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 4,057 331,760 SH   DFND 1 330,335 0 1,425
1ST CONSTITUTION BANCORP COM 31986N102 1,447 72,627 SH   DFND 1 72,627 0 0
1ST SOURCE CORP COM 336901103 8,986 222,774 SH   DFND 1 222,774 0 0
21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 344 39,828 SH   DFND 1 39,828 0 0
22ND CENTURY GROUP INC COM 90137F103 2,904 1,166,476 SH   DFND 1 1,166,476 0 0
2U INC COM 90214J101 28,308 569,368 SH   DFND 1 569,368 0 0
3D SYSTEMS CORP COM NEW 88554D205 11,807 1,160,981 SH   DFND 1 1,160,981 0 0
3M CO COM 88579Y101 1,410,584 7,416,248 SH   DFND 1 7,384,157 0 32,091
3PEA INTERNATIONAL INC COM 88579C109 181 51,607 SH   DFND 1 51,607 0 0
51JOB INC-ADR SP ADR REP COM 316827104 4,425 71,217 SH   DFND 1 70,989 0 228
58.COM INC-ADR SPON ADR REP A 31680Q104 9,502 176,531 SH   DFND 1 176,293 0 238
58.COM INC-ADR SPON ADR REP A 31680Q104 178 3,285 SH   DFND 1 2 3,285 0 0
8X8 INC COM 282914100 18,379 1,018,836 SH   DFND 1 1,018,836 0 0
8X8 INC COM 282914100 235 13,074 SH   DFND 1 2 13,074 0 0
A H BELO CORP-A COM CL A 001282102 347 103,115 SH   DFND 1 103,115 0 0
A10 NETWORKS INC COM 002121101 3,303 529,439 SH   DFND 1 529,439 0 0
AAC HOLDINGS INC COM 000307108 154 110,394 SH   DFND 1 110,394 0 0
AAON INC COM PAR $0.004 000360206 16,689 476,025 SH   DFND 1 476,025 0 0
AAR CORP COM 000361105 16,963 454,302 SH   DFND 1 454,302 0 0
AARON'S INC COM PAR $0.50 002535300 36,380 865,183 SH   DFND 1 850,989 0 14,194
AARON'S INC COM PAR $0.50 002535300 514 12,245 SH   DFND 1 2 12,245 0 0
ABB LTD-SPON ADR SPONSORED ADR 000375204 529 27,840 SH   DFND 1 23,938 0 3,902
ABB LTD-SPON ADR SPONSORED ADR 000375204 1,140 60,000 SH   DFND 1 2 60,000 0 0
ABBOTT LABORATORIES COM 002824100 1,598,270 22,133,985 SH   DFND 1 22,037,145 0 96,840
ABBVIE INC COM 00287Y109 1,617,923 17,582,150 SH   DFND 1 17,499,773 0 82,377
ABBVIE INC COM 00287Y109 34 377 SH   DFND 1 2 377 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 2,436 341,206 SH   DFND 1 341,206 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 15,100 753,137 SH   DFND 1 752,734 0 403
ABERCROMBIE & FITCH CO-CL A CL A 002896207 324 16,167 SH   DFND 1 2 16,167 0 0
ABERDEEN ASIA-PAC INCOME FD COM 003009107 191 49,432 SH   DFND 1 2 49,432 0 0
ABERDEEN EM MRKT EQTY INC COM 00301W105 149 23,551 SH   DFND 1 2 23,551 0 0
ABERDEEN GLBL DYN DIVID COM 00302M106 812 95,517 SH   DFND 1 2 95,517 0 0
ABERDEEN JAPAN EQUITY FUND I COM 00306J109 150 23,139 SH   DFND 1 2 23,139 0 0
ABERDEEN TTL DYN DIVID COM SH BEN INT 00326L100 2,152 298,557 SH   DFND 1 2 298,557 0 0
ABIOMED INC COM 003654100 196,716 606,207 SH   DFND 1 603,764 0 2,443
ABIOMED INC COM 003654100 208 641 SH   DFND 1 2 641 0 0
ABM INDUSTRIES INC COM 000957100 22,490 700,426 SH   DFND 1 700,426 0 0
ABRAXAS PETROLEUM CORP COM 003830106 2,108 1,934,314 SH   DFND 1 1,934,314 0 0
AC IMMUNE SA SHS H00263105 493 52,234 SH   DFND 1 52,234 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 12,236 322,007 SH   DFND 1 322,007 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 153 4,039 SH   DFND 1 2 4,039 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,658 556,383 SH   DFND 1 556,383 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 23,808 926,057 SH   DFND 1 907,795 0 18,262
ACADIA PHARMACEUTICALS INC COM 004225108 20,130 1,244,939 SH   DFND 1 1,244,939 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 25,671 1,080,435 SH   DFND 1 1,080,435 0 0
ACASTI PHARMA INC CL A NEW 00430K402 40 48,665 SH   DFND 1 48,665 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 3,540 307,860 SH   DFND 1 307,666 0 194
ACCELERON PHARMA INC COM 00434H108 19,748 453,463 SH   DFND 1 453,463 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 1,189,094 8,446,035 SH   DFND 1 8,410,883 0 35,152
ACCENTURE PLC-CL A SHS CLASS A G1151C101 77 548 SH   DFND 1 2 548 0 0
ACCESS NATIONAL CORP COM 004337101 3,775 176,991 SH   DFND 1 176,991 0 0
ACCO BRANDS CORP COM 00081T108 8,069 1,190,204 SH   DFND 1 1,190,204 0 0
ACCO BRANDS CORP COM 00081T108 873 128,857 SH   DFND 1 2 128,857 0 0
ACCURAY INC COM 004397105 3,293 965,927 SH   DFND 1 965,927 0 0
ACCURAY INC COM 004397105 89 26,163 SH   DFND 1 2 26,163 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 1,104 478,349 SH   DFND 1 478,349 0 0
ACER THERAPEUTICS INC COM 00444P108 719 35,736 SH   DFND 1 35,736 0 0
ACETO CORP COM 004446100 267 318,513 SH   DFND 1 318,513 0 0
ACHAOGEN INC COM 004449104 428 348,271 SH   DFND 1 348,271 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 2,459 1,547,004 SH   DFND 1 1,547,004 0 0
ACI WORLDWIDE INC COM 004498101 36,316 1,312,504 SH   DFND 1 1,288,504 0 24,000
ACLARIS THERAPEUTICS INC COM 00461U105 2,808 380,007 SH   DFND 1 380,007 0 0
ACM RESEARCH INC-CLASS A COM CL A 00108J109 839 77,179 SH   DFND 1 77,179 0 0
ACNB CORP COM 000868109 2,264 57,707 SH   DFND 1 57,707 0 0
ACORDA THERAPEUTICS INC COM 00484M106 8,205 526,660 SH   DFND 1 526,660 0 0
ACORDA THERAPEUTICS INC COM 00484M106 191 12,317 SH   DFND 1 2 12,317 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 167 432,407 SH   DFND 1 432,407 0 0
ACTIVISION BLIZZARD INC COM 00507V109 423,495 9,110,800 SH   DFND 1 9,033,718 0 77,082
ACTIVISION BLIZZARD INC COM 00507V109 246 5,302 SH   DFND 1 2 5,302 0 0
ACTUANT CORP-A CL A NEW 00508X203 13,418 639,281 SH   DFND 1 639,281 0 0
ACTUANT CORP-A CL A NEW 00508X203 56 2,707 SH   DFND 1 2 2,707 0 0
ACUITY BRANDS INC COM 00508Y102 56,738 493,854 SH   DFND 1 485,563 0 8,291
ACUSHNET HOLDINGS CORP COM 005098108 7,845 372,359 SH   DFND 1 372,359 0 0
ACUSHNET HOLDINGS CORP COM 005098108 19 945 SH   DFND 1 2 945 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,988 232,900 SH   DFND 1 232,900 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 677 301,330 SH   DFND 1 301,330 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 3,336 264,366 SH   DFND 1 2 264,366 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 2,294 157,478 SH   DFND 1 2 157,478 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 965 24,934 SH   DFND 1 24,934 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 225 39,248 SH   DFND 1 39,248 0 0
ADDUS HOMECARE CORP COM 006739106 7,470 110,049 SH   DFND 1 110,049 0 0
ADDUS HOMECARE CORP COM 006739106 120 1,770 SH   DFND 1 2 1,770 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 16 11,928 SH   DFND 1 11,928 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 1,126 256,051 SH   DFND 1 256,051 0 0
ADIAL PHARMACEUTICALS INC COM 00688A106 69 13,581 SH   DFND 1 13,581 0 0
ADIENT PLC ORD SHS G0084W101 13,172 874,667 SH   DFND 1 856,544 0 18,123
ADIENT PLC ORD SHS G0084W101 31 2,104 SH   DFND 1 2 2,104 0 0
ADMA BIOLOGICS INC COM 000899104 661 276,930 SH   DFND 1 276,930 0 0
ADOBE INC COM 00724F101 1,485,796 6,578,431 SH   DFND 1 6,529,346 0 49,085
ADOBE INC COM 00724F101 232 1,029 SH   DFND 1 2 1,029 0 0
ADOMANI INC COM 00726A100 17 62,890 SH   DFND 1 62,890 0 0
ADT INC COM 00090Q103 6,680 1,111,536 SH   DFND 1 1,111,536 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 29,603 625,608 SH   DFND 1 613,452 0 12,156
ADTRAN INC COM 00738A106 6,034 561,918 SH   DFND 1 561,918 0 0
ADURO BIOTECH INC COM 00739L101 1,656 627,397 SH   DFND 1 627,397 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 156,363 994,692 SH   DFND 1 990,871 0 3,821
ADVANCED DISPOSAL SERVICES I COM 00790X101 18,324 765,425 SH   DFND 1 765,425 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 11,483 473,551 SH   DFND 1 473,551 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 2,531 239,909 SH   DFND 1 239,909 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 18,671 434,929 SH   DFND 1 434,929 0 0
ADVANCED MICRO DEVICES COM 007903107 240,885 13,069,235 SH   DFND 1 12,975,646 0 93,589
ADVANSIX INC COM 00773T101 7,699 316,320 SH   DFND 1 316,320 0 0
ADVANSIX INC COM 00773T101 49 2,028 SH   DFND 1 2 2,028 0 0
ADVAXIS INC COM NEW 007624208 47 251,866 SH   DFND 1 251,866 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 2,200 698,600 SH   DFND 1 698,600 0 0
AECOM COM 00766T100 43,223 1,631,090 SH   DFND 1 1,598,758 0 32,332
AEGION CORP COM 00770F104 6,067 371,812 SH   DFND 1 371,812 0 0
AEGION CORP COM 00770F104 36 2,221 SH   DFND 1 2 2,221 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 1,217 162,597 SH   DFND 1 162,597 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SHS 007924103 77 16,577 SH   DFND 1 13,137 0 3,440
AEHR TEST SYSTEMS COM 00760J108 138 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 36 59,740 SH   DFND 1 59,740 0 0
AERCAP HOLDINGS NV SHS N00985106 19,721 500,228 SH   DFND 1 500,228 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 15,735 435,883 SH   DFND 1 435,883 0 0
AEROHIVE NETWORKS INC COM 007786106 1,288 395,142 SH   DFND 1 395,142 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 26,858 762,387 SH   DFND 1 762,387 0 0
AEROVIRONMENT INC COM 008073108 16,166 237,914 SH   DFND 1 237,914 0 0
AES CORP COM 00130H105 136,934 9,484,866 SH   DFND 1 9,450,153 0 34,713
AETHLON MEDICAL INC COM NEW 00808Y208 102 62,035 SH   DFND 1 62,035 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 117 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 69,654 716,044 SH   DFND 1 713,283 0 2,761
AFFILIATED MANAGERS GROUP COM 008252108 952 9,780 SH   DFND 1 2 9,780 0 0
AFFIMED NV COM N01045108 205 66,074 SH   DFND 1 66,074 0 0
AFLAC INC COM 001055102 471,555 10,367,524 SH   DFND 1 10,325,583 0 41,941
AG MORTGAGE INVESTMENT TRUST COM 001228105 4,553 285,832 SH   DFND 1 285,832 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 477 29,966 SH   DFND 1 2 29,966 0 0
AGCO CORP COM 001084102 68,991 1,239,289 SH   DFND 1 1,225,682 0 13,607
AGENUS INC COM NEW 00847G705 2,528 1,062,200 SH   DFND 1 1,062,200 0 0
AGEX THERAPEUTICS INC COM 00848H108 366 122,517 SH   DFND 1 122,517 0 0
AGILE THERAPEUTICS INC COM 00847L100 132 230,496 SH   DFND 1 230,496 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 284,525 4,224,920 SH   DFND 1 4,207,312 0 17,608
AGILENT TECHNOLOGIES INC COM 00846U101 614 9,115 SH   DFND 1 2 9,115 0 0
AGILYSYS INC COM 00847J105 2,807 195,797 SH   DFND 1 195,797 0 0
AGILYSYS INC COM 00847J105 44 3,097 SH   DFND 1 2 3,097 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 25,202 546,568 SH   DFND 1 546,568 0 0
AGNC INVESTMENT CORP COM 00123Q104 127,115 7,240,959 SH   DFND 1 7,234,184 0 6,775
AGNICO EAGLE MINES LTD COMSTK 008474108 7,760 193,860 SH   DFND 1 193,860 0 0
AGREE REALTY CORP COM 008492100 21,044 355,955 SH   DFND 1 355,955 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 1,157 305,477 SH   DFND 1 305,477 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 11,295 472,225 SH   DFND 1 472,225 0 0
AIR LEASE CORP CL A 00912X302 31,496 1,042,569 SH   DFND 1 1,042,569 0 0
AIR LEASE CORP CL A 00912X302 189 6,269 SH   DFND 1 2 6,269 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 421,179 2,636,556 SH   DFND 1 2,624,570 0 11,986
AIR TRANSPORT SERVICES GROUP COM 00922R105 15,111 662,506 SH   DFND 1 662,506 0 0
AIRCASTLE LTD COM G0129K104 10,037 582,246 SH   DFND 1 582,246 0 0
AIRGAIN INC COM 00938A104 334 33,784 SH   DFND 1 33,784 0 0
AIRMEDIA GROUP INC-ADR SPONSORED ADS 009411109 5 20,876 SH   DFND 1 20,876 0 0
AJRD 2.25 12/15/23 NOTE 2.250%12/1 007800AB1 3,056 2,081,000 PRN   DFND 1 2 2,081,000 0 0
AK STEEL HOLDING CORP COM 001547108 7,313 3,250,537 SH   DFND 1 3,250,537 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 131,125 2,150,566 SH   DFND 1 2,142,030 0 8,536
AKCEA THERAPEUTICS INC COM 00972L107 6,782 225,034 SH   DFND 1 225,034 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 5,593 1,011,544 SH   DFND 1 1,010,515 0 1,029
AKERS BIOSCIENCES INC COM NEW 00973E300 89 79,604 SH   DFND 1 79,604 0 0
AKORN INC COM 009728106 3,495 1,031,121 SH   DFND 1 1,031,121 0 0
AKORN INC COM 009728106 344 101,658 SH   DFND 1 2 101,658 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 854 171,869 SH   DFND 1 171,869 0 0
ALAMO GROUP INC COM 011311107 7,918 102,417 SH   DFND 1 102,417 0 0
ALARM.COM HOLDINGS INC COM 011642105 20,030 386,171 SH   DFND 1 386,171 0 0
ALARM.COM HOLDINGS INC COM 011642105 374 7,218 SH   DFND 1 2 7,218 0 0
ALASKA AIR GROUP INC COM 011659109 112,942 1,858,086 SH   DFND 1 1,851,223 0 6,863
ALASKA COMM SYSTEMS GROUP COM 01167P101 520 361,214 SH   DFND 1 361,214 0 0
ALBANY INTL CORP-CL A CL A 012348108 18,754 300,404 SH   DFND 1 300,404 0 0
ALBEMARLE CORP COM 012653101 104,495 1,358,277 SH   DFND 1 1,352,710 0 5,567
ALBIREO PHARMA INC COM 01345P106 2,390 97,434 SH   DFND 1 97,434 0 0
ALCOA CORP COM 013872106 50,823 1,912,090 SH   DFND 1 1,912,090 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 6,646 648,440 SH   DFND 1 648,440 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 2,036 245,392 SH   DFND 1 245,392 0 0
ALEXANDER & BALDWIN INC COM 014491104 14,133 768,971 SH   DFND 1 754,981 0 13,990
ALEXANDER'S INC COM 014752109 10,769 35,340 SH   DFND 1 35,340 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 194,957 1,694,216 SH   DFND 1 1,688,580 0 5,636
ALEXION PHARMACEUTICALS INC COM 015351109 260,568 2,681,411 SH   DFND 1 2,659,225 0 22,186
ALEXION PHARMACEUTICALS INC COM 015351109 48 498 SH   DFND 1 2 498 0 0
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 333,476 2,450,597 SH   DFND 1 2,449,877 0 720
ALICO INC COM 016230104 1,013 34,364 SH   DFND 1 34,364 0 0
ALIGN TECHNOLOGY INC COM 016255101 221,101 1,057,392 SH   DFND 1 1,049,653 0 7,739
ALIMERA SCIENCES INC COM 016259103 103 144,795 SH   DFND 1 144,795 0 0
ALITHYA GROUP INC-CLASS A CL A SUB VTG 01643B106 105 44,693 SH   DFND 1 44,693 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 32 24,901 SH   DFND 1 24,901 0 0
ALKERMES PLC SHS G01767105 45,602 1,546,255 SH   DFND 1 1,546,131 0 124
ALLAKOS INC COM 01671P100 6,431 123,041 SH   DFND 1 123,041 0 0
ALLEGHANY CORP COM 017175100 92,294 148,165 SH   DFND 1 145,096 0 3,069
ALLEGHENY TECHNOLOGIES INC COM 01741R102 28,927 1,328,777 SH   DFND 1 1,302,769 0 26,008
ALLEGIANCE BANCSHARES INC COM 01748H107 4,939 152,593 SH   DFND 1 152,593 0 0
ALLEGIANT TRAVEL CO COM 01748X102 14,682 146,504 SH   DFND 1 146,504 0 0
ALLEGION PLC ORD SHS G0176J109 101,251 1,272,372 SH   DFND 1 1,267,390 0 4,982
ALLEGION PLC ORD SHS G0176J109 138 1,742 SH   DFND 1 2 1,742 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 394 72,314 SH   DFND 1 72,314 0 0
ALLERGAN PLC SHS G0177J108 533,593 3,999,536 SH   DFND 1 3,982,446 0 17,090
ALLERGAN PLC SHS G0177J108 174 1,303 SH   DFND 1 2 1,303 0 0
ALLETE INC COM NEW 018522300 50,263 659,457 SH   DFND 1 648,816 0 10,641
ALLIANCE DATA SYSTEMS CORP COM 018581108 100,390 669,986 SH   DFND 1 667,531 0 2,455
ALLIANCE DATA SYSTEMS CORP COM 018581108 173 1,155 SH   DFND 1 2 1,155 0 0
ALLIANCE MMA INC COM 018626101 5 31,107 SH   DFND 1 31,107 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,557 89,801 SH   DFND 1 89,801 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 887 51,188 SH   DFND 1 2 51,188 0 0
ALLIANCEBERNSTEIN GL HI INC COM 01879R106 140 13,384 SH   DFND 1 2 13,384 0 0
ALLIANT ENERGY CORP COM 018802108 144,443 3,424,034 SH   DFND 1 3,411,668 0 12,366
ALLIED MOTION TECHNOLOGIES COM 019330109 3,735 83,588 SH   DFND 1 83,588 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 170 3,818 SH   DFND 1 2 3,818 0 0
ALLIQUA BIOMEDICAL INC COM PAR 019621309 37 20,266 SH   DFND 1 20,266 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 73,229 1,667,721 SH   DFND 1 1,667,721 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 511 11,638 SH   DFND 1 2 11,638 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 8,592 319,068 SH   DFND 1 319,068 0 0
ALLOT LTD SHS M0854Q105 110 18,186 SH   DFND 1 18,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 24,234 2,513,987 SH   DFND 1 2,473,077 0 40,910
ALLSTATE CORP COM 020002101 389,731 4,724,401 SH   DFND 1 4,706,348 0 18,053
ALLSTATE CORP COM 020002101 737 8,921 SH   DFND 1 2 8,921 0 0
ALLY FINANCIAL INC COM 02005N100 91,484 4,039,902 SH   DFND 1 4,039,902 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 66,708 915,533 SH   DFND 1 915,409 0 124
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,410 236,590 SH   DFND 1 236,590 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 3,990,173 3,825,248 SH   DFND 1 3,796,108 0 29,140
ALPHABET INC-CL C CAP STK CL C 02079K107 4,078,140 3,944,925 SH   DFND 1 3,913,416 0 31,509
ALPHATEC HOLDINGS INC COM NEW 02081G201 107 47,147 SH   DFND 1 47,147 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 137 37,340 SH   DFND 1 37,340 0 0
ALTA MESA RESOURCES INC-A CL A 02133L109 1,239 1,239,611 SH   DFND 1 1,239,611 0 0
ALTABA INC COM 021346101 929 16,037 SH   DFND 1 16,037 0 0
ALTABA INC COM 021346101 2,589 44,700 SH   DFND 1 2 44,700 0 0
ALTAIR ENGINEERING INC - A COM CL A 021369103 8,561 310,410 SH   DFND 1 310,410 0 0
ALTAIR ENGINEERING INC - A COM CL A 021369103 5 193 SH   DFND 1 2 193 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 18,603 312,827 SH   DFND 1 312,827 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 140 2,368 SH   DFND 1 2 2,368 0 0
ALTICE USA INC- A CL A 02156K103 14,147 856,408 SH   DFND 1 856,408 0 0
ALTICE USA INC- A CL A 02156K103 660 40,000 SH   DFND 1 2 40,000 0 0
ALTIMMUNE INC COM NEW 02155H200 33 16,112 SH   DFND 1 16,088 0 24
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2,944 130,913 SH   DFND 1 130,913 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 16,813 668,547 SH   DFND 1 668,547 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 147 5,880 SH   DFND 1 2 5,880 0 0
ALTRIA GROUP INC COM 02209S103 1,228,987 24,923,413 SH   DFND 1 24,824,925 0 98,488
ALTRIA GROUP INC COM 02209S103 248 5,027 SH   DFND 1 2 5,027 0 0
ALTUS MIDSTREAM CO -A CL A 02215L100 95 12,314 SH   DFND 1 12,314 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 6,604 434,805 SH   DFND 1 434,678 0 127
AMALGAMATED BK OF NEW YORK-A CLASS A 022663108 1,972 101,150 SH   DFND 1 101,150 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 2,967 218,014 SH   DFND 1 218,014 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 225 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 7,587,128 5,060,767 SH   DFND 1 5,017,858 0 42,909
AMAZON.COM INC COM 023135106 588 392 SH   DFND 1 2 392 0 0
AMBAC FINANCIAL GROUP INC COM NEW 023139884 8,576 497,472 SH   DFND 1 497,472 0 0
AMBARELLA INC SHS G037AX101 4,622 132,140 SH   DFND 1 132,096 0 44
AMBER ROAD INC COM 02318Y108 2,036 247,392 SH   DFND 1 247,392 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 194 49,643 SH   DFND 1 49,643 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 6,827 556,016 SH   DFND 1 556,016 0 0
AMC NETWORKS INC-A CL A 00164V103 28,189 513,663 SH   DFND 1 504,342 0 9,321
AMC NETWORKS INC-A CL A 00164V103 54 989 SH   DFND 1 2 989 0 0
AMDOCS LTD SHS G02602103 29,976 511,712 SH   DFND 1 511,712 0 0
AMDOCS LTD SHS G02602103 36 617 SH   DFND 1 2 617 0 0
AMEDISYS INC COM 023436108 49,921 426,275 SH   DFND 1 426,275 0 0
AMEDISYS INC COM 023436108 436 3,724 SH   DFND 1 2 3,724 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 2,006 68,457 SH   DFND 1 68,457 0 0
AMERCO COM 023586100 32,214 98,234 SH   DFND 1 98,234 0 0
AMEREN CORPORATION COM 023608102 220,707 3,389,046 SH   DFND 1 3,376,242 0 12,804
AMERESCO INC-CL A CL A 02361E108 2,759 195,727 SH   DFND 1 195,727 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 219 39,141 SH   DFND 1 39,141 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 170 30,297 SH   DFND 1 2 30,297 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 177,248 5,527,432 SH   DFND 1 5,484,285 0 43,147
AMERICAN AIRLINES GROUP INC COM 02376R102 114 3,561 SH   DFND 1 2 3,561 0 0
AMERICAN ASSETS TRUST INC COM 024013104 21,660 539,217 SH   DFND 1 539,217 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 17,811 1,604,617 SH   DFND 1 1,604,617 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 72,606 1,754,211 SH   DFND 1 1,725,856 0 28,355
AMERICAN EAGLE OUTFITTERS COM 02553E106 36,017 1,863,312 SH   DFND 1 1,827,681 0 35,631
AMERICAN EAGLE OUTFITTERS COM 02553E106 5 278 SH   DFND 1 2 278 0 0
AMERICAN ELECTRIC POWER COM 025537101 443,292 5,942,257 SH   DFND 1 5,916,196 0 26,061
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 9 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 26,641 953,517 SH   DFND 1 953,517 0 0
AMERICAN EXPRESS CO COM 025816109 807,245 8,484,930 SH   DFND 1 8,447,150 0 37,780
AMERICAN EXPRESS CO COM 025816109 113 1,191 SH   DFND 1 2 1,191 0 0
AMERICAN FINANCE TRUST INC COM CLASS A 02607T109 5,171 388,254 SH   DFND 1 388,254 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 75,925 839,208 SH   DFND 1 824,628 0 14,580
AMERICAN HOMES 4 RENT- A CL A 02665T306 69,448 3,498,653 SH   DFND 1 3,498,653 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 406,574 10,336,635 SH   DFND 1 10,290,267 0 46,368
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 82 2,095 SH   DFND 1 2 2,095 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 14,265 112,117 SH   DFND 1 112,117 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 7,839 609,599 SH   DFND 1 609,599 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 5,651 198,587 SH   DFND 1 198,587 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 58 2,066 SH   DFND 1 2 2,066 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 2,233 193,901 SH   DFND 1 193,901 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 133 11,608 SH   DFND 1 2 11,608 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 158 11,472 SH   DFND 1 11,472 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 3,295 315,380 SH   DFND 1 315,380 0 0
AMERICAN STATES WATER CO COM 029899101 26,345 392,979 SH   DFND 1 392,979 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 1,385 124,221 SH   DFND 1 124,221 0 0
AMERICAN TOWER CORP COM 03027X100 827,966 5,244,004 SH   DFND 1 5,220,377 0 23,627
AMERICAN VANGUARD CORP COM 030371108 4,449 292,913 SH   DFND 1 292,913 0 0
AMERICAN WATER WORKS CO INC COM 030420103 214,070 2,362,440 SH   DFND 1 2,352,974 0 9,466
AMERICAN WOODMARK CORP COM 030506109 9,548 171,481 SH   DFND 1 171,481 0 0
AMERICA'S CAR-MART INC COM 03062T105 5,069 69,973 SH   DFND 1 69,973 0 0
AMERICOLD REALTY TRUST COM 03064D108 24,437 956,820 SH   DFND 1 956,820 0 0
AMERIGAS PARTNERS-LP UNIT L P INT 030975106 922 36,470 SH   DFND 1 2 36,470 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 202,376 1,942,218 SH   DFND 1 1,934,474 0 7,744
AMERIPRISE FINANCIAL INC COM 03076C106 958 9,188 SH   DFND 1 2 9,188 0 0
AMERIS BANCORP COM 03076K108 14,986 473,221 SH   DFND 1 473,221 0 0
AMERISAFE INC COM 03071H100 12,607 222,393 SH   DFND 1 222,393 0 0
AMERISERV FINANCIAL INC COM 03074A102 59 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 145,141 1,954,420 SH   DFND 1 1,945,139 0 9,281
AMERISOURCEBERGEN CORP COM 03073E105 32 441 SH   DFND 1 2 441 0 0
AMES NATIONAL CORP COM 031001100 1,709 67,249 SH   DFND 1 67,249 0 0
AMETEK INC COM 031100100 200,498 2,966,822 SH   DFND 1 2,954,656 0 12,166
AMGEN INC COM 031162100 1,719,456 8,846,141 SH   DFND 1 8,781,187 0 64,954
AMGEN INC COM 031162100 794 4,083 SH   DFND 1 2 4,083 0 0
AMICUS THERAPEUTICS INC COM 03152W109 20,919 2,183,679 SH   DFND 1 2,183,679 0 0
AMKOR TECHNOLOGY INC COM 031652100 12,987 1,979,861 SH   DFND 1 1,979,861 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 27,749 489,762 SH   DFND 1 489,762 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 12,041 889,980 SH   DFND 1 889,980 0 0
AMPCO-PITTSBURGH CORP COM 032037103 158 51,041 SH   DFND 1 51,041 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 8,341 419,182 SH   DFND 1 419,182 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 121 6,119 SH   DFND 1 2 6,119 0 0
AMPHENOL CORP-CL A CL A 032095101 346,956 4,289,174 SH   DFND 1 4,273,380 0 15,794
AMPHENOL CORP-CL A CL A 032095101 37 461 SH   DFND 1 2 461 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 340 863,711 SH   DFND 1 863,711 0 0
AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 15 72,911 SH   DFND 1 72,911 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 339 74,914 SH   DFND 1 74,914 0 0
AMYRIS INC COM NEW 03236M200 1,363 408,253 SH   DFND 1 408,253 0 0
ANADARKO PETROLEUM CORP COM 032511107 256,767 5,868,396 SH   DFND 1 5,841,417 0 26,979
ANADARKO PETROLEUM CORP COM 032511107 16 370 SH   DFND 1 2 370 0 0
ANALOG DEVICES INC COM 032654105 424,353 4,950,995 SH   DFND 1 4,913,346 0 37,649
ANAPLAN INC COM 03272L108 5,615 211,600 SH   DFND 1 211,600 0 0
ANAPTYSBIO INC COM 032724106 16,187 253,758 SH   DFND 1 253,758 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 455 291,948 SH   DFND 1 291,948 0 0
ANDERSONS INC/THE COM 034164103 8,964 299,930 SH   DFND 1 299,930 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 7,196 447,798 SH   DFND 1 447,798 0 0
ANGIODYNAMICS INC COM 03475V101 13,381 664,744 SH   DFND 1 664,744 0 0
ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 12 999 SH   DFND 1 0 0 999
ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 591 47,103 SH   DFND 1 2 47,103 0 0
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 1,009 15,341 SH   DFND 1 15,341 0 0
ANI PHARMACEUTICALS INC COM 00182C103 4,279 95,056 SH   DFND 1 95,056 0 0
ANI PHARMACEUTICALS INC COM 00182C103 108 2,403 SH   DFND 1 2 2,403 0 0
ANIKA THERAPEUTICS INC COM 035255108 5,990 178,234 SH   DFND 1 178,112 0 122
ANIXA BIOSCIENCES INC COM 03528H109 391 99,405 SH   DFND 1 99,405 0 0
ANIXTER INTERNATIONAL INC COM 035290105 19,558 360,126 SH   DFND 1 359,796 0 330
ANNALY CAPITAL MANAGEMENT IN COM 035710409 182,534 18,578,022 SH   DFND 1 18,570,897 0 7,125
ANSYS INC COM 03662Q105 156,126 1,094,169 SH   DFND 1 1,089,789 0 4,380
ANTARES PHARMA INC COM 036642106 4,327 1,590,909 SH   DFND 1 1,590,909 0 0
ANTARES PHARMA INC COM 036642106 51 18,813 SH   DFND 1 2 18,813 0 0
ANTERO RESOURCES CORP COM 03674X106 24,630 2,624,491 SH   DFND 1 2,624,491 0 0
ANTHEM INC COM 036752103 888,145 3,387,625 SH   DFND 1 3,373,837 0 13,788
ANWORTH MORTGAGE ASSET CORP COM 037347101 4,682 1,158,950 SH   DFND 1 1,158,950 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 7 1,941 SH   DFND 1 2 1,941 0 0
AON PLC SHS CL A G0408V102 417,905 2,880,464 SH   DFND 1 2,867,840 0 12,624
APACHE CORP COM 037411105 127,525 4,866,739 SH   DFND 1 4,846,431 0 20,308
APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 226 8,918 SH   DFND 1 8,918 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 119,365 2,722,787 SH   DFND 1 2,714,629 0 8,158
APELLIS PHARMACEUTICALS INC COM 03753U106 5,564 421,849 SH   DFND 1 421,849 0 0
APERGY CORP COM 03755L104 20,582 760,049 SH   DFND 1 743,645 0 16,404
APOGEE ENTERPRISES INC COM 037598109 9,405 315,077 SH   DFND 1 315,077 0 0
APOGEE ENTERPRISES INC COM 037598109 411 13,780 SH   DFND 1 2 13,780 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 20,403 1,224,702 SH   DFND 1 1,216,179 0 8,523
APOLLO ENDOSURGERY INC COM 03767D108 215 62,325 SH   DFND 1 62,325 0 0
APOLLO INVESTMENT CORP COM NEW 03761U502 0 78 SH   DFND 1 0 0 78
APOLLO INVESTMENT CORP COM NEW 03761U502 146 11,788 SH   DFND 1 2 11,788 0 0
APOLLO MEDICAL HOLDINGS INC COM NEW 03763A207 3,641 183,445 SH   DFND 1 183,445 0 0
APPFOLIO INC - A COM CL A 03783C100 8,703 146,975 SH   DFND 1 146,745 0 230
APPFOLIO INC - A COM CL A 03783C100 85 1,450 SH   DFND 1 2 1,450 0 0
APPIAN CORP CL A 03782L101 5,180 193,954 SH   DFND 1 193,954 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 50,644 3,551,509 SH   DFND 1 3,551,509 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 19 1,398 SH   DFND 1 2 1,398 0 0
APPLE INC COM 037833100 9,198,162 58,411,556 SH   DFND 1 57,966,071 0 445,485
APPLE INC COM 037833100 450 2,856 SH   DFND 1 2 2,856 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 58 147,307 SH   DFND 1 147,307 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 205 82,686 SH   DFND 1 82,686 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 22,016 408,160 SH   DFND 1 408,160 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 127 2,362 SH   DFND 1 2 2,362 0 0
APPLIED MATERIALS INC COM 038222105 459,068 14,043,938 SH   DFND 1 13,944,859 0 99,079
APPLIED MATERIALS INC COM 038222105 385 11,781 SH   DFND 1 2 11,781 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 3,190 206,746 SH   DFND 1 206,650 0 96
APPLIED OPTOELECTRONICS INC COM 03823U102 30 1,993 SH   DFND 1 2 1,993 0 0
APPROACH RESOURCES INC COM 03834A103 463 531,253 SH   DFND 1 531,253 0 0
APPTIO INC - CLASS A CL A 03835C108 15,111 398,082 SH   DFND 1 398,082 0 0
APRICUS BIOSCIENCES INC COM NEW 81577F109 43 228,416 SH   DFND 1 228,416 0 0
APTARGROUP INC COM 038336103 58,083 617,453 SH   DFND 1 604,455 0 12,998
APTEVO THERAPEUTICS INC COM 03835L108 145 114,442 SH   DFND 1 114,349 0 93
APTINYX INC COM 03836N103 1,777 107,464 SH   DFND 1 107,464 0 0
APTIV PLC SHS G6095L109 203,763 3,315,449 SH   DFND 1 3,301,639 0 13,810
APTOSE BIOSCIENCES INC COM NEW 03835T200 33 17,740 SH   DFND 1 17,740 0 0
AQUA AMERICA INC COM 03836W103 60,217 1,761,248 SH   DFND 1 1,724,427 0 36,821
AQUA METALS INC COM 03837J101 403 221,923 SH   DFND 1 221,923 0 0
AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 69 33,782 SH   DFND 1 33,782 0 0
AQUANTIA CORP COM 03842Q108 2,177 248,342 SH   DFND 1 248,342 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 2,399 127,050 SH   DFND 1 127,050 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 278 44,208 SH   DFND 1 44,208 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 368 170,483 SH   DFND 1 170,483 0 0
ARADIGM CORP COM PAR 038505400 20 63,010 SH   DFND 1 63,010 0 0
ARAMARK COM 03852U106 71,972 2,485,935 SH   DFND 1 2,485,935 0 0
ARAMARK COM 03852U106 171 5,914 SH   DFND 1 2 5,914 0 0
ARATANA THERAPEUTICS INC COM 03874P101 3,226 526,329 SH   DFND 1 526,329 0 0
ARAVIVE INC COM 03890D108 105 29,959 SH   DFND 1 29,959 0 0
ARBOR REALTY TRUST INC COM 038923108 7,549 749,698 SH   DFND 1 749,698 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 903 235,932 SH   DFND 1 235,932 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 511 249,287 SH   DFND 1 249,287 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 241 117,667 SH   DFND 1 2 117,667 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 35 35,276 SH   DFND 1 35,276 0 0
ARCA BIOPHARMA INC COM PAR 00211Y407 16 48,679 SH   DFND 1 48,679 0 0
ARCBEST CORP COM 03937C105 10,364 302,525 SH   DFND 1 302,525 0 0
ARCBEST CORP COM 03937C105 119 3,481 SH   DFND 1 2 3,481 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 311 15,075 SH   DFND 1 14,433 0 642
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 252 12,218 SH   DFND 1 2 12,218 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 116,495 4,362,522 SH   DFND 1 4,362,522 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 117 4,394 SH   DFND 1 2 4,394 0 0
ARCH COAL INC - A CL A 039380407 19,996 240,953 SH   DFND 1 240,953 0 0
ARCH COAL INC - A CL A 039380407 527 6,351 SH   DFND 1 2 6,351 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 332,374 8,125,400 SH   DFND 1 8,096,015 0 29,385
ARCHER-DANIELS-MIDLAND CO COM 039483102 135 3,309 SH   DFND 1 2 3,309 0 0
ARCHROCK INC COM 03957W106 10,630 1,419,306 SH   DFND 1 1,417,094 0 2,212
ARCONIC INC COM 03965L100 92,712 5,508,767 SH   DFND 1 5,486,225 0 22,542
ARCONIC INC COM 03965L100 711 42,225 SH   DFND 1 2 42,225 0 0
ARCOSA INC COM 039653100 12,784 461,705 SH   DFND 1 461,705 0 0
ARCUS BIOSCIENCES INC COM 03969F109 1,951 181,172 SH   DFND 1 181,172 0 0
ARDAGH GROUP SA CL A L0223L101 520 46,977 SH   DFND 1 46,977 0 0
ARDAGH GROUP SA CL A L0223L101 67 6,051 SH   DFND 1 2 6,051 0 0
ARDELYX INC COM 039697107 1,193 666,529 SH   DFND 1 666,529 0 0
ARDELYX INC COM 039697107 24 13,800 SH   DFND 1 2 13,800 0 0
ARDMORE SHIPPING CORP COM Y0207T100 548 117,534 SH   DFND 1 117,534 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 22,018 565,289 SH   DFND 1 565,289 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 3,811 292,277 SH   DFND 1 292,277 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 195 14,962 SH   DFND 1 2 14,962 0 0
ARGAN INC COM 04010E109 7,052 186,369 SH   DFND 1 186,369 0 0
ARGENX SE - ADR SPONSORED ADR 04016X101 1,405 14,630 SH   DFND 1 14,630 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 23,386 347,750 SH   DFND 1 347,750 0 0
ARI 5.375 10/15/23 NOTE 5.375%10/1 03762UAC9 2,394 2,500,000 PRN   DFND 1 2 2,500,000 0 0
ARISTA NETWORKS INC COM 040413106 143,006 679,899 SH   DFND 1 677,171 0 2,728
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,298 317,427 SH   DFND 1 311,710 0 5,717
ARLO TECHNOLOGIES INC COM 04206A101 8,106 812,241 SH   DFND 1 812,241 0 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 6,936 493,322 SH   DFND 1 493,322 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 8,965 437,352 SH   DFND 1 437,352 0 0
ARMSTRONG FLOORING INC COM 04238R106 2,978 251,546 SH   DFND 1 251,546 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 26,164 449,491 SH   DFND 1 449,491 0 0
AROTECH CORP COM NEW 042682203 399 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 3,288 1,187,121 SH   DFND 1 1,187,121 0 0
ARRAY BIOPHARMA INC COM 04269X105 35,549 2,494,726 SH   DFND 1 2,494,726 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 55,972 1,830,947 SH   DFND 1 1,797,129 0 33,818
ARROW ELECTRONICS INC COM 042735100 63,269 918,201 SH   DFND 1 900,177 0 18,024
ARROW FINANCIAL CORP COM 042744102 4,252 132,820 SH   DFND 1 132,820 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 12,238 985,405 SH   DFND 1 985,405 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 137 11,053 SH   DFND 1 2 11,053 0 0
ARSANIS INC COM 042873109 153 66,139 SH   DFND 1 66,139 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,636 132,956 SH   DFND 1 132,956 0 0
ARTHUR J GALLAGHER & CO COM 363576109 187,573 2,549,309 SH   DFND 1 2,539,683 0 9,626
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 14,793 669,083 SH   DFND 1 667,789 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 256 11,581 SH   DFND 1 2 11,581 0 0
ARVINAS INC COM 04335A105 846 65,837 SH   DFND 1 65,837 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 13,699 205,507 SH   DFND 1 205,507 0 0
ASCENA RETAIL GROUP INC COM 04351G101 5,041 2,008,390 SH   DFND 1 2,008,390 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 1,926 30,743 SH   DFND 1 30,743 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 26 68,922 SH   DFND 1 68,922 0 0
ASE TECHNOLOGY HOLDING -ADR SPONSORED ADS 00215W100 48 12,805 SH   DFND 1 7,980 0 4,825
ASGN INC COM 00191U102 30,854 566,133 SH   DFND 1 555,274 0 10,859
ASGN INC COM 00191U102 128 2,364 SH   DFND 1 2 2,364 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 4,853 1,213,331 SH   DFND 1 1,206,887 0 6,444
ASHFORD HOSPITALITY TRUST COM SHS 044103109 115 28,883 SH   DFND 1 2 28,883 0 0
ASHFORD INC COM 044104107 548 10,562 SH   DFND 1 10,562 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 43,605 614,506 SH   DFND 1 601,576 0 12,930
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 8,265 53,112 SH   DFND 1 49,853 0 3,259
ASPEN AEROGELS INC COM 04523Y105 202 94,870 SH   DFND 1 94,870 0 0
ASPEN GROUP INC COM NEW 04530L203 94 17,228 SH   DFND 1 17,228 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 25,605 609,796 SH   DFND 1 597,443 0 12,353
ASPEN TECHNOLOGY INC COM 045327103 57,580 700,666 SH   DFND 1 700,666 0 0
ASRT 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 5,924 8,801,000 PRN   DFND 1 2 8,801,000 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 5,158 228,069 SH   DFND 1 228,069 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 2,443 676,911 SH   DFND 1 676,911 0 0
ASSOCIATED BANC-CORP COM 045487105 32,235 1,628,897 SH   DFND 1 1,594,592 0 34,305
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,307 37,110 SH   DFND 1 37,110 0 0
ASSURANT INC COM 04621X108 63,569 711,913 SH   DFND 1 709,181 0 2,732
ASSURED GUARANTY LTD COM G0585R106 42,382 1,107,182 SH   DFND 1 1,107,182 0 0
ASTA FUNDING INC COM 046220109 168 39,457 SH   DFND 1 39,457 0 0
ASTEC INDUSTRIES INC COM 046224101 7,760 257,060 SH   DFND 1 257,060 0 0
ASTEC INDUSTRIES INC COM 046224101 171 5,679 SH   DFND 1 2 5,679 0 0
ASTERIAS BIOTHERAPEUTICS COM SER A 04624N107 78 126,959 SH   DFND 1 126,959 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 2,248 59,214 SH   DFND 1 57,262 0 1,952
ASTRONICS CORP COM 046433108 11,087 364,134 SH   DFND 1 364,134 0 0
ASTRONOVA INC COM 04638F108 880 46,934 SH   DFND 1 46,934 0 0
ASTROTECH CORP COM NEW 046484200 49 10,359 SH   DFND 1 10,359 0 0
ASURE SOFTWARE INC COM 04649U102 671 132,250 SH   DFND 1 132,250 0 0
AT HOME GROUP INC COM 04650Y100 6,255 335,228 SH   DFND 1 335,228 0 0
AT&T INC COM 00206R102 2,643,149 92,763,348 SH   DFND 1 92,367,582 0 395,766
AT&T INC COM 00206R102 841 29,486 SH   DFND 1 2 29,486 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 17,303 498,078 SH   DFND 1 498,078 0 0
ATHENAHEALTH INC COM 04685W103 52,717 399,590 SH   DFND 1 399,590 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 51,483 1,293,529 SH   DFND 1 1,293,529 0 0
ATHENEX INC COM 04685N103 6,213 489,666 SH   DFND 1 489,666 0 0
ATHERSYS INC COM 04744L106 1,997 1,386,956 SH   DFND 1 1,386,956 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 13,812 696,185 SH   DFND 1 696,185 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 350 17,685 SH   DFND 1 2 17,685 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 4,855 296,627 SH   DFND 1 294,346 0 2,281
ATLANTIC POWER CORP COM NEW 04878Q863 1,292 595,415 SH   DFND 1 583,815 0 11,600
ATLANTIC POWER CORP COM NEW 04878Q863 65 30,040 SH   DFND 1 2 30,040 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,629 83,159 SH   DFND 1 80,585 0 2,574
ATLANTICUS HOLDINGS CORP COM 04914Y102 260 71,490 SH   DFND 1 71,490 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 11,811 279,969 SH   DFND 1 279,969 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 524 64,817 SH   DFND 1 64,817 0 0
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ATLASSIAN CORP PLC-CLASS A CL A G06242104 563 6,330 SH   DFND 1 2 6,330 0 0
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ATN INTERNATIONAL INC COM 00215F107 9,336 130,524 SH   DFND 1 130,524 0 0
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ATRION CORPORATION COM 049904105 13,281 17,922 SH   DFND 1 17,922 0 0
ATTUNITY LTD SHS NEW M15332121 385 19,613 SH   DFND 1 19,613 0 0
ATTUNITY LTD SHS NEW M15332121 444 22,595 SH   DFND 1 2 22,595 0 0
ATYR PHARMA INC COM 002120103 52 106,008 SH   DFND 1 106,008 0 0
AUBURN NATL BANCORPORATION COM 050473107 423 13,377 SH   DFND 1 13,377 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 8,409 394,455 SH   DFND 1 394,455 0 0
AUDIOCODES LTD ORD M15342104 203 20,574 SH   DFND 1 20,574 0 0
AUDIOCODES LTD ORD M15342104 247 25,071 SH   DFND 1 2 25,071 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 443 64,985 SH   DFND 1 64,985 0 0
AURIS MEDICAL HOLDING AG COM H0381L104 8 18,206 SH   DFND 1 18,206 0 0
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AUTOHOME INC-ADR SP ADR RP CL A 05278C107 14 186 SH   DFND 1 2 186 0 0
AUTOLIV INC COM 052800109 50,400 718,219 SH   DFND 1 718,219 0 0
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AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 95 36,999 SH   DFND 1 36,999 0 0
AVALARA INC COM 05338G106 2,689 86,341 SH   DFND 1 86,341 0 0
AVALON HOLDINGS CORP-A CL A 05343P109 27 10,368 SH   DFND 1 10,368 0 0
AVALONBAY COMMUNITIES INC COM 053484101 399,297 2,297,292 SH   DFND 1 2,290,047 0 7,245
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AVEO PHARMACEUTICALS INC COM 053588109 2,231 1,394,576 SH   DFND 1 1,394,576 0 0
AVERY DENNISON CORP COM 053611109 103,143 1,150,187 SH   DFND 1 1,145,442 0 4,745
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AVID TECHNOLOGY INC COM 05367P100 1,584 333,558 SH   DFND 1 333,558 0 0
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AVX CORP COM 002444107 8,057 528,377 SH   DFND 1 527,828 0 549
AWARE INC/MASS COM 05453N100 128 35,720 SH   DFND 1 35,720 0 0
AXA EQUITABLE HOLDINGS INC COM 054561105 20,919 1,259,641 SH   DFND 1 1,259,641 0 0
AXA EQUITABLE HOLDINGS INC COM 054561105 102 6,154 SH   DFND 1 2 6,154 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 47,050 2,010,459 SH   DFND 1 2,010,459 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 6,682 375,416 SH   DFND 1 375,416 0 0
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AXONICS MODULATION TECHNOLOG COM 05465P101 1,135 75,145 SH   DFND 1 75,145 0 0
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AYTU BIOSCIENCE INC COM PAR 054754700 43 54,580 SH   DFND 1 54,580 0 0
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B COMMUNICATIONS LTD SHS M15629104 90 15,531 SH   DFND 1 15,531 0 0
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B. RILEY FINANCIAL INC COM 05580M108 2,782 195,917 SH   DFND 1 195,917 0 0
B2GOLD CORP COMSTK 11777Q209 303 103,798 SH   DFND 1 103,798 0 0
B2GOLD CORP COMSTK 11777Q209 250 85,551 SH   DFND 1 2 85,551 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 496 1,271,989 SH   DFND 1 1,271,989 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 19 50,000 SH   DFND 1 2 50,000 0 0
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BAIDU INC - SPON ADR SPON ADR REP A 056752108 110,038 697,588 SH   DFND 1 684,084 0 13,504
BAKER HUGHES A GE CO CL A 05722G100 129,283 6,024,741 SH   DFND 1 5,997,712 0 27,029
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BALL CORP COM 058498106 202,755 4,417,275 SH   DFND 1 4,399,497 0 17,778
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BANCFIRST CORP COM 05945F103 15,919 319,022 SH   DFND 1 319,022 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 152 28,892 SH   DFND 1 21,158 0 7,734
BANCO SANTANDER MEXICO -ADR SPONSORED ADS B 05969B103 3 620 SH   DFND 1 0 0 620
BANCO SANTANDER MEXICO -ADR SPONSORED ADS B 05969B103 453 73,687 SH   DFND 1 2 73,687 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 353 78,933 SH   DFND 1 68,072 0 10,861
BANCORP INC/THE COM 05969A105 4,746 596,285 SH   DFND 1 596,285 0 0
BANCORP INC/THE COM 05969A105 385 48,442 SH   DFND 1 2 48,442 0 0
BANCORPSOUTH BANK COM 05971J102 25,594 979,129 SH   DFND 1 960,361 0 18,768
BANCROFT FUND LTD COM 059695106 1,291 69,313 SH   DFND 1 2 69,313 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 1,657 40,684 SH   DFND 1 40,684 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 8 212 SH   DFND 1 2 212 0 0
BANK OF AMERICA CORP COM 060505104 2,820,838 114,676,989 SH   DFND 1 114,179,819 0 497,170
BANK OF AMERICA CORP COM 060505104 430 17,486 SH   DFND 1 2 17,486 0 0
BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 4,065 317,640 SH   DFND 1 2 317,640 0 0
BANK OF COMMERCE HOLDINGS COM 06424J103 2,096 191,241 SH   DFND 1 191,241 0 0
BANK OF HAWAII CORP COM 062540109 30,169 448,147 SH   DFND 1 439,507 0 8,640
BANK OF MARIN BANCORP/CA COM 063425102 6,126 148,546 SH   DFND 1 148,546 0 0
BANK OF MONTREAL COM 063671101 690 10,560 SH   DFND 1 9,861 0 699
BANK OF MONTREAL COMSTK 063671101 47,672 729,083 SH   DFND 1 729,083 0 0
BANK OF N.T. BUTTERFIELD&SON SHS NEW G0772R208 5,944 189,610 SH   DFND 1 189,610 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 503,654 10,721,353 SH   DFND 1 10,673,158 0 48,195
BANK OF NEW YORK MELLON CORP COM 064058100 21 461 SH   DFND 1 2 461 0 0
BANK OF NOVA SCOTIA COM 064149107 681 13,675 SH   DFND 1 13,014 0 661
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BANK OZK COM 06417N103 30,451 1,333,823 SH   DFND 1 1,308,811 0 25,012
BANK7 CORP COM 06652N107 158 11,859 SH   DFND 1 11,859 0 0
BANKFINANCIAL CORP COM 06643P104 2,386 159,617 SH   DFND 1 159,617 0 0
BANKUNITED INC COM 06652K103 33,724 1,126,412 SH   DFND 1 1,126,412 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 1,937 67,477 SH   DFND 1 67,477 0 0
BANNER CORPORATION COM NEW 06652V208 19,591 366,324 SH   DFND 1 366,324 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 2,899 99,776 SH   DFND 1 99,229 0 547
BAR HARBOR BANKSHARES COM 066849100 3,518 156,863 SH   DFND 1 156,863 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 671 89,092 SH   DFND 1 86,303 0 2,789
BARCLAYS PLC-SPONS ADR ADR 06738E204 822 109,080 SH   DFND 1 2 109,080 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 1,489 371,439 SH   DFND 1 371,256 0 183
BARNES & NOBLE EDUCATION INC COM 06777U101 186 46,568 SH   DFND 1 2 46,568 0 0
BARNES & NOBLE INC COM 067774109 4,598 648,581 SH   DFND 1 648,290 0 291
BARNES GROUP INC COM 067806109 27,282 508,810 SH   DFND 1 508,810 0 0
BARNWELL INDUSTRIES INC COM 068221100 18 14,145 SH   DFND 1 14,145 0 0
BARRETT BUSINESS SVCS INC COM 068463108 6,899 120,508 SH   DFND 1 119,968 0 540
BARRETT BUSINESS SVCS INC COM 068463108 176 3,079 SH   DFND 1 2 3,079 0 0
BARRICK GOLD CORP COM 067901108 2,793 67,627 SH   DFND 1 66,821 0 806
