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 2,519 255,799 SH   DFND 1 254,374 0 1,425
1ST CONSTITUTION BANCORP COM 31986N102 845 46,592 SH   DFND 1 46,592 0 0
1ST SOURCE CORP COM 336901103 8,491 167,165 SH   DFND 1 167,165 0 0
21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 193 33,985 SH   DFND 1 33,985 0 0
22ND CENTURY GROUP INC COM 90137F103 1,324 478,288 SH   DFND 1 478,288 0 0
2U INC COM 90214J101 25,452 454,189 SH   DFND 1 454,189 0 0
3D SYSTEMS CORP COM NEW 88554D205 11,951 892,540 SH   DFND 1 888,665 0 3,875
3M CO COM 88579Y101 1,376,319 6,568,883 SH   DFND 1 6,540,614 0 28,269
51JOB INC-ADR SP ADR REP COM 316827104 1,130 18,656 SH   DFND 1 18,656 0 0
51JOB INC-ADR SP ADR REP COM 316827104 114 1,879 SH   DFND 1 2 1,879 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 11 183 SH   DFND 1 2 183 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 8,414 134,083 SH   DFND 1 134,083 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 198 13,237 SH   DFND 1 13,237 0 0
8X8 INC COM 282914100 11,124 824,068 SH   DFND 1 824,068 0 0
A H BELO CORP-A COM CL A 001282102 510 111,004 SH   DFND 1 111,004 0 0
A10 NETWORKS INC COM 002121101 2,879 380,829 SH   DFND 1 380,829 0 0
AAC HOLDINGS INC COM 000307108 752 75,753 SH   DFND 1 75,753 0 0
AAON INC COM PAR $0.004 000360206 12,720 368,967 SH   DFND 1 368,967 0 0
AAR CORP COM 000361105 9,952 263,446 SH   DFND 1 263,446 0 0
AARON'S INC COM PAR $0.50 002535300 29,929 685,979 SH   DFND 1 683,852 0 2,127
ABAXIS INC COM 002567105 8,710 195,076 SH   DFND 1 194,554 0 522
ABAXIS INC COM 002567105 136 3,060 SH   DFND 1 2 3,060 0 0
ABB LTD-SPON ADR SPONSORED ADR 000375204 495 20,012 SH   DFND 1 16,110 0 3,902
ABBOTT LABORATORIES COM 002824100 919,137 17,259,704 SH   DFND 1 17,176,464 0 83,240
ABBOTT LABORATORIES COM 002824100 140 2,630 SH   DFND 1 2 2,630 0 0
ABBVIE INC COM 00287Y109 643 7,246 SH   DFND 1 2 7,246 0 0
ABBVIE INC COM 00287Y109 1,360,144 15,338,414 SH   DFND 1 15,262,122 0 76,292
ABEONA THERAPEUTICS INC COM 00289Y107 4,253 249,460 SH   DFND 1 249,460 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 8,096 560,699 SH   DFND 1 560,296 0 403
ABIOMED INC COM 003654100 58,950 349,645 SH   DFND 1 348,209 0 1,436
ABM INDUSTRIES INC COM 000957100 19,348 463,880 SH   DFND 1 463,880 0 0
ABRAXAS PETROLEUM CORP COM 003830106 2,443 1,299,743 SH   DFND 1 1,299,743 0 0
AC IMMUNE SA SHS H00263105 484 42,852 SH   DFND 1 42,852 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 7,840 166,465 SH   DFND 1 166,465 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,870 410,998 SH   DFND 1 410,998 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 33,170 694,534 SH   DFND 1 691,737 0 2,797
ACADIA PHARMACEUTICALS INC COM 004225108 31,836 845,130 SH   DFND 1 845,130 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 24,524 856,890 SH   DFND 1 856,890 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 5,542 246,903 SH   DFND 1 246,709 0 194
ACCELERON PHARMA INC COM 00434H108 12,048 322,834 SH   DFND 1 322,834 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 951,633 7,057,947 SH   DFND 1 7,028,560 0 29,387
ACCESS NATIONAL CORP COM 004337101 3,584 125,064 SH   DFND 1 125,064 0 0
ACCO BRANDS CORP COM 00081T108 10,803 907,895 SH   DFND 1 907,895 0 0
ACCURAY INC COM 004397105 2,898 724,747 SH   DFND 1 724,747 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 992 215,834 SH   DFND 1 215,834 0 0
ACETO CORP COM 004446100 124 11,055 SH   DFND 1 2 11,055 0 0
ACETO CORP COM 004446100 2,899 258,167 SH   DFND 1 258,167 0 0
ACHAOGEN INC COM 004449104 4,683 293,612 SH   DFND 1 293,612 0 0
ACHIEVE LIFE SCIENCES INC COMSTK 004468104 27 13,484 SH   DFND 1 13,484 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 4,682 1,042,866 SH   DFND 1 1,042,866 0 0
ACI WORLDWIDE INC COM 004498101 23,620 1,036,918 SH   DFND 1 1,032,884 0 4,034
ACLARIS THERAPEUTICS INC COM 00461U105 5,471 212,009 SH   DFND 1 212,009 0 0
ACNB CORP COM 000868109 982 35,466 SH   DFND 1 35,466 0 0
ACORDA THERAPEUTICS INC COM 00484M106 10,191 430,928 SH   DFND 1 430,928 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 109 191,249 SH   DFND 1 191,249 0 0
ACTIVISION BLIZZARD INC COM 00507V109 485,306 7,537,909 SH   DFND 1 7,480,730 0 57,179
ACTUA CORP COM 005094107 4,536 296,514 SH   DFND 1 296,514 0 0
ACTUANT CORP-A CL A NEW 00508X203 12,746 497,921 SH   DFND 1 497,921 0 0
ACUITY BRANDS INC COM 00508Y102 80,109 468,551 SH   DFND 1 466,668 0 1,883
ACUITY BRANDS INC COM 00508Y102 31 184 SH   DFND 1 2 184 0 0
ACUSHNET HOLDINGS CORP COM 005098108 3,400 191,453 SH   DFND 1 191,453 0 0
ACXIOM CORP COM 005125109 17,099 693,963 SH   DFND 1 691,228 0 2,735
ADAMAS PHARMACEUTICALS INC COM 00548A106 2,689 127,044 SH   DFND 1 127,044 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 912 174,557 SH   DFND 1 174,557 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 5,607 368,658 SH   DFND 1 2 368,658 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 4,248 216,184 SH   DFND 1 2 216,184 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 712 17,168 SH   DFND 1 17,168 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 234 28,605 SH   DFND 1 28,605 0 0
ADCARE HEALTH SYSTEMS INC COMSTK 00650W300 37 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 2,239 63,441 SH   DFND 1 63,441 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 16 11,928 SH   DFND 1 11,928 0 0
ADECOAGRO SA COM L00849106 37 3,510 SH   DFND 1 3,510 0 0
ADECOAGRO SA COM L00849106 729 67,590 SH   DFND 1 2 67,590 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 512 65,333 SH   DFND 1 65,333 0 0
ADIENT PLC ORD SHS G0084W101 64,958 773,406 SH   DFND 1 773,260 0 146
ADMA BIOLOGICS INC COM 000899104 66 21,526 SH   DFND 1 21,526 0 0
ADOBE SYSTEMS INC COM 00724F101 749,167 5,031,716 SH   DFND 1 4,995,081 0 36,635
ADOBE SYSTEMS INC COM 00724F101 32 219 SH   DFND 1 2 219 0 0
ADOMANI INC COM 00726A100 240 34,571 SH   DFND 1 34,571 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 41 1,163 SH   DFND 1 2 1,163 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 17,246 481,071 SH   DFND 1 478,942 0 2,129
ADTRAN INC COM 00738A106 12,468 519,509 SH   DFND 1 519,509 0 0
ADTRAN INC COM 00738A106 77 3,229 SH   DFND 1 2 3,229 0 0
ADURO BIOTECH INC COM 00739L101 3,368 316,297 SH   DFND 1 316,297 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 396 3,993 SH   DFND 1 2 3,993 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 80,781 815,762 SH   DFND 1 812,453 0 3,309
ADVANCED ACCELERATOR APP-ADR SPONSORED ADS 00790T100 1,776 26,277 SH   DFND 1 26,277 0 0
ADVANCED ACCELERATOR APP-ADR SPONSORED ADS 00790T100 302 4,469 SH   DFND 1 2 4,469 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 8,996 357,136 SH   DFND 1 357,136 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 5,940 293,369 SH   DFND 1 293,369 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 2,166 197,479 SH   DFND 1 197,479 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 30,615 379,097 SH   DFND 1 379,097 0 0
ADVANCED MICRO DEVICES COM 007903107 115,831 9,100,635 SH   DFND 1 9,064,147 0 36,488
ADVANCED SEMICONDUCTOR E-ADR SPONSORED ADR 00756M404 2,127 344,184 SH   DFND 1 2 344,184 0 0
ADVANCED SEMICONDUCTOR E-ADR SPONSORED ADR 00756M404 142 23,046 SH   DFND 1 19,186 0 3,860
ADVANSIX INC COM 00773T101 9,759 245,531 SH   DFND 1 245,531 0 0
ADVAXIS INC COM NEW 007624208 1,230 294,317 SH   DFND 1 294,317 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 347 95,252 SH   DFND 1 95,252 0 0
ADVISORY BOARD CO/THE COM 00762W107 18,867 351,841 SH   DFND 1 351,841 0 0
ADVISORY BOARD CO/THE COM 00762W107 965 18,000 SH   DFND 1 2 18,000 0 0
AECOM COM 00766T100 48,079 1,306,156 SH   DFND 1 1,300,788 0 5,368
AEGION CORP COM 00770F104 7,013 301,254 SH   DFND 1 301,254 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 145 30,649 SH   DFND 1 30,649 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SH 007924103 155 26,803 SH   DFND 1 23,363 0 3,440
AEHR TEST SYSTEMS COM 00760J108 401 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 51 59,740 SH   DFND 1 59,740 0 0
AERCAP HOLDINGS NV SHS N00985106 18,977 373,844 SH   DFND 1 373,844 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 15,028 309,231 SH   DFND 1 309,231 0 0
AEROHIVE NETWORKS INC COM 007786106 1,330 325,347 SH   DFND 1 325,347 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 21,146 604,023 SH   DFND 1 604,023 0 0
AEROVIRONMENT INC COM 008073108 10,089 186,422 SH   DFND 1 186,422 0 0
AES CORP COM 00130H105 589 53,507 SH   DFND 1 2 53,507 0 0
AES CORP COM 00130H105 80,896 7,354,806 SH   DFND 1 7,325,222 0 29,584
AETHLON MEDICAL INC COM NEW 00808Y208 37 24,234 SH   DFND 1 24,234 0 0
AETNA INC COM 00817Y108 312 1,965 SH   DFND 1 2 1,965 0 0
AETNA INC COM 00817Y108 537,526 3,387,057 SH   DFND 1 3,371,031 0 16,026
AEVI GENOMIC MEDICINE INC COM 00835P105 231 183,789 SH   DFND 1 183,789 0 0
AFFILIATED MANAGERS GROUP COM 008252108 108,966 575,242 SH   DFND 1 572,739 0 2,503
AFFIMED NV COM N01045108 42 18,764 SH   DFND 1 18,764 0 0
AFLAC INC COM 001055102 333,695 4,107,863 SH   DFND 1 4,089,162 0 18,701
AFLAC INC COM 001055102 18 224 SH   DFND 1 2 224 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 4,183 217,451 SH   DFND 1 211,603 0 5,848
AGCO CORP COM 001084102 41,423 562,033 SH   DFND 1 559,772 0 2,261
AGENUS INC COM NEW 00847G705 2,944 667,586 SH   DFND 1 667,586 0 0
AGILE THERAPEUTICS INC COM 00847L100 764 171,318 SH   DFND 1 171,318 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 222,984 3,479,681 SH   DFND 1 3,464,404 0 15,277
AGILYSYS INC COM 00847J105 1,609 134,656 SH   DFND 1 134,656 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 24,393 365,439 SH   DFND 1 365,439 0 0
AGNC INVESTMENT CORP COM 00123Q104 105,820 4,882,220 SH   DFND 1 4,875,445 0 6,775
AGNICO EAGLE MINES LTD COMSTK 008474108 5,763 128,496 SH   DFND 1 128,231 0 265
AGREE REALTY CORP COM 008492100 11,351 231,278 SH   DFND 1 231,278 0 0
AGRIUM INC COMSTK 008916108 8,101 76,269 SH   DFND 1 76,269 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 1,603 228,111 SH   DFND 1 228,111 0 0
AILERON THERAPEUTICS INC COM 00887A105 233 17,418 SH   DFND 1 17,418 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 6,142 247,773 SH   DFND 1 247,773 0 0
AIR LEASE CORP CL A 00912X302 34,066 799,306 SH   DFND 1 799,306 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 317,704 2,105,223 SH   DFND 1 2,094,994 0 10,229
AIR TRANSPORT SERVICES GROUP COM 00922R105 12,043 494,810 SH   DFND 1 494,810 0 0
AIRCASTLE LTD COM G0129K104 9,822 440,655 SH   DFND 1 440,655 0 0
AIRGAIN INC COM 00938A104 320 35,237 SH   DFND 1 35,237 0 0
AIRMEDIA GROUP INC-ADR SPONSORED ADR 009411109 51 20,876 SH   DFND 1 20,876 0 0
AK STEEL HOLDING CORP COM 001547108 32 5,817 SH   DFND 1 2 5,817 0 0
AK STEEL HOLDING CORP COM 001547108 16,595 2,968,760 SH   DFND 1 2,968,760 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 307 6,318 SH   DFND 1 2 6,318 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 90,212 1,854,996 SH   DFND 1 1,842,286 0 12,710
AKCEA THERAPEUTICS INC COMSTK 00972L107 5,572 201,393 SH   DFND 1 201,393 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 1,440 73,218 SH   DFND 1 2 73,218 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 9,494 482,699 SH   DFND 1 482,699 0 0
AKERS BIOSCIENCES INC COM 00973E102 9 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM 009728106 25,495 768,178 SH   DFND 1 764,970 0 3,208
AKOUSTIS TECHNOLOGIES INC COM 00973N102 451 69,185 SH   DFND 1 69,185 0 0
ALAMO GROUP INC COM 011311107 12,969 120,790 SH   DFND 1 120,790 0 0
ALARM.COM HOLDINGS INC COM 011642105 11,283 249,748 SH   DFND 1 249,748 0 0
ALASKA AIR GROUP INC COM 011659109 101,222 1,329,069 SH   DFND 1 1,323,131 0 5,938
ALASKA AIR GROUP INC COM 011659109 29 391 SH   DFND 1 2 391 0 0
ALASKA COMM SYSTEMS GROUP COM 01167P101 819 361,214 SH   DFND 1 361,214 0 0
ALBANY INTL CORP-CL A CL A 012348108 13,506 235,310 SH   DFND 1 235,310 0 0
ALBEMARLE CORP COM 012653101 155,130 1,140,282 SH   DFND 1 1,135,072 0 5,210
ALBIREO PHARMA INC COM 01345P106 667 31,852 SH   DFND 1 31,852 0 0
ALCOA CORP COM 013872106 66,424 1,424,812 SH   DFND 1 1,424,812 0 0
ALCOBRA LTD SHS M2239P109 11 11,033 SH   DFND 1 11,033 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 6,320 515,986 SH   DFND 1 515,986 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 547 75,994 SH   DFND 1 75,994 0 0
ALERE INC COM 01449J105 36,420 714,266 SH   DFND 1 714,266 0 0
ALEXANDER & BALDWIN INC COM 014491104 17,389 375,340 SH   DFND 1 373,765 0 1,575
ALEXANDER'S INC COM 014752109 11,160 26,317 SH   DFND 1 26,317 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 138,266 1,164,097 SH   DFND 1 1,159,909 0 4,188
ALEXION PHARMACEUTICALS INC COM 015351109 307,191 2,194,149 SH   DFND 1 2,177,299 0 16,850
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 290,264 1,690,684 SH   DFND 1 1,690,075 0 609
ALICO INC COM 016230104 966 28,307 SH   DFND 1 28,307 0 0
ALIGN TECHNOLOGY INC COM 016255101 165,115 887,897 SH   DFND 1 884,670 0 3,227
ALIGN TECHNOLOGY INC COM 016255101 92 498 SH   DFND 1 2 498 0 0
ALIMERA SCIENCES INC COM 016259103 211 156,604 SH   DFND 1 156,604 0 0
ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 15,267 13,500,000 PRN   DFND 1 2 13,500,000 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 86 24,901 SH   DFND 1 24,901 0 0
ALKERMES PLC SHS G01767105 66,662 1,311,821 SH   DFND 1 1,311,697 0 124
ALLEGHANY CORP COM 017175100 73,744 133,173 SH   DFND 1 132,644 0 529
ALLEGHENY TECHNOLOGIES INC COM 01741R102 21,288 890,714 SH   DFND 1 886,987 0 3,727
ALLEGIANCE BANCSHARES INC COM 01748H107 3,642 98,979 SH   DFND 1 98,979 0 0
ALLEGIANT TRAVEL CO COM 01748X102 15,507 117,747 SH   DFND 1 117,747 0 0
ALLEGION PLC ORD SHS G0176J109 85,597 991,834 SH   DFND 1 987,589 0 4,245
ALLERGAN PLC SHS G0177J108 685,221 3,350,062 SH   DFND 1 3,334,635 0 15,427
ALLETE INC COM NEW 018522300 39,072 505,537 SH   DFND 1 505,537 0 0
ALLIANCE CALIF MUNI INCOME COM 018546101 641 46,470 SH   DFND 1 2 46,470 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 63 288 SH   DFND 1 2 288 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 119,539 540,522 SH   DFND 1 538,363 0 2,159
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 1,063 38,247 SH   DFND 1 38,247 0 0
ALLIANCE ONE INTERNATIONAL COM NEW 018772301 462 42,426 SH   DFND 1 42,426 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,544 79,804 SH   DFND 1 2 79,804 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,575 81,415 SH   DFND 1 81,415 0 0
ALLIANT ENERGY CORP COM 018802108 103,662 2,498,478 SH   DFND 1 2,487,639 0 10,839
ALLIED MOTION TECHNOLOGIES COM 019330109 1,662 65,610 SH   DFND 1 65,610 0 0
ALLIQUA BIOMEDICAL INC COM NEW 019621309 28 76,706 SH   DFND 1 76,706 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 76,062 2,026,710 SH   DFND 1 2,026,710 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 2,023 53,919 SH   DFND 1 2 53,919 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 97 18,186 SH   DFND 1 18,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 23,034 1,618,703 SH   DFND 1 1,612,508 0 6,195
ALLSTATE CORP COM 020002101 339,950 3,705,871 SH   DFND 1 3,689,704 0 16,167
ALLY FINANCIAL INC COM 02005N100 178 7,342 SH   DFND 1 2 7,342 0 0
ALLY FINANCIAL INC COM 02005N100 85,744 3,536,584 SH   DFND 1 3,536,584 0 0
ALMOST FAMILY INC COM 020409108 5,793 107,895 SH   DFND 1 107,895 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 77,487 659,527 SH   DFND 1 659,403 0 124
ALON USA PARTNERS LP UT LTDPART INT 02052T109 572 49,548 SH   DFND 1 2 49,548 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 4,096 248,449 SH   DFND 1 248,449 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 363 22,051 SH   DFND 1 2 22,051 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 3,108,504 3,198,363 SH   DFND 1 3,175,807 0 22,556
ALPHABET INC-CL C CAP STK CL C 02079K107 3,112,886 3,251,657 SH   DFND 1 3,227,469 0 24,188
ALPHATEC HOLDINGS INC COM NEW 02081G201 112 49,590 SH   DFND 1 49,590 0 0
ALPINE IMMUNE SCIENCES INC COMSTK 02083G100 364 31,490 SH   DFND 1 31,490 0 0
ALTABA INC COM 021346101 1,411 21,313 SH   DFND 1 20,636 0 677
ALTABA INC COM 021346101 4,636 70,000 SH   DFND 1 2 70,000 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 2,693 132,230 SH   DFND 1 132,230 0 0
ALTICE USA INC- A CL A 02156K103 10,883 398,528 SH   DFND 1 398,528 0 0
ALTIMMUNE INC COM 02155H101 254 109,600 SH   DFND 1 108,903 0 697
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2,665 103,044 SH   DFND 1 103,044 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 4,786 430,786 SH   DFND 1 430,786 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 12,733 264,735 SH   DFND 1 264,735 0 0
ALTRIA GROUP INC COM 02209S103 1,334,425 21,079,455 SH   DFND 1 20,993,626 0 85,829
AMAG PHARMACEUTICALS INC COM 00163U106 6,638 359,816 SH   DFND 1 359,689 0 127
AMAG PHARMACEUTICALS INC COM 00163U106 225 12,211 SH   DFND 1 2 12,211 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 637 182,000 SH   DFND 1 182,000 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 316 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 32 34 SH   DFND 1 2 34 0 0
AMAZON.COM INC COM 023135106 3,958,433 4,125,575 SH   DFND 1 4,092,885 0 32,690
AMBAC FINANCIAL GROUP INC COM NEW 023139884 6,771 392,336 SH   DFND 1 392,336 0 0
AMBARELLA INC SHS G037AX101 4,231 86,340 SH   DFND 1 86,296 0 44
AMBER ROAD INC COM 02318Y108 1,172 152,636 SH   DFND 1 152,636 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 986 149,658 SH   DFND 1 149,658 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 6,533 444,436 SH   DFND 1 444,436 0 0
AMC NETWORKS INC-A CL A 00164V103 26,827 458,821 SH   DFND 1 457,040 0 1,781
AMC NETWORKS INC-A CL A 00164V103 44 766 SH   DFND 1 2 766 0 0
AMDOCS LTD SHS G02602103 27,393 425,897 SH   DFND 1 425,897 0 0
AMEDICA CORP COM NEW 023435209 34 114,757 SH   DFND 1 114,757 0 0
AMEDISYS INC COM 023436108 16,047 286,772 SH   DFND 1 286,772 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 2,133 51,773 SH   DFND 1 51,773 0 0
AMERCO COM 023586100 22,415 59,814 SH   DFND 1 59,814 0 0
AMEREN CORPORATION COM 023608102 144,295 2,499,717 SH   DFND 1 2,488,474 0 11,243
AMERESCO INC-CL A CL A 02361E108 1,127 144,551 SH   DFND 1 144,551 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 236 39,141 SH   DFND 1 39,141 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 33 714 SH   DFND 1 2 714 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 225,896 4,763,848 SH   DFND 1 4,729,201 0 34,647
AMERICAN ASSETS TRUST INC COM 024013104 16,802 422,501 SH   DFND 1 422,501 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 18,721 1,064,946 SH   DFND 1 1,064,946 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 144 8,237 SH   DFND 1 2 8,237 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 58,612 1,327,579 SH   DFND 1 1,322,900 0 4,679
AMERICAN EAGLE OUTFITTERS COM 02553E106 22,663 1,584,873 SH   DFND 1 1,578,333 0 6,540
AMERICAN EAGLE OUTFITTERS COM 02553E106 53 3,775 SH   DFND 1 2 3,775 0 0
AMERICAN ELECTRIC POWER COM 025537101 331,547 4,729,978 SH   DFND 1 4,707,262 0 22,716
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 18 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 20,757 713,818 SH   DFND 1 713,818 0 0
AMERICAN EXPRESS CO COM 025816109 660,659 7,317,917 SH   DFND 1 7,284,027 0 33,890
AMERICAN FINANCIAL GROUP INC COM 025932104 63,800 617,031 SH   DFND 1 614,679 0 2,352
AMERICAN HOMES 4 RENT- A CL A 02665T306 49,608 2,285,038 SH   DFND 1 2,285,038 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 22,591 367,993 SH   DFND 1 2 367,993 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 536,168 8,752,115 SH   DFND 1 8,711,703 0 40,412
AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 13,405 670,267 SH   DFND 1 2 670,267 0 0
AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 13 694 SH   DFND 1 694 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 11,927 101,010 SH   DFND 1 101,010 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 7,523 493,328 SH   DFND 1 493,328 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 2,779 132,040 SH   DFND 1 132,040 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 185 8,813 SH   DFND 1 2 8,813 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 2,954 76,531 SH   DFND 1 76,531 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,299 86,819 SH   DFND 1 86,819 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 160 11,472 SH   DFND 1 11,472 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 2,592 228,195 SH   DFND 1 228,195 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 121 10,683 SH   DFND 1 2 10,683 0 0
AMERICAN STATES WATER CO COM 029899101 15,651 317,790 SH   DFND 1 317,790 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 428 94,318 SH   DFND 1 94,318 0 0
AMERICAN TOWER CORP COM 03027X100 542,414 3,976,984 SH   DFND 1 3,957,784 0 19,200
AMERICAN VANGUARD CORP COM 030371108 8 377 SH   DFND 1 2 377 0 0
AMERICAN VANGUARD CORP COM 030371108 5,020 219,223 SH   DFND 1 219,223 0 0
AMERICAN WATER WORKS CO INC COM 030420103 148,458 1,838,386 SH   DFND 1 1,830,404 0 7,982
AMERICAN WOODMARK CORP COM 030506109 12,118 125,911 SH   DFND 1 125,911 0 0
AMERICA'S CAR-MART INC COM 03062T105 2,555 62,132 SH   DFND 1 62,132 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 222,062 1,498,260 SH   DFND 1 1,491,113 0 7,147
AMERIPRISE FINANCIAL INC COM 03076C106 85 575 SH   DFND 1 2 575 0 0
AMERIS BANCORP COM 03076K108 16,124 335,937 SH   DFND 1 335,937 0 0
AMERISAFE INC COM 03071H100 9,795 168,315 SH   DFND 1 168,315 0 0
AMERISERV FINANCIAL INC COM 03074A102 58 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 132,801 1,608,076 SH   DFND 1 1,599,762 0 8,314
AMES NATIONAL CORP COM 031001100 1,586 53,151 SH   DFND 1 53,151 0 0
AMETEK INC COM 031100100 156,396 2,372,688 SH   DFND 1 2,361,396 0 11,292
AMGEN INC COM 031162100 784 4,208 SH   DFND 1 2 4,208 0 0
AMGEN INC COM 031162100 1,471,361 7,906,087 SH   DFND 1 7,849,779 0 56,308
AMICUS THERAPEUTICS INC COM 03152W109 22,214 1,473,089 SH   DFND 1 1,473,089 0 0
AMKOR TECHNOLOGY INC COM 031652100 40 3,876 SH   DFND 1 2 3,876 0 0
AMKOR TECHNOLOGY INC COM 031652100 18,996 1,800,649 SH   DFND 1 1,800,649 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 21,344 467,048 SH   DFND 1 467,048 0 0
AMPCO-PITTSBURGH CORP COM 032037103 1,162 66,804 SH   DFND 1 66,804 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 5,850 327,389 SH   DFND 1 327,389 0 0
AMPHENOL CORP-CL A CL A 032095101 286,585 3,391,971 SH   DFND 1 3,378,317 0 13,654
AMPIO PHARMACEUTICALS INC COM 03209T109 147 241,370 SH   DFND 1 241,370 0 0
AMPLIFY SNACK BRANDS INC COM 03211L102 1,867 263,337 SH   DFND 1 263,337 0 0
AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 34 37,449 SH   DFND 1 37,449 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 358 29,948 SH   DFND 1 2 29,948 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 776 64,857 SH   DFND 1 64,857 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 12,662 940,725 SH   DFND 1 940,725 0 0
AMYRIS INC COM NEW 03236M200 537 168,018 SH   DFND 1 168,018 0 0
ANADARKO PETROLEUM CORP COM 032511107 260,020 5,333,904 SH   DFND 1 5,308,310 0 25,594
ANALOG DEVICES INC COM 032654105 333,476 3,877,238 SH   DFND 1 3,849,137 0 28,101
ANALOGIC CORP COM PAR $0.05 032657207 9,742 116,331 SH   DFND 1 116,331 0 0
ANALOGIC CORP COM PAR $0.05 032657207 32 394 SH   DFND 1 2 394 0 0
ANAPTYSBIO INC COM 032724106 2,779 79,516 SH   DFND 1 79,516 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1,286 310,779 SH   DFND 1 310,779 0 0
ANCHOR BANCORP COM 032838104 233 9,419 SH   DFND 1 9,419 0 0
ANDEAVOR COMSTK 03349M105 27 269 SH   DFND 1 2 269 0 0
ANDEAVOR COMSTK 03349M105 156,614 1,521,220 SH   DFND 1 1,514,241 0 6,979
ANDERSONS INC/THE COM 034164103 8,497 248,097 SH   DFND 1 248,097 0 0
ANGIE'S LIST INC COMSTK 034754101 4,476 359,252 SH   DFND 1 359,252 0 0
ANGIODYNAMICS INC COM 03475V101 6,767 395,969 SH   DFND 1 395,969 0 0
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 537 4,503 SH   DFND 1 4,503 0 0
ANI PHARMACEUTICALS INC COM 00182C103 3,493 66,548 SH   DFND 1 66,548 0 0
ANIKA THERAPEUTICS INC COM 035255108 7,688 132,562 SH   DFND 1 132,440 0 122
ANIXTER INTERNATIONAL INC COM 035290105 27,659 325,402 SH   DFND 1 325,072 0 330
ANNALY CAPITAL MANAGEMENT IN COM 035710409 139,995 11,489,361 SH   DFND 1 11,473,044 0 16,317
ANSYS INC COM 03662Q105 32 266 SH   DFND 1 2 266 0 0
ANSYS INC COM 03662Q105 121,503 991,736 SH   DFND 1 987,944 0 3,792
ANTARES PHARMA INC COM 036642106 129 39,993 SH   DFND 1 2 39,993 0 0
ANTARES PHARMA INC COM 036642106 4,114 1,269,838 SH   DFND 1 1,269,838 0 0
ANTERO RESOURCES CORP COM 03674X106 171 8,643 SH   DFND 1 2 8,643 0 0
ANTERO RESOURCES CORP COM 03674X106 32,888 1,653,507 SH   DFND 1 1,653,507 0 0
ANTHEM INC COM 036752103 532,618 2,810,340 SH   DFND 1 2,797,691 0 12,649
ANTHEM INC COM 036752103 509 2,681 SH   DFND 1 2 2,681 0 0
ANTHERA PHARMACEUTICALS INC COM 03674U300 42 29,335 SH   DFND 1 29,335 0 0
ANW 4 11/01/18 NOTE 4.000%11/0 Y0020QAA9 9,012 9,562,000 PRN   DFND 1 2 9,562,000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 6,020 1,001,736 SH   DFND 1 994,873 0 6,863
AON PLC SHS CL A G0408V102 350,542 2,404,402 SH   DFND 1 2,393,023 0 11,379
APACHE CORP COM 037411105 178,434 3,903,472 SH   DFND 1 3,886,016 0 17,456
APACHE CORP COM 037411105 72 1,589 SH   DFND 1 2 1,589 0 0
APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 341 12,741 SH   DFND 1 12,741 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 85,237 1,945,841 SH   DFND 1 1,938,819 0 7,022
APOGEE ENTERPRISES INC COM 037598109 12,178 252,362 SH   DFND 1 252,362 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 20,559 1,135,250 SH   DFND 1 1,126,727 0 8,523
APOLLO INVESTMENT CORP COM 03761U106 175 28,690 SH   DFND 1 0 0 28,690
APPFOLIO INC - A COM CL A 03783C100 4,921 102,641 SH   DFND 1 102,641 0 0
APPFOLIO INC - A COM CL A 03783C100 696 14,535 SH   DFND 1 2 14,535 0 0
APPIAN CORP CL A 03782L101 1,352 47,522 SH   DFND 1 47,522 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 37,662 1,991,688 SH   DFND 1 1,991,688 0 0
APPLE INC COM 037833100 8,474,575 55,090,279 SH   DFND 1 54,697,045 0 393,234
APPLIED DNA SCIENCES INC COM NEW 03815U201 316 110,263 SH   DFND 1 110,263 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 454 115,111 SH   DFND 1 112,845 0 2,266
APPLIED INDUSTRIAL TECH INC COM 03820C105 21,628 328,704 SH   DFND 1 328,704 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 87 1,331 SH   DFND 1 2 1,331 0 0
APPLIED MATERIALS INC COM 038222105 1,015 19,488 SH   DFND 1 2 19,488 0 0
APPLIED MATERIALS INC COM 038222105 661,188 12,714,442 SH   DFND 1 12,634,037 0 80,405
APPLIED OPTOELECTRONICS INC COM 03823U102 10,507 162,483 SH   DFND 1 162,387 0 96
APPROACH RESOURCES INC COM 03834A103 1,030 410,697 SH   DFND 1 410,697 0 0
APPTIO INC - CLASS A CL A 03835C108 1,894 102,545 SH   DFND 1 102,545 0 0
APRICUS BIOSCIENCES INC COM NEW 03832V307 42 24,953 SH   DFND 1 24,953 0 0
APTARGROUP INC COM 038336103 44,942 520,708 SH   DFND 1 518,560 0 2,148
APTEVO THERAPEUTICS INC COM 03835L108 220 96,321 SH   DFND 1 96,228 0 93
AQUA AMERICA INC COM 03836W103 49,726 1,498,233 SH   DFND 1 1,492,158 0 6,075
AQUA METALS INC COM 03837J101 882 128,812 SH   DFND 1 128,812 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 1,189 88,075 SH   DFND 1 88,075 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 1,734 122,220 SH   DFND 1 122,220 0 0
ARALEZ PHARMACEUTICALS INC COM 03852X100 64 28,175 SH   DFND 1 28,175 0 0
ARAMARK COM 03852U106 82,161 2,024,047 SH   DFND 1 2,024,047 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,789 291,972 SH   DFND 1 291,972 0 0
ARAY 3.5 02/01/18 NOTE 3.500% 2/0 004397AD7 5,575 5,500,000 PRN   DFND 1 2 5,500,000 0 0
ARAY 3.5 02/01/18 A DEBT 3.500% 2/0 004397AF2 634 626,000 PRN   DFND 1 2 626,000 0 0
ARBOR REALTY TRUST INC COM 038923108 2,524 307,853 SH   DFND 1 307,853 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 168 27,115 SH   DFND 1 27,115 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,268 310,176 SH   DFND 1 310,176 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 82 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 7,484 223,750 SH   DFND 1 223,750 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 114,685 1,164,849 SH   DFND 1 1,164,849 0 0
ARCH COAL INC - A CL A 039380407 13,948 194,433 SH   DFND 1 194,433 0 0
ARCH COAL INC - A CL A 039380407 84 1,176 SH   DFND 1 2 1,176 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 258,754 6,098,018 SH   DFND 1 6,071,097 0 26,921
ARCHROCK INC COM 03957W106 9,273 738,934 SH   DFND 1 736,722 0 2,212
ARCHROCK INC COM 03957W106 440 35,102 SH   DFND 1 2 35,102 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 722 50,699 SH   DFND 1 50,699 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 884 62,016 SH   DFND 1 2 62,016 0 0
ARCONIC INC COM 03965L100 167 6,741 SH   DFND 1 2 6,741 0 0
ARCONIC INC COM 03965L100 101,302 4,079,146 SH   DFND 1 4,061,786 0 17,360
ARDAGH GROUP SA CL A L0223L101 770 35,972 SH   DFND 1 35,972 0 0
ARDELYX INC COM 039697107 1,659 296,297 SH   DFND 1 296,297 0 0
ARDMORE SHIPPING CORP COM Y0207T100 562 68,159 SH   DFND 1 68,159 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 8,644 338,995 SH   DFND 1 338,995 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 3,120 234,413 SH   DFND 1 233,238 0 1,175
ARES COMMERCIAL REAL ESTATE COM 04013V108 18 1,411 SH   DFND 1 2 1,411 0 0
ARGAN INC COM 04010E109 6 98 SH   DFND 1 2 98 0 0
ARGAN INC COM 04010E109 14,254 211,967 SH   DFND 1 211,579 0 388
ARGO GROUP INTERNATIONAL COM G0464B107 16,293 264,936 SH   DFND 1 264,936 0 0
ARGOS THERAPEUTICS INC COM 040221103 23 129,046 SH   DFND 1 129,046 0 0
ARI 5.5 03/15/19 NOTE 5.500% 3/1 03762UAA3 27,178 25,136,000 PRN   DFND 1 2 25,136,000 0 0
ARISTA NETWORKS INC COM 040413106 76,914 405,813 SH   DFND 1 405,813 0 0
ARK RESTAURANTS CORP COM 040712101 201 8,457 SH   DFND 1 8,457 0 0
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,653 208,413 SH   DFND 1 201,674 0 6,739
ARMADA HOFFLER PROPERTIES IN COM 04208T108 4,869 352,618 SH   DFND 1 352,618 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 8,823 327,994 SH   DFND 1 325,608 0 2,386
ARMSTRONG FLOORING INC COM 04238R106 425 27,002 SH   DFND 1 2 27,002 0 0
ARMSTRONG FLOORING INC COM 04238R106 3,026 192,140 SH   DFND 1 192,140 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 19,249 375,591 SH   DFND 1 375,591 0 0
AROTECH CORP COM NEW 042682203 640 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 349 315,221 SH   DFND 1 315,221 0 0
ARRAY BIOPHARMA INC COM 04269X105 21,943 1,784,045 SH   DFND 1 1,784,045 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 46,271 1,624,142 SH   DFND 1 1,618,090 0 6,052
ARROW ELECTRONICS INC COM 042735100 60,765 756,121 SH   DFND 1 753,095 0 3,026
ARROW FINANCIAL CORP COM 042744102 3,571 103,970 SH   DFND 1 103,970 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 2,683 619,730 SH   DFND 1 619,730 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,207 111,301 SH   DFND 1 111,301 0 0
ARTHUR J GALLAGHER & CO COM 363576109 117,009 1,904,816 SH   DFND 1 1,896,757 0 8,059
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 15,798 484,627 SH   DFND 1 483,333 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 140 4,308 SH   DFND 1 2 4,308 0 0
ASA GOLD AND PRECIOUS METALS SHS G3156P103 284 23,979 SH   DFND 1 2 23,979 0 0
ASB BANCORP INC COMSTK 00213T109 1,907 42,286 SH   DFND 1 42,286 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 10,116 165,571 SH   DFND 1 165,571 0 0
ASCENA RETAIL GROUP INC COM 04351G101 3,556 1,451,586 SH   DFND 1 1,451,586 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 723 19,972 SH   DFND 1 19,972 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 1,233 94,626 SH   DFND 1 94,626 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 2,777 292,393 SH   DFND 1 292,393 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 5,336 800,030 SH   DFND 1 799,476 0 554
ASHFORD INC COM 044104107 347 5,740 SH   DFND 1 5,740 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 34,800 532,200 SH   DFND 1 530,063 0 2,137
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 8,321 48,608 SH   DFND 1 48,540 0 68
ASPEN AEROGELS INC COM 04523Y105 412 94,870 SH   DFND 1 94,870 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 23,133 572,623 SH   DFND 1 570,574 0 2,049
ASPEN TECHNOLOGY INC COM 045327103 47,336 753,646 SH   DFND 1 753,646 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 4,521 129,472 SH   DFND 1 129,472 0 0
ASSOCIATED BANC-CORP COM 045487105 30,857 1,272,474 SH   DFND 1 1,267,292 0 5,182
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,356 38,002 SH   DFND 1 38,002 0 0
ASSURANT INC COM 04621X108 55,585 582,978 SH   DFND 1 580,569 0 2,409
ASSURANT INC COM 04621X108 32 344 SH   DFND 1 2 344 0 0
ASSURED GUARANTY LTD COM G0585R106 49,312 1,306,304 SH   DFND 1 1,306,304 0 0
ASSURED GUARANTY LTD COM G0585R106 195 5,183 SH   DFND 1 2 5,183 0 0
ASTA FUNDING INC COM 046220109 323 42,891 SH   DFND 1 42,891 0 0
ASTEC INDUSTRIES INC COM 046224101 10,422 186,091 SH   DFND 1 186,091 0 0
ASTERIAS BIOTHERAPEUTICS COM SER A 04624N107 617 181,682 SH   DFND 1 181,682 0 0
ASTORIA FINANCIAL CORP COMSTK 046265104 16,473 766,212 SH   DFND 1 766,212 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 1,356 40,050 SH   DFND 1 38,098 0 1,952
ASTRONICS CORP COM 046433108 10,068 338,424 SH   DFND 1 338,424 0 0
ASTRONOVA INC COM 04638F108 1,187 91,679 SH   DFND 1 91,679 0 0
ASTROTECH CORP COM 046484200 51 51,802 SH   DFND 1 51,802 0 0
ASTROTECH CORP COMSTK 046484101 51 51,802 SH   DFND 1 51,802 0 0
ASURE SOFTWARE INC COM 04649U102 788 63,463 SH   DFND 1 63,463 0 0
AT HOME GROUP INC COM 04650Y100 1,097 48,035 SH   DFND 1 48,035 0 0
AT&T INC COM 00206R102 2,460,306 62,933,547 SH   DFND 1 62,642,835 0 290,712
ATARA BIOTHERAPEUTICS INC COM 046513107 3,179 192,110 SH   DFND 1 192,110 0 0
ATHENAHEALTH INC COM 04685W103 41,672 335,098 SH   DFND 1 335,098 0 0
ATHENAHEALTH INC COM 04685W103 30 244 SH   DFND 1 2 244 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 36,602 680,373 SH   DFND 1 680,373 0 0
ATHENEX INC COM 04685N103 1,575 89,976 SH   DFND 1 89,976 0 0
ATHERSYS INC COM 04744L106 1,910 927,222 SH   DFND 1 927,222 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 7,770 398,296 SH   DFND 1 398,296 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 3,813 210,117 SH   DFND 1 210,117 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 570 231,991 SH   DFND 1 231,991 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 147 59,967 SH   DFND 1 2 59,967 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,204 61,124 SH   DFND 1 60,489 0 635
ATLANTICUS HOLDINGS CORP COM 04914Y102 165 71,490 SH   DFND 1 71,490 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 14,517 220,635 SH   DFND 1 220,635 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 1,470 77,825 SH   DFND 1 77,825 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 6,336 180,257 SH   DFND 1 180,257 0 0
ATMOS ENERGY CORP COM 049560105 71,704 855,720 SH   DFND 1 852,085 0 3,635
ATN INTERNATIONAL INC COM 00215F107 79 1,505 SH   DFND 1 2 1,505 0 0
ATN INTERNATIONAL INC COM 00215F107 5,493 104,243 SH   DFND 1 104,243 0 0
ATRICURE INC COM 04963C209 6,170 275,825 SH   DFND 1 275,825 0 0
ATRION CORPORATION COM 049904105 9,026 13,432 SH   DFND 1 13,432 0 0
ATWOOD OCEANICS INC COM 050095108 5,635 600,210 SH   DFND 1 600,210 0 0
ATYR PHARMA INC COM 002120103 549 108,908 SH   DFND 1 108,908 0 0
AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 907 224,563 SH   DFND 1 2 224,563 0 0
AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 15 3,819 SH   DFND 1 0 0 3,819
AUDENTES THERAPEUTICS INC COM 05070R104 5,016 179,083 SH   DFND 1 179,083 0 0
AUDIOCODES LTD ORD M15342104 18 2,638 SH   DFND 1 2 2,638 0 0
AUDIOCODES LTD ORD M15342104 146 20,574 SH   DFND 1 20,574 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 156 24,941 SH   DFND 1 24,941 0 0
AURIS MEDICAL HOLDING AG COM H03579101 10 12,197 SH   DFND 1 12,197 0 0
AUTOBYTEL INC COM NEW 05335B100 215 31,321 SH   DFND 1 2 31,321 0 0
AUTOBYTEL INC COM NEW 05335B100 422 61,332 SH   DFND 1 61,332 0 0
AUTOBYTEL INC COMSTK 05275N205 423 61,332 SH   DFND 1 61,332 0 0
AUTOBYTEL INC COMSTK 05275N205 213 31,321 SH   DFND 1 2 31,321 0 0
AUTODESK INC COM 052769106 262,168 2,339,648 SH   DFND 1 2,323,395 0 16,253
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 4,879 81,654 SH   DFND 1 81,654 0 0
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 174 2,904 SH   DFND 1 2 2,904 0 0
AUTOLIV INC COM 052800109 66,188 535,880 SH   DFND 1 535,880 0 0
AUTOMATIC DATA PROCESSING COM 053015103 557,802 5,111,341 SH   DFND 1 5,077,290 0 34,051
AUTONATION INC COM 05329W102 25,444 536,633 SH   DFND 1 534,405 0 2,228
AUTOZONE INC COM 053332102 167,913 282,703 SH   DFND 1 281,449 0 1,254
AV HOMES INC COM 00234P102 1,672 97,544 SH   DFND 1 97,136 0 408
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 231 22,052 SH   DFND 1 22,052 0 0
AVALONBAY COMMUNITIES INC COM 053484101 30 171 SH   DFND 1 2 171 0 0
AVALONBAY COMMUNITIES INC COM 053484101 298,956 1,678,329 SH   DFND 1 1,672,155 0 6,174
AVANGRID INC COM 05351W103 23,325 491,890 SH   DFND 1 491,890 0 0
AVEO PHARMACEUTICALS INC COM 053588109 2,289 627,340 SH   DFND 1 627,340 0 0
AVERY DENNISON CORP COM 053611109 102,077 1,039,706 SH   DFND 1 1,035,559 0 4,147
AVEXIS INC COM 05366U100 21,046 217,575 SH   DFND 1 217,575 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 445 26,118 SH   DFND 1 26,118 0 0
AVID TECHNOLOGY INC COM 05367P100 1,273 280,594 SH   DFND 1 280,594 0 0
AVINGER INC COM 053734109 47 123,602 SH   DFND 1 123,602 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 114 167,323 SH   DFND 1 167,323 0 0
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AVNET INC COM 053807103 39,843 1,014,263 SH   DFND 1 1,010,057 0 4,206
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AZZ INC COM 002474104 10,309 211,690 SH   DFND 1 211,690 0 0
B COMMUNICATIONS LTD SHS M15629104 201 14,173 SH   DFND 1 14,173 0 0
B&G FOODS INC COM 05508R106 17,982 564,589 SH   DFND 1 563,714 0 875
B. RILEY FINANCIAL INC COM 05580M108 2,736 160,511 SH   DFND 1 160,511 0 0
B2GOLD CORP COMSTK 11777Q209 69 25,294 SH   DFND 1 25,294 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 1,317 395,553 SH   DFND 1 395,553 0 0
