0001214717-17-000008.txt : 20170512 0001214717-17-000008.hdr.sgml : 20170512 20170512133356 ACCESSION NUMBER: 0001214717-17-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170512 DATE AS OF CHANGE: 20170512 EFFECTIVENESS DATE: 20170512 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: 17837699 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 03-31-2017 03-31-2017 GEODE CAPITAL MANAGEMENT, LLC

1 POST OFFICE SQUARE 20TH FLOOR BOSTON MA 02109

13F HOLDINGS REPORT 028-10386 N Jeffrey S. Miller 617-563-3499 Jeffrey S. Miller Boston MA 05-12-2017 1 4776 246669322 false 12 0001308055 028-10985 GEODE CAPITAL MANAGEMENT LP INFORMATION TABLE 2 13F_Filing_03_31_2017.xml 1 800 FLOWERS COM CL A CL A 68243Q106 10 989 SH DFND 1 2 989 0 0 1 800 FLOWERS COM CL A CL A 68243Q106 2522 247328 SH DFND 1 245903 0 1425 180 DEGREE CAPITAL CORP COM 68235B109 42 29285 SH DFND 1 29285 0 0 1ST CONSTITUTION BANCORP COM 31986N102 860 46650 SH DFND 1 46650 0 0 1ST SOURCE CORP COM COM 336901103 7361 156790 SH DFND 1 156790 0 0 21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 157 28620 SH DFND 1 28620 0 0 22ND CENTURY GROUP INC COM 90137F103 523 443658 SH DFND 1 443658 0 0 2U INC COM 90214J101 13164 331923 SH DFND 1 331923 0 0 3-D SYS CORP DEL COM NEW COM NEW 88554D205 12322 823668 SH DFND 1 820331 0 3337 3-D SYS CORP DEL COM NEW COM NEW 88554D205 31 2085 SH DFND 1 2 2085 0 0 3M CO COM 88579Y101 1204437 6303345 SH DFND 1 6275975 0 27370 51JOBS INC-ADR SP ADR REP COM 316827104 555 15160 SH DFND 1 15160 0 0 58 COM INC-ADR SPON ADR REP A 31680Q104 3685 104587 SH DFND 1 104587 0 0 8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 232 17097 SH DFND 1 17097 0 0 8X8 INC NEW COM COM 282914100 32 2140 SH DFND 1 2 2140 0 0 8X8 INC NEW COM COM 282914100 11227 736232 SH DFND 1 736232 0 0 A-MARK PRECIOUS METALS INC COM 00181T107 345 20218 SH DFND 1 20218 0 0 A H BELO CORP COM CL A 001282102 702 114207 SH DFND 1 114207 0 0 A10 NETWORKS INC COM 002121101 3271 357566 SH DFND 1 357566 0 0 AAC HOLDINGS INC COM 000307108 591 69346 SH DFND 1 69346 0 0 AAON INC COM PAR $0.004 COM PAR $0.004 000360206 12212 345477 SH DFND 1 345477 0 0 AAR CORP COM COM 000361105 24 715 SH DFND 1 2 715 0 0 AAR CORP COM COM 000361105 8225 244601 SH DFND 1 244601 0 0 AARON'S INC COM PAR $0.50 002535300 418 14087 SH DFND 1 2 14087 0 0 AARON'S INC COM PAR $0.50 002535300 24294 816913 SH DFND 1 814940 0 1973 ABAXIS INC COM 002567105 8924 184010 SH DFND 1 183488 0 522 ABB LTD-ADR SPONSORED ADR 000375204 535 22874 SH DFND 1 18972 0 3902 ABBOTT LABS COM COM 002824100 732765 16523955 SH DFND 1 16443701 0 80254 ABBVIE INC COM 00287Y109 969204 14896412 SH DFND 1 14822265 0 74147 ABBVIE INC COM 00287Y109 823 12639 SH DFND 1 2 12639 0 0 ABEONA THERAPEUTICS INC COM 00289Y107 980 196073 SH DFND 1 196073 0 0 ABERCROMBIE & FITCH CO CL A CL A 002896207 5883 493184 SH DFND 1 492513 0 671 ABERDEEN CHILE FUND INC COM 00301W105 274 39328 SH DFND 1 2 39328 0 0 ABIOMED INC COM COM 003654100 39939 319008 SH DFND 1 317753 0 1255 ABM INDS INC COM COM 000957100 18796 431123 SH DFND 1 431123 0 0 ABRAXAS PETE CORP COM COM 003830106 2526 1250746 SH DFND 1 1250746 0 0 AC IMMUNE SA SHS H00263105 337 32536 SH DFND 1 32536 0 0 ACACIA COMMUNICATIONS INC COM 00401C108 6311 107673 SH DFND 1 107673 0 0 ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 2184 379856 SH DFND 1 379856 0 0 ACADIA HEALTHCARE CO INC COM 00404A109 26859 616042 SH DFND 1 616042 0 0 ACADIA PHARMACEUTICALS INC COM COM 004225108 26157 760832 SH DFND 1 760502 0 330 ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 25163 837113 SH DFND 1 837113 0 0 ACCELERON PHARMA INC COM 00434H108 7185 271440 SH DFND 1 271440 0 0 ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 75 632 SH DFND 1 2 632 0 0 ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 804494 6719469 SH DFND 1 6690792 0 28677 ACCESS NATIONAL CORP COM COM 004337101 3181 105968 SH DFND 1 105968 0 0 ACCLERATE DIAGNOSTICS INC COM 00430H102 5478 226394 SH DFND 1 226200 0 194 ACCO BRANDS CORP COM 00081T108 10576 804329 SH DFND 1 804329 0 0 ACCURAY INC COM 004397105 3350 705308 SH DFND 1 705308 0 0 ACELRX PHARMACEUTICALS INC COM 00444T100 712 226156 SH DFND 1 226156 0 0 ACETO CORP COM COM 004446100 3716 235063 SH DFND 1 235063 0 0 ACHAOGEN INC COM 004449104 4189 166055 SH DFND 1 166055 0 0 ACHILLION PHARMACTCLS COM 00448Q201 4221 1002784 SH DFND 1 1002784 0 0 ACI WORLDWIDE INC COM 004498101 20732 969277 SH DFND 1 965662 0 3615 ACLARIS THERAPEUTICS INC COM 00461U105 3519 118036 SH DFND 1 118036 0 0 ACNB CORP COM 000868109 1015 35191 SH DFND 1 35191 0 0 ACORDA THERAPEUTICS INC COM 00484M106 2 141 SH DFND 1 2 141 0 0 ACORDA THERAPEUTICS INC COM 00484M106 9254 440683 SH DFND 1 440683 0 0 ACTINIUM PHARMACEUTICALS INC COM 00507W107 228 151287 SH DFND 1 151287 0 0 ACTIVISION BLIZZARD INC COM 00507V109 21 425 SH DFND 1 2 425 0 0 ACTIVISION BLIZZARD INC COM 00507V109 323697 6501410 SH DFND 1 6448853 0 52557 ACTUA CORP COM 005094107 4205 299303 SH DFND 1 299303 0 0 ACTUANT CORP CL A NEW CL A NEW 00508X203 11583 439596 SH DFND 1 439596 0 0 ACUITY BRANDS INC COM COM 00508Y102 92558 454323 SH DFND 1 452418 0 1905 ACUITY BRANDS INC COM COM 00508Y102 15 75 SH DFND 1 2 75 0 0 ACUSHNET HOLDINGS CORP COM 005098108 3008 174078 SH DFND 1 174078 0 0 ACXIOM CORP COM COM 005125109 17923 629568 SH DFND 1 627162 0 2406 ADAMAS PHARMACEUTICALS INC COM 00548A106 2201 125793 SH DFND 1 125793 0 0 ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 363 85464 SH DFND 1 85464 0 0 ADAMS EXPRESS COM 006212104 5419 394158 SH DFND 1 2 394158 0 0 ADAMS RESOURCES & ENERGY INC COM NEW 006351308 651 17453 SH DFND 1 17453 0 0 ADAPTIMMUNE THERAPEUTICS - ADR SPONDS ADR 00653A107 92 16841 SH DFND 1 16841 0 0 ADCARE HEALTH SYSTEMS COM NEW 00650W300 51 40556 SH DFND 1 40556 0 0 ADDUS HOMECARE CORP COM 006739106 1838 57440 SH DFND 1 57440 0 0 ADDUS HOMECARE CORP COM 006739106 6 212 SH DFND 1 2 212 0 0 ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 22 11928 SH DFND 1 11928 0 0 ADEPTUS HEALTH INC CL A 006855100 187 104108 SH DFND 1 104108 0 0 ADESTO TECHNOLOGIES CORP COM 00687D101 188 45505 SH DFND 1 45505 0 0 ADIENT PLC ORD SHS G0084W101 48695 670093 SH DFND 1 669947 0 146 ADMA BIOLOGICS INC COM 000899104 114 23558 SH DFND 1 23558 0 0 ADOBE SYS INC COM COM 00724F101 610096 4695244 SH DFND 1 4659668 0 35576 ADTRAN INC COM COM 00738A106 8311 400540 SH DFND 1 400540 0 0 ADURO BIOTECH INC COM 00739L101 2825 262809 SH DFND 1 262809 0 0 ADVANCED ACCELERATOR APP-ADR SPONSORED ADS 00790T100 880 22095 SH DFND 1 22095 0 0 ADVANCED AUTO PARTS INC COM COM 00751Y106 27 184 SH DFND 1 2 184 0 0 ADVANCED AUTO PARTS INC COM COM 00751Y106 111677 754266 SH DFND 1 751081 0 3185 ADVANCED DISPOSAL SERVICES INC COM 00790X101 4087 180874 SH DFND 1 180874 0 0 ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 6128 279833 SH DFND 1 279833 0 0 ADVANCED EMISSIONS SOLUTIONS INC COM 00770C101 1501 157441 SH DFND 1 157441 0 0 ADVANCED ENERGY INDS COM COM 007973100 25732 375331 SH DFND 1 375331 0 0 ADVANCED ENERGY INDS COM COM 007973100 118 1729 SH DFND 1 2 1729 0 0 ADVANCED MICRO DEVICES INC COM COM 007903107 133854 9210323 SH DFND 1 9176963 0 33360 ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 614 94792 SH DFND 1 2 94792 0 0 ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 149 23046 SH DFND 1 19186 0 3860 ADVANCEPIERRE FOODS HOLDINGS INC COM 00782L107 8342 267641 SH DFND 1 267641 0 0 ADVANSIX INC. COM 00773T101 5540 202813 SH DFND 1 202813 0 0 ADVAXIS INC COM NEW 007624208 2286 279812 SH DFND 1 279812 0 0 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 365 135256 SH DFND 1 135256 0 0 ADVISORY BRD CO COM COM 00762W107 15403 329133 SH DFND 1 329133 0 0 AECOM TECHNOLOGY CORP -REDH COM 00766T100 42362 1190283 SH DFND 1 1185462 0 4821 AECOM TECHNOLOGY CORP -REDH COM 00766T100 30 860 SH DFND 1 2 860 0 0 AEGION CORP COM 00770F104 6358 277556 SH DFND 1 277556 0 0 AEGLEA BIOTHERAPEUTICS INC COM 00773J103 246 33142 SH DFND 1 33142 0 0 AEGON N V ORD AMER REG NY REGISTRY SH 007924103 65 12851 SH DFND 1 9411 0 3440 AEHR TEST SYSTEMS COM COM 00760J108 446 92762 SH DFND 1 92762 0 0 AEMITIS INC COM NEW 00770K202 82 64195 SH DFND 1 64195 0 0 AERCAP HOLDINGS NV SHS N00985106 16652 364381 SH DFND 1 364381 0 0 AERI PHARMACEUTICALS INC COM 00771V108 11891 262221 SH DFND 1 262221 0 0 AEROHIVE NETWORKS INC COM 007786106 1162 276186 SH DFND 1 276186 0 0 AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 11968 551535 SH DFND 1 551535 0 0 AEROVIRONMENT INC COM 008073108 4906 175053 SH DFND 1 175053 0 0 AES CORP COM COM 00130H105 283 25329 SH DFND 1 2 25329 0 0 AES CORP COM COM 00130H105 74194 6645410 SH DFND 1 6616818 0 28592 AETHLON MEDICAL INC COM NEW 00808Y208 78 24234 SH DFND 1 24234 0 0 AETNA INC NEW COM COM 00817Y108 404 3172 SH DFND 1 2 3172 0 0 AETNA INC NEW COM COM 00817Y108 450405 3536073 SH DFND 1 3519675 0 16398 AEVI GENOMIC MEDICINE INC COM 00835P105 15 8079 SH DFND 1 2 8079 0 0 AEVI GENOMIC MEDICINE INC COM 00835P105 424 228361 SH DFND 1 228361 0 0 AFFILIATED MANAGERS GROUP COM COM 008252108 87871 536768 SH DFND 1 534320 0 2448 AFFILIATED MANAGERS GROUP COM COM 008252108 232 1420 SH DFND 1 2 1420 0 0 AFFIMED NV COM N01045108 53 23439 SH DFND 1 23439 0 0 AFLAC INC COM COM 001055102 294824 4076593 SH DFND 1 4058209 0 18384 AG MORTGAGE INVESTMENT TRUST COM 001228105 3625 200851 SH DFND 1 192686 0 8165 AGCO CORP COM COM 001084102 31701 526955 SH DFND 1 524894 0 2061 AGCO CORP COM COM 001084102 30 500 SH DFND 1 2 500 0 0 AGENUS INC COM NEW 00847G705 2073 550017 SH DFND 1 550017 0 0 AGENUS INC COM NEW 00847G705 17 4555 SH DFND 1 2 4555 0 0 AGILE THERAPEUTICS INC COM 00847L100 644 201152 SH DFND 1 201152 0 0 AGILENT TECHNOLOGIES INC COM COM 00846U101 173245 3281284 SH DFND 1 3266486 0 14798 AGILYSYS INC COM 00847J105 1183 125286 SH DFND 1 125286 0 0 AGIOS PHARMACEUTICALS INC COM 00847X104 15193 260168 SH DFND 1 260168 0 0 AGIOS PHARMACEUTICALS INC COM 00847X104 217 3731 SH DFND 1 2 3731 0 0 AGNC INVESTMENT CORP COM 00123Q104 58891 2961810 SH DFND 1 2952358 0 9452 AGREE REALTY CORP COM 008492100 10145 211551 SH DFND 1 211551 0 0 AGRIUM INC COM COM 008916108 391 4105 SH DFND 1 4105 0 0 AGROFRESH SOLUTIONS INC COM 00856G109 894 204662 SH DFND 1 204662 0 0 AIMMUNE THERAPEUTICS INC COM 00900T107 4502 207210 SH DFND 1 207210 0 0 AIR LEASE CORP CL A 00912X302 77 1989 SH DFND 1 2 1989 0 0 AIR LEASE CORP CL A 00912X302 28501 735529 SH DFND 1 735529 0 0 AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 11582 269366 SH DFND 1 269366 0 0 AIR PRODS & CHEMS INC COM COM 009158106 242 1791 SH DFND 1 2 1791 0 0 AIR PRODS & CHEMS INC COM COM 009158106 263102 1947758 SH DFND 1 1937849 0 9909 AIR TRANSPORT SERVICES GROUP INC COM 00922R105 6894 429566 SH DFND 1 429566 0 0 AIRCASTLE LTD COM G0129K104 10242 424465 SH DFND 1 424465 0 0 AIRGAN INC COM 00938A104 553 36494 SH DFND 1 36494 0 0 AIRMEDIA GROUP -ADS-REDH SPONSORED ADR 009411109 74 26995 SH DFND 1 26995 0 0 AK STL HLDG CORP COM COM 001547108 5 800 SH DFND 1 2 800 0 0 AK STL HLDG CORP COM COM 001547108 19711 2741467 SH DFND 1 2741467 0 0 AKAMAI TECHNOLOGIES INC COM COM 00971T101 64 1081 SH DFND 1 2 1081 0 0 AKAMAI TECHNOLOGIES INC COM COM 00971T101 103274 1732273 SH DFND 1 1719780 0 12493 AKEBIA THERAPEUTICS INC COM 00972D105 3036 330096 SH DFND 1 330096 0 0 AKER BIOSCIENCES INC COM 00973E102 21 12000 SH DFND 1 12000 0 0 AKORN INC COM COM 009728106 16765 696232 SH DFND 1 693529 0 2703 ALAMO GROUP INC COM COM 011311107 9589 125863 SH DFND 1 125863 0 0 ALARM.COM HOLDINGS INC COM 011642105 3861 125603 SH DFND 1 125603 0 0 ALASKA AIR GROUP INC COM COM 011659109 112506 1221333 SH DFND 1 1215603 0 5730 ALASKA COMMUNICATIONS SYS G COM COM 01167P101 693 374876 SH DFND 1 374876 0 0 ALBANY INTL CORP CL A CL A 012348108 10347 224710 SH DFND 1 224710 0 0 ALBANY MOLECULAR RESH INC COM COM 012423109 2868 204481 SH DFND 1 204481 0 0 ALBEMARLE CORP COM COM 012653101 121949 1155933 SH DFND 1 1150804 0 5129 ALBIREO PHARMA COM 01345P106 329 13746 SH DFND 1 13746 0 0 ALCOA CORP COM 013872106 36657 1065625 SH DFND 1 1065625 0 0 ALCOA CORP COM 013872106 107 3126 SH DFND 1 2 3126 0 0 ALCOBRA LTD SHS M2239P109 17 15744 SH DFND 1 15744 0 0 ALDER BIOPHARAMCEUTICALS INC COM 014339105 8352 401570 SH DFND 1 401570 0 0 ALDEYRA THERAPEUTICS INC COM 01438T106 274 54888 SH DFND 1 54888 0 0 ALERE INC COM 01449J105 198 5000 SH DFND 1 2 5000 0 0 ALERE INC COM 01449J105 26268 661179 SH DFND 1 661179 0 0 ALEXANDER & BALDWIN INC COM 014491104 15963 358568 SH DFND 1 357146 0 1422 ALEXANDERS INC COM COM 014752109 11224 25992 SH DFND 1 25992 0 0 ALEXANDERS INC COM COM 014752109 79 183 SH DFND 1 2 183 0 0 ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 115109 1042718 SH DFND 1 1038881 0 3837 ALEXION PHARMACEUTICALS INC COM COM 015351109 47 393 SH DFND 1 2 393 0 0 ALEXION PHARMACEUTICALS INC COM COM 015351109 256039 2114938 SH DFND 1 2098515 0 16423 ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 162300 1511206 SH DFND 1 1510597 0 609 ALICO INC COM COM 016230104 683 25899 SH DFND 1 25899 0 0 ALIGN TECHNOLOGY INC COM COM 016255101 75940 662250 SH DFND 1 659917 0 2333 ALIMERA SCIENCES INC COM 016259103 226 162029 SH DFND 1 162029 0 0 ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 1646 1500000 PRN DFND 1 2 1500000 0 0 ALJ REGIONAL HLDGS INC COM 001627108 214 57639 SH DFND 1 57639 0 0 ALKERMES INC COM SHS G01767105 70221 1200761 SH DFND 1 1200637 0 124 ALKERMES INC COM SHS G01767105 137 2357 SH DFND 1 2 2357 0 0 ALLEGHANY CORP DEL COM COM 017175100 74555 121338 SH DFND 1 120859 0 479 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 14743 820922 SH DFND 1 817545 0 3377 ALLEGIANCE BANCSHARES INC COM 01748H107 3492 93873 SH DFND 1 93873 0 0 ALLEGIANT TRAVEL CO COM 01748X102 17496 109180 SH DFND 1 109180 0 0 ALLEGION PLC ORD SHS G0176J109 70891 937532 SH DFND 1 933371 0 4161 ALLERGAN PLC SHS G0177J108 752649 3154975 SH DFND 1 3140001 0 14974 ALLETE INC COM COM NEW 018522300 32366 478021 SH DFND 1 478021 0 0 ALLIANCE DATA SYSTEMS CORP COM COM 018581108 134362 540377 SH DFND 1 537964 0 2413 ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 1497 54607 SH DFND 1 2 54607 0 0 ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 868 31671 SH DFND 1 31671 0 0 ALLIANCE IMAGING INC COM NEW COM PAR 018606301 1592 155407 SH DFND 1 154940 0 467 ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 37 2932 SH DFND 1 2 2932 0 0 ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 723 56281 SH DFND 1 56281 0 0 ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 1351 62432 SH DFND 1 2 62432 0 0 ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 843 38959 SH DFND 1 38959 0 0 ALLIANT ENERGY CORP COM COM 018802108 93103 2353635 SH DFND 1 2343288 0 10347 ALLIED MOTION TECHNOLOGIES COM 019330109 1341 66744 SH DFND 1 66744 0 0 ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 35403 666734 SH DFND 1 666734 0 0 ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 1285 24200 SH DFND 1 2 24200 0 0 ALLIQUA INC COM NEW 019621200 41 82393 SH DFND 1 82393 0 0 ALLISON TRANSMISSION HOLDING COM 01973R101 56239 1559613 SH DFND 1 1559613 0 0 ALLISON TRANSMISSION HOLDING COM 01973R101 820 22747 SH DFND 1 2 22747 0 0 ALLOT COMMUNICATIONS LTD SHS M0854Q105 109 23046 SH DFND 1 23046 0 0 ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 19832 1564055 SH DFND 1 1558439 0 5616 ALLSTATE CORP COM COM 020002101 286267 3517975 SH DFND 1 3502177 0 15798 ALLY FINANCIAL INC COM 02005N100 139 6873 SH DFND 1 2 6873 0 0 ALLY FINANCIAL INC COM 02005N100 69797 3434464 SH DFND 1 3434464 0 0 ALMOST FAMILY INC COM 020409108 4566 93964 SH DFND 1 93964 0 0 ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 29560 576797 SH DFND 1 576673 0 124 ALON USA ENERGY INC COM 020520102 2905 238382 SH DFND 1 237438 0 944 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3358 195386 SH DFND 1 195386 0 0 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 356 20718 SH DFND 1 2 20718 0 0 ALPHABET INC - CLASS C CAP STK CL C 02079K107 2560188 3090355 SH DFND 1 3067224 0 23131 ALPHABET INC CLASS A CAP STK CL A 02079K305 2613901 3087253 SH DFND 1 3065467 0 21786 ALPHATEC HOLDINGS INC -REDH COM NEW 02081G201 117 50614 SH DFND 1 50614 0 0 ALPINE GLOBAL PREMIER PROPRT COM SBI 02083A103 639 111836 SH DFND 1 2 111836 0 0 ALPINE TOTAL DYNAMIC DIVIDEND COM SH BEN INT N 021060207 165 20015 SH DFND 1 2 20015 0 0 ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 6305 171332 SH DFND 1 171332 0 0 ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 6149 403227 SH DFND 1 403227 0 0 ALTRA HLDGS INC COM 02208R106 9705 249176 SH DFND 1 249176 0 0 ALTRIA GROUP INC COM 02209S103 1289688 18084668 SH DFND 1 18000737 0 83931 AMAG PHARMACEUTICALS INC COM 00163U106 8101 359289 SH DFND 1 359289 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 72 3199 SH DFND 1 2 3199 0 0 AMAMARK HOLDINGS CORP COM 03852U106 69303 1880386 SH DFND 1 1880386 0 0 AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 442 138134 SH DFND 1 138134 0 0 AMAYA INC COM 02314M108 1307 77048 SH DFND 1 77048 0 0 AMAZON COM INC COM COM 023135106 315 356 SH DFND 1 2 356 0 0 AMAZON COM INC COM COM 023135106 3500176 3953637 SH DFND 1 3922286 0 31351 AMBAC FINL GROUP INC COM COM NEW 023139884 6871 364329 SH DFND 1 364329 0 0 AMBARELLA INC SHS G037AX101 3890 71105 SH DFND 1 71061 0 44 AMBER ROAD INC COM 02318Y108 1035 134082 SH DFND 1 134082 0 0 AMBEV SA - ADR SPONSORED ADR 02319V103 1040 180718 SH DFND 1 180718 0 0 AMC ENTERTAINMENT HLDS CL A COM 00165C104 12844 408395 SH DFND 1 408395 0 0 AMC NETWORKS INC - A W/I CL A 00164V103 27150 462689 SH DFND 1 460941 0 1748 AMC NETWORKS INC - A W/I CL A 00164V103 370 6313 SH DFND 1 2 6313 0 0 AMDOCS LTD ORD SHS G02602103 78194 1282093 SH DFND 1 1282093 0 0 AMEDICA CORP COM NEW 023435209 47 114757 SH DFND 1 114757 0 0 AMEDISYS INC COM COM 023436108 11850 231953 SH DFND 1 231953 0 0 AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 227 40578 SH DFND 1 40578 0 0 AMERCO COM COM 023586100 20493 53781 SH DFND 1 53781 0 0 AMEREN CORP COM COM 023608102 129124 2368682 SH DFND 1 2357791 0 10891 AMERESCO INC - CL A CL A 02361E108 895 136680 SH DFND 1 136680 0 0 AMERICAN AIRLINES GROUP INC COM 02376R102 223815 5297036 SH DFND 1 5259952 0 37084 AMERICAN ASSETS TRUST INC COM 024013104 16564 395897 SH DFND 1 395897 0 0 AMERICAN AXLE & MFG HLDGS I COM COM 024061103 19359 1030848 SH DFND 1 1030848 0 0 AMERICAN AXLE & MFG HLDGS I COM COM 024061103 330 17580 SH DFND 1 2 17580 0 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 59397 1248103 SH DFND 1 1243960 0 4143 AMERICAN DG ENERGY INC COM 025398108 27 91665 SH DFND 1 91665 0 0 AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 28 2042 SH DFND 1 2 2042 0 0 AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 29933 2133560 SH DFND 1 2127494 0 6066 AMERICAN ELEC PWR INC COM COM 025537101 306021 4565499 SH DFND 1 4543530 0 21969 AMERICAN ELECTRIC TECHNOLOGIES COM COM 025576109 24 11601 SH DFND 1 11601 0 0 AMERICAN EQUITY INVT LIFE HL COM 025676206 15508 656300 SH DFND 1 656300 0 0 AMERICAN EXPRESS CO COM COM 025816109 603213 7635584 SH DFND 1 7601763 0 33821 AMERICAN FINL GROUP INC OHI COM COM 025932104 54242 568462 SH DFND 1 566197 0 2265 AMERICAN HOMES 4 RENT CL A 02665T306 43330 1887205 SH DFND 1 1887205 0 0 AMERICAN INTERNATIONAL GROUP WRTS 45 01/19/21 *W EXP 01/19/202 026874156 15034 703519 SH DFND 1 2 703519 0 0 AMERICAN INTERNATIONAL GROUP WRTS 45 01/19/21 *W EXP 01/19/202 026874156 14 694 SH DFND 1 694 0 0 AMERICAN INTL GROUP INC COM COM NEW 026874784 562728 9026938 SH DFND 1 8986681 0 40257 AMERICAN NATL BANKSHARES IN COM COM 027745108 1828 49093 SH DFND 1 49093 0 0 AMERICAN NATL INS CO COM COM 028591105 10934 92642 SH DFND 1 92642 0 0 AMERICAN OUTDOOR BRANDS INC COM 02874P103 16779 847024 SH DFND 1 847024 0 0 AMERICAN OUTDOOR BRANDS INC COM 02874P103 5 266 SH DFND 1 2 266 0 0 AMERICAN PUBLIC EDUCATION COM 02913V103 2727 119094 SH DFND 1 119094 0 0 AMERICAN RAILCAR INDUSTRIES COM 02916P103 2869 69825 SH DFND 1 69825 0 0 AMERICAN RENAL ASSOCIATES HOLDINGS, INC COM 029227105 1312 77726 SH DFND 1 77726 0 0 AMERICAN RIVER BANCKSHARES (CA) COM 029326105 191 12925 SH DFND 1 12925 0 0 AMERICAN SOFTWARE INC CL A CL A 029683109 2262 220078 SH DFND 1 220078 0 0 AMERICAN STS WTR CO COM COM 029899101 16075 362884 SH DFND 1 362884 0 0 AMERICAN SUPERCONDUCTOR COR COM SHS NEW 030111207 677 98805 SH DFND 1 98805 0 0 AMERICAN TOWER CORP CL A COM 03027X100 459850 3789461 SH DFND 1 3770975 0 18486 AMERICAN VANGUARD CORP COM COM 030371108 3177 191395 SH DFND 1 191395 0 0 AMERICAN WATER WORKS CO-REDH COM 030420103 136500 1757631 SH DFND 1 1749947 0 7684 AMERICAN WOODMARK CORP COM COM 030506109 13205 143852 SH DFND 1 143852 0 0 AMERICAS CAR MART INC COM COM 03062T105 2245 61593 SH DFND 1 61593 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 196469 1517173 SH DFND 1 1510070 0 7103 AMERIPRISE FINANCIAL INC COM 03076C106 198 1531 SH DFND 1 2 1531 0 0 AMERIS BANCORP COM COM 03076K108 13983 303329 SH DFND 1 303329 0 0 AMERISAFE INC COM 03071H100 9950 153315 SH DFND 1 153315 0 0 AMERISERV FINL INC COM COM 03074A102 55 14728 SH DFND 1 14728 0 0 AMERISOURCEBERGEN CORP COM COM 03073E105 140155 1585964 SH DFND 1 1577766 0 8198 AMES NATIONAL CORP COM 031001100 1534 50151 SH DFND 1 50151 0 0 AMETEK INC NEW COM COM 031100100 122501 2268441 SH DFND 1 2257602 0 10839 AMGEN INC COM COM 031162100 1417 8642 SH DFND 1 2 8642 0 0 AMGEN INC COM COM 031162100 1222415 7460812 SH DFND 1 7406325 0 54487 AMICUS THERAPEUTICS INC-REDH COM 03152W109 8323 1167356 SH DFND 1 1167356 0 0 AMKOR TECHNOLOGY INC COM COM 031652100 16509 1424493 SH DFND 1 1424493 0 0 AMN HEALTHCARE SERVICES INC COM COM 001744101 14678 361548 SH DFND 1 361548 0 0 AMPCO-PITTSBURGH CORP COM COM 032037103 859 61184 SH DFND 1 61184 0 0 AMPHASTAR PHARMACEUTICALS INC COM 03209R103 5221 360078 SH DFND 1 360078 0 0 AMPHENOL CORP NEW CL A CL A 032095101 225728 3175971 SH DFND 1 3162661 0 13310 AMPIO PHARMACEUTICALS INC COM 03209T109 250 313183 SH DFND 1 313183 0 0 AMPLIFY SNACK BRANDS INC COM 03211L102 1920 228619 SH DFND 1 228619 0 0 AMPLIPHI BIOSCIENCES CORP COM NEW 03211P301 7 17690 SH DFND 1 17690 0 0 AMRI 2 1/4 11/15/18 NOTE 2.250%11/1 012423AB5 6920 6360000 PRN DFND 1 2 6360000 0 0 AMTECH SYS INC COM PAR $0.01N COM PAR $0.01N 032332504 377 68573 SH DFND 1 68573 0 0 AMTRUST FINANCIAL SVCS -REDH COM 032359309 16074 870774 SH DFND 1 870774 0 0 AMYRIS INC COM 03236M101 311 588026 SH DFND 1 588026 0 0 ANADARKO PETE CORP COM COM 032511107 321428 5192078 SH DFND 1 5167345 0 24733 ANALOG DEVICES INC COM COM 032654105 306082 3740028 SH DFND 1 3714606 0 25422 ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 7871 103714 SH DFND 1 103714 0 0 ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 76 1008 SH DFND 1 2 1008 0 0 ANAPTYSBIO INC COM 032724106 1522 54865 SH DFND 1 54865 0 0 ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1589 276974 SH DFND 1 276974 0 0 ANCHOR MUTUAL SAVINGS BANK/A COM 032838104 253 9864 SH DFND 1 9864 0 0 ANDERSONS INC COM COM 034164103 8507 224472 SH DFND 1 224472 0 0 ANGIE'S LIST INC COM 034754101 194 34066 SH DFND 1 2 34066 0 0 ANGIE'S LIST INC COM 034754101 1870 328211 SH DFND 1 328211 0 0 ANGIODYNAMICS INC COM COM 03475V101 6352 366148 SH DFND 1 366148 0 0 ANHEUSER-BUSCH INBEV SPN ADR SPONSORED ADR 03524A108 250 2284 SH DFND 1 2284 0 0 ANI PHARMACEUTICALS INC COM 00182C103 3187 64378 SH DFND 1 64378 0 0 ANIKA THERAPEUTICS INC COM COM 035255108 5084 117036 SH DFND 1 116914 0 122 ANIXTER INTL INC COM COM 035290105 19999 252197 SH DFND 1 251867 0 330 ANNALY MTG MGMT INC COM COM 035710409 99803 8986297 SH DFND 1 8981434 0 4863 ANSYS INC COM COM 03662Q105 76646 717444 SH DFND 1 714806 0 2638 ANTARES PHARMA INC COM 036642106 77 27163 SH DFND 1 2 27163 0 0 ANTARES PHARMA INC COM 036642106 2644 931071 SH DFND 1 931071 0 0 ANTERO RESOURCES CORP COM 03674X106 29564 1296545 SH DFND 1 1296545 0 0 ANTHEM INC COM 036752103 444983 2694329 SH DFND 1 2681997 0 12332 ANTHEM INC COM 036752103 15 92 SH DFND 1 2 92 0 0 ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 151 355172 SH DFND 1 355172 0 0 ANW 4 11/01/2018 NOTE 4.000%11/0 Y0020QAA9 8953 8062000 PRN DFND 1 2 8062000 0 0 ANWORTH MORTGAGE ASSET CP COM COM 037347101 5944 1071060 SH DFND 1 1064197 0 6863 AON PLC SHS CL A G0408V102 278907 2353502 SH DFND 1 2342119 0 11383 APACHE CORP COM COM 037411105 175240 3415332 SH DFND 1 3398532 0 16800 APARTMENT INVT & MGMT CO CL A CL A 03748R101 81864 1847590 SH DFND 1 1840791 0 6799 APARTMENT INVT & MGMT CO S-A 6 7/8 PFD CL A 6.875% 03748R762 383 14529 SH DFND 1 14529 0 0 APOGEE ENTERPRISES INC COM COM 037598109 15874 266307 SH DFND 1 266307 0 0 APOLLO COMMERCIAL REAL ESTAT COM 03762U105 20383 1083630 SH DFND 1 1075107 0 8523 APOLLO COMMERCIAL REAL ESTAT COM 03762U105 488 25977 SH DFND 1 2 25977 0 0 APOLLO GLOBAL MANAGEMENT - A CL A SHS 037612306 271 11184 SH DFND 1 2 11184 0 0 APOLLO INVESTMENT CORP COM 03761U106 3 552 SH DFND 1 2 552 0 0 APOLLO INVESTMENT CORP COM 03761U106 182 27799 SH DFND 1 0 0 27799 APPFOLIO INC - A COM CL A 03783C100 2394 88033 SH DFND 1 88033 0 0 APPLE COMPUTER INC COM COM 037833100 7824218 54536378 SH DFND 1 54149853 0 386525 APPLE COMPUTER INC COM COM 037833100 573 3990 SH DFND 1 2 3990 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 27535 1441652 SH DFND 1 1441652 0 0 APPLIED DNA SCIENCES INC COM NEW 03815U201 138 84126 SH DFND 1 84126 0 0 APPLIED GENETIC TECHNOLOGIES COM 03820J100 1116 161831 SH DFND 1 157887 0 3944 APPLIED INDL TECHNOLOGIES I COM COM 03820C105 19323 312425 SH DFND 1 312425 0 0 APPLIED MATLS INC COM COM 038222105 880 22638 SH DFND 1 2 22638 0 0 APPLIED MATLS INC COM COM 038222105 437830 11270258 SH DFND 1 11191380 0 78878 APPLIED OPTOELECTRONICS INC COM 03823U102 7747 137983 SH DFND 1 137983 0 0 APPROACH RESOURCES INC COM 03834A103 674 268688 SH DFND 1 268688 0 0 APPTIO INC - CLASS A CL A 03835C108 955 81459 SH DFND 1 81459 0 0 APRICUS BIOSCIENCES INC COM NEW 03832V307 54 25815 SH DFND 1 25815 0 0 APTARGROUP INC COM COM 038336103 37080 481630 SH DFND 1 479702 0 1928 APTEVO THERAPEUTICS INC COM 03835L108 257 125158 SH DFND 1 125065 0 93 AQUA AMERICA INC COM 03836W103 44924 1397326 SH DFND 1 1391809 0 5517 AQUA AMERICA INC COM 03836W103 16 504 SH DFND 1 2 504 0 0 AQUA METALS INC COM 03837J101 2280 116687 SH DFND 1 116687 0 0 AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 140 12696 SH DFND 1 12696 0 0 AQUAVENTURE HOLDINGS SHS G0443N107 1326 77711 SH DFND 1 77711 0 0 AQUINOX PHARMACEUTICALS INC COM 03842B101 2028 121532 SH DFND 1 121532 0 0 ARALEZ PHARMACEUTICALS INC COM 03852X100 76 35815 SH DFND 1 35815 0 0 ARATANA THERAPEUTICS INC COM 03874P101 1289 243352 SH DFND 1 243352 0 0 ARAY 3 1/2 02/01/2018 NOTE 3.500% 2/0 004397AD7 5964 5500000 PRN DFND 1 2 5500000 0 0 ARBOR REALTY TRUST INC COM 038923108 1957 233575 SH DFND 1 233575 0 0 ARBUTUS BIOPHARMA CORP COM 03879J100 89 27493 SH DFND 1 27493 0 0 ARC DOCUMENT SOLUTIONS INC COM 00191G103 1052 305065 SH DFND 1 305065 0 0 ARC GROUP WORLDWIDE INC COM 00213H105 155 37083 SH DFND 1 37083 0 0 ARCADIA BIOSCIENCES INC COM 039014105 17 26228 SH DFND 1 26228 0 0 ARCBEST CORP COM 03937C105 4862 187009 SH DFND 1 187009 0 0 ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L104 110 13197 SH DFND 1 11269 0 1928 ARCH CAPITAL GROUP LTD ORD G0450A105 99449 1049706 SH DFND 1 1049706 0 0 ARCH COAL CL A 039380407 9944 144246 SH DFND 1 144246 0 0 ARCHER DANIELS MIDLAND CO COM COM 039483102 244894 5327074 SH DFND 1 5300631 0 26443 ARCHROCK INC COM 03957W106 10528 849085 SH DFND 1 845600 0 3485 ARCHROCK INC COM 03957W106 389 31400 SH DFND 1 2 31400 0 0 ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 589 34334 SH DFND 1 34334 0 0 ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 391 22802 SH DFND 1 2 22802 0 0 ARCONIC INC COM 03965L100 113717 4323347 SH DFND 1 4304300 0 19047 ARDELYX INC COM 039697107 2335 184664 SH DFND 1 184664 0 0 ARDMORE SHIPPING CORP COM Y0207T100 1788 222153 SH DFND 1 222153 0 0 ARENA PHARMACEUTICALS INC COM COM 040047102 2739 1876137 SH DFND 1 1876137 0 0 ARES COMMERCIAL REAL ESTATE COM 04013V108 2995 223902 SH DFND 1 222727 0 1175 ARGAN INC COM 04010E109 163 2466 SH DFND 1 2 2466 0 0 ARGAN INC COM 04010E109 14556 220049 SH DFND 1 220049 0 0 ARGO GROUP INTERNATIONAL COM G0464B107 16261 239848 SH DFND 1 239848 0 0 ARGOS THERAPEUTICS INC COM 040221103 71 157707 SH DFND 1 157707 0 0 ARI 5 1/2 03/15/19 NOTE 5.500% 3/1 03762UAA3 8811 8020000 PRN DFND 1 2 8020000 0 0 ARI NETWORK SVCS INC COM NEW COM NEW 001930205 360 69276 SH DFND 1 69276 0 0 ARISTA NETWORKS INC COM 040413106 42567 321826 SH DFND 1 321826 0 0 ARK RESTAURANTS CORP COM COM 040712101 213 8457 SH DFND 1 8457 0 0 ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 2625 185793 SH DFND 1 179054 0 6739 ARMADA HOFFLER PROPERTIES INC COM 04208T108 3932 283128 SH DFND 1 283128 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 6549 288389 SH DFND 1 286003 0 2386 ARMSTRONG FLOORING INC - W/I COM 04238R106 3291 178684 SH DFND 1 178684 0 0 ARMSTRONG WORLD INDUSTRIE COM 04247X102 17637 383008 SH DFND 1 383008 0 0 AROTECH CORP COM NEW 042682203 457 155051 SH DFND 1 155051 0 0 ARQULE INC COM COM 04269E107 343 323680 SH DFND 1 323680 0 0 ARRAY BIOPHARMA INC COM COM 04269X105 13961 1561698 SH DFND 1 1561698 0 0 ARRAY BIOPHARMA INC COM COM 04269X105 39 4454 SH DFND 1 2 4454 0 0 ARRIS INTERNATIONAL PLC SHS G0551A103 37 1428 SH DFND 1 2 1428 0 0 ARRIS INTERNATIONAL PLC SHS G0551A103 41033 1551359 SH DFND 1 1545473 0 5886 ARROW ELECTRS INC COM COM 042735100 54048 736601 SH DFND 1 733831 0 2770 ARROW FINL CORP COM COM 042744102 3300 97347 SH DFND 1 97347 0 0 ARROWHEAD PHARMACEUTICALS INC COM 04280A100 1226 663062 SH DFND 1 663062 0 0 ARTESIAN RESOURCES CORP-CL A CL A 043113208 3586 110162 SH DFND 1 110162 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 8759 317376 SH DFND 1 316082 0 1294 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 750 27185 SH DFND 1 2 27185 0 0 ASA GOLD AND PRECIOUS METALS L SHS G3156P103 186 15472 SH DFND 1 2 15472 0 0 ASB BANCORP INC COM 00213T109 1215 35744 SH DFND 1 35744 0 0 ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 9960 165731 SH DFND 1 165731 0 0 ASCENA RETAIL GROUP INC COM 04351G101 5950 1396917 SH DFND 1 1396917 0 0 ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 414 14817 SH DFND 1 14817 0 0 ASCENT MEDIA CORP-A-W/I COM SER A 043632108 1270 89937 SH DFND 1 89937 0 0 ASHFORD HOSPITALITY PRIME INC COM 044102101 2915 274782 SH DFND 1 274782 0 0 ASHFORD HOSPITALITY TRUST COM SHS 044103109 5102 800943 SH DFND 1 800943 0 0 ASHFORD INC COM 044104107 322 5740 SH DFND 1 5740 0 0 ASHLAND GLOBAL HOLDINGS INC COM 044186104 59689 482280 SH DFND 1 480356 0 1924 ASML HLDG NV N Y SHS N Y REGISTRY SHS N07059210 5211 39243 SH DFND 1 39175 0 68 ASPEN AEROGELS INC COM 04523Y105 393 94870 SH DFND 1 94870 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 31725 609528 SH DFND 1 607676 0 1852 ASPEN TECHNOLOGY INC COM COM 045327103 47700 809578 SH DFND 1 809578 0 0 ASSEMBLY BIOSCIENCES INC COM 045396108 2497 97964 SH DFND 1 97964 0 0 ASSOCIATED BANC CORP COM COM 045487105 28440 1165582 SH DFND 1 1160906 0 4676 ASSOCIATED CAPITAL GROUP CL A 045528106 1286 35590 SH DFND 1 35590 0 0 ASSURANT INC COM 04621X108 55204 577824 SH DFND 1 575424 0 2400 ASSURED GUARANTY LTD COM G0585R106 49115 1323523 SH DFND 1 1323523 0 0 ASSURED GUARANTY LTD COM G0585R106 29 786 SH DFND 1 2 786 0 0 ASTA FUNDING INC COM 046220109 429 52322 SH DFND 1 52322 0 0 ASTEC INDS INC COM COM 046224101 403 6566 SH DFND 1 2 6566 0 0 ASTEC INDS INC COM COM 046224101 10137 164854 SH DFND 1 164854 0 0 ASTERIAS BIOTHERAPEUTIC-CL A COM SER A 04624N107 565 166210 SH DFND 1 166210 0 0 ASTORIA FINL CORP COM COM 046265104 14721 717756 SH DFND 1 717756 0 0 ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 857 27550 SH DFND 1 25598 0 1952 ASTRO-MED INC NEW COM COM 04638F108 1412 93826 SH DFND 1 93826 0 0 ASTRONICS CORP COM COM 046433108 10879 342880 SH DFND 1 342880 0 0 ASTRONICS CORP COM COM 046433108 77 2445 SH DFND 1 2 2445 0 0 ASTROTECH CORP COM 046484101 67 51802 SH DFND 1 51802 0 0 ASURE SOFTWARE INC COM 04649U102 404 39376 SH DFND 1 39376 0 0 AT HOME GROUP INC COM 04650Y100 1083 71501 SH DFND 1 71501 0 0 AT&T INC COM 00206R102 2534388 61081195 SH DFND 1 60800516 0 280679 ATARA BIOTHERAPEUTICS INC COM 046513107 3568 173639 SH DFND 1 173639 0 0 ATHENAHEALTH INC COM 04685W103 34753 308400 SH DFND 1 308400 0 0 ATHENAHEALTH INC COM 04685W103 29 264 SH DFND 1 2 264 0 0 ATHENE HOLDING LTD-CLASS A CL A G0684D107 12952 259110 SH DFND 1 259110 0 0 ATHERSYS INC COM 04744L106 1292 756004 SH DFND 1 756004 0 0 ATKORE INTL GROUP INC COM 047649108 9116 346880 SH DFND 1 346880 0 0 ATLANTIC CAPITAL BANCSHARES COM 048269203 2629 138736 SH DFND 1 138736 0 0 ATLANTIC POWER CORP COM NEW 04878Q863 501 189843 SH DFND 1 189843 0 0 ATLANTICA YIELD PLC SHS G0751N103 3162 150890 SH DFND 1 150255 0 635 ATLANTICUS HOLDINGS CORP COM 04914Y102 196 75379 SH DFND 1 75379 0 0 ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 11706 211116 SH DFND 1 211116 0 0 ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 1034 75786 SH DFND 1 75786 0 0 ATLASSIAN CORP PLC CL A G06242104 2305 76966 SH DFND 1 76966 0 0 ATMOS ENERGY CORP COM COM 049560105 63849 808610 SH DFND 1 805335 0 3275 ATN INTERNATIONAL INC COM 00215F107 6957 98797 SH DFND 1 98797 0 0 ATRICURE INC COM 04963C209 4899 255862 SH DFND 1 255862 0 0 ATRION CORP COM COM 049904105 5420 11578 SH DFND 1 11578 0 0 ATWOOD OCEANICS INC COM COM 050095108 10263 1076926 SH DFND 1 1076926 0 0 ATYR PHARMA INC COM 002120103 392 112178 SH DFND 1 112178 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 428 112285 SH DFND 1 2 112285 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 14 3819 SH DFND 1 0 0 3819 AUDENTES THERAPEUTICS INC COM 05070R104 756 44420 SH DFND 1 44420 0 0 AUDIOCODES LTD ORD M15342104 72 10378 SH DFND 1 2 10378 0 0 AUDIOCODES LTD ORD M15342104 140 20040 SH DFND 1 20040 0 0 AURINIA PHARMACEUTICALS INC COM 05156V102 187 25603 SH DFND 1 25603 0 0 AURIS MEDICAL AG COM H03579101 15 16608 SH DFND 1 16608 0 0 AUTOBYTEL INC COM COM NEW 05275N205 126 10087 SH DFND 1 2 10087 0 0 AUTOBYTEL INC COM COM NEW 05275N205 817 65260 SH DFND 1 65260 0 0 AUTODESK INC COM COM 052769106 173368 2007679 SH DFND 1 1992867 0 14812 AUTOHOME INC-ADR SP ADR RP CL A 05278C107 539 16996 SH DFND 1 2 16996 0 0 AUTOLIV INC COM COM 052800109 53854 526881 SH DFND 1 526881 0 0 AUTOMATIC DATA PROCESSING I COM COM 053015103 488748 4779648 SH DFND 1 4746331 0 33317 AUTONATION INC COM COM 05329W102 27845 659333 SH DFND 1 656416 0 2917 AUTONATION INC COM COM 05329W102 149 3530 SH DFND 1 2 3530 0 0 AUTOZONE INC COM COM 053332102 198016 274257 SH DFND 1 273029 0 1228 AV HOMES INC COM 00234P102 1490 90601 SH DFND 1 90601 0 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 265 27381 SH DFND 1 27381 0 0 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 37 3882 SH DFND 1 2 3882 0 0 AVALONBAY CMNTYS INC COM COM 053484101 292167 1593250 SH DFND 1 1587312 0 5938 AVANGRID INC COM 05351W103 18779 439380 SH DFND 1 439380 0 0 AVEO PHARMACEUTICALS INC COM 053588109 185 315153 SH DFND 1 315153 0 0 AVERY DENNISON CORP COM COM 053611109 80884 1004783 SH DFND 1 1000726 0 4057 AVEXIS INC COM 05366U100 9694 127512 SH DFND 1 127512 0 0 AVIAT NETWORKS INC COM NEW 05366Y201 353 24013 SH DFND 1 24013 0 0 AVID TECHNOLOGY INC COM COM 05367P100 1251 268460 SH DFND 1 268460 0 0 AVINGER INC COM 053734109 298 157207 SH DFND 1 157207 0 0 AVIRAGEN THERAPEUTICS INC COM 053761102 116 178689 SH DFND 1 178689 0 0 AVIS BUDGET GROUP INC COM 053774105 20483 692491 SH DFND 1 689831 0 2660 AVIS BUDGET GROUP INC COM 053774105 43 1460 SH DFND 1 2 1460 0 0 AVISTA CORP COM COM 05379B107 18959 485531 SH DFND 1 485531 0 0 AVNET INC COM COM 053807103 46222 1010454 SH DFND 1 1006435 0 4019 AVNET INC COM COM 053807103 29 651 SH DFND 1 2 651 0 0 AVON PRODS INC COM COM 054303102 14684 3337392 SH DFND 1 3322246 0 15146 AVX CORP NEW COM COM 002444107 8459 516450 SH DFND 1 515901 0 549 AWARE INC MASS COM COM 05453N100 184 39179 SH DFND 1 39179 0 0 AXALTA COATING SYSTEMS LTD COM G0750C108 48733 1514027 SH DFND 1 1514027 0 0 AXCELIS TECHNOLOGIES INC COM COM NEW 054540208 4348 231298 SH DFND 1 231298 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 46929 700363 SH DFND 1 700363 0 0 AXOGEN CORP COM 05463X106 2300 220143 SH DFND 1 220143 0 0 AXOVANT SCIENCES LTD COM G0750W104 616 41298 SH DFND 1 41298 0 0 AXSOME THERAPEUTICS INC COM 05464T104 225 57803 SH DFND 1 57803 0 0 AXT INC COM COM 00246W103 1252 215960 SH DFND 1 215960 0 0 AZZ INC COM COM 002474104 12049 202511 SH DFND 1 202511 0 0 B COMMUNICATIONS LTD SHS M15629104 201 10045 SH DFND 1 10045 0 0 B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 728 23397 SH DFND 1 22644 0 753 B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 90 2910 SH DFND 1 2 2910 0 0 B&G FOODS INC COM 05508R106 20720 514807 SH DFND 1 514408 0 399 B. RILEY FINANCIAL INC COM 05580M108 1448 96568 SH DFND 1 96568 0 0 BABCOCK & WILCOX ENTERP COM 05614L100 3502 374996 SH DFND 1 374996 0 0 BADGER METER INC COM 056525108 9224 251009 SH DFND 1 251009 0 0 BAIDU.COM ADR SPON ADR REP A 056752108 91142 529762 SH DFND 1 521614 0 8148 BAKER HUGHES INC COM COM 057224107 257221 4305783 SH DFND 1 4286725 0 19058 BALCHEM CORP COM COM 057665200 21664 262860 SH DFND 1 262860 0 0 BALDWIN & LYONS INC CL B CL B 057755209 1867 76399 SH DFND 1 76399 0 0 BALL CORP COM COM 058498106 121443 1637759 SH DFND 1 1630220 0 7539 BALLANTYNE OMAHA INC COM COM 058516105 394 65729 SH DFND 1 65729 0 0 BALLARD PWR SYS INC COM COM 058586108 197 89219 SH DFND 1 89219 0 0 BANC OF CALIFORNIA INC COM 05990K106 7679 370968 SH DFND 1 370968 0 0 BANCFIRST CORP COM COM 05945F103 11184 124408 SH DFND 1 124408 0 0 BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 115 15191 SH DFND 1 7457 0 7734 BANCO MACRO SA SPON ADR B 05961W105 385 4445 SH DFND 1 2 4445 0 0 BANCO SANTANDER CENT HISPAN ADR ADR 05964H105 416 68546 SH DFND 1 57847 0 10699 BANCORPSOUTH INC COM COM 059692103 19508 644918 SH DFND 1 642287 0 2631 BANCORPSOUTH INC COM COM 059692103 19 647 SH DFND 1 2 647 0 0 BANK MONTREAL QUE COM COM 063671101 554 7416 SH DFND 1 6717 0 699 BANK MUTUAL CORP COM 063750103 3200 340493 SH DFND 1 340493 0 0 BANK NEW YORK INC COM COM 064058100 15 328 SH DFND 1 2 328 0 0 BANK NEW YORK INC COM COM 064058100 491107 10412681 SH DFND 1 10367292 0 45389 BANK NOVA SCOTIA HALIFAX COM COM 064149107 663 11329 SH DFND 1 10668 0 661 BANK OF AMERICA CORP-CW18 *W EXP 10/28/201 060505153 380 414179 SH DFND 1 2 414179 0 0 BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 19038 1684835 SH DFND 1 2 1684835 0 0 BANK OF AMERICA CORPORATION COM COM 060505104 2351705 99829926 SH DFND 1 99377395 0 452531 BANK OF COMMERCE HOLDINGS COM COM 06424J103 1141 106722 SH DFND 1 106722 0 0 BANK OF HAWAII CORP COM 062540109 27571 334766 SH DFND 1 333452 0 1314 BANK OF MARIN BANCORP/CA COM 063425102 2732 42465 SH DFND 1 42465 0 0 BANK OF NT BUTTERFIELD & SON SHS NEW G0772R208 1331 41740 SH DFND 1 41740 0 0 BANK OF SOUTH CAROLINA COM 065066102 223 10761 SH DFND 1 10761 0 0 BANK OF THE OZARKS INC COM COM 063904106 30 588 SH DFND 1 2 588 0 0 BANK OF THE OZARKS INC COM COM 063904106 39385 757260 SH DFND 1 754434 0 2826 BANKFINANCIAL CORP COM 06643P104 1968 135570 SH DFND 1 135570 0 0 BANKRATE INC COM 06647F102 3648 378043 SH DFND 1 378043 0 0 BANKUNITED INC COM 06652K103 30022 804665 SH DFND 1 804665 0 0 BANKWELL FINANCIAL GROUP INC COM 06654A103 1917 55763 SH DFND 1 55763 0 0 BANNER CORP COM COM NEW 06652V208 32 589 SH DFND 1 2 589 0 0 BANNER CORP COM COM NEW 06652V208 15168 272620 SH DFND 1 272620 0 0 BAOZUN INC ADR SPONSORED ADR 06684L103 224 15025 SH DFND 1 15025 0 0 BAR HARBOR BANKSHARES COM 066849100 3656 110540 SH DFND 1 110540 0 0 BARCLAYS PLC ADR ADR 06738E204 877 78095 SH DFND 1 75306 0 2789 BARD C R INC COM COM 067383109 181651 731880 SH DFND 1 728770 0 3110 BARNES & NOBLE EDUCATION COM 06777U101 2704 282054 SH DFND 1 281871 0 183 BARNES & NOBLE INC COM COM 067774109 3985 430860 SH DFND 1 430569 0 291 BARNES GROUP INC COM COM 067806109 19768 385058 SH DFND 1 385058 0 0 BARNWELL INDUSTRIES INC COM 068221100 27 14145 SH DFND 1 14145 0 0 BARRACUDA NETWORKS INC COM 068323104 9249 400240 SH DFND 1 400240 0 0 BARRETT BUSINESS SERVICES I COM COM 068463108 109 1996 SH DFND 1 2 1996 0 0 BARRETT BUSINESS SERVICES I COM COM 068463108 4317 79043 SH DFND 1 79043 0 0 BARRICK GOLD CORP COM COM 067901108 382 20146 SH DFND 1 19340 0 806 BASSETT FURNITURE INDS INC COM COM 070203104 2548 94729 SH DFND 1 94729 0 0 BAXTER INTL INC COM COM 071813109 253752 4899789 SH DFND 1 4877070 0 22719 BAZAARVOICE INC COM 073271108 3218 748484 SH DFND 1 748484 0 0 BB&T CORP COM COM 054937107 336818 7546276 SH DFND 1 7509257 0 37019 BBVA BANCO FRANCES SA SPONSORED ADR 07329M100 235 12775 SH DFND 1 2 12775 0 0 BCB BANCORP INC COM 055298103 1102 66207 SH DFND 1 66207 0 0 BE AEROSPACE INC COM COM 073302101 51098 797303 SH DFND 1 794156 0 3147 BEACON ROOFING SUPPLY INC COM COM 073685109 24334 495006 SH DFND 1 495006 0 0 BEAR STATE FINANCIAL INC COM 073844102 1053 112025 SH DFND 1 112025 0 0 BEASLEY BROADCAST GROUP INC CL A CL A 074014101 123 10641 SH DFND 1 10641 0 0 BEAZER HOMES USA INC COM COM NEW 07556Q881 130 10778 SH DFND 1 2 10778 0 0 BEAZER HOMES USA INC COM COM NEW 07556Q881 2914 240241 SH DFND 1 240241 0 0 BEBE STORES INC COM COM NEW 075571208 99 25604 SH DFND 1 25604 0 0 BECTON DICKINSON & CO COM COM 075887109 355653 1941743 SH DFND 1 1931941 0 9802 BED BATH & BEYOND INC COM COM 075896100 262 6647 SH DFND 1 2 6647 0 0 BED BATH & BEYOND INC COM COM 075896100 86097 2184010 SH DFND 1 2177596 0 6414 BEIGENE LTD SPONSORED ADR 07725L102 345 9428 SH DFND 1 9428 0 0 BEL FUSE INC CL B CL B 077347300 2213 86632 SH DFND 1 86632 0 0 BELDEN INC COM 077454106 22775 329175 SH DFND 1 327859 0 1316 BELLCIUM PHARMACEUTICALS INC COM 079481107 2209 179012 SH DFND 1 179012 0 0 BELLERPHON THERAPEUTICS INC COM 078771102 190 127995 SH DFND 1 127995 0 0 BELMOND LTD CL A G1154H107 7773 642472 SH DFND 1 642472 0 0 BEMIS INC COM COM 081437105 35547 727544 SH DFND 1 724662 0 2882 BENCHMARK ELECTRS INC COM COM 08160H101 20439 642740 SH DFND 1 642740 0 0 BENEFICIAL BANCORP INC COM 08171T102 11081 692596 SH DFND 1 692596 0 0 BENEFITFOCUS INC COM 08180D106 3407 121929 SH DFND 1 121929 0 0 BERKLEY W R CORP COM COM 084423102 54353 769829 SH DFND 1 766817 0 3012 BERKSHIRE HATHAWAY INC DEL CL B CL B NEW 084670702 3098544 18614198 SH DFND 1 18530231 0 83967 BERKSHIRE HILLS BANCORP