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
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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
1ST CONSTITUTION BANCORP COM 31986N102 1,978 111,325 SH   DFND 2,20 89,190 0 22,135
58 COM INC SPON ADR REP A 31680Q104 121,371 1,847,919 SH   DFND 2,5,8,10,11,12,13,19,20 1,452,819 51,303 343,797
AK STL HLDG CORP COM 001547108 45,838 16,668,367 SH   DFND 2,5,12,13,20 15,684,576 5,075 978,716
DIGI INTL INC COM 253798102 9,075 716,242 SH   DFND 2,5,20 639,595 0 76,647
DIGIMARC CORP NEW COM 25381B101 6,053 192,893 SH   DFND 2,5,20 162,988 0 29,905
DIGITAL RLTY TR INC COM 253868103 1,624,532 13,651,531 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,277,720 166,214 1,207,597
DILLARDS INC CL A 254067101 38,534 534,309 SH   DFND 2,5,6,8,11,12,13,20 493,589 349 40,371
DIME CMNTY BANCSHARES COM 253922108 17,086 912,225 SH   DFND 2,5,8,20 817,447 874 93,904
DINE BRANDS GLOBAL INC COM 254423106 45,763 497,518 SH   DFND 2,5,8,20 437,468 3,647 56,403
DIODES INC COM 254543101 47,469 1,367,992 SH   DFND 2,5,8,10,20 1,230,726 1,663 135,603
DIPLOMAT PHARMACY INC COM 25456K101 12,124 2,086,832 SH   DFND 2,5,8,20 1,910,863 0 175,969
DISCOVER FINL SVCS COM 254709108 1,027,447 14,438,541 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,834,721 253,681 1,350,139
DISCOVERY INC COM SER A 25470F104 193,922 7,176,967 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,129,045 124,752 923,170
AKAMAI TECHNOLOGIES INC COM 00971T101 496,368 6,921,876 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,867,922 175,511 878,443
DISCOVERY INC COM SER C 25470F302 467,467 18,389,715 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,277,315 300,378 2,812,022
DISH NETWORK CORP CL A 25470M109 310,571 9,800,285 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,745,351 141,592 913,342
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 21,745 26,400,000 SH   DFND 2,5 26,400,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 78,923 92,242,000 SH   DFND 2,5 92,242,000 0 0
DISNEY WALT CO COM DISNEY 254687106 8,301,433 74,767,473 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 60,133,350 1,834,292 12,799,831
DMC GLOBAL INC COM 23291C103 14,600 293,996 SH   DFND 2,5,8,20 251,211 0 42,785
DNB FINL CORP COM 233237106 216 5,711 SH   DFND 2,20 1,976 0 3,735
DOCUSIGN INC COM 256163106 43,645 841,924 SH   DFND 2,5,10,19,20 761,196 0 80,728
DOLBY LABORATORIES INC COM CL A 25659T107 56,843 902,698 SH   DFND 2,5,8,13,19,20 825,512 562 76,624
DOLLAR GEN CORP NEW COM 256677105 1,361,446 11,411,953 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,963,874 372,262 1,075,817
AKCEA THERAPEUTICS INC COM 00972L107 16,427 579,857 SH   DFND 2,5,8,20 532,134 0 47,723
DOLLAR TREE INC COM 256746108 1,081,045 10,291,743 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,093,484 145,801 1,052,458
DOMINION ENERGY INC COM 25746U109 3,022,820 39,431,512 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,413,717 423,048 3,594,747
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 35,511 711,077 SH   DFND 2 711,077 0 0
DOMINOS PIZZA INC COM 25754A201 349,256 1,353,182 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,215,439 31,525 106,218
DOMO INC COM CL B 257554105 11,817 293,000 SH   DFND 2,20 251,822 0 41,178
DOMTAR CORP COM NEW 257559203 82,061 1,652,786 SH   DFND 2,5,6,8,11,12,13,19,20 1,558,024 550 94,212
DONALDSON INC COM 257651109 288,413 5,761,354 SH   DFND 2,5,6,8,11,13,19,20 5,582,332 1,196 177,826
DONEGAL GROUP INC CL A 257701201 2,936 218,289 SH   DFND 2,5,8,20 192,946 0 25,343
DONNELLEY FINL SOLUTIONS INC COM 25787G100 14,105 947,914 SH   DFND 2,5,8,20 847,319 504 100,091
DONNELLEY R R & SONS CO COM 257867200 10,347 2,192,248 SH   DFND 2,5,8,20 1,979,521 1,344 211,383
AKEBIA THERAPEUTICS INC COM 00972D105 27,698 3,381,967 SH   DFND 2,5,8,20 3,132,226 1,272 248,469
DORIAN LPG LTD SHS USD Y2106R110 3,183 495,858 SH   DFND 2,5,20 411,352 0 84,506
DORMAN PRODUCTS INC COM 258278100 69,576 789,829 SH   DFND 2,5,8,20 704,231 100 85,498
DOUGLAS DYNAMICS INC COM 25960R105 17,415 457,449 SH   DFND 2,5,8,20 378,820 8,300 70,329
DOUGLAS EMMETT INC COM 25960P109 325,234 7,995,376 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,500,572 38,866 455,938
DOVA PHARMACEUTICALS INC COM 25985T102 1,914 215,257 SH   DFND 2,5,20 176,977 0 38,280
DOVER CORP COM 260003108 826,434 8,810,595 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,992,255 157,125 661,215
DOWDUPONT INC COM 26078J100 5,348,922 100,336,180 SH   DFND 2,5,6,8,10,11,12,13,19,20 84,714,151 1,306,262 14,315,767
DR REDDYS LABS LTD ADR 256135203 30,553 754,400 SH   DFND 2,5,8,13,19,20 724,035 0 30,365
DRIL QUIP INC COM 262037104 56,369 1,229,419 SH   DFND 2,5,6,8,19,20 1,110,269 1,296 117,854
DRIVE SHACK INC COM 262077100 4,660 1,037,972 SH   DFND 2,5,20 876,445 0 161,527
AKORN INC COM 009728106 13,516 3,839,901 SH   DFND 2,5,8,13,19,20 3,507,345 2,800 329,756
DROPBOX INC CL A 26210C104 5,294 242,852 SH   DFND 2,10,20 242,852 0 0
DRYSHIPS INC COM PAR NEW Y2109Q705 181 39,074 SH   DFND 2 39,074 0 0
DSP GROUP INC COM 23332B106 3,083 219,130 SH   DFND 2,20 219,130 0 0
DSW INC CL A 23334L102 48,203 2,145,761 SH   DFND 2,5,8,12,20 1,916,669 2,806 226,286
DTE ENERGY CO COM 233331107 1,178,732 9,380,200 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,534,042 139,898 706,260
DTE ENERGY CO UNIT 99/99/9999 233331883 18,582 335,659 SH   DFND 2 335,659 0 0
DUCOMMUN INC DEL COM 264147109 9,196 211,302 SH   DFND 2,5,20 182,671 0 28,631
DUKE ENERGY CORP NEW COM NEW 26441C204 3,285,550 36,506,112 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,751,361 502,822 3,251,929
DUKE REALTY CORP COM NEW 264411505 727,307 23,783,744 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,404,167 316,458 2,063,119
DULUTH HLDGS INC COM CL B 26443V101 4,428 185,725 SH   DFND 2,8,20 150,798 0 34,927
AKOUSTIS TECHNOLOGIES INC COM 00973N102 75 12,981 SH   DFND 2,20 12,981 0 0
DUNKIN BRANDS GROUP INC COM 265504100 150,109 1,998,785 SH   DFND 2,5,6,8,11,13,20 1,885,791 900 112,094
DURECT CORP COM 266605104 1,600 2,556,423 SH   DFND 2,5,20 2,152,729 0 403,694
DXC TECHNOLOGY CO COM 23355L106 718,924 11,146,640 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,839,793 187,596 1,119,251
DXP ENTERPRISES INC NEW COM NEW 233377407 16,484 423,526 SH   DFND 2,5,8,20 373,609 0 49,917
DYCOM INDS INC COM 267475101 56,458 1,228,955 SH   DFND 2,5,6,8,11,13,20 863,172 805 364,978
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 12,248 13,260,000 SH   DFND 2,5 13,260,000 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 26,961 3,688,249 SH   DFND 2,5,8,20 3,483,495 0 204,754
DYNEX CAP INC COM NEW 26817Q506 9,002 1,464,825 SH   DFND 2,5,8,20 1,282,403 0 182,422
E L F BEAUTY INC COM 26856L103 7,374 695,640 SH   DFND 2,5,20 360,311 0 335,329
E TRADE FINANCIAL CORP COM NEW 269246401 506,238 10,903,245 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,739,635 191,664 971,946
ALAMO GROUP INC COM 011311107 29,508 295,258 SH   DFND 2,5,8,20 244,403 0 50,855
EAGLE BANCORP INC MD COM 268948106 58,259 1,160,546 SH   DFND 2,5,8,20 1,056,892 800 102,854
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3,452 742,465 SH   DFND 2,20 601,990 0 140,475
EAGLE MATERIALS INC COM 26969P108 98,463 1,168,010 SH   DFND 2,5,6,11,13,19,20 1,096,795 738 70,477
EAGLE PHARMACEUTICALS INC COM 269796108 32,933 652,265 SH   DFND 2,5,8,20 615,870 0 36,395
EARTHSTONE ENERGY INC CL A 27032D304 2,280 321,998 SH   DFND 2,20 260,354 0 61,644
EAST WEST BANCORP INC COM 27579R104 290,152 6,048,607 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,559,700 121,841 367,066
EASTERLY GOVT PPTYS INC COM 27616P103 55,550 3,084,377 SH   DFND 2,5,6,8,10,20 2,819,351 14,100 250,926
EASTERN CO COM 276317104 2,250 81,748 SH   DFND 2,20 69,283 0 12,465
EASTGROUP PPTY INC COM 277276101 223,320 1,987,558 SH   DFND 2,5,8,10,19,20 1,773,076 8,629 205,853
EASTMAN CHEMICAL CO COM 277432100 506,567 6,621,260 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,651,107 157,049 813,104
ALARM COM HLDGS INC COM 011642105 60,880 938,058 SH   DFND 2,5,8,20 835,009 0 103,049
EASTMAN KODAK CO COM NEW 277461406 992 335,241 SH   DFND 2,5,20 291,530 0 43,711
EATON CORP PLC SHS G29183103 1,509,125 18,732,936 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,298,077 448,824 1,986,035
EATON VANCE CORP COM NON VTG 278265103 444,886 11,036,625 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,396,273 161,759 478,593
EBAY INC COM 278642103 1,431,707 38,548,916 SH   DFND 2,5,6,8,10,11,12,13,19,20 33,576,344 675,395 4,297,177
EBIX INC COM NEW 278715206 34,230 693,332 SH   DFND 2,5,8,20 615,969 500 76,863
ECHO GLOBAL LOGISTICS INC COM 27875T101 21,286 858,991 SH   DFND 2,5,8,20 766,247 0 92,744
ECHOSTAR CORP CL A 278768106 27,546 755,727 SH   DFND 2,5,8,13,20 690,775 307 64,645
ECOLAB INC COM 278865100 2,062,317 11,651,631 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,334,061 175,487 1,142,083
ECOPETROL S A SPONSORED ADS 279158109 35,213 1,642,378 SH   DFND 2,5,10,13,19,20 1,479,188 119,337 43,853
EDGEWELL PERS CARE CO COM 28035Q102 77,940 1,775,814 SH   DFND 2,5,6,8,11,12,13,20 1,606,047 850 168,917
ALASKA AIR GROUP INC COM 011659109 226,435 4,034,833 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,682,244 555 352,034
EDISON INTL COM 281020107 1,539,373 24,619,477 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,764,554 7,501,689 1,353,234
EDITAS MEDICINE INC COM 28106W103 69,798 2,854,727 SH   DFND 2,5,8,20 2,711,011 0 143,716
EDWARDS LIFESCIENCES CORP COM 28176E108 1,695,958 8,864,047 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,786,988 222,854 854,205
EGAIN CORP COM NEW 28225C806 4,018 384,517 SH   DFND 2,5,20 330,917 0 53,600
EHEALTH INC COM 28238P109 33,718 540,869 SH   DFND 2,5,8,20 477,027 0 63,842
EHI CAR SVCS LTD SPON ADS CL A 26853A100 5,302 450,882 SH   DFND 1,2,5,20 450,882 0 0
EIDOS THERAPEUTICS INC COM 28249H104 4,816 205,363 SH   DFND 2,20 170,563 0 34,800
EIGER BIOPHARMACEUTICALS INC COM 28249U105 219 15,699 SH   DFND 20 15,699 0 0
EKSO BIONICS HLDGS INC COM NEW 282644202 73 28,936 SH   DFND 2,20 28,936 0 0
EL PASO ELEC CO COM NEW 283677854 69,831 1,187,196 SH   DFND 2,5,8,20 1,058,822 500 127,874
ALASKA COMMUNICATIONS SYS GR COM 01167P101 59 30,563 SH   DFND 20 30,563 0 0
EL POLLO LOCO HLDGS INC COM 268603107 7,455 573,023 SH   DFND 2,5,8,20 518,766 0 54,257
ELANCO ANIMAL HEALTH INC COM 28414H103 189,547 5,910,424 SH   DFND 2,5,6,8,10,12,13,19,20 5,714,717 0 195,707
ELASTIC N V ORD SHS N14506104 8,743 109,468 SH   DFND 2,20 104,868 0 4,600
ELDORADO GOLD CORP NEW COM 284902509 141 30,400 SH   DFND 8,20 30,400 0 0
ELDORADO RESORTS INC COM 28470R102 93,493 2,002,410 SH   DFND 2,5,6,8,20 1,796,814 0 205,596
ELECTROCORE INC COM 28531P103 570 81,444 SH   DFND 2,20 60,044 0 21,400
ELECTRONIC ARTS INC COM 285512109 1,322,135 13,009,300 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,651,105 202,755 1,155,440
ELECTRONICS FOR IMAGING INC COM 286082102 34,089 1,267,265 SH   DFND 2,5,8,20 1,120,344 1,881 145,040
ELEMENT SOLUTIONS INC COM 28618M106 30,420 3,011,891 SH   DFND 2,5,8,20 3,011,891 0 0
ELEVATE CREDIT INC COM 28621V101 1,221 281,250 SH   DFND 2,20 239,892 0 41,358
8X8 INC NEW COM 282914100 55,111 2,728,252 SH   DFND 2,5,8,20 2,428,703 300 299,249
ALBANY INTL CORP CL A 012348108 58,929 821,088 SH   DFND 2,5,8,20 727,771 136 93,181
ELLIE MAE INC COM 28849P100 70,554 714,904 SH   DFND 2,5,8,13,19,20 605,690 900 108,314
ELLINGTON FINANCIAL INC COM 28852N109 1,228 68,582 SH   DFND 2,20 68,582 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 322 26,347 SH   DFND 2,20 26,347 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 4,213 360,685 SH   DFND 2,5,20 287,615 0 73,070
EMBRAER S A SPONSORED ADS 29082A107 10,935 575,216 SH   DFND 1,2,5,10,19,20 470,281 68,254 36,681
EMC INS GROUP INC COM 268664109 5,501 172,546 SH   DFND 2,5,8,20 145,460 798 26,288
EMCOR GROUP INC COM 29084Q100 134,033 1,834,062 SH   DFND 2,5,6,8,11,12,13,20 1,641,718 1,018 191,326
EMCORE CORP COM NEW 290846203 122 33,396 SH   DFND 2,20 33,396 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 6,518 513,228 SH   DFND 2,5,8,20 448,745 0 64,483
EMERGENT BIOSOLUTIONS INC COM 29089Q105 112,830 2,233,381 SH   DFND 2,5,8,20 2,079,483 900 152,998
ALBEMARLE CORP COM 012653101 542,007 6,581,975 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,110,134 59,199 412,642
EMERSON ELEC CO COM 291011104 2,044,844 29,864,815 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,397,240 659,151 2,808,424
EMPIRE RESORTS INC COM PAR $0 01 292052305 508 50,550 SH   DFND 2,20 41,233 0 9,317
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 962 60,293 SH   DFND 2 60,293 0 0
EMPIRE ST RLTY TR INC CL A 292104106 52,921 3,349,442 SH   DFND 2,5,8,10,20 2,993,399 31,984 324,059
EMPLOYERS HOLDINGS INC COM 292218104 37,676 939,305 SH   DFND 2,5,8,20 837,212 0 102,093
ENANTA PHARMACEUTICALS INC COM 29251M106 87,922 920,453 SH   DFND 2,5,8,20 866,277 0 54,176
ENBRIDGE INC COM 29250N105 79,358 2,188,594 SH   DFND 1,2,5,6,8,10,12,19,20 1,813,983 290,135 84,476
ENCANA CORP COM 292505104 24,049 3,321,724 SH   DFND 2,5,12,20 3,321,724 0 0
ENCOMPASS HEALTH CORP COM 29261A100 145,095 2,473,149 SH   DFND 2,5,6,8,11,13,20 2,325,973 1,452 145,724
ENCORE CAP GROUP INC COM 292554102 19,789 726,736 SH   DFND 2,5,8,20 637,481 900 88,355
ALBIREO PHARMA INC COM 01345P106 4,577 142,108 SH   DFND 2,20 113,908 0 28,200
ENCORE WIRE CORP COM 292562105 34,123 596,353 SH   DFND 2,5,8,20 533,047 400 62,906
ENDO INTL PLC SHS G30401106 55,178 6,871,534 SH   DFND 2,5,8,13,20 6,129,585 6,160 735,789
ENDOLOGIX INC COM NEW 29266S304 1,282 193,976 SH   DFND 2,5,20 193,976 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 10,175 1,403,401 SH   DFND 2,5,8,20 1,184,252 0 219,149
ENEL AMERICAS S A SPONSORED ADR 29274F104 33,695 3,773,282 SH   DFND 2,5,8,10,13,19,20 3,488,673 0 284,609
ENEL CHILE S A SPONSORED ADR 29278D105 12,879 2,486,302 SH   DFND 2,5,8,10,13,19,20 2,389,897 0 96,405
ENERGIZER HLDGS INC NEW COM 29272W109 71,124 1,583,003 SH   DFND 2,5,6,8,11,13,20 1,502,589 650 79,764
ENERGOUS CORP COM 29272C103 2,588 408,215 SH   DFND 2,5,20 332,746 0 75,469
ENERGY FOCUS INC COM NEW 29268T300 12 10,200 SH   DFND 20 10,200 0 0
ENERGY FUELS INC COM NEW 292671708 4,889 1,468,236 SH   DFND 2,5,6,20 1,185,825 0 282,411
ALCOA CORP COM 013872106 95,415 3,388,312 SH   DFND 2,5,6,8,12,13,19,20 3,134,350 2,121 251,841
ENERGY RECOVERY INC COM 29270J100 5,759 659,628 SH   DFND 2,5,20 552,410 0 107,218
ENERSYS COM 29275Y102 88,629 1,360,170 SH   DFND 2,5,6,8,11,13,19,20 1,212,083 305 147,782
ENI S P A SPONSORED ADR 26874R108 667 18,914 SH   DFND 1,20 18,914 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 6,559 513,260 SH   DFND 5,8,19,20 447,535 3,325 62,400
ENNIS INC COM 293389102 12,625 608,161 SH   DFND 2,5,8,20 515,715 1,458 90,988
ENOVA INTL INC COM 29357K103 23,515 1,030,460 SH   DFND 2,5,8,20 854,987 0 175,473
ENPHASE ENERGY INC COM 29355A107 14,738 1,596,712 SH   DFND 2,5,20 1,331,012 0 265,700
ENPRO INDS INC COM 29355X107 38,150 591,926 SH   DFND 2,5,8,20 525,443 843 65,640
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 20,543 26,400,000 SH   DFND 2,5 26,400,000 0 0
ENSCO PLC SHS CLASS A G3157S106 32,123 8,173,710 SH   DFND 2,5,6,8,11,12,13,20 8,038,157 12,538 123,015
ALDER BIOPHARMACEUTICALS INC COM 014339105 43,209 3,165,522 SH   DFND 2,5,8,20 2,979,375 0 186,147
ENSIGN GROUP INC COM 29358P101 75,413 1,471,822 SH   DFND 2,5,8,20 1,293,048 1,400 177,374
ENSTAR GROUP LIMITED SHS G3075P101 48,022 275,991 SH   DFND 2,5,8,20 238,145 300 37,546
ENTEGRA FINL CORP COM 29363J108 2,351 104,719 SH   DFND 2,13,20 84,601 0 20,118
ENTEGRIS INC COM 29362U104 100,781 2,823,792 SH   DFND 2,5,8,13,19,20 2,377,581 2,169 444,042
ENTERCOM COMMUNICATIONS CORP CL A 293639100 15,981 3,043,927 SH   DFND 2,5,8,13,20 2,632,588 0 411,339
ENTERGY CORP NEW COM 29364G103 978,647 10,233,684 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,990,005 147,303 1,096,376
ENTERPRISE BANCORP INC MASS COM 293668109 4,992 173,772 SH   DFND 2,5,20 146,458 0 27,314
ENTERPRISE FINL SVCS CORP COM 293712105 26,302 645,125 SH   DFND 2,5,8,20 498,816 0 146,309
ENTRAVISION COMMUNICATIONS C CL A 29382R107 5,026 1,551,123 SH   DFND 2,5,8,20 1,310,982 0 240,141
ENVESTNET INC COM 29404K106 63,063 964,420 SH   DFND 2,5,8,20 762,639 1,000 200,781
ALDEYRA THERAPEUTICS INC COM 01438T106 3,207 355,202 SH   DFND 2,20 291,742 0 63,460
ENVIVA PARTNERS LP COM UNIT 29414J107 224 6,951 SH   DFND 20 0 0 6,951
ENZO BIOCHEM INC COM 294100102 2,027 742,444 SH   DFND 2,5,20 632,212 0 110,232
EOG RES INC COM 26875P101 2,675,956 28,114,686 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,371,122 402,564 2,341,000
EP ENERGY CORP CL A 268785102 199 763,882 SH   DFND 2,5,20 656,281 0 107,601
EPAM SYS INC COM 29414B104 108,500 641,516 SH   DFND 2,5,8,13,19,20 573,209 500 67,807
EPIZYME INC COM 29428V104 28,317 2,285,444 SH   DFND 2,5,8,20 2,100,951 0 184,493
EPLUS INC COM 294268107 34,196 386,222 SH   DFND 2,5,8,20 344,428 0 41,794
EPR PPTYS COM SH BEN INT 26884U109 231,234 2,992,472 SH   DFND 2,5,6,8,10,11,13,19,20 2,756,635 18,940 216,897
EQT CORP COM 26884L109 231,116 11,143,481 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,110,599 7,022 1,025,860
EQUIFAX INC COM 294429105 565,990 4,776,283 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,241,841 80,835 453,607
ALECTOR INC COM 014442107 1,553 82,944 SH   DFND 2,20 82,944 0 0
EQUILLIUM INC COM 29446K106 493 61,624 SH   DFND 2,20 51,922 0 9,702
EQUINIX INC COM 29444U700 1,492,514 3,293,570 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,892,095 43,202 358,273
EQUINOR ASA SPONSORED ADR 29446M102 2,351 107,001 SH   DFND 1,20 107,001 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 144,704 6,643,912 SH   DFND 2,5,6,8,11,12,13,19,20 6,439,068 5,617 199,227
EQUITY BANCSHARES INC COM CL A 29460X109 10,535 365,801 SH   DFND 2,5,8,20 287,054 0 78,747
EQUITY COMWLTH COM SH BEN INT 294628102 154,077 4,713,264 SH   DFND 2,5,8,10,13,19,20 4,408,872 28,749 275,643
EQUITY LIFESTYLE PPTYS INC COM 29472R108 390,798 3,401,084 SH   DFND 2,5,6,8,10,13,19,20 3,126,132 21,499 253,453
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,871,946 24,669,952 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,965,242 328,516 2,376,194
ERA GROUP INC COM 26885G109 6,379 552,804 SH   DFND 2,5,20 497,630 0 55,174
ERICSSON ADR B SEK 10 294821608 823 89,688 SH   DFND 1 89,688 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 55,427 2,178,753 SH   DFND 2,5,6,8,11,20 1,934,344 2,282 242,127
ERIE INDTY CO CL A 29530P102 63,470 355,536 SH   DFND 2,5,8,13,20 321,413 700 33,423
EROS INTL PLC SHS NEW G3788M114 5,284 578,107 SH   DFND 2,5,20 478,312 0 99,795
ESCALADE INC COM 296056104 1,714 153,472 SH   DFND 2,20 128,891 0 24,581
ESCO TECHNOLOGIES INC COM 296315104 48,653 725,839 SH   DFND 2,5,8,20 645,055 21 80,763
ESPERION THERAPEUTICS INC NE COM 29664W105 55,732 1,388,090 SH   DFND 2,5,8,20 1,314,351 900 72,839
ESQUIRE FINL HLDGS INC COM 29667J101 1,893 83,177 SH   DFND 2,20 67,431 0 15,746
ESSA BANCORP INC COM 29667D104 2,608 169,369 SH   DFND 2,6,20 121,239 0 48,130
ESSENT GROUP LTD COM G3198U102 104,169 2,397,455 SH   DFND 2,5,8,13,20 2,088,410 1,700 307,345
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 14,703 745,301 SH   DFND 2,20 639,601 0 105,700
ESSEX PPTY TR INC COM 297178105 1,512,466 5,194,589 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,789,322 51,547 353,720
ALEXANDERS INC COM 014752109 26,754 71,123 SH   DFND 2,5,8,10,20 60,907 677 9,539
ETHAN ALLEN INTERIORS INC COM 297602104 15,057 787,092 SH   DFND 2,5,8,20 711,890 1,000 74,202
ETSY INC COM 29786A106 162,038 2,410,568 SH   DFND 2,5,8,13,19,20 2,028,247 1,600 380,721
EURONAV NV ANTWERPEN SHS B38564108 394 48,398 SH   DFND 8,20 30,449 0 17,949
EURONET WORLDWIDE INC COM 298736109 91,914 644,605 SH   DFND 2,5,8,13,19,20 577,838 400 66,367
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 21,963 11,100,000 SH   DFND 2,5 11,100,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 3,315 91,666 SH   DFND 2,13,20 65,039 0 26,627
EVELO BIOSCIENCES INC COM 299734103 1,639 204,883 SH   DFND 2,20 168,420 0 36,463
EVERBRIDGE INC COM 29978A104 44,328 590,960 SH   DFND 2,5,8,20 504,954 0 86,006
EVERCORE INC CLASS A 29977A105 92,848 1,020,309 SH   DFND 2,5,6,8,11,13,20 956,886 300 63,123
EVEREST RE GROUP LTD COM G3223R108 418,384 1,937,323 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,710,037 27,120 200,166
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,034,569 7,208,587 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,545,947 85,437 577,203
EVERGY INC COM 30034W106 727,489 12,532,107 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,343,466 252,852 935,789
EVERI HLDGS INC COM 30034T103 15,207 1,445,485 SH   DFND 2,5,8,20 1,256,685 0 188,800
EVERSOURCE ENERGY COM 30040W108 1,177,139 16,591,103 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,990,283 278,734 1,322,086
EVERSPIN TECHNOLOGIES INC COM 30041T104 78 10,248 SH   DFND 2,20 10,248 0 0
EVERTEC INC COM 30040P103 52,016 1,870,400 SH   DFND 2,5,8,20 1,617,773 2,000 250,627
EVI INDUSTRIES INC COM 26929N102 1,889 49,528 SH   DFND 2,20 41,615 0 7,913
EVINE LIVE INC CL A 300487105 9 20,185 SH   DFND 20 20,185 0 0
EVO PMTS INC CL A COM 26927E104 13,707 471,838 SH   DFND 2,20 401,808 0 70,030
EVOLENT HEALTH INC CL A 30050B101 16,443 1,307,056 SH   DFND 2,5,8,20 1,089,426 0 217,630
EVOLUS INC COM 30052C107 3,516 155,787 SH   DFND 2,20 129,787 0 26,000
A10 NETWORKS INC COM 002121101 8,144 1,148,706 SH   DFND 2,5,20 1,000,396 0 148,310
ALEXION PHARMACEUTICALS INC COM 015351109 1,506,559 11,144,840 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,946,455 155,728 1,042,657
EVOLUTION PETROLEUM CORP COM 30049A107 3,419 506,587 SH   DFND 2,5,20 432,030 0 74,557
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 19,834 1,576,641 SH   DFND 2,5,8,20 1,232,825 0 343,816
EXACT SCIENCES CORP COM 30063P105 199,373 2,301,697 SH   DFND 2,5,8,13,19,20 2,136,912 1,874 162,911
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 18,928 18,500,000 SH   DFND 2 18,500,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 35,452 25,925,000 SH   DFND 2,5 25,925,000 0 0
EXANTAS CAP CORP COM NEW 30068N105 7,408 681,929 SH   DFND 2,5,8,20 552,065 0 129,864
EXELA TECHNOLOGIES INC COM 30162V102 2,558 765,775 SH   DFND 2,5,20 612,535 0 153,240
EXELIXIS INC COM 30161Q104 236,317 9,929,280 SH   DFND 2,5,6,8,11,13,19,20 9,532,329 8,870 388,081
EXELON CORP COM 30161N101 3,013,433 60,112,375 SH   DFND 2,5,6,8,10,11,12,13,19,20 45,651,960 1,106,882 13,353,533
EXLSERVICE HOLDINGS INC COM 302081104 58,367 972,455 SH   DFND 2,5,8,20 863,138 1,200 108,117
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,706,539 31,277,302 SH   DFND 1,2,5,8,10,11,12,13,19,20 25,777,998 705,924 4,793,380
EXONE CO COM 302104104 120 14,107 SH   DFND 2,20 14,107 0 0
EXP WORLD HOLDINGS INC COM 30212W100 387 35,600 SH   DFND 8,20 35,600 0 0
EXPEDIA GROUP INC COM NEW 30212P303 588,679 4,946,883 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,398,806 81,636 466,441
EXPEDITORS INTL WASH INC COM 302130109 731,565 9,638,533 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,406,832 269,623 962,078
EXPONENT INC COM 30214U102 84,436 1,462,863 SH   DFND 2,5,8,20 1,299,019 584 163,260
EXPRESS INC COM 30219E103 12,591 2,941,880 SH   DFND 2,5,8,20 2,676,532 4,100 261,248
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 57,142 3,183,375 SH   DFND 2,5,8,13,20 2,212,443 4,800 966,132
EXTERRAN CORP COM 30227H106 16,725 992,610 SH   DFND 2,5,8,20 891,211 1,325 100,074
EXTRA SPACE STORAGE INC COM 30225T102 868,833 8,525,489 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,744,582 95,155 685,752
EXTRACTION OIL AND GAS INC COM 30227M105 23,924 5,655,824 SH   DFND 2,5,20 5,501,087 1,600 153,137
ALICO INC COM 016230104 1,635 59,947 SH   DFND 2,20 49,161 0 10,786
EXTREME NETWORKS INC COM 30226D106 27,713 3,700,025 SH   DFND 2,5,8,20 3,252,070 0 447,955
EXXON MOBIL CORP COM 30231G102 16,502,294 204,236,311 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 181,210,137 2,989,434 20,036,740
EYEPOINT PHARMACEUTICALS INC COM 30233G100 57 31,700 SH   DFND 20 31,700 0 0
EZCORP INC CL A NON VTG 302301106 13,257 1,422,447 SH   DFND 2,5,8,20 1,248,694 2,136 171,617
F M C CORP COM NEW 302491303 516,236 6,685,610 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,972,141 71,085 642,384
F5 NETWORKS INC COM 315616102 458,869 2,924,036 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,509,072 108,322 306,642
FABRINET SHS G3323L100 54,196 1,035,064 SH   DFND 2,5,8,20 918,535 0 116,529
FACEBOOK INC CL A 30303M102 15,436,497 92,606,020 SH   DFND 2,5,6,8,10,11,12,13,19,20 80,540,504 2,547,830 9,517,686
FACTSET RESH SYS INC COM 303075105 231,190 931,202 SH   DFND 2,5,6,8,11,13,19,20 880,706 598 49,898
FAIR ISAAC CORP COM 303250104 194,404 715,695 SH   DFND 2,5,6,8,11,13,19,20 670,346 484 44,865
ALIGN TECHNOLOGY INC COM 016255101 887,481 3,121,307 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,733,372 102,851 285,084
FALCON MINERALS CORP CL A COM 30607B109 237 26,800 SH   DFND 20 26,800 0 0
FANG HLDGS LTD ADR 30711Y102 1,863 1,380,188 SH   DFND 2,5,20 1,360,600 0 19,588
FANHUA INC SPONSORED ADR 30712A103 6,750 255,002 SH   DFND 1,2,5,20 255,002 0 0
FARMER & MERCHANTS BANCORP I COM 30779N105 4,348 143,721 SH   DFND 2,5,20 116,319 0 27,402
FARMER BROS CO COM 307675108 3,766 188,202 SH   DFND 2,5,20 165,126 0 23,076
FARMERS NATL BANC CORP COM 309627107 6,766 490,636 SH   DFND 2,5,20 420,967 0 69,669
FARMLAND PARTNERS INC COM 31154R109 3,719 576,022 SH   DFND 2,5,20 488,707 0 87,315
FARO TECHNOLOGIES INC COM 311642102 21,304 485,179 SH   DFND 2,5,8,20 431,340 373 53,466
FASTENAL CO COM 311900104 1,003,157 15,598,770 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 14,054,193 413,044 1,131,533
FATE THERAPEUTICS INC COM 31189P102 45,615 2,596,179 SH   DFND 2,5,8,20 2,421,737 0 174,442
ALJ REGIONAL HLDGS INC COM 001627108 22 13,800 SH   DFND 20 13,800 0 0
FB FINL CORP COM 30257X104 12,294 387,082 SH   DFND 2,5,8,20 340,362 0 46,720
FBL FINL GROUP INC CL A 30239F106 13,579 216,494 SH   DFND 2,5,8,20 186,804 400 29,290
FEDERAL AGRIC MTG CORP CL C 313148306 12,637 174,474 SH   DFND 2,5,8,20 147,088 0 27,386
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 948,445 6,830,726 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,373,630 65,768 391,328
FEDERAL SIGNAL CORP COM 313855108 52,844 2,033,235 SH   DFND 2,5,8,20 1,556,993 2,400 473,842
FEDERATED INVS INC PA CL B 314211103 89,018 3,037,136 SH   DFND 2,5,6,8,11,20 2,736,422 597 300,117
FEDEX CORP COM 31428X106 1,831,355 10,060,982 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,889,016 172,535 999,431
FEDNAT HLDG CO COM 31431B109 3,332 207,727 SH   DFND 2,5,20 174,703 0 33,024
FENNEC PHARMACEUTICALS INC COM 31447P100 812 167,372 SH   DFND 2,20 126,976 0 40,396
FERRARI N V COM N3167Y103 1,441 10,771 SH   DFND 6,12,20 8,985 41 1,745
ALKERMES PLC SHS G01767105 181,764 4,981,207 SH   DFND 2,5,6,8,10,12,13,19,20 4,425,110 78,062 478,035
FERRO CORP COM 315405100 45,115 2,383,257 SH   DFND 2,5,8,20 2,054,546 317 328,394
FERROGLOBE PLC SHS G33856108 99 48,220 SH   DFND 2,20 48,220 0 0
FGL HLDGS ORD SHS G3402M102 22,450 2,849,014 SH   DFND 2,5,8,20 2,374,114 0 474,900
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,108 74,646 SH   DFND 2,6,20 74,646 0 0
FIBROGEN INC COM 31572Q808 149,484 2,750,396 SH   DFND 2,5,8,13,19,20 2,505,377 1,800 243,219
FIDELITY D & D BANCORP INC COM 31609R100 2,373 40,133 SH   DFND 2,20 31,933 0 8,200
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 250,492 6,853,395 SH   DFND 2,5,6,8,10,12,13,19,20 5,960,270 267,523 625,602
FIDELITY NATL INFORMATION SV COM 31620M106 1,503,550 13,293,992 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,503,459 222,188 1,568,345
FIDELITY SOUTHERN CORP NEW COM 316394105 22,526 822,417 SH   DFND 2,5,8,20 761,720 0 60,697
FIESTA RESTAURANT GROUP INC COM 31660B101 8,755 667,792 SH   DFND 2,5,8,20 591,949 0 75,843
ALLAKOS INC COM 01671P100 35,082 866,221 SH   DFND 2,8,20 826,561 0 39,660
FIFTH THIRD BANCORP COM 316773100 909,816 35,768,860 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,341,839 514,806 2,912,215
FINANCIAL INSTNS INC COM 317585404 8,704 317,593 SH   DFND 2,5,20 269,354 0 48,239
FINISAR CORP COM NEW 31787A507 79,352 3,424,767 SH   DFND 2,5,8,13,20 3,044,627 3,287 376,853
FINISAR CORP NOTE 0.500%12/1 31787AAP6 16,083 16,375,000 SH   DFND 2,5 16,375,000 0 0
FINJAN HLDGS INC COM NEW 31788H303 132 45,110 SH   DFND 2 45,110 0 0
FIREEYE INC COM 31816Q101 44,274 2,636,939 SH   DFND 2,5,8,20 2,383,193 1,300 252,446
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 13,190 14,025,000 SH   DFND 2,5 14,025,000 0 0
FIRST AMERN FINL CORP COM 31847R102 161,026 3,126,714 SH   DFND 2,5,6,8,11,12,13,20 2,981,691 2,185 142,838
FIRST BANCORP INC ME COM 31866P102 4,576 183,618 SH   DFND 2,5,13,20 152,301 0 31,317
FIRST BANCORP N C COM 318910106 20,110 576,545 SH   DFND 2,5,8,20 483,234 0 93,311
ALLEGHANY CORP DEL COM 017175100 338,203 552,258 SH   DFND 2,5,6,8,10,11,12,13,19,20 499,839 9,672 42,747
FIRST BANCORP P R COM NEW 318672706 104,395 9,109,546 SH   DFND 2,5,8,20 8,423,690 0 685,856
FIRST BANCSHARES INC MS COM 318916103 7,951 257,316 SH   DFND 2,5,20 217,037 0 40,279
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3,689 319,948 SH   DFND 2,20 229,841 0 90,107
FIRST BUS FINL SVCS INC WIS COM 319390100 3,303 164,969 SH   DFND 2,13,20 129,764 0 35,205
FIRST BUSEY CORP COM NEW 319383204 21,584 884,589 SH   DFND 2,5,8,20 752,779 0 131,810
FIRST CHOICE BANCORP COM 31948P104 2,457 114,298 SH   DFND 2,20 94,664 0 19,634
FIRST CMNTY BANKSHARES INC V COM 31983A103 11,533 348,002 SH   DFND 2,5,8,20 292,434 0 55,568
FIRST CMNTY CORP S C COM 319835104 1,976 103,615 SH   DFND 2,20 81,223 0 22,392
FIRST COMWLTH FINL CORP PA COM 319829107 42,472 3,370,810 SH   DFND 2,5,8,20 3,040,499 0 330,311
FIRST CTZNS BANCSHARES INC N CL A 31946M103 72,481 177,862 SH   DFND 2,5,8,13,20 168,101 113 9,648
ALLEGHENY TECHNOLOGIES INC COM 01741R102 121,314 4,744,401 SH   DFND 2,5,6,8,11,12,13,20 4,345,882 945 397,574
FIRST DATA CORP NEW COM CL A 32008D106 286,439 10,903,660 SH   DFND 2,5,6,8,10,12,13,19,20 9,346,096 286,096 1,271,468
FIRST DEFIANCE FINL CORP COM 32006W106 11,217 390,282 SH   DFND 2,5,20 331,179 0 59,103
FIRST FINANCIAL NORTHWEST IN COM 32022K102 2,327 147,744 SH   DFND 2,20 129,831 0 17,913
FIRST FINL BANCORP OH COM 320209109 86,882 3,611,041 SH   DFND 2,5,8,20 3,295,064 1,282 314,695
FIRST FINL BANKSHARES COM 32020R109 142,131 2,454,008 SH   DFND 2,5,6,8,11,13,20 2,250,060 1,200 202,748
FIRST FINL CORP IND COM 320218100 11,947 284,442 SH   DFND 2,5,8,20 247,489 351 36,602
FIRST FNDTN INC COM 32026V104 11,927 878,907 SH   DFND 2,5,8,20 774,424 0 104,483
FIRST GTY BANCSHARES INC COM 32043P106 1,312 64,005 SH   DFND 2,20 54,773 0 9,232
FIRST HAWAIIAN INC COM 32051X108 98,685 3,788,291 SH   DFND 2,5,8,13,20 3,625,776 2,300 160,215
FIRST HORIZON NATL CORP COM 320517105 180,871 12,812,312 SH   DFND 2,5,6,8,11,12,13,20 12,414,114 2,907 395,291
ALLEGIANCE BANCSHARES INC COM 01748H107 7,598 225,335 SH   DFND 2,5,20 188,318 0 37,017
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 255,255 7,172,508 SH   DFND 2,5,6,8,10,11,19,20 6,554,398 29,765 588,345
FIRST INTERNET BANCORP COM 320557101 2,910 150,068 SH   DFND 2,20 119,973 0 30,095
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 38,363 963,422 SH   DFND 2,5,8,20 816,116 0 147,306
FIRST LONG IS CORP COM 320734106 10,259 467,799 SH   DFND 2,5,8,20 394,557 0 73,242
FIRST MERCHANTS CORP COM 320817109 52,664 1,429,150 SH   DFND 2,5,8,20 1,223,045 0 206,105
FIRST MID ILL BANCSHARES INC COM 320866106 8,057 241,821 SH   DFND 2,5,20 201,313 0 40,508
FIRST MIDWEST BANCORP DEL COM 320867104 87,109 4,232,852 SH   DFND 2,5,8,20 3,897,310 3,100 332,442
FIRST NORTHWEST BANCORP COM 335834107 2,572 165,165 SH   DFND 2,13,20 134,411 0 30,754
FIRST REP BK SAN FRANCISCO C COM 33616C100 949,514 9,451,667 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,752,987 86,598 612,082
FIRST SAVINGS FINL GROUP INC COM 33621E109 1,579 29,221 SH   DFND 2,20 20,684 0 8,537
AAC HLDGS INC COM 000307108 382 207,578 SH   DFND 2,20 176,239 0 31,339
ALLEGIANT TRAVEL CO COM 01748X102 49,536 382,608 SH   DFND 2,5,8,20 342,756 0 39,852
FIRST SOLAR INC COM 336433107 108,272 2,049,053 SH   DFND 2,5,6,8,11,12,13,20 1,942,403 773 105,877
FIRST UTD CORP COM 33741H107 1,744 101,031 SH   DFND 2,20 82,680 0 18,351
FIRST WESTN FINL INC COM 33751L105 138 10,546 SH   DFND 20 0 0 10,546
FIRSTCASH INC COM 33767D105 106,951 1,236,428 SH   DFND 2,5,8,13,20 1,098,450 541 137,437
FIRSTENERGY CORP COM 337932107 1,518,174 36,485,787 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,701,409 11,308,330 2,476,048
FISERV INC COM 337738108 1,464,176 16,585,589 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,246,483 409,948 1,929,158
FITBIT INC CL A 33812L102 25,710 4,342,989 SH   DFND 2,5,8,20 3,693,785 0 649,204
FIVE BELOW INC COM 33829M101 212,155 1,707,485 SH   DFND 2,5,6,8,11,13,19,20 1,532,428 700 174,357
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 561 77,764 SH   DFND 5,8,20 77,764 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 17,569 1,311,113 SH   DFND 2,5,8,20 1,203,907 0 107,206
ALLEGION PUB LTD CO ORD SHS G0176J109 378,824 4,176,214 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,629,245 65,859 481,110
FIVE STAR SENIOR LIVING INC COM 33832D106 21 21,088 SH   DFND 20 21,088 0 0
FIVE9 INC COM 338307101 62,673 1,186,309 SH   DFND 2,5,8,20 1,003,203 0 183,106
FLAGSTAR BANCORP INC COM PAR .001 337930705 26,531 805,917 SH   DFND 2,5,8,20 718,076 0 87,841
FLEETCOR TECHNOLOGIES INC COM 339041105 831,437 3,371,737 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,977,896 47,208 346,633
FLEX LTD ORD Y2573F102 124,432 12,443,245 SH   DFND 2,5,6,8,10,12,13,19,20 6,472,755 528,232 5,442,258
FLEXION THERAPEUTICS INC COM 33938J106 23,936 1,917,973 SH   DFND 2,5,8,20 1,823,439 0 94,534
FLEXSTEEL INDS INC COM 339382103 3,477 149,936 SH   DFND 2,5,20 129,543 0 20,393
FLIR SYS INC COM 302445101 260,903 5,483,458 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,725,999 134,324 623,135
FLOOR & DECOR HLDGS INC CL A 339750101 29,615 718,463 SH   DFND 2,5,8,19,20 648,748 0 69,715
FLOTEK INDS INC DEL COM 343389102 3,237 999,150 SH   DFND 2,5,20 845,004 0 154,146
ALLENA PHARMACEUTICALS INC COM 018119107 1,274 181,520 SH   DFND 2,20 145,843 0 35,677
FLOWERS FOODS INC COM 343498101 96,615 4,531,648 SH   DFND 2,5,6,8,11,12,13,19,20 4,298,672 4,167 228,809
FLOWSERVE CORP COM 34354P105 243,055 5,362,121 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,604,586 87,548 669,987
FLUENT INC COM 34380C102 2,293 408,085 SH   DFND 2,20 334,269 0 73,816
FLUIDIGM CORP DEL COM 34385P108 7,653 575,853 SH   DFND 2,5,20 488,462 0 87,391
FLUOR CORP NEW COM 343412102 216,104 5,840,541 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,101,640 138,077 600,824
FLUSHING FINL CORP COM 343873105 12,551 572,313 SH   DFND 2,5,8,20 484,895 882 86,536
FLWS/1-800 FLOWERS CL A 68243Q106 12,039 660,396 SH   DFND 2,5,8,20 564,458 0 95,938
FLY LEASING LTD SPONSORED ADR 34407D109 363 26,254 SH   DFND 2 26,254 0 0
FNB CORP PA COM 302520101 151,583 14,300,328 SH   DFND 2,5,6,8,11,13,20 13,807,092 2,953 490,283
FOAMIX PHARMACEUTICALS LTD SHS M46135105 186 49,508 SH   DFND 2 49,508 0 0
ALLERGAN PLC SHS G0177J108 1,972,355 13,471,449 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,807,064 228,659 1,435,726
FOCUS FINL PARTNERS INC COM CL A 34417P100 14,869 417,194 SH   DFND 2,20 344,123 0 73,071
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 15,934 172,669 SH   DFND 5,8,13,20 166,101 0 6,568
FONAR CORP COM NEW 344437405 2,995 146,327 SH   DFND 2,20 131,802 0 14,525
FOOT LOCKER INC COM 344849104 253,983 4,191,140 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,801,759 4,564 384,817
FORD MTR CO DEL COM 345370860 1,540,418 175,446,267 SH   DFND 2,5,6,8,10,11,12,13,19,20 151,042,487 2,577,298 21,826,482
FORESCOUT TECHNOLOGIES INC COM 34553D101 25,696 613,134 SH   DFND 2,5,8,20 524,019 0 89,115
FORESTAR GROUP INC COM 346232101 2,818 162,981 SH   DFND 2,5,20 136,021 203 26,757
FORMFACTOR INC COM 346375108 35,627 2,214,228 SH   DFND 2,5,8,20 1,983,112 1,294 229,822
FORRESTER RESH INC COM 346563109 14,402 297,870 SH   DFND 2,5,8,20 261,960 1,090 34,820
FORTERRA INC COM 34960W106 1,243 294,608 SH   DFND 2,5,20 240,886 0 53,722
ALLETE INC COM NEW 018522300 140,527 1,708,947 SH   DFND 2,5,6,8,11,13,20 1,529,667 600 178,680
FORTINET INC COM 34959E109 490,562 5,842,107 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,985,988 148,410 707,709
FORTIS INC COM 349553107 1,490 40,284 SH   DFND 20 28,922 3,123 8,239
FORTIVE CORP 5% PFD CNV SER A 34959J207 38,886 36,950 SH   DFND 2 36,950 0 0
FORTIVE CORP COM 34959J108 980,777 11,691,225 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,393,052 268,694 1,029,479
FORTRESS BIOTECH INC COM 34960Q109 1,016 570,733 SH   DFND 2,20 482,475 0 88,258
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 672 39,299 SH   DFND 2 39,299 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 309,803 6,507,102 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,760,271 132,458 614,373
FORTY SEVEN INC COM 34983P104 2,164 133,915 SH   DFND 2,20 102,515 0 31,400
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 13,134 2,570,217 SH   DFND 2,5,8,20 1,916,666 0 653,551
FORWARD AIR CORP COM 349853101 58,079 897,253 SH   DFND 2,5,8,20 786,742 84 110,427
ALLIANCE DATA SYSTEMS CORP COM 018581108 345,681 1,975,545 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,693,186 29,592 252,767
FOSSIL GROUP INC COM 34988V106 20,273 1,477,592 SH   DFND 2,5,8,20 1,324,327 1,924 151,341
FOSTER L B CO COM 350060109 3,598 191,186 SH   DFND 2,20 117,345 0 73,841
FOUNDATION BLDG MATLS INC COM 350392106 2,661 270,459 SH   DFND 2,5,20 225,096 0 45,363
FOUR CORNERS PPTY TR INC COM 35086T109 77,674 2,598,986 SH   DFND 2,5,6,8,10,20 2,295,636 16,670 286,680
FOX CORP CL A COM 35137L105 508,234 13,844,566 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,844,566 0 0
FOX CORP CL B COM 35137L204 219,572 6,119,621 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,119,621 0 0
FOX FACTORY HLDG CORP COM 35138V102 70,736 1,012,111 SH   DFND 2,5,8,20 896,016 0 116,095
FRANCESCAS HLDGS CORP COM 351793104 513 757,840 SH   DFND 2,5,20 651,073 0 106,767
FRANKLIN COVEY CO COM 353469109 4,639 183,347 SH   DFND 2,5,20 152,162 0 31,185
FRANKLIN ELEC INC COM 353514102 63,914 1,251,014 SH   DFND 2,5,8,20 1,072,171 80 178,763
ALLIANT ENERGY CORP COM 018802108 574,160 12,182,483 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,067,930 179,690 934,863
FRANKLIN FINL NETWORK INC COM 35352P104 13,783 475,125 SH   DFND 2,5,8,20 438,769 0 36,356
FRANKLIN RES INC COM 354613101 726,798 21,761,870 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,993,221 429,610 1,339,039
FRANKLIN STREET PPTYS CORP COM 35471R106 39,374 5,476,226 SH   DFND 2,5,8,10,20 4,912,934 27,622 535,670
FRANKS INTL N V COM N33462107 9,897 1,591,163 SH   DFND 2,5,8,20 1,350,247 0 240,916
FREDS INC CL A 356108100 75 30,184 SH   DFND 20 30,184 0 0
FREEPORT-MCMORAN INC CL B 35671D857 871,467 67,607,953 SH   DFND 2,5,6,8,10,11,12,13,19,20 61,012,164 938,064 5,657,725
FREIGHTCAR AMER INC COM 357023100 1,293 209,822 SH   DFND 2,5,20 174,711 0 35,111
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 518 12,780 SH   DFND 1,20 12,780 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 17,455 645,769 SH   DFND 2,5,8,20 544,652 1,338 99,779
FRESHPET INC COM 358039105 23,266 550,153 SH   DFND 2,5,8,20 469,616 0 80,537
ALLIED MOTION TECHNOLOGIES I COM 019330109 3,952 114,855 SH   DFND 2,20 95,234 0 19,621
FRONT YD RESIDENTIAL CORP COM 35904G107 15,172 1,610,787 SH   DFND 2,5,8,20 1,427,675 333 182,779
FRONTDOOR INC COM 35905A109 33,914 985,303 SH   DFND 2,5,8,13,20 882,972 1,050 101,281
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 8,038 4,039,113 SH   DFND 1,2,5,8,13,20 3,670,083 2,106 366,924
FRONTLINE LTD SHS NEW G3682E192 8,300 1,284,849 SH   DFND 2,5,20 1,060,071 0 224,778
FRP HLDGS INC COM 30292L107 6,341 133,294 SH   DFND 2,5,20 111,514 0 21,780
FS BANCORP INC COM 30263Y104 3,348 66,322 SH   DFND 2,20 55,822 0 10,500
FTD COS INC COM 30281V108 7 14,163 SH   DFND 20 14,163 0 0
FTI CONSULTING INC COM 302941109 84,437 1,099,156 SH   DFND 2,5,8,20 975,075 1,302 122,779
FTS INTERNATIONAL INC COM 30283W104 5,426 542,583 SH   DFND 2,5,20 448,580 0 94,003
FUELCELL ENERGY INC COM NEW 35952H502 299 1,212,967 SH   DFND 2,20 1,024,367 0 188,600
ALLISON TRANSMISSION HLDGS I COM 01973R101 72,316 1,609,886 SH   DFND 2,5,8,13,20 1,448,439 2,400 159,047
FULLER H B CO COM 359694106 205,247 4,219,715 SH   DFND 2,5,8,19,20 3,902,591 337 316,787
FULTON FINL CORP PA COM 360271100 132,049 8,458,836 SH   DFND 2,5,6,8,11,20 7,596,874 2,356 859,606
FUNKO INC COM CL A 361008105 3,898 179,481 SH   DFND 2,20 151,636 0 27,845
FUSION CONNECT INC COM 36116X102 446 340,566 SH   DFND 2,20 229,966 0 110,600
FUTUREFUEL CORPORATION COM 36116M106 9,687 722,943 SH   DFND 2,5,8,20 640,407 0 82,536
FVCBANKCORP INC COM 36120Q101 212 12,518 SH   DFND 2,20 5,100 0 7,418
G-III APPAREL GROUP LTD COM 36237H101 54,744 1,369,981 SH   DFND 2,5,8,20 1,078,100 660 291,221
G1 THERAPEUTICS INC COM 3621LQ109 19,959 1,202,361 SH   DFND 2,5,8,20 1,132,646 0 69,715
GAIA INC NEW CL A 36269P104 1,616 176,578 SH   DFND 2,20 145,396 0 31,182
GAIN CAP HLDGS INC COM 36268W100 4,412 702,576 SH   DFND 2,5,20 613,673 0 88,903
ALLOGENE THERAPEUTICS INC COM 019770106 32,549 1,125,859 SH   DFND 2,20 1,060,959 0 64,900
GALECTIN THERAPEUTICS INC COM NEW 363225202 503 98,403 SH   DFND 2,20 98,403 0 0
GALLAGHER ARTHUR J & CO COM 363576109 674,104 8,631,294 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,565,462 128,810 937,022
GAMCO INVESTORS INC CL A COM 361438104 2,882 140,587 SH   DFND 2,5,8,20 114,153 0 26,434
GAMESTOP CORP NEW CL A 36467W109 35,865 3,530,007 SH   DFND 2,5,8,12,13,20 3,176,063 1,932 352,012
GAMING & LEISURE PPTYS INC COM 36467J108 166,776 4,323,993 SH   DFND 2,5,8,10,12,13,19,20 3,699,847 48,978 575,168
GANNETT CO INC COM 36473H104 37,776 3,584,106 SH   DFND 2,5,8,12,20 3,200,114 4,464 379,528
GAP INC COM 364760108 266,338 10,173,344 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,703,144 318,193 1,152,007
GARDNER DENVER HLDGS INC COM 36555P107 42,722 1,536,196 SH   DFND 2,5,8,19,20 1,381,295 2,100 152,801
GARMIN LTD SHS H2906T109 503,519 5,831,058 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,800,168 166,832 864,058
GARRETT MOTION INC COM 366505105 32,294 2,192,167 SH   DFND 1,2,5,8,12,13,20 2,114,041 3,987 74,139
AAON INC COM PAR $0.004 000360206 53,639 1,161,522 SH   DFND 2,5,8,20 1,030,917 0 130,605
ALLOT LTD SHS M0854Q105 306 38,600 SH   DFND 2 38,600 0 0
GARTNER INC COM 366651107 537,478 3,543,500 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,136,418 47,626 359,456
GASLOG LTD SHS G37585109 13,734 786,591 SH   DFND 2,5,10,20 663,723 0 122,868
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 8,317 579,953 SH   DFND 2,5,8,20 533,153 0 46,800
GATX CORP COM 361448103 93,151 1,219,732 SH   DFND 2,5,6,8,11,20 1,097,027 337 122,368
GCI LIBERTY INC COM CLASS A 36164V305 69,776 1,254,737 SH   DFND 2,5,8,13,20 1,127,831 943 125,963
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 42,691 1,442,249 SH   DFND 2,5,8,13,19,20 1,206,040 1,704 234,505
GDS HLDGS LTD SPONSORED ADS 36165L108 40,991 1,148,517 SH   DFND 1,2,5,8,10,11,12,13,19,20 923,717 26,400 198,400
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,253 167,999 SH   DFND 2,20 138,778 0 29,221
GENCOR INDS INC COM 368678108 1,572 127,215 SH   DFND 2,20 105,347 0 21,868
GENERAC HLDGS INC COM 368736104 64,179 1,252,770 SH   DFND 2,5,8,20 1,041,909 400 210,461
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 51,936 5,444,073 SH   DFND 2,5,6,8,11,20 4,886,836 845 556,392
GENERAL DYNAMICS CORP COM 369550108 1,986,785 11,736,680 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,695,491 264,264 776,925
GENERAL ELECTRIC CO COM 369604103 3,486,060 348,625,235 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 309,270,266 5,282,704 34,072,265
GENERAL FIN CORP DEL COM 369822101 1,441 154,453 SH   DFND 2,20 123,928 0 30,525
GENERAL MLS INC COM 370334104 1,825,621 35,277,709 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,954,428 8,811,735 2,511,546
GENERAL MOLY INC COM 370373102 9 42,932 SH   DFND 20 42,932 0 0
GENERAL MTRS CO COM 37045V100 2,141,608 57,725,287 SH   DFND 2,5,6,8,10,11,12,13,19,20 50,523,956 955,692 6,245,639
GENESCO INC COM 371532102 29,896 656,325 SH   DFND 2,5,8,20 591,518 904 63,903
GENESEE & WYO INC CL A 371559105 135,310 1,552,791 SH   DFND 2,5,6,8,11,13,20 1,362,215 583 189,993