BARRICK GOLD CORP COMSTK 067901108 16,259 1,202,455 SH   DFND 1 1,202,455 0 0
BASIC ENERGY SERVICES INC COM NEW 06985P209 821 213,859 SH   DFND 1 213,859 0 0
BASSETT FURNITURE INDS COM 070203104 2,450 122,260 SH   DFND 1 122,260 0 0
BAUSCH HEALTH COS INC COMSTK 071734107 4,740 258,186 SH   DFND 1 258,186 0 0
BAXTER INTERNATIONAL INC COM 071813109 423,295 6,442,461 SH   DFND 1 6,414,900 0 27,561
BAXTER INTERNATIONAL INC COM 071813109 114 1,743 SH   DFND 1 2 1,743 0 0
BAYCOM CORP COM 07272M107 1,517 65,722 SH   DFND 1 65,722 0 0
BAYTEX ENERGY CORP COMSTK 07317Q105 49 27,826 SH   DFND 1 27,826 0 0
BB&T CORP COM 054937107 398,655 9,220,118 SH   DFND 1 9,177,777 0 42,341
BBX CAPITAL CORP CL A 05491N104 4,154 725,052 SH   DFND 1 725,052 0 0
BCB BANCORP INC COM 055298103 1,353 129,287 SH   DFND 1 129,287 0 0
BCE INC COM NEW 05534B760 212 5,380 SH   DFND 1 4,122 0 1,258
BCE INC COMSTK 05534B760 20,104 482,340 SH   DFND 1 482,340 0 0
BEACON ROOFING SUPPLY INC COM 073685109 24,140 761,064 SH   DFND 1 761,064 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 182 48,751 SH   DFND 1 48,751 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 3,215 339,180 SH   DFND 1 339,180 0 0
BECTON DICKINSON AND CO COM 075887109 721,582 3,208,583 SH   DFND 1 3,193,923 0 14,660
BED BATH & BEYOND INC COM 075896100 19,258 1,701,312 SH   DFND 1 1,672,749 0 28,563
BED BATH & BEYOND INC COM 075896100 70 6,252 SH   DFND 1 2 6,252 0 0
BEIGENE LTD-ADR SPONSORED ADR 07725L102 18,629 134,057 SH   DFND 1 133,935 0 122
BEL FUSE INC-CL B CL B 077347300 1,835 99,643 SH   DFND 1 99,643 0 0
BEL FUSE INC-CL B CL B 077347300 90 4,889 SH   DFND 1 2 4,889 0 0
BELDEN INC COM 077454106 21,433 513,137 SH   DFND 1 504,797 0 8,340
BELDEN INC COM 077454106 35 860 SH   DFND 1 2 860 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 186 232,890 SH   DFND 1 232,890 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 1,487 509,310 SH   DFND 1 509,310 0 0
BELMOND LTD-CLASS A CL A G1154H107 23,656 945,132 SH   DFND 1 945,132 0 0
BEMIS COMPANY COM 081437105 41,559 905,431 SH   DFND 1 886,597 0 18,834
BENCHMARK ELECTRONICS INC COM 08160H101 12,330 582,172 SH   DFND 1 582,172 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 366 17,311 SH   DFND 1 2 17,311 0 0
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BENEFITFOCUS INC COM 08180D106 12,600 275,611 SH   DFND 1 275,611 0 0
BENEFITFOCUS INC COM 08180D106 463 10,139 SH   DFND 1 2 10,139 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 4,755,592 23,330,983 SH   DFND 1 23,226,525 0 104,458
BERKSHIRE HILLS BANCORP INC COM 084680107 11,731 434,982 SH   DFND 1 434,982 0 0
BERRY GLOBAL GROUP INC COM 08579W103 58,272 1,226,007 SH   DFND 1 1,226,007 0 0
BERRY PETROLEUM CORP COM 08579X101 2,002 228,827 SH   DFND 1 228,827 0 0
BEST BUY CO INC COM 086516101 191,943 3,629,746 SH   DFND 1 3,616,074 0 13,672
BEST BUY CO INC COM 086516101 327 6,182 SH   DFND 1 2 6,182 0 0
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BG STAFFING INC COM 05544A109 1,761 85,308 SH   DFND 1 84,466 0 842
BGC PARTNERS INC-CL A CL A 05541T101 14,539 2,812,235 SH   DFND 1 2,810,959 0 1,276
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 940 19,478 SH   DFND 1 17,845 0 1,633
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 116 2,418 SH   DFND 1 2 2,418 0 0
BHP GROUP PLC-ADR SPONSORED ADS 05545E209 1,311 31,305 SH   DFND 1 30,552 0 753
BIG 5 SPORTING GOODS CORP COM 08915P101 579 223,725 SH   DFND 1 223,725 0 0
BIG LOTS INC COM 089302103 12,150 420,125 SH   DFND 1 411,788 0 8,337
BIGLARI HOLDINGS INC-A COM STK CL A 08986R408 655 1,115 SH   DFND 1 1,115 0 0
BIGLARI HOLDINGS INC-B COM STK CL B 08986R309 1,227 10,810 SH   DFND 1 10,810 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 9,908 1,227,763 SH   DFND 1 1,227,763 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 1,915 517,620 SH   DFND 1 517,620 0 0
BIOGEN INC COM 09062X103 814,869 2,712,508 SH   DFND 1 2,692,043 0 20,465
BIOGEN INC COM 09062X103 321 1,069 SH   DFND 1 2 1,069 0 0
BIOHAVEN PHARMACEUTICAL HOLD COM G11196105 13,077 353,647 SH   DFND 1 353,647 0 0
BIOLASE INC COM NEW 090911207 44 45,244 SH   DFND 1 45,244 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 1,005 83,588 SH   DFND 1 83,588 0 0
BIOLINERX LTD-SPONS ADR SPONSORED ADS 09071M106 25 57,628 SH   DFND 1 57,628 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 139,844 1,643,507 SH   DFND 1 1,635,040 0 8,467
BIO-PATH HOLDINGS INC COM NEW 09057N300 9 52,458 SH   DFND 1 52,458 0 0
BIOPHARMX CORP COM 09072X101 72 671,686 SH   DFND 1 671,686 0 0
BIO-RAD LABORATORIES-A CL A 090572207 49,705 214,045 SH   DFND 1 209,878 0 4,167
BIO-RAD LABORATORIES-A CL A 090572207 33 143 SH   DFND 1 2 143 0 0
BIOSCRIP INC COM 09069N108 5,257 1,472,760 SH   DFND 1 1,472,760 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 4,042 66,703 SH   DFND 1 66,703 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 79 1,314 SH   DFND 1 2 1,314 0 0
BIO-TECHNE CORP COM 09073M104 60,275 416,496 SH   DFND 1 408,581 0 7,915
BIOTELEMETRY INC COM 090672106 22,176 371,345 SH   DFND 1 370,767 0 578
BIOTELEMETRY INC COM 090672106 314 5,273 SH   DFND 1 2 5,273 0 0
BIOTIME INC COM 09066L105 1,120 1,227,540 SH   DFND 1 1,227,540 0 0
BJ'S RESTAURANTS INC COM 09180C106 12,139 240,044 SH   DFND 1 240,044 0 0
BJ'S WHOLESALE CLUB HOLDINGS COM 05550J101 16,121 727,494 SH   DFND 1 727,494 0 0
BK TECHNOLOGIES INC COM 09180A100 295 78,830 SH   DFND 1 78,830 0 0
BLACK BOX CORP COM 091826107 99 92,498 SH   DFND 1 92,498 0 0
BLACK HILLS CORP COM 092113109 36,602 583,033 SH   DFND 1 571,864 0 11,169
BLACK KNIGHT INC COM 09215C105 58,690 1,302,490 SH   DFND 1 1,302,490 0 0
BLACK RIDGE ACQUISITION-CW *W EXP 07/10/202 09216T115 831 2,772,658 SH   DFND 1 2 2,772,658 0 0
BLACKBAUD INC COM 09227Q100 34,594 549,986 SH   DFND 1 539,936 0 10,050
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BLACKLINE INC COM 09239B109 17,315 422,848 SH   DFND 1 422,848 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 153 28,927 SH   DFND 1 2 28,927 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 1,297 138,464 SH   DFND 1 2 138,464 0 0
BLACKROCK ENHANCED INTERNATI COM BENE INTER 092524107 297 59,727 SH   DFND 1 2 59,727 0 0
BLACKROCK INC COM 09247X101 566,150 1,443,990 SH   DFND 1 1,437,162 0 6,828
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BLACKROCK NEW YORK MUN II COM 09249R102 294 23,743 SH   DFND 1 2 23,743 0 0
BLACKROCK NEW YORK MUNI INC SH BEN INT 09248L106 177 14,528 SH   DFND 1 2 14,528 0 0
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BLACKSTONE MORTGAGE TRU-CL A COM CL A 09257W100 51,976 1,625,430 SH   DFND 1 1,625,430 0 0
BLINK CHARGING CO COM 09354A100 84 49,331 SH   DFND 1 49,331 0 0
BLOOM ENERGY CORP- A COM CL A 093712107 1,457 146,006 SH   DFND 1 146,006 0 0
BLOOMIN' BRANDS INC COM 094235108 18,493 1,033,721 SH   DFND 1 1,033,721 0 0
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BLUE APRON HOLDINGS INC-A CL A 09523Q101 556 545,215 SH   DFND 1 545,215 0 0
BLUE BIRD CORP COM 095306106 3,148 173,090 SH   DFND 1 173,090 0 0
BLUE CAPITAL REINSURANCE HOL COM G1190F107 131 23,939 SH   DFND 1 23,939 0 0
BLUE HILLS BANCORP INC COM 095573101 6,639 311,140 SH   DFND 1 311,140 0 0
BLUEBIRD BIO INC COM 09609G100 54,813 552,559 SH   DFND 1 552,559 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 1,062 82,197 SH   DFND 1 82,197 0 0
BLUEKNIGHT ENERGY PARTNERS L COM UNIT 09625U109 60 52,800 SH   DFND 1 52,800 0 0
BLUELINX HOLDINGS INC COM NEW 09624H208 2,296 92,937 SH   DFND 1 92,937 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 26,559 492,662 SH   DFND 1 492,662 0 0
BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 2,678 296,958 SH   DFND 1 296,958 0 0
BMC STOCK HOLDINGS INC COM 05591B109 12,104 781,945 SH   DFND 1 781,945 0 0
BOEING CO/THE COM 097023105 2,015,181 6,260,007 SH   DFND 1 6,232,326 0 27,681
BOEING CO/THE COM 097023105 675 2,096 SH   DFND 1 2 2,096 0 0
BOINGO WIRELESS INC COM 09739C102 10,074 489,743 SH   DFND 1 489,743 0 0
BOISE CASCADE CO COM 09739D100 10,228 428,855 SH   DFND 1 428,855 0 0
BOISE CASCADE CO COM 09739D100 203 8,544 SH   DFND 1 2 8,544 0 0
BOJANGLES' INC COM 097488100 3,451 214,636 SH   DFND 1 214,636 0 0
BOK FINANCIAL CORPORATION COM NEW 05561Q201 26,877 366,530 SH   DFND 1 366,530 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 3,974 192,290 SH   DFND 1 192,290 0 0
BOOKING HOLDINGS INC COM 09857L108 1,057,693 615,130 SH   DFND 1 610,457 0 4,673
BOOKING HOLDINGS INC COM 09857L108 303 176 SH   DFND 1 2 176 0 0
BOOT BARN HOLDINGS INC COM 099406100 4,930 289,519 SH   DFND 1 289,519 0 0
BOOZ ALLEN HAMILTON HOLDINGS CL A 099502106 66,778 1,481,657 SH   DFND 1 1,481,657 0 0
BORGWARNER INC COM 099724106 110,503 3,185,534 SH   DFND 1 3,174,618 0 10,916
BORGWARNER INC COM 099724106 168 4,844 SH   DFND 1 2 4,844 0 0
BOSTON BEER COMPANY INC-A CL A 100557107 28,902 120,005 SH   DFND 1 118,226 0 1,779
BOSTON OMAHA CORP-CL A COM 101044105 2,147 91,757 SH   DFND 1 91,757 0 0
BOSTON PRIVATE FINL HOLDING COM 101119105 10,188 963,909 SH   DFND 1 963,909 0 0
BOSTON PROPERTIES INC COM 101121101 273,894 2,437,060 SH   DFND 1 2,428,965 0 8,095
BOSTON SCIENTIFIC CORP COM 101137107 599,030 16,982,002 SH   DFND 1 16,909,472 0 72,530
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BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 111 2,323 SH   DFND 1 2 2,323 0 0
BOULDER GROWTH & INCOME FUND COM 101507101 1,379 132,291 SH   DFND 1 2 132,291 0 0
BOX INC - CLASS A CL A 10316T104 26,741 1,584,234 SH   DFND 1 1,584,234 0 0
BOX INC - CLASS A CL A 10316T104 104 6,174 SH   DFND 1 2 6,174 0 0
BOXLIGHT CORP - CLASS A COM CL A 103197109 45 37,515 SH   DFND 1 37,515 0 0
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BOYD GAMING CORP COM 103304101 214 10,312 SH   DFND 1 2 10,312 0 0
BP PLC-SPONS ADR SPONSORED ADR 055622104 3,614 95,330 SH   DFND 1 95,330 0 0
BRADY CORPORATION - CL A CL A 104674106 27,740 638,293 SH   DFND 1 638,293 0 0
BRADY CORPORATION - CL A CL A 104674106 1,362 31,353 SH   DFND 1 2 31,353 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 3,713 415,893 SH   DFND 1 415,893 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 373 105,273 SH   DFND 1 105,273 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 29,335 2,279,404 SH   DFND 1 2,279,404 0 0
BRANDYWINEGLOBAL GLOBAL INCO COM 10537L104 526 50,702 SH   DFND 1 2 50,702 0 0
BRIDGE BANCORP INC COM 108035106 5,720 224,439 SH   DFND 1 224,439 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 1,311 187,120 SH   DFND 1 187,120 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 69 9,884 SH   DFND 1 2 9,884 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 1,464 138,829 SH   DFND 1 138,829 0 0
BRIGGS & STRATTON COM 109043109 5,951 455,022 SH   DFND 1 455,022 0 0
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BRIGHTCOVE COM 10921T101 2,576 365,943 SH   DFND 1 365,943 0 0
BRIGHTCOVE COM 10921T101 352 50,000 SH   DFND 1 2 50,000 0 0
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BRIGHTSPHERE INVESTMENT GROU SHS G1644T109 3,004 281,349 SH   DFND 1 278,758 0 2,591
BRIGHTSPHERE INVESTMENT GROU SHS G1644T109 959 89,825 SH   DFND 1 2 89,825 0 0
BRIGHTVIEW HOLDINGS INC COM 10948C107 2,604 255,083 SH   DFND 1 255,083 0 0
BRINKER INTERNATIONAL INC COM 109641100 20,535 466,930 SH   DFND 1 458,274 0 8,656
BRINK'S CO/THE COM 109696104 35,004 541,449 SH   DFND 1 530,975 0 10,474
BRISTOL-MYERS SQUIBB CO COM 110122108 1,052,516 20,283,071 SH   DFND 1 20,194,181 0 88,890
BRISTOL-MYERS SQUIBB CO COM 110122108 1,729 33,268 SH   DFND 1 2 33,268 0 0
BRISTOW GROUP INC COM 110394103 903 371,709 SH   DFND 1 371,709 0 0
BRITISH AMERICAN TOB-SP ADR SPONSORED ADR 110448107 1,512 49,102 SH   DFND 1 49,102 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 69,696 4,744,481 SH   DFND 1 4,744,481 0 0
BROADCOM INC COM 11135F101 1,297,515 5,111,460 SH   DFND 1 5,069,586 0 41,874
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BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 169,342 1,762,038 SH   DFND 1 1,755,644 0 6,394
BROADWIND ENERGY INC COM NEW 11161T207 109 84,042 SH   DFND 1 84,042 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 13,393 1,999,066 SH   DFND 1 1,999,066 0 0
BROOKFIELD ASSET MANAGE-CL A CL A LTD VT SH 112585104 323 8,440 SH   DFND 1 6,585 0 1,855
BROOKFIELD PROPERTY PARTNERS UNIT LTD PARTN G16249107 2,761 172,215 SH   DFND 1 171,745 0 470
BROOKFIELD PROPERTY REIT I-A CL A 11282X103 6,181 385,508 SH   DFND 1 385,508 0 0
BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 706 37,025 SH   DFND 1 2 37,025 0 0
BROOKLINE BANCORP INC COM 11373M107 13,014 941,698 SH   DFND 1 941,698 0 0
BROOKS AUTOMATION INC COM 114340102 20,847 796,306 SH   DFND 1 796,306 0 0
BROWN & BROWN INC COM 115236101 67,137 2,436,055 SH   DFND 1 2,387,519 0 48,536
BROWN-FORMAN CORP-CLASS A CL A 115637100 6,014 126,843 SH   DFND 1 126,843 0 0
BROWN-FORMAN CORP-CLASS B CL B 115637209 127,986 2,694,317 SH   DFND 1 2,685,601 0 8,716
BRP INC/CA- SUB VOTING COM SUN VTG 05577W200 621 24,000 SH   DFND 1 24,000 0 0
BRT APARTMENTS CORP COM 055645303 2,971 259,746 SH   DFND 1 259,746 0 0
BRUKER CORP COM 116794108 38,145 1,281,347 SH   DFND 1 1,281,347 0 0
BRUKER CORP COM 116794108 465 15,620 SH   DFND 1 2 15,620 0 0
BRUNSWICK CORP COM 117043109 39,677 854,197 SH   DFND 1 836,249 0 17,948
BRUNSWICK CORP COM 117043109 73 1,587 SH   DFND 1 2 1,587 0 0
BRYN MAWR BANK CORP COM 117665109 7,755 225,456 SH   DFND 1 225,456 0 0
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BSB BANCORP INC/MA COM 05573H108 148 5,300 SH   DFND 1 2 5,300 0 0
BSQUARE CORP COM NEW 11776U300 79 51,409 SH   DFND 1 51,409 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 723 47,609 SH   DFND 1 47,031 0 578
BUCKLE INC/THE COM 118440106 6,373 329,558 SH   DFND 1 329,558 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 333 84,534 SH   DFND 1 84,534 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 13,973 1,280,824 SH   DFND 1 1,280,824 0 0
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BUNGE LTD COM G16962105 1,870 35,000 SH   DFND 1 2 35,000 0 0
BURLINGTON STORES INC COM 122017106 113,122 695,872 SH   DFND 1 695,872 0 0
BUSINESS FIRST BANCSHARES COM 12326C105 2,667 110,079 SH   DFND 1 110,079 0 0
BWX TECHNOLOGIES INC COM 05605H100 34,905 913,031 SH   DFND 1 913,031 0 0
BYLINE BANCORP INC COM 124411109 2,869 172,240 SH   DFND 1 172,240 0 0
C & F FINANCIAL CORP COM 12466Q104 1,564 29,395 SH   DFND 1 29,395 0 0
C&J ENERGY SERVICES INC COM 12674R100 8,994 666,272 SH   DFND 1 666,272 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 174,463 2,077,841 SH   DFND 1 2,070,579 0 7,262
CABLE ONE INC COM 12685J105 38,845 47,367 SH   DFND 1 46,341 0 1,026
CABLE ONE INC COM 12685J105 125 153 SH   DFND 1 2 153 0 0
CABOT CORP COM 127055101 25,924 603,740 SH   DFND 1 591,319 0 12,421
CABOT CORP COM 127055101 267 6,236 SH   DFND 1 2 6,236 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 32,404 339,853 SH   DFND 1 339,853 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 718 7,532 SH   DFND 1 2 7,532 0 0
CABOT OIL & GAS CORP COM 127097103 126,159 5,654,486 SH   DFND 1 5,631,886 0 22,600
CACI INTERNATIONAL INC -CL A CL A 127190304 43,707 303,462 SH   DFND 1 298,320 0 5,142
CACI INTERNATIONAL INC -CL A CL A 127190304 32 229 SH   DFND 1 2 229 0 0
CACTUS INC - A CL A 127203107 10,680 389,641 SH   DFND 1 389,641 0 0
CADENCE BANCORP CL A 12739A100 21,200 1,263,456 SH   DFND 1 1,263,456 0 0
CADENCE DESIGN SYS INC COM 127387108 196,872 4,534,249 SH   DFND 1 4,506,191 0 28,058
CADENCE DESIGN SYS INC COM 127387108 54 1,251 SH   DFND 1 2 1,251 0 0
CADIZ INC COM NEW 127537207 2,712 263,319 SH   DFND 1 263,319 0 0
CAE INC COM 124765108 267 14,545 SH   DFND 1 12,239 0 2,306
CAE INC COMSTK 124765108 4,115 225,735 SH   DFND 1 225,735 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 38,072 5,607,102 SH   DFND 1 5,607,102 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 475 70,000 SH   DFND 1 2 70,000 0 0
CAESARSTONE LTD ORD SHS M20598104 1,397 102,911 SH   DFND 1 102,911 0 0
CAI INTERNATIONAL INC COM 12477X106 4,226 181,928 SH   DFND 1 181,928 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 165 46,538 SH   DFND 1 46,538 0 0
CALAMP CORP COM 128126109 5,198 399,586 SH   DFND 1 399,586 0 0
CALAMP CORP COM 128126109 139 10,694 SH   DFND 1 2 10,694 0 0
CALAVO GROWERS INC COM 128246105 13,169 180,500 SH   DFND 1 180,500 0 0
CALERES INC COM 129500104 12,833 461,157 SH   DFND 1 461,157 0 0
CALERES INC COM 129500104 106 3,823 SH   DFND 1 2 3,823 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 8,316 488,053 SH   DFND 1 488,037 0 16
CALIFORNIA WATER SERVICE GRP COM 130788102 24,971 523,951 SH   DFND 1 523,951 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,398 348,667 SH   DFND 1 348,667 0 0
CALIX INC COM 13100M509 8,560 878,013 SH   DFND 1 878,013 0 0
CALIX INC COM 13100M509 1,020 104,687 SH   DFND 1 2 104,687 0 0
CALLAWAY GOLF COMPANY COM 131193104 14,432 943,292 SH   DFND 1 943,292 0 0
CALLON PETROLEUM CO COM 13123X102 15,785 2,432,225 SH   DFND 1 2,385,109 0 47,116
CAL-MAINE FOODS INC COM NEW 128030202 14,704 347,632 SH   DFND 1 347,322 0 310
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 109 49,624 SH   DFND 1 49,624 0 0
CALYXT INC COM 13173L107 958 92,508 SH   DFND 1 92,508 0 0
CAMBREX CORP COM 132011107 13,272 351,499 SH   DFND 1 351,499 0 0
CAMBREX CORP COM 132011107 57 1,512 SH   DFND 1 2 1,512 0 0
CAMBRIDGE BANCORP COM 132152109 3,355 40,312 SH   DFND 1 40,312 0 0
CAMDEN NATIONAL CORP COM 133034108 6,422 178,557 SH   DFND 1 178,557 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 112,665 1,280,202 SH   DFND 1 1,260,939 0 19,263
CAMDEN PROPERTY TRUST SH BEN INT 133131102 36 413 SH   DFND 1 2 413 0 0
CAMECO CORP COMSTK 13321L108 3,649 324,407 SH   DFND 1 324,407 0 0
CAMPBELL SOUP CO COM 134429109 85,159 2,585,673 SH   DFND 1 2,575,175 0 10,498
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 3,768 328,511 SH   DFND 1 328,511 0 0
CAMTEK LTD ORD M20791105 127 18,904 SH   DFND 1 18,904 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 606 8,136 SH   DFND 1 7,779 0 357
CANADIAN NATL RAILWAY CO COM 136375102 1,104 14,905 SH   DFND 1 14,169 0 736
CANADIAN NATURAL RESOURCES COM 136385101 282 11,718 SH   DFND 1 11,718 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 400 2,254 SH   DFND 1 2,100 0 154
CANADIAN SOLAR INC COM 136635109 832 58,025 SH   DFND 1 58,025 0 0
CANCER GENETICS INC COM 13739U104 53 221,803 SH   DFND 1 221,803 0 0
CANNAE HOLDINGS INC COM 13765N107 13,234 773,057 SH   DFND 1 773,057 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 791 28,661 SH   DFND 1 26,238 0 2,423
CANOPY GROWTH CORP COMSTK 138035100 791 29,528 SH   DFND 1 29,528 0 0
CANTEL MEDICAL CORP COM 138098108 30,251 406,336 SH   DFND 1 398,825 0 7,511
CAPITAL BANCORP INC/MD COM 139737100 247 21,684 SH   DFND 1 21,684 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 3,054 131,621 SH   DFND 1 131,621 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 472,970 6,267,836 SH   DFND 1 6,243,010 0 24,826
CAPITAL ONE FINANCIAL CORP COM 14040H105 598 7,923 SH   DFND 1 2 7,923 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 193 92,437 SH   DFND 1 92,437 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 391 187,137 SH   DFND 1 2 187,137 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 1,962 288,634 SH   DFND 1 288,634 0 0
CAPITAL SOUTHWEST CORP COM 140501107 222 11,586 SH   DFND 1 11,586 0 0
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 20,705 1,621,395 SH   DFND 1 1,621,395 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 48 118,686 SH   DFND 1 118,686 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 938 63,728 SH   DFND 1 63,728 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 6,563 984,100 SH   DFND 1 984,100 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 229 382,557 SH   DFND 1 382,557 0 0
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CARBONITE INC COM 141337105 9,225 365,202 SH   DFND 1 365,202 0 0
CARDINAL HEALTH INC COM 14149Y108 185,084 4,155,095 SH   DFND 1 4,138,285 0 16,810
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CARDIOVASCULAR SYSTEMS INC COM 141619106 11,114 390,130 SH   DFND 1 390,130 0 0
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CARDTRONICS PLC - A SHS CL A G1991C105 11,285 434,060 SH   DFND 1 434,060 0 0
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CARE.COM INC COM 141633107 92 4,779 SH   DFND 1 2 4,779 0 0
CAREDX INC COM 14167L103 10,047 399,668 SH   DFND 1 399,668 0 0
CAREER EDUCATION CORP COM 141665109 9,173 803,253 SH   DFND 1 803,253 0 0
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CARGURUS INC COM CL A 141788109 27,586 817,868 SH   DFND 1 817,868 0 0
CARGURUS INC COM CL A 141788109 209 6,199 SH   DFND 1 2 6,199 0 0
CARLISLE COS INC COM 142339100 58,874 585,700 SH   DFND 1 573,384 0 12,316
CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 1,404 89,204 SH   DFND 1 89,204 0 0
CARMAX INC COM 143130102 137,181 2,190,864 SH   DFND 1 2,181,711 0 9,153
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CARNIVAL CORP UNIT 99/99/9999 143658300 38 777 SH   DFND 1 2 777 0 0
CARNIVAL PLC-ADR ADR 14365C103 510 10,484 SH   DFND 1 10,084 0 400
CARNIVAL PLC-ADR ADR 14365C103 588 12,074 SH   DFND 1 2 12,074 0 0
CAROLINA FINANCIAL CORP COM 143873107 6,853 231,619 SH   DFND 1 231,619 0 0
CARPENTER TECHNOLOGY COM 144285103 17,747 498,395 SH   DFND 1 488,593 0 9,802
CARPENTER TECHNOLOGY COM 144285103 232 6,537 SH   DFND 1 2 6,537 0 0
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CARRIZO OIL & GAS INC COM 144577103 10,761 953,179 SH   DFND 1 953,179 0 0
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CARVANA CO CL A 146869102 10,973 335,480 SH   DFND 1 335,480 0 0
CAS MEDICAL SYSTEMS INC COM PAR 124769209 47 29,885 SH   DFND 1 29,885 0 0
CASA SYSTEMS INC COM 14713L102 5,079 386,842 SH   DFND 1 386,842 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 13,112 460,255 SH   DFND 1 460,255 0 0
CASEY'S GENERAL STORES INC COM 147528103 49,733 388,122 SH   DFND 1 380,551 0 7,571
CASI PHARMACEUTICALS INC COM 14757U109 2,351 584,970 SH   DFND 1 584,970 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 8,483 160,299 SH   DFND 1 160,299 0 0
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CASTLIGHT HEALTH INC-B CL B 14862Q100 65 30,327 SH   DFND 1 2 30,327 0 0
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CATALENT INC COM 148806102 44,364 1,422,860 SH   DFND 1 1,392,779 0 30,081
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CATASYS INC COM PAR 149049504 265 28,315 SH   DFND 1 28,315 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 3,615 509,290 SH   DFND 1 509,290 0 0
CATERPILLAR INC COM 149123101 890,384 7,020,503 SH   DFND 1 6,987,832 0 32,671
CATERPILLAR INC COM 149123101 274 2,162 SH   DFND 1 2 2,162 0 0
CATHAY GENERAL BANCORP COM 149150104 36,117 1,077,167 SH   DFND 1 1,061,287 0 15,880
CATO CORP-CLASS A CL A 149205106 3,639 255,065 SH   DFND 1 255,065 0 0
CATO CORP-CLASS A CL A 149205106 87 6,116 SH   DFND 1 2 6,116 0 0
CAVCO INDUSTRIES INC COM 149568107 13,395 102,745 SH   DFND 1 102,745 0 0
CB FINANCIAL SERVICES INC COM 12479G101 1,264 51,018 SH   DFND 1 51,018 0 0
CBIZ INC COM 124805102 11,119 564,454 SH   DFND 1 564,454 0 0
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CBL & ASSOCIATES PROPERTIES COM 124830100 4,343 2,262,312 SH   DFND 1 2,258,052 0 4,260
CBL & ASSOCIATES PROPERTIES COM 124830100 54 28,497 SH   DFND 1 2 28,497 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 138,572 1,419,004 SH   DFND 1 1,413,123 0 5,881
CBRE CLARION GL R/E INCOME F COM 12504G100 1,187 192,798 SH   DFND 1 2 192,798 0 0
CBRE GROUP INC - A CL A 12504L109 161,663 4,044,749 SH   DFND 1 4,028,133 0 16,616
CBS CORP-CLASS B NON VOTING CL B 124857202 189,415 4,340,120 SH   DFND 1 4,322,263 0 17,857
CBS CORP-CLASS B NON VOTING CL B 124857202 1,420 32,500 SH   DFND 1 2 32,500 0 0
CBTX INC COM 12481V104 6,608 224,766 SH   DFND 1 224,766 0 0
CDK GLOBAL INC COM 12508E101 61,250 1,280,021 SH   DFND 1 1,253,035 0 26,986
CDK GLOBAL INC COM 12508E101 170 3,560 SH   DFND 1 2 3,560 0 0
CDW CORP/DE COM 12514G108 129,445 1,598,078 SH   DFND 1 1,598,078 0 0
CECO ENVIRONMENTAL CORP COM 125141101 2,073 307,172 SH   DFND 1 307,172 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,981 949,529 SH   DFND 1 949,529 0 0
CELANESE CORP COM 150870103 163,756 1,823,172 SH   DFND 1 1,816,161 0 7,011
CELCUITY INC COM 15102K100 840 35,035 SH   DFND 1 35,035 0 0
CELESTICA INC COMSTK 15101Q108 48 5,518 SH   DFND 1 5,518 0 0
CELESTICA INC COMSTK 15101Q108 163 18,678 SH   DFND 1 2 18,678 0 0
CELGENE CORP COM 151020104 635,502 9,931,692 SH   DFND 1 9,861,559 0 70,133
CELGENE CORP COM 151020104 677 10,575 SH   DFND 1 2 10,575 0 0
CELLDEX THERAPEUTICS INC COM 15117B103 221 1,119,913 SH   DFND 1 1,119,637 0 276
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 2,226 126,067 SH   DFND 1 126,067 0 0
CEL-SCI CORP COM PAR NEW 150837607 328 114,469 SH   DFND 1 114,469 0 0
CELSION CORP COM PAR NEW 15117N503 77 54,718 SH   DFND 1 54,718 0 0
CELSIUS HOLDINGS INC COM NEW 15118V207 607 175,212 SH   DFND 1 175,212 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 10 2,168 SH   DFND 1 0 0 2,168
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 183 37,990 SH   DFND 1 2 37,990 0 0
CEMTREX INC COM PAR $.001 15130G303 20 35,054 SH   DFND 1 35,054 0 0
CENOVUS ENERGY INC COMSTK 15135U109 5,968 855,309 SH   DFND 1 855,309 0 0
CENTENE CORP COM 15135B101 331,969 2,883,859 SH   DFND 1 2,873,096 0 10,763
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 21,958 1,992,598 SH   DFND 1 1,992,598 0 0
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 9 885 SH   DFND 1 2 885 0 0
CENTERPOINT ENERGY INC COM 15189T107 200,993 7,131,126 SH   DFND 1 7,102,250 0 28,876
CENTERSTATE BANK CORP COM 15201P109 18,569 882,603 SH   DFND 1 882,603 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 2,889 1,039,354 SH   DFND 1 1,039,354 0 0
CENTRAL GARDEN & PET CO COM 153527106 1,629 47,314 SH   DFND 1 47,314 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 17,271 552,672 SH   DFND 1 552,596 0 76
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7,758 318,635 SH   DFND 1 318,635 0 0
CENTRAL SECURITIES CORP COM 155123102 2,454 98,848 SH   DFND 1 2 98,848 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 2,177 115,407 SH   DFND 1 115,407 0 0
CENTRIC BRANDS INC COM 15644G104 327 95,510 SH   DFND 1 95,510 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 37 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUMINUM COMPANY COM 156431108 4,092 559,915 SH   DFND 1 559,140 0 775
CENTURY ALUMINUM COMPANY COM 156431108 20 2,846 SH   DFND 1 2 2,846 0 0
CENTURY BANCORP INC -CL A CL A NON VTG 156432106 1,984 29,306 SH   DFND 1 29,306 0 0
CENTURY CASINOS INC COM 156492100 2,060 278,783 SH   DFND 1 278,783 0 0
CENTURY COMMUNITIES INC COM 156504300 4,991 289,221 SH   DFND 1 289,221 0 0
CENTURYLINK INC COM 156700106 201,523 13,305,449 SH   DFND 1 13,254,379 0 51,070
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CONTROL4 CORP COM 21240D107 5,397 306,660 SH   DFND 1 306,660 0 0
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COPART INC COM 217204106 149,501 3,133,656 SH   DFND 1 3,122,862 0 10,794
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CORCEPT THERAPEUTICS INC COM 218352102 15,698 1,175,034 SH   DFND 1 1,175,034 0 0
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CORE-MARK HOLDING CO INC COM 218681104 15,816 680,290 SH   DFND 1 680,290 0 0
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CORMEDIX INC COM 21900C100 886 687,593 SH   DFND 1 687,593 0 0
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COSTAMARE INC SHS Y1771G102 31 7,088 SH   DFND 1 2 7,088 0 0
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COSTAR GROUP INC COM 22160N109 246 732 SH   DFND 1 2 732 0 0
COSTCO WHOLESALE CORP COM 22160K105 1,227,511 6,034,947 SH   DFND 1 5,991,160 0 43,787
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COTY INC-CL A COM CL A 222070203 40,118 6,126,184 SH   DFND 1 6,102,564 0 23,620
COUNTY BANCORP INC COM 221907108 822 47,347 SH   DFND 1 47,347 0 0
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COUPA SOFTWARE INC COM 22266L106 244 3,884 SH   DFND 1 2 3,884 0 0
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COVENANT TRANSPORT GRP-CL A CL A 22284P105 2,703 140,828 SH   DFND 1 140,828 0 0
COVENANT TRANSPORT GRP-CL A CL A 22284P105 132 6,892 SH   DFND 1 2 6,892 0 0
COVIA HOLDINGS CORP COM 22305A103 1,130 330,598 SH   DFND 1 330,598 0 0
COWEN INC CL A NEW 223622606 4,295 322,029 SH   DFND 1 322,029 0 0
COWEN INC CL A NEW 223622606 139 10,440 SH   DFND 1 2 10,440 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 369 58,040 SH   DFND 1 58,040 0 0
CPI CARD GROUP INC COM NEW 12634H200 46 20,190 SH   DFND 1 20,019 0 171
CRA INTERNATIONAL INC COM 12618T105 3,846 90,409 SH   DFND 1 90,409 0 0
CRA INTERNATIONAL INC COM 12618T105 37 891 SH   DFND 1 2 891 0 0
CRACKER BARREL OLD COUNTRY COM 22410J106 51,245 319,693 SH   DFND 1 314,572 0 5,121
CRAFT BREW ALLIANCE INC COM 224122101 1,809 126,479 SH   DFND 1 126,479 0 0
CRANE CO COM 224399105 35,654 493,972 SH   DFND 1 482,673 0 11,299
CRAWFORD & CO -CL B CL B 224633107 1,460 162,272 SH   DFND 1 162,272 0 0
CRAY INC COM NEW 225223304 11,128 515,429 SH   DFND 1 515,429 0 0
CREDICORP LTD COM G2519Y108 32,173 146,101 SH   DFND 1 145,925 0 176
CREDIT ACCEPTANCE CORP COM 225310101 52,931 138,652 SH   DFND 1 138,652 0 0
CREDIT SUISSE ASSET MGMT INC COM 224916106 161 58,426 SH   DFND 1 2 58,426 0 0
CREDIT SUISSE GROUP-SPON ADR SPONSORED ADR 225401108 400 36,893 SH   DFND 1 35,589 0 1,304
CREE INC COM 225447101 49,574 1,158,960 SH   DFND 1 1,137,737 0 21,223
CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 402 33,114 SH   DFND 1 33,114 0 0
CRH PLC-SPONSORED ADR ADR 12626K203 591 22,444 SH   DFND 1 21,462 0 982
CRINETICS PHARMACEUTICALS IN COM 22663K107 2,268 75,653 SH   DFND 1 75,653 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 999 34,973 SH   DFND 1 34,973 0 0
CRITEO SA-SPON ADR SPONS ADS 226718104 979 43,105 SH   DFND 1 43,105 0 0
CRITEO SA-SPON ADR SPONS ADS 226718104 236 10,401 SH   DFND 1 2 10,401 0 0
CROCS INC COM 227046109 25,572 984,324 SH   DFND 1 984,324 0 0
CROCS INC COM 227046109 1,061 40,876 SH   DFND 1 2 40,876 0 0
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CROSS COUNTRY HEALTHCARE INC COM 227483104 60 8,294 SH   DFND 1 2 8,294 0 0
CROWN CASTLE INTL CORP COM 22822V101 534,436 4,929,209 SH   DFND 1 4,907,343 0 21,866
CROWN CRAFTS INC COM 228309100 60 11,112 SH   DFND 1 11,112 0 0
CROWN HOLDINGS INC COM 228368106 50,871 1,224,664 SH   DFND 1 1,224,664 0 0
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CRYOPORT INC COM PAR $0.001 229050307 3,337 302,544 SH   DFND 1 302,544 0 0
CSG SYSTEMS INTL INC COM 126349109 16,978 534,426 SH   DFND 1 534,426 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 90 39,094 SH   DFND 1 39,094 0 0
CSS INDUSTRIES INC COM 125906107 506 56,455 SH   DFND 1 56,455 0 0
CSW INDUSTRIALS INC COM 126402106 8,845 182,940 SH   DFND 1 182,940 0 0
CSX CORP COM 126408103 644,158 10,386,221 SH   DFND 1 10,302,808 0 83,413
CSX CORP COM 126408103 36 581 SH   DFND 1 2 581 0 0
CTI BIOPHARMA CORP COM NEW 12648L601 464 632,727 SH   DFND 1 632,727 0 0
CTO 4.5 03/15/20 NOTE 4.500% 3/1 210226AB2 17,559 17,713,000 PRN   DFND 1 2 17,713,000 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 28,457 1,057,250 SH   DFND 1 1,033,592 0 23,658
CTS CORP COM 126501105 9,076 350,578 SH   DFND 1 350,578 0 0
CUBESMART COM 229663109 66,642 2,322,854 SH   DFND 1 2,322,854 0 0
CUBIC CORP COM 229669106 16,084 299,293 SH   DFND 1 299,293 0 0
CUE BIOPHARMA INC COM 22978P106 615 130,961 SH   DFND 1 130,961 0 0
CUI GLOBAL INC COM NEW 126576206 149 121,210 SH   DFND 1 121,210 0 0
CULLEN/FROST BANKERS INC COM 229899109 53,761 611,344 SH   DFND 1 598,112 0 13,232
CULP INC COM 230215105 1,854 98,119 SH   DFND 1 98,119 0 0
CUMBERLAND PHARMACEUTICALS COM 230770109 306 48,610 SH   DFND 1 48,610 0 0
CUMMINS INC COM 231021106 332,951 2,494,802 SH   DFND 1 2,486,579 0 8,223
CUMMINS INC COM 231021106 134 1,005 SH   DFND 1 2 1,005 0 0
CURIS INC COM NEW 231269200 150 218,803 SH   DFND 1 218,803 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 2,902 305,873 SH   DFND 1 305,873 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 114 12,111 SH   DFND 1 2 12,111 0 0
CURTISS-WRIGHT CORP COM 231561101 46,563 455,971 SH   DFND 1 446,915 0 9,056
CURTISS-WRIGHT CORP COM 231561101 100 984 SH   DFND 1 2 984 0 0
CUSHMAN & WAKEFIELD PLC SHS G2717B108 2,355 162,774 SH   DFND 1 162,774 0 0
CUSTOMERS BANCORP INC COM 23204G100 5,467 300,429 SH   DFND 1 300,429 0 0
CUTERA INC COM 232109108 2,495 146,623 SH   DFND 1 146,623 0 0
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CVR ENERGY INC COM 12662P108 117 3,418 SH   DFND 1 2 3,418 0 0
CVR REFINING LP COMUNIT REP LT 12663P107 169 16,223 SH   DFND 1 2 16,223 0 0
CVS HEALTH CORP COM 126650100 1,075,722 16,447,403 SH   DFND 1 16,377,411 0 69,992
CVS HEALTH CORP COM 126650100 975 14,889 SH   DFND 1 2 14,889 0 0
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 2,447 33,013 SH   DFND 1 33,013 0 0
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 1,035 13,961 SH   DFND 1 2 13,961 0 0
CYBEROPTICS CORP COM 232517102 868 49,288 SH   DFND 1 49,288 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 13 21,692 SH   DFND 1 21,692 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 4,923 625,627 SH   DFND 1 625,627 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 50,292 3,953,810 SH   DFND 1 3,876,457 0 77,353
CYRUSONE INC COM 23283R100 57,868 1,094,343 SH   DFND 1 1,072,443 0 21,900
CYTOKINETICS INC COM NEW 23282W605 3,700 585,543 SH   DFND 1 585,543 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 8,560 566,901 SH   DFND 1 566,901 0 0
CYTORI THERAPEUTICS INC COM PAR 23283K402 4 16,632 SH   DFND 1 16,632 0 0
CYTOSORBENTS CORP COM NEW 23283X206 2,436 301,498 SH   DFND 1 301,498 0 0
CYTRX CORP COM PAR 232828608 83 186,584 SH   DFND 1 186,584 0 0
DAILY JOURNAL CORP COM 233912104 2,329 9,956 SH   DFND 1 9,956 0 0
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DANA INC COM 235825205 21,912 1,607,664 SH   DFND 1 1,577,732 0 29,932
DANA INC COM 235825205 133 9,824 SH   DFND 1 2 9,824 0 0
DANAHER CORP COM 235851102 774,743 7,527,142 SH   DFND 1 7,494,346 0 32,796
DARDEN RESTAURANTS INC COM 237194105 181,995 1,825,305 SH   DFND 1 1,817,943 0 7,362
DARDEN RESTAURANTS INC COM 237194105 36 366 SH   DFND 1 2 366 0 0
DARE BIOSCIENCE INC COM 23666P101 73 105,470 SH   DFND 1 105,470 0 0
DARLING INGREDIENTS INC COM 237266101 33,179 1,724,485 SH   DFND 1 1,724,485 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 647 46,542 SH   DFND 1 46,542 0 0
DASEKE INC COM 23753F107 2,001 544,014 SH   DFND 1 544,014 0 0
DASEKE INC-CW20 *W EXP 02/27/202 23753F115 355 2,222,892 SH   DFND 1 2 2,222,892 0 0
DATA I/O CORP COM 237690102 204 40,918 SH   DFND 1 40,918 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 19,754 443,319 SH   DFND 1 443,319 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 31 699 SH   DFND 1 2 699 0 0
DAVIDSTEA INC COM 238661102 16 13,680 SH   DFND 1 13,680 0 0
DAVITA INC COM 23918K108 81,741 1,591,406 SH   DFND 1 1,584,794 0 6,612
DAVITA INC COM 23918K108 135 2,632 SH   DFND 1 2 2,632 0 0
DAWSON GEOPHYSICAL CO COM 239360100 674 199,675 SH   DFND 1 199,675 0 0
DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 155 24,180 SH   DFND 1 24,180 0 0
DEAN FOODS CO COM NEW 242370203 3,499 918,586 SH   DFND 1 918,586 0 0
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DEERE & CO COM 244199105 544,229 3,655,571 SH   DFND 1 3,638,602 0 16,969
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DEL TACO RESTAURANTS INC COM 245496104 3,836 384,048 SH   DFND 1 384,048 0 0
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DELEK US HOLDINGS INC COM 24665A103 32,097 987,307 SH   DFND 1 987,307 0 0
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DELL TECHNOLOGIES -C CL C 24703L202 467 9,571 SH   DFND 1 2 9,571 0 0
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DENNY'S CORP COM 24869P104 31 1,944 SH   DFND 1 2 1,944 0 0
DENTSPLY SIRONA INC COM 24906P109 111,087 2,990,492 SH   DFND 1 2,978,827 0 11,665
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DERMIRA INC COM 24983L104 2,821 392,484 SH   DFND 1 392,484 0 0
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DEXCOM INC COM 252131107 124,623 1,040,846 SH   DFND 1 1,040,846 0 0
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DHI GROUP INC COM 23331S100 104 68,587 SH   DFND 1 2 68,587 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,256 320,562 SH   DFND 1 320,562 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 3,492 24,630 SH   DFND 1 24,630 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,076 40,656 SH   DFND 1 40,656 0 0
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DIAMONDROCK HOSPITALITY CO COM 252784301 27,663 3,046,592 SH   DFND 1 3,046,592 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 5,932 554,957 SH   DFND 1 554,957 0 0
DICK'S SPORTING GOODS INC COM 253393102 42,173 1,351,714 SH   DFND 1 1,336,451 0 15,263
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DIGI INTERNATIONAL INC COM 253798102 3,099 307,169 SH   DFND 1 307,169 0 0
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DILLARDS INC-CL A CL A 254067101 40 670 SH   DFND 1 2 670 0 0
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DINE BRANDS GLOBAL INC COM 254423106 12,436 184,680 SH   DFND 1 184,680 0 0
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DISCOVERY INC - A COM SER A 25470F104 67,713 2,740,274 SH   DFND 1 2,731,873 0 8,401
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DISH NETWORK CORP-A CL A 25470M109 764 30,617 SH   DFND 1 2 30,617 0 0
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DIVIDEND AND INCOME FUND COM NEW 25538A204 2,905 304,843 SH   DFND 1 2 304,843 0 0
DIXIE GROUP INC CL A 255519100 45 64,152 SH   DFND 1 64,152 0 0
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DOCUSIGN INC COM 256163106 16,970 423,417 SH   DFND 1 423,417 0 0
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DOLLAR GENERAL CORP COM 256677105 406,512 3,767,235 SH   DFND 1 3,753,456 0 13,779
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DOMINO'S PIZZA INC COM 25754A201 103,402 417,221 SH   DFND 1 408,617 0 8,604
DOMINO'S PIZZA INC COM 25754A201 151 611 SH   DFND 1 2 611 0 0
DOMO INC - CLASS B COM CL B 257554105 1,977 100,745 SH   DFND 1 100,745 0 0
DOMTAR CORP COM NEW 257559203 41,878 1,192,106 SH   DFND 1 1,177,995 0 14,111
DOMTAR CORP COM NEW 257559203 1,265 36,027 SH   DFND 1 2 36,027 0 0
DONALDSON CO INC COM 257651109 56,819 1,309,517 SH   DFND 1 1,283,051 0 26,466
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DORIAN LPG LTD SHS USD Y2106R110 1,816 311,513 SH   DFND 1 311,513 0 0
DORMAN PRODUCTS INC COM 258278100 30,352 337,180 SH   DFND 1 337,180 0 0
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DOUGLAS EMMETT INC COM 25960P109 69,404 2,033,537 SH   DFND 1 2,000,131 0 33,406
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DOVER CORP COM 260003108 135,157 1,908,312 SH   DFND 1 1,899,837 0 8,475
DOVER CORP COM 260003108 33 469 SH   DFND 1 2 469 0 0
DOVER DOWNS GAMING & ENTERTA COM 260095104 431 155,826 SH   DFND 1 155,826 0 0
DOVER MOTORSPORTS INC COM 260174107 61 32,679 SH   DFND 1 32,679 0 0
DOWDUPONT INC COM 26078J100 1,459,675 27,342,875 SH   DFND 1 27,221,400 0 121,475
DOWDUPONT INC COM 26078J100 4,312 80,646 SH   DFND 1 2 80,646 0 0
DPW HOLDINGS INC COM 26140E105 28 279,402 SH   DFND 1 279,402 0 0
DR HORTON INC COM 23331A109 161,671 4,672,358 SH   DFND 1 4,654,411 0 17,947
DR HORTON INC COM 23331A109 775 22,361 SH   DFND 1 2 22,361 0 0
DR. REDDY'S LABORATORIES-ADR ADR 256135203 206 5,895 SH   DFND 1 4,642 0 1,253
DREYFUS STRATEGIC MUNICIPALS COM 261932107 283 39,420 SH   DFND 1 2 39,420 0 0
DRIL-QUIP INC COM 262037104 11,830 393,972 SH   DFND 1 386,571 0 7,401
DRIL-QUIP INC COM 262037104 82 2,754 SH   DFND 1 2 2,754 0 0
DRIVE SHACK INC COM 262077100 2,355 600,991 SH   DFND 1 600,991 0 0
DROPBOX INC-CLASS A CL A 26210C104 14,401 704,904 SH   DFND 1 704,904 0 0
DSP GROUP INC COM 23332B106 2,105 188,011 SH   DFND 1 188,011 0 0
DSW INC-CLASS A CL A 23334L102 22,449 908,878 SH   DFND 1 908,878 0 0
DSW INC-CLASS A CL A 23334L102 448 18,151 SH   DFND 1 2 18,151 0 0
DTE ENERGY COMPANY COM 233331107 258,174 2,344,758 SH   DFND 1 2,334,923 0 9,835
DTF TAX-FREE INCOME INC COM 23334J107 348 28,159 SH   DFND 1 2 28,159 0 0
DUCOMMUN INC COM 264147109 3,989 109,848 SH   DFND 1 109,848 0 0
DUKE ENERGY CORP COM NEW 26441C204 771,079 8,951,045 SH   DFND 1 8,913,217 0 37,828
DUKE REALTY CORP COM NEW 264411505 156,339 6,044,402 SH   DFND 1 6,025,621 0 18,781
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 3,099 122,842 SH   DFND 1 122,842 0 0
DUN & BRADSTREET CORP COM 26483E100 54,920 384,762 SH   DFND 1 377,022 0 7,740
DUN & BRADSTREET CORP COM 26483E100 153 1,077 SH   DFND 1 2 1,077 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 53,789 838,893 SH   DFND 1 821,802 0 17,091
DUNKIN' BRANDS GROUP INC COM 265504100 79 1,239 SH   DFND 1 2 1,239 0 0
DURECT CORPORATION COM 266605104 821 1,700,377 SH   DFND 1 1,700,377 0 0
DWS MUNICIPAL INCOME TRUST COM 233368109 318 30,945 SH   DFND 1 2 30,945 0 0
DXC TECHNOLOGY CO COM 23355L106 234,547 4,417,654 SH   DFND 1 4,402,695 0 14,959
DXC TECHNOLOGY CO COM 23355L106 1,871 35,203 SH   DFND 1 2 35,203 0 0
DXP ENTERPRISES INC COM NEW 233377407 5,054 181,556 SH   DFND 1 181,556 0 0
DYCOM INDUSTRIES INC COM 267475101 18,050 334,030 SH   DFND 1 327,554 0 6,476
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 5,956 650,953 SH   DFND 1 650,953 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 3,751 655,872 SH   DFND 1 655,434 0 438
DYNEX CAPITAL INC COM NEW 26817Q506 18 3,223 SH   DFND 1 2 3,223 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 150,020 3,424,703 SH   DFND 1 3,410,955 0 13,748
EAGLE BANCORP INC COM 268948106 17,498 359,231 SH   DFND 1 359,231 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3,468 752,393 SH   DFND 1 752,393 0 0
EAGLE MATERIALS INC COM 26969P108 26,761 438,494 SH   DFND 1 428,792 0 9,702
EAGLE MATERIALS INC COM 26969P108 289 4,744 SH   DFND 1 2 4,744 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 5,293 131,395 SH   DFND 1 131,395 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 26 648 SH   DFND 1 2 648 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 973 215,269 SH   DFND 1 215,269 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 127 28,316 SH   DFND 1 2 28,316 0 0
EAST WEST BANCORP INC COM 27579R104 75,748 1,741,094 SH   DFND 1 1,711,136 0 29,958
EAST WEST BANCORP INC COM 27579R104 429 9,876 SH   DFND 1 2 9,876 0 0
EASTERLY GOVERNMENT PROPERTI COM 27616P103 12,492 796,710 SH   DFND 1 796,710 0 0
EASTERN CO/THE COM 276317104 1,398 57,821 SH   DFND 1 57,821 0 0
EASTGROUP PROPERTIES INC COM 277276101 44,071 480,444 SH   DFND 1 480,444 0 0
EASTMAN CHEMICAL CO COM 277432100 163,639 2,241,449 SH   DFND 1 2,234,109 0 7,340
EASTMAN CHEMICAL CO COM 277432100 144 1,971 SH   DFND 1 2 1,971 0 0
EASTMAN KODAK CO COM NEW 277461406 822 322,441 SH   DFND 1 322,441 0 0
EATON CORP PLC SHS G29183103 374,045 5,455,807 SH   DFND 1 5,431,043 0 24,764
EATON CORP PLC SHS G29183103 120 1,762 SH   DFND 1 2 1,762 0 0
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 499 45,106 SH   DFND 1 2 45,106 0 0
EATON VANCE CAL MUNI BOND COM 27828A100 519 52,457 SH   DFND 1 2 52,457 0 0
EATON VANCE CORP COM NON VTG 278265103 45,398 1,291,189 SH   DFND 1 1,267,077 0 24,112
EATON VANCE CORP COM NON VTG 278265103 541 15,401 SH   DFND 1 2 15,401 0 0
EATON VANCE NATIONAL MUNICIP COM SHS 27829L105 493 26,732 SH   DFND 1 2 26,732 0 0
EATON VANCE NJ MUNICIPAL INC SH BEN INT 27826V106 274 24,550 SH   DFND 1 2 24,550 0 0
EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 344 29,959 SH   DFND 1 2 29,959 0 0
EATON VANCE TAX-ADVANTAGED B COM SH BEN INT 27829M103 973 114,295 SH   DFND 1 2 114,295 0 0
EBAY INC COM 278642103 348,390 12,432,295 SH   DFND 1 12,338,196 0 94,099
EBAY INC COM 278642103 1,651 58,829 SH   DFND 1 2 58,829 0 0
EBIX INC COM NEW 278715206 11,305 265,628 SH   DFND 1 265,628 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 6,395 314,562 SH   DFND 1 314,562 0 0
ECHOSTAR CORP-A CL A 278768106 18,434 502,026 SH   DFND 1 502,026 0 0
ECLIPSE RESOURCES CORP COM 27890G100 1,013 965,519 SH   DFND 1 965,519 0 0
ECOLAB INC COM 278865100 451,565 3,070,398 SH   DFND 1 3,056,981 0 13,417
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 73 4,609 SH   DFND 1 4,609 0 0
