0001214717-17-000011.txt : 20170814 0001214717-17-000011.hdr.sgml : 20170814 20170814144251 ACCESSION NUMBER: 0001214717-17-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEODE CAPITAL MANAGEMENT, LLC CENTRAL INDEX KEY: 0001214717 IRS NUMBER: 043537967 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10386 FILM NUMBER: 171029405 BUSINESS ADDRESS: STREET 1: 1 POST OFFICE SQUARE STREET 2: 20TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-392-8533 MAIL ADDRESS: STREET 1: 1 POST OFFICE SQUARE STREET 2: 20TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: GEODE CAPITAL MANAGEMENT LLC DATE OF NAME CHANGE: 20030116 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001214717 XXXXXXXX 06-30-2017 06-30-2017 GEODE CAPITAL MANAGEMENT, LLC

1 POST OFFICE SQUARE 20TH FLOOR BOSTON MA 02109

13F HOLDINGS REPORT 028-10386 N Jeffrey S. Miller 617-392-8533 Jeffrey S. Miller Boston MA 08-14-2017 1 4742 254305404 false 2 0001308055 028-10985 GEODE CAPITAL MANAGEMENT LP INFORMATION TABLE 2 13F_Filing_06_30_2017.xml 1-800-FLOWERS.COM INC-CL A CL A 68243Q106 2622 269012 SH DFND 1 267587 0 1425 1ST CONSTITUTION BANCORP COM 31986N102 827 46592 SH DFND 1 46592 0 0 1ST SOURCE CORP COM 336901103 7807 162866 SH DFND 1 162866 0 0 21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 170 33985 SH DFND 1 33985 0 0 22ND CENTURY GROUP INC COM 90137F103 776 443658 SH DFND 1 443658 0 0 2U INC COM 90214J101 16747 356935 SH DFND 1 356935 0 0 3D SYSTEMS CORP COM NEW 88554D205 15923 851521 SH DFND 1 847881 0 3640 3M CO COM 88579Y101 1349832 6493817 SH DFND 1 6466317 0 27500 51JOB INC-ADR SP ADR REP COM 316827104 803 17971 SH DFND 1 17971 0 0 58.COM INC-ADR SPON ADR REP A 31680Q104 5914 134721 SH DFND 1 134721 0 0 8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 200 13237 SH DFND 1 13237 0 0 8X8 INC COM 282914100 11417 784699 SH DFND 1 784699 0 0 A H BELO CORP-A COM CL A 001282102 612 111418 SH DFND 1 111418 0 0 A10 NETWORKS INC COM 002121101 3153 373673 SH DFND 1 373673 0 0 AAC HOLDINGS INC COM 000307108 490 70785 SH DFND 1 70785 0 0 AAON INC COM PAR $0.004 000360206 13290 360674 SH DFND 1 360674 0 0 AAR CORP COM 000361105 8713 250682 SH DFND 1 250682 0 0 AARON'S INC COM PAR $0.50 002535300 27109 696892 SH DFND 1 694768 0 2124 AARON'S INC COM PAR $0.50 002535300 824 21198 SH DFND 1 2 21198 0 0 ABAXIS INC COM 002567105 10159 191610 SH DFND 1 191088 0 522 ABB LTD-SPON ADR SPONSORED ADR 000375204 592 23812 SH DFND 1 19910 0 3902 ABBOTT LABORATORIES COM 002824100 817235 16841625 SH DFND 1 16760820 0 80805 ABBVIE INC COM 00287Y109 755 10423 SH DFND 1 2 10423 0 0 ABBVIE INC COM 00287Y109 1086706 15014095 SH DFND 1 14939586 0 74509 ABEONA THERAPEUTICS INC COM 00289Y107 1488 232500 SH DFND 1 232500 0 0 ABERCROMBIE & FITCH CO-CL A CL A 002896207 6861 551564 SH DFND 1 550893 0 671 ABERDEEN CHILE FUND INC COM 00301W105 110 15649 SH DFND 1 2 15649 0 0 ABIOMED INC COM 003654100 48072 335469 SH DFND 1 334096 0 1373 ABM INDUSTRIES INC COM 000957100 18836 453684 SH DFND 1 453684 0 0 ABRAXAS PETROLEUM CORP COM 003830106 1953 1205586 SH DFND 1 1205586 0 0 AC IMMUNE SA SHS H00263105 228 25953 SH DFND 1 25953 0 0 ACACIA COMMUNICATIONS INC COM 00401C108 5699 137429 SH DFND 1 137429 0 0 ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1667 406634 SH DFND 1 406634 0 0 ACADIA HEALTHCARE CO INC COM 00404A109 32885 665977 SH DFND 1 663404 0 2573 ACADIA PHARMACEUTICALS INC COM 004225108 23 854 SH DFND 1 2 854 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 22020 789556 SH DFND 1 789556 0 0 ACADIA REALTY TRUST COM SH BEN INT 004239109 23470 844253 SH DFND 1 844253 0 0 ACCELERATE DIAGNOSTICS INC COM 00430H102 6607 241592 SH DFND 1 241398 0 194 ACCELERON PHARMA INC COM 00434H108 8939 294145 SH DFND 1 294145 0 0 ACCENTURE PLC-CL A SHS CLASS A G1151C101 858607 6952744 SH DFND 1 6924098 0 28646 ACCENTURE PLC-CL A SHS CLASS A G1151C101 18 148 SH DFND 1 2 148 0 0 ACCESS NATIONAL CORP COM 004337101 3421 129023 SH DFND 1 129023 0 0 ACCO BRANDS CORP COM 00081T108 10360 889283 SH DFND 1 889283 0 0 ACCURAY INC COM 004397105 3368 709170 SH DFND 1 709170 0 0 ACELRX PHARMACEUTICALS INC COM 00444T100 376 175262 SH DFND 1 175262 0 0 ACETO CORP COM 004446100 10 663 SH DFND 1 2 663 0 0 ACETO CORP COM 004446100 3822 247425 SH DFND 1 247425 0 0 ACHAOGEN INC COM 004449104 5894 271240 SH DFND 1 271240 0 0 ACHILLION PHARMACEUTICALS COM 00448Q201 4925 1073029 SH DFND 1 1073029 0 0 ACI WORLDWIDE INC COM 004498101 22466 1004300 SH DFND 1 1000326 0 3974 ACLARIS THERAPEUTICS INC COM 00461U105 3858 142287 SH DFND 1 142287 0 0 ACLARIS THERAPEUTICS INC COM 00461U105 38 1410 SH DFND 1 2 1410 0 0 ACNB CORP COM 000868109 1027 33700 SH DFND 1 33700 0 0 ACORDA THERAPEUTICS INC COM 00484M106 8946 454145 SH DFND 1 454145 0 0 ACTINIUM PHARMACEUTICALS INC COM 00507W107 233 191249 SH DFND 1 191249 0 0 ACTIVISION BLIZZARD INC COM 00507V109 390775 6799634 SH DFND 1 6746121 0 53513 ACTUA CORP COM 005094107 4116 292993 SH DFND 1 292993 0 0 ACTUANT CORP-A CL A NEW 00508X203 11113 451755 SH DFND 1 451755 0 0 ACTUANT CORP-A CL A NEW 00508X203 30 1231 SH DFND 1 2 1231 0 0 ACUITY BRANDS INC COM 00508Y102 95759 471792 SH DFND 1 469879 0 1913 ACUSHNET HOLDINGS CORP COM 005098108 3538 178353 SH DFND 1 178353 0 0 ACXIOM CORP COM 005125109 17468 672398 SH DFND 1 669754 0 2644 ADAMAS PHARMACEUTICALS INC COM 00548A106 2209 126354 SH DFND 1 126354 0 0 ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 640 123113 SH DFND 1 123113 0 0 ADAMS DIVERSIFIED EQUITY FUN COM 006212104 5354 374736 SH DFND 1 2 374736 0 0 ADAMS NATURAL RESOURCES FUND COM 00548F105 4350 232673 SH DFND 1 2 232673 0 0 ADAMS RESOURCES & ENERGY INC COM NEW 006351308 715 17420 SH DFND 1 17420 0 0 ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 128 28605 SH DFND 1 28605 0 0 ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 38 40556 SH DFND 1 40556 0 0 ADDUS HOMECARE CORP COM 006739106 2222 59746 SH DFND 1 59746 0 0 ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 19 11928 SH DFND 1 11928 0 0 ADESTO TECHNOLOGIES CORP COM 00687D101 195 43069 SH DFND 1 43069 0 0 ADIENT PLC ORD SHS G0084W101 48733 745394 SH DFND 1 745248 0 146 ADMA BIOLOGICS INC COM 000899104 82 21526 SH DFND 1 21526 0 0 ADOBE SYSTEMS INC COM 00724F101 688847 4878615 SH DFND 1 4842514 0 36101 ADTALEM GLOBAL EDUCATION INC COM 00737L103 17323 456484 SH DFND 1 454565 0 1919 ADTRAN INC COM 00738A106 8633 418095 SH DFND 1 418095 0 0 ADURO BIOTECH INC COM 00739L101 3322 291419 SH DFND 1 291419 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 24 212 SH DFND 1 2 212 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 92593 795430 SH DFND 1 792226 0 3204 ADVANCED ACCELERATOR APP-ADR SPONSORED ADS 00790T100 1074 27526 SH DFND 1 27526 0 0 ADVANCED DISPOSAL SERVICES I COM 00790X101 6883 302819 SH DFND 1 302819 0 0 ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 5764 286793 SH DFND 1 286793 0 0 ADVANCED EMISSIONS SOLUTIONS COM 00770C101 1781 194469 SH DFND 1 194469 0 0 ADVANCED ENERGY INDUSTRIES COM 007973100 24657 381157 SH DFND 1 381157 0 0 ADVANCED ENERGY INDUSTRIES COM 007973100 51 796 SH DFND 1 2 796 0 0 ADVANCED MICRO DEVICES COM 007903107 107951 8663335 SH DFND 1 8629713 0 33622 ADVANCED SEMICONDUCTOR E-ADR SPONSORED ADR 00756M404 145 23046 SH DFND 1 19186 0 3860 ADVANSIX INC COM 00773T101 7531 241082 SH DFND 1 241082 0 0 ADVAXIS INC COM NEW 007624208 1878 289520 SH DFND 1 289520 0 0 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 238 95252 SH DFND 1 95252 0 0 ADVISORY BOARD CO/THE COM 00762W107 17677 343255 SH DFND 1 343255 0 0 AECOM COM 00766T100 40285 1246087 SH DFND 1 1240842 0 5245 AECOM COM 00766T100 31 961 SH DFND 1 2 961 0 0 AEGION CORP COM 00770F104 6453 294957 SH DFND 1 294957 0 0 AEGLEA BIOTHERAPEUTICS INC COM 00773J103 117 30649 SH DFND 1 30649 0 0 AEGON N.V.-NY REG SHR NY REGISTRY SH 007924103 127 25015 SH DFND 1 21575 0 3440 AEHR TEST SYSTEMS COM 00760J108 367 98097 SH DFND 1 98097 0 0 AEMETIS INC COM NEW 00770K202 80 59740 SH DFND 1 59740 0 0 AERCAP HOLDINGS NV SHS N00985106 17509 379564 SH DFND 1 379564 0 0 AERIE PHARMACEUTICALS INC COM 00771V108 15379 292662 SH DFND 1 292662 0 0 AEROHIVE NETWORKS INC COM 007786106 1600 320140 SH DFND 1 320140 0 0 AEROJET ROCKETDYNE HOLDINGS COM 007800105 12265 589676 SH DFND 1 589676 0 0 AEROVIRONMENT INC COM 008073108 6837 178993 SH DFND 1 178993 0 0 AES CORP COM 00130H105 157 14152 SH DFND 1 2 14152 0 0 AES CORP COM 00130H105 75532 6809458 SH DFND 1 6780816 0 28642 AETHLON MEDICAL INC COM NEW 00808Y208 51 24234 SH DFND 1 24234 0 0 AETNA INC COM 00817Y108 487901 3219153 SH DFND 1 3203571 0 15582 AEVI GENOMIC MEDICINE INC COM 00835P105 244 183789 SH DFND 1 183789 0 0 AFFILIATED MANAGERS GROUP COM 008252108 108 657 SH DFND 1 2 657 0 0 AFFILIATED MANAGERS GROUP COM 008252108 93149 562611 SH DFND 1 560155 0 2456 AFFIMED NV COM N01045108 38 18764 SH DFND 1 18764 0 0 AFLAC INC COM 001055102 314097 4050256 SH DFND 1 4032017 0 18239 AG MORTGAGE INVESTMENT TRUST COM 001228105 3936 215115 SH DFND 1 206950 0 8165 AGCO CORP COM 001084102 37073 550331 SH DFND 1 548084 0 2247 AGENUS INC COM NEW 00847G705 2396 612855 SH DFND 1 612855 0 0 AGILE THERAPEUTICS INC COM 00847L100 642 171318 SH DFND 1 171318 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 198168 3346818 SH DFND 1 3331934 0 14884 AGILYSYS INC COM 00847J105 1345 132930 SH DFND 1 132930 0 0 AGIOS PHARMACEUTICALS INC COM 00847X104 17821 346389 SH DFND 1 346389 0 0 AGNC INVESTMENT CORP COM 00123Q104 82669 3884117 SH DFND 1 3874920 0 9197 AGNC INVESTMENT CORP COM 00123Q104 118 5558 SH DFND 1 2 5558 0 0 AGNICO EAGLE MINES LTD COMSTK 008474108 5530 123535 SH DFND 1 123270 0 265 AGREE REALTY CORP COM 008492100 9916 216189 SH DFND 1 216189 0 0 AGRIUM INC COM 008916108 384 4243 SH DFND 1 4243 0 0 AGRIUM INC COMSTK 008916108 6481 71988 SH DFND 1 71988 0 0 AGROFRESH SOLUTIONS INC COM 00856G109 1620 225715 SH DFND 1 225715 0 0 AIMMUNE THERAPEUTICS INC COM 00900T107 4928 239694 SH DFND 1 239694 0 0 AIR LEASE CORP CL A 00912X302 28696 768120 SH DFND 1 768120 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 295339 2068170 SH DFND 1 2058244 0 9926 AIR TRANSPORT SERVICES GROUP COM 00922R105 10389 477038 SH DFND 1 477038 0 0 AIRCASTLE LTD COM G0129K104 9429 433537 SH DFND 1 433537 0 0 AIRGAIN INC COM 00938A104 499 35237 SH DFND 1 35237 0 0 AIRMEDIA GROUP INC-ADR SPONSORED ADR 009411109 44 20876 SH DFND 1 20876 0 0 AK STEEL HOLDING CORP COM 001547108 17914 2726774 SH DFND 1 2726774 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 372 7483 SH DFND 1 2 7483 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 90523 1820306 SH DFND 1 1807705 0 12601 AKEBIA THERAPEUTICS INC COM 00972D105 4715 328181 SH DFND 1 328181 0 0 AKERS BIOSCIENCES INC COM 00973E102 15 12000 SH DFND 1 12000 0 0 AKORN INC COM 009728106 24681 735878 SH DFND 1 732944 0 2934 AKOUSTIS TECHNOLOGIES INC COM 00973N102 526 60281 SH DFND 1 60281 0 0 ALAMO GROUP INC COM 011311107 11080 122015 SH DFND 1 122015 0 0 ALARM.COM HOLDINGS INC COM 011642105 5635 149753 SH DFND 1 149753 0 0 ALASKA AIR GROUP INC COM 011659109 113405 1265064 SH DFND 1 1259301 0 5763 ALASKA COMM SYSTEMS GROUP COM 01167P101 794 361214 SH DFND 1 361214 0 0 ALBANY INTL CORP-CL A CL A 012348108 12317 230672 SH DFND 1 230672 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 4618 212835 SH DFND 1 212835 0 0 ALBEMARLE CORP COM 012653101 31 296 SH DFND 1 2 296 0 0 ALBEMARLE CORP COM 012653101 116875 1109331 SH DFND 1 1104258 0 5073 ALBIREO PHARMA INC COM 01345P106 546 26549 SH DFND 1 26549 0 0 ALCOA CORP COM 013872106 36 1127 SH DFND 1 2 1127 0 0 ALCOA CORP COM 013872106 40906 1252870 SH DFND 1 1252870 0 0 ALCOBRA LTD SHS M2239P109 12 11033 SH DFND 1 11033 0 0 ALDER BIOPHARMACEUTICALS INC COM 014339105 4773 416893 SH DFND 1 416893 0 0 ALDEYRA THERAPEUTICS INC COM 01438T106 271 57854 SH DFND 1 57854 0 0 ALERE INC COM 01449J105 34399 685389 SH DFND 1 685389 0 0 ALEXANDER & BALDWIN INC COM 014491104 15204 367434 SH DFND 1 365877 0 1557 ALEXANDER'S INC COM 014752109 11051 26221 SH DFND 1 26221 0 0 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 133582 1110461 SH DFND 1 1106509 0 3952 ALEXION PHARMACEUTICALS INC COM 015351109 262519 2161456 SH DFND 1 2144789 0 16667 ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 241840 1724351 SH DFND 1 1723742 0 609 ALICO INC COM 016230104 862 27550 SH DFND 1 27550 0 0 ALIGN TECHNOLOGY INC COM 016255101 128685 858475 SH DFND 1 855199 0 3276 ALIGN TECHNOLOGY INC COM 016255101 39 262 SH DFND 1 2 262 0 0 ALIMERA SCIENCES INC COM 016259103 217 156604 SH DFND 1 156604 0 0 ALIO GOLD INC COMSTK 01627X108 3497 262612 SH DFND 1 262612 0 0 ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 2842 2500000 PRN DFND 1 2 2500000 0 0 ALJ REGIONAL HOLDINGS INC COM 001627108 79 24901 SH DFND 1 24901 0 0 ALKERMES PLC SHS G01767105 13 231 SH DFND 1 2 231 0 0 ALKERMES PLC SHS G01767105 74621 1287789 SH DFND 1 1287665 0 124 ALLEGHANY CORP COM 017175100 77863 130955 SH DFND 1 130434 0 521 ALLEGHENY TECHNOLOGIES INC COM 01741R102 25 1480 SH DFND 1 2 1480 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 14486 851649 SH DFND 1 847983 0 3666 ALLEGIANCE BANCSHARES INC COM 01748H107 3711 96908 SH DFND 1 96908 0 0 ALLEGIANT TRAVEL CO COM 01748X102 15752 116167 SH DFND 1 116167 0 0 ALLEGIANT TRAVEL CO COM 01748X102 342 2523 SH DFND 1 2 2523 0 0 ALLEGION PLC ORD SHS G0176J109 77786 960450 SH DFND 1 956315 0 4135 ALLERGAN PLC SHS G0177J108 800908 3300384 SH DFND 1 3285339 0 15045 ALLETE INC COM NEW 018522300 34958 487709 SH DFND 1 487709 0 0 ALLIANCE CALIF MUNI INCOME COM 018546101 658 48063 SH DFND 1 2 48063 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 139983 546276 SH DFND 1 543860 0 2416 ALLIANCE HEALTHCARE SERVICE COM PAR 018606301 2107 158450 SH DFND 1 157979 0 471 ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 894 37753 SH DFND 1 37753 0 0 ALLIANCE ONE INTERNATIONAL COM NEW 018772301 612 42566 SH DFND 1 42566 0 0 ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 871 46090 SH DFND 1 46090 0 0 ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1832 96950 SH DFND 1 2 96950 0 0 ALLIANT ENERGY CORP COM 018802108 95927 2391765 SH DFND 1 2381380 0 10385 ALLIED MOTION TECHNOLOGIES COM 019330109 1770 65033 SH DFND 1 65033 0 0 ALLIED WORLD ASSURANCE CO SHS H01531104 31 600 SH DFND 1 2 600 0 0 ALLIED WORLD ASSURANCE CO SHS H01531104 37561 710038 SH DFND 1 710038 0 0 ALLIQUA BIOMEDICAL INC COM NEW 019621200 28 76706 SH DFND 1 76706 0 0 ALLISON TRANSMISSION HOLDING COM 01973R101 61225 1632241 SH DFND 1 1632241 0 0 ALLISON TRANSMISSION HOLDING COM 01973R101 883 23549 SH DFND 1 2 23549 0 0 ALLOT COMMUNICATIONS LTD SHS M0854Q105 92 18186 SH DFND 1 18186 0 0 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 20277 1589121 SH DFND 1 1583005 0 6116 ALLSTATE CORP COM 020002101 312121 3535391 SH DFND 1 3519575 0 15816 ALLY FINANCIAL INC COM 02005N100 72925 3491251 SH DFND 1 3491251 0 0 ALLY FINANCIAL INC COM 02005N100 155 7447 SH DFND 1 2 7447 0 0 ALMOST FAMILY INC COM 020409108 6488 105253 SH DFND 1 105253 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 52833 662405 SH DFND 1 662281 0 124 ALON USA PARTNERS LP UT LTDPART INT 02052T109 189 18110 SH DFND 1 2 18110 0 0 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3772 226320 SH DFND 1 226320 0 0 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 88 5319 SH DFND 1 2 5319 0 0 ALPHABET INC-CL A CAP STK CL A 02079K305 2908077 3133111 SH DFND 1 3110970 0 22141 ALPHABET INC-CL C CAP STK CL C 02079K107 2864380 3157182 SH DFND 1 3133539 0 23643 ALPHATEC HOLDINGS INC COM NEW 02081G201 93 49590 SH DFND 1 49590 0 0 ALPINE GLOBAL PREMIER PROPER COM SBI 02083A103 869 137126 SH DFND 1 2 137126 0 0 ALTABA INC COM 021346101 3268 60000 SH DFND 1 2 60000 0 0 ALTABA INC COM 021346101 1225 22486 SH DFND 1 21809 0 677 ALTERYX INC - CLASS A COM CL A 02156B103 2044 104719 SH DFND 1 104719 0 0 ALTIMMUNE INC COM 02155H101 356 111418 SH DFND 1 110721 0 697 ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2226 102051 SH DFND 1 102051 0 0 ALTISOURCE RESIDENTIAL CORP CL B 02153W100 5276 407787 SH DFND 1 407787 0 0 ALTRA INDUSTRIAL MOTION CORP COM 02208R106 10313 259134 SH DFND 1 259134 0 0 ALTRIA GROUP INC COM 02209S103 1553610 20895038 SH DFND 1 20811227 0 83811 AMAG PHARMACEUTICALS INC COM 00163U106 6545 355716 SH DFND 1 355589 0 127 AMAG PHARMACEUTICALS INC COM 00163U106 139 7602 SH DFND 1 2 7602 0 0 AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 722 179270 SH DFND 1 179270 0 0 A-MARK PRECIOUS METALS INC COM 00181T107 315 19162 SH DFND 1 19162 0 0 AMAYA INC COM 02314M108 1702 95219 SH DFND 1 95219 0 0 AMAZON.COM INC COM 023135106 3893586 4029084 SH DFND 1 3997165 0 31919 AMBAC FINANCIAL GROUP INC COM NEW 023139884 6896 397492 SH DFND 1 397492 0 0 AMBARELLA INC SHS G037AX101 216 4450 SH DFND 1 2 4450 0 0 AMBARELLA INC SHS G037AX101 3911 80560 SH DFND 1 80516 0 44 AMBER ROAD INC COM 02318Y108 1266 147735 SH DFND 1 147735 0 0 AMBEV SA-ADR SPONSORED ADR 02319V103 86 15667 SH DFND 1 2 15667 0 0 AMBEV SA-ADR SPONSORED ADR 02319V103 864 157537 SH DFND 1 157537 0 0 AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 9844 432705 SH DFND 1 432705 0 0 AMC NETWORKS INC-A CL A 00164V103 84 1586 SH DFND 1 2 1586 0 0 AMC NETWORKS INC-A CL A 00164V103 25044 468907 SH DFND 1 467038 0 1869 AMDOCS LTD SHS G02602103 85267 1322804 SH DFND 1 1322804 0 0 AMEDICA CORP COM NEW 023435209 43 114757 SH DFND 1 114757 0 0 AMEDISYS INC COM 023436108 15170 241535 SH DFND 1 241535 0 0 AMER NATL BNKSHS/DANVILLE VA COM 027745108 1848 50020 SH DFND 1 50020 0 0 AMERCO COM 023586100 21739 59409 SH DFND 1 59409 0 0 AMEREN CORPORATION COM 023608102 132794 2433362 SH DFND 1 2422434 0 10928 AMERESCO INC-CL A CL A 02361E108 1052 136646 SH DFND 1 136646 0 0 AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 232 39141 SH DFND 1 39141 0 0 AMERICAN AIRLINES GROUP INC COM 02376R102 254884 5072192 SH DFND 1 5035356 0 36836 AMERICAN ASSETS TRUST INC COM 024013104 16148 409955 SH DFND 1 409955 0 0 AMERICAN AXLE & MFG HOLDINGS COM 024061103 17563 1125879 SH DFND 1 1125879 0 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 60942 1288422 SH DFND 1 1283898 0 4524 AMERICAN EAGLE OUTFITTERS COM 02553E106 24755 2054417 SH DFND 1 2048069 0 6348 AMERICAN ELECTRIC POWER COM 025537101 320923 4628123 SH DFND 1 4606088 0 22035 AMERICAN ELECTRIC TECHNOLOGI COM 025576109 20 11601 SH DFND 1 11601 0 0 AMERICAN EQUITY INVT LIFE HL COM 025676206 18104 688902 SH DFND 1 688902 0 0 AMERICAN EXPRESS CO COM 025816109 615491 7319179 SH DFND 1 7285539 0 33640 AMERICAN FINANCIAL GROUP INC COM 025932104 58547 589420 SH DFND 1 586934 0 2486 AMERICAN HOMES 4 RENT- A CL A 02665T306 49840 2208268 SH DFND 1 2208268 0 0 AMERICAN INTERNATIONAL GROUP COM NEW 026874784 531374 8514591 SH DFND 1 8476432 0 38159 AMERICAN INTERNATIONAL GROUP COM NEW 026874784 0 13 SH DFND 1 2 13 0 0 AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 20160 956367 SH DFND 1 2 956367 0 0 AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 14 694 SH DFND 1 694 0 0 AMERICAN NATIONAL INSURANCE COM 028591105 11240 96491 SH DFND 1 96491 0 0 AMERICAN OUTDOOR BRANDS CORP COM 02874P103 17109 772111 SH DFND 1 772111 0 0 AMERICAN PUBLIC EDUCATION COM 02913V103 3053 129111 SH DFND 1 129111 0 0 AMERICAN RAILCAR INDUSTRIES COM 02916P103 2865 74809 SH DFND 1 74809 0 0 AMERICAN RENAL ASSOCIATES HO COM 029227105 1566 84461 SH DFND 1 84461 0 0 AMERICAN RIVER BANKSHRS (CA) COM 029326105 166 11472 SH DFND 1 11472 0 0 AMERICAN SOFTWARE INC-CL A CL A 029683109 2286 222197 SH DFND 1 222197 0 0 AMERICAN STATES WATER CO COM 029899101 16117 339950 SH DFND 1 339950 0 0 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 435 94318 SH DFND 1 94318 0 0 AMERICAN TOWER CORP COM 03027X100 504376 3819056 SH DFND 1 3800615 0 18441 AMERICAN VANGUARD CORP COM 030371108 3508 203412 SH DFND 1 203412 0 0 AMERICAN WATER WORKS CO INC COM 030420103 138857 1784352 SH DFND 1 1776620 0 7732 AMERICAN WOODMARK CORP COM 030506109 13057 136652 SH DFND 1 136652 0 0 AMERICA'S CAR-MART INC COM 03062T105 2416 62131 SH DFND 1 62131 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 188130 1480605 SH DFND 1 1473550 0 7055 AMERIPRISE FINANCIAL INC COM 03076C106 115 909 SH DFND 1 2 909 0 0 AMERIS BANCORP COM 03076K108 15365 318795 SH DFND 1 318795 0 0 AMERISAFE INC COM 03071H100 9398 165024 SH DFND 1 165024 0 0 AMERISERV FINANCIAL INC COM 03074A102 61 14728 SH DFND 1 14728 0 0 AMERISOURCEBERGEN CORP COM 03073E105 149402 1583342 SH DFND 1 1575081 0 8261 AMES NATIONAL CORP COM 031001100 1582 51702 SH DFND 1 51702 0 0 AMETEK INC COM 031100100 137347 2271466 SH DFND 1 2260531 0 10935 AMGEN INC COM 031162100 1580 9175 SH DFND 1 2 9175 0 0 AMGEN INC COM 031162100 1348446 7841857 SH DFND 1 7786036 0 55821 AMICUS THERAPEUTICS INC COM 03152W109 12597 1251025 SH DFND 1 1251025 0 0 AMKOR TECHNOLOGY INC COM 031652100 191 19584 SH DFND 1 2 19584 0 0 AMKOR TECHNOLOGY INC COM 031652100 16126 1650626 SH DFND 1 1650626 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 14647 375102 SH DFND 1 375102 0 0 AMPCO-PITTSBURGH CORP COM 032037103 977 66291 SH DFND 1 66291 0 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 5697 319031 SH DFND 1 319031 0 0 AMPHENOL CORP-CL A CL A 032095101 32 438 SH DFND 1 2 438 0 0 AMPHENOL CORP-CL A CL A 032095101 242031 3283926 SH DFND 1 3270666 0 13260 AMPIO PHARMACEUTICALS INC COM 03209T109 127 243814 SH DFND 1 243814 0 0 AMPLIFY SNACK BRANDS INC COM 03211L102 2488 258163 SH DFND 1 258163 0 0 AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 29 37449 SH DFND 1 37449 0 0 AMTECH SYSTEMS INC COM PAR $0.01N 032332504 547 64857 SH DFND 1 64857 0 0 AMTRUST FINANCIAL SERVICES COM 032359309 13704 905154 SH DFND 1 905154 0 0 AMYRIS INC COM NEW 03236M200 119 37574 SH DFND 1 37574 0 0 ANADARKO PETROLEUM CORP COM 032511107 134 2974 SH DFND 1 2 2974 0 0 ANADARKO PETROLEUM CORP COM 032511107 237472 5247267 SH DFND 1 5222407 0 24860 ANALOG DEVICES INC COM 032654105 293420 3777792 SH DFND 1 3750204 0 27588 ANALOGIC CORP COM PAR $0.05 032657207 7828 107759 SH DFND 1 107759 0 0 ANAPTYSBIO INC COM 032724106 1356 56672 SH DFND 1 56672 0 0 ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1593 299482 SH DFND 1 299482 0 0 ANCHOR BANCORP COM 032838104 237 9419 SH DFND 1 9419 0 0 ANDERSONS INC/THE COM 034164103 8024 234982 SH DFND 1 234982 0 0 ANGIE'S LIST INC COM 034754101 4148 324383 SH DFND 1 324383 0 0 ANGIODYNAMICS INC COM 03475V101 6319 389831 SH DFND 1 389831 0 0 ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 135 13951 SH DFND 1 2 13951 0 0 ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 9 999 SH DFND 1 0 0 999 ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 468 4249 SH DFND 1 4249 0 0 ANI PHARMACEUTICALS INC COM 00182C103 3058 65347 SH DFND 1 65347 0 0 ANIKA THERAPEUTICS INC COM 035255108 6163 124913 SH DFND 1 124791 0 122 ANIXTER INTERNATIONAL INC COM 035290105 21975 281021 SH DFND 1 280691 0 330 ANNALY CAPITAL MANAGEMENT IN COM 035710409 117974 9793947 SH DFND 1 9776931 0 17016 ANSYS INC COM 03662Q105 114521 942589 SH DFND 1 938879 0 3710 ANTARES PHARMA INC COM 036642106 3832 1190138 SH DFND 1 1190138 0 0 ANTERO RESOURCES CORP COM 03674X106 27236 1261121 SH DFND 1 1261121 0 0 ANTHEM INC COM 036752103 511852 2725223 SH DFND 1 2712824 0 12399 ANTHEM INC COM 036752103 857 4560 SH DFND 1 2 4560 0 0 ANTHERA PHARMACEUTICALS INC COM 03674U300 47 29335 SH DFND 1 29335 0 0 ANW 4 11/01/18 NOTE 4.000%11/0 Y0020QAA9 7784 8062000 PRN DFND 1 2 8062000 0 0 ANWORTH MORTGAGE ASSET CORP COM 037347101 5921 985339 SH DFND 1 978476 0 6863 AON PLC SHS CL A G0408V102 314761 2371979 SH DFND 1 2360608 0 11371 APACHE CORP COM 037411105 181835 3800311 SH DFND 1 3783392 0 16919 APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 346 12741 SH DFND 1 12741 0 0 APARTMENT INVT & MGMT CO -A CL A 03748R101 32 747 SH DFND 1 2 747 0 0 APARTMENT INVT & MGMT CO -A CL A 03748R101 81079 1888967 SH DFND 1 1882154 0 6813 APOGEE ENTERPRISES INC COM 037598109 153 2704 SH DFND 1 2 2704 0 0 APOGEE ENTERPRISES INC COM 037598109 13716 241324 SH DFND 1 241324 0 0 APOLLO COMMERCIAL REAL ESTAT COM 03762U105 21085 1136700 SH DFND 1 1128177 0 8523 APOLLO COMMERCIAL REAL ESTAT COM 03762U105 623 33604 SH DFND 1 2 33604 0 0 APOLLO GLOBAL MANAGEMENT - A CL A SHS 037612306 584 22081 SH DFND 1 2 22081 0 0 APOLLO INVESTMENT CORP COM 03761U106 183 28690 SH DFND 1 0 0 28690 APPFOLIO INC - A COM CL A 03783C100 20 625 SH DFND 1 2 625 0 0 APPFOLIO INC - A COM CL A 03783C100 3058 93810 SH DFND 1 93810 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 30055 1606394 SH DFND 1 1606394 0 0 APPLE INC COM 037833100 7812826 54336962 SH DFND 1 53946736 0 390226 APPLE INC COM 037833100 117 817 SH DFND 1 2 817 0 0 APPLIED DNA SCIENCES INC COM NEW 03815U201 148 84126 SH DFND 1 84126 0 0 APPLIED GENETIC TECHNOLOGIES COM 03820J100 798 156562 SH DFND 1 154296 0 2266 APPLIED INDUSTRIAL TECH INC COM 03820C105 18874 319639 SH DFND 1 319639 0 0 APPLIED MATERIALS INC COM 038222105 885 21432 SH DFND 1 2 21432 0 0 APPLIED MATERIALS INC COM 038222105 502840 12190634 SH DFND 1 12110986 0 79648 APPLIED OPTOELECTRONICS INC COM 03823U102 9348 151297 SH DFND 1 151297 0 0 APPROACH RESOURCES INC COM 03834A103 1317 390816 SH DFND 1 390816 0 0 APPTIO INC - CLASS A CL A 03835C108 1548 89251 SH DFND 1 89251 0 0 APRICUS BIOSCIENCES INC COM NEW 03832V307 28 24953 SH DFND 1 24953 0 0 APTARGROUP INC COM 038336103 42709 491702 SH DFND 1 489601 0 2101 APTEVO THERAPEUTICS INC COM 03835L108 199 96321 SH DFND 1 96228 0 93 AQUA AMERICA INC COM 03836W103 48435 1454534 SH DFND 1 1448549 0 5985 AQUA METALS INC COM 03837J101 1585 126349 SH DFND 1 126349 0 0 AQUAVENTURE HOLDINGS LTD SHS G0443N107 1314 86280 SH DFND 1 86280 0 0 AQUINOX PHARMACEUTICALS INC COM 03842B101 1719 122220 SH DFND 1 122220 0 0 ARALEZ PHARMACEUTICALS INC COM 03852X100 38 28175 SH DFND 1 28175 0 0 ARAMARK COM 03852U106 80639 1968580 SH DFND 1 1968580 0 0 ARATANA THERAPEUTICS INC COM 03874P101 2072 286599 SH DFND 1 286599 0 0 ARAY 3.5 02/01/18 NOTE 3.500% 2/0 004397AD7 5850 5500000 PRN DFND 1 2 5500000 0 0 ARBOR REALTY TRUST INC COM 038923108 2567 307853 SH DFND 1 307853 0 0 ARBUTUS BIOPHARMA CORP COM 03879J100 97 27115 SH DFND 1 27115 0 0 ARC DOCUMENT SOLUTIONS INC COM 00191G103 1289 309872 SH DFND 1 309872 0 0 ARC GROUP WORLDWIDE INC COM 00213H105 102 35276 SH DFND 1 35276 0 0 ARCADIA BIOSCIENCES INC COM 039014105 11 26228 SH DFND 1 26228 0 0 ARCBEST CORP COM 03937C105 38 1890 SH DFND 1 2 1890 0 0 ARCBEST CORP COM 03937C105 3954 191956 SH DFND 1 191956 0 0 ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 87 3857 SH DFND 1 3215 0 642 ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 698 30729 SH DFND 1 2 30729 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 31 337 SH DFND 1 2 337 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 102754 1101891 SH DFND 1 1101891 0 0 ARCH COAL INC - A CL A 039380407 12869 188431 SH DFND 1 188431 0 0 ARCH COAL INC - A CL A 039380407 84 1235 SH DFND 1 2 1235 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 224236 5428729 SH DFND 1 5402212 0 26517 ARCHROCK INC COM 03957W106 8927 783156 SH DFND 1 779671 0 3485 ARCHROCK INC COM 03957W106 404 35439 SH DFND 1 2 35439 0 0 ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 946 63475 SH DFND 1 2 63475 0 0 ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 720 48328 SH DFND 1 48328 0 0 ARCONIC INC COM 03965L100 234 10375 SH DFND 1 2 10375 0 0 ARCONIC INC COM 03965L100 97636 4317871 SH DFND 1 4298747 0 19124 ARDAGH GROUP SA CL A L0223L101 737 32638 SH DFND 1 32638 0 0 ARDELYX INC COM 039697107 945 185378 SH DFND 1 185378 0 0 ARDMORE SHIPPING CORP COM Y0207T100 1948 239129 SH DFND 1 239129 0 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 4367 258862 SH DFND 1 258862 0 0 ARES COMMERCIAL REAL ESTATE COM 04013V108 3007 229788 SH DFND 1 228613 0 1175 ARES COMMERCIAL REAL ESTATE COM 04013V108 49 3762 SH DFND 1 2 3762 0 0 ARGAN INC COM 04010E109 704 11748 SH DFND 1 2 11748 0 0 ARGAN INC COM 04010E109 12928 215476 SH DFND 1 215088 0 388 ARGO GROUP INTERNATIONAL COM G0464B107 15178 250471 SH DFND 1 250471 0 0 ARGOS THERAPEUTICS INC COM 040221103 46 129046 SH DFND 1 129046 0 0 ARI 5.5 03/15/19 NOTE 5.500% 3/1 03762UAA3 19743 18020000 PRN DFND 1 2 18020000 0 0 ARI NETWORK SERVICES COM NEW 001930205 488 69276 SH DFND 1 69276 0 0 ARISTA NETWORKS INC COM 040413106 7 53 SH DFND 1 2 53 0 0 ARISTA NETWORKS INC COM 040413106 53793 359283 SH DFND 1 359283 0 0 ARK RESTAURANTS CORP COM 040712101 206 8457 SH DFND 1 8457 0 0 ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2597 189986 SH DFND 1 183247 0 6739 ARMADA HOFFLER PROPERTIES IN COM 04208T108 4473 345425 SH DFND 1 345425 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 7830 313209 SH DFND 1 310823 0 2386 ARMSTRONG FLOORING INC COM 04238R106 3401 189291 SH DFND 1 189291 0 0 ARMSTRONG WORLD INDUSTRIES COM 04247X102 16949 368468 SH DFND 1 368468 0 0 AROTECH CORP COM NEW 042682203 541 152556 SH DFND 1 152556 0 0 ARQULE INC COM 04269E107 390 315221 SH DFND 1 315221 0 0 ARRAY BIOPHARMA INC COM 04269X105 12548 1499178 SH DFND 1 1499178 0 0 ARRIS INTERNATIONAL PLC SHS G0551A103 45365 1619043 SH DFND 1 1612700 0 6343 ARROW ELECTRONICS INC COM 042735100 55432 707253 SH DFND 1 704248 0 3005 ARROW FINANCIAL CORP COM 042744102 3403 107531 SH DFND 1 107531 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 906 559727 SH DFND 1 559727 0 0 ARTESIAN RESOURCES CORP-CL A CL A 043113208 4157 110451 SH DFND 1 110451 0 0 ARTHUR J GALLAGHER & CO COM 363576109 105341 1843000 SH DFND 1 1835213 0 7787 ARTISAN PARTNERS ASSET MA -A CL A 04316A108 11090 361270 SH DFND 1 359976 0 1294 ARTISAN PARTNERS ASSET MA -A CL A 04316A108 371 12094 SH DFND 1 2 12094 0 0 ASA GOLD AND PRECIOUS METALS SHS G3156P103 402 34449 SH DFND 1 2 34449 0 0 ASB BANCORP INC COM 00213T109 1865 42440 SH DFND 1 42440 0 0 ASBURY AUTOMOTIVE GROUP COM 043436104 9459 167280 SH DFND 1 167280 0 0 ASCENA RETAIL GROUP INC COM 04351G101 3067 1426835 SH DFND 1 1426835 0 0 ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 546 19686 SH DFND 1 19686 0 0 ASCENT CAPITAL GROUP INC-A COM SER A 043632108 1404 91446 SH DFND 1 91446 0 0 ASHFORD HOSPITALITY PRIME IN COM 044102101 2960 287680 SH DFND 1 287680 0 0 ASHFORD HOSPITALITY TRUST COM SHS 044103109 4672 768580 SH DFND 1 768026 0 554 ASHFORD INC COM 044104107 282 5740 SH DFND 1 5740 0 0 ASHLAND GLOBAL HOLDINGS INC COM 044186104 31 471 SH DFND 1 2 471 0 0 ASHLAND GLOBAL HOLDINGS INC COM 044186104 34653 525959 SH DFND 1 523862 0 2097 ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 6219 47728 SH DFND 1 47660 0 68 ASPEN AEROGELS INC COM 04523Y105 422 94870 SH DFND 1 94870 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 30014 602105 SH DFND 1 600084 0 2021 ASPEN TECHNOLOGY INC COM 045327103 31 575 SH DFND 1 2 575 0 0 ASPEN TECHNOLOGY INC COM 045327103 43855 793616 SH DFND 1 793616 0 0 ASSEMBLY BIOSCIENCES INC COM 045396108 2542 123100 SH DFND 1 123100 0 0 ASSOCIATED BANC-CORP COM 045487105 30765 1220855 SH DFND 1 1215730 0 5125 ASSOCIATED CAPITAL GROUP - A CL A 045528106 1250 36786 SH DFND 1 36786 0 0 ASSURANT INC COM 04621X108 59390 573704 SH DFND 1 571327 0 2377 ASSURED GUARANTY LTD COM G0585R106 55680 1333992 SH DFND 1 1333992 0 0 ASSURED GUARANTY LTD COM G0585R106 296 7097 SH DFND 1 2 7097 0 0 ASTA FUNDING INC COM 046220109 351 42891 SH DFND 1 42891 0 0 ASTEC INDUSTRIES INC COM 046224101 446 8045 SH DFND 1 2 8045 0 0 ASTEC INDUSTRIES INC COM 046224101 9813 176790 SH DFND 1 176790 0 0 ASTERIAS BIOTHERAPEUTICS COM SER A 04624N107 615 173404 SH DFND 1 173404 0 0 ASTORIA FINANCIAL CORP COM 046265104 14570 723120 SH DFND 1 723120 0 0 ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 1128 33117 SH DFND 1 31165 0 1952 ASTRONICS CORP COM 046433108 164 5413 SH DFND 1 2 5413 0 0 ASTRONICS CORP COM 046433108 10149 333102 SH DFND 1 333102 0 0 ASTRONOVA INC COM 04638F108 1207 92178 SH DFND 1 92178 0 0 ASTROTECH CORP COM 046484101 49 51802 SH DFND 1 51802 0 0 ASURE SOFTWARE INC COM 04649U102 793 54321 SH DFND 1 54321 0 0 AT HOME GROUP INC COM 04650Y100 1581 67894 SH DFND 1 67894 0 0 AT&T INC COM 00206R102 158 4198 SH DFND 1 2 4198 0 0 AT&T INC COM 00206R102 2331153 61889587 SH DFND 1 61606797 0 282790 ATARA BIOTHERAPEUTICS INC COM 046513107 2637 188425 SH DFND 1 188425 0 0 ATHENAHEALTH INC COM 04685W103 46007 327339 SH DFND 1 327339 0 0 ATHENE HOLDING LTD-CLASS A CL A G0684D107 28 572 SH DFND 1 2 572 0 0 ATHENE HOLDING LTD-CLASS A CL A G0684D107 20816 420108 SH DFND 1 420108 0 0 ATHERSYS INC COM 04744L106 1381 914841 SH DFND 1 914841 0 0 ATKORE INTERNATIONAL GROUP I COM 047649108 8241 365456 SH DFND 1 365456 0 0 ATLANTIC CAPITAL BANCSHARES COM 048269203 2841 149570 SH DFND 1 149570 0 0 ATLANTIC POWER CORP COM NEW 04878Q863 501 211744 SH DFND 1 211744 0 0 ATLANTICA YIELD PLC SHS G0751N103 1362 63766 SH DFND 1 63131 0 635 ATLANTICUS HOLDINGS CORP COM 04914Y102 190 71490 SH DFND 1 71490 0 0 ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 11285 216405 SH DFND 1 216405 0 0 ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 1146 76967 SH DFND 1 76967 0 0 ATLASSIAN CORP PLC-CLASS A CL A G06242104 5508 156592 SH DFND 1 156592 0 0 ATMOS ENERGY CORP COM 049560105 69033 832561 SH DFND 1 829008 0 3553 ATN INTERNATIONAL INC COM 00215F107 7003 102329 SH DFND 1 102329 0 0 ATRICURE INC COM 04963C209 6456 266250 SH DFND 1 266250 0 0 ATRION CORPORATION COM 049904105 7892 12269 SH DFND 1 12269 0 0 ATWOOD OCEANICS INC COM 050095108 4769 585262 SH DFND 1 585262 0 0 ATYR PHARMA INC COM 002120103 375 108908 SH DFND 1 108908 0 0 AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 491 107836 SH DFND 1 2 107836 0 0 AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 17 3819 SH DFND 1 0 0 3819 AUDENTES THERAPEUTICS INC COM 05070R104 3171 165783 SH DFND 1 165783 0 0 AUDIOCODES LTD ORD M15342104 53 8991 SH DFND 1 2 8991 0 0 AUDIOCODES LTD ORD M15342104 85 14232 SH DFND 1 14232 0 0 AURINIA PHARMACEUTICALS INC COM 05156V102 152 24941 SH DFND 1 24941 0 0 AURIS MEDICAL HOLDING AG COM H03579101 8 12197 SH DFND 1 12197 0 0 AUTOBYTEL INC COM NEW 05275N205 84 6704 SH DFND 1 2 6704 0 0 AUTOBYTEL INC COM NEW 05275N205 773 61332 SH DFND 1 61332 0 0 AUTODESK INC COM 052769106 204853 2035184 SH DFND 1 2020269 0 14915 AUTOHOME INC-ADR SP ADR RP CL A 05278C107 3798 84111 SH DFND 1 84111 0 0 AUTOLIV INC COM 052800109 58608 534050 SH DFND 1 534050 0 0 AUTOMATIC DATA PROCESSING COM 053015103 509325 4978645 SH DFND 1 4944937 0 33708 AUTONATION INC COM 05329W102 28733 682862 SH DFND 1 680006 0 2856 AUTOZONE INC COM 053332102 156864 275460 SH DFND 1 274238 0 1222 AUTOZONE INC COM 053332102 23 42 SH DFND 1 2 42 0 0 AV HOMES INC COM 00234P102 1940 96765 SH DFND 1 96357 0 408 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 243 22052 SH DFND 1 22052 0 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 124 11274 SH DFND 1 2 11274 0 0 AVALONBAY COMMUNITIES INC COM 053484101 311943 1625658 SH DFND 1 1619680 0 5978 AVANGRID INC COM 05351W103 20445 463099 SH DFND 1 463099 0 0 AVEO PHARMACEUTICALS INC COM 053588109 1331 599610 SH DFND 1 599610 0 0 AVERY DENNISON CORP COM 053611109 87969 996945 SH DFND 1 992903 0 4042 AVEXIS INC COM 05366U100 16943 206224 SH DFND 1 206224 0 0 AVIAT NETWORKS INC COM NEW 05366Y201 423 24357 SH DFND 1 24357 0 0 AVID TECHNOLOGY INC COM 05367P100 1446 274912 SH DFND 1 274912 0 0 AVINGER INC COM 053734109 55 123602 SH DFND 1 123602 0 0 AVIRAGEN THERAPEUTICS INC COM 053761102 112 167323 SH DFND 1 167323 0 0 AVIS BUDGET GROUP INC COM 053774105 19516 715677 SH DFND 1 712837 0 2840 AVISTA CORP COM 05379B107 22596 532184 SH DFND 1 532184 0 0 AVNET INC COM 053807103 39796 1023964 SH DFND 1 1019756 0 4208 AVON PRODUCTS INC COM 054303102 9903 2606215 SH DFND 1 2589870 0 16345 AVX CORP COM 002444107 8499 520161 SH DFND 1 519612 0 549 AWARE INC/MASS COM 05453N100 183 35720 SH DFND 1 35720 0 0 AXALTA COATING SYSTEMS LTD COM G0750C108 53060 1656719 SH DFND 1 1656719 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 5252 250720 SH DFND 1 250720 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 42 2015 SH DFND 1 2 2015 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 31 488 SH DFND 1 2 488 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 48484 750110 SH DFND 1 750110 0 0 AXOGEN INC COM 05463X106 8 528 SH DFND 1 2 528 0 0 AXOGEN INC COM 05463X106 3735 223038 SH DFND 1 223038 0 0 AXON ENTERPRISE INC COM 05464C101 11386 452908 SH DFND 1 452862 0 46 AXOVANT SCIENCES LTD COM G0750W104 1258 54260 SH DFND 1 54260 0 0 AXSOME THERAPEUTICS INC COM 05464T104 399 72694 SH DFND 1 72694 0 0 AXT INC COM 00246W103 1953 307679 SH DFND 1 307679 0 0 AZZ INC COM 002474104 11553 207056 SH DFND 1 207056 0 0 B COMMUNICATIONS LTD SHS M15629104 237 13809 SH DFND 1 13809 0 0 B&G FOODS INC COM 05508R106 19222 539966 SH DFND 1 539091 0 875 B. RILEY FINANCIAL INC COM 05580M108 2856 153966 SH DFND 1 153966 0 0 B2GOLD CORP COMSTK 11777Q209 2890 422436 SH DFND 1 422436 0 0 BABCOCK & WILCOX ENTERPR COM 05614L100 4571 388720 SH DFND 1 388720 0 0 BADGER METER INC COM 056525108 10203 256045 SH DFND 1 256045 0 0 BAIDU INC - SPON ADR SPON ADR REP A 056752108 104797 587842 SH DFND 1 579396 0 8446 BAKER HUGHES INC COM 057224107 235984 4336409 SH DFND 1 4317278 0 19131 BALCHEM CORP COM 057665200 26 342 SH DFND 1 2 342 0 0 BALCHEM CORP COM 057665200 21112 271677 SH DFND 1 271677 0 0 BALDWIN & LYONS INC -CL B CL B 057755209 2001 81674 SH DFND 1 81674 0 0 BALL CORP COM 058498106 142844 3389984 SH DFND 1 3374793 0 15191 BALLANTYNE STRONG INC COM 058516105 440 65729 SH DFND 1 65729 0 0 BALLARD POWER SYSTEMS INC COM 058586108 368 127924 SH DFND 1 127924 0 0 BANC OF CALIFORNIA INC COM 05990K106 8156 379393 SH DFND 1 379393 0 0 BANCFIRST CORP COM 05945F103 11986 124086 SH DFND 1 124086 0 0 BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 156 18734 SH DFND 1 11000 0 7734 BANCO MACRO SA-ADR SPON ADR B 05961W105 709 7697 SH DFND 1 2 7697 0 0 BANCO SANTANDER SA-SPON ADR ADR 05964H105 461 68945 SH DFND 1 58246 0 10699 BANCORP INC/THE COM 05969A105 3357 442967 SH DFND 1 442967 0 0 BANCORPSOUTH INC COM 059692103 20115 659511 SH DFND 1 656687 0 2824 BANK MUTUAL CORP COM 063750103 3402 371880 SH DFND 1 371880 0 0 BANK OF AMERICA CORP COM 060505104 2427129 100216008 SH DFND 1 99765430 0 450578 BANK OF AMERICA CORP COM 060505104 157 6494 SH DFND 1 2 6494 0 0 BANK OF AMERICA CORP-CW18 *W EXP 10/28/201 060505153 402 509739 SH DFND 1 2 509739 0 0 BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 23077 1916731 SH DFND 1 2 1916731 0 0 BANK OF COMMERCE HOLDINGS COM 06424J103 1815 164307 SH DFND 1 164307 0 0 BANK OF HAWAII CORP COM 062540109 28675 345615 SH DFND 1 344178 0 1437 BANK OF MARIN BANCORP/CA COM 063425102 2827 45942 SH DFND 1 45942 0 0 BANK OF MONTREAL COM 063671101 560 7631 SH DFND 1 6932 0 699 BANK OF NEW YORK MELLON CORP COM 064058100 528453 10375423 SH DFND 1 10329788 0 45635 BANK OF NOVA SCOTIA COM 064149107 726 12090 SH DFND 1 11429 0 661 BANK OF NT BUTTERFIELD & SON SHS NEW G0772R208 3642 106806 SH DFND 1 106806 0 0 BANK OF SOUTH CAROLINA CORP COM 065066102 207 10268 SH DFND 1 10268 0 0 BANK OF THE OZARKS COM 063904106 29 634 SH DFND 1 2 634 0 0 BANK OF THE OZARKS COM 063904106 46938 1001468 SH DFND 1 997361 0 4107 BANKFINANCIAL CORP COM 06643P104 2089 140076 SH DFND 1 140076 0 0 BANKRATE INC COM 06647F102 4896 381060 SH DFND 1 381060 0 0 BANKRATE INC COM 06647F102 72 5641 SH DFND 1 2 5641 0 0 BANKUNITED INC COM 06652K103 30645 909084 SH DFND 1 909084 0 0 BANKWELL FINANCIAL GROUP INC COM 06654A103 1734 55537 SH DFND 1 55537 0 0 BANNER CORPORATION COM NEW 06652V208 14878 263297 SH DFND 1 263297 0 0 BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 468 21121 SH DFND 1 21121 0 0 BAR HARBOR BANKSHARES COM 066849100 3657 118682 SH DFND 1 118682 0 0 BARCLAYS PLC-SPONS ADR ADR 06738E204 708 66857 SH DFND 1 64068 0 2789 BARNES & NOBLE EDUCATION INC COM 06777U101 3039 285973 SH DFND 1 285790 0 183 BARNES & NOBLE INC COM 067774109 189 24885 SH DFND 1 2 24885 0 0 BARNES & NOBLE INC COM 067774109 3555 467865 SH DFND 1 467574 0 291 BARNES GROUP INC COM 067806109 23020 393306 SH DFND 1 393306 0 0 BARNWELL INDUSTRIES INC COM 068221100 25 14145 SH DFND 1 14145 0 0 BARRACUDA NETWORKS INC COM 068323104 8410 364724 SH DFND 1 364724 0 0 BARRETT BUSINESS SVCS INC COM 068463108 4193 73199 SH DFND 1 73199 0 0 BARRICK GOLD CORP COM 067901108 9532 603631 SH DFND 1 602825 0 806 BASIC ENERGY SERVICES INC COM NEW 06985P209 4383 176041 SH DFND 1 176041 0 0 BASSETT FURNITURE INDS COM 070203104 62 1616 SH DFND 1 2 1616 0 0 BASSETT FURNITURE INDS COM 070203104 3556 93711 SH DFND 1 93711 0 0 BAXTER INTERNATIONAL INC COM 071813109 317060 5245548 SH DFND 1 5222763 0 22785 BAZAARVOICE INC COM 073271108 3778 763302 SH DFND 1 763302 0 0 BB&T CORP COM 054937107 349077 7701201 SH DFND 1 7664047 0 37154 BBVA BANCO FRANCES SA-ADR SPONSORED ADR 07329M100 235 12438 SH DFND 1 2 12438 0 0 BCB BANCORP INC COM 055298103 1226 80169 SH DFND 1 80169 0 0 BCE INC COMSTK 05534B760 12977 288663 SH DFND 1 288663 0 0 BDX 6 1/8 05/01/20 S-A PFD SHS CONV A 075887208 2729 50000 PRN DFND 1 2 50000 0 0 BEACON ROOFING SUPPLY INC COM 073685109 25569 521826 SH DFND 1 521826 0 0 BEAR STATE FINANCIAL INC COM 073844102 1300 137509 SH DFND 1 137509 0 0 BEASLEY BROADCAST GRP INC -A CL A 074014101 195 19997 SH DFND 1 19997 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 3696 269458 SH DFND 1 269458 0 0 BEBE STORES INC COM NEW 075571208 146 24581 SH DFND 1 24581 0 0 BECTON DICKINSON AND CO COM 075887109 407778 2093840 SH DFND 1 2083375 0 10465 BED BATH & BEYOND INC COM 075896100 387 12745 SH DFND 1 2 12745 0 0 BED BATH & BEYOND INC COM 075896100 68154 2244366 SH DFND 1 2238068 0 6298 BEIGENE LTD-ADR SPONSORED ADR 07725L102 616 13711 SH DFND 1 13711 0 0 BEL FUSE INC-CL B CL B 077347300 2164 87619 SH DFND 1 