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 208 16,640 SH   DFND 1 2 16,640 0 0
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 4,004 319,081 SH   DFND 1 317,656 0 1,425
1ST CONSTITUTION BANCORP COM 31986N102 1,500 65,533 SH   DFND 1 65,533 0 0
1ST SOURCE CORP COM 336901103 9,995 187,068 SH   DFND 1 187,068 0 0
21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 386 39,828 SH   DFND 1 39,828 0 0
22ND CENTURY GROUP INC COM 90137F103 2,418 983,234 SH   DFND 1 983,234 0 0
2U INC COM 90214J101 43,149 516,388 SH   DFND 1 516,388 0 0
3D SYSTEMS CORP COM NEW 88554D205 14,300 1,035,491 SH   DFND 1 1,035,491 0 0
3M CO COM 88579Y101 206 1,049 SH   DFND 1 2 1,049 0 0
3M CO COM 88579Y101 1,379,050 7,024,380 SH   DFND 1 6,991,304 0 33,076
51JOB INC-ADR SP ADR REP COM 316827104 120 1,235 SH   DFND 1 2 1,235 0 0
51JOB INC-ADR SP ADR REP COM 316827104 6,444 66,327 SH   DFND 1 66,327 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 10,574 153,740 SH   DFND 1 153,502 0 238
8X8 INC COM 282914100 17,445 870,076 SH   DFND 1 870,076 0 0
A H BELO CORP-A COM CL A 001282102 518 110,274 SH   DFND 1 110,274 0 0
A10 NETWORKS INC COM 002121101 2,941 472,182 SH   DFND 1 472,182 0 0
AAC HOLDINGS INC COM 000307108 953 101,801 SH   DFND 1 101,801 0 0
AAON INC COM PAR $0.004 000360206 14,451 434,637 SH   DFND 1 434,637 0 0
AAR CORP COM 000361105 15,203 327,029 SH   DFND 1 327,029 0 0
AARON'S INC COM PAR $0.50 002535300 30,312 697,633 SH   DFND 1 694,599 0 3,034
ABAXIS INC COM 002567105 19,964 240,508 SH   DFND 1 239,986 0 522
ABB LTD-SPON ADR SPONSORED ADR 000375204 625 28,745 SH   DFND 1 24,843 0 3,902
ABBOTT LABORATORIES COM 002824100 1,217,067 19,996,903 SH   DFND 1 19,898,355 0 98,548
ABBVIE INC COM 00287Y109 1,540,683 16,665,619 SH   DFND 1 16,581,263 0 84,356
ABEONA THERAPEUTICS INC COM 00289Y107 4,897 306,097 SH   DFND 1 306,097 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 256 10,465 SH   DFND 1 2 10,465 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 20,373 832,265 SH   DFND 1 831,862 0 403
ABERDEEN EM MRKT EQTY INC COM 00301W105 602 86,112 SH   DFND 1 2 86,112 0 0
ABIOMED INC COM 003654100 735 1,799 SH   DFND 1 2 1,799 0 0
ABIOMED INC COM 003654100 208,175 509,930 SH   DFND 1 507,606 0 2,324
ABM INDUSTRIES INC COM 000957100 17,275 592,044 SH   DFND 1 592,044 0 0
ABR 5.375 11/15/20 NOTE 5.375%11/1 038923AB4 4,433 4,000,000 PRN   DFND 1 2 4,000,000 0 0
ABRAXAS PETROLEUM CORP COM 003830106 4,611 1,595,663 SH   DFND 1 1,595,663 0 0
AC IMMUNE SA SHS H00263105 478 51,448 SH   DFND 1 51,448 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 8,158 234,377 SH   DFND 1 234,377 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 2,148 517,682 SH   DFND 1 517,682 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 33,178 811,002 SH   DFND 1 806,973 0 4,029
ACADIA PHARMACEUTICALS INC COM 004225108 15,239 998,016 SH   DFND 1 998,016 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 101 6,617 SH   DFND 1 2 6,617 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 25,505 931,886 SH   DFND 1 931,886 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 28 1,295 SH   DFND 1 2 1,295 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,328 283,781 SH   DFND 1 283,587 0 194
ACCELERON PHARMA INC COM 00434H108 19,406 399,975 SH   DFND 1 399,975 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 1,302,616 7,977,848 SH   DFND 1 7,941,981 0 35,867
ACCENTURE PLC-CL A SHS CLASS A G1151C101 443 2,713 SH   DFND 1 2 2,713 0 0
ACCESS NATIONAL CORP COM 004337101 4,023 140,671 SH   DFND 1 140,671 0 0
ACCO BRANDS CORP COM 00081T108 14,291 1,031,849 SH   DFND 1 1,031,849 0 0
ACCO BRANDS CORP COM 00081T108 667 48,176 SH   DFND 1 2 48,176 0 0
ACCURAY INC COM 004397105 3,416 833,400 SH   DFND 1 833,400 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 843 250,005 SH   DFND 1 250,005 0 0
ACETO CORP COM 004446100 742 221,776 SH   DFND 1 221,776 0 0
ACHAOGEN INC COM 004449104 21 2,472 SH   DFND 1 2 2,472 0 0
ACHAOGEN INC COM 004449104 2,867 331,134 SH   DFND 1 331,134 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 4,068 1,437,697 SH   DFND 1 1,437,697 0 0
ACI WORLDWIDE INC COM 004498101 28,366 1,149,840 SH   DFND 1 1,144,122 0 5,718
ACLARIS THERAPEUTICS INC COM 00461U105 5,325 266,653 SH   DFND 1 266,653 0 0
ACM RESEARCH INC-CLASS A COM CL A 00108J109 669 62,102 SH   DFND 1 62,102 0 0
ACNB CORP COM 000868109 1,473 43,269 SH   DFND 1 43,269 0 0
ACORDA THERAPEUTICS INC COM 00484M106 56 1,977 SH   DFND 1 2 1,977 0 0
ACORDA THERAPEUTICS INC COM 00484M106 14,319 498,923 SH   DFND 1 498,923 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 199 312,355 SH   DFND 1 312,355 0 0
ACTIVISION BLIZZARD INC COM 00507V109 632,904 8,310,679 SH   DFND 1 8,231,680 0 78,999
ACTUANT CORP-A CL A NEW 00508X203 16,577 564,823 SH   DFND 1 564,823 0 0
ACUITY BRANDS INC COM 00508Y102 400 3,456 SH   DFND 1 2 3,456 0 0
ACUITY BRANDS INC COM 00508Y102 56,296 486,148 SH   DFND 1 484,135 0 2,013
ACUSHNET HOLDINGS CORP COM 005098108 8,889 363,446 SH   DFND 1 363,446 0 0
ACXIOM CORP COM 005125109 23,536 785,856 SH   DFND 1 782,079 0 3,777
ADAMAS PHARMACEUTICALS INC COM 00548A106 5,137 198,894 SH   DFND 1 198,894 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 598 187,055 SH   DFND 1 187,055 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 2,258 146,490 SH   DFND 1 2 146,490 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 3,863 192,306 SH   DFND 1 2 192,306 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 860 20,012 SH   DFND 1 20,012 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 465 39,248 SH   DFND 1 39,248 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 22 1,889 SH   DFND 1 2 1,889 0 0
ADDUS HOMECARE CORP COM 006739106 4,419 77,193 SH   DFND 1 77,193 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 15 11,928 SH   DFND 1 11,928 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 1,169 139,192 SH   DFND 1 139,192 0 0
ADIENT PLC ORD SHS G0084W101 43,544 885,238 SH   DFND 1 885,092 0 146
ADMA BIOLOGICS INC COM 000899104 907 201,110 SH   DFND 1 201,110 0 0
ADOBE SYSTEMS INC COM 00724F101 1,388,369 5,706,243 SH   DFND 1 5,655,368 0 50,875
ADOMANI INC COM 00726A100 40 37,067 SH   DFND 1 37,067 0 0
ADT INC COM 00090Q103 1 157 SH   DFND 1 2 157 0 0
ADT INC COM 00090Q103 13,124 1,517,252 SH   DFND 1 1,517,252 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 26,326 547,331 SH   DFND 1 544,379 0 2,952
ADTRAN INC COM 00738A106 7,485 504,077 SH   DFND 1 504,077 0 0
ADURO BIOTECH INC COM 00739L101 3,509 501,326 SH   DFND 1 501,326 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 113,587 838,813 SH   DFND 1 834,885 0 3,928
ADVANCED DISPOSAL SERVICES I COM 00790X101 11,891 479,877 SH   DFND 1 479,877 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 11,595 406,159 SH   DFND 1 406,159 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 2,583 227,400 SH   DFND 1 227,400 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 556 9,572 SH   DFND 1 2 9,572 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 23,622 406,655 SH   DFND 1 406,655 0 0
ADVANCED MICRO DEVICES COM 007903107 23 1,580 SH   DFND 1 2 1,580 0 0
ADVANCED MICRO DEVICES COM 007903107 159,093 10,632,270 SH   DFND 1 10,588,059 0 44,211
ADVANSIX INC COM 00773T101 10,323 281,825 SH   DFND 1 281,825 0 0
ADVAXIS INC COM NEW 007624208 294 203,102 SH   DFND 1 203,102 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 2,435 459,595 SH   DFND 1 459,595 0 0
AECOM COM 00766T100 50,408 1,526,130 SH   DFND 1 1,518,255 0 7,875
AEGION CORP COM 00770F104 8,640 335,553 SH   DFND 1 335,553 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 1,559 147,404 SH   DFND 1 147,404 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SH 007924103 208 35,234 SH   DFND 1 31,794 0 3,440
AEHR TEST SYSTEMS COM 00760J108 230 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 90 59,740 SH   DFND 1 59,740 0 0
AERCAP HOLDINGS NV SHS N00985106 24,565 456,065 SH   DFND 1 456,065 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 27,031 400,169 SH   DFND 1 400,169 0 0
AEROHIVE NETWORKS INC COM 007786106 1,398 352,354 SH   DFND 1 352,354 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 20,269 687,340 SH   DFND 1 687,340 0 0
AEROVIRONMENT INC COM 008073108 15,394 215,521 SH   DFND 1 215,521 0 0
AES CORP COM 00130H105 108,311 8,092,799 SH   DFND 1 8,057,702 0 35,097
AETHLON MEDICAL INC COM NEW 00808Y208 79 62,035 SH   DFND 1 62,035 0 0
AETNA INC COM 00817Y108 4,037 22,000 SH   DFND 1 2 22,000 0 0
AETNA INC COM 00817Y108 650,554 3,553,021 SH   DFND 1 3,534,968 0 18,053
AEVI GENOMIC MEDICINE INC COM 00835P105 185 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 93,245 628,517 SH   DFND 1 625,635 0 2,882
AFFILIATED MANAGERS GROUP COM 008252108 380 2,558 SH   DFND 1 2 2,558 0 0
AFFIMED NV COM N01045108 84 51,220 SH   DFND 1 51,220 0 0
AFLAC INC COM 001055102 30 718 SH   DFND 1 2 718 0 0
AFLAC INC COM 001055102 405,797 9,451,225 SH   DFND 1 9,408,104 0 43,121
AG MORTGAGE INVESTMENT TRUST COM 001228105 4,918 261,784 SH   DFND 1 258,786 0 2,998
AG MORTGAGE INVESTMENT TRUST COM 001228105 32 1,745 SH   DFND 1 2 1,745 0 0
AGCO CORP COM 001084102 69,876 1,151,166 SH   DFND 1 1,147,925 0 3,241
AGCO CORP COM 001084102 64 1,068 SH   DFND 1 2 1,068 0 0
AGENUS INC COM NEW 00847G705 1,895 835,007 SH   DFND 1 835,007 0 0
AGILE THERAPEUTICS INC COM 00847L100 91 185,857 SH   DFND 1 185,857 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 237,145 3,842,492 SH   DFND 1 3,824,614 0 17,878
AGILENT TECHNOLOGIES INC COM 00846U101 579 9,374 SH   DFND 1 2 9,374 0 0
AGILYSYS INC COM 00847J105 2,633 169,908 SH   DFND 1 169,908 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 39,786 472,359 SH   DFND 1 472,359 0 0
AGNC INVESTMENT CORP COM 00123Q104 108,025 5,813,635 SH   DFND 1 5,806,860 0 6,775
AGNICO EAGLE MINES LTD COM 008474108 153 3,345 SH   DFND 1 3,080 0 265
AGREE REALTY CORP COM 008492100 15,327 290,454 SH   DFND 1 290,454 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 1,969 280,914 SH   DFND 1 280,914 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 11,471 426,593 SH   DFND 1 426,593 0 0
AIR LEASE CORP CL A 00912X302 36,760 875,865 SH   DFND 1 875,865 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 30 197 SH   DFND 1 2 197 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 366,229 2,356,914 SH   DFND 1 2,344,803 0 12,111
AIR TRANSPORT SERVICES GROUP COM 00922R105 11,401 504,694 SH   DFND 1 504,694 0 0
AIRCASTLE LTD COM G0129K104 35 1,718 SH   DFND 1 2 1,718 0 0
AIRCASTLE LTD COM G0129K104 10,473 510,893 SH   DFND 1 510,893 0 0
AIRGAIN INC COM 00938A104 282 30,780 SH   DFND 1 30,780 0 0
AIRMEDIA GROUP INC-ADR SPONSORED ADR 009411109 13 20,876 SH   DFND 1 20,876 0 0
AK STEEL HOLDING CORP COM 001547108 12,255 2,823,916 SH   DFND 1 2,823,916 0 0
AK STEEL HOLDING CORP COM 001547108 36 8,372 SH   DFND 1 2 8,372 0 0
AKAM 0 02/15/19 DBCV 2/1 00971TAG6 5,010 5,000,000 PRN   DFND 1 2 5,000,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 149,737 2,048,828 SH   DFND 1 2,039,773 0 9,055
AKCEA THERAPEUTICS INC COM 00972L107 4,816 203,131 SH   DFND 1 203,131 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 5,842 585,394 SH   DFND 1 584,365 0 1,029
AKERS BIOSCIENCES INC COM 00973E102 177 458,458 SH   DFND 1 458,458 0 0
AKORN INC COM 009728106 16,247 979,325 SH   DFND 1 974,720 0 4,605
AKOUSTIS TECHNOLOGIES INC COM 00973N102 410 56,508 SH   DFND 1 56,508 0 0
ALAMO GROUP INC COM 011311107 34 387 SH   DFND 1 2 387 0 0
ALAMO GROUP INC COM 011311107 9,767 108,094 SH   DFND 1 108,094 0 0
ALARM.COM HOLDINGS INC COM 011642105 11,751 291,018 SH   DFND 1 291,018 0 0
ALASKA AIR GROUP INC COM 011659109 101,898 1,689,480 SH   DFND 1 1,682,539 0 6,941
ALASKA COMM SYSTEMS GROUP COM 01167P101 639 361,214 SH   DFND 1 361,214 0 0
ALBANY INTL CORP-CL A CL A 012348108 16,106 267,770 SH   DFND 1 267,770 0 0
ALBEMARLE CORP COM 012653101 119,944 1,274,184 SH   DFND 1 1,268,038 0 6,146
ALBIREO PHARMA INC COM 01345P106 2,886 81,296 SH   DFND 1 81,296 0 0
ALCOA CORP COM 013872106 86,775 1,851,012 SH   DFND 1 1,850,431 0 581
ALCOA CORP COM 013872106 65 1,394 SH   DFND 1 2 1,394 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 9,418 596,126 SH   DFND 1 596,126 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 1,174 147,737 SH   DFND 1 147,737 0 0
ALEXANDER & BALDWIN INC COM 014491104 16,375 696,830 SH   DFND 1 693,515 0 3,315
ALEXANDER'S INC COM 014752109 11,845 30,958 SH   DFND 1 30,958 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 175,284 1,391,605 SH   DFND 1 1,386,140 0 5,465
ALEXION PHARMACEUTICALS INC COM 015351109 204 1,644 SH   DFND 1 2 1,644 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 301,807 2,436,265 SH   DFND 1 2,413,223 0 23,042
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 357,770 1,943,914 SH   DFND 1 1,943,194 0 720
ALICO INC COM 016230104 1,000 31,565 SH   DFND 1 31,565 0 0
ALIGN TECHNOLOGY INC COM 016255101 109 320 SH   DFND 1 2 320 0 0
ALIGN TECHNOLOGY INC COM 016255101 339,466 993,934 SH   DFND 1 986,006 0 7,928
ALIMERA SCIENCES INC COM 016259103 141 144,795 SH   DFND 1 144,795 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 47 24,901 SH   DFND 1 24,901 0 0
ALKERMES PLC SHS G01767105 59,035 1,435,164 SH   DFND 1 1,435,040 0 124
ALLEGHANY CORP COM 017175100 80,336 139,828 SH   DFND 1 139,078 0 750
ALLEGHENY TECHNOLOGIES INC COM 01741R102 29,235 1,163,817 SH   DFND 1 1,157,648 0 6,169
ALLEGIANCE BANCSHARES INC COM 01748H107 5,678 130,982 SH   DFND 1 130,982 0 0
ALLEGIANT TRAVEL CO COM 01748X102 17,591 126,606 SH   DFND 1 126,606 0 0
ALLEGION PLC ORD SHS G0176J109 87,856 1,137,966 SH   DFND 1 1,132,927 0 5,039
ALLEGION PLC ORD SHS G0176J109 136 1,759 SH   DFND 1 2 1,759 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 784 60,182 SH   DFND 1 60,182 0 0
ALLERGAN PLC SHS G0177J108 647,546 3,892,060 SH   DFND 1 3,873,595 0 18,465
ALLERGAN PLC SHS G0177J108 320 1,920 SH   DFND 1 2 1,920 0 0
ALLETE INC COM NEW 018522300 44,564 575,699 SH   DFND 1 573,181 0 2,518
ALLIANCE DATA SYSTEMS CORP COM 018581108 144,300 619,945 SH   DFND 1 617,387 0 2,558
ALLIANCE DATA SYSTEMS CORP COM 018581108 175 754 SH   DFND 1 2 754 0 0
ALLIANCE MMA INC COM 018626101 10 31,107 SH   DFND 1 31,107 0 0
ALLIANCE ONE INTERNATIONAL COM NEW 018772301 1,134 71,571 SH   DFND 1 71,571 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 2,178 118,737 SH   DFND 1 118,737 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 673 36,716 SH   DFND 1 2 36,716 0 0
ALLIANCEBERNSTEIN GL HI INC COM 01879R106 159 13,845 SH   DFND 1 2 13,845 0 0
ALLIANT ENERGY CORP COM 018802108 122,075 2,890,143 SH   DFND 1 2,877,359 0 12,784
ALLIED MOTION TECHNOLOGIES COM 019330109 3,325 69,452 SH   DFND 1 69,452 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 1,002 24,764 SH   DFND 1 2 24,764 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 82,988 2,049,599 SH   DFND 1 2,049,599 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 97 18,186 SH   DFND 1 18,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 24,873 2,072,775 SH   DFND 1 2,059,295 0 13,480
ALLSTATE CORP COM 020002101 397,795 4,366,845 SH   DFND 1 4,348,193 0 18,652
ALLSTATE CORP COM 020002101 184 2,025 SH   DFND 1 2 2,025 0 0
ALLY FINANCIAL INC COM 02005N100 98,574 3,755,278 SH   DFND 1 3,755,278 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 79,400 806,745 SH   DFND 1 806,621 0 124
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,697 259,687 SH   DFND 1 259,687 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 3,968,012 3,521,184 SH   DFND 1 3,490,211 0 30,973
ALPHABET INC-CL C CAP STK CL C 02079K107 4,021,320 3,611,742 SH   DFND 1 3,578,023 0 33,719
ALPHATEC HOLDINGS INC COM NEW 02081G201 140 47,147 SH   DFND 1 47,147 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 238 31,490 SH   DFND 1 31,490 0 0
ALTA MESA RESOURCES INC CL A 02133L109 7,448 1,093,735 SH   DFND 1 1,093,735 0 0
ALTA MESA RESOURCES INC CL A 02133L109 1,420 208,638 SH   DFND 1 2 208,638 0 0
ALTABA INC COM 021346101 2,906 39,700 SH   DFND 1 2 39,700 0 0
ALTABA INC COM 021346101 1,154 15,769 SH   DFND 1 15,463 0 306
ALTAIR ENGINEERING INC - A COM CL A 021369103 8,271 241,994 SH   DFND 1 241,994 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 9,047 237,099 SH   DFND 1 237,099 0 0
ALTICE USA INC- A CL A 02156K103 682 40,000 SH   DFND 1 2 40,000 0 0
ALTICE USA INC- A CL A 02156K103 12,987 761,267 SH   DFND 1 761,267 0 0
ALTIMMUNE INC COM 02155H101 13 30,652 SH   DFND 1 29,955 0 697
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 3,459 118,599 SH   DFND 1 118,599 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 12,788 296,716 SH   DFND 1 296,716 0 0
ALTRIA GROUP INC COM 02209S103 1,282,487 22,628,162 SH   DFND 1 22,527,728 0 100,434
AMAG PHARMACEUTICALS INC COM 00163U106 7,613 390,460 SH   DFND 1 390,333 0 127
AMAG PHARMACEUTICALS INC COM 00163U106 272 13,990 SH   DFND 1 2 13,990 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 866 280,508 SH   DFND 1 280,508 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 254 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 7,833,973 4,618,431 SH   DFND 1 4,572,494 0 45,937
AMAZON.COM INC COM 023135106 256 151 SH   DFND 1 2 151 0 0
AMBAC FINANCIAL GROUP INC COM NEW 023139884 8,810 443,854 SH   DFND 1 443,854 0 0
AMBARELLA INC SHS G037AX101 4,211 109,088 SH   DFND 1 109,044 0 44
AMBER ROAD INC COM 02318Y108 1,797 191,071 SH   DFND 1 191,071 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 540 116,742 SH   DFND 1 2 116,742 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 954 206,104 SH   DFND 1 206,104 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 7,578 476,655 SH   DFND 1 476,655 0 0
AMC NETWORKS INC-A CL A 00164V103 26,661 428,634 SH   DFND 1 426,381 0 2,253
AMDOCS LTD SHS G02602103 29,201 441,170 SH   DFND 1 441,170 0 0
AMEDISYS INC COM 023436108 24,792 290,110 SH   DFND 1 290,110 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 2,197 54,928 SH   DFND 1 54,928 0 0
AMERCO COM 023586100 26,760 75,195 SH   DFND 1 75,195 0 0
AMEREN CORPORATION COM 023608102 170,222 2,803,237 SH   DFND 1 2,789,907 0 13,330
AMERESCO INC-CL A CL A 02361E108 2,046 170,554 SH   DFND 1 170,554 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 248 39,141 SH   DFND 1 39,141 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 193,344 5,101,430 SH   DFND 1 5,056,315 0 45,115
AMERICAN AIRLINES GROUP INC COM 02376R102 26 705 SH   DFND 1 2 705 0 0
AMERICAN ASSETS TRUST INC COM 024013104 18,519 483,668 SH   DFND 1 483,668 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 20,247 1,301,242 SH   DFND 1 1,301,242 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 65,385 1,524,841 SH   DFND 1 1,518,131 0 6,710
AMERICAN EAGLE OUTFITTERS COM 02553E106 177 7,638 SH   DFND 1 2 7,638 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 35,954 1,546,449 SH   DFND 1 1,537,446 0 9,003
AMERICAN ELECTRIC POWER COM 025537101 370,355 5,359,839 SH   DFND 1 5,333,003 0 26,836
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 14 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 31,113 864,276 SH   DFND 1 864,276 0 0
AMERICAN EXPRESS CO COM 025816109 773,198 7,906,912 SH   DFND 1 7,867,953 0 38,959
AMERICAN FINANCIAL GROUP INC COM 025932104 69,917 651,923 SH   DFND 1 648,519 0 3,404
AMERICAN FINANCIAL GROUP INC COM 025932104 30 287 SH   DFND 1 2 287 0 0
AMERICAN HOMES 4 RENT- A CL A 02665T306 62,217 2,805,122 SH   DFND 1 2,805,122 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 507,945 9,601,708 SH   DFND 1 9,554,072 0 47,636
AMERICAN NATIONAL INSURANCE COM 028591105 12,625 105,573 SH   DFND 1 105,573 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 6,453 536,483 SH   DFND 1 536,483 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 7,408 175,971 SH   DFND 1 175,971 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 629 14,947 SH   DFND 1 2 14,947 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 3,318 84,052 SH   DFND 1 84,052 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,960 124,324 SH   DFND 1 124,324 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 181 11,472 SH   DFND 1 11,472 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 158 10,910 SH   DFND 1 2 10,910 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 4,193 287,844 SH   DFND 1 287,844 0 0
AMERICAN STATES WATER CO COM 029899101 19,386 339,165 SH   DFND 1 339,165 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 761 108,768 SH   DFND 1 108,768 0 0
AMERICAN TOWER CORP COM 03027X100 660,537 4,592,180 SH   DFND 1 4,568,204 0 23,976
AMERICAN VANGUARD CORP COM 030371108 5,701 248,414 SH   DFND 1 248,414 0 0
AMERICAN WATER WORKS CO INC COM 030420103 179,060 2,101,431 SH   DFND 1 2,091,983 0 9,448
AMERICAN WOODMARK CORP COM 030506109 13,032 142,352 SH   DFND 1 142,352 0 0
AMERICA'S CAR-MART INC COM 03062T105 4,044 65,343 SH   DFND 1 65,343 0 0
AMERICOLD REALTY TRUST COM 03064D108 12,127 550,770 SH   DFND 1 550,770 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 575 4,111 SH   DFND 1 2 4,111 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 253,532 1,815,954 SH   DFND 1 1,807,840 0 8,114
AMERIS BANCORP COM 03076K108 22,837 428,074 SH   DFND 1 428,074 0 0
AMERISAFE INC COM 03071H100 11,061 191,545 SH   DFND 1 191,545 0 0
AMERISERV FINANCIAL INC COM 03074A102 60 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 154,004 1,809,988 SH   DFND 1 1,800,296 0 9,692
AMES NATIONAL CORP COM 031001100 1,851 60,021 SH   DFND 1 60,021 0 0
AMETEK INC COM 031100100 193,988 2,693,851 SH   DFND 1 2,680,611 0 13,240
AMGEN INC COM 031162100 1,556,023 8,445,554 SH   DFND 1 8,375,494 0 70,060
AMGEN INC COM 031162100 385 2,087 SH   DFND 1 2 2,087 0 0
AMICUS THERAPEUTICS INC COM 03152W109 30,012 1,921,442 SH   DFND 1 1,921,442 0 0
AMKOR TECHNOLOGY INC COM 031652100 15,422 1,795,413 SH   DFND 1 1,795,413 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 25,966 443,108 SH   DFND 1 443,108 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 12,162 741,184 SH   DFND 1 741,184 0 0
AMPCO-PITTSBURGH CORP COM 032037103 519 50,646 SH   DFND 1 50,646 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 5,691 372,984 SH   DFND 1 372,984 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 120 7,875 SH   DFND 1 2 7,875 0 0
AMPHENOL CORP-CL A CL A 032095101 335,999 3,862,634 SH   DFND 1 3,846,638 0 15,996
AMPIO PHARMACEUTICALS INC COM 03209T109 1,522 692,173 SH   DFND 1 692,173 0 0
AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 82 72,911 SH   DFND 1 72,911 0 0
AMRN 3.5 01/15/47 NOTE 3.500% 1/2 220485AB2 4,674 4,100,000 PRN   DFND 1 2 4,100,000 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 107 17,711 SH   DFND 1 2 17,711 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 453 74,914 SH   DFND 1 74,914 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 15,037 1,032,105 SH   DFND 1 1,032,105 0 0
AMYRIS INC COM NEW 03236M200 1,624 254,198 SH   DFND 1 254,198 0 0
ANADARKO PETROLEUM CORP COM 032511107 397,809 5,443,250 SH   DFND 1 5,415,369 0 27,881
ANALOG DEVICES INC COM 032654105 428,842 4,479,685 SH   DFND 1 4,440,938 0 38,747
ANAPTYSBIO INC COM 032724106 11,452 161,216 SH   DFND 1 161,216 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 736 281,105 SH   DFND 1 281,105 0 0
ANCHOR BANCORP COM 032838104 247 9,419 SH   DFND 1 9,419 0 0
ANDEAVOR COM 03349M105 216,875 1,656,630 SH   DFND 1 1,648,730 0 7,900
ANDERSONS INC/THE COM 034164103 9,659 282,439 SH   DFND 1 282,439 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 6,310 410,317 SH   DFND 1 410,317 0 0
ANGIODYNAMICS INC COM 03475V101 13,073 587,849 SH   DFND 1 587,849 0 0
ANGIODYNAMICS INC COM 03475V101 115 5,201 SH   DFND 1 2 5,201 0 0
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 1,124 11,156 SH   DFND 1 11,156 0 0
ANI PHARMACEUTICALS INC COM 00182C103 5,833 87,334 SH   DFND 1 87,334 0 0
ANIKA THERAPEUTICS INC COM 035255108 5,280 165,023 SH   DFND 1 164,901 0 122
ANIKA THERAPEUTICS INC COM 035255108 79 2,491 SH   DFND 1 2 2,491 0 0
ANIXTER INTERNATIONAL INC COM 035290105 19,062 301,140 SH   DFND 1 300,810 0 330
ANNALY CAPITAL MANAGEMENT IN COM 035710409 157,897 15,352,187 SH   DFND 1 15,344,734 0 7,453
ANSYS INC COM 03662Q105 185,771 1,068,577 SH   DFND 1 1,064,119 0 4,458
ANTARES PHARMA INC COM 036642106 3,560 1,379,873 SH   DFND 1 1,379,873 0 0
ANTERO RESOURCES CORP COM 03674X106 64,061 3,001,752 SH   DFND 1 3,001,752 0 0
ANTHEM INC COM 036752103 718,670 3,025,330 SH   DFND 1 3,010,886 0 14,444
ANW 4 11/01/18 NOTE 4.000%11/0 Y0020QAA9 1,715 3,500,000 PRN   DFND 1 2 3,500,000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 5,279 1,062,200 SH   DFND 1 1,055,337 0 6,863
AON PLC SHS CL A G0408V102 349,666 2,554,992 SH   DFND 1 2,542,017 0 12,975
APACHE CORP COM 037411105 204,724 4,388,291 SH   DFND 1 4,367,597 0 20,694
APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 308 12,041 SH   DFND 1 12,041 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 94,875 2,245,648 SH   DFND 1 2,237,298 0 8,350
APELLIS PHARMACEUTICALS INC COM 03753U106 7,924 360,202 SH   DFND 1 360,202 0 0
APERGY CORP COM 03755L104 28,654 686,326 SH   DFND 1 682,125 0 4,201
APOGEE ENTERPRISES INC COM 037598109 13,715 284,721 SH   DFND 1 284,721 0 0
APOGEE ENTERPRISES INC COM 037598109 42 890 SH   DFND 1 2 890 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 23,236 1,271,160 SH   DFND 1 1,262,637 0 8,523
APOLLO INVESTMENT CORP COM 03761U106 101 18,235 SH   DFND 1 0 0 18,235
APOLLO MEDICAL HOLDINGS INC COM NEW 03763A207 1,676 64,842 SH   DFND 1 64,842 0 0
APPFOLIO INC - A COM CL A 03783C100 608 9,958 SH   DFND 1 2 9,958 0 0
APPFOLIO INC - A COM CL A 03783C100 9,137 149,429 SH   DFND 1 149,199 0 230
APPIAN CORP CL A 03782L101 3,110 86,024 SH   DFND 1 86,024 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 62,722 3,507,945 SH   DFND 1 3,507,945 0 0
APPLE INC COM 037833100 10,582,820 57,292,985 SH   DFND 1 56,781,676 0 511,309
APPLE INC COM 037833100 245 1,324 SH   DFND 1 2 1,324 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 138 110,263 SH   DFND 1 110,263 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 338 91,456 SH   DFND 1 91,456 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 24,982 356,136 SH   DFND 1 356,136 0 0
APPLIED MATERIALS INC COM 038222105 1,018 22,051 SH   DFND 1 2 22,051 0 0
APPLIED MATERIALS INC COM 038222105 589,301 12,782,552 SH   DFND 1 12,678,200 0 104,352
APPLIED OPTOELECTRONICS INC COM 03823U102 8,565 190,773 SH   DFND 1 190,677 0 96
APPROACH RESOURCES INC COM 03834A103 1,181 484,401 SH   DFND 1 484,401 0 0
APPTIO INC - CLASS A CL A 03835C108 11,843 327,155 SH   DFND 1 327,155 0 0
APPTIO INC - CLASS A CL A 03835C108 238 6,593 SH   DFND 1 2 6,593 0 0
APRICUS BIOSCIENCES INC COM NEW 03832V307 89 228,416 SH   DFND 1 228,416 0 0
APTARGROUP INC COM 038336103 52,388 561,022 SH   DFND 1 557,960 0 3,062
APTEVO THERAPEUTICS INC COM 03835L108 552 110,643 SH   DFND 1 110,550 0 93
APTIV PLC SHS G6095L109 298,639 3,265,521 SH   DFND 1 3,251,471 0 14,050
AQUA AMERICA INC COM 03836W103 57,414 1,632,025 SH   DFND 1 1,623,293 0 8,732
AQUA METALS INC COM 03837J101 504 175,329 SH   DFND 1 175,329 0 0
AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 112 33,782 SH   DFND 1 33,782 0 0
AQUANTIA CORP COM 03842Q108 1,418 122,516 SH   DFND 1 122,516 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 1,723 110,636 SH   DFND 1 110,636 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 440 166,203 SH   DFND 1 166,203 0 0
ARADIGM CORP COM PAR 038505400 91 63,010 SH   DFND 1 63,010 0 0
ARAMARK COM 03852U106 90 2,430 SH   DFND 1 2 2,430 0 0
ARAMARK COM 03852U106 86,745 2,339,869 SH   DFND 1 2,339,869 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,712 403,049 SH   DFND 1 403,049 0 0
ARBOR REALTY TRUST INC COM 038923108 5,387 516,548 SH   DFND 1 516,548 0 0
ARBOR REALTY TRUST INC COM 038923108 1,295 124,250 SH   DFND 1 2 124,250 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 903 123,788 SH   DFND 1 123,788 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 355 200,775 SH   DFND 1 200,775 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 86 35,276 SH   DFND 1 35,276 0 0
ARCA BIOPHARMA INC COM PAR 00211Y407 27 48,679 SH   DFND 1 48,679 0 0
ARCBEST CORP COM 03937C105 12,610 275,936 SH   DFND 1 275,936 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 275 9,573 SH   DFND 1 8,931 0 642
ARCH CAPITAL GROUP LTD ORD G0450A105 106,600 4,031,475 SH   DFND 1 4,031,475 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 128 4,871 SH   DFND 1 2 4,871 0 0
ARCH COAL INC - A CL A 039380407 355 4,537 SH   DFND 1 2 4,537 0 0
ARCH COAL INC - A CL A 039380407 21,145 269,613 SH   DFND 1 269,613 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 299,387 6,545,889 SH   DFND 1 6,514,459 0 31,430
ARCHROCK INC COM 03957W106 14,793 1,232,766 SH   DFND 1 1,230,554 0 2,212
ARCONIC INC COM 03965L100 425 25,041 SH   DFND 1 2 25,041 0 0
ARCONIC INC COM 03965L100 83,429 4,914,834 SH   DFND 1 4,892,287 0 22,547
ARCUS BIOSCIENCES INC COM 03969F109 969 79,231 SH   DFND 1 79,231 0 0
ARDAGH GROUP SA CL A L0223L101 650 39,143 SH   DFND 1 39,143 0 0
ARDELYX INC COM 039697107 248 67,051 SH   DFND 1 2 67,051 0 0
ARDELYX INC COM 039697107 1,701 459,732 SH   DFND 1 459,732 0 0
ARDMORE SHIPPING CORP COM Y0207T100 782 95,436 SH   DFND 1 95,436 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 21,915 502,640 SH   DFND 1 502,640 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 3,510 254,214 SH   DFND 1 253,039 0 1,175
ARGAN INC COM 04010E109 9,432 230,345 SH   DFND 1 229,957 0 388
ARGENX SE - ADR SPONSORED ADR 04016X101 827 9,981 SH   DFND 1 9,981 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 17,891 307,676 SH   DFND 1 307,676 0 0
ARI 5.5 03/15/19 NOTE 5.500% 3/1 03762UAA3 21,475 20,136,000 PRN   DFND 1 2 20,136,000 0 0
ARISTA NETWORKS INC COM 040413106 110,142 428,093 SH   DFND 1 428,093 0 0
ARK RESTAURANTS CORP COM 040712101 215 8,457 SH   DFND 1 8,457 0 0
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,848 276,301 SH   DFND 1 270,584 0 5,717
ARMADA HOFFLER PROPERTIES IN COM 04208T108 6,280 421,488 SH   DFND 1 421,488 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 8,726 382,566 SH   DFND 1 380,180 0 2,386
ARMSTRONG FLOORING INC COM 04238R106 2,882 205,298 SH   DFND 1 205,298 0 0
ARMSTRONG FLOORING INC COM 04238R106 376 26,816 SH   DFND 1 2 26,816 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 27,562 436,109 SH   DFND 1 436,109 0 0
AROTECH CORP COM NEW 042682203 572 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 3,766 681,025 SH   DFND 1 681,025 0 0
ARQULE INC COM 04269E107 51 9,626 SH   DFND 1 2 9,626 0 0
ARRAY BIOPHARMA INC COM 04269X105 36,589 2,180,551 SH   DFND 1 2,180,551 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 51,410 2,103,095 SH   DFND 1 2,094,498 0 8,597
ARRIS INTERNATIONAL PLC SHS G0551A103 152 6,231 SH   DFND 1 2 6,231 0 0
ARROW ELECTRONICS INC COM 042735100 113 1,514 SH   DFND 1 2 1,514 0 0
ARROW ELECTRONICS INC COM 042735100 62,929 836,581 SH   DFND 1 832,279 0 4,302
ARROW FINANCIAL CORP COM 042744102 4,202 115,441 SH   DFND 1 115,441 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 11,885 873,912 SH   DFND 1 873,912 0 0
ARSANIS INC COM 042873109 145 40,079 SH   DFND 1 40,079 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,867 125,554 SH   DFND 1 125,554 0 0
ARTHUR J GALLAGHER & CO COM 363576109 139,131 2,135,636 SH   DFND 1 2,125,964 0 9,672
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 450 14,948 SH   DFND 1 2 14,948 0 0
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 20,614 683,728 SH   DFND 1 682,434 0 1,294
ASBURY AUTOMOTIVE GROUP COM 043436104 12,257 178,807 SH   DFND 1 178,807 0 0
ASCENA RETAIL GROUP INC COM 04351G101 7,623 1,913,139 SH   DFND 1 1,913,139 0 0
ASCENA RETAIL GROUP INC COM 04351G101 212 53,409 SH   DFND 1 2 53,409 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 1,798 27,042 SH   DFND 1 27,042 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 195 69,646 SH   DFND 1 69,646 0 0
ASE TECHNOLOGY HOLDING -ADR SPONSORED ADS 00215W100 73 16,041 SH   DFND 1 11,216 0 4,825
ASE TECHNOLOGY HOLDING -ADR SPONSORED ADS 00215W100 504 109,600 SH   DFND 1 2 109,600 0 0
ASGN INC COM 00191U102 35,889 459,005 SH   DFND 1 459,005 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 57 7,060 SH   DFND 1 2 7,060 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 8,800 1,086,527 SH   DFND 1 1,085,973 0 554
ASHFORD INC COM 044104107 180 2,793 SH   DFND 1 2 2,793 0 0
ASHFORD INC COM 044104107 501 7,732 SH   DFND 1 7,732 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 44,039 563,303 SH   DFND 1 560,240 0 3,063
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 10,757 54,341 SH   DFND 1 50,599 0 3,742
ASPEN AEROGELS INC COM 04523Y105 464 94,870 SH   DFND 1 94,870 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 21,552 529,535 SH   DFND 1 526,611 0 2,924
ASPEN TECHNOLOGY INC COM 045327103 66,331 715,239 SH   DFND 1 715,239 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 6,539 166,788 SH   DFND 1 166,788 0 0
ASSOCIATED BANC-CORP COM 045487105 41,817 1,531,783 SH   DFND 1 1,523,479 0 8,304
ASSOCIATED BANC-CORP COM 045487105 2 107 SH   DFND 1 2 107 0 0
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,372 36,179 SH   DFND 1 36,179 0 0
ASSURANT INC COM 04621X108 70,228 679,868 SH   DFND 1 677,056 0 2,812
ASSURED GUARANTY LTD COM G0585R106 38,125 1,067,045 SH   DFND 1 1,067,045 0 0
ASTA FUNDING INC COM 046220109 136 39,457 SH   DFND 1 39,457 0 0
ASTEC INDUSTRIES INC COM 046224101 12,549 209,864 SH   DFND 1 209,864 0 0
ASTERIAS BIOTHERAPEUTICS COM SER A 04624N107 172 127,543 SH   DFND 1 127,543 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 1,779 50,688 SH   DFND 1 48,736 0 1,952
ASTRONICS CORP COM 046433108 8,691 241,644 SH   DFND 1 241,644 0 0
ASTRONOVA INC COM 04638F108 1,526 80,975 SH   DFND 1 80,975 0 0
ASTROTECH CORP COM NEW 046484200 32 10,359 SH   DFND 1 10,359 0 0
ASURE SOFTWARE INC COM 04649U102 1,808 113,357 SH   DFND 1 113,357 0 0
AT HOME GROUP INC COM 04650Y100 9,355 238,976 SH   DFND 1 238,976 0 0
AT&T INC COM 00206R102 1,968 61,304 SH   DFND 1 2 61,304 0 0
AT&T INC COM 00206R102 2,706,734 84,468,676 SH   DFND 1 84,066,300 0 402,376
ATARA BIOTHERAPEUTICS INC COM 046513107 15,643 425,680 SH   DFND 1 425,680 0 0
ATHENAHEALTH INC COM 04685W103 58,729 369,042 SH   DFND 1 369,042 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 51,272 1,170,426 SH   DFND 1 1,170,426 0 0
ATHENEX INC COM 04685N103 7,530 403,580 SH   DFND 1 403,580 0 0
ATHERSYS INC COM 04744L106 2,529 1,283,964 SH   DFND 1 1,283,964 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 13,314 641,021 SH   DFND 1 641,021 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 240 11,603 SH   DFND 1 2 11,603 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 5,050 257,030 SH   DFND 1 252,699 0 4,331
ATLANTIC POWER CORP COM NEW 04878Q863 1,054 478,011 SH   DFND 1 478,011 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 66 30,040 SH   DFND 1 2 30,040 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,725 85,507 SH   DFND 1 84,872 0 635
ATLANTICUS HOLDINGS CORP COM 04914Y102 147 71,490 SH   DFND 1 71,490 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 18,379 256,335 SH   DFND 1 256,335 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 570 65,227 SH   DFND 1 65,227 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 12,529 200,402 SH   DFND 1 200,402 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 547 8,760 SH   DFND 1 2 8,760 0 0
ATMOS ENERGY CORP COM 049560105 89,392 992,436 SH   DFND 1 986,986 0 5,450
ATN INTERNATIONAL INC COM 00215F107 5,965 113,038 SH   DFND 1 113,038 0 0
ATOMERA INC COM 04965B100 260 42,496 SH   DFND 1 42,496 0 0
ATOSSA GENETICS INC COM PAR 04962H506 34 15,769 SH   DFND 1 15,769 0 0
ATRICURE INC COM 04963C209 8,645 319,628 SH   DFND 1 319,628 0 0
ATRICURE INC COM 04963C209 22 836 SH   DFND 1 2 836 0 0
ATRION CORPORATION COM 049904105 10,019 16,716 SH   DFND 1 16,716 0 0
ATRION CORPORATION COM 049904105 325 543 SH   DFND 1 2 543 0 0
ATTUNITY LTD SHS NEW M15332121 227 19,613 SH   DFND 1 19,613 0 0
ATYR PHARMA INC COM 002120103 96 106,008 SH   DFND 1 106,008 0 0
AUBURN NATL BANCORPORATION COM 050473107 478 9,644 SH   DFND 1 9,644 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 12,034 314,950 SH   DFND 1 314,950 0 0
AUDIOCODES LTD ORD M15342104 283 36,496 SH   DFND 1 2 36,496 0 0
AUDIOCODES LTD ORD M15342104 159 20,574 SH   DFND 1 20,574 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 365 64,985 SH   DFND 1 64,985 0 0
AURIS MEDICAL HOLDING AG COM H0381L104 14 18,206 SH   DFND 1 18,206 0 0
AUTODESK INC COM 052769106 338,155 2,584,599 SH   DFND 1 2,561,864 0 22,735
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 10,575 105,501 SH   DFND 1 105,501 0 0
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 167 1,662 SH   DFND 1 2 1,662 0 0
AUTOLIV INC COM 052800109 85,594 598,378 SH   DFND 1 598,378 0 0
AUTOMATIC DATA PROCESSING COM 053015103 745,458 5,567,852 SH   DFND 1 5,521,729 0 46,123
AUTONATION INC COM 05329W102 25,380 522,439 SH   DFND 1 519,538 0 2,901
AUTOWEB INC COM 05335B100 349 77,300 SH   DFND 1 77,300 0 0
AUTOZONE INC COM 053332102 47 71 SH   DFND 1 2 71 0 0
AUTOZONE INC COM 053332102 209,329 312,644 SH   DFND 1 311,229 0 1,415
AV HOMES INC COM 00234P102 1,581 73,902 SH   DFND 1 2 73,902 0 0
AV HOMES INC COM 00234P102 2,404 112,351 SH   DFND 1 111,943 0 408
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 226 36,999 SH   DFND 1 36,999 0 0
AVALONBAY COMMUNITIES INC COM 053484101 336,948 1,963,555 SH   DFND 1 1,956,221 0 7,334
AVANGRID INC COM 05351W103 26,005 491,316 SH   DFND 1 491,316 0 0
AVAYA HOLDINGS CORP COM 05351X101 473 23,594 SH   DFND 1 2 23,594 0 0
AVAYA HOLDINGS CORP COM 05351X101 19,573 974,755 SH   DFND 1 972,281 0 2,474
AVEO PHARMACEUTICALS INC COM 053588109 2,211 978,544 SH   DFND 1 978,544 0 0
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AVID TECHNOLOGY INC COM 05367P100 1,542 296,648 SH   DFND 1 296,648 0 0
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AVNET INC COM 053807103 51,099 1,192,116 SH   DFND 1 1,186,323 0 5,793
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AVX CORP COM 002444107 7,937 506,536 SH   DFND 1 505,987 0 549
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AXA EQUITABLE HOLDINGS INC COM 054561105 21,009 1,019,397 SH   DFND 1 1,019,397 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 58,529 1,932,434 SH   DFND 1 1,932,434 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 6,235 314,947 SH   DFND 1 314,947 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 45,510 818,774 SH   DFND 1 818,774 0 0
AXOGEN INC COM 05463X106 16,612 330,591 SH   DFND 1 329,789 0 802
AXOGEN INC COM 05463X106 142 2,833 SH   DFND 1 2 2,833 0 0
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AXSOME THERAPEUTICS INC COM 05464T104 301 94,205 SH   DFND 1 94,205 0 0
AXT INC COM 00246W103 2,542 360,623 SH   DFND 1 360,623 0 0
AZZ INC COM 002474104 10,616 244,344 SH   DFND 1 244,344 0 0
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B&G FOODS INC COM 05508R106 18,337 613,311 SH   DFND 1 612,436 0 875
B. RILEY FINANCIAL INC COM 05580M108 3,966 175,903 SH   DFND 1 175,903 0 0
B2GOLD CORP COM 11777Q209 116 44,974 SH   DFND 1 44,974 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 2,920 1,227,038 SH   DFND 1 1,227,038 0 0
BADGER METER INC COM 056525108 13,662 305,658 SH   DFND 1 305,658 0 0
BAIDU INC - SPON ADR SPON ADR REP A 056752108 156,078 646,004 SH   DFND 1 631,909 0 14,095
BAKER HUGHES A GE CO CL A 05722G100 330 10,000 SH   DFND 1 2 10,000 0 0
BAKER HUGHES A GE CO CL A 05722G100 147,272 4,468,678 SH   DFND 1 4,446,461 0 22,217
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BALDWIN & LYONS INC -CL B CL B 74368L203 2,301 94,311 SH   DFND 1 94,311 0 0
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BALL CORP COM 058498106 279 7,858 SH   DFND 1 2 7,858 0 0
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BALLARD POWER SYSTEMS INC COM 058586108 366 127,591 SH   DFND 1 127,591 0 0
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BANCFIRST CORP COM 05945F103 16,687 281,881 SH   DFND 1 281,881 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 199 28,532 SH   DFND 1 20,798 0 7,734
BANCO SANTANDER SA-SPON ADR ADR 05964H105 481 90,138 SH   DFND 1 79,364 0 10,774
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BANCORP INC/THE COM 05969A105 5,697 544,663 SH   DFND 1 544,663 0 0
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BANCROFT FUND LTD COM 059695106 1,440 65,857 SH   DFND 1 2 65,857 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 971 25,586 SH   DFND 1 25,586 0 0
BANK OF AMERICA CORP COM 060505104 3,109,259 110,522,859 SH   DFND 1 110,003,694 0 519,165
BANK OF AMERICA CORP COM 060505104 692 24,574 SH   DFND 1 2 24,574 0 0
BANK OF AMERICA CORP-CW18 *W EXP 10/28/201 060505153 48 79,654 SH   DFND 1 2 79,654 0 0
BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 11,059 677,640 SH   DFND 1 2 677,640 0 0
BANK OF COMMERCE HOLDINGS COM 06424J103 2,275 178,484 SH   DFND 1 178,484 0 0