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BAIDU INC - SPON ADR SPON ADR REP A 056752108 142,741 578,710 SH   DFND 1 570,305 0 8,405
BAKER HUGHES A GE CO COMSTK 05722G100 160,392 4,388,225 SH   DFND 1 4,368,409 0 19,816
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BALDWIN & LYONS INC -CL B CL B 057755209 1,903 84,411 SH   DFND 1 84,411 0 0
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BALLANTYNE STRONG INC COM 058516105 400 65,729 SH   DFND 1 65,729 0 0
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BANCFIRST CORP COM 05945F103 14,324 252,411 SH   DFND 1 252,411 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 196 22,034 SH   DFND 1 14,300 0 7,734
BANCO SANTANDER SA-SPON ADR ADR 05964H105 495 71,327 SH   DFND 1 60,628 0 10,699
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BANK OF AMERICA CORP-CW18 *W EXP 10/28/201 060505153 483 619,084 SH   DFND 1 2 619,084 0 0
BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 32,634 2,464,827 SH   DFND 1 2 2,464,827 0 0
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BANK OF MONTREAL COMSTK 063671101 40,462 537,522 SH   DFND 1 536,823 0 699
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BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 803 24,519 SH   DFND 1 24,519 0 0
BAR HARBOR BANKSHARES COM 066849100 3,784 120,684 SH   DFND 1 120,684 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 576 55,727 SH   DFND 1 52,938 0 2,789
BARNES & NOBLE EDUCATION INC COM 06777U101 1,899 291,755 SH   DFND 1 291,572 0 183
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BASIC ENERGY SERVICES INC COM NEW 06985P209 3,445 178,540 SH   DFND 1 178,540 0 0
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BAXTER INTERNATIONAL INC COM 071813109 348,612 5,565,353 SH   DFND 1 5,541,305 0 24,048
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BBX CAP CORP NEW COMSTK 05491N104 138 18,695 SH   DFND 1 2 18,695 0 0
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BCE INC COMSTK 05534B760 15,728 336,230 SH   DFND 1 336,230 0 0
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BEBE STORES INC COM NEW 075571208 126 24,581 SH   DFND 1 24,581 0 0
BECTON DICKINSON AND CO COM 075887109 419,211 2,143,911 SH   DFND 1 2,133,131 0 10,780
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BED BATH & BEYOND INC COM 075896100 48,035 2,047,262 SH   DFND 1 2,042,312 0 4,950
BEIGENE LTD-ADR SPONSORED ADR 07725L102 1,519 14,684 SH   DFND 1 14,684 0 0
BEL FUSE INC-CL B CL B 077347300 2,669 85,563 SH   DFND 1 85,563 0 0
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BELDEN INC COM 077454106 28,139 349,430 SH   DFND 1 347,984 0 1,446
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BELLICUM PHARMACEUTICALS INC COM 079481107 2,555 221,273 SH   DFND 1 221,273 0 0
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BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 3,553,756 19,420,952 SH   DFND 1 19,333,098 0 87,854
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BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 339 8,373 SH   DFND 1 2 8,373 0 0
BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 521 12,855 SH   DFND 1 11,222 0 1,633
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 912 25,752 SH   DFND 1 24,999 0 753
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 1,148 32,388 SH   DFND 1 2 32,388 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 250 32,769 SH   DFND 1 2 32,769 0 0
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BIOAMBER INC COM 09072Q106 54 110,847 SH   DFND 1 110,847 0 0
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BIOLIFE SOLUTIONS INC COM NEW 09062W204 396 69,384 SH   DFND 1 69,384 0 0
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BIOMARIN PHARMACEUTICAL INC COM 09061G101 132,753 1,427,168 SH   DFND 1 1,421,920 0 5,248
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BIOPTIX INC COM 09074N101 77 15,089 SH   DFND 1 15,089 0 0
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BUILDERS FIRSTSOURCE INC COM 12008R107 17,120 951,681 SH   DFND 1 951,681 0 0
BUNGE LTD COM G16962105 103,698 1,493,483 SH   DFND 1 1,493,163 0 320
BUNGE LTD COM G16962105 2,115 30,454 SH   DFND 1 2 30,454 0 0
BURLINGTON STORES INC COM 122017106 52,602 551,042 SH   DFND 1 551,042 0 0
BWX TECHNOLOGIES INC COM 05605H100 42,340 755,817 SH   DFND 1 755,817 0 0
BXMT 5.25 12/01/18 NOTE 5.250%12/0 09257WAA8 21,114 18,491,000 PRN   DFND 1 2 18,491,000 0 0
BYLINE BANCORP INC COM 124411109 267 12,572 SH   DFND 1 12,572 0 0
C & F FINANCIAL CORP COM 12466Q104 1,246 22,672 SH   DFND 1 22,672 0 0
C&J ENERGY SERVICES INC COM 12674R100 15,158 505,785 SH   DFND 1 505,785 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 127,422 1,677,211 SH   DFND 1 1,670,879 0 6,332
CA INC COM 12673P105 834 25,000 SH   DFND 1 2 25,000 0 0
CA INC COM 12673P105 127,940 3,839,190 SH   DFND 1 3,806,725 0 32,465
CABLE ONE INC COM 12685J105 27,202 37,670 SH   DFND 1 37,509 0 161
CABOT CORP COM 127055101 33,849 606,614 SH   DFND 1 604,487 0 2,127
CABOT CORP COM 127055101 66 1,185 SH   DFND 1 2 1,185 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 24,534 306,952 SH   DFND 1 306,952 0 0
CABOT OIL & GAS CORP COM 127097103 122,878 4,602,778 SH   DFND 1 4,582,090 0 20,688
CACI INTERNATIONAL INC -CL A CL A 127190304 27,952 200,589 SH   DFND 1 200,589 0 0
CADENCE BANCORP CL A 12739A100 500 21,830 SH   DFND 1 21,830 0 0
CADENCE DESIGN SYS INC COM 127387108 147,441 3,740,961 SH   DFND 1 3,728,424 0 12,537
CADENCE DESIGN SYS INC COM 127387108 478 12,122 SH   DFND 1 2 12,122 0 0
CADIZ INC COM NEW 127537207 2,527 199,052 SH   DFND 1 199,052 0 0
CAE INC COMSTK 124765108 2,475 142,516 SH   DFND 1 140,210 0 2,306
CAESARS ACQUISITION CO-CL A CL A 12768T103 3,949 184,106 SH   DFND 1 184,106 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 147 11,056 SH   DFND 1 2 11,056 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 7,315 547,961 SH   DFND 1 547,961 0 0
CAESARSTONE LTD ORD SHS M20598104 749 25,140 SH   DFND 1 2 25,140 0 0
CAESARSTONE LTD ORD SHS M20598104 2,107 70,708 SH   DFND 1 70,708 0 0
CAFEPRESS INC COM 12769A103 47 26,471 SH   DFND 1 26,471 0 0
CAI INTERNATIONAL INC COM 12477X106 3,980 131,293 SH   DFND 1 131,293 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 103 28,994 SH   DFND 1 28,994 0 0
CALAMP CORP COM 128126109 7,188 309,197 SH   DFND 1 309,197 0 0
CALATLANTIC GROUP INC COM 128195104 28,214 770,256 SH   DFND 1 767,647 0 2,609
CALAVO GROWERS INC COM 128246105 10,115 138,190 SH   DFND 1 138,190 0 0
CALERES INC COM 129500104 14,106 462,201 SH   DFND 1 462,201 0 0
CALERES INC COM 129500104 132 4,338 SH   DFND 1 2 4,338 0 0
CALGON CARBON CORP COM 129603106 8,829 412,608 SH   DFND 1 412,608 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 3,347 320,040 SH   DFND 1 320,024 0 16
CALIFORNIA WATER SERVICE GRP COM 130788102 15,309 401,305 SH   DFND 1 401,305 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 4,611 292,820 SH   DFND 1 292,820 0 0
CALIX INC COM 13100M509 179 35,465 SH   DFND 1 2 35,465 0 0
CALIX INC COM 13100M509 1,633 323,412 SH   DFND 1 323,412 0 0
CALLAWAY GOLF COMPANY COM 131193104 12,991 900,332 SH   DFND 1 900,332 0 0
CALLIDUS SOFTWARE INC COM 13123E500 14,269 578,878 SH   DFND 1 578,878 0 0
CALLON PETROLEUM CO COM 13123X102 18,595 1,654,429 SH   DFND 1 1,647,523 0 6,906
CAL-MAINE FOODS INC COM NEW 128030202 11,487 279,506 SH   DFND 1 279,196 0 310
CALPINE CORP COM NEW 131347304 737 50,000 SH   DFND 1 2 50,000 0 0
CALPINE CORP COM NEW 131347304 44,274 3,001,645 SH   DFND 1 3,001,645 0 0
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 38 4,615 SH   DFND 1 2 4,615 0 0
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 504 60,417 SH   DFND 1 60,417 0 0
CALYXT INC COMSTK 13173L107 2,120 86,570 SH   DFND 1 86,570 0 0
CAMBIUM LEARNING GROUP INC COM 13201A107 757 114,260 SH   DFND 1 114,260 0 0
CAMBREX CORP COM 132011107 15,761 286,576 SH   DFND 1 286,576 0 0
CAMDEN NATIONAL CORP COM 133034108 6,186 141,770 SH   DFND 1 141,770 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 88,022 962,897 SH   DFND 1 959,736 0 3,161
CAMECO CORP COMSTK 13321L108 1,987 207,098 SH   DFND 1 206,772 0 326
CAMECO CORP COMSTK 13321L108 26 2,688 SH   DFND 1 2 2,688 0 0
CAMPBELL SOUP CO COM 134429109 114,543 2,450,243 SH   DFND 1 2,441,167 0 9,076
CAMPBELL SOUP CO COM 134429109 84 1,802 SH   DFND 1 2 1,802 0 0
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 6,953 170,672 SH   DFND 1 170,672 0 0
CAMTEK LTD ORD M20791105 84 16,454 SH   DFND 1 16,454 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 492 5,627 SH   DFND 1 5,270 0 357
CANADIAN NATL RAILWAY CO COM 136375102 674 8,140 SH   DFND 1 7,404 0 736
CANADIAN NATURAL RESOURCES COM 136385101 263 7,868 SH   DFND 1 7,201 0 667
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 300 1,788 SH   DFND 1 1,634 0 154
CANADIAN SOLAR INC COM 136635109 812 48,233 SH   DFND 1 48,233 0 0
CANCER GENETICS INC COM 13739U104 235 87,279 SH   DFND 1 87,279 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 1,358 39,571 SH   DFND 1 37,148 0 2,423
CANTEL MEDICAL CORP COM 138098108 28,706 304,842 SH   DFND 1 304,842 0 0
CAPELLA EDUCATION CO COM 139594105 10,575 150,760 SH   DFND 1 150,760 0 0
CAPELLA EDUCATION CO COM 139594105 137 1,953 SH   DFND 1 2 1,953 0 0
CAPITAL BANK FINANCIAL-CL A CL A COM 139794101 2,257 55,000 SH   DFND 1 2 55,000 0 0
CAPITAL BANK FINANCIAL-CL A CL A COM 139794101 10,410 253,609 SH   DFND 1 253,609 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 2,465 102,686 SH   DFND 1 102,686 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 408,646 4,836,400 SH   DFND 1 4,814,764 0 21,636
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 212 60,661 SH   DFND 1 60,661 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 652 186,541 SH   DFND 1 2 186,541 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 2,522 200,984 SH   DFND 1 200,984 0 0
CAPITAL SOUTHWEST CORP COM 140501107 198 11,586 SH   DFND 1 11,586 0 0
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 17,599 1,197,266 SH   DFND 1 1,197,266 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 160 53,121 SH   DFND 1 53,121 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 769 39,277 SH   DFND 1 39,277 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 7,753 803,423 SH   DFND 1 803,423 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 74 106,683 SH   DFND 1 106,683 0 0
CARA THERAPEUTICS INC COM 140755109 3,045 222,440 SH   DFND 1 222,440 0 0
CARBO CERAMICS INC COM 140781105 1,485 172,168 SH   DFND 1 172,168 0 0
CARBONITE INC COM 141337105 4,591 208,717 SH   DFND 1 208,717 0 0
CARDINAL HEALTH INC COM 14149Y108 34 518 SH   DFND 1 2 518 0 0
CARDINAL HEALTH INC COM 14149Y108 221,634 3,318,102 SH   DFND 1 3,302,759 0 15,343
CARDIOME PHARMA CORP COM NO PAR 14159U301 40 18,731 SH   DFND 1 18,731 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 8,053 286,110 SH   DFND 1 286,110 0 0
CARDTRONICS PLC - A SHS CL A G1991C105 9,204 400,005 SH   DFND 1 400,005 0 0
CARE.COM INC COM 141633107 207 13,075 SH   DFND 1 2 13,075 0 0
CARE.COM INC COM 141633107 1,968 123,858 SH   DFND 1 123,858 0 0
CAREDX INC COM 14167L103 159 43,139 SH   DFND 1 43,139 0 0
CAREER EDUCATION CORP COM 141665109 6,113 588,382 SH   DFND 1 588,382 0 0
CARETRUST REIT INC COM 14174T107 12,796 672,094 SH   DFND 1 672,094 0 0
CARLISLE COS INC COM 142339100 101 1,016 SH   DFND 1 2 1,016 0 0
CARLISLE COS INC COM 142339100 51,877 517,274 SH   DFND 1 515,108 0 2,166
CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 1,385 58,727 SH   DFND 1 58,727 0 0
CARMAX INC COM 143130102 136,167 1,799,879 SH   DFND 1 1,791,682 0 8,197
CARNIVAL CORP UNIT 99/99/9999 143658300 266,767 4,139,216 SH   DFND 1 4,119,597 0 19,619
CARNIVAL CORP UNIT 99/99/9999 143658300 32 501 SH   DFND 1 2 501 0 0
CARNIVAL PLC-ADR ADR 14365C103 481 7,472 SH   DFND 1 7,072 0 400
CAROLINA FINANCIAL CORP COM 143873107 3,831 106,776 SH   DFND 1 106,776 0 0
CARPENTER TECHNOLOGY COM 144285103 18,245 379,873 SH   DFND 1 378,275 0 1,598
CARRIAGE SERVICES INC COM 143905107 3,059 119,493 SH   DFND 1 119,493 0 0
CARRIZO OIL & GAS INC COM 144577103 17 1,015 SH   DFND 1 2 1,015 0 0
CARRIZO OIL & GAS INC COM 144577103 11,623 678,552 SH   DFND 1 678,552 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,282 301,176 SH   DFND 1 301,176 0 0
CARS.COM INC COM 14575E105 15,357 577,134 SH   DFND 1 574,368 0 2,766
CARTER'S INC COM 146229109 43,389 439,389 SH   DFND 1 437,752 0 1,637
CARVANA CO CL A 146869102 1,893 128,954 SH   DFND 1 128,954 0 0
CASCADIAN THERAPEUTICS INC COM NEW 14740B606 1,417 346,602 SH   DFND 1 346,602 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 6,572 349,613 SH   DFND 1 349,613 0 0
CASEY'S GENERAL STORES INC COM 147528103 38,459 351,392 SH   DFND 1 350,080 0 1,312
CASI PHARMACEUTICALS INC COM 14757U109 67 38,315 SH   DFND 1 38,315 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 5,497 86,656 SH   DFND 1 86,656 0 0
CASTLE BRANDS INC COM 148435100 952 710,693 SH   DFND 1 710,693 0 0
CASTLIGHT HEALTH INC-B CL B 14862Q100 2,181 507,313 SH   DFND 1 507,313 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 66 31,136 SH   DFND 1 31,136 0 0
CATALENT INC COM 148806102 43,065 1,078,792 SH   DFND 1 1,074,289 0 4,503
CATALYST PHARMACEUTICALS INC COM 14888U101 1,580 627,212 SH   DFND 1 627,212 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 4,487 355,833 SH   DFND 1 355,833 0 0
CATERPILLAR INC COM 149123101 732,858 5,888,341 SH   DFND 1 5,859,354 0 28,987
CATHAY GENERAL BANCORP COM 149150104 34,081 847,794 SH   DFND 1 845,186 0 2,608
CATO CORP-CLASS A CL A 149205106 2,601 196,599 SH   DFND 1 196,599 0 0
CATO CORP-CLASS A CL A 149205106 462 34,960 SH   DFND 1 2 34,960 0 0
CAVCO INDUSTRIES INC COM 149568107 11,113 75,318 SH   DFND 1 75,318 0 0
CAVIUM INC COM 14964U108 37,640 570,837 SH   DFND 1 570,837 0 0
CB FINANCIAL SERVICES INC COM 12479G101 1,029 34,610 SH   DFND 1 34,610 0 0
CBIZ INC COM 124805102 7,607 468,159 SH   DFND 1 468,159 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 19,181 2,286,193 SH   DFND 1 2,281,933 0 4,260
CBOE HOLDINGS INC COM 12503M108 133,271 1,240,337 SH   DFND 1 1,235,291 0 5,046
CBRE CLARION GL R/E INCOME F COM 12504G100 159 20,189 SH   DFND 1 2 20,189 0 0
CBRE GROUP INC - A CL A 12504L109 113,778 3,009,666 SH   DFND 1 2,996,189 0 13,477
CBS CORP-CLASS B NON VOTING CL B 124857202 30 528 SH   DFND 1 2 528 0 0
CBS CORP-CLASS B NON VOTING CL B 124857202 196,308 3,391,945 SH   DFND 1 3,375,451 0 16,494
CDK GLOBAL INC COM 12508E101 75,940 1,204,162 SH   DFND 1 1,199,300 0 4,862
CDW CORP/DE COM 12514G108 92,685 1,405,133 SH   DFND 1 1,405,133 0 0
CDW CORP/DE COM 12514G108 427 6,480 SH   DFND 1 2 6,480 0 0
CECO ENVIRONMENTAL CORP COM 125141101 2,000 236,484 SH   DFND 1 236,484 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,394 781,961 SH   DFND 1 781,961 0 0
CELADON GROUP INC COM 150838100 1,206 178,748 SH   DFND 1 178,748 0 0
CELANESE CORP-SERIES A COM SER A 150870103 123,425 1,184,261 SH   DFND 1 1,184,261 0 0
CELESTICA INC COMSTK 15101Q108 68 5,518 SH   DFND 1 5,518 0 0
CELESTICA INC COMSTK 15101Q108 1,024 82,801 SH   DFND 1 2 82,801 0 0
CELGENE CORP COM 151020104 450 3,088 SH   DFND 1 2 3,088 0 0
CELGENE CORP COM 151020104 1,158,682 7,961,668 SH   DFND 1 7,902,460 0 59,208
CELLDEX THERAPEUTICS INC COM 15117B103 2,738 957,664 SH   DFND 1 957,388 0 276
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 452 42,453 SH   DFND 1 42,453 0 0
CEL-SCI CORP COM PAR NEW 150837607 62 37,660 SH   DFND 1 37,660 0 0
CELSIUS HOLDINGS INC COM NEW 15118V207 496 83,968 SH   DFND 1 83,968 0 0
CEMPRA INC COM 15130J109 1,329 409,164 SH   DFND 1 409,164 0 0
CEMTREX INC COM PAR $.001 15130G303 104 35,054 SH   DFND 1 35,054 0 0
CENOVUS ENERGY INC COMSTK 15135U109 5,359 539,139 SH   DFND 1 538,612 0 527
CENTENE CORP COM 15135B101 210,656 2,180,324 SH   DFND 1 2,172,360 0 7,964
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 22,239 1,237,582 SH   DFND 1 1,237,582 0 0
CENTERPOINT ENERGY INC COM 15189T107 139,782 4,793,850 SH   DFND 1 4,771,986 0 21,864
CENTERPOINT ENERGY INC COM 15189T107 17 584 SH   DFND 1 2 584 0 0
CENTERSTATE BANK CORP COM 15201P109 14,258 532,024 SH   DFND 1 532,024 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 2,756 680,733 SH   DFND 1 680,733 0 0
CENTRAL GARDEN & PET CO COM 153527106 781 20,110 SH   DFND 1 20,110 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 19,055 512,395 SH   DFND 1 512,395 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7,891 245,228 SH   DFND 1 245,228 0 0
CENTRAL SECURITIES CORP COM 155123102 4,156 160,800 SH   DFND 1 2 160,800 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 2,045 91,743 SH   DFND 1 91,743 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 82 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUMINUM COMPANY COM 156431108 12,061 727,465 SH   DFND 1 726,690 0 775
CENTURY ALUMINUM COMPANY COM 156431108 294 17,740 SH   DFND 1 2 17,740 0 0
CENTURY BANCORP INC -CL A CL A NON VTG 156432106 1,941 24,241 SH   DFND 1 24,241 0 0
CENTURY CASINOS INC COM 156492100 1,431 174,352 SH   DFND 1 174,352 0 0
CENTURY COMMUNITIES INC COM 156504300 4,155 168,245 SH   DFND 1 168,245 0 0
CENTURYLINK INC COM 156700106 107,269 5,686,631 SH   DFND 1 5,662,042 0 24,589
CENVEO INC COM NEW 15670S402 141 40,373 SH   DFND 1 40,373 0 0
CERAGON NETWORKS LTD ORD M22013102 75 36,506 SH   DFND 1 36,506 0 0
CERAGON NETWORKS LTD ORD M22013102 295 141,863 SH   DFND 1 2 141,863 0 0
CERNER CORP COM 156782104 260,697 3,661,450 SH   DFND 1 3,637,604 0 23,846
CERUS CORP COM 157085101 2,494 913,732 SH   DFND 1 913,732 0 0
CEVA INC COM 157210105 8,219 192,053 SH   DFND 1 192,053 0 0
CF CORPORATION - CLASS A SHS CL A G20307107 359 32,112 SH   DFND 1 32,112 0 0
CF CORPORATION - CLASS A SHS CL A G20307107 1,120 100,000 SH   DFND 1 2 100,000 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 70 2,017 SH   DFND 1 2 2,017 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 89,289 2,544,217 SH   DFND 1 2,533,772 0 10,445
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 510 12,884 SH   DFND 1 12,884 0 0
CHANNELADVISOR CORP COM 159179100 2,175 189,133 SH   DFND 1 189,133 0 0
CHARLES & COLVARD LTD COM 159765106 42 49,187 SH   DFND 1 49,187 0 0
CHARLES RIVER LABORATORIES COM 159864107 233 2,162 SH   DFND 1 2 2,162 0 0
CHARLES RIVER LABORATORIES COM 159864107 43,423 401,995 SH   DFND 1 400,364 0 1,631
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 10,920 278,370 SH   DFND 1 278,370 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 30 771 SH   DFND 1 2 771 0 0
CHARTER COMMUNICATIONS INC-A CL A 16119P108 783,213 2,159,175 SH   DFND 1 2,142,489 0 16,686
CHARTER FINANCIAL CORP COM 16122W108 2,366 127,710 SH   DFND 1 127,710 0 0
CHASE CORP COM 16150R104 9,058 81,315 SH   DFND 1 81,315 0 0
CHATHAM LODGING TRUST COM 16208T102 6,497 304,778 SH   DFND 1 304,778 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 53,686 471,427 SH   DFND 1 466,619 0 4,808
CHEESECAKE FACTORY INC/THE COM 163072101 16,860 400,293 SH   DFND 1 398,794 0 1,499
CHEESECAKE FACTORY INC/THE COM 163072101 239 5,687 SH   DFND 1 2 5,687 0 0
CHEFS' WAREHOUSE INC/THE COM 163086101 3,303 171,147 SH   DFND 1 171,147 0 0
CHEGG INC COM 163092109 10,080 679,312 SH   DFND 1 679,312 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 306 49,468 SH   DFND 1 49,468 0 0
CHEMED CORP COM 16359R103 34,610 171,297 SH   DFND 1 171,297 0 0
CHEMICAL FINANCIAL CORP COM 163731102 33,062 632,652 SH   DFND 1 630,212 0 2,440
CHEMOCENTRYX INC COM 16383L106 1,794 241,907 SH   DFND 1 241,200 0 707
CHEMOURS CO/THE COM 163851108 78,168 1,544,525 SH   DFND 1 1,537,765 0 6,760
CHEMUNG FINANCIAL CORP COM 164024101 1,182 25,098 SH   DFND 1 25,098 0 0
CHENIERE ENERGY INC COM NEW 16411R208 70,855 1,574,256 SH   DFND 1 1,574,256 0 0
CHEROKEE INC COM 16444H102 211 76,732 SH   DFND 1 76,732 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 2,460 135,949 SH   DFND 1 135,949 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 845 46,715 SH   DFND 1 2 46,715 0 0
CHESAPEAKE ENERGY CORP COM 165167107 42,208 9,829,915 SH   DFND 1 9,789,313 0 40,602
CHESAPEAKE ENERGY CORP COM 165167107 1,796 417,695 SH   DFND 1 2 417,695 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 17,288 641,040 SH   DFND 1 641,040 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 10,086 128,906 SH   DFND 1 128,906 0 0
CHEVRON CORP COM 166764100 2,249,245 19,180,259 SH   DFND 1 19,091,826 0 88,433
CHIASMA INC COM 16706W102 116 45,638 SH   DFND 1 45,638 0 0
CHICAGO BRIDGE & IRON CO NV COM 167250109 13,582 808,511 SH   DFND 1 808,499 0 12
CHICO'S FAS INC COM 168615102 629 70,369 SH   DFND 1 2 70,369 0 0
CHICO'S FAS INC COM 168615102 14,875 1,662,029 SH   DFND 1 1,661,729 0 300
CHILDREN'S PLACE INC/THE COM 168905107 283 2,396 SH   DFND 1 2 2,396 0 0
CHILDREN'S PLACE INC/THE COM 168905107 19,292 163,288 SH   DFND 1 163,288 0 0
CHIMERA INVESTMENT CORP COM NEW 16934Q208 49,869 2,635,803 SH   DFND 1 2,630,287 0 5,516
CHIMERIX INC COM 16934W106 1,877 357,527 SH   DFND 1 357,527 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 69 13,333 SH   DFND 1 13,333 0 0
CHINA COMMERCIAL CREDIT INC COM 16891K103 31 11,141 SH   DFND 1 11,141 0 0
CHINA INFORMATION TECHNOLOGY COM G21174100 23 20,266 SH   DFND 1 20,266 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 2,442 20,560 SH   DFND 1 20,309 0 251
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 128 1,081 SH   DFND 1 2 1,081 0 0
CHINA NATURAL RESOURCES INC COM G2110U109 22 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 1,435 64,487 SH   DFND 1 2 64,487 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 77,937 253,683 SH   DFND 1 252,561 0 1,122
CHOICE HOTELS INTL INC COM 169905106 18,310 286,549 SH   DFND 1 286,520 0 29
CHRISTOPHER & BANKS CORP COM 171046105 272 200,064 SH   DFND 1 200,064 0 0
CHROMADEX CORP COM NEW 171077407 754 175,437 SH   DFND 1 175,437 0 0
CHUBB LTD COM H1467J104 32 228 SH   DFND 1 2 228 0 0
CHUBB LTD COM H1467J104 644,092 4,527,612 SH   DFND 1 4,506,622 0 20,990
CHUNGHWA TELECOM LT-SPON ADR SPON ADR NEW11 17133Q502 310 9,104 SH   DFND 1 7,036 0 2,068
CHURCH & DWIGHT CO INC COM 171340102 139,472 2,883,673 SH   DFND 1 2,872,493 0 11,180
CHURCHILL DOWNS INC COM 171484108 24,144 117,094 SH   DFND 1 116,652 0 442
CHUY'S HOLDINGS INC COM 171604101 21 1,019 SH   DFND 1 2 1,019 0 0
CHUY'S HOLDINGS INC COM 171604101 3,192 151,667 SH   DFND 1 151,667 0 0
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 778 314,012 SH   DFND 1 2 314,012 0 0
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 272 109,902 SH   DFND 1 109,902 0 0
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 195 22,026 SH   DFND 1 21,226 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 508 48,658 SH   DFND 1 2 48,658 0 0
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 147 14,138 SH   DFND 1 12,859 0 1,279
CIDARA THERAPEUTICS INC COM 171757107 388 47,992 SH   DFND 1 47,992 0 0
CIENA CORP COM NEW 171779309 27,365 1,245,596 SH   DFND 1 1,240,755 0 4,841
CIENA CORP COM NEW 171779309 29 1,352 SH   DFND 1 2 1,352 0 0
CIGNA CORP COM 125509109 443,933 2,379,745 SH   DFND 1 2,367,418 0 12,327
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CIMAREX ENERGY CO COM 171798101 107,473 947,429 SH   DFND 1 943,168 0 4,261
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CVS HEALTH CORP COM 126650100 1,007 12,384 SH   DFND 1 2 12,384 0 0
CVS HEALTH CORP COM 126650100 862,027 10,620,590 SH   DFND 1 10,572,527 0 48,063
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 926 22,602 SH   DFND 1 22,602 0 0
CYBEROPTICS CORP COM 232517102 967 59,524 SH   DFND 1 59,524 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 39 21,692 SH   DFND 1 21,692 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 2,258 280,263 SH   DFND 1 280,263 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 43,568 2,900,712 SH   DFND 1 2,886,858 0 13,854
CYREN LTD SHS M26895108 34 19,323 SH   DFND 1 19,323 0 0
CYRUSONE INC COM 23283R100 45,300 768,718 SH   DFND 1 765,589 0 3,129
CYS INVESTMENTS INC COM 12673A108 11,010 1,274,329 SH   DFND 1 1,261,872 0 12,457
CYTOKINETICS INC COM NEW 23282W605 6,115 421,735 SH   DFND 1 421,735 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 10 565 SH   DFND 1 2 565 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 5,911 325,360 SH   DFND 1 325,360 0 0
CYTORI THERAPEUTICS INC COM NEW 23283K204 62 171,049 SH   DFND 1 171,049 0 0
CYTOSORBENTS CORP COM NEW 23283X206 788 127,125 SH   DFND 1 127,125 0 0
CYTRX CORP COM PAR 232828509 385 939,906 SH   DFND 1 939,906 0 0
DAILY JOURNAL CORP COM 233912104 1,761 8,056 SH   DFND 1 8,056 0 0
DAKTRONICS INC COM 234264109 272 25,777 SH   DFND 1 2 25,777 0 0
DAKTRONICS INC COM 234264109 3,512 332,333 SH   DFND 1 332,333 0 0
DANA INC COM 235825205 32,553 1,164,275 SH   DFND 1 1,159,320 0 4,955
DANAHER CORP COM 235851102 521,918 6,096,529 SH   DFND 1 6,068,713 0 27,816
DARDEN RESTAURANTS INC COM 237194105 115,057 1,462,988 SH   DFND 1 1,456,088 0 6,900
DARLING INGREDIENTS INC COM 237266101 23,457 1,338,873 SH   DFND 1 1,338,873 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 145 21,270 SH   DFND 1 21,270 0 0
DASEKE INC COM 23753F107 2,292 175,706 SH   DFND 1 175,706 0 0
DASEKE INC-CW20 *W EXP 03/31/202 23753F115 1,525 924,756 SH   DFND 1 2 924,756 0 0
DATA I/O CORP COM 237690102 303 30,481 SH   DFND 1 30,481 0 0
DATAWATCH CORP COM NEW 237917208 1 149 SH   DFND 1 2 149 0 0
DATAWATCH CORP COM NEW 237917208 799 69,222 SH   DFND 1 69,222 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 17,876 340,633 SH   DFND 1 340,633 0 0
DAVIDSTEA INC COM 238661102 58 13,680 SH   DFND 1 13,680 0 0
DAVITA INC COM 23918K108 146 2,466 SH   DFND 1 2 2,466 0 0
DAVITA INC COM 23918K108 94,314 1,591,169 SH   DFND 1 1,584,328 0 6,841
DAWSON GEOPHYSICAL CO COM 239360100 502 111,017 SH   DFND 1 111,017 0 0
DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 735 17,334 SH   DFND 1 17,334 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 52,915 913,588 SH   DFND 1 910,396 0 3,192
DDR CORP COM 23317H102 28,206 3,079,300 SH   DFND 1 3,079,300 0 0
DDR CORP COM 23317H102 32 3,494 SH   DFND 1 2 3,494 0 0
DEAN FOODS CO COM NEW 242370203 345 31,786 SH   DFND 1 2 31,786 0 0
DEAN FOODS CO COM NEW 242370203 11,763 1,081,161 SH   DFND 1 1,078,049 0 3,112
DECKERS OUTDOOR CORP COM 243537107 18,190 265,902 SH   DFND 1 264,811 0 1,091
DEERE & CO COM 244199105 404,397 3,226,168 SH   DFND 1 3,211,006 0 15,162
DEL FRISCO'S RESTAURANT GROU COM 245077102 2,891 198,720 SH   DFND 1 198,720 0 0
DEL TACO RESTAURANTS INC COM 245496104 4,601 299,971 SH   DFND 1 299,971 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 662 21,201 SH   DFND 1 2 21,201 0 0
DELEK US HOLDINGS INC COMSTK 24665A103 16,920 633,005 SH   DFND 1 631,234 0 1,771
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 126,156 1,634,896 SH   DFND 1 1,634,498 0 398
DELPHI AUTOMOTIVE PLC SHS G27823106 305,200 3,107,010 SH   DFND 1 3,095,073 0 11,937
DELTA AIR LINES INC COM NEW 247361702 300,919 6,251,690 SH   DFND 1 6,219,129 0 32,561
DELTA AIR LINES INC COM NEW 247361702 32 680 SH   DFND 1 2 680 0 0
DELTA APPAREL INC COM 247368103 943 43,865 SH   DFND 1 43,865 0 0
DELTIC TIMBER CORP COM 247850100 7,964 90,060 SH   DFND 1 90,060 0 0
DELUXE CORP COM 248019101 161 2,217 SH   DFND 1 2 2,217 0 0
DELUXE CORP COM 248019101 39,722 544,440 SH   DFND 1 542,779 0 1,661
DENBURY RESOURCES INC COM NEW 247916208 4,224 3,152,454 SH   DFND 1 3,152,454 0 0
DENNY'S CORP COM 24869P104 8,072 648,407 SH   DFND 1 648,407 0 0
DENTSPLY SIRONA INC COM 24906P109 148,343 2,484,707 SH   DFND 1 2,467,686 0 17,021
DEPO 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 3,315 4,500,000 PRN   DFND 1 2 4,500,000 0 0
DEPOMED INC COM 249908104 249 43,175 SH   DFND 1 2 43,175 0 0
DEPOMED INC COM 249908104 3,009 519,789 SH   DFND 1 519,789 0 0
DERMIRA INC COM 24983L104 8,398 311,060 SH   DFND 1 311,060 0 0
DESCARTES SYSTEMS GRP/THE COM 249906108 1,414 51,871 SH   DFND 1 51,871 0 0
DESTINATION MATERNITY CORP COM 25065D100 127 76,060 SH   DFND 1 76,060 0 0
DESTINATION XL GROUP INC COM 25065K104 465 245,099 SH   DFND 1 245,099 0 0
DETERMINE INC COM 250660107 158 73,768 SH   DFND 1 73,768 0 0
DEVON ENERGY CORP COM 25179M103 232,001 6,330,146 SH   DFND 1 6,306,092 0 24,054
DEVON ENERGY CORP COM 25179M103 44 1,214 SH   DFND 1 2 1,214 0 0
DEXCOM INC COM 252131107 38,750 792,339 SH   DFND 1 792,339 0 0
DEXTERA SURGICAL INC COM 252366109 8 30,176 SH   DFND 1 30,176 0 0
DHI GROUP INC COM 23331S100 409 157,571 SH   DFND 1 2 157,571 0 0
DHI GROUP INC COM 23331S100 1,475 567,478 SH   DFND 1 567,478 0 0
DHT 4.5 10/01/19 DEBT 4.500%10/0 23335SAB2 3,156 3,200,000 PRN   DFND 1 2 3,200,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 665 167,323 SH   DFND 1 167,323 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 2,080 15,747 SH   DFND 1 15,747 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,790 31,978 SH   DFND 1 31,978 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 83 393 SH   DFND 1 2 393 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 7,572 522,267 SH   DFND 1 520,054 0 2,213
DIAMOND OFFSHORE DRILLING COM 25271C102 74 5,149 SH   DFND 1 2 5,149 0 0
DIAMONDBACK ENERGY INC COM 25278X109 83,940 857,290 SH   DFND 1 857,290 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 21,427 1,956,853 SH   DFND 1 1,956,853 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 527 91,737 SH   DFND 1 91,737 0 0
DICK'S SPORTING GOODS INC COM 253393102 26,337 975,389 SH   DFND 1 972,480 0 2,909
DICK'S SPORTING GOODS INC COM 253393102 789 29,226 SH   DFND 1 2 29,226 0 0
DIEBOLD NIXDORF INC COM 253651103 14,218 622,248 SH   DFND 1 619,465 0 2,783
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 36 26,925 SH   DFND 1 26,925 0 0
DIGI INTERNATIONAL INC COM 253798102 2,368 223,482 SH   DFND 1 223,482 0 0
DIGIMARC CORP COM 25381B101 3,458 94,484 SH   DFND 1 94,484 0 0
DIGIRAD CORP COM 253827109 222 64,454 SH   DFND 1 64,454 0 0
DIGITAL ALLY INC COM NEW 25382P208 54 22,523 SH   DFND 1 22,523 0 0
DIGITAL REALTY TRUST INC COM 253868103 281,086 2,379,606 SH   DFND 1 2,370,314 0 9,292
DIGITAL REALTY TRUST INC COM 253868103 19 163 SH   DFND 1 2 163 0 0
DIGITAL TURBINE INC COM NEW 25400W102 358 237,122 SH   DFND 1 237,122 0 0
DIGITALGLOBE INC COM NEW 25389M877 17,811 505,295 SH   DFND 1 505,295 0 0
DILLARDS INC-CL A CL A 254067101 10,099 180,123 SH   DFND 1 179,408 0 715
DILLARDS INC-CL A CL A 254067101 32 582 SH   DFND 1 2 582 0 0
DIME COMMUNITY BANCSHARES COM 253922108 6,315 293,742 SH   DFND 1 293,742 0 0
DIMENSION THERAPEUTICS INC COM 25433V105 715 119,291 SH   DFND 1 119,291 0 0
DINEEQUITY INC COM 254423106 5,925 137,870 SH   DFND 1 137,870 0 0
DIODES INC COM 254543101 10,613 354,602 SH   DFND 1 354,602 0 0
DIPLOMAT PHARMACY INC COM 25456K101 7,619 367,921 SH   DFND 1 367,921 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 286,572 4,452,136 SH   DFND 1 4,435,481 0 16,655
DISCOVER FINANCIAL SERVICES COM 254709108 1,049 16,280 SH   DFND 1 2 16,280 0 0
DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 40,976 1,927,354 SH   DFND 1 1,916,031 0 11,323
DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 1,158 54,396 SH   DFND 1 2 54,396 0 0
DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 46,935 2,320,842 SH   DFND 1 2,305,232 0 15,610
DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 32 1,587 SH   DFND 1 2 1,587 0 0
DISH NETWORK CORP-A CL A 25470M109 120,931 2,234,562 SH   DFND 1 2,217,675 0 16,887
DIVERSICARE HEALTHCARE SERVI COM 255104101 158 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 143 68,936 SH   DFND 1 68,936 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 2,998 233,166 SH   DFND 1 2 233,166 0 0
DIXIE GROUP INC CL A 255519100 256 64,152 SH   DFND 1 64,152 0 0
DMC GLOBAL INC COM 23291C103 1,878 111,129 SH   DFND 1 111,129 0 0
DNB FINANCIAL CORP COM 233237106 451 12,821 SH   DFND 1 12,821 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 21 25,401 SH   DFND 1 25,401 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 29,438 511,790 SH   DFND 1 511,790 0 0
DOLLAR GENERAL CORP COM 256677105 237,137 2,931,017 SH   DFND 1 2,919,364 0 11,653
DOLLAR TREE INC COM 256746108 219,311 2,530,810 SH   DFND 1 2,513,252 0 17,558
DOMINION ENERGY INC COM 25746U109 474,615 6,182,056 SH   DFND 1 6,152,622 0 29,434
DOMINO'S PIZZA INC COM 25754A201 76,543 385,714 SH   DFND 1 384,060 0 1,654
DOMTAR CORP COM NEW 257559203 24,267 559,282 SH   DFND 1 556,045 0 3,237
DONALDSON CO INC COM 257651109 50,298 1,094,870 SH   DFND 1 1,090,381 0 4,489
DONEGAL GROUP INC-CL A CL A 257701201 2,635 163,364 SH   DFND 1 163,364 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 7,479 346,919 SH   DFND 1 345,867 0 1,052
DORCHESTER MINERALS LP COM UNIT 25820R105 357 23,749 SH   DFND 1 2 23,749 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 222 14,797 SH   DFND 1 14,797 0 0
DORIAN LPG LTD SHS USD Y2106R110 814 119,439 SH   DFND 1 119,439 0 0
DORMAN PRODUCTS INC COM 258278100 86 1,204 SH   DFND 1 2 1,204 0 0
DORMAN PRODUCTS INC COM 258278100 19,078 266,386 SH   DFND 1 266,386 0 0
DOUBLE EAGLE ACQUISITI-CW *W EXP 09/16/202 G28195116 776 1,126,023 SH   DFND 1 2 1,126,023 0 0
DOUBLE EAGLE ACQUISITION-A COM G28195124 5,050 500,000 SH   DFND 1 2 500,000 0 0
DOUGLAS DYNAMICS INC COM 25960R105 7,454 189,195 SH   DFND 1 187,402 0 1,793
DOUGLAS EMMETT INC COM 25960P109 57,419 1,456,615 SH   DFND 1 1,451,363 0 5,252
DOVA PHARMACEUTICALS INC COM 25985T102 1,281 52,793 SH   DFND 1 52,793 0 0
DOVER CORP COM 260003108 144,408 1,583,339 SH   DFND 1 1,575,581 0 7,758
DOVER DOWNS GAMING & ENTERTA COM 260095104 31 30,139 SH   DFND 1 30,139 0 0
DOVER MOTORSPORTS INC COM 260174107 66 32,679 SH   DFND 1 32,679 0 0
DOWDUPONT INC COMSTK 26078J100 1,553,465 22,485,671 SH   DFND 1 22,376,115 0 109,556
DR HORTON INC COM 23331A109 157,783 3,958,551 SH   DFND 1 3,943,299 0 15,252
DR PEPPER SNAPPLE GROUP INC COM 26138E109 32 363 SH   DFND 1 2 363 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 183,716 2,080,283 SH   DFND 1 2,071,369 0 8,914
DR. REDDY'S LABORATORIES-ADR ADR 256135203 1,721 48,705 SH   DFND 1 47,452 0 1,253
DRIL-QUIP INC COM 262037104 291 6,599 SH   DFND 1 2 6,599 0 0
DRIL-QUIP INC COM 262037104 20,066 454,510 SH   DFND 1 453,203 0 1,307
DRIVE SHACK INC COM 262077100 1,730 479,359 SH   DFND 1 479,359 0 0
DSP GROUP INC COM 23332B106 2,844 218,809 SH   DFND 1 218,809 0 0
DST SYSTEMS INC COM 233326107 28,323 516,100 SH   DFND 1 514,026 0 2,074
DSW INC-CLASS A CL A 23334L102 17,292 805,057 SH   DFND 1 805,057 0 0
DSW INC-CLASS A CL A 23334L102 248 11,570 SH   DFND 1 2 11,570 0 0
DTE ENERGY COMPANY COM 233331107 199,887 1,865,413 SH   DFND 1 1,857,092 0 8,321
DUCOMMUN INC COM 264147109 2,752 85,886 SH   DFND 1 85,886 0 0
DUKE ENERGY CORP COM NEW 26441C204 613,954 7,329,743 SH   DFND 1 7,297,966 0 31,777
DUKE REALTY CORP COM NEW 264411505 128,178 4,455,162 SH   DFND 1 4,439,238 0 15,924
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 1,636 80,655 SH   DFND 1 80,655 0 0
DUN & BRADSTREET CORP COM 26483E100 35,678 306,492 SH   DFND 1 305,170 0 1,322
DUNKIN' BRANDS GROUP INC COM 265504100 40,829 769,209 SH   DFND 1 766,125 0 3,084
DURECT CORPORATION COM 266605104 2,002 1,131,222 SH   DFND 1 1,131,222 0 0
DXC TECHNOLOGY CO COM 23355L106 248,529 2,899,511 SH   DFND 1 2,886,500 0 13,011
DXP ENTERPRISES INC COM NEW 233377407 4,093 129,990 SH   DFND 1 129,990 0 0
DYCOM INDUSTRIES INC COM 267475101 21,562 251,072 SH   DFND 1 250,010 0 1,062
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 10,405 483,963 SH   DFND 1 483,963 0 0
DYNEGY INC COM 26817R108 12,508 1,277,646 SH   DFND 1 1,277,646 0 0
DYNEGY INC COM 26817R108 554 56,665 SH   DFND 1 2 56,665 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 3,173 436,562 SH   DFND 1 428,401 0 8,161
E TRADE FINANCIAL CORP COM NEW 269246401 138,068 3,171,393 SH   DFND 1 3,157,835 0 13,558
EAGLE BANCORP INC COM 268948106 18,376 274,078 SH   DFND 1 274,078 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 531 117,296 SH   DFND 1 117,296 0 0
EAGLE MATERIALS INC COM 26969P108 40,807 382,452 SH   DFND 1 380,789 0 1,663
EAGLE PHARMACEUTICALS INC COM 269796108 5,576 93,496 SH   DFND 1 93,496 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 1,506 137,073 SH   DFND 1 137,073 0 0
EAST WEST BANCORP INC COM 27579R104 80,586 1,348,571 SH   DFND 1 1,343,625 0 4,946
EASTERLY GOVERNMENT PROPERTI COM 27616P103 7,670 371,092 SH   DFND 1 371,092 0 0
EASTERN CO/THE COM 276317104 1,416 49,362 SH   DFND 1 49,362 0 0
EASTGROUP PROPERTIES INC COM 277276101 28,901 327,979 SH   DFND 1 327,979 0 0
EASTMAN CHEMICAL CO COM 277432100 159,456 1,765,139 SH   DFND 1 1,758,665 0 6,474
EASTMAN KODAK CO COM NEW 277461406 1,898 258,325 SH   DFND 1 258,325 0 0
EATON CORP PLC SHS G29183103 355,755 4,641,887 SH   DFND 1 4,619,942 0 21,945
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 702 56,330 SH   DFND 1 2 56,330 0 0
EATON VANCE CORP COM NON VTG 278265103 50,341 1,020,103 SH   DFND 1 1,016,162 0 3,941
EATON VANCE NJ MUNICIPAL INC SH BEN INT 27826V106 485 40,259 SH   DFND 1 2 40,259 0 0
EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 550 41,796 SH   DFND 1 2 41,796 0 0
EBAY INC COM 278642103 400,271 10,427,590 SH   DFND 1 10,350,200 0 77,390
EBIX INC COM NEW 278715206 12,965 198,702 SH   DFND 1 198,702 0 0
ECHELON CORP COM NEW 27874N303 82 17,536 SH   DFND 1 17,536 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 23 1,261 SH   DFND 1 2 1,261 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4,634 245,884 SH   DFND 1 245,884 0 0
ECHOSTAR CORP-A CL A 278768106 24,711 431,792 SH   DFND 1 431,792 0 0
ECLIPSE RESOURCES CORP COM 27890G100 1,832 732,800 SH   DFND 1 732,800 0 0
ECOLAB INC COM 278865100 32 250 SH   DFND 1 2 250 0 0
ECOLAB INC COM 278865100 307,221 2,393,916 SH   DFND 1 2,382,171 0 11,745
ECO-STIM ENERGY SOLUTIONS IN COM 27888D101 70 45,860 SH   DFND 1 45,860 0 0
ECPG 2.875 03/15/21 NOTE 2.875% 3/1 292554AH5 3,626 3,645,000 PRN   DFND 1 2 3,645,000 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 15,560 13,605,000 PRN   DFND 1 2 13,605,000 0 0
ECPG 3 11/27/17 NOTE 3.000%11/2 292554AD4 12,049 8,696,000 PRN   DFND 1 2 8,696,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 55 18,494 SH   DFND 1 18,494 0 0
EDGE THERAPEUTICS INC COM 279870109 1,991 185,583 SH   DFND 1 185,583 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 244 37,499 SH   DFND 1 37,499 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 33,796 464,433 SH   DFND 1 462,482 0 1,951