87619 0 0 BELDEN INC COM 077454106 25790 341909 SH DFND 1 340486 0 1423 BELLEROPHON THERAPEUTICS INC COM 078771102 193 144551 SH DFND 1 144551 0 0 BELLICUM PHARMACEUTICALS INC COM 079481107 2357 201801 SH DFND 1 201801 0 0 BELMOND LTD-CLASS A CL A G1154H107 9162 688879 SH DFND 1 688879 0 0 BEMIS COMPANY COM 081437105 34414 744100 SH DFND 1 741004 0 3096 BENCHMARK ELECTRONICS INC COM 08160H101 18840 583309 SH DFND 1 583309 0 0 BENEFICIAL BANCORP INC COM 08171T102 10728 715243 SH DFND 1 715243 0 0 BENEFITFOCUS INC COM 08180D106 5022 138160 SH DFND 1 138160 0 0 BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 3193321 18883781 SH DFND 1 18799591 0 84190 BERKSHIRE HILLS BANCORP INC COM 084680107 10676 303741 SH DFND 1 303741 0 0 BERRY GLOBAL GROUP INC COM 08579W103 55235 968877 SH DFND 1 968877 0 0 BEST BUY CO INC COM 086516101 205187 3583578 SH DFND 1 3570665 0 12913 BEYONDSPRING INC SHS G10830100 590 13765 SH DFND 1 13765 0 0 BG STAFFING INC COM 05544A109 748 43063 SH DFND 1 43063 0 0 BGC PARTNERS INC-CL A CL A 05541T101 24728 1956342 SH DFND 1 1955066 0 1276 BGC PARTNERS INC-CL A CL A 05541T101 899 71144 SH DFND 1 2 71144 0 0 BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 187 5262 SH DFND 1 2 5262 0 0 BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 442 12440 SH DFND 1 10807 0 1633 BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 709 23059 SH DFND 1 22306 0 753 BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 338 11005 SH DFND 1 2 11005 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 857 65677 SH DFND 1 2 65677 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 7785 596579 SH DFND 1 596579 0 0 BIG LOTS INC COM 089302103 1231 25495 SH DFND 1 2 25495 0 0 BIG LOTS INC COM 089302103 25660 531275 SH DFND 1 529758 0 1517 BIGLARI HOLDINGS INC COM 08986R101 3648 9128 SH DFND 1 9128 0 0 BILL BARRETT CORP COM 06846N104 1856 604794 SH DFND 1 604794 0 0 BIOAMBER INC COM 09072Q106 284 110847 SH DFND 1 110847 0 0 BIOCEPT INC COM NEW 09072V204 92 67373 SH DFND 1 67373 0 0 BIOCRYST PHARMACEUTICALS INC COM 09058V103 3639 654584 SH DFND 1 654584 0 0 BIODELIVERY SCIENCES INTL COM 09060J106 1295 462533 SH DFND 1 462533 0 0 BIOGEN INC COM 09062X103 518 1909 SH DFND 1 2 1909 0 0 BIOGEN INC COM 09062X103 655050 2417617 SH DFND 1 2401664 0 15953 BIOHAVEN PHARMACEUTICAL HOLD COM G11196105 4122 164904 SH DFND 1 164904 0 0 BIOLASE INC COM 090911108 200 206201 SH DFND 1 206201 0 0 BIOLIFE SOLUTIONS INC COM NEW 09062W204 165 69384 SH DFND 1 69384 0 0 BIOLINERX LTD-SPONS ADR SPONSORED ADR 09071M106 21 25413 SH DFND 1 25413 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 127340 1402840 SH DFND 1 1397602 0 5238 BIO-PATH HOLDINGS INC COM 09057N102 211 544208 SH DFND 1 544208 0 0 BIOPHARMX CORP COM 09072X101 155 323967 SH DFND 1 323967 0 0 BIOPTIX INC COM 09074N101 61 15089 SH DFND 1 15089 0 0 BIO-RAD LABORATORIES-A CL A 090572207 38868 171748 SH DFND 1 171043 0 705 BIOSCRIP INC COM 09069N108 2790 1027844 SH DFND 1 1027844 0 0 BIOSPECIFICS TECHNOLOGIES COM 090931106 30 626 SH DFND 1 2 626 0 0 BIOSPECIFICS TECHNOLOGIES COM 090931106 2806 56677 SH DFND 1 56677 0 0 BIOSTAGE INC COM 09074M103 10 26101 SH DFND 1 26101 0 0 BIO-TECHNE CORP COM 09073M104 37081 315584 SH DFND 1 314216 0 1368 BIOTELEMETRY INC COM 090672106 8016 239645 SH DFND 1 239645 0 0 BIOTIME INC COM 09066L105 3329 1056860 SH DFND 1 1056860 0 0 BIOVERATIV INC COM 09075E100 54251 901633 SH DFND 1 897774 0 3859 BJ'S RESTAURANTS INC COM 09180C106 6657 178721 SH DFND 1 178721 0 0 BLACK BOX CORP COM 091826107 1111 130017 SH DFND 1 127010 0 3007 BLACK DIAMOND INC COM 09202G101 1166 175449 SH DFND 1 175449 0 0 BLACK HILLS CORP COM 092113109 28709 425516 SH DFND 1 423708 0 1808 BLACK KNIGHT FINANCIAL-CL A CL A 09214X100 8610 210260 SH DFND 1 210260 0 0 BLACKBAUD INC COM 09227Q100 34342 400490 SH DFND 1 398874 0 1616 BLACKBERRY LTD COMSTK 09228F103 5747 577169 SH DFND 1 577169 0 0 BLACKBERRY LTD COM 09228F103 293 29403 SH DFND 1 2 29403 0 0 BLACKHAWK NETWORK HOLDINGS I COM 09238E104 30 704 SH DFND 1 2 704 0 0 BLACKHAWK NETWORK HOLDINGS I COM 09238E104 20582 472074 SH DFND 1 472074 0 0 BLACKLINE INC COM 09239B109 5049 141275 SH DFND 1 141275 0 0 BLACKROCK CAPITAL INVESTMENT COM 092533108 830 110890 SH DFND 1 2 110890 0 0 BLACKROCK INC COM 09247X101 493424 1170168 SH DFND 1 1164566 0 5602 BLACKROCK RESOURCES & COMMOD SHS 09257A108 1661 207483 SH DFND 1 2 207483 0 0 BLACKSTONE MORTGAGE TRU-CL A COM CL A 09257W100 20080 635468 SH DFND 1 635468 0 0 BLOOMIN' BRANDS INC COM 094235108 18875 889098 SH DFND 1 889098 0 0 BLUCORA INC COM 095229100 7185 338918 SH DFND 1 338211 0 707 BLUE BIRD CORP COM 095306106 1098 64609 SH DFND 1 64609 0 0 BLUE BUFFALO PET PRODUCTS IN COM 09531U102 19011 833494 SH DFND 1 833494 0 0 BLUE CAPITAL REINSURANCE HOL COM G1190F107 673 36814 SH DFND 1 36814 0 0 BLUE HILLS BANCORP INC COM 095573101 4241 236949 SH DFND 1 236949 0 0 BLUEBIRD BIO INC COM 09609G100 39223 373382 SH DFND 1 373382 0 0 BLUEKNIGHT ENERGY PARTNERS L COM UNIT 09625U109 154 24490 SH DFND 1 24490 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 16016 316092 SH DFND 1 316092 0 0 BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 2987 231768 SH DFND 1 231768 0 0 BMC STOCK HOLDINGS INC COM 05591B109 11176 511504 SH DFND 1 511504 0 0 BOB EVANS FARMS COM 096761101 12484 173813 SH DFND 1 172931 0 882 BOEING CO/THE COM 097023105 1061372 5376893 SH DFND 1 5352538 0 24355 BOFI HOLDING INC COM 05566U108 12534 528415 SH DFND 1 528415 0 0 BOINGO WIRELESS INC COM 09739C102 642 42920 SH DFND 1 2 42920 0 0 BOINGO WIRELESS INC COM 09739C102 4753 317731 SH DFND 1 317731 0 0 BOISE CASCADE CO COM 09739D100 9056 297902 SH DFND 1 297902 0 0 BOJANGLES' INC COM 097488100 93 5753 SH DFND 1 2 5753 0 0 BOJANGLES' INC COM 097488100 2553 157163 SH DFND 1 157163 0 0 BOK FINANCIAL CORPORATION COM NEW 05561Q201 19546 232331 SH DFND 1 232331 0 0 BONANZA CREEK ENERGY INC COM NEW 097793400 1308 41251 SH DFND 1 41251 0 0 BON-TON STORES INC/THE COM 09776J101 31 71492 SH DFND 1 71492 0 0 BOOT BARN HOLDINGS INC COM 099406100 731 103384 SH DFND 1 103384 0 0 BOOZ ALLEN HAMILTON HOLDINGS CL A 099502106 46 1439 SH DFND 1 2 1439 0 0 BOOZ ALLEN HAMILTON HOLDINGS CL A 099502106 42484 1305594 SH DFND 1 1305594 0 0 BORGWARNER INC COM 099724106 93149 2202327 SH DFND 1 2193676 0 8651 BOSTON BEER COMPANY INC-A CL A 100557107 9700 73409 SH DFND 1 73094 0 315 BOSTON BEER COMPANY INC-A CL A 100557107 300 2273 SH DFND 1 2 2273 0 0 BOSTON PRIVATE FINL HOLDING COM 101119105 11244 732550 SH DFND 1 732550 0 0 BOSTON PROPERTIES INC COM 101121101 218010 1774756 SH DFND 1 1768080 0 6676 BOSTON PROPERTIES INC COM 101121101 31 259 SH DFND 1 2 259 0 0 BOSTON SCIENTIFIC CORP COM 101137107 342954 12395467 SH DFND 1 12336051 0 59416 BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 8598 334708 SH DFND 1 334708 0 0 BOULDER GROWTH & INCOME FUND COM 101507101 5445 560810 SH DFND 1 2 560810 0 0 BOULEVARD ACQUISITION COR II CL A 10157Q102 178 17815 SH DFND 1 17815 0 0 BOVIE MEDICAL CORP COM 10211F100 256 103728 SH DFND 1 103728 0 0 BOX INC - CLASS A CL A 10316T104 10399 570174 SH DFND 1 570174 0 0 BOYD GAMING CORP COM 103304101 16195 652779 SH DFND 1 652779 0 0 BP PLC-SPONS ADR SPONSORED ADR 055622104 2226 64244 SH DFND 1 62079 0 2165 BRADY CORPORATION - CL A CL A 104674106 15548 458663 SH DFND 1 458663 0 0 BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 356 85710 SH DFND 1 85710 0 0 BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 28951 1651548 SH DFND 1 1651548 0 0 BRAVO BRIO RESTAURANT GROUP COM 10567B109 386 83916 SH DFND 1 83916 0 0 BRCD 1.375 01/01/20 NOTE 1.375% 1/0 111621AQ1 5071 5000000 PRN DFND 1 2 5000000 0 0 BRIDGE BANCORP INC COM 108035106 6168 185248 SH DFND 1 185248 0 0 BRIDGEPOINT EDUCATION INC COM 10807M105 2035 137918 SH DFND 1 137918 0 0 BRIGGS & STRATTON COM 109043109 8387 348022 SH DFND 1 348022 0 0 BRIGHT HORIZONS FAMILY SOLUT COM 109194100 29117 377119 SH DFND 1 377119 0 0 BRIGHTCOVE COM 10921T101 1715 276756 SH DFND 1 276756 0 0 BRINKER INTERNATIONAL INC COM 109641100 14822 389035 SH DFND 1 387257 0 1778 BRINKER INTERNATIONAL INC COM 109641100 67 1772 SH DFND 1 2 1772 0 0 BRINK'S CO/THE COM 109696104 23887 356530 SH DFND 1 356530 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 971705 17467223 SH DFND 1 17392402 0 74821 BRISTOW GROUP INC COM 110394103 1910 249674 SH DFND 1 249674 0 0 BRITISH AMERICAN TOB-SP ADR SPONSORED ADR 110448107 2255 32910 SH DFND 1 32910 0 0 BRIXMOR PROPERTY GROUP INC COM 11120U105 61805 3457561 SH DFND 1 3457561 0 0 BRIXMOR PROPERTY GROUP INC COM 11120U105 89 4980 SH DFND 1 2 4980 0 0 BROADCOM LTD SHS Y09827109 905024 3890245 SH DFND 1 3860386 0 29859 BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 79935 1058275 SH DFND 1 1054027 0 4248 BROADSOFT INC COM 11133B409 11147 258933 SH DFND 1 258933 0 0 BROADWIND ENERGY INC COM NEW 11161T207 35 6989 SH DFND 1 2 6989 0 0 BROADWIND ENERGY INC COM NEW 11161T207 423 84042 SH DFND 1 84042 0 0 BROCADE COMMUNICATIONS SYS COM NEW 111621306 43256 3430319 SH DFND 1 3414616 0 15703 BROOKDALE SENIOR LIVING INC COM 112463104 21513 1462542 SH DFND 1 1462542 0 0 BROOKFIELD ASSET MANAGE-CL A CL A LTD VT SH 112585104 307 7844 SH DFND 1 5512 0 2332 BROOKLINE BANCORP INC COM 11373M107 9961 682292 SH DFND 1 682292 0 0 BROOKS AUTOMATION INC COM 114340102 15 693 SH DFND 1 2 693 0 0 BROOKS AUTOMATION INC COM 114340102 17730 817433 SH DFND 1 817433 0 0 BROWN & BROWN INC COM 115236101 39077 907300 SH DFND 1 903410 0 3890 BROWN-FORMAN CORP-CLASS A CL A 115637100 4665 94629 SH DFND 1 94629 0 0 BROWN-FORMAN CORP-CLASS B CL B 115637209 100044 2061553 SH DFND 1 2053878 0 7675 BRT APARTMENTS CORP COM 055645303 1637 208311 SH DFND 1 208311 0 0 BRUKER CORP COM 116794108 35578 1233636 SH DFND 1 1233636 0 0 BRUNSWICK CORP COM 117043109 49089 782550 SH DFND 1 779543 0 3007 BRYN MAWR BANK CORP COM 117665109 6393 150443 SH DFND 1 150443 0 0 BSB BANCORP INC/MA COM 05573H108 1713 58581 SH DFND 1 58581 0 0 BSQUARE CORP COM NEW 11776U300 287 51409 SH DFND 1 51409 0 0 BT GROUP PLC-SPON ADR ADR 05577E101 300 15488 SH DFND 1 14910 0 578 BT GROUP PLC-SPON ADR ADR 05577E101 76 3950 SH DFND 1 2 3950 0 0 BUCKLE INC/THE COM 118440106 3781 212455 SH DFND 1 210816 0 1639 BUCKLE INC/THE COM 118440106 28 1621 SH DFND 1 2 1621 0 0 BUFFALO WILD WINGS INC COM 119848109 27 215 SH DFND 1 2 215 0 0 BUFFALO WILD WINGS INC COM 119848109 18286 144329 SH DFND 1 143785 0 544 BUILD-A-BEAR WORKSHOP INC COM 120076104 1068 102259 SH DFND 1 102259 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 12922 843485 SH DFND 1 843485 0 0 BUNGE LTD COM G16962105 1119 15000 SH DFND 1 2 15000 0 0 BUNGE LTD COM G16962105 102447 1373800 SH DFND 1 1373480 0 320 BURLINGTON STORES INC COM 122017106 49595 539135 SH DFND 1 539135 0 0 BWX TECHNOLOGIES INC COM 05605H100 36104 740595 SH DFND 1 740595 0 0 BXMT 5.25 12/01/18 NOTE 5.250%12/0 09257WAA8 20245 17491000 PRN DFND 1 2 17491000 0 0 C & F FINANCIAL CORP COM 12466Q104 1010 21556 SH DFND 1 21556 0 0 C&J ENERGY SERVICES INC COM 12674R100 17036 497139 SH DFND 1 497139 0 0 C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 111133 1620450 SH DFND 1 1614284 0 6166 C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 31 462 SH DFND 1 2 462 0 0 CA INC COM 12673P105 124878 3627974 SH DFND 1 3596114 0 31860 CAA 1.25 08/01/32 NOTE 1.250% 8/0 85375CBC4 6000 6000000 PRN DFND 1 2 6000000 0 0 CABELA'S INC COM 126804301 24402 410670 SH DFND 1 408928 0 1742 CABLE ONE INC COM 12685J105 25883 36410 SH DFND 1 36251 0 159 CABOT CORP COM 127055101 23 446 SH DFND 1 2 446 0 0 CABOT CORP COM 127055101 30717 574906 SH DFND 1 572801 0 2105 CABOT MICROELECTRONICS CORP COM 12709P103 153 2079 SH DFND 1 2 2079 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 22639 306646 SH DFND 1 306646 0 0 CABOT OIL & GAS CORP COM 127097103 112779 4504829 SH DFND 1 4484631 0 20198 CACI INTERNATIONAL INC -CL A CL A 127190304 24509 195996 SH DFND 1 195996 0 0 CADENCE BANCORP CL A 12739A100 363 16629 SH DFND 1 16629 0 0 CADENCE DESIGN SYS INC COM 127387108 95283 2846116 SH DFND 1 2836676 0 9440 CADIZ INC COM NEW 127537207 2374 175871 SH DFND 1 175871 0 0 CAE INC COMSTK 124765108 2367 138328 SH DFND 1 136022 0 2306 CAESARS ACQUISITION CO-CL A CL A 12768T103 3286 172498 SH DFND 1 172498 0 0 CAESARS ENTERTAINMENT CORP COM 127686103 6427 535599 SH DFND 1 535599 0 0 CAESARSTONE LTD ORD SHS M20598104 2313 66008 SH DFND 1 66008 0 0 CAESARSTONE LTD ORD SHS M20598104 186 5318 SH DFND 1 2 5318 0 0 CAFEPRESS INC COM 12769A103 68 26471 SH DFND 1 26471 0 0 CAI INTERNATIONAL INC COM 12477X106 3035 128626 SH DFND 1 128626 0 0 CALADRIUS BIOSCIENCES INC COM NEW 128058203 134 28994 SH DFND 1 28994 0 0 CALAMP CORP COM 128126109 6145 302272 SH DFND 1 302272 0 0 CALATLANTIC GROUP INC COM 128195104 29944 847080 SH DFND 1 844469 0 2611 CALATLANTIC GROUP INC COM 128195104 937 26526 SH DFND 1 2 26526 0 0 CALAVO GROWERS INC COM 128246105 9300 134689 SH DFND 1 134689 0 0 CALERES INC COM 129500104 13983 503377 SH DFND 1 503377 0 0 CALGON CARBON CORP COM 129603106 6119 405271 SH DFND 1 405271 0 0 CALIFORNIA RESOURCES CORP COM NEW 13057Q206 3125 365512 SH DFND 1 365496 0 16 CALIFORNIA WATER SERVICE GRP COM 130788102 14469 393191 SH DFND 1 393191 0 0 CALITHERA BIOSCIENCES INC COM 13089P101 3474 233958 SH DFND 1 233958 0 0 CALIX INC COM 13100M509 2163 315825 SH DFND 1 315825 0 0 CALLAWAY GOLF COMPANY COM 131193104 10520 823203 SH DFND 1 823203 0 0 CALLIDUS SOFTWARE INC COM 13123E500 13464 556365 SH DFND 1 556365 0 0 CALLON PETROLEUM CO COM 13123X102 16578 1562550 SH DFND 1 1562550 0 0 CAL-MAINE FOODS INC COM NEW 128030202 10876 274657 SH DFND 1 274347 0 310 CALPINE CORP COM NEW 131347304 39432 2914498 SH DFND 1 2914498 0 0 CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 165 38959 SH DFND 1 38959 0 0 CAMBIUM LEARNING GROUP INC COM 13201A107 545 107543 SH DFND 1 107543 0 0 CAMBREX CORP COM 132011107 16758 280482 SH DFND 1 280482 0 0 CAMDEN NATIONAL CORP COM 133034108 5774 134583 SH DFND 1 134583 0 0 CAMDEN PROPERTY TRUST SH BEN INT 133131102 77305 904397 SH DFND 1 901441 0 2956 CAMECO CORP COMSTK 13321L108 1793 198250 SH DFND 1 197924 0 326 CAMPBELL SOUP CO COM 134429109 122159 2345728 SH DFND 1 2337008 0 8720 CAMPBELL SOUP CO COM 134429109 104 2005 SH DFND 1 2 2005 0 0 CAMPING WORLD HOLDINGS INC-A CL A 13462K109 4488 145507 SH DFND 1 145507 0 0 CAMTEK LTD ORD M20791105 79 16454 SH DFND 1 16454 0 0 CAN IMPERIAL BK OF COMMERCE COM 136069101 413 5093 SH DFND 1 4736 0 357 CANADIAN NATL RAILWAY CO COM 136375102 636 7858 SH DFND 1 7122 0 736 CANADIAN PACIFIC RAILWAY LTD COM 13645T100 210 1306 SH DFND 1 1152 0 154 CANADIAN SOLAR INC COM 136635109 768 48274 SH DFND 1 48274 0 0 CANCER GENETICS INC COM 13739U104 344 87279 SH DFND 1 87279 0 0 CANON INC-SPONS ADR SPONSORED ADR 138006309 1342 39449 SH DFND 1 37026 0 2423 CANTEL MEDICAL CORP COM 138098108 27128 348199 SH DFND 1 348199 0 0 CAPELLA EDUCATION CO COM 139594105 12783 149337 SH DFND 1 149337 0 0 CAPITAL BANK FINANCIAL-CL A CL A COM 139794101 1143 30000 SH DFND 1 2 30000 0 0 CAPITAL BANK FINANCIAL-CL A CL A COM 139794101 9316 244515 SH DFND 1 244515 0 0 CAPITAL CITY BANK GROUP INC COM 139674105 1869 91549 SH DFND 1 91549 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 389515 4722795 SH DFND 1 4701840 0 20955 CAPITAL ONE FINANCIAL CORP COM 14040H105 18 220 SH DFND 1 2 220 0 0 CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 206 60661 SH DFND 1 60661 0 0 CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 1227 361087 SH DFND 1 2 361087 0 0 CAPITAL SENIOR LIVING CORP COM 140475104 2999 197176 SH DFND 1 197176 0 0 CAPITAL SOUTHWEST CORP COM 140501107 292 18203 SH DFND 1 18203 0 0 CAPITALA FINANCE CORP COM 14054R106 154 11892 SH DFND 1 11892 0 0 CAPITOL FEDERAL FINANCIAL IN COM 14057J101 15871 1116949 SH DFND 1 1116949 0 0 CAPRICOR THERAPEUTICS INC COM 14070B101 44 53121 SH DFND 1 53121 0 0 CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 639 36071 SH DFND 1 36071 0 0 CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 7939 761255 SH DFND 1 761255 0 0 CAPSTONE TURBINE CORP COM NEW 14067D409 72 106683 SH DFND 1 106683 0 0 CARA THERAPEUTICS INC COM 140755109 3367 218781 SH DFND 1 218781 0 0 CARBO CERAMICS INC COM 140781105 1155 168747 SH DFND 1 168747 0 0 CARBONITE INC COM 141337105 3897 178762 SH DFND 1 178762 0 0 CARDCONNECT CORP COM 14141X108 1162 77227 SH DFND 1 77227 0 0 CARDINAL HEALTH INC COM 14149Y108 247215 3178057 SH DFND 1 3163157 0 14900 CARDIOME PHARMA CORP COM NO PAR 14159U301 55 12238 SH DFND 1 12238 0 0 CARDIOVASCULAR SYSTEMS INC COM 141619106 9059 281092 SH DFND 1 281092 0 0 CARDIOVASCULAR SYSTEMS INC COM 141619106 50 1580 SH DFND 1 2 1580 0 0 CARDTRONICS PLC - A SHS CL A G1991C105 13918 423575 SH DFND 1 423575 0 0 CARE CAPITAL PROPERTIES INC COM 141624106 21398 801436 SH DFND 1 796781 0 4655 CARE.COM INC COM 141633107 1862 123335 SH DFND 1 123335 0 0 CAREDX INC COM 14167L103 47 43139 SH DFND 1 43139 0 0 CAREER EDUCATION CORP COM 141665109 5499 572860 SH DFND 1 572860 0 0 CARETRUST REIT INC COM 14174T107 11240 606300 SH DFND 1 606300 0 0 CARLISLE COS INC COM 142339100 377 3958 SH DFND 1 2 3958 0 0 CARLISLE COS INC COM 142339100 49772 521726 SH DFND 1 519550 0 2176 CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 1015 51412 SH DFND 1 51412 0 0 CARMAX INC COM 143130102 111014 1763722 SH DFND 1 1755686 0 8036 CARNIVAL CORP UNIT 99/99/9999 143658300 273529 4178463 SH DFND 1 4158929 0 19534 CARNIVAL PLC-ADR ADR 14365C103 321 4867 SH DFND 1 4467 0 400 CAROLINA FINANCIAL CORP COM 143873107 3380 104604 SH DFND 1 104604 0 0 CARPENTER TECHNOLOGY COM 144285103 13938 372398 SH DFND 1 370823 0 1575 CARRIAGE SERVICES INC COM 143905107 3135 116287 SH DFND 1 116287 0 0 CARRIZO OIL & GAS INC COM 144577103 8988 515983 SH DFND 1 515983 0 0 CARRIZO OIL & GAS INC COM 144577103 8 465 SH DFND 1 2 465 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 3637 296917 SH DFND 1 296917 0 0 CARS.COM INC COM 14575E105 21325 800807 SH DFND 1 798075 0 2732 CARTER'S INC COM 146229109 38306 430656 SH DFND 1 429018 0 1638 CARVANA CO CL A 146869102 2785 136053 SH DFND 1 136053 0 0 CASCADIAN THERAPEUTICS INC COM NEW 14740B606 1137 306179 SH DFND 1 306179 0 0 CASELLA WASTE SYSTEMS INC-A CL A 147448104 5310 323594 SH DFND 1 323594 0 0 CASEY'S GENERAL STORES INC COM 147528103 37064 346039 SH DFND 1 344715 0 1324 CASI PHARMACEUTICALS INC COM 14757U109 40 38315 SH DFND 1 38315 0 0 CASS INFORMATION SYSTEMS INC COM 14808P109 5529 84245 SH DFND 1 84245 0 0 CASTLE BRANDS INC COM 148435100 1160 674602 SH DFND 1 674602 0 0 CASTLIGHT HEALTH INC-B CL B 14862Q100 1605 386818 SH DFND 1 386818 0 0 CATABASIS PHARMACEUTICALS IN COM 14875P107 44 31136 SH DFND 1 31136 0 0 CATALENT INC COM 148806102 37187 1059464 SH DFND 1 1055252 0 4212 CATALYST BIOSCIENCES INC COM NEW 14888D208 57 12432 SH DFND 1 12432 0 0 CATALYST PHARMACEUTICALS INC COM 14888U101 1694 613849 SH DFND 1 613849 0 0 CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 3901 343155 SH DFND 1 343155 0 0 CATERPILLAR INC COM 149123101 590590 5505957 SH DFND 1 5477741 0 28216 CATHAY GENERAL BANCORP COM 149150104 31715 835712 SH DFND 1 833186 0 2526 CATO CORP-CLASS A CL A 149205106 3553 201993 SH DFND 1 201993 0 0 CATO CORP-CLASS A CL A 149205106 112 6368 SH DFND 1 2 6368 0 0 CAVCO INDUSTRIES INC COM 149568107 9584 73929 SH DFND 1 73929 0 0 CAVIUM INC COM 14964U108 33898 545600 SH DFND 1 545600 0 0 CB FINANCIAL SERVICES INC COM 12479G101 903 34610 SH DFND 1 34610 0 0 CBIZ INC COM 124805102 6869 457938 SH DFND 1 457938 0 0 CBL & ASSOCIATES PROPERTIES COM 124830100 20662 2451082 SH DFND 1 2446822 0 4260 CBOE HOLDINGS INC COM 12503M108 91351 1001013 SH DFND 1 997027 0 3986 CBRE CLARION GL R/E INCOME F COM 12504G100 84 11005 SH DFND 1 2 11005 0 0 CBRE GROUP INC - A CL A 12504L109 106593 2933631 SH DFND 1 2920584 0 13047 CBS CORP-CLASS B NON VOTING CL B 124857202 214020 3361837 SH DFND 1 3345645 0 16192 CDI CORP COM 125071100 395 67558 SH DFND 1 67558 0 0 CDK GLOBAL INC COM 12508E101 81337 1311060 SH DFND 1 1305802 0 5258 CDW CORP/DE COM 12514G108 85112 1361682 SH DFND 1 1361682 0 0 CECO ENVIRONMENTAL CORP COM 125141101 2120 230938 SH DFND 1 230938 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 3712 765428 SH DFND 1 765428 0 0 CELADON GROUP INC COM 150838100 678 215538 SH DFND 1 215538 0 0 CELANESE CORP-SERIES A COM SER A 150870103 115410 1216124 SH DFND 1 1216124 0 0 CELESTICA INC COMSTK 15101Q108 20381 1500 SH DFND 1 1500 0 0 CELESTICA INC COMSTK 15101Q108 264 19501 SH DFND 1 2 19501 0 0 CELGENE CORP COM 151020104 1050 8088 SH DFND 1 2 8088 0 0 CELGENE CORP COM 151020104 1013771 7819358 SH DFND 1 7761253 0 58105 CELLDEX THERAPEUTICS INC COM 15117B103 2326 941824 SH DFND 1 941548 0 276 CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 371 42453 SH DFND 1 42453 0 0 CEL-SCI CORP COM PAR NEW 150837607 83 37660 SH DFND 1 37660 0 0 CEMPRA INC COM 15130J109 1835 399083 SH DFND 1 399083 0 0 CEMTREX INC COM PAR $.001 15130G303 126 35054 SH DFND 1 35054 0 0 CENOVUS ENERGY INC COM 15135U109 3786 517356 SH DFND 1 516829 0 527 CENOVUS ENERGY INC COM 15135U109 918 124648 SH DFND 1 2 124648 0 0 CENTENE CORP COM 15135B101 988 12376 SH DFND 1 2 12376 0 0 CENTENE CORP COM 15135B101 169088 2119788 SH DFND 1 2112066 0 7722 CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 18472 1167674 SH DFND 1 1167674 0 0 CENTERPOINT ENERGY INC COM 15189T107 129196 4725663 SH DFND 1 4704357 0 21306 CENTERSTATE BANKS INC COM 15201P109 11805 474873 SH DFND 1 474873 0 0 CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 2745 686435 SH DFND 1 686435 0 0 CENTRAL GARDEN & PET CO COM 153527106 613 19295 SH DFND 1 19295 0 0 CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 16618 553590 SH DFND 1 553590 0 0 CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7510 238647 SH DFND 1 238647 0 0 CENTRAL SECURITIES CORP COM 155123102 4373 175413 SH DFND 1 2 175413 0 0 CENTRAL VALLEY COMM BANCORP COM 155685100 1336 60317 SH DFND 1 60317 0 0 CENTRUS ENERGY CORP-CLASS A CL A 15643U104 93 22164 SH DFND 1 22164 0 0 CENTURY ALUMINUM COMPANY COM 156431108 7006 449692 SH DFND 1 449692 0 0 CENTURY BANCORP INC -CL A CL A NON VTG 156432106 1536 24151 SH DFND 1 24151 0 0 CENTURY CASINOS INC COM 156492100 1229 166768 SH DFND 1 166768 0 0 CENTURY COMMUNITIES INC COM 156504300 3058 123336 SH DFND 1 123336 0 0 CENTURYLINK INC COM 156700106 138277 5799682 SH DFND 1 5770970 0 28712 CENTURYLINK INC COM 156700106 131 5507 SH DFND 1 2 5507 0 0 CENVEO INC COM NEW 15670S402 245 40373 SH DFND 1 40373 0 0 CERAGON NETWORKS LTD ORD M22013102 122 48008 SH DFND 1 2 48008 0 0 CERAGON NETWORKS LTD ORD M22013102 93 36506 SH DFND 1 36506 0 0 CERNER CORP COM 156782104 224471 3381973 SH DFND 1 3359471 0 22502 CERULEAN PHARMA INC COM 15708Q105 37 85442 SH DFND 1 85442 0 0 CERUS CORP COM 157085101 50 20291 SH DFND 1 2 20291 0 0 CERUS CORP COM 157085101 2243 893849 SH DFND 1 893849 0 0 CEVA INC COM 157210105 8535 187804 SH DFND 1 187804 0 0 CF CORPORATION - CLASS A SHS CL A G20307107 332 29528 SH DFND 1 29528 0 0 CF CORPORATION - CLASS A SHS CL A G20307107 841 74797 SH DFND 1 2 74797 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 68909 2468411 SH DFND 1 2458296 0 10115 CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 458 11831 SH DFND 1 11831 0 0 CHANNELADVISOR CORP COM 159179100 2144 185644 SH DFND 1 185644 0 0 CHARLES & COLVARD LTD COM 159765106 45 49187 SH DFND 1 49187 0 0 CHARLES RIVER LABORATORIES COM 159864107 37956 375249 SH DFND 1 373646 0 1603 CHART INDUSTRIES INC COM PAR $0.01 16115Q308 9505 273693 SH DFND 1 273693 0 0 CHARTER COMMUNICATIONS INC-A CL A 16119P108 728294 2165756 SH DFND 1 2148442 0 17314 CHARTER FINANCIAL CORP COM 16122W108 2268 126053 SH DFND 1 126053 0 0 CHASE CORP COM 16150R104 8353 78285 SH DFND 1 78285 0 0 CHATHAM LODGING TRUST COM 16208T102 5716 284522 SH DFND 1 284522 0 0 CHECK POINT SOFTWARE TECH ORD M22465104 50681 465150 SH DFND 1 460255 0 4895 CHEESECAKE FACTORY INC/THE COM 163072101 19770 393048 SH DFND 1 391545 0 1503 CHEESECAKE FACTORY INC/THE COM 163072101 105 2103 SH DFND 1 2 2103 0 0 CHEFS' WAREHOUSE INC/THE COM 163086101 2038 156811 SH DFND 1 156811 0 0 CHEGG INC COM 163092109 6178 502739 SH DFND 1 502739 0 0 CHEGG INC COM 163092109 375 30586 SH DFND 1 2 30586 0 0 CHEMBIO DIAGNOSTICS INC COM NEW 163572209 299 49468 SH DFND 1 49468 0 0 CHEMED CORP COM 16359R103 34658 169454 SH DFND 1 169454 0 0 CHEMICAL FINANCIAL CORP COM 163731102 29785 615273 SH DFND 1 612878 0 2395 CHEMOCENTRYX INC COM 16383L106 1876 200470 SH DFND 1 199763 0 707 CHEMOURS CO/THE COM 163851108 60536 1596436 SH DFND 1 1589780 0 6656 CHEMUNG FINANCIAL CORP COM 164024101 983 24048 SH DFND 1 24048 0 0 CHENIERE ENERGY INC COM NEW 16411R208 81611 1676162 SH DFND 1 1676162 0 0 CHEROKEE INC COM 16444H102 533 76732 SH DFND 1 76732 0 0 CHERRY HILL MORTGAGE INVESTM COM 164651101 1621 87801 SH DFND 1 87801 0 0 CHERRY HILL MORTGAGE INVESTM COM 164651101 862 46715 SH DFND 1 2 46715 0 0 CHESAPEAKE ENERGY CORP COM 165167107 40920 8243510 SH DFND 1 8210414 0 33096 CHESAPEAKE ENERGY CORP COM 165167107 2036 409677 SH DFND 1 2 409677 0 0 CHESAPEAKE LODGING TRUST SH BEN INT 165240102 16270 664907 SH DFND 1 664907 0 0 CHESAPEAKE UTILITIES CORP COM 165303108 9432 125854 SH DFND 1 125854 0 0 CHEVRON CORP COM 166764100 1939891 18625990 SH DFND 1 18540133 0 85857 CHIASMA INC COM 16706W102 66 45638 SH DFND 1 45638 0 0 CHICAGO BRIDGE & IRON CO NV COM 167250109 17850 904761 SH DFND 1 904749 0 12 CHICO'S FAS INC COM 168615102 515 54673 SH DFND 1 2 54673 0 0 CHICO'S FAS INC COM 168615102 15840 1681595 SH DFND 1 1676917 0 4678 CHILDREN'S PLACE INC/THE COM 168905107 21031 205986 SH DFND 1 205986 0 0 CHILDREN'S PLACE INC/THE COM 168905107 516 5056 SH DFND 1 2 5056 0 0 CHIMERA INVESTMENT CORP COM NEW 16934Q208 46833 2513891 SH DFND 1 2508375 0 5516 CHIMERIX INC COM 16934W106 1888 346575 SH DFND 1 346575 0 0 CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 64 13333 SH DFND 1 13333 0 0 CHINA BIOLOGIC PRODUCTS INC COM 16938C106 1935 17116 SH DFND 1 17116 0 0 CHINA COMMERCIAL CREDIT INC COM 16891K103 35 11141 SH DFND 1 11141 0 0 CHINA INFORMATION TECHNOLOGY COM G21174100 19 20266 SH DFND 1 20266 0 0 CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 499 6194 SH DFND 1 2 6194 0 0 CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 1607 19927 SH DFND 1 19676 0 251 CHINA NATURAL RESOURCES INC COM G2110U109 23 11233 SH DFND 1 11233 0 0 CHINA XD PLASTICS CO LTD COM 16948F107 96 20593 SH DFND 1 20593 0 0 CHINA YUCHAI INTL LTD COM G21082105 1490 81835 SH DFND 1 2 81835 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 29 70 SH DFND 1 2 70 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 112293 270352 SH DFND 1 269108 0 1244 CHOICE HOTELS INTL INC COM 169905106 17694 275403 SH DFND 1 275374 0 29 CHRISTOPHER & BANKS CORP COM 171046105 262 200064 SH DFND 1 200064 0 0 CHROMADEX CORP COM NEW 171077407 636 166699 SH DFND 1 166699 0 0 CHUBB LTD COM H1467J104 643788 4436235 SH DFND 1 4415807 0 20428 CHUNGHWA TELECOM LT-SPON ADR SPON ADR NEW11 17133Q502 282 8019 SH DFND 1 5951 0 2068 CHURCH & DWIGHT CO INC COM 171340102 150145 2898229 SH DFND 1 2887414 0 10815 CHURCHILL DOWNS INC COM 171484108 20824 113610 SH DFND 1 113193 0 417 CHUY'S HOLDINGS INC COM 171604101 3507 149883 SH DFND 1 149883 0 0 CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 279 116662 SH DFND 1 116662 0 0 CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 116 48599 SH DFND 1 2 48599 0 0 CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 981 133675 SH DFND 1 2 133675 0 0 CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 171 23332 SH DFND 1 22532 0 800 CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 758 79693 SH DFND 1 2 79693 0 0 CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 137 14476 SH DFND 1 13197 0 1279 CIDARA THERAPEUTICS INC COM 171757107 359 47992 SH DFND 1 47992 0 0 CIENA CORP COM NEW 171779309 30164 1205596 SH DFND 1 1200824 0 4772 CIGNA CORP COM 125509109 390485 2337148 SH DFND 1 2324977 0 12171 CIM COMMERCIAL TRUST CORP COM 125525105 1968 123824 SH DFND 1 123824 0 0 CIMAREX ENERGY CO COM 171798101 85731 913635 SH DFND 1 909508 0 4127 CIMAREX ENERGY CO COM 171798101 65 695 SH DFND 1 2 695 0 0 CIMPRESS NV SHS EURO N20146101 6188 65462 SH DFND 1 65462 0 0 CINCINNATI BELL INC COM NEW 171871502 6638 339590 SH DFND 1 339590 0 0 CINCINNATI FINANCIAL CORP COM 172062101 118048 1631862 SH DFND 1 1625059 0 6803 CINEDIGM CORP - A COM NEW 172406209 54 31305 SH DFND 1 31305 0 0 CINEMARK HOLDINGS INC COM 17243V102 32814 844647 SH DFND 1 841081 0 3566 CINEMARK HOLDINGS INC COM 17243V102 31 823 SH DFND 1 2 823 0 0 CINER RESOURCES LP COM UNIT LTD 172464109 443 16168 SH DFND 1 2 16168 0 0 CINTAS CORP COM 172908105 131654 1046080 SH DFND 1 1039227 0 6853 CIRCOR INTERNATIONAL INC COM 17273K109 7625 128411 SH DFND 1 128411 0 0 CIRRUS LOGIC INC COM 172755100 46039 734041 SH DFND 1 731873 0 2168 CIRRUS LOGIC INC COM 172755100 33 541 SH DFND 1 2 541 0 0 CISCO SYSTEMS INC COM 17275R102 1690319 54089004 SH DFND 1 53709569 0 379435 CISCO SYSTEMS INC COM 17275R102 84 2711 SH DFND 1 2 2711 0 0 CIT GROUP INC COM NEW 125581801 56453 1159854 SH DFND 1 1159854 0 0 CITI TRENDS INC COM 17306X102 2424 114246 SH DFND 1 114246 0 0 CITIGROUP INC COM NEW 172967424 1850134 27710362 SH DFND 1 27587746 0 122616 CITIZENS & NORTHERN CORP COM 172922106 2131 91655 SH DFND 1 91655 0 0 CITIZENS COMMUNITY BANCORP I COM 174903104 271 19448 SH DFND 1 19448 0 0 CITIZENS FINANCIAL GROUP COM 174610105 195146 5478008 SH DFND 1 5456030 0 21978 CITIZENS HOLDING COMPANY COM 174715102 362 13960 SH DFND 1 13960 0 0 CITIZENS INC CL A 174740100 2449 331902 SH DFND 1 331902 0 0 CITRIX SYSTEMS INC COM 177376100 152221 1915446 SH DFND 1 1904430 0 11016 CITRIX SYSTEMS INC COM 177376100 1618 20338 SH DFND 1 2 20338 0 0 CITY HOLDING CO COM 177835105 9276 140828 SH DFND 1 139928 0 900 CITY OFFICE REIT INC COM 178587101 2732 215127 SH DFND 1 215127 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 1450 69463 SH DFND 1 69463 0 0 CIVITAS SOLUTIONS INC COM 17887R102 2226 127256 SH DFND 1 127256 0 0 CKH 3 11/15/28 NOTE 3.000%11/1 81170YAB5 1683 2000000 PRN DFND 1 2 2000000 0 0 CLEAN DIESEL TECHNOLOGIES COM PAR NEW 18449C500 108 38855 SH DFND 1 38855 0 0 CLEAN ENERGY FUELS CORP COM 184499101 2332 918366 SH DFND 1 918366 0 0 CLEAN HARBORS INC COM 184496107 23131 414312 SH DFND 1 412547 0 1765 CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 1344 277137 SH DFND 1 275616 0 1521 CLEARFIELD INC COM 18482P103 1243 94211 SH DFND 1 94211 0 0 CLEARONE INC COM 18506U104 180 19107 SH DFND 1 19107 0 0 CLEARSIDE BIOMEDICAL INC COM 185063104 1121 123085 SH DFND 1 123085 0 0 CLEARSIGN COMBUSTION CORP COM 185064102 288 75989 SH DFND 1 75989 0 0 CLEARWATER PAPER CORP COM 18538R103 253 5428 SH DFND 1 2 5428 0 0 CLEARWATER PAPER CORP COM 18538R103 6291 134572 SH DFND 1 134572 0 0 CLEVELAND BIOLABS INC COM NEW 185860202 49 16688 SH DFND 1 16688 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 15556 2248032 SH DFND 1 2246861 0 1171 CLIFTON BANCORP INC COM 186873105 3141 190068 SH DFND 1 190068 0 0 CLIPPER REALTY INC COM 18885T306 776 62906 SH DFND 1 62906 0 0 CLOROX COMPANY COM 189054109 170947 1285252 SH DFND 1 1279364 0 5888 CLOUD PEAK ENERGY INC COM 18911Q102 2263 641350 SH DFND 1 641350 0 0 CLOUDERA INC COM 18914U100 3097 193323 SH DFND 1 193323 0 0 CLOVIS ONCOLOGY INC COM 189464100 39909 426247 SH DFND 1 426247 0 0 CLUBCORP HOLDINGS INC COM 18948M108 6693 510922 SH DFND 1 510922 0 0 CM FINANCE INC COM 12574Q103 101 10178 SH DFND 1 10178 0 0 CME GROUP INC COM 12572Q105 428020 3423383 SH DFND 1 3406810 0 16573 CMS ENERGY CORP COM 125896100 128438 2781665 SH DFND 1 2769497 0 12168 CNA FINANCIAL CORP COM 126117100 11977 245694 SH DFND 1 245694 0 0 CNB FINANCIAL CORP/PA COM 126128107 2821 117691 SH DFND 1 117691 0 0 CNO FINANCIAL GROUP INC COM 12621E103 28714 1375237 SH DFND 1 1369436 0 5801 CNX COAL RESOURCES LP COM UNIT RP LP 12592V100 418 28021 SH DFND 1 2 28021 0 0 COACH INC COM 189754104 133251 2819496 SH DFND 1 2805948 0 13548 COBALT INTERNATIONAL ENERGY COM NEW 19075F304 364 147424 SH DFND 1 147424 0 0 COBIZ FINANCIAL INC COM 190897108 6631 381149 SH DFND 1 381149 0 0 COCA-COLA BOTTLING CO CONSOL COM 191098102 10796 47171 SH DFND 1 47171 0 0 COCA-COLA CO/THE COM 191216100 1625626 36312019 SH DFND 1 36136978 0 175041 CODE 2 09/01/20 NOTE 2.000% 9/0 84649PAL9 26768 10000000 PRN DFND 1 2 10000000 0 0 CODEXIS INC COM 192005106 1585 290921 SH DFND 1 290921 0 0 CODORUS VALLEY BANCORP INC COM 192025104 1491 52509 SH DFND 1 52509 0 0 COEUR MINING INC COM NEW 192108504 12257 1428613 SH DFND 1 1428613 0 0 COFFEE HOLDING CO INC COM 192176105 99 22341 SH DFND 1 22341 0 0 COGENT COMMUNICATIONS HOLDIN COM NEW 19239V302 14568 363297 SH DFND 1 363297 0 0 COGENTIX MEDICAL INC COM 19243A104 316 181971 SH DFND 1 181971 0 0 COGINT INC COM 19241Q101 1544 305762 SH DFND 1 305762 0 0 COGNEX CORP COM 192422103 59946 706082 SH DFND 1 703156 0 2926 COGNIZANT TECH SOLUTIONS-A CL A 192446102 376043 5673354 SH DFND 1 5630390 0 42964 COHEN & STEERS INC COM 19247A100 6836 168630 SH DFND 1 168630 0 0 COHERENT INC COM 192479103 27 123 SH DFND 1 2 123 0 0 COHERENT INC COM 192479103 44886 199504 SH DFND 1 198673 0 831 COHERUS BIOSCIENCES INC COM 19249H103 4636 323126 SH DFND 1 323126 0 0 COHU INC COM 192576106 128 8190 SH DFND 1 2 8190 0 0 COHU INC COM 192576106 5027 319381 SH DFND 1 319381 0 0 COLFAX CORP COM 194014106 30170 766334 SH DFND 1 766334 0 0 COLGATE-PALMOLIVE CO COM 194162103 636846 8605842 SH DFND 1 8566304 0 39538 COLLECTORS UNIVERSE COM NEW 19421R200 1125 45286 SH DFND 1 45286 0 0 COLLECTORS UNIVERSE COM NEW 19421R200 332 13391 SH DFND 1 2 13391 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 2132 170469 SH DFND 1 170469 0 0 COLLIERS INTERNATIONAL GROUP SUB VTG SHS 194693107 1306 23116 SH DFND 1 23116 0 0 COLONY NORTHSTAR INC-CLASS A CL A COM 19625W104 62375 4428564 SH DFND 1 4428000 0 564 COLONY STARWOOD HOMES COM 19625X102 39205 1142697 SH DFND 1 1142697 0 0 COLUMBIA BANKING SYSTEM INC COM 197236102 19920 499889 SH DFND 1 499889 0 0 COLUMBIA PROPERTY TRUST INC COM NEW 198287203 26391 1179243 SH DFND 1 1179243 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 15628 269171 SH DFND 1 269171 0 0 COLUMBUS MCKINNON CORP/NY COM 199333105 4354 171290 SH DFND 1 171290 0 0 COMCAST CORP-CLASS A CL A 20030N101 158 4063 SH DFND 1 2 4063 0 0 COMCAST CORP-CLASS A CL A 20030N101 1857472 47805908 SH DFND 1 47449977 0 355931 COMERICA INC COM 200340107 132334 1809976 SH DFND 1 1802299 0 7677 COMERICA INC COM 200340107 18 251 SH DFND 1 2 251 0 0 COMFORT SYSTEMS USA INC COM 199908104 11149 300516 SH DFND 1 300516 0 0 COMMERCE BANCSHARES INC COM 200525103 44109 776173 SH DFND 1 773218 0 2955 COMMERCE UNION BANCSHARES IN COM 200828101 838 35144 SH DFND 1 35144 0 0 COMMERCEHUB INC-SERIES A COM SER A 20084V108 2270 130343 SH DFND 1 130343 0 0 COMMERCEHUB INC-SERIES C COM SER C 20084V306 3816 218825 SH DFND 1 218825 0 0 COMMERCIAL METALS CO COM 201723103 17727 912368 SH DFND 1 908467 0 3901 COMMERCIAL VEHICLE GROUP INC COM 202608105 265 31440 SH DFND 1 2 31440 0 0 COMMERCIAL VEHICLE GROUP INC COM 202608105 2127 251824 SH DFND 1 251824 0 0 COMMSCOPE HOLDING CO INC COM 20337X109 61227 1610605 SH DFND 1 1610605 0 0 COMMUNICATIONS SYSTEMS INC COM 203900105 116 26986 SH DFND 1 26986 0 0 COMMUNITY BANK SYSTEM INC COM 203607106 22050 395376 SH DFND 1 395376 0 0 COMMUNITY BANKERS TRUST CORP COM 203612106 1905 230930 SH DFND 1 230930 0 0 COMMUNITY FINANCIAL CORP/THE COM 20368X101 898 23331 SH DFND 1 23331 0 0 COMMUNITY HEALTH SYSTEMS INC COM 203668108 9224 926133 SH DFND 1 926133 0 0 COMMUNITY HEALTH SYSTEMS INC COM 203668108 156 15716 SH DFND 1 2 15716 0 0 COMMUNITY HEALTHCARE TRUST I COM 20369C106 3310 129386 SH DFND 1 129386 0 0 COMMUNITY TRUST BANCORP INC COM 204149108 7833 179059 SH DFND 1 179059 0 0 COMMVAULT SYSTEMS INC COM 204166102 20267 359038 SH DFND 1 357631 0 1407 COMPANIA DE MINAS BV SA SPONSORED ADR 204448104 449 39109 SH DFND 1 39109 0 0 COMPASS MINERALS INTERNATION COM 20451N101 17683 270805 SH DFND 1 269666 0 1139 COMPUGEN LTD ORD M25722105 121 32064 SH DFND 1 32064 0 0 COMPUTER PROGRAMS & SYSTEMS COM 205306103 3256 99292 SH DFND 1 98819 0 473 COMPUTER TASK GROUP INC COM 205477102 438 78429 SH DFND 1 78429 0 0 COMSTOCK MINING INC COM 205750102 51 280703 SH DFND 1 280703 0 0 COMSTOCK RESOURCES INC COM 205768302 593 83927 SH DFND 1 83927 0 0 COMTECH TELECOMMUNICATIONS COM NEW 205826209 3725 196405 SH DFND 1 196356 0 49 CONAGRA BRANDS INC COM 205887102 153141 4289561 SH DFND 1 4271022 0 18539 CONATUS PHARMACEUTICALS INC COM 20600T108 1390 241348 SH DFND 1 241348 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 1788 128182 SH DFND 1 128182 0 0 CONCHO RESOURCES INC COM 20605P101 179716 1481331 SH DFND 1 1474902 0 6429 CONCORDIA INTERNATIONAL CORP COM 20653P102 24 15932 SH DFND 1 15932 0 0 CONCURRENT COMPUTER CORP COM PAR $.01 206710402 287 42604 SH DFND 1 42604 0 0 CONDUENT INC COM 206787103 23037 1445258 SH DFND 1 1443940 0 1318 CONFORMIS INC COM 20717E101 1435 334656 SH DFND 1 334656 0 0 CONFORMIS INC COM 20717E101 39 9142 SH DFND 1 2 9142 0 0 CONIFER HOLDINGS INC COM 20731J102 118 16566 SH DFND 1 16566 0 0 CONMED CORP COM 207410101 11423 224258 SH DFND 1 224258 0 0 CONNECTICUT WATER SVC INC COM 207797101 6452 116240 SH DFND 1 116240 0 0 CONNECTONE BANCORP INC COM 20786W107 5479 242989 SH DFND 1 242989 0 0 CONNECTURE INC COM 20786J106 26 43414 SH DFND 1 43414 0 0 CONN'S INC COM 208242107 143 7521 SH DFND 1 2 7521 0 0 CONN'S INC COM 208242107 3757 196722 SH DFND 1 196722 0 0 CONOCOPHILLIPS COM 20825C104 556327 12676460 SH DFND 1 12621897 0 54563 CONOCOPHILLIPS COM 20825C104 144 3282 SH DFND 1 2 3282 0 0 CONS TOMOKA LAND CO-FLORIDA COM 210226106 2125 37319 SH DFND 1 37319 0 0 CONSOL ENERGY INC COM 20854P109 22559 1509995 SH DFND 1 1504021 0 5974 CONSOLIDATED COMMUNICATIONS COM 209034107 9602 447237 SH DFND 1 446169 0 1068 CONSOLIDATED EDISON INC COM 209115104 253850 3146020 SH DFND 1 3132070 0 13950 CONSOLIDATED WATER CO-ORD SH ORD G23773107 487 39326 SH DFND 1 39326 0 0 CONSTELLATION BRANDS INC-A CL A 21036P108 298473 1543615 SH DFND 1 1536176 0 7439 CONSTELLATION BRANDS INC-A CL A 21036P108 30 156 SH DFND 1 2 156 0 0 CONSUMER PORTFOLIO SERVICES COM 210502100 505 111189 SH DFND 1 111189 0 0 CONTAINER STORE GROUP INC/TH COM 210751103 737 124507 SH DFND 1 124507 0 0 CONTANGO OIL & GAS COM NEW 21075N204 1201 181018 SH DFND 1 181018 0 0 CONTINENTAL BUILDING PRODUCT COM 211171103 7401 317655 SH DFND 1 317655 0 0 CONTINENTAL BUILDING PRODUCT COM 211171103 1133 48669 SH DFND 1 2 48669 0 0 CONTINENTAL RESOURCES INC/OK COM 212015101 21288 658761 SH DFND 1 658761 0 0 CONTRAFECT CORP COM 212326102 98 68269 SH DFND 1 68269 0 0 CONTRAVIR PHARMACEUTICALS IN COM 21234W103 201 346720 SH DFND 1 346720 0 0 CONTROL4 CORP COM 21240D107 3356 171188 SH DFND 1 171188 0 0 CONTROL4 CORP COM 21240D107 69 3555 SH DFND 1 2 3555 0 0 CONVERGYS CORP COM 212485106 21451 902072 SH DFND 1 898901 0 3171 COOPER COS INC/THE COM NEW 216648402 127247 532308 SH DFND 1 530188 0 2120 COOPER TIRE & RUBBER COM 216831107 20807 576377 SH DFND 1 574594 0 1783 COOPER-STANDARD HOLDING COM 21676P103 21131 209495 SH DFND 1 209495 0 0 COPA HOLDINGS SA-CLASS A CL A P31076105 6926 59202 SH DFND 1 58959 0 243 COPART INC COM 217204106 53381 1679186 SH DFND 1 1672276 0 6910 CORBUS PHARMACEUTICALS HOLDI COM 21833P103 1782 282862 SH DFND 1 282862 0 0 CORCEPT THERAPEUTICS INC COM 218352102 10083 854573 SH DFND 1 854573 0 0 CORCEPT THERAPEUTICS INC COM 218352102 115 9749 SH DFND 1 2 9749 0 0 CORE LABORATORIES N.V. COM N22717107 32196 318082 SH DFND 1 318082 0 0 CORE LABORATORIES N.V. COM N22717107 89 884 SH DFND 1 2 884 0 0 CORE MOLDING TECHNOLOGIES IN COM 218683100 156 7257 SH DFND 1 2 7257 0 0 CORE MOLDING TECHNOLOGIES IN COM 218683100 1155 53455 SH DFND 1 53455 0 0 CORECIVIC INC COM 21871N101 44084 1598421 SH DFND 1 1594444 0 3977 CORECIVIC INC COM 21871N101 26 960 SH DFND 1 2 960 0 0 CORELOGIC INC COM 21871D103 28711 661857 SH DFND 1 659005 0 2852 CORE-MARK HOLDING CO INC COM 218681104 12933 391225 SH DFND 1 391225 0 0 CORENERGY INFRASTRUCTURE S-A 7.375 DEP SHS REPSTG 21870U304 1276 50983 SH DFND 1 50983 0 0 CORENERGY INFRASTRUCTURE TRU COM NEW 21870U502 214 6393 SH DFND 1 2 6393 0 0 CORENERGY INFRASTRUCTURE TRU COM NEW 21870U502 4203 125154 SH DFND 1 123667 0 1487 CORESITE REALTY CORP COM 21870Q105 26002 251158 SH DFND 1 251158 0 0 CORINDUS VASCULAR ROBOTICS I COM 218730109 1353 727951 SH DFND 1 727951 0 0 CORIUM INTERNATIONAL INC COM 21887L107 1388 186070 SH DFND 1 186070 0 0 CORMEDIX INC COM 21900C100 126 295008 SH DFND 1 295008 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 15517 434045 SH DFND 1 434045 0 0 CORNING INC COM 219350105 284912 9497183 SH DFND 1 9453695 0 43488 CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 34075 972738 SH DFND 1 969389 0 3349 CORVEL CORP COM 221006109 6710 141418 SH DFND 1 141418 0 0 CORVUS PHARMACEUTICALS INC COM 221015100 832 68774 SH DFND 1 68774 0 0 COSAN LTD-CLASS A SHARES SHS A G25343107 106 16633 SH DFND 1 2 16633 0 0 COSTAMARE INC SHS Y1771G102 3730 510375 SH DFND 1 504716 0 5659 COSTAR GROUP INC COM 22160N109 70424 267304 SH DFND 1 267304 0 0 COSTCO WHOLESALE CORP COM 22160K105 763857 4783681 SH DFND 1 4751496 0 32185 COSTCO WHOLESALE CORP COM 22160K105 31 197 SH DFND 1 2 197 0 0 COTIVITI HOLDINGS INC COM 22164K101 10874 292787 SH DFND 1 292787 0 0 COTY INC-CL A COM CL A 222070203 87667 4680927 SH DFND 1 4660490 0 20437 COUNTY BANCORP INC COM 221907108 879 36660 SH DFND 1 36660 0 0 COUPA SOFTWARE INC COM 22266L106 7847 270774 SH DFND 1 270774 0 0 COUSINS PROPERTIES INC COM 222795106 34335 3906151 SH DFND 1 3892039 0 14112 COVANTA HOLDING CORP COM 22282E102 13814 1046567 SH DFND 1 1045686 0 881 COVENANT TRANSPORT