BANK OF HAWAII CORP COM 062540109 35,286 422,993 SH   DFND 1 420,921 0 2,072
BANK OF MARIN BANCORP/CA COM 063425102 4,768 58,975 SH   DFND 1 58,975 0 0
BANK OF MONTREAL COM 063671101 45,290 590,150 SH   DFND 1 589,451 0 699
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BANK OF SOUTH CAROLINA CORP COM 065066102 233 11,294 SH   DFND 1 11,294 0 0
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BANKUNITED INC COM 06652K103 43,450 1,063,648 SH   DFND 1 1,063,648 0 0
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BANNER CORPORATION COM NEW 06652V208 19,495 324,228 SH   DFND 1 324,228 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 1,428 26,119 SH   DFND 1 26,119 0 0
BAR HARBOR BANKSHARES COM 066849100 4,363 144,048 SH   DFND 1 144,048 0 0
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BARCLAYS PLC-SPONS ADR ADR 06738E204 905 90,319 SH   DFND 1 87,530 0 2,789
BARNES & NOBLE EDUCATION INC COM 06777U101 1,821 322,886 SH   DFND 1 322,703 0 183
BARNES & NOBLE EDUCATION INC COM 06777U101 8 1,592 SH   DFND 1 2 1,592 0 0
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BARRETT BUSINESS SVCS INC COM 068463108 387 4,012 SH   DFND 1 2 4,012 0 0
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BAYTEX ENERGY CORP COM 07317Q105 669 201,522 SH   DFND 1 2 201,522 0 0
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BBX CAPITAL CORP CL A 05491N104 6,040 668,911 SH   DFND 1 668,911 0 0
BCB BANCORP INC COM 055298103 1,806 120,424 SH   DFND 1 120,424 0 0
BCE INC COM 05534B760 12,437 308,326 SH   DFND 1 307,230 0 1,096
BEACON ROOFING SUPPLY INC COM 073685109 28,907 678,268 SH   DFND 1 678,268 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 313 27,995 SH   DFND 1 27,995 0 0
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BEAZER HOMES USA INC COM NEW 07556Q881 64 4,355 SH   DFND 1 2 4,355 0 0
BECTON DICKINSON AND CO COM 075887109 690,445 2,888,490 SH   DFND 1 2,873,711 0 14,779
BED BATH & BEYOND INC COM 075896100 104 5,235 SH   DFND 1 2 5,235 0 0
BED BATH & BEYOND INC COM 075896100 34,863 1,749,733 SH   DFND 1 1,742,854 0 6,879
BEIGENE LTD-ADR SPONSORED ADR 07725L102 3,818 24,841 SH   DFND 1 24,841 0 0
BEL FUSE INC-CL B CL B 077347300 1,895 90,713 SH   DFND 1 90,713 0 0
BELDEN INC COM 077454106 28,519 466,620 SH   DFND 1 464,628 0 1,992
BELLEROPHON THERAPEUTICS INC COM 078771102 498 205,863 SH   DFND 1 205,863 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 2,953 400,232 SH   DFND 1 400,232 0 0
BELMOND LTD-CLASS A CL A G1154H107 8,890 797,371 SH   DFND 1 797,371 0 0
BEMIS COMPANY COM 081437105 34,766 823,646 SH   DFND 1 819,187 0 4,459
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BENEFICIAL BANCORP INC COM 08171T102 12,851 793,319 SH   DFND 1 793,319 0 0
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BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 3,985,622 21,395,032 SH   DFND 1 21,291,391 0 103,641
BERKSHIRE HILLS BANCORP INC COM 084680107 15,013 369,786 SH   DFND 1 369,786 0 0
BERRY GLOBAL GROUP INC COM 08579W103 55,423 1,206,435 SH   DFND 1 1,206,435 0 0
BEST BUY CO INC COM 086516101 135 1,813 SH   DFND 1 2 1,813 0 0
BEST BUY CO INC COM 086516101 280,857 3,771,830 SH   DFND 1 3,757,414 0 14,416
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BG STAFFING INC COM 05544A109 162 7,000 SH   DFND 1 2 7,000 0 0
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BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 867 17,342 SH   DFND 1 15,709 0 1,633
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 273 6,079 SH   DFND 1 2 6,079 0 0
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 1,464 32,589 SH   DFND 1 31,836 0 753
BIG 5 SPORTING GOODS CORP COM 08915P101 1,578 207,673 SH   DFND 1 207,673 0 0
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BIG LOTS INC COM 089302103 16,997 406,840 SH   DFND 1 404,772 0 2,068
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BIGLARI HOLDINGS INC-B COM STK CL B 08986R309 1,782 9,716 SH   DFND 1 9,716 0 0
BIOCEPT INC COM NEW 09072V402 44 222,660 SH   DFND 1 222,660 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 5,750 1,003,496 SH   DFND 1 1,003,496 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 1,476 500,341 SH   DFND 1 500,341 0 0
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BIOMARIN PHARMACEUTICAL INC COM 09061G101 942 10,000 SH   DFND 1 2 10,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 142,924 1,518,392 SH   DFND 1 1,509,616 0 8,776
BIO-PATH HOLDINGS INC COM NEW 09057N201 78 52,458 SH   DFND 1 52,458 0 0
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BIOSCRIP INC COM 09069N108 3,708 1,265,650 SH   DFND 1 1,265,650 0 0
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BIOSPECIFICS TECHNOLOGIES COM 090931106 124 2,773 SH   DFND 1 2 2,773 0 0
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BLACK HILLS CORP COM 092113109 30,302 495,062 SH   DFND 1 492,430 0 2,632
BLACK KNIGHT INC COM 09215C105 66,064 1,233,690 SH   DFND 1 1,233,690 0 0
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BOX INC - CLASS A CL A 10316T104 29,488 1,180,024 SH   DFND 1 1,180,024 0 0
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BROADWIND ENERGY INC COM NEW 11161T207 198 84,042 SH   DFND 1 84,042 0 0
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BROWN & BROWN INC COM 115236101 61,597 2,221,340 SH   DFND 1 2,210,090 0 11,250
BROWN-FORMAN CORP-CLASS A CL A 115637100 5,542 113,433 SH   DFND 1 113,433 0 0
BROWN-FORMAN CORP-CLASS B CL B 115637209 1 25 SH   DFND 1 2 25 0 0
BROWN-FORMAN CORP-CLASS B CL B 115637209 172,619 3,528,402 SH   DFND 1 3,514,502 0 13,900
BRT APARTMENTS CORP COM 055645303 2,927 229,629 SH   DFND 1 229,629 0 0
BRUKER CORP COM 116794108 37,406 1,288,091 SH   DFND 1 1,288,091 0 0
BRUNSWICK CORP COM 117043109 49,673 770,364 SH   DFND 1 766,085 0 4,279
BRYN MAWR BANK CORP COM 117665109 8,781 189,662 SH   DFND 1 189,662 0 0
BSB BANCORP INC/MA COM 05573H108 2,301 66,917 SH   DFND 1 66,917 0 0
BSQUARE CORP COM NEW 11776U300 138 51,409 SH   DFND 1 51,409 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 182 12,609 SH   DFND 1 12,031 0 578
BT GROUP PLC-SPON ADR ADR 05577E101 250 17,340 SH   DFND 1 2 17,340 0 0
BUCKLE INC/THE COM 118440106 8,040 298,903 SH   DFND 1 298,903 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 630 82,992 SH   DFND 1 82,992 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 20,230 1,106,111 SH   DFND 1 1,106,111 0 0
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BUNGE LTD COM G16962105 553 7,945 SH   DFND 1 2 7,945 0 0
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BUSINESS FIRST BANCSHARES COM 12326C105 667 25,317 SH   DFND 1 25,317 0 0
BWX TECHNOLOGIES INC COM 05605H100 73 1,173 SH   DFND 1 2 1,173 0 0
BWX TECHNOLOGIES INC COM 05605H100 53,889 864,715 SH   DFND 1 864,715 0 0
BXMT 5.25 12/01/18 NOTE 5.250%12/0 09257WAA8 14,838 12,991,000 PRN   DFND 1 2 12,991,000 0 0
BYLINE BANCORP INC COM 124411109 3,227 144,484 SH   DFND 1 144,484 0 0
C & F FINANCIAL CORP COM 12466Q104 1,644 26,298 SH   DFND 1 26,298 0 0
C&J ENERGY SERVICES INC COM 12674R100 13,936 590,527 SH   DFND 1 590,527 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 161,595 1,934,903 SH   DFND 1 1,927,459 0 7,444
CA INC COM 12673P105 161,492 4,537,523 SH   DFND 1 4,494,529 0 42,994
CA INC COM 12673P105 347 9,758 SH   DFND 1 2 9,758 0 0
CABLE ONE INC COM 12685J105 29,401 40,095 SH   DFND 1 39,864 0 231
CABOT CORP COM 127055101 37,496 607,039 SH   DFND 1 604,004 0 3,035
CABOT MICROELECTRONICS CORP COM 12709P103 31,918 296,751 SH   DFND 1 296,751 0 0
CABOT OIL & GAS CORP COM 127097103 135,744 5,714,411 SH   DFND 1 5,690,453 0 23,958
CABOT OIL & GAS CORP COM 127097103 73 3,107 SH   DFND 1 2 3,107 0 0
CACI INTERNATIONAL INC -CL A CL A 127190304 42,637 252,964 SH   DFND 1 252,964 0 0
CACTUS INC - A CL A 127203107 8,172 241,854 SH   DFND 1 241,854 0 0
CADENCE BANCORP CL A 12739A100 13,685 474,055 SH   DFND 1 474,055 0 0
CADENCE DESIGN SYS INC COM 127387108 19 444 SH   DFND 1 2 444 0 0
CADENCE DESIGN SYS INC COM 127387108 175,693 4,063,425 SH   DFND 1 4,034,613 0 28,812
CADIZ INC COM NEW 127537207 2,845 217,209 SH   DFND 1 217,209 0 0
CAE INC COM 124765108 3,775 183,702 SH   DFND 1 181,396 0 2,306
CAESARS ENTERTAINMENT CORP COM 127686103 25,364 2,370,547 SH   DFND 1 2,370,547 0 0
CAESARSTONE LTD ORD SHS M20598104 1,292 85,612 SH   DFND 1 85,612 0 0
CAFEPRESS INC COM 12769A103 30 26,471 SH   DFND 1 26,471 0 0
CAI INTERNATIONAL INC COM 12477X106 3,470 149,347 SH   DFND 1 149,347 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 301 46,538 SH   DFND 1 46,538 0 0
CALAMP CORP COM 128126109 8,343 356,110 SH   DFND 1 356,110 0 0
CALAVO GROWERS INC COM 128246105 15,294 159,072 SH   DFND 1 159,072 0 0
CALERES INC COM 129500104 270 7,853 SH   DFND 1 2 7,853 0 0
CALERES INC COM 129500104 13,860 403,044 SH   DFND 1 403,044 0 0
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CALITHERA BIOSCIENCES INC COM 13089P101 1,318 263,686 SH   DFND 1 263,686 0 0
CALIX INC COM 13100M509 2,894 371,137 SH   DFND 1 371,137 0 0
CALLAWAY GOLF COMPANY COM 131193104 18,069 952,534 SH   DFND 1 952,534 0 0
CALLON PETROLEUM CO COM 13123X102 22,030 2,051,232 SH   DFND 1 2,040,243 0 10,989
CAL-MAINE FOODS INC COM NEW 128030202 14,091 307,340 SH   DFND 1 307,030 0 310
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 554 74,402 SH   DFND 1 74,402 0 0
CALYXT INC COM 13173L107 1,712 91,739 SH   DFND 1 91,739 0 0
CAMBIUM LEARNING GROUP INC COM 13201A107 1,722 154,519 SH   DFND 1 154,519 0 0
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CAMBRIDGE BANCORP COM 132152109 1,938 22,397 SH   DFND 1 22,397 0 0
CAMDEN NATIONAL CORP COM 133034108 7,227 158,120 SH   DFND 1 158,120 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 100,258 1,100,821 SH   DFND 1 1,096,267 0 4,554
CAMECO CORP COM 13321L108 2,803 251,371 SH   DFND 1 251,045 0 326
CAMPBELL SOUP CO COM 134429109 105,781 2,613,834 SH   DFND 1 2,603,224 0 10,610
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 7,249 290,197 SH   DFND 1 290,197 0 0
CAMTEK LTD ORD M20791105 120 16,454 SH   DFND 1 16,454 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 1,478 17,003 SH   DFND 1 16,646 0 357
CANADA GOOSE HOLDINGS INC COM 135086106 3,775 2,145 SH   DFND 1 2,145 0 0
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CANADIAN NATURAL RESOURCES COM 136385101 342 9,506 SH   DFND 1 8,839 0 667
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 544 2,972 SH   DFND 1 2,818 0 154
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CANCER GENETICS INC COM 13739U104 95 107,355 SH   DFND 1 107,355 0 0
CANNAE HOLDINGS INC COM 13765N107 11,786 635,402 SH   DFND 1 635,402 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 1,400 42,842 SH   DFND 1 40,419 0 2,423
CANTEL MEDICAL CORP COM 138098108 33,298 338,539 SH   DFND 1 336,799 0 1,740
CAPELLA EDUCATION CO COM 139594105 12,286 124,484 SH   DFND 1 124,484 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 2,832 119,889 SH   DFND 1 119,889 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 27 302 SH   DFND 1 2 302 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 504,156 5,497,532 SH   DFND 1 5,471,719 0 25,813
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 582 190,465 SH   DFND 1 2 190,465 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 213 69,888 SH   DFND 1 69,888 0 0
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CAPITOL FEDERAL FINANCIAL IN COM 14057J101 18,403 1,398,455 SH   DFND 1 1,398,455 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 159 118,686 SH   DFND 1 118,686 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 1,070 57,745 SH   DFND 1 57,745 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 8,050 899,512 SH   DFND 1 899,512 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 526 368,492 SH   DFND 1 368,492 0 0
CARA THERAPEUTICS INC COM 140755109 4,786 249,953 SH   DFND 1 249,953 0 0
CARB 2.5 04/01/22 NOTE 2.500% 4/0 141337AB1 10,377 7,000,000 PRN   DFND 1 2 7,000,000 0 0
CARBO CERAMICS INC COM 140781105 1,869 203,894 SH   DFND 1 203,894 0 0
CARBON BLACK INC COM 14081R103 3,368 129,541 SH   DFND 1 129,541 0 0
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CARDTRONICS PLC - A SHS CL A G1991C105 10,832 448,011 SH   DFND 1 448,011 0 0
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CAREDX INC COM 14167L103 3,794 310,048 SH   DFND 1 310,048 0 0
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CARGURUS INC COM CL A 141788109 9,264 266,679 SH   DFND 1 266,679 0 0
CARLISLE COS INC COM 142339100 59,262 547,160 SH   DFND 1 544,169 0 2,991
CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 1,673 78,579 SH   DFND 1 78,579 0 0
CARMAX INC COM 143130102 145,523 2,001,313 SH   DFND 1 1,991,864 0 9,449
CARNIVAL CORP UNIT 99/99/9999 143658300 29 510 SH   DFND 1 2 510 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 273,346 4,778,818 SH   DFND 1 4,755,902 0 22,916
CARNIVAL PLC-ADR ADR 14365C103 101 1,769 SH   DFND 1 2 1,769 0 0
CARNIVAL PLC-ADR ADR 14365C103 557 9,663 SH   DFND 1 9,263 0 400
CAROLINA FINANCIAL CORP COM 143873107 8,524 198,615 SH   DFND 1 198,615 0 0
CARPENTER TECHNOLOGY COM 144285103 22,847 434,604 SH   DFND 1 432,304 0 2,300
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CARRIZO OIL & GAS INC COM 144577103 46 1,677 SH   DFND 1 2 1,677 0 0
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CARS.COM INC COM 14575E105 138 4,888 SH   DFND 1 2 4,888 0 0
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CARVANA CO CL A 146869102 11,139 267,784 SH   DFND 1 267,784 0 0
CAS MEDICAL SYSTEMS INC COM PAR 124769209 34 17,768 SH   DFND 1 17,768 0 0
CASA SYSTEMS INC COM 14713L102 2,572 157,508 SH   DFND 1 157,508 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 10,334 403,543 SH   DFND 1 403,543 0 0
CASEY'S GENERAL STORES INC COM 147528103 38,029 361,912 SH   DFND 1 360,069 0 1,843
CASI PHARMACEUTICALS INC COM 14757U109 3,876 471,019 SH   DFND 1 471,019 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 8,097 117,662 SH   DFND 1 117,662 0 0
CASTLE BRANDS INC COM 148435100 938 788,428 SH   DFND 1 788,428 0 0
CASTLIGHT HEALTH INC-B CL B 14862Q100 2,673 629,104 SH   DFND 1 629,104 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 278 290,471 SH   DFND 1 290,471 0 0
CATALENT INC COM 148806102 49,240 1,175,465 SH   DFND 1 1,168,917 0 6,548
CATALYST BIOSCIENCES INC COM NEW 14888D208 1,948 166,932 SH   DFND 1 166,932 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 2,996 960,568 SH   DFND 1 960,568 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 5,683 446,471 SH   DFND 1 446,471 0 0
CATERPILLAR INC COM 149123101 903,986 6,677,365 SH   DFND 1 6,643,896 0 33,469
CATERPILLAR INC COM 149123101 207 1,527 SH   DFND 1 2 1,527 0 0
CATHAY GENERAL BANCORP COM 149150104 37,796 933,489 SH   DFND 1 929,746 0 3,743
CATM 1 12/01/20 NOTE 1.000%12/0 14161HAG3 1,854 2,000,000 PRN   DFND 1 2 2,000,000 0 0
CATO CORP-CLASS A CL A 149205106 5,869 238,398 SH   DFND 1 238,398 0 0
CATO CORP-CLASS A CL A 149205106 378 15,382 SH   DFND 1 2 15,382 0 0
CAVCO INDUSTRIES INC COM 149568107 18,922 91,127 SH   DFND 1 91,127 0 0
CAVIUM INC COM 14964U108 54,649 631,791 SH   DFND 1 631,791 0 0
CB FINANCIAL SERVICES INC COM 12479G101 1,626 47,272 SH   DFND 1 47,272 0 0
CBIZ INC COM 124805102 11,590 503,953 SH   DFND 1 503,953 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 10,882 1,953,859 SH   DFND 1 1,949,599 0 4,260
CBOE GLOBAL MARKETS INC COM 12503M108 136,499 1,314,305 SH   DFND 1 1,308,336 0 5,969
CBRE GROUP INC - A CL A 12504L109 170 3,569 SH   DFND 1 2 3,569 0 0
CBRE GROUP INC - A CL A 12504L109 167,900 3,524,340 SH   DFND 1 3,506,290 0 18,050
CBS CORP-CLASS B NON VOTING CL B 124857202 213,105 3,798,750 SH   DFND 1 3,780,420 0 18,330
CBS CORP-CLASS B NON VOTING CL B 124857202 224 4,000 SH   DFND 1 2 4,000 0 0
CBTX INC COM 12481V104 2,633 79,684 SH   DFND 1 79,684 0 0
CDK GLOBAL INC COM 12508E101 2 42 SH   DFND 1 2 42 0 0
CDK GLOBAL INC COM 12508E101 76,412 1,175,509 SH   DFND 1 1,169,088 0 6,421
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CDW CORP/DE COM 12514G108 111,770 1,384,464 SH   DFND 1 1,384,464 0 0
CECO ENVIRONMENTAL CORP COM 125141101 1,663 270,887 SH   DFND 1 270,887 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,230 896,374 SH   DFND 1 896,374 0 0
CELANESE CORP-SERIES A COM SER A 150870103 119,672 1,078,442 SH   DFND 1 1,078,442 0 0
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CELGENE CORP COM 151020104 727,702 9,179,880 SH   DFND 1 9,105,557 0 74,323
CELLDEX THERAPEUTICS INC COM 15117B103 520 1,033,790 SH   DFND 1 1,033,514 0 276
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CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 1,799 92,023 SH   DFND 1 92,023 0 0
CEL-SCI CORP COM PAR NEW 150837607 78 85,139 SH   DFND 1 85,139 0 0
CELSION CORP COM PAR NEW 15117N503 118 40,253 SH   DFND 1 40,253 0 0
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CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 31,966 1,770,023 SH   DFND 1 1,770,023 0 0
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CENTERSTATE BANK CORP COM 15201P109 20,053 672,496 SH   DFND 1 672,496 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 3,586 864,241 SH   DFND 1 864,241 0 0
CENTRAL GARDEN & PET CO COM 153527106 1,256 28,902 SH   DFND 1 28,902 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 17,582 434,448 SH   DFND 1 434,448 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7,790 271,926 SH   DFND 1 271,926 0 0
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CENTRAL VALLEY COMM BANCORP COM 155685100 2,191 103,565 SH   DFND 1 103,565 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 76 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUMINUM COMPANY COM 156431108 173 11,028 SH   DFND 1 2 11,028 0 0
CENTURY ALUMINUM COMPANY COM 156431108 7,977 506,515 SH   DFND 1 505,740 0 775
CENTURY BANCORP INC -CL A CL A NON VTG 156432106 2,057 26,927 SH   DFND 1 26,927 0 0
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CENTURY COMMUNITIES INC COM 156504300 7,045 223,328 SH   DFND 1 223,328 0 0
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CERECOR INC COM 15671L109 273 63,039 SH   DFND 1 63,039 0 0
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CESCA THERAPEUTICS INC COM NEW 157131202 7 18,295 SH   DFND 1 18,295 0 0
CEVA INC COM 157210105 110 3,658 SH   DFND 1 2 3,658 0 0
CEVA INC COM 157210105 6,872 227,555 SH   DFND 1 227,555 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 129,562 2,923,647 SH   DFND 1 2,910,664 0 12,983
CGI GROUP INC - CLASS A CL A SUB VTG 39945C109 295 4,670 SH   DFND 1 4,251 0 419
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 311 18,694 SH   DFND 1 18,694 0 0
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 136 8,172 SH   DFND 1 2 8,172 0 0
CHANNELADVISOR CORP COM 159179100 3,225 229,605 SH   DFND 1 229,605 0 0
CHARLES & COLVARD LTD COM 159765106 52 49,187 SH   DFND 1 49,187 0 0
CHARLES RIVER LABORATORIES COM 159864107 47,025 418,896 SH   DFND 1 416,544 0 2,352
CHARLES RIVER LABORATORIES COM 159864107 531 4,731 SH   DFND 1 2 4,731 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 18,790 304,639 SH   DFND 1 304,639 0 0
CHARTER COMMUNICATIONS INC-A CL A 16119P108 612,038 2,091,671 SH   DFND 1 2,070,071 0 21,600
CHARTER FINANCIAL CORP COM 16122W108 3,310 137,091 SH   DFND 1 137,091 0 0
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CHASE CORP COM 16150R104 64 550 SH   DFND 1 2 550 0 0
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CHECK POINT SOFTWARE TECH ORD M22465104 50,177 514,570 SH   DFND 1 506,755 0 7,815
CHECK POINT SOFTWARE TECH ORD M22465104 110 1,135 SH   DFND 1 2 1,135 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 24,593 446,676 SH   DFND 1 444,587 0 2,089
CHEFS' WAREHOUSE INC/THE COM 163086101 6,098 213,978 SH   DFND 1 213,978 0 0
CHEGG INC COM 163092109 238 8,594 SH   DFND 1 2 8,594 0 0
CHEGG INC COM 163092109 22,936 825,346 SH   DFND 1 825,346 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 575 51,859 SH   DFND 1 51,859 0 0
CHEMED CORP COM 16359R103 54,613 169,708 SH   DFND 1 168,926 0 782
CHEMICAL FINANCIAL CORP COM 163731102 40,140 721,052 SH   DFND 1 717,549 0 3,503
CHEMOCENTRYX INC COM 16383L106 3,064 232,700 SH   DFND 1 231,993 0 707
CHEMOCENTRYX INC COM 16383L106 0 28 SH   DFND 1 2 28 0 0
CHEMOURS CO/THE COM 163851108 71,923 1,622,585 SH   DFND 1 1,613,423 0 9,162
CHEMUNG FINANCIAL CORP COM 164024101 1,389 27,735 SH   DFND 1 27,735 0 0
CHENIERE ENERGY INC COM NEW 16411R208 106,490 1,634,882 SH   DFND 1 1,634,882 0 0
CHEROKEE INC COM 16444H102 39 71,633 SH   DFND 1 71,633 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 267 14,954 SH   DFND 1 2 14,954 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 4,412 247,042 SH   DFND 1 247,042 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,943 370,802 SH   DFND 1 2 370,802 0 0
CHESAPEAKE ENERGY CORP COM 165167107 42,137 8,041,464 SH   DFND 1 7,996,708 0 44,756
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 25,648 810,626 SH   DFND 1 810,626 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 12,151 151,988 SH   DFND 1 151,988 0 0
CHEVRON CORP COM 166764100 2,726,816 21,613,377 SH   DFND 1 21,508,316 0 105,061
CHF SOLUTIONS INC COM NEW 12542Q508 52 28,458 SH   DFND 1 28,458 0 0
CHIASMA INC COM 16706W102 66 44,047 SH   DFND 1 44,047 0 0
CHICO'S FAS INC COM 168615102 14,387 1,767,516 SH   DFND 1 1,767,216 0 300
CHICO'S FAS INC COM 168615102 273 33,559 SH   DFND 1 2 33,559 0 0
CHILDREN'S PLACE INC/THE COM 168905107 21,554 178,435 SH   DFND 1 178,435 0 0
CHILDREN'S PLACE INC/THE COM 168905107 14 121 SH   DFND 1 2 121 0 0
CHIMERA INVESTMENT CORP COM NEW 16934Q208 55,299 3,025,114 SH   DFND 1 3,019,598 0 5,516
CHIMERIX INC COM 16934W106 1,876 394,275 SH   DFND 1 394,275 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 58 13,333 SH   DFND 1 13,333 0 0
CHINA BIOLOGIC PRODUCTS HOLD COM G21515104 2,299 23,152 SH   DFND 1 23,152 0 0
CHINA COMMERCIAL CREDIT INC COM 16891K103 12 11,141 SH   DFND 1 11,141 0 0
CHINA NATURAL RESOURCES INC COM G2110U109 25 11,233 SH   DFND 1 11,233 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 66 20,593 SH   DFND 1 20,593 0 0
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CSG SYSTEMS INTL INC COM 126349109 20,493 501,441 SH   DFND 1 501,441 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 152 27,393 SH   DFND 1 27,393 0 0
CSS INDUSTRIES INC COM 125906107 229 13,608 SH   DFND 1 2 13,608 0 0
CSS INDUSTRIES INC COM 125906107 874 51,724 SH   DFND 1 51,724 0 0
CSV 2.75 03/15/21 NOTE 2.750% 3/1 143905AM9 7,053 5,890,000 PRN   DFND 1 2 5,890,000 0 0
CSW INDUSTRIALS INC COM 126402106 8,889 168,199 SH   DFND 1 168,199 0 0
CSX CORP COM 126408103 619,172 9,728,597 SH   DFND 1 9,636,732 0 91,865
CSX CORP COM 126408103 26 417 SH   DFND 1 2 417 0 0
CTI BIOPHARMA CORP COM NEW 12648L601 2,555 513,223 SH   DFND 1 513,223 0 0
CTO 4.5 03/15/20 NOTE 4.500% 3/1 210226AB2 14,787 14,149,000 PRN   DFND 1 2 14,149,000 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 45,935 969,705 SH   DFND 1 946,054 0 23,651
CTRP 1.25 10/15/18 NOTE 1.250%10/1 22943FAD2 24,420 20,000,000 PRN   DFND 1 2 20,000,000 0 0
CTS CORP COM 126501105 10,843 301,220 SH   DFND 1 301,220 0 0
CUBESMART COM 229663109 69,815 2,166,846 SH   DFND 1 2,166,846 0 0
CUBIC CORP COM 229669106 15,194 236,677 SH   DFND 1 236,677 0 0
CUE BIOPHARMA INC COM 22978P106 1,301 109,715 SH   DFND 1 109,715 0 0
CUI GLOBAL INC COM NEW 126576206 338 114,041 SH   DFND 1 114,041 0 0
CULLEN/FROST BANKERS INC COM 229899109 56,053 517,863 SH   DFND 1 515,014 0 2,849
CULP INC COM 230215105 2,087 85,038 SH   DFND 1 85,038 0 0
CUMBERLAND PHARMACEUTICALS COM 230770109 297 48,610 SH   DFND 1 48,610 0 0
CUMMINS INC COM 231021106 314,047 2,364,975 SH   DFND 1 2,356,275 0 8,700
CUMMINS INC COM 231021106 758 5,704 SH   DFND 1 2 5,704 0 0
CURIS INC COM NEW 231269200 311 180,309 SH   DFND 1 180,309 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 3,833 153,628 SH   DFND 1 153,628 0 0
CURTISS-WRIGHT CORP COM 231561101 172 1,450 SH   DFND 1 2 1,450 0 0
CURTISS-WRIGHT CORP COM 231561101 53,390 448,582 SH   DFND 1 446,412 0 2,170
CUSTOMERS BANCORP INC COM 23204G100 7,719 272,005 SH   DFND 1 272,005 0 0
CUTERA INC COM 232109108 6,077 150,810 SH   DFND 1 150,810 0 0
CVB FINANCIAL CORP COM 126600105 23,437 1,045,366 SH   DFND 1 1,045,366 0 0
CVD EQUIPMENT CORP COM 126601103 269 40,414 SH   DFND 1 40,414 0 0
CVR ENERGY INC COM 12662P108 10,307 278,669 SH   DFND 1 277,159 0 1,510
CVS HEALTH CORP COM 126650100 783,572 12,200,971 SH   DFND 1 12,144,435 0 56,536
CVS HEALTH CORP COM 126650100 397 6,179 SH   DFND 1 2 6,179 0 0
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 2,098 33,334 SH   DFND 1 33,334 0 0
CYBEROPTICS CORP COM 232517102 822 47,251 SH   DFND 1 47,251 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 30 21,692 SH   DFND 1 21,692 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 7,529 561,063 SH   DFND 1 561,063 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 55,542 3,564,995 SH   DFND 1 3,544,961 0 20,034
CYRUSONE INC COM 23283R100 55,177 945,472 SH   DFND 1 940,607 0 4,865
CYS INVESTMENTS INC COM 12673A108 10,660 1,421,359 SH   DFND 1 1,412,032 0 9,327
CYTOKINETICS INC COM NEW 23282W605 4,120 496,450 SH   DFND 1 496,450 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 8,301 363,128 SH   DFND 1 363,128 0 0
CYTORI THERAPEUTICS INC COM PAR 23283K402 24 16,630 SH   DFND 1 16,630 0 0
CYTOSORBENTS CORP COM NEW 23283X206 2,726 239,199 SH   DFND 1 239,199 0 0
CYTRX CORP COM PAR 232828608 210 186,584 SH   DFND 1 186,584 0 0
DAILY JOURNAL CORP COM 233912104 2,041 8,869 SH   DFND 1 8,869 0 0
DAKTRONICS INC COM 234264109 3,463 407,032 SH   DFND 1 407,032 0 0
DANA INC COM 235825205 157 7,778 SH   DFND 1 2 7,778 0 0
DANA INC COM 235825205 30,246 1,498,106 SH   DFND 1 1,490,961 0 7,145
DANAHER CORP COM 235851102 672,310 6,827,762 SH   DFND 1 6,794,672 0 33,090
DANAHER CORP COM 235851102 170 1,729 SH   DFND 1 2 1,729 0 0
DARDEN RESTAURANTS INC COM 237194105 169,000 1,581,507 SH   DFND 1 1,573,646 0 7,861
DARE BIOSCIENCE INC COM 23666P101 68 58,300 SH   DFND 1 58,300 0 0
DARLING INGREDIENTS INC COM 237266101 30,512 1,534,820 SH   DFND 1 1,534,820 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 355 36,457 SH   DFND 1 36,457 0 0
DASEKE INC COM 23753F107 4,640 467,281 SH   DFND 1 467,281 0 0
DASEKE INC-CW20 *W EXP 02/27/202 23753F115 2,085 1,948,893 SH   DFND 1 2 1,948,893 0 0
DATA I/O CORP COM 237690102 259 40,918 SH   DFND 1 40,918 0 0
DATAWATCH CORP COM NEW 237917208 657 69,222 SH   DFND 1 69,222 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 18,773 394,405 SH   DFND 1 394,405 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 32 683 SH   DFND 1 2 683 0 0
DAVIDSTEA INC COM 238661102 48 13,680 SH   DFND 1 13,680 0 0
DAVITA INC COM 23918K108 108,684 1,568,510 SH   DFND 1 1,561,102 0 7,408
DAVITA INC COM 23918K108 225 3,250 SH   DFND 1 2 3,250 0 0
DAWSON GEOPHYSICAL CO COM 239360100 1,381 174,854 SH   DFND 1 174,854 0 0
DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 547 28,367 SH   DFND 1 28,367 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 3,336 50,000 SH   DFND 1 2 50,000 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 68,629 1,028,472 SH   DFND 1 1,023,850 0 4,622
DDR CORP COM 23317H854 29,289 1,692,686 SH   DFND 1 1,692,686 0 0
DEAN FOODS CO COM NEW 242370203 8,728 830,520 SH   DFND 1 830,520 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 5,186 131,794 SH   DFND 1 131,794 0 0
DECKERS OUTDOOR CORP COM 243537107 53,207 471,321 SH   DFND 1 469,827 0 1,494
DECKERS OUTDOOR CORP COM 243537107 31 283 SH   DFND 1 2 283 0 0
DEERE & CO COM 244199105 473,045 3,391,354 SH   DFND 1 3,373,294 0 18,060
DEL FRISCO'S RESTAURANT GROU COM 245077102 2,682 212,919 SH   DFND 1 212,919 0 0
DEL TACO RESTAURANTS INC COM 245496104 5,049 356,110 SH   DFND 1 356,110 0 0
DELAWARE INV MINN MUNI II COM 24610V103 675 54,568 SH   DFND 1 2 54,568 0 0
DELEK US HOLDINGS INC COM 24665A103 129 2,578 SH   DFND 1 2 2,578 0 0
DELEK US HOLDINGS INC COM 24665A103 43,380 864,666 SH   DFND 1 864,666 0 0
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 164,658 1,948,067 SH   DFND 1 1,945,879 0 2,188
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 626 7,408 SH   DFND 1 2 7,408 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 27,139 596,988 SH   DFND 1 592,079 0 4,909
DELTA AIR LINES INC COM NEW 247361702 357,043 7,219,540 SH   DFND 1 7,182,527 0 37,013
DELTA AIR LINES INC COM NEW 247361702 94 1,914 SH   DFND 1 2 1,914 0 0
DELTA APPAREL INC COM 247368103 584 30,212 SH   DFND 1 30,212 0 0
DELTA APPAREL INC COM 247368103 105 5,430 SH   DFND 1 2 5,430 0 0
DELUXE CORP COM 248019101 36,869 556,860 SH   DFND 1 554,509 0 2,351
DELUXE CORP COM 248019101 63 957 SH   DFND 1 2 957 0 0
DENALI THERAPEUTICS INC COM 24823R105 3,143 206,150 SH   DFND 1 206,150 0 0
DENBURY RESOURCES INC COM NEW 247916208 102 21,271 SH   DFND 1 2 21,271 0 0
DENBURY RESOURCES INC COM NEW 247916208 18,698 3,887,322 SH   DFND 1 3,887,322 0 0
DENNY'S CORP COM 24869P104 11,182 701,983 SH   DFND 1 701,983 0 0
DENTSPLY SIRONA INC COM 24906P109 1,016 23,230 SH   DFND 1 2 23,230 0 0
DENTSPLY SIRONA INC COM 24906P109 120,595 2,760,640 SH   DFND 1 2,737,395 0 23,245
DEPO 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 4,493 5,500,000 PRN   DFND 1 2 5,500,000 0 0
DEPOMED INC COM 249908104 4,151 622,381 SH   DFND 1 622,381 0 0
DERMIRA INC COM 24983L104 3,172 344,872 SH   DFND 1 344,872 0 0
DESCARTES SYSTEMS GRP/THE COM 249906108 2,000 61,410 SH   DFND 1 61,410 0 0
DESTINATION MATERNITY CORP COM 25065D100 550 94,509 SH   DFND 1 94,509 0 0
DESTINATION XL GROUP INC COM 25065K104 551 245,099 SH   DFND 1 245,099 0 0
DETERMINE INC COM 250660107 103 73,362 SH   DFND 1 73,362 0 0
DEVON ENERGY CORP COM 25179M103 268,385 6,117,759 SH   DFND 1 6,089,429 0 28,330
DEXCOM INC COM 252131107 82,357 867,108 SH   DFND 1 867,108 0 0
DFB HEALTHCARE ACQUISIT - WA *W EXP 04/11/202 23291E117 108 83,333 SH   DFND 1 2 83,333 0 0
DFB HEALTHCARE ACQUISITIONS COM 23291E109 2,412 249,999 SH   DFND 1 2 249,999 0 0
DHI GROUP INC COM 23331S100 241 102,694 SH   DFND 1 2 102,694 0 0
DHI GROUP INC COM 23331S100 1,316 560,270 SH   DFND 1 560,270 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,119 238,625 SH   DFND 1 238,625 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 2,802 19,457 SH   DFND 1 19,457 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 35 246 SH   DFND 1 2 246 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 79 407 SH   DFND 1 2 407 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,848 35,226 SH   DFND 1 35,226 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 12,567 602,452 SH   DFND 1 599,286 0 3,166
DIAMONDBACK ENERGY INC COM 25278X109 115,300 876,998 SH   DFND 1 876,998 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 31,027 2,526,692 SH   DFND 1 2,526,692 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 3,693 301,511 SH   DFND 1 301,511 0 0
DICK'S SPORTING GOODS INC COM 253393102 43,030 1,220,726 SH   DFND 1 1,216,907 0 3,819
DICK'S SPORTING GOODS INC COM 253393102 113 3,224 SH   DFND 1 2 3,224 0 0
DIEBOLD NIXDORF INC COM 253651103 8,440 706,356 SH   DFND 1 706,156 0 200
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 253 65,833 SH   DFND 1 65,833 0 0
DIGI INTERNATIONAL INC COM 253798102 3,275 248,167 SH   DFND 1 248,167 0 0
DIGIMARC CORP COM 25381B101 2,913 108,729 SH   DFND 1 108,729 0 0
DIGIRAD CORP COM 253827109 99 64,454 SH   DFND 1 64,454 0 0
DIGITAL ALLY INC COM NEW 25382P208 52 22,523 SH   DFND 1 22,523 0 0
DIGITAL REALTY TRUST INC COM 253868103 315,269 2,830,413 SH   DFND 1 2,819,345 0 11,068
DIGITAL TURBINE INC COM NEW 25400W102 516 341,791 SH   DFND 1 341,791 0 0
DILLARDS INC-CL A CL A 254067101 15,817 167,383 SH   DFND 1 166,411 0 972
DIME COMMUNITY BANCSHARES COM 253922108 6,303 323,266 SH   DFND 1 323,266 0 0
DINE BRANDS GLOBAL INC COM 254423106 12,513 167,292 SH   DFND 1 167,292 0 0
DIODES INC COM 254543101 13,854 401,919 SH   DFND 1 401,919 0 0
DIPLOMAT PHARMACY INC COM 25456K101 34 1,348 SH   DFND 1 2 1,348 0 0
DIPLOMAT PHARMACY INC COM 25456K101 11,825 462,664 SH   DFND 1 462,664 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 452 6,423 SH   DFND 1 2 6,423 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 310,009 4,411,293 SH   DFND 1 4,392,774 0 18,519
DISCOVERY INC - A COM SER A 25470F104 59,753 2,176,374 SH   DFND 1 2,168,093 0 8,281
DISCOVERY INC - A COM SER A 25470F104 243 8,838 SH   DFND 1 2 8,838 0 0
DISCOVERY INC-C COM SER C 25470F302 102,949 4,045,368 SH   DFND 1 4,027,241 0 18,127
DISH NETWORK CORP-A CL A 25470M109 1,149 34,200 SH   DFND 1 2 34,200 0 0
DISH NETWORK CORP-A CL A 25470M109 96,640 2,880,829 SH   DFND 1 2,857,430 0 23,399
DIVERSICARE HEALTHCARE SERVI COM 255104101 93 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 86 68,936 SH   DFND 1 68,936 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 4,010 325,302 SH   DFND 1 2 325,302 0 0
DIXIE GROUP INC CL A 255519100 147 64,152 SH   DFND 1 64,152 0 0
DMC GLOBAL INC COM 23291C103 6,488 144,506 SH   DFND 1 144,506 0 0
DNB FINANCIAL CORP COM 233237106 257 7,333 SH   DFND 1 7,333 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 32 25,401 SH   DFND 1 25,401 0 0
DOCUSIGN INC COM 256163106 15,433 291,465 SH   DFND 1 291,465 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 36,566 592,752 SH   DFND 1 592,752 0 0
DOLLAR GENERAL CORP COM 256677105 317,467 3,225,891 SH   DFND 1 3,212,403 0 13,488
DOLLAR TREE INC COM 256746108 245,495 2,893,857 SH   DFND 1 2,869,555 0 24,302
DOLLAR TREE INC COM 256746108 233 2,747 SH   DFND 1 2 2,747 0 0
DOMINION ENERGY INC COM 25746U109 486,482 7,150,835 SH   DFND 1 7,115,521 0 35,314
DOMINO'S PIZZA INC COM 25754A201 104,406 370,277 SH   DFND 1 368,202 0 2,075
DOMTAR CORP COM NEW 257559203 1,139 23,876 SH   DFND 1 2 23,876 0 0
DOMTAR CORP COM NEW 257559203 52,673 1,103,349 SH   DFND 1 1,099,166 0 4,183
DONALDSON CO INC COM 257651109 54,722 1,212,816 SH   DFND 1 1,206,448 0 6,368
DONEGAL GROUP INC-CL A CL A 257701201 2,221 163,238 SH   DFND 1 163,238 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 5,968 343,600 SH   DFND 1 342,548 0 1,052
DORCHESTER MINERALS LP COM UNIT 25820R105 495 24,044 SH   DFND 1 24,044 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 195 9,480 SH   DFND 1 2 9,480 0 0
DORIAN LPG LTD SHS USD Y2106R110 2,067 270,676 SH   DFND 1 270,676 0 0
DORMAN PRODUCTS INC COM 258278100 20,907 306,071 SH   DFND 1 306,071 0 0
DOUBLE EAGLE ACQUISITI-CW *W EXP 09/10/202 971375118 7,060 3,123,982 SH   DFND 1 2 3,123,982 0 0
DOUGLAS DYNAMICS INC COM 25960R105 10,185 212,203 SH   DFND 1 210,410 0 1,793
DOUGLAS EMMETT INC COM 25960P109 69,523 1,730,294 SH   DFND 1 1,722,454 0 7,840
DOVA PHARMACEUTICALS INC COM 25985T102 4,187 139,965 SH   DFND 1 139,965 0 0
DOVER CORP COM 260003108 1,668 22,800 SH   DFND 1 2 22,800 0 0
DOVER CORP COM 260003108 130,330 1,784,154 SH   DFND 1 1,775,141 0 9,013
DOVER DOWNS GAMING & ENTERTA COM 260095104 53 30,139 SH   DFND 1 30,139 0 0
DOVER MOTORSPORTS INC COM 260174107 73 32,679 SH   DFND 1 32,679 0 0
DOWDUPONT INC COM 26078J100 2,801 42,500 SH   DFND 1 2 42,500 0 0
DOWDUPONT INC COM 26078J100 1,673,838 25,447,259 SH   DFND 1 25,318,927 0 128,332
DPW HOLDINGS INC COM 26140E105 96 177,766 SH   DFND 1 177,766 0 0
DR HORTON INC COM 23331A109 972 23,721 SH   DFND 1 2 23,721 0 0
DR HORTON INC COM 23331A109 163,704 4,001,080 SH   DFND 1 3,982,855 0 18,225
DR PEPPER SNAPPLE GROUP-SPN COM 26138E109 220,992 1,812,589 SH   DFND 1 1,811,804 0 785
DR. REDDY'S LABORATORIES-ADR ADR 256135203 939 29,619 SH   DFND 1 28,366 0 1,253
DREYFUS STRATEGIC MUNICIPALS COM 261932107 243 31,752 SH   DFND 1 2 31,752 0 0
DRIL-QUIP INC COM 262037104 18,128 352,688 SH   DFND 1 350,813 0 1,875
DRIVE SHACK INC COM 262077100 4,199 543,963 SH   DFND 1 543,963 0 0
DROPBOX INC-CLASS A CL A 26210C104 11,708 361,140 SH   DFND 1 361,140 0 0
DSP GROUP INC COM 23332B106 2,318 186,214 SH   DFND 1 186,214 0 0
DSW INC-CLASS A CL A 23334L102 22,019 852,798 SH   DFND 1 852,798 0 0
DTE ENERGY COMPANY COM 233331107 216,895 2,097,250 SH   DFND 1 2,087,320 0 9,930
DTF TAX-FREE INCOME INC COM 23334J107 305 22,890 SH   DFND 1 2 22,890 0 0
DUCOMMUN INC COM 264147109 3,218 97,252 SH   DFND 1 97,252 0 0
DUKE ENERGY CORP COM NEW 26441C204 616,969 7,818,549 SH   DFND 1 7,780,887 0 37,662
DUKE REALTY CORP COM NEW 264411505 151,352 5,222,347 SH   DFND 1 5,203,401 0 18,946
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 2,912 122,414 SH   DFND 1 122,414 0 0
DUN & BRADSTREET CORP COM 26483E100 650 5,302 SH   DFND 1 2 5,302 0 0
DUN & BRADSTREET CORP COM 26483E100 65,735 535,960 SH   DFND 1 534,083 0 1,877
DUNKIN' BRANDS GROUP INC COM 265504100 53,270 771,253 SH   DFND 1 767,180 0 4,073
DURECT CORPORATION COM 266605104 2,572 1,648,875 SH   DFND 1 1,648,875 0 0
DXC TECHNOLOGY CO COM 23355L106 301,794 3,750,685 SH   DFND 1 3,735,295 0 15,390
DXC TECHNOLOGY CO COM 23355L106 190 2,362 SH   DFND 1 2 2,362 0 0
DXP ENTERPRISES INC COM NEW 233377407 6,346 166,134 SH   DFND 1 166,134 0 0
DYCOM INDUSTRIES INC COM 267475101 26,787 283,434 SH   DFND 1 281,902 0 1,532
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 8,433 553,044 SH   DFND 1 553,044 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 3,347 512,679 SH   DFND 1 512,241 0 438
EAGLE BANCORP INC COM 268948106 19,662 320,763 SH   DFND 1 320,763 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 1,043 191,786 SH   DFND 1 191,786 0 0
EAGLE MATERIALS INC COM 26969P108 43,187 411,430 SH   DFND 1 409,078 0 2,352
EAGLE PHARMACEUTICALS INC COM 269796108 7,719 102,035 SH   DFND 1 102,035 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 1,771 200,162 SH   DFND 1 200,162 0 0
EAST WEST BANCORP INC COM 27579R104 100,797 1,546,949 SH   DFND 1 1,539,839 0 7,110
EASTERLY GOVERNMENT PROPERTI COM 27616P103 11,988 606,710 SH   DFND 1 606,710 0 0
EASTERN CO/THE COM 276317104 1,495 53,330 SH   DFND 1 53,330 0 0
EASTGROUP PROPERTIES INC COM 277276101 37,280 390,127 SH   DFND 1 390,127 0 0
EASTMAN CHEMICAL CO COM 277432100 31 314 SH   DFND 1 2 314 0 0
EASTMAN CHEMICAL CO COM 277432100 197,789 1,982,094 SH   DFND 1 1,974,518 0 7,576
EASTMAN KODAK CO COM NEW 277461406 1,143 301,019 SH   DFND 1 301,019 0 0
EATON CORP PLC SHS G29183103 371,140 4,976,200 SH   DFND 1 4,950,946 0 25,254
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 928 81,037 SH   DFND 1 2 81,037 0 0
EATON VANCE CAL MUNI BOND COM 27828A100 2,758 267,071 SH   DFND 1 2 267,071 0 0
EATON VANCE CORP COM NON VTG 278265103 64,245 1,231,786 SH   DFND 1 1,225,932 0 5,854
EATON VANCE LTD DURATION FND COM 27828H105 1,803 143,396 SH   DFND 1 2 143,396 0 0
EATON VANCE NEW YORK MUNICIP COM 27827Y109 885 78,302 SH   DFND 1 2 78,302 0 0
EATON VANCE NJ MUNICIPAL INC SH BEN INT 27826V106 813 72,220 SH   DFND 1 2 72,220 0 0
EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 301 24,690 SH   DFND 1 2 24,690 0 0
EATON VANCE TAX-ADVANTAGED B COM SH BEN INT 27829M103 746 81,576 SH   DFND 1 2 81,576 0 0
EBAY INC COM 278642103 629 17,349 SH   DFND 1 2 17,349 0 0
EBAY INC COM 278642103 423,585 11,704,180 SH   DFND 1 11,604,905 0 99,275
EBIX INC COM NEW 278715206 18,010 236,206 SH   DFND 1 236,206 0 0
ECHELON CORP COM NEW 27874N303 144 17,536 SH   DFND 1 17,536 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 7,696 263,134 SH   DFND 1 263,134 0 0
ECHOSTAR CORP-A CL A 278768106 20,974 472,392 SH   DFND 1 472,392 0 0
ECLIPSE RESOURCES CORP COM 27890G100 1,429 893,682 SH   DFND 1 893,682 0 0
ECOLAB INC COM 278865100 386,870 2,763,049 SH   DFND 1 2,749,177 0 13,872
ECOLAB INC COM 278865100 31 224 SH   DFND 1 2 224 0 0
ECO-STIM ENERGY SOLUTIONS IN COM 27888D101 29 45,860 SH   DFND 1 45,860 0 0
ECPG 2.875 03/15/21 NOTE 2.875% 3/1 292554AH5 4,745 5,145,000 PRN   DFND 1 2 5,145,000 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 19,715 19,645,000 PRN   DFND 1 2 19,645,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 56 18,494 SH   DFND 1 18,494 0 0
EDGE THERAPEUTICS INC COM 279870109 247 240,153 SH   DFND 1 240,153 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 203 37,499 SH   DFND 1 37,499 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 1,009 20,000 SH   DFND 1 2 20,000 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 24,971 494,885 SH   DFND 1 492,234 0 2,651
EDISON INTERNATIONAL COM 281020107 241,646 3,827,062 SH   DFND 1 3,809,773 0 17,289
EDITAS MEDICINE INC COM 28106W103 16,005 446,715 SH   DFND 1 446,715 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 36,075 869,288 SH   DFND 1 865,572 0 3,716
EDUCATIONAL DEVELOPMENT CORP COM 281479105 465 24,818 SH   DFND 1 24,818 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 386,676 2,661,318 SH   DFND 1 2,650,133 0 11,185
EGAIN CORP COM NEW 28225C806 2,715 179,832 SH   DFND 1 179,832 0 0
EGAIN CORP COM NEW 28225C806 408 27,025 SH   DFND 1 2 27,025 0 0
EGALET CORP COM 28226B104 104 246,886 SH   DFND 1 246,886 0 0
EHEALTH INC COM 28238P109 3,828 173,241 SH   DFND 1 173,241 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 947 77,656 SH   DFND 1 77,656 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 551 307,897 SH   DFND 1 307,897 0 0