GENESIS HEALTHCARE INC CL A COM 37185X106 1,379 957,381 SH   DFND 2,5,20 848,190 0 109,191
GENIE ENERGY LTD CL B 372284208 92 10,854 SH   DFND 20 10,854 0 0
ALLSTATE CORP COM 020002101 1,547,017 16,341,929 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,326,263 409,826 1,605,840
GENMARK DIAGNOSTICS INC COM 372309104 7,247 1,022,153 SH   DFND 2,5,8,20 878,514 0 143,639
GENOCEA BIOSCIENCES INC COM 372427104 16 26,324 SH   DFND 20 20,600 0 5,724
GENOMIC HEALTH INC COM 37244C101 85,918 1,226,519 SH   DFND 2,5,8,20 1,157,323 0 69,196
GENPACT LIMITED SHS G3922B107 61,105 1,736,922 SH   DFND 2,5,8,13,19,20 1,573,895 0 163,027
GENTEX CORP COM 371901109 141,943 6,863,775 SH   DFND 2,5,6,8,11,12,13,19,20 6,499,268 10,554 353,953
GENTHERM INC COM 37253A103 36,672 994,906 SH   DFND 2,5,8,20 871,223 1,140 122,543
GENUINE PARTS CO COM 372460105 971,916 8,619,524 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,794,349 267,940 557,235
GENWORTH FINL INC COM CL A 37247D106 75,289 19,657,794 SH   DFND 2,5,6,8,11,12,13,20 17,953,986 17,784 1,686,024
GEO GROUP INC NEW COM 36162J106 72,321 3,766,730 SH   DFND 2,5,6,8,11,13,20 3,418,597 2,464 345,669
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,688 130,412 SH   DFND 2,20 130,412 0 0
ALLY FINL INC COM 02005N100 323,559 11,770,045 SH   DFND 2,5,6,8,10,12,13,19,20 9,171,559 477,116 2,121,370
GERDAU S A SPON ADR REP PFD 373737105 15,619 4,025,597 SH   DFND 2,10,12,19,20 3,486,324 465,625 73,648
GERMAN AMERN BANCORP INC COM 373865104 14,728 500,952 SH   DFND 2,5,8,20 352,060 0 148,892
GERON CORP COM 374163103 5,568 3,353,973 SH   DFND 2,5,8,20 2,879,951 0 474,022
GETTY RLTY CORP NEW COM 374297109 43,905 1,355,839 SH   DFND 2,5,8,10,20 1,211,445 8,609 135,785
GIBRALTAR INDS INC COM 374689107 36,737 904,634 SH   DFND 2,5,8,20 803,237 1,270 100,127
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 301 34,210 SH   DFND 2,20 34,210 0 0
GILDAN ACTIVEWEAR INC COM 375916103 336 9,296 SH   DFND 20 9,296 0 0
GILEAD SCIENCES INC COM 375558103 3,812,813 58,649,643 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,688,857 991,011 5,969,775
GLACIER BANCORP INC NEW COM 37637Q105 126,919 3,167,420 SH   DFND 2,5,8,20 2,904,621 1,085 261,714
GLADSTONE COML CORP COM 376536108 13,393 644,830 SH   DFND 2,5,8,20 537,076 9,600 98,154
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 256,847 2,748,494 SH   DFND 2,5,6,8,10,12,13,19,20 2,447,229 45,097 256,168
GLADSTONE LD CORP COM 376549101 2,705 213,863 SH   DFND 2,20 169,333 0 44,530
GLATFELTER COM 377316104 17,346 1,228,479 SH   DFND 2,5,8,20 1,091,082 2,208 135,189
GLAUKOS CORP COM 377322102 65,912 841,031 SH   DFND 2,5,8,20 729,053 0 111,978
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 411,997 9,720,629 SH   DFND 1,20 41,274 9,477,470 201,885
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 126,927 2,398,015 SH   DFND 2,5,8,20 2,234,400 0 163,615
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 15,595 452,818 SH   DFND 2,5,8,20 388,979 0 63,839
GLOBAL EAGLE ENTMT INC COM 37951D102 53 74,081 SH   DFND 2,20 74,081 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 5,123 168,629 SH   DFND 2,5,8,20 143,514 0 25,115
GLOBAL MED REIT INC COM NEW 37954A204 4,820 481,707 SH   DFND 2,20 429,493 0 52,214
GLOBAL NET LEASE INC COM NEW 379378201 58,091 3,073,615 SH   DFND 2,5,8,10,20 2,693,659 16,900 363,056
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 5,064 439,931 SH   DFND 2,5,20 376,328 0 63,603
GLOBAL PMTS INC COM 37940X102 833,929 6,108,474 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,411,468 85,931 611,075
GLOBAL WTR RES INC COM 379463102 1,620 165,129 SH   DFND 2,5,20 136,443 0 28,686
GLOBALSTAR INC COM 378973408 448 1,042,710 SH   DFND 5,8,20 910,710 0 132,000
GLOBUS MED INC CL A 379577208 126,596 2,562,146 SH   DFND 2,5,6,8,11,19,20 2,326,180 600 235,366
GLOWPOINT INC COM NEW 379887201 2 11,101 SH   DFND 20 11,101 0 0
GLU MOBILE INC COM 379890106 28,566 2,611,137 SH   DFND 2,5,8,20 2,158,836 0 452,301
GLYCOMIMETICS INC COM 38000Q102 13,653 1,095,747 SH   DFND 2,5,20 989,860 0 105,887
GMS INC COM 36251C103 9,698 641,409 SH   DFND 2,5,8,20 522,616 0 118,793
GNC HLDGS INC COM CL A 36191G107 4,412 1,615,983 SH   DFND 2,5,8,20 1,323,337 3,200 289,446
GODADDY INC CL A 380237107 280,765 3,734,068 SH   DFND 2,5,6,8,10,12,13,19,20 3,008,641 83,644 641,783
ALPHABET INC CAP STK CL A 02079K305 13,524,517 11,491,743 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,984,999 296,829 1,209,915
GOGO INC COM 38046C109 5,030 1,120,239 SH   DFND 2,5,8,20 939,747 0 180,492
GOLAR LNG LTD BERMUDA NOTE 2.750% 2/1 38046YAB7 12,900 13,485,000 SH   DFND 2,5 13,485,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 33,850 1,593,698 SH   DFND 2,5,8,10,20 1,317,291 0 276,407
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,129 302,570 SH   DFND 5,8,20 302,570 0 0
GOLD RESOURCE CORP COM 38068T105 4,599 1,170,347 SH   DFND 2,5,6,20 1,021,686 0 148,661
GOLDCORP INC NEW COM 380956409 371 32,400 SH   DFND 5,20 32,400 0 0
GOLDEN ENTMT INC COM 381013101 4,561 322,128 SH   DFND 2,5,8,20 273,262 0 48,866
GOLDEN MINERALS CO COM 381119106 8 28,779 SH   DFND 20 28,779 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 197 41,341 SH   DFND 2,5,20 41,341 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 222 55,845 SH   DFND 2 55,845 0 0
ALPHABET INC CAP STK CL C 02079K107 13,660,524 11,642,724 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,034,376 332,581 1,275,767
GOLDFIELD CORP COM 381370105 80 36,419 SH   DFND 13,20 11,419 0 25,000
GOLDMAN SACHS GROUP INC COM 38141G104 4,012,273 20,898,342 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 13,227,915 812,478 6,857,949
GOODRICH PETE CORP COM PAR 382410843 1,722 126,594 SH   DFND 2,20 99,275 0 27,319
GOODYEAR TIRE & RUBR CO COM 382550101 160,705 8,854,254 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,530,196 160,511 1,163,547
GOOSEHEAD INS INC COM CL A 38267D109 4,809 169,753 SH   DFND 2,20 138,453 0 31,300
GOPRO INC CL A 38268T103 14,459 2,224,464 SH   DFND 2,5,8,20 1,873,544 0 350,920
GORMAN RUPP CO COM 383082104 12,353 363,980 SH   DFND 2,5,8,20 315,150 0 48,830
GOSSAMER BIO INC COM 38341P102 3,309 152,681 SH   DFND 2,20 152,681 0 0
GP STRATEGIES CORP COM 36225V104 2,851 234,687 SH   DFND 2,5,20 198,968 0 35,719
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 16,886 189,796 SH   DFND 2,5,19,20 188,796 0 1,000
ALTA MESA RES INC CL A 02133L109 414 1,558,335 SH   DFND 2,20 1,273,935 0 284,400
GRACE W R & CO DEL NEW COM 38388F108 72,940 934,646 SH   DFND 2,5,8,13,20 845,243 3,104 86,299
GRACO INC COM 384109104 200,134 4,041,484 SH   DFND 2,5,6,8,11,13,19,20 3,811,762 1,801 227,921
GRAFTECH INTL LTD COM 384313508 9,621 752,218 SH   DFND 2,5,8,20 690,647 0 61,571
GRAHAM CORP COM 384556106 3,478 177,195 SH   DFND 2,5,20 150,914 0 26,281
GRAHAM HLDGS CO COM 384637104 78,036 114,224 SH   DFND 2,5,6,8,11,12,13,20 108,065 65 6,094
GRAINGER W W INC COM 384802104 758,017 2,518,915 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,241,021 81,909 195,985
GRAN TIERRA ENERGY INC COM 38500T101 2,660 1,172,026 SH   DFND 2,5,10,20 899,296 124,142 148,588
GRAND CANYON ED INC COM 38526M106 70,626 616,769 SH   DFND 2,5,8,13,19,20 551,551 600 64,618
GRANITE CONSTR INC COM 387328107 60,302 1,393,306 SH   DFND 2,5,6,8,11,20 1,253,579 1,209 138,518
GRANITE PT MTG TR INC COM 38741L107 27,191 1,433,818 SH   DFND 2,5,6,8,20 1,272,104 606 161,108
ALTABA INC COM 021346101 14,131 190,657 SH   DFND 20 115,730 0 74,927
GRAPHIC PACKAGING HLDG CO COM 388689101 52,185 4,107,398 SH   DFND 2,5,8,13,20 3,719,364 4,200 383,834
GRAY TELEVISION INC COM 389375106 33,592 1,572,648 SH   DFND 2,5,8,20 1,315,452 0 257,196
GREAT AJAX CORP COM 38983D300 5,866 426,954 SH   DFND 2,5,20 373,969 0 52,985
GREAT LAKES DREDGE & DOCK CO COM 390607109 9,596 1,076,998 SH   DFND 2,5,8,20 914,439 0 162,559
GREAT SOUTHN BANCORP INC COM 390905107 12,247 234,534 SH   DFND 2,5,8,20 200,003 0 34,531
GREAT WESTN BANCORP INC COM 391416104 78,694 2,491,101 SH   DFND 2,5,8,20 2,302,853 1,600 186,648
GREEN BRICK PARTNERS INC COM 392709101 3,485 398,244 SH   DFND 2,5,20 332,706 0 65,538
GREEN DOT CORP CL A 39304D102 91,194 1,503,613 SH   DFND 2,5,6,8,11,13,20 1,346,378 900 156,335
GREEN PLAINS INC COM 393222104 27,180 1,629,515 SH   DFND 2,5,8,20 1,497,743 0 131,772
GREENBRIER COS INC COM 393657101 31,229 968,945 SH   DFND 2,5,8,20 846,760 0 122,185
AAR CORP COM 000361105 55,784 1,715,899 SH   DFND 2,5,8,20 1,598,229 786 116,884
ALTAIR ENGR INC COM CL A 021369103 18,748 509,326 SH   DFND 2,5,20 432,586 0 76,740
GREENE COUNTY BANCORP INC COM 394357107 1,151 37,919 SH   DFND 2,20 31,041 0 6,878
GREENHILL & CO INC COM 395259104 12,622 586,790 SH   DFND 2,5,8,20 489,173 2,100 95,517
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 6,009 552,816 SH   DFND 2,5,8,20 457,180 1,200 94,436
GREENSKY INC CL A 39572G100 1,906 147,277 SH   DFND 2,20 147,277 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 209 15,138 SH   DFND 2 15,138 0 0
GREIF INC CL A 397624107 35,884 860,797 SH   DFND 2,5,6,8,11,20 778,808 83 81,906
GREIF INC CL B 397624206 5,024 101,416 SH   DFND 2,5,20 84,564 0 16,852
GRIDSUM HLDG INC SPONSORED ADR 398132100 76 25,600 SH   DFND 2 25,600 0 0
GRIFFIN INL RLTY INC COM 398231100 286 8,208 SH   DFND 2,20 6,944 0 1,264
GRIFFON CORP COM 398433102 18,713 1,012,601 SH   DFND 2,5,8,20 903,851 0 108,750
ALTERYX INC COM CL A 02156B103 47,886 570,961 SH   DFND 2,5,20 484,271 0 86,690
GRIFOLS S A SP ADR REP B NVT 398438408 3,797 188,836 SH   DFND 1,2,10,13,20 182,836 0 6,000
GRITSTONE ONCOLOGY INC COM 39868T105 1,473 110,715 SH   DFND 2,20 90,915 0 19,800
GROUP 1 AUTOMOTIVE INC COM 398905109 45,234 699,137 SH   DFND 2,5,8,12,20 545,817 705 152,615
GROUPON INC COM 399473107 36,603 10,310,637 SH   DFND 2,5,8,20 8,875,223 1,800 1,433,614
GRUBHUB INC COM 400110102 131,224 1,888,930 SH   DFND 2,5,6,8,10,12,13,19,20 1,634,327 57,172 197,431
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 9,403 208,529 SH   DFND 2,19,20 208,529 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 16,018 99,031 SH   DFND 1,2,13,19,20 98,351 0 680
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 140 17,964 SH   DFND 5 17,964 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 6,139 555,071 SH   DFND 1,5,20 555,071 0 0
GSI TECHNOLOGY COM 36241U106 143 18,379 SH   DFND 2,20 18,379 0 0
ALTICE USA INC CL A 02156K103 73,550 3,424,133 SH   DFND 2,5,6,8,10,12,13,19,20 3,424,133 0 0
GTT COMMUNICATIONS INC COM 362393100 29,971 863,718 SH   DFND 2,5,8,20 730,841 0 132,877
GTX INC DEL COM NEW 40052B207 358 298,447 SH   DFND 2,20 289,547 0 8,900
GUARANTY BANCSHARES INC TEX COM 400764106 3,830 130,314 SH   DFND 2,20 108,821 0 21,493
GUARANTY FED BANCSHARES INC COM 40108P101 289 12,873 SH   DFND 20 2,300 0 10,573
GUARDANT HEALTH INC COM 40131M109 22,226 289,776 SH   DFND 2,20 246,844 0 42,932
GUESS INC COM 401617105 37,055 1,890,548 SH   DFND 2,5,8,12,20 1,670,249 28,337 191,962
GUIDEWIRE SOFTWARE INC COM 40171V100 98,543 1,014,237 SH   DFND 2,5,8,13,19,20 905,870 1,300 107,067
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 12,553 11,550,000 SH   DFND 2,5 11,550,000 0 0
GULF ISLAND FABRICATION INC COM 402307102 1,333 145,358 SH   DFND 2,20 145,358 0 0
GULFPORT ENERGY CORP COM NEW 402635304 73,628 9,180,521 SH   DFND 2,5,20 8,520,668 3,200 656,653
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 5,112 215,949 SH   DFND 2,5,8,20 174,431 1,000 40,518
GW PHARMACEUTICALS PLC ADS 36197T103 1,409 8,359 SH   DFND 2,13,20 8,359 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 16,295 648,925 SH   DFND 2,5,8,20 547,345 0 101,580
HABIT RESTAURANTS INC COM CL A 40449J103 3,658 338,064 SH   DFND 2,5,20 284,747 0 53,317
HACKETT GROUP INC COM 404609109 9,079 574,600 SH   DFND 2,5,8,20 503,343 0 71,257
HAEMONETICS CORP COM 405024100 150,611 1,721,667 SH   DFND 2,5,6,8,11,13,19,20 1,552,977 604 168,086
HAIN CELESTIAL GROUP INC COM 405217100 51,229 2,215,786 SH   DFND 2,5,6,8,11,13,19,20 2,100,288 666 114,832
HALCON RES CORP COM PAR NEW 40537Q605 4,250 3,147,949 SH   DFND 2,5,20 2,735,332 0 412,617
HALLADOR ENERGY COMPANY COM 40609P105 1,355 257,584 SH   DFND 2,20 222,001 0 35,583
HALLIBURTON CO COM 406216101 1,221,687 41,695,802 SH   DFND 2,5,6,8,10,11,12,13,19,20 37,497,637 598,169 3,599,996
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2,378 228,685 SH   DFND 2,20 190,692 0 37,993
ALTRA INDL MOTION CORP COM 02208R106 44,410 1,422,483 SH   DFND 2,5,6,8,13,20 996,109 199 426,175
HALOZYME THERAPEUTICS INC COM 40637H109 63,658 3,953,883 SH   DFND 2,5,8,20 3,549,791 0 404,092
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 3,130 145,857 SH   DFND 2,5,20 120,159 536 25,162
HAMILTON LANE INC CL A 407497106 13,313 303,973 SH   DFND 2,5,20 253,133 0 50,840
HANCOCK WHITNEY CORPORATION COM 410120109 151,084 3,739,698 SH   DFND 2,5,6,8,11,12,13,20 3,440,324 1,000 298,374
HANESBRANDS INC COM 410345102 350,528 19,604,486 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 17,738,853 236,838 1,628,795
HANGER INC COM NEW 41043F208 1,405 73,743 SH   DFND 2,20 73,743 0 0
HANMI FINL CORP COM NEW 410495204 24,887 1,170,034 SH   DFND 2,5,8,20 1,074,576 0 95,458
HANNON ARMSTRONG SUST INFR C COM 41068X100 29,379 1,145,832 SH   DFND 2,5,8,20 941,928 0 203,904
HANOVER INS GROUP INC COM 410867105 136,236 1,193,275 SH   DFND 2,5,6,8,11,12,13,20 1,137,588 900 54,787
HARBORONE BANCORP INC COM 41165F101 4,791 278,551 SH   DFND 2,5,20 241,257 0 37,294
ALTRIA GROUP INC COM 02209S103 4,195,658 72,058,201 SH   DFND 1,2,5,6,8,10,12,13,19,20 65,182,692 1,160,371 5,715,138
HARLEY DAVIDSON INC COM 412822108 265,167 7,435,992 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,569,053 118,301 748,638
HARMONIC INC COM 413160102 12,281 2,265,800 SH   DFND 2,5,8,20 2,032,153 0 233,647
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 91 47,900 SH   DFND 8,20 47,900 0 0
HARRIS CORP DEL COM 413875105 826,203 5,173,143 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,683,823 72,910 416,410
HARSCO CORP COM 415864107 45,798 2,271,707 SH   DFND 2,5,8,20 1,984,521 3,081 284,105
HARTFORD FINL SVCS GROUP INC COM 416515104 1,029,551 20,587,619 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,120,187 4,087,801 1,379,631
HARVARD BIOSCIENCE INC COM 416906105 2,242 520,084 SH   DFND 2,20 425,848 0 94,236
HASBRO INC COM 418056107 424,458 4,992,447 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,408,663 127,836 455,948
HAVERTY FURNITURE INC COM 419596101 13,214 603,924 SH   DFND 2,5,8,20 546,131 0 57,793
HAWAIIAN ELEC INDUSTRIES COM 419870100 119,634 2,934,352 SH   DFND 2,5,6,8,11,12,13,20 2,764,841 1,256 168,255
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 289 31,132 SH   DFND 5 31,132 0 0
HAWAIIAN HOLDINGS INC COM 419879101 40,876 1,557,171 SH   DFND 2,5,8,13,20 1,389,565 0 167,606
HAWKINS INC COM 420261109 10,913 296,314 SH   DFND 2,5,8,20 265,586 349 30,379
HAWTHORN BANCSHARES INC COM 420476103 487 20,851 SH   DFND 20 1,872 0 18,979
HAYNES INTERNATIONAL INC COM NEW 420877201 13,891 423,132 SH   DFND 2,5,8,20 384,342 900 37,890
HC2 HLDGS INC COM 404139107 1,528 623,676 SH   DFND 2,5,20 502,565 0 121,111
HCA HEALTHCARE INC COM 40412C101 1,580,146 12,119,541 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,527,740 357,776 1,234,025
HCI GROUP INC COM 40416E103 8,827 206,571 SH   DFND 2,5,8,20 183,378 0 23,193
HCP INC COM 40414L109 1,034,139 33,039,577 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,754,397 401,529 2,883,651
HD SUPPLY HLDGS INC COM 40416M105 182,392 4,207,423 SH   DFND 2,5,6,8,10,12,13,19,20 3,371,001 195,616 640,806
HDFC BANK LTD SPONSORED ADS 40415F101 17,680 152,532 SH   DFND 1,8,20 152,532 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 36,371 2,823,826 SH   DFND 2,5,8,20 2,711,097 342 112,387
HEALTH INS INNOVATIONS INC COM CL A 42225K106 6,992 260,710 SH   DFND 2,5,20 219,458 0 41,252
HEALTHCARE RLTY TR COM 421946104 229,477 7,146,594 SH   DFND 2,5,6,8,10,11,13,19,20 6,525,946 31,334 589,314
HEALTHCARE SVCS GRP INC COM 421906108 81,077 2,457,623 SH   DFND 2,5,6,8,11,13,19,20 2,074,618 1,025 381,980
HEALTHCARE TR AMER INC CL A NEW 42225P501 161,176 5,637,506 SH   DFND 2,5,8,10,12,13,19,20 5,002,822 49,890 584,794
HEALTHEQUITY INC COM 42226A107 124,996 1,689,593 SH   DFND 2,5,6,8,11,13,20 1,517,394 1,200 170,999
HEALTHSTREAM INC COM 42222N103 21,801 776,925 SH   DFND 2,5,8,20 693,463 800 82,662
HEARTLAND EXPRESS INC COM 422347104 28,062 1,454,024 SH   DFND 2,5,8,20 1,303,904 2,724 147,396
HEARTLAND FINL USA INC COM 42234Q102 29,989 703,141 SH   DFND 2,5,8,20 611,365 0 91,776
HECLA MNG CO COM 422704106 36,245 15,758,541 SH   DFND 2,5,8,20 14,303,436 9,381 1,445,724
HEICO CORP NEW CL A 422806208 80,829 961,562 SH   DFND 2,5,8,13,19,20 851,188 1,718 108,656
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 2,895 185,007 SH   DFND 2,20 156,807 0 28,200
HEICO CORP NEW COM 422806109 105,966 1,116,964 SH   DFND 2,5,8,13,19,20 1,053,969 275 62,720
HEIDRICK & STRUGGLES INTL IN COM 422819102 21,814 569,107 SH   DFND 2,5,8,20 484,098 5,400 79,609
HELEN OF TROY CORP LTD COM G4388N106 110,578 953,590 SH   DFND 2,5,6,8,11,13,19,20 870,167 388 83,035
HELIUS MED TECHNOLOGIES INC COM CL A 42328V504 1,604 240,823 SH   DFND 2,20 184,883 0 55,940
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 34,697 4,386,481 SH   DFND 2,5,8,20 3,946,127 3,985 436,369
HELMERICH & PAYNE INC COM 423452101 344,818 6,206,235 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,344,303 73,006 788,926
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4,392 311,470 SH   DFND 2,20 263,874 0 47,596
HENRY JACK & ASSOC INC COM 426281101 487,114 3,510,981 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,998,085 105,288 407,608
HENRY SCHEIN INC COM 806407102 470,183 7,822,039 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,037,080 187,890 597,069
HERBALIFE NUTRITION LTD COM SHS G4412G101 97,030 1,831,109 SH   DFND 2,5,6,8,12,13,19,20 1,395,707 1,210 434,192
AMARIN CORP PLC SPONS ADR NEW 023111206 5,686 273,890 SH   DFND 1,2,5,13,20 267,590 0 6,300
HERBALIFE NUTRITION LTD NOTE 2.000% 8/1 42703MAB9 25,436 20,433,000 SH   DFND 2,5 20,433,000 0 0
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 15,449 14,625,000 SH   DFND 2 14,625,000 0 0
HERC HLDGS INC COM 42704L104 20,861 535,172 SH   DFND 2,5,8,13,20 455,642 623 78,907
HERITAGE COMMERCE CORP COM 426927109 11,579 956,916 SH   DFND 2,5,8,20 836,158 0 120,758
HERITAGE CRYSTAL CLEAN INC COM 42726M106 7,232 263,467 SH   DFND 2,5,8,20 226,252 0 37,215
HERITAGE FINL CORP WASH COM 42722X106 34,460 1,143,335 SH   DFND 2,5,8,20 1,031,407 0 111,928
HERITAGE INS HLDGS INC COM 42727J102 6,064 413,655 SH   DFND 2,5,8,20 338,929 0 74,726
HERON THERAPEUTICS INC COM 427746102 79,005 3,232,627 SH   DFND 2,5,8,20 2,915,969 0 316,658
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 32,214 1,849,479 SH   DFND 2,5,8,10,20 1,680,672 10,249 158,558
HERSHEY CO COM 427866108 813,897 7,087,842 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,037,687 132,758 917,397
AARONS INC COM PAR $0.50 002535300 134,884 2,562,648 SH   DFND 2,5,6,8,10,11,19,20 2,179,550 804 382,294
AMAZON COM INC COM 023135106 29,446,950 16,536,263 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,649,973 265,375 1,620,915
HERTZ GLOBAL HLDGS INC COM 42806J106 27,071 1,558,515 SH   DFND 2,5,8,12,13,20 1,377,001 1,871 179,643
HESKA CORP COM RESTRC NEW 42805E306 22,002 258,487 SH   DFND 2,5,8,20 236,260 0 22,227
HESS CORP COM 42809H107 785,070 13,034,526 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,892,045 154,604 987,877
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,054,857 67,867,630 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 53,185,357 6,601,874 8,080,399
HEXCEL CORP NEW COM 428291108 146,170 2,113,512 SH   DFND 2,5,8,13,19,20 1,989,500 1,771 122,241
HFF INC CL A 40418F108 51,668 1,082,059 SH   DFND 2,5,8,20 960,347 200 121,512
HIBBETT SPORTS INC COM 428567101 12,672 555,526 SH   DFND 2,5,8,20 479,436 1,262 74,828
HIGHPOINT RES CORP COM 43114K108 6,786 3,070,761 SH   DFND 2,5,20 2,723,317 2,400 345,044
HIGHWOODS PPTYS INC COM 431284108 242,472 5,183,240 SH   DFND 2,5,6,8,10,11,13,19,20 4,863,435 24,534 295,271
HILL ROM HLDGS INC COM 431475102 196,827 1,859,310 SH   DFND 2,5,6,8,11,13,20 1,658,206 1,000 200,104
AMBAC FINL GROUP INC COM NEW 023139884 23,506 1,297,243 SH   DFND 2,5,8,20 1,144,031 0 153,212
HILLENBRAND INC COM 431571108 75,377 1,814,996 SH   DFND 2,5,8,19,20 1,590,539 595 223,862
HILLTOP HOLDINGS INC COM 432748101 34,394 1,884,626 SH   DFND 2,5,8,20 1,656,230 1,279 227,117
HILTON GRAND VACATIONS INC COM 43283X105 39,293 1,273,682 SH   DFND 2,5,8,13,20 1,117,183 1,690 154,809
HILTON WORLDWIDE HLDGS INC COM 43300A203 965,590 11,618,218 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,395,200 149,266 1,073,752
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 670 210,170 SH   DFND 2,10,19 210,170 0 0
HINGHAM INSTN SVGS MASS COM 433323102 3,838 22,313 SH   DFND 2,5,20 18,566 0 3,747
HMS HLDGS CORP COM 40425J101 77,664 2,622,899 SH   DFND 2,5,8,20 2,073,477 2,919 546,503
HNI CORP COM 404251100 50,585 1,393,904 SH   DFND 2,5,6,8,11,19,20 1,226,806 7,217 159,881
HOLLYFRONTIER CORP COM 436106108 472,106 9,582,012 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,204,858 255,611 1,121,543
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3,848 183,776 SH   DFND 2,5,13,20 183,776 0 0
AMBARELLA INC SHS G037AX101 25,623 593,117 SH   DFND 2,5,8,20 493,084 100 99,933
HOLOGIC INC COM 436440101 553,210 11,429,962 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,081,598 194,370 1,153,994
HOME BANCORP INC COM 43689E107 4,999 150,355 SH   DFND 2,5,20 105,074 0 45,281
HOME BANCSHARES INC COM 436893200 119,890 6,823,542 SH   DFND 2,5,6,8,11,13,20 6,268,637 3,300 551,605
HOME DEPOT INC COM 437076102 10,152,355 52,907,162 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 42,034,395 807,010 10,065,757
HOMESTREET INC COM 43785V102 20,979 796,167 SH   DFND 2,5,8,20 655,699 0 140,468
HOMETOWN BANKSHARES CORP COM 43787N108 210 14,649 SH   DFND 20 0 0 14,649
HOMETRUST BANCSHARES INC COM 437872104 9,510 377,376 SH   DFND 2,5,20 320,160 0 57,216
HOMOLOGY MEDICINES INC COM 438083107 8,237 297,041 SH   DFND 2,20 248,761 0 48,280
HONDA MOTOR LTD AMERN SHS 438128308 552 20,323 SH   DFND 2,20 20,323 0 0
HONEYWELL INTL INC COM 438516106 4,702,801 29,592,252 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,388,660 792,081 2,411,511
AMBER RD INC COM 02318Y108 3,243 373,996 SH   DFND 2,20 312,532 0 61,464
HOOKER FURNITURE CORP COM 439038100 6,556 227,408 SH   DFND 2,5,8,13,20 190,012 0 37,396
HOPE BANCORP INC COM 43940T109 77,445 5,920,893 SH   DFND 2,5,8,13,20 5,520,926 1,800 398,167
HOPFED BANCORP INC COM 439734104 335 17,024 SH   DFND 20 1,717 0 15,307
HORACE MANN EDUCATORS CORP N COM 440327104 46,309 1,315,216 SH   DFND 2,5,8,20 1,074,792 77 240,347
HORIZON BANCORP INC COM 440407104 12,868 799,739 SH   DFND 2,5,8,20 608,601 0 191,138
HORIZON GLOBAL CORP COM 44052W104 70 35,950 SH   DFND 2,20 35,950 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 13,215 11,650,000 SH   DFND 2,5 11,650,000 0 0
HORIZON PHARMA PLC SHS G4617B105 100,392 3,798,424 SH   DFND 2,5,8,13,20 3,223,854 4,600 569,970
HORMEL FOODS CORP COM 440452100 1,249,189 27,908,605 SH   DFND 2,5,6,8,10,12,13,19,20 14,950,258 10,846,357 2,111,990
HORNBECK OFFSHORE SVCS INC N COM 440543106 62 49,768 SH   DFND 2,20 49,768 0 0
AMBEV SA SPONSORED ADR 02319V103 99,563 23,154,265 SH   DFND 2,5,8,10,13,19,20 20,737,754 2,086,952 329,559
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 224,927 8,549,118 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,036,566 40,629 471,923
HOST HOTELS & RESORTS INC COM 44107P104 1,012,219 53,000,422 SH   DFND 2,5,6,8,10,11,12,13,19,20 47,254,150 896,628 4,849,644
HOSTESS BRANDS INC CL A 44109J106 32,298 2,583,823 SH   DFND 2,5,8,20 1,635,765 0 948,058
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 15,226 2,094,325 SH   DFND 2,5,8,20 1,762,324 5,100 326,901
HOULIHAN LOKEY INC CL A 441593100 33,258 725,363 SH   DFND 2,5,8,20 589,752 0 135,611
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 975 88,845 SH   DFND 2,5,13,20 88,845 0 0
HOWARD BANCORP INC COM 442496105 3,167 213,825 SH   DFND 2,20 175,830 0 37,995
HOWARD HUGHES CORP COM 44267D107 56,000 509,091 SH   DFND 2,5,8,13,20 457,262 560 51,269
HP INC COM 40434L105 1,455,806 74,316,484 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 57,124,035 8,589,803 8,602,646
HSBC HLDGS PLC ADR A 1/40PF A 404280604 13,006 504,693 SH   DFND 2 504,693 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 15,432 1,039,174 SH   DFND 2,5,8,20 872,044 320 166,810
HSBC HLDGS PLC SPON ADR NEW 404280406 4,845 119,249 SH   DFND 1,20 119,249 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 154 61,796 SH   DFND 2,20 61,796 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 546 23,564 SH   DFND 5,20 23,564 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 16,075 13,985,000 SH   DFND 2,5 13,985,000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 105,942 2,514,056 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,014,856 67,700 431,500
HUB GROUP INC CL A 443320106 43,615 1,067,678 SH   DFND 2,5,8,20 931,854 55 135,769
HUBBELL INC COM 443510607 159,966 1,355,872 SH   DFND 2,5,6,8,11,12,13,19,20 1,280,775 491 74,606
HUBSPOT INC COM 443573100 124,560 749,411 SH   DFND 2,5,8,13,19,20 629,546 800 119,065
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 20,411 11,266,000 SH   DFND 2,5 11,266,000 0 0
HUDSON GLOBAL INC COM 443787106 24 15,816 SH   DFND 20 15,816 0 0
AMC NETWORKS INC CL A 00164V103 67,409 1,187,616 SH   DFND 2,5,6,8,11,13,20 1,126,781 293 60,542
HUDSON LTD COM CL A G46408103 9,421 685,138 SH   DFND 2,5,20 571,481 0 113,657
HUDSON PAC PPTYS INC COM 444097109 204,441 5,939,589 SH   DFND 2,5,8,10,13,19,20 5,462,037 38,704 438,848
HUDSON TECHNOLOGIES INC COM 444144109 56 29,255 SH   DFND 20 29,255 0 0
HUMANA INC COM 444859102 1,643,290 6,165,123 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,330,595 161,079 673,449
HUNT COS FIN TR INC COM 44558T100 191 53,575 SH   DFND 20 2,209 0 51,366
HUNT J B TRANS SVCS INC COM 445658107 375,212 3,704,336 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,216,752 127,177 360,407
HUNTINGTON BANCSHARES INC COM 446150104 653,352 50,960,089 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,441,182 600,509 3,918,398
HUNTINGTON INGALLS INDS INC COM 446413106 692,885 3,344,039 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 1,867,352 1,103,110 373,577
HUNTSMAN CORP COM 447011107 64,741 2,878,666 SH   DFND 2,5,8,12,13,20 2,590,513 12,636 275,517
HURCO COMPANIES INC COM 447324104 5,486 135,592 SH   DFND 2,5,20 118,254 0 17,338
AMDOCS LTD SHS G02602103 100,027 1,838,902 SH   DFND 2,5,6,8,10,12,13,19,20 1,731,597 0 107,305
HURON CONSULTING GROUP INC COM 447462102 20,694 438,252 SH   DFND 2,5,8,20 361,844 902 75,506
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 25,772 842,775 SH   DFND 2,5,8,10,11,12,13,19,20 640,775 25,600 176,400
HUTTIG BLDG PRODS INC COM 448451104 56 20,163 SH   DFND 2,20 20,163 0 0
HUYA INC ADS REP SHS A 44852D108 1,250 44,436 SH   DFND 2,5 44,436 0 0
HYATT HOTELS CORP COM CL A 448579102 36,037 496,581 SH   DFND 2,5,10,13,20 453,456 0 43,125
HYSTER YALE MATLS HANDLING I CL A 449172105 12,824 205,644 SH   DFND 2,5,8,20 173,465 536 31,643
I D SYSTEMS INC COM 449489103 103 17,315 SH   DFND 2,20 17,315 0 0
I3 VERTICALS INC COM CL A 46571Y107 3,209 133,616 SH   DFND 2,5,20 113,466 0 20,150
IAC INTERACTIVECORP COM 44919P508 350,695 1,669,104 SH   DFND 2,5,6,8,10,12,13,19,20 1,404,751 84,853 179,500
IBERIABANK CORP COM 450828108 144,090 1,997,327 SH   DFND 2,5,8,13,20 1,729,748 474 267,105
AMEDISYS INC COM 023436108 109,228 886,159 SH   DFND 2,5,6,8,11,20 799,322 574 86,263
ICF INTL INC COM 44925C103 28,374 372,262 SH   DFND 2,5,8,20 312,262 0 60,000
ICHOR HOLDINGS SHS G4740B105 14,091 624,057 SH   DFND 2,5,8,20 550,205 0 73,852
ICICI BK LTD ADR 45104G104 98,381 8,584,701 SH   DFND 1,2,5,8,13,19,20 8,521,279 0 63,422
ICON PLC SHS G4705A100 15,237 111,560 SH   DFND 2,5,8,10,13,19,20 109,577 0 1,983
ICU MED INC COM 44930G107 104,692 437,439 SH   DFND 2,5,6,8,11,13,19,20 411,358 300 25,781
IDACORP INC COM 451107106 176,030 1,768,431 SH   DFND 2,5,6,8,11,12,13,20 1,497,900 490 270,041
IDEANOMICS INC COM 45166V106 351 180,900 SH   DFND 2 180,900 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 979 383,988 SH   DFND 2,5,13,20 333,204 0 50,784
IDEX CORP COM 45167R104 380,614 2,508,328 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,204,784 95,226 208,318
IDEXX LABS INC COM 45168D104 828,476 3,705,170 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,252,540 71,114 381,516
AMERCO COM 023586100 80,241 215,704 SH   DFND 2,5,6,8,10,12,13,19,20 160,153 7,783 47,768
IDT CORP CL B NEW 448947507 136 20,543 SH   DFND 2,20 20,543 0 0
IES HLDGS INC COM 44951W106 2,771 155,910 SH   DFND 2,20 130,181 0 25,729
IHS MARKIT LTD SHS G47567105 787,140 14,474,806 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,847,475 234,649 1,392,682
II VI INC COM 902104108 64,744 1,738,570 SH   DFND 2,5,8,20 1,538,356 308 199,906
ILLINOIS TOOL WKS INC COM 452308109 2,043,134 14,137,593 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,551,500 332,369 1,253,724
ILLUMINA INC COM 452327109 1,915,356 6,164,846 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,412,635 148,934 603,277
ILLUMINA INC NOTE 6/1 452327AF6 22,523 18,395,000 SH   DFND 2,5 18,395,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 20,841 15,350,000 SH   DFND 2,5 15,350,000 0 0
IMAX CORP COM 45245E109 23,459 1,034,339 SH   DFND 2,5,8,20 863,286 1,600 169,453
IMMERSION CORP COM 452521107 4,185 496,445 SH   DFND 2,5,20 415,663 0 80,782
ABB LTD SPONSORED ADR 000375204 864 45,810 SH   DFND 2,20 45,810 0 0
AMEREN CORP COM 023608102 949,593 12,910,848 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,511,873 333,763 1,065,212
IMMUNE DESIGN CORP COM 45252L103 3,493 597,011 SH   DFND 2,20 507,040 0 89,971
IMMUNOGEN INC COM 45253H101 34,275 12,647,744 SH   DFND 2,5,8,20 12,197,691 1,976 448,077
IMMUNOMEDICS INC COM 452907108 135,925 7,075,737 SH   DFND 2,5,8,19,20 6,612,028 3,000 460,709
IMPAC MTG HLDGS INC COM NEW 45254P508 534 136,132 SH   DFND 2,20 108,143 0 27,989
IMPINJ INC COM 453204109 5,135 306,447 SH   DFND 2,5,20 254,034 0 52,413
INCYTE CORP COM 45337C102 698,274 8,118,520 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,353,948 97,531 667,041
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,941 700,680 SH   DFND 2,20 566,968 0 133,712
INDEPENDENCE HLDG CO NEW COM NEW 453440307 3,745 106,238 SH   DFND 2,20 91,450 0 14,788
INDEPENDENCE RLTY TR INC COM 45378A106 49,272 4,491,885 SH   DFND 2,5,8,10,20 4,097,393 47,300 347,192
INDEPENDENT BANK CORP MASS COM 453836108 83,746 1,028,553 SH   DFND 1,2,5,8,20 865,921 247 162,385
AMERESCO INC CL A 02361E108 5,480 338,678 SH   DFND 2,20 287,281 0 51,397
INDEPENDENT BANK CORP MICH COM NEW 453838609 16,181 752,614 SH   DFND 2,5,20 574,026 0 178,588
INDEPENDENT BK GROUP INC COM 45384B106 61,446 1,198,017 SH   DFND 2,5,8,20 1,077,429 0 120,588
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 26,753 1,326,381 SH   DFND 2,5,8,20 1,098,280 904 227,197
INFINERA CORPORATION COM 45667G103 14,891 3,431,208 SH   DFND 2,5,8,20 2,949,354 4,811 477,043
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 8,596 10,700,000 SH   DFND 2,5 10,700,000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 104 55,289 SH   DFND 20 55,289 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1,856 497,579 SH   DFND 2,20 397,234 0 100,345
INFOSYS LTD SPONSORED ADR 456788108 203,577 18,625,561 SH   DFND 1,2,5,8,10,13,19,20 16,792,477 0 1,833,084
INFRA AND ENERGY ALTRNTIVE I COM 45686J104 1,234 235,406 SH   DFND 2,20 189,306 0 46,100
INFRAREIT INC COM 45685L100 19,431 915,764 SH   DFND 2,5,8,19,20 763,383 0 152,381
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 26,137 1,830,329 SH   DFND 1,5,8,13,20 1,705,604 0 124,725
ING GROEP N V SPONSORED ADR 456837103 176 14,463 SH   DFND 2,20 14,463 0 0
INGERSOLL-RAND PLC SHS G47791101 1,113,418 10,314,197 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,061,152 177,152 1,075,893
INGEVITY CORP COM 45688C107 148,841 1,409,342 SH   DFND 2,5,6,8,11,13,19,20 1,188,887 1,113 219,342
INGLES MKTS INC CL A 457030104 10,140 367,122 SH   DFND 2,5,8,20 316,391 0 50,731
INGREDION INC COM 457187102 282,839 2,967,621 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,642,076 87,376 238,169
INNERWORKINGS INC COM 45773Y105 2,948 814,322 SH   DFND 2,5,8,20 682,339 0 131,983
INNOPHOS HOLDINGS INC COM 45774N108 17,611 584,313 SH   DFND 2,5,8,20 521,132 400 62,781
INNOSPEC INC COM 45768S105 63,254 758,891 SH   DFND 2,5,8,20 607,967 400 150,524
INNOVATE BIOPHARMACEUTICLS I COM PAR 45782F105 493 255,682 SH   DFND 2,5,20 216,685 0 38,997
INNOVATIVE INDL PPTYS INC COM 45781V101 20,374 248,041 SH   DFND 2,20 220,941 0 27,100
AMERICAN AIRLS GROUP INC COM 02376R102 450,948 14,198,627 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,403,907 83,275 1,711,445
INNOVIVA INC COM 45781M101 32,619 2,324,934 SH   DFND 2,5,8,20 2,081,730 2,787 240,417
INOGEN INC COM 45780L104 63,590 666,771 SH   DFND 2,5,6,8,11,19,20 608,832 200 57,739
INOVALON HLDGS INC COM CL A 45781D101 16,414 1,320,545 SH   DFND 2,5,8,20 1,106,867 0 213,678
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 15,618 4,187,183 SH   DFND 2,5,8,20 3,933,296 0 253,887
INPHI CORP COM 45772F107 48,811 1,115,925 SH   DFND 2,5,8,20 980,369 0 135,556
INSEEGO CORP COM 45782B104 481 101,861 SH   DFND 2,20 101,861 0 0
INSIGHT ENTERPRISES INC COM 45765U103 59,040 1,072,289 SH   DFND 2,5,8,20 945,981 65 126,243
INSMED INC COM PAR $.01 457669307 82,599 2,841,366 SH   DFND 2,5,8,20 2,598,740 2,000 240,626
INSMED INC NOTE 1.750% 1/1 457669AA7 15,450 15,325,000 SH   DFND 2,5 15,325,000 0 0
INSPERITY INC COM 45778Q107 149,098 1,205,708 SH   DFND 2,5,6,8,11,19,20 1,057,783 500 147,425
AMERICAN ASSETS TR INC COM 024013104 89,320 1,947,668 SH   DFND 2,5,8,10,20 1,732,073 9,375 206,220
INSPIRE MED SYS INC COM 457730109 14,364 252,973 SH   DFND 2,8,20 211,931 0 41,042
INSPIRED ENTMT INC COM 45782N108 117 17,519 SH   DFND 2,20 17,519 0 0
INSTALLED BLDG PRODS INC COM 45780R101 32,218 664,285 SH   DFND 2,5,8,20 598,317 0 65,968
INSTEEL INDUSTRIES INC COM 45774W108 11,971 572,222 SH   DFND 2,5,8,20 520,379 0 51,843
INSTRUCTURE INC COM 45781U103 32,447 688,598 SH   DFND 2,5,8,20 591,479 0 97,119
INSULET CORP COM 45784P101 85,313 897,179 SH   DFND 2,5,8,13,19,20 768,023 803 128,353
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 2,317 501,532 SH   DFND 2,5,8,20 425,183 0 76,349
INTEGER HLDGS CORP COM 45826H109 75,953 1,007,071 SH   DFND 2,5,8,20 897,018 343 109,710
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 115,013 2,064,120 SH   DFND 2,5,6,8,11,13,20 1,787,178 474 276,468
INTEGRATED DEVICE TECHNOLOGY COM 458118106 195,033 3,981,080 SH   DFND 2,5,6,8,11,13,19,20 3,565,868 2,934 412,278
AMERICAN AXLE & MFG HLDGS IN COM 024061103 47,481 3,318,049 SH   DFND 2,5,8,20 2,961,137 3,329 353,583
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 17,706 11,275,000 SH   DFND 2,5 11,275,000 0 0
INTEL CORP COM 458140100 10,545,741 196,382,523 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 165,036,764 5,669,761 25,675,998
INTELLIA THERAPEUTICS INC COM 45826J105 30,365 1,777,835 SH   DFND 2,5,20 1,677,555 0 100,280
INTELSAT S A COM L5140P101 15,023 959,327 SH   DFND 2,5,20 791,724 0 167,603
INTER PARFUMS INC COM 458334109 37,487 492,322 SH   DFND 2,5,8,20 439,534 0 52,788
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 91,179 1,757,495 SH   DFND 2,5,6,8,11,13,20 1,688,485 625 68,385
INTERCEPT PHARMACEUTICALS IN COM 45845P108 125,363 1,120,714 SH   DFND 2,5,8,19,20 1,051,241 500 68,973
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 13,151 13,200,000 SH   DFND 2,5 13,200,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,882,560 24,724,984 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,722,092 387,385 2,615,507
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 252 4,073 SH   DFND 20 4,073 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 327,250 6,877,895 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,457,934 32,956 387,005
INTERDIGITAL INC COM 45867G101 76,187 1,154,703 SH   DFND 2,5,6,8,11,13,20 1,044,378 498 109,827
INTERFACE INC COM 458665304 26,622 1,737,702 SH   DFND 2,5,8,20 1,534,454 2,324 200,924
INTERNAP CORP COM PAR 45885A409 1,968 396,834 SH   DFND 2,5,20 338,815 0 58,019
INTERNATIONAL BANCSHARES COR COM 459044103 77,294 2,006,006 SH   DFND 2,5,6,8,11,20 1,826,652 270 179,084
INTERNATIONAL BUSINESS MACHS COM 459200101 7,686,731 54,477,189 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,555,190 9,201,228 9,720,771
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 552,977 4,269,579 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,690,968 49,174 529,437
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 23,470 466,500 SH   DFND 2 466,500 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 14,612 1,107,996 SH   DFND 2,5,8,10,12,13,20 1,003,519 0 104,477
INTERNATIONAL SEAWAYS INC COM Y41053102 7,839 457,376 SH   DFND 2,5,8,20 381,129 0 76,247
INTERNATIONAL SPEEDWAY CORP CL A 460335201 33,598 770,077 SH   DFND 2,5,6,8,11,20 689,538 375 80,164
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 122,290 5,515,999 SH   DFND 2,5,6,8,11,12,13,19,20 4,902,513 1,874 611,612
INTERPUBLIC GROUP COS INC COM 460690100 397,621 18,925,327 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,479,403 713,935 1,731,989
INTERSECT ENT INC COM 46071F103 21,391 665,359 SH   DFND 2,5,8,20 568,214 0 97,145
INTERXION HOLDING N.V SHS N47279109 26,977 404,278 SH   DFND 2,5,8,13,20 302,736 629 100,913
INTEVAC INC COM 461148108 98 15,923 SH   DFND 2,5,20 15,923 0 0
INTL FCSTONE INC COM 46116V105 17,577 453,481 SH   DFND 2,5,8,20 407,562 0 45,919
INTL PAPER CO COM 460146103 1,172,946 25,350,036 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,990,804 7,847,015 1,512,217
INTRA CELLULAR THERAPIES INC COM 46116X101 12,060 990,169 SH   DFND 2,5,8,20 842,160 0 148,009
INTREPID POTASH INC COM 46121Y102 6,616 1,745,707 SH   DFND 2,5,8,20 1,495,614 0 250,093
INTREXON CORP COM 46122T102 30,476 5,793,960 SH   DFND 2,5,8,19,20 5,562,341 1,500 230,119
INTRICON CORP COM 46121H109 5,400 215,322 SH   DFND 2,20 114,839 0 100,483
AMERICAN ELEC PWR CO INC COM 025537101 2,104,165 25,124,353 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,383,438 365,230 2,375,685
INTUIT COM 461202103 2,851,850 10,909,491 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,448,950 388,936 1,071,605
INTUITIVE SURGICAL INC COM NEW 46120E602 2,758,272 4,834,155 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,247,655 120,694 465,806
INVACARE CORP COM 461203101 9,332 1,114,931 SH   DFND 2,5,8,20 1,014,540 1,138 99,253
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 71,765 4,320,571 SH   DFND 2,19,20 4,320,571 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 2,183 137,306 SH   DFND 8 137,306 0 0
INVESCO LTD SHS G491BT108 362,848 18,790,663 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,844,993 264,943 1,680,727
INVESCO MORTGAGE CAPITAL INC COM 46131B100 60,630 3,731,246 SH   DFND 2,5,8,13,20 3,310,092 600 420,554
INVESTAR HLDG CORP COM 46134L105 3,778 166,364 SH   DFND 2,13,20 129,285 0 37,079
INVESTORS BANCORP INC NEW COM 46146L101 132,656 11,194,593 SH   DFND 2,5,8,10,13,20 10,351,910 5,800 836,883
INVESTORS REAL ESTATE TR SH BEN INT 461730509 22,963 378,888 SH   DFND 2,5,8,10,20 325,057 3,497 50,334
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 20,824 410,000 SH   DFND 2 410,000 0 0
INVESTORS TITLE CO COM 461804106 3,608 22,851 SH   DFND 2,5,20 18,717 0 4,134
INVITAE CORP COM 46185L103 70,224 2,998,463 SH   DFND 2,5,8,20 2,781,101 0 217,362
INVITATION HOMES INC COM 46187W107 377,092 15,499,071 SH   DFND 2,5,6,8,10,12,13,19,20 13,748,544 223,434 1,527,093
ION GEOPHYSICAL CORP COM NEW 462044207 2,424 167,866 SH   DFND 2,20 135,476 0 32,390
IOVANCE BIOTHERAPEUTICS INC COM 462260100 38,641 4,063,235 SH   DFND 2,5,8,20 3,743,448 0 319,787
IPG PHOTONICS CORP COM 44980X109 214,198 1,411,240 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,218,845 35,868 156,527
IQIYI INC SPONSORED ADS 46267X108 57,746 2,414,114 SH   DFND 2,5,8,10,11,12,19,20 2,414,114 0 0
IQVIA HLDGS INC COM 46266C105 970,490 6,746,541 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,964,134 89,238 693,169
IRADIMED CORP COM 46266A109 1,536 54,682 SH   DFND 2,20 44,582 0 10,100
IRHYTHM TECHNOLOGIES INC COM 450056106 44,011 587,130 SH   DFND 2,5,8,20 514,752 0 72,378
ABBOTT LABS COM 002824100 5,889,454 73,673,424 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 65,200,990 1,198,032 7,274,402
AMERICAN EQTY INVT LIFE HLD COM 025676206 77,318 2,861,504 SH   DFND 2,5,8,12,13,20 2,572,426 2,200 286,878
IRIDIUM COMMUNICATIONS INC COM 46269C102 75,294 2,847,746 SH   DFND 2,5,8,20 2,539,488 0 308,258
IROBOT CORP COM 462726100 113,151 961,434 SH   DFND 2,5,8,20 873,801 1,000 86,633
IRON MTN INC NEW COM 46284V101 432,819 12,000,541 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,550,355 159,052 1,291,134
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 75,424 5,574,548 SH   DFND 2,5,8,20 5,136,928 3,300 434,320
ISHARES INC CORE MSCI EMKT 46434G103 548,427 10,605,825 SH   DFND 1,2,20 10,605,825 0 0
ISHARES INC MSCI CDA ETF 464286509 35,854 1,297,190 SH   DFND 2 1,297,190 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 783 27,500 SH   DFND 10 0 0 27,500
ISHARES INC MSCI GBL ETF NEW 46434G848 1,554 50,000 SH   DFND 10 0 0 50,000
ISHARES INC MSCI JPN ETF NEW 46434G822 7,774 142,061 SH   DFND 12 0 0 142,061
ISHARES INC MSCI PAC JP ETF 464286665 9,858 214,763 SH   DFND 12 0 0 214,763
AMERICAN EXPRESS CO COM 025816109 3,961,864 36,247,611 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 27,262,168 530,792 8,454,651
ISHARES INC MSCI STH KOR ETF 464286772 2,616 42,920 SH   DFND 20 42,920 0 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 4,008 251,300 SH   DFND 10 0 0 251,300
ISHARES TR 1 3 YR TREAS BD 464287457 165,586 1,968,450 SH   DFND 2 1,968,450 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 27,228 221,022 SH   DFND 1,2 221,022 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 119,769 1,122,801 SH   DFND 1,2 1,122,801 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,028 16,920 SH   DFND 1 16,920 0 0
ISHARES TR CORE S&P MCP ETF 464287507 91,746 484,402 SH   DFND 1,2 467,515 16,886 1
ISHARES TR CORE S&P SCP ETF 464287804 94,638 1,226,671 SH   DFND 1,2,20 1,225,240 1,431 0
ISHARES TR CORE S&P500 ETF 464287200 3,626 12,744 SH   DFND 1,6 12,744 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,975 18,108 SH   DFND 1,20 2,931 0 15,177
AMERICAN FIN TR INC COM CLASS A 02607T109 2,093 193,800 SH   DFND 8,20 150,700 0 43,100
ISHARES TR EAFE SML CP ETF 464288273 64,477 1,122,511 SH   DFND 1,6,20 843,311 0 279,200
ISHARES TR FLTG RATE NT ETF 46429B655 10,286 202,033 SH   DFND 1 202,033 0 0
ISHARES TR INTRM GOV CR ETF 464288612 17,541 159,088 SH   DFND 1 35,351 123,737 0
ISHARES TR INTRM TR CRP ETF 464288638 1,002 18,167 SH   DFND 1 18,167 0 0
ISHARES TR MIN VOL USA ETF 46429B697 537 9,126 SH   DFND 1 9,126 0 0
ISHARES TR MSCI ACWI ETF 464288257 15,678 217,292 SH   DFND 6 0 0 217,292
ISHARES TR MSCI EAFE ETF 464287465 546,866 8,431,488 SH   DFND 1,2,6,20 8,354,894 0 76,594
ISHARES TR MSCI EMG MKT ETF 464287234 39,075 910,422 SH   DFND 1,6 2,142 0 908,280
ISHARES TR MSCI INDIA ETF 46429B598 94,581 2,683,145 SH   DFND 5,8,12,20 1,044,331 0 1,638,814
ISHARES TR MSCI INDIA SM CP 46429B614 18,896 466,800 SH   DFND 20 0 0 466,800
AMERICAN FINL GROUP INC OHIO COM 025932104 274,476 2,852,889 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,511,583 50,140 291,166
ISHARES TR RUS 1000 ETF 464287622 1,948 12,384 SH   DFND 1,6 11,684 0 700
ISHARES TR RUS 1000 VAL ETF 464287598 786 6,364 SH   DFND 1 6,364 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 2,800 23,354 SH   DFND 20 49 0 23,305
ISHARES TR RUS MID CAP ETF 464287499 257 4,755 SH   DFND 1 4,755 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 40,164 262,356 SH   DFND 1,6 118,742 0 143,614
ISHARES TR RUSSELL 3000 ETF 464287689 20,703 124,193 SH   DFND 1 123,149 0 1,044
ISHARES TR SELECT DIVID ETF 464287168 1,812 18,451 SH   DFND 1 18,451 0 0
ISHARES TR TIPS BD ETF 464287176 205,463 1,817,131 SH   DFND 1,2,20 1,817,131 0 0
ISIS PHARMACEUTICALS INC DEL COM 462222100 207,234 2,553,088 SH   DFND 2,5,8,13,19,20 2,382,369 1,805 168,914
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 27,208 20,065,000 SH   DFND 2,5 20,065,000 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 221,938 9,747,091 SH   DFND 2,5,8,10,13,19,20 8,937,918 65,550 743,623