GRP-CL A CL A 22284P105 1795 102428 SH DFND 1 102428 0 0 COVISINT CORP COM 22357R103 530 216449 SH DFND 1 216449 0 0 COWEN INC CL A NEW 223622606 3587 220792 SH DFND 1 220792 0 0 CPI AEROSTRUCTURES INC COM NEW 125919308 223 23822 SH DFND 1 23822 0 0 CPI CARD GROUP INC COM 12634H101 448 157220 SH DFND 1 156361 0 859 CPTA 5 3/4 05/31/22 5.75% NT CV 22 14054R403 1265 50000 PRN DFND 1 2 50000 0 0 CR BARD INC COM 067383109 3951 12500 SH DFND 1 2 12500 0 0 CR BARD INC COM 067383109 226249 716964 SH DFND 1 713822 0 3142 CRA INTERNATIONAL INC COM 12618T105 2663 73331 SH DFND 1 73331 0 0 CRACKER BARREL OLD COUNTRY COM 22410J106 34742 207726 SH DFND 1 206764 0 962 CRAFT BREW ALLIANCE INC COM 224122101 1445 85764 SH DFND 1 85764 0 0 CRANE CO COM 224399105 32591 410576 SH DFND 1 408028 0 2548 CRAWFORD & CO -CL B CL B 224633107 1309 140855 SH DFND 1 140855 0 0 CRAY INC COM NEW 225223304 7440 404367 SH DFND 1 404367 0 0 CREDICORP LTD COM G2519Y108 20914 117077 SH DFND 1 116901 0 176 CREDIT ACCEPTANCE CORP COM 225310101 26474 102957 SH DFND 1 102957 0 0 CREDIT SUISSE GROUP-SPON ADR SPONSORED ADR 225401108 152 10475 SH DFND 1 9171 0 1304 CREE INC COM 225447101 21051 854011 SH DFND 1 850736 0 3275 CREE INC COM 225447101 7 312 SH DFND 1 2 312 0 0 CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 565 29052 SH DFND 1 29052 0 0 CRH PLC-SPONSORED ADR ADR 12626K203 569 16064 SH DFND 1 15082 0 982 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 294 18386 SH DFND 1 18386 0 0 CRITEO SA-SPON ADR SPONS ADS 226718104 1911 38976 SH DFND 1 38976 0 0 CRM 0.25 04/01/18 NOTE 0.250% 4/0 79466LAD6 16531 12500000 PRN DFND 1 2 12500000 0 0 CROCS INC COM 227046109 4912 637191 SH DFND 1 637191 0 0 CROSS COUNTRY HEALTHCARE INC COM 227483104 3713 287651 SH DFND 1 287651 0 0 CROWN CASTLE INTL CORP COM 22822V101 332281 3323145 SH DFND 1 3307260 0 15885 CROWN HOLDINGS INC COM 228368106 62750 1052250 SH DFND 1 1052250 0 0 CRYOLIFE INC COM 228903100 4254 213247 SH DFND 1 213247 0 0 CRYOPORT INC COM PAR $0.001 229050307 285 58024 SH DFND 1 58024 0 0 CSG SYSTEMS INTL INC COM 126349109 18383 453011 SH DFND 1 453011 0 0 CSOD 1.5 07/01/18 NOTE 1.500% 7/0 21925YAB9 2509 2500000 PRN DFND 1 2 2500000 0 0 CSRA INC COM 12650T104 50404 1589459 SH DFND 1 1583155 0 6304 CSS INDUSTRIES INC COM 125906107 1693 64731 SH DFND 1 64731 0 0 CSW INDUSTRIALS INC COM 126402106 5247 135765 SH DFND 1 135765 0 0 CSX CORP COM 126408103 493672 9063866 SH DFND 1 8994220 0 69646 CTI BIOPHARMA CORP COM NEW 12648L601 376 113682 SH DFND 1 113682 0 0 CTO 4.5 03/15/20 NOTE 4.500% 3/1 210226AB2 6054 5850000 PRN DFND 1 2 5850000 0 0 CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 45547 848300 SH DFND 1 834400 0 13900 CTRP 1 1/4 10/15/2018 NOTE 1.250%10/1 22943FAD2 10598 7500000 PRN DFND 1 2 7500000 0 0 CTS CORP COM 126501105 5356 247969 SH DFND 1 247969 0 0 CU BANCORP COM 126534106 5220 144417 SH DFND 1 144417 0 0 CUBESMART COM 229663109 30 1279 SH DFND 1 2 1279 0 0 CUBESMART COM 229663109 40043 1665692 SH DFND 1 1665692 0 0 CUBIC CORP COM 229669106 9076 196030 SH DFND 1 196030 0 0 CUI GLOBAL INC COM NEW 126576206 468 121915 SH DFND 1 121915 0 0 CULLEN/FROST BANKERS INC COM 229899109 42716 454865 SH DFND 1 452941 0 1924 CULP INC COM 230215105 2393 73644 SH DFND 1 73644 0 0 CUMBERLAND PHARMACEUTICALS COM 230770109 343 48610 SH DFND 1 48610 0 0 CUMMINS INC COM 231021106 321324 1983449 SH DFND 1 1976263 0 7186 CUMULUS MEDIA INC-CL A CL A NEW 231082603 46 102337 SH DFND 1 102337 0 0 CURIS INC COM 231269101 1749 925676 SH DFND 1 925676 0 0 CURTISS-WRIGHT CORP COM 231561101 39555 430980 SH DFND 1 429489 0 1491 CUSTOMERS BANCORP INC COM 23204G100 7526 266148 SH DFND 1 266148 0 0 CUTERA INC COM 232109108 2648 102253 SH DFND 1 102253 0 0 CVB FINANCIAL CORP COM 126600105 19263 858811 SH DFND 1 858811 0 0 CVD EQUIPMENT CORP COM 126601103 447 40414 SH DFND 1 40414 0 0 CVR ENERGY INC COM 12662P108 2644 121527 SH DFND 1 120017 0 1510 CVR ENERGY INC COM 12662P108 476 21903 SH DFND 1 2 21903 0 0 CVS HEALTH CORP COM 126650100 1047 13025 SH DFND 1 2 13025 0 0 CVS HEALTH CORP COM 126650100 833236 10373290 SH DFND 1 10326499 0 46791 CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 1033 20692 SH DFND 1 20692 0 0 CYBEROPTICS CORP COM 232517102 1096 53112 SH DFND 1 53112 0 0 CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 82 21692 SH DFND 1 21692 0 0 CYMABAY THERAPEUTICS INC COM 23257D103 956 166121 SH DFND 1 166121 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 38451 2816978 SH DFND 1 2803436 0 13542 CYREN LTD SHS M26895108 39 19323 SH DFND 1 19323 0 0 CYRUSONE INC COM 23283R100 36727 658784 SH DFND 1 656155 0 2629 CYS INVESTMENTS INC COM 12673A108 10050 1195119 SH DFND 1 1182662 0 12457 CYTOKINETICS INC COM NEW 23282W605 5424 448276 SH DFND 1 448276 0 0 CYTOMX THERAPEUTICS INC COM 23284F105 3638 234763 SH DFND 1 234763 0 0 CYTORI THERAPEUTICS INC COM NEW 23283K204 188 171049 SH DFND 1 171049 0 0 CYTOSORBENTS CORP COM NEW 23283X206 546 127125 SH DFND 1 127125 0 0 CYTRX CORP COM PAR 232828509 490 782552 SH DFND 1 782552 0 0 DAILY JOURNAL CORP COM 233912104 1631 7909 SH DFND 1 7909 0 0 DAKTRONICS INC COM 234264109 3149 327032 SH DFND 1 327032 0 0 DANA INC COM 235825205 24693 1105830 SH DFND 1 1100962 0 4868 DANAHER CORP COM 235851102 502144 5960744 SH DFND 1 5933773 0 26971 DAQO NEW ENERGY CORP-ADR SPNSRD ADR NEW 23703Q203 209 10092 SH DFND 1 2 10092 0 0 DARDEN RESTAURANTS INC COM 237194105 23 259 SH DFND 1 2 259 0 0 DARDEN RESTAURANTS INC COM 237194105 145734 1613548 SH DFND 1 1606861 0 6687 DARLING INGREDIENTS INC COM 237266101 20620 1310047 SH DFND 1 1310047 0 0 DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 127 21270 SH DFND 1 21270 0 0 DASEKE INC COM 23753F107 1567 140864 SH DFND 1 140864 0 0 DASEKE INC COM 23753F107 1947 175000 SH DFND 1 2 175000 0 0 DATA I/O CORP COM 237690102 114 14398 SH DFND 1 14398 0 0 DATAWATCH CORP COM NEW 237917208 643 69222 SH DFND 1 69222 0 0 DAVE & BUSTER'S ENTERTAINMEN COM 238337109 21450 322522 SH DFND 1 322522 0 0 DAVIDSTEA INC COM 238661102 80 13680 SH DFND 1 13680 0 0 DAVITA INC COM 23918K108 101453 1569188 SH DFND 1 1562433 0 6755 DAWSON GEOPHYSICAL CO COM 239360100 435 111017 SH DFND 1 111017 0 0 DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 663 18585 SH DFND 1 18585 0 0 DCT INDUSTRIAL TRUST INC COM NEW 233153204 47418 887314 SH DFND 1 884219 0 3095 DDR CORP COM 23317H102 28364 3127285 SH DFND 1 3127285 0 0 DEAN FOODS CO COM NEW 242370203 18743 1102568 SH DFND 1 1099506 0 3062 DECKERS OUTDOOR CORP COM 243537107 16902 247621 SH DFND 1 246543 0 1078 DEERE & CO COM 244199105 363429 2945534 SH DFND 1 2931914 0 13620 DEL FRISCO'S RESTAURANT GROU COM 245077102 3176 197278 SH DFND 1 197278 0 0 DEL TACO RESTAURANTS INC COM 245496104 4054 294848 SH DFND 1 294848 0 0 DELCATH SYSTEMS INC COM PAR 24661P500 149 759089 SH DFND 1 759089 0 0 DELEK US HOLDINGS INC COMSTK 246647101 12036 455235 SH DFND 1 455235 0 0 DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 69613 1140031 SH DFND 1 1139633 0 398 DELPHI AUTOMOTIVE PLC SHS G27823106 265294 3031329 SH DFND 1 3019705 0 11624 DELTA AIR LINES INC COM NEW 247361702 366416 6828696 SH DFND 1 6793993 0 34703 DELTA APPAREL INC COM 247368103 957 43186 SH DFND 1 43186 0 0 DELTA NATURAL GAS CO INC COM 247748106 1123 36887 SH DFND 1 36887 0 0 DELTIC TIMBER CORP COM 247850100 6283 84157 SH DFND 1 84157 0 0 DELUXE CORP COM 248019101 158 2288 SH DFND 1 2 2288 0 0 DELUXE CORP COM 248019101 36796 531588 SH DFND 1 529940 0 1648 DENBURY RESOURCES INC COM NEW 247916208 4844 3166542 SH DFND 1 3166542 0 0 DENNY'S CORP COM 24869P104 7478 635372 SH DFND 1 635372 0 0 DENTSPLY SIRONA INC COM 24906P109 156495 2417431 SH DFND 1 2400724 0 16707 DEPOMED INC COM 249908104 5656 526685 SH DFND 1 526685 0 0 DERMIRA INC COM 24983L104 8932 306533 SH DFND 1 306533 0 0 DESCARTES SYSTEMS GRP/THE COM 249906108 1250 51387 SH DFND 1 51387 0 0 DESTINATION MATERNITY CORP COM 25065D100 246 76060 SH DFND 1 76060 0 0 DESTINATION XL GROUP INC COM 25065K104 575 245099 SH DFND 1 245099 0 0 DETERMINE INC COM 250660107 196 73768 SH DFND 1 73768 0 0 DEVON ENERGY CORP COM 25179M103 192024 6015404 SH DFND 1 5992039 0 23365 DEVON ENERGY CORP COM 25179M103 82 2580 SH DFND 1 2 2580 0 0 DEXCOM INC COM 252131107 56906 778221 SH DFND 1 778221 0 0 DEXTERA SURGICAL INC COM 252366109 9 30176 SH DFND 1 30176 0 0 DHI GROUP INC COM 23331S100 1624 570164 SH DFND 1 570164 0 0 DHI GROUP INC COM 23331S100 523 183733 SH DFND 1 2 183733 0 0 DHT 4.5 10/01/19 DEBT 4.500%10/0 23335SAB2 2453 2500000 PRN DFND 1 2 2500000 0 0 DHT HOLDINGS INC SHS NEW Y2065G121 584 140917 SH DFND 1 140917 0 0 DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 1522 12705 SH DFND 1 12705 0 0 DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6197 31081 SH DFND 1 31081 0 0 DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 43 217 SH DFND 1 2 217 0 0 DIAMOND OFFSHORE DRILLING COM 25271C102 5398 498517 SH DFND 1 496388 0 2129 DIAMONDBACK ENERGY INC COM 25278X109 73948 832941 SH DFND 1 832941 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 20892 1907970 SH DFND 1 1907970 0 0 DICERNA PHARMACEUTICALS INC COM 253031108 262 82690 SH DFND 1 82690 0 0 DICK'S SPORTING GOODS INC COM 253393102 36099 906616 SH DFND 1 903659 0 2957 DICK'S SPORTING GOODS INC COM 253393102 181 4561 SH DFND 1 2 4561 0 0 DIEBOLD NIXDORF INC COM 253651103 16568 591744 SH DFND 1 589000 0 2744 DIFFERENTIAL BRANDS GROUP IN COM 25374L108 53 26925 SH DFND 1 26925 0 0 DIGI INTERNATIONAL INC COM 253798102 187 18517 SH DFND 1 2 18517 0 0 DIGI INTERNATIONAL INC COM 253798102 2241 220854 SH DFND 1 220854 0 0 DIGIMARC CORP COM 25381B101 3666 91332 SH DFND 1 91332 0 0 DIGIMARC CORP COM 25381B101 16 415 SH DFND 1 2 415 0 0 DIGIRAD CORP COM 253827109 261 64454 SH DFND 1 64454 0 0 DIGITAL ALLY INC COM NEW 25382P208 70 22523 SH DFND 1 22523 0 0 DIGITAL REALTY TRUST INC COM 253868103 205046 1818053 SH DFND 1 1811121 0 6932 DIGITAL TURBINE INC COM NEW 25400W102 244 237122 SH DFND 1 237122 0 0 DIGITALGLOBE INC COM NEW 25389M877 16373 491708 SH DFND 1 491708 0 0 DIGITALGLOBE INC COM NEW 25389M877 832 25000 SH DFND 1 2 25000 0 0 DILLARDS INC-CL A CL A 254067101 10313 178766 SH DFND 1 178036 0 730 DILLARDS INC-CL A CL A 254067101 222 3856 SH DFND 1 2 3856 0 0 DIME COMMUNITY BANCSHARES COM 253922108 6653 339446 SH DFND 1 339446 0 0 DIMENSION THERAPEUTICS INC COM 25433V105 172 119291 SH DFND 1 119291 0 0 DINEEQUITY INC COM 254423106 7035 159714 SH DFND 1 159714 0 0 DIODES INC COM 254543101 8665 360594 SH DFND 1 360594 0 0 DIODES INC COM 254543101 54 2255 SH DFND 1 2 2255 0 0 DIPLOMAT PHARMACY INC COM 25456K101 5636 380873 SH DFND 1 380873 0 0 DISCOVER FINANCIAL SERVICES COM 254709108 260878 4201538 SH DFND 1 4185042 0 16496 DISCOVER FINANCIAL SERVICES COM 254709108 1195 19224 SH DFND 1 2 19224 0 0 DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 49392 1914512 SH DFND 1 1903309 0 11203 DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 189 7351 SH DFND 1 2 7351 0 0 DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 65802 2613934 SH DFND 1 2598168 0 15766 DISH NETWORK CORP-A CL A 25470M109 158 2519 SH DFND 1 2 2519 0 0 DISH NETWORK CORP-A CL A 25470M109 137573 2195872 SH DFND 1 2179293 0 16579 DIVERSICARE HEALTHCARE SERVI COM 255104101 129 13755 SH DFND 1 13755 0 0 DIVERSIFIED RESTAURANT HOLDI COM 25532M105 179 68936 SH DFND 1 68936 0 0 DIVIDEND AND INCOME FUND COM NEW 25538A204 2978 241154 SH DFND 1 2 241154 0 0 DIXIE GROUP INC CL A 255519100 288 64152 SH DFND 1 64152 0 0 DMC GLOBAL INC COM 23291C103 1430 109187 SH DFND 1 109187 0 0 DNB FINANCIAL CORP COM 233237106 317 9242 SH DFND 1 9242 0 0 DOCTOR REDDY'S LAB-ADR ADR 256135203 2034 48705 SH DFND 1 47452 0 1253 DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 19 25401 SH DFND 1 25401 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 24167 493617 SH DFND 1 493617 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 4 94 SH DFND 1 2 94 0 0 DOLLAR GENERAL CORP COM 256677105 204798 2845156 SH DFND 1 2834210 0 10946 DOLLAR TREE INC COM 256746108 187 2675 SH DFND 1 2 2675 0 0 DOLLAR TREE INC COM 256746108 167840 2404406 SH DFND 1 2387155 0 17251 DOMINION ENERGY INC COM 25746U109 453763 5932298 SH DFND 1 5904321 0 27977 DOMINO'S PIZZA INC COM 25754A201 78371 370683 SH DFND 1 369059 0 1624 DOMTAR CORP COM NEW 257559203 681 17727 SH DFND 1 2 17727 0 0 DOMTAR CORP COM NEW 257559203 20468 532769 SH DFND 1 529563 0 3206 DONALDSON CO INC COM 257651109 49235 1081141 SH DFND 1 1076692 0 4449 DONALDSON CO INC COM 257651109 598 13135 SH DFND 1 2 13135 0 0 DONEGAL GROUP INC-CL A CL A 257701201 2671 168048 SH DFND 1 168048 0 0 DONNELLEY FINANCIAL SOLUTION COM 25787G100 7509 327060 SH DFND 1 326008 0 1052 DORCHESTER MINERALS LP COM UNIT 25820R105 213 14797 SH DFND 1 14797 0 0 DORIAN LPG LTD SHS USD Y2106R110 289 35368 SH DFND 1 35368 0 0 DORMAN PRODUCTS INC COM 258278100 21587 260812 SH DFND 1 260812 0 0 DOUBLE EAGLE ACQUISITI-CW *W EXP 09/16/202 G28195116 97 202500 SH DFND 1 2 202500 0 0 DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 3458 325000 SH DFND 1 2 325000 0 0 DOUGLAS DYNAMICS INC COM 25960R105 5906 179544 SH DFND 1 177751 0 1793 DOUGLAS EMMETT INC COM 25960P109 52504 1374096 SH DFND 1 1369134 0 4962 DOUGLAS EMMETT INC COM 25960P109 17 465 SH DFND 1 2 465 0 0 DOVER CORP COM 260003108 55 693 SH DFND 1 2 693 0 0 DOVER CORP COM 260003108 122986 1535912 SH DFND 1 1528353 0 7559 DOVER DOWNS GAMING & ENTERTA COM 260095104 33 30139 SH DFND 1 30139 0 0 DOVER MOTORSPORTS INC COM 260174107 68 32679 SH DFND 1 32679 0 0 DOW CHEMICAL CO/THE COM 260543103 704934 11196538 SH DFND 1 11144548 0 51990 DR HORTON INC COM 23331A109 135678 3930493 SH DFND 1 3915664 0 14829 DR PEPPER SNAPPLE GROUP INC COM 26138E109 184331 2026268 SH DFND 1 2017508 0 8760 DRIL-QUIP INC COM 262037104 23577 483151 SH DFND 1 481874 0 1277 DRIVE SHACK INC COM 262077100 1522 483419 SH DFND 1 483419 0 0 DSP GROUP INC COM 23332B106 2498 215351 SH DFND 1 215351 0 0 DST SYSTEMS INC COM 233326107 32165 521325 SH DFND 1 519245 0 2080 DSW INC-CLASS A CL A 23334L102 16981 959428 SH DFND 1 959428 0 0 DTE ENERGY COMPANY COM 233331107 193216 1829401 SH DFND 1 1821318 0 8083 DU PONT (E.I.) DE NEMOURS COM 263534109 657598 8162448 SH DFND 1 8123304 0 39144 DUCOMMUN INC COM 264147109 2659 84216 SH DFND 1 84216 0 0 DUKE ENERGY CORP COM NEW 26441C204 36 438 SH DFND 1 2 438 0 0 DUKE ENERGY CORP COM NEW 26441C204 597893 7164595 SH DFND 1 7133765 0 30830 DUKE REALTY CORP COM NEW 264411505 95942 3433866 SH DFND 1 3421884 0 11982 DUKE REALTY CORP COM NEW 264411505 31 1143 SH DFND 1 2 1143 0 0 DULUTH HOLDINGS INC - CL B COM CL B 26443V101 1452 79754 SH DFND 1 79754 0 0 DUN & BRADSTREET CORP COM 26483E100 30925 285954 SH DFND 1 284656 0 1298 DUN & BRADSTREET CORP COM 26483E100 32 300 SH DFND 1 2 300 0 0 DUNKIN' BRANDS GROUP INC COM 265504100 41808 758503 SH DFND 1 755388 0 3115 DUPONT FABROS TECHNOLOGY COM 26613Q106 43123 705094 SH DFND 1 704838 0 256 DURECT CORPORATION COM 266605104 1611 1032807 SH DFND 1 1032807 0 0 DXC TECHNOLOGY CO COM 23355L106 212934 2780340 SH DFND 1 2767779 0 12561 DXP ENTERPRISES INC COM NEW 233377407 4365 126537 SH DFND 1 126537 0 0 DYCOM INDUSTRIES INC COM 267475101 21909 244741 SH DFND 1 243692 0 1049 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 4429 459011 SH DFND 1 459011 0 0 DYNEGY INC COM 26817R108 8252 997915 SH DFND 1 997915 0 0 DYNEGY INC COM 26817R108 327 39600 SH DFND 1 2 39600 0 0 DYNEX CAPITAL INC COM NEW 26817Q506 3114 438691 SH DFND 1 414764 0 23927 E TRADE FINANCIAL CORP COM NEW 269246401 116071 3056618 SH DFND 1 3043447 0 13171 EAGLE BANCORP INC COM 268948106 16713 264035 SH DFND 1 264035 0 0 EAGLE BULK SHIPPING INC SHS NEW Y2187A143 526 111235 SH DFND 1 111235 0 0 EAGLE MATERIALS INC COM 26969P108 33993 367816 SH DFND 1 366181 0 1635 EAGLE MATERIALS INC COM 26969P108 183 1985 SH DFND 1 2 1985 0 0 EAGLE PHARMACEUTICALS INC COM 269796108 7080 89755 SH DFND 1 89755 0 0 EARTHSTONE ENERGY INC - A CL A 27032D304 650 64998 SH DFND 1 64998 0 0 EAST WEST BANCORP INC COM 27579R104 38 665 SH DFND 1 2 665 0 0 EAST WEST BANCORP INC COM 27579R104 78181 1335095 SH DFND 1 1330215 0 4880 EASTERLY GOVERNMENT PROPERTI COM 27616P103 5523 263675 SH DFND 1 263675 0 0 EASTERN CO/THE COM 276317104 1170 38956 SH DFND 1 38956 0 0 EASTGROUP PROPERTIES INC COM 277276101 26235 313078 SH DFND 1 313078 0 0 EASTMAN CHEMICAL CO COM 277432100 144729 1725572 SH DFND 1 1719245 0 6327 EASTMAN CHEMICAL CO COM 277432100 587 7000 SH DFND 1 2 7000 0 0 EASTMAN KODAK CO COM NEW 277461406 2350 258296 SH DFND 1 258296 0 0 EATON CORP PLC SHS G29183103 355468 4574885 SH DFND 1 4553429 0 21456 EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 924 73621 SH DFND 1 2 73621 0 0 EATON VANCE CORP COM NON VTG 278265103 46735 988027 SH DFND 1 984159 0 3868 EATON VANCE NJ MUNICIPAL INC SH BEN INT 27826V106 504 41455 SH DFND 1 2 41455 0 0 EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 669 51378 SH DFND 1 2 51378 0 0 EBAY INC COM 278642103 28 815 SH DFND 1 2 815 0 0 EBAY INC COM 278642103 379394 10882014 SH DFND 1 10805039 0 76975 EBIX INC COM NEW 278715206 10465 194161 SH DFND 1 194161 0 0 ECHELON CORP COM NEW 27874N303 91 17536 SH DFND 1 17536 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 4799 241193 SH DFND 1 241193 0 0 ECHOSTAR CORP-A CL A 278768106 25336 417400 SH DFND 1 417400 0 0 ECLIPSE RESOURCES CORP COM 27890G100 2022 707293 SH DFND 1 707293 0 0 ECOLAB INC COM 278865100 310934 2346739 SH DFND 1 2335320 0 11419 ECO-STIM ENERGY SOLUTIONS IN COM 27888D101 57 45860 SH DFND 1 45860 0 0 ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 13877 13000000 PRN DFND 1 2 13000000 0 0 ECPG 3 11/27/17 NOTE 3.000%11/2 292554AD4 7478 5820000 PRN DFND 1 2 5820000 0 0 EDAP TMS SA -ADR SPONSORED ADR 268311107 34 10586 SH DFND 1 10586 0 0 EDGE THERAPEUTICS INC COM 279870109 1877 183008 SH DFND 1 183008 0 0 EDGEWATER TECHNOLOGY INC COM 280358102 256 37499 SH DFND 1 37499 0 0 EDGEWELL PERSONAL CARE CO COM 28035Q102 34721 456911 SH DFND 1 454977 0 1934 EDGEWELL PERSONAL CARE CO COM 28035Q102 760 10000 SH DFND 1 2 10000 0 0 EDISON INTERNATIONAL COM 281020107 252944 3240648 SH DFND 1 3226512 0 14136 EDITAS MEDICINE INC COM 28106W103 4783 285079 SH DFND 1 285079 0 0 EDUCATION REALTY TRUST INC COM NEW 28140H203 27203 702016 SH DFND 1 699539 0 2477 EDUCATIONAL DEVELOPMENT CORP COM 281479105 224 21194 SH DFND 1 21194 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 265372 2247916 SH DFND 1 2238813 0 9103 EGAIN CORP COM NEW 28225C806 122 72309 SH DFND 1 72309 0 0 EGALET CORP COM 28226B104 182 76800 SH DFND 1 76800 0 0 EHEALTH INC COM 28238P109 2549 135590 SH DFND 1 135590 0 0 EIGER BIOPHARMACEUTICALS INC COM 28249U105 182 23089 SH DFND 1 23089 0 0 EKSO BIONICS HOLDINGS INC COM NEW 282644202 220 95105 SH DFND 1 95105 0 0 EL PASO ELECTRIC CO COM NEW 283677854 17543 339341 SH DFND 1 339341 0 0 EL POLLO LOCO HOLDINGS INC COM 268603107 2690 194246 SH DFND 1 194246 0 0 ELBIT SYSTEMS LTD ORD M3760D101 3255 26305 SH DFND 1 26305 0 0 ELDORADO GOLD CORP COM 284902103 1 750 SH DFND 1 0 0 750 ELDORADO GOLD CORP COM 284902103 65 24707 SH DFND 1 2 24707 0 0 ELDORADO RESORTS INC COM 28470R102 7256 362822 SH DFND 1 362822 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 2616 317538 SH DFND 1 317538 0 0 ELECTROMED INC COM 285409108 102 18483 SH DFND 1 18483 0 0 ELECTRONIC ARTS INC COM 285512109 328542 3112914 SH DFND 1 3089819 0 23095 ELECTRONICS FOR IMAGING COM 286082102 18816 397134 SH DFND 1 397134 0 0 ELEVATE CREDIT INC COM 28621V101 805 101663 SH DFND 1 101663 0 0 ELEVEN BIOTHERAPEUTICS INC COM 286221106 88 56222 SH DFND 1 56222 0 0 ELF BEAUTY INC COM 26856L103 4370 160639 SH DFND 1 160639 0 0 ELI LILLY & CO COM 532457108 758932 9238065 SH DFND 1 9193561 0 44504 ELLIE MAE INC COM 28849P100 29561 268964 SH DFND 1 268964 0 0 ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 1019 69553 SH DFND 1 69553 0 0 ELLSWORTH GROWTH AND INCOME COM 289074106 140 15447 SH DFND 1 2 15447 0 0 EMAGIN CORPORATION COM NEW 29076N206 160 65621 SH DFND 1 65621 0 0 EMC INS GROUP INC COM 268664109 2320 83544 SH DFND 1 83544 0 0 EMCOR GROUP INC COM 29084Q100 35094 536770 SH DFND 1 534765 0 2005 EMCORE CORP COM NEW 290846203 2451 230207 SH DFND 1 230207 0 0 EMERALD EXPOSITIONS EVENTS I COM 29103B100 3736 170610 SH DFND 1 170610 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 10697 315459 SH DFND 1 315273 0 186 EMERSON ELECTRIC CO COM 291011104 370939 6232722 SH DFND 1 6201327 0 31395 EMERSON RADIO CORP COM NEW 291087203 67 48121 SH DFND 1 48121 0 0 EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 97 33957 SH DFND 1 33957 0 0 EMPIRE RESORTS INC COM PAR $0 01 292052305 994 41591 SH DFND 1 41591 0 0 EMPIRE STATE REALTY TRUST-A CL A 292104106 20685 995939 SH DFND 1 995939 0 0 EMPLOYERS HOLDINGS INC COM 292218104 11334 267947 SH DFND 1 267947 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 4908 136420 SH DFND 1 136420 0 0 ENBRIDGE ENERGY PARTNERS LP COM 29250R106 1310 81881 SH DFND 1 2 81881 0 0 ENBRIDGE INC COM 29250N105 33375 843841 SH DFND 1 840739 0 3102 ENCANA CORP COMSTK 292505104 4345 497416 SH DFND 1 497396 0 20 ENCORE CAPITAL GROUP INC COM 292554102 8173 203575 SH DFND 1 203575 0 0 ENCORE WIRE CORP COM 292562105 7539 176568 SH DFND 1 176568 0 0 ENDO INTERNATIONAL PLC SHS G30401106 21809 1952547 SH DFND 1 1945862 0 6685 ENDO INTERNATIONAL PLC SHS G30401106 78 6995 SH DFND 1 2 6995 0 0 ENDOCYTE INC COM 29269A102 313 208895 SH DFND 1 208895 0 0 ENDOLOGIX INC COM 29266S106 3332 685661 SH DFND 1 685661 0 0 ENDURANCE INTERNATIONAL GROU COM 29272B105 4971 595344 SH DFND 1 595344 0 0 ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 339 35968 SH DFND 1 33569 0 2399 ENERGEN CORP COM 29265N108 10 205 SH DFND 1 2 205 0 0 ENERGEN CORP COM 29265N108 38181 773378 SH DFND 1 770102 0 3276 ENERGIZER HOLDINGS INC COM 29272W109 22310 464601 SH DFND 1 462519 0 2082 ENERGOUS CORP COM 29272C103 2428 149358 SH DFND 1 149358 0 0 ENERGY FOCUS INC COM NEW 29268T300 114 43479 SH DFND 1 43479 0 0 ENERGY RECOVERY INC COM 29270J100 2355 284189 SH DFND 1 284189 0 0 ENERGY XXI GULF COAST INC COM 29276K101 4457 240015 SH DFND 1 240015 0 0 ENERNOC INC COM 292764107 1612 208117 SH DFND 1 208117 0 0 ENERSYS COM 29275Y102 30125 415809 SH DFND 1 414344 0 1465 ENERSYS COM 29275Y102 240 3322 SH DFND 1 2 3322 0 0 ENGILITY HOLDINGS INC COM 29286C107 4008 141141 SH DFND 1 141141 0 0 ENGLOBAL CORP COM 293306106 88 67699 SH DFND 1 67699 0 0 ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 835 27810 SH DFND 1 26243 0 1567 ENNIS INC COM 293389102 4602 240990 SH DFND 1 238227 0 2763 ENOVA INTERNATIONAL INC COM 29357K103 4685 315491 SH DFND 1 315491 0 0 ENOVA INTERNATIONAL INC COM 29357K103 204 13797 SH DFND 1 2 13797 0 0 ENPHASE ENERGY INC COM 29355A107 240 277732 SH DFND 1 277732 0 0 ENPRO INDUSTRIES INC COM 29355X107 11811 165497 SH DFND 1 165497 0 0 ENSCO PLC-CL A SHS CLASS A G3157S106 13330 2583429 SH DFND 1 2573181 0 10248 ENSERVCO CORP COM 29358Y102 24 77749 SH DFND 1 77749 0 0 ENSIGN GROUP INC/THE COM 29358P101 8961 411652 SH DFND 1 411652 0 0 ENSTAR GROUP LTD SHS G3075P101 19615 98745 SH DFND 1 98745 0 0 ENSYNC INC COM 29359T102 55 149026 SH DFND 1 149026 0 0 ENTEGRA FINANCIAL CORP COM 29363J108 2263 99502 SH DFND 1 99502 0 0 ENTEGRIS INC COM 29362U104 128 5847 SH DFND 1 2 5847 0 0 ENTEGRIS INC COM 29362U104 27977 1274617 SH DFND 1 1274617 0 0 ENTELLUS MEDICAL INC COM 29363K105 1703 102866 SH DFND 1 102866 0 0 ENTERCOM COMMUNICATIONS-CL A CL A 293639100 2181 210749 SH DFND 1 210749 0 0 ENTERGY CORP COM 29364G103 145571 1899212 SH DFND 1 1889794 0 9418 ENTERGY CORP COM 29364G103 25 335 SH DFND 1 2 335 0 0 ENTEROMEDICS INC COM PAR 29365M505 134 26825 SH DFND 1 26825 0 0 ENTERPRISE BANCORP INC COM 293668109 2670 75145 SH DFND 1 75145 0 0 ENTERPRISE FINANCIAL SERVICE COM 293712105 8074 197896 SH DFND 1 197896 0 0 ENTERPRISE PRODUCTS PARTNERS COM 293792107 233 8610 SH DFND 1 8610 0 0 ENTRAVISION COMMUNICATIONS-A CL A 29382R107 3424 518928 SH DFND 1 518928 0 0 ENVESTNET INC COM 29404K106 13452 339706 SH DFND 1 339706 0 0 ENVIROSTAR INC COM 29414M100 280 10371 SH DFND 1 10371 0 0 ENVISION HEALTHCARE CORP COM 29414D100 76864 1228410 SH DFND 1 1223314 0 5096 ENZO BIOCHEM INC COM 294100102 3569 323354 SH DFND 1 323354 0 0 ENZO BIOCHEM INC COM 294100102 109 9948 SH DFND 1 2 9948 0 0 ENZYMOTEC LTD SHS M4059L101 88 10987 SH DFND 1 10987 0 0 EOG RESOURCES INC COM 26875P101 488194 5403020 SH DFND 1 5377228 0 25792 EP ENERGY CORP-CL A CL A 268785102 1315 359552 SH DFND 1 359552 0 0 EPAM SYSTEMS INC COM 29414B104 30645 364432 SH DFND 1 364432 0 0 EPIZYME INC COM 29428V104 5338 353514 SH DFND 1 353514 0 0 EPLUS INC COM 294268107 8464 114225 SH DFND 1 114225 0 0 EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 18945 664027 PRN DFND 1 2 664027 0 0 EPR PROPERTIES COM SH BEN INT 26884U109 36562 508736 SH DFND 1 506568 0 2168 EQT CORP COM 26884L109 100599 1719849 SH DFND 1 1712329 0 7520 EQUIFAX INC COM 294429105 157572 1148656 SH DFND 1 1143440 0 5216 EQUINIX INC COM PAR $0.001 29444U700 320490 748114 SH DFND 1 744452 0 3662 EQUITY BANCSHARES INC - CL A COM CL A 29460X109 1688 55119 SH DFND 1 55119 0 0 EQUITY COMMONWEALTH COM SH BEN INT 294628102 38074 1204876 SH DFND 1 1204876 0 0 EQUITY LIFESTYLE PROPERTIES COM 29472R108 70877 820917 SH DFND 1 820917 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 269564 4100982 SH DFND 1 4085052 0 15930 ERA GROUP INC COM 26885G109 1374 145291 SH DFND 1 145291 0 0 ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 1675 233737 SH DFND 1 228984 0 4753 ERIE INDEMNITY COMPANY-CL A CL A 29530P102 24667 197232 SH DFND 1 196839 0 393 EROS INTERNATIONAL PLC SHS NEW G3788M114 574 50195 SH DFND 1 49916 0 279 ESCALADE INC COM 296056104 855 65285 SH DFND 1 65285 0 0 ESCO TECHNOLOGIES INC COM 296315104 12087 202638 SH DFND 1 202638 0 0 ESPERION THERAPEUTICS INC COM 29664W105 6565 141875 SH DFND 1 141875 0 0 ESSA BANCORP INC COM 29667D104 832 56576 SH DFND 1 56576 0 0 ESSENDANT INC COM 296689102 6881 464043 SH DFND 1 463408 0 635 ESSENDANT INC COM 296689102 191 12926 SH DFND 1 2 12926 0 0 ESSENT GROUP LTD COM G3198U102 30682 826141 SH DFND 1 826141 0 0 ESSEX PROPERTY TRUST INC COM 297178105 197831 770060 SH DFND 1 767214 0 2846 ESTEE LAUDER COMPANIES-CL A CL A 518439104 216351 2257944 SH DFND 1 2247931 0 10013 ESTERLINE TECHNOLOGIES CORP COM 297425100 22090 233027 SH DFND 1 232024 0 1003 ETHAN ALLEN INTERIORS INC COM 297602104 8388 259704 SH DFND 1 259704 0 0 ETSY INC COM 29786A106 12954 863619 SH DFND 1 863619 0 0 EURONET WORLDWIDE INC COM 298736109 36900 422347 SH DFND 1 422347 0 0 EV ENERGY PARTNERS LP COM UNITS 26926V107 12 19111 SH DFND 1 19111 0 0 EVANS BANCORP INC COM NEW 29911Q208 1141 28568 SH DFND 1 28568 0 0 EVERBRIDGE INC COM 29978A104 3681 151147 SH DFND 1 151147 0 0 EVERCORE PARTNERS INC-CL A CLASS A 29977A105 1231 17470 SH DFND 1 2 17470 0 0 EVERCORE PARTNERS INC-CL A CLASS A 29977A105 33443 474369 SH DFND 1 474369 0 0 EVEREST RE GROUP LTD COM G3223R108 128773 506481 SH DFND 1 504699 0 1782 EVERI HOLDINGS INC COM 30034T103 196 27031 SH DFND 1 2 27031 0 0 EVERI HOLDINGS INC COM 30034T103 3687 506504 SH DFND 1 506504 0 0 EVERSOURCE ENERGY COM 30040W108 204227 3369268 SH DFND 1 3355519 0 13749 EVERSPIN TECHNOLOGIES INC COM 30041T104 794 39772 SH DFND 1 39772 0 0 EVERTEC INC COM 30040P103 11693 675935 SH DFND 1 673233 0 2702 EVERTEC INC COM 30040P103 342 19798 SH DFND 1 2 19798 0 0 EVINE LIVE INC CL A 300487105 315 315721 SH DFND 1 315721 0 0 EVOKE PHARMA INC COM 30049G104 59 23048 SH DFND 1 23048 0 0 EVOLENT HEALTH INC - A CL A 30050B101 7947 313524 SH DFND 1 313524 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 7 942 SH DFND 1 2 942 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 2050 253144 SH DFND 1 253144 0 0 EVOLVING SYSTEMS INC COM NEW 30049R209 205 39807 SH DFND 1 39807 0 0 EW SCRIPPS CO/THE-A CL A NEW 811054402 8201 460521 SH DFND 1 460521 0 0 EXA CORP COM 300614500 1341 97174 SH DFND 1 97174 0 0 EXACT SCIENCES CORP COM 30063P105 37641 1064216 SH DFND 1 1064216 0 0 EXACTECH INC COM 30064E109 3691 123891 SH DFND 1 123891 0 0 EXCO RESOURCES INC COM NEW 269279501 183 69169 SH DFND 1 69169 0 0 EXELIXIS INC COM 30161Q104 90 3690 SH DFND 1 2 3690 0 0 EXELIXIS INC COM 30161Q104 51941 2108857 SH DFND 1 2108857 0 0 EXELON CORP COM 30161N101 347631 9653496 SH DFND 1 9612508 0 40988 EXFO INC SUB VTG SHS 302046107 38 8342 SH DFND 1 8342 0 0 EXFO INC SUB VTG SHS 302046107 13 2911 SH DFND 1 2 2911 0 0 EXLSERVICE HOLDINGS INC COM 302081104 16753 301422 SH DFND 1 301422 0 0 EXONE CO/THE COM 302104104 947 82794 SH DFND 1 82794 0 0 EXPEDIA INC COM NEW 30212P303 185043 1244364 SH DFND 1 1234864 0 9500 EXPEDITORS INTL WASH INC COM 302130109 119591 2120716 SH DFND 1 2112811 0 7905 EXPONENT INC COM 30214U102 13377 229456 SH DFND 1 229456 0 0 EXPRESS INC COM 30219E103 70 10514 SH DFND 1 2 10514 0 0 EXPRESS INC COM 30219E103 3987 590776 SH DFND 1 590776 0 0 EXPRESS SCRIPTS HOLDING CO COM 30219G108 1814 28422 SH DFND 1 2 28422 0 0 EXPRESS SCRIPTS HOLDING CO COM 30219G108 417200 6545222 SH DFND 1 6501941 0 43281 EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 29934 1546217 SH DFND 1 1546217 0 0 EXTERRAN CORP COM 30227H106 6816 255308 SH DFND 1 255308 0 0 EXTERRAN CORP COM 30227H106 12 485 SH DFND 1 2 485 0 0 EXTRA SPACE STORAGE INC COM 30225T102 110252 1415556 SH DFND 1 1410093 0 5463 EXTRACTION OIL & GAS INC COM 30227M105 7888 586486 SH DFND 1 586486 0 0 EXTREME NETWORKS INC COM 30226D106 9210 998961 SH DFND 1 998961 0 0 EXXON MOBIL CORP COM 30231G102 3412142 42337831 SH DFND 1 42146774 0 191057 EZCORP INC-CL A CL A NON VTG 302301106 3323 431610 SH DFND 1 431610 0 0 EZCORP INC-CL A CL A NON VTG 302301106 78 10220 SH DFND 1 2 10220 0 0 F5 NETWORKS INC COM 315616102 106919 842552 SH DFND 1 839745 0 2807 F5 NETWORKS INC COM 315616102 760 5989 SH DFND 1 2 5989 0 0 FABRINET SHS G3323L100 12442 291655 SH DFND 1 291655 0 0 FACEBOOK INC-A CL A 30303M102 3568941 23678698 SH DFND 1 23503234 0 175464 FACTSET RESEARCH SYSTEMS INC COM 303075105 49848 299968 SH DFND 1 298540 0 1428 FAIR ISAAC CORP COM 303250104 34405 246797 SH DFND 1 245753 0 1044 FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 61 15704 SH DFND 1 2 15704 0 0 FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 5021 1287533 SH DFND 1 1287533 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 3054 195146 SH DFND 1 195146 0 0 FALCONSTOR SOFTWARE INC COM 306137100 37 143545 SH DFND 1 143545 0 0 FAMOUS DAVE'S OF AMERICA COM 307068106 111 30474 SH DFND 1 30474 0 0 FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 167 19517 SH DFND 1 19517 0 0 FARMER BROS CO COM 307675108 2747 90827 SH DFND 1 90827 0 0 FARMERS & MERCHANTS BANCO/OH COM 30779N105 674 10881 SH DFND 1 10881 0 0 FARMERS CAPITAL BANK CORP COM 309562106 2513 65207 SH DFND 1 65207 0 0 FARMERS NATL BANC CORP COM 309627107 3417 235657 SH DFND 1 235657 0 0 FARMLAND PARTNERS INC COM 31154R109 2524 282411 SH DFND 1 282411 0 0 FARO TECHNOLOGIES INC COM 311642102 5372 142118 SH DFND 1 142118 0 0 FASTENAL CO COM 311900104 65 1501 SH DFND 1 2 1501 0 0 FASTENAL CO COM 311900104 142863 3287006 SH DFND 1 3265523 0 21483 FATE THERAPEUTICS INC COM 31189P102 573 177082 SH DFND 1 177082 0 0 FB FINANCIAL CORP COM 30257X104 2234 61735 SH DFND 1 61735 0 0 FBL FINANCIAL GROUP INC-CL A CL A 30239F106 4802 78092 SH DFND 1 77347 0 745 FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 15660 327959 SH DFND 1 327959 0 0 FEDERAL AGRIC MTG CORP-CL C CL C 313148306 4937 76310 SH DFND 1 76310 0 0 FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 106913 847095 SH DFND 1 843961 0 3134 FEDERAL SIGNAL CORP COM 313855108 7946 457745 SH DFND 1 457745 0 0 FEDERATED INVESTORS INC-CL B CL B 314211103 121 4285 SH DFND 1 2 4285 0 0 FEDERATED INVESTORS INC-CL B CL B 314211103 32682 1156897 SH DFND 1 1153333 0 3564 FEDERATED NATIONAL HOLDING C COM 31422T101 3634 227153 SH DFND 1 227153 0 0 FEDEX CORP COM 31428X106 500751 2308313 SH DFND 1 2297640 0 10673 FELCOR LODGING TRUST INC COM 31430F101 1081 150000 SH DFND 1 2 150000 0 0 FELCOR LODGING TRUST INC COM 31430F101 8738 1212015 SH DFND 1 1212015 0 0 FEMALE HEALTH COMPANY COM 314462102 95 91295 SH DFND 1 91295 0 0 FERRARI NV COM N3167Y103 803 9346 SH DFND 1 2 9346 0 0 FERRARI NV COM N3167Y103 72 841 SH DFND 1 552 0 289 FERRO CORP COM 315405100 12037 658164 SH DFND 1 658164 0 0 FERROGLOBE PLC SHS G33856108 1310 109696 SH DFND 1 109696 0 0 FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 699 65781 SH DFND 1 2 65781 0 0 FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 9 870 SH DFND 1 0 0 870 FIBROCELL SCIENCE INC COM PAR 315721308 235 58710 SH DFND 1 58710 0 0 FIBROGEN INC COM 31572Q808 17656 546632 SH DFND 1 546632 0 0 FIBROGEN INC COM 31572Q808 72 2245 SH DFND 1 2 2245 0 0 FIDELITY & GUARANTY LIFE COM 315785105 3384 108995 SH DFND 1 108995 0 0 FIDELITY NATIONAL INFO SERV COM 31620M106 279571 3279264 SH DFND 1 3264280 0 14984 FIDELITY SOUTHERN CORP COM 316394105 5977 261494 SH DFND 1 261494 0 0 FIESTA RESTAURANT GROUP COM 31660B101 4725 228829 SH DFND 1 228829 0 0 FIFTH STREET ASSET MANAGEMEN CL A COM 31679P109 216 44655 SH DFND 1 43070 0 1585 FIFTH STREET FINANCE CORP COM 31678A103 1025 211056 SH DFND 1 2 211056 0 0 FIFTH THIRD BANCORP COM 316773100 221811 8556906 SH DFND 1 8522653 0 34253 FIFTH THIRD BANCORP COM 316773100 31 1209 SH DFND 1 2 1209 0 0 FINANCIAL ENGINES INC COM 317485100 23347 637914 SH DFND 1 637914 0 0 FINANCIAL INSTITUTIONS INC COM 317585404 3566 119688 SH DFND 1 119688 0 0 FINISAR CORPORATION COM NEW 31787A507 28490 1096623 SH DFND 1 1096623 0 0 FINISH LINE/THE - CL A CL A 317923100 4677 330075 SH DFND 1 330075 0 0 FINJAN HOLDINGS INC COM NEW 31788H303 170 51830 SH DFND 1 51830 0 0 FIREEYE INC COM 31816Q101 21863 1437455 SH DFND 1 1437455 0 0 FIRST ACCEPTANCE CORP COM 318457108 32 28734 SH DFND 1 28734 0 0 FIRST AMERICAN FINANCIAL COM 31847R102 40314 902095 SH DFND 1 898383 0 3712 FIRST BANCORP INC/ME COM 31866P102 2196 81178 SH DFND 1 81178 0 0 FIRST BANCORP PUERTO RICO COM NEW 318672706 14363 2480706 SH DFND 1 2466900 0 13806 FIRST BANCORP/NC COM 318910106 6709 214639 SH DFND 1 214639 0 0 FIRST BANCSHARES INC/MS COM 318916103 1514 54877 SH DFND 1 54877 0 0 FIRST BANK/HAMILTON NJ COM 31931U102 655 56234 SH DFND 1 56234 0 0 FIRST BUSEY CORP COM NEW 319383204 11599 395620 SH DFND 1 395104 0 516 FIRST BUSEY CORP COMSTK 319383204 9930 338668 SH DFND 1 338668 0 0 FIRST BUSINESS FINANCIAL SER COM 319390100 1453 62990 SH DFND 1 62990 0 0 FIRST CAPITAL INC COM 31942S104 429 13686 SH DFND 1 13686 0 0 FIRST CITIZENS BCSHS -CL A CL A 31946M103 28775 77208 SH DFND 1 77208 0 0 FIRST CMNTY FINL PARTNERS COMSTK 31985Q106 1855 143827 SH DFND 1 143827 0 0 FIRST COMMONWEALTH FINL CORP COM 319829107 9556 753695 SH DFND 1 753695 0 0 FIRST COMMUNITY BANCSHARES COM 31983A103 3418 125006 SH DFND 1 125006 0 0 FIRST COMMUNITY CORP COM 319835104 1071 51014 SH DFND 1 51014 0 0 FIRST CONNECTICUT BANCORP COM 319850103 2844 110904 SH DFND 1 110904 0 0 FIRST DATA CORP- CLASS A COM CL A 32008D106 30418 1672903 SH DFND 1 1672903 0 0 FIRST DEFIANCE FINL CORP COM 32006W106 4371 82982 SH DFND 1 82982 0 0 FIRST FINANCIAL BANCORP COM 320209109 16355 590452 SH DFND 1 590452 0 0 FIRST FINANCIAL CORP/INDIANA COM 320218100 4948 104617 SH DFND 1 104617 0 0 FIRST FINANCIAL NORTHWEST COM 32022K102 983 60955 SH DFND 1 60955 0 0 FIRST FINL BANKSHARES INC COM 32020R109 25234 570905 SH DFND 1 570905 0 0 FIRST FOUNDATION INC COM 32026V104 3747 228089 SH DFND 1 228089 0 0 FIRST GUARANTY BANCSHARES IN COM 32043P106 363 13357 SH DFND 1 13357 0 0 FIRST HAWAIIAN INC COM 32051X108 15512 506615 SH DFND 1 506615 0 0 FIRST HORIZON NATIONAL CORP COM 320517105 32358 1857563 SH DFND 1 1849694 0 7869 FIRST HORIZON NATIONAL CORP COM 320517105 30 1775 SH DFND 1 2 1775 0 0 FIRST INDUSTRIAL REALTY TR COM 32054K103 31461 1099286 SH DFND 1 1095334 0 3952 FIRST INTERNET BANCORP COM 320557101 1325 47247 SH DFND 1 47247 0 0 FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 11166 300171 SH DFND 1 300171 0 0 FIRST MERCHANTS CORP COM 320817109 14651 365017 SH DFND 1 365017 0 0 FIRST MID-ILLINOIS BNCSHS COM 320866106 2435 71127 SH DFND 1 71127 0 0 FIRST MIDWEST BANCORP INC/IL COM 320867104 18641 799722 SH DFND 1 799722 0 0 FIRST NORTHWEST BANCORP COM 335834107 1220 77404 SH DFND 1 77404 0 0 FIRST OF LONG ISLAND CORP COM 320734106 5183 181250 SH DFND 1 181250 0 0 FIRST POTOMAC REALTY TRUST COM 33610F109 6112 550212 SH DFND 1 550212 0 0 FIRST REPUBLIC BANK/CA COM 33616C100 109998 1099395 SH DFND 1 1099395 0 0 FIRST SOLAR INC COM 336433107 28082 704186 SH DFND 1 701553 0 2633 FIRST SOUTH BANCORP INC /NC COM 33646W100 876 52971 SH DFND 1 52971 0 0 FIRST UNITED CORP COM 33741H107 296 19822 SH DFND 1 19822 0 0 FIRST US BANCSHARES INC COM 33744V103 133 11875 SH DFND 1 11875 0 0 FIRSTCASH INC COM 33767D105 22608 387795 SH DFND 1 387614 0 181 FIRSTENERGY CORP COM 337932107 155301 5333661 SH DFND 1 5314408 0 19253 FIRSTENERGY CORP COM 337932107 55 1911 SH DFND 1 2 1911 0 0 FIRSTSERVICE CORP SUB VTG SH 33767E103 1444 22518 SH DFND 1 22518 0 0 FIRSTSERVICE CORP SUB VTG SH 33767E103 309 4829 SH DFND 1 2 4829 0 0 FISERV INC COM 337738108 298905 2446793 SH DFND 1 2431314 0 15479 FITBIT INC - A CL A 33812L102 6898 1299132 SH DFND 1 1299132 0 0 FIVE BELOW COM 33829M101 23641 478868 SH DFND 1 478868 0 0 FIVE OAKS INVESTMENT CORP COM 33830W106 408 83765 SH DFND 1 83765 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 7292 242188 SH DFND 1 242188 0 0 FIVE STAR SENIOR LIVING INC COM 33832D106 433 288827 SH DFND 1 288827 0 0 FIVE9 INC COM 338307101 8340 387564 SH DFND 1 387564 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 5317 172533 SH DFND 1 172533 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 93771 650592 SH DFND 1 650592 0 0 FLEX LTD ORD Y2573F102 112 6915 SH DFND 1 2 6915 0 0 FLEX LTD ORD Y2573F102 6216 382846 SH DFND 1 382846 0 0 FLEX PHARMA INC COM 33938A105 230 59760 SH DFND 1 59760 0 0 FLEXION THERAPEUTICS INC COM 33938J106 4246 209994 SH DFND 1 209994 0 0 FLEXSTEEL INDS COM 339382103 95 1771 SH DFND 1 2 1771 0 0 FLEXSTEEL INDS COM 339382103 7837 144835 SH DFND 1 144835 0 0 FLIR SYSTEMS INC COM 302445101 429 12399 SH DFND 1 2 12399 0 0 FLIR SYSTEMS INC COM 302445101 52255 1509877 SH DFND 1 1503956 0 5921 FLOOR & DECOR HLDGS CL A 339750101 4556 116060 SH DFND 1 116060 0 0 FLOTEK INDUSTRIES INC COM 343389102 3903 436590 SH DFND 1 436590 0 0 FLOWERS FOODS INC COM 343498101 411 23781 SH DFND 1 2 23781 0 0 FLOWERS FOODS INC COM 343498101 25313 1462384 SH DFND 1 1455807 0 6577 FLOWSERVE CORP COM 34354P105 30 663 SH DFND 1 2 663 0 0 FLOWSERVE CORP COM 34354P105 63515 1370218 SH DFND 1 1364251 0 5967 FLUIDIGM CORP COM 34385P108 904 223884 SH DFND 1 223884 0 0 FLUIDIGM CORP COM 34385P108 76 18994 SH DFND 1 2 18994 0 0 FLUOR CORP COM 343412102 66984 1465470 SH DFND 1 1459405 0 6065 FLUOR CORP COM 343412102 354 7743 SH DFND 1 2 7743 0 0 FLUSHING FINANCIAL CORP COM 343873105 7047 249983 SH DFND 1 249983 0 0 FMC CORP COM NEW 302491303 94774 1299718 SH DFND 1 1293904 0 5814 FNB BANCORP COM 302515101 369 13463 SH DFND 1 13463 0 0 FNB CORP COM 302520101 36475 2575982 SH DFND 1 2560983 0 14999 FNB CORP COM 302520101 32 2284 SH DFND 1 2 2284 0 0 FNF GROUP FNF GROUP COM 31620R303 95043 2121170 SH DFND 1 2121170 0 0 FNFV GROUP FNFV GROUP COM 31620R402 8351 528574 SH DFND 1 528574 0 0 FOAMIX PHARMACEUTICALS LTD SHS M46135105 92 19970 SH DFND 1 19970 0 0 FOGO DE CHAO INC COM 344177100 1400 100730 SH DFND 1 100730 0 0 FONAR CORP COM NEW 344437405 1683 60662 SH DFND 1 60662 0 0 FONAR CORP COM NEW 344437405 307 11085 SH DFND 1 2 11085 0 0 FOOT LOCKER INC COM 344849104 86020 1747795 SH DFND 1 1741801 0 5994 FOOT LOCKER INC COM 344849104 247 5018 SH DFND 1 2 5018 0 0 FORD MOTOR CO COM PAR $0.01 345370860 431529 38629815 SH DFND 1 38437370 0 192445 FOREST CITY REALTY TRUST- A COM CL A 345605109 51115 2114841 SH DFND 1 2114841 0 0 FORESTAR GROUP INC COM 346233109 836 48800 SH DFND 1 2 48800 0 0 FORESTAR GROUP INC COM 346233109 5154 300572 SH DFND 1 300572 0 0 FORM HOLDINGS CORP COM 34634E102 184 112055 SH DFND 1 112055 0 0 FORMFACTOR INC COM 346375108 7623 614784 SH DFND 1 614784 0 0 FORRESTER RESEARCH INC COM 346563109 3799 97062 SH DFND 1 97062 0 0 FORTERRA INC COM 34960W106 1513 183928 SH DFND 1 183928 0 0 FORTINET INC COM 34959E109 46038 1230136 SH DFND 1 1225108 0 5028 FORTINET INC COM 34959E109 31 833 SH DFND 1 2 833 0 0 FORTIS INC COMSTK 349553107 7145 205064 SH DFND 1 203434 0 1630 FORTIVE CORP COM 34959J108 204084 3226766 SH DFND 1 3213449 0 13317 FORTRESS BIOTECH INC COM 34960Q109 1396 293964 SH DFND 1 293964 0 0 FORTUNE BRANDS HOME & SECURI COM 34964C106 101156 1553058 SH DFND 1 1546382 0 6676 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 18 1190 SH DFND 1 2 1190 0 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 8739 560199 SH DFND 1 560199 0 0 FORWARD AIR CORP COM 349853101 14182 266196 SH DFND 1 266196 0 0 FORWARD INDUSTRIES INC COM NEW 349862300 19 18823 SH DFND 1 18823 0 0 FOSSIL GROUP INC COM 34988V106 4121 398189 SH DFND 1 398189 0 0 FOSSIL GROUP INC COM 34988V106 498 48175 SH DFND 1 2 48175 0 0 FOSTER (LB) CO-A COM 350060109 1595 74404 SH DFND 1 74404 0 0 FOUNDATION BUILDING MATERIAL COM 350392106 1390 108160 SH DFND 1 108160 0 0 FOUNDATION MEDICINE INC COM 350465100 308 7767 SH DFND 1 2 7767 0 0 FOUNDATION MEDICINE INC COM 350465100 5314 133706 SH DFND 1 133706 0 0 FOUR CORNERS PROPERTY TRUST COM 35086T109 19236 766083 SH DFND 1 765354 0 729 FOX FACTORY HOLDING CORP COM 35138V102 10436 293148 SH DFND 1 293148 0 0 FRANCESCAS HOLDINGS CORP COM 351793104 4212 385012 SH DFND 1 385012 0 0 FRANCESCAS HOLDINGS CORP COM 351793104 289 26419 SH DFND 1 2 26419 0 0 FRANKLIN COVEY CO COM 353469109 1763 91366 SH DFND 1 91366 0 0 FRANKLIN ELECTRIC CO INC COM 353514102 14604 352764 SH