EL PASO ELECTRIC CO COM NEW 283677854 22,642 383,127 SH   DFND 1 383,127 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 2,463 216,116 SH   DFND 1 216,116 0 0
ELBIT SYSTEMS LTD ORD M3760D101 3,596 30,289 SH   DFND 1 30,289 0 0
ELDORADO RESORTS INC COM 28470R102 23,872 610,539 SH   DFND 1 610,539 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 10,312 653,925 SH   DFND 1 653,925 0 0
ELECTROMED INC COM 285409108 100 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 1 9 SH   DFND 1 2 9 0 0
ELECTRONIC ARTS INC COM 285512109 473,702 3,366,441 SH   DFND 1 3,334,582 0 31,859
ELECTRONICS FOR IMAGING COM 286082102 14,502 445,418 SH   DFND 1 445,418 0 0
ELEVATE CREDIT INC COM 28621V101 1,313 155,312 SH   DFND 1 155,312 0 0
ELF BEAUTY INC COM 26856L103 3,083 202,357 SH   DFND 1 202,357 0 0
ELI LILLY & CO COM 532457108 998,627 11,726,100 SH   DFND 1 11,673,038 0 53,062
ELI LILLY & CO COM 532457108 305 3,580 SH   DFND 1 2 3,580 0 0
ELLIE MAE INC COM 28849P100 32,817 316,038 SH   DFND 1 316,038 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 646 59,290 SH   DFND 1 59,290 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 3,460 202,700 SH   DFND 1 202,700 0 0
EMAGIN CORPORATION COM NEW 29076N206 118 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 2,352 84,683 SH   DFND 1 84,683 0 0
EMCOR GROUP INC COM 29084Q100 53,381 700,724 SH   DFND 1 697,858 0 2,866
EMCORE CORP COM NEW 290846203 930 184,262 SH   DFND 1 184,262 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 4,966 241,098 SH   DFND 1 241,098 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 19,818 392,526 SH   DFND 1 392,340 0 186
EMERGENT BIOSOLUTIONS INC COM 29089Q105 16 333 SH   DFND 1 2 333 0 0
EMERSON ELECTRIC CO COM 291011104 463,980 6,725,806 SH   DFND 1 6,688,938 0 36,868
EMERSON RADIO CORP COM NEW 291087203 70 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 179 33,957 SH   DFND 1 33,957 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 1,016 51,338 SH   DFND 1 51,338 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 21,417 1,252,500 SH   DFND 1 1,252,500 0 0
EMPLOYERS HOLDINGS INC COM 292218104 12,066 300,170 SH   DFND 1 300,170 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 19,749 170,398 SH   DFND 1 170,398 0 0
ENBRIDGE INC COM 29250N105 40,009 1,129,563 SH   DFND 1 1,128,899 0 664
ENCANA CORP COM 292505104 8,361 646,717 SH   DFND 1 646,697 0 20
ENCOMPASS HEALTH CORP COM 29261A100 64,282 949,236 SH   DFND 1 943,683 0 5,553
ENCORE CAPITAL GROUP INC COM 292554102 9,261 253,055 SH   DFND 1 252,598 0 457
ENCORE WIRE CORP COM 292562105 9,693 204,288 SH   DFND 1 204,288 0 0
ENDO INTERNATIONAL PLC SHS G30401106 20,067 2,128,058 SH   DFND 1 2,128,058 0 0
ENDO INTERNATIONAL PLC SHS G30401106 782 83,031 SH   DFND 1 2 83,031 0 0
ENDOCYTE INC COM 29269A102 8,345 604,743 SH   DFND 1 604,743 0 0
ENDOLOGIX INC COM 29266S106 4,543 802,761 SH   DFND 1 802,761 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 49 4,986 SH   DFND 1 2 4,986 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 8,291 833,322 SH   DFND 1 833,322 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 1,096 124,514 SH   DFND 1 2 124,514 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 21 2,399 SH   DFND 1 0 0 2,399
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 690 141,412 SH   DFND 1 2 141,412 0 0
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 6 1,402 SH   DFND 1 0 0 1,402
ENERGEN CORP COM 29265N108 61,809 848,795 SH   DFND 1 844,013 0 4,782
ENERGEN CORP COM 29265N108 50 696 SH   DFND 1 2 696 0 0
ENERGIZER HOLDINGS INC COM 29272W109 27 436 SH   DFND 1 2 436 0 0
ENERGIZER HOLDINGS INC COM 29272W109 32,656 518,684 SH   DFND 1 515,754 0 2,930
ENERGOUS CORP COM 29272C103 2,974 200,554 SH   DFND 1 200,554 0 0
ENERGY FOCUS INC COM NEW 29268T300 82 43,479 SH   DFND 1 43,479 0 0
ENERGY FUELS INC COM NEW 292671708 428 188,995 SH   DFND 1 188,995 0 0
ENERGY RECOVERY INC COM 29270J100 2,839 351,448 SH   DFND 1 351,448 0 0
ENERGY SELECT SECTOR SPDR ENERGY 81369Y506 550 7,253 PRN   DFND 1 7,253 0 0
ENERGY XXI GULF COAST INC COM 29276K101 2,746 310,732 SH   DFND 1 310,732 0 0
ENERPLUS CORP COM 292766102 184 14,617 SH   DFND 1 14,365 0 252
ENERPLUS CORP COM 292766102 203 16,168 SH   DFND 1 2 16,168 0 0
ENERSYS COM 29275Y102 31,697 424,673 SH   DFND 1 422,608 0 2,065
ENGILITY HOLDINGS INC COM 29286C107 5,298 172,920 SH   DFND 1 170,592 0 2,328
ENGLOBAL CORP COM 293306106 87 67,699 SH   DFND 1 67,699 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 1,157 31,177 SH   DFND 1 29,610 0 1,567
ENNIS INC COM 293389102 5,713 280,755 SH   DFND 1 277,992 0 2,763
ENNIS INC COM 293389102 96 4,742 SH   DFND 1 2 4,742 0 0
ENOVA INTERNATIONAL INC COM 29357K103 15,690 429,298 SH   DFND 1 429,298 0 0
ENPHASE ENERGY INC COM 29355A107 5,906 877,645 SH   DFND 1 877,645 0 0
ENPRO INDUSTRIES INC COM 29355X107 40 577 SH   DFND 1 2 577 0 0
ENPRO INDUSTRIES INC COM 29355X107 13,620 194,722 SH   DFND 1 194,722 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 20,655 2,845,179 SH   DFND 1 2,823,723 0 21,456
ENSERVCO CORP COM 29358Y102 114 98,285 SH   DFND 1 98,285 0 0
ENSIGN GROUP INC/THE COM 29358P101 17,544 489,783 SH   DFND 1 489,783 0 0
ENSTAR GROUP LTD SHS G3075P101 25,157 121,360 SH   DFND 1 121,360 0 0
ENSYNC INC COM 29359T102 54 149,026 SH   DFND 1 149,026 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 3,076 105,009 SH   DFND 1 105,009 0 0
ENTEGRIS INC COM 29362U104 48,599 1,433,620 SH   DFND 1 1,433,620 0 0
ENTEGRIS INC COM 29362U104 67 1,986 SH   DFND 1 2 1,986 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 9,189 1,217,116 SH   DFND 1 1,217,116 0 0
ENTERGY CORP COM 29364G103 180,642 2,240,309 SH   DFND 1 2,229,867 0 10,442
ENTERPRISE BANCORP INC COM 293668109 3,457 85,510 SH   DFND 1 85,510 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 12,390 229,659 SH   DFND 1 229,659 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 238 8,610 SH   DFND 1 8,610 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 4,283 856,692 SH   DFND 1 856,692 0 0
ENV 1.75 12/15/19 NOTE 1.750%12/1 29404KAA4 5,252 5,000,000 PRN   DFND 1 2 5,000,000 0 0
ENVESTNET INC COM 29404K106 22,633 411,900 SH   DFND 1 411,900 0 0
ENVIROSTAR INC COM 29414M100 877 21,768 SH   DFND 1 21,768 0 0
ENVISION HEALTHCARE CORP COM 29414D100 67,893 1,544,787 SH   DFND 1 1,538,359 0 6,428
ENZO BIOCHEM INC COM 294100102 429 82,810 SH   DFND 1 2 82,810 0 0
ENZO BIOCHEM INC COM 294100102 1,932 372,373 SH   DFND 1 372,373 0 0
EOG RESOURCES INC COM 26875P101 762,485 6,141,633 SH   DFND 1 6,110,170 0 31,463
EP ENERGY CORP-CL A CL A 268785102 1,190 396,711 SH   DFND 1 396,711 0 0
EPAM SYSTEMS INC COM 29414B104 57,122 459,440 SH   DFND 1 459,440 0 0
EPAM SYSTEMS INC COM 29414B104 25 206 SH   DFND 1 2 206 0 0
EPIZYME INC COM 29428V104 6,951 513,029 SH   DFND 1 513,029 0 0
EPLUS INC COM 294268107 13,108 139,300 SH   DFND 1 139,300 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 20,270 760,908 PRN   DFND 1 2 760,908 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 39,422 608,459 SH   DFND 1 605,283 0 3,176
EQT CORP COM 26884L109 160,941 2,922,800 SH   DFND 1 2,909,416 0 13,384
EQUIFAX INC COM 294429105 171,527 1,373,900 SH   DFND 1 1,367,517 0 6,383
EQUINIX INC COM PAR $0.001 29444U700 378,670 882,750 SH   DFND 1 878,252 0 4,498
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 319 12,105 SH   DFND 1 2 12,105 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 625 23,670 SH   DFND 1 21,905 0 1,765
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 5,798 139,798 SH   DFND 1 139,798 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 41,794 1,326,810 SH   DFND 1 1,326,810 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 85,295 928,133 SH   DFND 1 928,133 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 331,240 5,209,638 SH   DFND 1 5,190,099 0 19,539
ERA GROUP INC COM 26885G109 2,235 172,628 SH   DFND 1 172,628 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 2,047 266,901 SH   DFND 1 262,148 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 27,250 232,397 SH   DFND 1 232,397 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 1,058 81,411 SH   DFND 1 81,132 0 279
ESCALADE INC COM 296056104 1,080 76,601 SH   DFND 1 76,601 0 0
ESCO TECHNOLOGIES INC COM 296315104 13,899 240,889 SH   DFND 1 240,889 0 0
ESPERION THERAPEUTICS INC COM 29664W105 8,411 214,625 SH   DFND 1 214,625 0 0
ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 474 17,979 SH   DFND 1 17,979 0 0
ESSA BANCORP INC COM 29667D104 1,051 66,425 SH   DFND 1 66,425 0 0
ESSENDANT INC COM 296689102 8,981 679,413 SH   DFND 1 678,778 0 635
ESSENT GROUP LTD COM G3198U102 36,994 1,032,776 SH   DFND 1 1,032,776 0 0
ESSEX PROPERTY TRUST INC COM 297178105 220,806 925,179 SH   DFND 1 921,674 0 3,505
ESSEX PROPERTY TRUST INC COM 297178105 32 135 SH   DFND 1 2 135 0 0
ESTEE LAUDER COMPANIES-CL A CL A 518439104 31 218 SH   DFND 1 2 218 0 0
ESTEE LAUDER COMPANIES-CL A CL A 518439104 401,906 2,821,983 SH   DFND 1 2,809,797 0 12,186
ESTERLINE TECHNOLOGIES CORP COM 297425100 19,052 258,166 SH   DFND 1 256,897 0 1,269
ETHAN ALLEN INTERIORS INC COM 297602104 6,439 262,817 SH   DFND 1 262,817 0 0
ETRADE FINANCIAL CORP COM NEW 269246401 200,650 3,287,030 SH   DFND 1 3,271,773 0 15,257
ETSY INC COM 29786A106 45 1,076 SH   DFND 1 2 1,076 0 0
ETSY INC COM 29786A106 52,218 1,237,697 SH   DFND 1 1,237,697 0 0
EURONET WORLDWIDE INC COM 298736109 42,769 510,556 SH   DFND 1 510,556 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,697 36,830 SH   DFND 1 36,830 0 0
EVELO BIOSCIENCES INC COM 299734103 587 49,777 SH   DFND 1 49,777 0 0
EVERBRIDGE INC COM 29978A104 9,839 207,503 SH   DFND 1 207,503 0 0
EVERBRIDGE INC COM 29978A104 240 5,077 SH   DFND 1 2 5,077 0 0
EVERCORE INC - A CLASS A 29977A105 49,830 472,549 SH   DFND 1 470,550 0 1,999
EVERCORE INC - A CLASS A 29977A105 799 7,585 SH   DFND 1 2 7,585 0 0
EVEREST RE GROUP LTD COM G3223R108 120,886 525,470 SH   DFND 1 523,295 0 2,175
EVERGY INC COM 30034W106 183,323 3,270,555 SH   DFND 1 3,256,163 0 14,392
EVERI HOLDINGS INC COM 30034T103 4,529 629,111 SH   DFND 1 629,111 0 0
EVERSOURCE ENERGY COM 30040W108 54 925 SH   DFND 1 2 925 0 0
EVERSOURCE ENERGY COM 30040W108 217,502 3,718,530 SH   DFND 1 3,701,714 0 16,816
EVERSPIN TECHNOLOGIES INC COM 30041T104 547 61,417 SH   DFND 1 61,417 0 0
EVERTEC INC COM 30040P103 16,976 776,934 SH   DFND 1 774,232 0 2,702
EVINE LIVE INC CL A 300487105 460 374,408 SH   DFND 1 374,408 0 0
EVOKE PHARMA INC COM 30049G104 57 23,048 SH   DFND 1 23,048 0 0
EVOLENT HEALTH INC - A CL A 30050B101 12,811 608,605 SH   DFND 1 608,605 0 0
EVOLUS INC COM 30052C107 1,258 44,949 SH   DFND 1 44,949 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,650 269,043 SH   DFND 1 269,043 0 0
EVOLVING SYSTEMS INC COM NEW 30049R209 113 39,807 SH   DFND 1 39,807 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 11,969 583,898 SH   DFND 1 583,898 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 6,282 469,199 SH   DFND 1 469,199 0 0
EXACT SCIENCES CORP COM 30063P105 66,670 1,115,070 SH   DFND 1 1,114,826 0 244
EXANTAS CAPITAL CORP COM NEW 30068N105 71 7,021 SH   DFND 1 2 7,021 0 0
EXANTAS CAPITAL CORP COM NEW 30068N105 2,836 278,649 SH   DFND 1 278,649 0 0
EXELA TECHNOLOGIES INC COM 30162V102 998 210,207 SH   DFND 1 210,207 0 0
EXELIXIS INC COM 30161Q104 56,417 2,621,620 SH   DFND 1 2,607,199 0 14,421
EXELON CORP COM 30161N101 496,332 11,674,025 SH   DFND 1 11,621,991 0 52,034
EXLSERVICE HOLDINGS INC COM 302081104 19,392 342,562 SH   DFND 1 342,562 0 0
EXONE CO/THE COM 302104104 537 75,967 SH   DFND 1 75,967 0 0
EXPEDIA GROUP INC COM NEW 30212P303 172,119 1,434,967 SH   DFND 1 1,421,654 0 13,313
EXPEDITORS INTL WASH INC COM 302130109 176,599 2,420,052 SH   DFND 1 2,410,696 0 9,356
EXPONENT INC COM 30214U102 26,774 554,334 SH   DFND 1 554,334 0 0
EXPONENT INC COM 30214U102 290 6,021 SH   DFND 1 2 6,021 0 0
EXPRESS INC COM 30219E103 6,625 724,132 SH   DFND 1 724,132 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 519,095 6,736,579 SH   DFND 1 6,679,145 0 57,434
EXPRESS SCRIPTS HOLDING CO COM 30219G108 4,212 54,561 SH   DFND 1 2 54,561 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 41,436 1,917,488 SH   DFND 1 1,917,488 0 0
EXTERRAN CORP COM 30227H106 7,384 294,918 SH   DFND 1 294,918 0 0
EXTRA SPACE STORAGE INC COM 30225T102 166,846 1,674,659 SH   DFND 1 1,667,967 0 6,692
EXTRACTION OIL & GAS INC COM 30227M105 18,255 1,242,742 SH   DFND 1 1,242,742 0 0
EXTREME NETWORKS INC COM 30226D106 9,548 1,199,563 SH   DFND 1 1,199,563 0 0
EXXON MOBIL CORP COM 30231G102 3,943,787 47,771,187 SH   DFND 1 47,537,326 0 233,861
EYEPOINT PHARMACEUTICALS INC COM 30233G100 590 283,854 SH   DFND 1 283,854 0 0
EZCORP INC-CL A CL A NON VTG 302301106 6,029 500,340 SH   DFND 1 500,340 0 0
F5 NETWORKS INC COM 315616102 169,933 986,877 SH   DFND 1 983,634 0 3,243
FABRINET SHS G3323L100 12,601 341,602 SH   DFND 1 341,602 0 0
FACEBOOK INC-A CL A 30303M102 5,637,716 29,069,694 SH   DFND 1 28,820,818 0 248,876
FACTSET RESEARCH SYSTEMS INC COM 303075105 70,698 356,882 SH   DFND 1 354,874 0 2,008
FACTSET RESEARCH SYSTEMS INC COM 303075105 462 2,335 SH   DFND 1 2 2,335 0 0
FAIR ISAAC CORP COM 303250104 52,850 273,386 SH   DFND 1 271,921 0 1,465
FAMOUS DAVE'S OF AMERICA COM 307068106 205 30,474 SH   DFND 1 30,474 0 0
FANG HOLDINGS LTD - ADR ADR 30711Y102 1,336 347,130 SH   DFND 1 344,448 0 2,682
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 629 22,099 SH   DFND 1 22,099 0 0
FARMER BROS CO COM 307675108 3,598 117,801 SH   DFND 1 117,801 0 0
FARMERS & MERCHANTS BANCO/OH COM 30779N105 3,159 78,291 SH   DFND 1 78,291 0 0
FARMERS CAPITAL BANK CORP COM 309562106 3,945 75,733 SH   DFND 1 75,733 0 0
FARMERS NATL BANC CORP COM 309627107 4,193 262,920 SH   DFND 1 262,920 0 0
FARMLAND PARTNERS INC COM 31154R109 2,923 332,175 SH   DFND 1 332,175 0 0
FARO TECHNOLOGIES INC COM 311642102 8,980 165,243 SH   DFND 1 165,243 0 0
FASTENAL CO COM 311900104 182,829 3,805,492 SH   DFND 1 3,775,691 0 29,801
FATE THERAPEUTICS INC COM 31189P102 5,136 452,926 SH   DFND 1 452,926 0 0
FB FINANCIAL CORP COM 30257X104 6,106 149,960 SH   DFND 1 149,960 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 7,641 97,030 SH   DFND 1 97,030 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 24,768 421,228 SH   DFND 1 421,228 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 32 549 SH   DFND 1 2 549 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 9,291 103,838 SH   DFND 1 103,838 0 0
FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 131,375 1,039,788 SH   DFND 1 1,035,902 0 3,886
FEDERAL SIGNAL CORP COM 313855108 13,051 560,398 SH   DFND 1 560,398 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 222 9,546 SH   DFND 1 2 9,546 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 26,440 1,133,804 SH   DFND 1 1,128,691 0 5,113
FEDEX CORP COM 31428X106 576,313 2,544,052 SH   DFND 1 2,531,007 0 13,045
FEDNAT HOLDING CO COM 31431B109 3,621 156,960 SH   DFND 1 156,960 0 0
FENNEC PHARMACEUTICALS INC COM 31447P100 305 29,249 SH   DFND 1 29,249 0 0
FERRO CORP COM 315405100 15,973 766,102 SH   DFND 1 766,102 0 0
FERROGLOBE PLC SHS G33856108 1,060 123,711 SH   DFND 1 123,711 0 0
FGL HOLDINGS ORD SHS G3402M102 11,663 1,390,205 SH   DFND 1 1,390,205 0 0
FGL HOLDINGS ORD SHS G3402M102 755 90,000 SH   DFND 1 2 90,000 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 16 870 SH   DFND 1 0 0 870
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 739 39,155 SH   DFND 1 2 39,155 0 0
FIBROCELL SCIENCE INC COM PAR 315721407 34 12,642 SH   DFND 1 12,642 0 0
FIBROGEN INC COM 31572Q808 50,695 809,827 SH   DFND 1 809,827 0 0
FIBROGEN INC COM 31572Q808 39 625 SH   DFND 1 2 625 0 0
FIDELITY D&D BANCORP INC COM 31609R100 455 7,356 SH   DFND 1 7,356 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 119,314 3,173,380 SH   DFND 1 3,173,380 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 437,823 4,137,174 SH   DFND 1 4,118,969 0 18,205
FIDELITY NATIONAL INFO SERV COM 31620M106 161 1,525 SH   DFND 1 2 1,525 0 0
FIDELITY SOUTHERN CORP COM 316394105 6,876 270,624 SH   DFND 1 270,624 0 0
FIESTA RESTAURANT GROUP COM 31660B101 7,122 248,157 SH   DFND 1 248,157 0 0
FIFTH THIRD BANCORP COM 316773100 31 1,097 SH   DFND 1 2 1,097 0 0
FIFTH THIRD BANCORP COM 316773100 255,920 8,933,466 SH   DFND 1 8,895,390 0 38,076
FINANCIAL ENGINES INC COM 317485100 28,553 635,933 SH   DFND 1 635,933 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 4,789 145,590 SH   DFND 1 145,590 0 0
FINISAR CORPORATION COM NEW 31787A507 20,225 1,123,620 SH   DFND 1 1,123,620 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 176 51,830 SH   DFND 1 51,830 0 0
FIREEYE INC COM 31816Q101 26,376 1,713,849 SH   DFND 1 1,713,849 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 82,642 1,597,890 SH   DFND 1 1,592,415 0 5,475
FIRST BANCORP INC/ME COM 31866P102 2,557 90,610 SH   DFND 1 90,610 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 17,810 2,328,224 SH   DFND 1 2,328,224 0 0
FIRST BANCORP/NC COM 318910106 12,521 306,073 SH   DFND 1 306,073 0 0
FIRST BANCSHARES INC/MS COM 318916103 3,737 103,961 SH   DFND 1 103,961 0 0
FIRST BANK/HAMILTON NJ COM 31931U102 1,497 107,745 SH   DFND 1 107,745 0 0
FIRST BUSEY CORP COM NEW 319383204 14,495 456,975 SH   DFND 1 456,459 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 1,737 66,832 SH   DFND 1 66,832 0 0
FIRST CAPITAL INC COM 31942S104 568 13,686 SH   DFND 1 13,686 0 0
FIRST CHOICE BANCORP COM 31948P104 981 32,110 SH   DFND 1 32,110 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 36,234 89,846 SH   DFND 1 89,846 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 15,876 1,023,631 SH   DFND 1 1,023,631 0 0
FIRST COMMUNITY BANCSHARES COM 31983A103 4,540 142,522 SH   DFND 1 142,522 0 0
FIRST COMMUNITY CORP COM 319835104 1,835 73,128 SH   DFND 1 73,128 0 0
FIRST CONNECTICUT BANCORP COM 319850103 4,123 134,764 SH   DFND 1 134,764 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 77,445 3,703,248 SH   DFND 1 3,703,248 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 6,884 102,655 SH   DFND 1 102,655 0 0
FIRST FINANCIAL BANCORP COM 320209109 30,843 1,006,301 SH   DFND 1 1,006,301 0 0
FIRST FINANCIAL CORP/INDIANA COM 320218100 5,376 118,558 SH   DFND 1 118,558 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 1,496 76,687 SH   DFND 1 76,687 0 0
FIRST FINL BANKSHARES INC COM 32020R109 36,952 725,986 SH   DFND 1 725,986 0 0
FIRST FOUNDATION INC COM 32026V104 5,732 309,218 SH   DFND 1 309,218 0 0
FIRST GUARANTY BANCSHARES IN COM 32043P106 496 19,093 SH   DFND 1 19,093 0 0
FIRST HAWAIIAN INC COM 32051X108 21,056 725,591 SH   DFND 1 725,591 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 51,894 2,908,867 SH   DFND 1 2,892,784 0 16,083
FIRST INDUSTRIAL REALTY TR COM 32054K103 47,239 1,416,891 SH   DFND 1 1,410,736 0 6,155
FIRST INTERNET BANCORP COM 320557101 2,829 82,974 SH   DFND 1 82,974 0 0
FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 12,127 287,393 SH   DFND 1 287,393 0 0
FIRST MERCHANTS CORP COM 320817109 20,516 442,162 SH   DFND 1 442,162 0 0
FIRST MID-ILLINOIS BNCSHS COM 320866106 4,426 112,630 SH   DFND 1 112,630 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 26,149 1,026,676 SH   DFND 1 1,026,676 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,092 68,390 SH   DFND 1 68,390 0 0
FIRST OF LONG ISLAND CORP COM 320734106 5,813 233,925 SH   DFND 1 233,925 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 126,980 1,312,960 SH   DFND 1 1,312,960 0 0
FIRST SAVINGS FINANCIAL GRP COM 33621E109 389 5,305 SH   DFND 1 5,305 0 0
FIRST SOLAR INC COM 336433107 22 420 SH   DFND 1 2 420 0 0
FIRST SOLAR INC COM 336433107 43,029 817,125 SH   DFND 1 813,115 0 4,010
FIRST TRUST HIGH INCOME LONG COM 33738E109 3,392 230,313 SH   DFND 1 2 230,313 0 0
FIRST UNITED CORP COM 33741H107 1,026 50,213 SH   DFND 1 50,213 0 0
FIRST US BANCSHARES INC COM 33744V103 138 11,875 SH   DFND 1 11,875 0 0
FIRSTCASH INC COM 33767D105 37,867 421,454 SH   DFND 1 421,273 0 181
FIRSTCASH INC COM 33767D105 163 1,824 SH   DFND 1 2 1,824 0 0
FIRSTENERGY CORP COM 337932107 204,707 5,711,450 SH   DFND 1 5,684,487 0 26,963
FIRSTSERVICE CORP SUB VTG SH 33767E103 2,003 26,341 SH   DFND 1 26,341 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 215 2,837 SH   DFND 1 2 2,837 0 0
FISERV INC COM 337738108 415,666 5,620,103 SH   DFND 1 5,578,257 0 41,846
FITBIT INC - A CL A 33812L102 11,014 1,686,763 SH   DFND 1 1,686,763 0 0
FIVE BELOW COM 33829M101 218 2,233 SH   DFND 1 2 2,233 0 0
FIVE BELOW COM 33829M101 53,616 548,727 SH   DFND 1 545,997 0 2,730
FIVE POINT HOLDINGS LLC-CL A COM CL A 33833Q106 474 42,200 SH   DFND 1 2 42,200 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 79 5,033 SH   DFND 1 2 5,033 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 5,685 359,623 SH   DFND 1 359,623 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 433 288,827 SH   DFND 1 288,827 0 0
FIVE9 INC COM 338307101 222 6,431 SH   DFND 1 2 6,431 0 0
FIVE9 INC COM 338307101 19,398 561,130 SH   DFND 1 561,130 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,196 268,430 SH   DFND 1 268,430 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 214,752 1,021,623 SH   DFND 1 1,016,867 0 4,756
FLEX LTD ORD Y2573F102 5,205 372,657 SH   DFND 1 372,657 0 0
FLEX PHARMA INC COM 33938A105 53 56,938 SH   DFND 1 56,938 0 0
FLEXION THERAPEUTICS INC COM 33938J106 9,347 361,623 SH   DFND 1 361,623 0 0
FLEXSTEEL INDS COM 339382103 4,825 120,947 SH   DFND 1 120,947 0 0
FLIR SYSTEMS INC COM 302445101 101,630 1,958,864 SH   DFND 1 1,951,583 0 7,281
FLOOR & DECOR HOLDINGS INC-A CL A 339750101 18,252 370,000 SH   DFND 1 370,000 0 0
FLOTEK INDUSTRIES INC COM 343389102 1,684 521,531 SH   DFND 1 521,531 0 0
FLOWERS FOODS INC COM 343498101 0 27 SH   DFND 1 2 27 0 0
FLOWERS FOODS INC COM 343498101 38,725 1,859,127 SH   DFND 1 1,849,643 0 9,484
FLOWSERVE CORP COM 34354P105 65,097 1,614,271 SH   DFND 1 1,607,028 0 7,243
FLUENT INC COM 34380C102 55 22,780 SH   DFND 1 2 22,780 0 0
FLUENT INC COM 34380C102 984 401,692 SH   DFND 1 401,692 0 0
FLUIDIGM CORP COM 34385P108 1,598 268,142 SH   DFND 1 268,142 0 0
FLUOR CORP COM 343412102 86,605 1,778,715 SH   DFND 1 1,771,255 0 7,460
FLUSHING FINANCIAL CORP COM 343873105 7,442 285,160 SH   DFND 1 285,160 0 0
FLY LEASING LTD-ADR SPONSORED ADR 34407D109 517 36,724 SH   DFND 1 2 36,724 0 0
FMC CORP COM NEW 302491303 136,006 1,527,789 SH   DFND 1 1,520,651 0 7,138
FNB BANCORP COM 302515101 725 19,781 SH   DFND 1 19,781 0 0
FNB CORP COM 302520101 40,423 3,012,170 SH   DFND 1 2,992,192 0 19,978
FOAMIX PHARMACEUTICALS LTD SHS M46135105 100 19,970 SH   DFND 1 19,970 0 0
FONAR CORP COM NEW 344437405 88 3,325 SH   DFND 1 2 3,325 0 0
FONAR CORP COM NEW 344437405 1,551 58,445 SH   DFND 1 58,445 0 0
FOOT LOCKER INC COM 344849104 475 9,024 SH   DFND 1 2 9,024 0 0
FOOT LOCKER INC COM 344849104 92,024 1,749,902 SH   DFND 1 1,743,634 0 6,268
FORD MOTOR CO COM PAR $0.01 345370860 534,800 48,402,631 SH   DFND 1 48,177,323 0 225,308
FORD MOTOR CO COM PAR $0.01 345370860 149 13,497 SH   DFND 1 2 13,497 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 8,443 246,445 SH   DFND 1 246,445 0 0
FOREST CITY REALTY TRUST- A COM CL A 345605109 63,731 2,794,027 SH   DFND 1 2,794,027 0 0
FORESTAR GROUP INC COM 346232101 2,122 102,300 SH   DFND 1 102,300 0 0
FORMFACTOR INC COM 346375108 10,769 809,773 SH   DFND 1 809,773 0 0
FORRESTER RESEARCH INC COM 346563109 5,007 119,362 SH   DFND 1 119,362 0 0
FORTERRA INC COM 34960W106 1,699 174,670 SH   DFND 1 174,670 0 0
FORTINET INC COM 34959E109 92,208 1,477,998 SH   DFND 1 1,470,903 0 7,095
FORTINET INC COM 34959E109 117 1,881 SH   DFND 1 2 1,881 0 0
FORTIS INC COM 349553107 12,639 398,310 SH   DFND 1 396,680 0 1,630
FORTIVE CORP COM 34959J108 289,477 3,761,453 SH   DFND 1 3,744,942 0 16,511
FORTRESS BIOTECH INC COM 34960Q109 963 323,288 SH   DFND 1 323,288 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 793 14,772 SH   DFND 1 2 14,772 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 95,061 1,774,146 SH   DFND 1 1,766,403 0 7,743
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 8,925 722,732 SH   DFND 1 722,732 0 0
FORWARD AIR CORP COM 349853101 17,342 293,551 SH   DFND 1 293,551 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 30 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 17,218 640,815 SH   DFND 1 640,815 0 0
FOSTER (LB) CO-A COM 350060109 2,144 93,461 SH   DFND 1 93,461 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 1,907 124,031 SH   DFND 1 124,031 0 0
FOUNDATION MEDICINE INC COM 350465100 22,303 163,157 SH   DFND 1 163,157 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 14,261 579,041 SH   DFND 1 578,312 0 729
FOX FACTORY HOLDING CORP COM 35138V102 17,722 380,728 SH   DFND 1 380,728 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 2,420 320,559 SH   DFND 1 320,559 0 0
FRANKLIN COVEY CO COM 353469109 2,459 100,176 SH   DFND 1 100,176 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 19,137 424,336 SH   DFND 1 424,336 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 4,256 113,208 SH   DFND 1 113,208 0 0
FRANKLIN RESOURCES INC COM 354613101 141,852 4,433,686 SH   DFND 1 4,416,773 0 16,913
FRANKLIN RESOURCES INC COM 354613101 1,158 36,156 SH   DFND 1 2 36,156 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 10,428 1,218,284 SH   DFND 1 1,218,284 0 0
FRANK'S INTERNATIONAL NV COM N33462107 4,823 618,451 SH   DFND 1 617,690 0 761
FRED'S INC-CLASS A CL A 356108100 459 201,527 SH   DFND 1 201,527 0 0
FREEPORT-MCMORAN INC CL B 35671D857 925 53,599 SH   DFND 1 2 53,599 0 0
FREEPORT-MCMORAN INC CL B 35671D857 332,245 19,281,718 SH   DFND 1 19,207,687 0 74,031
FREIGHTCAR AMERICA INC COM 357023100 1,875 111,677 SH   DFND 1 111,677 0 0
FREQUENCY ELECTRONICS INC COM 358010106 204 25,327 SH   DFND 1 25,327 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 496 9,860 SH   DFND 1 8,900 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 13,430 301,476 SH   DFND 1 301,476 0 0
FRESHPET INC COM 358039105 6,968 253,856 SH   DFND 1 253,856 0 0
FRIEDMAN INDUSTRIES COM 358435105 175 21,701 SH   DFND 1 21,701 0 0
FRONT YARD RESIDENTIAL CORP COM 35904G107 4,851 465,639 SH   DFND 1 465,639 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 3,973 741,280 SH   DFND 1 741,280 0 0
FRONTLINE LTD SHS NEW G3682E192 1,308 224,071 SH   DFND 1 224,071 0 0
FRP HOLDINGS INC COM 30292L107 5,219 80,611 SH   DFND 1 80,611 0 0
FS BANCORP INC COM 30263Y104 1,770 27,990 SH   DFND 1 27,990 0 0
FTD COS INC COM 30281V108 464 100,028 SH   DFND 1 100,028 0 0
FTD COS INC COM 30281V108 142 30,683 SH   DFND 1 2 30,683 0 0
FTE NETWORKS INC COM PAR 30283R402 267 13,877 SH   DFND 1 13,877 0 0
FTI CONSULTING INC COM 302941109 20,839 344,564 SH   DFND 1 344,564 0 0
FTS INTERNATIONAL INC COM 30283W104 3,237 227,331 SH   DFND 1 227,331 0 0
FUEL TECH INC COM 359523107 136 126,541 SH   DFND 1 126,541 0 0
FUELCELL ENERGY INC COM NEW 35952H502 1,053 797,843 SH   DFND 1 797,843 0 0
FULL HOUSE RESORTS INC COM 359678109 114 34,413 SH   DFND 1 34,413 0 0
FULTON FINANCIAL CORP COM 360271100 34,703 2,103,263 SH   DFND 1 2,094,649 0 8,614
FUNKO INC-CLASS A COM CL A 361008105 1,013 80,730 SH   DFND 1 80,730 0 0
FUSION CONNECT INC COM 36116X102 761 193,152 SH   DFND 1 193,152 0 0
FUTUREFUEL CORP COM 36116M106 6,184 441,406 SH   DFND 1 441,406 0 0
G1 THERAPEUTICS INC COM 3621LQ109 9,535 219,411 SH   DFND 1 219,411 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 679 56,059 SH   DFND 1 2 56,059 0 0
GABELLI HEALTHCARE&WELLNESS SHS 36246K103 1,840 183,669 SH   DFND 1 2 183,669 0 0
GAIA INC CL A 36269P104 2,800 138,302 SH   DFND 1 138,302 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,724 228,418 SH   DFND 1 228,418 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 449 59,599 SH   DFND 1 2 59,599 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 529 5,742 SH   DFND 1 5,742 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,288 202,563 SH   DFND 1 202,563 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 139 11,746 SH   DFND 1 11,746 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 977 36,522 SH   DFND 1 36,522 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 17,642 1,210,905 SH   DFND 1 1,210,905 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 109,239 3,051,380 SH   DFND 1 3,051,380 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 622 17,378 SH   DFND 1 2 17,378 0 0
GANNETT CO INC COM 36473H104 11,257 1,052,127 SH   DFND 1 1,051,473 0 654
GANNETT CO INC COM 36473H104 34 3,234 SH   DFND 1 2 3,234 0 0
GAP INC/THE COM 364760108 101,292 3,132,568 SH   DFND 1 3,119,400 0 13,168
GARDNER DENVER HOLDINGS INC COM 36555P107 20,548 699,179 SH   DFND 1 699,179 0 0
GARMIN LTD SHS H2906T109 105,370 1,730,059 SH   DFND 1 1,723,233 0 6,826
GARTNER INC COM 366651107 133,614 1,007,563 SH   DFND 1 1,002,708 0 4,855
GASLOG LTD SHS G37585109 2,036 106,639 SH   DFND 1 106,639 0 0
GASTAR EXPLORATION LTD COM 36729W202 589 1,051,845 SH   DFND 1 1,051,845 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 6,993 429,869 SH   DFND 1 429,869 0 0
GATX CORP COM 361448103 26,208 353,074 SH   DFND 1 351,223 0 1,851
GCI LIBERTY INC - CLASS A COM CLASS A 36164V305 44,031 976,743 SH   DFND 1 976,743 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 19,250 664,951 SH   DFND 1 664,951 0 0
GDL FUND/THE COM SH BEN IT 361570104 366 39,913 SH   DFND 1 2 39,913 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADR 36165L108 4,950 124,262 SH   DFND 1 124,262 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 613 60,168 SH   DFND 1 60,168 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 723 46,690 SH   DFND 1 2 46,690 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 2,121 136,848 SH   DFND 1 136,848 0 0
GENCOR INDUSTRIES INC COM 368678108 1,086 67,283 SH   DFND 1 67,283 0 0
GENERAC HOLDINGS INC COM 368736104 209 4,045 SH   DFND 1 2 4,045 0 0
GENERAC HOLDINGS INC COM 368736104 33,289 643,516 SH   DFND 1 643,516 0 0
GENERAL AMERICAN INVESTORS COM 368802104 2,623 76,399 SH   DFND 1 2 76,399 0 0
GENERAL DYNAMICS CORP COM 369550108 604,220 3,247,787 SH   DFND 1 3,233,128 0 14,659
GENERAL DYNAMICS CORP COM 369550108 28 155 SH   DFND 1 2 155 0 0
GENERAL ELECTRIC CO COM 369604103 1,281,192 94,343,005 SH   DFND 1 93,864,019 0 478,986
GENERAL ELECTRIC CO COM 369604103 202 14,876 SH   DFND 1 2 14,876 0 0
GENERAL FINANCE CORP COM 369822101 1,441 106,366 SH   DFND 1 106,366 0 0
GENERAL MILLS INC COM 370334104 281,967 6,384,706 SH   DFND 1 6,351,183 0 33,523
GENERAL MOLY INC COM 370373102 107 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 567,362 14,430,207 SH   DFND 1 14,362,894 0 67,313
GENESCO INC COM 371532102 137 3,459 SH   DFND 1 2 3,459 0 0
GENESCO INC COM 371532102 7,229 182,115 SH   DFND 1 182,115 0 0
GENESEE & WYOMING INC-CL A CL A 371559105 46,325 569,675 SH   DFND 1 566,722 0 2,953
GENESIS HEALTHCARE INC CL A COM 37185X106 980 428,150 SH   DFND 1 428,150 0 0
GENIE ENERGY LTD-B CL B 372284208 448 90,473 SH   DFND 1 90,473 0 0
GENMARK DIAGNOSTICS INC COM 372309104 3,403 533,503 SH   DFND 1 533,503 0 0
GENOCEA BIOSCIENCES INC COM 372427104 187 218,878 SH   DFND 1 218,878 0 0
GENOMIC HEALTH INC COM 37244C101 12,493 247,882 SH   DFND 1 247,882 0 0
GENOMIC HEALTH INC COM 37244C101 357 7,086 SH   DFND 1 2 7,086 0 0
GENPACT LTD SHS G3922B107 38,361 1,326,025 SH   DFND 1 1,326,025 0 0
GENTEX CORP COM 371901109 384 16,698 SH   DFND 1 2 16,698 0 0
GENTEX CORP COM 371901109 80,221 3,484,873 SH   DFND 1 3,469,833 0 15,040
GENTHERM INC COM 37253A103 14,972 380,970 SH   DFND 1 380,890 0 80
GENUINE PARTS CO COM 372460105 156,797 1,711,739 SH   DFND 1 1,703,106 0 8,633
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 20,754 4,612,052 SH   DFND 1 4,584,561 0 27,491
GEO GROUP INC/THE COM 36162J106 31,331 1,137,666 SH   DFND 1 1,131,626 0 6,040
GEO GROUP INC/THE COM 36162J106 77 2,804 SH   DFND 1 2 2,804 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,519 108,096 SH   DFND 1 108,096 0 0
GERMAN AMERICAN BANCORP COM 373865104 7,824 218,253 SH   DFND 1 218,253 0 0
GERON CORP COM 374163103 5,505 1,605,106 SH   DFND 1 1,604,910 0 196
GETTY REALTY CORP COM 374297109 8,566 304,098 SH   DFND 1 304,098 0 0
GGP INC COM 36174X101 176,958 8,676,245 SH   DFND 1 8,642,679 0 33,566
GIBRALTAR INDUSTRIES INC COM 374689107 11,623 309,954 SH   DFND 1 309,954 0 0
GIGCAPITAL INC - CW23 *W EXP 06/08/202 37518N122 540 1,200,000 SH   DFND 1 2 1,200,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 19,039 428,815 SH   DFND 1 428,815 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 211 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COM 375916103 4,630 165,487 SH   DFND 1 164,433 0 1,054
GILDAN ACTIVEWEAR INC COM 375916103 849 30,147 SH   DFND 1 2 30,147 0 0
GILEAD SCIENCES INC COM 375558103 1,125,279 15,915,852 SH   DFND 1 15,779,008 0 136,844
GILEAD SCIENCES INC COM 375558103 1,325 18,708 SH   DFND 1 2 18,708 0 0
GLACIER BANCORP INC COM 37637Q105 31,623 817,571 SH   DFND 1 817,571 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 6,566 341,665 SH   DFND 1 341,665 0 0
GLADSTONE LAND CORP COM 376549101 1,744 137,651 SH   DFND 1 137,651 0 0
GLATFELTER COM 377316104 7,770 396,640 SH   DFND 1 396,640 0 0
GLAUKOS CORP COM 377322102 12,036 296,185 SH   DFND 1 296,185 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 8,512 211,177 SH   DFND 1 209,201 0 1,976
GLEN BURNIE BANCORP COM 377407101 205 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 22,877 506,145 SH   DFND 1 506,145 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 8,752 279,201 SH   DFND 1 279,201 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 1,105 438,614 SH   DFND 1 438,614 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 3,160 81,070 SH   DFND 1 81,070 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 1,382 156,091 SH   DFND 1 156,091 0 0
GLOBAL NET LEASE INC COM NEW 379378201 12,363 605,160 SH   DFND 1 605,160 0 0
GLOBAL PARTNERS LP COM UNITS 37946R109 182 10,679 SH   DFND 1 2 10,679 0 0
GLOBAL PAYMENTS INC COM 37940X102 198,835 1,787,264 SH   DFND 1 1,778,798 0 8,466
GLOBAL SELF STORAGE INC COM 37955N106 310 74,849 SH   DFND 1 74,849 0 0
GLOBAL WATER RESOURCES INC COM 379463102 338 35,986 SH   DFND 1 35,986 0 0
GLOBALSCAPE INC COM 37940G109 113 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 1,319 2,694,292 SH   DFND 1 2,694,292 0 0
GLOBALSTAR INC COM 378973408 33 68,866 SH   DFND 1 2 68,866 0 0
GLOBUS MEDICAL INC - A CL A 379577208 36,697 727,267 SH   DFND 1 723,674 0 3,593
GLOWPOINT INC COM NEW 379887201 69 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 599 93,568 SH   DFND 1 2 93,568 0 0
GLU MOBILE INC COM 379890106 7,948 1,240,000 SH   DFND 1 1,240,000 0 0
GLYCOMIMETICS INC COM 38000Q102 5,247 325,312 SH   DFND 1 325,312 0 0
GMS INC COM 36251C103 8,457 312,186 SH   DFND 1 312,186 0 0
GMS INC COM 36251C103 1,164 42,976 SH   DFND 1 2 42,976 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 2,313 657,205 SH   DFND 1 656,332 0 873
GODADDY INC - CLASS A CL A 380237107 93,938 1,331,580 SH   DFND 1 1,331,580 0 0
GOGO INC COM 38046C109 3,040 625,719 SH   DFND 1 625,719 0 0
GOLAR LNG LTD SHS G9456A100 9,303 315,805 SH   DFND 1 315,502 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 885 57,308 SH   DFND 1 57,308 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 265 17,149 SH   DFND 1 2 17,149 0 0
GOLD RESOURCE CORP COM 38068T105 209 31,852 SH   DFND 1 2 31,852 0 0
GOLD RESOURCE CORP COM 38068T105 3,469 526,503 SH   DFND 1 526,503 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 4,907 181,836 SH   DFND 1 181,836 0 0
GOLDEN MINERALS CO COM 381119106 80 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 1,020 117,383 SH   DFND 1 117,383 0 0
GOLDFIELD CORP COM 381370105 607 142,852 SH   DFND 1 142,852 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 374 1,699 SH   DFND 1 2 1,699 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 839,195 3,813,100 SH   DFND 1 3,794,459 0 18,641
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 213 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 51 4,200 SH   DFND 1 2 4,200 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 645 52,165 SH   DFND 1 52,165 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 29 1,277 SH   DFND 1 2 1,277 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 75,406 3,243,584 SH   DFND 1 3,230,857 0 12,727
GOOSEHEAD INSURANCE INC -A COM CL A 38267D109 2,302 92,256 SH   DFND 1 92,256 0 0
GOPRO INC-CLASS A CL A 38268T103 2,005 311,417 SH   DFND 1 2 311,417 0 0
GOPRO INC-CLASS A CL A 38268T103 7,075 1,098,705 SH   DFND 1 1,098,705 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 2,418 1,422,875 SH   DFND 1 2 1,422,875 0 0
GORMAN-RUPP CO COM 383082104 6,448 184,242 SH   DFND 1 184,242 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 15,911 1,003,910 SH   DFND 1 1,003,910 0 0
GP STRATEGIES CORP COM 36225V104 264 15,012 SH   DFND 1 2 15,012 0 0
GP STRATEGIES CORP COM 36225V104 2,230 126,753 SH   DFND 1 126,753 0 0
GPRE 3.25 10/01/18 NOTE 3.250%10/0 393222AD6 2,110 2,000,000 PRN   DFND 1 2 2,000,000 0 0
GPRO 3.5 04/15/22 NOTE 3.500% 4/1 38268TAB9 4,562 5,000,000 PRN   DFND 1 2 5,000,000 0 0
GRACO INC COM 384109104 140 3,113 SH   DFND 1 2 3,113 0 0
GRACO INC COM 384109104 75,540 1,670,503 SH   DFND 1 1,662,277 0 8,226
GRAFTECH INTERNATIONAL LTD COM 384313508 6,569 365,180 SH   DFND 1 365,180 0 0
GRAHAM CORP COM 384556106 2,053 79,550 SH   DFND 1 79,550 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 23,540 40,164 SH   DFND 1 39,948 0 216
GRAMERCY PROPERTY TRUST COM NEW 385002308 546 20,000 SH   DFND 1 2 20,000 0 0
GRAMERCY PROPERTY TRUST COM NEW 385002308 40,146 1,469,479 SH   DFND 1 1,469,479 0 0
GRAN TIERRA ENERGY INC COM 38500T101 125 36,337 SH   DFND 1 2 36,337 0 0
GRAND CANYON EDUCATION INC COM 38526M106 51,983 465,757 SH   DFND 1 465,757 0 0
GRAND CANYON EDUCATION INC COM 38526M106 79 715 SH   DFND 1 2 715 0 0
GRANITE CONSTRUCTION INC COM 387328107 23,220 417,185 SH   DFND 1 414,957 0 2,228
GRANITE POINT MORTGAGE TRUST COM 38741L107 7,341 400,067 SH   DFND 1 400,067 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 39,287 2,707,647 SH   DFND 1 2,707,647 0 0
GRAY TELEVISION INC COM 389375106 11,593 733,785 SH   DFND 1 733,785 0 0
GREAT AJAX CORP COM 38983D300 1,731 132,373 SH   DFND 1 132,373 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 432 120,123 SH   DFND 1 120,123 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 2,737 521,363 SH   DFND 1 521,363 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 9,424 164,768 SH   DFND 1 164,768 0 0
GREAT WESTERN BANCORP INC COM 391416104 23,207 552,694 SH   DFND 1 552,694 0 0
GREEN BANCORP INC COM 39260X100 5,718 264,740 SH   DFND 1 263,705 0 1,035
GREEN BRICK PARTNERS INC COM 392709101 2,291 233,826 SH   DFND 1 233,826 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 504 6,878 SH   DFND 1 2 6,878 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 32,170 438,355 SH   DFND 1 438,355 0 0
GREEN PLAINS INC COM 393222104 7,227 394,967 SH   DFND 1 394,546 0 421
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 227 13,251 SH   DFND 1 13,251 0 0
GREENBRIER COMPANIES INC COM 393657101 16,355 310,065 SH   DFND 1 309,946 0 119
GREENE COUNTY BANCORP INC COM 394357107 514 15,172 SH   DFND 1 15,172 0 0
GREENHILL & CO INC COM 395259104 6,252 220,165 SH   DFND 1 219,780 0 385
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 4,086 287,790 SH   DFND 1 287,790 0 0
GREIF INC-CL A CL A 397624107 721 13,635 SH   DFND 1 2 13,635 0 0
GREIF INC-CL A CL A 397624107 14,554 275,185 SH   DFND 1 273,715 0 1,470
GREIF INC-CL B CL B 397624206 1,386 24,078 SH   DFND 1 23,324 0 754
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 565 12,857 SH   DFND 1 12,857 0 0
GRIFFON CORP COM 398433102 5,225 293,584 SH   DFND 1 293,584 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,492 115,940 SH   DFND 1 114,307 0 1,633
GROUP 1 AUTOMOTIVE INC COM 398905109 11,771 186,852 SH   DFND 1 186,852 0 0
GROUPON INC COM 399473107 18,008 4,188,007 SH   DFND 1 4,188,007 0 0
GROUPON INC COM 399473107 681 158,453 SH   DFND 1 2 158,453 0 0
GRUBHUB INC COM 400110102 80,458 766,930 SH   DFND 1 766,930 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 100 2,401 SH   DFND 1 2 2,401 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 174 4,198 SH   DFND 1 4,198 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 1,379 41,834 SH   DFND 1 41,834 0 0
GSCCN 7 08/15/21 NOTE 7.000% 8/1 38119TAG9 5,263 5,000,000 PRN   DFND 1 2 5,000,000 0 0
GSE SYSTEMS INC COM 36227K106 108 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 704 93,631 SH   DFND 1 93,631 0 0
GSVC 4.75 03/28/23 NOTE 4.750% 3/2 36191JAC5 3,835 4,000,000 PRN   DFND 1 2 4,000,000 0 0
GSVC 5.25 09/15/18 NOTE 5.250% 9/1 36191JAB7 2,082 2,059,000 PRN   DFND 1 2 2,059,000 0 0
GTT COMMUNICATIONS INC COM 362393100 14,227 316,173 SH   DFND 1 316,173 0 0
GTX INC COM NEW 40052B207 1,014 66,271 SH   DFND 1 66,271 0 0
GTY TECHNOLOGY HOLDINGS IN-A CL A G4182A102 330 32,820 SH   DFND 1 32,820 0 0
GUARANTY BANCORP COM NEW 40075T607 7,638 256,332 SH   DFND 1 256,332 0 0
