUGLAS EMMETT INC COM 25960P109 17 465 SH   DFND 1 2 465 0 0
DOVER CORP COM 260003108 55 693 SH   DFND 1 2 693 0 0
DOVER CORP COM 260003108 122,986 1,535,912 SH   DFND 1 1,528,353 0 7,559
DOVER DOWNS GAMING & ENTERTA COM 260095104 33 30,139 SH   DFND 1 30,139 0 0
DOVER MOTORSPORTS INC COM 260174107 68 32,679 SH   DFND 1 32,679 0 0
DOW CHEMICAL CO/THE COM 260543103 704,934 11,196,538 SH   DFND 1 11,144,548 0 51,990
DR HORTON INC COM 23331A109 135,678 3,930,493 SH   DFND 1 3,915,664 0 14,829
DR PEPPER SNAPPLE GROUP INC COM 26138E109 184,331 2,026,268 SH   DFND 1 2,017,508 0 8,760
DRIL-QUIP INC COM 262037104 23,577 483,151 SH   DFND 1 481,874 0 1,277
DRIVE SHACK INC COM 262077100 1,522 483,419 SH   DFND 1 483,419 0 0
DSP GROUP INC COM 23332B106 2,498 215,351 SH   DFND 1 215,351 0 0
DST SYSTEMS INC COM 233326107 32,165 521,325 SH   DFND 1 519,245 0 2,080
DSW INC-CLASS A CL A 23334L102 16,981 959,428 SH   DFND 1 959,428 0 0
DTE ENERGY COMPANY COM 233331107 193,216 1,829,401 SH   DFND 1 1,821,318 0 8,083
DU PONT (E.I.) DE NEMOURS COM 263534109 657,598 8,162,448 SH   DFND 1 8,123,304 0 39,144
DUCOMMUN INC COM 264147109 2,659 84,216 SH   DFND 1 84,216 0 0
DUKE ENERGY CORP COM NEW 26441C204 36 438 SH   DFND 1 2 438 0 0
DUKE ENERGY CORP COM NEW 26441C204 597,893 7,164,595 SH   DFND 1 7,133,765 0 30,830
DUKE REALTY CORP COM NEW 264411505 95,942 3,433,866 SH   DFND 1 3,421,884 0 11,982
DUKE REALTY CORP COM NEW 264411505 31 1,143 SH   DFND 1 2 1,143 0 0
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 1,452 79,754 SH   DFND 1 79,754 0 0
DUN & BRADSTREET CORP COM 26483E100 30,925 285,954 SH   DFND 1 284,656 0 1,298
DUN & BRADSTREET CORP COM 26483E100 32 300 SH   DFND 1 2 300 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 41,808 758,503 SH   DFND 1 755,388 0 3,115
DUPONT FABROS TECHNOLOGY COM 26613Q106 43,123 705,094 SH   DFND 1 704,838 0 256
DURECT CORPORATION COM 266605104 1,611 1,032,807 SH   DFND 1 1,032,807 0 0
DXC TECHNOLOGY CO COM 23355L106 212,934 2,780,340 SH   DFND 1 2,767,779 0 12,561
DXP ENTERPRISES INC COM NEW 233377407 4,365 126,537 SH   DFND 1 126,537 0 0
DYCOM INDUSTRIES INC COM 267475101 21,909 244,741 SH   DFND 1 243,692 0 1,049
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 4,429 459,011 SH   DFND 1 459,011 0 0
DYNEGY INC COM 26817R108 8,252 997,915 SH   DFND 1 997,915 0 0
DYNEGY INC COM 26817R108 327 39,600 SH   DFND 1 2 39,600 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 3,114 438,691 SH   DFND 1 414,764 0 23,927
E TRADE FINANCIAL CORP COM NEW 269246401 116,071 3,056,618 SH   DFND 1 3,043,447 0 13,171
EAGLE BANCORP INC COM 268948106 16,713 264,035 SH   DFND 1 264,035 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 526 111,235 SH   DFND 1 111,235 0 0
EAGLE MATERIALS INC COM 26969P108 33,993 367,816 SH   DFND 1 366,181 0 1,635
EAGLE MATERIALS INC COM 26969P108 183 1,985 SH   DFND 1 2 1,985 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 7,080 89,755 SH   DFND 1 89,755 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 650 64,998 SH   DFND 1 64,998 0 0
EAST WEST BANCORP INC COM 27579R104 38 665 SH   DFND 1 2 665 0 0
EAST WEST BANCORP INC COM 27579R104 78,181 1,335,095 SH   DFND 1 1,330,215 0 4,880
EASTERLY GOVERNMENT PROPERTI COM 27616P103 5,523 263,675 SH   DFND 1 263,675 0 0
EASTERN CO/THE COM 276317104 1,170 38,956 SH   DFND 1 38,956 0 0
EASTGROUP PROPERTIES INC COM 277276101 26,235 313,078 SH   DFND 1 313,078 0 0
EASTMAN CHEMICAL CO COM 277432100 144,729 1,725,572 SH   DFND 1 1,719,245 0 6,327
EASTMAN CHEMICAL CO COM 277432100 587 7,000 SH   DFND 1 2 7,000 0 0
EASTMAN KODAK CO COM NEW 277461406 2,350 258,296 SH   DFND 1 258,296 0 0
EATON CORP PLC SHS G29183103 355,468 4,574,885 SH   DFND 1 4,553,429 0 21,456
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 924 73,621 SH   DFND 1 2 73,621 0 0
EATON VANCE CORP COM NON VTG 278265103 46,735 988,027 SH   DFND 1 984,159 0 3,868
EATON VANCE NJ MUNICIPAL INC SH BEN INT 27826V106 504 41,455 SH   DFND 1 2 41,455 0 0
EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 669 51,378 SH   DFND 1 2 51,378 0 0
EBAY INC COM 278642103 28 815 SH   DFND 1 2 815 0 0
EBAY INC COM 278642103 379,394 10,882,014 SH   DFND 1 10,805,039 0 76,975
EBIX INC COM NEW 278715206 10,465 194,161 SH   DFND 1 194,161 0 0
ECHELON CORP COM NEW 27874N303 91 17,536 SH   DFND 1 17,536 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4,799 241,193 SH   DFND 1 241,193 0 0
ECHOSTAR CORP-A CL A 278768106 25,336 417,400 SH   DFND 1 417,400 0 0
ECLIPSE RESOURCES CORP COM 27890G100 2,022 707,293 SH   DFND 1 707,293 0 0
ECOLAB INC COM 278865100 310,934 2,346,739 SH   DFND 1 2,335,320 0 11,419
ECO-STIM ENERGY SOLUTIONS IN COM 27888D101 57 45,860 SH   DFND 1 45,860 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 13,877 13,000,000 PRN   DFND 1 2 13,000,000 0 0
ECPG 3 11/27/17 NOTE 3.000%11/2 292554AD4 7,478 5,820,000 PRN   DFND 1 2 5,820,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 34 10,586 SH   DFND 1 10,586 0 0
EDGE THERAPEUTICS INC COM 279870109 1,877 183,008 SH   DFND 1 183,008 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 256 37,499 SH   DFND 1 37,499 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 34,721 456,911 SH   DFND 1 454,977 0 1,934
EDGEWELL PERSONAL CARE CO COM 28035Q102 760 10,000 SH   DFND 1 2 10,000 0 0
EDISON INTERNATIONAL COM 281020107 252,944 3,240,648 SH   DFND 1 3,226,512 0 14,136
EDITAS MEDICINE INC COM 28106W103 4,783 285,079 SH   DFND 1 285,079 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 27,203 702,016 SH   DFND 1 699,539 0 2,477
EDUCATIONAL DEVELOPMENT CORP COM 281479105 224 21,194 SH   DFND 1 21,194 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 265,372 2,247,916 SH   DFND 1 2,238,813 0 9,103
EGAIN CORP COM NEW 28225C806 122 72,309 SH   DFND 1 72,309 0 0
EGALET CORP COM 28226B104 182 76,800 SH   DFND 1 76,800 0 0
EHEALTH INC COM 28238P109 2,549 135,590 SH   DFND 1 135,590 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 182 23,089 SH   DFND 1 23,089 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 220 95,105 SH   DFND 1 95,105 0 0
EL PASO ELECTRIC CO COM NEW 283677854 17,543 339,341 SH   DFND 1 339,341 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 2,690 194,246 SH   DFND 1 194,246 0 0
ELBIT SYSTEMS LTD ORD M3760D101 3,255 26,305 SH   DFND 1 26,305 0 0
ELDORADO GOLD CORP COM 284902103 1 750 SH   DFND 1 0 0 750
ELDORADO GOLD CORP COM 284902103 65 24,707 SH   DFND 1 2 24,707 0 0
ELDORADO RESORTS INC COM 28470R102 7,256 362,822 SH   DFND 1 362,822 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 2,616 317,538 SH   DFND 1 317,538 0 0
ELECTROMED INC COM 285409108 102 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 328,542 3,112,914 SH   DFND 1 3,089,819 0 23,095
ELECTRONICS FOR IMAGING COM 286082102 18,816 397,134 SH   DFND 1 397,134 0 0
ELEVATE CREDIT INC COM 28621V101 805 101,663 SH   DFND 1 101,663 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 88 56,222 SH   DFND 1 56,222 0 0
ELF BEAUTY INC COM 26856L103 4,370 160,639 SH   DFND 1 160,639 0 0
ELI LILLY & CO COM 532457108 758,932 9,238,065 SH   DFND 1 9,193,561 0 44,504
ELLIE MAE INC COM 28849P100 29,561 268,964 SH   DFND 1 268,964 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 1,019 69,553 SH   DFND 1 69,553 0 0
ELLSWORTH GROWTH AND INCOME COM 289074106 140 15,447 SH   DFND 1 2 15,447 0 0
EMAGIN CORPORATION COM NEW 29076N206 160 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 2,320 83,544 SH   DFND 1 83,544 0 0
EMCOR GROUP INC COM 29084Q100 35,094 536,770 SH   DFND 1 534,765 0 2,005
EMCORE CORP COM NEW 290846203 2,451 230,207 SH   DFND 1 230,207 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 3,736 170,610 SH   DFND 1 170,610 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 10,697 315,459 SH   DFND 1 315,273 0 186
EMERSON ELECTRIC CO COM 291011104 370,939 6,232,722 SH   DFND 1 6,201,327 0 31,395
EMERSON RADIO CORP COM NEW 291087203 67 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 97 33,957 SH   DFND 1 33,957 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 994 41,591 SH   DFND 1 41,591 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 20,685 995,939 SH   DFND 1 995,939 0 0
EMPLOYERS HOLDINGS INC COM 292218104 11,334 267,947 SH   DFND 1 267,947 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 4,908 136,420 SH   DFND 1 136,420 0 0
ENBRIDGE ENERGY PARTNERS LP COM 29250R106 1,310 81,881 SH   DFND 1 2 81,881 0 0
ENBRIDGE INC COM 29250N105 33,375 843,841 SH   DFND 1 840,739 0 3,102
ENCANA CORP COMSTK 292505104 4,345 497,416 SH   DFND 1 497,396 0 20
ENCORE CAPITAL GROUP INC COM 292554102 8,173 203,575 SH   DFND 1 203,575 0 0
ENCORE WIRE CORP COM 292562105 7,539 176,568 SH   DFND 1 176,568 0 0
ENDO INTERNATIONAL PLC SHS G30401106 21,809 1,952,547 SH   DFND 1 1,945,862 0 6,685
ENDO INTERNATIONAL PLC SHS G30401106 78 6,995 SH   DFND 1 2 6,995 0 0
ENDOCYTE INC COM 29269A102 313 208,895 SH   DFND 1 208,895 0 0
ENDOLOGIX INC COM 29266S106 3,332 685,661 SH   DFND 1 685,661 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 4,971 595,344 SH   DFND 1 595,344 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 339 35,968 SH   DFND 1 33,569 0 2,399
ENERGEN CORP COM 29265N108 10 205 SH   DFND 1 2 205 0 0
ENERGEN CORP COM 29265N108 38,181 773,378 SH   DFND 1 770,102 0 3,276
ENERGIZER HOLDINGS INC COM 29272W109 22,310 464,601 SH   DFND 1 462,519 0 2,082
ENERGOUS CORP COM 29272C103 2,428 149,358 SH   DFND 1 149,358 0 0
ENERGY FOCUS INC COM NEW 29268T300 114 43,479 SH   DFND 1 43,479 0 0
ENERGY RECOVERY INC COM 29270J100 2,355 284,189 SH   DFND 1 284,189 0 0
ENERGY XXI GULF COAST INC COM 29276K101 4,457 240,015 SH   DFND 1 240,015 0 0
ENERNOC INC COM 292764107 1,612 208,117 SH   DFND 1 208,117 0 0
ENERSYS COM 29275Y102 30,125 415,809 SH   DFND 1 414,344 0 1,465
ENERSYS COM 29275Y102 240 3,322 SH   DFND 1 2 3,322 0 0
ENGILITY HOLDINGS INC COM 29286C107 4,008 141,141 SH   DFND 1 141,141 0 0
ENGLOBAL CORP COM 293306106 88 67,699 SH   DFND 1 67,699 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 835 27,810 SH   DFND 1 26,243 0 1,567
ENNIS INC COM 293389102 4,602 240,990 SH   DFND 1 238,227 0 2,763
ENOVA INTERNATIONAL INC COM 29357K103 4,685 315,491 SH   DFND 1 315,491 0 0
ENOVA INTERNATIONAL INC COM 29357K103 204 13,797 SH   DFND 1 2 13,797 0 0
ENPHASE ENERGY INC COM 29355A107 240 277,732 SH   DFND 1 277,732 0 0
ENPRO INDUSTRIES INC COM 29355X107 11,811 165,497 SH   DFND 1 165,497 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 13,330 2,583,429 SH   DFND 1 2,573,181 0 10,248
ENSERVCO CORP COM 29358Y102 24 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC/THE COM 29358P101 8,961 411,652 SH   DFND 1 411,652 0 0
ENSTAR GROUP LTD SHS G3075P101 19,615 98,745 SH   DFND 1 98,745 0 0
ENSYNC INC COM 29359T102 55 149,026 SH   DFND 1 149,026 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 2,263 99,502 SH   DFND 1 99,502 0 0
ENTEGRIS INC COM 29362U104 128 5,847 SH   DFND 1 2 5,847 0 0
ENTEGRIS INC COM 29362U104 27,977 1,274,617 SH   DFND 1 1,274,617 0 0
ENTELLUS MEDICAL INC COM 29363K105 1,703 102,866 SH   DFND 1 102,866 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 2,181 210,749 SH   DFND 1 210,749 0 0
ENTERGY CORP COM 29364G103 145,571 1,899,212 SH   DFND 1 1,889,794 0 9,418
ENTERGY CORP COM 29364G103 25 335 SH   DFND 1 2 335 0 0
ENTEROMEDICS INC COM PAR 29365M505 134 26,825 SH   DFND 1 26,825 0 0
ENTERPRISE BANCORP INC COM 293668109 2,670 75,145 SH   DFND 1 75,145 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 8,074 197,896 SH   DFND 1 197,896 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 233 8,610 SH   DFND 1 8,610 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 3,424 518,928 SH   DFND 1 518,928 0 0
ENVESTNET INC COM 29404K106 13,452 339,706 SH   DFND 1 339,706 0 0
ENVIROSTAR INC COM 29414M100 280 10,371 SH   DFND 1 10,371 0 0
ENVISION HEALTHCARE CORP COM 29414D100 76,864 1,228,410 SH   DFND 1 1,223,314 0 5,096
ENZO BIOCHEM INC COM 294100102 3,569 323,354 SH   DFND 1 323,354 0 0
ENZO BIOCHEM INC COM 294100102 109 9,948 SH   DFND 1 2 9,948 0 0
ENZYMOTEC LTD SHS M4059L101 88 10,987 SH   DFND 1 10,987 0 0
EOG RESOURCES INC COM 26875P101 488,194 5,403,020 SH   DFND 1 5,377,228 0 25,792
EP ENERGY CORP-CL A CL A 268785102 1,315 359,552 SH   DFND 1 359,552 0 0
EPAM SYSTEMS INC COM 29414B104 30,645 364,432 SH   DFND 1 364,432 0 0
EPIZYME INC COM 29428V104 5,338 353,514 SH   DFND 1 353,514 0 0
EPLUS INC COM 294268107 8,464 114,225 SH   DFND 1 114,225 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 18,945 664,027 PRN   DFND 1 2 664,027 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 36,562 508,736 SH   DFND 1 506,568 0 2,168
EQT CORP COM 26884L109 100,599 1,719,849 SH   DFND 1 1,712,329 0 7,520
EQUIFAX INC COM 294429105 157,572 1,148,656 SH   DFND 1 1,143,440 0 5,216
EQUINIX INC COM PAR $0.001 29444U700 320,490 748,114 SH   DFND 1 744,452 0 3,662
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 1,688 55,119 SH   DFND 1 55,119 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 38,074 1,204,876 SH   DFND 1 1,204,876 0 0
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EQUITY RESIDENTIAL SH BEN INT 29476L107 269,564 4,100,982 SH   DFND 1 4,085,052 0 15,930
ERA GROUP INC COM 26885G109 1,374 145,291 SH   DFND 1 145,291 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 1,675 233,737 SH   DFND 1 228,984 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 24,667 197,232 SH   DFND 1 196,839 0 393
EROS INTERNATIONAL PLC SHS NEW G3788M114 574 50,195 SH   DFND 1 49,916 0 279
ESCALADE INC COM 296056104 855 65,285 SH   DFND 1 65,285 0 0
ESCO TECHNOLOGIES INC COM 296315104 12,087 202,638 SH   DFND 1 202,638 0 0
ESPERION THERAPEUTICS INC COM 29664W105 6,565 141,875 SH   DFND 1 141,875 0 0
ESSA BANCORP INC COM 29667D104 832 56,576 SH   DFND 1 56,576 0 0
ESSENDANT INC COM 296689102 6,881 464,043 SH   DFND 1 463,408 0 635
ESSENDANT INC COM 296689102 191 12,926 SH   DFND 1 2 12,926 0 0
ESSENT GROUP LTD COM G3198U102 30,682 826,141 SH   DFND 1 826,141 0 0
ESSEX PROPERTY TRUST INC COM 297178105 197,831 770,060 SH   DFND 1 767,214 0 2,846
ESTEE LAUDER COMPANIES-CL A CL A 518439104 216,351 2,257,944 SH   DFND 1 2,247,931 0 10,013
ESTERLINE TECHNOLOGIES CORP COM 297425100 22,090 233,027 SH   DFND 1 232,024 0 1,003
ETHAN ALLEN INTERIORS INC COM 297602104 8,388 259,704 SH   DFND 1 259,704 0 0
ETSY INC COM 29786A106 12,954 863,619 SH   DFND 1 863,619 0 0
EURONET WORLDWIDE INC COM 298736109 36,900 422,347 SH   DFND 1 422,347 0 0
EV ENERGY PARTNERS LP COM UNITS 26926V107 12 19,111 SH   DFND 1 19,111 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,141 28,568 SH   DFND 1 28,568 0 0
EVERBRIDGE INC COM 29978A104 3,681 151,147 SH   DFND 1 151,147 0 0
EVERCORE PARTNERS INC-CL A CLASS A 29977A105 1,231 17,470 SH   DFND 1 2 17,470 0 0
EVERCORE PARTNERS INC-CL A CLASS A 29977A105 33,443 474,369 SH   DFND 1 474,369 0 0
EVEREST RE GROUP LTD COM G3223R108 128,773 506,481 SH   DFND 1 504,699 0 1,782
EVERI HOLDINGS INC COM 30034T103 196 27,031 SH   DFND 1 2 27,031 0 0
EVERI HOLDINGS INC COM 30034T103 3,687 506,504 SH   DFND 1 506,504 0 0
EVERSOURCE ENERGY COM 30040W108 204,227 3,369,268 SH   DFND 1 3,355,519 0 13,749
EVERSPIN TECHNOLOGIES INC COM 30041T104 794 39,772 SH   DFND 1 39,772 0 0
EVERTEC INC COM 30040P103 11,693 675,935 SH   DFND 1 673,233 0 2,702
EVERTEC INC COM 30040P103 342 19,798 SH   DFND 1 2 19,798 0 0
EVINE LIVE INC CL A 300487105 315 315,721 SH   DFND 1 315,721 0 0
EVOKE PHARMA INC COM 30049G104 59 23,048 SH   DFND 1 23,048 0 0
EVOLENT HEALTH INC - A CL A 30050B101 7,947 313,524 SH   DFND 1 313,524 0 0
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EVOLUTION PETROLEUM CORP COM 30049A107 2,050 253,144 SH   DFND 1 253,144 0 0
EVOLVING SYSTEMS INC COM NEW 30049R209 205 39,807 SH   DFND 1 39,807 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 8,201 460,521 SH   DFND 1 460,521 0 0
EXA CORP COM 300614500 1,341 97,174 SH   DFND 1 97,174 0 0
EXACT SCIENCES CORP COM 30063P105 37,641 1,064,216 SH   DFND 1 1,064,216 0 0
EXACTECH INC COM 30064E109 3,691 123,891 SH   DFND 1 123,891 0 0
EXCO RESOURCES INC COM NEW 269279501 183 69,169 SH   DFND 1 69,169 0 0
EXELIXIS INC COM 30161Q104 90 3,690 SH   DFND 1 2 3,690 0 0
EXELIXIS INC COM 30161Q104 51,941 2,108,857 SH   DFND 1 2,108,857 0 0
EXELON CORP COM 30161N101 347,631 9,653,496 SH   DFND 1 9,612,508 0 40,988
EXFO INC SUB VTG SHS 302046107 38 8,342 SH   DFND 1 8,342 0 0
EXFO INC SUB VTG SHS 302046107 13 2,911 SH   DFND 1 2 2,911 0 0
EXLSERVICE HOLDINGS INC COM 302081104 16,753 301,422 SH   DFND 1 301,422 0 0
EXONE CO/THE COM 302104104 947 82,794 SH   DFND 1 82,794 0 0
EXPEDIA INC COM NEW 30212P303 185,043 1,244,364 SH   DFND 1 1,234,864 0 9,500
EXPEDITORS INTL WASH INC COM 302130109 119,591 2,120,716 SH   DFND 1 2,112,811 0 7,905
EXPONENT INC COM 30214U102 13,377 229,456 SH   DFND 1 229,456 0 0
EXPRESS INC COM 30219E103 70 10,514 SH   DFND 1 2 10,514 0 0
EXPRESS INC COM 30219E103 3,987 590,776 SH   DFND 1 590,776 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,814 28,422 SH   DFND 1 2 28,422 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 417,200 6,545,222 SH   DFND 1 6,501,941 0 43,281
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 29,934 1,546,217 SH   DFND 1 1,546,217 0 0
EXTERRAN CORP COM 30227H106 6,816 255,308 SH   DFND 1 255,308 0 0
EXTERRAN CORP COM 30227H106 12 485 SH   DFND 1 2 485 0 0
EXTRA SPACE STORAGE INC COM 30225T102 110,252 1,415,556 SH   DFND 1 1,410,093 0 5,463
EXTRACTION OIL & GAS INC COM 30227M105 7,888 586,486 SH   DFND 1 586,486 0 0
EXTREME NETWORKS INC COM 30226D106 9,210 998,961 SH   DFND 1 998,961 0 0
EXXON MOBIL CORP COM 30231G102 3,412,142 42,337,831 SH   DFND 1 42,146,774 0 191,057
EZCORP INC-CL A CL A NON VTG 302301106 3,323 431,610 SH   DFND 1 431,610 0 0
EZCORP INC-CL A CL A NON VTG 302301106 78 10,220 SH   DFND 1 2 10,220 0 0
F5 NETWORKS INC COM 315616102 106,919 842,552 SH   DFND 1 839,745 0 2,807
F5 NETWORKS INC COM 315616102 760 5,989 SH   DFND 1 2 5,989 0 0
FABRINET SHS G3323L100 12,442 291,655 SH   DFND 1 291,655 0 0
FACEBOOK INC-A CL A 30303M102 3,568,941 23,678,698 SH   DFND 1 23,503,234 0 175,464
FACTSET RESEARCH SYSTEMS INC COM 303075105 49,848 299,968 SH   DFND 1 298,540 0 1,428
FAIR ISAAC CORP COM 303250104 34,405 246,797 SH   DFND 1 245,753 0 1,044
FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 61 15,704 SH   DFND 1 2 15,704 0 0
FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 5,021 1,287,533 SH   DFND 1 1,287,533 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 3,054 195,146 SH   DFND 1 195,146 0 0
FALCONSTOR SOFTWARE INC COM 306137100 37 143,545 SH   DFND 1 143,545 0 0
FAMOUS DAVE'S OF AMERICA COM 307068106 111 30,474 SH   DFND 1 30,474 0 0
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 167 19,517 SH   DFND 1 19,517 0 0
FARMER BROS CO COM 307675108 2,747 90,827 SH   DFND 1 90,827 0 0
FARMERS & MERCHANTS BANCO/OH COM 30779N105 674 10,881 SH   DFND 1 10,881 0 0
FARMERS CAPITAL BANK CORP COM 309562106 2,513 65,207 SH   DFND 1 65,207 0 0
FARMERS NATL BANC CORP COM 309627107 3,417 235,657 SH   DFND 1 235,657 0 0
FARMLAND PARTNERS INC COM 31154R109 2,524 282,411 SH   DFND 1 282,411 0 0
FARO TECHNOLOGIES INC COM 311642102 5,372 142,118 SH   DFND 1 142,118 0 0
FASTENAL CO COM 311900104 65 1,501 SH   DFND 1 2 1,501 0 0
FASTENAL CO COM 311900104 142,863 3,287,006 SH   DFND 1 3,265,523 0 21,483
FATE THERAPEUTICS INC COM 31189P102 573 177,082 SH   DFND 1 177,082 0 0
FB FINANCIAL CORP COM 30257X104 2,234 61,735 SH   DFND 1 61,735 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 4,802 78,092 SH   DFND 1 77,347 0 745
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 15,660 327,959 SH   DFND 1 327,959 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 4,937 76,310 SH   DFND 1 76,310 0 0
FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 106,913 847,095 SH   DFND 1 843,961 0 3,134
FEDERAL SIGNAL CORP COM 313855108 7,946 457,745 SH   DFND 1 457,745 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 121 4,285 SH   DFND 1 2 4,285 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 32,682 1,156,897 SH   DFND 1 1,153,333 0 3,564
FEDERATED NATIONAL HOLDING C COM 31422T101 3,634 227,153 SH   DFND 1 227,153 0 0
FEDEX CORP COM 31428X106 500,751 2,308,313 SH   DFND 1 2,297,640 0 10,673
FELCOR LODGING TRUST INC COM 31430F101 1,081 150,000 SH   DFND 1 2 150,000 0 0
FELCOR LODGING TRUST INC COM 31430F101 8,738 1,212,015 SH   DFND 1 1,212,015 0 0
FEMALE HEALTH COMPANY COM 314462102 95 91,295 SH   DFND 1 91,295 0 0
FERRARI NV COM N3167Y103 803 9,346 SH   DFND 1 2 9,346 0 0
FERRARI NV COM N3167Y103 72 841 SH   DFND 1 552 0 289
FERRO CORP COM 315405100 12,037 658,164 SH   DFND 1 658,164 0 0
FERROGLOBE PLC SHS G33856108 1,310 109,696 SH   DFND 1 109,696 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 699 65,781 SH   DFND 1 2 65,781 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 9 870 SH   DFND 1 0 0 870
FIBROCELL SCIENCE INC COM PAR 315721308 235 58,710 SH   DFND 1 58,710 0 0
FIBROGEN INC COM 31572Q808 17,656 546,632 SH   DFND 1 546,632 0 0
FIBROGEN INC COM 31572Q808 72 2,245 SH   DFND 1 2 2,245 0 0
FIDELITY & GUARANTY LIFE COM 315785105 3,384 108,995 SH   DFND 1 108,995 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 279,571 3,279,264 SH   DFND 1 3,264,280 0 14,984
FIDELITY SOUTHERN CORP COM 316394105 5,977 261,494 SH   DFND 1 261,494 0 0
FIESTA RESTAURANT GROUP COM 31660B101 4,725 228,829 SH   DFND 1 228,829 0 0
FIFTH STREET ASSET MANAGEMEN CL A COM 31679P109 216 44,655 SH   DFND 1 43,070 0 1,585
FIFTH STREET FINANCE CORP COM 31678A103 1,025 211,056 SH   DFND 1 2 211,056 0 0
FIFTH THIRD BANCORP COM 316773100 221,811 8,556,906 SH   DFND 1 8,522,653 0 34,253
FIFTH THIRD BANCORP COM 316773100 31 1,209 SH   DFND 1 2 1,209 0 0
FINANCIAL ENGINES INC COM 317485100 23,347 637,914 SH   DFND 1 637,914 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 3,566 119,688 SH   DFND 1 119,688 0 0
FINISAR CORPORATION COM NEW 31787A507 28,490 1,096,623 SH   DFND 1 1,096,623 0 0
FINISH LINE/THE - CL A CL A 317923100 4,677 330,075 SH   DFND 1 330,075 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 170 51,830 SH   DFND 1 51,830 0 0
FIREEYE INC COM 31816Q101 21,863 1,437,455 SH   DFND 1 1,437,455 0 0
FIRST ACCEPTANCE CORP COM 318457108 32 28,734 SH   DFND 1 28,734 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 40,314 902,095 SH   DFND 1 898,383 0 3,712
FIRST BANCORP INC/ME COM 31866P102 2,196 81,178 SH   DFND 1 81,178 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 14,363 2,480,706 SH   DFND 1 2,466,900 0 13,806
FIRST BANCORP/NC COM 318910106 6,709 214,639 SH   DFND 1 214,639 0 0
FIRST BANCSHARES INC/MS COM 318916103 1,514 54,877 SH   DFND 1 54,877 0 0
FIRST BANK/HAMILTON NJ COM 31931U102 655 56,234 SH   DFND 1 56,234 0 0
FIRST BUSEY CORP COM NEW 319383204 11,599 395,620 SH   DFND 1 395,104 0 516
FIRST BUSEY CORP COMSTK 319383204 9,930 338,668 SH   DFND 1 338,668 0 0
FIRST BUSINESS FINANCIAL SER COM 319390100 1,453 62,990 SH   DFND 1 62,990 0 0
FIRST CAPITAL INC COM 31942S104 429 13,686 SH   DFND 1 13,686 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 28,775 77,208 SH   DFND 1 77,208 0 0
FIRST CMNTY FINL PARTNERS COMSTK 31985Q106 1,855 143,827 SH   DFND 1 143,827 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 9,556 753,695 SH   DFND 1 753,695 0 0
FIRST COMMUNITY BANCSHARES COM 31983A103 3,418 125,006 SH   DFND 1 125,006 0 0
FIRST COMMUNITY CORP COM 319835104 1,071 51,014 SH   DFND 1 51,014 0 0
FIRST CONNECTICUT BANCORP COM 319850103 2,844 110,904 SH   DFND 1 110,904 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 30,418 1,672,903 SH   DFND 1 1,672,903 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 4,371 82,982 SH   DFND 1 82,982 0 0
FIRST FINANCIAL BANCORP COM 320209109 16,355 590,452 SH   DFND 1 590,452 0 0
FIRST FINANCIAL CORP/INDIANA COM 320218100 4,948 104,617 SH   DFND 1 104,617 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 983 60,955 SH   DFND 1 60,955 0 0
FIRST FINL BANKSHARES INC COM 32020R109 25,234 570,905 SH   DFND 1 570,905 0 0
FIRST FOUNDATION INC COM 32026V104 3,747 228,089 SH   DFND 1 228,089 0 0
FIRST GUARANTY BANCSHARES IN COM 32043P106 363 13,357 SH   DFND 1 13,357 0 0
FIRST HAWAIIAN INC COM 32051X108 15,512 506,615 SH   DFND 1 506,615 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 32,358 1,857,563 SH   DFND 1 1,849,694 0 7,869
FIRST HORIZON NATIONAL CORP COM 320517105 30 1,775 SH   DFND 1 2 1,775 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 31,461 1,099,286 SH   DFND 1 1,095,334 0 3,952
FIRST INTERNET BANCORP COM 320557101 1,325 47,247 SH   DFND 1 47,247 0 0
FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 11,166 300,171 SH   DFND 1 300,171 0 0
FIRST MERCHANTS CORP COM 320817109 14,651 365,017 SH   DFND 1 365,017 0 0
FIRST MID-ILLINOIS BNCSHS COM 320866106 2,435 71,127 SH   DFND 1 71,127 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 18,641 799,722 SH   DFND 1 799,722 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,220 77,404 SH   DFND 1 77,404 0 0
FIRST OF LONG ISLAND CORP COM 320734106 5,183 181,250 SH   DFND 1 181,250 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 6,112 550,212 SH   DFND 1 550,212 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 109,998 1,099,395 SH   DFND 1 1,099,395 0 0
FIRST SOLAR INC COM 336433107 28,082 704,186 SH   DFND 1 701,553 0 2,633
FIRST SOUTH BANCORP INC /NC COM 33646W100 876 52,971 SH   DFND 1 52,971 0 0
FIRST UNITED CORP COM 33741H107 296 19,822 SH   DFND 1 19,822 0 0
FIRST US BANCSHARES INC COM 33744V103 133 11,875 SH   DFND 1 11,875 0 0
FIRSTCASH INC COM 33767D105 22,608 387,795 SH   DFND 1 387,614 0 181
FIRSTENERGY CORP COM 337932107 155,301 5,333,661 SH   DFND 1 5,314,408 0 19,253
FIRSTENERGY CORP COM 337932107 55 1,911 SH   DFND 1 2 1,911 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 1,444 22,518 SH   DFND 1 22,518 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 309 4,829 SH   DFND 1 2 4,829 0 0
FISERV INC COM 337738108 298,905 2,446,793 SH   DFND 1 2,431,314 0 15,479
FITBIT INC - A CL A 33812L102 6,898 1,299,132 SH   DFND 1 1,299,132 0 0
FIVE BELOW COM 33829M101 23,641 478,868 SH   DFND 1 478,868 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 408 83,765 SH   DFND 1 83,765 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 7,292 242,188 SH   DFND 1 242,188 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 433 288,827 SH   DFND 1 288,827 0 0
FIVE9 INC COM 338307101 8,340 387,564 SH   DFND 1 387,564 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 5,317 172,533 SH   DFND 1 172,533 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 93,771 650,592 SH   DFND 1 650,592 0 0
FLEX LTD ORD Y2573F102 112 6,915 SH   DFND 1 2 6,915 0 0
FLEX LTD ORD Y2573F102 6,216 382,846 SH   DFND 1 382,846 0 0
FLEX PHARMA INC COM 33938A105 230 59,760 SH   DFND 1 59,760 0 0
FLEXION THERAPEUTICS INC COM 33938J106 4,246 209,994 SH   DFND 1 209,994 0 0
FLEXSTEEL INDS COM 339382103 95 1,771 SH   DFND 1 2 1,771 0 0
FLEXSTEEL INDS COM 339382103 7,837 144,835 SH   DFND 1 144,835 0 0
FLIR SYSTEMS INC COM 302445101 429 12,399 SH   DFND 1 2 12,399 0 0
FLIR SYSTEMS INC COM 302445101 52,255 1,509,877 SH   DFND 1 1,503,956 0 5,921
FLOOR & DECOR HLDGS CL A 339750101 4,556 116,060 SH   DFND 1 116,060 0 0
FLOTEK INDUSTRIES INC COM 343389102 3,903 436,590 SH   DFND 1 436,590 0 0
FLOWERS FOODS INC COM 343498101 411 23,781 SH   DFND 1 2 23,781 0 0
FLOWERS FOODS INC COM 343498101 25,313 1,462,384 SH   DFND 1 1,455,807 0 6,577
FLOWSERVE CORP COM 34354P105 30 663 SH   DFND 1 2 663 0 0
FLOWSERVE CORP COM 34354P105 63,515 1,370,218 SH   DFND 1 1,364,251 0 5,967
FLUIDIGM CORP COM 34385P108 904 223,884 SH   DFND 1 223,884 0 0
FLUIDIGM CORP COM 34385P108 76 18,994 SH   DFND 1 2 18,994 0 0
FLUOR CORP COM 343412102 66,984 1,465,470 SH   DFND 1 1,459,405 0 6,065
FLUOR CORP COM 343412102 354 7,743 SH   DFND 1 2 7,743 0 0
FLUSHING FINANCIAL CORP COM 343873105 7,047 249,983 SH   DFND 1 249,983 0 0
FMC CORP COM NEW 302491303 94,774 1,299,718 SH   DFND 1 1,293,904 0 5,814
FNB BANCORP COM 302515101 369 13,463 SH   DFND 1 13,463 0 0
FNB CORP COM 302520101 36,475 2,575,982 SH   DFND 1 2,560,983 0 14,999
FNB CORP COM 302520101 32 2,284 SH   DFND 1 2 2,284 0 0
FNF GROUP FNF GROUP COM 31620R303 95,043 2,121,170 SH   DFND 1 2,121,170 0 0
FNFV GROUP FNFV GROUP COM 31620R402 8,351 528,574 SH   DFND 1 528,574 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 92 19,970 SH   DFND 1 19,970 0 0
FOGO DE CHAO INC COM 344177100 1,400 100,730 SH   DFND 1 100,730 0 0
FONAR CORP COM NEW 344437405 1,683 60,662 SH   DFND 1 60,662 0 0
FONAR CORP COM NEW 344437405 307 11,085 SH   DFND 1 2 11,085 0 0
FOOT LOCKER INC COM 344849104 86,020 1,747,795 SH   DFND 1 1,741,801 0 5,994
FOOT LOCKER INC COM 344849104 247 5,018 SH   DFND 1 2 5,018 0 0
FORD MOTOR CO COM PAR $0.01 345370860 431,529 38,629,815 SH   DFND 1 38,437,370 0 192,445
FOREST CITY REALTY TRUST- A COM CL A 345605109 51,115 2,114,841 SH   DFND 1 2,114,841 0 0
FORESTAR GROUP INC COM 346233109 836 48,800 SH   DFND 1 2 48,800 0 0
FORESTAR GROUP INC COM 346233109 5,154 300,572 SH   DFND 1 300,572 0 0
FORM HOLDINGS CORP COM 34634E102 184 112,055 SH   DFND 1 112,055 0 0
FORMFACTOR INC COM 346375108 7,623 614,784 SH   DFND 1 614,784 0 0
FORRESTER RESEARCH INC COM 346563109 3,799 97,062 SH   DFND 1 97,062 0 0
FORTERRA INC COM 34960W106 1,513 183,928 SH   DFND 1 183,928 0 0
FORTINET INC COM 34959E109 46,038 1,230,136 SH   DFND 1 1,225,108 0 5,028
FORTINET INC COM 34959E109 31 833 SH   DFND 1 2 833 0 0
FORTIS INC COMSTK 349553107 7,145 205,064 SH   DFND 1 203,434 0 1,630
FORTIVE CORP COM 34959J108 204,084 3,226,766 SH   DFND 1 3,213,449 0 13,317
FORTRESS BIOTECH INC COM 34960Q109 1,396 293,964 SH   DFND 1 293,964 0 0
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FOSTER (LB) CO-A COM 350060109 1,595 74,404 SH   DFND 1 74,404 0 0
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FRANKLIN COVEY CO COM 353469109 1,763 91,366 SH   DFND 1 91,366 0 0
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FRED'S INC-CLASS A CL A 356108100 2,611 282,986 SH   DFND 1 282,986 0 0
FREEPORT-MCMORAN INC CL B 35671D857 157 13,075 SH   DFND 1 2 13,075 0 0
FREEPORT-MCMORAN INC CL B 35671D857 158,738 13,240,158 SH   DFND 1 13,179,873 0 60,285