DFND 1 352764 0 0 FRANKLIN FINANCIAL NETWORK COM 35352P104 4073 98748 SH DFND 1 98748 0 0 FRANKLIN RESOURCES INC COM 354613101 158349 3541321 SH DFND 1 3526465 0 14856 FRANKLIN STREET PROPERTIES C COM 35471R106 11346 1024015 SH DFND 1 1024015 0 0 FRANK'S INTERNATIONAL NV COM N33462107 3453 416561 SH DFND 1 415800 0 761 FRED'S INC-CLASS A CL A 356108100 2611 282986 SH DFND 1 282986 0 0 FREEPORT-MCMORAN INC CL B 35671D857 157 13075 SH DFND 1 2 13075 0 0 FREEPORT-MCMORAN INC CL B 35671D857 158738 13240158 SH DFND 1 13179873 0 60285 FREIGHTCAR AMERICA INC COM 357023100 1760 101236 SH DFND 1 101236 0 0 FREQUENCY ELECTRONICS INC COM 358010106 241 25327 SH DFND 1 25327 0 0 FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 335 6947 SH DFND 1 5987 0 960 FRESH DEL MONTE PRODUCE INC ORD G36738105 96 1903 SH DFND 1 2 1903 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 20429 401288 SH DFND 1 401288 0 0 FRESHPET INC COM 358039105 2957 178190 SH DFND 1 178190 0 0 FRIEDMAN INDUSTRIES COM 358435105 123 21701 SH DFND 1 21701 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 13037 11243438 SH DFND 1 11198337 0 45101 FRONTLINE LTD SHS NEW G3682E192 808 141107 SH DFND 1 141107 0 0 FRP HOLDINGS INC COM 30292L107 2116 45864 SH DFND 1 45864 0 0 FTD COS INC COM 30281V108 3045 152280 SH DFND 1 152280 0 0 FTI CONSULTING INC COM 302941109 11969 342372 SH DFND 1 340980 0 1392 FTI CONSULTING INC COM 302941109 71 2052 SH DFND 1 2 2052 0 0 FUEL TECH INC COM 359523107 106 126541 SH DFND 1 126541 0 0 FUELCELL ENERGY INC COM NEW 35952H502 357 288407 SH DFND 1 288407 0 0 FULL HOUSE RESORTS INC COM 359678109 59 24413 SH DFND 1 24413 0 0 FULTON FINANCIAL CORP COM 360271100 36216 1906126 SH DFND 1 1900242 0 5884 FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 69 48146 SH DFND 1 48146 0 0 FUTUREFUEL CORP COM 36116M106 6501 430874 SH DFND 1 430874 0 0 G1 THERAPEUTICS INC COM 3621LQ109 178 10220 SH DFND 1 10220 0 0 GABELLI GLOBAL SMALL & M COM 36249W104 457 37029 SH DFND 1 2 37029 0 0 GAIA INC CL A 36269P104 1208 107869 SH DFND 1 107869 0 0 GAIN CAPITAL HOLDINGS INC COM 36268W100 1369 219772 SH DFND 1 219772 0 0 GALAPAGOS NV-SPON ADR SPON ADR 36315X101 350 4578 SH DFND 1 4578 0 0 GALECTIN THERAPEUTICS INC COM NEW 363225202 480 195411 SH DFND 1 195411 0 0 GALENA BIOPHARMA INC COM NEW 363256504 30 51783 SH DFND 1 51783 0 0 GAMCO INVESTORS INC-A CL A COM 361438104 992 33534 SH DFND 1 33534 0 0 GAMESTOP CORP-CLASS A CL A 36467W109 24180 1118952 SH DFND 1 1114176 0 4776 GAMESTOP CORP-CLASS A CL A 36467W109 659 30505 SH DFND 1 2 30505 0 0 GAMING AND LEISURE PROPERTIE COM 36467J108 63311 1680699 SH DFND 1 1680699 0 0 GANNETT CO INC COM 36473H104 8095 928358 SH DFND 1 927704 0 654 GAP INC/THE COM 364760108 84195 3832456 SH DFND 1 3821251 0 11205 GAP INC/THE COM 364760108 57 2628 SH DFND 1 2 2628 0 0 GARDNER DENVER HOLDINGS INC COM 36555P107 9772 452234 SH DFND 1 452234 0 0 GARMIN LTD SHS H2906T109 66515 1305560 SH DFND 1 1299660 0 5900 GARTNER INC COM 366651107 114823 931196 SH DFND 1 927259 0 3937 GAS NATURAL INC COM 367204104 630 48909 SH DFND 1 48909 0 0 GASLOG LTD SHS G37585109 1153 75665 SH DFND 1 75665 0 0 GASTAR EXPLORATION LTD COM 36729W202 1242 1341416 SH DFND 1 1341416 0 0 GATX CORP COM 361448103 19957 310533 SH DFND 1 309206 0 1327 GATX CORP COM 361448103 19 307 SH DFND 1 2 307 0 0 GCP APPLIED TECHNOLOGIES COM 36164Y101 17241 565286 SH DFND 1 565286 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T131 578 61057 SH DFND 1 61057 0 0 GENCOR INDUSTRIES INC COM 368678108 920 56842 SH DFND 1 56842 0 0 GENER8 MARITIME INC COM Y26889108 3641 639928 SH DFND 1 639928 0 0 GENERAC HOLDINGS INC COM 368736104 18440 510387 SH DFND 1 510387 0 0 GENERAL AMERICAN INVESTORS COM 368802104 4603 134018 SH DFND 1 2 134018 0 0 GENERAL CABLE CORP COM 369300108 6458 395021 SH DFND 1 393663 0 1358 GENERAL COMMUNICATION INC-A CL A 369385109 8607 234932 SH DFND 1 234932 0 0 GENERAL DYNAMICS CORP COM 369550108 596568 3016149 SH DFND 1 3003845 0 12304 GENERAL ELECTRIC CO COM 369604103 2284291 84720254 SH DFND 1 84324301 0 395953 GENERAL ELECTRIC CO COM 369604103 30 1136 SH DFND 1 2 1136 0 0 GENERAL FINANCE CORP COM 369822101 69 13475 SH DFND 1 13475 0 0 GENERAL MILLS INC COM 370334104 110 1997 SH DFND 1 2 1997 0 0 GENERAL MILLS INC COM 370334104 329890 5964546 SH DFND 1 5937488 0 27058 GENERAL MOLY INC COM 370373102 97 263354 SH DFND 1 263354 0 0 GENERAL MOTORS CO COM 37045V100 480343 13774697 SH DFND 1 13713444 0 61253 GENESCO INC COM 371532102 5942 175298 SH DFND 1 175298 0 0 GENESCO INC COM 371532102 108 3201 SH DFND 1 2 3201 0 0 GENESEE & WYOMING INC-CL A CL A 371559105 33382 488124 SH DFND 1 486050 0 2074 GENESEE & WYOMING INC-CL A CL A 371559105 24 361 SH DFND 1 2 361 0 0 GENESIS HEALTHCARE INC CL A COM 37185X106 373 214493 SH DFND 1 214493 0 0 GENIE ENERGY LTD-B CL B 372284208 857 112513 SH DFND 1 112513 0 0 GENMARK DIAGNOSTICS INC COM 372309104 5319 449658 SH DFND 1 449658 0 0 GENOCEA BIOSCIENCES INC COM 372427104 1009 193347 SH DFND 1 193347 0 0 GENOMIC HEALTH INC COM 37244C101 6695 205713 SH DFND 1 205713 0 0 GENPACT LTD SHS G3922B107 29037 1043401 SH DFND 1 1043401 0 0 GENTEX CORP COM 371901109 31 1668 SH DFND 1 2 1668 0 0 GENTEX CORP COM 371901109 61857 3260811 SH DFND 1 3249478 0 11333 GENTHERM INC COM 37253A103 12207 314618 SH DFND 1 314538 0 80 GENUINE PARTS CO COM 372460105 32 350 SH DFND 1 2 350 0 0 GENUINE PARTS CO COM 372460105 148941 1608280 SH DFND 1 1601039 0 7241 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 14886 3948591 SH DFND 1 3928754 0 19837 GEO GROUP INC/THE COM 36162J106 31 1053 SH DFND 1 2 1053 0 0 GEO GROUP INC/THE COM 36162J106 29298 990828 SH DFND 1 986641 0 4187 GEOSPACE TECHNOLOGIES CORP COM 37364X109 1514 109474 SH DFND 1 109474 0 0 GERMAN AMERICAN BANCORP COM 373865104 6232 182824 SH DFND 1 182824 0 0 GERON CORP COM 374163103 3599 1299615 SH DFND 1 1299419 0 196 GETTY REALTY CORP COM 374297109 13 541 SH DFND 1 2 541 0 0 GETTY REALTY CORP COM 374297109 5875 234082 SH DFND 1 234082 0 0 GEVO INC COM PAR 374396307 24 35762 SH DFND 1 35762 0 0 GGP INC COM 36174X101 159106 6763093 SH DFND 1 6737821 0 25272 GIBRALTAR INDUSTRIES INC COM 374689107 9855 276461 SH DFND 1 276461 0 0 GIGAMON INC COM 37518B102 9758 247990 SH DFND 1 247990 0 0 GIGA-TRONICS INC COM 375175106 15 19463 SH DFND 1 19463 0 0 G-III APPAREL GROUP LTD COM 36237H101 9209 369121 SH DFND 1 369121 0 0 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 118 23036 SH DFND 1 23036 0 0 GILDAN ACTIVEWEAR INC COMSTK 375916103 4401 144325 SH DFND 1 143271 0 1054 GILEAD SCIENCES INC COM 375558103 1047 14803 SH DFND 1 2 14803 0 0 GILEAD SCIENCES INC COM 375558103 1065675 15078400 SH DFND 1 14978185 0 100215 GLACIER BANCORP INC COM 37637Q105 23691 647141 SH DFND 1 647141 0 0 GLADSTONE COMMERCIAL CORP COM 376536108 5300 243269 SH DFND 1 243269 0 0 GLADSTONE LAND CORP COM 376549101 936 80282 SH DFND 1 80282 0 0 GLASSBRIDGE ENTERPRISES INC COM 377185103 63 16103 SH DFND 1 16103 0 0 GLATFELTER COM 377316104 6759 345913 SH DFND 1 345913 0 0 GLAUKOS CORP COM 377322102 5231 126151 SH DFND 1 126151 0 0 GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 7283 168918 SH DFND 1 166942 0 1976 GLEN BURNIE BANCORP COM 377407101 197 18661 SH DFND 1 18661 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 27 1018 SH DFND 1 2 1018 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 7832 286377 SH DFND 1 286377 0 0 GLOBAL BRASS & COPPER HOLDIN COM 37953G103 8205 268600 SH DFND 1 268600 0 0 GLOBAL BROKERAGE INC CL A NEW 37891B109 65 32820 SH DFND 1 32820 0 0 GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 1576 442747 SH DFND 1 442747 0 0 GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 3046 78589 SH DFND 1 78589 0 0 GLOBAL MEDICAL REIT INC COM NEW 37954A204 285 31951 SH DFND 1 31951 0 0 GLOBAL NET LEASE INC COM NEW 379378201 9901 445201 SH DFND 1 445201 0 0 GLOBAL PAYMENTS INC COM 37940X102 131378 1457212 SH DFND 1 1450596 0 6616 GLOBAL SELF STORAGE INC COM 37955N106 371 74849 SH DFND 1 74849 0 0 GLOBAL SOURCES LTD ORD G39300101 2180 109045 SH DFND 1 109045 0 0 GLOBAL WATER RESOURCES INC COM 379463102 271 27409 SH DFND 1 27409 0 0 GLOBALSCAPE INC COM 37940G109 155 29423 SH DFND 1 29423 0 0 GLOBALSTAR INC COM 378973408 6031 2831592 SH DFND 1 2831592 0 0 GLOBUS MARITIME LIMITED SHS NEW Y27265308 15 12830 SH DFND 1 12830 0 0 GLOBUS MEDICAL INC - A CL A 379577208 23663 713831 SH DFND 1 711402 0 2429 GLOWPOINT INC COM NEW 379887201 98 340724 SH DFND 1 340724 0 0 GLU MOBILE INC COM 379890106 2237 895089 SH DFND 1 895089 0 0 GLYCOMIMETICS INC COM 38000Q102 1627 145802 SH DFND 1 145802 0 0 GMS INC COM 36251C103 7138 254046 SH DFND 1 254046 0 0 GNC HOLDINGS INC-CL A COM CL A 36191G107 45 5405 SH DFND 1 2 5405 0 0 GNC HOLDINGS INC-CL A COM CL A 36191G107 4506 534564 SH DFND 1 533691 0 873 GODADDY INC - CLASS A CL A 380237107 18118 427132 SH DFND 1 427132 0 0 GOGO INC COM 38046C109 6014 521634 SH DFND 1 521634 0 0 GOLAR LNG LTD SHS G9456A100 5824 261782 SH DFND 1 261479 0 303 GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 612 30531 SH DFND 1 30531 0 0 GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 288 14357 SH DFND 1 2 14357 0 0 GOLD RESOURCE CORP COM 38068T105 1887 462673 SH DFND 1 462673 0 0 GOLDEN ENTERTAINMENT INC COM 381013101 1633 78878 SH DFND 1 78878 0 0 GOLDEN MINERALS CO COM 381119106 132 236143 SH DFND 1 236143 0 0 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 554 82562 SH DFND 1 82562 0 0 GOLDFIELD CORP COM 381370105 785 142790 SH DFND 1 142790 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 184 833 SH DFND 1 2 833 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 835241 3770264 SH DFND 1 3754380 0 15884 GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 202 56983 SH DFND 1 56983 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 99109 2839182 SH DFND 1 2828256 0 10926 GOODYEAR TIRE & RUBBER CO COM 382550101 5 144 SH DFND 1 2 144 0 0 GOPRO INC-CLASS A CL A 38268T103 6990 859850 SH DFND 1 859850 0 0 GORES HOLDINGS II INC UNIT 99/99/9999 382867208 4176 400000 SH DFND 1 2 400000 0 0 GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 2910 1000000 SH DFND 1 2 1000000 0 0 GORMAN-RUPP CO COM 383082104 320 12594 SH DFND 1 2 12594 0 0 GORMAN-RUPP CO COM 383082104 3476 136501 SH DFND 1 136501 0 0 GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 10884 594465 SH DFND 1 594465 0 0 GP STRATEGIES CORP COM 36225V104 2971 112551 SH DFND 1 112551 0 0 GPRE 3.25 10/01/18 NOTE 3.250%10/0 393222AD6 2388 2000000 PRN DFND 1 2 2000000 0 0 GRACO INC COM 384109104 46448 425038 SH DFND 1 423169 0 1869 GRACO INC COM 384109104 116 1065 SH DFND 1 2 1065 0 0 GRAHAM CORP COM 384556106 1333 67818 SH DFND 1 67818 0 0 GRAHAM HOLDINGS CO-CLASS B COM 384637104 23247 38768 SH DFND 1 38611 0 157 GRAMERCY PROPERTY TRUST COM NEW 385002308 35174 1183914 SH DFND 1 1183914 0 0 GRAND CANYON EDUCATION INC COM 38526M106 39 500 SH DFND 1 2 500 0 0 GRAND CANYON EDUCATION INC COM 38526M106 31688 404143 SH DFND 1 404143 0 0 GRANITE CONSTRUCTION INC COM 387328107 15446 320198 SH DFND 1 318854 0 1344 GRAPHIC PACKAGING HOLDING CO COM 388689101 32276 2342252 SH DFND 1 2342252 0 0 GRAY TELEVISION INC COM 389375106 7281 531483 SH DFND 1 531483 0 0 GREAT AJAX CORP COM 38983D300 1477 105713 SH DFND 1 105713 0 0 GREAT AJAX CORP CONVPFD 38983D409 2459 145713 PRN DFND 1 145713 0 0 GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 120 35396 SH DFND 1 35396 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 1945 452373 SH DFND 1 452373 0 0 GREAT PLAINS ENERGY INC COM 391164100 50300 1717930 SH DFND 1 1710646 0 7284 GREAT SOUTHERN BANCORP INC COM 390905107 6725 125716 SH DFND 1 125716 0 0 GREAT WESTERN BANCORP INC COM 391416104 20969 513832 SH DFND 1 513832 0 0 GREEN BANCORP INC COM 39260X100 3888 200416 SH DFND 1 200416 0 0 GREEN BRICK PARTNERS INC COM 392709101 2595 226664 SH DFND 1 226664 0 0 GREEN DOT CORP-CLASS A CL A 39304D102 13992 363151 SH DFND 1 363151 0 0 GREEN DOT CORP-CLASS A CL A 39304D102 843 21902 SH DFND 1 2 21902 0 0 GREEN PLAINS INC COM 393222104 6294 306318 SH DFND 1 305897 0 421 GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 149 7983 SH DFND 1 7983 0 0 GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 66 3541 SH DFND 1 2 3541 0 0 GREENBRIER COMPANIES INC COM 393657101 16284 352093 SH DFND 1 351974 0 119 GREENE COUNTY BANCORP INC COM 394357107 238 8764 SH DFND 1 8764 0 0 GREENHILL & CO INC COM 395259104 4427 220253 SH DFND 1 219318 0 935 GREENHILL & CO INC COM 395259104 20 1013 SH DFND 1 2 1013 0 0 GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 5038 241061 SH DFND 1 241061 0 0 GREIF INC-CL A CL A 397624107 15552 278822 SH DFND 1 277752 0 1070 GREIF INC-CL B CL B 397624206 1061 17573 SH DFND 1 16819 0 754 GRIFFIN INDUSTRIAL REALTY IN COM 398231100 360 11476 SH DFND 1 11476 0 0 GRIFFON CORP COM 398433102 5507 250920 SH DFND 1 250920 0 0 GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2133 100966 SH DFND 1 99333 0 1633 GROUP 1 AUTOMOTIVE INC COM 398905109 10408 164381 SH DFND 1 164381 0 0 GROUPON INC COM 399473107 12855 3347905 SH DFND 1 3347905 0 0 GRUBHUB INC COM 400110102 29471 675946 SH DFND 1 675946 0 0 GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 125 2614 SH DFND 1 2 2614 0 0 GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 137 2853 SH DFND 1 2853 0 0 GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 1256 29466 SH DFND 1 29466 0 0 GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 928 21769 SH DFND 1 2 21769 0 0 GSE SYSTEMS INC COM 36227K106 98 33536 SH DFND 1 33536 0 0 GSI TECHNOLOGY INC COM 36241U106 921 117274 SH DFND 1 117274 0 0 GSVC 5.25 09/15/18 NOTE 5.250% 9/1 36191JAB7 2022 2059000 PRN DFND 1 2 2059000 0 0 GTT COMMUNICATIONS INC COM 362393100 6955 219765 SH DFND 1 219765 0 0 GTX INC COM NEW 40052B207 198 37486 SH DFND 1 37486 0 0 GUARANTY BANCORP COM NEW 40075T607 4600 169119 SH DFND 1 169119 0 0 GUARANTY BANCSHARES INC COM 400764106 373 11704 SH DFND 1 11704 0 0 GUESS INC COM 401617105 6265 490233 SH DFND 1 487957 0 2276 GUIDANCE SOFTWARE INC COM 401692108 1035 156637 SH DFND 1 156637 0 0 GUIDEWIRE SOFTWARE INC COM 40171V100 39986 581966 SH DFND 1 581966 0 0 GULF ISLAND FABRICATION INC COM 402307102 1063 91658 SH DFND 1 91658 0 0 GULF RESOURCES INC COM PAR $0.0005 40251W309 28 18051 SH DFND 1 18051 0 0 GULFPORT ENERGY CORP COM NEW 402635304 20558 1393806 SH DFND 1 1388432 0 5374 GW PHARMACEUTICALS -ADR ADS 36197T103 1536 15323 SH DFND 1 15323 0 0 H&E EQUIPMENT SERVICES INC COM 404030108 5546 271763 SH DFND 1 271763 0 0 H&R BLOCK INC COM 093671105 81265 2632478 SH DFND 1 2622825 0 9653 H.B. FULLER CO. COM 359694106 20462 400360 SH DFND 1 400360 0 0 HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 2687 170120 SH DFND 1 170120 0 0 HACKETT GROUP INC/THE COM 404609109 397 25648 SH DFND 1 2 25648 0 0 HACKETT GROUP INC/THE COM 404609109 4444 286772 SH DFND 1 286772 0 0 HAEMONETICS CORP/MASS COM 405024100 17971 455090 SH DFND 1 455090 0 0 HAIN CELESTIAL GROUP INC COM 405217100 34254 882397 SH DFND 1 878914 0 3483 HALCON RESOURCES CORP COM PAR NEW 40537Q605 1301 286581 SH DFND 1 286581 0 0 HALCON RESOURCES CORP-CW20 *W EXP 09/09/202 40537Q118 12 20000 SH DFND 1 2 20000 0 0 HALLADOR ENERGY CO COM 40609P105 1100 141680 SH DFND 1 141680 0 0 HALLADOR ENERGY CO COM 40609P105 354 45662 SH DFND 1 2 45662 0 0 HALLIBURTON CO COM 406216101 270 6326 SH DFND 1 2 6326 0 0 HALLIBURTON CO COM 406216101 347951 8161815 SH DFND 1 8122509 0 39306 HALLMARK FINL SERVICES INC COM NEW 40624Q203 1028 91295 SH DFND 1 91295 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 157 12279 SH DFND 1 2 12279 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 14659 1143520 SH DFND 1 1143520 0 0 HALYARD HEALTH INC COM 40650V100 16301 414999 SH DFND 1 413427 0 1572 HAMILTON LANE INC-CLASS A CL A 407497106 2888 131360 SH DFND 1 131360 0 0 HANCOCK HOLDING CO COM 410120109 38514 786009 SH DFND 1 782492 0 3517 HANCOCK HOLDING CO COM 410120109 31 645 SH DFND 1 2 645 0 0 HANDY & HARMAN LTD COM 410315105 1373 43748 SH DFND 1 43748 0 0 HANESBRANDS INC COM 410345102 80705 3490707 SH DFND 1 3473490 0 17217 HANMI FINANCIAL CORPORATION COM NEW 410495204 8304 291900 SH DFND 1 291900 0 0 HANNON ARMSTRONG SUSTAINABLE COM 41068X100 8636 377630 SH DFND 1 377630 0 0 HANOVER INSURANCE GROUP INC/ COM 410867105 30218 340952 SH DFND 1 339516 0 1436 HARBORONE BANCORP INC COM 41165F101 4634 232168 SH DFND 1 232168 0 0 HARDINGE INC COM 412324303 997 80274 SH DFND 1 80274 0 0 HARLEY-DAVIDSON INC COM 412822108 91172 1690626 SH DFND 1 1682531 0 8095 HARMONIC INC COM 413160102 3482 663305 SH DFND 1 663305 0 0 HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 173 104882 SH DFND 1 2 104882 0 0 HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 4 2513 SH DFND 1 0 0 2513 HARRIS CORP COM 413875105 131407 1206766 SH DFND 1 1201058 0 5708 HARSCO CORP COM 415864107 10258 637151 SH DFND 1 637151 0 0 HARTE-HANKS INC COM 416196103 260 253385 SH DFND 1 250886 0 2499 HARTFORD FINANCIAL SVCS GRP COM 416515104 191967 3657893 SH DFND 1 3641254 0 16639 HARVARD BIOSCIENCE INC COM 416906105 374 146791 SH DFND 1 146791 0 0 HASBRO INC COM 418056107 142405 1278922 SH DFND 1 1270086 0 8836 HAVERTY FURNITURE COM 419596101 3762 149904 SH DFND 1 149904 0 0 HAWAIIAN ELECTRIC INDS COM 419870100 29686 916808 SH DFND 1 913147 0 3661 HAWAIIAN HOLDINGS INC COM 419879101 840 17908 SH DFND 1 2 17908 0 0 HAWAIIAN HOLDINGS INC COM 419879101 37769 804457 SH DFND 1 804457 0 0 HAWAIIAN TELCOM HOLDCO INC COM 420031106 2061 82495 SH DFND 1 82495 0 0 HAWKINS INC COM 420261109 3950 85231 SH DFND 1 85231 0 0 HAWTHORN BANCSHARES INC COM 420476103 1031 49611 SH DFND 1 49611 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 3767 103759 SH DFND 1 103759 0 0 HC2 HOLDINGS INC COM 404139107 1584 269442 SH DFND 1 269442 0 0 HCA HEALTHCARE INC COM 40412C101 233611 2684019 SH DFND 1 2671602 0 12417 HCA HEALTHCARE INC COM 40412C101 158 1819 SH DFND 1 2 1819 0 0 HCI GROUP INC COM 40416E103 3011 64100 SH DFND 1 64020 0 80 HCP INC COM 40414L109 176340 5525761 SH DFND 1 5505033 0 20728 HD SUPPLY HOLDINGS INC COM 40416M105 1101 35967 SH DFND 1 2 35967 0 0 HD SUPPLY HOLDINGS INC COM 40416M105 50160 1638253 SH DFND 1 1638253 0 0 HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 2914 33511 SH DFND 1 32453 0 1058 HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 68 2931 SH DFND 1 2 2931 0 0 HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 1582 67326 SH DFND 1 67326 0 0 HEALTHCARE REALTY TRUST INC COM 421946104 38037 1113844 SH DFND 1 1109920 0 3924 HEALTHCARE SERVICES GROUP COM 421906108 29141 622288 SH DFND 1 622288 0 0 HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 47630 1531030 SH DFND 1 1531030 0 0 HEALTHEQUITY INC COM 42226A107 171 3433 SH DFND 1 2 3433 0 0 HEALTHEQUITY INC COM 42226A107 19440 390137 SH DFND 1 390137 0 0 HEALTHSOUTH CORP COM NEW 421924309 42143 870739 SH DFND 1 867020 0 3719 HEALTHSTREAM INC COM 42222N103 5974 226999 SH DFND 1 226999 0 0 HEARTLAND EXPRESS INC COM 422347104 9545 458467 SH DFND 1 458467 0 0 HEARTLAND FINANCIAL USA INC COM 42234Q102 9453 200717 SH DFND 1 200717 0 0 HEAT BIOLOGICS INC COM 42237K102 48 79837 SH DFND 1 79837 0 0 HECLA MINING CO COM 422704106 15914 3120429 SH DFND 1 3120429 0 0 HECLA MINING CO COM 422704106 73 14358 SH DFND 1 2 14358 0 0 HEICO CORP COM 422806109 15020 209082 SH DFND 1 209082 0 0 HEICO CORP-CLASS A CL A 422806208 21239 342289 SH DFND 1 342289 0 0 HEIDRICK & STRUGGLES INTL COM 422819102 3339 153554 SH DFND 1 153164 0 390 HELEN OF TROY LTD COM G4388N106 242 2577 SH DFND 1 2 2577 0 0 HELEN OF TROY LTD COM G4388N106 21980 233591 SH DFND 1 232679 0 912 HELIX ENERGY SOLUTIONS GROUP COM 42330P107 6230 1104615 SH DFND 1 1104615 0 0 HELMERICH & PAYNE COM 423452101 157 2905 SH DFND 1 2 2905 0 0 HELMERICH & PAYNE COM 423452101 62425 1150581 SH DFND 1 1145154 0 5427 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 1272 107369 SH DFND 1 107369 0 0 HEMISPHERX BIOPHARMA INC COM NEW 42366C301 37 74832 SH DFND 1 74832 0 0 HENNESSY ADVISORS INC COM 425885100 159 10487 SH DFND 1 10487 0 0 HENRY SCHEIN INC COM 806407102 164346 899314 SH DFND 1 893532 0 5782 HERBALIFE LTD COM USD SHS G4412G101 38358 537764 SH DFND 1 537764 0 0 HERC HOLDINGS INC COM 42704L104 7595 193176 SH DFND 1 193176 0 0 HERITAGE COMMERCE CORP COM 426927109 4697 340899 SH DFND 1 340899 0 0 HERITAGE FINANCIAL CORP COM 42722X106 6779 255849 SH DFND 1 255849 0 0 HERITAGE INSURANCE HOLDINGS COM 42727J102 4005 307656 SH DFND 1 307656 0 0 HERITAGE-CRYSTAL CLEAN INC COM 42726M106 1779 111941 SH DFND 1 111941 0 0 HERMAN MILLER INC COM 600544100 22159 728931 SH DFND 1 726915 0 2016 HERON THERAPEUTICS INC COM 427746102 5354 386626 SH DFND 1 386626 0 0 HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 7908 427268 SH DFND 1 427268 0 0 HERSHEY CO/THE COM 427866108 159178 1484855 SH DFND 1 1478481 0 6374 HERTZ GLOBAL HOLDINGS INC COM 42806J106 6134 533460 SH DFND 1 533460 0 0 HESKA CORP COM RESTRC NEW 42805E306 5796 56790 SH DFND 1 56790 0 0 HESS CORP COM 42809H107 1316 30000 SH DFND 1 2 30000 0 0 HESS CORP COM 42809H107 118084 2696297 SH DFND 1 2684572 0 11725 HEWLETT PACKARD ENTERPRIS COM 42824C109 25 1515 SH DFND 1 2 1515 0 0 HEWLETT PACKARD ENTERPRIS COM 42824C109 259749 15685471 SH DFND 1 15610010 0 75461 HEXCEL CORP COM 428291108 37593 712128 SH DFND 1 712128 0 0 HFF INC-CLASS A CL A 40418F108 200 5777 SH DFND 1 2 5777 0 0 HFF INC-CLASS A CL A 40418F108 9807 282081 SH DFND 1 282081 0 0 HIBBETT SPORTS INC COM 428567101 4545 219063 SH DFND 1 219063 0 0 HIBBETT SPORTS INC COM 428567101 741 35739 SH DFND 1 2 35739 0 0 HIGHPOWER INTERNATIONAL INC COM 43113X101 37 10264 SH DFND 1 10264 0 0 HIGHWOODS PROPERTIES INC COM 431284108 49058 967434 SH DFND 1 963999 0 3435 HILL INTERNATIONAL INC COM 431466101 1310 252005 SH DFND 1 252005 0 0 HILLENBRAND INC COM 431571108 14 401 SH DFND 1 2 401 0 0 HILLENBRAND INC COM 431571108 18244 505382 SH DFND 1 505382 0 0 HILL-ROM HOLDINGS INC COM 431475102 38848 487982 SH DFND 1 485753 0 2229 HILLTOP HOLDINGS INC COM 432748101 17617 672168 SH DFND 1 672168 0 0 HILTON GRAND VACATIONS INC COM 43283X105 17304 479867 SH DFND 1 479867 0 0 HILTON WORLDWIDE HOLDINGS IN COM 43300A203 122558 1984998 SH DFND 1 1976108 0 8890 HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 561 68457 SH DFND 1 68457 0 0 HINGHAM INSTITUTION FOR SVGS COM 433323102 3037 16695 SH DFND 1 16695 0 0 HLIT 4 12/01/20 NOTE 4.000%12/0 413160AB8 4557 4000000 PRN DFND 1 2 4000000 0 0 HMS HOLDINGS CORP COM 40425J101 17117 925271 SH DFND 1 925271 0 0 HNI CORP COM 404251100 15045 377353 SH DFND 1 375113 0 2240 HNI CORP COM 404251100 165 4143 SH DFND 1 2 4143 0 0 HOLLYFRONTIER CORP COM 436106108 38988 1419811 SH DFND 1 1413006 0 6805 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 752 45309 SH DFND 1 45309 0 0 HOLOGIC INC COM 436440101 141114 3114241 SH DFND 1 3093833 0 20408 HOME BANCORP INC COM 43689E107 1452 34158 SH DFND 1 34158 0 0 HOME BANCSHARES INC COM 436893200 28755 1154826 SH DFND 1 1150577 0 4249 HOME DEPOT INC COM 437076102 1728622 11289145 SH DFND 1 11234477 0 54668 HOMESTREET INC COM 43785V102 6863 247989 SH DFND 1 247989 0 0 HOMETRUST BANCSHARES INC COM 437872104 3857 158087 SH DFND 1 158087 0 0 HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 705 25746 SH DFND 1 23043 0 2703 HONEYWELL INTERNATIONAL INC COM 438516106 1057155 7944093 SH DFND 1 7911016 0 33077 HOOKER FURNITURE CORP COM 439038100 3957 96169 SH DFND 1 96169 0 0 HOPE BANCORP INC COM 43940T109 20400 1093844 SH DFND 1 1093844 0 0 HOPFED BANCORP INC COM 439734104 371 25263 SH DFND 1 25263 0 0 HORACE MANN EDUCATORS COM 440327104 12093 319925 SH DFND 1 319925 0 0 HORIZON BANCORP INDIANA COM 440407104 4493 170513 SH DFND 1 170513 0 0 HORIZON GLOBAL CORP COM 44052W104 2458 171213 SH DFND 1 171213 0 0 HORIZON PHARMA PLC SHS G4617B105 16889 1422845 SH DFND 1 1422845 0 0 HORMEL FOODS CORP COM 440452100 103106 3027382 SH DFND 1 3014878 0 12504 HORNBECK OFFSHORE SERVICES COM 440543106 538 190128 SH DFND 1 190128 0 0 HORTONWORKS INC COM 440894103 5041 391457 SH DFND 1 391457 0 0 HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 54589 1872715 SH DFND 1 1865860 0 6855 HOST HOTELS & RESORTS INC COM 44107P104 177912 9751087 SH DFND 1 9715677 0 35410 HOSTESS BRANDS INC CL A 44109J106 11776 731451 SH DFND 1 731451 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 11147 906277 SH DFND 1 906277 0 0 HOULIHAN LOKEY INC CL A 441593100 501 14362 SH DFND 1 2 14362 0 0 HOULIHAN LOKEY INC CL A 441593100 8281 237293 SH DFND 1 237293 0 0 HOUSTON AMERICAN ENERGY CORP COM 44183U100 101 135281 SH DFND 1 135281 0 0 HOUSTON WIRE & CABLE CO COM 44244K109 482 91860 SH DFND 1 91860 0 0 HOVNANIAN ENTERPRISES-A CL A 442487203 2553 911852 SH DFND 1 911852 0 0 HOVNANIAN ENTERPRISES-A CL A 442487203 92 33212 SH DFND 1 2 33212 0 0 HOWARD BANCORP INC COM 442496105 911 47349 SH DFND 1 47349 0 0 HOWARD HUGHES CORP/THE COM 44267D107 35343 287721 SH DFND 1 287721 0 0 HP INC COM 40434L105 155 8918 SH DFND 1 2 8918 0 0 HP INC COM 40434L105 311003 17820880 SH DFND 1 17738251 0 82629 HRG GROUP INC COM 40434J100 125 7061 SH DFND 1 2 7061 0 0 HRG GROUP INC COM 40434J100 18759 1059243 SH DFND 1 1059243 0 0 HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 10023 216077 SH DFND 1 213306 0 2771 HSN INC COM 404303109 10544 330552 SH DFND 1 329089 0 1463 HSN INC COM 404303109 9 311 SH DFND 1 2 311 0 0 HTG MOLECULAR DIAGNOSTICS COM 40434H104 52 19859 SH DFND 1 19859 0 0 HUB GROUP INC-CL A CL A 443320106 10769 280811 SH DFND 1 280811 0 0 HUBBELL INC COM 443510607 114 1013 SH DFND 1 2 1013 0 0 HUBBELL INC COM 443510607 46485 410762 SH DFND 1 409039 0 1723 HUBSPOT INC COM 443573100 16419 249724 SH DFND 1 249724 0 0 HUDBAY MINERALS INC COMSTK 443628102 28 4860 SH DFND 1 4860 0 0 HUDBAY MINERALS INC COMSTK 443628102 281 48700 SH DFND 1 2 48700 0 0 HUDSON GLOBAL INC COM 443787106 121 90899 SH DFND 1 90899 0 0 HUDSON PACIFIC PROPERTIES IN COM 444097109 51174 1496769 SH DFND 1 1496769 0 0 HUDSON TECHNOLOGIES INC COM 444144109 2654 314180 SH DFND 1 314180 0 0 HUMANA INC COM 444859102 324 1349 SH DFND 1 2 1349 0 0 HUMANA INC COM 444859102 347863 1448178 SH DFND 1 1441616 0 6562 HUNT (JB) TRANSPRT SVCS INC COM 445658107 89884 985047 SH DFND 1 978081 0 6966 HUNTER MARITIME ACQ WARRANT 11.5 10/11/21 *W EXP 99/99/999 Y37828129 14 49850 SH DFND 1 2 49850 0 0 HUNTER MARITIME ACQUISITION CL A Y37828111 975 99700 SH DFND 1 2 99700 0 0 HUNTINGTON BANCSHARES INC COM 446150104 161998 12001099 SH DFND 1 11953530 0 47569 HUNTINGTON INGALLS INDUSTRIE COM 446413106 29 161 SH DFND 1 2 161 0 0 HUNTINGTON INGALLS INDUSTRIE COM 446413106 92703 498123 SH DFND 1 496568 0 1555 HUNTSMAN CORP COM 447011107 40642 1572855 SH DFND 1 1572855 0 0 HUNTSMAN CORP COM 447011107 859 33280 SH DFND 1 2 33280 0 0 HURCO COMPANIES INC COM 447324104 2455 70655 SH DFND 1 70655 0 0 HURON CONSULTING GROUP INC COM 447462102 8340 193072 SH DFND 1 193072 0 0 HUTTIG BUILDING PRODUCTS INC COM 448451104 995 142054 SH DFND 1 142054 0 0 HYATT HOTELS CORP - CL A COM CL A 448579102 17242 306748 SH DFND 1 306748 0 0 HYSTER-YALE MATERIALS CL A 449172105 5442 77474 SH DFND 1 77474 0 0 IAC/INTERACTIVECORP COM 44919P508 61181 592610 SH DFND 1 592460 0 150 IBERIABANK CORP COM 450828108 41515 509388 SH DFND 1 509388 0 0 IBIO INC COM 451033104 132 342667 SH DFND 1 342667 0 0 ICAD INC COM NEW 44934S206 306 73148 SH DFND 1 73148 0 0 ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 5280 102208 SH DFND 1 102208 0 0 ICF INTERNATIONAL INC COM 44925C103 8698 184692 SH DFND 1 184692 0 0 ICHOR HOLDINGS LTD SHS G4740B105 1968 97652 SH DFND 1 97652 0 0 ICICI BANK LTD-SPON ADR ADR 45104G104 648 72267 SH DFND 1 69565 0 2702 ICON PLC SHS G4705A100 3138 32097 SH DFND 1 32097 0 0 ICONIX BRAND GROUP INC COM 451055107 3460 500829 SH DFND 1 500829 0 0 ICU MEDICAL INC COM 44930G107 22399 129851 SH DFND 1 129851 0 0 ID SYSTEMS INC COM 449489103 328 53519 SH DFND 1 53519 0 0 IDACORP INC COM 451107106 35414 414935 SH DFND 1 413232 0 1703 IDEAL POWER INC COM 451622104 124 59328 SH DFND 1 59328 0 0 IDENTIV INC COM NEW 45170X205 294 56100 SH DFND 1 56100 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 1691 983244 SH DFND 1 983244 0 0 IDEX CORP COM 45167R104 68864 609607 SH DFND 1 607027 0 2580 IDEXX LABORATORIES INC COM 45168D104 147303 914043 SH DFND 1 907620 0 6423 IDEXX LABORATORIES INC COM 45168D104 32 199 SH DFND 1 2 199 0 0 IDT CORP-CLASS B CL B NEW 448947507 4607 320620 SH DFND 1 320620 0 0 IEC ELECTRONICS CORP COM 44949L105 65 18187 SH DFND 1 18187 0 0 IES HOLDINGS INC COM 44951W106 1413 77877 SH DFND 1 77877 0 0 IGNYTA INC COM 451731103 3935 380289 SH DFND 1 380289 0 0 IHS MARKIT LTD SHS G47567105 150073 3413399 SH DFND 1 3399629 0 13770 II-VI INC COM 902104108 16590 483687 SH DFND 1 483687 0 0 IKANG HEALTHCARE GROUP-ADR SPONSORED ADR 45174L108 425 34703 SH DFND 1 34703 0 0 ILG INC COM 44967H101 25675 933980 SH DFND 1 933870 0 110 ILLINOIS TOOL WORKS COM 452308109 457027 3195707 SH DFND 1 3181217 0 14490 ILLUMINA INC COM 452327109 256934 1483220 SH DFND 1 1472374 0 10846 ILLUMINA INC COM 452327109 31 180 SH DFND 1 2 180 0 0 IMAX CORP COM 45245E109 22 1042 SH DFND 1 2 1042 0 0 IMAX CORP COM 45245E109 2343 106544 SH DFND 1 106544 0 0 IMGN 4.5 07/01/21 NOTE 4.500% 7/0 45253HAB7 914 500000 PRN DFND 1 2 500000 0 0 IMMERSION CORPORATION COM 452521107 2349 258786 SH DFND 1 258786 0 0 IMMUNE DESIGN CORP COM 45252L103 1079 110734 SH DFND 1 110060 0 674 IMMUNE PHARMACEUTICALS INC COM NEW 45254C200 69 22355 SH DFND 1 22355 0 0 IMMUNOCELLULAR THERAPEUTICS COM NEW 452536204 9 10995 SH DFND 1 10995 0 0 IMMUNOGEN INC COM 45253H101 5070 713190 SH DFND 1 713190 0 0 IMMUNOMEDICS INC COM 452907108 7655 867013 SH DFND 1 867013 0 0 IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 1612 106565 SH DFND 1 106565 0 0 IMPAX LABORATORIES INC COM 45256B101 10451 649144 SH DFND 1 649144 0 0 IMPERIAL OIL LTD COMSTK 453038408 4379 151595 SH DFND 1 151270 0 325 IMPERIAL OIL LTD COMSTK 453038408 175 6000 SH DFND 1 2 6000 0 0 IMPERVA INC COM 45321L100 12345 258013 SH DFND 1 258013 0 0 IMPINJ INC COM 453204109 4797 98615 SH DFND 1 98615 0 0 IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 220 68853 SH DFND 1 68853 0 0 INC RESEARCH HOLDINGS INC-A CL A 45329R109 29385 502315 SH DFND 1 500494 0 1821 INC RESEARCH HOLDINGS INC-A CL A 45329R109 147 2515 SH DFND 1 2 2515 0 0 INCYTE CORP COM 45337C102 42 339 SH DFND 1 2 339 0 0 INCYTE CORP COM 45337C102 224379 1784975 SH DFND 1 1771306 0 13669 INDEPENDENCE CONTRACT DRILLI COM 453415309 883 227219 SH DFND 1 227219 0 0 INDEPENDENCE HOLDING CO COM NEW 453440307 2532 123844 SH DFND 1 123844 0 0 INDEPENDENCE REALTY TRUST IN COM 45378A106 5676 575114 SH DFND 1 575114 0 0 INDEPENDENT BANK CORP - MICH COM NEW 453838609 3784 174013 SH DFND 1 174013 0 0 INDEPENDENT BANK CORP/MA COM 453836108 15404 231121 SH DFND 1 231121 0 0 INDEPENDENT BANK GROUP INC COM 45384B106 7504 126127 SH DFND 1 126127 0 0 INDUSTRIAL SVCS OF AMERICA COM 456314103 22 15157 SH DFND 1 15157 0 0 INFINERA CORP COM 45667G103 13441 1259773 SH DFND 1 1259773 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 421 268198 SH DFND 1 267872 0 326 INFINITY PROPERTY & CASUALTY COM 45665Q103 8522 90663 SH DFND 1 90663 0 0 INFORMATION SERVICES GROUP COM 45675Y104 838 203926 SH DFND 1 203926 0 0 INFOSONICS CORP COM 456784107 19 41938 SH DFND 1 41938 0 0 INFOSYS LTD-SP ADR SPONSORED ADR 456788108 6309 422847 SH DFND 1 420123 0 2724 INFRAREIT INC COM 45685L100 829 43312 SH DFND 1 2 43312 0 0 INFRAREIT INC COM 45685L100 9723 507769 SH DFND 1 507769 0 0 INFUSYSTEM HOLDINGS INC COM 45685K102 83 46642 SH DFND 1 46642 0 0 ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 490 28215 SH DFND 1 25187 0 3028 INGERSOLL-RAND PLC SHS G47791101 250875 2749568 SH DFND 1 2737891 0 11677 INGEVITY CORP COM 45688C107 19115 333019 SH DFND 1 332954 0 65 INGLES MARKETS INC-CLASS A CL A 457030104 5889 176847 SH DFND 1 176847 0 0 INGLES MARKETS INC-CLASS A CL A 457030104 39 1182 SH DFND 1 2 1182 0 0 INGREDION INC COM 457187102 77999 654532 SH DFND 1 651918 0 2614 INNERWORKINGS INC COM 45773Y105 4231 364827 SH DFND 1 364827 0 0 INNODATA INC COM NEW 457642205 126 72296 SH DFND 1 72296 0 0 INNOPHOS HOLDINGS INC COM 45774N108 8567 195420 SH DFND 1 195096 0 324 INNOPHOS HOLDINGS INC COM 45774N108 262 5991 SH DFND 1 2 5991 0 0 INNOSPEC INC COM 45768S105 13681 208712 SH DFND 1 208712 0 0 INNOVATIVE SOLUTIONS & SUPP COM 45769N105 247 56144 SH DFND 1 56144 0 0 INNOVIVA INC COM 45781M101 9129 713222 SH DFND 1 711782 0 1440 INNOVIVA INC COM 45781M101 17 1349 SH DFND 1 2 1349 0 0 INOGEN INC COM 45780L104 114 1205 SH DFND 1 2 1205 0 0 INOGEN INC COM 45780L104 16557 173520 SH DFND 1 173520 0 0 INOTEK PHARMACEUTICALS CORP COM 45780V102 195 102964 SH DFND 1 102964 0 0 INOVALON HOLDINGS INC - A COM CL A 45781D101 7465 567692 SH DFND 1 567692 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4575 583657 SH DFND 1 583657 0 0 INPHI CORP COM 45772F107 10648 310455 SH DFND 1 310455 0 0 INSEEGO CORP COM 45782B104 289 231424 SH DFND 1 231424 0 0 INSIGHT ENTERPRISES INC COM 45765U103 16459 411593 SH DFND 1 411593 0 0 INSIGNIA SYSTEMS INC COM 45765Y105 29 28672 SH DFND 1 28672 0 0 INSMED INC COM PAR $.01 457669307 9114 531151 SH DFND 1 531151 0 0 INSPERITY INC COM 45778Q107 15977 225035 SH DFND 1 224651 0 384 INSPERITY INC COM 45778Q107 148 2089 SH DFND 1 2 2089 0 0 INSPIRED ENTERTAINMENT INC COM 45782N108 234 18031 SH DFND 1 18031 0 0 INSTALLED BUILDING PRODUCTS COM 45780R101 8404 158722 SH DFND 1 158722 0 0 INSTEEL INDUSTRIES INC COM 45774W108 4870 147715 SH DFND 1 147715 0 0 INSTITUTIONAL FINANCIAL MARK COM 45779L107 27 23694 SH DFND 1 23694 0 0 INSTRUCTURE INC COM 45781U103 2279 77272 SH DFND 1 77272 0 0 INSULET CORP COM 45784P101 25175 490664 SH DFND 1 490664 0 0 INSYS THERAPEUTICS INC COM NEW 45824V209 3190 252198 SH DFND 1 251880 0 318 INTEGER HOLDINGS CORP COM 45826H109 10726 248010 SH DFND 1 248010 0 0 INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 29029 532556 SH DFND 1 532556 0 0 INTEGRATED DEVICE TECH INC COM 458118106 29484 1143250 SH DFND 1 1138771 0 4479 INTEL CORP COM 458140100 252 7473 SH DFND 1 2 7473 0 0 INTEL CORP COM 458140100 1859038 55179050 SH DFND 1 54822170 0 356880 INTELLIA THERAPEUTICS INC COM 45826J105 1497 93603 SH DFND 1 93603 0 0 INTELLICHECK INC COM NEW 45817G201 43 11261 SH DFND 1 11261 0 0 INTELLIPHARMACEUTICS INTERNA COM 458173101 28 13756 SH DFND 1 13756 0 0 INTELSAT SA COM L5140P101 920 300808 SH DFND 1 300808 0 0 INTER PARFUMS INC COM 458334109 5807 158457 SH DFND 1 158457 0 0 INTERACTIVE BROKERS GRO-CL A COM 45841N107 20746 554427 SH DFND 1 553876 0 551 INTERCEPT PHARMACEUTICALS IN COM 45845P108 18395 151941 SH DFND 1 151925 0 16 INTERCONTINENTAL EXCHANGE IN COM 45866F104 356166 5413136 SH DFND 1 5387447 0 25689 INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 302 5449 SH DFND 1 4505 0 944 INTERDIGITAL INC COM 45867G101 29849 386154 SH DFND 1 384726 0 1428 INTERDIGITAL INC COM 45867G101 27 354 SH DFND 1 2 354 0 0 INTERFACE INC COM 458665304 10713 545236 SH DFND 1 545236 0 0 INTERMOLECULAR INC COM 45882D109 64 69386 SH DFND 1 69386 0 0 INTERNAP CORP COM PAR $.001 45885A300 1845 502805 SH DFND 1 502805 0 0 INTERNATIONAL BANCSHARES CRP COM 459044103 23390 667348 SH DFND 1 665389 0 1959 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4632 253122 SH DFND 1 253122 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 512 28005 SH DFND 1 2 28005 0 0 INTERNATIONAL PAPER CO COM 460146103 226514 4008360 SH DFND 1 3987878 0 20482 INTERNATIONAL SEAWAYS INC COM Y41053102 6725 310361 SH DFND 1 310361 0 0 INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 23 26553 SH DFND 1 26553 0 0 INTERPUBLIC GROUP OF COS INC COM 460690100 108299 4408910 SH DFND 1 4390967 0 17943 INTERSECT ENT INC COM 46071F103 6665 238467 SH DFND 1 238467 0 0 INTERSECTIONS INC COM 460981301 316 67353 SH DFND 1 67353 0 0 INTEST CORP COM 461147100 242 36180 SH DFND 1 36180 0 0 INTEVAC INC COM 461148108 1754 158041 SH DFND 1 158041 0 0 INTL BUSINESS MACHINES CORP COM 459200101 1428747 9302542 SH DFND 1 9262681 0 39861 INTL FCSTONE INC COM 46116V105 9552 252967 SH DFND 1 252967 0 0 INTL FLAVORS & FRAGRANCES COM 459506101 20 154 SH DFND 1 2 154 0 0 INTL FLAVORS & FRAGRANCES COM 459506101 112477 834484 SH DFND 1 830897 0 3587 INTL SPEEDWAY CORP-CL A CL A 460335201 8319 221555 SH DFND 1 220696 0 859 INTRA-CELLULAR THERAPIES INC COM 46116X101 3558 286530 SH DFND 1 286530 0 0 INTRAWEST RESORTS HOLDINGS I COM 46090K109 2573 108412 SH DFND 1 108412 0 0 INTREPID POTASH INC COM 46121Y102 1888 835733 SH DFND 1 835733 0 0 INTREXON CORP COM 46122T102 11306 469359 SH DFND 1 469359 0 0 INTUIT INC COM 461202103 368574 2779323 SH DFND 1 2760605 0 18718 INTUITIVE SURGICAL INC COM NEW 46120E602 347292 371922 SH DFND 1 369237 0 2685 INUVO INC COM NEW 46122W204 108 106848 SH DFND 1 106848 0 0 INVACARE CORP COM 461203101 3384 256398 SH DFND 1 256398 0 0 INVENTURE FOODS INC COM 461212102 444 103123 SH DFND 1 103123 0 0 INVESCO LTD SHS G491BT108 141249 4020642 SH DFND 1 4002989 0 17653 INVESCO MORTGAGE CAPITAL COM 46131B100 14470 865993 SH DFND 1 857548 0 8445 INVESCO PENNSYLVANIA VALUE M COM 46132K109 2041 165342 SH DFND 1 2 165342 0 0 INVESCO VALUE MUNICIPAL INCO COM 46132P108 1464 96552 SH DFND 1 2 96552 0 0 INVESTAR HOLDING CORP COM 46134L105 974 42574 SH DFND 1 42574 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 5289 249036 SH DFND 1 249036 0 0 INVESTORS BANCORP INC COM 46146L101 30 2312 SH DFND 1 2 2312 0 0 INVESTORS BANCORP INC COM 46146L101 34483 2581087 SH DFND 1 2581087 0 0 INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 6071 977668 SH DFND 1 977668 0 0 INVESTORS TITLE CO COM 461804106 1858 9610 SH DFND 1 9610 0 0 INVITAE CORP COM 46185L103 2468 258192 SH DFND 1 258192 0 0 INVITATION HOMES INC COM 46187W107 16617 768262 SH DFND 1 768262 0 0 INVIVO THERAPEUTICS HOLDINGS COM NEW 46186M209 485 179802 SH DFND 1 179802 0 0 INVUITY INC COM NEW 46187J205 522 72121 SH DFND 1 72121 0 0 ION GEOPHYSICAL CORP COM NEW 462044207 182 42046 SH DFND 1 42046 0 0 IONIS PHARMACEUTICALS INC COM 462222100 52241 1026961 SH DFND 1 1026761 0 200 IONIS PHARMACEUTICALS INC COM 462222100 12 239 SH DFND 1 2 239 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 3804 517648 SH DFND 1 517648 0 0 IPASS INC COM 46261V108 626 474363 SH DFND 1 474363 0 0 IPG PHOTONICS CORP COM 44980X109 45165 311272 SH DFND 1 310003 0 1269 IRADIMED CORP COM 46266A109 217 25310 SH DFND 1 25310 0 0 IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 21311 55688 PRN DFND 1 2 55688 0 0 IRHYTHM TECHNOLOGIES INC COM 450056106 3864 90941 SH DFND 1 90941 0 0 IRIDEX CORP COM 462684101 323 32735 SH DFND 1 32735 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 7782 704294 SH DFND 1 704294 0 0 IROBOT CORP COM 462726100 19192 228107 SH DFND 1 228107 0 0 IRON MOUNTAIN INC COM 46284V101 31 925 SH DFND 1 2 925 0 0 IRON MOUNTAIN INC COM 46284V101 86822 2530896 SH DFND 1 2519954 0 10942 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 22560 1194961 SH DFND 1 1194961 0 0 ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 8268 165234 PRN DFND 1 165234 0 0 ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 57493 236200 PRN DFND 1 236200 0 0 ISHARES CORE S&P MIDCAP ETF CORE S&P MCP ETF 464287507 7046 40510 PRN DFND 1 40510 0 0 ISHARES CORE S&P SMALL-CAP E CORE S&P SCP ETF 464287804 5639 80431 PRN DFND 1 80431 0 0 ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 196 23000 PRN DFND 1 23000 0 0 ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 10991 265553 PRN DFND 1 265553 0 0 ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 3611 112521 PRN DFND 1 112521 0 0 ISHARES MSCI TAIWAN CAPPED E MSCI TAIWAN ETF 46434G772 22702 634864 PRN DFND 1 634864 0 0 ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 700 5175 PRN DFND 1 5175 0 0 ISHARES RUSSELL 1000 VALUE E RUS 1000 VAL ETF 464287598 314 2700 PRN DFND 1 2700 0 0 ISORAY INC COM 46489V104 168 269778 SH DFND 1 269778 0 0 ISRAMCO INC COM NEW 465141406 694 6074 SH DFND 1 6074 0 0 ISSUER DIRECT CORP COM NEW 46520M204 464 35897 SH DFND 1 35897 0 0 ISTAR INC COM 45031U101 6443 535135 SH DFND 1 535135 0 0 ITEK 5.75 08/01/21 NOTE 5.750% 8/0 45780VAB8 596 1000000 PRN DFND 1 2 1000000 0 0 ITERIS INC COM 46564T107 1235 198591 SH DFND 1 198591 0 0 ITRON INC COM 465741106 19972 294796 SH DFND 1 294796 0 0 ITT INC COM 45073V108 28301 704375 SH DFND 1 701386 0 2989 ITURAN LOCATION AND CONTROL SHS M6158M104 602 19242 SH DFND 1 19242 0 0 ITURAN LOCATION AND CONTROL SHS M6158M104 238 7612 SH DFND 1 2 7612 0 0 ITUS CORP COM NEW 45069V203 39 34351 SH DFND 1 34351 0 0 IXYS CORPORATION COM 46600W106 273 16618 SH DFND 1 2 16618 0 0 IXYS CORPORATION COM 46600W106 6663 405055 SH DFND 1 405055 0 0 J & J SNACK FOODS CORP COM 466032109 17256 130661 SH DFND 1 130661 0 0 J ALEXANDER'S HOLDINGS COM 46609J106 1269 103607 SH DFND 1 103607 0 0 J. JILL INC COM 46620W102 1708 139004 SH DFND 1 139004 0 0 J.C. PENNEY CO INC COM 708160106 11370 2445321 SH DFND 1 2445321 0 0 J2 GLOBAL INC COM 48123V102 34913 410316 SH DFND 1 408494 0 1822 JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 172 27183 SH DFND 1 27183 0 0 JABIL INC COM 466313103 42690 1462512 SH DFND 1 1456047 0 6465 JACK HENRY & ASSOCIATES INC COM 426281101 81221 782223 SH DFND 1 779596 0 2627 JACK IN THE BOX INC COM 466367109 32 326 SH DFND 1 2 326 0 0 JACK IN THE BOX INC COM 466367109 25853 262470 SH DFND 1 261479 0 991 JACOBS ENGINEERING GROUP INC COM 469814107 69177 1273882 SH DFND 1 1268657 0 5225 JAGGED PEAK ENERGY INC COM 47009K107 3780 283193 SH DFND 1 283193 0 0 JAGUAR ANIMAL HEALTH INC COM 47008L106 14 27742 SH DFND 1 27742 0 0 JAKKS PACIFIC INC COM 47012E106 447 111773 SH DFND 1 110235 0 1538 JAMBA INC COM NEW 47023A309 630 80880 SH DFND 1 80880 0 0 JAMES RIVER