GUARANTY BANCSHARES INC COM 400764106 1,219 37,019 SH   DFND 1 37,019 0 0
GUESS INC COM 401617105 11,726 547,950 SH   DFND 1 547,950 0 0
GUESS INC COM 401617105 802 37,516 SH   DFND 1 2 37,516 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 60,065 676,561 SH   DFND 1 676,561 0 0
GULF ISLAND FABRICATION INC COM 402307102 846 94,045 SH   DFND 1 94,045 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 24 18,051 SH   DFND 1 18,051 0 0
GULFMARK OFFSHORE INC COM 402629505 866 25,869 SH   DFND 1 25,869 0 0
GULFPORT ENERGY CORP COM NEW 402635304 20,654 1,643,177 SH   DFND 1 1,635,517 0 7,660
GW PHARMACEUTICALS -ADR ADS 36197T103 2,580 18,496 SH   DFND 1 18,496 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 11,820 314,288 SH   DFND 1 314,288 0 0
H&R BLOCK INC COM 093671105 69,212 3,043,346 SH   DFND 1 3,031,581 0 11,765
H&R BLOCK INC COM 093671105 30 1,345 SH   DFND 1 2 1,345 0 0
H.B. FULLER CO. COM 359694106 24,943 464,672 SH   DFND 1 464,672 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 2,203 220,316 SH   DFND 1 220,316 0 0
HACKETT GROUP INC/THE COM 404609109 4,021 250,264 SH   DFND 1 250,264 0 0
HACKETT GROUP INC/THE COM 404609109 522 32,545 SH   DFND 1 2 32,545 0 0
HAEMONETICS CORP/MASS COM 405024100 300 3,346 SH   DFND 1 2 3,346 0 0
HAEMONETICS CORP/MASS COM 405024100 54,759 610,611 SH   DFND 1 607,263 0 3,348
HAIN CELESTIAL GROUP INC COM 405217100 29,359 985,215 SH   DFND 1 980,112 0 5,103
HALCON RESOURCES CORP COM PAR NEW 40537Q605 5,999 1,366,664 SH   DFND 1 1,366,664 0 0
HALCON RESOURCES CORP-CW20 *W EXP 09/09/202 40537Q118 6 15,200 SH   DFND 1 2 15,200 0 0
HALLADOR ENERGY CO COM 40609P105 40 5,609 SH   DFND 1 2 5,609 0 0
HALLADOR ENERGY CO COM 40609P105 1,226 171,756 SH   DFND 1 171,756 0 0
HALLIBURTON CO COM 406216101 413,010 9,186,746 SH   DFND 1 9,138,612 0 48,134
HALLMARK FINL SERVICES INC COM NEW 40624Q203 1,062 106,418 SH   DFND 1 106,418 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 23,675 1,403,421 SH   DFND 1 1,403,421 0 0
HAMILTON BEACH BRAND-A COM CL A 40701T104 2,190 75,419 SH   DFND 1 75,419 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 133 2,774 SH   DFND 1 2 2,774 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 8,466 176,495 SH   DFND 1 176,495 0 0
HANCOCK WHITNEY CORP COM 410120109 46,469 996,135 SH   DFND 1 991,274 0 4,861
HANESBRANDS INC COM 410345102 98,552 4,484,251 SH   DFND 1 4,463,711 0 20,540
HANMI FINANCIAL CORPORATION COM NEW 410495204 9,879 348,479 SH   DFND 1 348,479 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 9,583 485,243 SH   DFND 1 485,243 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 45,874 383,692 SH   DFND 1 381,604 0 2,088
HARBORONE BANCORP INC COM 41165F101 4,881 257,744 SH   DFND 1 257,744 0 0
HARLEY-DAVIDSON INC COM 412822108 91,046 2,167,660 SH   DFND 1 2,158,828 0 8,832
HARMONIC INC COM 413160102 3,599 846,885 SH   DFND 1 846,885 0 0
HARMONIC INC COM 413160102 6 1,545 SH   DFND 1 2 1,545 0 0
HARRIS CORP COM 413875105 209,028 1,448,996 SH   DFND 1 1,442,278 0 6,718
HARRIS CORP COM 413875105 29 207 SH   DFND 1 2 207 0 0
HARSCO CORP COM 415864107 16,531 748,015 SH   DFND 1 747,030 0 985
HARTE-HANKS INC COM 416196202 281 25,337 SH   DFND 1 25,088 0 249
HARTFORD FINANCIAL SVCS GRP COM 416515104 211,852 4,151,962 SH   DFND 1 4,132,257 0 19,705
HARVARD BIOSCIENCE INC COM 416906105 1,462 273,283 SH   DFND 1 273,283 0 0
HASBRO INC COM 418056107 151,851 1,647,610 SH   DFND 1 1,635,170 0 12,440
HAVERTY FURNITURE COM 419596101 4,628 214,279 SH   DFND 1 214,279 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 34,158 995,868 SH   DFND 1 990,533 0 5,335
HAWAIIAN HOLDINGS INC COM 419879101 19,261 535,786 SH   DFND 1 535,786 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 2,764 95,583 SH   DFND 1 95,583 0 0
HAWKINS INC COM 420261109 3,354 94,896 SH   DFND 1 94,896 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,114 50,877 SH   DFND 1 50,877 0 0
HAYMAKER ACQUISITION CO-CW22 *W EXP 10/27/202 420870115 152 200,000 SH   DFND 1 2 200,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 4,514 122,873 SH   DFND 1 122,873 0 0
HC2 HOLDINGS INC COM 404139107 2,013 344,262 SH   DFND 1 344,262 0 0
HCA HEALTHCARE INC COM 40412C101 306,386 2,992,901 SH   DFND 1 2,978,072 0 14,829
HCI GROUP INC COM 40416E103 2,920 70,257 SH   DFND 1 70,177 0 80
HCP INC COM 40414L109 167,020 6,479,947 SH   DFND 1 6,454,620 0 25,327
HD SUPPLY HOLDINGS INC COM 40416M105 74,763 1,744,366 SH   DFND 1 1,744,366 0 0
HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 1,860 17,714 SH   DFND 1 17,172 0 542
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 4,449 137,548 SH   DFND 1 137,122 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 41,982 1,443,700 SH   DFND 1 1,437,564 0 6,136
HEALTHCARE SERVICES GROUP COM 421906108 31,097 720,009 SH   DFND 1 716,389 0 3,620
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 48,986 1,817,011 SH   DFND 1 1,817,011 0 0
HEALTHEQUITY INC COM 42226A107 184 2,454 SH   DFND 1 2 2,454 0 0
HEALTHEQUITY INC COM 42226A107 39,972 532,254 SH   DFND 1 532,254 0 0
HEALTHSTREAM INC COM 42222N103 7,471 273,576 SH   DFND 1 273,576 0 0
HEARTLAND EXPRESS INC COM 422347104 9,439 508,866 SH   DFND 1 508,866 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 15,329 279,489 SH   DFND 1 279,489 0 0
HEAT BIOLOGICS INC COM NEW 42237K300 264 122,984 SH   DFND 1 122,984 0 0
HECLA MINING CO COM 422704106 21 6,037 SH   DFND 1 2 6,037 0 0
HECLA MINING CO COM 422704106 12,796 3,677,036 SH   DFND 1 3,677,036 0 0
HEICO CORP COM 422806109 27,614 378,640 SH   DFND 1 378,640 0 0
HEICO CORP-CLASS A CL A 422806208 36,200 593,936 SH   DFND 1 593,936 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 322 9,206 SH   DFND 1 2 9,206 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 10,262 293,224 SH   DFND 1 292,834 0 390
HELEN OF TROY LTD COM G4388N106 27,912 283,516 SH   DFND 1 282,211 0 1,305
HELEN OF TROY LTD COM G4388N106 374 3,805 SH   DFND 1 2 3,805 0 0
HELIOS & MATHESON INFORMATION COM NEW 42327L309 116 377,182 SH   DFND 1 377,182 0 0
HELIUS MEDICAL TECHNOLOGIES COM CL A 42328V504 772 81,130 SH   DFND 1 81,130 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 10,730 1,288,136 SH   DFND 1 1,288,136 0 0
HELMERICH & PAYNE COM 423452101 87,097 1,368,474 SH   DFND 1 1,361,980 0 6,494
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,237 170,817 SH   DFND 1 170,817 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 23 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 228 13,164 SH   DFND 1 13,164 0 0
HENNESSY CAPITAL ACQUISITION COM 42588L105 10,140 1,000,000 SH   DFND 1 2 1,000,000 0 0
HENRY SCHEIN INC COM 806407102 137,923 1,902,426 SH   DFND 1 1,886,684 0 15,742
HERBALIFE NUTRITION LTD COM SHS G4412G101 60,255 1,121,667 SH   DFND 1 1,121,667 0 0
HERC HOLDINGS INC COM 42704L104 13,956 247,717 SH   DFND 1 247,717 0 0
HERITAGE COMMERCE CORP COM 426927109 6,375 375,252 SH   DFND 1 375,252 0 0
HERITAGE FINANCIAL CORP COM 42722X106 10,368 297,528 SH   DFND 1 297,528 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 202 12,139 SH   DFND 1 2 12,139 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 3,584 215,013 SH   DFND 1 215,013 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 3,023 150,421 SH   DFND 1 150,421 0 0
HERMAN MILLER INC COM 600544100 427 12,603 SH   DFND 1 2 12,603 0 0
HERMAN MILLER INC COM 600544100 26,675 786,880 SH   DFND 1 783,958 0 2,922
HERON THERAPEUTICS INC COM 427746102 25,159 647,611 SH   DFND 1 647,611 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 9,377 437,168 SH   DFND 1 437,168 0 0
HERSHEY CO/THE COM 427866108 235 2,531 SH   DFND 1 2 2,531 0 0
HERSHEY CO/THE COM 427866108 174,362 1,877,004 SH   DFND 1 1,869,289 0 7,715
HERTZ GLOBAL HOLDINGS INC COM 42806J106 10,579 689,639 SH   DFND 1 689,639 0 0
HESKA CORP COM RESTRC NEW 42805E306 6,963 67,096 SH   DFND 1 67,096 0 0
HESS CORP COM 42809H107 201,793 3,023,253 SH   DFND 1 3,009,358 0 13,895
HEWLETT PACKARD ENTERPRISE COM 42824C109 254,600 17,463,061 SH   DFND 1 17,379,722 0 83,339
HEWLETT PACKARD ENTERPRISE COM 42824C109 228 15,670 SH   DFND 1 2 15,670 0 0
HEXCEL CORP COM 428291108 52,996 798,387 SH   DFND 1 798,387 0 0
HFF INC-CLASS A CL A 40418F108 12,634 367,831 SH   DFND 1 367,831 0 0
HIBBETT SPORTS INC COM 428567101 4,317 188,538 SH   DFND 1 188,538 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 128 10,896 SH   DFND 1 2 10,896 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 6,149 1,011,453 SH   DFND 1 1,011,453 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 47 15,239 SH   DFND 1 15,239 0 0
HIGHWOODS PROPERTIES INC COM 431284108 56,382 1,111,426 SH   DFND 1 1,106,347 0 5,079
HILL INTERNATIONAL INC COM 431466101 2,387 404,739 SH   DFND 1 404,739 0 0
HILLENBRAND INC COM 431571108 29,711 630,139 SH   DFND 1 630,139 0 0
HILL-ROM HOLDINGS INC COM 431475102 52,382 599,756 SH   DFND 1 596,302 0 3,454
HILLTOP HOLDINGS INC COM 432748101 15,932 721,922 SH   DFND 1 721,922 0 0
HILTON GRAND VACATIONS INC COM 43283X105 30,121 868,050 SH   DFND 1 868,050 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 249,740 3,161,603 SH   DFND 1 3,146,777 0 14,826
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 542 72,727 SH   DFND 1 72,727 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 3,472 15,805 SH   DFND 1 15,805 0 0
HMS HOLDINGS CORP COM 40425J101 19,626 907,802 SH   DFND 1 907,802 0 0
HNI CORP COM 404251100 14,921 401,105 SH   DFND 1 398,217 0 2,888
HOLLYFRONTIER CORP COM 436106108 242 3,541 SH   DFND 1 2 3,541 0 0
HOLLYFRONTIER CORP COM 436106108 188,791 2,763,061 SH   DFND 1 2,752,879 0 10,182
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,029 46,513 SH   DFND 1 46,513 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2 123 SH   DFND 1 2 123 0 0
HOLOGIC INC COM 436440101 131,460 3,313,709 SH   DFND 1 3,285,806 0 27,903
HOME BANCORP INC COM 43689E107 3,243 69,677 SH   DFND 1 69,677 0 0
HOME BANCSHARES INC COM 436893200 36,766 1,629,710 SH   DFND 1 1,621,963 0 7,747
HOME DEPOT INC COM 437076102 2,451,109 12,590,909 SH   DFND 1 12,526,901 0 64,008
HOMESTREET INC COM 43785V102 7,376 273,694 SH   DFND 1 273,694 0 0
HOMETRUST BANCSHARES INC COM 437872104 4,727 167,954 SH   DFND 1 167,954 0 0
HOMOLOGY MEDICINES INC COM 438083107 1,957 95,980 SH   DFND 1 95,980 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 738 25,225 SH   DFND 1 22,522 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 2,088 14,500 SH   DFND 1 2 14,500 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 1,291,293 8,982,018 SH   DFND 1 8,942,382 0 39,636
HOOKER FURNITURE CORP COM 439038100 5,331 113,676 SH   DFND 1 113,676 0 0
HOPE BANCORP INC COM 43940T109 23,635 1,325,576 SH   DFND 1 1,325,576 0 0
HOPFED BANCORP INC COM 439734104 366 22,075 SH   DFND 1 22,075 0 0
HORACE MANN EDUCATORS COM 440327104 16,648 373,274 SH   DFND 1 373,274 0 0
HORIZON BANCORP INC/IN COM 440407104 9,282 448,644 SH   DFND 1 448,644 0 0
HORIZON GLOBAL CORP COM 44052W104 889 149,251 SH   DFND 1 149,251 0 0
HORIZON PHARMA PLC SHS G4617B105 29,501 1,781,485 SH   DFND 1 1,781,485 0 0
HORIZON TECHNOLOGY FINANCE C COM 44045A102 122 12,178 SH   DFND 1 12,178 0 0
HORMEL FOODS CORP COM 440452100 131,053 3,528,324 SH   DFND 1 3,513,193 0 15,131
HORNBECK OFFSHORE SERVICES COM 440543106 791 199,895 SH   DFND 1 199,895 0 0
HORTONWORKS INC COM 440894103 12,134 665,992 SH   DFND 1 665,992 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 59,771 2,089,181 SH   DFND 1 2,079,810 0 9,371
HOST HOTELS & RESORTS INC COM 44107P104 220,965 10,504,946 SH   DFND 1 10,462,293 0 42,653
HOST HOTELS & RESORTS INC COM 44107P104 31 1,487 SH   DFND 1 2 1,487 0 0
HOSTESS BRANDS INC CL A 44109J106 11,587 852,042 SH   DFND 1 852,042 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 8,267 1,080,659 SH   DFND 1 1,080,659 0 0
HOULIHAN LOKEY INC CL A 441593100 328 6,417 SH   DFND 1 2 6,417 0 0
HOULIHAN LOKEY INC CL A 441593100 17,449 340,678 SH   DFND 1 340,678 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 41 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 800 94,203 SH   DFND 1 94,203 0 0
HOVNANIAN ENTERPRISES-A CL A 442487203 1,796 1,102,278 SH   DFND 1 1,098,062 0 4,216
HOVNANIAN ENTERPRISES-A CL A 442487203 49 30,104 SH   DFND 1 2 30,104 0 0
HOWARD BANCORP INC COM 442496105 1,632 90,722 SH   DFND 1 90,722 0 0
HOWARD HUGHES CORP/THE COM 44267D107 44,237 333,868 SH   DFND 1 333,868 0 0
HP INC COM 40434L105 466,773 20,610,812 SH   DFND 1 20,515,148 0 95,664
HRG GROUP INC COM 84790A105 17,645 1,348,019 SH   DFND 1 1,348,019 0 0
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 17,967 381,149 SH   DFND 1 378,378 0 2,771
HTG MOLECULAR DIAGNOSTICS COM 40434H104 617 189,493 SH   DFND 1 189,493 0 0
HUAZHU GROUP LTD-ADR SPONSORED ADS 44332N106 65 1,568 SH   DFND 1 2 1,568 0 0
HUAZHU GROUP LTD-ADR SPONSORED ADS 44332N106 13,334 319,337 SH   DFND 1 318,649 0 688
HUB GROUP INC-CL A CL A 443320106 33 670 SH   DFND 1 2 670 0 0
HUB GROUP INC-CL A CL A 443320106 16,716 335,673 SH   DFND 1 335,673 0 0
HUBBELL INC COM 443510607 53,759 508,409 SH   DFND 1 505,716 0 2,693
HUBSPOT INC COM 443573100 41,413 330,252 SH   DFND 1 330,252 0 0
HUDBAY MINERALS INC COM 443628102 66 11,872 SH   DFND 1 11,872 0 0
HUDBAY MINERALS INC COM 443628102 412 74,000 SH   DFND 1 2 74,000 0 0
HUDSON GLOBAL INC COM 443787106 147 90,899 SH   DFND 1 90,899 0 0
HUDSON LTD-CLASS A COM CL A G46408103 1,817 103,922 SH   DFND 1 103,922 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 61,144 1,725,785 SH   DFND 1 1,725,785 0 0
HUDSON TECHNOLOGIES INC COM 444144109 495 246,689 SH   DFND 1 246,689 0 0
HUMANA INC COM 444859102 381 1,281 SH   DFND 1 2 1,281 0 0
HUMANA INC COM 444859102 494,520 1,664,804 SH   DFND 1 1,657,198 0 7,606
HUNT (JB) TRANSPRT SVCS INC COM 445658107 135,793 1,119,236 SH   DFND 1 1,109,300 0 9,936
HUNT COMPANIES FINANCE TRUST COM 44558T100 285 83,765 SH   DFND 1 83,765 0 0
HUNTER MARITIME ACQUISITIO-W *W EXP 11/17/202 Y37828129 212 664,850 SH   DFND 1 2 664,850 0 0
HUNTINGTON BANCSHARES INC COM 446150104 198,361 13,465,440 SH   DFND 1 13,406,403 0 59,037
HUNTINGTON INGALLS INDUSTRIE COM 446413106 130,843 604,619 SH   DFND 1 602,258 0 2,361
HUNTSMAN CORP COM 447011107 166 5,692 SH   DFND 1 2 5,692 0 0
HUNTSMAN CORP COM 447011107 95,524 3,271,395 SH   DFND 1 3,271,395 0 0
HURCO COMPANIES INC COM 447324104 5 130 SH   DFND 1 2 130 0 0
HURCO COMPANIES INC COM 447324104 3,918 87,561 SH   DFND 1 87,561 0 0
HURON CONSULTING GROUP INC COM 447462102 9,236 225,843 SH   DFND 1 225,843 0 0
HUTCHISON CHINA MEDITECH-ADR SPONSORED ADR 44842L103 427 14,196 SH   DFND 1 14,196 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 541 113,964 SH   DFND 1 113,964 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 34,164 442,826 SH   DFND 1 442,826 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 21 278 SH   DFND 1 2 278 0 0
HYDROGENICS CORP COM NEW 448883207 92 12,364 SH   DFND 1 12,364 0 0
HYSTER-YALE MATERIALS CL A 449172105 6,976 108,590 SH   DFND 1 108,590 0 0
IAC/INTERACTIVECORP COM 44919P508 103,174 677,116 SH   DFND 1 676,966 0 150
IAMGOLD CORP COM 450913108 128 22,074 SH   DFND 1 22,074 0 0
IBERIABANK CORP COM 450828108 44,952 593,047 SH   DFND 1 593,047 0 0
IBIO INC COM NEW 451033203 30 34,266 SH   DFND 1 34,266 0 0
ICAD INC COM NEW 44934S206 223 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 8,590 120,887 SH   DFND 1 120,887 0 0
ICF INTERNATIONAL INC COM 44925C103 13,922 195,947 SH   DFND 1 195,947 0 0
ICHOR HOLDINGS LTD SHS G4740B105 4,007 188,847 SH   DFND 1 188,847 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 127 15,893 SH   DFND 1 12,921 0 2,972
ICON PLC SHS G4705A100 4,891 36,907 SH   DFND 1 36,907 0 0
ICONIX BRAND GROUP INC COM 451055107 220 377,795 SH   DFND 1 377,795 0 0
ICU MEDICAL INC COM 44930G107 43,767 149,048 SH   DFND 1 148,300 0 748
ICU MEDICAL INC COM 44930G107 7 25 SH   DFND 1 2 25 0 0
ID SYSTEMS INC COM 449489103 350 56,581 SH   DFND 1 56,581 0 0
IDACORP INC COM 451107106 44,151 478,654 SH   DFND 1 476,179 0 2,475
IDEAL POWER INC COM 451622104 69 65,278 SH   DFND 1 65,278 0 0
IDENTIV INC COM NEW 45170X205 247 63,993 SH   DFND 1 63,993 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K405 2,258 1,711,194 SH   DFND 1 1,711,194 0 0
IDEX CORP COM 45167R104 102,809 753,810 SH   DFND 1 750,045 0 3,765
IDEXX LABORATORIES INC COM 45168D104 223,127 1,025,882 SH   DFND 1 1,017,005 0 8,877
IDT CORP-CLASS B CL B NEW 448947507 767 136,643 SH   DFND 1 136,643 0 0
IEC ELECTRONICS CORP COM 44949L105 132 22,723 SH   DFND 1 22,723 0 0
IES HOLDINGS INC COM 44951W106 1,516 90,553 SH   DFND 1 90,553 0 0
IHS MARKIT LTD SHS G47567105 227,445 4,417,519 SH   DFND 1 4,398,622 0 18,897
II-VI INC COM 902104108 24,535 564,687 SH   DFND 1 564,687 0 0
IKANG HEALTHCARE GROUP-ADR SPONSORED ADR 45174L108 859 41,996 SH   DFND 1 41,996 0 0
ILG INC COM 44967H101 825 25,000 SH   DFND 1 2 25,000 0 0
ILG INC COM 44967H101 35,230 1,066,624 SH   DFND 1 1,061,326 0 5,298
ILLINOIS TOOL WORKS COM 452308109 493,443 3,569,050 SH   DFND 1 3,551,871 0 17,179
ILLUMINA INC COM 452327109 446,987 1,603,950 SH   DFND 1 1,588,721 0 15,229
ILLUMINA INC COM 452327109 2,258 8,087 SH   DFND 1 2 8,087 0 0
IMAX CORP COM 45245E109 3,181 143,630 SH   DFND 1 143,630 0 0
IMMERSION CORPORATION COM 452521107 452 29,307 SH   DFND 1 2 29,307 0 0
IMMERSION CORPORATION COM 452521107 5,954 385,653 SH   DFND 1 385,653 0 0
IMMUNE DESIGN CORP COM 45252L103 1,521 334,471 SH   DFND 1 333,797 0 674
IMMUNE PHARMACEUTICALS INC COM NEW 45254C200 4 22,355 SH   DFND 1 22,355 0 0
IMMUNOGEN INC COM 45253H101 14,771 1,518,162 SH   DFND 1 1,517,310 0 852
IMMUNOMEDICS INC COM 452907108 36,837 1,556,311 SH   DFND 1 1,556,311 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 1,103 115,838 SH   DFND 1 115,838 0 0
IMPERIAL OIL LTD COM 453038408 6,440 195,783 SH   DFND 1 195,458 0 325
IMPERVA INC COM 45321L100 16,230 336,385 SH   DFND 1 336,385 0 0
IMPINJ INC COM 453204109 3,876 175,310 SH   DFND 1 175,310 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 151 68,853 SH   DFND 1 68,853 0 0
INCYTE CORP COM 45337C102 1,298 19,383 SH   DFND 1 2 19,383 0 0
INCYTE CORP COM 45337C102 141,990 2,123,460 SH   DFND 1 2,103,453 0 20,007
INDEPENDENCE CONTRACT DRILLI COM 453415309 1,113 270,163 SH   DFND 1 270,163 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 3,899 117,265 SH   DFND 1 117,265 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 9,803 950,826 SH   DFND 1 950,826 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 5,624 220,563 SH   DFND 1 220,563 0 0
INDEPENDENT BANK CORP/MA COM 453836108 22,153 282,576 SH   DFND 1 282,576 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 13,925 208,461 SH   DFND 1 208,461 0 0
INDUSTRIAL LOGISTICS PROPERT COM SHS BEN INT 456237106 5,465 244,534 SH   DFND 1 244,534 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 31 15,157 SH   DFND 1 15,157 0 0
INFINERA CORP COM 45667G103 15,224 1,533,224 SH   DFND 1 1,533,224 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 656 343,843 SH   DFND 1 343,517 0 326
INFINITY PROPERTY & CASUALTY COM 45665Q103 15,347 107,818 SH   DFND 1 107,818 0 0
INFLARX NV COM N44821101 1,213 37,628 SH   DFND 1 37,628 0 0
INFORMATION SERVICES GROUP COM 45675Y104 981 239,347 SH   DFND 1 239,347 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 3,859 201,989 SH   DFND 1 199,265 0 2,724
INFRAREIT INC COM 45685L100 33 1,527 SH   DFND 1 2 1,527 0 0
INFRAREIT INC COM 45685L100 9,665 435,954 SH   DFND 1 435,954 0 0
INFRASTRUCTURE AND ENERGY AL COM 45686J104 840 90,318 SH   DFND 1 90,318 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 165 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 490 34,276 SH   DFND 1 31,248 0 3,028
INGERSOLL-RAND PLC SHS G47791101 262,506 2,931,461 SH   DFND 1 2,917,734 0 13,727
INGEVITY CORP COM 45688C107 31,321 387,356 SH   DFND 1 387,291 0 65
INGLES MARKETS INC-CLASS A CL A 457030104 7,623 239,729 SH   DFND 1 239,729 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 15 482 SH   DFND 1 2 482 0 0
INGREDION INC COM 457187102 79,826 721,600 SH   DFND 1 717,854 0 3,746
INGREDION INC COM 457187102 433 3,915 SH   DFND 1 2 3,915 0 0
INNERWORKINGS INC COM 45773Y105 3,786 435,681 SH   DFND 1 435,681 0 0
INNODATA INC COM NEW 457642205 72 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 9,327 195,947 SH   DFND 1 195,623 0 324
INNOSPEC INC COM 45768S105 18,747 244,907 SH   DFND 1 244,907 0 0
INNOVATE BIOPHARMACEUTICALS COM PAR 45782F105 1,125 47,757 SH   DFND 1 47,757 0 0
INNOVATIVE INDUSTRIAL PROPER COM 45781V101 1,332 36,379 SH   DFND 1 35,656 0 723
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 163 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 10,347 749,851 SH   DFND 1 748,411 0 1,440
INOGEN INC COM 45780L104 744 3,994 SH   DFND 1 2 3,994 0 0
INOGEN INC COM 45780L104 33,068 177,475 SH   DFND 1 177,475 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 6,655 670,575 SH   DFND 1 670,575 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3,316 846,076 SH   DFND 1 846,076 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 22 5,662 SH   DFND 1 2 5,662 0 0
INPHI CORP COM 45772F107 13,242 406,077 SH   DFND 1 406,077 0 0
INSEEGO CORP COM 45782B104 497 247,576 SH   DFND 1 247,576 0 0
INSIGHT ENTERPRISES INC COM 45765U103 17,667 361,075 SH   DFND 1 361,075 0 0
INSIGHT ENTERPRISES INC COM 45765U103 168 3,434 SH   DFND 1 2 3,434 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 60 35,506 SH   DFND 1 35,506 0 0
INSMED INC COM PAR $.01 457669307 18,280 772,956 SH   DFND 1 772,956 0 0
INSPERITY INC COM 45778Q107 765 8,036 SH   DFND 1 2 8,036 0 0
INSPERITY INC COM 45778Q107 45,253 475,104 SH   DFND 1 474,336 0 768
INSPIRE MEDICAL SYSTEMS INC COM 457730109 2,793 78,335 SH   DFND 1 78,335 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 512 81,972 SH   DFND 1 81,972 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 11,410 201,782 SH   DFND 1 201,782 0 0
INSTEEL INDUSTRIES INC COM 45774W108 5,823 174,353 SH   DFND 1 174,353 0 0
INSTRUCTURE INC COM 45781U103 12,184 286,346 SH   DFND 1 286,346 0 0
INSULET CORP COM 45784P101 46,490 542,475 SH   DFND 1 542,475 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 2,184 301,748 SH   DFND 1 301,430 0 318
INTEC PHARMA LTD SHS M53644106 55 12,631 SH   DFND 1 12,631 0 0
INTEGER HOLDINGS CORP COM 45826H109 17,612 272,436 SH   DFND 1 271,681 0 755
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 43,067 668,639 SH   DFND 1 665,176 0 3,463
INTEGRATED DEVICE TECH INC COM 458118106 41,495 1,301,617 SH   DFND 1 1,295,277 0 6,340
INTEL CORP COM 458140100 3,175,060 63,982,778 SH   DFND 1 63,496,313 0 486,465
INTEL CORP COM 458140100 1,191 23,968 SH   DFND 1 2 23,968 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 7,170 262,085 SH   DFND 1 262,085 0 0
INTELLICHECK INC COM NEW 45817G201 25 11,261 SH   DFND 1 11,261 0 0
INTELLIPHARMACEUTICS INTERNA COM 458173101 6 13,756 SH   DFND 1 13,756 0 0
INTELSAT SA COM L5140P101 1,766 106,007 SH   DFND 1 106,007 0 0
INTER PARFUMS INC COM 458334109 9,946 185,914 SH   DFND 1 185,914 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 38,934 604,477 SH   DFND 1 600,421 0 4,056
INTERCEPT PHARMACEUTICALS IN COM 45845P108 18,406 219,360 SH   DFND 1 219,344 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 443,839 6,048,287 SH   DFND 1 6,017,550 0 30,737
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 429 6,860 SH   DFND 1 5,916 0 944
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 7 127 SH   DFND 1 2 127 0 0
INTERDIGITAL INC COM 45867G101 30,891 381,849 SH   DFND 1 379,885 0 1,964
INTERFACE INC COM 458665304 643 28,026 SH   DFND 1 2 28,026 0 0
INTERFACE INC COM 458665304 14,157 616,882 SH   DFND 1 616,882 0 0
INTERMOLECULAR INC COM 45882D109 115 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR 45885A409 1,575 151,218 SH   DFND 1 150,875 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 29,682 693,520 SH   DFND 1 690,863 0 2,657
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 276 11,889 SH   DFND 1 2 11,889 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 5,366 230,912 SH   DFND 1 230,912 0 0
INTERNATIONAL PAPER CO COM 460146103 248,305 4,777,503 SH   DFND 1 4,752,962 0 24,541
INTERNATIONAL SEAWAYS INC COM Y41053102 6,399 276,537 SH   DFND 1 276,537 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 120 135,723 SH   DFND 1 135,723 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 126,644 5,412,256 SH   DFND 1 5,390,998 0 21,258
INTERSECT ENT INC COM 46071F103 10,897 290,984 SH   DFND 1 290,984 0 0
INTERSECTIONS INC COM 460981301 136 67,353 SH   DFND 1 67,353 0 0
INTEST CORP COM 461147100 264 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM 461148108 664 137,009 SH   DFND 1 137,009 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,538,011 11,030,176 SH   DFND 1 10,982,108 0 48,068
INTL BUSINESS MACHINES CORP COM 459200101 369 2,646 SH   DFND 1 2 2,646 0 0
INTL FCSTONE INC COM 46116V105 12,867 248,841 SH   DFND 1 248,841 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 123,281 996,445 SH   DFND 1 992,095 0 4,350
INTL SPEEDWAY CORP-CL A CL A 460335201 10,982 245,702 SH   DFND 1 244,505 0 1,197
INTRA-CELLULAR THERAPIES INC COM 46116X101 8,289 469,119 SH   DFND 1 469,119 0 0
INTREPID POTASH INC COM 46121Y102 3,810 929,488 SH   DFND 1 929,488 0 0
INTREXON CORP COM 46122T102 8,769 629,091 SH   DFND 1 629,091 0 0
INTRICON CORP COM 46121H109 3,089 76,657 SH   DFND 1 76,657 0 0
INTUIT INC COM 461202103 665,914 3,265,233 SH   DFND 1 3,239,089 0 26,144
INTUITIVE SURGICAL INC COM NEW 46120E602 666,130 1,394,880 SH   DFND 1 1,383,247 0 11,633
INUVO INC COM NEW 46122W204 82 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 5,614 301,876 SH   DFND 1 301,876 0 0
INVESCO LTD SHS G491BT108 130,610 4,927,454 SH   DFND 1 4,905,657 0 21,797
INVESCO LTD SHS G491BT108 498 18,777 SH   DFND 1 2 18,777 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 16,116 1,013,596 SH   DFND 1 1,007,748 0 5,848
INVESCO MUNICIPAL OPPORTUNI COM 46132C107 921 78,504 SH   DFND 1 2 78,504 0 0
INVESCO PENNSYLVANIA VALUE M COM 46132K109 139 11,646 SH   DFND 1 2 11,646 0 0
INVESTAR HOLDING CORP COM 46134L105 1,902 68,810 SH   DFND 1 68,810 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 7,458 356,506 SH   DFND 1 356,506 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 339 16,224 SH   DFND 1 2 16,224 0 0
INVESTORS BANCORP INC COM 46146L101 511 40,000 SH   DFND 1 2 40,000 0 0
INVESTORS BANCORP INC COM 46146L101 34,494 2,696,966 SH   DFND 1 2,696,966 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 6,038 1,091,875 SH   DFND 1 1,091,875 0 0
INVESTORS TITLE CO COM 461804106 2,159 11,693 SH   DFND 1 11,693 0 0
INVH 3 07/01/19 NOTE 3.000% 7/0 85571WAB5 17,668 14,000,000 PRN   DFND 1 2 14,000,000 0 0
INVITAE CORP COM 46185L103 4,030 548,432 SH   DFND 1 548,432 0 0
INVITATION HOMES INC COM 46187W107 70,717 3,068,374 SH   DFND 1 3,068,374 0 0
INVIVO THERAPEUTICS HOLDINGS COM PAR 46186M407 17 10,036 SH   DFND 1 10,036 0 0
INVUITY INC COM NEW 46187J205 307 78,759 SH   DFND 1 78,759 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 789 32,505 SH   DFND 1 2 32,505 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 2,388 98,300 SH   DFND 1 98,300 0 0
IONIS PHARMACEUTICALS INC COM 462222100 48,119 1,154,765 SH   DFND 1 1,154,565 0 200
IOVANCE BIOTHERAPEUTICS INC COM 462260100 9,731 760,308 SH   DFND 1 760,308 0 0
IPASS INC COM 46261V108 163 474,363 SH   DFND 1 474,363 0 0
IPG PHOTONICS CORP COM 44980X109 117,268 532,409 SH   DFND 1 530,414 0 1,995
IPG PHOTONICS CORP COM 44980X109 31 142 SH   DFND 1 2 142 0 0
IQIYI INC-ADR SPONSORED ADS 46267X108 2,240 69,358 SH   DFND 1 69,358 0 0
IQVIA HOLDINGS INC COM 46266C105 187,704 1,884,080 SH   DFND 1 1,875,491 0 8,589
IRADIMED CORP COM 46266A109 712 34,349 SH   DFND 1 34,349 0 0
IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 37,537 68,688 PRN   DFND 1 2 68,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 17,405 214,537 SH   DFND 1 214,537 0 0
IRIDEX CORP COM 462684101 256 37,770 SH   DFND 1 37,770 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 14,348 891,222 SH   DFND 1 891,222 0 0
IROBOT CORP COM 462726100 20,607 271,968 SH   DFND 1 271,811 0 157
IRON MOUNTAIN INC COM 46284V101 121,702 3,482,913 SH   DFND 1 3,467,693 0 15,220
IRON MOUNTAIN INC COM 46284V101 248 7,086 SH   DFND 1 2 7,086 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 27,222 1,423,792 SH   DFND 1 1,423,792 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 3,145 106,261 PRN   DFND 1 106,261 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 12,871 245,133 PRN   DFND 1 245,133 0 0
ISHARES CURRENCY HEDGED MSCI CUR HD EURZN ETF 46434V639 6,853 228,000 PRN   DFND 1 228,000 0 0
ISHARES GLOBAL HEALTHCARE ET GLOB HLTHCRE ETF 464287325 416 7,380 PRN   DFND 1 7,380 0 0
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 6,229 93,020 PRN   DFND 1 93,020 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 11,506 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 19,630 589,676 PRN   DFND 1 589,676 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 20,987 582,984 PRN   DFND 1 582,984 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 786 5,175 PRN   DFND 1 5,175 0 0
ISORAY INC COM 46489V104 121 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 871 7,088 SH   DFND 1 7,088 0 0
ISSUER DIRECT CORP COM NEW 46520M204 713 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 7,027 651,333 SH   DFND 1 651,333 0 0
ISTAR INC COM 45031U101 412 38,217 SH   DFND 1 2 38,217 0 0
ITERIS INC COM 46564T107 1,190 245,962 SH   DFND 1 245,962 0 0
ITRON INC COM 465741106 20,836 346,982 SH   DFND 1 346,982 0 0
ITT INC COM 45073V108 41,275 789,667 SH   DFND 1 785,378 0 4,289
ITURAN LOCATION AND CONTROL SHS M6158M104 653 21,526 SH   DFND 1 21,526 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 45 1,500 SH   DFND 1 2 1,500 0 0
ITUS CORP COM NEW 45069V203 265 87,602 SH   DFND 1 87,602 0 0
IVY HIGH INCOME OPPORTUNITY COM 465893105 1,405 98,086 SH   DFND 1 2 98,086 0 0
IZEA INC COM 46603N301 23 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 23,118 151,629 SH   DFND 1 151,629 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,276 114,449 SH   DFND 1 114,449 0 0
J. JILL INC COM 46620W102 1,296 138,811 SH   DFND 1 138,811 0 0
J.C. PENNEY CO INC COM 708160106 6,737 2,879,421 SH   DFND 1 2,879,421 0 0
J2 GLOBAL INC COM 48123V102 44,025 508,314 SH   DFND 1 505,704 0 2,610
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 138 20,358 SH   DFND 1 20,358 0 0
JABIL INC COM 466313103 25 928 SH   DFND 1 2 928 0 0
JABIL INC COM 466313103 46,058 1,665,184 SH   DFND 1 1,656,475 0 8,709
JACK HENRY & ASSOCIATES INC COM 426281101 123,159 945,327 SH   DFND 1 941,534 0 3,793
JACK IN THE BOX INC COM 466367109 26,138 307,084 SH   DFND 1 305,690 0 1,394
JACOBS ENGINEERING GROUP INC COM 469814107 99,037 1,562,824 SH   DFND 1 1,556,428 0 6,396
JAGGED PEAK ENERGY INC COM 47009K107 5,177 397,688 SH   DFND 1 397,688 0 0
JAGUAR HEALTH INC COM NEW 47010C300 42 29,930 SH   DFND 1 29,930 0 0
JAKKS PACIFIC INC COM 47012E106 407 124,489 SH   DFND 1 122,951 0 1,538
JAMBA INC COM NEW 47023A309 970 91,082 SH   DFND 1 91,082 0 0
JAMES RIVER GROUP HOLDINGS L COM G5005R107 11,493 292,532 SH   DFND 1 292,532 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 43,433 1,413,386 SH   DFND 1 1,404,345 0 9,041
JASON INDUSTRIES INC COM 471172106 127 54,863 SH   DFND 1 54,863 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 226 1,313 SH   DFND 1 2 1,313 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 95,183 552,836 SH   DFND 1 552,836 0 0
JBG SMITH PROPERTIES COM 46590V100 38,253 1,048,893 SH   DFND 1 1,044,326 0 4,567
JD.COM INC-ADR SPON ADR CL A 47215P106 69,637 1,797,593 SH   DFND 1 1,751,309 0 46,284
JEFFERIES FINANCIAL GROUP IN COM 47233W109 100,055 4,407,506 SH   DFND 1 4,391,417 0 16,089
JELD-WEN HOLDING INC COM 47580P103 19,161 670,233 SH   DFND 1 670,233 0 0
JERNIGAN CAPITAL INC COM 476405105 2,704 141,910 SH   DFND 1 141,910 0 0
JETBLUE AIRWAYS CORP COM 477143101 61,226 3,225,869 SH   DFND 1 3,210,333 0 15,536
JM SMUCKER CO/THE COM NEW 832696405 171,961 1,602,647 SH   DFND 1 1,596,168 0 6,479
JM SMUCKER CO/THE COM NEW 832696405 303 2,823 SH   DFND 1 2 2,823 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 25,650 288,530 SH   DFND 1 288,530 0 0
JOHNSON & JOHNSON COM 478160104 4,006,122 33,079,601 SH   DFND 1 32,931,499 0 148,102
JOHNSON & JOHNSON COM 478160104 276 2,280 SH   DFND 1 2 2,280 0 0
JOHNSON CONTROLS INTERNATION SHS G51502105 344,723 10,327,761 SH   DFND 1 10,277,147 0 50,614
JOHNSON OUTDOORS INC-A CL A 479167108 9,559 113,093 SH   DFND 1 113,093 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 130 1,545 SH   DFND 1 2 1,545 0 0
JOINT CORP/THE COM 47973J102 457 55,935 SH   DFND 1 55,935 0 0
JOINT CORP/THE COM 47973J102 352 43,083 SH   DFND 1 2 43,083 0 0
JONES ENERGY INC - A COM CL A 48019R108 147 396,341 SH   DFND 1 396,341 0 0
JONES LANG LASALLE INC COM 48020Q107 32 195 SH   DFND 1 2 195 0 0
JONES LANG LASALLE INC COM 48020Q107 68,716 414,272 SH   DFND 1 412,039 0 2,233
JOUNCE THERAPEUTICS INC COM 481116101 917 119,775 SH   DFND 1 119,540 0 235
JPMORGAN CHASE & CO COM 46625H100 4,056,454 39,010,511 SH   DFND 1 38,823,389 0 187,122
JPMORGAN CHASE & CO COM 46625H100 243 2,340 SH   DFND 1 2 2,340 0 0
JUNIPER NETWORKS INC COM 48203R104 352 12,863 SH   DFND 1 2 12,863 0 0
JUNIPER NETWORKS INC COM 48203R104 153,061 5,590,336 SH   DFND 1 5,570,808 0 19,528
JUNIPER PHARMACEUTICALS INC COM 48203L107 80 9,224 SH   DFND 1 2 9,224 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 558 64,186 SH   DFND 1 64,186 0 0
K12 INC COM 48273U102 11,234 686,281 SH   DFND 1 685,955 0 326
K12 INC COM 48273U102 873 53,371 SH   DFND 1 2 53,371 0 0
K2M GROUP HOLDINGS INC COM 48273J107 9,176 407,836 SH   DFND 1 407,836 0 0
KADANT INC COM 48282T104 9,755 101,459 SH   DFND 1 101,459 0 0
KADMON HOLDINGS INC COM 48283N106 3,552 890,257 SH   DFND 1 890,257 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 17,679 169,811 SH   DFND 1 169,811 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,266 92,270 SH   DFND 1 92,270 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 168 20,762 SH   DFND 1 20,762 0 0
KAMADA LTD SHS M6240T109 87 16,824 SH   DFND 1 16,824 0 0
KAMAN CORP COM 483548103 19,247 276,188 SH   DFND 1 276,188 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 192 45,300 SH   DFND 1 45,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 124,628 1,178,637 SH   DFND 1 1,173,192 0 5,445
KANSAS CITY SOUTHERN COM NEW 485170302 315 2,979 SH   DFND 1 2 2,979 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 690 20,000 SH   DFND 1 2 20,000 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 28,117 815,002 SH   DFND 1 815,002 0 0
KAR AUCTION SERVICES INC COM 48238T109 102 1,875 SH   DFND 1 2 1,875 0 0
KAR AUCTION SERVICES INC COM 48238T109 97,573 1,780,542 SH   DFND 1 1,780,542 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 8,759 515,596 SH   DFND 1 515,596 0 0
KB HOME COM 48666K109 28,507 1,046,540 SH   DFND 1 1,040,991 0 5,549
KB HOME COM 48666K109 32 1,207 SH   DFND 1 2 1,207 0 0
KBR INC COM 48242W106 26,479 1,477,623 SH   DFND 1 1,468,271 0 9,352
KEANE GROUP INC COM 48669A108 7,067 516,977 SH   DFND 1 516,977 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 14,368 1,068,253 SH   DFND 1 1,068,253 0 0
KELLOGG CO COM 487836108 210,039 3,012,119 SH   DFND 1 2,998,192 0 13,927
KELLY SERVICES INC -A CL A 488152208 9,302 414,381 SH   DFND 1 414,381 0 0
KEMET CORP COM NEW 488360207 11,333 469,283 SH   DFND 1 467,746 0 1,537
KEMPER CORP COM 488401100 36,605 483,874 SH   DFND 1 481,483 0 2,391
KEMPHARM INC COM 488445107 469 72,272 SH   DFND 1 72,272 0 0
KENNAMETAL INC COM 489170100 26,789 746,219 SH   DFND 1 742,209 0 4,010
KENNAMETAL INC COM 489170100 30 840 SH   DFND 1 2 840 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 24,789 1,172,059 SH   DFND 1 1,172,059 0 0
KERYX BIOPHARMACEUTICALS COM 492515101 3,924 1,043,876 SH   DFND 1 1,043,876 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 302 8,408 SH   DFND 1 8,408 0 0
KEY ENERGY SERVICES INC COM 49309J103 1,468 90,406 SH   DFND 1 90,406 0 0
KEY TRONIC CORP COM 493144109 267 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 977 50,000 SH   DFND 1 2 50,000 0 0
KEYCORP COM 493267108 237,960 12,203,423 SH   DFND 1 12,145,235 0 58,188
KEYSIGHT TECHNOLOGIES IN COM 49338L103 99,614 1,688,763 SH   DFND 1 1,679,591 0 9,172
KEYW HOLDING CORP/THE COM 493723100 4,082 467,083 SH   DFND 1 467,083 0 0
KFORCE INC COM 493732101 12,745 371,595 SH   DFND 1 371,595 0 0
KFORCE INC COM 493732101 181 5,279 SH   DFND 1 2 5,279 0 0
KILROY REALTY CORP COM 49427F108 81,310 1,074,965 SH   DFND 1 1,070,114 0 4,851
KIMBALL ELECTRONICS INC COM 49428J109 6,550 357,949 SH   DFND 1 357,949 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 180 11,175 SH   DFND 1 2 11,175 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 10,668 660,183 SH   DFND 1 660,183 0 0
KIMBERLY-CLARK CORP COM 494368103 386,678 3,679,109 SH   DFND 1 3,660,572 0 18,537
KIMCO REALTY CORP COM 49446R109 104,973 6,189,038 SH   DFND 1 6,166,491 0 22,547
KINDER MORGAN INC COM 49456B101 377,360 21,402,006 SH   DFND 1 21,298,117 0 103,889
KINDRED BIOSCIENCES INC COM 494577109 3,000 281,726 SH   DFND 1 281,726 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 33 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 1,337 79,144 SH   DFND 1 79,144 0 0
KINROSS GOLD CORP COM 496902404 3,136 841,999 SH   DFND 1 841,389 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 11,250 205,084 SH   DFND 1 205,084 0 0
KIRBY CORP COM 497266106 31 372 SH   DFND 1 2 372 0 0
KIRBY CORP COM 497266106 40,958 489,930 SH   DFND 1 487,293 0 2,637
KIRKLAND'S INC COM 497498105 19 1,680 SH   DFND 1 2 1,680 0 0
KIRKLAND'S INC COM 497498105 1,604 137,821 SH   DFND 1 137,821 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 15,806 925,447 SH   DFND 1 925,447 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 2,858 144,532 SH   DFND 1 144,532 0 0
KLA-TENCOR CORP COM 482480100 516 5,034 SH   DFND 1 2 5,034 0 0
KLA-TENCOR CORP COM 482480100 220,193 2,151,344 SH   DFND 1 2,135,168 0 16,176
KLONDEX MINES LTD COM 498696103 804 348,238 SH   DFND 1 348,238 0 0
KLX INC COM 482539103 719 10,000 SH   DFND 1 2 10,000 0 0
KLX INC COM 482539103 36,957 514,012 SH   DFND 1 511,363 0 2,649
KMG CHEMICALS INC COM 482564101 272 3,692 SH   DFND 1 2 3,692 0 0
KMG CHEMICALS INC COM 482564101 8,869 120,211 SH   DFND 1 120,211 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 43,908 1,149,914 SH   DFND 1 1,143,619 0 6,295
KNOLL INC COM NEW 498904200 10,256 492,860 SH   DFND 1 491,880 0 980
KNOLL INC COM NEW 498904200 137 6,596 SH   DFND 1 2 6,596 0 0
KNOWLES CORP COM 49926D109 12,512 817,824 SH   DFND 1 817,824 0 0
KOHLS CORP COM 500255104 310 4,260 SH   DFND 1 2 4,260 0 0
KOHLS CORP COM 500255104 198,362 2,725,045 SH   DFND 1 2,715,045 0 10,000
KONA GRILL INC COM 50047H201 122 52,010 SH   DFND 1 52,010 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 531 12,564 SH   DFND 1 11,024 0 1,540
KOPIN CORP COM 500600101 1,694 592,595 SH   DFND 1 592,595 0 0
KOPPERS HOLDINGS INC COM 50060P106 7,325 191,027 SH   DFND 1 191,027 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 33,002 532,895 SH   DFND 1 532,895 0 0
KORNIT DIGITAL LTD SHS M6372Q113 412 23,168 SH   DFND 1 23,168 0 0
KOSMOS ENERGY LTD SHS G5315B107 17,909 2,165,597 SH   DFND 1 2,165,597 0 0
KRAFT HEINZ CO/THE COM 500754106 455,177 7,260,081 SH   DFND 1 7,167,257 0 92,824
KRAFT HEINZ CO/THE COM 500754106 150 2,389 SH   DFND 1 2 2,389 0 0
KRATON CORP COM 50077C106 16,147 349,971 SH   DFND 1 349,971 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 9,957 865,113 SH   DFND 1 865,113 0 0
KROGER CO COM 501044101 289,198 10,185,006 SH   DFND 1 10,141,772 0 43,234
KRONOS WORLDWIDE INC COM 50105F105 9,765 433,425 SH   DFND 1 433,425 0 0
KRONOS WORLDWIDE INC COM 50105F105 151 6,709 SH   DFND 1 2 6,709 0 0
KRYSTAL BIOTECH INC COM 501147102 542 36,466 SH   DFND 1 36,466 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 666 27,997 SH   DFND 1 2 27,997 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 12,557 527,169 SH   DFND 1 527,169 0 0
KURA ONCOLOGY INC COM 50127T109 5,005 275,011 SH   DFND 1 275,011 0 0
KVH INDUSTRIES INC COM 482738101 1,746 130,355 SH   DFND 1 130,355 0 0
L BRANDS INC COM 501797104 104,214 2,831,546 SH   DFND 1 2,818,014 0 13,532
L3 TECHNOLOGIES INC COM 502413107 178,351 929,239 SH   DFND 1 925,074 0 4,165
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 5,969 204,657 SH   DFND 1 204,657 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 228,277 1,273,959 SH   DFND 1 1,268,530 0 5,429
LADDER CAPITAL CORP-REIT CL A 505743104 13,145 841,594 SH   DFND 1 841,594 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2,839 835,083 SH   DFND 1 835,083 0 0
LAKELAND BANCORP INC COM 511637100 9,249 465,989 SH   DFND 1 465,989 0 0
LAKELAND FINANCIAL CORP COM 511656100 12,225 253,696 SH   DFND 1 253,696 0 0
LAKELAND INDUSTRIES INC COM 511795106 536 37,914 SH   DFND 1 37,914 0 0
LAM RESEARCH CORP COM 512807108 349,385 2,025,231 SH   DFND 1 2,008,181 0 17,050