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 144 9,071 SH   DFND 1 2 9,071 0 0
ECO-STIM ENERGY SOLUTIONS IN COM 27888D101 2 45,860 SH   DFND 1 45,860 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 12,312 13,645,000 PRN   DFND 1 2 13,645,000 0 0
ECPG 3.25 03/15/22 NOTE 3.250% 3/1 292554AK8 1,634 2,000,000 PRN   DFND 1 2 2,000,000 0 0
ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 3,189 4,000,000 PRN   DFND 1 2 4,000,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 34 18,494 SH   DFND 1 18,494 0 0
EDGE THERAPEUTICS INC COM 279870109 75 235,810 SH   DFND 1 235,810 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 23,844 638,418 SH   DFND 1 627,236 0 11,182
EDGEWELL PERSONAL CARE CO COM 28035Q102 975 26,109 SH   DFND 1 2 26,109 0 0
EDISON INTERNATIONAL COM 281020107 241,582 4,262,828 SH   DFND 1 4,245,751 0 17,077
EDITAS MEDICINE INC COM 28106W103 11,491 505,115 SH   DFND 1 505,115 0 0
EDUCATIONAL DEVELOPMENT CORP COM 281479105 423 49,636 SH   DFND 1 49,636 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 449,976 2,942,494 SH   DFND 1 2,931,537 0 10,957
EGAIN CORP COM NEW 28225C806 1,276 194,253 SH   DFND 1 194,253 0 0
EGAIN CORP COM NEW 28225C806 28 4,360 SH   DFND 1 2 4,360 0 0
EHEALTH INC COM 28238P109 7,984 207,817 SH   DFND 1 207,817 0 0
EHI CAR SERVICES - SPON ADR SPON ADS CL A 26853A100 2 203 SH   DFND 1 203 0 0
EHI CAR SERVICES - SPON ADR SPON ADS CL A 26853A100 137 13,053 SH   DFND 1 2 13,053 0 0
EIDOS THERAPEUTICS INC COM 28249H104 1,101 80,021 SH   DFND 1 80,021 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 1,064 104,792 SH   DFND 1 104,792 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 472 380,818 SH   DFND 1 380,818 0 0
EL PASO ELECTRIC CO COM NEW 283677854 21,255 424,013 SH   DFND 1 424,013 0 0
EL PASO ELECTRIC CO COM NEW 283677854 57 1,145 SH   DFND 1 2 1,145 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 3,894 256,739 SH   DFND 1 256,739 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 18,592 589,684 SH   DFND 1 589,684 0 0
ELASTIC NV ORD SHS N14506104 5,739 80,289 SH   DFND 1 80,289 0 0
ELBIT SYSTEMS LTD ORD M3760D101 3,469 30,433 SH   DFND 1 30,433 0 0
ELDORADO RESORTS INC COM 28470R102 26,233 724,471 SH   DFND 1 711,020 0 13,451
ELDORADO RESORTS INC COM 28470R102 62 1,737 SH   DFND 1 2 1,737 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 10,984 366,650 SH   DFND 1 366,650 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 178 5,950 SH   DFND 1 2 5,950 0 0
ELECTROCORE INC COM 28531P103 285 45,632 SH   DFND 1 45,632 0 0
ELECTROMED INC COM 285409108 94 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 284,396 3,610,967 SH   DFND 1 3,580,422 0 30,545
ELECTRONIC ARTS INC COM 285512109 223 2,828 SH   DFND 1 2 2,828 0 0
ELECTRONICS FOR IMAGING COM 286082102 13,041 525,886 SH   DFND 1 525,886 0 0
ELEVATE CREDIT INC COM 28621V101 778 173,812 SH   DFND 1 173,812 0 0
ELF BEAUTY INC COM 26856L103 1,940 224,087 SH   DFND 1 224,087 0 0
ELI LILLY & CO COM 532457108 1,513,507 13,098,711 SH   DFND 1 13,046,921 0 51,790
ELI LILLY & CO COM 532457108 1,075 9,291 SH   DFND 1 2 9,291 0 0
ELLIE MAE INC COM 28849P100 22,839 363,515 SH   DFND 1 363,515 0 0
ELLINGTON FINANCIAL LLC COM 288522303 202 13,236 SH   DFND 1 2 13,236 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 590 57,701 SH   DFND 1 57,701 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 2,858 237,986 SH   DFND 1 237,986 0 0
EMAGIN CORPORATION COM NEW 29076N206 67 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 3,829 120,228 SH   DFND 1 120,228 0 0
EMCOR GROUP INC COM 29084Q100 53,622 898,344 SH   DFND 1 886,442 0 11,902
EMCOR GROUP INC COM 29084Q100 123 2,071 SH   DFND 1 2 2,071 0 0
EMCORE CORP COM NEW 290846203 802 191,027 SH   DFND 1 191,027 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 3,442 279,003 SH   DFND 1 279,003 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 30,723 518,274 SH   DFND 1 518,088 0 186
EMERGENT BIOSOLUTIONS INC COM 29089Q105 209 3,542 SH   DFND 1 2 3,542 0 0
EMERSON ELECTRIC CO COM 291011104 441,115 7,394,814 SH   DFND 1 7,358,563 0 36,251
EMERSON RADIO CORP COM NEW 291087203 69 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 108 33,957 SH   DFND 1 33,957 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 563 55,670 SH   DFND 1 55,670 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 19,634 1,379,817 SH   DFND 1 1,379,817 0 0
EMPLOYERS HOLDINGS INC COM 292218104 14,655 349,180 SH   DFND 1 349,180 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 14,012 197,829 SH   DFND 1 197,829 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 61 873 SH   DFND 1 2 873 0 0
ENBRIDGE INC COM 29250N105 1,052 35,938 SH   DFND 1 35,938 0 0
ENBRIDGE INC COMSTK 29250N105 51,788 1,658,789 SH   DFND 1 1,658,789 0 0
ENCANA CORP COMSTK 292505104 4,674 815,794 SH   DFND 1 815,794 0 0
ENCOMPASS HEALTH CORP COM 29261A100 62,722 1,016,569 SH   DFND 1 995,408 0 21,161
ENCOMPASS HEALTH CORP COM 29261A100 35 582 SH   DFND 1 2 582 0 0
ENCORE CAPITAL GROUP INC COM 292554102 7,343 312,505 SH   DFND 1 312,048 0 457
ENCORE WIRE CORP COM 292562105 11,983 238,805 SH   DFND 1 238,805 0 0
ENDO INTERNATIONAL PLC SHS G30401106 17,854 2,445,832 SH   DFND 1 2,445,832 0 0
ENDO INTERNATIONAL PLC SHS G30401106 41 5,693 SH   DFND 1 2 5,693 0 0
ENDOLOGIX INC COM 29266S106 740 1,034,378 SH   DFND 1 1,034,378 0 0
ENDOLOGIX INC COM 29266S106 17 24,903 SH   DFND 1 2 24,903 0 0
ENDRA LIFE SCIENCES INC COM 29273B104 71 47,760 SH   DFND 1 47,760 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 6,191 931,069 SH   DFND 1 931,069 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 21 2,399 SH   DFND 1 0 0 2,399
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 480 53,832 SH   DFND 1 2 53,832 0 0
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 6 1,402 SH   DFND 1 0 0 1,402
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 1,199 242,338 SH   DFND 1 2 242,338 0 0
ENERGIZER HOLDINGS INC COM 29272W109 26,556 588,180 SH   DFND 1 575,852 0 12,328
ENERGOUS CORP COM 29272C103 1,301 224,776 SH   DFND 1 224,776 0 0
ENERGY FOCUS INC COM NEW 29268T300 26 43,479 SH   DFND 1 43,479 0 0
ENERGY FUELS INC COM NEW 292671708 841 296,936 SH   DFND 1 296,936 0 0
ENERGY RECOVERY INC COM 29270J100 2,597 386,026 SH   DFND 1 386,026 0 0
ENERPLUS CORP COMSTK 292766102 172 22,156 SH   DFND 1 22,156 0 0
ENERPLUS CORP COMSTK 292766102 15 1,968 SH   DFND 1 2 1,968 0 0
ENERSYS COM 29275Y102 36,351 468,385 SH   DFND 1 459,663 0 8,722
ENERSYS COM 29275Y102 381 4,914 SH   DFND 1 2 4,914 0 0
ENGILITY HOLDINGS INC COM 29286C107 5,730 201,344 SH   DFND 1 199,016 0 2,328
ENGLOBAL CORP COM 293306106 38 67,699 SH   DFND 1 67,699 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 1,149 36,491 SH   DFND 1 36,491 0 0
ENNIS INC COM 293389102 5,437 282,456 SH   DFND 1 279,693 0 2,763
ENOVA INTERNATIONAL INC COM 29357K103 11,389 585,282 SH   DFND 1 584,017 0 1,265
ENOVA INTERNATIONAL INC COM 29357K103 141 7,249 SH   DFND 1 2 7,249 0 0
ENPHASE ENERGY INC COM 29355A107 4,238 896,172 SH   DFND 1 896,172 0 0
ENPRO INDUSTRIES INC COM 29355X107 13,300 221,314 SH   DFND 1 221,314 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 11,123 3,124,707 SH   DFND 1 3,034,272 0 90,435
ENSERVCO CORP COM 29358Y102 36 98,285 SH   DFND 1 98,285 0 0
ENSIGN GROUP INC/THE COM 29358P101 22,041 568,228 SH   DFND 1 568,228 0 0
ENSIGN GROUP INC/THE COM 29358P101 179 4,629 SH   DFND 1 2 4,629 0 0
ENSTAR GROUP LTD SHS G3075P101 26,799 159,932 SH   DFND 1 159,932 0 0
ENSYNC INC COM 29359T102 26 149,026 SH   DFND 1 149,026 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 1,890 91,096 SH   DFND 1 91,096 0 0
ENTEGRIS INC COM 29362U104 44,312 1,588,547 SH   DFND 1 1,588,547 0 0
ENTEGRIS INC COM 29362U104 95 3,434 SH   DFND 1 2 3,434 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 7,350 1,287,331 SH   DFND 1 1,287,331 0 0
ENTERGY CORP COM 29364G103 212,751 2,475,894 SH   DFND 1 2,466,070 0 9,824
ENTERPRISE BANCORP INC COM 293668109 3,079 95,768 SH   DFND 1 95,768 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 9,952 264,480 SH   DFND 1 264,480 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 423 17,220 SH   DFND 1 17,220 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 1,838 631,693 SH   DFND 1 631,693 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 128 44,222 SH   DFND 1 2 44,222 0 0
ENV 1.75 12/15/19 NOTE 1.750%12/1 29404KAA4 8,088 8,000,000 PRN   DFND 1 2 8,000,000 0 0
ENVESTNET INC COM 29404K106 23,460 476,928 SH   DFND 1 476,928 0 0
ENZO BIOCHEM INC COM 294100102 1,142 411,138 SH   DFND 1 411,138 0 0
EOG RESOURCES INC COM 26875P101 591,650 6,797,378 SH   DFND 1 6,766,485 0 30,893
EOG RESOURCES INC COM 26875P101 3 36 SH   DFND 1 2 36 0 0
EP ENERGY CORP-CL A CL A 268785102 301 430,867 SH   DFND 1 430,867 0 0
EPAM SYSTEMS INC COM 29414B104 58,628 505,375 SH   DFND 1 505,375 0 0
EPAM SYSTEMS INC COM 29414B104 17 150 SH   DFND 1 2 150 0 0
EPIZYME INC COM 29428V104 4,091 664,278 SH   DFND 1 664,278 0 0
EPLUS INC COM 294268107 11,009 154,689 SH   DFND 1 154,689 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 20,290 760,908 PRN   DFND 1 2 760,908 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 47,400 740,290 SH   DFND 1 724,907 0 15,383
EQT CORP COM 26884L109 46,116 2,441,302 SH   DFND 1 2,388,655 0 52,647
EQUIFAX INC COM 294429105 142,098 1,528,538 SH   DFND 1 1,522,218 0 6,320
EQUILLIUM INC COM 29446K106 143 17,608 SH   DFND 1 17,608 0 0
EQUINIX INC COM PAR $0.001 29444U700 342,497 973,282 SH   DFND 1 969,068 0 4,214
EQUINIX INC COM PAR $0.001 29444U700 34 99 SH   DFND 1 2 99 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 466 22,059 SH   DFND 1 22,059 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 695 32,860 SH   DFND 1 2 32,860 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 36,356 1,816,003 SH   DFND 1 1,773,434 0 42,569
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 5,614 159,263 SH   DFND 1 159,263 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 49,477 1,648,701 SH   DFND 1 1,648,701 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 105,437 1,085,533 SH   DFND 1 1,085,533 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 401,342 6,088,423 SH   DFND 1 6,069,112 0 19,311
ERA GROUP INC COM 26885G109 1,611 184,372 SH   DFND 1 184,372 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 2,383 268,719 SH   DFND 1 263,966 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 33,809 253,618 SH   DFND 1 253,618 0 0
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 199 1,500 SH   DFND 1 2 1,500 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 1,035 124,861 SH   DFND 1 124,582 0 279
ESCALADE INC COM 296056104 969 84,668 SH   DFND 1 84,668 0 0
ESCO TECHNOLOGIES INC COM 296315104 18,004 273,006 SH   DFND 1 273,006 0 0
ESPERION THERAPEUTICS INC COM 29664W105 12,668 275,410 SH   DFND 1 275,410 0 0
ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 695 32,037 SH   DFND 1 32,037 0 0
ESSA BANCORP INC COM 29667D104 1,162 74,486 SH   DFND 1 74,486 0 0
ESSENDANT INC COM 296689102 5,347 425,076 SH   DFND 1 424,441 0 635
ESSENT GROUP LTD COM G3198U102 45,909 1,343,164 SH   DFND 1 1,343,164 0 0
ESSENTIAL PROPERTIES REALTY COM 29670E107 5,263 380,292 SH   DFND 1 380,292 0 0
ESSEX PROPERTY TRUST INC COM 297178105 265,001 1,082,222 SH   DFND 1 1,078,759 0 3,463
ESTEE LAUDER COMPANIES-CL A CL A 518439104 359,010 2,764,521 SH   DFND 1 2,752,695 0 11,826
ESTERLINE TECHNOLOGIES CORP COM 297425100 37,314 307,241 SH   DFND 1 301,744 0 5,497
ESTERLINE TECHNOLOGIES CORP COM 297425100 159 1,310 SH   DFND 1 2 1,310 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 4,946 281,207 SH   DFND 1 281,207 0 0
ETSY INC COM 29786A106 71,164 1,496,001 SH   DFND 1 1,496,001 0 0
ETSY INC COM 29786A106 111 2,336 SH   DFND 1 2 2,336 0 0
EURONET WORLDWIDE INC COM 298736109 52,534 513,133 SH   DFND 1 513,133 0 0
EURONET WORLDWIDE INC COM 298736109 36 357 SH   DFND 1 2 357 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,354 41,661 SH   DFND 1 41,661 0 0
EVELO BIOSCIENCES INC COM 299734103 1,173 90,197 SH   DFND 1 90,197 0 0
EVENTBRITE INC-CLASS A COM CL A 29975E109 3,040 109,348 SH   DFND 1 109,348 0 0
EVERBRIDGE INC COM 29978A104 16,879 297,392 SH   DFND 1 297,392 0 0
EVERBRIDGE INC COM 29978A104 277 4,885 SH   DFND 1 2 4,885 0 0
EVERCORE INC - A CLASS A 29977A105 31,207 436,100 SH   DFND 1 427,256 0 8,844
EVERCORE INC - A CLASS A 29977A105 672 9,403 SH   DFND 1 2 9,403 0 0
EVEREST RE GROUP LTD COM G3223R108 134,440 618,301 SH   DFND 1 616,170 0 2,131
EVERGY INC COM 30034W106 199,800 3,525,405 SH   DFND 1 3,511,596 0 13,809
EVERI HOLDINGS INC COM 30034T103 3,576 694,372 SH   DFND 1 694,372 0 0
EVERQUOTE INC - CLASS A COM CL A 30041R108 70 16,851 SH   DFND 1 16,851 0 0
EVERSOURCE ENERGY COM 30040W108 271,461 4,180,918 SH   DFND 1 4,164,309 0 16,609
EVERSPIN TECHNOLOGIES INC COM 30041T104 350 62,510 SH   DFND 1 62,510 0 0
EVERTEC INC COM 30040P103 23,688 825,382 SH   DFND 1 823,941 0 1,441
EVERTEC INC COM 30040P103 34 1,215 SH   DFND 1 2 1,215 0 0
EVI INDUSTRIES INC COM 26929N102 689 20,686 SH   DFND 1 20,686 0 0
EVINE LIVE INC CL A 300487105 149 374,408 SH   DFND 1 374,408 0 0
EVO PAYMENTS INC-CLASS A CL A COM 26927E104 5,987 242,716 SH   DFND 1 242,716 0 0
EVOFEM BIOSCIENCES INC COM 30048L104 308 73,650 SH   DFND 1 73,650 0 0
EVOKE PHARMA INC COM 30049G104 57 23,048 SH   DFND 1 23,048 0 0
EVOLENT HEALTH INC - A CL A 30050B101 14,744 739,060 SH   DFND 1 739,060 0 0
EVOLUS INC COM 30052C107 1,508 126,785 SH   DFND 1 126,785 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,990 291,904 SH   DFND 1 291,904 0 0
EVOLVING SYSTEMS INC COM NEW 30049R209 47 39,807 SH   DFND 1 39,807 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 6,488 675,935 SH   DFND 1 675,935 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 8,877 564,351 SH   DFND 1 564,351 0 0
EXACT SCIENCES CORP COM 30063P105 75,583 1,197,840 SH   DFND 1 1,197,596 0 244
EXANTAS CAPITAL CORP COM NEW 30068N105 3,331 332,524 SH   DFND 1 332,524 0 0
EXANTAS CAPITAL CORP COM NEW 30068N105 1,203 120,100 SH   DFND 1 2 120,100 0 0
EXELA TECHNOLOGIES INC COM 30162V102 2,331 599,477 SH   DFND 1 599,477 0 0
EXELIXIS INC COM 30161Q104 59,195 3,009,454 SH   DFND 1 2,947,008 0 62,446
EXELON CORP COM 30161N101 578,058 12,839,080 SH   DFND 1 12,787,590 0 51,490
EXLSERVICE HOLDINGS INC COM 302081104 19,986 379,825 SH   DFND 1 379,825 0 0
EXONE CO/THE COM 302104104 506 76,536 SH   DFND 1 76,536 0 0
EXP WORLD HOLDINGS INC COM 30212W100 2,077 293,392 SH   DFND 1 293,392 0 0
EXPEDIA GROUP INC COM NEW 30212P303 175,222 1,558,162 SH   DFND 1 1,545,397 0 12,765
EXPEDITORS INTL WASH INC COM 302130109 178,482 2,625,188 SH   DFND 1 2,616,055 0 9,133
EXPONENT INC COM 30214U102 32,348 637,912 SH   DFND 1 637,912 0 0
EXPONENT INC COM 30214U102 545 10,762 SH   DFND 1 2 10,762 0 0
EXPRESS INC COM 30219E103 5,540 1,084,261 SH   DFND 1 1,084,261 0 0
EXPRESS INC COM 30219E103 25 5,024 SH   DFND 1 2 5,024 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 31,198 2,012,832 SH   DFND 1 2,012,832 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 124 8,042 SH   DFND 1 2 8,042 0 0
EXTERRAN CORP COM 30227H106 5,882 332,334 SH   DFND 1 332,334 0 0
EXTRA SPACE STORAGE INC COM 30225T102 176,181 1,950,053 SH   DFND 1 1,943,422 0 6,631
EXTRACTION OIL & GAS INC COM 30227M105 5,014 1,168,815 SH   DFND 1 1,168,815 0 0
EXTREME NETWORKS INC COM 30226D106 7,993 1,310,401 SH   DFND 1 1,310,401 0 0
EXXON MOBIL CORP COM 30231G102 3,552,915 52,192,582 SH   DFND 1 51,962,355 0 230,227
EXXON MOBIL CORP COM 30231G102 218 3,210 SH   DFND 1 2 3,210 0 0
EYEPOINT PHARMACEUTICALS INC COM 30233G100 789 417,597 SH   DFND 1 417,597 0 0
EZCORP INC-CL A CL A NON VTG 302301106 4,505 582,796 SH   DFND 1 582,796 0 0
F5 NETWORKS INC COM 315616102 177,050 1,094,078 SH   DFND 1 1,090,900 0 3,178
F5 NETWORKS INC COM 315616102 102 634 SH   DFND 1 2 634 0 0
FABRINET SHS G3323L100 21,825 425,370 SH   DFND 1 425,370 0 0
FACEBOOK INC-CLASS A CL A 30303M102 4,157,898 31,772,199 SH   DFND 1 31,539,808 0 232,391
FACTSET RESEARCH SYSTEMS INC COM 303075105 83,804 418,750 SH   DFND 1 410,883 0 7,867
FACTSET RESEARCH SYSTEMS INC COM 303075105 457 2,287 SH   DFND 1 2 2,287 0 0
FAIR ISAAC CORP COM 303250104 55,039 294,328 SH   DFND 1 288,340 0 5,988
FALCON MINERALS CORP CL A COM 30607B109 3,288 386,834 SH   DFND 1 386,834 0 0
FAMOUS DAVE'S OF AMERICA COM 307068106 147 32,050 SH   DFND 1 32,050 0 0
FANG HOLDINGS LTD - ADR ADR 30711Y102 153 107,677 SH   DFND 1 104,995 0 2,682
FANG HOLDINGS LTD - ADR ADR 30711Y102 7 5,360 SH   DFND 1 2 5,360 0 0
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 722 32,936 SH   DFND 1 32,936 0 0
FAR POINT ACQUISITION CORP-A COM CL A 30734W109 856 88,800 SH   DFND 1 2 88,800 0 0
FARMER BROS CO COM 307675108 3,035 130,095 SH   DFND 1 130,095 0 0
FARMERS & MERCHANTS BANCO/OH COM 30779N105 3,384 87,938 SH   DFND 1 87,938 0 0
FARMERS NATL BANC CORP COM 309627107 3,625 284,594 SH   DFND 1 284,594 0 0
FARMLAND PARTNERS INC COM 31154R109 1,810 398,767 SH   DFND 1 398,767 0 0
FARO TECHNOLOGIES INC COM 311642102 7,689 189,202 SH   DFND 1 189,202 0 0
FASTENAL CO COM 311900104 217,478 4,165,575 SH   DFND 1 4,136,628 0 28,947
FATE THERAPEUTICS INC COM 31189P102 9,008 702,179 SH   DFND 1 702,179 0 0
FB FINANCIAL CORP COM 30257X104 6,146 175,514 SH   DFND 1 175,514 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 7,463 113,693 SH   DFND 1 113,693 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 26 789 SH   DFND 1 789 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 1,007 30,000 SH   DFND 1 2 30,000 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 7,502 124,136 SH   DFND 1 124,136 0 0
FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 144,110 1,222,569 SH   DFND 1 1,218,698 0 3,871
FEDERAL SIGNAL CORP COM 313855108 12,857 646,086 SH   DFND 1 646,086 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 34,660 1,299,905 SH   DFND 1 1,279,708 0 20,197
FEDEX CORP COM 31428X106 442,118 2,746,042 SH   DFND 1 2,733,335 0 12,707
FEDEX CORP COM 31428X106 31 195 SH   DFND 1 2 195 0 0
FEDNAT HOLDING CO COM 31431B109 3,152 158,272 SH   DFND 1 158,272 0 0
FENNEC PHARMACEUTICALS INC COM 31447P100 251 39,489 SH   DFND 1 39,489 0 0
FERRO CORP COM 315405100 13,767 877,998 SH   DFND 1 877,998 0 0
FERROGLOBE PLC SHS G33856108 185 116,590 SH   DFND 1 116,590 0 0
FERROGLOBE PLC SHS G33856108 69 43,517 SH   DFND 1 2 43,517 0 0
FGL HOLDINGS ORD SHS G3402M102 11,586 1,739,751 SH   DFND 1 1,739,751 0 0
FGL HOLDINGS ORD SHS G3402M102 599 90,000 SH   DFND 1 2 90,000 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 12 870 SH   DFND 1 0 0 870
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 156 10,817 SH   DFND 1 2 10,817 0 0
FIBROCELL SCIENCE INC COM PAR 315721407 18 12,643 SH   DFND 1 12,643 0 0
FIBROGEN INC COM 31572Q808 40,731 880,102 SH   DFND 1 880,102 0 0
FIDELITY D&D BANCORP INC COM 31609R100 1,681 26,197 SH   DFND 1 26,197 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 92,074 2,930,366 SH   DFND 1 2,930,366 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 0 30 SH   DFND 1 2 30 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 462,775 4,520,153 SH   DFND 1 4,502,348 0 17,805
FIDELITY SOUTHERN CORP COM 316394105 6,902 265,261 SH   DFND 1 265,261 0 0
FIESTA RESTAURANT GROUP COM 31660B101 4,138 266,832 SH   DFND 1 266,832 0 0
FIFTH THIRD BANCORP COM 316773100 222,597 9,475,156 SH   DFND 1 9,439,093 0 36,063
FIFTH THIRD BANCORP COM 316773100 18 791 SH   DFND 1 2 791 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 4,880 189,895 SH   DFND 1 189,895 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 80 3,130 SH   DFND 1 2 3,130 0 0
FINISAR CORPORATION COM NEW 31787A507 28,793 1,333,053 SH   DFND 1 1,333,053 0 0
FINISAR CORPORATION COM NEW 31787A507 182 8,459 SH   DFND 1 2 8,459 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 295 117,713 SH   DFND 1 117,713 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 201 80,273 SH   DFND 1 2 80,273 0 0
FIREEYE INC COM 31816Q101 32,568 2,009,184 SH   DFND 1 2,009,184 0 0
FIREEYE INC COM 31816Q101 121 7,519 SH   DFND 1 2 7,519 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 78,488 1,758,263 SH   DFND 1 1,735,132 0 23,131
FIRST BANCORP INC/ME COM 31866P102 2,650 100,781 SH   DFND 1 100,781 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 24,932 2,899,178 SH   DFND 1 2,899,178 0 0
FIRST BANCORP/NC COM 318910106 11,520 352,731 SH   DFND 1 352,731 0 0
FIRST BANCSHARES INC/MS COM 318916103 3,826 126,494 SH   DFND 1 126,494 0 0
FIRST BANK/HAMILTON NJ COM 31931U102 1,963 161,967 SH   DFND 1 161,967 0 0
FIRST BUSEY CORP COM NEW 319383204 12,448 507,284 SH   DFND 1 506,768 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 1,402 71,873 SH   DFND 1 71,873 0 0
FIRST CAPITAL INC COM 31942S104 543 13,686 SH   DFND 1 13,686 0 0
FIRST CHOICE BANCORP COM 31948P104 1,645 72,822 SH   DFND 1 72,822 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 35,004 92,838 SH   DFND 1 92,838 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 13,985 1,157,779 SH   DFND 1 1,157,779 0 0
FIRST COMMUNITY BANKSHARES COM 31983A103 4,864 154,541 SH   DFND 1 154,541 0 0
FIRST COMMUNITY CORP COM 319835104 1,593 81,993 SH   DFND 1 81,993 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 79,495 4,704,460 SH   DFND 1 4,704,460 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 5,977 243,882 SH   DFND 1 243,882 0 0
FIRST FINANCIAL BANCORP COM 320209109 25,740 1,085,173 SH   DFND 1 1,085,173 0 0
FIRST FINANCIAL CORP/INDIANA COM 320218100 5,325 132,631 SH   DFND 1 132,631 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 1,284 83,040 SH   DFND 1 83,040 0 0
FIRST FINL BANKSHARES INC COM 32020R109 47,459 822,663 SH   DFND 1 822,663 0 0
FIRST FOUNDATION INC COM 32026V104 5,421 421,579 SH   DFND 1 421,579 0 0
FIRST GUARANTY BANCSHARES IN COM 32043P106 558 24,060 SH   DFND 1 24,060 0 0
FIRST HAWAIIAN INC COM 32051X108 22,271 989,405 SH   DFND 1 989,405 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 43,040 3,270,571 SH   DFND 1 3,203,547 0 67,024
FIRST INDUSTRIAL REALTY TR COM 32054K103 49,128 1,702,290 SH   DFND 1 1,676,154 0 26,136
FIRST INTERNET BANCORP COM 320557101 2,207 108,017 SH   DFND 1 108,017 0 0
FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 16,476 450,659 SH   DFND 1 450,659 0 0
FIRST MERCHANTS CORP COM 320817109 19,566 570,956 SH   DFND 1 570,956 0 0
FIRST MID-ILLINOIS BNCSHS COM 320866106 4,133 129,497 SH   DFND 1 129,497 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 23,719 1,197,340 SH   DFND 1 1,197,340 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 7 370 SH   DFND 1 2 370 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,156 77,965 SH   DFND 1 77,965 0 0
FIRST OF LONG ISLAND CORP COM 320734106 5,361 268,758 SH   DFND 1 268,758 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 181,913 2,097,055 SH   DFND 1 2,088,472 0 8,583
FIRST REPUBLIC BANK/CA COM 33616C100 21 250 SH   DFND 1 2 250 0 0
FIRST SAVINGS FINANCIAL GRP COM 33621E109 381 7,342 SH   DFND 1 7,342 0 0
FIRST SOLAR INC COM 336433107 35,293 831,316 SH   DFND 1 815,700 0 15,616
FIRST TRUST ABERDEEN EMG OPP COM 33731K102 585 48,082 SH   DFND 1 2 48,082 0 0
FIRST TRUST HIGH INCOME LONG COM 33738E109 2,922 220,076 SH   DFND 1 2 220,076 0 0
FIRST TRUST MLP AND ENERGY I COM 33739B104 1,311 133,859 SH   DFND 1 2 133,859 0 0
FIRST UNITED CORP COM 33741H107 955 60,041 SH   DFND 1 60,041 0 0
FIRST US BANCSHARES INC COM 33744V103 94 11,875 SH   DFND 1 11,875 0 0
FIRSTCASH INC COM 33767D105 35,731 493,866 SH   DFND 1 493,685 0 181
FIRSTCASH INC COM 33767D105 117 1,629 SH   DFND 1 2 1,629 0 0
FIRSTENERGY CORP COM 337932107 239,645 6,393,048 SH   DFND 1 6,364,408 0 28,640
FIRSTSERVICE CORP SUB VTG SH 33767E103 2,052 29,969 SH   DFND 1 29,969 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 189 2,764 SH   DFND 1 2 2,764 0 0
FISERV INC COM 337738108 456,499 6,220,865 SH   DFND 1 6,181,239 0 39,626
FISERV INC COM 337738108 36 499 SH   DFND 1 2 499 0 0
FITBIT INC - A CL A 33812L102 12,942 2,604,047 SH   DFND 1 2,604,047 0 0
FIVE BELOW COM 33829M101 64,844 633,742 SH   DFND 1 622,209 0 11,533
FIVE POINT HOLDINGS LLC-CL A COM CL A 33833Q106 347 50,000 SH   DFND 1 2 50,000 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 3,810 409,701 SH   DFND 1 409,701 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 134 288,827 SH   DFND 1 288,827 0 0
FIVE9 INC COM 338307101 28,521 652,377 SH   DFND 1 652,377 0 0
FIVE9 INC COM 338307101 57 1,304 SH   DFND 1 2 1,304 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 8,319 315,115 SH   DFND 1 315,115 0 0
FLDM 2.75 02/01/34 NOTE 2.750% 2/0 34385PAD0 811 710,000 PRN   DFND 1 2 710,000 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 203,758 1,099,152 SH   DFND 1 1,094,504 0 4,648
FLEX LTD ORD Y2573F102 5,302 700,162 SH   DFND 1 700,162 0 0
FLEX PHARMA INC COM 33938A105 18 56,938 SH   DFND 1 56,938 0 0
FLEXION THERAPEUTICS INC COM 33938J106 4,351 384,433 SH   DFND 1 384,433 0 0
FLEXSHOPPER INC COM NEW 33939J303 46 60,932 SH   DFND 1 60,932 0 0
FLEXSTEEL INDS COM 339382103 2,705 122,554 SH   DFND 1 122,554 0 0
FLEXSTEEL INDS COM 339382103 256 11,633 SH   DFND 1 2 11,633 0 0
FLIR SYSTEMS INC COM 302445101 94,034 2,162,798 SH   DFND 1 2,155,547 0 7,251
FLOOR & DECOR HOLDINGS INC-A CL A 339750101 13,197 509,542 SH   DFND 1 509,542 0 0
FLOTEK INDUSTRIES INC COM 343389102 617 566,382 SH   DFND 1 566,382 0 0
FLOWERS FOODS INC COM 343498101 35,671 1,931,348 SH   DFND 1 1,893,004 0 38,344
FLOWSERVE CORP COM 34354P105 68,149 1,795,400 SH   DFND 1 1,788,241 0 7,159
FLUENT INC COM 34380C102 1,547 429,741 SH   DFND 1 429,741 0 0
FLUIDIGM CORP COM 34385P108 3,896 452,057 SH   DFND 1 452,057 0 0
FLUOR CORP COM 343412102 62,101 1,931,812 SH   DFND 1 1,924,439 0 7,373
FLUOR CORP COM 343412102 325 10,116 SH   DFND 1 2 10,116 0 0
FLUSHING FINANCIAL CORP COM 343873105 6,958 323,193 SH   DFND 1 323,193 0 0
FLY LEASING LTD-ADR SPONSORED ADR 34407D109 209 19,799 SH   DFND 1 2 19,799 0 0
FMC CORP COM NEW 302491303 125,630 1,701,688 SH   DFND 1 1,694,630 0 7,058
FNB CORP COM 302520101 33,293 3,383,528 SH   DFND 1 3,312,383 0 71,145
FNSR 0.5 12/15/36 NOTE 0.500%12/1 31787AAP6 4,448 4,687,000 PRN   DFND 1 2 4,687,000 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 71 19,970 SH   DFND 1 19,970 0 0
FOCUS FINANCIAL PARTNERS-A COM CL A 34417P100 5,836 221,676 SH   DFND 1 221,676 0 0
FONAR CORP COM NEW 344437405 1,274 62,982 SH   DFND 1 62,982 0 0
FONAR CORP COM NEW 344437405 107 5,287 SH   DFND 1 2 5,287 0 0
FOOT LOCKER INC COM 344849104 100,161 1,884,588 SH   DFND 1 1,878,021 0 6,567
FOOT LOCKER INC COM 344849104 215 4,051 SH   DFND 1 2 4,051 0 0
FORD MOTOR CO COM PAR $0.01 345370860 399,887 52,343,847 SH   DFND 1 52,121,459 0 222,388
FORESCOUT TECHNOLOGIES INC COM 34553D101 7,390 284,358 SH   DFND 1 284,358 0 0
FORESTAR GROUP INC COM 346232101 1,593 115,042 SH   DFND 1 115,042 0 0
FORMFACTOR INC COM 346375108 11,808 838,107 SH   DFND 1 838,107 0 0
FORRESTER RESEARCH INC COM 346563109 6,140 137,374 SH   DFND 1 137,374 0 0
FORTERRA INC COM 34960W106 718 190,968 SH   DFND 1 190,968 0 0
FORTINET INC COM 34959E109 164,845 2,343,821 SH   DFND 1 2,336,231 0 7,590
FORTINET INC COM 34959E109 532 7,563 SH   DFND 1 2 7,563 0 0
FORTIS INC COM 349553107 335 10,070 SH   DFND 1 8,440 0 1,630
FORTIS INC COMSTK 349553107 19,455 564,759 SH   DFND 1 564,759 0 0
FORTIVE CORP COM 34959J108 247,196 3,660,262 SH   DFND 1 3,644,624 0 15,638
FORTRESS BIOTECH INC COM 34960Q109 326 379,972 SH   DFND 1 379,972 0 0
FORTUNA SILVER MINES INC COMSTK 349915108 32 8,792 SH   DFND 1 8,792 0 0
FORTUNA SILVER MINES INC COMSTK 349915108 151 41,300 SH   DFND 1 2 41,300 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 72,688 1,916,601 SH   DFND 1 1,909,189 0 7,412
FORTUNE BRANDS HOME & SECURI COM 34964C106 146 3,862 SH   DFND 1 2 3,862 0 0
FORTY SEVEN INC COM 34983P104 1,385 88,165 SH   DFND 1 88,165 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 3,300 799,256 SH   DFND 1 799,256 0 0
FORWARD AIR CORP COM 349853101 18,080 329,627 SH   DFND 1 329,627 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 24 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 12,756 810,938 SH   DFND 1 810,938 0 0
FOSSIL GROUP INC COM 34988V106 282 17,942 SH   DFND 1 2 17,942 0 0
FOSTER (LB) CO-A COM 350060109 1,698 106,845 SH   DFND 1 106,845 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 1,232 148,277 SH   DFND 1 148,277 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 18,665 712,421 SH   DFND 1 711,692 0 729
FOX FACTORY HOLDING CORP COM 35138V102 24,727 420,033 SH   DFND 1 420,033 0 0
FOX FACTORY HOLDING CORP COM 35138V102 273 4,650 SH   DFND 1 2 4,650 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 334 344,230 SH   DFND 1 344,230 0 0
FRANKLIN COVEY CO COM 353469109 2,495 111,776 SH   DFND 1 111,776 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 21,029 490,437 SH   DFND 1 490,437 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 3,301 125,218 SH   DFND 1 125,218 0 0
FRANKLIN RESOURCES INC COM 354613101 122,807 4,147,420 SH   DFND 1 4,131,822 0 15,598
FRANKLIN RESOURCES INC COM 354613101 110 3,740 SH   DFND 1 2 3,740 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 8,834 1,417,999 SH   DFND 1 1,417,999 0 0
FRANK'S INTERNATIONAL NV COM N33462107 4,286 821,180 SH   DFND 1 820,419 0 761
FRED'S INC-CLASS A CL A 356108100 402 212,870 SH   DFND 1 212,870 0 0
FREEPORT-MCMORAN INC CL B 35671D857 216,514 21,032,827 SH   DFND 1 20,954,346 0 78,481
FREEPORT-MCMORAN INC CL B 35671D857 2,440 236,676 SH   DFND 1 2 236,676 0 0
FREIGHTCAR AMERICA INC COM 357023100 827 123,639 SH   DFND 1 123,639 0 0
FREQUENCY ELECTRONICS INC COM 358010106 268 25,327 SH   DFND 1 25,327 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 383 11,854 SH   DFND 1 10,894 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 9,255 327,395 SH   DFND 1 327,395 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 107 3,799 SH   DFND 1 2 3,799 0 0
FRESHPET INC COM 358039105 9,154 284,670 SH   DFND 1 284,670 0 0
FRIEDMAN INDUSTRIES COM 358435105 200 28,460 SH   DFND 1 28,460 0 0
FRONT YARD RESIDENTIAL CORP COM 35904G107 5,951 681,675 SH   DFND 1 681,675 0 0
FRONTDOOR INC COM 35905A109 17,797 668,812 SH   DFND 1 668,812 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2,514 1,056,341 SH   DFND 1 1,056,341 0 0
FRONTLINE LTD SHS NEW G3682E192 1,620 293,066 SH   DFND 1 293,066 0 0
FRP HOLDINGS INC COM 30292L107 3,770 81,948 SH   DFND 1 81,948 0 0
FS BANCORP INC COM 30263Y104 1,579 36,824 SH   DFND 1 36,824 0 0
FS KKR CAPITAL CORP COM 302635107 445 85,956 SH   DFND 1 2 85,956 0 0
FTD COS INC COM 30281V108 148 100,322 SH   DFND 1 100,322 0 0
FTE NETWORKS INC COM PAR 30283R402 47 20,485 SH   DFND 1 20,485 0 0
FTI CONSULTING INC COM 302941109 26,569 398,702 SH   DFND 1 398,702 0 0
FTS INTERNATIONAL INC COM 30283W104 2,610 367,174 SH   DFND 1 367,174 0 0
FUEL TECH INC COM 359523107 150 126,541 SH   DFND 1 126,541 0 0
FUELCELL ENERGY INC COM NEW 35952H502 497 904,084 SH   DFND 1 904,084 0 0
FULL HOUSE RESORTS INC COM 359678109 69 34,413 SH   DFND 1 34,413 0 0
FULTON FINANCIAL CORP COM 360271100 36,485 2,356,948 SH   DFND 1 2,320,511 0 36,437
FUNKO INC-CLASS A COM CL A 361008105 1,583 120,447 SH   DFND 1 120,447 0 0
FUSION CONNECT INC COM 36116X102 366 217,950 SH   DFND 1 217,950 0 0
FUTUREFUEL CORP COM 36116M106 7,729 487,363 SH   DFND 1 487,363 0 0
G1 THERAPEUTICS INC COM 3621LQ109 5,344 279,063 SH   DFND 1 279,063 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 610 62,268 SH   DFND 1 2 62,268 0 0
GAIA INC CL A 36269P104 1,586 153,122 SH   DFND 1 153,122 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,727 280,453 SH   DFND 1 280,453 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 526 5,742 SH   DFND 1 5,742 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 779 227,175 SH   DFND 1 227,175 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 80 11,746 SH   DFND 1 11,746 0 0
GAMCO GLOBAL GOLD NATURAL RE COM SH BEN INT 36465A109 1,198 324,043 SH   DFND 1 2 324,043 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 697 41,271 SH   DFND 1 41,271 0 0
GAMCO NATURAL RESOURCES GOLD SH BEN INT 36465E101 561 113,366 SH   DFND 1 2 113,366 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 13,418 1,063,239 SH   DFND 1 1,063,239 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 28 2,269 SH   DFND 1 2 2,269 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 95,837 2,966,180 SH   DFND 1 2,966,180 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 766 23,729 SH   DFND 1 2 23,729 0 0
GANNETT CO INC COM 36473H104 10,126 1,187,165 SH   DFND 1 1,186,511 0 654
GANNETT CO INC COM 36473H104 28 3,368 SH   DFND 1 2 3,368 0 0
GAP INC/THE COM 364760108 89,982 3,497,991 SH   DFND 1 3,485,141 0 12,850
GAP INC/THE COM 364760108 97 3,799 SH   DFND 1 2 3,799 0 0
GARDNER DENVER HOLDINGS INC COM 36555P107 24,342 1,190,326 SH   DFND 1 1,190,326 0 0
GARMIN LTD SHS H2906T109 141,927 2,244,073 SH   DFND 1 2,236,815 0 7,258
GARRETT MOTION INC COM 366505105 6,717 544,340 SH   DFND 1 544,340 0 0
GARTNER INC COM 366651107 148,786 1,165,951 SH   DFND 1 1,161,174 0 4,777
GASLOG LTD SHS G37585109 2,352 142,921 SH   DFND 1 142,921 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 6,062 457,904 SH   DFND 1 457,904 0 0
GATX CORP COM 361448103 28,332 400,121 SH   DFND 1 392,346 0 7,775
GCI LIBERTY INC - CLASS A COM CLASS A 36164V305 42,812 1,040,138 SH   DFND 1 1,040,138 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 18,526 754,634 SH   DFND 1 754,634 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADR 36165L108 3,347 145,753 SH   DFND 1 145,753 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 46 60,168 SH   DFND 1 60,168 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,100 139,473 SH   DFND 1 138,503 0 970
GENCOR INDUSTRIES INC COM 368678108 825 75,237 SH   DFND 1 75,237 0 0
GENERAC HOLDINGS INC COM 368736104 38,334 771,320 SH   DFND 1 771,320 0 0
GENERAC HOLDINGS INC COM 368736104 216 4,357 SH   DFND 1 2 4,357 0 0
GENERAL AMERICAN INVESTORS COM 368802104 3,673 129,168 SH   DFND 1 2 129,168 0 0
GENERAL DYNAMICS CORP COM 369550108 551,044 3,511,304 SH   DFND 1 3,496,713 0 14,591
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GENERAL ELECTRIC CO COM 369604103 124 16,492 SH   DFND 1 2 16,492 0 0
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GENERAL MILLS INC COM 370334104 281,036 7,230,663 SH   DFND 1 7,197,351 0 33,312
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GENERAL MOTORS CO COM 37045V100 544,715 16,309,521 SH   DFND 1 16,240,723 0 68,798
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GENESEE & WYOMING INC-CL A CL A 371559105 42,078 568,480 SH   DFND 1 556,406 0 12,074
GENESIS HEALTHCARE INC CL A COM 37185X106 561 475,444 SH   DFND 1 475,444 0 0
GENIE ENERGY LTD-B CL B 372284208 556 92,286 SH   DFND 1 92,286 0 0
GENIE ENERGY LTD-B CL B 372284208 211 35,080 SH   DFND 1 2 35,080 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,890 594,807 SH   DFND 1 594,807 0 0
GENOCEA BIOSCIENCES INC COM 372427104 62 217,344 SH   DFND 1 217,344 0 0
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GENTEX CORP COM 371901109 79,624 3,939,860 SH   DFND 1 3,884,049 0 55,811
GENTEX CORP COM 371901109 222 11,011 SH   DFND 1 2 11,011 0 0
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GENUINE PARTS CO COM 372460105 188,434 1,965,765 SH   DFND 1 1,957,227 0 8,538
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 24,810 5,324,141 SH   DFND 1 5,217,497 0 106,644
GEO GROUP INC/THE COM 36162J106 26,093 1,324,550 SH   DFND 1 1,299,348 0 25,202
GEO GROUP INC/THE COM 36162J106 842 42,767 SH   DFND 1 2 42,767 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,184 114,862 SH   DFND 1 114,862 0 0
GERMAN AMERICAN BANCORP COM 373865104 6,838 246,268 SH   DFND 1 246,268 0 0
GERON CORP COM 374163103 1,892 1,892,556 SH   DFND 1 1,892,360 0 196
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GEVO INC COM PAR 374396406 42 21,445 SH   DFND 1 21,445 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 12,795 359,538 SH   DFND 1 359,538 0 0
GIGCAPITAL INC - CW23 *W EXP 06/08/202 37518N122 290 1,200,000 SH   DFND 1 2 1,200,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 13,378 479,680 SH   DFND 1 479,680 0 0
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GILDAN ACTIVEWEAR INC COMSTK 375916103 5,747 190,700 SH   DFND 1 190,700 0 0
GILDAN ACTIVEWEAR INC COMSTK 375916103 308 10,147 SH   DFND 1 2 10,147 0 0
GILEAD SCIENCES INC COM 375558103 1,052,468 16,853,239 SH   DFND 1 16,720,644 0 132,595
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GLAUKOS CORP COM 377322102 480 8,560 SH   DFND 1 2 8,560 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 16,216 424,397 SH   DFND 1 422,421 0 1,976
GLEN BURNIE BANCORP COM 377407101 194 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 25,439 619,730 SH   DFND 1 619,730 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 7,778 309,278 SH   DFND 1 309,278 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 998 447,774 SH   DFND 1 447,774 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 3,186 87,944 SH   DFND 1 87,944 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 1,790 201,450 SH   DFND 1 201,450 0 0
GLOBAL NET LEASE INC COM NEW 379378201 13,643 774,325 SH   DFND 1 774,325 0 0
GLOBAL PAYMENTS INC COM 37940X102 202,756 1,969,663 SH   DFND 1 1,961,370 0 8,293
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GLOBALSTAR INC COM 378973408 223 350,000 SH   DFND 1 2 350,000 0 0
GLOBUS MEDICAL INC - A CL A 379577208 34,963 807,842 SH   DFND 1 792,112 0 15,730
GLOWPOINT INC COM NEW 379887201 42 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 13,184 1,633,764 SH   DFND 1 1,629,954 0 3,810
GLU MOBILE INC COM 379890106 405 50,197 SH   DFND 1 2 50,197 0 0
GLYCOMIMETICS INC COM 38000Q102 3,901 412,003 SH   DFND 1 412,003 0 0
GMS INC COM 36251C103 5,332 358,869 SH   DFND 1 358,869 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 2,037 859,660 SH   DFND 1 858,787 0 873
GODADDY INC - CLASS A CL A 380237107 115,466 1,760,737 SH   DFND 1 1,760,737 0 0
GOGO INC COM 38046C109 1,996 667,641 SH   DFND 1 667,641 0 0
GOLAR LNG LTD SHS G9456A100 8,733 401,339 SH   DFND 1 401,036 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 566 52,477 SH   DFND 1 52,477 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 92 8,526 SH   DFND 1 2 8,526 0 0
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 6 1,845 SH   DFND 1 0 0 1,845
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 640 181,949 SH   DFND 1 2 181,949 0 0
GOLD RESOURCE CORP COM 38068T105 2,346 586,707 SH   DFND 1 586,707 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 3,383 211,174 SH   DFND 1 211,174 0 0
GOLDEN MINERALS CO COM 381119106 51 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 716 116,311 SH   DFND 1 116,311 0 0
GOLDFIELD CORP COM 381370105 337 149,274 SH   DFND 1 149,274 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 714,477 4,284,975 SH   DFND 1 4,266,843 0 18,132
GOLDMAN SACHS GROUP INC COM 38141G104 1,096 6,562 SH   DFND 1 2 6,562 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 142 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 831 61,593 SH   DFND 1 61,593 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 71,647 3,515,759 SH   DFND 1 3,503,546 0 12,213
GOOSEHEAD INSURANCE INC -A COM CL A 38267D109 2,849 108,381 SH   DFND 1 108,381 0 0
GOPRO INC-CLASS A CL A 38268T103 5,731 1,351,718 SH   DFND 1 1,351,718 0 0
GOPRO INC-CLASS A CL A 38268T103 1,763 416,029 SH   DFND 1 2 416,029 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 1,607 1,847,875 SH   DFND 1 2 1,847,875 0 0
GORMAN-RUPP CO COM 383082104 6,878 212,231 SH   DFND 1 212,231 0 0
GP STRATEGIES CORP COM 36225V104 1,744 138,380 SH   DFND 1 138,380 0 0
GPMT 6.375 10/01/23 NOTE 6.375%10/0 38741LAC1 6,886 7,000,000 PRN   DFND 1 2 7,000,000 0 0
GPRO 3.5 04/15/22 NOTE 3.500% 4/1 38268TAB9 2,046 2,500,000 PRN   DFND 1 2 2,500,000 0 0
GRACO INC COM 384109104 71,774 1,715,046 SH   DFND 1 1,680,618 0 34,428
GRACO INC COM 384109104 88 2,117 SH   DFND 1 2 2,117 0 0
GRAF INDUSTRIAL CORP-CW25 *W EXP 12/31/202 384278115 140 350,000 SH   DFND 1 2 350,000 0 0
GRAFTECH INTERNATIONAL LTD COM 384313508 8,708 761,247 SH   DFND 1 760,435 0 812
GRAHAM CORP COM 384556106 2,017 88,339 SH   DFND 1 88,339 0 0
GRAHAM CORP COM 384556106 18 800 SH   DFND 1 2 800 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 27,439 42,835 SH   DFND 1 41,938 0 897
GRAND CANYON EDUCATION INC COM 38526M106 48,988 509,556 SH   DFND 1 509,556 0 0
GRAND CANYON EDUCATION INC COM 38526M106 33 344 SH   DFND 1 2 344 0 0
GRANITE CONSTRUCTION INC COM 387328107 19,552 485,411 SH   DFND 1 475,707 0 9,704
GRANITE POINT MORTGAGE TRUST COM 38741L107 7,957 441,345 SH   DFND 1 441,345 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 31,244 2,936,526 SH   DFND 1 2,936,526 0 0
GRAY TELEVISION INC COM 389375106 11,906 807,761 SH   DFND 1 807,761 0 0
GRAY TELEVISION INC COM 389375106 123 8,382 SH   DFND 1 2 8,382 0 0
GREAT AJAX CORP COM 38983D300 1,797 149,161 SH   DFND 1 149,161 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 406 120,123 SH   DFND 1 120,123 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 4,464 674,435 SH   DFND 1 674,435 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 623 94,255 SH   DFND 1 2 94,255 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 8,260 179,457 SH   DFND 1 179,457 0 0
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GREEN BANCORP INC COM 39260X100 1,594 93,026 SH   DFND 1 93,026 0 0
GREEN BRICK PARTNERS INC COM 392709101 2,089 288,553 SH   DFND 1 288,553 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 41,433 521,050 SH   DFND 1 521,050 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 315 3,962 SH   DFND 1 2 3,962 0 0
GREEN PLAINS INC COM 393222104 5,855 446,654 SH   DFND 1 446,233 0 421
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 179 13,251 SH   DFND 1 13,251 0 0
GREENBRIER COMPANIES INC COM 393657101 13,321 336,900 SH   DFND 1 336,781 0 119
GREENE COUNTY BANCORP INC COM 394357107 559 17,977 SH   DFND 1 17,977 0 0
GREENHILL & CO INC COM 395259104 4,704 192,791 SH   DFND 1 192,406 0 385
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 2,739 317,804 SH   DFND 1 317,804 0 0
GREENSKY INC-CLASS A CL A 39572G100 2,911 304,208 SH   DFND 1 304,208 0 0
GREIF INC-CL A CL A 397624107 9,618 259,200 SH   DFND 1 253,646 0 5,554
GREIF INC-CL B CL B 397624206 3,104 69,930 SH   DFND 1 69,176 0 754
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 423 13,283 SH   DFND 1 13,283 0 0
GRIFFON CORP COM 398433102 3,813 364,885 SH   DFND 1 364,885 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,245 122,324 SH   DFND 1 121,266 0 1,058
GRITSTONE ONCOLOGY INC COM 39868T105 1,368 88,578 SH   DFND 1 88,578 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 10,760 204,109 SH   DFND 1 204,109 0 0
GROUPON INC COM 399473107 15,236 4,761,429 SH   DFND 1 4,761,429 0 0
GROUPON INC COM 399473107 101 31,646 SH   DFND 1 2 31,646 0 0
GRUBHUB INC COM 400110102 64,549 840,976 SH   DFND 1 840,976 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 159 4,198 SH   DFND 1 4,198 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 628 16,522 SH   DFND 1 2 16,522 0 0
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 20 256 SH   DFND 1 0 0 256
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 357 4,379 SH   DFND 1 2 4,379 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 1,197 43,422 SH   DFND 1 43,422 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 3 250 SH   DFND 1 0 0 250
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GSE SYSTEMS INC COM 36227K106 70 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 480 93,432 SH   DFND 1 93,432 0 0
GSVC 4.75 03/28/23 NOTE 4.750% 3/2 36191JAC5 3,943 4,530,000 PRN   DFND 1 2 4,530,000 0 0
GTT COMMUNICATIONS INC COM 362393100 9,263 391,508 SH   DFND 1 391,508 0 0
GTX INC COM NEW 40052B207 175 225,353 SH   DFND 1 225,353 0 0
GTY TECHNOLOGY HOLDINGS IN-A CL A G4182A102 446 44,905 SH   DFND 1 44,905 0 0
GUARANTY BANCSHARES INC COM 400764106 2,947 98,832 SH   DFND 1 98,832 0 0
GUARDANT HEALTH INC COM 40131M109 8,278 220,229 SH   DFND 1 220,229 0 0
GUESS INC COM 401617105 12,570 605,215 SH   DFND 1 605,215 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 59,992 747,756 SH   DFND 1 747,756 0 0
GULF ISLAND FABRICATION INC COM 402307102 647 89,651 SH   DFND 1 89,651 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 14 18,051 SH   DFND 1 18,051 0 0
GULFPORT ENERGY CORP COM NEW 402635304 13,020 1,987,852 SH   DFND 1 1,987,852 0 0