GROUP HOLDINGS L COM G5005R107 7169 180443 SH DFND 1 180443 0 0 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 36214 1093767 SH DFND 1 1087486 0 6281 JASON INDUSTRIES INC COM 471172106 70 54863 SH DFND 1 54863 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 188 1210 SH DFND 1 2 1210 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 62049 399220 SH DFND 1 399220 0 0 JCOM 3.25 06/15/29 NOTE 3.250% 6/1 48123VAC6 6831 5000000 PRN DFND 1 2 5000000 0 0 JD.COM INC-ADR SPON ADR CL A 47215P106 61597 1575149 SH DFND 1 1547152 0 27997 JELD-WEN HOLDING INC COM 47580P103 8738 269193 SH DFND 1 269193 0 0 JERNIGAN CAPITAL INC COM 476405105 1285 58446 SH DFND 1 58446 0 0 JETBLUE AIRWAYS CORP COM 477143101 79361 3476211 SH DFND 1 3464952 0 11259 JETBLUE AIRWAYS CORP COM 477143101 664 29100 SH DFND 1 2 29100 0 0 JHG 0.75 07/15/18 JNS NOTE 0.750% 7/1 47102XAH8 12130 8305000 PRN DFND 1 2 8305000 0 0 JM SMUCKER CO/THE COM NEW 832696405 166448 1408617 SH DFND 1 1403115 0 5502 JM SMUCKER CO/THE COM NEW 832696405 93 788 SH DFND 1 2 788 0 0 JOHN B. SANFILIPPO & SON INC COM 800422107 4860 77022 SH DFND 1 76685 0 337 JOHN BEAN TECHNOLOGIES CORP COM 477839104 24556 250579 SH DFND 1 250579 0 0 JOHNSON & JOHNSON COM 478160104 3835674 29040247 SH DFND 1 28917593 0 122654 JOHNSON CONTROLS INTERNATION SHS G51502105 379864 8776730 SH DFND 1 8734561 0 42169 JOHNSON OUTDOORS INC-A CL A 479167108 14 294 SH DFND 1 2 294 0 0 JOHNSON OUTDOORS INC-A CL A 479167108 2530 52485 SH DFND 1 52485 0 0 JONES ENERGY INC - A COM CL A 48019R108 765 478138 SH DFND 1 478138 0 0 JONES LANG LASALLE INC COM 48020Q107 45722 365929 SH DFND 1 364404 0 1525 JOUNCE THERAPEUTICS INC COM 481116101 1415 100926 SH DFND 1 100691 0 235 JPMORGAN CHASE & CO COM 46625H100 3256971 35694666 SH DFND 1 35534069 0 160597 JRJR33 INC COM 46645Q106 25 44389 SH DFND 1 44389 0 0 JUMEI INTERNATIONAL-ADR SPONSORED ADR 48138L107 21 10200 SH DFND 1 2 10200 0 0 JUNIPER NETWORKS INC COM 48203R104 556 19955 SH DFND 1 2 19955 0 0 JUNIPER NETWORKS INC COM 48203R104 138685 4980688 SH DFND 1 4963109 0 17579 JUNIPER PHARMACEUTICALS INC COM 48203L107 309 61279 SH DFND 1 61279 0 0 JUNO THERAPEUTICS INC COM 48205A109 19680 658427 SH DFND 1 658427 0 0 K12 INC COM 48273U102 243 13580 SH DFND 1 2 13580 0 0 K12 INC COM 48273U102 8974 500791 SH DFND 1 500465 0 326 K2M GROUP HOLDINGS INC COM 48273J107 7869 323034 SH DFND 1 323034 0 0 KADANT INC COM 48282T104 8473 112673 SH DFND 1 112673 0 0 KADMON HOLDINGS INC COM 48283N106 78 20092 SH DFND 1 20092 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 13124 148266 SH DFND 1 148266 0 0 KAMADA LTD SHS M6240T109 119 19905 SH DFND 1 19905 0 0 KAMAN CORP COM 483548103 10765 215876 SH DFND 1 215876 0 0 KANDI TECHNOLOGIES GROUP INC COM 483709101 108 24321 SH DFND 1 24321 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 110004 1053017 SH DFND 1 1048414 0 4603 KAPSTONE PAPER AND PACKAGING COM 48562P103 14306 693459 SH DFND 1 693459 0 0 KAR AUCTION SERVICES INC COM 48238T109 43568 1038097 SH DFND 1 1038097 0 0 KAR AUCTION SERVICES INC COM 48238T109 8 191 SH DFND 1 2 191 0 0 KARYOPHARM THERAPEUTICS INC COM 48576U106 2356 260419 SH DFND 1 260419 0 0 KATE SPADE & CO COM 485865109 17771 961124 SH DFND 1 956804 0 4320 KB HOME COM 48666K109 24117 1006169 SH DFND 1 1003363 0 2806 KB HOME COM 48666K109 2 89 SH DFND 1 2 89 0 0 KBR INC COM 48242W106 17341 1139368 SH DFND 1 1132079 0 7289 KCG HOLDINGS INC-CL A CL A 48244B100 9365 469683 SH DFND 1 469683 0 0 KEANE GROUP INC COM 48669A108 3410 213180 SH DFND 1 213180 0 0 KEARNY FINANCIAL CORP/MD COM 48716P108 11705 788280 SH DFND 1 788280 0 0 KELLOGG CO COM 487836108 32 464 SH DFND 1 2 464 0 0 KELLOGG CO COM 487836108 171662 2475814 SH DFND 1 2464195 0 11619 KELLY SERVICES INC -A CL A 488152208 150 6710 SH DFND 1 2 6710 0 0 KELLY SERVICES INC -A CL A 488152208 7999 356327 SH DFND 1 356327 0 0 KEMET CORP COM NEW 488360207 4487 350594 SH DFND 1 350594 0 0 KEMET CORP COM NEW 488360207 96 7557 SH DFND 1 2 7557 0 0 KEMPER CORP COM 488401100 13990 362442 SH DFND 1 360800 0 1642 KEMPHARM INC COM 488445107 270 67567 SH DFND 1 67567 0 0 KENNAMETAL INC COM 489170100 23341 623770 SH DFND 1 621059 0 2711 KENNAMETAL INC COM 489170100 53 1427 SH DFND 1 2 1427 0 0 KENNEDY-WILSON HOLDINGS INC COM 489398107 13709 719685 SH DFND 1 719685 0 0 KERYX BIOPHARMACEUTICALS COM 492515101 6161 852162 SH DFND 1 852162 0 0 KEWAUNEE SCIENTIFIC CP COM 492854104 209 8408 SH DFND 1 8408 0 0 KEY ENERGY SERVICES INC COM 49309J103 376 19579 SH DFND 1 19579 0 0 KEY TECHNOLOGY INC COM 493143101 212 15427 SH DFND 1 15427 0 0 KEY TRONIC CORP COM 493144109 249 35271 SH DFND 1 35271 0 0 KEYCORP COM 493267108 207595 11095878 SH DFND 1 11046469 0 49409 KEYSIGHT TECHNOLOGIES IN COM 49338L103 59652 1532295 SH DFND 1 1526055 0 6240 KEYW HOLDING CORP/THE COM 493723100 3518 376258 SH DFND 1 376258 0 0 KFORCE INC COM 493732101 5402 275629 SH DFND 1 275629 0 0 KFORCE INC COM 493732101 102 5235 SH DFND 1 2 5235 0 0 KILROY REALTY CORP COM 49427F108 70795 942055 SH DFND 1 938740 0 3315 KIMBALL ELECTRONICS INC COM 49428J109 7507 415940 SH DFND 1 415940 0 0 KIMBALL INTERNATIONAL-B CL B 494274103 702 42081 SH DFND 1 2 42081 0 0 KIMBALL INTERNATIONAL-B CL B 494274103 10213 611925 SH DFND 1 611925 0 0 KIMBERLY-CLARK CORP COM 494368103 416219 3229812 SH DFND 1 3213499 0 16313 KIMCO REALTY CORP COM 49446R109 92168 5029834 SH DFND 1 5011361 0 18473 KINDER MORGAN INC COM 49456B101 353298 18472404 SH DFND 1 18385890 0 86514 KINDRED BIOSCIENCES INC COM 494577109 1187 138062 SH DFND 1 138062 0 0 KINDRED HEALTHCARE INC COM 494580103 5 493 SH DFND 1 2 493 0 0 KINDRED HEALTHCARE INC COM 494580103 8278 710632 SH DFND 1 710632 0 0 KINGOLD JEWELRY INC COM NEW 49579A204 44 26949 SH DFND 1 26949 0 0 KINGSTONE COS INC COM 496719105 963 62991 SH DFND 1 62991 0 0 KINROSS GOLD CORP COM NO PAR 496902404 2580 638882 SH DFND 1 638272 0 610 KINSALE CAPITAL GROUP INC COM 49714P108 5514 147789 SH DFND 1 147789 0 0 KIRBY CORP COM 497266106 32 491 SH DFND 1 2 491 0 0 KIRBY CORP COM 497266106 28831 431285 SH DFND 1 429467 0 1818 KIRKLAND'S INC COM 497498105 1264 123002 SH DFND 1 123002 0 0 KIRKLAND'S INC COM 497498105 141 13766 SH DFND 1 2 13766 0 0 KITE PHARMA INC COM 49803L109 47449 457702 SH DFND 1 457702 0 0 KITE REALTY GROUP TRUST COM NEW 49803T300 15223 804183 SH DFND 1 804183 0 0 KITE REALTY GROUP TRUST COM NEW 49803T300 23 1224 SH DFND 1 2 1224 0 0 KKR REAL ESTATE FINANCE TRUS COM 48251K100 2589 120461 SH DFND 1 120461 0 0 KLA-TENCOR CORP COM 482480100 29 322 SH DFND 1 2 322 0 0 KLA-TENCOR CORP COM 482480100 175521 1920673 SH DFND 1 1909001 0 11672 KLONDEX MINES LTD COM 498696103 1111 329953 SH DFND 1 329953 0 0 KLX INC COM 482539103 22441 448838 SH DFND 1 447084 0 1754 KMG CHEMICALS INC COM 482564101 3187 65501 SH DFND 1 65501 0 0 KN 3 1/4 11/01/2021 NOTE 3.250%11/0 49926DAB5 3526 3000000 PRN DFND 1 2 3000000 0 0 KNIGHT TRANSPORTATION INC COM 499064103 20128 543291 SH DFND 1 543291 0 0 KNOLL INC COM NEW 498904200 12210 609020 SH DFND 1 608040 0 980 KNOLL INC COM NEW 498904200 482 24040 SH DFND 1 2 24040 0 0 KNOWLES CORP COM 49926D109 12556 742111 SH DFND 1 739105 0 3006 KOHLS CORP COM 500255104 89069 2306147 SH DFND 1 2297678 0 8469 KOHLS CORP COM 500255104 564 14592 SH DFND 1 2 14592 0 0 KONA GRILL INC COM 50047H201 204 55400 SH DFND 1 55400 0 0 KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 365 10195 SH DFND 1 8655 0 1540 KOPIN CORP COM 500600101 1866 503152 SH DFND 1 503152 0 0 KOPPERS HOLDINGS INC COM 50060P106 5847 161762 SH DFND 1 161762 0 0 KORN/FERRY INTERNATIONAL COM NEW 500643200 15612 452148 SH DFND 1 452148 0 0 KORNIT DIGITAL LTD SHS M6372Q113 419 21704 SH DFND 1 21704 0 0 KOSMOS ENERGY LTD SHS G5315B107 11163 1741581 SH DFND 1 1741581 0 0 KRAFT HEINZ CO/THE COM 500754106 559789 6546741 SH DFND 1 6483727 0 63014 KRAFT HEINZ CO/THE COM 500754106 21 254 SH DFND 1 2 254 0 0 KRATON CORP COM 50077C106 8242 239342 SH DFND 1 239342 0 0 KRATOS DEFENSE & SECURITY COM NEW 50077B207 7422 625281 SH DFND 1 625281 0 0 KROGER CO COM 501044101 99 4281 SH DFND 1 2 4281 0 0 KROGER CO COM 501044101 226813 9741670 SH DFND 1 9701974 0 39696 KRONOS WORLDWIDE INC COM 50105F105 4766 261600 SH DFND 1 259001 0 2599 KRONOS WORLDWIDE INC COM 50105F105 791 43464 SH DFND 1 2 43464 0 0 KULICKE & SOFFA INDUSTRIES COM 501242101 860 45220 SH DFND 1 2 45220 0 0 KULICKE & SOFFA INDUSTRIES COM 501242101 9110 479003 SH DFND 1 479003 0 0 KURA ONCOLOGY INC COM 50127T109 678 72919 SH DFND 1 72919 0 0 KVH INDUSTRIES INC COM 482738101 1091 114852 SH DFND 1 114852 0 0 KYOCERA CORP -SPONS ADR ADR 501556203 424 7289 SH DFND 1 5969 0 1320 L BRANDS INC COM 501797104 129081 2399338 SH DFND 1 2388223 0 11115 L3 TECHNOLOGIES INC COM 502413107 132088 791919 SH DFND 1 788540 0 3379 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 4178 140362 SH DFND 1 140362 0 0 LA QUINTA HOLDINGS INC COM 50420D108 9411 637194 SH DFND 1 637194 0 0 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 161385 1048774 SH DFND 1 1044335 0 4439 LADDER CAPITAL CORP-REIT CL A 505743104 8051 600375 SH DFND 1 600375 0 0 LADENBURG THALMANN FINANCIAL COM 50575Q102 1795 735872 SH DFND 1 735872 0 0 LAKELAND BANCORP INC COM 511637100 6984 370531 SH DFND 1 370531 0 0 LAKELAND FINANCIAL CORP COM 511656100 10055 219162 SH DFND 1 219162 0 0 LAKELAND INDUSTRIES INC COM 511795106 513 35442 SH DFND 1 35442 0 0 LAM RESEARCH CORP COM 512807108 115 816 SH DFND 1 2 816 0 0 LAM RESEARCH CORP COM 512807108 250298 1772527 SH DFND 1 1760770 0 11757 LAMAR ADVERTISING CO-A CL A 512816109 56629 769737 SH DFND 1 766924 0 2813 LAMB WESTON HOLDINGS INC COM 513272104 49001 1112766 SH DFND 1 1107759 0 5007 LANCASTER COLONY CORP COM 513847103 20844 169990 SH DFND 1 169334 0 656 LANCASTER COLONY CORP COM 513847103 32 269 SH DFND 1 2 269 0 0 LANDAUER INC COM 51476K103 3722 71176 SH DFND 1 71176 0 0 LANDCADIA HOLDINGS INC CL A 51476W107 1011 100000 SH DFND 1 2 100000 0 0 LANDCADIA HOLDINGS INC CL A 51476W107 62 6165 SH DFND 1 6165 0 0 LANDCADIA HOLDINGS INC UNIT 12/31/2021T 51476W206 540 50000 SH DFND 1 2 50000 0 0 LANDCADIA HOLDINGS INC-CW23 *W EXP 06/01/202 51476W115 18 25000 SH DFND 1 2 25000 0 0 LANDEC CORP COM 514766104 3175 213810 SH DFND 1 213810 0 0 LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 212 13282 SH DFND 1 13282 0 0 LANDS' END INC COM 51509F105 1967 132058 SH DFND 1 131931 0 127 LANDSTAR SYSTEM INC COM 515098101 29296 342251 SH DFND 1 340838 0 1413 LANNETT CO INC COM 516012101 4487 219952 SH DFND 1 219812 0 140 LANTHEUS HOLDINGS INC COM 516544103 4376 247962 SH DFND 1 247962 0 0 LANTHEUS HOLDINGS INC COM 516544103 157 8913 SH DFND 1 2 8913 0 0 LANTRONIX INC COM NEW 516548203 28 11642 SH DFND 1 11642 0 0 LAREDO PETROLEUM INC COM 516806106 11387 1082502 SH DFND 1 1082502 0 0 LAS VEGAS SANDS CORP COM 517834107 156311 2448019 SH DFND 1 2448019 0 0 LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 42111 1413129 SH DFND 1 1408909 0 4220 LATTICE SEMICONDUCTOR CORP COM 518415104 7282 1093465 SH DFND 1 1093465 0 0 LAUREATE EDUCATION INC-A CL A 518613203 6248 356429 SH DFND 1 356429 0 0 LAWSON PRODUCTS INC COM 520776105 976 44102 SH DFND 1 44102 0 0 LAYN 8 05/01/19 144A NOTE 8.000% 5/0 521050AD6 10040 9500000 PRN DFND 1 2 9500000 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 1246 141837 SH DFND 1 141837 0 0 LAZARD LTD-CL A SHS A G54050102 667 14417 SH DFND 1 2 14417 0 0 LAZARD LTD-CL A SHS A G54050102 47053 1015606 SH DFND 1 1014796 0 810 LA-Z-BOY INC COM 505336107 19880 611722 SH DFND 1 611722 0 0 LCI INDUSTRIES COM 50189K103 21741 212322 SH DFND 1 212322 0 0 LCNB CORPORATION COM 50181P100 1272 63642 SH DFND 1 63642 0 0 LEAF GROUP LTD COM 52177G102 611 78388 SH DFND 1 76751 0 1637 LEAR CORP COM NEW 521865204 851 5996 SH DFND 1 2 5996 0 0 LEAR CORP COM NEW 521865204 118574 834881 SH DFND 1 834881 0 0 LEE ENTERPRISES COM 523768109 487 256513 SH DFND 1 256513 0 0 LEE ENTERPRISES COM 523768109 94 49964 SH DFND 1 2 49964 0 0 LEGACY RESERVES LP UNIT LP INT 524707304 55 37976 SH DFND 1 37976 0 0 LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 16440 431171 SH DFND 1 431171 0 0 LEGG MASON INC COM 524901105 26794 702169 SH DFND 1 699282 0 2887 LEGG MASON INC COM 524901105 77 2030 SH DFND 1 2 2030 0 0 LEGGETT & PLATT INC COM 524660107 78112 1489229 SH DFND 1 1483188 0 6041 LEIDOS HOLDINGS INC COM 525327102 61138 1183253 SH DFND 1 1177525 0 5728 LEIDOS HOLDINGS INC COM 525327102 31 619 SH DFND 1 2 619 0 0 LEMAITRE VASCULAR INC COM 525558201 3578 114609 SH DFND 1 114609 0 0 LENDINGCLUB CORP COM 52603A109 14789 2684054 SH DFND 1 2684054 0 0 LENDINGTREE INC COM 52603B107 10812 62791 SH DFND 1 62791 0 0 LENNAR CORP - B SHS CL B 526057302 772 17177 SH DFND 1 17177 0 0 LENNAR CORP-A CL A 526057104 108431 2037215 SH DFND 1 2028399 0 8816 LENNOX INTERNATIONAL INC COM 526107107 54195 295236 SH DFND 1 293938 0 1298 LEUCADIA NATIONAL CORP COM 527288104 109041 4173650 SH DFND 1 4159599 0 14051 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 175601 2966157 SH DFND 1 2953456 0 12701 LEXICON PHARMACEUTICALS INC COM NEW 528872302 6955 422822 SH DFND 1 422822 0 0 LEXINGTON REALTY TRUST COM 529043101 17233 1739024 SH DFND 1 1739024 0 0 LGI HOMES INC COM 50187T106 5745 142988 SH DFND 1 142988 0 0 LGIH 4.25 11/15/19 NOTE 4.250%11/1 50187TAB2 15659 8220000 PRN DFND 1 2 8220000 0 0 LGND 0.75 08/15/19 NOTE 0.750% 8/1 53220KAD0 4137 2500000 PRN DFND 1 2 2500000 0 0 LHC GROUP INC COM 50187A107 9154 134844 SH DFND 1 134844 0 0 LIBBEY INC COM 529898108 12 1546 SH DFND 1 2 1546 0 0 LIBBEY INC COM 529898108 1312 162818 SH DFND 1 162818 0 0 LIBERTY ALL STAR EQUITY FUND SH BEN INT 530158104 3478 614576 SH DFND 1 2 614576 0 0 LIBERTY BROADBAND-A COM SER A 530307107 16884 196815 SH DFND 1 196815 0 0 LIBERTY BROADBAND-C COM SER C 530307305 59740 689027 SH DFND 1 689027 0 0 LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 25531 472632 SH DFND 1 472632 0 0 LIBERTY GLOBAL PLC- C SHS CL C G5480U120 132659 4257055 SH DFND 1 4239092 0 17963 LIBERTY GLOBAL PLC LILAC - A LILAC SHS CL A G5480U138 7413 340554 SH DFND 1 339091 0 1463 LIBERTY GLOBAL PLC LILAC - C LILAC SHS CL C G5480U153 17271 807025 SH DFND 1 803465 0 3560 LIBERTY GLOBAL PLC-A SHS CL A G5480U104 52126 1623718 SH DFND 1 1616723 0 6995 LIBERTY INTERACTIVE CORP Q-A QVC GP COM SER A 53071M104 563 22970 SH DFND 1 2 22970 0 0 LIBERTY INTERACTIVE CORP Q-A QVC GP COM SER A 53071M104 104811 4272748 SH DFND 1 4260316 0 12432 LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2020 84593 SH DFND 1 84593 0 0 LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 7051 294169 SH DFND 1 294169 0 0 LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 6793 193939 SH DFND 1 193939 0 0 LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 38557 1052912 SH DFND 1 1052912 0 0 LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 33485 797910 SH DFND 1 797910 0 0 LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 58024 1392259 SH DFND 1 1392259 0 0 LIBERTY PROPERTY TRUST SH BEN INT 531172104 63730 1565902 SH DFND 1 1560931 0 4971 LIBERTY TAX INC CL A 53128T102 705 54465 SH DFND 1 54465 0 0 LIBERTY TAX INC CL A 53128T102 52 4024 SH DFND 1 2 4024 0 0 LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 210 18136 SH DFND 1 2 18136 0 0 LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 7240 624138 SH DFND 1 623869 0 269 LIBERTY VENTURES - SER A LBT VEN COM A NE 53071M856 36658 701057 SH DFND 1 698662 0 2395 LIFE STORAGE INC COM 53223X107 33383 450515 SH DFND 1 448942 0 1573 LIFEPOINT HEALTH INC COM 53219L109 22738 338623 SH DFND 1 337250 0 1373 LIFETIME BRANDS INC COM 53222Q103 1632 89934 SH DFND 1 89934 0 0 LIFEVANTAGE CORP COM NEW 53222K205 354 81762 SH DFND 1 81762 0 0 LIFEWAY FOODS INC COM 531914109 433 46428 SH DFND 1 46428 0 0 LIGAND PHARMACEUTICALS COM NEW 53220K504 21640 178258 SH DFND 1 178258 0 0 LIGHTBRIDGE CORP COM NEW 53224K203 23 13315 SH DFND 1 13315 0 0 LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 240 88989 SH DFND 1 88989 0 0 LILIS ENERGY INC COM NEW 532403201 1140 232737 SH DFND 1 232737 0 0 LIMELIGHT NETWORKS INC COM 53261M104 1555 538067 SH DFND 1 538067 0 0 LIMONEIRA CO COM 532746104 2040 86338 SH DFND 1 86338 0 0 LINCOLN EDUCATIONAL SERVICES COM 533535100 344 111083 SH DFND 1 111083 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 45835 497729 SH DFND 1 495128 0 2601 LINCOLN NATIONAL CORP COM 534187109 156039 2312718 SH DFND 1 2302221 0 10497 LINDBLAD EXPEDITIONS HOLDING COM 535219109 2017 192144 SH DFND 1 192144 0 0 LINDSAY CORP COM 535555106 7313 81944 SH DFND 1 81944 0 0 LINDSAY CORP COM 535555106 32 367 SH DFND 1 2 367 0 0 LINIU TECHNOLOGY GROUP SHS G54971109 7 14955 SH DFND 1 14955 0 0 LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 11280 399744 SH DFND 1 399744 0 0 LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 22937 872795 SH DFND 1 872795 0 0 LIPOCINE INC COM 53630X104 419 104428 SH DFND 1 104428 0 0 LIQTECH INTERNATIONAL INC COM 53632A102 30 90569 SH DFND 1 90569 0 0 LIQUIDITY SERVICES INC COM 53635B107 1199 188921 SH DFND 1 188921 0 0 LITHIA MOTORS INC-CL A CL A 536797103 17577 186541 SH DFND 1 186541 0 0 LITTELFUSE INC COM 537008104 32232 195347 SH DFND 1 194583 0 764 LIVANOVA PLC SHS G5509L101 27665 451978 SH DFND 1 450518 0 1460 LIVE NATION ENTERTAINMENT IN COM 538034109 35306 1013103 SH DFND 1 1008609 0 4494 LIVE OAK BANCSHARES INC COM 53803X105 4770 197138 SH DFND 1 197138 0 0 LIVE VENTURES INC COM NEW 538142308 157 14842 SH DFND 1 14842 0 0 LIVEPERSON INC COM 538146101 86 7896 SH DFND 1 2 7896 0 0 LIVEPERSON INC COM 538146101 5245 476907 SH DFND 1 476907 0 0 LKQ CORP COM 501889208 106578 3239621 SH DFND 1 3226245 0 13376 LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 695 196895 SH DFND 1 186338 0 10557 LOCKHEED MARTIN CORP COM 539830109 648848 2341566 SH DFND 1 2330766 0 10800 LOEWS CORP COM 540424108 129603 2773657 SH DFND 1 2761677 0 11980 LOGITECH INTERNATIONAL-REG SHS H50430232 3564 97240 SH DFND 1 97240 0 0 LOGMEIN INC COM 54142L109 45629 436645 SH DFND 1 434872 0 1773 LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 476 110879 SH DFND 1 110879 0 0 LORAL SPACE & COMMUNICATIONS COM 543881106 4875 117347 SH DFND 1 117347 0 0 LOUISIANA-PACIFIC CORP COM 546347105 14 601 SH DFND 1 2 601 0 0 LOUISIANA-PACIFIC CORP COM 546347105 42854 1777439 SH DFND 1 1772568 0 4871 LOWE'S COS INC COM 548661107 31 407 SH DFND 1 2 407 0 0 LOWE'S COS INC COM 548661107 685851 8860973 SH DFND 1 8821544 0 39429 LOXO ONCOLOGY INC COM 548862101 14422 179854 SH DFND 1 179854 0 0 LPL FINANCIAL HOLDINGS INC COM 50212V100 152 3591 SH DFND 1 2 3591 0 0 LPL FINANCIAL HOLDINGS INC COM 50212V100 28130 662506 SH DFND 1 662506 0 0 LRAD CORP COM 50213V109 242 143413 SH DFND 1 143413 0 0 LSB INDUSTRIES INC COM 502160104 1643 159146 SH DFND 1 159146 0 0 LSC COMMUNICATIONS INC COM 50218P107 11826 552651 SH DFND 1 551599 0 1052 LSI INDUSTRIES INC COM 50216C108 1803 199272 SH DFND 1 199272 0 0 LTC PROPERTIES INC COM 502175102 19336 376279 SH DFND 1 376279 0 0 LUBY'S INC COM 549282101 195 69569 SH DFND 1 69569 0 0 LULULEMON ATHLETICA INC COM 550021109 58730 984597 SH DFND 1 984597 0 0 LUMBER LIQUIDATORS HOLDINGS COM 55003T107 5385 214905 SH DFND 1 214905 0 0 LUMENTUM HOLDINGS INC COM 55024U109 27876 488634 SH DFND 1 488634 0 0 LUMINEX CORP COM 55027E102 8260 391138 SH DFND 1 391138 0 0 LUMOS NETWORKS CORP COM 550283105 3214 179907 SH DFND 1 179907 0 0 LUNA INNOVATIONS INC COM 550351100 224 148929 SH DFND 1 148929 0 0 LYDALL INC COM 550819106 6827 132065 SH DFND 1 132065 0 0 LYONDELLBASELL INDU-CL A SHS - A - N53745100 334072 3964436 SH DFND 1 3948235 0 16201 LYONDELLBASELL INDU-CL A SHS - A - N53745100 564 6685 SH DFND 1 2 6685 0 0 M & T BANK CORP COM 55261F104 250892 1551789 SH DFND 1 1545013 0 6776 M/I HOMES INC COM 55305B101 5231 183236 SH DFND 1 183236 0 0 MACATAWA BANK CORP COM 554225102 2042 214126 SH DFND 1 214126 0 0 MACERICH CO/THE COM 554382101 82728 1426821 SH DFND 1 1421654 0 5167 MACK-CALI REALTY CORP COM 554489104 23529 866970 SH DFND 1 863921 0 3049 MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 18432 330517 SH DFND 1 330517 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 45825 584735 SH DFND 1 583681 0 1054 MACROGENICS INC COM 556099109 175 9998 SH DFND 1 2 9998 0 0 MACROGENICS INC COM 556099109 4814 274974 SH DFND 1 274974 0 0 MACY'S INC COM 55616P104 90440 3896600 SH DFND 1 3881974 0 14626 MADISON SQUARE GARDEN CO- A CL A 55825T103 24411 123977 SH DFND 1 123977 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 524 32240 SH DFND 1 32240 0 0 MAGAL SECURITY SYS LTD ORD M6786D104 56 11406 SH DFND 1 11406 0 0 MAGELLAN HEALTH INC COM NEW 559079207 21625 296650 SH DFND 1 296650 0 0 MAGIC SOFTWARE ENTERPRISES ORD 559166103 342 43033 SH DFND 1 43033 0 0 MAGNEGAS CORP COM PAR 55939L301 17 14443 SH DFND 1 14443 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 6997 630379 SH DFND 1 627972 0 2407 MAINSOURCE FINANCIAL GROUP I COM 56062Y102 7073 211100 SH DFND 1 211100 0 0 MAJESCO COM 56068V102 290 58859 SH DFND 1 58859 0 0 MAKEMYTRIP LTD SHS V5633W109 1245 37138 SH DFND 1 37138 0 0 MALIBU BOATS INC - A COM CL A 56117J100 3723 143944 SH DFND 1 143944 0 0 MALIBU BOATS INC - A COM CL A 56117J100 82 3208 SH DFND 1 2 3208 0 0 MALLINCKRODT PLC SHS G5785G107 55399 1237993 SH DFND 1 1233588 0 4405 MALVERN BANCORP INC COM 561409103 1803 75315 SH DFND 1 75315 0 0 MAMMOTH ENERGY SERVICES INC COM 56155L108 2102 113050 SH DFND 1 113050 0 0 MANHATTAN ASSOCIATES INC COM 562750109 28216 587105 SH DFND 1 584758 0 2347 MANITEX INTERNATIONAL INC COM 563420108 484 69438 SH DFND 1 69438 0 0 MANITOWOC COMPANY INC COM 563571108 6543 1088739 SH DFND 1 1088739 0 0 MANNING & NAPIER INC CL A 56382Q102 528 121518 SH DFND 1 119149 0 2369 MANNING & NAPIER INC CL A 56382Q102 979 225261 SH DFND 1 2 225261 0 0 MANNKIND CORP COM NEW 56400P706 528 375072 SH DFND 1 375072 0 0 MANPOWERGROUP INC COM 56418H100 865 7749 SH DFND 1 2 7749 0 0 MANPOWERGROUP INC COM 56418H100 76569 686004 SH DFND 1 683537 0 2467 MANTECH INTERNATIONAL CORP-A CL A 564563104 9443 228216 SH DFND 1 228216 0 0 MANULIFE FINANCIAL CORP COM 56501R106 272 14511 SH DFND 1 12864 0 1647 MARATHON OIL CORP COM 565849106 101616 8589240 SH DFND 1 8551245 0 37995 MARATHON OIL CORP COM 565849106 65 5508 SH DFND 1 2 5508 0 0 MARATHON PATENT GROUP INC COM NEW 56585W203 16 44662 SH DFND 1 44662 0 0 MARATHON PETROLEUM CORP COM 56585A102 277157 5305204 SH DFND 1 5281489 0 23715 MARATHON PETROLEUM CORP COM 56585A102 85 1626 SH DFND 1 2 1626 0 0 MARCHEX INC-CLASS B CL B 56624R108 489 164240 SH DFND 1 163055 0 1185 MARCUS & MILLICHAP INC COM 566324109 3695 140197 SH DFND 1 140197 0 0 MARCUS CORPORATION COM 566330106 4462 147774 SH DFND 1 147774 0 0 MARIN SOFTWARE INC COM 56804T106 113 87117 SH DFND 1 87117 0 0 MARINE PRODUCTS CORP COM 568427108 747 47868 SH DFND 1 47868 0 0 MARINEMAX INC COM 567908108 3753 191977 SH DFND 1 191977 0 0 MARINUS PHARMACEUTICALS INC COM 56854Q101 74 54158 SH DFND 1 54158 0 0 MARKEL CORP COM 570535104 106412 109103 SH DFND 1 109103 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 61328 304965 SH DFND 1 303699 0 1266 MARLIN BUSINESS SERVICES INC COM 571157106 3174 126226 SH DFND 1 126226 0 0 MARRIOTT INTERNATIONAL -CL A CL A 571903202 305202 3047908 SH DFND 1 3023048 0 24860 MARRIOTT VACATIONS WORLD COM 57164Y107 22099 187682 SH DFND 1 187682 0 0 MARRONE BIO INNOVATIONS INC COM 57165B106 115 89410 SH DFND 1 89410 0 0 MARSH & MCLENNAN COS COM 571748102 408228 5245139 SH DFND 1 5222779 0 22360 MARTEN TRANSPORT LTD COM 573075108 5609 204740 SH DFND 1 204740 0 0 MARTIN MARIETTA MATERIALS COM 573284106 134214 604037 SH DFND 1 601259 0 2778 MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 536 30571 SH DFND 1 30571 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 796 48232 SH DFND 1 2 48232 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 75372 4563833 SH DFND 1 4562933 0 900 MASCO CORP COM 574599106 118483 3106281 SH DFND 1 3091604 0 14677 MASIMO CORP COM 574795100 59144 648655 SH DFND 1 646114 0 2541 MASONITE INTERNATIONAL CORP COM 575385109 17914 237273 SH DFND 1 237273 0 0 MASTEC INC COM 576323109 23962 530738 SH DFND 1 530738 0 0 MASTERCARD INC - A CL A 57636Q104 1233580 10173158 SH DFND 1 10130187 0 42971 MATADOR RESOURCES CO COM 576485205 15431 722119 SH DFND 1 718973 0 3146 MATCH GROUP INC COM 57665R106 6362 366070 SH DFND 1 366070 0 0 MATERION CORP COM 576690101 6154 164551 SH DFND 1 164551 0 0 MATINAS BIOPHARMA HOLDINGS I COM 576810105 836 495222 SH DFND 1 495222 0 0 MATLIN AND PARTNERS ACQUISIT UNIT 05/28/2021A 57682V205 1002 100000 SH DFND 1 2 100000 0 0 MATRIX SERVICE CO COM 576853105 3316 354695 SH DFND 1 354695 0 0 MATSON INC COM 57686G105 10027 333806 SH DFND 1 333806 0 0 MATTEL INC COM 577081102 30 1433 SH DFND 1 2 1433 0 0 MATTEL INC COM 577081102 78422 3648259 SH DFND 1 3620988 0 27271 MATTERSIGHT CORP COM 577097108 196 77017 SH DFND 1 77017 0 0 MATTHEWS INTL CORP-CLASS A CL A 577128101 17229 281292 SH DFND 1 281292 0 0 MAUI LAND & PINEAPPLE CO COM 577345101 1349 66502 SH DFND 1 66502 0 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 31 702 SH DFND 1 2 702 0 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 124472 2773364 SH DFND 1 2763443 0 9921 MAXIMUS INC COM 577933104 32017 511217 SH DFND 1 509035 0 2182 MAXLINEAR INC COM 57776J100 11867 425506 SH DFND 1 425506 0 0 MAXPOINT INTERACTIVE INC COM NEW 57777M201 108 14682 SH DFND 1 14682 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 1450 242228 SH DFND 1 242228 0 0 MAZOR ROBOTICS LTD-SPON ADR SPONSORED ADS 57886P103 229 6636 SH DFND 1 6636 0 0 MB FINANCIAL INC COM 55264U108 28534 647916 SH DFND 1 645516 0 2400 MB FINANCIAL INC COM 55264U108 18 428 SH DFND 1 2 428 0 0 MBIA INC COM 55262C100 9724 1031184 SH DFND 1 1031184 0 0 MBT FINANCIAL CORP COM 578877102 1359 140121 SH DFND 1 140121 0 0 MCBC HOLDINGS INC COM 55276F107 1632 83493 SH DFND 1 2 83493 0 0 MCBC HOLDINGS INC COM 55276F107 4634 237078 SH DFND 1 237078 0 0 MCCLATCHY CO-CLASS A CL A NEW 579489303 323 34643 SH DFND 1 34643 0 0 MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 51 529 SH DFND 1 2 529 0 0 MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 120906 1241842 SH DFND 1 1236729 0 5113 MCDERMOTT INTL INC COM 580037109 23073 3218124 SH DFND 1 3218124 0 0 MCDONALD'S CORP COM 580135101 1170944 7659167 SH DFND 1 7621571 0 37596 MCEWEN MINING INC COM 58039P107 3823 1453784 SH DFND 1 1453784 0 0 MCGRATH RENTCORP COM 580589109 7147 206404 SH DFND 1 206404 0 0 MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 17870 11879000 PRN DFND 1 2 11879000 0 0 MCKESSON CORP COM 58155Q103 378163 2301891 SH DFND 1 2292323 0 9568 MCKESSON CORP COM 58155Q103 250 1524 SH DFND 1 2 1524 0 0 MDC HOLDINGS INC COM 552676108 15774 446488 SH DFND 1 446488 0 0 MDC PARTNERS INC-A CL A SUB VTG 552697104 1254 126749 SH DFND 1 126749 0 0 MDCO 2.5 01/15/22 NOTE 2.500% 1/1 584688AE5 3898 3000000 PRN DFND 1 2 3000000 0 0 MDU RESOURCES GROUP INC COM 552690109 47791 1824095 SH DFND 1 1817524 0 6571 MEDEQUITIES REALTY TRUST INC COM 58409L306 2968 235207 SH DFND 1 235207 0 0 MEDICAL PROPERTIES TRUST INC COM 58463J304 40644 3158052 SH DFND 1 3145749 0 12303 MEDICAL PROPERTIES TRUST INC COM 58463J304 153 11950 SH DFND 1 2 11950 0 0 MEDICINES COMPANY COM 584688105 24110 634308 SH DFND 1 634308 0 0 MEDICINOVA INC COM NEW 58468P206 1166 221707 SH DFND 1 221707 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 105 1354 SH DFND 1 2 1354 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 37008 473256 SH DFND 1 471382 0 1874 MEDIFAST INC COM 58470H101 5181 124935 SH DFND 1 124935 0 0 MEDIFAST INC COM 58470H101 178 4316 SH DFND 1 2 4316 0 0 MEDIWOUND LTD ORD SHS M68830104 70 10429 SH DFND 1 10429 0 0 MEDLEY MANAGEMENT INC - A CL A COM 58503T106 284 43762 SH DFND 1 42550 0 1212 MEDNAX INC COM 58502B106 45325 751090 SH DFND 1 747948 0 3142 MEDPACE HOLDINGS INC COM 58506Q109 2709 93447 SH DFND 1 93447 0 0 MEDTRONIC PLC SHS G5960L103 1192254 13457138 SH DFND 1 13394054 0 63084 MEET GROUP INC/THE COM 58513U101 6408 1268944 SH DFND 1 1268944 0 0 MEI PHARMA INC COM NEW 55279B202 332 138918 SH DFND 1 138918 0 0 MELCO RESORTS & ENTERT-ADR ADR 585464100 17995 807861 SH DFND 1 807861 0 0 MELCO RESORTS & ENTERT-ADR ADR 585464100 105 4688 SH DFND 1 2 4688 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 1378 31844 SH DFND 1 31844 0 0 MERCADOLIBRE INC COM 58733R102 20528 81981 SH DFND 1 80679 0 1302 MERCADOLIBRE INC COM 58733R102 113 452 SH DFND 1 2 452 0 0 MERCANTILE BANK CORP COM 587376104 4337 137789 SH DFND 1 137789 0 0 MERCER INTERNATIONAL INC COM 588056101 3428 298112 SH DFND 1 298112 0 0 MERCK & CO. INC. COM 58933Y105 1764415 27576870 SH DFND 1 27451715 0 125155 MERCURY GENERAL CORP COM 589400100 15198 281455 SH DFND 1 279293 0 2162 MERCURY SYSTEMS INC COM 589378108 17319 411496 SH DFND 1 411496 0 0 MEREDITH CORP COM 589433101 17536 294986 SH DFND 1 293376 0 1610 MERIDIAN BANCORP INC COM 58958U103 8088 478632 SH DFND 1 478632 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 7830 497146 SH DFND 1 493577 0 3569 MERIT MEDICAL SYSTEMS INC COM 589889104 21339 559353 SH DFND 1 559353 0 0 MERITAGE HOMES CORP COM 59001A102 13069 309699 SH DFND 1 309699 0 0 MERITOR INC COM 59001K100 11448 689272 SH DFND 1 689272 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 1244 1003802 SH DFND 1 1003802 0 0 MESA LABORATORIES INC COM 59064R109 3988 27834 SH DFND 1 27834 0 0 META FINANCIAL GROUP INC COM 59100U108 6864 77128 SH DFND 1 77128 0 0 METHANEX CORP COM 59151K108 2399 54352 SH DFND 1 54352 0 0 METHANEX CORP COM 59151K108 506 11470 SH DFND 1 2 11470 0 0 METHODE ELECTRONICS INC COM 591520200 17361 421389 SH DFND 1 421389 0 0 METHODE ELECTRONICS INC COM 591520200 328 7972 SH DFND 1 2 7972 0 0 METLIFE INC COM 59156R108 563679 10277796 SH DFND 1 10226388 0 51408 METTLER-TOLEDO INTERNATIONAL COM 592688105 166642 283580 SH DFND 1 282460 0 1120 MFA FINANCIAL INC COM 55272X102 51077 6087883 SH DFND 1 6075774 0 12109 MGE ENERGY INC COM 55277P104 19330 300393 SH DFND 1 300393 0 0 MGIC INVESTMENT CORP COM 552848103 32639 2914246 SH DFND 1 2914246 0 0 MGM RESORTS INTERNATIONAL COM 552953101 25 800 SH DFND 1 2 800 0 0 MGM RESORTS INTERNATIONAL COM 552953101 112445 3595306 SH DFND 1 3595306 0 0 MGP INGREDIENTS INC COM 55303J106 5490 107295 SH DFND 1 107295 0 0 MHO 3 03/01/18 NOTE 3.000% 3/0 55292PAB1 4973 4829000 PRN DFND 1 2 4829000 0 0 MHO 3.25 09/15/17 NOTE 3.250% 9/1 55292PAA3 14900 12353000 PRN DFND 1 2 12353000 0 0 MICHAEL KORS HOLDINGS LTD SHS G60754101 94919 2621024 SH DFND 1 2614262 0 6762 MICHAELS COS INC/THE COM 59408Q106 18331 989833 SH DFND 1 986263 0 3570 MICHAELS COS INC/THE COM 59408Q106 49 2694 SH DFND 1 2 2694 0 0 MICROBOT MEDICAL INC COM 59503A105 70 49982 SH DFND 1 49982 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 181088 2350122 SH DFND 1 2332207 0 17915 MICRON TECHNOLOGY INC COM 595112103 83 2806 SH DFND 1 2 2806 0 0 MICRON TECHNOLOGY INC COM 595112103 314241 10541367 SH DFND 1 10463616 0 77751 MICRONET ENERTEC TECHNOLOGIE COM 595117102 12 11589 SH DFND 1 11589 0 0 MICROSEMI CORP COM 595137100 44224 944971 SH DFND 1 941059 0 3912 MICROSEMI CORP COM 595137100 29 640 SH DFND 1 2 640 0 0 MICROSOFT CORP COM 594918104 5609697 81512451 SH DFND 1 80933358 0 579093 MICROSOFT CORP COM 594918104 158 2306 SH DFND 1 2 2306 0 0 MICROSTRATEGY INC-CL A CL A NEW 594972408 15813 82505 SH DFND 1 82505 0 0 MICROVISION INC COM NEW 594960304 1210 571204 SH DFND 1 571204 0 0 MID PENN BANCORP INC COM 59540G107 775 28255 SH DFND 1 28255 0 0 MID-AMERICA APARTMENT COMM COM 59522J103 138573 1316851 SH DFND 1 1311923 0 4928 MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 19 14219 SH DFND 1 14219 0 0 MIDDLEBY CORP COM 596278101 64488 530909 SH DFND 1 530909 0 0 MIDDLEBY CORP COM 596278101 85 701 SH DFND 1 2 701 0 0 MIDDLEFIELD BANC CORP COM NEW 596304204 1493 29629 SH DFND 1 29629 0 0 MIDDLESEX WATER CO COM 596680108 6209 156803 SH DFND 1 156803 0 0 MIDLAND STATES BANCORP INC COM 597742105 2815 83984 SH DFND 1 83984 0 0 MIDSOUTH BANCORP INC COM 598039105 1046 89033 SH DFND 1 89033 0 0 MIDSTATES PETROLEUM CO INC COM PAR 59804T407 235 18563 SH DFND 1 18563 0 0 MIDWESTONE FINANCIAL GROUP I COM 598511103 2564 75664 SH DFND 1 75664 0 0 MILACRON HOLDINGS CORP COM 59870L106 6430 365580 SH DFND 1 365580 0 0 MILESTONE SCIENTIFIC INC COM NEW 59935P209 68 45410 SH DFND 1 45410 0 0 MILLER INDUSTRIES INC/TENN COM NEW 600551204 1993 80220 SH DFND 1 80220 0 0 MIMECAST LTD ORD SHS G14838109 927 34643 SH DFND 1 34643 0 0 MIMEDX GROUP INC COM 602496101 15170 1013382 SH DFND 1 1013382 0 0 MIMEDX GROUP INC COM 602496101 143 9575 SH DFND 1 2 9575 0 0 MINDBODY INC - CLASS A COM CL A 60255W105 7380 271359 SH DFND 1 271359 0 0 MINERALS TECHNOLOGIES INC COM 603158106 22620 309020 SH DFND 1 307825 0 1195 MINERVA NEUROSCIENCES INC COM 603380106 1476 166836 SH DFND 1 166836 0 0 MIRAGEN THERAPEUTICS INC COM 60463E103 398 30826 SH DFND 1 30826 0 0 MIRATI THERAPEUTICS INC COM 60468T105 372 102064 SH DFND 1 102064 0 0 MISONIX INC COM 604871103 294 30511 SH DFND 1 30511 0 0 MISTRAS GROUP INC COM 60649T107 3043 138544 SH DFND 1 138544 0 0 MITCHAM INDUSTRIES INC COM 606501104 281 70654 SH DFND 1 70654 0 0 MITEK SYSTEMS INC COM NEW 606710200 2202 262157 SH DFND 1 262157 0 0 MITEL NETWORKS CORP COM 60671Q104 669 91031 SH DFND 1 91031 0 0 MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADR 606822104 375 55669 SH DFND 1 40714 0 14955 MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 198 54216 SH DFND 1 31592 0 22624 MKS INSTRUMENTS INC COM 55306N104 38540 572673 SH DFND 1 572673 0 0 MKS INSTRUMENTS INC COM 55306N104 29 439 SH DFND 1 2 439 0 0 MOBILE MINI INC COM 60740F105 11422 382653 SH DFND 1 382502 0 151 MOBILE TELESYSTEMS-SP ADR SPONSORED ADR 607409109 844 100785 SH DFND 1 100785 0 0 MOBILEIRON INC COM NEW 60739U204 355 58695 SH DFND 1 2 58695 0 0 MOBILEIRON INC COM NEW 60739U204 2627 434218 SH DFND 1 434218 0 0 MOBILEYE NV ORD SHS N51488117 29206 465737 SH DFND 1 465737 0 0 MODEL N INC COM 607525102 2567 193022 SH DFND 1 193022 0 0 MODINE MANUFACTURING CO COM 607828100 6399 386694 SH DFND 1 386694 0 0 MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 326 191212 SH DFND 1 191212 0 0 MOELIS & CO - CLASS A CL A 60786M105 7580 195119 SH DFND 1 194875 0 244 MOELIS & CO - CLASS A CL A 60786M105 59 1540 SH DFND 1 2 1540 0 0 MOH 1.125 01/15/20 NOTE 1.125% 1/1 60855RAC4 4371 2500000 PRN DFND 1 2 2500000 0 0 MOHAWK INDUSTRIES INC COM 608190104 151148 626428 SH DFND 1 623687 0 2741 MOLECULIN BIOTECH INC COM 60855D101 110 58888 SH DFND 1 58888 0 0 MOLINA HEALTHCARE INC COM 60855R100 44 640 SH DFND 1 2 640 0 0 MOLINA HEALTHCARE INC COM 60855R100 31503 455389 SH DFND 1 453700 0 1689 MOLSON COORS BREWING CO -B CL B 60871R209 160240 1859160 SH DFND 1 1851148 0 8012 MOLSON COORS BREWING CO -B CL B 60871R209 69 804 SH DFND 1 2 804 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 10376 614008 SH DFND 1 614008 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 103 6148 SH DFND 1 2 6148 0 0 MOMO INC-SPON ADR ADR 60879B107 394 10679 SH DFND 1 2 10679 0 0 MOMO INC-SPON ADR ADR 60879B107 6661 180854 SH DFND 1 180854 0 0 MONARCH CASINO & RESORT INC COM 609027107 2869 94843 SH DFND 1 94843 0 0 MONDELEZ INTERNATIONAL INC-A CL A 609207105 31 739 SH DFND 1 2 739 0 0 MONDELEZ INTERNATIONAL INC-A CL A 609207105 673244 15613863 SH DFND 1 15501696 0 112167 MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 4742 274917 SH DFND 1 274917 0 0 MONMOUTH REAL ESTATE INV COR CL A 609720107 8171 542965 SH DFND 1 542965 0 0 MONOGRAM RESIDENTIAL TRUST I COM 60979P105 15461 1592286 SH DFND 1 1592286 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 32344 335527 SH DFND 1 334249 0 1278 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 6650 363423 SH DFND 1 363423 0 0 MONRO MUFFLER BRAKE INC COM 610236101 11651 279077 SH DFND 1 279077 0 0 MONRO MUFFLER BRAKE INC COM 610236101 270 6468 SH DFND 1 2 6468 0 0 MONSANTO CO COM 61166W101 1183 10000 SH DFND 1 2 10000 0 0 MONSANTO CO COM 61166W101 490396 4150692 SH DFND 1 4131203 0 19489 MONSTER BEVERAGE CORP COM 61174X109 218086 4396633 SH DFND 1 4362394 0 34239 MOODY'S CORP COM 615369105 192864 1587906 SH DFND 1 1580685 0 7221 MOOG INC-CLASS A CL A 615394202 78 1088 SH DFND 1 2 1088 0 0 MOOG INC-CLASS A CL A 615394202 27084 377638 SH DFND 1 377638 0 0 MORGAN STANLEY COM NEW 617446448 648770 14583702 SH DFND 1 14521902 0 61800 MORGAN STANLEY ASIA PACIFIC COM 61744U106 995 59942 SH DFND 1 2 59942 0 0 MORGAN STANLEY EMRG MKT DEBT COM 61744H105 365 36953 SH DFND 1 2 36953 0 0 MORNINGSTAR INC COM 617700109 19379 247379 SH DFND 1 247379 0 0 MORNINGSTAR INC COM 617700109 306 3915 SH DFND 1 2 3915 0 0 MOSAIC CO/THE COM 61945C103 196 8590 SH DFND 1 2 8590 0 0 MOSAIC CO/THE COM 61945C103 80038 3511538 SH DFND 1 3496008 0 15530 MOSYS INC COM NEW 619718208 41 24373 SH DFND 1 24373 0 0 MOTORCAR PARTS OF AMERICA IN COM 620071100 4368 154683 SH DFND 1 154683 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 145945 1685278 SH DFND 1 1677658 0 7620 MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 220 73559 SH DFND 1 73559 0 0 MOVADO GROUP INC COM 624580106 69 2756 SH DFND 1 2 2756 0 0 MOVADO GROUP INC COM 624580106 6107 241866 SH DFND 1 241866 0 0 MRC GLOBAL INC COM 55345K103 12292 744114 SH DFND 1 744114 0 0 MRV COMMUNICATIONS INC COM NEW 553477407 243 24766 SH DFND 1 24766 0 0 MSA SAFETY INC COM 553498106 24390 300491 SH DFND 1 299431 0 1060 MSA SAFETY INC COM 553498106 18 222 SH DFND 1 2 222 0 0 MSC INDUSTRIAL DIRECT CO-A CL A 553530106 29963 348576 SH DFND 1 346660 0 1916 MSCI INC COM 55354G100 71552 695076 SH DFND 1 691590 0 3486 MSG NETWORKS INC- A CL A 553573106 16324 727156 SH DFND 1 727156 0 0 MTGE INVESTMENT CORP COM 55378A105 8746 465255 SH DFND 1 460881 0 4374 MTGE INVESTMENT CORP COM 55378A105 282 15016 SH DFND 1 2 15016 0 0 MTS SYSTEMS CORP COM 553777103 7540 145570 SH DFND 1 145408 0 162 MU 3 11/15/43 G NOTE 3.000%11/1 595112AY9 2250 2000000 PRN DFND 1 2 2000000 0 0 MU 3.125 05/01/32 D NOTE 3.125% 5/0 595112AX1 18521 6100000 PRN DFND 1 2 6100000 0 0 MUELLER INDUSTRIES INC COM 624756102 13980 459121 SH DFND 1 459121 0 0 MUELLER WATER PRODUCTS INC-A COM SER A 624758108 14970 1281683 SH DFND 1 1281683 0 0 MULESOFT INC -A CL A 625207105 4055 162629 SH DFND 1 162629 0 0 MULTI-COLOR CORP COM 625383104 9549 117029 SH DFND 1 116530 0 499 MURPHY OIL CORP COM 626717102 43639 1705291 SH DFND 1 1698000 0 7291 MURPHY USA INC COM 626755102 20993 283281 SH DFND 1 282115 0 1166 MUTUALFIRST FINANCIAL INC COM 62845B104 1784 49992 SH DFND 1 49992 0 0 MYERS INDUSTRIES INC COM 628464109 3196 178098 SH DFND 1 178098 0 0 MYLAN NV SHS EURO N59465109 194667 5022495 SH DFND 1 4986687 0 35808 MYLAN NV SHS EURO N59465109 80 2073 SH DFND 1 2 2073 0 0 MYOKARDIA INC COM 62857M105 1921 146707 SH DFND 1 146707 0 0 MYR GROUP INC/DELAWARE COM 55405W104 77 2507 SH DFND 1 2 2507 0 0 MYR GROUP INC/DELAWARE COM 55405W104 4839 156013 SH DFND 1 156013 0 0 MYRIAD GENETICS INC COM 62855J104 16896 653875 SH DFND 1 653875 0 0 N B T BANCORP INC COM 628778102 15289 413776 SH DFND 1 413776 0 0 NABORS INDUSTRIES LTD SHS G6359F103 18227 2239286 SH DFND 1 2229649 0 9637 NABORS INDUSTRIES LTD SHS G6359F103 751 92300 SH DFND 1 2 92300 0 0 NACCO INDUSTRIES-CL A CL A 629579103 2506 35377 SH DFND 1 35377 0 0 NAKED BRANDS GROUP INC COM NEW 629839200 53 34817 SH DFND 1 34817 0 0 NANOMETRICS INC COM 630077105 8546 337924 SH DFND 1 337924 0 0 NANOMETRICS INC COM 630077105 55 2189 SH DFND 1 2 2189 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 198 11986 SH DFND 1 2 11986 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 2368 143215 SH DFND 1 143215 0 0 NANOVIRICIDES INC COM NEW 630087203 237 175983 SH DFND 1 175983 0 0 NANTHEALTH INC COM 630104107 363 85902 SH DFND 1 85902 0 0 NANTKWEST INC COM 63016Q102 2212 291501 SH DFND 1 291501 0 0 NAPCO SECURITY TECHNOLOGIES COM 630402105 490 52167 SH DFND 1 52167 0 0 NASDAQ INC COM 631103108 87787 1229843 SH DFND 1 1224898 0 4945 NASDAQ INC COM 631103108 26 377 SH DFND 1 2 377 0 0 NATERA INC COM 632307104 2803 258110 SH DFND 1 258110 0 0 NATHAN'S FAMOUS INC COM 632347100 1625 25802 SH DFND 1 25802 0 0 NATIONAL AMERICAN UNIVERSITY COM 63245Q105 76 30209 SH DFND 1 30209 0 0 NATIONAL BANK HOLD-CL A CL A 633707104 6932 209367 SH DFND 1 209367 0 0 NATIONAL BANKSHARES INC/VA COM 634865109 2034 49862 SH DFND 1 49862 0 0 NATIONAL BEVERAGE CORP COM 635017106 11686 124910 SH DFND 1 124910 0 0 NATIONAL CINEMEDIA INC COM 635309107 4067 548214 SH DFND 1 543524 0 4690 NATIONAL COMMERCE CORP COM 63546L102 3262 82487 SH DFND 1 82487 0 0 NATIONAL FUEL GAS CO COM 636180101 41952 751291 SH DFND 1 748416 0 2875 NATIONAL GENERAL HLDGS COM 636220303 11407 540628 SH DFND 1 540628 0 0 NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 1090 17366 SH DFND 1 15985 0 1381 NATIONAL HEALTHCARE CORP COM 635906100 7878 112323 SH DFND 1 112323 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 36019 895558 SH DFND 1 891952 0 3606 NATIONAL OILWELL VARCO INC COM 637071101 124345 3781532 SH DFND 1 3764491 0 17041 NATIONAL PRESTO INDS INC COM 637215104 4380 39640 SH DFND 1 39640 0 0 NATIONAL RESEARCH CORP-A CL A 637372202 1965 73081 SH DFND 1 73081 0 0 NATIONAL RETAIL PROPERTIES COM 637417106 47908 1225765 SH DFND 1 1220725 0 5040 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 9580 414546 SH DFND 1 414546 0 0 NATIONAL WESTERN LIFE GROU-A CL A 638517102 6325 19792 SH DFND 1 19792 0 0 NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 4503 251756 SH DFND 1 251756 0 0 NATL HEALTH INVESTORS INC COM 63633D104 28599 361110 SH DFND 1 361110 0 0 NATURAL ALTERNATIVES INTL COM NEW 638842302 239 23978 SH DFND 1 23978 0 0 NATURAL GAS SERVICES GROUP COM 63886Q109 2626 105690 SH DFND 1 105690 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 582 70430 SH DFND 1 70430 0 0 