INC COM COM 084680107 11403 316336 SH DFND 1 316336 0 0 BERRY GLOBAL GROUP INC COM 08579W103 158 3262 SH DFND 1 2 3262 0 0 BERRY GLOBAL GROUP INC COM 08579W103 45823 943461 SH DFND 1 943461 0 0 BEST BUY INC COM COM 086516101 170753 3477887 SH DFND 1 3464800 0 13087 BEST BUY INC COM COM 086516101 839 17077 SH DFND 1 2 17077 0 0 BG STAFFING INC COM 05544A109 398 27859 SH DFND 1 27859 0 0 BGC PARTNERS INC CL A 05541T101 19987 1759454 SH DFND 1 1758178 0 1276 BHP BILLITON LTD SPONSORED ADR SPONSORED ADR 088606108 368 10153 SH DFND 1 2 10153 0 0 BHP BILLITON LTD SPONSORED ADR SPONSORED ADR 088606108 406 11205 SH DFND 1 9572 0 1633 BIG 5 SPORTING GOODS CORP COM 08915P101 471 31219 SH DFND 1 2 31219 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 8474 561245 SH DFND 1 561245 0 0 BIG LOTS INC COM COM 089302103 1349 27726 SH DFND 1 2 27726 0 0 BIG LOTS INC COM COM 089302103 26436 543064 SH DFND 1 541684 0 1380 BIGLARI HOLDINGS INC COM 08986R101 3805 8809 SH DFND 1 8809 0 0 BILL BARRETT CORP COM 06846N104 3427 753207 SH DFND 1 753207 0 0 BIO RAD LABS INC CL A CL A 090572207 31976 160411 SH DFND 1 159770 0 641 BIO-PATH HOLDING INC COM 09057N102 569 688183 SH DFND 1 688183 0 0 BIO-TECHNE GROUP COM 09073M104 30553 300577 SH DFND 1 299315 0 1262 BIOAMBER INC COM 09072Q106 257 110847 SH DFND 1 110847 0 0 BIOCEPT INC COM NEW 09072V204 57 27210 SH DFND 1 27210 0 0 BIOCRYST PHARMACEUTICALS COM COM 09058V103 6467 769968 SH DFND 1 769968 0 0 BIOCRYST PHARMACEUTICALS COM COM 09058V103 26 3147 SH DFND 1 2 3147 0 0 BIODELIVERY SCIENCES INTL INC COM 09060J106 894 470726 SH DFND 1 470726 0 0 BIOGEN INC COM 09062X103 732 2680 SH DFND 1 2 2680 0 0 BIOGEN INC COM 09062X103 647045 2369495 SH DFND 1 2353566 0 15929 BIOLASE INC COM 090911108 282 209558 SH DFND 1 209558 0 0 BIOLIFE SOLUTIONS INC COM NEW 09062W204 145 69384 SH DFND 1 69384 0 0 BIOLINE RX LTD - SPONS ADR SPONSORED ADR 09071M106 24 25413 SH DFND 1 25413 0 0 BIOMARIN PHARMACEUTICAL INC COM COM 09061G101 116092 1323041 SH DFND 1 1318019 0 5022 BIOPHARMX CORP COM 09072X101 8 17274 SH DFND 1 17274 0 0 BIOPTIX INC COM 09074N101 60 15089 SH DFND 1 15089 0 0 BIOSCRIP INC COM COM 09069N108 1604 944054 SH DFND 1 944054 0 0 BIOSPECIFICS TECHNOLOGIES COM 090931106 388 7085 SH DFND 1 2 7085 0 0 BIOSPECIFICS TECHNOLOGIES COM 090931106 3231 58974 SH DFND 1 58974 0 0 BIOSTAGE INC COM 09074M103 10 27554 SH DFND 1 27554 0 0 BIOTELEMETRY INC COM 090672106 6680 230763 SH DFND 1 230763 0 0 BIOTIME INC COM COM 09066L105 3599 1043378 SH DFND 1 1043378 0 0 BIOVERATIV INC COM 09075E100 42809 786074 SH DFND 1 782513 0 3561 BJ'S RESTAURANTS INC COM 09180C106 7070 175007 SH DFND 1 175007 0 0 BLACK BOX CORP DEL COM COM 091826107 231 25910 SH DFND 1 2 25910 0 0 BLACK BOX CORP DEL COM COM 091826107 1282 143340 SH DFND 1 140333 0 3007 BLACK DIAMOND INC COM 09202G101 800 146884 SH DFND 1 146884 0 0 BLACK HILLS CORP COM COM 092113109 27390 412080 SH DFND 1 410435 0 1645 BLACK KNIGHT FINANCIAL-CL A CL A 09214X100 6887 179819 SH DFND 1 179819 0 0 BLACKBAUD INC COM COM 09227Q100 29543 385334 SH DFND 1 385334 0 0 BLACKBERRY LTD COM 09228F103 2202 284428 SH DFND 1 284428 0 0 BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 18124 446415 SH DFND 1 446415 0 0 BLACKLINE INC COM 09239B109 3605 121137 SH DFND 1 121137 0 0 BLACKROCK INC CL A COM 09247X101 446886 1166937 SH DFND 1 1161331 0 5606 BLACKROCK RESOURCES & COMMOD SHS 09257A108 938 109168 SH DFND 1 2 109168 0 0 BLACKSTONE MORTGAGE TRUST INC COM CL A 09257W100 33 1082 SH DFND 1 2 1082 0 0 BLACKSTONE MORTGAGE TRUST INC COM CL A 09257W100 18175 587059 SH DFND 1 587059 0 0 BLOCK H & R INC COM COM 093671105 58555 2521345 SH DFND 1 2511624 0 9721 BLOCK H & R INC COM COM 093671105 21 908 SH DFND 1 2 908 0 0 BLOOMIN' BRANDS INC COM 094235108 16747 848818 SH DFND 1 848818 0 0 BLUCORA INC COM 095229100 5442 314585 SH DFND 1 314585 0 0 BLUE BIRD CORP COM 095306106 1032 60189 SH DFND 1 60189 0 0 BLUE BUFFALO PET PRODUCTS INC COM 09531U102 17342 754041 SH DFND 1 754041 0 0 BLUE BUFFALO PET PRODUCTS INC COM 09531U102 49 2132 SH DFND 1 2 2132 0 0 BLUE CAPITAL REINSURANCE HOL COM G1190F107 624 32357 SH DFND 1 32357 0 0 BLUE HILLS BANCORP INC COM 095573101 4196 235091 SH DFND 1 235091 0 0 BLUEBIRD BIO INC COM 09609G100 32288 355213 SH DFND 1 355213 0 0 BLUEKNIGHT ENERGY PARTNERS COM UNIT 09625U109 17 2646 SH DFND 1 2 2646 0 0 BLUEKNIGHT ENERGY PARTNERS COM UNIT 09625U109 144 21447 SH DFND 1 21447 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 9985 249697 SH DFND 1 249697 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 173 4329 SH DFND 1 2 4329 0 0 BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 2792 226827 SH DFND 1 226827 0 0 BMC STOCK HOLDINGS INC COM 05591B109 11077 490176 SH DFND 1 490176 0 0 BNC BANCORP COM 05566T101 13614 388420 SH DFND 1 388420 0 0 BOB EVANS FARMS INC COM COM 096761101 11150 171888 SH DFND 1 171772 0 116 BOEING CO COM COM 097023105 758 4287 SH DFND 1 2 4287 0 0 BOEING CO COM COM 097023105 1069745 6056492 SH DFND 1 6031847 0 24645 BOFI HOLDING INC COM 05566U108 18821 720319 SH DFND 1 720319 0 0 BOFI HOLDING INC COM 05566U108 30 1165 SH DFND 1 2 1165 0 0 BOINGO WIRELESS INC COM 09739C102 4060 312594 SH DFND 1 312594 0 0 BOISE CASCASDE CO COM 09739D100 7784 291570 SH DFND 1 291570 0 0 BOJANGLES' INC COM 097488100 2658 129707 SH DFND 1 129707 0 0 BOK FINL CORP COM NEW COM NEW 05561Q201 17812 227576 SH DFND 1 227576 0 0 BON-TON STORES INC COM COM 09776J101 61 72989 SH DFND 1 72989 0 0 BONANZA CREEK ENERGY INC COM 097793103 247 213409 SH DFND 1 213409 0 0 BOOT BARN HOLDINGS INC COM 099406100 1007 101834 SH DFND 1 101834 0 0 BOOZ ALLEN HAMILTON HOLDING CL A 099502106 38614 1091114 SH DFND 1 1091114 0 0 BORG WARNER INC COM COM 099724106 90048 2157575 SH DFND 1 2148852 0 8723 BOSTON BEER INC CL A CL A 100557107 28 194 SH DFND 1 2 194 0 0 BOSTON BEER INC CL A CL A 100557107 10593 73235 SH DFND 1 72948 0 287 BOSTON PRIVATE FINL HLDGS I COM COM 101119105 11231 684859 SH DFND 1 684859 0 0 BOSTON PROPERTIES INC COM COM 101121101 230394 1742131 SH DFND 1 1735479 0 6652 BOSTON SCIENTIFIC CORP COM COM 101137107 300963 12120374 SH DFND 1 12061212 0 59162 BOTTOMLINE TECH DEL INC COM COM 101388106 7585 320734 SH DFND 1 320734 0 0 BOULDER GROWTH & INC FUND COM 101507101 5330 573149 SH DFND 1 2 573149 0 0 BOULEVARD ACQUISITION CORP II CL A 10157Q102 238 23845 SH DFND 1 23845 0 0 BOVIE MEDICAL CORP COM 10211F100 276 103728 SH DFND 1 103728 0 0 BOX INC - CLASS A CL A 10316T104 6918 424197 SH DFND 1 424197 0 0 BOYD GAMING CORP COM COM 103304101 13786 626353 SH DFND 1 626353 0 0 BP PLC SPONSORED ADR SPONSORED ADR 055622104 2040 59122 SH DFND 1 56957 0 2165 BRADY CORP CL A CL A 104674106 42 1109 SH DFND 1 2 1109 0 0 BRADY CORP CL A CL A 104674106 16434 425219 SH DFND 1 425219 0 0 BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 311 73366 SH DFND 1 73366 0 0 BRANDYWINE RLTY TR SH BEN INT NEW SH BEN INT NEW 105368203 26279 1619198 SH DFND 1 1619198 0 0 BRAVO BRIO RESTAURANT GROUP COM 10567B109 435 85373 SH DFND 1 85373 0 0 BRCD 1 3/8 01/01/20 NOTE 1.375% 1/0 111621AQ1 5056 5000000 PRN DFND 1 2 5000000 0 0 BRF - BRASIL FOODS SA-ADR SPONSORED ADR 10552T107 141 11587 SH DFND 1 9812 0 1775 BRIDGE BANCORP INC COM 108035106 6189 176852 SH DFND 1 176852 0 0 BRIDGEPOINT EDUCATION INC COM 10807M105 1214 113792 SH DFND 1 113792 0 0 BRIGGS & STRATTON CORP COM COM 109043109 7704 343197 SH DFND 1 343197 0 0 BRIGHT HORIZONS FAMILY SOLUTIONS INC COM 109194100 24964 344380 SH DFND 1 344380 0 0 BRIGHTCOVE COM 10921T101 2436 273798 SH DFND 1 273798 0 0 BRINK'S CO/THE COM 109696104 18553 347111 SH DFND 1 347111 0 0 BRINKER INTL INC COM COM 109641100 17570 399698 SH DFND 1 398099 0 1599 BRISTOL MYERS SQUIBB CO COM COM 110122108 926046 17052373 SH DFND 1 16976664 0 75709 BRISTOL MYERS SQUIBB CO COM COM 110122108 815 15000 SH DFND 1 2 15000 0 0 BRISTOW GROUP INC COM 110394103 3713 244171 SH DFND 1 244171 0 0 BRITISH AMERN TOB PLC SPONSORED ADR SPONSORED ADR 110448107 79 1199 SH DFND 1 2 1199 0 0 BRITISH AMERN TOB PLC SPONSORED ADR SPONSORED ADR 110448107 2148 32394 SH DFND 1 32394 0 0 BRIXMOR PROPERTY GROUP COM 11120U105 58010 2704001 SH DFND 1 2704001 0 0 BRIXMOR PROPERTY GROUP COM 11120U105 29 1395 SH DFND 1 2 1395 0 0 BROADCOM LTD SHS Y09827109 835007 3819084 SH DFND 1 3789693 0 29391 BROADRIDGE FINANCIAL SOLUTNS COM 11133T103 68366 1006449 SH DFND 1 1002504 0 3945 BROADSOFT INC COM 11133B409 10005 248897 SH DFND 1 248897 0 0 BROADWIND ENERGY INC COM NEW 11161T207 614 73781 SH DFND 1 73781 0 0 BROADWIND ENERGY INC COM NEW 11161T207 79 9538 SH DFND 1 2 9538 0 0 BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 41658 3338002 SH DFND 1 3323531 0 14471 BROOKDALE SENIOR LIVING INC COM 112463104 19294 1436650 SH DFND 1 1436650 0 0 BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 264 7262 SH DFND 1 4930 0 2332 BROOKLINE BANCORP INC COM COM 11373M107 10343 660917 SH DFND 1 660917 0 0 BROOKS-PRI AUTOMATION INC COM 114340102 75 3391 SH DFND 1 2 3391 0 0 BROOKS-PRI AUTOMATION INC COM 114340102 16195 723032 SH DFND 1 723032 0 0 BROWN & BROWN INC COM COM 115236101 36992 886686 SH DFND 1 883148 0 3538 BROWN FORMAN CORP CL A 115637100 4365 92750 SH DFND 1 92750 0 0 BROWN FORMAN CORP CL B CL B 115637209 92393 2003267 SH DFND 1 1995680 0 7587 BRT APARTMENTS CORP COM 055645303 1745 208311 SH DFND 1 208311 0 0 BRUKER BIOSCIENCES CORP COM 116794108 27344 1172083 SH DFND 1 1172083 0 0 BRUNSWICK CORP COM COM 117043109 47100 769619 SH DFND 1 766842 0 2777 BRYN MAWR BK CORP COM COM 117665109 5825 147487 SH DFND 1 147487 0 0 BSB BANCORP INC/MA COM 05573H108 1564 55384 SH DFND 1 55384 0 0 BSQUARE CORP COM COM NEW 11776U300 277 51409 SH DFND 1 51409 0 0 BT GROUP PLC ADR ADR 05577E101 283 14091 SH DFND 1 13513 0 578 BT GROUP PLC ADR ADR 05577E101 109 5436 SH DFND 1 2 5436 0 0 BUCKLE INC COM COM 118440106 3835 206218 SH DFND 1 204915 0 1303 BUFFALO WILD WINGS INC COM 119848109 22387 146566 SH DFND 1 146030 0 536 BUFFALO WILD WINGS INC COM 119848109 133 876 SH DFND 1 2 876 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 877 99140 SH DFND 1 99140 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 11435 767491 SH DFND 1 767491 0 0 BUNGE LIMITED COM COM G16962105 107959 1362472 SH DFND 1 1362413 0 59 BURLINGTON STORES INC COM 122017106 50800 522157 SH DFND 1 522157 0 0 BWX TECHNOLOGIES INC COM 05605H100 34372 722113 SH DFND 1 722113 0 0 BXMT 5 1/4 12/01/18 NOTE 5.250%12/0 09257WAA8 14310 12491000 PRN DFND 1 2 12491000 0 0 C & F FINANCIAL CORP COM 12466Q104 991 21408 SH DFND 1 21408 0 0 C D I CORP COM COM 125071100 577 67558 SH DFND 1 67558 0 0 C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 122312 1584462 SH DFND 1 1578332 0 6130 C V D EQUIPMENT CORP COM 126601103 421 40414 SH DFND 1 40414 0 0 CA INC COM 12673P105 140 4439 SH DFND 1 2 4439 0 0 CA INC COM 12673P105 117633 3712838 SH DFND 1 3682756 0 30082 CABELA'S INC-CL A COM 126804301 21161 398445 SH DFND 1 396860 0 1585 CABLE ONE INC COM 12685J105 160 257 SH DFND 1 2 257 0 0 CABLE ONE INC COM 12685J105 22168 35499 SH DFND 1 35354 0 145 CABOT CORP COM COM 127055101 32858 548469 SH DFND 1 546532 0 1937 CABOT CORP COM COM 127055101 496 8286 SH DFND 1 2 8286 0 0 CABOT MICROELECTRONICS CORP COM COM 12709P103 24642 321660 SH DFND 1 321660 0 0 CABOT OIL & GAS CORP COM 127097103 108229 4533077 SH DFND 1 4512557 0 20520 CACI INTL INC CL A CL A 127190304 22437 191284 SH DFND 1 191284 0 0 CADENCE DESIGN SYSTEM INC COM COM 127387108 721 22968 SH DFND 1 2 22968 0 0 CADENCE DESIGN SYSTEM INC COM COM 127387108 76577 2439659 SH DFND 1 2431016 0 8643 CADIZ INC COM COM NEW 127537207 1799 119575 SH DFND 1 119575 0 0 CAESAR STONE SDOT YAM LTD ORD SHS M20598104 2102 58004 SH DFND 1 58004 0 0 CAESARS ACQUISITION CO - CL A CL A 12768T103 2377 154353 SH DFND 1 154353 0 0 CAESARS ENTERTAINMENT COM 127686103 141 14838 SH DFND 1 2 14838 0 0 CAESARS ENTERTAINMENT COM 127686103 4919 515111 SH DFND 1 515111 0 0 CAFEPRESS INC COM 12769A103 80 26619 SH DFND 1 26619 0 0 CAI INTERNATIONAL INC -REDH COM 12477X106 1864 118436 SH DFND 1 118436 0 0 CAL-MAINE FOODS INC COM NEW 128030202 9722 264207 SH DFND 1 263897 0 310 CALADRIUS BIOSCIENCES INC COM NEW 128058203 148 29432 SH DFND 1 29432 0 0 CALAMP CORP COM COM 128126109 5006 298168 SH DFND 1 298168 0 0 CALARES INC COM 129500104 13670 517447 SH DFND 1 517447 0 0 CALATLANTIC GROUP COM 128195104 22842 609941 SH DFND 1 607711 0 2230 CALAVO GROWERS INC COM 128246105 7842 129417 SH DFND 1 129417 0 0 CALGON CARBON CORP COM COM 129603106 190 13050 SH DFND 1 2 13050 0 0 CALGON CARBON CORP COM COM 129603106 5761 394592 SH DFND 1 394592 0 0 CALIFORNIA RESOURCES CORP COM NEW 13057Q206 4366 290348 SH DFND 1 290332 0 16 CALIFORNIA WTR SVC GROUP COM COM 130788102 13728 382943 SH DFND 1 382943 0 0 CALITHERA BIOSCIENCES INC COM 13089P101 43 3793 SH DFND 1 2 3793 0 0 CALITHERA BIOSCIENCES INC COM 13089P101 1193 103376 SH DFND 1 103376 0 0 CALIX INC COM 13100M509 2244 309607 SH DFND 1 309607 0 0 CALLAWAY GOLF CO COM COM 131193104 8137 735134 SH DFND 1 735134 0 0 CALLIDUS SOFTWARE INC COM 13123E500 11146 522077 SH DFND 1 522077 0 0 CALLON PETE CO DEL COM COM 13123X102 19218 1460374 SH DFND 1 1460374 0 0 CALPINE CORP COM NEW 131347304 172 15577 SH DFND 1 2 15577 0 0 CALPINE CORP COM NEW 131347304 31252 2829535 SH DFND 1 2829535 0 0 CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 183 48308 SH DFND 1 48308 0 0 CAMBIUM LEARNING GROUP INC COM 13201A107 537 109741 SH DFND 1 109741 0 0 CAMBREX CORP COM COM 132011107 15483 281263 SH DFND 1 281263 0 0 CAMBREX CORP COM COM 132011107 35 650 SH DFND 1 2 650 0 0 CAMDEN NATL CORP COM COM 133034108 5726 130022 SH DFND 1 130022 0 0 CAMDEN PPTY TR SH BEN INT SH BEN INT 133131102 69910 869184 SH DFND 1 866472 0 2712 CAMPBELL SOUP CO COM COM 134429109 135788 2374939 SH DFND 1 2366132 0 8807 CAMPBELL SOUP CO COM COM 134429109 60 1054 SH DFND 1 2 1054 0 0 CAMPING WORLD HOLDINGS CL A 13462K109 3547 110035 SH DFND 1 110035 0 0 CAMTEK LIMITED ORD M20791105 87 22880 SH DFND 1 22880 0 0 CANADIAN NAT RES LTD COM COM 136385101 249 7595 SH DFND 1 6928 0 667 CANADIAN NATL RY CO COM COM 136375102 544 7362 SH DFND 1 6626 0 736 CANADIAN SOLAR INC COM 136635109 494 40314 SH DFND 1 40314 0 0 CANCER GENETICS INC COM 13739U104 334 81565 SH DFND 1 81565 0 0 CANON INC ADR SPONSORED ADR 138006309 990 31681 SH DFND 1 29258 0 2423 CANTEL MEDICAL CORP COM COM 138098108 40 502 SH DFND 1 2 502 0 0 CANTEL MEDICAL CORP COM COM 138098108 28768 359156 SH DFND 1 359156 0 0 CAPELLA EDUCATION CO COM 139594105 13771 161975 SH DFND 1 161975 0 0 CAPELLA EDUCATION CO COM 139594105 288 3394 SH DFND 1 2 3394 0 0 CAPITAL BANK FINANCIAL CORP CL A COM 139794101 10952 252353 SH DFND 1 252353 0 0 CAPITAL CITY BK GROUP INC COM COM 139674105 1776 83048 SH DFND 1 83048 0 0 CAPITAL ONE FINL CORP COM COM 14040H105 405314 4683790 SH DFND 1 4663016 0 20774 CAPITAL ONE FINL CORP COM COM 14040H105 30 352 SH DFND 1 2 352 0 0 CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 222 62193 SH DFND 1 62193 0 0 CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 86 24213 SH DFND 1 2 24213 0 0 CAPITAL SOUTHWEST CORP COM 140501107 256 15194 SH DFND 1 15194 0 0 CAPITAL SR LIVING CORP COM COM 140475104 2790 198470 SH DFND 1 198470 0 0 CAPITALA FINANCE CORP COM 14054R106 49 3435 SH DFND 1 2 3435 0 0 CAPITALA FINANCE CORP COM 14054R106 134 9374 SH DFND 1 9374 0 0 CAPITOL ACQUISITION CORP III COM 14055M106 844 80000 SH DFND 1 2 80000 0 0 CAPITOL ACQUISITION CORP III COM 14055M106 11 1068 SH DFND 1 1068 0 0 CAPITOL ACQUISITION CORP III 11.5 10/19/20 WRT *W EXP 10/19/202 14055M114 257 135577 SH DFND 1 2 135577 0 0 CAPITOL FED FINL COM COM 14057J101 15630 1068389 SH DFND 1 1068389 0 0 CAPRICOR THERAPEUTICS INC COM 14070B101 154 46387 SH DFND 1 46387 0 0 CAPSTAR FINANCIAL HOLDINGS INC COM 14070T102 425 22316 SH DFND 1 22316 0 0 CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 7505 712077 SH DFND 1 712077 0 0 CAPSTONE TURBINE CORP COM COM NEW 14067D409 83 108514 SH DFND 1 108514 0 0 CARA THERAPEUTICS INC COM 140755109 3422 186106 SH DFND 1 186106 0 0 CARBO CERAMICS INC COM COM 140781105 2135 163734 SH DFND 1 163734 0 0 CARBONITE INC COM 141337105 3428 168889 SH DFND 1 168889 0 0 CARBONITE INC COM 141337105 42 2074 SH DFND 1 2 2074 0 0 CARDCONNECT CORP COM 14141X108 650 49277 SH DFND 1 49277 0 0 CARDINAL FINANCIAL CORP COM 14149F109 7959 265843 SH DFND 1 265843 0 0 CARDINAL HEALTH INC COM COM 14149Y108 232999 2861518 SH DFND 1 2846689 0 14829 CARDIOME PHARMA CORPORATION COM COM NO PAR 14159U301 41 13726 SH DFND 1 13726 0 0 CARDIOVASCULAR SYSTEMS INC COM 141619106 7770 274806 SH DFND 1 274806 0 0 CARDIOVASCULAR SYSTEMS INC COM 141619106 173 6124 SH DFND 1 2 6124 0 0 CARDTRONICS PLC SHS CL A G1991C105 23603 504891 SH DFND 1 504891 0 0 CARE CAPITAL PROPERTIES INC COM 141624106 34866 1297602 SH DFND 1 1293187 0 4415 CARE.COM INC COM 141633107 278 22262 SH DFND 1 2 22262 0 0 CARE.COM INC COM 141633107 1386 110820 SH DFND 1 110820 0 0 CAREDX INC COM 14167L103 60 43139 SH DFND 1 43139 0 0 CAREER EDUCATION CORP COM COM 141665109 4436 509952 SH DFND 1 509952 0 0 CARETRUST REIT INC COM 14174T107 9034 537109 SH DFND 1 537109 0 0 CARLISLE COS INC COM COM 142339100 90 850 SH DFND 1 2 850 0 0 CARLISLE COS INC COM COM 142339100 53765 505267 SH DFND 1 503263 0 2004 CARMAX GROUP COM 143130102 104528 1767668 SH DFND 1 1759603 0 8065 CARNIVAL CORP UNIT 99/99/9999 143658300 237509 4037335 SH DFND 1 4017792 0 19543 CARNIVAL PLC-ADR ADR 14365C103 281 4867 SH DFND 1 4467 0 400 CAROLINA FINANCIAL CORP COM 143873107 2989 99657 SH DFND 1 99657 0 0 CARPENTER TECHNOLOGY CORP COM COM 144285103 13539 362996 SH DFND 1 361556 0 1440 CARRIAGE SVCS INC CL A COM 143905107 3123 115191 SH DFND 1 115191 0 0 CARRIZO OIL & CO INC COM COM 144577103 13834 482698 SH DFND 1 482698 0 0 CARROLS RESTAURANT GRP INC COM 14574X104 4179 295352 SH DFND 1 295352 0 0 CARTER HOLDINGS COM 146229109 40901 455474 SH DFND 1 453971 0 1503 CASCADE BANCORP COM COM NEW 147154207 2450 317887 SH DFND 1 317887 0 0 CASCADIAN THERAPEUTICS INC COM NEW 14740B606 1047 252934 SH DFND 1 252934 0 0 CASELLA WASTE SYS INC CL A CL A 147448104 4471 316905 SH DFND 1 316905 0 0 CASEYS GEN STORES INC COM COM 147528103 29 264 SH DFND 1 2 264 0 0 CASEYS GEN STORES INC COM COM 147528103 34334 305878 SH DFND 1 304657 0 1221 CASI PHARMACEUTICALS INC COM 14757U109 54 38700 SH DFND 1 38700 0 0 CASS INFORMATION SYSTEMS INC COM 14808P109 5238 79256 SH DFND 1 79256 0 0 CASTLE BRANDS INC COM 148435100 647 417827 SH DFND 1 417827 0 0 CASTLIGHT HEALTH INC - B CL B 14862Q100 1118 306367 SH DFND 1 306367 0 0 CATABASIS PHARMACEUTICALS INC COM 14875P107 53 33535 SH DFND 1 33535 0 0 CATALENT INC COM 148806102 27076 956102 SH DFND 1 952223 0 3879 CATALYST PHARMACEUTICALS INC COM 14888U101 902 462677 SH DFND 1 462677 0 0 CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 3897 338290 SH DFND 1 338290 0 0 CATERPILLAR INC DEL COM COM 149123101 516423 5575420 SH DFND 1 5547404 0 28016 CATHAY BANCORP INC COM COM 149150104 30641 813211 SH DFND 1 810904 0 2307 CATO CORP NEW CL A CL A 149205106 5451 248233 SH DFND 1 248233 0 0 CATO CORP NEW CL A CL A 149205106 405 18465 SH DFND 1 2 18465 0 0 CAVCO INDUSTRIES INC COM 149568107 8290 71227 SH DFND 1 71227 0 0 CAVIUM NC COM 14964U108 38767 540993 SH DFND 1 540993 0 0 CB FINANCIAL SERVICES INC COM 12479G101 962 34610 SH DFND 1 34610 0 0 CBIZ INC COM COM 124805102 5835 430679 SH DFND 1 430679 0 0 CBL & ASSOC PPTYS INC COM COM 124830100 24170 2533606 SH DFND 1 2531286 0 2320 CBL & ASSOC PPTYS INC COM COM 124830100 76 8030 SH DFND 1 2 8030 0 0 CBOE HOLDINGS INC COM 12503M108 263 3247 SH DFND 1 2 3247 0 0 CBOE HOLDINGS INC COM 12503M108 76980 950567 SH DFND 1 946592 0 3975 CBRE GROUP INC CL A 12504L109 98077 2823288 SH DFND 1 2810306 0 12982 CBS CORP CL B 124857202 254889 3680166 SH DFND 1 3663868 0 16298 CDK GLOBAL INC COM 12508E101 514 7921 SH DFND 1 2 7921 0 0 CDK GLOBAL INC COM 12508E101 86957 1337979 SH DFND 1 1333141 0 4838 CDN IMPERIAL BK OF COMMERCE COM COM 136069101 347 4027 SH DFND 1 3670 0 357 CDW CORPORATION OF DELEWARE COM 12514G108 79015 1369568 SH DFND 1 1369568 0 0 CEB INC COM 125134106 19795 251849 SH DFND 1 250794 0 1055 CECO ENVIRONMENTAL CORP COM 125141101 2404 228779 SH DFND 1 228779 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 3748 746745 SH DFND 1 746745 0 0 CEL-SCI CORP COM NEW COM PAR $0.01 150837508 36 420802 SH DFND 1 420802 0 0 CELADON GROUP INC COM COM 150838100 1464 223626 SH DFND 1 223626 0 0 CELANESE CORP-SERIES A COM SER A 150870103 98468 1096363 SH DFND 1 1096363 0 0 CELGENE CORP COM COM 151020104 450 3617 SH DFND 1 2 3617 0 0 CELGENE CORP COM COM 151020104 951066 7654180 SH DFND 1 7597139 0 57041 CELLDEX THERAPEUTICS INC COM 15117B103 3190 883786 SH DFND 1 883510 0 276 CELLULAR BIOMEDICINE GROUP INC COM NEW 15117P102 725 61446 SH DFND 1 61446 0 0 CELSION CORP COM PAR 15117N404 23 81576 SH DFND 1 81576 0 0 CEMIG SA -SPONS ADR SP ADR N-V PFD 204409601 499 151790 SH DFND 1 151790 0 0 CEMPRA INC COM 15130J109 1480 394685 SH DFND 1 394685 0 0 CEMTREX INC COM PAR $.001 15130G303 123 35054 SH DFND 1 35054 0 0 CENTENE CORP DEL COM COM 15135B101 131369 1845896 SH DFND 1 1838215 0 7681 CENTENNIAL RESOURCE DEVELOPMENT -A CL A 15136A102 8136 446321 SH DFND 1 446321 0 0 CENTENNIAL RESOURCE DEVELOPMENT -A CL A 15136A102 866 47509 SH DFND 1 2 47509 0 0 CENTERPOINT ENERGY INC COM 15189T107 123322 4478928 SH DFND 1 4457697 0 21231 CENTERSTATE BANKS OF FLORIDA COM 15201P109 11630 449053 SH DFND 1 449053 0 0 CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 1904 614433 SH DFND 1 614433 0 0 CENTRAL GARDEN & PET CO COM COM 153527106 750 20248 SH DFND 1 20248 0 0 CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 19670 566548 SH DFND 1 566548 0 0 CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7141 233848 SH DFND 1 233848 0 0 CENTRAL SECURITIES CORP COM 155123102 5253 218998 SH DFND 1 2 218998 0 0 CENTRAL VALLEY COMM BANCORP COM 155685100 1187 57949 SH DFND 1 57949 0 0 CENTRUE FINANCIAL CORP COM NEW 15643B205 213 8179 SH DFND 1 8179 0 0 CENTRUS ENERGY CORP-A CL A 15643U104 134 22164 SH DFND 1 22164 0 0 CENTURY ALUM CO COM COM 156431108 5489 432561 SH DFND 1 432561 0 0 CENTURY BANCORP INC CL A NON VTG CL A NON VTG 156432106 1407 23148 SH DFND 1 23148 0 0 CENTURY CASINOS INC COM 156492100 1199 158617 SH DFND 1 158617 0 0 CENTURY COMMUNITIES INC COM 156504300 45 1773 SH DFND 1 2 1773 0 0 CENTURY COMMUNITIES INC COM 156504300 3006 118379 SH DFND 1 118379 0 0 CENTURYTEL INC COM COM 156700106 157032 6669872 SH DFND 1 6641356 0 28516 CENTURYTEL INC COM COM 156700106 1224 51936 SH DFND 1 2 51936 0 0 CENVEO INC COM COM NEW 15670S402 202 40373 SH DFND 1 40373 0 0 CERAGON NETWORKS LTD ORD M22013102 116 35627 SH DFND 1 2 35627 0 0 CERAGON NETWORKS LTD ORD M22013102 121 37216 SH DFND 1 37216 0 0 CERNER CORP COM COM 156782104 177793 3025262 SH DFND 1 3003188 0 22074 CERULEAN PHARMA INC COM 15708Q105 72 89463 SH DFND 1 89463 0 0 CERUS CORP COM COM 157085101 3666 823882 SH DFND 1 823882 0 0 CEVA INC COM 157210105 6219 175196 SH DFND 1 175196 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 67957 2318618 SH DFND 1 2308493 0 10125 CHANGYOU.COM LTD - ADR ADS REP CL A 15911M107 138 4943 SH DFND 1 2 4943 0 0 CHANGYOU.COM LTD - ADR ADS REP CL A 15911M107 301 10749 SH DFND 1 10749 0 0 CHANNELADVISOR CORP COM 159179100 1911 171464 SH DFND 1 171464 0 0 CHANNELADVISOR CORP COM 159179100 54 4887 SH DFND 1 2 4887 0 0 CHANTICLEER HOLDINGS INC COM PAR $.0001 N 15930P404 33 92136 SH DFND 1 92136 0 0 CHARLES & COLVARD LTD COM COM 159765106 47 49187 SH DFND 1 49187 0 0 CHARLES RIV LABS INTL INC COM COM 159864107 33269 369872 SH DFND 1 368402 0 1470 CHART INDUSTRIES INC COM PAR $0.01 16115Q308 8952 256239 SH DFND 1 256239 0 0 CHARTER COMMUNICATIONS INC CL A 16119P108 673319 2060058 SH DFND 1 2042897 0 17161 CHARTER COMMUNICATIONS INC CL A 16119P108 327 1000 SH DFND 1 2 1000 0 0 CHARTER FINL CORP WEST PT G COM COM 16122W108 2461 125138 SH DFND 1 125138 0 0 CHASE CORP COM COM 16150R104 601 6301 SH DFND 1 2 6301 0 0 CHASE CORP COM COM 16150R104 7267 76180 SH DFND 1 76180 0 0 CHATHAM LODGING TRUST COM 16208T102 5487 277825 SH DFND 1 277825 0 0 CHECK POINT SOFTWARE TECHN ORD M22465104 40328 393212 SH DFND 1 388322 0 4890 CHEESECAKE FACTORY INC COM COM 163072101 23171 365708 SH DFND 1 364340 0 1368 CHEESECAKE FACTORY INC COM COM 163072101 500 7907 SH DFND 1 2 7907 0 0 CHEF'S WAREHOUSE HOLDINGS INC COM 163086101 2116 152286 SH DFND 1 152286 0 0 CHEGG INC COM 163092109 3919 464367 SH DFND 1 464367 0 0 CHEGG INC COM 163092109 46 5503 SH DFND 1 2 5503 0 0 CHEMBIO DIAGNOSTICS INC COM NEW 163572209 262 49468 SH DFND 1 49468 0 0 CHEMED CORP COM 16359R103 31684 173435 SH DFND 1 173435 0 0 CHEMICAL FINL CORP COM COM 163731102 29219 571245 SH DFND 1 569055 0 2190 CHEMOCENTRYX INC COM 16383L106 1432 196708 SH DFND 1 196708 0 0 CHEMOURS CO/THE - W/I COM 163851108 67456 1752105 SH DFND 1 1746012 0 6093 CHEMOURS CO/THE - W/I COM 163851108 119 3105 SH DFND 1 2 3105 0 0 CHEMTURA CORP COM NEW 163893209 16872 505152 SH DFND 1 505152 0 0 CHEMUNG FINANCIAL CORP COM 164024101 902 22841 SH DFND 1 22841 0 0 CHENIERE ENERGY INC COM COM NEW 16411R208 80723 1708330 SH DFND 1 1708330 0 0 CHEROKEE INC DEL NEW COM COM 16444H102 670 77920 SH DFND 1 77920 0 0 CHERRY HILL MORTGAGE INVESTMENT COM 164651101 701 41049 SH DFND 1 41049 0 0 CHERRY HILL MORTGAGE INVESTMENT COM 164651101 446 26116 SH DFND 1 2 26116 0 0 CHESAPEAKE ENERGY CORP COM COM 165167107 44598 7516497 SH DFND 1 7483238 0 33259 CHESAPEAKE ENERGY CORP COM COM 165167107 1862 313539 SH DFND 1 2 313539 0 0 CHESAPEAKE LODGING TRUST SH BEN INT 165240102 15922 664535 SH DFND 1 664535 0 0 CHESAPEAKE UTILS CORP COM COM 165303108 8484 122612 SH DFND 1 122612 0 0 CHEVRON CORP COM COM 166764100 44 416 SH DFND 1 2 416 0 0 CHEVRON CORP COM COM 166764100 1979337 18461001 SH DFND 1 18375450 0 85551 CHIASMA INC COM 16706W102 82 48470 SH DFND 1 48470 0 0 CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 221 7193 SH DFND 1 2 7193 0 0 CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 24422 794228 SH DFND 1 794216 0 12 CHICOS FAS INC COM COM 168615102 50 3573 SH DFND 1 2 3573 0 0 CHICOS FAS INC COM COM 168615102 22689 1597862 SH DFND 1 1593547 0 4315 CHILDRENS PL RETAIL STORES COM COM 168905107 19160 159607 SH DFND 1 159607 0 0 CHIMERA INVESTMENT CORP-REDH COM NEW 16934Q208 52427 2598005 SH DFND 1 2592489 0 5516 CHIMERIX INC COM 16934W106 2177 341238 SH DFND 1 341238 0 0 CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 87 17559 SH DFND 1 17559 0 0 CHINA BIOLOGIC PRODUCTS INC COM 16938C106 1432 14309 SH DFND 1 14309 0 0 CHINA FIN ONLINE-ADR-REDH SPONSORED ADR 169379104 45 14778 SH DFND 1 14778 0 0 CHINA HGS REAL ESTATE INC COM 16948W100 26 16674 SH DFND 1 16674 0 0 CHINA INFORMATION TECHNOLOGY I COM G21174100 18 26473 SH DFND 1 26473 0 0 CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 1075 17335 SH DFND 1 17084 0 251 CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 406 6552 SH DFND 1 2 6552 0 0 CHINA NATURAL RESOURCES INC COM G2110U109 29 13615 SH DFND 1 13615 0 0 CHINA XD PLASTICS CO LTD COM 16948F107 139 28383 SH DFND 1 28383 0 0 CHINA YUCHAI INTERNATIONAL LTD COM G21082105 1402 75743 SH DFND 1 2 75743 0 0 CHIPMOS TECHNOLOGIES INC ADR SPONSORED ADR 16965P103 231 13051 SH DFND 1 13051 0 0 CHIPOTLE MEXICAN GRILL -REDH COM 169656105 131922 296505 SH DFND 1 295247 0 1258 CHOICE HOTELS INTL INC COM COM 169905106 17154 274032 SH DFND 1 274003 0 29 CHRISTOPHER & BANKS CORP COM COM 171046105 296 200064 SH DFND 1 200064 0 0 CHROMADEX CORP COM NEW 171077407 522 194304 SH DFND 1 194304 0 0 CHUBB LTD COM H1467J104 591916 4350776 SH DFND 1 4330446 0 20330 CHUNGHWA TELECOM CO SPON ADR NEW11 17133Q502 232 6830 SH DFND 1 4762 0 2068 CHURCH & DWIGHT INC COM COM 171340102 146 2930 SH DFND 1 2 2930 0 0 CHURCH & DWIGHT INC COM COM 171340102 144327 2897594 SH DFND 1 2886462 0 11132 CHURCHILL DOWNS INC COM COM 171484108 17505 110204 SH DFND 1 109819 0 385 CHUY'S HOLDINGS INC COM 171604101 4370 146655 SH DFND 1 146655 0 0 CIA PARANAENSE ENER-SP ADR SPON ADR PFD 20441B407 188 18244 SH DFND 1 2 18244 0 0 CIA PARANAENSE ENER-SP ADR SPON ADR PFD 20441B407 275 26711 SH DFND 1 25911 0 800 CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 1050 100919 SH DFND 1 2 100919 0 0 CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 161 15531 SH DFND 1 14252 0 1279 CIBER INC COM COM 17163B102 143 357719 SH DFND 1 357719 0 0 CIDARA THERAPEUTICS INC COM 171757107 542 69547 SH DFND 1 69547 0 0 CIE 2 5/8 12/01/19 NOTE 2.625%12/0 19075FAA4 160 500000 PRN DFND 1 2 500000 0 0 CIE 3 1/8 05/15/2024 NOTE 3.125% 5/1 19075FAB2 500 2000000 PRN DFND 1 2 2000000 0 0 CIENA CORP COM COM NEW 171779309 25612 1084799 SH DFND 1 1080445 0 4354 CIENA CORP COM COM NEW 171779309 30 1289 SH DFND 1 2 1289 0 0 CIGNA CORP COM COM 125509109 347061 2372735 SH DFND 1 2360556 0 12179 CIM COMMERCIAL TRUST CORP COM 125525105 1757 109138 SH DFND 1 109138 0 0 CIMAREX ENERGY CO COM 171798101 111294 932716 SH DFND 1 928609 0 4107 CIMPRESS NV SHS EURO N20146101 5037 58449 SH DFND 1 58449 0 0 CINCINNATI BELL INC COM NEW 171871502 5565 314422 SH DFND 1 314422 0 0 CINCINNATI FINL CORP COM COM 172062101 113371 1570798 SH DFND 1 1564022 0 6776 CINEDIGM CORP COM NEW 172406209 50 32337 SH DFND 1 32337 0 0 CINEMARK HOLDINGS INC -REDH COM 17243V102 33683 759654 SH DFND 1 756377 0 3277 CINER RESOURCES LP COM UNIT LTD 172464109 655 22975 SH DFND 1 2 22975 0 0 CINTAS CORP COM COM 172908105 126569 1001413 SH DFND 1 994719 0 6694 CIRCOR INTL INC COM COM 17273K109 7433 125051 SH DFND 1 125051 0 0 CIRRUS LOGIC INC COM COM 172755100 138 2284 SH DFND 1 2 2284 0 0 CIRRUS LOGIC INC COM COM 172755100 53098 874918 SH DFND 1 872925 0 1993 CISCO SYS INC COM COM 17275R102 1804977 53471217 SH DFND 1 53097285 0 373932 CISCO SYS INC COM COM 17275R102 15 448 SH DFND 1 2 448 0 0 CIT GROUP INC COM NEW 125581801 62835 1464232 SH DFND 1 1464232 0 0 CITI TRENDS INC COM 17306X102 1906 112138 SH DFND 1 112138 0 0 CITIGROUP INC COM COM NEW 172967424 1613103 27004602 SH DFND 1 26882276 0 122326 CITIZENS & NORTHERN CORP COM 172922106 1977 84925 SH DFND 1 84925 0 0 CITIZENS COMMUNITY BANCORP COM 174903104 254 18429 SH DFND 1 18429 0 0 CITIZENS FINANCIAL GROUP COM 174610105 178026 5159890 SH DFND 1 5137916 0 21974 CITIZENS FINANCIAL GROUP COM 174610105 28 839 SH DFND 1 2 839 0 0 CITIZENS HOLDING COMPANY COM 174715102 336 13978 SH DFND 1 13978 0 0 CITIZENS INC CL A CL A 174740100 2407 323990 SH DFND 1 323990 0 0 CITRIX SYS INC COM COM 177376100 138370 1661463 SH DFND 1 1650262 0 11201 CITRIX SYS INC COM COM 177376100 1667 20000 SH DFND 1 2 20000 0 0 CITY HLDG CO COM COM 177835105 18 280 SH DFND 1 2 280 0 0 CITY HLDG CO COM COM 177835105 8628 133815 SH DFND 1 132915 0 900 CITY OFFICE REIT COM 178587101 2519 207391 SH DFND 1 207391 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 993 44830 SH DFND 1 44830 0 0 CIVITAS SOLUTIONS INC COM 17887R102 2290 124815 SH DFND 1 124815 0 0 CKH 2 1/2 12/15/27 NOTE 2.500%12/1 811904AM3 2036 2000000 PRN DFND 1 2 2000000 0 0 CKH 3 11/15/28 NOTE 3.000%11/1 81170YAB5 1775 2000000 PRN DFND 1 2 2000000 0 0 CLEAN DIESEL TECHNOLOGIES INC COM PAR NEW 18449C500 59 21992 SH DFND 1 21992 0 0 CLEAN ENERGY FUELS CORP-REDH COM 184499101 2140 839332 SH DFND 1 839332 0 0 CLEAN HARBORS INC COM COM 184496107 22498 404499 SH DFND 1 402893 0 1606 CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 1615 267008 SH DFND 1 263917 0 3091 CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 73 12108 SH DFND 1 2 12108 0 0 CLEARFIELD INC COM 18482P103 1498 91098 SH DFND 1 91098 0 0 CLEARONE INC COM 18506U104 213 21525 SH DFND 1 21525 0 0 CLEARSIDE BIOMEDICAL INC COM 185063104 764 96324 SH DFND 1 96324 0 0 CLEARSIGN COMBUSTION CORP COM 185064102 296 75989 SH DFND 1 75989 0 0 CLEARWATER PAPER CORP - W/I COM 18538R103 118 2117 SH DFND 1 2 2117 0 0 CLEARWATER PAPER CORP - W/I COM 18538R103 6930 123764 SH DFND 1 123764 0 0 CLEVELAND BIOLABS INC -REDH COM NEW 185860202 26 16688 SH DFND 1 16688 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 25488 3104580 SH DFND 1 3103409 0 1171 CLIFFS NATURAL RESOURCES INC COM 18683K101 173 21103 SH DFND 1 2 21103 0 0 CLIFTON BANCORP INC COM 186873105 3064 189260 SH DFND 1 189260 0 0 CLOROX CO DEL COM COM 189054109 168019 1247940 SH DFND 1 1242112 0 5828 CLOUD PEAK ENERGY INC COM 18911Q102 357 78031 SH DFND 1 2 78031 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 2301 502476 SH DFND 1 502476 0 0 CLOVIS ONCOLOGY INC COM 189464100 42 665 SH DFND 1 2 665 0 0 CLOVIS ONCOLOGY INC COM 189464100 24716 388192 SH DFND 1 388192 0 0 CLUBCORP HOLDINGS INC COM 18948M108 7987 497649 SH DFND 1 497649 0 0 CM FINANCE INC COM 12574Q103 149 14745 SH DFND 1 14745 0 0 CME GROUP INC COM 12572Q105 398475 3358889 SH DFND 1 3342365 0 16524 CMS ENERGY CORP COM COM 125896100 122844 2749657 SH DFND 1 2737580 0 12077 CMYABAY THERAPEUTICS INC COM 23257D103 724 168528 SH DFND 1 168528 0 0 CNA FINL CORP COM COM 126117100 11129 251971 SH DFND 1 251971 0 0 CNB FINANCIAL CORP/PA COM 126128107 2519 105449 SH DFND 1 105449 0 0 CNO FINANCIAL GROUP INC COM 12621E103 27447 1338922 SH DFND 1 1333514 0 5408 COACH INC COM COM 189754104 113917 2760281 SH DFND 1 2746865 0 13416 COBALT INTERNATIONAL ENERGY COM 19075F106 1435 2691240 SH DFND 1 2691240 0 0 COBIZ INC COM COM 190897108 6073 361533 SH DFND 1 361533 0 0 COCA COLA BOTTLING CO CONS COM COM 191098102 8921 43303 SH DFND 1 43303 0 0 COCA COLA CO COM COM 191216100 1523514 35952332 SH DFND 1 35777010 0 175322 CODE 2 09/01/20 NOTE 2.000% 9/0 84649PAL9 33546 12500000 PRN DFND 1 2 12500000 0 0 CODEXIS INC COM 192005106 1087 226644 SH DFND 1 226644 0 0 CODORUS VALLEY BANCORP INC COM 192025104 1338 51678 SH DFND 1 51678 0 0 COEUR D ALENE MINES CORP ID COM COM NEW 192108504 11251 1392469 SH DFND 1 1392469 0 0 COFFEE HOLDING CO INC COM 192176105 103 22341 SH DFND 1 22341 0 0 COGENT COMM GROUP INC COM COM NEW 19239V302 14504 336917 SH DFND 1 336917 0 0 COGENTIX MEDICAL INC COM 19243A104 336 187112 SH DFND 1 187112 0 0 COGNEX CORP COM COM 192422103 56347 671207 SH DFND 1 668547 0 2660 COGNIZANT TECHNOLOGY SOLUTI CL A CL A 192446102 342970 5770659 SH DFND 1 5726994 0 43665 COHEN & STEERS INC COM 19247A100 6578 164596 SH DFND 1 164596 0 0 COHERENT INC COM COM 192479103 41022 199486 SH DFND 1 198725 0 761 COHERUS BIOSCIENCES INC COM 19249H103 5768 272749 SH DFND 1 272749 0 0 COHU INC COM COM 192576106 138 7510 SH DFND 1 2 7510 0 0 COHU INC COM COM 192576106 5217 282634 SH DFND 1 282634 0 0 COLFAX CORP COM 194014106 29924 762209 SH DFND 1 762209 0 0 COLGATE PALMOLIVE CO COM COM 194162103 618847 8467538 SH DFND 1 8428147 0 39391 COLLECTORS UNIVERSE INC COM COM NEW 19421R200 778 29832 SH DFND 1 2 29832 0 0 COLLECTORS UNIVERSE INC COM COM NEW 19421R200 1094 41930 SH DFND 1 41930 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1474 146568 SH DFND 1 146568 0 0 COLLIERS INTERNATIONAL GROUP SUB VTG SHS 194693107 910 19255 SH DFND 1 19255 0 0 COLLIERS INTERNATIONAL GROUP SUB VTG SHS 194693107 74 1585 SH DFND 1 2 1585 0 0 COLONY NORTHSTAR INC CLASS A CL A COM 19625W104 54111 4192829 SH DFND 1 4192265 0 564 COLONY STARWOOD HOMES COM 19625X102 28609 842685 SH DFND 1 842685 0 0 COLUMBIA BKG SYS INC COM COM 197236102 18754 481007 SH DFND 1 481007 0 0 COLUMBIA PROPERTY TRUST INC COM NEW 198287203 25975 1167453 SH DFND 1 1167453 0 0 COLUMBIA SPORTSWEAR CO COM COM 198516106 14805 252012 SH DFND 1 252012 0 0 COLUMBUS MCKINNON CORP N Y COM COM 199333105 4155 167412 SH DFND 1 167412 0 0 COMCAST CORP CL A CL A 20030N101 1748680 46585566 SH DFND 1 46234901 0 350665 COMERICA INC COM COM 200340107 118745 1733893 SH DFND 1 1726311 0 7582 COMFORT SYS USA INC COM COM 199908104 10366 282857 SH DFND 1 282857 0 0 COMMERCE BANCSHARES INC COM COM 200525103 41320 735769 SH DFND 1 733059 0 2710 COMMERCE UNION BANCHSARES INC COM 200828101 428 19686 SH DFND 1 19686 0 0 COMMERCEHUB INC - SERIES A W/I COM SER A 20084V108 1791 115737 SH DFND 1 115737 0 0 COMMERCEHUB INC - SERIES C W/I COM SER C 20084V306 3400 218975 SH DFND 1 218975 0 0 COMMERCIAL METALS CO COM COM 201723103 17917 936614 SH DFND 1 933052 0 3562 COMMERCIAL VEHICLE GROUP INC COM COM 202608105 1380 203848 SH DFND 1 203848 0 0 COMMERCIAL VEHICLE GROUP INC COM COM 202608105 13 1953 SH DFND 1 2 1953 0 0 COMMSCOPE HOLDING CO INC COM 20337X109 60043 1439554 SH DFND 1 1439554 0 0 COMMUNICATIONS SYS INC COM COM 203900105 137 31262 SH DFND 1 31262 0 0 COMMUNITY BANKERS ACQSN CORP COM 203612106 1480 185123 SH DFND 1 185123 0 0 COMMUNITY BK SYS INC COM COM 203607106 19364 352204 SH DFND 1 352204 0 0 COMMUNITY HEALTH SYS INC NE COM COM 203668108 7875 887868 SH DFND 1 887868 0 0 COMMUNITY HEALTH SYS INC NE COM COM 203668108 136 15363 SH DFND 1 2 15363 0 0 COMMUNITY HEALTHCARE TRUST INC COM 20369C106 3032 126896 SH DFND 1 126896 0 0 COMMUNITY TR BANCORP INC COM COM 204149108 8065 176303 SH DFND 1 176303 0 0 COMMVAULT SYSTEMS INC -REDH COM 204166102 17469 343878 SH DFND 1 342584 0 1294 COMMVAULT SYSTEMS INC -REDH COM 204166102 87 1716 SH DFND 1 2 1716 0 0 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 289 17434 SH DFND 1 2 17434 0 0 COMPASS MINERALS INTERNATIONAL COM 20451N101 18170 267806 SH DFND 1 266760 0 1046 COMPUGEN LTD ORD M25722105 128 29978 SH DFND 1 29978 0 0 COMPUTER PROGRAMS & SYS INC COM COM 205306103 2697 96355 SH DFND 1 95882 0 473 COMPUTER SCIENCES CORP COM COM 205363104 7180 104052 SH DFND 1 104052 0 0 COMPUTER TASK GROUP INC COM COM 205477102 477 86582 SH DFND 1 86582 0 0 COMSTOCK MINING INC COM 205750102 62 280703 SH DFND 1 280703 0 0 COMSTOCK RES INC COM NEW COM 205768302 603 65389 SH DFND 1 65389 0 0 COMTECH TELECOMMUNICATIONS COM NEW COM NEW 205826209 2733 185467 SH DFND 1 185418 0 49 CONAGRA FOODS INC COM COM 205887102 38 960 SH DFND 1 2 960 0 0 CONAGRA FOODS INC COM COM 205887102 171844 4265670 SH DFND 1 4246686 0 18984 CONATUS PHARMACEUTICALS INC COM 20600T108 605 104972 SH DFND 1 104972 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 2435 142740 SH DFND 1 142740 0 0 CONCHO RESOURCES INC -REDH COM 20605P101 187363 1461947 SH DFND 1 1455553 0 6394 CONCHO RESOURCES INC -REDH COM 20605P101 117 915 SH DFND 1 2 915 0 0 CONCORDIA INTERNATIONAL CORP COM 20653P102 35 21968 SH DFND 1 21968 0 0 CONCURRENT COMPUTER CORP NE COM COM PAR $.01 206710402 217 44654 SH DFND 1 44654 0 0 CONDUENT INC -SPN COM 206787103 21460 1278919 SH DFND 1 1277601 0 1318 CONFORMIS INC COM 20717E101 1717 329058 SH DFND 1 329058 0 0 CONIFER HOLDINGS INC COM 20731J102 118 16566 SH DFND 1 16566 0 0 CONMED CORP COM COM 207410101 9394 211542 SH DFND 1 211542 0 0 CONN'S INC COM 208242107 1671 191076 SH DFND 1 191076 0 0 CONNECTICUT WTR SVC INC COM COM 207797101 5857 110210 SH DFND 1 110210 0 0 CONNECTONE BANCORP INC COM 20786W107 5648 232943 SH DFND 1 232943 0 0 CONNECTURE INC COM 20786J106 50 46814 SH DFND 1 46814 0 0 CONOCO PHILLIPS CO COM COM 20825C104 14 286 SH DFND 1 2 286 0 0 CONOCO PHILLIPS CO COM COM 20825C104 624973 12549273 SH DFND 1 12494820 0 54453 CONSOL ENERGY INC COM COM 20854P109 45 2686 SH DFND 1 2 2686 0 0 CONSOL ENERGY INC COM COM 20854P109 24176 1440798 SH DFND 1 1435355 0 5443 CONSOLIDATED COMMUNICATIONS COM 209034107 10069 429946 SH DFND 1 428878 0 1068 CONSOLIDATED EDISON INC COM COM 209115104 238233 3071862 SH DFND 1 3057969 0 13893 CONSOLIDATED TOMOKA LD CO COM COM 210226106 1965 36705 SH DFND 1 36705 0 0 CONSOLIDATED WATER CO-ORD SH ORD G23773107 374 32128 SH DFND 1 32128 0 0 CONSTELLATION BRANDS INC CL A CL A 21036P108 249705 1543146 SH DFND 1 1535682 0 7464 CONSUMER PORTFOLIO SVCS INC COM COM 210502100 13 2800 SH DFND 1 2 2800 0 0 CONSUMER PORTFOLIO SVCS INC COM COM 210502100 537 114137 SH DFND 1 114137 0 0 CONTAINER STORE GROUP INC COM 210751103 527 124750 SH DFND 1 124750 0 0 CONTANGO OIL AND GAS COMPANY COM NEW 21075N204 1285 175613 SH DFND 1 175613 0 0 CONTINENTAL BUILDING PRODUCT COM 211171103 7479 305275 SH DFND 1 305275 0 0 CONTINENTAL BUILDING PRODUCT COM 211171103 115 4732 SH DFND 1 2 4732 0 0 CONTINENTAL RESOURCES INC COM 212015101 27822 612807 SH DFND 1 612807 0 0 CONTRAFECT CORP COM 212326102 129 71850 SH DFND 1 71850 0 0 CONTRAVIR PHARMACEUTICALS INC COM 21234W103 626 353777 SH DFND 1 353777 0 0 CONTROL4 CORP COM 21240D107 18 1135 SH DFND 1 2 1135 0 0 CONTROL4 CORP COM 21240D107 2681 169829 SH DFND 1 169829 0 0 CONVERGYS CORP COM COM 212485106 690 32664 SH DFND 1 2 32664 0 0 CONVERGYS CORP COM COM 212485106 18295 865039 SH DFND 1 862114 0 2925 CONYERS PARK ACQUISIT - UNIT UNIT 99/99/99991 212894208 2523 227790 SH DFND 1 2 227790 0 0 COOPER COS INC COM NEW COM NEW 216648402 100576 503853 SH DFND 1 501743 0 2110 COOPER TIRE & RUBR CO COM COM 216831107 27375 617252 SH DFND 1 615626 0 1626 COOPER-STANDARD HOLDING COM 21676P103 23288 209940 SH DFND 1 209940 0 0 COPA HOLDINGS SA CL A P31076105 6227 55483 SH DFND 1 55285 0 198 COPART INC COM COM 217204106 50336 812802 SH DFND 1 809629 0 3173 COPSYNC INC COM NEW 217712207 5 18147 SH DFND 1 18147 0 0 CORBUS PHAMACEUTICALS HOLDINGS INC COM 21833P103 1659 201177 SH DFND 1 201177 0 0 CORCEPT THERAPEUTICS INC COM COM 218352102 8881 810386 SH DFND 1 810386 0 0 CORCEPT THERAPEUTICS INC COM COM 218352102 326 29809 SH DFND 1 2 29809 0 0 CORE LABORATORIES N V COM COM N22717107 38325 331893 SH DFND 1 331893 0 0 CORE MARK HOLDING CO INC COM 218681104 11813 378760 SH DFND 1 378760 0 0 CORE MOLDING TECHNOLOGIES INC COM 218683100 182 10248 SH DFND 1 2 10248 0 0 CORE MOLDING TECHNOLOGIES INC COM 218683100 733 41150 SH DFND 1 41150 0 0 CORECIVIC INC COM 21871N101 192 6136 SH DFND 1 2 6136 0 0 CORECIVIC INC COM 21871N101 47786 1520885 SH DFND 1 1517233 0 3652 CORELOGIC INC COM 21871D103 26495 650671 SH DFND 1 648058 0 2613 CORENERGY INFRASTRUCTURE S-A 7 3/8 DEP SHS REPSTG 21870U304 726 28755 SH DFND 1 28755 0 0 CORENERGY INFRASTRUCTURE TRU COM NEW 21870U502 620 18380 SH DFND 1 2 18380 0 0 CORENERGY INFRASTRUCTURE TRU COM NEW 21870U502 4492 132986 SH DFND 1 131499 0 1487 CORESITE REALTY CORP COM 21870Q105 22921 254547 SH DFND 1 254547 0 0 CORINDUS VASCULAR ROBOTICS INC COM 218730109 882 673488 SH DFND 1 673488 0 0 CORIUM INTERNATIONAL INC COM 21887L107 290 69552 SH DFND 1 69552 0 0 CORMEDIX INC COM 21900C100 296 182021 SH DFND 1 182021 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 15943 409975 SH DFND 1 409975 0 0 CORNING INC COM COM 219350105 254146 9425858 SH DFND 1 9382209 0 43649 CORPORATE OFFICE PPTYS TR SH BEN INT SH BEN INT 22002T108 31158 941358 SH DFND 1 938316 0 3042 CORVEL CORP COM COM 221006109 6663 153191 SH DFND 1 153191 0 0 CORVUS PHARMACEUTICALS INC COM 221015100 842 40550 SH DFND 1 40550 0 0 COSAN LTD-REDH