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FREQUENCY ELECTRONICS INC COM 358010106 241 25,327 SH   DFND 1 25,327 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 335 6,947 SH   DFND 1 5,987 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 96 1,903 SH   DFND 1 2 1,903 0 0
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FTD COS INC COM 30281V108 3,045 152,280 SH   DFND 1 152,280 0 0
FTI CONSULTING INC COM 302941109 11,969 342,372 SH   DFND 1 340,980 0 1,392
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G1 THERAPEUTICS INC COM 3621LQ109 178 10,220 SH   DFND 1 10,220 0 0
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GAIA INC CL A 36269P104 1,208 107,869 SH   DFND 1 107,869 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,369 219,772 SH   DFND 1 219,772 0 0
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GALECTIN THERAPEUTICS INC COM NEW 363225202 480 195,411 SH   DFND 1 195,411 0 0
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GAMESTOP CORP-CLASS A CL A 36467W109 24,180 1,118,952 SH   DFND 1 1,114,176 0 4,776
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GANNETT CO INC COM 36473H104 8,095 928,358 SH   DFND 1 927,704 0 654
GAP INC/THE COM 364760108 84,195 3,832,456 SH   DFND 1 3,821,251 0 11,205
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GARMIN LTD SHS H2906T109 66,515 1,305,560 SH   DFND 1 1,299,660 0 5,900
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GAS NATURAL INC COM 367204104 630 48,909 SH   DFND 1 48,909 0 0
GASLOG LTD SHS G37585109 1,153 75,665 SH   DFND 1 75,665 0 0
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GENCO SHIPPING & TRADING LTD SHS Y2685T131 578 61,057 SH   DFND 1 61,057 0 0
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GENERAL AMERICAN INVESTORS COM 368802104 4,603 134,018 SH   DFND 1 2 134,018 0 0
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GENESIS HEALTHCARE INC CL A COM 37185X106 373 214,493 SH   DFND 1 214,493 0 0
GENIE ENERGY LTD-B CL B 372284208 857 112,513 SH   DFND 1 112,513 0 0
GENMARK DIAGNOSTICS INC COM 372309104 5,319 449,658 SH   DFND 1 449,658 0 0
GENOCEA BIOSCIENCES INC COM 372427104 1,009 193,347 SH   DFND 1 193,347 0 0
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GENTEX CORP COM 371901109 31 1,668 SH   DFND 1 2 1,668 0 0
GENTEX CORP COM 371901109 61,857 3,260,811 SH   DFND 1 3,249,478 0 11,333
GENTHERM INC COM 37253A103 12,207 314,618 SH   DFND 1 314,538 0 80
GENUINE PARTS CO COM 372460105 32 350 SH   DFND 1 2 350 0 0
GENUINE PARTS CO COM 372460105 148,941 1,608,280 SH   DFND 1 1,601,039 0 7,241
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 14,886 3,948,591 SH   DFND 1 3,928,754 0 19,837
GEO GROUP INC/THE COM 36162J106 31 1,053 SH   DFND 1 2 1,053 0 0
GEO GROUP INC/THE COM 36162J106 29,298 990,828 SH   DFND 1 986,641 0 4,187
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,514 109,474 SH   DFND 1 109,474 0 0
GERMAN AMERICAN BANCORP COM 373865104 6,232 182,824 SH   DFND 1 182,824 0 0
GERON CORP COM 374163103 3,599 1,299,615 SH   DFND 1 1,299,419 0 196
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GEVO INC COM PAR 374396307 24 35,762 SH   DFND 1 35,762 0 0
GGP INC COM 36174X101 159,106 6,763,093 SH   DFND 1 6,737,821 0 25,272
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GIGAMON INC COM 37518B102 9,758 247,990 SH   DFND 1 247,990 0 0
GIGA-TRONICS INC COM 375175106 15 19,463 SH   DFND 1 19,463 0 0
G-III APPAREL GROUP LTD COM 36237H101 9,209 369,121 SH   DFND 1 369,121 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 118 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COMSTK 375916103 4,401 144,325 SH   DFND 1 143,271 0 1,054
GILEAD SCIENCES INC COM 375558103 1,047 14,803 SH   DFND 1 2 14,803 0 0
GILEAD SCIENCES INC COM 375558103 1,065,675 15,078,400 SH   DFND 1 14,978,185 0 100,215
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GLATFELTER COM 377316104 6,759 345,913 SH   DFND 1 345,913 0 0
GLAUKOS CORP COM 377322102 5,231 126,151 SH   DFND 1 126,151 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 7,283 168,918 SH   DFND 1 166,942 0 1,976
GLEN BURNIE BANCORP COM 377407101 197 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 27 1,018 SH   DFND 1 2 1,018 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 7,832 286,377 SH   DFND 1 286,377 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 8,205 268,600 SH   DFND 1 268,600 0 0
GLOBAL BROKERAGE INC CL A NEW 37891B109 65 32,820 SH   DFND 1 32,820 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 1,576 442,747 SH   DFND 1 442,747 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 3,046 78,589 SH   DFND 1 78,589 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 285 31,951 SH   DFND 1 31,951 0 0
GLOBAL NET LEASE INC COM NEW 379378201 9,901 445,201 SH   DFND 1 445,201 0 0
GLOBAL PAYMENTS INC COM 37940X102 131,378 1,457,212 SH   DFND 1 1,450,596 0 6,616
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GLOBAL SOURCES LTD ORD G39300101 2,180 109,045 SH   DFND 1 109,045 0 0
GLOBAL WATER RESOURCES INC COM 379463102 271 27,409 SH   DFND 1 27,409 0 0
GLOBALSCAPE INC COM 37940G109 155 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 6,031 2,831,592 SH   DFND 1 2,831,592 0 0
GLOBUS MARITIME LIMITED SHS NEW Y27265308 15 12,830 SH   DFND 1 12,830 0 0
GLOBUS MEDICAL INC - A CL A 379577208 23,663 713,831 SH   DFND 1 711,402 0 2,429
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GLU MOBILE INC COM 379890106 2,237 895,089 SH   DFND 1 895,089 0 0
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GMS INC COM 36251C103 7,138 254,046 SH   DFND 1 254,046 0 0
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GNC HOLDINGS INC-CL A COM CL A 36191G107 4,506 534,564 SH   DFND 1 533,691 0 873
GODADDY INC - CLASS A CL A 380237107 18,118 427,132 SH   DFND 1 427,132 0 0
GOGO INC COM 38046C109 6,014 521,634 SH   DFND 1 521,634 0 0
GOLAR LNG LTD SHS G9456A100 5,824 261,782 SH   DFND 1 261,479 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 612 30,531 SH   DFND 1 30,531 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 288 14,357 SH   DFND 1 2 14,357 0 0
GOLD RESOURCE CORP COM 38068T105 1,887 462,673 SH   DFND 1 462,673 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 1,633 78,878 SH   DFND 1 78,878 0 0
GOLDEN MINERALS CO COM 381119106 132 236,143 SH   DFND 1 236,143 0 0
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GOLDFIELD CORP COM 381370105 785 142,790 SH   DFND 1 142,790 0 0
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GOLDMAN SACHS GROUP INC COM 38141G104 835,241 3,770,264 SH   DFND 1 3,754,380 0 15,884
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 202 56,983 SH   DFND 1 56,983 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 99,109 2,839,182 SH   DFND 1 2,828,256 0 10,926
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GOPRO INC-CLASS A CL A 38268T103 6,990 859,850 SH   DFND 1 859,850 0 0
GORES HOLDINGS II INC UNIT 99/99/9999 382867208 4,176 400,000 SH   DFND 1 2 400,000 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 2,910 1,000,000 SH   DFND 1 2 1,000,000 0 0
GORMAN-RUPP CO COM 383082104 320 12,594 SH   DFND 1 2 12,594 0 0
GORMAN-RUPP CO COM 383082104 3,476 136,501 SH   DFND 1 136,501 0 0
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GP STRATEGIES CORP COM 36225V104 2,971 112,551 SH   DFND 1 112,551 0 0
GPRE 3.25 10/01/18 NOTE 3.250%10/0 393222AD6 2,388 2,000,000 PRN   DFND 1 2 2,000,000 0 0
GRACO INC COM 384109104 46,448 425,038 SH   DFND 1 423,169 0 1,869
GRACO INC COM 384109104 116 1,065 SH   DFND 1 2 1,065 0 0
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GRAHAM HOLDINGS CO-CLASS B COM 384637104 23,247 38,768 SH   DFND 1 38,611 0 157
GRAMERCY PROPERTY TRUST COM NEW 385002308 35,174 1,183,914 SH   DFND 1 1,183,914 0 0
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GRAND CANYON EDUCATION INC COM 38526M106 31,688 404,143 SH   DFND 1 404,143 0 0
GRANITE CONSTRUCTION INC COM 387328107 15,446 320,198 SH   DFND 1 318,854 0 1,344
GRAPHIC PACKAGING HOLDING CO COM 388689101 32,276 2,342,252 SH   DFND 1 2,342,252 0 0
GRAY TELEVISION INC COM 389375106 7,281 531,483 SH   DFND 1 531,483 0 0
GREAT AJAX CORP COM 38983D300 1,477 105,713 SH   DFND 1 105,713 0 0
GREAT AJAX CORP CONVPFD 38983D409 2,459 145,713 PRN   DFND 1 145,713 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 120 35,396 SH   DFND 1 35,396 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,945 452,373 SH   DFND 1 452,373 0 0
GREAT PLAINS ENERGY INC COM 391164100 50,300 1,717,930 SH   DFND 1 1,710,646 0 7,284
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GREAT WESTERN BANCORP INC COM 391416104 20,969 513,832 SH   DFND 1 513,832 0 0
GREEN BANCORP INC COM 39260X100 3,888 200,416 SH   DFND 1 200,416 0 0
GREEN BRICK PARTNERS INC COM 392709101 2,595 226,664 SH   DFND 1 226,664 0 0
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GREEN DOT CORP-CLASS A CL A 39304D102 843 21,902 SH   DFND 1 2 21,902 0 0
GREEN PLAINS INC COM 393222104 6,294 306,318 SH   DFND 1 305,897 0 421
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 149 7,983 SH   DFND 1 7,983 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 66 3,541 SH   DFND 1 2 3,541 0 0
GREENBRIER COMPANIES INC COM 393657101 16,284 352,093 SH   DFND 1 351,974 0 119
GREENE COUNTY BANCORP INC COM 394357107 238 8,764 SH   DFND 1 8,764 0 0
GREENHILL & CO INC COM 395259104 4,427 220,253 SH   DFND 1 219,318 0 935
GREENHILL & CO INC COM 395259104 20 1,013 SH   DFND 1 2 1,013 0 0
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 5,038 241,061 SH   DFND 1 241,061 0 0
GREIF INC-CL A CL A 397624107 15,552 278,822 SH   DFND 1 277,752 0 1,070
GREIF INC-CL B CL B 397624206 1,061 17,573 SH   DFND 1 16,819 0 754
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 360 11,476 SH   DFND 1 11,476 0 0
GRIFFON CORP COM 398433102 5,507 250,920 SH   DFND 1 250,920 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,133 100,966 SH   DFND 1 99,333 0 1,633
GROUP 1 AUTOMOTIVE INC COM 398905109 10,408 164,381 SH   DFND 1 164,381 0 0
GROUPON INC COM 399473107 12,855 3,347,905 SH   DFND 1 3,347,905 0 0
GRUBHUB INC COM 400110102 29,471 675,946 SH   DFND 1 675,946 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 125 2,614 SH   DFND 1 2 2,614 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 137 2,853 SH   DFND 1 2,853 0 0
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GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 928 21,769 SH   DFND 1 2 21,769 0 0
GSE SYSTEMS INC COM 36227K106 98 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 921 117,274 SH   DFND 1 117,274 0 0
GSVC 5.25 09/15/18 NOTE 5.250% 9/1 36191JAB7 2,022 2,059,000 PRN   DFND 1 2 2,059,000 0 0
GTT COMMUNICATIONS INC COM 362393100 6,955 219,765 SH   DFND 1 219,765 0 0
GTX INC COM NEW 40052B207 198 37,486 SH   DFND 1 37,486 0 0
GUARANTY BANCORP COM NEW 40075T607 4,600 169,119 SH   DFND 1 169,119 0 0
GUARANTY BANCSHARES INC COM 400764106 373 11,704 SH   DFND 1 11,704 0 0
GUESS INC COM 401617105 6,265 490,233 SH   DFND 1 487,957 0 2,276
GUIDANCE SOFTWARE INC COM 401692108 1,035 156,637 SH   DFND 1 156,637 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 39,986 581,966 SH   DFND 1 581,966 0 0
GULF ISLAND FABRICATION INC COM 402307102 1,063 91,658 SH   DFND 1 91,658 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 28 18,051 SH   DFND 1 18,051 0 0
GULFPORT ENERGY CORP COM NEW 402635304 20,558 1,393,806 SH   DFND 1 1,388,432 0 5,374
GW PHARMACEUTICALS -ADR ADS 36197T103 1,536 15,323 SH   DFND 1 15,323 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 5,546 271,763 SH   DFND 1 271,763 0 0
H&R BLOCK INC COM 093671105 81,265 2,632,478 SH   DFND 1 2,622,825 0 9,653
H.B. FULLER CO. COM 359694106 20,462 400,360 SH   DFND 1 400,360 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 2,687 170,120 SH   DFND 1 170,120 0 0
HACKETT GROUP INC/THE COM 404609109 397 25,648 SH   DFND 1 2 25,648 0 0
HACKETT GROUP INC/THE COM 404609109 4,444 286,772 SH   DFND 1 286,772 0 0
HAEMONETICS CORP/MASS COM 405024100 17,971 455,090 SH   DFND 1 455,090 0 0
HAIN CELESTIAL GROUP INC COM 405217100 34,254 882,397 SH   DFND 1 878,914 0 3,483
HALCON RESOURCES CORP COM PAR NEW 40537Q605 1,301 286,581 SH   DFND 1 286,581 0 0
HALCON RESOURCES CORP-CW20 *W EXP 09/09/202 40537Q118 12 20,000 SH   DFND 1 2 20,000 0 0
HALLADOR ENERGY CO COM 40609P105 1,100 141,680 SH   DFND 1 141,680 0 0
HALLADOR ENERGY CO COM 40609P105 354 45,662 SH   DFND 1 2 45,662 0 0
HALLIBURTON CO COM 406216101 270 6,326 SH   DFND 1 2 6,326 0 0
HALLIBURTON CO COM 406216101 347,951 8,161,815 SH   DFND 1 8,122,509 0 39,306
HALLMARK FINL SERVICES INC COM NEW 40624Q203 1,028 91,295 SH   DFND 1 91,295 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 157 12,279 SH   DFND 1 2 12,279 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 14,659 1,143,520 SH   DFND 1 1,143,520 0 0
HALYARD HEALTH INC COM 40650V100 16,301 414,999 SH   DFND 1 413,427 0 1,572
HAMILTON LANE INC-CLASS A CL A 407497106 2,888 131,360 SH   DFND 1 131,360 0 0
HANCOCK HOLDING CO COM 410120109 38,514 786,009 SH   DFND 1 782,492 0 3,517
HANCOCK HOLDING CO COM 410120109 31 645 SH   DFND 1 2 645 0 0
HANDY & HARMAN LTD COM 410315105 1,373 43,748 SH   DFND 1 43,748 0 0
HANESBRANDS INC COM 410345102 80,705 3,490,707 SH   DFND 1 3,473,490 0 17,217
HANMI FINANCIAL CORPORATION COM NEW 410495204 8,304 291,900 SH   DFND 1 291,900 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 8,636 377,630 SH   DFND 1 377,630 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 30,218 340,952 SH   DFND 1 339,516 0 1,436
HARBORONE BANCORP INC COM 41165F101 4,634 232,168 SH   DFND 1 232,168 0 0
HARDINGE INC COM 412324303 997 80,274 SH   DFND 1 80,274 0 0
HARLEY-DAVIDSON INC COM 412822108 91,172 1,690,626 SH   DFND 1 1,682,531 0 8,095
HARMONIC INC COM 413160102 3,482 663,305 SH   DFND 1 663,305 0 0
HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 173 104,882 SH   DFND 1 2 104,882 0 0
HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 4 2,513 SH   DFND 1 0 0 2,513
HARRIS CORP COM 413875105 131,407 1,206,766 SH   DFND 1 1,201,058 0 5,708
HARSCO CORP COM 415864107 10,258 637,151 SH   DFND 1 637,151 0 0
HARTE-HANKS INC COM 416196103 260 253,385 SH   DFND 1 250,886 0 2,499
HARTFORD FINANCIAL SVCS GRP COM 416515104 191,967 3,657,893 SH   DFND 1 3,641,254 0 16,639
HARVARD BIOSCIENCE INC COM 416906105 374 146,791 SH   DFND 1 146,791 0 0
HASBRO INC COM 418056107 142,405 1,278,922 SH   DFND 1 1,270,086 0 8,836
HAVERTY FURNITURE COM 419596101 3,762 149,904 SH   DFND 1 149,904 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 29,686 916,808 SH   DFND 1 913,147 0 3,661
HAWAIIAN HOLDINGS INC COM 419879101 840 17,908 SH   DFND 1 2 17,908 0 0
HAWAIIAN HOLDINGS INC COM 419879101 37,769 804,457 SH   DFND 1 804,457 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 2,061 82,495 SH   DFND 1 82,495 0 0
HAWKINS INC COM 420261109 3,950 85,231 SH   DFND 1 85,231 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,031 49,611 SH   DFND 1 49,611 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,767 103,759 SH   DFND 1 103,759 0 0
HC2 HOLDINGS INC COM 404139107 1,584 269,442 SH   DFND 1 269,442 0 0
HCA HEALTHCARE INC COM 40412C101 233,611 2,684,019 SH   DFND 1 2,671,602 0 12,417
HCA HEALTHCARE INC COM 40412C101 158 1,819 SH   DFND 1 2 1,819 0 0
HCI GROUP INC COM 40416E103 3,011 64,100 SH   DFND 1 64,020 0 80
HCP INC COM 40414L109 176,340 5,525,761 SH   DFND 1 5,505,033 0 20,728
HD SUPPLY HOLDINGS INC COM 40416M105 1,101 35,967 SH   DFND 1 2 35,967 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 50,160 1,638,253 SH   DFND 1 1,638,253 0 0
HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 2,914 33,511 SH   DFND 1 32,453 0 1,058
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 68 2,931 SH   DFND 1 2 2,931 0 0
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 1,582 67,326 SH   DFND 1 67,326 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 38,037 1,113,844 SH   DFND 1 1,109,920 0 3,924
HEALTHCARE SERVICES GROUP COM 421906108 29,141 622,288 SH   DFND 1 622,288 0 0
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 47,630 1,531,030 SH   DFND 1 1,531,030 0 0
HEALTHEQUITY INC COM 42226A107 171 3,433 SH   DFND 1 2 3,433 0 0
HEALTHEQUITY INC COM 42226A107 19,440 390,137 SH   DFND 1 390,137 0 0
HEALTHSOUTH CORP COM NEW 421924309 42,143 870,739 SH   DFND 1 867,020 0 3,719
HEALTHSTREAM INC COM 42222N103 5,974 226,999 SH   DFND 1 226,999 0 0
HEARTLAND EXPRESS INC COM 422347104 9,545 458,467 SH   DFND 1 458,467 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 9,453 200,717 SH   DFND 1 200,717 0 0
HEAT BIOLOGICS INC COM 42237K102 48 79,837 SH   DFND 1 79,837 0 0
HECLA MINING CO COM 422704106 15,914 3,120,429 SH   DFND 1 3,120,429 0 0
HECLA MINING CO COM 422704106 73 14,358 SH   DFND 1 2 14,358 0 0
HEICO CORP COM 422806109 15,020 209,082 SH   DFND 1 209,082 0 0
HEICO CORP-CLASS A CL A 422806208 21,239 342,289 SH   DFND 1 342,289 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 3,339 153,554 SH   DFND 1 153,164 0 390
HELEN OF TROY LTD COM G4388N106 242 2,577 SH   DFND 1 2 2,577 0 0
HELEN OF TROY LTD COM G4388N106 21,980 233,591 SH   DFND 1 232,679 0 912
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 6,230 1,104,615 SH   DFND 1 1,104,615 0 0
HELMERICH & PAYNE COM 423452101 157 2,905 SH   DFND 1 2 2,905 0 0
HELMERICH & PAYNE COM 423452101 62,425 1,150,581 SH   DFND 1 1,145,154 0 5,427
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 1,272 107,369 SH   DFND 1 107,369 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 37 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 159 10,487 SH   DFND 1 10,487 0 0
HENRY SCHEIN INC COM 806407102 164,346 899,314 SH   DFND 1 893,532 0 5,782
HERBALIFE LTD COM USD SHS G4412G101 38,358 537,764 SH   DFND 1 537,764 0 0
HERC HOLDINGS INC COM 42704L104 7,595 193,176 SH   DFND 1 193,176 0 0
HERITAGE COMMERCE CORP COM 426927109 4,697 340,899 SH   DFND 1 340,899 0 0
HERITAGE FINANCIAL CORP COM 42722X106 6,779 255,849 SH   DFND 1 255,849 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 4,005 307,656 SH   DFND 1 307,656 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 1,779 111,941 SH   DFND 1 111,941 0 0
HERMAN MILLER INC COM 600544100 22,159 728,931 SH   DFND 1 726,915 0 2,016
HERON THERAPEUTICS INC COM 427746102 5,354 386,626 SH   DFND 1 386,626 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 7,908 427,268 SH   DFND 1 427,268 0 0
HERSHEY CO/THE COM 427866108 159,178 1,484,855 SH   DFND 1 1,478,481 0 6,374
HERTZ GLOBAL HOLDINGS INC COM 42806J106 6,134 533,460 SH   DFND 1 533,460 0 0
HESKA CORP COM RESTRC NEW 42805E306 5,796 56,790 SH   DFND 1 56,790 0 0
HESS CORP COM 42809H107 1,316 30,000 SH   DFND 1 2 30,000 0 0
HESS CORP COM 42809H107 118,084 2,696,297 SH   DFND 1 2,684,572 0 11,725
HEWLETT PACKARD ENTERPRIS COM 42824C109 25 1,515 SH   DFND 1 2 1,515 0 0
HEWLETT PACKARD ENTERPRIS COM 42824C109 259,749 15,685,471 SH   DFND 1 15,610,010 0 75,461
HEXCEL CORP COM 428291108 37,593 712,128 SH   DFND 1 712,128 0 0
HFF INC-CLASS A CL A 40418F108 200 5,777 SH   DFND 1 2 5,777 0 0
HFF INC-CLASS A CL A 40418F108 9,807 282,081 SH   DFND 1 282,081 0 0
HIBBETT SPORTS INC COM 428567101 4,545 219,063 SH   DFND 1 219,063 0 0
HIBBETT SPORTS INC COM 428567101 741 35,739 SH   DFND 1 2 35,739 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 37 10,264 SH   DFND 1 10,264 0 0
HIGHWOODS PROPERTIES INC COM 431284108 49,058 967,434 SH   DFND 1 963,999 0 3,435
HILL INTERNATIONAL INC COM 431466101 1,310 252,005 SH   DFND 1 252,005 0 0
HILLENBRAND INC COM 431571108 14 401 SH   DFND 1 2 401 0 0
HILLENBRAND INC COM 431571108 18,244 505,382 SH   DFND 1 505,382 0 0
HILL-ROM HOLDINGS INC COM 431475102 38,848 487,982 SH   DFND 1 485,753 0 2,229
HILLTOP HOLDINGS INC COM 432748101 17,617 672,168 SH   DFND 1 672,168 0 0
HILTON GRAND VACATIONS INC COM 43283X105 17,304 479,867 SH   DFND 1 479,867 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 122,558 1,984,998 SH   DFND 1 1,976,108 0 8,890
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 561 68,457 SH   DFND 1 68,457 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 3,037 16,695 SH   DFND 1 16,695 0 0
HLIT 4 12/01/20 NOTE 4.000%12/0 413160AB8 4,557 4,000,000 PRN   DFND 1 2 4,000,000 0 0
HMS HOLDINGS CORP COM 40425J101 17,117 925,271 SH   DFND 1 925,271 0 0
HNI CORP COM 404251100 15,045 377,353 SH   DFND 1 375,113 0 2,240
HNI CORP COM 404251100 165 4,143 SH   DFND 1 2 4,143 0 0
HOLLYFRONTIER CORP COM 436106108 38,988 1,419,811 SH   DFND 1 1,413,006 0 6,805
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 752 45,309 SH   DFND 1 45,309 0 0
HOLOGIC INC COM 436440101 141,114 3,114,241 SH   DFND 1 3,093,833 0 20,408
HOME BANCORP INC COM 43689E107 1,452 34,158 SH   DFND 1 34,158 0 0
HOME BANCSHARES INC COM 436893200 28,755 1,154,826 SH   DFND 1 1,150,577 0 4,249
HOME DEPOT INC COM 437076102 1,728,622 11,289,145 SH   DFND 1 11,234,477 0 54,668
HOMESTREET INC COM 43785V102 6,863 247,989 SH   DFND 1 247,989 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,857 158,087 SH   DFND 1 158,087 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 705 25,746 SH   DFND 1 23,043 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,057,155 7,944,093 SH   DFND 1 7,911,016 0 33,077
HOOKER FURNITURE CORP COM 439038100 3,957 96,169 SH   DFND 1 96,169 0 0
HOPE BANCORP INC COM 43940T109 20,400 1,093,844 SH   DFND 1 1,093,844 0 0
HOPFED BANCORP INC COM 439734104 371 25,263 SH   DFND 1 25,263 0 0
HORACE MANN EDUCATORS COM 440327104 12,093 319,925 SH   DFND 1 319,925 0 0
HORIZON BANCORP INDIANA COM 440407104 4,493 170,513 SH   DFND 1 170,513 0 0
HORIZON GLOBAL CORP COM 44052W104 2,458 171,213 SH   DFND 1 171,213 0 0
HORIZON PHARMA PLC SHS G4617B105 16,889 1,422,845 SH   DFND 1 1,422,845 0 0
HORMEL FOODS CORP COM 440452100 103,106 3,027,382 SH   DFND 1 3,014,878 0 12,504
HORNBECK OFFSHORE SERVICES COM 440543106 538 190,128 SH   DFND 1 190,128 0 0
HORTONWORKS INC COM 440894103 5,041 391,457 SH   DFND 1 391,457 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 54,589 1,872,715 SH   DFND 1 1,865,860 0 6,855
HOST HOTELS & RESORTS INC COM 44107P104 177,912 9,751,087 SH   DFND 1 9,715,677 0 35,410
HOSTESS BRANDS INC CL A 44109J106 11,776 731,451 SH   DFND 1 731,451 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 11,147 906,277 SH   DFND 1 906,277 0 0
HOULIHAN LOKEY INC CL A 441593100 501 14,362 SH   DFND 1 2 14,362 0 0
HOULIHAN LOKEY INC CL A 441593100 8,281 237,293 SH   DFND 1 237,293 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 101 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 482 91,860 SH   DFND 1 91,860 0 0
HOVNANIAN ENTERPRISES-A CL A 442487203 2,553 911,852 SH   DFND 1 911,852 0 0
HOVNANIAN ENTERPRISES-A CL A 442487203 92 33,212 SH   DFND 1 2 33,212 0 0
HOWARD BANCORP INC COM 442496105 911 47,349 SH   DFND 1 47,349 0 0
HOWARD HUGHES CORP/THE COM 44267D107 35,343 287,721 SH   DFND 1 287,721 0 0
HP INC COM 40434L105 155 8,918 SH   DFND 1 2 8,918 0 0
HP INC COM 40434L105 311,003 17,820,880 SH   DFND 1 17,738,251 0 82,629
HRG GROUP INC COM 40434J100 125 7,061 SH   DFND 1 2 7,061 0 0
HRG GROUP INC COM 40434J100 18,759 1,059,243 SH   DFND 1 1,059,243 0 0
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 10,023 216,077 SH   DFND 1 213,306 0 2,771
HSN INC COM 404303109 10,544 330,552 SH   DFND 1 329,089 0 1,463
HSN INC COM 404303109 9 311 SH   DFND 1 2 311 0 0
HTG MOLECULAR DIAGNOSTICS COM 40434H104 52 19,859 SH   DFND 1 19,859 0 0
HUB GROUP INC-CL A CL A 443320106 10,769 280,811 SH   DFND 1 280,811 0 0
HUBBELL INC COM 443510607 114 1,013 SH   DFND 1 2 1,013 0 0
HUBBELL INC COM 443510607 46,485 410,762 SH   DFND 1 409,039 0 1,723
HUBSPOT INC COM 443573100 16,419 249,724 SH   DFND 1 249,724 0 0
HUDBAY MINERALS INC COMSTK 443628102 28 4,860 SH   DFND 1 4,860 0 0
HUDBAY MINERALS INC COMSTK 443628102 281 48,700 SH   DFND 1 2 48,700 0 0
HUDSON GLOBAL INC COM 443787106 121 90,899 SH   DFND 1 90,899 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 51,174 1,496,769 SH   DFND 1 1,496,769 0 0
HUDSON TECHNOLOGIES INC COM 444144109 2,654 314,180 SH   DFND 1 314,180 0 0
HUMANA INC COM 444859102 324 1,349 SH   DFND 1 2 1,349 0 0
HUMANA INC COM 444859102 347,863 1,448,178 SH   DFND 1 1,441,616 0 6,562
HUNT (JB) TRANSPRT SVCS INC COM 445658107 89,884 985,047 SH   DFND 1 978,081 0 6,966
HUNTER MARITIME ACQ WARRANT 11.5 10/11/21 *W EXP 99/99/999 Y37828129 14 49,850 SH   DFND 1 2 49,850 0 0
HUNTER MARITIME ACQUISITION CL A Y37828111 975 99,700 SH   DFND 1 2 99,700 0 0
HUNTINGTON BANCSHARES INC COM 446150104 161,998 12,001,099 SH   DFND 1 11,953,530 0 47,569
HUNTINGTON INGALLS INDUSTRIE COM 446413106 29 161 SH   DFND 1 2 161 0 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 92,703 498,123 SH   DFND 1 496,568 0 1,555
HUNTSMAN CORP COM 447011107 40,642 1,572,855 SH   DFND 1 1,572,855 0 0
HUNTSMAN CORP COM 447011107 859 33,280 SH   DFND 1 2 33,280 0 0
HURCO COMPANIES INC COM 447324104 2,455 70,655 SH   DFND 1 70,655 0 0
HURON CONSULTING GROUP INC COM 447462102 8,340 193,072 SH   DFND 1 193,072 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 995 142,054 SH   DFND 1 142,054 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 17,242 306,748 SH   DFND 1 306,748 0 0
HYSTER-YALE MATERIALS CL A 449172105 5,442 77,474 SH   DFND 1 77,474 0 0
IAC/INTERACTIVECORP COM 44919P508 61,181 592,610 SH   DFND 1 592,460 0 150
IBERIABANK CORP COM 450828108 41,515 509,388 SH   DFND 1 509,388 0 0
IBIO INC COM 451033104 132 342,667 SH   DFND 1 342,667 0 0
ICAD INC COM NEW 44934S206 306 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 5,280 102,208 SH   DFND 1 102,208 0 0
ICF INTERNATIONAL INC COM 44925C103 8,698 184,692 SH   DFND 1 184,692 0 0
ICHOR HOLDINGS LTD SHS G4740B105 1,968 97,652 SH   DFND 1 97,652 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 648 72,267 SH   DFND 1 69,565 0 2,702
ICON PLC SHS G4705A100 3,138 32,097 SH   DFND 1 32,097 0 0
ICONIX BRAND GROUP INC COM 451055107 3,460 500,829 SH   DFND 1 500,829 0 0
ICU MEDICAL INC COM 44930G107 22,399 129,851 SH   DFND 1 129,851 0 0
ID SYSTEMS INC COM 449489103 328 53,519 SH   DFND 1 53,519 0 0
IDACORP INC COM 451107106 35,414 414,935 SH   DFND 1 413,232 0 1,703
IDEAL POWER INC COM 451622104 124 59,328 SH   DFND 1 59,328 0 0
IDENTIV INC COM NEW 45170X205 294 56,100 SH   DFND 1 56,100 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 1,691 983,244 SH   DFND 1 983,244 0 0
IDEX CORP COM 45167R104 68,864 609,607 SH   DFND 1 607,027 0 2,580
IDEXX LABORATORIES INC COM 45168D104 147,303 914,043 SH   DFND 1 907,620 0 6,423
IDEXX LABORATORIES INC COM 45168D104 32 199 SH   DFND 1 2 199 0 0
IDT CORP-CLASS B CL B NEW 448947507 4,607 320,620 SH   DFND 1 320,620 0 0
IEC ELECTRONICS CORP COM 44949L105 65 18,187 SH   DFND 1 18,187 0 0
IES HOLDINGS INC COM 44951W106 1,413 77,877 SH   DFND 1 77,877 0 0
IGNYTA INC COM 451731103 3,935 380,289 SH   DFND 1 380,289 0 0
IHS MARKIT LTD SHS G47567105 150,073 3,413,399 SH   DFND 1 3,399,629 0 13,770
II-VI INC COM 902104108 16,590 483,687 SH   DFND 1 483,687 0 0
IKANG HEALTHCARE GROUP-ADR SPONSORED ADR 45174L108 425 34,703 SH   DFND 1 34,703 0 0
ILG INC COM 44967H101 25,675 933,980 SH   DFND 1 933,870 0 110
ILLINOIS TOOL WORKS COM 452308109 457,027 3,195,707 SH   DFND 1 3,181,217 0 14,490
ILLUMINA INC COM 452327109 256,934 1,483,220 SH   DFND 1 1,472,374 0 10,846
ILLUMINA INC COM 452327109 31 180 SH   DFND 1 2 180 0 0
IMAX CORP COM 45245E109 22 1,042 SH   DFND 1 2 1,042 0 0
IMAX CORP COM 45245E109 2,343 106,544 SH   DFND 1 106,544 0 0
IMGN 4.5 07/01/21 NOTE 4.500% 7/0 45253HAB7 914 500,000 PRN   DFND 1 2 500,000 0 0
IMMERSION CORPORATION COM 452521107 2,349 258,786 SH   DFND 1 258,786 0 0
IMMUNE DESIGN CORP COM 45252L103 1,079 110,734 SH   DFND 1 110,060 0 674
IMMUNE PHARMACEUTICALS INC COM NEW 45254C200 69 22,355 SH   DFND 1 22,355 0 0
IMMUNOCELLULAR THERAPEUTICS COM NEW 452536204 9 10,995 SH   DFND 1 10,995 0 0
IMMUNOGEN INC COM 45253H101 5,070 713,190 SH   DFND 1 713,190 0 0
IMMUNOMEDICS INC COM 452907108 7,655 867,013 SH   DFND 1 867,013 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 1,612 106,565 SH   DFND 1 106,565 0 0
IMPAX LABORATORIES INC COM 45256B101 10,451 649,144 SH   DFND 1 649,144 0 0
IMPERIAL OIL LTD COMSTK 453038408 4,379 151,595 SH   DFND 1 151,270 0 325
IMPERIAL OIL LTD COMSTK 453038408 175 6,000 SH   DFND 1 2 6,000 0 0
IMPERVA INC COM 45321L100 12,345 258,013 SH   DFND 1 258,013 0 0
IMPINJ INC COM 453204109 4,797 98,615 SH   DFND 1 98,615 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 220 68,853 SH   DFND 1 68,853 0 0
INC RESEARCH HOLDINGS INC-A CL A 45329R109 29,385 502,315 SH   DFND 1 500,494 0 1,821
INC RESEARCH HOLDINGS INC-A CL A 45329R109 147 2,515 SH   DFND 1 2 2,515 0 0
INCYTE CORP COM 45337C102 42 339 SH   DFND 1 2 339 0 0
INCYTE CORP COM 45337C102 224,379 1,784,975 SH   DFND 1 1,771,306 0 13,669
INDEPENDENCE CONTRACT DRILLI COM 453415309 883 227,219 SH   DFND 1 227,219 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 2,532 123,844 SH   DFND 1 123,844 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 5,676 575,114 SH   DFND 1 575,114 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 3,784 174,013 SH   DFND 1 174,013 0 0
INDEPENDENT BANK CORP/MA COM 453836108 15,404 231,121 SH   DFND 1 231,121 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 7,504 126,127 SH   DFND 1 126,127 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 22 15,157 SH   DFND 1 15,157 0 0
INFINERA CORP COM 45667G103 13,441 1,259,773 SH   DFND 1 1,259,773 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 421 268,198 SH   DFND 1 267,872 0 326
INFINITY PROPERTY & CASUALTY COM 45665Q103 8,522 90,663 SH   DFND 1 90,663 0 0
INFORMATION SERVICES GROUP COM 45675Y104 838 203,926 SH   DFND 1 203,926 0 0
INFOSONICS CORP COM 456784107 19 41,938 SH   DFND 1 41,938 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 6,309 422,847 SH   DFND 1 420,123 0 2,724
INFRAREIT INC COM 45685L100 829 43,312 SH   DFND 1 2 43,312 0 0
INFRAREIT INC COM 45685L100 9,723 507,769 SH   DFND 1 507,769 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 83 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 490 28,215 SH   DFND 1 25,187 0 3,028
INGERSOLL-RAND PLC SHS G47791101 250,875 2,749,568 SH   DFND 1 2,737,891 0 11,677
INGEVITY CORP COM 45688C107 19,115 333,019 SH   DFND 1 332,954 0 65
INGLES MARKETS INC-CLASS A CL A 457030104 5,889 176,847 SH   DFND 1 176,847 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 39 1,182 SH   DFND 1 2 1,182 0 0