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1749 62813 SH DFND 1 62605 0 208 NATURES SUNSHINE PRODS INC COM 639027101 900 67991 SH DFND 1 67991 0 0 NATUS MEDICAL INC COM 639050103 13920 373194 SH DFND 1 373194 0 0 NAUTILUS INC COM 63910B102 5793 302551 SH DFND 1 302551 0 0 NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 367 720207 SH DFND 1 720207 0 0 NAVIENT CORP COM 63938C108 63366 3811086 SH DFND 1 3797599 0 13487 NAVIENT CORP COM 63938C108 383 23021 SH DFND 1 2 23021 0 0 NAVIGANT CONSULTING INC COM 63935N107 659 33354 SH DFND 1 2 33354 0 0 NAVIGANT CONSULTING INC COM 63935N107 7347 371846 SH DFND 1 371846 0 0 NAVIGATORS GROUP INC COM 638904102 10960 199636 SH DFND 1 199636 0 0 NAVIOS MARITIME ACQUISITION SHS Y62159101 383 260723 SH DFND 1 249456 0 11267 NAVIOS MARITIME ACQUISITION SHS Y62159101 194 132424 SH DFND 1 2 132424 0 0 NAVIOS MARITIME HOLDINGS INC COM Y62196103 203 148765 SH DFND 1 148765 0 0 NAVISTAR INTERNATIONAL CORP COM 63934E108 12523 477451 SH DFND 1 477451 0 0 NCI BUILDING SYSTEMS INC COM NEW 628852204 6192 370790 SH DFND 1 370790 0 0 NCI INC-A CL A 62886K104 1914 90758 SH DFND 1 90758 0 0 NCR CORPORATION COM 62886E108 42138 1031799 SH DFND 1 1027719 0 4080 NCR CORPORATION COM 62886E108 167 4100 SH DFND 1 2 4100 0 0 NCS MULTISTAGE HOLDINGS INC COM 628877102 3265 129705 SH DFND 1 129705 0 0 NEENAH PAPER INC COM 640079109 10777 134297 SH DFND 1 134297 0 0 NEFF CORP-CLASS A COM CL A 640094207 1727 90910 SH DFND 1 90910 0 0 NEKTAR THERAPEUTICS COM 640268108 26971 1379594 SH DFND 1 1379594 0 0 NEKTAR THERAPEUTICS COM 640268108 14 763 SH DFND 1 2 763 0 0 NELNET INC-CL A CL A 64031N108 14211 302304 SH DFND 1 302304 0 0 NEOGEN CORP COM 640491106 22896 331300 SH DFND 1 331300 0 0 NEOGENOMICS INC COM NEW 64049M209 4085 456024 SH DFND 1 456024 0 0 NEONODE INC COM NEW 64051M402 189 175355 SH DFND 1 175355 0 0 NEOPHOTONICS CORP COM 64051T100 1819 235706 SH DFND 1 235706 0 0 NEOS THERAPEUTICS INC COM 64052L106 927 127089 SH DFND 1 127089 0 0 NEOTHETICS INC COM 64066G101 18 34419 SH DFND 1 34419 0 0 NEOVASC INC COM 64065J106 44 32189 SH DFND 1 32189 0 0 NEPTUNE TECH & BIORESSOURCES COM 64077P108 33 39978 SH DFND 1 39978 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 484 49171 SH DFND 1 49171 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 864 87660 SH DFND 1 2 87660 0 0 NET ELEMENT INC COM NEW 64111R201 17 26608 SH DFND 1 26608 0 0 NETAPP INC COM 64110D104 96 2404 SH DFND 1 2 2404 0 0 NETAPP INC COM 64110D104 127390 3185673 SH DFND 1 3173298 0 12375 NETEASE INC-ADR SPONSORED ADR 64110W102 53562 178727 SH DFND 1 176264 0 2463 NETFLIX INC COM 64110L106 621612 4167817 SH DFND 1 4135949 0 31868 NETGEAR INC COM 64111Q104 17353 402638 SH DFND 1 402638 0 0 NETGEAR INC COM 64111Q104 30 701 SH DFND 1 2 701 0 0 NETLIST INC COM 64118P109 276 270723 SH DFND 1 270723 0 0 NETSCOUT SYSTEMS INC COM 64115T104 26596 773163 SH DFND 1 770075 0 3088 NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 207 52458 SH DFND 1 52458 0 0 NETWORK-1 TECHNOLOGIES INC COM 64121N109 401 94441 SH DFND 1 2 94441 0 0 NETWORK-1 TECHNOLOGIES INC COM 64121N109 285 67212 SH DFND 1 67212 0 0 NEURALSTEM INC COM NEW 64127R401 481 83079 SH DFND 1 83079 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 32936 716020 SH DFND 1 715791 0 229 NEUROCRINE BIOSCIENCES INC COM 64125C109 17 371 SH DFND 1 2 371 0 0 NEURODERM LTD ORD SHS M74231107 526 17593 SH DFND 1 17593 0 0 NEUSTAR INC-CLASS A CL A 64126X201 14409 432064 SH DFND 1 429466 0 2598 NEVRO CORP COM 64157F103 13905 186822 SH DFND 1 186822 0 0 NEW AGE BEVERAGES CORP COM 64157V108 774 150922 SH DFND 1 150922 0 0 NEW HOME CO INC/THE COM 645370107 1085 94652 SH DFND 1 94652 0 0 NEW JERSEY RESOURCES CORP COM 646025106 27051 681401 SH DFND 1 678204 0 3197 NEW MEDIA INVESTMENT GROUP COM 64704V106 5837 433022 SH DFND 1 427423 0 5599 NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 15185 216374 SH DFND 1 215888 0 486 NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 439 6229 SH DFND 1 2 6229 0 0 NEW RELIC INC COM 64829B100 62 1454 SH DFND 1 2 1454 0 0 NEW RELIC INC COM 64829B100 10974 255151 SH DFND 1 255151 0 0 NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 40333 2592132 SH DFND 1 2587436 0 4696 NEW SENIOR INVESTMENT GROUP COM 648691103 6518 648576 SH DFND 1 648576 0 0 NEW YORK & CO COM 649295102 218 158300 SH DFND 1 158300 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 51093 3892928 SH DFND 1 3875590 0 17338 NEW YORK COMMUNITY BANCORP COM 649445103 31 2437 SH DFND 1 2 2437 0 0 NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 6035 970333 SH DFND 1 968054 0 2279 NEW YORK TIMES CO-A CL A 650111107 17171 970142 SH DFND 1 966031 0 4111 NEWELL BRANDS INC COM 651229106 257141 4803856 SH DFND 1 4782554 0 21302 NEWFIELD EXPLORATION CO COM 651290108 57453 2021982 SH DFND 1 2013339 0 8643 NEWFIELD EXPLORATION CO COM 651290108 239 8413 SH DFND 1 2 8413 0 0 NEWLINK GENETICS CORP COM 651511107 1568 213435 SH DFND 1 213361 0 74 NEWMARKET CORP COM 651587107 33455 72653 SH DFND 1 72341 0 312 NEWMONT MINING CORP COM 651639106 181066 5599291 SH DFND 1 5576155 0 23136 NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 4822 656105 SH DFND 1 656105 0 0 NEWS CORP - CLASS A CL A 65249B109 55944 4090094 SH DFND 1 4073512 0 16582 NEWS CORP - CLASS B CL B 65249B208 17866 1264253 SH DFND 1 1259056 0 5197 NEWSTAR FINANCIAL INC COM 65251F105 2170 206714 SH DFND 1 206714 0 0 NEWTEK BUSINESS SERVICES COR COM NEW 652526203 180 11111 SH DFND 1 11111 0 0 NEXEO SOLUTIONS INC COM SHS 65342H102 4088 492547 SH DFND 1 492547 0 0 NEXEO SOLUTIONS INC -CW19 *W EXP 06/09/202 65342H110 2749 5000030 SH DFND 1 2 5000030 0 0 NEXPOINT RESIDENTIAL COM 65341D102 4532 182094 SH DFND 1 182094 0 0 NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 22409 374738 SH DFND 1 374738 0 0 NEXTERA ENERGY INC COM 65339F101 19 142 SH DFND 1 2 142 0 0 NEXTERA ENERGY INC COM 65339F101 655486 4685681 SH DFND 1 4664806 0 20875 NI HOLDINGS INC COM 65342T106 1498 83826 SH DFND 1 83826 0 0 NIC INC COM 62914B100 10406 549144 SH DFND 1 549144 0 0 NIC INC COM 62914B100 21 1155 SH DFND 1 2 1155 0 0 NICE LTD - SPON ADR SPONSORED ADR 653656108 2843 36128 SH DFND 1 35844 0 284 NICHOLAS FINANCIAL INC COM NEW 65373J209 778 84318 SH DFND 1 84318 0 0 NICOLET BANKSHARES INC COM 65406E102 3109 56845 SH DFND 1 56845 0 0 NIELSEN HOLDINGS PLC SHS EUR G6518L108 132607 3435844 SH DFND 1 3420494 0 15350 NII HOLDINGS INC COM PAR 62913F508 120 150000 SH DFND 1 2 150000 0 0 NII HOLDINGS INC COM PAR 62913F508 468 583081 SH DFND 1 583081 0 0 NIKE INC -CL B CL B 654106103 818531 13896042 SH DFND 1 13835368 0 60674 NISOURCE INC COM 65473P105 81542 3221019 SH DFND 1 3206985 0 14034 NIVALIS THERAPEUTICS INC COM 65481J109 303 125962 SH DFND 1 125962 0 0 NL INDUSTRIES COM NEW 629156407 104 14826 SH DFND 1 2 14826 0 0 NL INDUSTRIES COM NEW 629156407 326 46294 SH DFND 1 46294 0 0 NMI HOLDINGS INC-CLASS A CL A 629209305 5582 487529 SH DFND 1 487529 0 0 NN INC COM 629337106 6292 229231 SH DFND 1 229231 0 0 NOBLE CORP PLC SHS USD G65431101 7524 2078696 SH DFND 1 2078696 0 0 NOBLE ENERGY INC COM 655044105 138502 4901771 SH DFND 1 4882021 0 19750 NOBLE ENERGY INC COM 655044105 73 2596 SH DFND 1 2 2596 0 0 NOKIA CORP-SPON ADR SPONSORED ADR 654902204 255 41416 SH DFND 1 38720 0 2696 NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 168 27891 SH DFND 1 18070 0 9821 NOODLES & CO COM CL A 65540B105 612 156957 SH DFND 1 156957 0 0 NORDIC AMERICAN TANKERS LTD COM G65773106 1178 185946 SH DFND 1 182742 0 3204 NORDSON CORP COM 655663102 54318 447727 SH DFND 1 445922 0 1805 NORDSTROM INC COM 655664100 60055 1257573 SH DFND 1 1252746 0 4827 NORFOLK SOUTHERN CORP COM 655844108 331677 2730291 SH DFND 1 2717018 0 13273 NORTH AMERICAN ENERGY PARTNE COM 656844107 184 42395 SH DFND 1 2 42395 0 0 NORTHEAST BANCORP COM NEW 663904209 1335 65629 SH DFND 1 65629 0 0 NORTHERN OIL AND GAS INC COM 665531109 433 309961 SH DFND 1 309961 0 0 NORTHERN TRUST CORP COM 665859104 222614 2293738 SH DFND 1 2284374 0 9364 NORTHFIELD BANCORP INC COM 66611T108 7277 424372 SH DFND 1 424372 0 0 NORTHRIM BANCORP INC COM 666762109 1768 58163 SH DFND 1 58163 0 0 NORTHROP GRUMMAN CORP COM 666807102 468157 1826658 SH DFND 1 1819084 0 7574 NORTHSTAR REALTY EUROPE CORP COM 66706L101 6446 508396 SH DFND 1 508396 0 0 NORTHWEST BANCSHARES INC COM 667340103 18350 1175590 SH DFND 1 1171229 0 4361 NORTHWEST NATURAL GAS CO COM 667655104 15833 264556 SH DFND 1 264556 0 0 NORTHWEST PIPE CO COM 667746101 1198 73726 SH DFND 1 73726 0 0 NORTHWESTERN CORP COM NEW 668074305 23797 389990 SH DFND 1 388359 0 1631 NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 73589 1356061 SH DFND 1 1349339 0 6722 NORWOOD FINANCIAL CORP COM 669549107 1020 24165 SH DFND 1 24165 0 0 NOVA LIFESTYLE INC COM 66979P102 197 130824 SH DFND 1 130824 0 0 NOVA MEASURING INSTRUMENTS COM M7516K103 286 12969 SH DFND 1 2 12969 0 0 NOVA MEASURING INSTRUMENTS COM M7516K103 406 18400 SH DFND 1 18400 0 0 NOVADAQ TECHNOLOGIES INC COM 66987G102 312 26701 SH DFND 1 26701 0 0 NOVAN INC COM 66988N106 200 49868 SH DFND 1 49868 0 0 NOVANTA INC COM 67000B104 10208 283566 SH DFND 1 283566 0 0 NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 1657 19858 SH DFND 1 18079 0 1779 NOVAVAX INC COM 670002104 2951 2566344 SH DFND 1 2566344 0 0 NOVELION THERAPEUTICS INC COM NEW 67001K202 237 25722 SH DFND 1 25722 0 0 NOVOCURE LTD ORD SHS G6674U108 2804 162091 SH DFND 1 162091 0 0 NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1088 25390 SH DFND 1 23266 0 2124 NOW 0 11/01/18 NOTE 11/0 81762PAB8 18273 12500000 PRN DFND 1 2 12500000 0 0 NOW INC COM 67011P100 13578 844419 SH DFND 1 840790 0 3629 NRG ENERGY INC COM NEW 629377508 56232 3269742 SH DFND 1 3256028 0 13714 NRG YIELD INC-CLASS A CL A NEW 62942X306 6538 383268 SH DFND 1 383268 0 0 NRG YIELD INC-CLASS C CL C 62942X405 9539 542023 SH DFND 1 540334 0 1689 NTN BUZZTIME INC COM PAR 629410606 144 21179 SH DFND 1 21179 0 0 NTT DOCOMO INC-SPON ADR SPONS ADR 62942M201 771 32629 SH DFND 1 29611 0 3018 NU SKIN ENTERPRISES INC - A CL A 67018T105 64 1031 SH DFND 1 2 1031 0 0 NU SKIN ENTERPRISES INC - A CL A 67018T105 26022 414112 SH DFND 1 411899 0 2213 NUANCE COMMUNICATIONS INC COM 67020Y100 39871 2291011 SH DFND 1 2291011 0 0 NUCOR CORP COM 670346105 213614 3696669 SH DFND 1 3682126 0 14543 NUCOR CORP COM 670346105 36 627 SH DFND 1 2 627 0 0 NUMEREX CORP -CL A CL A 67053A102 362 73465 SH DFND 1 73465 0 0 NUTANIX INC - A CL A 67059N108 6899 342425 SH DFND 1 342425 0 0 NUTRACEUTICAL INTL CORP COM 67060Y101 3405 81760 SH DFND 1 81760 0 0 NUTRISYSTEM INC COM 67069D108 13086 251423 SH DFND 1 251423 0 0 NUVASIVE INC COM 670704105 32845 427004 SH DFND 1 425299 0 1705 NUVECTRA CORP COM 67075N108 676 50948 SH DFND 1 50948 0 0 NUVEEN CT QUAL MUNI INC FD COM 67060D107 723 58608 SH DFND 1 2 58608 0 0 NUVEEN MD QUAL MUNI INC FD COM 67061Q107 868 66901 SH DFND 1 2 66901 0 0 NUVEEN MI QUAL MUNI INC FD COM 670979103 251 18324 SH DFND 1 2 18324 0 0 NUVEEN NC QUAL MUNI INC FD COM 67060P100 179 13487 SH DFND 1 2 13487 0 0 NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 901 65779 SH DFND 1 2 65779 0 0 NUVEEN PA QUAL MUNI INC FD COM 670972108 1154 86263 SH DFND 1 2 86263 0 0 NV5 GLOBAL INC COM 62945V109 2837 66760 SH DFND 1 66760 0 0 NVE CORP COM NEW 629445206 3193 41479 SH DFND 1 41479 0 0 NVIDIA CORP COM 67066G104 924207 6403170 SH DFND 1 6358905 0 44265 NVR INC COM 62944T105 115 48 SH DFND 1 2 48 0 0 NVR INC COM 62944T105 80943 33590 SH DFND 1 33472 0 118 NXP SEMICONDUCTORS NV COM N6596X109 134795 1237266 SH DFND 1 1237266 0 0 NXPI 1 12/01/19 DBCV 1.000%12/0 62952QAB6 8204 6880000 PRN DFND 1 2 6880000 0 0 NXSTAGE MEDICAL INC COM 67072V103 15421 615151 SH DFND 1 615151 0 0 NXT-ID INC COM NEW 67091J206 56 30092 SH DFND 1 30092 0 0 NYMOX PHARMACEUTICAL CORP COM P73398102 326 74107 SH DFND 1 74107 0 0 O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 26 13662 SH DFND 1 13662 0 0 OASIS PETROLEUM INC COM 674215108 14877 1848144 SH DFND 1 1848144 0 0 OBALON THERAPEUTICS INC COM 67424L100 228 23055 SH DFND 1 23055 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 440848 7376435 SH DFND 1 7341547 0 34888 OCEAN BIO-CHEM INC COM 674631106 108 26292 SH DFND 1 26292 0 0 OCEAN RIG UDW INC SHS G66964100 8 54499 SH DFND 1 54499 0 0 OCEANEERING INTL INC COM 675232102 161 7062 SH DFND 1 2 7062 0 0 OCEANEERING INTL INC COM 675232102 18030 789440 SH DFND 1 786152 0 3288 OCEANFIRST FINANCIAL CORP COM 675234108 7478 275752 SH DFND 1 275752 0 0 OCERA THERAPEUTICS INC COM 67552A108 66 57658 SH DFND 1 57658 0 0 OCLARO INC COM NEW 67555N206 13234 1416938 SH DFND 1 1416938 0 0 OCLARO INC COM NEW 67555N206 1401 150000 SH DFND 1 2 150000 0 0 OCULAR THERAPEUTIX INC COM 67576A100 1686 181885 SH DFND 1 181643 0 242 OCWEN FINANCIAL CORP COM NEW 675746309 2137 794505 SH DFND 1 794505 0 0 ODYSSEY MARINE EXPLORATION COM NEW 676118201 114 31729 SH DFND 1 31729 0 0 OFFICE DEPOT INC COM 676220106 83 14721 SH DFND 1 2 14721 0 0 OFFICE DEPOT INC COM 676220106 35676 6325557 SH DFND 1 6308147 0 17410 OFG BANCORP COM 67103X102 3615 361569 SH DFND 1 361569 0 0 OGE ENERGY CORP COM 670837103 55919 1607959 SH DFND 1 1601219 0 6740 OHIO VALLEY BANC CORP COM 677719106 624 17321 SH DFND 1 17321 0 0 OHR PHARMACEUTICAL INC COM NEW 67778H200 96 151120 SH DFND 1 151120 0 0 OIL STATES INTERNATIONAL INC COM 678026105 11223 413394 SH DFND 1 411648 0 1746 OIL-DRI CORP OF AMERICA COM 677864100 1405 33457 SH DFND 1 33457 0 0 OKTA INC CL A 679295105 3142 137831 SH DFND 1 137831 0 0 OLD DOMINION FREIGHT LINE COM 679580100 54661 573931 SH DFND 1 571591 0 2340 OLD LINE BANCSHARES INC COM 67984M100 1461 51846 SH DFND 1 51846 0 0 OLD NATIONAL BANCORP COM 680033107 20733 1201936 SH DFND 1 1201936 0 0 OLD POINT FINANCIAL CORP COM 680194107 442 13453 SH DFND 1 13453 0 0 OLD REPUBLIC INTL CORP COM 680223104 44091 2257621 SH DFND 1 2249364 0 8257 OLD SECOND BANCORP INC COM 680277100 2558 221474 SH DFND 1 221474 0 0 OLIN CORP COM PAR $1 680665205 28 937 SH DFND 1 2 937 0 0 OLIN CORP COM PAR $1 680665205 39859 1316369 SH DFND 1 1310785 0 5584 OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 17607 413311 SH DFND 1 413311 0 0 OLYMPIC STEEL INC COM 68162K106 1601 82201 SH DFND 1 82201 0 0 OM ASSET MANAGEMENT PLC SHS G67506108 3098 208513 SH DFND 1 208513 0 0 OM ASSET MANAGEMENT PLC SHS G67506108 294 19791 SH DFND 1 2 19791 0 0 OMEGA FLEX INC COM 682095104 2617 40651 SH DFND 1 40651 0 0 OMEGA HEALTHCARE INVESTORS COM 681936100 59221 1793493 SH DFND 1 1786523 0 6970 OMEGA PROTEIN CORP COM 68210P107 8150 455315 SH DFND 1 455315 0 0 OMEGA PROTEIN CORP COM 68210P107 272 15203 SH DFND 1 2 15203 0 0 OMEROS CORP COM 682143102 6855 344399 SH DFND 1 344399 0 0 OMINTO INC COM NEW 68217C208 693 45468 SH DFND 1 45468 0 0 OMNICELL INC COM 68213N109 13584 315187 SH DFND 1 315187 0 0 OMNICOM GROUP COM 681919106 126 1523 SH DFND 1 2 1523 0 0 OMNICOM GROUP COM 681919106 206553 2495523 SH DFND 1 2484825 0 10698 OMNOVA SOLUTIONS INC COM 682129101 64 6634 SH DFND 1 2 6634 0 0 OMNOVA SOLUTIONS INC COM 682129101 2990 306670 SH DFND 1 306670 0 0 ON ASSIGNMENT INC COM 682159108 20743 383067 SH DFND 1 383067 0 0 ON DECK CAPITAL INC COM 682163100 1609 345429 SH DFND 1 345429 0 0 ON SEMICONDUCTOR CORP COM 682189105 31 2242 SH DFND 1 2 2242 0 0 ON SEMICONDUCTOR CORP COM 682189105 49811 3547849 SH DFND 1 3547849 0 0 ON TRACK INNOVATIONS LTD SHS M8791A109 29 22179 SH DFND 1 22179 0 0 ONCOBIOLOGICS INC COM 68235M105 11 11165 SH DFND 1 11165 0 0 ONCOCYTE CORP COM 68235C107 111 21474 SH DFND 1 21474 0 0 ONCOGENEX PHARMACEUTICAL INC COM 68230A106 53 148356 SH DFND 1 148356 0 0 ONCOMED PHARMACEUTICALS INC COM 68234X102 414 124569 SH DFND 1 124569 0 0 ONCOSEC MEDICAL INC COM NEW 68234L207 67 57031 SH DFND 1 57031 0 0 ONE GAS INC COM 68235P108 34982 501106 SH DFND 1 499339 0 1767 ONE LIBERTY PROPERTIES INC COM 682406103 3263 139297 SH DFND 1 139297 0 0 ONEBEACON INSURANCE GROUP-A CL A G67742109 3734 204835 SH DFND 1 204835 0 0 ONEMAIN HOLDINGS INC COM 68268W103 10433 424305 SH DFND 1 424305 0 0 ONEOK INC COM 682680103 318 6105 SH DFND 1 2 6105 0 0 ONEOK INC COM 682680103 208571 4004846 SH DFND 1 3986093 0 18753 OOMA INC COM 683416101 1215 151985 SH DFND 1 151985 0 0 OPEN TEXT CORP COMSTK 683715106 12585 399590 SH DFND 1 399590 0 0 OPEXA THERAPEUTICS INC COM PAR 68372T301 23 35913 SH DFND 1 35913 0 0 OPGEN INC COM 68373L109 26 41093 SH DFND 1 41093 0 0 OPHTHOTECH CORP COM 683745103 477 186553 SH DFND 1 186553 0 0 OPKO HEALTH INC COM 68375N103 20791 3159863 SH DFND 1 3159863 0 0 OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 1395 85119 SH DFND 1 85119 0 0 OPTICAL CABLE CORP COM NEW 683827208 29 12030 SH DFND 1 12030 0 0 OPUS BANK COM 684000102 4106 169672 SH DFND 1 169672 0 0 ORACLE CORP COM 68389X105 1472838 29425917 SH DFND 1 29288103 0 137814 ORAGENICS INC COM NEW 684023203 33 89941 SH DFND 1 89941 0 0 ORANGE-SPON ADR SPONSORED ADR 684060106 289 18095 SH DFND 1 16883 0 1212 ORASURE TECHNOLOGIES INC COM 68554V108 8788 509195 SH DFND 1 509195 0 0 ORBCOMM INC COM 68555P100 6398 566248 SH DFND 1 566248 0 0 ORBITAL ATK INC COM 68557N103 45153 459067 SH DFND 1 457124 0 1943 ORBOTECH LTD ORD M75253100 1008 30909 SH DFND 1 30909 0 0 ORCHID ISLAND CAPITAL INC COM 68571X103 2640 267819 SH DFND 1 267819 0 0 ORCHIDS PAPER PRODUCTS CO COM 68572N104 903 69735 SH DFND 1 68995 0 740 O'REILLY AUTOMOTIVE INC COM 67103H107 25 115 SH DFND 1 2 115 0 0 O'REILLY AUTOMOTIVE INC COM 67103H107 232681 1065327 SH DFND 1 1058694 0 6633 OREXIGEN THERAPEUTICS INC COM NEW 686164302 186 64228 SH DFND 1 64228 0 0 ORGANOVO HOLDINGS INC COM 68620A104 2572 977998 SH DFND 1 977998 0 0 ORIGIN AGRITECH LTD SHS G67828106 15 10619 SH DFND 1 10619 0 0 ORION ENERGY SYSTEMS INC COM 686275108 148 116148 SH DFND 1 116148 0 0 ORION GROUP HOLDINGS INC COM 68628V308 47 6425 SH DFND 1 2 6425 0 0 ORION GROUP HOLDINGS INC COM 68628V308 1515 202841 SH DFND 1 202841 0 0 ORITANI FINANCIAL CORP COM 68633D103 6923 406096 SH DFND 1 406096 0 0 ORIX - SPONSORED ADR SPONSORED ADR 686330101 393 5050 SH DFND 1 4555 0 495 ORMAT TECHNOLOGIES INC COM 686688102 21780 371171 SH DFND 1 371171 0 0 ORRSTOWN FINL SERVICES INC COM 687380105 1246 54571 SH DFND 1 54571 0 0 ORTHOFIX INTERNATIONAL NV COM N6748L102 11808 254058 SH DFND 1 254058 0 0 OSHKOSH CORP COM 688239201 40955 594588 SH DFND 1 592069 0 2519 OSI SYSTEMS INC COM 671044105 11574 154015 SH DFND 1 154015 0 0 OTONOMY INC COM 68906L105 4069 215914 SH DFND 1 215914 0 0 OTTER TAIL CORP COM 689648103 13806 348657 SH DFND 1 348657 0 0 OUTFRONT MEDIA INC COM 69007J106 27300 1180820 SH DFND 1 1180715 0 105 OVASCIENCE INC COM 69014Q101 354 226957 SH DFND 1 226957 0 0 OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 1553 584110 SH DFND 1 584110 0 0 OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 845 317683 SH DFND 1 2 317683 0 0 OVERSTOCK.COM INC COM 690370101 2156 132299 SH DFND 1 132299 0 0 OVID THERAPEUTICS INC COM 690469101 292 27842 SH DFND 1 27842 0 0 OWENS & MINOR INC COM 690732102 23211 721065 SH DFND 1 717353 0 3712 OWENS & MINOR INC COM 690732102 1220 37912 SH DFND 1 2 37912 0 0 OWENS CORNING COM 690742101 834 12471 SH DFND 1 2 12471 0 0 OWENS CORNING COM 690742101 88578 1323648 SH DFND 1 1323648 0 0 OWENS REALTY MORTGAGE INC COM 690828108 1848 108985 SH DFND 1 108985 0 0 OWENS-ILLINOIS INC COM NEW 690768403 29961 1252561 SH DFND 1 1247080 0 5481 OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 907 53938 SH DFND 1 53938 0 0 OXFORD INDUSTRIES INC COM 691497309 7589 121449 SH DFND 1 121449 0 0 P G & E CORP COM 69331C108 322523 4868242 SH DFND 1 4845094 0 23148 P.A.M. TRANSPORTATION SVCS COM 693149106 343 18125 SH DFND 1 18125 0 0 PACCAR INC COM 693718108 246214 3734271 SH DFND 1 3707768 0 26503 PACIFIC BIOSCIENCES OF CALIF COM 69404D108 2362 663555 SH DFND 1 663555 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 4450 174205 SH DFND 1 174205 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 1881 300991 SH DFND 1 300991 0 0 PACIFIC MERCANTILE BANCORP COM 694552100 1120 127340 SH DFND 1 127340 0 0 PACIFIC PREMIER BANCORP INC COM 69478X105 11003 298206 SH DFND 1 298206 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 19206 402650 SH DFND 1 402650 0 0 PACKAGING CORP OF AMERICA COM 695156109 86837 779879 SH DFND 1 776603 0 3276 PACWEST BANCORP COM 695263103 94 2029 SH DFND 1 2 2029 0 0 PACWEST BANCORP COM 695263103 48044 1028788 SH DFND 1 1023735 0 5053 PAIN THERAPEUTICS INC COM NEW 69562K506 116 28219 SH DFND 1 28219 0 0 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 361 839777 SH DFND 1 839777 0 0 PALO ALTO NETWORKS INC COM 697435105 86134 644028 SH DFND 1 644028 0 0 PAN AMERICAN SILVER CORP COM 697900108 1607 95554 SH DFND 1 95391 0 163 PANDORA MEDIA INC COM 698354107 15946 1787714 SH DFND 1 1787714 0 0 PANERA BREAD COMPANY-CLASS A CL A 69840W108 54961 174682 SH DFND 1 173963 0 719 PANHANDLE OIL AND GAS INC-A CL A 698477106 2907 125865 SH DFND 1 125865 0 0 PAPA JOHN'S INTL INC COM 698813102 29 417 SH DFND 1 2 417 0 0 PAPA JOHN'S INTL INC COM 698813102 16625 231679 SH DFND 1 230787 0 892 PAPA MURPHY'S HOLDINGS INC COM 698814100 311 71313 SH DFND 1 71313 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4657 258183 SH DFND 1 258183 0 0 PAR TECHNOLOGY CORP/DEL COM 698884103 232 27309 SH DFND 1 27309 0 0 PARAGON COMMERCIAL CORP COM NEW 69911U403 895 17061 SH DFND 1 17061 0 0 PARAMOUNT GOLD NEVADA CORP COM 69924M109 46 30702 SH DFND 1 30702 0 0 PARAMOUNT GROUP INC COM 69924R108 28647 1790466 SH DFND 1 1790466 0 0 PARATEK PHARMACEUTICALS INC COM 699374302 4565 189447 SH DFND 1 189447 0 0 PARETEUM CORP COM NEW 69946T207 19 34447 SH DFND 1 34447 0 0 PAREXEL INTERNATIONAL CORP COM 699462107 39013 448892 SH DFND 1 447184 0 1708 PARK CITY GROUP INC COM NEW 700215304 1428 117541 SH DFND 1 117541 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 2727 148053 SH DFND 1 148053 0 0 PARK HOTELS & RESORTS INC COM 700517105 77 2889 SH DFND 1 2 2889 0 0 PARK HOTELS & RESORTS INC COM 700517105 61176 2269186 SH DFND 1 2269186 0 0 PARK NATIONAL CORP COM 700658107 11489 110773 SH DFND 1 109989 0 784 PARK STERLING CORP COM 70086Y105 5283 444735 SH DFND 1 444735 0 0 PARKE BANCORP INC COM 700885106 365 16324 SH DFND 1 16324 0 0 PARKER DRILLING CO COM 701081101 1350 1000576 SH DFND 1 1000576 0 0 PARKER DRILLING CO COM 701081101 14 10968 SH DFND 1 2 10968 0 0 PARKER HANNIFIN CORP COM 701094104 214255 1342827 SH DFND 1 1336898 0 5929 PARKERVISION INC COM NEW 701354300 145 81220 SH DFND 1 81220 0 0 PARK-OHIO HOLDINGS CORP COM 700666100 2728 71606 SH DFND 1 71606 0 0 PARKWAY INC COM 70156Q107 9625 420504 SH DFND 1 420504 0 0 PARSLEY ENERGY INC-CLASS A CL A 701877102 49517 1785410 SH DFND 1 1785410 0 0 PARTY CITY HOLDCO INC COM 702149105 3253 207863 SH DFND 1 207863 0 0 PATHEON NV SHS N6865W105 1046 30000 SH DFND 1 2 30000 0 0 PATHEON NV SHS N6865W105 1766 50651 SH DFND 1 50651 0 0 PATRICK INDUSTRIES INC COM 703343103 10012 137446 SH DFND 1 137446 0 0 PATRIOT NATIONAL INC COM 70338T102 105 49828 SH DFND 1 49828 0 0 PATTERN ENERGY GROUP INC CL A 70338P100 15774 661703 SH DFND 1 660400 0 1303 PATTERSON COS INC COM 703395103 43293 923442 SH DFND 1 919902 0 3540 PATTERSON-UTI ENERGY INC COM 703481101 31420 1556223 SH DFND 1 1550619 0 5604 PATTERSON-UTI ENERGY INC COM 703481101 0 1 SH DFND 1 2 1 0 0 PAYCHEX INC COM 704326107 220212 3873072 SH DFND 1 3846004 0 27068 PAYCHEX INC COM 704326107 24 422 SH DFND 1 2 422 0 0 PAYCOM SOFTWARE INC COM 70432V102 24522 358461 SH DFND 1 358461 0 0 PAYLOCITY HOLDING CORP COM 70438V106 10358 229261 SH DFND 1 229261 0 0 PAYPAL HOLDINGS INC COM 70450Y103 592413 11057270 SH DFND 1 10971990 0 85280 PB BANCORP INC COM 70454T100 126 11925 SH DFND 1 11925 0 0 PBF ENERGY INC-CLASS A CL A 69318G106 19303 867185 SH DFND 1 862782 0 4403 PC CONNECTION INC COM 69318J100 4340 160394 SH DFND 1 160394 0 0 PCLN 0.35 06/15/20 NOTE 0.350% 6/1 741503AS5 9546 6500000 PRN DFND 1 2 6500000 0 0 PCM INC COM 69323K100 277 14794 SH DFND 1 2 14794 0 0 PCM INC COM 69323K100 1388 74027 SH DFND 1 74027 0 0 PCSB FINANCIAL CORP COM 69324R104 3007 176295 SH DFND 1 176295 0 0 PC-TEL INC COM 69325Q105 618 87366 SH DFND 1 87366 0 0 PDC ENERGY INC COM 69327R101 21391 496207 SH DFND 1 496207 0 0 PDF SOLUTIONS INC COM 693282105 3771 229297 SH DFND 1 229297 0 0 PDL BIOPHARMA INC COM 69329Y104 4373 1770643 SH DFND 1 1770643 0 0 PDVWIRELESS INC COM 69290R104 2092 89817 SH DFND 1 89817 0 0 PEABODY ENERGY CORP COM 704551100 18030 737449 SH DFND 1 737449 0 0 PEAK RESORTS INC COM 70469L100 111 27108 SH DFND 1 27108 0 0 PEAPACK GLADSTONE FINL CORP COM 704699107 4461 142573 SH DFND 1 142573 0 0 PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 179 19968 SH DFND 1 17770 0 2198 PEBBLEBROOK HOTEL TRUST COM 70509V100 22482 697358 SH DFND 1 697358 0 0 PEGASYSTEMS INC COM 705573103 220 3786 SH DFND 1 2 3786 0 0 PEGASYSTEMS INC COM 705573103 19429 332987 SH DFND 1 332987 0 0 PEMBINA PIPELINE CORP COMSTK 706327103 6564 199902 SH DFND 1 199902 0 0 PENDRELL CORP CL A NEW 70686R302 722 99925 SH DFND 1 99925 0 0 PENGROWTH ENERGY CORP COMSTK 70706P104 9 11159 SH DFND 1 11159 0 0 PENN NATIONAL GAMING INC COM 707569109 16398 766307 SH DFND 1 766307 0 0 PENN REAL ESTATE INVEST TST SH BEN INT 709102107 7209 636845 SH DFND 1 636845 0 0 PENN VIRGINIA CORP COM 70788V102 2919 79437 SH DFND 1 79437 0 0 PENNS WOODS BANCORP INC COM 708430103 1397 33948 SH DFND 1 33948 0 0 PENNYMAC FINANCIAL SERVICE-A CL A 70932B101 2475 148231 SH DFND 1 148231 0 0 PENNYMAC MORTGAGE INVESTMENT COM 70931T103 9444 516393 SH DFND 1 516393 0 0 PENNYMAC MORTGAGE INVESTMENT COM 70931T103 90 4938 SH DFND 1 2 4938 0 0 PENSKE AUTOMOTIVE GROUP INC COM 70959W103 12691 289031 SH DFND 1 289031 0 0 PENTAIR PLC SHS G7S00T104 110812 1668340 SH DFND 1 1660974 0 7366 PENUMBRA INC COM 70975L107 18878 215136 SH DFND 1 215136 0 0 PEOPLES BANCORP INC COM 709789101 5014 156075 SH DFND 1 156075 0 0 PEOPLES BANCORP OF NC COM 710577107 1203 38098 SH DFND 1 38098 0 0 PEOPLES FINANCIAL SERVICES COM 711040105 2575 58895 SH DFND 1 58895 0 0 PEOPLE'S UNITED FINANCIAL COM 712704105 67004 3800218 SH DFND 1 3784778 0 15440 PEOPLE'S UTAH BANCORP COM 712706209 3636 135703 SH DFND 1 135703 0 0 PEPSICO INC COM 713448108 1728426 14990292 SH DFND 1 14924774 0 65518 PERCEPTRON INC COM 71361F100 383 52634 SH DFND 1 52634 0 0 PEREGRINE PHARMACEUTICALS COM NEW 713661304 960 1579723 SH DFND 1 1579723 0 0 PERFICIENT INC COM 71375U101 120 6455 SH DFND 1 2 6455 0 0 PERFICIENT INC COM 71375U101 5637 302442 SH DFND 1 302442 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 17913 653765 SH DFND 1 653765 0 0 PERFORMANT FINANCIAL CORP COM 71377E105 322 154172 SH DFND 1 154172 0 0 PERFUMANIA HOLDINGS INC COM NEW 71376C100 22 13413 SH DFND 1 13413 0 0 PERION NETWORK LTD SHS M78673106 72 36786 SH DFND 1 36786 0 0 PERKINELMER INC COM 714046109 79599 1169636 SH DFND 1 1164862 0 4774 PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 118 31932 SH DFND 1 31932 0 0 PERMA-PIPE INTERNATIONAL HOL COM 714167103 110 13866 SH DFND 1 13866 0 0 PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 160 39813 SH DFND 1 39813 0 0 PERRIGO CO PLC SHS G97822103 105765 1402840 SH DFND 1 1396532 0 6308 PERRY ELLIS INTERNATIONAL COM 288853104 436 22409 SH DFND 1 2 22409 0 0 PERRY ELLIS INTERNATIONAL COM 288853104 2170 111522 SH DFND 1 111522 0 0 PERSHING GOLD CORP COM NEW 715302204 328 117782 SH DFND 1 117782 0 0 PETMED EXPRESS INC COM 716382106 543 13390 SH DFND 1 2 13390 0 0 PETMED EXPRESS INC COM 716382106 6891 169752 SH DFND 1 167308 0 2444 PETROQUEST ENERGY INC COM NEW 716748306 144 73129 SH DFND 1 73129 0 0 PFENEX INC COM 717071104 478 119223 SH DFND 1 119223 0 0 PFIZER INC COM 717081103 2004266 59769849 SH DFND 1 59494609 0 275240 PFSWEB INC COM NEW 717098206 770 93307 SH DFND 1 93307 0 0 PGT INNOVATIONS INC COM 69336V101 4868 380331 SH DFND 1 380331 0 0 PHARMERICA CORP COM 71714F104 10010 381359 SH DFND 1 381359 0 0 PHH CORP COM NEW 693320202 5974 433899 SH DFND 1 433899 0 0 PHI INC-NON VOTING COM NON VTG 69336T205 1046 107229 SH DFND 1 107229 0 0 PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 7225 195011 SH DFND 1 195011 0 0 PHILIP MORRIS INTERNATIONAL COM 718172109 1783370 15210468 SH DFND 1 15143079 0 67389 PHILLIPS 66 COM 718546104 341038 4131848 SH DFND 1 4111364 0 20484 PHOTOMEDEX INC COM PAR NEW 719358400 16 14273 SH DFND 1 14273 0 0 PHOTRONICS INC COM 719405102 10679 1136115 SH DFND 1 1136115 0 0 PHOTRONICS INC COM 719405102 562 59864 SH DFND 1 2 59864 0 0 PHYSICIANS REALTY TRUST COM 71943U104 25290 1255713 SH DFND 1 1255713 0 0 PICO HOLDINGS INC COM NEW 693366205 3195 182587 SH DFND 1 182587 0 0 PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 29654 1406774 SH DFND 1 1406774 0 0 PIER 1 IMPORTS INC COM 720279108 118 22899 SH DFND 1 2 22899 0 0 PIER 1 IMPORTS INC COM 720279108 5525 1064666 SH DFND 1 1062778 0 1888 PIERIS PHARMACEUTICALS INC COM 720795103 404 79953 SH DFND 1 79953 0 0 PILGRIM'S PRIDE CORP COM 72147K108 22419 1022782 SH DFND 1 1021646 0 1136 PINGTAN MARINE ENTERPRISE LT SHS G7114V102 146 37129 SH DFND 1 37129 0 0 PINNACLE ENTERTAINMENT INC COM 72348Y105 9393 475396 SH DFND 1 475396 0 0 PINNACLE ENTERTAINMENT INC COM 72348Y105 115 5846 SH DFND 1 2 5846 0 0 PINNACLE FINANCIAL PARTNERS COM 72346Q104 37960 604465 SH DFND 1 602026 0 2439 PINNACLE FINANCIAL PARTNERS COM 72346Q104 31 506 SH DFND 1 2 506 0 0 PINNACLE FOODS INC COM 72348P104 55065 927032 SH DFND 1 927032 0 0 PINNACLE WEST CAPITAL COM 723484101 99087 1165436 SH DFND 1 1160396 0 5040 PIONEER ENERGY SERVICES CORP COM 723664108 56 27602 SH DFND 1 2 27602 0 0 PIONEER ENERGY SERVICES CORP COM 723664108 1194 582834 SH DFND 1 582834 0 0 PIONEER HIGH INCOME TRUST COM 72369H106 243 24636 SH DFND 1 2 24636 0 0 PIONEER MUNI HI INCOME TRUST COM SHS 723763108 694 57343 SH DFND 1 2 57343 0 0 PIONEER NATURAL RESOURCES CO COM 723787107 253143 1589242 SH DFND 1 1581862 0 7380 PIPER JAFFRAY COS COM 724078100 9768 162943 SH DFND 1 162943 0 0 PITNEY BOWES INC COM 724479100 23960 1586813 SH DFND 1 1580534 0 6279 PIXELWORKS INC COM NEW 72581M305 920 200603 SH DFND 1 200603 0 0 PJT PARTNERS INC - A COM CL A 69343T107 5855 145591 SH DFND 1 145591 0 0 PLAB 3.25 04/01/19 NOTE 3.250% 4/0 719405AK8 1968 1750000 PRN DFND 1 2 1750000 0 0 PLANET FITNESS INC - CL A CL A 72703H101 13672 585811 SH DFND 1 585811 0 0 PLANET PAYMENT INC SHS U72603118 989 299919 SH DFND 1 299919 0 0 PLANTRONICS INC COM 727493108 51 982 SH DFND 1 2 982 0 0 PLANTRONICS INC COM 727493108 19113 365396 SH DFND 1 364269 0 1127 PLATFORM SPECIALTY PRODUCTS COM 72766Q105 21051 1660223 SH DFND 1 1660223 0 0 PLAYA HOTELS & RESORTS NV SHS N70544106 4553 381046 SH DFND 1 381046 0 0 PLEXUS CORP COM 729132100 20560 391098 SH DFND 1 391098 0 0 PLUG POWER INC COM NEW 72919P202 4765 2335992 SH DFND 1 2335992 0 0 PLURISTEM THERAPEUTICS INC COM 72940R102 53 41630 SH DFND 1 41630 0 0 PLY GEM HOLDINGS INC COM 72941W100 3708 206626 SH DFND 1 206626 0 0 PNC FINANCIAL SERVICES CW18 *W EXP 12/31/201 693475121 3371 58500 SH DFND 1 2 58500 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 582184 4670609 SH DFND 1 4648629 0 21980 PNM RESOURCES INC COM 69349H107 24382 637462 SH DFND 1 634780 0 2682 POLAR POWER INC COM 73102V105 68 12969 SH DFND 1 12969 0 0 POLARIS INDUSTRIES INC COM 731068102 41504 450186 SH DFND 1 448078 0 2108 POLARITYTE INC COM 731094108 759 32875 SH DFND 1 32875 0 0 POLYONE CORPORATION COM 73179P106 25451 656986 SH DFND 1 654231 0 2755 POOL CORP COM 73278L105 39147 332973 SH DFND 1 331577 0 1396 POPE RESOURCES DEPOSITRY RCPT 732857107 267 3618 SH DFND 1 3618 0 0 POPULAR INC COM NEW 733174700 36569 876756 SH DFND 1 876756 0 0 PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 32738 716531 SH DFND 1 716531 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 27408 487957 SH DFND 1 487957 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 40 721 SH DFND 1 2 721 0 0 POST HOLDINGS INC COM 737446104 159 2059 SH DFND 1 2 2059 0 0 POST HOLDINGS INC COM 737446104 41172 530229 SH DFND 1 527987 0 2242 POTASH CORP OF SASKATCHEWAN COM 73755L107 400 24588 SH DFND 1 24588 0 0 POTBELLY CORP COM 73754Y100 2313 201173 SH DFND 1 201173 0 0 POTBELLY CORP COM 73754Y100 63 5480 SH DFND 1 2 5480 0 0 POTLATCH CORP COM 737630103 281 6162 SH DFND 1 2 6162 0 0 POTLATCH CORP COM 737630103 19923 435965 SH DFND 1 434597 0 1368 POWELL INDUSTRIES INC COM 739128106 145 4560 SH DFND 1 2 4560 0 0 POWELL INDUSTRIES INC COM 739128106 2589 80950 SH DFND 1 80950 0 0 POWER INTEGRATIONS INC COM 739276103 18718 256764 SH DFND 1 256764 0 0 PPG INDUSTRIES INC COM 693506107 254793 2321524 SH DFND 1 2310408 0 11116 PPL CORP COM 69351T106 301208 7802812 SH DFND 1 7772470 0 30342 PRA GROUP INC COM 69354N106 14998 395727 SH DFND 1 395727 0 0 PRA HEALTH SCIENCES INC COM 69354M108 29446 392563 SH DFND 1 392563 0 0 PRA HEALTH SCIENCES INC COM 69354M108 22 298 SH DFND 1 2 298 0 0 PRAXAIR INC COM 74005P104 347507 2626649 SH DFND 1 2613916 0 12733 PREFERRED APARTMENT COMMUN-A COM 74039L103 3772 239530 SH DFND 1 239530 0 0 PREFERRED BANK/LOS ANGELES COM NEW 740367404 6201 115987 SH DFND 1 115987 0 0 PREFORMED LINE PRODUCTS CO COM 740444104 899 19372 SH DFND 1 19372 0 0 PREFORMED LINE PRODUCTS CO COM 740444104 4 96 SH DFND 1 2 96 0 0 PREMIER FINANCIAL BANCORP COM 74050M105 995 48298 SH DFND 1 48298 0 0 PREMIER INC-CLASS A CL A 74051N102 16106 447395 SH DFND 1 447395 0 0 PRESBIA PLC SHS G7234P100 33 14898 SH DFND 1 14898 0 0 PRESIDIO INC COM 74102M103 4368 305296 SH DFND 1 305296 0 0 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 24887 471262 SH DFND 1 469479 0 1783 PRGX GLOBAL INC COM NEW 69357C503 1046 161045 SH DFND 1 161045 0 0 PRICELINE GROUP INC/THE COM NEW 741503403 1009893 540738 SH DFND 1 537090 0 3648 PRICESMART INC COM 741511109 17598 200891 SH DFND 1 200891 0 0 PRIMEENERGY CORP COM 74158E104 222 4839 SH DFND 1 4839 0 0 PRIMERICA INC COM 74164M108 27000 356443 SH DFND 1 354911 0 1532 PRIMO WATER CORP COM 74165N105 2729 214939 SH DFND 1 214939 0 0 PRIMORIS SERVICES CORP COM 74164F103 8874 355846 SH DFND 1 355846 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 174521 2728622 SH DFND 1 2713855 0 14767 PRINCIPAL FINANCIAL GROUP COM 74251V102 35 550 SH DFND 1 2 550 0 0 PROASSURANCE CORP COM 74267C106 27014 444318 SH DFND 1 444318 0 0 PROCTER & GAMBLE CO/THE COM 742718109 2255462 25923612 SH DFND 1 25806366 0 117246 PROCTER & GAMBLE CO/THE COM 742718109 28 325 SH DFND 1 2 325 0 0 PROFIRE ENERGY INC COM 74316X101 155 119381 SH DFND 1 119381 0 0 PROGENICS PHARMACEUTICALS COM 743187106 4482 660183 SH DFND 1 660183 0 0 PROGRESS SOFTWARE CORP COM 743312100 15861 513499 SH DFND 1 513499 0 0 PROGRESS SOFTWARE CORP COM 743312100 1380 44703 SH DFND 1 2 44703 0 0 PROGRESSIVE CORP COM 743315103 247594 5625623 SH DFND 1 5600418 0 25205 PROLOGIS INC COM 74340W103 371514 6344738 SH DFND 1 6321728 0 23010 PROOFPOINT INC COM 743424103 32109 369803 SH DFND 1 369803 0 0 PROPETRO HOLDING CORP COM 74347M108 3851 275917 SH DFND 1 275917 0 0 PROQR THERAPEUTICS NV SHS EURO N71542109 67 12997 SH DFND 1 12997 0 0 PROS HOLDINGS INC COM 74346Y103 5477 199964 SH DFND 1 199964 0 0 PROSPERITY BANCSHARES INC COM 743606105 112 1749 SH DFND 1 2 1749 0 0 PROSPERITY BANCSHARES INC COM 743606105 34214 532598 SH DFND 1 530240 0 2358 PROTAGONIST THERAPEUTICS INC COM 74366E102 1208 106880 SH DFND 1 106880 0 0 PROTEON THERAPEUTICS INC COM 74371L109 53 34613 SH DFND 1 34613 0 0 PROTEOSTASIS THERAPEUTICS IN COM 74373B109 357 76292 SH DFND 1 76292 0 0 PROTHENA CORP PLC SHS G72800108 18327 338650 SH DFND 1 338448 0 202 PROTO LABS INC COM 743713109 13247 196994 SH DFND 1 196994 0 0 PROVIDENCE SERVICE CORP COM 743815102 5244 103624 SH DFND 1 103624 0 0 PROVIDENT BANCORP INC COM 74383X109 2245 99802 SH DFND 1 99802 0 0 PROVIDENT FINANCIAL HLDGS COM 743868101 1081 56187 SH DFND 1 56187 0 0 PROVIDENT FINANCIAL SERVICES COM 74386T105 12790 503969 SH DFND 1 503969 0 0 PRUDENTIAL BANCORP INC COM 74431A101 1819 100205 SH DFND 1 100205 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 32 302 SH DFND 1 2 302 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 474656 4396582 SH DFND 1 4376284 0 20298 PRUDENTIAL PLC-ADR ADR 74435K204 1128 24534 SH DFND 1 22546 0 1988 PS BUSINESS PARKS INC/CA COM 69360J107 32704 247034 SH DFND 1 247034 0 0 PSIVIDA CORP COM 74440J101 235 137481 SH DFND 1 137481 0 0 PSYCHEMEDICS CORP COM NEW 744375205 744 29834 SH DFND 1 29834 0 0 PSYCHEMEDICS CORP COM NEW 744375205 553 22187 SH DFND 1 2 22187 0 0 PTC INC COM 69370C100 52069 944657 SH DFND 1 940751 0 3906 PTC THERAPEUTICS INC COM 69366J200 122 6699 SH DFND 1 2 6699 0 0 PTC THERAPEUTICS INC COM 69366J200 5218 284716 SH DFND 1 284716 0 0 PUBLIC SERVICE ENTERPRISE GP COM 744573106 232800 5421457 SH DFND 1 5397156 0 24301 PUBLIC SERVICE ENTERPRISE GP COM 744573106 30 719 SH DFND 1 2 719 0 0 PUBLIC STORAGE COM 74460D109 373782 1795027 SH DFND 1 1788088 0 6939 PUBLIC STORAGE COM 74460D109 31 151 SH DFND 1 2 151 0 0 PULMATRIX INC COM 74584P103 95 39706 SH DFND 1 39706 0 0 PULSE BIOSCIENCES INC COM 74587B101 1999 57915 SH DFND 1 57915 0 0 PULTEGROUP INC COM 745867101 74364 3036227 SH DFND 1 3023311 0 12916 PUMA BIOTECHNOLOGY INC COM 74587V107 22596 258540 SH DFND 1 258540 0 0 PURE CYCLE CORP COM NEW 746228303 984 127090 SH DFND 1 127090 0 0 PURE STORAGE INC - CLASS A CL A 74624M102 9267 723426 SH DFND 1 723426 0 0 PVH CORP COM 693656100 97153 849794 SH DFND 1 846409 0 3385 PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 905 89080 SH DFND 1 86446 0 2634 Q2 HOLDINGS INC COM 74736L109 8400 227339 SH DFND 1 227339 0 0 QAD INC-A CL A 74727D306 2254 70355 SH DFND 1 70355 0 0 QAD INC-B CL B 74727D207 946 35257 SH DFND 1 35257 0 0 QCR HOLDINGS INC COM 74727A104 5569 117509 SH DFND 1 117509 0 0 QEP RESOURCES INC COM 74733V100 18954 1876721 SH DFND 1 1868608 0 8113 QIAGEN N.V. SHS NEW N72482123 18518 552282 SH DFND 1 552282 0 0 QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 681 27607 SH DFND 1 27607 0 0 QORVO INC COM 74736K101 83103 1314673 SH DFND 1 1308947 0 5726 QTS REALTY TRUST INC-CL A COM CL A 74736A103 19428 371274 SH DFND 1 371274 0 0 QUAD GRAPHICS INC COM CL A 747301109 564 24626 SH DFND 1 2 24626 0 0 QUAD GRAPHICS INC COM CL A 747301109 11346 495061 SH DFND 1 493081 0 1980 QUAKER CHEMICAL CORP COM 747316107 15351 105702 SH DFND 1 105702 0 0 QUALCOMM INC COM 747525103 39 722 SH DFND 1 2 722 0 0 QUALCOMM INC COM 747525103 876460 15897310 SH DFND 1 15785545 0 111765 QUALITY CARE PROPERTIES COM 747545101 23115 1262458 SH DFND 1 1259224 0 3234 QUALITY SYSTEMS INC COM 747582104 12986 754575 SH DFND 1 751999 0 2576 QUALSTAR CORP COM NEW 74758R208 133 25985 SH DFND 1 25985 0 0 QUALYS INC COM 74758T303 10728 262962 SH DFND 1 262962 0 0 QUANEX BUILDING PRODUCTS COM 747619104 5723 270638 SH DFND 1 270638 0 0 QUANTA SERVICES INC COM 74762E102 51026 1551989 SH DFND 1 1545563 0 6426 QUANTENNA COMMUNICATIONS INC COM 74766D100 2110 111098 SH DFND 1 111098 0 0 QUANTUM CORP COM NEW 747906501 1955 250444 SH DFND 1 250444 0 0 QUARTERHILL INC COM 747713105 80 55676 SH DFND 1 55676 0 0 QUEST DIAGNOSTICS INC COM 74834L100 163197 1470416 SH DFND 1 1464149 0 6267 QUEST RESOURCE HOLDING CORP COM NEW 74836W203 106 43175 SH DFND 1 43175 0 0 QUICKLOGIC CORP COM 74837P108 794 544174 SH DFND 1 544174 0 0 QUIDEL CORP COM 74838J101 6966 256683 SH DFND 1 256683 0 0 QUINPARIO ACQUISITION CORP 2 COM 74874U101 114 11546 SH DFND 1 11546 0 0 QUINSTREET INC COM 74874Q100 1170 280785 SH DFND 1 280785 0 0 QUINTILES IMS HOLDINGS INC COM 74876Y101 87416 977187 SH DFND 1 977187 0 0 QUMU CORP COM 749063103 271 92861 SH DFND 1 92861 0 0 QUORUM HEALTH CORP COM 74909E106 684 164844 SH DFND 1 164844 0 0 QUOTIENT LTD SHS G73268107 511 69433 SH DFND 1 69433 0 0 QUOTIENT TECHNOLOGY INC COM 749119103 6766 588433 SH DFND 1 588433 0 0 R1 RCM INC COM 749397105 2540 677347 SH DFND 1 677347 0 0 RA PHARMACEUTICALS INC COM 74933V108 1408 75137 SH DFND 1 75137 0 0 RADIAN GROUP INC COM 750236101 29464 1802096 SH DFND 1 1802096 0 0 RADIANT LOGISTICS INC COM 75025X100 1439 267475 SH DFND 1 267475 0 0 RADISYS CORP COM 750459109 954 253920 SH DFND 1 253920 0 0 RADIUS HEALTH INC COM NEW 750469207 14507 320740 SH DFND 1 320740 0 0 RADNET INC COM 750491102 2125 274255 SH DFND 1 274255 0 0 RADWARE LTD ORD M81873107 597 34074 SH DFND 1 34074 0 0 RAIT FINANCIAL TRUST COM NEW 749227609 1386 633218 SH DFND 1 622803 0 10415 RALPH LAUREN CORP CL A 751212101 44559 604689 SH DFND 1 602273 0 2416 RAMACO RESOURCES INC COM 75134P303 315 52179 SH DFND 1 52179 0 0 RAMBUS INC COM 750917106 10866 950663 SH DFND 1 950663 0 0 RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 9615 745425 SH DFND 1 745425 0 0 RAND LOGISTICS INC COM 752182105 16 43254 SH DFND 1 43254 0 0 RANDGOLD RESOURCES LTD-ADR ADR 752344309 2257 25525 SH DFND 1 25335 0 190 RANGE RESOURCES CORP COM 75281A109 48626 2102007 SH DFND 1 2093843 0 8164 RAPID7 INC COM 753422104 2824 167808 SH DFND 1 167808 0 0 RAVE RESTAURANT GROUP INC COM 754198109 83 41524 SH DFND 1 41524 0 0 RAVEN INDUSTRIES INC COM 754212108 10395 312188 SH DFND 1 312188 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 102749 1282952 SH DFND 1 1277391 0 5561 RAYONIER ADVANCED MATERIALS COM 75508B104 8602 547229 SH DFND 1 547229 0 0 RAYONIER INC COM 754907103 30581 1062948 SH DFND 1 1058611 0 4337 RAYTHEON COMPANY COM NEW 755111507 529210 3282175 SH DFND 1 3269546 0 12629 RBC BEARINGS INC COM 75524B104 20929 205673 SH DFND 1 205673 0 0 RCI HOSPITALITY HOLDINGS INC COM 74934Q108 1631 68435 SH DFND 1 68435 0 0 RCM TECHNOLOGIES INC COM NEW 749360400 205 40694 SH DFND 1 40694 0 0 RE/MAX HOLDINGS INC-CL A CL A 75524W108 7673 136896 SH DFND 1 136896 0 0 READING INTERNATIONAL INC-A CL A 755408101 2265 140441 SH DFND 1 140441 0 0 REAL GOODS SOLAR INC-CLASS A CL A 2017 75601N500 42 43366 SH DFND 1 43366 0 0 REAL INDUSTRY INC COM 75601W104 419 144750 SH DFND 1 144750 0 0 REALNETWORKS INC