SHS A G25343107 869 101844 SH DFND 1 2 101844 0 0 COSTAMARE INC SHS Y1771G102 2449 367855 SH DFND 1 362196 0 5659 COSTAMARE INC SHS Y1771G102 221 33265 SH DFND 1 2 33265 0 0 COSTAR GROUP INC COM COM 22160N109 52440 253154 SH DFND 1 253154 0 0 COSTCO WHSL CORP NEW COM COM 22160K105 779796 4656311 SH DFND 1 4624598 0 31713 COTIVITI HOLDINGS INC COM 22164K101 10526 252859 SH DFND 1 252859 0 0 COTY INC COM CL A 222070203 86786 4793391 SH DFND 1 4773006 0 20385 COUNTY BANCORP INC COM 221907108 1107 38117 SH DFND 1 38117 0 0 COUPA SOFTWARE INC COM 22266L106 2500 98463 SH DFND 1 98463 0 0 COUSINS PPTYS INC COM COM 222795106 30738 3716823 SH DFND 1 3703926 0 12897 COVANTA HOLDING CORP COM 22282E102 15495 986964 SH DFND 1 986083 0 881 COVANTA HOLDING CORP COM 22282E102 38 2427 SH DFND 1 2 2427 0 0 COVENANT TRANS INC CL A CL A 22284P105 1883 100207 SH DFND 1 100207 0 0 COVISINT CORP COM 22357R103 458 223898 SH DFND 1 223898 0 0 COWEN GROUP INC CL A NEW 223622606 3463 231702 SH DFND 1 231702 0 0 CPI AEROSTRUCTURES INC COM NEW 125919308 160 23822 SH DFND 1 23822 0 0 CPI CARD GROUP INC COM 12634H101 682 162381 SH DFND 1 161522 0 859 CRA INTERNATIONAL INC COM 12618T105 2496 70652 SH DFND 1 70652 0 0 CRACKER BARREL OLD COUNTRY STO COM 22410J106 29 186 SH DFND 1 2 186 0 0 CRACKER BARREL OLD COUNTRY STO COM 22410J106 30662 192543 SH DFND 1 191666 0 877 CRAFT BREWERS ALLIANCE INC COM 224122101 1104 82765 SH DFND 1 82765 0 0 CRANE CO COM COM 224399105 29021 387826 SH DFND 1 385418 0 2408 CRAWFORD & CO CL B CL B 224633107 1383 137975 SH DFND 1 137975 0 0 CRAY INC COM COM NEW 225223304 8416 384336 SH DFND 1 384336 0 0 CREDICORP LTD COM G2519Y108 15951 98050 SH DFND 1 97874 0 176 CREDIT ACCEP CORP MICH COM COM 225310101 18941 94986 SH DFND 1 94986 0 0 CREDIT SUISSE GROUP SPONSORED ADR SPONSORED ADR 225401108 190 12814 SH DFND 1 11510 0 1304 CREE INC COM COM 225447101 22068 825592 SH DFND 1 822575 0 3017 CRESCENT POINT ENERGY CORP COM 22576C101 110 10227 SH DFND 1 10227 0 0 CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 457 22771 SH DFND 1 22771 0 0 CRH PLC -SPONSORED ADR ADR 12626K203 570 16230 SH DFND 1 15248 0 982 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 459 21110 SH DFND 1 21110 0 0 CRITEO SA - SPON ADR SPONS ADS 226718104 1612 32248 SH DFND 1 32248 0 0 CROCS INC COM 227046109 4383 620075 SH DFND 1 620075 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 3862 268995 SH DFND 1 268995 0 0 CROWN CASTLE INTL CORP COM COM 22822V101 305562 3240152 SH DFND 1 3224555 0 15597 CROWN HOLDINGS INC COM 228368106 53423 1009343 SH DFND 1 1009343 0 0 CROWN HOLDINGS INC COM 228368106 29 557 SH DFND 1 2 557 0 0 CRYOLIFE INC COM COM 228903100 3451 207318 SH DFND 1 207318 0 0 CSG SYS INTL INC COM COM 126349109 16972 448882 SH DFND 1 448882 0 0 CSI COMPRESSCO PARTNERS LP COM UNIT 12637A103 157 16105 SH DFND 1 16105 0 0 CSRA INC COM 12650T104 43610 1490520 SH DFND 1 1484158 0 6362 CSS INDS INC COM COM 125906107 1659 64011 SH DFND 1 64011 0 0 CST BRANDS INC COM 12646R105 27523 572336 SH DFND 1 570001 0 2335 CSW INDUSTRIALS INC W/I COM 126402106 4554 124104 SH DFND 1 124104 0 0 CSX CORP COM COM 126408103 426540 9175880 SH DFND 1 9106995 0 68885 CTI BIOPHARMA CORP COM NEW 12648L601 493 117520 SH DFND 1 117520 0 0 CTO 4 1/2 03/15/20 NEW NOTE 4.500% 3/1 210226AB2 6060 6000000 PRN DFND 1 2 6000000 0 0 CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 34591 705809 SH DFND 1 693088 0 12721 CTS CORP COM COM 126501105 4975 233581 SH DFND 1 233581 0 0 CU BANCORP COM 126534106 5680 143257 SH DFND 1 143257 0 0 CUBESMART COM 229663109 41983 1617224 SH DFND 1 1617224 0 0 CUBIC CORP COM COM 229669106 10083 190983 SH DFND 1 190983 0 0 CUBIC CORP COM COM 229669106 32 621 SH DFND 1 2 621 0 0 CUI GLOBAL INC COM NEW 126576206 592 124968 SH DFND 1 124968 0 0 CULLEN FROST BANKERS INC COM COM 229899109 39217 440796 SH DFND 1 439034 0 1762 CULP INC COM COM 230215105 2221 71196 SH DFND 1 71196 0 0 CUMBERLAND PHARMACEUTICALS COM 230770109 361 52092 SH DFND 1 52092 0 0 CUMMINS INC COM COM 231021106 294144 1947563 SH DFND 1 1940426 0 7137 CUMULUS MEDIA INC CL A CL A NEW 231082603 33 105751 SH DFND 1 105751 0 0 CURIS INC COM COM 231269101 2553 918592 SH DFND 1 918592 0 0 CURTISS WRIGHT CORP COM COM 231561101 292 3200 SH DFND 1 2 3200 0 0 CURTISS WRIGHT CORP COM COM 231561101 37308 408819 SH DFND 1 407436 0 1383 CUSTOMERS BANCORP INC COM 23204G100 7903 250663 SH DFND 1 250663 0 0 CUTERA INC COM 232109108 177 8569 SH DFND 1 2 8569 0 0 CUTERA INC COM 232109108 1943 93868 SH DFND 1 93868 0 0 CVB FINL CORP COM COM 126600105 18058 817484 SH DFND 1 817484 0 0 CVR ENERGY INC COM 12662P108 2385 118803 SH DFND 1 117293 0 1510 CVS HEALTH CORP COM 126650100 61 788 SH DFND 1 2 788 0 0 CVS HEALTH CORP COM 126650100 771247 9839163 SH DFND 1 9792211 0 46952 CYBER-ARK SOFTWARE LTD/ISRAEL SHS M2682V108 982 19316 SH DFND 1 19316 0 0 CYBEROPTICS CORP COM COM 232517102 1169 45059 SH DFND 1 45059 0 0 CYPRESS SEMICONDUCTOR CORP COM COM 232806109 26 1902 SH DFND 1 2 1902 0 0 CYPRESS SEMICONDUCTOR CORP COM COM 232806109 37411 2718849 SH DFND 1 2706208 0 12641 CYREN LTD SHS M26895108 38 19323 SH DFND 1 19323 0 0 CYRUSONE INC COM 23283R100 30505 592679 SH DFND 1 590372 0 2307 CYS INVESTMENTS INC COM 12673A108 9282 1167557 SH DFND 1 1155100 0 12457 CYTOKINETICS INC COM COM NEW 23282W605 3812 296683 SH DFND 1 296683 0 0 CYTOMX THERAPEUTICS INC COM 23284F105 3604 208710 SH DFND 1 208710 0 0 CYTORI THERAPEUTICS INC COM NEW 23283K204 97 61103 SH DFND 1 61103 0 0 CYTOSORBENTS CORP COM NEW 23283X206 570 126883 SH DFND 1 126883 0 0 CYTRX CORP COM NEW COM PAR 232828509 326 734645 SH DFND 1 734645 0 0 D 6 3/8 UNIT 99/99/9999 25746U869 10060 200000 PRN DFND 1 2 200000 0 0 D R HORTON INC COM COM 23331A109 126734 3809511 SH DFND 1 3794857 0 14654 D R HORTON INC COM COM 23331A109 225 6774 SH DFND 1 2 6774 0 0 DAILY JOURNAL CORP COM 233912104 1593 7437 SH DFND 1 7437 0 0 DAKTRONICS INC COM COM 234264109 2842 300746 SH DFND 1 300746 0 0 DANA CORP COM 235825205 25062 1297880 SH DFND 1 1293400 0 4480 DANAHER CORP DEL COM COM 235851102 496687 5815659 SH DFND 1 5788801 0 26858 DAQO NEW ENERGY -ADR SPNSRD ADR NEW 23703Q203 468 24975 SH DFND 1 2 24975 0 0 DARDEN RESTAURANTS INC COM COM 237194105 99 1189 SH DFND 1 2 1189 0 0 DARDEN RESTAURANTS INC COM COM 237194105 130341 1559483 SH DFND 1 1552818 0 6665 DARLING INTL INC COM COM 237266101 18329 1262362 SH DFND 1 1262362 0 0 DASAN ZHONE SOLUJTIONS INC COM NEW 23305L206 144 23305 SH DFND 1 23305 0 0 DASEKE INC COM 23753F107 125 12416 SH DFND 1 12416 0 0 DASEKE INC COM 23753F107 2530 250000 SH DFND 1 2 250000 0 0 DATAWATCH CORP COM NEW COM NEW 237917208 594 70723 SH DFND 1 70723 0 0 DAVE & BUSTER'S ENTERTAINMENT COM 238337109 18681 305798 SH DFND 1 305798 0 0 DAVIDSTEA INC COM 238661102 123 16866 SH DFND 1 16866 0 0 DAVITA INC COM COM 23918K108 102503 1510224 SH DFND 1 1503510 0 6714 DAWSON GEOPHYSICAL CO COM 239360100 825 148418 SH DFND 1 148418 0 0 DBV TECHNOLOGIES SA SPON ADR SPONSORED ADR 23306J101 539 15309 SH DFND 1 15309 0 0 DCT INDUSTRIAL TRUST INC COM NEW 233153204 41668 865920 SH DFND 1 863087 0 2833 DEAN FOODS CO NEW COM COM NEW 242370203 21752 1106435 SH DFND 1 1103624 0 2811 DECKERS OUTDOOR CORP COM COM 243537107 14481 242445 SH DFND 1 241452 0 993 DEERE & CO COM COM 244199105 303767 2794419 SH DFND 1 2780893 0 13526 DEL FRISCOS RESTAURANT GROUP LLC COM 245077102 3560 197271 SH DFND 1 197271 0 0 DEL TACO RESTAURANTS INC COM 245496104 3663 276260 SH DFND 1 276260 0 0 DELAWARE ENHNCD GLBL DIV&INC COM 246060107 155 14181 SH DFND 1 2 14181 0 0 DELEK US HOLDINGS INC COM 246647101 10775 443984 SH DFND 1 443827 0 157 DELEK US HOLDINGS INC COM 246647101 134 5547 SH DFND 1 2 5547 0 0 DELL TECHNOLOGIES-CL V COM CL V 24703L103 97762 1526248 SH DFND 1 1525850 0 398 DELPHI AUTOMOTIVE PLC SHS G27823106 234511 2917305 SH DFND 1 2905649 0 11656 DELTA AIR LINES INC COM NEW 247361702 308573 6722557 SH DFND 1 6688199 0 34358 DELTA AIR LINES INC COM NEW 247361702 28 624 SH DFND 1 2 624 0 0 DELTA APPAREL INC COM COM 247368103 737 41810 SH DFND 1 41810 0 0 DELTA NATURAL GAS CO INC COM 247748106 1104 36404 SH DFND 1 36404 0 0 DELTIC TIMBER CORP COM COM 247850100 6409 82053 SH DFND 1 82053 0 0 DELUXE CORP COM COM 248019101 165 2288 SH DFND 1 2 2288 0 0 DELUXE CORP COM COM 248019101 39475 546973 SH DFND 1 545478 0 1495 DENBURY RES INC COM NEW COM NEW 247916208 7428 2879418 SH DFND 1 2876499 0 2919 DENNY'S CORPORATION COM COM 24869P104 7616 615727 SH DFND 1 615727 0 0 DENTSPLY INTL INC NEW COM COM 24906P109 148857 2387163 SH DFND 1 2370669 0 16494 DEPO 2 1/2 09/01/21 NOTE 2.500% 9/0 249908AA2 1867 2000000 PRN DFND 1 2 2000000 0 0 DEPOMED INC COM 249908104 6400 510000 SH DFND 1 510000 0 0 DERMIRA INC COM 24983L104 8607 252345 SH DFND 1 252345 0 0 DESCARTES SYSTEMS GROUP INC COM 249906108 962 42024 SH DFND 1 42024 0 0 DESTINATION MATERNITY CORP COM 25065D100 329 77435 SH DFND 1 77435 0 0 DESTINATION XL GROUP INC COM 25065K104 852 299277 SH DFND 1 299277 0 0 DETERMINE INC COM 250660107 253 74013 SH DFND 1 74013 0 0 DEVELOPERS DIVERSIFIED RLTY COM COM 23317H102 35799 2857133 SH DFND 1 2857133 0 0 DEVELOPERS DIVERSIFIED RLTY COM COM 23317H102 2 165 SH DFND 1 2 165 0 0 DEVON ENERGY CORP NEW COM COM 25179M103 228844 5492398 SH DFND 1 5469183 0 23215 DEVON ENERGY CORP NEW COM COM 25179M103 190 4562 SH DFND 1 2 4562 0 0 DEVRY INC DEL COM COM 251893103 18484 521414 SH DFND 1 519648 0 1766 DEVRY INC DEL COM COM 251893103 36 1042 SH DFND 1 2 1042 0 0 DEXCOM INC COM 252131107 60858 718503 SH DFND 1 718503 0 0 DEXTERA SURGICAL INC COM 252366109 32 31104 SH DFND 1 31104 0 0 DHI GROUP INC COM 23331S100 1977 500759 SH DFND 1 500759 0 0 DHI GROUP INC COM 23331S100 417 105682 SH DFND 1 2 105682 0 0 DHT 4 1/2 10/01/19 DEBT 4.500%10/0 23335SAB2 2495 2500000 PRN DFND 1 2 2500000 0 0 DHT HOLDINGS INC SHS NEW Y2065G121 2765 618763 SH DFND 1 618763 0 0 DIAGEO P L C SPON ADR NEW SPON ADR NEW 25243Q205 1573 13616 SH DFND 1 13616 0 0 DIAMOND HILL INVESTMENT GRP IN COM NEW 25264R207 6245 32100 SH DFND 1 32100 0 0 DIAMOND OFFSHORE DRILLING I COM COM 25271C102 7950 475783 SH DFND 1 473775 0 2008 DIAMONDBACK ENERGY INC COM 25278X109 76807 740807 SH DFND 1 740807 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 20177 1809659 SH DFND 1 1809659 0 0 DIANA SHIPPING INC COM Y2066G104 167 36254 SH DFND 1 2 36254 0 0 DICERNA PHARMACEUTICALS INC COM 253031108 292 85950 SH DFND 1 85950 0 0 DICK'S SPORTING GOODS INC COM 253393102 45202 929175 SH DFND 1 926444 0 2731 DICK'S SPORTING GOODS INC COM 253393102 33 690 SH DFND 1 2 690 0 0 DIEBOLD INC COM COM 253651103 17361 565516 SH DFND 1 562992 0 2524 DIFFERENTIAL BRAND GROUP INC COM 25374L108 57 29479 SH DFND 1 29479 0 0 DIGI INTL INC COM COM 253798102 2531 212705 SH DFND 1 212705 0 0 DIGIMARC CORP COM COM 25381B101 2225 82410 SH DFND 1 82410 0 0 DIGIRAD CORP COM COM 253827109 315 59552 SH DFND 1 59552 0 0 DIGITAL ALLY INC COM NEW 25382P208 77 18324 SH DFND 1 18324 0 0 DIGITAL REALTY TRUST INC COM 253868103 188699 1775843 SH DFND 1 1768957 0 6886 DIGITAL TURBINE INC COM NEW 25400W102 232 247200 SH DFND 1 247200 0 0 DIGITALGLOBE INC COM NEW 25389M877 818 25000 SH DFND 1 2 25000 0 0 DIGITALGLOBE INC COM NEW 25389M877 15820 483077 SH DFND 1 483077 0 0 DILLARDS INC CL A CL A 254067101 9536 182557 SH DFND 1 181770 0 787 DILLARDS INC CL A CL A 254067101 68 1310 SH DFND 1 2 1310 0 0 DIME CMNTY BANCSHARES COM COM 253922108 7600 374410 SH DFND 1 374410 0 0 DIMENSION THERAPEUTICS INC COM 25433V105 255 145896 SH DFND 1 145896 0 0 DINEEQUITY INC COM 254423106 7153 131458 SH DFND 1 131458 0 0 DIODES INC COM COM 254543101 7970 331400 SH DFND 1 331400 0 0 DIPLOMAT PHARMACY INC COM 25456K101 5170 324194 SH DFND 1 324194 0 0 DISCOVER FINANCIAL SVCS INC COM 254709108 268209 3927131 SH DFND 1 3910476 0 16655 DISCOVER FINANCIAL SVCS INC COM 254709108 29 426 SH DFND 1 2 426 0 0 DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 74162 2622887 SH DFND 1 2606707 0 16180 DISCOVERY HOLDING CO-A COM SER A 25470F104 55474 1908913 SH DFND 1 1897967 0 10946 DISCOVERY HOLDING CO-A COM SER A 25470F104 213 7351 SH DFND 1 2 7351 0 0 DISH NETWORK CORP CL A 25470M109 137101 2162521 SH DFND 1 2146225 0 16296 DISNEY WALT CO COM DISNEY COM DISNEY 254687106 1703892 15047184 SH DFND 1 14981234 0 65950 DIVERSICARE HEALTHCARE SERVICES COM 255104101 139 13755 SH DFND 1 13755 0 0 DIVERSIFIED RESTAURANT HOLDINGS INC COM 25532M105 105 45688 SH DFND 1 45688 0 0 DIVIDEND AND INCOME FUND COM NEW 25538A204 2937 243578 SH DFND 1 2 243578 0 0 DIXIE GROUP INC CL A CL A 255519100 260 72431 SH DFND 1 72431 0 0 DMC GLOBAL INC COM 23291C103 1255 101268 SH DFND 1 101268 0 0 DOCTOR REDDY'S LAB-ADR ADR 256135203 1963 49272 SH DFND 1 48019 0 1253 DOCTOR REDDY'S LAB-ADR ADR 256135203 26 656 SH DFND 1 2 656 0 0 DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 30 25401 SH DFND 1 25401 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 25605 488567 SH DFND 1 488567 0 0 DOLLAR GEN CORP COM COM 256677105 191799 2754234 SH DFND 1 2743212 0 11022 DOLLAR TREE INC COM COM 256746108 184623 2356400 SH DFND 1 2339496 0 16904 DOMINION DIAMOND CORP COM 257287102 126 10000 SH DFND 1 2 10000 0 0 DOMINION RES INC VA NEW COM COM 25746U109 452596 5843417 SH DFND 1 5815519 0 27898 DOMINO'S PIZZA INC COM 25754A201 65847 357445 SH DFND 1 355959 0 1486 DOMINO'S PIZZA INC COM 25754A201 576 3130 SH DFND 1 2 3130 0 0 DOMTAR INC COM COM NEW 257559203 18119 496152 SH DFND 1 493115 0 3037 DOMTAR INC COM COM NEW 257559203 306 8406 SH DFND 1 2 8406 0 0 DONALDSON INC COM COM 257651109 167 3678 SH DFND 1 2 3678 0 0 DONALDSON INC COM COM 257651109 46148 1013816 SH DFND 1 1009733 0 4083 DONEGAL GROUP INC-CL A CL A 257701201 60 3421 SH DFND 1 2 3421 0 0 DONEGAL GROUP INC-CL A CL A 257701201 2809 159436 SH DFND 1 159436 0 0 DONNELLEY FINANCIAL SOLUTIONS INC COM 25787G100 4892 253616 SH DFND 1 252564 0 1052 DONNELLEY R R & SONS CO COM COM 257867200 7085 585091 SH DFND 1 582287 0 2805 DONNELLEY R R & SONS CO COM COM 257867200 56 4650 SH DFND 1 2 4650 0 0 DORCHESTER MINERALS LP COM UNIT 25820R105 319 18585 SH DFND 1 18585 0 0 DORIAN LPG LTD SHS USD Y2106R110 423 40235 SH DFND 1 40235 0 0 DORMAN PRODUCTS INC COM 258278100 20667 251649 SH DFND 1 251649 0 0 DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 3428 325000 SH DFND 1 2 325000 0 0 DOUBLE EAGLE ACQUISITION-CW *W EXP 09/16/202 G28195116 113 202500 SH DFND 1 2 202500 0 0 DOUGLAS DYNAMICS INC COM 25960R105 5378 175479 SH DFND 1 173686 0 1793 DOUGLAS EMMETT INC COM 25960P109 51952 1352919 SH DFND 1 1348394 0 4525 DOVER CORP COM COM 260003108 122275 1523934 SH DFND 1 1516415 0 7519 DOVER DOWNS GAMING & ENTMT COM COM 260095104 31 30139 SH DFND 1 30139 0 0 DOVER MOTORSPORTS INC COM COM 260174107 71 32679 SH DFND 1 32679 0 0 DOW CHEM CO COM COM 260543103 716476 11291537 SH DFND 1 11240044 0 51493 DOW CHEM CO COM COM 260543103 139 2192 SH DFND 1 2 2192 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 197444 2018915 SH DFND 1 2010232 0 8683 DRIL-QUIP INC COM COM 262037104 36294 665341 SH DFND 1 664170 0 1171 DRIL-QUIP INC COM COM 262037104 103 1894 SH DFND 1 2 1894 0 0 DRIVE SHACK INC COM 262077100 1513 364756 SH DFND 1 364756 0 0 DRYSHIPS INC COM PAR Y2109Q143 10 6217 SH DFND 1 2 6217 0 0 DRYSHIPS INC COM PAR Y2109Q143 115 69781 SH DFND 1 69781 0 0 DSP GROUP INC COM COM 23332B106 2382 198569 SH DFND 1 198569 0 0 DST SYS INC DEL COM COM 233326107 56 463 SH DFND 1 2 463 0 0 DST SYS INC DEL COM COM 233326107 29433 240274 SH DFND 1 239299 0 975 DSW INC-CLASS A CL A 23334L102 18296 884739 SH DFND 1 884739 0 0 DSW INC-CLASS A CL A 23334L102 36 1744 SH DFND 1 2 1744 0 0 DTE ENERGY CO COM COM 233331107 183503 1799584 SH DFND 1 1791510 0 8074 DU PONT E I DE NEMOURS & CO COM COM 263534109 639533 7973353 SH DFND 1 7934436 0 38917 DUCOMMUN INC DEL COM COM 264147109 2369 82291 SH DFND 1 82291 0 0 DUKE ENERGY CORP COM COM NEW 26441C204 584660 7138784 SH DFND 1 7108031 0 30753 DUKE REALTY CORP COM NEW COM NEW 264411505 86961 3311365 SH DFND 1 3300359 0 11006 DULUTH HOLDINGS INC COM CL B 26443V101 1671 78503 SH DFND 1 78503 0 0 DUN & BRADSTREET CORP DEL N COM COM 26483E100 40073 371771 SH DFND 1 370126 0 1645 DUN & BRADSTREET CORP DEL N COM COM 26483E100 523 4853 SH DFND 1 2 4853 0 0 DUNKIN' BRANDS GROUP INC COM 265504100 39307 718866 SH DFND 1 716010 0 2856 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 35161 709049 SH DFND 1 708793 0 256 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 43 887 SH DFND 1 2 887 0 0 DURECT CORP COM COM 266605104 1034 985630 SH DFND 1 985630 0 0 DXC TECHNOLOGY CO COM 23355L106 89787 2288977 SH DFND 1 2278414 0 10563 DXP ENTERPRISES INC COM NEW 233377407 4739 125144 SH DFND 1 125144 0 0 DYCOM INDS INC COM COM 267475101 21932 235956 SH DFND 1 234987 0 969 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1731 290958 SH DFND 1 290958 0 0 DYNEGY INC COM 26817R108 7505 954938 SH DFND 1 954938 0 0 DYNEGY INC COM 26817R108 102 13058 SH DFND 1 2 13058 0 0 DYNEX CAPITAL INC COM NEW 26817Q506 2931 413538 SH DFND 1 389135 0 24403 DYNEX CAPITAL INC COM NEW 26817Q506 185 26189 SH DFND 1 2 26189 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 103838 2979939 SH DFND 1 2966831 0 13108 EAGLE BANCORP INC COM 268948106 14963 250644 SH DFND 1 250644 0 0 EAGLE BULK SHIPPING INC SHS NEW Y2187A143 202 35557 SH DFND 1 35557 0 0 EAGLE MATERIALS INC COM 26969P108 432 4451 SH DFND 1 2 4451 0 0 EAGLE MATERIALS INC COM 26969P108 33852 348495 SH DFND 1 346991 0 1504 EAGLE PHARMACEUTICALS INC COM 269796108 103 1248 SH DFND 1 2 1248 0 0 EAGLE PHARMACEUTICALS INC COM 269796108 7395 89168 SH DFND 1 89168 0 0 EARTHSTONE ENERGY INC COM NEW 27032D205 680 53311 SH DFND 1 53311 0 0 EAST WEST BANCORP INC COM COM 27579R104 69711 1350744 SH DFND 1 1346284 0 4460 EASTERLY GOVERNMENT PROPERTY COM 27616P103 4913 248282 SH DFND 1 248282 0 0 EASTERN COMPANY (THE) COM 276317104 534 24968 SH DFND 1 24968 0 0 EASTERN VA BANKSHARES INC COM COM 277196101 205 19571 SH DFND 1 19571 0 0 EASTGROUP PPTY INC COM COM 277276101 21120 287237 SH DFND 1 287237 0 0 EASTMAN CHEM CO COM COM 277432100 137860 1708213 SH DFND 1 1701829 0 6384 EASTMAN KODAK CO COM NEW 277461406 2917 253725 SH DFND 1 253725 0 0 EATON CORP PLC SHS G29183103 337105 4552521 SH DFND 1 4531402 0 21119 EATON VANCE CA MUNI INC TR SH BEN INT 27826F101 311 25418 SH DFND 1 2 25418 0 0 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 42240 939844 SH DFND 1 936282 0 3562 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 90 2006 SH DFND 1 2 2006 0 0 EATON VANCE NJ MUNI INC TR SH BEN INT 27826V106 554 46278 SH DFND 1 2 46278 0 0 EATON VANCE NY MUNI INC TR SH BEN INT 27826W104 491 38480 SH DFND 1 2 38480 0 0 EBAY INC COM COM 278642103 141 4221 SH DFND 1 2 4221 0 0 EBAY INC COM COM 278642103 348576 10397708 SH DFND 1 10321617 0 76091 EBIX INC COM NEW 278715206 11857 193596 SH DFND 1 193596 0 0 ECHELON CORP COM COM NEW 27874N303 90 14936 SH DFND 1 14936 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 4902 229608 SH DFND 1 229608 0 0 ECHOSTAR CORP CL A 278768106 22137 388716 SH DFND 1 388716 0 0 ECLIPSE RESOURCES CORP COM 27890G100 1638 645200 SH DFND 1 645200 0 0 ECO-STIM ENERGY SOLUTIONS INC COM 27888D101 53 45860 SH DFND 1 45860 0 0 ECOLAB INC COM COM 278865100 291763 2331459 SH DFND 1 2320039 0 11420 ECOLOGY INC COM 91732J102 8274 176623 SH DFND 1 176623 0 0 ECPG 3 11/27/17 NOTE 3.000%11/2 292554AD4 7247 6570000 PRN DFND 1 2 6570000 0 0 EDAP TMS SA -ADR SPONSORED ADR 268311107 39 14083 SH DFND 1 14083 0 0 EDGE THERAPEUTICS INC COM 279870109 1572 172646 SH DFND 1 172646 0 0 EDGEWATER TECHNOLOGY INC COM COM 280358102 279 37499 SH DFND 1 37499 0 0 EDGEWELL PERSONAL CARE COM 28035Q102 32758 448036 SH DFND 1 446254 0 1782 EDGEWELL PERSONAL CARE COM 28035Q102 897 12275 SH DFND 1 2 12275 0 0 EDISON INTL COM COM 281020107 252849 3180637 SH DFND 1 3166542 0 14095 EDITAS MEDICINE INC COM 28106W103 2664 119376 SH DFND 1 119376 0 0 EDUCATION REALTY TRUST INC COM NEW 28140H203 28010 685683 SH DFND 1 683428 0 2255 EDUCATIONAL DEVELOPMENT CORP COM 281479105 143 21194 SH DFND 1 21194 0 0 EDWARDS LIFESCIENCES CORP COM COM 28176E108 213981 2277666 SH DFND 1 2268477 0 9189 EGAIN COMMUNICATIONS COM COM NEW 28225C806 113 78051 SH DFND 1 78051 0 0 EGALET CORPORATION COM 28226B104 587 115147 SH DFND 1 115147 0 0 EHEALTH INC COM 28238P109 1628 135293 SH DFND 1 135293 0 0 EIGER BIOPHARMACEUTICALS INC COM 28249U105 368 32204 SH DFND 1 32204 0 0 EKSO BIONICS HOLDINGS INC COM NEW 282644202 404 98746 SH DFND 1 98746 0 0 EL PASO ELEC CO COM NEW COM NEW 283677854 16774 332166 SH DFND 1 332166 0 0 EL POLLO LOCO HOLDINGS INC COM 268603107 2334 195316 SH DFND 1 195316 0 0 ELBIT SYSTEMS LTD ORD M3760D101 2619 23050 SH DFND 1 23050 0 0 ELDORADO RESORTS INC COM 28470R102 3690 194984 SH DFND 1 194984 0 0 ELECTRO SCIENTIFIC INDS COM COM 285229100 2094 300482 SH DFND 1 300482 0 0 ELECTROMED INC COM 285409108 91 18483 SH DFND 1 18483 0 0 ELECTRONIC ARTS INC COM COM 285512109 285921 3198184 SH DFND 1 3175569 0 22615 ELECTRONICS FOR IMAGING INC COM COM 286082102 18883 386709 SH DFND 1 386709 0 0 ELEVEN BIOTHERAPEUTICS INC COM 286221106 103 47187 SH DFND 1 47187 0 0 ELF BEAUTY COM 26856L103 2895 100544 SH DFND 1 100544 0 0 ELLIE MAE INC COM 28849P100 25580 255117 SH DFND 1 255117 0 0 ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 528 36073 SH DFND 1 36073 0 0 ELLIS PERRY INTL INC COM COM 288853104 2035 94743 SH DFND 1 94743 0 0 ELLSWORTH GROWTH AND INCOME FU COM 289074106 133 15447 SH DFND 1 2 15447 0 0 EMAGIN CORP COM COM NEW 29076N206 154 65621 SH DFND 1 65621 0 0 EMC INS GROUP INC COM COM 268664109 2134 76058 SH DFND 1 76058 0 0 EMCOR GROUP INC COM COM 29084Q100 29 475 SH DFND 1 2 475 0 0 EMCOR GROUP INC COM COM 29084Q100 33599 533754 SH DFND 1 531903 0 1851 EMCORE CORP COM COM NEW 290846203 1911 212423 SH DFND 1 212423 0 0 EMERGENT BIOSOLUTIONS COM 29089Q105 9124 314198 SH DFND 1 314012 0 186 EMERSON ELEC CO COM COM 291011104 399013 6674711 SH DFND 1 6643387 0 31324 EMERSON RADIO CORP COM NEW 291087203 65 48121 SH DFND 1 48121 0 0 EMMIS COMMUNICATIONS CORP CL A COM NEW CL A 291525400 87 35866 SH DFND 1 35866 0 0 EMPIRE RESORTS INC COM PAR $0 01 292052305 838 34577 SH DFND 1 34577 0 0 EMPIRE TRUST REALTY TRUST CL A 292104106 18642 903200 SH DFND 1 903200 0 0 EMPLOYERS HOLDINGS INC COM 292218104 10172 268049 SH DFND 1 268049 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 3713 120569 SH DFND 1 120569 0 0 ENBRIDGE INC COM COM 29250N105 11375 273758 SH DFND 1 270656 0 3102 ENCORE CAPITAL GROUP INC COM 292554102 5963 193623 SH DFND 1 193623 0 0 ENCORE WIRE CORP COM COM 292562105 7743 168337 SH DFND 1 168337 0 0 ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 21473 1924199 SH DFND 1 1918084 0 6115 ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 138 12419 SH DFND 1 2 12419 0 0 ENDOCYTE INC COM 29269A102 703 273757 SH DFND 1 273757 0 0 ENDOLOGIX INC COM 29266S106 4693 648288 SH DFND 1 648288 0 0 ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COM 29272B105 4271 544102 SH DFND 1 544102 0 0 ENERGEN CORP COM COM 29265N108 30 565 SH DFND 1 2 565 0 0 ENERGEN CORP COM COM 29265N108 40893 751159 SH DFND 1 748139 0 3020 ENERGIZER HOLDINGS INC COM 29272W109 26075 467724 SH DFND 1 465801 0 1923 ENERGOUS CORP COM 29272C103 2018 129393 SH DFND 1 129393 0 0 ENERGY FOCUS INC. COM NEW 29268T300 146 44670 SH DFND 1 44670 0 0 ENERGY RECOVERY INC-REDH COM 29270J100 2317 278561 SH DFND 1 278561 0 0 ENERGY TRANSFER PARTNERS LP UNIT LTD PARTN 29273R109 401 11000 SH DFND 1 2 11000 0 0 ENERNOC INC -REDH COM 292764107 1236 206110 SH DFND 1 206110 0 0 ENERSYS INC COM COM 29275Y102 106 1350 SH DFND 1 2 1350 0 0 ENERSYS INC COM COM 29275Y102 33004 418094 SH DFND 1 416756 0 1338 ENGILITY HOLDINGS INC COM 29286C107 3934 135953 SH DFND 1 135953 0 0 ENGLOBAL CORP COM 293306106 125 67699 SH DFND 1 67699 0 0 ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 918 28051 SH DFND 1 26484 0 1567 ENNIS BUSINESS FORMS INC COM COM 293389102 3982 234267 SH DFND 1 231504 0 2763 ENNIS BUSINESS FORMS INC COM COM 293389102 2 138 SH DFND 1 2 138 0 0 ENOVA INTERNATIONAL COM 29357K103 4987 335864 SH DFND 1 335864 0 0 ENOVA INTERNATIONAL COM 29357K103 119 8047 SH DFND 1 2 8047 0 0 ENPHASE ENERGY INC COM 29355A107 386 281836 SH DFND 1 281836 0 0 ENPRO INDS INC COM COM 29355X107 24 346 SH DFND 1 2 346 0 0 ENPRO INDS INC COM COM 29355X107 11575 162675 SH DFND 1 162675 0 0 ENSCO INTL INC COM SHS CLASS A G3157S106 21255 2374905 SH DFND 1 2365561 0 9344 ENSERVCO CORP COM 29358Y102 26 77749 SH DFND 1 77749 0 0 ENSIGN GROUP INC-REDH COM 29358P101 7418 394616 SH DFND 1 394616 0 0 ENSTAR GROUP LTD SHS G3075P101 18450 96447 SH DFND 1 96447 0 0 ENSYNC INC COM 29359T102 90 149026 SH DFND 1 149026 0 0 ENTEGRA FINANCIAL CORP COM 29363J108 1992 84243 SH DFND 1 84243 0 0 ENTEGRIS INC COM COM 29362U104 28742 1228333 SH DFND 1 1228333 0 0 ENTELLUS MEDICAL INC COM 29363K105 1344 97417 SH DFND 1 97417 0 0 ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 2648 185198 SH DFND 1 185198 0 0 ENTERGY CORP NEW COM COM 29364G103 140322 1849798 SH DFND 1 1840434 0 9364 ENTEROMEDICS INC-REDH COM PAR 29365M505 182 31601 SH DFND 1 31601 0 0 ENTERPRISE BANCORP INC/MA COM 293668109 2600 74824 SH DFND 1 74824 0 0 ENTERPRISE FINANCIAL SERVICE COM 293712105 7740 182560 SH DFND 1 182560 0 0 ENTERPRISE PRODS PARTNERS L COM COM 293792107 237 8610 SH DFND 1 8610 0 0 ENTERTAINMENT GAMING ASIA INC COM PAR 29383V305 21 12537 SH DFND 1 12537 0 0 ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 3058 493240 SH DFND 1 493240 0 0 ENVESTNET INC COM 29404K106 10593 327977 SH DFND 1 327977 0 0 ENVESTNET INC COM 29404K106 25 789 SH DFND 1 2 789 0 0 ENVISION HEALTHCARE HOLDINGS CORP COM 29414D100 71539 1168272 SH DFND 1 1163171 0 5101 ENVISION HEALTHCARE HOLDINGS CORP COM 29414D100 27 450 SH DFND 1 2 450 0 0 ENZO BIOCHEM INC COM COM 294100102 2436 291119 SH DFND 1 291119 0 0 ENZYMOTEC LTD SHS M4059L101 126 14383 SH DFND 1 14383 0 0 EOG RES INC COM COM 26875P101 537142 5514351 SH DFND 1 5488677 0 25674 EP ENERGY CORP-CL A CL A 268785102 1489 313591 SH DFND 1 313591 0 0 EPAM SYSTEMS INC COM 29414B104 26715 353755 SH DFND 1 353755 0 0 EPICEPT CORPORATION COM 45254C200 65 447068 SH DFND 1 447068 0 0 EPIZYME INC COM 29428V104 5792 337747 SH DFND 1 337747 0 0 EPLUS INC COM COM 294268107 7868 116522 SH DFND 1 116522 0 0 EPR PROPERTIES COM SH BEN INT 26884U109 37689 511873 SH DFND 1 509873 0 2000 EPR PROPERTIES S-C 5 3/4 PFD C CNV 5.75% 26884U208 17768 614027 PRN DFND 1 2 614027 0 0 EQT CORP COM 26884L109 103786 1701008 SH DFND 1 1693532 0 7476 EQUIFAX INC COM COM 294429105 168307 1232506 SH DFND 1 1227322 0 5184 EQUINIX INC COM PAR $0.001 29444U700 306429 766446 SH DFND 1 762802 0 3644 EQUINIX INC COM PAR $0.001 29444U700 6 16 SH DFND 1 2 16 0 0 EQUITY BANCSHARES INC - CL A COM CL A 29460X109 1459 45936 SH DFND 1 45936 0 0 EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 36467 1168071 SH DFND 1 1168071 0 0 EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 61016 791804 SH DFND 1 791804 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 251591 4048730 SH DFND 1 4032861 0 15869 ERA GROUP INC COM 26885G109 1856 140020 SH DFND 1 140020 0 0 ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 1272 191605 SH DFND 1 186852 0 4753 ERIE INDTY CO CL A CL A 29530P102 23534 191808 SH DFND 1 191415 0 393 ERIN ENERGY CORP COM 295625107 50 21166 SH DFND 1 21166 0 0 EROS INTERNATIONAL PLC SHS NEW G3788M114 508 49405 SH DFND 1 49126 0 279 ESCALADE INC COM COM 296056104 858 66571 SH DFND 1 66571 0 0 ESCO TECHNOLOGIES INC COM COM 296315104 11479 197581 SH DFND 1 197581 0 0 ESPERION THERAPEUTICS INC COM 29664W105 4820 136521 SH DFND 1 136521 0 0 ESSA BANCORP INC -REDH COM 29667D104 876 60108 SH DFND 1 60108 0 0 ESSENDANT INC COM 296689102 6351 419273 SH DFND 1 419273 0 0 ESSENDANT INC COM 296689102 764 50440 SH DFND 1 2 50440 0 0 ESSENT GROUP LTD COM G3198U102 407 11276 SH DFND 1 2 11276 0 0 ESSENT GROUP LTD COM G3198U102 31214 862991 SH DFND 1 862991 0 0 ESSEX PPTY TR INC COM COM 297178105 171935 743525 SH DFND 1 740693 0 2832 ESTERLINE TECHNOLOGIES CORP COM COM 297425100 20328 236239 SH DFND 1 235324 0 915 ETHAN ALLEN INTERIORS INC COM COM 297602104 8046 262537 SH DFND 1 262537 0 0 ETSY INC COM 29786A106 8353 785888 SH DFND 1 785888 0 0 EURONET WORLDWIDE INC COM COM 298736109 34724 406035 SH DFND 1 406035 0 0 EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 35 24308 SH DFND 1 24308 0 0 EVANS BANCORP INC COM NEW 29911Q208 678 17660 SH DFND 1 17660 0 0 EVERBANK FINANCIAL CORP COM 29977G102 16694 857025 SH DFND 1 857025 0 0 EVERBRIDGE INC COM 29978A104 2171 105783 SH DFND 1 105783 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 1168 14998 SH DFND 1 2 14998 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 32473 416856 SH DFND 1 416856 0 0 EVEREST RE GROUP LTD COM COM G3223R108 88187 377289 SH DFND 1 376026 0 1263 EVERI HOLDINGS INC COM 30034T103 100 20878 SH DFND 1 2 20878 0 0 EVERI HOLDINGS INC COM 30034T103 1794 374645 SH DFND 1 374645 0 0 EVERSOURCE ENERGY COM 30040W108 187038 3186475 SH DFND 1 3172790 0 13685 EVERTEC INC COM 30040P103 10137 637608 SH DFND 1 637608 0 0 EVERTEC INC COM 30040P103 415 26109 SH DFND 1 2 26109 0 0 EVINE LIVE INC CL A 300487105 400 312956 SH DFND 1 312956 0 0 EVOKE PHARMA INC COM 30049G104 71 23048 SH DFND 1 23048 0 0 EVOLENT HEALTH INC CL A 30050B101 2900 130053 SH DFND 1 130053 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 167 20917 SH DFND 1 2 20917 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 1905 238139 SH DFND 1 238139 0 0 EVOLVING SYS INC COM COM NEW 30049R209 193 39807 SH DFND 1 39807 0 0 EXA CORPORATION COM 300614500 1217 95843 SH DFND 1 95843 0 0 EXACT SCIENCES CORP COM COM 30063P105 128 5446 SH DFND 1 2 5446 0 0 EXACT SCIENCES CORP COM COM 30063P105 22116 936351 SH DFND 1 936351 0 0 EXACTECH INC COM 30064E109 3051 121104 SH DFND 1 121104 0 0 EXAR CORP COM COM 300645108 5179 398155 SH DFND 1 398155 0 0 EXCO RESOURCES INC COM 269279402 788 1272116 SH DFND 1 1270503 0 1613 EXELIXIS INC COM COM 30161Q104 45284 2089751 SH DFND 1 2089751 0 0 EXELON CORP COM COM 30161N101 341926 9516009 SH DFND 1 9475125 0 40884 EXERGY XXI GULF COAST INC COM 29276K101 511 17051 SH DFND 1 17051 0 0 EXFO INC SUB VTG SHS 302046107 57 10989 SH DFND 1 10989 0 0 EXFO INC SUB VTG SHS 302046107 52 9951 SH DFND 1 2 9951 0 0 EXLSERVICE HOLDINGS INC COM 302081104 13400 282947 SH DFND 1 282947 0 0 EXONE CO/THE COM 302104104 808 79324 SH DFND 1 79324 0 0 EXPEDIA INC COM NEW 30212P303 152139 1207532 SH DFND 1 1198274 0 9258 EXPEDITORS INTL WASH INC COM COM 302130109 115752 2051545 SH DFND 1 2043624 0 7921 EXPONENT INC COM 30214U102 12338 207198 SH DFND 1 207198 0 0 EXPRESS INC COM 30219E103 15 1656 SH DFND 1 2 1656 0 0 EXPRESS INC COM 30219E103 7601 834402 SH DFND 1 834402 0 0 EXPRESS SCRP INC COM COM 30219G108 147 2237 SH DFND 1 2 2237 0 0 EXPRESS SCRP INC COM COM 30219G108 412497 6266970 SH DFND 1 6223482 0 43488 EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 38 2430 SH DFND 1 2 2430 0 0 EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 12220 766684 SH DFND 1 766684 0 0 EXTERRAN CORP COM 30227H106 8877 282275 SH DFND 1 282275 0 0 EXTRA SPACE STORAGE INC COM 30225T102 103224 1389334 SH DFND 1 1383888 0 5446 EXTRACTION OIL & GAS INC COM 30227M105 7560 407564 SH DFND 1 407564 0 0 EXTREME NETWORKS INC COM COM 30226D106 8124 1081807 SH DFND 1 1081807 0 0 EXTREME NETWORKS INC COM COM 30226D106 277 37008 SH DFND 1 2 37008 0 0 EXXON MOBIL CORP COM COM 30231G102 3362136 41054160 SH DFND 1 40867561 0 186599 EZCORP INC-CL A CL A NON VTG 302301106 60 7442 SH DFND 1 2 7442 0 0 EZCORP INC-CL A CL A NON VTG 302301106 3326 408161 SH DFND 1 408161 0 0 F M C CORP COM NEW COM NEW 302491303 88047 1267066 SH DFND 1 1261265 0 5801 F5 NETWORKS INC COM COM 315616102 119017 835694 SH DFND 1 832897 0 2797 F5 NETWORKS INC COM COM 315616102 1238 8684 SH DFND 1 2 8684 0 0 FABRINET SHS G3323L100 11669 277645 SH DFND 1 277645 0 0 FACEBOOK INC -A CL A 30303M102 3286843 23171236 SH DFND 1 22999017 0 172219 FACTSET RESH SYS INC COM COM 303075105 48706 295351 SH DFND 1 294025 0 1326 FAIR ISAAC INC COM 303250104 31088 241090 SH DFND 1 240120 0 970 FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 7568 1032541 SH DFND 1 1032541 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 3178 191496 SH DFND 1 191496 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 415 25000 SH DFND 1 2 25000 0 0 FALCONSTOR SOFTWARE INC COM COM 306137100 60 150982 SH DFND 1 150982 0 0 FAMOUS DAVES AMER INC COM COM 307068106 117 30474 SH DFND 1 30474 0 0 FANHUA INC SPONSORED ADR 30712A103 19 2300 SH DFND 1 2 2300 0 0 FANHUA INC SPONSORED ADR 30712A103 169 19615 SH DFND 1 19615 0 0 FARMER BROS CO COM COM 307675108 3092 87471 SH DFND 1 87471 0 0 FARMERS CAP BK CORP COM COM 309562106 2591 64142 SH DFND 1 64142 0 0 FARMERS NATL BANC CORP COM 309627107 3375 235229 SH DFND 1 235229 0 0 FARMLAND PARTNERS INC COM 31154R109 3010 269549 SH DFND 1 269549 0 0 FARO TECHNOLOGIES INC COM 311642102 4845 135535 SH DFND 1 135535 0 0 FASTENAL CO COM COM 311900104 164269 3193688 SH DFND 1 3172558 0 21130 FATE THERAPEUTICS INC COM 31189P102 543 119514 SH DFND 1 119514 0 0 FB FINANCIAL CORP COM 30257X104 2137 60441 SH DFND 1 60441 0 0 FBL FINL GROUP INC CL A CL A 30239F106 4989 76239 SH DFND 1 75494 0 745 FBR CAPITAL MRKTS CORP -REDH COM NEW 30247C400 925 51300 SH DFND 1 51300 0 0 FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 15268 308144 SH DFND 1 308144 0 0 FEDERAL AGRIC MTG CORP CL C CL C 313148306 4047 70310 SH DFND 1 70310 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW SH BEN INT NEW 313747206 108533 814000 SH DFND 1 810902 0 3098 FEDERAL SIGNAL CORP COM COM 313855108 12 894 SH DFND 1 2 894 0 0 FEDERAL SIGNAL CORP COM COM 313855108 6189 448212 SH DFND 1 448212 0 0 FEDERATED INVS INC PA CL B CL B 314211103 407 15476 SH DFND 1 2 15476 0 0 FEDERATED INVS INC PA CL B CL B 314211103 28513 1082526 SH DFND 1 1079223 0 3303 FEDERATED NATIONAL HOLDING CO COM 31422T101 4557 261490 SH DFND 1 261490 0 0 FEDEX CORP COM COM 31428X106 435698 2236044 SH DFND 1 2225444 0 10600 FELCOR LODGING TR INC COM COM 31430F101 375 50000 SH DFND 1 2 50000 0 0 FELCOR LODGING TR INC COM COM 31430F101 8706 1159333 SH DFND 1 1159333 0 0 FEMALE HEALTH COMPANY COM COM 314462102 94 93905 SH DFND 1 93905 0 0 FENIX PARTS INC COM 31446L100 125 80849 SH DFND 1 80849 0 0 FERRARI NV COM N3167Y103 958 12890 SH DFND 1 2 12890 0 0 FERRARI NV COM N3167Y103 47 639 SH DFND 1 552 0 87 FERRO CORP COM COM 315405100 9738 641105 SH DFND 1 641105 0 0 FERROGLOBE PLC SHS G33856108 1542 149294 SH DFND 1 149294 0 0 FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 940 86008 SH DFND 1 2 86008 0 0 FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 9 870 SH DFND 1 0 0 870 FIBROCELL SCIENCE INC COM PAR 315721308 120 60427 SH DFND 1 60427 0 0 FIBROGEN INC COM 31572Q808 11406 462752 SH DFND 1 462752 0 0 FIDELITY & GUARANTY LIFE COM 315785105 3399 122289 SH DFND 1 122289 0 0 FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 253013 3182296 SH DFND 1 3167449 0 14847 FIDELITY NATL CORP GA COM COM 316394105 5705 254949 SH DFND 1 254949 0 0 FIESTA RESTAURANT GROUP - W/I COM 31660B101 5500 227303 SH DFND 1 227303 0 0 FIFTH STREET ASSET MANAGEMENT CL A COM 31679P109 195 42578 SH DFND 1 40993 0 1585 FIFTH STREET FINANCE CORP COM 31678A103 49 10742 SH DFND 1 2 10742 0 0 FIFTH THIRD BANCORP COM COM 316773100 214465 8454074 SH DFND 1 8419981 0 34093 FIFTH THIRD BANCORP COM COM 316773100 29 1180 SH DFND 1 2 1180 0 0 FINANCIAL ENGINES INC COM 317485100 30326 696350 SH DFND 1 696350 0 0 FINANCIAL INSTNS INC COM COM 317585404 4058 123164 SH DFND 1 123164 0 0 FINISAR COM COM NEW 31787A507 33909 1240303 SH DFND 1 1240303 0 0 FINISH LINE INC CL A CL A 317923100 49 3444 SH DFND 1 2 3444 0 0 FINISH LINE INC CL A CL A 317923100 4721 331804 SH DFND 1 331804 0 0 FINJAN HOLDINGS INC COM NEW 31788H303 163 93776 SH DFND 1 93776 0 0 FIREEYE INC COM 31816Q101 15730 1247487 SH DFND 1 1247487 0 0 FIRST ACCEPTANCE CORP COM 318457108 38 28734 SH DFND 1 28734 0 0 FIRST AMERICAN FINANCIAL - W/I COM 31847R102 33488 852571 SH DFND 1 849160 0 3411 FIRST BANCORP INC COM 31866P102 2143 78643 SH DFND 1 78643 0 0 FIRST BANCORP N C COM COM 318910106 6374 217638 SH DFND 1 217638 0 0 FIRST BANCORP P R COM COM NEW 318672706 14101 2495804 SH DFND 1 2495804 0 0 FIRST BANCSHARES INC/MS COM 318916103 945 33161 SH DFND 1 33161 0 0 FIRST BUSEY CORP COM COM NEW 319383204 9406 319939 SH DFND 1 319423 0 516 FIRST BUSINESS FINANCIAL SER COM 319390100 1542 59418 SH DFND 1 59418 0 0 FIRST CAPITAL INC COM 31942S104 458 13726 SH DFND 1 13726 0 0 FIRST CASH FINL SVCS INC COM COM 33767D105 18665 379759 SH DFND 1 379578 0 181 FIRST CMNTY BANCSHARES INC COM COM 31983A103 2886 115605 SH DFND 1 115605 0 0 FIRST COMMUNITY CORP COM 319835104 1146 52107 SH DFND 1 52107 0 0 FIRST COMMUNITY FINL PARTNERS COM 31985Q106 1783 139872 SH DFND 1 139872 0 0 FIRST COMWLTH FINL CORP PA COM COM 319829107 9072 684206 SH DFND 1 684206 0 0 FIRST CONNECTICUT BANCORP COM 319850103 2678 108014 SH DFND 1 108014 0 0 FIRST CTZNS BANCSHARES INC CL A CL A 31946M103 24961 74429 SH DFND 1 74429 0 0 FIRST DATA CORP- CLASS A COM CL A 32008D106 22237 1435470 SH DFND 1 1435470 0 0 FIRST DATA CORP- CLASS A COM CL A 32008D106 30 1947 SH DFND 1 2 1947 0 0 FIRST DEFIANCE FINL CORP COM COM 32006W106 4264 86139 SH DFND 1 86139 0 0 FIRST FINANCIAL NORTHWEST COM 32022K102 1104 62518 SH DFND 1 62518 0 0 FIRST FINL BANCORP OH COM COM 320209109 15985 582337 SH DFND 1 582337 0 0 FIRST FINL BANKSHARES COM COM 32020R109 21238 529650 SH DFND 1 529650 0 0 FIRST FINL CORP IND COM COM 320218100 4692 98800 SH DFND 1 98800 0 0 FIRST FOUNDATION INC COM 32026V104 3459 223067 SH DFND 1 223067 0 0 FIRST HAWAIIAN INC COM 32051X108 13068 436794 SH DFND 1 436794 0 0 FIRST HORIZON NATL CORP COM COM 320517105 33701 1821681 SH DFND 1 1814416 0 7265 FIRST INDUSTRIAL REALTY TRU COM COM 32054K103 28567 1072743 SH DFND 1 1069127 0 3616 FIRST INTERNET BANCORP COM 320557101 1322 44844 SH DFND 1 44844 0 0 FIRST INTERSTATE BANCSYSTEM INC. COM CL A 32055Y201 10563 266411 SH DFND 1 266411 0 0 FIRST LONG IS CORP COM COM 320734106 4761 176041 SH DFND 1 176041 0 0 FIRST MERCHANTS CORP COM COM 320817109 13756 349872 SH DFND 1 349872 0 0 FIRST MID ILL BANCSHARES COM 320866106 2242 66257 SH DFND 1 66257 0 0 FIRST MIDWEST BANCORP DEL COM COM 320867104 19999 844588 SH DFND 1 844588 0 0 FIRST NBC BANK HLDG CO COM 32115D106 487 121808 SH DFND 1 121808 0 0 FIRST NORTHWEST BANCORP COM 335834107 999 64507 SH DFND 1 64507 0 0 FIRST POTOMAC REALTY TRUST COM 33610F109 5310 516628 SH DFND 1 516628 0 0 FIRST REPUBLIC BANK/SAN FRAN COM 33616C100 99202 1057927 SH DFND 1 1057927 0 0 FIRST SOLAR INC COM 336433107 18201 671652 SH DFND 1 669247 0 2405 FIRST SOLAR INC COM 336433107 33 1248 SH DFND 1 2 1248 0 0 FIRST SOUTH BANCORP INC VA COM COM 33646W100 529 43671 SH DFND 1 43671 0 0 FIRST US BANCSHARES INC COM 33744V103 163 13239 SH DFND 1 13239 0 0 FIRST UTD CORP COM COM 33741H107 319 22002 SH DFND 1 22002 0 0 FIRSTENERGY CORP COM COM 337932107 165576 5209630 SH DFND 1 5190544 0 19086 FIRSTSERVICE CORP SUB VTG SH 33767E103 1160 19189 SH DFND 1 19189 0 0 FIRSTSERVICE CORP SUB VTG SH 33767E103 496 8208 SH DFND 1 2 8208 0 0 FISERV INC COM COM 337738108 273485 2374758 SH DFND 1 2359378 0 15380 FITBIT INC - A CL A 33812L102 5792 978462 SH DFND 1 978462 0 0 FIVE BELOW INC COM 33829M101 20039 462691 SH DFND 1 462691 0 0 FIVE OAKS INVESTMENT CORP COM 33830W106 429 83765 SH DFND 1 83765 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 8662 239635 SH DFND 1 239635 0 0 FIVE STAR SENIOR LIVING INC COM 33832D106 638 296931 SH DFND 1 296931 0 0 FIVE9 INC COM 338307101 5467 332171 SH DFND 1 332171 0 0 FLAGSTAR BANCORP INC COM COM PAR .001 337930705 4744 168301 SH DFND 1 168301 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 29 198 SH DFND 1 2 198 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 96370 636661 SH DFND 1 636661 0 0 FLEX LTD ORD Y2573F102 5042 301664 SH DFND 1 301664 0 0 FLEX LTD ORD Y2573F102 236 14107 SH DFND 1 2 14107 0 0 FLEX PHARMA INC COM 33938A105 356 80986 SH DFND 1 80986 0 0 FLEXION THERAPEUTICS IN COM 33938J106 5499 204357 SH DFND 1 204357 0 0 FLEXSTEEL INDS INC COM COM 339382103 434 8618 SH DFND 1 2 8618 0 0 FLEXSTEEL INDS INC COM COM 339382103 7679 152372 SH DFND 1 152372 0 0 FLIR SYS INC COM COM 302445101 53876 1486886 SH DFND 1 1480905 0 5981 FLOTEK INDUSTRIES INC COM 343389102 5363 419346 SH DFND 1 419346 0 0 FLOWERS FOODS INC COM COM 343498101 26187 1349190 SH DFND 1 1343483 0 5707 FLOWSERVE CORP COM COM 34354P105 63422 1311717 SH DFND 1 1305750 0 5967 FLUIDIGM CORP COM 34385P108 2 388 SH DFND 1 2 388 0 0 FLUIDIGM CORP COM 34385P108 1240 217933 SH DFND 1 217933 0 0 FLUOR CORP NEW COM COM 343412102 72184 1373710 SH DFND 1 1367671 0 6039 FLUOR CORP NEW COM COM 343412102 57 1091 SH DFND 1 2 1091 0 0 FLUSHING FINL CORP COM COM 343873105 6382 237527 SH DFND 1 237527 0 0 FNB CORP PA COM COM 302520101 37065 2492606 SH DFND 1 2478584 0 14022 FNF GROUP FNF GROUP COM 31620R303 80068 2056858 SH DFND 1 2056858 0 0 FNFV GROUP FNFV GROUP COM 31620R402 6904 521072 SH DFND 1 521072 0 0 FOAMIX PHARMACEUTICALS LTD SHS M46135105 99 20093 SH DFND 1 20093 0 0 FOGO DE CHAO INC COM 344177100 821 50548 SH DFND 1 50548 0 0 FONAR CORP COM COM NEW 344437405 710 40488 SH DFND 1 40488 0 0 FONAR CORP COM COM NEW 344437405 135 7733 SH DFND 1 2 7733 0 0 FOOT LOCKER INC COM COM 344849104 115235 1542190 SH DFND 1 1536196 0 5994 FOOT LOCKER INC COM COM 344849104 15 209 SH DFND 1 2 209 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 475292 40886434 SH DFND 1 40699547 0 186887 FORD MTR CO DEL COM PAR $0.01 345370860 14 1210 SH DFND 1 2 1210 0 0 FOREST CITY REALTY TRUST- A COM CL A 345605109 44562 2046045 SH DFND 1 2046045 0 0 FORESTAR REAL ESTATE GRP-W/I COM 346233109 3650 267465 SH DFND 1 267465 0 0 FORM HOLDINGS CORP COM 34634E102 243 112055 SH DFND 1 112055 0 0 FORMFACTOR INC COM 346375108 6715 566722 SH DFND 1 566722 0 0 FORRESTER RESH INC COM COM 346563109 3586 90223 SH DFND 1 90223 0 0 FORTERRA INC COM 34960W106 3451 177008 SH DFND 1 177008 0 0 FORTINET INC. COM 34959E109 45586 1189110 SH DFND 1 1184501 0 4609 FORTIVE CORP COM 34959J108 190273 3163848 SH DFND 1 3150599 0 13249 FORTRESS BIOTECH INC COM 34960Q109 1067 288566 SH DFND 1 288566 0 0 FORTRESS INVESTMENT GRP-REDH CL A 34958B106 198 25000 SH DFND 1 2 25000 0 0 FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 91360 1503520 SH DFND 1 1496855 0 6665 FORUM ENERGY TECHNOLOGIES INC COM 34984V100 