ISORAY INC COM 46489V104 4 10,577 SH   DFND 20 10,577 0 0
ISRAMCO INC COM NEW 465141406 1,691 14,967 SH   DFND 2,20 13,052 0 1,915
ISTAR INC COM 45031U101 17,766 2,109,950 SH   DFND 2,5,8,20 1,867,078 4,567 238,305
ITAU CORPBANCA SPONSORED ADR 45033E105 1,740 131,954 SH   DFND 2,5,19,20 130,254 0 1,700
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 214,722 24,361,885 SH   DFND 2,5,8,10,13,19,20 21,237,819 2,147,148 976,918
ITERIS INC COM 46564T107 1,478 354,443 SH   DFND 2,20 297,871 0 56,572
ITRON INC COM 465741106 45,170 968,283 SH   DFND 2,5,8,20 859,658 343 108,282
ITT INC COM 45073V108 128,129 2,203,620 SH   DFND 2,5,6,8,11,13,19,20 2,088,927 1,092 113,601
ITURAN LOCATION AND CONTROL SHS M6158M104 3,678 107,000 SH   DFND 2,5,8,20 90,422 0 16,578
J & J SNACK FOODS CORP COM 466032109 70,803 444,364 SH   DFND 2,5,8,20 384,226 500 59,638
AMERICAN INTL GROUP INC COM NEW 026874784 1,675,454 38,909,743 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 34,693,911 593,721 3,622,111
J ALEXANDERS HLDGS INC COM 46609J106 2,362 240,562 SH   DFND 2,5,20 208,272 0 32,290
J JILL INC COM 46620W102 1,700 256,067 SH   DFND 2,20 225,317 0 30,750
J2 GLOBAL INC COM 48123V102 132,948 1,535,192 SH   DFND 2,5,6,8,11,13,19,20 1,384,551 882 149,759
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 15,651 11,615,000 SH   DFND 2,5 11,615,000 0 0
JABIL INC COM 466313103 146,049 5,492,635 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,198,415 67,279 226,941
JACK IN THE BOX INC COM 466367109 67,749 835,784 SH   DFND 2,5,6,8,11,20 752,911 161 82,712
JACOBS ENGR GROUP INC COM 469814107 700,233 9,312,851 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,445,916 4,349,619 517,316
JAGGED PEAK ENERGY INC COM 47009K107 24,692 2,358,381 SH   DFND 2,5,20 2,156,901 0 201,480
JAKKS PAC INC COM 47012E106 13 12,513 SH   DFND 20 12,513 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 392 30,445 SH   DFND 8,20 30,445 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 6,145 175,963 SH   DFND 2,5,13,20 150,895 0 25,068
JAMES RIV GROUP LTD COM G5005R107 30,533 761,790 SH   DFND 2,5,8,20 678,388 0 83,402
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 63,449 2,539,990 SH   DFND 2,5,6,8,11,12,13,19,20 2,482,935 2,845 54,210
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 16,409 16,750,000 SH   DFND 2,5 16,750,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 17,650 17,322,000 SH   DFND 2,5 17,322,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 210,276 1,470,973 SH   DFND 2,5,6,8,10,12,13,19,20 1,168,123 57,333 245,517
JBG SMITH PPTYS COM 46590V100 221,951 5,367,622 SH   DFND 2,5,6,8,10,11,13,19,20 5,092,834 26,477 248,311
JD COM INC SPON ADR CL A 47215P106 487,814 16,179,569 SH   DFND 1,2,5,8,10,11,12,13,19,20 13,079,971 470,108 2,629,490
JEFFERIES FINL GROUP INC COM 47233W109 231,315 12,310,550 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,685,147 200,825 1,424,578
JELD-WEN HLDG INC COM 47580P103 24,264 1,373,950 SH   DFND 2,5,8,20 1,151,202 0 222,748
JERNIGAN CAP INC COM 476405105 9,433 440,630 SH   DFND 2,5,20 390,406 0 50,224
AMERICAN NATL INS CO COM 028591105 17,224 142,563 SH   DFND 2,5,8,13,20 128,478 0 14,085
JETBLUE AWYS CORP COM 477143101 119,108 7,280,448 SH   DFND 2,5,6,11,13,19,20 6,958,501 0 321,947
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 7,087 393,734 SH   DFND 1,2,5,20 393,734 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 88,090 958,643 SH   DFND 2,5,8,13,20 780,824 321 177,498
JOHNSON & JOHNSON COM 478160104 21,687,210 155,141,354 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 100,525,737 38,371,536 16,244,081
JOHNSON CTLS INTL PLC SHS G51502105 1,404,072 37,746,344 SH   DFND 2,5,6,8,10,11,12,13,19,20 33,290,460 512,609 3,943,275
JOHNSON OUTDOORS INC CL A 479167108 7,362 103,171 SH   DFND 2,5,20 88,847 0 14,324
JONES LANG LASALLE INC COM 48020Q107 249,793 1,620,136 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,381,765 56,016 182,355
JOUNCE THERAPEUTICS INC COM 481116101 1,574 253,895 SH   DFND 2,20 215,501 0 38,394
JPMORGAN CHASE & CO COM 46625H100 15,205,190 150,204,384 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 128,918,649 2,561,393 18,724,342
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 665 281,955 SH   DFND 2,5,20 281,955 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 9,627 1,030,719 SH   DFND 2,5,8,20 877,031 2,400 151,288
JUNIPER NETWORKS INC COM 48203R104 404,549 15,283,315 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,320,602 353,285 1,609,428
JUPAI HLDGS LTD ADS 48205B107 55 15,103 SH   DFND 2 15,103 0 0
K12 INC COM 48273U102 32,588 954,819 SH   DFND 2,5,8,20 619,397 0 335,422
KADANT INC COM 48282T104 19,560 222,379 SH   DFND 2,5,8,20 188,458 0 33,921
KADMON HLDGS INC COM 48283N106 3,730 1,413,066 SH   DFND 2,20 1,140,466 0 272,600
KAISER ALUMINUM CORP COM PAR $0.01 483007704 64,994 620,586 SH   DFND 2,5,6,8,13,20 565,793 100 54,693
KALA PHARMACEUTICALS INC COM 483119103 1,841 222,566 SH   DFND 2,20 192,436 0 30,130
KALVISTA PHARMACEUTICALS INC COM 483497103 245 8,575 SH   DFND 2,20 8,575 0 0
KAMAN CORP COM 483548103 47,792 814,889 SH   DFND 2,5,8,20 726,541 0 88,348
KANDI TECHNOLOGIES GROUP INC COM 483709101 260 46,358 SH   DFND 2 46,358 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 14,371 477,112 SH   DFND 2,5,8,20 421,468 0 55,644
KANSAS CITY SOUTHERN COM NEW 485170302 499,139 4,290,758 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,787,291 100,628 402,839
KAR AUCTION SVCS INC COM 48238T109 92,206 1,784,937 SH   DFND 2,5,8,13,20 1,597,115 1,500 186,322
KARYOPHARM THERAPEUTICS INC COM 48576U106 5,628 963,678 SH   DFND 2,5,8,20 816,049 0 147,629
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 3,807 102,716 SH   DFND 2,5,19,20 99,126 0 3,590
KB HOME COM 48666K109 67,252 2,782,438 SH   DFND 2,5,6,8,11,20 2,469,141 309 312,988
KBR INC COM 48242W106 87,925 4,586,938 SH   DFND 2,5,6,8,11,12,20 4,145,683 804 440,451
KEANE GROUP INC COM 48669A108 14,235 1,307,159 SH   DFND 2,5,8,20 1,124,155 0 183,004
KEARNY FINL CORP MD COM 48716P108 25,577 1,987,362 SH   DFND 2,5,6,8,20 1,643,879 0 343,483
KELLOGG CO COM 487836108 703,566 12,261,526 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,489,647 222,874 1,549,005
KELLY SVCS INC CL A 488152208 20,551 931,618 SH   DFND 2,5,8,20 811,679 1,753 118,186
ABBVIE INC COM 00287Y109 5,334,939 66,198,521 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 58,976,797 1,116,804 6,104,920
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,368 222,727 SH   DFND 2,20 183,000 0 39,727
KEMET CORP COM NEW 488360207 29,146 1,717,486 SH   DFND 2,5,8,20 1,493,583 0 223,903
KEMPER CORP DEL COM 488401100 145,691 1,913,457 SH   DFND 2,5,6,8,11,13,20 1,743,574 954 168,929
KENNAMETAL INC COM 489170100 95,457 2,597,456 SH   DFND 2,5,6,8,11,19,20 2,294,561 5,460 297,435
KENNEDY-WILSON HLDGS INC COM 489398107 57,924 2,681,959 SH   DFND 2,5,8,20 2,207,882 2,500 471,577
KEURIG DR PEPPER INC COM 49271V100 60,375 2,158,556 SH   DFND 2,5,6,8,10,12,13,19,20 1,997,907 4,050 156,599
KEY ENERGY SVCS INC DEL COM 49309J103 647 159,326 SH   DFND 2,20 136,220 0 23,106
KEYCORP NEW COM 493267108 772,765 49,064,429 SH   DFND 2,5,6,8,10,11,12,13,19,20 44,470,588 704,774 3,889,067
KEYSIGHT TECHNOLOGIES INC COM 49338L103 662,126 7,593,193 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,613,357 126,318 853,518
KEYW HLDG CORP COM 493723100 16,704 1,937,778 SH   DFND 2,5,8,20 1,764,757 0 173,021
KEZAR LIFE SCIENCES INC COM 49372L100 2,945 166,021 SH   DFND 2,20 138,321 0 27,700
AMERICAN RLTY INVS INC COM 029174109 154 12,726 SH   DFND 2,20 9,051 0 3,675
KFORCE INC COM 493732101 17,815 507,261 SH   DFND 2,5,8,20 395,424 0 111,837
KILROY RLTY CORP COM 49427F108 378,528 4,953,846 SH   DFND 2,5,6,8,10,11,13,19,20 4,645,168 24,855 283,823
KIMBALL ELECTRONICS INC COM 49428J109 9,562 617,283 SH   DFND 2,5,8,20 539,620 44 77,619
KIMBALL INTL INC CL B 494274103 10,062 707,633 SH   DFND 2,5,8,20 594,224 59 113,350
KIMBERLY CLARK CORP COM 494368103 2,280,793 18,265,945 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 16,195,286 252,545 1,818,114
KIMCO RLTY CORP COM 49446R109 542,114 29,303,470 SH   DFND 2,5,6,8,10,11,12,13,19,20 26,315,811 378,297 2,609,362
KINDER MORGAN INC DEL COM 49456B101 1,973,457 98,623,542 SH   DFND 2,5,6,8,10,11,12,13,19,20 89,020,427 1,109,915 8,493,200
KINDRED BIOSCIENCES INC COM 494577109 4,896 533,873 SH   DFND 2,20 442,790 0 91,083
KINGSTONE COS INC COM 496719105 2,119 143,755 SH   DFND 2,20 123,316 0 20,439
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 2,280 126,223 SH   DFND 2,20 99,323 0 26,900
AMERICAN SOFTWARE INC CL A 029683109 6,523 545,878 SH   DFND 2,5,20 460,410 0 85,468
KINROSS GOLD CORP COM 496902404 141 41,100 SH   DFND 5,20 41,100 0 0
KINSALE CAP GROUP INC COM 49714P108 26,423 385,346 SH   DFND 2,5,8,20 326,017 0 59,329
KIRBY CORP COM 497266106 102,321 1,362,286 SH   DFND 2,5,6,8,11,13,20 1,289,768 0 72,518
KIRKLANDS INC COM 497498105 2,761 392,782 SH   DFND 2,20 348,632 0 44,150
KITE RLTY GROUP TR COM NEW 49803T300 67,110 4,196,969 SH   DFND 2,5,8,10,20 3,827,093 20,412 349,464
KKR & CO INC CL A 48251W104 120,338 5,122,951 SH   DFND 2,5,6,8,10,12,13,19,20 4,635,908 0 487,043
KKR REAL ESTATE FIN TR INC COM 48251K100 11,108 544,770 SH   DFND 2,5,8,20 465,891 0 78,879
KLA-TENCOR CORP COM 482480100 822,126 6,884,898 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,044,696 175,264 664,938
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 15,663 623,017 SH   DFND 2,5,8,20 557,890 254 64,873
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 142,127 4,349,053 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,733,788 90,159 525,106
AMERICAN STS WTR CO COM 029899101 200,434 2,811,134 SH   DFND 2,5,8,13,19,20 2,694,101 200 116,833
KNOLL INC COM NEW 498904200 19,616 1,037,323 SH   DFND 2,5,8,20 856,661 1,800 178,862
KNOWLES CORP COM 49926D109 45,107 2,558,509 SH   DFND 1,2,5,8,20 2,266,117 3,428 288,964
KODIAK SCIENCES INC COM 50015M109 742 113,655 SH   DFND 2,20 78,155 0 35,500
KOHLS CORP COM 500255104 599,798 8,637,566 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,261,437 228,572 1,147,557
KONA GRILL INC COM 50047H201 10 10,880 SH   DFND 20 10,880 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2,246 54,973 SH   DFND 1,2,20 54,973 0 0
KOPIN CORP COM 500600101 2,257 1,684,494 SH   DFND 2,5,20 1,499,014 0 185,480
KOPPERS HOLDINGS INC COM 50060P106 30,640 1,179,374 SH   DFND 2,5,8,20 550,607 800 627,967
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,964 381,585 SH   DFND 2,5 381,585 0 0
KORN FERRY COM NEW 500643200 73,684 1,641,795 SH   DFND 2,5,8,19,20 1,461,029 513 180,253
AMERICAN TOWER CORP NEW COM 03027X100 3,632,177 18,431,832 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,438,235 242,812 1,750,785
KORNIT DIGITAL LTD SHS M6372Q113 4,049 170,112 SH   DFND 2,5,8,20 144,906 0 25,206
KOSMOS ENERGY LTD COM 500688106 39,998 6,420,291 SH   DFND 2,5,20 6,142,290 0 278,001
KRAFT HEINZ CO COM 500754106 913,696 27,984,566 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,095,147 328,726 2,560,693
KRATON CORPORATION COM 50077C106 28,674 891,045 SH   DFND 2,5,8,20 793,979 600 96,466
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 65,392 4,183,749 SH   DFND 2,5,8,20 3,906,200 2,900 274,649
KROGER CO COM 501044101 972,468 39,531,207 SH   DFND 2,5,6,8,10,11,12,13,19,20 34,587,510 960,791 3,982,906
KRONOS WORLDWIDE INC COM 50105F105 8,183 583,679 SH   DFND 2,5,8,20 502,045 11,494 70,140
KRYSTAL BIOTECH INC COM 501147102 230 7,003 SH   DFND 2,20 7,003 0 0
KT CORP SPONSORED ADR 48268K101 10,686 858,966 SH   DFND 2,5,11,12,20 858,966 0 0
KULICKE & SOFFA INDS INC COM 501242101 17,545 789,290 SH   DFND 2,5,8,20 759,555 226 29,509
AMERICAN VANGUARD CORP COM 030371108 13,193 765,250 SH   DFND 2,5,8,20 674,191 953 90,106
KURA ONCOLOGY INC COM 50127T109 15,658 943,837 SH   DFND 2,5,8,20 865,325 0 78,512
KVH INDS INC COM 482738101 2,955 290,018 SH   DFND 2,20 244,111 0 45,907
L BRANDS INC COM 501797104 292,281 10,597,555 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,315,525 151,473 1,130,557
L3 TECHNOLOGIES INC COM 502413107 718,492 3,481,573 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,168,182 52,886 260,505
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,733 425,017 SH   DFND 2,5,20 357,603 0 67,414
LA Z BOY INC COM 505336107 45,793 1,388,075 SH   DFND 2,5,8,20 1,236,579 2,069 149,427
LABORATORY CORP AMER HLDGS COM NEW 50540R409 676,348 4,421,155 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,960,050 76,020 385,085
LADDER CAP CORP CL A 505743104 35,406 2,041,554 SH   DFND 2,5,8,20 1,741,474 0 300,080
LADENBURG THALMAN FIN SVCS I COM 50575Q102 5,472 1,933,663 SH   DFND 2,5,8,20 1,623,276 0 310,387
LAKELAND BANCORP INC COM 511637100 15,223 1,019,618 SH   DFND 2,5,8,20 888,232 0 131,386
AMERICAN WOODMARK CORPORATIO COM 030506109 35,004 423,619 SH   DFND 2,5,8,20 365,927 661 57,031
LAKELAND FINL CORP COM 511656100 23,185 512,717 SH   DFND 2,5,8,20 418,970 0 93,747
LAM RESEARCH CORP COM 512807108 1,166,137 6,475,084 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,570,368 173,714 731,002
LAMAR ADVERTISING CO NEW CL A 512816109 167,238 2,109,996 SH   DFND 2,5,6,8,11,12,13,20 1,994,211 873 114,912
LAMB WESTON HLDGS INC COM 513272104 474,056 6,325,804 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,644,145 96,983 584,676
LANCASTER COLONY CORP COM 513847103 190,300 1,214,502 SH   DFND 2,5,6,8,11,19,20 1,154,638 300 59,564
LANDEC CORP COM 514766104 6,921 563,625 SH   DFND 2,5,8,20 477,437 1,589 84,599
LANDS END INC NEW COM 51509F105 4,084 245,861 SH   DFND 2,5,8,20 202,371 422 43,068
LANDSTAR SYS INC COM 515098101 115,923 1,059,719 SH   DFND 2,5,6,8,11,13,19,20 1,004,520 692 54,507
LANNET INC COM 516012101 9,311 1,183,157 SH   DFND 2,5,20 1,102,817 0 80,340
LANTHEUS HLDGS INC COM 516544103 30,566 1,248,606 SH   DFND 2,5,8,20 1,083,129 0 165,477
AMERICAN WTR WKS CO INC NEW COM 030420103 934,657 8,964,671 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,129,918 118,981 715,772
LAREDO PETROLEUM INC COM 516806106 31,713 10,263,127 SH   DFND 2,5,20 9,764,483 2,700 495,944
LAS VEGAS SANDS CORP COM 517834107 495,267 8,124,462 SH   DFND 2,5,6,8,10,12,13,19,20 6,825,392 400,505 898,565
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 10,280 971,622 SH   DFND 2,5,13,19,20 957,528 0 14,094
LATTICE SEMICONDUCTOR CORP COM 518415104 33,295 2,790,871 SH   DFND 2,5,8,20 2,412,207 5,981 372,683
LAUDER ESTEE COS INC CL A 518439104 1,663,223 10,046,653 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,842,462 273,980 930,211
LAUREATE EDUCATION INC CL A 518613203 26,581 1,775,635 SH   DFND 2,5,8,20 1,495,331 0 280,304
LAWSON PRODS INC COM 520776105 3,263 104,051 SH   DFND 2,20 85,483 0 18,568
LAZARD LTD SHS A G54050102 49,976 1,382,831 SH   DFND 2,5,13,20 1,253,171 0 129,660
LCI INDS COM 50189K103 54,880 714,391 SH   DFND 2,5,8,13,20 612,495 247 101,649
LCNB CORP COM 50181P100 2,973 173,358 SH   DFND 2,20 147,779 0 25,579
AMERICAS CAR MART INC COM 03062T105 14,240 155,896 SH   DFND 2,5,8,20 117,230 0 38,666
LEAF GROUP LTD COM 52177G102 1,861 232,009 SH   DFND 2,20 200,309 0 31,700
LEAR CORP COM NEW 521865204 225,309 1,660,226 SH   DFND 2,5,6,8,10,12,13,19,20 1,342,667 106,451 211,108
LEE ENTERPRISES INC COM 523768109 215 65,000 SH   DFND 2,20 65,000 0 0
LEGACY HOUSING CORP COM 52472M101 351 29,503 SH   DFND 2,20 29,503 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 63,196 1,690,178 SH   DFND 2,5,8,20 1,487,307 1,200 201,671
LEGG MASON INC COM 524901105 64,929 2,343,778 SH   DFND 2,5,6,8,11,12,13,20 2,217,892 698 125,188
LEGGETT & PLATT INC COM 524660107 597,042 14,017,411 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,096,754 143,879 776,778
LEIDOS HLDGS INC COM 525327102 303,344 4,733,101 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,371,461 74,880 286,760
LEMAITRE VASCULAR INC COM 525558201 18,871 607,109 SH   DFND 2,5,8,20 534,449 0 72,660
LENDINGCLUB CORP COM 52603A109 19,553 6,327,760 SH   DFND 2,5,8,20 5,347,075 0 980,685
AMERICOLD RLTY TR COM 03064D108 114,538 3,729,906 SH   DFND 2,5,8,10,20 3,171,626 31,100 527,180
LENDINGTREE INC NEW COM 52603B107 121,923 346,805 SH   DFND 2,5,6,8,11,20 320,961 100 25,744
LENNAR CORP CL A 526057104 624,965 12,731,009 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,344,945 192,717 1,193,347
LENNAR CORP CL B 526057302 2,421 61,882 SH   DFND 2,5,8,10,13,20 52,719 73 9,090
LENNOX INTL INC COM 526107107 341,061 1,286,854 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,142,244 25,168 119,442
LEVEL ONE BANCORP INC COM 52730D208 1,411 60,579 SH   DFND 2,20 41,666 0 18,913
LEXICON PHARMACEUTICALS INC COM NEW 528872302 5,180 931,697 SH   DFND 2,5,8,20 794,276 1,485 135,936
LEXINFINTECH HLDGS LTD ADR 528877103 700 66,643 SH   DFND 2 66,643 0 0
LEXINGTON REALTY TRUST COM 529043101 78,608 8,579,392 SH   DFND 2,5,8,10,13,20 7,611,019 54,521 913,852
LG DISPLAY CO LTD SPONS ADR REP 50186V102 3,214 371,614 SH   DFND 2,5,19,20 362,606 0 9,008
LGI HOMES INC COM 50187T106 39,447 654,824 SH   DFND 2,5,8,20 574,410 0 80,414
1ST SOURCE CORP COM 336901103 15,877 353,522 SH   DFND 2,5,8,20 273,759 0 79,763
ABEONA THERAPEUTICS INC COM 00289Y107 4,186 568,756 SH   DFND 2,5,20 482,129 0 86,627
AMERIPRISE FINL INC COM 03076C106 789,764 6,165,212 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,437,721 157,069 570,422
LHC GROUP INC COM 50187A107 94,103 848,841 SH   DFND 2,5,8,20 752,706 600 95,535
LIBBEY INC COM 529898108 75 26,460 SH   DFND 2,20 26,460 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 27,873 304,156 SH   DFND 2,5,6,8,10,12,13,19,20 286,690 0 17,466
LIBERTY BROADBAND CORP COM SER C 530307305 207,438 2,261,147 SH   DFND 2,5,6,8,10,12,13,19,20 1,935,319 54,860 270,968
LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 54,039 1,262,602 SH   DFND 2,5,8,12,13,20 1,085,761 1,629 175,212
LIBERTY GLOBAL PLC SHS CL A G5480U104 61,819 2,480,689 SH   DFND 2,5,6,8,10,12,13,19,20 1,835,699 122,697 522,293
LIBERTY GLOBAL PLC SHS CL C G5480U120 148,925 6,151,399 SH   DFND 2,5,6,8,10,12,13,19,20 5,038,703 302,494 810,202
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 16,471 851,667 SH   DFND 2,5,8,13,20 716,750 1,326 133,591
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 43,671 2,245,299 SH   DFND 2,5,8,13,20 1,887,250 3,465 354,584
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6,254 8,300,000 SH   DFND 2 8,300,000 0 0
AMERIS BANCORP COM 03076K108 70,730 2,053,085 SH   DFND 2,5,8,20 1,897,784 0 155,301
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 9,776 14,284,360 SH   DFND 2 14,284,360 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 9,044 12,907,000 SH   DFND 2 12,907,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 5,321 190,432 SH   DFND 2,5,8,13,20 159,629 370 30,433
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 81,661 2,138,833 SH   DFND 2,5,6,8,10,12,13,19,20 1,635,146 46,499 457,188
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 19,214 691,902 SH   DFND 2,5,8,13,20 579,162 880 111,860
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 151,701 3,967,086 SH   DFND 2,5,6,8,10,12,13,19,20 3,448,664 100,455 417,967
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 9,511 279,414 SH   DFND 2,5,13,20 254,787 0 24,627
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 136,388 3,891,228 SH   DFND 2,5,6,8,10,12,13,19,20 3,228,846 99,935 562,447
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 14,422 12,800,000 SH   DFND 2,5 12,800,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 35,072 31,127,000 SH   DFND 2,5 31,127,000 0 0
AMERISAFE INC COM 03071H100 39,198 659,903 SH   DFND 2,5,8,20 522,929 500 136,474
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 15,387 999,811 SH   DFND 2,5,20 867,235 0 132,576
LIBERTY PPTY TR SH BEN INT 531172104 455,268 9,324,615 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,322,104 208,861 793,650
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 22,324 1,573,195 SH   DFND 2,5,8,20 1,333,876 3,014 236,305
LIFE STORAGE INC COM 53223X107 230,820 2,372,978 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,225,140 11,661 136,177
LIFETIME BRANDS INC COM 53222Q103 1,898 200,835 SH   DFND 2,5,20 165,621 0 35,214
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 162,230 1,290,508 SH   DFND 2,5,6,8,11,13,19,20 1,223,297 448 66,763
LILIS ENERGY INC COM NEW 532403201 826 705,782 SH   DFND 2,5,20 591,785 0 113,997
LILLY ELI & CO COM 532457108 4,955,825 38,192,243 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 33,097,143 1,049,376 4,045,724
LIMELIGHT NETWORKS INC COM 53261M104 6,635 2,054,192 SH   DFND 2,5,8,20 1,738,699 0 315,493
LIMONEIRA CO COM 532746104 5,755 244,573 SH   DFND 2,5,20 203,286 0 41,287
AMERISOURCEBERGEN CORP COM 03073E105 574,851 7,229,007 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,210,317 109,218 909,472
LINCOLN EDL SVCS CORP COM 533535100 36 11,584 SH   DFND 20 11,584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 298,559 3,540,222 SH   DFND 2,5,6,8,11,13,19,20 3,452,102 595 87,525
LINCOLN NATL CORP IND COM 534187109 557,683 9,500,561 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,367,794 216,373 916,394
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 7,180 470,803 SH   DFND 2,5,20 389,833 0 80,970
LINDE PLC COM G5494J103 3,970,953 22,571,208 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,275,620 198,544 2,097,044
LINDSAY CORP COM 535555106 30,181 311,821 SH   DFND 2,5,8,20 275,773 400 35,648
LIONS GATE ENTMNT CORP CL A VTG 535919401 10,784 689,511 SH   DFND 2,5,8,20 620,656 1,200 67,655
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 18,731 1,240,489 SH   DFND 2,5,8,13,20 1,113,430 612 126,447
LIPOCINE INC NEW COM 53630X104 29 12,400 SH   DFND 20 12,400 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 781 68,638 SH   DFND 2,20 56,338 0 12,300
AMES NATL CORP COM 031001100 4,834 176,351 SH   DFND 2,5,20 150,748 0 25,603
LIQUIDITY SERVICES INC COM 53635B107 5,094 660,677 SH   DFND 2,5,20 593,700 0 66,977
LITHIA MTRS INC CL A 536797103 63,576 685,460 SH   DFND 2,5,8,20 612,674 435 72,351
LITTELFUSE INC COM 537008104 116,038 635,897 SH   DFND 2,5,6,8,11,13,19,20 566,315 349 69,233
LIVANOVA PLC SHS G5509L101 154,746 1,591,215 SH   DFND 2,5,6,8,11,13,19,20 1,434,553 476 156,186
LIVE NATION ENTERTAINMENT IN COM 538034109 294,158 4,629,494 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,109,700 73,562 446,232
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 14,903 12,925,000 SH   DFND 2 12,925,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 11,746 803,994 SH   DFND 2,5,8,20 724,733 0 79,261
LIVENT CORP COM 53814L108 52,782 4,298,188 SH   DFND 2,5,8,20 3,871,707 0 426,481
LIVEPERSON INC COM 538146101 48,813 1,682,032 SH   DFND 2,5,8,20 1,492,210 1,936 187,886
LIVERAMP HLDGS INC COM 53815P108 117,873 2,160,036 SH   DFND 2,5,6,8,11,13,20 1,935,004 365 224,667
AMETEK INC NEW COM 031100100 757,539 9,130,278 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,128,455 151,462 850,361
LIVEXLIVE MEDIA INC COM NEW 53839L208 2,136 396,963 SH   DFND 2,20 319,209 0 77,754
LKQ CORP COM 501889208 381,561 13,444,719 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,466,563 201,520 1,776,636
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 58 17,941 SH   DFND 20 17,941 0 0
LOCKHEED MARTIN CORP COM 539830109 13,512,083 45,016,269 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,570,232 33,750,419 695,618
LOEWS CORP COM 540424108 615,232 12,836,049 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,191,632 269,934 1,374,483
LOGICBIO THERAPEUTICS INC COM 54142F102 676 68,447 SH   DFND 2,20 54,079 0 14,368
LOGMEIN INC COM 54142L109 105,412 1,316,002 SH   DFND 2,5,6,8,11,13,19,20 1,187,097 829 128,076
LONESTAR RES US INC CL A VTG 54240F103 46 11,500 SH   DFND 20 11,500 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 9,936 275,612 SH   DFND 2,5,8,20 235,457 562 39,593
LOUISIANA PAC CORP COM 546347105 106,718 4,377,294 SH   DFND 2,5,6,8,11,13,19,20 3,923,009 2,053 452,232
AMGEN INC COM 031162100 5,214,729 27,448,834 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,958,218 734,055 2,756,561
LOVESAC COMPANY COM 54738L109 2,291 82,379 SH   DFND 2,20 70,617 0 11,762
LOWES COS INC COM 548661107 3,903,091 35,654,437 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 31,541,870 809,994 3,302,573
LPL FINL HLDGS INC COM 50212V100 80,885 1,161,308 SH   DFND 2,5,8,13,20 1,036,976 6,500 117,832
LRAD CORP COM 50213V109 38 13,450 SH   DFND 20 13,450 0 0
LSB INDS INC COM 502160104 3,410 546,554 SH   DFND 2,5,20 490,514 0 56,040
LSC COMMUNICATIONS INC COM 50218P107 6,273 960,679 SH   DFND 2,5,8,20 836,700 504 123,475
LSI INDS INC COM 50216C108 113 42,985 SH   DFND 2,20 41,285 0 1,700
LTC PPTYS INC COM 502175102 101,660 2,219,645 SH   DFND 2,5,8,10,20 2,035,556 9,527 174,562
LULULEMON ATHLETICA INC COM 550021109 394,195 2,405,537 SH   DFND 2,5,6,8,10,12,13,19,20 1,894,279 148,659 362,599
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 7,990 791,060 SH   DFND 2,5,8,20 706,311 900 83,849
AMICUS THERAPEUTICS INC COM 03152W109 117,823 8,663,483 SH   DFND 2,5,8,13,20 8,052,832 3,500 607,151
LUMENTUM HLDGS INC COM 55024U109 139,804 2,472,664 SH   DFND 2,5,6,8,11,13,19,20 2,184,274 1,471 286,919
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17,407 14,725,000 SH   DFND 2,5 14,725,000 0 0
LUMINEX CORP DEL COM 55027E102 28,782 1,247,342 SH   DFND 2,5,8,20 1,103,203 2,378 141,761
LUNA INNOVATIONS COM 550351100 47 11,302 SH   DFND 20 11,302 0 0
LUTHER BURBANK CORP COM 550550107 3,345 331,232 SH   DFND 2,20 267,712 0 63,520
LUXFER HOLDINGS PLC SHS G5698W116 301 12,048 SH   DFND 2 12,048 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 2,212 37,669 SH   DFND 2 37,669 0 0
LYDALL INC DEL COM 550819106 13,388 570,678 SH   DFND 2,5,8,20 441,434 0 129,244
LYFT INC CL A COM 55087P104 18,781 240,189 SH   DFND 2,6,20 240,189 0 0
LYON WILLIAM HOMES CL A NEW 552074700 17,406 1,132,485 SH   DFND 2,5,8,20 1,025,001 0 107,484
AMKOR TECHNOLOGY INC COM 031652100 20,785 2,433,837 SH   DFND 2,5,8,20 1,991,777 5,032 437,028
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,224,787 14,566,921 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,411,775 590,676 1,564,470
M & T BK CORP COM 55261F104 1,052,112 6,700,495 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,927,031 105,073 668,391
M D C HLDGS INC COM 552676108 49,666 1,709,081 SH   DFND 2,5,8,20 1,557,469 0 151,612
M/I HOMES INC COM 55305B101 24,796 931,462 SH   DFND 2,5,8,20 845,722 0 85,740
MACATAWA BK CORP COM 554225102 5,374 540,615 SH   DFND 2,5,20 459,396 0 81,219
MACERICH CO COM 554382101 353,112 8,145,599 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,230,271 94,894 820,434
MACK CALI RLTY CORP COM 554489104 105,830 4,767,101 SH   DFND 2,5,6,8,10,11,13,20 4,356,248 22,628 388,225
MACKINAC FINL CORP COM 554571109 376 23,872 SH   DFND 20 11,300 0 12,572
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 20,206 1,209,206 SH   DFND 2,5,8,20 1,061,988 527 146,691
MACQUARIE INFRASTRUCTURE COR COM 55608B105 76,186 1,848,280 SH   DFND 2,5,8,12,13,20 1,747,550 2,100 98,630
AMN HEALTHCARE SERVICES INC COM 001744101 66,936 1,421,446 SH   DFND 2,5,8,20 1,225,682 205 195,559
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 10,683 12,000,000 SH   DFND 2,5 12,000,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 13,830 13,800,000 SH   DFND 2,5 13,800,000 0 0
MACROGENICS INC COM 556099109 25,598 1,423,718 SH   DFND 2,5,8,20 1,301,325 0 122,393
MACYS INC COM 55616P104 399,388 16,364,363 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,325,184 366,749 1,672,430
MADDEN STEVEN LTD COM 556269108 82,331 2,432,940 SH   DFND 2,5,8,19,20 2,155,281 430 277,229
MADISON SQUARE GARDEN CO NEW CL A 55825T103 68,777 234,631 SH   DFND 2,5,8,13,20 211,237 216 23,178
MADRIGAL PHARMACEUTICALS INC COM 558868105 70,943 566,362 SH   DFND 2,5,8,20 544,166 0 22,196
MAGELLAN HEALTH INC COM NEW 559079207 56,591 858,476 SH   DFND 2,5,8,12,20 767,074 98 91,304
MAGENTA THERAPEUTICS INC COM 55910K108 2,508 152,280 SH   DFND 2,20 150,880 0 1,400
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 382 51,624 SH   DFND 2 51,624 0 0
ABERCROMBIE & FITCH CO CL A 002896207 58,066 2,118,434 SH   DFND 2,5,8,12,20 1,876,169 25,630 216,635
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 27,497 1,940,492 SH   DFND 2,5,8,20 1,653,437 2,533 284,522
MAGNOLIA OIL & GAS CORP CL A 559663109 11,444 953,660 SH   DFND 2,20 953,660 0 0
MAGYAR BANCORP INC COM 55977T109 376 33,355 SH   DFND 20 0 0 33,355
MAIDEN HOLDINGS LTD SHS G5753U112 1,060 1,427,598 SH   DFND 2,5,8,20 1,135,529 3,900 288,169
MAJESCO COM 56068V102 334 47,412 SH   DFND 2,20 33,772 0 13,640
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1,691 61,254 SH   DFND 2 61,254 0 0
MALIBU BOATS INC COM CL A 56117J100 16,005 404,373 SH   DFND 2,5,20 322,374 0 81,999
MALLINCKRODT PUB LTD CO SHS G5785G107 69,490 3,196,406 SH   DFND 2,5,6,8,11,12,13,20 2,912,604 5,147 278,655
MALVERN BANCORP INC COM 561409103 2,337 116,174 SH   DFND 2,20 78,227 0 37,947
MAMMOTH ENERGY SVCS INC COM 56155L108 3,880 233,053 SH   DFND 2,20 196,083 0 36,970
MANCHESTER UTD PLC NEW ORD CL A G5784H106 421 21,916 SH   DFND 2 21,916 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 21,682 1,061,284 SH   DFND 2,5,8,20 937,507 0 123,777
MANHATTAN ASSOCS INC COM 562750109 91,037 1,651,909 SH   DFND 2,5,6,8,11,13,19,20 1,564,439 500 86,970
MANITEX INTL INC COM 563420108 1,739 227,307 SH   DFND 2,20 179,007 0 48,300
MANITOWOC CO INC COM NEW 563571405 11,499 700,718 SH   DFND 2,5,8,20 589,097 1,196 110,425
MANNKIND CORP COM NEW 56400P706 5,284 2,682,145 SH   DFND 2,5,20 2,237,225 0 444,920
MANPOWERGROUP INC COM 56418H100 220,419 2,665,605 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,074,762 91,080 499,763
MANTECH INTL CORP CL A 564563104 44,126 816,848 SH   DFND 2,5,8,20 729,957 707 86,184
MANULIFE FINL CORP COM 56501R106 410 24,225 SH   DFND 20 153 24,072 0
MARATHON OIL CORP COM 565849106 719,257 43,043,515 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 38,979,879 610,664 3,452,972
MARATHON PETE CORP COM 56585A102 2,059,084 34,404,077 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 30,896,065 802,549 2,705,463
MARCHEX INC CL B 56624R108 163 34,450 SH   DFND 2,20 34,450 0 0
AMPHENOL CORP NEW CL A 032095101 1,147,188 12,118,250 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,447,822 309,107 1,361,321
MARCUS & MILLICHAP INC COM 566324109 22,338 548,442 SH   DFND 2,5,8,20 477,383 0 71,059
MARCUS CORP COM 566330106 23,645 590,398 SH   DFND 2,5,8,20 516,240 1,684 72,474
MARINE PRODS CORP COM 568427108 2,008 149,104 SH   DFND 2,20 127,717 0 21,387
MARINEMAX INC COM 567908108 15,029 784,411 SH   DFND 2,5,8,20 707,387 0 77,024
MARINUS PHARMACEUTICALS INC COM 56854Q101 2,978 712,325 SH   DFND 2,5,20 610,229 0 102,096
MARKEL CORP COM 570535104 334,711 335,974 SH   DFND 2,5,6,8,10,12,13,19,20 295,595 7,586 32,793
MARKER THERAPEUTICS INC COM 57055L107 140 21,200 SH   DFND 20 21,200 0 0
MARKETAXESS HLDGS INC COM 57060D108 220,645 896,638 SH   DFND 2,5,6,8,11,13,20 846,705 600 49,333
MARLIN BUSINESS SVCS CORP COM 571157106 3,815 177,423 SH   DFND 2,5,20 148,360 0 29,063
MARRIOTT INTL INC NEW CL A 571903202 1,500,945 11,998,924 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,600,346 259,983 1,138,595
AMPIO PHARMACEUTICALS INC COM 03209T109 608 1,082,051 SH   DFND 2,20 849,502 0 232,549
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 116,455 1,245,510 SH   DFND 1,2,5,6,8,11,13,20 1,119,483 515 125,512
MARRONE BIO INNOVATIONS INC COM 57165B106 1,247 814,912 SH   DFND 2,20 614,212 0 200,700
MARSH & MCLENNAN COS INC COM 571748102 2,164,976 23,056,188 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,014,131 525,500 2,516,557
MARTEN TRANS LTD COM 573075108 22,242 1,247,431 SH   DFND 2,5,8,20 1,064,026 0 183,405
MARTIN MARIETTA MATLS INC COM 573284106 525,508 2,612,129 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,341,228 33,415 237,486
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 293,155 14,738,828 SH   DFND 2,5,6,8,10,12,13,19,20 11,299,299 421,631 3,017,898
MASCO CORP COM 574599106 511,008 12,999,440 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,561,041 221,792 1,216,607
MASIMO CORP COM 574795100 172,578 1,248,030 SH   DFND 2,5,6,8,11,13,19,20 1,159,008 744 88,278
MASONITE INTL CORP NEW COM 575385109 26,842 538,014 SH   DFND 2,5,8,20 445,060 200 92,754
MASTEC INC COM 576323109 94,082 1,955,963 SH   DFND 2,5,6,8,11,13,20 1,752,170 487 203,306
AMYRIS INC COM NEW 03236M200 1,127 539,134 SH   DFND 2,20 446,528 0 92,606
MASTERCARD INC CL A 57636Q104 8,702,736 36,962,140 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,158,488 1,112,899 3,690,753
MASTERCRAFT BOAT HLDGS INC COM 57637H103 9,051 401,003 SH   DFND 2,5,8,20 305,503 0 95,500
MATADOR RES CO COM 576485205 108,378 5,606,711 SH   DFND 2,5,6,11,20 5,283,003 2,200 321,508
MATCH GROUP INC COM 57665R106 36,778 649,671 SH   DFND 2,5,10,20 592,646 0 57,025
MATERIALISE NV SPONSORED ADS 57667T100 1,168 74,201 SH   DFND 1,2 74,201 0 0
MATERION CORP COM 576690101 39,448 691,343 SH   DFND 2,5,8,20 604,263 1,087 85,993
MATRIX SVC CO COM 576853105 17,034 869,973 SH   DFND 2,5,6,8,20 777,201 1,000 91,772
MATSON INC COM 57686G105 44,140 1,223,043 SH   DFND 2,5,8,20 1,069,286 0 153,757
MATTEL INC COM 577081102 198,602 15,277,066 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,615,688 179,170 2,482,208
MATTHEWS INTL CORP CL A 577128101 33,192 898,307 SH   DFND 2,5,8,20 798,549 71 99,687
ANADARKO PETE CORP COM 032511107 1,141,382 25,096,353 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,526,925 352,153 2,217,275
MAUI LD & PINEAPPLE INC COM 577345101 1,040 91,009 SH   DFND 2,20 76,103 0 14,906
MAXAR TECHNOLOGIES INC COM 57778K105 4,148 1,031,882 SH   DFND 2,5,13,20 1,031,882 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 608,898 11,451,904 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,000,971 327,457 1,123,476
MAXIMUS INC COM 577933104 144,418 2,034,627 SH   DFND 2,5,6,8,11,13,19,20 1,816,160 1,410 217,057
MAXLINEAR INC COM 57776J100 50,790 1,989,432 SH   DFND 2,5,8,20 1,788,469 500 200,463
MAXWELL TECHNOLOGIES INC COM 577767106 3,123 698,631 SH   DFND 2,5,20 589,159 0 109,472
MBIA INC COM 55262C100 18,180 1,909,656 SH   DFND 2,5,8,20 1,611,886 5,003 292,767
MBT FINL CORP COM 578877102 2,342 233,706 SH   DFND 2,13,20 161,166 0 72,540
MCCORMICK & CO INC COM NON VTG 579780206 1,033,280 6,859,724 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,966,918 89,144 803,662
MCDERMOTT INTL INC COM 580037703 50,386 6,772,345 SH   DFND 2,5,6,8,11,12,13,20 6,187,303 4,007 581,035
ANALOG DEVICES INC COM 032654105 1,538,798 14,617,631 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,937,977 264,425 1,415,229
MCDONALDS CORP COM 580135101 7,474,605 39,360,741 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 30,138,321 531,743 8,690,677
MCEWEN MNG INC COM 58039P107 4,720 3,146,668 SH   DFND 2,5,8,20 3,064,018 0 82,650
MCGRATH RENTCORP COM 580589109 29,832 527,347 SH   DFND 2,5,8,20 449,398 1,067 76,882
MCKESSON CORP COM 58155Q103 1,065,266 9,071,367 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,899,390 140,506 1,031,471
MDC PARTNERS INC CL A SUB VTG 552697104 2,062 916,503 SH   DFND 2,5,20 758,967 0 157,536
MDU RES GROUP INC COM 552690109 372,461 14,309,061 SH   DFND 2,5,6,11,12,13,19,20 14,066,420 3,190 239,451
MECHEL PAO SPONSORED ADR NE 583840608 1,308 660,858 SH   DFND 2,5,20 656,258 4,600 0
MEDEQUITIES RLTY TR INC COM 58409L306 7,832 703,708 SH   DFND 2,5,20 623,655 0 80,053
MEDICAL PPTYS TRUST INC COM 58463J304 272,354 14,523,182 SH   DFND 2,5,6,8,10,11,13,19,20 13,374,314 93,700 1,055,168
MEDICINES CO COM 584688105 61,618 2,204,590 SH   DFND 2,5,8,13,19,20 1,976,096 400 228,094
ANAPLAN INC COM 03272L108 13,493 342,814 SH   DFND 2,20 289,114 0 53,700
MEDICINES CO NOTE 2.500% 1/1 584688AE5 11,493 11,430,000 SH   DFND 2,5 11,430,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 9,920 11,750,000 SH   DFND 2,5 11,750,000 0 0
MEDICINOVA INC COM NEW 58468P206 5,439 656,897 SH   DFND 2,5,20 543,851 0 113,046
MEDIDATA SOLUTIONS INC COM 58471A105 141,340 1,929,821 SH   DFND 2,5,6,8,11,13,19,20 1,657,450 500 271,871
MEDIFAST INC COM 58470H101 43,878 341,973 SH   DFND 2,5,8,20 299,917 4,818 37,238
MEDNAX INC COM 58502B106 68,153 2,508,381 SH   DFND 2,5,6,8,11,13,20 2,220,182 2,892 285,307
MEDPACE HLDGS INC COM 58506Q109 40,878 693,205 SH   DFND 2,5,8,20 603,345 0 89,860
MEDTRONIC PLC SHS G5960L103 5,277,174 57,627,175 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,151,108 965,659 5,510,408
MEET GROUP INC COM 58513U101 8,693 1,728,234 SH   DFND 2,5,20 1,544,533 0 183,701
MEI PHARMA INC COM NEW 55279B202 109 35,440 SH   DFND 2,20 35,440 0 0
ANAPTYSBIO INC COM 032724106 72,979 999,029 SH   DFND 2,5,8,20 935,181 0 63,848
MEIRAGTX HOLDINGS PLC COM G59665102 2,910 168,877 SH   DFND 2,20 142,977 0 25,900
MELCO RESORTS AND ENTMT LTD ADR 585464100 102,615 4,542,508 SH   DFND 1,2,5,6,8,10,12,13,19,20 3,560,736 371,125 610,647
MELINTA THERAPEUTICS INC COM NEW 58549G209 383 107,829 SH   DFND 2,5,20 107,829 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 31,676 267,620 SH   DFND 2,5,8,10,13,20 108,220 1,100 158,300
MENLO THERAPEUTICS INC COM 586858102 1,041 132,572 SH   DFND 2,20 106,236 0 26,336
MERCADOLIBRE INC COM 58733R102 227,537 448,146 SH   DFND 2,5,6,8,10,12,13,19,20 349,904 23,141 75,101
MERCANTILE BANK CORP COM 587376104 10,730 327,948 SH   DFND 2,5,20 281,407 0 46,541
MERCER INTL INC COM 588056101 6,679 489,920 SH   DFND 2,5,8,20 468,452 0 21,468
MERCHANTS BANCORP IND COM 58844R108 5,613 260,239 SH   DFND 2,5,20 210,589 0 49,650
MERCK & CO INC COM 58933Y105 9,811,648 117,202,098 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 98,824,841 1,980,853 16,396,404
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 161 52,661 SH   DFND 2,20 52,661 0 0
MERCURY GENL CORP NEW COM 589400100 53,784 1,074,183 SH   DFND 2,5,6,8,11,12,13,20 1,029,459 6,634 38,090
MERCURY SYS INC COM 589378108 126,826 1,979,188 SH   DFND 2,5,8,20 1,823,231 199 155,758
MEREDITH CORP COM 589433101 308,926 5,590,410 SH   DFND 2,5,6,8,11,20 5,461,538 3,662 125,210
MERIDIAN BANCORP INC MD COM 58958U103 16,636 1,055,666 SH   DFND 2,5,6,8,20 905,346 0 150,320
MERIDIAN BIOSCIENCE INC COM 589584101 27,468 1,559,799 SH   DFND 2,5,8,20 1,430,010 500 129,289
MERIT MED SYS INC COM 589889104 106,171 1,717,142 SH   DFND 2,5,8,20 1,509,913 372 206,857
MERITAGE HOMES CORP COM 59001A102 50,459 1,128,575 SH   DFND 2,5,8,20 1,008,315 1,564 118,696
MERITOR INC COM 59001K100 33,538 1,648,070 SH   DFND 2,5,8,20 1,386,239 303 261,528
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 78 11,185 SH   DFND 20 11,185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,007 191,490 SH   DFND 2,13,20 150,400 0 41,090
ABIOMED INC COM 003654100 531,816 1,862,165 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,650,523 39,479 172,163
ANDERSONS INC COM 034164103 25,275 780,129 SH   DFND 2,5,8,20 690,942 1,437 87,750
MESA AIR GROUP INC COM NEW 590479135 1,276 152,982 SH   DFND 2,20 131,782 0 21,200
MESA LABS INC COM 59064R109 15,213 66,002 SH   DFND 2,5,8,20 56,216 0 9,786
META FINL GROUP INC COM 59100U108 15,225 771,650 SH   DFND 2,5,8,20 679,732 0 91,918
METHANEX CORP COM 59151K108 447 7,855 SH   DFND 5,8,20 7,855 0 0
METHODE ELECTRS INC COM 591520200 31,945 1,109,967 SH   DFND 2,5,8,20 949,749 1,308 158,910
METLIFE INC COM 59156R108 1,945,720 45,706,359 SH   DFND 2,5,6,8,10,11,12,13,19,20 37,563,634 585,240 7,557,485
METROPOLITAN BK HLDG CORP COM 591774104 3,383 97,233 SH   DFND 2,20 76,980 0 20,253
METTLER TOLEDO INTERNATIONAL COM 592688105 763,919 1,056,596 SH   DFND 2,5,6,8,10,11,12,13,19,20 925,208 26,768 104,620
MFA FINL INC COM 55272X102 58,731 7,862,386 SH   DFND 2,5,8,12,13,20 7,189,317 10,663 662,406
MGE ENERGY INC COM 55277P104 52,411 771,096 SH   DFND 2,5,8,13,20 661,068 148 109,880
ANGI HOMESERVICES INC COM CL A 00183L102 4,230 273,989 SH   DFND 2,5,8,20 266,589 0 7,400
MGIC INVT CORP WIS COM 552848103 127,733 9,684,080 SH   DFND 1,2,5,8,12,13,20 8,531,469 9,270 1,143,341
MGM GROWTH PPTYS LLC CL A COM 55303A105 7,225 220,881 SH   DFND 2,5,8,20 160,981 0 59,900
MGM RESORTS INTERNATIONAL COM 552953101 520,629 20,289,509 SH   DFND 2,5,6,8,10,12,13,19,20 18,180,445 280,738 1,828,326
MGP INGREDIENTS INC NEW COM 55303J106 33,154 429,729 SH   DFND 2,5,8,20 318,097 0 111,632
MICHAELS COS INC COM 59408Q106 30,319 2,654,915 SH   DFND 2,5,6,8,11,12,13,20 2,519,178 2,800 132,937
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 77,374 2,936,134 SH   DFND 1,2,5,6,8,10,12,13,20 2,548,087 143,292 244,755
MICROCHIP TECHNOLOGY INC COM 595017104 781,411 9,419,132 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,306,295 168,413 944,424
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 84,685 51,930,000 SH   DFND 2,5 51,930,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 69,783 63,225,000 SH   DFND 2,5 63,225,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 20,545 18,635,000 SH   DFND 2,5 18,635,000 0 0
ANGIODYNAMICS INC COM 03475V101 30,401 1,329,874 SH   DFND 2,5,8,20 1,202,710 0 127,164
MICRON TECHNOLOGY INC COM 595112103 1,982,465 47,966,742 SH   DFND 2,5,6,8,10,11,12,13,19,20 41,357,080 1,219,635 5,390,027
MICROSOFT CORP COM 594918104 36,928,597 313,113,425 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 269,435,968 7,448,923 36,228,534
MICROSTRATEGY INC CL A NEW 594972408 38,185 264,716 SH   DFND 2,5,8,20 237,590 373 26,753
MICROVISION INC DEL COM NEW 594960304 31 32,402 SH   DFND 20 32,402 0 0
MID AMER APT CMNTYS INC COM 59522J103 851,145 7,785,098 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,087,562 92,159 605,377
MID PENN BANCORP INC COM 59540G107 1,641 66,967 SH   DFND 2,20 55,094 0 11,873
MIDDLEBY CORP COM 596278101 149,330 1,148,430 SH   DFND 2,5,6,8,10,12,13,19,20 929,831 52,953 165,646
MIDDLEFIELD BANC CORP COM NEW 596304204 1,645 39,906 SH   DFND 2,20 33,693 0 6,213
MIDDLESEX WATER CO COM 596680108 18,435 329,254 SH   DFND 2,5,8,20 275,818 600 52,836
MIDLAND STS BANCORP INC ILL COM 597742105 12,072 501,736 SH   DFND 2,5,8,20 407,250 0 94,486
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,734 131,737 SH   DFND 1,5,8,20 131,737 0 0
MIDSOUTH BANCORP INC COM 598039105 2,609 228,491 SH   DFND 2,5,20 164,142 0 64,349
MIDSTATES PETE CO INC COM PAR 59804T407 3,026 309,677 SH   DFND 2,20 279,284 0 30,393
MIDWESTONE FINL GROUP INC NE COM 598511103 5,337 195,860 SH   DFND 2,5,20 154,430 0 41,430
MILACRON HLDGS CORP COM 59870L106 15,157 1,338,963 SH   DFND 2,5,8,20 1,121,044 0 217,919
MILLER HERMAN INC COM 600544100 66,755 1,886,924 SH   DFND 2,5,6,8,11,19,20 1,671,603 2,047 213,274
MILLER INDS INC TENN COM NEW 600551204 7,496 242,980 SH   DFND 2,5,20 206,800 0 36,180
MIMECAST LTD ORD SHS G14838109 4,631 97,795 SH   DFND 2,5,8,20 94,495 0 3,300
MINERALS TECHNOLOGIES INC COM 603158106 65,914 1,121,175 SH   DFND 2,5,6,8,11,20 984,890 914 135,371
MINERVA NEUROSCIENCES INC COM 603380106 3,961 503,941 SH   DFND 2,5,20 425,259 0 78,682
MIRAGEN THERAPEUTICS INC COM 60463E103 1,069 383,297 SH   DFND 2,20 326,308 0 56,989
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4,558 54,276 SH   DFND 1,20 54,276 0 0
MIRATI THERAPEUTICS INC COM 60468T105 103,502 1,412,039 SH   DFND 2,5,8,20 1,346,595 0 65,444
MISTRAS GROUP INC COM 60649T107 4,633 335,513 SH   DFND 2,5,8,20 282,369 1,600 51,544
MITEK SYS INC COM NEW 606710200 7,305 596,853 SH   DFND 2,5,20 502,906 0 93,947
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 126 25,536 SH   DFND 20 25,536 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 136 44,519 SH   DFND 20 44,519 0 0
MKS INSTRUMENT INC COM 55306N104 128,003 1,375,633 SH   DFND 2,5,6,8,11,13,19,20 1,292,711 901 82,021
MOBILE MINI INC COM 60740F105 42,314 1,246,720 SH   DFND 2,5,8,20 1,104,651 248 141,821
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 105,783 13,992,461 SH   DFND 2,5,8,10,12,13,19,20 11,212,874 427,393 2,352,194
MOBILEIRON INC COM NEW 60739U204 7,678 1,403,680 SH   DFND 2,5,20 1,172,255 0 231,425
MODEL N INC COM 607525102 10,285 586,352 SH   DFND 2,5,8,20 501,826 0 84,526
ANI PHARMACEUTICALS INC COM 00182C103 18,701 265,112 SH   DFND 2,5,8,20 236,676 0 28,436
MODERNA INC COM 60770K107 6,145 301,980 SH   DFND 2,20 301,980 0 0
MODINE MFG CO COM 607828100 14,158 1,020,762 SH   DFND 2,5,8,20 808,370 2,378 210,014
MOELIS & CO CL A 60786M105 39,033 938,069 SH   DFND 2,5,8,20 796,913 0 141,156
MOHAWK INDS INC COM 608190104 356,802 2,828,397 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,546,932 43,689 237,776
MOLECULAR TEMPLATES INC COM 608550109 906 156,023 SH   DFND 2,20 133,323 0 22,700