EDGEWELL PERSONAL CARE CO COM 28035Q102 1,553 21,353 SH   DFND 1 2 21,353 0 0
EDISON INTERNATIONAL COM 281020107 256,887 3,335,348 SH   DFND 1 3,320,773 0 14,575
EDITAS MEDICINE INC COM 28106W103 5,733 238,796 SH   DFND 1 238,796 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 26,306 732,146 SH   DFND 1 729,640 0 2,506
EDUCATIONAL DEVELOPMENT CORP COM 281479105 203 21,194 SH   DFND 1 21,194 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 31 291 SH   DFND 1 2 291 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 251,923 2,308,869 SH   DFND 1 2,299,423 0 9,446
EGAIN CORP COM NEW 28225C806 195 72,309 SH   DFND 1 72,309 0 0
EGALET CORP COM 28226B104 98 76,800 SH   DFND 1 76,800 0 0
EHEALTH INC COM 28238P109 3,460 144,832 SH   DFND 1 144,832 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 253 23,089 SH   DFND 1 23,089 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 167 138,378 SH   DFND 1 138,378 0 0
EL PASO ELECTRIC CO COM NEW 283677854 19,141 346,444 SH   DFND 1 346,444 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 2,398 197,423 SH   DFND 1 197,423 0 0
ELBIT SYSTEMS LTD ORD M3760D101 3,990 27,129 SH   DFND 1 27,129 0 0
ELDORADO RESORTS INC COM 28470R102 12,332 480,809 SH   DFND 1 480,809 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 5,242 376,601 SH   DFND 1 376,601 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 300 21,598 SH   DFND 1 2 21,598 0 0
ELECTROMED INC COM 285409108 135 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 370,820 3,147,105 SH   DFND 1 3,123,714 0 23,391
ELECTRONICS FOR IMAGING COM 286082102 17,674 414,127 SH   DFND 1 414,127 0 0
ELEVATE CREDIT INC COM 28621V101 717 117,496 SH   DFND 1 117,496 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 88 56,222 SH   DFND 1 56,222 0 0
ELF BEAUTY INC COM 26856L103 3,714 164,731 SH   DFND 1 164,731 0 0
ELI LILLY & CO COM 532457108 806,526 9,448,152 SH   DFND 1 9,402,434 0 45,718
ELLIE MAE INC COM 28849P100 22,952 279,466 SH   DFND 1 279,466 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 1,057 72,811 SH   DFND 1 72,811 0 0
ELLSWORTH GROWTH AND INCOME COM 289074106 106 11,500 SH   DFND 1 2 11,500 0 0
EMAGIN CORPORATION COM NEW 29076N206 147 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 2,146 76,244 SH   DFND 1 76,244 0 0
EMCOR GROUP INC COM 29084Q100 141 2,044 SH   DFND 1 2 2,044 0 0
EMCOR GROUP INC COM 29084Q100 43,914 632,960 SH   DFND 1 630,930 0 2,030
EMCORE CORP COM NEW 290846203 1,934 235,908 SH   DFND 1 235,908 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 4,024 173,150 SH   DFND 1 173,150 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 298 7,387 SH   DFND 1 2 7,387 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 13,025 322,004 SH   DFND 1 321,818 0 186
EMERSON ELECTRIC CO COM 291011104 397,073 6,331,851 SH   DFND 1 6,299,789 0 32,062
EMERSON RADIO CORP COM NEW 291087203 64 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 112 33,957 SH   DFND 1 33,957 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 949 42,501 SH   DFND 1 42,501 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 21,755 1,059,154 SH   DFND 1 1,059,154 0 0
EMPLOYERS HOLDINGS INC COM 292218104 11,752 258,578 SH   DFND 1 258,578 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 6,441 137,630 SH   DFND 1 137,630 0 0
ENBRIDGE ENERGY PARTNERS LP COM 29250R106 984 61,631 SH   DFND 1 2 61,631 0 0
ENBRIDGE INC COMSTK 29250N105 36,268 875,513 SH   DFND 1 872,411 0 3,102
ENCANA CORP COMSTK 292505104 6,042 518,042 SH   DFND 1 518,022 0 20
ENCORE CAPITAL GROUP INC COM 292554102 9,554 215,678 SH   DFND 1 215,678 0 0
ENCORE WIRE CORP COM 292562105 8,048 179,750 SH   DFND 1 179,750 0 0
ENDO INTERNATIONAL PLC SHS G30401106 15,485 1,808,016 SH   DFND 1 1,801,173 0 6,843
ENDOCYTE INC COM 29269A102 294 208,895 SH   DFND 1 208,895 0 0
ENDOLOGIX INC COM 29266S106 3,107 696,788 SH   DFND 1 696,788 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 5,392 657,659 SH   DFND 1 657,659 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 347 34,023 SH   DFND 1 31,624 0 2,399
ENERGEN CORP COM 29265N108 43,566 796,753 SH   DFND 1 793,429 0 3,324
ENERGIZER HOLDINGS INC COM 29272W109 22,187 481,811 SH   DFND 1 479,695 0 2,116
ENERGOUS CORP COM 29272C103 1,923 151,967 SH   DFND 1 151,967 0 0
ENERGY FOCUS INC COM NEW 29268T300 118 43,479 SH   DFND 1 43,479 0 0
ENERGY RECOVERY INC COM 29270J100 2,309 292,361 SH   DFND 1 292,361 0 0
ENERGY XXI GULF COAST INC COM 29276K101 3,031 293,144 SH   DFND 1 293,144 0 0
ENERSYS COM 29275Y102 28,580 413,198 SH   DFND 1 411,715 0 1,483
ENGILITY HOLDINGS INC COM 29286C107 5,000 144,182 SH   DFND 1 144,182 0 0
ENGLOBAL CORP COM 293306106 85 67,699 SH   DFND 1 67,699 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 934 28,265 SH   DFND 1 26,698 0 1,567
ENNIS INC COM 293389102 5,054 257,224 SH   DFND 1 254,461 0 2,763
ENOVA INTERNATIONAL INC COM 29357K103 5,451 405,352 SH   DFND 1 405,352 0 0
ENOVA INTERNATIONAL INC COM 29357K103 251 18,703 SH   DFND 1 2 18,703 0 0
ENPHASE ENERGY INC COM 29355A107 422 277,732 SH   DFND 1 277,732 0 0
ENPRO INDUSTRIES INC COM 29355X107 13,901 172,625 SH   DFND 1 172,625 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 14,523 2,432,815 SH   DFND 1 2,422,430 0 10,385
ENSCO PLC-CL A SHS CLASS A G3157S106 390 65,351 SH   DFND 1 2 65,351 0 0
ENSERVCO CORP COM 29358Y102 41 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC/THE COM 29358P101 9,488 420,027 SH   DFND 1 420,027 0 0
ENSTAR GROUP LTD SHS G3075P101 22,433 100,893 SH   DFND 1 100,893 0 0
ENSYNC INC COM 29359T102 76 149,026 SH   DFND 1 149,026 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 2,475 99,230 SH   DFND 1 99,230 0 0
ENTEGRIS INC COM 29362U104 39,007 1,352,078 SH   DFND 1 1,352,078 0 0
ENTELLUS MEDICAL INC COM 29363K105 2,077 112,528 SH   DFND 1 112,528 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 2,498 218,241 SH   DFND 1 218,241 0 0
ENTERGY CORP COM 29364G103 146,258 1,919,060 SH   DFND 1 1,909,409 0 9,651
ENTEROMEDICS INC COM PAR 29365M505 47 26,825 SH   DFND 1 26,825 0 0
ENTERPRISE BANCORP INC COM 293668109 2,826 77,830 SH   DFND 1 77,830 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 8,650 204,270 SH   DFND 1 204,270 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 224 8,610 SH   DFND 1 8,610 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 3,017 529,461 SH   DFND 1 529,461 0 0
ENVESTNET INC COM 29404K106 18,244 357,733 SH   DFND 1 357,733 0 0
ENVIROSTAR INC COM 29414M100 428 15,504 SH   DFND 1 15,504 0 0
ENVISION HEALTHCARE CORP COM 29414D100 58,002 1,292,760 SH   DFND 1 1,287,356 0 5,404
ENZO BIOCHEM INC COM 294100102 3,477 332,135 SH   DFND 1 332,135 0 0
ENZYMOTEC LTD SHS M4059L101 125 10,987 SH   DFND 1 10,987 0 0
EOG RESOURCES INC COM 26875P101 529,187 5,481,786 SH   DFND 1 5,455,201 0 26,585
EOG RESOURCES INC COM 26875P101 69 714 SH   DFND 1 2 714 0 0
EP ENERGY CORP-CL A CL A 268785102 1,177 361,227 SH   DFND 1 361,227 0 0
EPAM SYSTEMS INC COM 29414B104 33,628 382,441 SH   DFND 1 382,441 0 0
EPIZYME INC COM 29428V104 8,963 470,541 SH   DFND 1 470,541 0 0
EPLUS INC COM 294268107 11,014 119,141 SH   DFND 1 119,141 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 18,395 664,027 PRN   DFND 1 2 664,027 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 36,373 521,552 SH   DFND 1 519,347 0 2,205
EQT CORP COM 26884L109 115,443 1,772,934 SH   DFND 1 1,765,169 0 7,765
EQUIFAX INC COM 294429105 125,245 1,184,058 SH   DFND 1 1,178,672 0 5,386
EQUINIX INC COM PAR $0.001 29444U700 51 115 SH   DFND 1 2 115 0 0
EQUINIX INC COM PAR $0.001 29444U700 342,350 768,634 SH   DFND 1 764,867 0 3,767
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 2,633 74,003 SH   DFND 1 74,003 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 37,652 1,238,575 SH   DFND 1 1,238,575 0 0
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EQUITY LIFESTYLE PROPERTIES COM 29472R108 73,759 866,947 SH   DFND 1 866,947 0 0
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EQUITY RESIDENTIAL SH BEN INT 29476L107 32 488 SH   DFND 1 2 488 0 0
ERA GROUP INC COM 26885G109 1,645 147,053 SH   DFND 1 147,053 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 1,297 225,589 SH   DFND 1 220,836 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 24,731 205,121 SH   DFND 1 204,728 0 393
EROS INTERNATIONAL PLC SHS NEW G3788M114 720 50,398 SH   DFND 1 50,119 0 279
ESCALADE INC COM 296056104 904 66,541 SH   DFND 1 66,541 0 0
ESCO TECHNOLOGIES INC COM 296315104 12,400 206,844 SH   DFND 1 206,844 0 0
ESPERION THERAPEUTICS INC COM 29664W105 8,851 176,611 SH   DFND 1 176,611 0 0
ESSA BANCORP INC COM 29667D104 902 57,487 SH   DFND 1 57,487 0 0
ESSENDANT INC COM 296689102 7,426 563,916 SH   DFND 1 563,281 0 635
ESSENDANT INC COM 296689102 199 15,171 SH   DFND 1 2 15,171 0 0
ESSENT GROUP LTD COM G3198U102 35,183 868,732 SH   DFND 1 868,732 0 0
ESSEX PROPERTY TRUST INC COM 297178105 201,734 795,449 SH   DFND 1 792,497 0 2,952
ESSEX PROPERTY TRUST INC COM 297178105 32 127 SH   DFND 1 2 127 0 0
ESTEE LAUDER COMPANIES-CL A CL A 518439104 249,425 2,317,406 SH   DFND 1 2,307,096 0 10,310
ESTERLINE TECHNOLOGIES CORP COM 297425100 20,788 230,599 SH   DFND 1 229,694 0 905
ETHAN ALLEN INTERIORS INC COM 297602104 7,161 221,034 SH   DFND 1 221,034 0 0
ETSY INC COM 29786A106 16,062 951,541 SH   DFND 1 951,541 0 0
EURONET WORLDWIDE INC COM 298736109 41,470 437,497 SH   DFND 1 437,497 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 1,433 33,187 SH   DFND 1 33,187 0 0
EVERBRIDGE INC COM 29978A104 4,115 155,758 SH   DFND 1 155,758 0 0
EVERCORE INC - A CLASS A 29977A105 1,111 13,848 SH   DFND 1 2 13,848 0 0
EVERCORE INC - A CLASS A 29977A105 40,431 503,821 SH   DFND 1 503,821 0 0
EVEREST RE GROUP LTD COM G3223R108 29 131 SH   DFND 1 2 131 0 0
EVEREST RE GROUP LTD COM G3223R108 120,301 527,548 SH   DFND 1 525,707 0 1,841
EVERI HOLDINGS INC COM 30034T103 3,935 518,498 SH   DFND 1 518,498 0 0
EVERSOURCE ENERGY COM 30040W108 211,596 3,507,191 SH   DFND 1 3,493,010 0 14,181
EVERSPIN TECHNOLOGIES INC COM 30041T104 679 39,772 SH   DFND 1 39,772 0 0
EVERTEC INC COM 30040P103 12,847 810,563 SH   DFND 1 807,861 0 2,702
EVERTEC INC COM 30040P103 913 57,617 SH   DFND 1 2 57,617 0 0
EVINE LIVE INC CL A 300487105 328 315,721 SH   DFND 1 315,721 0 0
EVOKE PHARMA INC COM 30049G104 76 23,048 SH   DFND 1 23,048 0 0
EVOLENT HEALTH INC - A CL A 30050B101 8,632 484,954 SH   DFND 1 484,954 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,836 255,110 SH   DFND 1 255,110 0 0
EVOLVING SYSTEMS INC COM NEW 30049R209 193 39,807 SH   DFND 1 39,807 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 9,006 471,286 SH   DFND 1 471,286 0 0
EXA CORP COM 300614500 2,382 98,548 SH   DFND 1 98,548 0 0
EXACT SCIENCES CORP COM 30063P105 50,608 1,074,026 SH   DFND 1 1,073,782 0 244
EXACTECH INC COM 30064E109 3,938 119,525 SH   DFND 1 119,525 0 0
EXACTECH INC COM 30064E109 29 900 SH   DFND 1 2 900 0 0
EXCO RESOURCES INC COM NEW 269279501 92 69,173 SH   DFND 1 69,173 0 0
EXELA TECHNOLOGIES INC COMSTK 30162V102 56 11,546 SH   DFND 1 11,546 0 0
EXELIXIS INC COM 30161Q104 338 13,974 SH   DFND 1 2 13,974 0 0
EXELIXIS INC COM 30161Q104 59,236 2,444,757 SH   DFND 1 2,444,178 0 579
EXELON CORP COM 30161N101 380,038 10,107,587 SH   DFND 1 10,063,831 0 43,756
EXFO INC SUB VTG SHS 302046107 33 8,342 SH   DFND 1 8,342 0 0
EXFO INC SUB VTG SHS 302046107 8 2,031 SH   DFND 1 2 2,031 0 0
EXLSERVICE HOLDINGS INC COM 302081104 17,695 303,415 SH   DFND 1 303,415 0 0
EXONE CO/THE COM 302104104 950 83,702 SH   DFND 1 83,702 0 0
EXPEDIA INC COM NEW 30212P303 32 225 SH   DFND 1 2 225 0 0
EXPEDIA INC COM NEW 30212P303 184,337 1,283,156 SH   DFND 1 1,273,457 0 9,699
EXPEDITORS INTL WASH INC COM 302130109 131,828 2,206,064 SH   DFND 1 2,197,890 0 8,174
EXPONENT INC COM 30214U102 17,275 233,772 SH   DFND 1 233,772 0 0
EXPRESS INC COM 30219E103 29 4,415 SH   DFND 1 2 4,415 0 0
EXPRESS INC COM 30219E103 4,456 659,200 SH   DFND 1 659,200 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,305 20,610 SH   DFND 1 2 20,610 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 414,344 6,555,225 SH   DFND 1 6,512,377 0 42,848
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 31,431 1,571,576 SH   DFND 1 1,571,576 0 0
EXTERRAN CORP COM 30227H106 142 4,513 SH   DFND 1 2 4,513 0 0
EXTERRAN CORP COM 30227H106 8,475 268,130 SH   DFND 1 268,130 0 0
EXTRA SPACE STORAGE INC COM 30225T102 115,608 1,449,062 SH   DFND 1 1,443,418 0 5,644
EXTRACTION OIL & GAS INC COM 30227M105 17,621 1,145,008 SH   DFND 1 1,145,008 0 0
EXTREME NETWORKS INC COM 30226D106 15,295 1,286,380 SH   DFND 1 1,286,380 0 0
EXXON MOBIL CORP COM 30231G102 3,539,817 43,263,374 SH   DFND 1 43,066,610 0 196,764
EZCORP INC-CL A CL A NON VTG 302301106 4,186 440,644 SH   DFND 1 440,644 0 0
F5 NETWORKS INC COM 315616102 103,879 862,911 SH   DFND 1 860,068 0 2,843
F5 NETWORKS INC COM 315616102 760 6,304 SH   DFND 1 2 6,304 0 0
FABRINET SHS G3323L100 11,374 306,931 SH   DFND 1 306,931 0 0
FACEBOOK INC-A CL A 30303M102 4,165,150 24,423,453 SH   DFND 1 24,244,532 0 178,921
FACTSET RESEARCH SYSTEMS INC COM 303075105 15 84 SH   DFND 1 2 84 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 55,499 308,141 SH   DFND 1 306,697 0 1,444
FAIR ISAAC CORP COM 303250104 35,625 253,560 SH   DFND 1 252,513 0 1,047
FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 4 868 SH   DFND 1 2 868 0 0
FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 5,787 1,210,838 SH   DFND 1 1,210,838 0 0
FAMOUS DAVE'S OF AMERICA COM 307068106 123 30,474 SH   DFND 1 30,474 0 0
FANG HOLDINGS LTD - ADR ADR 30711Y102 44 11,108 SH   DFND 1 8,426 0 2,682
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 245 19,517 SH   DFND 1 19,517 0 0
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 239 19,050 SH   DFND 1 2 19,050 0 0
FARMER BROS CO COM 307675108 3,056 93,053 SH   DFND 1 93,053 0 0
FARMERS & MERCHANTS BANCO/OH COM 30779N105 2,266 62,178 SH   DFND 1 62,178 0 0
FARMERS CAPITAL BANK CORP COM 309562106 2,793 66,442 SH   DFND 1 66,442 0 0
FARMERS NATL BANC CORP COM 309627107 3,659 243,166 SH   DFND 1 243,166 0 0
FARMLAND PARTNERS INC COM 31154R109 2,780 307,562 SH   DFND 1 307,562 0 0
FARO TECHNOLOGIES INC COM 311642102 5,308 138,773 SH   DFND 1 138,773 0 0
FASTENAL CO COM 311900104 154,650 3,398,729 SH   DFND 1 3,376,979 0 21,750
FATE THERAPEUTICS INC COM 31189P102 1,197 302,431 SH   DFND 1 302,431 0 0
FB FINANCIAL CORP COM 30257X104 3,804 100,867 SH   DFND 1 100,867 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 6,019 80,796 SH   DFND 1 80,051 0 745
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 16,526 342,170 SH   DFND 1 342,170 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 24 337 SH   DFND 1 2 337 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 6,450 88,676 SH   DFND 1 88,676 0 0
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FEDERAL SIGNAL CORP COM 313855108 10,026 471,188 SH   DFND 1 471,188 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 73 2,480 SH   DFND 1 2 2,480 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 35,415 1,192,425 SH   DFND 1 1,188,715 0 3,710
FEDERATED NATIONAL HOLDING C COM 31422T101 3,286 210,555 SH   DFND 1 210,555 0 0
FEDEX CORP COM 31428X106 522,007 2,318,976 SH   DFND 1 2,307,935 0 11,041
FERRARI NV COM N3167Y103 92 841 SH   DFND 1 552 0 289
FERRARI NV COM N3167Y103 271 2,456 SH   DFND 1 2 2,456 0 0
FERRO CORP COM 315405100 15,036 674,276 SH   DFND 1 674,276 0 0
FERROGLOBE PLC SHS G33856108 1,466 111,449 SH   DFND 1 111,449 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 945 52,778 SH   DFND 1 2 52,778 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 15 870 SH   DFND 1 0 0 870
FIBROCELL SCIENCE INC COM PAR 315721308 179 58,710 SH   DFND 1 58,710 0 0
FIBROGEN INC COM 31572Q808 38,438 714,465 SH   DFND 1 714,465 0 0
FIBROGEN INC COM 31572Q808 381 7,092 SH   DFND 1 2 7,092 0 0
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FIDELITY NATIONAL INFO SERV COM 31620M106 319,963 3,432,751 SH   DFND 1 3,417,239 0 15,512
FIDELITY SOUTHERN CORP COM 316394105 6,295 266,318 SH   DFND 1 266,318 0 0
FIESTA RESTAURANT GROUP COM 31660B101 4,448 234,121 SH   DFND 1 234,121 0 0
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FIFTH THIRD BANCORP COM 316773100 235,194 8,420,345 SH   DFND 1 8,385,692 0 34,653
FINANCIAL ENGINES INC COM 317485100 25,308 728,294 SH   DFND 1 728,294 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 3,514 122,016 SH   DFND 1 122,016 0 0
FINISAR CORPORATION COM NEW 31787A507 29 1,331 SH   DFND 1 2 1,331 0 0
FINISAR CORPORATION COM NEW 31787A507 21,934 989,390 SH   DFND 1 989,390 0 0
FINISH LINE/THE - CL A CL A 317923100 4,070 338,375 SH   DFND 1 338,375 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 121 51,830 SH   DFND 1 51,830 0 0
FIREEYE INC COM 31816Q101 25,071 1,495,028 SH   DFND 1 1,495,028 0 0
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FIRST AMERICAN FINANCIAL COM 31847R102 48,540 971,385 SH   DFND 1 967,592 0 3,793
FIRST BANCORP INC/ME COM 31866P102 2,528 83,417 SH   DFND 1 83,417 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 13,679 2,671,684 SH   DFND 1 2,657,878 0 13,806
FIRST BANCORP PUERTO RICO COM NEW 318672706 220 43,133 SH   DFND 1 2 43,133 0 0
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FIRST BANCSHARES INC/MS COM 318916103 1,692 56,120 SH   DFND 1 56,120 0 0
FIRST BANK/HAMILTON NJ COM 31931U102 747 56,234 SH   DFND 1 56,234 0 0
FIRST BUSEY CORP COM NEW 319383204 12,685 404,520 SH   DFND 1 404,004 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 1,480 65,074 SH   DFND 1 65,074 0 0
FIRST CAPITAL INC COM 31942S104 480 13,686 SH   DFND 1 13,686 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 28,848 77,158 SH   DFND 1 77,158 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 11,108 786,129 SH   DFND 1 786,129 0 0
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FIRST COMMUNITY CORP COM 319835104 1,043 51,014 SH   DFND 1 51,014 0 0
FIRST CONNECTICUT BANCORP COM 319850103 3,030 113,295 SH   DFND 1 113,295 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 59,691 3,310,532 SH   DFND 1 3,310,532 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 4,289 81,713 SH   DFND 1 81,713 0 0
FIRST FINANCIAL BANCORP COM 320209109 15,910 608,445 SH   DFND 1 608,445 0 0
FIRST FINANCIAL CORP/INDIANA COM 320218100 5,116 107,484 SH   DFND 1 107,484 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 1,114 65,595 SH   DFND 1 65,595 0 0
FIRST FINL BANKSHARES INC COM 32020R109 26,280 581,421 SH   DFND 1 581,421 0 0
FIRST FOUNDATION INC COM 32026V104 4,216 235,665 SH   DFND 1 235,665 0 0
FIRST GUARANTY BANCSHARES IN COM 32043P106 354 13,161 SH   DFND 1 13,161 0 0
FIRST HAWAIIAN INC COM 32051X108 15,790 521,295 SH   DFND 1 521,295 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 37,431 1,954,656 SH   DFND 1 1,946,626 0 8,030
FIRST INDUSTRIAL REALTY TR COM 32054K103 34,026 1,130,821 SH   DFND 1 1,126,703 0 4,118
FIRST INTERNET BANCORP COM 320557101 238 7,374 SH   DFND 1 2 7,374 0 0
FIRST INTERNET BANCORP COM 320557101 2,115 65,483 SH   DFND 1 65,483 0 0
FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 11,409 298,286 SH   DFND 1 298,286 0 0
FIRST MERCHANTS CORP COM 320817109 16,224 377,938 SH   DFND 1 377,938 0 0
FIRST MID-ILLINOIS BNCSHS COM 320866106 2,873 74,822 SH   DFND 1 74,822 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 18,464 788,405 SH   DFND 1 788,405 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,166 68,240 SH   DFND 1 68,240 0 0
FIRST OF LONG ISLAND CORP COM 320734106 5,804 190,639 SH   DFND 1 190,639 0 0
FIRST POTOMAC REALTY TRUST COMSTK 33610F109 6,193 555,399 SH   DFND 1 555,399 0 0
FIRST POTOMAC REALTY TRUST COMSTK 33610F109 410 36,803 SH   DFND 1 2 36,803 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 119,796 1,147,446 SH   DFND 1 1,147,446 0 0
FIRST SOLAR INC COM 336433107 33,465 729,413 SH   DFND 1 726,632 0 2,781
FIRST SOUTH BANCORP INC /NC COM 33646W100 981 52,971 SH   DFND 1 52,971 0 0
FIRST UNITED CORP COM 33741H107 327 19,822 SH   DFND 1 19,822 0 0
FIRST US BANCSHARES INC COM 33744V103 136 11,875 SH   DFND 1 11,875 0 0
FIRSTCASH INC COM 33767D105 25,325 401,031 SH   DFND 1 400,850 0 181
FIRSTENERGY CORP COM 337932107 173,788 5,645,942 SH   DFND 1 5,626,055 0 19,887
FIRSTENERGY CORP COM 337932107 35 1,159 SH   DFND 1 2 1,159 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 1,568 23,875 SH   DFND 1 23,875 0 0
FISERV INC COM 337738108 324,596 2,521,192 SH   DFND 1 2,505,585 0 15,607
FITBIT INC - A CL A 33812L102 8,927 1,282,742 SH   DFND 1 1,282,742 0 0
FIVE BELOW COM 33829M101 26,850 489,257 SH   DFND 1 489,257 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 373 83,765 SH   DFND 1 83,765 0 0
FIVE POINT HOLDINGS LLC-CL A COM CL A 33833Q106 1,159 85,000 SH   DFND 1 2 85,000 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 10,625 259,735 SH   DFND 1 259,735 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 447 288,827 SH   DFND 1 288,827 0 0
FIVE9 INC COM 338307101 11,250 470,743 SH   DFND 1 470,743 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 6,264 176,560 SH   DFND 1 176,560 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 102,978 665,748 SH   DFND 1 665,748 0 0
FLEX LTD ORD Y2573F102 114 6,915 SH   DFND 1 2 6,915 0 0
FLEX LTD ORD Y2573F102 5,997 364,621 SH   DFND 1 364,621 0 0
FLEX PHARMA INC COM 33938A105 203 59,760 SH   DFND 1 59,760 0 0
FLEXION THERAPEUTICS INC COM 33938J106 5,436 224,843 SH   DFND 1 224,843 0 0
FLEXSTEEL INDS COM 339382103 7,191 141,838 SH   DFND 1 141,838 0 0
FLIR SYSTEMS INC COM 302445101 61,732 1,589,098 SH   DFND 1 1,582,960 0 6,138
FLOOR & DECOR HOLDINGS INC-A CL A 339750101 6,657 171,019 SH   DFND 1 171,019 0 0
FLOTEK INDUSTRIES INC COM 343389102 2,065 444,105 SH   DFND 1 444,105 0 0
FLOWERS FOODS INC COM 343498101 28,782 1,530,146 SH   DFND 1 1,523,447 0 6,699
FLOWSERVE CORP COM 34354P105 70 1,656 SH   DFND 1 2 1,656 0 0
FLOWSERVE CORP COM 34354P105 60,242 1,417,047 SH   DFND 1 1,410,893 0 6,154
FLUIDIGM CORP COM 34385P108 1,163 230,850 SH   DFND 1 230,850 0 0
FLUOR CORP COM 343412102 63,939 1,521,398 SH   DFND 1 1,515,134 0 6,264
FLUOR CORP COM 343412102 476 11,327 SH   DFND 1 2 11,327 0 0
FLUSHING FINANCIAL CORP COM 343873105 7,620 256,408 SH   DFND 1 256,408 0 0
FMC CORP COM NEW 302491303 120,824 1,355,530 SH   DFND 1 1,349,527 0 6,003
FNB BANCORP COM 302515101 526 15,515 SH   DFND 1 15,515 0 0
FNB CORP COM 302520101 36,919 2,631,434 SH   DFND 1 2,616,321 0 15,113
FNF GROUP FNF GROUP COM 31620R303 100,308 2,318,339 SH   DFND 1 2,318,339 0 0
FNFV GROUP FNFV GROUP COM 31620R402 9,212 537,198 SH   DFND 1 537,198 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 110 19,970 SH   DFND 1 19,970 0 0
FOGO DE CHAO INC COM 344177100 1,269 102,367 SH   DFND 1 102,367 0 0
FOGO DE CHAO INC COM 344177100 143 11,607 SH   DFND 1 2 11,607 0 0
FONAR CORP COM NEW 344437405 1,947 63,862 SH   DFND 1 63,862 0 0
FOOT LOCKER INC COM 344849104 67,493 1,918,924 SH   DFND 1 1,912,742 0 6,182
FOOT LOCKER INC COM 344849104 682 19,367 SH   DFND 1 2 19,367 0 0
FORD MOTOR CO COM PAR $0.01 345370860 461,248 38,611,936 SH   DFND 1 38,414,200 0 197,736
FOREST CITY REALTY TRUST- A COM CL A 345605109 65,710 2,575,858 SH   DFND 1 2,575,858 0 0
FORESTAR REAL ESTATE GRP-W/I COM 346232101 6,366 370,147 SH   DFND 1 370,147 0 0
FORESTAR REAL ESTATE GRP-W/I COMSTK 346233109 6,366 370,147 SH   DFND 1 370,147 0 0
FORM HOLDINGS CORP COM 34634E102 155 112,055 SH   DFND 1 112,055 0 0
FORMFACTOR INC COM 346375108 10,754 638,236 SH   DFND 1 638,236 0 0
FORRESTER RESEARCH INC COM 346563109 4,124 98,557 SH   DFND 1 98,557 0 0
FORTERRA INC COM 34960W106 845 187,948 SH   DFND 1 187,948 0 0
FORTINET INC COM 34959E109 45,855 1,279,974 SH   DFND 1 1,274,794 0 5,180
FORTIS INC COMSTK 349553107 8,927 250,703 SH   DFND 1 250,703 0 0
FORTIVE CORP COM 34959J108 238,916 3,381,057 SH   DFND 1 3,367,177 0 13,880
FORTRESS BIOTECH INC COM 34960Q109 1,302 294,663 SH   DFND 1 294,663 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 107,531 1,602,758 SH   DFND 1 1,595,855 0 6,903
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 13 872 SH   DFND 1 2 872 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 9,156 575,870 SH   DFND 1 575,870 0 0
FORWARD AIR CORP COM 349853101 15,532 271,408 SH   DFND 1 271,408 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 22 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 3,321 356,019 SH   DFND 1 356,019 0 0
FOSSIL GROUP INC COM 34988V106 27 2,950 SH   DFND 1 2 2,950 0 0
FOSTER (LB) CO-A COM 350060109 1,781 78,315 SH   DFND 1 78,315 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 1,593 112,712 SH   DFND 1 112,712 0 0
FOUNDATION MEDICINE INC COM 350465100 5,538 137,762 SH   DFND 1 137,762 0 0
FOUNDATION MEDICINE INC COM 350465100 215 5,369 SH   DFND 1 2 5,369 0 0
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FOUR CORNERS PROPERTY TRUST COM 35086T109 16,344 655,885 SH   DFND 1 655,156 0 729
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FOX FACTORY HOLDING CORP COM 35138V102 13,060 303,021 SH   DFND 1 303,021 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 2,320 315,351 SH   DFND 1 315,351 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 151 20,525 SH   DFND 1 2 20,525 0 0
FRANKLIN COVEY CO COM 353469109 1,851 91,224 SH   DFND 1 91,224 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 16,187 360,935 SH   DFND 1 360,935 0 0
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FRANKLIN RESOURCES INC COM 354613101 269 6,057 SH   DFND 1 2 6,057 0 0
FRANKLIN RESOURCES INC COM 354613101 155,957 3,510,469 SH   DFND 1 3,495,751 0 14,718
FRANKLIN STREET PROPERTIES C COM 35471R106 11,296 1,063,726 SH   DFND 1 1,063,726 0 0
FRANK'S INTERNATIONAL NV COM N33462107 3,236 419,292 SH   DFND 1 418,531 0 761
FRED'S INC-CLASS A CL A 356108100 644 100,000 SH   DFND 1 2 100,000 0 0
FRED'S INC-CLASS A CL A 356108100 1,861 289,018 SH   DFND 1 289,018 0 0
FREEPORT-MCMORAN INC CL B 35671D857 935 66,628 SH   DFND 1 2 66,628 0 0
FREEPORT-MCMORAN INC CL B 35671D857 219,392 15,653,411 SH   DFND 1 15,590,683 0 62,728
FREIGHTCAR AMERICA INC COM 357023100 2,006 102,586 SH   DFND 1 102,586 0 0
FREQUENCY ELECTRONICS INC COM 358010106 237 25,327 SH   DFND 1 25,327 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 339 6,947 SH   DFND 1 5,987 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 17,555 386,167 SH   DFND 1 386,167 0 0
FRESHPET INC COM 358039105 3,015 192,670 SH   DFND 1 192,670 0 0
FRIEDMAN INDUSTRIES COM 358435105 133 21,701 SH   DFND 1 21,701 0 0
FRONTIER COMMUNICATIONS CORP COMSTK 35906A306 8,367 709,744 SH   DFND 1 707,075 0 2,669
FRONTLINE LTD SHS NEW G3682E192 1,024 169,630 SH   DFND 1 169,630 0 0
FRP HOLDINGS INC COM 30292L107 2,136 47,210 SH   DFND 1 47,210 0 0
FS BANCORP INC COM 30263Y104 608 11,789 SH   DFND 1 11,789 0 0
FS BANCORP INC COM 30263Y104 314 6,097 SH   DFND 1 2 6,097 0 0
FTD COS INC COM 30281V108 130 9,974 SH   DFND 1 2 9,974 0 0
FTD COS INC COM 30281V108 1,895 145,370 SH   DFND 1 145,370 0 0
FTI CONSULTING INC COM 302941109 12,238 344,928 SH   DFND 1 344,928 0 0
FUEL TECH INC COM 359523107 129 126,541 SH   DFND 1 126,541 0 0
FUELCELL ENERGY INC COM NEW 35952H502 504 288,407 SH   DFND 1 288,407 0 0
FULL HOUSE RESORTS INC COM 359678109 68 24,413 SH   DFND 1 24,413 0 0
FULTON FINANCIAL CORP COM 360271100 36,412 1,942,014 SH   DFND 1 1,936,021 0 5,993
FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 276 101,759 SH   DFND 1 101,759 0 0
FUTUREFUEL CORP COM 36116M106 6,838 434,457 SH   DFND 1 434,457 0 0
G1 THERAPEUTICS INC COM 3621LQ109 2,148 86,305 SH   DFND 1 86,305 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 583 44,172 SH   DFND 1 2 44,172 0 0
GABELLI HEALTHCARE&WELLNESS SHS 36246K103 258 25,599 SH   DFND 1 2 25,599 0 0
GAIA INC CL A 36269P104 1,232 102,724 SH   DFND 1 102,724 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,421 222,458 SH   DFND 1 222,458 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 138 21,740 SH   DFND 1 2 21,740 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 604 5,938 SH   DFND 1 5,938 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 414 195,411 SH   DFND 1 195,411 0 0
GALENA BIOPHARMA INC COM NEW 363256504 18 51,783 SH   DFND 1 51,783 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 1,134 38,119 SH   DFND 1 38,119 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 28,859 1,396,871 SH   DFND 1 1,393,420 0 3,451
GAMESTOP CORP-CLASS A CL A 36467W109 253 12,273 SH   DFND 1 2 12,273 0 0
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GAMING AND LEISURE PROPERTIE COM 36467J108 70,083 1,899,798 SH   DFND 1 1,899,798 0 0
GANNETT CO INC COM 36473H104 8,549 949,953 SH   DFND 1 949,299 0 654
GAP INC/THE COM 364760108 105,379 3,572,756 SH   DFND 1 3,561,262 0 11,494
GARDNER DENVER HOLDINGS INC COM 36555P107 10,762 391,096 SH   DFND 1 391,096 0 0
GARMIN LTD SHS H2906T109 70,855 1,315,219 SH   DFND 1 1,309,331 0 5,888
GARTNER INC COM 366651107 121,702 979,997 SH   DFND 1 975,931 0 4,066
GASLOG LTD SHS G37585109 1,431 82,007 SH   DFND 1 82,007 0 0
GASTAR EXPLORATION LTD COM 36729W202 1,202 1,367,192 SH   DFND 1 1,367,192 0 0
GATX CORP COM 361448103 19,737 320,624 SH   DFND 1 319,300 0 1,324
GCP APPLIED TECHNOLOGIES COM 36164Y101 18,119 590,219 SH   DFND 1 590,219 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADR 36165L108 210 18,718 SH   DFND 1 18,718 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 335 35,491 SH   DFND 1 35,491 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 727 62,747 SH   DFND 1 62,747 0 0
GENCOR INDUSTRIES INC COM 368678108 1,046 59,291 SH   DFND 1 59,291 0 0
GENER8 MARITIME INC COM Y26889108 2,919 647,230 SH   DFND 1 647,230 0 0
GENERAC HOLDINGS INC COM 368736104 23,918 520,761 SH   DFND 1 520,761 0 0
GENERAL AMERICAN INVESTORS COM 368802104 4,850 134,702 SH   DFND 1 2 134,702 0 0
GENERAL CABLE CORP COM 369300108 7,666 406,688 SH   DFND 1 405,330 0 1,358
GENERAL COMMUNICATION INC-A CL A 369385109 10,136 248,505 SH   DFND 1 248,505 0 0
GENERAL DYNAMICS CORP COM 369550108 627,537 3,058,027 SH   DFND 1 3,045,567 0 12,460
GENERAL ELECTRIC CO COM 369604103 291 12,048 SH   DFND 1 2 12,048 0 0
GENERAL ELECTRIC CO COM 369604103 2,068,863 85,733,996 SH   DFND 1 85,328,588 0 405,408
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GENERAL MILLS INC COM 370334104 315,885 6,114,489 SH   DFND 1 6,086,614 0 27,875
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GENERAL MOTORS CO COM 37045V100 532,760 13,220,009 SH   DFND 1 13,159,676 0 60,333
GENESCO INC COM 371532102 4,263 160,298 SH   DFND 1 160,298 0 0
GENESCO INC COM 371532102 66 2,513 SH   DFND 1 2 2,513 0 0
GENESEE & WYOMING INC-CL A CL A 371559105 37,745 510,004 SH   DFND 1 507,898 0 2,106
GENESIS HEALTHCARE INC CL A COM 37185X106 255 220,237 SH   DFND 1 220,237 0 0
GENIE ENERGY LTD-B CL B 372284208 762 116,381 SH   DFND 1 116,381 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4,436 460,677 SH   DFND 1 460,677 0 0
GENOCEA BIOSCIENCES INC COM 372427104 288 197,506 SH   DFND 1 197,506 0 0
GENOMIC HEALTH INC COM 37244C101 6,751 210,408 SH   DFND 1 210,408 0 0
GENOMIC HEALTH INC COM 37244C101 19 593 SH   DFND 1 2 593 0 0
GENPACT LTD SHS G3922B107 30,841 1,072,757 SH   DFND 1 1,072,757 0 0
GENTEX CORP COM 371901109 6 352 SH   DFND 1 2 352 0 0
GENTEX CORP COM 371901109 68,388 3,453,952 SH   DFND 1 3,442,560 0 11,392
GENTHERM INC COM 37253A103 11,906 320,489 SH   DFND 1 320,409 0 80
GENUINE PARTS CO COM 372460105 157,641 1,651,102 SH   DFND 1 1,643,691 0 7,411
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 15,768 4,095,748 SH   DFND 1 4,075,663 0 20,085
GEO GROUP INC/THE COM 36162J106 28,186 1,047,841 SH   DFND 1 1,043,605 0 4,236
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,010 112,797 SH   DFND 1 112,797 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 30 1,689 SH   DFND 1 2 1,689 0 0
GERMAN AMERICAN BANCORP COM 373865104 7,123 187,322 SH   DFND 1 187,322 0 0
GERON CORP COM 374163103 2,876 1,319,700 SH   DFND 1 1,319,504 0 196
GETTY REALTY CORP COM 374297109 7,195 251,516 SH   DFND 1 251,516 0 0
GEVO INC COM PAR 374396307 22 35,762 SH   DFND 1 35,762 0 0
GGP INC COM 36174X101 153,761 7,415,418 SH   DFND 1 7,387,412 0 28,006
GIBRALTAR INDUSTRIES INC COM 374689107 8,783 281,976 SH   DFND 1 281,976 0 0
GIGAMON INC COM 37518B102 12,492 296,374 SH   DFND 1 296,374 0 0
GIGAMON INC COM 37518B102 843 20,000 SH   DFND 1 2 20,000 0 0
GIGA-TRONICS INC COM 375175106 14 19,463 SH   DFND 1 19,463 0 0
G-III APPAREL GROUP LTD COM 36237H101 11,091 382,213 SH   DFND 1 382,213 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 138 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COMSTK 375916103 5,147 165,948 SH   DFND 1 165,948 0 0
GILEAD SCIENCES INC COM 375558103 280 3,467 SH   DFND 1 2 3,467 0 0
GILEAD SCIENCES INC COM 375558103 1,250,917 15,465,729 SH   DFND 1 15,364,580 0 101,149
GLACIER BANCORP INC COM 37637Q105 25,530 676,125 SH   DFND 1 676,125 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 5,909 265,352 SH   DFND 1 265,352 0 0
GLADSTONE LAND CORP COM 376549101 1,093 80,282 SH   DFND 1 80,282 0 0
GLATFELTER COM 377316104 6,872 353,355 SH   DFND 1 353,355 0 0
GLAUKOS CORP COM 377322102 9,031 273,669 SH   DFND 1 273,669 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 8,896 219,126 SH   DFND 1 217,150 0 1,976
GLEN BURNIE BANCORP COM 377407101 204 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 10,342 333,076 SH   DFND 1 333,076 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 9,422 278,785 SH   DFND 1 278,785 0 0
GLOBAL BROKERAGE INC CL A NEW 37891B109 55 32,820 SH   DFND 1 32,820 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 1,556 455,025 SH   DFND 1 455,025 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 3,169 74,758 SH   DFND 1 74,758 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 1,150 128,145 SH   DFND 1 128,145 0 0
GLOBAL NET LEASE INC COM NEW 379378201 10,312 471,096 SH   DFND 1 471,096 0 0
GLOBAL PAYMENTS INC COM 37940X102 141,941 1,496,658 SH   DFND 1 1,489,847 0 6,811
GLOBAL SELF STORAGE INC COM 37955N106 356 74,849 SH   DFND 1 74,849 0 0
GLOBAL WATER RESOURCES INC COM 379463102 272 28,944 SH   DFND 1 28,944 0 0
GLOBALSCAPE INC COM 37940G109 112 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 5,383 3,302,833 SH   DFND 1 3,302,833 0 0
GLOBUS MARITIME LIMITED SHS NEW Y27265308 11 12,830 SH   DFND 1 12,830 0 0
GLOBUS MEDICAL INC - A CL A 379577208 20,685 696,028 SH   DFND 1 693,561 0 2,467
GLOBUS MEDICAL INC - A CL A 379577208 149 5,016 SH   DFND 1 2 5,016 0 0
GLOWPOINT INC COM NEW 379887201 85 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 149 39,756 SH   DFND 1 2 39,756 0 0
GLU MOBILE INC COM 379890106 3,421 909,964 SH   DFND 1 909,964 0 0
GLYCOMIMETICS INC COM 38000Q102 2,195 156,952 SH   DFND 1 156,952 0 0
GMS INC COM 36251C103 8,320 235,041 SH   DFND 1 235,041 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 5,039 570,134 SH   DFND 1 569,261 0 873
GODADDY INC - CLASS A CL A 380237107 29,431 676,435 SH   DFND 1 676,435 0 0
GOGO INC COM 38046C109 6,536 553,512 SH   DFND 1 553,512 0 0
GOLAR LNG LTD SHS G9456A100 6,316 279,352 SH   DFND 1 279,049 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 720 31,025 SH   DFND 1 31,025 0 0
GOLD RESOURCE CORP COM 38068T105 1,773 472,905 SH   DFND 1 472,905 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 2,232 91,555 SH   DFND 1 91,555 0 0
GOLDEN MINERALS CO COM 381119106 113 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 658 83,940 SH   DFND 1 83,940 0 0
GOLDFIELD CORP COM 381370105 899 142,790 SH   DFND 1 142,790 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 890,779 3,762,658 SH   DFND 1 3,746,563 0 16,095
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 153 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 268 27,665 SH   DFND 1 27,665 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 95,330 2,871,948 SH   DFND 1 2,860,666 0 11,282
GOPRO INC-CLASS A CL A 38268T103 9,733 884,072 SH   DFND 1 884,072 0 0
GORES HOLDINGS II INC - CW22 *W EXP 03/06/202 382867117 189 133,333 SH   DFND 1 2 133,333 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 2,040 1,000,000 SH   DFND 1 2 1,000,000 0 0
GORMAN-RUPP CO COM 383082104 4,534 139,212 SH   DFND 1 139,212 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 15,823 843,007 SH   DFND 1 843,007 0 0
GP STRATEGIES CORP COM 36225V104 3,571 115,772 SH   DFND 1 115,772 0 0
GPRE 3.25 10/01/18 NOTE 3.250%10/0 393222AD6 2,357 2,000,000 PRN   DFND 1 2 2,000,000 0 0
GRACO INC COM 384109104 55,082 445,326 SH   DFND 1 443,409 0 1,917
GRACO INC COM 384109104 39 318 SH   DFND 1 2 318 0 0
GRAHAM CORP COM 384556106 1,430 68,672 SH   DFND 1 68,672 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 22,707 38,810 SH   DFND 1 38,652 0 158
GRAMERCY PROPERTY TRUST COM NEW 385002308 37,088 1,226,057 SH   DFND 1 1,226,057 0 0
GRAMERCY PROPERTY TRUST COM NEW 385002308 425 14,052 SH   DFND 1 2 14,052 0 0
GRAND CANYON EDUCATION INC COM 38526M106 38,496 423,873 SH   DFND 1 423,873 0 0
GRANITE CONSTRUCTION INC COM 387328107 18,920 326,494 SH   DFND 1 325,131 0 1,363
GRANITE POINT MORTGAGE TRUST COM 38741L107 579 30,960 SH   DFND 1 30,960 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 33,805 2,423,332 SH   DFND 1 2,423,332 0 0
GRAY TELEVISION INC COM 389375106 8,494 541,072 SH   DFND 1 541,072 0 0
GREAT AJAX CORP COM 38983D300 1,579 112,097 SH   DFND 1 112,097 0 0
GREAT AJAX CORP CONVPFD 38983D409 1,020 40,000 PRN   DFND 1 2 40,000 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 125 35,396 SH   DFND 1 35,396 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 2,261 466,261 SH   DFND 1 466,261 0 0
GREAT PLAINS ENERGY INC COM 391164100 52,243 1,724,207 SH   DFND 1 1,716,812 0 7,395
GREAT SOUTHERN BANCORP INC COM 390905107 7,145 128,409 SH   DFND 1 128,409 0 0
GREAT WESTERN BANCORP INC COM 391416104 21,586 522,939 SH   DFND 1 522,939 0 0
GREEN BANCORP INC COM 39260X100 4,852 205,185 SH   DFND 1 205,185 0 0
GREEN BRICK PARTNERS INC COM 392709101 2,100 212,169 SH   DFND 1 212,169 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 18,032 363,713 SH   DFND 1 363,713 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 796 16,061 SH   DFND 1 2 16,061 0 0
GREEN PLAINS INC COM 393222104 6,869 340,917 SH   DFND 1 340,496 0 421
GREENBRIER COMPANIES INC COM 393657101 15,378 319,378 SH   DFND 1 319,259 0 119
GREENE COUNTY BANCORP INC COM 394357107 276 9,217 SH   DFND 1 9,217 0 0