11158 539052 SH DFND 1 539052 0 0 FORWARD AIR CORP COM COM 349853101 11869 249516 SH DFND 1 249516 0 0 FORWARD INDUSTRIES INC-N Y COM NEW 349862300 22 18823 SH DFND 1 18823 0 0 FOSSIL GROUP INC COM 34988V106 5915 339015 SH DFND 1 339015 0 0 FOSSIL GROUP INC COM 34988V106 97 5583 SH DFND 1 2 5583 0 0 FOSTER L B CO COM COM 350060109 693 55483 SH DFND 1 55483 0 0 FOUNDATION BLDG MRL INC-REDH COM 350392106 1543 96643 SH DFND 1 96643 0 0 FOUNDATION MEDICINE INC COM 350465100 194 6034 SH DFND 1 2 6034 0 0 FOUNDATION MEDICINE INC COM 350465100 4326 134148 SH DFND 1 134148 0 0 FOUR CORNERS PROPERTY TRUST INC COM 35086T109 18894 827618 SH DFND 1 826889 0 729 FOX FACTORY HOLDING CORP COM 35138V102 7528 262331 SH DFND 1 262331 0 0 FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 435 28012 SH DFND 1 26800 0 1212 FRANCESCAS HOLDINGS CORP COM 351793104 4661 303702 SH DFND 1 303702 0 0 FRANCESCAS HOLDINGS CORP COM 351793104 38 2499 SH DFND 1 2 2499 0 0 FRANKLIN COVEY CO COM COM 353469109 1689 83646 SH DFND 1 83646 0 0 FRANKLIN ELEC INC COM COM 353514102 14275 331594 SH DFND 1 331594 0 0 FRANKLIN FINANCIAL NETWORK COM 35352P104 3727 96189 SH DFND 1 96189 0 0 FRANKLIN RES INC COM COM 354613101 148544 3529852 SH DFND 1 3514946 0 14906 FRANKLIN STREET PROPERTIES C COM 35471R106 11676 961847 SH DFND 1 961847 0 0 FRANKS INTERNATIONAL NV COM N33462107 4009 379323 SH DFND 1 378562 0 761 FREDS INC CL A CL A 356108100 3662 279569 SH DFND 1 279569 0 0 FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 172986 12966422 SH DFND 1 12906397 0 60025 FREIGHTCAR AMERICA INC COM 357023100 1239 98883 SH DFND 1 98883 0 0 FREQUENCY ELECTRS INC COM COM 358010106 296 26924 SH DFND 1 26924 0 0 FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 282 6695 SH DFND 1 5735 0 960 FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 21803 368118 SH DFND 1 368118 0 0 FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 115 1951 SH DFND 1 2 1951 0 0 FRESHPET INC COM 358039105 1775 161411 SH DFND 1 161411 0 0 FRIEDMAN INDUSTRIES INC COM 358435105 140 21701 SH DFND 1 21701 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 21765 10174656 SH DFND 1 10133753 0 40903 FRONTLINE LTD SHS NEW G3682E192 770 114371 SH DFND 1 114371 0 0 FRP HOLDINGS INC COM 30292L107 1773 44345 SH DFND 1 44345 0 0 FTD COMPANIES INC COM 30281V108 2852 141628 SH DFND 1 141628 0 0 FTI CONSULTING INC COM COM 302941109 137 3343 SH DFND 1 2 3343 0 0 FTI CONSULTING INC COM COM 302941109 13815 335582 SH DFND 1 334314 0 1268 FUEL-TECH N.V. COM 359523107 131 129368 SH DFND 1 129368 0 0 FUELCELL ENERGY INC COM COM NEW 35952H502 361 263067 SH DFND 1 263067 0 0 FULGENT GENETICS INC COM 359664109 164 15051 SH DFND 1 15051 0 0 FULL HOUSE RESORTS INC COM 359678109 59 24413 SH DFND 1 24413 0 0 FULLER H B CO COM COM 359694106 20177 391338 SH DFND 1 391338 0 0 FULTON FINL CORP PA COM COM 360271100 33771 1891976 SH DFND 1 1886627 0 5349 FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 76 48146 SH DFND 1 48146 0 0 FUTUREFUEL CORP COM 36116M106 6606 465907 SH DFND 1 465907 0 0 G-III APPAREL GROUP LTD COM COM 36237H101 7784 355638 SH DFND 1 355638 0 0 GABELLI SMALL AND MID CAP VALUE TRUST COM 36249W104 318 27949 SH DFND 1 2 27949 0 0 GAIA INC CL A CL A 36269P104 982 98783 SH DFND 1 98783 0 0 GAIN CAPITAL HOLDINGS INC COM 36268W100 2384 286255 SH DFND 1 286255 0 0 GAIN CAPITAL HOLDINGS INC COM 36268W100 364 43810 SH DFND 1 2 43810 0 0 GALAPAGOS NV - SPON ADR SPON ADR 36315X101 435 5057 SH DFND 1 5057 0 0 GALECTIN THERAPEUTICS INC COM NEW 363225202 250 109011 SH DFND 1 109011 0 0 GALENA BIOPHARMA INC COM NEW 363256504 62 102698 SH DFND 1 102698 0 0 GALLAGHER ARTHUR J & CO COM COM 363576109 99871 1768881 SH DFND 1 1761177 0 7704 GAMCO INVESTORS INC - A CL A COM 361438104 983 33228 SH DFND 1 33228 0 0 GAMESTOP CORP CL A CL A 36467W109 18822 834683 SH DFND 1 830173 0 4510 GAMING AND LEISURE PROPERTIES INC COM 36467J108 52317 1565453 SH DFND 1 1565453 0 0 GANNETT CO INC COM 36473H104 7881 940496 SH DFND 1 940011 0 485 GANNETT CO INC COM 36473H104 17 2030 SH DFND 1 2 2030 0 0 GAP INC DEL COM COM 364760108 22 929 SH DFND 1 2 929 0 0 GAP INC DEL COM COM 364760108 77399 3189532 SH DFND 1 3178886 0 10646 GARMIN LTD ORD SHS H2906T109 64594 1265406 SH DFND 1 1259478 0 5928 GARTNER INC COM COM 366651107 67438 624708 SH DFND 1 622147 0 2561 GAS NATURAL INC COM 367204104 621 48909 SH DFND 1 48909 0 0 GASLOG LTD SHS G37585109 1032 67250 SH DFND 1 67250 0 0 GASTAR EXPLORATION LTD COM 36729W202 1197 777557 SH DFND 1 777557 0 0 GATX CORP COM COM 361448103 17918 293933 SH DFND 1 292713 0 1220 GCP APPLIED TECHNOLOGIES - W/I COM 36164Y101 17995 551171 SH DFND 1 551171 0 0 GDS HOLDINGS LTD ADR SPONSORED ADR 36165L108 104 12686 SH DFND 1 12686 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T131 519 41565 SH DFND 1 41565 0 0 GENCOR INDUSTRIES INC COM 368678108 803 53776 SH DFND 1 53776 0 0 GENER8 MARITIME INC COM Y26889108 3512 619452 SH DFND 1 619452 0 0 GENERAC HOLDINGS INC COM 368736104 18610 499222 SH DFND 1 499222 0 0 GENERAL AMERICAN INVESTORS COM 368802104 5017 149732 SH DFND 1 2 149732 0 0 GENERAL CABLE CORP DEL NEW COM COM 369300108 6936 386417 SH DFND 1 385059 0 1358 GENERAL COMMUNICATION INC CL A CL A 369385109 4942 237644 SH DFND 1 237644 0 0 GENERAL DYNAMICS CORP COM COM 369550108 546040 2920756 SH DFND 1 2908446 0 12310 GENERAL ELEC CO COM COM 369604103 2510307 84359884 SH DFND 1 83964289 0 395595 GENERAL FINANCE CORP/DE COM 369822101 88 17440 SH DFND 1 17440 0 0 GENERAL MLS INC COM COM 370334104 201 3413 SH DFND 1 2 3413 0 0 GENERAL MLS INC COM COM 370334104 342441 5811244 SH DFND 1 5784147 0 27097 GENERAL MOLY INC COM 370373102 131 263354 SH DFND 1 263354 0 0 GENERAL MOTORS CO COM 37045V100 496674 14065241 SH DFND 1 14004624 0 60617 GENERAL MOTORS CO COM 37045V100 217 6146 SH DFND 1 2 6146 0 0 GENESCO INC COM COM 371532102 10290 185588 SH DFND 1 185588 0 0 GENESCO INC COM COM 371532102 158 2850 SH DFND 1 2 2850 0 0 GENESEE & WYO INC CL A CL A 371559105 32211 474673 SH DFND 1 472766 0 1907 GENESIS HEALTHCARE INC CL A COM 37185X106 557 211112 SH DFND 1 211112 0 0 GENIE ENERGY LTD - B CL B 372284208 804 111074 SH DFND 1 111074 0 0 GENMARK DIAGNOSTICS INC COM 372309104 4871 379992 SH DFND 1 379992 0 0 GENMARK DIAGNOSTICS INC COM 372309104 76 6002 SH DFND 1 2 6002 0 0 GENOCEA BIOSCIENCES INC COM 372427104 903 148370 SH DFND 1 148370 0 0 GENOMIC HEALTH INC COM 37244C101 6405 203425 SH DFND 1 203425 0 0 GENOMIC HEALTH INC COM 37244C101 75 2413 SH DFND 1 2 2413 0 0 GENPACT LTD SHS G3922B107 25388 1025375 SH DFND 1 1025375 0 0 GENTEX CORP COM COM 371901109 67479 3163596 SH DFND 1 3153071 0 10525 GENTHERM INC COM 37253A103 11505 293124 SH DFND 1 293044 0 80 GENUINE PARTS CO COM COM 372460105 109 1180 SH DFND 1 2 1180 0 0 GENUINE PARTS CO COM COM 372460105 142452 1543580 SH DFND 1 1536301 0 7279 GENVEC INC COM PAR 37246C406 104 17218 SH DFND 1 17218 0 0 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 15902 3859751 SH DFND 1 3841300 0 18451 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 206 50000 SH DFND 1 2 50000 0 0 GEO GROUP INC/THE COM 36162J106 32 705 SH DFND 1 2 705 0 0 GEO GROUP INC/THE COM 36162J106 29412 634310 SH DFND 1 631766 0 2544 GEOSPACE TECHNOLOGIES CORP COM 37364X109 1769 109010 SH DFND 1 109010 0 0 GERMAN AMERN BANCORP COM COM 373865104 5477 115711 SH DFND 1 115711 0 0 GERON CORP COM COM 374163103 2751 1212214 SH DFND 1 1212018 0 196 GETTY RLTY CORP NEW COM COM 374297109 5783 228888 SH DFND 1 228888 0 0 GEVO INC COM PAR 374396307 42 37103 SH DFND 1 37103 0 0 GGP INC COM 36174X101 154172 6659111 SH DFND 1 6633885 0 25226 GGP INC COM 36174X101 28 1220 SH DFND 1 2 1220 0 0 GIBRALTAR INDUSTRIES INC COM 374689107 11014 267349 SH DFND 1 267349 0 0 GIGA TRONICS INC COM COM 375175106 15 19463 SH DFND 1 19463 0 0 GIGAMON INC COM 37518B102 8217 231166 SH DFND 1 231166 0 0 GIGPEAK INC COM 37518Q109 1319 428292 SH DFND 1 428292 0 0 GILAT SATELLITE NETWORKS SHS NEW M51474118 152 30131 SH DFND 1 30131 0 0 GILEAD SCIENCES INC COM COM 375558103 357 5264 SH DFND 1 2 5264 0 0 GILEAD SCIENCES INC COM COM 375558103 977616 14411834 SH DFND 1 14314346 0 97488 GLACIER BANCORP INC NEW COM COM 37637Q105 21090 621578 SH DFND 1 621578 0 0 GLADSTONE COMMERCIAL CORP COM 376536108 5080 245772 SH DFND 1 245772 0 0 GLADSTONE LAND CORP COM 376549101 898 80926 SH DFND 1 80926 0 0 GLASSBRIDGE ENTERPRISES INC COM 377185103 77 16103 SH DFND 1 16103 0 0 GLATFELTER COM COM 377316104 7187 330596 SH DFND 1 330596 0 0 GLAUKOS CORP COM 377322102 5180 100987 SH DFND 1 100987 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 5444 129145 SH DFND 1 127169 0 1976 GLEN BURNIE BANCORP COM 377407101 223 18661 SH DFND 1 18661 0 0 GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 9015 244667 SH DFND 1 244667 0 0 GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 233 6783 SH DFND 1 2 6783 0 0 GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 9714 282388 SH DFND 1 282388 0 0 GLOBAL BROKERAGE INC CL A NEW 37891B109 88 32820 SH DFND 1 32820 0 0 GLOBAL EAGLE ACQUISITION CORP COM 37951D102 1360 426629 SH DFND 1 426629 0 0 GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 2810 73010 SH DFND 1 73010 0 0 GLOBAL MEDICAL REIT INC COM NEW 37954A204 251 27731 SH DFND 1 27731 0 0 GLOBAL NET LEASE INC COM NEW 379378201 42 1782 SH DFND 1 2 1782 0 0 GLOBAL NET LEASE INC COM NEW 379378201 10438 433481 SH DFND 1 433481 0 0 GLOBAL PMTS INC COM COM 37940X102 115109 1428840 SH DFND 1 1422199 0 6641 GLOBAL SHIP LEASE INC SHS A Y27183105 22 15004 SH DFND 1 2 15004 0 0 GLOBAL SOURCES LIMITED ORD G39300101 910 110370 SH DFND 1 110370 0 0 GLOBAL WATER RESOURCES INC COM 379463102 192 22158 SH DFND 1 22158 0 0 GLOBALSCAPE INC COM 37940G109 115 29423 SH DFND 1 29423 0 0 GLOBALSTAR INC COM 378973408 4295 2684926 SH DFND 1 2684926 0 0 GLOBANT SA COM L44385109 1542 42388 SH DFND 1 42388 0 0 GLOBUS MARITIME LTD SHS NEW Y27265308 72 15595 SH DFND 1 15595 0 0 GLOBUS MEDICAL INC- A CL A 379577208 22228 750463 SH DFND 1 748244 0 2219 GLOWPOINT INC COM NEW 379887201 100 340724 SH DFND 1 340724 0 0 GLU MOBILE INC COM 379890106 1995 879018 SH DFND 1 879018 0 0 GLYCOMIMETICS INC COM 38000Q102 515 94985 SH DFND 1 94985 0 0 GMS INC COM 36251C103 4957 141483 SH DFND 1 141483 0 0 GNC HOLDINGS INC-CL A COM CL A 36191G107 220 30000 SH DFND 1 2 30000 0 0 GNC HOLDINGS INC-CL A COM CL A 36191G107 10797 1467030 SH DFND 1 1466157 0 873 GODADDY INC - CLASS A CL A 380237107 14502 382648 SH DFND 1 382648 0 0 GODADDY INC - CLASS A CL A 380237107 76 2023 SH DFND 1 2 2023 0 0 GOGO INC COM 38046C109 5259 478126 SH DFND 1 478126 0 0 GOLAR LNG LTD SHS G9456A100 6514 233239 SH DFND 1 232936 0 303 GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 528 23676 SH DFND 1 23676 0 0 GOLD RESOURCES CORP COM 38068T105 2046 452693 SH DFND 1 452693 0 0 GOLDEN ENTERTAINMENT INC COM 381013101 868 65640 SH DFND 1 65640 0 0 GOLDEN MINERALS COMPANY COM 381119106 149 236143 SH DFND 1 236143 0 0 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 150 19658 SH DFND 1 2 19658 0 0 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 498 65189 SH DFND 1 65189 0 0 GOLDFIELD CORP COM 381370105 821 142790 SH DFND 1 142790 0 0 GOLDFIELD CORP COM 381370105 273 47601 SH DFND 1 2 47601 0 0 GOLDMAN SACHS GROUP INC COM COM 38141G104 858692 3743111 SH DFND 1 3727084 0 16027 GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 179 56983 SH DFND 1 56983 0 0 GOODYEAR TIRE & RUBR CO COM COM 382550101 98373 2736164 SH DFND 1 2725298 0 10866 GOPRO INC - CL A CL A 38268T103 6997 804345 SH DFND 1 803692 0 653 GORMAN RUPP CO COM COM 383082104 4166 132688 SH DFND 1 132688 0 0 GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 12010 573837 SH DFND 1 573837 0 0 GP STRATEGIES CORP COM COM 36225V104 2773 109633 SH DFND 1 109633 0 0 GPRE 3 1/4 10/01/18 NOTE 3.250%10/0 393222AD6 2642 2000000 PRN DFND 1 2 2000000 0 0 GRACE W R & CO DEL NEW COM COM 38388F108 36128 518485 SH DFND 1 518485 0 0 GRACO INC COM COM 384109104 38623 410275 SH DFND 1 408536 0 1739 GRAHAM CORP COM 384556106 1507 65549 SH DFND 1 65549 0 0 GRAHAM HOLDINGS CO COM 384637104 22012 36715 SH DFND 1 36571 0 144 GRAINGER W W INC COM COM 384802104 28 124 SH DFND 1 2 124 0 0 GRAINGER W W INC COM COM 384802104 143934 619134 SH DFND 1 616523 0 2611 GRAMERCY PROPERTY TRUST COM NEW 385002308 27988 1064202 SH DFND 1 1064202 0 0 GRAND CANYON EDUCATION-REDH COM 38526M106 27825 388567 SH DFND 1 388567 0 0 GRANITE CONSTR INC COM COM 387328107 15609 311017 SH DFND 1 309795 0 1222 GRAPHIC PACKAGING HOLDING CO COM 388689101 29620 2301493 SH DFND 1 2301493 0 0 GRAY TELEVISION INC COM COM 389375106 7299 503391 SH DFND 1 503391 0 0 GREAT AJAX CORP COM 38983D300 1315 100842 SH DFND 1 100842 0 0 GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 116 35396 SH DFND 1 35396 0 0 GREAT LAKES DREDGE&DOCK CORP COM 390607109 1800 450229 SH DFND 1 450229 0 0 GREAT PLAINS ENERGY INC COM COM 391164100 49058 1678922 SH DFND 1 1672201 0 6721 GREAT SOUTHN BANCORP INC COM COM 390905107 6047 119743 SH DFND 1 119743 0 0 GREAT WESTERN BANCORP INC COM 391416104 21756 513008 SH DFND 1 513008 0 0 GREATER CHINA FD INC COM 003031101 145 13869 SH DFND 1 2 13869 0 0 GREEN BANCORP INC COM 39260X100 3421 192203 SH DFND 1 192203 0 0 GREEN BRICK PARTNERS INC COM 392709101 2067 207783 SH DFND 1 207783 0 0 GREEN DOT CORP - CLASS A CL A 39304D102 11694 350560 SH DFND 1 350560 0 0 GREEN DOT CORP - CLASS A CL A 39304D102 92 2775 SH DFND 1 2 2775 0 0 GREEN PLAINS INC COM 393222104 7216 291588 SH DFND 1 291167 0 421 GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 209 10415 SH DFND 1 10415 0 0 GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 155 7753 SH DFND 1 2 7753 0 0 GREENBRIER COS INC COM COM 393657101 17725 411258 SH DFND 1 411139 0 119 GREENBRIER COS INC COM COM 393657101 121 2823 SH DFND 1 2 2823 0 0 GREENHILL & CO INC COM COM 395259104 6614 225753 SH DFND 1 225197 0 556 GREENHILL & CO INC COM COM 395259104 110 3757 SH DFND 1 2 3757 0 0 GREENLIGHT CAPITAL RE CLASS A G4095J109 5268 238388 SH DFND 1 238388 0 0 GREIF INC CL A 397624107 15276 277300 SH DFND 1 276304 0 996 GREIF INC CL B 397624206 1038 15909 SH DFND 1 15909 0 0 GRIFFIN INDUSTRIAL REALTY INC COM 398231100 370 11955 SH DFND 1 11955 0 0 GRIFFON CORP COM COM 398433102 6111 247928 SH DFND 1 247928 0 0 GRIFOLS SA-ADR SP ADR REP B NVT 398438408 1545 81876 SH DFND 1 80243 0 1633 GRIFOLS SA-ADR SP ADR REP B NVT 398438408 409 21715 SH DFND 1 2 21715 0 0 GROUP 1 AUTOMOTIVE INC COM COM 398905109 13290 179405 SH DFND 1 179405 0 0 GROUP 1 AUTOMOTIVE INC COM COM 398905109 353 4774 SH DFND 1 2 4774 0 0 GROUPON INC COM 399473107 12360 3145124 SH DFND 1 3145124 0 0 GRUBHUB INC COM 400110102 21022 639165 SH DFND 1 639165 0 0 GRUBHUB INC COM 400110102 25 762 SH DFND 1 2 762 0 0 GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 949 25090 SH DFND 1 25090 0 0 GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 175 4627 SH DFND 1 2 4627 0 0 GSE SYSTEMS INC COM 36227K106 114 33536 SH DFND 1 33536 0 0 GSI TECHNOLOGY INC COM 36241U106 832 95704 SH DFND 1 95704 0 0 GSVC 5 1/4 09/15/18 NOTE 5.250% 9/1 36191JAB7 2033 2059000 PRN DFND 1 2 2059000 0 0 GTT COMMUNICATIONS INC COM 362393100 5000 205372 SH DFND 1 205372 0 0 GTX INC COM NEW 40052B207 192 39531 SH DFND 1 39531 0 0 GUARANTY BANCORP COM NEW 40075T607 4978 204446 SH DFND 1 204446 0 0 GUESS INC COM COM 401617105 5354 480269 SH DFND 1 477993 0 2276 GUIDANCE SOFTWARE INC COM 401692108 890 150854 SH DFND 1 150854 0 0 GUIDEWIRE SOFTWARE INC COM 40171V100 29642 526230 SH DFND 1 526230 0 0 GULF ISLAND FABRICATION INC COM COM 402307102 920 79713 SH DFND 1 79713 0 0 GULF RESOURCES INC COM PAR $0.0005 40251W309 41 23192 SH DFND 1 23192 0 0 GULFMARK OFFSHORE INC COM CL A NEW 402629208 44 126894 SH DFND 1 126894 0 0 GULFPORT ENERGY CORP COM NEW 402635304 23043 1340493 SH DFND 1 1335600 0 4893 GW PHARMACEUTICALS PLC ADR ADS 36197T103 1438 11893 SH DFND 1 11893 0 0 H D F C BANK LTD ADR REPS 3 SHS 40415F101 2597 34538 SH DFND 1 33480 0 1058 H&E EQUIPMENT SERVICES INC COM 404030108 6339 258547 SH DFND 1 258547 0 0 HABIT RESTAURANTS INC COM CL A 40449J103 2481 140205 SH DFND 1 140205 0 0 HACKETT GROUP INC/THE COM 404609109 447 22943 SH DFND 1 2 22943 0 0 HACKETT GROUP INC/THE COM 404609109 4874 250123 SH DFND 1 250123 0 0 HAEMONETICS CORP COM COM 405024100 18096 446049 SH DFND 1 446049 0 0 HAIN CELESTIAL GROUP INC COM COM 405217100 30389 816930 SH DFND 1 813721 0 3209 HALCON RESOURCES CORP COM PAR NEW 40537Q605 1067 138693 SH DFND 1 138693 0 0 HALCON RESOURCES CORP WARRANT *W EXP 09/09/202 40537Q118 35 20000 SH DFND 1 2 20000 0 0 HALLADOR ENERGY CO COM 40609P105 912 113941 SH DFND 1 113941 0 0 HALLADOR ENERGY CO COM 40609P105 4 564 SH DFND 1 2 564 0 0 HALLIBURTON CO COM COM 406216101 71 1463 SH DFND 1 2 1463 0 0 HALLIBURTON CO COM COM 406216101 406477 8272098 SH DFND 1 8232983 0 39115 HALLMARK FINL SERVICES INC COM NEW 40624Q203 1004 90895 SH DFND 1 90895 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 12439 959841 SH DFND 1 959841 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 34 2659 SH DFND 1 2 2659 0 0 HALYARD HEALTH INC - W/I COM 40650V100 15288 401376 SH DFND 1 399928 0 1448 HANCOCK HLDG CO COM COM 410120109 31601 693774 SH DFND 1 690474 0 3300 HANDY & HARMAN LTD COM 410315105 1191 43797 SH DFND 1 43797 0 0 HANESBRANDS INC COM 410345102 81300 3921430 SH DFND 1 3903627 0 17803 HANMI FINL CORP COM COM NEW 410495204 8893 289221 SH DFND 1 289221 0 0 HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 7164 354665 SH DFND 1 354665 0 0 HANOVER INSURANCE GROUP INC/TH COM 410867105 30120 334450 SH DFND 1 333139 0 1311 HARBORONE BANCORP INC COM 41165F101 4229 222739 SH DFND 1 222739 0 0 HARDINGE INC COM COM 412324303 902 80250 SH DFND 1 80250 0 0 HARLEY DAVIDSON INC COM COM 412822108 100367 1661387 SH DFND 1 1653268 0 8119 HARMONIC INC COM COM 413160102 3788 636749 SH DFND 1 636749 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 6 2513 SH DFND 1 0 0 2513 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 144 59115 SH DFND 1 2 59115 0 0 HARRIS CORP DEL COM COM 413875105 136157 1225378 SH DFND 1 1219594 0 5784 HARRIS CORP DEL COM COM 413875105 44 396 SH DFND 1 2 396 0 0 HARSCO CORP COM COM 415864107 7404 580745 SH DFND 1 580745 0 0 HARTE-HANKS INC COM COM 416196103 354 253385 SH DFND 1 250886 0 2499 HARTFORD FINL SVCS GROUP IN COM COM 416515104 175998 3666465 SH DFND 1 3649616 0 16849 HARVARD BIOSCIENCE INC COM COM 416906105 396 152603 SH DFND 1 152603 0 0 HARVEST NATURAL RESOURCES INC COM NEW 41754V202 407 61355 SH DFND 1 61355 0 0 HASBRO INC COM COM 418056107 122080 1224553 SH DFND 1 1215860 0 8693 HAVERTY FURNITURE INC COM COM 419596101 3571 146680 SH DFND 1 146680 0 0 HAWAIIAN ELEC INDUSTRIES COM COM 419870100 28097 843524 SH DFND 1 840171 0 3353 HAWAIIAN HOLDINGS INC COM 419879101 34309 738643 SH DFND 1 738643 0 0 HAWAIIAN HOLDINGS INC COM 419879101 29 626 SH DFND 1 2 626 0 0 HAWAIIAN TELCOM HOLDCO INC COM 420031106 1837 80185 SH DFND 1 80185 0 0 HAWKINS INC COM 420261109 4036 82368 SH DFND 1 82368 0 0 HAWTHORN BANCSHARES INC COM 420476103 987 47704 SH DFND 1 47704 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 3853 101093 SH DFND 1 101093 0 0 HC2 HOLDINGS INC COM 404139107 1556 251046 SH DFND 1 251046 0 0 HCA HOLDINGS INC. COM 40412C101 235318 2648350 SH DFND 1 2635871 0 12479 HCI GROUP INC COM 40416E103 2905 63755 SH DFND 1 63675 0 80 HCP INC COM 40414L109 167310 5355242 SH DFND 1 5334621 0 20621 HD SUPPLY HOLDINGS INC COM 40416M105 106 2587 SH DFND 1 2 2587 0 0 HD SUPPLY HOLDINGS INC COM 40416M105 71623 1741608 SH DFND 1 1741608 0 0 HEADWATERS INC COM COM 42210P102 234 10000 SH DFND 1 2 10000 0 0 HEADWATERS INC COM COM 42210P102 13339 568117 SH DFND 1 568117 0 0 HEALTH INSURANCE INOVATIONS-A COM CL A 42225K106 1007 62992 SH DFND 1 62992 0 0 HEALTHCARE RLTY TR COM COM 421946104 35260 1084930 SH DFND 1 1081341 0 3589 HEALTHCARE SVCS GRP INC COM COM 421906108 25397 589402 SH DFND 1 589402 0 0 HEALTHCARE TRUST OF AMERICA CL A NEW 42225P501 33539 1066103 SH DFND 1 1066103 0 0 HEALTHEQUITY INC COM 42226A107 32 765 SH DFND 1 2 765 0 0 HEALTHEQUITY INC COM 42226A107 15478 364636 SH DFND 1 364636 0 0 HEALTHSOUTH CORP COM COM NEW 421924309 38094 889845 SH DFND 1 886367 0 3478 HEALTHSTREAM INC COM 42222N103 5079 209652 SH DFND 1 209652 0 0 HEARTLAND EXPRESS INC COM COM 422347104 8810 439451 SH DFND 1 439451 0 0 HEARTLAND FINANCIAL USA INC COM 42234Q102 9625 192703 SH DFND 1 192703 0 0 HEAT BIOLOGICS INC COM 42237K102 71 79837 SH DFND 1 79837 0 0 HECLA MNG CO COM COM 422704106 16046 3033385 SH DFND 1 3033385 0 0 HEICO CORP NEW COM COM 422806109 13919 159627 SH DFND 1 159627 0 0 HEICO CORP-CL A CL A 422806208 20185 269145 SH DFND 1 269145 0 0 HEIDRICK & STRUGGLES INTL I COM COM 422819102 3897 147909 SH DFND 1 147519 0 390 HELEN OF TROY CORP LTD COM COM G4388N106 38 407 SH DFND 1 2 407 0 0 HELEN OF TROY CORP LTD COM COM G4388N106 21381 226976 SH DFND 1 226137 0 839 HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 8357 1075670 SH DFND 1 1075670 0 0 HELMERICH & PAYNE INC COM COM 423452101 70025 1053407 SH DFND 1 1048003 0 5404 HEMISPHERE MEDIA GROUP INC CLASS A CL A 42365Q103 1112 94714 SH DFND 1 94714 0 0 HEMISPHERX BIOPHARMA INC COM COM NEW 42366C301 40 74832 SH DFND 1 74832 0 0 HENNESSY ADVISORS INC COM 425885100 307 18296 SH DFND 1 18296 0 0 HENRY JACK & ASSOC INC COM COM 426281101 56879 610946 SH DFND 1 608538 0 2408 HERBALIFE LTD COM USD SHS G4412G101 30969 532678 SH DFND 1 532678 0 0 HERC HOLDINGS INC COM 42704L104 8967 183422 SH DFND 1 183422 0 0 HERITAGE COMMERCE CORP COM COM 426927109 5170 366672 SH DFND 1 366672 0 0 HERITAGE FINL CORP WASH COM COM 42722X106 6344 256354 SH DFND 1 256354 0 0 HERITAGE INSURANCE HOLDINGS COM 42727J102 4752 372147 SH DFND 1 372147 0 0 HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 1479 107992 SH DFND 1 107992 0 0 HERON THERAPEUTICS INC COM 427746102 5394 359640 SH DFND 1 359640 0 0 HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 8503 452540 SH DFND 1 452540 0 0 HERSHEY CO/THE COM 427866108 161043 1476041 SH DFND 1 1469681 0 6360 HERTZ GLOBAL HOLDINGS INC COM 42806J106 9428 537546 SH DFND 1 537546 0 0 HESKA CORP COM COM RESTRC NEW 42805E306 5677 54081 SH DFND 1 54081 0 0 HESS CORP COM COM 42809H107 723 15000 SH DFND 1 2 15000 0 0 HESS CORP COM COM 42809H107 127779 2654202 SH DFND 1 2642575 0 11627 HEWLETT PACKARD CO COM COM 40434L105 375 21011 SH DFND 1 2 21011 0 0 HEWLETT PACKARD CO COM COM 40434L105 323308 18105597 SH DFND 1 18022783 0 82814 HEWLETT PACKARD ENTERPRISE COM 42824C109 369740 15623957 SH DFND 1 15548694 0 75263 HEXCEL CORP NEW COM COM 428291108 37346 684634 SH DFND 1 684634 0 0 HFF INC-CLASS A CL A 40418F108 32 1165 SH DFND 1 2 1165 0 0 HFF INC-CLASS A CL A 40418F108 7364 266145 SH DFND 1 266145 0 0 HIBBETT SPORTS INC COM 428567101 5865 198842 SH DFND 1 198842 0 0 HIBBETT SPORTS INC COM 428567101 63 2153 SH DFND 1 2 2153 0 0 HIGHPOWER INTERNATIONAL INC COM 43113X101 45 11633 SH DFND 1 11633 0 0 HIGHWOODS PPTYS INC COM COM 431284108 29 603 SH DFND 1 2 603 0 0 HIGHWOODS PPTYS INC COM COM 431284108 46669 949909 SH DFND 1 946775 0 3134 HILL INTERNATIONAL INC COM 431466101 963 232145 SH DFND 1 232145 0 0 HILL-ROM HOLDINGS INC COM 431475102 33152 469582 SH DFND 1 467534 0 2048 HILLENBRAND INC -SPN COM 431571108 14 401 SH DFND 1 2 401 0 0 HILLENBRAND INC -SPN COM 431571108 17176 479116 SH DFND 1 479116 0 0 HILLTOP HOLDINGS COM 432748101 18688 680323 SH DFND 1 680323 0 0 HILLTOP HOLDINGS COM 432748101 19 728 SH DFND 1 2 728 0 0 HILTON GRAND VACATIONS INC COM 43283X105 11207 391050 SH DFND 1 391050 0 0 HILTON WORLDWIDE HOLDINGS IN COM 43300A203 76477 1308748 SH DFND 1 1308748 0 0 HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 509 55892 SH DFND 1 55892 0 0 HINGHAM INSTITUTION FOR SVGS COM 433323102 2730 15438 SH DFND 1 15438 0 0 HLIT 4 12/01/2020 NOTE 4.000%12/0 413160AB8 5001 4000000 PRN DFND 1 2 4000000 0 0 HMS HOLDINGS CORP COM 40425J101 19035 936305 SH DFND 1 936305 0 0 HNI CORP COM COM 404251100 16374 355272 SH DFND 1 353153 0 2119 HNI CORP COM COM 404251100 2 51 SH DFND 1 2 51 0 0 HOLLY ENERGY PARTNERS LP COM UT LTD PTN 435763107 591 16557 SH DFND 1 2 16557 0 0 HOLLYFRONTIER CORP COM 436106108 38119 1345508 SH DFND 1 1339207 0 6301 HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 544 32133 SH DFND 1 32133 0 0 HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 18 1081 SH DFND 1 2 1081 0 0 HOLOGIC INC COM COM 436440101 132436 3116256 SH DFND 1 3096242 0 20014 HOLOGIC INC COM COM 436440101 4 110 SH DFND 1 2 110 0 0 HOME BANCORP INC COM 43689E107 1123 33284 SH DFND 1 33284 0 0 HOME BANCSHARES INC COM 436893200 30771 1136720 SH DFND 1 1136720 0 0 HOME DEPOT INC COM COM 437076102 1812284 12359642 SH DFND 1 12304150 0 55492 HOME DEPOT INC COM COM 437076102 204 1390 SH DFND 1 2 1390 0 0 HOMESTREET INC COM 43785V102 5991 214354 SH DFND 1 214354 0 0 HOMETRUST BANCSHARES INC COM 437872104 3459 147201 SH DFND 1 147201 0 0 HONDA MOTOR LTD SPONS ADR AMERN SHS 438128308 752 24877 SH DFND 1 22174 0 2703 HONEYWELL INTL INC COM COM 438516106 955460 7662095 SH DFND 1 7629161 0 32934 HOOKER FURNITURE CORP COM 439038100 2964 95489 SH DFND 1 95489 0 0 HOPE BANCORP INC COM 43940T109 20116 1049364 SH DFND 1 1049364 0 0 HOPFED BANCORP INC COM 439734104 336 23557 SH DFND 1 23557 0 0 HORACE MANN EDUCATORS CORP COM COM 440327104 12110 295018 SH DFND 1 295018 0 0 HORIZON BANCORP INDIANA COM 440407104 4324 164916 SH DFND 1 164916 0 0 HORIZON GLOBAL CORP-W/I COM 44052W104 2235 161076 SH DFND 1 161076 0 0 HORIZON PHARMA PLC SHS G4617B105 20361 1377641 SH DFND 1 1377641 0 0 HORIZON PHARMA PLC SHS G4617B105 28 1940 SH DFND 1 2 1940 0 0 HORMEL FOODS CORP COM COM 440452100 29 866 SH DFND 1 2 866 0 0 HORMEL FOODS CORP COM COM 440452100 99384 2873657 SH DFND 1 2861158 0 12499 HORNBECK OFFSHORE SERVICES COM COM 440543106 999 225599 SH DFND 1 225599 0 0 HORTONWORKS INC COM 440894103 3576 364550 SH DFND 1 364550 0 0 HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT 44106M102 57372 1819622 SH DFND 1 1813255 0 6367 HOST MARRIOTT CORP NEW COM COM 44107P104 178050 9552263 SH DFND 1 9520189 0 32074 HOSTESS BRANDS INC CL A 44109J106 4525 285147 SH DFND 1 285147 0 0 HOSTESS BRANDS INC-A *W EXP 11/04/202 44109J114 2131 764003 SH DFND 1 2 764003 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 9209 907299 SH DFND 1 907299 0 0 HOULIHAN LOKEY INC CL A 441593100 332 9644 SH DFND 1 2 9644 0 0 HOULIHAN LOKEY INC CL A 441593100 8302 240994 SH DFND 1 240994 0 0 HOUSTON AMERICAN ENERGY CORP COM 44183U100 36 135281 SH DFND 1 135281 0 0 HOUSTON WIRE & CABLE COM 44244K109 635 94115 SH DFND 1 94115 0 0 HOVNANIAN ENTERPRISES INC CL A CL A 442487203 2018 889371 SH DFND 1 889371 0 0 HOVNANIAN ENTERPRISES INC CL A CL A 442487203 13 6164 SH DFND 1 2 6164 0 0 HOWARD BANCORP INC COM 442496105 419 22411 SH DFND 1 22411 0 0 HOWARD HUGHES CORP COM 44267D107 32565 277745 SH DFND 1 277745 0 0 HRG GROUP INC COM 40434J100 20058 1038249 SH DFND 1 1038249 0 0 HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 6006 147142 SH DFND 1 144371 0 2771 HSN INC COM 404303109 11304 304694 SH DFND 1 303326 0 1368 HTG MOLECULAR DIAGNOSTICS INC COM 40434H104 137 19859 SH DFND 1 19859 0 0 HUB GROUP INC CL A CL A 443320106 12636 272345 SH DFND 1 272345 0 0 HUBBELL INC CL B COM 443510607 48341 402682 SH DFND 1 401080 0 1602 HUBBELL INC CL B COM 443510607 12 106 SH DFND 1 2 106 0 0 HUBSPOT INC COM 443573100 14241 235210 SH DFND 1 235210 0 0 HUDSON GLOBAL INC COM 443787106 122 97172 SH DFND 1 97172 0 0 HUDSON PACIFIC PROPERTIES INC COM 444097109 29 858 SH DFND 1 2 858 0 0 HUDSON PACIFIC PROPERTIES INC COM 444097109 46845 1352354 SH DFND 1 1352354 0 0 HUDSON TECHNOLOGIES INC COM 444144109 1503 227825 SH DFND 1 227825 0 0 HUMANA INC COM COM 444859102 274510 1333734 SH DFND 1 1326978 0 6756 HUNT J B TRANS SVCS INC COM COM 445658107 28 312 SH DFND 1 2 312 0 0 HUNT J B TRANS SVCS INC COM COM 445658107 89097 972399 SH DFND 1 965415 0 6984 HUNTER MARITIME ACQUISITION CORP UNIT 99/99/9999 Y37828103 1036 99700 SH DFND 1 2 99700 0 0 HUNTINGTON BANCSHARES INC COM COM 446150104 157150 11751388 SH DFND 1 11704118 0 47270 HUNTINGTON INGALLS INDUST-WI COM 446413106 131 655 SH DFND 1 2 655 0 0 HUNTINGTON INGALLS INDUST-WI COM 446413106 95545 477283 SH DFND 1 475856 0 1427 HUNTSMAN CORP COM 447011107 60246 2455044 SH DFND 1 2455044 0 0 HUNTSMAN CORP COM 447011107 119 4866 SH DFND 1 2 4866 0 0 HURCO COMPANIES INC COM 447324104 2236 71900 SH DFND 1 71900 0 0 HURON CONSULTING GROUP INC COM 447462102 370 8807 SH DFND 1 2 8807 0 0 HURON CONSULTING GROUP INC COM 447462102 8493 201737 SH DFND 1 201737 0 0 HUTTIG BLDG PRODS INC COM COM 448451104 565 69448 SH DFND 1 69448 0 0 HWAY 1 1/2 07/01/18 NOTE 1.500% 7/0 422245AB6 6147 4000000 PRN DFND 1 2 4000000 0 0 HYATT HOTELS CORP - CL A COM CL A 448579102 15478 286749 SH DFND 1 286749 0 0 HYSTER-YALE MATERIALS CL A 449172105 4608 81727 SH DFND 1 81727 0 0 IAC INTERACTIVECORP COM 44919P508 42911 582085 SH DFND 1 581935 0 150 IAO KUN GROUP HOLDING CO LTD ORD USD SHS G47204105 6 21555 SH DFND 1 21555 0 0 IBERIABANK CORP COM COM 450828108 29 369 SH DFND 1 2 369 0 0 IBERIABANK CORP COM COM 450828108 38678 488979 SH DFND 1 488979 0 0 IBIO INC COM 451033104 147 342667 SH DFND 1 342667 0 0 ICAD INC COM NEW 44934S206 351 73148 SH DFND 1 73148 0 0 ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 4300 83919 SH DFND 1 83919 0 0 ICF INTERNATIONAL INC COM 44925C103 17 425 SH DFND 1 2 425 0 0 ICF INTERNATIONAL INC COM 44925C103 7713 186757 SH DFND 1 186757 0 0 ICHOR HOLDINGS LTD SHS G4740B105 1400 70649 SH DFND 1 70649 0 0 ICICI BK LTD ADR 45104G104 591 68768 SH DFND 1 66066 0 2702 ICON PLC SHS G4705A100 2294 28777 SH DFND 1 28777 0 0 ICONIX BRAND GROUP INC COM 451055107 3571 474940 SH DFND 1 474940 0 0 ICU MED INC COM COM 44930G107 19 129 SH DFND 1 2 129 0 0 ICU MED INC COM COM 44930G107 18872 123590 SH DFND 1 123590 0 0 ID SYSTEMS INC COM 449489103 334 52851 SH DFND 1 52851 0 0 IDACORP INC COM COM 451107106 33541 404313 SH DFND 1 402758 0 1555 IDEAL POWER INC COM 451622104 192 59328 SH DFND 1 59328 0 0 IDENTIVE GROUP INC COM NEW 45170X205 383 54377 SH DFND 1 54377 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 2271 919446 SH DFND 1 919446 0 0 IDEX CORP COM COM 45167R104 53565 572828 SH DFND 1 570456 0 2372 IDEXX LABS INC COM COM 45168D104 142250 921279 SH DFND 1 914964 0 6315 IDI INC COM 19241Q101 1352 290900 SH DFND 1 290900 0 0 IDT CORP CL B CL B NEW 448947507 4382 344513 SH DFND 1 344513 0 0 IDT CORP CL B CL B NEW 448947507 252 19857 SH DFND 1 2 19857 0 0 IEC ELECTRS CORP NEW COM COM 44949L105 69 18187 SH DFND 1 18187 0 0 IES HOLDINGS INC COM 44951W106 1401 77439 SH DFND 1 77439 0 0 IGNYTA INC COM 451731103 2077 241615 SH DFND 1 241615 0 0 IHS MARKIT LTD SHS G47567105 93911 2239650 SH DFND 1 2239650 0 0 II VI INC COM COM 902104108 16543 458914 SH DFND 1 458914 0 0 IKANG HEALTHCARE GROUP - ADR SPONSORED ADR 45174L108 382 26224 SH DFND 1 26224 0 0 ILG INC COM 44967H101 19236 917768 SH DFND 1 917658 0 110 ILLINOIS TOOL WKS INC COM COM 452308109 408069 3084804 SH DFND 1 3070303 0 14501 ILLUMINA INC COM COM 452327109 248460 1458071 SH DFND 1 1447365 0 10706 IMAX CORP COM COM 45245E109 3343 98349 SH DFND 1 98349 0 0 IMMERSION CORP COM COM 452521107 2159 249334 SH DFND 1 249334 0 0 IMMUNE DESIGN CORP COM 45252L103 702 103298 SH DFND 1 102624 0 674 IMMUNOGEN INC COM COM 45253H101 2625 678343 SH DFND 1 678343 0 0 IMMUNOMEDICS INC COM COM 452907108 5200 803725 SH DFND 1 803725 0 0 IMPAC MTG HLDGS INC COM COM NEW 45254P508 1118 89769 SH DFND 1 89769 0 0 IMPAX LABORATORIES INC COM 45256B101 8634 682560 SH DFND 1 682560 0 0 IMPERVA INC COM 45321L100 9578 233341 SH DFND 1 233341 0 0 IMPINJ INC COM 453204109 2109 69703 SH DFND 1 69703 0 0 IMPRIMIS PHARMACEUTICALS COM NEW 45323A201 165 39779 SH DFND 1 39779 0 0 IMUNOCELLULAR THERAPEUTICS COM NEW 452536204 34 10995 SH DFND 1 10995 0 0 INC RESEARCH HOLDINGS INC - A CL A 45329R109 20903 455914 SH DFND 1 455914 0 0 INC RESEARCH HOLDINGS INC - A CL A 45329R109 59 1288 SH DFND 1 2 1288 0 0 INCYTE INC COM 45337C102 237224 1777115 SH DFND 1 1763838 0 13277 INCYTE INC COM 45337C102 394 2949 SH DFND 1 2 2949 0 0 INDEPENDENCE CONTRACT DRILLING INC. COM 453415309 1236 224374 SH DFND 1 224374 0 0 INDEPENDENCE HLDG CO NEW COM NEW COM NEW 453440307 2285 122859 SH DFND 1 122859 0 0 INDEPENDENCE REALTY TRUST INC COM 45378A106 5102 544525 SH DFND 1 544525 0 0 INDEPENDENT BANK CORP MASS COM COM 453836108 14444 222227 SH DFND 1 222227 0 0 INDEPENDENT BANK CORP MASS COM COM 453836108 35 545 SH DFND 1 2 545 0 0 INDEPENDENT BANK CORP MICH COM COM NEW 453838609 3522 170156 SH DFND 1 170156 0 0 INDEPENDENT BANK GROUP INC COM 45384B106 6109 95018 SH DFND 1 95018 0 0 INDUSTRIAL SVCS OF AMERICA COM 456314103 24 15157 SH DFND 1 15157 0 0 INFINERA CORP -REDH COM 45667G103 12408 1212946 SH DFND 1 1212946 0 0 INFINITY PHARMACEUTICALS INC COM COM 45665G303 1105 342362 SH DFND 1 342036 0 326 INFINITY PHARMACEUTICALS INC COM COM 45665G303 9 3004 SH DFND 1 2 3004 0 0 INFINITY PROPERTY & CASUALTY COM 45665Q103 8378 87731 SH DFND 1 87731 0 0 INFORMATION SERVICES GROUP COM 45675Y104 634 201429 SH DFND 1 201429 0 0 INFOSONICS CORP COM 456784107 22 41938 SH DFND 1 41938 0 0 INFOSYS TECHNOLOGIES-SP ADR SPONSORED ADR 456788108 6642 422847 SH DFND 1 420123 0 2724 INFRAREIT INC COM 45685L100 175 9774 SH DFND 1 2 9774 0 0 INFRAREIT INC COM 45685L100 8633 479630 SH DFND 1 479630 0 0 INFUSYSTEM HOLDINGS INC COM 45685K102 107 46642 SH DFND 1 46642 0 0 ING GROUP N V SPONSORED ADR SPONSORED ADR 456837103 404 26826 SH DFND 1 23798 0 3028 INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 219539 2703340 SH DFND 1 2691557 0 11783 INGEVITY CORP COM 45688C107 19814 325631 SH DFND 1 325566 0 65 INGLES MKTS INC CL A CL A 457030104 7312 169459 SH DFND 1 169459 0 0 INGREDION INC COM 457187102 74407 618045 SH DFND 1 615620 0 2425 INNERWORKINGS INC -REDH COM 45773Y105 3015 302754 SH DFND 1 302754 0 0 INNOCOLL HOLDINGS PLC SHS G4783X105 14 12694 SH DFND 1 12694 0 0 INNODATA ISOGEN CORP COM NEW 457642205 176 80390 SH DFND 1 80390 0 0 INNOPHOS HOLDINGS INC -REDH COM 45774N108 9969 184719 SH DFND 1 184556 0 163 INNOSPEC INC COM 45768S105 13005 200856 SH DFND 1 200856 0 0 INNOVATIVE SOLUTIONS & SUPP COM COM 45769N105 182 60321 SH DFND 1 60321 0 0 INNOVIVA INC COM 45781M101 9422 681290 SH DFND 1 679850 0 1440 INOGEN INC COM 45780L104 13438 173266 SH DFND 1 173266 0 0 INOGEN INC COM 45780L104 8 106 SH DFND 1 2 106 0 0 INOTEK PHARMACEUTICALS CORP COM 45780V102 268 134329 SH DFND 1 134329 0 0 INOVALON HOLDINGS INC - A COM CL A 45781D101 6304 500364 SH DFND 1 500364 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3708 560164 SH DFND 1 560164 0 0 INPHI CORP COM 45772F107 14199 290863 SH DFND 1 290863 0 0 INSEEGO CORP COM 45782B104 471 225360 SH DFND 1 225360 0 0 INSIGHT ENTERPRISES INC COM COM 45765U103 16807 409038 SH DFND 1 409038 0 0 INSIGNIA SYS INC COM COM 45765Y105 42 28672 SH DFND 1 28672 0 0 INSMED INC COM NEW COM PAR $.01 457669307 8635 493181 SH DFND 1 493181 0 0 INSPERITY INC COM 45778Q107 21090 237907 SH DFND 1 237523 0 384 INSPERITY INC COM 45778Q107 842 9508 SH DFND 1 2 9508 0 0 INSPIRED ENTERTAINMENT INC WARRANT 11.5 12/23/21 *W EXP 10/20/202 45782N116 56 75000 SH DFND 1 2 75000 0 0 INSTALLED BUILDING PRODUCTS COM 45780R101 78 1493 SH DFND 1 2 1493 0 0 INSTALLED BUILDING PRODUCTS COM 45780R101 8026 152165 SH DFND 1 152165 0 0 INSTEEL INDUSTRIES INC COM COM 45774W108 5281 146142 SH DFND 1 146142 0 0 INSTITUTIONAL FINANCIAL MARKET COM 45779L107 27 23694 SH DFND 1 23694 0 0 INSTRUCTURE INC COM 45781U103 1274 54470 SH DFND 1 54470 0 0 INSULET CORP -REDH COM 45784P101 20173 468175 SH DFND 1 468175 0 0 INSYS THERAPEUTICS INC COM NEW 45824V209 3206 305044 SH DFND 1 304726 0 318 INTEGER HOLDINGS CORP COM 45826H109 10484 260800 SH DFND 1 260800 0 0 INTEGRA LIFESCIENCES HLDGS COM NEW COM NEW 457985208 22401 531732 SH DFND 1 531732 0 0 INTEGRATED DEVICE TECHNOLOG COM COM 458118106 26227 1108051 SH DFND 1 1103939 0 4112 INTEL CORP COM COM 458140100 293 8145 SH DFND 1 2 8145 0 0 INTEL CORP COM COM 458140100 1943037 53934059 SH DFND 1 53584951 0 349108 INTELLI-CHECK INC COM COM NEW 45817G201 29 11261 SH DFND 1 11261 0 0 INTELLIA THERAPEUTICS INC COM 45826J105 1072 76095 SH DFND 1 76095 0 0 INTELLIPHARMACEUTICS INTERNA COM 458173101 45 18001 SH DFND 1 18001 0 0 INTELSAT SA COM L5140P101 1111 267744 SH DFND 1 267744 0 0 INTELSAT SA COM L5140P101 86 20856 SH DFND 1 2 20856 0 0 INTER PARFUMS INC COM COM 458334109 5429 148539 SH DFND 1 148539 0 0 INTER PARFUMS INC COM COM 458334109 16 447 SH DFND 1 2 447 0 0 INTERACTIVE BROKERS GRP COM 45841N107 18709 538878 SH DFND 1 538327 0 551 INTERCEPT PHARMACEUTICALS INC COM 45845P108 16301 144130 SH DFND 1 144114 0 16 INTERCONTINENTALEXCHANGE GROUP COM 45866F104 323136 5405550 SH DFND 1 5379793 0 25757 INTERCONTL HOTELS GROUP PLC-ADR SPON ADR NW 2016 45857P608 21 435 SH DFND 1 2 435 0 0 INTERCONTL HOTELS GROUP PLC-ADR SPON ADR NW 2016 45857P608 268 5495 SH DFND 1 4509 0 986 INTERDIGITAL INC COM 45867G101 33870 392469 SH DFND 1 391150 0 1319 INTERFACE INC CL A COM 458665304 10159 533313 SH DFND 1 533313 0 0 INTERMOLECULAR INC COM 45882D109 74 79971 SH DFND 1 79971 0 0 INTERNAP CORP COM PAR $.001 45885A300 1249 335826 SH DFND 1 335826 0 0 INTERNATIONAL BANCSHARES CO COM COM 459044103 23029 650544 SH DFND 1 648755 0 1789 INTERNATIONAL BUSINESS MACHINES INC COM 459200101 1574908 9055938 SH DFND 1 9016252 0 39686 INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 108121 816933 SH DFND 1 813328 0 3605 INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 75 3197 SH DFND 1 2 3197 0 0 INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 6165 260158 SH DFND 1 260158 0 0 INTERNATIONAL SEAWAYS INC COM Y41053102 5670 296558 SH DFND 1 296558 0 0 INTERNATIONAL SPEEDWAY CORP CL A CL A 460335201 7767 210204 SH DFND 1 209409 0 795 INTERPUBLIC GROUP COS INC COM COM 460690100 95948 3910514 SH DFND 1 3892820 0 17694 INTERSECT ENT INC COM 46071F103 4028 234881 SH DFND 1 234881 0 0 INTERSECTIONS INC COM 460981301 264 65738 SH DFND 1 65738 0 0 INTERXON CORP COM 46122T102 8513 429532 SH DFND 1 429532 0 0 INTEST CORP COM COM 461147100 227 36180 SH DFND 1 36180 0 0 INTEVAC INC COM COM 461148108 1540 123253 SH DFND 1 123253 0 0 INTEVAC INC COM COM 461148108 53 4305 SH DFND 1 2 4305 0 0 INTL FCSTONE INC COM 46116V105 10125 266737 SH DFND 1 266737 0 0 INTL PAPER CO COM COM 460146103 205535 4053266 SH DFND 1 4032930 0 20336 INTRA-CELLULAR THERAPIES INC COM 46116X101 4400 270782 SH DFND 1 270782 0 0 INTRAWEST RESORTS HOLDINGS I COM 46090K109 2774 110944 SH DFND 1 110944 0 0 INTREPID POTASH INC COM 46121Y102 1062 617705 SH DFND 1 617705 0 0 INTUIT COM COM 461202103 311244 2686750 SH DFND 1 2668301 0 18449 INTUITIVE SURGICAL INC COM COM NEW 46120E602 291645 381018 SH DFND 1 378324 0 2694 INUVO INC. COM NEW 46122W204 137 106848 SH DFND 1 106848 0 0 INVACARE CORP COM COM 461203101 2811 236239 SH DFND 1 236239 0 0 INVENSENSE IN COM 46123D205 8402 665271 SH DFND 1 665271 0 0 INVENTURE GROUP INC COM 461212102 603 136611 SH DFND 1 136611 0 0 INVESCO MORTGAGE CAPITAL COM 46131B100 13084 848520 SH DFND 1 840075 0 8445 INVESCO PLC SHS G491BT108 121728 3979764 SH DFND 1 3962356 0 17408 INVESTAR HOLDING CORP COM 46134L105 316 14473 SH DFND 1 14473 0 0 INVESTMENT TECHNOLOGY GRP N COM COM 46145F105 4908 242401 SH DFND 1 242401 0 0 INVESTORS BANCORP INC COM 46146L101 39193 2725538 SH DFND 1 2725538 0 0 INVESTORS REAL ESTATE TR SH BEN INT SH BEN INT 461730103 5452 919476 SH DFND 1 919476 0 0 INVESTORS TITLE CO COM COM 461804106 1457 9218 SH DFND 1 9218 0 0 INVITAE CORP COM 46185L103 155 14048 SH DFND 1 2 14048 0 0 INVITAE CORP COM 46185L103 2606 235689 SH DFND 1 235689 0 0 INVITATION HOMES INC COM 46187W107 12872 589650 SH DFND 1 589650 0 0 INVIVO THERAPEUTICS HOLDINGS CORP COM NEW 46186M209 956 236078 SH DFND 1 236078 0 0 INVUITY INC COM NEW 46187J205 569 71655 SH DFND 1 71655 0 0 ION GEOPHYSICAL CORP COM COM NEW 462044207 203 42046 SH DFND 1 42046 0 0 IONIS PHARMACEUTICALS IN COM 462222100 38077 947193 SH DFND 1 946993 0 200 IONIS PHARMACEUTICALS IN COM 462222100 28 713 SH DFND 1 2 713 0 0 IPASS INC COM 46261V108 570 487439 SH DFND 1 487439 0 0 IPG PHOTONICS CORP -REDH COM 44980X109 36432 301840 SH DFND 1 300678 0 1162 IRADIMED CORP COM 46266A109 296 33299 SH DFND 1 33299 0 0 IRDM 6 3/4 12/31/49 PERP PFD CNV B 46269C409 18860 55688 PRN DFND 1 2 55688 0 0 IRHYTHM TECHNOLOGIES INC COM 450056106 2990 79544 SH DFND 1 79544 0 0 IRIDEX CORP COM COM 462684101 576 48601 SH DFND 1 48601 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 6429 666306 SH DFND 1 666306 0 0 IROBOT CORP COM 462726100 14681 221980 SH DFND 1 221980 0 0 IROBOT CORP COM 462726100 73 1105 SH DFND 1 2 1105 0 0 IRON MTN INC PA COM COM 46284V101 86763 2435784 SH DFND 1 2424890 0 10894 IRONWOOD PHARMACEUTICALS COM CL A 46333X108 19605 1149205 SH DFND 1 1149205 0 0 ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 7880 164896 PRN DFND 1 164896 0 0 ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 137 16100 PRN DFND 1 16100 0 0 ISHARES INC MSCI TAIWAN MSCI TAIWAN ETF 46434G772 22149 666563 PRN DFND 1 666563 0 0 ISHARES MSCI EMERGING MKT IN MSCI EMG MKT ETF 464287234 10460 265553 PRN DFND 1 265553 0 0 ISHARES TR RUSSELL 1000 RUS 1000 ETF 464287622 679 5175 PRN DFND 1 5175 0 0 ISHARES TR RUSSELL1000VAL RUS 1000 VAL ETF 464287598 310 2700 PRN DFND 1 2700 0 0 ISLE OF CAPRI CASINOS INC COM COM 464592104 6362 241362 SH DFND 1 241362 0 0 ISORAY INC COM 46489V104 159 269778 SH DFND 1 269778 0 0 ISRAMCO INC COM NEW 465141406 738 6305 SH DFND 1 6305 0 0 ISSUER DIRECT CORP COM NEW 46520M204 387 35897 SH DFND 1 35897 0 0 ISTAR FINANCIAL INC COM 45031U101 6144 520755 SH DFND 1 520755 0 0 ITEK 5 3/4 08/01/21 NOTE 5.750% 8/0 45780VAB8 590 1000000 PRN DFND 1 2 1000000 0 0 ITERIS INC COM 46564T107 658 121057 SH DFND 1 121057 0 0 ITRON INC COM COM 465741106 17169 282856 SH DFND 1 282856 0 0 ITT INC COM 45073V108 28769 701348 SH DFND 1 698630 0 2718 ITURAN LOCATION AND CONTROL SHS M6158M104 403 13086 SH DFND 1 13086 0 0 ITURAN LOCATION AND CONTROL SHS M6158M104 75 2447 SH DFND 1 2 2447 0 0 ITUS CORP COM NEW 45069V203 101 34351 SH DFND 1 34351 0 0 IXIA COM COM 45071R109 196 10000 SH DFND 1 2 10000 0 0 IXIA COM COM 45071R109 10380 528291 SH DFND 1 528291 0 0 IXYS CORP COM COM 46600W106 55 3807 SH DFND 1 2 3807 0 0 IXYS CORP COM COM 46600W106 5545 381143 SH DFND 1 381143 0 0 J & J SNACK FOODS CORP COM COM 466032109 17243 127200 SH DFND 1 127200 0 0 J ALEXANDER'S HOLDINGS - W/I COM 46609J106 1010 100524 