INGREDION INC COM 457187102 77,999 654,532 SH   DFND 1 651,918 0 2,614
INNERWORKINGS INC COM 45773Y105 4,231 364,827 SH   DFND 1 364,827 0 0
INNODATA INC COM NEW 457642205 126 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 8,567 195,420 SH   DFND 1 195,096 0 324
INNOPHOS HOLDINGS INC COM 45774N108 262 5,991 SH   DFND 1 2 5,991 0 0
INNOSPEC INC COM 45768S105 13,681 208,712 SH   DFND 1 208,712 0 0
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 247 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 9,129 713,222 SH   DFND 1 711,782 0 1,440
INNOVIVA INC COM 45781M101 17 1,349 SH   DFND 1 2 1,349 0 0
INOGEN INC COM 45780L104 114 1,205 SH   DFND 1 2 1,205 0 0
INOGEN INC COM 45780L104 16,557 173,520 SH   DFND 1 173,520 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 195 102,964 SH   DFND 1 102,964 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 7,465 567,692 SH   DFND 1 567,692 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4,575 583,657 SH   DFND 1 583,657 0 0
INPHI CORP COM 45772F107 10,648 310,455 SH   DFND 1 310,455 0 0
INSEEGO CORP COM 45782B104 289 231,424 SH   DFND 1 231,424 0 0
INSIGHT ENTERPRISES INC COM 45765U103 16,459 411,593 SH   DFND 1 411,593 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 29 28,672 SH   DFND 1 28,672 0 0
INSMED INC COM PAR $.01 457669307 9,114 531,151 SH   DFND 1 531,151 0 0
INSPERITY INC COM 45778Q107 15,977 225,035 SH   DFND 1 224,651 0 384
INSPERITY INC COM 45778Q107 148 2,089 SH   DFND 1 2 2,089 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 234 18,031 SH   DFND 1 18,031 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 8,404 158,722 SH   DFND 1 158,722 0 0
INSTEEL INDUSTRIES INC COM 45774W108 4,870 147,715 SH   DFND 1 147,715 0 0
INSTITUTIONAL FINANCIAL MARK COM 45779L107 27 23,694 SH   DFND 1 23,694 0 0
INSTRUCTURE INC COM 45781U103 2,279 77,272 SH   DFND 1 77,272 0 0
INSULET CORP COM 45784P101 25,175 490,664 SH   DFND 1 490,664 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 3,190 252,198 SH   DFND 1 251,880 0 318
INTEGER HOLDINGS CORP COM 45826H109 10,726 248,010 SH   DFND 1 248,010 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 29,029 532,556 SH   DFND 1 532,556 0 0
INTEGRATED DEVICE TECH INC COM 458118106 29,484 1,143,250 SH   DFND 1 1,138,771 0 4,479
INTEL CORP COM 458140100 252 7,473 SH   DFND 1 2 7,473 0 0
INTEL CORP COM 458140100 1,859,038 55,179,050 SH   DFND 1 54,822,170 0 356,880
INTELLIA THERAPEUTICS INC COM 45826J105 1,497 93,603 SH   DFND 1 93,603 0 0
INTELLICHECK INC COM NEW 45817G201 43 11,261 SH   DFND 1 11,261 0 0
INTELLIPHARMACEUTICS INTERNA COM 458173101 28 13,756 SH   DFND 1 13,756 0 0
INTELSAT SA COM L5140P101 920 300,808 SH   DFND 1 300,808 0 0
INTER PARFUMS INC COM 458334109 5,807 158,457 SH   DFND 1 158,457 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 20,746 554,427 SH   DFND 1 553,876 0 551
INTERCEPT PHARMACEUTICALS IN COM 45845P108 18,395 151,941 SH   DFND 1 151,925 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 356,166 5,413,136 SH   DFND 1 5,387,447 0 25,689
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 302 5,449 SH   DFND 1 4,505 0 944
INTERDIGITAL INC COM 45867G101 29,849 386,154 SH   DFND 1 384,726 0 1,428
INTERDIGITAL INC COM 45867G101 27 354 SH   DFND 1 2 354 0 0
INTERFACE INC COM 458665304 10,713 545,236 SH   DFND 1 545,236 0 0
INTERMOLECULAR INC COM 45882D109 64 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR $.001 45885A300 1,845 502,805 SH   DFND 1 502,805 0 0
INTERNATIONAL BANCSHARES CRP COM 459044103 23,390 667,348 SH   DFND 1 665,389 0 1,959
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4,632 253,122 SH   DFND 1 253,122 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 512 28,005 SH   DFND 1 2 28,005 0 0
INTERNATIONAL PAPER CO COM 460146103 226,514 4,008,360 SH   DFND 1 3,987,878 0 20,482
INTERNATIONAL SEAWAYS INC COM Y41053102 6,725 310,361 SH   DFND 1 310,361 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 23 26,553 SH   DFND 1 26,553 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 108,299 4,408,910 SH   DFND 1 4,390,967 0 17,943
INTERSECT ENT INC COM 46071F103 6,665 238,467 SH   DFND 1 238,467 0 0
INTERSECTIONS INC COM 460981301 316 67,353 SH   DFND 1 67,353 0 0
INTEST CORP COM 461147100 242 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM 461148108 1,754 158,041 SH   DFND 1 158,041 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,428,747 9,302,542 SH   DFND 1 9,262,681 0 39,861
INTL FCSTONE INC COM 46116V105 9,552 252,967 SH   DFND 1 252,967 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 20 154 SH   DFND 1 2 154 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 112,477 834,484 SH   DFND 1 830,897 0 3,587
INTL SPEEDWAY CORP-CL A CL A 460335201 8,319 221,555 SH   DFND 1 220,696 0 859
INTRA-CELLULAR THERAPIES INC COM 46116X101 3,558 286,530 SH   DFND 1 286,530 0 0
INTRAWEST RESORTS HOLDINGS I COM 46090K109 2,573 108,412 SH   DFND 1 108,412 0 0
INTREPID POTASH INC COM 46121Y102 1,888 835,733 SH   DFND 1 835,733 0 0
INTREXON CORP COM 46122T102 11,306 469,359 SH   DFND 1 469,359 0 0
INTUIT INC COM 461202103 368,574 2,779,323 SH   DFND 1 2,760,605 0 18,718
INTUITIVE SURGICAL INC COM NEW 46120E602 347,292 371,922 SH   DFND 1 369,237 0 2,685
INUVO INC COM NEW 46122W204 108 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 3,384 256,398 SH   DFND 1 256,398 0 0
INVENTURE FOODS INC COM 461212102 444 103,123 SH   DFND 1 103,123 0 0
INVESCO LTD SHS G491BT108 141,249 4,020,642 SH   DFND 1 4,002,989 0 17,653
INVESCO MORTGAGE CAPITAL COM 46131B100 14,470 865,993 SH   DFND 1 857,548 0 8,445
INVESCO PENNSYLVANIA VALUE M COM 46132K109 2,041 165,342 SH   DFND 1 2 165,342 0 0
INVESCO VALUE MUNICIPAL INCO COM 46132P108 1,464 96,552 SH   DFND 1 2 96,552 0 0
INVESTAR HOLDING CORP COM 46134L105 974 42,574 SH   DFND 1 42,574 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 5,289 249,036 SH   DFND 1 249,036 0 0
INVESTORS BANCORP INC COM 46146L101 30 2,312 SH   DFND 1 2 2,312 0 0
INVESTORS BANCORP INC COM 46146L101 34,483 2,581,087 SH   DFND 1 2,581,087 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 6,071 977,668 SH   DFND 1 977,668 0 0
INVESTORS TITLE CO COM 461804106 1,858 9,610 SH   DFND 1 9,610 0 0
INVITAE CORP COM 46185L103 2,468 258,192 SH   DFND 1 258,192 0 0
INVITATION HOMES INC COM 46187W107 16,617 768,262 SH   DFND 1 768,262 0 0
INVIVO THERAPEUTICS HOLDINGS COM NEW 46186M209 485 179,802 SH   DFND 1 179,802 0 0
INVUITY INC COM NEW 46187J205 522 72,121 SH   DFND 1 72,121 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 182 42,046 SH   DFND 1 42,046 0 0
IONIS PHARMACEUTICALS INC COM 462222100 52,241 1,026,961 SH   DFND 1 1,026,761 0 200
IONIS PHARMACEUTICALS INC COM 462222100 12 239 SH   DFND 1 2 239 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 3,804 517,648 SH   DFND 1 517,648 0 0
IPASS INC COM 46261V108 626 474,363 SH   DFND 1 474,363 0 0
IPG PHOTONICS CORP COM 44980X109 45,165 311,272 SH   DFND 1 310,003 0 1,269
IRADIMED CORP COM 46266A109 217 25,310 SH   DFND 1 25,310 0 0
IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 21,311 55,688 PRN   DFND 1 2 55,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 3,864 90,941 SH   DFND 1 90,941 0 0
IRIDEX CORP COM 462684101 323 32,735 SH   DFND 1 32,735 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 7,782 704,294 SH   DFND 1 704,294 0 0
IROBOT CORP COM 462726100 19,192 228,107 SH   DFND 1 228,107 0 0
IRON MOUNTAIN INC COM 46284V101 31 925 SH   DFND 1 2 925 0 0
IRON MOUNTAIN INC COM 46284V101 86,822 2,530,896 SH   DFND 1 2,519,954 0 10,942
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 22,560 1,194,961 SH   DFND 1 1,194,961 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 8,268 165,234 PRN   DFND 1 165,234 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 57,493 236,200 PRN   DFND 1 236,200 0 0
ISHARES CORE S&P MIDCAP ETF CORE S&P MCP ETF 464287507 7,046 40,510 PRN   DFND 1 40,510 0 0
ISHARES CORE S&P SMALL-CAP E CORE S&P SCP ETF 464287804 5,639 80,431 PRN   DFND 1 80,431 0 0
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 196 23,000 PRN   DFND 1 23,000 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 10,991 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 3,611 112,521 PRN   DFND 1 112,521 0 0
ISHARES MSCI TAIWAN CAPPED E MSCI TAIWAN ETF 46434G772 22,702 634,864 PRN   DFND 1 634,864 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 700 5,175 PRN   DFND 1 5,175 0 0
ISHARES RUSSELL 1000 VALUE E RUS 1000 VAL ETF 464287598 314 2,700 PRN   DFND 1 2,700 0 0
ISORAY INC COM 46489V104 168 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 694 6,074 SH   DFND 1 6,074 0 0
ISSUER DIRECT CORP COM NEW 46520M204 464 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 6,443 535,135 SH   DFND 1 535,135 0 0
ITEK 5.75 08/01/21 NOTE 5.750% 8/0 45780VAB8 596 1,000,000 PRN   DFND 1 2 1,000,000 0 0
ITERIS INC COM 46564T107 1,235 198,591 SH   DFND 1 198,591 0 0
ITRON INC COM 465741106 19,972 294,796 SH   DFND 1 294,796 0 0
ITT INC COM 45073V108 28,301 704,375 SH   DFND 1 701,386 0 2,989
ITURAN LOCATION AND CONTROL SHS M6158M104 602 19,242 SH   DFND 1 19,242 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 238 7,612 SH   DFND 1 2 7,612 0 0
ITUS CORP COM NEW 45069V203 39 34,351 SH   DFND 1 34,351 0 0
IXYS CORPORATION COM 46600W106 273 16,618 SH   DFND 1 2 16,618 0 0
IXYS CORPORATION COM 46600W106 6,663 405,055 SH   DFND 1 405,055 0 0
J & J SNACK FOODS CORP COM 466032109 17,256 130,661 SH   DFND 1 130,661 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,269 103,607 SH   DFND 1 103,607 0 0
J. JILL INC COM 46620W102 1,708 139,004 SH   DFND 1 139,004 0 0
J.C. PENNEY CO INC COM 708160106 11,370 2,445,321 SH   DFND 1 2,445,321 0 0
J2 GLOBAL INC COM 48123V102 34,913 410,316 SH   DFND 1 408,494 0 1,822
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 172 27,183 SH   DFND 1 27,183 0 0
JABIL INC COM 466313103 42,690 1,462,512 SH   DFND 1 1,456,047 0 6,465
JACK HENRY & ASSOCIATES INC COM 426281101 81,221 782,223 SH   DFND 1 779,596 0 2,627
JACK IN THE BOX INC COM 466367109 32 326 SH   DFND 1 2 326 0 0
JACK IN THE BOX INC COM 466367109 25,853 262,470 SH   DFND 1 261,479 0 991
JACOBS ENGINEERING GROUP INC COM 469814107 69,177 1,273,882 SH   DFND 1 1,268,657 0 5,225
JAGGED PEAK ENERGY INC COM 47009K107 3,780 283,193 SH   DFND 1 283,193 0 0
JAGUAR ANIMAL HEALTH INC COM 47008L106 14 27,742 SH   DFND 1 27,742 0 0
JAKKS PACIFIC INC COM 47012E106 447 111,773 SH   DFND 1 110,235 0 1,538
JAMBA INC COM NEW 47023A309 630 80,880 SH   DFND 1 80,880 0 0
JAMES RIVER GROUP HOLDINGS L COM G5005R107 7,169 180,443 SH   DFND 1 180,443 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 36,214 1,093,767 SH   DFND 1 1,087,486 0 6,281
JASON INDUSTRIES INC COM 471172106 70 54,863 SH   DFND 1 54,863 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 188 1,210 SH   DFND 1 2 1,210 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 62,049 399,220 SH   DFND 1 399,220 0 0
JCOM 3.25 06/15/29 NOTE 3.250% 6/1 48123VAC6 6,831 5,000,000 PRN   DFND 1 2 5,000,000 0 0
JD.COM INC-ADR SPON ADR CL A 47215P106 61,597 1,575,149 SH   DFND 1 1,547,152 0 27,997
JELD-WEN HOLDING INC COM 47580P103 8,738 269,193 SH   DFND 1 269,193 0 0
JERNIGAN CAPITAL INC COM 476405105 1,285 58,446 SH   DFND 1 58,446 0 0
JETBLUE AIRWAYS CORP COM 477143101 79,361 3,476,211 SH   DFND 1 3,464,952 0 11,259
JETBLUE AIRWAYS CORP COM 477143101 664 29,100 SH   DFND 1 2 29,100 0 0
JHG 0.75 07/15/18 JNS NOTE 0.750% 7/1 47102XAH8 12,130 8,305,000 PRN   DFND 1 2 8,305,000 0 0
JM SMUCKER CO/THE COM NEW 832696405 166,448 1,408,617 SH   DFND 1 1,403,115 0 5,502
JM SMUCKER CO/THE COM NEW 832696405 93 788 SH   DFND 1 2 788 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 4,860 77,022 SH   DFND 1 76,685 0 337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 24,556 250,579 SH   DFND 1 250,579 0 0
JOHNSON & JOHNSON COM 478160104 3,835,674 29,040,247 SH   DFND 1 28,917,593 0 122,654
JOHNSON CONTROLS INTERNATION SHS G51502105 379,864 8,776,730 SH   DFND 1 8,734,561 0 42,169
JOHNSON OUTDOORS INC-A CL A 479167108 14 294 SH   DFND 1 2 294 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 2,530 52,485 SH   DFND 1 52,485 0 0
JONES ENERGY INC - A COM CL A 48019R108 765 478,138 SH   DFND 1 478,138 0 0
JONES LANG LASALLE INC COM 48020Q107 45,722 365,929 SH   DFND 1 364,404 0 1,525
JOUNCE THERAPEUTICS INC COM 481116101 1,415 100,926 SH   DFND 1 100,691 0 235
JPMORGAN CHASE & CO COM 46625H100 3,256,971 35,694,666 SH   DFND 1 35,534,069 0 160,597
JRJR33 INC COM 46645Q106 25 44,389 SH   DFND 1 44,389 0 0
JUMEI INTERNATIONAL-ADR SPONSORED ADR 48138L107 21 10,200 SH   DFND 1 2 10,200 0 0
JUNIPER NETWORKS INC COM 48203R104 556 19,955 SH   DFND 1 2 19,955 0 0
JUNIPER NETWORKS INC COM 48203R104 138,685 4,980,688 SH   DFND 1 4,963,109 0 17,579
JUNIPER PHARMACEUTICALS INC COM 48203L107 309 61,279 SH   DFND 1 61,279 0 0
JUNO THERAPEUTICS INC COM 48205A109 19,680 658,427 SH   DFND 1 658,427 0 0
K12 INC COM 48273U102 243 13,580 SH   DFND 1 2 13,580 0 0
K12 INC COM 48273U102 8,974 500,791 SH   DFND 1 500,465 0 326
K2M GROUP HOLDINGS INC COM 48273J107 7,869 323,034 SH   DFND 1 323,034 0 0
KADANT INC COM 48282T104 8,473 112,673 SH   DFND 1 112,673 0 0
KADMON HOLDINGS INC COM 48283N106 78 20,092 SH   DFND 1 20,092 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 13,124 148,266 SH   DFND 1 148,266 0 0
KAMADA LTD SHS M6240T109 119 19,905 SH   DFND 1 19,905 0 0
KAMAN CORP COM 483548103 10,765 215,876 SH   DFND 1 215,876 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 108 24,321 SH   DFND 1 24,321 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 110,004 1,053,017 SH   DFND 1 1,048,414 0 4,603
KAPSTONE PAPER AND PACKAGING COM 48562P103 14,306 693,459 SH   DFND 1 693,459 0 0
KAR AUCTION SERVICES INC COM 48238T109 43,568 1,038,097 SH   DFND 1 1,038,097 0 0
KAR AUCTION SERVICES INC COM 48238T109 8 191 SH   DFND 1 2 191 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 2,356 260,419 SH   DFND 1 260,419 0 0
KATE SPADE & CO COM 485865109 17,771 961,124 SH   DFND 1 956,804 0 4,320
KB HOME COM 48666K109 24,117 1,006,169 SH   DFND 1 1,003,363 0 2,806
KB HOME COM 48666K109 2 89 SH   DFND 1 2 89 0 0
KBR INC COM 48242W106 17,341 1,139,368 SH   DFND 1 1,132,079 0 7,289
KCG HOLDINGS INC-CL A CL A 48244B100 9,365 469,683 SH   DFND 1 469,683 0 0
KEANE GROUP INC COM 48669A108 3,410 213,180 SH   DFND 1 213,180 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 11,705 788,280 SH   DFND 1 788,280 0 0
KELLOGG CO COM 487836108 32 464 SH   DFND 1 2 464 0 0
KELLOGG CO COM 487836108 171,662 2,475,814 SH   DFND 1 2,464,195 0 11,619
KELLY SERVICES INC -A CL A 488152208 150 6,710 SH   DFND 1 2 6,710 0 0
KELLY SERVICES INC -A CL A 488152208 7,999 356,327 SH   DFND 1 356,327 0 0
KEMET CORP COM NEW 488360207 4,487 350,594 SH   DFND 1 350,594 0 0
KEMET CORP COM NEW 488360207 96 7,557 SH   DFND 1 2 7,557 0 0
KEMPER CORP COM 488401100 13,990 362,442 SH   DFND 1 360,800 0 1,642
KEMPHARM INC COM 488445107 270 67,567 SH   DFND 1 67,567 0 0
KENNAMETAL INC COM 489170100 23,341 623,770 SH   DFND 1 621,059 0 2,711
KENNAMETAL INC COM 489170100 53 1,427 SH   DFND 1 2 1,427 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 13,709 719,685 SH   DFND 1 719,685 0 0
KERYX BIOPHARMACEUTICALS COM 492515101 6,161 852,162 SH   DFND 1 852,162 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 209 8,408 SH   DFND 1 8,408 0 0
KEY ENERGY SERVICES INC COM 49309J103 376 19,579 SH   DFND 1 19,579 0 0
KEY TECHNOLOGY INC COM 493143101 212 15,427 SH   DFND 1 15,427 0 0
KEY TRONIC CORP COM 493144109 249 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 207,595 11,095,878 SH   DFND 1 11,046,469 0 49,409
KEYSIGHT TECHNOLOGIES IN COM 49338L103 59,652 1,532,295 SH   DFND 1 1,526,055 0 6,240
KEYW HOLDING CORP/THE COM 493723100 3,518 376,258 SH   DFND 1 376,258 0 0
KFORCE INC COM 493732101 5,402 275,629 SH   DFND 1 275,629 0 0
KFORCE INC COM 493732101 102 5,235 SH   DFND 1 2 5,235 0 0
KILROY REALTY CORP COM 49427F108 70,795 942,055 SH   DFND 1 938,740 0 3,315
KIMBALL ELECTRONICS INC COM 49428J109 7,507 415,940 SH   DFND 1 415,940 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 702 42,081 SH   DFND 1 2 42,081 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 10,213 611,925 SH   DFND 1 611,925 0 0
KIMBERLY-CLARK CORP COM 494368103 416,219 3,229,812 SH   DFND 1 3,213,499 0 16,313
KIMCO REALTY CORP COM 49446R109 92,168 5,029,834 SH   DFND 1 5,011,361 0 18,473
KINDER MORGAN INC COM 49456B101 353,298 18,472,404 SH   DFND 1 18,385,890 0 86,514
KINDRED BIOSCIENCES INC COM 494577109 1,187 138,062 SH   DFND 1 138,062 0 0
KINDRED HEALTHCARE INC COM 494580103 5 493 SH   DFND 1 2 493 0 0
KINDRED HEALTHCARE INC COM 494580103 8,278 710,632 SH   DFND 1 710,632 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 44 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 963 62,991 SH   DFND 1 62,991 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,580 638,882 SH   DFND 1 638,272 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 5,514 147,789 SH   DFND 1 147,789 0 0
KIRBY CORP COM 497266106 32 491 SH   DFND 1 2 491 0 0
KIRBY CORP COM 497266106 28,831 431,285 SH   DFND 1 429,467 0 1,818
KIRKLAND'S INC COM 497498105 1,264 123,002 SH   DFND 1 123,002 0 0
KIRKLAND'S INC COM 497498105 141 13,766 SH   DFND 1 2 13,766 0 0
KITE PHARMA INC COM 49803L109 47,449 457,702 SH   DFND 1 457,702 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 15,223 804,183 SH   DFND 1 804,183 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 23 1,224 SH   DFND 1 2 1,224 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 2,589 120,461 SH   DFND 1 120,461 0 0
KLA-TENCOR CORP COM 482480100 29 322 SH   DFND 1 2 322 0 0
KLA-TENCOR CORP COM 482480100 175,521 1,920,673 SH   DFND 1 1,909,001 0 11,672
KLONDEX MINES LTD COM 498696103 1,111 329,953 SH   DFND 1 329,953 0 0
KLX INC COM 482539103 22,441 448,838 SH   DFND 1 447,084 0 1,754
KMG CHEMICALS INC COM 482564101 3,187 65,501 SH   DFND 1 65,501 0 0
KN 3 1/4 11/01/2021 NOTE 3.250%11/0 49926DAB5 3,526 3,000,000 PRN   DFND 1 2 3,000,000 0 0
KNIGHT TRANSPORTATION INC COM 499064103 20,128 543,291 SH   DFND 1 543,291 0 0
KNOLL INC COM NEW 498904200 12,210 609,020 SH   DFND 1 608,040 0 980
KNOLL INC COM NEW 498904200 482 24,040 SH   DFND 1 2 24,040 0 0
KNOWLES CORP COM 49926D109 12,556 742,111 SH   DFND 1 739,105 0 3,006
KOHLS CORP COM 500255104 89,069 2,306,147 SH   DFND 1 2,297,678 0 8,469
KOHLS CORP COM 500255104 564 14,592 SH   DFND 1 2 14,592 0 0
KONA GRILL INC COM 50047H201 204 55,400 SH   DFND 1 55,400 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 365 10,195 SH   DFND 1 8,655 0 1,540
KOPIN CORP COM 500600101 1,866 503,152 SH   DFND 1 503,152 0 0
KOPPERS HOLDINGS INC COM 50060P106 5,847 161,762 SH   DFND 1 161,762 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 15,612 452,148 SH   DFND 1 452,148 0 0
KORNIT DIGITAL LTD SHS M6372Q113 419 21,704 SH   DFND 1 21,704 0 0
KOSMOS ENERGY LTD SHS G5315B107 11,163 1,741,581 SH   DFND 1 1,741,581 0 0
KRAFT HEINZ CO/THE COM 500754106 559,789 6,546,741 SH   DFND 1 6,483,727 0 63,014
KRAFT HEINZ CO/THE COM 500754106 21 254 SH   DFND 1 2 254 0 0
KRATON CORP COM 50077C106 8,242 239,342 SH   DFND 1 239,342 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 7,422 625,281 SH   DFND 1 625,281 0 0
KROGER CO COM 501044101 99 4,281 SH   DFND 1 2 4,281 0 0
KROGER CO COM 501044101 226,813 9,741,670 SH   DFND 1 9,701,974 0 39,696
KRONOS WORLDWIDE INC COM 50105F105 4,766 261,600 SH   DFND 1 259,001 0 2,599
KRONOS WORLDWIDE INC COM 50105F105 791 43,464 SH   DFND 1 2 43,464 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 860 45,220 SH   DFND 1 2 45,220 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 9,110 479,003 SH   DFND 1 479,003 0 0
KURA ONCOLOGY INC COM 50127T109 678 72,919 SH   DFND 1 72,919 0 0
KVH INDUSTRIES INC COM 482738101 1,091 114,852 SH   DFND 1 114,852 0 0
KYOCERA CORP -SPONS ADR ADR 501556203 424 7,289 SH   DFND 1 5,969 0 1,320
L BRANDS INC COM 501797104 129,081 2,399,338 SH   DFND 1 2,388,223 0 11,115
L3 TECHNOLOGIES INC COM 502413107 132,088 791,919 SH   DFND 1 788,540 0 3,379
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 4,178 140,362 SH   DFND 1 140,362 0 0
LA QUINTA HOLDINGS INC COM 50420D108 9,411 637,194 SH   DFND 1 637,194 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 161,385 1,048,774 SH   DFND 1 1,044,335 0 4,439
LADDER CAPITAL CORP-REIT CL A 505743104 8,051 600,375 SH   DFND 1 600,375 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 1,795 735,872 SH   DFND 1 735,872 0 0
LAKELAND BANCORP INC COM 511637100 6,984 370,531 SH   DFND 1 370,531 0 0
LAKELAND FINANCIAL CORP COM 511656100 10,055 219,162 SH   DFND 1 219,162 0 0
LAKELAND INDUSTRIES INC COM 511795106 513 35,442 SH   DFND 1 35,442 0 0
LAM RESEARCH CORP COM 512807108 115 816 SH   DFND 1 2 816 0 0
LAM RESEARCH CORP COM 512807108 250,298 1,772,527 SH   DFND 1 1,760,770 0 11,757
LAMAR ADVERTISING CO-A CL A 512816109 56,629 769,737 SH   DFND 1 766,924 0 2,813
LAMB WESTON HOLDINGS INC COM 513272104 49,001 1,112,766 SH   DFND 1 1,107,759 0 5,007
LANCASTER COLONY CORP COM 513847103 20,844 169,990 SH   DFND 1 169,334 0 656
LANCASTER COLONY CORP COM 513847103 32 269 SH   DFND 1 2 269 0 0
LANDAUER INC COM 51476K103 3,722 71,176 SH   DFND 1 71,176 0 0
LANDCADIA HOLDINGS INC CL A 51476W107 1,011 100,000 SH   DFND 1 2 100,000 0 0
LANDCADIA HOLDINGS INC CL A 51476W107 62 6,165 SH   DFND 1 6,165 0 0
LANDCADIA HOLDINGS INC UNIT 12/31/2021T 51476W206 540 50,000 SH   DFND 1 2 50,000 0 0
LANDCADIA HOLDINGS INC-CW23 *W EXP 06/01/202 51476W115 18 25,000 SH   DFND 1 2 25,000 0 0
LANDEC CORP COM 514766104 3,175 213,810 SH   DFND 1 213,810 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 212 13,282 SH   DFND 1 13,282 0 0
LANDS' END INC COM 51509F105 1,967 132,058 SH   DFND 1 131,931 0 127
LANDSTAR SYSTEM INC COM 515098101 29,296 342,251 SH   DFND 1 340,838 0 1,413
LANNETT CO INC COM 516012101 4,487 219,952 SH   DFND 1 219,812 0 140
LANTHEUS HOLDINGS INC COM 516544103 4,376 247,962 SH   DFND 1 247,962 0 0
LANTHEUS HOLDINGS INC COM 516544103 157 8,913 SH   DFND 1 2 8,913 0 0
LANTRONIX INC COM NEW 516548203 28 11,642 SH   DFND 1 11,642 0 0
LAREDO PETROLEUM INC COM 516806106 11,387 1,082,502 SH   DFND 1 1,082,502 0 0
LAS VEGAS SANDS CORP COM 517834107 156,311 2,448,019 SH   DFND 1 2,448,019 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 42,111 1,413,129 SH   DFND 1 1,408,909 0 4,220
LATTICE SEMICONDUCTOR CORP COM 518415104 7,282 1,093,465 SH   DFND 1 1,093,465 0 0
LAUREATE EDUCATION INC-A CL A 518613203 6,248 356,429 SH   DFND 1 356,429 0 0
LAWSON PRODUCTS INC COM 520776105 976 44,102 SH   DFND 1 44,102 0 0
LAYN 8 05/01/19 144A NOTE 8.000% 5/0 521050AD6 10,040 9,500,000 PRN   DFND 1 2 9,500,000 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 1,246 141,837 SH   DFND 1 141,837 0 0
LAZARD LTD-CL A SHS A G54050102 667 14,417 SH   DFND 1 2 14,417 0 0
LAZARD LTD-CL A SHS A G54050102 47,053 1,015,606 SH   DFND 1 1,014,796 0 810
LA-Z-BOY INC COM 505336107 19,880 611,722 SH   DFND 1 611,722 0 0
LCI INDUSTRIES COM 50189K103 21,741 212,322 SH   DFND 1 212,322 0 0
LCNB CORPORATION COM 50181P100 1,272 63,642 SH   DFND 1 63,642 0 0
LEAF GROUP LTD COM 52177G102 611 78,388 SH   DFND 1 76,751 0 1,637
LEAR CORP COM NEW 521865204 851 5,996 SH   DFND 1 2 5,996 0 0
LEAR CORP COM NEW 521865204 118,574 834,881 SH   DFND 1 834,881 0 0
LEE ENTERPRISES COM 523768109 487 256,513 SH   DFND 1 256,513 0 0
LEE ENTERPRISES COM 523768109 94 49,964 SH   DFND 1 2 49,964 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 55 37,976 SH   DFND 1 37,976 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 16,440 431,171 SH   DFND 1 431,171 0 0
LEGG MASON INC COM 524901105 26,794 702,169 SH   DFND 1 699,282 0 2,887
LEGG MASON INC COM 524901105 77 2,030 SH   DFND 1 2 2,030 0 0
LEGGETT & PLATT INC COM 524660107 78,112 1,489,229 SH   DFND 1 1,483,188 0 6,041
LEIDOS HOLDINGS INC COM 525327102 61,138 1,183,253 SH   DFND 1 1,177,525 0 5,728
LEIDOS HOLDINGS INC COM 525327102 31 619 SH   DFND 1 2 619 0 0
LEMAITRE VASCULAR INC COM 525558201 3,578 114,609 SH   DFND 1 114,609 0 0
LENDINGCLUB CORP COM 52603A109 14,789 2,684,054 SH   DFND 1 2,684,054 0 0
LENDINGTREE INC COM 52603B107 10,812 62,791 SH   DFND 1 62,791 0 0
LENNAR CORP - B SHS CL B 526057302 772 17,177 SH   DFND 1 17,177 0 0
LENNAR CORP-A CL A 526057104 108,431 2,037,215 SH   DFND 1 2,028,399 0 8,816
LENNOX INTERNATIONAL INC COM 526107107 54,195 295,236 SH   DFND 1 293,938 0 1,298
LEUCADIA NATIONAL CORP COM 527288104 109,041 4,173,650 SH   DFND 1 4,159,599 0 14,051
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 175,601 2,966,157 SH   DFND 1 2,953,456 0 12,701
LEXICON PHARMACEUTICALS INC COM NEW 528872302 6,955 422,822 SH   DFND 1 422,822 0 0
LEXINGTON REALTY TRUST COM 529043101 17,233 1,739,024 SH   DFND 1 1,739,024 0 0
LGI HOMES INC COM 50187T106 5,745 142,988 SH   DFND 1 142,988 0 0
LGIH 4.25 11/15/19 NOTE 4.250%11/1 50187TAB2 15,659 8,220,000 PRN   DFND 1 2 8,220,000 0 0
LGND 0.75 08/15/19 NOTE 0.750% 8/1 53220KAD0 4,137 2,500,000 PRN   DFND 1 2 2,500,000 0 0
LHC GROUP INC COM 50187A107 9,154 134,844 SH   DFND 1 134,844 0 0
LIBBEY INC COM 529898108 12 1,546 SH   DFND 1 2 1,546 0 0
LIBBEY INC COM 529898108 1,312 162,818 SH   DFND 1 162,818 0 0
LIBERTY ALL STAR EQUITY FUND SH BEN INT 530158104 3,478 614,576 SH   DFND 1 2 614,576 0 0
LIBERTY BROADBAND-A COM SER A 530307107 16,884 196,815 SH   DFND 1 196,815 0 0
LIBERTY BROADBAND-C COM SER C 530307305 59,740 689,027 SH   DFND 1 689,027 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 25,531 472,632 SH   DFND 1 472,632 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 132,659 4,257,055 SH   DFND 1 4,239,092 0 17,963
LIBERTY GLOBAL PLC LILAC - A LILAC SHS CL A G5480U138 7,413 340,554 SH   DFND 1 339,091 0 1,463
LIBERTY GLOBAL PLC LILAC - C LILAC SHS CL C G5480U153 17,271 807,025 SH   DFND 1 803,465 0 3,560
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 52,126 1,623,718 SH   DFND 1 1,616,723 0 6,995
LIBERTY INTERACTIVE CORP Q-A QVC GP COM SER A 53071M104 563 22,970 SH   DFND 1 2 22,970 0 0
LIBERTY INTERACTIVE CORP Q-A QVC GP COM SER A 53071M104 104,811 4,272,748 SH   DFND 1 4,260,316 0 12,432
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,020 84,593 SH   DFND 1 84,593 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 7,051 294,169 SH   DFND 1 294,169 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 6,793 193,939 SH   DFND 1 193,939 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 38,557 1,052,912 SH   DFND 1 1,052,912 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 33,485 797,910 SH   DFND 1 797,910 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 58,024 1,392,259 SH   DFND 1 1,392,259 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 63,730 1,565,902 SH   DFND 1 1,560,931 0 4,971
LIBERTY TAX INC CL A 53128T102 705 54,465 SH   DFND 1 54,465 0 0
LIBERTY TAX INC CL A 53128T102 52 4,024 SH   DFND 1 2 4,024 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 210 18,136 SH   DFND 1 2 18,136 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 7,240 624,138 SH   DFND 1 623,869 0 269
LIBERTY VENTURES - SER A LBT VEN COM A NE 53071M856 36,658 701,057 SH   DFND 1 698,662 0 2,395
LIFE STORAGE INC COM 53223X107 33,383 450,515 SH   DFND 1 448,942 0 1,573
LIFEPOINT HEALTH INC COM 53219L109 22,738 338,623 SH   DFND 1 337,250 0 1,373
LIFETIME BRANDS INC COM 53222Q103 1,632 89,934 SH   DFND 1 89,934 0 0
LIFEVANTAGE CORP COM NEW 53222K205 354 81,762 SH   DFND 1 81,762 0 0
LIFEWAY FOODS INC COM 531914109 433 46,428 SH   DFND 1 46,428 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 21,640 178,258 SH   DFND 1 178,258 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 23 13,315 SH   DFND 1 13,315 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 240 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 1,140 232,737 SH   DFND 1 232,737 0 0
LIMELIGHT NETWORKS INC COM 53261M104 1,555 538,067 SH   DFND 1 538,067 0 0
LIMONEIRA CO COM 532746104 2,040 86,338 SH   DFND 1 86,338 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 344 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 45,835 497,729 SH   DFND 1 495,128 0 2,601
LINCOLN NATIONAL CORP COM 534187109 156,039 2,312,718 SH   DFND 1 2,302,221 0 10,497
LINDBLAD EXPEDITIONS HOLDING COM 535219109 2,017 192,144 SH   DFND 1 192,144 0 0
LINDSAY CORP COM 535555106 7,313 81,944 SH   DFND 1 81,944 0 0
LINDSAY CORP COM 535555106 32 367 SH   DFND 1 2 367 0 0
LINIU TECHNOLOGY GROUP SHS G54971109 7 14,955 SH   DFND 1 14,955 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 11,280 399,744 SH   DFND 1 399,744 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 22,937 872,795 SH   DFND 1 872,795 0 0
LIPOCINE INC COM 53630X104 419 104,428 SH   DFND 1 104,428 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 30 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,199 188,921 SH   DFND 1 188,921 0 0
LITHIA MOTORS INC-CL A CL A 536797103 17,577 186,541 SH   DFND 1 186,541 0 0
LITTELFUSE INC COM 537008104 32,232 195,347 SH   DFND 1 194,583 0 764
LIVANOVA PLC SHS G5509L101 27,665 451,978 SH   DFND 1 450,518 0 1,460
LIVE NATION ENTERTAINMENT IN COM 538034109 35,306 1,013,103 SH   DFND 1 1,008,609 0 4,494
LIVE OAK BANCSHARES INC COM 53803X105 4,770 197,138 SH   DFND 1 197,138 0 0
LIVE VENTURES INC COM NEW 538142308 157 14,842 SH   DFND 1 14,842 0 0
LIVEPERSON INC COM 538146101 86 7,896 SH   DFND 1 2 7,896 0 0
LIVEPERSON INC COM 538146101 5,245 476,907 SH   DFND 1 476,907 0 0
LKQ CORP COM 501889208 106,578 3,239,621 SH   DFND 1 3,226,245 0 13,376
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 695 196,895 SH   DFND 1 186,338 0 10,557
LOCKHEED MARTIN CORP COM 539830109 648,848 2,341,566 SH   DFND 1 2,330,766 0 10,800
LOEWS CORP COM 540424108 129,603 2,773,657 SH   DFND 1 2,761,677 0 11,980
LOGITECH INTERNATIONAL-REG SHS H50430232 3,564 97,240 SH   DFND 1 97,240 0 0
LOGMEIN INC COM 54142L109 45,629 436,645 SH   DFND 1 434,872 0 1,773
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 476 110,879 SH   DFND 1 110,879 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 4,875 117,347 SH   DFND 1 117,347 0 0
LOUISIANA-PACIFIC CORP COM 546347105 14 601 SH   DFND 1 2 601 0 0
LOUISIANA-PACIFIC CORP COM 546347105 42,854 1,777,439 SH   DFND 1 1,772,568 0 4,871
LOWE'S COS INC COM 548661107 31 407 SH   DFND 1 2 407 0 0