MOLINA HEALTHCARE INC COM 60855R100 215,718 1,519,571 SH   DFND 2,5,6,8,11,12,13,20 1,435,513 700 83,358
MOLSON COORS BREWING CO CL B 60871R209 497,907 8,347,134 SH   DFND 2,5,6,8,10,12,13,19,20 7,394,877 133,712 818,545
MOMENTA PHARMACEUTICALS INC COM 60877T100 54,338 3,739,677 SH   DFND 2,5,8,20 3,446,426 0 293,251
MOMO INC ADR 60879B107 107,675 2,815,756 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,249,325 77,500 488,931
MONARCH CASINO & RESORT INC COM 609027107 14,640 333,329 SH   DFND 2,5,8,20 302,054 0 31,275
ANIKA THERAPEUTICS INC COM 035255108 22,063 729,605 SH   DFND 2,5,8,20 687,214 0 42,391
MONDELEZ INTL INC CL A 609207105 3,269,361 65,156,496 SH   DFND 2,5,6,8,10,11,12,13,19,20 57,966,505 1,028,544 6,161,447
MONEYGRAM INTL INC COM NEW 60935Y208 1,211 593,607 SH   DFND 2,5,8,20 500,604 842 92,161
MONGODB INC CL A 60937P106 8,928 60,727 SH   DFND 2,13,20 60,727 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 36,020 2,732,933 SH   DFND 2,5,8,10,20 2,352,687 24,205 356,041
MONOLITHIC PWR SYS INC COM 609839105 143,897 1,058,947 SH   DFND 2,5,6,8,11,13,19,20 1,004,082 500 54,365
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 24,785 1,238,886 SH   DFND 2,5,8,20 1,099,529 1,500 137,857
MONRO INC COM 610236101 85,450 987,630 SH   DFND 2,5,8,20 845,658 129 141,843
MONSTER BEVERAGE CORP NEW COM 61174X109 967,234 17,721,394 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,457,653 449,050 1,814,691
MONTAGE RES CORP COM 61179L100 1,656 110,112 SH   DFND 2,5,20 110,112 0 0
MOODYS CORP COM 615369105 1,309,348 7,230,374 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,388,041 175,972 666,361
ANIXTER INTL INC COM 035290105 49,676 885,339 SH   DFND 2,5,8,12,20 789,238 143 95,958
MOOG INC CL A 615394202 110,409 1,269,797 SH   DFND 2,5,8,13,19,20 1,165,132 288 104,377
MORGAN STANLEY COM NEW 617446448 5,291,221 125,384,392 SH   DFND 2,5,6,8,10,11,12,13,19,20 49,859,003 69,384,842 6,140,547
MORNINGSTAR INC COM 617700109 34,091 270,585 SH   DFND 2,5,8,19,20 243,570 126 26,889
MOSAIC CO NEW COM 61945C103 538,645 19,723,378 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,242,470 268,600 2,212,308
MOTORCAR PTS AMER INC COM 620071100 10,022 531,104 SH   DFND 2,5,8,20 469,980 1,500 59,624
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,074,154 7,619,192 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,443,811 180,682 994,699
MOVADO GROUP INC COM 624580106 16,449 452,145 SH   DFND 2,5,8,20 403,575 1,300 47,270
MR COOPER GROUP INC COM 62482R107 18,245 1,902,531 SH   DFND 2,5,8,20 1,676,621 0 225,910
MRC GLOBAL INC COM 55345K103 30,479 1,743,628 SH   DFND 2,5,8,20 1,466,431 3,600 273,597
MSA SAFETY INC COM 553498106 237,677 2,298,618 SH   DFND 2,5,6,8,11,13,19,20 2,093,405 326 204,887
ANNALY CAP MGMT INC COM 035710409 489,284 47,573,712 SH   DFND 2,5,6,8,10,12,13,19,20 35,804,900 987,516 10,781,296
MSC INDL DIRECT INC CL A 553530106 99,183 1,199,162 SH   DFND 2,5,6,8,11,13,19,20 1,138,340 748 60,074
MSCI INC COM 55354G100 792,114 3,983,674 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,520,828 63,595 399,251
MSG NETWORK INC CL A 553573106 27,743 1,275,560 SH   DFND 2,5,8,10,20 1,066,907 21,508 187,145
MTS SYS CORP COM 553777103 27,406 500,419 SH   DFND 2,5,8,20 444,256 561 55,602
MUELLER INDS INC COM 624756102 57,240 1,826,431 SH   DFND 2,5,8,19,20 1,460,561 2,118 363,752
MUELLER WTR PRODS INC COM SER A 624758108 32,210 3,208,139 SH   DFND 2,5,8,20 2,713,582 4,315 490,242
MULTI COLOR CORP COM 625383104 19,296 386,766 SH   DFND 2,5,8,20 345,196 0 41,570
MURPHY OIL CORP COM 626717102 164,386 5,610,446 SH   DFND 2,5,6,8,11,12,13,19,20 5,381,973 5,029 223,444
MURPHY USA INC COM 626755102 98,127 1,146,080 SH   DFND 2,5,6,8,11,12,13,20 953,401 669 192,010
MUSTANG BIO INC COM 62818Q104 769 225,655 SH   DFND 2,20 181,082 0 44,573
ANSYS INC COM 03662Q105 651,550 3,566,036 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,060,337 112,045 393,654
MUTUALFIRST FINL INC COM 62845B104 4,410 147,152 SH   DFND 2,5,20 80,273 0 66,879
MVB FINANCIAL CORP COM 553810102 1,777 116,496 SH   DFND 2,20 93,879 0 22,617
MYERS INDS INC COM 628464109 15,960 925,478 SH   DFND 2,5,8,20 827,742 0 97,736
MYLAN N V SHS EURO N59465109 628,244 22,168,107 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,714,397 353,716 2,099,994
MYOKARDIA INC COM 62857M105 40,372 776,525 SH   DFND 2,5,8,20 666,041 0 110,484
MYOVANT SCIENCES LTD COM G637AM102 341 14,300 SH   DFND 5,20 14,000 0 300
MYR GROUP INC DEL COM 55405W104 16,120 465,481 SH   DFND 2,5,8,20 413,727 0 51,754
MYRIAD GENETICS INC COM 62855J104 134,965 4,065,222 SH   DFND 2,5,8,19,20 3,839,042 1,182 224,998
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 12,393 17,350,000 SH   DFND 2,5 17,350,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 37,382 10,836,423 SH   DFND 2,5,8,12,13,20 10,364,617 4,258 467,548
ABM INDS INC COM 000957100 236,068 6,494,302 SH   DFND 2,5,8,20 6,284,379 1,976 207,947
ANTARES PHARMA INC COM 036642106 10,857 3,583,220 SH   DFND 2,5,8,20 3,162,389 0 420,831
NACCO INDS INC CL A 629579103 4,211 110,170 SH   DFND 2,5,20 97,408 0 12,762
NAM TAI PPTY INC SHS G63907102 791 80,257 SH   DFND 2,5,20 80,257 0 0
NANOMETRICS INC COM 630077105 20,807 673,797 SH   DFND 2,5,8,20 575,571 1,700 96,526
NANOSTRING TECHNOLOGIES INC COM 63009R109 11,024 460,680 SH   DFND 2,5,20 383,008 0 77,672
NANOVIRICIDES INC COM NEW 630087203 4 13,538 SH   DFND 20 13,538 0 0
NANTHEALTH INC COM 630104107 188 203,913 SH   DFND 2,20 164,577 0 39,336
NANTKWEST INC COM 63016Q102 654 414,136 SH   DFND 2,5,20 346,351 0 67,785
NAPCO SEC TECHNOLOGIES INC COM 630402105 4,296 207,130 SH   DFND 2,20 172,819 0 34,311
NASDAQ INC COM 631103108 446,999 5,109,142 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,522,492 77,639 509,011
NATERA INC COM 632307104 35,399 1,716,724 SH   DFND 2,5,8,20 1,611,289 0 105,435
ANTERO MIDSTREAM CORP COM 03676B102 3,451 250,434 SH   DFND 5,8,20 250,434 0 0
NATHANS FAMOUS INC NEW COM 632347100 3,420 49,999 SH   DFND 2,20 40,837 0 9,162
NATIONAL BANKSHARES INC VA COM 634865109 5,758 134,368 SH   DFND 2,5,20 113,557 0 20,811
NATIONAL BEVERAGE CORP COM 635017106 13,608 235,711 SH   DFND 2,5,8,20 199,374 0 36,337
NATIONAL BK HLDGS CORP CL A 633707104 31,630 950,998 SH   DFND 2,5,8,20 842,287 0 108,711
NATIONAL CINEMEDIA INC COM 635309107 11,992 1,700,930 SH   DFND 2,5,8,20 1,448,502 2,300 250,128
NATIONAL COMM CORP COM 63546L102 12,824 327,052 SH   DFND 2,5,8,20 274,757 0 52,295
NATIONAL FUEL GAS CO N J COM 636180101 378,286 6,163,159 SH   DFND 2,5,6,11,12,13,20 6,062,440 1,287 99,432
NATIONAL GEN HLDGS CORP COM 636220303 31,586 1,328,810 SH   DFND 2,5,8,20 1,075,576 0 253,234
NATIONAL GRID PLC SPONSORED ADR NE 636274409 3,505 62,690 SH   DFND 1,20 62,690 0 0
NATIONAL HEALTH INVS INC COM 63633D104 109,458 1,375,378 SH   DFND 2,5,8,10,20 1,196,010 9,798 169,570
ANTERO RES CORP COM 03674X106 74,576 8,445,725 SH   DFND 2,5,12,13,20 7,928,757 226,600 290,368
NATIONAL HEALTHCARE CORP COM 635906100 23,505 307,652 SH   DFND 2,5,6,20 263,266 0 44,386
NATIONAL INSTRS CORP COM 636518102 124,979 2,817,377 SH   DFND 2,5,6,8,11,13,19,20 2,601,856 2,055 213,466
NATIONAL OILWELL VARCO INC COM 637071101 509,997 19,144,026 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,765,358 248,893 2,129,775
NATIONAL PRESTO INDS INC COM 637215104 29,488 271,651 SH   DFND 2,5,20 254,037 357 17,257
NATIONAL RESH CORP COM NEW 637372202 7,952 204,996 SH   DFND 2,5,20 173,770 0 31,226
NATIONAL RETAIL PPTYS INC COM 637417106 764,188 13,796,505 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,719,197 141,544 935,764
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 79,381 2,784,308 SH   DFND 2,5,8,10,20 2,536,008 12,700 235,600
NATIONAL VISION HLDGS INC COM 63845R107 41,385 1,316,729 SH   DFND 2,5,8,19,20 1,113,679 0 203,050
NATIONAL WESTN LIFE GROUP IN CL A 638517102 12,339 47,012 SH   DFND 2,5,8,20 38,745 0 8,267
NATURAL GAS SERVICES GROUP COM 63886Q109 5,289 305,551 SH   DFND 2,5,20 218,579 0 86,972
ANTHEM INC COM 036752103 3,252,710 11,334,274 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,896,079 299,433 1,138,762
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,198 183,894 SH   DFND 2,20 156,091 0 27,803
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1,720 132,752 SH   DFND 2,5,20 110,782 0 21,970
NATURES SUNSHINE PRODUCTS IN COM 639027101 1,608 173,127 SH   DFND 2,20 143,541 0 29,586
NATUS MEDICAL INC DEL COM 639050103 34,269 1,350,255 SH   DFND 2,5,8,20 1,249,059 0 101,196
NAUTILUS INC COM 63910B102 4,747 853,836 SH   DFND 2,5,8,20 762,145 0 91,691
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 9 64,995 SH   DFND 20 64,995 0 0
NAVIENT CORPORATION COM 63938C108 74,080 6,402,761 SH   DFND 1,2,5,6,8,11,12,13,20 6,033,629 12,827 356,305
NAVIGANT CONSULTING INC COM 63935N107 24,437 1,255,097 SH   DFND 2,5,8,20 1,097,052 2,630 155,415
NAVIGATORS GROUP INC COM 638904102 49,236 704,675 SH   DFND 2,5,8,20 568,124 850 135,701
NAVISTAR INTL CORP NEW COM 63934E108 32,823 1,016,193 SH   DFND 2,5,8,13,20 859,160 356 156,677
ANTHEM INC NOTE 2.750%10/1 94973VBG1 31,454 7,886,000 SH   DFND 2,5 7,886,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 1,839 1,800,000 SH   DFND 5 1,800,000 0 0
NBT BANCORP INC COM 628778102 44,864 1,245,882 SH   DFND 2,5,8,20 1,113,231 323 132,328
NCI BUILDING SYS INC COM NEW 628852204 5,494 891,866 SH   DFND 2,5,8,20 716,896 0 174,970
NCR CORP NEW COM 62886E108 137,008 5,020,453 SH   DFND 1,2,5,6,8,11,12,13,19,20 4,865,673 1,952 152,828
NCS MULTISTAGE HLDGS INC COM 628877102 833 160,766 SH   DFND 2,5,20 138,781 0 21,985
NEENAH INC COM 640079109 33,308 517,523 SH   DFND 2,5,8,20 450,138 0 67,385
NEKTAR THERAPEUTICS COM 640268108 238,523 7,098,904 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,338,496 103,929 656,479
NELNET INC CL A 64031N108 21,608 392,366 SH   DFND 2,5,8,20 324,967 1,060 66,339
NEOGEN CORP COM 640491106 92,437 1,610,687 SH   DFND 2,5,8,19,20 1,449,495 613 160,579
NEOGENOMICS INC COM NEW 64049M209 48,019 2,346,975 SH   DFND 2,5,8,20 2,089,585 0 257,390
ANWORTH MORTGAGE ASSET CP COM 037347101 11,142 2,672,767 SH   DFND 2,5,8,20 2,353,456 0 319,311
NEON THERAPEUTICS INC COM 64050Y100 749 115,887 SH   DFND 2,20 91,287 0 24,600
NEOPHOTONICS CORP COM 64051T100 3,926 624,219 SH   DFND 2,5,20 523,422 0 100,797
NEOS THERAPEUTICS INC COM 64052L106 1,733 664,136 SH   DFND 2,5,20 580,081 0 84,055
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 834 232,282 SH   DFND 2,5,8,20 182,913 0 49,369
NETAPP INC COM 64110D104 749,381 10,807,346 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,194,779 456,421 1,156,146
NETEASE INC SPONSORED ADR 64110W102 441,354 1,827,931 SH   DFND 2,5,8,10,11,12,13,19,20 1,482,952 49,258 295,721
NETFLIX INC COM 64110L106 5,776,924 16,201,829 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,165,883 267,229 1,768,717
NETGEAR INC COM 64111Q104 32,960 995,180 SH   DFND 2,5,8,20 883,769 96 111,315
NETSCOUT SYS INC COM 64115T104 68,133 2,427,264 SH   DFND 2,5,6,8,11,13,19,20 2,182,399 2,065 242,800
NEUROCRINE BIOSCIENCES INC COM 64125C109 177,799 2,018,154 SH   DFND 2,5,8,13,19,20 1,891,485 3,500 123,169
AON PLC SHS CL A G0408V102 1,797,466 10,529,973 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,296,145 233,146 1,000,682
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 20,870 15,325,000 SH   DFND 2,5 15,325,000 0 0
NEURONETICS INC COM 64131A105 1,666 109,235 SH   DFND 2,20 78,035 0 31,200
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 26 10,515 SH   DFND 20 10,515 0 0
NEVRO CORP COM 64157F103 50,983 815,603 SH   DFND 2,5,8,20 722,178 600 92,825
NEW AGE BEVERAGES CORP COM 64157V108 285 54,185 SH   DFND 2,20 54,185 0 0
NEW HOME CO INC COM 645370107 1,156 242,830 SH   DFND 2,13,20 200,813 0 42,017
NEW JERSEY RES COM 646025106 324,656 6,482,854 SH   DFND 2,5,6,8,11,13,19,20 6,205,797 1,356 275,701
NEW MEDIA INVT GROUP INC COM 64704V106 18,860 1,796,177 SH   DFND 2,5,8,20 1,611,144 476 184,557
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 277,740 3,082,919 SH   DFND 2,5,8,10,11,12,13,19,20 2,500,063 84,913 497,943
NEW RELIC INC COM 64829B100 97,967 992,575 SH   DFND 2,5,8,13,19,20 770,586 800 221,189
APACHE CORP COM 037411105 689,855 19,903,500 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,649,508 369,839 1,884,153
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 91,707 5,423,270 SH   DFND 2,5,8,12,13,20 4,891,253 3,300 528,717
NEW SR INVT GROUP INC COM 648691103 9,288 1,704,294 SH   DFND 2,5,8,20 1,414,952 1,100 288,242
NEW YORK CMNTY BANCORP INC COM 649445103 188,500 16,292,167 SH   DFND 2,5,6,8,11,12,13,19,20 14,031,495 13,767 2,246,905
NEW YORK MTG TR INC COM PAR $.02 649604501 30,842 4,905,988 SH   DFND 2,5,8,20 4,378,843 0 527,145
NEW YORK TIMES CO CL A 650111107 138,206 4,207,192 SH   DFND 2,5,6,8,11,13,19,20 3,784,735 1,300 421,157
NEWATER TECHNOLOGY INC SHS G64335105 94 12,926 SH   DFND 2 12,926 0 0
NEWELL BRANDS INC COM 651229106 292,736 19,083,178 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,810,454 314,496 1,958,228
NEWLINK GENETICS CORP COM 651511107 1,016 526,561 SH   DFND 2,5,20 444,676 0 81,885
NEWMARK GROUP INC CL A 65158N102 24,153 2,896,102 SH   DFND 2,5,8,13,20 2,420,213 2,543 473,346
NEWMARKET CORP COM 651587107 96,196 220,984 SH   DFND 2,5,6,8,11,13,19,20 210,280 183 10,521
APARTMENT INVT & MGMT CO CL A 03748R754 446,948 8,887,414 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,887,414 0 0
NEWMONT MNG CORP COM 651639106 978,622 27,358,728 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,973,804 420,331 2,964,593
NEWPARK RES INC COM PAR $.01NEW 651718504 25,600 2,794,791 SH   DFND 2,5,8,20 2,500,302 4,148 290,341
NEWS CORP NEW CL A 65249B109 220,007 17,550,368 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,205,022 259,773 2,085,573
NEWS CORP NEW CL B 65249B208 51,521 4,093,737 SH   DFND 2,5,6,10,11,12,13,19,20 3,720,036 1,000 372,701
NEXA RES S A COM L67359106 857 68,855 SH   DFND 2,5,20 68,855 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 16,226 423,205 SH   DFND 2,5,8,20 347,045 0 76,160
NEXSTAR MEDIA GROUP INC CL A 65336K103 96,783 893,083 SH   DFND 2,5,8,13,20 749,108 612 143,363
NEXTDECADE CORP COM 65342K105 778 140,942 SH   DFND 2,20 110,942 0 30,000
NEXTERA ENERGY INC COM 65339F101 4,760,836 24,626,714 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,346,151 325,241 1,955,322
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 51,056 817,811 SH   DFND 2 817,811 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 20,852 1,069,343 SH   DFND 2,5,8,20 950,935 0 118,408
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 4,736 101,538 SH   DFND 2,5,8,20 81,737 1,200 18,601
NEXTGEN HEALTHCARE INC COM 65343C102 24,391 1,449,273 SH   DFND 2,5,8,20 1,264,545 1,604 183,124
NI HLDGS INC COM 65342T106 2,167 135,455 SH   DFND 2,20 112,149 0 23,306
NIC INC COM 62914B100 36,267 2,122,106 SH   DFND 2,5,8,20 1,733,316 1,718 387,072
NICE LTD SPONSORED ADR 653656108 808 6,598 SH   DFND 20 6,598 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 2,022 1,320,000 SH   DFND 5 1,320,000 0 0
NICOLET BANKSHARES INC COM 65406E102 10,232 171,679 SH   DFND 2,5,8,20 146,709 0 24,970
NIELSEN HLDGS PLC SHS EUR G6518L108 371,874 15,710,784 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,978,792 231,033 1,500,959
NII HLDGS INC COM PAR 62913F508 3,828 1,952,957 SH   DFND 2,5,8,20 1,669,157 0 283,800
NIKE INC CL B 654106103 5,013,449 59,385,252 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 46,956,573 1,504,935 10,923,744
ABRAXAS PETE CORP COM 003830106 3,304 2,643,550 SH   DFND 2,5,20 2,228,351 0 415,199
APERGY CORP COM 03755L104 88,969 2,166,810 SH   DFND 1,2,5,6,8,11,12,13,19,20 2,063,132 5,503 98,175
NINE ENERGY SVC INC COM 65441V101 6,146 271,338 SH   DFND 2,8,20 228,136 0 43,202
NIO INC SPON ADS 62914V106 477 93,466 SH   DFND 2,19 93,466 0 0
NISOURCE INC COM 65473P105 530,574 18,512,705 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,833,072 263,618 1,416,015
NL INDS INC COM NEW 629156407 538 138,720 SH   DFND 2,20 114,136 0 24,584
NLIGHT INC COM 65487K100 9,079 407,481 SH   DFND 2,8,20 336,988 0 70,493
NMI HLDGS INC CL A 629209305 47,648 1,841,816 SH   DFND 2,5,8,20 1,587,767 0 254,049
NN INC COM 629337106 6,571 877,293 SH   DFND 2,5,8,20 763,773 0 113,520
NOAH HLDGS LTD SPON ADS CL A 65487X102 28,160 581,096 SH   DFND 2,5,8,10,11,12,13,19,20 470,745 15,200 95,151
NOBLE CORP PLC SHS USD G65431101 27,800 9,686,581 SH   DFND 2,5,8,12,20 8,857,630 6,589 822,362
NOBLE ENERGY INC COM 655044105 616,414 24,925,768 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,223,778 324,555 2,377,435
APOGEE ENTERPRISES INC COM 037598109 47,142 1,257,465 SH   DFND 2,5,8,20 730,996 1,128 525,341
NOKIA CORP SPONSORED ADR 654902204 2,776 485,337 SH   DFND 1,20 485,337 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,584 77,478 SH   DFND 2,5,20 77,478 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 128 35,760 SH   DFND 20 35,760 0 0
NOODLES & CO COM CL A 65540B105 1,742 256,184 SH   DFND 2,5,20 215,047 0 41,137
NORDIC AMERICAN TANKERS LIMI COM G65773106 5,261 2,604,288 SH   DFND 2,5,20 2,160,376 0 443,912
NORDSON CORP COM 655663102 256,970 1,939,105 SH   DFND 2,5,6,8,11,13,19,20 1,862,955 526 75,624
NORDSTROM INC COM 655664100 295,218 6,652,048 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,775,415 173,444 703,189
NORFOLK SOUTHERN CORP COM 655844108 2,120,998 11,348,910 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,944,084 212,542 1,192,284
NORTHEAST BANCORP COM NEW 663904209 2,306 111,501 SH   DFND 2,20 94,065 0 17,436
NORTHERN OIL & GAS INC NEV COM 665531109 23,838 8,700,009 SH   DFND 2,5,20 8,069,328 0 630,681
APOLLO COML REAL EST FIN INC COM 03762U105 76,894 4,120,501 SH   DFND 2,5,6,8,20 3,709,252 0 411,249
NORTHERN TR CORP COM 665859104 863,898 9,494,544 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,538,707 140,801 815,036
NORTHFIELD BANCORP INC DEL COM 66611T108 18,930 1,361,878 SH   DFND 2,5,6,8,20 1,228,286 0 133,592
NORTHRIM BANCORP INC COM 666762109 4,827 140,236 SH   DFND 2,5,20 120,965 0 19,271
NORTHROP GRUMMAN CORP COM 666807102 4,807,203 17,830,872 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,062,613 11,294,108 474,151
NORTHSTAR REALTY EUROPE CORP COM 66706L101 33,533 1,931,646 SH   DFND 2,5,8,20 1,759,394 916 171,336
NORTHWEST BANCSHARES INC MD COM 667340103 49,644 2,925,411 SH   DFND 2,5,6,8,20 2,616,886 1,598 306,927
NORTHWEST NAT HLDG CO COM 66765N105 55,188 840,898 SH   DFND 2,5,8,19,20 752,191 38 88,669
NORTHWEST PIPE CO COM 667746101 5,539 230,801 SH   DFND 2,5,20 204,047 0 26,754
NORTHWESTERN CORP COM NEW 668074305 116,638 1,656,549 SH   DFND 2,5,6,8,11,12,13,19,20 1,489,395 700 166,454
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 489,542 8,907,245 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,906,463 143,226 857,556
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 3,337 182,156 SH   DFND 2,5,8,20 171,026 0 11,130
NORWOOD FINANCIAL CORP COM 669549107 2,909 94,323 SH   DFND 2,20 78,356 0 15,967
NOVA MEASURING INSTRUMENTS L COM M7516K103 344 13,655 SH   DFND 2 13,655 0 0
NOVANTA INC COM 67000B104 56,098 662,078 SH   DFND 2,5,8,20 548,088 0 113,990
NOVARTIS A G SPONSORED ADR 66987V109 250,460 2,605,159 SH   DFND 1,2,20 47,670 0 2,557,489
NOVAVAX INC COM 670002104 4,299 7,803,450 SH   DFND 2,5,8,20 6,589,520 7,500 1,206,430
NOVO-NORDISK A S ADR 670100205 243,479 4,586,096 SH   DFND 1,20 50,865 0 4,535,231
NOVOCURE LTD ORD SHS G6674U108 64,964 1,348,637 SH   DFND 2,5,8,20 1,114,272 0 234,365
NOW INC COM 67011P100 47,723 3,418,572 SH   DFND 2,5,6,8,11,12,20 3,072,328 4,090 342,154
NRG ENERGY INC COM NEW 629377508 586,127 13,797,718 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,361,522 310,863 1,125,333
NU SKIN ENTERPRISES INC CL A 67018T105 65,522 1,369,038 SH   DFND 2,5,6,8,11,13,19,20 1,296,362 2,940 69,736
APPFOLIO INC COM CL A 03783C100 24,533 308,975 SH   DFND 2,5,20 262,692 0 46,283
NUANCE COMMUNICATIONS INC COM 67020Y100 62,864 3,713,144 SH   DFND 2,5,8,13,20 3,344,584 8,683 359,877
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 19,092 20,445,000 SH   DFND 2,5 20,445,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 9,959 9,975,000 SH   DFND 2,5 9,975,000 0 0
NUCOR CORP COM 670346105 1,075,698 18,311,373 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,528,733 253,228 1,529,412
NUTANIX INC CL A 67059N108 64,354 1,705,205 SH   DFND 2,5,8,13,19,20 1,521,581 1,100 182,524
NUTANIX INC NOTE 1/1 67059NAB4 17,643 16,575,000 SH   DFND 2,5 16,575,000 0 0
NUTRIEN LTD COM 67077M108 58,628 1,102,243 SH   DFND 2,10 1,102,243 0 0
NUVASIVE INC COM 670704105 107,280 1,889,069 SH   DFND 2,5,6,8,11,13,19,20 1,632,813 761 255,495
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 21,146 19,007,000 SH   DFND 2,5 19,007,000 0 0
NUVECTRA CORP COM 67075N108 3,260 296,053 SH   DFND 2,20 244,833 0 51,220
APPIAN CORP CL A 03782L101 3,546 102,978 SH   DFND 2,20 102,978 0 0
NV5 GLOBAL INC COM 62945V109 10,760 181,266 SH   DFND 2,5,8,20 153,897 0 27,369
NVE CORP COM NEW 629445206 9,987 102,020 SH   DFND 2,5,8,20 86,681 0 15,339
NVENT ELECTRIC PLC SHS G6700G107 349,163 12,941,553 SH   DFND 2,5,6,8,11,12,13,19,20 12,726,047 7,326 208,180
NVIDIA CORP COM 67066G104 4,346,218 24,204,822 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,084,728 657,473 2,462,621
NVR INC COM 62944T105 347,411 125,555 SH   DFND 2,5,6,8,10,11,12,13,19,20 111,653 3,764 10,138
NXP SEMICONDUCTORS N V COM N6596X109 984,565 11,106,901 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,652,850 535,896 1,918,155
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 35,765 34,640,000 SH   DFND 2,5 34,640,000 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 957 485,584 SH   DFND 2,6,20 422,143 0 63,441
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,314,331 3,384,834 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,988,794 59,059 336,981
OAK VALLEY BANCORP OAKDALE C COM 671807105 1,774 100,543 SH   DFND 2,20 82,224 0 18,319
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 144,031 8,836,265 SH   DFND 2,5,8,10,12,13,19,20 8,155,626 55,258 625,381
OASIS PETE INC NEW COM 674215108 98,117 16,244,574 SH   DFND 2,5,6,8,11,12,13,20 15,334,726 2,400 907,448
OCCIDENTAL PETE CORP COM 674599105 2,489,204 37,176,295 SH   DFND 2,5,6,8,10,11,12,13,19,20 33,757,839 518,492 2,899,964
OCEANEERING INTL INC COM 675232102 57,970 3,675,953 SH   DFND 2,5,6,8,11,20 3,363,266 2,087 310,600
OCEANFIRST FINL CORP COM 675234108 23,155 962,368 SH   DFND 2,5,8,20 763,647 0 198,721
OCONEE FED FINL CORP COM 675607105 213 8,180 SH   DFND 2,20 5,753 0 2,427
OCULAR THERAPEUTIX INC COM 67576A100 2,070 521,326 SH   DFND 2,5,20 432,711 0 88,615
OCWEN FINL CORP COM NEW 675746309 3,974 2,183,420 SH   DFND 2,5,8,20 1,817,037 5,379 361,004
ODONATE THERAPEUTICS INC COM 676079106 2,418 109,361 SH   DFND 2,20 94,191 0 15,170
OFFICE DEPOT INC COM 676220106 61,913 17,056,030 SH   DFND 2,5,8,12,13,20 15,261,365 8,740 1,785,925
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 51,954 1,879,662 SH   DFND 2,5,8,10,20 1,879,662 0 0
APPLE INC COM 037833100 36,214,020 190,650,277 SH   DFND 2,5,6,8,10,11,12,13,19,20 161,639,798 4,639,685 24,370,794
OFG BANCORP COM 67103X102 31,574 1,589,774 SH   DFND 2,5,8,20 1,440,373 3,711 145,690
OGE ENERGY CORP COM 670837103 314,328 7,289,614 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,483,955 253,116 552,543
OHIO VY BANC CORP COM 677719106 2,163 59,833 SH   DFND 2,20 50,568 0 9,265
OI S A SPONSORED ADR NE 670851500 805 428,424 SH   DFND 2 428,424 0 0
OIL DRI CORP AMER COM 677864100 3,054 98,066 SH   DFND 2,5,13,20 77,392 0 20,674
OIL STS INTL INC COM 678026105 37,469 2,209,241 SH   DFND 2,5,8,20 1,788,422 2,097 418,722
OKTA INC CL A 679295105 85,126 1,028,965 SH   DFND 2,5,13,19,20 891,723 0 137,242
OLD DOMINION FREIGHT LINE IN COM 679580100 323,061 2,237,418 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,954,798 80,925 201,695
OLD LINE BANCSHARES INC COM 67984M100 7,658 307,185 SH   DFND 2,5,20 257,435 0 49,750
OLD NATL BANCORP IND COM 680033107 101,789 6,206,626 SH   DFND 2,5,8,20 5,715,213 700 490,713
APPLIED DNA SCIENCES INC COM NEW 03815U201 9 12,700 SH   DFND 20 12,700 0 0
OLD POINT FINL CORP COM 680194107 748 35,297 SH   DFND 2,20 3,697 0 31,600
OLD REP INTL CORP COM 680223104 451,125 21,564,283 SH   DFND 2,5,6,8,11,12,13,19,20 20,423,555 60,786 1,079,942
OLD SECOND BANCORP INC ILL COM 680277100 6,745 535,747 SH   DFND 2,5,20 427,063 0 108,684
OLIN CORP COM PAR $1 680665205 151,066 6,528,355 SH   DFND 2,5,6,8,11,13,20 3,725,032 2,590,278 213,045
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 135,342 1,586,097 SH   DFND 2,5,6,8,11,19,20 1,424,179 1,300 160,618
OLYMPIC STEEL INC COM 68162K106 4,204 264,918 SH   DFND 2,5,20 233,776 0 31,142
OMEGA FLEX INC COM 682095104 4,039 53,285 SH   DFND 2,5,20 44,487 0 8,798
OMEGA HEALTHCARE INVS INC COM 681936100 300,864 7,886,354 SH   DFND 2,5,6,8,10,11,13,19,20 7,266,419 49,171 570,764
OMEROS CORP COM 682143102 18,354 1,056,639 SH   DFND 2,5,8,20 914,822 0 141,817
OMNICELL INC COM 68213N109 90,169 1,115,399 SH   DFND 2,5,8,20 967,720 602 147,077
APPLIED INDL TECHNOLOGIES IN COM 03820C105 73,451 1,235,086 SH   DFND 2,5,8,20 991,305 295 243,486
OMNICOM GROUP INC COM 681919106 826,904 11,238,686 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,073,389 239,974 925,323
OMNOVA SOLUTIONS INC COM 682129101 6,082 866,405 SH   DFND 2,5,8,20 719,293 3,146 143,966
ON DECK CAP INC COM 682163100 5,000 922,451 SH   DFND 2,5,20 762,300 0 160,151
ON SEMICONDUCTOR CORP COM 682189105 212,467 10,328,987 SH   DFND 2,5,6,8,10,12,13,19,20 8,706,315 294,235 1,328,437
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 26,726 21,550,000 SH   DFND 2,5 21,550,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 19,842 16,000,000 SH   DFND 2,5 16,000,000 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 11 10,189 SH   DFND 20 10,189 0 0
ONCOSEC MED INC COM NEW 68234L207 7 13,300 SH   DFND 20 13,300 0 0
ONE GAS INC COM 68235P108 151,623 1,703,055 SH   DFND 2,5,6,8,11,13,19,20 1,538,435 545 164,075
ONE LIBERTY PPTYS INC COM 682406103 10,614 360,900 SH   DFND 2,5,8,20 304,479 0 56,421
AC IMMUNE SA SHS H00263105 164 32,439 SH   DFND 2 32,439 0 0
APPLIED MATLS INC COM 038222105 1,825,591 46,031,038 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 40,651,046 1,144,849 4,235,143
ONEMAIN HLDGS INC COM 68268W103 32,287 1,016,914 SH   DFND 2,5,8,13,20 909,679 1,100 106,135
ONEOK INC NEW COM 682680103 1,419,661 20,327,327 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,444,696 237,524 1,645,107
ONESPAN INC COM 68287N100 17,902 931,423 SH   DFND 2,5,8,20 834,994 1,012 95,417
OOMA INC COM 683416101 4,293 324,223 SH   DFND 2,20 267,309 0 56,914
OP BANCORP COM 67109R109 1,554 177,554 SH   DFND 2,20 144,358 0 33,196
OPHTHOTECH CORP COM 683745103 59 41,652 SH   DFND 20 41,652 0 0
OPKO HEALTH INC COM 68375N103 52,533 20,127,594 SH   DFND 2,5,8,13,19,20 19,077,995 12,625 1,036,974
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4,720 181,397 SH   DFND 2,20 155,902 0 25,495
OPTINOSE INC COM 68404V100 3,267 317,148 SH   DFND 2,5,20 263,748 0 53,400
OPUS BK IRVINE CALIF COM 684000102 15,081 761,679 SH   DFND 2,5,8,20 689,416 1,600 70,663
APPLIED OPTOELECTRONICS INC COM 03823U102 6,416 525,869 SH   DFND 2,5,8,20 469,966 0 55,903
ORACLE CORP COM 68389X105 5,717,546 106,452,173 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 92,552,086 2,838,648 11,061,439
ORASURE TECHNOLOGIES INC COM 68554V108 27,880 2,500,483 SH   DFND 2,5,8,20 2,314,454 1,058 184,971
ORBCOMM INC COM 68555P100 10,764 1,587,630 SH   DFND 2,5,8,20 1,359,247 0 228,383
ORCHID IS CAP INC COM 68571X103 6,387 958,980 SH   DFND 2,5,20 812,128 0 146,852
ORGANOVO HLDGS INC COM 68620A104 1,748 1,762,494 SH   DFND 2,5,20 1,494,738 0 267,756
ORIGIN BANCORP INC COM 68621T102 11,374 334,044 SH   DFND 2,5,8,20 252,384 0 81,660
ORION ENGINEERED CARBONS S A COM L72967109 381 20,080 SH   DFND 2,5 20,080 0 0
ORION GROUP HOLDINGS INC COM 68628V308 2,144 734,303 SH   DFND 2,5,20 647,732 0 86,571
ORITANI FINL CORP DEL COM 68633D103 21,252 1,277,939 SH   DFND 2,5,6,8,20 1,154,714 0 123,225
ORIX CORP SPONSORED ADR 686330101 353 4,911 SH   DFND 2,20 4,911 0 0
APPROACH RESOURCES INC COM 03834A103 225 635,135 SH   DFND 2,20 535,035 0 100,100
ORMAT TECHNOLOGIES INC COM 686688102 45,015 816,229 SH   DFND 2,5,8,20 687,625 100 128,504
ORRSTOWN FINL SVCS INC COM 687380105 2,119 113,969 SH   DFND 2,20 95,585 0 18,384
ORTHOFIX MED INC COM 68752M108 38,238 677,850 SH   DFND 2,5,8,20 609,683 859 67,308
ORTHOPEDIATRICS CORP COM 68752L100 5,568 125,885 SH   DFND 2,20 105,245 0 20,640
OSHKOSH CORP COM 688239201 166,080 2,210,564 SH   DFND 2,5,6,8,11,12,13,19,20 2,115,984 1,186 93,394
OSI SYSTEMS INC COM 671044105 43,702 498,884 SH   DFND 2,5,8,20 444,868 0 54,016
OSIRIS THERAPEUTICS INC NEW COM 68827R108 220 11,600 SH   DFND 20 11,600 0 0
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 383 106,523 SH   DFND 2,20 106,523 0 0
OTONOMY INC COM 68906L105 91 34,590 SH   DFND 20 34,590 0 0
OTTER TAIL CORP COM 689648103 41,369 830,360 SH   DFND 2,5,20 709,382 0 120,978
APTARGROUP INC COM 038336103 275,865 2,592,957 SH   DFND 2,5,6,8,11,13,19,20 2,515,405 810 76,742
OUTFRONT MEDIA INC COM 69007J106 44,330 1,894,453 SH   DFND 2,5,8,13,20 1,720,301 902 173,250
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1,998 872,390 SH   DFND 2,20 706,786 0 165,604
OVERSTOCK COM INC DEL COM 690370101 10,559 635,337 SH   DFND 2,5,8,20 564,951 0 70,386
OVID THERAPEUTICS INC COM 690469101 333 187,915 SH   DFND 2,20 159,016 0 28,899
OWENS & MINOR INC NEW COM 690732102 10,632 2,593,217 SH   DFND 2,5,8,20 2,392,882 2,344 197,991
OWENS CORNING NEW COM 690742101 150,714 3,184,773 SH   DFND 2,5,6,8,10,12,13,19,20 2,713,682 101,460 369,631
OWENS ILL INC COM NEW 690768403 104,111 5,485,301 SH   DFND 2,5,6,8,11,12,13,19,20 5,286,747 2,286 196,268
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7,577 439,766 SH   DFND 2,5,20 365,705 0 74,061
OXFORD INDS INC COM 691497309 35,328 469,408 SH   DFND 2,5,8,20 416,637 641 52,130
P A M TRANSN SVCS INC COM 693149106 1,706 34,861 SH   DFND 2,20 27,861 0 7,000
APTEVO THERAPEUTICS INC COM 03835L108 11 12,061 SH   DFND 20 12,061 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 20,210 735,973 SH   DFND 2,5,13,20 699,156 0 36,817
PACCAR INC COM 693718108 1,010,381 14,828,019 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,988,575 342,761 1,496,683
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 19,948 2,759,036 SH   DFND 2,5,8,20 2,320,844 0 438,192
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 2,788 159,753 SH   DFND 2,20 133,453 0 26,300
PACIFIC ETHANOL INC COM PAR $.001 69423U305 29 29,552 SH   DFND 20 29,552 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,985 260,551 SH   DFND 2,20 186,189 0 74,362
PACIFIC PREMIER BANCORP COM 69478X105 46,529 1,753,832 SH   DFND 2,5,8,20 1,569,649 0 184,183
PACIRA PHARMACEUTICALS INC COM 695127100 36,468 958,180 SH   DFND 2,5,8,20 824,578 1,000 132,602
PACKAGING CORP AMER COM 695156109 415,107 4,143,449 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,658,011 91,511 393,927
PACWEST BANCORP DEL COM 695263103 187,479 4,984,831 SH   DFND 2,5,6,8,11,12,13,20 4,828,541 1,379 154,911
APTINYX INC COM 03836N103 841 207,682 SH   DFND 2,20 169,112 0 38,570
PAGSEGURO DIGITAL LTD COM CL A G68707101 3,226 108,058 SH   DFND 2,8,10,19 108,058 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2,750 2,805,125 SH   DFND 2,20 2,257,652 0 547,473
PALO ALTO NETWORKS INC COM 697435105 469,509 1,933,090 SH   DFND 2,5,6,8,10,12,13,19,20 1,651,433 53,113 228,544
PANHANDLE OIL AND GAS INC CL A 698477106 4,679 297,995 SH   DFND 2,5,20 251,650 0 46,345
PAPA JOHNS INTL INC COM 698813102 37,253 703,550 SH   DFND 2,5,6,8,11,20 629,465 458 73,627
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 19,648 1,103,173 SH   DFND 2,5,20 1,011,536 0 91,637
PAR TECHNOLOGY CORP COM 698884103 4,933 201,670 SH   DFND 2,5,20 167,600 0 34,070
PARAMOUNT GROUP INC COM 69924R108 100,149 7,008,805 SH   DFND 2,5,8,10,13,20 6,474,556 52,375 481,874
PARATEK PHARMACEUTICALS INC COM 699374302 3,127 583,443 SH   DFND 2,5,20 476,915 0 106,528
PARETEUM CORP COM NEW 69946T207 197 43,203 SH   DFND 20 43,203 0 0
APTIV PLC SHS G6095L109 853,794 10,740,883 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,453,980 279,890 1,007,013
PARK CITY GROUP INC COM NEW 700215304 1,629 203,934 SH   DFND 2,20 168,622 0 35,312
PARK ELECTROCHEMICAL CORP COM 700416209 8,699 554,075 SH   DFND 2,5,8,20 491,565 861 61,649
PARK HOTELS RESORTS INC COM 700517105 258,952 8,213,793 SH   DFND 2,5,6,8,10,12,13,19,20 7,560,327 50,357 603,109
PARK NATL CORP COM 700658107 27,873 294,173 SH   DFND 2,5,8,20 252,093 0 42,080
PARK OHIO HLDGS CORP COM 700666100 5,285 163,223 SH   DFND 2,5,20 137,979 0 25,244
PARKE BANCORP INC COM 700885106 2,342 112,131 SH   DFND 2,20 97,943 0 14,188
PARKER HANNIFIN CORP COM 701094104 907,866 5,289,977 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,685,282 94,464 510,231
PARSLEY ENERGY INC CL A 701877102 144,973 7,511,537 SH   DFND 2,5,6,8,10,12,13,19,20 6,636,736 118,800 756,001
PARTY CITY HOLDCO INC COM 702149105 11,275 1,419,988 SH   DFND 2,5,8,20 1,243,317 0 176,671
PATRICK INDS INC COM 703343103 29,786 657,237 SH   DFND 2,5,8,20 563,859 0 93,378
APYX MED CORP COM 03837C106 194 30,706 SH   DFND 2,20 30,706 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 40,052 1,787,337 SH   DFND 2,5,8,20 1,527,318 0 260,019
PATTERSON COMPANIES INC COM 703395103 62,507 2,860,750 SH   DFND 2,5,6,8,11,12,13,19,20 2,597,622 3,364 259,764
PATTERSON UTI ENERGY INC COM 703481101 81,715 5,828,425 SH   DFND 2,5,6,8,11,12,13,19,20 5,569,864 2,087 256,474
PAYCHEX INC COM 704326107 1,136,442 14,170,101 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,284,460 491,758 1,393,883
PAYCOM SOFTWARE INC COM 70432V102 117,003 618,637 SH   DFND 2,5,8,13,19,20 551,689 500 66,448
PAYLOCITY HLDG CORP COM 70438V106 55,581 623,176 SH   DFND 2,5,8,20 502,492 0 120,684
PAYPAL HLDGS INC COM 70450Y103 4,730,101 45,551,824 SH   DFND 2,5,6,8,10,11,12,13,19,20 40,401,191 668,194 4,482,439
PBF ENERGY INC CL A 69318G106 140,159 4,500,922 SH   DFND 2,5,6,8,11,12,13,20 4,336,129 1,000 163,793
PC CONNECTION INC COM 69318J100 8,988 245,108 SH   DFND 2,5,8,20 211,044 0 34,064
PC-TEL INC COM 69325Q105 58 11,562 SH   DFND 20 11,562 0 0
AQUA AMERICA INC COM 03836W103 345,651 9,485,490 SH   DFND 2,5,6,8,11,12,13,19,20 9,257,358 1,876 226,256
PCSB FINL CORP COM 69324R104 5,835 298,182 SH   DFND 2,5,6,20 249,503 0 48,679
PDC ENERGY INC COM 69327R101 118,789 2,920,074 SH   DFND 2,5,13,20 2,696,158 1,214 222,702
PDF SOLUTIONS INC COM 693282105 9,676 783,519 SH   DFND 2,5,20 705,006 0 78,513
PDL BIOPHARMA INC COM 69329Y104 23,696 6,369,872 SH   DFND 2,5,8,20 5,819,412 4,743 545,717
PDL CMNTY BANCORP COM 69290X101 1,813 129,974 SH   DFND 2,6,20 106,349 0 23,625
PDVWIRELESS INC COM 69290R104 6,542 186,060 SH   DFND 2,5,8,20 157,774 0 28,286
PEABODY ENERGY CORP NEW COM 704551100 63,402 2,237,981 SH   DFND 2,5,8,13,20 2,019,306 2,400 216,275
PEAPACK-GLADSTONE FINL CORP COM 704699107 10,967 418,268 SH   DFND 2,5,20 367,496 0 50,772
PEBBLEBROOK HOTEL TR COM 70509V100 236,297 7,516,511 SH   DFND 2,5,6,8,10,11,13,19,20 6,927,111 31,046 558,354
PEGASYSTEMS INC COM 705573103 33,551 515,934 SH   DFND 2,5,8,19,20 467,297 226 48,411
AQUANTIA CORP COM 03842Q108 3,194 352,509 SH   DFND 2,5,20 284,689 0 67,820
PENN NATL GAMING INC COM 707569109 67,655 3,365,925 SH   DFND 2,5,6,8,20 3,018,292 3,150 344,483
PENN VA CORP NEW COM 70788V102 20,774 471,074 SH   DFND 2,5,8,20 429,951 0 41,123
PENNEY J C CORP INC COM 708160106 16,023 10,753,372 SH   DFND 1,2,5,8,20 9,750,508 11,544 991,320
PENNS WOODS BANCORP INC COM 708430103 3,409 82,950 SH   DFND 2,5,20 71,124 0 11,826
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 22,250 3,537,413 SH   DFND 2,5,8,10,20 3,238,159 19,029 280,225
PENNYMAC FINL SVCS INC COM 70932M107 8,780 394,778 SH   DFND 2,5,20 336,489 0 58,289
PENNYMAC MTG INVT TR COM 70931T103 41,807 2,018,683 SH   DFND 2,5,8,13,20 1,766,348 29,100 223,235
PENSKE AUTOMOTIVE GRP INC COM 70959W103 28,149 630,444 SH   DFND 2,5,8,13,20 579,774 1,317 49,353
PENTAIR PLC SHS G7S00T104 450,732 10,126,542 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,119,960 165,518 841,064
PENUMBRA INC COM 70975L107 72,491 493,100 SH   DFND 2,5,8,13,19,20 435,994 700 56,406
ACACIA COMMUNICATIONS INC COM 00401C108 33,471 583,623 SH   DFND 2,5,8,20 499,557 0 84,066
AQUAVENTURE HLDGS LTD SHS G0443N107 3,883 200,647 SH   DFND 2,5,8,20 171,153 0 29,494
PEOPLES BANCORP INC COM 709789101 12,157 392,538 SH   DFND 2,5,8,20 330,464 0 62,074
PEOPLES BANCORP N C INC COM 710577107 1,798 67,602 SH   DFND 2,20 56,711 0 10,891
PEOPLES FINL SVCS CORP COM 711040105 5,430 120,033 SH   DFND 2,5,20 100,664 0 19,369
PEOPLES UTAH BANCORP COM 712706209 7,614 288,749 SH   DFND 2,5,8,20 242,962 0 45,787
PEOPLES UTD FINL INC COM 712704105 711,173 43,258,677 SH   DFND 2,5,6,8,10,11,12,13,19,20 41,130,963 248,745 1,878,969
PEPSICO INC COM 713448108 7,992,896 65,221,512 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 58,221,907 1,059,594 5,940,011
PERFICIENT INC COM 71375U101 28,976 1,057,892 SH   DFND 2,5,8,20 905,096 0 152,796
PERFORMANCE FOOD GROUP CO COM 71377A103 88,821 2,240,689 SH   DFND 2,5,8,12,13,20 1,736,153 2,800 501,736
PERFORMANT FINL CORP COM 71377E105 31 14,799 SH   DFND 20 14,799 0 0
PERKINELMER INC COM 714046109 344,238 3,572,420 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,257,086 1,607 313,727
AQUESTIVE THERAPEUTICS INC COM 03843E104 338 48,935 SH   DFND 2,20 37,535 0 11,400
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 272 35,980 SH   DFND 2 35,980 0 0
PERRIGO CO PLC SHS G97822103 306,924 6,373,016 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,854,024 86,807 1,432,185
PERSHING GOLD CORP COM NEW 715302204 12 10,200 SH   DFND 20 10,200 0 0
PERSPECTA INC COM 715347100 130,227 6,424,502 SH   DFND 1,2,5,6,8,11,12,13,20 4,180,070 6,068 2,238,364
PETIQ INC COM CL A 71639T106 11,024 350,966 SH   DFND 2,5,20 301,481 0 49,485
PETMED EXPRESS INC COM 716382106 18,566 814,995 SH   DFND 2,5,8,20 743,761 8,900 62,334
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 129,805 8,875,637 SH   DFND 2,5,10,19,20 7,900,490 865,009 110,138
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 114,705 7,195,118 SH   DFND 2,5,8,10,20 6,397,911 657,784 139,423
PFENEX INC COM 717071104 2,342 379,024 SH   DFND 2,20 296,224 0 82,800
PFIZER INC COM 717081103 12,633,377 297,465,907 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 211,919,818 4,429,074 81,117,015
AQUINOX PHARMACEUTICALS INC COM 03842B101 33 12,153 SH   DFND 20 12,153 0 0
PFSWEB INC COM NEW 717098206 1,230 236,172 SH   DFND 2,20 184,072 0 52,100
PG&E CORP COM 69331C108 103,595 5,819,944 SH   DFND 1,2,5,6,8,12,13,19,20 5,554,795 10,050 255,099
PGT INNOVATIONS INC COM 69336V101 21,473 1,550,418 SH   DFND 2,5,8,20 1,372,188 0 178,230
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 21,147 640,831 SH   DFND 2,5,6,8,20 544,728 0 96,103
PHILIP MORRIS INTL INC COM 718172109 5,191,768 57,996,872 SH   DFND 2,5,6,8,10,12,13,19,20 52,429,010 898,746 4,669,116
PHILLIPS 66 COM 718546104 2,062,151 21,668,076 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,394,023 527,020 1,747,033
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 182 43,235 SH   DFND 2,20 43,235 0 0
PHOTRONICS INC COM 719405102 20,119 2,129,021 SH   DFND 2,5,8,20 1,906,844 3,340 218,837
PHYSICIANS RLTY TR COM 71943U104 104,819 5,572,494 SH   DFND 2,5,8,10,20 4,677,482 44,749 850,263
PICO HLDGS INC COM NEW 693366205 4,146 418,798 SH   DFND 2,5,20 354,570 0 64,228
ARAMARK COM 03852U106 155,622 5,266,403 SH   DFND 2,5,6,8,10,12,13,19,20 4,484,425 128,211 653,767
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 112,508 5,396,074 SH   DFND 2,5,8,10,12,13,20 4,829,432 30,954 535,688
PIER 1 IMPORTS INC COM 720279108 1,338 1,752,130 SH   DFND 2,5,20 1,514,992 0 237,138
PIERIS PHARMACEUTICALS INC COM 720795103 3,068 915,915 SH   DFND 2,5,20 758,951 0 156,964
PILGRIMS PRIDE CORP NEW COM 72147K108 14,886 667,853 SH   DFND 2,5,8,13,20 597,859 0 69,994
PINDUODUO INC SPONSORED ADS 722304102 83,004 3,346,923 SH   DFND 2,5,8,10,11,12,13,19,20 3,346,923 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 29 12,400 SH   DFND 2 12,400 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 154,966 2,833,019 SH   DFND 2,5,6,8,11,13,20 2,683,526 1,000 148,493
PINNACLE WEST CAP CORP COM 723484101 598,629 6,263,119 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,637,724 154,810 470,585
PIONEER ENERGY SVCS CORP COM 723664108 3,843 2,171,130 SH   DFND 2,5,20 1,966,688 0 204,442
PIONEER NAT RES CO COM 723787107 1,260,093 8,257,669 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,503,511 112,383 641,775
ARATANA THERAPEUTICS INC COM 03874P101 2,866 796,159 SH   DFND 2,5,20 668,004 0 128,155
PIPER JAFFRAY COS COM 724078100 33,290 457,097 SH   DFND 2,5,8,20 386,940 0 70,157
PITNEY BOWES INC COM 724479100 41,658 6,063,686 SH   DFND 2,5,6,8,11,12,13,20 5,448,127 3,874 611,685
PIVOTAL SOFTWARE INC COM CL A 72582H107 2,688 128,934 SH   DFND 2,20 128,934 0 0
PIXELWORKS INC COM NEW 72581M305 118 30,226 SH   DFND 2,20 30,226 0 0
PJT PARTNERS INC COM CL A 69343T107 15,998 382,718 SH   DFND 2,5,8,20 322,069 0 60,649
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 90,777 3,642,751 SH   DFND 2,5,6,8,10,12,13,19,20 1,572,974 343,878 1,725,899
PLANET FITNESS INC CL A 72703H101 120,526 1,753,878 SH   DFND 2,5,8,13,19,20 1,471,499 2,200 280,179
PLANTRONICS INC NEW COM 727493108 53,340 1,156,806 SH   DFND 2,5,6,8,11,20 1,022,301 211 134,294
PLAYA HOTELS & RESORTS NV SHS N70544106 2,178 285,396 SH   DFND 2,5,8,20 285,396 0 0
PLAYAGS INC COM 72814N104 9,982 417,133 SH   DFND 2,8,20 352,737 0 64,396
ARBOR RLTY TR INC COM 038923108 21,794 1,680,305 SH   DFND 2,5,8,20 1,430,354 0 249,951
PLDT INC SPONSORED ADR 69344D408 799 36,849 SH   DFND 2,5,20 36,849 0 0
PLEXUS CORP COM 729132100 57,155 937,736 SH   DFND 2,5,8,20 815,769 186 121,781
PLUG POWER INC COM NEW 72919P202 9,811 4,087,986 SH   DFND 2,5,8,20 3,439,438 0 648,548
PLURALSIGHT INC COM CL A 72941B106 18,438 580,895 SH   DFND 2,20 531,868 0 49,027
PLURISTEM THERAPEUTICS INC COM 72940R102 44 45,617 SH   DFND 2 45,617 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,513,576 20,492,226 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,285,268 346,575 1,860,383
PNM RES INC COM 69349H107 122,447 2,586,539 SH   DFND 2,5,6,8,11,12,13,20 2,334,513 1,065 250,961
POINTS INTL LTD COM NEW 730843208 319 23,699 SH   DFND 2,13 21,999 0 1,700
POLARIS INDS INC COM 731068102 441,737 5,231,992 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,896,701 53,582 281,709
POLARITYTE INC COM 731094108 1,713 160,063 SH   DFND 2,20 132,303 0 27,760
ARBUTUS BIOPHARMA CORP COM 03879J100 2,057 574,476 SH   DFND 2,5,20 470,776 0 103,700
POLYONE CORP COM 73179P106 80,387 2,724,397 SH   DFND 2,5,6,8,11,20 2,273,104 1,060 450,233
POOL CORPORATION COM 73278L105 158,644 961,653 SH   DFND 2,5,6,8,11,13,19,20 907,474 829 53,350
POPULAR INC COM NEW 733174700 142,255 2,713,073 SH   DFND 2,5,8,12,13,20 2,578,527 1,367 133,179
PORTLAND GEN ELEC CO COM NEW 736508847 101,294 1,940,378 SH   DFND 2,5,8,12,13,20 1,655,344 1,400 283,634
PORTOLA PHARMACEUTICALS INC COM 737010108 117,693 3,391,725 SH   DFND 2,5,8,13,19,20 3,187,631 700 203,394
POSCO SPONSORED ADR 693483109 31,385 568,468 SH   DFND 2,5,19,20 556,010 0 12,458
POST HLDGS INC COM 737446104 173,471 1,585,660 SH   DFND 2,5,6,8,11,13,20 1,498,732 1,423 85,505
POTBELLY CORP COM 73754Y100 4,032 473,798 SH   DFND 2,5,20 403,367 0 70,431
POTLATCHDELTIC CORPORATION COM 737630103 79,911 2,114,605 SH   DFND 2,5,6,8,11,20 1,847,544 653 266,408
POWELL INDS INC COM 739128106 6,559 247,029 SH   DFND 2,5,8,20 221,255 0 25,774
ARC DOCUMENT SOLUTIONS INC COM 00191G103 97 43,676 SH   DFND 20 38,476 0 5,200
POWER INTEGRATIONS INC COM 739276103 63,888 913,475 SH   DFND 2,5,8,20 821,029 200 92,246
PPDAI GROUP INC SPONSORED ADR 69354V108 153 40,604 SH   DFND 2 40,604 0 0
PPG INDS INC COM 693506107 1,320,550 11,699,744 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,495,020 253,128 951,596
PPL CORP COM 69351T106 1,182,618 36,801,902 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,934,373 501,846 3,365,683
PQ GROUP HLDGS INC COM 73943T103 10,882 717,353 SH   DFND 2,5,8,20 576,433 0 140,920
PRA GROUP INC COM 69354N106 35,033 1,306,727 SH   DFND 2,5,8,20 1,161,743 134 144,850
PRA HEALTH SCIENCES INC COM 69354M108 152,574 1,383,389 SH   DFND 2,5,6,8,11,13,19,20 1,286,991 900 95,498
PREFERRED APT CMNTYS INC COM 74039L103 12,501 829,023 SH   DFND 2,5,8,20 695,527 0 133,496
PREFERRED BK LOS ANGELES CA COM NEW 740367404 21,082 468,807 SH   DFND 2,5,8,20 426,370 0 42,437