GW PHARMACEUTICALS -ADR ADS 36197T103 1,801 18,502 SH   DFND 1 18,502 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 7,508 367,691 SH   DFND 1 367,691 0 0
H&R BLOCK INC COM 093671105 82,329 3,249,746 SH   DFND 1 3,238,310 0 11,436
H&R BLOCK INC COM 093671105 103 4,064 SH   DFND 1 2 4,064 0 0
H.B. FULLER CO. COM 359694106 22,732 532,754 SH   DFND 1 532,754 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 2,522 240,227 SH   DFND 1 240,227 0 0
HACKETT GROUP INC/THE COM 404609109 4,482 280,003 SH   DFND 1 280,003 0 0
HAEMONETICS CORP/MASS COM 405024100 62,862 628,314 SH   DFND 1 616,833 0 11,481
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HAIN CELESTIAL GROUP INC COM 405217100 15,084 951,102 SH   DFND 1 932,585 0 18,517
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HALCON RESOURCES CORP COM PAR NEW 40537Q605 2,561 1,506,581 SH   DFND 1 1,506,581 0 0
HALLADOR ENERGY CO COM 40609P105 946 186,678 SH   DFND 1 186,678 0 0
HALLADOR ENERGY CO COM 40609P105 34 6,769 SH   DFND 1 2 6,769 0 0
HALLIBURTON CO COM 406216101 264,067 9,954,863 SH   DFND 1 9,907,296 0 47,567
HALLIBURTON CO COM 406216101 10 378 SH   DFND 1 2 378 0 0
HALLMARK FINL SERVICES INC COM NEW 40624Q203 1,248 116,798 SH   DFND 1 116,798 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 22,247 1,520,657 SH   DFND 1 1,520,657 0 0
HAMILTON BEACH BRAND-A COM CL A 40701T104 1,783 76,028 SH   DFND 1 76,028 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 7,290 197,054 SH   DFND 1 197,054 0 0
HANCOCK WHITNEY CORP COM 410120109 38,980 1,124,982 SH   DFND 1 1,106,718 0 18,264
HANCOCK WHITNEY CORP COM 410120109 37 1,074 SH   DFND 1 2 1,074 0 0
HANESBRANDS INC COM 410345102 59,811 4,781,511 SH   DFND 1 4,761,187 0 20,324
HANESBRANDS INC COM 410345102 33 2,664 SH   DFND 1 2 2,664 0 0
HANGER INC COM NEW 41043F208 6,024 317,931 SH   DFND 1 317,931 0 0
HANGER INC COM NEW 41043F208 229 12,111 SH   DFND 1 2 12,111 0 0
HANMI FINANCIAL CORPORATION COM NEW 410495204 7,414 376,391 SH   DFND 1 376,391 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 12,052 632,694 SH   DFND 1 632,694 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 44 2,330 SH   DFND 1 2 2,330 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 49,527 424,142 SH   DFND 1 415,382 0 8,760
HARBORONE BANCORP INC COM 41165F101 4,348 273,645 SH   DFND 1 273,645 0 0
HARLEY-DAVIDSON INC COM 412822108 82,656 2,426,211 SH   DFND 1 2,417,676 0 8,535
HARLEY-DAVIDSON INC COM 412822108 8 244 SH   DFND 1 2 244 0 0
HARMONIC INC COM 413160102 4,543 962,522 SH   DFND 1 962,522 0 0
HARMONIC INC COM 413160102 146 31,066 SH   DFND 1 2 31,066 0 0
HARRIS CORP COM 413875105 206,424 1,535,717 SH   DFND 1 1,529,132 0 6,585
HARSCO CORP COM 415864107 16,712 841,498 SH   DFND 1 840,513 0 985
HARTE-HANKS INC COM 416196202 61 25,337 SH   DFND 1 25,088 0 249
HARTFORD FINANCIAL SVCS GRP COM 416515104 205,008 4,620,236 SH   DFND 1 4,600,733 0 19,503
HARTFORD FINANCIAL SVCS GRP COM 416515104 112 2,538 SH   DFND 1 2 2,538 0 0
HARVARD BIOSCIENCE INC COM 416906105 1,121 352,825 SH   DFND 1 352,825 0 0
HASBRO INC COM 418056107 141,722 1,746,932 SH   DFND 1 1,734,614 0 12,318
HAVERTY FURNITURE COM 419596101 4,732 251,989 SH   DFND 1 251,989 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 39,549 1,080,009 SH   DFND 1 1,057,478 0 22,531
HAWAIIAN HOLDINGS INC COM 419879101 14,663 555,221 SH   DFND 1 555,221 0 0
HAWAIIAN HOLDINGS INC COM 419879101 10 395 SH   DFND 1 2 395 0 0
HAWKINS INC COM 420261109 4,441 108,465 SH   DFND 1 108,465 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,069 50,877 SH   DFND 1 50,877 0 0
HAYMAKER ACQUISITION CO-CW22 *W EXP 10/27/202 420870115 911 1,098,750 SH   DFND 1 2 1,098,750 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,665 138,845 SH   DFND 1 138,845 0 0
HC2 HOLDINGS INC COM 404139107 994 376,741 SH   DFND 1 376,741 0 0
HCA HEALTHCARE INC COM 40412C101 424,189 3,414,676 SH   DFND 1 3,400,606 0 14,070
HCI GROUP INC COM 40416E103 3,951 77,767 SH   DFND 1 77,687 0 80
HCP INC COM 40414L109 216,236 7,752,843 SH   DFND 1 7,727,419 0 25,424
HD SUPPLY HOLDINGS INC COM 40416M105 71,581 1,908,932 SH   DFND 1 1,908,932 0 0
HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 1,768 17,076 SH   DFND 1 16,848 0 228
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 5,994 224,253 SH   DFND 1 223,827 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 48,295 1,698,171 SH   DFND 1 1,672,257 0 25,914
HEALTHCARE SERVICES GROUP COM 421906108 34,300 853,660 SH   DFND 1 838,389 0 15,271
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 50,328 1,988,502 SH   DFND 1 1,988,502 0 0
HEALTHEQUITY INC COM 42226A107 37,136 622,576 SH   DFND 1 611,344 0 11,232
HEALTHEQUITY INC COM 42226A107 285 4,783 SH   DFND 1 2 4,783 0 0
HEALTHSTREAM INC COM 42222N103 8,144 337,240 SH   DFND 1 337,240 0 0
HEARTLAND EXPRESS INC COM 422347104 10,905 595,921 SH   DFND 1 595,921 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 14,720 334,929 SH   DFND 1 334,929 0 0
HEAT BIOLOGICS INC COM NEW 42237K300 120 122,984 SH   DFND 1 122,984 0 0
HECLA MINING CO COM 422704106 11,758 4,982,338 SH   DFND 1 4,982,338 0 0
HEICO CORP COM 422806109 33,051 426,578 SH   DFND 1 426,578 0 0
HEICO CORP-CLASS A CL A 422806208 39,341 624,462 SH   DFND 1 624,462 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 10,406 333,636 SH   DFND 1 333,246 0 390
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HELIOS AND MATHESON ANALYTIC COM PAR 42327L309 103 6,481,167 SH   DFND 1 6,481,167 0 0
HELIUS MEDICAL TECHNOLOGIES COM CL A 42328V504 1,686 184,087 SH   DFND 1 184,087 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 7,893 1,459,059 SH   DFND 1 1,459,059 0 0
HELMERICH & PAYNE COM 423452101 72,028 1,504,996 SH   DFND 1 1,498,565 0 6,431
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,294 189,002 SH   DFND 1 189,002 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 13 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 131 13,164 SH   DFND 1 13,164 0 0
HENRY SCHEIN INC COM 806407102 165,038 2,105,314 SH   DFND 1 2,090,155 0 15,159
HERBALIFE NUTRITION LTD COM SHS G4412G101 66,834 1,133,745 SH   DFND 1 1,133,745 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 86 1,472 SH   DFND 1 2 1,472 0 0
HERC HOLDINGS INC COM 42704L104 6,544 251,817 SH   DFND 1 251,817 0 0
HERC HOLDINGS INC COM 42704L104 649 25,000 SH   DFND 1 2 25,000 0 0
HERITAGE COMMERCE CORP COM 426927109 4,941 435,771 SH   DFND 1 435,771 0 0
HERITAGE FINANCIAL CORP COM 42722X106 11,380 382,935 SH   DFND 1 382,935 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 3,573 242,752 SH   DFND 1 242,752 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 133 9,086 SH   DFND 1 2 9,086 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 3,922 170,490 SH   DFND 1 170,490 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 2 98 SH   DFND 1 2 98 0 0
HERMAN MILLER INC COM 600544100 26,268 868,383 SH   DFND 1 856,118 0 12,265
HERMAN MILLER INC COM 600544100 585 19,355 SH   DFND 1 2 19,355 0 0
HERON THERAPEUTICS INC COM 427746102 19,487 751,250 SH   DFND 1 751,250 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 8,620 491,475 SH   DFND 1 491,475 0 0
HERSHEY CO/THE COM 427866108 234,317 2,189,376 SH   DFND 1 2,181,726 0 7,650
HERTZ GLOBAL HOLDINGS INC COM 42806J106 7,794 571,025 SH   DFND 1 571,025 0 0
HESKA CORP COM RESTRC NEW 42805E306 7,984 92,734 SH   DFND 1 92,734 0 0
HESS CORP COM 42809H107 131,146 3,244,017 SH   DFND 1 3,230,974 0 13,043
HEWLETT PACKARD ENTERPRISE COM 42824C109 234,537 17,781,202 SH   DFND 1 17,706,617 0 74,585
HEWLETT PACKARD ENTERPRISE COM 42824C109 170 12,917 SH   DFND 1 2 12,917 0 0
HEXCEL CORP COM 428291108 47,343 825,656 SH   DFND 1 825,656 0 0
HEXINDAI INC-ADR ADR 428295109 58 23,354 SH   DFND 1 23,354 0 0
HFF INC-CLASS A CL A 40418F108 14,252 429,811 SH   DFND 1 428,058 0 1,753
HFF INC-CLASS A CL A 40418F108 104 3,159 SH   DFND 1 2 3,159 0 0
HIBBETT SPORTS INC COM 428567101 4,048 283,136 SH   DFND 1 283,136 0 0
HIBBETT SPORTS INC COM 428567101 479 33,563 SH   DFND 1 2 33,563 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 2,908 1,168,149 SH   DFND 1 1,168,149 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 33 15,239 SH   DFND 1 15,239 0 0
HIGHWOODS PROPERTIES INC COM 431284108 50,550 1,306,549 SH   DFND 1 1,285,135 0 21,414
HILL INTERNATIONAL INC COM 431466101 397 129,013 SH   DFND 1 129,013 0 0
HILLENBRAND INC COM 431571108 27,147 715,721 SH   DFND 1 715,721 0 0
HILLENBRAND INC COM 431571108 84 2,234 SH   DFND 1 2 2,234 0 0
HILL-ROM HOLDINGS INC COM 431475102 57,353 647,698 SH   DFND 1 633,585 0 14,113
HILLTOP HOLDINGS INC COM 432748101 14,302 802,187 SH   DFND 1 802,187 0 0
HILTON GRAND VACATIONS INC COM 43283X105 23,232 880,344 SH   DFND 1 880,344 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 261,758 3,652,295 SH   DFND 1 3,636,751 0 15,544
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 266 77,740 SH   DFND 1 77,740 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 3,353 16,961 SH   DFND 1 16,961 0 0
HISTOGENICS CORP COM 43358V109 25 291,743 SH   DFND 1 291,743 0 0
HMS HOLDINGS CORP COM 40425J101 31,571 1,122,331 SH   DFND 1 1,122,331 0 0
HMS HOLDINGS CORP COM 40425J101 856 30,434 SH   DFND 1 2 30,434 0 0
HNI CORP COM 404251100 16,913 477,392 SH   DFND 1 467,570 0 9,822
HNI CORP COM 404251100 190 5,378 SH   DFND 1 2 5,378 0 0
HOLLYFRONTIER CORP COM 436106108 135,951 2,663,124 SH   DFND 1 2,653,955 0 9,169
HOLLYFRONTIER CORP COM 436106108 444 8,688 SH   DFND 1 2 8,688 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 846 48,319 SH   DFND 1 48,319 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 28 1,626 SH   DFND 1 2 1,626 0 0
HOLOGIC INC COM 436440101 155,732 3,795,236 SH   DFND 1 3,781,116 0 14,120
HOLOGIC INC COM 436440101 414 10,093 SH   DFND 1 2 10,093 0 0
HOME BANCORP INC COM 43689E107 2,649 74,855 SH   DFND 1 74,855 0 0
HOME BANCSHARES INC COM 436893200 30,388 1,859,740 SH   DFND 1 1,826,820 0 32,920
HOME DEPOT INC COM 437076102 2,275,761 13,269,099 SH   DFND 1 13,207,946 0 61,153
HOME DEPOT INC COM 437076102 320 1,864 SH   DFND 1 2 1,864 0 0
HOMESTREET INC COM 43785V102 6,449 303,797 SH   DFND 1 303,797 0 0
HOMETRUST BANCSHARES INC COM 437872104 5,059 193,270 SH   DFND 1 193,270 0 0
HOMOLOGY MEDICINES INC COM 438083107 3,421 153,033 SH   DFND 1 153,033 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 837 31,673 SH   DFND 1 28,970 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,245,566 9,444,396 SH   DFND 1 9,405,595 0 38,801
HOOKER FURNITURE CORP COM 439038100 3,453 131,102 SH   DFND 1 131,102 0 0
HOPE BANCORP INC COM 43940T109 16,675 1,406,017 SH   DFND 1 1,406,017 0 0
HOPE BANCORP INC COM 43940T109 56 4,788 SH   DFND 1 2 4,788 0 0
HOPFED BANCORP INC COM 439734104 293 22,075 SH   DFND 1 22,075 0 0
HORACE MANN EDUCATORS COM 440327104 16,344 436,422 SH   DFND 1 436,422 0 0
HORIZON BANCORP INC/IN COM 440407104 7,999 506,969 SH   DFND 1 506,969 0 0
HORIZON GLOBAL CORP COM 44052W104 219 153,488 SH   DFND 1 153,488 0 0
HORIZON PHARMA PLC SHS G4617B105 37,818 1,935,457 SH   DFND 1 1,935,457 0 0
HORIZON TECHNOLOGY FINANCE C COM 44045A102 137 12,178 SH   DFND 1 12,178 0 0
HORMEL FOODS CORP COM 440452100 181,055 4,248,495 SH   DFND 1 4,233,405 0 15,090
HORNBECK OFFSHORE SERVICES COM 440543106 301 209,267 SH   DFND 1 209,267 0 0
HORTONWORKS INC COM 440894103 12,090 838,426 SH   DFND 1 838,426 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 58,003 2,428,951 SH   DFND 1 2,393,622 0 35,329
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 9 382 SH   DFND 1 2 382 0 0
HOST HOTELS & RESORTS INC COM 44107P104 200,924 12,069,873 SH   DFND 1 12,027,665 0 42,208
HOST HOTELS & RESORTS INC COM 44107P104 127 7,654 SH   DFND 1 2 7,654 0 0
HOSTESS BRANDS INC CL A 44109J106 12,530 1,145,342 SH   DFND 1 1,145,342 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 10,625 1,199,214 SH   DFND 1 1,199,214 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 189 21,356 SH   DFND 1 2 21,356 0 0
HOULIHAN LOKEY INC CL A 441593100 14,983 407,172 SH   DFND 1 407,172 0 0
HOULIHAN LOKEY INC CL A 441593100 349 9,508 SH   DFND 1 2 9,508 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 25 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 480 94,970 SH   DFND 1 94,970 0 0
HOVNANIAN ENTERPRISES-A CL A 442487203 836 1,223,803 SH   DFND 1 1,207,088 0 16,715
HOWARD BANCORP INC COM 442496105 1,645 115,090 SH   DFND 1 115,090 0 0
HOWARD HUGHES CORP/THE COM 44267D107 36,286 371,710 SH   DFND 1 371,710 0 0
HP INC COM 40434L105 413,604 20,244,974 SH   DFND 1 20,153,470 0 91,504
HP INC COM 40434L105 33 1,643 SH   DFND 1 2 1,643 0 0
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 20,524 499,248 SH   DFND 1 496,477 0 2,771
HTG MOLECULAR DIAGNOSTICS COM 40434H104 553 217,965 SH   DFND 1 217,965 0 0
HUAZHU GROUP LTD-ADR SPONSORED ADS 44332N106 10,080 353,867 SH   DFND 1 353,179 0 688
HUB GROUP INC-CL A CL A 443320106 13,894 374,824 SH   DFND 1 374,824 0 0
HUB GROUP INC-CL A CL A 443320106 41 1,123 SH   DFND 1 2 1,123 0 0
HUBBELL INC COM 443510607 52,107 524,539 SH   DFND 1 513,226 0 11,313
HUBBELL INC COM 443510607 75 763 SH   DFND 1 2 763 0 0
HUBSPOT INC COM 443573100 47,864 380,689 SH   DFND 1 380,689 0 0
HUBSPOT INC COM 443573100 236 1,881 SH   DFND 1 2 1,881 0 0
HUDBAY MINERALS INC COMSTK 443628102 135 28,641 SH   DFND 1 28,641 0 0
HUDBAY MINERALS INC COMSTK 443628102 84 17,900 SH   DFND 1 2 17,900 0 0
HUDSON GLOBAL INC COM 443787106 136 101,412 SH   DFND 1 101,412 0 0
HUDSON LTD-CLASS A COM CL A G46408103 2,362 137,745 SH   DFND 1 137,745 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 56,489 1,943,883 SH   DFND 1 1,943,883 0 0
HUDSON TECHNOLOGIES INC COM 444144109 219 246,811 SH   DFND 1 246,811 0 0
HUMANA INC COM 444859102 505,827 1,768,790 SH   DFND 1 1,761,551 0 7,239
HUMANA INC COM 444859102 1,371 4,786 SH   DFND 1 2 4,786 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 115,143 1,239,550 SH   DFND 1 1,229,837 0 9,713
HUNT COMPANIES FINANCE TRUST COM 44558T100 239 83,765 SH   DFND 1 83,765 0 0
HUNTER MARITIME ACQUISITIO-W *W EXP 11/17/202 Y37828129 35 595,650 SH   DFND 1 2 595,650 0 0
HUNTINGTON BANCSHARES INC COM 446150104 172,863 14,526,595 SH   DFND 1 14,470,556 0 56,039
HUNTINGTON INGALLS INDUSTRIE COM 446413106 118,455 623,420 SH   DFND 1 621,169 0 2,251
HUNTSMAN CORP COM 447011107 72,143 3,739,923 SH   DFND 1 3,738,270 0 1,653
HUNTSMAN CORP COM 447011107 394 20,442 SH   DFND 1 2 20,442 0 0
HURCO COMPANIES INC COM 447324104 3,344 93,691 SH   DFND 1 93,691 0 0
HURCO COMPANIES INC COM 447324104 137 3,858 SH   DFND 1 2 3,858 0 0
HURON CONSULTING GROUP INC COM 447462102 13,216 257,580 SH   DFND 1 257,580 0 0
HUTCHISON CHINA MEDITECH-ADR SPONSORED ADR 44842L103 2,636 114,934 SH   DFND 1 114,934 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 204 113,703 SH   DFND 1 113,703 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 30,150 446,014 SH   DFND 1 446,014 0 0
HYDROGENICS CORP COM NEW 448883207 61 12,364 SH   DFND 1 12,364 0 0
HYSTER-YALE MATERIALS CL A 449172105 8,322 134,313 SH   DFND 1 134,313 0 0
I3 VERTICALS INC-CLASS A COM CL A 46571Y107 1,919 79,656 SH   DFND 1 79,656 0 0
IAC/INTERACTIVECORP COM 44919P508 133,985 732,502 SH   DFND 1 732,352 0 150
IAMGOLD CORP COMSTK 450913108 202 55,151 SH   DFND 1 55,151 0 0
IAMGOLD CORP COMSTK 450913108 0 17 SH   DFND 1 2 17 0 0
IBERIABANK CORP COM 450828108 46,345 720,988 SH   DFND 1 720,988 0 0
IBIO INC COM NEW 451033203 25 34,266 SH   DFND 1 34,266 0 0
ICAD INC COM NEW 44934S206 270 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 7,146 125,194 SH   DFND 1 125,194 0 0
ICF INTERNATIONAL INC COM 44925C103 14,060 217,053 SH   DFND 1 217,053 0 0
ICHOR HOLDINGS LTD SHS G4740B105 4,294 263,466 SH   DFND 1 263,466 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 129 12,574 SH   DFND 1 9,602 0 2,972
ICON PLC SHS G4705A100 5,159 39,933 SH   DFND 1 39,933 0 0
ICON PLC SHS G4705A100 143 1,111 SH   DFND 1 2 1,111 0 0
ICONIX BRAND GROUP INC COM 451055107 31 376,124 SH   DFND 1 376,124 0 0
ICU MEDICAL INC COM 44930G107 38,476 167,558 SH   DFND 1 164,124 0 3,434
ID SYSTEMS INC COM 449489103 316 56,581 SH   DFND 1 56,581 0 0
IDACORP INC COM 451107106 50,931 547,294 SH   DFND 1 536,866 0 10,428
IDCC 1.5 03/01/20 NOTE 1.500% 3/0 458660AD9 2,101 2,000,000 PRN   DFND 1 2 2,000,000 0 0
IDEAL POWER INC COM 451622104 16 65,278 SH   DFND 1 65,278 0 0
IDEANOMICS INC COM 45166V106 49 40,987 SH   DFND 1 40,987 0 0
IDENTIV INC COM NEW 45170X205 256 71,264 SH   DFND 1 71,264 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 638 230,577 SH   DFND 1 230,577 0 0
IDEX CORP COM 45167R104 100,922 799,850 SH   DFND 1 783,982 0 15,868
IDEXX LABORATORIES INC COM 45168D104 215,959 1,162,909 SH   DFND 1 1,154,333 0 8,576
IDT CORP-CLASS B CL B NEW 448947507 984 158,968 SH   DFND 1 158,968 0 0
IDTI 0.875 11/15/22 NOTE 0.875%11/1 458118AC0 17,012 11,000,000 PRN   DFND 1 2 11,000,000 0 0
IEC ELECTRONICS CORP COM 44949L105 166 29,162 SH   DFND 1 29,162 0 0
IES HOLDINGS INC COM 44951W106 1,494 96,089 SH   DFND 1 96,089 0 0
IFRESH INC COM 449538107 22 25,786 SH   DFND 1 25,786 0 0
IHS MARKIT LTD SHS G47567105 235,497 4,917,673 SH   DFND 1 4,898,873 0 18,800
II-VI INC COM 902104108 22,071 679,945 SH   DFND 1 679,945 0 0
II-VI INC COM 902104108 207 6,400 SH   DFND 1 2 6,400 0 0
IKANG HEALTHCARE GROUP-ADR SPONSORED ADR 45174L108 963 47,261 SH   DFND 1 47,261 0 0
ILLINOIS TOOL WORKS COM 452308109 496,400 3,925,119 SH   DFND 1 3,908,119 0 17,000
ILLUMINA INC COM 452327109 554,999 1,853,763 SH   DFND 1 1,838,939 0 14,824
ILLUMINA INC COM 452327109 174 583 SH   DFND 1 2 583 0 0
IMAX CORP COM 45245E109 3,498 185,975 SH   DFND 1 185,975 0 0
IMMERSION CORPORATION COM 452521107 4,164 464,834 SH   DFND 1 464,834 0 0
IMMERSION CORPORATION COM 452521107 143 16,025 SH   DFND 1 2 16,025 0 0
IMMUNE DESIGN CORP COM 45252L103 478 367,840 SH   DFND 1 367,166 0 674
IMMUNOGEN INC COM 45253H101 8,245 1,717,770 SH   DFND 1 1,716,918 0 852
IMMUNOMEDICS INC COM 452907108 26,692 1,870,567 SH   DFND 1 1,870,567 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 463 122,543 SH   DFND 1 122,543 0 0
IMPERIAL OIL LTD COMSTK 453038408 5,702 226,888 SH   DFND 1 226,888 0 0
IMPERIAL OIL LTD COMSTK 453038408 1,234 48,709 SH   DFND 1 2 48,709 0 0
IMPERVA INC COM 45321L100 21,057 378,119 SH   DFND 1 378,119 0 0
IMPINJ INC COM 453204109 2,633 181,005 SH   DFND 1 181,005 0 0
INCYTE CORP COM 45337C102 149,001 2,347,186 SH   DFND 1 2,327,919 0 19,267
INCYTE CORP COM 45337C102 853 13,420 SH   DFND 1 2 13,420 0 0
INDEPENDENCE CONTRACT DRILLI COM 453415309 1,293 414,608 SH   DFND 1 414,608 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 2,613 74,258 SH   DFND 1 74,258 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 10,657 1,160,910 SH   DFND 1 1,160,910 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 5,713 271,815 SH   DFND 1 271,815 0 0
INDEPENDENT BANK CORP/MA COM 453836108 22,454 319,369 SH   DFND 1 319,369 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 18,367 401,298 SH   DFND 1 401,298 0 0
INDIA FUND INC COM 454089103 1,897 93,755 SH   DFND 1 2 93,755 0 0
INDUSTRIAL LOGISTICS PROPERT COM SHS BEN INT 456237106 19,854 1,009,382 SH   DFND 1 1,009,382 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 16 15,157 SH   DFND 1 15,157 0 0
INDUSTRIAS BACHOCO SAB SP AD SPON ADR B 456463108 499 12,633 SH   DFND 1 2 12,633 0 0
INFINERA CORP COM 45667G103 6,916 1,733,407 SH   DFND 1 1,733,407 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 417 354,047 SH   DFND 1 353,721 0 326
INFLARX NV COM N44821101 244 6,723 SH   DFND 1 6,723 0 0
INFORMATION SERVICES GROUP COM 45675Y104 1,132 267,073 SH   DFND 1 267,073 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 2,550 274,041 SH   DFND 1 268,593 0 5,448
INFRAREIT INC COM 45685L100 8,991 427,778 SH   DFND 1 427,778 0 0
INFRAREIT INC COM 45685L100 630 30,000 SH   DFND 1 2 30,000 0 0
INFRASTRUCTURE AND ENERGY AL COM 45686J104 853 104,229 SH   DFND 1 104,229 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 160 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 363 34,137 SH   DFND 1 31,109 0 3,028
INGERSOLL-RAND PLC SHS G47791101 298,484 3,277,339 SH   DFND 1 3,263,894 0 13,445
INGEVITY CORP COM 45688C107 37,077 443,029 SH   DFND 1 442,964 0 65
INGLES MARKETS INC-CLASS A CL A 457030104 7,287 267,709 SH   DFND 1 267,709 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 90 3,328 SH   DFND 1 2 3,328 0 0
INGREDION INC COM 457187102 71,809 786,113 SH   DFND 1 771,289 0 14,824
INGREDION INC COM 457187102 597 6,532 SH   DFND 1 2 6,532 0 0
INNERWORKINGS INC COM 45773Y105 1,921 513,780 SH   DFND 1 513,780 0 0
INNODATA INC COM NEW 457642205 108 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 5,435 221,595 SH   DFND 1 221,595 0 0
INNOPHOS HOLDINGS INC COM 45774N108 55 2,255 SH   DFND 1 2 2,255 0 0
INNOSPEC INC COM 45768S105 17,391 281,594 SH   DFND 1 281,594 0 0
INNOVATE BIOPHARMACEUTICALS COM PAR 45782F105 389 168,422 SH   DFND 1 168,422 0 0
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 123 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 13,957 799,879 SH   DFND 1 798,439 0 1,440
INOGEN INC COM 45780L104 25,474 205,160 SH   DFND 1 201,279 0 3,881
INOVALON HOLDINGS INC - A COM CL A 45781D101 11,468 808,771 SH   DFND 1 808,771 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4,016 1,004,095 SH   DFND 1 1,004,095 0 0
INPHI CORP COM 45772F107 14,652 455,751 SH   DFND 1 455,751 0 0
INSEEGO CORP COM 45782B104 1,631 393,227 SH   DFND 1 393,227 0 0
INSIGHT ENTERPRISES INC COM 45765U103 19,391 475,857 SH   DFND 1 475,857 0 0
INSIGHT ENTERPRISES INC COM 45765U103 30 750 SH   DFND 1 2 750 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 52 35,506 SH   DFND 1 35,506 0 0
INSMED INC COM PAR $.01 457669307 11,368 866,489 SH   DFND 1 866,489 0 0
INSPERITY INC COM 45778Q107 54,218 580,744 SH   DFND 1 572,106 0 8,638
INSPERITY INC COM 45778Q107 993 10,639 SH   DFND 1 2 10,639 0 0
INSPIRE MEDICAL SYSTEMS INC COM 457730109 5,673 134,286 SH   DFND 1 134,286 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 409 85,251 SH   DFND 1 85,251 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 7,960 236,291 SH   DFND 1 236,291 0 0
INSTEEL INDUSTRIES INC COM 45774W108 5,001 205,996 SH   DFND 1 204,661 0 1,335
INSTRUCTURE INC COM 45781U103 12,601 335,944 SH   DFND 1 335,944 0 0
INSULET CORP COM 45784P101 46,567 587,079 SH   DFND 1 587,079 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 1,121 320,314 SH   DFND 1 319,996 0 318
INTEC PHARMA LTD SHS M53644106 130 17,341 SH   DFND 1 17,341 0 0
INTEGER HOLDINGS CORP COM 45826H109 26,785 351,243 SH   DFND 1 350,488 0 755
INTEGER HOLDINGS CORP COM 45826H109 29 393 SH   DFND 1 2 393 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 32,987 731,431 SH   DFND 1 716,802 0 14,629
INTEGRATED DEVICE TECH INC COM 458118106 72,711 1,501,379 SH   DFND 1 1,474,688 0 26,691
INTEGRATED DEVICE TECH INC COM 458118106 158 3,270 SH   DFND 1 2 3,270 0 0
INTEL CORP COM 458140100 3,101,914 66,194,279 SH   DFND 1 65,731,536 0 462,743
INTEL CORP COM 458140100 66 1,415 SH   DFND 1 2 1,415 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 4,906 359,479 SH   DFND 1 359,479 0 0
INTELLICHECK INC COM NEW 45817G201 24 11,261 SH   DFND 1 11,261 0 0
INTELLIPHARMACEUTICS INTERNA COM 458173309 43 180,877 SH   DFND 1 180,877 0 0
INTELSAT SA COM L5140P101 6,681 312,346 SH   DFND 1 312,346 0 0
INTER PARFUMS INC COM 458334109 13,620 207,730 SH   DFND 1 207,730 0 0
INTERACTIVE BROKERS GRO-CL A COM CL A 45841N107 36,347 665,096 SH   DFND 1 649,008 0 16,088
INTERCEPT PHARMACEUTICALS IN COM 45845P108 26,193 259,886 SH   DFND 1 259,870 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 496,763 6,607,483 SH   DFND 1 6,577,629 0 29,854
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P806 754 13,812 SH   DFND 1 12,868 0 944
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P806 28 524 SH   DFND 1 2 524 0 0
INTERDIGITAL INC COM 45867G101 25,903 389,939 SH   DFND 1 382,675 0 7,264
INTERFACE INC COM 458665304 9,948 698,134 SH   DFND 1 698,134 0 0
INTERFACE INC COM 458665304 153 10,760 SH   DFND 1 2 10,760 0 0
INTERMOLECULAR INC COM 45882D109 70 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR 45885A409 867 209,103 SH   DFND 1 208,760 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 27,244 791,996 SH   DFND 1 780,632 0 11,364
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 3,699 252,872 SH   DFND 1 252,872 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 330 22,620 SH   DFND 1 2 22,620 0 0
INTERNATIONAL MONEY EXPRESS COM 46005L101 860 71,914 SH   DFND 1 71,914 0 0
INTERNATIONAL PAPER CO COM 460146103 220,245 5,463,639 SH   DFND 1 5,440,914 0 22,725
INTERNATIONAL PAPER CO COM 460146103 190 4,708 SH   DFND 1 2 4,708 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 4,903 291,185 SH   DFND 1 291,185 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 108 135,723 SH   DFND 1 135,723 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 121,794 5,911,388 SH   DFND 1 5,890,443 0 20,945
INTERPUBLIC GROUP OF COS INC COM 460690100 31 1,530 SH   DFND 1 2 1,530 0 0
INTERSECT ENT INC COM 46071F103 9,625 341,570 SH   DFND 1 341,570 0 0
INTERSECTIONS INC COM 460981301 248 67,353 SH   DFND 1 67,353 0 0
INTERXION HOLDING NV SHS N47279109 373 6,904 SH   DFND 1 6,904 0 0
INTEST CORP COM 461147100 221 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM 461148108 713 136,349 SH   DFND 1 136,349 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,426,531 12,569,101 SH   DFND 1 12,519,627 0 49,474
INTL BUSINESS MACHINES CORP COM 459200101 462 4,065 SH   DFND 1 2 4,065 0 0
INTL FCSTONE INC COM 46116V105 9,988 273,071 SH   DFND 1 273,071 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 174,980 1,305,387 SH   DFND 1 1,299,917 0 5,470
INTL SPEEDWAY CORP-CL A CL A 460335201 12,343 281,426 SH   DFND 1 276,379 0 5,047
INTRA-CELLULAR THERAPIES INC COM 46116X101 5,973 524,461 SH   DFND 1 524,461 0 0
INTREPID POTASH INC COM 46121Y102 2,654 1,020,818 SH   DFND 1 1,020,818 0 0
INTREXON CORP COM 46122T102 5,342 816,855 SH   DFND 1 816,855 0 0
INTREXON CORP COM 46122T102 41 6,293 SH   DFND 1 2 6,293 0 0
INTRICON CORP COM 46121H109 2,254 85,455 SH   DFND 1 85,455 0 0
INTUIT INC COM 461202103 728,825 3,708,242 SH   DFND 1 3,681,834 0 26,408
INTUIT INC COM 461202103 150 764 SH   DFND 1 2 764 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 686,131 1,435,257 SH   DFND 1 1,423,846 0 11,411
INTUITIVE SURGICAL INC COM NEW 46120E602 163 342 SH   DFND 1 2 342 0 0
INUVO INC COM NEW 46122W204 114 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 1,496 347,920 SH   DFND 1 347,920 0 0
INVESCO DYNAMIC CREDIT OPP COM 46132R104 4,410 429,418 SH   DFND 1 2 429,418 0 0
INVESCO LTD SHS G491BT108 97,815 5,852,643 SH   DFND 1 5,831,083 0 21,560
INVESCO LTD SHS G491BT108 533 31,864 SH   DFND 1 2 31,864 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 17,344 1,197,813 SH   DFND 1 1,197,813 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 119 8,239 SH   DFND 1 2 8,239 0 0
INVESCO SENIOR INCOME TRUST COM 46131H107 56 14,548 SH   DFND 1 2 14,548 0 0
INVESTAR HOLDING CORP COM 46134L105 1,947 78,519 SH   DFND 1 78,519 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 10,323 341,390 SH   DFND 1 341,390 0 0
INVESTORS BANCORP INC COM 46146L101 31,063 2,986,884 SH   DFND 1 2,986,884 0 0
INVESTORS BANCORP INC COM 46146L101 448 43,144 SH   DFND 1 2 43,144 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730509 6,194 126,235 SH   DFND 1 126,235 0 0
INVESTORS TITLE CO COM 461804106 2,661 15,063 SH   DFND 1 15,063 0 0
INVH 3 07/01/19 NOTE 3.000% 7/0 85571WAB5 17,260 15,514,000 PRN   DFND 1 2 15,514,000 0 0
INVH 3.5 01/15/22 NOTE 3.500% 1/1 19625XAB8 2,049 2,000,000 PRN   DFND 1 2 2,000,000 0 0
INVITAE CORP COM 46185L103 7,675 694,019 SH   DFND 1 694,019 0 0
INVITATION HOMES INC COM 46187W107 72,629 3,619,090 SH   DFND 1 3,619,090 0 0
INVIVO THERAPEUTICS HOLDINGS COM PAR 46186M407 15 10,036 SH   DFND 1 10,036 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 523 101,013 SH   DFND 1 101,013 0 0
IONIS PHARMACEUTICALS INC COM 462222100 72,513 1,341,344 SH   DFND 1 1,341,144 0 200
IONIS PHARMACEUTICALS INC COM 462222100 4 89 SH   DFND 1 2 89 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 11,900 1,344,702 SH   DFND 1 1,344,702 0 0
IPG PHOTONICS CORP COM 44980X109 62,654 553,872 SH   DFND 1 551,997 0 1,875
IQIYI INC-ADR SPONSORED ADS 46267X108 1,727 116,168 SH   DFND 1 116,168 0 0
IQVIA HOLDINGS INC COM 46266C105 247,087 2,130,570 SH   DFND 1 2,122,266 0 8,304
IRADIMED CORP COM 46266A109 1,120 45,822 SH   DFND 1 45,822 0 0
IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 43,113 68,688 PRN   DFND 1 2 68,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 17,667 254,288 SH   DFND 1 254,288 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 8 122 SH   DFND 1 2 122 0 0
IRIDEX CORP COM 462684101 182 38,849 SH   DFND 1 38,849 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 20,004 1,084,230 SH   DFND 1 1,084,230 0 0
IROBOT CORP COM 462726100 25,701 306,916 SH   DFND 1 306,916 0 0
IROBOT CORP COM 462726100 34 407 SH   DFND 1 2 407 0 0
IRON MOUNTAIN INC COM 46284V101 126,683 3,915,200 SH   DFND 1 3,899,913 0 15,287
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 17,184 1,658,754 SH   DFND 1 1,658,754 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 954 37,000 PRN   DFND 1 37,000 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 10,585 224,516 PRN   DFND 1 224,516 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 572 2,273 PRN   DFND 1 572 0 0
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 101 12,250 PRN   DFND 1 12,250 0 0
ISHARES GLOBAL HEALTHCARE ET GLOB HLTHCRE ETF 464287325 418 7,380 PRN   DFND 1 7,380 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 10,372 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 19,083 572,389 PRN   DFND 1 572,389 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 20,125 636,475 PRN   DFND 1 636,475 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 717 5,175 PRN   DFND 1 5,175 0 0
ISORAY INC COM 46489V104 80 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 915 7,728 SH   DFND 1 7,728 0 0
ISSUER DIRECT CORP COM NEW 46520M204 407 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 6,477 706,431 SH   DFND 1 706,431 0 0
ITAU UNIBANCO H-SPON PRF ADR SPON ADR REP PFD 465562106 354 38,802 SH   DFND 1 35,040 0 3,762
ITERIS INC COM 46564T107 998 267,638 SH   DFND 1 267,638 0 0
ITRON INC COM 465741106 18,482 390,825 SH   DFND 1 390,825 0 0
ITT INC COM 45073V108 41,988 869,862 SH   DFND 1 851,734 0 18,128
ITURAN LOCATION AND CONTROL SHS M6158M104 690 21,539 SH   DFND 1 21,539 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 57 1,795 SH   DFND 1 2 1,795 0 0
IVY HIGH INCOME OPPORTUNITY COM 465893105 1,342 110,647 SH   DFND 1 2 110,647 0 0
IZEA WORLDWIDE INC COM 46604H105 24 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 24,761 171,253 SH   DFND 1 171,253 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,027 124,875 SH   DFND 1 124,875 0 0
J. JILL INC COM 46620W102 817 153,468 SH   DFND 1 153,468 0 0
J.C. PENNEY CO INC COM 708160106 3,307 3,180,439 SH   DFND 1 3,180,439 0 0
J2 GLOBAL INC COM 48123V102 39,174 564,630 SH   DFND 1 554,038 0 10,592
J2 GLOBAL INC COM 48123V102 140 2,022 SH   DFND 1 2 2,022 0 0
JABIL INC COM 466313103 38,410 1,549,455 SH   DFND 1 1,519,404 0 30,051
JACK HENRY & ASSOCIATES INC COM 426281101 176,281 1,395,069 SH   DFND 1 1,391,018 0 4,051
JACK IN THE BOX INC COM 466367109 25,286 325,737 SH   DFND 1 320,415 0 5,322
JACOBS ENGINEERING GROUP INC COM 469814107 100,600 1,723,590 SH   DFND 1 1,717,323 0 6,267
JAGGED PEAK ENERGY INC COM 47009K107 6,050 663,390 SH   DFND 1 663,390 0 0
JAGUAR HEALTH INC COM NEW 47010C300 6 29,930 SH   DFND 1 29,930 0 0
JAKKS PACIFIC INC COM 47012E106 182 124,489 SH   DFND 1 122,951 0 1,538
JAMES RIVER GROUP HOLDINGS L COM G5005R107 12,045 329,646 SH   DFND 1 329,646 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 29,981 1,446,996 SH   DFND 1 1,412,283 0 34,713
JAPAN SMALLER CAPITALIZATION COM 47109U104 2,400 289,198 SH   DFND 1 2 289,198 0 0
JASON INDUSTRIES INC COM 471172106 114 83,305 SH   DFND 1 83,305 0 0
JAZZ 1.875 08/15/21 NOTE 1.875% 8/1 472145AB7 15,980 16,500,000 PRN   DFND 1 2 16,500,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 77,835 628,295 SH   DFND 1 628,295 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 462 3,735 SH   DFND 1 2 3,735 0 0
JBG SMITH PROPERTIES COM 46590V100 48,138 1,382,879 SH   DFND 1 1,360,360 0 22,519
JD.COM INC-ADR SPON ADR CL A 47215P106 40,359 1,938,331 SH   DFND 1 1,893,938 0 44,393
JEFFERIES FINANCIAL GROUP IN COM 47233W109 62,996 3,635,435 SH   DFND 1 3,620,703 0 14,732
JEFFERIES FINANCIAL GROUP IN COM 47233W109 13 788 SH   DFND 1 2 788 0 0
JELD-WEN HOLDING INC COM 47580P103 10,285 723,818 SH   DFND 1 723,818 0 0
JERNIGAN CAPITAL INC COM 476405105 3,546 178,914 SH   DFND 1 178,914 0 0
JETBLUE AIRWAYS CORP COM 477143101 59,118 3,681,112 SH   DFND 1 3,618,043 0 63,069
JM SMUCKER CO/THE COM NEW 832696405 147,589 1,581,238 SH   DFND 1 1,574,825 0 6,413
JM SMUCKER CO/THE COM NEW 832696405 90 969 SH   DFND 1 2 969 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 5,489 98,627 SH   DFND 1 98,290 0 337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 23,615 328,857 SH   DFND 1 328,857 0 0
JOHN HANCOCK HEDGED EQUITY & COM 47804L102 595 45,553 SH   DFND 1 2 45,553 0 0
JOHN HANCOCK TAX-ADVANTAGED TAX ADV GLB SH 41013P749 595 91,357 SH   DFND 1 2 91,357 0 0
JOHNSON & JOHNSON COM 478160104 4,684,993 36,361,935 SH   DFND 1 36,217,876 0 144,059
JOHNSON & JOHNSON COM 478160104 379 2,939 SH   DFND 1 2 2,939 0 0
JOHNSON CONTROLS INTERNATION SHS G51502105 337,620 11,407,924 SH   DFND 1 11,358,026 0 49,898
JOHNSON CONTROLS INTERNATION SHS G51502105 35 1,214 SH   DFND 1 2 1,214 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 6,900 117,476 SH   DFND 1 117,476 0 0
JOINT CORP/THE COM 47973J102 465 55,935 SH   DFND 1 55,935 0 0
JOINT CORP/THE COM 47973J102 43 5,270 SH   DFND 1 2 5,270 0 0
JONES LANG LASALLE INC COM 48020Q107 57,537 454,778 SH   DFND 1 445,355 0 9,423
JOUNCE THERAPEUTICS INC COM 481116101 543 161,421 SH   DFND 1 161,186 0 235
JPMORGAN CHASE & CO COM 46625H100 3,954,975 40,584,886 SH   DFND 1 40,406,059 0 178,827
JPMORGAN CHASE & CO COM 46625H100 417 4,278 SH   DFND 1 2 4,278 0 0
JUNIPER NETWORKS INC COM 48203R104 161,957 6,026,296 SH   DFND 1 6,007,205 0 19,091
JUST ENERGY GROUP INC COMSTK 48213W101 1,504 333,961 SH   DFND 1 333,961 0 0
K12 INC COM 48273U102 14,085 568,177 SH   DFND 1 567,851 0 326
KADANT INC COM 48282T104 9,720 119,324 SH   DFND 1 119,324 0 0
KADMON HOLDINGS INC COM 48283N106 2,289 1,100,657 SH   DFND 1 1,100,657 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 16,654 186,526 SH   DFND 1 186,526 0 0
KALA PHARMACEUTICALS INC COM 483119103 977 199,935 SH   DFND 1 199,935 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 1,471 74,497 SH   DFND 1 74,497 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 185 9,384 SH   DFND 1 2 9,384 0 0
KAMADA LTD SHS M6240T109 104 21,224 SH   DFND 1 21,224 0 0
KAMAN CORP COM 483548103 17,455 311,202 SH   DFND 1 311,202 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 164 45,300 SH   DFND 1 45,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 124,240 1,303,947 SH   DFND 1 1,298,617 0 5,330
KAR AUCTION SERVICES INC COM 48238T109 90,557 1,897,686 SH   DFND 1 1,897,686 0 0
KAR AUCTION SERVICES INC COM 48238T109 33 694 SH   DFND 1 2 694 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 5,227 557,927 SH   DFND 1 557,927 0 0
KB HOME COM 48666K109 21,517 1,126,593 SH   DFND 1 1,107,347 0 19,246
KBR INC COM 48242W106 24,597 1,620,410 SH   DFND 1 1,590,743 0 29,667
KEANE GROUP INC COM 48669A108 4,017 491,097 SH   DFND 1 491,097 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 14,388 1,122,367 SH   DFND 1 1,122,367 0 0
KELLOGG CO COM 487836108 200,178 3,517,033 SH   DFND 1 3,503,080 0 13,953
KELLY SERVICES INC -A CL A 488152208 9,005 439,728 SH   DFND 1 439,728 0 0
KEMET CORP COM NEW 488360207 10,460 596,374 SH   DFND 1 596,374 0 0
KEMPER CORP COM 488401100 45,169 680,471 SH   DFND 1 667,877 0 12,594
KEMPHARM INC COM 488445107 304 171,047 SH   DFND 1 171,047 0 0
KENNAMETAL INC COM 489170100 29,878 897,794 SH   DFND 1 880,805 0 16,989
KENNEDY-WILSON HOLDINGS INC COM 489398107 24,964 1,373,963 SH   DFND 1 1,373,963 0 0
KEURIG DR PEPPER INC COM 49271V100 38,551 1,503,573 SH   DFND 1 1,503,573 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 279 8,408 SH   DFND 1 8,408 0 0
KEY ENERGY SERVICES INC COM 49309J103 203 98,509 SH   DFND 1 98,509 0 0
KEY TRONIC CORP COM 493144109 199 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 195,767 13,269,023 SH   DFND 1 13,212,950 0 56,073
KEYCORP COM 493267108 222 15,065 SH   DFND 1 2 15,065 0 0
KEYSIGHT TECHNOLOGIES IN COM 49338L103 165,994 2,678,128 SH   DFND 1 2,668,304 0 9,824
KEYW HOLDING CORP/THE COM 493723100 3,817 570,596 SH   DFND 1 570,596 0 0
KEZAR LIFE SCIENCES INC COM 49372L100 1,369 58,046 SH   DFND 1 58,046 0 0
KFORCE INC COM 493732101 13,405 433,544 SH   DFND 1 433,544 0 0
KFORCE INC COM 493732101 80 2,590 SH   DFND 1 2 2,590 0 0
KILROY REALTY CORP COM 49427F108 79,740 1,268,134 SH   DFND 1 1,247,287 0 20,847
KIMBALL ELECTRONICS INC COM 49428J109 5,918 382,098 SH   DFND 1 382,098 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 10,095 711,483 SH   DFND 1 711,483 0 0
KIMBERLY-CLARK CORP COM 494368103 470,390 4,135,213 SH   DFND 1 4,117,062 0 18,151
KIMCO REALTY CORP COM 49446R109 104,438 7,138,547 SH   DFND 1 7,116,460 0 22,087
KINDER MORGAN INC COM 49456B101 360,962 23,513,119 SH   DFND 1 23,410,424 0 102,695
KINDRED BIOSCIENCES INC COM 494577109 3,719 339,644 SH   DFND 1 339,644 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 20 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 1,550 87,637 SH   DFND 1 87,637 0 0
KINIKSA PHARMACEUTICALS-A COM CL A G5269C101 2,717 96,751 SH   DFND 1 96,751 0 0
KINROSS GOLD CORP COM NO PAR 496902404 45 13,962 SH   DFND 1 13,352 0 610
KINROSS GOLD CORP COMSTK 496902404 3,368 1,053,314 SH   DFND 1 1,053,314 0 0
KINSALE CAPITAL GROUP INC COM 49714P108 12,438 223,869 SH   DFND 1 223,869 0 0
KIRBY CORP COM 497266106 36,989 549,133 SH   DFND 1 537,984 0 11,149
KIRKLAND LAKE GOLD LTD COMSTK 49741E100 1,452 55,700 SH   DFND 1 2 55,700 0 0
KIRKLAND LAKE GOLD LTD COMSTK 49741E100 484 18,583 SH   DFND 1 18,583 0 0
KIRKLAND'S INC COM 497498105 1,752 183,942 SH   DFND 1 183,942 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 16,144 1,145,816 SH   DFND 1 1,145,816 0 0
KKR & CO INC -A CL A 48251W104 71,577 3,646,338 SH   DFND 1 3,646,338 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 5,764 301,001 SH   DFND 1 301,001 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 318 16,628 SH   DFND 1 2 16,628 0 0
KLA-TENCOR CORP COM 482480100 212,025 2,371,598 SH   DFND 1 2,356,130 0 15,468
KLA-TENCOR CORP COM 482480100 256 2,869 SH   DFND 1 2 2,869 0 0
KLX ENERGY SERVICES HOLDING COM 48253L106 5,984 255,209 SH   DFND 1 255,146 0 63
KLX ENERGY SERVICES HOLDING COM 48253L106 93 4,000 SH   DFND 1 2 4,000 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 32,954 1,315,378 SH   DFND 1 1,289,373 0 26,005
KNOLL INC COM NEW 498904200 9,099 552,153 SH   DFND 1 551,173 0 980
KNOLL INC COM NEW 498904200 935 56,751 SH   DFND 1 2 56,751 0 0
KNOWLES CORP COM 49926D109 12,297 923,917 SH   DFND 1 923,917 0 0
KODIAK SCIENCES INC COM 50015M109 458 64,561 SH   DFND 1 64,561 0 0
KOHLS CORP COM 500255104 194,693 2,936,154 SH   DFND 1 2,926,427 0 9,727
KOHLS CORP COM 500255104 207 3,130 SH   DFND 1 2 3,130 0 0
KONA GRILL INC COM 50047H201 54 52,010 SH   DFND 1 52,010 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 470 13,405 SH   DFND 1 11,865 0 1,540
KOPIN CORP COM 500600101 635 636,382 SH   DFND 1 636,382 0 0
KOPPERS HOLDINGS INC COM 50060P106 3,666 215,181 SH   DFND 1 215,181 0 0
KOREA FUND INC COM NEW 500634209 400 14,317 SH   DFND 1 2 14,317 0 0
KORN FERRY COM NEW 500643200 26,471 669,487 SH   DFND 1 669,487 0 0
KORN FERRY COM NEW 500643200 310 7,850 SH   DFND 1 2 7,850 0 0
KORNIT DIGITAL LTD SHS M6372Q113 527 28,174 SH   DFND 1 28,174 0 0
KOSMOS ENERGY LTD COM 500688106 9,361 2,300,244 SH   DFND 1 2,300,244 0 0
KOSMOS ENERGY LTD COM 500688106 138 34,010 SH   DFND 1 2 34,010 0 0
KRAFT HEINZ CO/THE COM 500754106 365,892 8,513,579 SH   DFND 1 8,422,416 0 91,163
KRAFT HEINZ CO/THE COM 500754106 112 2,625 SH   DFND 1 2 2,625 0 0
KRATON CORP COM 50077C106 11,445 524,076 SH   DFND 1 524,076 0 0
KRATON CORP COM 50077C106 187 8,598 SH   DFND 1 2 8,598 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 14,029 995,734 SH   DFND 1 995,734 0 0
KROGER CO COM 501044101 329,733 12,008,444 SH   DFND 1 11,966,518 0 41,926
KRONOS WORLDWIDE INC COM 50105F105 2,749 238,703 SH   DFND 1 237,379 0 1,324
KRONOS WORLDWIDE INC COM 50105F105 15 1,378 SH   DFND 1 2 1,378 0 0
KRYSTAL BIOTECH INC COM 501147102 1,259 60,603 SH   DFND 1 60,603 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 10,847 535,170 SH   DFND 1 535,170 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 268 13,269 SH   DFND 1 2 13,269 0 0
KURA ONCOLOGY INC COM 50127T109 4,970 354,010 SH   DFND 1 354,010 0 0
KVH INDUSTRIES INC COM 482738101 1,473 143,197 SH   DFND 1 143,197 0 0
L BRANDS INC COM 501797104 76,356 2,976,565 SH   DFND 1 2,963,935 0 12,630
L BRANDS INC COM 501797104 17 695 SH   DFND 1 2 695 0 0
L3 TECHNOLOGIES INC COM 502413107 178,602 1,030,239 SH   DFND 1 1,026,114 0 4,125
L3 TECHNOLOGIES INC COM 502413107 153 882 SH   DFND 1 2 882 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,145 227,484 SH   DFND 1 227,484 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 178,002 1,410,999 SH   DFND 1 1,405,710 0 5,289
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 138 1,094 SH   DFND 1 2 1,094 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 19,660 1,270,896 SH   DFND 1 1,270,896 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 778 50,337 SH   DFND 1 2 50,337 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2,275 976,609 SH   DFND 1 976,609 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 85 36,638 SH   DFND 1 2 36,638 0 0
LAKELAND BANCORP INC COM 511637100 7,867 531,252 SH   DFND 1 531,252 0 0
LAKELAND FINANCIAL CORP COM 511656100 11,915 296,711 SH   DFND 1 296,711 0 0
LAKELAND INDUSTRIES INC COM 511795106 395 37,914 SH   DFND 1 37,914 0 0
LAM RESEARCH CORP COM 512807108 342,512 2,518,170 SH   DFND 1 2,502,453 0 15,717
LAM RESEARCH CORP COM 512807108 208 1,531 SH   DFND 1 2 1,531 0 0
LAMAR ADVERTISING CO-A CL A 512816109 64,023 925,468 SH   DFND 1 907,870 0 17,598
LAMB WESTON HOLDINGS INC COM 513272104 157,813 2,148,706 SH   DFND 1 2,140,697 0 8,009
LAMB WESTON HOLDINGS INC COM 513272104 281 3,828 SH   DFND 1 2 3,828 0 0
LANCASTER COLONY CORP COM 513847103 42,464 240,102 SH   DFND 1 236,063 0 4,039
LANCASTER COLONY CORP COM 513847103 98 557 SH   DFND 1 2 557 0 0
LANDEC CORP COM 514766104 3,292 278,111 SH   DFND 1 278,111 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 139 12,077 SH   DFND 1 12,077 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 8 780 SH   DFND 1 2 780 0 0
LANDS' END INC COM 51509F105 2,434 171,339 SH   DFND 1 171,212 0 127
LANDSTAR SYSTEM INC COM 515098101 43,491 454,603 SH   DFND 1 446,094 0 8,509
LANDSTAR SYSTEM INC COM 515098101 169 1,771 SH   DFND 1 2 1,771 0 0
LANNETT CO INC COM 516012101 1,619 326,530 SH   DFND 1 326,390 0 140
LANTHEUS HOLDINGS INC COM 516544103 6,712 428,939 SH   DFND 1 428,939 0 0
LANTRONIX INC COM NEW 516548203 164 55,826 SH   DFND 1 55,826 0 0
LAREDO PETROLEUM INC COM 516806106 5,721 1,580,585 SH   DFND 1 1,580,585 0 0
LAS VEGAS SANDS CORP COM 517834107 167,162 3,211,880 SH   DFND 1 3,211,880 0 0
LAS VEGAS SANDS CORP COM 517834107 192 3,700 SH   DFND 1 2 3,700 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 10,897 1,574,831 SH   DFND 1 1,574,831 0 0
LAUREATE EDUCATION INC-A CL A 518613203 13,330 874,682 SH   DFND 1 874,682 0 0
LAWSON PRODUCTS INC COM 520776105 1,898 60,085 SH   DFND 1 60,085 0 0
LAZARD GLOBAL TOT RT & INC COM 52106W103 273 20,085 SH   DFND 1 2 20,085 0 0
LAZARD LTD-CL A SHS A G54050102 51,110 1,381,296 SH   DFND 1 1,380,486 0 810
LAZARD LTD-CL A SHS A G54050102 950 25,757 SH   DFND 1 2 25,757 0 0
LA-Z-BOY INC COM 505336107 19,299 696,483 SH   DFND 1 696,483 0 0
LCI INDUSTRIES COM 50189K103 17,676 264,619 SH   DFND 1 264,619 0 0
LCNB CORPORATION COM 50181P100 1,566 103,430 SH   DFND 1 103,430 0 0
LCNB CORPORATION COM 50181P100 17 1,127 SH   DFND 1 2 1,127 0 0
LEAF GROUP LTD COM 52177G102 1,040 151,885 SH   DFND 1 150,800 0 1,085
LEAP THERAPEUTICS INC COM 52187K101 76 38,117 SH   DFND 1 38,117 0 0
LEAR CORP COM NEW 521865204 87,944 716,239 SH   DFND 1 716,239 0 0