LOWE'S COS INC COM 548661107 685,851 8,860,973 SH   DFND 1 8,821,544 0 39,429
LOXO ONCOLOGY INC COM 548862101 14,422 179,854 SH   DFND 1 179,854 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 152 3,591 SH   DFND 1 2 3,591 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 28,130 662,506 SH   DFND 1 662,506 0 0
LRAD CORP COM 50213V109 242 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 1,643 159,146 SH   DFND 1 159,146 0 0
LSC COMMUNICATIONS INC COM 50218P107 11,826 552,651 SH   DFND 1 551,599 0 1,052
LSI INDUSTRIES INC COM 50216C108 1,803 199,272 SH   DFND 1 199,272 0 0
LTC PROPERTIES INC COM 502175102 19,336 376,279 SH   DFND 1 376,279 0 0
LUBY'S INC COM 549282101 195 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 58,730 984,597 SH   DFND 1 984,597 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 5,385 214,905 SH   DFND 1 214,905 0 0
LUMENTUM HOLDINGS INC COM 55024U109 27,876 488,634 SH   DFND 1 488,634 0 0
LUMINEX CORP COM 55027E102 8,260 391,138 SH   DFND 1 391,138 0 0
LUMOS NETWORKS CORP COM 550283105 3,214 179,907 SH   DFND 1 179,907 0 0
LUNA INNOVATIONS INC COM 550351100 224 148,929 SH   DFND 1 148,929 0 0
LYDALL INC COM 550819106 6,827 132,065 SH   DFND 1 132,065 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 334,072 3,964,436 SH   DFND 1 3,948,235 0 16,201
LYONDELLBASELL INDU-CL A SHS - A - N53745100 564 6,685 SH   DFND 1 2 6,685 0 0
M & T BANK CORP COM 55261F104 250,892 1,551,789 SH   DFND 1 1,545,013 0 6,776
M/I HOMES INC COM 55305B101 5,231 183,236 SH   DFND 1 183,236 0 0
MACATAWA BANK CORP COM 554225102 2,042 214,126 SH   DFND 1 214,126 0 0
MACERICH CO/THE COM 554382101 82,728 1,426,821 SH   DFND 1 1,421,654 0 5,167
MACK-CALI REALTY CORP COM 554489104 23,529 866,970 SH   DFND 1 863,921 0 3,049
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 18,432 330,517 SH   DFND 1 330,517 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 45,825 584,735 SH   DFND 1 583,681 0 1,054
MACROGENICS INC COM 556099109 175 9,998 SH   DFND 1 2 9,998 0 0
MACROGENICS INC COM 556099109 4,814 274,974 SH   DFND 1 274,974 0 0
MACY'S INC COM 55616P104 90,440 3,896,600 SH   DFND 1 3,881,974 0 14,626
MADISON SQUARE GARDEN CO- A CL A 55825T103 24,411 123,977 SH   DFND 1 123,977 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 524 32,240 SH   DFND 1 32,240 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 56 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 21,625 296,650 SH   DFND 1 296,650 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 342 43,033 SH   DFND 1 43,033 0 0
MAGNEGAS CORP COM PAR 55939L301 17 14,443 SH   DFND 1 14,443 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 6,997 630,379 SH   DFND 1 627,972 0 2,407
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 7,073 211,100 SH   DFND 1 211,100 0 0
MAJESCO COM 56068V102 290 58,859 SH   DFND 1 58,859 0 0
MAKEMYTRIP LTD SHS V5633W109 1,245 37,138 SH   DFND 1 37,138 0 0
MALIBU BOATS INC - A COM CL A 56117J100 3,723 143,944 SH   DFND 1 143,944 0 0
MALIBU BOATS INC - A COM CL A 56117J100 82 3,208 SH   DFND 1 2 3,208 0 0
MALLINCKRODT PLC SHS G5785G107 55,399 1,237,993 SH   DFND 1 1,233,588 0 4,405
MALVERN BANCORP INC COM 561409103 1,803 75,315 SH   DFND 1 75,315 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 2,102 113,050 SH   DFND 1 113,050 0 0
MANHATTAN ASSOCIATES INC COM 562750109 28,216 587,105 SH   DFND 1 584,758 0 2,347
MANITEX INTERNATIONAL INC COM 563420108 484 69,438 SH   DFND 1 69,438 0 0
MANITOWOC COMPANY INC COM 563571108 6,543 1,088,739 SH   DFND 1 1,088,739 0 0
MANNING & NAPIER INC CL A 56382Q102 528 121,518 SH   DFND 1 119,149 0 2,369
MANNING & NAPIER INC CL A 56382Q102 979 225,261 SH   DFND 1 2 225,261 0 0
MANNKIND CORP COM NEW 56400P706 528 375,072 SH   DFND 1 375,072 0 0
MANPOWERGROUP INC COM 56418H100 865 7,749 SH   DFND 1 2 7,749 0 0
MANPOWERGROUP INC COM 56418H100 76,569 686,004 SH   DFND 1 683,537 0 2,467
MANTECH INTERNATIONAL CORP-A CL A 564563104 9,443 228,216 SH   DFND 1 228,216 0 0
MANULIFE FINANCIAL CORP COM 56501R106 272 14,511 SH   DFND 1 12,864 0 1,647
MARATHON OIL CORP COM 565849106 101,616 8,589,240 SH   DFND 1 8,551,245 0 37,995
MARATHON OIL CORP COM 565849106 65 5,508 SH   DFND 1 2 5,508 0 0
MARATHON PATENT GROUP INC COM NEW 56585W203 16 44,662 SH   DFND 1 44,662 0 0
MARATHON PETROLEUM CORP COM 56585A102 277,157 5,305,204 SH   DFND 1 5,281,489 0 23,715
MARATHON PETROLEUM CORP COM 56585A102 85 1,626 SH   DFND 1 2 1,626 0 0
MARCHEX INC-CLASS B CL B 56624R108 489 164,240 SH   DFND 1 163,055 0 1,185
MARCUS & MILLICHAP INC COM 566324109 3,695 140,197 SH   DFND 1 140,197 0 0
MARCUS CORPORATION COM 566330106 4,462 147,774 SH   DFND 1 147,774 0 0
MARIN SOFTWARE INC COM 56804T106 113 87,117 SH   DFND 1 87,117 0 0
MARINE PRODUCTS CORP COM 568427108 747 47,868 SH   DFND 1 47,868 0 0
MARINEMAX INC COM 567908108 3,753 191,977 SH   DFND 1 191,977 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 74 54,158 SH   DFND 1 54,158 0 0
MARKEL CORP COM 570535104 106,412 109,103 SH   DFND 1 109,103 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 61,328 304,965 SH   DFND 1 303,699 0 1,266
MARLIN BUSINESS SERVICES INC COM 571157106 3,174 126,226 SH   DFND 1 126,226 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 305,202 3,047,908 SH   DFND 1 3,023,048 0 24,860
MARRIOTT VACATIONS WORLD COM 57164Y107 22,099 187,682 SH   DFND 1 187,682 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 115 89,410 SH   DFND 1 89,410 0 0
MARSH & MCLENNAN COS COM 571748102 408,228 5,245,139 SH   DFND 1 5,222,779 0 22,360
MARTEN TRANSPORT LTD COM 573075108 5,609 204,740 SH   DFND 1 204,740 0 0
MARTIN MARIETTA MATERIALS COM 573284106 134,214 604,037 SH   DFND 1 601,259 0 2,778
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 536 30,571 SH   DFND 1 30,571 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 796 48,232 SH   DFND 1 2 48,232 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 75,372 4,563,833 SH   DFND 1 4,562,933 0 900
MASCO CORP COM 574599106 118,483 3,106,281 SH   DFND 1 3,091,604 0 14,677
MASIMO CORP COM 574795100 59,144 648,655 SH   DFND 1 646,114 0 2,541
MASONITE INTERNATIONAL CORP COM 575385109 17,914 237,273 SH   DFND 1 237,273 0 0
MASTEC INC COM 576323109 23,962 530,738 SH   DFND 1 530,738 0 0
MASTERCARD INC - A CL A 57636Q104 1,233,580 10,173,158 SH   DFND 1 10,130,187 0 42,971
MATADOR RESOURCES CO COM 576485205 15,431 722,119 SH   DFND 1 718,973 0 3,146
MATCH GROUP INC COM 57665R106 6,362 366,070 SH   DFND 1 366,070 0 0
MATERION CORP COM 576690101 6,154 164,551 SH   DFND 1 164,551 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 836 495,222 SH   DFND 1 495,222 0 0
MATLIN AND PARTNERS ACQUISIT UNIT 05/28/2021A 57682V205 1,002 100,000 SH   DFND 1 2 100,000 0 0
MATRIX SERVICE CO COM 576853105 3,316 354,695 SH   DFND 1 354,695 0 0
MATSON INC COM 57686G105 10,027 333,806 SH   DFND 1 333,806 0 0
MATTEL INC COM 577081102 30 1,433 SH   DFND 1 2 1,433 0 0
MATTEL INC COM 577081102 78,422 3,648,259 SH   DFND 1 3,620,988 0 27,271
MATTERSIGHT CORP COM 577097108 196 77,017 SH   DFND 1 77,017 0 0
MATTHEWS INTL CORP-CLASS A CL A 577128101 17,229 281,292 SH   DFND 1 281,292 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,349 66,502 SH   DFND 1 66,502 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 31 702 SH   DFND 1 2 702 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 124,472 2,773,364 SH   DFND 1 2,763,443 0 9,921
MAXIMUS INC COM 577933104 32,017 511,217 SH   DFND 1 509,035 0 2,182
MAXLINEAR INC COM 57776J100 11,867 425,506 SH   DFND 1 425,506 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 108 14,682 SH   DFND 1 14,682 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 1,450 242,228 SH   DFND 1 242,228 0 0
MAZOR ROBOTICS LTD-SPON ADR SPONSORED ADS 57886P103 229 6,636 SH   DFND 1 6,636 0 0
MB FINANCIAL INC COM 55264U108 28,534 647,916 SH   DFND 1 645,516 0 2,400
MB FINANCIAL INC COM 55264U108 18 428 SH   DFND 1 2 428 0 0
MBIA INC COM 55262C100 9,724 1,031,184 SH   DFND 1 1,031,184 0 0
MBT FINANCIAL CORP COM 578877102 1,359 140,121 SH   DFND 1 140,121 0 0
MCBC HOLDINGS INC COM 55276F107 1,632 83,493 SH   DFND 1 2 83,493 0 0
MCBC HOLDINGS INC COM 55276F107 4,634 237,078 SH   DFND 1 237,078 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 323 34,643 SH   DFND 1 34,643 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 51 529 SH   DFND 1 2 529 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 120,906 1,241,842 SH   DFND 1 1,236,729 0 5,113
MCDERMOTT INTL INC COM 580037109 23,073 3,218,124 SH   DFND 1 3,218,124 0 0
MCDONALD'S CORP COM 580135101 1,170,944 7,659,167 SH   DFND 1 7,621,571 0 37,596
MCEWEN MINING INC COM 58039P107 3,823 1,453,784 SH   DFND 1 1,453,784 0 0
MCGRATH RENTCORP COM 580589109 7,147 206,404 SH   DFND 1 206,404 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 17,870 11,879,000 PRN   DFND 1 2 11,879,000 0 0
MCKESSON CORP COM 58155Q103 378,163 2,301,891 SH   DFND 1 2,292,323 0 9,568
MCKESSON CORP COM 58155Q103 250 1,524 SH   DFND 1 2 1,524 0 0
MDC HOLDINGS INC COM 552676108 15,774 446,488 SH   DFND 1 446,488 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 1,254 126,749 SH   DFND 1 126,749 0 0
MDCO 2.5 01/15/22 NOTE 2.500% 1/1 584688AE5 3,898 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MDU RESOURCES GROUP INC COM 552690109 47,791 1,824,095 SH   DFND 1 1,817,524 0 6,571
MEDEQUITIES REALTY TRUST INC COM 58409L306 2,968 235,207 SH   DFND 1 235,207 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 40,644 3,158,052 SH   DFND 1 3,145,749 0 12,303
MEDICAL PROPERTIES TRUST INC COM 58463J304 153 11,950 SH   DFND 1 2 11,950 0 0
MEDICINES COMPANY COM 584688105 24,110 634,308 SH   DFND 1 634,308 0 0
MEDICINOVA INC COM NEW 58468P206 1,166 221,707 SH   DFND 1 221,707 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 105 1,354 SH   DFND 1 2 1,354 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 37,008 473,256 SH   DFND 1 471,382 0 1,874
MEDIFAST INC COM 58470H101 5,181 124,935 SH   DFND 1 124,935 0 0
MEDIFAST INC COM 58470H101 178 4,316 SH   DFND 1 2 4,316 0 0
MEDIWOUND LTD ORD SHS M68830104 70 10,429 SH   DFND 1 10,429 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 284 43,762 SH   DFND 1 42,550 0 1,212
MEDNAX INC COM 58502B106 45,325 751,090 SH   DFND 1 747,948 0 3,142
MEDPACE HOLDINGS INC COM 58506Q109 2,709 93,447 SH   DFND 1 93,447 0 0
MEDTRONIC PLC SHS G5960L103 1,192,254 13,457,138 SH   DFND 1 13,394,054 0 63,084
MEET GROUP INC/THE COM 58513U101 6,408 1,268,944 SH   DFND 1 1,268,944 0 0
MEI PHARMA INC COM NEW 55279B202 332 138,918 SH   DFND 1 138,918 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 17,995 807,861 SH   DFND 1 807,861 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 105 4,688 SH   DFND 1 2 4,688 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,378 31,844 SH   DFND 1 31,844 0 0
MERCADOLIBRE INC COM 58733R102 20,528 81,981 SH   DFND 1 80,679 0 1,302
MERCADOLIBRE INC COM 58733R102 113 452 SH   DFND 1 2 452 0 0
MERCANTILE BANK CORP COM 587376104 4,337 137,789 SH   DFND 1 137,789 0 0
MERCER INTERNATIONAL INC COM 588056101 3,428 298,112 SH   DFND 1 298,112 0 0
MERCK & CO. INC. COM 58933Y105 1,764,415 27,576,870 SH   DFND 1 27,451,715 0 125,155
MERCURY GENERAL CORP COM 589400100 15,198 281,455 SH   DFND 1 279,293 0 2,162
MERCURY SYSTEMS INC COM 589378108 17,319 411,496 SH   DFND 1 411,496 0 0
MEREDITH CORP COM 589433101 17,536 294,986 SH   DFND 1 293,376 0 1,610
MERIDIAN BANCORP INC COM 58958U103 8,088 478,632 SH   DFND 1 478,632 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 7,830 497,146 SH   DFND 1 493,577 0 3,569
MERIT MEDICAL SYSTEMS INC COM 589889104 21,339 559,353 SH   DFND 1 559,353 0 0
MERITAGE HOMES CORP COM 59001A102 13,069 309,699 SH   DFND 1 309,699 0 0
MERITOR INC COM 59001K100 11,448 689,272 SH   DFND 1 689,272 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 1,244 1,003,802 SH   DFND 1 1,003,802 0 0
MESA LABORATORIES INC COM 59064R109 3,988 27,834 SH   DFND 1 27,834 0 0
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METHANEX CORP COM 59151K108 2,399 54,352 SH   DFND 1 54,352 0 0
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METHODE ELECTRONICS INC COM 591520200 17,361 421,389 SH   DFND 1 421,389 0 0
METHODE ELECTRONICS INC COM 591520200 328 7,972 SH   DFND 1 2 7,972 0 0
METLIFE INC COM 59156R108 563,679 10,277,796 SH   DFND 1 10,226,388 0 51,408
METTLER-TOLEDO INTERNATIONAL COM 592688105 166,642 283,580 SH   DFND 1 282,460 0 1,120
MFA FINANCIAL INC COM 55272X102 51,077 6,087,883 SH   DFND 1 6,075,774 0 12,109
MGE ENERGY INC COM 55277P104 19,330 300,393 SH   DFND 1 300,393 0 0
MGIC INVESTMENT CORP COM 552848103 32,639 2,914,246 SH   DFND 1 2,914,246 0 0
MGM RESORTS INTERNATIONAL COM 552953101 25 800 SH   DFND 1 2 800 0 0
MGM RESORTS INTERNATIONAL COM 552953101 112,445 3,595,306 SH   DFND 1 3,595,306 0 0
MGP INGREDIENTS INC COM 55303J106 5,490 107,295 SH   DFND 1 107,295 0 0
MHO 3 03/01/18 NOTE 3.000% 3/0 55292PAB1 4,973 4,829,000 PRN   DFND 1 2 4,829,000 0 0
MHO 3.25 09/15/17 NOTE 3.250% 9/1 55292PAA3 14,900 12,353,000 PRN   DFND 1 2 12,353,000 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 94,919 2,621,024 SH   DFND 1 2,614,262 0 6,762
MICHAELS COS INC/THE COM 59408Q106 18,331 989,833 SH   DFND 1 986,263 0 3,570
MICHAELS COS INC/THE COM 59408Q106 49 2,694 SH   DFND 1 2 2,694 0 0
MICROBOT MEDICAL INC COM 59503A105 70 49,982 SH   DFND 1 49,982 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 181,088 2,350,122 SH   DFND 1 2,332,207 0 17,915
MICRON TECHNOLOGY INC COM 595112103 83 2,806 SH   DFND 1 2 2,806 0 0
MICRON TECHNOLOGY INC COM 595112103 314,241 10,541,367 SH   DFND 1 10,463,616 0 77,751
MICRONET ENERTEC TECHNOLOGIE COM 595117102 12 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM 595137100 44,224 944,971 SH   DFND 1 941,059 0 3,912
MICROSEMI CORP COM 595137100 29 640 SH   DFND 1 2 640 0 0
MICROSOFT CORP COM 594918104 5,609,697 81,512,451 SH   DFND 1 80,933,358 0 579,093
MICROSOFT CORP COM 594918104 158 2,306 SH   DFND 1 2 2,306 0 0
MICROSTRATEGY INC-CL A CL A NEW 594972408 15,813 82,505 SH   DFND 1 82,505 0 0
MICROVISION INC COM NEW 594960304 1,210 571,204 SH   DFND 1 571,204 0 0
MID PENN BANCORP INC COM 59540G107 775 28,255 SH   DFND 1 28,255 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 138,573 1,316,851 SH   DFND 1 1,311,923 0 4,928
MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 19 14,219 SH   DFND 1 14,219 0 0
MIDDLEBY CORP COM 596278101 64,488 530,909 SH   DFND 1 530,909 0 0
MIDDLEBY CORP COM 596278101 85 701 SH   DFND 1 2 701 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,493 29,629 SH   DFND 1 29,629 0 0
MIDDLESEX WATER CO COM 596680108 6,209 156,803 SH   DFND 1 156,803 0 0
MIDLAND STATES BANCORP INC COM 597742105 2,815 83,984 SH   DFND 1 83,984 0 0
MIDSOUTH BANCORP INC COM 598039105 1,046 89,033 SH   DFND 1 89,033 0 0
MIDSTATES PETROLEUM CO INC COM PAR 59804T407 235 18,563 SH   DFND 1 18,563 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 2,564 75,664 SH   DFND 1 75,664 0 0
MILACRON HOLDINGS CORP COM 59870L106 6,430 365,580 SH   DFND 1 365,580 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 68 45,410 SH   DFND 1 45,410 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 1,993 80,220 SH   DFND 1 80,220 0 0
MIMECAST LTD ORD SHS G14838109 927 34,643 SH   DFND 1 34,643 0 0
MIMEDX GROUP INC COM 602496101 15,170 1,013,382 SH   DFND 1 1,013,382 0 0
MIMEDX GROUP INC COM 602496101 143 9,575 SH   DFND 1 2 9,575 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 7,380 271,359 SH   DFND 1 271,359 0 0
MINERALS TECHNOLOGIES INC COM 603158106 22,620 309,020 SH   DFND 1 307,825 0 1,195
MINERVA NEUROSCIENCES INC COM 603380106 1,476 166,836 SH   DFND 1 166,836 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 398 30,826 SH   DFND 1 30,826 0 0
MIRATI THERAPEUTICS INC COM 60468T105 372 102,064 SH   DFND 1 102,064 0 0
MISONIX INC COM 604871103 294 30,511 SH   DFND 1 30,511 0 0
MISTRAS GROUP INC COM 60649T107 3,043 138,544 SH   DFND 1 138,544 0 0
MITCHAM INDUSTRIES INC COM 606501104 281 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 2,202 262,157 SH   DFND 1 262,157 0 0
MITEL NETWORKS CORP COM 60671Q104 669 91,031 SH   DFND 1 91,031 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADR 606822104 375 55,669 SH   DFND 1 40,714 0 14,955
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 198 54,216 SH   DFND 1 31,592 0 22,624
MKS INSTRUMENTS INC COM 55306N104 38,540 572,673 SH   DFND 1 572,673 0 0
MKS INSTRUMENTS INC COM 55306N104 29 439 SH   DFND 1 2 439 0 0
MOBILE MINI INC COM 60740F105 11,422 382,653 SH   DFND 1 382,502 0 151
MOBILE TELESYSTEMS-SP ADR SPONSORED ADR 607409109 844 100,785 SH   DFND 1 100,785 0 0
MOBILEIRON INC COM NEW 60739U204 355 58,695 SH   DFND 1 2 58,695 0 0
MOBILEIRON INC COM NEW 60739U204 2,627 434,218 SH   DFND 1 434,218 0 0
MOBILEYE NV ORD SHS N51488117 29,206 465,737 SH   DFND 1 465,737 0 0
MODEL N INC COM 607525102 2,567 193,022 SH   DFND 1 193,022 0 0
MODINE MANUFACTURING CO COM 607828100 6,399 386,694 SH   DFND 1 386,694 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 326 191,212 SH   DFND 1 191,212 0 0
MOELIS & CO - CLASS A CL A 60786M105 7,580 195,119 SH   DFND 1 194,875 0 244
MOELIS & CO - CLASS A CL A 60786M105 59 1,540 SH   DFND 1 2 1,540 0 0
MOH 1.125 01/15/20 NOTE 1.125% 1/1 60855RAC4 4,371 2,500,000 PRN   DFND 1 2 2,500,000 0 0
MOHAWK INDUSTRIES INC COM 608190104 151,148 626,428 SH   DFND 1 623,687 0 2,741
MOLECULIN BIOTECH INC COM 60855D101 110 58,888 SH   DFND 1 58,888 0 0
MOLINA HEALTHCARE INC COM 60855R100 44 640 SH   DFND 1 2 640 0 0
MOLINA HEALTHCARE INC COM 60855R100 31,503 455,389 SH   DFND 1 453,700 0 1,689
MOLSON COORS BREWING CO -B CL B 60871R209 160,240 1,859,160 SH   DFND 1 1,851,148 0 8,012
MOLSON COORS BREWING CO -B CL B 60871R209 69 804 SH   DFND 1 2 804 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 10,376 614,008 SH   DFND 1 614,008 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 103 6,148 SH   DFND 1 2 6,148 0 0
MOMO INC-SPON ADR ADR 60879B107 394 10,679 SH   DFND 1 2 10,679 0 0
MOMO INC-SPON ADR ADR 60879B107 6,661 180,854 SH   DFND 1 180,854 0 0
MONARCH CASINO & RESORT INC COM 609027107 2,869 94,843 SH   DFND 1 94,843 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 31 739 SH   DFND 1 2 739 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 673,244 15,613,863 SH   DFND 1 15,501,696 0 112,167
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 4,742 274,917 SH   DFND 1 274,917 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 8,171 542,965 SH   DFND 1 542,965 0 0
MONOGRAM RESIDENTIAL TRUST I COM 60979P105 15,461 1,592,286 SH   DFND 1 1,592,286 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 32,344 335,527 SH   DFND 1 334,249 0 1,278
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 6,650 363,423 SH   DFND 1 363,423 0 0
MONRO MUFFLER BRAKE INC COM 610236101 11,651 279,077 SH   DFND 1 279,077 0 0
MONRO MUFFLER BRAKE INC COM 610236101 270 6,468 SH   DFND 1 2 6,468 0 0
MONSANTO CO COM 61166W101 1,183 10,000 SH   DFND 1 2 10,000 0 0
MONSANTO CO COM 61166W101 490,396 4,150,692 SH   DFND 1 4,131,203 0 19,489
MONSTER BEVERAGE CORP COM 61174X109 218,086 4,396,633 SH   DFND 1 4,362,394 0 34,239
MOODY'S CORP COM 615369105 192,864 1,587,906 SH   DFND 1 1,580,685 0 7,221
MOOG INC-CLASS A CL A 615394202 78 1,088 SH   DFND 1 2 1,088 0 0
MOOG INC-CLASS A CL A 615394202 27,084 377,638 SH   DFND 1 377,638 0 0
MORGAN STANLEY COM NEW 617446448 648,770 14,583,702 SH   DFND 1 14,521,902 0 61,800
MORGAN STANLEY ASIA PACIFIC COM 61744U106 995 59,942 SH   DFND 1 2 59,942 0 0
MORGAN STANLEY EMRG MKT DEBT COM 61744H105 365 36,953 SH   DFND 1 2 36,953 0 0
MORNINGSTAR INC COM 617700109 19,379 247,379 SH   DFND 1 247,379 0 0
MORNINGSTAR INC COM 617700109 306 3,915 SH   DFND 1 2 3,915 0 0
MOSAIC CO/THE COM 61945C103 196 8,590 SH   DFND 1 2 8,590 0 0
MOSAIC CO/THE COM 61945C103 80,038 3,511,538 SH   DFND 1 3,496,008 0 15,530
MOSYS INC COM NEW 619718208 41 24,373 SH   DFND 1 24,373 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 4,368 154,683 SH   DFND 1 154,683 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 145,945 1,685,278 SH   DFND 1 1,677,658 0 7,620
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 220 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 69 2,756 SH   DFND 1 2 2,756 0 0
MOVADO GROUP INC COM 624580106 6,107 241,866 SH   DFND 1 241,866 0 0
MRC GLOBAL INC COM 55345K103 12,292 744,114 SH   DFND 1 744,114 0 0
MRV COMMUNICATIONS INC COM NEW 553477407 243 24,766 SH   DFND 1 24,766 0 0
MSA SAFETY INC COM 553498106 24,390 300,491 SH   DFND 1 299,431 0 1,060
MSA SAFETY INC COM 553498106 18 222 SH   DFND 1 2 222 0 0
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 29,963 348,576 SH   DFND 1 346,660 0 1,916
MSCI INC COM 55354G100 71,552 695,076 SH   DFND 1 691,590 0 3,486
MSG NETWORKS INC- A CL A 553573106 16,324 727,156 SH   DFND 1 727,156 0 0
MTGE INVESTMENT CORP COM 55378A105 8,746 465,255 SH   DFND 1 460,881 0 4,374
MTGE INVESTMENT CORP COM 55378A105 282 15,016 SH   DFND 1 2 15,016 0 0
MTS SYSTEMS CORP COM 553777103 7,540 145,570 SH   DFND 1 145,408 0 162
MU 3 11/15/43 G NOTE 3.000%11/1 595112AY9 2,250 2,000,000 PRN   DFND 1 2 2,000,000 0 0
MU 3.125 05/01/32 D NOTE 3.125% 5/0 595112AX1 18,521 6,100,000 PRN   DFND 1 2 6,100,000 0 0
MUELLER INDUSTRIES INC COM 624756102 13,980 459,121 SH   DFND 1 459,121 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 14,970 1,281,683 SH   DFND 1 1,281,683 0 0
MULESOFT INC -A CL A 625207105 4,055 162,629 SH   DFND 1 162,629 0 0
MULTI-COLOR CORP COM 625383104 9,549 117,029 SH   DFND 1 116,530 0 499
MURPHY OIL CORP COM 626717102 43,639 1,705,291 SH   DFND 1 1,698,000 0 7,291
MURPHY USA INC COM 626755102 20,993 283,281 SH   DFND 1 282,115 0 1,166
MUTUALFIRST FINANCIAL INC COM 62845B104 1,784 49,992 SH   DFND 1 49,992 0 0
MYERS INDUSTRIES INC COM 628464109 3,196 178,098 SH   DFND 1 178,098 0 0
MYLAN NV SHS EURO N59465109 194,667 5,022,495 SH   DFND 1 4,986,687 0 35,808
MYLAN NV SHS EURO N59465109 80 2,073 SH   DFND 1 2 2,073 0 0
MYOKARDIA INC COM 62857M105 1,921 146,707 SH   DFND 1 146,707 0 0
MYR GROUP INC/DELAWARE COM 55405W104 77 2,507 SH   DFND 1 2 2,507 0 0
MYR GROUP INC/DELAWARE COM 55405W104 4,839 156,013 SH   DFND 1 156,013 0 0
MYRIAD GENETICS INC COM 62855J104 16,896 653,875 SH   DFND 1 653,875 0 0
N B T BANCORP INC COM 628778102 15,289 413,776 SH   DFND 1 413,776 0 0
NABORS INDUSTRIES LTD SHS G6359F103 18,227 2,239,286 SH   DFND 1 2,229,649 0 9,637
NABORS INDUSTRIES LTD SHS G6359F103 751 92,300 SH   DFND 1 2 92,300 0 0
NACCO INDUSTRIES-CL A CL A 629579103 2,506 35,377 SH   DFND 1 35,377 0 0
NAKED BRANDS GROUP INC COM NEW 629839200 53 34,817 SH   DFND 1 34,817 0 0
NANOMETRICS INC COM 630077105 8,546 337,924 SH   DFND 1 337,924 0 0
NANOMETRICS INC COM 630077105 55 2,189 SH   DFND 1 2 2,189 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 198 11,986 SH   DFND 1 2 11,986 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 2,368 143,215 SH   DFND 1 143,215 0 0
NANOVIRICIDES INC COM NEW 630087203 237 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 363 85,902 SH   DFND 1 85,902 0 0
NANTKWEST INC COM 63016Q102 2,212 291,501 SH   DFND 1 291,501 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 490 52,167 SH   DFND 1 52,167 0 0
NASDAQ INC COM 631103108 87,787 1,229,843 SH   DFND 1 1,224,898 0 4,945
NASDAQ INC COM 631103108 26 377 SH   DFND 1 2 377 0 0
NATERA INC COM 632307104 2,803 258,110 SH   DFND 1 258,110 0 0
NATHAN'S FAMOUS INC COM 632347100 1,625 25,802 SH   DFND 1 25,802 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 76 30,209 SH   DFND 1 30,209 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 6,932 209,367 SH   DFND 1 209,367 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 2,034 49,862 SH   DFND 1 49,862 0 0
NATIONAL BEVERAGE CORP COM 635017106 11,686 124,910 SH   DFND 1 124,910 0 0
NATIONAL CINEMEDIA INC COM 635309107 4,067 548,214 SH   DFND 1 543,524 0 4,690
NATIONAL COMMERCE CORP COM 63546L102 3,262 82,487 SH   DFND 1 82,487 0 0
NATIONAL FUEL GAS CO COM 636180101 41,952 751,291 SH   DFND 1 748,416 0 2,875
NATIONAL GENERAL HLDGS COM 636220303 11,407 540,628 SH   DFND 1 540,628 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 1,090 17,366 SH   DFND 1 15,985 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 7,878 112,323 SH   DFND 1 112,323 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 36,019 895,558 SH   DFND 1 891,952 0 3,606
NATIONAL OILWELL VARCO INC COM 637071101 124,345 3,781,532 SH   DFND 1 3,764,491 0 17,041
NATIONAL PRESTO INDS INC COM 637215104 4,380 39,640 SH   DFND 1 39,640 0 0
NATIONAL RESEARCH CORP-A CL A 637372202 1,965 73,081 SH   DFND 1 73,081 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 47,908 1,225,765 SH   DFND 1 1,220,725 0 5,040
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 9,580 414,546 SH   DFND 1 414,546 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 6,325 19,792 SH   DFND 1 19,792 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 4,503 251,756 SH   DFND 1 251,756 0 0
NATL HEALTH INVESTORS INC COM 63633D104 28,599 361,110 SH   DFND 1 361,110 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 239 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,626 105,690 SH   DFND 1 105,690 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 582 70,430 SH   DFND 1 70,430 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1,749 62,813 SH   DFND 1 62,605 0 208
NATURES SUNSHINE PRODS INC COM 639027101 900 67,991 SH   DFND 1 67,991 0 0
NATUS MEDICAL INC COM 639050103 13,920 373,194 SH   DFND 1 373,194 0 0
NAUTILUS INC COM 63910B102 5,793 302,551 SH   DFND 1 302,551 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 367 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 63,366 3,811,086 SH   DFND 1 3,797,599 0 13,487
NAVIENT CORP COM 63938C108 383 23,021 SH   DFND 1 2 23,021 0 0
NAVIGANT CONSULTING INC COM 63935N107 659 33,354 SH   DFND 1 2 33,354 0 0
NAVIGANT CONSULTING INC COM 63935N107 7,347 371,846 SH   DFND 1 371,846 0 0
NAVIGATORS GROUP INC COM 638904102 10,960 199,636 SH   DFND 1 199,636 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 383 260,723 SH   DFND 1 249,456 0 11,267
NAVIOS MARITIME ACQUISITION SHS Y62159101 194 132,424 SH   DFND 1 2 132,424 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 203 148,765 SH   DFND 1 148,765 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 12,523 477,451 SH   DFND 1 477,451 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 6,192 370,790 SH   DFND 1 370,790 0 0
NCI INC-A CL A 62886K104 1,914 90,758 SH   DFND 1 90,758 0 0
NCR CORPORATION COM 62886E108 42,138 1,031,799 SH   DFND 1 1,027,719 0 4,080
NCR CORPORATION COM 62886E108 167 4,100 SH   DFND 1 2 4,100 0 0
NCS MULTISTAGE HOLDINGS INC COM 628877102 3,265 129,705 SH   DFND 1 129,705 0 0
NEENAH PAPER INC COM 640079109 10,777 134,297 SH   DFND 1 134,297 0 0
NEFF CORP-CLASS A COM CL A 640094207 1,727 90,910 SH   DFND 1 90,910 0 0
NEKTAR THERAPEUTICS COM 640268108 26,971 1,379,594 SH   DFND 1 1,379,594 0 0
NEKTAR THERAPEUTICS COM 640268108 14 763 SH   DFND 1 2 763 0 0
NELNET INC-CL A CL A 64031N108 14,211 302,304 SH   DFND 1 302,304 0 0
NEOGEN CORP COM 640491106 22,896 331,300 SH   DFND 1 331,300 0 0
NEOGENOMICS INC COM NEW 64049M209 4,085 456,024 SH   DFND 1 456,024 0 0
NEONODE INC COM NEW 64051M402 189 175,355 SH   DFND 1 175,355 0 0
NEOPHOTONICS CORP COM 64051T100 1,819 235,706 SH   DFND 1 235,706 0 0
NEOS THERAPEUTICS INC COM 64052L106 927 127,089 SH   DFND 1 127,089 0 0
NEOTHETICS INC COM 64066G101 18 34,419 SH   DFND 1 34,419 0 0
NEOVASC INC COM 64065J106 44 32,189 SH   DFND 1 32,189 0 0
NEPTUNE TECH & BIORESSOURCES COM 64077P108 33 39,978 SH   DFND 1 39,978 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 484 49,171 SH   DFND 1 49,171 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 864 87,660 SH   DFND 1 2 87,660 0 0
NET ELEMENT INC COM NEW 64111R201 17 26,608 SH   DFND 1 26,608 0 0
NETAPP INC COM 64110D104 96 2,404 SH   DFND 1 2 2,404 0 0
NETAPP INC COM 64110D104 127,390 3,185,673 SH   DFND 1 3,173,298 0 12,375
NETEASE INC-ADR SPONSORED ADR 64110W102 53,562 178,727 SH   DFND 1 176,264 0 2,463
NETFLIX INC COM 64110L106 621,612 4,167,817 SH   DFND 1 4,135,949 0 31,868
NETGEAR INC COM 64111Q104 17,353 402,638 SH   DFND 1 402,638 0 0
NETGEAR INC COM 64111Q104 30 701 SH   DFND 1 2 701 0 0
NETLIST INC COM 64118P109 276 270,723 SH   DFND 1 270,723 0 0
NETSCOUT SYSTEMS INC COM 64115T104 26,596 773,163 SH   DFND 1 770,075 0 3,088
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 207 52,458 SH   DFND 1 52,458 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 401 94,441 SH   DFND 1 2 94,441 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 285 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 481 83,079 SH   DFND 1 83,079 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 32,936 716,020 SH   DFND 1 715,791 0 229
NEUROCRINE BIOSCIENCES INC COM 64125C109 17 371 SH   DFND 1 2 371 0 0
NEURODERM LTD ORD SHS M74231107 526 17,593 SH   DFND 1 17,593 0 0
NEUSTAR INC-CLASS A CL A 64126X201 14,409 432,064 SH   DFND 1 429,466 0 2,598
NEVRO CORP COM 64157F103 13,905 186,822 SH   DFND 1 186,822 0 0
NEW AGE BEVERAGES CORP COM 64157V108 774 150,922 SH   DFND 1 150,922 0 0
NEW HOME CO INC/THE COM 645370107 1,085 94,652 SH   DFND 1 94,652 0 0
NEW JERSEY RESOURCES CORP COM 646025106 27,051 681,401 SH   DFND 1 678,204 0 3,197
NEW MEDIA INVESTMENT GROUP COM 64704V106 5,837 433,022 SH   DFND 1 427,423 0 5,599
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 15,185 216,374 SH   DFND 1 215,888 0 486
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 439 6,229 SH   DFND 1 2 6,229 0 0
NEW RELIC INC COM 64829B100 62 1,454 SH   DFND 1 2 1,454 0 0
NEW RELIC INC COM 64829B100 10,974 255,151 SH   DFND 1 255,151 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 40,333 2,592,132 SH   DFND 1 2,587,436 0 4,696
NEW SENIOR INVESTMENT GROUP COM 648691103 6,518 648,576 SH   DFND 1 648,576 0 0
NEW YORK & CO COM 649295102 218 158,300 SH   DFND 1 158,300 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 51,093 3,892,928 SH   DFND 1 3,875,590 0 17,338
NEW YORK COMMUNITY BANCORP COM 649445103 31 2,437 SH   DFND 1 2 2,437 0 0
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 6,035 970,333 SH   DFND 1 968,054 0 2,279
NEW YORK TIMES CO-A CL A 650111107 17,171 970,142 SH   DFND 1 966,031 0 4,111