SH DFND 1 100524 0 0 J2 GLOBAL INC COM 48123V102 33218 395886 SH DFND 1 394188 0 1698 JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 185 28378 SH DFND 1 28378 0 0 JABIL CIRCUIT INC COM COM 466313103 42459 1468177 SH DFND 1 1462223 0 5954 JACK IN THE BOX INC COM COM 466367109 26180 257382 SH DFND 1 256403 0 979 JACOBS ENGR GROUP INC DEL COM COM 469814107 29 541 SH DFND 1 2 541 0 0 JACOBS ENGR GROUP INC DEL COM COM 469814107 67994 1231686 SH DFND 1 1226415 0 5271 JAGGED PEAK ENERGY INC COM 47009K107 3048 233745 SH DFND 1 233745 0 0 JAGUAR ANIMAL HEALTH INC COM 47008L106 27 27742 SH DFND 1 27742 0 0 JAKKS PAC INC COM COM 47012E106 709 129084 SH DFND 1 125991 0 3093 JAMBA INC COM NEW 47023A309 1070 118293 SH DFND 1 118293 0 0 JAMES RIVER GROUP HOLDINGS LTD COM G5005R107 6522 152178 SH DFND 1 152178 0 0 JANUS CAPITAL GROUP INC COM 47102X105 14473 1096485 SH DFND 1 1091655 0 4830 JAPAN SMALL CAP FUND INC COM 47109U104 127 11801 SH DFND 1 2 11801 0 0 JASON INDUSTRIES INC COM 471172106 85 57903 SH DFND 1 57903 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 56874 392053 SH DFND 1 392053 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 175 1210 SH DFND 1 2 1210 0 0 JCOM 3 1/4 06/15/29 NOTE 3.250% 6/1 48123VAC6 6750 5000000 PRN DFND 1 2 5000000 0 0 JD.COM INC - ADR SPON ADR CL A 47215P106 42389 1366206 SH DFND 1 1339104 0 27102 JELD-WEN HOLDING INC COM 47580P103 3594 109410 SH DFND 1 109410 0 0 JERNIGAN CAPITAL INC COM 476405105 940 40831 SH DFND 1 40831 0 0 JETBLUE AIRWAYS CORP COM 477143101 71450 3466791 SH DFND 1 3456374 0 10417 JETBLUE AIRWAYS CORP COM 477143101 463 22506 SH DFND 1 2 22506 0 0 JIVE SOFTWARE INC COM 47760A108 1693 393722 SH DFND 1 393722 0 0 JOHN B. SANFILIPPO & SON COM 800422107 5494 75078 SH DFND 1 74887 0 191 JOHN BEAN TECHNOLOGIES-SPN COM 477839104 20914 237804 SH DFND 1 237804 0 0 JOHNSON & JOHNSON COM COM 478160104 3600801 28948146 SH DFND 1 28825900 0 122246 JOHNSON CTLS INC COM SHS G51502105 384341 9137888 SH DFND 1 9095837 0 42051 JOHNSON OUTDOORS INC CL A CL A 479167108 337 9237 SH DFND 1 2 9237 0 0 JOHNSON OUTDOORS INC CL A CL A 479167108 1693 46407 SH DFND 1 46407 0 0 JONES ENERGY INC COM CL A 48019R108 1261 494884 SH DFND 1 494884 0 0 JONES LANG LASALLE INC COM COM 48020Q107 43144 387249 SH DFND 1 385847 0 1402 JOUNCE THERAPEUTICS INC COM 481116101 1573 71568 SH DFND 1 71568 0 0 JOY GLOBAL INC COM COM 481165108 22115 782845 SH DFND 1 779514 0 3331 JP MORGAN CHASE & CO COM 46625H100 3116592 35529837 SH DFND 1 35368831 0 161006 JRJR33 INC COM 46645Q106 19 44389 SH DFND 1 44389 0 0 JUMEI INTERNATIONAL-ADR SPONSORED ADR 48138L107 68 18450 SH DFND 1 2 18450 0 0 JUNIPER NETWORKS INC COM COM 48203R104 2 98 SH DFND 1 2 98 0 0 JUNIPER NETWORKS INC COM COM 48203R104 137302 4938748 SH DFND 1 4921185 0 17563 JUNIPER PHARMACEUTICALS INC COM 48203L107 297 62557 SH DFND 1 62557 0 0 JUNO THERAPEUTICS INC COM 48205A109 13206 595136 SH DFND 1 595136 0 0 K12 INC COM 48273U102 143 7510 SH DFND 1 2 7510 0 0 K12 INC COM 48273U102 9171 478923 SH DFND 1 478597 0 326 K2M GROUP HOLDINGS INC COM 48273J107 5650 275498 SH DFND 1 275498 0 0 KADANT INC COM COM 48282T104 7042 118656 SH DFND 1 118656 0 0 KADANT INC COM COM 48282T104 121 2042 SH DFND 1 2 2042 0 0 KADMON HOLDINGS INC COM 48283N106 41 11457 SH DFND 1 11457 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 11600 145191 SH DFND 1 145191 0 0 KAMADA LIMITED SHS M6240T109 112 16541 SH DFND 1 16541 0 0 KAMAN CORP COM 483548103 10147 210841 SH DFND 1 210841 0 0 KANDI TECHNOLOGIES CORP COM 483709101 101 26784 SH DFND 1 26784 0 0 KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 89770 1048223 SH DFND 1 1043549 0 4674 KAPSTONE PAPER AND PACKAGING COM 48562P103 15446 668676 SH DFND 1 668676 0 0 KAR AUCTION SERVICES INC COM 48238T109 29 669 SH DFND 1 2 669 0 0 KAR AUCTION SERVICES INC COM 48238T109 45108 1032935 SH DFND 1 1032935 0 0 KARYOPHARM THERAPEUTICS INC COM 48576U106 2167 168770 SH DFND 1 168770 0 0 KATE SPADE & CO COM 485865109 21765 936957 SH DFND 1 932968 0 3989 KB HOME COM COM 48666K109 16084 809101 SH DFND 1 806541 0 2560 KB HOME COM COM 48666K109 82 4169 SH DFND 1 2 4169 0 0 KBR INC COM 48242W106 16616 1105566 SH DFND 1 1098671 0 6895 KCG HOLDINGS CL A 48244B100 8117 455281 SH DFND 1 455281 0 0 KCG HOLDINGS CL A 48244B100 178 10000 SH DFND 1 2 10000 0 0 KEANE GROUP INC COM 48669A108 2726 190646 SH DFND 1 190646 0 0 KEARNY FINANCIAL CORP/MD COM 48716P108 11598 770659 SH DFND 1 770659 0 0 KELLOGG CO COM COM 487836108 175629 2422368 SH DFND 1 2410808 0 11560 KELLY SVCS INC CL A CL A 488152208 6927 316881 SH DFND 1 316881 0 0 KEMET CORP COM COM NEW 488360207 3189 265815 SH DFND 1 265815 0 0 KEMET CORP COM COM NEW 488360207 56 4669 SH DFND 1 2 4669 0 0 KEMPER CORP COM 488401100 14171 355173 SH DFND 1 353672 0 1501 KEMPHARM INC COM 488445107 340 69510 SH DFND 1 69510 0 0 KENNAMETAL INC COM COM 489170100 24237 617823 SH DFND 1 615351 0 2472 KENNEDY-WILSON HOLDINGS INC COM 489398107 15599 702668 SH DFND 1 702668 0 0 KERYX BIOPHARMACEUTICALS IN COM COM 492515101 4982 808787 SH DFND 1 808787 0 0 KEY TECHNOLOGY INC COM COM 493143101 204 15427 SH DFND 1 15427 0 0 KEY TRONIC CORP COM 493144109 258 35271 SH DFND 1 35271 0 0 KEYCORP NEW COM COM 493267108 189862 10693438 SH DFND 1 10644913 0 48525 KEYSIGHT TECHNOLOGIES INC W/I COM 49338L103 50648 1401445 SH DFND 1 1395762 0 5683 KEYW HOLDING CORP/THE COM 493723100 3283 347785 SH DFND 1 347785 0 0 KFORCE INC COM COM 493732101 6349 267366 SH DFND 1 267366 0 0 KFORCE INC COM COM 493732101 45 1895 SH DFND 1 2 1895 0 0 KILROY RLTY CORP COM COM 49427F108 65387 907153 SH DFND 1 904123 0 3030 KIMBALL ELECTRONICS INC-W/I COM 49428J109 7296 430495 SH DFND 1 430495 0 0 KIMBALL INTL INC CL B CL B 494274103 487 29569 SH DFND 1 2 29569 0 0 KIMBALL INTL INC CL B CL B 494274103 9736 590121 SH DFND 1 590121 0 0 KIMBERLY CLARK CORP COM COM 494368103 495329 3767972 SH DFND 1 3751687 0 16285 KIMCO REALTY CORP COM COM 49446R109 44 1994 SH DFND 1 2 1994 0 0 KIMCO REALTY CORP COM COM 49446R109 105926 4801088 SH DFND 1 4782760 0 18328 KINDER MORGAN INC COM 49456B101 124 5736 SH DFND 1 2 5736 0 0 KINDER MORGAN INC COM 49456B101 398159 18341173 SH DFND 1 18254908 0 86265 KINDRED BIOSCIENCES INC COM 494577109 486 69025 SH DFND 1 69025 0 0 KINDRED HEALTHCARE INC COM COM 494580103 5443 651927 SH DFND 1 651927 0 0 KINGOLD JEWELRY INC COM NEW 49579A204 38 32758 SH DFND 1 32758 0 0 KINGSTONE COS INC COM 496719105 391 24575 SH DFND 1 24575 0 0 KINROSS GOLD COM NO PAR 496902404 45 12892 SH DFND 1 12282 0 610 KINSALE CAPITAL GROUP INC COM 49714P108 2771 86491 SH DFND 1 86491 0 0 KIRBY CORP COM COM 497266106 29736 421489 SH DFND 1 419817 0 1672 KIRKLAND'S INC COM 497498105 1481 119500 SH DFND 1 119500 0 0 KITE PHARMA INC COM 49803L109 32427 413148 SH DFND 1 413148 0 0 KITE REALTY GROUP TRUST COM NEW 49803T300 16544 769531 SH DFND 1 769531 0 0 KLA-TENCOR CORP COM COM 482480100 182377 1920546 SH DFND 1 1909084 0 11462 KLR ENERGY WRT 11.5 09/16/22 *W EXP 09/16/202 49877M116 193 163706 SH DFND 1 2 163706 0 0 KLX INC COM 482539103 19621 438956 SH DFND 1 437330 0 1626 KMG CHEMICALS INC COM 482564101 7 172 SH DFND 1 2 172 0 0 KMG CHEMICALS INC COM 482564101 3408 73995 SH DFND 1 73995 0 0 KNIGHT TRANSN INC COM COM 499064103 15934 508276 SH DFND 1 508276 0 0 KNIGHT TRANSN INC COM COM 499064103 19 631 SH DFND 1 2 631 0 0 KNOLL INC COM NEW 498904200 14754 619657 SH DFND 1 618677 0 980 KNOWLES CORP COM 49926D109 12620 665983 SH DFND 1 663239 0 2744 KOHLS CORP COM COM 500255104 77344 1945268 SH DFND 1 1936839 0 8429 KOHLS CORP COM COM 500255104 75 1896 SH DFND 1 2 1896 0 0 KONA GRILL INC COM 50047H201 439 69773 SH DFND 1 69773 0 0 KONGZHONG CORP-ADR SPONSORED ADR 50047P104 186 25181 SH DFND 1 25181 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW NY REG SH NEW 500472303 320 9966 SH DFND 1 8426 0 1540 KOPIN CORP COM COM 500600101 1835 447766 SH DFND 1 447766 0 0 KOPPERS HOLDINGS INC COM 50060P106 6447 152246 SH DFND 1 152246 0 0 KORN FERRY INTL COM NEW COM NEW 500643200 14200 450958 SH DFND 1 450958 0 0 KORNIT DIGITAL LTD SHS M6372Q113 318 16689 SH DFND 1 16689 0 0 KOSMOS ENERGY LTD SHS G5315B107 9627 1445635 SH DFND 1 1445635 0 0 KRAFT HEINZ CO/THE COM 500754106 576547 6357247 SH DFND 1 6295527 0 61720 KRATON CORP COM 50077C106 7209 233179 SH DFND 1 233179 0 0 KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 4519 580932 SH DFND 1 580932 0 0 KROGER CO COM COM 501044101 62 2104 SH DFND 1 2 2104 0 0 KROGER CO COM COM 501044101 265223 9006497 SH DFND 1 8966479 0 40018 KRONOS WORLDWIDE INC COM 50105F105 2731 166226 SH DFND 1 163627 0 2599 KRONOS WORLDWIDE INC COM 50105F105 59 3601 SH DFND 1 2 3601 0 0 KULICKE & SOFFA INDS INC COM COM 501242101 517 25479 SH DFND 1 2 25479 0 0 KULICKE & SOFFA INDS INC COM COM 501242101 9595 472223 SH DFND 1 472223 0 0 KURA ONCOLOGY INC COM 50127T109 437 49682 SH DFND 1 49682 0 0 KVH INDUSTRIES INC COM 482738101 897 106885 SH DFND 1 106885 0 0 KYOCERA CORP ADR ADR 501556203 261 4659 SH DFND 1 3339 0 1320 L BRANDS INC COM 501797104 110909 2358075 SH DFND 1 2347031 0 11044 L-3 COMMUNICATIONS HLDGS IN COM COM 502413107 129927 787127 SH DFND 1 783767 0 3360 LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 3281 109933 SH DFND 1 109933 0 0 LA QUINTA HOLDINGS INC COM 50420D108 8498 628621 SH DFND 1 628621 0 0 LA Z BOY INC COM COM 505336107 17557 650267 SH DFND 1 650267 0 0 LA Z BOY INC COM COM 505336107 153 5695 SH DFND 1 2 5695 0 0 LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 145382 1014745 SH DFND 1 1010330 0 4415 LADDER CAPITAL CORP-CLASS A CL A 505743104 7357 509512 SH DFND 1 509512 0 0 LADENBURG THALMANN FINANCIAL COM 50575Q102 1768 712941 SH DFND 1 712941 0 0 LAKELAND BANCORP INC COM COM 511637100 6677 340689 SH DFND 1 340689 0 0 LAKELAND FINL CORP COM COM 511656100 9120 211517 SH DFND 1 211517 0 0 LAKELAND INDUSTRIES INC COM 511795106 381 35442 SH DFND 1 35442 0 0 LAM RESEARCH CORP COM COM 512807108 223452 1743099 SH DFND 1 1731380 0 11719 LAMAR ADVERTISING CO CL A CL A 512816109 58 779 SH DFND 1 2 779 0 0 LAMAR ADVERTISING CO CL A CL A 512816109 53190 711677 SH DFND 1 709115 0 2562 LAMB WESTON HOLDING INC COM 513272104 78 1866 SH DFND 1 2 1866 0 0 LAMB WESTON HOLDING INC COM 513272104 41706 991607 SH DFND 1 986983 0 4624 LANCASTER COLONY CORP COM COM 513847103 21262 165034 SH DFND 1 164432 0 602 LANDAUER INC COM COM 51476K103 3421 70185 SH DFND 1 70185 0 0 LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 535 50000 SH DFND 1 2 50000 0 0 LANDCADIA HOLDINGS INC CL A 51476W107 997 100000 SH DFND 1 2 100000 0 0 LANDCADIA WRT 5.75 06/01/23 *W EXP 06/01/202 51476W115 17 25000 SH DFND 1 2 25000 0 0 LANDEC CORP COM 514766104 2554 212842 SH DFND 1 212842 0 0 LANDS END INC COM 51509F105 2882 134377 SH DFND 1 134250 0 127 LANDSTAR SYS INC COM COM 515098101 27659 322932 SH DFND 1 321635 0 1297 LANDSTAR SYS INC COM COM 515098101 15 176 SH DFND 1 2 176 0 0 LANNET INC COM COM 516012101 50 2243 SH DFND 1 2 2243 0 0 LANNET INC COM COM 516012101 4799 214726 SH DFND 1 214586 0 140 LANTHEUS HOLDINGS INC COM 516544103 1858 148710 SH DFND 1 148710 0 0 LANTRONIX INC COM COM NEW 516548203 45 11642 SH DFND 1 11642 0 0 LAREDO PETROLEUM HOLDINGS IN COM 516806106 15433 1057063 SH DFND 1 1057063 0 0 LAS VEGAS SANDS CORP COM 517834107 135464 2374929 SH DFND 1 2374929 0 0 LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 39166 1352896 SH DFND 1 1349411 0 3485 LATTICE SEMICONDUCTOR CORP COM COM 518415104 6800 982777 SH DFND 1 982777 0 0 LAUDER ESTEE COS INC CL A CL A 518439104 185865 2195152 SH DFND 1 2185202 0 9950 LAUREATE EDUCATION INC COM CL A 518613203 5066 355040 SH DFND 1 355040 0 0 LAWSON PRODS INC COM COM 520776105 999 44508 SH DFND 1 44508 0 0 LAYN 8 05/01/19 NOTE 8.000% 5/0 521050AD6 9832 9500000 PRN DFND 1 2 9500000 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 1252 141646 SH DFND 1 141646 0 0 LAZARD LTD SHS A G54050102 181 3939 SH DFND 1 2 3939 0 0 LAZARD LTD SHS A G54050102 47560 1034148 SH DFND 1 1033597 0 551 LCI INDUSTRIES COM 50189K103 21503 215466 SH DFND 1 215466 0 0 LCI INDUSTRIES COM 50189K103 373 3741 SH DFND 1 2 3741 0 0 LCNB CORPORATION COM 50181P100 1422 59651 SH DFND 1 59651 0 0 LEAF GROUP LTD COM 52177G102 438 58439 SH DFND 1 56802 0 1637 LEAR CORP COM NEW 521865204 105528 745556 SH DFND 1 745556 0 0 LEAR CORP COM NEW 521865204 503 3554 SH DFND 1 2 3554 0 0 LEE ENTERPRISES INC COM COM 523768109 248 95577 SH DFND 1 2 95577 0 0 LEE ENTERPRISES INC COM COM 523768109 666 256513 SH DFND 1 256513 0 0 LEGACY RESERVES LP UNIT LP INT 524707304 72 31726 SH DFND 1 31726 0 0 LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 16016 401408 SH DFND 1 401408 0 0 LEGG MASON INC COM COM 524901105 26022 720658 SH DFND 1 717986 0 2672 LEGGETT & PLATT INC COM COM 524660107 72633 1445309 SH DFND 1 1439203 0 6106 LEIDOS HOLDINGS INC COM 525327102 55806 1091250 SH DFND 1 1085956 0 5294 LEJU HOLDINGS LT- ADR SPONSORED ADS 50187J108 62 18252 SH DFND 1 2 18252 0 0 LEMAITRE VASCULAR INC COM 525558201 2651 107649 SH DFND 1 107649 0 0 LENDINGCLUB CORP COM 52603A109 13508 2460579 SH DFND 1 2460579 0 0 LENDINGTREE INC COM 52603B107 7381 58884 SH DFND 1 58884 0 0 LENNAR CORP CL B CL B 526057302 762 18244 SH DFND 1 18244 0 0 LENNAR CORP COM CL A 526057104 104663 2047415 SH DFND 1 2038669 0 8746 LENNOX INTL INC COM COM 526107107 48322 288838 SH DFND 1 287642 0 1196 LEUCADIA NATL CORP COM COM 527288104 108 4181 SH DFND 1 2 4181 0 0 LEUCADIA NATL CORP COM COM 527288104 103030 3967225 SH DFND 1 3953174 0 14051 LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 167235 2926755 SH DFND 1 2914126 0 12629 LEXICON GENETICS INC COM COM NEW 528872302 6215 433420 SH DFND 1 433420 0 0 LEXINGTON CORP PPTYS TR COM COM 529043101 17630 1766554 SH DFND 1 1766554 0 0 LGI HOMES INC COM 50187T106 4578 135005 SH DFND 1 135005 0 0 LGIH 4 1/4 11/15/19 NOTE 4.250%11/1 50187TAB2 15143 9220000 PRN DFND 1 2 9220000 0 0 LHC GROUP LLC COM 50187A107 7598 140971 SH DFND 1 140971 0 0 LIBBEY INC COM COM 529898108 2298 157643 SH DFND 1 157643 0 0 LIBERTY ALL-STAR EQUITY SH BEN INT 530158104 654 119907 SH DFND 1 2 119907 0 0 LIBERTY BRAVES GROUP - A COM A BRAVES GRP 531229706 2024 84557 SH DFND 1 84557 0 0 LIBERTY BRAVES GROUP - C COM C BRAVES GRP 531229888 6356 268769 SH DFND 1 268769 0 0 LIBERTY BROADBAND A - W/I COM SER A 530307107 16328 191899 SH DFND 1 191899 0 0 LIBERTY BROADBAND C W/I COM SER C 530307305 54792 634452 SH DFND 1 634452 0 0 LIBERTY EXPEDIA HOLDINGS A SER A COM 53046P109 20801 457381 SH DFND 1 457381 0 0 LIBERTY GLOBAL PLC - A SHS CL A G5480U104 62483 1742676 SH DFND 1 1735449 0 7227 LIBERTY GLOBAL PLC-C SHS CL C G5480U120 144138 4115307 SH DFND 1 4097320 0 17987 LIBERTY LILAC GROUP - CL C W/I LILAC SHS CL C G5480U153 18125 786983 SH DFND 1 783542 0 3441 LIBERTY LILAC GRP-CL A W/I LILAC SHS CL A G5480U138 7557 339818 SH DFND 1 338386 0 1432 LIBERTY MEDIA CORP - C COM SER C FRMLA 531229854 12158 356022 SH DFND 1 356022 0 0 LIBERTY MEDIA CORP - LIBERTY FORMULA ONE COM SER A FRMLA 531229870 6544 200124 SH DFND 1 200124 0 0 LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 87211 4357351 SH DFND 1 4345225 0 12126 LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 33 1673 SH DFND 1 2 1673 0 0 LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 58840 1526716 SH DFND 1 1522146 0 4570 LIBERTY SIRIUS GROUP - C COM C SIRIUSXM 531229607 53826 1388567 SH DFND 1 1388567 0 0 LIBERTY SIRIUS XM GROUP - A COM A SIRIUSXM 531229409 29630 761550 SH DFND 1 761550 0 0 LIBERTY TAX INC CL A 53128T102 787 55231 SH DFND 1 55231 0 0 LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 171 12158 SH DFND 1 2 12158 0 0 LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 8365 593320 SH DFND 1 593051 0 269 LIBERTY VENTURES - SER A LBT VEN COM A NE 53071M856 30146 677757 SH DFND 1 675443 0 2314 LIFE STORAGE INC COM 53223X107 35346 430426 SH DFND 1 428993 0 1433 LIFEPOINT HOSPITALS INC COM COM 53219L109 38 591 SH DFND 1 2 591 0 0 LIFEPOINT HOSPITALS INC COM COM 53219L109 21582 329505 SH DFND 1 328265 0 1240 LIFETIME BRANDS INC COM 53222Q103 1845 91809 SH DFND 1 91809 0 0 LIFEVANTAGE CORP COM NEW 53222K205 569 106095 SH DFND 1 106095 0 0 LIFEWAY FOODS INC COM 531914109 500 46687 SH DFND 1 46687 0 0 LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 17063 161223 SH DFND 1 161223 0 0 LIGHTBRIDGE CORP COM NEW 53224K203 17 13315 SH DFND 1 13315 0 0 LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 184 67355 SH DFND 1 67355 0 0 LILIS ENERGY INC COM NEW 532403201 53 13495 SH DFND 1 13495 0 0 LILLY ELI & CO COM COM 532457108 764597 9103975 SH DFND 1 9059592 0 44383 LIMELIGHT NETWORKS INC -REDH COM 53261M104 1233 477917 SH DFND 1 477917 0 0 LIMONEIRA CO COM 532746104 1787 85463 SH DFND 1 85463 0 0 LINCOLN EDUCATIONAL SERVICES COM 533535100 320 114173 SH DFND 1 114173 0 0 LINCOLN ELEC HLDGS INC COM COM 533900106 42703 491639 SH DFND 1 489215 0 2424 LINCOLN NATL CORP IND COM COM 534187109 30 460 SH DFND 1 2 460 0 0 LINCOLN NATL CORP IND COM COM 534187109 146383 2239734 SH DFND 1 2229237 0 10497 LINDBLAD EXPEDITIONS HOLDINGS COM 535219109 1451 162053 SH DFND 1 162053 0 0 LINDSAY MFG CO COM COM 535555106 7083 80380 SH DFND 1 80380 0 0 LINDSAY MFG CO COM COM 535555106 29 335 SH DFND 1 2 335 0 0 LION BIOTECHNOLOGIES INC COM 53619R102 3730 500764 SH DFND 1 500764 0 0 LIONS GATE ENTERTAINMENT -B CL B NON VTG 535919500 20332 833980 SH DFND 1 833980 0 0 LIONS GATE ENTERTAINMENT CORP -A CL A VTG 535919401 10244 385701 SH DFND 1 385701 0 0 LIPOCINE INC COM 53630X104 465 119313 SH DFND 1 119313 0 0 LIQTECH INTERNATIONAL INC COM 53632A102 35 90569 SH DFND 1 90569 0 0 LIQUIDITY SERVICES INC. COM 53635B107 1473 184218 SH DFND 1 184218 0 0 LITHIA MTRS INC CL A CL A 536797103 15187 177318 SH DFND 1 177318 0 0 LITTELFUSE INC COM COM 537008104 29070 181790 SH DFND 1 181092 0 698 LIVANOVA PLC SHS G5509L101 17132 349569 SH DFND 1 348224 0 1345 LIVE NATION ENTERTAINMENT, INC. COM 538034109 30283 997165 SH DFND 1 993045 0 4120 LIVE OAK BANCSHARES INC COM 53803X105 4077 188316 SH DFND 1 188316 0 0 LIVE VENTURES INC COM NEW 538142308 241 15164 SH DFND 1 15164 0 0 LIVEPERSON INC COM 538146101 2858 417330 SH DFND 1 417330 0 0 LKQ CORP COM 501889208 89234 3052923 SH DFND 1 3039625 0 13298 LKQ CORP COM 501889208 28 984 SH DFND 1 2 984 0 0 LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 704 207087 SH DFND 1 196530 0 10557 LMI AEROSPACE INC COM 502079106 1128 81889 SH DFND 1 81889 0 0 LOCKHEED MARTIN CORP COM COM 539830109 54 202 SH DFND 1 2 202 0 0 LOCKHEED MARTIN CORP COM COM 539830109 612514 2292415 SH DFND 1 2281613 0 10802 LOEWS CORP COM COM 540424108 127166 2722808 SH DFND 1 2710865 0 11943 LOGITECH INTERNATIONAL - REG SHS H50430232 2745 86159 SH DFND 1 86159 0 0 LOGMEIN INC COM 54142L109 464 4763 SH DFND 1 2 4763 0 0 LOGMEIN INC COM 54142L109 46727 479257 SH DFND 1 477631 0 1626 LONESTAR RESOURCES US INC CL A VTG 54240F103 570 112706 SH DFND 1 112706 0 0 LORAL SPACE & COMMUNICATION COM COM 543881106 4174 105955 SH DFND 1 105955 0 0 LOUISIANA PAC CORP COM COM 546347105 40698 1639733 SH DFND 1 1635251 0 4482 LOWES COS INC COM COM 548661107 726481 8848938 SH DFND 1 8809286 0 39652 LOXO ONCOLOGY INC COM 548862101 5734 136276 SH DFND 1 136276 0 0 LPL INVESTMENT HOLDINGS INC COM 50212V100 435 10926 SH DFND 1 2 10926 0 0 LPL INVESTMENT HOLDINGS INC COM 50212V100 26546 666502 SH DFND 1 666502 0 0 LRAD CORP COM 50213V109 216 143413 SH DFND 1 143413 0 0 LRCX 1 1/4 05/15/2018 NOTE 1.250% 5/1 512807AL2 25828 12194000 PRN DFND 1 2 12194000 0 0 LSB INDUSTRIES INC COM 502160104 1354 144369 SH DFND 1 144369 0 0 LSC COMMUNICATIONS INC COM 50218P107 10976 436275 SH DFND 1 435223 0 1052 LSI INDS INC COM COM 50216C108 3 393 SH DFND 1 2 393 0 0 LSI INDS INC COM COM 50216C108 1919 190270 SH DFND 1 190270 0 0 LTC PPTYS INC COM COM 502175102 17488 365102 SH DFND 1 365102 0 0 LUBYS INC COM COM 549282101 287 92563 SH DFND 1 92563 0 0 LULULEMON ATHLETICA INC COM 550021109 48884 942739 SH DFND 1 942739 0 0 LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 4326 206107 SH DFND 1 206107 0 0 LUMENTUM HOLDINGS INC COM 55024U109 24092 451590 SH DFND 1 451590 0 0 LUMINEX CORP DEL COM COM 55027E102 6968 379318 SH DFND 1 379318 0 0 LUMINEX CORP DEL COM COM 55027E102 194 10585 SH DFND 1 2 10585 0 0 LUMOS NETWORKS CORP COM 550283105 3093 174787 SH DFND 1 174787 0 0 LUNA INNOVATIONS INC COM 550351100 257 148929 SH DFND 1 148929 0 0 LUXOTTICA GROUP S P A SPONSORED ADR SPONSORED ADR 55068R202 244 4450 SH DFND 1 3884 0 566 LYDALL INC DEL COM COM 550819106 6898 128712 SH DFND 1 128712 0 0 LYDALL INC DEL COM COM 550819106 40 754 SH DFND 1 2 754 0 0 LYONDELLBASELL INDU-CL A SHS - A - N53745100 890 9761 SH DFND 1 2 9761 0 0 LYONDELLBASELL INDU-CL A SHS - A - N53745100 352337 3868378 SH DFND 1 3852670 0 15708 M & T BK CORP COM COM 55261F104 233725 1512637 SH DFND 1 1505880 0 6757 M D C HLDGS INC COM COM 552676108 9468 315080 SH DFND 1 315080 0 0 M SMUCKER CO/THE-NEW COM COM NEW 832696405 28 220 SH DFND 1 2 220 0 0 M SMUCKER CO/THE-NEW COM COM NEW 832696405 177443 1355311 SH DFND 1 1349834 0 5477 M/I HOMES INC COM 55305B101 4621 188642 SH DFND 1 188642 0 0 MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 14189 293782 SH DFND 1 293782 0 0 MACATAWA BK CORP COM COM 554225102 1861 188366 SH DFND 1 188366 0 0 MACERICH CO COM COM 554382101 91623 1424377 SH DFND 1 1419148 0 5229 MACK CALI RLTY CORP COM COM 554489104 22305 827973 SH DFND 1 825204 0 2769 MACQUARIE INFRASTRUCTURE CO COM 55608B105 44588 553550 SH DFND 1 553293 0 257 MACROGENICS INC COM 556099109 29 1603 SH DFND 1 2 1603 0 0 MACROGENICS INC COM 556099109 4818 259067 SH DFND 1 259067 0 0 MACY'S INC COM 55616P104 96081 3245817 SH DFND 1 3231307 0 14510 MACY'S INC COM 55616P104 919 31011 SH DFND 1 2 31011 0 0 MADDEN STEVEN LTD COM COM 556269108 17574 455890 SH DFND 1 455890 0 0 MADISON SQUARE GARDEN CO/THE CL A 55825T103 18 94 SH DFND 1 2 94 0 0 MADISON SQUARE GARDEN CO/THE CL A 55825T103 24428 122321 SH DFND 1 122321 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 397 25821 SH DFND 1 25821 0 0 MAGAL SECURITY SYS LTD ORD M6786D104 96 12884 SH DFND 1 12884 0 0 MAGELLAN HEALTH INC COM NEW 559079207 21103 305624 SH DFND 1 305624 0 0 MAGIC SOFTWARE ENTERPRISES ORD 559166103 217 27838 SH DFND 1 27838 0 0 MAGNEGAS CORP COM NEW 55939L202 63 144434 SH DFND 1 144434 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 8460 604356 SH DFND 1 601949 0 2407 MAINSOURCE FINANCIAL GP INC COM COM 56062Y102 6907 209772 SH DFND 1 209772 0 0 MAJESCO COM 56068V102 301 58520 SH DFND 1 58520 0 0 MAKEMYTRIP LTD SHS V5633W109 973 28140 SH DFND 1 28140 0 0 MALIBU BOATS INC CLASS A COM CL A 56117J100 3192 142217 SH DFND 1 142217 0 0 MALIBU BOATS INC CLASS A COM CL A 56117J100 190 8500 SH DFND 1 2 8500 0 0 MALLINCKRODT PLC SHS G5785G107 398 8947 SH DFND 1 2 8947 0 0 MALLINCKRODT PLC SHS G5785G107 52267 1174158 SH DFND 1 1169544 0 4614 MALVERN BANCORP INC COM 561409103 1490 70324 SH DFND 1 70324 0 0 MAMMOTH ENERGY SERVICES INC COM 56155L108 2251 104652 SH DFND 1 104652 0 0 MANHATTAN ASSOCS INC COM COM 562750109 29048 558090 SH DFND 1 555912 0 2178 MANITEX INTERNATIONAL INC COM 563420108 475 71035 SH DFND 1 71035 0 0 MANITOWOC INC COM COM 563571108 6070 1064981 SH DFND 1 1064981 0 0 MANNING & NAPIER INC CL A 56382Q102 756 132688 SH DFND 1 130319 0 2369 MANNING & NAPIER INC CL A 56382Q102 637 111927 SH DFND 1 2 111927 0 0 MANNKIND CORP COM COM NEW 56400P706 709 479153 SH DFND 1 479153 0 0 MANPOWER INC COM COM 56418H100 842 8218 SH DFND 1 2 8218 0 0 MANPOWER INC COM COM 56418H100 66893 652347 SH DFND 1 650054 0 2293 MANTECH INTL CORP CL A CL A 564563104 7338 211908 SH DFND 1 211908 0 0 MANULIFE FINL CORP COM COM 56501R106 256 14466 SH DFND 1 12819 0 1647 MARATHON OIL CORP COM COM 565849106 131705 8347593 SH DFND 1 8309870 0 37723 MARATHON OIL CORP COM COM 565849106 185 11766 SH DFND 1 2 11766 0 0 MARATHON PATENT GROUP INC COM NEW 56585W203 45 44662 SH DFND 1 44662 0 0 MARATHON PETROLEUM CORP - W/I COM 56585A102 263092 5212984 SH DFND 1 5188962 0 24022 MARCHEX INC-CLASS B CL B 56624R108 596 219184 SH DFND 1 217999 0 1185 MARCUS & MILLICHAP INC COM 566324109 3640 148094 SH DFND 1 148094 0 0 MARCUS CORP COM COM 566330106 4628 144181 SH DFND 1 144181 0 0 MARIN SOFTWARE INC COM 56804T106 156 87117 SH DFND 1 87117 0 0 MARINE PRODS CORP COM COM 568427108 539 49593 SH DFND 1 49593 0 0 MARINEMAX INC COM COM 567908108 4049 187053 SH DFND 1 187053 0 0 MARINUS PHARMACEUTICALS INC COM 56854Q101 99 56098 SH DFND 1 56098 0 0 MARKEL CORP COM COM 570535104 101200 103743 SH DFND 1 103743 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 54887 292747 SH DFND 1 291580 0 1167 MARLIN BUSINESS SERVICES INC COM 571157106 3188 123833 SH DFND 1 123833 0 0 MARLIN BUSINESS SERVICES INC COM 571157106 172 6689 SH DFND 1 2 6689 0 0 MARRIOTT INTL INC NEW CL A CL A 571903202 302491 3216262 SH DFND 1 3191529 0 24733 MARRIOTT VACATIONS WORLD W/I COM 57164Y107 18777 187902 SH DFND 1 187902 0 0 MARRONE BIO INNOVATIONS INC COM 57165B106 145 74484 SH DFND 1 74484 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 373966 5068249 SH DFND 1 5045936 0 22313 MARTEN TRANSPORT LTD COM 573075108 4659 198693 SH DFND 1 198693 0 0 MARTIN MARIETTA MATLS INC COM COM 573284106 129800 595589 SH DFND 1 592787 0 2802 MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 401 20069 SH DFND 1 20069 0 0 MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 27 1387 SH DFND 1 2 1387 0 0 MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 54799 3592244 SH DFND 1 3591344 0 900 MASCO CORP COM COM 574599106 104966 3092723 SH DFND 1 3078140 0 14583 MASIMO CORP -REDH COM 574795100 58750 629967 SH DFND 1 628575 0 1392 MASIMO CORP -REDH COM 574795100 1425 15287 SH DFND 1 2 15287 0 0 MASONITE INTERNATIONAL CORP COM 575385109 18468 233044 SH DFND 1 233044 0 0 MAST THERAPEUTICS INC COM 576314108 125 1012559 SH DFND 1 1012559 0 0 MASTEC INC COM COM 576323109 20532 512665 SH DFND 1 512665 0 0 MASTERCARD INC CL A 57636Q104 1125829 10023151 SH DFND 1 9980112 0 43039 MATADOR RESOURCES CO COM 576485205 16399 689352 SH DFND 1 689352 0 0 MATCH GROUP INC COM 57665R106 5412 331432 SH DFND 1 331432 0 0 MATERION CORP COM 576690101 5390 160658 SH DFND 1 160658 0 0 MATRIX SERVICE CO COM 576853105 7712 467405 SH DFND 1 467405 0 0 MATSON INC COM 57686G105 9916 312233 SH DFND 1 312233 0 0 MATTEL INC COM COM 577081102 88265 3451366 SH DFND 1 3424514 0 26852 MATTERSIGHT CORP COM 577097108 280 80100 SH DFND 1 80100 0 0 MATTHEWS INTL CORP CL A CL A 577128101 17863 264053 SH DFND 1 264053 0 0 MAUI LD & PINEAPPLE INC COM COM 577345101 578 49253 SH DFND 1 49253 0 0 MAXIM INTEGRATED PRODS INC COM COM 57772K101 131 2929 SH DFND 1 2 2929 0 0 MAXIM INTEGRATED PRODS INC COM COM 57772K101 110119 2450051 SH DFND 1 2440665 0 9386 MAXIMUS INC COM COM 577933104 30905 496870 SH DFND 1 494859 0 2011 MAXLINEAR INC-CLASS A COM 57776J100 11390 406072 SH DFND 1 406072 0 0 MAXPOINT INTERACTIVE INC COM NEW 57777M201 93 14682 SH DFND 1 14682 0 0 MAXWELL TECHNOLOGIES INC COM COM 577767106 1391 239419 SH DFND 1 239419 0 0 MAZOR ROBOTICS LTD - ADR SPONSORED ADS 57886P103 216 7264 SH DFND 1 7264 0 0 MB FINANCIAL INC NEW COM COM 55264U108 25591 597642 SH DFND 1 595418 0 2224 MBIA INC COM COM 55262C100 8633 1019255 SH DFND 1 1019255 0 0 MBT FINANCIAL CORP COM 578877102 1500 132159 SH DFND 1 132159 0 0 MCBC HOLDINGS INC COM 55276F107 1213 75058 SH DFND 1 2 75058 0 0 MCBC HOLDINGS INC COM 55276F107 3345 206922 SH DFND 1 206922 0 0 MCCLATCHY CO CL A CL A NEW 579489303 365 37803 SH DFND 1 37803 0 0 MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 117631 1207462 SH DFND 1 1202288 0 5174 MCDERMOTT INTL INC COM COM 580037109 412 61176 SH DFND 1 2 61176 0 0 MCDERMOTT INTL INC COM COM 580037109 21367 3165592 SH DFND 1 3165592 0 0 MCDONALDS CORP COM COM 580135101 1074230 8299563 SH DFND 1 8261904 0 37659 MCEWEN MINING INC COM 58039P107 4206 1383780 SH DFND 1 1383780 0 0 MCGRATH RENTCORP COM COM 580589109 6605 196761 SH DFND 1 196761 0 0 MCHP 1 5/8 02/15/25 NOTE 1.625% 2/1 595017AD6 10036 7000000 PRN DFND 1 2 7000000 0 0 MCKESSON CORP COM COM 58155Q103 341366 2305453 SH DFND 1 2295911 0 9542 MDC PARTNERS INC CL A SUB VTG 552697104 1118 119017 SH DFND 1 119017 0 0 MDCO 2 1/2 01/15/22 NOTE 2.500% 1/1 584688AE5 4728 3000000 PRN DFND 1 2 3000000 0 0 MDRX 1 1/4 07/01/20 NOTE 1.250% 7/0 01988PAD0 1002 1000000 PRN DFND 1 2 1000000 0 0 MDU RES GROUP INC COM COM 552690109 47799 1746428 SH DFND 1 1740385 0 6043 MDU RES GROUP INC COM COM 552690109 31 1144 SH DFND 1 2 1144 0 0 MEAD JOHNSON NUTRITION COM 582839106 160202 1800929 SH DFND 1 1792702 0 8227 MEDEQUITIES REALTY TRUST COM 58409L306 2457 219235 SH DFND 1 219235 0 0 MEDICAL PROPERTIES TRUST INC COM 58463J304 32673 2534823 SH DFND 1 2524859 0 9964 MEDICINES CO COM COM 584688105 29673 606828 SH DFND 1 606828 0 0 MEDICINOVA INC COM NEW 58468P206 1262 210812 SH DFND 1 210812 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 25806 447325 SH DFND 1 447325 0 0 MEDIFAST INC COM 58470H101 5807 130891 SH DFND 1 130891 0 0 MEDIFAST INC COM 58470H101 229 5176 SH DFND 1 2 5176 0 0 MEDIWOUND LTD ORD SHS M68830104 88 13425 SH DFND 1 13425 0 0 MEDLEY MANAGEMENT INC - A CL A COM 58503T106 363 43762 SH DFND 1 42550 0 1212 MEDNAX INC. COM 58502B106 48625 701117 SH DFND 1 698216 0 2901 MEDPACE HOLDINGS INC COM 58506Q109 2558 85724 SH DFND 1 85724 0 0 MEDTRONIC PLC SHS G5960L103 1070622 13308812 SH DFND 1 13245938 0 62874 MEETME INC COM 58513U101 175 29876 SH DFND 1 2 29876 0 0 MEETME INC COM 58513U101 6233 1058331 SH DFND 1 1058331 0 0 MEI PHARMA INC COM NEW 55279B202 229 141562 SH DFND 1 141562 0 0 MELCO RESORTS & ENTERTAINMENT ADR ADR 585464100 8922 485185 SH DFND 1 485185 0 0 MELLANOX TECH LTD SHS M51363113 1376 27026 SH DFND 1 27026 0 0 MEMORIAL PRODUCTION PARTNERS COM U REP LTD 586048100 4 39286 SH DFND 1 39286 0 0 MERCADOLIBRE INC COM 58733R102 14517 68765 SH DFND 1 68765 0 0 MERCANTILE BANK CORP COM 587376104 4461 129692 SH DFND 1 129692 0 0 MERCER INTL INC SH BEN INT COM 588056101 3322 283990 SH DFND 1 283990 0 0 MERCHANTS BANCSHARES COM COM 588448100 3159 64876 SH DFND 1 64876 0 0 MERCK & CO INC COM COM 58933Y105 1749680 27574806 SH DFND 1 27449535 0 125271 MERCURY COMPUTER SYS COM COM 589378108 15136 387617 SH DFND 1 387617 0 0 MERCURY GENL CORP NEW COM COM 589400100 16873 276659 SH DFND 1 274602 0 2057 MEREDITH CORP COM COM 589433101 18755 290330 SH DFND 1 288827 0 1503 MEREDITH CORP COM COM 589433101 16 258 SH DFND 1 2 258 0 0 MERIDIAN BANCORP INC COM 58958U103 8401 459075 SH DFND 1 459075 0 0 MERIDIAN BIOSCIENCE INC COM COM 589584101 6293 456039 SH DFND 1 452470 0 3569 MERIT MED SYS INC COM COM 589889104 15047 520664 SH DFND 1 520664 0 0 MERITAGE HOMES CORP COM COM 59001A102 11119 302172 SH DFND 1 302172 0 0 MERITAGE HOMES CORP COM COM 59001A102 74 2034 SH DFND 1 2 2034 0 0 MERITOR INC COM COM 59001K100 11614 678036 SH DFND 1 678036 0 0 MERRIMACK PHARMACEUTICALS INC COM 590328100 3079 999734 SH DFND 1 999734 0 0 MERUS BV COM N5749R100 244 10035 SH DFND 1 10035 0 0 MESA LABS INC COM COM 59064R109 3241 26416 SH DFND 1 26416 0 0 META FINANCIAL GROUP INC COM 59100U108 6516 73635 SH DFND 1 73635 0 0 METALDYNE PERFORMANCE GROUP COM 59116R107 2704 118343 SH DFND 1 118343 0 0 METHANEX CORP COM COM 59151K108 2268 48416 SH DFND 1 48416 0 0 METHODE ELECTRS INC CL A COM 591520200 20765 455378 SH DFND 1 455378 0 0 METHODE ELECTRS INC CL A COM 591520200 90 1976 SH DFND 1 2 1976 0 0 METLIFE INC COM COM 59156R108 108 2052 SH DFND 1 2 2052 0 0 METLIFE INC COM COM 59156R108 541319 10263044 SH DFND 1 10211480 0 51564 METTLER TOLEDO INTERNATIONA COM COM 592688105 133860 279876 SH DFND 1 278755 0 1121 MFA MORTGAGE INVESTMENTS INC COM 55272X102 47933 5932340 SH DFND 1 5920231 0 12109 MGE ENERGY INC COM 55277P104 18824 289610 SH DFND 1 289610 0 0 MGIC INVT CORP WIS COM COM 552848103 26128 2579365 SH DFND 1 2579365 0 0 MGM RESORTS INTERNATIONAL COM 552953101 95711 3494343 SH DFND 1 3494343 0 0 MGP INGREDIENTS INC COM 55303J106 5416 99887 SH DFND 1 99887 0 0 MHO 3 03/01/2018 NOTE 3.000% 3/0 55292PAB1 2869 2829000 PRN DFND 1 2 2829000 0 0 MHO 3 1/4 09/15/17 NOTE 3.250% 9/1 55292PAA3 10545 9353000 PRN DFND 1 2 9353000 0 0 MICHAEL KORS HOLDINGS LTD SHS G60754101 85779 2253064 SH DFND 1 2246077 0 6987 MICHAELS COS INC COM 59408Q106 21190 946443 SH DFND 1 943124 0 3319 MICROBOT MEDICAL INC COM 59503A105 312 53260 SH DFND 1 53260 0 0 MICROCHIP TECHNOLOGY INC COM COM 595017104 158449 2150650 SH DFND 1 2133950 0 16700 MICRON TECHNOLOGY INC COM COM 595112103 341 11824 SH DFND 1 2 11824 0 0 MICRON TECHNOLOGY INC COM COM 595112103 317378 10996354 SH DFND 1 10920073 0 76281 MICRONET ENERTEC TECHNOLOGIES COM 595117102 13 11589 SH DFND 1 11589 0 0 MICROSEMI CORP COM COM 595137100 4 83 SH DFND 1 2 83 0 0 MICROSEMI CORP COM COM 595137100 48508 941363 SH DFND 1 937796 0 3567 MICROSOFT CORP COM COM 594918104 5278327 80250708 SH DFND 1 79680387 0 570321 MICROSTRATEGY INC CL A CL A NEW 594972408 14927 79485 SH DFND 1 79485 0 0 MICROVISION INC WASH COM COM NEW 594960304 1158 465339 SH DFND 1 465339 0 0 MID PENN BANCORP INC COM 59540G107 768 28625 SH DFND 1 28625 0 0 MID-AMER APT CMNTYS INC COM COM 59522J103 136495 1343169 SH DFND 1 1338248 0 4921 MID-AMER APT CMNTYS INC COM COM 59522J103 25 252 SH DFND 1 2 252 0 0 MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 39 16828 SH DFND 1 16828 0 0 MIDDLEBY CORP COM COM 596278101 61995 454508 SH DFND 1 454508 0 0 MIDDLEFIELD BANC CORP COM NEW 596304204 1140 25253 SH DFND 1 25253 0 0 MIDDLESEX WATER CO COM COM 596680108 5630 152394 SH DFND 1 152394 0 0 MIDLAND STATES BANCORP INC COM 597742105 1430 41588 SH DFND 1 41588 0 0 MIDSOUTH BANCORP INC COM 598039105 599 39200 SH DFND 1 39200 0 0 MIDWESTONE FINANCIAL GROUP INC COM 598511103 2335 68124 SH DFND 1 68124 0 0 MILACRON HOLDINGS CORP COM 59870L106 3492 187652 SH DFND 1 187652 0 0 MILESTONE SCIENTIFIC INC COM NEW 59935P209 61 45410 SH DFND 1 45410 0 0 MILLER HERMAN INC COM COM 600544100 22730 720458 SH DFND 1 718598 0 1860 MILLER HERMAN INC COM COM 600544100 40 1288 SH DFND 1 2 1288 0 0 MILLER INDS INC TENN COM NEW COM NEW 600551204 2075 78757 SH DFND 1 78757 0 0 MIMECAST LTD ORD SHS G14838109 657 29356 SH DFND 1 29356 0 0 MIMEDX GROUP INC COM 602496101 9218 967302 SH DFND 1 967302 0 0 MINDBODY INC - CLASS A COM CL A 60255W105 4645 169238 SH DFND 1 169238 0 0 MINERALS TECHNOLOGIES INC COM COM 603158106 20 269 SH DFND 1 2 269 0 0 MINERALS TECHNOLOGIES INC COM COM 603158106 22935 299422 SH DFND 1 298335 0 1087 MINERVA NEUROSCIENCES INC COM 603380106 1113 137443 SH DFND 1 137443 0 0 MIRAGEN THERAPEUTICS INC COM 60463E103 148 11958 SH DFND 1 11958 0 0 MIRATI THERAPEUTICS INC COM 60468T105 618 118988 SH DFND 1 118988 0 0 MISONIX INC COM COM 604871103 367 31388 SH DFND 1 31388 0 0 MISTRAS GROUP INC COM 60649T107 2794 130717 SH DFND 1 130717 0 0 MISTRAS GROUP INC COM 60649T107 93 4394 SH DFND 1 2 4394 0 0 MITCHAM INDS INC COM COM 606501104 329 67310 SH DFND 1 67310 0 0 MITEK SYS INC COM NEW COM NEW 606710200 1607 241802 SH DFND 1 241802 0 0 MITEL NETWORKS CORP COM 60671Q104 484 69940 SH DFND 1 69940 0 0 MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 269 42525 SH DFND 1 27570 0 14955 MIZUHO FINANICAL GROUP INC SPONSORED ADR 60687Y109 208 56485 SH DFND 1 33861 0 22624 MKS INSTRUMENT INC COM COM 55306N104 38938 566371 SH DFND 1 566371 0 0 MMDCO 1 3/8 06/01/2017 DBCV 1.375% 6/0 584688AC9 9899 5645000 PRN DFND 1 2 5645000 0 0 MOBILE IRON INC COM NEW 60739U204 1710 393182 SH DFND 1 393182 0 0 MOBILE MINI INC COM COM 60740F105 11227 368109 SH DFND 1 367958 0 151 MOBILEYE NV ORD SHS N51488117 2456 40000 SH DFND 1 2 40000 0 0 MOBILEYE NV ORD SHS N51488117 21357 348327 SH DFND 1 348327 0 0 MOCON INC COM COM 607494101 1632 75068 SH DFND 1 75068 0 0 MODEL N INC COM 607525102 1977 189226 SH DFND 1 189226 0 0 MODINE MFG CO COM COM 607828100 4537 371932 SH DFND 1 371932 0 0 MODUSLINK GLOBAL SOLUTIONS INC COM NEW 60786L206 371 206279 SH DFND 1 206279 0 0 MOELIS & CO CL A 60786M105 6757 175522 SH DFND 1 175355 0 167 MOHAWK INDS INC COM COM 608190104 137048 598064 SH DFND 1 595339 0 2725 MOLINA HEALTHCARE INC COM 60855R100 230 5064 SH DFND 1 2 5064 0 0 MOLINA HEALTHCARE INC COM 60855R100 21765 477318 SH DFND 1 475756 0 1562 MOLSON COORS BREWING CO -B CL B 60871R209 171923 1798885 SH DFND 1 1790931 0 7954 MOLSON COORS BREWING CO -B CL B 60871R209 74 782 SH DFND 1 2 782 0 0 MOMENTA PHARMACEUTICALS INC COM COM 60877T100 7011 525207 SH DFND 1 525207 0 0 MOMENTA PHARMACEUTICALS INC COM COM 60877T100 48 3670 SH DFND 1 2 3670 0 0 MOMO INC - ADR ADR 60879B107 232 6822 SH DFND 1 2 6822 0 0 MOMO INC - ADR ADR 60879B107 1424 41823 SH DFND 1 41823 0 0 MONARCH CASINO & RESORT INC COM COM 609027107 2810 95134 SH DFND 1 95134 0 0 MONDELEZ INTERNATIONAL INC CL A 609207105 664452 15444929 SH DFND 1 15333783 0 111146 MONDELEZ INTERNATIONAL INC CL A 609207105 28 671 SH DFND 1 2 671 0 0 MONEYGRAM INTERNATIONAL INC. COM NEW 60935Y208 4700 279597 SH DFND 1 279597 0 0 MONEYGRAM INTERNATIONAL INC. COM NEW 60935Y208 840 50000 SH DFND 1 2 50000 0 0 MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 19 1389 SH DFND 1 2 1389 0 0 MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 7513 526541 SH DFND 1 526541 0 0 MONOGRAM RESIDENTIAL TRUST I COM 60979P105 15525 1557203 SH DFND 1 1557203 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 127 1388 SH DFND 1 2 1388 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 29321 318362 SH DFND 1 317194 0 1168 MONOTYPE IMAGING HLDGS -REDH COM 61022P100 6740 335343 SH DFND 1 335343 0 0 MONRO MUFFLER BRAKE INC COM COM 610236101 13952 267796 SH DFND 1 267796 0 0 MONSANTO CO NEW COM COM 61166W101 2264 20000 SH DFND 1 2 20000 0 0 MONSANTO CO NEW COM COM 61166W101 464095 4105879 SH DFND 1 4086466 0 19413 MONSTER BEVERAGE CORP COM 61174X109 196401 4259457 SH DFND 1 4225685 0 33772 MOODYS CORP COM COM 615369105 176285 1575749 SH DFND 1 1568534 0 7215 MOOG INC CL A CL A 615394202 16 244 SH DFND 1 2 244 0 0 MOOG INC CL A CL A 615394202 26487 393276 SH DFND 1 393276 0 0 MORGAN STAN EMG MKT DEBT FD COM 61744H105 346 37103 SH DFND 1 2 37103 0 0 MORGAN STANLEY COM NEW 617446448 618456 14456307 SH DFND 1 14394037 0 62270 MORGAN STANLEY CHINA A SH FD COM 617468103 1348 70180 SH DFND 1 2 70180 0 0 MORGAN STANLY INS MUNI INCME COM 46132P108 1502 102988 SH DFND 1 2 102988 0 0 MORNINGSTAR INC COM 617700109 19927 253526 SH DFND 1 253526 0 0 MOSAIC CO COM 61945C103 100955 3464495 SH DFND 1 3449040 0 15455 MOSYS INC COM NEW 619718208 53 25398 SH DFND 1 25398 0 0 MOTORCAR PARTS OF AMERICA IN COM 620071100 4683 152421 SH DFND 1 152421 0 0 MOTOROLA INC COM COM NEW 620076307 143844 1670570 SH DFND 1 1663459 0 7111 MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 307 86227 SH DFND 1 86227 0 0 MOVADO GROUP INC COM COM 624580106 6763 271088 SH DFND 1 271088 0 0 MRC GLOBAL COM 55345K103 12986 708461 SH DFND 1 708461 0 0 MRV COMMUNICATIONS INC COM COM NEW 553477407 271 25709 SH DFND 1 25709 0 0 MSA SAFETY INC COM 553498106 16679 235950 SH DFND 1 234984 0 966 MSC INDL DIRECT INC CL A CL A 553530106 36173 352019 SH DFND 1 350228 0 1791 MSCI INC-A COM 55354G100 74189 763584 SH DFND 1 760348 0 3236 MSG NETWORKS INC CL A 553573106 5 216 SH DFND 1 2 216 0 0 MSG NETWORKS INC CL A 553573106 19717 844449 SH DFND 1 844449 0 0 MTGE INVESTMENT GROUP COM 55378A105 6763 403777 SH DFND 1 399403 0 4374 MTS SYS CORP COM COM 553777103 7436 135095 SH DFND 1 135095 0 0 MUELLER INDS INC COM COM 624756102 15335 448016 SH DFND 1 448016 0 0 MUELLER INDS INC COM COM 624756102 8 252 SH DFND 1 2 252 0 0 MUELLER WATER PRODUCTS INC-A COM SER A 624758108 186 15763 SH DFND 1 2 15763 0 0 MUELLER WATER PRODUCTS INC-A COM SER A 624758108 14153 1197378 SH DFND 1 1197378 0 0 MULTI PACKAGING SOLUTIONS INTERNATIONAL LTD COM G6331W109 623 34750 SH DFND 1 34750 0 0 MULTI-COLOR CORP COM 625383104 7775 109513 SH DFND 1 109014 0 499 MURPHY OIL CORP COM COM 626717102 48598 1702036 SH DFND 1 1694714 0 7322 MURPHY USA INC COM 626755102 20110 273914 SH DFND 1 272845 0 1069 MUTUALFIRST FINL INC COM COM 62845B104 1526 48370 SH DFND 1 48370 0 0 MYERS INDS INC COM COM 628464109 2633 166155 SH DFND 1 166155 0 0 MYLAN NV SHS EURO N59465109 175878 4517233 SH DFND 1 4482063 0 35170 MYLAN NV SHS EURO N59465109 74 1905 SH DFND 1 2 1905 0 0 MYOKARDIA INC COM 62857M105 1771 134730 SH DFND 1 134730 0 0 MYOVANT SCIENCES COM G637AM102 218 18645 SH DFND 1 18645 0 0 MYR GROUP INC/DELAWARE COM 55405W104 7141 174182 SH DFND 1 174182 0 0 MYRIAD GENETICS INC COM COM 62855J104 91 4790 SH DFND 1 2 4790 0 0 MYRIAD GENETICS INC COM COM 62855J104 12605 656517 SH DFND 1 656517 0 0 N T T DOCOMO INC-ADR SPONS ADR 62942M201 703 30126 SH DFND 1 27108 0 3018 NABORS INDS INC COM SHS G6359F103 675 51700 SH DFND 1 2 51700 0 0 NABORS INDS INC COM SHS G6359F103 28271 2163094 SH DFND 1 2154204 0 8890 NABRIVIA THERAPEUTICS AG ADR SPONSORED ADR 62957M104 139 11593 SH DFND 1 11593 0 0 NACCO INDS INC CL A CL A 629579103 2412 34559 SH DFND 1 34559 0 0 NAKED BRANDS GROUP INC COM NEW 629839200 83 34817 SH DFND 1 34817 0 0 NANOMETRICS INC COM COM 630077105 9541 313250 SH DFND 1 313250 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 53 2689 SH DFND 1 2 2689 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 2335 117557 SH DFND 1 117557 0 0 NANOVIRICIDES INC COM NEW 630087203 197 175983 SH DFND 1 175983 0 0 NANTHEALTH INC COM 630104107 365 73741 SH DFND 1 73741 0 0 NANTKWEST INC COM 63016Q102 911 256699 SH DFND 1 256699 0 0 NAPCO SECURITY SYSTEMS INC COM 630402105 366 35939 SH DFND 1 35939 0 0 NASDAQ OMX GROUP COM 631103108 83975 1210736 SH DFND 1 1205777 0 4959 NATERA INC COM 632307104 2086 235287 SH DFND 1 235287 0 0 NATHAN'S FAMOUS INC COM 632347100 1644 26243 SH DFND 1 26243 0 0 NATIONAL AMERICAN UNIVERSITY COM 63245Q105 79 32609 SH DFND 1 32609 0 0 NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 6833 210258 SH DFND 1 210258 0 0 NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 22 699 SH DFND 1 2 699 0 0 NATIONAL BANKSHARES INC/VA COM 634865109 1861 49580 SH DFND 1 49580 0 0 NATIONAL BEVERAGE CORP COM COM 635017106 682 8075 SH DFND 1 2 8075 0 0 NATIONAL BEVERAGE CORP COM COM 635017106 10259 121376 SH DFND 1 121376 0 0 NATIONAL CINEMEDIA INC COM 635309107 6863 543417 SH DFND 1 538727 0 4690 NATIONAL COMMERCE CORP COM 63546L102 2697 73713 SH DFND 1 73713 0 0 NATIONAL FUEL GAS CO N J COM COM 636180101 38085 638803 SH DFND 1 636161 0 2642 NATIONAL GENERAL HLDGS COM 636220303 12832 540076 SH DFND 1 540076 0 0 NATIONAL GRID GROUP PLC SPONSORED ADR SPON ADR NEW 636274300 1298 20450 SH DFND 1 18943 0 1507 NATIONAL HEALTH INVS INC COM COM 63633D104 21718 299030 SH