PREFORMED LINE PRODS CO COM 740444104 2,643 49,786 SH   DFND 2,20 42,475 0 7,311
ARCBEST CORP COM 03937C105 26,264 853,016 SH   DFND 2,5,8,20 748,249 1,000 103,767
PREMIER FINL BANCORP INC COM 74050M105 2,985 189,978 SH   DFND 2,5,13,20 159,778 0 30,200
PREMIER INC CL A 74051N102 28,938 839,030 SH   DFND 2,5,8,13,20 762,577 0 76,453
PRESIDIO INC COM 74102M103 11,969 806,600 SH   DFND 2,5,8,20 699,059 0 107,541
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 63,376 2,118,874 SH   DFND 2,5,6,8,11,20 1,674,768 2,000 442,106
PRGX GLOBAL INC COM NEW 69357C503 2,439 307,988 SH   DFND 2,20 250,702 0 57,286
PRICE T ROWE GROUP INC COM 74144T108 1,321,062 13,194,785 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,866,332 360,198 968,255
PRICELINE GRP INC COM 09857L108 3,431,685 1,966,683 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,729,641 51,240 185,802
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 40,972 30,202,000 SH   DFND 2,5 30,202,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 33,356 30,125,000 SH   DFND 2,5 30,125,000 0 0
PRICESMART INC COM 741511109 29,041 493,218 SH   DFND 2,5,8,20 421,937 65 71,216
ARCH CAP GROUP LTD ORD G0450A105 320,774 9,924,927 SH   DFND 2,5,6,8,10,12,13,19,20 8,618,434 270,319 1,036,174
PRIMERICA INC COM 74164M108 179,437 1,468,985 SH   DFND 2,5,6,8,11,13,20 1,330,980 1,000 137,005
PRIMO WTR CORP COM 74165N105 9,772 632,112 SH   DFND 2,5,8,20 534,282 0 97,830
PRIMORIS SVCS CORP COM 74164F103 16,967 818,084 SH   DFND 2,5,8,20 683,969 1,300 132,815
PRINCIPAL FINL GROUP INC COM 74251V102 639,624 12,744,062 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,342,520 358,156 1,043,386
PRINCIPIA BIOPHARMA INC COM 74257L108 2,960 87,062 SH   DFND 2,20 72,162 0 14,900
PROASSURANCE CORP COM 74267C106 60,552 1,733,871 SH   DFND 2,5,6,8,13,20 1,563,896 648 169,327
PROCTER AND GAMBLE CO COM 742718109 11,969,725 115,038,207 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 96,688,236 2,544,816 15,805,155
PROFIRE ENERGY INC COM 74316X101 669 373,635 SH   DFND 2,20 278,135 0 95,500
PROGENICS PHARMACEUTICALS IN COM 743187106 22,914 4,938,327 SH   DFND 2,5,20 4,680,994 0 257,333
PROGRESS SOFTWARE CORP COM 743312100 61,660 1,389,670 SH   DFND 2,5,8,10,20 1,218,400 0 171,270
ACACIA RESH CORP ACACIA TCH COM 003881307 2,972 911,563 SH   DFND 2,5,20 781,248 0 130,315
ARCH COAL INC CL A 039380407 53,037 581,103 SH   DFND 2,5,10,20 526,594 6,768 47,741
PROGRESSIVE CORP OHIO COM 743315103 1,867,271 25,901,941 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,646,077 783,322 2,472,542
PROLOGIS INC COM 74340W103 2,955,269 41,073,926 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,978,213 575,298 3,520,415
PROOFPOINT INC COM 743424103 93,700 771,636 SH   DFND 2,5,8,13,19,20 704,642 500 66,494
PROPETRO HLDG CORP COM 74347M108 54,912 2,436,207 SH   DFND 2,5,8,20 2,207,889 0 228,318
PROQR THRAPEUTICS N V SHS EURO N71542109 1,573 113,378 SH   DFND 2,5,8,20 102,443 0 10,935
PROS HOLDINGS INC COM 74346Y103 27,844 659,179 SH   DFND 2,5,8,20 564,743 0 94,436
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11,446 11,125,000 SH   DFND 2,5 11,125,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 189,339 2,725,046 SH   DFND 2,5,6,8,11,13,20 2,490,582 960 233,504
PROTAGONIST THERAPEUTICS INC COM 74366E102 177 14,052 SH   DFND 2,20 14,052 0 0
PROTECTIVE INS CORP CL B 74368L203 3,759 202,958 SH   DFND 2,5,20 174,777 775 27,406
ARCHER DANIELS MIDLAND CO COM 039483102 1,579,264 36,616,368 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,620,076 608,214 3,388,078
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 594 471,360 SH   DFND 2,20 386,930 0 84,430
PROTHENA CORP PLC SHS G72800108 18,459 1,521,800 SH   DFND 2,5,8,20 1,396,742 94 124,964
PROTO LABS INC COM 743713109 78,040 742,246 SH   DFND 2,5,8,20 656,037 300 85,909
PROVIDENCE SVC CORP COM 743815102 23,378 350,917 SH   DFND 2,5,8,20 310,552 0 40,365
PROVIDENT BANCORP INC COM 74383X109 1,951 86,137 SH   DFND 2,20 65,283 0 20,854
PROVIDENT FINL SVCS INC COM 74386T105 46,391 1,791,861 SH   DFND 2,5,8,20 1,586,796 2,100 202,965
PRUDENTIAL BANCORP INC NEW COM 74431A101 2,152 124,035 SH   DFND 2,20 105,754 0 18,281
PRUDENTIAL FINL INC COM 744320102 1,738,349 18,919,781 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,729,727 280,052 1,910,002
PRUDENTIAL PLC ADR 74435K204 290 7,060 SH   DFND 20 7,060 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 161,233 1,028,078 SH   DFND 2,5,8,10,20 935,456 4,748 87,874
ARCHROCK INC COM 03957W106 39,616 4,050,728 SH   DFND 2,5,8,20 3,653,635 2,651 394,442
PTC INC COM 69370C100 329,568 3,575,262 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,213,583 73,510 288,169
PTC THERAPEUTICS INC COM 69366J200 94,135 2,500,926 SH   DFND 2,5,8,20 2,349,487 0 151,439
PUBLIC STORAGE COM 74460D109 2,285,066 10,492,545 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,312,205 198,370 981,970
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,597,664 26,892,180 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,529,123 583,308 2,779,749
PULSE BIOSCIENCES INC COM 74587B101 2,726 154,957 SH   DFND 2,5,20 128,799 0 26,158
PULTE GROUP INC COM 745867101 343,612 12,241,725 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,814,304 192,453 1,234,968
PUMA BIOTECHNOLOGY INC COM 74587V107 68,676 1,770,445 SH   DFND 2,5,8,13,20 1,673,730 1,000 95,715
PURE STORAGE INC CL A 74624M102 57,225 2,626,225 SH   DFND 2,5,8,19,20 1,988,269 2,000 635,956
PURECYCLE CORP COM NEW 746228303 2,436 247,084 SH   DFND 2,20 208,374 0 38,710
PURPLE INNOVATION INC COM 74640Y106 333 71,851 SH   DFND 2,20 63,879 0 7,972
ARCOSA INC COM 039653100 34,989 1,145,307 SH   DFND 2,5,8,13,19,20 1,078,166 786 66,355
PVH CORP COM 693656100 433,563 3,555,249 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,954,960 57,050 543,239
PYXUS INTL INC COM 74737V106 3,157 132,127 SH   DFND 2,5,20 109,827 0 22,300
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2,441 301,784 SH   DFND 2,20 251,163 0 50,621
Q2 HLDGS INC COM 74736L109 60,712 876,579 SH   DFND 2,5,8,20 653,927 100 222,552
QAD INC CL A 74727D306 8,055 187,030 SH   DFND 2,5,8,20 156,446 0 30,584
QCR HOLDINGS INC COM 74727A104 10,525 309,746 SH   DFND 2,5,20 273,317 0 36,429
QEP RES INC COM 74733V100 88,270 11,331,212 SH   DFND 2,5,6,8,11,12,13,20 11,014,631 5,899 310,682
QIAGEN NV SHS NEW N72482123 86,982 2,138,190 SH   DFND 2,5,20 1,888,065 0 250,125
QIWI PLC SPON ADR REP B 74735M108 629 43,681 SH   DFND 2 43,681 0 0
QORVO INC COM 74736K101 379,731 5,293,892 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,495,935 85,149 712,808
ARCUS BIOSCIENCES INC COM 03969F109 6,762 541,375 SH   DFND 2,20 446,975 0 94,400
QTS RLTY TR INC COM CL A 74736A103 97,437 2,145,009 SH   DFND 2,5,8,10,20 1,919,052 12,774 213,183
QUAD / GRAPHICS INC COM CL A 747301109 9,825 825,593 SH   DFND 2,5,8,20 705,611 13,300 106,682
QUAKER CHEM CORP COM 747316107 81,022 404,443 SH   DFND 2,5,8,20 331,849 108 72,486
QUALCOMM INC COM 747525103 2,874,623 50,405,451 SH   DFND 2,5,6,8,10,11,12,13,19,20 44,147,391 858,703 5,399,357
QUALYS INC COM 74758T303 86,814 1,049,242 SH   DFND 2,5,8,20 867,769 400 181,073
QUANEX BUILDING PRODUCTS COR COM 747619104 15,000 943,988 SH   DFND 2,5,8,20 837,835 2,705 103,448
QUANTA SVCS INC COM 74762E102 181,981 4,821,970 SH   DFND 2,5,6,8,10,11,12,13,20 4,394,563 3,418 423,989
QUANTENNA COMMUNICATIONS INC COM 74766D100 16,781 689,708 SH   DFND 2,5,8,20 583,764 0 105,944
QUANTERIX CORP COM 74766Q101 2,932 113,499 SH   DFND 2,20 94,368 0 19,131
QUDIAN INC ADR 747798106 482 95,203 SH   DFND 2 95,203 0 0
ARDAGH GROUP S A CL A L0223L101 2,684 206,446 SH   DFND 2,5,20 184,847 0 21,599
QUEST DIAGNOSTICS INC COM 74834L100 574,195 6,385,620 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,715,645 133,247 536,728
QUICKLOGIC CORP COM 74837P108 29 47,713 SH   DFND 20 47,713 0 0
QUIDEL CORP COM 74838J101 56,363 860,895 SH   DFND 2,5,8,20 752,125 705 108,065
QUINSTREET INC COM 74874Q100 17,254 1,288,586 SH   DFND 2,5,8,20 1,143,222 0 145,364
QUINTANA ENERGY SVCS INC COM 74875T103 447 103,469 SH   DFND 2,20 92,703 0 10,766
QUORUM HEALTH CORP COM 74909E106 610 435,928 SH   DFND 1,2,20 360,428 0 75,500
QUOTIENT LTD SHS G73268107 378 41,937 SH   DFND 2 41,937 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 18,237 1,847,679 SH   DFND 2,5,8,20 1,583,393 0 264,286
QURATE RETAIL INC COM SER A 74915M100 177,491 11,107,068 SH   DFND 2,5,6,8,10,12,13,19,20 8,770,193 350,885 1,985,990
R1 RCM INC COM 749397105 20,254 2,094,530 SH   DFND 2,5,8,20 1,773,174 0 321,356
ARDELYX INC COM 039697107 2,126 759,338 SH   DFND 2,20 635,112 0 124,226
RA PHARMACEUTICALS INC COM 74933V108 20,946 935,076 SH   DFND 2,5,8,20 881,993 0 53,083
RADIAN GROUP INC COM 750236101 116,432 5,613,906 SH   DFND 2,5,8,13,20 4,924,369 1,653 687,884
RADIANT LOGISTICS INC COM 75025X100 3,970 630,232 SH   DFND 2,20 518,278 0 111,954
RADIUS HEALTH INC COM NEW 750469207 42,197 2,116,196 SH   DFND 2,5,8,20 1,989,065 0 127,131
RADNET INC COM 750491102 10,053 811,348 SH   DFND 2,5,8,20 675,457 0 135,891
RADWARE LTD ORD M81873107 6,832 261,474 SH   DFND 2,5,8,20 207,608 500 53,366
RALPH LAUREN CORP CL A 751212101 344,610 2,644,928 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,103,963 57,554 483,411
RAMACO RES INC COM 75134P303 588 101,295 SH   DFND 2,20 85,557 0 15,738
RAMBUS INC DEL COM 750917106 37,633 3,601,220 SH   DFND 2,5,8,20 3,252,797 4,085 344,338
RANGE RES CORP COM 75281A109 119,959 10,672,476 SH   DFND 2,5,6,8,11,12,13,19,20 8,880,142 10,460 1,781,874
ARDMORE SHIPPING CORP COM Y0207T100 3,028 491,636 SH   DFND 2,5,20 392,161 0 99,475
RAPID7 INC COM 753422104 40,069 791,712 SH   DFND 2,5,8,20 679,178 0 112,534
RAVEN INDS INC COM 754212108 38,524 1,004,012 SH   DFND 2,5,8,20 888,257 0 115,755
RAYMOND JAMES FINANCIAL INC COM 754730109 451,490 5,591,371 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,907,803 123,176 560,392
RAYONIER ADVANCED MATLS INC COM 75508B104 20,551 1,515,537 SH   DFND 2,5,8,20 1,345,196 1,704 168,637
RAYONIER INC COM 754907103 103,949 3,297,861 SH   DFND 2,5,6,8,11,12,13,19,20 3,133,965 1,214 162,682
RAYTHEON CO COM NEW 755111507 2,237,878 12,290,630 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,912,281 324,778 1,053,571
RBB BANCORP COM 74930B105 4,426 235,410 SH   DFND 2,20 167,056 0 68,354
RBC BEARINGS INC COM 75524B104 60,065 472,319 SH   DFND 2,5,8,20 396,678 200 75,441
RCI HOSPITALITY HLDGS INC COM 74934Q108 3,657 159,202 SH   DFND 2,5,20 129,870 0 29,332
RE MAX HLDGS INC CL A 75524W108 19,079 495,038 SH   DFND 2,5,8,20 435,485 0 59,553
ARENA PHARMACEUTICALS INC COM NEW 040047607 87,363 1,948,764 SH   DFND 2,5,8,20 1,791,003 1,190 156,571
READING INTERNATIONAL INC CL A 755408101 4,695 294,148 SH   DFND 2,5,20 248,752 0 45,396
READY CAP CORP COM 75574U101 8,989 597,361 SH   DFND 2,5,8,20 537,936 0 59,425
REALNETWORKS INC COM NEW 75605L708 88 28,452 SH   DFND 2,20 28,452 0 0
REALOGY HLDGS CORP COM 75605Y106 33,681 2,954,452 SH   DFND 2,5,6,8,11,12,13,20 2,787,226 1,100 166,126
REALPAGE INC COM 75606N109 62,780 1,034,437 SH   DFND 2,5,8,19,20 829,333 400 204,704
REALTY INCOME CORP COM 756109104 1,578,881 21,398,864 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,466,560 265,026 1,667,278
REATA PHARMACEUTICALS INC CL A 75615P103 36,355 425,357 SH   DFND 2,5,8,20 365,733 0 59,624
RECRO PHARMA INC COM 75629F109 1,439 245,589 SH   DFND 2,20 213,414 0 32,175
RED HAT INC COM 756577102 1,273,011 6,967,768 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,136,421 174,327 657,020
RED LION HOTELS CORP COM 756764106 1,963 242,992 SH   DFND 2,20 201,182 0 41,810
ARES CAP CORP COM 04010L103 1,892 110,389 SH   DFND 20 88,918 0 21,471
RED ROBIN GOURMET BURGERS IN COM 75689M101 10,649 369,634 SH   DFND 2,5,8,20 329,210 601 39,823
RED ROCK RESORTS INC CL A 75700L108 36,005 1,392,833 SH   DFND 2,5,8,20 1,178,064 400 214,369
REDFIN CORP COM 75737F108 30,102 1,485,033 SH   DFND 2,5,8,20 1,239,704 0 245,329
REDWOOD TR INC COM 758075402 45,324 2,806,419 SH   DFND 2,5,8,20 2,492,047 2,059 312,313
REEDS INC COM 758338107 36 12,500 SH   DFND 20 12,500 0 0
REGAL BELOIT CORP COM 758750103 90,801 1,105,320 SH   DFND 2,5,6,8,11,13,20 1,025,655 398 79,267
REGENCY CTRS CORP COM 758849103 738,857 10,947,656 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,911,661 134,605 901,390
REGENERON PHARMACEUTICALS COM 75886F107 1,422,819 3,465,051 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,038,081 78,985 347,985
REGENXBIO INC COM 75901B107 95,925 1,673,787 SH   DFND 2,5,8,13,20 1,565,128 0 108,659
REGIONAL MGMT CORP COM 75902K106 4,506 184,506 SH   DFND 2,5,20 155,667 0 28,839
ACADIA HEALTHCARE COMPANY IN COM 00404A109 69,385 2,367,279 SH   DFND 2,5,6,8,11,13,20 2,130,430 1,700 235,149
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 11,648 11,625,000 SH   DFND 2,5 11,625,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 768,649 53,806,544 SH   DFND 2,5,6,8,10,11,12,13,19,20 47,770,517 1,189,090 4,846,937
REGIS CORP MINN COM 758932107 18,127 921,563 SH   DFND 2,5,8,20 810,021 2,156 109,386
REINSURANCE GRP OF AMERICA I COM NEW 759351604 334,854 2,358,456 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,106,823 61,995 189,638
RELIANCE STEEL & ALUMINUM CO COM 759509102 185,288 2,052,823 SH   DFND 2,5,6,8,11,12,13,20 1,953,624 1,452 97,747
RELIANT BANCORP INC COM 75956B101 3,246 145,427 SH   DFND 2,20 109,902 0 35,525
RELX PLC SPONSORED ADR 759530108 761 35,479 SH   DFND 1,20 35,479 0 0
REMARK HLDGS INC COM 75955K102 738 399,115 SH   DFND 2,20 298,498 0 100,617
RENAISSANCERE HOLDINGS LTD COM G7496G103 306,692 2,137,224 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,954,183 22,675 160,366
RENASANT CORP COM 75970E107 48,177 1,423,248 SH   DFND 2,5,8,20 1,054,445 385 368,418
RENESOLA LTD SPONSORED ADS 75971T301 33 19,652 SH   DFND 2 19,652 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 9,917 10,000,000 SH   DFND 2 10,000,000 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 33,385 1,520,243 SH   DFND 2,5,8,20 1,397,154 0 123,089
RENT A CTR INC NEW COM 76009N100 29,258 1,401,929 SH   DFND 2,5,8,20 1,253,454 2,030 146,445
REPLIGEN CORP COM 759916109 114,070 1,930,767 SH   DFND 2,5,8,20 1,672,905 1,100 256,762
REPLIMUNE GROUP INC COM 76029N106 1,644 108,017 SH   DFND 2,20 88,117 0 19,900
REPUBLIC BANCORP KY CL A 760281204 10,650 236,869 SH   DFND 2,5,8,20 204,907 666 31,296
REPUBLIC FIRST BANCORP INC COM 760416107 4,718 898,618 SH   DFND 2,5,20 755,458 0 143,160
REPUBLIC SVCS INC COM 760759100 860,248 10,653,358 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,139,368 205,966 1,308,024
RESIDEO TECHNOLOGIES INC COM 76118Y104 59,990 3,109,912 SH   DFND 1,2,5,6,8,11,12,13,19,20 2,973,347 6,644 129,921
RESMED INC COM 761152107 652,490 6,275,750 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,475,607 209,328 590,815
RESOLUTE FST PRODS INC COM 76117W109 2,496 315,930 SH   DFND 2,5,8,20 283,014 5,146 27,770
ARES COML REAL ESTATE CORP COM 04013V108 11,211 721,416 SH   DFND 2,5,20 639,362 0 82,054
RESONANT INC COM 76118L102 156 52,151 SH   DFND 2,20 52,151 0 0
RESOURCES CONNECTION INC COM 76122Q105 19,077 1,153,398 SH   DFND 2,5,8,20 799,203 743 353,452
RESTAURANT BRANDS INTL INC COM 76131D103 2,392 36,501 SH   DFND 5,8,20 36,273 0 228
RESTORBIO INC COM 76133L103 652 95,538 SH   DFND 2,20 81,431 0 14,107
RETAIL OPPORTUNITY INVTS COR COM 76131N101 99,878 5,759,962 SH   DFND 2,5,8,10,20 5,156,586 28,054 575,322
RETAIL PPTYS AMER INC CL A 76131V202 98,931 8,007,553 SH   DFND 2,5,8,10,12,13,20 7,446,556 51,590 509,407
RETAIL VALUE INC COM 76133Q102 18,726 600,772 SH   DFND 2,5,8,10,13,20 559,995 4,031 36,746
RETRACTABLE TECHNOLOGIES INC COM 76129W105 7 11,683 SH   DFND 20 11,683 0 0
RETROPHIN INC COM 761299106 36,155 1,597,657 SH   DFND 2,5,8,20 1,468,343 0 129,314
REV GROUP INC COM 749527107 6,861 626,570 SH   DFND 2,5,20 542,915 0 83,655
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 5,308 228,709 SH   DFND 5,8,20 204,259 0 24,450
REVANCE THERAPEUTICS INC COM 761330109 12,820 813,443 SH   DFND 2,5,8,20 693,438 0 120,005
REVLON INC CL A NEW 761525609 3,248 167,606 SH   DFND 2,5,20 133,337 0 34,269
REX AMERICAN RESOURCES CORP COM 761624105 15,130 187,697 SH   DFND 2,5,6,20 171,262 0 16,435
REXFORD INDL RLTY INC COM 76169C100 138,489 3,847,563 SH   DFND 2,5,8,10,20 3,412,310 23,075 412,178
REXNORD CORP NEW COM 76169B102 52,658 2,094,579 SH   DFND 2,5,8,20 1,758,825 2,700 333,054
RGC RES INC COM 74955L103 2,886 108,860 SH   DFND 2,20 91,831 0 17,029
RH COM 74967X103 57,321 556,780 SH   DFND 2,5,8,13,20 481,390 300 75,090
RH NOTE 6/1 761283AD2 10,680 10,650,000 SH   DFND 2,5 10,650,000 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 12,948 472,386 SH   DFND 2,5,8,20 428,140 0 44,246
RIBBON COMMUNICATIONS INC COM 762544104 5,338 1,036,539 SH   DFND 2,5,8,20 862,574 2,643 171,322
ARGAN INC COM 04010E109 17,205 344,437 SH   DFND 2,5,8,20 300,584 0 43,853
RIGEL PHARMACEUTICALS INC COM NEW 766559603 20,397 7,936,667 SH   DFND 2,5,20 7,380,740 0 555,927
RIGNET INC COM 766582100 2,309 236,364 SH   DFND 2,5,20 200,170 0 36,194
RIMINI STR INC DEL COM 76674Q107 513 102,691 SH   DFND 2,20 67,991 0 34,700
RING ENERGY INC COM 76680V108 12,837 2,186,828 SH   DFND 2,5,20 1,964,391 0 222,437
RINGCENTRAL INC CL A 76680R206 97,739 906,670 SH   DFND 2,5,8,13,19,20 813,466 500 92,704
RINGCENTRAL INC NOTE 3/1 76680RAD9 16,052 11,275,000 SH   DFND 2 11,275,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 6,827 115,954 SH   DFND 1,20 115,954 0 0
RISE ED CAYMAN LTD SPONSORED ADR 76761L102 261 26,800 SH   DFND 20 26,800 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 13,388 393,753 SH   DFND 2,8,20 11,200 0 382,553
RITE AID CORP COM 767754104 17,067 26,876,690 SH   DFND 2,5,8,12,13,20 23,553,324 24,051 3,299,315
ARGO GROUP INTL HLDGS LTD COM G0464B107 53,340 754,883 SH   DFND 2,5,8,20 644,387 217 110,279
RIVERVIEW BANCORP INC COM 769397100 2,433 332,814 SH   DFND 2,13,20 244,124 0 88,690
RLI CORP COM 749607107 403,918 5,629,523 SH   DFND 2,5,8,12,20 2,420,822 3,018,018 190,683
RLJ LODGING TR COM 74965L101 135,013 7,545,281 SH   DFND 2,5,8,10,13,20 6,482,150 42,283 1,020,848
RMR GROUP INC CL A 74967R106 9,494 155,693 SH   DFND 2,5,8,20 117,315 893 37,485
ROADRUNNER TRANSN SYS INC COM 76973Q105 8 18,799 SH   DFND 20 18,799 0 0
ROAN RES INC CL A COM 769755109 152 24,800 SH   DFND 20 24,800 0 0
ROBERT HALF INTL INC COM 770323103 362,144 5,557,772 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,630,251 274,953 652,568
ROCKET PHARMACEUTICALS INC COM 77313F106 14,954 852,573 SH   DFND 2,5,8,20 790,453 0 62,120
ROCKWELL AUTOMATION INC COM 773903109 874,800 4,985,752 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,338,300 148,386 499,066
ROCKWELL MED INC COM 774374102 5,289 929,499 SH   DFND 2,5,8,20 796,760 0 132,739
ARISTA NETWORKS INC COM 040413106 646,821 2,056,925 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,813,355 46,983 196,587
ROCKY BRANDS INC COM 774515100 2,573 107,381 SH   DFND 2,20 86,181 0 21,200
ROGERS COMMUNICATIONS INC CL B 775109200 217 4,001 SH   DFND 2,20 4,001 0 0
ROGERS CORP COM 775133101 83,046 522,697 SH   DFND 2,5,8,20 463,798 168 58,731
ROKU INC COM CL A 77543R102 54,192 840,063 SH   DFND 2,5,20 713,389 0 126,674
ROLLINS INC COM 775711104 303,268 7,286,584 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,977,235 286,001 1,023,348
ROPER TECHNOLOGIES INC COM 776696106 1,490,259 4,357,865 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,900,167 70,006 387,692
ROSEHILL RES INC CL A 777385105 81 23,746 SH   DFND 2,20 19,700 0 4,046
ROSETTA STONE INC COM 777780107 8,774 401,569 SH   DFND 2,8,20 337,026 0 64,543
ROSS STORES INC COM 778296103 1,603,375 17,222,071 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,062,475 586,257 1,573,339
ROWAN COMPANIES PLC SHS CL A G7665A101 50,993 4,725,948 SH   DFND 2,5,6,8,11,12,20 4,309,566 4,028 412,354
ARLINGTON ASSET INVT CORP CL A NEW 041356205 4,786 574,327 SH   DFND 2,5,8,20 449,531 0 124,796
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 851,236 7,383,797 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,577,731 121,147 684,919
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,072 16,770 SH   DFND 1,20 16,770 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 611 9,755 SH   DFND 1,2,20 9,755 0 0
ROYAL GOLD INC COM 780287108 164,466 1,808,708 SH   DFND 2,5,6,8,11,13,19,20 1,719,670 1,299 87,739
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 11,927 11,830,000 SH   DFND 2,5 11,830,000 0 0
RPC INC COM 749660106 18,314 1,605,071 SH   DFND 2,5,8,20 1,521,435 0 83,636
RPM INTL INC COM 749685103 361,049 6,220,696 SH   DFND 2,5,6,8,11,12,13,19,20 6,014,138 1,449 205,109
RPT REALTY COM SH BEN INT 74971D101 50,674 4,143,965 SH   DFND 2,5,8,10,20 3,777,616 22,421 343,928
RTI INTL METALS INC COM 03965L100 441,985 23,128,474 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,882,180 286,298 1,959,996
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 11,520 11,555,000 SH   DFND 2,5 11,555,000 0 0
ARLO TECHNOLOGIES INC COM 04206A101 8,287 2,006,607 SH   DFND 2,5,8,20 1,816,073 0 190,534
RTI SURGICAL HOLDINGS INC COM 74975N105 6,460 1,074,817 SH   DFND 2,5,20 910,633 0 164,184
RTW RETAILWINDS INC COM 74980D100 1,119 466,071 SH   DFND 2,5,20 383,071 0 83,000
RUBICON PROJ INC COM 78112V102 770 126,583 SH   DFND 2,20 126,583 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 9,257 511,458 SH   DFND 2,20 422,940 0 88,518
RUDOLPH TECHNOLOGIES INC COM 781270103 23,752 1,041,766 SH   DFND 2,5,8,20 834,042 1,753 205,971
RUSH ENTERPRISES INC CL A 781846209 25,385 607,154 SH   DFND 2,5,8,20 507,871 1,100 98,183
RUSH ENTERPRISES INC CL B 781846308 4,114 99,055 SH   DFND 2,5,20 82,136 0 16,919
RUTHS HOSPITALITY GROUP INC COM 783332109 22,081 862,859 SH   DFND 2,5,8,20 728,099 0 134,760
RYANAIR HLDGS PLC SPONSORED ADS 783513203 21,585 287,962 SH   DFND 1,2,5,6,8,10,20 254,197 7,320 26,445
RYDER SYS INC COM 783549108 97,330 1,570,099 SH   DFND 2,5,6,8,11,12,13,20 1,499,556 831 69,712
ARMADA HOFFLER PPTYS INC COM 04208T108 23,454 1,484,715 SH   DFND 2,5,8,20 1,320,570 0 164,145
RYERSON HLDG CORP COM 783754104 2,351 274,598 SH   DFND 2,5,20 224,872 0 49,726
RYMAN HOSPITALITY PPTYS INC COM 78377T107 180,081 2,166,221 SH   DFND 2,5,8,10,13,19,20 1,959,379 10,679 196,163
S & T BANCORP INC COM 783859101 39,352 995,486 SH   DFND 2,5,8,20 885,196 536 109,754
S&P GLOBAL INC COM 78409V104 2,573,073 12,220,722 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,945,518 198,224 1,076,980
SABINE ROYALTY TR UNIT BEN INT 785688102 375 8,051 SH   DFND 2 8,051 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 145,002 7,447,449 SH   DFND 2,5,6,8,10,11,20 6,663,123 44,383 739,943
SABRE CORP COM 78573M104 195,723 9,150,188 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,832,565 149,345 1,168,278
SACHEM CAP CORP COM 78590A109 48 10,700 SH   DFND 20 10,700 0 0
SAFE BULKERS INC COM Y7388L103 1,047 717,329 SH   DFND 2,20 599,583 0 117,746
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 3,861 355,807 SH   DFND 2,5,20 300,654 0 55,153
ACADIA PHARMACEUTICALS INC COM 004225108 130,644 4,865,697 SH   DFND 2,5,8,13,19,20 4,508,395 3,000 354,302
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 32,070 1,642,110 SH   DFND 2,5,6,8,20 1,469,629 1,237 171,244
SAFEHOLD INC COM 78645L100 3,128 142,455 SH   DFND 2,20 142,455 0 0
SAFETY INS GROUP INC COM 78648T100 38,837 445,682 SH   DFND 2,5,8,20 393,908 6,200 45,574
SAGA COMMUNICATIONS INC CL A NEW 786598300 2,088 62,919 SH   DFND 2,20 51,068 0 11,851
SAGE THERAPEUTICS INC COM 78667J108 166,437 1,046,444 SH   DFND 2,5,8,13,19,20 982,910 1,600 61,934
SAIA INC COM 78709Y105 49,366 807,962 SH   DFND 2,5,8,20 706,364 0 101,598
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 43,275 1,506,804 SH   DFND 2,5,8,20 1,284,755 0 222,049
SALESFORCE COM INC COM 79466L302 4,814,000 30,397,173 SH   DFND 2,5,6,8,10,11,12,13,19,20 26,947,960 507,358 2,941,855
SALLY BEAUTY HLDGS INC COM 79546E104 81,624 4,433,668 SH   DFND 2,5,6,8,11,12,13,20 3,675,503 646 757,519
SANDERSON FARMS INC COM 800013104 143,320 1,087,073 SH   DFND 2,5,6,8,11,19,20 909,284 544 177,245
SANDRIDGE ENERGY INC COM NEW 80007P869 5,363 668,722 SH   DFND 2,5,20 553,356 0 115,366
ARMSTRONG FLOORING INC COM 04238R106 6,379 469,017 SH   DFND 2,5,8,20 347,813 125 121,079
SANDY SPRING BANCORP INC COM 800363103 27,238 870,789 SH   DFND 2,5,8,20 726,062 0 144,727
SANFILIPPO JOHN B & SON INC COM 800422107 17,966 249,986 SH   DFND 2,5,8,20 214,932 0 35,054
SANGAMO THERAPEUTICS INC COM 800677106 55,834 5,852,641 SH   DFND 2,5,8,20 5,532,323 100 320,218
SANMINA CORPORATION COM 801056102 60,325 2,090,995 SH   DFND 2,5,8,12,20 1,838,658 833 251,504
SANOFI SPONSORED ADR 80105N105 1,612 36,396 SH   DFND 1,2,20 36,396 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 32,720 1,548,520 SH   DFND 2,5,6,8,12,13,19,20 1,417,373 0 131,147
SAP SE SPON ADR 803054204 5,992 51,895 SH   DFND 1,20 51,895 0 0
SAREPTA THERAPEUTICS INC COM 803607100 161,320 1,353,466 SH   DFND 2,5,8,13,19,20 1,261,892 2,300 89,274
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 30,919 17,073,000 SH   DFND 2,5 17,073,000 0 0
SASOL LTD SPONSORED ADR 803866300 9,800 316,721 SH   DFND 5,13,20 289,191 0 27,530
ARMSTRONG WORLD INDS INC NEW COM 04247X102 57,835 728,218 SH   DFND 2,5,8,19,20 650,765 251 77,202
SAUL CTRS INC COM 804395101 24,718 481,185 SH   DFND 2,5,8,10,20 427,070 3,627 50,488
SAVARA INC COM 805111101 3,263 442,793 SH   DFND 2,20 357,713 0 85,080
SB ONE BANCORP COM 78413T103 2,802 128,988 SH   DFND 2,20 100,831 0 28,157
SBA COMMUNICATIONS CORP NEW CL A 78410G104 951,819 4,767,201 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,069,909 79,348 617,944
SCANSOURCE INC COM 806037107 28,959 808,455 SH   DFND 2,5,8,20 720,028 1,058 87,369
SCHLUMBERGER LTD COM 806857108 3,017,821 68,522,510 SH   DFND 2,5,6,8,10,11,12,13,19,20 61,825,799 941,372 5,755,339
SCHNEIDER NATIONAL INC CL B 80689H102 15,540 736,150 SH   DFND 2,20 688,486 0 47,664
SCHNITZER STL INDS CL A 806882106 24,198 1,008,261 SH   DFND 2,5,8,20 921,684 314 86,263
SCHOLAR ROCK HLDG CORP COM 80706P103 3,259 173,447 SH   DFND 2,20 142,910 0 30,537
SCHOLASTIC CORP COM 807066105 33,621 845,597 SH   DFND 2,5,6,8,20 753,964 1,273 90,360
ARQULE INC COM 04269E107 15,280 3,189,934 SH   DFND 2,5,20 2,853,752 0 336,182
SCHWAB STRATEGIC TR US REIT ETF 808524847 589 13,268 SH   DFND 1 13,268 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 35,366 913,369 SH   DFND 2,5,20 828,434 1,364 83,571
SCIENCE APPLICATNS INTL CP N COM 808625107 125,391 1,629,509 SH   DFND 1,2,5,6,8,11,13,19,20 1,458,461 833 170,215
SCIENTIFIC GAMES CORP COM 80874P109 34,859 1,707,123 SH   DFND 2,5,6,8,13,20 1,531,586 1,300 174,237
SCORPIO BULKERS INC COM Y7546A122 3,602 938,082 SH   DFND 2,5,20 767,130 0 170,952
SCORPIO TANKERS INC SHS Y7542C130 14,765 744,207 SH   DFND 2,5,20 744,207 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 80,616 1,025,911 SH   DFND 2,5,6,8,11,13,20 972,166 385 53,360
SCPHARMACEUTICALS INC COM 810648105 292 97,226 SH   DFND 2,20 81,419 0 15,807
SCRIPPS E W CO OHIO CL A NEW 811054402 29,068 1,384,192 SH   DFND 2,5,8,20 1,241,571 1,039 141,582
SEA LTD SPONSORED ADS 81141R100 1,694 72,040 SH   DFND 1,5,10 72,040 0 0
ARRAY BIOPHARMA INC COM 04269X105 177,484 7,279,920 SH   DFND 2,5,8,13,20 6,614,246 2,500 663,174
SEABOARD CORP COM 811543107 14,345 3,348 SH   DFND 2,5,8,13,20 2,996 12 340
SEACHANGE INTL INC COM 811699107 53 39,799 SH   DFND 20 39,799 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 44,069 1,672,455 SH   DFND 2,5,8,20 1,530,885 0 141,570
SEACOR HOLDINGS INC COM 811904101 22,862 540,719 SH   DFND 2,5,6,8,20 484,292 100 56,327
SEACOR MARINE HLDGS INC COM 78413P101 3,875 291,109 SH   DFND 2,5,20 246,107 0 45,002
SEAGATE TECHNOLOGY PLC SHS G7945M107 528,670 10,896,954 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,164,091 288,555 1,444,308
SEALED AIR CORP NEW COM 81211K100 326,265 7,083,471 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,146,432 97,360 839,679
SEASPAN CORP SHS Y75638109 10,680 1,227,603 SH   DFND 2,5,8,13,20 860,510 0 367,093
SEASPINE HLDGS CORP COM 81255T108 3,485 231,118 SH   DFND 2,20 184,912 0 46,206
SEATTLE GENETICS INC COM 812578102 238,769 3,260,085 SH   DFND 2,5,6,8,10,12,13,19,20 2,872,067 58,842 329,176
ARRIS INTERNATIONAL PLC SHS G0551A103 127,934 4,047,259 SH   DFND 2,5,6,8,11,12,13,20 3,835,868 3,186 208,205
SEAWORLD ENTMT INC COM 81282V100 29,419 1,142,050 SH   DFND 2,5,8,20 958,471 0 183,579
SECOND SIGHT MED PRODS INC COM 81362J100 17 21,233 SH   DFND 20 21,233 0 0
SECUREWORKS CORP CL A 81374A105 2,674 145,306 SH   DFND 2,20 127,473 0 17,833
SEI INVESTMENTS CO COM 784117103 340,949 6,525,341 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,916,204 187,615 421,522
SELECT BANCORP INC NEW COM 81617L108 3,005 264,250 SH   DFND 2,20 225,650 0 38,600
SELECT ENERGY SVCS INC CL A COM 81617J301 12,249 1,019,020 SH   DFND 2,5,8,20 880,190 0 138,830
SELECT MED HLDGS CORP COM 81619Q105 47,816 3,393,630 SH   DFND 2,5,8,20 2,983,256 0 410,374
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 98,329 2,102,404 SH   DFND 2,20 2,102,404 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 13,967 211,244 SH   DFND 20 0 0 211,244
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 14,983 131,605 SH   DFND 1,20 4,614 0 126,991
ARROW ELECTRS INC COM 042735100 300,502 3,899,588 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,953,557 189,796 756,235
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 117,718 1,283,029 SH   DFND 1,2,20 1,283,029 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 115,692 1,541,945 SH   DFND 2,20 1,541,945 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 12,150 218,915 SH   DFND 20 0 0 218,915
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 562 7,594 SH   DFND 1 7,594 0 0
SELECTA BIOSCIENCES INC COM 816212104 758 319,721 SH   DFND 2,5,20 274,874 0 44,847
SELECTIVE INS GROUP INC COM 816300107 111,672 1,764,723 SH   DFND 2,5,8,12,13,20 1,581,778 741 182,204
SEMGROUP CORP CL A 81663A105 25,266 1,714,094 SH   DFND 2,5,8,19,20 1,462,401 2,200 249,493
SEMPRA ENERGY 6% PFD CONV A 816851406 45,758 433,150 SH   DFND 2 433,150 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 15,700 148,000 SH   DFND 2 148,000 0 0
SEMPRA ENERGY COM 816851109 1,759,240 13,872,459 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,685,580 164,587 1,022,292
ARROW FINL CORP COM 042744102 9,130 277,587 SH   DFND 2,5,8,20 239,765 51 37,771
SEMTECH CORP COM 816850101 107,798 2,117,431 SH   DFND 2,5,8,13,19,20 1,800,899 451 316,081
SENECA FOODS CORP NEW CL A 817070501 4,763 193,623 SH   DFND 2,5,20 170,014 0 23,609
SENIOR HSG PPTYS TR SH BEN INT 81721M109 136,388 11,577,897 SH   DFND 2,5,6,8,10,11,12,13,20 10,975,643 56,871 545,383
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 154,770 3,437,806 SH   DFND 2,5,6,8,10,12,13,19,20 2,888,233 111,588 437,985
SENSEONICS HLDGS INC COM 81727U105 3,679 1,501,605 SH   DFND 2,5,20 1,277,565 0 224,040
SENSIENT TECHNOLOGIES CORP COM 81725T100 103,309 1,523,959 SH   DFND 2,5,6,8,11,13,19,20 1,200,857 760 322,342
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 62 48,162 SH   DFND 2,20 48,162 0 0
SERES THERAPEUTICS INC COM 81750R102 2,756 401,114 SH   DFND 2,5,20 345,023 0 56,091
SERITAGE GROWTH PPTYS CL A 81752R100 57,387 1,284,178 SH   DFND 2,5,8,10,20 1,139,649 7,600 136,929
SERVICE CORP INTL COM 817565104 178,219 4,438,820 SH   DFND 2,5,6,8,11,13,20 4,208,337 2,037 228,446
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 86,329 4,704,597 SH   DFND 2,5,8,20 4,411,749 0 292,848
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 79,424 1,700,719 SH   DFND 2,5,8,12,13,19,20 1,517,051 2,100 181,568
SERVICENOW INC COM 81762P102 980,125 3,976,326 SH   DFND 2,5,6,8,10,12,13,19,20 3,470,053 98,977 407,296
SERVICENOW INC NOTE 6/0 81762PAC6 43,174 23,325,000 SH   DFND 2,5 23,325,000 0 0
SERVICESOURCE INTL INC COM 81763U100 1,100 1,194,240 SH   DFND 2,5,20 998,446 0 195,794
SERVISFIRST BANCSHARES INC COM 81768T108 49,556 1,461,366 SH   DFND 2,5,8,20 1,308,604 0 152,762
SESEN BIO INC COM 817763105 151 146,744 SH   DFND 2 146,744 0 0
SHAKE SHACK INC CL A 819047101 40,748 688,901 SH   DFND 2,5,8,20 612,919 0 75,982
SHARPSPRING INC COM 820054104 286 17,876 SH   DFND 2 17,876 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 43,480 980,167 SH   DFND 2,5,8,20 830,568 0 149,599
SHERWIN WILLIAMS CO COM 824348106 1,531,296 3,555,284 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,144,729 45,861 364,694
ARTESIAN RESOURCES CORP CL A 043113208 6,134 164,588 SH   DFND 2,5,13,20 136,198 0 28,390
SHILOH INDS INC COM 824543102 1,058 192,408 SH   DFND 2,20 157,232 0 35,176
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,170 31,492 SH   DFND 2,5,20 31,492 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 18,946 1,535,325 SH   DFND 2,5,10,20 1,272,705 0 262,620
SHOE CARNIVAL INC COM 824889109 13,965 410,363 SH   DFND 2,5,8,20 371,857 0 38,506
SHOPIFY INC CL A 82509L107 1,727 8,358 SH   DFND 2,5,8,20 8,358 0 0
SHORE BANCSHARES INC COM 825107105 4,092 274,463 SH   DFND 2,5,13,20 221,505 0 52,958
SHOTSPOTTER INC COM 82536T107 5,532 143,305 SH   DFND 2,20 119,845 0 23,460
SHUTTERFLY INC COM 82568P304 42,518 1,046,200 SH   DFND 2,5,8,13,20 938,929 400 106,871
SHUTTERSTOCK INC COM 825690100 27,184 582,971 SH   DFND 2,5,8,20 521,588 0 61,383
SI BONE INC COM 825704109 2,500 132,721 SH   DFND 2,20 110,791 0 21,930
21VIANET GROUP INC SPONSORED ADS A 90138A103 2,793 351,707 SH   DFND 2,5,20 347,938 0 3,769
ACADIA RLTY TR COM SH BEN INT 004239109 111,501 4,047,465 SH   DFND 2,5,8,10,20 3,685,467 20,856 341,142
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 24,681 980,557 SH   DFND 2,5,8,20 829,759 100 150,698
SI FINL GROUP INC MD COM 78425V104 2,401 185,997 SH   DFND 2,20 158,816 0 27,181
SIEBERT FINL CORP COM 826176109 835 70,719 SH   DFND 2,20 54,219 0 16,500
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 547 235,967 SH   DFND 2,20 188,292 0 47,675
SIENTRA INC COM 82621J105 3,608 420,571 SH   DFND 2,5,20 347,680 0 72,891
SIERRA BANCORP COM 82620P102 6,081 250,266 SH   DFND 2,5,20 206,448 0 43,818
SIGA TECHNOLOGIES INC COM 826917106 5,654 940,730 SH   DFND 2,5,20 768,588 0 172,142
SIGNATURE BK NEW YORK N Y COM 82669G104 292,920 2,287,190 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,109,675 36,274 141,241
SIGNET JEWELERS LIMITED SHS G81276100 48,237 1,776,020 SH   DFND 2,5,6,8,11,12,13,19,20 1,599,958 2,709 173,353
SILGAN HOLDINGS INC COM 827048109 62,297 2,102,490 SH   DFND 2,5,6,8,11,13,20 1,994,312 2,484 105,694
SILICOM LTD ORD M84116108 278 7,280 SH   DFND 2 7,280 0 0
ARVINAS INC COM 04335A105 1,862 126,136 SH   DFND 2,20 105,936 0 20,200
SILICON LABORATORIES INC COM 826919102 118,612 1,466,887 SH   DFND 2,5,6,8,11,13,19,20 1,328,043 505 138,339
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 12,131 11,200,000 SH   DFND 2,5 11,200,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,170 29,553 SH   DFND 1,2,10,19 29,553 0 0
SILVERBOW RES INC COM 82836G102 2,898 125,996 SH   DFND 2,20 108,088 0 17,908
SILVERCREST ASSET MGMT GROUP CL A 828359109 1,564 109,781 SH   DFND 2,20 88,731 0 21,050
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 87,853 3,566,504 SH   DFND 2,5,8,20 3,233,872 2,400 330,232
SIMON PPTY GROUP INC NEW COM 828806109 3,803,688 20,875,299 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,733,309 307,672 1,834,318
SIMPLY GOOD FOODS CO COM 82900L102 28,230 1,371,041 SH   DFND 2,5,8,20 979,224 0 391,817
SIMPSON MANUFACTURING CO INC COM 829073105 69,127 1,166,303 SH   DFND 2,5,8,20 1,033,829 180 132,294
SIMULATIONS PLUS INC COM 829214105 3,978 188,448 SH   DFND 2,20 161,735 0 26,713
ASBURY AUTOMOTIVE GROUP INC COM 043436104 43,161 622,271 SH   DFND 2,5,8,12,20 557,481 759 64,031
SINA CORP ORD G81477104 79,800 1,347,071 SH   DFND 2,5,8,10,11,12,13,19,20 1,091,152 39,700 216,219
SINCLAIR BROADCAST GROUP INC CL A 829226109 53,821 1,398,669 SH   DFND 2,5,8,20 1,176,894 10,238 211,537
SINOVAC BIOTECH LTD SHS P8696W104 1,041 160,875 SH   DFND 2 160,875 0 0
SIRIUS XM HLDGS INC COM 82968B103 235,285 41,496,447 SH   DFND 2,5,6,8,10,12,13,19,20 33,948,415 1,177,414 6,370,618
SITE CENTERS CORP COM 82981J109 74,694 5,405,421 SH   DFND 2,5,8,10,12,13,20 5,003,259 39,241 362,921
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 45,594 797,803 SH   DFND 2,5,8,19,20 668,277 300 129,226
SITO MOBILE LTD COM NEW 82988R203 24 13,300 SH   DFND 20 13,300 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 87,198 1,766,923 SH   DFND 2,5,6,8,11,13,20 1,660,580 11,600 94,743
SJW GROUP COM 784305104 29,156 472,232 SH   DFND 2,5,8,19,20 399,366 0 72,866
SK TELECOM LTD SPONSORED ADR 78440P108 6,866 280,351 SH   DFND 2,5,10,20 267,101 0 13,250
ASCENA RETAIL GROUP INC COM 04351G101 6,792 6,288,505 SH   DFND 2,5,8,20 5,694,816 5,735 587,954
SKECHERS U S A INC CL A 830566105 168,074 5,000,703 SH   DFND 2,5,6,8,11,12,13,19,20 4,795,402 1,336 203,965
SKYLINE CHAMPION CORPORATION COM 830830105 16,659 876,797 SH   DFND 2,5,8,20 789,664 0 87,133
SKYWEST INC COM 830879102 83,016 1,525,810 SH   DFND 2,5,8,10,13,20 1,366,665 3,576 155,569
SKYWORKS SOLUTIONS INC COM 83088M102 620,905 7,527,945 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,597,192 239,569 691,184
SL GREEN RLTY CORP COM 78440X101 528,054 5,817,993 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,247,809 80,946 489,238
SLEEP NUMBER CORP COM 83125X103 42,921 913,205 SH   DFND 2,5,8,20 807,184 0 106,021
SLM CORP COM 78442P106 107,120 10,809,325 SH   DFND 1,2,5,6,8,11,12,13,20 9,891,614 5,927 911,784
SM ENERGY CO COM 78454L100 98,942 5,657,039 SH   DFND 2,5,6,8,11,12,13,20 5,247,803 2,492 406,744
SMART & FINAL STORES INC COM 83190B101 2,535 513,229 SH   DFND 2,5,8,20 416,130 0 97,099
SMART GLOBAL HLDGS INC SHS G8232Y101 11,664 607,474 SH   DFND 2,5,20 571,625 0 35,849
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 315 73,165 SH   DFND 5,20 73,165 0 0
SMART SAND INC COM 83191H107 1,499 336,955 SH   DFND 2,20 279,441 0 57,514
SMARTFINANCIAL INC COM NEW 83190L208 3,484 184,217 SH   DFND 2,20 148,398 0 35,819
SMARTSHEET INC COM CL A 83200N103 1,965 48,164 SH   DFND 2,20 48,164 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 639 15,925 SH   DFND 1,2,20 15,925 0 0
SMITH A O CORP COM 831865209 497,726 9,334,703 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,567,430 151,837 615,436
SMUCKER J M CO COM NEW 832696405 932,912 8,007,828 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,266,467 82,718 658,643
SNAP INC CL A 83304A106 11,658 1,057,932 SH   DFND 2,5,8,10,13,19,20 1,044,532 0 13,400
SNAP ON INC COM 833034101 383,514 2,450,256 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,105,854 71,728 272,674
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 34,114 887,460 SH   DFND 1,2,5,8,13,19,20 884,453 0 3,007
SOGOU INC ADR REPSTG A 83409V104 318 53,616 SH   DFND 2,5 53,616 0 0
ASGN INC COM 00191U102 103,361 1,627,983 SH   DFND 2,5,6,8,11,13,20 1,446,485 476 181,022
SOHU COM LTD SPONSORED ADS 83410S108 2,997 180,787 SH   DFND 1,2,5,20 177,520 700 2,567
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 17,043 17,507,000 SH   DFND 2,5 17,507,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 17,900 475,043 SH   DFND 2,5,8,20 462,643 0 12,400
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 10,271 624,776 SH   DFND 2,5,20 541,085 0 83,691
SOLARWINDS CORP COM 83417Q105 5,477 280,587 SH   DFND 2,20 262,687 0 17,900
SOLID BIOSCIENCES INC COM 83422E105 2,125 231,007 SH   DFND 2,5,8,20 194,657 0 36,350
SOLITARIO ZINC CORP COM 8342EP107 5 11,586 SH   DFND 20 11,586 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 13,627 913,826 SH   DFND 2,5,8,20 837,564 1,513 74,749
SONOCO PRODS CO COM 835495102 393,146 6,389,496 SH   DFND 2,5,6,8,11,12,13,19,20 6,238,649 1,764 149,083
SONOS INC COM 83570H108 2,437 236,840 SH   DFND 2,20 195,840 0 41,000
ASHFORD HOSPITALITY TR INC COM SHS 044103109 19,256 3,954,801 SH   DFND 2,5,8,10,20 3,490,743 24,011 440,047
SORRENTO THERAPEUTICS INC COM NEW 83587F202 10,057 2,117,328 SH   DFND 2,5,20 1,771,818 0 345,510
SOTHEBYS COM 835898107 42,148 1,116,513 SH   DFND 2,5,6,8,11,20 1,006,612 84 109,817
SOUTH JERSEY INDS INC COM 838518108 85,695 2,649,116 SH   DFND 2,5,8,20 2,304,510 2,476 342,130
SOUTH ST CORP COM 840441109 82,188 1,202,631 SH   DFND 2,5,8,20 1,090,101 600 111,930
SOUTHERN CO COM 842587107 2,662,619 51,521,259 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 46,372,086 578,665 4,570,508
SOUTHERN COPPER CORP COM 84265V105 166,891 4,205,913 SH   DFND 2,5,6,8,10,12,13,19,20 2,186,591 48,876 1,970,446
SOUTHERN FIRST BANCSHARES IN COM 842873101 3,553 104,899 SH   DFND 2,5,20 88,691 0 16,208
SOUTHERN MO BANCORP INC COM 843380106 4,661 151,329 SH   DFND 2,20 113,054 0 38,275
SOUTHERN NATL BANCORP OF VA COM 843395104 5,548 378,712 SH   DFND 2,20 292,300 0 86,412
SOUTHSIDE BANCSHARES INC COM 84470P109 35,733 1,075,338 SH   DFND 2,5,8,20 969,009 0 106,329
ASHFORD INC COM 044104107 392 7,061 SH   DFND 2,20 5,461 0 1,600
SOUTHWEST AIRLS CO COM 844741108 2,139,900 41,223,277 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 39,418,319 193,158 1,611,800
SOUTHWEST GAS HOLDINGS INC COM 844895102 138,044 1,678,141 SH   DFND 2,5,6,8,11,13,19,20 1,513,208 773 164,160
SOUTHWESTERN ENERGY CO COM 845467109 126,961 27,070,523 SH   DFND 2,5,6,11,13,20 25,188,927 13,572 1,868,024
SP PLUS CORP COM 78469C103 15,763 461,994 SH   DFND 2,5,8,20 390,013 0 71,981
SPARK ENERGY INC CL A COM 846511103 1,859 208,643 SH   DFND 2,5,20 179,682 0 28,961
SPARK THERAPEUTICS INC COM 84652J103 116,249 1,020,804 SH   DFND 2,5,8,13,20 921,080 100 99,624
SPARTAN MTRS INC COM 846819100 5,297 599,883 SH   DFND 2,5,20 503,750 0 96,133
SPARTANNASH CO COM 847215100 21,157 1,333,113 SH   DFND 2,5,8,20 1,039,107 1,026 292,980
SPDR GOLD TRUST GOLD SHS 78463V107 19,163 157,062 SH   DFND 1,10 2,364 0 154,698
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 128,964 2,577,728 SH   DFND 1,2,5 2,571,169 33 6,526
ASHLAND GLOBAL HLDGS INC COM 044186104 138,966 1,778,651 SH   DFND 2,5,6,8,11,12,13,19,20 1,533,139 599 244,913
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 116,336 2,961,718 SH   DFND 1,2,20 2,946,716 4,459 10,543
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 5,047 137,980 SH   DFND 10 0 0 137,980
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 299 6,462 SH   DFND 1 6,462 0 0
SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 39,107 431,600 SH   DFND 10 0 0 431,600
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 23,757 656,078 SH   DFND 1 653,922 0 2,156
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 139,625 4,780,055 SH   DFND 2,12,20 547,147 0 4,232,908
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 81,634 2,282,830 SH   DFND 2,5,12,19 900,256 0 1,382,574
SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 4,395 85,436 SH   DFND 5 85,436 0 0
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 6,587 99,300 SH   DFND 10 0 0 99,300
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 450 11,822 SH   DFND 1 7,548 0 4,274
ASML HOLDING N V N Y REGISTRY SHS N07059210 4,634 24,641 SH   DFND 5,20 24,598 43 0
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 102,205 3,370,880 SH   DFND 1,2,19,20 3,186,442 42,078 142,360
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,327,697 4,682,230 SH   DFND 1,2,10,12,20 3,656,530 1,612 1,024,088
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 48,873 141,386 SH   DFND 1,20 95,678 1,723 43,985
SPDR SER TR BLOMBERG 1 10 YR 78468R861 259,804 13,433,511 SH   DFND 2 13,433,511 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 14,117 459,842 SH   DFND 20 0 0 459,842
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,373 50,376 SH   DFND 8,20 21,301 0 29,075
SPDR SER TR ICE BOFAML ETF 78468R606 4,294 165,000 SH   DFND 10 0 0 165,000
SPDR SER TR NUVEEN BRC MUNIC 78468R721 26,559 538,938 SH   DFND 2 538,938 0 0
SPDR SER TR PORTFOLIO SH TSR 78468R101 75,300 2,530,256 SH   DFND 1,2 2,530,256 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 13,515 147,544 SH   DFND 12 147,544 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 11,338 539,407 SH   DFND 2,5,8,20 460,259 0 79,148
ASPEN TECHNOLOGY INC COM 045327103 99,781 957,038 SH   DFND 2,5,8,13,19,20 861,249 1,368 94,421
SPDR SERIES TRUST BLMBRG BRC INTRM 78464A672 3,969 65,719 SH   DFND 1 65,719 0 0
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 6,556 235,076 SH   DFND 1,20 16,838 0 218,238
SPDR SERIES TRUST BLOMBRG BRC EMRG 78464A391 4,290 159,413 SH   DFND 1,8 159,413 0 0
SPDR SERIES TRUST BLOMBRG BRC INTL 78464A151 3,213 96,930 SH   DFND 1,20 6,025 0 90,905
SPDR SERIES TRUST BLOMBRG BRC TIPS 78464A656 261,092 4,689,161 SH   DFND 1,2,20 2,489,560 0 2,199,601