LEAR CORP COM NEW 521865204 467 3,804 SH   DFND 1 2 3,804 0 0
LEE ENTERPRISES COM 523768109 670 317,665 SH   DFND 1 317,665 0 0
LEGACY ACQUISITION CORP-CW22 *W EXP 11/30/202 524643111 231 700,000 SH   DFND 1 2 700,000 0 0
LEGACY RESERVES INC COM 524706108 219 142,689 SH   DFND 1 142,689 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 17,128 533,753 SH   DFND 1 533,753 0 0
LEGG MASON INC COM 524901105 21,041 824,815 SH   DFND 1 807,119 0 17,696
LEGG MASON INC COM 524901105 510 19,997 SH   DFND 1 2 19,997 0 0
LEGGETT & PLATT INC COM 524660107 75,497 2,109,433 SH   DFND 1 2,102,297 0 7,136
LEIDOS HOLDINGS INC COM 525327102 76,345 1,449,035 SH   DFND 1 1,417,180 0 31,855
LEIDOS HOLDINGS INC COM 525327102 30 582 SH   DFND 1 2 582 0 0
LEMAITRE VASCULAR INC COM 525558201 4,739 200,496 SH   DFND 1 200,496 0 0
LENDINGCLUB CORP COM 52603A109 10,646 4,048,074 SH   DFND 1 4,048,074 0 0
LENDINGTREE INC COM 52603B107 25,131 114,460 SH   DFND 1 112,920 0 1,540
LENNAR CORP - B SHS CL B 526057302 1,887 60,257 SH   DFND 1 58,792 0 1,465
LENNAR CORP - B SHS CL B 526057302 1,519 48,500 SH   DFND 1 2 48,500 0 0
LENNAR CORP-A CL A 526057104 151,138 3,867,100 SH   DFND 1 3,851,767 0 15,333
LENNAR CORP-A CL A 526057104 148 3,788 SH   DFND 1 2 3,788 0 0
LENNOX INTERNATIONAL INC COM 526107107 75,392 344,708 SH   DFND 1 337,209 0 7,499
LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 3,566 350,000 SH   DFND 1 2 350,000 0 0
LEVEL BRANDS INC COM NEW 52730Q209 118 38,459 SH   DFND 1 38,459 0 0
LEVEL ONE BANCORP INC COM 52730D208 505 22,539 SH   DFND 1 22,539 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 3,752 565,085 SH   DFND 1 565,085 0 0
LEXINFINTECH HOLDINGS L-ADR ADR 528877103 292 40,374 SH   DFND 1 40,374 0 0
LEXINGTON REALTY TRUST COM 529043101 18,466 2,249,268 SH   DFND 1 2,249,268 0 0
LGI HOMES INC COM 50187T106 9,737 215,331 SH   DFND 1 215,331 0 0
LGIH 4.25 11/15/19 NOTE 4.250%11/1 50187TAB2 17,858 8,449,000 PRN   DFND 1 2 8,449,000 0 0
LHC GROUP INC COM 50187A107 30,562 325,548 SH   DFND 1 325,548 0 0
LIBBEY INC COM 529898108 578 148,970 SH   DFND 1 148,970 0 0
LIBERTY ALL-STAR GROWTH FD COM 529900102 167 38,259 SH   DFND 1 2 38,259 0 0
LIBERTY BROADBAND-A COM SER A 530307107 22,028 306,757 SH   DFND 1 306,757 0 0
LIBERTY BROADBAND-C COM SER C 530307305 102,072 1,417,821 SH   DFND 1 1,417,821 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 24,294 621,175 SH   DFND 1 619,609 0 1,566
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 93,458 4,531,460 SH   DFND 1 4,506,142 0 25,318
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 43,440 2,036,908 SH   DFND 1 2,027,294 0 9,614
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 7,024 485,137 SH   DFND 1 485,137 0 0
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 328 22,693 SH   DFND 1 2 22,693 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 19,955 1,369,623 SH   DFND 1 1,369,623 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,842 113,966 SH   DFND 1 113,966 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 9,985 401,188 SH   DFND 1 401,188 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 7,668 258,034 SH   DFND 1 258,034 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 64,502 2,102,344 SH   DFND 1 2,102,344 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 39,545 1,075,050 SH   DFND 1 1,075,050 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 71,784 1,942,452 SH   DFND 1 1,942,452 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 296 8,030 SH   DFND 1 2 8,030 0 0
LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 5,396 416,728 SH   DFND 1 416,728 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 82,387 1,968,261 SH   DFND 1 1,937,692 0 30,569
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 18,139 1,141,561 SH   DFND 1 1,140,128 0 1,433
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 1,522 95,841 SH   DFND 1 2 95,841 0 0
LIFE STORAGE INC COM 53223X107 58,580 629,965 SH   DFND 1 620,322 0 9,643
LIFETIME BRANDS INC COM 53222Q103 1,190 118,701 SH   DFND 1 118,701 0 0
LIFEVANTAGE CORP COM NEW 53222K205 1,359 103,073 SH   DFND 1 103,073 0 0
LIFEWAY FOODS INC COM 531914109 71 38,028 SH   DFND 1 38,028 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 33,716 248,460 SH   DFND 1 244,062 0 4,398
LIGHTBRIDGE CORP COM NEW 53224K203 17 32,587 SH   DFND 1 32,587 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 132 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 545 398,080 SH   DFND 1 398,080 0 0
LIMELIGHT NETWORKS INC COM 53261M104 2,936 1,255,100 SH   DFND 1 1,255,100 0 0
LIMONEIRA CO COM 532746104 3,165 161,903 SH   DFND 1 161,903 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 355 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 60,537 767,756 SH   DFND 1 753,924 0 13,832
LINCOLN NATIONAL CORP COM 534187109 147,700 2,883,491 SH   DFND 1 2,871,720 0 11,771
LINCOLN NATIONAL CORP COM 534187109 772 15,063 SH   DFND 1 2 15,063 0 0
LINDBLAD EXPEDITIONS HOLDING COM 535219109 3,836 285,035 SH   DFND 1 285,035 0 0
LINDE PLC COM G5494J103 997,692 6,406,340 SH   DFND 1 6,377,127 0 29,213
LINDSAY CORP COM 535555106 11,082 115,146 SH   DFND 1 115,146 0 0
LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 15,683 25,000,000 PRN   DFND 1 2 25,000,000 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 9,545 592,901 SH   DFND 1 592,901 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 14,066 945,338 SH   DFND 1 944,918 0 420
LIPOCINE INC COM 53630X104 135 104,428 SH   DFND 1 104,428 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 503 367,413 SH   DFND 1 367,413 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 1,068 49,319 SH   DFND 1 49,319 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,704 276,276 SH   DFND 1 276,276 0 0
LITHIA MOTORS INC-CL A CL A 536797103 17,991 235,713 SH   DFND 1 235,713 0 0
LITTELFUSE INC COM 537008104 44,290 258,284 SH   DFND 1 253,082 0 5,202
LIVANOVA PLC SHS G5509L101 53,336 583,100 SH   DFND 1 573,026 0 10,074
LIVE NATION ENTERTAINMENT IN COM 538034109 68,522 1,392,246 SH   DFND 1 1,363,642 0 28,604
LIVE NATION ENTERTAINMENT IN COM 538034109 296 6,029 SH   DFND 1 2 6,029 0 0
LIVE OAK BANCSHARES INC COM 53803X105 4,550 307,267 SH   DFND 1 307,267 0 0
LIVE VENTURES INC COM NEW 538142308 99 14,842 SH   DFND 1 14,842 0 0
LIVENT CORP COM 53814L108 3,737 270,855 SH   DFND 1 270,855 0 0
LIVEPERSON INC COM 538146101 12,683 672,530 SH   DFND 1 672,530 0 0
LIVERAMP HOLDINGS INC COM 53815P108 30,033 777,462 SH   DFND 1 763,395 0 14,067
LIVEXLIVE MEDIA INC COM NEW 53839L208 1,174 237,334 SH   DFND 1 237,334 0 0
LKQ CORP COM 501889208 101,069 4,266,318 SH   DFND 1 4,249,640 0 16,678
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 463 181,101 SH   DFND 1 170,544 0 10,557
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 155 60,841 SH   DFND 1 2 60,841 0 0
LM FUNDING AMERICA INC COM NEW 502074305 35 30,394 SH   DFND 1 30,394 0 0
LMRK 0 PERP S-C 7% CNV PFD UNT C 51508J405 1,251 60,803 PRN   DFND 1 2 60,803 0 0
LOCKHEED MARTIN CORP COM 539830109 894,513 3,421,419 SH   DFND 1 3,408,449 0 12,970
LOCKHEED MARTIN CORP COM 539830109 361 1,381 SH   DFND 1 2 1,381 0 0
LOEWS CORP COM 540424108 196,648 4,326,269 SH   DFND 1 4,311,777 0 14,492
LOGICBIO THERAPEUTICS INC COM 54142F102 626 60,199 SH   DFND 1 60,199 0 0
LOGITECH INTERNATIONAL-REG SHS H50430232 3,750 119,895 SH   DFND 1 119,895 0 0
LOGMEIN INC COM 54142L109 45,092 552,812 SH   DFND 1 541,531 0 11,281
LOGMEIN INC COM 54142L109 115 1,410 SH   DFND 1 2 1,410 0 0
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 567 155,401 SH   DFND 1 155,401 0 0
LOOP INDUSTRIES INC COM 543518104 346 44,597 SH   DFND 1 44,597 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 5,701 153,056 SH   DFND 1 153,056 0 0
LOUISIANA-PACIFIC CORP COM 546347105 44,475 2,001,609 SH   DFND 1 1,968,961 0 32,648
LOVESAC CO/THE COM 54738L109 1,256 54,776 SH   DFND 1 54,776 0 0
LOWE'S COS INC COM 548661107 952,946 10,336,009 SH   DFND 1 10,292,455 0 43,554
LOXO ONCOLOGY INC COM 548862101 46,348 330,898 SH   DFND 1 330,898 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 71,616 1,172,509 SH   DFND 1 1,172,509 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 1,195 19,569 SH   DFND 1 2 19,569 0 0
LRAD CORP COM 50213V109 387 153,623 SH   DFND 1 153,623 0 0
LSB INDUSTRIES INC COM 502160104 1,108 200,752 SH   DFND 1 200,752 0 0
LSC COMMUNICATIONS INC COM 50218P107 2,487 355,354 SH   DFND 1 354,899 0 455
LSC COMMUNICATIONS INC COM 50218P107 120 17,207 SH   DFND 1 2 17,207 0 0
LSI INDUSTRIES INC COM 50216C108 578 182,634 SH   DFND 1 182,634 0 0
LSI INDUSTRIES INC COM 50216C108 182 57,716 SH   DFND 1 2 57,716 0 0
LTC PROPERTIES INC COM 502175102 22,143 531,273 SH   DFND 1 531,273 0 0
LUBY'S INC COM 549282101 83 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 156,471 1,287,319 SH   DFND 1 1,281,553 0 5,766
LULULEMON ATHLETICA INC COM 550021109 1,153 9,487 SH   DFND 1 2 9,487 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 2,687 282,350 SH   DFND 1 282,350 0 0
LUMENTUM HOLDINGS INC COM 55024U109 35,137 836,405 SH   DFND 1 821,166 0 15,239
LUMENTUM HOLDINGS INC COM 55024U109 208 4,956 SH   DFND 1 2 4,956 0 0
LUMINEX CORP COM 55027E102 11,944 516,871 SH   DFND 1 516,871 0 0
LUMINEX CORP COM 55027E102 233 10,087 SH   DFND 1 2 10,087 0 0
LUNA INNOVATIONS INC COM 550351100 498 148,929 SH   DFND 1 148,929 0 0
LUTHER BURBANK CORP COM 550550107 1,632 180,975 SH   DFND 1 180,975 0 0
LUXFER HOLDINGS PLC SHS G5698W116 981 55,672 SH   DFND 1 2 55,672 0 0
LYDALL INC COM 550819106 3,614 177,969 SH   DFND 1 177,969 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 358,649 4,318,584 SH   DFND 1 4,300,225 0 18,359
LYONDELLBASELL INDU-CL A SHS - A - N53745100 537 6,460 SH   DFND 1 2 6,460 0 0
M & T BANK CORP COM 55261F104 287,669 2,013,004 SH   DFND 1 2,005,547 0 7,457
M & T BANK CORP COM 55261F104 35 248 SH   DFND 1 2 248 0 0
M III ACQUISITION CORP-CW21 *W EXP 05/20/202 45686J112 90 99,020 SH   DFND 1 2 99,020 0 0
M/I HOMES INC COM 55305B101 6,355 302,370 SH   DFND 1 302,370 0 0
MACATAWA BANK CORP COM 554225102 2,205 229,283 SH   DFND 1 229,283 0 0
MACERICH CO/THE COM 554382101 79,490 1,839,034 SH   DFND 1 1,833,489 0 5,545
MACERICH CO/THE COM 554382101 32 761 SH   DFND 1 2 761 0 0
MACK-CALI REALTY CORP COM 554489104 24,166 1,233,597 SH   DFND 1 1,214,929 0 18,668
MACKINAC FINANCIAL CORP COM 554571109 272 19,994 SH   DFND 1 19,994 0 0
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 7,319 504,443 SH   DFND 1 504,443 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 27,221 744,560 SH   DFND 1 744,560 0 0
MACROGENICS INC COM 556099109 5,789 455,874 SH   DFND 1 455,874 0 0
MACY'S INC COM 55616P104 153,225 5,146,326 SH   DFND 1 5,129,338 0 16,988
MACY'S INC COM 55616P104 134 4,510 SH   DFND 1 2 4,510 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 46,222 172,666 SH   DFND 1 172,666 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 10,202 90,516 SH   DFND 1 90,516 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 50 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 16,833 295,902 SH   DFND 1 295,902 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 123 21,739 SH   DFND 1 21,739 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 219 28,773 SH   DFND 1 28,773 0 0
MAGNEGAS APPLIED TECHNOLOGY COM 55939M101 227 920,715 SH   DFND 1 920,715 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 6,834 609,659 SH   DFND 1 609,659 0 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 6,867 2,266,600 SH   DFND 1 2 2,266,600 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,281 776,567 SH   DFND 1 776,567 0 0
MAJESCO COM 56068V102 504 71,209 SH   DFND 1 71,209 0 0
MAKEMYTRIP LTD SHS V5633W109 1,124 46,199 SH   DFND 1 46,199 0 0
MALIBU BOATS INC - A COM CL A 56117J100 8,022 230,523 SH   DFND 1 230,523 0 0
MALLINCKRODT PLC SHS G5785G107 14,973 947,703 SH   DFND 1 930,369 0 17,334
MALLINCKRODT PLC SHS G5785G107 120 7,602 SH   DFND 1 2 7,602 0 0
MALVERN BANCORP INC COM 561409103 2,450 124,223 SH   DFND 1 124,223 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 2,975 165,510 SH   DFND 1 165,510 0 0
MANCHESTER UNITED PLC-CL A ORD CL A G5784H106 348 18,378 SH   DFND 1 2 18,378 0 0
MANHATTAN ASSOCIATES INC COM 562750109 30,349 716,298 SH   DFND 1 702,769 0 13,529
MANHATTAN ASSOCIATES INC COM 562750109 108 2,556 SH   DFND 1 2 2,556 0 0
MANITEX INTERNATIONAL INC COM 563420108 948 166,962 SH   DFND 1 166,962 0 0
MANITOWOC COMPANY INC COM NEW 563571405 5,565 376,811 SH   DFND 1 376,811 0 0
MANNING & NAPIER INC CL A 56382Q102 133 76,062 SH   DFND 1 76,062 0 0
MANNKIND CORP COM NEW 56400P706 1,766 1,666,104 SH   DFND 1 1,666,104 0 0
MANPOWERGROUP INC COM 56418H100 50,346 777,384 SH   DFND 1 764,400 0 12,984
MANPOWERGROUP INC COM 56418H100 1,099 16,960 SH   DFND 1 2 16,960 0 0
MANTECH INTERNATIONAL CORP-A CL A 564563104 16,308 311,857 SH   DFND 1 311,857 0 0
MANULIFE FINANCIAL CORP COM 56501R106 144 10,165 SH   DFND 1 8,518 0 1,647
MARATHON OIL CORP COM 565849106 174,660 12,198,898 SH   DFND 1 12,154,213 0 44,685
MARATHON OIL CORP COM 565849106 86 6,061 SH   DFND 1 2 6,061 0 0
MARATHON PATENT GROUP INC COM PAR 56585W302 34 94,258 SH   DFND 1 94,258 0 0
MARATHON PETROLEUM CORP COM 56585A102 514,070 8,727,303 SH   DFND 1 8,689,404 0 37,899
MARATHON PETROLEUM CORP COM 56585A102 329 5,587 SH   DFND 1 2 5,587 0 0
MARCHEX INC-CLASS B CL B 56624R108 435 164,240 SH   DFND 1 163,055 0 1,185
MARCUS & MILLICHAP INC COM 566324109 7,795 227,088 SH   DFND 1 227,088 0 0
MARCUS CORPORATION COM 566330106 8,403 212,738 SH   DFND 1 212,738 0 0
MARCUS CORPORATION COM 566330106 132 3,350 SH   DFND 1 2 3,350 0 0
MARIN SOFTWARE INC COM NEW 56804T205 66 12,445 SH   DFND 1 12,445 0 0
MARINE PRODUCTS CORP COM 568427108 1,168 69,104 SH   DFND 1 69,104 0 0
MARINEMAX INC COM 567908108 4,284 234,002 SH   DFND 1 234,002 0 0
MARINEMAX INC COM 567908108 94 5,185 SH   DFND 1 2 5,185 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 1,316 458,631 SH   DFND 1 458,631 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 16 5,852 SH   DFND 1 2 5,852 0 0
MARKEL CORP COM 570535104 143,466 138,297 SH   DFND 1 138,297 0 0
MARKER THERAPEUTICS INC COM 57055L107 1,317 237,462 SH   DFND 1 237,462 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 86,671 410,165 SH   DFND 1 402,389 0 7,776
MARLIN BUSINESS SERVICES INC COM 571157106 3,141 140,703 SH   DFND 1 140,703 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 103 4,623 SH   DFND 1 2 4,623 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 411,201 3,794,287 SH   DFND 1 3,763,198 0 31,089
MARRIOTT VACATIONS WORLD COM 57164Y107 30,574 433,621 SH   DFND 1 425,142 0 8,479
MARRIOTT VACATIONS WORLD COM 57164Y107 734 10,418 SH   DFND 1 2 10,418 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 652 443,611 SH   DFND 1 443,611 0 0
MARSH & MCLENNAN COS COM 571748102 527,675 6,628,096 SH   DFND 1 6,601,695 0 26,401
MARTEN TRANSPORT LTD COM 573075108 7,880 486,751 SH   DFND 1 486,751 0 0
MARTIN MARIETTA MATERIALS COM 573284106 133,637 778,969 SH   DFND 1 775,621 0 3,348
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 457 44,483 SH   DFND 1 44,483 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 96,654 5,974,001 SH   DFND 1 5,973,101 0 900
MASCO CORP COM 574599106 111,533 3,821,402 SH   DFND 1 3,804,590 0 16,812
MASIMO CORP COM 574795100 58,726 546,952 SH   DFND 1 536,535 0 10,417
MASIMO CORP COM 574795100 8 75 SH   DFND 1 2 75 0 0
MASONITE INTERNATIONAL CORP COM 575385109 12,705 283,405 SH   DFND 1 283,405 0 0
MASONITE INTERNATIONAL CORP COM 575385109 760 16,970 SH   DFND 1 2 16,970 0 0
MASTEC INC COM 576323109 27,479 677,502 SH   DFND 1 664,315 0 13,187
MASTERCARD INC - A CL A 57636Q104 2,341,222 12,431,141 SH   DFND 1 12,382,379 0 48,762
MASTERCARD INC - A CL A 57636Q104 161 856 SH   DFND 1 2 856 0 0
MASTERCRAFT BOAT HOLDINGS IN COM 57637H103 5,959 318,712 SH   DFND 1 318,712 0 0
MASTERCRAFT BOAT HOLDINGS IN COM 57637H103 321 17,173 SH   DFND 1 2 17,173 0 0
MATADOR RESOURCES CO COM 576485205 17,063 1,098,757 SH   DFND 1 1,077,367 0 21,390
MATCH GROUP INC COM 57665R106 24,194 565,699 SH   DFND 1 565,699 0 0
MATERIALISE NV-ADR SPONSORED ADS 57667T100 292 14,582 SH   DFND 1 14,582 0 0
MATERION CORP COM 576690101 9,605 213,511 SH   DFND 1 213,511 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 242 406,733 SH   DFND 1 406,733 0 0
MATLIN AND PARTNERS ACQ-CW21 *W EXP 03/15/202 91274U119 2,543 4,238,700 SH   DFND 1 2 4,238,700 0 0
MATRIX SERVICE CO COM 576853105 7,123 397,054 SH   DFND 1 397,054 0 0
MATSON INC COM 57686G105 14,245 444,885 SH   DFND 1 444,885 0 0
MATTEL INC COM 577081102 48,678 4,880,401 SH   DFND 1 4,862,188 0 18,213
MATTHEWS INTL CORP-CLASS A CL A 577128101 15,065 370,891 SH   DFND 1 370,891 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 949 95,711 SH   DFND 1 95,711 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 215,856 4,250,844 SH   DFND 1 4,221,703 0 29,141
MAXIMUS INC COM 577933104 63,510 975,740 SH   DFND 1 962,469 0 13,271
MAXIMUS INC COM 577933104 71 1,091 SH   DFND 1 2 1,091 0 0
MAXLINEAR INC COM 57776J100 11,624 660,461 SH   DFND 1 660,461 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 887 428,841 SH   DFND 1 428,841 0 0
MB FINANCIAL INC COM 55264U108 38,582 973,570 SH   DFND 1 956,138 0 17,432
MB FINANCIAL INC COM 55264U108 321 8,103 SH   DFND 1 2 8,103 0 0
MBIA INC COM 55262C100 8,586 962,562 SH   DFND 1 962,562 0 0
MBT FINANCIAL CORP COM 578877102 2,118 227,770 SH   DFND 1 227,770 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 261 34,134 SH   DFND 1 34,134 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 250,306 1,800,426 SH   DFND 1 1,793,844 0 6,582
MCDERMOTT INTL INC COM 580037703 12,390 1,894,624 SH   DFND 1 1,857,228 0 37,396
MCDERMOTT INTL INC COM 580037703 103 15,779 SH   DFND 1 2 15,779 0 0
MCDONALD'S CORP COM 580135101 1,673,764 9,441,973 SH   DFND 1 9,400,157 0 41,816
MCEWEN MINING INC COM 58039P107 3,420 1,879,565 SH   DFND 1 1,879,565 0 0
MCGRATH RENTCORP COM 580589109 14,286 277,518 SH   DFND 1 277,518 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 24,747 17,540,000 PRN   DFND 1 2 17,540,000 0 0
MCHP 2.25 02/15/37 NOTE 2.250% 2/1 595017AH7 8,825 9,000,000 PRN   DFND 1 2 9,000,000 0 0
MCKESSON CORP COM 58155Q103 266,870 2,420,237 SH   DFND 1 2,409,580 0 10,657
MCKESSON CORP COM 58155Q103 242 2,195 SH   DFND 1 2 2,195 0 0
MDC HOLDINGS INC COM 552676108 13,713 487,852 SH   DFND 1 487,852 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 621 237,999 SH   DFND 1 237,999 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 1 409 SH   DFND 1 2 409 0 0
MDU RESOURCES GROUP INC COM 552690109 70,510 2,957,670 SH   DFND 1 2,917,109 0 40,561
MECHEL PJSC-SPONSORED ADR SPONSORED ADR NE 583840608 26 13,492 SH   DFND 1 13,492 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 2,093 306,054 SH   DFND 1 306,054 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 248 36,396 SH   DFND 1 2 36,396 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 74,927 4,659,679 SH   DFND 1 4,584,161 0 75,518
MEDICAL TRANSCRIPTION BILLIN COM 58464J105 143 37,854 SH   DFND 1 37,854 0 0
MEDICINES COMPANY COM 584688105 15,123 790,164 SH   DFND 1 790,164 0 0
MEDICINOVA INC COM NEW 58468P206 3,403 416,581 SH   DFND 1 416,581 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 45,674 677,455 SH   DFND 1 664,793 0 12,662
MEDIFAST INC COM 58470H101 20,353 162,805 SH   DFND 1 162,805 0 0
MEDIFAST INC COM 58470H101 464 3,713 SH   DFND 1 2 3,713 0 0
MEDIWOUND LTD ORD SHS M68830104 57 14,279 SH   DFND 1 14,279 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 134 34,755 SH   DFND 1 33,543 0 1,212
MEDNAX INC COM 58502B106 31,178 944,809 SH   DFND 1 926,306 0 18,503
MEDNAX INC COM 58502B106 332 10,084 SH   DFND 1 2 10,084 0 0
MEDPACE HOLDINGS INC COM 58506Q109 16,318 308,311 SH   DFND 1 307,753 0 558
MEDPACE HOLDINGS INC COM 58506Q109 668 12,627 SH   DFND 1 2 12,627 0 0
MEDTRONIC PLC SHS G5960L103 1,515,225 16,686,556 SH   DFND 1 16,612,472 0 74,084
MEDTRONIC PLC SHS G5960L103 332 3,651 SH   DFND 1 2 3,651 0 0
MEET GROUP INC/THE COM 58513U101 4,561 985,237 SH   DFND 1 985,237 0 0
MEET GROUP INC/THE COM 58513U101 218 47,144 SH   DFND 1 2 47,144 0 0
MEI PHARMA INC COM NEW 55279B202 689 261,278 SH   DFND 1 261,278 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 160 16,625 SH   DFND 1 16,625 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 16,965 972,075 SH   DFND 1 972,075 0 0
MELINTA THERAPEUTICS INC COM 58549G100 331 418,753 SH   DFND 1 418,753 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,530 38,215 SH   DFND 1 38,215 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 474 5,140 SH   DFND 1 2 5,140 0 0
MENLO THERAPEUTICS INC COM 586858102 347 84,387 SH   DFND 1 84,387 0 0
MERCADOLIBRE INC COM 58733R102 8,418 29,014 SH   DFND 1 26,888 0 2,126
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MERCER INTERNATIONAL INC COM 588056101 4,020 385,063 SH   DFND 1 385,063 0 0
MERCER INTERNATIONAL INC COM 588056101 1,120 107,362 SH   DFND 1 2 107,362 0 0
MERCHANTS BANCORP/IN COM 58844R108 3,681 184,428 SH   DFND 1 184,428 0 0
MERCK & CO. INC. COM 58933Y105 2,596,161 34,032,366 SH   DFND 1 33,890,725 0 141,641
MERCURY GENERAL CORP COM 589400100 13,684 264,647 SH   DFND 1 259,032 0 5,615
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MEREDITH CORP COM 589433101 22,213 427,683 SH   DFND 1 419,057 0 8,626
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MERIDIAN BIOSCIENCE INC COM 589584101 14,130 813,989 SH   DFND 1 811,124 0 2,865
MERIDIAN BIOSCIENCE INC COM 589584101 90 5,206 SH   DFND 1 2 5,206 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 34,557 619,206 SH   DFND 1 619,206 0 0
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MERITOR INC COM 59001K100 15,244 901,520 SH   DFND 1 901,520 0 0
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MERSANA THERAPEUTICS INC COM 59045L106 523 128,232 SH   DFND 1 128,232 0 0
MERUS NV COM N5749R100 209 14,987 SH   DFND 1 14,987 0 0
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META FINANCIAL GROUP INC COM 59100U108 6,473 333,834 SH   DFND 1 333,834 0 0
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METHANEX CORP COMSTK 59151K108 2,600 54,482 SH   DFND 1 54,482 0 0
METHANEX CORP COMSTK 59151K108 1,124 23,372 SH   DFND 1 2 23,372 0 0
METHODE ELECTRONICS INC COM 591520200 9,265 397,812 SH   DFND 1 397,812 0 0
METLIFE INC COM 59156R108 508,958 12,412,128 SH   DFND 1 12,355,875 0 56,253
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METROPOLITAN BANK HOLDING CO COM 591774104 1,551 50,282 SH   DFND 1 50,282 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 195,168 345,645 SH   DFND 1 344,332 0 1,313
MFA FINANCIAL INC COM 55272X102 48,794 7,304,602 SH   DFND 1 7,304,602 0 0
MGE ENERGY INC COM 55277P104 24,440 407,619 SH   DFND 1 407,619 0 0
MGIC INVESTMENT CORP COM 552848103 42,783 4,090,236 SH   DFND 1 4,090,236 0 0
MGM RESORTS INTERNATIONAL COM 552953101 154,515 6,380,674 SH   DFND 1 6,354,423 0 26,251
MGM RESORTS INTERNATIONAL COM 552953101 173 7,150 SH   DFND 1 2 7,150 0 0
MGP INGREDIENTS INC COM 55303J106 8,471 148,495 SH   DFND 1 148,495 0 0
MICHAELS COS INC/THE COM 59408Q106 14,318 1,057,526 SH   DFND 1 1,038,929 0 18,597
MICROBOT MEDICAL INC COM NEW 59503A204 38 22,151 SH   DFND 1 22,151 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 223,812 3,117,281 SH   DFND 1 3,092,566 0 24,715
MICRON TECHNOLOGY INC COM 595112103 463,287 14,626,675 SH   DFND 1 14,513,448 0 113,227
MICRON TECHNOLOGY INC COM 595112103 142 4,494 SH   DFND 1 2 4,494 0 0
MICROSOFT CORP COM 594918104 10,147,686 100,073,141 SH   DFND 1 99,329,526 0 743,615
MICROSOFT CORP COM 594918104 1,024 10,090 SH   DFND 1 2 10,090 0 0
MICROSTRATEGY INC-CL A CL A NEW 594972408 14,182 111,021 SH   DFND 1 111,021 0 0
MICROVISION INC COM NEW 594960304 376 622,835 SH   DFND 1 622,835 0 0
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MICT INC COM 55328R109 7 11,589 SH   DFND 1 11,589 0 0
MID PENN BANCORP INC COM 59540G107 1,107 48,092 SH   DFND 1 48,092 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 175,217 1,833,523 SH   DFND 1 1,827,556 0 5,967
MIDDLEBY CORP COM 596278101 58,561 570,396 SH   DFND 1 570,396 0 0
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MIDDLESEX WATER CO COM 596680108 10,514 197,090 SH   DFND 1 197,090 0 0
MIDLAND STATES BANCORP INC COM 597742105 5,249 234,973 SH   DFND 1 234,973 0 0
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MIDSTATES PETROLEUM CO INC COM PAR 59804T407 1,604 213,597 SH   DFND 1 213,597 0 0
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MILACRON HOLDINGS CORP COM 59870L106 8,730 734,251 SH   DFND 1 734,251 0 0
MILACRON HOLDINGS CORP COM 59870L106 188 15,870 SH   DFND 1 2 15,870 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 15 45,410 SH   DFND 1 45,410 0 0
MILLENDO THERAPEUTICS INC COM 60040X103 113 14,327 SH   DFND 1 14,327 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 3,184 117,927 SH   DFND 1 117,927 0 0
MIMECAST LTD ORD SHS G14838109 1,572 46,745 SH   DFND 1 46,745 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 14,829 407,416 SH   DFND 1 407,416 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 133 3,667 SH   DFND 1 2 3,667 0 0
MINERALS TECHNOLOGIES INC COM 603158106 20,683 402,864 SH   DFND 1 395,578 0 7,286
MINERVA NEUROSCIENCES INC COM 603380106 2,411 357,817 SH   DFND 1 357,817 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 697 230,127 SH   DFND 1 230,127 0 0
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MISONIX INC COM 604871103 561 35,095 SH   DFND 1 35,095 0 0
MISTRAS GROUP INC COM 60649T107 2,571 178,817 SH   DFND 1 178,817 0 0
MITCHAM INDUSTRIES INC COM 606501104 180 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 4,191 387,747 SH   DFND 1 387,747 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADS 606822104 416 85,577 SH   DFND 1 70,622 0 14,955
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 100 33,661 SH   DFND 1 11,037 0 22,624
MKS INSTRUMENTS INC COM 55306N104 37,334 577,838 SH   DFND 1 566,666 0 11,172
MKS INSTRUMENTS INC COM 55306N104 438 6,782 SH   DFND 1 2 6,782 0 0
MOBILE MINI INC COM 60740F105 16,231 511,235 SH   DFND 1 511,084 0 151
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MODEL N INC COM 607525102 3,920 296,353 SH   DFND 1 296,353 0 0
MODERNA INC COM 60770K107 3,092 202,492 SH   DFND 1 202,492 0 0
MODINE MANUFACTURING CO COM 607828100 5,642 521,990 SH   DFND 1 521,990 0 0
MOELIS & CO - CLASS A CL A 60786M105 18,197 529,317 SH   DFND 1 529,073 0 244
MOELIS & CO - CLASS A CL A 60786M105 313 9,107 SH   DFND 1 2 9,107 0 0
MOHAWK INDUSTRIES INC COM 608190104 98,658 844,953 SH   DFND 1 841,647 0 3,306
MOLECULAR TEMPLATES INC COM 608550109 541 134,069 SH   DFND 1 134,069 0 0
MOLECULIN BIOTECH INC COM 60855D101 131 126,497 SH   DFND 1 126,497 0 0
MOLINA HEALTHCARE INC COM 60855R100 68,169 586,556 SH   DFND 1 573,589 0 12,967
MOLINA HEALTHCARE INC COM 60855R100 23 202 SH   DFND 1 2 202 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 142,903 2,548,829 SH   DFND 1 2,539,012 0 9,817
MOLSON COORS BREWING CO -B CL B 60871R209 86 1,532 SH   DFND 1 2 1,532 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 11,692 1,059,114 SH   DFND 1 1,059,114 0 0
MOMO INC-SPON ADR ADR 60879B107 8,701 368,282 SH   DFND 1 368,222 0 60
MONARCH CASINO & RESORT INC COM 609027107 5,225 137,016 SH   DFND 1 137,016 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 754,269 18,875,712 SH   DFND 1 18,729,550 0 146,162
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 772 386,452 SH   DFND 1 386,452 0 0
MONGODB INC CL A 60937P106 17,374 207,476 SH   DFND 1 207,476 0 0
MONGODB INC CL A 60937P106 136 1,631 SH   DFND 1 2 1,631 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 11,737 946,558 SH   DFND 1 946,558 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 50,244 432,214 SH   DFND 1 424,139 0 8,075
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 7,426 478,540 SH   DFND 1 478,540 0 0
MONRO INC COM 610236101 26,998 392,705 SH   DFND 1 392,705 0 0
MONSTER BEVERAGE CORP COM 61174X109 262,100 5,334,242 SH   DFND 1 5,287,367 0 46,875
MONSTER BEVERAGE CORP COM 61174X109 59 1,218 SH   DFND 1 2 1,218 0 0
MOODY'S CORP COM 615369105 335,962 2,402,887 SH   DFND 1 2,393,940 0 8,947
MOOG INC-CLASS A CL A 615394202 32,227 415,951 SH   DFND 1 415,951 0 0
MOOG INC-CLASS A CL A 615394202 180 2,328 SH   DFND 1 2 2,328 0 0
MORGAN STANLEY COM NEW 617446448 669,990 16,927,235 SH   DFND 1 16,856,280 0 70,955
MORGAN STANLEY COM NEW 617446448 1,696 42,791 SH   DFND 1 2 42,791 0 0
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MORGAN STANLEY EMRG MKT DEBT COM 61744H105 84 10,253 SH   DFND 1 2 10,253 0 0
MORGAN STANLEY INDIA INVEST COM 61745C105 4,290 214,004 SH   DFND 1 2 214,004 0 0
MORNINGSTAR INC COM 617700109 30,519 277,858 SH   DFND 1 277,858 0 0
MORNINGSTAR INC COM 617700109 645 5,875 SH   DFND 1 2 5,875 0 0
MOSAIC CO/THE COM 61945C103 141,277 4,844,729 SH   DFND 1 4,825,841 0 18,888
MOSAIC CO/THE COM 61945C103 109 3,734 SH   DFND 1 2 3,734 0 0
MOSYS INC COM NEW 619718208 3 22,618 SH   DFND 1 22,618 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 3,559 213,900 SH   DFND 1 213,900 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 282,182 2,455,463 SH   DFND 1 2,446,365 0 9,098
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MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 105 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 9,691 306,495 SH   DFND 1 306,495 0 0
MR COOPER GROUP INC COM 62482R107 5,891 504,852 SH   DFND 1 504,852 0 0
MRC GLOBAL INC COM 55345K103 11,679 954,979 SH   DFND 1 954,979 0 0
MSA SAFETY INC COM 553498106 37,045 392,968 SH   DFND 1 385,724 0 7,244
MSA SAFETY INC COM 553498106 161 1,718 SH   DFND 1 2 1,718 0 0
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 33,557 436,269 SH   DFND 1 426,476 0 9,793
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 6 84 SH   DFND 1 2 84 0 0
MSCI INC COM 55354G100 170,508 1,158,543 SH   DFND 1 1,153,929 0 4,614
MSG NETWORKS INC- A CL A 553573106 15,198 645,089 SH   DFND 1 645,089 0 0
MTECH ACQUISITION CORP-CW24 *W EXP 08/01/202 55378W115 82 150,000 SH   DFND 1 2 150,000 0 0
MTOR 3.25 10/15/37 NOTE 3.250%10/1 59001KAF7 8,731 10,000,000 PRN   DFND 1 2 10,000,000 0 0
MTS SYSTEMS CORP COM 553777103 8,256 205,737 SH   DFND 1 205,575 0 162
MU 3 11/15/43 G NOTE 3.000%11/1 595112AY9 5,542 5,000,000 PRN   DFND 1 2 5,000,000 0 0
MUDRICK CAPITAL ACQUISI *W EXP 02/12/202 624745113 721 1,604,115 SH   DFND 1 2 1,604,115 0 0
MUELLER INDUSTRIES INC COM 624756102 14,168 606,533 SH   DFND 1 606,533 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 14,927 1,640,381 SH   DFND 1 1,640,381 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 37 4,077 SH   DFND 1 2 4,077 0 0
MULTI-COLOR CORP COM 625383104 5,736 163,488 SH   DFND 1 163,488 0 0
MURPHY OIL CORP COM 626717102 46,286 1,978,892 SH   DFND 1 1,944,978 0 33,914
MURPHY OIL CORP COM 626717102 35 1,526 SH   DFND 1 2 1,526 0 0
MURPHY USA INC COM 626755102 25,226 329,161 SH   DFND 1 322,957 0 6,204
MUSTANG BIO INC COM 62818Q104 500 170,217 SH   DFND 1 170,217 0 0
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MVB FINANCIAL CORP COM 553810102 1,994 110,559 SH   DFND 1 110,559 0 0
MY SIZE INC COM 62844N109 36 46,419 SH   DFND 1 46,419 0 0
MYERS INDUSTRIES INC COM 628464109 9,388 621,331 SH   DFND 1 621,331 0 0
MYLAN NV SHS EURO N59465109 215,030 7,859,475 SH   DFND 1 7,808,198 0 51,277
MYLAN NV SHS EURO N59465109 430 15,729 SH   DFND 1 2 15,729 0 0
MYOKARDIA INC COM 62857M105 19,456 398,202 SH   DFND 1 398,202 0 0
MYOMO INC COM 62857J102 69 48,371 SH   DFND 1 48,371 0 0
MYR GROUP INC/DELAWARE COM 55405W104 5,103 181,179 SH   DFND 1 181,179 0 0
MYRIAD GENETICS INC COM 62855J104 25,565 879,449 SH   DFND 1 879,449 0 0
N B T BANCORP INC COM 628778102 18,075 522,568 SH   DFND 1 522,568 0 0
NABORS INDUSTRIES LTD SHS G6359F103 6,718 3,359,106 SH   DFND 1 3,359,106 0 0
NABORS INDUSTRIES LTD SHS G6359F103 301 150,956 SH   DFND 1 2 150,956 0 0
NABRIVA THERAPEUTICS PLC SHS G63637105 68 46,739 SH   DFND 1 46,739 0 0
NACCO INDUSTRIES-CL A CL A 629579103 1,459 43,044 SH   DFND 1 43,044 0 0
NANOMETRICS INC COM 630077105 7,030 257,236 SH   DFND 1 257,236 0 0
NANOMETRICS INC COM 630077105 101 3,712 SH   DFND 1 2 3,712 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 4,598 310,096 SH   DFND 1 310,096 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 366 24,745 SH   DFND 1 2 24,745 0 0
NANOVIRICIDES INC COM NEW 630087203 35 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 201 369,616 SH   DFND 1 369,616 0 0
NANTKWEST INC COM 63016Q102 381 328,877 SH   DFND 1 328,877 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 2,069 131,378 SH   DFND 1 131,378 0 0
NASDAQ INC COM 631103108 129,771 1,593,512 SH   DFND 1 1,587,497 0 6,015
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NATHAN'S FAMOUS INC COM 632347100 2,198 33,092 SH   DFND 1 33,092 0 0
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NATIONAL AMERICAN UNIVERSITY COM 63245Q105 5 30,209 SH   DFND 1 30,209 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 9,201 298,071 SH   DFND 1 298,071 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 2,265 62,180 SH   DFND 1 62,180 0 0
NATIONAL BEVERAGE CORP COM 635017106 12,171 169,589 SH   DFND 1 169,497 0 92
NATIONAL CINEMEDIA INC COM 635309107 5,016 774,211 SH   DFND 1 772,938 0 1,273
NATIONAL CINEMEDIA INC COM 635309107 57 8,891 SH   DFND 1 2 8,891 0 0
NATIONAL COMMERCE CORP COM 63546L102 7,681 213,372 SH   DFND 1 213,372 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 136 15,768 SH   DFND 1 15,768 0 0
NATIONAL FUEL GAS CO COM 636180101 44,823 875,797 SH   DFND 1 858,009 0 17,788
NATIONAL GENERAL HLDGS COM 636220303 20,237 835,931 SH   DFND 1 835,931 0 0
NATIONAL GENERAL HLDGS COM 636220303 29 1,203 SH   DFND 1 2 1,203 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 922 19,236 SH   DFND 1 17,855 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 14,045 179,034 SH   DFND 1 179,034 0 0
NATIONAL HEALTHCARE CORP COM 635906100 910 11,602 SH   DFND 1 2 11,602 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 61,141 1,347,314 SH   DFND 1 1,324,033 0 23,281
NATIONAL OILWELL VARCO INC COM 637071101 126,161 4,917,741 SH   DFND 1 4,897,095 0 20,646
NATIONAL PRESTO INDS INC COM 637215104 6,822 58,355 SH   DFND 1 58,355 0 0
NATIONAL PRESTO INDS INC COM 637215104 71 615 SH   DFND 1 2 615 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 5,198 136,306 SH   DFND 1 136,306 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 84,683 1,746,795 SH   DFND 1 1,713,882 0 32,913
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 20,474 773,809 SH   DFND 1 771,131 0 2,678
NATIONAL VISION HOLDINGS INC COM 63845R107 20,138 714,909 SH   DFND 1 714,909 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 8,297 27,595 SH   DFND 1 27,595 0 0
NATL HEALTH INVESTORS INC COM 63633D104 33,127 438,543 SH   DFND 1 438,543 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 235 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 1,975 120,169 SH   DFND 1 120,169 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,400 156,607 SH   DFND 1 156,607 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1,577 85,339 SH   DFND 1 85,131 0 208
NATURAL RESOURCE PARTNERS LP COM UNIT LTD PAR 63900P608 1,008 26,365 SH   DFND 1 2 26,365 0 0
NATURES SUNSHINE PRODS INC COM 639027101 642 78,822 SH   DFND 1 78,822 0 0
NATUS MEDICAL INC COM 639050103 13,453 395,331 SH   DFND 1 395,331 0 0
NAUTILUS INC COM 63910B102 3,447 316,305 SH   DFND 1 316,305 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 73 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 25,513 2,895,959 SH   DFND 1 2,847,331 0 48,628
NAVIGANT CONSULTING INC COM 63935N107 12,352 513,599 SH   DFND 1 513,599 0 0
NAVIGANT CONSULTING INC COM 63935N107 43 1,819 SH   DFND 1 2 1,819 0 0
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NAVISTAR INTERNATIONAL CORP COM 63934E108 16,442 633,620 SH   DFND 1 633,620 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 3,512 484,448 SH   DFND 1 484,448 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 463 63,957 SH   DFND 1 2 63,957 0 0
NCR CORPORATION COM 62886E108 27,885 1,208,210 SH   DFND 1 1,183,752 0 24,458
NCS MULTISTAGE HOLDINGS INC COM 628877102 904 177,676 SH   DFND 1 177,676 0 0
NEENAH INC COM 640079109 10,521 178,571 SH   DFND 1 178,571 0 0
NEKTAR THERAPEUTICS COM 640268108 73,309 2,234,196 SH   DFND 1 2,224,788 0 9,408
NELNET INC-CL A CL A 64031N108 16,047 306,607 SH   DFND 1 306,607 0 0
NEOGEN CORP COM 640491106 35,314 619,557 SH   DFND 1 619,557 0 0
NEOGENOMICS INC COM NEW 64049M209 12,242 970,830 SH   DFND 1 970,830 0 0
NEOGENOMICS INC COM NEW 64049M209 78 6,259 SH   DFND 1 2 6,259 0 0
NEON THERAPEUTICS INC COM 64050Y100 303 60,309 SH   DFND 1 60,309 0 0
NEONODE INC COM PAR 64051M709 29 17,533 SH   DFND 1 17,533 0 0
NEOPHOTONICS CORP COM 64051T100 2,393 369,350 SH   DFND 1 369,350 0 0
NEOS THERAPEUTICS INC COM 64052L106 606 367,496 SH   DFND 1 367,496 0 0
NEPTUNE WELLNESS SOLUTIONS I COM 64079L105 194 76,890 SH   DFND 1 76,890 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 172 36,698 SH   DFND 1 36,698 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 305 65,125 SH   DFND 1 2 65,125 0 0
NET ELEMENT INC COM PAR 64111R300 90 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 242,132 4,063,650 SH   DFND 1 4,037,982 0 25,668
NETAPP INC COM 64110D104 1,134 19,010 SH   DFND 1 2 19,010 0 0
NETEASE INC-ADR SPONSORED ADR 64110W102 47,272 201,906 SH   DFND 1 198,320 0 3,586
NETFLIX INC COM 64110L106 1,427,249 5,342,238 SH   DFND 1 5,298,223 0 44,015
NETFLIX INC COM 64110L106 185 694 SH   DFND 1 2 694 0 0
NETGEAR INC COM 64111Q104 11,437 353,883 SH   DFND 1 353,883 0 0
NETSCOUT SYSTEMS INC COM 64115T104 19,689 833,247 SH   DFND 1 818,776 0 14,471
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 388 63,215 SH   DFND 1 63,215 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 149 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 26 83,079 SH   DFND 1 83,079 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 64,789 907,292 SH   DFND 1 907,063 0 229
NEURONETICS INC COM 64131A105 1,423 73,570 SH   DFND 1 73,570 0 0
NEVRO CORP COM 64157F103 12,016 308,995 SH   DFND 1 308,995 0 0
NEW AGE BEVERAGES CORP COM 64157V108 2,312 444,631 SH   DFND 1 444,631 0 0
NEW AMERICA HIGH INCOME FUND COM NEW 641876800 1,260 166,749 SH   DFND 1 2 166,749 0 0
NEW HOME CO INC/THE COM 645370107 627 119,932 SH   DFND 1 119,932 0 0
NEW IRELAND FUND INC COM 645673104 284 34,056 SH   DFND 1 2 34,056 0 0
NEW JERSEY RESOURCES CORP COM 646025106 43,226 946,488 SH   DFND 1 927,894 0 18,594
NEW MEDIA INVESTMENT GROUP COM 64704V106 7,278 629,075 SH   DFND 1 629,075 0 0
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 15,453 283,900 SH   DFND 1 283,428 0 472
NEW RELIC INC COM 64829B100 38,070 470,182 SH   DFND 1 470,182 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 62,408 4,380,624 SH   DFND 1 4,380,624 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 3,709 900,260 SH   DFND 1 900,260 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 468 113,831 SH   DFND 1 2 113,831 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 48,816 5,174,238 SH   DFND 1 5,071,957 0 102,281
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 9,978 1,694,212 SH   DFND 1 1,694,212 0 0
NEW YORK TIMES CO-A CL A 650111107 32,556 1,460,582 SH   DFND 1 1,431,371 0 29,211
NEWELL BRANDS INC COM 651229106 113,352 6,101,993 SH   DFND 1 6,079,143 0 22,850
NEWELL BRANDS INC COM 651229106 36 1,949 SH   DFND 1 2 1,949 0 0
NEWFIELD EXPLORATION CO COM 651290108 41,253 2,817,279 SH   DFND 1 2,806,778 0 10,501
NEWFIELD EXPLORATION CO COM 651290108 116 7,919 SH   DFND 1 2 7,919 0 0
NEWLINK GENETICS CORP COM 651511107 756 497,756 SH   DFND 1 497,682 0 74
NEWMARK GROUP INC-CLASS A CL A 65158N102 15,627 1,948,562 SH   DFND 1 1,945,800 0 2,762
NEWMARKET CORP COM 651587107 34,376 83,419 SH   DFND 1 81,579 0 1,840
NEWMONT MINING CORP COM 651639106 284,738 8,229,613 SH   DFND 1 8,201,694 0 27,919
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 6,535 951,244 SH   DFND 1 951,244 0 0
NEWS CORP - CLASS A CL A 65249B109 63,318 5,587,304 SH   DFND 1 5,567,159 0 20,145
NEWS CORP - CLASS A CL A 65249B109 60 5,290 SH   DFND 1 2 5,290 0 0
NEWS CORP - CLASS B CL B 65249B208 18,787 1,628,593 SH   DFND 1 1,622,061 0 6,532
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 297 17,076 SH   DFND 1 17,076 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 4,959 577,352 SH   DFND 1 577,352 0 0
NEXEO SOLUTIONS INC -CW19 *W EXP 06/09/202 65342H110 2,811 7,027,611 SH   DFND 1 2 7,027,611 0 0
NEXPOINT RESIDENTIAL COM 65341D102 7,711 220,022 SH   DFND 1 220,022 0 0
NEXPOINT STRATEGIC OPPORTUNI COM NEW 65340G205 440 22,122 SH   DFND 1 2 22,122 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 41,747 530,870 SH   DFND 1 530,870 0 0
NEXTDECADE CORP COM 65342K105 1,139 210,962 SH   DFND 1 210,962 0 0
NEXTERA ENERGY INC COM 65339F101 1,022,831 5,895,218 SH   DFND 1 5,869,605 0 25,613
NEXTGEN HEALTHCARE INC COM 65343C102 13,417 885,617 SH   DFND 1 885,617 0 0
NI HOLDINGS INC COM 65342T106 1,686 107,202 SH   DFND 1 107,202 0 0
NIC INC COM 62914B100 9,775 783,318 SH   DFND 1 783,318 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 4,742 43,823 SH   DFND 1 43,539 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 876 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 3,789 77,653 SH   DFND 1 77,653 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 106,754 4,579,948 SH   DFND 1 4,559,907 0 20,041
NII HOLDINGS INC COM PAR 62913F508 4,443 1,007,645 SH   DFND 1 1,007,645 0 0
NII HOLDINGS INC COM PAR 62913F508 154 35,000 SH   DFND 1 2 35,000 0 0
NIKE INC -CL B CL B 654106103 1,263,037 17,064,837 SH   DFND 1 16,996,782 0 68,055
NIKE INC -CL B CL B 654106103 79 1,076 SH   DFND 1 2 1,076 0 0
NINE ENERGY SERVICE INC COM 65441V101 3,018 133,923 SH   DFND 1 133,923 0 0
NISOURCE INC COM 65473P105 119,026 4,703,532 SH   DFND 1 4,684,491 0 19,041
NL INDUSTRIES COM NEW 629156407 199 56,700 SH   DFND 1 56,700 0 0
NLIGHT INC COM 65487K100 2,585 145,412 SH   DFND 1 145,412 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 13,124 735,269 SH   DFND 1 735,269 0 0
NN INC COM 629337106 3,090 460,507 SH   DFND 1 460,507 0 0
NOAH HOLDINGS LTD-SPON ADS SPON ADS CL A 65487X102 2,389 55,500 SH   DFND 1 55,500 0 0
NOBLE CORP PLC SHS USD G65431101 6,616 2,525,513 SH   DFND 1 2,525,513 0 0
NOBLE ENERGY INC COM 655044105 115,213 6,152,316 SH   DFND 1 6,127,168 0 25,148
NOBLE ENERGY INC COM 655044105 48 2,604 SH   DFND 1 2 2,604 0 0
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 125 21,517 SH   DFND 1 18,821 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 149 40,308 SH   DFND 1 30,487 0 9,821
NOODLES & CO COM CL A 65540B105 2,391 342,158 SH   DFND 1 342,158 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 980 490,347 SH   DFND 1 490,347 0 0
NORDSON CORP COM 655663102 70,655 592,006 SH   DFND 1 581,181 0 10,825
NORDSTROM INC COM 655664100 76,402 1,641,799 SH   DFND 1 1,635,835 0 5,964
NORDSTROM INC COM 655664100 413 8,874 SH   DFND 1 2 8,874 0 0
NORFOLK SOUTHERN CORP COM 655844108 502,139 3,364,137 SH   DFND 1 3,349,162 0 14,975
NORFOLK SOUTHERN CORP COM 655844108 106 714 SH   DFND 1 2 714 0 0
NORTHEAST BANCORP COM NEW 663904209 1,552 92,809 SH   DFND 1 92,248 0 561
NORTHERN OIL AND GAS INC COM 665531109 4,885 2,161,535 SH   DFND 1 2,161,535 0 0
NORTHERN TECHNOLOGIES INTL COM 665809109 287 9,703 SH   DFND 1 9,703 0 0
NORTHERN TRUST CORP COM 665859104 246,373 2,952,364 SH   DFND 1 2,940,760 0 11,604
NORTHERN TRUST CORP COM 665859104 128 1,536 SH   DFND 1 2 1,536 0 0
NORTHFIELD BANCORP INC COM 66611T108 7,358 543,090 SH   DFND 1 543,090 0 0
NORTHRIM BANCORP INC COM 666762109 2,322 70,669 SH   DFND 1 70,669 0 0
NORTHRIM BANCORP INC COM 666762109 63 1,938 SH   DFND 1 2 1,938 0 0
NORTHROP GRUMMAN CORP COM 666807102 489,330 2,001,979 SH   DFND 1 1,992,879 0 9,100
NORTHROP GRUMMAN CORP COM 666807102 120 494 SH   DFND 1 2 494 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 9,583 659,119 SH   DFND 1 659,119 0 0
NORTHWEST BANCSHARES INC COM 667340103 24,536 1,448,413 SH   DFND 1 1,448,413 0 0
NORTHWEST NATURAL HOLDING CO COM 66765N105 18,563 307,038 SH   DFND 1 307,038 0 0
NORTHWEST PIPE CO COM 667746101 2,388 102,572 SH   DFND 1 102,572 0 0
NORTHWESTERN CORP COM NEW 668074305 33,449 562,748 SH   DFND 1 552,336 0 10,412
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 124,998 2,953,728 SH   DFND 1 2,942,198 0 11,530
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 190 4,483 SH   DFND 1 2 4,483 0 0