GREENHILL & CO INC COM 395259104 3,733 224,880 SH   DFND 1 223,945 0 935
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 5,410 249,887 SH   DFND 1 249,887 0 0
GREIF INC-CL A CL A 397624107 14,700 251,116 SH   DFND 1 250,031 0 1,085
GREIF INC-CL B CL B 397624206 1,188 18,495 SH   DFND 1 17,741 0 754
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 438 12,065 SH   DFND 1 12,065 0 0
GRIFFON CORP COM 398433102 5,705 256,995 SH   DFND 1 256,995 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,096 95,788 SH   DFND 1 94,155 0 1,633
GROUP 1 AUTOMOTIVE INC COM 398905109 11,925 164,587 SH   DFND 1 164,587 0 0
GROUPON INC COM 399473107 17,691 3,402,194 SH   DFND 1 3,402,194 0 0
GRUBHUB INC COM 400110102 36,913 700,975 SH   DFND 1 700,975 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 1,572 30,502 SH   DFND 1 30,502 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 348 6,756 SH   DFND 1 2 6,756 0 0
GSE SYSTEMS INC COM 36227K106 119 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 874 120,296 SH   DFND 1 120,296 0 0
GSVC 5.25 09/15/18 NOTE 5.250% 9/1 36191JAB7 2,066 2,059,000 PRN   DFND 1 2 2,059,000 0 0
GTT COMMUNICATIONS INC COM 362393100 7,802 246,517 SH   DFND 1 246,517 0 0
GTX INC COM NEW 40052B207 329 40,138 SH   DFND 1 40,138 0 0
GUARANTY BANCORP COM NEW 40075T607 5,255 189,038 SH   DFND 1 189,038 0 0
GUARANTY BANCSHARES INC COM 400764106 523 16,355 SH   DFND 1 16,355 0 0
GUESS INC COM 401617105 8,458 496,701 SH   DFND 1 495,414 0 1,287
GUIDEWIRE SOFTWARE INC COM 40171V100 46,991 603,537 SH   DFND 1 603,537 0 0
GULF ISLAND FABRICATION INC COM 402307102 1,249 98,358 SH   DFND 1 98,358 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 33 18,051 SH   DFND 1 18,051 0 0
GULFPORT ENERGY CORP COM NEW 402635304 20,586 1,435,601 SH   DFND 1 1,429,951 0 5,650
GW PHARMACEUTICALS -ADR ADS 36197T103 1,576 15,531 SH   DFND 1 15,531 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 8,066 276,266 SH   DFND 1 276,266 0 0
H&R BLOCK INC COM 093671105 83,154 3,144,533 SH   DFND 1 3,134,512 0 10,021
H&R BLOCK INC COM 093671105 332 12,569 SH   DFND 1 2 12,569 0 0
H.B. FULLER CO. COM 359694106 24,467 421,425 SH   DFND 1 421,425 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 2,259 173,118 SH   DFND 1 173,118 0 0
HACKETT GROUP INC/THE COM 404609109 446 29,382 SH   DFND 1 2 29,382 0 0
HACKETT GROUP INC/THE COM 404609109 4,653 306,381 SH   DFND 1 306,381 0 0
HAEMONETICS CORP/MASS COM 405024100 21,547 480,218 SH   DFND 1 480,218 0 0
HAIN CELESTIAL GROUP INC COM 405217100 37,375 908,264 SH   DFND 1 904,709 0 3,555
HALCON RESOURCES CORP COM PAR NEW 40537Q605 8,342 1,226,767 SH   DFND 1 1,226,767 0 0
HALLADOR ENERGY CO COM 40609P105 376 65,837 SH   DFND 1 2 65,837 0 0
HALLADOR ENERGY CO COM 40609P105 885 154,843 SH   DFND 1 154,843 0 0
HALLIBURTON CO COM 406216101 36 783 SH   DFND 1 2 783 0 0
HALLIBURTON CO COM 406216101 387,404 8,433,523 SH   DFND 1 8,393,039 0 40,484
HALLMARK FINL SERVICES INC COM NEW 40624Q203 1,107 95,428 SH   DFND 1 95,428 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 20,001 1,151,520 SH   DFND 1 1,151,520 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 27 1,596 SH   DFND 1 2 1,596 0 0
HALYARD HEALTH INC COM 40650V100 21,317 473,400 SH   DFND 1 471,801 0 1,599
HAMILTON LANE INC-CLASS A CL A 407497106 3,882 144,602 SH   DFND 1 144,602 0 0
HANCOCK HOLDING CO COM 410120109 37,239 768,619 SH   DFND 1 765,044 0 3,575
HANDY & HARMAN LTD COM 410315105 1,429 43,917 SH   DFND 1 43,917 0 0
HANESBRANDS INC COM 410345102 88,055 3,580,973 SH   DFND 1 3,563,240 0 17,733
HANESBRANDS INC COM 410345102 176 7,162 SH   DFND 1 2 7,162 0 0
HANMI FINANCIAL CORPORATION COM NEW 410495204 8,665 279,972 SH   DFND 1 279,972 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 9,718 398,779 SH   DFND 1 398,779 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 34,060 351,396 SH   DFND 1 349,948 0 1,448
HARBORONE BANCORP INC COM 41165F101 4,489 238,669 SH   DFND 1 238,669 0 0
HARDINGE INC COM 412324303 1,249 81,812 SH   DFND 1 81,812 0 0
HARLEY-DAVIDSON INC COM 412822108 81,931 1,702,896 SH   DFND 1 1,694,767 0 8,129
HARMONIC INC COM 413160102 2,074 680,136 SH   DFND 1 680,136 0 0
HARMONIC INC COM 413160102 32 10,600 SH   DFND 1 2 10,600 0 0
HARRIS CORP COM 413875105 162,218 1,234,266 SH   DFND 1 1,228,489 0 5,777
HARSCO CORP COM 415864107 13,933 666,662 SH   DFND 1 666,662 0 0
HARTE-HANKS INC COM 416196103 271 253,385 SH   DFND 1 250,886 0 2,499
HARTFORD FINANCIAL SVCS GRP COM 416515104 207,773 3,755,747 SH   DFND 1 3,738,749 0 16,998
HARVARD BIOSCIENCE INC COM 416906105 550 146,791 SH   DFND 1 146,791 0 0
HASBRO INC COM 418056107 138,940 1,424,788 SH   DFND 1 1,415,749 0 9,039
HAVERTY FURNITURE COM 419596101 4,025 153,931 SH   DFND 1 153,931 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 31,264 936,902 SH   DFND 1 933,175 0 3,727
HAWAIIAN HOLDINGS INC COM 419879101 24,078 641,234 SH   DFND 1 641,234 0 0
HAWAIIAN HOLDINGS INC COM 419879101 178 4,752 SH   DFND 1 2 4,752 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 2,615 87,724 SH   DFND 1 87,724 0 0
HAWKINS INC COM 420261109 3,406 83,486 SH   DFND 1 83,486 0 0
HAWKINS INC COM 420261109 132 3,243 SH   DFND 1 2 3,243 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,012 48,921 SH   DFND 1 48,921 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,810 106,108 SH   DFND 1 106,108 0 0
HC2 HOLDINGS INC COM 404139107 1,458 276,275 SH   DFND 1 276,275 0 0
HCA HEALTHCARE INC COM 40412C101 218,341 2,749,087 SH   DFND 1 2,736,160 0 12,927
HCI GROUP INC COM 40416E103 2,504 65,479 SH   DFND 1 65,399 0 80
HCP INC COM 40414L109 156,749 5,641,864 SH   DFND 1 5,620,467 0 21,397
HD SUPPLY HOLDINGS INC COM 40416M105 58,574 1,624,600 SH   DFND 1 1,624,600 0 0
HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 1,786 18,537 SH   DFND 1 17,449 0 1,088
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 4,217 290,851 SH   DFND 1 290,425 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 39,178 1,211,468 SH   DFND 1 1,207,216 0 4,252
HEALTHCARE SERVICES GROUP COM 421906108 34,312 635,774 SH   DFND 1 635,774 0 0
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 47,780 1,603,374 SH   DFND 1 1,603,374 0 0
HEALTHEQUITY INC COM 42226A107 23,873 471,999 SH   DFND 1 471,999 0 0
HEALTHSOUTH CORP COM NEW 421924309 68 1,474 SH   DFND 1 2 1,474 0 0
HEALTHSOUTH CORP COM NEW 421924309 46,970 1,013,398 SH   DFND 1 1,009,321 0 4,077
HEALTHSTREAM INC COM 42222N103 5,246 224,514 SH   DFND 1 224,514 0 0
HEARTLAND EXPRESS INC COM 422347104 11,514 459,109 SH   DFND 1 459,109 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 11,122 225,155 SH   DFND 1 225,155 0 0
HEAT BIOLOGICS INC COM 42237K102 52 79,837 SH   DFND 1 79,837 0 0
HECLA MINING CO COM 422704106 16,593 3,305,384 SH   DFND 1 3,305,384 0 0
HECLA MINING CO COM 422704106 31 6,258 SH   DFND 1 2 6,258 0 0
HEICO CORP COM 422806109 19,573 217,943 SH   DFND 1 217,943 0 0
HEICO CORP-CLASS A CL A 422806208 26,727 350,752 SH   DFND 1 350,752 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 97 4,589 SH   DFND 1 2 4,589 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 3,308 156,417 SH   DFND 1 156,027 0 390
HELEN OF TROY LTD COM G4388N106 189 1,958 SH   DFND 1 2 1,958 0 0
HELEN OF TROY LTD COM G4388N106 23,068 238,065 SH   DFND 1 237,132 0 933
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 8,337 1,128,258 SH   DFND 1 1,128,258 0 0
HELMERICH & PAYNE COM 423452101 61,478 1,181,850 SH   DFND 1 1,176,269 0 5,581
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 1,309 109,612 SH   DFND 1 109,612 0 0
HEMISPHERE MEDIA GROUP INC WRT 42365Q111 152 460,670 SH   DFND 1 2 460,670 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 24 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 203 13,164 SH   DFND 1 13,164 0 0
HENRY SCHEIN INC COM 806407102 115 1,405 SH   DFND 1 2 1,405 0 0
HENRY SCHEIN INC COM 806407102 154,528 1,887,806 SH   DFND 1 1,876,045 0 11,761
HERBALIFE LTD COM USD SHS G4412G101 36,014 530,953 SH   DFND 1 530,953 0 0
HERBALIFE LTD COM USD SHS G4412G101 678 10,000 SH   DFND 1 2 10,000 0 0
HERC HOLDINGS INC COM 42704L104 10,350 210,673 SH   DFND 1 210,673 0 0
HERC HOLDINGS INC COM 42704L104 228 4,660 SH   DFND 1 2 4,660 0 0
HERITAGE COMMERCE CORP COM 426927109 4,568 321,016 SH   DFND 1 321,016 0 0
HERITAGE FINANCIAL CORP COM 42722X106 7,659 259,648 SH   DFND 1 259,648 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 2,904 219,852 SH   DFND 1 219,852 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 66 3,074 SH   DFND 1 2 3,074 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 2,797 128,642 SH   DFND 1 128,642 0 0
HERMAN MILLER INC COM 600544100 27,039 753,201 SH   DFND 1 751,155 0 2,046
HERMAN MILLER INC COM 600544100 44 1,242 SH   DFND 1 2 1,242 0 0
HERON THERAPEUTICS INC COM 427746102 6,379 395,046 SH   DFND 1 395,046 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 7,464 399,836 SH   DFND 1 399,836 0 0
HERSHEY CO/THE COM 427866108 169,599 1,556,334 SH   DFND 1 1,549,712 0 6,622
HERTZ GLOBAL HOLDINGS INC COM 42806J106 13,753 615,112 SH   DFND 1 615,112 0 0
HESKA CORP COM RESTRC NEW 42805E306 5,139 58,342 SH   DFND 1 58,342 0 0
HESS CORP COM 42809H107 130,440 2,787,476 SH   DFND 1 2,775,366 0 12,110
HESS CORP COM 42809H107 2,578 55,000 SH   DFND 1 2 55,000 0 0
HEWLETT PACKARD ENTERPRIS COM 42824C109 230,462 15,699,421 SH   DFND 1 15,622,721 0 76,700
HEXCEL CORP COM 428291108 41,144 716,545 SH   DFND 1 716,545 0 0
HFF INC-CLASS A CL A 40418F108 11,432 288,991 SH   DFND 1 288,991 0 0
HIBBETT SPORTS INC COM 428567101 4,268 299,512 SH   DFND 1 299,512 0 0
HIBBETT SPORTS INC COM 428567101 198 13,924 SH   DFND 1 2 13,924 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 46 10,264 SH   DFND 1 10,264 0 0
HIGHWOODS PROPERTIES INC COM 431284108 31 600 SH   DFND 1 2 600 0 0
HIGHWOODS PROPERTIES INC COM 431284108 52,176 1,001,660 SH   DFND 1 998,130 0 3,530
HILL INTERNATIONAL INC COM 431466101 1,282 269,906 SH   DFND 1 269,906 0 0
HILLENBRAND INC COM 431571108 15 401 SH   DFND 1 2 401 0 0
HILLENBRAND INC COM 431571108 20,082 516,920 SH   DFND 1 516,920 0 0
HILL-ROM HOLDINGS INC COM 431475102 37,039 500,534 SH   DFND 1 498,075 0 2,459
HILLTOP HOLDINGS INC COM 432748101 17,948 690,324 SH   DFND 1 690,324 0 0
HILTON GRAND VACATIONS INC COM 43283X105 19,956 516,614 SH   DFND 1 516,614 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 141,824 2,046,072 SH   DFND 1 2,036,935 0 9,137
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 758 69,367 SH   DFND 1 69,367 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 2,931 15,406 SH   DFND 1 15,406 0 0
HMS HOLDINGS CORP COM 40425J101 17,764 894,504 SH   DFND 1 894,504 0 0
HNI CORP COM 404251100 15,360 370,395 SH   DFND 1 368,133 0 2,262
HOLLYFRONTIER CORP COM 436106108 52,842 1,469,959 SH   DFND 1 1,463,069 0 6,890
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 967 44,768 SH   DFND 1 44,768 0 0
HOLOGIC INC COM 436440101 32 879 SH   DFND 1 2 879 0 0
HOLOGIC INC COM 436440101 112,145 3,062,131 SH   DFND 1 3,041,337 0 20,794
HOME BANCORP INC COM 43689E107 1,529 36,583 SH   DFND 1 36,583 0 0
HOME BANCSHARES INC COM 436893200 34,750 1,377,888 SH   DFND 1 1,372,487 0 5,401
HOME DEPOT INC COM 437076102 1,863,217 11,415,275 SH   DFND 1 11,359,745 0 55,530
HOMESTREET INC COM 43785V102 6,710 248,554 SH   DFND 1 248,554 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,928 153,151 SH   DFND 1 153,151 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 657 22,234 SH   DFND 1 19,531 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,153,916 8,156,231 SH   DFND 1 8,122,130 0 34,101
HOOKER FURNITURE CORP COM 439038100 4,695 98,331 SH   DFND 1 98,331 0 0
HOPE BANCORP INC COM 43940T109 20,477 1,156,257 SH   DFND 1 1,156,257 0 0
HOPE BANCORP INC COM 43940T109 27 1,559 SH   DFND 1 2 1,559 0 0
HOPFED BANCORP INC COM 439734104 318 22,075 SH   DFND 1 22,075 0 0
HORACE MANN EDUCATORS COM 440327104 12,862 326,867 SH   DFND 1 326,867 0 0
HORIZON BANCORP INDIANA COM 440407104 5,071 173,849 SH   DFND 1 173,849 0 0
HORIZON GLOBAL CORP COM 44052W104 3,480 197,327 SH   DFND 1 197,327 0 0
HORIZON PHARMA PLC SHS G4617B105 18,879 1,488,908 SH   DFND 1 1,488,908 0 0
HORMEL FOODS CORP COM 440452100 354 11,030 SH   DFND 1 2 11,030 0 0
HORMEL FOODS CORP COM 440452100 100,617 3,135,897 SH   DFND 1 3,123,009 0 12,888
HORNBECK OFFSHORE SERVICES COM 440543106 768 190,128 SH   DFND 1 190,128 0 0
HORTONWORKS INC COM 440894103 19 1,142 SH   DFND 1 2 1,142 0 0
HORTONWORKS INC COM 440894103 7,030 414,776 SH   DFND 1 414,776 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 55,191 1,937,230 SH   DFND 1 1,930,313 0 6,917
HOST HOTELS & RESORTS INC COM 44107P104 179,133 9,703,168 SH   DFND 1 9,666,704 0 36,464
HOSTESS BRANDS INC CL A 44109J106 10,311 754,847 SH   DFND 1 754,847 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 11,139 924,460 SH   DFND 1 924,460 0 0
HOULIHAN LOKEY INC CL A 441593100 260 6,654 SH   DFND 1 2 6,654 0 0
HOULIHAN LOKEY INC CL A 441593100 9,412 240,545 SH   DFND 1 240,545 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 67 135,281 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 1,797 931,493 SH   DFND 1 931,493 0 0
HOWARD BANCORP INC COM 442496105 1,413 67,652 SH   DFND 1 67,652 0 0
HOWARD HUGHES CORP/THE COM 44267D107 36,173 306,733 SH   DFND 1 306,733 0 0
HP INC COM 40434L105 365,053 18,322,213 SH   DFND 1 18,237,905 0 84,308
HRG GROUP INC COM 40434J100 17,120 1,096,755 SH   DFND 1 1,096,755 0 0
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 8,307 168,140 SH   DFND 1 165,369 0 2,771
HSN INC COM 404303109 11,650 298,355 SH   DFND 1 296,892 0 1,463
HTG MOLECULAR DIAGNOSTICS COM 40434H104 33 19,859 SH   DFND 1 19,859 0 0
HUB GROUP INC-CL A CL A 443320106 39 909 SH   DFND 1 2 909 0 0
HUB GROUP INC-CL A CL A 443320106 12,798 297,977 SH   DFND 1 297,977 0 0
HUBBELL INC COM 443510607 48,956 421,970 SH   DFND 1 420,095 0 1,875
HUBSPOT INC COM 443573100 22,730 270,446 SH   DFND 1 270,446 0 0
HUDBAY MINERALS INC COMSTK 443628102 49 6,696 SH   DFND 1 6,696 0 0
HUDBAY MINERALS INC COMSTK 443628102 134 18,200 SH   DFND 1 2 18,200 0 0
HUDSON GLOBAL INC COM 443787106 132 90,899 SH   DFND 1 90,899 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 51,048 1,522,477 SH   DFND 1 1,522,477 0 0
HUDSON TECHNOLOGIES INC COM 444144109 2,494 319,398 SH   DFND 1 319,398 0 0
HUMANA INC COM 444859102 851 3,497 SH   DFND 1 2 3,497 0 0
HUMANA INC COM 444859102 362,552 1,491,010 SH   DFND 1 1,484,245 0 6,765
HUNT (JB) TRANSPRT SVCS INC COM 445658107 112,374 1,013,410 SH   DFND 1 1,006,372 0 7,038
HUNTER MARITIME ACQUISITION CL A Y37828111 461 47,300 SH   DFND 1 2 47,300 0 0
HUNTER MARITIME ACQUISITIO-W *W EXP 99/99/999 Y37828129 29 49,850 SH   DFND 1 2 49,850 0 0
HUNTINGTON BANCSHARES INC COM 446150104 165,227 11,857,505 SH   DFND 1 11,808,350 0 49,155
HUNTINGTON INGALLS INDUSTRIE COM 446413106 112,128 495,388 SH   DFND 1 493,834 0 1,554
HUNTSMAN CORP COM 447011107 45,205 1,648,635 SH   DFND 1 1,648,635 0 0
HUNTSMAN CORP COM 447011107 822 30,000 SH   DFND 1 2 30,000 0 0
HURCO COMPANIES INC COM 447324104 3,142 75,538 SH   DFND 1 75,538 0 0
HURON CONSULTING GROUP INC COM 447462102 6,848 199,664 SH   DFND 1 199,664 0 0
HURON CONSULTING GROUP INC COM 447462102 6 195 SH   DFND 1 2 195 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 1,149 162,820 SH   DFND 1 162,820 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 24,212 391,858 SH   DFND 1 391,858 0 0
HYDROGENICS CORP COM NEW 448883207 100 12,364 SH   DFND 1 12,364 0 0
HYSTER-YALE MATERIALS CL A 449172105 6,284 82,213 SH   DFND 1 82,213 0 0
IAC/INTERACTIVECORP COM 44919P508 71,506 608,151 SH   DFND 1 608,001 0 150
IAMGOLD CORP COMSTK 450913108 70 11,377 SH   DFND 1 11,257 0 120
IBERIABANK CORP COM 450828108 42,671 519,429 SH   DFND 1 519,429 0 0
IBIO INC COM 451033104 109 342,667 SH   DFND 1 342,667 0 0
ICAD INC COM NEW 44934S206 323 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 5,775 105,268 SH   DFND 1 105,268 0 0
ICF INTERNATIONAL INC COM 44925C103 9,292 172,246 SH   DFND 1 172,246 0 0
ICHOR HOLDINGS LTD SHS G4740B105 4,212 157,179 SH   DFND 1 157,179 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 639 74,709 SH   DFND 1 71,737 0 2,972
ICON PLC SHS G4705A100 3,705 32,539 SH   DFND 1 32,539 0 0
ICONIX BRAND GROUP INC COM 451055107 2,874 505,207 SH   DFND 1 505,207 0 0
ICU MEDICAL INC COM 44930G107 24,703 132,922 SH   DFND 1 132,922 0 0
ID SYSTEMS INC COM 449489103 424 56,581 SH   DFND 1 56,581 0 0
IDACORP INC COM 451107106 37,766 429,503 SH   DFND 1 427,776 0 1,727
IDEAL POWER INC COM 451622104 153 59,328 SH   DFND 1 59,328 0 0
IDENTIV INC COM NEW 45170X205 260 56,100 SH   DFND 1 56,100 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 2,227 998,697 SH   DFND 1 998,697 0 0
IDEX CORP COM 45167R104 74,910 616,959 SH   DFND 1 614,341 0 2,618
IDEXX LABORATORIES INC COM 45168D104 145,627 938,271 SH   DFND 1 931,800 0 6,471
IDT CORP-CLASS B CL B NEW 448947507 4,025 285,917 SH   DFND 1 285,917 0 0
IEC ELECTRONICS CORP COM 44949L105 89 18,187 SH   DFND 1 18,187 0 0
IES HOLDINGS INC COM 44951W106 1,404 81,185 SH   DFND 1 81,185 0 0
IGNYTA INC COM 451731103 5,094 412,487 SH   DFND 1 412,487 0 0
IHS MARKIT LTD SHS G47567105 170,034 3,864,716 SH   DFND 1 3,848,466 0 16,250
II-VI INC COM 902104108 20,732 503,837 SH   DFND 1 503,837 0 0
IKANG HEALTHCARE GROUP-ADR SPONSORED ADR 45174L108 478 35,523 SH   DFND 1 35,523 0 0
ILG INC COM 44967H101 25,557 956,128 SH   DFND 1 952,377 0 3,751
ILLINOIS TOOL WORKS COM 452308109 480,592 3,254,322 SH   DFND 1 3,239,464 0 14,858
ILLUMINA INC COM 452327109 303,174 1,524,830 SH   DFND 1 1,513,801 0 11,029
ILLUMINA INC COM 452327109 3 18 SH   DFND 1 2 18 0 0
IMAX CORP COM 45245E109 2,568 113,393 SH   DFND 1 113,393 0 0
IMMERSION CORPORATION COM 452521107 2,143 262,335 SH   DFND 1 262,335 0 0
IMMUNE DESIGN CORP COM 45252L103 1,278 123,522 SH   DFND 1 122,848 0 674
IMMUNE PHARMACEUTICALS INC COM NEW 45254C200 33 22,355 SH   DFND 1 22,355 0 0
IMMUNOCELLULAR THERAPEUTICS COM NEW 452536204 4 10,995 SH   DFND 1 10,995 0 0
IMMUNOGEN INC COM 45253H101 6,724 879,080 SH   DFND 1 878,228 0 852
IMMUNOGEN INC COM 45253H101 41 5,470 SH   DFND 1 2 5,470 0 0
IMMUNOMEDICS INC COM 452907108 12,748 911,926 SH   DFND 1 911,926 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 1,403 107,445 SH   DFND 1 107,445 0 0
IMPAX LABORATORIES INC COM 45256B101 13,514 665,721 SH   DFND 1 665,721 0 0
IMPERIAL OIL LTD COMSTK 453038408 5,759 44,007 SH   DFND 1 43,682 0 325
IMPERIAL OIL LTD COMSTK 453038408 92 2,900 SH   DFND 1 2 2,900 0 0
IMPERVA INC COM 45321L100 11,735 270,401 SH   DFND 1 270,401 0 0
IMPINJ INC COM 453204109 7,023 168,797 SH   DFND 1 168,797 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 110 68,853 SH   DFND 1 68,853 0 0
INC RESEARCH HOLDINGS INC-A CL A 45329R109 29,426 562,646 SH   DFND 1 560,720 0 1,926
INC RESEARCH HOLDINGS INC-A CL A 45329R109 48 929 SH   DFND 1 2 929 0 0
INCYTE CORP COM 45337C102 31 273 SH   DFND 1 2 273 0 0
INCYTE CORP COM 45337C102 213,508 1,832,273 SH   DFND 1 1,818,329 0 13,944
INDEPENDENCE CONTRACT DRILLI COM 453415309 919 242,075 SH   DFND 1 242,075 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 3,103 122,914 SH   DFND 1 122,914 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 7,847 771,584 SH   DFND 1 771,584 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 3,997 176,475 SH   DFND 1 176,475 0 0
INDEPENDENT BANK CORP/MA COM 453836108 17,924 240,120 SH   DFND 1 240,120 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 10,421 172,833 SH   DFND 1 172,833 0 0
INDIA FUND INC COM 454089103 300 11,242 SH   DFND 1 2 11,242 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 25 15,157 SH   DFND 1 15,157 0 0
INFINERA CORP COM 45667G103 11,394 1,284,657 SH   DFND 1 1,284,657 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 354 266,503 SH   DFND 1 266,177 0 326
INFINITY PROPERTY & CASUALTY COM 45665Q103 8,948 94,991 SH   DFND 1 94,991 0 0
INFORMATION SERVICES GROUP COM 45675Y104 847 210,803 SH   DFND 1 210,803 0 0
INFOSONICS CORP COM 456784206 16 41,938 SH   DFND 1 41,938 0 0
INFOSONICS CORP COMSTK 456784107 16 41,938 SH   DFND 1 41,938 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 40 2,806 SH   DFND 1 2 2,806 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 6,244 431,047 SH   DFND 1 428,323 0 2,724
INFRAREIT INC COM 45685L100 790 35,319 SH   DFND 1 2 35,319 0 0
INFRAREIT INC COM 45685L100 11,124 497,316 SH   DFND 1 497,316 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 95 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 561 30,496 SH   DFND 1 27,468 0 3,028
INGERSOLL-RAND PLC SHS G47791101 246,392 2,768,400 SH   DFND 1 2,756,482 0 11,918
INGERSOLL-RAND PLC SHS G47791101 32 366 SH   DFND 1 2 366 0 0
INGEVITY CORP COM 45688C107 21,448 343,339 SH   DFND 1 343,274 0 65
INGLES MARKETS INC-CLASS A CL A 457030104 4,459 173,539 SH   DFND 1 173,539 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 228 8,894 SH   DFND 1 2 8,894 0 0
INGREDION INC COM 457187102 83,922 695,948 SH   DFND 1 693,295 0 2,653
INNERWORKINGS INC COM 45773Y105 3,972 353,103 SH   DFND 1 353,103 0 0
INNODATA INC COM NEW 457642205 108 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 10,646 216,433 SH   DFND 1 216,109 0 324
INNOSPEC INC COM 45768S105 13,213 214,327 SH   DFND 1 214,327 0 0
INNOVATIVE INDUSTRIAL PROPER COM 45781V101 284 15,197 SH   DFND 1 15,197 0 0
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 204 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 11,298 800,201 SH   DFND 1 798,761 0 1,440
INOGEN INC COM 45780L104 15,061 158,376 SH   DFND 1 158,376 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 183 102,964 SH   DFND 1 102,964 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 9,865 578,640 SH   DFND 1 578,640 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4,784 754,626 SH   DFND 1 754,626 0 0
INPHI CORP COM 45772F107 12,619 317,941 SH   DFND 1 317,941 0 0
INSEEGO CORP COM 45782B104 349 231,424 SH   DFND 1 231,424 0 0
INSIGHT ENTERPRISES INC COM 45765U103 18,017 392,359 SH   DFND 1 392,359 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 30 28,672 SH   DFND 1 28,672 0 0
INSMED INC COM PAR $.01 457669307 32 1,052 SH   DFND 1 2 1,052 0 0
INSMED INC COM PAR $.01 457669307 20,948 671,220 SH   DFND 1 671,220 0 0
INSPERITY INC COM 45778Q107 19,510 221,707 SH   DFND 1 221,323 0 384
INSPIRED ENTERTAINMENT INC COM 45782N108 246 18,577 SH   DFND 1 18,577 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 10,771 166,229 SH   DFND 1 166,229 0 0
INSTEEL INDUSTRIES INC COM 45774W108 3,974 152,209 SH   DFND 1 152,209 0 0
INSTEEL INDUSTRIES INC COM 45774W108 189 7,241 SH   DFND 1 2 7,241 0 0
INSTRUCTURE INC COM 45781U103 7,291 219,964 SH   DFND 1 219,964 0 0
INSULET CORP COM 45784P101 28,163 511,328 SH   DFND 1 511,328 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 2,284 257,318 SH   DFND 1 257,000 0 318
INTC 3.25 08/01/39 SDCV 3.250% 8/0 458140AF7 7,350 4,000,000 PRN   DFND 1 2 4,000,000 0 0
INTEGER HOLDINGS CORP COM 45826H109 13,076 255,653 SH   DFND 1 255,653 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 28,310 560,818 SH   DFND 1 560,818 0 0
INTEGRATED DEVICE TECH INC COM 458118106 30,985 1,165,731 SH   DFND 1 1,161,173 0 4,558
INTEL CORP COM 458140100 596 15,669 SH   DFND 1 2 15,669 0 0
INTEL CORP COM 458140100 2,141,656 56,334,902 SH   DFND 1 55,972,863 0 362,039
INTELLIA THERAPEUTICS INC COM 45826J105 3,417 137,514 SH   DFND 1 137,514 0 0
INTELLICHECK INC COM NEW 45817G201 32 11,261 SH   DFND 1 11,261 0 0
INTELLIPHARMACEUTICS INTERNA COM 458173101 13 13,756 SH   DFND 1 13,756 0 0
INTELSAT SA COM L5140P101 334 71,240 SH   DFND 1 71,240 0 0
INTELSAT SA COM L5140P101 56 12,083 SH   DFND 1 2 12,083 0 0
INTER PARFUMS INC COM 458334109 6,818 165,300 SH   DFND 1 165,300 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 26,292 583,763 SH   DFND 1 583,212 0 551
INTERCEPT PHARMACEUTICALS IN COM 45845P108 412 7,100 SH   DFND 1 2 7,100 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 8,967 154,505 SH   DFND 1 154,489 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 376,959 5,498,982 SH   DFND 1 5,472,655 0 26,327
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 335 6,345 SH   DFND 1 5,401 0 944
INTERDIGITAL INC COM 45867G101 29,633 401,813 SH   DFND 1 400,365 0 1,448
INTERFACE INC COM 458665304 12,269 560,238 SH   DFND 1 560,238 0 0
INTERMOLECULAR INC COM 45882D109 70 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR $.001 45885A300 2,358 542,241 SH   DFND 1 540,866 0 1,375
INTERNATIONAL BANCSHARES CRP COM 459044103 27,627 688,959 SH   DFND 1 687,098 0 1,861
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 5,593 227,824 SH   DFND 1 227,824 0 0
INTERNATIONAL PAPER CO COM 460146103 232,833 4,105,861 SH   DFND 1 4,084,837 0 21,024
INTERNATIONAL SEAWAYS INC COM Y41053102 6,370 323,353 SH   DFND 1 323,353 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 132 85,378 SH   DFND 1 85,378 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 94,487 4,552,634 SH   DFND 1 4,534,245 0 18,389
INTERPUBLIC GROUP OF COS INC COM 460690100 748 35,989 SH   DFND 1 2 35,989 0 0
INTERSECT ENT INC COM 46071F103 20 660 SH   DFND 1 2 660 0 0
INTERSECT ENT INC COM 46071F103 7,604 244,121 SH   DFND 1 244,121 0 0
INTERSECTIONS INC COM 460981301 226 67,353 SH   DFND 1 67,353 0 0
INTEST CORP COM 461147100 300 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM 461148108 1,363 161,352 SH   DFND 1 161,352 0 0
INTL BUSINESS MACHINES CORP COM 459200101 53 370 SH   DFND 1 2 370 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,404,561 9,698,761 SH   DFND 1 9,657,223 0 41,538
INTL FCSTONE INC COM 46116V105 9,259 241,628 SH   DFND 1 241,628 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 122,638 859,669 SH   DFND 1 855,970 0 3,699
INTL SPEEDWAY CORP-CL A CL A 460335201 8,146 226,284 SH   DFND 1 225,425 0 859
INTRA-CELLULAR THERAPIES INC COM 46116X101 5,320 337,189 SH   DFND 1 337,189 0 0
INTREPID POTASH INC COM 46121Y102 3,735 856,736 SH   DFND 1 856,736 0 0
INTREXON CORP COM 46122T102 9,236 485,861 SH   DFND 1 485,861 0 0
INTRICON CORP COM 46121H109 167 13,883 SH   DFND 1 13,883 0 0
INTUIT INC COM 461202103 404,905 2,853,416 SH   DFND 1 2,834,391 0 19,025
INTUITIVE SURGICAL INC COM NEW 46120E602 402,645 385,730 SH   DFND 1 382,965 0 2,765
INUVO INC COM NEW 46122W204 106 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 4,132 262,365 SH   DFND 1 262,365 0 0
INVENTURE FOODS INC COM 461212102 483 103,123 SH   DFND 1 103,123 0 0
INVESCO LTD SHS G491BT108 144,316 4,126,594 SH   DFND 1 4,108,366 0 18,228
INVESCO MORTGAGE CAPITAL COM 46131B100 15,460 902,531 SH   DFND 1 894,086 0 8,445
INVESCO PENNSYLVANIA VALUE M COM 46132K109 2,136 173,557 SH   DFND 1 2 173,557 0 0
INVESCO VALUE MUNICIPAL INCO COM 46132P108 1,496 100,047 SH   DFND 1 2 100,047 0 0
INVESTAR HOLDING CORP COM 46134L105 1,464 60,788 SH   DFND 1 60,788 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 148 6,716 SH   DFND 1 2 6,716 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 5,635 254,544 SH   DFND 1 254,544 0 0
INVESTORS BANCORP INC COM 46146L101 35,160 2,577,740 SH   DFND 1 2,577,740 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 6,095 997,653 SH   DFND 1 997,653 0 0
INVESTORS TITLE CO COM 461804106 1,889 10,554 SH   DFND 1 10,554 0 0
INVITAE CORP COM 46185L103 2,640 281,769 SH   DFND 1 281,769 0 0
INVITATION HOMES INC COM 46187W107 18,334 809,471 SH   DFND 1 809,471 0 0
INVIVO THERAPEUTICS HOLDINGS COM NEW 46186M209 265 179,802 SH   DFND 1 179,802 0 0
INVUITY INC COM NEW 46187J205 641 72,121 SH   DFND 1 72,121 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 144 15,217 SH   DFND 1 2 15,217 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 399 42,046 SH   DFND 1 42,046 0 0
IONIS PHARMACEUTICALS INC COM 462222100 53,216 1,049,631 SH   DFND 1 1,049,431 0 200
IOVANCE BIOTHERAPEUTICS INC COM 462260100 4,067 524,892 SH   DFND 1 524,892 0 0
IPASS INC COM 46261V108 313 474,363 SH   DFND 1 474,363 0 0
IPG PHOTONICS CORP COM 44980X109 60,198 325,292 SH   DFND 1 324,003 0 1,289
IRADIMED CORP COM 46266A109 242 25,310 SH   DFND 1 25,310 0 0
IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 20,002 55,688 PRN   DFND 1 2 55,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 8,113 156,395 SH   DFND 1 156,395 0 0
IRIDEX CORP COM 462684101 353 37,770 SH   DFND 1 37,770 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 7,863 763,419 SH   DFND 1 763,419 0 0
IROBOT CORP COM 462726100 32 427 SH   DFND 1 2 427 0 0
IROBOT CORP COM 462726100 21,384 277,508 SH   DFND 1 277,351 0 157
IRON MOUNTAIN INC COM 46284V101 108,004 2,781,717 SH   DFND 1 2,769,607 0 12,110
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 19,066 1,209,005 SH   DFND 1 1,209,005 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 3,556 122,880 PRN   DFND 1 122,880 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 11,732 217,187 PRN   DFND 1 217,187 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 75,949 301,709 PRN   DFND 1 301,709 0 0
ISHARES CORE S&P MIDCAP ETF CORE S&P MCP ETF 464287507 9,430 52,854 PRN   DFND 1 52,854 0 0
ISHARES CORE S&P SMALL-CAP E CORE S&P SCP ETF 464287804 7,680 104,079 PRN   DFND 1 104,079 0 0
ISHARES CURRENCY HEDGED MSCI CUR HD EURZN ETF 46434V639 6,865 228,000 PRN   DFND 1 228,000 0 0
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 240 26,800 PRN   DFND 1 26,800 0 0
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 6,370 93,020 PRN   DFND 1 93,020 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 11,899 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 10,770 327,881 PRN   DFND 1 327,881 0 0
ISHARES MSCI TAIWAN CAPPED E MSCI TAIWAN ETF 46434G772 23,685 656,109 PRN   DFND 1 656,109 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 723 5,175 PRN   DFND 1 5,175 0 0
ISORAY INC COM 46489V104 139 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 748 6,454 SH   DFND 1 6,454 0 0
ISSUER DIRECT CORP COM NEW 46520M204 478 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 1,191 100,993 SH   DFND 1 2 100,993 0 0
ISTAR INC COM 45031U101 6,899 584,701 SH   DFND 1 584,701 0 0
ITERIS INC COM 46564T107 1,485 223,332 SH   DFND 1 223,332 0 0
ITRON INC COM 465741106 23,849 307,938 SH   DFND 1 307,938 0 0
ITT INC COM 45073V108 32,076 724,570 SH   DFND 1 721,564 0 3,006
ITURAN LOCATION AND CONTROL SHS M6158M104 704 19,550 SH   DFND 1 19,550 0 0
ITUS CORP COM NEW 45069V203 90 34,351 SH   DFND 1 34,351 0 0
IXYS CORPORATION COM 46600W106 5,991 252,812 SH   DFND 1 252,812 0 0
J & J SNACK FOODS CORP COM 466032109 17,887 136,237 SH   DFND 1 136,237 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,212 104,511 SH   DFND 1 104,511 0 0
J. JILL INC COM 46620W102 1,430 131,336 SH   DFND 1 131,336 0 0
J.C. PENNEY CO INC COM 708160106 31 8,218 SH   DFND 1 2 8,218 0 0
J.C. PENNEY CO INC COM 708160106 9,497 2,492,724 SH   DFND 1 2,492,724 0 0
J2 GLOBAL INC COM 48123V102 30,909 418,374 SH   DFND 1 416,518 0 1,856
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 136 17,962 SH   DFND 1 17,962 0 0
JABIL INC COM 466313103 182 6,407 SH   DFND 1 2 6,407 0 0
JABIL INC COM 466313103 44,888 1,572,273 SH   DFND 1 1,565,829 0 6,444
JACK HENRY & ASSOCIATES INC COM 426281101 84,443 821,808 SH   DFND 1 819,156 0 2,652
JACK HENRY & ASSOCIATES INC COM 426281101 9 93 SH   DFND 1 2 93 0 0
JACK IN THE BOX INC COM 466367109 26,861 263,551 SH   DFND 1 262,545 0 1,006
JACOBS ENGINEERING GROUP INC COM 469814107 76,225 1,310,429 SH   DFND 1 1,305,057 0 5,372
JAGGED PEAK ENERGY INC COM 47009K107 4,658 341,049 SH   DFND 1 341,049 0 0
JAGUAR HEALTH INC COMSTK 47010C201 5 27,742 SH   DFND 1 27,742 0 0
JAKKS PACIFIC INC COM 47012E106 335 111,773 SH   DFND 1 110,235 0 1,538
JAMBA INC COM NEW 47023A309 786 91,082 SH   DFND 1 91,082 0 0
JAMES RIVER GROUP HOLDINGS L COM G5005R107 8,141 196,281 SH   DFND 1 196,281 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 38,953 1,118,066 SH   DFND 1 1,111,691 0 6,375
JASON INDUSTRIES INC COM 471172106 87 54,863 SH   DFND 1 54,863 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 59,906 409,872 SH   DFND 1 409,872 0 0
JBG SMITH PROPERTIES COMSTK 46590V100 27,510 804,156 SH   DFND 1 800,946 0 3,210
JBG SMITH PROPERTIES COMSTK 46590V100 171 5,000 SH   DFND 1 2 5,000 0 0
JCOM 3.25 06/15/29 NOTE 3.250% 6/1 48123VAC6 6,190 5,000,000 PRN   DFND 1 2 5,000,000 0 0
JD.COM INC-ADR SPON ADR CL A 47215P106 58,974 1,549,644 SH   DFND 1 1,521,696 0 27,948
JELD-WEN HOLDING INC COM 47580P103 12,349 347,683 SH   DFND 1 347,683 0 0
JERNIGAN CAPITAL INC COM 476405105 2,128 103,583 SH   DFND 1 103,583 0 0
JETBLUE AIRWAYS CORP COM 477143101 268 14,499 SH   DFND 1 2 14,499 0 0
JETBLUE AIRWAYS CORP COM 477143101 56,828 3,066,826 SH   DFND 1 3,055,558 0 11,268
JHG 0.75 07/15/18 JNS NOTE 0.750% 7/1 47102XAH8 12,898 8,305,000 PRN   DFND 1 2 8,305,000 0 0
JM SMUCKER CO/THE COM NEW 832696405 152,521 1,455,776 SH   DFND 1 1,450,245 0 5,531
JM SMUCKER CO/THE COM NEW 832696405 131 1,254 SH   DFND 1 2 1,254 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 5,294 78,654 SH   DFND 1 78,317 0 337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 26,666 263,761 SH   DFND 1 263,761 0 0
JOHNSON & JOHNSON COM 478160104 3,838,951 29,581,669 SH   DFND 1 29,455,825 0 125,844
JOHNSON CONTROLS INTERNATION SHS G51502105 357,912 8,902,043 SH   DFND 1 8,858,869 0 43,174
JOHNSON OUTDOORS INC-A CL A 479167108 9 131 SH   DFND 1 2 131 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 4,969 67,811 SH   DFND 1 67,811 0 0
JONES ENERGY INC - A COM CL A 48019R108 947 493,558 SH   DFND 1 493,558 0 0
JONES LANG LASALLE INC COM 48020Q107 46,428 376,100 SH   DFND 1 374,545 0 1,555
JOUNCE THERAPEUTICS INC COM 481116101 1,578 101,298 SH   DFND 1 101,063 0 235
JPMORGAN CHASE & CO COM 46625H100 3,453,519 36,229,155 SH   DFND 1 36,065,285 0 163,870
JRJR33 INC COM 46645Q106 14 44,389 SH   DFND 1 44,389 0 0
JUNIPER NETWORKS INC COM 48203R104 275 9,896 SH   DFND 1 2 9,896 0 0
JUNIPER NETWORKS INC COM 48203R104 138,982 5,001,611 SH   DFND 1 4,983,597 0 18,014
JUNIPER PHARMACEUTICALS INC COM 48203L107 278 61,279 SH   DFND 1 61,279 0 0
JUNO THERAPEUTICS INC COM 48205A109 31,139 694,148 SH   DFND 1 694,148 0 0
JUST ENERGY GROUP INC COMSTK 48213W101 71 12,397 SH   DFND 1 2 12,397 0 0
JUST ENERGY GROUP INC COMSTK 48213W101 10 1,772 SH   DFND 1 1,772 0 0
K12 INC COM 48273U102 40 2,298 SH   DFND 1 2 2,298 0 0
K12 INC COM 48273U102 9,328 522,885 SH   DFND 1 522,559 0 326
K2M GROUP HOLDINGS INC COM 48273J107 7,031 331,514 SH   DFND 1 331,514 0 0
KADANT INC COM 48282T104 9,213 93,491 SH   DFND 1 93,491 0 0
KADMON HOLDINGS INC COM 48283N106 561 167,630 SH   DFND 1 167,630 0 0
KADMON HOLDINGS INC COM 48283N106 8 2,645 SH   DFND 1 2 2,645 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 15,574 151,000 SH   DFND 1 151,000 0 0
KALA PHARMACEUTICALS INC COMSTK 483119103 1,500 65,689 SH   DFND 1 65,689 0 0
KAMADA LTD SHS M6240T109 95 19,905 SH   DFND 1 19,905 0 0
KAMAN CORP COM 483548103 12,709 227,858 SH   DFND 1 227,858 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 139 24,321 SH   DFND 1 24,321 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 117,988 1,087,763 SH   DFND 1 1,083,047 0 4,716
KAPSTONE PAPER AND PACKAGING COM 48562P103 15,440 718,515 SH   DFND 1 718,515 0 0
KAR AUCTION SERVICES INC COM 48238T109 66,549 1,393,991 SH   DFND 1 1,393,991 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 2,911 265,121 SH   DFND 1 265,121 0 0
KB HOME COM 48666K109 24,612 1,020,431 SH   DFND 1 1,017,590 0 2,841
KB HOME COM 48666K109 36 1,519 SH   DFND 1 2 1,519 0 0
KBR INC COM 48242W106 20,723 1,159,005 SH   DFND 1 1,151,747 0 7,258
KEANE GROUP INC COM 48669A108 4,120 247,014 SH   DFND 1 247,014 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 12,374 806,149 SH   DFND 1 806,149 0 0
KELLOGG CO COM 487836108 157,370 2,528,204 SH   DFND 1 2,516,415 0 11,789
KELLOGG CO COM 487836108 31 502 SH   DFND 1 2 502 0 0
KELLY SERVICES INC -A CL A 488152208 9,676 385,668 SH   DFND 1 385,668 0 0
KEMET CORP COM NEW 488360207 8,115 384,055 SH   DFND 1 382,518 0 1,537
KEMPER CORP COM 488401100 20,402 384,947 SH   DFND 1 383,282 0 1,665
KEMPHARM INC COM 488445107 249 67,567 SH   DFND 1 67,567 0 0
KENNAMETAL INC COM 489170100 26,716 662,273 SH   DFND 1 659,517 0 2,756
KENNEDY-WILSON HOLDINGS INC COM 489398107 13,641 735,411 SH   DFND 1 735,411 0 0
KERYX BIOPHARMACEUTICALS COM 492515101 6,341 893,176 SH   DFND 1 893,176 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 248 8,408 SH   DFND 1 8,408 0 0
KEY ENERGY SERVICES INC COM 49309J103 994 75,531 SH   DFND 1 75,531 0 0
KEY TECHNOLOGY INC COM 493143101 291 15,427 SH   DFND 1 15,427 0 0
KEY TRONIC CORP COM 493144109 254 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 213,234 11,352,908 SH   DFND 1 11,302,409 0 50,499
KEYSIGHT TECHNOLOGIES IN COM 49338L103 64,545 1,549,328 SH   DFND 1 1,542,974 0 6,354
KEYW HOLDING CORP/THE COM 493723100 2,915 383,151 SH   DFND 1 383,151 0 0
KFORCE INC COM 493732101 5,553 274,938 SH   DFND 1 274,938 0 0
KILROY REALTY CORP COM 49427F108 68,966 969,720 SH   DFND 1 966,354 0 3,366
KIMBALL ELECTRONICS INC COM 49428J109 8,543 394,617 SH   DFND 1 394,617 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 1,039 52,592 SH   DFND 1 2 52,592 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 12,851 650,026 SH   DFND 1 650,026 0 0
KIMBERLY-CLARK CORP COM 494368103 387,546 3,300,255 SH   DFND 1 3,283,537 0 16,718
KIMBERLY-CLARK CORP COM 494368103 32 275 SH   DFND 1 2 275 0 0
KIMCO REALTY CORP COM 49446R109 98,257 5,034,535 SH   DFND 1 5,015,460 0 19,075
KINDER MORGAN INC COM 49456B101 32 1,675 SH   DFND 1 2 1,675 0 0
KINDER MORGAN INC COM 49456B101 359,929 18,804,418 SH   DFND 1 18,715,320 0 89,098
KINDRED BIOSCIENCES INC COM 494577109 1,631 207,787 SH   DFND 1 207,787 0 0
KINDRED HEALTHCARE INC COM 494580103 4,811 707,585 SH   DFND 1 707,585 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 54 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 1,144 70,207 SH   DFND 1 70,207 0 0
KINROSS GOLD CORP COMSTK 496902404 3,248 770,769 SH   DFND 1 770,769 0 0
KINSALE CAPITAL GROUP INC COM 49714P108 6,910 160,066 SH   DFND 1 160,066 0 0
KIRBY CORP COM 497266106 29,031 440,204 SH   DFND 1 438,361 0 1,843
KIRKLAND'S INC COM 497498105 133 11,670 SH   DFND 1 2 11,670 0 0
KIRKLAND'S INC COM 497498105 1,426 124,765 SH   DFND 1 124,765 0 0
KITE PHARMA INC COM 49803L109 1,798 10,000 SH   DFND 1 2 10,000 0 0
KITE PHARMA INC COM 49803L109 83,696 465,472 SH   DFND 1 465,333 0 139