COM NEW 75605L708 689 159295 SH DFND 1 159295 0 0 REALOGY HOLDINGS CORP COM 75605Y106 38756 1194333 SH DFND 1 1194333 0 0 REALPAGE INC COM 75606N109 17413 484389 SH DFND 1 484389 0 0 REALTY INCOME CORP COM 756109104 153983 2795098 SH DFND 1 2783250 0 11848 REATA PHARMACEUTICALS INC-A CL A 75615P103 2161 68320 SH DFND 1 68320 0 0 RECRO PHARMA INC COM 75629F109 800 113859 SH DFND 1 113859 0 0 RED HAT INC COM 756577102 170542 1784177 SH DFND 1 1776462 0 7715 RED LION HOTELS CORP COM 756764106 961 130802 SH DFND 1 130802 0 0 RED ROBIN GOURMET BURGERS COM 75689M101 7117 109080 SH DFND 1 109080 0 0 RED ROCK RESORTS INC-CLASS A CL A 75700L108 9373 398042 SH DFND 1 398042 0 0 REDWOOD TRUST INC COM 758075402 12281 720728 SH DFND 1 720728 0 0 REED'S INC COM 758338107 180 73731 SH DFND 1 73731 0 0 REGAL BELOIT CORP COM 758750103 30797 377654 SH DFND 1 376143 0 1511 REGAL ENTERTAINMENT GROUP-A CL A 758766109 17307 845940 SH DFND 1 844187 0 1753 REGAL ENTERTAINMENT GROUP-A CL A 758766109 31 1564 SH DFND 1 2 1564 0 0 REGENCY CENTERS CORP COM 758849103 111737 1786321 SH DFND 1 1779975 0 6346 REGENERON PHARMACEUTICALS COM 75886F107 126 258 SH DFND 1 2 258 0 0 REGENERON PHARMACEUTICALS COM 75886F107 406637 829247 SH DFND 1 822706 0 6541 REGENXBIO INC COM 75901B107 4540 229907 SH DFND 1 229907 0 0 REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 18881 14000000 PRN DFND 1 2 14000000 0 0 REGIONAL MANAGEMENT CORP COM 75902K106 2425 102657 SH DFND 1 102657 0 0 REGIONS FINANCIAL CORP COM 7591EP100 206506 14126646 SH DFND 1 14072016 0 54630 REGIS CORP COM 758932107 2876 280073 SH DFND 1 280073 0 0 REGULUS THERAPEUTICS INC COM 75915K101 208 211540 SH DFND 1 211540 0 0 REINSURANCE GROUP OF AMERICA COM NEW 759351604 67007 522115 SH DFND 1 519939 0 2176 REIS INC COM 75936P105 1437 67642 SH DFND 1 67642 0 0 RELIANCE STEEL & ALUMINUM COM 759509102 163 2242 SH DFND 1 2 2242 0 0 RELIANCE STEEL & ALUMINUM COM 759509102 57587 790923 SH DFND 1 788397 0 2526 RELM WIRELESS CORP COM 759525108 299 78830 SH DFND 1 78830 0 0 RELX NV - SPON ADR SPONSORED ADR 75955B102 226 10946 SH DFND 1 7406 0 3540 RELX PLC - SPON ADR SPONSORED ADR 759530108 644 29437 SH DFND 1 25797 0 3640 REMARK HOLDINGS INC COM 75955K102 162 57898 SH DFND 1 57898 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 48591 349597 SH DFND 1 348226 0 1371 RENASANT CORP COM 75970E107 16845 385128 SH DFND 1 385128 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 330 25508 SH DFND 1 2 25508 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3870 298900 SH DFND 1 298900 0 0 RENT-A-CENTER INC COM 76009N100 5129 437634 SH DFND 1 437634 0 0 RENTECH INC COM NEW 760112201 56 124952 SH DFND 1 124952 0 0 REPLIGEN CORP COM 759916109 13045 314813 SH DFND 1 314813 0 0 REPROS THERAPEUTICS INC COM NEW 76028H209 60 131112 SH DFND 1 131112 0 0 REPUBLIC BANCORP INC-CLASS A CL A 760281204 3332 93359 SH DFND 1 93359 0 0 REPUBLIC FIRST BANCORP INC COM 760416107 4368 472284 SH DFND 1 472284 0 0 REPUBLIC SERVICES INC COM 760759100 155067 2437033 SH DFND 1 2426430 0 10603 RESEARCH FRONTIERS INC COM 760911107 123 95951 SH DFND 1 95951 0 0 RESMED INC COM 761152107 96642 1241649 SH DFND 1 1236338 0 5311 RESOLUTE ENERGY CORP COM NEW 76116A306 4631 155577 SH DFND 1 155577 0 0 RESOLUTE FOREST PRODUCTS COM 76117W109 2335 530783 SH DFND 1 530783 0 0 RESONANT INC COM 76118L102 77 17518 SH DFND 1 17518 0 0 RESOURCE CAPITAL CORP COM NEW 76120W708 2484 244253 SH DFND 1 244253 0 0 RESOURCES CONNECTION INC COM 76122Q105 284 20766 SH DFND 1 2 20766 0 0 RESOURCES CONNECTION INC COM 76122Q105 6734 491604 SH DFND 1 491604 0 0 RESTAURANT BRANDS INTERN COM 76131D103 504 8060 SH DFND 1 7892 0 168 RETAIL OPPORTUNITY INVESTMEN COM 76131N101 21970 1144897 SH DFND 1 1144897 0 0 RETAIL PROPERTIES OF AME - A CL A 76131V202 28320 2319451 SH DFND 1 2319451 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 53 41762 SH DFND 1 41762 0 0 RETROPHIN INC COM 761299106 6085 313837 SH DFND 1 313801 0 36 REV GROUP INC COM 749527107 2804 101314 SH DFND 1 101314 0 0 REVANCE THERAPEUTICS INC COM 761330109 5065 191891 SH DFND 1 191891 0 0 REVLON INC-CLASS A CL A NEW 761525609 2464 104007 SH DFND 1 104007 0 0 REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 358 54409 SH DFND 1 54409 0 0 REX AMERICAN RESOURCES CORP COM 761624105 4432 45901 SH DFND 1 45729 0 172 REX AMERICAN RESOURCES CORP COM 761624105 91 944 SH DFND 1 2 944 0 0 REX ENERGY CORP COM NEW 761565506 143 49760 SH DFND 1 49760 0 0 REXAHN PHARMACEUTICALS INC COM NEW 761640200 417 146083 SH DFND 1 146083 0 0 REXFORD INDUSTRIAL REALTY IN COM 76169C100 19 728 SH DFND 1 2 728 0 0 REXFORD INDUSTRIAL REALTY IN COM 76169C100 16692 608331 SH DFND 1 608331 0 0 REXNORD CORP COM 76169B102 18646 802003 SH DFND 1 802003 0 0 REYNOLDS AMERICAN INC COM 761713106 501957 7731815 SH DFND 1 7695911 0 35904 RF INDUSTRIES LTD COM PAR $0.01 749552105 36 19760 SH DFND 1 19760 0 0 RGC RESOURCES INC COM 74955L103 1945 68674 SH DFND 1 68674 0 0 RH COM 74967X103 17231 267070 SH DFND 1 267070 0 0 RICE ENERGY INC COM 762760106 34292 1287737 SH DFND 1 1287737 0 0 RICEBRAN TECHNOLOGIES COM NEW 762831204 15 15640 SH DFND 1 15640 0 0 RICHARDSON ELEC LTD COM 763165107 401 67211 SH DFND 1 67211 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 2815 1031371 SH DFND 1 1031371 0 0 RIGHTSIDE GROUP LTD COM 76658B100 814 76694 SH DFND 1 76694 0 0 RIGNET INC COM 766582100 1605 100002 SH DFND 1 100002 0 0 RING ENERGY INC COM 76680V108 4682 360226 SH DFND 1 360226 0 0 RINGCENTRAL INC-CLASS A CL A 76680R206 273 7473 SH DFND 1 2 7473 0 0 RINGCENTRAL INC-CLASS A CL A 76680R206 17594 481370 SH DFND 1 481370 0 0 RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 972 22994 SH DFND 1 22025 0 969 RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 108 2561 SH DFND 1 2 2561 0 0 RITE AID CORP COM 767754104 324 110000 SH DFND 1 2 110000 0 0 RITE AID CORP COM 767754104 24167 8192343 SH DFND 1 8192343 0 0 RITTER PHARMACEUTICALS INC COM 767836109 16 29614 SH DFND 1 29614 0 0 RIVERVIEW BANCORP INC COM 769397100 1313 197768 SH DFND 1 197768 0 0 RLI CORP COM 749607107 16634 304554 SH DFND 1 302743 0 1811 RLJ ENTERTAINMENT INC COM NEW 74965F203 311 93496 SH DFND 1 93496 0 0 RLJ LODGING TRUST COM 74965L101 291 14649 SH DFND 1 2 14649 0 0 RLJ LODGING TRUST COM 74965L101 37011 1862671 SH DFND 1 1862671 0 0 RMG NETWORKS HOLDING CORP COM 74966K102 18 27670 SH DFND 1 27670 0 0 RMR GROUP INC/THE - A CL A 74967R106 4808 98841 SH DFND 1 98820 0 21 RMR REAL ESTATE INCOME FUND COM 76970B101 2781 127314 SH DFND 1 2 127314 0 0 ROADRUNNER TRANSPORTATION SY COM 76973Q105 2129 292940 SH DFND 1 292940 0 0 ROBERT HALF INTL INC COM 770323103 83047 1734798 SH DFND 1 1728980 0 5818 ROCKET FUEL INC COM 773111109 778 283180 SH DFND 1 283180 0 0 ROCKWELL AUTOMATION INC COM 773903109 235441 1455861 SH DFND 1 1449771 0 6090 ROCKWELL COLLINS INC COM 774341101 184331 1757001 SH DFND 1 1749955 0 7046 ROCKWELL MEDICAL INC COM 774374102 3176 400531 SH DFND 1 400531 0 0 ROCKY BRANDS INC COM 774515100 517 38498 SH DFND 1 38498 0 0 ROCKY BRANDS INC COM 774515100 288 21423 SH DFND 1 2 21423 0 0 ROGERS CORP COM 775133101 15548 143144 SH DFND 1 143144 0 0 ROKA BIOSCIENCE INC COM NEW 775431208 32 12233 SH DFND 1 12233 0 0 ROLLINS INC COM 775711104 35394 869790 SH DFND 1 866561 0 3229 ROPER TECHNOLOGIES INC COM 776696106 226776 981252 SH DFND 1 976825 0 4427 ROSEHILL RESOURCES INC *W EXP 09/16/202 777385113 155 142583 SH DFND 1 2 142583 0 0 ROSETTA STONE INC COM 777780107 1432 132930 SH DFND 1 132930 0 0 ROSS STORES INC COM 778296103 29 505 SH DFND 1 2 505 0 0 ROSS STORES INC COM 778296103 273081 4737181 SH DFND 1 4708344 0 28837 ROWAN COMPANIES PLC-A SHS CL A G7665A101 11305 1104027 SH DFND 1 1099766 0 4261 ROYAL BANCSHARES OF PENN-A CL A 780081105 112 26538 SH DFND 1 26538 0 0 ROYAL BANK OF CANADA COM 780087102 758 10460 SH DFND 1 9640 0 820 ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 206 31555 SH DFND 1 30285 0 1270 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 183206 1680153 SH DFND 1 1672574 0 7579 ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 479 9022 SH DFND 1 8292 0 730 ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 2870 52744 SH DFND 1 51425 0 1319 ROYAL GOLD INC COM 780287108 43374 554878 SH DFND 1 552677 0 2201 ROYCE GLOBAL VALUE TRUST COM 78081T104 553 57565 SH DFND 1 2 57565 0 0 ROYCE MICRO-CAP TRUST INC COM 780915104 393 45461 SH DFND 1 2 45461 0 0 ROYCE VALUE TRUST COM 780910105 2347 160929 SH DFND 1 2 160929 0 0 RPC INC COM 749660106 53 2665 SH DFND 1 2 2665 0 0 RPC INC COM 749660106 9222 456316 SH DFND 1 455986 0 330 RPM INTERNATIONAL INC COM 749685103 36 677 SH DFND 1 2 677 0 0 RPM INTERNATIONAL INC COM 749685103 55110 1010274 SH DFND 1 1005757 0 4517 RPT 7 1/4 PERP S-D PERP PFD-D CV 751452608 10540 203400 PRN DFND 1 2 203400 0 0 RPX CORP COM 74972G103 15 1093 SH DFND 1 2 1093 0 0 RPX CORP COM 74972G103 12603 903484 SH DFND 1 902868 0 616 RR DONNELLEY & SONS CO COM 257867200 7125 568259 SH DFND 1 565454 0 2805 RSP PERMIAN INC COM 74978Q105 28543 884507 SH DFND 1 884507 0 0 RTI 1.625 10/15/19 NOTE 1.625%10/1 74973WAB3 3200 3000000 PRN DFND 1 2 3000000 0 0 RTI SURGICAL INC COM 74975N105 2677 457677 SH DFND 1 457677 0 0 RUBICON PROJECT INC/THE COM 78112V102 1653 321726 SH DFND 1 321726 0 0 RUBICON TECHNOLOGY INC COM NEW 78112T206 107 11657 SH DFND 1 11657 0 0 RUBY TUESDAY INC COM 781182100 955 475416 SH DFND 1 475416 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 127 5576 SH DFND 1 2 5576 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 11974 524069 SH DFND 1 517204 0 6865 RUSH ENTERPRISES INC - CL B CL B 781846308 460 12639 SH DFND 1 12639 0 0 RUSH ENTERPRISES INC-CL A CL A 781846209 13096 352244 SH DFND 1 352244 0 0 RUTH'S HOSPITALITY GROUP INC COM 783332109 5690 261652 SH DFND 1 261652 0 0 RXI PHARMACEUTICALS COM 74979C501 15 26638 SH DFND 1 26638 0 0 RYAM 8 S-A PFD CV SER A 75508B203 13062 112000 PRN DFND 1 2 112000 0 0 RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 14566 135361 SH DFND 1 135185 0 176 RYDER SYSTEM INC COM 783549108 31411 436388 SH DFND 1 434584 0 1804 RYERSON HOLDING CORP COM 783754104 1189 120146 SH DFND 1 120146 0 0 RYMAN HOSPITALITY PROPERTIES COM 78377T107 35539 555222 SH DFND 1 555222 0 0 S & T BANCORP INC COM 783859101 11474 319994 SH DFND 1 319994 0 0 S&P GLOBAL INC COM 78409V104 474 3252 SH DFND 1 2 3252 0 0 S&P GLOBAL INC COM 78409V104 336645 2310318 SH DFND 1 2298976 0 11342 S&W SEED CO COM 785135104 198 47917 SH DFND 1 47917 0 0 SABAN CAPITAL ACQUISITION CO UNIT 99/99/9999 78516C205 2140 200000 SH DFND 1 2 200000 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 19589 812827 SH DFND 1 812827 0 0 SABRE CORP COM 78573M104 37740 1734263 SH DFND 1 1727336 0 6927 SAFE BULKERS INC COM Y7388L103 182 79847 SH DFND 1 79847 0 0 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1808 151996 SH DFND 1 151996 0 0 SAFETY INSURANCE GROUP INC COM 78648T100 8693 127291 SH DFND 1 127291 0 0 SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1338 29266 SH DFND 1 29266 0 0 SAGE THERAPEUTICS INC COM 78667J108 23349 293184 SH DFND 1 293184 0 0 SAIA INC COM 78709Y105 10860 211715 SH DFND 1 211715 0 0 SAJAN INC COM NEW 79379T202 368 63252 SH DFND 1 63252 0 0 SALEM MEDIA GROUP INC CL A 794093104 568 80003 SH DFND 1 80003 0 0 SALESFORCE.COM INC COM 79466L302 519291 6007749 SH DFND 1 5978034 0 29715 SALLY BEAUTY HOLDINGS INC COM 79546E104 22626 1117344 SH DFND 1 1112708 0 4636 SANCHEZ ENERGY CORP COM 79970Y105 3924 546520 SH DFND 1 546520 0 0 SANDERSON FARMS INC COM 800013104 544 4706 SH DFND 1 2 4706 0 0 SANDERSON FARMS INC COM 800013104 26774 231512 SH DFND 1 231512 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 3422 198891 SH DFND 1 198891 0 0 SANDY SPRING BANCORP INC COM 800363103 11039 271498 SH DFND 1 271498 0 0 SANGAMO THERAPEUTICS INC COM 800677106 6403 727615 SH DFND 1 727615 0 0 SANMINA CORP COM 801056102 31464 825844 SH DFND 1 825844 0 0 SANOFI-ADR SPONSORED ADR 80105N105 1821 38011 SH DFND 1 36241 0 1770 SANTANDER CONSUMER USA HOLDI COM 80283M101 12256 960544 SH DFND 1 960544 0 0 SAP SE-SPONSORED ADR SPON ADR 803054204 1409 13468 SH DFND 1 12608 0 860 SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 456 40815 SH DFND 1 40815 0 0 SAREPTA THERAPEUTICS INC COM 803607100 15043 446269 SH DFND 1 446269 0 0 SASOL LTD-SPONSORED ADR SPONSORED ADR 803866300 51 1854 SH DFND 1 1000 0 854 SASOL LTD-SPONSORED ADR SPONSORED ADR 803866300 161 5790 SH DFND 1 2 5790 0 0 SAUL CENTERS INC COM 804395101 6863 118372 SH DFND 1 118372 0 0 SAVARA INC COM 805111101 85 14464 SH DFND 1 14464 0 0 SBA COMMUNICATIONS CORP CL A 78410G104 125645 931899 SH DFND 1 931899 0 0 SCANA CORP COM 80589M102 94105 1406751 SH DFND 1 1400550 0 6201 SCANSOURCE INC COM 806037107 15334 380501 SH DFND 1 380501 0 0 SCHLUMBERGER LTD COM 806857108 890525 13549267 SH DFND 1 13486681 0 62586 SCHLUMBERGER LTD COM 806857108 129 1973 SH DFND 1 2 1973 0 0 SCHNEIDER NATIONAL INC-CL B CL B 80689H102 6238 278874 SH DFND 1 278874 0 0 SCHNITZER STEEL INDS INC-A CL A 806882106 6317 250714 SH DFND 1 250354 0 360 SCHOLASTIC CORP COM 807066105 10265 235499 SH DFND 1 235499 0 0 SCHULMAN (A.) INC COM 808194104 7971 249096 SH DFND 1 249096 0 0 SCHULMAN (A.) INC COM 808194104 920 28756 SH DFND 1 2 28756 0 0 SCHWAB (CHARLES) CORP COM 808513105 474434 11064135 SH DFND 1 11011340 0 52795 SCHWEITZER-MAUDUIT INTL INC COM 808541106 57 1541 SH DFND 1 2 1541 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 14535 390435 SH DFND 1 390435 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 4751 431984 SH DFND 1 431984 0 0 SCIENCE APPLICATIONS INTE COM 808625107 26489 381578 SH DFND 1 380107 0 1471 SCIENTIFIC GAMES CORP-A CL A 80874P109 267 10261 SH DFND 1 2 10261 0 0 SCIENTIFIC GAMES CORP-A CL A 80874P109 12130 464777 SH DFND 1 464777 0 0 SCMP 3.25 12/15/21 DBCV 3.250%12/1 864909AA4 9274 9500000 PRN DFND 1 2 9500000 0 0 SCORPIO BULKERS INC COM Y7546A122 767 108104 SH DFND 1 108104 0 0 SCORPIO TANKERS INC SHS Y7542C106 1204 303285 SH DFND 1 302953 0 332 SCOTTS MIRACLE-GRO CO CL A 810186106 29999 335341 SH DFND 1 333702 0 1639 SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 82193 1204777 SH DFND 1 1200616 0 4161 SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 44 652 SH DFND 1 2 652 0 0 SCYNEXIS INC COM 811292101 230 128724 SH DFND 1 128724 0 0 SEABOARD CORP COM 811543107 9024 2259 SH DFND 1 2259 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 489 184042 SH DFND 1 184042 0 0 SEACOAST BANKING CORP/FL COM NEW 811707801 38 1572 SH DFND 1 2 1572 0 0 SEACOAST BANKING CORP/FL COM NEW 811707801 7700 319523 SH DFND 1 319523 0 0 SEACOR HOLDINGS INC COM 811904101 4485 130762 SH DFND 1 130762 0 0 SEACOR MARINE HOLDINGS INC COM 78413P101 2673 131298 SH DFND 1 131298 0 0 SEAGATE TECHNOLOGY SHS G7945M107 125609 3246428 SH DFND 1 3224793 0 21635 SEAGATE TECHNOLOGY SHS G7945M107 966 24930 SH DFND 1 2 24930 0 0 SEALED AIR CORP COM 81211K100 89586 2004707 SH DFND 1 1996211 0 8496 SEARS HOLDINGS CORP COM 812350106 3537 399239 SH DFND 1 399239 0 0 SEARS HOMETOWN AND OUTLET ST COM 812362101 190 70390 SH DFND 1 70390 0 0 SEASPINE HOLDINGS CORP COM 81255T108 164 14307 SH DFND 1 2 14307 0 0 SEASPINE HOLDINGS CORP COM 81255T108 621 53934 SH DFND 1 53934 0 0 SEATTLE GENETICS INC COM 812578102 10 204 SH DFND 1 2 204 0 0 SEATTLE GENETICS INC COM 812578102 42959 830602 SH DFND 1 830602 0 0 SEAWORLD ENTERTAINMENT INC COM 81282V100 8472 520729 SH DFND 1 519349 0 1380 SECOND SIGHT MEDICAL PRODUCT COM 81362J100 150 119099 SH DFND 1 119099 0 0 SECUREWORKS CORP - A CL A 81374A105 850 91517 SH DFND 1 91517 0 0 SECURITY NATL FINL CORP-CL A CL A NEW 814785309 322 50462 SH DFND 1 50462 0 0 SEI INVESTMENTS COMPANY COM 784117103 68484 1273859 SH DFND 1 1268320 0 5539 SEI INVESTMENTS COMPANY COM 784117103 55 1037 SH DFND 1 2 1037 0 0 SELECT COMFORT CORPORATION COM 81616X103 16202 456532 SH DFND 1 456532 0 0 SELECT COMFORT CORPORATION COM 81616X103 169 4787 SH DFND 1 2 4787 0 0 SELECT ENERGY SERVICES INC-A CL A COM 81617J301 1305 107447 SH DFND 1 107447 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 14589 607131 SH DFND 1 607131 0 0 SELECT MEDICAL HOLDINGS CORP COM 81619Q105 13345 869428 SH DFND 1 868383 0 1045 SELECTA BIOSCIENCES INC COM 816212104 1209 60897 SH DFND 1 60897 0 0 SELECTIVE INSURANCE GROUP COM 816300107 30029 599981 SH DFND 1 599981 0 0 SEMGROUP CORP-CLASS A CL A 81663A105 12055 446484 SH DFND 1 446068 0 416 SEMPRA ENERGY COM 816851109 280625 2493166 SH DFND 1 2482255 0 10911 SEMTECH CORP COM 816850101 20881 584096 SH DFND 1 584096 0 0 SENECA FOODS CORP - CL A CL A 817070501 2422 78033 SH DFND 1 78033 0 0 SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 53058 2595810 SH DFND 1 2586786 0 9024 SENOMYX INC COM 81724Q107 213 257262 SH DFND 1 257262 0 0 SENSATA TECHNOLOGIES HOLDING SHS N7902X106 3 79 SH DFND 1 2 79 0 0 SENSATA TECHNOLOGIES HOLDING SHS N7902X106 56420 1321266 SH DFND 1 1321266 0 0 SENSEONICS HOLDINGS INC COM 81727U105 269 149591 SH DFND 1 149591 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 29873 370955 SH DFND 1 369459 0 1496 SEQUENTIAL BRANDS GROUP INC COM 81734P107 1480 371012 SH DFND 1 371012 0 0 SERES THERAPEUTICS INC COM 81750R102 1922 170095 SH DFND 1 170095 0 0 SERITAGE GROWTH PROP- A REIT CL A 81752R100 10061 239852 SH DFND 1 239852 0 0 SERVICE CORP INTERNATIONAL COM 817565104 47313 1414440 SH DFND 1 1408108 0 6332 SERVICEMASTER GLOBAL HOLDING COM 81761R109 38 980 SH DFND 1 2 980 0 0 SERVICEMASTER GLOBAL HOLDING COM 81761R109 40001 1020698 SH DFND 1 1020698 0 0 SERVICENOW INC COM 81762P102 127681 1205102 SH DFND 1 1205102 0 0 SERVICESOURCE INTERNATIONAL COM 81763U100 2074 534603 SH DFND 1 534603 0 0 SERVISFIRST BANCSHARES INC COM 81768T108 14953 405351 SH DFND 1 405351 0 0 SFLY 0.25 05/15/18 NOTE 0.250% 5/1 82568PAB2 1993 2000000 PRN DFND 1 2 2000000 0 0 SFR 3 07/01/19 NOTE 3.000% 7/0 85571WAB5 3556 3000000 PRN DFND 1 2 3000000 0 0 SHAKE SHACK INC - CLASS A CL A 819047101 5412 155180 SH DFND 1 155180 0 0 SHARPS COMPLIANCE CORP COM 820017101 242 57439 SH DFND 1 57439 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 12288 400282 SH DFND 1 400282 0 0 SHERWIN-WILLIAMS CO/THE COM 824348106 300842 858582 SH DFND 1 855067 0 3515 SHILOH INDUSTRIES INC COM 824543102 794 67670 SH DFND 1 67670 0 0 SHIP FINANCE INTL LTD SHS G81075106 1569 115421 SH DFND 1 111421 0 4000 SHIRE PLC-ADR SPONSORED ADR 82481R106 8806 53286 SH DFND 1 50568 0 2718 SHOE CARNIVAL INC COM 824889109 4508 215930 SH DFND 1 215930 0 0 SHOE CARNIVAL INC COM 824889109 621 29779 SH DFND 1 2 29779 0 0 SHORE BANCSHARES INC COM 825107105 1290 78432 SH DFND 1 78432 0 0 SHORETEL INC COM 825211105 3459 596381 SH DFND 1 596381 0 0 SHUTTERFLY INC COM 82568P304 19 417 SH DFND 1 2 417 0 0 SHUTTERFLY INC COM 82568P304 13648 287332 SH DFND 1 287332 0 0 SHUTTERSTOCK INC COM 825690100 6581 149302 SH DFND 1 149302 0 0 SI FINANCIAL GROUP INC COM 78425V104 1001 62230 SH DFND 1 62230 0 0 SIENTRA INC COM 82621J105 1056 108678 SH DFND 1 108678 0 0 SIERRA BANCORP COM 82620P102 2158 87905 SH DFND 1 87905 0 0 SIERRA ONCOLOGY INC COM 82640U107 41 35365 SH DFND 1 35365 0 0 SIERRA WIRELESS INC COM 826516106 572 20373 SH DFND 1 20373 0 0 SIGMA DESIGNS INC COM 826565103 1782 304627 SH DFND 1 304627 0 0 SIGMA DESIGNS INC COM 826565103 7 1222 SH DFND 1 2 1222 0 0 SIGMATRON INTERNATIONAL INC COM 82661L101 75 11463 SH DFND 1 11463 0 0 SIGNATURE BANK COM 82669G104 64916 452450 SH DFND 1 450638 0 1812 SIGNATURE BANK COM 82669G104 32 225 SH DFND 1 2 225 0 0 SIGNET JEWELERS LTD SHS G81276100 46460 735801 SH DFND 1 732833 0 2968 SILGAN HOLDINGS INC COM 827048109 21170 666154 SH DFND 1 663627 0 2527 SILICON LABORATORIES INC COM 826919102 28065 410614 SH DFND 1 409189 0 1425 SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 25 532 SH DFND 1 2 532 0 0 SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1053 21843 SH DFND 1 21843 0 0 SILICONWARE PRECISION-SP ADR SPONSD ADR SPL 827084864 217 27313 SH DFND 1 23533 0 3780 SILVER RUN ACQUISITION COR-A COM CL A 82812A103 527 51475 SH DFND 1 51475 0 0 SILVER RUN ACQUISITION-CW22 *W EXP 03/28/202 82812A111 148 100000 SH DFND 1 2 100000 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 3606 319734 SH DFND 1 319734 0 0 SILVER STANDARD RESOURCES COM 82823L106 769 79307 SH DFND 1 79307 0 0 SILVERBOW RESOURCES INC COM 82836G102 888 33952 SH DFND 1 33952 0 0 SILVERCREST ASSET MANAGEME-A CL A 828359109 576 42886 SH DFND 1 42886 0 0 SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 14228 268975 SH DFND 1 268975 0 0 SIMON PROPERTY GROUP INC COM 828806109 549079 3399725 SH DFND 1 3386179 0 13546 SIMPSON MANUFACTURING CO INC COM 829073105 13885 317670 SH DFND 1 317670 0 0 SIMULATIONS PLUS INC COM 829214105 962 77973 SH DFND 1 77973 0 0 SINA CORP ORD G81477104 291 3430 SH DFND 1 2 3430 0 0 SINA CORP ORD G81477104 11003 129889 SH DFND 1 129889 0 0 SINCLAIR BROADCAST GROUP -A CL A 829226109 20192 613751 SH DFND 1 613751 0 0 SINCLAIR BROADCAST GROUP -A CL A 829226109 31 952 SH DFND 1 2 952 0 0 SINOVAC BIOTECH LTD SHS P8696W104 232 34487 SH DFND 1 34487 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 80317 14688532 SH DFND 1 14550940 0 137592 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 13284 255185 SH DFND 1 255185 0 0 SITO MOBILE LTD COM NEW 82988R203 366 98656 SH DFND 1 98656 0 0 SIX FLAGS ENTERTAINMENT CORP COM 83001A102 36963 620091 SH DFND 1 618146 0 1945 SJW GROUP COM 784305104 6436 130873 SH DFND 1 130873 0 0 SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 721 28097 SH DFND 1 2 28097 0 0 SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 35 1400 SH DFND 1 0 0 1400 SKECHERS USA INC-CL A CL A 830566105 30775 1043221 SH DFND 1 1038715 0 4506 SKYLINE CORP COM 830830105 315 52358 SH DFND 1 52358 0 0 SKYLINE MEDICAL INC COM PAR 83084T606 69 47035 SH DFND 1 47035 0 0 SKYWEST INC COM 830879102 15928 453813 SH DFND 1 453813 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 209745 2189166 SH DFND 1 2175261 0 13905 SKYWORKS SOLUTIONS INC COM 83088M102 37 389 SH DFND 1 2 389 0 0 SL GREEN REALTY CORP COM 78440X101 125461 1187512 SH DFND 1 1183094 0 4418 SLM CORP COM 78442P106 42427 3689320 SH DFND 1 3674810 0 14510 SM ENERGY CO COM 78454L100 1028 62200 SH DFND 1 2 62200 0 0 SM ENERGY CO COM 78454L100 13254 801816 SH DFND 1 798514 0 3302 SMART & FINAL STORES INC COM 83190B101 2014 221339 SH DFND 1 221339 0 0 SMART SAND INC COM 83191H107 1792 201146 SH DFND 1 201146 0 0 SMARTFINANCIAL INC COM NEW 83190L208 1171 49042 SH DFND 1 49042 0 0 SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 502 14431 SH DFND 1 11376 0 3055 SMITH (A.O.) CORP COM 831865209 71733 1273928 SH DFND 1 1268950 0 4978 SMITH MICRO SOFTWARE INC COM NEW 832154207 64 44330 SH DFND 1 44330 0 0 SNAP-ON INC COM 833034101 367 2325 SH DFND 1 2 2325 0 0 SNAP-ON INC COM 833034101 107597 681952 SH DFND 1 679438 0 2514 SNYDERS-LANCE INC COM 833551104 25403 733775 SH DFND 1 730880 0 2895 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 727 13585 SH DFND 1 13585 0 0 SOHU.COM INC COM 83408W103 1150 25540 SH DFND 1 25540 0 0 SOHU.COM INC COM 83408W103 48 1086 SH DFND 1 2 1086 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 4370 218539 SH DFND 1 218539 0 0 SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 1310 113649 SH DFND 1 113649 0 0 SOLIGENIX INC COM 834223307 42 20298 SH DFND 1 20298 0 0 SOLITARIO EXPLORATION & ROY COM 8342EP107 50 75942 SH DFND 1 75942 0 0 SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 4151 213429 SH DFND 1 213429 0 0 SONIC CORP COM 835451105 9984 376908 SH DFND 1 376908 0 0 SONIC FOUNDRY INC COM NEW 83545R207 224 57646 SH DFND 1 57646 0 0 SONOCO PRODUCTS CO COM 835495102 41386 804863 SH DFND 1 801116 0 3747 SONOMA PHARMACEUTICALS INC COM 83558L105 87 13177 SH DFND 1 13177 0 0 SONUS NETWORKS INC COM NEW 835916503 2985 401280 SH DFND 1 401280 0 0 SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 467 12251 SH DFND 1 11082 0 1169 SOPHIRIS BIO INC COM NEW 83578Q209 41 19042 SH DFND 1 19042 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 805 402985 SH DFND 1 402985 0 0 SOTHEBY'S COM 835898107 18652 347546 SH DFND 1 346003 0 1543 SOTHERLY HOTELS INC COM 83600C103 357 52782 SH DFND 1 52782 0 0 SOURCE CAPITAL INC COM 836144105 2052 53113 SH DFND 1 2 53113 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 21709 635350 SH DFND 1 635350 0 0 SOUTH STATE CORP COM 840441109 19159 223560 SH DFND 1 223560 0 0 SOUTHERN CO/THE COM 842587107 463421 9695720 SH DFND 1 9651166 0 44554 SOUTHERN COPPER CORP COM 84265V105 7535 218240 SH DFND 1 218240 0 0 SOUTHERN FIRST BANCSHARES COM 842873101 2248 60686 SH DFND 1 60686 0 0 SOUTHERN MISSOURI BANCORP COM 843380106 1366 42365 SH DFND 1 42365 0 0 SOUTHERN NATL BANCORP OF VA COM 843395104 1818 103350 SH DFND 1 103350 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 8537 244345 SH DFND 1 244345 0 0 SOUTHWEST AIRLINES CO COM 844741108 354987 5721415 SH DFND 1 5694095 0 27320 SOUTHWEST BANCORP INC/OKLA COM 844767103 4051 158564 SH DFND 1 158564 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 32596 446161 SH DFND 1 444559 0 1602 SOUTHWESTERN ENERGY CO COM 845467109 1154 189954 SH DFND 1 2 189954 0 0 SOUTHWESTERN ENERGY CO COM 845467109 39871 6557867 SH DFND 1 6540818 0 17049 SP PLUS CORP COM 78469C103 4923 161167 SH DFND 1 161167 0 0 SP PLUS CORP COM 78469C103 305 9986 SH DFND 1 2 9986 0 0 SPAR GROUP INC COM 784933103 211 211168 SH DFND 1 211168 0 0 SPARK ENERGY INC-CLASS A CL A COM 846511103 3215 171051 SH DFND 1 168543 0 2508 SPARK NETWORKS INC COM 84651P100 93 97541 SH DFND 1 97541 0 0 SPARK THERAPEUTICS INC COM 84652J103 11890 199041 SH DFND 1 199041 0 0 SPARTAN MOTORS INC COM 846819100 2519 284732 SH DFND 1 284732 0 0 SPARTANNASH CO COM 847215100 395 15216 SH DFND 1 2 15216 0 0 SPARTANNASH CO COM 847215100 14001 539362 SH DFND 1 539362 0 0 SPARTON CORP COM 847235108 1569 71374 SH DFND 1 71374 0 0 SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 2643 29736 PRN DFND 1 29736 0 0 SPECTRANETICS CORP COM 84760C107 14865 387134 SH DFND 1 387134 0 0 SPECTRUM BRANDS HOLDINGS INC COM 84763R101 24900 199222 SH DFND 1 199222 0 0 SPECTRUM BRANDS HOLDINGS INC COM 84763R101 173 1384 SH DFND 1 2 1384 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 4451 597557 SH DFND 1 597557 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 1838 100639 SH DFND 1 100284 0 355 SPHERE 3D CORP COM 84841L100 4 24109 SH DFND 1 24109 0 0 SPHERIX INC COM PAR NEW 84842R403 58 22380 SH DFND 1 22380 0 0 SPI ENERGY CO LTD- SPN ADR SPONSORED ADR 78470H109 18 21564 SH DFND 1 21564 0 0 SPIRE INC COM 84857L101 26335 377564 SH DFND 1 377564 0 0 SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 103 1789 SH DFND 1 2 1789 0 0 SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 87151 1504164 SH DFND 1 1504164 0 0 SPIRIT AIRLINES INC COM 848577102 32090 621301 SH DFND 1 621301 0 0 SPIRIT REALTY CAPITAL INC COM 84860W102 30703 4143575 SH DFND 1 4143575 0 0 SPLUNK INC COM 848637104 28 506 SH DFND 1 2 506 0 0 SPLUNK INC COM 848637104 64588 1135740 SH DFND 1 1135515 0 225 SPOK HOLDINGS INC COM 84863T106 4348 245700 SH DFND 1 245700 0 0 SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 1397 258856 SH DFND 1 258856 0 0 SPRING BANK PHARMACEUTICALS COM 849431101 273 20176 SH DFND 1 20176 0 0 SPRINT CORP COM SER 1 85207U105 36965 4504882 SH DFND 1 4504882 0 0 SPRINT CORP COM SER 1 85207U105 112 13699 SH DFND 1 2 13699 0 0 SPROUTS FARMERS MARKET INC COM 85208M102 24507 1081052 SH DFND 1 1076699 0 4353 SPS COMMERCE INC COM 78463M107 9436 147994 SH DFND 1 147994 0 0 SPX CORP COM 784635104 8248 327861 SH DFND 1 327861 0 0 SPX FLOW INC COM 78469X107 18 498 SH DFND 1 2 498 0 0 SPX FLOW INC COM 78469X107 12375 335562 SH DFND 1 335562 0 0 SQUARE INC - A CL A 852234103 11786 502415 SH DFND 1 502415 0 0 SRC ENERGY INC COM 78470V108 10621 1578191 SH DFND 1 1578191 0 0 SS&C TECHNOLOGIES HOLDINGS COM 78467J100 55075 1434442 SH DFND 1 1434442 0 0 ST JOE CO/THE COM 790148100 10085 537875 SH DFND 1 537875 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 2895 268114 SH DFND 1 268114 0 0 STAG INDUSTRIAL INC COM 85254J102 19287 698816 SH DFND 1 698816 0 0 STAGE STORES INC COM NEW 85254C305 348 167530 SH DFND 1 166966 0 564 STAMPS.COM INC COM NEW 852857200 20816 134409 SH DFND 1 134409 0 0 STANDARD MOTOR PRODS COM 853666105 8570 164131 SH DFND 1 164131 0 0 STANDEX INTERNATIONAL CORP COM 854231107 9054 99825 SH DFND 1 99825 0 0 STANLEY BLACK & DECKER INC COM 854502101 227080 1616226 SH DFND 1 1609262 0 6964 STANLEY FURNITURE CO INC COM NEW 854305208 50 44313 SH DFND 1 44313 0 0 STAPLES INC COM 855030102 73347 7294495 SH DFND 1 7263327 0 31168 STAR BULK CARRIERS CORP SHS PAR Y8162K204 302 30746 SH DFND 1 30746 0 0 STARBUCKS CORP COM 855244109 31 546 SH DFND 1 2 546 0 0 STARBUCKS CORP COM 855244109 951792 16347674 SH DFND 1 16238432 0 109242 STARRETT (L.S.) CO -CL A CL A 855668109 218 25372 SH DFND 1 25372 0 0 STARTEK INC COM 85569C107 666 54420 SH DFND 1 54420 0 0 STARTEK INC COM 85569C107 9 765 SH DFND 1 2 765 0 0 STARWOOD PROPERTY TRUST INC COM 85571B105 48345 2159249 SH DFND 1 2156649 0 2600 STATE AUTO FINANCIAL CORP COM 855707105 3798 147613 SH DFND 1 147613 0 0 STATE BANK FINANCIAL CORP COM 856190103 8684 320242 SH DFND 1 320242 0 0 STATE BANK FINANCIAL CORP COM 856190103 14 542 SH DFND 1 2 542 0 0 STATE NATIONAL COS INC COM 85711T305 4673 254252 SH DFND 1 254252 0 0 STATE STREET CORP COM 857477103 298625 3334122 SH DFND 1 3318777 0 15345 STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 4 267 SH DFND 1 2 267 0 0 STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 357 21604 SH DFND 1 19839 0 1765 STEALTHGAS INC SHS Y81669106 55 17223 SH DFND 1 17223 0 0 STEEL DYNAMICS INC COM 858119100 100170 2798049 SH DFND 1 2789302 0 8747 STEEL DYNAMICS INC COM 858119100 160 4495 SH DFND 1 2 4495 0 0 STEELCASE INC-CL A CL A 858155203 14870 1062205 SH DFND 1 1062205 0 0 STEELCASE INC-CL A CL A 858155203 31 2265 SH DFND 1 2 2265 0 0 STEIN MART INC COM 858375108 298 176344 SH DFND 1 176344 0 0 STEMLINE THERAPEUTICS INC COM 85858C107 1539 167373 SH DFND 1 167373 0 0 STEPAN CO COM 858586100 14156 162456 SH DFND 1 162456 0 0 STERICYCLE INC COM 858912108 29 386 SH DFND 1 2 386 0 0 STERICYCLE INC COM 858912108 68235 895463 SH DFND 1 891763 0 3700 STERIS PLC SHS USD G84720104 62 765 SH DFND 1 2 765 0 0 STERIS PLC SHS USD G84720104 55915 686078 SH DFND 1 683217 0 2861 STERLING BANCORP/DE COM 85917A100 24681 1061584 SH DFND 1 1061584 0 0 STERLING CONSTRUCTION CO COM 859241101 2807 214806 SH DFND 1 214806 0 0 STEVEN MADDEN LTD COM 556269108 18711 468385 SH DFND 1 468385 0 0 STEWART INFORMATION SERVICES COM 860372101 8420 185562 SH DFND 1 185562 0 0 STIFEL FINANCIAL CORP COM 860630102 24216 526667 SH DFND 1 524361 0 2306 STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 233 16233 SH DFND 1 2 16233 0 0 STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 101 7064 SH DFND 1 5903 0 1161 STOCK YARDS BANCORP INC COM 861025104 7900 203106 SH DFND 1 203106 0 0 STONE ENERGY CORP COM PAR 861642403 3179 173010 SH DFND 1 173010 0 0 STONEGATE BANK COM 861811107 5807 125767 SH DFND 1 125767 0 0 STONERIDGE INC COM 86183P102 3377 219183 SH DFND 1 219183 0 0 STORE CAPITAL CORP COM 862121100 30161 1343503 SH DFND 1 1343503 0 0 STRAIGHT PATH COMM- B CL B 862578101 12079 67237 SH DFND 1 67237 0 0 STRATASYS LTD SHS M85548101 2907 124748 SH DFND 1 124748 0 0 STRATTEC SECURITY CORP COM 863111100 726 20525 SH DFND 1 20525 0 0 STRATUS PROPERTIES INC COM NEW 863167201 1211 41198 SH DFND 1 41198 0 0 STRAYER EDUCATION INC COM 863236105 8540 91617 SH DFND 1 91617 0 0 STREAMLINE HEALTH SOLUTIONS COM 86323X106 85 79728 SH DFND 1 79728 0 0 STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 436 61063 SH DFND 1 61063 0 0 STRYKER CORP COM 863667101 397080 2866546 SH DFND 1 2853086 0 13460 STRYKER CORP COM 863667101 31 225 SH DFND 1 2 225 0 0 STUDENT TRANSPORTATION INC COM 86388A108 287 47416 SH DFND 1 47416 0 0 STURM RUGER & CO INC COM 864159108 9065 145865 SH DFND 1 145865 0 0 STWD 3.75 10/15/17 NOTE 3.750%10/1 85571BAC9 6026 6000000 PRN DFND 1 2 6000000 0 0 STWD 4 01/15/19 NOTE 4.000% 1/1 85571BAB1 9636 8500000 PRN DFND 1 2 8500000 0 0 STWD 4.55 03/01/18 NOTE 4.550% 3/0 85571BAA3 3256 3000000 PRN DFND 1 2 3000000 0 0 SUCAMPO PHARMACEUTICALS-CL A CL A 864909106 2985 284297 SH DFND 1 284297 0 0 SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 499 63547 SH DFND 1 51837 0 11710 SUMMER INFANT INC COM 865646103 127 71771 SH DFND 1 71771 0 0 SUMMIT FINANCIAL GROUP INC COM 86606G101 1528 69456 SH DFND 1 69456 0 0 SUMMIT HOTEL PROPERTIES INC COM 866082100 26297 1410034 SH DFND 1 1410034 0 0 SUMMIT MATERIALS INC -CL A CL A 86614U100 24436 846442 SH DFND 1 846442 0 0 SUN BANCORP INC-NJ COM NEW 86663B201 2579 104632 SH DFND 1 104632 0 0 SUN COMMUNITIES INC COM 866674104 59547 679067 SH DFND 1 679067 0 0 SUN HYDRAULICS CORP COM 866942105 9035 211763 SH DFND 1 211763 0 0 SUN LIFE FINANCIAL INC COM 866796105 205 5758 SH DFND 1 5091 0 667 SUNCOKE ENERGY INC COM 86722A103 5399 495406 SH DFND 1 495406 0 0 SUNCOR ENERGY INC COM 867224107 247 8459 SH DFND 1 7619 0 840 SUNESIS PHARMACEUTICALS INC COM PAR 867328700 165 61146 SH DFND 1 61146 0 0 SUNLINK HEALTH SYSTEMS INC COM 86737U102 31 19190 SH DFND 1 19190 0 0 SUNOPTA INC COM 8676EP108 556 54513 SH DFND 1 54513 0 0 SUNPOWER CORP COM 867652406 5203 557097 SH DFND 1 557097 0 0 SUNRUN INC COM 86771W105 4532 636547 SH DFND 1 636547 0 0 SUNSHINE BANCORP INC COM 86777J108 772 36230 SH DFND 1 36230 0 0 SUNSTONE HOTEL INVESTORS INC COM 867892101 46784 2902271 SH DFND 1 2902271 0 0 SUNTRUST BANKS INC COM 867914103 286711 5063275 SH DFND 1 5042298 0 20977 SUNWORKS INC COM 86803X105 122 69859 SH DFND 1 69859 0 0 SUPER MICRO COMPUTER INC COM 86800U104 10399 421888 SH DFND 1 421888 0 0 SUPERCONDUCTOR TECHNOLOGIES COM PAR NEW 867931503 50 28777 SH DFND 1 28777 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 12702 1217839 SH DFND 1 1212682 0 5157 SUPERIOR INDUSTRIES INTL COM 868168105 4497 218862 SH DFND 1 218862 0 0 SUPERIOR INDUSTRIES INTL COM 868168105 152 7434 SH DFND 1 2 7434 0 0 SUPERIOR UNIFORM GROUP INC COM 868358102 1426 63836 SH DFND 1 63836 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 19100 443164 SH DFND 1 443164 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 484 11245 SH DFND 1 2 11245 0 0 SUPERVALU INC COM 868536103 7296 2217819 SH DFND 1 2217819 0 0 SUPERVALU INC COM 868536103 42 12913 SH DFND 1 2 12913 0 0 SUPPORT.COM INC COM NEW 86858W200 261 111827 SH DFND 1 111827 0 0 SUPREME INDS INC-CLASS A CL A 868607102 1497 91014 SH DFND 1 91014 0 0 SURGERY PARTNERS INC COM 86881A100 4460 196064 SH DFND 1 196064 0 0 SURMODICS INC COM 868873100 4543 161418 SH DFND 1 161418 0 0 SUTHERLAND ASSET MANAGEMENT COM 86933G105 1242 83655 SH DFND 1 83655 0 0 SUTHERLAND ASSET MANAGEMENT COM 86933G105 45 3058 SH DFND 1 2 3058 0 0 SVB FINANCIAL GROUP COM 78486Q101 78343 445840 SH DFND 1 444067 0 1773 SVB FINANCIAL GROUP COM 78486Q101 32 184 SH DFND 1 2 184 0 0 SWIFT TRANSPORTATION CO CL A 87074U101 16980 640769 SH DFND 1 640769 0 0 SYKES ENTERPRISES INC COM 871237103 15920 474818 SH DFND 1 474818 0 0 SYMANTEC CORP COM 871503108 116 4118 SH DFND 1 2 4118 0 0 SYMANTEC CORP COM 871503108 179249 6355933 SH DFND 1 6308856 0 47077 SYNACOR INC COM 871561106 587 160983 SH DFND 1 160983 0 0 SYNALLOY CORP COM 871565107 431 38040 SH DFND 1 38040 0 0 SYNAPTICS INC COM 87157D109 19399 375165 SH DFND 1 374004 0 1161 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 6603 401422 SH DFND 1 401422 0 0 SYNCHRONY FINANCIAL COM 87165B103 261739 8790491 SH DFND 1 8757071 0 33420 SYNCHRONY FINANCIAL COM 87165B103 162 5463 SH DFND 1 2 5463 0 0 SYNDAX PHARMACEUTICALS INC COM 87164F105 1760 125999 SH DFND 1 125999 0 0 SYNERGY PHARMACEUTICALS INC COM NEW 871639308 8507 1911859 SH DFND 1 1911859 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 182 16633 SH DFND 1 16633 0 0 SYNGENTA AG-ADR SPONSORED ADR 87160A100 557 6020 SH DFND 1 5075 0 945 SYNNEX CORP COM 87162W100 44 372 SH DFND 1 2 372 0 0 SYNNEX CORP COM 87162W100 35308 294333 SH DFND 1 293352 0 981 SYNOPSYS INC COM 871607107 129109 1772875 SH DFND 1 1766353 0 6522 SYNOVUS FINANCIAL CORP COM NEW 87161C501 42128 952264 SH DFND 1 948124 0 4140 SYNTEL INC COM 87162H103 6420 378586 SH DFND 1 377413 0 1173 SYNTHESIS ENERGY SYSTEMS INC COM 871628103 296 442617 SH DFND 1 442617 0 0 SYNTHETIC BIOLOGICS INC COM 87164U102 225 399221 SH DFND 1 399221 0 0 SYPRIS SOLUTIONS INC COM 871655106 83 50846 SH DFND 1 50846 0 0 SYROS PHARMACEUTICALS INC COM 87184Q107 1348 83821 SH DFND 1 83821 0 0 SYSCO CORP COM 871829107 31 634 SH DFND 1 2 634 0 0 SYSCO CORP COM 871829107 226742 4513582 SH DFND 1 4491714 0 21868 SYSTEMAX INC COM 871851101 1686 89701 SH DFND 1 89701 0 0 T ROWE PRICE GROUP INC COM 74144T108 219980 2968370 SH DFND 1 2957654 0 10716 T2 BIOSYSTEMS INC COM 89853L104 304 94748 SH DFND 1 94748 0 0 TABLEAU SOFTWARE INC-CL A CL A 87336U105 27931 455872 SH DFND 1 455872 0 0 TABLEAU SOFTWARE INC-CL A CL A 87336U105 45 748 SH DFND 1 2 748 0 0 TABULA RASA HEALTHCARE INC COM 873379101 575 38270 SH DFND 1 38270 0 0 TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 1930 67558 SH DFND 1 67558 0 0 TAHOE RESOURCES INC COM 873868103 5316 616642 SH DFND 1 616642 0 0 TAILORED BRANDS INC COM 87403A107 4155 372339 SH DFND 1 372339 0 0 TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 898 25711 SH DFND 1 21613 0 4098 TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 573 16409 SH DFND 1 2 16409 0 0 TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 61757 841615 SH DFND 1 838108 0 3507 TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 223 1825 SH DFND 1 2 1825 0 0 TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 8412 69109 SH DFND 1 68736 0 373 TALEND SA - ADR ADS 874224207 452 13022 SH DFND 1 13022 0 0 TANDEM DIABETES CARE INC COM 875372104 144 180563 SH DFND 1 180563 0 0 TANGER FACTORY OUTLET CENTER COM 875465106 19 749 SH DFND 1 2 749 0 0 TANGER FACTORY OUTLET CENTER COM 875465106 23891 919603 SH DFND 1 916351 0 3252 TANTECH HOLDINGS LTD COM G8675X107 28 12107 SH DFND 1 12107 0 0 TARENA INTERNATIONAL INC-ADR ADR 876108101 269 15060 SH DFND 1 15060 0 0 TARENA INTERNATIONAL INC-ADR ADR 876108101 436 24348 SH DFND 1 2 24348 0 0 TARGA RESOURCES CORP COM 87612G101 76913 1702481 SH DFND 1 1701630 0 851 TARGET CORP COM 87612E106 1028 19677 SH DFND 1 2 19677 0 0 TARGET CORP COM 87612E106 315515 6043368 SH DFND 1 6017763 0 25605 TARO PHARMACEUTICAL INDUS SHS M8737E108 3937 35239 SH DFND 1 35239 0 0 TASEKO MINES LTD COM 876511106 307 243233 SH DFND 1 2 243233 0 0 TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 1963 59478 SH DFND 1 58785 0 693 TAUBMAN CENTERS INC COM 876664103 34127 573084 SH DFND 1 571030 0 2054 TAYLOR MORRISON HOME CORP-A CL A 87724P106 28482 1186284 SH DFND 1 1186284 0 0 TAYLOR MORRISON HOME CORP-A CL A 87724P106 831 34622 SH DFND 1 2 34622 0 0 TBPH 3.25 11/01/23 NOTE 3.250%11/0 88339KAA0 6746 5000000 PRN DFND 1 2 5000000 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 736 13385 SH DFND 1 2 13385 0 0 TCF FINANCIAL CORP COM 872275102 23801 1493173 SH DFND 1 1487408 0 5765 TD AMERITRADE HOLDING CORP COM 87236Y108 100417 2336879 SH DFND 1 2336879 0 0 TE CONNECTIVITY LTD REG SHS H84989104 271289 3454098 SH DFND 1 3438694 0 15404 TEAM INC COM 878155100 5814 247971 SH DFND 1 247971 0 0 TEARLAB CORP COM NEW 878193200 46 27529 SH DFND 1 27529 0 0 TECH DATA CORP COM 878237106 40917 405121 SH DFND 1 403953 0 1168 TECH DATA CORP COM 878237106 884 8754 SH DFND 1 2 8754 0 0 TECHNIPFMC PLC COM G87110105 111508 4106927 SH DFND 1 4086288 0 20639 TECHTARGET COM 87874R100 1498 144534 SH DFND 1 144534 0 0 TECK RESOURCES LTD-CLS B CL B 878742204 49 2881 SH DFND 1 2 2881 0 0 TECK RESOURCES LTD-CLS B CL B 878742204 177 10259 SH DFND 1 9817 0 442 TECNOGLASS INC SHS G87264100 366 39275 SH DFND 1 39275 0 0 TEEKAY CORP COM Y8564W103 2926 438806 SH DFND 1 438806 0 0 TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 1043 555091 SH DFND 1 544697 0 10394 TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 814 433188 SH DFND 1 2 433188 0 0 TEGNA INC COM 87901J105 31 2200 SH DFND 1 2 2200 0 0 TEGNA INC COM 87901J105 40029 2778510 SH DFND 1 2770308 0 8202 TEJON RANCH CO COM 879080109 2233 108196 SH DFND 1 108196 0 0 TELADOC INC COM 87918A105 11052 318516 SH DFND 1 318516 0 0 TELECOM ARGENTINA SA-SP ADR SPON ADR REP B 879273209 982 38776 SH DFND 1 2 38776 0 0 TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 197 21170 SH DFND 1 21038 0 132 TELEDYNE TECHNOLOGIES INC COM 879360105 35581 278741 SH DFND 1 277553 0 1188 TELEFLEX INC COM 879369106 26 128 SH DFND 1 2 128 0 0 TELEFLEX INC COM 879369106 78589 378435 SH DFND 1 376883 0 1552 TELEFONICA BRASIL-ADR SPONSORED ADR 87936R106 176 13083 SH DFND 1 2 13083 0 0 TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 410 39555 SH DFND 1 38532 0 1023 TELENAV INC COM 879455103 2183 269608 SH DFND 1 269608 0 0 TELEPHONE AND DATA SYSTEMS COM NEW 879433829 21097 760276 SH DFND 1 757113 0 3163 TELETECH HOLDINGS INC COM 879939106 6616 162167 SH DFND 1 162167 0 0 TELIGENT INC COM 87960W104 3965 433421 SH DFND 1 433421 0 0 TELLURIAN INC COM 87968A104 5111 509616 SH DFND 1 509616 0 0 TELUS CORP COMSTK 87971M103 12360 358632 SH DFND 1 358632 0 0 TEMPLETON EMERG MKTS INC FD COM 880192109 3732 332652 SH DFND 1 2 332652 0 0 TEMPLETON GLOBAL INCOME FUND COM 880198106 346 51558 SH DFND 1 2 51558 0 0 TEMPUR SEALY INTERNATIONAL I COM 88023U101 19539 365976 SH DFND 1 364397 0 1579 TENAX THERAPEUTICS INC COM 88032L100 64 87632 SH DFND 1 87632 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 12376 639958 SH DFND 1 637249 0 2709 TENGASCO INC COM PAR 88033R502 53 74276 SH DFND 1 74276 0 0 TENNANT CO COM 880345103 10355 140325 SH DFND 1 140325 0 0 TENNECO INC COM 880349105 38898 672632 SH DFND 