DFND 1 299030 0 0 NATIONAL HEALTHCARE CORP COM COM 635906100 8278 116101 SH DFND 1 116101 0 0 NATIONAL INFO CONSORTIUM IN COM COM 62914B100 10668 528155 SH DFND 1 528155 0 0 NATIONAL INSTRS CORP COM COM 636518102 28313 869586 SH DFND 1 866279 0 3307 NATIONAL OILWELL VARCO INC COM COM 637071101 149173 3726163 SH DFND 1 3709267 0 16896 NATIONAL PRESTO INDS INC COM COM 637215104 3924 38397 SH DFND 1 38397 0 0 NATIONAL RETAIL PROPERTIES INC COM COM 637417106 50501 1158187 SH DFND 1 1153604 0 4583 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 11119 465242 SH DFND 1 465242 0 0 NATIONAL WESTN LIFE INS CO CL A CL A 638517102 5761 18941 SH DFND 1 18941 0 0 NATIONSTAR MORTGAGE HLDGS COM 63861C109 3959 251218 SH DFND 1 251218 0 0 NATL RESEARCH CO CLASS A CL A 637372202 1328 67442 SH DFND 1 67442 0 0 NATURAL ALTERNATIVES INTL COM NEW 638842302 197 22475 SH DFND 1 22475 0 0 NATURAL GAS SERVICES GROUP INC COM 63886Q109 2821 108321 SH DFND 1 108321 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 716 68935 SH DFND 1 68935 0 0 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 2278 78843 SH DFND 1 78635 0 208 NATURES SUNSHINE PRODS INC COM 639027101 627 62738 SH DFND 1 62738 0 0 NATUS MEDICAL INC COM 639050103 16357 416752 SH DFND 1 416752 0 0 NAUTILUS INC COM 63910B102 5670 310713 SH DFND 1 310713 0 0 NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 415 720207 SH DFND 1 720207 0 0 NAVIENT CORP COM 63938C108 55615 3772005 SH DFND 1 3758350 0 13655 NAVIGANT CONSULTING INC COM COM 63935N107 8292 362743 SH DFND 1 362743 0 0 NAVIGATORS GROUP INC COM COM 638904102 10447 192397 SH DFND 1 192397 0 0 NAVIOS MARITIME ACQUISITION SHS Y62159101 210 122556 SH DFND 1 2 122556 0 0 NAVIOS MARITIME ACQUISITION SHS Y62159101 457 265803 SH DFND 1 265803 0 0 NAVISTAR INTL CORP NEW COM COM 63934E108 11513 467663 SH DFND 1 467663 0 0 NAVISTAR INTL CORP NEW COM COM 63934E108 37 1516 SH DFND 1 2 1516 0 0 NBT BANCORP INC COM COM 628778102 14773 398528 SH DFND 1 398528 0 0 NCI BUILDING SYS INC COM COM NEW 628852204 6191 361002 SH DFND 1 361002 0 0 NCI INC-CLASS A CL A 62886K104 1364 90650 SH DFND 1 90650 0 0 NCR CORP NEW COM COM 62886E108 44369 971310 SH DFND 1 967456 0 3854 NEENAH PAPER INC COM 640079109 278 3727 SH DFND 1 2 3727 0 0 NEENAH PAPER INC COM 640079109 9560 127982 SH DFND 1 127982 0 0 NEFF CORP-CLASS A COM CL A 640094207 1779 91484 SH DFND 1 91484 0 0 NEKTAR THERAPEUTICS COM 640268108 31452 1340104 SH DFND 1 1340104 0 0 NELNET INC-CL A CL A 64031N108 13345 304267 SH DFND 1 304267 0 0 NEOGEN CORP COM COM 640491106 20548 313480 SH DFND 1 313480 0 0 NEOGENOMICS COM NEW 64049M209 3313 419958 SH DFND 1 419958 0 0 NEONODE INC COM NEW 64051M402 287 179416 SH DFND 1 179416 0 0 NEOPHOTONICS CORP COM 64051T100 2538 281779 SH DFND 1 281779 0 0 NEOS THERAPEUTICS INC COM 64052L106 669 92956 SH DFND 1 92956 0 0 NEOTHETICS INC COM 64066G101 58 36386 SH DFND 1 36386 0 0 NEOVASC INC COM 64065J106 42 27711 SH DFND 1 27711 0 0 NEPTUNE TECH & BIORESSOURCES COM 64077P108 57 56224 SH DFND 1 56224 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 331 27078 SH DFND 1 27078 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 500 40910 SH DFND 1 2 40910 0 0 NET ELEMENT INC COM NEW 64111R201 25 26887 SH DFND 1 26887 0 0 NETAPP INC COM 64110D104 115 2766 SH DFND 1 2 2766 0 0 NETAPP INC COM 64110D104 127050 3039594 SH DFND 1 3027296 0 12298 NETEASE.COM INC -ADR SPONSORED ADR 64110W102 43041 151982 SH DFND 1 149467 0 2515 NETEASE.COM INC -ADR SPONSORED ADR 64110W102 202 712 SH DFND 1 2 712 0 0 NETFLIX COM INC COM COM 64110L106 604521 4095831 SH DFND 1 4064483 0 31348 NETGEAR INC COM 64111Q104 20471 413145 SH DFND 1 413145 0 0 NETGEAR INC COM 64111Q104 245 4957 SH DFND 1 2 4957 0 0 NETLIST INC COM 64118P109 274 277378 SH DFND 1 277378 0 0 NETSCOUT SYS INC COM COM 64115T104 28412 748676 SH DFND 1 745823 0 2853 NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 267 52458 SH DFND 1 52458 0 0 NETWORK-1 TECHNOLOGIES INC COM 64121N109 414 85393 SH DFND 1 2 85393 0 0 NETWORK-1 TECHNOLOGIES INC COM 64121N109 325 67212 SH DFND 1 67212 0 0 NEURALSTEM INC COM NEW 64127R401 417 79094 SH DFND 1 79094 0 0 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 29328 677323 SH DFND 1 677094 0 229 NEURODERM LTD ORD SHS M74231107 380 14346 SH DFND 1 14346 0 0 NEUSTAR INC-CLASS A CL A 64126X201 13707 413495 SH DFND 1 411796 0 1699 NEVRO CORP COM 64157F103 16469 175766 SH DFND 1 175766 0 0 NEW AGE BEVERAGES INC COM 64157V108 51 12377 SH DFND 1 12377 0 0 NEW JERSEY RES COM COM 646025106 26275 663511 SH DFND 1 660571 0 2940 NEW MEDIA INVESTMENT GROUP COM 64704V106 5841 411061 SH DFND 1 409461 0 1600 NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 10982 182613 SH DFND 1 182127 0 486 NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 458 7590 SH DFND 1 2 7590 0 0 NEW RELIC INC COM 64829B100 8796 237307 SH DFND 1 237307 0 0 NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 50319 2963482 SH DFND 1 2958786 0 4696 NEW SENIOR INVESTMENT GROUP - W/I COM 648691103 6312 618837 SH DFND 1 618837 0 0 NEW YORK & CO COM 649295102 308 158300 SH DFND 1 158300 0 0 NEW YORK CMNTY BANCORP INC COM COM 649445103 49490 3543974 SH DFND 1 3528048 0 15926 NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 5668 918770 SH DFND 1 916491 0 2279 NEW YORK TIMES CO CL A CL A 650111107 13380 929167 SH DFND 1 925411 0 3756 NEWELL RUBBERMAID INC COM COM 651229106 213347 4529506 SH DFND 1 4508310 0 21196 NEWFIELD EXPL CO COM COM 651290108 75318 2043300 SH DFND 1 2034680 0 8620 NEWFIELD EXPL CO COM COM 651290108 65 1782 SH DFND 1 2 1782 0 0 NEWLINK GENETICS CORP COM 651511107 4653 193101 SH DFND 1 193027 0 74 NEWMARKET CORP COM COM 651587107 31538 69587 SH DFND 1 69302 0 285 NEWMONT MINING CORP COM COM 651639106 179343 5448594 SH DFND 1 5425611 0 22983 NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 5142 634816 SH DFND 1 634816 0 0 NEWS CORP CLASS A CL A 65249B109 52224 4022802 SH DFND 1 4006446 0 16356 NEWS CORP CLASS B CL B 65249B208 16639 1233918 SH DFND 1 1228536 0 5382 NEWSTAR FINANCIAL INC COM 65251F105 1816 171709 SH DFND 1 171709 0 0 NEXEO SOLUTIONS INC COM SHS 65342H102 3731 421208 SH DFND 1 421208 0 0 NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 4221 6030539 SH DFND 1 2 6030539 0 0 NEXPOINT RESIDENTIAL COM 65341D102 4338 179559 SH DFND 1 179559 0 0 NEXSTAR BROADCASTING GROUP-A CL A 65336K103 24675 351752 SH DFND 1 351752 0 0 NEXTERA ENERGY INC COM 65339F101 586925 4578611 SH DFND 1 4557807 0 20804 NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 2299 33824 SH DFND 1 33540 0 284 NICHOLAS FINANCIAL INC COM NEW 65373J209 912 85872 SH DFND 1 85872 0 0 NICOLET BANKSHARES INC COM 65406E102 2404 50785 SH DFND 1 50785 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 197 4783 SH DFND 1 2 4783 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 132844 3220469 SH DFND 1 3205570 0 14899 NII HOLDINGS INC COM PAR $0.001 62913F508 884 680380 SH DFND 1 680380 0 0 NIKE INC CL B CL B 654106103 757728 13614888 SH DFND 1 13554420 0 60468 NIMBLE STORAGE INC COM 65440R101 5729 458363 SH DFND 1 458363 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 661 15444 SH DFND 1 14331 0 1113 NISOURCE INC COM COM 65473P105 75084 3160843 SH DFND 1 3146869 0 13974 NISOURCE INC COM COM 65473P105 9 384 SH DFND 1 2 384 0 0 NIVALIS THERAPEUTICS INC COM 65481J109 373 127925 SH DFND 1 127925 0 0 NL INDS INC COM NEW COM NEW 629156407 250 38884 SH DFND 1 38884 0 0 NMI HOLDINGS INC-CLASS CL A 629209305 5141 450993 SH DFND 1 450993 0 0 NN INC COM COM 629337106 5486 217710 SH DFND 1 217710 0 0 NOBILIS HEALTH CORP COM 65500B103 149 88029 SH DFND 1 88029 0 0 NOBLE CORP PLC SHS USD G65431101 11672 1885668 SH DFND 1 1878044 0 7624 NOBLE ENERGY INC COM 655044105 154319 4499941 SH DFND 1 4481152 0 18789 NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 76 14145 SH DFND 1 11449 0 2696 NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 166 26610 SH DFND 1 16789 0 9821 NOODLES & COMPANY CL A 65540B105 869 151166 SH DFND 1 151166 0 0 NORDIC AMER TANKER SHIPPING COM G65773106 1346 164637 SH DFND 1 161433 0 3204 NORDSON CORP COM COM 655663102 53117 432416 SH DFND 1 430761 0 1655 NORDSTROM INC COM COM 655664100 50324 1082204 SH DFND 1 1077141 0 5063 NORFOLK SOUTHERN CORP COM COM 655844108 301587 2697487 SH DFND 1 2684238 0 13249 NORFOLK SOUTHERN CORP COM COM 655844108 29 264 SH DFND 1 2 264 0 0 NORTH AMERICAN ENERGY PARTNERS INC. COM 656844107 372 75209 SH DFND 1 2 75209 0 0 NORTHEAST BANCORP COM NEW 663904209 796 52208 SH DFND 1 52208 0 0 NORTHERN OIL & GAS INC COM 665531109 4 1779 SH DFND 1 2 1779 0 0 NORTHERN OIL & GAS INC COM 665531109 1014 390065 SH DFND 1 390065 0 0 NORTHERN TR CORP COM COM 665859104 192404 2225259 SH DFND 1 2215963 0 9296 NORTHFIELD BANCORP INC COM 66611T108 7152 396942 SH DFND 1 396942 0 0 NORTHRIM BANCORP INC COM 666762109 1660 55270 SH DFND 1 55270 0 0 NORTHROP GRUMMAN CORP COM COM 666807102 422996 1780879 SH DFND 1 1773329 0 7550 NORTHSTAR REALTY EUROPE CORP COM 66706L101 5748 495996 SH DFND 1 495996 0 0 NORTHWEST BANCSHARES INC COM 667340103 20689 1228615 SH DFND 1 1224254 0 4361 NORTHWEST NAT GAS CO COM COM 667655104 16464 278592 SH DFND 1 278592 0 0 NORTHWEST PIPE CO COM COM 667746101 871 55478 SH DFND 1 55478 0 0 NORTHWESTERN CORP COM NEW 668074305 22211 378386 SH DFND 1 376896 0 1490 NORWEGIAN CRUISE LINE HLDGS SHS G66721104 66187 1305129 SH DFND 1 1298646 0 6483 NORWOOD FINANCIAL CORP COM 669549107 763 18558 SH DFND 1 18558 0 0 NOVA LIFESTYLE INC COM 66979P102 155 93961 SH DFND 1 93961 0 0 NOVA MEASURING INSTRUMENTS COM M7516K103 296 15972 SH DFND 1 15972 0 0 NOVADAQ TECHNOLOGIES INC COM 66987G102 225 29004 SH DFND 1 29004 0 0 NOVAN INC COM 66988N106 382 59952 SH DFND 1 59952 0 0 NOVANTA INC COM 67000B104 7317 275622 SH DFND 1 275622 0 0 NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 1405 18918 SH DFND 1 17139 0 1779 NOVAVAX INC COM COM 670002104 3073 2400960 SH DFND 1 2400960 0 0 NOVO NORDISK A S-ADR ADR 670100205 878 25640 SH DFND 1 23516 0 2124 NOVO NORDISK A S-ADR ADR 670100205 107 3138 SH DFND 1 2 3138 0 0 NOVOCURE LTD ORD SHS G6674U108 1041 128632 SH DFND 1 128632 0 0 NOW INC/DE COM 67011P100 13818 814769 SH DFND 1 811457 0 3312 NOW INC/DE COM 67011P100 153 9053 SH DFND 1 2 9053 0 0 NR 4 10/01/2017 NOTE 4.000%10/0 651718AC2 7853 7718000 PRN DFND 1 2 7718000 0 0 NRG ENERGY INC COM NEW 629377508 1379 73781 SH DFND 1 2 73781 0 0 NRG ENERGY INC COM NEW 629377508 69444 3717075 SH DFND 1 3703353 0 13722 NRG YEILD INC CL A NEW 62942X306 6798 390944 SH DFND 1 390944 0 0 NRG YIELD INC-CLASS C CL C 62942X405 9021 509714 SH DFND 1 508025 0 1689 NTN BUZZTIME INC COM PAR 629410606 182 21179 SH DFND 1 21179 0 0 NU SKIN ENTERPRISES INC CL A CL A 67018T105 25715 463015 SH DFND 1 461356 0 1659 NUANCE COMMUNICATIONS INC COM 67020Y100 35402 2046006 SH DFND 1 2046006 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 76 4445 SH DFND 1 2 4445 0 0 NUCOR CORP COM COM 670346105 221318 3710453 SH DFND 1 3695970 0 14483 NUCOR CORP COM COM 670346105 282 4728 SH DFND 1 2 4728 0 0 NUMEREX CORP PA CL A CL A 67053A102 470 98644 SH DFND 1 98644 0 0 NUTANIX INC - A CL A 67059N108 2404 128078 SH DFND 1 128078 0 0 NUTANIX INC - A CL A 67059N108 26 1411 SH DFND 1 2 1411 0 0 NUTRACEUTICAL INTL CORP COM COM 67060Y101 2 92 SH DFND 1 2 92 0 0 NUTRACEUTICAL INTL CORP COM COM 67060Y101 2556 82067 SH DFND 1 82067 0 0 NUTRI/SYSTEM INC COM 67069D108 647 11675 SH DFND 1 2 11675 0 0 NUTRI/SYSTEM INC COM 67069D108 13315 239913 SH DFND 1 239913 0 0 NUVASIVE INC COM 670704105 30784 412221 SH DFND 1 410660 0 1561 NUVECTRA CORP - WI COM 67075N108 347 50948 SH DFND 1 50948 0 0 NUVEEN MD PREM INCM MUN FD COM 67061Q107 841 66334 SH DFND 1 2 66334 0 0 NV5 HOLDING INC COM 62945V109 2351 62550 SH DFND 1 62550 0 0 NVE CORP COM NEW 629445206 3346 40424 SH DFND 1 40424 0 0 NVIDIA CORP COM COM 67066G104 5 54 SH DFND 1 2 54 0 0 NVIDIA CORP COM COM 67066G104 652295 5996235 SH DFND 1 5953697 0 42538 NVR INC COM COM 62944T105 8 4 SH DFND 1 2 4 0 0 NVR INC COM COM 62944T105 56424 26781 SH DFND 1 26674 0 107 NXP SEMICONDUCTORS NV COM N6596X109 80986 786543 SH DFND 1 786543 0 0 NXPI 1 12/01/19 DBCV 1.000%12/0 62952QAB6 5185 4480000 PRN DFND 1 2 4480000 0 0 NXSTAGE MEDICAL INC COM 67072V103 15963 594983 SH DFND 1 594983 0 0 NXT-ID INC COM NEW 67091J206 55 30092 SH DFND 1 30092 0 0 NYMOX PHARMACEUTICAL CORP COM P73398102 77 21281 SH DFND 1 21281 0 0 O R I X CORP-ADR SPONSORED ADR 686330101 279 3762 SH DFND 1 3267 0 495 O REILLY AUTOMOTIVE INC COM COM 67103H107 70 262 SH DFND 1 2 262 0 0 O REILLY AUTOMOTIVE INC COM COM 67103H107 283059 1050274 SH DFND 1 1043704 0 6570 O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 43 18420 SH DFND 1 18420 0 0 OASIS PETROLEUM INC COM 674215108 25181 1765914 SH DFND 1 1765914 0 0 OBALON THERAPEUTICS-REDH COM 67424L100 205 19252 SH DFND 1 19252 0 0 OCCIDENTAL PETE CORP DEL COM COM 674599105 462435 7309139 SH DFND 1 7274376 0 34763 OCEAN BIO-CHEM INC COM 674631106 122 26292 SH DFND 1 26292 0 0 OCEAN RIG UDW INC SHS G66964100 20 71668 SH DFND 1 71668 0 0 OCEANEERING INTL INC COM COM 675232102 21001 775538 SH DFND 1 772514 0 3024 OCEANEERING INTL INC COM COM 675232102 116 4297 SH DFND 1 2 4297 0 0 OCEANFIRST FINL CORP COM COM 675234108 7117 252621 SH DFND 1 252621 0 0 OCERA THERAPEUTICS INC COM 67552A108 80 61628 SH DFND 1 61628 0 0 OCLARO INC COM NEW 67555N206 16830 1713865 SH DFND 1 1713865 0 0 OCLARO INC COM NEW 67555N206 343 35000 SH DFND 1 2 35000 0 0 OCULAR THERAPEUTIX INC COM 67576A100 1627 175361 SH DFND 1 175119 0 242 OCWEN FINL CORP COM COM NEW 675746309 4246 776278 SH DFND 1 776278 0 0 ODYSSEY MARINE EXPLORATION COM NEW 676118201 128 32679 SH DFND 1 32679 0 0 OFFICE DEPOT INC COM COM 676220106 28463 6101467 SH DFND 1 6085550 0 15917 OFG BANCORP COM 67103X102 4039 342368 SH DFND 1 342368 0 0 OGE ENERGY CORP COM COM 670837103 53957 1543078 SH DFND 1 1536895 0 6183 OHIO VY BANC CORP COM COM 677719106 308 11001 SH DFND 1 11001 0 0 OHR PHARMACEUTICAL INC COM NEW 67778H200 127 153509 SH DFND 1 153509 0 0 OIL DRI CORP AMER COM COM 677864100 1238 33218 SH DFND 1 33218 0 0 OIL STS INTL INC COM COM 678026105 13367 403234 SH DFND 1 401650 0 1584 OLD DOMINION FGHT LINES INC COM COM 679580100 29 343 SH DFND 1 2 343 0 0 OLD DOMINION FGHT LINES INC COM COM 679580100 47539 555566 SH DFND 1 553422 0 2144 OLD LINE BANCSHARES INC COM 67984M100 1448 50861 SH DFND 1 50861 0 0 OLD NATL BANCORP IND COM COM 680033107 20185 1163458 SH DFND 1 1163458 0 0 OLD REP INTL CORP COM COM 680223104 45206 2207338 SH DFND 1 2199760 0 7578 OLD SECOND BANCORP INC ILL COM COM 680277100 2373 210956 SH DFND 1 210956 0 0 OLIN CORP COM PAR $1 COM PAR $1 680665205 41482 1262009 SH DFND 1 1256893 0 5116 OLLIE'S BARGAIN OUTLET HOLDINGS, INC COM 681116109 48 1438 SH DFND 1 2 1438 0 0 OLLIE'S BARGAIN OUTLET HOLDINGS, INC COM 681116109 11592 346057 SH DFND 1 346057 0 0 OLYMPIC STEEL INC COM COM 68162K106 1406 75780 SH DFND 1 75780 0 0 OM ASSET MANAGEMENT PLC SHS G67506108 228 15125 SH DFND 1 2 15125 0 0 OM ASSET MANAGEMENT PLC SHS G67506108 3704 245019 SH DFND 1 245019 0 0 OMEGA FLEX INC COM 682095104 1454 30443 SH DFND 1 30443 0 0 OMEGA HEALTHCARE INVS INC COM COM 681936100 54712 1658465 SH DFND 1 1652043 0 6422 OMEGA PROTEIN CORP COM 68210P107 9429 470300 SH DFND 1 470300 0 0 OMEGA PROTEIN CORP COM 68210P107 140 6996 SH DFND 1 2 6996 0 0 OMEROS CORP COM 682143102 4955 327730 SH DFND 1 327730 0 0 OMNICELL INC COM COM 68213N109 12105 297791 SH DFND 1 297791 0 0 OMNICOM GROUP INC COM COM 681919106 211698 2458940 SH DFND 1 2448140 0 10800 OMNICOM GROUP INC COM COM 681919106 138 1611 SH DFND 1 2 1611 0 0 OMNOVA SOLUTIONS INC COM COM 682129101 2967 299757 SH DFND 1 299757 0 0 ON ASSIGNMENT INC COM COM 682159108 18125 373494 SH DFND 1 373494 0 0 ON DECK CAPITAL INC COM 682163100 1683 334040 SH DFND 1 334040 0 0 ON SEMICONDUCTOR CORP COM COM 682189105 54645 3527810 SH DFND 1 3527810 0 0 ONCOBIOLOGICS INC COM 68235M105 40 15052 SH DFND 1 15052 0 0 ONCOCYTE CORP COM 68235C107 89 14961 SH DFND 1 14961 0 0 ONCOGENEX PHARMACEUTICAL INC COM 68230A106 67 152559 SH DFND 1 152559 0 0 ONCOMED PHARMACEUTICALS INC COM 68234X102 5 572 SH DFND 1 2 572 0 0 ONCOMED PHARMACEUTICALS INC COM 68234X102 1513 164316 SH DFND 1 164316 0 0 ONCOSEC MEDICAL INC COM NEW 68234L207 72 57031 SH DFND 1 57031 0 0 ONE GAS INC COM 68235P108 34230 506361 SH DFND 1 504752 0 1609 ONE LIBERTY PROPERTIES INC COM 682406103 3163 135418 SH DFND 1 135418 0 0 ONEBEACON INSURANCE GRP CL A G67742109 3124 195253 SH DFND 1 195253 0 0 ONEMAIN HOLDINGS INC COM 68268W103 10297 414384 SH DFND 1 414384 0 0 ONEOK INC NEW COM COM 682680103 379 6846 SH DFND 1 2 6846 0 0 ONEOK INC NEW COM COM 682680103 143216 2586172 SH DFND 1 2575951 0 10221 OOMA INC COM 683416101 1049 105441 SH DFND 1 105441 0 0 OPEN TEXT CORP COM COM 683715106 4812 141592 SH DFND 1 141592 0 0 OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 27 35913 SH DFND 1 35913 0 0 OPGEN INC COM 68373L109 47 41093 SH DFND 1 41093 0 0 OPHTHOTECH CORP COM 683745103 880 240571 SH DFND 1 240571 0 0 OPKO HEALTH INC COM 68375N103 26 3357 SH DFND 1 2 3357 0 0 OPKO HEALTH INC COM 68375N103 23085 2885702 SH DFND 1 2885702 0 0 OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 1453 85011 SH DFND 1 85011 0 0 OPTICAL CABLE CORP COM COM NEW 683827208 36 12030 SH DFND 1 12030 0 0 OPUS BANK COM 684000102 3978 197423 SH DFND 1 197423 0 0 ORACLE CORP COM COM 68389X105 1298055 29139621 SH DFND 1 29002472 0 137149 ORAGENICS INC COM NEW 684023203 39 89941 SH DFND 1 89941 0 0 ORASURE TECHNOLOGIES INC COM COM 68554V108 7046 544980 SH DFND 1 544980 0 0 ORBCOMM INC COM 68555P100 4964 519817 SH DFND 1 519817 0 0 ORBITAL ATK INC COM 68557N103 43929 448256 SH DFND 1 446477 0 1779 ORBOTECH LTD ORD M75253100 840 26066 SH DFND 1 26066 0 0 ORCHID ISLAND CAPITAL INC COM 68571X103 2401 240370 SH DFND 1 240370 0 0 ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 1649 68731 SH DFND 1 67991 0 740 OREXIGEN THERPEUTCS INC COM NEW 686164302 227 66120 SH DFND 1 66120 0 0 ORGANOVO HOLDINGS INC COM 68620A104 3037 955299 SH DFND 1 955299 0 0 ORIGIN AGRITECH LTD SHS G67828106 27 13533 SH DFND 1 13533 0 0 ORION ENERGY SYSTEMS INC COM 686275108 229 116148 SH DFND 1 116148 0 0 ORION MARINE GROUP INC-REDH COM 68628V308 1466 196358 SH DFND 1 196358 0 0 ORITANI FINANCIAL CORP COM 68633D103 6918 406984 SH DFND 1 406984 0 0 ORMAT TECHNOLOGIES INC COM 686688102 21420 375266 SH DFND 1 375266 0 0 ORRSTOWN FINANCIAL SERVICES INC COM 687380105 1140 51019 SH DFND 1 51019 0 0 ORTHOFIX INTL N V COM COM N6748L102 10273 269284 SH DFND 1 269284 0 0 OSHKOSH TRUCK CORP COM COM 688239201 39261 572408 SH DFND 1 570096 0 2312 OSI SYSTEMS INC COM COM 671044105 10905 149408 SH DFND 1 149408 0 0 OTI ON TRACK INNOVATIONS LTD SHS M8791A109 36 22179 SH DFND 1 22179 0 0 OTONOMY INC COM 68906L105 2541 207439 SH DFND 1 207439 0 0 OTTER TAIL CORP COM COM 689648103 12886 340021 SH DFND 1 340021 0 0 OUTFRONT MEDIA INC COM 69007J106 89 3366 SH DFND 1 2 3366 0 0 OUTFRONT MEDIA INC COM 69007J106 29724 1119573 SH DFND 1 1119468 0 105 OVASCIENCE INC COM 69014Q101 549 293935 SH DFND 1 293844 0 91 OVERSEAS SHIPHOLDING GROUP, INC CL A NEW 69036R863 304 78807 SH DFND 1 2 78807 0 0 OVERSEAS SHIPHOLDING GROUP, INC CL A NEW 69036R863 2061 534040 SH DFND 1 534040 0 0 OVERSTOCK COM INC DEL COM COM 690370101 2176 126553 SH DFND 1 126553 0 0 OWENS & MINOR INC NEW COM COM 690732102 25611 740225 SH DFND 1 736685 0 3540 OWENS & MINOR INC NEW COM COM 690732102 175 5064 SH DFND 1 2 5064 0 0 OWENS CORNING COM 690742101 315 5133 SH DFND 1 2 5133 0 0 OWENS CORNING COM 690742101 80100 1305214 SH DFND 1 1305214 0 0 OWENS ILL INC COM NEW COM NEW 690768403 25992 1275417 SH DFND 1 1270381 0 5036 OWENS REALTY MORTGAGE INC COM 690828108 1915 107630 SH DFND 1 107630 0 0 OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 760 49127 SH DFND 1 49127 0 0 OXFORD INDS INC COM COM 691497309 6678 116635 SH DFND 1 116635 0 0 P A M TRANSN SVCS INC COM COM 693149106 382 23490 SH DFND 1 23381 0 109 PACCAR INC COM COM 693718108 244381 3641538 SH DFND 1 3615476 0 26062 PACIFIC BIOSCIENCES OF CA COM 69404D108 3392 656203 SH DFND 1 656203 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 4211 171913 SH DFND 1 171913 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 1921 280549 SH DFND 1 280549 0 0 PACIFIC MERCANTILE BANCORP COM 694552100 961 127327 SH DFND 1 127327 0 0 PACIFIC PREMIER BANCORP INC COM 69478X105 10924 283398 SH DFND 1 283398 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 16739 367089 SH DFND 1 367089 0 0 PACKAGING CORP AMER COM COM 695156109 70880 773892 SH DFND 1 770884 0 3008 PACWEST BANCORP COM 695263103 52665 988839 SH DFND 1 984118 0 4721 PAIN THERAPEUTICS INC COM COM 69562K100 183 205197 SH DFND 1 205197 0 0 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 220 674147 SH DFND 1 674147 0 0 PALO ALTO NETWORKS INC COM 697435105 70119 622529 SH DFND 1 622529 0 0 PALO ALTO NETWORKS INC COM 697435105 4 41 SH DFND 1 2 41 0 0 PAN AMERICAN SILVER CORP COM COM 697900108 1406 80299 SH DFND 1 80136 0 163 PANDORA MEDIA INC COM 698354107 19940 1688450 SH DFND 1 1688450 0 0 PANDORA MEDIA INC COM 698354107 236 20000 SH DFND 1 2 20000 0 0 PANERA BREAD CO CL A CL A 69840W108 44375 169456 SH DFND 1 168794 0 662 PANHANDLE ROYALTY CO-CL A CL A 698477106 2356 122722 SH DFND 1 122722 0 0 PAPA JOHNS INTL INC COM COM 698813102 17836 222849 SH DFND 1 222033 0 816 PAPA JOHNS INTL INC COM COM 698813102 130 1635 SH DFND 1 2 1635 0 0 PAPA MURPHYS HOLDINGS INC COM 698814100 351 73738 SH DFND 1 73738 0 0 PAR PETROLEUM CORP COM NEW 69888T207 4143 251285 SH DFND 1 251285 0 0 PAR TECHNOLOGY CORP/DEL COM COM 698884103 195 27309 SH DFND 1 27309 0 0 PARAGON COMMERCIAL CORP COM NEW 69911U403 559 10462 SH DFND 1 10462 0 0 PARAMOUNT GOLD MINING CORP COM 69924M109 51 30702 SH DFND 1 30702 0 0 PARAMOUNT GROUP INC COM 69924R108 27398 1690237 SH DFND 1 1690237 0 0 PARATEK PHARMACEUTICALS INC COM 699374302 2867 148962 SH DFND 1 148962 0 0 PARETEUM CORP COM NEW 69946T207 29 34447 SH DFND 1 34447 0 0 PAREXEL INTL CORP COM COM 699462107 28543 452288 SH DFND 1 450717 0 1571 PAREXEL INTL CORP COM COM 699462107 49 787 SH DFND 1 2 787 0 0 PARK CITY GROUP INC COM NEW 700215304 1421 115115 SH DFND 1 115115 0 0 PARK ELECTROCHEMICAL CORP COM COM 700416209 2581 144562 SH DFND 1 144562 0 0 PARK HOTELS & RESORTS INC COM 700517105 29 1138 SH DFND 1 2 1138 0 0 PARK HOTELS & RESORTS INC COM 700517105 32930 1282822 SH DFND 1 1282822 0 0 PARK NATL CORP COM COM 700658107 11377 108149 SH DFND 1 107365 0 784 PARK OHIO HLDGS CORP COM COM 700666100 2469 68690 SH DFND 1 68690 0 0 PARK OHIO HLDGS CORP COM COM 700666100 2 72 SH DFND 1 2 72 0 0 PARK STERLING BANK COM 70086Y105 5428 440989 SH DFND 1 440989 0 0 PARKE BANCORP INC COM 700885106 210 9843 SH DFND 1 9843 0 0 PARKER DRILLING CO COM COM 701081101 1692 967376 SH DFND 1 967376 0 0 PARKER HANNIFIN CORP COM COM 701094104 216760 1353921 SH DFND 1 1347998 0 5923 PARKERVISION INC COM COM NEW 701354300 164 82416 SH DFND 1 82416 0 0 PARKWAY INC COM 70156Q107 7837 394046 SH DFND 1 394046 0 0 PARSLEY ENERGY INC-CLASS A CL A 701877102 55158 1697303 SH DFND 1 1697303 0 0 PARTY CITY HOLDCO INC COM 702149105 2870 204285 SH DFND 1 204285 0 0 PATHEON NV SHS N6865W105 1254 47625 SH DFND 1 47625 0 0 PATRICK INDS INC COM COM 703343103 167 2369 SH DFND 1 2 2369 0 0 PATRICK INDS INC COM COM 703343103 9300 131184 SH DFND 1 131184 0 0 PATRIOT NATIONAL INC COM 70338T102 191 67892 SH DFND 1 67892 0 0 PATTERN ENERGY GROUP INC CL A 70338P100 11382 565456 SH DFND 1 564153 0 1303 PATTERSON COS INC COM 703395103 39501 874458 SH DFND 1 870811 0 3647 PATTERSON UTI ENERGY INC COM COM 703481101 33418 1376948 SH DFND 1 1371762 0 5186 PATTERSON UTI ENERGY INC COM COM 703481101 30 1262 SH DFND 1 2 1262 0 0 PAYCHEX INC COM COM 704326107 223891 3805670 SH DFND 1 3779349 0 26321 PAYCOM SOFTWARE INC COM 70432V102 19370 336814 SH DFND 1 336814 0 0 PAYLOCITY HOLDING CORP COM 70438V106 8185 211907 SH DFND 1 211907 0 0 PAYPAL HOLDINGS INC COM 70450Y103 469299 10924274 SH DFND 1 10839881 0 84393 PB BANCORP INC COM 70454T100 121 11925 SH DFND 1 11925 0 0 PBF ENERGY INC CL A 69318G106 18512 835010 SH DFND 1 834306 0 704 PC CONNECTION COM COM 69318J100 4707 158033 SH DFND 1 158033 0 0 PC-TEL INC COM COM 69325Q105 645 90628 SH DFND 1 90628 0 0 PCM INC COM 69323K100 1346 47998 SH DFND 1 47998 0 0 PCM INC COM 69323K100 24 883 SH DFND 1 2 883 0 0 PDC ENERGY INC COM 69327R101 29084 466479 SH DFND 1 466479 0 0 PDF SOLUTIONS INC COM COM 693282105 4936 218219 SH DFND 1 218219 0 0 PDL BIOPHARMA INC COM COM 69329Y104 4179 1840976 SH DFND 1 1840976 0 0 PDL BIOPHARMA INC COM COM 69329Y104 677 298389 SH DFND 1 2 298389 0 0 PDVWIRELESS INC COM 69290R104 1968 90078 SH DFND 1 90078 0 0 PEAK RESORTS INC COM 70469L100 167 29680 SH DFND 1 29680 0 0 PEAPACK-GLADSTONE FINL CORP COM COM 704699107 4009 135500 SH DFND 1 135500 0 0 PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 173 20437 SH DFND 1 18239 0 2198 PEBBLEBROOK HOTEL TRUST COM 70509V100 19454 666017 SH DFND 1 666017 0 0 PEDEVCO CORP COM NEW 70532Y303 5 61846 SH DFND 1 61846 0 0 PEGASYSTEMS INC COM COM 705573103 14065 320755 SH DFND 1 320755 0 0 PENDRELL CORP CL A NEW 70686R302 544 83842 SH DFND 1 83842 0 0 PENN NATL GAMING INC COM COM 707569109 13345 724113 SH DFND 1 724113 0 0 PENN VIRGINIA CORP COM 70788V102 2027 44803 SH DFND 1 44803 0 0 PENNEY J C INC COM COM 708160106 14320 2324781 SH DFND 1 2315279 0 9502 PENNS WOODS BANCORP INC COM 708430103 1432 32969 SH DFND 1 32969 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT SH BEN INT 709102107 9414 621830 SH DFND 1 621830 0 0 PENNTEX MIDSTREAM PARTNERS COM UNIT LTD 709311104 218 12653 SH DFND 1 12653 0 0 PENNYMAC FINANICAL SERVICE-A CL A 70932B101 2420 141960 SH DFND 1 141960 0 0 PENNYMAC MORTGAGE INVESTMENT COM 70931T103 9034 508971 SH DFND 1 508971 0 0 PENSKE AUTO GROUP COM 70959W103 13440 287135 SH DFND 1 287135 0 0 PENTAIR LTD - REGISTERED SHS G7S00T104 103749 1654906 SH DFND 1 1647604 0 7302 PENUMBRA INC COM 70975L107 16684 199932 SH DFND 1 199932 0 0 PEOPLES BANCORP INC COM COM 709789101 4818 152195 SH DFND 1 152195 0 0 PEOPLES BANCORP OF NC COM 710577107 950 32012 SH DFND 1 32012 0 0 PEOPLES FINANCIAL SERVICES COM 711040105 2305 55165 SH DFND 1 55165 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 51 2816 SH DFND 1 2 2816 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 67170 3695811 SH DFND 1 3680450 0 15361 PEOPLES UTAH BANCORP COM 712706209 3495 132165 SH DFND 1 132165 0 0 PEPSICO INC COM COM 713448108 55 492 SH DFND 1 2 492 0 0 PEPSICO INC COM COM 713448108 1661180 14870323 SH DFND 1 14805019 0 65304 PERCEPTRON INC COM COM 71361F100 422 50712 SH DFND 1 50712 0 0 PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 940 1437491 SH DFND 1 1437491 0 0 PERFICIENT INC COM 71375U101 20 1156 SH DFND 1 2 1156 0 0 PERFICIENT INC COM 71375U101 4743 273222 SH DFND 1 273222 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 11190 470195 SH DFND 1 470195 0 0 PERFORMANT FINANCIAL CORP COM 71377E105 466 159056 SH DFND 1 159056 0 0 PERFUMANIA HOLDINGS INC COM NEW 71376C100 18 14073 SH DFND 1 14073 0 0 PERION NETWORK LTD SHS M78673106 83 46649 SH DFND 1 46649 0 0 PERKINELMER INC COM COM 714046109 64218 1107269 SH DFND 1 1102514 0 4755 PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 106 33924 SH DFND 1 33924 0 0 PERMA-PIPE INTERNATIONAL HOLDINGS INC COM 714167103 113 14425 SH DFND 1 14425 0 0 PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 138 37395 SH DFND 1 37395 0 0 PERRIGO CO PLC SHS G97822103 36 547 SH DFND 1 2 547 0 0 PERRIGO CO PLC SHS G97822103 93102 1404330 SH DFND 1 1398044 0 6286 PERSHING GOLD CORP COM NEW 715302204 347 122372 SH DFND 1 122372 0 0 PETMED EXPRESS INC COM 716382106 3322 164993 SH DFND 1 162549 0 2444 PETROLEUM & RESOURCES COM 00548F105 4512 232364 SH DFND 1 2 232364 0 0 PETROQUEST ENERGY INC COM COM NEW 716748306 200 73129 SH DFND 1 73129 0 0 PFENEX INC COM 717071104 813 140011 SH DFND 1 140011 0 0 PFIZER INC COM COM 717081103 2025708 59296844 SH DFND 1 59023570 0 273274 PFIZER INC COM COM 717081103 684 20000 SH DFND 1 2 20000 0 0 PFSWEB INC COM COM NEW 717098206 774 118648 SH DFND 1 118648 0 0 PG&E CORP COM COM 69331C108 312770 4720266 SH DFND 1 4697331 0 22935 PGT INC -REDH COM 69336V101 3845 357744 SH DFND 1 357744 0 0 PHARMATHENE INC COM 71714G102 1091 1344728 SH DFND 1 1337763 0 6965 PHARMERICA CORP COM 71714F104 10058 429851 SH DFND 1 429851 0 0 PHH CORP COM NEW 693320202 5383 422907 SH DFND 1 422907 0 0 PHI INC COM NON VTG 69336T205 1323 110480 SH DFND 1 110480 0 0 PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 4576 162869 SH DFND 1 162869 0 0 PHILIP MORRIS INTL -SPN COM 718172109 1691297 15001984 SH DFND 1 14934863 0 67121 PHILLIPS 66 COM 718546104 325972 4120997 SH DFND 1 4100410 0 20587 PHOTOMEDEX INC COM PAR NEW 719358400 26 14824 SH DFND 1 14824 0 0 PHOTRONICS INC COM COM 719405102 12596 1177240 SH DFND 1 1177240 0 0 PHYSICIANS REALTY TRUST COM 71943U104 22613 1138096 SH DFND 1 1138096 0 0 PICO HLDGS INC COM NEW COM NEW 693366205 2521 180106 SH DFND 1 180106 0 0 PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 30935 1446915 SH DFND 1 1446915 0 0 PIER 1 IMPORTS INC COM COM 720279108 5287 738418 SH DFND 1 736530 0 1888 PIER 1 IMPORTS INC COM COM 720279108 48 6722 SH DFND 1 2 6722 0 0 PIERIS PHARMACEUTICALS INC COM 720795103 68 26244 SH DFND 1 26244 0 0 PILGRIM'S PRIDE CORP COM 72147K108 26409 1173479 SH DFND 1 1172343 0 1136 PILGRIM'S PRIDE CORP COM 72147K108 0 41 SH DFND 1 2 41 0 0 PINGTAN MARINE ENTERPRISE LT SHS G7114V102 224 46810 SH DFND 1 46810 0 0 PINNACLE ENTERTAINMENT INC COM 72348Y105 9017 461987 SH DFND 1 461987 0 0 PINNACLE FINANCIAL PARTNERS COM 72346Q104 25997 391227 SH DFND 1 391227 0 0 PINNACLE FOODS INC COM 72348P104 51768 894569 SH DFND 1 894569 0 0 PINNACLE WEST CAP CORP COM COM 723484101 95192 1143262 SH DFND 1 1138248 0 5014 PIONEER DRILLING COMPANY COM 723664108 2554 638684 SH DFND 1 638684 0 0 PIONEER MUN HIGH INC ADV TR COM 723762100 776 70688 SH DFND 1 2 70688 0 0 PIONEER MUNICIPAL HIGH INCM COM SHS 723763108 2058 177172 SH DFND 1 2 177172 0 0 PIONEER NAT RES CO COM COM 723787107 293476 1578236 SH DFND 1 1570881 0 7355 PIPER JAFFRAY CO COM 724078100 11521 180447 SH DFND 1 180447 0 0 PITNEY BOWES INC COM COM 724479100 20123 1534955 SH DFND 1 1529211 0 5744 PIXELWORKS INC COM COM NEW 72581M305 602 129267 SH DFND 1 129267 0 0 PIXELWORKS INC COM COM NEW 72581M305 108 23204 SH DFND 1 2 23204 0 0 PJT PARTNERS INC - A W/I COM CL A 69343T107 4984 142056 SH DFND 1 142056 0 0 PLANET FITNESS INC - CL A CL A 72703H101 9107 472614 SH DFND 1 472614 0 0 PLANET PAYMENT INC SHS U72603118 1254 315222 SH DFND 1 315222 0 0 PLANTRONICS INC NEW COM COM 727493108 18458 341123 SH DFND 1 340092 0 1031 PLATFORM SPECIALTY PRODUCTS COM 72766Q105 20795 1597231 SH DFND 1 1597231 0 0 PLAYA HOTELS AND RESORTS SHS N70544106 594 56589 SH DFND 1 56589 0 0 PLEXUS CORP COM COM 729132100 23658 409315 SH DFND 1 409315 0 0 PLUG POWER INC COM COM NEW 72919P202 2415 1750660 SH DFND 1 1750660 0 0 PLURISTEM THERAPEUTICS INC COM 72940R102 70 57518 SH DFND 1 57518 0 0 PLX PHARMA INC COM 25456J104 56 43447 SH DFND 1 43447 0 0 PLY GEM HOLDINGS INC COM 72941W100 4067 206483 SH DFND 1 206483 0 0 PNC FINL SVCS GROUP INC COM COM 693475105 548698 4570121 SH DFND 1 4548116 0 22005 PNM RES INC COM COM 69349H107 22968 620773 SH DFND 1 618304 0 2469 POINTS INTERNATIONAL LTD COM NEW 730843208 45 5876 SH DFND 1 2 5876 0 0 POINTS INTERNATIONAL LTD COM NEW 730843208 75 9842 SH DFND 1 9842 0 0 POLARIS INDS INC COM COM 731068102 42941 512577 SH DFND 1 510633 0 1944 POLARITYTE INC COM 731094108 377 27649 SH DFND 1 27649 0 0 POLYONE CORP COM COM 73179P106 21465 629666 SH DFND 1 627102 0 2564 POLYONE CORP COM COM 73179P106 118 3490 SH DFND 1 2 3490 0 0 POOL CORP COM COM 73278L105 38174 319906 SH DFND 1 318625 0 1281 POPULAR INC COM COM NEW 733174700 34442 845629 SH DFND 1 845629 0 0 PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 30848 694480 SH DFND 1 694480 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 18879 481732 SH DFND 1 481732 0 0 POST HOLDINGS INC COM 737446104 42175 481900 SH DFND 1 479911 0 1989 POTASH CORP SASK INC COM COM 73755L107 429 25128 SH DFND 1 25128 0 0 POTBELLY CORP COM 73754Y100 2706 194688 SH DFND 1 194688 0 0 POTLATCH CORP COM COM 737630103 15249 333691 SH DFND 1 332429 0 1262 POWELL INDS INC COM COM 739128106 2543 73857 SH DFND 1 73857 0 0 POWELL INDS INC COM COM 739128106 261 7588 SH DFND 1 2 7588 0 0 POWER INTEGRATIONS INC COM COM 739276103 45 697 SH DFND 1 2 697 0 0 POWER INTEGRATIONS INC COM COM 739276103 16246 247097 SH DFND 1 247097 0 0 POWER SOLUTIONS INTL INC. COM NEW 73933G202 387 38431 SH DFND 1 38431 0 0 PPG INDS INC COM COM 693506107 265600 2531218 SH DFND 1 2520109 0 11109 PPL CORP COM COM 69351T106 282899 7575591 SH DFND 1 7545372 0 30219 PRA GROUP INC COM 69354N106 12726 383914 SH DFND 1 383914 0 0 PRA HEALTH SCIENCES INC COM 69354M108 21150 324245 SH DFND 1 324245 0 0 PRAXAIR INC COM COM 74005P104 305413 2579141 SH DFND 1 2566446 0 12695 PRAXAIR INC COM COM 74005P104 1208 10187 SH DFND 1 2 10187 0 0 PREFERRED APARTMENT COMMUN - A COM 74039L103 2763 209183 SH DFND 1 209183 0 0 PREFERRED BANK LOS ANGELES COM COM NEW 740367404 5999 111798 SH DFND 1 111798 0 0 PREFORMED LINE PRODUCTS CO COM 740444104 961 18442 SH DFND 1 18442 0 0 PREMIER FINANCIAL BANCORP COM 74050M105 1010 48074 SH DFND 1 48074 0 0 PREMIER INC-CLASS A CL A 74051N102 12871 404397 SH DFND 1 404397 0 0 PRESBIA PLC SHS G7234P100 46 14899 SH DFND 1 14899 0 0 PRESIDIO INC COM 74102M103 706 45655 SH DFND 1 45655 0 0 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 26428 475676 SH DFND 1 474044 0 1632 PRGX GLOBAL INC COM NEW 69357C503 1050 164211 SH DFND 1 164211 0 0 PRICE T ROWE GROUP INC COM COM 74144T108 49 728 SH DFND 1 2 728 0 0 PRICE T ROWE GROUP INC COM COM 74144T108 191820 2818028 SH DFND 1 2807229 0 10799 PRICELINE COM INC COM COM NEW 741503403 350 197 SH DFND 1 2 197 0 0 PRICELINE COM INC COM COM NEW 741503403 934597 525746 SH DFND 1 522148 0 3598 PRICESMART INC COM COM 741511109 17542 190261 SH DFND 1 190261 0 0 PRIMEENERGY CORP COM 74158E104 254 5145 SH DFND 1 5145 0 0 PRIMERICA INC COM 74164M108 28357 344984 SH DFND 1 343565 0 1419 PRIMO WATER CORP COM 74165N105 2638 194274 SH DFND 1 194274 0 0 PRIMORIS SERVICES CORP COM 74164F103 7897 340116 SH DFND 1 340116 0 0 PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 170420 2704133 SH DFND 1 2689439 0 14694 PRIVATEBANCORP INC COM COM 742962103 40802 687266 SH DFND 1 684780 0 2486 PRIVATEBANCORP INC COM COM 742962103 148 2500 SH DFND 1 2 2500 0 0 PROASSURANCE CORP COM COM 74267C106 25793 428105 SH DFND 1 428105 0 0 PROCTER & GAMBLE CO COM COM 742718109 2312290 25770428 SH DFND 1 25653960 0 116468 PROFIRE ENERGY INC COM 74316X101 180 127981 SH DFND 1 127981 0 0 PROGENICS PHARMACEUTICALS I COM COM 743187106 6028 638633 SH DFND 1 638633 0 0 PROGRESS SOFTWARE CORP COM COM 743312100 288 9918 SH DFND 1 2 9918 0 0 PROGRESS SOFTWARE CORP COM COM 743312100 14795 509326 SH DFND 1 509326 0 0 PROGRESSIVE CORP OHIO COM COM 743315103 225172 5755159 SH DFND 1 5730035 0 25124 PROLOGIS INC COM 74340W103 315917 6096736 SH DFND 1 6073793 0 22943 PROOFPOINT INC COM 743424103 29 393 SH DFND 1 2 393 0 0 PROOFPOINT INC COM 743424103 26346 354316 SH DFND 1 354316 0 0 PROQR THERAPEUTICS BV SHS EURO N71542109 57 11588 SH DFND 1 11588 0 0 PROS HOLDINGS INC COM 74346Y103 4685 193686 SH DFND 1 193686 0 0 PROSPERITY BANCSHARES INC COM COM 743606105 35531 509707 SH DFND 1 507545 0 2162 PROTAGONIST THERAPEUTICS INC COM 74366E102 1296 101218 SH DFND 1 101218 0 0 PROTEON THERAPEUTICS INC COM 74371L109 66 38031 SH DFND 1 38031 0 0 PROTEOSTASIS THERAPEUTICS INC COM 74373B109 718 91936 SH DFND 1 91936 0 0 PROTHENA CORP PLC SHS G72800108 17804 319139 SH DFND 1 318937 0 202 PROTO LABS INC COM 743713109 9818 192143 SH DFND 1 192143 0 0 PROVIDENCE SERVICE CORP COM 743815102 4579 103050 SH DFND 1 103050 0 0 PROVIDENT BANCORP INC COM 74383X109 1936 92417 SH DFND 1 92417 0 0 PROVIDENT FINANCIAL SERVICES COM 74386T105 12720 492084 SH DFND 1 492084 0 0 PROVIDENT FINL HLDGS INC COM COM 743868101 819 43927 SH DFND 1 43927 0 0 PRUDENTIAL BANCORP INC COM 74431A101 1619 90710 SH DFND 1 90710 0 0 PRUDENTIAL FINL INC COM COM 744320102 140 1314 SH DFND 1 2 1314 0 0 PRUDENTIAL FINL INC COM COM 744320102 457682 4296206 SH DFND 1 4275920 0 20286 PRUDENTIAL PLC ADR 74435K204 1039 24540 SH DFND 1 22552 0 1988 PS BUSINESS PKS INC CALIF COM COM 69360J107 27772 242003 SH DFND 1 242003 0 0 PSIVIDA CORP COM 74440J101 246 143049 SH DFND 1 143049 0 0 PSYCHEMEDICS CORP COM COM NEW 744375205 617 30817 SH DFND 1 30817 0 0 PSYCHEMEDICS CORP COM COM NEW 744375205 310 15484 SH DFND 1 2 15484 0 0 PTC INC COM 69370C100 48543 923758 SH DFND 1 920165 0 3593 PTC THERAPEUTICS INC COM 69366J200 2659 270264 SH DFND 1 270264 0 0 PUBLIC STORAGE INC COM COM 74460D109 393263 1798523 SH DFND 1 1791610 0 6913 PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 241006 5441323 SH DFND 1 5417073 0 24250 PULMATRIX INC COM 74584P103 138 39706 SH DFND 1 39706 0 0 PULSE BIOSCIENCES INC COM 74587B101 866 42456 SH DFND 1 42456 0 0 PULTE HOMES INC COM COM 745867101 71394 3035549 SH DFND 1 3022662 0 12887 PUMA BIOTECHNOLOGY INC COM 74587V107 8644 232371 SH DFND 1 232371 0 0 PURE CYCLE CORP COM COM NEW 746228303 542 97771 SH DFND 1 97771 0 0 PURE STORAGE INC - CLASS A CL A 74624M102 5712 581146 SH DFND 1 581146 0 0 PVH CORP COM 693656100 5 52 SH DFND 1 2 52 0 0 PVH CORP COM 693656100 89531 866383 SH DFND 1 862904 0 3479 PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 838 85240 SH DFND 1 82606 0 2634 Q2 HOLDINGS INC COM 74736L109 7364 211319 SH DFND 1 211319 0 0 QAD INC - A CL A 74727D306 1738 62420 SH DFND 1 62420 0 0 QAD INC - B CL B 74727D207 885 36919 SH DFND 1 36919 0 0 QCR HOLDINGS INC COM 74727A104 5008 118268 SH DFND 1 118268 0 0 QEP RESOURCES INC COM 74733V100 23372 1838883 SH DFND 1 1831501 0 7382 QIAGEN N V ORD SHS NEW N72482123 14762 509572 SH DFND 1 509572 0 0 QIWI PLC - SPON ADR SPON ADR REP B 74735M108 393 22956 SH DFND 1 22956 0 0 QORVO INC COM 74736K101 89392 1305586 SH DFND 1 1299832 0 5754 QTS REALTY TRUST INC-CL A COM CL A 74736A103 17203 352901 SH DFND 1 352901 0 0 QUAD GRAPHICS INC COM CL A 747301109 508 20161 SH DFND 1 2 20161 0 0 QUAD GRAPHICS INC COM CL A 747301109 10293 407844 SH DFND 1 405864 0 1980 QUAKER CHEM CORP COM COM 747316107 13154 99916 SH DFND 1 99916 0 0 QUALCOMM INC COM COM 747525103 644 11238 SH DFND 1 2 11238 0 0 QUALCOMM INC COM COM 747525103 969153 16922363 SH DFND 1 16812874 0 109489 QUALITY CARE PROPERTIES COM 747545101 20880 1107112 SH DFND 1 1104132 0 2980 QUALITY SYSTEMS INC COM 747582104 11691 767127 SH DFND 1 764551 0 2576 QUALSTAR CORP COM NEW 74758R208 137 25985 SH DFND 1 25985 0 0 QUALYS INC COM 74758T303 9301 245420 SH DFND 1 245420 0 0 QUANEX BUILDING PRODUCTS COM 747619104 5349 264163 SH DFND 1 264163 0 0 QUANTA SVCS INC COM COM 74762E102 57061 1539293 SH DFND 1 1532720 0 6573 QUANTENNA COMMUNICATIONS COM 74766D100 1823 87555 SH DFND 1 87555 0 0 QUANTUM CORP COM DSSG COM DSSG 747906501 1284 1476352 SH DFND 1 1476352 0 0 QUEST DIAGNOSTICS INC COM COM 74834L100 141921 1447301 SH DFND 1 1440967 0 6334 QUEST RESOURCE HOLDING CORP COM NEW 74836W203 99 43175 SH DFND 1 43175 0 0 QUICKLOGIC CORP COM COM 74837P108 845 475107 SH DFND 1 475107 0 0 QUICKLOGIC CORP COM COM 74837P108 11 6377 SH DFND 1 2 6377 0 0 QUIDEL CORP COM COM 74838J101 5081 224463 SH DFND 1 224463 0 0 QUINSTREET INC COM 74874Q100 1110 284704 SH DFND 1 284704 0 0 QUINTILES IMS HOLDINGS INC COM 74876Y101 80570 1000915 SH DFND 1 1000915 0 0 QUMU CORP COM 749063103 261 94015 SH DFND 1 94015 0 0 QUORUM HEALTH CORP COM 74909E106 1159 213177 SH DFND 1 213177 0 0 QUOTIENT LTD SHS G73268107 112 16066 SH DFND 1 16066 0 0 QUOTIENT TECHNOLOGY INC COM 749119103 5159 540254 SH DFND 1 540254 0 0 R1 RCM INC COM 749397105 190 61709 SH DFND 1 61709 0 0 RA PHARMACEUTICALS INC COM 74933V108 1508 70863 SH DFND 1 70863 0 0 RADIAN GROUP INC COM COM 750236101 29382 1636001 SH DFND 1 1636001 0 0 RADIANT LOGISTICS INC COM 75025X100 1298 259719 SH DFND 1 259719 0 0 RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 712 215781 SH DFND 1 215781 0 0 RADISYS CORP COM COM 750459109 1018 254652 SH DFND 1 254652 0 0 RADIUS HEALTH INC COM NEW 750469207 11566 299263 SH DFND 1 299263 0 0 RADNET INC COM 750491102 1617 274192 SH DFND 1 274192 0 0 RADWARE LTD ORD M81873107 384 23795 SH DFND 1 23795 0 0 RAIT INVT TR COM COM NEW 749227609 1964 613842 SH DFND 1 603427 0 10415 RAIT INVT TR COM COM NEW 749227609 372 116491 SH DFND 1 2 116491 0 0 RALPH LAUREN CORP CL A 751212101 55492 680657 SH DFND 1 678173 0 2484 RAMACO RESOURCES INC COM 75134P303 498 51602 SH DFND 1 51602 0 0 RAMBUS INC DEL COM COM 750917106 11640 885909 SH DFND 1 885909 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 9951 709796 SH DFND 1 709796 0 0 RAMCO-GERSHENSON PROPERT S-D 7 1/4 PERP PFD-D CV 751452608 11024 203400 PRN DFND 1 2 203400 0 0 RAND LOGISTICS INC COM 752182105 29 46344 SH DFND 1 46344 0 0 RANDGOLD RESOURCES LTD-ADR ADR 752344309 2013 23065 SH DFND 1 22875 0 190 RANGE RES CORP COM COM 75281A109 54202 1865164 SH DFND 1 1856978 0 8186 RAPID7 INC COM 753422104 2252 150390 SH DFND 1 150390 0 0 RAVE RESTAURANT GROUP INC COM 754198109 92 41524 SH DFND 1 41524 0 0 RAVEN INDS INC COM COM 754212108 8604 296212 SH DFND 1 296212 0 0 RAYMOND JAMES FINANCIAL INC COM COM 754730109 99598 1307802 SH DFND 1 1302283 0 5519 RAYONIER ADVANCED MATERIALS COM 75508B104 9112 677482 SH DFND 1 677482 0 0 RAYONIER INC COM COM 754907103 26579 937893 SH DFND 1 934102 0 3791 RAYTHEON CO COM NEW COM NEW 755111507 489393 3213208 SH DFND 1 3200507 0 12701 RBC BEARINGS INC COM 75524B104 18891 194578 SH DFND 1 194578 0 0 RCI HOSPITALITY HOLDINGS INC COM 74934Q108 910 52575 SH DFND 1 52575 0 0 RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 193 40694 SH DFND 1 40694 0 0 RE/MAX HOLDINGS INC CL A 75524W108 7943 133616 SH DFND 1 133616 0 0 READING INTERNATIONAL INC-A CL A 755408101 1991 128122 SH DFND 1 128122 0 0 REAL INDUSTRY INC COM 75601W104 537 188707 SH DFND 1 188707 0 0 REALNETWORKS INC COM COM NEW 75605L708 861 177988 SH DFND 1 177988 0 0 REALOGY HOLDINGS CORP COM 75605Y106 35145 1179759 SH DFND 1 1179759 0 0 REALPAGE INC COM 75606N109 16036 459510 SH DFND 1 459510 0 0 REALTY INCOME CORP COM COM 756109104 161077 2709621 SH DFND 1 2697918 0 11703 REATA PHARMACEUTICALS INC-A CL A 75615P103 1444 63778 SH DFND 1 63778 0 0 RECRO PHARMA INC COM 75629F109 776 88853 SH DFND 1 