NEWELL BRANDS INC COM 651229106 257,141 4,803,856 SH   DFND 1 4,782,554 0 21,302
NEWFIELD EXPLORATION CO COM 651290108 57,453 2,021,982 SH   DFND 1 2,013,339 0 8,643
NEWFIELD EXPLORATION CO COM 651290108 239 8,413 SH   DFND 1 2 8,413 0 0
NEWLINK GENETICS CORP COM 651511107 1,568 213,435 SH   DFND 1 213,361 0 74
NEWMARKET CORP COM 651587107 33,455 72,653 SH   DFND 1 72,341 0 312
NEWMONT MINING CORP COM 651639106 181,066 5,599,291 SH   DFND 1 5,576,155 0 23,136
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 4,822 656,105 SH   DFND 1 656,105 0 0
NEWS CORP - CLASS A CL A 65249B109 55,944 4,090,094 SH   DFND 1 4,073,512 0 16,582
NEWS CORP - CLASS B CL B 65249B208 17,866 1,264,253 SH   DFND 1 1,259,056 0 5,197
NEWSTAR FINANCIAL INC COM 65251F105 2,170 206,714 SH   DFND 1 206,714 0 0
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 180 11,111 SH   DFND 1 11,111 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 4,088 492,547 SH   DFND 1 492,547 0 0
NEXEO SOLUTIONS INC -CW19 *W EXP 06/09/202 65342H110 2,749 5,000,030 SH   DFND 1 2 5,000,030 0 0
NEXPOINT RESIDENTIAL COM 65341D102 4,532 182,094 SH   DFND 1 182,094 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 22,409 374,738 SH   DFND 1 374,738 0 0
NEXTERA ENERGY INC COM 65339F101 19 142 SH   DFND 1 2 142 0 0
NEXTERA ENERGY INC COM 65339F101 655,486 4,685,681 SH   DFND 1 4,664,806 0 20,875
NI HOLDINGS INC COM 65342T106 1,498 83,826 SH   DFND 1 83,826 0 0
NIC INC COM 62914B100 10,406 549,144 SH   DFND 1 549,144 0 0
NIC INC COM 62914B100 21 1,155 SH   DFND 1 2 1,155 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 2,843 36,128 SH   DFND 1 35,844 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 778 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 3,109 56,845 SH   DFND 1 56,845 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 132,607 3,435,844 SH   DFND 1 3,420,494 0 15,350
NII HOLDINGS INC COM PAR 62913F508 120 150,000 SH   DFND 1 2 150,000 0 0
NII HOLDINGS INC COM PAR 62913F508 468 583,081 SH   DFND 1 583,081 0 0
NIKE INC -CL B CL B 654106103 818,531 13,896,042 SH   DFND 1 13,835,368 0 60,674
NISOURCE INC COM 65473P105 81,542 3,221,019 SH   DFND 1 3,206,985 0 14,034
NIVALIS THERAPEUTICS INC COM 65481J109 303 125,962 SH   DFND 1 125,962 0 0
NL INDUSTRIES COM NEW 629156407 104 14,826 SH   DFND 1 2 14,826 0 0
NL INDUSTRIES COM NEW 629156407 326 46,294 SH   DFND 1 46,294 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 5,582 487,529 SH   DFND 1 487,529 0 0
NN INC COM 629337106 6,292 229,231 SH   DFND 1 229,231 0 0
NOBLE CORP PLC SHS USD G65431101 7,524 2,078,696 SH   DFND 1 2,078,696 0 0
NOBLE ENERGY INC COM 655044105 138,502 4,901,771 SH   DFND 1 4,882,021 0 19,750
NOBLE ENERGY INC COM 655044105 73 2,596 SH   DFND 1 2 2,596 0 0
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 255 41,416 SH   DFND 1 38,720 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 168 27,891 SH   DFND 1 18,070 0 9,821
NOODLES & CO COM CL A 65540B105 612 156,957 SH   DFND 1 156,957 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 1,178 185,946 SH   DFND 1 182,742 0 3,204
NORDSON CORP COM 655663102 54,318 447,727 SH   DFND 1 445,922 0 1,805
NORDSTROM INC COM 655664100 60,055 1,257,573 SH   DFND 1 1,252,746 0 4,827
NORFOLK SOUTHERN CORP COM 655844108 331,677 2,730,291 SH   DFND 1 2,717,018 0 13,273
NORTH AMERICAN ENERGY PARTNE COM 656844107 184 42,395 SH   DFND 1 2 42,395 0 0
NORTHEAST BANCORP COM NEW 663904209 1,335 65,629 SH   DFND 1 65,629 0 0
NORTHERN OIL AND GAS INC COM 665531109 433 309,961 SH   DFND 1 309,961 0 0
NORTHERN TRUST CORP COM 665859104 222,614 2,293,738 SH   DFND 1 2,284,374 0 9,364
NORTHFIELD BANCORP INC COM 66611T108 7,277 424,372 SH   DFND 1 424,372 0 0
NORTHRIM BANCORP INC COM 666762109 1,768 58,163 SH   DFND 1 58,163 0 0
NORTHROP GRUMMAN CORP COM 666807102 468,157 1,826,658 SH   DFND 1 1,819,084 0 7,574
NORTHSTAR REALTY EUROPE CORP COM 66706L101 6,446 508,396 SH   DFND 1 508,396 0 0
NORTHWEST BANCSHARES INC COM 667340103 18,350 1,175,590 SH   DFND 1 1,171,229 0 4,361
NORTHWEST NATURAL GAS CO COM 667655104 15,833 264,556 SH   DFND 1 264,556 0 0
NORTHWEST PIPE CO COM 667746101 1,198 73,726 SH   DFND 1 73,726 0 0
NORTHWESTERN CORP COM NEW 668074305 23,797 389,990 SH   DFND 1 388,359 0 1,631
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 73,589 1,356,061 SH   DFND 1 1,349,339 0 6,722
NORWOOD FINANCIAL CORP COM 669549107 1,020 24,165 SH   DFND 1 24,165 0 0
NOVA LIFESTYLE INC COM 66979P102 197 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 286 12,969 SH   DFND 1 2 12,969 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 406 18,400 SH   DFND 1 18,400 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 312 26,701 SH   DFND 1 26,701 0 0
NOVAN INC COM 66988N106 200 49,868 SH   DFND 1 49,868 0 0
NOVANTA INC COM 67000B104 10,208 283,566 SH   DFND 1 283,566 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 1,657 19,858 SH   DFND 1 18,079 0 1,779
NOVAVAX INC COM 670002104 2,951 2,566,344 SH   DFND 1 2,566,344 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 237 25,722 SH   DFND 1 25,722 0 0
NOVOCURE LTD ORD SHS G6674U108 2,804 162,091 SH   DFND 1 162,091 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,088 25,390 SH   DFND 1 23,266 0 2,124
NOW 0 11/01/18 NOTE 11/0 81762PAB8 18,273 12,500,000 PRN   DFND 1 2 12,500,000 0 0
NOW INC COM 67011P100 13,578 844,419 SH   DFND 1 840,790 0 3,629
NRG ENERGY INC COM NEW 629377508 56,232 3,269,742 SH   DFND 1 3,256,028 0 13,714
NRG YIELD INC-CLASS A CL A NEW 62942X306 6,538 383,268 SH   DFND 1 383,268 0 0
NRG YIELD INC-CLASS C CL C 62942X405 9,539 542,023 SH   DFND 1 540,334 0 1,689
NTN BUZZTIME INC COM PAR 629410606 144 21,179 SH   DFND 1 21,179 0 0
NTT DOCOMO INC-SPON ADR SPONS ADR 62942M201 771 32,629 SH   DFND 1 29,611 0 3,018
NU SKIN ENTERPRISES INC - A CL A 67018T105 64 1,031 SH   DFND 1 2 1,031 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 26,022 414,112 SH   DFND 1 411,899 0 2,213
NUANCE COMMUNICATIONS INC COM 67020Y100 39,871 2,291,011 SH   DFND 1 2,291,011 0 0
NUCOR CORP COM 670346105 213,614 3,696,669 SH   DFND 1 3,682,126 0 14,543
NUCOR CORP COM 670346105 36 627 SH   DFND 1 2 627 0 0
NUMEREX CORP -CL A CL A 67053A102 362 73,465 SH   DFND 1 73,465 0 0
NUTANIX INC - A CL A 67059N108 6,899 342,425 SH   DFND 1 342,425 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 3,405 81,760 SH   DFND 1 81,760 0 0
NUTRISYSTEM INC COM 67069D108 13,086 251,423 SH   DFND 1 251,423 0 0
NUVASIVE INC COM 670704105 32,845 427,004 SH   DFND 1 425,299 0 1,705
NUVECTRA CORP COM 67075N108 676 50,948 SH   DFND 1 50,948 0 0
NUVEEN CT QUAL MUNI INC FD COM 67060D107 723 58,608 SH   DFND 1 2 58,608 0 0
NUVEEN MD QUAL MUNI INC FD COM 67061Q107 868 66,901 SH   DFND 1 2 66,901 0 0
NUVEEN MI QUAL MUNI INC FD COM 670979103 251 18,324 SH   DFND 1 2 18,324 0 0
NUVEEN NC QUAL MUNI INC FD COM 67060P100 179 13,487 SH   DFND 1 2 13,487 0 0
NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 901 65,779 SH   DFND 1 2 65,779 0 0
NUVEEN PA QUAL MUNI INC FD COM 670972108 1,154 86,263 SH   DFND 1 2 86,263 0 0
NV5 GLOBAL INC COM 62945V109 2,837 66,760 SH   DFND 1 66,760 0 0
NVE CORP COM NEW 629445206 3,193 41,479 SH   DFND 1 41,479 0 0
NVIDIA CORP COM 67066G104 924,207 6,403,170 SH   DFND 1 6,358,905 0 44,265
NVR INC COM 62944T105 115 48 SH   DFND 1 2 48 0 0
NVR INC COM 62944T105 80,943 33,590 SH   DFND 1 33,472 0 118
NXP SEMICONDUCTORS NV COM N6596X109 134,795 1,237,266 SH   DFND 1 1,237,266 0 0
NXPI 1 12/01/19 DBCV 1.000%12/0 62952QAB6 8,204 6,880,000 PRN   DFND 1 2 6,880,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 15,421 615,151 SH   DFND 1 615,151 0 0
NXT-ID INC COM NEW 67091J206 56 30,092 SH   DFND 1 30,092 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 326 74,107 SH   DFND 1 74,107 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 26 13,662 SH   DFND 1 13,662 0 0
OASIS PETROLEUM INC COM 674215108 14,877 1,848,144 SH   DFND 1 1,848,144 0 0
OBALON THERAPEUTICS INC COM 67424L100 228 23,055 SH   DFND 1 23,055 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 440,848 7,376,435 SH   DFND 1 7,341,547 0 34,888
OCEAN BIO-CHEM INC COM 674631106 108 26,292 SH   DFND 1 26,292 0 0
OCEAN RIG UDW INC SHS G66964100 8 54,499 SH   DFND 1 54,499 0 0
OCEANEERING INTL INC COM 675232102 161 7,062 SH   DFND 1 2 7,062 0 0
OCEANEERING INTL INC COM 675232102 18,030 789,440 SH   DFND 1 786,152 0 3,288
OCEANFIRST FINANCIAL CORP COM 675234108 7,478 275,752 SH   DFND 1 275,752 0 0
OCERA THERAPEUTICS INC COM 67552A108 66 57,658 SH   DFND 1 57,658 0 0
OCLARO INC COM NEW 67555N206 13,234 1,416,938 SH   DFND 1 1,416,938 0 0
OCLARO INC COM NEW 67555N206 1,401 150,000 SH   DFND 1 2 150,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,686 181,885 SH   DFND 1 181,643 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 2,137 794,505 SH   DFND 1 794,505 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 114 31,729 SH   DFND 1 31,729 0 0
OFFICE DEPOT INC COM 676220106 83 14,721 SH   DFND 1 2 14,721 0 0
OFFICE DEPOT INC COM 676220106 35,676 6,325,557 SH   DFND 1 6,308,147 0 17,410
OFG BANCORP COM 67103X102 3,615 361,569 SH   DFND 1 361,569 0 0
OGE ENERGY CORP COM 670837103 55,919 1,607,959 SH   DFND 1 1,601,219 0 6,740
OHIO VALLEY BANC CORP COM 677719106 624 17,321 SH   DFND 1 17,321 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 96 151,120 SH   DFND 1 151,120 0 0
OIL STATES INTERNATIONAL INC COM 678026105 11,223 413,394 SH   DFND 1 411,648 0 1,746
OIL-DRI CORP OF AMERICA COM 677864100 1,405 33,457 SH   DFND 1 33,457 0 0
OKTA INC CL A 679295105 3,142 137,831 SH   DFND 1 137,831 0 0
OLD DOMINION FREIGHT LINE COM 679580100 54,661 573,931 SH   DFND 1 571,591 0 2,340
OLD LINE BANCSHARES INC COM 67984M100 1,461 51,846 SH   DFND 1 51,846 0 0
OLD NATIONAL BANCORP COM 680033107 20,733 1,201,936 SH   DFND 1 1,201,936 0 0
OLD POINT FINANCIAL CORP COM 680194107 442 13,453 SH   DFND 1 13,453 0 0
OLD REPUBLIC INTL CORP COM 680223104 44,091 2,257,621 SH   DFND 1 2,249,364 0 8,257
OLD SECOND BANCORP INC COM 680277100 2,558 221,474 SH   DFND 1 221,474 0 0
OLIN CORP COM PAR $1 680665205 28 937 SH   DFND 1 2 937 0 0
OLIN CORP COM PAR $1 680665205 39,859 1,316,369 SH   DFND 1 1,310,785 0 5,584
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 17,607 413,311 SH   DFND 1 413,311 0 0
OLYMPIC STEEL INC COM 68162K106 1,601 82,201 SH   DFND 1 82,201 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 3,098 208,513 SH   DFND 1 208,513 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 294 19,791 SH   DFND 1 2 19,791 0 0
OMEGA FLEX INC COM 682095104 2,617 40,651 SH   DFND 1 40,651 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 59,221 1,793,493 SH   DFND 1 1,786,523 0 6,970
OMEGA PROTEIN CORP COM 68210P107 8,150 455,315 SH   DFND 1 455,315 0 0
OMEGA PROTEIN CORP COM 68210P107 272 15,203 SH   DFND 1 2 15,203 0 0
OMEROS CORP COM 682143102 6,855 344,399 SH   DFND 1 344,399 0 0
OMINTO INC COM NEW 68217C208 693 45,468 SH   DFND 1 45,468 0 0
OMNICELL INC COM 68213N109 13,584 315,187 SH   DFND 1 315,187 0 0
OMNICOM GROUP COM 681919106 126 1,523 SH   DFND 1 2 1,523 0 0
OMNICOM GROUP COM 681919106 206,553 2,495,523 SH   DFND 1 2,484,825 0 10,698
OMNOVA SOLUTIONS INC COM 682129101 64 6,634 SH   DFND 1 2 6,634 0 0
OMNOVA SOLUTIONS INC COM 682129101 2,990 306,670 SH   DFND 1 306,670 0 0
ON ASSIGNMENT INC COM 682159108 20,743 383,067 SH   DFND 1 383,067 0 0
ON DECK CAPITAL INC COM 682163100 1,609 345,429 SH   DFND 1 345,429 0 0
ON SEMICONDUCTOR CORP COM 682189105 31 2,242 SH   DFND 1 2 2,242 0 0
ON SEMICONDUCTOR CORP COM 682189105 49,811 3,547,849 SH   DFND 1 3,547,849 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 29 22,179 SH   DFND 1 22,179 0 0
ONCOBIOLOGICS INC COM 68235M105 11 11,165 SH   DFND 1 11,165 0 0
ONCOCYTE CORP COM 68235C107 111 21,474 SH   DFND 1 21,474 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 53 148,356 SH   DFND 1 148,356 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 414 124,569 SH   DFND 1 124,569 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 67 57,031 SH   DFND 1 57,031 0 0
ONE GAS INC COM 68235P108 34,982 501,106 SH   DFND 1 499,339 0 1,767
ONE LIBERTY PROPERTIES INC COM 682406103 3,263 139,297 SH   DFND 1 139,297 0 0
ONEBEACON INSURANCE GROUP-A CL A G67742109 3,734 204,835 SH   DFND 1 204,835 0 0
ONEMAIN HOLDINGS INC COM 68268W103 10,433 424,305 SH   DFND 1 424,305 0 0
ONEOK INC COM 682680103 318 6,105 SH   DFND 1 2 6,105 0 0
ONEOK INC COM 682680103 208,571 4,004,846 SH   DFND 1 3,986,093 0 18,753
OOMA INC COM 683416101 1,215 151,985 SH   DFND 1 151,985 0 0
OPEN TEXT CORP COMSTK 683715106 12,585 399,590 SH   DFND 1 399,590 0 0
OPEXA THERAPEUTICS INC COM PAR 68372T301 23 35,913 SH   DFND 1 35,913 0 0
OPGEN INC COM 68373L109 26 41,093 SH   DFND 1 41,093 0 0
OPHTHOTECH CORP COM 683745103 477 186,553 SH   DFND 1 186,553 0 0
OPKO HEALTH INC COM 68375N103 20,791 3,159,863 SH   DFND 1 3,159,863 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 1,395 85,119 SH   DFND 1 85,119 0 0
OPTICAL CABLE CORP COM NEW 683827208 29 12,030 SH   DFND 1 12,030 0 0
OPUS BANK COM 684000102 4,106 169,672 SH   DFND 1 169,672 0 0
ORACLE CORP COM 68389X105 1,472,838 29,425,917 SH   DFND 1 29,288,103 0 137,814
ORAGENICS INC COM NEW 684023203 33 89,941 SH   DFND 1 89,941 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 289 18,095 SH   DFND 1 16,883 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 8,788 509,195 SH   DFND 1 509,195 0 0
ORBCOMM INC COM 68555P100 6,398 566,248 SH   DFND 1 566,248 0 0
ORBITAL ATK INC COM 68557N103 45,153 459,067 SH   DFND 1 457,124 0 1,943
ORBOTECH LTD ORD M75253100 1,008 30,909 SH   DFND 1 30,909 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 2,640 267,819 SH   DFND 1 267,819 0 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 903 69,735 SH   DFND 1 68,995 0 740
O'REILLY AUTOMOTIVE INC COM 67103H107 25 115 SH   DFND 1 2 115 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 232,681 1,065,327 SH   DFND 1 1,058,694 0 6,633
OREXIGEN THERAPEUTICS INC COM NEW 686164302 186 64,228 SH   DFND 1 64,228 0 0
ORGANOVO HOLDINGS INC COM 68620A104 2,572 977,998 SH   DFND 1 977,998 0 0
ORIGIN AGRITECH LTD SHS G67828106 15 10,619 SH   DFND 1 10,619 0 0
ORION ENERGY SYSTEMS INC COM 686275108 148 116,148 SH   DFND 1 116,148 0 0
ORION GROUP HOLDINGS INC COM 68628V308 47 6,425 SH   DFND 1 2 6,425 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,515 202,841 SH   DFND 1 202,841 0 0
ORITANI FINANCIAL CORP COM 68633D103 6,923 406,096 SH   DFND 1 406,096 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 393 5,050 SH   DFND 1 4,555 0 495
ORMAT TECHNOLOGIES INC COM 686688102 21,780 371,171 SH   DFND 1 371,171 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 1,246 54,571 SH   DFND 1 54,571 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 11,808 254,058 SH   DFND 1 254,058 0 0
OSHKOSH CORP COM 688239201 40,955 594,588 SH   DFND 1 592,069 0 2,519
OSI SYSTEMS INC COM 671044105 11,574 154,015 SH   DFND 1 154,015 0 0
OTONOMY INC COM 68906L105 4,069 215,914 SH   DFND 1 215,914 0 0
OTTER TAIL CORP COM 689648103 13,806 348,657 SH   DFND 1 348,657 0 0
OUTFRONT MEDIA INC COM 69007J106 27,300 1,180,820 SH   DFND 1 1,180,715 0 105
OVASCIENCE INC COM 69014Q101 354 226,957 SH   DFND 1 226,957 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 1,553 584,110 SH   DFND 1 584,110 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 845 317,683 SH   DFND 1 2 317,683 0 0
OVERSTOCK.COM INC COM 690370101 2,156 132,299 SH   DFND 1 132,299 0 0
OVID THERAPEUTICS INC COM 690469101 292 27,842 SH   DFND 1 27,842 0 0
OWENS & MINOR INC COM 690732102 23,211 721,065 SH   DFND 1 717,353 0 3,712
OWENS & MINOR INC COM 690732102 1,220 37,912 SH   DFND 1 2 37,912 0 0
OWENS CORNING COM 690742101 834 12,471 SH   DFND 1 2 12,471 0 0
OWENS CORNING COM 690742101 88,578 1,323,648 SH   DFND 1 1,323,648 0 0
OWENS REALTY MORTGAGE INC COM 690828108 1,848 108,985 SH   DFND 1 108,985 0 0
OWENS-ILLINOIS INC COM NEW 690768403 29,961 1,252,561 SH   DFND 1 1,247,080 0 5,481
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 907 53,938 SH   DFND 1 53,938 0 0
OXFORD INDUSTRIES INC COM 691497309 7,589 121,449 SH   DFND 1 121,449 0 0
P G & E CORP COM 69331C108 322,523 4,868,242 SH   DFND 1 4,845,094 0 23,148
P.A.M. TRANSPORTATION SVCS COM 693149106 343 18,125 SH   DFND 1 18,125 0 0
PACCAR INC COM 693718108 246,214 3,734,271 SH   DFND 1 3,707,768 0 26,503
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 2,362 663,555 SH   DFND 1 663,555 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 4,450 174,205 SH   DFND 1 174,205 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,881 300,991 SH   DFND 1 300,991 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,120 127,340 SH   DFND 1 127,340 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 11,003 298,206 SH   DFND 1 298,206 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 19,206 402,650 SH   DFND 1 402,650 0 0
PACKAGING CORP OF AMERICA COM 695156109 86,837 779,879 SH   DFND 1 776,603 0 3,276
PACWEST BANCORP COM 695263103 94 2,029 SH   DFND 1 2 2,029 0 0
PACWEST BANCORP COM 695263103 48,044 1,028,788 SH   DFND 1 1,023,735 0 5,053
PAIN THERAPEUTICS INC COM NEW 69562K506 116 28,219 SH   DFND 1 28,219 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 361 839,777 SH   DFND 1 839,777 0 0
PALO ALTO NETWORKS INC COM 697435105 86,134 644,028 SH   DFND 1 644,028 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,607 95,554 SH   DFND 1 95,391 0 163
PANDORA MEDIA INC COM 698354107 15,946 1,787,714 SH   DFND 1 1,787,714 0 0
PANERA BREAD COMPANY-CLASS A CL A 69840W108 54,961 174,682 SH   DFND 1 173,963 0 719
PANHANDLE OIL AND GAS INC-A CL A 698477106 2,907 125,865 SH   DFND 1 125,865 0 0
PAPA JOHN'S INTL INC COM 698813102 29 417 SH   DFND 1 2 417 0 0
PAPA JOHN'S INTL INC COM 698813102 16,625 231,679 SH   DFND 1 230,787 0 892
PAPA MURPHY'S HOLDINGS INC COM 698814100 311 71,313 SH   DFND 1 71,313 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4,657 258,183 SH   DFND 1 258,183 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 232 27,309 SH   DFND 1 27,309 0 0
PARAGON COMMERCIAL CORP COM NEW 69911U403 895 17,061 SH   DFND 1 17,061 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 46 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 28,647 1,790,466 SH   DFND 1 1,790,466 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 4,565 189,447 SH   DFND 1 189,447 0 0
PARETEUM CORP COM NEW 69946T207 19 34,447 SH   DFND 1 34,447 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 39,013 448,892 SH   DFND 1 447,184 0 1,708
PARK CITY GROUP INC COM NEW 700215304 1,428 117,541 SH   DFND 1 117,541 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 2,727 148,053 SH   DFND 1 148,053 0 0
PARK HOTELS & RESORTS INC COM 700517105 77 2,889 SH   DFND 1 2 2,889 0 0
PARK HOTELS & RESORTS INC COM 700517105 61,176 2,269,186 SH   DFND 1 2,269,186 0 0
PARK NATIONAL CORP COM 700658107 11,489 110,773 SH   DFND 1 109,989 0 784
PARK STERLING CORP COM 70086Y105 5,283 444,735 SH   DFND 1 444,735 0 0
PARKE BANCORP INC COM 700885106 365 16,324 SH   DFND 1 16,324 0 0
PARKER DRILLING CO COM 701081101 1,350 1,000,576 SH   DFND 1 1,000,576 0 0
PARKER DRILLING CO COM 701081101 14 10,968 SH   DFND 1 2 10,968 0 0
PARKER HANNIFIN CORP COM 701094104 214,255 1,342,827 SH   DFND 1 1,336,898 0 5,929
PARKERVISION INC COM NEW 701354300 145 81,220 SH   DFND 1 81,220 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 2,728 71,606 SH   DFND 1 71,606 0 0
PARKWAY INC COM 70156Q107 9,625 420,504 SH   DFND 1 420,504 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 49,517 1,785,410 SH   DFND 1 1,785,410 0 0
PARTY CITY HOLDCO INC COM 702149105 3,253 207,863 SH   DFND 1 207,863 0 0
PATHEON NV SHS N6865W105 1,046 30,000 SH   DFND 1 2 30,000 0 0
PATHEON NV SHS N6865W105 1,766 50,651 SH   DFND 1 50,651 0 0
PATRICK INDUSTRIES INC COM 703343103 10,012 137,446 SH   DFND 1 137,446 0 0
PATRIOT NATIONAL INC COM 70338T102 105 49,828 SH   DFND 1 49,828 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 15,774 661,703 SH   DFND 1 660,400 0 1,303
PATTERSON COS INC COM 703395103 43,293 923,442 SH   DFND 1 919,902 0 3,540
PATTERSON-UTI ENERGY INC COM 703481101 31,420 1,556,223 SH   DFND 1 1,550,619 0 5,604
PATTERSON-UTI ENERGY INC COM 703481101 0 1 SH   DFND 1 2 1 0 0
PAYCHEX INC COM 704326107 220,212 3,873,072 SH   DFND 1 3,846,004 0 27,068
PAYCHEX INC COM 704326107 24 422 SH   DFND 1 2 422 0 0
PAYCOM SOFTWARE INC COM 70432V102 24,522 358,461 SH   DFND 1 358,461 0 0
PAYLOCITY HOLDING CORP COM 70438V106 10,358 229,261 SH   DFND 1 229,261 0 0
PAYPAL HOLDINGS INC COM 70450Y103 592,413 11,057,270 SH   DFND 1 10,971,990 0 85,280
PB BANCORP INC COM 70454T100 126 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 19,303 867,185 SH   DFND 1 862,782 0 4,403
PC CONNECTION INC COM 69318J100 4,340 160,394 SH   DFND 1 160,394 0 0
PCLN 0.35 06/15/20 NOTE 0.350% 6/1 741503AS5 9,546 6,500,000 PRN   DFND 1 2 6,500,000 0 0
PCM INC COM 69323K100 277 14,794 SH   DFND 1 2 14,794 0 0
PCM INC COM 69323K100 1,388 74,027 SH   DFND 1 74,027 0 0
PCSB FINANCIAL CORP COM 69324R104 3,007 176,295 SH   DFND 1 176,295 0 0
PC-TEL INC COM 69325Q105 618 87,366 SH   DFND 1 87,366 0 0
PDC ENERGY INC COM 69327R101 21,391 496,207 SH   DFND 1 496,207 0 0
PDF SOLUTIONS INC COM 693282105 3,771 229,297 SH   DFND 1 229,297 0 0
PDL BIOPHARMA INC COM 69329Y104 4,373 1,770,643 SH   DFND 1 1,770,643 0 0
PDVWIRELESS INC COM 69290R104 2,092 89,817 SH   DFND 1 89,817 0 0
PEABODY ENERGY CORP COM 704551100 18,030 737,449 SH   DFND 1 737,449 0 0
PEAK RESORTS INC COM 70469L100 111 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 4,461 142,573 SH   DFND 1 142,573 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 179 19,968 SH   DFND 1 17,770 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 22,482 697,358 SH   DFND 1 697,358 0 0
PEGASYSTEMS INC COM 705573103 220 3,786 SH   DFND 1 2 3,786 0 0
PEGASYSTEMS INC COM 705573103 19,429 332,987 SH   DFND 1 332,987 0 0
PEMBINA PIPELINE CORP COMSTK 706327103 6,564 199,902 SH   DFND 1 199,902 0 0
PENDRELL CORP CL A NEW 70686R302 722 99,925 SH   DFND 1 99,925 0 0
PENGROWTH ENERGY CORP COMSTK 70706P104 9 11,159 SH   DFND 1 11,159 0 0
PENN NATIONAL GAMING INC COM 707569109 16,398 766,307 SH   DFND 1 766,307 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 7,209 636,845 SH   DFND 1 636,845 0 0
PENN VIRGINIA CORP COM 70788V102 2,919 79,437 SH   DFND 1 79,437 0 0
PENNS WOODS BANCORP INC COM 708430103 1,397 33,948 SH   DFND 1 33,948 0 0
PENNYMAC FINANCIAL SERVICE-A CL A 70932B101 2,475 148,231 SH   DFND 1 148,231 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 9,444 516,393 SH   DFND 1 516,393 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 90 4,938 SH   DFND 1 2 4,938 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 12,691 289,031 SH   DFND 1 289,031 0 0
PENTAIR PLC SHS G7S00T104 110,812 1,668,340 SH   DFND 1 1,660,974 0 7,366
PENUMBRA INC COM 70975L107 18,878 215,136 SH   DFND 1 215,136 0 0
PEOPLES BANCORP INC COM 709789101 5,014 156,075 SH   DFND 1 156,075 0 0
PEOPLES BANCORP OF NC COM 710577107 1,203 38,098 SH   DFND 1 38,098 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,575 58,895 SH   DFND 1 58,895 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 67,004 3,800,218 SH   DFND 1 3,784,778 0 15,440
PEOPLE'S UTAH BANCORP COM 712706209 3,636 135,703 SH   DFND 1 135,703 0 0
PEPSICO INC COM 713448108 1,728,426 14,990,292 SH   DFND 1 14,924,774 0 65,518
PERCEPTRON INC COM 71361F100 383 52,634 SH   DFND 1 52,634 0 0
PEREGRINE PHARMACEUTICALS COM NEW 713661304 960 1,579,723 SH   DFND 1 1,579,723 0 0
PERFICIENT INC COM 71375U101 120 6,455 SH   DFND 1 2 6,455 0 0
PERFICIENT INC COM 71375U101 5,637 302,442 SH   DFND 1 302,442 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 17,913 653,765 SH   DFND 1 653,765 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 322 154,172 SH   DFND 1 154,172 0 0
PERFUMANIA HOLDINGS INC COM NEW 71376C100 22 13,413 SH   DFND 1 13,413 0 0
PERION NETWORK LTD SHS M78673106 72 36,786 SH   DFND 1 36,786 0 0
PERKINELMER INC COM 714046109 79,599 1,169,636 SH   DFND 1 1,164,862 0 4,774
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 118 31,932 SH   DFND 1 31,932 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 110 13,866 SH   DFND 1 13,866 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 160 39,813 SH   DFND 1 39,813 0 0
PERRIGO CO PLC SHS G97822103 105,765 1,402,840 SH   DFND 1 1,396,532 0 6,308
PERRY ELLIS INTERNATIONAL COM 288853104 436 22,409 SH   DFND 1 2 22,409 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 2,170 111,522 SH   DFND 1 111,522 0 0
PERSHING GOLD CORP COM NEW 715302204 328 117,782 SH   DFND 1 117,782 0 0
PETMED EXPRESS INC COM 716382106 543 13,390 SH   DFND 1 2 13,390 0 0
PETMED EXPRESS INC COM 716382106 6,891 169,752 SH   DFND 1 167,308 0 2,444
PETROQUEST ENERGY INC COM NEW 716748306 144 73,129 SH   DFND 1 73,129 0 0
PFENEX INC COM 717071104 478 119,223 SH   DFND 1 119,223 0 0
PFIZER INC COM 717081103 2,004,266 59,769,849 SH   DFND 1 59,494,609 0 275,240
PFSWEB INC COM NEW 717098206 770 93,307 SH   DFND 1 93,307 0 0
PGT INNOVATIONS INC COM 69336V101 4,868 380,331 SH   DFND 1 380,331 0 0
PHARMERICA CORP COM 71714F104 10,010 381,359 SH   DFND 1 381,359 0 0
PHH CORP COM NEW 693320202 5,974 433,899 SH   DFND 1 433,899 0 0
PHI INC-NON VOTING COM NON VTG 69336T205 1,046 107,229 SH   DFND 1 107,229 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 7,225 195,011 SH   DFND 1 195,011 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,783,370 15,210,468 SH   DFND 1 15,143,079 0 67,389
PHILLIPS 66 COM 718546104 341,038 4,131,848 SH   DFND 1 4,111,364 0 20,484
PHOTOMEDEX INC COM PAR NEW 719358400 16 14,273 SH   DFND 1 14,273 0 0
PHOTRONICS INC COM 719405102 10,679 1,136,115 SH   DFND 1 1,136,115 0 0
PHOTRONICS INC COM 719405102 562 59,864 SH   DFND 1 2 59,864 0 0
PHYSICIANS REALTY TRUST COM 71943U104 25,290 1,255,713 SH   DFND 1 1,255,713 0 0
PICO HOLDINGS INC COM NEW 693366205 3,195 182,587 SH   DFND 1 182,587 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 29,654 1,406,774 SH   DFND 1 1,406,774 0 0
PIER 1 IMPORTS INC COM 720279108 118 22,899 SH   DFND 1 2 22,899 0 0
PIER 1 IMPORTS INC COM 720279108 5,525 1,064,666 SH   DFND 1 1,062,778 0 1,888
PIERIS PHARMACEUTICALS INC COM 720795103 404 79,953 SH   DFND 1 79,953 0 0
PILGRIM'S PRIDE CORP COM 72147K108 22,419 1,022,782 SH   DFND 1 1,021,646 0 1,136
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 146 37,129 SH   DFND 1 37,129 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 9,393 475,396 SH   DFND 1 475,396 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 115 5,846 SH   DFND 1 2 5,846 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 37,960 604,465 SH   DFND 1 602,026 0 2,439
PINNACLE FINANCIAL PARTNERS COM 72346Q104 31 506 SH   DFND 1 2 506 0 0
PINNACLE FOODS INC COM 72348P104 55,065 927,032 SH   DFND 1 927,032 0 0
PINNACLE WEST CAPITAL COM 723484101 99,087 1,165,436 SH   DFND 1 1,160,396 0 5,040
PIONEER ENERGY SERVICES CORP COM 723664108 56 27,602 SH   DFND 1 2 27,602 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 1,194 582,834 SH   DFND 1 582,834 0 0
PIONEER HIGH INCOME TRUST COM 72369H106 243 24,636 SH   DFND 1 2 24,636 0 0
PIONEER MUNI HI INCOME TRUST COM SHS 723763108 694 57,343 SH   DFND 1 2 57,343 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 253,143 1,589,242 SH   DFND 1 1,581,862 0 7,380
PIPER JAFFRAY COS COM 724078100 9,768 162,943 SH   DFND 1 162,943 0 0
PITNEY BOWES INC COM 724479100 23,960 1,586,813 SH   DFND 1 1,580,534 0 6,279
PIXELWORKS INC COM NEW 72581M305 920 200,603 SH   DFND 1 200,603 0 0
PJT PARTNERS INC - A COM CL A 69343T107 5,855 145,591 SH   DFND 1 145,591 0 0
PLAB 3.25 04/01/19 NOTE 3.250% 4/0 719405AK8 1,968 1,750,000 PRN   DFND 1 2 1,750,000 0 0
PLANET FITNESS INC - CL A CL A 72703H101 13,672 585,811 SH   DFND 1 585,811 0 0
PLANET PAYMENT INC SHS U72603118 989 299,919 SH   DFND 1 299,919 0 0
PLANTRONICS INC COM 727493108 51 982 SH   DFND 1 2 982 0 0
PLANTRONICS INC COM 727493108 19,113 365,396 SH   DFND 1 364,269 0 1,127
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 21,051 1,660,223 SH   DFND 1 1,660,223 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 4,553 381,046 SH   DFND 1 381,046 0 0
PLEXUS CORP COM 729132100 20,560 391,098 SH   DFND 1 391,098 0 0
PLUG POWER INC COM NEW 72919P202 4,765 2,335,992 SH   DFND 1 2,335,992 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 53 41,630 SH   DFND 1 41,630 0 0
PLY GEM HOLDINGS INC COM 72941W100 3,708 206,626 SH   DFND 1 206,626 0 0
PNC FINANCIAL SERVICES CW18 *W EXP 12/31/201 693475121 3,371 58,500 SH   DFND 1 2 58,500 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 582,184 4,670,609 SH   DFND 1 4,648,629 0 21,980
PNM RESOURCES INC COM 69349H107 24,382 637,462 SH   DFND 1 634,780 0 2,682
POLAR POWER INC COM 73102V105 68 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 41,504 450,186 SH   DFND 1 448,078 0 2,108
POLARITYTE INC COM 731094108 759 32,875 SH   DFND 1 32,875 0 0
POLYONE CORPORATION COM 73179P106 25,451 656,986 SH   DFND 1 654,231 0 2,755
POOL CORP COM 73278L105 39,147 332,973 SH   DFND 1 331,577 0 1,396
POPE RESOURCES DEPOSITRY RCPT 732857107 267 3,618 SH   DFND 1 3,618 0 0
POPULAR INC COM NEW 733174700 36,569 876,756 SH   DFND 1 876,756 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 32,738 716,531 SH   DFND 1 716,531 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 27,408 487,957 SH   DFND 1 487,957 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 40 721 SH   DFND 1 2 721 0 0
POST HOLDINGS INC COM 737446104 159 2,059 SH   DFND 1 2 2,059 0 0
POST HOLDINGS INC COM 737446104 41,172 530,229 SH   DFND 1 527,987 0 2,242
POTASH CORP OF SASKATCHEWAN COM 73755L107 400 24,588 SH   DFND 1 24,588 0 0
POTBELLY CORP COM 73754Y100 2,313 201,173 SH   DFND 1 201,173 0 0
POTBELLY CORP COM 73754Y100 63 5,480 SH   DFND 1 2 5,480 0 0
POTLATCH CORP COM 737630103 281 6,162 SH   DFND 1 2 6,162 0 0
POTLATCH CORP COM 737630103 19,923 435,965 SH   DFND 1 434,597 0 1,368
POWELL INDUSTRIES INC COM 739128106 145 4,560 SH   DFND 1 2 4,560 0 0
POWELL INDUSTRIES INC COM 739128106 2,589 80,950 SH   DFND 1 80,950 0 0
POWER INTEGRATIONS INC COM 739276103 18,718 256,764 SH   DFND 1 256,764 0 0
PPG INDUSTRIES INC COM 693506107 254,793 2,321,524 SH   DFND 1 2,310,408 0 11,116