NORWOOD FINANCIAL CORP COM 669549107 1,925 58,357 SH   DFND 1 58,357 0 0
NOVA LIFESTYLE INC COM 66979P102 60 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 584 25,674 SH   DFND 1 25,674 0 0
NOVAN INC COM 66988N106 39 47,577 SH   DFND 1 47,577 0 0
NOVANTA INC COM 67000B104 23,890 379,215 SH   DFND 1 379,215 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 3,941 45,933 SH   DFND 1 44,154 0 1,779
NOVAVAX INC COM 670002104 9,395 5,106,122 SH   DFND 1 5,106,122 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 71 82,901 SH   DFND 1 82,901 0 0
NOVOCURE LTD ORD SHS G6674U108 11,268 336,588 SH   DFND 1 336,268 0 320
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,840 39,942 SH   DFND 1 37,818 0 2,124
NOVUS THERAPEUTICS INC COM 67011N105 18 11,712 SH   DFND 1 11,712 0 0
NOW INC COM 67011P100 13,439 1,154,565 SH   DFND 1 1,132,149 0 22,416
NRC GROUP HOLDINGS CORP-CW24 *W EXP 10/17/202 629375114 2,068 2,554,200 SH   DFND 1 2 2,554,200 0 0
NRG ENERGY INC COM NEW 629377508 189,623 4,795,102 SH   DFND 1 4,778,840 0 16,262
NRG ENERGY INC COM NEW 629377508 1,051 26,565 SH   DFND 1 2 26,565 0 0
NTN BUZZTIME INC COM PAR 629410606 41 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 33,055 538,970 SH   DFND 1 527,296 0 11,674
NU SKIN ENTERPRISES INC - A CL A 67018T105 508 8,295 SH   DFND 1 2 8,295 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 38,881 2,938,873 SH   DFND 1 2,938,873 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 30 2,327 SH   DFND 1 2 2,327 0 0
NUCOR CORP COM 670346105 258,417 4,994,913 SH   DFND 1 4,977,759 0 17,154
NUCOR CORP COM 670346105 190 3,677 SH   DFND 1 2 3,677 0 0
NUTANIX INC - A CL A 67059N108 38,248 919,666 SH   DFND 1 919,666 0 0
NUTRIEN LTD COM 67077M108 204 4,357 SH   DFND 1 4,357 0 0
NUTRIEN LTD COMSTK 67077M108 23,707 508,755 SH   DFND 1 508,755 0 0
NUTRISYSTEM INC COM 67069D108 15,569 354,819 SH   DFND 1 354,762 0 57
NUTRISYSTEM INC COM 67069D108 152 3,479 SH   DFND 1 2 3,479 0 0
NUVASIVE INC COM 670704105 28,949 584,138 SH   DFND 1 573,498 0 10,640
NUVASIVE INC COM 670704105 32 650 SH   DFND 1 2 650 0 0
NUVECTRA CORP COM 67075N108 3,278 200,661 SH   DFND 1 200,661 0 0
NUVEEN GA QUAL MUNI INC FD COM 67072B107 230 21,063 SH   DFND 1 2 21,063 0 0
NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 552 43,346 SH   DFND 1 2 43,346 0 0
NV5 GLOBAL INC COM 62945V109 6,580 108,680 SH   DFND 1 108,680 0 0
NVAX 3.75 02/01/23 NOTE 3.750% 2/0 670002AB0 3,615 6,000,000 PRN   DFND 1 2 6,000,000 0 0
NVE CORP COM NEW 629445206 5,081 58,046 SH   DFND 1 58,046 0 0
NVE CORP COM NEW 629445206 30 349 SH   DFND 1 2 349 0 0
NVENT ELECTRIC PLC SHS G6700G107 42,597 1,896,604 SH   DFND 1 1,862,726 0 33,878
NVIDIA CORP COM 67066G104 1,083,400 8,129,007 SH   DFND 1 8,067,438 0 61,569
NVR INC COM 62944T105 94,341 38,734 SH   DFND 1 38,031 0 703
NVR INC COM 62944T105 60 25 SH   DFND 1 2 25 0 0
NXP SEMICONDUCTORS NV COM N6596X109 131,676 1,802,906 SH   DFND 1 1,787,447 0 15,459
NXP SEMICONDUCTORS NV COM N6596X109 3,121 42,596 SH   DFND 1 2 42,596 0 0
NXSTAGE MEDICAL INC COM 67072V103 23,758 830,123 SH   DFND 1 830,123 0 0
NXT-ID INC COM NEW 67091J206 91 134,194 SH   DFND 1 134,194 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 175 134,021 SH   DFND 1 134,021 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 20 13,662 SH   DFND 1 13,662 0 0
OAK VALLEY BANCORP COM 671807105 537 29,369 SH   DFND 1 29,369 0 0
OASIS PETROLEUM INC COM 674215108 15,558 2,813,491 SH   DFND 1 2,758,149 0 55,342
OASIS PETROLEUM INC COM 674215108 6 1,121 SH   DFND 1 2 1,121 0 0
OBALON THERAPEUTICS INC COM 67424L100 137 66,444 SH   DFND 1 66,444 0 0
OBSEVA SA COM H5861P103 159 12,604 SH   DFND 1 12,604 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 560,769 9,151,173 SH   DFND 1 9,109,885 0 41,288
OCCIDENTAL PETROLEUM CORP COM 674599105 73 1,202 SH   DFND 1 2 1,202 0 0
OCEAN BIO-CHEM INC COM 674631106 86 26,292 SH   DFND 1 26,292 0 0
OCEAN POWER TECHNOLOGIES INC COM PAR 674870407 24 73,347 SH   DFND 1 73,347 0 0
OCEANEERING INTL INC COM 675232102 12,700 1,049,604 SH   DFND 1 1,029,240 0 20,364
OCEANFIRST FINANCIAL CORP COM 675234108 12,022 534,101 SH   DFND 1 534,101 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,395 350,673 SH   DFND 1 350,431 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 1,616 1,206,492 SH   DFND 1 1,206,492 0 0
OCWEN FINANCIAL CORP COM NEW 675746309 19 14,909 SH   DFND 1 2 14,909 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,321 93,842 SH   DFND 1 93,842 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 199 59,795 SH   DFND 1 59,795 0 0
OFFICE DEPOT INC COM 676220106 19,715 7,641,581 SH   DFND 1 7,641,581 0 0
OFFICE DEPOT INC COM 676220106 789 306,194 SH   DFND 1 2 306,194 0 0
OFG BANCORP COM 67103X102 9,903 601,679 SH   DFND 1 601,679 0 0
OGE ENERGY CORP COM 670837103 109,412 2,793,134 SH   DFND 1 2,751,832 0 41,302
OHIO VALLEY BANC CORP COM 677719106 1,193 33,729 SH   DFND 1 33,729 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 23 268,161 SH   DFND 1 268,161 0 0
OIL STATES INTERNATIONAL INC COM 678026105 9,061 634,583 SH   DFND 1 634,583 0 0
OIL-DRI CORP OF AMERICA COM 677864100 1,130 42,678 SH   DFND 1 42,678 0 0
OKTA INC CL A 679295105 52,610 824,615 SH   DFND 1 824,615 0 0
OKTA INC CL A 679295105 250 3,930 SH   DFND 1 2 3,930 0 0
OLD DOMINION FREIGHT LINE COM 679580100 84,580 685,323 SH   DFND 1 671,796 0 13,527
OLD LINE BANCSHARES INC COM 67984M100 4,046 153,751 SH   DFND 1 153,751 0 0
OLD NATIONAL BANCORP COM 680033107 27,170 1,764,286 SH   DFND 1 1,764,286 0 0
OLD POINT FINANCIAL CORP COM 680194107 288 13,235 SH   DFND 1 13,235 0 0
OLD REPUBLIC INTL CORP COM 680223104 76,377 3,713,077 SH   DFND 1 3,654,209 0 58,868
OLD SECOND BANCORP INC COM 680277100 4,019 309,205 SH   DFND 1 309,205 0 0
OLD SECOND BANCORP INC COM 680277100 17 1,353 SH   DFND 1 2 1,353 0 0
OLIN CORP COM PAR $1 680665205 35,292 1,754,986 SH   DFND 1 1,720,459 0 34,527
OLIN CORP COM PAR $1 680665205 111 5,542 SH   DFND 1 2 5,542 0 0
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 39,555 594,728 SH   DFND 1 584,059 0 10,669
OLYMPIC STEEL INC COM 68162K106 1,412 98,973 SH   DFND 1 98,973 0 0
OMEGA FLEX INC COM 682095104 2,521 46,630 SH   DFND 1 46,630 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 81,791 2,312,184 SH   DFND 1 2,270,350 0 41,834
OMEROS CORP COM 682143102 5,755 516,632 SH   DFND 1 516,632 0 0
OMNICELL INC COM 68213N109 27,079 442,184 SH   DFND 1 442,184 0 0
OMNICOM GROUP COM 681919106 281,726 3,851,705 SH   DFND 1 3,839,359 0 12,346
OMNICOM GROUP COM 681919106 41 560 SH   DFND 1 2 560 0 0
OMNOVA SOLUTIONS INC COM 682129101 3,492 476,409 SH   DFND 1 476,409 0 0
OMNOVA SOLUTIONS INC COM 682129101 255 34,823 SH   DFND 1 2 34,823 0 0
ON 1 12/01/20 NOTE 1.000%12/0 682189AK1 12,678 11,500,000 PRN   DFND 1 2 11,500,000 0 0
ON DECK CAPITAL INC COM 682163100 4,005 678,941 SH   DFND 1 678,941 0 0
ON DECK CAPITAL INC COM 682163100 287 48,709 SH   DFND 1 2 48,709 0 0
ON SEMICONDUCTOR CORP COM 682189105 73,339 4,444,867 SH   DFND 1 4,444,867 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 13 22,179 SH   DFND 1 22,179 0 0
ONCOCYTE CORP COM 68235C107 21 15,451 SH   DFND 1 15,451 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 129 173,563 SH   DFND 1 173,563 0 0
ONCONOVA THERAPEUTICS INC COM PAR 68232V405 55 26,137 SH   DFND 1 26,137 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 248 388,688 SH   DFND 1 388,688 0 0
ONE GAS INC COM 68235P108 45,021 565,594 SH   DFND 1 554,725 0 10,869
ONE GAS INC COM 68235P108 44 553 SH   DFND 1 2 553 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 4,088 168,788 SH   DFND 1 168,788 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 3 164 SH   DFND 1 2 164 0 0
ONEMAIN HOLDINGS INC COM 68268W103 19,164 788,985 SH   DFND 1 788,985 0 0
ONEMAIN HOLDINGS INC COM 68268W103 194 8,011 SH   DFND 1 2 8,011 0 0
ONEOK INC COM 682680103 287,526 5,334,493 SH   DFND 1 5,310,662 0 23,831
ONESPAN INC COM 68287N100 4,531 349,958 SH   DFND 1 349,958 0 0
OOMA INC COM 683416101 2,851 205,472 SH   DFND 1 205,472 0 0
OOMA INC COM 683416101 201 14,537 SH   DFND 1 2 14,537 0 0
OP BANCORP COM 67109R109 453 51,150 SH   DFND 1 51,150 0 0
OPEN TEXT CORP COM 683715106 6,274 192,733 SH   DFND 1 192,733 0 0
OPEN TEXT CORP COMSTK 683715106 7,613 235,471 SH   DFND 1 235,471 0 0
OPES ACQUISITION CORP-CW23 *W EXP 03/13/202 68373P118 142 672,912 SH   DFND 1 2 672,912 0 0
OPHTHOTECH CORP COM 683745103 208 173,774 SH   DFND 1 173,774 0 0
OPKO HEALTH INC COM 68375N103 12,275 4,078,397 SH   DFND 1 4,078,397 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 3,956 154,845 SH   DFND 1 154,845 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 335 13,120 SH   DFND 1 2 13,120 0 0
OPTICAL CABLE CORP COM NEW 683827208 45 12,030 SH   DFND 1 12,030 0 0
OPTIMIZERX CORP COM NEW 68401U204 667 60,861 SH   DFND 1 60,861 0 0
OPTINOSE INC COM 68404V100 1,260 203,308 SH   DFND 1 203,308 0 0
OPUS BANK COM 684000102 4,983 254,402 SH   DFND 1 254,402 0 0
ORACLE CORP COM 68389X105 1,424,004 31,595,636 SH   DFND 1 31,454,592 0 141,044
ORACLE CORP COM 68389X105 2,363 52,349 SH   DFND 1 2 52,349 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 855 52,853 SH   DFND 1 51,641 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 8,334 713,606 SH   DFND 1 713,606 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 30 2,654 SH   DFND 1 2 2,654 0 0
ORBCOMM INC COM 68555P100 7,092 858,710 SH   DFND 1 858,710 0 0
ORBOTECH LTD ORD M75253100 2,289 40,488 SH   DFND 1 40,488 0 0
ORBOTECH LTD ORD M75253100 154 2,731 SH   DFND 1 2 2,731 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 3,634 568,773 SH   DFND 1 568,773 0 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 50 53,535 SH   DFND 1 53,535 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 385,559 1,121,559 SH   DFND 1 1,113,593 0 7,966
ORGANOVO HOLDINGS INC COM 68620A104 1,257 1,314,215 SH   DFND 1 1,314,215 0 0
ORGENESIS INC COM NEW 68619K204 212 45,425 SH   DFND 1 45,425 0 0
ORIGIN BANCORP INC COM 68621T102 3,329 97,687 SH   DFND 1 97,687 0 0
ORION ENERGY SYSTEMS INC COM 686275108 66 116,148 SH   DFND 1 116,148 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,114 259,829 SH   DFND 1 259,829 0 0
ORITANI FINANCIAL CORP COM 68633D103 7,276 493,295 SH   DFND 1 493,295 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 435 6,088 SH   DFND 1 5,593 0 495
ORMAT TECHNOLOGIES INC COM 686688102 26,338 503,600 SH   DFND 1 503,600 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 1,421 78,061 SH   DFND 1 78,061 0 0
ORTHOFIX MEDICAL INC COM 68752M108 16,268 309,933 SH   DFND 1 309,933 0 0
ORTHOPEDIATRICS CORP COM 68752L100 2,801 80,310 SH   DFND 1 80,310 0 0
OSHKOSH CORP COM 688239201 52,702 859,601 SH   DFND 1 844,724 0 14,877
OSHKOSH CORP COM 688239201 257 4,195 SH   DFND 1 2 4,195 0 0
OSI SYSTEMS INC COM 671044105 14,156 193,127 SH   DFND 1 193,127 0 0
OSIRIS THERAPEUTICS INC COM 68827R108 1,675 124,100 SH   DFND 1 124,100 0 0
OSISKO GOLD ROYALTIES LTD COMSTK 68827L101 154 17,675 SH   DFND 1 17,675 0 0
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 668 86,316 SH   DFND 1 86,316 0 0
OTONOMY INC COM 68906L105 285 154,442 SH   DFND 1 154,442 0 0
OTTER TAIL CORP COM 689648103 23,411 471,635 SH   DFND 1 471,635 0 0
OUTFRONT MEDIA INC COM 69007J106 24,074 1,328,588 SH   DFND 1 1,328,483 0 105
OUTFRONT MEDIA INC COM 69007J106 168 9,322 SH   DFND 1 2 9,322 0 0
OUTLOOK THERAPEUTICS INC COM 69012T107 5 11,165 SH   DFND 1 11,165 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 1,452 875,271 SH   DFND 1 875,271 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 20 12,465 SH   DFND 1 2 12,465 0 0
OVERSTOCK.COM INC COM 690370101 3,468 255,410 SH   DFND 1 255,410 0 0
OVID THERAPEUTICS INC COM 690469101 231 95,865 SH   DFND 1 95,865 0 0
OWENS & MINOR INC COM 690732102 4,179 660,313 SH   DFND 1 660,313 0 0
OWENS CORNING COM 690742101 50,257 1,143,423 SH   DFND 1 1,143,423 0 0
OWENS REALTY MORTGAGE INC COM 690828108 1,876 99,843 SH   DFND 1 99,843 0 0
OWENS-ILLINOIS INC COM NEW 690768403 27,229 1,579,433 SH   DFND 1 1,546,614 0 32,819
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 1,302 101,930 SH   DFND 1 101,930 0 0
OXFORD INDUSTRIES INC COM 691497309 12,508 176,076 SH   DFND 1 176,076 0 0
OXFORD SQUARE CAPITAL CORP COM 69181V107 306 47,356 SH   DFND 1 2 47,356 0 0
P G & E CORP COM 69331C108 164,842 6,952,438 SH   DFND 1 6,925,252 0 27,186
P G & E CORP COM 69331C108 193 8,147 SH   DFND 1 2 8,147 0 0
P.A.M. TRANSPORTATION SVCS COM 693149106 1,026 26,058 SH   DFND 1 26,058 0 0
PACCAR INC COM 693718108 289,187 5,068,951 SH   DFND 1 5,033,301 0 35,650
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 11,473 1,550,471 SH   DFND 1 1,550,471 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 170 23,010 SH   DFND 1 2 23,010 0 0
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 898 57,417 SH   DFND 1 57,417 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 283 329,332 SH   DFND 1 329,332 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,111 155,498 SH   DFND 1 155,498 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 13,373 524,040 SH   DFND 1 524,040 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 22,231 516,774 SH   DFND 1 516,774 0 0
PACKAGING CORP OF AMERICA COM 695156109 104,955 1,259,693 SH   DFND 1 1,254,645 0 5,048
PACKAGING CORP OF AMERICA COM 695156109 160 1,923 SH   DFND 1 2 1,923 0 0
PACWEST BANCORP COM 695263103 47,205 1,418,428 SH   DFND 1 1,392,229 0 26,199
PACWEST BANCORP COM 695263103 322 9,679 SH   DFND 1 2 9,679 0 0
PAIN THERAPEUTICS INC COM NEW 69562K506 56 66,068 SH   DFND 1 66,068 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 1,633 2,306,229 SH   DFND 1 2,306,229 0 0
PALO ALTO NETWORKS INC COM 697435105 152,637 810,984 SH   DFND 1 810,984 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,591 109,015 SH   DFND 1 108,852 0 163
PAN AMERICAN SILVER CORP COMSTK 697900108 217 14,874 SH   DFND 1 14,874 0 0
PANDORA MEDIA INC COM 698354107 22,353 2,763,097 SH   DFND 1 2,763,097 0 0
PANHANDLE OIL AND GAS INC-A CL A 698477106 2,730 176,169 SH   DFND 1 176,169 0 0
PAPA JOHN'S INTL INC COM 698813102 11,415 286,759 SH   DFND 1 282,123 0 4,636
PAPA MURPHY'S HOLDINGS INC COM 698814100 338 71,313 SH   DFND 1 71,313 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4,347 306,610 SH   DFND 1 306,610 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 2,559 117,673 SH   DFND 1 117,673 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 25 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 32,137 2,558,696 SH   DFND 1 2,558,696 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,584 308,773 SH   DFND 1 308,773 0 0
PARETEUM CORP COM NEW 69946T207 566 335,122 SH   DFND 1 335,122 0 0
PARK CITY GROUP INC COM NEW 700215304 835 139,959 SH   DFND 1 139,959 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3,758 208,001 SH   DFND 1 208,001 0 0
PARK HOTELS & RESORTS INC COM 700517105 90,408 3,465,458 SH   DFND 1 3,465,458 0 0
PARK NATIONAL CORP COM 700658107 12,535 147,559 SH   DFND 1 147,559 0 0
PARKE BANCORP INC COM 700885106 1,091 58,297 SH   DFND 1 58,297 0 0
PARKER HANNIFIN CORP COM 701094104 254,184 1,707,352 SH   DFND 1 1,700,265 0 7,087
PARKER HANNIFIN CORP COM 701094104 97 655 SH   DFND 1 2 655 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 2,949 96,102 SH   DFND 1 96,102 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 42,825 2,681,590 SH   DFND 1 2,681,590 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 878 55,000 SH   DFND 1 2 55,000 0 0
PARTY CITY HOLDCO INC COM 702149105 5,852 586,445 SH   DFND 1 586,445 0 0
PARTY CITY HOLDCO INC COM 702149105 43 4,389 SH   DFND 1 2 4,389 0 0
PATRICK INDUSTRIES INC COM 703343103 7,808 263,712 SH   DFND 1 263,712 0 0
PATRICK INDUSTRIES INC COM 703343103 35 1,193 SH   DFND 1 2 1,193 0 0
PATTERN ENERGY GROUP INC -A CL A 70338P100 21,410 1,149,839 SH   DFND 1 1,148,536 0 1,303
PATTERN ENERGY GROUP INC -A CL A 70338P100 47 2,559 SH   DFND 1 2 2,559 0 0
PATTERSON COS INC COM 703395103 23,096 1,174,817 SH   DFND 1 1,157,724 0 17,093
PATTERSON COS INC COM 703395103 34 1,775 SH   DFND 1 2 1,775 0 0
PATTERSON-UTI ENERGY INC COM 703481101 23,479 2,268,509 SH   DFND 1 2,223,526 0 44,983
PAVMED INC COM 70387R106 67 70,465 SH   DFND 1 70,465 0 0
PAYCHEX INC COM 704326107 339,236 5,212,402 SH   DFND 1 5,177,602 0 34,800
PAYCOM SOFTWARE INC COM 70432V102 61,863 505,217 SH   DFND 1 505,217 0 0
PAYCOM SOFTWARE INC COM 70432V102 67 550 SH   DFND 1 2 550 0 0
PAYLOCITY HOLDING CORP COM 70438V106 21,659 359,737 SH   DFND 1 359,737 0 0
PAYPAL HOLDINGS INC COM 70450Y103 1,210,539 14,422,120 SH   DFND 1 14,304,477 0 117,643
PB BANCORP INC COM 70454T100 129 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 58,046 1,776,764 SH   DFND 1 1,751,252 0 25,512
PBF ENERGY INC-CLASS A CL A 69318G106 324 9,921 SH   DFND 1 2 9,921 0 0
PC CONNECTION INC COM 69318J100 4,621 155,444 SH   DFND 1 155,444 0 0
PCM INC COM 69323K100 1,310 74,412 SH   DFND 1 74,412 0 0
PCM INC COM 69323K100 119 6,801 SH   DFND 1 2 6,801 0 0
PCSB FINANCIAL CORP COM 69324R104 4,128 211,051 SH   DFND 1 211,051 0 0
PC-TEL INC COM 69325Q105 393 91,839 SH   DFND 1 91,839 0 0
PDC ENERGY INC COM 69327R101 21,879 735,211 SH   DFND 1 735,211 0 0
PDC ENERGY INC COM 69327R101 42 1,430 SH   DFND 1 2 1,430 0 0
PDF SOLUTIONS INC COM 693282105 2,542 301,639 SH   DFND 1 301,639 0 0
PDL BIOPHARMA INC COM 69329Y104 5,299 1,827,375 SH   DFND 1 1,827,375 0 0
PDL BIOPHARMA INC COM 69329Y104 241 83,193 SH   DFND 1 2 83,193 0 0
PDL COMMUNITY BANCORP COM 69290X101 417 32,738 SH   DFND 1 32,738 0 0
PDVWIRELESS INC COM 69290R104 4,167 111,470 SH   DFND 1 111,470 0 0
PEABODY ENERGY CORP COM 704551100 30,539 1,001,954 SH   DFND 1 1,001,954 0 0
PEABODY ENERGY CORP COM 704551100 96 3,163 SH   DFND 1 2 3,163 0 0
PEAK RESORTS INC COM 70469L100 126 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 5,009 198,935 SH   DFND 1 198,935 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 297 24,919 SH   DFND 1 22,721 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 50,102 1,769,792 SH   DFND 1 1,742,928 0 26,864
PEBBLEBROOK HOTEL TRUST COM 70509V100 12 427 SH   DFND 1 2 427 0 0
PEGASYSTEMS INC COM 705573103 18,949 396,185 SH   DFND 1 395,698 0 487
PEMBINA PIPELINE CORP COM 706327103 463 15,636 SH   DFND 1 15,636 0 0
PEMBINA PIPELINE CORP COMSTK 706327103 12,921 429,825 SH   DFND 1 429,825 0 0
PENN NATIONAL GAMING INC COM 707569109 24,519 1,302,174 SH   DFND 1 1,279,795 0 22,379
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 5,310 893,967 SH   DFND 1 893,967 0 0
PENN VIRGINIA CORP COM 70788V102 7,869 145,565 SH   DFND 1 145,565 0 0
PENNS WOODS BANCORP INC COM 708430103 1,662 41,314 SH   DFND 1 41,314 0 0
PENNYMAC FINANCIAL SERVICES COM 70932M107 10,312 485,064 SH   DFND 1 485,064 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 12,823 688,697 SH   DFND 1 688,697 0 0
PENSARE ACQUISITION CORP-CW *W EXP 07/27/202 70957E113 100 500,000 SH   DFND 1 2 500,000 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 15,074 373,864 SH   DFND 1 373,864 0 0
PENTAIR PLC SHS G7S00T104 95,180 2,522,995 SH   DFND 1 2,514,533 0 8,462
PENUMBRA INC COM 70975L107 35,133 287,505 SH   DFND 1 287,505 0 0
PEOPLES BANCORP INC COM 709789101 6,212 206,391 SH   DFND 1 206,391 0 0
PEOPLES BANCORP OF NC COM 710577107 1,324 54,137 SH   DFND 1 54,137 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 3,060 69,472 SH   DFND 1 69,472 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 84,562 5,869,211 SH   DFND 1 5,848,928 0 20,283
PEOPLE'S UNITED FINANCIAL COM 712704105 36 2,531 SH   DFND 1 2 2,531 0 0
PEOPLE'S UTAH BANCORP COM 712706209 5,367 178,015 SH   DFND 1 178,015 0 0
PEPSICO INC COM 713448108 2,147,510 19,470,093 SH   DFND 1 19,325,429 0 144,664
PERCEPTRON INC COM 71361F100 424 52,634 SH   DFND 1 52,634 0 0
PERFICIENT INC COM 71375U101 8,078 362,905 SH   DFND 1 362,905 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 35,310 1,094,220 SH   DFND 1 1,094,220 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 287 8,898 SH   DFND 1 2 8,898 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 352 156,451 SH   DFND 1 156,451 0 0
PERKINELMER INC COM 714046109 119,450 1,522,499 SH   DFND 1 1,516,669 0 5,830
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 86 36,635 SH   DFND 1 36,635 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 153 17,486 SH   DFND 1 17,486 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 53 127,771 SH   DFND 1 127,771 0 0
PERRIGO CO PLC SHS G97822103 65,240 1,686,511 SH   DFND 1 1,679,873 0 6,638
PERRIGO CO PLC SHS G97822103 46 1,198 SH   DFND 1 2 1,198 0 0
PERSHING GOLD CORP COM NEW 715302204 124 117,782 SH   DFND 1 117,782 0 0
PERSPECTA INC COM 715347100 26,084 1,514,764 SH   DFND 1 1,485,358 0 29,406
PETIQ INC COM CL A 71639T106 4,116 175,379 SH   DFND 1 175,379 0 0
PETMED EXPRESS INC COM 716382106 5,624 241,812 SH   DFND 1 240,948 0 864
PFENEX INC COM 717071104 965 302,636 SH   DFND 1 302,636 0 0
PFIZER INC COM 717081103 3,277,339 75,207,180 SH   DFND 1 74,891,701 0 315,479
PFIZER INC COM 717081103 75 1,731 SH   DFND 1 2 1,731 0 0
PFSWEB INC COM NEW 717098206 827 161,258 SH   DFND 1 161,258 0 0
PGT INNOVATIONS INC COM 69336V101 9,656 609,234 SH   DFND 1 609,234 0 0
PHI INC-NON VOTING COM NON VTG 69336T205 246 133,038 SH   DFND 1 133,038 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 7,992 248,537 SH   DFND 1 248,537 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,247,743 18,723,364 SH   DFND 1 18,641,886 0 81,478
PHILIP MORRIS INTERNATIONAL COM 718172109 81 1,223 SH   DFND 1 2 1,223 0 0
PHILLIPS 66 COM 718546104 463,157 5,385,876 SH   DFND 1 5,362,190 0 23,686
PHILLIPS 66 COM 718546104 73 848 SH   DFND 1 2 848 0 0
PHOENIX NEW MEDIA LTD -ADR SPONSORED ADS 71910C103 137 42,822 SH   DFND 1 2 42,822 0 0
PHOTRONICS INC COM 719405102 7,236 747,551 SH   DFND 1 747,551 0 0
PHOTRONICS INC COM 719405102 63 6,565 SH   DFND 1 2 6,565 0 0
PHYSICIANS REALTY TRUST COM 71943U104 31,263 1,950,300 SH   DFND 1 1,950,300 0 0
PICO HOLDINGS INC COM NEW 693366205 2,226 243,646 SH   DFND 1 243,646 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 30,125 1,767,919 SH   DFND 1 1,767,919 0 0
PIER 1 IMPORTS INC COM 720279108 241 791,150 SH   DFND 1 790,461 0 689
PIERIS PHARMACEUTICALS INC COM 720795103 770 289,774 SH   DFND 1 286,835 0 2,939
PILGRIM'S PRIDE CORP COM 72147K108 10,777 694,858 SH   DFND 1 694,858 0 0
PINDUODUO INC-ADR SPONSORED ADS 722304102 1,297 57,830 SH   DFND 1 57,830 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 94 37,129 SH   DFND 1 37,129 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 36,072 782,490 SH   DFND 1 767,340 0 15,150
PINNACLE WEST CAPITAL COM 723484101 130,192 1,530,593 SH   DFND 1 1,524,518 0 6,075
PIONEER ENERGY SERVICES CORP COM 723664108 987 803,050 SH   DFND 1 803,050 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 12 9,792 SH   DFND 1 2 9,792 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 258,857 1,972,086 SH   DFND 1 1,963,151 0 8,935
PIPER JAFFRAY COS COM 724078100 12,817 194,682 SH   DFND 1 194,682 0 0
PITNEY BOWES INC COM 724479100 14,401 2,436,784 SH   DFND 1 2,395,425 0 41,359
PITNEY BOWES INC COM 724479100 554 93,769 SH   DFND 1 2 93,769 0 0
PIVOTAL SOFTWARE INC - CL A COM CL A 72582H107 4,589 280,702 SH   DFND 1 280,702 0 0
PIXELWORKS INC COM NEW 72581M305 646 222,811 SH   DFND 1 222,811 0 0
PIXELWORKS INC COM NEW 72581M305 47 16,270 SH   DFND 1 2 16,270 0 0
PJT PARTNERS INC - A COM CL A 69343T107 8,083 208,555 SH   DFND 1 208,555 0 0
PJT PARTNERS INC - A COM CL A 69343T107 216 5,594 SH   DFND 1 2 5,594 0 0
PLAB 3.25 04/01/19 NOTE 3.250% 4/0 719405AK8 14,314 13,756,000 PRN   DFND 1 2 13,756,000 0 0
PLANET FITNESS INC - CL A CL A 72703H101 51,559 961,574 SH   DFND 1 961,574 0 0
PLANET FITNESS INC - CL A CL A 72703H101 233 4,364 SH   DFND 1 2 4,364 0 0
PLANTRONICS INC COM 727493108 13,015 393,212 SH   DFND 1 386,376 0 6,836
PLANTRONICS INC COM 727493108 680 20,546 SH   DFND 1 2 20,546 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 22,487 2,176,940 SH   DFND 1 2,176,940 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 3,944 548,562 SH   DFND 1 548,562 0 0
PLAYAGS INC COM 72814N104 5,800 252,187 SH   DFND 1 252,187 0 0
PLEXUS CORP COM 729132100 19,759 386,839 SH   DFND 1 386,839 0 0
PLUG POWER INC COM NEW 72919P202 3,076 2,481,356 SH   DFND 1 2,481,356 0 0
PLURALSIGHT INC - A COM CL A 72941B106 5,959 253,067 SH   DFND 1 253,067 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 86 109,370 SH   DFND 1 109,370 0 0
PLYMOUTH INDUSTRIAL REIT INC COM 729640102 255 20,287 SH   DFND 1 20,287 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 647,213 5,546,515 SH   DFND 1 5,521,346 0 25,169
PNC FINANCIAL SERVICES GROUP COM 693475105 143 1,230 SH   DFND 1 2 1,230 0 0
PNM RESOURCES INC COM 69349H107 35,839 872,225 SH   DFND 1 855,743 0 16,482
PODD 1.25 09/15/21 NOTE 1.250% 9/1 45784PAF8 10,915 7,719,000 PRN   DFND 1 2 7,719,000 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 161 16,254 SH   DFND 1 16,254 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 603 60,576 SH   DFND 1 2 60,576 0 0
POLAR POWER INC COM 73102V105 62 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 47,130 615,037 SH   DFND 1 602,885 0 12,152
POLARIS INDUSTRIES INC COM 731068102 4 63 SH   DFND 1 2 63 0 0
POLARITYTE INC COM 731094108 2,300 170,546 SH   DFND 1 170,546 0 0
POLYONE CORPORATION COM 73179P106 27,275 953,701 SH   DFND 1 937,204 0 16,497
POLYONE CORPORATION COM 73179P106 92 3,235 SH   DFND 1 2 3,235 0 0
POOL CORP COM 73278L105 60,165 404,749 SH   DFND 1 396,422 0 8,327
POPULAR INC COM NEW 733174700 49,825 1,055,184 SH   DFND 1 1,055,184 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 67,408 1,470,193 SH   DFND 1 1,470,193 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 14,254 730,249 SH   DFND 1 730,000 0 249
POST HOLDINGS INC COM 737446104 56,049 628,854 SH   DFND 1 615,063 0 13,791
POTBELLY CORP COM 73754Y100 2,276 282,794 SH   DFND 1 282,794 0 0
POTBELLY CORP COM 73754Y100 192 23,953 SH   DFND 1 2 23,953 0 0
POTLATCHDELTIC CORP COM 737630103 23,704 749,193 SH   DFND 1 735,211 0 13,982
POWELL INDUSTRIES INC COM 739128106 2,328 93,090 SH   DFND 1 93,090 0 0
POWER INTEGRATIONS INC COM 739276103 21,025 344,793 SH   DFND 1 344,793 0 0
PPDAI GROUP INC-ADR SPONSORED ADR 69354V108 304 84,532 SH   DFND 1 2 84,532 0 0
PPG INDUSTRIES INC COM 693506107 289,748 2,839,765 SH   DFND 1 2,827,192 0 12,573
PPL CORP COM 69351T106 293,365 10,364,809 SH   DFND 1 10,326,361 0 38,448
PPL CORP COM 69351T106 34 1,229 SH   DFND 1 2 1,229 0 0
PQ GROUP HOLDINGS INC COM 73943T103 5,843 394,581 SH   DFND 1 394,581 0 0
PRA GROUP INC COM 69354N106 12,613 517,603 SH   DFND 1 517,603 0 0
PRA HEALTH SCIENCES INC COM 69354M108 58,968 641,241 SH   DFND 1 629,140 0 12,101
PRA HEALTH SCIENCES INC COM 69354M108 38 417 SH   DFND 1 2 417 0 0
PRECISION DRILLING CORP COMSTK 74022D308 32 18,987 SH   DFND 1 18,987 0 0
PRECISION THERAPEUTICS INC COM 74033P100 28 47,035 SH   DFND 1 47,035 0 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 6,354 451,922 SH   DFND 1 449,944 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 7,368 169,978 SH   DFND 1 169,978 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 2,438 44,941 SH   DFND 1 44,941 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 456 8,413 SH   DFND 1 2 8,413 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 1,543 103,512 SH   DFND 1 103,512 0 0
PREMIER INC-CLASS A CL A 74051N102 19,883 532,345 SH   DFND 1 532,345 0 0
PRESBIA PLC SHS G7234P100 4 14,898 SH   DFND 1 14,898 0 0
PRESIDIO INC COM 74102M103 6,657 510,191 SH   DFND 1 508,628 0 1,563
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 17,484 566,217 SH   DFND 1 555,511 0 10,706
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 9 312 SH   DFND 1 2 312 0 0
PRGX GLOBAL INC COM NEW 69357C503 2,281 240,963 SH   DFND 1 240,963 0 0
PRICESMART INC COM 741511109 15,621 264,320 SH   DFND 1 264,320 0 0
PRICESMART INC COM 741511109 97 1,646 SH   DFND 1 2 1,646 0 0
PRIMEENERGY RESOURCES CORP COM 74158E104 335 4,839 SH   DFND 1 4,839 0 0
PRIMERICA INC COM 74164M108 48,905 500,512 SH   DFND 1 491,627 0 8,885
PRIMO WATER CORP COM 74165N105 5,273 376,384 SH   DFND 1 376,384 0 0
PRIMORIS SERVICES CORP COM 74164F103 10,225 534,512 SH   DFND 1 534,512 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 182,498 4,137,836 SH   DFND 1 4,120,902 0 16,934
PRINCIPAL FINANCIAL GROUP COM 74251V102 519 11,762 SH   DFND 1 2 11,762 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 3,056 111,582 SH   DFND 1 111,582 0 0
PRIORITY TECHNOLOGY HOLDINGS CW20 *W EXP 11/15/202 74275G115 641 493,300 SH   DFND 1 2 493,300 0 0
PROASSURANCE CORP COM 74267C106 23,765 585,942 SH   DFND 1 585,942 0 0
PROCTER & GAMBLE CO/THE COM 742718109 3,198,086 34,845,774 SH   DFND 1 34,710,533 0 135,241
PROFIRE ENERGY INC COM 74316X101 449 309,857 SH   DFND 1 309,857 0 0
PROGENICS PHARMACEUTICALS COM 743187106 3,961 943,271 SH   DFND 1 943,271 0 0
PROGRESS SOFTWARE CORP COM 743312100 23,586 664,585 SH   DFND 1 664,585 0 0
PROGRESS SOFTWARE CORP COM 743312100 977 27,550 SH   DFND 1 2 27,550 0 0
PROGRESSIVE CORP COM 743315103 449,327 7,461,093 SH   DFND 1 7,430,327 0 30,766
PROGRESSIVE CORP COM 743315103 1,062 17,613 SH   DFND 1 2 17,613 0 0
PROLOGIS INC COM 74340W103 541,889 9,242,664 SH   DFND 1 9,209,668 0 32,996
PROLOGIS INC COM 74340W103 60 1,031 SH   DFND 1 2 1,031 0 0
PROOFPOINT INC COM 743424103 43,646 520,776 SH   DFND 1 520,776 0 0
PROPETRO HOLDING CORP COM 74347M108 9,166 744,009 SH   DFND 1 744,009 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 302 19,193 SH   DFND 1 19,193 0 0
PROS HOLDINGS INC COM 74346Y103 11,222 357,408 SH   DFND 1 357,408 0 0
PROSPERITY BANCSHARES INC COM 743606105 40,658 652,626 SH   DFND 1 638,897 0 13,729
PROTAGONIST THERAPEUTICS INC COM 74366E102 792 117,697 SH   DFND 1 117,697 0 0
PROTECTIVE INSURANCE CORP- B CL B 74368L203 1,612 96,830 SH   DFND 1 96,830 0 0
PROTEON THERAPEUTICS INC COM 74371L109 73 32,340 SH   DFND 1 32,340 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 1,364 421,035 SH   DFND 1 421,035 0 0
PROTHENA CORP PLC SHS G72800108 5,075 492,808 SH   DFND 1 492,606 0 202
PROTO LABS INC COM 743713109 32,738 290,264 SH   DFND 1 290,059 0 205
PROVIDENCE SERVICE CORP COM 743815102 11,472 191,137 SH   DFND 1 191,137 0 0
PROVIDENT BANCORP INC COM 74383X109 1,718 79,274 SH   DFND 1 79,274 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 385 24,861 SH   DFND 1 24,861 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 16,367 678,312 SH   DFND 1 678,312 0 0
PRUDENTIAL BANCORP INC COM 74431A101 2,739 155,669 SH   DFND 1 155,669 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 416,667 5,118,734 SH   DFND 1 5,095,403 0 23,331
PRUDENTIAL FINANCIAL INC COM 744320102 852 10,457 SH   DFND 1 2 10,457 0 0
PRUDENTIAL PLC-ADR ADR 74435K204 1,391 39,333 SH   DFND 1 37,345 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 36,186 276,231 SH   DFND 1 276,231 0 0
PSYCHEMEDICS CORP COM NEW 744375205 492 31,010 SH   DFND 1 31,010 0 0
PSYCHEMEDICS CORP COM NEW 744375205 76 4,837 SH   DFND 1 2 4,837 0 0
PTC INC COM 69370C100 92,484 1,116,381 SH   DFND 1 1,094,289 0 22,092
PTC THERAPEUTICS INC COM 69366J200 19,336 563,406 SH   DFND 1 563,406 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 339,112 6,526,644 SH   DFND 1 6,499,785 0 26,859
PUBLIC SERVICE ENTERPRISE GP COM 744573106 35 683 SH   DFND 1 2 683 0 0
PUBLIC STORAGE COM 74460D109 497,192 2,459,818 SH   DFND 1 2,451,506 0 8,312
PULMATRIX INC COM 74584P103 45 190,220 SH   DFND 1 190,220 0 0
PULSE BIOSCIENCES INC COM 74587B101 1,342 117,149 SH   DFND 1 117,149 0 0
PULTEGROUP INC COM 745867101 96,289 3,710,717 SH   DFND 1 3,692,479 0 18,238
PULTEGROUP INC COM 745867101 400 15,401 SH   DFND 1 2 15,401 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 6,834 335,869 SH   DFND 1 335,869 0 0
PURE ACQUISITION CORP-CW23 *W EXP 04/17/202 74621Q114 534 468,500 SH   DFND 1 2 468,500 0 0
PURE CYCLE CORP COM NEW 746228303 1,581 159,309 SH   DFND 1 159,309 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 25,026 1,556,348 SH   DFND 1 1,556,348 0 0
PURPLE INNOVATION INC COM 74640Y106 96 16,439 SH   DFND 1 16,439 0 0
PVH CORP COM 693656100 111,814 1,204,660 SH   DFND 1 1,200,690 0 3,970
PVH CORP COM 693656100 261 2,815 SH   DFND 1 2 2,815 0 0
PYXUS INTERNATIONAL INC COM 74737V106 1,021 86,152 SH   DFND 1 86,152 0 0
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,108 128,146 SH   DFND 1 125,512 0 2,634
Q2 HOLDINGS INC COM 74736L109 18,824 379,916 SH   DFND 1 379,916 0 0
QAD INC-A CL A 74727D306 4,491 114,191 SH   DFND 1 114,191 0 0
QAD INC-B CL B 74727D207 846 28,665 SH   DFND 1 28,665 0 0
QCR HOLDINGS INC COM 74727A104 4,972 154,968 SH   DFND 1 154,968 0 0
QEP RESOURCES INC COM 74733V100 12,975 2,304,633 SH   DFND 1 2,255,715 0 48,918
QIAGEN N.V. SHS NEW N72482123 20,145 584,780 SH   DFND 1 584,780 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 480 33,962 SH   DFND 1 33,962 0 0
QORVO INC COM 74736K101 106,998 1,764,706 SH   DFND 1 1,757,948 0 6,758
QTS 6 1/2 PERP S-B 6.50% CON PFD B 74736A301 3,774 40,000 PRN   DFND 1 2 40,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 25,151 678,853 SH   DFND 1 678,853 0 0
QUAD GRAPHICS INC COM CL A 747301109 6,636 538,705 SH   DFND 1 537,953 0 752
QUAD GRAPHICS INC COM CL A 747301109 12 1,031 SH   DFND 1 2 1,031 0 0
QUAKER CHEMICAL CORP COM 747316107 26,641 149,914 SH   DFND 1 149,914 0 0
QUAKER CHEMICAL CORP COM 747316107 162 915 SH   DFND 1 2 915 0 0
QUALCOMM INC COM 747525103 890,919 15,680,866 SH   DFND 1 15,557,186 0 123,680
QUALSTAR CORP COM NEW 74758R208 62 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 28,860 386,150 SH   DFND 1 386,150 0 0
QUALYS INC COM 74758T303 102 1,369 SH   DFND 1 2 1,369 0 0
QUANEX BUILDING PRODUCTS COM 747619104 5,108 375,892 SH   DFND 1 375,892 0 0
QUANTA SERVICES INC COM 74762E102 62,379 2,074,785 SH   DFND 1 2,067,131 0 7,654
QUANTENNA COMMUNICATIONS INC COM 74766D100 4,678 326,033 SH   DFND 1 326,033 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 44 3,068 SH   DFND 1 2 3,068 0 0
QUANTERIX CORP COM 74766Q101 1,677 91,590 SH   DFND 1 91,590 0 0
QUANTUM CORP COM NEW 747906501 377 188,912 SH   DFND 1 188,912 0 0
QUARTERHILL INC COM 747713105 60 61,937 SH   DFND 1 61,937 0 0
QUEST DIAGNOSTICS INC COM 74834L100 178,148 2,142,511 SH   DFND 1 2,135,049 0 7,462
QUEST DIAGNOSTICS INC COM 74834L100 289 3,473 SH   DFND 1 2 3,473 0 0
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 53 39,339 SH   DFND 1 39,339 0 0
QUICKLOGIC CORP COM 74837P108 417 569,061 SH   DFND 1 569,061 0 0
QUIDEL CORP COM 74838J101 18,936 387,877 SH   DFND 1 387,877 0 0
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 237 6,198 SH   DFND 1 5,402 0 796
QUINSTREET INC COM 74874Q100 7,290 449,204 SH   DFND 1 449,204 0 0
QUINSTREET INC COM 74874Q100 77 4,786 SH   DFND 1 2 4,786 0 0
QUINTANA ENERGY SERVICES INC COM 74875T103 312 90,184 SH   DFND 1 90,184 0 0
QUMU CORP COM 749063103 176 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 837 289,920 SH   DFND 1 289,920 0 0
QUORUM HEALTH CORP COM 74909E106 9 3,126 SH   DFND 1 2 3,126 0 0
QUOTIENT LTD SHS G73268107 164 26,888 SH   DFND 1 26,888 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 9,039 846,375 SH   DFND 1 846,375 0 0
QURATE RETAIL INC COM SER A 74915M100 83,520 4,281,428 SH   DFND 1 4,280,810 0 618
QURATE RETAIL INC COM SER A 74915M100 418 21,438 SH   DFND 1 2 21,438 0 0
R1 RCM INC COM 749397105 9,296 1,169,331 SH   DFND 1 1,169,331 0 0
RA PHARMACEUTICALS INC COM 74933V108 5,596 307,514 SH   DFND 1 307,514 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 68 26,723 SH   DFND 1 26,723 0 0
RADCOM LTD SHS NEW M81865111 101 13,668 SH   DFND 1 13,668 0 0
RADIAN GROUP INC COM 750236101 44,214 2,702,573 SH   DFND 1 2,702,573 0 0
RADIANT LOGISTICS INC COM 75025X100 1,429 336,268 SH   DFND 1 336,268 0 0
RADIUS HEALTH INC COM NEW 750469207 7,536 457,063 SH   DFND 1 457,063 0 0
RADNET INC COM 750491102 8,052 791,819 SH   DFND 1 791,819 0 0
RADWARE LTD ORD M81873107 891 39,260 SH   DFND 1 39,260 0 0
RAFAEL HOLDINGS INC-CLASS B COM CL B 75062E106 543 68,527 SH   DFND 1 68,527 0 0
RALPH LAUREN CORP CL A 751212101 95,158 920,987 SH   DFND 1 918,102 0 2,885
RALPH LAUREN CORP CL A 751212101 113 1,101 SH   DFND 1 2 1,101 0 0
RAMACO RESOURCES INC COM 75134P303 339 68,665 SH   DFND 1 68,665 0 0
RAMBUS INC COM 750917106 11,945 1,557,442 SH   DFND 1 1,557,442 0 0
RAMBUS INC COM 750917106 62 8,163 SH   DFND 1 2 8,163 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 230 2,814 SH   DFND 1 2,624 0 190
RANGE RESOURCES CORP COM 75281A109 19,150 2,001,135 SH   DFND 1 1,958,285 0 42,850
RANGER ENERGY SERVICES INC COM CL A 75282U104 132 25,573 SH   DFND 1 25,573 0 0
RAPID7 INC COM 753422104 14,363 460,970 SH   DFND 1 460,970 0 0
RAPID7 INC COM 753422104 122 3,926 SH   DFND 1 2 3,926 0 0
RAVE RESTAURANT GROUP INC COM 754198109 36 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 14,946 412,993 SH   DFND 1 412,993 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 121,934 1,641,670 SH   DFND 1 1,634,911 0 6,759
RAYMOND JAMES FINANCIAL INC COM 754730109 106 1,431 SH   DFND 1 2 1,431 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 5,724 537,528 SH   DFND 1 537,528 0 0
RAYONIER INC COM 754907103 37,179 1,342,723 SH   DFND 1 1,315,933 0 26,790
RAYTHEON COMPANY COM NEW 755111507 570,722 3,728,181 SH   DFND 1 3,713,265 0 14,916
RAYTHEON COMPANY COM NEW 755111507 230 1,502 SH   DFND 1 2 1,502 0 0
RBB BANCORP COM 74930B105 2,155 122,667 SH   DFND 1 122,667 0 0
RBC BEARINGS INC COM 75524B104 35,860 273,536 SH   DFND 1 273,536 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 2,205 98,759 SH   DFND 1 98,759 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 101 4,557 SH   DFND 1 2 4,557 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 126 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 5,639 183,412 SH   DFND 1 183,412 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,834 194,919 SH   DFND 1 194,919 0 0
READY CAPITAL CORP COM 75574U101 2,469 178,539 SH   DFND 1 178,539 0 0
READY CAPITAL CORP COM 75574U101 521 37,676 SH   DFND 1 2 37,676 0 0
REAL GOODS SOLAR INC-CLASS A CL A 2017 75601N500 22 43,365 SH   DFND 1 43,365 0 0
REALNETWORKS INC COM NEW 75605L708 275 119,336 SH   DFND 1 119,336 0 0
REALOGY HOLDINGS CORP COM 75605Y106 16,838 1,147,059 SH   DFND 1 1,122,611 0 24,448
REALOGY HOLDINGS CORP COM 75605Y106 29 1,999 SH   DFND 1 2 1,999 0 0
REALPAGE INC COM 75606N109 34,968 725,638 SH   DFND 1 725,638 0 0
REALTY INCOME CORP COM 756109104 262,101 4,164,413 SH   DFND 1 4,148,945 0 15,468
REATA PHARMACEUTICALS INC-A CL A 75615P103 10,788 192,306 SH   DFND 1 192,306 0 0
RECRO PHARMA INC COM 75629F109 1,121 157,953 SH   DFND 1 157,953 0 0
RED HAT INC COM 756577102 424,229 2,419,365 SH   DFND 1 2,410,100 0 9,265
RED HAT INC COM 756577102 2,542 14,477 SH   DFND 1 2 14,477 0 0
RED LION HOTELS CORP COM 756764106 2,002 244,193 SH   DFND 1 244,193 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 3,778 141,425 SH   DFND 1 141,425 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 15,405 758,541 SH   DFND 1 758,541 0 0
RED VIOLET INC COM 75704L104 323 48,041 SH   DFND 1 48,041 0 0
REDFIN CORP COM 75737F108 11,574 803,800 SH   DFND 1 803,800 0 0
REDHILL BIOPHARMA LTD-SP ADR SPONSORED ADS 757468103 73 13,251 SH   DFND 1 13,251 0 0
REDWOOD TRUST INC COM 758075402 13,423 890,765 SH   DFND 1 890,765 0 0
REED'S INC COM 758338107 152 73,731 SH   DFND 1 73,731 0 0
REGAL BELOIT CORP COM 758750103 36,281 517,941 SH   DFND 1 509,013 0 8,928
REGAL BELOIT CORP COM 758750103 132 1,898 SH   DFND 1 2 1,898 0 0
REGALWOOD GLOBAL ENERGY-CW22 *W EXP 12/05/202 G74760128 300 300,000 SH   DFND 1 2 300,000 0 0
REGENCY CENTERS CORP COM 758849103 169,486 2,892,119 SH   DFND 1 2,883,238 0 8,881
REGENCY CENTERS CORP COM 758849103 36 623 SH   DFND 1 2 623 0 0
REGENERON PHARMACEUTICALS COM 75886F107 402,138 1,078,453 SH   DFND 1 1,069,321 0 9,132
REGENXBIO INC COM 75901B107 15,455 368,425 SH   DFND 1 368,425 0 0
REGENXBIO INC COM 75901B107 434 10,363 SH   DFND 1 2 10,363 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 58,339 23,858,000 PRN   DFND 1 2 23,858,000 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,277 94,717 SH   DFND 1 94,717 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 291 12,133 SH   DFND 1 2 12,133 0 0
REGIONS FINANCIAL CORP COM 7591EP100 200,496 15,008,786 SH   DFND 1 14,952,119 0 56,667
REGIONS FINANCIAL CORP COM 7591EP100 23 1,752 SH   DFND 1 2 1,752 0 0
REGIS CORP COM 758932107 5,987 353,249 SH   DFND 1 353,249 0 0
REGULUS THERAPEUTICS INC COM NEW 75915K200 37 40,327 SH   DFND 1 40,327 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 91,897 655,744 SH   DFND 1 642,762 0 12,982
RELIANCE STEEL & ALUMINUM COM 759509102 68,765 966,213 SH   DFND 1 951,583 0 14,630
RELIANCE STEEL & ALUMINUM COM 759509102 285 4,011 SH   DFND 1 2 4,011 0 0
RELIANT BANCORP INC COM 75956B101 1,833 79,562 SH   DFND 1 79,562 0 0
RELX PLC - SPON ADR SPONSORED ADR 759530108 1,407 68,587 SH   DFND 1 66,888 0 1,699
REMARK HOLDINGS INC COM 75955K102 309 255,763 SH   DFND 1 255,763 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 63,339 473,989 SH   DFND 1 465,660 0 8,329
RENASANT CORP COM 75970E107 17,342 574,644 SH   DFND 1 574,644 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 11,336 441,121 SH   DFND 1 440,357 0 764
RENT-A-CENTER INC COM 76009N100 8,216 507,505 SH   DFND 1 507,505 0 0
RENT-A-CENTER INC COM 76009N100 1,375 84,945 SH   DFND 1 2 84,945 0 0
REPLIGEN CORP COM 759916109 23,742 450,181 SH   DFND 1 450,181 0 0
REPLIGEN CORP COM 759916109 185 3,518 SH   DFND 1 2 3,518 0 0
REPLIMUNE GROUP INC COM 76029N106 526 52,687 SH   DFND 1 52,687 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 4,653 120,196 SH   DFND 1 120,196 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,313 555,018 SH   DFND 1 555,018 0 0
REPUBLIC SERVICES INC COM 760759100 275,009 3,819,787 SH   DFND 1 3,807,759 0 12,028
RESEARCH FRONTIERS INC COM 760911107 149 95,951 SH   DFND 1 95,951 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 19,082 928,612 SH   DFND 1 903,167 0 25,445
RESMED INC COM 761152107 229,741 2,020,799 SH   DFND 1 2,012,808 0 7,991
RESOLUTE ENERGY CORP COM NEW 76116A306 6,171 212,966 SH   DFND 1 212,966 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 5,060 638,193 SH   DFND 1 638,193 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 1,153 145,409 SH   DFND 1 2 145,409 0 0
RESONANT INC COM 76118L102 202 152,499 SH   DFND 1 152,499 0 0
RESOURCES CONNECTION INC COM 76122Q105 9,281 653,615 SH   DFND 1 653,615 0 0
RESTAURANT BRANDS INTERN COM 76131D103 440 8,425 SH   DFND 1 8,257 0 168
RESTORATION ROBOTICS INC COM 76133C103 16 37,654 SH   DFND 1 37,654 0 0
RESTORBIO INC COM 76133L103 745 86,442 SH   DFND 1 86,442 0 0
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 25,451 1,602,715 SH   DFND 1 1,602,715 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 35,216 3,245,785 SH   DFND 1 3,245,785 0 0
RETAIL VALUE INC COM 76133Q102 4,766 186,271 SH   DFND 1 186,271 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 24 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 10,932 483,083 SH   DFND 1 483,047 0 36
REV GROUP INC COM 749527107 2,342 311,942 SH   DFND 1 311,748 0 194
REVANCE THERAPEUTICS INC COM 761330109 7,766 385,818 SH   DFND 1 385,818 0 0
REVLON INC-CLASS A CL A NEW 761525609 2,217 88,040 SH   DFND 1 88,040 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 27 70,265 SH   DFND 1 70,265 0 0
REWALK ROBOTICS LTD SHS M8216Q101 49 284,311 SH   DFND 1 284,311 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,011 58,895 SH   DFND 1 58,723 0 172
REXAHN PHARMACEUTICALS INC COM NEW 761640200 135 146,083 SH   DFND 1 146,083 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 37,906 1,286,270 SH   DFND 1 1,286,270 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 28 957 SH   DFND 1 2 957 0 0
REXNORD CORP COM 76169B102 24,984 1,088,671 SH   DFND 1 1,088,671 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 331 45,686 SH   DFND 1 45,686 0 0
RGC RESOURCES INC COM 74955L103 2,626 87,660 SH   DFND 1 87,660 0 0
RH COM 74967X103 24,452 204,078 SH   DFND 1 204,078 0 0
RH 0 06/15/19 NOTE 6/1 761283AD2 1,113 1,000,000 PRN   DFND 1 2 1,000,000 0 0
RH 0 07/15/20 DBCV 7/1 761283AC4 12,760 11,000,000 PRN   DFND 1 2 11,000,000 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 6,287 233,894 SH   DFND 1 233,894 0 0
RIBBON COMMUNICATIONS INC COM 762544104 2,816 584,309 SH   DFND 1 584,309 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 107 35,803 SH   DFND 1 35,803 0 0