1 672632 0 0 TERADATA CORP COM 88076W103 31489 1067791 SH DFND 1 1063384 0 4407 TERADYNE INC COM 880770102 168 5612 SH DFND 1 2 5612 0 0 TERADYNE INC COM 880770102 45583 1517933 SH DFND 1 1511200 0 6733 TEREX CORP COM 880779103 28906 770852 SH DFND 1 767566 0 3286 TERNIUM SA-SPONSORED ADR SPON ADR 880890108 796 28362 SH DFND 1 2 28362 0 0 TERRAFORM GLOBAL INC - CL A CL A 88104M101 2638 522476 SH DFND 1 522476 0 0 TERRAFORM POWER INC - A CL A COM 88104R100 8162 680172 SH DFND 1 680172 0 0 TERRAVIA HOLDINGS INC COM 88105A106 110 473806 SH DFND 1 473806 0 0 TERRENO REALTY CORP COM 88146M101 13130 390091 SH DFND 1 390091 0 0 TERRENO REALTY CORP COM 88146M101 32 965 SH DFND 1 2 965 0 0 TERRITORIAL BANCORP INC COM 88145X108 2218 71139 SH DFND 1 71139 0 0 TESARO INC COM 881569107 41841 299292 SH DFND 1 299292 0 0 TESCO CORP COM 88157K101 1950 438238 SH DFND 1 438238 0 0 TESLA INC COM 88160R101 347195 960608 SH DFND 1 955682 0 4926 TESORO CORP COM 881609101 0 1 SH DFND 1 2 1 0 0 TESORO CORP COM 881609101 150801 1613742 SH DFND 1 1606610 0 7132 TESSCO TECHNOLOGIES INC COM 872386107 410 30851 SH DFND 1 30851 0 0 TETRA TECH INC COM 88162G103 22582 493607 SH DFND 1 493607 0 0 TETRA TECHNOLOGIES INC COM 88162F105 2600 931936 SH DFND 1 931936 0 0 TETRAPHASE PHARMACEUTICALS I COM 88165N105 2293 321676 SH DFND 1 321676 0 0 TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 72497 2185862 SH DFND 1 2184917 0 945 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 32 421 SH DFND 1 2 421 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 32976 426058 SH DFND 1 424390 0 1668 TEXAS INSTRUMENTS INC COM 882508104 888582 11567612 SH DFND 1 11490778 0 76834 TEXAS INSTRUMENTS INC COM 882508104 535 6967 SH DFND 1 2 6967 0 0 TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 477 1625 SH DFND 1 2 1625 0 0 TEXAS ROADHOUSE INC COM 882681109 28445 558295 SH DFND 1 556122 0 2173 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 3184 219631 SH DFND 1 219631 0 0 TEXTRON INC COM 883203101 31 677 SH DFND 1 2 677 0 0 TEXTRON INC COM 883203101 126169 2683219 SH DFND 1 2671604 0 11615 TFS FINANCIAL CORP COM 87240R107 11184 722972 SH DFND 1 722972 0 0 TG THERAPEUTICS INC COM 88322Q108 4329 430754 SH DFND 1 430754 0 0 THERAPEUTICSMD INC COM 88338N107 6885 1306591 SH DFND 1 1306591 0 0 THERAVANCE BIOPHARMA INC COM G8807B106 14085 353550 SH DFND 1 353550 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 627143 3601249 SH DFND 1 3583591 0 17658 THERMON GROUP HOLDINGS INC COM 88362T103 4800 250418 SH DFND 1 250418 0 0 THESTREET INC COM 88368Q103 81 97860 SH DFND 1 97860 0 0 THIRD POINT REINSURANCE LTD COM G8827U100 6812 490132 SH DFND 1 490132 0 0 THL CREDIT INC COM 872438106 251 25324 SH DFND 1 2 25324 0 0 THOMSON REUTERS CORP COM 884903105 30848 667326 SH DFND 1 667226 0 100 THOR INDUSTRIES INC COM 885160101 38862 371816 SH DFND 1 370205 0 1611 THRESHOLD PHARMACEUTICALS COM NEW 885807206 155 395464 SH DFND 1 395464 0 0 TIER REIT INC COM NEW 88650V208 8985 486208 SH DFND 1 486208 0 0 TIFFANY & CO COM 886547108 100913 1076986 SH DFND 1 1072035 0 4951 TILE SHOP HLDGS INC COM 88677Q109 6198 300180 SH DFND 1 300180 0 0 TILLY'S INC-CLASS A SHRS CL A 886885102 892 87889 SH DFND 1 87889 0 0 TIMBERLAND BANCORP INC COM 887098101 1011 40014 SH DFND 1 40014 0 0 TIME INC COM 887228104 11345 790616 SH DFND 1 789631 0 985 TIME WARNER INC COM NEW 887317303 770180 7683471 SH DFND 1 7648461 0 35010 TIME WARNER INC COM NEW 887317303 1004 10000 SH DFND 1 2 10000 0 0 TIMKEN CO COM 887389104 27252 589245 SH DFND 1 586882 0 2363 TIMKEN CO COM 887389104 461 9989 SH DFND 1 2 9989 0 0 TIMKENSTEEL CORP COM 887399103 4728 307621 SH DFND 1 307621 0 0 TIPTREE INC CL A 88822Q103 1577 223786 SH DFND 1 223786 0 0 TITAN INTERNATIONAL INC COM 88830M102 4868 405386 SH DFND 1 405386 0 0 TITAN MACHINERY INC COM 88830R101 2488 138415 SH DFND 1 138415 0 0 TITAN PHARMACEUTICALS INC COM NEW 888314309 165 87349 SH DFND 1 87349 0 0 TIVITY HEALTH INC COM 88870R102 17475 438527 SH DFND 1 438527 0 0 TIVO CORP COM 88870P106 19022 1019995 SH DFND 1 1019633 0 362 TJX COMPANIES INC COM 872540109 488791 6783719 SH DFND 1 6754236 0 29483 TJX COMPANIES INC COM 872540109 31 434 SH DFND 1 2 434 0 0 T-MOBILE US INC COM 872590104 151501 2500289 SH DFND 1 2475784 0 24505 T-MOBILE US INC COM 872590104 7880 130000 SH DFND 1 2 130000 0 0 TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 2241 1500000 PRN DFND 1 2 1500000 0 0 TOCAGEN INC COM 888846102 825 68582 SH DFND 1 68582 0 0 TOLL BROTHERS INC COM 889478103 49940 1264452 SH DFND 1 1259467 0 4985 TOMPKINS FINANCIAL CORP COM 890110109 8379 106450 SH DFND 1 106450 0 0 TOOTSIE ROLL INDS COM 890516107 5887 168932 SH DFND 1 168340 0 592 TOPBUILD CORP COM 89055F103 16072 302853 SH DFND 1 302765 0 88 TORCHLIGHT ENERGY RESOURCES COM 89102U103 457 275806 SH DFND 1 275806 0 0 TORCHMARK CORP COM 891027104 88889 1164143 SH DFND 1 1159422 0 4721 TORO CO COM 891092108 63256 912920 SH DFND 1 909281 0 3639 TORONTO-DOMINION BANK COM NEW 891160509 745 14793 SH DFND 1 13838 0 955 TOTAL SA-SPON ADR SPONSORED ADR 89151E109 1632 32914 SH DFND 1 31458 0 1456 TOTAL SYSTEM SERVICES INC COM 891906109 93174 1602442 SH DFND 1 1594966 0 7476 TOWER INTERNATIONAL INC COM 891826109 3814 169931 SH DFND 1 169931 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1385 58075 SH DFND 1 58075 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 178 7482 SH DFND 1 2 7482 0 0 TOWN SPORTS INTERNATIONAL COM 89214A102 472 100610 SH DFND 1 100610 0 0 TOWNE BANK COM 89214P109 13 452 SH DFND 1 2 452 0 0 TOWNE BANK COM 89214P109 15810 513313 SH DFND 1 513313 0 0 TOWNSQUARE MEDIA INC - CL A CL A 892231101 613 59915 SH DFND 1 59915 0 0 TOWNSQUARE MEDIA INC - CL A CL A 892231101 2 266 SH DFND 1 2 266 0 0 TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 1130 10762 SH DFND 1 9041 0 1721 TPG PACE ENERGY HLDG- 11.5 WRT 06/21/22 *W EXP 99/99/999 872656111 208 166666 SH DFND 1 2 166666 0 0 TPG PACE ENERGY HLDGS - A CL A 872656103 5030 500000 SH DFND 1 2 500000 0 0 TPI COMPOSITES INC COM 87266J104 2729 147715 SH DFND 1 147715 0 0 TRACON PHARMACEUTICALS INC COM 89237H100 64 27057 SH DFND 1 27057 0 0 TRACTOR SUPPLY COMPANY COM 892356106 30 568 SH DFND 1 2 568 0 0 TRACTOR SUPPLY COMPANY COM 892356106 79665 1471678 SH DFND 1 1462220 0 9458 TRADE DESK INC/THE -CLASS A COM CL A 88339J105 8167 162994 SH DFND 1 162994 0 0 TRANS WORLD ENTERTAINMENT CP COM 89336Q100 59 35758 SH DFND 1 35758 0 0 TRANSACT TECHNOLOGIES INC COM 892918103 285 33579 SH DFND 1 33579 0 0 TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 117 97946 SH DFND 1 97946 0 0 TRANSCANADA CORP COM 89353D107 24497 517114 SH DFND 1 516416 0 698 TRANSCONTINENTAL REALTY INV COM NEW 893617209 672 25020 SH DFND 1 25020 0 0 TRANSDIGM GROUP INC COM 893641100 125383 467172 SH DFND 1 465050 0 2122 TRANSENTERIX INC COM NEW 89366M201 279 393522 SH DFND 1 393522 0 0 TRANSGLOBE ENERGY CORP COM 893662106 41 31199 SH DFND 1 31199 0 0 TRANSOCEAN LTD REG SHS H8817H100 33722 4102699 SH DFND 1 4085732 0 16967 TRANSUNION COM 89400J107 40434 933605 SH DFND 1 933605 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 68 16708 SH DFND 1 16708 0 0 TRAVELERS COS INC/THE COM 89417E109 343397 2718697 SH DFND 1 2705713 0 12984 TRAVELPORT WORLDWIDE LTD SHS G9019D104 15069 1095158 SH DFND 1 1095158 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 53 3874 SH DFND 1 2 3874 0 0 TRAVELZOO COM NEW 89421Q205 467 42706 SH DFND 1 42706 0 0 TRECORA RESOURCES COM 894648104 1616 143646 SH DFND 1 143646 0 0 TREDEGAR CORP COM 894650100 3459 226854 SH DFND 1 226854 0 0 TREDEGAR CORP COM 894650100 80 5309 SH DFND 1 2 5309 0 0 TREEHOUSE FOODS INC COM 89469A104 37165 454957 SH DFND 1 453040 0 1917 TREMOR VIDEO INC COM 89484Q100 336 135251 SH DFND 1 135251 0 0 TREVENA INC COM 89532E109 1015 441646 SH DFND 1 441646 0 0 TREX COMPANY INC COM 89531P105 15414 227827 SH DFND 1 227827 0 0 TRI POINTE GROUP INC COM 87265H109 17409 1319931 SH DFND 1 1314558 0 5373 TRIBUNE MEDIA CO - A CL A 896047503 23955 587573 SH DFND 1 587573 0 0 TRIBUNE MEDIA CO - A CL A 896047503 2038 50000 SH DFND 1 2 50000 0 0 TRICO BANCSHARES COM 896095106 6733 191568 SH DFND 1 191568 0 0 TRI-CONTINENTAL CORP COM 895436103 3629 149050 SH DFND 1 2 149050 0 0 TRIMAS CORP COM NEW 896215209 8155 391147 SH DFND 1 391147 0 0 TRIMBLE INC COM 896239100 75348 2113158 SH DFND 1 2104618 0 8540 TRINET GROUP INC COM 896288107 9851 300904 SH DFND 1 300904 0 0 TRINITY INDUSTRIES INC COM 896522109 35104 1252376 SH DFND 1 1246653 0 5723 TRINITY PLACE HOLDINGS INC COM 89656D101 562 79044 SH DFND 1 79044 0 0 TRINSEO SA SHS L9340P101 581 8470 SH DFND 1 2 8470 0 0 TRINSEO SA SHS L9340P101 42869 624005 SH DFND 1 624005 0 0 TRIPADVISOR INC COM 896945201 46371 1215749 SH DFND 1 1210957 0 4792 TRIPADVISOR INC COM 896945201 267 7015 SH DFND 1 2 7015 0 0 TRIPLE-S MANAGEMENT CORP-B CL B 896749108 4338 256583 SH DFND 1 255956 0 627 TRISTATE CAPITAL HLDGS INC COM 89678F100 4790 190116 SH DFND 1 190116 0 0 TRITON INTERNATIONAL LTD/BER CL A G9078F107 9345 279456 SH DFND 1 278793 0 663 TRIUMPH BANCORP INC COM 89679E300 3408 138843 SH DFND 1 138843 0 0 TRIUMPH GROUP INC COM 896818101 14814 468816 SH DFND 1 468816 0 0 TRIVAGO NV - ADR SPON ADS A SHS 89686D105 326 13791 SH DFND 1 13791 0 0 TRONC INC COM 89703P107 2709 210208 SH DFND 1 210208 0 0 TRONOX LTD-CL A SHS CL A Q9235V101 8123 537288 SH DFND 1 537288 0 0 TROVAGENE INC COM NEW 897238309 188 149843 SH DFND 1 149843 0 0 TRUEBLUE INC COM 89785X101 10332 389916 SH DFND 1 389916 0 0 TRUECAR INC COM 89785L107 11471 575577 SH DFND 1 575577 0 0 TRUPANION INC COM 898202106 3199 142945 SH DFND 1 142945 0 0 TRUSTCO BANK CORP NY COM 898349105 6326 816337 SH DFND 1 816337 0 0 TRUSTMARK CORP COM 898402102 18912 588071 SH DFND 1 582789 0 5282 TSLA 0.25 03/01/19 NOTE 0.250% 3/0 88160RAB7 14852 13000000 PRN DFND 1 2 13000000 0 0 TSLA 1.5 06/01/18 NOTE 1.500% 6/0 88160RAA9 34665 12000000 PRN DFND 1 2 12000000 0 0 TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 18163 4500000 PRN DFND 1 2 4500000 0 0 TTM TECHNOLOGIES COM 87305R109 17585 1012985 SH DFND 1 1012985 0 0 TUCOWS INC-CLASS A COM NEW 898697206 1271 23765 SH DFND 1 23765 0 0 TUESDAY MORNING CORP COM NEW 899035505 516 272023 SH DFND 1 272023 0 0 TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 128 16047 SH DFND 1 16047 0 0 TUPPERWARE BRANDS CORP COM 899896104 27906 397363 SH DFND 1 395118 0 2245 TURNING POINT BRANDS INC COM 90041L105 613 39978 SH DFND 1 39978 0 0 TURQUOISE HILL RESOURCES LTD COM 900435108 55 20976 SH DFND 1 19223 0 1753 TURTLE BEACH CORP COM 900450107 50 71674 SH DFND 1 71674 0 0 TUTOR PERINI CORP COM 901109108 8791 305799 SH DFND 1 305799 0 0 TVTY 1.5 07/01/18 NOTE 1.500% 7/0 422245AB6 8195 4000000 PRN DFND 1 2 4000000 0 0 TWENTY-FIRST CENTURY FOX - B CL B 90130A200 1814 65100 SH DFND 1 2 65100 0 0 TWENTY-FIRST CENTURY FOX - B CL B 90130A200 141817 5096232 SH DFND 1 5051546 0 44686 TWENTY-FIRST CENTURY FOX-A CL A 90130A101 305763 10807496 SH DFND 1 10729635 0 77861 TWILIO INC - A CL A 90138F102 7773 267048 SH DFND 1 267048 0 0 TWIN DISC INC COM 901476101 960 59481 SH DFND 1 59481 0 0 TWITTER INC COM 90184L102 83135 4654294 SH DFND 1 4653693 0 601 TWO 6.25 01/15/22 NOTE 6.250% 1/1 90187BAA9 14200 13500000 PRN DFND 1 2 13500000 0 0 TWO HARBORS INVESTMENT CORP COM 90187B101 28909 2917240 SH DFND 1 2917240 0 0 TWO RIVER BANCORP COM 90207C105 1029 55389 SH DFND 1 55389 0 0 TWTR 1 09/15/21 NOTE 1.000% 9/1 90184LAD4 5327 5822000 PRN DFND 1 2 5822000 0 0 TYLER TECHNOLOGIES INC COM 902252105 45214 257386 SH DFND 1 256250 0 1136 TYSON FOODS INC-CL A CL A 902494103 218768 3497824 SH DFND 1 3485173 0 12651 TYSON FOODS INC-CL A CL A 902494103 472 7550 SH DFND 1 2 7550 0 0 U S ENERGY CORP - WYOMING COM NEW 911805208 13 19379 SH DFND 1 19379 0 0 U.S. GLOBAL INVESTORS INC-A CL A 902952100 69 45139 SH DFND 1 45139 0 0 U.S. PHYSICAL THERAPY INC COM 90337L108 5668 93846 SH DFND 1 93846 0 0 UBIQUITI NETWORKS INC COM 90347A100 12810 246489 SH DFND 1 246489 0 0 UBS GROUP AG-REG SHS H42097107 184 10839 SH DFND 1 7544 0 3295 UCP INC - CL A CL A 90265Y106 658 60093 SH DFND 1 60093 0 0 UDR INC COM 902653104 122814 3155907 SH DFND 1 3144305 0 11602 UFP TECHNOLOGIES INC COM 902673102 1599 56507 SH DFND 1 56507 0 0 UGI CORP COM 902681105 92709 1915685 SH DFND 1 1909839 0 5846 ULTA BEAUTY INC COM 90384S303 192486 670893 SH DFND 1 666530 0 4363 ULTIMATE SOFTWARE GROUP INC COM 90385D107 51055 243052 SH DFND 1 242047 0 1005 ULTRA CLEAN HOLDINGS INC COM 90385V107 6926 369408 SH DFND 1 369408 0 0 ULTRA CLEAN HOLDINGS INC COM 90385V107 27 1480 SH DFND 1 2 1480 0 0 ULTRA PETROLEUM CORP COM NEW 903914208 5851 539284 SH DFND 1 539284 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 21629 348239 SH DFND 1 348239 0 0 ULTRALIFE CORP COM 903899102 455 63199 SH DFND 1 63199 0 0 UMB FINANCIAL CORP COM 902788108 29399 392732 SH DFND 1 391255 0 1477 UMH PROPERTIES INC COM 903002103 4434 260090 SH DFND 1 260090 0 0 UMH PROPERTIES INC S-A 8.25 CV RED PFD-A 903002202 392 15070 SH DFND 1 15070 0 0 UMPQUA HOLDINGS CORP COM 904214103 42572 2318753 SH DFND 1 2309572 0 9181 UNDER ARMOUR INC-CLASS A CL A 904311107 38762 1784460 SH DFND 1 1776438 0 8022 UNDER ARMOUR INC-CLASS C CL C 904311206 35867 1782073 SH DFND 1 1774084 0 7989 UNIFI INC COM NEW 904677200 3945 128092 SH DFND 1 128092 0 0 UNIFIRST CORP/MA COM 904708104 24 176 SH DFND 1 2 176 0 0 UNIFIRST CORP/MA COM 904708104 18926 134514 SH DFND 1 134514 0 0 UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1044 18895 SH DFND 1 16188 0 2707 UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1246 23028 SH DFND 1 20140 0 2888 UNION BANKSHARES CORP COM 90539J109 12860 379366 SH DFND 1 379366 0 0 UNION BANKSHARES INC /VT COM 905400107 1736 36556 SH DFND 1 36556 0 0 UNION PACIFIC CORP COM 907818108 31 290 SH DFND 1 2 290 0 0 UNION PACIFIC CORP COM 907818108 938048 8626859 SH DFND 1 8589639 0 37220 UNI-PIXEL INC COM NEW 904572203 90 236495 SH DFND 1 236495 0 0 UNISYS CORP COM NEW 909214306 4781 373525 SH DFND 1 372917 0 608 UNIT CORP COM 909218109 77 4149 SH DFND 1 2 4149 0 0 UNIT CORP COM 909218109 7384 394246 SH DFND 1 394246 0 0 UNITED BANCORP INC/OHIO COM 909911109 510 41665 SH DFND 1 41665 0 0 UNITED BANKSHARES INC COM 909907107 31 799 SH DFND 1 2 799 0 0 UNITED BANKSHARES INC COM 909907107 35468 904814 SH DFND 1 900159 0 4655 UNITED COMMUNITY BANKS/GA COM 90984P303 16662 599387 SH DFND 1 599387 0 0 UNITED COMMUNITY FINANCIAL COM 909839102 3515 423099 SH DFND 1 423099 0 0 UNITED CONTINENTAL HOLDINGS COM 910047109 225861 3005484 SH DFND 1 2992699 0 12785 UNITED FINANCIAL BANCORP INC COM 910304104 7188 430715 SH DFND 1 430715 0 0 UNITED FIRE GROUP INC COM 910340108 8182 185720 SH DFND 1 185720 0 0 UNITED INSURANCE HOLDINGS CO COM 910710102 4301 273466 SH DFND 1 273466 0 0 UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 31 12866 SH DFND 1 0 0 12866 UNITED NATURAL FOODS INC COM 911163103 465 12695 SH DFND 1 2 12695 0 0 UNITED NATURAL FOODS INC COM 911163103 21597 588498 SH DFND 1 586790 0 1708 UNITED PARCEL SERVICE-CL B CL B 911312106 708042 6414072 SH DFND 1 6382537 0 31535 UNITED RENTALS INC COM 911363109 206 1835 SH DFND 1 2 1835 0 0 UNITED RENTALS INC COM 911363109 111897 994213 SH DFND 1 990546 0 3667 UNITED SECURITY BANCSHARE/CA COM 911460103 284 30719 SH DFND 1 30719 0 0 UNITED STATES ANTIMONY CORP COM 911549103 54 139769 SH DFND 1 139769 0 0 UNITED STATES LIME & MINERAL COM 911922102 1285 16378 SH DFND 1 16378 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 2208 232500 PRN DFND 1 2 232500 0 0 UNITED STATES STEEL CORP COM 912909108 31227 1410467 SH DFND 1 1404589 0 5878 UNITED TECHNOLOGIES CORP COM 913017109 885480 7264254 SH DFND 1 7229548 0 34706 UNITED THERAPEUTICS CORP COM 91307C102 89582 690668 SH DFND 1 689150 0 1518 UNITED THERAPEUTICS CORP COM 91307C102 1199 9247 SH DFND 1 2 9247 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1718185 9282864 SH DFND 1 9238660 0 44204 UNITEDHEALTH GROUP INC COM 91324P102 5 27 SH DFND 1 2 27 0 0 UNITI GROUP INC COM 91325V108 35286 1403603 SH DFND 1 1395547 0 8056 UNITIL CORP COM 913259107 7316 151443 SH DFND 1 151443 0 0 UNITY BANCORP INC COM 913290102 1396 81194 SH DFND 1 81194 0 0 UNIVAR INC COM 91336L107 22722 778175 SH DFND 1 778175 0 0 UNIVERSAL CORP/VA COM 913456109 19716 304735 SH DFND 1 304735 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 39183 358656 SH DFND 1 358656 0 0 UNIVERSAL ELECTRONICS INC COM 913483103 8506 127248 SH DFND 1 127248 0 0 UNIVERSAL FOREST PRODUCTS COM 913543104 16357 187344 SH DFND 1 187344 0 0 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 12772 160575 SH DFND 1 160575 0 0 UNIVERSAL HEALTH SERVICES-B CL B 913903100 118645 973459 SH DFND 1 969580 0 3879 UNIVERSAL HEALTH SERVICES-B CL B 913903100 29 243 SH DFND 1 2 243 0 0 UNIVERSAL INSURANCE HOLDINGS COM 91359V107 11866 470901 SH DFND 1 470129 0 772 UNIVERSAL INSURANCE HOLDINGS COM 91359V107 196 7814 SH DFND 1 2 7814 0 0 UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 1364 90949 SH DFND 1 90949 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 588 30164 SH DFND 1 30164 0 0 UNIVERSAL TECHNICAL INSTITUT COM 913915104 417 116958 SH DFND 1 116958 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 6644 221841 SH DFND 1 221041 0 800 UNUM GROUP COM 91529Y106 110159 2366182 SH DFND 1 2355791 0 10391 UPLAND SOFTWARE INC COM 91544A109 1885 85762 SH DFND 1 85762 0 0 UQM TECHNOLOGIES INC COM 903213106 149 176536 SH DFND 1 176536 0 0 URANIUM ENERGY CORP COM 916896103 1815 1141703 SH DFND 1 1141703 0 0 URANIUM RESOURCES INC COM 916901705 246 165640 SH DFND 1 165640 0 0 URBAN EDGE PROPERTIES COM 91704F104 21996 926967 SH DFND 1 923610 0 3357 URBAN ONE INC CL D NON VTG 91705J204 372 165460 SH DFND 1 165460 0 0 URBAN OUTFITTERS INC COM 917047102 259 13988 SH DFND 1 2 13988 0 0 URBAN OUTFITTERS INC COM 917047102 14580 786419 SH DFND 1 783433 0 2986 URSTADT BIDDLE - CLASS A CL A 917286205 5663 286020 SH DFND 1 286020 0 0 URSTADT BIDDLE PROPERTIE S-G 6.75 PFD-G CV 6.75% 917286809 377 14293 SH DFND 1 14293 0 0 US AUTO PARTS NETWORK INC COM 90343C100 270 83712 SH DFND 1 83712 0 0 US BANCORP COM NEW 902973304 818878 15799177 SH DFND 1 15726029 0 73148 US CELLULAR CORP COM 911684108 4706 122810 SH DFND 1 122810 0 0 US CELLULAR CORP COM 911684108 958 25000 SH DFND 1 2 25000 0 0 US CONCRETE INC COM NEW 90333L201 10014 127498 SH DFND 1 127498 0 0 US ECOLOGY INC COM 91732J102 9467 187482 SH DFND 1 187482 0 0 US FOODS HOLDING CORP COM 912008109 28853 1060012 SH DFND 1 1060012 0 0 US GEOTHERMAL INC COM NEW 90338S201 408 89021 SH DFND 1 89021 0 0 US SILICA HOLDINGS INC COM 90346E103 21303 600261 SH DFND 1 600070 0 191 USA TECHNOLOGIES INC COM NO PAR 90328S500 1431 275237 SH DFND 1 275237 0 0 USA TRUCK INC COM 902925106 374 43288 SH DFND 1 43288 0 0 USANA HEALTH SCIENCES INC COM 90328M107 7017 109474 SH DFND 1 109474 0 0 USG CORP COM NEW 903293405 20422 703749 SH DFND 1 703749 0 0 UTAH MEDICAL PRODUCTS INC COM 917488108 2746 37938 SH DFND 1 37938 0 0 UTAH MEDICAL PRODUCTS INC COM 917488108 309 4279 SH DFND 1 2 4279 0 0 UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 49 21290 SH DFND 1 21290 0 0 VAALCO ENERGY INC COM NEW 91851C201 258 276975 SH DFND 1 276975 0 0 VAIL RESORTS INC COM 91879Q109 61639 304022 SH DFND 1 303922 0 100 VALERO ENERGY CORP COM 91913Y100 319315 4741082 SH DFND 1 4719246 0 21836 VALHI INC COM 918905100 16 5600 SH DFND 1 2 5600 0 0 VALHI INC COM 918905100 481 161710 SH DFND 1 161710 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 32422 623864 SH DFND 1 623864 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 15 296 SH DFND 1 2 296 0 0 VALLEY NATIONAL BANCORP COM 919794107 24171 2046691 SH DFND 1 2035822 0 10869 VALMONT INDUSTRIES COM 920253101 27040 180749 SH DFND 1 179988 0 761 VALMONT INDUSTRIES COM 920253101 57 384 SH DFND 1 2 384 0 0 VALUE LINE INC COM 920437100 305 16668 SH DFND 1 16668 0 0 VALVOLINE INC COM 92047W101 38536 1624658 SH DFND 1 1617774 0 6884 VANDA PHARMACEUTICALS INC COM 921659108 7042 432054 SH DFND 1 432054 0 0 VANECK VECTORS AGRIBUSINESS AGRIBUSINESS ETF 92189F700 220 4000 PRN DFND 1 4000 0 0 VANECK VECTORS JUNIOR GOLD M JR GOLD MINERS E 92189F791 3261 97700 PRN DFND 1 2 97700 0 0 VANTAGE ENERGY ACQUISITION C UNIT 04/12/2024 92211L204 3039 300000 SH DFND 1 2 300000 0 0 VANTIV INC - CL A CL A 92210H105 73580 1162294 SH DFND 1 1162294 0 0 VAREX IMAGING CORP COM 92214X106 10767 318557 SH DFND 1 318557 0 0 VARIAN MEDICAL SYSTEMS INC COM 92220P105 107282 1041306 SH DFND 1 1037318 0 3988 VARONIS SYSTEMS INC COM 922280102 5835 156873 SH DFND 1 156873 0 0 VASCO DATA SECURITY INTL COM 92230Y104 3894 271367 SH DFND 1 271367 0 0 VASCULAR BIOGENICS LTD COM M96883109 50 11422 SH DFND 1 11422 0 0 VBI VACCINES INC COM NEW 91822J103 234 53980 SH DFND 1 53980 0 0 VCA INC COM 918194101 62043 672388 SH DFND 1 669647 0 2741 VECTOR GROUP LTD COM 92240M108 16785 787314 SH DFND 1 787314 0 0 VECTREN CORP COM 92240G101 39426 674656 SH DFND 1 671851 0 2805 VECTRUS INC COM 92242T101 2641 81720 SH DFND 1 81368 0 352 VEDANTA LTD-ADR SPONSORED ADR 92242Y100 584 37651 SH DFND 1 36068 0 1583 VEECO INSTRUMENTS INC COM 922417100 11297 405642 SH DFND 1 405642 0 0 VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 52419 855396 SH DFND 1 855396 0 0 VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 374 6114 SH DFND 1 2 6114 0 0 VENTAS INC COM 92276F100 289766 4176574 SH DFND 1 4161177 0 15397 VEON LTD SPONSORED ADR 91822M106 3157 807652 SH DFND 1 806990 0 662 VERA BRADLEY INC COM 92335C106 1771 181160 SH DFND 1 181160 0 0 VERACYTE INC COM 92337F107 1114 133824 SH DFND 1 133824 0 0 VERASTEM INC COM 92337C104 418 191911 SH DFND 1 191911 0 0 VEREIT INC COM 92339V100 59085 7261731 SH DFND 1 7260067 0 1664 VERICEL CORP COM 92346J108 752 227942 SH DFND 1 227942 0 0 VERIFONE SYSTEMS INC COM 92342Y109 15622 863114 SH DFND 1 859354 0 3760 VERINT SYSTEMS INC COM 92343X100 21976 539973 SH DFND 1 539973 0 0 VERISIGN INC COM 92343E102 84383 909216 SH DFND 1 905386 0 3830 VERISK ANALYTICS INC COM 92345Y106 134610 1598105 SH DFND 1 1586556 0 11549 VERITEX HOLDINGS INC COM 923451108 2952 112145 SH DFND 1 112145 0 0 VERITIV CORP COM 923454102 4038 89751 SH DFND 1 89751 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1737326 38970481 SH DFND 1 38783106 0 187375 VERIZON COMMUNICATIONS INC COM 92343V104 158 3556 SH DFND 1 2 3556 0 0 VERMILION ENERGY INC COMSTK 923725105 51 1600 SH DFND 1 2 1600 0 0 VERMILION ENERGY INC COMSTK 923725105 2012 68565 SH DFND 1 68565 0 0 VERMILLION INC COM NEW 92407M206 191 104229 SH DFND 1 104229 0 0 VERSAR INC COM 925297103 16 11390 SH DFND 1 11390 0 0 VERSARTIS INC COM 92529L102 4563 261506 SH DFND 1 261506 0 0 VERSO CORP - A CL A 92531L207 1277 272440 SH DFND 1 272440 0 0 VERSUM MATERIALS INC COM 92532W103 27996 861439 SH DFND 1 857543 0 3896 VERTEX ENERGY INC COM 92534K107 94 88481 SH DFND 1 88481 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 306625 2383562 SH DFND 1 2365145 0 18417 VERTEX PHARMACEUTICALS INC COM 92532F100 490 3806 SH DFND 1 2 3806 0 0 VF CORP COM 918204108 201172 3498298 SH DFND 1 3483402 0 14896 VGR V2.5 01/15/19 FRNT 1/1 92240MAY4 12436 8500000 PRN DFND 1 2 8500000 0 0 VIACOM INC-CLASS A CL A 92553P102 1804 47420 SH DFND 1 47420 0 0 VIACOM INC-CLASS B CL B 92553P201 126874 3785476 SH DFND 1 3759282 0 26194 VIACOM INC-CLASS B CL B 92553P201 212 6325 SH DFND 1 2 6325 0 0 VIAD CORP COM NEW 92552R406 7754 164108 SH DFND 1 164108 0 0 VIASAT INC COM 92552V100 30511 460905 SH DFND 1 459121 0 1784 VIAVI SOLUTIONS INC COM 925550105 20571 1953630 SH DFND 1 1953630 0 0 VICAL INC COM NEW 925602203 102 37866 SH DFND 1 37866 0 0 VICOR CORP COM 925815102 2465 137754 SH DFND 1 137754 0 0 VIDEOCON D2H LTD -ADR ADR 92657J101 185 19046 SH DFND 1 19046 0 0 VIEWRAY INC COM 92672L107 1764 272698 SH DFND 1 272698 0 0 VIKING THERAPEUTICS INC COM 92686J106 33 31264 SH DFND 1 31264 0 0 VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 281 8883 SH DFND 1 8883 0 0 VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 1768 68213 SH DFND 1 68213 0 0 VINCE HOLDING CORP COM 92719W108 62 131825 SH DFND 1 131825 0 0 VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1012 64500 SH DFND 1 64500 0 0 VIPSHOP HOLDINGS LTD - ADR SPONSORED ADR 92763W103 6535 622296 SH DFND 1 622296 0 0 VIRCO MFG CORPORATION COM 927651109 109 20401 SH DFND 1 20401 0 0 VIRNETX HOLDING CORP COM 92823T108 1785 392406 SH DFND 1 392406 0 0 VIRTU FINANCIAL INC-CLASS A CL A 928254101 5617 318280 SH DFND 1 318280 0 0 VIRTUS INVESTMENT PARTNERS COM 92828Q109 6344 57185 SH DFND 1 57185 0 0 VIRTUSA CORP COM 92827P102 6962 236825 SH DFND 1 236825 0 0 VISA INC-CLASS A SHARES COM CL A 92826C839 1792571 19146054 SH DFND 1 19062148 0 83906 VISHAY INTERTECHNOLOGY INC COM 928298108 22897 1379394 SH DFND 1 1374878 0 4516 VISHAY INTERTECHNOLOGY INC COM 928298108 101 6092 SH DFND 1 2 6092 0 0 VISHAY PRECISION GROUP COM 92835K103 1338 77397 SH DFND 1 77397 0 0 VISTA OUTDOOR INC COM 928377100 10740 477154 SH DFND 1 477154 0 0 VISTAGEN THERAPEUTICS INC COM NEW 92840H202 56 30097 SH DFND 1 30097 0 0 VISTEON CORP COM NEW 92839U206 25507 249925 SH DFND 1 249925 0 0 VISTRA ENERGY CORP COM 92840M102 37844 2254004 SH DFND 1 2254004 0 0 VITAL THERAPIES INC COM 92847R104 397 136933 SH DFND 1 136933 0 0 VITAMIN SHOPPE INC COM 92849E101 734 63055 SH DFND 1 2 63055 0 0 VITAMIN SHOPPE INC COM 92849E101 2482 213111 SH DFND 1 213111 0 0 VIVEVE MEDICAL INC COM NEW 92852W204 738 102907 SH DFND 1 102907 0 0 VIVINT SOLAR INC COM 92854Q106 1136 194282 SH DFND 1 194282 0 0 VIVUS INC COM 928551100 721 591652 SH DFND 1 591652 0 0 VMWARE INC-CLASS A CL A COM 928563402 31 358 SH DFND 1 2 358 0 0 VMWARE INC-CLASS A CL A COM 928563402 41777 478066 SH DFND 1 478066 0 0 VOCERA COMMUNICATIONS INC COM 92857F107 5530 209315 SH DFND 1 209315 0 0 VOCERA COMMUNICATIONS INC COM 92857F107 143 5443 SH DFND 1 2 5443 0 0 VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 9468 329566 SH DFND 1 315260 0 14306 VOLITIONRX LTD COM 928661107 357 100890 SH DFND 1 100890 0 0 VOLT INFO SCIENCES INC COM 928703107 164 41675 SH DFND 1 41675 0 0 VONAGE HOLDINGS CORP COM 92886T201 10191 1558276 SH DFND 1 1558276 0 0 VORNADO REALTY TRUST SH BEN INT 929042109 26 287 SH DFND 1 2 287 0 0 VORNADO REALTY TRUST SH BEN INT 929042109 186609 1990380 SH DFND 1 1982906 0 7474 VOXX INTERNATIONAL CORP CL A 91829F104 1187 144834 SH DFND 1 144834 0 0 VOYA FINANCIAL INC COM 929089100 56255 1525601 SH DFND 1 1525601 0 0 VOYA FINANCIAL INC COM 929089100 237 6427 SH DFND 1 2 6427 0 0 VOYAGER THERAPEUTICS INC COM 92915B106 610 68160 SH DFND 1 68160 0 0 VRTS 7 1/4 S-D PFD CV SER D 92828Q208 4503 45000 PRN DFND 1 2 45000 0 0 VSE CORP COM 918284100 3003 66782 SH DFND 1 66782 0 0 VTV THERAPEUTICS INC- CL A CL A 918385105 193 38876 SH DFND 1 38876 0 0 VULCAN MATERIALS CO COM 929160109 159692 1262910 SH DFND 1 1257176 0 5734 VUZIX CORP COM NEW 92921W300 617 94298 SH DFND 1 94298 0 0 VWR CORP COM 91843L103 190 5780 SH DFND 1 2 5780 0 0 VWR CORP COM 91843L103 24741 749526 SH DFND 1 749526 0 0 W&T OFFSHORE INC COM 92922P106 1187 605652 SH DFND 1 605652 0 0 WA/CLAY US INFL-LKD OPP&INC COM 95766R104 268 24375 SH DFND 1 2 24375 0 0 WABASH NATIONAL CORP COM 929566107 17381 790772 SH DFND 1 790772 0 0 WABASH NATIONAL CORP COM 929566107 37 1690 SH DFND 1 2 1690 0 0 WABCO HOLDINGS INC COM 92927K102 49973 392070 SH DFND 1 392070 0 0 WABTEC CORP COM 929740108 62818 686812 SH DFND 1 683894 0 2918 WADDELL & REED FINANCIAL-A CL A 930059100 19687 1042768 SH DFND 1 1041389 0 1379 WADDELL & REED FINANCIAL-A CL A 930059100 106 5660 SH DFND 1 2 5660 0 0 WAGEWORKS INC COM 930427109 20494 304971 SH DFND 1 304971 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 732876 9373386 SH DFND 1 9302552 0 70834 WALGREENS BOOTS ALLIANCE INC COM 931427108 72 930 SH DFND 1 2 930 0 0 WALKER & DUNLOP INC COM 93148P102 17563 359692 SH DFND 1 359692 0 0 WAL-MART STORES INC COM 931142103 1146574 15175634 SH DFND 1 15106921 0 68713 WAL-MART STORES INC COM 931142103 487 6440 SH DFND 1 2 6440 0 0 WALT DISNEY CO/THE COM DISNEY 254687106 31 298 SH DFND 1 2 298 0 0 WALT DISNEY CO/THE COM DISNEY 254687106 1650817 15562343 SH DFND 1 15496198 0 66145 WALTER INVESTMENT MANAGEMENT COM 93317W102 203 214419 SH DFND 1 214419 0 0 WARRIOR MET COAL INC COM 93627C101 4335 253069 SH DFND 1 253069 0 0 WASHINGTON FEDERAL INC COM 938824109 25229 759910 SH DFND 1 756900 0 3010 WASHINGTON PRIME GROUP INC COM 93964W108 15729 1879263 SH DFND 1 1868836 0 10427 WASHINGTON REIT SH BEN INT 939653101 22751 713209 SH DFND 1 713209 0 0 WASHINGTON TRUST BANCORP COM 940610108 6864 133156 SH DFND 1 133156 0 0 WASHINGTONFIRST BANKSHARE COM 940730104 2742 79418 SH DFND 1 79418 0 0 WASTE CONNECTIONS INC COM 94106B101 3044 48206 SH DFND 1 48206 0 0 WASTE MANAGEMENT INC COM 94106L109 282472 3858217 SH DFND 1 3839581 0 18636 WASTE MANAGEMENT INC COM 94106L109 26 362 SH DFND 1 2 362 0 0 WATERS CORP COM 941848103 155129 845221 SH DFND 1 841748 0 3473 WATERSTONE FINANCIAL INC COM 94188P101 5289 280611 SH DFND 1 280611 0 0 WATSCO INC COM 942622200 35847 232474 SH DFND 1 231446 0 1028 WATTS WATER TECHNOLOGIES-A CL A 942749102 14714 232821 SH DFND 1 232821 0 0 WAVE LIFE SCIENCES LTD SHS Y95308105 2473 132984 SH DFND 1 132984 0 0 WAYFAIR INC- CLASS A CL A 94419L101 19266 250600 SH DFND 1 250600 0 0 WAYSIDE TECHNOLOGY GROUP INC COM 946760105 335 17318 SH DFND 1 17318 0 0 WBMD 2.5 01/31/18 NOTE 2.500% 1/3 94770VAF9 2061 2000000 PRN DFND 1 2 2000000 0 0 WD-40 CO COM 929236107 13479 122148 SH DFND 1 122148 0 0 WDAY 0.75 07/15/18 NOTE 0.750% 7/1 98138HAC5 8027 6500000 PRN DFND 1 2 6500000 0 0 WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 29416 7603936 SH DFND 1 7603936 0 0 WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 2920 754650 SH DFND 1 2 754650 0 0 WEB.COM GROUP INC COM 94733A104 10737 424397 SH DFND 1 424397 0 0 WEBMD HEALTH CORP COM 94770V102 19306 329174 SH DFND 1 327903 0 1271 WEBSTER FINANCIAL CORP COM 947890109 38448 736287 SH DFND 1 733164 0 3123 WEC ENERGY GROUP INC COM 92939U106 201878 3294243 SH DFND 1 3279650 0 14593 WECAST NETWORK INC COM 94850Q106 52 29569 SH DFND 1 29569 0 0 WEIBO CORP-SPON ADR SPONSORED ADR 948596101 5374 81138 SH DFND 1 80871 0 267 WEIBO CORP-SPON ADR SPONSORED ADR 948596101 102 1549 SH DFND 1 2 1549 0 0 WEIGHT WATCHERS INTL INC COM 948626106 7512 224805 SH DFND 1 224805 0 0 WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 31 1050 SH DFND 1 2 1050 0 0 WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 34140 1134244 SH DFND 1 1130248 0 3996 WEIS MARKETS INC COM 948849104 22 463 SH DFND 1 2 463 0 0 WEIS MARKETS INC COM 948849104 6041 123998 SH DFND 1 123998 0 0 WELBILT INC COM 949090104 20258 1074744 SH DFND 1 1074744 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 261 1457 SH DFND 1 2 1457 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 76478 425920 SH DFND 1 424417 0 1503 WELLS FARGO & CO COM 949746101 131 2370 SH DFND 1 2 2370 0 0 WELLS FARGO & CO COM 949746101 2489328 45002995 SH DFND 1 44798052 0 204943 WELLTOWER INC COM 95040Q104 320901 4293489 SH DFND 1 4277602 0 15887 WENDY'S CO/THE COM 95058W100 24625 1587702 SH DFND 1 1581224 0 6478 WERNER ENTERPRISES INC COM 950755108 11446 390007 SH DFND 1 388484 0 1523 WESBANCO INC COM 950810101 14310 361916 SH DFND 1 361916 0 0 WESCO AIRCRAFT HOLDINGS INC COM 950814103 5155 475175 SH DFND 1 475175 0 0 WESCO INTERNATIONAL INC COM 95082P105 238 4166 SH DFND 1 2 4166 0 0 WESCO INTERNATIONAL INC COM 95082P105 20111 350994 SH DFND 1 350994 0 0 WEST BANCORPORATION CAP STK 95123P106 4032 170503 SH DFND 1 170503 0 0 WEST CORP COM 952355204 9546 409365 SH DFND 1 408333 0 1032 WEST MARINE INC COM 954235107 1752 136343 SH DFND 1 136343 0 0 WEST PHARMACEUTICAL SERVICES COM 955306105 54377 575297 SH DFND 1 572820 0 2477 WESTAMERICA BANCORPORATION COM 957090103 12771 227902 SH DFND 1 227902 0 0 WESTAR ENERGY INC COM 95709T100 795 15000 SH DFND 1 2 15000 0 0 WESTAR ENERGY INC COM 95709T100 61638 1162981 SH DFND 1 1158188 0 4793 WESTBURY BANCORP INC COM 95727P106 423 20808 SH DFND 1 20808 0 0 WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 189 60615 SH DFND 1 60615 0 0 WESTERN ALLIANCE BANCORP COM 957638109 38719 786975 SH DFND 1 786975 0 0 WESTERN ASSET EMERGING MARKE COM 95766A101 794 51036 SH DFND 1 2 51036 0 0 WESTERN ASSET MORTGAGE CAPIT COM 95790D105 3560 345651 SH DFND 1 339145 0 6506 WESTERN DIGITAL CORP COM 958102105 279580 3160503 SH DFND 1 3138542 0 21961 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 272 4871 SH DFND 1 2 4871 0 0 WESTERN NEW ENGLAND BANCORP COM 958892101 2298 226475 SH DFND 1 226475 0 0 WESTERN UNION CO COM 959802109 90852 4776928 SH DFND 1 4748177 0 28751 WESTLAKE CHEMICAL CORP COM 960413102 17 270 SH DFND 1 2 270 0 0 WESTLAKE CHEMICAL CORP COM 960413102 18735 282974 SH DFND 1 282974 0 0 WESTMORELAND COAL CO COM 960878106 715 146871 SH DFND 1 146871 0 0 WESTMORELAND COAL CO COM 960878106 4 937 SH DFND 1 2 937 0 0 WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 506 21627 SH DFND 1 17291 0 4336 WESTPORT FUEL SYSTEMS INC COM NEW 960908309 62 26542 SH DFND 1 26542 0 0 WESTROCK CO COM 96145D105 144348 2551838 SH DFND 1 2539761 0 12077 WESTWOOD HOLDINGS GROUP INC COM 961765104 17 300 SH DFND 1 2 300 0 0 WESTWOOD HOLDINGS GROUP INC COM 961765104 3270 57687 SH DFND 1 57687 0 0 WEX INC COM 96208T104 30699 294422 SH DFND 1 293122 0 1300 WEYCO GROUP INC COM 962149100 1245 44684 SH DFND 1 44684 0 0 WEYERHAEUSER CO COM 962166104 976 29142 SH DFND 1 2 29142 0 0 WEYERHAEUSER CO COM 962166104 291780 8722857 SH DFND 1 8690259 0 32598 WGL HOLDINGS INC COM 92924F106 34549 414119 SH DFND 1 412397 0 1722 WGL HOLDINGS INC COM 92924F106 1251 15000 SH DFND 1 2 15000 0 0 WHEATON PRECIOUS METALS CORP COMSTK 962879102 4696 237963 SH DFND 1 237330 0 633 WHEELER REAL ESTATE INVESTME COM NEW 963025705 378 37033 SH DFND 1 37033 0 0 WHIRLPOOL CORP COM 963320106 144849 757198 SH DFND 1 753752 0 3446 WHITE MOUNTAINS INSURANCE GP COM G9618E107 32288 37172 SH DFND 1 37172 0 0 WHITESTONE REIT COM 966084204 4170 340453 SH DFND 1 340453 0 0 WHITING PETROLEUM CORP COM 966387102 12994 2358356 SH DFND 1 2358356 0 0 WHOLE FOODS MARKET INC COM 966837106 155035 3687202 SH DFND 1 3673336 0 13866 WIDEPOINT CORP COM 967590100 156 340820 SH DFND 1 340820 0 0 WILDHORSE RESOURCE DEVELOPME COM 96812T102 2663 215339 SH DFND 1 215339 0 0 WILEY (JOHN) & SONS-CLASS A CL A 968223206 19467 369061 SH DFND 1 367553 0 1508 WILLBROS GROUP INC COM 969203108 780 316187 SH DFND 1 316187 0 0 WILLDAN GROUP INC COM 96924N100 1883 61651 SH DFND 1 61651 0 0 WILLIAM LYON HOMES-CL A CL A NEW 552074700 4389 181825 SH DFND 1 181825 0 0 WILLIAMS COS INC COM 969457100 6 200 SH DFND 1 2 200 0 0 WILLIAMS COS INC COM 969457100 261615 8653915 SH DFND 1 8615574 0 38341 WILLIAMS-SONOMA INC COM 969904101 258 5333 SH DFND 1 2 5333 0 0 WILLIAMS-SONOMA INC COM 969904101 36523 753064 SH DFND 1 750307 0 2757 WILLIS LEASE FINANCE CORP COM 970646105 839 31414 SH DFND 1 31414 0 0 WILLIS TOWERS WATSON PLC SHS G96629103 194366 1338413 SH DFND 1 1332900 0 5513 WINDSTREAM HOLDINGS INC COM NEW 97382A200 6503 1676286 SH DFND 1 1668219 0 8067 WINGSTOP INC COM 974155103 8088 261771 SH DFND 1 261771 0 0 WINMARK CORP COM 974250102 2404 18649 SH DFND 1 18649 0 0 WINNEBAGO INDUSTRIES COM 974637100 7302 208631 SH DFND 1 208631 0 0 WINS FINANCE HOLDINGS INC ORD SHS G97223104 2311 11575 SH DFND 1 11575 0 0 WINTRUST FINANCIAL CORP COM 97650W108 44934 587843 SH DFND 1 585970 0 1873 WIPRO LTD-ADR SPON ADR 1 SH 97651M109 4158 799624 SH DFND 1 794000 0 5624 WIRELESS TELECOM GROUP INC COM 976524108 74 46661 SH DFND 1 46661 0 0 WISDOMTREE INVESTMENTS INC COM 97717P104 10015 984763 SH DFND 1 982624 0 2139 WIX.COM LTD SHS M98068105 1956 28107 SH DFND 1 28107 0 0 WIX.COM LTD SHS M98068105 280 4037 SH DFND 1 2 4037 0 0 WMIH CORP COM 92936P100 2183 1747000 SH DFND 1 1747000 0 0 WOLVERINE WORLD WIDE INC COM 978097103 20953 748084 SH DFND 1 748084 0 0 WOODWARD INC COM 980745103 31613 467790 SH DFND 1 465934 0 1856 WOORI BANK - SPON ADR ADR 98105T104 233 4787 SH DFND 1 3630 0 1157 WORKDAY INC-CLASS A CL A 98138H101 89257 920603 SH DFND 1 920603 0 0 WORKHORSE GROUP INC COM NEW 98138J206 594 161119 SH DFND 1 161119 0 0 WORKIVA INC COM CL A 98139A105 3269 171623 SH DFND 1 171623 0 0 WORKIVA INC COM CL A 98139A105 191 10037 SH DFND 1 2 10037 0 0 WORLD ACCEPTANCE CORP COM 981419104 7799 104119 SH DFND 1 104119 0 0 WORLD ACCEPTANCE CORP COM 981419104 248 3312 SH DFND 1 2 3312 0 0 WORLD FUEL SERVICES CORP COM 981475106 117 3066 SH DFND 1 2 3066 0 0 WORLD FUEL SERVICES CORP COM 981475106 22438 583586 SH DFND 1 581253 0 2333 WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 6225 305610 SH DFND 1 305610 0 0 WORTHINGTON INDUSTRIES COM 981811102 20760 413388 SH DFND 1 411822 0 1566 WP CAREY INC COM 92936U109 57349 868802 SH DFND 1 868802 0 0 WPCS INTERNATIONAL INC COM PAR $.0001 N 92931L401 55 40159 SH DFND 1 40159 0 0 WPP PLC-SPONSORED ADR ADR 92937A102 1449 13748 SH DFND 1 13298 0 450 WPP PLC-SPONSORED ADR ADR 92937A102 148 1405 SH DFND 1 2 1405 0 0 WPX ENERGY INC COM 98212B103 21 2239 SH DFND 1 2 2239 0 0 WPX ENERGY INC COM 98212B103 30455 3152755 SH DFND 1 3139314 0 13441 WR BERKLEY CORP COM 084423102 57612 833224 SH DFND 1 829951 0 3273 WR GRACE & CO COM 38388F108 37120 515727 SH DFND 1 515727 0 0 WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 24376 886734 SH DFND 1 886734 0 0 WSFS FINANCIAL CORP COM 929328102 10980 242135 SH DFND 1 242135 0 0 WW GRAINGER INC COM 384802104 192 1068 SH DFND 1 2 1068 0 0 WW GRAINGER INC COM 384802104 107873 598424 SH DFND 1 595813 0 2611 WYNDHAM WORLDWIDE CORP COM 98310W108 101607 1013784 SH DFND 1 1008866 0 4918 WYNN RESORTS LTD COM 983134107 110394 824481 SH DFND 1 817998 0 6483 XACTLY CORP COM 98386L101 2463 157386 SH DFND 1 157386 0 0 XBIOTECH INC COM 98400H102 764 162613 SH DFND 1 162613 0 0 XCEL ENERGY INC COM 98389B100 236678 5167365 SH DFND 1 5145334 0 22031 XCERRA CORP COM 98400J108 4122 421905 SH DFND 1 421905 0 0 XENCOR INC COM 98401F105 7970 377558 SH DFND 1 377558 0 0 XENIA HOTELS & RESORTS INC COM 984017103 656 33892 SH DFND 1 2 33892 0 0 XENIA HOTELS & RESORTS INC COM 984017103 26183 1351730 SH DFND 1 1351730 0 0 XENITH BANKSHARES INC COM NEW 984102202 2160 69546 SH DFND 1 69546 0 0 XERIUM TECHNOLOGIES INC COM NEW 98416J118 418 58265 SH DFND 1 58265 0 0 XEROX CORP COM NEW 984121608 92080 3208513 SH DFND 1 3195639 0 12874 XILINX INC COM 983919101 189675 2953123 SH DFND 1 2934326 0 18797 XL GROUP LTD COM G98294104 112628 2575745 SH DFND 1 2564401 0 11344 XO GROUP INC COM 983772104 4238 240578 SH DFND 1 240578 0 0 XOMA CORP COM NEW 98419J206 304 43491 SH DFND 1 43491 0 0 XPERI CORP COM 98421B100 14067 472074 SH DFND 1 471891 0 183 XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 33 16945 SH DFND 1 16945 0 0 XPO LOGISTICS INC COM 983793100 43298 669952 SH DFND 1 669952 0 0 XUNLEI LTD-ADR SPONSORED ADR 98419E108 53 16359 SH DFND 1 16359 0 0 XYLEM INC COM 98419M100 103138 1863651 SH DFND 1 1855853 0 7798 YAMANA GOLD INC COMSTK 98462Y100 1235 514138 SH DFND 1 513585 0 553 YAMANA GOLD INC COMSTK 98462Y100 0 13 SH DFND 1 2 13 0 0 YANDEX NV-A SHS CLASS A N97284108 4443 169322 SH DFND 1 169322 0 0 YANGTZE RIVER DEVELOPMENT LT COM 984752105 790 59218 SH DFND 1 59218 0 0 YATRA ONLINE INC ORD SHS G98338109 204 18219 SH DFND 1 18219 0 0 YELP INC CL A 985817105 15115 503518 SH DFND 1 503518 0 0 YEXT INC COM 98585N106 1655 124208 SH DFND 1 124208 0 0 YORK WATER CO COM 987184108 4450 127708 SH DFND 1 127708 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 2971 267222 SH DFND 1 266447 0 775 YRC WORLDWIDE INC COM PAR $.01 984249607 25 2254 SH DFND 1 2 2254 0 0 YUM CHINA HOLDINGS INC COM 98850P109 58164 1477833 SH DFND 1 1476933 0 900 YUM! BRANDS INC COM 988498101 222158 3017659 SH DFND 1 3002405 0 15254 YUME INC COM 98872B104 1176 250331 SH DFND 1 250331 0 0 YY INC-ADR ADS REPCOM CLA 98426T106 567 9776 SH DFND 1 2 9776 0 0 YY INC-ADR ADS REPCOM CLA 98426T106 4152 71781 SH DFND 1 71781 0 0 ZAFGEN INC COM 98885E103 419 119398 SH DFND 1 119255 0 143 ZAGG INC COM 98884U108 1935 223719 SH DFND 1 223719 0 0 ZAIS GROUP HOLDINGS INC COM 98887G106 51 22211 SH DFND 1 22211 0 0 ZAYO GROUP HOLDINGS INC COM 98919V105 27572 893102 SH DFND 1 893102 0 0 ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 42674 424536 SH DFND 1 422752 0 1784 ZEDGE INC-CL B CL B 98923T104 164 74255 SH DFND 1 74255 0 0 ZENDESK INC COM 98936J101 18555 667929 SH DFND 1 667929 0 0 ZILLOW GROUP INC - A CL A 98954M101 21013 430255 SH DFND 1 430255 0 0 ZILLOW GROUP INC - C CL C CAP STK 98954M200 43742 892895 SH DFND 1 892895 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 21 164 SH DFND 1 2 164 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 257548 2009280 SH DFND 1 2000532 0 8748 ZION OIL & GAS INC COM 989696109 764 222752 SH DFND 1 222752 0 0 ZIONS BANCORPORATION COM 989701107 18 423 SH DFND 1 2 423 0 0 ZIONS BANCORPORATION COM 989701107 98600 2248842 SH DFND 1 2240050 0 8792 ZIONS BANCORPORATION-CW20 *W EXP 05/22/202 989701115 20768 1641778 SH DFND 1 2 1641778 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 6917 1112128 SH DFND 1 1111239 0 889 ZIX CORP COM 98974P100 2814 494593 SH DFND 1 494593 0 0 ZIX CORP COM 98974P100 171 30158 SH DFND 1 2 30158 0 0 ZOE'S KITCHEN INC COM 98979J109 1758 147682 SH DFND 1 147682 0 0 ZOETIS INC CL A 98978V103 293070 4706452 SH DFND 1 4685157 0 21295 ZOGENIX INC COM NEW 98978L204 3016 208012 SH DFND 1 208012 0 0 ZOSANO PHARMA CORP COM 98979H103 264 187884 SH DFND 1 187884 0 0 ZUMIEZ INC COM 989817101 201 16309 SH DFND 1 2 16309 0 0 ZUMIEZ INC COM 989817101 1964 159038 SH DFND 1 159038 0 0 ZYNERBA PHARMACEUTICALS INC COM 98986X109 1631 96145 SH DFND 1 96145 0 0 ZYNGA INC - CL A CL A 98986T108 24605 6759687 SH DFND 1 6759687 0 0 ZYNGA INC - CL A CL A 98986T108 26 7236 SH DFND 1 2 7236 0 0