LAM RESEARCH CORP COM 512807108 276 1,599 SH   DFND 1 2 1,599 0 0
LAMAR ADVERTISING CO-A CL A 512816109 56,919 833,247 SH   DFND 1 829,122 0 4,125
LAMAR ADVERTISING CO-A CL A 512816109 31 461 SH   DFND 1 2 461 0 0
LAMB WESTON HOLDINGS INC COM 513272104 96,227 1,404,578 SH   DFND 1 1,397,069 0 7,509
LANCASTER COLONY CORP COM 513847103 28,812 208,153 SH   DFND 1 207,197 0 956
LANDCADIA HOLDINGS INC-CW23 *W EXP 06/01/202 51476W115 15 19,500 SH   DFND 1 2 19,500 0 0
LANDEC CORP COM 514766104 3,740 251,013 SH   DFND 1 251,013 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 167 12,077 SH   DFND 1 12,077 0 0
LANDS' END INC COM 51509F105 4,478 160,510 SH   DFND 1 160,383 0 127
LANDSTAR SYSTEM INC COM 515098101 45,730 418,782 SH   DFND 1 416,717 0 2,065
LANNETT CO INC COM 516012101 3,656 268,829 SH   DFND 1 268,689 0 140
LANTHEUS HOLDINGS INC COM 516544103 4,629 318,208 SH   DFND 1 318,208 0 0
LANTRONIX INC COM NEW 516548203 33 11,642 SH   DFND 1 11,642 0 0
LAREDO PETROLEUM INC COM 516806106 129 13,410 SH   DFND 1 2 13,410 0 0
LAREDO PETROLEUM INC COM 516806106 12,087 1,256,502 SH   DFND 1 1,256,502 0 0
LAS VEGAS SANDS CORP COM 517834107 237,361 3,111,061 SH   DFND 1 3,111,061 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 43,048 1,257,615 SH   DFND 1 1,251,789 0 5,826
LATTICE SEMICONDUCTOR CORP COM 518415104 8,380 1,277,485 SH   DFND 1 1,277,485 0 0
LAUREATE EDUCATION INC-A CL A 518613203 6,056 422,639 SH   DFND 1 422,639 0 0
LAWSON PRODUCTS INC COM 520776105 1,281 52,617 SH   DFND 1 52,617 0 0
LAYN 8 05/01/19 NOTE 8.000% 5/0 521050AD6 14,074 11,000,000 PRN   DFND 1 2 11,000,000 0 0
LAZARD LTD-CL A SHS A G54050102 897 18,340 SH   DFND 1 2 18,340 0 0
LAZARD LTD-CL A SHS A G54050102 58,191 1,189,768 SH   DFND 1 1,188,958 0 810
LA-Z-BOY INC COM 505336107 20,476 669,171 SH   DFND 1 669,171 0 0
LCI INDUSTRIES COM 50189K103 20,738 230,045 SH   DFND 1 230,045 0 0
LCNB CORPORATION COM 50181P100 1,338 67,920 SH   DFND 1 67,920 0 0
LEAF GROUP LTD COM 52177G102 88 8,159 SH   DFND 1 2 8,159 0 0
LEAF GROUP LTD COM 52177G102 1,414 130,398 SH   DFND 1 128,761 0 1,637
LEAP THERAPEUTICS INC COM 52187K101 310 34,517 SH   DFND 1 34,517 0 0
LEAR CORP COM NEW 521865204 377 2,030 SH   DFND 1 2 2,030 0 0
LEAR CORP COM NEW 521865204 135,341 728,829 SH   DFND 1 728,829 0 0
LEE ENTERPRISES COM 523768109 108 37,987 SH   DFND 1 2 37,987 0 0
LEE ENTERPRISES COM 523768109 731 256,513 SH   DFND 1 256,513 0 0
LEGACY ACQUISITION CORP-CW22 *W EXP 11/30/202 524643111 301 700,000 SH   DFND 1 2 700,000 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 179 25,959 SH   DFND 1 25,959 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 19,354 496,008 SH   DFND 1 496,008 0 0
LEGG MASON INC COM 524901105 230 6,640 SH   DFND 1 2 6,640 0 0
LEGG MASON INC COM 524901105 27,752 799,084 SH   DFND 1 794,888 0 4,196
LEGGETT & PLATT INC COM 524660107 83,000 1,862,331 SH   DFND 1 1,855,065 0 7,266
LEIDOS HOLDINGS INC COM 525327102 32 551 SH   DFND 1 2 551 0 0
LEIDOS HOLDINGS INC COM 525327102 75,620 1,282,700 SH   DFND 1 1,274,819 0 7,881
LEMAITRE VASCULAR INC COM 525558201 5,809 173,524 SH   DFND 1 173,524 0 0
LENDINGCLUB CORP COM 52603A109 12,539 3,308,502 SH   DFND 1 3,308,502 0 0
LENDINGTREE INC COM 52603B107 22,820 106,737 SH   DFND 1 106,258 0 479
LENNAR CORP - B SHS CL B 526057302 2,070 48,500 SH   DFND 1 2 48,500 0 0
LENNAR CORP - B SHS CL B 526057302 2,185 51,190 SH   DFND 1 49,725 0 1,465
LENNAR CORP-A CL A 526057104 279 5,317 SH   DFND 1 2 5,317 0 0
LENNAR CORP-A CL A 526057104 170,050 3,245,691 SH   DFND 1 3,231,172 0 14,519
LENNOX INTERNATIONAL INC COM 526107107 64,716 323,593 SH   DFND 1 321,770 0 1,823
LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 3,559 350,000 SH   DFND 1 2 350,000 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 6,338 528,170 SH   DFND 1 528,170 0 0
LEXINGTON REALTY TRUST COM 529043101 17,417 1,995,099 SH   DFND 1 1,995,099 0 0
LGI HOMES INC COM 50187T106 10,536 182,521 SH   DFND 1 182,521 0 0
LGIH 4.25 11/15/19 NOTE 4.250%11/1 50187TAB2 18,715 7,000,000 PRN   DFND 1 2 7,000,000 0 0
LHC GROUP INC COM 50187A107 24,789 289,626 SH   DFND 1 289,626 0 0
LIBBEY INC COM 529898108 994 122,294 SH   DFND 1 122,294 0 0
LIBERTY BROADBAND-A COM SER A 530307107 19,756 261,186 SH   DFND 1 261,186 0 0
LIBERTY BROADBAND-C COM SER C 530307305 96,057 1,269,306 SH   DFND 1 1,269,306 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 24,539 558,482 SH   DFND 1 556,916 0 1,566
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 548 12,486 SH   DFND 1 2 12,486 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 114,886 4,320,837 SH   DFND 1 4,292,820 0 28,017
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 42,634 1,549,498 SH   DFND 1 1,538,836 0 10,662
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 8,625 451,129 SH   DFND 1 451,129 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 22,339 1,152,708 SH   DFND 1 1,152,708 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,677 104,156 SH   DFND 1 104,156 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 9,044 349,735 SH   DFND 1 349,735 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 8,798 249,185 SH   DFND 1 249,185 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 72,004 1,940,671 SH   DFND 1 1,940,671 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 36,926 820,162 SH   DFND 1 820,162 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 68,662 1,515,029 SH   DFND 1 1,515,029 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 171 3,784 SH   DFND 1 2 3,784 0 0
LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 2,149 114,847 SH   DFND 1 114,847 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 76,545 1,727,512 SH   DFND 1 1,720,258 0 7,254
LIBERTY TAX INC CL A 53128T102 593 73,558 SH   DFND 1 73,558 0 0
LIBERTY TAX INC CL A 53128T102 479 59,319 SH   DFND 1 2 59,319 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 783 48,676 SH   DFND 1 2 48,676 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 13,133 815,772 SH   DFND 1 815,503 0 269
LIFE STORAGE INC COM 53223X107 51,300 527,185 SH   DFND 1 524,902 0 2,283
LIFEPOINT HEALTH INC COM 53219L109 18,477 378,642 SH   DFND 1 376,741 0 1,901
LIFETIME BRANDS INC COM 53222Q103 1,393 110,122 SH   DFND 1 110,122 0 0
LIFEVANTAGE CORP COM NEW 53222K205 575 90,377 SH   DFND 1 90,377 0 0
LIFEWAY FOODS INC COM 531914109 194 38,599 SH   DFND 1 38,599 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 45,709 220,637 SH   DFND 1 220,637 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 13 13,315 SH   DFND 1 13,315 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 204 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 1,882 361,957 SH   DFND 1 361,957 0 0
LIMELIGHT NETWORKS INC COM 53261M104 41 9,393 SH   DFND 1 2 9,393 0 0
LIMELIGHT NETWORKS INC COM 53261M104 5,067 1,133,636 SH   DFND 1 1,133,636 0 0
LIMONEIRA CO COM 532746104 2,775 112,761 SH   DFND 1 112,761 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 193 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 53,622 611,014 SH   DFND 1 607,480 0 3,534
LINCOLN NATIONAL CORP COM 534187109 352 5,670 SH   DFND 1 2 5,670 0 0
LINCOLN NATIONAL CORP COM 534187109 163,970 2,639,249 SH   DFND 1 2,626,877 0 12,372
LINDBLAD EXPEDITIONS HOLDING COM 535219109 3,428 258,756 SH   DFND 1 258,756 0 0
LINDSAY CORP COM 535555106 9,683 99,836 SH   DFND 1 99,836 0 0
LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 11,005 17,500,000 PRN   DFND 1 2 17,500,000 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 15,240 614,040 SH   DFND 1 614,040 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 23,382 996,684 SH   DFND 1 996,684 0 0
LIPOCINE INC COM 53630X104 135 104,428 SH   DFND 1 104,428 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 145 195,056 SH   DFND 1 195,056 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,467 224,061 SH   DFND 1 224,061 0 0
LITHIA MOTORS INC-CL A CL A 536797103 20,687 218,757 SH   DFND 1 218,757 0 0
LITTELFUSE INC COM 537008104 55,990 245,380 SH   DFND 1 244,154 0 1,226
LIVANOVA PLC SHS G5509L101 44,438 445,190 SH   DFND 1 443,050 0 2,140
LIVE NATION ENTERTAINMENT IN COM 538034109 57,147 1,177,609 SH   DFND 1 1,170,945 0 6,664
LIVE OAK BANCSHARES INC COM 53803X105 8,623 281,353 SH   DFND 1 281,353 0 0
LIVE VENTURES INC COM NEW 538142308 186 14,842 SH   DFND 1 14,842 0 0
LIVEPERSON INC COM 538146101 11,823 560,336 SH   DFND 1 560,336 0 0
LIVEXLIVE MEDIA INC COM NEW 53839L208 863 149,615 SH   DFND 1 149,615 0 0
LKQ CORP COM 501889208 119,457 3,752,156 SH   DFND 1 3,735,721 0 16,435
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 728 218,620 SH   DFND 1 208,063 0 10,557
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 109 32,895 SH   DFND 1 2 32,895 0 0
LMRK 0 PERP S-C 7% CNV PFD UNT C 51508J405 2,443 104,656 PRN   DFND 1 2 104,656 0 0
LOCKHEED MARTIN CORP COM 539830109 98 333 SH   DFND 1 2 333 0 0
LOCKHEED MARTIN CORP COM 539830109 834,585 2,830,953 SH   DFND 1 2,817,771 0 13,182
LOEWS CORP COM 540424108 116 2,410 SH   DFND 1 2 2,410 0 0
LOEWS CORP COM 540424108 188,068 3,901,725 SH   DFND 1 3,887,830 0 13,895
LOGITECH INTERNATIONAL-REG SHS H50430232 5,069 115,478 SH   DFND 1 115,478 0 0
LOGMEIN INC COM 54142L109 54,186 524,804 SH   DFND 1 522,241 0 2,563
LOGMEIN INC COM 54142L109 31 303 SH   DFND 1 2 303 0 0
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 1,297 153,713 SH   DFND 1 153,713 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 5,057 134,510 SH   DFND 1 134,510 0 0
LOUISIANA-PACIFIC CORP COM 546347105 799 29,383 SH   DFND 1 2 29,383 0 0
LOUISIANA-PACIFIC CORP COM 546347105 69,168 2,541,087 SH   DFND 1 2,533,971 0 7,116
LOWE'S COS INC COM 548661107 903,656 9,475,077 SH   DFND 1 9,429,258 0 45,819
LOXO ONCOLOGY INC COM 548862101 43,307 249,641 SH   DFND 1 249,641 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 62,958 960,606 SH   DFND 1 960,606 0 0
LRAD CORP COM 50213V109 377 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 957 180,616 SH   DFND 1 180,616 0 0
LSC COMMUNICATIONS INC COM 50218P107 12,783 816,346 SH   DFND 1 815,891 0 455
LSI INDUSTRIES INC COM 50216C108 1,086 203,378 SH   DFND 1 203,378 0 0
LSI INDUSTRIES INC COM 50216C108 1,290 241,709 SH   DFND 1 2 241,709 0 0
LTC PROPERTIES INC COM 502175102 19,005 444,674 SH   DFND 1 444,674 0 0
LUBY'S INC COM 549282101 180 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 135,436 1,085,471 SH   DFND 1 1,085,471 0 0
LULULEMON ATHLETICA INC COM 550021109 266 2,135 SH   DFND 1 2 2,135 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 6,225 255,649 SH   DFND 1 255,649 0 0
LUMENTUM HOLDINGS INC COM 55024U109 36,299 626,942 SH   DFND 1 623,854 0 3,088
LUMINEX CORP COM 55027E102 13,551 458,890 SH   DFND 1 458,890 0 0
LUNA INNOVATIONS INC COM 550351100 443 148,929 SH   DFND 1 148,929 0 0
LUTHER BURBANK CORP COM 550550107 1,524 132,486 SH   DFND 1 132,486 0 0
LYDALL INC COM 550819106 7,050 161,529 SH   DFND 1 161,529 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 748 6,816 SH   DFND 1 2 6,816 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 457,217 4,169,950 SH   DFND 1 4,151,020 0 18,930
M & T BANK CORP COM 55261F104 30 177 SH   DFND 1 2 177 0 0
M & T BANK CORP COM 55261F104 318,376 1,874,603 SH   DFND 1 1,866,796 0 7,807
M I ACQUISITIONS INC *W EXP 11/15/202 74275G115 302 200,000 SH   DFND 1 2 200,000 0 0
M/I HOMES INC COM 55305B101 6,722 253,859 SH   DFND 1 253,859 0 0
M/I HOMES INC COM 55305B101 89 3,372 SH   DFND 1 2 3,372 0 0
MACATAWA BANK CORP COM 554225102 2,316 190,843 SH   DFND 1 190,843 0 0
MACERICH CO/THE COM 554382101 92,467 1,629,689 SH   DFND 1 1,623,928 0 5,761
MACK-CALI REALTY CORP COM 554489104 20,698 1,020,613 SH   DFND 1 1,016,195 0 4,418
MACKINAC FINANCIAL CORP COM 554571109 331 19,994 SH   DFND 1 19,994 0 0
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 10,057 436,526 SH   DFND 1 436,526 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 30,098 713,245 SH   DFND 1 712,191 0 1,054
MACROGENICS INC COM 556099109 7,787 377,102 SH   DFND 1 377,102 0 0
MACY'S INC COM 55616P104 270 7,228 SH   DFND 1 2 7,228 0 0
MACY'S INC COM 55616P104 175,099 4,685,366 SH   DFND 1 4,669,108 0 16,258
MADISON SQUARE GARDEN CO- A CL A 55825T103 46,678 150,484 SH   DFND 1 150,484 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 22,379 80,016 SH   DFND 1 80,016 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 60 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 30,665 319,596 SH   DFND 1 319,596 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 237 28,762 SH   DFND 1 28,762 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 156 18,264 SH   DFND 1 18,264 0 0
MAGNA INTERNATIONAL INC COM 559222401 333 5,735 SH   DFND 1 5,221 0 514
MAIDEN HOLDINGS LTD SHS G5753U112 5,475 706,475 SH   DFND 1 704,068 0 2,407
MAJESCO COM 56068V102 414 67,340 SH   DFND 1 67,340 0 0
MAKEMYTRIP LTD SHS V5633W109 1,681 46,513 SH   DFND 1 46,513 0 0
MALIBU BOATS INC - A COM CL A 56117J100 8,275 197,307 SH   DFND 1 197,307 0 0
MALLINCKRODT PLC SHS G5785G107 14,792 792,740 SH   DFND 1 788,573 0 4,167
MALVERN BANCORP INC COM 561409103 2,110 86,686 SH   DFND 1 86,686 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 4,633 136,429 SH   DFND 1 136,429 0 0
MANHATTAN ASSOCIATES INC COM 562750109 31,285 665,504 SH   DFND 1 662,228 0 3,276
MANITEX INTERNATIONAL INC COM 563420108 1,741 139,527 SH   DFND 1 139,527 0 0
MANITOWOC COMPANY INC COM NEW 563571405 8,228 318,175 SH   DFND 1 318,175 0 0
MANNING & NAPIER INC CL A 56382Q102 361 116,700 SH   DFND 1 116,700 0 0
MANNKIND CORP COM NEW 56400P706 2,257 1,188,367 SH   DFND 1 1,188,367 0 0
MANPOWERGROUP INC COM 56418H100 69,518 808,201 SH   DFND 1 804,769 0 3,432
MANPOWERGROUP INC COM 56418H100 1,438 16,714 SH   DFND 1 2 16,714 0 0
MANTECH INTERNATIONAL CORP-A CL A 564563104 15,678 292,296 SH   DFND 1 292,296 0 0
MANULIFE FINANCIAL CORP COM 56501R106 444 24,729 SH   DFND 1 23,082 0 1,647
MARATHON OIL CORP COM 565849106 226,776 10,891,638 SH   DFND 1 10,845,248 0 46,390
MARATHON PATENT GROUP INC COM PAR 56585W302 86 94,258 SH   DFND 1 94,258 0 0
MARATHON PETROLEUM CORP COM 56585A102 399,037 5,698,649 SH   DFND 1 5,672,931 0 25,718
MARATHON PETROLEUM CORP COM 56585A102 62 894 SH   DFND 1 2 894 0 0
MARCHEX INC-CLASS B CL B 56624R108 502 164,240 SH   DFND 1 163,055 0 1,185
MARCUS & MILLICHAP INC COM 566324109 5,846 149,876 SH   DFND 1 149,876 0 0
MARCUS & MILLICHAP INC COM 566324109 436 11,194 SH   DFND 1 2 11,194 0 0
MARCUS CORPORATION COM 566330106 5,801 178,504 SH   DFND 1 178,504 0 0
MARIN SOFTWARE INC COM NEW 56804T205 72 12,445 SH   DFND 1 12,445 0 0
MARINE PRODUCTS CORP COM 568427108 1,017 57,244 SH   DFND 1 57,244 0 0
MARINEMAX INC COM 567908108 3,733 197,013 SH   DFND 1 197,013 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 1,909 270,032 SH   DFND 1 270,032 0 0
MARKEL CORP COM 570535104 135,488 125,038 SH   DFND 1 125,038 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 73,145 369,681 SH   DFND 1 367,836 0 1,845
MARLIN BUSINESS SERVICES INC COM 571157106 4,017 134,579 SH   DFND 1 134,579 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 61 2,046 SH   DFND 1 2 2,046 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 30 242 SH   DFND 1 2 242 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 431,175 3,412,946 SH   DFND 1 3,379,626 0 33,320
MARRIOTT VACATIONS WORLD COM 57164Y107 12 115 SH   DFND 1 2 115 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 24,453 216,481 SH   DFND 1 216,481 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 607 329,928 SH   DFND 1 329,928 0 0
MARSH & MCLENNAN COS COM 571748102 493,579 6,033,555 SH   DFND 1 6,006,631 0 26,924
MARTEN TRANSPORT LTD COM 573075108 9,383 400,136 SH   DFND 1 400,136 0 0
MARTIN MARIETTA MATERIALS COM 573284106 156,416 701,883 SH   DFND 1 698,481 0 3,402
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 311 22,574 SH   DFND 1 22,574 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 100,713 4,699,718 SH   DFND 1 4,698,818 0 900
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 234 10,930 SH   DFND 1 2 10,930 0 0
MASCO CORP COM 574599106 129,920 3,479,423 SH   DFND 1 3,462,147 0 17,276
MASCO CORP COM 574599106 150 4,016 SH   DFND 1 2 4,016 0 0
MASIMO CORP COM 574795100 46,865 479,934 SH   DFND 1 476,586 0 3,348
MASONITE INTERNATIONAL CORP COM 575385109 18,229 253,716 SH   DFND 1 253,716 0 0
MASTEC INC COM 576323109 30,172 594,526 SH   DFND 1 594,526 0 0
MASTERCARD INC - A CL A 57636Q104 2,274,836 11,597,545 SH   DFND 1 11,546,618 0 50,927
MATADOR RESOURCES CO COM 576485205 27,924 929,272 SH   DFND 1 924,192 0 5,080
MATCH GROUP INC COM 57665R106 21,583 557,132 SH   DFND 1 557,132 0 0
MATERIALISE NV-ADR SPONSORED ADS 57667T100 189 14,582 SH   DFND 1 14,582 0 0
MATERION CORP COM 576690101 9,968 184,099 SH   DFND 1 184,099 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 177 408,605 SH   DFND 1 408,605 0 0
MATLIN AND PARTNERS ACQ-CW21 *W EXP 05/28/202 57682V114 325 500,000 SH   DFND 1 2 500,000 0 0
MATLIN AND PARTNERS ACQUISIT UNIT 05/28/2021A 57682V205 1,055 100,000 SH   DFND 1 2 100,000 0 0
MATRIX SERVICE CO COM 576853105 5,190 282,838 SH   DFND 1 282,838 0 0
MATSON INC COM 57686G105 14,879 387,693 SH   DFND 1 387,693 0 0
MATTEL INC COM 577081102 73,480 4,483,257 SH   DFND 1 4,464,880 0 18,377
MATTERSIGHT CORP COM 577097108 231 86,615 SH   DFND 1 86,615 0 0
MATTHEWS INTL CORP-CLASS A CL A 577128101 18,880 321,091 SH   DFND 1 321,091 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,231 109,920 SH   DFND 1 109,920 0 0
MAXAR TECHNOLOGIES LTD COM 57778L103 7,472 148,836 SH   DFND 1 148,836 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 171,321 2,922,433 SH   DFND 1 2,907,102 0 15,331
MAXIMUS INC COM 577933104 207 3,342 SH   DFND 1 2 3,342 0 0
MAXIMUS INC COM 577933104 50,840 818,558 SH   DFND 1 815,355 0 3,203
MAXLINEAR INC COM 57776J100 8,815 565,437 SH   DFND 1 565,437 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 1,461 280,996 SH   DFND 1 280,996 0 0
MAZOR ROBOTICS LTD-SPON ADR SPONSORED ADS 57886P103 853 15,379 SH   DFND 1 15,379 0 0
MB FINANCIAL INC COM 55264U108 1,167 25,000 SH   DFND 1 2 25,000 0 0
MB FINANCIAL INC COM 55264U108 38,519 824,828 SH   DFND 1 820,701 0 4,127
MBIA INC COM 55262C100 7,917 875,806 SH   DFND 1 875,806 0 0
MBT FINANCIAL CORP COM 578877102 1,674 157,263 SH   DFND 1 157,263 0 0
MCBC HOLDINGS INC COM 55276F107 7,632 263,628 SH   DFND 1 263,628 0 0
MCBC HOLDINGS INC COM 55276F107 703 24,284 SH   DFND 1 2 24,284 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 339 34,162 SH   DFND 1 34,162 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 174,322 1,504,500 SH   DFND 1 1,497,864 0 6,636
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 59 514 SH   DFND 1 2 514 0 0
MCDERMOTT INTL INC COM 580037703 39,734 2,022,097 SH   DFND 1 2,013,262 0 8,835
MCDERMOTT INTL INC COM 580037703 30 1,568 SH   DFND 1 2 1,568 0 0
MCDONALD'S CORP COM 580135101 1,361,321 8,706,760 SH   DFND 1 8,662,863 0 43,897
MCDONALD'S CORP COM 580135101 31 198 SH   DFND 1 2 198 0 0
MCEWEN MINING INC COM 58039P107 3,530 1,705,484 SH   DFND 1 1,705,484 0 0
MCGRATH RENTCORP COM 580589109 15,378 243,064 SH   DFND 1 243,064 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 30,534 17,500,000 PRN   DFND 1 2 17,500,000 0 0
MCHP 2.25 02/15/37 NOTE 2.250% 2/1 595017AH7 11,899 10,000,000 PRN   DFND 1 2 10,000,000 0 0
MCKESSON CORP COM 58155Q103 403 3,024 SH   DFND 1 2 3,024 0 0
MCKESSON CORP COM 58155Q103 328,969 2,470,883 SH   DFND 1 2,459,744 0 11,139
MDC HOLDINGS INC COM 552676108 17,309 562,559 SH   DFND 1 561,250 0 1,309
MDC HOLDINGS INC COM 552676108 25 828 SH   DFND 1 2 828 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 1,067 231,976 SH   DFND 1 231,976 0 0
MDCO 2.5 01/15/22 NOTE 2.500% 1/1 584688AE5 3,644 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MDSO 1 08/01/18 NOTE 1.000% 8/0 58471AAB1 29,918 21,500,000 PRN   DFND 1 2 21,500,000 0 0
MDU RESOURCES GROUP INC COM 552690109 59,447 2,072,790 SH   DFND 1 2,063,205 0 9,585
MEDEQUITIES REALTY TRUST INC COM 58409L306 695 63,093 SH   DFND 1 2 63,093 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 3,075 279,078 SH   DFND 1 279,078 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 50,163 3,572,871 SH   DFND 1 3,554,958 0 17,913
MEDICAL TRANSCRIPTION BILLIN COM 58464J105 118 30,694 SH   DFND 1 30,694 0 0
MEDICINES COMPANY COM 584688105 25,080 683,399 SH   DFND 1 683,399 0 0
MEDICINOVA INC COM NEW 58468P206 2,930 368,125 SH   DFND 1 368,125 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 46,606 578,528 SH   DFND 1 575,620 0 2,908
MEDIFAST INC COM 58470H101 140 878 SH   DFND 1 2 878 0 0
MEDIFAST INC COM 58470H101 24,540 153,227 SH   DFND 1 153,227 0 0
MEDIWOUND LTD ORD SHS M68830104 71 10,429 SH   DFND 1 10,429 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 123 34,755 SH   DFND 1 33,543 0 1,212
MEDNAX INC COM 58502B106 39,040 902,051 SH   DFND 1 897,412 0 4,639
MEDPACE HOLDINGS INC COM 58506Q109 7,739 179,979 SH   DFND 1 179,979 0 0
MEDPACE HOLDINGS INC COM 58506Q109 408 9,493 SH   DFND 1 2 9,493 0 0
MEDTRONIC PLC SHS G5960L103 1,281,290 14,998,893 SH   DFND 1 14,923,341 0 75,552
MEET GROUP INC/THE COM 58513U101 65 14,671 SH   DFND 1 2 14,671 0 0
MEET GROUP INC/THE COM 58513U101 2,931 654,334 SH   DFND 1 654,334 0 0
MEI PHARMA INC COM NEW 55279B202 937 237,894 SH   DFND 1 237,894 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 760 27,147 SH   DFND 1 2 27,147 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 28,821 1,038,857 SH   DFND 1 1,038,857 0 0
MELINTA THERAPEUTICS INC COM 58549G100 2,217 349,151 SH   DFND 1 349,151 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 196 2,328 SH   DFND 1 2 2,328 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,014 35,765 SH   DFND 1 35,765 0 0
MENLO THERAPEUTICS INC COM 586858102 558 68,778 SH   DFND 1 68,778 0 0
MERCADOLIBRE INC COM 58733R102 12,377 41,680 SH   DFND 1 39,510 0 2,170
MERCANTILE BANK CORP COM 587376104 6,191 167,514 SH   DFND 1 167,514 0 0
MERCER INTERNATIONAL INC COM 588056101 700 40,049 SH   DFND 1 2 40,049 0 0
MERCER INTERNATIONAL INC COM 588056101 6,749 385,711 SH   DFND 1 385,711 0 0
MERCHANTS BANCORP/IN COM 58844R108 3,195 111,993 SH   DFND 1 111,993 0 0
MERCK & CO. INC. COM 58933Y105 1,859,523 30,698,822 SH   DFND 1 30,549,580 0 149,242
MERCK & CO. INC. COM 58933Y105 111 1,837 SH   DFND 1 2 1,837 0 0
MERCURY GENERAL CORP COM 589400100 14,625 321,007 SH   DFND 1 318,284 0 2,723
MERCURY SYSTEMS INC COM 589378108 18,067 474,703 SH   DFND 1 474,703 0 0
MEREDITH CORP COM 589433101 18,507 362,885 SH   DFND 1 360,561 0 2,324
MERIDIAN BANCORP INC COM 58958U103 10,415 543,914 SH   DFND 1 543,914 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 63 3,966 SH   DFND 1 2 3,966 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 12,784 804,055 SH   DFND 1 801,190 0 2,865
MERIT MEDICAL SYSTEMS INC COM 589889104 25,108 490,404 SH   DFND 1 490,404 0 0
MERITAGE HOMES CORP COM 59001A102 15,806 359,651 SH   DFND 1 359,651 0 0
MERITOR INC COM 59001K100 16,434 798,975 SH   DFND 1 798,975 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 404 82,341 SH   DFND 1 82,341 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,623 90,909 SH   DFND 1 90,909 0 0
MERUS NV COM N5749R100 287 12,614 SH   DFND 1 12,614 0 0
MESA LABORATORIES INC COM 59064R109 7,226 34,235 SH   DFND 1 34,235 0 0
META FINANCIAL GROUP INC COM 59100U108 8,813 90,490 SH   DFND 1 90,490 0 0
METHANEX CORP COM 59151K108 888 12,572 SH   DFND 1 2 12,572 0 0
METHANEX CORP COM 59151K108 7,673 108,973 SH   DFND 1 108,973 0 0
METHODE ELECTRONICS INC COM 591520200 13,709 340,174 SH   DFND 1 340,174 0 0
METLIFE INC COM 59156R108 173 3,979 SH   DFND 1 2 3,979 0 0
METLIFE INC COM 59156R108 501,321 11,521,585 SH   DFND 1 11,463,113 0 58,472
METROPOLITAN BANK HOLDING CO COM 591774104 2,092 39,863 SH   DFND 1 39,863 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 183,511 317,757 SH   DFND 1 316,410 0 1,347
MFA FINANCIAL INC COM 55272X102 46,625 6,151,126 SH   DFND 1 6,145,688 0 5,438
MGE ENERGY INC COM 55277P104 22,981 364,503 SH   DFND 1 364,503 0 0
MGIC INVESTMENT CORP COM 552848103 39,139 3,651,056 SH   DFND 1 3,651,056 0 0
MGM RESORTS INTERNATIONAL COM 552953101 140 4,829 SH   DFND 1 2 4,829 0 0
MGM RESORTS INTERNATIONAL COM 552953101 167,624 5,786,415 SH   DFND 1 5,759,824 0 26,591
MGP INGREDIENTS INC COM 55303J106 11,626 130,918 SH   DFND 1 130,918 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 172,533 2,594,181 SH   DFND 1 2,586,227 0 7,954
MICHAEL KORS HOLDINGS LTD SHS G60754101 123 1,857 SH   DFND 1 2 1,857 0 0
MICHAELS COS INC/THE COM 59408Q106 143 7,480 SH   DFND 1 2 7,480 0 0
MICHAELS COS INC/THE COM 59408Q106 21,122 1,101,847 SH   DFND 1 1,096,404 0 5,443
MICROBOT MEDICAL INC COM 59503A105 26 36,200 SH   DFND 1 36,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 250,819 2,763,385 SH   DFND 1 2,738,167 0 25,218
MICRON TECHNOLOGY INC COM 595112103 1,483 28,280 SH   DFND 1 2 28,280 0 0
MICRON TECHNOLOGY INC COM 595112103 756,021 14,444,512 SH   DFND 1 14,324,806 0 119,706
MICRONET ENERTEC TECHNOLOGIES COM 55328R109 13 11,589 SH   DFND 1 11,589 0 0
MICROSOFT CORP COM 594918104 9,009,695 91,547,667 SH   DFND 1 90,747,705 0 799,962
MICROSOFT CORP COM 594918104 245 2,490 SH   DFND 1 2 2,490 0 0
MICROSTRATEGY INC-CL A CL A NEW 594972408 11,938 93,449 SH   DFND 1 93,449 0 0
MICROVISION INC COM NEW 594960304 553 494,162 SH   DFND 1 494,162 0 0
MID PENN BANCORP INC COM 59540G107 1,409 40,398 SH   DFND 1 40,398 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 158,773 1,579,927 SH   DFND 1 1,573,889 0 6,038
MIDDLEBY CORP COM 596278101 59,781 572,884 SH   DFND 1 572,884 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,098 21,658 SH   DFND 1 21,658 0 0
MIDDLESEX WATER CO COM 596680108 7,591 180,025 SH   DFND 1 180,025 0 0
MIDLAND STATES BANCORP INC COM 597742105 6,511 190,071 SH   DFND 1 190,071 0 0
MIDSOUTH BANCORP INC COM 598039105 1,658 125,133 SH   DFND 1 125,133 0 0
MIDSTATES PETROLEUM CO INC COM PAR 59804T407 2,698 198,291 SH   DFND 1 198,291 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 3,213 95,136 SH   DFND 1 95,136 0 0
MILACRON HOLDINGS CORP COM 59870L106 9,615 507,934 SH   DFND 1 507,934 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 35 45,410 SH   DFND 1 45,410 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 2,339 91,568 SH   DFND 1 91,568 0 0
MIMECAST LTD ORD SHS G14838109 1,925 46,723 SH   DFND 1 46,723 0 0
MIMEDX GROUP INC COM 602496101 6,482 1,014,404 SH   DFND 1 1,014,404 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 13,458 348,666 SH   DFND 1 348,666 0 0
MINERALS TECHNOLOGIES INC COM 603158106 26,406 350,447 SH   DFND 1 348,714 0 1,733
MINERVA NEUROSCIENCES INC COM 603380106 2,451 297,143 SH   DFND 1 297,143 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 1,340 209,119 SH   DFND 1 209,119 0 0
MIRATI THERAPEUTICS INC COM 60468T105 13,396 271,743 SH   DFND 1 271,743 0 0
MISONIX INC COM 604871103 378 30,511 SH   DFND 1 30,511 0 0
MISTRAS GROUP INC COM 60649T107 247 13,091 SH   DFND 1 2 13,091 0 0
MISTRAS GROUP INC COM 60649T107 2,914 154,376 SH   DFND 1 154,376 0 0
MITCHAM INDUSTRIES INC COM 606501104 284 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 2,956 332,186 SH   DFND 1 332,186 0 0
MITEL NETWORKS CORP COM 60671Q104 1,150 104,904 SH   DFND 1 104,904 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADS 606822104 304 53,954 SH   DFND 1 38,999 0 14,955
MIX TELEMATICS LTD-SP ADR SPONSORED ADR 60688N102 361 20,385 SH   DFND 1 2 20,385 0 0
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 185 54,616 SH   DFND 1 31,992 0 22,624
MKS INSTRUMENTS INC COM 55306N104 51,088 533,837 SH   DFND 1 531,153 0 2,684
MKS INSTRUMENTS INC COM 55306N104 41 434 SH   DFND 1 2 434 0 0
MOBILE MINI INC COM 60740F105 20,996 447,682 SH   DFND 1 447,531 0 151
MOBILEIRON INC COM NEW 60739U204 2,774 623,415 SH   DFND 1 623,415 0 0
MODEL N INC COM 607525102 4,768 256,359 SH   DFND 1 256,359 0 0
MODINE MANUFACTURING CO COM 607828100 8,416 461,205 SH   DFND 1 461,205 0 0
MOELIS & CO - CLASS A CL A 60786M105 23,646 403,177 SH   DFND 1 402,933 0 244
MOHAWK INDUSTRIES INC COM 608190104 1,285 6,000 SH   DFND 1 2 6,000 0 0
MOHAWK INDUSTRIES INC COM 608190104 155,722 728,280 SH   DFND 1 724,915 0 3,365
MOLECULAR TEMPLATES INC COM 608550109 349 66,890 SH   DFND 1 66,890 0 0
MOLECULIN BIOTECH INC COM 60855D101 226 126,497 SH   DFND 1 126,497 0 0
MOLINA HEALTHCARE INC COM 60855R100 51,080 521,553 SH   DFND 1 518,972 0 2,581
MOLSON COORS BREWING CO -B CL B 60871R209 214 3,152 SH   DFND 1 2 3,152 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 187,756 2,763,941 SH   DFND 1 2,754,122 0 9,819
MOMENTA PHARMACEUTICALS INC COM 60877T100 16,337 798,883 SH   DFND 1 798,883 0 0
MOMO INC-SPON ADR ADR 60879B107 12,692 293,350 SH   DFND 1 293,290 0 60
MOMO INC-SPON ADR ADR 60879B107 304 7,011 SH   DFND 1 2 7,011 0 0
MONARCH CASINO & RESORT INC COM 609027107 11 252 SH   DFND 1 2 252 0 0
MONARCH CASINO & RESORT INC COM 609027107 5,359 121,663 SH   DFND 1 121,663 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 687,363 16,800,149 SH   DFND 1 16,647,806 0 152,343
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 2,504 374,319 SH   DFND 1 374,319 0 0
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 130 19,504 SH   DFND 1 2 19,504 0 0
MONGODB INC CL A 60937P106 8,128 163,785 SH   DFND 1 163,785 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 11,620 702,991 SH   DFND 1 702,991 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 52,262 390,982 SH   DFND 1 389,077 0 1,905
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 8,946 440,697 SH   DFND 1 440,697 0 0
MONRO INC COM 610236101 19,865 341,925 SH   DFND 1 341,925 0 0
MONSTER BEVERAGE CORP COM 61174X109 288,966 5,052,925 SH   DFND 1 5,002,256 0 50,669
MOODY'S CORP COM 615369105 326,139 1,916,179 SH   DFND 1 1,906,215 0 9,964
MOOG INC-CLASS A CL A 615394202 30,397 389,906 SH   DFND 1 389,906 0 0
MOOG INC-CLASS A CL A 615394202 215 2,767 SH   DFND 1 2 2,767 0 0
MORGAN STANLEY COM NEW 617446448 764,338 16,157,647 SH   DFND 1 16,082,880 0 74,767
MORGAN STANLEY COM NEW 617446448 478 10,099 SH   DFND 1 2 10,099 0 0
MORGAN STANLEY CHINA A SHARE COM 617468103 1,022 44,301 SH   DFND 1 2 44,301 0 0
MORNINGSTAR INC COM 617700109 1,154 9,003 SH   DFND 1 2 9,003 0 0
MORNINGSTAR INC COM 617700109 34,933 272,383 SH   DFND 1 272,383 0 0
MOSAIC CO/THE COM 61945C103 118,482 4,231,977 SH   DFND 1 4,213,065 0 18,912
MOSYS INC COM NEW 619718208 39 22,618 SH   DFND 1 22,618 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 3,524 188,360 SH   DFND 1 188,360 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 243,619 2,097,366 SH   DFND 1 2,088,235 0 9,131
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 184 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 301 6,245 SH   DFND 1 2 6,245 0 0
MOVADO GROUP INC COM 624580106 13,224 273,803 SH   DFND 1 273,803 0 0
MRC GLOBAL INC COM 55345K103 17,617 812,993 SH   DFND 1 812,993 0 0
MSA SAFETY INC COM 553498106 35,339 366,822 SH   DFND 1 365,149 0 1,673
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 462 5,451 SH   DFND 1 2 5,451 0 0
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 34,002 400,741 SH   DFND 1 398,092 0 2,649
MSCI INC COM 55354G100 174,686 1,058,090 SH   DFND 1 1,052,936 0 5,154
MSCI INC COM 55354G100 253 1,534 SH   DFND 1 2 1,534 0 0
MSG NETWORKS INC- A CL A 553573106 16,385 684,171 SH   DFND 1 684,171 0 0
MTGE INVESTMENT CORP COM 55378A105 8,949 456,615 SH   DFND 1 453,553 0 3,062
MTS SYSTEMS CORP COM 553777103 9,655 183,395 SH   DFND 1 183,233 0 162
MUDRICK CAPITAL ACQUISI *W EXP 02/12/202 624745113 512 800,000 SH   DFND 1 2 800,000 0 0
MUELLER INDUSTRIES INC COM 624756102 15,388 521,477 SH   DFND 1 521,477 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 17,042 1,454,170 SH   DFND 1 1,454,170 0 0
MULTI-COLOR CORP COM 625383104 9,103 140,808 SH   DFND 1 140,808 0 0
MURPHY OIL CORP COM 626717102 74,440 2,204,333 SH   DFND 1 2,196,094 0 8,239
MURPHY OIL CORP COM 626717102 702 20,814 SH   DFND 1 2 20,814 0 0
MURPHY USA INC COM 626755102 21,382 287,827 SH   DFND 1 286,312 0 1,515
MUSTANG BIO INC COM 62818Q104 1,033 150,015 SH   DFND 1 150,015 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 2,106 55,804 SH   DFND 1 55,804 0 0
MVB FINANCIAL CORP COM 553810102 449 24,905 SH   DFND 1 24,905 0 0
MY SIZE INC COM 62844N109 42 46,419 SH   DFND 1 46,419 0 0
MYERS INDUSTRIES INC COM 628464109 14 763 SH   DFND 1 2 763 0 0
MYERS INDUSTRIES INC COM 628464109 8,002 416,799 SH   DFND 1 416,799 0 0
MYLAN NV SHS EURO N59465109 167 4,645 SH   DFND 1 2 4,645 0 0
MYLAN NV SHS EURO N59465109 241,634 6,698,398 SH   DFND 1 6,645,714 0 52,684
MYOKARDIA INC COM 62857M105 16,598 334,314 SH   DFND 1 334,314 0 0
MYOMO INC COM 62857J102 143 48,371 SH   DFND 1 48,371 0 0
MYR GROUP INC/DELAWARE COM 55405W104 5,884 165,957 SH   DFND 1 165,957 0 0
MYRIAD GENETICS INC COM 62855J104 27,392 733,021 SH   DFND 1 733,021 0 0
N B T BANCORP INC COM 628778102 17,652 462,714 SH   DFND 1 462,714 0 0
NABORS INDUSTRIES LTD SHS G6359F103 883 137,906 SH   DFND 1 2 137,906 0 0
NABORS INDUSTRIES LTD SHS G6359F103 20,025 3,124,058 SH   DFND 1 3,106,785 0 17,273
NABRIVA THERAPEUTICS PLC SHS G63637105 162 46,739 SH   DFND 1 46,739 0 0
NACCO INDUSTRIES-CL A CL A 629579103 1,360 40,303 SH   DFND 1 40,303 0 0
NANOMETRICS INC COM 630077105 10,576 298,682 SH   DFND 1 298,682 0 0
NANOMETRICS INC COM 630077105 82 2,334 SH   DFND 1 2 2,334 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 2,691 196,718 SH   DFND 1 196,718 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 133 9,768 SH   DFND 1 2 9,768 0 0
NANOVIRICIDES INC COM NEW 630087203 77 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 1,185 358,201 SH   DFND 1 358,201 0 0
NANTKWEST INC COM 63016Q102 918 300,107 SH   DFND 1 300,107 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 1,161 79,303 SH   DFND 1 79,303 0 0
NASDAQ INC COM 631103108 134,029 1,471,187 SH   DFND 1 1,464,985 0 6,202
NATERA INC COM 632307104 6,774 359,972 SH   DFND 1 359,972 0 0
NATERA INC COM 632307104 320 17,023 SH   DFND 1 2 17,023 0 0
NATHAN'S FAMOUS INC COM 632347100 2,865 30,452 SH   DFND 1 30,452 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 28 30,209 SH   DFND 1 30,209 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 10,395 269,388 SH   DFND 1 269,388 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 2,602 56,085 SH   DFND 1 56,085 0 0
NATIONAL BEVERAGE CORP COM 635017106 15,875 148,506 SH   DFND 1 148,414 0 92
NATIONAL CINEMEDIA INC COM 635309107 5,045 600,655 SH   DFND 1 599,382 0 1,273
NATIONAL COMMERCE CORP COM 63546L102 6,186 133,628 SH   DFND 1 133,628 0 0
NATIONAL FUEL GAS CO COM 636180101 43,627 823,774 SH   DFND 1 819,555 0 4,219
NATIONAL GENERAL HLDGS COM 636220303 17,581 667,734 SH   DFND 1 667,734 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 1,730 30,991 SH   DFND 1 29,610 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 12,509 177,742 SH   DFND 1 177,742 0 0
NATIONAL HEALTHCARE CORP COM 635906100 371 5,275 SH   DFND 1 2 5,275 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 46,210 1,100,784 SH   DFND 1 1,095,504 0 5,280
NATIONAL OILWELL VARCO INC COM 637071101 192,026 4,433,800 SH   DFND 1 4,412,976 0 20,824
NATIONAL PRESTO INDS INC COM 637215104 5,981 48,241 SH   DFND 1 48,241 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 4,067 108,768 SH   DFND 1 108,768 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 64,818 1,475,593 SH   DFND 1 1,468,040 0 7,553
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 17,322 562,057 SH   DFND 1 559,379 0 2,678
NATIONAL VISION HOLDINGS INC COM 63845R107 13,502 369,236 SH   DFND 1 369,236 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 7,210 23,467 SH   DFND 1 23,467 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 4,815 274,697 SH   DFND 1 274,697 0 0
NATL HEALTH INVESTORS INC COM 63633D104 28,702 389,557 SH   DFND 1 389,557 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 243 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,598 110,107 SH   DFND 1 110,107 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,154 90,582 SH   DFND 1 90,582 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1,867 74,655 SH   DFND 1 74,447 0 208
NATURES SUNSHINE PRODS INC COM 639027101 678 72,577 SH   DFND 1 72,577 0 0
NATUS MEDICAL INC COM 639050103 11,422 331,094 SH   DFND 1 331,094 0 0
NAUTILUS INC COM 63910B102 4,945 314,976 SH   DFND 1 314,976 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 164 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 542 41,616 SH   DFND 1 2 41,616 0 0
NAVIENT CORP COM 63938C108 36,395 2,793,191 SH   DFND 1 2,779,075 0 14,116
NAVIGANT CONSULTING INC COM 63935N107 9,317 420,826 SH   DFND 1 420,826 0 0
NAVIGATORS GROUP INC COM 638904102 12,890 226,148 SH   DFND 1 226,148 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 22,506 552,723 SH   DFND 1 552,723 0 0
NBIX 2.25 05/15/24 NOTE 2.250% 5/1 64125CAD1 3,608 2,500,000 PRN   DFND 1 2 2,500,000 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 262 12,481 SH   DFND 1 2 12,481 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 10,884 518,288 SH   DFND 1 518,288 0 0
NCR CORPORATION COM 62886E108 32,188 1,073,680 SH   DFND 1 1,067,871 0 5,809
NCS MULTISTAGE HOLDINGS INC COM 628877102 2,328 160,237 SH   DFND 1 160,237 0 0
NEENAH INC COM 640079109 13,812 162,785 SH   DFND 1 162,785 0 0
NEKTAR THERAPEUTICS COM 640268108 94,897 1,947,262 SH   DFND 1 1,938,376 0 8,886
NELNET INC-CL A CL A 64031N108 16,471 282,001 SH   DFND 1 282,001 0 0
NEOGEN CORP COM 640491106 43,480 542,215 SH   DFND 1 542,215 0 0
NEOGENOMICS INC COM NEW 64049M209 7,858 599,446 SH   DFND 1 599,446 0 0
NEONODE INC COM NEW 64051M402 66 175,355 SH   DFND 1 175,355 0 0
NEOPHOTONICS CORP COM 64051T100 2,075 333,119 SH   DFND 1 333,119 0 0
NEOS THERAPEUTICS INC COM 64052L106 1,555 248,844 SH   DFND 1 248,844 0 0
NEOVASC INC COM 64065J106 40 938,366 SH   DFND 1 938,366 0 0
NEPTUNE TECH & BIORESSOURCES COM 64077P108 238 76,890 SH   DFND 1 76,890 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 333 36,698 SH   DFND 1 36,698 0 0
NET ELEMENT INC COM PAR 64111R300 116 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 314,155 4,006,828 SH   DFND 1 3,991,992 0 14,836
NETEASE INC-ADR SPONSORED ADR 64110W102 49,363 196,429 SH   DFND 1 192,535 0 3,894
NETFLIX INC COM 64110L106 1,971,890 5,048,025 SH   DFND 1 5,002,799 0 45,226
NETGEAR INC COM 64111Q104 19,839 317,431 SH   DFND 1 317,431 0 0
NETLIST INC COM 64118P109 71 405,288 SH   DFND 1 405,288 0 0
NETSCOUT SYSTEMS INC COM 64115T104 24,879 837,692 SH   DFND 1 833,758 0 3,934
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 291 52,458 SH   DFND 1 52,458 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 208 67,212 SH   DFND 1 67,212 0 0
NEUBERGER BERMAN CA INT MUNI COM 64123C101 376 30,070 SH   DFND 1 2 30,070 0 0
NEURALSTEM INC COM NEW 64127R401 92 83,079 SH   DFND 1 83,079 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 82,246 837,203 SH   DFND 1 836,974 0 229
NEVRO CORP COM 64157F103 21,115 264,437 SH   DFND 1 264,437 0 0
NEW AGE BEVERAGES CORP COM 64157V108 236 126,662 SH   DFND 1 126,662 0 0
NEW AMERICA HIGH INCOME FUND COM NEW 641876800 1,309 151,865 SH   DFND 1 2 151,865 0 0
NEW HOME CO INC/THE COM 645370107 1,097 110,101 SH   DFND 1 110,101 0 0
NEW IRELAND FUND INC COM 645673104 192 16,450 SH   DFND 1 2 16,450 0 0
NEW JERSEY RESOURCES CORP COM 646025106 35,758 799,073 SH   DFND 1 794,484 0 4,589
NEW MEDIA INVESTMENT GROUP COM 64704V106 11,797 638,377 SH   DFND 1 635,619 0 2,758
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 23,952 254,951 SH   DFND 1 254,479 0 472
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 582 6,152 SH   DFND 1 2 6,152 0 0
NEW RELIC INC COM 64829B100 40,092 398,577 SH   DFND 1 398,577 0 0
NEW RELIC INC COM 64829B100 639 6,356 SH   DFND 1 2 6,356 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 71,474 4,086,591 SH   DFND 1 4,086,591 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 5,524 729,731 SH   DFND 1 729,731 0 0
NEW YORK & CO COM 649295102 1,248 243,751 SH   DFND 1 243,751 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 50,394 4,567,412 SH   DFND 1 4,542,517 0 24,895
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 6,574 1,093,853 SH   DFND 1 1,091,574 0 2,279
NEW YORK TIMES CO-A CL A 650111107 30,530 1,178,772 SH   DFND 1 1,172,488 0 6,284
NEWELL BRANDS INC COM 651229106 149,496 5,808,277 SH   DFND 1 5,782,162 0 26,115
NEWFIELD EXPLORATION CO COM 651290108 118 3,910 SH   DFND 1 2 3,910 0 0
NEWFIELD EXPLORATION CO COM 651290108 73,165 2,423,267 SH   DFND 1 2,412,668 0 10,599
NEWLINK GENETICS CORP COM 651511107 207 43,581 SH   DFND 1 2 43,581 0 0
NEWLINK GENETICS CORP COM 651511107 1,456 306,059 SH   DFND 1 305,985 0 74
NEWMARK GROUP INC-CLASS A CL A 65158N102 15,632 1,098,586 SH   DFND 1 1,098,586 0 0
NEWMARKET CORP COM 651587107 31,743 78,477 SH   DFND 1 78,026 0 451
NEWMONT MINING CORP COM 651639106 300,264 7,975,100 SH   DFND 1 7,946,790 0 28,310
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 9,059 834,967 SH   DFND 1 834,967 0 0