RICHARDSON ELEC LTD COM 763165107 584 67,211 SH   DFND 1 67,211 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,437 1,929,188 SH   DFND 1 1,929,188 0 0
RIGNET INC COM 766582100 2,036 161,102 SH   DFND 1 161,102 0 0
RIMINI STREET INC COM 76674Q107 225 43,702 SH   DFND 1 43,702 0 0
RING ENERGY INC COM 76680V108 3,033 597,177 SH   DFND 1 597,177 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 52,809 640,578 SH   DFND 1 640,578 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 114 1,391 SH   DFND 1 2 1,391 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 1,464 30,207 SH   DFND 1 29,238 0 969
RIOT BLOCKCHAIN INC COM 767292105 151 100,635 SH   DFND 1 100,635 0 0
RITCHIE BROS AUCTIONEERS COMSTK 767744105 340 10,419 SH   DFND 1 10,419 0 0
RITE AID CORP COM 767754104 7,901 11,154,998 SH   DFND 1 11,154,998 0 0
RIVERVIEW BANCORP INC COM 769397100 1,777 244,138 SH   DFND 1 244,138 0 0
RLI CORP COM 749607107 28,531 413,555 SH   DFND 1 412,444 0 1,111
RLJ LODGING TRUST COM 74965L101 44,459 2,710,922 SH   DFND 1 2,710,922 0 0
RMR GROUP INC/THE - A CL A 74967R106 9,176 172,881 SH   DFND 1 172,860 0 21
RMR GROUP INC/THE - A CL A 74967R106 629 11,853 SH   DFND 1 2 11,853 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 2,053 136,254 SH   DFND 1 2 136,254 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 81 163,371 SH   DFND 1 163,371 0 0
ROAN RESOURCES INC CL A COM 769755109 2,617 312,359 SH   DFND 1 312,359 0 0
ROBERT HALF INTL INC COM 770323103 124,951 2,187,238 SH   DFND 1 2,180,571 0 6,667
ROBERT HALF INTL INC COM 770323103 393 6,883 SH   DFND 1 2 6,883 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 4,402 297,032 SH   DFND 1 297,032 0 0
ROCKWELL AUTOMATION INC COM 773903109 255,492 1,700,612 SH   DFND 1 1,693,787 0 6,825
ROCKWELL AUTOMATION INC COM 773903109 216 1,441 SH   DFND 1 2 1,441 0 0
ROCKWELL MEDICAL INC COM 774374102 1,219 539,787 SH   DFND 1 539,787 0 0
ROCKY BRANDS INC COM 774515100 2,267 87,216 SH   DFND 1 87,216 0 0
ROCKY BRANDS INC COM 774515100 41 1,583 SH   DFND 1 2 1,583 0 0
ROGERS COMMUNICATIONS INC-B CL B 775109200 254 4,971 SH   DFND 1 3,761 0 1,210
ROGERS CORP COM 775133101 19,190 193,721 SH   DFND 1 193,721 0 0
ROKU INC COM CL A 77543R102 16,691 544,746 SH   DFND 1 544,746 0 0
ROLLINS INC COM 775711104 85,370 2,368,168 SH   DFND 1 2,360,448 0 7,720
ROLLINS INC COM 775711104 245 6,792 SH   DFND 1 2 6,792 0 0
ROPER TECHNOLOGIES INC COM 776696106 358,725 1,348,325 SH   DFND 1 1,342,904 0 5,421
ROSEHILL RESOURCES INC CL A 777385105 127 57,063 SH   DFND 1 57,063 0 0
ROSETTA STONE INC COM 777780107 3,654 222,845 SH   DFND 1 222,845 0 0
ROSETTA STONE INC COM 777780107 127 7,791 SH   DFND 1 2 7,791 0 0
ROSS STORES INC COM 778296103 505,856 6,088,490 SH   DFND 1 6,051,095 0 37,395
ROWAN COMPANIES PLC-A SHS CL A G7665A101 11,202 1,335,243 SH   DFND 1 1,308,988 0 26,255
ROYAL BANK OF CANADA COM 780087102 1,095 15,995 SH   DFND 1 15,175 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 163 29,282 SH   DFND 1 28,012 0 1,270
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 159 28,553 SH   DFND 1 2 28,553 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 214,623 2,198,609 SH   DFND 1 2,189,182 0 9,427
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 36 375 SH   DFND 1 2 375 0 0
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 680 11,670 SH   DFND 1 11,670 0 0
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 5,222 87,130 SH   DFND 1 87,130 0 0
ROYAL GOLD INC COM 780287108 58,382 681,646 SH   DFND 1 668,090 0 13,556
ROYCE GLOBAL VALUE TRUST COM 78081T104 456 51,441 SH   DFND 1 2 51,441 0 0
ROYCE VALUE TRUST COM 780910105 1,082 91,758 SH   DFND 1 2 91,758 0 0
RPC INC COM 749660106 5,562 563,541 SH   DFND 1 563,211 0 330
RPM INTERNATIONAL INC COM 749685103 75,428 1,283,241 SH   DFND 1 1,255,789 0 27,452
RPT REALTY COM SH BEN INT 74971D101 12,690 1,061,979 SH   DFND 1 1,061,979 0 0
RR DONNELLEY & SONS CO COM 257867200 2,980 752,544 SH   DFND 1 752,154 0 390
RTI SURGICAL INC COM 74975N105 2,187 591,177 SH   DFND 1 591,177 0 0
RTW RETAILWINDS INC COM 74980D100 770 272,219 SH   DFND 1 272,219 0 0
RUBICON PROJECT INC/THE COM 78112V102 1,169 313,603 SH   DFND 1 313,603 0 0
RUBICON PROJECT INC/THE COM 78112V102 114 30,749 SH   DFND 1 2 30,749 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 89 11,352 SH   DFND 1 11,352 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 3,192 198,537 SH   DFND 1 198,537 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 9,271 452,945 SH   DFND 1 449,790 0 3,155
RUMBLEON INC-B CL B 781386206 86 16,053 SH   DFND 1 16,053 0 0
RUSH ENTERPRISES INC - CL B CL B 781846308 740 20,810 SH   DFND 1 20,810 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 18,084 524,487 SH   DFND 1 524,487 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 8,331 366,538 SH   DFND 1 366,538 0 0
RWT 5.625 07/15/24 NOTE 5.625% 7/1 758075AD7 2,440 2,600,000 PRN   DFND 1 2 2,600,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 11,954 167,572 SH   DFND 1 167,572 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 55 773 SH   DFND 1 2 773 0 0
RYDER SYSTEM INC COM 783549108 25,321 525,886 SH   DFND 1 514,900 0 10,986
RYERSON HOLDING CORP COM 783754104 1,042 164,420 SH   DFND 1 164,420 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 51,474 771,843 SH   DFND 1 771,843 0 0
S & T BANCORP INC COM 783859101 15,447 408,221 SH   DFND 1 408,221 0 0
S&P GLOBAL INC COM 78409V104 484,484 2,856,635 SH   DFND 1 2,843,328 0 13,307
S&W SEED CO COM 785135104 99 55,055 SH   DFND 1 55,055 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 35,138 2,132,213 SH   DFND 1 2,093,277 0 38,936
SABRA HEALTH CARE REIT INC COM 78573L106 32 1,942 SH   DFND 1 2 1,942 0 0
SABRE CORP COM 78573M104 69,398 3,207,543 SH   DFND 1 3,150,599 0 56,944
SABRE CORP COM 78573M104 118 5,464 SH   DFND 1 2 5,464 0 0
SAFE BULKERS INC COM Y7388L103 314 176,612 SH   DFND 1 169,845 0 6,767
SAFE BULKERS INC COM Y7388L103 127 71,707 SH   DFND 1 2 71,707 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,648 191,298 SH   DFND 1 191,298 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 1,658 88,180 SH   DFND 1 88,180 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 14,017 171,347 SH   DFND 1 171,347 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,163 35,018 SH   DFND 1 35,018 0 0
SAGE THERAPEUTICS INC COM 78667J108 44,821 467,917 SH   DFND 1 467,917 0 0
SAIA INC COM 78709Y105 16,294 291,904 SH   DFND 1 291,904 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 16,365 696,693 SH   DFND 1 696,693 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 38 1,634 SH   DFND 1 2 1,634 0 0
SALEM MEDIA GROUP INC CL A 794093104 124 59,787 SH   DFND 1 59,787 0 0
SALESFORCE.COM INC COM 79466L302 1,226,559 8,972,048 SH   DFND 1 8,930,758 0 41,290
SALIENT MIDSTREAM & MLP FUND SH BEN INT 79471V105 74 10,083 SH   DFND 1 2 10,083 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 24,147 1,416,251 SH   DFND 1 1,391,391 0 24,860
SALLY BEAUTY HOLDINGS INC COM 79546E104 297 17,469 SH   DFND 1 2 17,469 0 0
SANCHEZ ENERGY CORP COM 79970Y105 202 749,163 SH   DFND 1 749,163 0 0
SANCHEZ ENERGY CORP COM 79970Y105 114 425,733 SH   DFND 1 2 425,733 0 0
SANDERSON FARMS INC COM 800013104 23,524 236,930 SH   DFND 1 232,771 0 4,159
SANDRIDGE ENERGY INC COM NEW 80007P869 2,682 352,455 SH   DFND 1 352,455 0 0
SANDSTORM GOLD LTD COMSTK 80013R206 51 11,208 SH   DFND 1 11,208 0 0
SANDSTORM GOLD LTD COMSTK 80013R206 31 6,863 SH   DFND 1 2 6,863 0 0
SANDY SPRING BANCORP INC COM 800363103 12,655 403,825 SH   DFND 1 403,825 0 0
SANGAMO THERAPEUTICS INC COM 800677106 12,965 1,129,365 SH   DFND 1 1,129,365 0 0
SANMINA CORP COM 801056102 18,492 768,585 SH   DFND 1 768,585 0 0
SANMINA CORP COM 801056102 40 1,676 SH   DFND 1 2 1,676 0 0
SANOFI-ADR SPONSORED ADR 80105N105 2,456 56,590 SH   DFND 1 54,820 0 1,770
SANTANDER CONSUMER USA HOLDI COM 80283M101 19,149 1,088,635 SH   DFND 1 1,088,635 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 1,757 17,658 SH   DFND 1 16,798 0 860
SAPIENS INTERNATIONAL CORP SHS G7T16G103 542 49,145 SH   DFND 1 49,145 0 0
SAREPTA THERAPEUTICS INC COM 803607100 71,889 658,753 SH   DFND 1 658,753 0 0
SAUL CENTERS INC COM 804395101 7,805 165,302 SH   DFND 1 165,302 0 0
SAUL CENTERS INC COM 804395101 69 1,466 SH   DFND 1 2 1,466 0 0
SAVARA INC COM 805111101 2,350 310,498 SH   DFND 1 310,498 0 0
SB FINANCIAL GROUP INC COM 78408D105 190 11,593 SH   DFND 1 11,593 0 0
SB ONE BANCORP COM 78413T103 1,343 65,748 SH   DFND 1 65,748 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 242,108 1,498,094 SH   DFND 1 1,492,154 0 5,940
SCANA CORP COM 80589M102 830 20,528 SH   DFND 1 20,528 0 0
SCANSOURCE INC COM 806037107 12,453 362,217 SH   DFND 1 362,217 0 0
SCHLUMBERGER LTD COM 806857108 593,433 16,478,937 SH   DFND 1 16,404,056 0 74,881
SCHLUMBERGER LTD COM 806857108 321 8,904 SH   DFND 1 2 8,904 0 0
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 5,959 319,206 SH   DFND 1 319,206 0 0
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 82 4,413 SH   DFND 1 2 4,413 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 6,862 318,447 SH   DFND 1 318,087 0 360
SCHOLAR ROCK HOLDING CORP COM 80706P103 1,837 79,988 SH   DFND 1 79,988 0 0
SCHOLASTIC CORP COM 807066105 13,048 324,111 SH   DFND 1 324,111 0 0
SCHWAB (CHARLES) CORP COM 808513105 564,801 13,627,245 SH   DFND 1 13,564,249 0 62,996
SCHWAB EMERGING MARKETS EQUI EMRG MKTEQ ETF 808524706 3,696 157,092 PRN   DFND 1 157,092 0 0
SCHWAB INTL EQUITY ETF INTL EQTY ETF 808524805 1,857 65,521 PRN   DFND 1 65,521 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 11,822 471,957 SH   DFND 1 471,957 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 162 6,489 SH   DFND 1 2 6,489 0 0
SCIENCE APPLICATIONS INTE COM 808625107 34,623 543,547 SH   DFND 1 534,744 0 8,803
SCIENCE APPLICATIONS INTE COM 808625107 330 5,186 SH   DFND 1 2 5,186 0 0
SCIENTIFIC GAMES CORP COM 80874P109 11,472 641,615 SH   DFND 1 630,228 0 11,387
SCORPIO BULKERS INC COM Y7546A122 1,127 203,962 SH   DFND 1 203,150 0 812
SCORPIO TANKERS INC SHS Y7542C130 2,801 1,591,670 SH   DFND 1 1,591,338 0 332
SCOTTS MIRACLE-GRO CO CL A 810186106 23,505 382,444 SH   DFND 1 374,165 0 8,279
SCOTTS MIRACLE-GRO CO CL A 810186106 36 597 SH   DFND 1 2 597 0 0
SCPHARMACEUTICALS INC COM 810648105 195 51,920 SH   DFND 1 51,920 0 0
SCYNEXIS INC COM 811292101 226 470,130 SH   DFND 1 470,130 0 0
SEABOARD CORP COM 811543107 9,771 2,762 SH   DFND 1 2,762 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 231 184,042 SH   DFND 1 184,042 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 14,743 566,636 SH   DFND 1 566,636 0 0
SEACOR HOLDINGS INC COM 811904101 7,466 201,802 SH   DFND 1 201,802 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 2,303 195,874 SH   DFND 1 195,874 0 0
SEAGATE TECHNOLOGY SHS G7945M107 170 4,424 SH   DFND 1 2 4,424 0 0
SEAGATE TECHNOLOGY SHS G7945M107 148,764 3,858,601 SH   DFND 1 3,844,950 0 13,651
SEALED AIR CORP COM 81211K100 73,522 2,113,877 SH   DFND 1 2,105,652 0 8,225
SEARS HOMETOWN AND OUTLET ST COM 812362101 160 75,298 SH   DFND 1 75,298 0 0
SEASPINE HOLDINGS CORP COM 81255T108 2,679 146,926 SH   DFND 1 146,926 0 0
SEASPINE HOLDINGS CORP COM 81255T108 27 1,534 SH   DFND 1 2 1,534 0 0
SEATTLE GENETICS INC COM 812578102 63,196 1,116,057 SH   DFND 1 1,116,057 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 14,527 657,637 SH   DFND 1 657,637 0 0
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 171 193,688 SH   DFND 1 193,688 0 0
SECUREWORKS CORP - A CL A 81374A105 1,809 107,153 SH   DFND 1 107,153 0 0
SECUREWORKS CORP - A CL A 81374A105 157 9,353 SH   DFND 1 2 9,353 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 273 52,985 SH   DFND 1 52,985 0 0
SEI INVESTMENTS COMPANY COM 784117103 81,358 1,761,817 SH   DFND 1 1,734,799 0 27,018
SEI INVESTMENTS COMPANY COM 784117103 383 8,311 SH   DFND 1 2 8,311 0 0
SELECT BANCORP INC COM 81617L108 1,700 137,396 SH   DFND 1 137,396 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 3,721 588,860 SH   DFND 1 588,860 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 20,230 1,317,955 SH   DFND 1 1,317,897 0 58
SELECTA BIOSCIENCES INC COM 816212104 466 175,308 SH   DFND 1 175,308 0 0
SELECTIVE INSURANCE GROUP COM 816300107 41,883 687,289 SH   DFND 1 687,289 0 0
SELECTIVE INSURANCE GROUP COM 816300107 56 923 SH   DFND 1 2 923 0 0
SELLAS LIFE SCIENCES GROUP I COM 81642T100 140 114,194 SH   DFND 1 114,194 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 10,148 736,475 SH   DFND 1 736,475 0 0
SEMPRA ENERGY COM 816851109 380,344 3,521,752 SH   DFND 1 3,507,380 0 14,372
SEMTECH CORP COM 816850101 34,157 744,663 SH   DFND 1 744,663 0 0
SENDGRID INC COM 816883102 13,290 307,872 SH   DFND 1 307,872 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,105 74,602 SH   DFND 1 74,602 0 0
SENESTECH INC COM 81720R109 54 92,634 SH   DFND 1 92,634 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 50,712 4,316,383 SH   DFND 1 4,266,195 0 50,188
SENS 5.25 02/01/23 NOTE 5.250% 2/0 81727UAA3 3,508 3,250,000 PRN   DFND 1 2 3,250,000 0 0
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 69,111 1,542,401 SH   DFND 1 1,542,401 0 0
SENSEONICS HOLDINGS INC COM 81727U105 2,442 943,143 SH   DFND 1 943,143 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 25,041 448,375 SH   DFND 1 439,628 0 8,747
SENSUS HEALTHCARE INC COM 81728J109 333 45,034 SH   DFND 1 45,034 0 0
SENTINEL ENERGY SERVICE-CL A CL A 81728P105 5,010 500,000 SH   DFND 1 2 500,000 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 245 306,631 SH   DFND 1 306,631 0 0
SERES THERAPEUTICS INC COM 81750R102 1,074 237,774 SH   DFND 1 237,774 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 12,559 388,481 SH   DFND 1 388,481 0 0
SERVICE CORP INTERNATIONAL COM 817565104 69,551 1,727,553 SH   DFND 1 1,690,126 0 37,427
SERVICE CORP INTERNATIONAL COM 817565104 28 710 SH   DFND 1 2 710 0 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 45,863 1,248,319 SH   DFND 1 1,248,319 0 0
SERVICENOW INC COM 81762P102 273,056 1,534,773 SH   DFND 1 1,534,773 0 0
SERVICENOW INC COM 81762P102 280 1,577 SH   DFND 1 2 1,577 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 810 750,741 SH   DFND 1 750,741 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 467 432,417 SH   DFND 1 2 432,417 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 18,215 571,545 SH   DFND 1 571,545 0 0
SESEN BIO INC COM 817763105 632 445,121 SH   DFND 1 445,121 0 0
SFL 4.875 05/01/23 NOTE 4.875% 5/0 824689AG8 10,287 11,496,000 PRN   DFND 1 2 11,496,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 11,904 262,094 SH   DFND 1 262,094 0 0
SHARPS COMPLIANCE CORP COM 820017101 188 57,439 SH   DFND 1 57,439 0 0
SHARPSPRING INC COM 820054104 212 16,691 SH   DFND 1 16,691 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 23,228 524,944 SH   DFND 1 524,944 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 248 5,614 SH   DFND 1 2 5,614 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 368,468 938,381 SH   DFND 1 934,063 0 4,318
SHIFTPIXY INC COM 82452L104 26 15,135 SH   DFND 1 15,135 0 0
SHILOH INDUSTRIES INC COM 824543102 901 154,690 SH   DFND 1 154,690 0 0
SHIP FINANCE INTL LTD SHS G81075106 2,972 282,310 SH   DFND 1 282,310 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 8,309 47,747 SH   DFND 1 47,339 0 408
SHIRE LTD-ADR SPONSORED ADR 82481R106 266 1,532 SH   DFND 1 2 1,532 0 0
SHOE CARNIVAL INC COM 824889109 6,081 181,480 SH   DFND 1 181,480 0 0
SHOE CARNIVAL INC COM 824889109 256 7,665 SH   DFND 1 2 7,665 0 0
SHORE BANCSHARES INC COM 825107105 1,510 103,899 SH   DFND 1 103,899 0 0
SHOTSPOTTER INC COM 82536T107 2,559 82,098 SH   DFND 1 82,098 0 0
SHUTTERFLY INC COM 82568P304 18,294 454,413 SH   DFND 1 454,413 0 0
SHUTTERFLY INC COM 82568P304 163 4,073 SH   DFND 1 2 4,073 0 0
SHUTTERSTOCK INC COM 825690100 7,461 207,212 SH   DFND 1 207,212 0 0
SI FINANCIAL GROUP INC COM 78425V104 1,936 152,120 SH   DFND 1 152,120 0 0
SI-BONE INC COM 825704109 1,972 94,442 SH   DFND 1 94,442 0 0
SIEBERT FINANCIAL CORP COM 826176109 826 57,190 SH   DFND 1 57,190 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 390 168,219 SH   DFND 1 168,219 0 0
SIENTRA INC COM 82621J105 3,237 254,747 SH   DFND 1 254,747 0 0
SIERRA BANCORP COM 82620P102 3,646 151,762 SH   DFND 1 151,762 0 0
SIERRA ONCOLOGY INC COM 82640U107 46 35,365 SH   DFND 1 35,365 0 0
SIERRA WIRELESS INC COM 826516106 362 26,970 SH   DFND 1 26,970 0 0
SIGA TECHNOLOGIES INC COM 826917106 4,390 555,803 SH   DFND 1 555,803 0 0
SIGMA LABS INC COM PAR 826598302 37 24,951 SH   DFND 1 24,951 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 26 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 57,025 555,014 SH   DFND 1 543,975 0 11,039
SIGNET JEWELERS LTD SHS G81276100 22,083 695,119 SH   DFND 1 684,386 0 10,733
SILGAN HOLDINGS INC COM 827048109 19,375 820,310 SH   DFND 1 804,296 0 16,014
SILGAN HOLDINGS INC COM 827048109 37 1,587 SH   DFND 1 2 1,587 0 0
SILICON LABORATORIES INC COM 826919102 41,503 526,626 SH   DFND 1 517,696 0 8,930
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 999 28,984 SH   DFND 1 28,984 0 0
SILVERBOW RESOURCES INC COM 82836G102 1,468 62,123 SH   DFND 1 62,123 0 0
SILVERCORP METALS INC COMSTK 82835P103 10 5,014 SH   DFND 1 5,014 0 0
SILVERCORP METALS INC COMSTK 82835P103 48 23,087 SH   DFND 1 2 23,087 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 800 60,501 SH   DFND 1 60,501 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 25,291 1,048,146 SH   DFND 1 1,048,146 0 0
SIMON PROPERTY GROUP INC COM 828806109 790,441 4,712,315 SH   DFND 1 4,695,332 0 16,983
SIMPLY GOOD FOODS CO/THE COM 82900L102 11,151 590,000 SH   DFND 1 590,000 0 0
SIMPLY GOOD FOODS CO/THE COM 82900L102 111 5,909 SH   DFND 1 2 5,909 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 23,435 432,946 SH   DFND 1 432,946 0 0
SIMULATIONS PLUS INC COM 829214105 2,550 128,181 SH   DFND 1 128,181 0 0
SINA CORP ORD G81477104 11,213 209,916 SH   DFND 1 209,916 0 0
SINA CORP ORD G81477104 553 10,310 SH   DFND 1 2 10,310 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 21,578 819,238 SH   DFND 1 819,238 0 0
SINOVAC BIOTECH LTD SHS P8696W104 192 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 89,361 15,660,182 SH   DFND 1 15,451,283 0 208,899
SITE CENTERS CORP COM 82981J109 20,660 1,866,337 SH   DFND 1 1,866,337 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 23,490 425,009 SH   DFND 1 425,009 0 0
SITO MOBILE LTD COM NEW 82988R203 118 131,211 SH   DFND 1 131,211 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 41,083 736,313 SH   DFND 1 720,369 0 15,944
SJW GROUP COM 784305104 12,171 218,834 SH   DFND 1 218,834 0 0
SKECHERS USA INC-CL A CL A 830566105 31,355 1,369,816 SH   DFND 1 1,342,114 0 27,702
SKYLINE CHAMPION CORP COM 830830105 5,518 375,681 SH   DFND 1 375,681 0 0
SKYWEST INC COM 830879102 26,397 593,599 SH   DFND 1 593,599 0 0
SKYWEST INC COM 830879102 102 2,295 SH   DFND 1 2 2,295 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 180,049 2,690,550 SH   DFND 1 2,672,438 0 18,112
SKYWORKS SOLUTIONS INC COM 83088M102 185 2,765 SH   DFND 1 2 2,765 0 0
SL GREEN REALTY CORP COM 78440X101 105,170 1,331,871 SH   DFND 1 1,327,402 0 4,469
SL GREEN REALTY CORP COM 78440X101 32 410 SH   DFND 1 2 410 0 0
SLEEP NUMBER CORP COM 83125X103 13,161 414,804 SH   DFND 1 414,804 0 0
SLEEP NUMBER CORP COM 83125X103 46 1,479 SH   DFND 1 2 1,479 0 0
SLM CORP COM 78442P106 38,826 4,672,277 SH   DFND 1 4,582,129 0 90,148
SM ENERGY CO COM 78454L100 15,922 1,028,604 SH   DFND 1 1,007,246 0 21,358
SMART & FINAL STORES INC COM 83190B101 1,252 264,276 SH   DFND 1 264,276 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 3,821 128,685 SH   DFND 1 128,685 0 0
SMART SAND INC COM 83191H107 646 291,187 SH   DFND 1 291,187 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,595 87,320 SH   DFND 1 87,320 0 0
SMARTSHEET INC-CLASS A COM CL A 83200N103 2,587 104,097 SH   DFND 1 104,097 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 1,067 28,562 SH   DFND 1 27,410 0 1,152
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 29 794 SH   DFND 1 2 794 0 0
SMITH (A.O.) CORP COM 831865209 87,708 2,057,272 SH   DFND 1 2,049,730 0 7,542
SMITH MICRO SOFTWARE INC COM NEW 832154207 202 112,507 SH   DFND 1 112,507 0 0
SNAP INC - A CL A 83304A106 26,505 4,810,361 SH   DFND 1 4,810,361 0 0
SNAP-ON INC COM 833034101 126,307 870,603 SH   DFND 1 867,685 0 2,918
SOCIAL REALITY INC COM CL A NEW 83362P300 86 42,438 SH   DFND 1 42,438 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 387 22,261 SH   DFND 1 22,261 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 11,898 338,980 SH   DFND 1 338,980 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 3,377 279,376 SH   DFND 1 279,376 0 0
SOLARWINDS CORP COM 83417Q105 781 56,533 SH   DFND 1 56,533 0 0
SOLENO THERAPEUTICS INC COM NEW 834203200 49 29,035 SH   DFND 1 29,035 0 0
SOLID BIOSCIENCES INC COM 83422E105 4,504 168,090 SH   DFND 1 168,090 0 0
SOLIGENIX INC COM 834223307 17 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 17 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 3,463 251,713 SH   DFND 1 251,713 0 0
SONOCO PRODUCTS CO COM 835495102 52,284 984,079 SH   DFND 1 963,026 0 21,053
SONOMA PHARMACEUTICALS INC COM 83558L105 9 13,177 SH   DFND 1 13,177 0 0
SONOS INC COM 83570H108 2,144 218,377 SH   DFND 1 218,377 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 948 19,652 SH   DFND 1 18,483 0 1,169
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 53 1,108 SH   DFND 1 2 1,108 0 0
SOPHIRIS BIO INC COM NEW 83578Q209 202 243,523 SH   DFND 1 243,523 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 2,522 1,050,880 SH   DFND 1 1,050,880 0 0
SOTHEBY'S COM 835898107 14,812 372,738 SH   DFND 1 365,545 0 7,193
SOTHERLY HOTELS INC COM 83600C103 327 58,440 SH   DFND 1 58,440 0 0
SOURCE CAPITAL INC COM 836144105 235 7,228 SH   DFND 1 2 7,228 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 24,899 895,663 SH   DFND 1 895,663 0 0
SOUTH STATE CORP COM 840441109 24,718 412,314 SH   DFND 1 412,314 0 0
SOUTHERN CO/THE COM 842587107 559,876 12,762,294 SH   DFND 1 12,706,966 0 55,328
SOUTHERN CO/THE COM 842587107 35 818 SH   DFND 1 2 818 0 0
SOUTHERN COPPER CORP COM 84265V105 5,830 190,626 SH   DFND 1 190,626 0 0
SOUTHERN COPPER CORP COM 84265V105 192 6,243 SH   DFND 1 2 6,243 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 2,407 75,078 SH   DFND 1 75,078 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 0 16 SH   DFND 1 2 16 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,992 58,766 SH   DFND 1 58,766 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 2,766 209,283 SH   DFND 1 209,283 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 12,367 389,538 SH   DFND 1 389,538 0 0
SOUTHWEST AIRLINES CO COM 844741108 311,122 6,702,826 SH   DFND 1 6,675,216 0 27,610
SOUTHWEST AIRLINES CO COM 844741108 184 3,973 SH   DFND 1 2 3,973 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 45,272 591,797 SH   DFND 1 580,830 0 10,967
SOUTHWESTERN ENERGY CO COM 845467109 23,184 6,799,075 SH   DFND 1 6,678,797 0 120,278
SP PLUS CORP COM 78469C103 8,724 295,344 SH   DFND 1 295,344 0 0
SP PLUS CORP COM 78469C103 18 617 SH   DFND 1 2 617 0 0
SPAR GROUP INC COM 784933103 73 145,742 SH   DFND 1 145,742 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,085 146,147 SH   DFND 1 146,147 0 0
SPARK THERAPEUTICS INC COM 84652J103 14,481 370,000 SH   DFND 1 370,000 0 0
SPARTAN MOTORS INC COM 846819100 2,649 366,422 SH   DFND 1 366,422 0 0
SPARTANNASH CO COM 847215100 8,212 478,046 SH   DFND 1 478,046 0 0
SPARTANNASH CO COM 847215100 64 3,763 SH   DFND 1 2 3,763 0 0
SPARTON CORP COM 847235108 1,932 106,251 SH   DFND 1 106,251 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 208 836 PRN   DFND 1 836 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 2,950 32,958 PRN   DFND 1 32,958 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 17,816 421,690 SH   DFND 1 421,690 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 213 5,045 SH   DFND 1 2 5,045 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 10,116 1,156,119 SH   DFND 1 1,156,119 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,951 119,940 SH   DFND 1 119,585 0 355
SPERO THERAPEUTICS INC COM 84833T103 564 91,842 SH   DFND 1 91,842 0 0
SPHERIX INC COM PAR NEW 84842R403 14 22,380 SH   DFND 1 22,380 0 0
SPIRE INC COM 84857L101 38,873 524,755 SH   DFND 1 524,755 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 80,201 1,113,218 SH   DFND 1 1,112,587 0 631
SPIRIT AIRLINES INC COM 848577102 43,370 748,803 SH   DFND 1 748,803 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 3,983 558,708 SH   DFND 1 554,875 0 3,833
SPIRIT OF TEXAS BANCSHARES I COM 84861D103 2,371 104,113 SH   DFND 1 104,113 0 0
SPIRIT REALTY CAPITAL INC COM NEW 84860W300 55,995 1,588,517 SH   DFND 1 1,588,517 0 0
SPIRIT REALTY CAPITAL INC COM NEW 84860W300 552 15,685 SH   DFND 1 2 15,685 0 0
SPLUNK INC COM 848637104 140,208 1,338,165 SH   DFND 1 1,337,940 0 225
SPOK HOLDINGS INC COM 84863T106 3,205 241,710 SH   DFND 1 241,710 0 0
SPOK HOLDINGS INC COM 84863T106 40 3,038 SH   DFND 1 2 3,038 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 1,935 441,996 SH   DFND 1 441,996 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 1,214 116,861 SH   DFND 1 116,861 0 0
SPRINT CORP COM SER 1 85207U105 30,314 5,213,542 SH   DFND 1 5,213,542 0 0
SPRINT CORP COM SER 1 85207U105 1,216 208,941 SH   DFND 1 2 208,941 0 0
SPROTT FOCUS TRUST INC COM 85208J109 465 80,203 SH   DFND 1 2 80,203 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 30,376 1,292,059 SH   DFND 1 1,265,655 0 26,404
SPS COMMERCE INC COM 78463M107 16,340 198,354 SH   DFND 1 198,354 0 0
SPS COMMERCE INC COM 78463M107 119 1,447 SH   DFND 1 2 1,447 0 0
SPX CORP COM 784635104 13,003 464,257 SH   DFND 1 464,257 0 0
SPX FLOW INC COM 78469X107 13,677 449,630 SH   DFND 1 449,630 0 0
SQUARE INC - A CL A 852234103 160,377 2,861,268 SH   DFND 1 2,860,782 0 486
SRC ENERGY INC COM 78470V108 11,727 2,495,123 SH   DFND 1 2,495,123 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 100,754 2,234,909 SH   DFND 1 2,233,672 0 1,237
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 113 2,509 SH   DFND 1 2 2,509 0 0
SSR MINING INC COM 784730103 1,068 89,048 SH   DFND 1 89,048 0 0
SSR MINING INC COM 784730103 415 34,395 SH   DFND 1 2 34,395 0 0
ST JOE CO/THE COM 790148100 7,503 569,752 SH   DFND 1 569,752 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 12,948 405,786 SH   DFND 1 405,786 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 68 2,131 SH   DFND 1 2 2,131 0 0
STAG INDUSTRIAL INC COM 85254J102 27,886 1,120,855 SH   DFND 1 1,120,855 0 0
STAG INDUSTRIAL INC COM 85254J102 23 930 SH   DFND 1 2 930 0 0
STAGE STORES INC COM NEW 85254C305 123 167,530 SH   DFND 1 166,966 0 564
STAMPS.COM INC COM NEW 852857200 29,904 192,138 SH   DFND 1 192,110 0 28
STANDARD MOTOR PRODS COM 853666105 10,799 222,990 SH   DFND 1 222,990 0 0
STANDEX INTERNATIONAL CORP COM 854231107 9,116 135,701 SH   DFND 1 135,701 0 0
STANLEY BLACK & DECKER INC COM 854502101 232,748 1,947,219 SH   DFND 1 1,938,974 0 8,245
STANTEC INC COMSTK 85472N109 226 10,354 SH   DFND 1 10,354 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 541 59,287 SH   DFND 1 59,287 0 0
STARBUCKS CORP COM 855244109 1,119,842 17,417,703 SH   DFND 1 17,290,631 0 127,072
STARBUCKS CORP COM 855244109 11 173 SH   DFND 1 2 173 0 0
STARRETT (L.S.) CO -CL A CL A 855668109 132 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC COMSTK 85570W100 2,402 146,752 SH   DFND 1 146,752 0 0
STARS GROUP INC/THE COM 85570W100 3,022 183,443 SH   DFND 1 183,443 0 0
STARTEK INC COM 85569C107 424 63,823 SH   DFND 1 63,823 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 59,281 2,998,356 SH   DFND 1 2,998,356 0 0
STATE AUTO FINANCIAL CORP COM 855707105 6,862 201,589 SH   DFND 1 201,589 0 0
STATE STREET CORP COM 857477103 298,090 4,734,981 SH   DFND 1 4,714,033 0 20,948
STATE STREET CORP COM 857477103 846 13,414 SH   DFND 1 2 13,414 0 0
STEALTHGAS INC SHS Y81669106 81 29,544 SH   DFND 1 29,544 0 0
STEEL CONNECT INC COM 858098106 327 189,164 SH   DFND 1 189,164 0 0
STEEL DYNAMICS INC COM 858119100 81,297 2,707,836 SH   DFND 1 2,659,784 0 48,052
STEEL DYNAMICS INC COM 858119100 1,893 63,023 SH   DFND 1 2 63,023 0 0
STEELCASE INC-CL A CL A 858155203 18,343 1,236,936 SH   DFND 1 1,236,936 0 0
STEIN MART INC COM 858375108 172 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 2,923 307,751 SH   DFND 1 307,751 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 33 3,576 SH   DFND 1 2 3,576 0 0
STEPAN CO COM 858586100 20,309 274,456 SH   DFND 1 274,456 0 0
STERICYCLE INC COM 858912108 32,011 872,496 SH   DFND 1 854,874 0 17,622
STERICYCLE INC COM 858912108 36 982 SH   DFND 1 2 982 0 0
STERIS PLC SHS USD G84720104 88,444 827,744 SH   DFND 1 810,267 0 17,477
STERLING BANCORP INC/MI COM 85917W102 1,628 234,306 SH   DFND 1 234,306 0 0
STERLING BANCORP/DE COM 85917A100 36,147 2,189,427 SH   DFND 1 2,142,988 0 46,439
STERLING CONSTRUCTION CO COM 859241101 3,016 276,986 SH   DFND 1 276,986 0 0
STEVEN MADDEN LTD COM 556269108 30,700 1,014,570 SH   DFND 1 1,014,570 0 0
STEWART INFORMATION SERVICES COM 860372101 10,130 244,694 SH   DFND 1 244,694 0 0
STEWART INFORMATION SERVICES COM 860372101 146 3,533 SH   DFND 1 2 3,533 0 0
STIFEL FINANCIAL CORP COM 860630102 31,867 769,383 SH   DFND 1 754,482 0 14,901
STIFEL FINANCIAL CORP COM 860630102 112 2,719 SH   DFND 1 2 2,719 0 0
STITCH FIX INC-CLASS A COM CL A 860897107 2,617 153,179 SH   DFND 1 153,179 0 0
STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 151 10,922 SH   DFND 1 9,761 0 1,161
STOCK YARDS BANCORP INC COM 861025104 8,715 265,728 SH   DFND 1 265,728 0 0
STONECO LTD-A COM CL A G85158106 1,463 79,388 SH   DFND 1 79,388 0 0
STONERIDGE INC COM 86183P102 7,646 310,188 SH   DFND 1 310,188 0 0
STORE CAPITAL CORP COM 862121100 54,785 1,935,183 SH   DFND 1 1,935,183 0 0
STRATA SKIN SCIENCES INC COM NEW 86272A206 84 32,625 SH   DFND 1 32,625 0 0
STRATA SKIN SCIENCES INC COM NEW 86272A206 60 23,334 SH   DFND 1 2 23,334 0 0
STRATASYS LTD SHS M85548101 4,767 264,691 SH   DFND 1 264,691 0 0
STRATEGIC EDUCATION INC COM 86272C103 27,277 240,502 SH   DFND 1 240,502 0 0
STRATTEC SECURITY CORP COM 863111100 663 23,033 SH   DFND 1 23,033 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,225 51,113 SH   DFND 1 51,113 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 61 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 167 37,467 SH   DFND 1 37,467 0 0
STRYKER CORP COM 863667101 573,351 3,664,972 SH   DFND 1 3,648,694 0 16,278
STRYKER CORP COM 863667101 36 233 SH   DFND 1 2 233 0 0
STURM RUGER & CO INC COM 864159108 10,612 199,413 SH   DFND 1 199,413 0 0
SUBURBAN PROPANE PARTNERS LP UNIT LTD PARTN 864482104 654 33,959 SH   DFND 1 2 33,959 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 290 44,659 SH   DFND 1 32,949 0 11,710
SUMMER INFANT INC COM 865646103 75 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,664 86,218 SH   DFND 1 86,218 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 13,762 1,414,405 SH   DFND 1 1,414,405 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 14,307 1,153,826 SH   DFND 1 1,153,826 0 0
SUN COMMUNITIES INC COM 866674104 109,206 1,073,705 SH   DFND 1 1,073,705 0 0
SUN HYDRAULICS CORP COM 866942105 11,168 336,504 SH   DFND 1 336,504 0 0
SUN LIFE FINANCIAL INC COM 866796105 850 25,634 SH   DFND 1 24,967 0 667
SUNCOKE ENERGY INC COM 86722A103 6,531 763,879 SH   DFND 1 763,879 0 0
SUNCOKE ENERGY INC COM 86722A103 17 2,100 SH   DFND 1 2 2,100 0 0
SUNCOKE ENERGY PARTNERS LP COMUNIT REP LT 86722Y101 661 62,131 SH   DFND 1 2 62,131 0 0
SUNCOR ENERGY INC COM 867224107 213 7,630 SH   DFND 1 7,630 0 0
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 67 162,882 SH   DFND 1 162,882 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 11 10,217 SH   DFND 1 10,217 0 0
SUNOCO LP COM U REP LP 86765K109 207 7,635 SH   DFND 1 2 7,635 0 0
SUNOPTA INC COM 8676EP108 317 82,414 SH   DFND 1 82,414 0 0
SUNPOWER CORP COM 867652406 3,696 743,670 SH   DFND 1 743,670 0 0
SUNRUN INC COM 86771W105 10,418 956,714 SH   DFND 1 956,714 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 45,346 3,485,508 SH   DFND 1 3,485,508 0 0
SUNTRUST BANKS INC COM 867914103 315,998 6,275,086 SH   DFND 1 6,251,537 0 23,549
SUNTRUST BANKS INC COM 867914103 1,115 22,119 SH   DFND 1 2 22,119 0 0
SUNWORKS INC COM 86803X105 15 60,274 SH   DFND 1 60,274 0 0
SUPERIOR DRILLING PRODUCTS I COM 868153107 101 87,066 SH   DFND 1 87,066 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 5,344 1,595,329 SH   DFND 1 1,595,329 0 0
SUPERIOR GROUP OF COS INC COM 868358102 1,466 83,063 SH   DFND 1 83,063 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 1,120 233,014 SH   DFND 1 233,014 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 209 43,527 SH   DFND 1 2 43,527 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 19,537 588,118 SH   DFND 1 588,118 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 4 141 SH   DFND 1 2 141 0 0
SUPPORT.COM INC COM NEW 86858W200 275 111,827 SH   DFND 1 111,827 0 0
SURFACE ONCOLOGY INC COM 86877M209 494 116,745 SH   DFND 1 116,745 0 0
SURGERY PARTNERS INC COM 86881A100 2,166 221,341 SH   DFND 1 221,341 0 0
SURMODICS INC COM 868873100 10,727 226,981 SH   DFND 1 226,981 0 0
SURMODICS INC COM 868873100 231 4,901 SH   DFND 1 2 4,901 0 0
SUTRO BIOPHARMA INC COM 869367102 456 50,601 SH   DFND 1 50,601 0 0
SVB FINANCIAL GROUP COM 78486Q101 135,307 713,667 SH   DFND 1 710,876 0 2,791
SVMK INC COM 78489X103 3,057 249,165 SH   DFND 1 249,165 0 0
SWISS HELVETIA FUND COM 870875101 1,821 263,946 SH   DFND 1 2 263,946 0 0
SWITCH INC - A CL A 87105L104 2,507 358,217 SH   DFND 1 358,217 0 0
SYKES ENTERPRISES INC COM 871237103 16,096 650,908 SH   DFND 1 650,908 0 0
SYMANTEC CORP COM 871503108 162,301 8,604,002 SH   DFND 1 8,537,722 0 66,280
SYMANTEC CORP COM 871503108 292 15,459 SH   DFND 1 2 15,459 0 0
SYNACOR INC COM 871561106 238 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 1,332 80,340 SH   DFND 1 80,340 0 0
SYNAPTICS INC COM 87157D109 20,028 538,257 SH   DFND 1 531,093 0 7,164
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,073 337,668 SH   DFND 1 337,668 0 0
SYNCHRONY FINANCIAL COM 87165B103 241,158 10,294,871 SH   DFND 1 10,255,495 0 39,376
SYNCHRONY FINANCIAL COM 87165B103 1,256 53,576 SH   DFND 1 2 53,576 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 801 180,199 SH   DFND 1 180,199 0 0
SYNEOS HEALTH INC CL A 87166B102 29,029 737,730 SH   DFND 1 725,127 0 12,603
SYNEOS HEALTH INC CL A 87166B102 32 837 SH   DFND 1 2 837 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 84 745,761 SH   DFND 1 745,761 0 0
SYNLOGIC INC COM 87166L100 1,087 155,161 SH   DFND 1 155,161 0 0
SYNNEX CORP COM 87162W100 44,202 546,788 SH   DFND 1 538,213 0 8,575
SYNNEX CORP COM 87162W100 100 1,247 SH   DFND 1 2 1,247 0 0
SYNOPSYS INC COM 871607107 188,739 2,243,902 SH   DFND 1 2,229,090 0 14,812
SYNOPSYS INC COM 871607107 36 433 SH   DFND 1 2 433 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 51,358 1,605,463 SH   DFND 1 1,571,153 0 34,310
SYNOVUS FINANCIAL CORP COM NEW 87161C501 328 10,272 SH   DFND 1 2 10,272 0 0
SYNTHESIS ENERGY SYSTEMS INC COM NEW 871628202 39 55,329 SH   DFND 1 55,329 0 0
SYNTHETIC BIOLOGICS INC COM NEW 87164U201 9 17,633 SH   DFND 1 17,633 0 0
SYPRIS SOLUTIONS INC COM 871655106 39 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 1,390 249,668 SH   DFND 1 249,668 0 0
SYSCO CORP COM 871829107 396,070 6,331,895 SH   DFND 1 6,306,327 0 25,568
SYSTEMAX INC COM 871851101 4,971 208,082 SH   DFND 1 208,082 0 0
T ROWE PRICE GROUP INC COM 74144T108 317,047 3,439,749 SH   DFND 1 3,426,887 0 12,862
T2 BIOSYSTEMS INC COM 89853L104 1,130 375,582 SH   DFND 1 375,582 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 80,854 673,789 SH   DFND 1 673,789 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 674 5,620 SH   DFND 1 2 5,620 0 0
TABULA RASA HEALTHCARE INC COM 873379101 12,034 188,750 SH   DFND 1 188,750 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 8,820 193,645 SH   DFND 1 193,645 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 88 1,953 SH   DFND 1 2 1,953 0 0
TAHOE RESOURCES INC COM 873868103 3,954 1,083,482 SH   DFND 1 1,083,482 0 0
TAILORED BRANDS INC COM 87403A107 9,895 725,493 SH   DFND 1 724,563 0 930
TAILORED BRANDS INC COM 87403A107 63 4,662 SH   DFND 1 2 4,662 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 744 20,162 SH   DFND 1 16,064 0 4,098
TAKEDA PHARMACEUTIC-SP ADR SPONSORED ADS 874060205 795 47,323 SH   DFND 1 45,603 0 1,720
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 159,151 1,548,646 SH   DFND 1 1,537,076 0 11,570
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 17,711 668,726 SH   DFND 1 668,116 0 610
TALEND SA - ADR ADS 874224207 811 21,874 SH   DFND 1 21,874 0 0
TALOS ENERGY INC COM 87484T108 3,619 221,803 SH   DFND 1 221,803 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 24,589 647,594 SH   DFND 1 647,594 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 25,968 1,284,322 SH   DFND 1 1,264,913 0 19,409
TANTECH HOLDINGS LTD COM G8675X107 54 31,503 SH   DFND 1 31,503 0 0
TAOPING INC COM G8675V101 24 20,266 SH   DFND 1 20,266 0 0
TAPESTRY INC COM 876030107 147,052 4,363,702 SH   DFND 1 4,347,163 0 16,539
TAPESTRY INC COM 876030107 1,169 34,650 SH   DFND 1 2 34,650 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 173 27,518 SH   DFND 1 27,518 0 0
TARGA RESOURCES CORP COM 87612G101 85,752 2,377,266 SH   DFND 1 2,376,415 0 851
TARGET CORP COM 87612E106 460,586 6,978,405 SH   DFND 1 6,949,387 0 29,018
TARGET CORP COM 87612E106 141 2,144 SH   DFND 1 2 2,144 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 28 339 SH   DFND 1 339 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 585 6,916 SH   DFND 1 2 6,916 0 0
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 40 3,321 SH   DFND 1 2,628 0 693
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 196 16,167 SH   DFND 1 2 16,167 0 0
TAUBMAN CENTERS INC COM 876664103 34,349 755,110 SH   DFND 1 742,475 0 12,635
TAYLOR MORRISON HOME CORP-A CL A 87724P106 24,817 1,560,825 SH   DFND 1 1,560,661 0 164
TAYLOR MORRISON HOME CORP-A CL A 87724P106 205 12,911 SH   DFND 1 2 12,911 0 0
TCF FINANCIAL CORP COM 872275102 32,447 1,664,815 SH   DFND 1 1,630,298 0 34,517
TCF FINANCIAL CORP COM 872275102 438 22,477 SH   DFND 1 2 22,477 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 116,046 2,372,048 SH   DFND 1 2,372,048 0 0
TE CONNECTIVITY LTD REG SHS H84989104 287,667 3,810,379 SH   DFND 1 3,792,399 0 17,980
TEAM INC COM 878155100 4,607 314,528 SH   DFND 1 314,528 0 0
TECH DATA CORP COM 878237106 42,837 523,620 SH   DFND 1 515,898 0 7,722
TECH DATA CORP COM 878237106 856 10,474 SH   DFND 1 2 10,474 0 0
TECHNIPFMC PLC COM G87110105 97,077 4,967,665 SH   DFND 1 4,945,364 0 22,301
TECHTARGET COM 87874R100 81 6,640 SH   DFND 1 2 6,640 0 0
TECHTARGET COM 87874R100 3,106 254,384 SH   DFND 1 252,587 0 1,797
TECK RESOURCES LTD-CLS B CL B 878742204 260 12,075 SH   DFND 1 11,633 0 442
TECNOGLASS INC SHS G87264100 335 41,545 SH   DFND 1 41,545 0 0
TEEKAY CORP COM Y8564W103 820 245,755 SH   DFND 1 245,755 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 620 668,939 SH   DFND 1 668,939 0 0
TEGNA INC COM 87901J105 26,105 2,401,589 SH   DFND 1 2,356,069 0 45,520
TEGNA INC COM 87901J105 5 521 SH   DFND 1 2 521 0 0
TEJON RANCH CO COM 879080109 3,978 239,932 SH   DFND 1 239,932 0 0
TELADOC HEALTH INC COM 87918A105 36,146 729,201 SH   DFND 1 729,201 0 0
TELARIA INC COM 879181105 836 306,335 SH   DFND 1 306,335 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 217 39,275 SH   DFND 1 39,143 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 78,639 379,773 SH   DFND 1 371,933 0 7,840
TELEFLEX INC COM 879369106 106,085 410,714 SH   DFND 1 401,172 0 9,542
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 825 97,615 SH   DFND 1 95,559 0 2,056
TELENAV INC COM 879455103 1,293 318,613 SH   DFND 1 318,613 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 46,188 1,419,450 SH   DFND 1 1,400,215 0 19,235
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 70 2,172 SH   DFND 1 2 2,172 0 0
TELIGENT INC COM 87960W104 656 479,485 SH   DFND 1 479,485 0 0
TELLURIAN INC COM 87968A104 7,810 1,123,881 SH   DFND 1 1,123,881 0 0
TELUS CORP COMSTK 87971M103 16,807 508,484 SH   DFND 1 508,484 0 0
TEMPLETON DRAGON FUND INC COM 88018T101 230 13,558 SH   DFND 1 2 13,558 0 0
TEMPLETON EMERG MKTS INC FD COM 880192109 683 71,055 SH   DFND 1 2 71,055 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 17,873 431,733 SH   DFND 1 422,260 0 9,473
TENABLE HOLDINGS INC COM 88025T102 4,171 187,975 SH   DFND 1 187,975 0 0
TENARIS SA-ADR SPONSORED ADR 88031M109 243 11,430 SH   DFND 1 11,430 0 0
TENARIS SA-ADR SPONSORED ADR 88031M109 80 3,778 SH   DFND 1 2 3,778 0 0
TENAX THERAPEUTICS INC COM NEW 88032L209 33 27,658 SH   DFND 1 27,658 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 16,436 958,973 SH   DFND 1 941,794 0 17,179
TENET HEALTHCARE CORP COM NEW 88033G407 31 1,832 SH   DFND 1 2 1,832 0 0
TENGASCO INC COM PAR 88033R502 70 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 9,815 188,354 SH   DFND 1 188,354 0 0
TENNECO INC-CLASS A CL A VTG COM STK 880349105 18,979 692,928 SH   DFND 1 692,928 0 0
TENNECO INC-CLASS A CL A VTG COM STK 880349105 157 5,763 SH   DFND 1 2 5,763 0 0
TERADATA CORP COM 88076W103 42,924 1,118,979 SH   DFND 1 1,094,520 0 24,459
TERADYNE INC COM 880770102 58,330 1,858,833 SH   DFND 1 1,821,775 0 37,058
TEREX CORP COM 880779103 17,910 649,631 SH   DFND 1 636,205 0 13,426
TEREX CORP COM 880779103 332 12,077 SH   DFND 1 2 12,077 0 0
TERNIUM SA-SPONSORED ADR SPON ADR 880890108 535 19,765 SH   DFND 1 2 19,765 0 0
TERRAFORM POWER INC - A COM CL A 88104R209 10,758 958,853 SH   DFND 1 958,853 0 0
TERRENO REALTY CORP COM 88146M101 21,692 616,792 SH   DFND 1 616,792 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,893 72,874 SH   DFND 1 72,874 0 0
TESARO INC COM 881569107 31,683 426,714 SH   DFND 1 426,714 0 0
TESLA INC COM 88160R101 367,990 1,106,574 SH   DFND 1 1,098,325 0 8,249
TESSCO TECHNOLOGIES INC COM 872386107 482 40,227 SH   DFND 1 40,227 0 0
TETRA TECH INC COM 88162G103 35,047 676,977 SH   DFND 1 676,977 0 0
TETRA TECH INC COM 88162G103 186 3,602 SH   DFND 1 2 3,602 0 0
TETRA TECHNOLOGIES INC COM 88162F105 2,119 1,261,576 SH   DFND 1 1,261,576 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 623 551,837 SH   DFND 1 551,837 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 6,317 7,000,000 PRN   DFND 1 2 7,000,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 47,132 3,062,774 SH   DFND 1 3,061,829 0 945
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 983 63,810 SH   DFND 1 2 63,810 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 26,814 524,855 SH   DFND 1 514,472 0 10,383
TEXAS INSTRUMENTS INC COM 882508104 1,219,017 12,919,752 SH   DFND 1 12,822,685 0 97,067
TEXAS INSTRUMENTS INC COM 882508104 87 927 SH   DFND 1 2 927 0 0
TEXAS ROADHOUSE INC COM 882681109 48,806 817,532 SH   DFND 1 803,763 0 13,769
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 965 96,960 SH   DFND 1 96,960 0 0
TEXTRON INC COM 883203101 144,079 3,138,430 SH   DFND 1 3,125,696 0 12,734
TEXTRON INC COM 883203101 278 6,064 SH   DFND 1 2 6,064 0 0
TFS FINANCIAL CORP COM 87240R107 13,418 831,928 SH   DFND 1 831,928 0 0
TG THERAPEUTICS INC COM 88322Q108 3,096 755,205 SH   DFND 1 755,205 0 0
THE BANK OF PRINCETON COM 064520109 1,608 57,638 SH   DFND 1 57,638 0 0
THERAPEUTICSMD INC COM 88338N107 8,405 2,206,185 SH   DFND 1 2,206,185 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 12,723 497,224 SH   DFND 1 497,224 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,094,013 4,897,714 SH   DFND 1 4,875,930 0 21,784
THERMON GROUP HOLDINGS INC COM 88362T103 6,825 336,569 SH   DFND 1 336,569 0 0
THESTREET INC COM 88368Q103 431 212,443 SH   DFND 1 212,443 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 7,587 787,120 SH   DFND 1 787,120 0 0
THL CREDIT INC COM 872438106 429 70,560 SH   DFND 1 2 70,560 0 0
THOMSON REUTERS CORP COM NEW 884903709 365 7,568 SH   DFND 1 7,478 0 90
THOMSON REUTERS CORP COMSTK 884903709 17,648 365,208 SH   DFND 1 365,208 0 0
THOR INDUSTRIES INC COM 885160101 27,874 536,055 SH   DFND 1 525,674 0 10,381
THOR INDUSTRIES INC COM 885160101 413 7,954 SH   DFND 1 2 7,954 0 0
THUNDER BRIDGE ACQ *W EXP 01/01/202 G8857R126 350 1,000,000 SH   DFND 1 2 1,000,000 0 0
TIBERIUS ACQUISITION CO-CW21 *W EXP 02/28/202 88633A115 65 212,714 SH   DFND 1 2 212,714 0 0
TIDEWATER INC COM 88642R109 6,112 319,511 SH   DFND 1 319,511 0 0
TIER REIT INC COM NEW 88650V208 14,840 719,389 SH   DFND 1 719,389 0 0