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 994,733 27,654,525 SH   DFND 1,2,5,8,12,19,20 24,745,378 0 2,909,147
SPDR SERIES TRUST DJ REIT ETF 78464A607 100,363 1,014,583 SH   DFND 1,2,20 656,105 16,382 342,096
SPDR SERIES TRUST FTSE INT GVT ETF 78464A490 49,227 910,256 SH   DFND 2,20 587,592 0 322,664
SPDR SERIES TRUST PORTFOLIO AGRGTE 78464A649 350,644 12,286,069 SH   DFND 1,2,20 24,723 7,709 12,253,637
SPDR SERIES TRUST PORTFOLIO INTRMD 78464A375 51,307 1,501,514 SH   DFND 1,2,12 1,375,698 124,585 1,231
ASSEMBLY BIOSCIENCES INC COM 045396108 16,055 815,366 SH   DFND 2,5,8,20 749,725 0 65,641
SPDR SERIES TRUST PORTFOLIO LN COR 78464A367 36,089 1,330,239 SH   DFND 20 0 0 1,330,239
SPDR SERIES TRUST PORTFOLIO LN TSR 78464A664 490,692 13,484,246 SH   DFND 2,20 12,731,526 0 752,720
SPDR SERIES TRUST PORTFOLIO SHORT 78464A474 244,505 8,003,427 SH   DFND 1,2,20 766,314 0 7,237,113
SPDR SERIES TRUST S&P 600 SML CAP 78464A813 32,608 489,102 SH   DFND 2,20 0 0 489,102
SPDR SERIES TRUST S&P DIVID ETF 78464A763 8,516 85,664 SH   DFND 1 80,763 0 4,901
SPDR SERIES TRUST S&P REGL BKG 78464A698 923 17,980 SH   DFND 20 17,980 0 0
SPDR SERIES TRUST WELLS FG PFD ETF 78464A292 871 20,403 SH   DFND 1 20,403 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 33,385 609,445 SH   DFND 2,5,8,13,20 552,871 1,683 54,891
SPECTRUM PHARMACEUTICALS INC COM 84763A108 58,027 5,428,184 SH   DFND 2,5,8,20 5,105,477 0 322,707
SPEEDWAY MOTORSPORTS INC COM 847788106 3,879 268,099 SH   DFND 2,5,20 232,323 0 35,776
ASSERTIO THERAPEUTICS INC COM 04545L107 10,930 2,155,848 SH   DFND 2,5,8,20 1,861,249 2,200 292,399
SPERO THERAPEUTICS INC COM 84833T103 1,398 109,135 SH   DFND 2,20 94,335 0 14,800
SPIRE INC COM 84857L101 134,341 1,620,801 SH   DFND 2,5,6,8,11,13,19,20 1,441,301 1,239 178,261
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 287,710 3,139,119 SH   DFND 2,5,6,8,10,12,13,19,20 2,529,220 136,775 473,124
SPIRIT AIRLS INC COM 848577102 72,592 1,373,279 SH   DFND 2,5,8,13,20 1,163,366 0 209,913
SPIRIT MTA REIT COM SHS BEN IN 84861U105 6,020 882,842 SH   DFND 2,5,8,13,20 710,281 380 172,181
SPIRIT OF TEX BANCSHARES INC COM 84861D103 3,522 166,117 SH   DFND 2,20 126,316 0 39,801
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 85,307 2,114,288 SH   DFND 2,5,8,10,12,13,20 1,879,052 20,753 214,483
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 12,098 11,980,000 SH   DFND 2,5 11,980,000 0 0
SPLUNK INC COM 848637104 378,502 3,037,738 SH   DFND 2,5,6,8,10,12,13,19,20 2,618,579 77,258 341,901
SPOK HLDGS INC COM 84863T106 8,278 607,785 SH   DFND 2,5,8,20 546,799 2,501 58,485
ASSOCIATED BANC CORP COM 045487105 150,832 7,064,742 SH   DFND 2,5,6,8,11,12,13,20 6,858,837 1,561 204,344
SPORTSMANS WHSE HLDGS INC COM 84920Y106 3,015 628,130 SH   DFND 2,5,20 527,398 0 100,732
SPOTIFY TECHNOLOGY S A SHS L8681T102 4,574 32,955 SH   DFND 2,8,10,13,19,20 31,955 0 1,000
SPRING BK PHARMACEUTICALS IN COM 849431101 1,994 190,042 SH   DFND 2,20 159,831 0 30,211
SPRINT CORPORATION COM 85207U105 101,116 17,896,567 SH   DFND 2,5,6,8,10,12,13,19,20 14,516,235 435,077 2,945,255
SPROUTS FMRS MKT INC COM 85208M102 70,020 3,250,699 SH   DFND 2,5,6,8,11,12,13,19,20 3,039,219 900 210,580
SPS COMMERCE INC COM 78463M107 53,545 504,858 SH   DFND 2,5,8,13,20 444,800 600 59,458
SPX CORP COM 784635104 42,446 1,220,063 SH   DFND 2,5,8,20 1,082,567 951 136,545
SPX FLOW INC COM 78469X107 38,381 1,203,178 SH   DFND 2,5,8,12,20 1,066,525 951 135,702
SQUARE INC CL A 852234103 492,828 6,578,057 SH   DFND 2,5,6,8,10,12,13,19,20 5,643,945 192,562 741,550
SRC ENERGY INC COM 78470V108 54,512 10,646,848 SH   DFND 2,5,20 9,901,086 3,100 742,662
ASSOCIATED CAP GROUP INC CL A 045528106 1,924 48,642 SH   DFND 2,20 40,842 0 7,800
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 295,894 4,645,840 SH   DFND 2,5,6,8,10,12,13,19,20 3,854,429 112,909 678,502
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 30,760 667,978 SH   DFND 2,8,10 567,978 0 100,000
SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 57,800 1,763,152 SH   DFND 1 1,656,658 56,740 49,754
SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 764 30,386 SH   DFND 1 30,386 0 0
ST JOE CO COM 790148100 13,094 794,053 SH   DFND 2,5,8,20 674,057 0 119,996
STAAR SURGICAL CO COM PAR $0.01 852312305 38,843 1,136,094 SH   DFND 2,5,8,20 993,255 2,097 140,742
STAG INDL INC COM 85254J102 89,366 3,002,059 SH   DFND 2,5,8,10,20 2,499,776 22,913 479,370
STAGE STORES INC COM NEW 85254C305 16 15,674 SH   DFND 20 15,674 0 0
STAMPS COM INC COM NEW 852857200 43,755 537,464 SH   DFND 2,5,8,13,19,20 481,305 200 55,959
STANDARD DIVERSIFIED INC COM CL A 85336L109 242 12,600 SH   DFND 2 12,600 0 0
ASSURANT INC COM 04621X108 256,163 2,699,013 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,336,008 55,749 307,256
STANDARD MTR PRODS INC COM 853666105 31,821 648,089 SH   DFND 2,5,8,20 522,538 800 124,751
STANDEX INTL CORP COM 854231107 30,353 413,524 SH   DFND 2,5,8,20 316,037 14 97,473
STANLEY BLACK & DECKER INC COM 854502101 1,007,735 7,400,566 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,627,092 148,599 624,875
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 17,691 181,129 SH   DFND 2 181,129 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 522 79,365 SH   DFND 2 79,365 0 0
STARBUCKS CORP COM 855244109 3,972,737 53,440,097 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,802,110 1,472,893 5,165,094
STARTEK INC COM 85569C107 134 16,942 SH   DFND 2,20 16,942 0 0
STARWOOD PPTY TR INC COM 85571B105 84,491 3,701,332 SH   DFND 2,5,6,8,12,13,20 3,298,883 37,400 365,049
STATE AUTO FINL CORP COM 855707105 10,594 321,816 SH   DFND 2,5,8,20 270,642 0 51,174
STATE STR CORP COM 857477103 1,201,967 18,135,411 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 14,228,767 2,536,771 1,369,873
ASSURED GUARANTY LTD COM G0585R106 85,073 1,914,772 SH   DFND 2,5,8,12,13,20 1,768,339 2,306 144,127
STEALTHGAS INC SHS Y81669106 245 69,887 SH   DFND 2 69,887 0 0
STEEL CONNECT INC COM 858098106 56 27,998 SH   DFND 20 27,998 0 0
STEEL DYNAMICS INC COM 858119100 303,864 8,557,878 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,605,510 198,362 754,006
STEELCASE INC CL A 858155203 28,082 1,911,069 SH   DFND 2,5,8,20 1,546,178 3,400 361,491
STEIN MART INC COM 858375108 17 17,338 SH   DFND 20 17,338 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 21,098 1,641,900 SH   DFND 2,5,8,20 1,536,153 0 105,747
STEPAN CO COM 858586100 56,837 649,413 SH   DFND 2,5,8,20 517,475 24 131,914
STERICYCLE INC COM 858912108 133,343 2,450,266 SH   DFND 2,5,6,8,11,12,13,19,20 1,878,776 2,801 568,689
STERIS PLC SHS USD G8473T100 272,863 2,131,239 SH   DFND 2,5,6,8,11,13,19,20 2,131,239 0 0
STERLING BANCORP DEL COM 85917A100 171,239 9,191,595 SH   DFND 2,5,6,8,11,13,20 8,893,429 2,059 296,107
ASTEC INDS INC COM 046224101 24,117 638,694 SH   DFND 2,5,8,20 566,462 463 71,769
STERLING BANCORP INC COM 85917W102 3,545 349,573 SH   DFND 2,20 302,973 0 46,600
STERLING CONSTRUCTION CO INC COM 859241101 5,952 475,364 SH   DFND 2,5,20 405,517 0 69,847
STEWART INFORMATION SVCS COR COM 860372101 28,711 672,537 SH   DFND 2,5,8,20 599,468 200 72,869
STIFEL FINL CORP COM 860630102 118,387 2,243,881 SH   DFND 2,5,6,8,11,13,20 1,986,854 861 256,166
STITCH FIX INC COM CL A 860897107 6,229 220,645 SH   DFND 2,20 220,645 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 332 22,379 SH   DFND 2,20 22,379 0 0
STOCK YDS BANCORP INC COM 861025104 17,073 501,246 SH   DFND 2,5,8,20 361,426 591 139,229
STONERIDGE INC COM 86183P102 16,718 579,263 SH   DFND 2,5,8,20 461,354 0 117,909
STORE CAP CORP COM 862121100 178,281 5,270,380 SH   DFND 2,5,8,10,12,13,19,20 4,670,303 48,645 551,432
STRATASYS LTD SHS M85548101 22,247 933,958 SH   DFND 2,5,8,10,20 788,454 0 145,504
ASTRAZENECA PLC SPONSORED ADR 046353108 15,854 391,179 SH   DFND 1,20 391,179 0 0
STRATEGIC ED INC COM 86272C103 78,467 597,567 SH   DFND 2,5,8,20 526,989 490 70,088
STRATUS PPTYS INC COM NEW 863167201 2,399 90,822 SH   DFND 2,20 72,915 0 17,907
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 431 86,485 SH   DFND 2 86,485 0 0
STRYKER CORP COM 863667101 2,653,060 13,396,933 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,813,341 246,003 1,337,589
STURM RUGER & CO INC COM 864159108 25,269 476,598 SH   DFND 2,5,8,20 428,284 0 48,314
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 83 11,865 SH   DFND 20 11,865 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 4,525 170,675 SH   DFND 2,5,20 139,919 0 30,756
SUMMIT HOTEL PPTYS INC COM 866082100 60,315 5,286,195 SH   DFND 2,5,8,10,20 4,826,953 24,106 435,136
SUMMIT MATLS INC CL A 86614U100 36,514 2,300,802 SH   DFND 2,5,8,20 1,878,576 2,052 420,174
SUN CMNTYS INC COM 866674104 391,979 3,286,788 SH   DFND 2,5,8,10,12,13,19,20 3,027,410 21,057 238,321
ASTRONICS CORP COM 046433108 26,865 821,047 SH   DFND 2,5,8,20 734,513 1,240 85,294
SUN HYDRAULICS CORP COM 866942105 25,674 552,002 SH   DFND 2,5,8,20 459,661 300 92,041
SUNCOKE ENERGY INC COM 86722A103 19,474 2,293,766 SH   DFND 2,5,20 2,089,614 2,348 201,804
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 15 12,201 SH   DFND 20 12,201 0 0
SUNOPTA INC COM 8676EP108 123 35,509 SH   DFND 2,5 35,509 0 0
SUNPOWER CORP COM 867652406 14,072 2,161,671 SH   DFND 2,5,8,20 1,978,528 0 183,143
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 85 100,000 SH   DFND 2 100,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 18,637 22,445,000 SH   DFND 2 22,445,000 0 0
SUNRUN INC COM 86771W105 26,521 1,886,256 SH   DFND 2,5,8,20 1,581,851 0 304,405
SUNSTONE HOTEL INVS INC NEW COM 867892101 154,314 10,679,643 SH   DFND 2,5,8,10,13,19,20 9,540,181 54,737 1,084,725
SUNTRUST BKS INC COM 867914103 1,229,978 20,759,130 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,668,914 310,539 1,779,677
ACCELERON PHARMA INC COM 00434H108 85,713 1,840,515 SH   DFND 2,5,8,20 1,707,016 0 133,499
ASURE SOFTWARE INC COM 04649U102 915 149,675 SH   DFND 2,20 117,775 0 31,900
SUPERIOR ENERGY SVCS INC COM 868157108 26,302 5,632,197 SH   DFND 2,5,8,12,20 5,163,483 6,052 462,662
SUPERIOR GRP OF COMPANIES IN COM 868358102 2,168 130,466 SH   DFND 2,20 107,717 0 22,749
SUPERIOR INDS INTL INC COM 868168105 3,226 677,634 SH   DFND 2,5,8,20 601,223 0 76,411
SUPERNUS PHARMACEUTICALS INC COM 868459108 59,466 1,697,090 SH   DFND 2,5,8,20 1,388,355 300 308,435
SURFACE ONCOLOGY INC COM 86877M209 638 133,695 SH   DFND 2,20 96,195 0 37,500
SURGERY PARTNERS INC COM 86881A100 4,023 356,651 SH   DFND 2,5,20 298,058 0 58,593
SURMODICS INC COM 868873100 21,263 489,022 SH   DFND 2,5,8,20 445,175 0 43,847
SUTRO BIOPHARMA INC COM 869367102 995 87,374 SH   DFND 2,20 68,874 0 18,500
SUZANO PAPEL E CELULOSE S A SPON ADS 86959K105 5,738 242,204 SH   DFND 2,10,19,20 242,204 0 0
SVB FINL GROUP COM 78486Q101 587,290 2,641,167 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,404,255 38,661 198,251
AT HOME GROUP INC COM 04650Y100 15,349 859,416 SH   DFND 2,5,8,20 716,518 0 142,898
SVMK INC COM 78489X103 5,438 298,623 SH   DFND 2,20 259,439 0 39,184
SWITCH INC CL A 87105L104 4,555 440,481 SH   DFND 2,20 406,920 0 33,561
SYKES ENTERPRISES INC COM 871237103 35,192 1,244,396 SH   DFND 2,5,8,20 1,110,452 1,429 132,515
SYMANTEC CORP COM 871503108 597,016 25,968,519 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,084,482 420,222 3,463,815
SYNALLOY CP DEL COM 871565107 1,869 122,993 SH   DFND 2,20 97,325 0 25,668
SYNAPTICS INC COM 87157D109 52,259 1,314,685 SH   DFND 2,5,6,8,11,19,20 1,204,634 1,424 108,627
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 12,692 13,725,000 SH   DFND 2,5 13,725,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 269 44,245 SH   DFND 2,20 44,245 0 0
SYNCHRONY FINL COM 87165B103 919,708 28,830,986 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,528,466 509,136 2,793,384
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,275 242,918 SH   DFND 2,20 213,436 0 29,482
AT&T INC COM 00206R102 9,309,505 296,859,220 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 260,288,488 5,087,212 31,483,520
SYNEOS HEALTH INC CL A 87166B102 108,043 2,087,383 SH   DFND 2,5,6,8,11,13,20 1,746,911 1,200 339,272
SYNLOGIC INC COM 87166L100 1,789 235,707 SH   DFND 2,20 201,907 0 33,800
SYNNEX CORP COM 87162W100 127,002 1,331,402 SH   DFND 2,5,6,8,11,12,13,20 1,190,804 264 140,334
SYNOPSYS INC COM 871607107 744,388 6,464,505 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,618,564 149,489 696,452
SYNOVUS FINL CORP COM NEW 87161C501 201,749 5,820,436 SH   DFND 2,5,6,8,11,13,20 5,617,041 1,890 201,505
SYNTHORX INC COM 87167A103 1,796 88,148 SH   DFND 2,20 88,148 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 3,847 420,892 SH   DFND 2,5,20 340,818 0 80,074
SYSCO CORP COM 871829107 1,666,221 24,958,371 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,468,967 392,108 2,097,296
SYSTEMAX INC COM 871851101 6,107 269,725 SH   DFND 2,5,8,20 233,351 0 36,374
T MOBILE US INC COM 872590104 505,223 7,311,473 SH   DFND 2,5,6,8,10,12,13,19,20 6,293,773 224,599 793,101
ATARA BIOTHERAPEUTICS INC COM 046513107 67,338 1,694,026 SH   DFND 2,5,8,20 1,561,301 0 132,725
T2 BIOSYSTEMS INC COM 89853L104 1,274 484,592 SH   DFND 2,20 390,392 0 94,200
TABLEAU SOFTWARE INC CL A 87336U105 181,542 1,426,321 SH   DFND 2,5,6,8,10,12,13,19,20 1,335,736 800 89,785
TABULA RASA HEALTHCARE INC COM 873379101 27,353 484,803 SH   DFND 2,5,8,20 428,782 0 56,021
TACTILE SYS TECHNOLOGY INC COM 87357P100 32,429 615,121 SH   DFND 2,5,8,20 557,985 0 57,136
TAILORED BRANDS INC COM 87403A107 12,708 1,620,871 SH   DFND 2,5,8,20 1,465,573 1,769 153,529
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 168,735 4,119,527 SH   DFND 1,2,5,8,10,13,19,20 3,581,086 0 538,441
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 459,220 4,866,164 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,363,303 59,629 443,232
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,931 94,816 SH   DFND 1,5,20 94,816 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 262,584 7,277,840 SH   DFND 2,5,8,10,11,12,13,19,20 5,810,024 176,600 1,291,216
TALEND S A ADS 874224207 4,419 87,379 SH   DFND 2 28,879 0 58,500
ATHENE HLDG LTD CL A G0684D107 161,918 3,968,590 SH   DFND 2,5,6,8,10,12,13,19,20 3,252,883 186,259 529,448
TALLGRASS ENERGY LP CLASS A SHS 874696107 6,512 259,025 SH   DFND 5,8,20 223,663 2,000 33,362
TALOS ENERGY INC COM 87484T108 13,121 493,997 SH   DFND 2,5,8,20 438,136 0 55,861
TANDEM DIABETES CARE INC COM NEW 875372203 78,541 1,236,871 SH   DFND 2,5,8,13,20 1,075,409 0 161,462
TANGER FACTORY OUTLET CTRS I COM 875465106 389,302 18,555,884 SH   DFND 2,5,6,8,10,11,12,20 18,142,485 21,042 392,357
TAPESTRY INC COM 876030107 431,903 13,167,333 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,274,651 262,686 1,629,996
TARENA INTL INC SPONSORED ADS 876108101 702 129,293 SH   DFND 2,5,20 128,016 0 1,277
TARGA RES CORP COM 87612G101 222,399 5,352,575 SH   DFND 2,5,6,8,10,12,13,19,20 4,569,979 115,805 666,791
TARGET CORP COM 87612E106 3,693,411 46,018,079 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 24,962,997 18,197,743 2,857,339
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 424 3,924 SH   DFND 5,8,10,20 3,608 316 0
TATA MTRS LTD SPONSORED ADR 876568502 31,937 2,542,757 SH   DFND 1,2,5,8,13,19,20 2,434,714 0 108,043
ATHENEX INC COM 04685N103 17,255 1,408,549 SH   DFND 2,5,8,20 1,276,293 0 132,256
TAUBMAN CTRS INC COM 876664103 145,747 2,756,177 SH   DFND 2,5,6,8,10,11,13,20 2,598,078 13,873 144,226
TAYLOR MORRISON HOME CORP CL A 87724P106 53,880 3,035,485 SH   DFND 2,5,8,20 2,671,361 1,500 362,624
TCF FINL CORP COM 872275102 146,254 7,068,827 SH   DFND 2,5,6,8,11,13,20 6,862,740 1,352 204,735
TD AMERITRADE HLDG CORP COM 87236Y108 297,151 5,944,204 SH   DFND 2,5,6,8,10,12,13,19,20 5,029,563 264,312 650,329
TE CONNECTIVITY LTD REG SHS H84989104 994,395 12,314,468 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,954,689 241,236 1,118,543
TEAM INC COM 878155100 14,399 822,778 SH   DFND 2,5,8,20 731,153 573 91,052
TECH DATA CORP COM 878237106 130,585 1,275,124 SH   DFND 2,5,6,8,11,12,13,20 1,134,560 315 140,249
TECHNIPFMC PLC COM G87110105 558,185 23,604,620 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,206,997 167,247 5,230,376
TECHTARGET INC COM 87874R100 9,242 568,038 SH   DFND 2,5,8,20 509,589 0 58,449
TECK RESOURCES LTD CL B 878742204 1,091 47,068 SH   DFND 5,8,20 47,068 0 0
ATHERSYS INC COM 04744L106 2,823 1,881,697 SH   DFND 2,20 1,539,418 0 342,279
TEEKAY CORPORATION COM Y8564W103 4,269 1,089,067 SH   DFND 2,5,20 900,998 0 188,069
TEEKAY TANKERS LTD CL A Y8565N102 2,910 2,999,233 SH   DFND 2,5,20 2,484,111 0 515,122
TEGNA INC COM 87901J105 138,580 9,782,305 SH   DFND 2,5,6,8,11,12,13,19,20 9,092,680 5,029 684,596
TEJON RANCH CO COM 879080109 7,182 408,050 SH   DFND 2,5,8,20 342,840 936 64,274
TELADOC HEALTH INC COM 87918A105 76,298 1,372,270 SH   DFND 2,5,8,13,19,20 1,089,533 650 282,087
TELARIA INC COM 879181105 4,290 676,684 SH   DFND 2,20 549,684 0 127,000
TELEDYNE TECHNOLOGIES INC COM 879360105 270,765 1,142,420 SH   DFND 2,5,6,8,11,12,13,19,20 1,055,700 488 86,232
TELEFLEX INC COM 879369106 575,308 1,903,985 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,774,209 29,840 99,936
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 21,146 1,649,309 SH   DFND 1,2,5,10,19,20 1,397,384 198,604 53,321
TELEFONICA S A SPONSORED ADR 879382208 441 52,769 SH   DFND 1,20 52,769 0 0
ATKORE INTL GROUP INC COM 047649108 18,115 841,361 SH   DFND 2,5,8,20 689,858 0 151,503
TELENAV INC COM 879455103 3,297 543,207 SH   DFND 2,5,20 458,460 0 84,747
TELEPHONE & DATA SYS INC COM NEW 879433829 194,363 6,324,877 SH   DFND 2,5,6,8,11,12,13,20 6,182,172 2,647 140,058
TELIGENT INC NEW COM 87960W104 911 785,396 SH   DFND 2,5,20 669,689 0 115,707
TELLURIAN INC NEW COM 87968A104 31,852 2,843,947 SH   DFND 2,5,8,20 2,583,966 0 259,981
TELUS CORP COM 87971M103 3,506 124,681 SH   DFND 6 124,681 0 0
TEMPUR SEALY INTL INC COM 88023U101 69,526 1,205,585 SH   DFND 2,5,6,8,11,13,19,20 1,142,308 1,172 62,105
TENABLE HLDGS INC COM 88025T102 15,634 493,810 SH   DFND 2,20 407,507 0 86,303
TENARIS S A SPONSORED ADS 88031M109 2,346 83,059 SH   DFND 1,20 83,059 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 25,085 1,385,900 SH   DFND 2,5,8,10,11,19,20 1,385,900 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 83,471 2,894,293 SH   DFND 1,2,5,6,8,11,12,20 2,595,974 2,081 296,238
ATLANTIC CAP BANCSHARES INC COM 048269203 11,039 619,136 SH   DFND 2,5,8,20 538,000 0 81,136
TENNANT CO COM 880345103 31,543 508,015 SH   DFND 2,5,8,20 451,998 278 55,739
TENNECO INC CL A VTG COM STK 880349105 25,183 1,136,424 SH   DFND 2,5,8,12,13,20 955,633 623 180,168
TERADATA CORP DEL COM 88076W103 128,742 2,949,410 SH   DFND 1,2,5,6,8,11,13,19,20 2,792,053 1,664 155,693
TERADYNE INC COM 880770102 174,302 4,375,040 SH   DFND 2,5,6,8,11,13,19,20 4,141,731 2,174 231,135
TERADYNE INC NOTE 1.250%12/1 880770AG7 19,260 13,740,000 SH   DFND 2,5 13,740,000 0 0
TEREX CORP NEW COM 880779103 52,383 1,630,348 SH   DFND 2,5,6,8,11,12,13,20 1,536,046 695 93,607
TERNIUM SA SPONSORED ADS 880890108 6,908 253,785 SH   DFND 5,13,20 244,256 0 9,529
TERRAFORM PWR INC COM CL A 88104R209 20,348 1,480,956 SH   DFND 2,5,8,20 1,256,136 0 224,820
TERRENO RLTY CORP COM 88146M101 75,623 1,788,699 SH   DFND 2,5,8,10,20 1,531,280 13,552 243,867
TERRITORIAL BANCORP INC COM 88145X108 5,559 206,590 SH   DFND 2,5,6,13,20 179,295 0 27,295
ATLANTIC PWR CORP COM NEW 04878Q863 5,419 2,150,585 SH   DFND 2,5,20 1,800,924 0 349,661
TESLA INC COM 88160R101 795,902 2,843,930 SH   DFND 2,5,6,8,10,12,13,19,20 2,442,551 71,795 329,584
TESLA INC NOTE 1.250% 3/0 88160RAC5 42,059 40,980,000 SH   DFND 2,5 40,980,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 32,506 29,675,000 SH   DFND 2,5 29,675,000 0 0
TETRA TECH INC NEW COM 88162G103 95,033 1,594,782 SH   DFND 2,5,8,19,20 1,415,220 1,372 178,190
TETRA TECHNOLOGIES INC DEL COM 88162F105 8,019 3,426,929 SH   DFND 2,5,8,20 2,996,992 3,561 426,376
TETRAPHASE PHARMACEUTICALS I COM 88165N105 1,469 1,095,945 SH   DFND 2,5,20 963,850 0 132,095
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 12,337 13,292,000 SH   DFND 2,5 13,292,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 166,560 10,622,421 SH   DFND 1,2,5,6,8,10,12,13,19,20 9,743,787 122,173 756,461
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 138,165 2,530,957 SH   DFND 2,5,6,8,11,13,20 2,465,566 800 64,591
TEXAS INSTRS INC COM 882508104 4,182,962 39,435,867 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 34,046,896 1,155,456 4,233,515
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,602,728 26,148,824 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,654,452 811,466 2,682,906
ATLANTICA YIELD PLC SHS G0751N103 355 18,247 SH   DFND 2,5,20 18,247 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 8,192 10,589 SH   DFND 2,5,8,20 8,640 100 1,849
TEXAS ROADHOUSE INC COM 882681109 135,010 2,170,928 SH   DFND 2,5,6,8,11,13,20 1,889,379 800 280,749
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 4,080 422,787 SH   DFND 2,5,20 349,985 0 72,802
TEXTRON INC COM 883203101 528,513 10,428,387 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,584,877 135,452 708,058
TFS FINL CORP COM 87240R107 12,070 732,820 SH   DFND 2,5,6,8,13,20 645,212 0 87,608
TG THERAPEUTICS INC COM 88322Q108 26,347 3,276,966 SH   DFND 2,5,20 3,084,159 0 192,807
THE CHARLES SCHWAB CORPORATI COM 808513105 2,310,545 54,035,197 SH   DFND 2,5,6,8,10,11,12,13,19,20 48,704,768 659,886 4,670,543
THE TRADE DESK INC COM CL A 88339J105 134,968 681,830 SH   DFND 2,5,8,13,20 573,405 400 108,025
THERAPEUTICSMD INC COM 88338N107 21,211 4,355,538 SH   DFND 2,5,8,20 3,760,837 0 594,701
THERAVANCE BIOPHARMA INC COM G8807B106 20,488 903,754 SH   DFND 2,5,8,20 760,486 882 142,386
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 39,598 783,185 SH   DFND 2,5,8,20 708,484 0 74,701
THERMO FISHER SCIENTIFIC INC COM 883556102 4,494,035 16,407,096 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,548,416 280,913 1,577,767
THERMON GROUP HLDGS INC COM 88362T103 16,261 663,439 SH   DFND 2,5,8,20 551,876 0 111,563
THESTREET INC COM 88368Q103 27 11,468 SH   DFND 20 11,468 0 0
THIRD PT REINS LTD COM G8827U100 22,494 2,167,071 SH   DFND 2,5,8,20 1,903,434 0 263,637
THOMSON REUTERS CORP COM NEW 884903709 693 11,710 SH   DFND 20 2,178 9,532 0
THOR INDS INC COM 885160101 90,072 1,444,149 SH   DFND 2,5,6,8,11,13,19,20 1,219,810 3,845 220,494
TIDEWATER INC NEW COM 88642R109 14,541 627,052 SH   DFND 2,5,8,20 540,490 0 86,562
TIER REIT INC COM NEW 88650V208 64,304 2,243,691 SH   DFND 2,5,8,10,20 2,007,962 12,500 223,229
TIFFANY & CO NEW COM 886547108 493,072 4,647,433 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,110,840 116,968 419,625
TILE SHOP HLDGS INC COM 88677Q109 6,692 1,182,304 SH   DFND 2,5,8,20 1,067,853 0 114,451
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 64 25,856 SH   DFND 2,20 25,856 0 0
TILLYS INC CL A 886885102 3,832 344,288 SH   DFND 2,20 284,288 0 60,000
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 11,056 733,177 SH   DFND 2,10,20 613,670 67,769 51,738
TIMBERLAND BANCORP INC COM 887098101 2,981 106,534 SH   DFND 2,20 88,961 0 17,573
TIMKEN CO COM 887389104 91,880 2,106,362 SH   DFND 2,5,6,8,11,12,13,20 1,697,270 1,191 407,901
TIMKENSTEEL CORP COM 887399103 15,871 1,461,408 SH   DFND 2,5,8,20 1,331,338 1,545 128,525
TIPTREE INC COM 88822Q103 2,741 430,571 SH   DFND 2,20 353,101 0 77,470
TITAN INTL INC ILL COM 88830M102 8,233 1,377,838 SH   DFND 2,5,8,20 1,222,954 1,227 153,657
TITAN MACHY INC COM 88830R101 5,694 365,954 SH   DFND 2,5,8,20 297,404 0 68,550
TIVITY HEALTH INC COM 88870R102 26,769 1,524,440 SH   DFND 2,5,8,20 1,372,854 1,282 150,304
TIVO CORP COM 88870P106 33,639 3,609,326 SH   DFND 2,5,8,20 3,194,262 1,794 413,270
ATLASSIAN CORP PLC CL A G06242104 122,185 1,087,154 SH   DFND 2,5,6,8,10,12,13,19,20 1,018,265 0 68,889
TJX COS INC NEW COM 872540109 3,132,021 58,861,515 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,343,062 1,870,505 5,647,948
TOCAGEN INC COM 888846102 3,384 311,353 SH   DFND 2,13,20 258,866 0 52,487
TOLL BROTHERS INC COM 889478103 157,048 4,338,351 SH   DFND 2,5,6,8,11,12,13,19,20 4,147,560 5,926 184,865
TOMPKINS FINANCIAL CORPORATI COM 890110109 29,961 393,866 SH   DFND 2,5,8,20 345,749 0 48,117
TOOTSIE ROLL INDS INC COM 890516107 22,164 595,175 SH   DFND 2,5,6,8,11,20 538,520 728 55,927
TOPBUILD CORP COM 89055F103 73,266 1,130,304 SH   DFND 2,5,8,20 980,007 340 149,957
TORCHLIGHT ENERGY RES INC COM 89102U103 25 15,300 SH   DFND 20 15,300 0 0
TORCHMARK CORP COM 891027104 437,159 5,334,459 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,627,490 114,257 592,712
TORO CO COM 891092108 182,804 2,646,896 SH   DFND 2,5,6,8,11,13,19,20 2,502,500 2,072 142,324
TORONTO DOMINION BK ONT COM NEW 891160509 525 9,666 SH   DFND 20 9,666 0 0
ATMOS ENERGY CORP COM 049560105 835,858 8,120,641 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,678,648 116,305 325,688
TOTAL S A SPONSORED ADS 89151E109 275 4,884 SH   DFND 20 4,884 0 0
TOTAL SYS SVCS INC COM 891906109 620,433 6,521,340 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,721,123 109,590 690,627
TOWER INTL INC COM 891826109 9,197 437,328 SH   DFND 2,5,8,20 342,193 1,600 93,535
TOWN SPORTS INTL HLDGS INC COM 89214A102 1,163 244,347 SH   DFND 2,20 204,047 0 40,300
TOWNEBANK PORTSMOUTH VA COM 89214P109 32,471 1,303,550 SH   DFND 2,5,8,20 1,091,388 1,500 210,662
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5,108 43,279 SH   DFND 1,2,20 43,279 0 0
TPG RE FIN TR INC COM 87266M107 16,555 826,351 SH   DFND 2,5,6,8,20 705,558 0 120,793
TPI COMPOSITES INC COM 87266J104 8,314 290,501 SH   DFND 2,5,8,20 238,583 0 51,918
TRACTOR SUPPLY CO COM 892356106 531,633 5,438,147 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,733,130 199,758 505,259
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 10 11,625 SH   DFND 20 11,625 0 0
ATN INTL INC COM 00215F107 18,976 335,496 SH   DFND 2,5,8,20 301,994 0 33,502
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 717 22,941 SH   DFND 2,20 20,001 0 2,940
TRANSDIGM GROUP INC COM 893641100 966,658 2,129,249 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,845,929 45,311 238,009
TRANSENTERIX INC COM NEW 89366M201 16,520 6,941,150 SH   DFND 2,5,8,20 6,429,261 0 511,889
TRANSLATE BIO INC COM 89374L104 3,186 312,650 SH   DFND 2,20 255,250 0 57,400
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 25,387 22,725,000 SH   DFND 2,5 22,725,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 118,141 13,563,783 SH   DFND 2,5,6,8,11,13,20 12,866,503 0 697,280
TRANSUNION COM 89400J107 251,462 3,762,155 SH   DFND 2,5,6,8,10,12,13,19,20 3,237,975 115,955 408,225
TRAVELCENTERS AMER LLC COM 894174101 90 21,846 SH   DFND 2 21,846 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,408,421 17,559,206 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,731,374 270,304 6,557,528
TRAVELPORT WORLDWIDE LTD SHS G9019D104 57,714 3,669,071 SH   DFND 2,5,6,8,20 3,262,303 3,300 403,468
ATRICURE INC COM 04963C209 25,552 953,781 SH   DFND 2,5,8,20 840,177 0 113,604
TRAVELZOO COM NEW 89421Q205 869 64,870 SH   DFND 2,20 54,070 0 10,800
TRECORA RES COM 894648104 3,527 388,033 SH   DFND 2,5,20 333,678 0 54,355
TREDEGAR CORP COM 894650100 12,287 755,600 SH   DFND 2,5,8,20 673,934 1,576 80,090
TREEHOUSE FOODS INC COM 89469A104 97,433 1,509,424 SH   DFND 2,5,6,8,11,12,13,20 1,322,985 1,371 185,068
TREVENA INC COM 89532E109 150 96,176 SH   DFND 2,20 96,176 0 0
TREX CO INC COM 89531P105 126,386 2,054,385 SH   DFND 2,5,6,8,11,13,19,20 1,864,018 600 189,767
TRI POINTE GROUP INC COM 87265H109 67,004 5,300,983 SH   DFND 2,5,6,8,11,20 4,845,901 4,064 451,018
TRIBUNE MEDIA CO CL A 896047503 53,919 1,168,603 SH   DFND 2,5,8,12,13,20 1,058,141 2,000 108,462
TRIBUNE PUBG CO NEW COM 89609W107 4,299 364,624 SH   DFND 2,5,20 301,282 0 63,342
TRICIDA INC COM 89610F101 12,440 322,123 SH   DFND 2,5,8,20 271,374 0 50,749
ATRION CORP COM 049904105 36,513 41,554 SH   DFND 2,5,8,20 37,117 0 4,437
TRICO BANCSHARES COM 896095106 20,380 518,705 SH   DFND 2,5,8,20 443,614 0 75,091
TRIMAS CORP COM NEW 896215209 30,278 1,001,573 SH   DFND 2,5,8,20 768,936 1,700 230,937
TRIMBLE INC COM 896239100 338,629 8,381,901 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,420,219 163,025 798,657
TRINET GROUP INC COM 896288107 51,983 870,150 SH   DFND 2,5,8,19,20 732,103 0 138,047
TRINITY BIOTECH PLC SPON ADR NEW 896438306 335 117,590 SH   DFND 1 117,590 0 0
TRINITY INDS INC COM 896522109 89,132 4,101,778 SH   DFND 2,5,6,8,11,13,20 3,292,129 2,358 807,291
TRINITY PL HLDGS INC COM 89656D101 1,273 318,306 SH   DFND 2,20 264,627 0 53,679
TRINSEO S A SHS L9340P101 40,544 895,006 SH   DFND 2,5,8,10,20 746,186 13,466 135,354
TRIPADVISOR INC COM 896945201 239,211 4,649,386 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,977,642 75,551 596,193
TRIPLE-S MGMT CORP CL B 896749108 12,327 540,187 SH   DFND 2,5,8,20 458,929 0 81,258
ATTUNITY LTD SHS NEW M15332121 343 14,630 SH   DFND 2 14,630 0 0
TRISTATE CAP HLDGS INC COM 89678F100 13,904 680,587 SH   DFND 2,5,8,20 597,926 0 82,661
TRITON INTL LTD CL A G9078F107 33,957 1,091,874 SH   DFND 2,5,8,20 908,666 12,500 170,708
TRIUMPH BANCORP INC COM 89679E300 25,895 881,065 SH   DFND 2,5,8,20 806,939 0 74,126
TRIUMPH GROUP INC NEW COM 896818101 55,622 2,918,281 SH   DFND 2,5,8,20 2,742,098 1,902 174,281
TRONOX HOLDINGS PLC SHS G9087Q102 23,567 1,792,147 SH   DFND 2,5,20 1,792,147 0 0
TRUEBLUE INC COM 89785X101 27,399 1,159,026 SH   DFND 2,5,8,20 1,022,352 1,702 134,972
TRUECAR INC COM 89785L107 12,386 1,865,327 SH   DFND 2,5,8,20 1,582,953 0 282,374
TRUPANION INC COM 898202106 18,169 554,960 SH   DFND 2,5,8,20 426,251 0 128,709
TRUSTCO BK CORP N Y COM 898349105 21,008 2,683,804 SH   DFND 2,5,8,20 2,386,002 5,900 291,902
TRUSTMARK CORP COM 898402102 104,846 3,117,624 SH   DFND 2,5,6,8,11,20 2,908,128 2,295 207,201
AU OPTRONICS CORP SPONSORED ADR 002255107 6,290 1,727,894 SH   DFND 2,5,19,20 1,647,637 0 80,257
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 336 108,246 SH   DFND 2,20 108,246 0 0
TTEC HLDGS INC COM 89854H102 15,162 415,031 SH   DFND 2,5,8,20 365,504 0 49,527
TTM TECHNOLOGIES INC COM 87305R109 33,757 2,877,873 SH   DFND 2,5,8,20 2,456,065 700 421,108
TUCOWS INC COM NEW 898697206 14,881 183,307 SH   DFND 2,5,8,20 154,799 0 28,508
TUESDAY MORNING CORP COM NEW 899035505 142 66,906 SH   DFND 2,20 66,906 0 0
TUNIU CORP SPONSORED ADS A 89977P106 727 151,364 SH   DFND 2,20 151,364 0 0
TUPPERWARE BRANDS CORP COM 899896104 40,432 1,564,207 SH   DFND 2,5,6,8,11,13,19,20 1,396,020 765 167,422
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 378 70,507 SH   DFND 20 70,507 0 0
TURNING PT BRANDS INC COM 90041L105 7,194 155,939 SH   DFND 2,20 133,560 0 22,379
TURQUOISE HILL RES LTD COM 900435108 106 63,600 SH   DFND 5,20 63,600 0 0
ACCO BRANDS CORP COM 00081T108 18,806 2,196,933 SH   DFND 2,5,8,20 1,864,137 77 332,719
AUBURN NATL BANCORP COM 050473107 1,313 33,289 SH   DFND 2,20 27,662 0 5,627
TURTLE BEACH CORP COM NEW 900450206 1,761 155,038 SH   DFND 2,5,20 135,238 0 19,800
TUTOR PERINI CORP COM 901109108 13,270 775,092 SH   DFND 2,5,8,12,20 645,682 800 128,610
TWILIO INC CL A 90138F102 146,426 1,133,507 SH   DFND 2,5,8,13,19,20 1,012,057 900 120,550
TWIN DISC INC COM 901476101 2,192 131,644 SH   DFND 2,20 107,228 0 24,416
TWIST BIOSCIENCE CORP COM 90184D100 1,539 66,382 SH   DFND 2,20 54,082 0 12,300
TWITTER INC COM 90184L102 1,038,711 31,590,979 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,177,107 480,551 2,933,321
TWITTER INC NOTE 0.250% 9/1 90184LAB8 27,410 27,850,000 SH   DFND 2,5 27,850,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 26,328 27,950,000 SH   DFND 2,5 27,950,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 51,742 3,696,898 SH   DFND 2,5,6,8,13,20 3,327,816 5,727 363,355
TYLER TECHNOLOGIES INC COM 902252105 186,754 913,668 SH   DFND 2,5,6,8,11,13,19,20 862,483 428 50,757
AUDENTES THERAPEUTICS INC COM 05070R104 54,060 1,385,442 SH   DFND 2,5,8,20 1,279,183 0 106,259
TYME TECHNOLOGIES INC COM 90238J103 2,851 1,620,057 SH   DFND 2,20 1,308,157 0 311,900
TYSON FOODS INC CL A 902494103 960,589 13,835,365 SH   DFND 2,5,6,8,10,12,13,19,20 12,007,825 206,201 1,621,339
U S CONCRETE INC COM NEW 90333L201 18,408 444,414 SH   DFND 2,5,8,20 393,126 0 51,288
U S G CORP COM NEW 903293405 64,048 1,479,160 SH   DFND 2,5,8,13,19,20 1,372,645 739 105,776
U S PHYSICAL THERAPY INC COM 90337L108 40,909 388,507 SH   DFND 2,5,8,20 344,823 300 43,384
U S SILICA HLDGS INC COM 90346E103 48,253 2,769,965 SH   DFND 2,5,8,13,20 2,520,084 2,100 247,781
U S WELL SVCS INC CL A 91274U101 88 11,000 SH   DFND 20 11,000 0 0
UBIQUITI NETWORKS INC COM 90347A100 33,943 226,722 SH   DFND 2,5,8,19,20 203,517 300 22,905
UBS GROUP AG SHS H42097107 176,679 14,589,485 SH   DFND 20 534 0 14,588,951
UDR INC COM 902653104 828,304 18,220,502 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,531,892 235,967 1,452,643
AUDIOCODES LTD ORD M15342104 343 24,800 SH   DFND 20 24,800 0 0
UFP TECHNOLOGIES INC COM 902673102 4,428 118,389 SH   DFND 2,20 100,770 0 17,619
UGI CORP NEW COM 902681105 509,360 9,148,966 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,215,194 240,905 692,867
ULTA BEAUTY INC COM 90384S303 850,083 2,437,654 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,144,691 78,310 214,653
ULTIMATE SOFTWARE GROUP INC COM 90385D107 243,516 737,636 SH   DFND 2,5,6,8,11,13,19,20 696,756 347 40,533
ULTRA CLEAN HLDGS INC COM 90385V107 13,102 1,265,885 SH   DFND 2,5,8,20 1,133,980 0 131,905
ULTRA PETROLEUM CORP COM NEW 903914208 2,419 3,964,887 SH   DFND 2,5,20 3,399,632 0 565,255
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 133,290 1,921,711 SH   DFND 2,5,8,13,19,20 1,757,159 900 163,652
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 17,543 1,468,033 SH   DFND 2,10,13,19,20 1,277,255 153,030 37,748
UMB FINL CORP COM 902788108 129,152 2,007,417 SH   DFND 2,5,6,8,11,13,20 1,747,317 308 259,792
UMH PPTYS INC COM 903002103 10,129 719,393 SH   DFND 2,5,8,20 606,634 0 112,759
AUTODESK INC COM 052769106 1,330,538 8,538,945 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,586,888 117,885 834,172
UMPQUA HLDGS CORP COM 904214103 160,627 9,613,428 SH   DFND 2,5,6,8,11,12,13,20 9,328,935 2,162 282,331
UNDER ARMOUR INC CL A 904311107 179,861 8,508,100 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,759,024 98,915 1,650,161
UNDER ARMOUR INC CL C 904311206 146,050 7,739,796 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,726,347 100,766 912,683
UNIFI INC COM NEW 904677200 8,970 463,574 SH   DFND 2,5,8,20 407,853 843 54,878
UNIFIRST CORP MASS COM 904708104 69,134 450,383 SH   DFND 2,5,8,20 392,360 143 57,880
UNILEVER N V N Y SHS NEW 904784709 784 13,443 SH   DFND 1,20 13,443 0 0
UNILEVER PLC SPON ADR NEW 904767704 4,750 82,297 SH   DFND 1,20 82,297 0 0
UNION BANKSHARES CORP NEW COM 90539J109 76,337 2,361,194 SH   DFND 2,5,8,20 2,077,244 1,600 282,350
UNION BANKSHARES INC COM 905400107 2,472 54,658 SH   DFND 2,20 44,390 0 10,268
UNION PACIFIC CORP COM 907818108 5,060,057 30,263,498 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,328,013 806,618 3,128,867
AUTOHOME INC SP ADR RP CL A 05278C107 146,863 1,397,096 SH   DFND 2,5,8,10,11,12,13,19,20 1,143,988 31,500 221,608
UNIQURE NV SHS N90064101 2,851 47,799 SH   DFND 2,5,8,20 46,699 0 1,100
UNISYS CORP COM NEW 909214306 18,973 1,625,823 SH   DFND 2,5,8,20 1,454,519 1,550 169,754
UNIT CORP COM 909218109 23,865 1,675,939 SH   DFND 2,5,8,20 1,506,175 843 168,921
UNITED BANKSHARES INC WEST V COM 909907107 350,183 9,574,455 SH   DFND 2,5,6,8,11,13,20 9,262,369 1,845 310,241
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 84,631 3,373,336 SH   DFND 2,5,8,20 3,072,501 2,129 298,706
UNITED CMNTY FINL CORP OHIO COM 909839102 9,602 1,026,955 SH   DFND 2,5,20 828,861 0 198,094
UNITED CONTL HLDGS INC COM 910047109 659,758 8,269,718 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,240,720 99,656 929,342
UNITED FINL BANCORP INC NEW COM 910304104 16,812 1,171,593 SH   DFND 2,5,8,20 958,559 0 213,034
UNITED FIRE GROUP INC COM 910340108 26,607 608,721 SH   DFND 2,5,8,20 543,421 0 65,300
UNITED INS HLDGS CORP COM 910710102 9,107 572,782 SH   DFND 2,5,8,20 510,783 0 61,999
AUTOLIV INC COM 052800109 81,222 1,104,608 SH   DFND 2,5,6,8,10,12,13,19,20 827,505 110,604 166,499
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 9,946 5,290,585 SH   DFND 2,5,20 5,101,160 0 189,425
UNITED NAT FOODS INC COM 911163103 21,077 1,594,357 SH   DFND 2,5,8,12,20 1,421,122 256 172,979
UNITED PARCEL SERVICE INC CL B 911312106 3,160,327 28,282,866 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 24,924,389 477,399 2,881,078
UNITED RENTALS INC COM 911363109 620,157 5,428,068 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,891,438 85,457 451,173
UNITED SECURITY BANCSHARES C COM 911460103 2,054 193,776 SH   DFND 2,20 155,853 0 37,923
UNITED STATES ANTIMONY CORP COM 911549103 11 24,057 SH   DFND 20 24,057 0 0
UNITED STATES CELLULAR CORP COM 911684108 10,714 233,372 SH   DFND 2,5,8,20 211,269 0 22,103
UNITED STATES LIME & MINERAL COM 911922102 3,215 41,691 SH   DFND 2,5,6,20 34,667 0 7,024
UNITED STATES STL CORP NEW COM 912909108 103,857 5,328,753 SH   DFND 1,2,5,6,11,12,13,20 5,114,130 1,861 212,762
UNITED TECHNOLOGIES CORP COM 913017109 11,614,247 90,109,757 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 31,188,947 50,657,348 8,263,462
AUTOMATIC DATA PROCESSING IN COM 053015103 3,098,809 19,308,414 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 16,932,438 524,868 1,851,108
UNITED THERAPEUTICS CORP DEL COM 91307C102 260,789 2,221,938 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,920,731 62,887 238,320
UNITEDHEALTH GROUP INC COM 91324P102 11,507,557 46,540,311 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,120,434 1,044,848 9,375,029
UNITI GROUP INC COM 91325V108 49,058 4,364,767 SH   DFND 2,5,6,8,11,13,20 4,137,163 3,741 223,863
UNITIL CORP COM 913259107 18,718 345,536 SH   DFND 2,5,8,13,19,20 298,331 0 47,205
UNITY BANCORP INC COM 913290102 2,299 121,791 SH   DFND 2,20 102,715 0 19,076
UNITY BIOTECHNOLOGY INC COM 91381U101 3,391 418,066 SH   DFND 2,20 343,666 0 74,400
UNIVAR INC COM 91336L107 41,280 1,862,796 SH   DFND 2,5,8,12,13,20 1,687,957 2,000 172,839
UNIVERSAL CORP VA COM 913456109 50,149 870,193 SH   DFND 2,5,8,20 806,441 912 62,840
UNIVERSAL DISPLAY CORP COM 91347P105 164,689 1,077,453 SH   DFND 2,5,6,8,11,13,19,20 1,018,753 1,010 57,690
UNIVERSAL ELECTRS INC COM 913483103 14,559 391,907 SH   DFND 2,5,8,20 347,709 436 43,762
AUTONATION INC COM 05329W102 55,786 1,561,745 SH   DFND 2,5,6,8,11,12,13,20 1,488,409 2,292 71,044
UNIVERSAL FST PRODS INC COM 913543104 53,960 1,805,274 SH   DFND 2,5,8,20 1,538,668 651 265,955
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 50,390 665,570 SH   DFND 2,5,8,10,20 605,551 3,300 56,719
UNIVERSAL HLTH SVCS INC CL B 913903100 508,038 3,797,844 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,349,922 83,981 363,941
UNIVERSAL INS HLDGS INC COM 91359V107 28,668 924,760 SH   DFND 2,5,8,20 807,758 8,300 108,702
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,822 143,374 SH   DFND 2,20 117,854 0 25,520
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,856 112,016 SH   DFND 2,20 91,016 0 21,000
UNIVERSAL TECHNICAL INST INC COM 913915104 43 12,718 SH   DFND 20 12,718 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 17,708 718,403 SH   DFND 2,5,8,20 625,756 0 92,647
UNUM GROUP COM 91529Y106 349,051 10,317,785 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,217,541 214,791 885,453
UNUM THERAPEUTICS INC COM 903214104 946 215,459 SH   DFND 2,20 157,759 0 57,700
AUTOZONE INC COM 053332102 1,190,735 1,162,691 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,014,584 21,333 126,774
UPLAND SOFTWARE INC COM 91544A109 14,316 337,958 SH   DFND 2,8,20 287,086 0 50,872
UPWORK INC COM 91688F104 4,608 240,755 SH   DFND 2,20 205,115 0 35,640
UQM TECHNOLOGIES INC COM 903213106 26 15,978 SH   DFND 20 15,978 0 0
URANIUM ENERGY CORP COM 916896103 3,861 2,757,976 SH   DFND 2,5,20 2,231,390 0 526,586
URBAN EDGE PPTYS COM 91704F104 111,596 5,873,479 SH   DFND 2,5,6,8,10,11,13,20 5,366,034 28,792 478,653
URBAN ONE INC CL D NON VTG 91705J204 35 17,372 SH   DFND 20 17,372 0 0
URBAN OUTFITTERS INC COM 917047102 69,238 2,335,955 SH   DFND 2,5,6,8,11,12,13,19,20 2,234,252 1,466 100,237
UROGEN PHARMA LTD COM M96088105 2,839 76,867 SH   DFND 2,8,20 61,467 0 15,400
URSTADT BIDDLE PPTYS INC CL A 917286205 25,581 1,239,387 SH   DFND 2,5,8,10,20 1,105,253 7,100 127,034
US BANCORP DEL COM NEW 902973304 3,227,251 66,461,798 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 58,777,359 1,097,455 6,586,984
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 128 89,192 SH   DFND 1 89,192 0 0
US ECOLOGY INC COM 91732J102 34,723 620,280 SH   DFND 2,5,8,20 547,102 0 73,178
US FOODS HLDG CORP COM 912008109 103,421 2,962,507 SH   DFND 2,5,8,12,13,20 2,682,682 3,700 276,125
US XPRESS ENTERPRISES INC COM CL A 90338N202 1,950 295,078 SH   DFND 2,20 241,555 0 53,523
USA TECHNOLOGIES INC COM NO PAR 90328S500 4,029 970,888 SH   DFND 2,5,20 811,718 0 159,170
USA TRUCK INC COM 902925106 1,740 120,510 SH   DFND 2,20 97,910 0 22,600
USANA HEALTH SCIENCES INC COM 90328M107 22,680 270,421 SH   DFND 2,5,6,8,20 215,924 0 54,497
UTAH MED PRODS INC COM 917488108 6,435 72,679 SH   DFND 2,5,20 63,223 0 9,456
UXIN LTD ADS 91818X108 195 51,500 SH   DFND 2 51,500 0 0
V F CORP COM 918204108 1,610,968 18,536,044 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,926,577 418,173 3,191,294
VAALCO ENERGY INC COM NEW 91851C201 62 27,558 SH   DFND 20 27,558 0 0
ACCURAY INC COM 004397105 11,504 2,411,725 SH   DFND 2,5,8,20 2,164,869 0 246,856
AVALARA INC COM 05338G106 26,388 472,994 SH   DFND 2,20 393,945 0 79,049
VAIL RESORTS INC COM 91879Q109 187,586 856,386 SH   DFND 2,5,6,8,10,12,13,19,20 722,892 26,172 107,322
VALE S A SPONSORED ADS 91912E105 205,763 15,755,174 SH   DFND 2,5,8,10,13,19,20 14,112,151 1,394,989 248,034
VALERO ENERGY CORP NEW COM 91913Y100 1,894,676 22,334,973 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,733,003 547,744 2,054,226
VALHI INC NEW COM 918905100 823 356,151 SH   DFND 2,20 305,189 0 50,962
VALLEY NATL BANCORP COM 919794107 145,962 15,060,445 SH   DFND 2,5,6,8,11,20 14,049,117 6,253 1,005,075
VALMONT INDS INC COM 920253101 69,974 536,304 SH   DFND 2,5,6,8,11,13,19,20 509,506 216 26,582
VALVOLINE INC COM 92047W101 87,534 4,716,283 SH   DFND 2,5,6,8,11,13,19,20 4,471,296 1,813 243,174
VANDA PHARMACEUTICALS INC COM 921659108 67,580 3,672,809 SH   DFND 2,5,8,20 3,505,173 0 167,636
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,409 22,600 SH   DFND 10 0 0 22,600
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 402,030 4,952,325 SH   DFND 1,2 4,952,325 0 0
AVALONBAY CMNTYS INC COM 053484101 1,885,744 9,324,697 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,427,445 125,758 771,494
VANGUARD INDEX FDS MID CAP ETF 922908629 215 1,335 SH   DFND 1 1,335 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 146,348 1,672,002 SH   DFND 1,2,10,20 1,659,002 13,000 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,648 21,762 SH   DFND 1 21,762 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 11,378 78,624 SH   DFND 1 78,624 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 16,533 329,676 SH   DFND 20 329,676 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 29,956 704,857 SH   DFND 1,20 695,179 9,678 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 84,732 1,286,545 SH   DFND 2,20 1,088,223 0 198,322
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,018 13,914 SH   DFND 1 13,914 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 328 3,781 SH   DFND 1 3,781 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 5,814 63,518 SH   DFND 12 63,518 0 0
AVANGRID INC COM 05351W103 38,966 767,624 SH   DFND 2,5,6,8,10,12,13,19,20 727,235 0 40,389
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,497 207,735 SH   DFND 1,20 159,653 7,817 40,265
VAPOTHERM INC COM 922107107 1,089 55,401 SH   DFND 2,20 43,401 0 12,000
VAREX IMAGING CORP COM 92214X106 46,424 1,370,254 SH   DFND 2,5,8,13,20 1,237,089 1,161 132,004
VARIAN MED SYS INC COM 92220P105 604,364 4,264,495 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,726,279 139,309 398,907
VARONIS SYS INC COM 922280102 35,757 599,652 SH   DFND 2,5,8,20 508,191 0 91,461
VBI VACCINES INC COM NEW 91822J103 165 88,400 SH   DFND 20 88,400 0 0
VECTOR GROUP LTD COM 92240M108 21,337 1,977,467 SH   DFND 2,5,6,8,20 1,737,368 1,625 238,474
VECTRUS INC COM 92242T101 6,373 239,662 SH   DFND 2,5,20 206,828 0 32,834
VEDANTA LTD SPONSORED ADR 92242Y100 17,789 1,684,581 SH   DFND 2,5,8,20 1,677,513 0 7,068
VEECO INSTRS INC DEL COM 922417100 14,942 1,378,388 SH   DFND 2,5,8,20 1,226,290 1,747 150,351
AVANOS MED INC COM 05350V106 82,228 1,926,616 SH   DFND 1,2,5,6,8,11,19,20 1,583,379 257 342,980