KITE REALTY GROUP TRUST COM NEW 49803T300 16,576 818,587 SH   DFND 1 818,587 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 2,582 122,741 SH   DFND 1 122,741 0 0
KLA-TENCOR CORP COM 482480100 410 3,871 SH   DFND 1 2 3,871 0 0
KLA-TENCOR CORP COM 482480100 207,719 1,962,889 SH   DFND 1 1,951,006 0 11,883
KLONDEX MINES LTD COM 498696103 1,310 359,455 SH   DFND 1 359,455 0 0
KLX INC COM 482539103 27,938 527,840 SH   DFND 1 526,077 0 1,763
KMG CHEMICALS INC COM 482564101 3,571 65,074 SH   DFND 1 65,074 0 0
KNIGHT-SWIFT TRANSPORTATION COMSTK 499049104 42,921 1,033,842 SH   DFND 1 1,029,468 0 4,374
KNOLL INC COM NEW 498904200 12,121 606,074 SH   DFND 1 605,094 0 980
KNOLL INC COM NEW 498904200 241 12,072 SH   DFND 1 2 12,072 0 0
KNOWLES CORP COM 49926D109 11,557 756,878 SH   DFND 1 753,817 0 3,061
KOHLS CORP COM 500255104 104,339 2,288,858 SH   DFND 1 2,280,237 0 8,621
KONA GRILL INC COM 50047H201 210 55,400 SH   DFND 1 55,400 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 434 10,543 SH   DFND 1 9,003 0 1,540
KOPIN CORP COM 500600101 2,130 510,853 SH   DFND 1 510,853 0 0
KOPPERS HOLDINGS INC COM 50060P106 7,799 169,001 SH   DFND 1 169,001 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 18,187 461,263 SH   DFND 1 461,263 0 0
KORNIT DIGITAL LTD SHS M6372Q113 336 22,016 SH   DFND 1 22,016 0 0
KOSMOS ENERGY LTD SHS G5315B107 15,003 1,884,890 SH   DFND 1 1,884,890 0 0
KRAFT HEINZ CO/THE COM 500754106 512,488 6,620,324 SH   DFND 1 6,556,575 0 63,749
KRATON CORP COM 50077C106 10,218 252,693 SH   DFND 1 252,693 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 9,398 718,525 SH   DFND 1 718,525 0 0
KROGER CO COM 501044101 113 5,679 SH   DFND 1 2 5,679 0 0
KROGER CO COM 501044101 195,661 9,771,789 SH   DFND 1 9,731,550 0 40,239
KRONOS WORLDWIDE INC COM 50105F105 10,187 446,237 SH   DFND 1 443,638 0 2,599
KULICKE & SOFFA INDUSTRIES COM 501242101 26 1,208 SH   DFND 1 2 1,208 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 10,607 491,761 SH   DFND 1 491,761 0 0
KURA ONCOLOGY INC COM 50127T109 2,446 163,659 SH   DFND 1 163,659 0 0
KVH INDUSTRIES INC COM 482738101 1,395 116,791 SH   DFND 1 116,791 0 0
KYOCERA CORP -SPONS ADR ADR 501556203 376 6,061 SH   DFND 1 4,741 0 1,320
L BRANDS INC COM 501797104 105,829 2,548,169 SH   DFND 1 2,536,347 0 11,822
L BRANDS INC COM 501797104 79 1,900 SH   DFND 1 2 1,900 0 0
L3 TECHNOLOGIES INC COM 502413107 153,991 818,782 SH   DFND 1 815,282 0 3,500
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 5,202 149,579 SH   DFND 1 149,579 0 0
LA QUINTA HOLDINGS INC COM 50420D108 11,412 652,168 SH   DFND 1 652,168 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 162,967 1,081,493 SH   DFND 1 1,076,939 0 4,554
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 32 214 SH   DFND 1 2 214 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 9,157 664,570 SH   DFND 1 664,570 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2,146 745,162 SH   DFND 1 745,162 0 0
LAKELAND BANCORP INC COM 511637100 7,935 388,984 SH   DFND 1 388,984 0 0
LAKELAND FINANCIAL CORP COM 511656100 10,900 223,729 SH   DFND 1 223,729 0 0
LAKELAND INDUSTRIES INC COM 511795106 66 4,706 SH   DFND 1 2 4,706 0 0
LAKELAND INDUSTRIES INC COM 511795106 499 35,442 SH   DFND 1 35,442 0 0
LAM RESEARCH CORP COM 512807108 340,270 1,842,145 SH   DFND 1 1,830,099 0 12,046
LAM RESEARCH CORP COM 512807108 230 1,247 SH   DFND 1 2 1,247 0 0
LAMAR ADVERTISING CO-A CL A 512816109 52,733 769,497 SH   DFND 1 766,630 0 2,867
LAMB WESTON HOLDINGS INC COM 513272104 176 3,765 SH   DFND 1 2 3,765 0 0
LAMB WESTON HOLDINGS INC COM 513272104 53,973 1,151,060 SH   DFND 1 1,145,727 0 5,333
LANCASTER COLONY CORP COM 513847103 20,785 173,041 SH   DFND 1 172,375 0 666
LANDAUER INC COM 51476K103 5,188 77,094 SH   DFND 1 77,094 0 0
LANDCADIA HOLDINGS INC CL A 51476W107 2,535 253,000 SH   DFND 1 2 253,000 0 0
LANDCADIA HOLDINGS INC CL A 51476W107 61 6,165 SH   DFND 1 6,165 0 0
LANDCADIA HOLDINGS INC-CW23 *W EXP 06/01/202 51476W115 53 75,000 SH   DFND 1 2 75,000 0 0
LANDEC CORP COM 514766104 33 2,625 SH   DFND 1 2 2,625 0 0
LANDEC CORP COM 514766104 2,855 220,518 SH   DFND 1 220,518 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 204 12,077 SH   DFND 1 12,077 0 0
LANDS' END INC COM 51509F105 1,779 134,799 SH   DFND 1 134,672 0 127
LANDSTAR SYSTEM INC COM 515098101 35,364 354,888 SH   DFND 1 353,452 0 1,436
LANDSTAR SYSTEM INC COM 515098101 29 301 SH   DFND 1 2 301 0 0
LANNETT CO INC COM 516012101 4,330 234,719 SH   DFND 1 234,579 0 140
LANTHEUS HOLDINGS INC COM 516544103 37 2,117 SH   DFND 1 2 2,117 0 0
LANTHEUS HOLDINGS INC COM 516544103 7,297 409,972 SH   DFND 1 409,972 0 0
LANTRONIX INC COM NEW 516548203 28 11,642 SH   DFND 1 11,642 0 0
LAREDO PETROLEUM INC COM 516806106 14,745 1,140,375 SH   DFND 1 1,140,375 0 0
LAS VEGAS SANDS CORP COM 517834107 160,663 2,505,868 SH   DFND 1 2,505,868 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 41,874 1,442,947 SH   DFND 1 1,438,674 0 4,273
LATIN AMERICAN DISCOVERY FD COM 51828C106 135 11,216 SH   DFND 1 2 11,216 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 5,656 1,085,692 SH   DFND 1 1,085,692 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 772 148,230 SH   DFND 1 2 148,230 0 0
LAUREATE EDUCATION INC-A CL A 518613203 5,278 362,790 SH   DFND 1 362,790 0 0
LAWSON PRODUCTS INC COM 520776105 1,178 46,755 SH   DFND 1 46,755 0 0
LAYN 8 05/01/19 144A NOTE 8.000% 5/0 521050AD6 10,545 8,500,000 PRN   DFND 1 2 8,500,000 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 1,974 157,356 SH   DFND 1 157,356 0 0
LAZARD LTD-CL A SHS A G54050102 847 18,743 SH   DFND 1 2 18,743 0 0
LAZARD LTD-CL A SHS A G54050102 50,077 1,107,429 SH   DFND 1 1,106,619 0 810
LA-Z-BOY INC COM 505336107 534 19,888 SH   DFND 1 2 19,888 0 0
LA-Z-BOY INC COM 505336107 17,354 645,166 SH   DFND 1 645,166 0 0
LCI INDUSTRIES COM 50189K103 23,453 202,446 SH   DFND 1 202,446 0 0
LCNB CORPORATION COM 50181P100 1,369 65,391 SH   DFND 1 65,391 0 0
LEAF GROUP LTD COM 52177G102 584 84,703 SH   DFND 1 83,066 0 1,637
LEAR CORP COM NEW 521865204 142,783 825,299 SH   DFND 1 825,299 0 0
LEAR CORP COM NEW 521865204 1,064 6,151 SH   DFND 1 2 6,151 0 0
LEE ENTERPRISES COM 523768109 564 256,513 SH   DFND 1 256,513 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 57 37,976 SH   DFND 1 37,976 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 16,949 424,585 SH   DFND 1 424,585 0 0
LEGG MASON INC COM 524901105 54 1,375 SH   DFND 1 2 1,375 0 0
LEGG MASON INC COM 524901105 27,976 711,699 SH   DFND 1 708,717 0 2,982
LEGGETT & PLATT INC COM 524660107 73,204 1,536,267 SH   DFND 1 1,530,059 0 6,208
LEIDOS HOLDINGS INC COM 525327102 72,797 1,229,789 SH   DFND 1 1,224,041 0 5,748
LEMAITRE VASCULAR INC COM 525558201 5,467 146,100 SH   DFND 1 146,100 0 0
LENDINGCLUB CORP COM 52603A109 17,243 2,831,497 SH   DFND 1 2,831,497 0 0
LENDINGTREE INC COM 52603B107 15,895 65,027 SH   DFND 1 64,934 0 93
LENNAR CORP - B SHS CL B 526057302 1,164 25,821 SH   DFND 1 25,821 0 0
LENNAR CORP - B SHS CL B 526057302 1,128 25,037 SH   DFND 1 2 25,037 0 0
LENNAR CORP-A CL A 526057104 118 2,242 SH   DFND 1 2 2,242 0 0
LENNAR CORP-A CL A 526057104 109,723 2,082,244 SH   DFND 1 2,073,149 0 9,095
LENNOX INTERNATIONAL INC COM 526107107 53,177 297,263 SH   DFND 1 295,962 0 1,301
LEUCADIA NATIONAL CORP COM 527288104 173 6,871 SH   DFND 1 2 6,871 0 0
LEUCADIA NATIONAL CORP COM 527288104 114,663 4,547,234 SH   DFND 1 4,533,073 0 14,161
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 162,897 3,062,806 SH   DFND 1 3,049,664 0 13,142
LEXICON PHARMACEUTICALS INC COM NEW 528872302 5,317 432,650 SH   DFND 1 432,650 0 0
LEXINGTON REALTY TRUST COM 529043101 18,187 1,779,622 SH   DFND 1 1,779,622 0 0
LEXINGTON REALTY TRUST COM 529043101 30 3,019 SH   DFND 1 2 3,019 0 0
LGI HOMES INC COM 50187T106 7,498 154,385 SH   DFND 1 154,385 0 0
LGIH 4.25 11/15/19 NOTE 4.250%11/1 50187TAB2 22,430 9,895,000 PRN   DFND 1 2 9,895,000 0 0
LHC GROUP INC COM 50187A107 10,966 154,639 SH   DFND 1 154,639 0 0
LIBBEY INC COM 529898108 1,528 165,067 SH   DFND 1 165,067 0 0
LIBERTY ALL STAR EQUITY FUND SH BEN INT 530158104 215 35,676 SH   DFND 1 2 35,676 0 0
LIBERTY BROADBAND-A COM SER A 530307107 23,821 252,931 SH   DFND 1 252,931 0 0
LIBERTY BROADBAND-C COM SER C 530307305 107,866 1,132,272 SH   DFND 1 1,132,272 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 25,632 482,631 SH   DFND 1 482,631 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 132,445 4,052,959 SH   DFND 1 4,035,440 0 17,519
LIBERTY GLOBAL PLC LILAC - A LILAC SHS CL A G5480U138 7,478 314,742 SH   DFND 1 313,311 0 1,431
LIBERTY GLOBAL PLC LILAC - C LILAC SHS CL C G5480U153 19,339 830,369 SH   DFND 1 826,816 0 3,553
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 54,860 1,618,747 SH   DFND 1 1,612,114 0 6,633
LIBERTY INTERACTIVE CORP Q-A QVC GP COM SER A 53071M104 673 28,594 SH   DFND 1 2 28,594 0 0
LIBERTY INTERACTIVE CORP Q-A QVC GP COM SER A 53071M104 97,719 4,147,770 SH   DFND 1 4,135,358 0 12,412
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,146 84,604 SH   DFND 1 84,604 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 7,648 302,689 SH   DFND 1 302,689 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 7,596 208,193 SH   DFND 1 208,193 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 65,739 1,725,903 SH   DFND 1 1,725,903 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 33,821 807,492 SH   DFND 1 807,492 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 59,706 1,426,949 SH   DFND 1 1,426,949 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 66,771 1,626,980 SH   DFND 1 1,621,927 0 5,053
LIBERTY TAX INC CL A 53128T102 915 63,560 SH   DFND 1 63,560 0 0
LIBERTY TAX INC CL A 53128T102 178 12,426 SH   DFND 1 2 12,426 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 7,872 637,460 SH   DFND 1 637,191 0 269
LIBERTY VENTURES - SER A LBT VEN COM A NE 53071M856 41,493 721,003 SH   DFND 1 718,611 0 2,392
LIFE STORAGE INC COM 53223X107 37,586 459,431 SH   DFND 1 457,837 0 1,594
LIFEPOINT HEALTH INC COM 53219L109 173 2,998 SH   DFND 1 2 2,998 0 0
LIFEPOINT HEALTH INC COM 53219L109 20,498 354,034 SH   DFND 1 352,664 0 1,370
LIFETIME BRANDS INC COM 53222Q103 1,707 93,332 SH   DFND 1 93,332 0 0
LIFEVANTAGE CORP COM NEW 53222K205 381 90,377 SH   DFND 1 90,377 0 0
LIFEWAY FOODS INC COM 531914109 421 47,346 SH   DFND 1 47,346 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 24,531 180,180 SH   DFND 1 180,180 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 14 13,315 SH   DFND 1 13,315 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 227 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 1,361 304,656 SH   DFND 1 304,656 0 0
LIMELIGHT NETWORKS INC COM 53261M104 2,786 701,909 SH   DFND 1 701,909 0 0
LIMONEIRA CO COM 532746104 2,169 93,652 SH   DFND 1 93,652 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 277 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 46,901 511,577 SH   DFND 1 508,947 0 2,630
LINCOLN NATIONAL CORP COM 534187109 172,439 2,351,127 SH   DFND 1 2,340,452 0 10,675
LINDBLAD EXPEDITIONS HOLDING COM 535219109 1,926 180,020 SH   DFND 1 180,020 0 0
LINDSAY CORP COM 535555106 7,922 86,208 SH   DFND 1 86,208 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 12,719 380,245 SH   DFND 1 380,245 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 29,312 922,063 SH   DFND 1 922,063 0 0
LIPOCINE INC COM 53630X104 414 104,428 SH   DFND 1 104,428 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 33 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,213 205,725 SH   DFND 1 205,725 0 0
LIQUIDITY SERVICES INC COM 53635B107 50 8,616 SH   DFND 1 2 8,616 0 0
LITHIA MOTORS INC-CL A CL A 536797103 23,000 191,177 SH   DFND 1 191,177 0 0
LITTELFUSE INC COM 537008104 39,293 200,601 SH   DFND 1 199,825 0 776
LIVANOVA PLC SHS G5509L101 27,818 397,069 SH   DFND 1 395,588 0 1,481
LIVE NATION ENTERTAINMENT IN COM 538034109 45,655 1,048,345 SH   DFND 1 1,043,755 0 4,590
LIVE OAK BANCSHARES INC COM 53803X105 5,588 238,300 SH   DFND 1 238,300 0 0
LIVE VENTURES INC COM NEW 538142308 182 14,842 SH   DFND 1 14,842 0 0
LIVEPERSON INC COM 538146101 6,611 487,927 SH   DFND 1 487,927 0 0
LKQ CORP COM 501889208 120,106 3,343,489 SH   DFND 1 3,329,668 0 13,821
LKQ CORP COM 501889208 27 758 SH   DFND 1 2 758 0 0
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 676 184,839 SH   DFND 1 174,282 0 10,557
LOCKHEED MARTIN CORP COM 539830109 752,898 2,431,470 SH   DFND 1 2,420,260 0 11,210
LOEWS CORP COM 540424108 138,800 2,906,106 SH   DFND 1 2,893,759 0 12,347
LOGITECH INTERNATIONAL-REG SHS H50430232 3,668 100,620 SH   DFND 1 100,620 0 0
LOGMEIN INC COM 54142L109 49,635 451,031 SH   DFND 1 449,226 0 1,805
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 389 110,879 SH   DFND 1 110,879 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 5,900 119,206 SH   DFND 1 119,206 0 0
LOUISIANA-PACIFIC CORP COM 546347105 64,375 2,377,236 SH   DFND 1 2,372,283 0 4,953
LOUISIANA-PACIFIC CORP COM 546347105 761 28,137 SH   DFND 1 2 28,137 0 0
LOWE'S COS INC COM 548661107 170 2,139 SH   DFND 1 2 2,139 0 0
LOWE'S COS INC COM 548661107 712,241 8,926,715 SH   DFND 1 8,886,750 0 39,965
LOXO ONCOLOGY INC COM 548862101 20,010 217,226 SH   DFND 1 217,226 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 88 1,709 SH   DFND 1 2 1,709 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 46,303 897,884 SH   DFND 1 897,884 0 0
LRAD CORP COM 50213V109 305 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 1,295 163,185 SH   DFND 1 163,185 0 0
LSC COMMUNICATIONS INC COM 50218P107 11,103 672,541 SH   DFND 1 672,086 0 455
LSI INDUSTRIES INC COM 50216C108 312 47,247 SH   DFND 1 2 47,247 0 0
LSI INDUSTRIES INC COM 50216C108 1,337 202,413 SH   DFND 1 202,413 0 0
LTC PROPERTIES INC COM 502175102 18,012 383,405 SH   DFND 1 383,405 0 0
LUBY'S INC COM 549282101 184 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 60,303 969,098 SH   DFND 1 969,098 0 0
LULULEMON ATHLETICA INC COM 550021109 34 555 SH   DFND 1 2 555 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 9,035 231,809 SH   DFND 1 231,809 0 0
LUMENTUM HOLDINGS INC COM 55024U109 29,464 542,118 SH   DFND 1 542,118 0 0
LUMINEX CORP COM 55027E102 8,264 406,493 SH   DFND 1 406,493 0 0
LUMOS NETWORKS CORP COM 550283105 3,655 204,008 SH   DFND 1 204,008 0 0
LUNA INNOVATIONS INC COM 550351100 251 148,929 SH   DFND 1 148,929 0 0
LYDALL INC COM 550819106 7,900 137,884 SH   DFND 1 137,884 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 237 2,397 SH   DFND 1 2 2,397 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 393,097 3,975,196 SH   DFND 1 3,958,807 0 16,389
M & T BANK CORP COM 55261F104 254,451 1,583,003 SH   DFND 1 1,576,106 0 6,897
M/I HOMES INC COM 55305B101 5,227 195,570 SH   DFND 1 195,570 0 0
MACATAWA BANK CORP COM 554225102 2,050 199,867 SH   DFND 1 199,867 0 0
MACERICH CO/THE COM 554382101 75,649 1,378,505 SH   DFND 1 1,373,637 0 4,868
MACK-CALI REALTY CORP COM 554489104 20,954 883,796 SH   DFND 1 880,715 0 3,081
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 16,083 360,543 SH   DFND 1 360,543 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 32 446 SH   DFND 1 2 446 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 45,685 633,184 SH   DFND 1 632,130 0 1,054
MACROGENICS INC COM 556099109 5,464 295,687 SH   DFND 1 295,687 0 0
MACY'S INC COM 55616P104 94,219 4,323,770 SH   DFND 1 4,310,117 0 13,653
MACY'S INC COM 55616P104 521 23,916 SH   DFND 1 2 23,916 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 27,600 128,912 SH   DFND 1 128,912 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 1,618 35,980 SH   DFND 1 35,980 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 54 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 705 8,171 SH   DFND 1 2 8,171 0 0
MAGELLAN HEALTH INC COM NEW 559079207 25,115 291,025 SH   DFND 1 291,025 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 242 27,706 SH   DFND 1 27,706 0 0
MAGNA INTERNATIONAL INC COM 559222401 216 4,051 SH   DFND 1 3,537 0 514
MAGNEGAS CORP COM PAR 55939L301 8 14,443 SH   DFND 1 14,443 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 5,229 657,828 SH   DFND 1 655,421 0 2,407
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 8,007 223,292 SH   DFND 1 223,292 0 0
MAJESCO COM 56068V102 299 60,105 SH   DFND 1 60,105 0 0
MAKEMYTRIP LTD SHS V5633W109 1,064 37,037 SH   DFND 1 37,037 0 0
MALIBU BOATS INC - A COM CL A 56117J100 5,642 178,323 SH   DFND 1 178,323 0 0
MALLINCKRODT PLC SHS G5785G107 32,952 882,179 SH   DFND 1 878,757 0 3,422
MALLINCKRODT PLC SHS G5785G107 425 11,393 SH   DFND 1 2 11,393 0 0
MALVERN BANCORP INC COM 561409103 2,178 81,435 SH   DFND 1 81,435 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 2,061 122,296 SH   DFND 1 122,296 0 0
MANHATTAN ASSOCIATES INC COM 562750109 24,881 598,540 SH   DFND 1 596,179 0 2,361
MANITEX INTERNATIONAL INC COM 563420108 623 69,438 SH   DFND 1 69,438 0 0
MANITOWOC COMPANY INC COM 563571108 10,248 1,138,678 SH   DFND 1 1,138,678 0 0
MANNING & NAPIER INC CL A 56382Q102 467 118,420 SH   DFND 1 118,420 0 0
MANNING & NAPIER INC CL A 56382Q102 238 60,352 SH   DFND 1 2 60,352 0 0
MANNKIND CORP COM NEW 56400P706 1,043 481,026 SH   DFND 1 481,026 0 0
MANPOWERGROUP INC COM 56418H100 134 1,142 SH   DFND 1 2 1,142 0 0
MANPOWERGROUP INC COM 56418H100 83,280 707,165 SH   DFND 1 704,679 0 2,486
MANTECH INTERNATIONAL CORP-A CL A 564563104 10,280 232,854 SH   DFND 1 232,854 0 0
MANULIFE FINANCIAL CORP COM 56501R106 313 15,439 SH   DFND 1 13,792 0 1,647
MARATHON OIL CORP COM 565849106 127,858 9,445,969 SH   DFND 1 9,406,764 0 39,205
MARATHON PATENT GROUP INC COM NEW 56585W203 18 44,662 SH   DFND 1 44,662 0 0
MARATHON PETROLEUM CORP COM 56585A102 308,012 5,502,642 SH   DFND 1 5,478,788 0 23,854
MARCHEX INC-CLASS B CL B 56624R108 507 164,240 SH   DFND 1 163,055 0 1,185
MARCUS & MILLICHAP INC COM 566324109 3,549 131,499 SH   DFND 1 131,499 0 0
MARCUS CORPORATION COM 566330106 4,209 151,950 SH   DFND 1 151,950 0 0
MARIN SOFTWARE INC COM 56804T205 152 87,117 SH   DFND 1 87,117 0 0
MARIN SOFTWARE INC COMSTK 56804T106 152 87,117 SH   DFND 1 87,117 0 0
MARINE PRODUCTS CORP COM 568427108 836 52,089 SH   DFND 1 52,089 0 0
MARINEMAX INC COM 567908108 3,271 197,692 SH   DFND 1 197,692 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 616 105,104 SH   DFND 1 105,104 0 0
MARKEL CORP COM 570535104 121,419 113,755 SH   DFND 1 113,755 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 58,510 317,114 SH   DFND 1 315,826 0 1,288
MARKETAXESS HOLDINGS INC COM 57060D108 33 180 SH   DFND 1 2 180 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 3,677 127,903 SH   DFND 1 127,903 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 347,662 3,159,372 SH   DFND 1 3,134,217 0 25,155
MARRIOTT VACATIONS WORLD COM 57164Y107 24,412 196,034 SH   DFND 1 196,034 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 102 89,410 SH   DFND 1 89,410 0 0
MARSH & MCLENNAN COS COM 571748102 450,723 5,388,078 SH   DFND 1 5,365,149 0 22,929
MARTEN TRANSPORT LTD COM 573075108 12 587 SH   DFND 1 2 587 0 0
MARTEN TRANSPORT LTD COM 573075108 7,382 359,259 SH   DFND 1 359,259 0 0
MARTIN MARIETTA MATERIALS COM 573284106 128,229 623,036 SH   DFND 1 620,164 0 2,872
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 291 18,746 SH   DFND 1 18,746 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 141 7,928 SH   DFND 1 2 7,928 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 91,601 5,118,856 SH   DFND 1 5,117,956 0 900
MASCO CORP COM 574599106 123,532 3,172,894 SH   DFND 1 3,157,846 0 15,048
MASIMO CORP COM 574795100 165 1,914 SH   DFND 1 2 1,914 0 0
MASIMO CORP COM 574795100 56,460 652,272 SH   DFND 1 649,624 0 2,648
MASONITE INTERNATIONAL CORP COM 575385109 16,773 242,392 SH   DFND 1 242,392 0 0
MASTEC INC COM 576323109 25,195 543,002 SH   DFND 1 543,002 0 0
MASTERCARD INC - A CL A 57636Q104 1,484,716 10,533,775 SH   DFND 1 10,489,728 0 44,047
MATADOR RESOURCES CO COM 576485205 20,482 754,404 SH   DFND 1 751,341 0 3,063
MATCH GROUP INC COM 57665R106 9,203 396,863 SH   DFND 1 396,863 0 0
MATERION CORP COM 576690101 7,244 167,883 SH   DFND 1 167,883 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 662 501,565 SH   DFND 1 501,565 0 0
MATLIN AND PARTNERS ACQUISIT UNIT 05/28/2021A 57682V205 2,030 200,000 SH   DFND 1 2 200,000 0 0
MATRIX SERVICE CO COM 576853105 3,723 244,998 SH   DFND 1 244,998 0 0
MATSON INC COM 57686G105 10,016 355,454 SH   DFND 1 355,454 0 0
MATTEL INC COM 577081102 58,275 3,771,239 SH   DFND 1 3,743,728 0 27,511
MATTEL INC COM 577081102 75 4,869 SH   DFND 1 2 4,869 0 0
MATTERSIGHT CORP COM 577097108 215 77,017 SH   DFND 1 77,017 0 0
MATTHEWS INTL CORP-CLASS A CL A 577128101 17,871 287,088 SH   DFND 1 287,088 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,546 110,856 SH   DFND 1 110,856 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 134,974 2,830,302 SH   DFND 1 2,820,417 0 9,885
MAXIMUS INC COM 577933104 37,430 580,318 SH   DFND 1 578,096 0 2,222
MAXLINEAR INC COM 57776J100 10,340 435,373 SH   DFND 1 435,373 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 203 14,682 SH   DFND 1 14,682 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 1,299 253,351 SH   DFND 1 253,351 0 0
MAZOR ROBOTICS LTD-SPON ADR SPONSORED ADS 57886P103 521 10,569 SH   DFND 1 10,569 0 0
MB FINANCIAL INC COM 55264U108 30,464 676,686 SH   DFND 1 673,814 0 2,872
MBIA INC COM 55262C100 9,128 1,049,294 SH   DFND 1 1,049,294 0 0
MBT FINANCIAL CORP COM 578877102 1,581 144,403 SH   DFND 1 144,403 0 0
MCBC HOLDINGS INC COM 55276F107 653 32,072 SH   DFND 1 2 32,072 0 0
MCBC HOLDINGS INC COM 55276F107 4,919 241,396 SH   DFND 1 241,396 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 254 34,469 SH   DFND 1 34,469 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 136,716 1,334,273 SH   DFND 1 1,328,754 0 5,519
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 0 1 SH   DFND 1 2 1 0 0
MCDERMOTT INTL INC COM 580037109 23,711 3,261,621 SH   DFND 1 3,261,621 0 0
MCDONALD'S CORP COM 580135101 1,238,509 7,920,972 SH   DFND 1 7,882,504 0 38,468
MCEWEN MINING INC COM 58039P107 2,834 1,453,784 SH   DFND 1 1,453,784 0 0
MCGRATH RENTCORP COM 580589109 9,206 210,430 SH   DFND 1 210,430 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 18,983 10,879,000 PRN   DFND 1 2 10,879,000 0 0
MCKESSON CORP COM 58155Q103 345,999 2,256,629 SH   DFND 1 2,246,806 0 9,823
MCKESSON CORP COM 58155Q103 320 2,086 SH   DFND 1 2 2,086 0 0
MDC HOLDINGS INC COM 552676108 18,046 543,401 SH   DFND 1 543,401 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 1,469 154,034 SH   DFND 1 154,034 0 0
MDU RESOURCES GROUP INC COM 552690109 49,084 1,891,513 SH   DFND 1 1,884,819 0 6,694
MEDEQUITIES REALTY TRUST INC COM 58409L306 2,812 239,397 SH   DFND 1 239,397 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 43 3,659 SH   DFND 1 2 3,659 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 40,101 3,054,222 SH   DFND 1 3,041,760 0 12,462
MEDICINES COMPANY COM 584688105 23,447 633,031 SH   DFND 1 633,031 0 0
MEDICINOVA INC COM NEW 58468P206 1,443 226,558 SH   DFND 1 226,558 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 38,390 491,803 SH   DFND 1 489,798 0 2,005
MEDIFAST INC COM 58470H101 442 7,450 SH   DFND 1 2 7,450 0 0
MEDIFAST INC COM 58470H101 7,716 129,978 SH   DFND 1 129,978 0 0
MEDIWOUND LTD ORD SHS M68830104 55 10,429 SH   DFND 1 10,429 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 269 43,762 SH   DFND 1 42,550 0 1,212
MEDNAX INC COM 58502B106 33,390 774,700 SH   DFND 1 771,501 0 3,199
MEDNAX INC COM 58502B106 589 13,660 SH   DFND 1 2 13,660 0 0
MEDPACE HOLDINGS INC COM 58506Q109 3,242 101,642 SH   DFND 1 101,642 0 0
MEDTRONIC PLC SHS G5960L103 31 404 SH   DFND 1 2 404 0 0
MEDTRONIC PLC SHS G5960L103 1,074,237 13,840,015 SH   DFND 1 13,775,726 0 64,289
MEET GROUP INC/THE COM 58513U101 4,290 1,178,627 SH   DFND 1 1,178,627 0 0
MEI PHARMA INC COM NEW 55279B202 547 204,136 SH   DFND 1 204,136 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 20,658 864,101 SH   DFND 1 864,101 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,521 32,260 SH   DFND 1 32,260 0 0
MERCADOLIBRE INC COM 58733R102 23,193 89,741 SH   DFND 1 88,442 0 1,299
MERCANTILE BANK CORP COM 587376104 4,718 135,201 SH   DFND 1 135,201 0 0
MERCER INTERNATIONAL INC COM 588056101 3,614 305,030 SH   DFND 1 305,030 0 0
MERCER INTERNATIONAL INC COM 588056101 680 57,465 SH   DFND 1 2 57,465 0 0
MERCK & CO. INC. COM 58933Y105 1,799,538 28,159,169 SH   DFND 1 28,030,332 0 128,837
MERCURY GENERAL CORP COM 589400100 16,598 292,789 SH   DFND 1 290,612 0 2,177
MERCURY SYSTEMS INC COM 589378108 22,064 425,305 SH   DFND 1 425,305 0 0
MEREDITH CORP COM 589433101 17,243 310,686 SH   DFND 1 308,955 0 1,731
MERIDIAN BANCORP INC COM 58958U103 9,117 488,856 SH   DFND 1 488,856 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 8,085 565,404 SH   DFND 1 562,539 0 2,865
MERIT MEDICAL SYSTEMS INC COM 589889104 24,144 570,127 SH   DFND 1 570,127 0 0
MERITAGE HOMES CORP COM 59001A102 14,015 315,658 SH   DFND 1 315,658 0 0
MERITOR INC COM 59001K100 18,800 722,817 SH   DFND 1 722,817 0 0
MERRIMACK PHARMACEUTICALS IN COMSTK 590328209 1,504 103,461 SH   DFND 1 103,461 0 0
MERSANA THERAPEUTICS INC COM 59045L106 991 57,352 SH   DFND 1 57,352 0 0
MESA LABORATORIES INC COM 59064R109 4,270 28,602 SH   DFND 1 28,602 0 0
META FINANCIAL GROUP INC COM 59100U108 6,347 80,960 SH   DFND 1 80,960 0 0
METHANEX CORP COM 59151K108 2,668 53,097 SH   DFND 1 53,097 0 0
METHANEX CORP COM 59151K108 1,471 29,293 SH   DFND 1 2 29,293 0 0
METHANEX CORP COMSTK 59151K108 4,959 99,082 SH   DFND 1 99,082 0 0
METHANEX CORP COMSTK 59151K108 1,472 29,293 SH   DFND 1 2 29,293 0 0
METHODE ELECTRONICS INC COM 591520200 17,499 413,215 SH   DFND 1 413,215 0 0
METHODE ELECTRONICS INC COM 591520200 197 4,669 SH   DFND 1 2 4,669 0 0
METLIFE INC COM 59156R108 535,589 10,330,226 SH   DFND 1 10,278,151 0 52,075
METTLER-TOLEDO INTERNATIONAL COM 592688105 184,740 295,560 SH   DFND 1 294,412 0 1,148
MEXICO FUND INC COM 592835102 285 16,630 SH   DFND 1 2 16,630 0 0
MFA FINANCIAL INC COM 55272X102 53,660 6,125,637 SH   DFND 1 6,113,528 0 12,109
MGE ENERGY INC COM 55277P104 20,149 311,905 SH   DFND 1 311,905 0 0
MGIC INVESTMENT CORP COM 552848103 37,713 3,009,819 SH   DFND 1 3,009,819 0 0
MGM RESORTS INTERNATIONAL COM 552953101 170,542 5,243,163 SH   DFND 1 5,220,006 0 23,157
MGP INGREDIENTS INC COM 55303J106 7,103 117,161 SH   DFND 1 117,161 0 0
MHO 3 03/01/18 NOTE 3.000% 3/0 55292PAB1 6,867 6,829,000 PRN   DFND 1 2 6,829,000 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 126,072 2,637,821 SH   DFND 1 2,631,039 0 6,782
MICHAELS COS INC/THE COM 59408Q106 21,708 1,011,090 SH   DFND 1 1,007,300 0 3,790
MICHAELS COS INC/THE COM 59408Q106 7 371 SH   DFND 1 2 371 0 0
MICROBOT MEDICAL INC COM 59503A105 58 49,982 SH   DFND 1 49,982 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 222,643 2,484,500 SH   DFND 1 2,466,048 0 18,452
MICRON TECHNOLOGY INC COM 595112103 48 1,239 SH   DFND 1 2 1,239 0 0
MICRON TECHNOLOGY INC COM 595112103 473,898 12,070,926 SH   DFND 1 11,988,318 0 82,608
MICRONET ENERTEC TECHNOLOGIE COM 595117102 10 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM 595137100 51,374 997,950 SH   DFND 1 993,991 0 3,959
MICROSOFT CORP COM 594918104 6,174,663 83,044,968 SH   DFND 1 82,457,694 0 587,274
MICROSTRATEGY INC-CL A CL A NEW 594972408 299 2,348 SH   DFND 1 2 2,348 0 0
MICROSTRATEGY INC-CL A CL A NEW 594972408 10,731 84,030 SH   DFND 1 84,030 0 0
MICROVISION INC COM NEW 594960304 1,802 648,238 SH   DFND 1 648,238 0 0
MID PENN BANCORP INC COM 59540G107 830 28,255 SH   DFND 1 28,255 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 144,552 1,354,750 SH   DFND 1 1,349,665 0 5,085
MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 16 14,219 SH   DFND 1 14,219 0 0
MIDDLEBY CORP COM 596278101 69,702 544,024 SH   DFND 1 544,024 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,360 29,521 SH   DFND 1 29,521 0 0
MIDDLESEX WATER CO COM 596680108 6,341 161,490 SH   DFND 1 161,490 0 0
MIDLAND STATES BANCORP INC COM 597742105 2,786 87,951 SH   DFND 1 87,951 0 0
MIDSOUTH BANCORP INC COM 598039105 1,359 112,862 SH   DFND 1 112,862 0 0
MIDSTATES PETROLEUM CO INC COM PAR 59804T407 1,860 119,719 SH   DFND 1 119,719 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 2,665 78,959 SH   DFND 1 78,959 0 0
MILACRON HOLDINGS CORP COM 59870L106 6,589 390,848 SH   DFND 1 390,848 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 56 45,410 SH   DFND 1 45,410 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 2,337 83,629 SH   DFND 1 83,629 0 0
MIMECAST LTD ORD SHS G14838109 985 34,659 SH   DFND 1 34,659 0 0
MIMEDX GROUP INC COM 602496101 12,390 1,043,013 SH   DFND 1 1,043,013 0 0
MIMEDX GROUP INC COM 602496101 241 20,327 SH   DFND 1 2 20,327 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 7,738 299,375 SH   DFND 1 299,375 0 0
MINERALS TECHNOLOGIES INC COM 603158106 22,243 314,846 SH   DFND 1 313,645 0 1,201
MINERVA NEUROSCIENCES INC COM 603380106 2,051 269,938 SH   DFND 1 269,938 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 772 84,402 SH   DFND 1 84,402 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,985 169,685 SH   DFND 1 169,685 0 0
MISONIX INC COM 604871103 305 30,511 SH   DFND 1 30,511 0 0
MISTRAS GROUP INC COM 60649T107 2,878 140,416 SH   DFND 1 140,416 0 0
MITCHAM INDUSTRIES INC COM 606501104 246 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 2,511 264,378 SH   DFND 1 264,378 0 0
MITEL NETWORKS CORP COM 60671Q104 322 38,474 SH   DFND 1 2 38,474 0 0
MITEL NETWORKS CORP COM 60671Q104 776 92,550 SH   DFND 1 92,550 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADR 606822104 298 46,298 SH   DFND 1 31,343 0 14,955
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 163 46,048 SH   DFND 1 23,424 0 22,624
MKS INSTRUMENTS INC COM 55306N104 54,639 578,500 SH   DFND 1 578,500 0 0
MOBILE MINI INC COM 60740F105 13,460 390,715 SH   DFND 1 390,564 0 151
MOBILEIRON INC COM NEW 60739U204 322 87,074 SH   DFND 1 2 87,074 0 0
MOBILEIRON INC COM NEW 60739U204 1,566 423,474 SH   DFND 1 423,474 0 0
MODEL N INC COM 607525102 3,184 213,019 SH   DFND 1 213,019 0 0
MODINE MANUFACTURING CO COM 607828100 7,818 406,175 SH   DFND 1 406,175 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 359 191,212 SH   DFND 1 191,212 0 0
MOELIS & CO - CLASS A CL A 60786M105 13,686 317,922 SH   DFND 1 317,678 0 244
MOELIS & CO - CLASS A CL A 60786M105 82 1,908 SH   DFND 1 2 1,908 0 0
MOH 1.125 01/15/20 NOTE 1.125% 1/1 60855RAC4 8,634 5,000,000 PRN   DFND 1 2 5,000,000 0 0
MOHAWK INDUSTRIES INC COM 608190104 158,890 643,248 SH   DFND 1 640,424 0 2,824
MOLECULAR TEMPLATES INC COMSTK 608550109 303 43,572 SH   DFND 1 43,572 0 0
MOLECULIN BIOTECH INC COM 60855D101 140 58,888 SH   DFND 1 58,888 0 0
MOLINA HEALTHCARE INC COM 60855R100 31,734 461,532 SH   DFND 1 459,775 0 1,757
MOLSON COORS BREWING CO -B CL B 60871R209 30 379 SH   DFND 1 2 379 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 152,289 1,869,086 SH   DFND 1 1,860,835 0 8,251
MOMENTA PHARMACEUTICALS INC COM 60877T100 13,512 730,393 SH   DFND 1 730,393 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 183 9,929 SH   DFND 1 2 9,929 0 0
MOMO INC-SPON ADR ADR 60879B107 480 15,336 SH   DFND 1 2 15,336 0 0
MOMO INC-SPON ADR ADR 60879B107 7,525 241,034 SH   DFND 1 241,034 0 0
MONARCH CASINO & RESORT INC COM 609027107 4,155 105,116 SH   DFND 1 105,116 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 636,144 15,675,886 SH   DFND 1 15,562,510 0 113,376
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 4,480 278,137 SH   DFND 1 278,137 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 9,259 571,947 SH   DFND 1 571,947 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 37,222 349,342 SH   DFND 1 348,037 0 1,305
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 7,155 371,692 SH   DFND 1 371,692 0 0
MONRO INC COM 610236101 16,378 292,215 SH   DFND 1 292,215 0 0
MONSANTO CO COM 61166W101 2,396 20,000 SH   DFND 1 2 20,000 0 0
MONSANTO CO COM 61166W101 507,691 4,245,771 SH   DFND 1 4,225,673 0 20,098
MONSTER BEVERAGE CORP COM 61174X109 45 832 SH   DFND 1 2 832 0 0
MONSTER BEVERAGE CORP COM 61174X109 252,742 4,582,709 SH   DFND 1 4,547,441 0 35,268
MOODY'S CORP COM 615369105 230,145 1,656,540 SH   DFND 1 1,649,107 0 7,433
MOOG INC-CLASS A CL A 615394202 30,676 367,686 SH   DFND 1 367,686 0 0
MORGAN STANLEY COM NEW 617446448 708,797 14,742,365 SH   DFND 1 14,679,104 0 63,261
MORGAN STANLEY ASIA PACIFIC COM 61744U106 1,466 85,083 SH   DFND 1 2 85,083 0 0
MORGAN STANLEY CHINA A SHARE COM 617468103 2,081 87,226 SH   DFND 1 2 87,226 0 0
MORGAN STANLEY EMRG MKT DEBT COM 61744H105 372 36,953 SH   DFND 1 2 36,953 0 0
MORNINGSTAR INC COM 617700109 21,389 251,671 SH   DFND 1 251,671 0 0
MORNINGSTAR INC COM 617700109 212 2,503 SH   DFND 1 2 2,503 0 0
MOSAIC CO/THE COM 61945C103 77,650 3,603,548 SH   DFND 1 3,587,521 0 16,027
MOSAIC CO/THE COM 61945C103 222 10,302 SH   DFND 1 2 10,302 0 0
MOSYS INC COM NEW 619718208 23 24,373 SH   DFND 1 24,373 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 4,963 168,488 SH   DFND 1 168,488 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 32 378 SH   DFND 1 2 378 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 149,332 1,762,772 SH   DFND 1 1,754,968 0 7,804
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 239 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 6,840 244,313 SH   DFND 1 244,313 0 0
MOVADO GROUP INC COM 624580106 163 5,842 SH   DFND 1 2 5,842 0 0
MRC GLOBAL INC COM 55345K103 13,642 779,991 SH   DFND 1 779,991 0 0
MSA SAFETY INC COM 553498106 27,243 342,638 SH   DFND 1 341,473 0 1,165
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 28,153 372,545 SH   DFND 1 370,600 0 1,945
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 107 1,427 SH   DFND 1 2 1,427 0 0
MSCI INC COM 55354G100 86,148 737,298 SH   DFND 1 733,783 0 3,515
MSG NETWORKS INC- A CL A 553573106 14,915 703,582 SH   DFND 1 703,582 0 0
MTGE INVESTMENT CORP COM 55378A105 9,608 495,301 SH   DFND 1 490,927 0 4,374
MTGE INVESTMENT CORP COM 55378A105 291 15,016 SH   DFND 1 2 15,016 0 0
MTS SYSTEMS CORP COM 553777103 8,004 149,748 SH   DFND 1 149,586 0 162
MU 3.125 05/01/32 D NOTE 3.125% 5/0 595112AX1 44,205 11,100,000 PRN   DFND 1 2 11,100,000 0 0
MUELLER INDUSTRIES INC COM 624756102 16,488 471,774 SH   DFND 1 471,774 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 16,801 1,312,604 SH   DFND 1 1,312,604 0 0
MULESOFT INC -A CL A 625207105 3,568 177,194 SH   DFND 1 177,194 0 0
MULTI-COLOR CORP COM 625383104 9,780 119,347 SH   DFND 1 118,848 0 499
MURPHY OIL CORP COM 626717102 36,438 1,372,912 SH   DFND 1 1,367,087 0 5,825
MURPHY USA INC COM 626755102 19,446 281,830 SH   DFND 1 280,679 0 1,151
MUTUALFIRST FINANCIAL INC COM 62845B104 2,004 52,136 SH   DFND 1 52,136 0 0
MYERS INDUSTRIES INC COM 628464109 4,187 199,880 SH   DFND 1 199,880 0 0
MYLAN NV SHS EURO N59465109 271 8,667 SH   DFND 1 2 8,667 0 0
MYLAN NV SHS EURO N59465109 191,896 6,127,423 SH   DFND 1 6,087,659 0 39,764
MYOKARDIA INC COM 62857M105 7,955 185,665 SH   DFND 1 185,665 0 0
MYR GROUP INC/DELAWARE COM 55405W104 4,398 150,948 SH   DFND 1 150,948 0 0
MYRIAD GENETICS INC COM 62855J104 23,858 659,427 SH   DFND 1 659,427 0 0
N B T BANCORP INC COM 628778102 15,492 421,911 SH   DFND 1 421,911 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,316 163,126 SH   DFND 1 2 163,126 0 0
NABORS INDUSTRIES LTD SHS G6359F103 18,846 2,335,322 SH   DFND 1 2,325,536 0 9,786
NABRIVA THERAPEUTICS PLC SHS G63637105 99 12,089 SH   DFND 1 12,089 0 0
NACCO INDUSTRIES-CL A CL A 629579103 721 36,769 SH   DFND 1 36,769 0 0
NAKED BRANDS GROUP INC COM NEW 629839200 46 34,817 SH   DFND 1 34,817 0 0
NANOMETRICS INC COM 630077105 9,253 321,306 SH   DFND 1 321,306 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 2,441 151,069 SH   DFND 1 151,069 0 0
NANOVIRICIDES INC COM NEW 630087203 200 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 1,277 310,051 SH   DFND 1 310,051 0 0
NANTKWEST INC COM 63016Q102 1,511 275,844 SH   DFND 1 275,844 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 678 69,977 SH   DFND 1 69,977 0 0
NASDAQ INC COM 631103108 99,734 1,287,945 SH   DFND 1 1,282,722 0 5,223
NATERA INC COM 632307104 4,219 327,347 SH   DFND 1 327,347 0 0
NATERA INC COM 632307104 152 11,795 SH   DFND 1 2 11,795 0 0
NATHAN'S FAMOUS INC COM 632347100 1,936 26,187 SH   DFND 1 26,187 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 64 30,209 SH   DFND 1 30,209 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 7,778 217,956 SH   DFND 1 217,956 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 2,307 51,330 SH   DFND 1 51,330 0 0
NATIONAL BEVERAGE CORP COM 635017106 19,201 154,788 SH   DFND 1 154,696 0 92
NATIONAL CINEMEDIA INC COM 635309107 3,867 554,122 SH   DFND 1 552,849 0 1,273
NATIONAL COMMERCE CORP COM 63546L102 3,889 90,879 SH   DFND 1 90,879 0 0
NATIONAL FUEL GAS CO COM 636180101 42,803 756,107 SH   DFND 1 753,174 0 2,933
NATIONAL GENERAL HLDGS COM 636220303 196 10,263 SH   DFND 1 2 10,263 0 0
NATIONAL GENERAL HLDGS COM 636220303 10,680 558,883 SH   DFND 1 558,883 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 955 15,235 SH   DFND 1 13,854 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 8,104 129,531 SH   DFND 1 129,531 0 0
NATIONAL HEALTHCARE CORP COM 635906100 123 1,980 SH   DFND 1 2 1,980 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 39,025 925,436 SH   DFND 1 921,768 0 3,668
NATIONAL OILWELL VARCO INC COM 637071101 139,390 3,909,103 SH   DFND 1 3,891,583 0 17,520
NATIONAL PRESTO INDS INC COM 637215104 4,284 40,248 SH   DFND 1 40,248 0 0
NATIONAL RESEARCH CORP-A CL A 637372202 3,374 89,505 SH   DFND 1 89,505 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 52,250 1,254,751 SH   DFND 1 1,249,628 0 5,123
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 10,238 422,385 SH   DFND 1 422,385 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 6,989 20,028 SH   DFND 1 20,028 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 5,026 270,661 SH   DFND 1 270,661 0 0
NATL HEALTH INVESTORS INC COM 63633D104 26,981 349,099 SH   DFND 1 349,099 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 255 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,969 104,559 SH   DFND 1 104,559 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 402 72,098 SH   DFND 1 72,098 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1,511 63,237 SH   DFND 1 63,029 0 208