88853 0 0 RED HAT INC COM COM 756577102 279 3229 SH DFND 1 2 3229 0 0 RED HAT INC COM COM 756577102 144919 1677837 SH DFND 1 1670136 0 7701 RED LION HOTELS CORP COM 756764106 917 130126 SH DFND 1 130126 0 0 RED ROBIN GOURMET BURGERS COM 75689M101 6149 105211 SH DFND 1 105211 0 0 RED ROCK RESORTS INC-CLASS A CL A 75700L108 6367 287098 SH DFND 1 287098 0 0 REDWOOD TR INC COM COM 758075402 11400 686358 SH DFND 1 686358 0 0 REEDS INC COM 758338107 305 73731 SH DFND 1 73731 0 0 REGAL BELOIT CORP COM COM 758750103 27069 357822 SH DFND 1 356442 0 1380 REGAL ENTMT GROUP CL A CL A 758766109 17322 767157 SH DFND 1 765404 0 1753 REGENCY CTRS CORP COM COM 758849103 114982 1734045 SH DFND 1 1727701 0 6344 REGENERON PHARMACEUTICALS COM COM 75886F107 21 55 SH DFND 1 2 55 0 0 REGENERON PHARMACEUTICALS COM COM 75886F107 283394 732379 SH DFND 1 725963 0 6416 REGENXBIO INC COM 75901B107 3306 171346 SH DFND 1 171346 0 0 REGIONAL MANAGEMENT CORP COM 75902K106 2169 111634 SH DFND 1 111634 0 0 REGIONAL MANAGEMENT CORP COM 75902K106 152 7863 SH DFND 1 2 7863 0 0 REGIONS FINL CORP COM COM 7591EP100 201002 13850291 SH DFND 1 13795764 0 54527 REGIS CORP MINN COM COM 758932107 3117 265957 SH DFND 1 265957 0 0 REGIS CORP MINN COM COM 758932107 92 7892 SH DFND 1 2 7892 0 0 REGULUS THERAPEUTICS INC COM 75915K101 438 265774 SH DFND 1 265774 0 0 REINSURANCE GROUP AMER INC COM COM NEW 759351604 62880 495377 SH DFND 1 493381 0 1996 REIS INC COM 75936P105 1157 64658 SH DFND 1 64658 0 0 RELIANCE STEEL & ALUMINUM C COM COM 759509102 9 118 SH DFND 1 2 118 0 0 RELIANCE STEEL & ALUMINUM C COM COM 759509102 62145 776630 SH DFND 1 774360 0 2270 RELM WIRELESS CORPORATION COM 759525108 394 78830 SH DFND 1 78830 0 0 RELX NV - SPON ADR SPONSORED ADR 75955B102 203 10946 SH DFND 1 7406 0 3540 RELX PLC - SPON ADR SPONSORED ADR 759530108 582 29437 SH DFND 1 25797 0 3640 REMARK MEDIA INC COM 75955K102 171 57898 SH DFND 1 57898 0 0 RENAISSANCE RE HLDGS LTD COM COM G7496G103 48174 333168 SH DFND 1 331898 0 1270 RENASANT CORP COM 75970E107 15050 379202 SH DFND 1 379202 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3048 291676 SH DFND 1 291676 0 0 RENT A CTR INC NEW COM COM 76009N100 3852 434343 SH DFND 1 434343 0 0 RENTECH INC COM NEW 760112201 63 127447 SH DFND 1 127447 0 0 REPLIGEN CORP COM COM 759916109 11395 323737 SH DFND 1 323737 0 0 REPROS THERAPEUTICS INC COM NEW 76028H209 160 133676 SH DFND 1 133676 0 0 REPUBLIC BANCORP KY CL A CL A 760281204 2878 83713 SH DFND 1 83713 0 0 REPUBLIC FIRST BANCORP INC COM 760416107 3977 479199 SH DFND 1 479199 0 0 REPUBLIC SVCS INC COM COM 760759100 147978 2359219 SH DFND 1 2348523 0 10696 RESEARCH FRONTIERS INC COM COM 760911107 139 99765 SH DFND 1 99765 0 0 RESMED INC COM COM 761152107 84667 1176810 SH DFND 1 1171899 0 4911 RESOLUTE ENERGY CORP COM NEW 76116A306 4519 111875 SH DFND 1 111875 0 0 RESOLUTE FOREST PRODUCTS COM 76117W109 2828 518984 SH DFND 1 518984 0 0 RESONANT INC COM 76118L102 94 17518 SH DFND 1 17518 0 0 RESOURCE CAPITAL CORP COM NEW 76120W708 2194 224608 SH DFND 1 224608 0 0 RESOURCES CONNECTION INC COM COM 76122Q105 8317 496549 SH DFND 1 496549 0 0 RESTAURANT BRANDS INT INC COM 76131D103 449 8060 SH DFND 1 7892 0 168 RETAIL OPPORTUNITY INVESTMENT COM 76131N101 23544 1119567 SH DFND 1 1119567 0 0 RETAIL PROPERTIES OF AMERICA, INC CL A 76131V202 31848 2208630 SH DFND 1 2208630 0 0 RETAILMENOT INC COM SER 1 76132B106 5628 694885 SH DFND 1 694885 0 0 RETAILMENOT INC COM SER 1 76132B106 443 54792 SH DFND 1 2 54792 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 46 41762 SH DFND 1 41762 0 0 RETROPHIN INC COM 761299106 6165 333994 SH DFND 1 333958 0 36 REV GROUP INC COM 749527107 2592 94034 SH DFND 1 94034 0 0 REVANCE THERAPEUTICS INC COM 761330109 3711 178435 SH DFND 1 178435 0 0 REVLON INC CL A CL A NEW 761525609 2835 101822 SH DFND 1 101822 0 0 REVOLUTION LIGHTING TECHNOLOGIES INC COM NEW 76155G206 201 26967 SH DFND 1 26967 0 0 REX AMERICAN RESOURCES CORP COM 761624105 4335 47910 SH DFND 1 47738 0 172 REX ENERGY CORP COM 761565100 236 504613 SH DFND 1 504613 0 0 REXAHN PHARMACEUTICALS INC COM 761640101 658 1290365 SH DFND 1 1290365 0 0 REXFORD INDUSTRIAL REALTY INC COM 76169C100 13288 590078 SH DFND 1 590078 0 0 REXNORD CORP COM 76169B102 17255 747655 SH DFND 1 747655 0 0 REYNOLDS AMERICAN INC COM 761713106 474328 7538177 SH DFND 1 7502395 0 35782 REYNOLDS AMERICAN INC COM 761713106 945 15000 SH DFND 1 2 15000 0 0 RF INDS LTD COM PAR $0.01 COM PAR $0.01 749552105 29 19760 SH DFND 1 19760 0 0 RGC RESOURCES INC COM 74955L103 1231 55958 SH DFND 1 55958 0 0 RH COM 74967X103 462 9988 SH DFND 1 2 9988 0 0 RH COM 74967X103 13847 299340 SH DFND 1 299340 0 0 RICE ENERGY INC COM 762760106 31629 1334595 SH DFND 1 1334595 0 0 RICEBRAN TECHNOLOGIES COM NEW 762831204 13 15640 SH DFND 1 15640 0 0 RICHARDSON ELECTRS LTD COM COM 763165107 413 68621 SH DFND 1 68621 0 0 RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 3350 1012241 SH DFND 1 1012241 0 0 RIGHTSIDE GROUP LTD COM 76658B100 765 77138 SH DFND 1 77138 0 0 RIGNET INC COM 766582100 2075 96748 SH DFND 1 96748 0 0 RING ENERGY INC COM 76680V108 3751 346733 SH DFND 1 346733 0 0 RINGCENTRAL INC CL A 76680R206 12979 458641 SH DFND 1 458641 0 0 RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 104 2561 SH DFND 1 2 2561 0 0 RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 920 22619 SH DFND 1 21650 0 969 RITE AID CORP COM COM 767754104 32533 7657691 SH DFND 1 7657691 0 0 RITE AID CORP COM COM 767754104 297 70000 SH DFND 1 2 70000 0 0 RITTER PHARMACEUTICALS COM 767836109 42 29614 SH DFND 1 29614 0 0 RIVERVIEW BANCORP INC COM 769397100 1210 169305 SH DFND 1 169305 0 0 RLI CORP COM COM 749607107 17820 296903 SH DFND 1 295092 0 1811 RLJ ENTERTAINMENT INC COM NEW 74965F203 231 93496 SH DFND 1 93496 0 0 RLJ LODGING TRUST COM 74965L101 41596 1769324 SH DFND 1 1769324 0 0 RMG NETWORKS HOLDING CORP COM 74966K102 21 27670 SH DFND 1 27670 0 0 RMR GROUP INC/THE - A CL A 74967R106 4605 93039 SH DFND 1 93018 0 21 RMR GROUP INC/THE - A CL A 74967R106 211 4275 SH DFND 1 2 4275 0 0 RMR REAL ESTATE INCOME FUND COM 76970B101 3542 168713 SH DFND 1 2 168713 0 0 ROADRUNNER TRANSPORTATION COM 76973Q105 2057 299470 SH DFND 1 299470 0 0 ROADRUNNER TRANSPORTATION COM 76973Q105 0 19 SH DFND 1 2 19 0 0 ROBERT HALF INTL INC COM COM 770323103 79944 1638991 SH DFND 1 1633183 0 5808 ROCKET FUEL INC COM 773111109 1230 229560 SH DFND 1 229560 0 0 ROCKWELL AUTOMATION INC COM COM 773903109 218682 1406193 SH DFND 1 1400114 0 6079 ROCKWELL AUTOMATION INC COM COM 773903109 21 139 SH DFND 1 2 139 0 0 ROCKWELL COLLINS INC COM COM 774341101 131626 1356559 SH DFND 1 1350914 0 5645 ROCKWELL COLLINS INC COM COM 774341101 26 269 SH DFND 1 2 269 0 0 ROCKWELL MEDICAL INC COM 774374102 2326 371700 SH DFND 1 371700 0 0 ROCKY BRANDS INC COM 774515100 463 40116 SH DFND 1 40116 0 0 ROGERS CORP COM COM 775133101 14153 164827 SH DFND 1 164827 0 0 ROKA BIOSCIENCE INC COM NEW 775431208 43 12233 SH DFND 1 12233 0 0 ROLLINS INC COM COM 775711104 26870 723687 SH DFND 1 720730 0 2957 ROPER TECHNOLOGIES INC COM 776696106 201643 977956 SH DFND 1 973556 0 4400 ROSETTA STONE INCE COM 777780107 1162 119211 SH DFND 1 119211 0 0 ROSS STORES INC COM COM 778296103 213 3235 SH DFND 1 2 3235 0 0 ROSS STORES INC COM COM 778296103 302429 4596834 SH DFND 1 4568240 0 28594 ROWAN COS INC COM SHS CL A G7665A101 14863 954006 SH DFND 1 950143 0 3863 ROYAL BANCSHARES PA INC CL A CL A 780081105 163 42026 SH DFND 1 42026 0 0 ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 190 31330 SH DFND 1 30060 0 1270 ROYAL BK CDA MONTREAL QUE COM COM 780087102 808 11091 SH DFND 1 10271 0 820 ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 161599 1649472 SH DFND 1 1641923 0 7549 ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 109 1118 SH DFND 1 2 1118 0 0 ROYAL DUTCH / SHELL GROUP-ADR SPON ADR B 780259107 2955 52935 SH DFND 1 51616 0 1319 ROYAL DUTCH / SHELL GROUP-ADR SPONS ADR A 780259206 318 6031 SH DFND 1 5301 0 730 ROYAL GOLD INC COM COM 780287108 37822 539929 SH DFND 1 537903 0 2026 ROYCE GLOBAL VALUE TRUST COM 78081T104 405 46131 SH DFND 1 2 46131 0 0 ROYCE VALUE TRUST COM 780910105 1444 103149 SH DFND 1 2 103149 0 0 RPC INC COM COM 749660106 107 5875 SH DFND 1 2 5875 0 0 RPC INC COM COM 749660106 8596 469505 SH DFND 1 469175 0 330 RPM INTERNATIONAL INC COM 749685103 54097 983053 SH DFND 1 978920 0 4133 RPX CORP COM 74972G103 11382 948574 SH DFND 1 947958 0 616 RSP PERMIAN INC COM 74978Q105 35038 845727 SH DFND 1 845727 0 0 RTI SURGICAL INC COM 74975N105 1825 456346 SH DFND 1 456346 0 0 RUBICON PROJECT INC COM 78112V102 2118 359685 SH DFND 1 359685 0 0 RUBICON PROJECT INC COM 78112V102 5 946 SH DFND 1 2 946 0 0 RUBICON TECHNOLOGY INC-REDH COM 78112T107 99 119364 SH DFND 1 119364 0 0 RUBY TUESDAY INC COM COM 781182100 1205 429118 SH DFND 1 429118 0 0 RUDOLPH TECHNOLOGIES INC COM COM 781270103 11830 528139 SH DFND 1 522697 0 5442 RUSH ENTERPRISES INC - CL B CL B 781846308 484 15536 SH DFND 1 15536 0 0 RUSH ENTERPRISES INC-CL A CL A 781846209 11065 334520 SH DFND 1 334520 0 0 RUSH ENTERPRISES INC-CL A CL A 781846209 227 6873 SH DFND 1 2 6873 0 0 RUTH'S CHRIS STEAK HOUSE COM 783332109 5207 259707 SH DFND 1 259707 0 0 RXI PHARMACEUTICALS COM 74979C501 21 26638 SH DFND 1 26638 0 0 RYAM 8 08/15/19 PFD CV SER A 75508B203 14427 140000 PRN DFND 1 2 140000 0 0 RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR NE 783513203 9612 115837 SH DFND 1 115661 0 176 RYDER SYS INC COM COM 783549108 41559 551479 SH DFND 1 549141 0 2338 RYERSON HOLDING CORP COM 783754104 2009 159503 SH DFND 1 159503 0 0 RYL 1 5/8 05/15/18 NOTE 1.625% 5/1 783764AQ6 2511 2000000 PRN DFND 1 2 2000000 0 0 RYMAN HOSPITALITY PROPERTIES COM 78377T107 95 1540 SH DFND 1 2 1540 0 0 RYMAN HOSPITALITY PROPERTIES COM 78377T107 33945 549015 SH DFND 1 549015 0 0 S & T BANCORP INC COM COM 783859101 10603 306459 SH DFND 1 306459 0 0 S&P GLOBAL INC COM 78409V104 299478 2294233 SH DFND 1 2282875 0 11358 S&W SEED CO COM 785135104 233 47087 SH DFND 1 47087 0 0 SABAN CAPITAL ACQUISITION CO UNIT 99/99/9999 78516C205 2112 200000 SH DFND 1 2 200000 0 0 SABRA HEALTH CARE REIT COM 78573L106 14478 518388 SH DFND 1 518388 0 0 SABRE CORP COM 78573M104 8 421 SH DFND 1 2 421 0 0 SABRE CORP COM 78573M104 34904 1647766 SH DFND 1 1647766 0 0 SAFEGUARD SCIENTIFICS INC COM COM NEW 786449207 1863 146721 SH DFND 1 146721 0 0 SAFETY INSURANCE GROUP INC COM 78648T100 8412 120003 SH DFND 1 120003 0 0 SAGA COMMUNICATIONS CL A CL A NEW 786598300 1459 28599 SH DFND 1 28599 0 0 SAGE THERAPEUTICS INC COM 78667J108 19036 267861 SH DFND 1 267861 0 0 SAIA INC COM 78709Y105 8886 200588 SH DFND 1 200588 0 0 SAJAN INC COM NEW 79379T202 222 63252 SH DFND 1 63252 0 0 SALEM COMMUNICATIONS CORP D CL A CL A 794093104 613 82367 SH DFND 1 82367 0 0 SALESFORCE.COM INC COM 79466L302 477183 5793802 SH DFND 1 5764774 0 29028 SALLY BEAUTY HOLDINGS INC COM 79546E104 149 7291 SH DFND 1 2 7291 0 0 SALLY BEAUTY HOLDINGS INC COM 79546E104 21807 1066885 SH DFND 1 1062459 0 4426 SANCHEZ ENERGY CORP COM 79970Y105 123 12964 SH DFND 1 2 12964 0 0 SANCHEZ ENERGY CORP COM 79970Y105 10017 1050008 SH DFND 1 1050008 0 0 SANDERSON FARMS INC COM COM 800013104 78 759 SH DFND 1 2 759 0 0 SANDERSON FARMS INC COM COM 800013104 25143 242141 SH DFND 1 242141 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 2464 133265 SH DFND 1 133265 0 0 SANDY SPRING BANCORP INC COM COM 800363103 10363 252837 SH DFND 1 252837 0 0 SANGAMO BIOSCIENCES INC COM COM 800677106 3296 633964 SH DFND 1 633964 0 0 SANMINA CORP COM 801056102 45 1122 SH DFND 1 2 1122 0 0 SANMINA CORP COM 801056102 34643 853292 SH DFND 1 853292 0 0 SANOFI AVENTIS ADR SPONSORED ADR 80105N105 282 6243 SH DFND 1 2 6243 0 0 SANOFI AVENTIS ADR SPONSORED ADR 80105N105 1694 37441 SH DFND 1 35671 0 1770 SANTANDER CONSUMER USA HOLDINGS COM 80283M101 11631 873258 SH DFND 1 873258 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR SPON ADR 803054204 1311 13360 SH DFND 1 12500 0 860 SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 831 64545 SH DFND 1 64545 0 0 SAREPTA THERAPEUTICS INC COM 803607100 12462 421047 SH DFND 1 421047 0 0 SAUL CTRS INC COM COM 804395101 58 946 SH DFND 1 2 946 0 0 SAUL CTRS INC COM COM 804395101 7012 113803 SH DFND 1 113803 0 0 SBA COMMUNICATIONS CORP COM CL A 78410G104 112504 934999 SH DFND 1 934999 0 0 SCANA CORP NEW COM COM 80589M102 91540 1402785 SH DFND 1 1396599 0 6186 SCANA CORP NEW COM COM 80589M102 27 420 SH DFND 1 2 420 0 0 SCANSOURCE INC COM COM 806037107 15722 400568 SH DFND 1 400568 0 0 SCHEIN HENRY INC COM COM 806407102 148454 874511 SH DFND 1 868838 0 5673 SCHLUMBERGER LTD COM COM 806857108 1052513 13495876 SH DFND 1 13433276 0 62600 SCHLUMBERGER LTD COM COM 806857108 44 576 SH DFND 1 2 576 0 0 SCHNITZER STL INDS CL A CL A 806882106 5482 265481 SH DFND 1 265121 0 360 SCHOLASTIC CORP COM COM 807066105 9547 224285 SH DFND 1 224285 0 0 SCHULMAN A INC COM COM 808194104 7548 240007 SH DFND 1 240007 0 0 SCHWAB CHARLES CORP NEW COM COM 808513105 441495 10835156 SH DFND 1 10782605 0 52551 SCHWEITZER-MAUDUIT INTL INC COM COM 808541106 16864 407154 SH DFND 1 407154 0 0 SCICLONE PHARMACEUTICALS IN COM COM 80862K104 4050 413282 SH DFND 1 413282 0 0 SCIENCE APPLICATIONS INTERNATIONAL COM 808625107 27145 364863 SH DFND 1 363506 0 1357 SCIENTIFIC GAMES CORP CL A CL A 80874P109 411 17385 SH DFND 1 2 17385 0 0 SCIENTIFIC GAMES CORP CL A CL A 80874P109 10520 444856 SH DFND 1 444856 0 0 SCMP 3 1/4 12/15/21 DBCV 3.250%12/1 864909AA4 5936 6000000 PRN DFND 1 2 6000000 0 0 SCORPIO BULKERS INC COM Y7546A122 857 93190 SH DFND 1 93190 0 0 SCORPIO TANKERS INC SHS Y7542C106 1923 433147 SH DFND 1 423795 0 9352 SCOTTS MIRACLE-GRO CO CL A 810186106 31350 335690 SH DFND 1 334159 0 1531 SCRIPPS E W CO OHIO CL A CL A NEW 811054402 10145 432829 SH DFND 1 432829 0 0 SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 92713 1184294 SH DFND 1 1180163 0 4131 SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 321 4103 SH DFND 1 2 4103 0 0 SCYNEXIS INC COM 811292101 364 131952 SH DFND 1 131952 0 0 SEABOARD CORP COM COM 811543107 9643 2313 SH DFND 1 2313 0 0 SEACHANGE INTL INC COM COM 811699107 449 181276 SH DFND 1 181276 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 7039 293554 SH DFND 1 293554 0 0 SEACOR HOLDINGS INC COM 811904101 8782 126932 SH DFND 1 126932 0 0 SEADRILL LTD SHS G7945E105 1032 625575 SH DFND 1 625575 0 0 SEADRILL LTD SHS G7945E105 36 22263 SH DFND 1 2 22263 0 0 SEAGATE TECHNOLOGY SHS G7945M107 146523 3194232 SH DFND 1 3172918 0 21314 SEAGATE TECHNOLOGY SHS G7945M107 544 11861 SH DFND 1 2 11861 0 0 SEALED AIR CORP NEW COM COM 81211K100 82795 1902538 SH DFND 1 1894066 0 8472 SEALED AIR CORP NEW COM COM 81211K100 47 1094 SH DFND 1 2 1094 0 0 SEARS CANADA INC COM 81234D109 60 43368 SH DFND 1 43368 0 0 SEARS HOLDING CORP COM 812350106 4 431 SH DFND 1 2 431 0 0 SEARS HOLDING CORP COM 812350106 4069 354192 SH DFND 1 354192 0 0 SEARS HOMETOWN & OUTLET STORES INC COM 812362101 325 83358 SH DFND 1 83358 0 0 SEASPINE HOLDINGS CORP COM 81255T108 417 53200 SH DFND 1 53200 0 0 SEATTLE GENETICS INC COM COM 812578102 49710 791093 SH DFND 1 791093 0 0 SEATTLE GENETICS INC COM COM 812578102 266 4246 SH DFND 1 2 4246 0 0 SEAWORLD ENTERTAINMENT INC COM 81282V100 8963 490640 SH DFND 1 489260 0 1380 SECOND SIGHT MEDICAL PRODUCT COM 81362J100 172 142231 SH DFND 1 142231 0 0 SECUREWORKS CORP - A CL A 81374A105 790 83252 SH DFND 1 83252 0 0 SECURITY NATL FINL CORP-CL A CL A NEW 814785309 353 51912 SH DFND 1 51912 0 0 SEI INVESTMENTS CO COM COM 784117103 61300 1215700 SH DFND 1 1210520 0 5180 SEI INVESTMENTS CO COM COM 784117103 328 6509 SH DFND 1 2 6509 0 0 SELECT COMFORT CORP COM COM 81616X103 8682 350250 SH DFND 1 350250 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 15068 584270 SH DFND 1 584270 0 0 SELECT MEDICAL HOLDINGS CORP COM 81619Q105 114 8581 SH DFND 1 2 8581 0 0 SELECT MEDICAL HOLDINGS CORP COM 81619Q105 13296 996029 SH DFND 1 994984 0 1045 SELECTA BIOSCIENCES INC COM 816212104 708 49480 SH DFND 1 49480 0 0 SELECTIVE INS GROUP INC COM COM 816300107 29336 622190 SH DFND 1 622190 0 0 SELF STORAGE GROUP INC COM 37955N106 356 74849 SH DFND 1 74849 0 0 SEMGROUP CORP A CL A 81663A105 112 3128 SH DFND 1 2 3128 0 0 SEMGROUP CORP A CL A 81663A105 15597 433257 SH DFND 1 432841 0 416 SEMPRA ENERGY COM COM 816851109 272714 2471442 SH DFND 1 2460570 0 10872 SEMTECH CORP COM COM 816850101 19150 566592 SH DFND 1 566592 0 0 SEMTECH CORP COM COM 816850101 145 4297 SH DFND 1 2 4297 0 0 SENECA FOODS CORP - CL A CL A 817070501 2925 81041 SH DFND 1 81041 0 0 SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 51597 2548020 SH DFND 1 2539639 0 8381 SENOMYX INC COM COM 81724Q107 268 271144 SH DFND 1 271144 0 0 SENSATA TECHNOLOGIES HOLDING SHS N7902X106 44475 1018925 SH DFND 1 1018925 0 0 SENSEONICS HOLDINGS INC COM 81727U105 190 106270 SH DFND 1 106270 0 0 SENSIENT TECHNOLOGIES CORP COM COM 81725T100 27734 349914 SH DFND 1 348546 0 1368 SEQUENTIAL BRANDS GROUP INC COM 81734P107 1338 344084 SH DFND 1 344084 0 0 SERES THERAPEUTICS INC COM 81750R102 1874 166325 SH DFND 1 166325 0 0 SERITAGE GROWTH PROPERTIES - A CL A 81752R100 10063 233227 SH DFND 1 233227 0 0 SERVICE CORP INTL COM COM 817565104 43028 1393408 SH DFND 1 1387587 0 5821 SERVICEMASTER GLOBAL HOLDING COM 81761R109 41079 983948 SH DFND 1 983948 0 0 SERVICENOW INC COM 81762P102 98731 1129244 SH DFND 1 1129244 0 0 SERVICESOURCE INTERNATIONAL COM 81763U100 1968 507246 SH DFND 1 507246 0 0 SERVISFIRST BANCSHARES INC COM 81768T108 13916 382544 SH DFND 1 382544 0 0 SFLY 0 1/4 05/15/18 NOTE 0.250% 5/1 82568PAB2 5532 5539000 PRN DFND 1 2 5539000 0 0 SHAKE SHACK INC - CLASS A CL A 819047101 3989 119450 SH DFND 1 119450 0 0 SHARPS COMPLIANCE CORP COM 820017101 285 60041 SH DFND 1 60041 0 0 SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 10510 374707 SH DFND 1 374707 0 0 SHERWIN WILLIAMS CO COM COM 824348106 250495 808672 SH DFND 1 805162 0 3510 SHILOH INDS INC COM COM 824543102 757 55563 SH DFND 1 55563 0 0 SHIP FINANCE INTL LTD SHS G81075106 1463 99529 SH DFND 1 98780 0 749 SHIRE LTD-ADR SPONSORED ADR 82481R106 8896 51062 SH DFND 1 48310 0 2752 SHOE CARNIVAL INC COM COM 824889109 5420 220630 SH DFND 1 220630 0 0 SHOE CARNIVAL INC COM COM 824889109 117 4800 SH DFND 1 2 4800 0 0 SHORE BANCSHARES INC COM COM 825107105 1286 76971 SH DFND 1 76971 0 0 SHORETEL INC COM 825211105 37 6030 SH DFND 1 2 6030 0 0 SHORETEL INC COM 825211105 3517 571994 SH DFND 1 571994 0 0 SHUTTERFLY INC COM 82568P304 14451 299270 SH DFND 1 299270 0 0 SHUTTERSTOCK INC COM 825690100 6186 149611 SH DFND 1 149611 0 0 SI FINANCIAL GROUP INC COM 78425V104 914 65077 SH DFND 1 65077 0 0 SIENTRA INC COM 82621J105 730 86792 SH DFND 1 86792 0 0 SIERRA BANCORP COM 82620P102 2303 83977 SH DFND 1 83977 0 0 SIERRA ONCOLOGY INC COM 82640U107 59 38853 SH DFND 1 38853 0 0 SIERRA WIRELESS INC COM 826516106 477 17975 SH DFND 1 17975 0 0 SIERRA WIRELESS INC COM 826516106 228 8591 SH DFND 1 2 8591 0 0 SIFY LTD-ADR SPONSORED ADR 82655M107 18 20283 SH DFND 1 20283 0 0 SIGMA DESIGNS INC COM COM 826565103 1883 301403 SH DFND 1 301403 0 0 SIGMATRON INTERNATIONAL INC COM 82661L101 56 11463 SH DFND 1 11463 0 0 SIGNATURE BANK COM 82669G104 64782 436717 SH DFND 1 435046 0 1671 SIGNATURE BANK COM 82669G104 7 53 SH DFND 1 2 53 0 0 SIGNET JEWELERS LTD SHS G81276100 45927 663982 SH DFND 1 660947 0 3035 SILGAN HOLDINGS INC COM COM 827048109 19315 325403 SH DFND 1 324250 0 1153 SILICOM LIMITED ORD M84116108 667 13434 SH DFND 1 13434 0 0 SILICON LABORATORIES INC COM COM 826919102 14 201 SH DFND 1 2 201 0 0 SILICON LABORATORIES INC COM COM 826919102 29716 404035 SH DFND 1 402744 0 1291 SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 859 18386 SH DFND 1 18386 0 0 SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 335 41454 SH DFND 1 37674 0 3780 SILVER BAY REALTY TRUST COM 82735Q102 7145 332832 SH DFND 1 332832 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 3448 305422 SH DFND 1 305422 0 0 SILVER STD RES INC COM COM 82823L106 691 65099 SH DFND 1 65099 0 0 SILVERCREST ASSET MANAGEMENT GORUP INC CL A 828359109 549 41312 SH DFND 1 41312 0 0 SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 14080 255312 SH DFND 1 255312 0 0 SIMON PPTY GROUP INC NEW COM COM 828806109 591098 3440437 SH DFND 1 3426602 0 13835 SIMON PPTY GROUP INC NEW COM COM 828806109 30 175 SH DFND 1 2 175 0 0 SIMPSON MANUFACTURING CO IN COM COM 829073105 13458 312341 SH DFND 1 312341 0 0 SIMPSON MANUFACTURING CO IN COM COM 829073105 15 354 SH DFND 1 2 354 0 0 SIMULATIONS PLUS INC COM 829214105 731 62227 SH DFND 1 62227 0 0 SINA CORP ORD G81477104 7876 109517 SH DFND 1 109517 0 0 SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 28 705 SH DFND 1 2 705 0 0 SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 26348 650589 SH DFND 1 650589 0 0 SINGAPORE FD INC COM 003244100 171 15861 SH DFND 1 2 15861 0 0 SINOVAC BIOTECH LTD SHS P8696W104 225 39476 SH DFND 1 39476 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 4 831 SH DFND 1 2 831 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 75408 14647088 SH DFND 1 14512620 0 134468 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 6921 142980 SH DFND 1 142980 0 0 SITO MOBILE LTD COM NEW 82988R203 240 93580 SH DFND 1 93580 0 0 SIX FLAGS ENTERTAINMENT CORP COM 83001A102 36207 608627 SH DFND 1 606682 0 1945 SIX FLAGS ENTERTAINMENT CORP COM 83001A102 67 1137 SH DFND 1 2 1137 0 0 SJW CORP COM COM 784305104 6142 127377 SH DFND 1 127377 0 0 SKECHERS U S A INC CL A CL A 830566105 26850 978163 SH DFND 1 974010 0 4153 SKYLINE CORP COM COM 830830105 493 52358 SH DFND 1 52358 0 0 SKYLINE MEDICAL INC COM PAR 83084T606 40 19298 SH DFND 1 19298 0 0 SKYWEST INC COM COM 830879102 14689 428882 SH DFND 1 428882 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 22 230 SH DFND 1 2 230 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 212366 2170020 SH DFND 1 2156296 0 13724 SL GREEN RLTY CORP COM COM 78440X101 121986 1145516 SH DFND 1 1141174 0 4342 SL GREEN RLTY CORP COM COM 78440X101 29 281 SH DFND 1 2 281 0 0 SLM CORP COM 78442P106 42469 3509889 SH DFND 1 3496588 0 13301 SM ENERGY CO COM 78454L100 1494 62200 SH DFND 1 2 62200 0 0 SM ENERGY CO COM 78454L100 18232 759043 SH DFND 1 756027 0 3016 SMART & FINAL STORES INC COM 83190B101 2615 216182 SH DFND 1 216182 0 0 SMART SAND INC COM 83191H107 3030 186478 SH DFND 1 186478 0 0 SMARTFINANCIAL INC COM NEW 83190L208 320 15234 SH DFND 1 15234 0 0 SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 384 12430 SH DFND 1 11301 0 1129 SMITH A O COM COM 831865209 62823 1228395 SH DFND 1 1223841 0 4554 SMITH A O COM COM 831865209 11 230 SH DFND 1 2 230 0 0 SMITH MICRO SOFTWARE INC COM COM NEW 832154207 42 45306 SH DFND 1 45306 0 0 SNAP ON INC COM COM 833034101 106828 634154 SH DFND 1 631641 0 2513 SNYDERS-LANCE INC COM 833551104 27889 691868 SH DFND 1 689226 0 2642 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 531 10976 SH DFND 1 10976 0 0 SOHU.COM INC COM 83408W103 846 21529 SH DFND 1 21529 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 3338 213989 SH DFND 1 213989 0 0 SOLITARIO EXPLORATION & ROYALT COM 8342EP107 62 75942 SH DFND 1 75942 0 0 SONIC AUTOMOTIVE INC CL A CL A 83545G102 4225 210753 SH DFND 1 210753 0 0 SONIC CORP COM COM 835451105 9499 374594 SH DFND 1 374594 0 0 SONIC CORP COM COM 835451105 37 1478 SH DFND 1 2 1478 0 0 SONIC FDRY INC COM NEW 83545R207 287 57646 SH DFND 1 57646 0 0 SONOCO PRODS CO COM COM 835495102 40585 766926 SH DFND 1 763445 0 3481 SONOMA PHARMACEUTICALS INC COM 83558L105 107 15019 SH DFND 1 15019 0 0 SONUS NETWORKS INC COM COM NEW 835916503 2526 383314 SH DFND 1 383314 0 0 SONUS NETWORKS INC COM COM NEW 835916503 73 11211 SH DFND 1 2 11211 0 0 SONY CORP ADR NEW ADR NEW 835699307 372 11034 SH DFND 1 9865 0 1169 SOPHIRIS BIO INC COM NEW 83578Q209 43 15227 SH DFND 1 15227 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 1449 366928 SH DFND 1 366928 0 0 SOTHEBYS HLDGS INC CL A COM 835898107 16014 352116 SH DFND 1 350694 0 1422 SOTHERLY HOTELS INC COM 83600C103 359 56157 SH DFND 1 56157 0 0 SOURCE CAPITAL INC COM 836144105 3168 84354 SH DFND 1 2 84354 0 0 SOUTH JERSEY INDS INC COM COM 838518108 21281 596956 SH DFND 1 596956 0 0 SOUTH STATE CORP COM 840441109 18783 210222 SH DFND 1 210222 0 0 SOUTH STATE CORP COM 840441109 17 192 SH DFND 1 2 192 0 0 SOUTHERN CO COM COM 842587107 475877 9573271 SH DFND 1 9528992 0 44279 SOUTHERN COPPER CORP COM COM 84265V105 7377 206023 SH DFND 1 206023 0 0 SOUTHERN COPPER CORP COM COM 84265V105 115 3227 SH DFND 1 2 3227 0 0 SOUTHERN FIRST BANCSHARES INC COM 842873101 1888 57829 SH DFND 1 57829 0 0 SOUTHERN MISSOURI BANCORP COM 843380106 1327 37366 SH DFND 1 37366 0 0 SOUTHERN NATL BANCRP VA-REDH COM 843395104 1278 75501 SH DFND 1 75501 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 7116 211984 SH DFND 1 211984 0 0 SOUTHWEST AIRLS CO COM COM 844741108 304649 5674040 SH DFND 1 5646245 0 27795 SOUTHWEST BANCORP INC OKLA COM COM 844767103 4053 155016 SH DFND 1 155016 0 0 SOUTHWEST GAS CORP COM COM 844895102 33681 406238 SH DFND 1 404772 0 1466 SOUTHWESTERN ENERGY CO COM COM 845467109 817 100000 SH DFND 1 2 100000 0 0 SOUTHWESTERN ENERGY CO COM COM 845467109 52963 6489491 SH DFND 1 6467900 0 21591 SP PLUS CORP COM 78469C103 5317 157570 SH DFND 1 157570 0 0 SPAR GROUP INC COM 784933103 215 211168 SH DFND 1 211168 0 0 SPARK ENERGY INC - CLASS A CL A COM 846511103 2941 92056 SH DFND 1 90802 0 1254 SPARK NETWORKS PLC COM 84651P100 100 97541 SH DFND 1 97541 0 0 SPARK THERAPEUTICS INC COM 84652J103 9449 177154 SH DFND 1 177154 0 0 SPARTAN MOTORS INC COM 846819100 2267 283420 SH DFND 1 283420 0 0 SPARTANNASH CO COM 847215100 119 3419 SH DFND 1 2 3419 0 0 SPARTANNASH CO COM 847215100 19240 549882 SH DFND 1 549882 0 0 SPARTON CORP COM 847235108 1437 68500 SH DFND 1 68500 0 0 SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 5114 58024 PRN DFND 1 58024 0 0 SPECTRANETICS CORP COM 84760C107 10928 375239 SH DFND 1 375239 0 0 SPECTRUM BRANDS HOLDINGS INC COM 84763R101 31154 224189 SH DFND 1 224189 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 3543 545118 SH DFND 1 545118 0 0 SPEEDWAY MOTORSPORTS INC COM COM 847788106 1847 98045 SH DFND 1 97690 0 355 SPF 1 1/4 08/01/32 NOTE 1.250% 8/0 85375CBC4 7748 7500000 PRN DFND 1 2 7500000 0 0 SPHERE 3D CORP COM 84841L100 5 24109 SH DFND 1 24109 0 0 SPHERIX INC COM COM PAR NEW 84842R403 28 22983 SH DFND 1 22983 0 0 SPI ENERGY CO LTD - SPN ADR SPON ADR 78470H109 40 34226 SH DFND 1 34226 0 0 SPIRE INC COM 84857L101 24175 358153 SH DFND 1 358153 0 0 SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 83762 1446179 SH DFND 1 1446179 0 0 SPIRIT AIRLINES INC COM 848577102 32378 610106 SH DFND 1 610106 0 0 SPIRIT REALTY CAPITAL INC COM 84860W102 37844 3735930 SH DFND 1 3735930 0 0 SPIRIT REALTY CAPITAL INC COM 84860W102 9 920 SH DFND 1 2 920 0 0 SPLUNK INC COM 848637104 66245 1063863 SH DFND 1 1063638 0 225 SPOK HOLDINGS INC COM 84863T106 253 13344 SH DFND 1 2 13344 0 0 SPOK HOLDINGS INC COM 84863T106 4827 254055 SH DFND 1 254055 0 0 SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 1147 240038 SH DFND 1 240038 0 0 SPRINT CORP COM SER 1 85207U105 143 16545 SH DFND 1 2 16545 0 0 SPRINT CORP COM SER 1 85207U105 41542 4788159 SH DFND 1 4788159 0 0 SPROUTS FARMERS MARKETS INC COM 85208M102 24507 1060007 SH DFND 1 1056018 0 3989 SPS COMMERCE INC COM 78463M107 124 2124 SH DFND 1 2 2124 0 0 SPS COMMERCE INC COM 78463M107 8009 136939 SH DFND 1 136939 0 0 SPX CORP COM COM 784635104 7745 319414 SH DFND 1 319414 0 0 SPX CORP COM COM 784635104 24 992 SH DFND 1 2 992 0 0 SPX FLOW INC COM 78469X107 11014 317322 SH DFND 1 317322 0 0 SQUARE INC - A CL A 852234103 3984 230557 SH DFND 1 230557 0 0 SRC ENERGY INC COM 78470V108 13085 1550412 SH DFND 1 1550412 0 0 SS&C TECHNOLOGIES HOLDINGS COM 78467J100 47861 1352027 SH DFND 1 1352027 0 0 ST JOE CO COM COM 790148100 8899 521972 SH DFND 1 521972 0 0 STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 2401 245080 SH DFND 1 245080 0 0 STAG INDUSTRIAL INC COM 85254J102 15041 601168 SH DFND 1 601168 0 0 STAGE STORES INC COM NEW COM NEW 85254C305 537 207529 SH DFND 1 207389 0 140 STAMPS COM INC COM COM NEW 852857200 15116 127731 SH DFND 1 127731 0 0 STAMPS COM INC COM COM NEW 852857200 29 253 SH DFND 1 2 253 0 0 STANDARD MTR PRODS INC COM COM 853666105 7861 159973 SH DFND 1 159973 0 0 STANDEX INTL CORP COM COM 854231107 9592 95780 SH DFND 1 95780 0 0 STANLEY BLACK & DECKER INC COM 854502101 220525 1661823 SH DFND 1 1654903 0 6920 STANLEY FURNITURE INC COM NEW COM NEW 854305208 34 44313 SH DFND 1 44313 0 0 STAPLES INC COM COM 855030102 70124 8004913 SH DFND 1 7973789 0 31124 STAPLES INC COM COM 855030102 335 38226 SH DFND 1 2 38226 0 0 STAR BULK CARRIERS CORP SHS PAR Y8162K204 102 8613 SH DFND 1 2 8613 0 0 STAR BULK CARRIERS CORP SHS PAR Y8162K204 393 33131 SH DFND 1 33131 0 0 STARBUCKS CORP COM COM 855244109 932871 15996798 SH DFND 1 15888500 0 108298 STARRETT L S CO CL A CL A 855668109 266 25372 SH DFND 1 25372 0 0 STARTEK INC COM COM 85569C107 257 29610 SH DFND 1 29610 0 0 STARWOOD PROPERTY TRUST INC COM 85571B105 45427 2011843 SH DFND 1 2009243 0 2600 STATE AUTO FINL CORP COM COM 855707105 3720 135538 SH DFND 1 135538 0 0 STATE BANK FINANCIAL CORP COM 856190103 7930 303624 SH DFND 1 303624 0 0 STATE NATIONAL COMPANIES INC COM 85711T305 3489 242346 SH DFND 1 242346 0 0 STATE STR CORP COM COM 857477103 266904 3357703 SH DFND 1 3342184 0 15519 STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 245 14300 SH DFND 1 12535 0 1765 STEALTHGAS INC SHS Y81669106 78 19670 SH DFND 1 19670 0 0 STEEL DYNAMICS INC COM COM 858119100 94819 2727823 SH DFND 1 2719750 0 8073 STEEL DYNAMICS INC COM COM 858119100 3 114 SH DFND 1 2 114 0 0 STEELCASE INC CL A CL A 858155203 18087 1079832 SH DFND 1 1079832 0 0 STEIN MART INC COM COM 858375108 693 230285 SH DFND 1 230285 0 0 STEMLINE THERAPEUTICS INC COM 85858C107 1367 159920 SH DFND 1 159920 0 0 STEPAN CO COM COM 858586100 12659 160629 SH DFND 1 160629 0 0 STERICYCLE INC COM COM 858912108 70367 850091 SH DFND 1 846401 0 3690 STERIS PLC SHS USD G84720104 36125 520090 SH DFND 1 517453 0 2637 STERLING BANCORP/DE COM 85917A100 24612 1038521 SH DFND 1 1038521 0 0 STERLING CONSTRUCTION CO COM 859241101 1322 142942 SH DFND 1 142942 0 0 STEWART INFORMATION SVCS CO COM COM 860372101 7764 175742 SH DFND 1 175742 0 0 STIFEL FINL CORP COM COM 860630102 25550 509069 SH DFND 1 506947 0 2122 STILLWATER MNG CO COM COM 86074Q102 15920 921844 SH DFND 1 921844 0 0 STMICROELECTRONICS N V NY REGISTRY NY REGISTRY 861012102 201 13038 SH DFND 1 2 13038 0 0 STMICROELECTRONICS N V NY REGISTRY NY REGISTRY 861012102 104 6761 SH DFND 1 5600 0 1161 STOCK YARDS BANCORP INC COM 861025104 7923 194911 SH DFND 1 194911 0 0 STONEGATE BANK COM 861811107 6096 129460 SH DFND 1 129460 0 0 STONEGATE MORTGAGE GROUP COM 86181Q300 718 90238 SH DFND 1 90238 0 0 STONERIDGE INC COM COM 86183P102 4442 244885 SH DFND 1 244885 0 0 STORE CAPITAL CORP COM 862121100 29282 1226240 SH DFND 1 1226240 0 0 STRAIGHT PATH COMM B CL B 862578101 2500 69521 SH DFND 1 69521 0 0 STRATA SKIN SCIENCES INC COM 86272A206 9 16057 SH DFND 1 16057 0 0 STRATASYS LTD SHS M85548101 2241 109405 SH DFND 1 109405 0 0 STRATTEC SEC CORP COM COM 863111100 725 26114 SH DFND 1 26114 0 0 STRATUS PROPERTIES INC COM NEW 863167201 1096 40010 SH DFND 1 40010 0 0 STRAYER ED INC COM COM 863236105 103 1285 SH DFND 1 2 1285 0 0 STRAYER ED INC COM COM 863236105 7058 87692 SH DFND 1 87692 0 0 STREAMLINE HEALTH SOLUTIONS COM 86323X106 81 79728 SH DFND 1 79728 0 0 STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 71 15011 SH DFND 1 15011 0 0 STRYKER CORP COM COM 863667101 366255 2786406 SH DFND 1 2773019 0 13387 STUDENT TRANSPORTATION INC COM 86388A108 339 58038 SH DFND 1 58038 0 0 STURM RUGER & CO INC COM COM 864159108 7762 144959 SH DFND 1 144959 0 0 STWD 4 01/15/19 NOTE 4.000% 1/1 85571BAB1 12540 11000000 PRN DFND 1 2 11000000 0 0 STWD 4.55 03/01/2018 NOTE 4.550% 3/0 85571BAA3 3275 3000000 PRN DFND 1 2 3000000 0 0 SUCAMPO PHARMACTCLS INC CL A 864909106 3080 280003 SH DFND 1 280003 0 0 SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 245 33831 SH DFND 1 22121 0 11710 SUMMER INFANT INC COM 865646103 141 74509 SH DFND 1 74509 0 0 SUMMIT FINANCIAL GROUP INC COM 86606G101 1145 53168 SH DFND 1 53168 0 0 SUMMIT HOTEL PROPERTIES INC COM 866082100 21599 1351640 SH DFND 1 1351640 0 0 SUMMIT MATERIALS INC -CL A CL A 86614U100 19665 795854 SH DFND 1 795854 0 0 SUN BANCORP INC COM COM NEW 86663B201 2378 97475 SH DFND 1 97475 0 0 SUN COMMUNITIES INC COM COM 866674104 49896 621140 SH DFND 1 621140 0 0 SUN HYDRAULICS CORP COM COM 866942105 7318 202684 SH DFND 1 202684 0 0 SUN LIFE FINL SVCS CDA INC COM COM 866796105 204 5601 SH DFND 1 4934 0 667 SUNCOKE ENERGY INC COM 86722A103 4334 483721 SH DFND 1 483721 0 0 SUNCOR ENERGY INC COM COM 867224107 412 13399 SH DFND 1 12559 0 840 SUNESIS PHARMACEUTICALS INC COM PAR 867328700 255 62353 SH DFND 1 62353 0 0 SUNLINK HEALTH SYSTEMS INC COM 86737U102 29 19190 SH DFND 1 19190 0 0 SUNOPTA INC COM 8676EP108 314 45227 SH DFND 1 45227 0 0 SUNPOWER CORP COM 867652406 3249 532710 SH DFND 1 532710 0 0 SUNRUN INC COM 86771W105 2971 550292 SH DFND 1 550292 0 0 SUNSTONE HOTEL INV INC -REDH COM 867892101 45195 2948149 SH DFND 1 2948149 0 0 SUNTRUST BKS INC COM COM 867914103 289830 5247868 SH DFND 1 5226584 0 21284 SUNWORKS INC COM 86803X105 106 69859 SH DFND 1 69859 0 0 SUPER MICRO COMPUTR INC COM 86800U104 11250 443824 SH DFND 1 443824 0 0 SUPERIOR ENERGY SVCS INC COM COM 868157108 16706 1171540 SH DFND 1 1165535 0 6005 SUPERIOR INDS INTL INC COM COM 868168105 5788 228341 SH DFND 1 228341 0 0 SUPERIOR UNIFORM GROUP INC COM 868358102 1202 64641 SH DFND 1 64641 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 173 5558 SH DFND 1 2 5558 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 13842 442266 SH DFND 1 442266 0 0 SUPERVALU INC COM COM 868536103 7656 1983435 SH DFND 1 1983435 0 0 SUPPORT.COM INC COM NEW 86858W200 248 113070 SH DFND 1 113070 0 0 SUPREME INDS INC -CL A CL A 868607102 1907 94137 SH DFND 1 94137 0 0 SURGERY PARTNERS INC COM 86881A100 3528 180949 SH DFND 1 180949 0 0 SURMODICS INC COM COM 868873100 3942 163927 SH DFND 1 163927 0 0 SURMODICS INC COM COM 868873100 12 525 SH DFND 1 2 525 0 0 SUTHERLAND ASSET MANAGEMENT COM 86933G105 710 49166 SH DFND 1 49166 0 0 SVB FINANCIAL GROUP COM 78486Q101 77053 414066 SH DFND 1 412443 0 1623 SWC 1 3/4 10/15/2032 NOTE 1.750%10/1 86074QAL6 2660 2000000 PRN DFND 1 2 2000000 0 0 SWIFT TRANSN CO COM CL A 87074U101 26 1281 SH DFND 1 2 1281 0 0 SWIFT TRANSN CO COM CL A 87074U101 12775 621958 SH DFND 1 621958 0 0 SYKES ENTERPRISES INC COM COM 871237103 14111 479966 SH DFND 1 479966 0 0 SYMANTEC CORP COM COM 871503108 197517 6446630 SH DFND 1 6399497 0 47133 SYNACOR INC COM 871561106 567 136640 SH DFND 1 136640 0 0 SYNALLOY CP DEL COM COM 871565107 465 38040 SH DFND 1 38040 0 0 SYNAPTICS INC COM COM 87157D109 15191 306847 SH DFND 1 305757 0 1090 SYNCHRONOSS TECHNLGS COM 87157B103 27 1116 SH DFND 1 2 1116 0 0 SYNCHRONOSS TECHNLGS COM 87157B103 8542 350099 SH DFND 1 350099 0 0 SYNCHRONY FINANCIAL COM 87165B103 290268 8473423 SH DFND 1 8440133 0 33290 SYNCHRONY FINANCIAL COM 87165B103 46 1364 SH DFND 1 2 1364 0 0 SYNDAX PHARMACEUTICALS INC COM 87164F105 1357 98962 SH DFND 1 98962 0 0 SYNERGY PHARMACEUTICALS INC COM NEW 871639308 7689 1650188 SH DFND 1 1650188 0 0 SYNERGY PHARMACEUTICALS INC COM NEW 871639308 93 20000 SH DFND 1 2 20000 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 192 18258 SH DFND 1 18258 0 0 SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 532 6017 SH DFND 1 5072 0 945 SYNNEX CORP COM COM 87162W100 34738 310327 SH DFND 1 309429 0 898 SYNNEX CORP COM COM 87162W100 28 254 SH DFND 1 2 254 0 0 SYNOPSYS INC COM COM 871607107 133356 1850973 SH DFND 1 1844404 0 6569 SYNOVUS FINL CORP COM COM NEW 87161C501 38353 934991 SH DFND 1 931222 0 3769 SYNTEL INC COM COM 87162H103 7031 417791 SH DFND 1 416618 0 1173 SYNTHESIS ENERGY SYSTEMS INC COM 871628103 365 429036 SH DFND 1 429036 0 0 SYNTHETIC BIOLOGICS INC COM 87164U102 347 551538 SH DFND 1 551538 0 0 SYNUTRA INTERNATIONAL INC COM 87164C102 1003 168673 SH DFND 1 168673 0 0 SYPRIS SOLUTIONS INC COM COM 871655106 58 55146 SH DFND 1 55146 0 0 SYROS PHARMACEUTICALS INC COM 87184Q107 638 40058 SH DFND 1 40058 0 0 SYSCO CORP COM COM 871829107 147 2841 SH DFND 1 2 2841 0 0 SYSCO CORP COM COM 871829107 230110 4438959 SH DFND 1 4416979 0 21980 SYSTEMAX INC COM COM 871851101 720 64953 SH DFND 1 64953 0 0 T-MOBILE US INC COM 872590104 150569 2331969 SH DFND 1 2308398 0 23571 T-MOBILE US INC COM 872590104 8396 130000 SH DFND 1 2 130000 0 0 T2 BIOSYSTEMS INC COM 89853L104 643 122318 SH DFND 1 122318 0 0 TABLEAU SOFTWARE INC - CL A CL A 87336U105 20836 420509 SH DFND 1 420509 0 0 TABULA RASA HEALTHCARE INC COM 873379101 434 32209 SH DFND 1 32209 0 0 TACTILE SYSTEMS TECHNOLOGY NC COM 87357P100 1339 70704 SH DFND 1 70704 0 0 TAHOE RESOURCES INC COM 873868103 4284 533504 SH DFND 1 533504 0 0 TAILORED BRANDS INC COM 87403A107 5429 363421 SH DFND 1 363421 0 0 TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1155 35185 SH DFND 1 2 35185 0 0 TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1024 31192 SH DFND 1 27094 0 4098 TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 47937 808803 SH DFND 1 805657 0 3146 TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 5801 54675 SH DFND 1 54302 0 373 TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 679 6376 SH DFND 1 2 6376 0 0 TALLGRASS ENERGY GP LP SHS CL A 874696107 209 7293 SH DFND 1 2 7293 0 0 TANDEM DIABETES CARE INC COM 875372104 186 155407 SH DFND 1 155407 0 0 TANGER FACTORY OUTLET CTRS COM COM 875465106 27200 830032 SH DFND 1 827065 0 2967 TARENA INTERNATIONAL INC-ADR ADR 876108101 316 16940 SH DFND 1 16940 0 0 TARENA INTERNATIONAL INC-ADR ADR 876108101 514 27560 SH DFND 1 2 27560 0 0 TARGA RESOURCES CORP COM 87612G101 88301 1474679 SH DFND 1 1473866 0 813 TARGA RESOURCES CORP COM 87612G101 48 802 SH DFND 1 2 802 0 0 TARGET CORP COM COM 87612E106 469 8512 SH DFND 1 2 8512 0 0 TARGET CORP COM COM 87612E106 332234 6027478 SH DFND 1 6001925 0 25553 TARO PHARMACEUTICAL INDS LT ORD SHS M8737E108 3620 31079 SH DFND 1 31079 0 0 TASER INTL INC COM COM 05464C101 9803 430175 SH DFND 1 430129 0 46 TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 2144 60146 SH DFND 1 59453 0 693 TAUBMAN CTRS INC COM COM 876664103 36215 548559 SH DFND 1 546669 0 1890 TAYLOR MORRISON HOME CORP-A CL A 87724P106 14393 675094 SH DFND 1 675094 0 0 TAYLOR MORRISON HOME CORP-A CL A 87724P106 545 25565 SH DFND 1 2 25565 0 0 TC PIPELINES LP UT COM LTD PRT UT COM LTD PRT 87233Q108 252 4228 SH DFND 1 2 4228 0 0 TCF FINL CORP COM COM 872275102 25585 1503235 SH DFND 1 1497947 0 5288 TD AMERITRADE HOLDINGS CORP COM 87236Y108 85759 2207609 SH DFND 1 2207609 0 0 TE CONNECTIVITY LTD REG SHS H84989104 252150 3387268 SH DFND 1 3371920 0 15348 TEAM INC COM 878155100 6305 233103 SH DFND 1 233103 0 0 TEARLAB CORP COM NEW 878193200 37 13101 SH DFND 1 13101 0 0 TECH DATA CORP COM COM 878237106 39203 417502 SH DFND 1 416436 0 1066 TECH DATA CORP COM COM 878237106 665 7092 SH DFND 1 2 7092 0 0 TECHNIPFMC PLC COM G87110105 134666 4149367 SH DFND 1 4128601 0 20766 TECHTARGET INC -REDH COM 87874R100 1209 133913 SH DFND 1 133913 0 0 TECNOGLASS INC SHS G87264100 465 42885 SH DFND 1 42885 0 0 TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 3615 395181 SH DFND 1 395181 0 0 TEEKAY TANKERS LTD CL A Y8565N102 237 115851 SH DFND 1 2 115851 0 0 TEEKAY TANKERS LTD CL A Y8565N102 1185 578533 SH DFND 1 568139 0 10394 TEGNA INC COM 87901J105 58250 2276495 SH DFND 1 2266198 0 10297 TEJON RANCH CO DEL COM COM 879080109 2209 100946 SH DFND 1 100946 0 0 TELADOC INC COM 87918A105 6353 254130 SH DFND 1 254130 0 0 TELECOM ITALIA SPA - NEW-ADR SPON ADR ORD 87927Y102 181 20174 SH DFND 1 20042 0 132 TELEDYNE TECHNOLOGIES INC COM COM 879360105 33830 267522 SH DFND 1 266426 0 1096 TELEFLEX INC COM COM 879369106 66661 344212 SH DFND 1 342793 0 1419 TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 454 40622 SH DFND 1 39599 0 1023 TELENAV INV COM 879455103 2211 255625 SH DFND 1 255625 0 0 TELEPHONE & DATA SYS INC COM COM NEW 879433829 391 14768 SH DFND 1 2 14768 0 0 TELEPHONE & DATA SYS INC COM COM NEW 879433829 19745 744827 SH DFND 1 741938 0 2889 TELETECH HOLDINGS INC COM COM 879939106 4968 167861 SH DFND 1 167861 0 0 TELIGENT INC COM 87960W104 3262 417679 SH DFND 1 417679 0 0 TELLURIAN INC COM 87968A104 4565 389530 SH DFND 1 389530 0 0 TEMPLETON EMERGING MKTS INCM COM 880192109 1531 136386 SH DFND 1 2 136386 0 0 TEMPLETON GLOBAL INCOME FUND COM 880198106 686 103267 SH DFND 1 2 103267 0 0 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 16409 353195 SH DFND 1 351753 0 1442 TENAX THERAPEUTICS INC COM 88032L100 51 91755 SH DFND 1 91755 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 10971 619527 SH DFND 1 617046 0 2481 TENGASCO INC COM PAR 88033R502 27 74276 SH DFND 1 74276 0 0 TENNANT CO COM COM 880345103 9939 136807 SH DFND 1 136807 0 0 TENNECO AUTOMOTIVE INC COM COM 880349105 49149 787397 SH DFND 1 787397 0 0 TENNECO AUTOMOTIVE INC COM COM 880349105 29 473 SH DFND 1 2 473 0 0 TERADATA CORP-REDH COM 88076W103 40214 1293686 SH DFND 1 1287985 0 5701 TERADYNE INC COM COM 880770102 48427 1557155 SH DFND 1 1550915 0 6240 TEREX CORP NEW COM COM 880779103 25897 824753 SH DFND 1 821458 0 3295 TERNIUM SA-SPONSORED ADR SPON ADR 880890108 538 20623 SH DFND 1 2 20623 0 0 TERRAFORM GLOBAL INC - CL A CL A 88104M101 2470 514641 SH DFND 1 514641 0 0 TERRAFORM POWER INC - A CL A COM 88104R100 8049 650708 SH DFND 1 650708 0 0 TERRAVIA HOLDINGS INC COM 88105A106 439 607194 SH DFND 1 607194 0 0 TERRENO REALTY CORP COM 88146M101 9709 346775 SH DFND 1 346775 0 0 TERRITORIAL BANCORP INC COM 88145X108 1959 62854 SH DFND 1 62854 0 0 TESARO INC COM 881569107 45054 292810 SH DFND 1 292810 0 0 TESCO CORP COM 88157K101 3481 432473 SH DFND 1 432473 0 0 TESLA INC COM 88160R101 253232 910289 SH DFND 1 905931 0 4358 TESORO CORP COM COM 881609101 109235 1349192 SH DFND 1 1343797 0 5395 TESSCO TECHNOLOGIES INC COM 872386107 537 34262 SH DFND 1 34262 0 0 TETRA TECH INC NEW COM COM 88162G103 19410 475172 SH DFND 1 475172 0 0 TETRA TECHNOLOGIES INC DEL COM COM 88162F105 3707 910912 SH DFND 1 910679 0 233 TETRAPHASE PHARMACEUTICALS INC COM 88165N105 2880 313390 SH DFND 1 313390 0 0 TEVA PHARM INDS -ADR SPONSORED ADR 881624209 59618 1860426 SH DFND 1 1859481 0 945 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 33380 400010 SH DFND 1 398474 0 1536 TEXAS INSTRS INC COM COM 882508104 898944 11172531 SH DFND 1 