VEEVA SYS INC CL A COM 922475108 335,922 2,647,978 SH   DFND 2,5,6,8,10,12,13,19,20 2,206,820 67,049 374,109
VENATOR MATLS PLC SHS G9329Z100 570 101,462 SH   DFND 5,8,20 101,462 0 0
VENTAS INC COM 92276F100 1,570,397 24,311,373 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,061,555 279,189 1,970,629
VEON LTD SPONSORED ADR 91822M106 1,133 541,998 SH   DFND 2,5,8,10,20 541,998 0 0
VEONEER INCORPORATED COM 92336X109 6,296 275,303 SH   DFND 2,5,8,13,19,20 254,404 2,800 18,099
VERA BRADLEY INC COM 92335C106 8,309 627,070 SH   DFND 2,5,8,20 529,654 0 97,416
VERACYTE INC COM 92337F107 28,225 1,128,084 SH   DFND 2,20 1,043,291 0 84,793
VERASTEM INC COM 92337C104 3,696 1,248,741 SH   DFND 2,5,20 1,057,261 0 191,480
VEREIT INC COM 92339V100 345,744 40,649,387 SH   DFND 2,5,6,8,10,12,13,19,20 32,880,254 791,860 6,977,273
VEREIT INC NOTE 3.750%12/1 02917TAB0 9,042 8,975,000 SH   DFND 2 8,975,000 0 0
AVAYA HLDGS CORP COM 05351X101 38,056 2,261,212 SH   DFND 2,5,8,20 1,938,512 0 322,700
VERICEL CORP COM 92346J108 35,826 2,046,032 SH   DFND 2,5,8,20 1,916,531 0 129,501
VERINT SYS INC COM 92343X100 80,430 1,343,628 SH   DFND 2,5,8,19,20 1,139,784 400 203,444
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 12,554 11,385,000 SH   DFND 2,5 11,385,000 0 0
VERISIGN INC COM 92343E102 803,884 4,427,647 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,824,458 73,821 529,368
VERISK ANALYTICS INC COM 92345Y106 895,072 6,729,867 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,744,658 85,850 899,359
VERITEX HLDGS INC COM 923451108 40,533 1,673,549 SH   DFND 2,5,8,20 1,478,097 0 195,452
VERITIV CORP COM 923454102 9,518 361,619 SH   DFND 2,5,8,20 320,729 306 40,584
VERITONE INC COM 92347M100 534 102,784 SH   DFND 2,20 84,267 0 18,517
VERIZON COMMUNICATIONS INC COM 92343V104 9,547,652 161,468,828 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 135,627,778 3,072,405 22,768,645
VERRA MOBILITY CORP COM 92511U102 1,991 167,303 SH   DFND 2,20 167,303 0 0
AVEO PHARMACEUTICALS INC COM 053588109 1,487 1,813,505 SH   DFND 2,20 1,424,505 0 389,000
VERRICA PHARMACEUTICALS INC COM 92511W108 918 84,880 SH   DFND 2,20 72,180 0 12,700
VERSO CORP CL A 92531L207 17,873 834,384 SH   DFND 2,5,8,20 684,996 0 149,388
VERSUM MATLS INC COM 92532W103 136,084 2,704,913 SH   DFND 1,2,5,6,8,11,13,19,20 2,553,970 934 150,009
VERTEX PHARMACEUTICALS INC COM 92532F100 2,112,490 11,484,046 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,320,488 178,695 984,863
VERU INC COM 92536C103 19 12,708 SH   DFND 20 12,708 0 0
VIACOM INC NEW CL A 92553P102 1,146 35,112 SH   DFND 2,20 30,131 0 4,981
VIACOM INC NEW CL B 92553P201 503,377 17,811,006 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,269,804 421,706 2,119,496
VIAD CORP COM NEW 92552R406 33,078 586,587 SH   DFND 2,5,8,20 520,839 478 65,270
VIASAT INC COM 92552V100 137,887 1,779,185 SH   DFND 2,5,6,8,11,12,13,19,20 1,605,209 427 173,549
VIAVI SOLUTIONS INC COM 925550105 81,825 6,609,481 SH   DFND 2,5,8,19,20 5,877,507 7,357 724,617
AVERY DENNISON CORP COM 053611109 466,227 4,125,902 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,441,366 95,161 589,375
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 14,664 13,025,000 SH   DFND 2,5 13,025,000 0 0
VICI PPTYS INC COM 925652109 238,726 10,770,388 SH   DFND 2,5,8,10,13,19,20 9,528,598 99,300 1,142,490
VICOR CORP COM 925815102 14,972 482,670 SH   DFND 2,5,8,20 425,270 0 57,400
VIEWRAY INC COM 92672L107 15,828 2,141,768 SH   DFND 2,5,8,20 1,960,642 0 181,126
VIKING THERAPEUTICS INC COM 92686J106 71,845 7,227,888 SH   DFND 2,5,8,20 7,038,100 0 189,788
VILLAGE SUPER MKT INC CL A NEW 927107409 5,941 217,379 SH   DFND 2,5,20 195,711 0 21,668
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 70,336 8,759,117 SH   DFND 2,5,8,10,11,12,13,19,20 6,801,784 407,200 1,550,133
VIRNETX HLDG CORP COM 92823T108 6,822 1,077,800 SH   DFND 2,5,20 938,903 0 138,897
VIRTU FINL INC CL A 928254101 14,073 592,541 SH   DFND 2,5,8,20 540,234 0 52,307
VIRTUS INVT PARTNERS INC COM 92828Q109 18,872 193,462 SH   DFND 2,5,8,20 171,769 0 21,693
AVID BIOSERVICES INC COM 05368M106 3,672 864,097 SH   DFND 2,5,20 712,499 0 151,598
VIRTUSA CORP COM 92827P102 43,380 811,597 SH   DFND 2,5,8,20 719,821 700 91,076
VISA INC COM CL A 92826C839 12,224,903 78,269,437 SH   DFND 2,5,6,8,10,11,12,13,19,20 63,751,843 1,922,575 12,595,019
VISHAY INTERTECHNOLOGY INC COM 928298108 80,729 4,370,830 SH   DFND 2,5,6,8,11,19,20 3,937,657 789 432,384
VISHAY PRECISION GROUP INC COM 92835K103 6,808 199,007 SH   DFND 2,5,20 164,242 0 34,765
VISTA OUTDOOR INC COM 928377100 12,752 1,591,955 SH   DFND 2,5,8,20 1,415,279 2,386 174,290
VISTEON CORP COM NEW 92839U206 51,085 758,493 SH   DFND 2,5,6,8,11,12,13,19,20 716,599 459 41,435
VISTRA ENERGY CORP COM 92840M102 221,556 8,511,565 SH   DFND 2,5,6,8,10,12,13,19,20 6,897,252 397,747 1,216,566
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 11,432 115,850 SH   DFND 2 115,850 0 0
VITAL THERAPIES INC COM 92847R104 77 389,259 SH   DFND 2,20 325,159 0 64,100
VITAMIN SHOPPE INC COM 92849E101 1,213 172,286 SH   DFND 2,20 172,286 0 0
AVID TECHNOLOGY INC COM 05367P100 3,971 533,036 SH   DFND 2,20 446,185 0 86,851
VIVEVE MED INC COM NEW 92852W204 11 11,200 SH   DFND 20 11,200 0 0
VIVINT SOLAR INC COM 92854Q106 2,725 548,310 SH   DFND 2,20 479,715 0 68,595
VMWARE INC CL A COM 928563402 343,442 1,902,619 SH   DFND 2,5,6,8,10,12,13,19,20 1,509,635 97,008 295,976
VOCERA COMMUNICATIONS INC COM 92857F107 19,002 600,750 SH   DFND 2,5,8,20 501,443 0 99,307
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1,060 58,316 SH   DFND 1,2,20 58,316 0 0
VONAGE HLDGS CORP COM 92886T201 64,973 6,471,405 SH   DFND 2,5,8,20 5,753,642 4,300 713,463
VORNADO RLTY TR SH BEN INT 929042109 760,206 11,272,330 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,217,056 129,190 926,084
VOXX INTL CORP CL A 91829F104 123 26,547 SH   DFND 2,20 26,547 0 0
VOYA FINL INC COM 929089100 241,168 4,827,219 SH   DFND 2,5,6,8,10,12,13,19,20 3,866,462 125,814 834,943
VOYAGER THERAPEUTICS INC COM 92915B106 7,237 378,095 SH   DFND 2,5,20 317,220 0 60,875
AVIS BUDGET GROUP INC COM 053774105 79,962 2,293,809 SH   DFND 2,5,6,8,11,12,13,20 2,061,937 1,388 230,484
VSE CORP COM 918284100 6,168 195,329 SH   DFND 2,5,8,20 170,974 0 24,355
VULCAN MATLS CO COM 929160109 662,733 5,597,407 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,913,451 70,606 613,350
VUZIX CORP COM NEW 92921W300 1,185 387,240 SH   DFND 2,20 321,040 0 66,200
W & T OFFSHORE INC COM 92922P106 29,223 4,235,235 SH   DFND 2,5,8,10,20 3,930,222 39,889 265,124
W P CAREY INC COM 92936U109 492,584 6,208,910 SH   DFND 2,5,6,8,10,12,13,19,20 5,398,758 131,053 679,099
WABASH NATL CORP COM 929566107 24,470 1,805,902 SH   DFND 2,5,8,20 1,523,604 2,200 280,098
WABCO HLDGS INC COM 92927K102 149,188 1,131,669 SH   DFND 2,5,6,8,10,12,13,19,20 908,334 52,556 170,779
WABTEC CORP COM 929740108 397,258 5,388,736 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,956,162 72,343 360,231
WADDELL & REED FINL INC CL A 930059100 40,034 2,315,463 SH   DFND 2,5,8,20 2,067,489 3,343 244,631
WAGEWORKS INC COM 930427109 41,851 1,108,342 SH   DFND 2,5,8,13,20 983,008 1,200 124,134
ACELRX PHARMACEUTICALS INC COM 00444T100 180 51,852 SH   DFND 2,20 51,852 0 0
AVISTA CORP COM 05379B107 77,100 1,898,069 SH   DFND 2,5,8,13,20 1,695,727 920 201,422
WAITR HLDGS INC COM 930752100 386 31,400 SH   DFND 20 31,400 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,832,057 44,761,457 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 34,945,065 615,366 9,201,026
WALKER & DUNLOP INC COM 93148P102 40,305 791,692 SH   DFND 2,5,8,20 706,349 0 85,343
WALMART INC COM 931142103 6,787,137 69,213,247 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 57,349,653 1,413,116 10,450,478
WARRIOR MET COAL INC COM 93627C101 58,191 1,914,189 SH   DFND 2,5,10,20 1,776,417 0 137,772
WASHINGTON FED INC COM 938824109 88,788 3,073,313 SH   DFND 2,5,6,8,11,20 2,811,321 1,029 260,963
WASHINGTON PRIME GROUP NEW COM 93964W108 54,921 9,720,617 SH   DFND 2,5,8,10,13,20 8,855,554 50,399 814,664
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 112,577 3,966,756 SH   DFND 2,5,8,10,12,13,20 3,611,095 20,587 335,074
WASHINGTON TR BANCORP COM 940610108 17,311 356,046 SH   DFND 2,5,8,20 252,138 0 103,908
WASTE CONNECTIONS INC COM 94106B101 218,366 2,464,906 SH   DFND 2,5,6,8,10,12,13,19,20 1,911,178 164,422 389,306
AVNET INC COM 053807103 159,172 3,670,091 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,494,973 20,115 155,003
WASTE MGMT INC DEL COM 94106L109 2,098,206 20,192,531 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,652,265 2,578,009 1,962,257
WATERS CORP COM 941848103 800,097 3,178,645 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,769,173 75,764 333,708
WATERSTONE FINL INC MD COM 94188P101 10,533 621,496 SH   DFND 2,5,6,8,20 543,538 0 77,958
WATSCO INC COM 942622200 115,046 803,341 SH   DFND 2,5,6,8,11,13,19,20 759,630 487 43,224
WATTS WATER TECHNOLOGIES INC CL A 942749102 69,514 860,109 SH   DFND 2,5,8,20 713,794 144 146,171
WAVE LIFE SCIENCES LTD SHS Y95308105 16,065 413,523 SH   DFND 2,5,8,20 350,707 0 62,816
WAYFAIR INC CL A 94419L101 179,170 1,206,938 SH   DFND 2,5,6,8,10,12,13,19,20 1,046,985 30,028 129,925
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 18,082 11,794,000 SH   DFND 2,5 11,794,000 0 0
WD-40 CO COM 929236107 68,841 406,288 SH   DFND 2,5,6,8,20 362,677 35 43,576
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 33,082 40,150,000 SH   DFND 2,5 40,150,000 0 0
AVON PRODS INC COM 054303102 15,553 5,290,247 SH   DFND 1,2,5,8,12,20 5,161,803 16,589 111,855
WEATHERFORD INTL PLC ORD SHS G48833100 16,615 23,803,158 SH   DFND 2,5,8,12,13,20 22,454,721 42,841 1,305,596
WEBSTER FINL CORP CONN COM 947890109 175,012 3,453,958 SH   DFND 2,5,6,8,11,13,20 3,334,249 5,974 113,735
WEC ENERGY GROUP INC COM 92939U106 1,297,040 16,401,621 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,565,230 197,653 1,638,738
WEIBO CORP SPONSORED ADR 948596101 72,794 1,174,282 SH   DFND 1,2,5,8,10,11,12,13,19,20 965,410 28,930 179,942
WEIGHT WATCHERS INTL INC NEW COM 948626106 24,684 1,225,023 SH   DFND 2,5,6,8,11,13,20 1,084,224 336 140,463
WEINGARTEN RLTY INVS SH BEN INT 948741103 184,246 6,273,277 SH   DFND 2,5,6,8,10,11,13,19,20 5,898,961 28,844 345,472
WEIS MKTS INC COM 948849104 12,717 311,627 SH   DFND 2,5,8,20 276,375 370 34,882
WELBILT INC COM 949090104 36,336 2,218,291 SH   DFND 2,5,8,20 1,545,513 886 671,892
WELLCARE HEALTH PLANS INC COM 94946T106 575,134 2,132,100 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,863,218 48,573 220,309
WELLS FARGO CO NEW COM 949746101 8,692,619 179,896,925 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 159,965,713 3,263,964 16,667,248
AVROBIO INC COM 05455M100 3,653 165,670 SH   DFND 2,20 135,070 0 30,600
WELLS FARGO CO NEW PERP PFD CNV A 949746804 135,503 104,624 SH   DFND 2 104,624 0 0
WELLTOWER INC COM 95040Q104 1,985,916 25,591,705 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,119,994 339,827 2,131,884
WENDYS CO COM 95058W100 83,735 4,680,574 SH   DFND 2,5,6,8,11,20 4,429,579 2,941 248,054
WERNER ENTERPRISES INC COM 950755108 54,374 1,592,206 SH   DFND 2,5,6,8,11,20 1,441,209 1,842 149,155
WESBANCO INC COM 950810101 42,385 1,058,063 SH   DFND 2,5,8,20 888,699 137 169,227
WESCO AIRCRAFT HLDGS INC COM 950814103 21,555 2,452,189 SH   DFND 2,5,8,20 2,230,475 0 221,714
WESCO INTL INC COM 95082P105 36,680 691,941 SH   DFND 2,5,8,12,13,20 631,227 361 60,353
WEST BANCORPORATION INC CAP STK 95123P106 6,071 293,574 SH   DFND 2,5,13,20 246,706 0 46,868
WEST PHARMACEUTICAL SVSC INC COM 955306105 252,310 2,289,560 SH   DFND 2,5,6,8,11,13,19,20 2,193,387 1,468 94,705
WESTAMERICA BANCORPORATION COM 957090103 59,294 959,457 SH   DFND 2,5,8,20 778,763 10 180,684
AVX CORP NEW COM 002444107 18,743 1,080,901 SH   DFND 2,5,8,20 909,079 1,140 170,682
WESTERN ALLIANCE BANCORP COM 957638109 128,372 3,127,968 SH   DFND 2,5,8,13,20 2,847,310 1,500 279,158
WESTERN ASSET MTG CAP CORP COM 95790D105 12,893 1,222,932 SH   DFND 2,5,8,20 1,035,896 3,510 183,526
WESTERN DIGITAL CORP COM 958102105 623,637 12,845,431 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,194,736 192,993 1,457,702
WESTERN NEW ENG BANCORP INC COM 958892101 5,156 558,638 SH   DFND 2,5,6,20 474,124 0 84,514
WESTERN UN CO COM 959802109 368,698 19,961,969 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 17,280,830 347,480 2,333,659
WESTLAKE CHEM CORP COM 960413102 62,966 927,883 SH   DFND 2,5,6,8,10,12,13,19,20 674,236 25,286 228,361
WESTPAC BKG CORP SPONSORED ADR 961214301 376 20,320 SH   DFND 20 20,320 0 0
WESTROCK CO COM 96145D105 451,618 11,776,227 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,533,449 140,466 1,102,312
WESTWATER RES INC COM 961684107 3 22,712 SH   DFND 20 22,712 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 5,778 160,609 SH   DFND 2,5,20 138,316 0 22,293
AXA EQUITABLE HLDGS INC COM 054561105 143,150 7,107,727 SH   DFND 2,5,6,8,10,12,13,19,20 5,802,314 196,873 1,108,540
WEX INC COM 96208T104 196,266 1,022,271 SH   DFND 2,5,6,8,11,13,20 966,015 627 55,629
WEYCO GROUP INC COM 962149100 4,122 133,137 SH   DFND 2,5,20 115,236 0 17,901
WEYERHAEUSER CO COM 962166104 810,491 30,770,349 SH   DFND 2,5,6,8,10,11,12,13,19,20 27,519,186 447,159 2,804,004
WHIRLPOOL CORP COM 963320106 431,581 3,247,658 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,884,530 45,743 317,385
WHITE MTNS INS GROUP LTD COM G9618E107 52,523 56,752 SH   DFND 2,5,6,8,13,20 51,949 51 4,752
WHITESTONE REIT COM 966084204 13,462 1,119,989 SH   DFND 2,5,20 986,295 0 133,694
WHITING PETE CORP NEW COM NEW 966387409 98,314 3,761,062 SH   DFND 2,5,8,12,13,20 3,653,786 1,496 105,780
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 15,718 16,150,000 SH   DFND 2,5 16,150,000 0 0
WIDEOPENWEST INC COM 96758W101 4,527 497,461 SH   DFND 2,5,20 412,395 0 85,066
WIDEPOINT CORP COM 967590100 11 24,908 SH   DFND 20 24,908 0 0
AXALTA COATING SYS LTD COM G0750C108 113,729 4,511,246 SH   DFND 2,5,6,8,10,12,13,19,20 3,600,333 114,350 796,563
WILEY JOHN & SONS INC CL A 968223206 203,092 4,592,760 SH   DFND 2,5,6,8,11,13,19,20 4,248,794 435 343,531
WILLDAN GROUP INC COM 96924N100 5,741 154,860 SH   DFND 2,5,20 125,802 0 29,058
WILLIAMS COS INC DEL COM 969457100 1,684,266 58,644,369 SH   DFND 2,5,6,8,10,11,12,13,19,20 53,004,352 658,508 4,981,509
WILLIAMS SONOMA INC COM 969904101 146,536 2,604,150 SH   DFND 2,5,6,8,11,12,13,19,20 2,501,143 701 102,306
WILLIS LEASE FINANCE CORP COM 970646105 2,455 57,913 SH   DFND 2,20 48,147 0 9,766
WILLIS TOWERS WATSON PUB LTD SHS G96629103 979,727 5,557,252 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,001,083 72,986 483,183
WILLSCOT CORP COM 971375126 7,433 670,223 SH   DFND 2,8,20 566,623 0 103,600
WINGSTOP INC COM 974155103 61,709 811,645 SH   DFND 2,5,8,20 719,352 0 92,293
WINMARK CORP COM 974250102 8,597 45,586 SH   DFND 2,5,20 39,079 0 6,507
WINNEBAGO INDS INC COM 974637100 27,204 873,312 SH   DFND 2,5,8,20 763,395 0 109,917
AXCELIS TECHNOLOGIES INC COM NEW 054540208 17,822 885,768 SH   DFND 2,5,8,20 792,298 0 93,470
WINTRUST FINL CORP COM 97650W108 159,954 2,375,673 SH   DFND 2,5,6,8,11,13,20 2,280,987 539 94,147
WIPRO LTD SPON ADR 1 SH 97651M109 32,452 8,153,810 SH   DFND 2,5,8,13,19,20 7,715,033 0 438,777
WISDOMTREE INVTS INC COM 97717P104 23,660 3,351,328 SH   DFND 2,5,8,20 2,976,875 3,600 370,853
WIX COM LTD SHS M98068105 90,406 748,211 SH   DFND 2,5,6,8,10,12,13,19,20 625,088 23,900 99,223
WNS HOLDINGS LTD SPON ADR 92932M101 611 11,461 SH   DFND 2 11,461 0 0
WOLVERINE WORLD WIDE INC COM 978097103 98,875 2,759,553 SH   DFND 2,5,8,19,20 2,310,777 828 447,948
WOODWARD INC COM 980745103 167,313 1,763,231 SH   DFND 2,5,6,8,11,13,19,20 1,509,956 849 252,426
WORKDAY INC CL A 98138H101 601,396 3,118,466 SH   DFND 2,5,6,8,10,12,13,19,20 2,693,759 79,848 344,859
WORKDAY INC NOTE 0.250%10/0 98138HAF8 48,160 34,075,000 SH   DFND 2,5 34,075,000 0 0
WORKIVA INC COM CL A 98139A105 29,088 573,723 SH   DFND 2,5,8,20 487,079 0 86,644
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 80,891 1,466,174 SH   DFND 2,5,6,8,10,12,13,19,20 1,353,044 4,001 109,129
WORLD ACCEP CORP DEL COM 981419104 21,734 185,553 SH   DFND 2,5,8,20 165,349 0 20,204
WORLD FUEL SVCS CORP COM 981475106 74,403 2,570,091 SH   DFND 2,5,6,8,11,12,13,20 2,346,528 246 223,317
WORLD WRESTLING ENTMT INC CL A 98156Q108 115,983 1,336,518 SH   DFND 2,5,6,8,11,20 1,191,503 6,700 138,315
WORLDPAY INC CL A 981558109 652,773 5,751,304 SH   DFND 2,5,6,8,10,12,13,19,20 5,043,980 97,194 610,130
WORTHINGTON INDS INC COM 981811102 60,566 1,622,879 SH   DFND 2,5,6,8,11,19,20 1,486,839 1,200 134,840
WPX ENERGY INC COM 98212B103 168,160 12,826,850 SH   DFND 2,5,6,11,12,13,20 12,339,400 6,336 481,114
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 18,580 11,950,000 SH   DFND 2,5 11,950,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 85,094 2,705,700 SH   DFND 2,5,8,20 2,313,616 1,154 390,930
WSFS FINL CORP COM 929328102 44,110 1,142,748 SH   DFND 2,5,8,20 875,446 0 267,302
WYNDHAM DESTINATIONS INC COM 98310W108 104,229 2,574,191 SH   DFND 2,5,6,8,11,13,19,20 2,410,767 5,145 158,279
AXOGEN INC COM 05463X106 25,531 1,212,287 SH   DFND 2,5,8,20 1,105,109 0 107,178
WYNDHAM HOTELS & RESORTS INC COM 98311A105 128,285 2,566,210 SH   DFND 2,5,6,8,11,12,13,19,20 2,402,158 5,145 158,907
WYNN RESORTS LTD COM 983134107 474,072 3,973,113 SH   DFND 2,5,6,8,10,12,13,19,20 3,557,529 54,642 360,942
X4 PHARMACEUTICALS INC COM 98420X103 308 17,692 SH   DFND 2,20 17,692 0 0
XBIOTECH INC COM 98400H102 251 22,814 SH   DFND 2,20 22,814 0 0
XCEL ENERGY INC COM 98389B100 1,467,416 25,920,390 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,587,740 416,220 1,916,430
XENCOR INC COM 98401F105 43,908 1,413,659 SH   DFND 2,5,8,20 1,266,956 0 146,703
XENIA HOTELS & RESORTS INC COM 984017103 124,158 5,608,521 SH   DFND 2,5,8,10,12,13,20 5,102,535 25,912 480,074
XENON PHARMACEUTICALS INC COM 98420N105 210 20,664 SH   DFND 2 20,664 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 2,162 215,346 SH   DFND 2,20 170,946 0 44,400
XEROX CORP COM NEW 984121608 325,472 10,099,622 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,277,960 225,757 1,595,905
ACHAOGEN INC COM 004449104 273 598,953 SH   DFND 2,5,20 506,938 0 92,015
AXON ENTERPRISE INC COM 05464C101 147,509 2,711,063 SH   DFND 2,5,8,13,19,20 2,520,678 300 190,085
XILINX INC COM 983919101 1,370,995 10,813,120 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,352,719 329,927 1,130,474
XOMA CORP DEL COM NEW 98419J206 1,268 102,423 SH   DFND 2,20 88,231 0 14,192
XPERI CORP COM 98421B100 36,773 1,571,476 SH   DFND 2,5,8,10,20 1,413,309 2,350 155,817
XPO LOGISTICS INC COM 983793100 208,522 3,880,207 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,539,941 62,524 277,742
XUNLEI LTD SPONSORED ADR 98419E108 400 109,312 SH   DFND 2,5,20 109,312 0 0
XYLEM INC COM 98419M100 657,859 8,323,109 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,511,314 125,685 686,110
Y MABS THERAPEUTICS INC COM 984241109 2,153 82,162 SH   DFND 2,20 68,162 0 14,000
YAMANA GOLD INC COM 98462Y100 474 181,302 SH   DFND 5,8,20 181,302 0 0
YANDEX N V SHS CLASS A N97284108 12,784 372,269 SH   DFND 2,5,6,8,10,12,19,20 360,880 0 11,389
YELP INC CL A 985817105 86,195 2,498,419 SH   DFND 2,5,6,8,11,13,19,20 2,242,781 600 255,038
AXONICS MODULATION TECH INC COM 05465P101 1,929 80,524 SH   DFND 2,20 66,281 0 14,243
YETI HLDGS INC COM 98585X104 8,471 280,042 SH   DFND 2,20 235,542 0 44,500
YEXT INC COM 98585N106 42,129 1,927,198 SH   DFND 2,5,8,20 1,390,779 0 536,419
YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 230 36,500 SH   DFND 2,20 36,500 0 0
YIRENDAI LTD SPONSORED ADR 98585L100 421 31,082 SH   DFND 2,20 31,082 0 0
YORK WTR CO COM 987184108 9,021 261,521 SH   DFND 2,5,8,13,20 214,241 0 47,280
YRC WORLDWIDE INC COM PAR $.01 984249607 4,255 635,974 SH   DFND 2,5,20 547,887 0 88,087
YUM BRANDS INC COM 988498101 1,381,063 13,836,917 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,063,784 261,787 1,511,346
YUM CHINA HLDGS INC COM 98850P109 541,031 12,047,010 SH   DFND 2,5,6,8,10,12,13,19,20 10,269,035 245,471 1,532,504
YY INC SPONSORED ADS A 98426T106 92,924 1,106,108 SH   DFND 2,5,8,10,11,12,13,19,20 878,792 34,800 192,516
ZAFGEN INC COM 98885E103 1,379 503,123 SH   DFND 2,5,20 412,593 0 90,530
AXOS FINL INC COM 05465C100 61,005 2,106,511 SH   DFND 2,5,8,20 1,875,583 1,600 229,328
ZAGG INC COM 98884U108 4,643 511,912 SH   DFND 2,5,20 399,932 0 111,980
ZAI LAB LTD ADR 98887Q104 3,173 107,538 SH   DFND 2,5,20 107,538 0 0
ZAYO GROUP HLDGS INC COM 98919V105 129,560 4,558,747 SH   DFND 2,5,6,8,10,12,13,19,20 3,776,125 137,232 645,390
ZEBRA TECHNOLOGIES CORP CL A 989207105 276,248 1,318,417 SH   DFND 2,5,6,8,11,13,19,20 1,215,038 869 102,510
ZENDESK INC COM 98936J101 113,518 1,335,507 SH   DFND 2,5,8,13,19,20 1,193,469 2,000 140,038
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 22,098 15,150,000 SH   DFND 2 15,150,000 0 0
ZILLOW GROUP INC CL A 98954M101 23,432 685,144 SH   DFND 2,5,6,12,13,19,20 620,980 0 64,164
ZILLOW GROUP INC CL C CAP STK 98954M200 88,923 2,559,677 SH   DFND 2,5,6,8,10,12,13,19,20 2,110,876 58,830 389,971
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 9,739 10,625,000 SH   DFND 2,5 10,625,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 15,000 14,575,000 SH   DFND 2,5 14,575,000 0 0
AXSOME THERAPEUTICS INC COM 05464T104 195 13,700 SH   DFND 20 13,700 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,089,432 8,515,264 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,617,728 139,209 758,327
ZION OIL & GAS INC COM 989696109 533 705,553 SH   DFND 2,20 598,353 0 107,200
ZIONS BANCORPORATION N A COM 989701107 437,777 9,640,550 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,720,590 130,370 789,590
ZIOPHARM ONCOLOGY INC COM 98973P101 20,801 5,402,958 SH   DFND 2,5,8,20 4,990,459 0 412,499
ZIX CORP COM 98974P100 8,546 1,242,102 SH   DFND 2,5,20 897,997 0 344,105
ZOETIS INC CL A 98978V103 2,014,869 20,014,594 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,744,330 310,001 1,960,263
ZOGENIX INC COM NEW 98978L204 50,757 922,690 SH   DFND 2,5,8,20 788,385 0 134,305
ZOMEDICA PHARMACEUTICALS COR COM 98979F107 157 448,805 SH   DFND 2,20 307,777 0 141,028
ZSCALER INC COM 98980G102 85,299 1,202,574 SH   DFND 2,5,8,20 1,011,304 0 191,270
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 111,726 6,040,731 SH   DFND 2,5,8,10,11,12,13,19,20 6,040,731 0 0
AXT INC COM 00246W103 2,842 638,575 SH   DFND 2,5,20 535,123 0 103,452
ZUMIEZ INC COM 989817101 16,012 643,300 SH   DFND 2,5,8,20 575,819 1,202 66,279
ZUORA INC COM CL A 98983V106 1,142 56,999 SH   DFND 2,20 56,999 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 88 16,238 SH   DFND 2,20 15,638 0 600
ZYNGA INC CL A 98986T108 58,285 10,935,355 SH   DFND 2,5,8,13,20 9,980,693 19,800 934,862
AZZ INC COM 002474104 29,992 732,766 SH   DFND 2,5,8,20 651,189 994 80,583
B & G FOODS INC NEW COM 05508R106 51,665 2,075,264 SH   DFND 2,5,8,20 1,644,960 700 429,604
B RILEY FINL INC COM 05580M108 5,986 358,629 SH   DFND 2,5,20 298,103 0 60,526
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 662 1,610,829 SH   DFND 2,5,20 1,360,446 0 250,383
BADGER METER INC COM 056525108 47,560 854,776 SH   DFND 2,5,8,20 763,619 1,120 90,037
ACHILLION PHARMACEUTICALS IN COM 00448Q201 18,337 6,195,022 SH   DFND 2,5,8,20 5,785,514 0 409,508
BAIDU INC SPON ADR REP A 056752108 975,012 5,914,541 SH   DFND 2,5,8,10,11,12,13,19,20 4,735,770 179,727 999,044
BAKER HUGHES A GE CO CL A 05722G100 702,973 25,359,787 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,231,625 348,119 2,780,043
BALCHEM CORP COM 057665200 84,742 913,165 SH   DFND 2,5,8,20 812,246 416 100,503
BALL CORP COM 058498106 826,910 14,291,564 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,723,294 176,694 1,391,576
BALLARD PWR SYS INC NEW COM 058586108 105 34,765 SH   DFND 2 34,765 0 0
BANC OF CALIFORNIA INC COM 05990K106 27,213 1,947,544 SH   DFND 2,5,8,20 1,602,024 0 345,520
BANCFIRST CORP COM 05945F103 19,196 366,065 SH   DFND 2,5,8,20 308,638 798 56,629
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 117 20,363 SH   DFND 12,20 16,974 0 3,389
BANCO BRADESCO S A SP ADR PFD NEW 059460303 188,034 17,227,265 SH   DFND 2,5,8,10,13,20 15,367,219 1,483,695 376,351
BANCO DE CHILE SPONSORED ADS 059520106 2,779 91,173 SH   DFND 2,5,10,13,19,20 85,818 2,121 3,234
ACI WORLDWIDE INC COM 004498101 131,546 4,002,004 SH   DFND 2,5,6,8,11,13,19,20 3,348,877 1,265 651,862
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 25,077 2,233,035 SH   DFND 2,5,10,20 1,800,098 183,007 249,930
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 11,081 372,486 SH   DFND 2,5,8,10,13,19,20 357,705 0 14,781
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 237 35,010 SH   DFND 8 35,010 0 0
BANCO SANTANDER SA ADR 05964H105 3,695 798,118 SH   DFND 5,10,12,20 698,693 0 99,425
BANCOLOMBIA S A SPON ADR PREF 05968L102 43,022 842,580 SH   DFND 2,5,10,13,19,20 750,497 76,473 15,610
BANCORP INC DEL COM 05969A105 9,790 1,211,599 SH   DFND 2,5,8,20 1,045,547 0 166,052
BANCORPSOUTH BK TUPELO MISS COM 05971J102 120,118 4,230,991 SH   DFND 2,5,6,8,11,20 3,940,498 672 289,821
BANDWIDTH INC COM CL A 05988J103 561 8,375 SH   DFND 2,20 8,375 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 104,817 80,242 SH   DFND 2 80,242 0 0
BANK AMER CORP COM 060505104 10,804,556 391,611,325 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 347,349,427 6,671,943 37,589,955
22ND CENTY GROUP INC COM 90137F103 3,240 1,894,461 SH   DFND 2,5,20 1,593,556 0 300,905
ACLARIS THERAPEUTICS INC COM 00461U105 3,925 655,342 SH   DFND 2,5,20 548,212 0 107,130
BANK COMM HLDGS COM 06424J103 2,541 240,830 SH   DFND 2,20 204,466 0 36,364
BANK HAWAII CORP COM 062540109 129,466 1,641,515 SH   DFND 2,5,6,8,11,13,20 1,587,852 966 52,697
BANK MONTREAL QUE COM 063671101 849 11,343 SH   DFND 2,12,20 7,741 2,243 1,359
BANK NEW YORK MELLON CORP COM 064058100 2,023,290 40,120,755 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 35,667,045 678,185 3,775,525
BANK OF MARIN BANCORP COM 063425102 11,060 271,821 SH   DFND 2,5,8,20 231,585 0 40,236
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 33,200 925,312 SH   DFND 2,5,20 763,427 0 161,885
BANK OZK COM 06417N103 388,825 13,417,026 SH   DFND 2,5,6,8,11,13,20 13,239,765 2,400 174,861
BANK PRINCETON NEW JERSEY COM 064520109 2,581 81,341 SH   DFND 2,20 66,104 0 15,237
BANK7 CORP COM 06652N107 1,040 59,875 SH   DFND 2,20 35,638 0 24,237
BANKFINANCIAL CORP COM 06643P104 7,200 484,183 SH   DFND 2,5,6,13,20 335,365 0 148,818
ACM RESEARCH INC COM CL A 00108J109 1,905 123,486 SH   DFND 2,20 100,253 0 23,233
BANKUNITED INC COM 06652K103 104,227 3,120,572 SH   DFND 2,5,8,13,20 2,979,298 1,400 139,874
BANKWELL FINL GROUP INC COM 06654A103 2,922 100,121 SH   DFND 2,13,20 84,209 0 15,912
BANNER CORP COM NEW 06652V208 77,240 1,425,889 SH   DFND 2,5,8,20 1,301,268 0 124,621
BAOZUN INC SPONSORED ADR 06684L103 29,234 703,755 SH   DFND 1,2,5,8,10,11,12,13,19,20 552,955 17,100 133,700
BAR HBR BANKSHARES COM 066849100 7,623 294,650 SH   DFND 2,5,20 251,761 0 42,889
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 19,829 875,065 SH   DFND 1,20 820,542 68 54,455
BARCLAYS PLC ADR 06738E204 102 12,710 SH   DFND 1,20 12,710 0 0
BARNES & NOBLE ED INC COM 06777U101 4,353 1,036,475 SH   DFND 2,5,8,20 902,405 368 133,702
BARNES & NOBLE INC COM 067774109 11,572 2,131,115 SH   DFND 2,5,8,20 1,918,136 583 212,396
BARNES GROUP INC COM 067806109 80,376 1,563,434 SH   DFND 2,5,8,19,20 1,205,125 388 357,921
ACNB CORP COM 000868109 3,747 101,278 SH   DFND 2,20 85,846 0 15,432
BARRETT BUSINESS SERVICES IN COM 068463108 12,313 159,232 SH   DFND 2,5,8,20 123,559 2,500 33,173
BARRICK GOLD CORPORATION COM 067901108 20,950 1,528,116 SH   DFND 2,5,8,20 1,528,116 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 1,383 363,964 SH   DFND 2,5,20 316,423 0 47,541
BASSETT FURNITURE INDS INC COM 070203104 3,072 187,194 SH   DFND 2,5,20 155,879 0 31,315
BAUSCH HEALTH COS INC COM 071734107 5,510 223,057 SH   DFND 5,8,13,20 39,223 0 183,834
BAXTER INTL INC COM 071813109 1,953,762 23,974,802 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,055,361 2,721,004 2,198,437
BAYCOM CORP COM 07272M107 4,465 197,200 SH   DFND 2,20 146,582 0 50,618
BB&T CORP COM 054937107 1,590,542 34,183,161 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,537,014 532,544 3,113,603
BBX CAP CORP NEW CL A 05491N104 7,296 1,229,892 SH   DFND 2,5,8,20 1,021,192 0 208,700
BCB BANCORP INC COM 055298103 2,788 208,085 SH   DFND 2,20 168,017 0 40,068
ACORDA THERAPEUTICS INC COM 00484M106 44,320 3,334,842 SH   DFND 2,5,8,20 3,194,908 1,644 138,290
BEACON ROOFING SUPPLY INC COM 073685109 43,720 1,359,443 SH   DFND 2,5,8,13,20 1,145,496 552 213,395
BEASLEY BROADCAST GROUP INC CL A 074014101 436 108,077 SH   DFND 2,20 78,977 0 29,100
BEAZER HOMES USA INC COM NEW 07556Q881 7,343 637,968 SH   DFND 2,5,8,20 525,855 3,200 108,913
BECTON DICKINSON & CO COM 075887109 2,856,590 11,438,713 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,227,987 158,613 1,052,113
BECTON DICKINSON & CO PFD SHS CONV A 075887208 78,857 1,269,639 SH   DFND 2 1,269,639 0 0
BED BATH & BEYOND INC COM 075896100 81,986 4,781,516 SH   DFND 1,2,5,6,8,11,12,13,20 4,299,310 8,673 473,533
BEIGENE LTD SPONSORED ADR 07725L102 93,468 708,094 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 583,594 45,100 79,400
BEL FUSE INC CL B 077347300 6,832 270,234 SH   DFND 2,5,20 243,651 0 26,583
BELDEN INC COM 077454106 81,910 1,523,924 SH   DFND 2,5,6,8,11,13,20 1,183,564 791 339,569
BELLEROPHON THERAPEUTICS INC COM 078771102 9 13,800 SH   DFND 20 13,800 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,497,155 32,619,374 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,265,159 488,099 2,866,116
BELLICUM PHARMACEUTICALS INC COM 079481107 2,441 724,315 SH   DFND 2,5,20 579,012 0 145,303
BELMOND LTD CL A G1154H107 61,374 2,461,866 SH   DFND 2,5,6,8,20 2,171,133 4,176 286,557
BEMIS CO INC COM 081437105 371,547 6,696,949 SH   DFND 2,5,6,8,11,12,13,20 6,164,875 2,021 530,053
BENCHMARK ELECTRS INC COM 08160H101 36,881 1,397,018 SH   DFND 2,5,8,20 1,235,585 115 161,318
BENEFITFOCUS INC COM 08180D106 26,638 537,925 SH   DFND 2,5,8,20 452,375 0 85,550
BERKLEY W R CORP COM 084423102 362,882 4,275,950 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,539,436 94,136 642,378
BERKSHIRE HATHAWAY INC DEL CL A 084670108 104,220 346 SH   DFND 1,5,6,12,19,20 336 0 10
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,702,086 78,162,606 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 68,224,582 3,106,899 6,831,125
BERKSHIRE HILLS BANCORP INC COM 084680107 39,822 1,461,892 SH   DFND 2,5,8,20 1,331,441 0 130,451
BERRY GLOBAL GROUP INC COM 08579W103 88,675 1,646,087 SH   DFND 2,5,8,12,13,20 1,476,584 1,400 168,103
ACTUANT CORP CL A NEW 00508X203 53,340 2,188,744 SH   DFND 2,5,8,20 1,551,443 2,371 634,930
BERRY PETE CORP COM 08579X101 11,378 982,089 SH   DFND 2,8,20 834,189 0 147,900
BEST BUY INC COM 086516101 818,860 11,444,201 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,541,401 457,791 1,445,009
BEST INC SPONSORED ADS 08653C106 990 189,313 SH   DFND 2 189,313 0 0
BG STAFFING INC COM 05544A109 2,878 131,771 SH   DFND 2,20 112,489 0 19,282
BGC PARTNERS INC CL A 05541T101 20,194 3,802,933 SH   DFND 2,5,8,13,20 3,451,652 5,482 345,799
BHP GROUP LTD SPONSORED ADS 088606108 1,566 28,773 SH   DFND 1,19,20 19,834 0 8,939
BHP GROUP PLC SPONSORED ADR 05545E209 1,454 30,181 SH   DFND 1,20 30,181 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,453 456,989 SH   DFND 2,5,20 401,849 0 55,140
BIG LOTS INC COM 089302103 50,952 1,329,609 SH   DFND 2,5,8,12,19,20 1,195,619 921 133,069
BIGLARI HLDGS INC COM STK CL A 08986R408 1,407 1,913 SH   DFND 2,5,20 1,625 0 288
ACUITY BRANDS INC COM 00508Y102 162,043 1,350,243 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,169,292 53,727 127,224
BIGLARI HLDGS INC COM STK CL B 08986R309 2,802 19,821 SH   DFND 2,5,8,20 16,499 85 3,237
BILIBILI INC SPONS ADS REP Z 090040106 1,282 67,630 SH   DFND 2 67,630 0 0
BIO RAD LABS INC CL A 090572207 149,670 489,630 SH   DFND 2,5,6,8,11,13,19,20 462,291 281 27,058
BIO TECHNE CORP COM 09073M104 182,436 918,844 SH   DFND 2,5,6,8,11,13,19,20 864,802 514 53,528
BIOCRYST PHARMACEUTICALS COM 09058V103 28,572 3,510,042 SH   DFND 2,5,8,20 3,164,009 0 346,033
BIODELIVERY SCIENCES INTL IN COM 09060J106 436 82,266 SH   DFND 2,20 82,266 0 0
BIOGEN INC COM 09062X103 2,069,482 8,754,893 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,585,759 296,420 872,714
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 68,921 1,339,048 SH   DFND 2,5,8,20 1,248,293 0 90,755
BIOLIFE SOLUTIONS INC COM NEW 09062W204 346 19,338 SH   DFND 2,20 19,338 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 411,829 4,636,152 SH   DFND 2,5,6,8,10,12,13,19,20 4,144,533 93,200 398,419
ACUSHNET HOLDINGS CORP COM 005098108 15,185 656,211 SH   DFND 2,5,8,20 550,487 0 105,724
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 15,202 14,800,000 SH   DFND 2,5 14,800,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 11,373 9,950,000 SH   DFND 2,5 9,950,000 0 0
BIOSCRIP INC COM 09069N108 4,662 2,331,228 SH   DFND 2,5,20 1,978,158 0 353,070
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 7,346 117,853 SH   DFND 2,5,20 101,819 0 16,034
BIOTELEMETRY INC COM 090672106 64,818 1,035,104 SH   DFND 2,5,8,20 855,344 0 179,760
BIOTIME INC COM 09066L105 2,506 1,913,242 SH   DFND 2,5,20 1,694,341 0 218,901
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,748 172,587 SH   DFND 2,5,20 171,727 0 860
BJS RESTAURANTS INC COM 09180C106 28,169 595,796 SH   DFND 2,5,8,20 508,318 0 87,478
BJS WHSL CLUB HLDGS INC COM 05550J101 69,301 2,529,237 SH   DFND 2,5,8,12,20 2,099,311 0 429,926
BLACK HILLS CORP COM 092113109 386,215 5,214,187 SH   DFND 2,5,6,8,11,12,13,20 5,017,836 380 195,971
ADAMAS PHARMACEUTICALS INC COM 00548A106 2,771 389,740 SH   DFND 2,5,20 329,419 0 60,321
BLACK KNIGHT INC COM 09215C105 100,799 1,849,516 SH   DFND 2,5,8,10,13,19,20 1,654,137 1,950 193,429
BLACKBAUD INC COM 09227Q100 133,455 1,673,840 SH   DFND 2,5,6,8,11,13,19,20 1,380,254 3,629 289,957
BLACKBERRY LTD COM 09228F103 246 24,384 SH   DFND 5,8,20 24,384 0 0
BLACKLINE INC COM 09239B109 44,224 954,741 SH   DFND 2,5,8,20 633,787 0 320,954
BLACKROCK INC COM 09247X101 2,201,651 5,151,627 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,590,243 81,638 479,746
BLACKSTONE MTG TR INC COM CL A 09257W100 82,527 2,346,322 SH   DFND 2,5,6,8,13,20 1,965,830 1,900 378,592
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,340 11,075,000 SH   DFND 2,5 11,075,000 0 0
BLOCK H & R INC COM 093671105 274,777 11,361,776 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,897,035 220,354 2,244,387
BLOOM ENERGY CORP COM CL A 093712107 258 20,002 SH   DFND 20 20,002 0 0
BLOOMIN BRANDS INC COM 094235108 35,970 1,758,947 SH   DFND 2,5,8,20 1,476,040 600 282,307
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 122 57,593 SH   DFND 2,20 57,593 0 0
BLUCORA INC COM 095229100 46,152 1,382,617 SH   DFND 2,5,8,20 1,231,758 1,243 149,616
BLUE APRON HLDGS INC CL A 09523Q101 70 71,600 SH   DFND 13,20 35,400 0 36,200
BLUE BIRD CORP COM 095306106 4,104 242,398 SH   DFND 2,5,20 202,886 0 39,512
BLUE HILLS BANCORP INC COM 095573101 11,150 466,544 SH   DFND 2,5,8,20 398,214 0 68,330
BLUEBIRD BIO INC COM 09609G100 182,855 1,162,241 SH   DFND 2,5,8,13,19,20 1,089,216 1,500 71,525
BLUEGREEN VACATIONS CORP COM 09629F108 1,556 104,678 SH   DFND 2,20 86,832 0 17,846
BLUELINX HLDGS INC COM NEW 09624H208 4,149 155,734 SH   DFND 2,5,20 127,684 0 28,050
BLUEPRINT MEDICINES CORP COM 09627Y109 106,919 1,335,649 SH   DFND 2,5,8,13,20 1,203,179 400 132,070
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 5,438 496,971 SH   DFND 2,5,20 432,457 0 64,514
BMC STK HLDGS INC COM 05591B109 23,792 1,346,464 SH   DFND 2,5,8,20 1,095,166 0 251,298
2U INC COM 90214J101 52,550 741,710 SH   DFND 2,5,8,13,19,20 668,298 500 72,912
ADAMS RES & ENERGY INC COM NEW 006351308 1,531 39,189 SH   DFND 2,20 32,723 0 6,466
BOEING CO COM 097023105 10,023,398 26,279,162 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,719,378 395,647 7,164,137
BOINGO WIRELESS INC COM 09739C102 20,447 878,312 SH   DFND 2,5,8,20 751,605 0 126,707
BOISE CASCADE CO DEL COM 09739D100 29,954 1,119,345 SH   DFND 2,5,8,20 968,995 1,400 148,950
BOK FINL CORP COM NEW 05561Q201 83,271 1,021,101 SH   DFND 2,5,8,13,20 979,526 106 41,469
BONANZA CREEK ENERGY INC COM NEW 097793400 16,581 730,749 SH   DFND 2,5,20 671,993 0 58,756
BOOT BARN HLDGS INC COM 099406100 19,565 664,580 SH   DFND 2,5,8,20 575,109 0 89,471
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 117,633 2,023,273 SH   DFND 2,5,8,12,13,19,20 1,831,301 1,500 190,472
BORGWARNER INC COM 099724106 340,020 8,852,375 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,769,376 213,782 869,217
BOSTON BEER INC CL A 100557107 80,701 273,812 SH   DFND 2,5,6,8,20 236,176 311 37,325
BOSTON OMAHA CORP COM 101044105 1,981 79,448 SH   DFND 2,20 65,448 0 14,000
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 170 39,453 SH   DFND 2 39,453 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 31,836 2,904,735 SH   DFND 2,5,8,20 2,649,573 1,448 253,714
BOSTON PROPERTIES INC COM 101121101 1,360,591 10,091,799 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,128,619 138,957 824,223
BOSTON SCIENTIFIC CORP COM 101137107 2,273,487 59,236,235 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 52,918,855 941,282 5,376,098
BOTTOMLINE TECH DEL INC COM 101388106 58,664 1,171,163 SH   DFND 2,5,8,20 1,036,365 1,250 133,548
BOX INC CL A 10316T104 49,882 2,583,239 SH   DFND 2,5,8,13,20 2,179,355 1,500 402,384
BOYD GAMING CORP COM 103304101 69,629 2,539,307 SH   DFND 2,5,6,8,20 2,277,702 2,132 259,473
BP PLC SPONSORED ADR 055622104 1,211,788 27,717,009 SH   DFND 1,20 154,624 27,562,385 0
BRADY CORP CL A 104674106 200,705 4,324,603 SH   DFND 2,5,8,20 4,171,676 1,792 151,135
BRAEMAR HOTELS & RESORTS INC COM 10482B101 8,155 659,260 SH   DFND 2,5,8,20 530,148 761 128,351
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 102,736 6,477,678 SH   DFND 2,5,8,10,13,20 5,917,710 45,949 514,019
ADDUS HOMECARE CORP COM 006739106 19,119 300,656 SH   DFND 2,5,8,20 269,456 0 31,200
BRASKEM S A SP ADR PFD A 105532105 10,324 399,854 SH   DFND 2,5,10,20 357,190 38,464 4,200
BRF SA SPONSORED ADR 10552T107 12,527 2,152,435 SH   DFND 1,2,5,8,10,20 1,881,080 247,863 23,492
BRIDGE BANCORP INC COM 108035106 9,973 340,387 SH   DFND 2,5,8,20 285,688 0 54,699
BRIDGEPOINT ED INC COM 10807M105 246 40,211 SH   DFND 2,20 40,211 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 3,635 352,525 SH   DFND 2,20 287,925 0 64,600
BRIGGS & STRATTON CORP COM 109043109 14,735 1,229,990 SH   DFND 2,5,8,20 1,101,140 2,098 126,752
BRIGHT HORIZONS FAM SOL IN D COM 109194100 93,541 735,904 SH   DFND 2,5,8,13,19,20 660,082 600 75,222
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 417 40,311 SH   DFND 2 40,311 0 0
BRIGHTCOVE INC COM 10921T101 5,463 649,544 SH   DFND 2,5,20 546,277 0 103,267
BRIGHTHOUSE FINL INC COM 10922N103 223,775 6,166,303 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,037,152 64,282 1,064,869
ADECOAGRO S A COM L00849106 322 46,800 SH   DFND 2 46,800 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 21,900 1,615,030 SH   DFND 2,5,8,20 1,357,864 0 257,166
BRIGHTVIEW HLDGS INC COM 10948C107 6,706 465,705 SH   DFND 2,8,20 394,395 0 71,310
BRINKER INTL INC COM 109641100 60,509 1,363,421 SH   DFND 2,5,6,8,10,11,20 1,214,312 5,964 143,145
BRINKS CO COM 109696104 131,466 1,743,344 SH   DFND 2,5,6,8,11,13,20 1,395,801 594 346,949
BRISTOL MYERS SQUIBB CO COM 110122108 3,287,848 68,913,181 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 60,283,343 2,068,264 6,561,574
BRISTOW GROUP INC COM 110394103 792 713,891 SH   DFND 2,5,20 623,207 0 90,684
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 129,368 3,052,809 SH   DFND 1,2,5,8,10,12,20 2,827,399 160,412 64,998
BRIXMOR PPTY GROUP INC COM 11120U105 285,875 15,562,063 SH   DFND 2,5,6,8,10,11,13,19,20 14,617,623 79,450 864,990
BROADCOM INC COM 11135F101 4,928,690 16,390,175 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,494,793 246,009 1,649,373
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 541,946 5,202,257 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,403,233 200,972 598,052
ADESTO TECHNOLOGIES CORP COM 00687D101 1,955 323,172 SH   DFND 2,20 272,272 0 50,900
BROOKDALE SR LIVING INC COM 112463104 27,776 4,221,322 SH   DFND 2,5,8,12,20 3,621,765 6,396 593,161
BROOKFIELD PROPERTY REIT INC CL A 11282X103 93,572 4,566,721 SH   DFND 2,5,6,8,10,12,13,19,20 3,330,340 136,517 1,099,864
BROOKLINE BANCORP INC DEL COM 11373M107 38,304 2,659,996 SH   DFND 2,5,8,20 2,414,699 0 245,297
BROOKS AUTOMATION INC COM 114340102 57,218 1,950,841 SH   DFND 2,5,8,20 1,732,252 459 218,130
BROWN & BROWN INC COM 115236101 277,427 9,401,105 SH   DFND 2,5,6,8,11,12,13,19,20 9,090,619 4,730 305,756
BROWN FORMAN CORP CL A 115637100 9,637 187,738 SH   DFND 2,5,13,20 163,156 0 24,582
BROWN FORMAN CORP CL B 115637209 590,153 11,148,269 SH   DFND 2,5,6,8,10,12,13,19,20 10,010,435 274,769 863,065
BRT APARTMENTS CORP COM 055645303 2,029 144,065 SH   DFND 2,20 114,665 0 29,400
BRUKER CORP COM 116794108 61,418 1,597,772 SH   DFND 2,5,8,13,19,20 1,298,094 2,792 296,886
BRUNSWICK CORP COM 117043109 108,310 2,151,994 SH   DFND 2,5,6,8,11,13,19,20 2,041,939 1,857 108,198
ADIENT PLC ORD SHS G0084W101 29,603 2,284,202 SH   DFND 2,5,6,8,11,12,13,19,20 2,157,559 974 125,669
BRYN MAWR BK CORP COM 117665109 17,085 472,879 SH   DFND 2,5,8,20 338,039 497 134,343
BSB BANCORP INC MD COM 05573H108 839 25,563 SH   DFND 2,13,20 9,827 0 15,736
BUCKLE INC COM 118440106 24,219 1,293,758 SH   DFND 2,5,8,20 1,037,210 956 255,592
BUILD A BEAR WORKSHOP COM 120076104 147 24,022 SH   DFND 2,20 24,022 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 32,026 2,400,770 SH   DFND 2,5,8,20 1,984,500 0 416,270
BUNGE LIMITED COM G16962105 257,331 4,848,907 SH   DFND 2,5,6,8,10,12,13,19,20 3,963,355 103,597 781,955
BURLINGTON STORES INC COM 122017106 226,275 1,444,184 SH   DFND 2,5,6,8,10,12,13,19,20 1,208,002 43,964 192,218
BUSINESS FIRST BANCSHARES IN COM 12326C105 3,751 152,854 SH   DFND 2,20 121,254 0 31,600
BWX TECHNOLOGIES INC COM 05605H100 113,040 2,279,953 SH   DFND 2,5,8,13,19,20 2,157,800 1,259 120,894
BYLINE BANCORP INC COM 124411109 5,373 290,740 SH   DFND 2,5,20 234,399 0 56,341
ADMA BIOLOGICS INC COM 000899104 1,198 316,153 SH   DFND 2,13,20 251,453 0 64,700
C & F FINL CORP COM 12466Q104 2,531 49,655 SH   DFND 2,13,20 40,226 0 9,429
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 728,908 8,379,214 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,318,598 205,175 855,441
C&J ENERGY SVCS INC NEW COM 12674R100 32,829 2,115,282 SH   DFND 2,5,8,20 1,907,483 0 207,799
CABLE ONE INC COM 12685J105 115,707 117,902 SH   DFND 2,5,6,8,11,13,20 111,531 65 6,306
CABOT CORP COM 127055101 65,403 1,571,059 SH   DFND 2,5,6,8,11,13,19,20 1,488,427 1,463 81,169
CABOT MICROELECTRONICS CORP COM 12709P103 89,404 795,517 SH   DFND 2,5,8,20 704,840 152 90,525
CABOT OIL & GAS CORP COM 127097103 595,912 22,831,872 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,226,738 298,912 2,306,222
CACI INTL INC CL A 127190304 142,917 785,174 SH   DFND 2,5,6,8,11,13,19,20 705,969 310 78,895
CACTUS INC CL A 127203107 30,600 859,538 SH   DFND 2,5,8,20 712,243 0 147,295
CADENCE BANCORPORATION CL A 12739A100 109,708 5,914,165 SH   DFND 2,5,8,20 5,438,939 0 475,226
ADOBE INC COM 00724F101 5,227,016 19,614,306 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,191,485 494,408 1,928,413
CADENCE DESIGN SYSTEM INC COM 127387108 765,587 12,054,583 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,219,327 389,011 1,446,245
CADIZ INC COM NEW 127537207 3,833 395,932 SH   DFND 2,5,20 340,312 0 55,620
CAESARS ENTMT CORP COM 127686103 116,248 13,377,190 SH   DFND 2,5,6,8,13,20 12,647,173 7,800 722,217
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 48,220 33,188,020 SH   DFND 2,5 33,188,020 0 0
CAESARSTONE LTD ORD SHS M20598104 7,309 468,182 SH   DFND 2,5,8,20 403,822 0 64,360
CAI INTERNATIONAL INC COM 12477X106 9,944 428,620 SH   DFND 2,5,8,20 372,859 0 55,761
CAL MAINE FOODS INC COM NEW 128030202 72,291 1,619,777 SH   DFND 2,5,8,19,20 1,520,203 1,000 98,574
CALAMP CORP COM 128126109 12,996 1,033,091 SH   DFND 2,5,8,20 926,232 400 106,459
CALAVO GROWERS INC COM 128246105 37,486 447,066 SH   DFND 2,5,8,20 385,219 0 61,847
CALERES INC COM 129500104 32,532 1,313,806 SH   DFND 2,5,8,20 1,179,222 1,545 133,039
ADT INC COM 00090Q103 7,627 1,193,523 SH   DFND 2,13,20 1,094,123 0 99,400
CALIFORNIA RES CORP COM NEW 13057Q206 73,679 2,865,765 SH   DFND 2,5,13,20 2,721,519 1,320 142,926