NEWS CORP - CLASS A CL A 65249B109 78,411 5,067,535 SH   DFND 1 5,047,197 0 20,338
NEWS CORP - CLASS B CL B 65249B208 23,191 1,465,319 SH   DFND 1 1,458,857 0 6,462
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 339 17,076 SH   DFND 1 17,076 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 4,674 511,961 SH   DFND 1 511,961 0 0
NEXEO SOLUTIONS INC -CW19 *W EXP 06/09/202 65342H110 2,727 4,775,872 SH   DFND 1 2 4,775,872 0 0
NEXPOINT RESIDENTIAL COM 65341D102 5,284 185,736 SH   DFND 1 185,736 0 0
NEXPOINT STRATEGIC OPPORTUNI COM NEW 65340G205 1,284 58,522 SH   DFND 1 2 58,522 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 86 1,180 SH   DFND 1 2 1,180 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 32,403 441,459 SH   DFND 1 441,459 0 0
NEXTDECADE CORP COM 65342K105 1,387 202,826 SH   DFND 1 202,826 0 0
NEXTERA ENERGY INC COM 65339F101 881,954 5,291,439 SH   DFND 1 5,265,860 0 25,579
NI HOLDINGS INC COM 65342T106 1,678 99,041 SH   DFND 1 99,041 0 0
NIC INC COM 62914B100 11,140 716,443 SH   DFND 1 716,443 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 4,433 42,721 SH   DFND 1 42,437 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 775 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 3,845 69,772 SH   DFND 1 69,772 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 151 4,894 SH   DFND 1 2 4,894 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 126,180 4,087,667 SH   DFND 1 4,068,463 0 19,204
NII HOLDINGS INC COM PAR 62913F508 3,483 893,129 SH   DFND 1 893,129 0 0
NII HOLDINGS INC COM PAR 62913F508 234 60,000 SH   DFND 1 2 60,000 0 0
NIKE INC -CL B CL B 654106103 1,240,251 15,596,042 SH   DFND 1 15,526,646 0 69,396
NINE ENERGY SERVICE INC COM 65441V101 2,718 82,093 SH   DFND 1 82,093 0 0
NISOURCE INC COM 65473P105 102,927 3,924,721 SH   DFND 1 3,906,819 0 17,902
NL INDUSTRIES COM NEW 629156407 446 51,354 SH   DFND 1 51,354 0 0
NLIGHT INC COM 65487K100 2,764 83,619 SH   DFND 1 83,619 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 10,486 643,335 SH   DFND 1 643,335 0 0
NN INC COM 629337106 5,249 277,736 SH   DFND 1 277,736 0 0
NOAH HOLDINGS LTD-SPON ADS SPON ADS CL A 65487X102 2,569 49,652 SH   DFND 1 49,652 0 0
NOBLE CORP PLC SHS USD G65431101 14,200 2,243,320 SH   DFND 1 2,243,320 0 0
NOBLE CORP PLC SHS USD G65431101 281 44,406 SH   DFND 1 2 44,406 0 0
NOBLE ENERGY INC COM 655044105 196,531 5,582,224 SH   DFND 1 5,556,517 0 25,707
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 90 15,774 SH   DFND 1 13,078 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 225 47,079 SH   DFND 1 37,258 0 9,821
NOODLES & CO COM CL A 65540B105 2,177 177,024 SH   DFND 1 177,024 0 0
NORBORD INC COM 65548P403 84 2,053 SH   DFND 1 2,053 0 0
NORBORD INC COM 65548P403 589 14,333 SH   DFND 1 2 14,333 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 980 365,879 SH   DFND 1 365,879 0 0
NORDSON CORP COM 655663102 63,319 493,101 SH   DFND 1 490,592 0 2,509
NORDSTROM INC COM 655664100 86,894 1,680,941 SH   DFND 1 1,674,708 0 6,233
NORFOLK SOUTHERN CORP COM 655844108 454,067 3,016,406 SH   DFND 1 3,000,713 0 15,693
NORFOLK SOUTHERN CORP COM 655844108 33 221 SH   DFND 1 2 221 0 0
NORTHEAST BANCORP COM NEW 663904209 1,965 90,169 SH   DFND 1 89,608 0 561
NORTHERN OIL AND GAS INC COM 665531109 4,916 1,560,855 SH   DFND 1 1,560,855 0 0
NORTHERN TECHNOLOGIES INTL COM 665809109 223 6,237 SH   DFND 1 6,237 0 0
NORTHERN TRUST CORP COM 665859104 263,919 2,570,109 SH   DFND 1 2,558,886 0 11,223
NORTHFIELD BANCORP INC COM 66611T108 7,924 476,800 SH   DFND 1 476,800 0 0
NORTHRIM BANCORP INC COM 666762109 2,545 64,355 SH   DFND 1 64,355 0 0
NORTHROP GRUMMAN CORP COM 666807102 594,430 1,935,949 SH   DFND 1 1,926,695 0 9,254
NORTHROP GRUMMAN CORP COM 666807102 1,108 3,603 SH   DFND 1 2 3,603 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 8,722 601,983 SH   DFND 1 601,983 0 0
NORTHWEST BANCSHARES INC COM 667340103 22,673 1,303,842 SH   DFND 1 1,299,481 0 4,361
NORTHWEST NATURAL GAS CO COM 667655104 16,947 265,640 SH   DFND 1 265,640 0 0
NORTHWEST PIPE CO COM 667746101 1,654 85,441 SH   DFND 1 85,441 0 0
NORTHWESTERN CORP COM NEW 668074305 28,015 489,349 SH   DFND 1 486,924 0 2,425
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 112,392 2,383,645 SH   DFND 1 2,372,676 0 10,969
NORWOOD FINANCIAL CORP COM 669549107 1,919 53,280 SH   DFND 1 53,280 0 0
NOVA LIFESTYLE INC COM 66979P102 218 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 659 24,197 SH   DFND 1 24,197 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 64 2,380 SH   DFND 1 2 2,380 0 0
NOVAN INC COM 66988N106 139 47,577 SH   DFND 1 47,577 0 0
NOVANTA INC COM 67000B104 20,461 328,433 SH   DFND 1 328,433 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 2,879 38,114 SH   DFND 1 36,335 0 1,779
NOVAVAX INC COM 670002104 5,298 3,953,866 SH   DFND 1 3,953,866 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 203 55,425 SH   DFND 1 55,425 0 0
NOVOCURE LTD ORD SHS G6674U108 11,286 360,595 SH   DFND 1 360,275 0 320
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,506 32,670 SH   DFND 1 30,546 0 2,124
NOW INC COM 67011P100 13,587 1,019,354 SH   DFND 1 1,014,054 0 5,300
NRG ENERGY INC COM NEW 629377508 143,998 4,695,664 SH   DFND 1 4,678,724 0 16,940
NRG ENERGY INC COM NEW 629377508 317 10,346 SH   DFND 1 2 10,346 0 0
NRG YIELD INC-CLASS A CL A NEW 62942X306 10,003 586,723 SH   DFND 1 586,723 0 0
NRG YIELD INC-CLASS C CL C 62942X405 421 24,478 SH   DFND 1 2 24,478 0 0
NRG YIELD INC-CLASS C CL C 62942X405 11,866 689,918 SH   DFND 1 688,229 0 1,689
NTN BUZZTIME INC COM PAR 629410606 94 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 175 2,244 SH   DFND 1 2 2,244 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 38,616 493,882 SH   DFND 1 490,611 0 3,271
NUANCE COMMUNICATIONS INC COM 67020Y100 37,533 2,703,163 SH   DFND 1 2,703,163 0 0
NUCOR CORP COM 670346105 246,113 3,945,419 SH   DFND 1 3,927,839 0 17,580
NUTANIX INC - A CL A 67059N108 39,170 759,562 SH   DFND 1 759,562 0 0
NUTANIX INC - A CL A 67059N108 76 1,475 SH   DFND 1 2 1,475 0 0
NUTRIEN LTD COM 67077M108 23,151 429,738 SH   DFND 1 429,738 0 0
NUTRISYSTEM INC COM 67069D108 12,409 322,331 SH   DFND 1 322,274 0 57
NUVASIVE INC COM 670704105 26,350 505,573 SH   DFND 1 503,061 0 2,512
NUVECTRA CORP COM 67075N108 2,513 122,415 SH   DFND 1 122,415 0 0
NUVEEN CA AMT-FR MUNI INC FD COM 670651108 937 69,068 SH   DFND 1 2 69,068 0 0
NUVEEN GA QUAL MUNI INC FD COM 67072B107 1,149 101,320 SH   DFND 1 2 101,320 0 0
NUVEEN MA QUAL MUNI INC FD COM 67061E104 309 24,905 SH   DFND 1 2 24,905 0 0
NUVEEN MD QUAL MUNI INC FD COM 67061Q107 477 39,328 SH   DFND 1 2 39,328 0 0
NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 711 54,496 SH   DFND 1 2 54,496 0 0
NUVEEN NY QUAL MUNI INC FD COM 67066X107 1,615 128,286 SH   DFND 1 2 128,286 0 0
NUVEEN OH QUAL MUNI INC FD COM 670980101 804 57,888 SH   DFND 1 2 57,888 0 0
NUVEEN PA QUAL MUNI INC FD COM 670972108 424 33,587 SH   DFND 1 2 33,587 0 0
NUVEEN TX QUAL MUNI INC FD COM 670983105 512 40,120 SH   DFND 1 2 40,120 0 0
NV5 GLOBAL INC COM 62945V109 5,658 81,656 SH   DFND 1 81,656 0 0
NVE CORP COM NEW 629445206 6,299 51,731 SH   DFND 1 51,731 0 0
NVENT ELECTRIC PLC SHS G6700G107 39,363 1,568,266 SH   DFND 1 1,560,208 0 8,058
NVIDIA CORP COM 67066G104 1,829,813 7,738,258 SH   DFND 1 7,675,214 0 63,044
NVR INC COM 62944T105 32 11 SH   DFND 1 2 11 0 0
NVR INC COM 62944T105 104,649 35,255 SH   DFND 1 35,090 0 165
NXP SEMICONDUCTORS NV COM N6596X109 165,111 1,517,084 SH   DFND 1 1,517,084 0 0
NXPI 1 12/01/19 NOTE 1.000%12/0 62952QAB6 2,261 1,880,000 PRN   DFND 1 2 1,880,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 20,940 750,543 SH   DFND 1 750,543 0 0
NXSTAGE MEDICAL INC COM 67072V103 1,395 50,000 SH   DFND 1 2 50,000 0 0
NXT-ID INC COM NEW 67091J206 163 95,174 SH   DFND 1 95,174 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 368 109,786 SH   DFND 1 109,786 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 25 13,662 SH   DFND 1 13,662 0 0
OAK VALLEY BANCORP COM 671807105 451 19,762 SH   DFND 1 19,762 0 0
OASIS PETROLEUM INC COM 674215108 31,947 2,463,192 SH   DFND 1 2,450,109 0 13,083
OCCIDENTAL PETROLEUM CORP COM 674599105 709,859 8,501,303 SH   DFND 1 8,458,953 0 42,350
OCEAN BIO-CHEM INC COM 674631106 94 26,292 SH   DFND 1 26,292 0 0
OCEAN POWER TECHNOLOGIES INC COM PAR $ 674870407 62 73,347 SH   DFND 1 73,347 0 0
OCEAN RIG UDW INC-A COM CL A G66964118 5,718 193,970 SH   DFND 1 193,970 0 0
OCEANEERING INTL INC COM 675232102 23,911 939,165 SH   DFND 1 934,328 0 4,837
OCEANFIRST FINANCIAL CORP COM 675234108 12,878 429,871 SH   DFND 1 429,871 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,952 289,194 SH   DFND 1 288,952 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 3,992 1,008,134 SH   DFND 1 1,008,134 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,551 70,274 SH   DFND 1 70,274 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 482 58,155 SH   DFND 1 58,155 0 0
OFFICE DEPOT INC COM 676220106 17,953 7,040,582 SH   DFND 1 7,040,582 0 0
OFG BANCORP COM 67103X102 5,770 410,718 SH   DFND 1 410,718 0 0
OGE ENERGY CORP COM 670837103 62,548 1,777,715 SH   DFND 1 1,767,911 0 9,804
OHIO VALLEY BANC CORP COM 677719106 1,584 30,216 SH   DFND 1 30,216 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 52 268,161 SH   DFND 1 268,161 0 0
OIL STATES INTERNATIONAL INC COM 678026105 18,042 562,058 SH   DFND 1 562,058 0 0
OIL-DRI CORP OF AMERICA COM 677864100 1,644 39,015 SH   DFND 1 39,015 0 0
OKTA INC CL A 679295105 266 5,295 SH   DFND 1 2 5,295 0 0
OKTA INC CL A 679295105 36,588 726,390 SH   DFND 1 726,390 0 0
OLD DOMINION FREIGHT LINE COM 679580100 99,883 670,946 SH   DFND 1 667,598 0 3,348
OLD LINE BANCSHARES INC COM 67984M100 4,510 129,213 SH   DFND 1 129,213 0 0
OLD NATIONAL BANCORP COM 680033107 26,739 1,437,595 SH   DFND 1 1,437,595 0 0
OLD POINT FINANCIAL CORP COM 680194107 390 13,517 SH   DFND 1 13,517 0 0
OLD REPUBLIC INTL CORP COM 680223104 73,768 3,705,108 SH   DFND 1 3,692,795 0 12,313
OLD SECOND BANCORP INC COM 680277100 3,930 272,981 SH   DFND 1 272,981 0 0
OLIN CORP COM PAR $1 680665205 31 1,088 SH   DFND 1 2 1,088 0 0
OLIN CORP COM PAR $1 680665205 45,781 1,594,053 SH   DFND 1 1,585,845 0 8,208
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 36,349 501,369 SH   DFND 1 498,919 0 2,450
OLYMPIC STEEL INC COM 68162K106 1,899 93,043 SH   DFND 1 93,043 0 0
OMEGA FLEX INC COM 682095104 4,134 52,262 SH   DFND 1 52,262 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 58,304 1,880,799 SH   DFND 1 1,870,724 0 10,075
OMEROS CORP COM 682143102 8,300 457,605 SH   DFND 1 457,605 0 0
OMNICELL INC COM 68213N109 20,137 383,931 SH   DFND 1 383,931 0 0
OMNICOM GROUP COM 681919106 241,389 3,170,393 SH   DFND 1 3,157,732 0 12,661
OMNICOM GROUP COM 681919106 42 560 SH   DFND 1 2 560 0 0
OMNOVA SOLUTIONS INC COM 682129101 155 14,957 SH   DFND 1 2 14,957 0 0
OMNOVA SOLUTIONS INC COM 682129101 4,099 394,228 SH   DFND 1 394,228 0 0
ON DECK CAPITAL INC COM 682163100 243 34,778 SH   DFND 1 2 34,778 0 0
ON DECK CAPITAL INC COM 682163100 2,856 408,128 SH   DFND 1 408,128 0 0
ON SEMICONDUCTOR CORP COM 682189105 91,506 4,118,278 SH   DFND 1 4,118,278 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 25 22,179 SH   DFND 1 22,179 0 0
ONCOBIOLOGICS INC COM 68235M105 9 11,165 SH   DFND 1 11,165 0 0
ONCOCYTE CORP COM 68235C107 39 15,544 SH   DFND 1 15,544 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 271 117,330 SH   DFND 1 117,330 0 0
ONCONOVA THERAPEUTICS INC COM NEW 68232V306 58 145,487 SH   DFND 1 145,487 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 279 202,193 SH   DFND 1 202,193 0 0
ONE GAS INC COM 68235P108 36,550 489,037 SH   DFND 1 486,465 0 2,572
ONE LIBERTY PROPERTIES INC COM 682406103 4,116 155,881 SH   DFND 1 155,881 0 0
ONEMAIN HOLDINGS INC COM 68268W103 21,645 650,221 SH   DFND 1 650,221 0 0
ONEMAIN HOLDINGS INC COM 68268W103 22 690 SH   DFND 1 2 690 0 0
ONEOK INC COM 682680103 327,613 4,701,422 SH   DFND 1 4,677,338 0 24,084
ONESPAN INC COM 68287N100 6,226 316,853 SH   DFND 1 316,853 0 0
OOMA INC COM 683416101 269 19,043 SH   DFND 1 2 19,043 0 0
OOMA INC COM 683416101 2,461 173,961 SH   DFND 1 173,961 0 0
OP BANCORP COM 67109R109 502 39,483 SH   DFND 1 39,483 0 0
OPEN TEXT CORP COM 683715106 6,553 186,191 SH   DFND 1 186,191 0 0
OPEN TEXT CORP COM 683715106 6,726 192,882 SH   DFND 1 192,882 0 0
OPES ACQUISITION CORP-CW23 *W EXP 03/13/202 68373P118 222 672,912 SH   DFND 1 2 672,912 0 0
OPHTHOTECH CORP COM 683745103 474 173,774 SH   DFND 1 173,774 0 0
OPKO HEALTH INC COM 68375N103 17,595 3,743,655 SH   DFND 1 3,743,655 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 2,795 99,856 SH   DFND 1 99,856 0 0
OPTICAL CABLE CORP COM NEW 683827208 47 12,030 SH   DFND 1 12,030 0 0
OPTINOSE INC COM 68404V100 3,443 123,083 SH   DFND 1 123,083 0 0
OPUS BANK COM 684000102 5,665 197,391 SH   DFND 1 197,391 0 0
ORACLE CORP COM 68389X105 1,457,564 33,153,217 SH   DFND 1 32,987,590 0 165,627
ORACLE CORP COM 68389X105 1,268 28,782 SH   DFND 1 2 28,782 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 503 30,203 SH   DFND 1 28,991 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 9,858 598,587 SH   DFND 1 598,587 0 0
ORBCOMM INC COM 68555P100 7,579 750,432 SH   DFND 1 750,432 0 0
ORBOTECH LTD ORD M75253100 2,284 36,971 SH   DFND 1 36,971 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 3,617 481,087 SH   DFND 1 481,087 0 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 215 54,261 SH   DFND 1 54,261 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 36 132 SH   DFND 1 2 132 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 266,035 974,419 SH   DFND 1 966,047 0 8,372
ORGANOVO HOLDINGS INC COM 68620A104 1,677 1,198,304 SH   DFND 1 1,198,304 0 0
ORIGIN AGRITECH LTD SHS G67828205 8 10,619 SH   DFND 1 10,619 0 0
ORIGIN BANCORP INC COM 68621T102 2,694 65,805 SH   DFND 1 65,805 0 0
ORION ENERGY SYSTEMS INC COM 686275108 127 116,148 SH   DFND 1 116,148 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,948 235,898 SH   DFND 1 235,898 0 0
ORITANI FINANCIAL CORP COM 68633D103 7,363 454,567 SH   DFND 1 454,567 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 516 6,533 SH   DFND 1 6,038 0 495
ORMAT TECHNOLOGIES INC COM 686688102 18,864 354,663 SH   DFND 1 354,663 0 0
ORMAT TECHNOLOGIES INC COM 686688102 64 1,206 SH   DFND 1 2 1,206 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 1,632 62,791 SH   DFND 1 62,791 0 0
ORTHOFIX INTERNATIONAL NV COM 68752M108 16,515 290,657 SH   DFND 1 290,657 0 0
ORTHOPEDIATRICS CORP COM 68752L100 1,194 44,832 SH   DFND 1 44,832 0 0
OSHKOSH CORP COM 688239201 31 442 SH   DFND 1 2 442 0 0
OSHKOSH CORP COM 688239201 47,587 676,730 SH   DFND 1 673,106 0 3,624
OSI SYSTEMS INC COM 671044105 13,649 176,512 SH   DFND 1 176,512 0 0
OTONOMY INC COM 68906L105 581 151,033 SH   DFND 1 151,033 0 0
OTTER TAIL CORP COM 689648103 19,513 409,944 SH   DFND 1 409,944 0 0
OUTFRONT MEDIA INC COM 69007J106 122 6,298 SH   DFND 1 2 6,298 0 0
OUTFRONT MEDIA INC COM 69007J106 24,581 1,263,820 SH   DFND 1 1,263,715 0 105
OVASCIENCE INC COM 69014Q101 195 214,927 SH   DFND 1 214,927 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 25 6,451 SH   DFND 1 2 6,451 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 2,582 665,563 SH   DFND 1 665,563 0 0
OVERSTOCK.COM INC COM 690370101 6,746 200,505 SH   DFND 1 200,505 0 0
OVID THERAPEUTICS INC COM 690469101 602 77,288 SH   DFND 1 77,288 0 0
OWENS & MINOR INC COM 690732102 9,427 564,194 SH   DFND 1 564,194 0 0
OWENS CORNING COM 690742101 233 3,690 SH   DFND 1 2 3,690 0 0
OWENS CORNING COM 690742101 71,622 1,130,970 SH   DFND 1 1,130,970 0 0
OWENS REALTY MORTGAGE INC COM 690828108 1,610 96,560 SH   DFND 1 96,560 0 0
OWENS-ILLINOIS INC COM NEW 690768403 24,351 1,448,647 SH   DFND 1 1,440,721 0 7,926
OWENS-ILLINOIS INC COM NEW 690768403 179 10,656 SH   DFND 1 2 10,656 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 1,022 79,350 SH   DFND 1 79,350 0 0
OXFORD INDUSTRIES INC COM 691497309 13,248 159,656 SH   DFND 1 159,656 0 0
OXFORD SQUARE CAPITAL CORP COM 69181V107 900 130,522 SH   DFND 1 2 130,522 0 0
P G & E CORP COM 69331C108 287,302 6,762,836 SH   DFND 1 6,735,432 0 27,404
P.A.M. TRANSPORTATION SVCS COM 693149106 1,120 23,847 SH   DFND 1 23,847 0 0
PACCAR INC COM 693718108 282,199 4,562,949 SH   DFND 1 4,526,092 0 36,857
PACCAR INC COM 693718108 130 2,114 SH   DFND 1 2 2,114 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 4,137 1,165,577 SH   DFND 1 1,165,577 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 138 53,088 SH   DFND 1 2 53,088 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 595 228,984 SH   DFND 1 228,984 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,393 142,883 SH   DFND 1 142,883 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 15,412 403,995 SH   DFND 1 403,995 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 14,574 454,732 SH   DFND 1 454,732 0 0
PACKAGING CORP OF AMERICA COM 695156109 129,234 1,158,310 SH   DFND 1 1,153,208 0 5,102
PACWEST BANCORP COM 695263103 60,942 1,233,155 SH   DFND 1 1,226,012 0 7,143
PAIN THERAPEUTICS INC COM NEW 69562K506 77 37,754 SH   DFND 1 37,754 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 1,646 1,697,606 SH   DFND 1 1,697,606 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 755 778,785 SH   DFND 1 2 778,785 0 0
PALO ALTO NETWORKS INC COM 697435105 150,159 731,418 SH   DFND 1 731,418 0 0
PALO ALTO NETWORKS INC COM 697435105 31 151 SH   DFND 1 2 151 0 0
PAN AMERICAN SILVER CORP COM 697900108 2,157 120,540 SH   DFND 1 120,377 0 163
PANDORA MEDIA INC COM 698354107 18,514 2,349,615 SH   DFND 1 2,349,615 0 0
PANHANDLE OIL AND GAS INC-A CL A 698477106 3,088 161,678 SH   DFND 1 161,678 0 0
PAPA JOHN'S INTL INC COM 698813102 13,111 258,506 SH   DFND 1 257,354 0 1,152
PAPA JOHN'S INTL INC COM 698813102 31 614 SH   DFND 1 2 614 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 395 71,313 SH   DFND 1 71,313 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4,538 261,144 SH   DFND 1 261,144 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 1,641 92,852 SH   DFND 1 92,852 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 38 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 34,654 2,250,317 SH   DFND 1 2,250,317 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 2,917 286,060 SH   DFND 1 286,060 0 0
PARETEUM CORP COM NEW 69946T207 673 269,320 SH   DFND 1 269,320 0 0
PARK CITY GROUP INC COM NEW 700215304 1,022 129,458 SH   DFND 1 129,458 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3,839 165,551 SH   DFND 1 165,551 0 0
PARK HOTELS & RESORTS INC COM 700517105 100,211 3,271,677 SH   DFND 1 3,271,677 0 0
PARK HOTELS & RESORTS INC COM 700517105 36 1,187 SH   DFND 1 2 1,187 0 0
PARK NATIONAL CORP COM 700658107 14,427 129,491 SH   DFND 1 128,707 0 784
PARKE BANCORP INC COM 700885106 1,252 52,959 SH   DFND 1 52,959 0 0
PARKER DRILLING CO COM 701081408 289 762,045 SH   DFND 1 762,045 0 0
PARKER HANNIFIN CORP COM 701094104 238,805 1,535,458 SH   DFND 1 1,528,252 0 7,206
PARKER HANNIFIN CORP COM 701094104 99 637 SH   DFND 1 2 637 0 0
PARKERVISION INC COM NEW 701354300 53 80,855 SH   DFND 1 80,855 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 3,126 83,833 SH   DFND 1 83,833 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 37 1,007 SH   DFND 1 2 1,007 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 42 1,407 SH   DFND 1 2 1,407 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 67,563 2,232,899 SH   DFND 1 2,232,899 0 0
PARTY CITY HOLDCO INC COM 702149105 380 24,939 SH   DFND 1 2 24,939 0 0
PARTY CITY HOLDCO INC COM 702149105 7,482 490,679 SH   DFND 1 490,679 0 0
PATRICK INDUSTRIES INC COM 703343103 13,344 234,728 SH   DFND 1 234,728 0 0
PATTERN ENERGY GROUP INC -A CL A 70338P100 16,677 889,474 SH   DFND 1 888,171 0 1,303
PATTERSON COS INC COM 703395103 18,566 819,004 SH   DFND 1 815,015 0 3,989
PATTERSON-UTI ENERGY INC COM 703481101 38,150 2,119,474 SH   DFND 1 2,108,585 0 10,889
PAYCHEX INC COM 704326107 316,443 4,637,382 SH   DFND 1 4,600,160 0 37,222
PAYCOM SOFTWARE INC COM 70432V102 46,045 465,911 SH   DFND 1 465,911 0 0
PAYLOCITY HOLDING CORP COM 70438V106 17,552 298,206 SH   DFND 1 298,206 0 0
PAYPAL HOLDINGS INC COM 70450Y103 1,057,394 12,725,146 SH   DFND 1 12,606,192 0 118,954
PB BANCORP INC COM 70454T100 135 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 63,178 1,506,765 SH   DFND 1 1,500,553 0 6,212
PBF ENERGY INC-CLASS A CL A 69318G106 526 12,565 SH   DFND 1 2 12,565 0 0
PC CONNECTION INC COM 69318J100 5,014 151,050 SH   DFND 1 151,050 0 0
PCM INC COM 69323K100 987 65,193 SH   DFND 1 65,193 0 0
PCSB FINANCIAL CORP COM 69324R104 3,854 193,991 SH   DFND 1 193,991 0 0
PC-TEL INC COM 69325Q105 545 87,366 SH   DFND 1 87,366 0 0
PDC ENERGY INC COM 69327R101 39,408 651,922 SH   DFND 1 651,922 0 0
PDF SOLUTIONS INC COM 693282105 3,281 273,944 SH   DFND 1 273,944 0 0
PDL BIOPHARMA INC COM 69329Y104 4,220 1,803,539 SH   DFND 1 1,803,539 0 0
PDL BIOPHARMA INC COM 69329Y104 393 168,197 SH   DFND 1 2 168,197 0 0
PDL COMMUNITY BANCORP COM 69290X101 356 22,718 SH   DFND 1 22,718 0 0
PDVWIRELESS INC COM 69290R104 2,565 102,839 SH   DFND 1 102,839 0 0
PEABODY ENERGY CORP COM 704551100 48,716 1,071,160 SH   DFND 1 1,071,160 0 0
PEAK RESORTS INC COM 70469L100 135 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 6,039 174,606 SH   DFND 1 174,606 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 271 23,424 SH   DFND 1 21,226 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 31,554 813,266 SH   DFND 1 813,266 0 0
PEGASYSTEMS INC COM 705573103 21,531 392,918 SH   DFND 1 392,431 0 487
PEMBINA PIPELINE CORP COM 706327103 11,232 327,783 SH   DFND 1 327,105 0 678
PENN NATIONAL GAMING INC COM 707569109 31,077 925,214 SH   DFND 1 925,214 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 8,659 787,989 SH   DFND 1 787,989 0 0
PENN VIRGINIA CORP COM 70788V102 11,311 133,248 SH   DFND 1 133,248 0 0
PENN VIRGINIA CORP COM 70788V102 37 446 SH   DFND 1 2 446 0 0
PENNS WOODS BANCORP INC COM 708430103 1,704 38,061 SH   DFND 1 38,061 0 0
PENNYMAC FINANCIAL SERVICE-A CL A 70932B101 3,770 191,893 SH   DFND 1 191,893 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 11,573 609,446 SH   DFND 1 609,446 0 0
PENSARE ACQUISITION CORP-CW *W EXP 07/27/202 70957E113 320 500,000 SH   DFND 1 2 500,000 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 15,337 327,383 SH   DFND 1 327,383 0 0
PENTAIR PLC SHS G7S00T104 84,107 2,002,746 SH   DFND 1 1,994,041 0 8,705
PENUMBRA INC COM 70975L107 35,641 257,991 SH   DFND 1 257,991 0 0
PENUMBRA INC COM 70975L107 164 1,194 SH   DFND 1 2 1,194 0 0
PEOPLES BANCORP INC COM 709789101 7,063 186,966 SH   DFND 1 186,966 0 0
PEOPLES BANCORP OF NC COM 710577107 1,613 50,364 SH   DFND 1 50,364 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,956 62,879 SH   DFND 1 62,879 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 97,190 5,381,131 SH   DFND 1 5,362,171 0 18,960
PEOPLE'S UTAH BANCORP COM 712706209 5,787 162,119 SH   DFND 1 162,119 0 0
PEPSICO INC COM 713448108 107 984 SH   DFND 1 2 984 0 0
PEPSICO INC COM 713448108 1,932,422 17,783,625 SH   DFND 1 17,704,849 0 78,776
PERCEPTRON INC COM 71361F100 555 52,634 SH   DFND 1 52,634 0 0
PERFICIENT INC COM 71375U101 9,175 347,939 SH   DFND 1 347,939 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 43 1,194 SH   DFND 1 2 1,194 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 29,909 814,960 SH   DFND 1 814,960 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 325 151,177 SH   DFND 1 151,177 0 0
PERKINELMER INC COM 714046109 31 431 SH   DFND 1 2 431 0 0
PERKINELMER INC COM 714046109 99,926 1,366,476 SH   DFND 1 1,360,605 0 5,871
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 143 31,932 SH   DFND 1 31,932 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 129 13,866 SH   DFND 1 13,866 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 114 47,126 SH   DFND 1 47,126 0 0
PERRIGO CO PLC SHS G97822103 29 399 SH   DFND 1 2 399 0 0
PERRIGO CO PLC SHS G97822103 108,078 1,485,316 SH   DFND 1 1,478,396 0 6,920
PERRY ELLIS INTERNATIONAL COM 288853104 3,581 131,817 SH   DFND 1 131,817 0 0
PERSHING GOLD CORP COM NEW 715302204 215 117,782 SH   DFND 1 117,782 0 0
PERSPECTA INC COM 715347100 27,110 1,320,216 SH   DFND 1 1,313,074 0 7,142
PETIQ INC COM CL A 71639T106 2,249 83,747 SH   DFND 1 83,747 0 0
PETMED EXPRESS INC COM 716382106 9,696 220,115 SH   DFND 1 219,251 0 864
PFENEX INC COM 717071104 396 73,301 SH   DFND 1 2 73,301 0 0
PFENEX INC COM 717071104 1,164 215,328 SH   DFND 1 215,328 0 0
PFIZER INC COM 717081103 2,416,284 66,740,902 SH   DFND 1 66,421,178 0 319,724
PFIZER INC COM 717081103 349 9,629 SH   DFND 1 2 9,629 0 0
PFSWEB INC COM NEW 717098206 160 16,538 SH   DFND 1 2 16,538 0 0
PFSWEB INC COM NEW 717098206 1,353 139,286 SH   DFND 1 139,286 0 0
PGIM GLOBAL SHORT DURATION H COM 69346J106 253 18,541 SH   DFND 1 2 18,541 0 0
PGT INNOVATIONS INC COM 69336V101 9,633 462,023 SH   DFND 1 462,023 0 0
PHH CORP COM NEW 693320202 3,802 350,182 SH   DFND 1 350,182 0 0
PHI INC-NON VOTING COM NON VTG 69336T205 1,196 117,602 SH   DFND 1 117,602 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 10,153 220,496 SH   DFND 1 220,496 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,375,924 17,078,469 SH   DFND 1 16,995,980 0 82,489
PHILIP MORRIS INTERNATIONAL COM 718172109 26 325 SH   DFND 1 2 325 0 0
PHILLIPS 66 COM 718546104 510,499 4,555,627 SH   DFND 1 4,531,906 0 23,721
PHOTRONICS INC COM 719405102 5,423 680,060 SH   DFND 1 680,060 0 0
PHYSICIANS REALTY TRUST COM 71943U104 27,405 1,719,277 SH   DFND 1 1,719,277 0 0
PICO HOLDINGS INC COM NEW 693366205 2,640 226,631 SH   DFND 1 226,631 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 30,439 1,527,298 SH   DFND 1 1,527,298 0 0
PIER 1 IMPORTS INC COM 720279108 1,708 718,010 SH   DFND 1 717,321 0 689
PIERIS PHARMACEUTICALS INC COM 720795103 1,455 287,165 SH   DFND 1 284,226 0 2,939
PILGRIM'S PRIDE CORP COM 72147K108 12,866 639,180 SH   DFND 1 638,044 0 1,136
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 119 37,129 SH   DFND 1 37,129 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 17,839 528,884 SH   DFND 1 528,884 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 42,492 692,624 SH   DFND 1 688,993 0 3,631
PINNACLE FINANCIAL PARTNERS COM 72346Q104 47 777 SH   DFND 1 2 777 0 0
PINNACLE FOODS INC COM 72348P104 68,217 1,048,532 SH   DFND 1 1,048,532 0 0
PINNACLE WEST CAPITAL COM 723484101 111,117 1,381,862 SH   DFND 1 1,375,722 0 6,140
PIONEER ENERGY SERVICES CORP COM 723664108 41 7,082 SH   DFND 1 2 7,082 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 4,302 735,393 SH   DFND 1 735,393 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 342,603 1,814,497 SH   DFND 1 1,805,453 0 9,044
PIONEER NATURAL RESOURCES CO COM 723787107 88 466 SH   DFND 1 2 466 0 0
PIPER JAFFRAY COS COM 724078100 14,828 192,954 SH   DFND 1 192,954 0 0
PITNEY BOWES INC COM 724479100 14,849 1,732,744 SH   DFND 1 1,723,552 0 9,192
PIVOTAL SOFTWARE INC - CL A COM CL A 72582H107 6,125 252,384 SH   DFND 1 252,384 0 0
PIXELWORKS INC COM NEW 72581M305 703 194,947 SH   DFND 1 194,947 0 0
PJT PARTNERS INC - A COM CL A 69343T107 9,664 181,020 SH   DFND 1 181,020 0 0
PLAB 3.25 04/01/19 NOTE 3.250% 4/0 719405AK8 8,913 8,756,000 PRN   DFND 1 2 8,756,000 0 0
PLANET FITNESS INC - CL A CL A 72703H101 227 5,187 SH   DFND 1 2 5,187 0 0
PLANET FITNESS INC - CL A CL A 72703H101 35,925 817,598 SH   DFND 1 817,598 0 0
PLANTRONICS INC COM 727493108 32,316 423,820 SH   DFND 1 422,190 0 1,630
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 21,941 1,891,508 SH   DFND 1 1,891,508 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 5,402 500,288 SH   DFND 1 500,288 0 0
PLAYAGS INC COM 72814N104 4,157 153,577 SH   DFND 1 153,577 0 0
PLEXUS CORP COM 729132100 23,135 388,563 SH   DFND 1 388,563 0 0
PLUG POWER INC COM NEW 72919P202 4,502 2,228,772 SH   DFND 1 2,228,772 0 0
PLURALSIGHT INC - A COM CL A 72941B106 4,205 171,991 SH   DFND 1 171,991 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 133 109,370 SH   DFND 1 109,370 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 690,419 5,121,640 SH   DFND 1 5,095,742 0 25,898
PNC FINANCIAL SERVICES GROUP COM 693475105 57 426 SH   DFND 1 2 426 0 0
PNM RESOURCES INC COM 69349H107 28,695 737,681 SH   DFND 1 733,777 0 3,904
PODD 1.25 09/15/21 NOTE 1.250% 9/1 45784PAF8 11,726 7,719,000 PRN   DFND 1 2 7,719,000 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 653 39,684 SH   DFND 1 2 39,684 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 267 16,254 SH   DFND 1 16,254 0 0
POLAR POWER INC COM 73102V105 79 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 73,924 605,437 SH   DFND 1 602,420 0 3,017
POLARIS INDUSTRIES INC COM 731068102 172 1,409 SH   DFND 1 2 1,409 0 0
POLARITYTE INC COM 731094108 3,278 139,288 SH   DFND 1 139,288 0 0
POLYONE CORPORATION COM 73179P106 37,240 861,656 SH   DFND 1 857,732 0 3,924
POOL CORP COM 73278L105 56,062 370,048 SH   DFND 1 368,061 0 1,987
POPULAR INC COM NEW 733174700 45,027 995,973 SH   DFND 1 995,973 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 41,504 970,641 SH   DFND 1 970,641 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 25,151 665,910 SH   DFND 1 665,661 0 249
POST HOLDINGS INC COM 737446104 53,329 619,968 SH   DFND 1 616,665 0 3,303
POST HOLDINGS INC COM 737446104 162 1,890 SH   DFND 1 2 1,890 0 0
POTBELLY CORP COM 73754Y100 2,983 230,358 SH   DFND 1 230,358 0 0
POTLATCHDELTIC CORP COM 737630103 34,946 687,250 SH   DFND 1 684,297 0 2,953
POWELL INDUSTRIES INC COM 739128106 35 1,007 SH   DFND 1 2 1,007 0 0
POWELL INDUSTRIES INC COM 739128106 2,993 85,960 SH   DFND 1 85,960 0 0
POWER INTEGRATIONS INC COM 739276103 21,276 291,257 SH   DFND 1 291,257 0 0
PPG INDUSTRIES INC COM 693506107 276,463 2,671,169 SH   DFND 1 2,657,939 0 13,230
PPL CORP COM 69351T106 263,011 9,228,875 SH   DFND 1 9,191,079 0 37,796
PQ GROUP HOLDINGS INC COM 73943T103 5,954 330,781 SH   DFND 1 330,781 0 0
PRA GROUP INC COM 69354N106 17,474 453,300 SH   DFND 1 453,300 0 0
PRA HEALTH SCIENCES INC COM 69354M108 45,294 485,158 SH   DFND 1 482,673 0 2,485
PRAXAIR INC COM 74005P104 527,148 3,340,069 SH   DFND 1 3,324,490 0 15,579
PRECISION DRILLING CORP COM 74022D308 62 18,987 SH   DFND 1 18,987 0 0
PRECISION THERAPEUTICS INC COM 74033P100 53 47,035 SH   DFND 1 47,035 0 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 6,162 362,687 SH   DFND 1 360,709 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 8,684 141,301 SH   DFND 1 141,301 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 2,988 33,660 SH   DFND 1 33,660 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 47 535 SH   DFND 1 2 535 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 1,647 88,264 SH   DFND 1 88,264 0 0
PREMIER INC-CLASS A CL A 74051N102 123 3,403 SH   DFND 1 2 3,403 0 0
PREMIER INC-CLASS A CL A 74051N102 18,992 522,065 SH   DFND 1 522,065 0 0
PRESBIA PLC SHS G7234P100 32 14,898 SH   DFND 1 14,898 0 0
PRESIDIO INC COM 74102M103 5,360 409,178 SH   DFND 1 409,178 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 20,300 528,922 SH   DFND 1 526,321 0 2,601
PRGX GLOBAL INC COM NEW 69357C503 2,079 214,343 SH   DFND 1 214,343 0 0
PRICESMART INC COM 741511109 21,046 232,563 SH   DFND 1 232,563 0 0
PRIMEENERGY CORP COM 74158E104 353 4,839 SH   DFND 1 4,839 0 0
PRIMERICA INC COM 74164M108 43,240 434,141 SH   DFND 1 431,981 0 2,160
PRIMO WATER CORP COM 74165N105 5,747 328,607 SH   DFND 1 328,607 0 0
PRIMO WATER CORP COM 74165N105 36 2,106 SH   DFND 1 2 2,106 0 0
PRIMORIS SERVICES CORP COM 74164F103 17,824 654,591 SH   DFND 1 654,591 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 141 2,680 SH   DFND 1 2 2,680 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 182,078 3,445,218 SH   DFND 1 3,427,948 0 17,270
PRO 2 12/01/19 NOTE 2.000%12/0 74346YAB9 2,385 2,000,000 PRN   DFND 1 2 2,000,000 0 0
PROASSURANCE CORP COM 74267C106 17,875 504,234 SH   DFND 1 504,234 0 0
PROCTER & GAMBLE CO/THE COM 742718109 2,438,564 31,299,541 SH   DFND 1 31,159,828 0 139,713
PROFIRE ENERGY INC COM 74316X101 874 258,677 SH   DFND 1 258,677 0 0
PROGENICS PHARMACEUTICALS COM 743187106 5,871 730,229 SH   DFND 1 730,229 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,201 30,947 SH   DFND 1 2 30,947 0 0
PROGRESS SOFTWARE CORP COM 743312100 24,485 630,748 SH   DFND 1 630,748 0 0
PROGRESSIVE CORP COM 743315103 413,878 7,010,972 SH   DFND 1 6,979,864 0 31,108
PROGRESSIVE CORP COM 743315103 455 7,708 SH   DFND 1 2 7,708 0 0
PROLOGIS INC COM 74340W103 32 499 SH   DFND 1 2 499 0 0
PROLOGIS INC COM 74340W103 449,854 6,860,848 SH   DFND 1 6,832,552 0 28,296
PROOFPOINT INC COM 743424103 53,473 463,733 SH   DFND 1 463,733 0 0
PROOFPOINT INC COM 743424103 14 123 SH   DFND 1 2 123 0 0
PROPETRO HOLDING CORP COM 74347M108 10,163 648,157 SH   DFND 1 648,157 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 81 11,148 SH   DFND 1 11,148 0 0
PROS HOLDINGS INC COM 74346Y103 9,487 259,440 SH   DFND 1 259,440 0 0
PROSPERITY BANCSHARES INC COM 743606105 42,926 627,944 SH   DFND 1 624,515 0 3,429
PROTAGONIST THERAPEUTICS INC COM 74366E102 64 9,572 SH   DFND 1 2 9,572 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 782 116,455 SH   DFND 1 116,455 0 0
PROTEON THERAPEUTICS INC COM 74371L109 79 32,340 SH   DFND 1 32,340 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 650 233,193 SH   DFND 1 233,193 0 0
PROTHENA CORP PLC SHS G72800108 6,456 442,854 SH   DFND 1 442,652 0 202
PROTO LABS INC COM 743713109 28,210 237,163 SH   DFND 1 236,646 0 517
PROVIDENCE SERVICE CORP COM 743815102 12,060 153,540 SH   DFND 1 153,540 0 0
PROVIDENT BANCORP INC COM 74383X109 2,730 104,202 SH   DFND 1 104,202 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 487 25,563 SH   DFND 1 25,563 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 16,135 586,097 SH   DFND 1 586,097 0 0
PRUDENTIAL BANCORP INC COM 74431A101 2,118 109,761 SH   DFND 1 109,761 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 1,194 12,774 SH   DFND 1 2 12,774 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 438,866 4,703,256 SH   DFND 1 4,679,285 0 23,971
PRUDENTIAL PLC-ADR ADR 74435K204 1,715 37,534 SH   DFND 1 35,546 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 31,541 245,458 SH   DFND 1 245,458 0 0
PSYCHEMEDICS CORP COM NEW 744375205 574 29,834 SH   DFND 1 29,834 0 0
PSYCHEMEDICS CORP COM NEW 744375205 109 5,679 SH   DFND 1 2 5,679 0 0
PTC INC COM 69370C100 99,672 1,062,495 SH   DFND 1 1,056,832 0 5,663
PTC THERAPEUTICS INC COM 69366J200 158 4,709 SH   DFND 1 2 4,709 0 0
PTC THERAPEUTICS INC COM 69366J200 14,902 441,810 SH   DFND 1 441,810 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 314,381 5,818,863 SH   DFND 1 5,791,686 0 27,177
PUBLIC STORAGE COM 74460D109 484,213 2,138,032 SH   DFND 1 2,129,629 0 8,403
PULMATRIX INC COM 74584P103 85 190,220 SH   DFND 1 190,220 0 0
PULSE BIOSCIENCES INC COM 74587B101 1,066 70,424 SH   DFND 1 70,424 0 0
PULTEGROUP INC COM 745867101 785 27,334 SH   DFND 1 2 27,334 0 0
PULTEGROUP INC COM 745867101 113,089 3,939,917 SH   DFND 1 3,925,383 0 14,534
PUMA BIOTECHNOLOGY INC COM 74587V107 18,019 304,633 SH   DFND 1 304,633 0 0
PURE ACQUISITION CORP CL A 74621Q106 356 37,000 SH   DFND 1 2 37,000 0 0
PURE ACQUISITION CORP-CW23 *W EXP 04/17/202 74621Q114 599 468,500 SH   DFND 1 2 468,500 0 0
PURE CYCLE CORP COM NEW 746228303 1,364 142,914 SH   DFND 1 142,914 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 30,539 1,278,854 SH   DFND 1 1,278,854 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 59 2,481 SH   DFND 1 2 2,481 0 0
PURPLE INNOVATION INC COM 74640Y106 97 11,443 SH   DFND 1 11,443 0 0
PVH CORP COM 693656100 167 1,117 SH   DFND 1 2 1,117 0 0
PVH CORP COM 693656100 134,963 903,298 SH   DFND 1 899,209 0 4,089
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,060 115,197 SH   DFND 1 112,563 0 2,634
Q2 HOLDINGS INC COM 74736L109 427 7,491 SH   DFND 1 2 7,491 0 0
Q2 HOLDINGS INC COM 74736L109 18,768 328,984 SH   DFND 1 328,984 0 0
QAD INC-A CL A 74727D306 4,639 92,510 SH   DFND 1 92,510 0 0
QAD INC-B CL B 74727D207 1,160 28,665 SH   DFND 1 28,665 0 0
QCR HOLDINGS INC COM 74727A104 6,404 134,978 SH   DFND 1 134,978 0 0
QEP RESOURCES INC COM 74733V100 26,108 2,129,576 SH   DFND 1 2,117,906 0 11,670
QIAGEN N.V. SHS NEW N72482123 19,079 527,647 SH   DFND 1 527,647 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 550 34,947 SH   DFND 1 34,947 0 0
QORVO INC COM 74736K101 123,390 1,542,141 SH   DFND 1 1,535,218 0 6,923
QTS REALTY TRUST INC-CL A COM CL A 74736A103 22,838 578,188 SH   DFND 1 578,188 0 0
QUAD GRAPHICS INC COM CL A 747301109 11,370 545,883 SH   DFND 1 545,131 0 752
QUAKER CHEMICAL CORP COM 747316107 20,575 132,854 SH   DFND 1 132,854 0 0
QUALCOMM INC COM 747525103 954,115 17,036,652 SH   DFND 1 16,881,329 0 155,323
QUALITY CARE PROPERTIES COM 747545101 22,947 1,066,822 SH   DFND 1 1,062,126 0 4,696
QUALITY SYSTEMS INC COM 747582104 16,231 832,376 SH   DFND 1 829,800 0 2,576
QUALSTAR CORP COM NEW 74758R208 92 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 28,646 339,815 SH   DFND 1 339,815 0 0
QUALYS INC COM 74758T303 72 862 SH   DFND 1 2 862 0 0
QUANEX BUILDING PRODUCTS COM 747619104 6,233 347,243 SH   DFND 1 347,243 0 0
QUANTA SERVICES INC COM 74762E102 63,481 1,903,237 SH   DFND 1 1,895,298 0 7,939
QUANTENNA COMMUNICATIONS INC COM 74766D100 3,916 252,012 SH   DFND 1 252,012 0 0
QUANTERIX CORP COM 74766Q101 797 55,556 SH   DFND 1 55,556 0 0
QUANTUM CORP COM NEW 747906501 406 184,892 SH   DFND 1 184,892 0 0
QUARTERHILL INC COM 747713105 52 47,397 SH   DFND 1 47,397 0 0
QUEST DIAGNOSTICS INC COM 74834L100 210,668 1,919,486 SH   DFND 1 1,911,949 0 7,537
QUEST DIAGNOSTICS INC COM 74834L100 282 2,573 SH   DFND 1 2 2,573 0 0
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 76 39,339 SH   DFND 1 39,339 0 0
QUICKLOGIC CORP COM 74837P108 625 544,174 SH   DFND 1 544,174 0 0
QUIDEL CORP COM 74838J101 25,638 385,536 SH   DFND 1 385,536 0 0
QUINSTREET INC COM 74874Q100 4,613 363,257 SH   DFND 1 363,257 0 0
QUINTANA ENERGY SERVICES INC COM 74875T103 730 86,218 SH   DFND 1 86,218 0 0
QUMU CORP COM 749063103 204 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 1,292 258,490 SH   DFND 1 258,490 0 0
QUOTIENT LTD SHS G73268107 154 19,194 SH   DFND 1 19,194 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 9,159 699,223 SH   DFND 1 699,223 0 0
QURATE RETAIL INC COM SER A 74915M100 91,611 4,320,223 SH   DFND 1 4,297,966 0 22,257
QURATE RETAIL INC COM SER A 74915M100 663 31,276 SH   DFND 1 2 31,276 0 0
R1 RCM INC COM 749397105 8,327 959,399 SH   DFND 1 959,399 0 0
R1 RCM INC COM 749397105 22 2,634 SH   DFND 1 2 2,634 0 0
RA PHARMACEUTICALS INC COM 74933V108 1,447 145,465 SH   DFND 1 145,465 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 82 26,723 SH   DFND 1 26,723 0 0
RADCOM LTD SHS NEW M81865111 269 13,668 SH   DFND 1 13,668 0 0
RADIAN GROUP INC COM 750236101 34,682 2,138,277 SH   DFND 1 2,138,277 0 0
RADIANT LOGISTICS INC COM 75025X100 1,197 306,220 SH   DFND 1 306,220 0 0
RADISYS CORP COM 750459109 188 269,929 SH   DFND 1 269,929 0 0
RADIUS HEALTH INC COM NEW 750469207 11,765 399,233 SH   DFND 1 399,233 0 0
RADNET INC COM 750491102 9,695 646,335 SH   DFND 1 646,335 0 0
RADWARE LTD ORD M81873107 927 36,680 SH   DFND 1 36,680 0 0
RAFAEL HOLDINGS INC-CLASS B COM CL B 75062E106 621 67,644 SH   DFND 1 67,644 0 0
RALPH LAUREN CORP CL A 751212101 115,903 923,263 SH   DFND 1 920,284 0 2,979
RAMACO RESOURCES INC COM 75134P303 368 52,975 SH   DFND 1 52,975 0 0
RAMBUS INC COM 750917106 17,980 1,433,838 SH   DFND 1 1,433,838 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 11,713 886,735 SH   DFND 1 886,735 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,123 27,540 SH   DFND 1 27,350 0 190
RANGE RESOURCES CORP COM 75281A109 33,386 1,995,633 SH   DFND 1 1,984,498 0 11,135
RANGE RESOURCES CORP COM 75281A109 208 12,460 SH   DFND 1 2 12,460 0 0
RANGER ENERGY SERVICES INC COM CL A 75282U104 246 26,900 SH   DFND 1 26,900 0 0
RAPID7 INC COM 753422104 610 21,651 SH   DFND 1 2 21,651 0 0
RAPID7 INC COM 753422104 11,665 413,384 SH   DFND 1 413,384 0 0
RAVE RESTAURANT GROUP INC COM 754198109 59 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 13,750 357,617 SH   DFND 1 357,617 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 132,850 1,489,992 SH   DFND 1 1,483,103 0 6,889
RAYONIER ADVANCED MATERIALS COM 75508B104 8,027 469,709 SH   DFND 1 469,709 0 0
RAYONIER INC COM 754907103 44,920 1,161,048 SH   DFND 1 1,154,698 0 6,350
RAYTHEON COMPANY COM NEW 755111507 29 153 SH   DFND 1 2 153 0 0
RAYTHEON COMPANY COM NEW 755111507 708,669 3,675,289 SH   DFND 1 3,660,046 0 15,243
RBB BANCORP COM 74930B105 3,076 95,774 SH   DFND 1 95,774 0 0
RBC BEARINGS INC COM 75524B104 30,556 237,220 SH   DFND 1 237,220 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 2,823 89,213 SH   DFND 1 89,213 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 201 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 8,361 159,411 SH   DFND 1 159,411 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,815 176,537 SH   DFND 1 176,537 0 0