TIFFANY & CO COM 886547108 113,840 1,416,465 SH   DFND 1 1,410,479 0 5,986
TIFFANY & CO COM 886547108 112 1,401 SH   DFND 1 2 1,401 0 0
TILE SHOP HLDGS INC COM 88677Q109 2,426 442,747 SH   DFND 1 442,747 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 2,568 236,531 SH   DFND 1 236,531 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 7 733 SH   DFND 1 2 733 0 0
TIMBERLAND BANCORP INC COM 887098101 1,471 66,007 SH   DFND 1 66,007 0 0
TIMBERLAND BANCORP INC COM 887098101 34 1,544 SH   DFND 1 2 1,544 0 0
TIMKEN CO COM 887389104 26,105 699,492 SH   DFND 1 685,193 0 14,299
TIMKEN CO COM 887389104 115 3,085 SH   DFND 1 2 3,085 0 0
TIMKENSTEEL CORP COM 887399103 3,691 422,420 SH   DFND 1 422,420 0 0
TIPTREE INC COM 88822Q103 1,538 275,164 SH   DFND 1 275,164 0 0
TISI 5 08/01/23 NOTE 5.000% 8/0 878155AE0 10,387 10,450,000 PRN   DFND 1 2 10,450,000 0 0
TITAN INTERNATIONAL INC COM 88830M102 2,415 518,437 SH   DFND 1 518,437 0 0
TITAN MACHINERY INC COM 88830R101 2,724 207,190 SH   DFND 1 207,190 0 0
TITAN PHARMACEUTICALS INC D COM COM NEW 888314507 76 341,474 SH   DFND 1 341,474 0 0
TIVITY HEALTH INC COM 88870R102 15,701 632,872 SH   DFND 1 632,872 0 0
TIVITY HEALTH INC COM 88870R102 1,334 53,797 SH   DFND 1 2 53,797 0 0
TIVO CORP COM 88870P106 13,678 1,453,661 SH   DFND 1 1,453,299 0 362
TJX COMPANIES INC COM 872540109 792,161 17,734,026 SH   DFND 1 17,669,163 0 64,863
T-MOBILE US INC COM 872590104 208,191 3,275,085 SH   DFND 1 3,235,184 0 39,901
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 5,155 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TOCAGEN INC COM 888846102 1,738 211,795 SH   DFND 1 211,795 0 0
TOLL BROTHERS INC COM 889478103 49,917 1,515,871 SH   DFND 1 1,487,836 0 28,035
TOLL BROTHERS INC COM 889478103 328 9,966 SH   DFND 1 2 9,966 0 0
TOMPKINS FINANCIAL CORP COM 890110109 10,732 143,077 SH   DFND 1 143,077 0 0
TONIX PHARMACEUTICALS HOLDIN COM NEW 890260508 36 16,399 SH   DFND 1 16,399 0 0
TOOTSIE ROLL INDS COM 890516107 6,902 206,674 SH   DFND 1 202,842 0 3,832
TOPBUILD CORP COM 89055F103 16,672 370,497 SH   DFND 1 370,409 0 88
TORCHLIGHT ENERGY RESOURCES COM 89102U103 191 339,206 SH   DFND 1 339,206 0 0
TORCHMARK CORP COM 891027104 108,385 1,456,576 SH   DFND 1 1,451,197 0 5,379
TORCHMARK CORP COM 891027104 35 475 SH   DFND 1 2 475 0 0
TORO CO COM 891092108 60,131 1,076,076 SH   DFND 1 1,053,881 0 22,195
TORONTO-DOMINION BANK COM NEW 891160509 1,053 21,181 SH   DFND 1 20,226 0 955
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 2,741 52,536 SH   DFND 1 52,536 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 174,581 2,151,457 SH   DFND 1 2,142,370 0 9,087
TOTAL SYSTEM SERVICES INC COM 891906109 35 440 SH   DFND 1 2 440 0 0
TOWER INTERNATIONAL INC COM 891826109 5,245 220,387 SH   DFND 1 220,387 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 938 63,689 SH   DFND 1 63,689 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 132 8,999 SH   DFND 1 2 8,999 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 1,504 235,080 SH   DFND 1 235,080 0 0
TOWNE BANK COM 89214P109 18,932 790,500 SH   DFND 1 790,500 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 170 41,756 SH   DFND 1 41,756 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 81 19,982 SH   DFND 1 2 19,982 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 2,239 19,291 SH   DFND 1 18,086 0 1,205
TPG RE FINANCE TRUST INC COM 87266M107 8,249 451,281 SH   DFND 1 451,281 0 0
TPI COMPOSITES INC COM 87266J104 5,196 211,404 SH   DFND 1 211,404 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 35 56,974 SH   DFND 1 56,974 0 0
TRACTOR SUPPLY COMPANY COM 892356106 160,848 1,930,458 SH   DFND 1 1,923,972 0 6,486
TRACTOR SUPPLY COMPANY COM 892356106 101 1,217 SH   DFND 1 2 1,217 0 0
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 45,376 390,975 SH   DFND 1 390,975 0 0
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 133 1,148 SH   DFND 1 2 1,148 0 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 22 35,758 SH   DFND 1 35,758 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 342 38,158 SH   DFND 1 38,158 0 0
TRANSALTA CORP COMSTK 89346D107 195 47,751 SH   DFND 1 47,751 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 101 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COM 89353D107 332 9,301 SH   DFND 1 9,301 0 0
TRANSCANADA CORP COMSTK 89353D107 30,836 858,579 SH   DFND 1 858,579 0 0
TRANSCAT INC COM 893529107 580 30,504 SH   DFND 1 30,504 0 0
TRANSCONTINENTAL REALTY INV COM NEW 893617209 792 27,993 SH   DFND 1 27,993 0 0
TRANSDIGM GROUP INC COM 893641100 205,851 606,428 SH   DFND 1 603,884 0 2,544
TRANSENTERIX INC COM NEW 89366M201 4,117 1,821,799 SH   DFND 1 1,817,126 0 4,673
TRANSGLOBE ENERGY CORP COM 893662106 143 77,310 SH   DFND 1 77,310 0 0
TRANSGLOBE ENERGY CORP COMSTK 893662106 54 29,322 SH   DFND 1 2 29,322 0 0
TRANSLATE BIO INC COM 89374L104 880 117,432 SH   DFND 1 117,432 0 0
TRANSOCEAN LTD REG SHS H8817H100 34,552 4,978,814 SH   DFND 1 4,874,132 0 104,682
TRANSUNION COM 89400J107 88,240 1,554,727 SH   DFND 1 1,554,727 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 96 25,541 SH   DFND 1 25,541 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 37 9,930 SH   DFND 1 2 9,930 0 0
TRAVELERS COS INC/THE COM 89417E109 385,607 3,226,157 SH   DFND 1 3,211,413 0 14,744
TRAVELPORT WORLDWIDE LTD SHS G9019D104 21,250 1,360,491 SH   DFND 1 1,360,491 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 133 8,526 SH   DFND 1 2 8,526 0 0
TRAVELZOO COM NEW 89421Q205 600 61,096 SH   DFND 1 61,096 0 0
TRECORA RESOURCES COM 894648104 1,404 180,086 SH   DFND 1 180,086 0 0
TREDEGAR CORP COM 894650100 4,546 286,641 SH   DFND 1 286,641 0 0
TREDEGAR CORP COM 894650100 95 6,000 SH   DFND 1 2 6,000 0 0
TREEHOUSE FOODS INC COM 89469A104 27,605 544,375 SH   DFND 1 532,788 0 11,587
TREVENA INC COM 89532E109 205 477,007 SH   DFND 1 477,007 0 0
TREX COMPANY INC COM 89531P105 36,990 623,148 SH   DFND 1 623,148 0 0
TRI POINTE GROUP INC COM 87265H109 16,384 1,499,044 SH   DFND 1 1,469,617 0 29,427
TRI POINTE GROUP INC COM 87265H109 202 18,551 SH   DFND 1 2 18,551 0 0
TRIBUNE MEDIA CO - A CL A 896047503 38,117 839,961 SH   DFND 1 839,961 0 0
TRIBUNE MEDIA CO - A CL A 896047503 768 16,926 SH   DFND 1 2 16,926 0 0
TRIBUNE PUBLISHING CO COM 89609W107 2,793 246,342 SH   DFND 1 246,342 0 0
TRICIDA INC COM 89610F101 4,454 188,925 SH   DFND 1 188,925 0 0
TRICO BANCSHARES COM 896095106 10,584 313,247 SH   DFND 1 313,247 0 0
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 45 26,627 SH   DFND 1 26,627 0 0
TRIMAS CORP COM NEW 896215209 14,319 524,716 SH   DFND 1 524,716 0 0
TRIMBLE INC COM 896239100 87,463 2,659,331 SH   DFND 1 2,607,385 0 51,946
TRIMBLE INC COM 896239100 34 1,045 SH   DFND 1 2 1,045 0 0
TRINET GROUP INC COM 896288107 25,498 607,825 SH   DFND 1 607,825 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 31 13,909 SH   DFND 1 13,909 0 0
TRINITY INDUSTRIES INC COM 896522109 29,158 1,416,160 SH   DFND 1 1,385,886 0 30,274
TRINITY PLACE HOLDINGS INC COM 89656D101 468 107,854 SH   DFND 1 107,854 0 0
TRINSEO SA SHS L9340P101 24,316 531,160 SH   DFND 1 531,160 0 0
TRINSEO SA SHS L9340P101 593 12,961 SH   DFND 1 2 12,961 0 0
TRIPADVISOR INC COM 896945201 226 4,204 SH   DFND 1 2 4,204 0 0
TRIPADVISOR INC COM 896945201 81,296 1,509,515 SH   DFND 1 1,504,148 0 5,367
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 5,754 330,914 SH   DFND 1 330,287 0 627
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 81 4,697 SH   DFND 1 2 4,697 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 5,358 275,340 SH   DFND 1 275,340 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 18,741 603,201 SH   DFND 1 603,201 0 0
TRIUMPH BANCORP INC COM 89679E300 8,143 274,200 SH   DFND 1 274,200 0 0
TRIUMPH GROUP INC COM 896818101 5,942 516,706 SH   DFND 1 516,329 0 377
TRONOX LTD-CL A SHS CL A Q9235V101 9,406 1,209,046 SH   DFND 1 1,208,791 0 255
TRONOX LTD-CL A SHS CL A Q9235V101 458 58,953 SH   DFND 1 2 58,953 0 0
TROVAGENE INC COM PAR 897238408 52 99,482 SH   DFND 1 99,482 0 0
TRUEBLUE INC COM 89785X101 10,604 476,619 SH   DFND 1 476,619 0 0
TRUEBLUE INC COM 89785X101 290 13,077 SH   DFND 1 2 13,077 0 0
TRUECAR INC COM 89785L107 9,043 998,228 SH   DFND 1 998,228 0 0
TRUPANION INC COM 898202106 7,395 290,477 SH   DFND 1 290,477 0 0
TRUSTCO BANK CORP NY COM 898349105 7,532 1,098,082 SH   DFND 1 1,098,082 0 0
TRUSTMARK CORP COM 898402102 21,847 768,479 SH   DFND 1 754,597 0 13,882
TSLA 1.25 03/01/21 NOTE 1.250% 3/0 88160RAC5 8,424 7,500,000 PRN   DFND 1 2 7,500,000 0 0
TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 5,438 2,500,000 PRN   DFND 1 2 2,500,000 0 0
TTEC HOLDINGS INC COM 89854H102 5,650 197,792 SH   DFND 1 197,792 0 0
TTM TECHNOLOGIES COM 87305R109 13,485 1,385,979 SH   DFND 1 1,385,979 0 0
TUCOWS INC-CLASS A COM NEW 898697206 2,608 43,426 SH   DFND 1 43,426 0 0
TUESDAY MORNING CORP COM NEW 899035505 449 264,276 SH   DFND 1 264,276 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 89 18,382 SH   DFND 1 18,382 0 0
TUPPERWARE BRANDS CORP COM 899896104 16,487 522,256 SH   DFND 1 511,666 0 10,590
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 9 1,621 SH   DFND 1 0 0 1,621
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 317 56,522 SH   DFND 1 2 56,522 0 0
TURNING POINT BRANDS INC COM 90041L105 2,693 98,941 SH   DFND 1 98,941 0 0
TURQUOISE HILL RESOURCES LTD COM 900435108 41 25,229 SH   DFND 1 23,476 0 1,753
TURTLE BEACH CORP COM NEW 900450206 1,122 78,675 SH   DFND 1 78,454 0 221
TURTLE BEACH CORP COM NEW 900450206 14 1,050 SH   DFND 1 2 1,050 0 0
TUTOR PERINI CORP COM 901109108 6,756 423,044 SH   DFND 1 423,044 0 0
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 320,130 6,711,543 SH   DFND 1 6,648,261 0 63,282
TWENTY-FIRST CENTURY FOX-A CL A 90130A101 656,632 13,669,016 SH   DFND 1 13,562,746 0 106,270
TWILIO INC - A CL A 90138F102 68,994 772,614 SH   DFND 1 772,060 0 554
TWILIO INC - A CL A 90138F102 135 1,516 SH   DFND 1 2 1,516 0 0
TWIN DISC INC COM 901476101 1,483 100,577 SH   DFND 1 100,577 0 0
TWIST BIOSCIENCE CORP COM 90184D100 1,717 74,388 SH   DFND 1 74,388 0 0
TWITTER INC COM 90184L102 262,033 9,133,563 SH   DFND 1 9,095,057 0 38,506
TWO HARBORS INVESTMENT CORP COM NEW 90187B408 32,471 2,528,931 SH   DFND 1 2,524,566 0 4,365
TWO RIVER BANCORP COM 90207C105 713 46,775 SH   DFND 1 46,775 0 0
TYLER TECHNOLOGIES INC COM 902252105 67,753 364,620 SH   DFND 1 356,590 0 8,030
TYME TECHNOLOGIES INC COM 90238J103 2,544 689,612 SH   DFND 1 689,612 0 0
TYSON FOODS INC-CL A CL A 902494103 241,023 4,520,227 SH   DFND 1 4,504,613 0 15,614
TYSON FOODS INC-CL A CL A 902494103 411 7,715 SH   DFND 1 2 7,715 0 0
U S ENERGY CORP - WYOMING COM NEW 911805208 12 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 65 59,912 SH   DFND 1 59,912 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 15,011 146,667 SH   DFND 1 146,667 0 0
UBIQUITI NETWORKS INC COM 90347A100 23,796 239,375 SH   DFND 1 239,375 0 0
UBS GROUP AG-REG SHS H42097107 134 10,839 SH   DFND 1 7,544 0 3,295
UDR INC COM 902653104 180,909 4,572,291 SH   DFND 1 4,557,849 0 14,442
UFP TECHNOLOGIES INC COM 902673102 2,003 66,693 SH   DFND 1 66,693 0 0
UGI CORP COM 902681105 121,505 2,278,576 SH   DFND 1 2,242,617 0 35,959
ULTA BEAUTY INC COM 90384S303 204,862 838,003 SH   DFND 1 832,239 0 5,764
ULTA BEAUTY INC COM 90384S303 131 539 SH   DFND 1 2 539 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 77,169 315,144 SH   DFND 1 308,677 0 6,467
ULTRA CLEAN HOLDINGS INC COM 90385V107 3,541 418,104 SH   DFND 1 418,104 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 1,575 2,072,925 SH   DFND 1 2,072,925 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 24,706 568,230 SH   DFND 1 568,230 0 0
ULTRALIFE CORP COM 903899102 477 70,804 SH   DFND 1 70,804 0 0
UMB FINANCIAL CORP COM 902788108 33,550 550,276 SH   DFND 1 540,987 0 9,289
UMH PROPERTIES INC COM 903002103 4,503 380,343 SH   DFND 1 380,343 0 0
UMPQUA HOLDINGS CORP COM 904214103 37,050 2,330,222 SH   DFND 1 2,282,889 0 47,333
UMPQUA HOLDINGS CORP COM 904214103 226 14,252 SH   DFND 1 2 14,252 0 0
UNDER ARMOUR INC-CLASS A CL A 904311107 42,551 2,412,785 SH   DFND 1 2,402,841 0 9,944
UNDER ARMOUR INC-CLASS C CL C 904311206 39,629 2,454,709 SH   DFND 1 2,443,837 0 10,872
UNIFI INC COM NEW 904677200 3,898 170,706 SH   DFND 1 170,706 0 0
UNIFIRST CORP/MA COM 904708104 26,277 183,667 SH   DFND 1 183,667 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,059 19,696 SH   DFND 1 17,968 0 1,728
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1,823 34,902 SH   DFND 1 32,990 0 1,912
UNION BANKSHARES CORP COM 90539J109 19,742 699,351 SH   DFND 1 699,351 0 0
UNION BANKSHARES INC /VT COM 905400107 2,088 43,745 SH   DFND 1 43,745 0 0
UNION PACIFIC CORP COM 907818108 1,330,344 9,639,605 SH   DFND 1 9,598,801 0 40,804
UNION PACIFIC CORP COM 907818108 57 414 SH   DFND 1 2 414 0 0
UNIQURE NV SHS N90064101 1,021 35,445 SH   DFND 1 35,445 0 0
UNISYS CORP COM NEW 909214306 6,018 517,493 SH   DFND 1 515,916 0 1,577
UNIT CORP COM 909218109 8,044 563,315 SH   DFND 1 563,315 0 0
UNITED BANCORP INC/OHIO COM 909911109 464 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 36,927 1,186,991 SH   DFND 1 1,164,514 0 22,477
UNITED COMMUNITY BANKS/GA COM 90984P303 19,337 901,089 SH   DFND 1 901,089 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 4,899 553,565 SH   DFND 1 553,565 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 283,644 3,391,763 SH   DFND 1 3,366,791 0 24,972
UNITED CONTINENTAL HOLDINGS COM 910047109 251 3,001 SH   DFND 1 2 3,001 0 0
UNITED FINANCIAL BANCORP INC COM 910304104 8,746 595,009 SH   DFND 1 595,009 0 0
UNITED FIRE GROUP INC COM 910340108 13,902 250,720 SH   DFND 1 250,720 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 4,455 268,057 SH   DFND 1 268,057 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 23 12,866 SH   DFND 1 0 0 12,866
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 1,237 691,134 SH   DFND 1 2 691,134 0 0
UNITED NATURAL FOODS INC COM 911163103 7,067 667,399 SH   DFND 1 667,399 0 0
UNITED PARCEL SERVICE-CL B CL B 911312106 779,533 8,006,894 SH   DFND 1 7,969,433 0 37,461
UNITED PARCEL SERVICE-CL B CL B 911312106 154 1,582 SH   DFND 1 2 1,582 0 0
UNITED RENTALS INC COM 911363109 108,870 1,063,699 SH   DFND 1 1,059,448 0 4,251
UNITED RENTALS INC COM 911363109 10 98 SH   DFND 1 2 98 0 0
UNITED SECURITY BANCSHARE/CA COM 911460103 707 73,803 SH   DFND 1 73,803 0 0
UNITED STATES ANTIMONY CORP COM 911549103 96 166,130 SH   DFND 1 166,130 0 0
UNITED STATES LIME & MINERAL COM 911922102 1,722 24,265 SH   DFND 1 24,265 0 0
UNITED STATES STEEL CORP COM 912909108 33,612 1,842,817 SH   DFND 1 1,806,135 0 36,682
UNITED STATES STEEL CORP COM 912909108 27 1,511 SH   DFND 1 2 1,511 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,053,051 9,906,682 SH   DFND 1 9,861,585 0 45,097
UNITED TECHNOLOGIES CORP COM 913017109 2,069 19,431 SH   DFND 1 2 19,431 0 0
UNITED THERAPEUTICS CORP COM 91307C102 64,832 595,615 SH   DFND 1 586,596 0 9,019
UNITEDHEALTH GROUP INC COM 91324P102 2,882,666 11,592,107 SH   DFND 1 11,539,637 0 52,470
UNITEDHEALTH GROUP INC COM 91324P102 322 1,294 SH   DFND 1 2 1,294 0 0
UNITI GROUP INC COM 91325V108 30,015 1,927,806 SH   DFND 1 1,889,739 0 38,067
UNITIL CORP COM 913259107 9,384 185,311 SH   DFND 1 185,311 0 0
UNITY BANCORP INC COM 913290102 1,962 94,546 SH   DFND 1 94,546 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 2,365 145,488 SH   DFND 1 145,488 0 0
UNIVAR INC COM 91336L107 19,249 1,085,086 SH   DFND 1 1,085,086 0 0
UNIVAR INC COM 91336L107 389 21,949 SH   DFND 1 2 21,949 0 0
UNIVERSAL CORP/VA COM 913456109 14,318 264,417 SH   DFND 1 264,417 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 40,413 431,907 SH   DFND 1 423,135 0 8,772
UNIVERSAL ELECTRONICS INC COM 913483103 4,003 158,374 SH   DFND 1 158,374 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 19,027 732,941 SH   DFND 1 732,941 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 11,189 182,332 SH   DFND 1 182,332 0 0
UNIVERSAL HEALTH SERVICES-B CL B 913903100 137,152 1,178,604 SH   DFND 1 1,174,135 0 4,469
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 16,434 433,392 SH   DFND 1 432,620 0 772
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 2,250 124,424 SH   DFND 1 124,424 0 0
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 8 458 SH   DFND 1 2 458 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,466 90,491 SH   DFND 1 90,491 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 426 116,958 SH   DFND 1 116,958 0 0
UNIVEST FINANCIAL CORP COM 915271100 7,331 339,871 SH   DFND 1 339,071 0 800
UNUM GROUP COM 91529Y106 96,150 3,277,548 SH   DFND 1 3,265,594 0 11,954
UNUM GROUP COM 91529Y106 1,961 66,776 SH   DFND 1 2 66,776 0 0
UNUM THERAPEUTICS INC COM 903214104 583 132,565 SH   DFND 1 132,565 0 0
UPLAND SOFTWARE INC COM 91544A109 5,167 190,129 SH   DFND 1 189,195 0 934
UPWORK INC COM 91688F104 10,383 573,335 SH   DFND 1 573,335 0 0
UQM TECHNOLOGIES INC COM 903213106 153 180,636 SH   DFND 1 180,636 0 0
URANIUM ENERGY CORP COM 916896103 2,282 1,826,042 SH   DFND 1 1,826,042 0 0
URBAN EDGE PROPERTIES COM 91704F104 26,012 1,565,125 SH   DFND 1 1,541,477 0 23,648
URBAN ONE INC CL D NON VTG 91705J204 266 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 30,917 931,239 SH   DFND 1 915,648 0 15,591
URBAN OUTFITTERS INC COM 917047102 388 11,709 SH   DFND 1 2 11,709 0 0
UROGEN PHARMA LTD COM M96088105 349 8,125 SH   DFND 1 8,125 0 0
URSTADT BIDDLE - CLASS A CL A 917286205 6,822 354,974 SH   DFND 1 354,974 0 0
URSTADT BIDDLE - CLASS A CL A 917286205 59 3,085 SH   DFND 1 2 3,085 0 0
US AUTO PARTS NETWORK INC COM 90343C100 98 108,294 SH   DFND 1 108,294 0 0
US BANCORP COM NEW 902973304 835,766 18,322,754 SH   DFND 1 18,238,718 0 84,036
US CELLULAR CORP COM 911684108 8,559 164,693 SH   DFND 1 164,693 0 0
US CONCRETE INC COM NEW 90333L201 6,356 180,176 SH   DFND 1 180,176 0 0
US ECOLOGY INC COM 91732J102 16,025 254,447 SH   DFND 1 254,447 0 0
US FOODS HOLDING CORP COM 912008109 76,867 2,429,452 SH   DFND 1 2,429,452 0 0
US FOODS HOLDING CORP COM 912008109 660 20,868 SH   DFND 1 2 20,868 0 0
US SILICA HOLDINGS INC COM 90346E103 8,200 805,557 SH   DFND 1 805,366 0 191
US WELL SERVICES INC CL A 91274U101 343 52,849 SH   DFND 1 52,849 0 0
US WELL SERVICES INC CL A 91274U101 650 100,000 SH   DFND 1 2 100,000 0 0
US XPRESS ENTERPRISES INC -A COM CL A 90338N202 1,153 205,563 SH   DFND 1 205,563 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 2,511 645,659 SH   DFND 1 645,659 0 0
USA TRUCK INC COM 902925106 1,354 90,457 SH   DFND 1 89,564 0 893
USA TRUCK INC COM 902925106 277 18,562 SH   DFND 1 2 18,562 0 0
USANA HEALTH SCIENCES INC COM 90328M107 22,928 194,755 SH   DFND 1 194,755 0 0
USANA HEALTH SCIENCES INC COM 90328M107 502 4,266 SH   DFND 1 2 4,266 0 0
USG CORP COM NEW 903293405 34,789 815,516 SH   DFND 1 815,516 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 3,804 45,798 SH   DFND 1 45,798 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 324 3,909 SH   DFND 1 2 3,909 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 57 21,290 SH   DFND 1 21,290 0 0
VAALCO ENERGY INC COM NEW 91851C201 551 374,992 SH   DFND 1 374,992 0 0
VAALCO ENERGY INC COM NEW 91851C201 12 8,816 SH   DFND 1 2 8,816 0 0
VAIL RESORTS INC COM 91879Q109 83,184 394,837 SH   DFND 1 394,737 0 100
VALERITAS HOLDINGS INC COM NEW 91914N202 60 186,971 SH   DFND 1 186,971 0 0
VALERO ENERGY CORP COM 91913Y100 411,806 5,502,575 SH   DFND 1 5,478,403 0 24,172
VALERO ENERGY CORP COM 91913Y100 245 3,279 SH   DFND 1 2 3,279 0 0
VALHI INC COM 918905100 626 324,584 SH   DFND 1 324,584 0 0
VALLEY NATIONAL BANCORP COM 919794107 33,198 3,738,551 SH   DFND 1 3,667,972 0 70,579
VALMONT INDUSTRIES COM 920253101 24,264 218,696 SH   DFND 1 214,126 0 4,570
VALUE LINE INC COM 920437100 572 21,999 SH   DFND 1 21,999 0 0
VALVOLINE INC COM 92047W101 36,577 1,890,328 SH   DFND 1 1,851,393 0 38,935
VANDA PHARMACEUTICALS INC COM 921659108 15,356 587,715 SH   DFND 1 587,715 0 0
VANDA PHARMACEUTICALS INC COM 921659108 232 8,911 SH   DFND 1 2 8,911 0 0
VANTAGE ENERGY ACQUISIT-CW24 *W EXP 04/12/202 92211L113 843 1,795,116 SH   DFND 1 2 1,795,116 0 0
VAPOTHERM INC COM 922107107 1,041 52,226 SH   DFND 1 52,226 0 0
VAREX IMAGING CORP COM 92214X106 10,287 434,423 SH   DFND 1 434,423 0 0
VAREX IMAGING CORP COM 92214X106 11 479 SH   DFND 1 2 479 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 142,347 1,258,331 SH   DFND 1 1,253,555 0 4,776
VARIAN MEDICAL SYSTEMS INC COM 92220P105 132 1,173 SH   DFND 1 2 1,173 0 0
VARONIS SYSTEMS INC COM 922280102 17,375 328,453 SH   DFND 1 328,453 0 0
VARONIS SYSTEMS INC COM 922280102 118 2,238 SH   DFND 1 2 2,238 0 0
VASCULAR BIOGENICS LTD COM M96883109 11 11,422 SH   DFND 1 11,422 0 0
VAXART INC COM NEW 92243A200 39 21,435 SH   DFND 1 21,435 0 0
VBI VACCINES INC COM NEW 91822J103 771 481,887 SH   DFND 1 481,887 0 0
VECTOR GROUP LTD COM 92240M108 10,654 1,095,046 SH   DFND 1 1,095,046 0 0
VECTOR GROUP LTD COM 92240M108 0 2 SH   DFND 1 2 2 0 0
VECTREN CORP COM 92240G101 58,485 812,523 SH   DFND 1 795,333 0 17,190
VECTRUS INC COM 92242T101 2,874 133,194 SH   DFND 1 132,842 0 352
VECTRUS INC COM 92242T101 49 2,286 SH   DFND 1 2 2,286 0 0
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 205 17,776 SH   DFND 1 16,193 0 1,583
VEECO INSTRUMENTS INC COM 922417100 4,186 564,931 SH   DFND 1 564,931 0 0
VEECO INSTRUMENTS INC COM 922417100 5 729 SH   DFND 1 2 729 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 116,080 1,300,377 SH   DFND 1 1,300,377 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 613 6,871 SH   DFND 1 2 6,871 0 0
VENATOR MATERIALS PLC SHS G9329Z100 1,580 377,224 SH   DFND 1 377,224 0 0
VENTAS INC COM 92276F100 337,172 5,762,889 SH   DFND 1 5,742,050 0 20,839
VEON LTD SPONSORED ADR 91822M106 2,323 992,859 SH   DFND 1 992,197 0 662
VEON LTD SPONSORED ADR 91822M106 1,800 769,286 SH   DFND 1 2 769,286 0 0
VEONEER INC COM 92336X109 14,451 613,138 SH   DFND 1 613,138 0 0
VERA BRADLEY INC COM 92335C106 2,207 257,642 SH   DFND 1 257,642 0 0
VERACYTE INC COM 92337F107 4,903 389,816 SH   DFND 1 389,816 0 0
VERACYTE INC COM 92337F107 16 1,321 SH   DFND 1 2 1,321 0 0
VERASTEM INC COM 92337C104 2,747 817,762 SH   DFND 1 817,762 0 0
VEREIT INC COM 92339V100 66,980 9,374,117 SH   DFND 1 9,354,515 0 19,602
VERICEL CORP COM 92346J108 8,638 496,490 SH   DFND 1 496,007 0 483
VERINT SYSTEMS INC COM 92343X100 31,814 751,930 SH   DFND 1 751,930 0 0
VERISIGN INC COM 92343E102 224,448 1,516,001 SH   DFND 1 1,504,739 0 11,262
VERISK ANALYTICS INC COM 92345Y106 248,551 2,283,158 SH   DFND 1 2,266,788 0 16,370
VERISK ANALYTICS INC COM 92345Y106 6 57 SH   DFND 1 2 57 0 0
VERITEX HOLDINGS INC COM 923451108 9,591 448,597 SH   DFND 1 447,780 0 817
VERITIV CORP COM 923454102 3,258 130,516 SH   DFND 1 130,516 0 0
VERITONE INC COM 92347M100 347 91,543 SH   DFND 1 91,543 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,059,273 54,509,996 SH   DFND 1 54,284,513 0 225,483
VERMILION ENERGY INC COMSTK 923725105 2,522 120,789 SH   DFND 1 120,789 0 0
VERMILLION INC COM NEW 92407M206 62 209,441 SH   DFND 1 209,441 0 0
VERRA MOBILITY CORP COM 92511U102 7,497 768,224 SH   DFND 1 768,224 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 300 36,906 SH   DFND 1 36,906 0 0
VERSO CORP - A CL A 92531L207 11,126 496,713 SH   DFND 1 494,998 0 1,715
VERSO CORP - A CL A 92531L207 44 1,997 SH   DFND 1 2 1,997 0 0
VERSUM MATERIALS INC COM 92532W103 28,948 1,044,328 SH   DFND 1 1,021,525 0 22,803
VERTEX ENERGY INC COM 92534K107 90 88,481 SH   DFND 1 88,481 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 505,892 3,058,684 SH   DFND 1 3,033,006 0 25,678
VERTEX PHARMACEUTICALS INC COM 92532F100 103 622 SH   DFND 1 2 622 0 0
VERU INC COM 92536C103 301 215,601 SH   DFND 1 215,601 0 0
VF CORP COM 918204108 332,381 4,666,595 SH   DFND 1 4,648,545 0 18,050
VF CORP COM 918204108 5 77 SH   DFND 1 2 77 0 0
VIACOM INC-CLASS A CL A 92553P102 1,473 52,987 SH   DFND 1 52,987 0 0
VIACOM INC-CLASS B CL B 92553P201 139,191 5,424,098 SH   DFND 1 5,405,056 0 19,042
VIACOM INC-CLASS B CL B 92553P201 378 14,721 SH   DFND 1 2 14,721 0 0
VIAD CORP COM NEW 92552R406 10,931 218,234 SH   DFND 1 218,234 0 0
VIASAT INC COM 92552V100 38,269 649,189 SH   DFND 1 637,587 0 11,602
VIAVI SOLUTIONS INC COM 925550105 25,610 2,548,290 SH   DFND 1 2,548,290 0 0
VICAL INC COM NEW 925602203 131 111,688 SH   DFND 1 111,688 0 0
VICI PROPERTIES INC COM 925652109 67,033 3,569,411 SH   DFND 1 3,569,411 0 0
VICI PROPERTIES INC COM 925652109 95 5,076 SH   DFND 1 2 5,076 0 0
VICOR CORP COM 925815102 7,175 189,887 SH   DFND 1 189,887 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 946 92,581 SH   DFND 1 92,581 0 0
VIEWRAY INC COM 92672L107 4,024 662,946 SH   DFND 1 662,946 0 0
VIKING THERAPEUTICS INC COM 92686J106 4,548 594,510 SH   DFND 1 594,510 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 281 8,883 SH   DFND 1 8,883 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 2,510 93,872 SH   DFND 1 93,872 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 70 2,648 SH   DFND 1 2 2,648 0 0
VINCE HOLDING CORP COM NEW 92719W207 166 17,850 SH   DFND 1 17,850 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,014 38,970 SH   DFND 1 38,970 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADR 92763W103 4,575 843,714 SH   DFND 1 843,349 0 365
VIRCO MFG CORPORATION COM 927651109 87 20,401 SH   DFND 1 20,401 0 0
VIRNETX HOLDING CORP COM 92823T108 1,326 552,868 SH   DFND 1 552,868 0 0
VIRTU FINANCIAL INC-CLASS A CL A 928254101 14,356 557,300 SH   DFND 1 557,300 0 0
VIRTUS GLOBAL MULTI-SECTOR COM 92829B101 845 76,344 SH   DFND 1 2 76,344 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 6,301 79,335 SH   DFND 1 79,335 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 158 2,000 SH   DFND 1 2 2,000 0 0
VIRTUS TOTAL RETURN FUND INC COM 92837G100 3,099 357,885 SH   DFND 1 2 357,885 0 0
VIRTUSA CORP COM 92827P102 13,409 314,846 SH   DFND 1 314,846 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 3,096,817 23,511,394 SH   DFND 1 23,416,280 0 95,114
VISA INC-CLASS A SHARES COM CL A 92826C839 37 288 SH   DFND 1 2 288 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 32,646 1,812,706 SH   DFND 1 1,785,367 0 27,339
VISHAY INTERTECHNOLOGY INC COM 928298108 488 27,135 SH   DFND 1 2 27,135 0 0
VISHAY PRECISION GROUP COM 92835K103 3,619 119,726 SH   DFND 1 119,726 0 0
VISTA OUTDOOR INC COM 928377100 6,947 612,081 SH   DFND 1 612,081 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 231 154,457 SH   DFND 1 154,457 0 0
VISTEON CORP COM NEW 92839U206 17,791 295,151 SH   DFND 1 289,169 0 5,982
VISTRA ENERGY CORP COM 92840M102 101,009 4,414,915 SH   DFND 1 4,414,915 0 0
VISTRA ENERGY CORP COM 92840M102 247 10,817 SH   DFND 1 2 10,817 0 0
VITAL THERAPIES INC COM 92847R104 127 682,934 SH   DFND 1 682,934 0 0
VITAMIN SHOPPE INC COM 92849E101 580 122,374 SH   DFND 1 122,374 0 0
VITAMIN SHOPPE INC COM 92849E101 76 16,190 SH   DFND 1 2 16,190 0 0
VIVEVE MEDICAL INC COM NEW 92852W204 227 216,566 SH   DFND 1 216,566 0 0
VIVINT SOLAR INC COM 92854Q106 1,467 385,239 SH   DFND 1 385,239 0 0
VIVUS INC COM NEW 928551308 134 60,155 SH   DFND 1 60,155 0 0
VMWARE INC-CLASS A CL A COM 928563402 91,727 669,382 SH   DFND 1 669,382 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 12,709 322,983 SH   DFND 1 322,983 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 6,568 340,677 SH   DFND 1 339,210 0 1,467
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 583 30,271 SH   DFND 1 2 30,271 0 0
VOLITIONRX LTD COM 928661107 182 100,890 SH   DFND 1 100,890 0 0
VOLT INFO SCIENCES INC COM 928703107 136 63,589 SH   DFND 1 63,589 0 0
VONAGE HOLDINGS CORP COM 92886T201 21,497 2,462,431 SH   DFND 1 2,462,431 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 169,071 2,729,630 SH   DFND 1 2,720,554 0 9,076
VORNADO REALTY TRUST SH BEN INT 929042109 1,771 28,566 SH   DFND 1 2 28,566 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 525 132,781 SH   DFND 1 132,781 0 0
VOYA ASIA PACIFIC HIGH DIVID COM 92912J102 729 85,489 SH   DFND 1 2 85,489 0 0
VOYA EMERGING MARKETS HIGH I COM 92912P108 1,504 206,347 SH   DFND 1 2 206,347 0 0
VOYA FINANCIAL INC COM 929089100 59,819 1,491,333 SH   DFND 1 1,491,333 0 0
VOYA INFRASTRUCTURE INDUSTRI COM 92912X101 140 12,731 SH   DFND 1 2 12,731 0 0
VOYA NATURAL RESOURCES EQUIT COM 92913C106 338 79,020 SH   DFND 1 2 79,020 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 2,700 287,264 SH   DFND 1 287,264 0 0
VSE CORP COM 918284100 3,363 112,464 SH   DFND 1 112,464 0 0
VSTM 5 11/01/48 NOTE 5.000%11/0 92337CAA2 3,119 4,000,000 PRN   DFND 1 2 4,000,000 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 134 50,707 SH   DFND 1 50,707 0 0
VULCAN MATERIALS CO COM 929160109 162,171 1,644,403 SH   DFND 1 1,637,482 0 6,921
VUZIX CORP COM NEW 92921W300 1,216 252,865 SH   DFND 1 252,865 0 0
W&T OFFSHORE INC COM 92922P106 6,509 1,580,002 SH   DFND 1 1,575,149 0 4,853
W&T OFFSHORE INC COM 92922P106 119 28,890 SH   DFND 1 2 28,890 0 0
WABASH NATIONAL CORP COM 929566107 7,743 592,027 SH   DFND 1 592,027 0 0
WABASH NATIONAL CORP COM 929566107 59 4,537 SH   DFND 1 2 4,537 0 0
WABCO HOLDINGS INC COM 92927K102 59,072 550,672 SH   DFND 1 550,672 0 0
WABTEC CORP COM 929740108 58,385 831,676 SH   DFND 1 813,883 0 17,793
WADDELL & REED FINANCIAL-A CL A 930059100 21,293 1,177,734 SH   DFND 1 1,176,355 0 1,379
WADDELL & REED FINANCIAL-A CL A 930059100 134 7,458 SH   DFND 1 2 7,458 0 0
WAGEWORKS INC COM 930427109 11,258 414,512 SH   DFND 1 414,512 0 0
WAGEWORKS INC COM 930427109 28 1,060 SH   DFND 1 2 1,060 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 785,793 11,518,457 SH   DFND 1 11,429,780 0 88,677
WALGREENS BOOTS ALLIANCE INC COM 931427108 729 10,679 SH   DFND 1 2 10,679 0 0
WALKER & DUNLOP INC COM 93148P102 18,873 436,387 SH   DFND 1 436,170 0 217
WALKER & DUNLOP INC COM 93148P102 109 2,528 SH   DFND 1 2 2,528 0 0
WALMART INC COM 931142103 1,687,500 18,148,619 SH   DFND 1 18,071,148 0 77,471
WALT DISNEY CO/THE COM DISNEY 254687106 2,205,446 20,145,227 SH   DFND 1 20,064,174 0 81,053
WALT DISNEY CO/THE COM DISNEY 254687106 180 1,647 SH   DFND 1 2 1,647 0 0
WARRIOR MET COAL INC COM 93627C101 15,794 655,113 SH   DFND 1 654,251 0 862
WARRIOR MET COAL INC COM 93627C101 465 19,312 SH   DFND 1 2 19,312 0 0
WASHINGTON FEDERAL INC COM 938824109 25,525 955,671 SH   DFND 1 938,809 0 16,862
WASHINGTON PRIME GROUP INC COM 93964W108 12,339 2,539,009 SH   DFND 1 2,534,837 0 4,172
WASHINGTON REIT SH BEN INT 939653101 24,812 1,078,821 SH   DFND 1 1,078,821 0 0
WASHINGTON TRUST BANCORP COM 940610108 8,538 179,646 SH   DFND 1 179,646 0 0
WASTE CONNECTIONS INC COM 94106B101 4,479 62,136 SH   DFND 1 61,465 0 671
WASTE CONNECTIONS INC COMSTK 94106B101 548 7,394 SH   DFND 1 7,394 0 0
WASTE MANAGEMENT INC COM 94106L109 462,699 5,208,586 SH   DFND 1 5,187,027 0 21,559
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WATERS CORP COM 941848103 430 2,282 SH   DFND 1 2 2,282 0 0
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WATSCO INC COM 942622200 45,783 328,294 SH   DFND 1 321,648 0 6,646
WATTS WATER TECHNOLOGIES-A CL A 942749102 18,907 293,010 SH   DFND 1 293,010 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 8,138 193,595 SH   DFND 1 193,595 0 0
WAYFAIR INC- CLASS A CL A 94419L101 53,308 592,170 SH   DFND 1 592,039 0 131
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 173 17,318 SH   DFND 1 17,318 0 0
WD-40 CO COM 929236107 30,846 168,321 SH   DFND 1 168,321 0 0
WDAY 1.5 07/15/20 NOTE 1.500% 7/1 98138HAD3 14,834 7,500,000 PRN   DFND 1 2 7,500,000 0 0
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WEBSTER FINANCIAL CORP COM 947890109 85 1,727 SH   DFND 1 2 1,727 0 0
WEBSTER FINANCIAL CORP COM 947890109 46,081 934,913 SH   DFND 1 915,826 0 19,087
WEC ENERGY GROUP INC COM 92939U106 295,016 4,266,754 SH   DFND 1 4,249,316 0 17,438
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 8,789 151,136 SH   DFND 1 151,100 0 36
WEIGHT WATCHERS INTL INC COM 948626106 18,183 471,694 SH   DFND 1 463,381 0 8,313
WEIGHT WATCHERS INTL INC COM 948626106 114 2,972 SH   DFND 1 2 2,972 0 0
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WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 5 215 SH   DFND 1 2 215 0 0
WEIS MARKETS INC COM 948849104 8,452 176,908 SH   DFND 1 176,908 0 0
WELBILT INC COM 949090104 13,291 1,196,376 SH   DFND 1 1,196,376 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 170,528 723,448 SH   DFND 1 720,828 0 2,620
WELLS FARGO & CO COM 949746101 2,374,924 51,630,610 SH   DFND 1 51,399,551 0 231,059
WELLS FARGO & CO COM 949746101 265 5,758 SH   DFND 1 2 5,758 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 1,125 242,531 SH   DFND 1 2 242,531 0 0
WELLTOWER INC COM 95040Q104 432,262 6,232,214 SH   DFND 1 6,212,525 0 19,689
WENDY'S CO/THE COM 95058W100 29,900 1,915,457 SH   DFND 1 1,876,754 0 38,703
WENDY'S CO/THE COM 95058W100 37 2,394 SH   DFND 1 2 2,394 0 0
WERNER ENTERPRISES INC COM 950755108 15,582 527,516 SH   DFND 1 518,386 0 9,130
WESBANCO INC COM 950810101 24,079 656,303 SH   DFND 1 656,303 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 5,098 645,338 SH   DFND 1 645,338 0 0
WESCO INTERNATIONAL INC COM 95082P105 25,573 532,778 SH   DFND 1 532,778 0 0
WEST BANCORPORATION CAP STK 95123P106 3,594 188,281 SH   DFND 1 188,281 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 72,851 743,153 SH   DFND 1 727,831 0 15,322
WESTAMERICA BANCORPORATION COM 957090103 17,307 310,837 SH   DFND 1 310,837 0 0
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 114 60,615 SH   DFND 1 60,615 0 0
WESTERN ALLIANCE BANCORP COM 957638109 39,786 1,007,503 SH   DFND 1 1,007,503 0 0
WESTERN ALLIANCE BANCORP COM 957638109 205 5,195 SH   DFND 1 2 5,195 0 0
WESTERN ASSET EMRG MRKT DBT COM 95766A101 2,619 213,163 SH   DFND 1 2 213,163 0 0
WESTERN ASSET GLOBAL HIGH IN COM 95766B109 552 66,764 SH   DFND 1 2 66,764 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 4,022 482,262 SH   DFND 1 482,262 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 90 10,846 SH   DFND 1 2 10,846 0 0
WESTERN DIGITAL CORP COM 958102105 174,383 4,721,965 SH   DFND 1 4,692,449 0 29,516
WESTERN DIGITAL CORP COM 958102105 324 8,766 SH   DFND 1 2 8,766 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 2,786 277,552 SH   DFND 1 277,552 0 0
WESTERN UNION CO COM 959802109 107,969 6,333,151 SH   DFND 1 6,301,638 0 31,513
WESTLAKE CHEMICAL CORP COM 960413102 24,480 370,200 SH   DFND 1 370,200 0 0
WESTLAKE CHEMICAL CORP COM 960413102 127 1,920 SH   DFND 1 2 1,920 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 606 34,702 SH   DFND 1 30,366 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 44 33,412 SH   DFND 1 33,412 0 0
WESTROCK CO COM 96145D105 137,651 3,651,189 SH   DFND 1 3,636,717 0 14,472
WESTROCK CO COM 96145D105 616 16,338 SH   DFND 1 2 16,338 0 0
WESTWATER RESOURCES INC COM 961684107 23 165,640 SH   DFND 1 165,640 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 3,241 95,343 SH   DFND 1 95,343 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 423 12,446 SH   DFND 1 2 12,446 0 0
WEX INC COM 96208T104 56,730 405,047 SH   DFND 1 396,134 0 8,913
WEYCO GROUP INC COM 962149100 2,115 72,520 SH   DFND 1 72,520 0 0
WEYCO GROUP INC COM 962149100 67 2,299 SH   DFND 1 2 2,299 0 0
WEYERHAEUSER CO COM 962166104 244,254 11,190,605 SH   DFND 1 11,151,337 0 39,268
WEYERHAEUSER CO COM 962166104 1,778 81,336 SH   DFND 1 2 81,336 0 0
WHEATON PRECIOUS METALS CORP COMSTK 962879102 7,521 383,359 SH   DFND 1 383,359 0 0
WHEELER REAL ESTATE INVESTME COM NEW 963025705 50 56,779 SH   DFND 1 56,779 0 0
WHIRLPOOL CORP COM 963320106 91,496 857,618 SH   DFND 1 854,037 0 3,581
WHITE MOUNTAINS INSURANCE GP COM G9618E107 26,630 31,049 SH   DFND 1 31,049 0 0
WHITESTONE REIT COM 966084204 5,520 450,254 SH   DFND 1 450,254 0 0
WHITING PETROLEUM CORP COM NEW 966387409 19,771 871,392 SH   DFND 1 871,392 0 0
WHITING PETROLEUM CORP COM NEW 966387409 116 5,139 SH   DFND 1 2 5,139 0 0
WHLR 8 3/4 PERP S-D PFD CNV SER D 963025606 1,907 197,643 PRN   DFND 1 2 197,643 0 0
WIDEOPENWEST INC COM 96758W101 2,103 295,037 SH   DFND 1 295,037 0 0
WIDEPOINT CORP COM 967590100 142 340,820 SH   DFND 1 340,820 0 0
WILDHORSE RESOURCE DEVELOPME COM 96812T102 3,969 281,298 SH   DFND 1 281,298 0 0
WILEY (JOHN) & SONS-CLASS A CL A 968223206 21,435 456,372 SH   DFND 1 447,012 0 9,360
WILEY (JOHN) & SONS-CLASS A CL A 968223206 221 4,715 SH   DFND 1 2 4,715 0 0
WILLDAN GROUP INC COM 96924N100 3,909 111,762 SH   DFND 1 111,762 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 3,907 365,556 SH   DFND 1 365,556 0 0
WILLIAMS COS INC COM 969457100 346,152 15,722,127 SH   DFND 1 15,654,518 0 67,609
WILLIAMS-SONOMA INC COM 969904101 42,742 847,232 SH   DFND 1 830,588 0 16,644
WILLIAMS-SONOMA INC COM 969904101 60 1,197 SH   DFND 1 2 1,197 0 0
WILLIS LEASE FINANCE CORP COM 970646105 1,333 38,547 SH   DFND 1 38,547 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 272,568 1,797,811 SH   DFND 1 1,784,889 0 12,922
WILLSCOT CORP COM 971375126 3,876 411,536 SH   DFND 1 411,536 0 0
WINDSTREAM HOLDINGS INC COM PAR 97382A309 845 404,420 SH   DFND 1 404,420 0 0
WINGSTOP INC COM 974155103 22,675 353,251 SH   DFND 1 353,251 0 0
WINGSTOP INC COM 974155103 210 3,275 SH   DFND 1 2 3,275 0 0
WINMARK CORP COM 974250102 4,144 26,069 SH   DFND 1 26,069 0 0
WINNEBAGO INDUSTRIES COM 974637100 7,563 312,394 SH   DFND 1 312,394 0 0
WINTRUST FINANCIAL CORP COM 97650W108 39,361 591,992 SH   DFND 1 580,323 0 11,669
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 98 19,134 SH   DFND 1 13,510 0 5,624
WIRELESS TELECOM GROUP INC COM 976524108 82 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 8,967 1,348,525 SH   DFND 1 1,348,525 0 0
WIX.COM LTD SHS M98068105 15,129 167,782 SH   DFND 1 167,782 0 0
WIX.COM LTD SHS M98068105 777 8,605 SH   DFND 1 2 8,605 0 0
WOLVERINE WORLD WIDE INC COM 978097103 32,007 1,003,698 SH   DFND 1 1,003,698 0 0
WOODWARD INC COM 980745103 50,245 676,342 SH   DFND 1 664,836 0 11,506
WORKDAY INC-CLASS A CL A 98138H101 211,349 1,324,518 SH   DFND 1 1,317,510 0 7,008
WORKDAY INC-CLASS A CL A 98138H101 497 3,115 SH   DFND 1 2 3,115 0 0
WORKHORSE GROUP INC COM NEW 98138J206 95 180,933 SH   DFND 1 180,933 0 0
WORKIVA INC COM CL A 98139A105 10,925 304,410 SH   DFND 1 304,410 0 0
WORKIVA INC COM CL A 98139A105 131 3,665 SH   DFND 1 2 3,665 0 0
WORLD ACCEPTANCE CORP COM 981419104 8,110 79,316 SH   DFND 1 79,316 0 0
WORLD FUEL SERVICES CORP COM 981475106 15,422 720,341 SH   DFND 1 706,430 0 13,911
WORLD FUEL SERVICES CORP COM 981475106 11 527 SH   DFND 1 2 527 0 0
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 37,668 504,124 SH   DFND 1 495,140 0 8,984
WORLDPAY INC-CLASS A CL A 981558109 213,145 2,790,176 SH   DFND 1 2,790,176 0 0
WORTHINGTON INDUSTRIES COM 981811102 15,212 436,648 SH   DFND 1 428,250 0 8,398
WORTHINGTON INDUSTRIES COM 981811102 1 57 SH   DFND 1 2 57 0 0
WP CAREY INC COM 92936U109 101,768 1,558,680 SH   DFND 1 1,558,680 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 402 7,345 SH   DFND 1 6,895 0 450
WPX ENERGY INC COM 98212B103 44,774 3,944,865 SH   DFND 1 3,863,118 0 81,747
WR BERKLEY CORP COM 084423102 84,199 1,139,829 SH   DFND 1 1,119,864 0 19,965
WR GRACE & CO COM 38388F108 40,490 623,801 SH   DFND 1 623,801 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 36,022 1,323,373 SH   DFND 1 1,323,373 0 0
WSFS FINANCIAL CORP COM 929328102 13,392 353,275 SH   DFND 1 353,275 0 0
WW GRAINGER INC COM 384802104 196,990 698,700 SH   DFND 1 696,029 0 2,671
WYNDHAM DESTINATIONS INC COM 98310W108 35,593 993,131 SH   DFND 1 972,577 0 20,554
WYNDHAM DESTINATIONS INC COM 98310W108 124 3,464 SH   DFND 1 2 3,464 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 42,549 937,826 SH   DFND 1 916,914 0 20,912
WYNN RESORTS LTD COM 983134107 127,010 1,286,319 SH   DFND 1 1,276,076 0 10,243
XAN 4.5 08/15/22 NOTE 4.500% 8/1 76120WAC8 7,238 7,500,000 PRN   DFND 1 2 7,500,000 0 0
XBIOTECH INC COM 98400H102 686 135,163 SH   DFND 1 135,163 0 0
XCEL ENERGY INC COM 98389B100 382,256 7,770,007 SH   DFND 1 7,718,890 0 51,117
XENCOR INC COM 98401F105 19,911 550,642 SH   DFND 1 550,642 0 0
XENIA HOTELS & RESORTS INC COM 984017103 30,766 1,788,735 SH   DFND 1 1,788,735 0 0
XENON PHARMACEUTICALS INC COM 98420N105 88 14,084 SH   DFND 1 14,084 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 1,405 82,692 SH   DFND 1 82,692 0 0
XEROX CORP COM NEW 984121608 79,685 4,033,743 SH   DFND 1 4,022,877 0 10,866
XEROX CORP COM NEW 984121608 87 4,427 SH   DFND 1 2 4,427 0 0
XILINX INC COM 983919101 330,625 3,887,644 SH   DFND 1 3,862,154 0 25,490
XILINX INC COM 983919101 47 553 SH   DFND 1 2 553 0 0
XOMA CORP COM NEW 98419J206 1,059 83,755 SH   DFND 1 83,755 0 0
XPERI CORP COM 98421B100 10,421 566,709 SH   DFND 1 566,526 0 183
XPERI CORP COM 98421B100 35 1,936 SH   DFND 1 2 1,936 0 0
XPO LOGISTICS INC COM 983793100 59,886 1,050,776 SH   DFND 1 1,050,776 0 0
XPO LOGISTICS INC COM 983793100 80 1,420 SH   DFND 1 2 1,420 0 0
XPRESSPA GROUP INC COM 98420U109 17 112,055 SH   DFND 1 112,055 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 65 19,309 SH   DFND 1 19,309 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 28 8,244 SH   DFND 1 2 8,244 0 0
XYLEM INC COM 98419M100 151,217 2,270,489 SH   DFND 1 2,261,069 0 9,420
YAMANA GOLD INC COMSTK 98462Y100 238 101,238 SH   DFND 1 101,238 0 0
YANDEX NV-A SHS CLASS A N97284108 5,784 211,488 SH   DFND 1 211,488 0 0
YANGTZE RIVER PORT AND LOGIS COM 98475Y105 480 121,898 SH   DFND 1 121,898 0 0
YATRA ONLINE INC ORD SHS G98338109 235 58,560 SH   DFND 1 58,560 0 0
YELP INC CL A 985817105 36,854 1,053,283 SH   DFND 1 1,037,466 0 15,817
YETI HOLDINGS INC COM 98585X104 2,804 188,952 SH   DFND 1 188,952 0 0
YEXT INC COM 98585N106 14,743 992,825 SH   DFND 1 992,825 0 0
YIELD10 BIOSCIENCE INC COM NEW 98585K201 45 54,924 SH   DFND 1 54,924 0 0
Y-MABS THERAPEUTICS INC COM 984241109 1,587 78,032 SH   DFND 1 78,032 0 0
YORK WATER CO COM 987184108 4,862 151,675 SH   DFND 1 151,675 0 0
YOUNGEVITY INTERNATIONAL INC COM NEW 987537206 256 44,808 SH   DFND 1 44,808 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,142 362,826 SH   DFND 1 362,051 0 775
YUM CHINA HOLDINGS INC COM 98850P109 48,171 1,441,671 SH   DFND 1 1,440,771 0 900
YUM! BRANDS INC COM 988498101 356,348 3,883,831 SH   DFND 1 3,866,931 0 16,900
YY INC-ADR ADS REPCOM CLA 98426T106 7,429 124,776 SH   DFND 1 124,642 0 134
YY INC-ADR ADS REPCOM CLA 98426T106 159 2,664 SH   DFND 1 2 2,664 0 0
ZAFGEN INC COM 98885E103 2,083 420,983 SH   DFND 1 420,840 0 143
ZAGG INC COM 98884U108 3,149 322,070 SH   DFND 1 321,131 0 939
ZAGG INC COM 98884U108 123 12,659 SH   DFND 1 2 12,659 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 47,371 2,075,380 SH   DFND 1 2,075,380 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 99,270 623,441 SH   DFND 1 611,876 0 11,565
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 83 522 SH   DFND 1 2 522 0 0
ZEDGE INC-CL B CL B 98923T104 167 68,263 SH   DFND 1 68,263 0 0
ZENDESK INC COM 98936J101 57,362 982,740 SH   DFND 1 982,740 0 0
ZENDESK INC COM 98936J101 194 3,327 SH   DFND 1 2 3,327 0 0
ZILLOW GROUP INC - A CL A 98954M101 15,082 479,865 SH   DFND 1 479,865 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 38,642 1,224,472 SH   DFND 1 1,223,858 0 614
ZIMMER BIOMET HOLDINGS INC COM 98956P102 273,424 2,640,828 SH   DFND 1 2,630,120 0 10,708
ZIMMER BIOMET HOLDINGS INC COM 98956P102 92 889 SH   DFND 1 2 889 0 0
ZION OIL & GAS INC COM 989696109 270 647,448 SH   DFND 1 647,448 0 0
ZIONS BANCORP NA COM 989701107 111,602 2,743,723 SH   DFND 1 2,733,650 0 10,073
ZIONS BANCORP NA COM 989701107 13 324 SH   DFND 1 2 324 0 0
ZIONS BANCORPORATION-CW20 *W EXP 05/21/202 989701115 18,114 1,927,100 SH   DFND 1 2 1,927,100 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 2,902 1,552,016 SH   DFND 1 1,551,127 0 889
ZIX CORP COM 98974P100 3,583 625,474 SH   DFND 1 625,474 0 0
ZIX CORP COM 98974P100 148 25,966 SH   DFND 1 2 25,966 0 0
ZOETIS INC CL A 98978V103 531,763 6,227,523 SH   DFND 1 6,202,341 0 25,182
ZOETIS INC CL A 98978V103 38 453 SH   DFND 1 2 453 0 0
ZOGENIX INC COM NEW 98978L204 17,799 488,181 SH   DFND 1 488,181 0 0
ZOMEDICA PHARMACEUTICALS COR COM 98979F107 168 136,655 SH   DFND 1 136,655 0 0
ZOSANO PHARMA CORP COM NEW 98979H202 173 81,829 SH   DFND 1 81,829 0 0
ZSCALER INC COM 98980G102 16,969 432,787 SH   DFND 1 432,787 0 0
ZUMIEZ INC COM 989817101 4,060 211,829 SH   DFND 1 211,829 0 0
ZUORA INC - CLASS A COM CL A 98983V106 1,563 86,189 SH   DFND 1 86,189 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 301 101,647 SH   DFND 1 101,647 0 0
ZYNGA INC - CL A CL A 98986T108 31,396 7,988,982 SH   DFND 1 7,988,982 0 0
ZYNGA INC - CL A CL A 98986T108 294 75,000 SH   DFND 1 2 75,000 0 0