PPL CORP COM 69351T106 301,208 7,802,812 SH   DFND 1 7,772,470 0 30,342
PRA GROUP INC COM 69354N106 14,998 395,727 SH   DFND 1 395,727 0 0
PRA HEALTH SCIENCES INC COM 69354M108 29,446 392,563 SH   DFND 1 392,563 0 0
PRA HEALTH SCIENCES INC COM 69354M108 22 298 SH   DFND 1 2 298 0 0
PRAXAIR INC COM 74005P104 347,507 2,626,649 SH   DFND 1 2,613,916 0 12,733
PREFERRED APARTMENT COMMUN-A COM 74039L103 3,772 239,530 SH   DFND 1 239,530 0 0
PREFERRED BANK/LOS ANGELES COM NEW 740367404 6,201 115,987 SH   DFND 1 115,987 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 899 19,372 SH   DFND 1 19,372 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 4 96 SH   DFND 1 2 96 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 995 48,298 SH   DFND 1 48,298 0 0
PREMIER INC-CLASS A CL A 74051N102 16,106 447,395 SH   DFND 1 447,395 0 0
PRESBIA PLC SHS G7234P100 33 14,898 SH   DFND 1 14,898 0 0
PRESIDIO INC COM 74102M103 4,368 305,296 SH   DFND 1 305,296 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 24,887 471,262 SH   DFND 1 469,479 0 1,783
PRGX GLOBAL INC COM NEW 69357C503 1,046 161,045 SH   DFND 1 161,045 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 1,009,893 540,738 SH   DFND 1 537,090 0 3,648
PRICESMART INC COM 741511109 17,598 200,891 SH   DFND 1 200,891 0 0
PRIMEENERGY CORP COM 74158E104 222 4,839 SH   DFND 1 4,839 0 0
PRIMERICA INC COM 74164M108 27,000 356,443 SH   DFND 1 354,911 0 1,532
PRIMO WATER CORP COM 74165N105 2,729 214,939 SH   DFND 1 214,939 0 0
PRIMORIS SERVICES CORP COM 74164F103 8,874 355,846 SH   DFND 1 355,846 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 174,521 2,728,622 SH   DFND 1 2,713,855 0 14,767
PRINCIPAL FINANCIAL GROUP COM 74251V102 35 550 SH   DFND 1 2 550 0 0
PROASSURANCE CORP COM 74267C106 27,014 444,318 SH   DFND 1 444,318 0 0
PROCTER & GAMBLE CO/THE COM 742718109 2,255,462 25,923,612 SH   DFND 1 25,806,366 0 117,246
PROCTER & GAMBLE CO/THE COM 742718109 28 325 SH   DFND 1 2 325 0 0
PROFIRE ENERGY INC COM 74316X101 155 119,381 SH   DFND 1 119,381 0 0
PROGENICS PHARMACEUTICALS COM 743187106 4,482 660,183 SH   DFND 1 660,183 0 0
PROGRESS SOFTWARE CORP COM 743312100 15,861 513,499 SH   DFND 1 513,499 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,380 44,703 SH   DFND 1 2 44,703 0 0
PROGRESSIVE CORP COM 743315103 247,594 5,625,623 SH   DFND 1 5,600,418 0 25,205
PROLOGIS INC COM 74340W103 371,514 6,344,738 SH   DFND 1 6,321,728 0 23,010
PROOFPOINT INC COM 743424103 32,109 369,803 SH   DFND 1 369,803 0 0
PROPETRO HOLDING CORP COM 74347M108 3,851 275,917 SH   DFND 1 275,917 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 67 12,997 SH   DFND 1 12,997 0 0
PROS HOLDINGS INC COM 74346Y103 5,477 199,964 SH   DFND 1 199,964 0 0
PROSPERITY BANCSHARES INC COM 743606105 112 1,749 SH   DFND 1 2 1,749 0 0
PROSPERITY BANCSHARES INC COM 743606105 34,214 532,598 SH   DFND 1 530,240 0 2,358
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,208 106,880 SH   DFND 1 106,880 0 0
PROTEON THERAPEUTICS INC COM 74371L109 53 34,613 SH   DFND 1 34,613 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 357 76,292 SH   DFND 1 76,292 0 0
PROTHENA CORP PLC SHS G72800108 18,327 338,650 SH   DFND 1 338,448 0 202
PROTO LABS INC COM 743713109 13,247 196,994 SH   DFND 1 196,994 0 0
PROVIDENCE SERVICE CORP COM 743815102 5,244 103,624 SH   DFND 1 103,624 0 0
PROVIDENT BANCORP INC COM 74383X109 2,245 99,802 SH   DFND 1 99,802 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 1,081 56,187 SH   DFND 1 56,187 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 12,790 503,969 SH   DFND 1 503,969 0 0
PRUDENTIAL BANCORP INC COM 74431A101 1,819 100,205 SH   DFND 1 100,205 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 32 302 SH   DFND 1 2 302 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 474,656 4,396,582 SH   DFND 1 4,376,284 0 20,298
PRUDENTIAL PLC-ADR ADR 74435K204 1,128 24,534 SH   DFND 1 22,546 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 32,704 247,034 SH   DFND 1 247,034 0 0
PSIVIDA CORP COM 74440J101 235 137,481 SH   DFND 1 137,481 0 0
PSYCHEMEDICS CORP COM NEW 744375205 744 29,834 SH   DFND 1 29,834 0 0
PSYCHEMEDICS CORP COM NEW 744375205 553 22,187 SH   DFND 1 2 22,187 0 0
PTC INC COM 69370C100 52,069 944,657 SH   DFND 1 940,751 0 3,906
PTC THERAPEUTICS INC COM 69366J200 122 6,699 SH   DFND 1 2 6,699 0 0
PTC THERAPEUTICS INC COM 69366J200 5,218 284,716 SH   DFND 1 284,716 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 232,800 5,421,457 SH   DFND 1 5,397,156 0 24,301
PUBLIC SERVICE ENTERPRISE GP COM 744573106 30 719 SH   DFND 1 2 719 0 0
PUBLIC STORAGE COM 74460D109 373,782 1,795,027 SH   DFND 1 1,788,088 0 6,939
PUBLIC STORAGE COM 74460D109 31 151 SH   DFND 1 2 151 0 0
PULMATRIX INC COM 74584P103 95 39,706 SH   DFND 1 39,706 0 0
PULSE BIOSCIENCES INC COM 74587B101 1,999 57,915 SH   DFND 1 57,915 0 0
PULTEGROUP INC COM 745867101 74,364 3,036,227 SH   DFND 1 3,023,311 0 12,916
PUMA BIOTECHNOLOGY INC COM 74587V107 22,596 258,540 SH   DFND 1 258,540 0 0
PURE CYCLE CORP COM NEW 746228303 984 127,090 SH   DFND 1 127,090 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 9,267 723,426 SH   DFND 1 723,426 0 0
PVH CORP COM 693656100 97,153 849,794 SH   DFND 1 846,409 0 3,385
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 905 89,080 SH   DFND 1 86,446 0 2,634
Q2 HOLDINGS INC COM 74736L109 8,400 227,339 SH   DFND 1 227,339 0 0
QAD INC-A CL A 74727D306 2,254 70,355 SH   DFND 1 70,355 0 0
QAD INC-B CL B 74727D207 946 35,257 SH   DFND 1 35,257 0 0
QCR HOLDINGS INC COM 74727A104 5,569 117,509 SH   DFND 1 117,509 0 0
QEP RESOURCES INC COM 74733V100 18,954 1,876,721 SH   DFND 1 1,868,608 0 8,113
QIAGEN N.V. SHS NEW N72482123 18,518 552,282 SH   DFND 1 552,282 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 681 27,607 SH   DFND 1 27,607 0 0
QORVO INC COM 74736K101 83,103 1,314,673 SH   DFND 1 1,308,947 0 5,726
QTS REALTY TRUST INC-CL A COM CL A 74736A103 19,428 371,274 SH   DFND 1 371,274 0 0
QUAD GRAPHICS INC COM CL A 747301109 564 24,626 SH   DFND 1 2 24,626 0 0
QUAD GRAPHICS INC COM CL A 747301109 11,346 495,061 SH   DFND 1 493,081 0 1,980
QUAKER CHEMICAL CORP COM 747316107 15,351 105,702 SH   DFND 1 105,702 0 0
QUALCOMM INC COM 747525103 39 722 SH   DFND 1 2 722 0 0
QUALCOMM INC COM 747525103 876,460 15,897,310 SH   DFND 1 15,785,545 0 111,765
QUALITY CARE PROPERTIES COM 747545101 23,115 1,262,458 SH   DFND 1 1,259,224 0 3,234
QUALITY SYSTEMS INC COM 747582104 12,986 754,575 SH   DFND 1 751,999 0 2,576
QUALSTAR CORP COM NEW 74758R208 133 25,985 SH   DFND 1 25,985 0 0
QUALYS INC COM 74758T303 10,728 262,962 SH   DFND 1 262,962 0 0
QUANEX BUILDING PRODUCTS COM 747619104 5,723 270,638 SH   DFND 1 270,638 0 0
QUANTA SERVICES INC COM 74762E102 51,026 1,551,989 SH   DFND 1 1,545,563 0 6,426
QUANTENNA COMMUNICATIONS INC COM 74766D100 2,110 111,098 SH   DFND 1 111,098 0 0
QUANTUM CORP COM NEW 747906501 1,955 250,444 SH   DFND 1 250,444 0 0
QUARTERHILL INC COM 747713105 80 55,676 SH   DFND 1 55,676 0 0
QUEST DIAGNOSTICS INC COM 74834L100 163,197 1,470,416 SH   DFND 1 1,464,149 0 6,267
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 106 43,175 SH   DFND 1 43,175 0 0
QUICKLOGIC CORP COM 74837P108 794 544,174 SH   DFND 1 544,174 0 0
QUIDEL CORP COM 74838J101 6,966 256,683 SH   DFND 1 256,683 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 114 11,546 SH   DFND 1 11,546 0 0
QUINSTREET INC COM 74874Q100 1,170 280,785 SH   DFND 1 280,785 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 87,416 977,187 SH   DFND 1 977,187 0 0
QUMU CORP COM 749063103 271 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 684 164,844 SH   DFND 1 164,844 0 0
QUOTIENT LTD SHS G73268107 511 69,433 SH   DFND 1 69,433 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 6,766 588,433 SH   DFND 1 588,433 0 0
R1 RCM INC COM 749397105 2,540 677,347 SH   DFND 1 677,347 0 0
RA PHARMACEUTICALS INC COM 74933V108 1,408 75,137 SH   DFND 1 75,137 0 0
RADIAN GROUP INC COM 750236101 29,464 1,802,096 SH   DFND 1 1,802,096 0 0
RADIANT LOGISTICS INC COM 75025X100 1,439 267,475 SH   DFND 1 267,475 0 0
RADISYS CORP COM 750459109 954 253,920 SH   DFND 1 253,920 0 0
RADIUS HEALTH INC COM NEW 750469207 14,507 320,740 SH   DFND 1 320,740 0 0
RADNET INC COM 750491102 2,125 274,255 SH   DFND 1 274,255 0 0
RADWARE LTD ORD M81873107 597 34,074 SH   DFND 1 34,074 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,386 633,218 SH   DFND 1 622,803 0 10,415
RALPH LAUREN CORP CL A 751212101 44,559 604,689 SH   DFND 1 602,273 0 2,416
RAMACO RESOURCES INC COM 75134P303 315 52,179 SH   DFND 1 52,179 0 0
RAMBUS INC COM 750917106 10,866 950,663 SH   DFND 1 950,663 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 9,615 745,425 SH   DFND 1 745,425 0 0
RAND LOGISTICS INC COM 752182105 16 43,254 SH   DFND 1 43,254 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,257 25,525 SH   DFND 1 25,335 0 190
RANGE RESOURCES CORP COM 75281A109 48,626 2,102,007 SH   DFND 1 2,093,843 0 8,164
RAPID7 INC COM 753422104 2,824 167,808 SH   DFND 1 167,808 0 0
RAVE RESTAURANT GROUP INC COM 754198109 83 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 10,395 312,188 SH   DFND 1 312,188 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 102,749 1,282,952 SH   DFND 1 1,277,391 0 5,561
RAYONIER ADVANCED MATERIALS COM 75508B104 8,602 547,229 SH   DFND 1 547,229 0 0
RAYONIER INC COM 754907103 30,581 1,062,948 SH   DFND 1 1,058,611 0 4,337
RAYTHEON COMPANY COM NEW 755111507 529,210 3,282,175 SH   DFND 1 3,269,546 0 12,629
RBC BEARINGS INC COM 75524B104 20,929 205,673 SH   DFND 1 205,673 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 1,631 68,435 SH   DFND 1 68,435 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 205 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 7,673 136,896 SH   DFND 1 136,896 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,265 140,441 SH   DFND 1 140,441 0 0
REAL GOODS SOLAR INC-CLASS A CL A 2017 75601N500 42 43,366 SH   DFND 1 43,366 0 0
REAL INDUSTRY INC COM 75601W104 419 144,750 SH   DFND 1 144,750 0 0
REALNETWORKS INC COM NEW 75605L708 689 159,295 SH   DFND 1 159,295 0 0
REALOGY HOLDINGS CORP COM 75605Y106 38,756 1,194,333 SH   DFND 1 1,194,333 0 0
REALPAGE INC COM 75606N109 17,413 484,389 SH   DFND 1 484,389 0 0
REALTY INCOME CORP COM 756109104 153,983 2,795,098 SH   DFND 1 2,783,250 0 11,848
REATA PHARMACEUTICALS INC-A CL A 75615P103 2,161 68,320 SH   DFND 1 68,320 0 0
RECRO PHARMA INC COM 75629F109 800 113,859 SH   DFND 1 113,859 0 0
RED HAT INC COM 756577102 170,542 1,784,177 SH   DFND 1 1,776,462 0 7,715
RED LION HOTELS CORP COM 756764106 961 130,802 SH   DFND 1 130,802 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 7,117 109,080 SH   DFND 1 109,080 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 9,373 398,042 SH   DFND 1 398,042 0 0
REDWOOD TRUST INC COM 758075402 12,281 720,728 SH   DFND 1 720,728 0 0
REED'S INC COM 758338107 180 73,731 SH   DFND 1 73,731 0 0
REGAL BELOIT CORP COM 758750103 30,797 377,654 SH   DFND 1 376,143 0 1,511
REGAL ENTERTAINMENT GROUP-A CL A 758766109 17,307 845,940 SH   DFND 1 844,187 0 1,753
REGAL ENTERTAINMENT GROUP-A CL A 758766109 31 1,564 SH   DFND 1 2 1,564 0 0
REGENCY CENTERS CORP COM 758849103 111,737 1,786,321 SH   DFND 1 1,779,975 0 6,346
REGENERON PHARMACEUTICALS COM 75886F107 126 258 SH   DFND 1 2 258 0 0
REGENERON PHARMACEUTICALS COM 75886F107 406,637 829,247 SH   DFND 1 822,706 0 6,541
REGENXBIO INC COM 75901B107 4,540 229,907 SH   DFND 1 229,907 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 18,881 14,000,000 PRN   DFND 1 2 14,000,000 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,425 102,657 SH   DFND 1 102,657 0 0
REGIONS FINANCIAL CORP COM 7591EP100 206,506 14,126,646 SH   DFND 1 14,072,016 0 54,630
REGIS CORP COM 758932107 2,876 280,073 SH   DFND 1 280,073 0 0
REGULUS THERAPEUTICS INC COM 75915K101 208 211,540 SH   DFND 1 211,540 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 67,007 522,115 SH   DFND 1 519,939 0 2,176
REIS INC COM 75936P105 1,437 67,642 SH   DFND 1 67,642 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 163 2,242 SH   DFND 1 2 2,242 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 57,587 790,923 SH   DFND 1 788,397 0 2,526
RELM WIRELESS CORP COM 759525108 299 78,830 SH   DFND 1 78,830 0 0
RELX NV - SPON ADR SPONSORED ADR 75955B102 226 10,946 SH   DFND 1 7,406 0 3,540
RELX PLC - SPON ADR SPONSORED ADR 759530108 644 29,437 SH   DFND 1 25,797 0 3,640
REMARK HOLDINGS INC COM 75955K102 162 57,898 SH   DFND 1 57,898 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 48,591 349,597 SH   DFND 1 348,226 0 1,371
RENASANT CORP COM 75970E107 16,845 385,128 SH   DFND 1 385,128 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 330 25,508 SH   DFND 1 2 25,508 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,870 298,900 SH   DFND 1 298,900 0 0
RENT-A-CENTER INC COM 76009N100 5,129 437,634 SH   DFND 1 437,634 0 0
RENTECH INC COM NEW 760112201 56 124,952 SH   DFND 1 124,952 0 0
REPLIGEN CORP COM 759916109 13,045 314,813 SH   DFND 1 314,813 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 60 131,112 SH   DFND 1 131,112 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 3,332 93,359 SH   DFND 1 93,359 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 4,368 472,284 SH   DFND 1 472,284 0 0
REPUBLIC SERVICES INC COM 760759100 155,067 2,437,033 SH   DFND 1 2,426,430 0 10,603
RESEARCH FRONTIERS INC COM 760911107 123 95,951 SH   DFND 1 95,951 0 0
RESMED INC COM 761152107 96,642 1,241,649 SH   DFND 1 1,236,338 0 5,311
RESOLUTE ENERGY CORP COM NEW 76116A306 4,631 155,577 SH   DFND 1 155,577 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 2,335 530,783 SH   DFND 1 530,783 0 0
RESONANT INC COM 76118L102 77 17,518 SH   DFND 1 17,518 0 0
RESOURCE CAPITAL CORP COM NEW 76120W708 2,484 244,253 SH   DFND 1 244,253 0 0
RESOURCES CONNECTION INC COM 76122Q105 284 20,766 SH   DFND 1 2 20,766 0 0
RESOURCES CONNECTION INC COM 76122Q105 6,734 491,604 SH   DFND 1 491,604 0 0
RESTAURANT BRANDS INTERN COM 76131D103 504 8,060 SH   DFND 1 7,892 0 168
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 21,970 1,144,897 SH   DFND 1 1,144,897 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 28,320 2,319,451 SH   DFND 1 2,319,451 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 53 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 6,085 313,837 SH   DFND 1 313,801 0 36
REV GROUP INC COM 749527107 2,804 101,314 SH   DFND 1 101,314 0 0
REVANCE THERAPEUTICS INC COM 761330109 5,065 191,891 SH   DFND 1 191,891 0 0
REVLON INC-CLASS A CL A NEW 761525609 2,464 104,007 SH   DFND 1 104,007 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 358 54,409 SH   DFND 1 54,409 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,432 45,901 SH   DFND 1 45,729 0 172
REX AMERICAN RESOURCES CORP COM 761624105 91 944 SH   DFND 1 2 944 0 0
REX ENERGY CORP COM NEW 761565506 143 49,760 SH   DFND 1 49,760 0 0
REXAHN PHARMACEUTICALS INC COM NEW 761640200 417 146,083 SH   DFND 1 146,083 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 19 728 SH   DFND 1 2 728 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 16,692 608,331 SH   DFND 1 608,331 0 0
REXNORD CORP COM 76169B102 18,646 802,003 SH   DFND 1 802,003 0 0
REYNOLDS AMERICAN INC COM 761713106 501,957 7,731,815 SH   DFND 1 7,695,911 0 35,904
RF INDUSTRIES LTD COM PAR $0.01 749552105 36 19,760 SH   DFND 1 19,760 0 0
RGC RESOURCES INC COM 74955L103 1,945 68,674 SH   DFND 1 68,674 0 0
RH COM 74967X103 17,231 267,070 SH   DFND 1 267,070 0 0
RICE ENERGY INC COM 762760106 34,292 1,287,737 SH   DFND 1 1,287,737 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 15 15,640 SH   DFND 1 15,640 0 0
RICHARDSON ELEC LTD COM 763165107 401 67,211 SH   DFND 1 67,211 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 2,815 1,031,371 SH   DFND 1 1,031,371 0 0
RIGHTSIDE GROUP LTD COM 76658B100 814 76,694 SH   DFND 1 76,694 0 0
RIGNET INC COM 766582100 1,605 100,002 SH   DFND 1 100,002 0 0
RING ENERGY INC COM 76680V108 4,682 360,226 SH   DFND 1 360,226 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 273 7,473 SH   DFND 1 2 7,473 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 17,594 481,370 SH   DFND 1 481,370 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 972 22,994 SH   DFND 1 22,025 0 969
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 108 2,561 SH   DFND 1 2 2,561 0 0
RITE AID CORP COM 767754104 324 110,000 SH   DFND 1 2 110,000 0 0
RITE AID CORP COM 767754104 24,167 8,192,343 SH   DFND 1 8,192,343 0 0
RITTER PHARMACEUTICALS INC COM 767836109 16 29,614 SH   DFND 1 29,614 0 0
RIVERVIEW BANCORP INC COM 769397100 1,313 197,768 SH   DFND 1 197,768 0 0
RLI CORP COM 749607107 16,634 304,554 SH   DFND 1 302,743 0 1,811
RLJ ENTERTAINMENT INC COM NEW 74965F203 311 93,496 SH   DFND 1 93,496 0 0
RLJ LODGING TRUST COM 74965L101 291 14,649 SH   DFND 1 2 14,649 0 0
RLJ LODGING TRUST COM 74965L101 37,011 1,862,671 SH   DFND 1 1,862,671 0 0
RMG NETWORKS HOLDING CORP COM 74966K102 18 27,670 SH   DFND 1 27,670 0 0
RMR GROUP INC/THE - A CL A 74967R106 4,808 98,841 SH   DFND 1 98,820 0 21
RMR REAL ESTATE INCOME FUND COM 76970B101 2,781 127,314 SH   DFND 1 2 127,314 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 2,129 292,940 SH   DFND 1 292,940 0 0
ROBERT HALF INTL INC COM 770323103 83,047 1,734,798 SH   DFND 1 1,728,980 0 5,818
ROCKET FUEL INC COM 773111109 778 283,180 SH   DFND 1 283,180 0 0
ROCKWELL AUTOMATION INC COM 773903109 235,441 1,455,861 SH   DFND 1 1,449,771 0 6,090
ROCKWELL COLLINS INC COM 774341101 184,331 1,757,001 SH   DFND 1 1,749,955 0 7,046
ROCKWELL MEDICAL INC COM 774374102 3,176 400,531 SH   DFND 1 400,531 0 0
ROCKY BRANDS INC COM 774515100 517 38,498 SH   DFND 1 38,498 0 0
ROCKY BRANDS INC COM 774515100 288 21,423 SH   DFND 1 2 21,423 0 0
ROGERS CORP COM 775133101 15,548 143,144 SH   DFND 1 143,144 0 0
ROKA BIOSCIENCE INC COM NEW 775431208 32 12,233 SH   DFND 1 12,233 0 0
ROLLINS INC COM 775711104 35,394 869,790 SH   DFND 1 866,561 0 3,229
ROPER TECHNOLOGIES INC COM 776696106 226,776 981,252 SH   DFND 1 976,825 0 4,427
ROSEHILL RESOURCES INC *W EXP 09/16/202 777385113 155 142,583 SH   DFND 1 2 142,583 0 0
ROSETTA STONE INC COM 777780107 1,432 132,930 SH   DFND 1 132,930 0 0
ROSS STORES INC COM 778296103 29 505 SH   DFND 1 2 505 0 0
ROSS STORES INC COM 778296103 273,081 4,737,181 SH   DFND 1 4,708,344 0 28,837
ROWAN COMPANIES PLC-A SHS CL A G7665A101 11,305 1,104,027 SH   DFND 1 1,099,766 0 4,261
ROYAL BANCSHARES OF PENN-A CL A 780081105 112 26,538 SH   DFND 1 26,538 0 0
ROYAL BANK OF CANADA COM 780087102 758 10,460 SH   DFND 1 9,640 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 206 31,555 SH   DFND 1 30,285 0 1,270
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 183,206 1,680,153 SH   DFND 1 1,672,574 0 7,579
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 479 9,022 SH   DFND 1 8,292 0 730
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 2,870 52,744 SH   DFND 1 51,425 0 1,319
ROYAL GOLD INC COM 780287108 43,374 554,878 SH   DFND 1 552,677 0 2,201
ROYCE GLOBAL VALUE TRUST COM 78081T104 553 57,565 SH   DFND 1 2 57,565 0 0
ROYCE MICRO-CAP TRUST INC COM 780915104 393 45,461 SH   DFND 1 2 45,461 0 0
ROYCE VALUE TRUST COM 780910105 2,347 160,929 SH   DFND 1 2 160,929 0 0
RPC INC COM 749660106 53 2,665 SH   DFND 1 2 2,665 0 0
RPC INC COM 749660106 9,222 456,316 SH   DFND 1 455,986 0 330
RPM INTERNATIONAL INC COM 749685103 36 677 SH   DFND 1 2 677 0 0
RPM INTERNATIONAL INC COM 749685103 55,110 1,010,274 SH   DFND 1 1,005,757 0 4,517
RPT 7 1/4 PERP S-D PERP PFD-D CV 751452608 10,540 203,400 PRN   DFND 1 2 203,400 0 0
RPX CORP COM 74972G103 15 1,093 SH   DFND 1 2 1,093 0 0
RPX CORP COM 74972G103 12,603 903,484 SH   DFND 1 902,868 0 616
RR DONNELLEY & SONS CO COM 257867200 7,125 568,259 SH   DFND 1 565,454 0 2,805
RSP PERMIAN INC COM 74978Q105 28,543 884,507 SH   DFND 1 884,507 0 0
RTI 1.625 10/15/19 NOTE 1.625%10/1 74973WAB3 3,200 3,000,000 PRN   DFND 1 2 3,000,000 0 0
RTI SURGICAL INC COM 74975N105 2,677 457,677 SH   DFND 1 457,677 0 0
RUBICON PROJECT INC/THE COM 78112V102 1,653 321,726 SH   DFND 1 321,726 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 107 11,657 SH   DFND 1 11,657 0 0
RUBY TUESDAY INC COM 781182100 955 475,416 SH   DFND 1 475,416 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 127 5,576 SH   DFND 1 2 5,576 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 11,974 524,069 SH   DFND 1 517,204 0 6,865
RUSH ENTERPRISES INC - CL B CL B 781846308 460 12,639 SH   DFND 1 12,639 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 13,096 352,244 SH   DFND 1 352,244 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 5,690 261,652 SH   DFND 1 261,652 0 0
RXI PHARMACEUTICALS COM 74979C501 15 26,638 SH   DFND 1 26,638 0 0
RYAM 8 S-A PFD CV SER A 75508B203 13,062 112,000 PRN   DFND 1 2 112,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 14,566 135,361 SH   DFND 1 135,185 0 176
RYDER SYSTEM INC COM 783549108 31,411 436,388 SH   DFND 1 434,584 0 1,804
RYERSON HOLDING CORP COM 783754104 1,189 120,146 SH   DFND 1 120,146 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 35,539 555,222 SH   DFND 1 555,222 0 0
S & T BANCORP INC COM 783859101 11,474 319,994 SH   DFND 1 319,994 0 0
S&P GLOBAL INC COM 78409V104 474 3,252 SH   DFND 1 2 3,252 0 0
S&P GLOBAL INC COM 78409V104 336,645 2,310,318 SH   DFND 1 2,298,976 0 11,342
S&W SEED CO COM 785135104 198 47,917 SH   DFND 1 47,917 0 0
SABAN CAPITAL ACQUISITION CO UNIT 99/99/9999 78516C205 2,140 200,000 SH   DFND 1 2 200,000 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 19,589 812,827 SH   DFND 1 812,827 0 0
SABRE CORP COM 78573M104 37,740 1,734,263 SH   DFND 1 1,727,336 0 6,927
SAFE BULKERS INC COM Y7388L103 182 79,847 SH   DFND 1 79,847 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,808 151,996 SH   DFND 1 151,996 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 8,693 127,291 SH   DFND 1 127,291 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,338 29,266 SH   DFND 1 29,266 0 0
SAGE THERAPEUTICS INC COM 78667J108 23,349 293,184 SH   DFND 1 293,184 0 0
SAIA INC COM 78709Y105 10,860 211,715 SH   DFND 1 211,715 0 0
SAJAN INC COM NEW 79379T202 368 63,252 SH   DFND 1 63,252 0 0
SALEM MEDIA GROUP INC CL A 794093104 568 80,003 SH   DFND 1 80,003 0 0
SALESFORCE.COM INC COM 79466L302 519,291 6,007,749 SH   DFND 1 5,978,034 0 29,715
SALLY BEAUTY HOLDINGS INC COM 79546E104 22,626 1,117,344 SH   DFND 1 1,112,708 0 4,636
SANCHEZ ENERGY CORP COM 79970Y105 3,924 546,520 SH   DFND 1 546,520 0 0
SANDERSON FARMS INC COM 800013104 544 4,706 SH   DFND 1 2 4,706 0 0
SANDERSON FARMS INC COM 800013104 26,774 231,512 SH   DFND 1 231,512 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 3,422 198,891 SH   DFND 1 198,891 0 0
SANDY SPRING BANCORP INC COM 800363103 11,039 271,498 SH   DFND 1 271,498 0 0
SANGAMO THERAPEUTICS INC COM 800677106 6,403 727,615 SH   DFND 1 727,615 0 0
SANMINA CORP COM 801056102 31,464 825,844 SH   DFND 1 825,844 0 0
SANOFI-ADR SPONSORED ADR 80105N105 1,821 38,011 SH   DFND 1 36,241 0 1,770
SANTANDER CONSUMER USA HOLDI COM 80283M101 12,256 960,544 SH   DFND 1 960,544 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 1,409 13,468 SH   DFND 1 12,608 0 860
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 456 40,815 SH   DFND 1 40,815 0 0
SAREPTA THERAPEUTICS INC COM 803607100 15,043 446,269 SH   DFND 1 446,269 0 0
SASOL LTD-SPONSORED ADR SPONSORED ADR 803866300 51 1,854 SH   DFND 1 1,000 0 854
SASOL LTD-SPONSORED ADR SPONSORED ADR 803866300 161 5,790 SH   DFND 1 2 5,790 0 0
SAUL CENTERS INC COM 804395101 6,863 118,372 SH   DFND 1 118,372 0 0
SAVARA INC COM 805111101 85 14,464 SH   DFND 1 14,464 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 125,645 931,899 SH   DFND 1 931,899 0 0
SCANA CORP COM 80589M102 94,105 1,406,751 SH   DFND 1 1,400,550 0 6,201
SCANSOURCE INC COM 806037107 15,334 380,501 SH   DFND 1 380,501 0 0
SCHLUMBERGER LTD COM 806857108 890,525 13,549,267 SH   DFND 1 13,486,681 0 62,586
SCHLUMBERGER LTD COM 806857108 129 1,973 SH   DFND 1 2 1,973 0 0
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 6,238 278,874 SH   DFND 1 278,874 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 6,317 250,714 SH   DFND 1 250,354 0 360
SCHOLASTIC CORP COM 807066105 10,265 235,499 SH   DFND 1 235,499 0 0
SCHULMAN (A.) INC COM 808194104 7,971 249,096 SH   DFND 1 249,096 0 0
SCHULMAN (A.) INC COM 808194104 920 28,756 SH   DFND 1 2 28,756 0 0
SCHWAB (CHARLES) CORP COM 808513105 474,434 11,064,135 SH   DFND 1 11,011,340 0 52,795
SCHWEITZER-MAUDUIT INTL INC COM 808541106 57 1,541 SH   DFND 1 2 1,541 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 14,535 390,435 SH   DFND 1 390,435 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 4,751 431,984 SH   DFND 1 431,984 0 0
SCIENCE APPLICATIONS INTE COM 808625107 26,489 381,578 SH   DFND 1 380,107 0 1,471
SCIENTIFIC GAMES CORP-A CL A 80874P109 267 10,261 SH   DFND 1 2 10,261 0 0
SCIENTIFIC GAMES CORP-A CL A 80874P109 12,130 464,777 SH   DFND 1 464,777 0 0
SCMP 3.25 12/15/21 DBCV 3.250%12/1 864909AA4 9,274 9,500,000 PRN   DFND 1 2 9,500,000 0 0
SCORPIO BULKERS INC COM Y7546A122 767 108,104 SH   DFND 1 108,104 0 0
SCORPIO TANKERS INC SHS Y7542C106 1,204 303,285 SH   DFND 1 302,953 0 332
SCOTTS MIRACLE-GRO CO CL A 810186106 29,999 335,341 SH   DFND 1 333,702 0 1,639
SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 82,193 1,204,777 SH   DFND 1 1,200,616 0 4,161
SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 44 652 SH   DFND 1 2 652 0 0
SCYNEXIS INC COM 811292101 230 128,724 SH   DFND 1 128,724 0 0
SEABOARD CORP COM 811543107 9,024 2,259 SH   DFND 1 2,259 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 489 184,042 SH   DFND 1 184,042 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 38 1,572 SH   DFND 1 2 1,572 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 7,700 319,523 SH   DFND 1 319,523 0 0
SEACOR HOLDINGS INC COM 811904101 4,485 130,762 SH   DFND 1 130,762 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 2,673 131,298 SH   DFND 1 131,298 0 0
SEAGATE TECHNOLOGY SHS G7945M107 125,609 3,246,428 SH   DFND 1 3,224,793 0 21,635
SEAGATE TECHNOLOGY SHS G7945M107 966 24,930 SH   DFND 1 2 24,930 0 0
SEALED AIR CORP COM 81211K100 89,586 2,004,707 SH   DFND 1 1,996,211 0 8,496
SEARS HOLDINGS CORP COM 812350106 3,537 399,239 SH   DFND 1 399,239 0 0
SEARS HOMETOWN AND OUTLET ST COM 812362101 190 70,390 SH   DFND 1 70,390 0 0
SEASPINE HOLDINGS CORP COM 81255T108 164 14,307 SH   DFND 1 2 14,307 0 0
SEASPINE HOLDINGS CORP COM 81255T108 621 53,934 SH   DFND 1 53,934 0 0
SEATTLE GENETICS INC COM 812578102 10 204 SH   DFND 1 2 204 0 0
SEATTLE GENETICS INC COM 812578102 42,959 830,602 SH   DFND 1 830,602 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 8,472 520,729 SH   DFND 1 519,349 0 1,380
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 150 119,099 SH   DFND 1 119,099 0 0
SECUREWORKS CORP - A CL A 81374A105 850 91,517 SH   DFND 1 91,517 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 322 50,462 SH   DFND 1 50,462 0 0
SEI INVESTMENTS COMPANY COM 784117103 68,484 1,273,859 SH   DFND 1 1,268,320 0 5,539
SEI INVESTMENTS COMPANY COM 784117103 55 1,037 SH   DFND 1 2 1,037 0 0
SELECT COMFORT CORPORATION COM 81616X103 16,202 456,532 SH   DFND 1 456,532 0 0
SELECT COMFORT CORPORATION COM 81616X103 169 4,787 SH   DFND 1 2 4,787 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 1,305 107,447 SH   DFND 1 107,447 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 14,589 607,131 SH   DFND 1 607,131 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 13,345 869,428 SH   DFND 1 868,383 0 1,045
SELECTA BIOSCIENCES INC COM 816212104 1,209 60,897 SH   DFND 1 60,897 0 0
SELECTIVE INSURANCE GROUP COM 816300107 30,029 599,981 SH   DFND 1 599,981 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 12,055 446,484 SH   DFND 1 446,068 0 416
SEMPRA ENERGY COM 816851109 280,625 2,493,166 SH   DFND 1 2,482,255 0 10,911
SEMTECH CORP COM 816850101 20,881 584,096 SH   DFND 1 584,096 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,422 78,033 SH   DFND 1 78,033 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 53,058 2,595,810 SH   DFND 1 2,586,786 0 9,024
SENOMYX INC COM 81724Q107 213 257,262 SH   DFND 1 257,262 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 3 79 SH   DFND 1 2 79 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 56,420 1,321,266 SH   DFND 1 1,321,266 0 0
SENSEONICS HOLDINGS INC COM 81727U105 269 149,591 SH   DFND 1 149,591 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 29,873 370,955 SH   DFND 1 369,459 0 1,496
SEQUENTIAL BRANDS GROUP INC COM 81734P107 1,480 371,012 SH   DFND 1 371,012 0 0
SERES THERAPEUTICS INC COM 81750R102 1,922 170,095 SH   DFND 1 170,095 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 10,061 239,852 SH   DFND 1 239,852 0 0
SERVICE CORP INTERNATIONAL COM 817565104 47,313 1,414,440 SH   DFND 1 1,408,108 0 6,332
SERVICEMASTER GLOBAL HOLDING COM 81761R109 38 980 SH   DFND 1 2 980 0 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 40,001 1,020,698 SH   DFND 1 1,020,698 0 0
SERVICENOW INC COM 81762P102 127,681 1,205,102 SH   DFND 1 1,205,102 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 2,074 534,603 SH   DFND 1 534,603 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 14,953 405,351 SH   DFND 1 405,351 0 0
SFLY 0.25 05/15/18 NOTE 0.250% 5/1 82568PAB2 1,993 2,000,000 PRN   DFND 1 2 2,000,000 0 0
SFR 3 07/01/19 NOTE 3.000% 7/0 85571WAB5 3,556 3,000,000 PRN   DFND 1 2 3,000,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 5,412 155,180 SH   DFND 1 155,180 0 0
SHARPS COMPLIANCE CORP COM 820017101 242 57,439 SH   DFND 1 57,439 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 12,288 400,282 SH   DFND 1 400,282 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 300,842 858,582 SH   DFND 1 855,067 0 3,515
SHILOH INDUSTRIES INC COM 824543102 794 67,670 SH   DFND 1 67,670 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,569 115,421 SH   DFND 1 111,421 0 4,000
SHIRE PLC-ADR SPONSORED ADR 82481R106 8,806 53,286 SH   DFND 1 50,568 0 2,718
SHOE CARNIVAL INC COM 824889109 4,508 215,930 SH   DFND 1 215,930 0 0
SHOE CARNIVAL INC COM 824889109 621 29,779 SH   DFND 1 2 29,779 0 0
SHORE BANCSHARES INC COM 825107105 1,290 78,432 SH   DFND 1 78,432 0 0
SHORETEL INC COM 825211105 3,459 596,381 SH   DFND 1 596,381 0 0