NATURES SUNSHINE PRODS INC COM 639027101 706 69,596 SH   DFND 1 69,596 0 0
NATUS MEDICAL INC COM 639050103 10,847 289,266 SH   DFND 1 289,266 0 0
NAUTILUS INC COM 63910B102 4,396 260,135 SH   DFND 1 260,135 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 298 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 52,554 3,504,876 SH   DFND 1 3,491,498 0 13,378
NAVIGANT CONSULTING INC COM 63935N107 6,410 378,879 SH   DFND 1 378,879 0 0
NAVIGANT CONSULTING INC COM 63935N107 1,592 94,118 SH   DFND 1 2 94,118 0 0
NAVIGATORS GROUP INC COM 638904102 11,719 200,852 SH   DFND 1 200,852 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 223 183,460 SH   DFND 1 2 183,460 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 284 233,330 SH   DFND 1 233,330 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 319 191,452 SH   DFND 1 191,452 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 22,232 504,479 SH   DFND 1 504,479 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 4,946 317,111 SH   DFND 1 317,111 0 0
NCR CORPORATION COM 62886E108 37,637 1,003,136 SH   DFND 1 998,968 0 4,168
NCR CORPORATION COM 62886E108 97 2,593 SH   DFND 1 2 2,593 0 0
NCS MULTISTAGE HOLDINGS INC COM 628877102 3,438 142,801 SH   DFND 1 142,801 0 0
NEENAH PAPER INC COM 640079109 11,702 136,792 SH   DFND 1 136,792 0 0
NEFF CORP COMSTK 640094207 1,608 64,311 SH   DFND 1 64,108 0 203
NEFF CORP COMSTK 640094207 625 25,000 SH   DFND 1 2 25,000 0 0
NEKTAR THERAPEUTICS COM 640268108 34,368 1,432,013 SH   DFND 1 1,432,013 0 0
NELNET INC-CL A CL A 64031N108 14,742 291,939 SH   DFND 1 291,939 0 0
NEOGEN CORP COM 640491106 26,191 338,123 SH   DFND 1 338,123 0 0
NEOGENOMICS INC COM NEW 64049M209 5,396 484,852 SH   DFND 1 484,852 0 0
NEONODE INC COM NEW 64051M402 224 175,355 SH   DFND 1 175,355 0 0
NEOPHOTONICS CORP COM 64051T100 57 10,380 SH   DFND 1 2 10,380 0 0
NEOPHOTONICS CORP COM 64051T100 1,351 243,034 SH   DFND 1 243,034 0 0
NEOS THERAPEUTICS INC COM 64052L106 1,607 175,707 SH   DFND 1 175,707 0 0
NEOTHETICS INC COM 64066G101 15 34,419 SH   DFND 1 34,419 0 0
NEOVASC INC COM 64065J106 54 32,189 SH   DFND 1 32,189 0 0
NEPTUNE TECH & BIORESSOURCES COM 64077P108 35 39,978 SH   DFND 1 39,978 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 294 30,267 SH   DFND 1 30,267 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 773 79,405 SH   DFND 1 2 79,405 0 0
NET ELEMENT INC COM NEW 64111R300 22 26,608 SH   DFND 1 26,608 0 0
NET ELEMENT INC COMSTK 64111R201 22 26,608 SH   DFND 1 26,608 0 0
NETAPP INC COM 64110D104 138,999 3,181,993 SH   DFND 1 3,169,308 0 12,685
NETEASE INC-ADR SPONSORED ADR 64110W102 45,885 174,636 SH   DFND 1 172,262 0 2,374
NETFLIX INC COM 64110L106 770,475 4,257,192 SH   DFND 1 4,224,073 0 33,119
NETGEAR INC COM 64111Q104 18,457 387,765 SH   DFND 1 387,765 0 0
NETLIST INC COM 64118P109 198 270,723 SH   DFND 1 270,723 0 0
NETSCOUT SYSTEMS INC COM 64115T104 26,099 806,775 SH   DFND 1 803,706 0 3,069
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 183 52,458 SH   DFND 1 52,458 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 162 42,329 SH   DFND 1 2 42,329 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 258 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 109 83,079 SH   DFND 1 83,079 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 45,989 750,488 SH   DFND 1 750,259 0 229
NEURODERM LTD ORD SHS M74231107 693 17,827 SH   DFND 1 17,827 0 0
NEVRO CORP COM 64157F103 21,307 234,455 SH   DFND 1 234,455 0 0
NEW AGE BEVERAGES CORP COM 64157V108 476 139,705 SH   DFND 1 139,705 0 0
NEW HOME CO INC/THE COM 645370107 1,372 123,019 SH   DFND 1 123,019 0 0
NEW HOME CO INC/THE COM 645370107 110 9,923 SH   DFND 1 2 9,923 0 0
NEW IRELAND FUND INC COM 645673104 338 24,636 SH   DFND 1 2 24,636 0 0
NEW JERSEY RESOURCES CORP COM 646025106 29,496 699,795 SH   DFND 1 696,546 0 3,249
NEW MEDIA INVESTMENT GROUP COM 64704V106 6,514 440,454 SH   DFND 1 437,696 0 2,758
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 18,646 212,456 SH   DFND 1 211,970 0 486
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 460 5,216 SH   DFND 1 2 5,216 0 0
NEW RELIC INC COM 64829B100 105 2,126 SH   DFND 1 2 2,126 0 0
NEW RELIC INC COM 64829B100 16,788 337,121 SH   DFND 1 337,121 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 45,774 2,736,060 SH   DFND 1 2,731,364 0 4,696
NEW SENIOR INVESTMENT GROUP COM 648691103 6,290 687,450 SH   DFND 1 687,450 0 0
NEW YORK & CO COM 649295102 329 158,300 SH   DFND 1 158,300 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 53,213 4,131,049 SH   DFND 1 4,113,456 0 17,593
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 5,935 965,130 SH   DFND 1 962,851 0 2,279
NEW YORK TIMES CO-A CL A 650111107 19,618 1,000,931 SH   DFND 1 996,622 0 4,309
NEWELL BRANDS INC COM 651229106 111 2,615 SH   DFND 1 2 2,615 0 0
NEWELL BRANDS INC COM 651229106 212,186 4,982,510 SH   DFND 1 4,960,245 0 22,265
NEWFIELD EXPLORATION CO COM 651290108 84 2,836 SH   DFND 1 2 2,836 0 0
NEWFIELD EXPLORATION CO COM 651290108 61,973 2,092,976 SH   DFND 1 2,084,036 0 8,940
NEWLINK GENETICS CORP COM 651511107 2,032 199,682 SH   DFND 1 199,608 0 74
NEWMARKET CORP COM 651587107 30,017 70,506 SH   DFND 1 70,190 0 316
NEWMONT MINING CORP COM 651639106 223,448 5,967,667 SH   DFND 1 5,943,834 0 23,833
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 7,282 728,253 SH   DFND 1 728,253 0 0
NEWS CORP - CLASS A CL A 65249B109 55,526 4,195,096 SH   DFND 1 4,178,017 0 17,079
NEWS CORP - CLASS B CL B 65249B208 17,705 1,299,004 SH   DFND 1 1,293,546 0 5,458
NEWSTAR FINANCIAL INC COM 65251F105 2,320 197,669 SH   DFND 1 197,669 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 3,442 471,581 SH   DFND 1 471,581 0 0
NEXEO SOLUTIONS INC -CW19 *W EXP 06/09/202 65342H110 2,139 4,863,443 SH   DFND 1 2 4,863,443 0 0
NEXPOINT RESIDENTIAL COM 65341D102 5,214 219,742 SH   DFND 1 219,742 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 24,435 392,218 SH   DFND 1 392,218 0 0
NEXTDECADE CORP COMSTK 65342K105 1,070 106,055 SH   DFND 1 106,055 0 0
NEXTERA ENERGY INC COM 65339F101 701,409 4,795,400 SH   DFND 1 4,773,893 0 21,507
NI HOLDINGS INC COM 65342T106 1,627 90,900 SH   DFND 1 90,900 0 0
NIC INC COM 62914B100 9,603 559,951 SH   DFND 1 559,951 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 3,026 37,223 SH   DFND 1 36,939 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 731 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 3,426 59,555 SH   DFND 1 59,555 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 145,116 3,507,608 SH   DFND 1 3,491,784 0 15,824
NII HOLDINGS INC COM PAR 62913F508 123 269,218 SH   DFND 1 2 269,218 0 0
NII HOLDINGS INC COM PAR 62913F508 267 581,008 SH   DFND 1 581,008 0 0
NIKE INC -CL B CL B 654106103 731,540 14,135,133 SH   DFND 1 14,073,178 0 61,955
NIKE INC -CL B CL B 654106103 31 609 SH   DFND 1 2 609 0 0
NISOURCE INC COM 65473P105 84,970 3,326,968 SH   DFND 1 3,312,392 0 14,576
NL INDUSTRIES COM NEW 629156407 428 46,825 SH   DFND 1 46,825 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 6,376 514,238 SH   DFND 1 514,238 0 0
NN INC COM 629337106 6,820 235,196 SH   DFND 1 235,196 0 0
NOBLE CORP PLC SHS USD G65431101 96 20,881 SH   DFND 1 2 20,881 0 0
NOBLE CORP PLC SHS USD G65431101 9,186 1,997,113 SH   DFND 1 1,997,113 0 0
NOBLE ENERGY INC COM 655044105 144,167 5,093,332 SH   DFND 1 5,071,571 0 21,761
NOBLE ENERGY INC COM 655044105 45 1,619 SH   DFND 1 2 1,619 0 0
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 250 41,895 SH   DFND 1 39,199 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 119 21,396 SH   DFND 1 11,575 0 9,821
NOODLES & CO COM CL A 65540B105 693 157,710 SH   DFND 1 157,710 0 0
NORBORD INC COMSTK 65548P403 42 1,129 SH   DFND 1 1,129 0 0
NORBORD INC COMSTK 65548P403 1,168 30,701 SH   DFND 1 2 30,701 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 1,076 201,661 SH   DFND 1 201,661 0 0
NORDSON CORP COM 655663102 52,728 444,965 SH   DFND 1 443,225 0 1,740
NORDSTROM INC COM 655664100 62,906 1,336,514 SH   DFND 1 1,331,310 0 5,204
NORDSTROM INC COM 655664100 471 10,000 SH   DFND 1 2 10,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 364,416 2,761,457 SH   DFND 1 2,747,865 0 13,592
NORTH AMERICAN ENERGY PARTNE COM 656844107 140 32,900 SH   DFND 1 2 32,900 0 0
NORTHEAST BANCORP COM NEW 663904209 1,830 70,018 SH   DFND 1 70,018 0 0
NORTHERN OIL AND GAS INC COM 665531109 278 309,961 SH   DFND 1 309,961 0 0
NORTHERN TRUST CORP COM 665859104 214,978 2,342,742 SH   DFND 1 2,333,134 0 9,608
NORTHFIELD BANCORP INC COM 66611T108 7,534 434,276 SH   DFND 1 434,276 0 0
NORTHRIM BANCORP INC COM 666762109 2,103 60,180 SH   DFND 1 60,180 0 0
NORTHROP GRUMMAN CORP COM 666807102 530,493 1,847,191 SH   DFND 1 1,839,399 0 7,792
NORTHSTAR REALTY EUROPE CORP COM 66706L101 6,633 517,837 SH   DFND 1 517,837 0 0
NORTHWEST BANCSHARES INC COM 667340103 20,527 1,188,647 SH   DFND 1 1,184,286 0 4,361
NORTHWEST NATURAL GAS CO COM 667655104 16,855 261,726 SH   DFND 1 261,726 0 0
NORTHWEST PIPE CO COM 667746101 1,430 75,192 SH   DFND 1 75,192 0 0
NORTHWESTERN CORP COM NEW 668074305 25,105 440,920 SH   DFND 1 439,263 0 1,657
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 81,058 1,500,577 SH   DFND 1 1,493,865 0 6,712
NORWOOD FINANCIAL CORP COM 669549107 1,527 50,049 SH   DFND 1 50,049 0 0
NOVA LIFESTYLE INC COM 66979P102 217 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 92 3,303 SH   DFND 1 2 3,303 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 524 18,660 SH   DFND 1 18,660 0 0
NOVAN INC COM 66988N106 279 49,868 SH   DFND 1 49,868 0 0
NOVANTA INC COM 67000B104 12,754 292,545 SH   DFND 1 292,545 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 3,434 40,000 SH   DFND 1 2 40,000 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 1,888 21,996 SH   DFND 1 20,217 0 1,779
NOVAVAX INC COM 670002104 2,849 2,499,403 SH   DFND 1 2,499,403 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 268 38,160 SH   DFND 1 38,160 0 0
NOVOCURE LTD ORD SHS G6674U108 3,417 172,177 SH   DFND 1 171,857 0 320
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,281 26,615 SH   DFND 1 24,491 0 2,124
NOW 0 11/01/18 NOTE 11/0 81762PAB8 20,070 12,500,000 PRN   DFND 1 2 12,500,000 0 0
NOW INC COM 67011P100 168 12,221 SH   DFND 1 2 12,221 0 0
NOW INC COM 67011P100 12,315 891,762 SH   DFND 1 888,066 0 3,696
NRG ENERGY INC COM NEW 629377508 83,255 3,258,090 SH   DFND 1 3,243,577 0 14,513
NRG YIELD INC-CLASS A CL A NEW 62942X306 8,347 440,054 SH   DFND 1 440,054 0 0
NRG YIELD INC-CLASS C CL C 62942X405 10,689 553,872 SH   DFND 1 552,183 0 1,689
NTN BUZZTIME INC COM PAR 629410606 129 21,179 SH   DFND 1 21,179 0 0
NTT DOCOMO INC-SPON ADR SPONS ADR 62942M201 652 28,640 SH   DFND 1 25,622 0 3,018
NU SKIN ENTERPRISES INC - A CL A 67018T105 27,183 442,156 SH   DFND 1 439,909 0 2,247
NUANCE COMMUNICATIONS INC COM 67020Y100 36,833 2,344,078 SH   DFND 1 2,344,078 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 31 2,019 SH   DFND 1 2 2,019 0 0
NUCOR CORP COM 670346105 202,064 3,612,101 SH   DFND 1 3,597,108 0 14,993
NUCOR CORP COM 670346105 481 8,590 SH   DFND 1 2 8,590 0 0
NUMEREX CORP -CL A CL A 67053A102 279 73,465 SH   DFND 1 73,465 0 0
NUTANIX INC - A CL A 67059N108 8,465 378,086 SH   DFND 1 378,086 0 0
NUTRISYSTEM INC COM 67069D108 14,715 263,255 SH   DFND 1 263,198 0 57
NUVASIVE INC COM 670704105 165 2,989 SH   DFND 1 2 2,989 0 0
NUVASIVE INC COM 670704105 24,748 446,248 SH   DFND 1 444,505 0 1,743
NUVECTRA CORP COM 67075N108 721 54,447 SH   DFND 1 54,447 0 0
NUVEEN CT QUAL MUNI INC FD COM 67060D107 2,165 177,372 SH   DFND 1 2 177,372 0 0
NUVEEN MD QUAL MUNI INC FD COM 67061Q107 858 66,901 SH   DFND 1 2 66,901 0 0
NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 1,068 77,802 SH   DFND 1 2 77,802 0 0
NUVEEN PA QUAL MUNI INC FD COM 670972108 199 14,739 SH   DFND 1 2 14,739 0 0
NV5 GLOBAL INC COM 62945V109 3,714 67,968 SH   DFND 1 67,968 0 0
NVE CORP COM NEW 629445206 3,400 43,062 SH   DFND 1 43,062 0 0
NVIDIA CORP COM 67066G104 1,192,420 6,682,134 SH   DFND 1 6,636,639 0 45,495
NVR INC COM 62944T105 262 92 SH   DFND 1 2 92 0 0
NVR INC COM 62944T105 99,165 34,751 SH   DFND 1 34,632 0 119
NXP SEMICONDUCTORS NV COM N6596X109 143,787 1,277,602 SH   DFND 1 1,277,602 0 0
NXPI 1 12/01/19 DBCV 1.000%12/0 62952QAB6 9,524 7,880,000 PRN   DFND 1 2 7,880,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 1,932 70,000 SH   DFND 1 2 70,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 17,583 637,075 SH   DFND 1 637,075 0 0
NXT-ID INC COM NEW 67091J206 136 61,891 SH   DFND 1 61,891 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 310 81,175 SH   DFND 1 81,175 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 24 13,662 SH   DFND 1 13,662 0 0
OASIS PETROLEUM INC COM 674215108 17,649 1,935,260 SH   DFND 1 1,935,260 0 0
OBALON THERAPEUTICS INC COM 67424L100 230 24,220 SH   DFND 1 24,220 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 484,115 7,554,789 SH   DFND 1 7,518,881 0 35,908
OCEAN BIO-CHEM INC COM 674631106 132 26,292 SH   DFND 1 26,292 0 0
OCEANEERING INTL INC COM 675232102 0 14 SH   DFND 1 2 14 0 0
OCEANEERING INTL INC COM 675232102 21,302 810,921 SH   DFND 1 807,558 0 3,363
OCEANFIRST FINANCIAL CORP COM 675234108 7,798 283,667 SH   DFND 1 283,667 0 0
OCERA THERAPEUTICS INC COM 67552A108 65 57,658 SH   DFND 1 57,658 0 0
OCLARO INC COM NEW 67555N206 12,747 1,477,094 SH   DFND 1 1,477,094 0 0
OCLARO INC COM NEW 67555N206 1,294 150,000 SH   DFND 1 2 150,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,161 187,898 SH   DFND 1 187,656 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 2,892 840,793 SH   DFND 1 840,793 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 136 31,729 SH   DFND 1 31,729 0 0
OFFICE DEPOT INC COM 676220106 261 57,672 SH   DFND 1 2 57,672 0 0
OFFICE DEPOT INC COM 676220106 28,020 6,171,846 SH   DFND 1 6,154,136 0 17,710
OFG BANCORP COM 67103X102 3,527 385,552 SH   DFND 1 385,552 0 0
OGE ENERGY CORP COM 670837103 59,285 1,646,115 SH   DFND 1 1,639,283 0 6,832
OHIO VALLEY BANC CORP COM 677719106 922 25,350 SH   DFND 1 25,350 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 108 151,120 SH   DFND 1 151,120 0 0
OIL STATES INTERNATIONAL INC COM 678026105 10,602 418,226 SH   DFND 1 418,226 0 0
OIL-DRI CORP OF AMERICA COM 677864100 1,699 34,725 SH   DFND 1 34,725 0 0
OKTA INC CL A 679295105 4,660 165,208 SH   DFND 1 165,208 0 0
OLD DOMINION FREIGHT LINE COM 679580100 64,853 588,987 SH   DFND 1 586,646 0 2,341
OLD LINE BANCSHARES INC COM 67984M100 1,867 66,684 SH   DFND 1 66,684 0 0
OLD NATIONAL BANCORP COM 680033107 22,971 1,255,299 SH   DFND 1 1,255,299 0 0
OLD POINT FINANCIAL CORP COM 680194107 643 19,861 SH   DFND 1 19,861 0 0
OLD REPUBLIC INTL CORP COM 680223104 45,963 2,334,371 SH   DFND 1 2,325,979 0 8,392
OLD SECOND BANCORP INC COM 680277100 3,218 239,319 SH   DFND 1 239,319 0 0
OLIN CORP COM PAR $1 680665205 46,838 1,367,536 SH   DFND 1 1,361,838 0 5,698
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 19,600 422,415 SH   DFND 1 422,415 0 0
OLYMPIC STEEL INC COM 68162K106 1,759 79,975 SH   DFND 1 79,975 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 2,932 196,547 SH   DFND 1 196,547 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 154 10,346 SH   DFND 1 2 10,346 0 0
OMEGA FLEX INC COM 682095104 3,195 44,480 SH   DFND 1 44,480 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 58,247 1,825,368 SH   DFND 1 1,818,293 0 7,075
OMEGA PROTEIN CORP COM 68210P107 7,720 463,689 SH   DFND 1 463,689 0 0
OMEROS CORP COM 682143102 8,215 379,982 SH   DFND 1 379,982 0 0
OMINTO INC COM NEW 68217C208 309 68,714 SH   DFND 1 68,714 0 0
OMNICELL INC COM 68213N109 16,443 322,112 SH   DFND 1 322,112 0 0
OMNICOM GROUP COM 681919106 25 349 SH   DFND 1 2 349 0 0
OMNICOM GROUP COM 681919106 191,851 2,594,820 SH   DFND 1 2,583,898 0 10,922
OMNOVA SOLUTIONS INC COM 682129101 3,434 313,664 SH   DFND 1 313,664 0 0
ON ASSIGNMENT INC COM 682159108 21,217 395,258 SH   DFND 1 395,258 0 0
ON DECK CAPITAL INC COM 682163100 1,650 353,468 SH   DFND 1 353,468 0 0
ON SEMICONDUCTOR CORP COM 682189105 73,476 3,978,137 SH   DFND 1 3,978,137 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 30 22,179 SH   DFND 1 22,179 0 0
ONCOBIOLOGICS INC COM 68235M105 15 11,165 SH   DFND 1 11,165 0 0
ONCOCYTE CORP COM 68235C107 166 22,016 SH   DFND 1 22,016 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 563 124,569 SH   DFND 1 124,569 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 54 57,031 SH   DFND 1 57,031 0 0
ONE GAS INC COM 68235P108 33,858 459,778 SH   DFND 1 457,993 0 1,785
ONE LIBERTY PROPERTIES INC COM 682406103 3,436 141,062 SH   DFND 1 141,062 0 0
ONEMAIN HOLDINGS INC COM 68268W103 12,206 433,023 SH   DFND 1 433,023 0 0
ONEOK INC COM 682680103 208,139 3,763,980 SH   DFND 1 3,744,725 0 19,255
OOMA INC COM 683416101 1,633 154,843 SH   DFND 1 154,843 0 0
OPEN TEXT CORP COMSTK 683715106 13,554 421,291 SH   DFND 1 421,291 0 0
OPGEN INC COM 68373L109 12 41,093 SH   DFND 1 41,093 0 0
OPHTHOTECH CORP COM 683745103 526 186,553 SH   DFND 1 186,553 0 0
OPKO HEALTH INC COM 68375N103 22,986 3,350,794 SH   DFND 1 3,350,794 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 1,459 84,105 SH   DFND 1 84,105 0 0
OPTICAL CABLE CORP COM NEW 683827208 25 12,030 SH   DFND 1 12,030 0 0
OPUS BANK COM 684000102 4,180 174,194 SH   DFND 1 174,194 0 0
ORACLE CORP COM 68389X105 1,458,921 30,234,884 SH   DFND 1 30,092,304 0 142,580
ORACLE CORP COM 68389X105 126 2,619 SH   DFND 1 2 2,619 0 0
ORAGENICS INC COM NEW 684023203 37 89,941 SH   DFND 1 89,941 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 323 19,698 SH   DFND 1 18,486 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 13,186 586,082 SH   DFND 1 586,082 0 0
ORBCOMM INC COM 68555P100 6,188 591,102 SH   DFND 1 591,102 0 0
ORBITAL ATK INC COM 68557N103 64,118 481,516 SH   DFND 1 479,543 0 1,973
ORBITAL ATK INC COM 68557N103 1,997 15,000 SH   DFND 1 2 15,000 0 0
ORBOTECH LTD ORD M75253100 1,382 32,759 SH   DFND 1 32,759 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 3,486 342,166 SH   DFND 1 342,166 0 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 997 70,867 SH   DFND 1 70,867 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 230,201 1,070,642 SH   DFND 1 1,064,116 0 6,526
OREXIGEN THERAPEUTICS INC COM NEW 686164302 136 64,228 SH   DFND 1 64,228 0 0
ORGANOVO HOLDINGS INC COM 68620A104 2,207 994,506 SH   DFND 1 994,506 0 0
ORIGIN AGRITECH LTD SHS G67828106 17 10,619 SH   DFND 1 10,619 0 0
ORION ENERGY SYSTEMS INC COM 686275108 130 116,148 SH   DFND 1 116,148 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,351 205,982 SH   DFND 1 205,982 0 0
ORITANI FINANCIAL CORP COM 68633D103 7,139 424,974 SH   DFND 1 424,974 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 487 6,029 SH   DFND 1 5,534 0 495
ORMAT TECHNOLOGIES INC COM 686688102 22,209 363,787 SH   DFND 1 363,787 0 0
ORMAT TECHNOLOGIES INC COM 686688102 36 593 SH   DFND 1 2 593 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 1,399 56,210 SH   DFND 1 56,210 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 11,641 246,375 SH   DFND 1 246,375 0 0
OSHKOSH CORP COM 688239201 52,487 635,907 SH   DFND 1 633,342 0 2,565
OSI SYSTEMS INC COM 671044105 14,387 157,465 SH   DFND 1 157,465 0 0
OTONOMY INC COM 68906L105 714 219,999 SH   DFND 1 219,999 0 0
OTTER TAIL CORP COM 689648103 15,573 359,241 SH   DFND 1 359,241 0 0
OUTFRONT MEDIA INC COM 69007J106 30,749 1,221,175 SH   DFND 1 1,221,070 0 105
OVASCIENCE INC COM 69014Q101 322 226,957 SH   DFND 1 226,957 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 169 64,394 SH   DFND 1 2 64,394 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 1,900 722,545 SH   DFND 1 722,545 0 0
OVERSTOCK.COM INC COM 690370101 4,614 155,363 SH   DFND 1 155,363 0 0
OVID THERAPEUTICS INC COM 690469101 290 33,899 SH   DFND 1 33,899 0 0
OWENS & MINOR INC COM 690732102 22,041 754,845 SH   DFND 1 751,108 0 3,737
OWENS & MINOR INC COM 690732102 631 21,628 SH   DFND 1 2 21,628 0 0
OWENS CORNING COM 690742101 100,758 1,302,635 SH   DFND 1 1,302,635 0 0
OWENS CORNING COM 690742101 573 7,412 SH   DFND 1 2 7,412 0 0
OWENS REALTY MORTGAGE INC COM 690828108 2,023 111,107 SH   DFND 1 111,107 0 0
OWENS-ILLINOIS INC COM NEW 690768403 33,092 1,315,294 SH   DFND 1 1,309,720 0 5,574
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 971 57,806 SH   DFND 1 57,806 0 0
OXFORD INDUSTRIES INC COM 691497309 8,047 126,655 SH   DFND 1 126,655 0 0
P G & E CORP COM 69331C108 339,692 4,998,941 SH   DFND 1 4,975,002 0 23,939
P.A.M. TRANSPORTATION SVCS COM 693149106 433 18,125 SH   DFND 1 18,125 0 0
PACCAR INC COM 693718108 277,150 3,838,247 SH   DFND 1 3,811,305 0 26,942
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 4,594 875,201 SH   DFND 1 875,201 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 4,824 179,011 SH   DFND 1 179,011 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 26 4,716 SH   DFND 1 2 4,716 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,724 310,731 SH   DFND 1 310,731 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,177 128,702 SH   DFND 1 128,702 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 14,304 378,932 SH   DFND 1 378,932 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 15,646 416,675 SH   DFND 1 416,675 0 0
PACKAGING CORP OF AMERICA COM 695156109 119,698 1,045,667 SH   DFND 1 1,041,353 0 4,314
PACWEST BANCORP COM 695263103 54,185 1,072,769 SH   DFND 1 1,067,659 0 5,110
PAIN THERAPEUTICS INC COM NEW 69562K506 114 28,219 SH   DFND 1 28,219 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 556 839,777 SH   DFND 1 839,777 0 0
PALO ALTO NETWORKS INC COM 697435105 94,773 658,047 SH   DFND 1 658,047 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,649 96,724 SH   DFND 1 96,561 0 163
PANDORA MEDIA INC COM 698354107 14,386 1,868,335 SH   DFND 1 1,868,335 0 0
PANHANDLE OIL AND GAS INC-A CL A 698477106 3,555 149,387 SH   DFND 1 149,387 0 0
PAPA JOHN'S INTL INC COM 698813102 17,526 239,861 SH   DFND 1 238,952 0 909
PAPA JOHN'S INTL INC COM 698813102 33 454 SH   DFND 1 2 454 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 424 71,313 SH   DFND 1 71,313 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 271 13,065 SH   DFND 1 2 13,065 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 5,733 275,639 SH   DFND 1 275,639 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 285 27,309 SH   DFND 1 27,309 0 0
PARAGON COMMERCIAL CORP COM NEW 69911U403 1,000 17,722 SH   DFND 1 17,722 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 48 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 29,795 1,862,242 SH   DFND 1 1,862,242 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 4,884 194,604 SH   DFND 1 194,604 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 25 1,027 SH   DFND 1 2 1,027 0 0
PARETEUM CORP COM NEW 69946T207 52 34,447 SH   DFND 1 34,447 0 0
PAREXEL INTERNATIONAL CORP COMSTK 699462107 39,955 453,522 SH   DFND 1 451,777 0 1,745
PARK CITY GROUP INC COM NEW 700215304 1,441 118,669 SH   DFND 1 118,669 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 2,785 150,593 SH   DFND 1 150,593 0 0
PARK HOTELS & RESORTS INC COM 700517105 84 3,069 SH   DFND 1 2 3,069 0 0
PARK HOTELS & RESORTS INC COM 700517105 69,318 2,515,188 SH   DFND 1 2,515,188 0 0
PARK NATIONAL CORP COM 700658107 12,247 113,411 SH   DFND 1 112,627 0 784
PARK STERLING CORP COM 70086Y105 5,603 451,162 SH   DFND 1 451,162 0 0
PARKE BANCORP INC COM 700885106 456 20,561 SH   DFND 1 20,561 0 0
PARKER DRILLING CO COM 701081101 1,126 1,024,126 SH   DFND 1 1,024,126 0 0
PARKER HANNIFIN CORP COM 701094104 240,025 1,374,169 SH   DFND 1 1,368,065 0 6,104
PARKERVISION INC COM NEW 701354300 128 81,220 SH   DFND 1 81,220 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 3,407 74,733 SH   DFND 1 74,733 0 0
PARKWAY INC COM 70156Q107 9,874 428,765 SH   DFND 1 428,765 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 47,809 1,816,182 SH   DFND 1 1,816,182 0 0
PARTY CITY HOLDCO INC COM 702149105 2,883 212,829 SH   DFND 1 212,829 0 0
PATRICK INDUSTRIES INC COM 703343103 12,006 142,764 SH   DFND 1 142,764 0 0
PATRIOT NATIONAL INC COM 70338T102 67 49,828 SH   DFND 1 49,828 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 15,322 635,802 SH   DFND 1 634,499 0 1,303
PATTERSON COS INC COM 703395103 36,855 955,114 SH   DFND 1 951,404 0 3,710
PATTERSON COS INC COM 703395103 91 2,365 SH   DFND 1 2 2,365 0 0
PATTERSON-UTI ENERGY INC COM 703481101 37,113 1,772,370 SH   DFND 1 1,765,067 0 7,303
PAYCHEX INC COM 704326107 239,779 4,005,449 SH   DFND 1 3,977,955 0 27,494
PAYCOM SOFTWARE INC COM 70432V102 32,353 431,613 SH   DFND 1 431,613 0 0
PAYLOCITY HOLDING CORP COM 70438V106 12,056 246,951 SH   DFND 1 246,951 0 0
PAYPAL HOLDINGS INC COM 70450Y103 737,204 11,535,861 SH   DFND 1 11,448,551 0 87,310
PB BANCORP INC COM 70454T100 125 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 25,083 908,497 SH   DFND 1 904,041 0 4,456
PC CONNECTION INC COM 69318J100 4,561 161,809 SH   DFND 1 161,809 0 0
PCLN 1 03/15/18 NOTE 1.000% 3/1 741503AQ9 9,653 5,000,000 PRN   DFND 1 2 5,000,000 0 0
PCM INC COM 69323K100 948 67,733 SH   DFND 1 67,733 0 0
PCSB FINANCIAL CORP COM 69324R104 3,375 178,991 SH   DFND 1 178,991 0 0
PC-TEL INC COM 69325Q105 550 87,366 SH   DFND 1 87,366 0 0
PC-TEL INC COM 69325Q105 65 10,355 SH   DFND 1 2 10,355 0 0
PDC ENERGY INC COM 69327R101 27,623 563,407 SH   DFND 1 563,407 0 0
PDF SOLUTIONS INC COM 693282105 3,772 243,559 SH   DFND 1 243,559 0 0
PDF SOLUTIONS INC COM 693282105 68 4,394 SH   DFND 1 2 4,394 0 0
PDL BIOPHARMA INC COM 69329Y104 709 209,152 SH   DFND 1 2 209,152 0 0
PDL BIOPHARMA INC COM 69329Y104 6,069 1,790,533 SH   DFND 1 1,790,533 0 0
PDVWIRELESS INC COM 69290R104 2,701 90,655 SH   DFND 1 90,655 0 0
PEABODY ENERGY CORP COM 704551100 22,185 764,746 SH   DFND 1 764,746 0 0
PEAK RESORTS INC COM 70469L100 117 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 5,192 153,900 SH   DFND 1 153,900 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 708 87,080 SH   DFND 1 2 87,080 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 89 11,017 SH   DFND 1 8,819 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 24,542 679,093 SH   DFND 1 679,093 0 0
PEGASYSTEMS INC COM 705573103 19,895 345,100 SH   DFND 1 344,613 0 487
PEMBINA PIPELINE CORP COMSTK 706327103 7,246 208,384 SH   DFND 1 207,706 0 678
PENDRELL CORP CL A NEW 70686R302 846 123,921 SH   DFND 1 123,921 0 0
PENGROWTH ENERGY CORP COMSTK 70706P104 11 11,159 SH   DFND 1 11,159 0 0
PENN NATIONAL GAMING INC COM 707569109 17,630 753,778 SH   DFND 1 753,778 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 7,292 695,151 SH   DFND 1 695,151 0 0
PENN VIRGINIA CORP COM 70788V102 5,429 135,793 SH   DFND 1 135,793 0 0
PENNS WOODS BANCORP INC COM 708430103 1,643 35,363 SH   DFND 1 35,363 0 0
PENNYMAC FINANCIAL SERVICE-A CL A 70932B101 2,684 150,817 SH   DFND 1 150,817 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 9,412 541,276 SH   DFND 1 541,276 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 298 17,172 SH   DFND 1 2 17,172 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 15,002 315,378 SH   DFND 1 315,378 0 0
PENTAIR PLC SHS G7S00T104 115,873 1,708,423 SH   DFND 1 1,700,944 0 7,479
PENUMBRA INC COM 70975L107 21,391 236,896 SH   DFND 1 236,896 0 0
PEOPLES BANCORP INC COM 709789101 5,337 158,896 SH   DFND 1 158,896 0 0
PEOPLES BANCORP OF NC COM 710577107 1,517 42,601 SH   DFND 1 42,601 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,755 57,643 SH   DFND 1 57,643 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 70,504 3,893,676 SH   DFND 1 3,877,795 0 15,881
PEOPLE'S UTAH BANCORP COM 712706209 4,712 145,235 SH   DFND 1 145,235 0 0
PEPSICO INC COM 713448108 31 287 SH   DFND 1 2 287 0 0
PEPSICO INC COM 713448108 1,709,805 15,372,696 SH   DFND 1 15,305,250 0 67,446
PERCEPTRON INC COM 71361F100 415 52,634 SH   DFND 1 52,634 0 0
PEREGRINE PHARMACEUTICALS COMSTK 713661502 709 225,676 SH   DFND 1 225,676 0 0
PERFICIENT INC COM 71375U101 5,842 297,042 SH   DFND 1 297,042 0 0
PERFICIENT INC COM 71375U101 126 6,455 SH   DFND 1 2 6,455 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 19,934 705,648 SH   DFND 1 705,648 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 280 154,172 SH   DFND 1 154,172 0 0
PERION NETWORK LTD SHS M78673106 42 36,786 SH   DFND 1 36,786 0 0
PERKINELMER INC COM 714046109 82,214 1,193,739 SH   DFND 1 1,188,808 0 4,931
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 121 31,932 SH   DFND 1 31,932 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 117 13,866 SH   DFND 1 13,866 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 125 39,813 SH   DFND 1 39,813 0 0
PERRIGO CO PLC SHS G97822103 116,618 1,380,307 SH   DFND 1 1,374,287 0 6,020
PERRY ELLIS INTERNATIONAL COM 288853104 124 5,259 SH   DFND 1 2 5,259 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 2,484 104,996 SH   DFND 1 104,996 0 0
PERSHING GOLD CORP COM NEW 715302204 347 117,782 SH   DFND 1 117,782 0 0
PETIQ INC COMSTK 71639T106 1,398 51,631 SH   DFND 1 51,631 0 0
PETMED EXPRESS INC COM 716382106 5,786 174,541 SH   DFND 1 173,180 0 1,361
PETMED EXPRESS INC COM 716382106 7 218 SH   DFND 1 2 218 0 0
PETROQUEST ENERGY INC COM NEW 716748306 167 73,129 SH   DFND 1 73,129 0 0
PFENEX INC COM 717071104 324 107,392 SH   DFND 1 107,392 0 0
PFIZER INC COM 717081103 2,181,856 61,235,559 SH   DFND 1 60,952,498 0 283,061
PFIZER INC COM 717081103 237 6,648 SH   DFND 1 2 6,648 0 0
PFSWEB INC COM NEW 717098206 779 93,307 SH   DFND 1 93,307 0 0
PGT INNOVATIONS INC COM 69336V101 5,985 400,377 SH   DFND 1 400,377 0 0
PHARMERICA CORP COM 71714F104 7,350 250,880 SH   DFND 1 250,880 0 0
PHARMERICA CORP COM 71714F104 879 30,000 SH   DFND 1 2 30,000 0 0
PHH CORP COM NEW 693320202 4,782 343,332 SH   DFND 1 343,332 0 0
PHI INC-NON VOTING COM NON VTG 69336T205 1,322 112,492 SH   DFND 1 112,492 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 7,372 198,976 SH   DFND 1 198,976 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,726,370 15,582,442 SH   DFND 1 15,512,961 0 69,481
PHILIP MORRIS INTERNATIONAL COM 718172109 83 749 SH   DFND 1 2 749 0 0
PHILLIPS 66 COM 718546104 379,583 4,152,001 SH   DFND 1 4,131,330 0 20,671
PHOTRONICS INC COM 719405102 9,480 1,071,199 SH   DFND 1 1,071,199 0 0
PHOTRONICS INC COM 719405102 959 108,444 SH   DFND 1 2 108,444 0 0
PHYSICIANS REALTY TRUST COM 71943U104 25,943 1,463,278 SH   DFND 1 1,463,278 0 0
PICO HOLDINGS INC COM NEW 693366205 3,283 196,596 SH   DFND 1 196,596 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 29,323 1,454,542 SH   DFND 1 1,454,542 0 0
PIER 1 IMPORTS INC COM 720279108 6,242 1,489,743 SH   DFND 1 1,489,054 0 689
PIER 1 IMPORTS INC COM 720279108 303 72,478 SH   DFND 1 2 72,478 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 574 99,738 SH   DFND 1 99,738 0 0
PILGRIM'S PRIDE CORP COM 72147K108 22,122 778,685 SH   DFND 1 777,549 0 1,136
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 106 37,129 SH   DFND 1 37,129 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 10,603 497,593 SH   DFND 1 497,593 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 42,905 640,857 SH   DFND 1 638,335 0 2,522
PINNACLE FOODS INC COM 72348P104 55,665 973,689 SH   DFND 1 973,689 0 0
PINNACLE FOODS INC COM 72348P104 857 15,000 SH   DFND 1 2 15,000 0 0
PINNACLE WEST CAPITAL COM 723484101 101,623 1,203,967 SH   DFND 1 1,198,771 0 5,196
PIONEER ENERGY SERVICES CORP COM 723664108 1,509 591,966 SH   DFND 1 591,966 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 238,718 1,621,354 SH   DFND 1 1,613,749 0 7,605
PIPER JAFFRAY COS COM 724078100 35 606 SH   DFND 1 2 606 0 0
PIPER JAFFRAY COS COM 724078100 10,104 170,254 SH   DFND 1 170,254 0 0
PITNEY BOWES INC COM 724479100 23,748 1,695,105 SH   DFND 1 1,688,719 0 6,386
PITNEY BOWES INC COM 724479100 83 5,957 SH   DFND 1 2 5,957 0 0
PIXELWORKS INC COM NEW 72581M305 221 46,954 SH   DFND 1 2 46,954 0 0
PIXELWORKS INC COM NEW 72581M305 1,304 276,916 SH   DFND 1 276,916 0 0
PJT PARTNERS INC - A COM CL A 69343T107 5,890 153,763 SH   DFND 1 153,763 0 0
PLAB 3.25 04/01/19 NOTE 3.250% 4/0 719405AK8 3,825 3,516,000 PRN   DFND 1 2 3,516,000 0 0
PLANET FITNESS INC - CL A CL A 72703H101 18,853 698,784 SH   DFND 1 698,784 0 0
PLANET PAYMENT INC SHS U72603118 1,430 333,534 SH   DFND 1 333,534 0 0
PLANTRONICS INC COM 727493108 139 3,164 SH   DFND 1 2 3,164 0 0
PLANTRONICS INC COM 727493108 18,571 419,973 SH   DFND 1 418,827 0 1,146
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 19,802 1,776,006 SH   DFND 1 1,776,006 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 4,439 425,619 SH   DFND 1 425,619 0 0
PLEXUS CORP COM 729132100 22,248 396,724 SH   DFND 1 396,724 0 0
PLUG POWER INC COM NEW 72919P202 5,730 2,195,486 SH   DFND 1 2,195,486 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 62 41,630 SH   DFND 1 41,630 0 0
PLY GEM HOLDINGS INC COM 72941W100 3,055 179,208 SH   DFND 1 179,208 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 636,782 4,734,509 SH   DFND 1 4,712,086 0 22,423
PNM RESOURCES INC COM 69349H107 26,617 660,485 SH   DFND 1 657,763 0 2,722
POLAR POWER INC COM 73102V105 61 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 48,357 462,369 SH   DFND 1 460,243 0 2,126
POLARITYTE INC COM 731094108 908 32,875 SH   DFND 1 32,875 0 0
POLYONE CORPORATION COM 73179P106 27,100 677,000 SH   DFND 1 674,203 0 2,797
POOL CORP COM 73278L105 37,762 349,099 SH   DFND 1 347,689 0 1,410
POPULAR INC COM NEW 733174700 32,863 914,401 SH   DFND 1 914,401 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 33,416 732,166 SH   DFND 1 732,166 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 31,137 576,301 SH   DFND 1 576,052 0 249
POST HOLDINGS INC COM 737446104 47,871 542,334 SH   DFND 1 540,066 0 2,268
POTASH CORP OF SASKATCHEWAN COM 73755L107 456 23,721 SH   DFND 1 23,721 0 0
POTBELLY CORP COM 73754Y100 2,509 202,408 SH   DFND 1 202,408 0 0
POTLATCH CORP COM 737630103 124 2,444 SH   DFND 1 2 2,444 0 0
POTLATCH CORP COM 737630103 25,279 495,678 SH   DFND 1 494,289 0 1,389
POWELL INDUSTRIES INC COM 739128106 351 11,721 SH   DFND 1 2 11,721 0 0
POWELL INDUSTRIES INC COM 739128106 2,373 79,141 SH   DFND 1 79,141 0 0
POWER INTEGRATIONS INC COM 739276103 19,227 262,668 SH   DFND 1 262,668 0 0
POWER INTEGRATIONS INC COM 739276103 40 550 SH   DFND 1 2 550 0 0
PPG INDUSTRIES INC COM 693506107 256,796 2,368,408 SH   DFND 1 2,356,933 0 11,475
PPL CORP COM 69351T106 302,697 7,989,572 SH   DFND 1 7,958,311 0 31,261
PRA GROUP INC COM 69354N106 11,569 403,833 SH   DFND 1 403,833 0 0
PRA HEALTH SCIENCES INC COM 69354M108 35,956 472,052 SH   DFND 1 472,052 0 0
PRAXAIR INC COM 74005P104 375,356 2,691,769 SH   DFND 1 2,678,642 0 13,127
PREFERRED APARTMENT COMMUN-A COM 74039L103 4,974 263,480 SH   DFND 1 263,480 0 0
PREFERRED BANK/LOS ANGELES COM NEW 740367404 7,116 117,927 SH   DFND 1 117,927 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 1,569 23,322 SH   DFND 1 23,322 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 1,087 49,910 SH   DFND 1 49,910 0 0
PREMIER INC-CLASS A CL A 74051N102 15,224 467,451 SH   DFND 1 467,451 0 0
PRESBIA PLC SHS G7234P100 67 14,898 SH   DFND 1 14,898 0 0
PRESIDIO INC COM 74102M103 4,205 297,211 SH   DFND 1 297,211 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 23,908 477,303 SH   DFND 1 475,491 0 1,812
PRGX GLOBAL INC COM NEW 69357C503 1,127 161,045 SH   DFND 1 161,045 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 1,015,649 555,729 SH   DFND 1 552,025 0 3,704
PRICELINE GROUP INC/THE COM NEW 741503403 32 18 SH   DFND 1 2 18 0 0
PRICESMART INC COM 741511109 18,539 207,725 SH   DFND 1 207,725 0 0
PRIMEENERGY CORP COM 74158E104 219 4,839 SH   DFND 1 4,839 0 0
PRIMERICA INC COM 74164M108 30,388 372,636 SH   DFND 1 371,100 0 1,536
PRIMO WATER CORP COM 74165N105 2,592 218,783 SH   DFND 1 218,783 0 0
PRIMORIS SERVICES CORP COM 74164F103 11,573 393,376 SH   DFND 1 393,376 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 180,930 2,817,503 SH   DFND 1 2,802,351 0 15,152
PROASSURANCE CORP COM 74267C106 25,519 466,957 SH   DFND 1 466,957 0 0
PROCTER & GAMBLE CO/THE COM 742718109 2,388,811 26,307,232 SH   DFND 1 26,186,878 0 120,354
PROFIRE ENERGY INC COM 74316X101 237 119,381 SH   DFND 1 119,381 0 0
PROGENICS PHARMACEUTICALS COM 743187106 4,438 603,094 SH   DFND 1 603,094 0 0
PROGRESS SOFTWARE CORP COM 743312100 889 23,297 SH   DFND 1 2 23,297 0 0
PROGRESS SOFTWARE CORP COM 743312100 23,407 613,251 SH   DFND 1 613,251 0 0
PROGRESSIVE CORP COM 743315103 287,754 5,954,394 SH   DFND 1 5,928,357 0 26,037
PROLOGIS INC COM 74340W103 416,192 6,568,926 SH   DFND 1 6,545,134 0 23,792
PROOFPOINT INC COM 743424103 33,013 378,507 SH   DFND 1 378,507 0 0
PROPETRO HOLDING CORP COM 74347M108 4,109 286,393 SH   DFND 1 286,393 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 59 12,211 SH   DFND 1 12,211 0 0
PROS HOLDINGS INC COM 74346Y103 5,165 214,066 SH   DFND 1 214,066 0 0
PROSPERITY BANCSHARES INC COM 743606105 36,507 555,412 SH   DFND 1 553,026 0 2,386
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,993 112,842 SH   DFND 1 112,842 0 0
PROTEON THERAPEUTICS INC COM 74371L109 69 34,613 SH   DFND 1 34,613 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 160 76,292 SH   DFND 1 76,292 0 0
PROTHENA CORP PLC SHS G72800108 22,773 351,613 SH   DFND 1 351,411 0 202
PROTO LABS INC COM 743713109 16,147 201,091 SH   DFND 1 201,091 0 0
PROVIDENCE SERVICE CORP COM 743815102 5,728 105,934 SH   DFND 1 105,934 0 0
PROVIDENT BANCORP INC COM 74383X109 2,312 99,876 SH   DFND 1 99,876 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 926 47,285 SH   DFND 1 47,285 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 13,734 514,990 SH   DFND 1 514,990 0 0
PRUDENTIAL BANCORP INC COM 74431A101 1,877 101,325 SH   DFND 1 101,325 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 458,261 4,318,696 SH   DFND 1 4,297,911 0 20,785
PRUDENTIAL PLC-ADR ADR 74435K204 1,285 26,838 SH   DFND 1 24,850 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 33,278 249,277 SH   DFND 1 249,277 0 0
PSIVIDA CORP COM 74440J101 164 137,481 SH   DFND 1 137,481 0 0
PSYCHEMEDICS CORP COM NEW 744375205 549 29,834 SH   DFND 1 29,834 0 0
PSYCHEMEDICS CORP COM NEW 744375205 586 31,847 SH   DFND 1 2 31,847 0 0
PTC INC COM 69370C100 54,921 975,864 SH   DFND 1 971,902 0 3,962
PTC THERAPEUTICS INC COM 69366J200 6,946 347,141 SH   DFND 1 347,141 0 0
PTC THERAPEUTICS INC COM 69366J200 317 15,864 SH   DFND 1 2 15,864 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 250,024 5,415,979 SH   DFND 1 5,391,008 0 24,971