REAL GOODS SOLAR INC-CLASS A CL A 2017 75601N500 24 43,365 SH   DFND 1 43,365 0 0
REALNETWORKS INC COM NEW 75605L708 446 120,755 SH   DFND 1 120,755 0 0
REALOGY HOLDINGS CORP COM 75605Y106 36,611 1,605,752 SH   DFND 1 1,605,752 0 0
REALOGY HOLDINGS CORP COM 75605Y106 152 6,676 SH   DFND 1 2 6,676 0 0
REALPAGE INC COM 75606N109 36,607 664,387 SH   DFND 1 664,387 0 0
REALTY INCOME CORP COM 756109104 185,300 3,451,731 SH   DFND 1 3,436,640 0 15,091
REATA PHARMACEUTICALS INC-A CL A 75615P103 4,945 141,422 SH   DFND 1 141,422 0 0
RECRO PHARMA INC COM 75629F109 669 133,416 SH   DFND 1 133,416 0 0
RED HAT INC COM 756577102 81 608 SH   DFND 1 2 608 0 0
RED HAT INC COM 756577102 309,080 2,304,452 SH   DFND 1 2,295,024 0 9,428
RED LION HOTELS CORP COM 756764106 2,462 211,415 SH   DFND 1 211,415 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 6,185 132,729 SH   DFND 1 132,729 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 21,754 649,391 SH   DFND 1 649,391 0 0
RED VIOLET INC COM 75704L104 408 47,467 SH   DFND 1 47,467 0 0
REDFIN CORP COM 75737F108 7,334 317,644 SH   DFND 1 317,644 0 0
REDWOOD TRUST INC COM 758075402 11,670 708,604 SH   DFND 1 708,604 0 0
REED'S INC COM 758338107 210 73,731 SH   DFND 1 73,731 0 0
REGAL BELOIT CORP COM 758750103 39,706 485,409 SH   DFND 1 483,250 0 2,159
REGAL BELOIT CORP COM 758750103 155 1,898 SH   DFND 1 2 1,898 0 0
REGALWOOD GLOBAL ENERGY-CW22 *W EXP 12/05/202 G74760128 345 300,000 SH   DFND 1 2 300,000 0 0
REGENCY CENTERS CORP COM 758849103 133,524 2,154,447 SH   DFND 1 2,146,626 0 7,821
REGENERON PHARMACEUTICALS COM 75886F107 334,279 970,817 SH   DFND 1 961,351 0 9,466
REGENXBIO INC COM 75901B107 21,321 297,167 SH   DFND 1 297,167 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 23,146 13,000,000 PRN   DFND 1 2 13,000,000 0 0
REGIONAL HEALTH PROPERTIES COM 75903M101 9 40,556 SH   DFND 1 40,556 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 199 5,683 SH   DFND 1 2 5,683 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,954 84,361 SH   DFND 1 84,361 0 0
REGIONS FINANCIAL CORP COM 7591EP100 262,228 14,775,478 SH   DFND 1 14,713,400 0 62,078
REGIS CORP COM 758932107 5,377 325,102 SH   DFND 1 325,102 0 0
REGULUS THERAPEUTICS INC COM 75915K101 319 483,951 SH   DFND 1 483,951 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 28 212 SH   DFND 1 2 212 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 82,815 620,845 SH   DFND 1 617,678 0 3,167
REIS INC COM 75936P105 1,684 77,252 SH   DFND 1 77,252 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 72,647 829,882 SH   DFND 1 826,275 0 3,607
RELIANT BANCORP INC COM 75956B101 1,823 65,014 SH   DFND 1 65,014 0 0
RELX NV - SPON ADR SPONSORED ADR 75955B102 311 14,592 SH   DFND 1 11,052 0 3,540
RELX PLC - SPON ADR SPONSORED ADR 759530108 1,363 62,697 SH   DFND 1 59,057 0 3,640
REMARK HOLDINGS INC COM 75955K102 859 219,720 SH   DFND 1 219,720 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 50,694 421,600 SH   DFND 1 419,624 0 1,976
RENASANT CORP COM 75970E107 21,267 467,213 SH   DFND 1 467,213 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 6,057 339,348 SH   DFND 1 339,348 0 0
RENT-A-CENTER INC COM 76009N100 7,246 492,309 SH   DFND 1 492,309 0 0
REPLIGEN CORP COM 759916109 18,429 391,788 SH   DFND 1 391,788 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 5,022 110,875 SH   DFND 1 110,875 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 4,041 514,807 SH   DFND 1 514,807 0 0
REPUBLIC SERVICES INC COM 760759100 233,361 3,419,053 SH   DFND 1 3,406,590 0 12,463
RESEARCH FRONTIERS INC COM 760911107 79 95,951 SH   DFND 1 95,951 0 0
RESMED INC COM 761152107 182,154 1,761,999 SH   DFND 1 1,753,903 0 8,096
RESOLUTE ENERGY CORP COM NEW 76116A306 5,994 192,120 SH   DFND 1 192,120 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 6,054 585,007 SH   DFND 1 585,007 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 718 69,449 SH   DFND 1 2 69,449 0 0
RESONANT INC COM 76118L102 860 152,499 SH   DFND 1 152,499 0 0
RESOURCES CONNECTION INC COM 76122Q105 87 5,162 SH   DFND 1 2 5,162 0 0
RESOURCES CONNECTION INC COM 76122Q105 10,325 610,993 SH   DFND 1 610,993 0 0
RESTAURANT BRANDS INTERN COM 76131D103 550 9,123 SH   DFND 1 8,955 0 168
RESTORATION ROBOTICS INC COM 76133C103 36 10,610 SH   DFND 1 10,610 0 0
RESTORBIO INC COM 76133L103 597 65,325 SH   DFND 1 65,325 0 0
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 25,393 1,325,353 SH   DFND 1 1,325,353 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 31,568 2,470,143 SH   DFND 1 2,470,143 0 0
RETAIL VALUE INC COM 76133Q102 1,020 792,315 SH   DFND 1 792,315 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 30 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 12,096 443,742 SH   DFND 1 443,706 0 36
REV GROUP INC COM 749527107 4,597 270,282 SH   DFND 1 270,088 0 194
REVANCE THERAPEUTICS INC COM 761330109 8,347 304,089 SH   DFND 1 304,089 0 0
REVLON INC-CLASS A CL A NEW 761525609 1,711 97,514 SH   DFND 1 97,514 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 289 71,801 SH   DFND 1 71,801 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,187 51,715 SH   DFND 1 51,543 0 172
REXAHN PHARMACEUTICALS INC COM NEW 761640200 205 146,083 SH   DFND 1 146,083 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 28,404 904,877 SH   DFND 1 904,877 0 0
REXNORD CORP COM 76169B102 28,478 979,991 SH   DFND 1 979,991 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 285 39,396 SH   DFND 1 39,396 0 0
RGC RESOURCES INC COM 74955L103 2,384 81,726 SH   DFND 1 81,726 0 0
RH COM 74967X103 26,508 189,750 SH   DFND 1 189,750 0 0
RH COM 74967X103 52 373 SH   DFND 1 2 373 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 2,839 90,828 SH   DFND 1 90,828 0 0
RIBBON COMMUNICATIONS INC COM 762544104 3,658 513,862 SH   DFND 1 513,862 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 340 20,000 SH   DFND 1 2 20,000 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 69 32,203 SH   DFND 1 32,203 0 0
RICHARDSON ELEC LTD COM 763165107 654 67,211 SH   DFND 1 67,211 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,664 1,648,253 SH   DFND 1 1,648,253 0 0
RIGNET INC COM 766582100 1,216 118,065 SH   DFND 1 118,065 0 0
RIMINI STREET INC COM 76674Q107 1,020 155,759 SH   DFND 1 2 155,759 0 0
RIMINI STREET INC COM 76674Q107 166 25,417 SH   DFND 1 25,417 0 0
RING ENERGY INC COM 76680V108 6,567 520,411 SH   DFND 1 520,411 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 40,369 573,831 SH   DFND 1 573,831 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 371 6,699 SH   DFND 1 2 6,699 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 1,711 30,844 SH   DFND 1 29,875 0 969
RIOT BLOCKCHAIN INC COM 767292105 525 82,934 SH   DFND 1 82,934 0 0
RITE AID CORP COM 767754104 16,954 9,800,144 SH   DFND 1 9,800,144 0 0
RIVERVIEW BANCORP INC COM 769397100 1,915 226,908 SH   DFND 1 226,908 0 0
RLI CORP COM 749607107 24,068 363,620 SH   DFND 1 361,809 0 1,811
RLJ ENTERTAINMENT INC COM NEW 74965F203 424 91,642 SH   DFND 1 91,642 0 0
RLJ LODGING TRUST COM 74965L101 45,260 2,052,611 SH   DFND 1 2,052,611 0 0
RMR GROUP INC/THE - A CL A 74967R106 47 611 SH   DFND 1 2 611 0 0
RMR GROUP INC/THE - A CL A 74967R106 12,702 161,920 SH   DFND 1 161,899 0 21
RMR REAL ESTATE INCOME FUND COM 76970B101 2,299 125,731 SH   DFND 1 2 125,731 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 344 164,734 SH   DFND 1 164,734 0 0
ROBERT HALF INTL INC COM 770323103 141,907 2,182,762 SH   DFND 1 2,175,905 0 6,857
ROCKET PHARMACEUTICALS INC COM 77313F106 2,708 137,974 SH   DFND 1 137,974 0 0
ROCKWELL AUTOMATION INC COM 773903109 263,319 1,587,092 SH   DFND 1 1,579,928 0 7,164
ROCKWELL COLLINS INC COM 774341101 1,481 11,000 SH   DFND 1 2 11,000 0 0
ROCKWELL COLLINS INC COM 774341101 272,017 2,023,623 SH   DFND 1 2,014,908 0 8,715
ROCKWELL MEDICAL INC COM 774374102 2,293 465,290 SH   DFND 1 465,290 0 0
ROCKY BRANDS INC COM 774515100 1 38 SH   DFND 1 2 38 0 0
ROCKY BRANDS INC COM 774515100 2,021 67,367 SH   DFND 1 67,367 0 0
ROGERS CORP COM 775133101 20,305 182,174 SH   DFND 1 182,174 0 0
ROKU INC COM CL A 77543R102 18,186 426,709 SH   DFND 1 426,709 0 0
ROLLINS INC COM 775711104 54,975 1,046,135 SH   DFND 1 1,041,422 0 4,713
ROPER TECHNOLOGIES INC COM 776696106 36 133 SH   DFND 1 2 133 0 0
ROPER TECHNOLOGIES INC COM 776696106 331,586 1,204,253 SH   DFND 1 1,198,779 0 5,474
ROSETTA STONE INC COM 777780107 2,492 155,475 SH   DFND 1 155,475 0 0
ROSS STORES INC COM 778296103 61 725 SH   DFND 1 2 725 0 0
ROSS STORES INC COM 778296103 439,868 5,199,250 SH   DFND 1 5,160,286 0 38,964
ROWAN COMPANIES PLC-A SHS CL A G7665A101 17,374 1,071,158 SH   DFND 1 1,065,560 0 5,598
ROYAL BANK OF CANADA COM 780087102 1,016 13,493 SH   DFND 1 12,673 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 180 26,599 SH   DFND 1 2 26,599 0 0
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 313 46,167 SH   DFND 1 44,897 0 1,270
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 214,728 2,076,733 SH   DFND 1 2,067,001 0 9,732
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 848 12,263 SH   DFND 1 10,837 0 1,426
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 5,891 81,099 SH   DFND 1 79,780 0 1,319
ROYAL GOLD INC COM 780287108 57,468 619,007 SH   DFND 1 615,794 0 3,213
ROYCE GLOBAL VALUE TRUST COM 78081T104 645 61,384 SH   DFND 1 2 61,384 0 0
RPC INC COM 749660106 157 10,818 SH   DFND 1 2 10,818 0 0
RPC INC COM 749660106 7,784 534,276 SH   DFND 1 533,946 0 330
RPM INTERNATIONAL INC COM 749685103 68,325 1,171,568 SH   DFND 1 1,165,004 0 6,564
RPT 7 1/4 PERP S-D PERP PFD-D CV 751452608 10,670 200,800 PRN   DFND 1 2 200,800 0 0
RR DONNELLEY & SONS CO COM 257867200 3,804 660,549 SH   DFND 1 660,159 0 390
RSP PERMIAN INC COM 74978Q105 50,032 1,136,587 SH   DFND 1 1,136,587 0 0
RTI SURGICAL INC COM 74975N105 2,473 537,667 SH   DFND 1 537,667 0 0
RUBICON PROJECT INC/THE COM 78112V102 646 227,016 SH   DFND 1 227,016 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 89 11,352 SH   DFND 1 11,352 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 14,042 474,425 SH   DFND 1 471,270 0 3,155
RUSH ENTERPRISES INC - CL B CL B 781846308 633 14,424 SH   DFND 1 14,424 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 20,794 479,354 SH   DFND 1 479,354 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 9,074 323,516 SH   DFND 1 323,516 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 55 1,970 SH   DFND 1 2 1,970 0 0
RWT 5.625 07/15/24 NOTE 5.625% 7/1 758075AD7 9,893 10,000,000 PRN   DFND 1 2 10,000,000 0 0
RYAM 8 S-A PFD CV SER A 75508B203 18,966 154,000 PRN   DFND 1 2 154,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 16,159 141,461 SH   DFND 1 141,285 0 176
RYDER SYSTEM INC COM 783549108 36,044 501,589 SH   DFND 1 498,982 0 2,607
RYERSON HOLDING CORP COM 783754104 1,673 150,119 SH   DFND 1 150,119 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 37 447 SH   DFND 1 2 447 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 56,488 679,351 SH   DFND 1 679,351 0 0
S & T BANCORP INC COM 783859101 15,648 361,901 SH   DFND 1 361,901 0 0
S&P GLOBAL INC COM 78409V104 543,452 2,671,425 SH   DFND 1 2,657,934 0 13,491
S&P GLOBAL INC COM 78409V104 168 827 SH   DFND 1 2 827 0 0
S&W SEED CO COM 785135104 178 55,055 SH   DFND 1 55,055 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 40,219 1,850,891 SH   DFND 1 1,840,089 0 10,802
SABRE CORP COM 78573M104 59,038 2,397,202 SH   DFND 1 2,384,796 0 12,406
SAFE BULKERS INC COM Y7388L103 303 89,368 SH   DFND 1 2 89,368 0 0
SAFE BULKERS INC COM Y7388L103 614 180,600 SH   DFND 1 180,600 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 2,173 169,812 SH   DFND 1 169,812 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 1,528 80,588 SH   DFND 1 80,588 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 13,180 154,341 SH   DFND 1 154,341 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,278 33,199 SH   DFND 1 33,199 0 0
SAGE THERAPEUTICS INC COM 78667J108 68,126 435,231 SH   DFND 1 435,231 0 0
SAIA INC COM 78709Y105 20,475 253,247 SH   DFND 1 253,247 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 9,370 381,847 SH   DFND 1 381,847 0 0
SALEM MEDIA GROUP INC CL A 794093104 322 62,714 SH   DFND 1 62,714 0 0
SALESFORCE.COM INC COM 79466L302 1,006,481 7,395,565 SH   DFND 1 7,356,307 0 39,258
SALIENT MIDSTREAM & MLP FUND SH BEN INT 79471V105 192 19,300 SH   DFND 1 2 19,300 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 19,626 1,224,343 SH   DFND 1 1,218,359 0 5,984
SALLY BEAUTY HOLDINGS INC COM 79546E104 123 7,719 SH   DFND 1 2 7,719 0 0
SANCHEZ ENERGY CORP COM 79970Y105 3,036 671,861 SH   DFND 1 671,861 0 0
SANDERSON FARMS INC COM 800013104 31 303 SH   DFND 1 2 303 0 0
SANDERSON FARMS INC COM 800013104 27,088 257,621 SH   DFND 1 256,636 0 985
SANDRIDGE ENERGY INC COM NEW 80007P869 5,707 321,727 SH   DFND 1 321,727 0 0
SANDSTORM GOLD LTD COM 80013R206 50 11,208 SH   DFND 1 11,208 0 0
SANDY SPRING BANCORP INC COM 800363103 15,167 369,848 SH   DFND 1 369,848 0 0
SANGAMO THERAPEUTICS INC COM 800677106 19 1,399 SH   DFND 1 2 1,399 0 0
SANGAMO THERAPEUTICS INC COM 800677106 15,338 1,080,169 SH   DFND 1 1,080,169 0 0
SANMINA CORP COM 801056102 20,538 700,989 SH   DFND 1 700,989 0 0
SANOFI-ADR SPONSORED ADR 80105N105 161 4,036 SH   DFND 1 2 4,036 0 0
SANOFI-ADR SPONSORED ADR 80105N105 1,896 47,389 SH   DFND 1 45,619 0 1,770
SANTANDER CONSUMER USA HOLDI COM 80283M101 19,294 1,010,695 SH   DFND 1 1,010,695 0 0
SANTANDER CONSUMER USA HOLDI COM 80283M101 23 1,253 SH   DFND 1 2 1,253 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 2,082 18,002 SH   DFND 1 17,142 0 860
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 480 49,181 SH   DFND 1 49,181 0 0
SAREPTA THERAPEUTICS INC COM 803607100 76,342 577,565 SH   DFND 1 577,565 0 0
SAUL CENTERS INC COM 804395101 7,466 139,348 SH   DFND 1 139,348 0 0
SAVARA INC COM 805111101 2,692 237,881 SH   DFND 1 237,881 0 0
SB FINANCIAL GROUP INC COM 78408D105 235 11,593 SH   DFND 1 11,593 0 0
SB ONE BANCORP COM 78413T103 1,647 55,458 SH   DFND 1 55,458 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 226,594 1,375,039 SH   DFND 1 1,368,796 0 6,243
SCANA CORP COM 80589M102 73,649 1,915,346 SH   DFND 1 1,907,777 0 7,569
SCANSOURCE INC COM 806037107 12,425 308,330 SH   DFND 1 308,330 0 0
SCHLUMBERGER LTD COM 806857108 1,011,759 15,127,212 SH   DFND 1 15,051,410 0 75,802
SCHLUMBERGER LTD COM 806857108 32 482 SH   DFND 1 2 482 0 0
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 10,580 384,618 SH   DFND 1 384,618 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 11,418 338,818 SH   DFND 1 338,458 0 360
SCHOLASTIC CORP COM 807066105 12,489 281,871 SH   DFND 1 281,871 0 0
SCHULMAN (A.) INC COM 808194104 445 10,000 SH   DFND 1 2 10,000 0 0
SCHULMAN (A.) INC COM 808194104 12,557 282,196 SH   DFND 1 282,196 0 0
SCHWAB (CHARLES) CORP COM 808513105 640,427 12,561,545 SH   DFND 1 12,497,825 0 63,720
SCHWAB EMERGING MARKETS EQUI EMRG MKTEQ ETF 808524706 4,616 178,310 PRN   DFND 1 178,310 0 0
SCHWAB INTL EQUITY ETF INTL EQTY ETF 808524805 14,947 452,265 PRN   DFND 1 452,265 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 18,577 424,921 SH   DFND 1 424,921 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 268 6,145 SH   DFND 1 2 6,145 0 0
SCIENCE APPLICATIONS INTE COM 808625107 35,904 443,652 SH   DFND 1 441,581 0 2,071
SCIENCE APPLICATIONS INTE COM 808625107 696 8,604 SH   DFND 1 2 8,604 0 0
SCIENTIFIC GAMES CORP COM 80874P109 27,246 554,362 SH   DFND 1 551,738 0 2,624
SCORPIO BULKERS INC COM Y7546A122 1,077 151,766 SH   DFND 1 150,954 0 812
SCORPIO TANKERS INC SHS Y7542C106 2,159 768,661 SH   DFND 1 768,329 0 332
SCOTTS MIRACLE-GRO CO CL A 810186106 28,634 344,336 SH   DFND 1 342,280 0 2,056
SCPHARMACEUTICALS INC COM 810648105 264 46,801 SH   DFND 1 46,801 0 0
SCYNEXIS INC COM 811292101 771 470,130 SH   DFND 1 470,130 0 0
SEABOARD CORP COM 811543107 9,950 2,511 SH   DFND 1 2,511 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 629 184,042 SH   DFND 1 184,042 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 211 61,783 SH   DFND 1 2 61,783 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 14,674 464,682 SH   DFND 1 464,682 0 0
SEACOR HOLDINGS INC COM 811904101 9,899 172,862 SH   DFND 1 172,862 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 3,685 159,621 SH   DFND 1 159,621 0 0
SEAGATE TECHNOLOGY SHS G7945M107 320 5,683 SH   DFND 1 2 5,683 0 0
SEAGATE TECHNOLOGY SHS G7945M107 211,592 3,753,735 SH   DFND 1 3,724,396 0 29,339
SEALED AIR CORP COM 81211K100 82,621 1,950,274 SH   DFND 1 1,941,722 0 8,552
SEARS HOLDINGS CORP COM 812350106 871 367,615 SH   DFND 1 367,615 0 0
SEARS HOMETOWN AND OUTLET ST COM 812362101 158 75,298 SH   DFND 1 75,298 0 0
SEASPINE HOLDINGS CORP COM 81255T108 1,236 98,002 SH   DFND 1 98,002 0 0
SEATTLE GENETICS INC COM 812578102 67,655 1,019,827 SH   DFND 1 1,019,827 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 12,847 588,810 SH   DFND 1 588,810 0 0
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 290 175,028 SH   DFND 1 175,028 0 0
SECUREWORKS CORP - A CL A 81374A105 1,246 100,147 SH   DFND 1 100,147 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 275 52,985 SH   DFND 1 52,985 0 0
SEI INVESTMENTS COMPANY COM 784117103 91,026 1,456,862 SH   DFND 1 1,449,389 0 7,473
SELECT BANCORP INC COM 81617L108 446 33,173 SH   DFND 1 33,173 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 6,094 419,455 SH   DFND 1 418,423 0 1,032
SELECT INCOME REIT COM SH BEN INT 81618T100 15,444 687,346 SH   DFND 1 687,346 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 17,867 984,449 SH   DFND 1 984,391 0 58
SELECTA BIOSCIENCES INC COM 816212104 1,612 121,663 SH   DFND 1 121,663 0 0
SELECTIVE INSURANCE GROUP COM 816300107 32,534 591,538 SH   DFND 1 591,538 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 16,795 661,241 SH   DFND 1 660,825 0 416
SEMPRA ENERGY COM 816851109 354,142 3,056,220 SH   DFND 1 3,042,175 0 14,045
SEMTECH CORP COM 816850101 31,319 665,668 SH   DFND 1 665,668 0 0
SENDGRID INC COM 816883102 2,841 107,135 SH   DFND 1 107,135 0 0
SENECA FOODS CORP - CL A CL A 817070501 1,957 72,489 SH   DFND 1 72,489 0 0
SENESTECH INC COM 81720R109 150 92,634 SH   DFND 1 92,634 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 62,091 3,432,344 SH   DFND 1 3,419,672 0 12,672
SENOMYX INC COM 81724Q107 295 246,288 SH   DFND 1 246,288 0 0
SENS 5.25 02/01/23 NOTE 5.250% 2/0 81727UAA3 10,294 7,250,000 PRN   DFND 1 2 7,250,000 0 0
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 70,851 1,490,236 SH   DFND 1 1,490,236 0 0
SENSEONICS HOLDINGS INC COM 81727U105 26 6,531 SH   DFND 1 2 6,531 0 0
SENSEONICS HOLDINGS INC COM 81727U105 1,903 463,070 SH   DFND 1 463,070 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 32,179 449,750 SH   DFND 1 447,671 0 2,079
SEQUENTIAL BRANDS GROUP INC COM 81734P107 538 273,214 SH   DFND 1 273,214 0 0
SERES THERAPEUTICS INC COM 81750R102 1,880 218,694 SH   DFND 1 218,694 0 0
SERES THERAPEUTICS INC COM 81750R102 66 7,703 SH   DFND 1 2 7,703 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 13,576 319,963 SH   DFND 1 319,963 0 0
SERVICE CORP INTERNATIONAL COM 817565104 57,387 1,603,438 SH   DFND 1 1,594,437 0 9,001
SERVICE CORP INTERNATIONAL COM 817565104 30 861 SH   DFND 1 2 861 0 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 68,289 1,148,304 SH   DFND 1 1,148,304 0 0
SERVICENOW INC COM 81762P102 222 1,288 SH   DFND 1 2 1,288 0 0
SERVICENOW INC COM 81762P102 247,070 1,433,694 SH   DFND 1 1,433,694 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 2,728 692,402 SH   DFND 1 692,402 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 20,911 501,107 SH   DFND 1 501,107 0 0
SESEN BIO INC COM 817763105 783 401,597 SH   DFND 1 401,597 0 0
SEVEN STARS CLOUD GROUP INC COM 81789Y102 77 40,987 SH   DFND 1 40,987 0 0
SFL 4.875 05/01/23 NOTE 4.875% 5/0 824689AG8 5,152 5,000,000 PRN   DFND 1 2 5,000,000 0 0
SFL 5.75 10/15/21 NOTE 5.750%10/1 G81075AF3 2,057 2,000,000 PRN   DFND 1 2 2,000,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 95 1,448 SH   DFND 1 2 1,448 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 12,667 191,405 SH   DFND 1 191,405 0 0
SHARPS COMPLIANCE CORP COM 820017101 211 57,439 SH   DFND 1 57,439 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 15,680 479,519 SH   DFND 1 479,519 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 347,177 853,802 SH   DFND 1 849,434 0 4,368
SHILOH INDUSTRIES INC COM 824543102 1,243 142,952 SH   DFND 1 142,952 0 0
SHIP FINANCE INTL LTD SHS G81075106 3,263 218,280 SH   DFND 1 217,287 0 993
SHIRE PLC-ADR SPONSORED ADR 82481R106 8,854 52,453 SH   DFND 1 48,689 0 3,764
SHIRE PLC-ADR SPONSORED ADR 82481R106 844 5,000 SH   DFND 1 2 5,000 0 0
SHOE CARNIVAL INC COM 824889109 4,148 127,858 SH   DFND 1 127,858 0 0
SHOE CARNIVAL INC COM 824889109 530 16,338 SH   DFND 1 2 16,338 0 0
SHORE BANCSHARES INC COM 825107105 1,781 93,644 SH   DFND 1 93,644 0 0
SHOTSPOTTER INC COM 82536T107 1,797 47,395 SH   DFND 1 47,395 0 0
SHUTTERFLY INC COM 82568P304 39,448 438,171 SH   DFND 1 438,171 0 0
SHUTTERFLY INC COM 82568P304 480 5,335 SH   DFND 1 2 5,335 0 0
SHUTTERSTOCK INC COM 825690100 8,250 173,851 SH   DFND 1 173,851 0 0
SI FINANCIAL GROUP INC COM 78425V104 903 61,245 SH   DFND 1 61,245 0 0
SIEBERT FINANCIAL CORP COM 826176109 353 33,961 SH   DFND 1 33,961 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 1,303 85,814 SH   DFND 1 85,814 0 0
SIENTRA INC COM 82621J105 4,267 218,727 SH   DFND 1 218,727 0 0
SIERRA BANCORP COM 82620P102 3,187 112,857 SH   DFND 1 112,857 0 0
SIERRA ONCOLOGY INC COM 82640U107 104 35,365 SH   DFND 1 35,365 0 0
SIERRA WIRELESS INC COM 826516106 423 26,499 SH   DFND 1 26,499 0 0
SIGA TECHNOLOGIES INC COM 826917106 2,898 487,951 SH   DFND 1 487,951 0 0
SIGMA DESIGNS INC COM 826565103 2,113 346,405 SH   DFND 1 346,405 0 0
SIGMA DESIGNS INC COM 826565103 105 17,238 SH   DFND 1 2 17,238 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 80 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 64,195 502,370 SH   DFND 1 499,735 0 2,635
SIGNET JEWELERS LTD SHS G81276100 34,667 621,845 SH   DFND 1 618,948 0 2,897
SILGAN HOLDINGS INC COM 827048109 20,150 751,058 SH   DFND 1 747,426 0 3,632
SILICON LABORATORIES INC COM 826919102 46,101 462,870 SH   DFND 1 460,747 0 2,123
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,364 25,793 SH   DFND 1 25,793 0 0
SILVERBOW RESOURCES INC COM 82836G102 1,581 54,770 SH   DFND 1 54,770 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 879 53,933 SH   DFND 1 53,933 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 25,104 839,603 SH   DFND 1 839,603 0 0
SIMON PROPERTY GROUP INC COM 828806109 665,621 3,918,513 SH   DFND 1 3,901,307 0 17,206
SIMPLY GOOD FOODS CO/THE COM 82900L102 8,310 575,511 SH   DFND 1 575,511 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 23,808 382,830 SH   DFND 1 382,830 0 0
SIMULATIONS PLUS INC COM 829214105 2,227 100,110 SH   DFND 1 100,110 0 0
SINA CORP ORD G81477104 15,932 188,970 SH   DFND 1 188,970 0 0
SINA CORP ORD G81477104 594 7,015 SH   DFND 1 2 7,015 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 23,601 734,102 SH   DFND 1 734,102 0 0
SINOVAC BIOTECH LTD SHS P8696W104 206 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 349 51,683 SH   DFND 1 2 51,683 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 98,982 14,631,109 SH   DFND 1 14,411,026 0 220,083
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 42 509 SH   DFND 1 2 509 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 30,727 365,940 SH   DFND 1 365,940 0 0
SITO MOBILE LTD COM NEW 82988R203 319 123,318 SH   DFND 1 123,318 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 48,105 686,737 SH   DFND 1 680,978 0 5,759
SJW GROUP COM 784305104 10,283 155,298 SH   DFND 1 155,298 0 0
SKECHERS USA INC-CL A CL A 830566105 35,422 1,180,367 SH   DFND 1 1,173,700 0 6,667
SKYLINE CHAMPION CORP COM 830830105 2,549 72,755 SH   DFND 1 72,755 0 0
SKYWEST INC COM 830879102 41 799 SH   DFND 1 2 799 0 0
SKYWEST INC COM 830879102 27,193 523,951 SH   DFND 1 523,951 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 235,988 2,446,045 SH   DFND 1 2,426,979 0 19,066
SKYWORKS SOLUTIONS INC COM 83088M102 426 4,408 SH   DFND 1 2 4,408 0 0
SL GREEN REALTY CORP COM 78440X101 119,274 1,188,611 SH   DFND 1 1,183,919 0 4,692
SLEEP NUMBER CORP COM 83125X103 13,857 477,501 SH   DFND 1 477,501 0 0
SLM CORP COM 78442P106 48,555 4,240,674 SH   DFND 1 4,219,307 0 21,367
SM ENERGY CO COM 78454L100 37 1,475 SH   DFND 1 2 1,475 0 0
SM ENERGY CO COM 78454L100 24,045 936,001 SH   DFND 1 930,965 0 5,036
SMART & FINAL STORES INC COM 83190B101 1,340 241,502 SH   DFND 1 241,502 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 4,990 156,581 SH   DFND 1 156,581 0 0
SMART SAND INC COM 83191H107 1,184 223,032 SH   DFND 1 223,032 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,899 73,750 SH   DFND 1 73,750 0 0
SMARTSHEET INC-CLASS A COM CL A 83200N103 2,438 93,886 SH   DFND 1 93,886 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 699 18,642 SH   DFND 1 16,556 0 2,086
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 88 2,358 SH   DFND 1 2 2,358 0 0
SMITH (A.O.) CORP COM 831865209 112,297 1,902,025 SH   DFND 1 1,894,326 0 7,699
SMITH (A.O.) CORP COM 831865209 78 1,330 SH   DFND 1 2 1,330 0 0
SMITH MICRO SOFTWARE INC COM NEW 832154207 162 71,157 SH   DFND 1 71,157 0 0
SNAP INC - A CL A 83304A106 21,828 1,667,600 SH   DFND 1 1,667,600 0 0
SNAP-ON INC COM 833034101 122,134 761,291 SH   DFND 1 758,288 0 3,003
SOCIAL REALITY INC COM CL A NEW 83362P300 193 42,438 SH   DFND 1 42,438 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 1,519 17,809 SH   DFND 1 17,809 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 1,112 31,326 SH   DFND 1 31,326 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 13,681 285,917 SH   DFND 1 285,917 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 2,908 203,529 SH   DFND 1 203,529 0 0
SOLID BIOSCIENCES INC COM 83422E105 2,915 81,816 SH   DFND 1 81,816 0 0
SOLIGENIX INC COM 834223307 19 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 32 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 4,442 215,665 SH   DFND 1 215,665 0 0
SONIC CORP COM 835451105 13,993 406,546 SH   DFND 1 406,546 0 0
SONIC FOUNDRY INC COM NEW 83545R207 130 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODUCTS CO COM 835495102 46,792 891,294 SH   DFND 1 886,006 0 5,288
SONOMA PHARMACEUTICALS INC COM 83558L105 32 13,177 SH   DFND 1 13,177 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 836 16,313 SH   DFND 1 15,144 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 595 211,944 SH   DFND 1 211,944 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 5,560 772,318 SH   DFND 1 772,318 0 0
SOTHEBY'S COM 835898107 19,041 350,414 SH   DFND 1 348,611 0 1,803
SOTHERLY HOTELS INC COM 83600C103 407 58,440 SH   DFND 1 58,440 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 26,662 796,613 SH   DFND 1 796,613 0 0
SOUTH STATE CORP COM 840441109 31,581 366,166 SH   DFND 1 366,166 0 0
SOUTHERN CO/THE COM 842587107 525,965 11,381,594 SH   DFND 1 11,326,512 0 55,082
SOUTHERN CO/THE COM 842587107 212 4,592 SH   DFND 1 2 4,592 0 0
SOUTHERN COPPER CORP COM 84265V105 7,985 171,569 SH   DFND 1 171,569 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 3,058 69,206 SH   DFND 1 69,206 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,987 50,941 SH   DFND 1 50,941 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,419 191,693 SH   DFND 1 191,693 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 10,550 313,261 SH   DFND 1 313,261 0 0
SOUTHWEST AIRLINES CO COM 844741108 301,637 5,938,609 SH   DFND 1 5,909,218 0 29,391
SOUTHWEST GAS HOLDINGS INC COM 844895102 37,429 490,745 SH   DFND 1 488,370 0 2,375
SOUTHWESTERN ENERGY CO COM 845467109 26,108 4,926,206 SH   DFND 1 4,901,142 0 25,064
SOUTHWESTERN ENERGY CO COM 845467109 64 12,197 SH   DFND 1 2 12,197 0 0
SP PLUS CORP COM 78469C103 9,428 253,457 SH   DFND 1 253,457 0 0
SPAR GROUP INC COM 784933103 183 145,742 SH   DFND 1 145,742 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,343 137,819 SH   DFND 1 135,710 0 2,109
SPARK THERAPEUTICS INC COM 84652J103 26,825 324,142 SH   DFND 1 324,142 0 0
SPARTAN MOTORS INC COM 846819100 5,035 333,447 SH   DFND 1 333,447 0 0
SPARTANNASH CO COM 847215100 30 1,190 SH   DFND 1 2 1,190 0 0
SPARTANNASH CO COM 847215100 13,996 548,441 SH   DFND 1 548,441 0 0
SPARTON CORP COM 847235108 1,721 90,639 SH   DFND 1 90,639 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 2,267 24,462 PRN   DFND 1 24,462 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 16,710 204,731 SH   DFND 1 204,731 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 281 3,449 SH   DFND 1 2 3,449 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 20,300 968,536 SH   DFND 1 968,536 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 12 726 SH   DFND 1 2 726 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,907 109,906 SH   DFND 1 109,551 0 355
SPERO THERAPEUTICS INC COM 84833T103 784 53,490 SH   DFND 1 53,490 0 0
SPHERE 3D CORP COM NEW 84841L209 16 35,059 SH   DFND 1 35,059 0 0
SPHERIX INC COM PAR NEW 84842R403 23 22,380 SH   DFND 1 22,380 0 0
SPIRE INC COM 84857L101 33,122 468,829 SH   DFND 1 468,829 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 89,011 1,036,865 SH   DFND 1 1,036,234 0 631
SPIRIT AIRLINES INC COM 848577102 23,673 651,266 SH   DFND 1 651,266 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 5,652 548,754 SH   DFND 1 548,754 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 47,346 5,896,246 SH   DFND 1 5,896,246 0 0
SPLUNK INC COM 848637104 123,755 1,249,612 SH   DFND 1 1,249,387 0 225
SPOK HOLDINGS INC COM 84863T106 3,398 225,795 SH   DFND 1 225,795 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 2,014 393,539 SH   DFND 1 393,539 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 932 78,721 SH   DFND 1 78,721 0 0
SPRINT CORP COM SER 1 85207U105 31,869 5,863,781 SH   DFND 1 5,863,781 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 25,620 1,160,869 SH   DFND 1 1,154,857 0 6,012
SPS COMMERCE INC COM 78463M107 13,189 179,499 SH   DFND 1 179,499 0 0
SPS COMMERCE INC COM 78463M107 78 1,074 SH   DFND 1 2 1,074 0 0
SPX CORP COM 784635104 13,932 397,505 SH   DFND 1 397,505 0 0
SPX FLOW INC COM 78469X107 16,889 385,874 SH   DFND 1 385,874 0 0
SQ 0.375 03/01/22 NOTE 0.375% 3/0 852234AB9 21,142 7,831,000 PRN   DFND 1 2 7,831,000 0 0
SQUARE INC - A CL A 852234103 147,299 2,391,534 SH   DFND 1 2,390,818 0 716
SRC ENERGY INC COM 78470V108 24,767 2,247,470 SH   DFND 1 2,247,470 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 102,445 1,975,306 SH   DFND 1 1,973,225 0 2,081
SSR MINING INC COM 784730103 821 83,302 SH   DFND 1 83,302 0 0
ST JOE CO/THE COM 790148100 9,579 533,695 SH   DFND 1 533,695 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 46 1,500 SH   DFND 1 2 1,500 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 11,498 370,907 SH   DFND 1 370,907 0 0
STAG INDUSTRIAL INC COM 85254J102 24,745 908,754 SH   DFND 1 908,754 0 0
STAGE STORES INC COM NEW 85254C305 403 167,530 SH   DFND 1 166,966 0 564
STAMPS.COM INC COM NEW 852857200 42,047 166,162 SH   DFND 1 166,134 0 28
STANDARD MOTOR PRODS COM 853666105 9,634 199,309 SH   DFND 1 199,309 0 0
STANDEX INTERNATIONAL CORP COM 854231107 12,005 117,472 SH   DFND 1 117,472 0 0
STANLEY BLACK & DECKER INC COM 854502101 2 19 SH   DFND 1 2 19 0 0
STANLEY BLACK & DECKER INC COM 854502101 237,679 1,793,306 SH   DFND 1 1,784,790 0 8,516
STAR BULK CARRIERS CORP SHS PAR Y8162K204 727 56,594 SH   DFND 1 56,594 0 0
STARBUCKS CORP COM 855244109 859,161 17,620,848 SH   DFND 1 17,476,106 0 144,742
STARBUCKS CORP COM 855244109 27 566 SH   DFND 1 2 566 0 0
STARRETT (L.S.) CO -CL A CL A 855668109 162 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC/THE COM 85570W100 4,054 111,789 SH   DFND 1 111,789 0 0
STARTEK INC COM 85569C107 390 62,097 SH   DFND 1 62,097 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 66,852 3,079,326 SH   DFND 1 3,076,726 0 2,600
STATE AUTO FINANCIAL CORP COM 855707105 5,344 178,692 SH   DFND 1 178,692 0 0
STATE BANK FINANCIAL CORP COM 856190103 13,279 397,591 SH   DFND 1 397,591 0 0
STATE STREET CORP COM 857477103 151 1,625 SH   DFND 1 2 1,625 0 0
STATE STREET CORP COM 857477103 361,252 3,889,411 SH   DFND 1 3,869,691 0 19,720
STEALTHGAS INC SHS Y81669106 67 17,223 SH   DFND 1 17,223 0 0
STEEL CONNECT INC COM 858098106 408 189,164 SH   DFND 1 189,164 0 0
STEEL DYNAMICS INC COM 858119100 109,198 2,378,019 SH   DFND 1 2,365,858 0 12,161
STEELCASE INC-CL A CL A 858155203 23 1,763 SH   DFND 1 2 1,763 0 0
STEELCASE INC-CL A CL A 858155203 16,093 1,192,127 SH   DFND 1 1,192,127 0 0
STEIN MART INC COM 858375108 394 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 4,314 268,786 SH   DFND 1 268,786 0 0
STEPAN CO COM 858586100 19,532 250,387 SH   DFND 1 250,387 0 0
STEPAN CO COM 858586100 64 824 SH   DFND 1 2 824 0 0
STERICYCLE INC COM 858912108 74,608 1,144,796 SH   DFND 1 1,140,255 0 4,541
STERIS PLC SHS USD G84720104 79,331 755,463 SH   DFND 1 751,310 0 4,153
STERLING BANCORP INC/MI COM 85917W102 2,550 190,877 SH   DFND 1 190,877 0 0
STERLING BANCORP/DE COM 85917A100 47,287 2,012,237 SH   DFND 1 2,001,170 0 11,067
STERLING CONSTRUCTION CO COM 859241101 3,271 251,084 SH   DFND 1 251,084 0 0
STEVEN MADDEN LTD COM 556269108 30,866 581,292 SH   DFND 1 581,292 0 0
STEWART INFORMATION SERVICES COM 860372101 9,168 212,870 SH   DFND 1 212,870 0 0
STIFEL FINANCIAL CORP COM 860630102 34,879 667,557 SH   DFND 1 664,045 0 3,512
STITCH FIX INC-CLASS A COM CL A 860897107 2,389 87,067 SH   DFND 1 87,067 0 0
STOCK YARDS BANCORP INC COM 861025104 9,222 241,752 SH   DFND 1 241,752 0 0
STONERIDGE INC COM 86183P102 9,128 259,780 SH   DFND 1 259,780 0 0
STORE CAPITAL CORP COM 862121100 43,348 1,582,047 SH   DFND 1 1,582,047 0 0
STRATASYS LTD SHS M85548101 3,382 176,736 SH   DFND 1 176,736 0 0
STRATTEC SECURITY CORP COM 863111100 688 22,548 SH   DFND 1 22,548 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,399 45,801 SH   DFND 1 45,801 0 0
STRAYER EDUCATION INC COM 86272C103 13,386 118,452 SH   DFND 1 118,452 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 117 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 225 37,628 SH   DFND 1 37,628 0 0
STRYKER CORP COM 863667101 582,776 3,459,000 SH   DFND 1 3,441,945 0 17,055
STURM RUGER & CO INC COM 864159108 9,708 173,374 SH   DFND 1 173,374 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 535 68,958 SH   DFND 1 57,248 0 11,710
SUMMER INFANT INC COM 865646103 99 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 2,094 78,036 SH   DFND 1 78,036 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 17,187 1,201,058 SH   DFND 1 1,201,058 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 26,753 1,019,164 SH   DFND 1 1,019,164 0 0
SUN COMMUNITIES INC COM 866674104 84,469 862,992 SH   DFND 1 862,992 0 0
SUN COMMUNITIES INC COM 866674104 30 311 SH   DFND 1 2 311 0 0
SUN HYDRAULICS CORP COM 866942105 14,002 290,576 SH   DFND 1 290,576 0 0
SUN LIFE FINANCIAL INC COM 866796105 448 11,177 SH   DFND 1 10,510 0 667
SUNCOKE ENERGY INC COM 86722A103 9 737 SH   DFND 1 2 737 0 0
SUNCOKE ENERGY INC COM 86722A103 8,193 611,443 SH   DFND 1 611,443 0 0
SUNCOKE ENERGY PARTNERS LP COMUNIT REP LT 86722Y101 1,034 68,989 SH   DFND 1 2 68,989 0 0
SUNCOR ENERGY INC COM 867224107 756 18,603 SH   DFND 1 17,763 0 840
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 318 150,040 SH   DFND 1 150,040 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 13 10,217 SH   DFND 1 10,217 0 0
SUNOPTA INC COM 8676EP108 650 77,435 SH   DFND 1 77,435 0 0
SUNPOWER CORP COM 867652406 5,019 654,486 SH   DFND 1 654,486 0 0
SUNPOWER CORP COM 867652406 37 4,900 SH   DFND 1 2 4,900 0 0
SUNRUN INC COM 86771W105 10,549 802,236 SH   DFND 1 802,236 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 490 29,534 SH   DFND 1 2 29,534 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 52,020 3,129,996 SH   DFND 1 3,129,996 0 0
SUNTRUST BANKS INC COM 867914103 359,344 5,454,087 SH   DFND 1 5,429,421 0 24,666
SUNWORKS INC COM 86803X105 67 60,274 SH   DFND 1 60,274 0 0
SUPER MICRO COMPUTER INC COM 86800U104 9,199 388,978 SH   DFND 1 388,978 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR NEW 867931602 25 28,045 SH   DFND 1 28,045 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 13,775 1,414,302 SH   DFND 1 1,406,742 0 7,560
SUPERIOR GROUP OF COS INC COM 868358102 1,566 75,652 SH   DFND 1 75,652 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 3,883 216,954 SH   DFND 1 216,954 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 31,518 526,625 SH   DFND 1 526,625 0 0
SUPERVALU INC COM NEW 868536301 7,380 359,666 SH   DFND 1 359,666 0 0
SUPPORT.COM INC COM NEW 86858W200 318 111,827 SH   DFND 1 111,827 0 0
SURFACE ONCOLOGY INC COM 86877M209 1,223 75,016 SH   DFND 1 75,016 0 0
SURGERY PARTNERS INC COM 86881A100 2,870 192,676 SH   DFND 1 192,676 0 0
SURMODICS INC COM 868873100 1,096 19,864 SH   DFND 1 2 19,864 0 0
SURMODICS INC COM 868873100 9,370 169,752 SH   DFND 1 169,752 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 37 2,319 SH   DFND 1 2 2,319 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 2,391 147,191 SH   DFND 1 147,191 0 0
SVB FINANCIAL GROUP COM 78486Q101 186,429 646,880 SH   DFND 1 644,069 0 2,811
SWITCH INC - A CL A 87105L104 3,976 326,736 SH   DFND 1 326,736 0 0
SYKES ENTERPRISES INC COM 871237103 73 2,538 SH   DFND 1 2 2,538 0 0
SYKES ENTERPRISES INC COM 871237103 15,885 551,967 SH   DFND 1 551,967 0 0
SYMANTEC CORP COM 871503108 159,806 7,753,595 SH   DFND 1 7,687,325 0 66,270
SYMANTEC CORP COM 871503108 131 6,381 SH   DFND 1 2 6,381 0 0
SYNACOR INC COM 871561106 321 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 1,452 72,815 SH   DFND 1 72,815 0 0
SYNAPTICS INC COM 87157D109 19,694 390,987 SH   DFND 1 389,290 0 1,697
SYNCHRONY FINANCIAL COM 87165B103 320,400 9,615,614 SH   DFND 1 9,573,248 0 42,366
SYNCHRONY FINANCIAL COM 87165B103 724 21,695 SH   DFND 1 2 21,695 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,182 168,391 SH   DFND 1 168,391 0 0
SYNEOS HEALTH INC CL A 87166B102 28,186 600,987 SH   DFND 1 598,267 0 2,720
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 4,040 2,321,991 SH   DFND 1 2,321,991 0 0
SYNLOGIC INC COM 87166L100 1,191 121,240 SH   DFND 1 121,240 0 0
SYNNEX CORP COM 87162W100 60 623 SH   DFND 1 2 623 0 0
SYNNEX CORP COM 87162W100 32,211 333,765 SH   DFND 1 332,330 0 1,435
SYNOPSYS INC COM 871607107 171,562 2,008,533 SH   DFND 1 1,993,304 0 15,229
SYNOVUS FINANCIAL CORP COM NEW 87161C501 56,415 1,067,868 SH   DFND 1 1,062,047 0 5,821
SYNTEL INC COM 87162H103 17,889 557,483 SH   DFND 1 557,483 0 0
SYNTHESIS ENERGY SYSTEMS INC COM NEW 871628202 181 55,329 SH   DFND 1 55,329 0 0
SYNTHETIC BIOLOGICS INC COM 87164U201 147 617,136 SH   DFND 1 617,136 0 0
SYPRIS SOLUTIONS INC COM 871655106 83 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 2,194 214,944 SH   DFND 1 214,944 0 0
SYSCO CORP COM 871829107 341,046 5,005,624 SH   DFND 1 4,979,685 0 25,939
SYSTEMAX INC COM 871851101 5,100 148,587 SH   DFND 1 148,587 0 0
T ROWE PRICE GROUP INC COM 74144T108 377,568 3,258,161 SH   DFND 1 3,245,064 0 13,097
T2 BIOSYSTEMS INC COM 89853L104 2,573 332,433 SH   DFND 1 332,433 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 64 662 SH   DFND 1 2 662 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 56,075 573,659 SH   DFND 1 573,659 0 0
TABULA RASA HEALTHCARE INC COM 873379101 9,404 147,343 SH   DFND 1 147,343 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 8,288 159,390 SH   DFND 1 159,390 0 0
TAHOE RESOURCES INC COM 873868103 4,010 815,220 SH   DFND 1 815,220 0 0
TAILORED BRANDS INC COM 87403A107 15,964 625,574 SH   DFND 1 625,574 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1,043 28,538 SH   DFND 1 24,440 0 4,098
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 161,320 1,365,679 SH   DFND 1 1,353,742 0 11,937
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 20,348 557,399 SH   DFND 1 556,789 0 610
TALEND SA - ADR ADS 874224207 1,322 21,236 SH   DFND 1 21,236 0 0
TALEND SA - ADR ADS 874224207 68 1,099 SH   DFND 1 2 1,099 0 0
TALOS ENERGY INC COM 87484T108 6,223 193,683 SH   DFND 1 193,683 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 8,797 399,538 SH   DFND 1 399,538 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 24,670 1,050,244 SH   DFND 1 1,045,618 0 4,626
TANTECH HOLDINGS LTD COM G8675X107 88 31,503 SH   DFND 1 31,503 0 0
TAOPING INC COM G8675V101 26 20,266 SH   DFND 1 20,266 0 0
TAPESTRY INC COM 876030107 162,731 3,490,663 SH   DFND 1 3,474,040 0 16,623
TAPIMMUNE INC COM PAR 876033408 409 43,426 SH   DFND 1 43,426 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 208 27,518 SH   DFND 1 27,518 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 89 11,880 SH   DFND 1 2 11,880 0 0
TARGA RESOURCES CORP COM 87612G101 101,591 2,054,214 SH   DFND 1 2,053,363 0 851
TARGET CORP COM 87612E106 492,648 6,484,601 SH   DFND 1 6,454,643 0 29,958
TARO PHARMACEUTICAL INDUS SHS M8737E108 1 13 SH   DFND 1 13 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 326 2,826 SH   DFND 1 2 2,826 0 0