11097957 0 74574 TEXAS INSTRS INC COM COM 882508104 761 9449 SH DFND 1 2 9449 0 0 TEXAS ROADHOUSE INC-CLASS A COM 882681109 24044 539967 SH DFND 1 537983 0 1984 TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 3184 208109 SH DFND 1 208109 0 0 TEXTRON INC COM COM 883203101 10 230 SH DFND 1 2 230 0 0 TEXTRON INC COM COM 883203101 129442 2723727 SH DFND 1 2712078 0 11649 TFS FINANCIAL CORP COM 87240R107 11464 689780 SH DFND 1 689780 0 0 TG THERAPEUTICS INC COM 88322Q108 4221 362353 SH DFND 1 362353 0 0 THAI FUND COM 882904105 162 19009 SH DFND 1 2 19009 0 0 THE BANCORP INC COM 05969A105 2217 434857 SH DFND 1 434857 0 0 THE CARLYLE GROUP COM UTS LTD PTN 14309L102 768 48194 SH DFND 1 48194 0 0 THE COMMUNITY FINANCIAL CORP COM 20368X101 613 17034 SH DFND 1 17034 0 0 THE NEW HOME CO INC COM 645370107 871 83329 SH DFND 1 83329 0 0 THERAPEUTICS MD INC COM 88338N107 9213 1279601 SH DFND 1 1279601 0 0 THERAVANCE BIOPHARMA INC COM G8807B106 12160 330280 SH DFND 1 330280 0 0 THERMO ELECTRON CORP COM COM 883556102 546354 3562443 SH DFND 1 3544873 0 17570 THERMON GROUP HOLDINGS INC COM 88362T103 5089 244194 SH DFND 1 244194 0 0 THESTREET COM COM COM 88368Q103 80 105704 SH DFND 1 105704 0 0 THIRD POINT REINSURANCE LTD COM G8827U100 5534 457365 SH DFND 1 457365 0 0 THL CREDIT INC COM 872438106 114 11496 SH DFND 1 2 11496 0 0 THOMSON REUTERS CORP COM 884903105 24753 572389 SH DFND 1 572289 0 100 THOR INDS INC COM COM 885160101 28 300 SH DFND 1 2 300 0 0 THOR INDS INC COM COM 885160101 34118 354921 SH DFND 1 353437 0 1484 THRESHOLD PHARMACEUTICALS COM NEW 885807206 233 409477 SH DFND 1 409477 0 0 TIDEWATER INC COM COM 886423102 395 343845 SH DFND 1 343845 0 0 TIER REIT INC COM NEW 88650V208 8255 475543 SH DFND 1 475543 0 0 TIFFANY & CO NEW COM COM 886547108 100988 1061210 SH DFND 1 1056256 0 4954 TILE SHOP HOLDINGS INC COM 88677Q109 5487 285060 SH DFND 1 285060 0 0 TILLYS INC CL A CL A 886885102 780 86499 SH DFND 1 86499 0 0 TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 0 16 SH DFND 1 0 0 16 TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 492 30828 SH DFND 1 2 30828 0 0 TIMBERLAND BANCORP INC COM COM 887098101 527 23531 SH DFND 1 23531 0 0 TIME INC COM 887228104 677 35000 SH DFND 1 2 35000 0 0 TIME INC COM 887228104 14525 750684 SH DFND 1 746626 0 4058 TIME WARNER INC COM COM NEW 887317303 1465 15000 SH DFND 1 2 15000 0 0 TIME WARNER INC COM COM NEW 887317303 708915 7266041 SH DFND 1 7231186 0 34855 TIMKEN CO COM COM 887389104 25127 555928 SH DFND 1 553773 0 2155 TIMKENSTEEL CORP COM 887399103 5679 300327 SH DFND 1 300327 0 0 TIPTREE FINANCIAL INC A CL A 88822Q103 1612 220880 SH DFND 1 220880 0 0 TITAN INTL INC ILL COM COM 88830M102 3435 332280 SH DFND 1 332280 0 0 TITAN MACHINERY INC-REDH COM 88830R101 2069 134921 SH DFND 1 134921 0 0 TITAN PHARMACEUTICALS INC D COM COM NEW 888314309 402 121865 SH DFND 1 121865 0 0 TIVITY HEALTH INC COM 88870R102 14353 493252 SH DFND 1 493252 0 0 TIVO INC COM COM 88870P106 18505 986965 SH DFND 1 986603 0 362 TJX COS INC NEW COM COM 872540109 528256 6689121 SH DFND 1 6659378 0 29743 TOKAI PHARMACEUTICALS INC COM 88907J107 70 84831 SH DFND 1 84831 0 0 TOLL BROTHERS INC COM COM 889478103 41236 1142376 SH DFND 1 1137779 0 4597 TOMPKINSTRUSTCO INC COM COM 890110109 8329 103406 SH DFND 1 103406 0 0 TONIX PHARMACEUTICALS HOLDING CORP COM 890260409 47 10209 SH DFND 1 10209 0 0 TOOTSIE ROLL INDS INC COM COM 890516107 6448 172662 SH DFND 1 172107 0 555 TOPBUILD CORP - W/I COM 89055F103 13923 296251 SH DFND 1 296163 0 88 TORCHLIGHT ENERGY RESOURCES INC COM 89102U103 176 126229 SH DFND 1 126229 0 0 TORCHMARK CORP COM COM 891027104 87705 1139959 SH DFND 1 1135233 0 4726 TORO CO COM COM 891092108 939 15043 SH DFND 1 2 15043 0 0 TORO CO COM COM 891092108 55105 882252 SH DFND 1 878898 0 3354 TORONTO DOMINION BK ONT COM NEW COM NEW 891160509 897 17914 SH DFND 1 16959 0 955 TOTAL FINA ELF S A SPONSORED ADR SPONSORED ADR 89151E109 1739 34492 SH DFND 1 33036 0 1456 TOTAL SYS SVCS INC COM COM 891906109 82951 1553917 SH DFND 1 1546459 0 7458 TOTAL SYS SVCS INC COM COM 891906109 30 563 SH DFND 1 2 563 0 0 TOWER INTERNATIONAL INC COM 891826109 5121 188995 SH DFND 1 188995 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 566 24594 SH DFND 1 2 24594 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1162 50450 SH DFND 1 50450 0 0 TOWN SPORTS INTERNATIONAL COM 89214A102 369 103999 SH DFND 1 103999 0 0 TOWNE BANK COM 89214P109 15789 487330 SH DFND 1 487330 0 0 TOWNSQUARE MEDIA INC CL A 892231101 659 54111 SH DFND 1 54111 0 0 TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 970 8931 SH DFND 1 7210 0 1721 TPI COMPOSITES INC COM 87266J104 1804 94939 SH DFND 1 94939 0 0 TRACON PHARMACEUTICALS INC COM 89237H100 107 28710 SH DFND 1 28710 0 0 TRACTOR SUPPLY CO COM COM 892356106 28 417 SH DFND 1 2 417 0 0 TRACTOR SUPPLY CO COM COM 892356106 99330 1441980 SH DFND 1 1432445 0 9535 TRADE DESK INC COM CL A 88339J105 3194 85761 SH DFND 1 85761 0 0 TRANS WORLD ENTMT CORP COM COM 89336Q100 78 46227 SH DFND 1 46227 0 0 TRANSACT TECHNOLOGIES INC COM COM 892918103 271 33579 SH DFND 1 33579 0 0 TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 137 97946 SH DFND 1 97946 0 0 TRANSCANADA CORP COM 89353D107 346 7513 SH DFND 1 6815 0 698 TRANSCONTINENTAL RLTY INVS COM NEW COM NEW 893617209 403 22207 SH DFND 1 22207 0 0 TRANSENTERIX INC COM NEW 89366M201 612 506092 SH DFND 1 506092 0 0 TRANSGLOBE ENERGY CORP COM 893662106 61 38818 SH DFND 1 38818 0 0 TRANSIDGM GROUP INC COM 893641100 102814 467692 SH DFND 1 465526 0 2166 TRANSOCEAN LTD REG SHS H8817H100 142 11414 SH DFND 1 2 11414 0 0 TRANSOCEAN LTD REG SHS H8817H100 48934 3934741 SH DFND 1 3917835 0 16906 TRANSPORTADORA DE GAS DEL SUR SPON ADR B 893870204 869 61175 SH DFND 1 2 61175 0 0 TRANSUNION COM 89400J107 26745 697416 SH DFND 1 697416 0 0 TRAVELCENTERS OF AMERICA W/I COM 894174101 136 22405 SH DFND 1 22405 0 0 TRAVELERS COS INC/THE COM 89417E109 323057 2683966 SH DFND 1 2671004 0 12962 TRAVELPORT WORLDWIDE LTD SHS G9019D104 12421 1055391 SH DFND 1 1055391 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 168 14352 SH DFND 1 2 14352 0 0 TRAVELZOO INC COM NEW 89421Q205 440 45664 SH DFND 1 45664 0 0 TRC COS INC COM COM 872625108 2892 165763 SH DFND 1 165763 0 0 TRECORA RESOURCES COM 894648104 1580 142410 SH DFND 1 142410 0 0 TREDEGAR CORP COM COM 894650100 3819 217613 SH DFND 1 217613 0 0 TREDEGAR CORP COM COM 894650100 208 11878 SH DFND 1 2 11878 0 0 TREEHOUSE FOODS INC COM 89469A104 36186 427437 SH DFND 1 425676 0 1761 TREMOR VIDEO INC COM 89484Q100 270 135251 SH DFND 1 135251 0 0 TREVENA INC COM 89532E109 1432 390429 SH DFND 1 390429 0 0 TREX INC COM COM 89531P105 1 21 SH DFND 1 2 21 0 0 TREX INC COM COM 89531P105 15454 222714 SH DFND 1 222714 0 0 TRI POINTE GROUP INC COM 87265H109 14880 1186624 SH DFND 1 1181638 0 4986 TRI-CONTINENTAL CORP COM 895436103 3184 137758 SH DFND 1 2 137758 0 0 TRIBUNE MEDIA CO - A CL A 896047503 21569 578726 SH DFND 1 578726 0 0 TRICO BANCSHARES COM COM 896095106 6510 183241 SH DFND 1 183241 0 0 TRIMAS CORP COM NEW 896215209 7399 356625 SH DFND 1 356625 0 0 TRIMBLE INC COM 896239100 64717 2022481 SH DFND 1 2014678 0 7803 TRINET GROUP INC COM 896288107 8736 302294 SH DFND 1 302294 0 0 TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 108 18267 SH DFND 1 18267 0 0 TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 34 5771 SH DFND 1 2 5771 0 0 TRINITY INDS INC COM COM 896522109 32434 1221636 SH DFND 1 1216306 0 5330 TRINITY PLACE HOLDINGS INC COM 89656D101 625 85609 SH DFND 1 85609 0 0 TRINSEO SA SHS L9340P101 51131 762022 SH DFND 1 762022 0 0 TRINSEO SA SHS L9340P101 900 13427 SH DFND 1 2 13427 0 0 TRIPADVISOR INC COM 896945201 48863 1133708 SH DFND 1 1124981 0 8727 TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 5062 288124 SH DFND 1 287497 0 627 TRISTATE CAPITAL HLDGS INC COM 89678F100 4422 189393 SH DFND 1 189393 0 0 TRITON INTERNATIONAL LTD/BER CL A G9078F107 6877 266692 SH DFND 1 266029 0 663 TRIUMPH BANCORP INC COM 89679E300 3336 129329 SH DFND 1 129329 0 0 TRIUMPH GROUP INC NEW COM COM 896818101 9994 388144 SH DFND 1 388144 0 0 TRIUMPH GROUP INC NEW COM COM 896818101 15 617 SH DFND 1 2 617 0 0 TRIVAGO N.V. -ADR SPON ADS A SHS 89686D105 194 14947 SH DFND 1 14947 0 0 TRN 3 7/8 06/01/36 NOTE 3.875% 6/0 896522AF6 12750 10500000 PRN DFND 1 2 10500000 0 0 TRONC INC COM 89703P107 3025 217356 SH DFND 1 217356 0 0 TRONOX LTD SHS CL A Q9235V101 9256 501686 SH DFND 1 501686 0 0 TRONOX LTD SHS CL A Q9235V101 26 1457 SH DFND 1 2 1457 0 0 TROVAGENE INC COM NEW 897238309 227 197459 SH DFND 1 197459 0 0 TRUEBLUE INC COM 89785X101 10302 376678 SH DFND 1 376678 0 0 TRUECAR INC COM 89785L107 6905 446370 SH DFND 1 446370 0 0 TRUPANION INC COM 898202106 1835 129045 SH DFND 1 129045 0 0 TRUSTCO BK CORP N Y COM COM 898349105 6107 778023 SH DFND 1 778023 0 0 TRUSTMARK CORP COM COM 898402102 17418 547922 SH DFND 1 542837 0 5085 TSLA 0 1/4 03/01/19 NOTE 0.250% 3/0 88160RAB7 6500 6500000 PRN DFND 1 2 6500000 0 0 TSLA 1 1/2 06/01/18 NOTE 1.500% 6/0 88160RAA9 33440 15000000 PRN DFND 1 2 15000000 0 0 TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 8862 2000000 PRN DFND 1 2 2000000 0 0 TTM TECHNOLOGIES INC COM COM 87305R109 18946 1174626 SH DFND 1 1174626 0 0 TUCOWS INC COM COM NEW 898697206 285 5597 SH DFND 1 5597 0 0 TUESDAY MORNING CORP COM NEW COM NEW 899035505 1311 349704 SH DFND 1 349704 0 0 TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 178 20380 SH DFND 1 20380 0 0 TUPPERWARE BRANDS CORP COM COM 899896104 672 10721 SH DFND 1 2 10721 0 0 TUPPERWARE BRANDS CORP COM COM 899896104 23557 375604 SH DFND 1 373493 0 2111 TURNING POINT BRANDS INC COM 90041L105 612 39231 SH DFND 1 39231 0 0 TURTLE BEACH CORP COM 900450107 64 71674 SH DFND 1 71674 0 0 TUTOR PERINI CORP COM COM 901109108 9539 299980 SH DFND 1 299980 0 0 TWENTY-FIRST CENTURY FOX CL A 90130A101 338487 10465092 SH DFND 1 10388191 0 76901 TWENTY-FIRST CENTURY FOX - B CL B 90130A200 156736 4938389 SH DFND 1 4894582 0 43807 TWENTY-FIRST CENTURY FOX - B CL B 90130A200 1906 60000 SH DFND 1 2 60000 0 0 TWILIO INC - A CL A 90138F102 29 1022 SH DFND 1 2 1022 0 0 TWILIO INC - A CL A 90138F102 4547 157500 SH DFND 1 157500 0 0 TWIN DISC INC COM COM 901476101 952 46300 SH DFND 1 46300 0 0 TWITTER INC COM 90184L102 62351 4172202 SH DFND 1 4171601 0 601 TWITTER INC COM 90184L102 311 20803 SH DFND 1 2 20803 0 0 TWO 6 1/4 01/15/2022 NOTE 6.250% 1/1 90187BAA9 11295 11000000 PRN DFND 1 2 11000000 0 0 TWO HARBORS INVESTMENT CORP COM 90187B101 26858 2800634 SH DFND 1 2800634 0 0 TWO RIVER BANCORP COM 90207C105 866 49046 SH DFND 1 49046 0 0 TYLER TECHNOLOGIES INC COM COM 902252105 37781 244448 SH DFND 1 243408 0 1040 TYSON FOODS INC CL A CL A 902494103 207597 3368091 SH DFND 1 3355544 0 12547 TYSON FOODS INC CL A CL A 902494103 29 472 SH DFND 1 2 472 0 0 U S ENERGY CORP - WYOMING COM NEW 911805208 17 19892 SH DFND 1 19892 0 0 U S G CORP COM NEW COM NEW 903293405 21675 681611 SH DFND 1 681611 0 0 U S GEOTHERMAL INC COM NEW 90338S201 364 89021 SH DFND 1 89021 0 0 U S PHYSICAL THERAPY INC COM COM 90337L108 5962 91309 SH DFND 1 91309 0 0 U.S. GLOBAL INVESTORS INC-A CL A 902952100 70 45139 SH DFND 1 45139 0 0 UBIQUITI NETWORKS INC COM 90347A100 12167 242083 SH DFND 1 242083 0 0 UBS GROUP AG SHS H42097107 172 10839 SH DFND 1 7544 0 3295 UCP INC CL A 90265Y106 496 48943 SH DFND 1 48943 0 0 UDR INC COM 902653104 112206 3098189 SH DFND 1 3086628 0 11561 UFP TECHNOLOGIES INC COM 902673102 1363 52650 SH DFND 1 52650 0 0 UGI CORP NEW COM COM 902681105 92103 1864912 SH DFND 1 1859554 0 5358 ULTA SALON COSMETICS & FRAGR COM 90384S303 184395 647300 SH DFND 1 642996 0 4304 ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 44708 229028 SH DFND 1 228110 0 918 ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 22 117 SH DFND 1 2 117 0 0 ULTRA CLEAN HOLDINGS COM 90385V107 5447 322902 SH DFND 1 322902 0 0 ULTRA CLEAN HOLDINGS COM 90385V107 61 3697 SH DFND 1 2 3697 0 0 ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 11 174 SH DFND 1 2 174 0 0 ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 22608 333550 SH DFND 1 333550 0 0 ULTRALIFE CORP COM 903899102 355 65840 SH DFND 1 65840 0 0 ULTRATECH STEPPER INC COM COM 904034105 7141 241120 SH DFND 1 241120 0 0 ULTRATECH STEPPER INC COM COM 904034105 171 5800 SH DFND 1 2 5800 0 0 UMB FINL CORP COM COM 902788108 27863 369980 SH DFND 1 368629 0 1351 UMH PROPERTIES INC COM COM 903002103 3587 235863 SH DFND 1 235863 0 0 UMH PROPERTIES INC S-A 8 1/4 CV RED PFD-A 903002202 406 15810 SH DFND 1 15810 0 0 UMPQUA HLDGS CORP COM COM 904214103 41960 2365277 SH DFND 1 2356728 0 8549 UMPQUA HLDGS CORP COM COM 904214103 70 3973 SH DFND 1 2 3973 0 0 UNDER ARMOUR INC - CLASS C CL C 904311206 31520 1724855 SH DFND 1 1716763 0 8092 UNDER ARMOUR INC-CLASS A CL A 904311107 34298 1736573 SH DFND 1 1728690 0 7883 UNI-PIXEL INC COM NEW 904572203 204 240301 SH DFND 1 240301 0 0 UNIFI INC COM COM NEW 904677200 4433 156173 SH DFND 1 156173 0 0 UNIFIRST CORP MASS COM COM 904708104 19839 140256 SH DFND 1 140256 0 0 UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 914 18404 SH DFND 1 15697 0 2707 UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 19 396 SH DFND 1 2 396 0 0 UNILEVER PLC SPON ADR NEW SPON ADR NEW 904767704 1144 23196 SH DFND 1 20308 0 2888 UNILIFE CORP COM NEW 90478E301 159 93559 SH DFND 1 93559 0 0 UNION BANKSHARES CORP COM 90539J109 12724 361708 SH DFND 1 361708 0 0 UNION BANKSHARES INC/VT COM 905400107 1590 37028 SH DFND 1 37028 0 0 UNION PAC CORP COM COM 907818108 903348 8539904 SH DFND 1 8502526 0 37378 UNIQUE FABRICATING INC COM 90915J103 240 19963 SH DFND 1 19963 0 0 UNIQURE BV SHS N90064101 71 12345 SH DFND 1 12345 0 0 UNISYS CORP COM COM NEW 909214306 5072 363586 SH DFND 1 363309 0 277 UNIT CORP COM COM 909218109 9303 385061 SH DFND 1 385061 0 0 UNITED BANCORP INC/OHIO COM 909911109 499 41665 SH DFND 1 41665 0 0 UNITED BANKSHARES INC WEST COM COM 909907107 27221 644297 SH DFND 1 643172 0 1125 UNITED CMNTY BKS BLAIRSVLE CAP STK COM 90984P303 15565 562144 SH DFND 1 562144 0 0 UNITED CMNTY FINL CORP OHIO COM COM 909839102 3326 398842 SH DFND 1 398842 0 0 UNITED CONTINENTAL HOLDINGS COM 910047109 218416 3095346 SH DFND 1 3082415 0 12931 UNITED FINANCIAL BANCORP INC/NEW COM 910304104 7043 414100 SH DFND 1 414100 0 0 UNITED FIRE GROUP INC. COM 910340108 7557 176692 SH DFND 1 176692 0 0 UNITED INSURANCE HOLDINGS CO COM 910710102 5249 329151 SH DFND 1 329151 0 0 UNITED MICROELECTRONICS-ADR SPON ADR NEW 910873405 24 12866 SH DFND 1 0 0 12866 UNITED NAT FOODS INC COM COM 911163103 22535 521303 SH DFND 1 519744 0 1559 UNITED PARCEL SERVICE INC CL B CL B 911312106 681152 6357684 SH DFND 1 6326220 0 31464 UNITED RENTALS INC COM COM 911363109 120290 963096 SH DFND 1 959425 0 3671 UNITED SECURITY BANCSHARES COM 911460103 98 13516 SH DFND 1 13516 0 0 UNITED STATES ANTIMONY CORP COM 911549103 69 139769 SH DFND 1 139769 0 0 UNITED STATES CELLULAR CORP COM COM 911684108 924 24764 SH DFND 1 2 24764 0 0 UNITED STATES CELLULAR CORP COM COM 911684108 4385 117469 SH DFND 1 117469 0 0 UNITED STATES LIME & MINERAL COM 911922102 1319 16703 SH DFND 1 16703 0 0 UNITED STATES STL CORP NEW COM COM 912909108 45467 1344783 SH DFND 1 1339393 0 5390 UNITED TECHNOLOGIES CORP COM COM 913017109 814866 7272464 SH DFND 1 7237667 0 34797 UNITED THERAPEUTICS CORP DE COM COM 91307C102 898 6636 SH DFND 1 2 6636 0 0 UNITED THERAPEUTICS CORP DE COM COM 91307C102 88396 653070 SH DFND 1 651680 0 1390 UNITEDHEALTH GROUP INC COM COM 91324P102 1473315 8996397 SH DFND 1 8952378 0 44019 UNITI GROUP INC COM 91325V108 29307 1133749 SH DFND 1 1126656 0 7093 UNITIL CORP COM COM 913259107 6700 148807 SH DFND 1 148807 0 0 UNITY BANCORP INC COM 913290102 1183 69818 SH DFND 1 69818 0 0 UNIVAR INC COM 91336L107 21282 694157 SH DFND 1 694157 0 0 UNIVERSAL AMERICAN CORP COM 91338E101 3691 370300 SH DFND 1 370300 0 0 UNIVERSAL CORP VA COM COM 913456109 37 537 SH DFND 1 2 537 0 0 UNIVERSAL CORP VA COM COM 913456109 22657 320252 SH DFND 1 320252 0 0 UNIVERSAL DISPLAY CORP COM COM 91347P105 30634 355804 SH DFND 1 355804 0 0 UNIVERSAL ELECTRS INC COM COM 913483103 8036 117314 SH DFND 1 117314 0 0 UNIVERSAL FST PRODS INC COM COM 913543104 17752 180153 SH DFND 1 180153 0 0 UNIVERSAL HEALTH RLTY INCM SH BEN INT SH BEN INT 91359E105 10360 160621 SH DFND 1 160621 0 0 UNIVERSAL HLTH SVCS INC CL B CL B 913903100 119246 959418 SH DFND 1 955522 0 3896 UNIVERSAL INSURANCE HOLDINGS COM 91359V107 11784 480997 SH DFND 1 480225 0 772 UNIVERSAL LOGISTICS HOLDGINS INC COM 91388P105 1110 77352 SH DFND 1 77352 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 579 34065 SH DFND 1 34065 0 0 UNIVERSAL TECHNICAL INSTITUT COM 913915104 403 116958 SH DFND 1 116958 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 5615 216797 SH DFND 1 215997 0 800 UNUM GROUP COM 91529Y106 109756 2343894 SH DFND 1 2333509 0 10385 UPLAND SOFTWARE INC COM 91544A109 588 37067 SH DFND 1 37067 0 0 UQM TECHNOLOGIES INC COM COM 903213106 84 176536 SH DFND 1 176536 0 0 URANIUM ENERGY CORP COM 916896103 1259 886863 SH DFND 1 886863 0 0 URANIUM RESOURCES INC COM 916901705 311 165848 SH DFND 1 165848 0 0 URBAN EDGE PROPERTIES COM 91704F104 22208 844434 SH DFND 1 841605 0 2829 URBAN OUTFITTERS INC COM COM 917047102 17314 728706 SH DFND 1 725983 0 2723 URBAN OUTFITTERS INC COM COM 917047102 80 3405 SH DFND 1 2 3405 0 0 URSTADT BIDDLE PPTYS INS CL A CL A 917286205 5815 282840 SH DFND 1 282840 0 0 URSTADT BIDDLE PROPERTIE S-G 6 3/4 PFD-G CV 6.75% 917286809 371 14443 SH DFND 1 14443 0 0 US AUTO PARTS NTWRK INC-REDH COM 90343C100 296 88387 SH DFND 1 88387 0 0 US BANCORP DEL COM NEW COM NEW 902973304 803016 15614898 SH DFND 1 15541567 0 73331 US CONCRETE INC COM NEW 90333L201 7309 113231 SH DFND 1 113231 0 0 US FOODS HOLDING CORP COM 912008109 16465 588460 SH DFND 1 588460 0 0 US SILICA HOLDINGS INC COM 90346E103 26952 561627 SH DFND 1 561436 0 191 USA TECHNOLOGIES INC COM NO PAR 90328S500 1165 274159 SH DFND 1 274159 0 0 USA TRUCK INC COM COM 902925106 425 57898 SH DFND 1 57898 0 0 USANA HEALTH SCIENCES INC COM 90328M107 93 1623 SH DFND 1 2 1623 0 0 USANA HEALTH SCIENCES INC COM 90328M107 7061 122588 SH DFND 1 122588 0 0 UTAH MED PRODS INC COM COM 917488108 2334 37477 SH DFND 1 37477 0 0 UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 50 25345 SH DFND 1 25345 0 0 V F CORP COM COM 918204108 179485 3269840 SH DFND 1 3254528 0 15312 VAALCO ENERGY INC COM NEW 91851C201 254 276975 SH DFND 1 276975 0 0 VAIL RESORTS INC COM COM 91879Q109 55561 289532 SH DFND 1 289432 0 100 VALERO ENERGY CORP NEW COM COM 91913Y100 313514 4735660 SH DFND 1 4714952 0 20708 VALHI INC NEW COM COM 918905100 481 146938 SH DFND 1 146938 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 33882 600865 SH DFND 1 600865 0 0 VALLEY NATL BANCORP COM COM 919794107 23647 2004062 SH DFND 1 1993948 0 10114 VALMONT INDS INC COM COM 920253101 26387 169694 SH DFND 1 169000 0 694 VALSPAR CORP COM COM 920355104 61609 555569 SH DFND 1 553312 0 2257 VALUE LINE INC COM COM 920437100 305 17735 SH DFND 1 17735 0 0 VALVOLINE INC COM 92047W101 6220 253378 SH DFND 1 253378 0 0 VAN KAMPEN PA VALUE MUN INCO COM 46132K109 1863 153118 SH DFND 1 2 153118 0 0 VANDA PHARMACTCLS INC COM 921659108 5775 412524 SH DFND 1 412524 0 0 VANTIV INC - CL A CL A 92210H105 70852 1105425 SH DFND 1 1105425 0 0 VAREX IMAGING CORP COM 92214X106 9362 278648 SH DFND 1 278648 0 0 VARIAN MED SYS INC COM COM 92220P105 91427 1004537 SH DFND 1 1000487 0 4050 VARONIS SYSTEMS INC COM 922280102 4359 137106 SH DFND 1 137106 0 0 VASCO DATA SECURITY INTL COM 92230Y104 3413 252885 SH DFND 1 252885 0 0 VASCULAR BIOGENICS LTD COM M96883109 86 15711 SH DFND 1 15711 0 0 VBI VACCINES COM NEW 91822J103 123 22468 SH DFND 1 22468 0 0 VCA INC COM COM 918194101 57814 631850 SH DFND 1 629330 0 2520 VCA INC COM COM 918194101 915 10000 SH DFND 1 2 10000 0 0 VECTOR GROUP LTD COM COM 92240M108 15551 747661 SH DFND 1 747661 0 0 VECTREN CORP COM COM 92240G101 37940 647338 SH DFND 1 644781 0 2557 VECTRUS INC COM 92242T101 1678 75086 SH DFND 1 74734 0 352 VEDANTA LTD SPONSORED ADR 92242Y100 622 36273 SH DFND 1 34690 0 1583 VEECO INSTRS INC DEL COM COM 922417100 9823 329106 SH DFND 1 329106 0 0 VEEVA SYSTEMS INC CL A COM 922475108 281 5497 SH DFND 1 2 5497 0 0 VEEVA SYSTEMS INC CL A COM 922475108 37861 738324 SH DFND 1 738324 0 0 VENTAS INC COM COM 92276F100 262802 4045544 SH DFND 1 4030166 0 15378 VENTAS INC COM COM 92276F100 45 700 SH DFND 1 2 700 0 0 VEON LTD SPONSORED ADR 91822M106 2884 707012 SH DFND 1 706350 0 662 VERA BRADLEY INC COM 92335C106 221 23796 SH DFND 1 2 23796 0 0 VERA BRADLEY INC COM 92335C106 1654 177712 SH DFND 1 177712 0 0 VERACYTE INC COM 92337F107 1120 122097 SH DFND 1 122097 0 0 VERASTEM INC COM 92337C104 390 188743 SH DFND 1 188743 0 0 VEREIT INC COM 92339V100 60412 7118483 SH DFND 1 7116819 0 1664 VERICEL CORP COM 92346J108 618 220737 SH DFND 1 220737 0 0 VERIFONE HOLDINGS INC COM 92342Y109 15065 804349 SH DFND 1 800910 0 3439 VERINT SYS INC COM COM 92343X100 22591 520845 SH DFND 1 520845 0 0 VERINT SYS INC COM COM 92343X100 40 935 SH DFND 1 2 935 0 0 VERISIGN INC COM COM 92343E102 78163 898546 SH DFND 1 894717 0 3829 VERISK ANALYTICS INC-CL A COM 92345Y106 37 464 SH DFND 1 2 464 0 0 VERISK ANALYTICS INC-CL A COM 92345Y106 127521 1573850 SH DFND 1 1562439 0 11411 VERITEX HOLDINGS INC COM 923451108 2877 102313 SH DFND 1 102313 0 0 VERITIV CORP COM 923454102 119 2301 SH DFND 1 2 2301 0 0 VERITIV CORP COM 923454102 4704 90819 SH DFND 1 90819 0 0 VERIZON COMMUNICATIONS COM COM 92343V104 1890013 38826004 SH DFND 1 38639271 0 186733 VERMILLION INC COM NEW 92407M206 231 110945 SH DFND 1 110945 0 0 VERSAR INC COM 925297103 19 11390 SH DFND 1 11390 0 0 VERSARTIS INC COM 92529L102 5495 257417 SH DFND 1 257417 0 0 VERSO CORP - A CL A 92531L207 1125 187526 SH DFND 1 187526 0 0 VERSUM MATERIALS INC COM 92532W103 21278 695370 SH DFND 1 691782 0 3588 VERTEX ENERGY INC COM 92534K107 111 100060 SH DFND 1 100060 0 0 VERTEX PHARMACEUTICALS INC COM COM 92532F100 255290 2338051 SH DFND 1 2319957 0 18094 VERTEX PHARMACEUTICALS INC COM COM 92532F100 193 1770 SH DFND 1 2 1770 0 0 VGR 2 1/2 01/15/2019 FRNT 1/1 92240MAY4 12301 8500000 PRN DFND 1 2 8500000 0 0 VIACOM INC CL B CL B 92553P201 163678 3515695 SH DFND 1 3490270 0 25425 VIACOM INC CL B CL B 92553P201 141 3041 SH DFND 1 2 3041 0 0 VIACOM INC-CLASS A CL A 92553P102 2048 42025 SH DFND 1 42025 0 0 VIAD CORP COM COM NEW 92552R406 7224 159826 SH DFND 1 159826 0 0 VIASAT INC COM COM 92552V100 27894 437084 SH DFND 1 435438 0 1646 VIAVI SOLUTIONS INC COM 925550105 20425 1905330 SH DFND 1 1905330 0 0 VICAL INC COM COM NEW 925602203 88 39626 SH DFND 1 39626 0 0 VICOR CORP COM COM 925815102 2018 125347 SH DFND 1 125347 0 0 VIDEOCON D2H LTD - ADR ADR 92657J101 270 23536 SH DFND 1 23536 0 0 VIEWRAY INC COM 92672L107 1271 149463 SH DFND 1 149463 0 0 VIKING THERAPEUTICS INC COM 92686J106 45 31264 SH DFND 1 31264 0 0 VILLAGE BANK AND TRUST FINANCIAL COM NEW 92705T200 239 8883 SH DFND 1 8883 0 0 VILLAGE SUPER MARKET INC CL A NEW 927107409 1733 65417 SH DFND 1 65417 0 0 VILLAGE SUPER MARKET INC CL A NEW 927107409 240 9069 SH DFND 1 2 9069 0 0 VINCE HOLDING CORP COM 92719W108 257 166002 SH DFND 1 166002 0 0 VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 994 55295 SH DFND 1 55295 0 0 VIPSHOP HOLDINGS LTD - ADS SPONSORED ADR 92763W103 6769 509628 SH DFND 1 509628 0 0 VIRCO MFG CO COM COM 927651109 82 20878 SH DFND 1 20878 0 0 VIRNETX HOLDING CORP COM 92823T108 828 360182 SH DFND 1 360182 0 0 VIRTU FINANCIAL INC CL A 928254101 5404 317906 SH DFND 1 317906 0 0 VIRTUS INVESTMENT PARTNERS COM 92828Q109 5081 47980 SH DFND 1 47980 0 0 VIRTUS TOTAL RETURN FUND COM 92829A103 376 86106 SH DFND 1 2 86106 0 0 VIRTUSA CORP COM 92827P102 6889 227982 SH DFND 1 227982 0 0 VISA INC COM CL A 92826C839 1675474 18878856 SH DFND 1 18794661 0 84195 VISA INC COM CL A 92826C839 14 167 SH DFND 1 2 167 0 0 VISHAY INTERTECHNOLOGY INC COM COM 928298108 21731 1321090 SH DFND 1 1316930 0 4160 VISHAY PRECISION GROUP COM 92835K103 1240 78534 SH DFND 1 78534 0 0 VISTA OUTDOOR INC COM 928377100 9229 448259 SH DFND 1 448259 0 0 VISTAGEN THERAPEUTICS INC COM NEW 92840H202 58 30097 SH DFND 1 30097 0 0 VISTEON CORP COM NEW 92839U206 24226 247339 SH DFND 1 247339 0 0 VITAL THERAPIES INC COM 92847R104 688 172210 SH DFND 1 172210 0 0 VITAMIN SHOPPE INC. COM 92849E101 3929 195025 SH DFND 1 195025 0 0 VITAMIN SHOPPE INC. COM 92849E101 185 9217 SH DFND 1 2 9217 0 0 VIVEVE MEDICAL INC COM NEW 92852W204 223 35231 SH DFND 1 35231 0 0 VIVINT SOLAR INC COM 92854Q106 445 159255 SH DFND 1 159255 0 0 VIVUS INC COM COM 928551100 675 602878 SH DFND 1 602878 0 0 VMWARE INC-CLASS A CL A COM 928563402 43488 472181 SH DFND 1 472181 0 0 VOCERA COMMUNICATIONS INC COM 92857F107 4901 197394 SH DFND 1 197394 0 0 VOCERA COMMUNICATIONS INC COM 92857F107 133 5361 SH DFND 1 2 5361 0 0 VODAFONE GROUP PLC NEW SPONSORED ADR SPONSORED ADR 92857W308 7581 286835 SH DFND 1 272954 0 13881 VOLITIONRX LTD COM 928661107 405 100890 SH DFND 1 100890 0 0 VOLT INFORMATION SCIENCES I COM COM 928703107 287 41675 SH DFND 1 41675 0 0 VONAGE HOLDINGS CORP COM 92886T201 9425 1491442 SH DFND 1 1491442 0 0 VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 196846 1964764 SH DFND 1 1957317 0 7447 VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 28 287 SH DFND 1 2 287 0 0 VOXX INTERNATIONAL CORP CL A 91829F104 594 114327 SH DFND 1 114327 0 0 VOYA FINANCIAL INC COM 929089100 52517 1384056 SH DFND 1 1384056 0 0 VOYA FINANCIAL INC COM 929089100 88 2340 SH DFND 1 2 2340 0 0 VOYAGER THERAPEUTICS INC COM 92915B106 827 62485 SH DFND 1 62485 0 0 VRTS 7 1/4 PFD CV SER D 92828Q208 4402 45000 PRN DFND 1 2 45000 0 0 VSE CORP COM 918284100 2528 61980 SH DFND 1 61980 0 0 VTV THERAPEUTICS INC- CL A CL A 918385105 248 37976 SH DFND 1 37976 0 0 VULCAN MATLS CO COM COM 929160109 150345 1249739 SH DFND 1 1243996 0 5743 VUZIX CORP COM NEW 92921W300 576 92972 SH DFND 1 92972 0 0 VWR CORP COM 91843L103 20383 722822 SH DFND 1 722822 0 0 W P CAREY & CO LLC COM COM 92936U109 53002 851858 SH DFND 1 851858 0 0 W&T OFFSHORE COM 92922P106 761 274941 SH DFND 1 274941 0 0 WABASH NATL CORP COM COM 929566107 199 9628 SH DFND 1 2 9628 0 0 WABASH NATL CORP COM COM 929566107 18049 872358 SH DFND 1 872358 0 0 WABCO HOLDINGS INC COM 92927K102 49916 425250 SH DFND 1 425250 0 0 WABTEC CORP COM COM 929740108 198 2550 SH DFND 1 2 2550 0 0 WABTEC CORP COM COM 929740108 57256 734298 SH DFND 1 731630 0 2668 WADDELL & REED FINL INC CL A CL A 930059100 16961 997722 SH DFND 1 994771 0 2951 WAGEWORKS INC COM 930427109 20654 285681 SH DFND 1 285681 0 0 WAL MART STORES INC COM COM 931142103 337 4686 SH DFND 1 2 4686 0 0 WAL MART STORES INC COM COM 931142103 1105993 15364982 SH DFND 1 15296094 0 68888 WALGREEN BOOTS ALLIANCE INC COM 931427108 54 651 SH DFND 1 2 651 0 0 WALGREEN BOOTS ALLIANCE INC COM 931427108 753759 9087976 SH DFND 1 9018328 0 69648 WALKER & DUNLOP INC COM 93148P102 17057 409160 SH DFND 1 409160 0 0 WALKER & DUNLOP INC COM 93148P102 162 3891 SH DFND 1 2 3891 0 0 WALTER INVESTMENT MANAGEMENT COM 93317W102 267 247307 SH DFND 1 247307 0 0 WASHINGTON FED INC COM COM 938824109 24593 743005 SH DFND 1 740252 0 2753 WASHINGTON PRIME GROUP INC COM 93964W108 15409 1773265 SH DFND 1 1764956 0 8309 WASHINGTON REAL ESTATE INVT SH BEN INT SH BEN INT 939653101 21394 683959 SH DFND 1 683959 0 0 WASHINGTON TR BANCORP COM COM 940610108 6481 131480 SH DFND 1 131480 0 0 WASHINGTONFIRST BANKSHARE INC COM 940730104 1711 61124 SH DFND 1 61124 0 0 WASTE CONNECTIONS INC COM COM 94106B101 696 8371 SH DFND 1 8371 0 0 WASTE MGMT INC DEL COM COM 94106L109 268745 3691175 SH DFND 1 3672646 0 18529 WATERS CORP COM COM 941848103 128767 824900 SH DFND 1 821418 0 3482 WATERSTONE FINANCIAL INC COM 94188P101 4974 272601 SH DFND 1 272601 0 0 WATSCO INC COM COM 942622200 68 477 SH DFND 1 2 477 0 0 WATSCO INC COM COM 942622200 30538 213284 SH DFND 1 212343 0 941 WATTS WATER TECHNOLOGIES INC CL A 942749102 203 3270 SH DFND 1 2 3270 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 13863 222356 SH DFND 1 222356 0 0 WAVE LIFE SCIENCES PTE LTD SHS Y95308105 2103 76478 SH DFND 1 76478 0 0 WAYFAIR INC- CLASS A CL A 94419L101 9444 233243 SH DFND 1 233243 0 0 WAYSIDE TECHNOLOGY COM 946760105 322 17318 SH DFND 1 17318 0 0 WBMD 2 1/2 01/31/2018 REG NOTE 2.500% 1/3 94770VAF9 2030 2000000 PRN DFND 1 2 2000000 0 0 WD-40 CO COM COM 929236107 13056 119840 SH DFND 1 119840 0 0 WEATHERFORD INTL LTD ORD SHS G48833100 5026 755911 SH DFND 1 2 755911 0 0 WEATHERFORD INTL LTD ORD SHS G48833100 50272 7562336 SH DFND 1 7560906 0 1430 WEB.COM GROUP INC COM 94733A104 8052 417246 SH DFND 1 417246 0 0 WEBMD HEALTH CORP COM 94770V102 15683 297709 SH DFND 1 296547 0 1162 WEBSTER FINL CORP CONN COM COM 947890109 34325 685964 SH DFND 1 683102 0 2862 WEC ENERGY GROUP COM 92939U106 191768 3167331 SH DFND 1 3152790 0 14541 WECAST NETWORK IN COM 94850Q106 42 20793 SH DFND 1 20793 0 0 WEIBO CORP - ADR SPONSORED ADR 948596101 3650 70163 SH DFND 1 69896 0 267 WEIGHT WATCHERS INTL INC NE COM COM 948626106 3193 205125 SH DFND 1 205125 0 0 WEINGARTEN RLTY INVS SH BEN INT SH BEN INT 948741103 36200 1084163 SH DFND 1 1080476 0 3687 WEIS MKTS INC COM COM 948849104 7286 122151 SH DFND 1 122151 0 0 WELBILT INC COM 949090104 21051 1072415 SH DFND 1 1072415 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 851 6076 SH DFND 1 2 6076 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 66866 476902 SH DFND 1 475533 0 1369 WELLS FARGO & CO NEW COM COM 949746101 139 2506 SH DFND 1 2 2506 0 0 WELLS FARGO & CO NEW COM COM 949746101 2489406 44788457 SH DFND 1 44583822 0 204635 WELLTOWER INC COM 95040Q104 294452 4162790 SH DFND 1 4147018 0 15772 WENDY'S CO/ THE COM 95058W100 21814 1602853 SH DFND 1 1596887 0 5966 WERNER ENTERPRISES INC COM COM 950755108 9660 368735 SH DFND 1 367338 0 1397 WESBANCO INC COM COM 950810101 13163 345421 SH DFND 1 345421 0 0 WESCO AIRCRAFT HOLDINGS INC COM 950814103 1 160 SH DFND 1 2 160 0 0 WESCO AIRCRAFT HOLDINGS INC COM 950814103 5407 474348 SH DFND 1 474348 0 0 WESCO INTL INC COM COM 95082P105 24155 347305 SH DFND 1 347305 0 0 WEST BANCORPORATION CAP STK 95123P106 3625 157960 SH DFND 1 157960 0 0 WEST CORP COM COM 952355204 12184 498961 SH DFND 1 497929 0 1032 WEST MARINE INC COM COM 954235107 1255 131639 SH DFND 1 131639 0 0 WEST PHARMACEUTICAL SVSC IN COM COM 955306105 44772 548613 SH DFND 1 546339 0 2274 WEST PHARMACEUTICAL SVSC IN COM COM 955306105 4 50 SH DFND 1 2 50 0 0 WESTAMERICA BANCORPORATION COM COM 957090103 11902 213196 SH DFND 1 213196 0 0 WESTAMERICA BANCORPORATION COM COM 957090103 44 795 SH DFND 1 2 795 0 0 WESTAR ENERGY, INC COM 95709T100 60614 1117285 SH DFND 1 1112882 0 4403 WESTBURY BANCORP INC COM 95727P106 453 21755 SH DFND 1 21755 0 0 WESTELL TECHNOLOGIES INC CL A CL A 957541105 175 250608 SH DFND 1 250608 0 0 WESTERN ALLIANCE BANCORP COM 957638109 39804 810849 SH DFND 1 810849 0 0 WESTERN ASSET EMERGING MARKETS COM 95766A101 788 50866 SH DFND 1 2 50866 0 0 WESTERN ASSET MORTGAGE CAP COM 95790D105 3192 326792 SH DFND 1 320286 0 6506 WESTERN DIGITAL CORP COM COM 958102105 249848 3031364 SH DFND 1 3010242 0 21122 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 335 5545 SH DFND 1 2 5545 0 0 WESTERN NEW ENGLAND BANCORP INC COM 958892101 2339 222774 SH DFND 1 222774 0 0 WESTERN REFINING INC COM 959319104 22188 632692 SH DFND 1 629624 0 3068 WESTERN UNION CO COM 959802109 107454 5286962 SH DFND 1 5258982 0 27980 WESTLAKE CHEMICAL CORP COM COM 960413102 19064 288643 SH DFND 1 288643 0 0 WESTMORELAND COAL CO COM 960878106 185 12787 SH DFND 1 2 12787 0 0 WESTMORELAND COAL CO COM 960878106 2135 147095 SH DFND 1 147095 0 0 WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 689 25806 SH DFND 1 21470 0 4336 WESTPORT FUEL SYSTEMS INC COM NEW 960908309 37 38567 SH DFND 1 38567 0 0 WESTROCK CO COM 96145D105 128423 2471696 SH DFND 1 2460445 0 11251 WESTWOOD HLDGS GROUP INC COM COM 961765104 289 5419 SH DFND 1 2 5419 0 0 WESTWOOD HLDGS GROUP INC COM COM 961765104 2969 55602 SH DFND 1 55602 0 0 WEX INC. COM 96208T104 29354 283617 SH DFND 1 282422 0 1195 WEYCO GROUP INC COM 962149100 1196 42602 SH DFND 1 42602 0 0 WEYERHAEUSER CO COM COM 962166104 974 28685 SH DFND 1 2 28685 0 0 WEYERHAEUSER CO COM COM 962166104 291744 8596217 SH DFND 1 8563811 0 32406 WGL HLDGS INC COM COM 92924F106 825 10000 SH DFND 1 2 10000 0 0 WGL HLDGS INC COM COM 92924F106 33035 400279 SH DFND 1 398693 0 1586 WHIRLPOOL CORP COM COM 963320106 127051 742589 SH DFND 1 739133 0 3456 WHITE MTNS INS GROUP LTD COM COM G9618E107 32684 37146 SH DFND 1 37146 0 0 WHITESTONE REIT - B COM 966084204 3968 286742 SH DFND 1 286742 0 0 WHITEWAVE FOODS CO - A COM 966244105 71430 1272646 SH DFND 1 1267168 0 5478 WHITING PETROLEUM CORP COM 966387102 18985 2006965 SH DFND 1 2006965 0 0 WHOLE FOODS MKT INC COM COM 966837106 30 1014 SH DFND 1 2 1014 0 0 WHOLE FOODS MKT INC COM COM 966837106 105871 3566662 SH DFND 1 3552848 0 13814 WI-LAN INC COM 928972108 112 61580 SH DFND 1 61580 0 0 WIDEPOINT CORP COM COM 967590100 153 340820 SH DFND 1 340820 0 0 WILDHORSE RES DVLPT -REDH COM 96812T102 2427 195177 SH DFND 1 195177 0 0 WILEY JOHN & SONS INC CL A CL A 968223206 19545 363303 SH DFND 1 361918 0 1385 WILLBROS GROUP INC COM COM 969203108 856 312743 SH DFND 1 312743 0 0 WILLDAN GROUP INC COM 96924N100 1439 44623 SH DFND 1 44623 0 0 WILLIAM LYON HOMES - CL A CL A NEW 552074700 3643 176674 SH DFND 1 176674 0 0 WILLIAMS CLAYTON ENERGY INC COM COM 969490101 7069 53521 SH DFND 1 53521 0 0 WILLIAMS COS INC DEL COM COM 969457100 399 13504 SH DFND 1 2 13504 0 0 WILLIAMS COS INC DEL COM COM 969457100 261860 8861078 SH DFND 1 8823481 0 37597 WILLIAMS SONOMA INC COM COM 969904101 35342 659123 SH DFND 1 656536 0 2587 WILLIS LEASE FINANCE CORP COM COM 970646105 701 31400 SH DFND 1 31400 0 0 WILLIS TOWERS WATSON PLC SHS G96629103 150909 1154722 SH DFND 1 1149215 0 5507 WINDSTREAM HOLDINGS INC COM NEW 97382A200 8015 1470750 SH DFND 1 1462683 0 8067 WINDSTREAM HOLDINGS INC COM NEW 97382A200 267 49080 SH DFND 1 2 49080 0 0 WINDTREE THERAPUTICS INC COM 97382D105 62 54795 SH DFND 1 54795 0 0 WINGSTOP INC COM 974155103 6204 219387 SH DFND 1 219387 0 0 WINMARK CORP COM COM 974250102 1923 17020 SH DFND 1 17020 0 0 WINNEBAGO INDS INC COM COM 974637100 19 656 SH DFND 1 2 656 0 0 WINNEBAGO INDS INC COM COM 974637100 5733 196019 SH DFND 1 196019 0 0 WINS FINANCE HOLDINGS INC ORD SHS G97223104 1882 12982 SH DFND 1 12982 0 0 WINTRUST FINANCIAL CORP COM COM 97650W108 38256 553486 SH DFND 1 551847 0 1639 WIPRO LTD SPON ADR 1 SH 97651M109 4090 399812 SH DFND 1 397000 0 2812 WIRELESS TELECOM GROUP INC COM 976524108 69 46661 SH DFND 1 46661 0 0 WISDOMTREE INVESTMENTS INC COM 97717P104 8217 905034 SH DFND 1 902895 0 2139 WIX.COM SHS M98068105 1534 22603 SH DFND 1 22603 0 0 WIX.COM SHS M98068105 520 7673 SH DFND 1 2 7673 0 0 WLP 2 3/4 10/15/2042 NOTE 2.750%10/1 94973VBG1 3424 1500000 PRN DFND 1 2 1500000 0 0 WMIH CORP COM 92936P100 2507 1728969 SH DFND 1 1728969 0 0 WOLVERINE WORLD WIDE INC COM COM 978097103 18363 735434 SH DFND 1 735434 0 0 WOODWARD INC. COM 980745103 32881 484121 SH DFND 1 482417 0 1704 WOODWARD INC. COM 980745103 92 1355 SH DFND 1 2 1355 0 0 WORKDAY INC - CLASS A CL A 98138H101 69529 835221 SH DFND 1 835221 0 0 WORKHORSE GROUP INC COM NEW 98138J206 332 126435 SH DFND 1 126435 0 0 WORKIVA INC COM CL A 98139A105 2423 154844 SH DFND 1 154844 0 0 WORLD ACCEP CORP DEL COM COM 981419104 6659 128603 SH DFND 1 128603 0 0 WORLD FUEL SVCS CORP COM COM 981475106 137 3800 SH DFND 1 2 3800 0 0 WORLD FUEL SVCS CORP COM COM 981475106 20986 578927 SH DFND 1 576757 0 2170 WORLD WRESTLING ENTMT CL A 98156Q108 6569 295641 SH DFND 1 295641 0 0 WORTHINGTON INDS INC COM COM 981811102 18896 419083 SH DFND 1 417729 0 1354 WPCS INTERNATIONAL INC COM PAR $.0001 N 92931L401 55 40159 SH DFND 1 40159 0 0 WPP GROUP PLC AMERICAN DEPOSITARY SHARES ADR 92937A102 1405 12846 SH DFND 1 12396 0 450 WPX ENERGY INC COM 98212B103 41204 3077232 SH DFND 1 3064970 0 12262 WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 27239 875307 SH DFND 1 875307 0 0 WSFS FINL CORP COM COM 929328102 11127 242164 SH DFND 1 242164 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 801 9508 SH DFND 1 2 9508 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 84085 999055 SH DFND 1 994158 0 4897 WYNN RESORTS LTD COM 983134107 91991 803740 SH DFND 1 800299 0 3441 XACTLY CORP COM 98386L101 1689 141959 SH DFND 1 141959 0 0 XBIOTECH INC COM 98400H102 2511 152318 SH DFND 1 152318 0 0 XCEL ENERGY INC COM COM 98389B100 224766 5063694 SH DFND 1 5041783 0 21911 XCERRA CORP COM 98400J108 3761 423085 SH DFND 1 423085 0 0 XENCOR INC COM 98401F105 8544 357227 SH DFND 1 357227 0 0 XENCOR INC COM 98401F105 239 10003 SH DFND 1 2 10003 0 0 XENIA HOTELS & RESORTS INC COM 984017103 19387 1135752 SH DFND 1 1135752 0 0 XENITH BANKSHARES INC COM NEW 984102202 1868 73644 SH DFND 1 73644 0 0 XENON PHARMACEUTICALS INC COM 98420N105 41 10386 SH DFND 1 10386 0 0 XERIUM TECHNOLOGIES INC COM NEW 98416J118 372 58265 SH DFND 1 58265 0 0 XEROX CORP COM COM 984121103 92637 12632535 SH DFND 1 12585044 0 47491 XILINX INC COM COM 983919101 578 10000 SH DFND 1 2 10000 0 0 XILINX INC COM COM 983919101 165899 2869210 SH DFND 1 2850653 0 18557 XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 129 29372 SH DFND 1 2 29372 0 0 XL GROUP PLC COM G98294104 102892 2585009 SH DFND 1 2573578 0 11431 XO GROUP INC COM 983772104 113 6576 SH DFND 1 2 6576 0 0 XO GROUP INC COM 983772104 4081 237143 SH DFND 1 237143 0 0 XOMA CORP COM NEW 98419J206 289 40784 SH DFND 1 40784 0 0 XPERI CORP COM 98421B100 18602 547949 SH DFND 1 547766 0 183 XPLORE TECHNOLOGIES COM PAR $0.001 983950700 34 16945 SH DFND 1 16945 0 0 XPO LOGISTICS INC COM 983793100 31144 650336 SH DFND 1 650336 0 0 XUNLEI LTD ADR SPONSORED ADR 98419E108 78 19269 SH DFND 1 19269 0 0 XYLEM INC COM 98419M100 90703 1808592 SH DFND 1 1800828 0 7764 YAHOO INC COM COM 984332106 401835 8670598 SH DFND 1 8604730 0 65868 YAHOO INC COM COM 984332106 928 20000 SH DFND 1 2 20000 0 0 YANDEX NV-A SHS CLASS A N97284108 3267 149007 SH DFND 1 149007 0 0 YATRA ONLINE INC ORD SHS G98338109 114 12066 SH DFND 1 12066 0 0 YELP INC CL A 985817105 14899 454954 SH DFND 1 454954 0 0 YELP INC CL A 985817105 95 2906 SH DFND 1 2 2906 0 0 YIELD10 BIOSCIENCE INC COM 98585K102 13 37277 SH DFND 1 37277 0 0 YIRENDAI LTD - ADR SPONSORED ADR 98585L100 416 16599 SH DFND 1 2 16599 0 0 YORK WATER CO COM 987184108 4260 121557 SH DFND 1 121557 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 2885 262040 SH DFND 1 261265 0 775 YUM CHINA HOLDINGS COM 98850P109 16289 600817 SH DFND 1 599917 0 900 YUM! BRANDS INC COM 988498101 192865 3022956 SH DFND 1 3007552 0 15404 YUM! BRANDS INC COM 988498101 75 1181 SH DFND 1 2 1181 0 0 YUME INC COM 98872B104 1023 250331 SH DFND 1 250331 0 0 YY INC-ADR ADS REPCOM CLA 98426T106 177 3850 SH DFND 1 2 3850 0 0 YY INC-ADR ADS REPCOM CLA 98426T106 2656 57814 SH DFND 1 57814 0 0 ZAFGEN INC COM 98885E103 754 161965 SH DFND 1 161822 0 143 ZAGG INC COM 98884U108 1496 207906 SH DFND 1 207906 0 0 ZAIS GROUP HOLDINGS INC COM 98887G106 59 22211 SH DFND 1 22211 0 0 ZAYO GROUP HOLDINGS INC COM 98919V105 26938 819193 SH DFND 1 819193 0 0 ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 38634 423389 SH DFND 1 421750 0 1639 ZEDGE INC CL B 98923T104 234 76236 SH DFND 1 76236 0 0 ZELTIQ AESTHETICS INC COM 98933Q108 16396 294846 SH DFND 1 294846 0 0 ZENDESK INC COM 98936J101 16361 583497 SH DFND 1 583497 0 0 ZILLOW GROUP INC CL A 98954M101 14093 416848 SH DFND 1 416848 0 0 ZILLOW GROUP INC - C CL C CAP STK 98954M200 26949 800706 SH DFND 1 800706 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 233979 1918914 SH DFND 1 1910201 0 8713 ZION OIL & GAS INC COM 989696109 177 148183 SH DFND 1 148183 0 0 ZIONS BANCORPORATION *W EXP 05/22/202 989701115 19131 1685622 SH DFND 1 2 1685622 0 0 ZIONS BANCORPORATION COM COM 989701107 90556 2158321 SH DFND 1 2149438 0 8883 ZIOPHARM ONCOLOGY INC COM 98973P101 6444 1016427 SH DFND 1 1015538 0 889 ZIX CORP COM COM 98974P100 143 29883 SH DFND 1 2 29883 0 0 ZIX CORP COM COM 98974P100 2228 463379 SH DFND 1 463379 0 0 ZOE'S KITCHEN INC COM 98979J109 2686 145201 SH DFND 1 145201 0 0 ZOETIS INC CL A 98978V103 245017 4597661 SH DFND 1 4576331 0 21330 ZOGENIX INC COM NEW 98978L204 2135 196793 SH DFND 1 196793 0 0 ZOSANA PHARMA CORP COM 98979H103 82 43518 SH DFND 1 43518 0 0 ZUMIEZ INC COM 989817101 2883 157587 SH DFND 1 157587 0 0 ZYNERBA PHARMACEUTICALS INC COM 98986X109 15 771 SH DFND 1 2 771 0 0 ZYNERBA PHARMACEUTICALS INC COM 98986X109 1512 75244 SH DFND 1 75244 0 0 ZYNGA INC CL A 98986T108 18915 6636920 SH DFND 1 6636920 0 0 AGNICO EAGLE MINES LTD COM 008474108 9290 219600 SH DFND 1 219600 0 0 AGRIUM INC COM 008916108 5974 62966 SH DFND 1 62966 0 0 B2GOLD CORP COM 11777Q209 28 10054 SH DFND 1 10054 0 0 BARRICK GOLD CORP COM 067901108 10591 561002 SH DFND 1 561002 0 0 BCE INC COM 05534B760 11615 262766 SH DFND 1 262766 0 0 BLACKBERRY LTD COM 09228F103 1824 237090 SH DFND 1 237090 0 0 CAMECO CORP COM 13321L108 2047 186136 SH DFND 1 186136 0 0 CELESTICA INC COM 15101Q108 21 1500 SH DFND 1 1500 0 0 CELESTICA INC COM 15101Q108 318 21901 SH DFND 1 2 21901 0 0 CREDICORP LTD COM G2519Y108 1061 6502 SH DFND 1 6502 0 0 CRH MEDICAL CORP COM 12626F105 201 24600 SH DFND 1 2 24600 0 0 ELDORADO GOLD CORP NEW COM 284902103 1170 343844 SH DFND 1 343844 0 0 ENBRIDGE INC COM 29250N105 32114 769422 SH DFND 1 769422 0 0 ENCANA CORP COM 292505104 5358 460079 SH DFND 1 460079 0 0 GILDAN ACTIVEWEAR INC COM 375916103 3722 138348 SH DFND 1 138348 0 0 IMPERIAL OIL LTD COM 453038408 4285 141438 SH DFND 1 141438 0 0 IMPERIAL OIL LTD COM 453038408 164 5400 SH DFND 1 2 5400 0 0 KINROSS GOLD CORP COM 496902404 2097 598448 SH DFND 1 598448 0 0 KINROSS GOLD CORP COM 496902404 0 1 SH DFND 1 2 1 0 0 MANULIFE FINL CORP COM 56501R106 16679 945874 SH DFND 1 945874 0 0 METHANEX CORP COM 59151K108 2058 44244 SH DFND 1 44244 0 0 OPEN TEXT CORP COM 683715106 4258 126044 SH DFND 1 126044 0 0 PENGROWTH ENERGY CORP COM 70706P104 11 11159 SH DFND 1 11159 0 0 SILVER WHEATON CORP COM 828336107 4622 223032 SH DFND 1 223032 0 0 YAMANA GOLD INC COM 98462Y100 1248 454622 SH DFND 1 454622 0 0 YAMANA GOLD INC COM 98462Y100 0 3 SH DFND 1 2 3 0 0 HERITAGE OAKS BANCORP COM 42724R107 2601207 194847 SH DFND 1 2601207 0 0 IMMUNE PHARMACEUTICALS INC COM 45254C101 65316 447068 SH DFND 1 2601207 0 0 MIDDLEBURG FINANCIAL CORP COM 596094102 1383 34542 SH DFND 1 34542 0 0 SUFFOLK BANCORP COM 864739107 783 19370 SH DFND 1 19370 0 0 WHEELER REAL ESTATE INVT TR COM 963025101 275450 159220 SH DFND 1 159220 0 0