PUBLIC STORAGE COM 74460D109 390,586 1,828,246 SH   DFND 1 1,821,099 0 7,147
PULMATRIX INC COM 74584P103 81 39,706 SH   DFND 1 39,706 0 0
PULSE BIOSCIENCES INC COM 74587B101 1,102 59,251 SH   DFND 1 59,251 0 0
PULTEGROUP INC COM 745867101 616 22,544 SH   DFND 1 2 22,544 0 0
PULTEGROUP INC COM 745867101 90,383 3,312,392 SH   DFND 1 3,299,381 0 13,011
PUMA BIOTECHNOLOGY INC COM 74587V107 33,879 282,919 SH   DFND 1 282,919 0 0
PURE CYCLE CORP COM NEW 746228303 970 129,349 SH   DFND 1 129,349 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 12,118 757,864 SH   DFND 1 757,864 0 0
PVH CORP COM 693656100 100,549 799,177 SH   DFND 1 795,713 0 3,464
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,066 97,899 SH   DFND 1 95,265 0 2,634
Q2 HOLDINGS INC COM 74736L109 10,842 260,319 SH   DFND 1 260,319 0 0
QAD INC-A CL A 74727D306 2,597 75,605 SH   DFND 1 75,605 0 0
QAD INC-A CL A 74727D306 548 15,962 SH   DFND 1 2 15,962 0 0
QAD INC-B CL B 74727D207 961 35,108 SH   DFND 1 35,108 0 0
QCR HOLDINGS INC COM 74727A104 5,431 119,378 SH   DFND 1 119,378 0 0
QEP RESOURCES INC COM 74733V100 17,326 2,021,712 SH   DFND 1 2,013,478 0 8,234
QIAGEN N.V. SHS NEW N72482123 18,507 587,534 SH   DFND 1 587,534 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 473 27,945 SH   DFND 1 27,945 0 0
QORVO INC COM 74736K101 95,159 1,348,915 SH   DFND 1 1,343,010 0 5,905
QTS REALTY TRUST INC-CL A COM CL A 74736A103 19,983 381,658 SH   DFND 1 381,658 0 0
QUAD GRAPHICS INC COM CL A 747301109 417 18,479 SH   DFND 1 2 18,479 0 0
QUAD GRAPHICS INC COM CL A 747301109 12,192 539,235 SH   DFND 1 537,488 0 1,747
QUAKER CHEMICAL CORP COM 747316107 15,956 107,850 SH   DFND 1 107,850 0 0
QUALCOMM INC COM 747525103 171 3,309 SH   DFND 1 2 3,309 0 0
QUALCOMM INC COM 747525103 814,508 15,741,668 SH   DFND 1 15,628,059 0 113,609
QUALITY CARE PROPERTIES COM 747545101 18,190 1,173,558 SH   DFND 1 1,170,257 0 3,301
QUALITY SYSTEMS INC COM 747582104 12,250 778,788 SH   DFND 1 776,212 0 2,576
QUALSTAR CORP COM NEW 74758R208 80 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 14,415 278,284 SH   DFND 1 278,284 0 0
QUANEX BUILDING PRODUCTS COM 747619104 6,354 276,900 SH   DFND 1 276,900 0 0
QUANTA SERVICES INC COM 74762E102 60,416 1,619,041 SH   DFND 1 1,612,277 0 6,764
QUANTENNA COMMUNICATIONS INC COM 74766D100 3,040 180,866 SH   DFND 1 180,866 0 0
QUANTUM CORP COM NEW 747906501 1,484 242,640 SH   DFND 1 242,640 0 0
QUARTERHILL INC COM 747713105 73 55,676 SH   DFND 1 55,676 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4 44 SH   DFND 1 2 44 0 0
QUEST DIAGNOSTICS INC COM 74834L100 142,456 1,524,074 SH   DFND 1 1,517,641 0 6,433
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 48 43,175 SH   DFND 1 43,175 0 0
QUICKLOGIC CORP COM 74837P108 914 544,174 SH   DFND 1 544,174 0 0
QUIDEL CORP COM 74838J101 96 2,195 SH   DFND 1 2 2,195 0 0
QUIDEL CORP COM 74838J101 16,021 365,276 SH   DFND 1 365,276 0 0
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 267 4,805 SH   DFND 1 4,805 0 0
QUINSTREET INC COM 74874Q100 2,255 306,873 SH   DFND 1 306,873 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 141,513 1,491,474 SH   DFND 1 1,484,693 0 6,781
QUMU CORP COM 749063103 279 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 853 164,844 SH   DFND 1 164,844 0 0
QUOTIENT LTD SHS G73268107 360 73,052 SH   DFND 1 73,052 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 9,397 600,473 SH   DFND 1 600,473 0 0
R1 RCM INC COM 749397105 2,852 768,834 SH   DFND 1 768,834 0 0
RA PHARMACEUTICALS INC COM 74933V108 1,121 76,784 SH   DFND 1 76,784 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 91 26,723 SH   DFND 1 26,723 0 0
RADIAN GROUP INC COM 750236101 33,731 1,804,781 SH   DFND 1 1,804,781 0 0
RADIANT LOGISTICS INC COM 75025X100 1,448 272,821 SH   DFND 1 272,821 0 0
RADISYS CORP COM 750459109 360 262,957 SH   DFND 1 262,957 0 0
RADIUS HEALTH INC COM NEW 750469207 13,328 345,745 SH   DFND 1 345,745 0 0
RADNET INC COM 750491102 4,548 393,780 SH   DFND 1 393,780 0 0
RADNET INC COM 750491102 184 16,003 SH   DFND 1 2 16,003 0 0
RADWARE LTD ORD M81873107 601 35,699 SH   DFND 1 35,699 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 557 763,929 SH   DFND 1 763,929 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 7 9,685 SH   DFND 1 2 9,685 0 0
RALPH LAUREN CORP CL A 751212101 53,215 603,771 SH   DFND 1 601,275 0 2,496
RAMACO RESOURCES INC COM 75134P303 356 53,790 SH   DFND 1 53,790 0 0
RAMBUS INC COM 750917106 13,308 996,855 SH   DFND 1 996,855 0 0
RAMBUS INC COM 750917106 467 35,000 SH   DFND 1 2 35,000 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 9,894 760,505 SH   DFND 1 760,505 0 0
RAND LOGISTICS INC COM 752182105 13 43,254 SH   DFND 1 43,254 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,619 26,827 SH   DFND 1 26,637 0 190
RANGE RESOURCES CORP COM 75281A109 52 2,674 SH   DFND 1 2 2,674 0 0
RANGE RESOURCES CORP COM 75281A109 47,426 2,427,788 SH   DFND 1 2,417,691 0 10,097
RANGER ENERGY SERVICES INC COMSTK 75282U104 487 33,141 SH   DFND 1 33,141 0 0
RAPID7 INC COM 753422104 3,270 185,829 SH   DFND 1 185,829 0 0
RAVE RESTAURANT GROUP INC COM 754198109 74 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 10,321 318,568 SH   DFND 1 318,568 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 111,251 1,321,767 SH   DFND 1 1,316,022 0 5,745
RAYONIER ADVANCED MATERIALS COM 75508B104 4,969 362,706 SH   DFND 1 362,706 0 0
RAYONIER INC COM 754907103 31,382 1,086,269 SH   DFND 1 1,081,858 0 4,411
RAYTHEON COMPANY COM NEW 755111507 628,768 3,375,835 SH   DFND 1 3,362,849 0 12,986
RBB BANCORP COMSTK 74930B105 280 12,265 SH   DFND 1 12,265 0 0
RBC BEARINGS INC COM 75524B104 26,542 212,089 SH   DFND 1 212,089 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 1,968 79,546 SH   DFND 1 79,546 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 232 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 8,891 139,913 SH   DFND 1 139,913 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,113 134,439 SH   DFND 1 134,439 0 0
REAL GOODS SOLAR INC-CLASS A CL A 2017 75601N500 37 43,366 SH   DFND 1 43,366 0 0
REAL INDUSTRY INC COM 75601W104 259 144,095 SH   DFND 1 144,095 0 0
REALNETWORKS INC COM NEW 75605L708 778 162,147 SH   DFND 1 162,147 0 0
REALOGY HOLDINGS CORP COM 75605Y106 41,404 1,256,571 SH   DFND 1 1,256,571 0 0
REALPAGE INC COM 75606N109 20,413 511,618 SH   DFND 1 511,618 0 0
REALTY INCOME CORP COM 756109104 165,490 2,899,292 SH   DFND 1 2,887,019 0 12,273
REATA PHARMACEUTICALS INC-A CL A 75615P103 2,985 96,006 SH   DFND 1 96,006 0 0
RECRO PHARMA INC COM 75629F109 1,035 115,358 SH   DFND 1 115,358 0 0
RED HAT INC COM 756577102 350 3,165 SH   DFND 1 2 3,165 0 0
RED HAT INC COM 756577102 206,996 1,870,699 SH   DFND 1 1,862,760 0 7,939
RED LION HOTELS CORP COM 756764106 1,172 135,559 SH   DFND 1 135,559 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 7,690 114,779 SH   DFND 1 114,779 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 9,551 412,407 SH   DFND 1 412,407 0 0
REDFIN CORP COMSTK 75737F108 2,565 102,254 SH   DFND 1 102,254 0 0
REDWOOD TRUST INC COM 758075402 11,061 679,028 SH   DFND 1 679,028 0 0
REED'S INC COM 758338107 162 73,731 SH   DFND 1 73,731 0 0
REGAL BELOIT CORP COM 758750103 31,994 404,996 SH   DFND 1 403,467 0 1,529
REGAL ENTERTAINMENT GROUP-A CL A 758766109 14,423 901,489 SH   DFND 1 899,736 0 1,753
REGENCY CENTERS CORP COM 758849103 115,325 1,861,935 SH   DFND 1 1,855,318 0 6,617
REGENERON PHARMACEUTICALS COM 75886F107 105 237 SH   DFND 1 2 237 0 0
REGENERON PHARMACEUTICALS COM 75886F107 379,217 849,663 SH   DFND 1 842,974 0 6,689
REGENXBIO INC COM 75901B107 8,099 245,822 SH   DFND 1 245,822 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 17,021 13,000,000 PRN   DFND 1 2 13,000,000 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,322 95,930 SH   DFND 1 95,930 0 0
REGIONS FINANCIAL CORP COM 7591EP100 217,911 14,332,054 SH   DFND 1 14,276,120 0 55,934
REGIS CORP COM 758932107 4,065 284,876 SH   DFND 1 284,876 0 0
REGULUS THERAPEUTICS INC COM 75915K101 604 483,951 SH   DFND 1 483,951 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 75,415 540,849 SH   DFND 1 538,639 0 2,210
REIS INC COM 75936P105 1,244 69,141 SH   DFND 1 69,141 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 61,834 811,790 SH   DFND 1 809,233 0 2,557
RELIANCE STEEL & ALUMINUM COM 759509102 263 3,463 SH   DFND 1 2 3,463 0 0
RELM WIRELESS CORP COM 759525108 283 78,830 SH   DFND 1 78,830 0 0
RELX NV - SPON ADR SPONSORED ADR 75955B102 247 11,613 SH   DFND 1 8,073 0 3,540
RELX PLC - SPON ADR SPONSORED ADR 759530108 732 32,795 SH   DFND 1 29,155 0 3,640
REMARK HOLDINGS INC COM 75955K102 218 57,898 SH   DFND 1 57,898 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 34 253 SH   DFND 1 2 253 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 50,153 371,280 SH   DFND 1 369,899 0 1,381
RENASANT CORP COM 75970E107 17,067 397,846 SH   DFND 1 397,846 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,881 319,488 SH   DFND 1 319,488 0 0
RENT-A-CENTER INC COM 76009N100 5,126 446,584 SH   DFND 1 446,584 0 0
RENTECH INC COM NEW 760112201 57 124,952 SH   DFND 1 124,952 0 0
REPLIGEN CORP COM 759916109 12,880 336,133 SH   DFND 1 336,133 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 41 131,112 SH   DFND 1 131,112 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 3,739 96,144 SH   DFND 1 96,144 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 4,435 479,512 SH   DFND 1 479,512 0 0
REPUBLIC SERVICES INC COM 760759100 171,387 2,598,833 SH   DFND 1 2,587,956 0 10,877
RESEARCH FRONTIERS INC COM 760911107 114 95,951 SH   DFND 1 95,951 0 0
RESMED INC COM 761152107 127,174 1,655,297 SH   DFND 1 1,648,421 0 6,876
RESOLUTE ENERGY CORP COM NEW 76116A306 4,742 159,744 SH   DFND 1 159,744 0 0
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RESOLUTE FOREST PRODUCTS COM 76117W109 177 35,079 SH   DFND 1 2 35,079 0 0
RESONANT INC COM 76118L102 77 17,518 SH   DFND 1 17,518 0 0
RESOURCE CAPITAL CORP COM NEW 76120W708 2,673 247,982 SH   DFND 1 247,982 0 0
RESOURCES CONNECTION INC COM 76122Q105 799 57,544 SH   DFND 1 2 57,544 0 0
RESOURCES CONNECTION INC COM 76122Q105 7,256 522,070 SH   DFND 1 522,070 0 0
RESTAURANT BRANDS INTERN COM 76131D103 526 8,235 SH   DFND 1 8,067 0 168
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RETRACTABLE TECHNOLOGIES INC COM 76129W105 27 41,762 SH   DFND 1 41,762 0 0
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REV GROUP INC COM 749527107 2,962 103,000 SH   DFND 1 102,806 0 194
REVANCE THERAPEUTICS INC COM 761330109 5,593 203,020 SH   DFND 1 203,020 0 0
REVLON INC-CLASS A CL A NEW 761525609 2,591 105,541 SH   DFND 1 105,541 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 481 74,102 SH   DFND 1 74,102 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,425 47,161 SH   DFND 1 46,989 0 172
REX ENERGY CORP COM NEW 761565506 134 49,760 SH   DFND 1 49,760 0 0
REXAHN PHARMACEUTICALS INC COM NEW 761640200 353 146,083 SH   DFND 1 146,083 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 19,811 692,222 SH   DFND 1 692,222 0 0
REXNORD CORP COM 76169B102 21,574 849,038 SH   DFND 1 849,038 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 45 19,760 SH   DFND 1 19,760 0 0
RGC RESOURCES INC COM 74955L103 2,135 74,747 SH   DFND 1 74,747 0 0
RH COM 74967X103 11,251 160,000 SH   DFND 1 160,000 0 0
RICE ENERGY INC COM 762760106 39,903 1,378,851 SH   DFND 1 1,378,851 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 20 15,640 SH   DFND 1 15,640 0 0
RICHARDSON ELEC LTD COM 763165107 401 67,211 SH   DFND 1 67,211 0 0
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RIGNET INC COM 766582100 1,757 102,168 SH   DFND 1 102,168 0 0
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RINGCENTRAL INC-CLASS A CL A 76680R206 192 4,618 SH   DFND 1 2 4,618 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 21,715 520,125 SH   DFND 1 520,125 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 1,110 23,540 SH   DFND 1 22,571 0 969
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 490 10,387 SH   DFND 1 2 10,387 0 0
RITE AID CORP COM 767754104 904 461,591 SH   DFND 1 2 461,591 0 0
RITE AID CORP COM 767754104 16,595 8,466,942 SH   DFND 1 8,466,942 0 0
RITTER PHARMACEUTICALS INC COM 767836109 10 29,614 SH   DFND 1 29,614 0 0
RIVERVIEW BANCORP INC COM 769397100 1,714 204,081 SH   DFND 1 204,081 0 0
RLI CORP COM 749607107 18,088 315,344 SH   DFND 1 313,533 0 1,811
RLJ ENTERTAINMENT INC COM NEW 74965F203 324 91,642 SH   DFND 1 91,642 0 0
RLJ LODGING TRUST COM 74965L101 114 5,188 SH   DFND 1 2 5,188 0 0
RLJ LODGING TRUST COM 74965L101 49,903 2,268,360 SH   DFND 1 2,268,360 0 0
RMR GROUP INC/THE - A CL A 74967R106 5,891 114,729 SH   DFND 1 114,708 0 21
RMR REAL ESTATE INCOME FUND COM 76970B101 3,549 183,709 SH   DFND 1 2 183,709 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 2,732 286,723 SH   DFND 1 286,723 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 120 12,592 SH   DFND 1 2 12,592 0 0
ROBERT HALF INTL INC COM 770323103 513 10,193 SH   DFND 1 2 10,193 0 0
ROBERT HALF INTL INC COM 770323103 94,589 1,881,434 SH   DFND 1 1,875,492 0 5,942
ROCKWELL AUTOMATION INC COM 773903109 267,618 1,504,260 SH   DFND 1 1,498,018 0 6,242
ROCKWELL COLLINS INC COM 774341101 237,232 1,818,188 SH   DFND 1 1,810,927 0 7,261
ROCKWELL COLLINS INC COM 774341101 4,574 35,000 SH   DFND 1 2 35,000 0 0
ROCKWELL MEDICAL INC COM 774374102 3,493 408,088 SH   DFND 1 408,088 0 0
ROCKY BRANDS INC COM 774515100 515 38,498 SH   DFND 1 38,498 0 0
ROCKY BRANDS INC COM 774515100 256 19,121 SH   DFND 1 2 19,121 0 0
ROGERS CORP COM 775133101 19,771 148,344 SH   DFND 1 148,344 0 0
ROKA BIOSCIENCE INC COM NEW 775431208 8 12,233 SH   DFND 1 12,233 0 0
ROLLINS INC COM 775711104 42,380 918,920 SH   DFND 1 915,636 0 3,284
ROPER TECHNOLOGIES INC COM 776696106 249,510 1,027,216 SH   DFND 1 1,022,643 0 4,573
ROSEHILL RESOURCES INC *W EXP 09/16/202 777385113 141 142,583 SH   DFND 1 2 142,583 0 0
ROSETTA STONE INC COM 777780107 1,382 135,431 SH   DFND 1 135,431 0 0
ROSS STORES INC COM 778296103 309,503 4,801,135 SH   DFND 1 4,772,013 0 29,122
ROWAN COMPANIES PLC-A SHS CL A G7665A101 12,596 980,258 SH   DFND 1 976,388 0 3,870
ROYAL BANCSHARES OF PENN-A CL A 780081105 118 26,538 SH   DFND 1 26,538 0 0
ROYAL BANK OF CANADA COM 780087102 988 12,784 SH   DFND 1 11,964 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 134 18,444 SH   DFND 1 2 18,444 0 0
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 230 31,597 SH   DFND 1 30,327 0 1,270
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 243,097 2,054,153 SH   DFND 1 2,046,155 0 7,998
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 663 10,955 SH   DFND 1 10,225 0 730
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 3,894 62,265 SH   DFND 1 60,946 0 1,319
ROYAL GOLD INC COM 780287108 49,037 569,935 SH   DFND 1 567,697 0 2,238
ROYCE GLOBAL VALUE TRUST COM 78081T104 857 82,821 SH   DFND 1 2 82,821 0 0
ROYCE VALUE TRUST COM 780910105 481 30,468 SH   DFND 1 2 30,468 0 0
RPC INC COM 749660106 61 2,497 SH   DFND 1 2 2,497 0 0
RPC INC COM 749660106 11,562 466,420 SH   DFND 1 466,090 0 330
RPM INTERNATIONAL INC COM 749685103 53,352 1,039,209 SH   DFND 1 1,034,630 0 4,579
RPT 7 1/4 PERP S-D PERP PFD-D CV 751452608 9,514 175,800 PRN   DFND 1 2 175,800 0 0
RPX CORP COM 74972G103 11,951 899,959 SH   DFND 1 899,343 0 616
RR DONNELLEY & SONS CO COM 257867200 5,905 573,338 SH   DFND 1 570,533 0 2,805
RSP PERMIAN INC COM 74978Q105 33,596 971,265 SH   DFND 1 971,265 0 0
RTI SURGICAL INC COM 74975N105 2,214 486,810 SH   DFND 1 486,810 0 0
RUBICON PROJECT INC/THE COM 78112V102 1,209 311,019 SH   DFND 1 311,019 0 0
RUBICON PROJECT INC/THE COM 78112V102 314 80,941 SH   DFND 1 2 80,941 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 96 11,657 SH   DFND 1 11,657 0 0
RUBY TUESDAY INC COM 781182100 1,023 478,319 SH   DFND 1 478,319 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 55 2,124 SH   DFND 1 2 2,124 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 13,730 522,071 SH   DFND 1 516,211 0 5,860
RUSH ENTERPRISES INC - CL B CL B 781846308 384 8,825 SH   DFND 1 8,825 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 19,831 428,414 SH   DFND 1 428,414 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 121 5,781 SH   DFND 1 2 5,781 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 5,800 276,854 SH   DFND 1 276,854 0 0
RXI PHARMACEUTICALS COM 74979C501 12 26,638 SH   DFND 1 26,638 0 0
RYAM 8 S-A PFD CV SER A 75508B203 10,413 99,000 PRN   DFND 1 2 99,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 15,448 146,540 SH   DFND 1 146,364 0 176
RYDER SYSTEM INC COM 783549108 36,461 431,239 SH   DFND 1 429,427 0 1,812
RYERSON HOLDING CORP COM 783754104 1,334 123,013 SH   DFND 1 123,013 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 35,412 566,692 SH   DFND 1 566,692 0 0
S & T BANCORP INC COM 783859101 13,002 328,509 SH   DFND 1 328,509 0 0
S&P GLOBAL INC COM 78409V104 371,829 2,383,889 SH   DFND 1 2,372,236 0 11,653
S&P GLOBAL INC COM 78409V104 291 1,862 SH   DFND 1 2 1,862 0 0
S&W SEED CO COM 785135104 150 47,917 SH   DFND 1 47,917 0 0
SABAN CAPITAL ACQ-CW21 *W EXP 09/21/202 78516C114 118 100,000 SH   DFND 1 2 100,000 0 0
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SABRA HEALTH CARE REIT INC COM 78573L106 1,313 59,884 SH   DFND 1 2 59,884 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 30,556 1,392,735 SH   DFND 1 1,384,661 0 8,074
SABRE CORP COM 78573M104 32,741 1,809,646 SH   DFND 1 1,802,504 0 7,142
SABRE CORP COM 78573M104 83 4,625 SH   DFND 1 2 4,625 0 0
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SAFEGUARD SCIENTIFICS INC COM NEW 786449207 2,055 153,962 SH   DFND 1 153,962 0 0
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SAIA INC COM 78709Y105 13,862 221,262 SH   DFND 1 221,262 0 0
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SALIENT MIDSTREAM & MLP FUND SH BEN INT 79471V105 237 20,520 SH   DFND 1 2 20,520 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 21,312 1,088,503 SH   DFND 1 1,083,990 0 4,513
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SANDERSON FARMS INC COM 800013104 171 1,059 SH   DFND 1 2 1,059 0 0
SANDERSON FARMS INC COM 800013104 40,608 251,415 SH   DFND 1 250,729 0 686
SANDRIDGE ENERGY INC COM NEW 80007P869 5,059 251,858 SH   DFND 1 251,858 0 0
SANDY SPRING BANCORP INC COM 800363103 11,642 280,955 SH   DFND 1 280,955 0 0
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SANTANDER CONSUMER USA HOLDI COM 80283M101 15,463 1,006,052 SH   DFND 1 1,006,052 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 1,542 14,064 SH   DFND 1 13,204 0 860
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 566 42,887 SH   DFND 1 42,887 0 0
SAREPTA THERAPEUTICS INC COM 803607100 24,758 545,825 SH   DFND 1 545,825 0 0
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SASOL LTD-SPONSORED ADR SPONSORED ADR 803866300 51 1,854 SH   DFND 1 1,000 0 854
SAUL CENTERS INC COM 804395101 7,480 120,836 SH   DFND 1 120,836 0 0
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SCHLUMBERGER LTD COM 806857108 962,357 13,822,858 SH   DFND 1 13,758,394 0 64,464
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 7,437 293,977 SH   DFND 1 293,977 0 0
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SCHULMAN (A.) INC COM 808194104 8,738 255,892 SH   DFND 1 255,892 0 0
SCHWAB (CHARLES) CORP COM 808513105 483,350 11,074,148 SH   DFND 1 11,020,833 0 53,315
SCHWEITZER-MAUDUIT INTL INC COM 808541106 16,376 394,999 SH   DFND 1 394,999 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 23 577 SH   DFND 1 2 577 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 672 60,000 SH   DFND 1 2 60,000 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 5,023 448,551 SH   DFND 1 448,551 0 0
SCIENCE APPLICATIONS INTE COM 808625107 475 7,114 SH   DFND 1 2 7,114 0 0
SCIENCE APPLICATIONS INTE COM 808625107 27,325 408,757 SH   DFND 1 407,263 0 1,494
SCIENTIFIC GAMES CORP-A CL A 80874P109 21,933 478,384 SH   DFND 1 478,384 0 0
SCMP 3.25 12/15/21 DBCV 3.250%12/1 864909AA4 8,781 8,500,000 PRN   DFND 1 2 8,500,000 0 0
SCORPIO BULKERS INC COM Y7546A122 852 120,985 SH   DFND 1 120,173 0 812
SCORPIO TANKERS INC SHS Y7542C106 1,490 434,673 SH   DFND 1 434,341 0 332
SCOTTS MIRACLE-GRO CO CL A 810186106 32,817 337,140 SH   DFND 1 335,588 0 1,552
SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 2,576 30,000 SH   DFND 1 2 30,000 0 0
SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 86,783 1,012,280 SH   DFND 1 1,007,983 0 4,297
SCYNEXIS INC COM 811292101 310 128,724 SH   DFND 1 128,724 0 0
SEABOARD CORP COM 811543107 10,037 2,228 SH   DFND 1 2,228 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 504 184,042 SH   DFND 1 184,042 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 8,688 363,702 SH   DFND 1 363,702 0 0
SEACOR HOLDINGS INC COM 811904101 6,411 139,046 SH   DFND 1 139,046 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 2,303 147,277 SH   DFND 1 147,277 0 0
SEAGATE TECHNOLOGY SHS G7945M107 105,836 3,196,448 SH   DFND 1 3,175,108 0 21,340
SEAGATE TECHNOLOGY SHS G7945M107 604 18,210 SH   DFND 1 2 18,210 0 0
SEALED AIR CORP COM 81211K100 86,559 2,030,096 SH   DFND 1 2,021,593 0 8,503
SEALED AIR CORP COM 81211K100 31 746 SH   DFND 1 2 746 0 0
SEARS HOLDINGS CORP COM 812350106 38 5,334 SH   DFND 1 2 5,334 0 0
SEARS HOLDINGS CORP COM 812350106 2,443 334,736 SH   DFND 1 334,736 0 0
SEARS HOMETOWN AND OUTLET ST COM 812362101 179 70,390 SH   DFND 1 70,390 0 0
SEASPINE HOLDINGS CORP COM 81255T108 669 59,678 SH   DFND 1 59,678 0 0
SEASPINE HOLDINGS CORP COM 81255T108 85 7,660 SH   DFND 1 2 7,660 0 0
SEATTLE GENETICS INC COM 812578102 46,583 856,507 SH   DFND 1 856,507 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 6,925 533,178 SH   DFND 1 531,798 0 1,380
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 142 119,099 SH   DFND 1 119,099 0 0
SECUREWORKS CORP - A CL A 81374A105 1,144 92,661 SH   DFND 1 92,661 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 257 50,462 SH   DFND 1 50,462 0 0
SEI INVESTMENTS COMPANY COM 784117103 80,386 1,316,990 SH   DFND 1 1,311,462 0 5,528
SELECT COMFORT CORPORATION COM 81616X103 12,641 407,126 SH   DFND 1 407,126 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 2,731 171,599 SH   DFND 1 170,567 0 1,032
SELECT INCOME REIT COM SH BEN INT 81618T100 14,521 620,032 SH   DFND 1 620,032 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 17,075 889,349 SH   DFND 1 888,304 0 1,045
SELECTA BIOSCIENCES INC COM 816212104 1,511 82,815 SH   DFND 1 82,815 0 0
SELECTIVE INSURANCE GROUP COM 816300107 30,047 557,991 SH   DFND 1 557,991 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 14,546 505,950 SH   DFND 1 505,534 0 416
SEMPRA ENERGY COM 816851109 292,803 2,570,443 SH   DFND 1 2,559,178 0 11,265
SEMTECH CORP COM 816850101 22,109 588,789 SH   DFND 1 588,789 0 0
SEMTECH CORP COM 816850101 134 3,586 SH   DFND 1 2 3,586 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,663 77,208 SH   DFND 1 77,208 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 53,665 2,745,049 SH   DFND 1 2,735,930 0 9,119
SENOMYX INC COM 81724Q107 155 257,262 SH   DFND 1 257,262 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 66,140 1,376,837 SH   DFND 1 1,376,837 0 0
SENSEONICS HOLDINGS INC COM 81727U105 891 279,620 SH   DFND 1 279,620 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 18 239 SH   DFND 1 2 239 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 29,094 378,249 SH   DFND 1 376,743 0 1,506
SEQUENTIAL BRANDS GROUP INC COM 81734P107 1,123 375,660 SH   DFND 1 375,660 0 0
SERES THERAPEUTICS INC COM 81750R102 2,747 171,282 SH   DFND 1 171,282 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 11,316 245,640 SH   DFND 1 245,640 0 0
SERVICE CORP INTERNATIONAL COM 817565104 50,493 1,463,584 SH   DFND 1 1,457,171 0 6,413
SERVICE CORP INTERNATIONAL COM 817565104 32 937 SH   DFND 1 2 937 0 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 49,409 1,057,349 SH   DFND 1 1,057,349 0 0
SERVICENOW INC COM 81762P102 146,682 1,248,751 SH   DFND 1 1,248,751 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 1,891 546,615 SH   DFND 1 546,615 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 16,269 418,778 SH   DFND 1 418,778 0 0
SEVEN STARS CLOUD GROUP INC COMSTK 81789Y102 78 29,569 SH   DFND 1 29,569 0 0
SFLY 0.25 05/15/18 NOTE 0.250% 5/1 82568PAB2 1,980 2,000,000 PRN   DFND 1 2 2,000,000 0 0
SFR 3 07/01/19 NOTE 3.000% 7/0 85571WAB5 9,825 8,000,000 PRN   DFND 1 2 8,000,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 5,297 159,431 SH   DFND 1 159,431 0 0
SHARPS COMPLIANCE CORP COM 820017101 274 57,439 SH   DFND 1 57,439 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 15,206 408,782 SH   DFND 1 408,782 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 317,291 887,849 SH   DFND 1 884,172 0 3,677
SHILOH INDUSTRIES INC COM 824543102 1,086 104,495 SH   DFND 1 104,495 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,763 121,616 SH   DFND 1 120,623 0 993
SHIRE PLC-ADR SPONSORED ADR 82481R106 7,679 50,146 SH   DFND 1 47,594 0 2,552
SHOE CARNIVAL INC COM 824889109 4,300 192,147 SH   DFND 1 192,147 0 0
SHOE CARNIVAL INC COM 824889109 219 9,808 SH   DFND 1 2 9,808 0 0
SHORE BANCSHARES INC COM 825107105 1,370 82,292 SH   DFND 1 82,292 0 0
SHUTTERFLY INC COM 82568P304 14,413 297,302 SH   DFND 1 297,302 0 0
SHUTTERSTOCK INC COM 825690100 5,092 152,972 SH   DFND 1 152,972 0 0
SHUTTERSTOCK INC COM 825690100 19 585 SH   DFND 1 2 585 0 0
SI FINANCIAL GROUP INC COM 78425V104 930 62,209 SH   DFND 1 62,209 0 0
SIENNA BIOPHARMACEUTICALS IN COMSTK 82622H108 882 39,654 SH   DFND 1 39,654 0 0
SIENTRA INC COM 82621J105 1,955 126,970 SH   DFND 1 126,970 0 0
SIERRA BANCORP COM 82620P102 2,459 90,587 SH   DFND 1 90,587 0 0
SIERRA ONCOLOGY INC COM 82640U107 54 35,365 SH   DFND 1 35,365 0 0
SIERRA WIRELESS INC COM 826516106 442 20,633 SH   DFND 1 20,633 0 0
SIGMA DESIGNS INC COM 826565103 6 1,107 SH   DFND 1 2 1,107 0 0
SIGMA DESIGNS INC COM 826565103 1,964 311,757 SH   DFND 1 311,757 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 96 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 59,861 467,756 SH   DFND 1 465,873 0 1,883
SIGNATURE BANK COM 82669G104 34 273 SH   DFND 1 2 273 0 0
SIGNET JEWELERS LTD SHS G81276100 50,366 758,001 SH   DFND 1 755,297 0 2,704
SILGAN HOLDINGS INC COM 827048109 19,666 668,241 SH   DFND 1 665,716 0 2,525
SILICOM LTD ORD M84116108 220 3,774 SH   DFND 1 3,774 0 0
SILICON LABORATORIES INC COM 826919102 30,724 384,532 SH   DFND 1 383,074 0 1,458
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,061 22,103 SH   DFND 1 22,103 0 0
SILICONWARE PRECISION-SP ADR SPONSD ADR SPL 827084864 215 27,313 SH   DFND 1 23,533 0 3,780
SILVER RUN ACQUISITION COR-A COM CL A 82812A103 507 49,777 SH   DFND 1 49,777 0 0
SILVER RUN ACQUISITION-CW22 *W EXP 03/28/202 82812A111 2,160 1,421,367 SH   DFND 1 2 1,421,367 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 5,502 340,313 SH   DFND 1 340,313 0 0
SILVERBOW RESOURCES INC COM 82836G102 1,191 48,549 SH   DFND 1 48,549 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 635 43,701 SH   DFND 1 43,701 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 15,866 274,028 SH   DFND 1 274,028 0 0
SIMON PROPERTY GROUP INC COM 828806109 552,279 3,436,352 SH   DFND 1 3,422,448 0 13,904
SIMPLY GOOD FOODS CO/THE COMSTK 82900L102 3,696 315,657 SH   DFND 1 315,657 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 16,334 333,082 SH   DFND 1 333,082 0 0
SIMULATIONS PLUS INC COM 829214105 1,279 82,572 SH   DFND 1 82,572 0 0
SINA CORP ORD G81477104 29 257 SH   DFND 1 2 257 0 0
SINA CORP ORD G81477104 14,689 128,606 SH   DFND 1 128,606 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 29,262 913,014 SH   DFND 1 913,014 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 31 982 SH   DFND 1 2 982 0 0
SINOVAC BIOTECH LTD SHS P8696W104 195 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 79,800 14,464,336 SH   DFND 1 14,328,641 0 135,695
SIRIUS XM HOLDINGS INC COM 82968B103 32 5,922 SH   DFND 1 2 5,922 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 18,118 311,855 SH   DFND 1 311,855 0 0
SITO MOBILE LTD COM NEW 82988R203 753 105,583 SH   DFND 1 105,583 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 37,711 618,826 SH   DFND 1 614,160 0 4,666
SJW GROUP COM 784305104 7,549 133,391 SH   DFND 1 133,391 0 0
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 34 1,400 SH   DFND 1 0 0 1,400
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 791 32,185 SH   DFND 1 2 32,185 0 0
SKECHERS USA INC-CL A CL A 830566105 27,153 1,082,253 SH   DFND 1 1,077,660 0 4,593
SKECHERS USA INC-CL A CL A 830566105 31 1,240 SH   DFND 1 2 1,240 0 0
SKYLINE CORP COM 830830105 633 52,358 SH   DFND 1 52,358 0 0
SKYLINE MEDICAL INC COM PAR 83084T606 68 47,035 SH   DFND 1 47,035 0 0
SKYWEST INC COM 830879102 20,431 465,409 SH   DFND 1 465,409 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 244 2,395 SH   DFND 1 2 2,395 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 230,542 2,266,080 SH   DFND 1 2,251,998 0 14,082
SL GREEN REALTY CORP COM 78440X101 119,858 1,184,999 SH   DFND 1 1,180,574 0 4,425
SLM CORP COM 78442P106 44,079 3,842,990 SH   DFND 1 3,828,196 0 14,794
SM ENERGY CO COM 78454L100 15,004 845,795 SH   DFND 1 842,281 0 3,514
SM ENERGY CO COM 78454L100 1,208 68,140 SH   DFND 1 2 68,140 0 0
SMART & FINAL STORES INC COM 83190B101 1,757 223,915 SH   DFND 1 223,915 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 2,426 90,626 SH   DFND 1 90,626 0 0
SMART SAND INC COM 83191H107 1,387 204,647 SH   DFND 1 204,647 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,377 57,261 SH   DFND 1 57,261 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 574 15,777 SH   DFND 1 12,722 0 3,055
SMITH (A.O.) CORP COM 831865209 100,878 1,700,219 SH   DFND 1 1,693,670 0 6,549
SMITH MICRO SOFTWARE INC COM NEW 832154207 49 44,330 SH   DFND 1 44,330 0 0
SNAP INC - A CL A 83304A106 19,439 1,336,982 SH   DFND 1 1,336,982 0 0
SNAP-ON INC COM 833034101 104,974 705,706 SH   DFND 1 703,130 0 2,576
SNAP-ON INC COM 833034101 299 2,009 SH   DFND 1 2 2,009 0 0
SNYDERS-LANCE INC COM 833551104 28,993 760,185 SH   DFND 1 757,277 0 2,908
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 913 13,741 SH   DFND 1 13,741 0 0
SOHU.COM INC COM 83408W103 1,409 25,878 SH   DFND 1 25,878 0 0
SOHU.COM INC COM 83408W103 433 7,964 SH   DFND 1 2 7,964 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 6,612 231,620 SH   DFND 1 231,620 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 1,918 110,084 SH   DFND 1 110,084 0 0
SOLIGENIX INC COM 834223307 45 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 52 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 4,438 217,577 SH   DFND 1 217,577 0 0
SONIC CORP COM 835451105 9,726 382,172 SH   DFND 1 382,172 0 0
SONIC FOUNDRY INC COM NEW 83545R207 184 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODUCTS CO COM 835495102 41,337 819,377 SH   DFND 1 815,569 0 3,808
SONOMA PHARMACEUTICALS INC COM 83558L105 68 13,177 SH   DFND 1 13,177 0 0
SONUS NETWORKS INC COM NEW 835916503 3,317 433,625 SH   DFND 1 433,625 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 486 13,022 SH   DFND 1 11,853 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 40 19,042 SH   DFND 1 19,042 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 783 460,620 SH   DFND 1 460,620 0 0
SOTHEBY'S COM 835898107 15,301 331,838 SH   DFND 1 330,555 0 1,283
SOTHERLY HOTELS INC COM 83600C103 310 52,782 SH   DFND 1 52,782 0 0
SOURCE CAPITAL INC COM 836144105 1,242 30,679 SH   DFND 1 2 30,679 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 22,426 649,468 SH   DFND 1 649,468 0 0
SOUTH STATE CORP COM 840441109 20,609 228,866 SH   DFND 1 228,866 0 0
SOUTHERN CO/THE COM 842587107 489,407 9,979,360 SH   DFND 1 9,933,250 0 46,110
SOUTHERN COPPER CORP COM 84265V105 8,751 220,955 SH   DFND 1 220,955 0 0
SOUTHERN COPPER CORP COM 84265V105 129 3,248 SH   DFND 1 2 3,248 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 2,278 62,694 SH   DFND 1 62,694 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,639 44,936 SH   DFND 1 44,936 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,057 179,952 SH   DFND 1 179,952 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 9,123 250,918 SH   DFND 1 250,918 0 0
SOUTHWEST AIRLINES CO COM 844741108 295,007 5,279,323 SH   DFND 1 5,253,604 0 25,719
SOUTHWEST BANCORP INC/OKLA COM 844767103 4,418 160,398 SH   DFND 1 160,398 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 33,381 430,068 SH   DFND 1 428,437 0 1,631
SOUTHWESTERN ENERGY CO COM 845467109 34,710 5,681,008 SH   DFND 1 5,663,568 0 17,440
SOUTHWESTERN ENERGY CO COM 845467109 206 33,723 SH   DFND 1 2 33,723 0 0
SP PLUS CORP COM 78469C103 7,835 198,360 SH   DFND 1 198,360 0 0
SPAR GROUP INC COM 784933103 223 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 2,130 142,065 SH   DFND 1 139,956 0 2,109
SPARK NETWORKS INC COM 84651P100 119 97,541 SH   DFND 1 97,541 0 0
SPARK THERAPEUTICS INC COM 84652J103 24,252 272,015 SH   DFND 1 272,015 0 0
SPARTAN MOTORS INC COM 846819100 3,182 288,004 SH   DFND 1 288,004 0 0
SPARTANNASH CO COM 847215100 14,910 565,434 SH   DFND 1 565,434 0 0
SPARTANNASH CO COM 847215100 175 6,662 SH   DFND 1 2 6,662 0 0
SPARTON CORP COM 847235108 1,677 72,264 SH   DFND 1 72,264 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 2,715 29,736 PRN   DFND 1 29,736 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 20,646 195,016 SH   DFND 1 195,016 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 261 2,465 SH   DFND 1 2 2,465 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 9,211 654,717 SH   DFND 1 654,717 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2,160 101,441 SH   DFND 1 101,086 0 355
SPHERIX INC COM PAR NEW 84842R403 33 22,380 SH   DFND 1 22,380 0 0
SPI ENERGY CO LTD COMSTK G8651P102 25 215,640 SH   DFND 1 215,640 0 0
SPIRE INC COM 84857L101 29,402 393,875 SH   DFND 1 393,875 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 109,068 1,403,350 SH   DFND 1 1,403,350 0 0
SPIRIT AIRLINES INC COM 848577102 21,530 644,433 SH   DFND 1 644,433 0 0
SPIRIT AIRLINES INC COM 848577102 32 962 SH   DFND 1 2 962 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 36,456 4,253,980 SH   DFND 1 4,253,980 0 0
SPLUNK INC COM 848637104 77,860 1,172,667 SH   DFND 1 1,172,442 0 225
SPOK HOLDINGS INC COM 84863T106 318 20,740 SH   DFND 1 2 20,740 0 0
SPOK HOLDINGS INC COM 84863T106 3,745 244,020 SH   DFND 1 244,020 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 1,190 264,026 SH   DFND 1 264,026 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 843 50,065 SH   DFND 1 50,065 0 0
SPRINT CORP COM SER 1 85207U105 51 6,634 SH   DFND 1 2 6,634 0 0
SPRINT CORP COM SER 1 85207U105 35,991 4,629,662 SH   DFND 1 4,629,662 0 0
SPROTT FOCUS TRUST INC COM 85208J109 216 28,038 SH   DFND 1 2 28,038 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 20,833 1,109,916 SH   DFND 1 1,105,592 0 4,324
SPS COMMERCE INC COM 78463M107 8,598 151,628 SH   DFND 1 151,628 0 0
SPX CORP COM 784635104 10,021 341,558 SH   DFND 1 341,558 0 0
SPX FLOW INC COM 78469X107 13,214 342,687 SH   DFND 1 342,687 0 0
SQUARE INC - A CL A 852234103 56,679 1,967,343 SH   DFND 1 1,967,343 0 0
SRC ENERGY INC COM 78470V108 15,894 1,643,743 SH   DFND 1 1,643,743 0 0
SRC ENERGY INC COM 78470V108 46 4,826 SH   DFND 1 2 4,826 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 59,638 1,486,004 SH   DFND 1 1,486,004 0 0
ST JOE CO/THE COM 790148100 10,323 547,645 SH   DFND 1 547,645 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 3,262 262,052 SH   DFND 1 262,052 0 0
STAG INDUSTRIAL INC COM 85254J102 19,804 720,948 SH   DFND 1 720,948 0 0
STAGE STORES INC COM NEW 85254C305 308 167,530 SH   DFND 1 166,966 0 564
STAMPS.COM INC COM NEW 852857200 28,146 138,894 SH   DFND 1 138,894 0 0
STANDARD MOTOR PRODS COM 853666105 8,073 167,334 SH   DFND 1 167,334 0 0
STANDEX INTERNATIONAL CORP COM 854231107 10,839 102,068 SH   DFND 1 102,068 0 0
STANLEY BLACK & DECKER INC COM 854502101 243,295 1,614,580 SH   DFND 1 1,607,400 0 7,180
STANLEY FURNITURE CO INC COM NEW 854305208 52 44,313 SH   DFND 1 44,313 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 428 44,089 SH   DFND 1 44,089 0 0
STARBUCKS CORP COM 855244109 13 258 SH   DFND 1 2 258 0 0
STARBUCKS CORP COM 855244109 894,776 16,688,320 SH   DFND 1 16,577,553 0 110,767
STARRETT (L.S.) CO -CL A CL A 855668109 225 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC/THE COMSTK 85570W100 1,944 95,103 SH   DFND 1 95,103 0 0
STARS GROUP INC/THE COMSTK 85570W100 190 9,300 SH   DFND 1 2 9,300 0 0
STARTEK INC COM 85569C107 946 80,522 SH   DFND 1 80,522 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 50,583 2,328,900 SH   DFND 1 2,326,300 0 2,600
STARWOOD WAYPOINT HOMES REIT 85572F105 45,336 1,246,527 SH   DFND 1 1,246,527 0 0
STATE AUTO FINANCIAL CORP COM 855707105 4,011 152,920 SH   DFND 1 152,920 0 0
STATE BANK FINANCIAL CORP COM 856190103 9,399 328,084 SH   DFND 1 328,084 0 0
STATE NATIONAL COS INC COM 85711T305 5,380 256,344 SH   DFND 1 256,344 0 0
STATE STREET CORP COM 857477103 341,730 3,584,199 SH   DFND 1 3,567,470 0 16,729
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 444 22,117 SH   DFND 1 20,352 0 1,765
STEALTHGAS INC SHS Y81669106 57 17,223 SH   DFND 1 17,223 0 0
STEEL DYNAMICS INC COM 858119100 91,786 2,663,930 SH   DFND 1 2,655,130 0 8,800
STEEL DYNAMICS INC COM 858119100 289 8,391 SH   DFND 1 2 8,391 0 0
STEELCASE INC-CL A CL A 858155203 60 3,917 SH   DFND 1 2 3,917 0 0
STEELCASE INC-CL A CL A 858155203 18,015 1,169,862 SH   DFND 1 1,169,862 0 0
STEIN MART INC COM 858375108 229 176,344 SH   DFND 1 176,344 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 1,911 172,201 SH   DFND 1 172,201 0 0
STEPAN CO COM 858586100 13,887 166,003 SH   DFND 1 166,003 0 0
STERICYCLE INC COM 858912108 32 460 SH   DFND 1 2 460 0 0
STERICYCLE INC COM 858912108 65,937 922,261 SH   DFND 1 918,439 0 3,822
STERIS PLC SHS USD G84720104 61,980 701,141 SH   DFND 1 698,230 0 2,911
STERLING BANCORP/DE COM 85917A100 44,064 1,787,617 SH   DFND 1 1,779,939 0 7,678
STERLING CONSTRUCTION CO COM 859241101 3,336 219,047 SH   DFND 1 219,047 0 0
STEVEN MADDEN LTD COM 556269108 21,222 490,125 SH   DFND 1 490,125 0 0
STEWART INFORMATION SERVICES COM 860372101 7,371 195,225 SH   DFND 1 195,225 0 0
STEWART INFORMATION SERVICES COM 860372101 363 9,615 SH   DFND 1 2 9,615 0 0