TAUBMAN CENTERS INC COM 876664103 37,647 640,698 SH   DFND 1 637,704 0 2,994
TAYLOR MORRISON HOME CORP-A CL A 87724P106 652 31,423 SH   DFND 1 2 31,423 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 37,106 1,785,683 SH   DFND 1 1,785,683 0 0
TBPH 3.25 11/01/23 NOTE 3.250%11/0 88339KAA0 2,478 2,500,000 PRN   DFND 1 2 2,500,000 0 0
TCF FINANCIAL CORP COM 872275102 37,500 1,523,188 SH   DFND 1 1,514,931 0 8,257
TD AMERITRADE HOLDING CORP COM 87236Y108 127,652 2,332,565 SH   DFND 1 2,332,565 0 0
TE CONNECTIVITY LTD REG SHS H84989104 322,455 3,588,812 SH   DFND 1 3,570,232 0 18,580
TEAM INC COM 878155100 6,433 278,504 SH   DFND 1 278,504 0 0
TECH DATA CORP COM 878237106 1,013 12,344 SH   DFND 1 2 12,344 0 0
TECH DATA CORP COM 878237106 40,294 490,680 SH   DFND 1 488,972 0 1,708
TECHNIPFMC PLC COM G87110105 145,094 4,581,895 SH   DFND 1 4,558,470 0 23,425
TECHTARGET COM 87874R100 5,820 204,946 SH   DFND 1 204,946 0 0
TECHTARGET COM 87874R100 125 4,424 SH   DFND 1 2 4,424 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 302 11,879 SH   DFND 1 11,437 0 442
TECNOGLASS INC SHS G87264100 341 39,275 SH   DFND 1 39,275 0 0
TEEKAY CORP COM Y8564W103 1,396 180,241 SH   DFND 1 180,241 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 579 494,957 SH   DFND 1 494,957 0 0
TEGNA INC COM 87901J105 40,924 3,771,811 SH   DFND 1 3,760,269 0 11,542
TEJON RANCH CO COM 879080109 4,081 167,947 SH   DFND 1 167,947 0 0
TELADOC HEALTH INC COM 87918A105 29,981 516,483 SH   DFND 1 516,483 0 0
TELARIA INC COM 879181105 1,096 271,419 SH   DFND 1 271,419 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 103 14,093 SH   DFND 1 13,961 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 64,644 324,751 SH   DFND 1 322,619 0 2,132
TELEFLEX INC COM 879369106 101,467 378,611 SH   DFND 1 376,345 0 2,266
TELEFONICA BRASIL-ADR SPONSORED ADR 87936R106 250 21,075 SH   DFND 1 2 21,075 0 0
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 670 78,597 SH   DFND 1 76,541 0 2,056
TELENAV INC COM 879455103 1,631 291,334 SH   DFND 1 291,334 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 353 12,892 SH   DFND 1 2 12,892 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 25,163 917,693 SH   DFND 1 913,140 0 4,553
TELIGENT INC COM 87960W104 1,545 446,594 SH   DFND 1 446,594 0 0
TELLURIAN INC COM 87968A104 6,823 820,128 SH   DFND 1 820,128 0 0
TELUS CORP COM 87971M103 13,486 380,747 SH   DFND 1 380,747 0 0
TEMPLETON DRAGON FUND INC COM 88018T101 494 23,193 SH   DFND 1 2 23,193 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 18,769 390,618 SH   DFND 1 388,352 0 2,266
TENARIS SA-ADR SPONSORED ADR 88031M109 260 7,147 SH   DFND 1 6,547 0 600
TENET HEALTHCARE CORP COM NEW 88033G407 25,338 754,788 SH   DFND 1 750,781 0 4,007
TENGASCO INC COM PAR 88033R502 55 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 13,141 166,348 SH   DFND 1 166,348 0 0
TENNECO INC COM 880349105 27,185 618,419 SH   DFND 1 618,419 0 0
TENNECO INC COM 880349105 253 5,763 SH   DFND 1 2 5,763 0 0
TERADATA CORP COM 88076W103 41,988 1,045,789 SH   DFND 1 1,039,854 0 5,935
TERADYNE INC COM 880770102 75,402 1,980,616 SH   DFND 1 1,971,225 0 9,391
TEREX CORP COM 880779103 37,327 884,740 SH   DFND 1 881,194 0 3,546
TEREX CORP COM 880779103 691 16,401 SH   DFND 1 2 16,401 0 0
TERRAFORM POWER INC - A COM CL A 88104R209 6,873 587,514 SH   DFND 1 587,514 0 0
TERRENO REALTY CORP COM 88146M101 18,693 496,256 SH   DFND 1 496,256 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,097 67,675 SH   DFND 1 67,675 0 0
TESARO INC COM 881569107 16,207 364,455 SH   DFND 1 364,455 0 0
TESLA INC COM 88160R101 356,478 1,040,281 SH   DFND 1 1,031,765 0 8,516
TESSCO TECHNOLOGIES INC COM 872386107 669 38,672 SH   DFND 1 38,672 0 0
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TETRA TECHNOLOGIES INC COM 88162F105 5,108 1,148,047 SH   DFND 1 1,148,047 0 0
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TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 13,903 15,000,000 PRN   DFND 1 2 15,000,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 65,454 2,697,749 SH   DFND 1 2,696,804 0 945
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 42,483 464,301 SH   DFND 1 461,863 0 2,438
TEXAS INSTRUMENTS INC COM 882508104 1,388,973 12,621,765 SH   DFND 1 12,518,212 0 103,553
TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 362 521 SH   DFND 1 2 521 0 0
TEXAS ROADHOUSE INC COM 882681109 45,616 696,334 SH   DFND 1 693,108 0 3,226
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,124 70,718 SH   DFND 1 70,718 0 0
TEXTRON INC COM 883203101 193,945 2,948,728 SH   DFND 1 2,935,141 0 13,587
TFS FINANCIAL CORP COM 87240R107 12,434 788,499 SH   DFND 1 788,499 0 0
TG THERAPEUTICS INC COM 88322Q108 7,744 588,930 SH   DFND 1 588,930 0 0
THE BANK OF PRINCETON COM 064520109 1,278 38,452 SH   DFND 1 38,452 0 0
THERAPEUTICSMD INC COM 88338N107 11,277 1,807,338 SH   DFND 1 1,807,338 0 0
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THESTREET INC COM 88368Q103 213 97,860 SH   DFND 1 97,860 0 0
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THL CREDIT INC COM 872438106 564 72,186 SH   DFND 1 2 72,186 0 0
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THOMSON REUTERS CORP COM 89353D107 28,223 658,165 SH   DFND 1 657,467 0 698
THOR INDUSTRIES INC COM 885160101 46,657 479,074 SH   DFND 1 476,668 0 2,406
THUNDER BRIDGE ACQUISITION UNIT 01/01/2025 G8857R118 2,510 250,000 SH   DFND 1 2 250,000 0 0
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TIBERIUS ACQUISITION CORP COM 88633A107 1,422 148,791 SH   DFND 1 2 148,791 0 0
TIDEWATER INC COM 88642R109 6,166 213,140 SH   DFND 1 213,140 0 0
TIER REIT INC COM NEW 88650V208 13,093 550,626 SH   DFND 1 550,626 0 0
TIFFANY & CO COM 886547108 195 1,482 SH   DFND 1 2 1,482 0 0
TIFFANY & CO COM 886547108 158,828 1,209,398 SH   DFND 1 1,203,692 0 5,706
TILE SHOP HLDGS INC COM 88677Q109 2,761 358,591 SH   DFND 1 358,591 0 0
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TILLY'S INC-CLASS A SHRS CL A 886885102 876 57,828 SH   DFND 1 2 57,828 0 0
TIMBERLAND BANCORP INC COM 887098101 2,066 55,353 SH   DFND 1 55,353 0 0
TIMKEN CO COM 887389104 26,947 618,782 SH   DFND 1 615,429 0 3,353
TIMKENSTEEL CORP COM 887399103 5,930 362,733 SH   DFND 1 362,733 0 0
TINTRI INC COM 88770Q105 29 118,920 SH   DFND 1 118,920 0 0
TIPTREE INC COM 88822Q103 1,739 255,837 SH   DFND 1 255,837 0 0
TITAN INTERNATIONAL INC COM 88830M102 4,881 454,951 SH   DFND 1 454,951 0 0
TITAN MACHINERY INC COM 88830R101 2,912 187,313 SH   DFND 1 187,313 0 0
TITAN PHARMACEUTICALS INC COM NEW 888314309 104 95,909 SH   DFND 1 95,909 0 0
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TIVO CORP COM 88870P106 17,375 1,291,884 SH   DFND 1 1,291,522 0 362
TJX COMPANIES INC COM 872540109 730,877 7,693,871 SH   DFND 1 7,660,595 0 33,276
T-MOBILE US INC COM 872590104 162,483 2,721,244 SH   DFND 1 2,679,631 0 41,613
T-MOBILE US INC COM 872590104 893 14,951 SH   DFND 1 2 14,951 0 0
TOCAGEN INC COM 888846102 950 101,818 SH   DFND 1 101,818 0 0
TOLL BROTHERS INC COM 889478103 75,358 2,038,035 SH   DFND 1 2,031,098 0 6,937
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TOMPKINS FINANCIAL CORP COM 890110109 10,572 123,109 SH   DFND 1 123,109 0 0
TONIX PHARMACEUTICALS HOLDIN COM 890260409 172 38,714 SH   DFND 1 38,714 0 0
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TOPBUILD CORP COM 89055F103 25,783 329,121 SH   DFND 1 329,033 0 88
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TORCHMARK CORP COM 891027104 110,642 1,361,633 SH   DFND 1 1,356,029 0 5,604
TORO CO COM 891092108 58,995 979,176 SH   DFND 1 973,972 0 5,204
TORONTO-DOMINION BANK COM NEW 891160509 1,190 20,579 SH   DFND 1 19,624 0 955
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 2,737 45,200 SH   DFND 1 43,744 0 1,456
TOTAL SYSTEM SERVICES INC COM 891906109 168,261 1,994,715 SH   DFND 1 1,985,622 0 9,093
TOWER INTERNATIONAL INC COM 891826109 6,254 196,669 SH   DFND 1 196,669 0 0
TOWER INTERNATIONAL INC COM 891826109 245 7,709 SH   DFND 1 2 7,709 0 0
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TOWER SEMICONDUCTOR LTD SHS NEW M87915274 865 39,320 SH   DFND 1 2 39,320 0 0
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TOWNE BANK COM 89214P109 21,696 675,905 SH   DFND 1 675,905 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 278 43,031 SH   DFND 1 43,031 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 2,093 16,255 SH   DFND 1 15,050 0 1,205
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TPI COMPOSITES INC COM 87266J104 4,652 159,098 SH   DFND 1 159,098 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 153 56,974 SH   DFND 1 56,974 0 0
TRACTOR SUPPLY COMPANY COM 892356106 128,594 1,684,148 SH   DFND 1 1,677,583 0 6,565
TRACTOR SUPPLY COMPANY COM 892356106 26 341 SH   DFND 1 2 341 0 0
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 23,976 255,608 SH   DFND 1 255,608 0 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 31 35,758 SH   DFND 1 35,758 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 468 37,488 SH   DFND 1 37,488 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 15 1,228 SH   DFND 1 2 1,228 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 135 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COM 89353D107 334 7,751 SH   DFND 1 7,053 0 698
TRANSCAT INC COM 893529107 535 28,329 SH   DFND 1 28,329 0 0
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TRANSDIGM GROUP INC COM 893641100 188,020 545,920 SH   DFND 1 543,333 0 2,587
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TRANSGLOBE ENERGY CORP COM 893662106 55 20,073 SH   DFND 1 2 20,073 0 0
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TRANSOCEAN LTD REG SHS H8817H100 52,684 3,919,986 SH   DFND 1 3,898,458 0 21,528
TRANSUNION COM 89400J107 89,446 1,249,763 SH   DFND 1 1,249,763 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 89 25,541 SH   DFND 1 25,541 0 0
TRAVELERS COS INC/THE COM 89417E109 360,587 2,953,871 SH   DFND 1 2,938,668 0 15,203
TRAVELERS COS INC/THE COM 89417E109 28 234 SH   DFND 1 2 234 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 28,543 1,539,571 SH   DFND 1 1,539,571 0 0
TRAVELZOO COM NEW 89421Q205 978 57,216 SH   DFND 1 57,216 0 0
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TREDEGAR CORP COM 894650100 55 2,358 SH   DFND 1 2 2,358 0 0
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TRIBUNE MEDIA CO - A CL A 896047503 26,054 680,806 SH   DFND 1 680,806 0 0
TRICO BANCSHARES COM 896095106 8,275 220,967 SH   DFND 1 220,967 0 0
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 60 10,086 SH   DFND 1 10,086 0 0
TRIMAS CORP COM NEW 896215209 13,466 458,056 SH   DFND 1 458,056 0 0
TRIMBLE INC COM 896239100 78,785 2,400,745 SH   DFND 1 2,388,511 0 12,234
TRIMBLE INC COM 896239100 31 944 SH   DFND 1 2 944 0 0
TRINET GROUP INC COM 896288107 30,244 540,657 SH   DFND 1 540,657 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 69 13,909 SH   DFND 1 13,909 0 0
TRINITY INDUSTRIES INC COM 896522109 45,552 1,329,611 SH   DFND 1 1,321,684 0 7,927
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TRINSEO SA SHS L9340P101 882 12,435 SH   DFND 1 2 12,435 0 0
TRINSEO SA SHS L9340P101 34,832 490,949 SH   DFND 1 490,949 0 0
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TRISTATE CAPITAL HLDGS INC COM 89678F100 6,420 245,999 SH   DFND 1 245,999 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 15,903 518,711 SH   DFND 1 518,711 0 0
TRIUMPH BANCORP INC COM 89679E300 9,226 226,425 SH   DFND 1 226,425 0 0
TRIUMPH BANCORP INC COM 89679E300 33 823 SH   DFND 1 2 823 0 0
TRIUMPH GROUP INC COM 896818101 10,739 547,925 SH   DFND 1 547,548 0 377
TRONC INC COM 89703P107 4,157 240,580 SH   DFND 1 240,580 0 0
TRONOX LTD-CL A SHS CL A Q9235V101 23,028 1,170,136 SH   DFND 1 1,169,881 0 255
TROVAGENE INC COM PAR 897238408 8 11,610 SH   DFND 1 11,610 0 0
TRUEBLUE INC COM 89785X101 370 13,758 SH   DFND 1 2 13,758 0 0
TRUEBLUE INC COM 89785X101 10,956 406,548 SH   DFND 1 406,548 0 0
TRUECAR INC COM 89785L107 8,648 857,094 SH   DFND 1 857,094 0 0
TRUPANION INC COM 898202106 8,648 224,063 SH   DFND 1 224,063 0 0
TRUSTCO BANK CORP NY COM 898349105 8,612 967,654 SH   DFND 1 967,654 0 0
TRUSTMARK CORP COM 898402102 22,771 697,882 SH   DFND 1 691,560 0 6,322
TSLA 0.25 03/01/19 NOTE 0.250% 3/0 88160RAB7 22,039 20,000,000 PRN   DFND 1 2 20,000,000 0 0
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TTEC HOLDINGS INC COM 89854H102 6,226 180,204 SH   DFND 1 180,204 0 0
TTM TECHNOLOGIES COM 87305R109 22,680 1,286,476 SH   DFND 1 1,286,476 0 0
TUCOWS INC-CLASS A COM NEW 898697206 2,098 34,607 SH   DFND 1 34,607 0 0
TUESDAY MORNING CORP COM NEW 899035505 784 257,069 SH   DFND 1 257,069 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 155 18,382 SH   DFND 1 18,382 0 0
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TUPPERWARE BRANDS CORP COM 899896104 19,467 472,047 SH   DFND 1 469,005 0 3,042
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UBS GROUP AG-REG SHS H42097107 218 14,273 SH   DFND 1 10,978 0 3,295
UDR INC COM 902653104 144,774 3,863,077 SH   DFND 1 3,848,877 0 14,200
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UGI CORP COM 902681105 115,361 2,216,671 SH   DFND 1 2,208,176 0 8,495
ULTA BEAUTY INC COM 90384S303 176,965 759,375 SH   DFND 1 753,367 0 6,008
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ULTIMATE SOFTWARE GROUP INC COM 90385D107 75,051 291,676 SH   DFND 1 290,249 0 1,427
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UMB FINANCIAL CORP COM 902788108 36,185 474,686 SH   DFND 1 472,523 0 2,163
UMH PROPERTIES INC COM 903002103 5,348 348,406 SH   DFND 1 348,406 0 0
UMPQUA HOLDINGS CORP COM 904214103 52,872 2,340,506 SH   DFND 1 2,327,939 0 12,567
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UNION BANKSHARES CORP COM 90539J109 22,126 569,088 SH   DFND 1 569,088 0 0
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UNIT CORP COM 909218109 13,124 513,464 SH   DFND 1 513,464 0 0
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UNITED BANKSHARES INC COM 909907107 37,765 1,037,503 SH   DFND 1 1,031,214 0 6,289
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UNITED COMMUNITY BANKS/GA COM 90984P303 22,675 739,353 SH   DFND 1 739,353 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 5,598 509,404 SH   DFND 1 509,404 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 199,010 2,858,482 SH   DFND 1 2,845,814 0 12,668
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UNITED INSURANCE HOLDINGS CO COM 910710102 4,422 225,878 SH   DFND 1 225,878 0 0
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UNITED NATURAL FOODS INC COM 911163103 21,392 501,459 SH   DFND 1 498,988 0 2,471
UNITED PARCEL SERVICE-CL B CL B 911312106 764,485 7,212,934 SH   DFND 1 7,174,692 0 38,242
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UNITED RENTALS INC COM 911363109 139,713 948,430 SH   DFND 1 943,994 0 4,436
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UNITED TECHNOLOGIES CORP COM 913017109 1,015,278 8,138,111 SH   DFND 1 8,095,685 0 42,426
UNITED THERAPEUTICS CORP COM 91307C102 66,406 587,187 SH   DFND 1 585,049 0 2,138
UNITEDHEALTH GROUP INC COM 91324P102 2,521,533 10,300,626 SH   DFND 1 10,247,239 0 53,387
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UNITIL CORP COM 913259107 8,627 169,040 SH   DFND 1 169,040 0 0
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UNIVERSAL DISPLAY CORP COM 91347P105 33,356 387,864 SH   DFND 1 387,864 0 0
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UNIVERSAL STAINLESS & ALLOY COM 913837100 1,862 78,703 SH   DFND 1 78,703 0 0
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UQM TECHNOLOGIES INC COM 903213106 176 176,536 SH   DFND 1 176,536 0 0
URANIUM ENERGY CORP COM 916896103 2,122 1,318,178 SH   DFND 1 1,318,178 0 0
URBAN EDGE PROPERTIES COM 91704F104 27,800 1,215,578 SH   DFND 1 1,210,385 0 5,193
URBAN ONE INC CL D NON VTG 91705J204 347 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 38,190 857,243 SH   DFND 1 853,300 0 3,943
URBAN OUTFITTERS INC COM 917047102 313 7,046 SH   DFND 1 2 7,046 0 0
UROGEN PHARMA LTD COM M96088105 355 7,145 SH   DFND 1 7,145 0 0
URSTADT BIDDLE - CLASS A CL A 917286205 7,312 323,131 SH   DFND 1 323,131 0 0
US AUTO PARTS NETWORK INC COM 90343C100 162 108,294 SH   DFND 1 108,294 0 0
US BANCORP COM NEW 902973304 848,353 16,997,561 SH   DFND 1 16,910,348 0 87,213
US CELLULAR CORP COM 911684108 5,015 135,407 SH   DFND 1 135,407 0 0
US CONCRETE INC COM NEW 90333L201 8,183 155,870 SH   DFND 1 155,870 0 0
US ECOLOGY INC COM 91732J102 14,047 220,532 SH   DFND 1 220,532 0 0
US FOODS HOLDING CORP COM 912008109 65,201 1,723,991 SH   DFND 1 1,723,991 0 0
US FOODS HOLDING CORP COM 912008109 74 1,977 SH   DFND 1 2 1,977 0 0
US SILICA HOLDINGS INC COM 90346E103 20,569 800,681 SH   DFND 1 800,490 0 191
US SILICA HOLDINGS INC COM 90346E103 100 3,928 SH   DFND 1 2 3,928 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 7,083 505,983 SH   DFND 1 505,983 0 0
USA TRUCK INC COM 902925106 1,732 73,838 SH   DFND 1 73,838 0 0
USANA HEALTH SCIENCES INC COM 90328M107 15,892 137,835 SH   DFND 1 137,835 0 0
USANA HEALTH SCIENCES INC COM 90328M107 670 5,817 SH   DFND 1 2 5,817 0 0
USG CORP COM NEW 903293405 33,220 770,427 SH   DFND 1 770,427 0 0
USG CORP COM NEW 903293405 633 14,700 SH   DFND 1 2 14,700 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 4,702 42,693 SH   DFND 1 42,693 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 365 3,319 SH   DFND 1 2 3,319 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 86 21,290 SH   DFND 1 21,290 0 0
VAALCO ENERGY INC COM NEW 91851C201 1,008 369,232 SH   DFND 1 369,232 0 0
VAIL RESORTS INC COM 91879Q109 97,589 356,191 SH   DFND 1 356,091 0 100
VALERITAS HOLDINGS INC COM NEW 91914N202 105 78,555 SH   DFND 1 78,555 0 0
VALERO ENERGY CORP COM 91913Y100 192 1,733 SH   DFND 1 2 1,733 0 0
VALERO ENERGY CORP COM 91913Y100 590,184 5,335,428 SH   DFND 1 5,310,130 0 25,298
VALHI INC COM 918905100 245 51,584 SH   DFND 1 2 51,584 0 0
VALHI INC COM 918905100 1,997 419,621 SH   DFND 1 419,621 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 47,872 708,168 SH   DFND 1 708,168 0 0
VALLEY NATIONAL BANCORP COM 919794107 36,597 3,009,703 SH   DFND 1 2,994,727 0 14,976
VALMONT INDUSTRIES COM 920253101 31,278 207,486 SH   DFND 1 206,380 0 1,106
VALUE LINE INC COM 920437100 415 17,521 SH   DFND 1 17,521 0 0
VALVOLINE INC COM 92047W101 37,942 1,759,050 SH   DFND 1 1,749,443 0 9,607
VANDA PHARMACEUTICALS INC COM 921659108 10,761 564,920 SH   DFND 1 564,920 0 0
VANTAGE ENERGY ACQUISIT-CW24 *W EXP 04/12/202 92211L113 715 550,000 SH   DFND 1 2 550,000 0 0
VAREX IMAGING CORP COM 92214X106 13,849 373,408 SH   DFND 1 373,408 0 0
VAREX IMAGING CORP COM 92214X106 138 3,738 SH   DFND 1 2 3,738 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 137,121 1,207,971 SH   DFND 1 1,203,115 0 4,856
VARIAN MEDICAL SYSTEMS INC COM 92220P105 30 265 SH   DFND 1 2 265 0 0
VARONIS SYSTEMS INC COM 922280102 691 9,286 SH   DFND 1 2 9,286 0 0
VARONIS SYSTEMS INC COM 922280102 17,115 229,736 SH   DFND 1 229,736 0 0
VASCULAR BIOGENICS LTD COM M96883109 25 11,422 SH   DFND 1 11,422 0 0
VAXART INC COM NEW 92243A200 64 21,435 SH   DFND 1 21,435 0 0
VBI VACCINES INC COM NEW 91822J103 472 171,805 SH   DFND 1 171,805 0 0
VECTOR GROUP LTD COM 92240M108 18,611 975,461 SH   DFND 1 975,461 0 0
VECTREN CORP COM 92240G101 53,025 742,134 SH   DFND 1 738,058 0 4,076
VECTRUS INC COM 92242T101 3,897 126,453 SH   DFND 1 126,101 0 352
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 275 20,259 SH   DFND 1 18,676 0 1,583
VEECO INSTRUMENTS INC COM 922417100 6,803 477,447 SH   DFND 1 477,447 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 83,789 1,090,909 SH   DFND 1 1,090,909 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 138 1,801 SH   DFND 1 2 1,801 0 0
VENATOR MATERIALS PLC SHS G9329Z100 5,540 338,681 SH   DFND 1 338,681 0 0
VENTAS INC COM 92276F100 281,029 4,943,170 SH   DFND 1 4,922,107 0 21,063
VEON LTD SPONSORED ADR 91822M106 2,448 1,028,724 SH   DFND 1 1,028,062 0 662
VEON LTD SPONSORED ADR 91822M106 59 25,183 SH   DFND 1 2 25,183 0 0
VEONEER INC COM 92336X109 22 598,264 SH   DFND 1 598,264 0 0
VERA BRADLEY INC COM 92335C106 2,886 205,604 SH   DFND 1 205,604 0 0
VERA BRADLEY INC COM 92335C106 468 33,357 SH   DFND 1 2 33,357 0 0
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VERASTEM INC COM 92337C104 3,489 507,234 SH   DFND 1 507,234 0 0
VEREIT INC COM 92339V100 67,164 9,034,325 SH   DFND 1 9,032,661 0 1,664
VERICEL CORP COM 92346J108 229 23,689 SH   DFND 1 2 23,689 0 0
VERICEL CORP COM 92346J108 3,993 411,718 SH   DFND 1 411,718 0 0
VERIFONE SYSTEMS INC COM 92342Y109 23,138 1,013,964 SH   DFND 1 1,008,536 0 5,428
VERINT SYSTEMS INC COM 92343X100 28,880 651,188 SH   DFND 1 651,188 0 0
VERISIGN INC COM 92343E102 169,161 1,233,233 SH   DFND 1 1,228,138 0 5,095
VERISK ANALYTICS INC COM 92345Y106 207,593 1,932,280 SH   DFND 1 1,915,916 0 16,364
VERITEX HOLDINGS INC COM 923451108 5,795 186,545 SH   DFND 1 186,545 0 0
VERITIV CORP COM 923454102 4,073 102,222 SH   DFND 1 102,222 0 0
VERITONE INC COM 92347M100 19 1,181 SH   DFND 1 2 1,181 0 0
VERITONE INC COM 92347M100 955 56,784 SH   DFND 1 56,784 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,406,387 47,929,513 SH   DFND 1 47,699,875 0 229,638
VERMILION ENERGY INC COM 923725105 3,352 93,843 SH   DFND 1 93,843 0 0
VERMILLION INC COM NEW 92407M206 163 209,441 SH   DFND 1 209,441 0 0
VERSARTIS INC COM 92529L102 401 198,288 SH   DFND 1 198,288 0 0
VERSO CORP - A CL A 92531L207 8,964 411,980 SH   DFND 1 410,265 0 1,715
VERSO CORP - A CL A 92531L207 284 13,074 SH   DFND 1 2 13,074 0 0
VERSUM MATERIALS INC COM 92532W103 35,832 964,540 SH   DFND 1 958,952 0 5,588
VERTEX ENERGY INC COM 92534K107 93 88,481 SH   DFND 1 88,481 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 471,467 2,780,070 SH   DFND 1 2,753,761 0 26,309
VERTEX PHARMACEUTICALS INC COM 92532F100 245 1,444 SH   DFND 1 2 1,444 0 0
VERU INC COM 92536C103 184 91,295 SH   DFND 1 91,295 0 0
VF CORP COM 918204108 354,421 4,355,512 SH   DFND 1 4,337,142 0 18,370
VGR V2.5 01/15/19 FRNT 1/1 92240MAY4 11,312 8,500,000 PRN   DFND 1 2 8,500,000 0 0
VIACOM INC-CLASS A CL A 92553P102 2,061 58,156 SH   DFND 1 58,156 0 0
VIACOM INC-CLASS B CL B 92553P201 891 29,556 SH   DFND 1 2 29,556 0 0
VIACOM INC-CLASS B CL B 92553P201 143,202 4,756,458 SH   DFND 1 4,737,210 0 19,248
VIAD CORP COM NEW 92552R406 10,187 187,785 SH   DFND 1 187,785 0 0
VIASAT INC COM 92552V100 35,479 539,864 SH   DFND 1 537,174 0 2,690
VIAVI SOLUTIONS INC COM 925550105 23,230 2,268,572 SH   DFND 1 2,268,572 0 0
VICAL INC COM NEW 925602203 128 111,688 SH   DFND 1 111,688 0 0
VICI PROPERTIES INC COM 925652109 41 1,999 SH   DFND 1 2 1,999 0 0
VICI PROPERTIES INC COM 925652109 30,828 1,493,606 SH   DFND 1 1,493,606 0 0
VICOR CORP COM 925815102 7,580 174,061 SH   DFND 1 174,061 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 758 71,735 SH   DFND 1 71,735 0 0
VIEWRAY INC COM 92672L107 2,589 374,242 SH   DFND 1 374,242 0 0
VIKING THERAPEUTICS INC COM 92686J106 3,758 396,011 SH   DFND 1 396,011 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 303 8,883 SH   DFND 1 8,883 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 2,614 88,748 SH   DFND 1 88,748 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 19 674 SH   DFND 1 2 674 0 0
VINCE HOLDING CORP COM NEW 92719W207 247 14,991 SH   DFND 1 14,991 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 808 25,338 SH   DFND 1 25,338 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADR 92763W103 7,745 719,713 SH   DFND 1 719,348 0 365
VIRCO MFG CORPORATION COM 927651109 90 20,401 SH   DFND 1 20,401 0 0
VIRNETX HOLDING CORP COM 92823T108 1,599 470,447 SH   DFND 1 470,447 0 0
VIRTU FINANCIAL INC-CLASS A CL A 928254101 13,424 505,642 SH   DFND 1 505,642 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 8,693 67,947 SH   DFND 1 67,947 0 0
VIRTUSA CORP COM 92827P102 13,569 278,757 SH   DFND 1 278,757 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 2,856,448 21,608,688 SH   DFND 1 21,510,104 0 98,584
VISHAY INTERTECHNOLOGY INC COM 928298108 108 4,694 SH   DFND 1 2 4,694 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 37,626 1,621,822 SH   DFND 1 1,615,344 0 6,478
VISHAY PRECISION GROUP COM 92835K103 4,047 106,095 SH   DFND 1 106,095 0 0
VISTA OUTDOOR INC COM 928377100 8,155 526,504 SH   DFND 1 526,504 0 0
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VISTEON CORP COM NEW 92839U206 35,555 275,114 SH   DFND 1 275,114 0 0
VISTRA ENERGY CORP COM 92840M102 344 14,573 SH   DFND 1 2 14,573 0 0
VISTRA ENERGY CORP COM 92840M102 117,715 4,977,606 SH   DFND 1 4,977,606 0 0
VITAL THERAPIES INC COM 92847R104 2,100 306,680 SH   DFND 1 306,680 0 0
VITAMIN SHOPPE INC COM 92849E101 208 30,048 SH   DFND 1 2 30,048 0 0
VITAMIN SHOPPE INC COM 92849E101 1,094 157,508 SH   DFND 1 157,508 0 0
VIVEVE MEDICAL INC COM NEW 92852W204 510 187,833 SH   DFND 1 187,833 0 0
VIVINT SOLAR INC COM 92854Q106 1,201 242,655 SH   DFND 1 242,655 0 0
VIVUS INC COM 928551100 424 601,530 SH   DFND 1 601,530 0 0
VMWARE INC-CLASS A CL A COM 928563402 83,948 571,652 SH   DFND 1 571,652 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 8,025 268,490 SH   DFND 1 268,490 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 1,399 57,559 SH   DFND 1 2 57,559 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 9,088 373,873 SH   DFND 1 349,077 0 24,796
VOLITIONRX LTD COM 928661107 201 100,890 SH   DFND 1 100,890 0 0
VOLT INFO SCIENCES INC COM 928703107 216 63,589 SH   DFND 1 63,589 0 0
VONAGE HOLDINGS CORP COM 92886T201 26,834 2,081,787 SH   DFND 1 2,081,787 0 0
VONAGE HOLDINGS CORP COM 92886T201 173 13,480 SH   DFND 1 2 13,480 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 172,749 2,341,136 SH   DFND 1 2,331,953 0 9,183
VORNADO REALTY TRUST SH BEN INT 929042109 2,069 28,000 SH   DFND 1 2 28,000 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 721 133,631 SH   DFND 1 133,631 0 0
VOYA FINANCIAL INC COM 929089100 72,315 1,539,786 SH   DFND 1 1,539,786 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 4,557 233,224 SH   DFND 1 233,224 0 0
VRTS 7 1/4 S-D PFD CV SER D 92828Q208 6,218 57,500 PRN   DFND 1 2 57,500 0 0
VSE CORP COM 918284100 12 259 SH   DFND 1 2 259 0 0
VSE CORP COM 918284100 4,734 99,099 SH   DFND 1 99,099 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 78 51,205 SH   DFND 1 51,205 0 0
VULCAN MATERIALS CO COM 929160109 189,581 1,472,091 SH   DFND 1 1,465,077 0 7,014
VUZIX CORP COM NEW 92921W300 1,705 228,976 SH   DFND 1 228,976 0 0
W&T OFFSHORE INC COM 92922P106 12,516 1,750,577 SH   DFND 1 1,750,577 0 0
W&T OFFSHORE INC COM 92922P106 12 1,816 SH   DFND 1 2 1,816 0 0
WABASH NATIONAL CORP COM 929566107 9,809 525,695 SH   DFND 1 525,695 0 0
WABCO HOLDINGS INC COM 92927K102 184 1,573 SH   DFND 1 2 1,573 0 0
WABCO HOLDINGS INC COM 92927K102 57,128 488,496 SH   DFND 1 488,496 0 0
WABTEC CORP COM 929740108 74,644 757,776 SH   DFND 1 753,570 0 4,206
WADDELL & REED FINANCIAL-A CL A 930059100 20,496 1,140,568 SH   DFND 1 1,139,189 0 1,379
WADDELL & REED FINANCIAL-A CL A 930059100 268 14,914 SH   DFND 1 2 14,914 0 0
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WALGREENS BOOTS ALLIANCE INC COM 931427108 653,668 10,912,027 SH   DFND 1 10,816,141 0 95,886
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,340 22,344 SH   DFND 1 2 22,344 0 0
WALKER & DUNLOP INC COM 93148P102 21,327 383,245 SH   DFND 1 383,028 0 217
WALMART INC COM 931142103 1,416,610 16,574,211 SH   DFND 1 16,493,285 0 80,926
WALMART INC COM 931142103 100 1,168 SH   DFND 1 2 1,168 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 447 4,274 SH   DFND 1 2 4,274 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 1,884,259 18,013,306 SH   DFND 1 17,931,385 0 81,921
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WARRIOR MET COAL INC COM 93627C101 158 5,760 SH   DFND 1 2 5,760 0 0
WASHINGTON FEDERAL INC COM 938824109 27,949 854,740 SH   DFND 1 850,600 0 4,140
WASHINGTON PRIME GROUP INC COM 93964W108 19,852 2,447,887 SH   DFND 1 2,443,715 0 4,172
WASHINGTON REIT SH BEN INT 939653101 27,246 898,340 SH   DFND 1 898,340 0 0
WASHINGTON TRUST BANCORP COM 940610108 9,030 155,434 SH   DFND 1 155,434 0 0
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WASTE MANAGEMENT INC COM 94106L109 391,673 4,824,968 SH   DFND 1 4,802,859 0 22,109
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WATERS CORP COM 941848103 265 1,369 SH   DFND 1 2 1,369 0 0
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WATSCO INC COM 942622200 51,661 289,779 SH   DFND 1 288,206 0 1,573
WATTS WATER TECHNOLOGIES-A CL A 942749102 20,056 255,819 SH   DFND 1 255,819 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 6,465 169,023 SH   DFND 1 169,023 0 0
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WAYSIDE TECHNOLOGY GROUP INC COM 946760105 243 17,318 SH   DFND 1 17,318 0 0
WD-40 CO COM 929236107 21,690 148,314 SH   DFND 1 148,314 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 28,983 8,809,477 SH   DFND 1 8,809,477 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 862 262,118 SH   DFND 1 2 262,118 0 0
WEB.COM GROUP INC COM 94733A104 12,307 476,100 SH   DFND 1 476,100 0 0
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WEBSTER FINANCIAL CORP COM 947890109 53,075 833,208 SH   DFND 1 828,688 0 4,520
WEC ENERGY GROUP INC COM 92939U106 244,792 3,793,884 SH   DFND 1 3,776,240 0 17,644
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 10,754 121,773 SH   DFND 1 121,506 0 267
WEIGHT WATCHERS INTL INC COM 948626106 34,790 344,120 SH   DFND 1 343,828 0 292
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 42,620 1,383,331 SH   DFND 1 1,377,490 0 5,841
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WELLS FARGO & CO COM 949746101 2,722,084 49,205,868 SH   DFND 1 48,963,346 0 242,522
WELLTOWER INC COM 95040Q104 326,029 5,209,548 SH   DFND 1 5,189,809 0 19,739
WENDY'S CO/THE COM 95058W100 29,480 1,715,979 SH   DFND 1 1,707,157 0 8,822
WERNER ENTERPRISES INC COM 950755108 17,915 477,118 SH   DFND 1 474,921 0 2,197
WESBANCO INC COM 950810101 21,287 472,633 SH   DFND 1 472,633 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 6,055 538,277 SH   DFND 1 538,277 0 0
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WESCO INTERNATIONAL INC COM 95082P105 183 3,216 SH   DFND 1 2 3,216 0 0
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WEST PHARMACEUTICAL SERVICES COM 955306105 64,556 650,186 SH   DFND 1 646,574 0 3,612
WESTAMERICA BANCORPORATION COM 957090103 15,133 267,811 SH   DFND 1 267,811 0 0
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 172 60,615 SH   DFND 1 60,615 0 0
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WESTERN DIGITAL CORP COM 958102105 340,725 4,408,705 SH   DFND 1 4,377,387 0 31,318
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WESTERN NEW ENGLAND BANCORP COM 958892101 2,802 254,749 SH   DFND 1 254,749 0 0
WESTERN UNION CO COM 959802109 152,878 7,530,995 SH   DFND 1 7,498,242 0 32,753
WESTLAKE CHEMICAL CORP COM 960413102 44,457 413,312 SH   DFND 1 413,312 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 804 37,106 SH   DFND 1 32,770 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 67 26,542 SH   DFND 1 26,542 0 0
WESTROCK CO COM 96145D105 179 3,156 SH   DFND 1 2 3,156 0 0
WESTROCK CO COM 96145D105 183,391 3,222,359 SH   DFND 1 3,207,568 0 14,791
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WEX INC COM 96208T104 65,182 342,199 SH   DFND 1 340,233 0 1,966
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WEYERHAEUSER CO COM 962166104 369,148 10,142,792 SH   DFND 1 10,102,621 0 40,171
WGL HOLDINGS INC COM 92924F106 41,692 469,777 SH   DFND 1 467,257 0 2,520
WHEATON PRECIOUS METALS CORP COM 962879102 6,482 296,681 SH   DFND 1 296,048 0 633
WHEELER REAL ESTATE INVESTME COM NEW 963025705 229 56,779 SH   DFND 1 56,779 0 0
WHIRLPOOL CORP COM 963320106 116,781 800,159 SH   DFND 1 796,498 0 3,661
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WHITING PETROLEUM CORP COM NEW 966387409 327 6,216 SH   DFND 1 2 6,216 0 0
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WIDEOPENWEST INC COM 96758W101 2,244 232,369 SH   DFND 1 232,369 0 0
WIDEPOINT CORP COM 967590100 187 340,820 SH   DFND 1 340,820 0 0
WILDHORSE RESOURCE DEVELOPME COM 96812T102 5,749 226,700 SH   DFND 1 226,700 0 0
WILEY (JOHN) & SONS-CLASS A CL A 968223206 269 4,318 SH   DFND 1 2 4,318 0 0
WILEY (JOHN) & SONS-CLASS A CL A 968223206 25,764 412,891 SH   DFND 1 410,691 0 2,200
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WILLIAM LYON HOMES-CL A CL A NEW 552074700 396 17,106 SH   DFND 1 2 17,106 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 9,618 414,605 SH   DFND 1 414,605 0 0
WILLIAMS COS INC COM 969457100 263,719 9,747,625 SH   DFND 1 9,699,544 0 48,081
WILLIAMS-SONOMA INC COM 969904101 50,443 821,831 SH   DFND 1 818,003 0 3,828
WILLIS LEASE FINANCE CORP COM 970646105 1,119 35,452 SH   DFND 1 35,452 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 243,265 1,607,806 SH   DFND 1 1,600,810 0 6,996
WILLSCOT CORP COM 971375126 5,102 344,788 SH   DFND 1 344,788 0 0
WINDSTREAM HOLDINGS INC COM PAR 97382A309 2,004 380,320 SH   DFND 1 380,320 0 0
WINDSTREAM HOLDINGS INC COM PAR 97382A309 0 177 SH   DFND 1 2 177 0 0
WINGSTOP INC COM 974155103 16,520 316,980 SH   DFND 1 316,980 0 0
WINMARK CORP COM 974250102 3,142 21,172 SH   DFND 1 21,172 0 0
WINNEBAGO INDUSTRIES COM 974637100 10,814 266,376 SH   DFND 1 266,376 0 0
WINS FINANCE HOLDINGS INC ORD SHS G97223104 622 9,151 SH   DFND 1 9,151 0 0
WINTRUST FINANCIAL CORP COM 97650W108 51,900 596,215 SH   DFND 1 593,453 0 2,762
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 91 19,134 SH   DFND 1 13,510 0 5,624
WIRELESS TELECOM GROUP INC COM 976524108 102 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 10,897 1,200,128 SH   DFND 1 1,197,989 0 2,139
WISDOMTREE INVESTMENTS INC COM 97717P104 21 2,382 SH   DFND 1 2 2,382 0 0
WIX.COM LTD SHS M98068105 429 4,280 SH   DFND 1 2 4,280 0 0
WIX.COM LTD SHS M98068105 3,441 34,313 SH   DFND 1 34,313 0 0
WMIH CORP COM 92936P100 2,638 1,969,242 SH   DFND 1 1,969,242 0 0
WOLVERINE WORLD WIDE INC COM 978097103 30,088 865,362 SH   DFND 1 865,362 0 0
WOODWARD INC COM 980745103 43,989 572,328 SH   DFND 1 569,610 0 2,718
WORKDAY INC-CLASS A CL A 98138H101 147,613 1,219,652 SH   DFND 1 1,212,468 0 7,184
WORKHORSE GROUP INC COM NEW 98138J206 272 149,634 SH   DFND 1 149,634 0 0
WORKIVA INC COM CL A 98139A105 6,536 267,881 SH   DFND 1 267,881 0 0
WORLD ACCEPTANCE CORP COM 981419104 7,190 64,774 SH   DFND 1 64,774 0 0
WORLD FUEL SERVICES CORP COM 981475106 12,714 622,930 SH   DFND 1 619,612 0 3,318
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 27,154 372,893 SH   DFND 1 372,893 0 0
WORLDPAY INC-CLASS A CL A 981558109 204,855 2,506,266 SH   DFND 1 2,506,266 0 0
WORTHINGTON INDUSTRIES COM 981811102 17,267 411,421 SH   DFND 1 409,225 0 2,196
WORTHINGTON INDUSTRIES COM 981811102 50 1,202 SH   DFND 1 2 1,202 0 0
WP CAREY INC COM 92936U109 65,356 985,031 SH   DFND 1 985,031 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 316 4,027 SH   DFND 1 3,577 0 450
WPX ENERGY INC COM 98212B103 64,555 3,580,450 SH   DFND 1 3,560,836 0 19,614
WR BERKLEY CORP COM 084423102 69,900 966,028 SH   DFND 1 961,311 0 4,717
WR GRACE & CO COM 38388F108 41,968 572,476 SH   DFND 1 572,476 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 27,241 1,049,367 SH   DFND 1 1,049,367 0 0
WSFS FINANCIAL CORP COM 929328102 16,956 318,128 SH   DFND 1 318,128 0 0
WW GRAINGER INC COM 384802104 205,541 667,669 SH   DFND 1 664,684 0 2,985
WYNDHAM DESTINATIONS INC COM 98310W108 214 4,856 SH   DFND 1 2 4,856 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 37,147 839,797 SH   DFND 1 834,507 0 5,290
WYNDHAM HOTELS & RESORTS INC COM 98311A105 50,591 860,628 SH   DFND 1 855,341 0 5,287
WYNN RESORTS LTD COM 983134107 173,341 1,037,967 SH   DFND 1 1,028,136 0 9,831
WYNN RESORTS LTD COM 983134107 29 174 SH   DFND 1 2 174 0 0
XAN 4.5 08/15/22 NOTE 4.500% 8/1 76120WAC8 7,990 8,000,000 PRN   DFND 1 2 8,000,000 0 0
XBIOTECH INC COM 98400H102 569 127,077 SH   DFND 1 127,077 0 0
XCEL ENERGY INC COM 98389B100 302,634 6,637,253 SH   DFND 1 6,610,250 0 27,003
XCERRA CORP COM 98400J108 7,336 525,156 SH   DFND 1 525,156 0 0
XENCOR INC COM 98401F105 18,212 492,100 SH   DFND 1 492,100 0 0
XENCOR INC COM 98401F105 1 47 SH   DFND 1 2 47 0 0
XENIA HOTELS & RESORTS INC COM 984017103 36,055 1,480,110 SH   DFND 1 1,480,110 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 771 58,265 SH   DFND 1 58,265 0 0
XEROX CORP COM NEW 984121608 73,461 3,066,048 SH   DFND 1 3,054,696 0 11,352
XEROX CORP COM NEW 984121608 447 18,657 SH   DFND 1 2 18,657 0 0
XILINX INC COM 983919101 1,225 18,779 SH   DFND 1 2 18,779 0 0
XILINX INC COM 983919101 213,792 3,282,084 SH   DFND 1 3,255,467 0 26,617
XL GROUP LTD COM G98294104 170,216 3,048,439 SH   DFND 1 3,034,733 0 13,706
XO GROUP INC COM 983772104 8,574 267,955 SH   DFND 1 267,955 0 0
XO GROUP INC COM 983772104 573 17,918 SH   DFND 1 2 17,918 0 0
XOMA CORP COM NEW 98419J206 155 7,427 SH   DFND 1 2 7,427 0 0
XOMA CORP COM NEW 98419J206 1,613 77,263 SH   DFND 1 77,263 0 0
XPERI CORP COM 98421B100 8,325 517,094 SH   DFND 1 516,911 0 183
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 65 16,945 SH   DFND 1 16,945 0 0
XPO LOGISTICS INC COM 983793100 83,421 833,507 SH   DFND 1 833,507 0 0
XPRESSPA GROUP INC COM 98420U109 32 112,055 SH   DFND 1 112,055 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 175 16,359 SH   DFND 1 16,359 0 0
XYLEM INC COM 98419M100 140,951 2,096,152 SH   DFND 1 2,086,604 0 9,548
YAMANA GOLD INC COM 98462Y100 203 70,107 SH   DFND 1 69,554 0 553
YANDEX NV-A SHS CLASS A N97284108 7,190 200,282 SH   DFND 1 200,282 0 0
YANGTZE RIVER PORT AND LOGIS COM 98475Y105 1,384 121,850 SH   DFND 1 121,850 0 0
YATRA ONLINE INC ORD SHS G98338109 301 56,233 SH   DFND 1 56,233 0 0
YELP INC CL A 985817105 494 12,612 SH   DFND 1 2 12,612 0 0
YELP INC CL A 985817105 35,138 896,857 SH   DFND 1 896,857 0 0
YEXT INC COM 98585N106 12,461 644,335 SH   DFND 1 644,335 0 0
YEXT INC COM 98585N106 827 42,804 SH   DFND 1 2 42,804 0 0
YIELD10 BIOSCIENCE INC COM NEW 98585K201 77 54,924 SH   DFND 1 54,924 0 0
YORK WATER CO COM 987184108 4,431 139,342 SH   DFND 1 139,342 0 0
YPF S.A.-SPONSORED ADR SPON ADR CL D 984245100 187 13,815 SH   DFND 1 2 13,815 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 3,100 308,480 SH   DFND 1 307,705 0 775
YUM CHINA HOLDINGS INC COM 98850P109 239 6,222 SH   DFND 1 2 6,222 0 0
YUM CHINA HOLDINGS INC COM 98850P109 49,653 1,295,981 SH   DFND 1 1,295,081 0 900
YUM! BRANDS INC COM 988498101 30 387 SH   DFND 1 2 387 0 0
YUM! BRANDS INC COM 988498101 278,653 3,570,226 SH   DFND 1 3,552,174 0 18,052
YY INC-ADR ADS REPCOM CLA 98426T106 11,415 114,241 SH   DFND 1 114,107 0 134
YY INC-ADR ADS REPCOM CLA 98426T106 55 555 SH   DFND 1 2 555 0 0
ZAFGEN INC COM 98885E103 2,051 200,538 SH   DFND 1 200,395 0 143
ZAGG INC COM 98884U108 4,611 266,569 SH   DFND 1 265,630 0 939
ZAYO GROUP HOLDINGS INC COM 98919V105 61,639 1,690,754 SH   DFND 1 1,690,754 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 79,081 552,050 SH   DFND 1 549,429 0 2,621
ZEDGE INC-CL B CL B 98923T104 259 69,128 SH   DFND 1 69,128 0 0
ZENDESK INC COM 98936J101 151 2,787 SH   DFND 1 2 2,787 0 0
ZENDESK INC COM 98936J101 48,399 888,227 SH   DFND 1 888,227 0 0
ZILLOW GROUP INC - A CL A 98954M101 29,595 495,314 SH   DFND 1 495,314 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 61,820 1,047,310 SH   DFND 1 1,047,310 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 169 1,525 SH   DFND 1 2 1,525 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 262,905 2,364,021 SH   DFND 1 2,353,217 0 10,804
ZION OIL & GAS INC COM 989696109 2,046 504,609 SH   DFND 1 504,609 0 0
ZIONS BANCORPORATION COM 989701107 134,720 2,561,610 SH   DFND 1 2,551,150 0 10,460
ZIONS BANCORPORATION COM 989701107 144 2,750 SH   DFND 1 2 2,750 0 0
ZIONS BANCORPORATION-CW20 *W EXP 05/22/202 989701115 53,324 2,626,811 SH   DFND 1 2 2,626,811 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 4,082 1,351,949 SH   DFND 1 1,351,060 0 889
ZIX CORP COM 98974P100 3,010 558,583 SH   DFND 1 558,583 0 0
ZIX CORP COM 98974P100 225 41,791 SH   DFND 1 2 41,791 0 0
ZOE'S KITCHEN INC COM 98979J109 1,610 164,995 SH   DFND 1 164,995 0 0
ZOETIS INC CL A 98978V103 444,161 5,225,310 SH   DFND 1 5,199,633 0 25,677
ZOGENIX INC COM NEW 98978L204 15,424 348,979 SH   DFND 1 348,979 0 0
ZOMEDICA PHARMACEUTICALS COR COM 98979F107 231 101,865 SH   DFND 1 101,865 0 0
ZOSANO PHARMA CORP COM NEW 98979H202 311 76,309 SH   DFND 1 76,309 0 0
ZSCALER INC COM 98980G102 7,025 196,511 SH   DFND 1 196,511 0 0
ZUMIEZ INC COM 989817101 4,708 187,948 SH   DFND 1 187,948 0 0
ZUMIEZ INC COM 989817101 591 23,593 SH   DFND 1 2 23,593 0 0
ZUORA INC - CLASS A COM CL A 98983V106 1,991 73,222 SH   DFND 1 73,222 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 738 75,787 SH   DFND 1 75,787 0 0
ZYNGA INC - CL A CL A 98986T108 31,996 7,861,583 SH   DFND 1 7,861,583 0 0