SHUTTERFLY INC COM 82568P304 19 417 SH   DFND 1 2 417 0 0
SHUTTERFLY INC COM 82568P304 13,648 287,332 SH   DFND 1 287,332 0 0
SHUTTERSTOCK INC COM 825690100 6,581 149,302 SH   DFND 1 149,302 0 0
SI FINANCIAL GROUP INC COM 78425V104 1,001 62,230 SH   DFND 1 62,230 0 0
SIENTRA INC COM 82621J105 1,056 108,678 SH   DFND 1 108,678 0 0
SIERRA BANCORP COM 82620P102 2,158 87,905 SH   DFND 1 87,905 0 0
SIERRA ONCOLOGY INC COM 82640U107 41 35,365 SH   DFND 1 35,365 0 0
SIERRA WIRELESS INC COM 826516106 572 20,373 SH   DFND 1 20,373 0 0
SIGMA DESIGNS INC COM 826565103 1,782 304,627 SH   DFND 1 304,627 0 0
SIGMA DESIGNS INC COM 826565103 7 1,222 SH   DFND 1 2 1,222 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 75 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 64,916 452,450 SH   DFND 1 450,638 0 1,812
SIGNATURE BANK COM 82669G104 32 225 SH   DFND 1 2 225 0 0
SIGNET JEWELERS LTD SHS G81276100 46,460 735,801 SH   DFND 1 732,833 0 2,968
SILGAN HOLDINGS INC COM 827048109 21,170 666,154 SH   DFND 1 663,627 0 2,527
SILICON LABORATORIES INC COM 826919102 28,065 410,614 SH   DFND 1 409,189 0 1,425
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 25 532 SH   DFND 1 2 532 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,053 21,843 SH   DFND 1 21,843 0 0
SILICONWARE PRECISION-SP ADR SPONSD ADR SPL 827084864 217 27,313 SH   DFND 1 23,533 0 3,780
SILVER RUN ACQUISITION COR-A COM CL A 82812A103 527 51,475 SH   DFND 1 51,475 0 0
SILVER RUN ACQUISITION-CW22 *W EXP 03/28/202 82812A111 148 100,000 SH   DFND 1 2 100,000 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 3,606 319,734 SH   DFND 1 319,734 0 0
SILVER STANDARD RESOURCES COM 82823L106 769 79,307 SH   DFND 1 79,307 0 0
SILVERBOW RESOURCES INC COM 82836G102 888 33,952 SH   DFND 1 33,952 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 576 42,886 SH   DFND 1 42,886 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 14,228 268,975 SH   DFND 1 268,975 0 0
SIMON PROPERTY GROUP INC COM 828806109 549,079 3,399,725 SH   DFND 1 3,386,179 0 13,546
SIMPSON MANUFACTURING CO INC COM 829073105 13,885 317,670 SH   DFND 1 317,670 0 0
SIMULATIONS PLUS INC COM 829214105 962 77,973 SH   DFND 1 77,973 0 0
SINA CORP ORD G81477104 291 3,430 SH   DFND 1 2 3,430 0 0
SINA CORP ORD G81477104 11,003 129,889 SH   DFND 1 129,889 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 20,192 613,751 SH   DFND 1 613,751 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 31 952 SH   DFND 1 2 952 0 0
SINOVAC BIOTECH LTD SHS P8696W104 232 34,487 SH   DFND 1 34,487 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 80,317 14,688,532 SH   DFND 1 14,550,940 0 137,592
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 13,284 255,185 SH   DFND 1 255,185 0 0
SITO MOBILE LTD COM NEW 82988R203 366 98,656 SH   DFND 1 98,656 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 36,963 620,091 SH   DFND 1 618,146 0 1,945
SJW GROUP COM 784305104 6,436 130,873 SH   DFND 1 130,873 0 0
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 721 28,097 SH   DFND 1 2 28,097 0 0
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 35 1,400 SH   DFND 1 0 0 1,400
SKECHERS USA INC-CL A CL A 830566105 30,775 1,043,221 SH   DFND 1 1,038,715 0 4,506
SKYLINE CORP COM 830830105 315 52,358 SH   DFND 1 52,358 0 0
SKYLINE MEDICAL INC COM PAR 83084T606 69 47,035 SH   DFND 1 47,035 0 0
SKYWEST INC COM 830879102 15,928 453,813 SH   DFND 1 453,813 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 209,745 2,189,166 SH   DFND 1 2,175,261 0 13,905
SKYWORKS SOLUTIONS INC COM 83088M102 37 389 SH   DFND 1 2 389 0 0
SL GREEN REALTY CORP COM 78440X101 125,461 1,187,512 SH   DFND 1 1,183,094 0 4,418
SLM CORP COM 78442P106 42,427 3,689,320 SH   DFND 1 3,674,810 0 14,510
SM ENERGY CO COM 78454L100 1,028 62,200 SH   DFND 1 2 62,200 0 0
SM ENERGY CO COM 78454L100 13,254 801,816 SH   DFND 1 798,514 0 3,302
SMART & FINAL STORES INC COM 83190B101 2,014 221,339 SH   DFND 1 221,339 0 0
SMART SAND INC COM 83191H107 1,792 201,146 SH   DFND 1 201,146 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,171 49,042 SH   DFND 1 49,042 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 502 14,431 SH   DFND 1 11,376 0 3,055
SMITH (A.O.) CORP COM 831865209 71,733 1,273,928 SH   DFND 1 1,268,950 0 4,978
SMITH MICRO SOFTWARE INC COM NEW 832154207 64 44,330 SH   DFND 1 44,330 0 0
SNAP-ON INC COM 833034101 367 2,325 SH   DFND 1 2 2,325 0 0
SNAP-ON INC COM 833034101 107,597 681,952 SH   DFND 1 679,438 0 2,514
SNYDERS-LANCE INC COM 833551104 25,403 733,775 SH   DFND 1 730,880 0 2,895
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 727 13,585 SH   DFND 1 13,585 0 0
SOHU.COM INC COM 83408W103 1,150 25,540 SH   DFND 1 25,540 0 0
SOHU.COM INC COM 83408W103 48 1,086 SH   DFND 1 2 1,086 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 4,370 218,539 SH   DFND 1 218,539 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 1,310 113,649 SH   DFND 1 113,649 0 0
SOLIGENIX INC COM 834223307 42 20,298 SH   DFND 1 20,298 0 0
SOLITARIO EXPLORATION & ROY COM 8342EP107 50 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 4,151 213,429 SH   DFND 1 213,429 0 0
SONIC CORP COM 835451105 9,984 376,908 SH   DFND 1 376,908 0 0
SONIC FOUNDRY INC COM NEW 83545R207 224 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODUCTS CO COM 835495102 41,386 804,863 SH   DFND 1 801,116 0 3,747
SONOMA PHARMACEUTICALS INC COM 83558L105 87 13,177 SH   DFND 1 13,177 0 0
SONUS NETWORKS INC COM NEW 835916503 2,985 401,280 SH   DFND 1 401,280 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 467 12,251 SH   DFND 1 11,082 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 41 19,042 SH   DFND 1 19,042 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 805 402,985 SH   DFND 1 402,985 0 0
SOTHEBY'S COM 835898107 18,652 347,546 SH   DFND 1 346,003 0 1,543
SOTHERLY HOTELS INC COM 83600C103 357 52,782 SH   DFND 1 52,782 0 0
SOURCE CAPITAL INC COM 836144105 2,052 53,113 SH   DFND 1 2 53,113 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 21,709 635,350 SH   DFND 1 635,350 0 0
SOUTH STATE CORP COM 840441109 19,159 223,560 SH   DFND 1 223,560 0 0
SOUTHERN CO/THE COM 842587107 463,421 9,695,720 SH   DFND 1 9,651,166 0 44,554
SOUTHERN COPPER CORP COM 84265V105 7,535 218,240 SH   DFND 1 218,240 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 2,248 60,686 SH   DFND 1 60,686 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,366 42,365 SH   DFND 1 42,365 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 1,818 103,350 SH   DFND 1 103,350 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 8,537 244,345 SH   DFND 1 244,345 0 0
SOUTHWEST AIRLINES CO COM 844741108 354,987 5,721,415 SH   DFND 1 5,694,095 0 27,320
SOUTHWEST BANCORP INC/OKLA COM 844767103 4,051 158,564 SH   DFND 1 158,564 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 32,596 446,161 SH   DFND 1 444,559 0 1,602
SOUTHWESTERN ENERGY CO COM 845467109 1,154 189,954 SH   DFND 1 2 189,954 0 0
SOUTHWESTERN ENERGY CO COM 845467109 39,871 6,557,867 SH   DFND 1 6,540,818 0 17,049
SP PLUS CORP COM 78469C103 4,923 161,167 SH   DFND 1 161,167 0 0
SP PLUS CORP COM 78469C103 305 9,986 SH   DFND 1 2 9,986 0 0
SPAR GROUP INC COM 784933103 211 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 3,215 171,051 SH   DFND 1 168,543 0 2,508
SPARK NETWORKS INC COM 84651P100 93 97,541 SH   DFND 1 97,541 0 0
SPARK THERAPEUTICS INC COM 84652J103 11,890 199,041 SH   DFND 1 199,041 0 0
SPARTAN MOTORS INC COM 846819100 2,519 284,732 SH   DFND 1 284,732 0 0
SPARTANNASH CO COM 847215100 395 15,216 SH   DFND 1 2 15,216 0 0
SPARTANNASH CO COM 847215100 14,001 539,362 SH   DFND 1 539,362 0 0
SPARTON CORP COM 847235108 1,569 71,374 SH   DFND 1 71,374 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 2,643 29,736 PRN   DFND 1 29,736 0 0
SPECTRANETICS CORP COM 84760C107 14,865 387,134 SH   DFND 1 387,134 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 24,900 199,222 SH   DFND 1 199,222 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 173 1,384 SH   DFND 1 2 1,384 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 4,451 597,557 SH   DFND 1 597,557 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,838 100,639 SH   DFND 1 100,284 0 355
SPHERE 3D CORP COM 84841L100 4 24,109 SH   DFND 1 24,109 0 0
SPHERIX INC COM PAR NEW 84842R403 58 22,380 SH   DFND 1 22,380 0 0
SPI ENERGY CO LTD- SPN ADR SPONSORED ADR 78470H109 18 21,564 SH   DFND 1 21,564 0 0
SPIRE INC COM 84857L101 26,335 377,564 SH   DFND 1 377,564 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 103 1,789 SH   DFND 1 2 1,789 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 87,151 1,504,164 SH   DFND 1 1,504,164 0 0
SPIRIT AIRLINES INC COM 848577102 32,090 621,301 SH   DFND 1 621,301 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 30,703 4,143,575 SH   DFND 1 4,143,575 0 0
SPLUNK INC COM 848637104 28 506 SH   DFND 1 2 506 0 0
SPLUNK INC COM 848637104 64,588 1,135,740 SH   DFND 1 1,135,515 0 225
SPOK HOLDINGS INC COM 84863T106 4,348 245,700 SH   DFND 1 245,700 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 1,397 258,856 SH   DFND 1 258,856 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 273 20,176 SH   DFND 1 20,176 0 0
SPRINT CORP COM SER 1 85207U105 36,965 4,504,882 SH   DFND 1 4,504,882 0 0
SPRINT CORP COM SER 1 85207U105 112 13,699 SH   DFND 1 2 13,699 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 24,507 1,081,052 SH   DFND 1 1,076,699 0 4,353
SPS COMMERCE INC COM 78463M107 9,436 147,994 SH   DFND 1 147,994 0 0
SPX CORP COM 784635104 8,248 327,861 SH   DFND 1 327,861 0 0
SPX FLOW INC COM 78469X107 18 498 SH   DFND 1 2 498 0 0
SPX FLOW INC COM 78469X107 12,375 335,562 SH   DFND 1 335,562 0 0
SQUARE INC - A CL A 852234103 11,786 502,415 SH   DFND 1 502,415 0 0
SRC ENERGY INC COM 78470V108 10,621 1,578,191 SH   DFND 1 1,578,191 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 55,075 1,434,442 SH   DFND 1 1,434,442 0 0
ST JOE CO/THE COM 790148100 10,085 537,875 SH   DFND 1 537,875 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 2,895 268,114 SH   DFND 1 268,114 0 0
STAG INDUSTRIAL INC COM 85254J102 19,287 698,816 SH   DFND 1 698,816 0 0
STAGE STORES INC COM NEW 85254C305 348 167,530 SH   DFND 1 166,966 0 564
STAMPS.COM INC COM NEW 852857200 20,816 134,409 SH   DFND 1 134,409 0 0
STANDARD MOTOR PRODS COM 853666105 8,570 164,131 SH   DFND 1 164,131 0 0
STANDEX INTERNATIONAL CORP COM 854231107 9,054 99,825 SH   DFND 1 99,825 0 0
STANLEY BLACK & DECKER INC COM 854502101 227,080 1,616,226 SH   DFND 1 1,609,262 0 6,964
STANLEY FURNITURE CO INC COM NEW 854305208 50 44,313 SH   DFND 1 44,313 0 0
STAPLES INC COM 855030102 73,347 7,294,495 SH   DFND 1 7,263,327 0 31,168
STAR BULK CARRIERS CORP SHS PAR Y8162K204 302 30,746 SH   DFND 1 30,746 0 0
STARBUCKS CORP COM 855244109 31 546 SH   DFND 1 2 546 0 0
STARBUCKS CORP COM 855244109 951,792 16,347,674 SH   DFND 1 16,238,432 0 109,242
STARRETT (L.S.) CO -CL A CL A 855668109 218 25,372 SH   DFND 1 25,372 0 0
STARTEK INC COM 85569C107 666 54,420 SH   DFND 1 54,420 0 0
STARTEK INC COM 85569C107 9 765 SH   DFND 1 2 765 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 48,345 2,159,249 SH   DFND 1 2,156,649 0 2,600
STATE AUTO FINANCIAL CORP COM 855707105 3,798 147,613 SH   DFND 1 147,613 0 0
STATE BANK FINANCIAL CORP COM 856190103 8,684 320,242 SH   DFND 1 320,242 0 0
STATE BANK FINANCIAL CORP COM 856190103 14 542 SH   DFND 1 2 542 0 0
STATE NATIONAL COS INC COM 85711T305 4,673 254,252 SH   DFND 1 254,252 0 0
STATE STREET CORP COM 857477103 298,625 3,334,122 SH   DFND 1 3,318,777 0 15,345
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 4 267 SH   DFND 1 2 267 0 0
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 357 21,604 SH   DFND 1 19,839 0 1,765
STEALTHGAS INC SHS Y81669106 55 17,223 SH   DFND 1 17,223 0 0
STEEL DYNAMICS INC COM 858119100 100,170 2,798,049 SH   DFND 1 2,789,302 0 8,747
STEEL DYNAMICS INC COM 858119100 160 4,495 SH   DFND 1 2 4,495 0 0
STEELCASE INC-CL A CL A 858155203 14,870 1,062,205 SH   DFND 1 1,062,205 0 0
STEELCASE INC-CL A CL A 858155203 31 2,265 SH   DFND 1 2 2,265 0 0
STEIN MART INC COM 858375108 298 176,344 SH   DFND 1 176,344 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 1,539 167,373 SH   DFND 1 167,373 0 0
STEPAN CO COM 858586100 14,156 162,456 SH   DFND 1 162,456 0 0
STERICYCLE INC COM 858912108 29 386 SH   DFND 1 2 386 0 0
STERICYCLE INC COM 858912108 68,235 895,463 SH   DFND 1 891,763 0 3,700
STERIS PLC SHS USD G84720104 62 765 SH   DFND 1 2 765 0 0
STERIS PLC SHS USD G84720104 55,915 686,078 SH   DFND 1 683,217 0 2,861
STERLING BANCORP/DE COM 85917A100 24,681 1,061,584 SH   DFND 1 1,061,584 0 0
STERLING CONSTRUCTION CO COM 859241101 2,807 214,806 SH   DFND 1 214,806 0 0
STEVEN MADDEN LTD COM 556269108 18,711 468,385 SH   DFND 1 468,385 0 0
STEWART INFORMATION SERVICES COM 860372101 8,420 185,562 SH   DFND 1 185,562 0 0
STIFEL FINANCIAL CORP COM 860630102 24,216 526,667 SH   DFND 1 524,361 0 2,306
STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 233 16,233 SH   DFND 1 2 16,233 0 0
STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 101 7,064 SH   DFND 1 5,903 0 1,161
STOCK YARDS BANCORP INC COM 861025104 7,900 203,106 SH   DFND 1 203,106 0 0
STONE ENERGY CORP COM PAR 861642403 3,179 173,010 SH   DFND 1 173,010 0 0
STONEGATE BANK COM 861811107 5,807 125,767 SH   DFND 1 125,767 0 0
STONERIDGE INC COM 86183P102 3,377 219,183 SH   DFND 1 219,183 0 0
STORE CAPITAL CORP COM 862121100 30,161 1,343,503 SH   DFND 1 1,343,503 0 0
STRAIGHT PATH COMM- B CL B 862578101 12,079 67,237 SH   DFND 1 67,237 0 0
STRATASYS LTD SHS M85548101 2,907 124,748 SH   DFND 1 124,748 0 0
STRATTEC SECURITY CORP COM 863111100 726 20,525 SH   DFND 1 20,525 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,211 41,198 SH   DFND 1 41,198 0 0
STRAYER EDUCATION INC COM 863236105 8,540 91,617 SH   DFND 1 91,617 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 85 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 436 61,063 SH   DFND 1 61,063 0 0
STRYKER CORP COM 863667101 397,080 2,866,546 SH   DFND 1 2,853,086 0 13,460
STRYKER CORP COM 863667101 31 225 SH   DFND 1 2 225 0 0
STUDENT TRANSPORTATION INC COM 86388A108 287 47,416 SH   DFND 1 47,416 0 0
STURM RUGER & CO INC COM 864159108 9,065 145,865 SH   DFND 1 145,865 0 0
STWD 3.75 10/15/17 NOTE 3.750%10/1 85571BAC9 6,026 6,000,000 PRN   DFND 1 2 6,000,000 0 0
STWD 4 01/15/19 NOTE 4.000% 1/1 85571BAB1 9,636 8,500,000 PRN   DFND 1 2 8,500,000 0 0
STWD 4.55 03/01/18 NOTE 4.550% 3/0 85571BAA3 3,256 3,000,000 PRN   DFND 1 2 3,000,000 0 0
SUCAMPO PHARMACEUTICALS-CL A CL A 864909106 2,985 284,297 SH   DFND 1 284,297 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 499 63,547 SH   DFND 1 51,837 0 11,710
SUMMER INFANT INC COM 865646103 127 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,528 69,456 SH   DFND 1 69,456 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 26,297 1,410,034 SH   DFND 1 1,410,034 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 24,436 846,442 SH   DFND 1 846,442 0 0
SUN BANCORP INC-NJ COM NEW 86663B201 2,579 104,632 SH   DFND 1 104,632 0 0
SUN COMMUNITIES INC COM 866674104 59,547 679,067 SH   DFND 1 679,067 0 0
SUN HYDRAULICS CORP COM 866942105 9,035 211,763 SH   DFND 1 211,763 0 0
SUN LIFE FINANCIAL INC COM 866796105 205 5,758 SH   DFND 1 5,091 0 667
SUNCOKE ENERGY INC COM 86722A103 5,399 495,406 SH   DFND 1 495,406 0 0
SUNCOR ENERGY INC COM 867224107 247 8,459 SH   DFND 1 7,619 0 840
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 165 61,146 SH   DFND 1 61,146 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 31 19,190 SH   DFND 1 19,190 0 0
SUNOPTA INC COM 8676EP108 556 54,513 SH   DFND 1 54,513 0 0
SUNPOWER CORP COM 867652406 5,203 557,097 SH   DFND 1 557,097 0 0
SUNRUN INC COM 86771W105 4,532 636,547 SH   DFND 1 636,547 0 0
SUNSHINE BANCORP INC COM 86777J108 772 36,230 SH   DFND 1 36,230 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 46,784 2,902,271 SH   DFND 1 2,902,271 0 0
SUNTRUST BANKS INC COM 867914103 286,711 5,063,275 SH   DFND 1 5,042,298 0 20,977
SUNWORKS INC COM 86803X105 122 69,859 SH   DFND 1 69,859 0 0
SUPER MICRO COMPUTER INC COM 86800U104 10,399 421,888 SH   DFND 1 421,888 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR NEW 867931503 50 28,777 SH   DFND 1 28,777 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 12,702 1,217,839 SH   DFND 1 1,212,682 0 5,157
SUPERIOR INDUSTRIES INTL COM 868168105 4,497 218,862 SH   DFND 1 218,862 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 152 7,434 SH   DFND 1 2 7,434 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 1,426 63,836 SH   DFND 1 63,836 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 19,100 443,164 SH   DFND 1 443,164 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 484 11,245 SH   DFND 1 2 11,245 0 0
SUPERVALU INC COM 868536103 7,296 2,217,819 SH   DFND 1 2,217,819 0 0
SUPERVALU INC COM 868536103 42 12,913 SH   DFND 1 2 12,913 0 0
SUPPORT.COM INC COM NEW 86858W200 261 111,827 SH   DFND 1 111,827 0 0
SUPREME INDS INC-CLASS A CL A 868607102 1,497 91,014 SH   DFND 1 91,014 0 0
SURGERY PARTNERS INC COM 86881A100 4,460 196,064 SH   DFND 1 196,064 0 0
SURMODICS INC COM 868873100 4,543 161,418 SH   DFND 1 161,418 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 1,242 83,655 SH   DFND 1 83,655 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 45 3,058 SH   DFND 1 2 3,058 0 0
SVB FINANCIAL GROUP COM 78486Q101 78,343 445,840 SH   DFND 1 444,067 0 1,773
SVB FINANCIAL GROUP COM 78486Q101 32 184 SH   DFND 1 2 184 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 16,980 640,769 SH   DFND 1 640,769 0 0
SYKES ENTERPRISES INC COM 871237103 15,920 474,818 SH   DFND 1 474,818 0 0
SYMANTEC CORP COM 871503108 116 4,118 SH   DFND 1 2 4,118 0 0
SYMANTEC CORP COM 871503108 179,249 6,355,933 SH   DFND 1 6,308,856 0 47,077
SYNACOR INC COM 871561106 587 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 431 38,040 SH   DFND 1 38,040 0 0
SYNAPTICS INC COM 87157D109 19,399 375,165 SH   DFND 1 374,004 0 1,161
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 6,603 401,422 SH   DFND 1 401,422 0 0
SYNCHRONY FINANCIAL COM 87165B103 261,739 8,790,491 SH   DFND 1 8,757,071 0 33,420
SYNCHRONY FINANCIAL COM 87165B103 162 5,463 SH   DFND 1 2 5,463 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,760 125,999 SH   DFND 1 125,999 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 8,507 1,911,859 SH   DFND 1 1,911,859 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 182 16,633 SH   DFND 1 16,633 0 0
SYNGENTA AG-ADR SPONSORED ADR 87160A100 557 6,020 SH   DFND 1 5,075 0 945
SYNNEX CORP COM 87162W100 44 372 SH   DFND 1 2 372 0 0
SYNNEX CORP COM 87162W100 35,308 294,333 SH   DFND 1 293,352 0 981
SYNOPSYS INC COM 871607107 129,109 1,772,875 SH   DFND 1 1,766,353 0 6,522
SYNOVUS FINANCIAL CORP COM NEW 87161C501 42,128 952,264 SH   DFND 1 948,124 0 4,140
SYNTEL INC COM 87162H103 6,420 378,586 SH   DFND 1 377,413 0 1,173
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 296 442,617 SH   DFND 1 442,617 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 225 399,221 SH   DFND 1 399,221 0 0
SYPRIS SOLUTIONS INC COM 871655106 83 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 1,348 83,821 SH   DFND 1 83,821 0 0
SYSCO CORP COM 871829107 31 634 SH   DFND 1 2 634 0 0
SYSCO CORP COM 871829107 226,742 4,513,582 SH   DFND 1 4,491,714 0 21,868
SYSTEMAX INC COM 871851101 1,686 89,701 SH   DFND 1 89,701 0 0
T ROWE PRICE GROUP INC COM 74144T108 219,980 2,968,370 SH   DFND 1 2,957,654 0 10,716
T2 BIOSYSTEMS INC COM 89853L104 304 94,748 SH   DFND 1 94,748 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 27,931 455,872 SH   DFND 1 455,872 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 45 748 SH   DFND 1 2 748 0 0
TABULA RASA HEALTHCARE INC COM 873379101 575 38,270 SH   DFND 1 38,270 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 1,930 67,558 SH   DFND 1 67,558 0 0
TAHOE RESOURCES INC COM 873868103 5,316 616,642 SH   DFND 1 616,642 0 0
TAILORED BRANDS INC COM 87403A107 4,155 372,339 SH   DFND 1 372,339 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 898 25,711 SH   DFND 1 21,613 0 4,098
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 573 16,409 SH   DFND 1 2 16,409 0 0
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 61,757 841,615 SH   DFND 1 838,108 0 3,507
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 223 1,825 SH   DFND 1 2 1,825 0 0
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 8,412 69,109 SH   DFND 1 68,736 0 373
TALEND SA - ADR ADS 874224207 452 13,022 SH   DFND 1 13,022 0 0
TANDEM DIABETES CARE INC COM 875372104 144 180,563 SH   DFND 1 180,563 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 19 749 SH   DFND 1 2 749 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 23,891 919,603 SH   DFND 1 916,351 0 3,252
TANTECH HOLDINGS LTD COM G8675X107 28 12,107 SH   DFND 1 12,107 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 269 15,060 SH   DFND 1 15,060 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 436 24,348 SH   DFND 1 2 24,348 0 0
TARGA RESOURCES CORP COM 87612G101 76,913 1,702,481 SH   DFND 1 1,701,630 0 851
TARGET CORP COM 87612E106 1,028 19,677 SH   DFND 1 2 19,677 0 0
TARGET CORP COM 87612E106 315,515 6,043,368 SH   DFND 1 6,017,763 0 25,605
TARO PHARMACEUTICAL INDUS SHS M8737E108 3,937 35,239 SH   DFND 1 35,239 0 0
TASEKO MINES LTD COM 876511106 307 243,233 SH   DFND 1 2 243,233 0 0
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 1,963 59,478 SH   DFND 1 58,785 0 693
TAUBMAN CENTERS INC COM 876664103 34,127 573,084 SH   DFND 1 571,030 0 2,054
TAYLOR MORRISON HOME CORP-A CL A 87724P106 28,482 1,186,284 SH   DFND 1 1,186,284 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 831 34,622 SH   DFND 1 2 34,622 0 0
TBPH 3.25 11/01/23 NOTE 3.250%11/0 88339KAA0 6,746 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 736 13,385 SH   DFND 1 2 13,385 0 0
TCF FINANCIAL CORP COM 872275102 23,801 1,493,173 SH   DFND 1 1,487,408 0 5,765
TD AMERITRADE HOLDING CORP COM 87236Y108 100,417 2,336,879 SH   DFND 1 2,336,879 0 0
TE CONNECTIVITY LTD REG SHS H84989104 271,289 3,454,098 SH   DFND 1 3,438,694 0 15,404
TEAM INC COM 878155100 5,814 247,971 SH   DFND 1 247,971 0 0
TEARLAB CORP COM NEW 878193200 46 27,529 SH   DFND 1 27,529 0 0
TECH DATA CORP COM 878237106 40,917 405,121 SH   DFND 1 403,953 0 1,168
TECH DATA CORP COM 878237106 884 8,754 SH   DFND 1 2 8,754 0 0
TECHNIPFMC PLC COM G87110105 111,508 4,106,927 SH   DFND 1 4,086,288 0 20,639
TECHTARGET COM 87874R100 1,498 144,534 SH   DFND 1 144,534 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 49 2,881 SH   DFND 1 2 2,881 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 177 10,259 SH   DFND 1 9,817 0 442
TECNOGLASS INC SHS G87264100 366 39,275 SH   DFND 1 39,275 0 0
TEEKAY CORP COM Y8564W103 2,926 438,806 SH   DFND 1 438,806 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 1,043 555,091 SH   DFND 1 544,697 0 10,394
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 814 433,188 SH   DFND 1 2 433,188 0 0
TEGNA INC COM 87901J105 31 2,200 SH   DFND 1 2 2,200 0 0
TEGNA INC COM 87901J105 40,029 2,778,510 SH   DFND 1 2,770,308 0 8,202
TEJON RANCH CO COM 879080109 2,233 108,196 SH   DFND 1 108,196 0 0
TELADOC INC COM 87918A105 11,052 318,516 SH   DFND 1 318,516 0 0
TELECOM ARGENTINA SA-SP ADR SPON ADR REP B 879273209 982 38,776 SH   DFND 1 2 38,776 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 197 21,170 SH   DFND 1 21,038 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 35,581 278,741 SH   DFND 1 277,553 0 1,188
TELEFLEX INC COM 879369106 26 128 SH   DFND 1 2 128 0 0
TELEFLEX INC COM 879369106 78,589 378,435 SH   DFND 1 376,883 0 1,552
TELEFONICA BRASIL-ADR SPONSORED ADR 87936R106 176 13,083 SH   DFND 1 2 13,083 0 0
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 410 39,555 SH   DFND 1 38,532 0 1,023
TELENAV INC COM 879455103 2,183 269,608 SH   DFND 1 269,608 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 21,097 760,276 SH   DFND 1 757,113 0 3,163
TELETECH HOLDINGS INC COM 879939106 6,616 162,167 SH   DFND 1 162,167 0 0
TELIGENT INC COM 87960W104 3,965 433,421 SH   DFND 1 433,421 0 0
TELLURIAN INC COM 87968A104 5,111 509,616 SH   DFND 1 509,616 0 0
TELUS CORP COMSTK 87971M103 12,360 358,632 SH   DFND 1 358,632 0 0
TEMPLETON EMERG MKTS INC FD COM 880192109 3,732 332,652 SH   DFND 1 2 332,652 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 346 51,558 SH   DFND 1 2 51,558 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 19,539 365,976 SH   DFND 1 364,397 0 1,579
TENAX THERAPEUTICS INC COM 88032L100 64 87,632 SH   DFND 1 87,632 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 12,376 639,958 SH   DFND 1 637,249 0 2,709
TENGASCO INC COM PAR 88033R502 53 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 10,355 140,325 SH   DFND 1 140,325 0 0
TENNECO INC COM 880349105 38,898 672,632 SH   DFND 1 672,632 0 0
TERADATA CORP COM 88076W103 31,489 1,067,791 SH   DFND 1 1,063,384 0 4,407
TERADYNE INC COM 880770102 168 5,612 SH   DFND 1 2 5,612 0 0
TERADYNE INC COM 880770102 45,583 1,517,933 SH   DFND 1 1,511,200 0 6,733
TEREX CORP COM 880779103 28,906 770,852 SH   DFND 1 767,566 0 3,286
TERNIUM SA-SPONSORED ADR SPON ADR 880890108 796 28,362 SH   DFND 1 2 28,362 0 0
TERRAFORM GLOBAL INC - CL A CL A 88104M101 2,638 522,476 SH   DFND 1 522,476 0 0
TERRAFORM POWER INC - A CL A COM 88104R100 8,162 680,172 SH   DFND 1 680,172 0 0
TERRAVIA HOLDINGS INC COM 88105A106 110 473,806 SH   DFND 1 473,806 0 0
TERRENO REALTY CORP COM 88146M101 13,130 390,091 SH   DFND 1 390,091 0 0
TERRENO REALTY CORP COM 88146M101 32 965 SH   DFND 1 2 965 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,218 71,139 SH   DFND 1 71,139 0 0
TESARO INC COM 881569107 41,841 299,292 SH   DFND 1 299,292 0 0
TESCO CORP COM 88157K101 1,950 438,238 SH   DFND 1 438,238 0 0
TESLA INC COM 88160R101 347,195 960,608 SH   DFND 1 955,682 0 4,926
TESORO CORP COM 881609101 0 1 SH   DFND 1 2 1 0 0
TESORO CORP COM 881609101 150,801 1,613,742 SH   DFND 1 1,606,610 0 7,132
TESSCO TECHNOLOGIES INC COM 872386107 410 30,851 SH   DFND 1 30,851 0 0
TETRA TECH INC COM 88162G103 22,582 493,607 SH   DFND 1 493,607 0 0
TETRA TECHNOLOGIES INC COM 88162F105 2,600 931,936 SH   DFND 1 931,936 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 2,293 321,676 SH   DFND 1 321,676 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 72,497 2,185,862 SH   DFND 1 2,184,917 0 945
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 32 421 SH   DFND 1 2 421 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 32,976 426,058 SH   DFND 1 424,390 0 1,668
TEXAS INSTRUMENTS INC COM 882508104 888,582 11,567,612 SH   DFND 1 11,490,778 0 76,834
TEXAS INSTRUMENTS INC COM 882508104 535 6,967 SH   DFND 1 2 6,967 0 0
TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 477 1,625 SH   DFND 1 2 1,625 0 0
TEXAS ROADHOUSE INC COM 882681109 28,445 558,295 SH   DFND 1 556,122 0 2,173
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 3,184 219,631 SH   DFND 1 219,631 0 0
TEXTRON INC COM 883203101 31 677 SH   DFND 1 2 677 0 0
TEXTRON INC COM 883203101 126,169 2,683,219 SH   DFND 1 2,671,604 0 11,615
TFS FINANCIAL CORP COM 87240R107 11,184 722,972 SH   DFND 1 722,972 0 0
TG THERAPEUTICS INC COM 88322Q108 4,329 430,754 SH   DFND 1 430,754 0 0
THERAPEUTICSMD INC COM 88338N107 6,885 1,306,591 SH   DFND 1 1,306,591 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 14,085 353,550 SH   DFND 1 353,550 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 627,143 3,601,249 SH   DFND 1 3,583,591 0 17,658
THERMON GROUP HOLDINGS INC COM 88362T103 4,800 250,418 SH   DFND 1 250,418 0 0
THESTREET INC COM 88368Q103 81 97,860 SH   DFND 1 97,860 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 6,812 490,132 SH   DFND 1 490,132 0 0
THL CREDIT INC COM 872438106 251 25,324 SH   DFND 1 2 25,324 0 0
THOMSON REUTERS CORP COM 884903105 30,848 667,326 SH   DFND 1 667,226 0 100
THOR INDUSTRIES INC COM 885160101 38,862 371,816 SH   DFND 1 370,205 0 1,611
THRESHOLD PHARMACEUTICALS COM NEW 885807206 155 395,464 SH   DFND 1 395,464 0 0
TIER REIT INC COM NEW 88650V208 8,985 486,208 SH   DFND 1 486,208 0 0
TIFFANY & CO COM 886547108 100,913 1,076,986 SH   DFND 1 1,072,035 0 4,951
TILE SHOP HLDGS INC COM 88677Q109 6,198 300,180 SH   DFND 1 300,180 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 892 87,889 SH   DFND 1 87,889 0 0
TIMBERLAND BANCORP INC COM 887098101 1,011 40,014 SH   DFND 1 40,014 0 0
TIME INC COM 887228104 11,345 790,616 SH   DFND 1 789,631 0 985
TIME WARNER INC COM NEW 887317303 770,180 7,683,471 SH   DFND 1 7,648,461 0 35,010
TIME WARNER INC COM NEW 887317303 1,004 10,000 SH   DFND 1 2 10,000 0 0
TIMKEN CO COM 887389104 27,252 589,245 SH   DFND 1 586,882 0 2,363
TIMKEN CO COM 887389104 461 9,989 SH   DFND 1 2 9,989 0 0
TIMKENSTEEL CORP COM 887399103 4,728 307,621 SH   DFND 1 307,621 0 0
TIPTREE INC CL A 88822Q103 1,577 223,786 SH   DFND 1 223,786 0 0
TITAN INTERNATIONAL INC COM 88830M102 4,868 405,386 SH   DFND 1 405,386 0 0
TITAN MACHINERY INC COM 88830R101 2,488 138,415 SH   DFND 1 138,415 0 0
TITAN PHARMACEUTICALS INC COM NEW 888314309 165 87,349 SH   DFND 1 87,349 0 0
TIVITY HEALTH INC COM 88870R102 17,475 438,527 SH   DFND 1 438,527 0 0
TIVO CORP COM 88870P106 19,022 1,019,995 SH   DFND 1 1,019,633 0 362
TJX COMPANIES INC COM 872540109 488,791 6,783,719 SH   DFND 1 6,754,236 0 29,483
TJX COMPANIES INC COM 872540109 31 434 SH   DFND 1 2 434 0 0
T-MOBILE US INC COM 872590104 151,501 2,500,289 SH   DFND 1 2,475,784 0 24,505
T-MOBILE US INC COM 872590104 7,880 130,000 SH   DFND 1 2 130,000 0 0
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 2,241 1,500,000 PRN   DFND 1 2 1,500,000 0 0
TOCAGEN INC COM 888846102 825 68,582 SH   DFND 1 68,582 0 0
TOLL BROTHERS INC COM 889478103 49,940 1,264,452 SH   DFND 1 1,259,467 0 4,985
TOMPKINS FINANCIAL CORP COM 890110109 8,379 106,450 SH   DFND 1 106,450 0 0
TOOTSIE ROLL INDS COM 890516107 5,887 168,932 SH   DFND 1 168,340 0 592
TOPBUILD CORP COM 89055F103 16,072 302,853 SH   DFND 1 302,765 0 88
TORCHLIGHT ENERGY RESOURCES COM 89102U103 457 275,806 SH   DFND 1 275,806 0 0
TORCHMARK CORP COM 891027104 88,889 1,164,143 SH   DFND 1 1,159,422 0 4,721
TORO CO COM 891092108 63,256 912,920 SH   DFND 1 909,281 0 3,639
TORONTO-DOMINION BANK COM NEW 891160509 745 14,793 SH   DFND 1 13,838 0 955