STIFEL FINANCIAL CORP COM 860630102 30,119 563,394 SH   DFND 1 561,057 0 2,337
STOCK YARDS BANCORP INC COM 861025104 7,948 209,181 SH   DFND 1 209,181 0 0
STONE ENERGY CORP COM PAR 861642403 5,137 176,790 SH   DFND 1 176,790 0 0
STONERIDGE INC COM 86183P102 4,258 214,973 SH   DFND 1 214,973 0 0
STORE CAPITAL CORP COM 862121100 35,381 1,422,673 SH   DFND 1 1,422,673 0 0
STRAIGHT PATH COMM- B CL B 862578101 12,356 68,395 SH   DFND 1 68,395 0 0
STRATASYS LTD SHS M85548101 3,094 133,829 SH   DFND 1 133,829 0 0
STRATTEC SECURITY CORP COM 863111100 922 22,548 SH   DFND 1 22,548 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,259 41,581 SH   DFND 1 41,581 0 0
STRAYER EDUCATION INC COM 863236105 8,171 93,629 SH   DFND 1 93,629 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 117 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 452 65,539 SH   DFND 1 65,539 0 0
STRYKER CORP COM 863667101 32 230 SH   DFND 1 2 230 0 0
STRYKER CORP COM 863667101 435,594 3,073,694 SH   DFND 1 3,059,302 0 14,392
STUDENT TRANSPORTATION INC COM 86388A108 283 47,416 SH   DFND 1 47,416 0 0
STURM RUGER & CO INC COM 864159108 7,687 148,698 SH   DFND 1 148,698 0 0
STWD 3.75 10/15/17 NOTE 3.750%10/1 85571BAC9 6,000 6,000,000 PRN   DFND 1 2 6,000,000 0 0
SUCAMPO PHARMACEUTICALS-CL A CL A 864909106 3,170 268,714 SH   DFND 1 268,714 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 391 50,809 SH   DFND 1 39,099 0 11,710
SUMMER INFANT INC COM 865646103 135 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,747 68,117 SH   DFND 1 68,117 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 20,773 1,299,184 SH   DFND 1 1,299,184 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 27,704 864,957 SH   DFND 1 864,957 0 0
SUN BANCORP INC-NJ COM NEW 86663B201 2,495 100,413 SH   DFND 1 100,413 0 0
SUN COMMUNITIES INC COM 866674104 64,833 756,689 SH   DFND 1 756,689 0 0
SUN COMMUNITIES INC COM 866674104 32 376 SH   DFND 1 2 376 0 0
SUN HYDRAULICS CORP COM 866942105 11,893 220,251 SH   DFND 1 220,251 0 0
SUN LIFE FINANCIAL INC COM 866796105 240 6,035 SH   DFND 1 5,368 0 667
SUNCOKE ENERGY INC COM 86722A103 4,630 506,605 SH   DFND 1 506,605 0 0
SUNCOR ENERGY INC COM 867224107 511 14,604 SH   DFND 1 13,764 0 840
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 118 61,146 SH   DFND 1 61,146 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 28 19,190 SH   DFND 1 19,190 0 0
SUNOPTA INC COM 8676EP108 480 55,241 SH   DFND 1 55,241 0 0
SUNPOWER CORP COM 867652406 4,145 568,714 SH   DFND 1 568,714 0 0
SUNRUN INC COM 86771W105 3,659 659,430 SH   DFND 1 659,430 0 0
SUNSHINE BANCORP INC COM 86777J108 1,526 65,663 SH   DFND 1 65,663 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 44,928 2,795,789 SH   DFND 1 2,795,789 0 0
SUNTRUST BANKS INC COM 867914103 306,347 5,135,048 SH   DFND 1 5,113,580 0 21,468
SUNWORKS INC COM 86803X105 109 69,859 SH   DFND 1 69,859 0 0
SUPER MICRO COMPUTER INC COM 86800U104 7,614 344,536 SH   DFND 1 344,536 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR NEW 867931503 29 28,777 SH   DFND 1 28,777 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 13,257 1,241,336 SH   DFND 1 1,236,126 0 5,210
SUPERIOR INDUSTRIES INTL COM 868168105 3,208 192,729 SH   DFND 1 192,729 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 1,550 67,717 SH   DFND 1 67,717 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 17,970 449,251 SH   DFND 1 449,251 0 0
SUPERVALU INC COMSTK 868536301 7,691 353,641 SH   DFND 1 353,641 0 0
SUPPORT.COM INC COM NEW 86858W200 262 111,827 SH   DFND 1 111,827 0 0
SURGERY PARTNERS INC COM 86881A100 2,058 198,917 SH   DFND 1 198,917 0 0
SURMODICS INC COM 868873100 4,491 144,893 SH   DFND 1 144,893 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 1,440 91,758 SH   DFND 1 91,758 0 0
SVB FINANCIAL GROUP COM 78486Q101 85,099 455,161 SH   DFND 1 453,356 0 1,805
SYKES ENTERPRISES INC COM 871237103 14,036 481,347 SH   DFND 1 481,347 0 0
SYMANTEC CORP COM 871503108 216,605 6,614,302 SH   DFND 1 6,565,989 0 48,313
SYNACOR INC COM 871561106 434 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 475 38,040 SH   DFND 1 38,040 0 0
SYNAPTICS INC COM 87157D109 718 18,331 SH   DFND 1 2 18,331 0 0
SYNAPTICS INC COM 87157D109 18,395 469,505 SH   DFND 1 468,352 0 1,153
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,520 377,324 SH   DFND 1 377,324 0 0
SYNCHRONY FINANCIAL COM 87165B103 276,115 8,907,729 SH   DFND 1 8,874,288 0 33,441
SYNCHRONY FINANCIAL COM 87165B103 292 9,407 SH   DFND 1 2 9,407 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,528 130,680 SH   DFND 1 130,680 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 5,911 2,038,301 SH   DFND 1 2,038,301 0 0
SYNGENTA AG-ADR SPONSORED ADR 87160A100 476 5,172 SH   DFND 1 4,227 0 945
SYNNEX CORP COM 87162W100 37,252 294,459 SH   DFND 1 293,459 0 1,000
SYNOPSYS INC COM 871607107 146,202 1,818,434 SH   DFND 1 1,811,724 0 6,710
SYNOVUS FINANCIAL CORP COM NEW 87161C501 47,278 1,026,452 SH   DFND 1 1,022,293 0 4,159
SYNTEL INC COM 87162H103 7,379 375,551 SH   DFND 1 375,551 0 0
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 239 442,617 SH   DFND 1 442,617 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 474 508,267 SH   DFND 1 508,267 0 0
SYPRIS SOLUTIONS INC COM 871655106 73 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 1,396 94,891 SH   DFND 1 94,891 0 0
SYSCO CORP COM 871829107 244,693 4,545,162 SH   DFND 1 4,522,933 0 22,229
SYSTEMAX INC COM 871851101 86 3,284 SH   DFND 1 2 3,284 0 0
SYSTEMAX INC COM 871851101 2,884 109,155 SH   DFND 1 109,155 0 0
T ROWE PRICE GROUP INC COM 74144T108 275,844 3,047,745 SH   DFND 1 3,036,745 0 11,000
T2 BIOSYSTEMS INC COM 89853L104 397 94,748 SH   DFND 1 94,748 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 21 281 SH   DFND 1 2 281 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 35,347 471,995 SH   DFND 1 471,995 0 0
TABULA RASA HEALTHCARE INC COM 873379101 2,558 95,686 SH   DFND 1 95,686 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 3,587 115,926 SH   DFND 1 115,926 0 0
TAHOE RESOURCES INC COM 873868103 3,944 750,172 SH   DFND 1 750,172 0 0
TAILORED BRANDS INC COM 87403A107 87 6,032 SH   DFND 1 2 6,032 0 0
TAILORED BRANDS INC COM 87403A107 6,574 455,303 SH   DFND 1 455,303 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1,000 26,655 SH   DFND 1 22,557 0 4,098
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 91,253 892,630 SH   DFND 1 888,736 0 3,894
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 13,937 415,953 SH   DFND 1 413,715 0 2,238
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 120 3,579 SH   DFND 1 2 3,579 0 0
TALEND SA - ADR ADS 874224207 597 14,587 SH   DFND 1 14,587 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 363 7,585 SH   DFND 1 2 7,585 0 0
TANDEM DIABETES CARE INC COM 875372203 131 180,563 SH   DFND 1 180,563 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 22,693 929,302 SH   DFND 1 926,045 0 3,257
TANTECH HOLDINGS LTD COM G8675X107 32 12,107 SH   DFND 1 12,107 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 219 15,060 SH   DFND 1 15,060 0 0
TARGA RESOURCES CORP COM 87612G101 84,488 1,787,157 SH   DFND 1 1,786,306 0 851
TARGET CORP COM 87612E106 373 6,325 SH   DFND 1 2 6,325 0 0
TARGET CORP COM 87612E106 356,180 6,046,641 SH   DFND 1 6,020,543 0 26,098
TARO PHARMACEUTICAL INDUS SHS M8737E108 4,003 35,637 SH   DFND 1 35,637 0 0
TASEKO MINES LTD COM 876511106 551 294,174 SH   DFND 1 2 294,174 0 0
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 1,906 60,978 SH   DFND 1 60,285 0 693
TAUBMAN CENTERS INC COM 876664103 28,992 583,348 SH   DFND 1 581,275 0 2,073
TAYLOR MORRISON HOME CORP-A CL A 87724P106 1,003 45,518 SH   DFND 1 2 45,518 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 30,573 1,386,550 SH   DFND 1 1,386,550 0 0
TBPH 3.25 11/01/23 NOTE 3.250%11/0 88339KAA0 4,285 3,500,000 PRN   DFND 1 2 3,500,000 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 1,001 19,143 SH   DFND 1 2 19,143 0 0
TCF FINANCIAL CORP COM 872275102 26,261 1,541,184 SH   DFND 1 1,535,307 0 5,877
TD AMERITRADE HOLDING CORP COM 87236Y108 118,817 2,435,935 SH   DFND 1 2,435,935 0 0
TE CONNECTIVITY LTD REG SHS H84989104 290,162 3,500,382 SH   DFND 1 3,484,572 0 15,810
TEAM INC COM 878155100 3,374 252,790 SH   DFND 1 252,790 0 0
TEARLAB CORP COM NEW 878193200 35 27,529 SH   DFND 1 27,529 0 0
TECH DATA CORP COM 878237106 36,728 413,381 SH   DFND 1 412,195 0 1,186
TECHNIPFMC PLC COM G87110105 208 7,471 SH   DFND 1 2 7,471 0 0
TECHNIPFMC PLC COM G87110105 108,742 3,902,836 SH   DFND 1 3,882,798 0 20,038
TECHTARGET COM 87874R100 1,756 147,130 SH   DFND 1 147,130 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 222 10,559 SH   DFND 1 10,117 0 442
TECK RESOURCES LTD-CLS B CL B 878742204 492 23,397 SH   DFND 1 2 23,397 0 0
TECNOGLASS INC SHS G87264100 264 39,275 SH   DFND 1 39,275 0 0
TEEKAY CORP COM Y8564W103 986 110,492 SH   DFND 1 110,492 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 941 581,084 SH   DFND 1 581,084 0 0
TEGNA INC COM 87901J105 44,842 3,364,023 SH   DFND 1 3,355,696 0 8,327
TEGNA INC COM 87901J105 1,021 76,600 SH   DFND 1 2 76,600 0 0
TEJON RANCH CO COM 879080109 2,351 111,423 SH   DFND 1 111,423 0 0
TELADOC INC COM 87918A105 12,202 368,107 SH   DFND 1 368,107 0 0
TELARIA INC COMSTK 879181105 12 2,758 SH   DFND 1 2 2,758 0 0
TELARIA INC COMSTK 879181105 689 158,098 SH   DFND 1 158,098 0 0
TELECOM ARGENTINA SA-SP ADR SPON ADR REP B 879273209 662 21,484 SH   DFND 1 2 21,484 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 205 21,888 SH   DFND 1 21,756 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 46,565 292,534 SH   DFND 1 291,324 0 1,210
TELEFLEX INC COM 879369106 94,168 389,351 SH   DFND 1 387,777 0 1,574
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 429 39,803 SH   DFND 1 38,780 0 1,023
TELENAV INC COM 879455103 1,719 270,742 SH   DFND 1 270,742 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 21,672 777,088 SH   DFND 1 773,946 0 3,142
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 192 6,893 SH   DFND 1 2 6,893 0 0
TELETECH HOLDINGS INC COM 879939106 6,715 160,849 SH   DFND 1 160,849 0 0
TELIGENT INC COM 87960W104 2,941 438,375 SH   DFND 1 438,375 0 0
TELLURIAN INC COM 87968A104 6,580 616,115 SH   DFND 1 616,115 0 0
TELUS CORP COMSTK 87971M103 14,621 407,124 SH   DFND 1 407,124 0 0
TEMPLETON EMERG MKTS INC FD COM 880192109 4,838 418,153 SH   DFND 1 2 418,153 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 473 70,197 SH   DFND 1 2 70,197 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 24,051 372,770 SH   DFND 1 371,200 0 1,570
TENAX THERAPEUTICS INC COM 88032L100 31 87,632 SH   DFND 1 87,632 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 10,775 655,821 SH   DFND 1 653,060 0 2,761
TENGASCO INC COM PAR 88033R502 49 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 9,627 145,436 SH   DFND 1 145,436 0 0
TENNECO INC COM 880349105 38,024 626,743 SH   DFND 1 626,743 0 0
TERADATA CORP COM 88076W103 35,597 1,053,496 SH   DFND 1 1,049,190 0 4,306
TERADYNE INC COM 880770102 58,435 1,567,057 SH   DFND 1 1,560,279 0 6,778
TEREX CORP COM 880779103 33,066 734,490 SH   DFND 1 731,589 0 2,901
TERRAFORM GLOBAL INC - CL A CL A 88104M101 2,839 597,745 SH   DFND 1 597,745 0 0
TERRAFORM POWER INC - A CL A COM 88104R209 9,207 696,457 SH   DFND 1 696,457 0 0
TERRAFORM POWER INC - A COMSTK 88104R100 9,207 696,457 SH   DFND 1 696,457 0 0
TERRENO REALTY CORP COM 88146M101 14,636 404,560 SH   DFND 1 404,560 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,146 67,976 SH   DFND 1 67,976 0 0
TESARO INC COM 881569107 43,402 336,325 SH   DFND 1 336,325 0 0
TESCO CORP COM 88157K101 2,410 442,263 SH   DFND 1 442,263 0 0
TESLA INC COM 88160R101 341,843 1,002,757 SH   DFND 1 997,593 0 5,164
TESSCO TECHNOLOGIES INC COM 872386107 432 34,764 SH   DFND 1 34,764 0 0
TETRA TECH INC COM 88162G103 23,954 514,587 SH   DFND 1 514,587 0 0
TETRA TECHNOLOGIES INC COM 88162F105 2,716 949,927 SH   DFND 1 949,927 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 2,881 421,269 SH   DFND 1 421,269 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 5,407 6,000,000 PRN   DFND 1 2 6,000,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 38,987 2,219,043 SH   DFND 1 2,218,098 0 945
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 37,324 435,022 SH   DFND 1 433,324 0 1,698
TEXAS INSTRUMENTS INC COM 882508104 1,034,389 11,559,437 SH   DFND 1 11,482,084 0 77,353
TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 727 1,801 SH   DFND 1 2 1,801 0 0
TEXAS ROADHOUSE INC COM 882681109 28,607 582,159 SH   DFND 1 579,919 0 2,240
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 961 56,056 SH   DFND 1 56,056 0 0
TEXTRON INC COM 883203101 146,850 2,730,806 SH   DFND 1 2,718,964 0 11,842
TFS FINANCIAL CORP COM 87240R107 11,841 734,146 SH   DFND 1 734,146 0 0
TG THERAPEUTICS INC COM 88322Q108 5,374 453,571 SH   DFND 1 453,571 0 0
THAI FUND INC COM 882904105 167 17,165 SH   DFND 1 2 17,165 0 0
THE BANK OF PRINCETON COMSTK 064520109 359 11,247 SH   DFND 1 11,247 0 0
THERAPEUTICSMD INC COM 88338N107 7,101 1,342,359 SH   DFND 1 1,342,359 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 12,335 360,259 SH   DFND 1 360,259 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 709,569 3,758,260 SH   DFND 1 3,739,672 0 18,588
THERMON GROUP HOLDINGS INC COM 88362T103 4,707 261,684 SH   DFND 1 261,684 0 0
THESTREET INC COM 88368Q103 105 97,860 SH   DFND 1 97,860 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 7,920 507,703 SH   DFND 1 507,703 0 0
THL CREDIT INC COM 872438106 664 71,181 SH   DFND 1 2 71,181 0 0
THOMSON REUTERS CORP COMSTK 884903105 25,559 558,192 SH   DFND 1 558,092 0 100
THOR INDUSTRIES INC COM 885160101 86 684 SH   DFND 1 2 684 0 0
THOR INDUSTRIES INC COM 885160101 48,487 385,095 SH   DFND 1 383,419 0 1,676
TIER REIT INC COM NEW 88650V208 9,579 496,355 SH   DFND 1 496,355 0 0
TIFFANY & CO COM 886547108 99,254 1,083,589 SH   DFND 1 1,078,722 0 4,867
TILE SHOP HLDGS INC COM 88677Q109 4,056 319,400 SH   DFND 1 319,400 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 235 19,632 SH   DFND 1 2 19,632 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 1,117 93,230 SH   DFND 1 93,230 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 384 21,036 SH   DFND 1 2 21,036 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 0 16 SH   DFND 1 0 0 16
TIMBERLAND BANCORP INC COM 887098101 1,541 49,181 SH   DFND 1 49,181 0 0
TIME INC COM 887228104 455 33,704 SH   DFND 1 2 33,704 0 0
TIME INC COM 887228104 11,070 820,014 SH   DFND 1 819,029 0 985
TIME WARNER INC COM NEW 887317303 802,872 7,852,065 SH   DFND 1 7,815,907 0 36,158
TIME WARNER INC COM NEW 887317303 2,561 25,000 SH   DFND 1 2 25,000 0 0
TIMKEN CO COM 887389104 29,577 609,226 SH   DFND 1 606,878 0 2,348
TIMKEN CO COM 887389104 261 5,388 SH   DFND 1 2 5,388 0 0
TIMKENSTEEL CORP COM 887399103 5,201 315,270 SH   DFND 1 315,270 0 0
TINTRI INC COM 88770Q105 138 44,114 SH   DFND 1 44,114 0 0
TIPTREE INC CL A 88822Q103 1,424 227,944 SH   DFND 1 227,944 0 0
TITAN INTERNATIONAL INC COM 88830M102 4,257 419,450 SH   DFND 1 419,450 0 0
TITAN MACHINERY INC COM 88830R101 2,206 142,055 SH   DFND 1 142,055 0 0
TITAN PHARMACEUTICALS INC COM NEW 888314309 152 87,349 SH   DFND 1 87,349 0 0
TIVITY HEALTH INC COM 88870R102 12,301 301,501 SH   DFND 1 301,501 0 0
TIVO CORP COM 88870P106 21,110 1,063,504 SH   DFND 1 1,063,142 0 362
TJX COMPANIES INC COM 872540109 508,240 6,905,853 SH   DFND 1 6,875,818 0 30,035
TJX COMPANIES INC COM 872540109 38 520 SH   DFND 1 2 520 0 0
T-MOBILE US INC COM 872590104 156,826 2,544,746 SH   DFND 1 2,520,300 0 24,446
T-MOBILE US INC COM 872590104 8,015 130,000 SH   DFND 1 2 130,000 0 0
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 2,346 1,500,000 PRN   DFND 1 2 1,500,000 0 0
TOCAGEN INC COM 888846102 971 77,980 SH   DFND 1 77,980 0 0
TOLL BROTHERS INC COM 889478103 73,799 1,780,077 SH   DFND 1 1,774,860 0 5,217
TOMPKINS FINANCIAL CORP COM 890110109 9,411 109,260 SH   DFND 1 109,260 0 0
TOOTSIE ROLL INDS COM 890516107 6,520 171,598 SH   DFND 1 170,945 0 653
TOPBUILD CORP COM 89055F103 20,168 309,475 SH   DFND 1 309,387 0 88
TORCHLIGHT ENERGY RESOURCES COM 89102U103 344 275,806 SH   DFND 1 275,806 0 0
TORCHMARK CORP COM 891027104 96,101 1,202,407 SH   DFND 1 1,197,567 0 4,840
TORO CO COM 891092108 32 529 SH   DFND 1 2 529 0 0
TORO CO COM 891092108 56,042 903,034 SH   DFND 1 899,337 0 3,697
TORONTO-DOMINION BANK COM NEW 891160509 1,099 19,544 SH   DFND 1 18,589 0 955
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 1,886 35,251 SH   DFND 1 33,795 0 1,456
TOTAL SYSTEM SERVICES INC COM 891906109 129,936 1,987,101 SH   DFND 1 1,979,311 0 7,790
TOWER INTERNATIONAL INC COM 891826109 4,671 171,757 SH   DFND 1 171,757 0 0
TOWER INTERNATIONAL INC COM 891826109 309 11,367 SH   DFND 1 2 11,367 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,806 58,751 SH   DFND 1 58,751 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 172 5,604 SH   DFND 1 2 5,604 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 704 100,610 SH   DFND 1 100,610 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 371 53,043 SH   DFND 1 2 53,043 0 0
TOWNE BANK COM 89214P109 17,461 521,227 SH   DFND 1 521,227 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 617 61,784 SH   DFND 1 61,784 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 1,806 15,158 SH   DFND 1 13,437 0 1,721
TPG PACE ENERGY HOLD *W EXP 99/99/999 872656111 221 166,666 SH   DFND 1 2 166,666 0 0
TPG PACE ENERGY HOLDINGS - A CL A 872656103 1,159 125,300 SH   DFND 1 2 125,300 0 0
TPG RE FINANCE TRUST INC COMSTK 87266M107 683 34,549 SH   DFND 1 34,549 0 0
TPI COMPOSITES INC COM 87266J104 3,373 150,990 SH   DFND 1 150,990 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 85 27,057 SH   DFND 1 27,057 0 0
TRACTOR SUPPLY COMPANY COM 892356106 95,077 1,504,637 SH   DFND 1 1,495,156 0 9,481
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 11,536 187,550 SH   DFND 1 187,550 0 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 71 35,758 SH   DFND 1 35,758 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 327 33,579 SH   DFND 1 33,579 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 84 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COMSTK 89353D107 26,909 548,340 SH   DFND 1 547,642 0 698
TRANSCONTINENTAL REALTY INV COM NEW 893617209 685 25,190 SH   DFND 1 25,190 0 0
TRANSDIGM GROUP INC COM 893641100 121,681 476,919 SH   DFND 1 474,760 0 2,159
TRANSENTERIX INC COM NEW 89366M201 958 670,160 SH   DFND 1 670,160 0 0
TRANSGLOBE ENERGY CORP COM 893662106 44 31,199 SH   DFND 1 31,199 0 0
TRANSOCEAN LTD REG SHS H8817H100 34,792 3,233,547 SH   DFND 1 3,220,164 0 13,383
TRANSOCEAN LTD REG SHS H8817H100 94 8,758 SH   DFND 1 2 8,758 0 0
TRANSUNION COM 89400J107 277 5,863 SH   DFND 1 2 5,863 0 0
TRANSUNION COM 89400J107 55,129 1,166,521 SH   DFND 1 1,166,521 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 71 16,708 SH   DFND 1 16,708 0 0
TRAVELERS COS INC/THE COM 89417E109 337,464 2,759,845 SH   DFND 1 2,746,640 0 13,205
TRAVELERS COS INC/THE COM 89417E109 32 265 SH   DFND 1 2 265 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 19,359 1,233,101 SH   DFND 1 1,233,101 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 64 4,123 SH   DFND 1 2 4,123 0 0
TRAVELZOO COM NEW 89421Q205 385 44,847 SH   DFND 1 44,847 0 0
TRECORA RESOURCES COM 894648104 1,892 142,293 SH   DFND 1 142,293 0 0
TREDEGAR CORP COM 894650100 4,366 242,573 SH   DFND 1 242,573 0 0
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TREVENA INC COM 89532E109 1,079 423,331 SH   DFND 1 423,331 0 0
TREX COMPANY INC COM 89531P105 21,648 240,353 SH   DFND 1 240,353 0 0
TRI POINTE GROUP INC COM 87265H109 17,445 1,263,238 SH   DFND 1 1,258,032 0 5,206
TRIBUNE MEDIA CO - A CL A 896047503 2,451 60,000 SH   DFND 1 2 60,000 0 0
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TRICO BANCSHARES COM 896095106 7,998 196,288 SH   DFND 1 196,288 0 0
TRI-CONTINENTAL CORP COM 895436103 2,737 107,159 SH   DFND 1 2 107,159 0 0
TRIMAS CORP COM NEW 896215209 10,738 397,708 SH   DFND 1 397,708 0 0
TRIMBLE INC COM 896239100 85,466 2,178,610 SH   DFND 1 2,169,937 0 8,673
TRINET GROUP INC COM 896288107 10,739 319,429 SH   DFND 1 319,429 0 0
TRINITY INDUSTRIES INC COM 896522109 39,524 1,239,023 SH   DFND 1 1,233,251 0 5,772
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TRINSEO SA SHS L9340P101 35,445 528,256 SH   DFND 1 528,256 0 0
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TRISTATE CAPITAL HLDGS INC COM 89678F100 4,443 194,047 SH   DFND 1 194,047 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 12,440 373,811 SH   DFND 1 373,148 0 663
TRIUMPH BANCORP INC COM 89679E300 4,878 151,274 SH   DFND 1 151,274 0 0
TRIUMPH GROUP INC COM 896818101 12,413 417,275 SH   DFND 1 417,275 0 0
TRIVAGO NV - ADR SPON ADS A SHS 89686D105 149 13,791 SH   DFND 1 13,791 0 0
TRONC INC COM 89703P107 3,078 211,861 SH   DFND 1 211,861 0 0
TRONOX LTD-CL A SHS CL A Q9235V101 17,256 817,841 SH   DFND 1 817,586 0 255
TROVAGENE INC COM NEW 897238309 109 149,843 SH   DFND 1 149,843 0 0
TRUEBLUE INC COM 89785X101 8,741 389,373 SH   DFND 1 389,373 0 0
TRUEBLUE INC COM 89785X101 1,461 65,090 SH   DFND 1 2 65,090 0 0
TRUECAR INC COM 89785L107 10,308 652,846 SH   DFND 1 652,846 0 0
TRUECAR INC COM 89785L107 1 124 SH   DFND 1 2 124 0 0
TRUPANION INC COM 898202106 4,283 162,198 SH   DFND 1 162,198 0 0
TRUSTCO BANK CORP NY COM 898349105 7,722 867,697 SH   DFND 1 867,697 0 0
TRUSTMARK CORP COM 898402102 20,170 609,016 SH   DFND 1 603,686 0 5,330
TSLA 0.25 03/01/19 NOTE 0.250% 3/0 88160RAB7 16,142 14,700,000 PRN   DFND 1 2 14,700,000 0 0
TSLA 1.5 06/01/18 NOTE 1.500% 6/0 88160RAA9 32,647 12,000,000 PRN   DFND 1 2 12,000,000 0 0
TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 16,830 4,500,000 PRN   DFND 1 2 4,500,000 0 0
TTM TECHNOLOGIES COM 87305R109 15,969 1,039,011 SH   DFND 1 1,039,011 0 0
TUCOWS INC-CLASS A COM NEW 898697206 1,503 25,676 SH   DFND 1 25,676 0 0
TUESDAY MORNING CORP COM NEW 899035505 870 272,023 SH   DFND 1 272,023 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 143 18,382 SH   DFND 1 18,382 0 0
TUPPERWARE BRANDS CORP COM 899896104 25,415 411,118 SH   DFND 1 408,844 0 2,274
TURNING POINT BRANDS INC COM 90041L105 10 600 SH   DFND 1 2 600 0 0
TURNING POINT BRANDS INC COM 90041L105 675 39,764 SH   DFND 1 39,764 0 0
TURQUOISE HILL RESOURCES LTD COM 900435108 70 22,884 SH   DFND 1 21,131 0 1,753
TURTLE BEACH CORP COM 900450107 59 71,674 SH   DFND 1 71,674 0 0
TUTOR PERINI CORP COM 901109108 9,240 325,386 SH   DFND 1 325,386 0 0
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 125,326 4,868,182 SH   DFND 1 4,825,308 0 42,874
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 1,713 66,440 SH   DFND 1 2 66,440 0 0
TWENTY-FIRST CENTURY FOX-A CL A 90130A101 290,573 11,035,964 SH   DFND 1 10,956,507 0 79,457
TWILIO INC - A CL A 90138F102 15,559 521,245 SH   DFND 1 521,245 0 0
TWIN DISC INC COM 901476101 1,263 67,879 SH   DFND 1 67,879 0 0
TWITTER INC COM 90184L102 81,990 4,862,760 SH   DFND 1 4,862,159 0 601
TWO 6.25 01/15/22 NOTE 6.250% 1/1 90187BAA9 10,188 9,500,000 PRN   DFND 1 2 9,500,000 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 32,583 3,232,500 SH   DFND 1 3,232,500 0 0
TWO RIVER BANCORP COM 90207C105 1,187 59,913 SH   DFND 1 59,913 0 0
TYLER TECHNOLOGIES INC COM 902252105 46,708 267,949 SH   DFND 1 266,761 0 1,188
TYSON FOODS INC-CL A CL A 902494103 245,528 3,490,825 SH   DFND 1 3,477,737 0 13,088
U S ENERGY CORP - WYOMING COM NEW 911805208 14 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 96 45,139 SH   DFND 1 45,139 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 6,101 99,291 SH   DFND 1 99,291 0 0
UBIQUITI NETWORKS INC COM 90347A100 14,117 252,017 SH   DFND 1 252,017 0 0
UBS GROUP AG-REG SHS H42097107 185 10,839 SH   DFND 1 7,544 0 3,295
UDR INC COM 902653104 124,497 3,278,737 SH   DFND 1 3,266,768 0 11,969
UDR INC COM 902653104 32 846 SH   DFND 1 2 846 0 0
UFP TECHNOLOGIES INC COM 902673102 1,596 56,812 SH   DFND 1 56,812 0 0
UGI CORP COM 902681105 30 655 SH   DFND 1 2 655 0 0
UGI CORP COM 902681105 90,042 1,922,364 SH   DFND 1 1,916,432 0 5,932
ULTA BEAUTY INC COM 90384S303 33 146 SH   DFND 1 2 146 0 0
ULTA BEAUTY INC COM 90384S303 156,132 691,822 SH   DFND 1 687,403 0 4,419
ULTIMATE SOFTWARE GROUP INC COM 90385D107 47,676 251,457 SH   DFND 1 250,486 0 971
ULTIMATE SOFTWARE GROUP INC COM 90385D107 30 161 SH   DFND 1 2 161 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 12,758 416,679 SH   DFND 1 416,679 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 16,560 1,910,045 SH   DFND 1 1,910,045 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 19,365 363,609 SH   DFND 1 363,609 0 0
ULTRALIFE CORP COM 903899102 426 63,199 SH   DFND 1 63,199 0 0
UMB FINANCIAL CORP COM 902788108 30,532 409,889 SH   DFND 1 408,380 0 1,509
UMB FINANCIAL CORP COM 902788108 24 326 SH   DFND 1 2 326 0 0
UMH PROPERTIES INC COM 903002103 4,916 316,173 SH   DFND 1 316,173 0 0
UMPQUA HOLDINGS CORP COM 904214103 46,208 2,368,473 SH   DFND 1 2,359,177 0 9,296
UNDER ARMOUR INC-CLASS A CL A 904311107 30,171 1,834,353 SH   DFND 1 1,826,137 0 8,216
UNDER ARMOUR INC-CLASS A CL A 904311107 10 638 SH   DFND 1 2 638 0 0
UNDER ARMOUR INC-CLASS C CL C 904311206 27,545 1,837,664 SH   DFND 1 1,829,279 0 8,385
UNIFI INC COM NEW 904677200 4,151 116,509 SH   DFND 1 116,509 0 0
UNIFIRST CORP/MA COM 904708104 28 188 SH   DFND 1 2 188 0 0
UNIFIRST CORP/MA COM 904708104 19,626 129,546 SH   DFND 1 129,546 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,143 19,372 SH   DFND 1 16,188 0 3,184
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1,475 25,454 SH   DFND 1 22,566 0 2,888
UNION BANKSHARES CORP COM 90539J109 14,027 397,384 SH   DFND 1 397,384 0 0
UNION BANKSHARES INC /VT COM 905400107 1,808 37,369 SH   DFND 1 37,369 0 0
UNION PACIFIC CORP COM 907818108 1,016,744 8,783,196 SH   DFND 1 8,745,204 0 37,992
UNIQURE NV SHS N90064101 118 12,330 SH   DFND 1 12,330 0 0
UNISYS CORP COM NEW 909214306 3,436 404,299 SH   DFND 1 403,691 0 608
UNISYS CORP COM NEW 909214306 439 51,692 SH   DFND 1 2 51,692 0 0
UNIT CORP COM 909218109 8,974 436,069 SH   DFND 1 436,069 0 0
UNITED BANCORP INC/OHIO COM 909911109 491 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 34,232 921,475 SH   DFND 1 916,755 0 4,720
UNITED COMMUNITY BANKS/GA COM 90984P303 17,547 614,851 SH   DFND 1 614,851 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 3,989 415,570 SH   DFND 1 415,570 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 168,499 2,772,014 SH   DFND 1 2,759,889 0 12,125
UNITED CONTINENTAL HOLDINGS COM 910047109 28 467 SH   DFND 1 2 467 0 0
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UNITED FIRE GROUP INC COM 910340108 8,776 191,548 SH   DFND 1 191,548 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 3,380 207,376 SH   DFND 1 207,376 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 32 12,866 SH   DFND 1 0 0 12,866
UNITED NATURAL FOODS INC COM 911163103 26,359 633,799 SH   DFND 1 632,075 0 1,724
UNITED PARCEL SERVICE-CL B CL B 911312106 783,116 6,534,700 SH   DFND 1 6,502,245 0 32,455
UNITED RENTALS INC COM 911363109 123,230 889,844 SH   DFND 1 886,057 0 3,787
UNITED SECURITY BANCSHARE/CA COM 911460103 484 50,963 SH   DFND 1 50,963 0 0
UNITED STATES ANTIMONY CORP COM 911549103 40 139,769 SH   DFND 1 139,769 0 0
UNITED STATES LIME & MINERAL COM 911922102 1,477 17,591 SH   DFND 1 17,591 0 0
UNITED STATES STEEL CORP COM 912909108 37,310 1,454,050 SH   DFND 1 1,448,064 0 5,986
UNITED TECHNOLOGIES CORP COM 913017109 33 291 SH   DFND 1 2 291 0 0
UNITED TECHNOLOGIES CORP COM 913017109 871,905 7,526,210 SH   DFND 1 7,490,602 0 35,608
UNITED THERAPEUTICS CORP COM 91307C102 1,002 8,551 SH   DFND 1 2 8,551 0 0
UNITED THERAPEUTICS CORP COM 91307C102 86,558 738,773 SH   DFND 1 737,284 0 1,489
UNITEDHEALTH GROUP INC COM 91324P102 1,871,302 9,574,076 SH   DFND 1 9,528,430 0 45,646
UNITI GROUP INC COM 91325V108 21,079 1,437,876 SH   DFND 1 1,429,859 0 8,017
UNITIL CORP COM 913259107 7,596 153,589 SH   DFND 1 153,589 0 0
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UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 11,881 157,386 SH   DFND 1 157,386 0 0
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UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 1,890 92,438 SH   DFND 1 92,438 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 684 32,845 SH   DFND 1 32,845 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 405 116,958 SH   DFND 1 116,958 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 7,647 238,992 SH   DFND 1 238,192 0 800
UNUM GROUP COM 91529Y106 123,989 2,429,667 SH   DFND 1 2,419,083 0 10,584
UPLAND SOFTWARE INC COM 91544A109 1,887 89,221 SH   DFND 1 88,287 0 934
UPLAND SOFTWARE INC COM 91544A109 72 3,409 SH   DFND 1 2 3,409 0 0
UQM TECHNOLOGIES INC COM 903213106 203 176,536 SH   DFND 1 176,536 0 0
URANIUM ENERGY CORP COM 916896103 1,600 1,160,101 SH   DFND 1 1,160,101 0 0
URBAN EDGE PROPERTIES COM 91704F104 24,735 1,025,512 SH   DFND 1 1,021,870 0 3,642
URBAN ONE INC CL D NON VTG 91705J204 273 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 18,622 779,192 SH   DFND 1 776,400 0 2,792
UROGEN PHARMA LTD COM M96088105 225 7,145 SH   DFND 1 7,145 0 0
URSTADT BIDDLE - CLASS A CL A 917286205 6,361 293,161 SH   DFND 1 293,161 0 0
URSTADT BIDDLE PROPERTIE S-G 6.75 PFD-G CV 6.75% 917286809 373 14,293 SH   DFND 1 14,293 0 0
US AUTO PARTS NETWORK INC COM 90343C100 241 83,712 SH   DFND 1 83,712 0 0
US BANCORP COM NEW 902973304 844,999 15,799,801 SH   DFND 1 15,724,293 0 75,508
US CELLULAR CORP COM 911684108 2,590 73,171 SH   DFND 1 2 73,171 0 0
US CELLULAR CORP COM 911684108 4,389 123,989 SH   DFND 1 123,989 0 0
US CONCRETE INC COM NEW 90333L201 10,230 134,089 SH   DFND 1 134,089 0 0
US ECOLOGY INC COM 91732J102 10,292 191,308 SH   DFND 1 191,308 0 0
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US FOODS HOLDING CORP COM 912008109 288 10,796 SH   DFND 1 2 10,796 0 0
US GEOTHERMAL INC COM NEW 90338S201 355 89,021 SH   DFND 1 89,021 0 0
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USA TECHNOLOGIES INC COM NO PAR 90328S500 2,486 397,892 SH   DFND 1 397,892 0 0
USA TRUCK INC COM 902925106 608 43,288 SH   DFND 1 43,288 0 0
USANA HEALTH SCIENCES INC COM 90328M107 5,459 94,612 SH   DFND 1 94,612 0 0
USG CORP COM NEW 903293405 23,701 725,925 SH   DFND 1 725,925 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 517 7,034 SH   DFND 1 2 7,034 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 2,817 38,301 SH   DFND 1 38,301 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 51 21,290 SH   DFND 1 21,290 0 0
VAALCO ENERGY INC COM NEW 91851C201 227 276,975 SH   DFND 1 276,975 0 0
VAIL RESORTS INC COM 91879Q109 62 273 SH   DFND 1 2 273 0 0
VAIL RESORTS INC COM 91879Q109 73,569 322,709 SH   DFND 1 322,609 0 100
VALERO ENERGY CORP COM 91913Y100 367,101 4,780,721 SH   DFND 1 4,758,533 0 22,188
VALHI INC COM 918905100 405 166,951 SH   DFND 1 166,951 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 31,615 642,451 SH   DFND 1 642,451 0 0
VALLEY NATIONAL BANCORP COM 919794107 28,502 2,365,389 SH   DFND 1 2,354,365 0 11,024
VALMONT INDUSTRIES COM 920253101 29,485 186,497 SH   DFND 1 185,722 0 775
VALUE LINE INC COM 920437100 293 16,668 SH   DFND 1 16,668 0 0
VALVOLINE INC COM 92047W101 39,566 1,687,274 SH   DFND 1 1,680,342 0 6,932
VANDA PHARMACEUTICALS INC COM 921659108 0 33 SH   DFND 1 2 33 0 0
VANDA PHARMACEUTICALS INC COM 921659108 7,625 426,011 SH   DFND 1 426,011 0 0
VANECK VECTORS JUNIOR GOLD M JR GOLD MINERS E 92189F791 778 23,188 PRN   DFND 1 2 23,188 0 0
VANTAGE ENERGY ACQUISIT-CW24 *W EXP 04/12/202 92211L113 130 100,000 SH   DFND 1 2 100,000 0 0
VANTIV INC - CL A CL A 92210H105 84,986 1,206,781 SH   DFND 1 1,206,781 0 0
VAREX IMAGING CORP COM 92214X106 10,978 324,436 SH   DFND 1 324,436 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 113,724 1,138,452 SH   DFND 1 1,134,353 0 4,099
VARONIS SYSTEMS INC COM 922280102 6,716 160,289 SH   DFND 1 160,289 0 0
VARONIS SYSTEMS INC COM 922280102 46 1,115 SH   DFND 1 2 1,115 0 0
VASCO DATA SECURITY INTL COM 92230Y104 81 6,768 SH   DFND 1 2 6,768 0 0
VASCO DATA SECURITY INTL COM 92230Y104 3,311 274,809 SH   DFND 1 274,809 0 0
VASCULAR BIOGENICS LTD COM M96883109 69 11,422 SH   DFND 1 11,422 0 0
VBI VACCINES INC COM NEW 91822J103 217 56,591 SH   DFND 1 56,591 0 0
VECTOR GROUP LTD COM 92240M108 17,508 855,301 SH   DFND 1 855,301 0 0
VECTREN CORP COM 92240G101 46,106 701,029 SH   DFND 1 698,186 0 2,843
VECTRUS INC COM 92242T101 3,004 97,418 SH   DFND 1 97,066 0 352
VECTRUS INC COM 92242T101 69 2,257 SH   DFND 1 2 2,257 0 0
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 728 37,651 SH   DFND 1 36,068 0 1,583
VEECO INSTRUMENTS INC COM 922417100 9,201 429,955 SH   DFND 1 429,955 0 0
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VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 51,653 916,113 SH   DFND 1 916,113 0 0
VENTAS INC COM 92276F100 277,037 4,260,585 SH   DFND 1 4,244,654 0 15,931
VEON LTD SPONSORED ADR 91822M106 3,550 849,451 SH   DFND 1 848,789 0 662
VERA BRADLEY INC COM 92335C106 308 35,023 SH   DFND 1 2 35,023 0 0
VERA BRADLEY INC COM 92335C106 1,651 187,424 SH   DFND 1 187,424 0 0
VERACYTE INC COM 92337F107 1,329 151,559 SH   DFND 1 151,559 0 0
VERACYTE INC COM 92337F107 42 4,864 SH   DFND 1 2 4,864 0 0
VERASTEM INC COM 92337C104 1,058 225,127 SH   DFND 1 225,127 0 0
VEREIT INC COM 92339V100 62,417 7,533,953 SH   DFND 1 7,532,289 0 1,664
VERICEL CORP COM 92346J108 1,367 227,942 SH   DFND 1 227,942 0 0
VERIFONE SYSTEMS INC COM 92342Y109 18,842 929,095 SH   DFND 1 925,274 0 3,821
VERINT SYSTEMS INC COM 92343X100 23,050 550,796 SH   DFND 1 550,796 0 0
VERISIGN INC COM 92343E102 96,921 912,870 SH   DFND 1 909,026 0 3,844
VERISK ANALYTICS INC COM 92345Y106 33 405 SH   DFND 1 2 405 0 0
VERISK ANALYTICS INC COM 92345Y106 137,919 1,660,928 SH   DFND 1 1,649,136 0 11,792
VERITEX HOLDINGS INC COM 923451108 3,655 135,604 SH   DFND 1 135,604 0 0
VERITIV CORP COM 923454102 230 7,087 SH   DFND 1 2 7,087 0 0
VERITIV CORP COM 923454102 2,975 91,556 SH   DFND 1 91,556 0 0
VERITONE INC COM 92347M100 1,438 31,654 SH   DFND 1 31,654 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7 160 SH   DFND 1 2 160 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,968,280 39,852,596 SH   DFND 1 39,659,729 0 192,867
VERMILION ENERGY INC COMSTK 923725105 78 2,200 SH   DFND 1 2 2,200 0 0
VERMILION ENERGY INC COMSTK 923725105 2,172 61,544 SH   DFND 1 61,544 0 0
VERMILLION INC COM NEW 92407M206 187 104,229 SH   DFND 1 104,229 0 0
VERSARTIS INC COM 92529L102 661 269,980 SH   DFND 1 269,980 0 0
VERSO CORP - A CL A 92531L207 1,467 288,261 SH   DFND 1 288,261 0 0
VERSUM MATERIALS INC COM 92532W103 34,983 901,171 SH   DFND 1 897,202 0 3,969
VERTEX ENERGY INC COM 92534K107 67 88,481 SH   DFND 1 88,481 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 379,026 2,497,907 SH   DFND 1 2,478,948 0 18,959
VERTEX PHARMACEUTICALS INC COM 92532F100 556 3,661 SH   DFND 1 2 3,661 0 0
VERU INC COMSTK 92536C103 241 91,295 SH   DFND 1 91,295 0 0
VF CORP COM 918204108 231,279 3,644,828 SH   DFND 1 3,629,216 0 15,612
VGR V2.5 01/15/19 FRNT 1/1 92240MAY4 12,521 8,500,000 PRN   DFND 1 2 8,500,000 0 0
VIACOM INC-CLASS A CL A 92553P102 1,953 53,241 SH   DFND 1 53,241 0 0
VIACOM INC-CLASS B CL B 92553P201 108,638 3,909,255 SH   DFND 1 3,882,580 0 26,675
VIACOM INC-CLASS B CL B 92553P201 300 10,780 SH   DFND 1 2 10,780 0 0
VIAD CORP COM NEW 92552R406 10,176 167,094 SH   DFND 1 167,094 0 0
VIASAT INC COM 92552V100 30,627 476,174 SH   DFND 1 474,326 0 1,848
VIAVI SOLUTIONS INC COM 925550105 24 2,607 SH   DFND 1 2 2,607 0 0
VIAVI SOLUTIONS INC COM 925550105 18,880 1,995,816 SH   DFND 1 1,995,816 0 0
VICAL INC COM NEW 925602203 90 37,866 SH   DFND 1 37,866 0 0
VICOR CORP COM 925815102 3,117 132,114 SH   DFND 1 132,114 0 0
VIDEOCON D2H LTD -ADR ADR 92657J101 169 19,046 SH   DFND 1 19,046 0 0
VIEWRAY INC COM 92672L107 1,735 301,361 SH   DFND 1 301,361 0 0
VIKING THERAPEUTICS INC COM 92686J106 59 31,264 SH   DFND 1 31,264 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 293 8,883 SH   DFND 1 8,883 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 1,806 73,021 SH   DFND 1 73,021 0 0
VINCE HOLDING CORP COM 92719W108 79 131,825 SH   DFND 1 131,825 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,417 76,023 SH   DFND 1 76,023 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADR 92763W103 5,330 610,073 SH   DFND 1 610,073 0 0
VIRCO MFG CORPORATION COM 927651109 112 20,401 SH   DFND 1 20,401 0 0
VIRNETX HOLDING CORP COM 92823T108 1,570 402,622 SH   DFND 1 402,622 0 0
VIRTU FINANCIAL INC-CLASS A CL A 928254101 5,464 337,319 SH   DFND 1 337,319 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 6,584 56,740 SH   DFND 1 56,740 0 0
VIRTUSA CORP COM 92827P102 9,341 247,252 SH   DFND 1 247,252 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 2,068,624 19,692,955 SH   DFND 1 19,607,316 0 85,639
VISHAY INTERTECHNOLOGY INC COM 928298108 28,823 1,533,143 SH   DFND 1 1,528,534 0 4,609
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VMWARE INC-CLASS A CL A COM 928563402 54,999 503,952 SH   DFND 1 503,952 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 8,000 255,041 SH   DFND 1 255,041 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 10,164 357,159 SH   DFND 1 342,023 0 15,136
VOLITIONRX LTD COM 928661107 265 100,890 SH   DFND 1 100,890 0 0
VOLT INFO SCIENCES INC COM 928703107 131 41,675 SH   DFND 1 41,675 0 0
VONAGE HOLDINGS CORP COM 92886T201 13,427 1,649,566 SH   DFND 1 1,649,566 0 0
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VOXX INTERNATIONAL CORP CL A 91829F104 1,495 174,913 SH   DFND 1 174,913 0 0
VOYA FINANCIAL INC COM 929089100 61,342 1,538,496 SH   DFND 1 1,538,496 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 2,911 141,425 SH   DFND 1 141,425 0 0
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VSE CORP COM 918284100 4,371 76,883 SH   DFND 1 76,883 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 243 40,721 SH   DFND 1 40,721 0 0
VULCAN MATERIALS CO COM 929160109 155,229 1,300,555 SH   DFND 1 1,294,635 0 5,920
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ZIONS BANCORPORATION-CW20 *W EXP 05/22/202 989701115 28,655 1,887,658 SH   DFND 1 2 1,887,658 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 6,987 1,138,078 SH   DFND 1 1,137,189 0 889
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