CALIFORNIA WTR SVC GROUP COM 130788102 192,930 3,554,344 SH   DFND 2,5,8,13,19,20 3,399,358 600 154,386
CALITHERA BIOSCIENCES INC COM 13089P101 3,657 542,648 SH   DFND 2,5,20 458,203 0 84,445
CALIX INC COM 13100M509 6,277 815,134 SH   DFND 2,5,20 683,113 0 132,021
CALLAWAY GOLF CO COM 131193104 41,564 2,609,142 SH   DFND 2,5,8,20 2,293,714 1,582 313,846
CALLON PETE CO DEL COM 13123X102 99,288 13,150,706 SH   DFND 2,5,6,11,20 12,216,881 4,200 929,625
CALYXT INC COM 13173L107 1,730 98,357 SH   DFND 2,5,20 83,741 0 14,616
CAMBREX CORP COM 132011107 38,238 984,241 SH   DFND 2,5,8,20 866,558 900 116,783
CAMBRIDGE BANCORP COM 132152109 4,719 56,958 SH   DFND 2,20 45,231 0 11,727
CAMDEN NATL CORP COM 133034108 13,769 330,043 SH   DFND 2,5,8,20 257,871 0 72,172
ADTALEM GLOBAL ED INC COM 00737L103 86,018 1,857,029 SH   DFND 2,5,6,8,11,19,20 1,673,141 394 183,494
CAMDEN PPTY TR SH BEN INT 133131102 567,986 5,552,930 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,060,296 100,148 392,486
CAMECO CORP COM 13321L108 224 19,005 SH   DFND 8 19,005 0 0
CAMPBELL SOUP CO COM 134429109 368,439 9,662,695 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,676,452 120,496 865,747
CAMPING WORLD HLDGS INC CL A 13462K109 11,933 857,889 SH   DFND 2,5,8,20 759,101 0 98,788
CANADIAN NATL RY CO COM 136375102 4,836 54,042 SH   DFND 20 678 0 53,364
CANADIAN PAC RY LTD COM 13645T100 8,746 42,352 SH   DFND 8,20 3,349 0 39,003
CANADIAN SOLAR INC COM 136635109 839 45,020 SH   DFND 2,5,20 45,020 0 0
CANNAE HLDGS INC COM 13765N107 33,393 1,376,471 SH   DFND 2,5,8,20 1,155,150 1,892 219,429
CANON INC SPONSORED ADR 138006309 404 13,563 SH   DFND 20 13,563 0 0
CANTEL MEDICAL CORP COM 138098108 74,052 1,107,074 SH   DFND 2,5,6,8,11,13,19,20 1,004,320 500 102,254
3-D SYS CORP DEL COM NEW 88554D205 33,096 3,075,837 SH   DFND 2,5,8,20 2,732,328 3,366 340,143
ADTRAN INC COM 00738A106 21,368 1,559,724 SH   DFND 2,5,8,20 1,339,840 1,818 218,066
CAPITAL BANCORP INC MD COM 139737100 846 72,773 SH   DFND 2,20 41,568 0 31,205
CAPITAL CITY BK GROUP INC COM 139674105 5,261 241,540 SH   DFND 2,5,20 203,964 0 37,576
CAPITAL ONE FINL CORP COM 14040H105 1,719,714 21,051,710 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,419,189 399,553 2,232,968
CAPITAL SR LIVING CORP COM 140475104 1,963 492,086 SH   DFND 2,5,8,20 414,861 1,100 76,125
CAPITOL FED FINL INC COM 14057J101 38,104 2,854,236 SH   DFND 2,5,6,8,12,20 2,445,497 0 408,739
CAPRI HOLDINGS LIMITED SHS G1890L107 300,984 6,578,890 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,578,890 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 1,424 98,638 SH   DFND 2,13,20 78,888 0 19,750
CAPSTEAD MTG CORP COM NO PAR 14067E506 23,971 2,763,042 SH   DFND 2,5,6,8,13,20 2,463,576 4,493 294,973
CARA THERAPEUTICS INC COM 140755109 34,648 1,765,937 SH   DFND 2,5,8,20 1,673,659 0 92,278
CARBO CERAMICS INC COM 140781105 2,335 667,050 SH   DFND 2,5,20 606,026 0 61,024
ADURO BIOTECH INC COM 00739L101 4,402 1,105,969 SH   DFND 2,5,20 918,149 0 187,820
CARBON BLACK INC COM 14081R103 10,016 718,001 SH   DFND 2,20 598,601 0 119,400
CARBONITE INC COM 141337105 17,318 698,025 SH   DFND 2,5,8,20 602,114 0 95,911
CARDINAL HEALTH INC COM 14149Y108 971,175 19,975,139 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,092,106 211,659 1,671,374
CARDIOVASCULAR SYS INC DEL COM 141619106 50,964 1,318,274 SH   DFND 2,5,8,20 1,045,260 800 272,214
CARDLYTICS INC COM 14161W105 1,295 78,295 SH   DFND 2,20 65,995 0 12,300
CARDTRONICS PLC SHS CL A G1991C105 41,019 1,152,860 SH   DFND 2,5,8,20 1,020,371 1,200 131,289
CARE COM INC COM 141633107 12,539 634,577 SH   DFND 2,5,8,20 575,324 0 59,253
CAREDX INC COM 14167L103 58,110 1,843,577 SH   DFND 2,5,8,20 1,733,005 0 110,572
CAREER EDUCATION CORP COM 141665109 32,025 1,938,550 SH   DFND 2,5,8,20 1,712,574 0 225,976
CARETRUST REIT INC COM 14174T107 77,471 3,271,079 SH   DFND 2,5,8,10,20 2,821,798 19,620 429,661
ADVANCE AUTO PARTS INC COM 00751Y106 566,554 3,321,158 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,724,838 80,952 515,368
CARGURUS INC COM CL A 141788109 37,918 946,535 SH   DFND 2,5,19,20 799,535 0 147,000
CARLISLE COS INC COM 142339100 299,252 2,440,486 SH   DFND 2,5,6,8,11,13,19,20 2,363,551 647 76,288
CARMAX INC COM 143130102 503,644 7,215,525 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,428,045 100,378 687,102
CARNIVAL CORP UNIT 99/99/9999 143658300 880,509 17,360,184 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,326,323 391,170 1,642,691
CAROLINA FINL CORP NEW COM 143873107 16,123 465,051 SH   DFND 2,5,8,20 405,682 0 59,369
CARPENTER TECHNOLOGY CORP COM 144285103 86,798 1,893,089 SH   DFND 2,5,6,8,11,19,20 1,698,511 314 194,264
CARRIAGE SVCS INC COM 143905107 7,027 365,033 SH   DFND 2,5,8,20 316,104 0 48,929
CARRIZO OIL & GAS INC COM 144577103 75,863 6,083,602 SH   DFND 2,5,20 5,535,182 1,591 546,829
CARROLS RESTAURANT GROUP INC COM 14574X104 6,959 698,035 SH   DFND 2,5,8,20 595,637 0 102,398
CARS COM INC COM 14575E105 56,769 2,489,864 SH   DFND 2,5,6,8,11,12,13,20 2,048,469 1,676 439,719
ADVANCED DISP SVCS INC DEL COM 00790X101 39,939 1,426,395 SH   DFND 2,5,8,20 1,203,040 0 223,355
CARTERS INC COM 146229109 116,206 1,152,949 SH   DFND 2,5,6,8,11,13,19,20 1,088,497 475 63,977
CARVANA CO CL A 146869102 37,860 652,081 SH   DFND 2,5,20 557,140 0 94,941
CASA SYS INC COM 14713L102 4,278 515,414 SH   DFND 2,5,8,20 441,924 0 73,490
CASELLA WASTE SYS INC CL A 147448104 28,875 812,021 SH   DFND 2,5,8,20 685,549 0 126,472
CASEYS GEN STORES INC COM 147528103 124,083 963,604 SH   DFND 2,5,6,8,11,12,13,20 909,401 439 53,764
CASI PHARMACEUTICALS INC COM 14757U109 2,282 795,175 SH   DFND 2,5,20 654,875 0 140,300
CASS INFORMATION SYS INC COM 14808P109 14,119 298,505 SH   DFND 2,5,8,20 246,715 0 51,790
CASTLE BRANDS INC COM 148435100 925 1,328,431 SH   DFND 2,20 1,124,282 0 204,149
CASTLIGHT HEALTH INC CL B 14862Q100 5,217 1,391,226 SH   DFND 2,5,20 1,130,780 0 260,446
CATALENT INC COM 148806102 154,040 3,795,021 SH   DFND 2,5,6,8,11,12,13,20 3,454,014 2,400 338,607
ADVANCED DRAIN SYS INC DEL COM 00790R104 19,298 748,864 SH   DFND 2,5,8,20 635,874 0 112,990
CATALYST BIOSCIENCES INC COM NEW 14888D208 1,582 195,062 SH   DFND 2,20 162,862 0 32,200
CATALYST PHARMACEUTICALS INC COM 14888U101 8,298 1,627,095 SH   DFND 2,5,20 1,329,796 0 297,299
CATCHMARK TIMBER TR INC CL A 14912Y202 9,234 940,303 SH   DFND 2,5,8,20 767,850 0 172,453
CATERPILLAR INC DEL COM 149123101 6,385,924 47,132,066 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,981,567 419,140 24,731,359
CATHAY GEN BANCORP COM 149150104 121,133 3,572,195 SH   DFND 2,5,6,8,11,20 3,329,141 454 242,600
CATO CORP NEW CL A 149205106 13,222 882,637 SH   DFND 2,5,8,20 794,984 1,391 86,262
CAVCO INDS INC DEL COM 149568107 33,518 285,190 SH   DFND 2,5,8,20 256,685 31 28,474
CB FINL SVCS INC COM 12479G101 1,644 69,266 SH   DFND 2,20 54,891 0 14,375
CBIZ INC COM 124805102 22,524 1,112,827 SH   DFND 2,5,8,20 931,328 0 181,499
CBL & ASSOC PPTYS INC COM 124830100 11,685 7,192,588 SH   DFND 2,5,8,13,20 6,551,932 7,647 633,009
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 4,033 348,867 SH   DFND 2,5,20 299,282 0 49,585
CBOE GLOBAL MARKETS INC COM 12503M108 448,305 4,697,249 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,211,031 71,373 414,845
CBRE GROUP INC CL A 12504L109 651,925 13,183,527 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,214,830 502,039 1,466,658
CBS CORP NEW CL B 124857202 709,877 14,884,388 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,365,690 244,658 1,274,040
CBTX INC COM 12481V104 12,571 385,972 SH   DFND 2,5,8,20 327,872 0 58,100
CDK GLOBAL INC COM 12508E101 350,513 5,959,084 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,456,615 90,766 411,703
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,046 25,542 SH   DFND 20 10,204 538 14,800
CDW CORP COM 12514G108 325,602 3,378,666 SH   DFND 2,5,6,8,10,12,13,19,20 2,837,102 101,474 440,090
CECO ENVIRONMENTAL CORP COM 125141101 3,929 545,723 SH   DFND 2,5,20 459,224 0 86,499
CEDAR REALTY TRUST INC COM NEW 150602209 8,922 2,624,184 SH   DFND 2,5,8,20 2,278,995 6,921 338,268
CEL SCI CORP COM PAR NEW 150837607 128 36,225 SH   DFND 2,20 36,225 0 0
ADVANCED ENERGY INDS COM 007973100 55,349 1,114,113 SH   DFND 2,5,8,20 967,676 200 146,237
CELANESE CORP DEL COM 150870103 595,389 6,037,813 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,019,069 394,339 624,405
CELCUITY INC COM 15102K100 1,539 70,254 SH   DFND 2,20 56,714 0 13,540
CELGENE CORP COM 151020104 2,873,402 30,457,940 SH   DFND 2,5,6,8,10,11,12,13,19,20 26,694,549 735,020 3,028,371
CELLCOM ISRAEL LTD SHS M2196U109 123 34,102 SH   DFND 20 34,102 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 3,078 177,898 SH   DFND 2,20 137,798 0 40,100
CELSIUS HOLDINGS INC COM NEW 15118V207 1,422 333,764 SH   DFND 2,20 264,384 0 69,380
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 1,401 1,408,000 SH   DFND 5 1,408,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 5,073 1,093,249 SH   DFND 1,5,13,20 1,047,154 0 46,095
CENTENE CORP DEL COM 15135B101 916,862 17,266,699 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,256,023 319,509 1,691,167
CENTENNIAL RESOURCE DEV INC CL A 15136A102 56,314 6,406,558 SH   DFND 2,5,13,19,20 6,180,266 700 225,592
ADVANCED MICRO DEVICES INC COM 007903107 929,724 36,431,200 SH   DFND 2,5,6,8,10,11,12,13,19,20 31,962,904 497,789 3,970,507
CENTERPOINT ENERGY INC COM 15189T107 831,659 27,089,858 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,952,806 353,961 2,783,091
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 25,782 487,000 SH   DFND 2 487,000 0 0
CENTERSTATE BK CORP COM 15201P109 75,102 3,154,222 SH   DFND 2,5,6,8,20 2,872,153 0 282,069
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4,035 417,727 SH   DFND 2,10,20 301,391 107,836 8,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 5,109 545,793 SH   DFND 2,20 545,793 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 5,985 1,503,764 SH   DFND 2,5,20 1,267,295 0 236,469
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 26,892 1,156,628 SH   DFND 2,5,6,8,20 1,020,549 0 136,079
CENTRAL GARDEN & PET CO COM 153527106 7,783 304,489 SH   DFND 2,5,20 272,425 0 32,064
CENTRAL PAC FINL CORP COM NEW 154760409 29,643 1,027,844 SH   DFND 2,5,8,20 942,228 0 85,616
CENTRAL VALLEY CMNTY BANCORP COM 155685100 3,563 182,243 SH   DFND 2,5,20 148,460 0 33,783
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 78,665 24,175,000 SH   DFND 2,5 24,175,000 0 0
CENTURY ALUM CO COM 156431108 29,444 3,315,734 SH   DFND 2,5,8,20 3,157,735 2,024 155,975
CENTURY BANCORP INC MASS CL A NON VTG 156432106 3,861 52,892 SH   DFND 2,20 44,112 0 8,780
CENTURY CASINOS INC COM 156492100 3,936 434,403 SH   DFND 2,20 354,446 0 79,957
CENTURY CMNTYS INC COM 156504300 17,109 713,777 SH   DFND 2,5,8,20 624,850 0 88,927
CENTURYLINK INC COM 156700106 676,370 56,411,156 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 39,641,928 730,636 16,038,592
CERAGON NETWORKS LTD ORD M22013102 183 50,867 SH   DFND 2 50,867 0 0
CERIDIAN HCM HLDG INC COM 15677J108 23,351 455,185 SH   DFND 2,5,19,20 411,497 0 43,688
CERNER CORP COM 156782104 782,736 13,681,804 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,781,749 382,953 1,517,102
CERUS CORP COM 157085101 20,941 3,361,355 SH   DFND 2,5,8,20 2,950,844 0 410,511
CEVA INC COM 157210105 18,616 690,520 SH   DFND 2,5,8,20 623,618 1,237 65,665
ADVANSIX INC COM 00773T101 25,996 909,916 SH   DFND 1,2,5,8,13,20 779,830 1,353 128,733
CF INDS HLDGS INC COM 125269100 480,199 11,746,543 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,369,325 162,041 1,215,177
CHANGYOU COM LTD ADS REP CL A 15911M107 2,468 144,311 SH   DFND 2,5,13,20 130,711 0 13,600
CHANNELADVISOR CORP COM 159179100 5,577 457,848 SH   DFND 2,5,8,20 388,738 0 69,110
CHAPARRAL ENERGY INC COM CL A 15942R208 293 51,363 SH   DFND 5,8,20 51,363 0 0
CHARAH SOLUTIONS INC COM 15957P105 510 79,646 SH   DFND 2,20 68,046 0 11,600
CHARLES RIV LABS INTL INC COM 159864107 169,677 1,168,175 SH   DFND 2,5,6,8,11,13,20 1,102,863 826 64,486
CHART INDS INC COM PAR $0.01 16115Q308 77,802 859,497 SH   DFND 2,5,8,20 759,302 1,146 99,049
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,709,835 7,811,350 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,638,767 90,762 1,081,821
CHASE CORP COM 16150R104 14,735 159,224 SH   DFND 2,5,8,20 122,327 0 36,897
CHATHAM LODGING TR COM 16208T102 47,120 2,435,433 SH   DFND 2,5,8,10,20 2,148,594 10,674 276,165
3M CO COM 88579Y101 8,878,730 42,731,398 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 21,517,022 13,213,830 8,000,546
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 4,974 949,279 SH   DFND 2,5,20 778,679 0 170,600
CHECK POINT SOFTWARE TECH LT ORD M22465104 338,524 2,676,289 SH   DFND 2,5,6,8,10,12,13,19,20 2,246,191 136,415 293,683
CHEESECAKE FACTORY INC COM 163072101 71,546 1,462,505 SH   DFND 2,5,6,8,11,20 1,271,506 294 190,705
CHEETAH MOBILE INC ADR 163075104 411 63,980 SH   DFND 2 63,980 0 0
CHEFS WHSE INC COM 163086101 18,836 606,625 SH   DFND 2,5,8,20 539,171 0 67,454
CHEGG INC COM 163092109 80,776 2,118,992 SH   DFND 2,5,8,20 1,775,984 1,200 341,808
CHEMED CORP NEW COM 16359R103 132,633 414,389 SH   DFND 2,5,6,8,11,13,19,20 388,432 247 25,710
CHEMICAL FINL CORP COM 163731102 142,732 3,467,734 SH   DFND 2,5,6,8,11,13,20 3,207,994 631 259,109
CHEMOCENTRYX INC COM 16383L106 6,355 457,546 SH   DFND 2,5,20 393,263 0 64,283
CHEMOURS CO COM 163851108 210,845 5,673,990 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,000,269 90,615 583,106
CHEMUNG FINL CORP COM 164024101 2,392 50,694 SH   DFND 2,20 41,063 0 9,631
AECOM COM 00766T100 111,442 3,756,051 SH   DFND 2,5,6,11,12,13,20 3,567,557 1,595 186,899
CHENIERE ENERGY INC COM NEW 16411R208 346,530 5,069,195 SH   DFND 2,5,6,8,10,12,13,19,20 4,284,564 113,011 671,620
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 14,689 18,625,000 SH   DFND 2,5 18,625,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 8,243 465,244 SH   DFND 2,5,20 412,984 0 52,260
CHESAPEAKE ENERGY CORP COM 165167107 124,861 40,277,808 SH   DFND 2,5,6,11,12,13,20 38,993,943 20,146 1,263,719
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 40,561 43,775,000 SH   DFND 2,5 43,775,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 85,422 3,027,935 SH   DFND 2,5,8,10,20 2,756,853 15,140 255,942
CHESAPEAKE UTILS CORP COM 165303108 30,934 337,788 SH   DFND 2,5,8,20 280,520 36 57,232
CHEVRON CORP NEW COM 166764100 14,214,589 115,396,887 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 87,534,614 15,486,162 12,376,111
CHICOS FAS INC COM 168615102 20,496 4,710,303 SH   DFND 2,5,8,12,20 4,127,586 6,009 576,708
CHILDRENS PL INC COM 168905107 49,095 504,680 SH   DFND 2,5,8,20 453,058 137 51,485
AEGION CORP COM 00770F104 24,947 1,419,887 SH   DFND 2,5,8,20 804,469 1,063 614,355
CHIMERA INVT CORP COM NEW 16934Q208 58,492 3,039,511 SH   DFND 2,5,6,8,13,20 2,752,912 3,113 283,486
CHIMERIX INC COM 16934W106 1,817 865,192 SH   DFND 2,5,20 732,248 0 132,944
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 3,372 36,953 SH   DFND 2,13 36,253 0 700
CHINA CUST RELATIONS CNTR IN COM G2118P102 191 16,192 SH   DFND 2 16,192 0 0
CHINA DISTANCE ED HLDGS LTD SPONS ADR 16944W104 312 46,118 SH   DFND 2 46,118 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 3,897 49,019 SH   DFND 5,8,20 47,319 0 1,700
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1,537 27,449 SH   DFND 5,20 25,049 0 2,400
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 135 10,266 SH   DFND 1,20 10,266 0 0
CHINA YUCHAI INTL LTD COM G21082105 804 50,746 SH   DFND 2,5,20 50,746 0 0
CHINACACHE INTL HLDG LTD SPONSORED ADR 16950M107 14 10,866 SH   DFND 2 10,866 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 1,972 245,029 SH   DFND 2,20 200,535 0 44,494
CHIPOTLE MEXICAN GRILL INC COM 169656105 733,306 1,032,375 SH   DFND 2,5,6,8,10,11,12,13,19,20 895,072 19,219 118,084
CHOICE HOTELS INTL INC COM 169905106 37,873 487,177 SH   DFND 2,5,8,13,19,20 436,664 274 50,239
CHRISTOPHER & BANKS CORP COM 171046105 5 15,823 SH   DFND 20 15,823 0 0
CHROMADEX CORP COM NEW 171077407 2,343 559,202 SH   DFND 2,20 454,222 0 104,980
CHUBB LIMITED COM H1467J104 2,950,441 20,953,538 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,805,166 316,121 1,832,251
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 8,694 244,558 SH   DFND 2,5,13,20 218,899 0 25,659
CHURCH & DWIGHT INC COM 171340102 936,560 13,148,391 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,792,437 333,286 1,022,668
CHURCHILL DOWNS INC COM 171484108 99,943 1,107,284 SH   DFND 2,5,6,8,13,20 993,481 501 113,302
CHUYS HLDGS INC COM 171604101 10,482 460,356 SH   DFND 2,5,8,20 408,135 0 52,221
CIENA CORP COM NEW 171779309 172,673 4,624,355 SH   DFND 2,5,6,8,11,13,19,20 4,143,357 3,103 477,895
AEMETIS INC COM NEW 00770K202 72 86,900 SH   DFND 20 86,900 0 0
CIGNA CORP NEW COM 125523100 2,729,886 16,970,787 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,849,797 473,931 1,647,059
CIM COML TR CORP COM 125525105 198 10,821 SH   DFND 20 10,821 0 0
CIMAREX ENERGY CO COM 171798101 382,708 5,475,076 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,830,006 89,320 555,750
CIMPRESS N V SHS EURO N20146101 33,088 412,926 SH   DFND 2,5,8,13,19,20 341,909 200 70,817
CINCINNATI BELL INC NEW COM NEW 171871502 13,358 1,400,214 SH   DFND 2,5,8,20 1,259,426 1,481 139,307
CINCINNATI FINL CORP COM 172062101 807,649 9,341,739 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,625,776 113,894 602,069
CINEMARK HOLDINGS INC COM 17243V102 109,898 2,748,127 SH   DFND 2,5,6,8,11,12,13,20 2,609,084 2,500 136,543
CINTAS CORP COM 172908105 834,394 4,128,414 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,669,554 82,327 376,533
CIRCOR INTL INC COM 17273K109 15,984 490,315 SH   DFND 2,5,8,20 437,687 409 52,219
CIRRUS LOGIC INC COM 172755100 91,318 2,170,616 SH   DFND 2,5,6,8,11,13,19,20 1,969,785 1,124 199,707
AERCAP HOLDINGS NV SHS N00985106 163,350 3,509,891 SH   DFND 2,5,6,8,10,12,13,19,20 2,369,021 278,388 862,482
CISCO SYS INC COM 17275R102 10,397,227 192,576,909 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 162,602,991 5,096,220 24,877,698
CISION LTD SHS G1992S109 19,549 1,419,681 SH   DFND 2,5,8,20 1,219,647 0 200,034
CIT GROUP INC COM NEW 125581801 199,544 4,159,765 SH   DFND 1,2,5,6,8,10,12,13,19,20 3,574,041 112,381 473,343
CITI TRENDS INC COM 17306X102 5,820 301,381 SH   DFND 2,5,20 250,437 0 50,944
CITIGROUP INC COM NEW 172967424 6,520,123 104,791,439 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 92,523,591 1,753,459 10,514,389
CITIZENS & NORTHN CORP COM 172922106 5,540 221,248 SH   DFND 2,5,20 189,432 0 31,816
CITIZENS CMNTY BANCORP INC M COM 174903104 300 25,120 SH   DFND 20 923 0 24,197
CITIZENS FINL GROUP INC COM 174610105 740,239 22,776,586 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,433,186 319,196 2,024,204
CITIZENS INC CL A 174740100 6,311 946,180 SH   DFND 2,5,8,20 800,541 800 144,839
CITRIX SYS INC COM 177376100 547,403 5,492,710 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,750,969 143,381 598,360
AERIE PHARMACEUTICALS INC COM 00771V108 41,005 863,270 SH   DFND 2,5,8,20 748,192 0 115,078
CITY HLDG CO COM 177835105 41,766 548,184 SH   DFND 2,5,8,20 498,823 0 49,361
CITY OFFICE REIT INC COM 178587101 9,690 856,785 SH   DFND 2,5,20 743,917 0 112,868
CIVEO CORP CDA COM 17878Y108 704 335,319 SH   DFND 2,5,8,20 335,319 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 4,657 213,311 SH   DFND 2,20 168,411 0 44,900
CLARUS CORP NEW COM 18270P109 4,119 321,575 SH   DFND 2,20 273,133 0 48,442
CLEAN ENERGY FUELS CORP COM 184499101 9,432 3,052,429 SH   DFND 2,5,20 2,652,876 0 399,553
CLEAN HARBORS INC COM 184496107 102,398 1,431,537 SH   DFND 2,5,6,8,11,20 1,186,113 746 244,678
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 3,858 721,094 SH   DFND 2,5,8,20 589,386 2,005 129,703
CLEARFIELD INC COM 18482P103 2,498 169,903 SH   DFND 2,20 141,491 0 28,412
CLEARSIDE BIOMEDICAL INC COM 185063104 717 519,621 SH   DFND 2,5,20 445,422 0 74,199
AEROHIVE NETWORKS INC COM 007786106 1,964 433,540 SH   DFND 2,20 359,067 0 74,473
CLEARWATER PAPER CORP COM 18538R103 9,200 472,277 SH   DFND 2,5,8,20 415,973 998 55,306
CLEARWAY ENERGY INC CL A 18539C105 12,220 840,473 SH   DFND 2,5,20 733,369 0 107,104
CLEARWAY ENERGY INC CL C 18539C204 21,373 1,414,477 SH   DFND 2,5,20 1,190,480 0 223,997
CLEVELAND CLIFFS INC COM 185899101 80,461 8,054,109 SH   DFND 2,5,8,20 7,115,249 5,829 933,031
CLIPPER RLTY INC COM 18885T306 3,220 240,442 SH   DFND 2,20 202,312 0 38,130
CLOROX CO DEL COM 189054109 1,284,879 8,007,470 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,484,845 86,888 1,435,737
CLOUDERA INC COM 18914U100 47,033 4,299,153 SH   DFND 2,5,8,20 3,667,708 0 631,445
CLOVIS ONCOLOGY INC COM 189464100 84,449 3,402,443 SH   DFND 2,5,8,13,19,20 3,249,960 500 151,983
CME GROUP INC COM CL A 12572Q105 2,693,945 16,368,602 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,686,032 240,711 1,441,859
CMS ENERGY CORP COM 125896100 792,192 14,263,457 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,044,924 189,514 1,029,019
AEROJET ROCKETDYNE HLDGS INC COM 007800105 125,914 3,543,870 SH   DFND 2,5,8,20 3,314,895 2,255 226,720
CNA FINL CORP COM 126117100 17,623 406,521 SH   DFND 2,5,6,10,12,13,19,20 378,092 0 28,429
CNB FINL CORP PA COM 126128107 6,690 264,742 SH   DFND 2,5,20 224,598 0 40,144
CNH INDL N V SHS N20944109 975 95,578 SH   DFND 20 95,578 0 0
CNO FINL GROUP INC COM 12621E103 98,187 6,068,407 SH   DFND 2,5,6,8,11,12,13,20 5,523,031 3,624 541,752
CNX RESOURCES CORPORATION COM 12653C108 91,055 8,454,503 SH   DFND 2,5,6,8,11,12,13,20 8,210,851 2,045 241,607
COASTAL FINL CORP WA COM NEW 19046P209 1,449 85,314 SH   DFND 2,20 65,707 0 19,607
COCA COLA CO COM 191216100 8,298,649 175,606,899 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 151,902,929 2,292,658 21,411,312
COCA COLA CONSOLIDATED INC COM 191098102 38,704 134,468 SH   DFND 2,5,8,20 119,083 0 15,385
COCA COLA EUROPEAN PARTNERS SHS G25839104 194,371 3,756,684 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,603,565 50,322 1,102,797
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 362 5,490 SH   DFND 8,13,20 4,100 0 1,390
AEROVIRONMENT INC COM 008073108 79,365 1,160,143 SH   DFND 2,5,8,20 1,085,865 0 74,278
CODEXIS INC COM 192005106 20,988 1,022,297 SH   DFND 2,5,8,20 850,897 0 171,400
CODORUS VY BANCORP INC COM 192025104 3,481 163,038 SH   DFND 2,5,20 137,653 0 25,385
COEUR MNG INC COM NEW 192108504 29,839 7,313,525 SH   DFND 2,5,8,20 6,705,776 3,121 604,628
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 67,819 1,250,115 SH   DFND 2,5,8,20 1,113,120 252 136,743
COGNEX CORP COM 192422103 273,053 5,368,725 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,757,763 168,971 441,991
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,672,431 23,083,939 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,248,532 565,005 2,270,402
COHBAR INC COM 19249J109 1,055 323,652 SH   DFND 2,20 235,352 0 88,300
COHEN & STEERS INC COM 19247A100 21,098 499,119 SH   DFND 2,5,8,20 394,688 0 104,431
COHERENT INC COM 192479103 84,170 593,921 SH   DFND 2,5,6,8,11,13,19,20 562,237 200 31,484
COHERUS BIOSCIENCES INC COM 19249H103 30,372 2,226,668 SH   DFND 2,5,8,20 2,061,760 0 164,908
500 COM LTD SPON ADR REP A 33829R100 1,036 74,244 SH   DFND 2,5,20 74,244 0 0
AES CORP COM 00130H105 636,691 35,215,213 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,331,195 390,489 4,493,529
COHU INC COM 192576106 18,840 1,272,459 SH   DFND 2,5,8,20 1,144,664 577 127,218
COLFAX CORP COM 194014106 64,487 2,172,733 SH   DFND 2,5,6,8,11,13,19,20 2,063,482 700 108,551
COLFAX CORP UNIT 01/15/2022T 194014205 15,624 117,000 SH   DFND 2 117,000 0 0
COLGATE PALMOLIVE CO COM 194162103 3,874,668 56,531,483 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 37,038,403 15,922,038 3,571,042
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 9,783 646,167 SH   DFND 2,5,8,20 552,940 0 93,227
COLONY CAP INC NEW CL A COM 19626G108 62,273 11,470,775 SH   DFND 2,5,8,10,13,20 10,254,625 133,808 1,082,342
COLONY CAP INC NEW NOTE 3.875% 1/1 19624RAB2 11,427 11,800,000 SH   DFND 2,5 11,800,000 0 0
COLONY CR REAL ESTATE INC COM CL A 19625T101 25,926 1,640,431 SH   DFND 2,5,8,20 1,379,309 0 261,122
COLUMBIA BKG SYS INC COM 197236102 96,406 2,949,084 SH   DFND 2,5,8,20 2,676,004 1,262 271,818
COLUMBIA FINL INC COM 197641103 13,964 891,116 SH   DFND 2,6,8,20 740,158 0 150,958
AEVI GENOMIC MEDICINE INC COM 00835P105 3 17,213 SH   DFND 20 17,213 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 94,385 4,193,004 SH   DFND 2,5,8,10,12,13,20 3,896,680 30,311 266,013
COLUMBIA SPORTSWEAR CO COM 198516106 40,876 392,356 SH   DFND 2,5,8,19,20 353,438 788 38,130
COLUMBUS MCKINNON CORP N Y COM 199333105 14,475 421,410 SH   DFND 2,5,8,20 353,059 612 67,739
COMCAST CORP NEW CL A 20030N101 6,864,876 171,707,765 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 150,021,430 3,364,095 18,322,240
COMERICA INC COM 200340107 596,822 8,065,362 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,293,939 133,009 638,414
COMFORT SYS USA INC COM 199908104 54,619 1,042,544 SH   DFND 2,5,8,20 924,967 0 117,577
COMMERCE BANCSHARES INC COM 200525103 323,037 5,563,852 SH   DFND 2,5,6,8,11,12,13,19,20 5,431,577 1,082 131,193
COMMERCIAL METALS CO COM 201723103 90,308 5,287,358 SH   DFND 2,5,6,8,11,12,20 4,717,108 768 569,482
COMMERCIAL VEH GROUP INC COM 202608105 3,656 476,649 SH   DFND 2,5,20 390,313 0 86,336
COMMSCOPE HLDG CO INC COM 20337X109 95,555 4,397,383 SH   DFND 2,5,6,8,10,12,13,19,20 3,470,470 121,495 805,418
AFFILIATED MANAGERS GROUP IN COM 008252108 295,610 2,759,877 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,473,107 51,878 234,892
COMMUNITY BANKERS TR CORP COM 203612106 2,360 321,147 SH   DFND 2,20 270,002 0 51,145
COMMUNITY BK SYS INC COM 203607106 273,024 4,540,224 SH   DFND 2,5,8,20 4,318,913 375 220,936
COMMUNITY FINL CORP MD COM 20368X101 1,841 64,901 SH   DFND 2,20 54,857 0 10,044
COMMUNITY HEALTH SYS INC NEW COM 203668108 12,046 3,229,548 SH   DFND 1,2,5,8,20 2,922,145 3,578 303,825
COMMUNITY HEALTHCARE TR INC COM 20369C106 19,540 544,444 SH   DFND 2,5,8,20 480,752 0 63,692
COMMUNITY TR BANCORP INC COM 204149108 15,065 363,889 SH   DFND 2,5,8,20 314,648 0 49,241
COMMVAULT SYSTEMS INC COM 204166102 82,251 1,270,481 SH   DFND 2,5,6,8,11,13,19,20 1,139,701 486 130,294
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 18,732 804,639 SH   DFND 1,2,10,13,19,20 718,746 72,914 12,979
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 24,789 2,343,040 SH   DFND 2,5,10,13,19,20 2,111,493 147,046 84,501
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 15,589 4,329,818 SH   DFND 2,10,19,20 3,871,124 402,756 55,938
AFLAC INC COM 001055102 1,983,524 39,670,472 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,108,008 958,433 3,604,031
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 4,429 465,280 SH   DFND 2,5,13,20 367,580 0 97,700
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 10,890 2,649,701 SH   DFND 2,10,19,20 2,359,651 248,850 41,200
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 10,090 342,487 SH   DFND 2,5,8,13,19,20 337,704 0 4,783
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 117,163 6,780,266 SH   DFND 2,5,8,10,12,13,19,20 3,513,762 83,700 3,182,804
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 842 53,696 SH   DFND 2 53,696 0 0
COMPASS MINERALS INTL INC COM 20451N101 96,230 1,769,908 SH   DFND 2,5,6,8,11,20 1,588,723 1,095 180,090
COMPUTER PROGRAMS & SYS INC COM 205306103 10,169 342,502 SH   DFND 2,5,8,20 308,715 100 33,687
COMSCORE INC COM 20564W105 1,687 83,300 SH   DFND 8,20 83,300 0 0
COMSTOCK RES INC COM 205768302 487 70,234 SH   DFND 2,20 70,234 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 17,520 754,524 SH   DFND 2,5,8,20 680,792 371 73,361
AG MTG INVT TR INC COM 001228105 13,121 756,499 SH   DFND 2,5,8,20 648,686 2,400 105,413
CONAGRA BRANDS INC COM 205887102 608,320 21,929,337 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,526,817 336,901 2,065,619
CONATUS PHARMACEUTICALS INC COM 20600T108 40 37,458 SH   DFND 2,20 37,458 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 4,699 389,291 SH   DFND 2,5,20 319,119 0 70,172
CONCHO RES INC COM 20605P101 1,107,480 9,980,898 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,999,415 131,451 850,032
CONDUENT INC COM 206787103 37,652 2,722,523 SH   DFND 1,2,5,8,12,13,20 2,461,471 4,381 256,671
CONFORMIS INC COM 20717E101 88 30,727 SH   DFND 20 30,727 0 0
CONMED CORP COM 207410101 83,259 998,514 SH   DFND 2,5,8,20 804,349 100 194,065
CONNECTICUT WTR SVC INC COM 207797101 17,803 259,330 SH   DFND 2,5,8,20 220,566 822 37,942
CONNECTONE BANCORP INC NEW COM 20786W107 14,280 724,896 SH   DFND 2,5,8,20 634,332 0 90,564
CONNS INC COM 208242107 16,702 730,608 SH   DFND 2,5,8,20 667,181 1,000 62,427
AGCO CORP COM 001084102 171,361 2,463,853 SH   DFND 2,5,6,8,11,12,13,19,20 2,244,661 3,313 215,879
CONOCOPHILLIPS COM 20825C104 3,735,390 55,969,277 SH   DFND 2,5,6,8,10,11,12,13,19,20 50,611,404 835,324 4,522,549
CONSOL ENERGY INC NEW COM 20854L108 36,905 1,078,477 SH   DFND 2,5,20 996,608 255 81,614
CONSOLIDATED COMM HLDGS INC COM 209034107 23,794 2,180,932 SH   DFND 2,5,8,20 1,950,940 1,045 228,947
CONSOLIDATED EDISON INC COM 209115104 1,775,241 20,931,979 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,723,140 340,482 1,868,357
CONSOLIDATED TOMOKA LD CO COM 210226106 4,437 75,142 SH   DFND 2,5,20 63,555 0 11,587
CONSOLIDATED WATER CO INC ORD G23773107 2,709 209,141 SH   DFND 2,20 166,601 0 42,540
CONSTELLATION BRANDS INC CL A 21036P108 1,280,457 7,303,124 SH   DFND 2,5,6,8,10,12,13,19,20 6,425,066 91,919 786,139
CONSTELLATION PHARMCETICLS I COM 210373106 2,413 178,050 SH   DFND 2,20 152,750 0 25,300
CONSTELLIUM NV CL A N22035104 5,679 711,638 SH   DFND 2,5,8,12,20 570,464 0 141,174
CONTAINER STORE GROUP INC COM 210751103 2,562 291,170 SH   DFND 2,20 252,095 0 39,075
AGENUS INC COM NEW 00847G705 5,043 1,697,865 SH   DFND 2,5,8,20 1,440,715 0 257,150
CONTINENTAL BLDG PRODS INC COM 211171103 18,653 752,452 SH   DFND 2,5,8,20 632,791 0 119,661
CONTINENTAL RESOURCES INC COM 212015101 145,192 3,243,069 SH   DFND 2,5,6,8,10,12,13,19,20 2,651,556 102,242 489,271
CONTRAFECT CORP COM 212326102 27 67,744 SH   DFND 2,20 67,744 0 0
CONTROL4 CORP COM 21240D107 12,666 748,121 SH   DFND 2,5,8,20 650,576 0 97,545
COOPER COS INC COM NEW 216648402 684,243 2,310,306 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,052,542 47,495 210,269
COOPER STD HLDGS INC COM 21676P103 23,128 492,506 SH   DFND 2,5,8,20 437,089 0 55,417
COOPER TIRE & RUBR CO COM 216831107 48,295 1,615,759 SH   DFND 2,5,8,20 1,392,760 33 222,966
COPA HOLDINGS SA CL A P31076105 73,164 907,624 SH   DFND 2,5,13,19,20 875,562 0 32,062
COPART INC COM 217204106 509,679 8,411,933 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,331,243 318,913 761,777
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 6,475 931,657 SH   DFND 2,5,20 769,428 0 162,229
AGEX THERAPEUTICS INC COM 00848H108 795 196,398 SH   DFND 2,5,20 174,530 0 21,868
CORCEPT THERAPEUTICS INC COM 218352102 36,860 3,139,718 SH   DFND 2,5,8,20 2,819,166 0 320,552
CORE LABORATORIES N V COM N22717107 61,112 886,197 SH   DFND 2,5,6,8,11,13,19,20 706,606 1,300 178,291
CORE MARK HOLDING CO INC COM 218681104 47,961 1,291,696 SH   DFND 2,5,8,12,20 1,174,733 1,600 115,363
CORECIVIC INC COM 21871N101 75,355 3,789,114 SH   DFND 2,5,6,8,11,12,13,20 3,443,122 657 345,335
CORELOGIC INC COM 21871D103 80,222 2,153,028 SH   DFND 2,5,6,8,11,13,20 1,908,870 1,306 242,852
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 10,156 276,342 SH   DFND 2,5,20 241,470 0 34,872
COREPOINT LODGING INC COM 21872L104 15,804 1,414,876 SH   DFND 2,5,8,20 1,268,221 0 146,655
CORESITE RLTY CORP COM 21870Q105 103,914 961,133 SH   DFND 2,5,6,8,11,19,20 864,796 800 95,537
CORINDUS VASCULAR ROBOTICS I COM 218730109 245 140,634 SH   DFND 2,20 140,634 0 0
CORMEDIX INC COM 21900C308 133 14,087 SH   DFND 20 14,087 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,083,909 13,484,806 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,851,350 230,699 1,402,757
CORNERSTONE ONDEMAND INC COM 21925Y103 67,187 1,226,491 SH   DFND 2,5,8,20 937,647 1,700 287,144
CORNING INC COM 219350105 1,235,746 37,333,701 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,961,477 598,744 3,773,480
CORPORACION AMER ARPTS S A COM L1995B107 1,335 161,404 SH   DFND 2,20 161,404 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 138,212 5,012,634 SH   DFND 2,5,6,8,10,11,13,20 4,699,632 25,395 287,607
CORVEL CORP COM 221006109 19,386 297,145 SH   DFND 2,5,8,20 267,099 0 30,046
CORVUS PHARMACEUTICALS INC COM 221015100 854 212,317 SH   DFND 2,20 164,665 0 47,652
COSAN LTD SHS A G25343107 3,059 263,970 SH   DFND 2,5,12,13,20 263,970 0 0
COSTAMARE INC SHS Y1771G102 4,130 794,229 SH   DFND 2,5,10,20 664,284 0 129,945
COSTAR GROUP INC COM 22160N109 347,853 745,794 SH   DFND 2,5,6,8,10,12,13,19,20 640,993 24,573 80,228
COSTCO WHSL CORP NEW COM 22160K105 4,409,973 18,212,491 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,974,085 505,466 1,732,940
AGILYSYS INC COM 00847J105 9,563 451,740 SH   DFND 2,5,20 408,090 0 43,650
COTT CORP QUE COM 22163N106 3,022 206,836 SH   DFND 2,20 100 0 206,736
COTY INC COM CL A 222070203 263,797 22,938,870 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,567,214 256,962 2,114,694
COUNTY BANCORP INC COM 221907108 1,231 69,932 SH   DFND 2,20 59,663 0 10,269
COUPA SOFTWARE INC COM 22266L106 100,503 1,104,671 SH   DFND 2,5,8,13,20 930,901 600 173,170
COUSINS PPTYS INC COM 222795106 239,956 24,840,212 SH   DFND 2,5,6,8,10,11,19,20 21,871,282 106,357 2,862,573
COVANTA HLDG CORP COM 22282E102 43,059 2,452,166 SH   DFND 2,5,8,20 2,079,547 3,914 368,705
COVENANT TRANSN GROUP INC CL A 22284P105 4,495 236,820 SH   DFND 2,5,8,20 192,984 0 43,836
COVETRUS INC COM 22304C100 77,100 2,420,732 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,420,732 0 0
COVIA HLDGS CORP COM 22305A103 3,397 607,606 SH   DFND 2,5,8,20 508,973 0 98,633
COWEN INC CL A NEW 223622606 8,583 592,370 SH   DFND 2,5,8,20 485,633 0 106,737
51JOB INC SPONSORED ADS 316827104 40,404 518,801 SH   DFND 1,2,5,8,10,11,12,13,19,20 422,364 11,400 85,037
AGIOS PHARMACEUTICALS INC COM 00847X104 107,201 1,589,571 SH   DFND 2,5,8,13,19,20 1,521,804 1,000 66,767
CRA INTL INC COM 12618T105 8,251 163,256 SH   DFND 2,5,20 140,074 0 23,182
CRACKER BARREL OLD CTRY STOR COM 22410J106 115,595 715,271 SH   DFND 2,5,6,8,11,13,20 635,800 285 79,186
CRAFT BREW ALLIANCE INC COM 224122101 3,312 236,876 SH   DFND 2,5,13,20 190,644 0 46,232
CRANE CO COM 224399105 110,504 1,305,887 SH   DFND 2,5,6,8,11,13,19,20 1,146,493 622 158,772
CRAWFORD & CO CL A 224633206 240 25,967 SH   DFND 5,20 25,967 0 0
CRAWFORD & CO CL B 224633107 2,287 250,442 SH   DFND 2,5,6,20 214,663 0 35,779
CRAY INC COM NEW 225223304 29,502 1,132,521 SH   DFND 2,5,8,20 999,856 1,400 131,265
CREDICORP LTD COM G2519Y108 595,461 2,481,606 SH   DFND 2,5,8,10,12,13,19,20 1,203,394 30,700 1,247,512
CREDIT ACCEP CORP MICH COM 225310101 66,568 147,298 SH   DFND 2,5,8,13,20 131,763 183 15,352
CREDIT SUISSE GROUP SPONSORED ADR 225401108 3,195 274,217 SH   DFND 1,20 274,217 0 0
AGNC INVT CORP COM 00123Q104 326,851 17,985,477 SH   DFND 2,5,6,8,10,12,13,19,20 13,187,999 570,256 4,227,222
CREE INC COM 225447101 196,363 3,431,720 SH   DFND 2,5,6,8,11,13,19,20 3,111,306 1,660 318,754
CRINETICS PHARMACEUTICALS IN COM 22663K107 2,399 105,399 SH   DFND 2,20 87,399 0 18,000
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 931 26,053 SH   DFND 2,5,8,20 22,953 0 3,100
CRITEO S A SPONS ADS 226718104 2,065 103,085 SH   DFND 1,2,5,20 103,085 0 0
CROCS INC COM 227046109 48,505 1,883,700 SH   DFND 2,5,8,20 1,662,480 3,168 218,052
CROSS CTRY HEALTHCARE INC COM 227483104 9,199 1,308,578 SH   DFND 2,5,8,20 1,200,382 0 108,196
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 52,997 44,650 SH   DFND 2 44,650 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,308,481 18,035,006 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,005,479 1,042,486 1,987,041
CROWN HOLDINGS INC COM 228368106 151,132 2,769,516 SH   DFND 2,5,6,8,10,12,13,19,20 2,261,638 73,125 434,753
CRYOLIFE INC COM 228903100 32,787 1,124,010 SH   DFND 2,5,8,20 1,010,123 0 113,887
AGNICO EAGLE MINES LTD COM 008474108 444 10,200 SH   DFND 5,8,20 4,400 5,800 0
CRYOPORT INC COM PAR $0.001 229050307 5,872 454,513 SH   DFND 2,5,20 371,313 0 83,200
CSG SYS INTL INC COM 126349109 47,361 1,119,650 SH   DFND 2,5,8,20 943,476 20 176,154
CSS INDS INC COM 125906107 513 85,600 SH   DFND 2,20 85,600 0 0
CSW INDUSTRIALS INC COM 126402106 17,531 306,012 SH   DFND 2,5,8,20 258,996 0 47,016
CSX CORP COM 126408103 2,416,276 32,294,516 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,243,924 877,077 3,173,515
CTI BIOPHARMA CORP COM NEW 12648L601 930 958,865 SH   DFND 2,20 741,651 0 217,214
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 20,093 19,700,000 SH   DFND 2,5 19,700,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 29,219 28,805,000 SH   DFND 2,5 28,805,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 14,328 12,615,000 SH   DFND 2,5 12,615,000 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 366,448 8,387,467 SH   DFND 1,2,5,8,10,11,12,13,19,20 6,661,672 261,471 1,464,324
AGREE REALTY CORP COM 008492100 93,544 1,338,521 SH   DFND 2,5,8,10,20 1,185,211 7,500 145,810
CTS CORP COM 126501105 27,000 918,074 SH   DFND 2,5,8,20 813,405 1,122 103,547
CUBESMART COM 229663109 232,364 7,181,184 SH   DFND 2,5,8,10,12,13,19,20 6,605,686 44,894 530,604
CUBIC CORP COM 229669106 86,720 1,541,957 SH   DFND 2,5,8,20 1,440,245 566 101,146
CUE BIOPHARMA INC COM 22978P106 2,030 262,578 SH   DFND 2,20 202,478 0 60,100
CULLEN FROST BANKERS INC COM 229899109 426,021 4,388,801 SH   DFND 2,5,6,8,11,12,13,20 4,254,164 3,910 130,727
CULP INC COM 230215105 4,141 214,241 SH   DFND 2,5,20 183,064 0 31,177
CUMMINS INC COM 231021106 1,672,752 10,595,759 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,864,598 4,027,934 703,227
CURIS INC COM NEW 231269200 26 12,988 SH   DFND 20 12,288 0 700
CURO GROUP HLDGS CORP COM 23131L107 1,868 186,223 SH   DFND 2,20 153,953 0 32,270
CURTISS WRIGHT CORP COM 231561101 174,314 1,535,945 SH   DFND 2,5,6,8,11,13,19,20 1,473,956 413 61,576
AGROFRESH SOLUTIONS COM 00856G109 1,882 563,601 SH   DFND 2,5,20 488,171 0 75,430
CUSHMAN WAKEFIELD PLC SHS G2717B108 16,818 944,840 SH   DFND 2,8,20 775,696 0 169,144
CUSTOMERS BANCORP INC COM 23204G100 19,819 1,082,433 SH   DFND 2,5,8,20 990,683 0 91,750
CUTERA INC COM 232109108 6,655 376,843 SH   DFND 2,5,20 339,949 0 36,894
CVB FINL CORP COM 126600105 90,890 4,317,826 SH   DFND 2,5,8,20 3,786,707 631 530,488
CVR ENERGY INC COM 12662P108 39,388 956,011 SH   DFND 2,5,8,13,20 882,370 7,700 65,941
CVS HEALTH CORP COM 126650100 3,305,953 61,300,825 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 48,862,249 6,934,118 5,504,458
CYBERARK SOFTWARE LTD SHS M2682V108 24,922 209,337 SH   DFND 2,5,8,10,20 161,937 500 46,900
CYBEROPTICS CORP COM 232517102 219 12,828 SH   DFND 2,20 12,828 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 16,796 1,264,755 SH   DFND 2,5,8,20 1,075,321 0 189,434
CYPRESS SEMICONDUCTOR CORP COM 232806109 141,108 9,389,737 SH   DFND 2,5,6,8,11,13,19,20 8,933,134 3,358 453,245
AIMMUNE THERAPEUTICS INC COM 00900T107 46,771 2,092,641 SH   DFND 2,5,8,20 1,952,970 0 139,671
CYRUSONE INC COM 23283R100 214,721 4,059,309 SH   DFND 2,5,6,8,10,11,19,20 3,736,466 26,200 296,643
CYTOKINETICS INC COM NEW 23282W605 16,520 2,042,077 SH   DFND 2,5,20 1,903,419 0 138,658
CYTOMX THERAPEUTICS INC COM 23284F105 22,516 2,094,485 SH   DFND 2,5,8,20 1,949,022 0 145,463
CYTOSORBENTS CORP COM NEW 23283X206 3,654 482,747 SH   DFND 2,5,20 388,187 0 94,560
D R HORTON INC COM 23331A109 642,360 15,523,451 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,751,223 243,882 1,528,346
DAILY JOURNAL CORP COM 233912104 3,999 18,678 SH   DFND 2,5,20 15,632 0 3,046
DAKTRONICS INC COM 234264109 7,660 1,028,201 SH   DFND 2,5,8,20 918,276 1,057 108,868
DANA INCORPORATED COM 235825205 82,283 4,638,278 SH   DFND 2,5,6,8,11,12,13,20 4,179,468 2,077 456,733
DANAHER CORPORATION 4.75 MND CV PFD 235851300 44,766 42,650 SH   DFND 2 42,650 0 0
DANAHER CORPORATION COM 235851102 3,469,776 26,248,709 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,100,382 434,385 2,713,942
AIR LEASE CORP CL A 00912X302 46,198 1,339,878 SH   DFND 2,5,8,13,20 1,210,262 1,500 128,116
DANAHER CORPORATION DBCV 1/2 235851AF9 131 26,000 SH   DFND 1 26,000 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 10,944 331,330 SH   DFND 2,5,13,20 212,430 0 118,900
DARDEN RESTAURANTS INC COM 237194105 712,562 5,866,156 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,897,232 203,028 765,896
DARLING INGREDIENTS INC COM 237266101 115,208 5,321,363 SH   DFND 2,5,8,12,20 4,131,803 1,184 1,188,376
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 593 55,458 SH   DFND 2,20 42,058 0 13,400
DASEKE INC COM 23753F107 3,721 730,979 SH   DFND 2,5,20 616,431 0 114,548
DAVE & BUSTERS ENTMT INC COM 238337109 56,231 1,124,168 SH   DFND 2,5,8,20 986,235 0 137,933
DAVITA INC COM 23918K108 344,221 6,340,407 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,318,609 81,874 939,924
DAWSON GEOPHYSICAL CO NEW COM 239360100 841 287,169 SH   DFND 2,20 234,069 0 53,100
DEAN FOODS CO NEW COM NEW 242370203 7,684 2,536,006 SH   DFND 2,5,8,20 2,254,667 2,830 278,509
AIR PRODS & CHEMS INC COM 009158106 2,039,018 10,613,773 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,573,986 155,191 884,596
DECIPHERA PHARMACEUTICALS IN COM 24344T101 14,451 622,621 SH   DFND 2,8,20 596,593 0 26,028
DECKERS OUTDOOR CORP COM 243537107 141,362 961,713 SH   DFND 2,5,6,8,11,12,19,20 838,173 293 123,247
DEERE & CO COM 244199105 2,025,096 12,610,198 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,159,985 208,706 1,241,507
DEL FRISCOS RESTAURANT GROUP COM 245077102 3,609 563,103 SH   DFND 2,5,20 467,741 0 95,362
DEL TACO RESTAURANTS INC COM 245496104 6,114 607,786 SH   DFND 2,5,8,20 520,877 0 86,909
DELEK US HLDGS INC NEW COM 24665A103 102,501 2,814,404 SH   DFND 2,5,8,12,20 2,552,009 1,400 260,995
DELL TECHNOLOGIES INC CL C 24703L202 225,865 3,848,435 SH   DFND 1,2,5,6,8,10,12,13,19,20 3,319,525 100,159 428,751
DELPHI TECHNOLOGIES PLC SHS G2709G107 24,156 1,254,200 SH   DFND 2,5,6,8,11,12,13,20 1,230,908 4,049 19,243
DELTA AIR LINES INC DEL COM NEW 247361702 1,101,480 21,325,848 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,131,796 199,544 1,994,508
DELUXE CORP COM 248019101 65,993 1,509,452 SH   DFND 2,5,6,8,11,19,20 1,343,663 7,967 157,822
AIR TRANSPORT SERVICES GRP I COM 00922R105 27,993 1,214,467 SH   DFND 2,5,8,20 1,043,456 0 171,011
DENALI THERAPEUTICS INC COM 24823R105 38,883 1,674,551 SH   DFND 2,5,8,20 1,534,368 0 140,183
DENBURY RES INC COM NEW 247916208 52,951 25,829,776 SH   DFND 2,5,20 24,383,135 13,143 1,433,498
DENNYS CORP COM 24869P104 22,818 1,243,485 SH   DFND 2,5,8,20 1,043,949 0 199,536
DENTSPLY SIRONA INC COM 24906P109 472,585 9,513,204 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,425,627 143,721 943,856
DERMIRA INC COM 24983L104 9,703 716,114 SH   DFND 2,5,8,20 594,027 0 122,087
DESTINATION XL GROUP INC COM 25065K104 54 22,082 SH   DFND 20 22,082 0 0
DEVON ENERGY CORP NEW COM 25179M103 731,304 23,171,867 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 21,086,348 343,459 1,742,060
DEXCOM INC COM 252131107 229,400 1,926,115 SH   DFND 2,5,6,8,10,12,13,19,20 1,635,883 55,557 234,675
DEXCOM INC NOTE 0.750% 5/1 252131AF4 15,896 11,810,000 SH   DFND 2,5 11,810,000 0 0
DHI GROUP INC COM 23331S100 82 33,775 SH   DFND 20 33,775 0 0
AIRCASTLE LTD COM G0129K104 24,670 1,218,888 SH   DFND 2,5,8,20 1,017,928 2,600 198,360
DHT HOLDINGS INC SHS NEW Y2065G121 7,499 1,681,310 SH   DFND 2,5,20 1,384,823 0 296,487
DIAGEO P L C SPON ADR NEW 25243Q205 1,336 8,134 SH   DFND 1,20 8,134 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 9,088 64,916 SH   DFND 2,5,8,20 55,049 0 9,867
DIAMOND OFFSHORE DRILLING IN COM 25271C102 28,682 2,734,197 SH   DFND 2,5,8,12,13,20 2,518,913 2,974 212,310
DIAMONDBACK ENERGY INC COM 25278X109 830,891 8,183,695 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,519,780 104,132 559,783
DIAMONDROCK HOSPITALITY CO COM 252784301 111,845 10,210,194 SH   DFND 2,5,8,10,13,20 9,256,589 47,508 906,097
DIANA SHIPPING INC COM Y2066G104 349 123,790 SH   DFND 2,20 123,790 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 27,565 1,881,583 SH   DFND 2,5,8,20 1,714,575 0 167,008
DICKS SPORTING GOODS INC COM 253393102 75,219 2,043,447 SH   DFND 2,5,6,8,11,12,13,19,20 1,936,383 3,507 103,557
DIEBOLD NXDF INC COM 253651103 25,110 2,268,316 SH   DFND 2,5,8,20 2,031,966 2,012 234,338