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 1,632 32,914 SH   DFND 1 31,458 0 1,456
TOTAL SYSTEM SERVICES INC COM 891906109 93,174 1,602,442 SH   DFND 1 1,594,966 0 7,476
TOWER INTERNATIONAL INC COM 891826109 3,814 169,931 SH   DFND 1 169,931 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,385 58,075 SH   DFND 1 58,075 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 178 7,482 SH   DFND 1 2 7,482 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 472 100,610 SH   DFND 1 100,610 0 0
TOWNE BANK COM 89214P109 13 452 SH   DFND 1 2 452 0 0
TOWNE BANK COM 89214P109 15,810 513,313 SH   DFND 1 513,313 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 613 59,915 SH   DFND 1 59,915 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 2 266 SH   DFND 1 2 266 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 1,130 10,762 SH   DFND 1 9,041 0 1,721
TPG PACE ENERGY HLDG- 11.5 WRT 06/21/22 *W EXP 99/99/999 872656111 208 166,666 SH   DFND 1 2 166,666 0 0
TPG PACE ENERGY HLDGS - A CL A 872656103 5,030 500,000 SH   DFND 1 2 500,000 0 0
TPI COMPOSITES INC COM 87266J104 2,729 147,715 SH   DFND 1 147,715 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 64 27,057 SH   DFND 1 27,057 0 0
TRACTOR SUPPLY COMPANY COM 892356106 30 568 SH   DFND 1 2 568 0 0
TRACTOR SUPPLY COMPANY COM 892356106 79,665 1,471,678 SH   DFND 1 1,462,220 0 9,458
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 8,167 162,994 SH   DFND 1 162,994 0 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 59 35,758 SH   DFND 1 35,758 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 285 33,579 SH   DFND 1 33,579 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 117 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COM 89353D107 24,497 517,114 SH   DFND 1 516,416 0 698
TRANSCONTINENTAL REALTY INV COM NEW 893617209 672 25,020 SH   DFND 1 25,020 0 0
TRANSDIGM GROUP INC COM 893641100 125,383 467,172 SH   DFND 1 465,050 0 2,122
TRANSENTERIX INC COM NEW 89366M201 279 393,522 SH   DFND 1 393,522 0 0
TRANSGLOBE ENERGY CORP COM 893662106 41 31,199 SH   DFND 1 31,199 0 0
TRANSOCEAN LTD REG SHS H8817H100 33,722 4,102,699 SH   DFND 1 4,085,732 0 16,967
TRANSUNION COM 89400J107 40,434 933,605 SH   DFND 1 933,605 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 68 16,708 SH   DFND 1 16,708 0 0
TRAVELERS COS INC/THE COM 89417E109 343,397 2,718,697 SH   DFND 1 2,705,713 0 12,984
TRAVELPORT WORLDWIDE LTD SHS G9019D104 15,069 1,095,158 SH   DFND 1 1,095,158 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 53 3,874 SH   DFND 1 2 3,874 0 0
TRAVELZOO COM NEW 89421Q205 467 42,706 SH   DFND 1 42,706 0 0
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TREX COMPANY INC COM 89531P105 15,414 227,827 SH   DFND 1 227,827 0 0
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TRICO BANCSHARES COM 896095106 6,733 191,568 SH   DFND 1 191,568 0 0
TRI-CONTINENTAL CORP COM 895436103 3,629 149,050 SH   DFND 1 2 149,050 0 0
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TRINSEO SA SHS L9340P101 42,869 624,005 SH   DFND 1 624,005 0 0
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TRIPLE-S MANAGEMENT CORP-B CL B 896749108 4,338 256,583 SH   DFND 1 255,956 0 627
TRISTATE CAPITAL HLDGS INC COM 89678F100 4,790 190,116 SH   DFND 1 190,116 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 9,345 279,456 SH   DFND 1 278,793 0 663
TRIUMPH BANCORP INC COM 89679E300 3,408 138,843 SH   DFND 1 138,843 0 0
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TRIVAGO NV - ADR SPON ADS A SHS 89686D105 326 13,791 SH   DFND 1 13,791 0 0
TRONC INC COM 89703P107 2,709 210,208 SH   DFND 1 210,208 0 0
TRONOX LTD-CL A SHS CL A Q9235V101 8,123 537,288 SH   DFND 1 537,288 0 0
TROVAGENE INC COM NEW 897238309 188 149,843 SH   DFND 1 149,843 0 0
TRUEBLUE INC COM 89785X101 10,332 389,916 SH   DFND 1 389,916 0 0
TRUECAR INC COM 89785L107 11,471 575,577 SH   DFND 1 575,577 0 0
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TRUSTCO BANK CORP NY COM 898349105 6,326 816,337 SH   DFND 1 816,337 0 0
TRUSTMARK CORP COM 898402102 18,912 588,071 SH   DFND 1 582,789 0 5,282
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TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 18,163 4,500,000 PRN   DFND 1 2 4,500,000 0 0
TTM TECHNOLOGIES COM 87305R109 17,585 1,012,985 SH   DFND 1 1,012,985 0 0
TUCOWS INC-CLASS A COM NEW 898697206 1,271 23,765 SH   DFND 1 23,765 0 0
TUESDAY MORNING CORP COM NEW 899035505 516 272,023 SH   DFND 1 272,023 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 128 16,047 SH   DFND 1 16,047 0 0
TUPPERWARE BRANDS CORP COM 899896104 27,906 397,363 SH   DFND 1 395,118 0 2,245
TURNING POINT BRANDS INC COM 90041L105 613 39,978 SH   DFND 1 39,978 0 0
TURQUOISE HILL RESOURCES LTD COM 900435108 55 20,976 SH   DFND 1 19,223 0 1,753
TURTLE BEACH CORP COM 900450107 50 71,674 SH   DFND 1 71,674 0 0
TUTOR PERINI CORP COM 901109108 8,791 305,799 SH   DFND 1 305,799 0 0
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TWENTY-FIRST CENTURY FOX - B CL B 90130A200 141,817 5,096,232 SH   DFND 1 5,051,546 0 44,686
TWENTY-FIRST CENTURY FOX-A CL A 90130A101 305,763 10,807,496 SH   DFND 1 10,729,635 0 77,861
TWILIO INC - A CL A 90138F102 7,773 267,048 SH   DFND 1 267,048 0 0
TWIN DISC INC COM 901476101 960 59,481 SH   DFND 1 59,481 0 0
TWITTER INC COM 90184L102 83,135 4,654,294 SH   DFND 1 4,653,693 0 601
TWO 6.25 01/15/22 NOTE 6.250% 1/1 90187BAA9 14,200 13,500,000 PRN   DFND 1 2 13,500,000 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 28,909 2,917,240 SH   DFND 1 2,917,240 0 0
TWO RIVER BANCORP COM 90207C105 1,029 55,389 SH   DFND 1 55,389 0 0
TWTR 1 09/15/21 NOTE 1.000% 9/1 90184LAD4 5,327 5,822,000 PRN   DFND 1 2 5,822,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 45,214 257,386 SH   DFND 1 256,250 0 1,136
TYSON FOODS INC-CL A CL A 902494103 218,768 3,497,824 SH   DFND 1 3,485,173 0 12,651
TYSON FOODS INC-CL A CL A 902494103 472 7,550 SH   DFND 1 2 7,550 0 0
U S ENERGY CORP - WYOMING COM NEW 911805208 13 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 69 45,139 SH   DFND 1 45,139 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 5,668 93,846 SH   DFND 1 93,846 0 0
UBIQUITI NETWORKS INC COM 90347A100 12,810 246,489 SH   DFND 1 246,489 0 0
UBS GROUP AG-REG SHS H42097107 184 10,839 SH   DFND 1 7,544 0 3,295
UCP INC - CL A CL A 90265Y106 658 60,093 SH   DFND 1 60,093 0 0
UDR INC COM 902653104 122,814 3,155,907 SH   DFND 1 3,144,305 0 11,602
UFP TECHNOLOGIES INC COM 902673102 1,599 56,507 SH   DFND 1 56,507 0 0
UGI CORP COM 902681105 92,709 1,915,685 SH   DFND 1 1,909,839 0 5,846
ULTA BEAUTY INC COM 90384S303 192,486 670,893 SH   DFND 1 666,530 0 4,363
ULTIMATE SOFTWARE GROUP INC COM 90385D107 51,055 243,052 SH   DFND 1 242,047 0 1,005
ULTRA CLEAN HOLDINGS INC COM 90385V107 6,926 369,408 SH   DFND 1 369,408 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 27 1,480 SH   DFND 1 2 1,480 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 5,851 539,284 SH   DFND 1 539,284 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 21,629 348,239 SH   DFND 1 348,239 0 0
ULTRALIFE CORP COM 903899102 455 63,199 SH   DFND 1 63,199 0 0
UMB FINANCIAL CORP COM 902788108 29,399 392,732 SH   DFND 1 391,255 0 1,477
UMH PROPERTIES INC COM 903002103 4,434 260,090 SH   DFND 1 260,090 0 0
UMH PROPERTIES INC S-A 8.25 CV RED PFD-A 903002202 392 15,070 SH   DFND 1 15,070 0 0
UMPQUA HOLDINGS CORP COM 904214103 42,572 2,318,753 SH   DFND 1 2,309,572 0 9,181
UNDER ARMOUR INC-CLASS A CL A 904311107 38,762 1,784,460 SH   DFND 1 1,776,438 0 8,022
UNDER ARMOUR INC-CLASS C CL C 904311206 35,867 1,782,073 SH   DFND 1 1,774,084 0 7,989
UNIFI INC COM NEW 904677200 3,945 128,092 SH   DFND 1 128,092 0 0
UNIFIRST CORP/MA COM 904708104 24 176 SH   DFND 1 2 176 0 0
UNIFIRST CORP/MA COM 904708104 18,926 134,514 SH   DFND 1 134,514 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,044 18,895 SH   DFND 1 16,188 0 2,707
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1,246 23,028 SH   DFND 1 20,140 0 2,888
UNION BANKSHARES CORP COM 90539J109 12,860 379,366 SH   DFND 1 379,366 0 0
UNION BANKSHARES INC /VT COM 905400107 1,736 36,556 SH   DFND 1 36,556 0 0
UNION PACIFIC CORP COM 907818108 31 290 SH   DFND 1 2 290 0 0
UNION PACIFIC CORP COM 907818108 938,048 8,626,859 SH   DFND 1 8,589,639 0 37,220
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UNISYS CORP COM NEW 909214306 4,781 373,525 SH   DFND 1 372,917 0 608
UNIT CORP COM 909218109 77 4,149 SH   DFND 1 2 4,149 0 0
UNIT CORP COM 909218109 7,384 394,246 SH   DFND 1 394,246 0 0
UNITED BANCORP INC/OHIO COM 909911109 510 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 31 799 SH   DFND 1 2 799 0 0
UNITED BANKSHARES INC COM 909907107 35,468 904,814 SH   DFND 1 900,159 0 4,655
UNITED COMMUNITY BANKS/GA COM 90984P303 16,662 599,387 SH   DFND 1 599,387 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 3,515 423,099 SH   DFND 1 423,099 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 225,861 3,005,484 SH   DFND 1 2,992,699 0 12,785
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UNITED FIRE GROUP INC COM 910340108 8,182 185,720 SH   DFND 1 185,720 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 4,301 273,466 SH   DFND 1 273,466 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 31 12,866 SH   DFND 1 0 0 12,866
UNITED NATURAL FOODS INC COM 911163103 465 12,695 SH   DFND 1 2 12,695 0 0
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UNITED PARCEL SERVICE-CL B CL B 911312106 708,042 6,414,072 SH   DFND 1 6,382,537 0 31,535
UNITED RENTALS INC COM 911363109 206 1,835 SH   DFND 1 2 1,835 0 0
UNITED RENTALS INC COM 911363109 111,897 994,213 SH   DFND 1 990,546 0 3,667
UNITED SECURITY BANCSHARE/CA COM 911460103 284 30,719 SH   DFND 1 30,719 0 0
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UNITED STATES STEEL CORP COM 912909108 31,227 1,410,467 SH   DFND 1 1,404,589 0 5,878
UNITED TECHNOLOGIES CORP COM 913017109 885,480 7,264,254 SH   DFND 1 7,229,548 0 34,706
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UNITEDHEALTH GROUP INC COM 91324P102 1,718,185 9,282,864 SH   DFND 1 9,238,660 0 44,204
UNITEDHEALTH GROUP INC COM 91324P102 5 27 SH   DFND 1 2 27 0 0
UNITI GROUP INC COM 91325V108 35,286 1,403,603 SH   DFND 1 1,395,547 0 8,056
UNITIL CORP COM 913259107 7,316 151,443 SH   DFND 1 151,443 0 0
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UNIVERSAL INSURANCE HOLDINGS COM 91359V107 196 7,814 SH   DFND 1 2 7,814 0 0
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UNIVERSAL STAINLESS & ALLOY COM 913837100 588 30,164 SH   DFND 1 30,164 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 417 116,958 SH   DFND 1 116,958 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 6,644 221,841 SH   DFND 1 221,041 0 800
UNUM GROUP COM 91529Y106 110,159 2,366,182 SH   DFND 1 2,355,791 0 10,391
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URBAN EDGE PROPERTIES COM 91704F104 21,996 926,967 SH   DFND 1 923,610 0 3,357
URBAN ONE INC CL D NON VTG 91705J204 372 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 259 13,988 SH   DFND 1 2 13,988 0 0
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US BANCORP COM NEW 902973304 818,878 15,799,177 SH   DFND 1 15,726,029 0 73,148
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US CONCRETE INC COM NEW 90333L201 10,014 127,498 SH   DFND 1 127,498 0 0
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USANA HEALTH SCIENCES INC COM 90328M107 7,017 109,474 SH   DFND 1 109,474 0 0
USG CORP COM NEW 903293405 20,422 703,749 SH   DFND 1 703,749 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 2,746 37,938 SH   DFND 1 37,938 0 0
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UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 49 21,290 SH   DFND 1 21,290 0 0
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VALIDUS HOLDINGS LTD COM SHS G9319H102 32,422 623,864 SH   DFND 1 623,864 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 15 296 SH   DFND 1 2 296 0 0
VALLEY NATIONAL BANCORP COM 919794107 24,171 2,046,691 SH   DFND 1 2,035,822 0 10,869
VALMONT INDUSTRIES COM 920253101 27,040 180,749 SH   DFND 1 179,988 0 761
VALMONT INDUSTRIES COM 920253101 57 384 SH   DFND 1 2 384 0 0
VALUE LINE INC COM 920437100 305 16,668 SH   DFND 1 16,668 0 0
VALVOLINE INC COM 92047W101 38,536 1,624,658 SH   DFND 1 1,617,774 0 6,884
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VANECK VECTORS JUNIOR GOLD M JR GOLD MINERS E 92189F791 3,261 97,700 PRN   DFND 1 2 97,700 0 0
VANTAGE ENERGY ACQUISITION C UNIT 04/12/2024 92211L204 3,039 300,000 SH   DFND 1 2 300,000 0 0
VANTIV INC - CL A CL A 92210H105 73,580 1,162,294 SH   DFND 1 1,162,294 0 0
VAREX IMAGING CORP COM 92214X106 10,767 318,557 SH   DFND 1 318,557 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 107,282 1,041,306 SH   DFND 1 1,037,318 0 3,988
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VCA INC COM 918194101 62,043 672,388 SH   DFND 1 669,647 0 2,741
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VECTREN CORP COM 92240G101 39,426 674,656 SH   DFND 1 671,851 0 2,805
VECTRUS INC COM 92242T101 2,641 81,720 SH   DFND 1 81,368 0 352
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 584 37,651 SH   DFND 1 36,068 0 1,583
VEECO INSTRUMENTS INC COM 922417100 11,297 405,642 SH   DFND 1 405,642 0 0
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VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 374 6,114 SH   DFND 1 2 6,114 0 0
VENTAS INC COM 92276F100 289,766 4,176,574 SH   DFND 1 4,161,177 0 15,397
VEON LTD SPONSORED ADR 91822M106 3,157 807,652 SH   DFND 1 806,990 0 662
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VERISK ANALYTICS INC COM 92345Y106 134,610 1,598,105 SH   DFND 1 1,586,556 0 11,549
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VERSAR INC COM 925297103 16 11,390 SH   DFND 1 11,390 0 0
VERSARTIS INC COM 92529L102 4,563 261,506 SH   DFND 1 261,506 0 0
VERSO CORP - A CL A 92531L207 1,277 272,440 SH   DFND 1 272,440 0 0
VERSUM MATERIALS INC COM 92532W103 27,996 861,439 SH   DFND 1 857,543 0 3,896
VERTEX ENERGY INC COM 92534K107 94 88,481 SH   DFND 1 88,481 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 306,625 2,383,562 SH   DFND 1 2,365,145 0 18,417
VERTEX PHARMACEUTICALS INC COM 92532F100 490 3,806 SH   DFND 1 2 3,806 0 0
VF CORP COM 918204108 201,172 3,498,298 SH   DFND 1 3,483,402 0 14,896
VGR V2.5 01/15/19 FRNT 1/1 92240MAY4 12,436 8,500,000 PRN   DFND 1 2 8,500,000 0 0
VIACOM INC-CLASS A CL A 92553P102 1,804 47,420 SH   DFND 1 47,420 0 0
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VIACOM INC-CLASS B CL B 92553P201 212 6,325 SH   DFND 1 2 6,325 0 0
VIAD CORP COM NEW 92552R406 7,754 164,108 SH   DFND 1 164,108 0 0
VIASAT INC COM 92552V100 30,511 460,905 SH   DFND 1 459,121 0 1,784
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VICAL INC COM NEW 925602203 102 37,866 SH   DFND 1 37,866 0 0
VICOR CORP COM 925815102 2,465 137,754 SH   DFND 1 137,754 0 0
VIDEOCON D2H LTD -ADR ADR 92657J101 185 19,046 SH   DFND 1 19,046 0 0
VIEWRAY INC COM 92672L107 1,764 272,698 SH   DFND 1 272,698 0 0
VIKING THERAPEUTICS INC COM 92686J106 33 31,264 SH   DFND 1 31,264 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 281 8,883 SH   DFND 1 8,883 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 1,768 68,213 SH   DFND 1 68,213 0 0
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VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,012 64,500 SH   DFND 1 64,500 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADR 92763W103 6,535 622,296 SH   DFND 1 622,296 0 0
VIRCO MFG CORPORATION COM 927651109 109 20,401 SH   DFND 1 20,401 0 0
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VIRTU FINANCIAL INC-CLASS A CL A 928254101 5,617 318,280 SH   DFND 1 318,280 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 6,344 57,185 SH   DFND 1 57,185 0 0
VIRTUSA CORP COM 92827P102 6,962 236,825 SH   DFND 1 236,825 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 1,792,571 19,146,054 SH   DFND 1 19,062,148 0 83,906
VISHAY INTERTECHNOLOGY INC COM 928298108 22,897 1,379,394 SH   DFND 1 1,374,878 0 4,516
VISHAY INTERTECHNOLOGY INC COM 928298108 101 6,092 SH   DFND 1 2 6,092 0 0
VISHAY PRECISION GROUP COM 92835K103 1,338 77,397 SH   DFND 1 77,397 0 0
VISTA OUTDOOR INC COM 928377100 10,740 477,154 SH   DFND 1 477,154 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 56 30,097 SH   DFND 1 30,097 0 0
VISTEON CORP COM NEW 92839U206 25,507 249,925 SH   DFND 1 249,925 0 0
VISTRA ENERGY CORP COM 92840M102 37,844 2,254,004 SH   DFND 1 2,254,004 0 0
VITAL THERAPIES INC COM 92847R104 397 136,933 SH   DFND 1 136,933 0 0
VITAMIN SHOPPE INC COM 92849E101 734 63,055 SH   DFND 1 2 63,055 0 0
VITAMIN SHOPPE INC COM 92849E101 2,482 213,111 SH   DFND 1 213,111 0 0
VIVEVE MEDICAL INC COM NEW 92852W204 738 102,907 SH   DFND 1 102,907 0 0
VIVINT SOLAR INC COM 92854Q106 1,136 194,282 SH   DFND 1 194,282 0 0
VIVUS INC COM 928551100 721 591,652 SH   DFND 1 591,652 0 0
VMWARE INC-CLASS A CL A COM 928563402 31 358 SH   DFND 1 2 358 0 0
VMWARE INC-CLASS A CL A COM 928563402 41,777 478,066 SH   DFND 1 478,066 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 5,530 209,315 SH   DFND 1 209,315 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 143 5,443 SH   DFND 1 2 5,443 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 9,468 329,566 SH   DFND 1 315,260 0 14,306
VOLITIONRX LTD COM 928661107 357 100,890 SH   DFND 1 100,890 0 0
VOLT INFO SCIENCES INC COM 928703107 164 41,675 SH   DFND 1 41,675 0 0
VONAGE HOLDINGS CORP COM 92886T201 10,191 1,558,276 SH   DFND 1 1,558,276 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 26 287 SH   DFND 1 2 287 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 186,609 1,990,380 SH   DFND 1 1,982,906 0 7,474
VOXX INTERNATIONAL CORP CL A 91829F104 1,187 144,834 SH   DFND 1 144,834 0 0
VOYA FINANCIAL INC COM 929089100 56,255 1,525,601 SH   DFND 1 1,525,601 0 0
VOYA FINANCIAL INC COM 929089100 237 6,427 SH   DFND 1 2 6,427 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 610 68,160 SH   DFND 1 68,160 0 0
VRTS 7 1/4 S-D PFD CV SER D 92828Q208 4,503 45,000 PRN   DFND 1 2 45,000 0 0
VSE CORP COM 918284100 3,003 66,782 SH   DFND 1 66,782 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 193 38,876 SH   DFND 1 38,876 0 0
VULCAN MATERIALS CO COM 929160109 159,692 1,262,910 SH   DFND 1 1,257,176 0 5,734
VUZIX CORP COM NEW 92921W300 617 94,298 SH   DFND 1 94,298 0 0
VWR CORP COM 91843L103 190 5,780 SH   DFND 1 2 5,780 0 0
VWR CORP COM 91843L103 24,741 749,526 SH   DFND 1 749,526 0 0
W&T OFFSHORE INC COM 92922P106 1,187 605,652 SH   DFND 1 605,652 0 0
WA/CLAY US INFL-LKD OPP&INC COM 95766R104 268 24,375 SH   DFND 1 2 24,375 0 0
WABASH NATIONAL CORP COM 929566107 17,381 790,772 SH   DFND 1 790,772 0 0
WABASH NATIONAL CORP COM 929566107 37 1,690 SH   DFND 1 2 1,690 0 0
WABCO HOLDINGS INC COM 92927K102 49,973 392,070 SH   DFND 1 392,070 0 0
WABTEC CORP COM 929740108 62,818 686,812 SH   DFND 1 683,894 0 2,918
WADDELL & REED FINANCIAL-A CL A 930059100 19,687 1,042,768 SH   DFND 1 1,041,389 0 1,379
WADDELL & REED FINANCIAL-A CL A 930059100 106 5,660 SH   DFND 1 2 5,660 0 0
WAGEWORKS INC COM 930427109 20,494 304,971 SH   DFND 1 304,971 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 732,876 9,373,386 SH   DFND 1 9,302,552 0 70,834
WALGREENS BOOTS ALLIANCE INC COM 931427108 72 930 SH   DFND 1 2 930 0 0
WALKER & DUNLOP INC COM 93148P102 17,563 359,692 SH   DFND 1 359,692 0 0
WAL-MART STORES INC COM 931142103 1,146,574 15,175,634 SH   DFND 1 15,106,921 0 68,713
WAL-MART STORES INC COM 931142103 487 6,440 SH   DFND 1 2 6,440 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 31 298 SH   DFND 1 2 298 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 1,650,817 15,562,343 SH   DFND 1 15,496,198 0 66,145
WALTER INVESTMENT MANAGEMENT COM 93317W102 203 214,419 SH   DFND 1 214,419 0 0
WARRIOR MET COAL INC COM 93627C101 4,335 253,069 SH   DFND 1 253,069 0 0
WASHINGTON FEDERAL INC COM 938824109 25,229 759,910 SH   DFND 1 756,900 0 3,010
WASHINGTON PRIME GROUP INC COM 93964W108 15,729 1,879,263 SH   DFND 1 1,868,836 0 10,427
WASHINGTON REIT SH BEN INT 939653101 22,751 713,209 SH   DFND 1 713,209 0 0
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WASHINGTONFIRST BANKSHARE COM 940730104 2,742 79,418 SH   DFND 1 79,418 0 0
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WASTE MANAGEMENT INC COM 94106L109 282,472 3,858,217 SH   DFND 1 3,839,581 0 18,636
WASTE MANAGEMENT INC COM 94106L109 26 362 SH   DFND 1 2 362 0 0
WATERS CORP COM 941848103 155,129 845,221 SH   DFND 1 841,748 0 3,473
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WATSCO INC COM 942622200 35,847 232,474 SH   DFND 1 231,446 0 1,028
WATTS WATER TECHNOLOGIES-A CL A 942749102 14,714 232,821 SH   DFND 1 232,821 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 2,473 132,984 SH   DFND 1 132,984 0 0
WAYFAIR INC- CLASS A CL A 94419L101 19,266 250,600 SH   DFND 1 250,600 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 335 17,318 SH   DFND 1 17,318 0 0
WBMD 2.5 01/31/18 NOTE 2.500% 1/3 94770VAF9 2,061 2,000,000 PRN   DFND 1 2 2,000,000 0 0
WD-40 CO COM 929236107 13,479 122,148 SH   DFND 1 122,148 0 0
WDAY 0.75 07/15/18 NOTE 0.750% 7/1 98138HAC5 8,027 6,500,000 PRN   DFND 1 2 6,500,000 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 29,416 7,603,936 SH   DFND 1 7,603,936 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 2,920 754,650 SH   DFND 1 2 754,650 0 0
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WEBSTER FINANCIAL CORP COM 947890109 38,448 736,287 SH   DFND 1 733,164 0 3,123
WEC ENERGY GROUP INC COM 92939U106 201,878 3,294,243 SH   DFND 1 3,279,650 0 14,593
WECAST NETWORK INC COM 94850Q106 52 29,569 SH   DFND 1 29,569 0 0
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 5,374 81,138 SH   DFND 1 80,871 0 267
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 102 1,549 SH   DFND 1 2 1,549 0 0
WEIGHT WATCHERS INTL INC COM 948626106 7,512 224,805 SH   DFND 1 224,805 0 0
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WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 34,140 1,134,244 SH   DFND 1 1,130,248 0 3,996
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WELLCARE HEALTH PLANS INC COM 94946T106 261 1,457 SH   DFND 1 2 1,457 0 0
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WELLS FARGO & CO COM 949746101 131 2,370 SH   DFND 1 2 2,370 0 0
WELLS FARGO & CO COM 949746101 2,489,328 45,002,995 SH   DFND 1 44,798,052 0 204,943
WELLTOWER INC COM 95040Q104 320,901 4,293,489 SH   DFND 1 4,277,602 0 15,887
WENDY'S CO/THE COM 95058W100 24,625 1,587,702 SH   DFND 1 1,581,224 0 6,478
WERNER ENTERPRISES INC COM 950755108 11,446 390,007 SH   DFND 1 388,484 0 1,523
WESBANCO INC COM 950810101 14,310 361,916 SH   DFND 1 361,916 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 5,155 475,175 SH   DFND 1 475,175 0 0
WESCO INTERNATIONAL INC COM 95082P105 238 4,166 SH   DFND 1 2 4,166 0 0
WESCO INTERNATIONAL INC COM 95082P105 20,111 350,994 SH   DFND 1 350,994 0 0
WEST BANCORPORATION CAP STK 95123P106 4,032 170,503 SH   DFND 1 170,503 0 0
WEST CORP COM 952355204 9,546 409,365 SH   DFND 1 408,333 0 1,032
WEST MARINE INC COM 954235107 1,752 136,343 SH   DFND 1 136,343 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 54,377 575,297 SH   DFND 1 572,820 0 2,477
WESTAMERICA BANCORPORATION COM 957090103 12,771 227,902 SH   DFND 1 227,902 0 0
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WESTAR ENERGY INC COM 95709T100 61,638 1,162,981 SH   DFND 1 1,158,188 0 4,793
WESTBURY BANCORP INC COM 95727P106 423 20,808 SH   DFND 1 20,808 0 0
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 189 60,615 SH   DFND 1 60,615 0 0
WESTERN ALLIANCE BANCORP COM 957638109 38,719 786,975 SH   DFND 1 786,975 0 0
WESTERN ASSET EMERGING MARKE COM 95766A101 794 51,036 SH   DFND 1 2 51,036 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 3,560 345,651 SH   DFND 1 339,145 0 6,506
WESTERN DIGITAL CORP COM 958102105 279,580 3,160,503 SH   DFND 1 3,138,542 0 21,961
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 272 4,871 SH   DFND 1 2 4,871 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 2,298 226,475 SH   DFND 1 226,475 0 0
WESTERN UNION CO COM 959802109 90,852 4,776,928 SH   DFND 1 4,748,177 0 28,751
WESTLAKE CHEMICAL CORP COM 960413102 17 270 SH   DFND 1 2 270 0 0
WESTLAKE CHEMICAL CORP COM 960413102 18,735 282,974 SH   DFND 1 282,974 0 0
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WESTMORELAND COAL CO COM 960878106 4 937 SH   DFND 1 2 937 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 506 21,627 SH   DFND 1 17,291 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 62 26,542 SH   DFND 1 26,542 0 0
WESTROCK CO COM 96145D105 144,348 2,551,838 SH   DFND 1 2,539,761 0 12,077
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WEX INC COM 96208T104 30,699 294,422 SH   DFND 1 293,122 0 1,300
WEYCO GROUP INC COM 962149100 1,245 44,684 SH   DFND 1 44,684 0 0
WEYERHAEUSER CO COM 962166104 976 29,142 SH   DFND 1 2 29,142 0 0
WEYERHAEUSER CO COM 962166104 291,780 8,722,857 SH   DFND 1 8,690,259 0 32,598
WGL HOLDINGS INC COM 92924F106 34,549 414,119 SH   DFND 1 412,397 0 1,722
WGL HOLDINGS INC COM 92924F106 1,251 15,000 SH   DFND 1 2 15,000 0 0
WHEATON PRECIOUS METALS CORP COMSTK 962879102 4,696 237,963 SH   DFND 1 237,330 0 633
WHEELER REAL ESTATE INVESTME COM NEW 963025705 378 37,033 SH   DFND 1 37,033 0 0
WHIRLPOOL CORP COM 963320106 144,849 757,198 SH   DFND 1 753,752 0 3,446
WHITE MOUNTAINS INSURANCE GP COM G9618E107 32,288 37,172 SH   DFND 1 37,172 0 0
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WHITING PETROLEUM CORP COM 966387102 12,994 2,358,356 SH   DFND 1 2,358,356 0 0
WHOLE FOODS MARKET INC COM 966837106 155,035 3,687,202 SH   DFND 1 3,673,336 0 13,866
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WILEY (JOHN) & SONS-CLASS A CL A 968223206 19,467 369,061 SH   DFND 1 367,553 0 1,508
WILLBROS GROUP INC COM 969203108 780 316,187 SH   DFND 1 316,187 0 0
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WILLIAM LYON HOMES-CL A CL A NEW 552074700 4,389 181,825 SH   DFND 1 181,825 0 0
WILLIAMS COS INC COM 969457100 6 200 SH   DFND 1 2 200 0 0
WILLIAMS COS INC COM 969457100 261,615 8,653,915 SH   DFND 1 8,615,574 0 38,341
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WILLIS TOWERS WATSON PLC SHS G96629103 194,366 1,338,413 SH   DFND 1 1,332,900 0 5,513
WINDSTREAM HOLDINGS INC COM NEW 97382A200 6,503 1,676,286 SH   DFND 1 1,668,219 0 8,067
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WINMARK CORP COM 974250102 2,404 18,649 SH   DFND 1 18,649 0 0
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WIPRO LTD-ADR SPON ADR 1 SH 97651M109 4,158 799,624 SH   DFND 1 794,000 0 5,624
WIRELESS TELECOM GROUP INC COM 976524108 74 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 10,015 984,763 SH   DFND 1 982,624 0 2,139
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WIX.COM LTD SHS M98068105 280 4,037 SH   DFND 1 2 4,037 0 0
WMIH CORP COM 92936P100 2,183 1,747,000 SH   DFND 1 1,747,000 0 0
WOLVERINE WORLD WIDE INC COM 978097103 20,953 748,084 SH   DFND 1 748,084 0 0
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WORLD FUEL SERVICES CORP COM 981475106 22,438 583,586 SH   DFND 1 581,253 0 2,333
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WORTHINGTON INDUSTRIES COM 981811102 20,760 413,388 SH   DFND 1 411,822 0 1,566
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WPCS INTERNATIONAL INC COM PAR $.0001 N 92931L401 55 40,159 SH   DFND 1 40,159 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 1,449 13,748 SH   DFND 1 13,298 0 450
WPP PLC-SPONSORED ADR ADR 92937A102 148 1,405 SH   DFND 1 2 1,405 0 0
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XBIOTECH INC COM 98400H102 764 162,613 SH   DFND 1 162,613 0 0
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XERIUM TECHNOLOGIES INC COM NEW 98416J118 418 58,265 SH   DFND 1 58,265 0 0
XEROX CORP COM NEW 984121608 92,080 3,208,513 SH   DFND 1 3,195,639 0 12,874
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XOMA CORP COM NEW 98419J206 304 43,491 SH   DFND 1 43,491 0 0
XPERI CORP COM 98421B100 14,067 472,074 SH   DFND 1 471,891 0 183
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XUNLEI LTD-ADR SPONSORED ADR 98419E108 53 16,359 SH   DFND 1 16,359 0 0
XYLEM INC COM 98419M100 103,138 1,863,651 SH   DFND 1 1,855,853 0 7,798
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YANDEX NV-A SHS CLASS A N97284108 4,443 169,322 SH   DFND 1 169,322 0 0
YANGTZE RIVER DEVELOPMENT LT COM 984752105 790 59,218 SH   DFND 1 59,218 0 0
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YEXT INC COM 98585N106 1,655 124,208 SH   DFND 1 124,208 0 0
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YUM CHINA HOLDINGS INC COM 98850P109 58,164 1,477,833 SH   DFND 1 1,476,933 0 900
YUM! BRANDS INC COM 988498101 222,158 3,017,659 SH   DFND 1 3,002,405 0 15,254
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ZAYO GROUP HOLDINGS INC COM 98919V105 27,572 893,102 SH   DFND 1 893,102 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 42,674 424,536 SH   DFND 1 422,752 0 1,784
ZEDGE INC-CL B CL B 98923T104 164 74,255 SH   DFND 1 74,255 0 0
ZENDESK INC COM 98936J101 18,555 667,929 SH   DFND 1 667,929 0 0
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ZIMMER BIOMET HOLDINGS INC COM 98956P102 257,548 2,009,280 SH   DFND 1 2,000,532 0 8,748
ZION OIL & GAS INC COM 989696109 764 222,752 SH   DFND 1 222,752 0 0
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ZIONS BANCORPORATION COM 989701107 98,600 2,248,842 SH   DFND 1 2,240,050 0 8,792
ZIONS BANCORPORATION-CW20 *W EXP 05/22/202 989701115 20,768 1,641,778 SH   DFND 1 2 1,641,778 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 6,917 1,112,128 SH   DFND 1 1,111,239 0 889
ZIX CORP COM 98974P100 2,814 494,593 SH   DFND 1 494,593 0 0
ZIX CORP COM 98974P100 171 30,158 SH   DFND 1 2 30,158 0 0
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ZOETIS INC CL A 98978V103 293,070 4,706,452 SH   DFND 1 4,685,157 0 21,295
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ZUMIEZ INC COM 989817101 201 16,309 SH   DFND 1 2 16,309 0 0
ZUMIEZ INC COM 989817101 1,964 159,038 SH   DFND 1 159,038 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 1,631 96,145 SH   DFND 1 96,145 0 0
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