The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COMCommon equity shares68243Q1066,385541,123SH DFND2,5,20452,342088,781
1ST CONSTITUTION BANCORPCommon equity shares31986N1022,199106,183SH DFND2,2090,647015,536
1ST SOURCE CORPCommon equity shares33690110318,430350,292SH DFND2,5,8,20272,563077,729
21VIANET GROUP INCAmerican Depository Receipt90138A1034,248420,881SH DFND2,5,20366,012054,869
22ND CENTURY GROUP INCCommon equity shares90137F1034,7141,676,941SH DFND2,5,201,397,3000279,641
2U INCCommon equity shares90214J10152,639700,037SH DFND2,5,8,13,20614,090085,947
3D SYSTEMS CORPCommon equity shares88554D20556,4162,984,875SH DFND2,5,8,202,608,3680376,507
3M COCommon equity shares88579Y1019,096,60443,171,156SH DFND1,2,5,6,8,10,11,12,13,18,19,2034,840,07308,331,083
500.COM LTD -ADRAmerican Depository Receipt33829R10090581,964SH DFND2,5,2081,96400
51JOB INC -ADRAmerican Depository Receipt31682710436,141469,421SH DFND2,5,6,8,10,12,13,18,20371,116098,305
58.COM INC -ADRAmerican Depository Receipt31680Q104148,7572,021,154SH DFND1,2,5,6,8,10,12,13,18,201,293,3570727,797
8X8 INCCommon equity shares28291410056,1842,643,909SH DFND2,5,8,202,312,5200331,389
A V HOMES INCCommon equity shares00234P1026,593329,644SH DFND2,5,20292,803036,841
A10 NETWORKS INCCommon equity shares0021211016,2561,028,891SH DFND2,5,20889,2810139,610
AAC HOLDINGS INCCommon equity shares0003071081,438188,613SH DFND2,20155,324033,289
AAON INCCommon equity shares00036020643,3681,147,377SH DFND2,5,8,201,000,7950146,582
AAR CORPCommon equity shares00036110573,2941,530,523SH DFND2,5,8,201,397,5630132,960
AARON`S INCCommon equity shares002535300147,9702,717,059SH DFND2,5,6,8,10,11,202,280,1540436,905
ABB LTDAmerican Depository Receipt00037520486536,593SH DFND2,2036,59300
ABBOTT LABORATORIESCommon equity shares0028241005,144,42370,125,747SH DFND1,2,5,6,8,10,11,12,13,18,19,2062,647,22707,478,520
ABBVIE INCCommon equity shares00287Y1096,005,91463,500,906SH DFND1,2,5,6,8,10,11,12,13,18,19,2056,807,25006,693,656
ABEONA THERAPEUTICS INCCommon equity shares00289Y10727,9252,181,395SH DFND2,5,202,088,281093,114
ABERCROMBIE FITCH -CL ACommon equity shares00289620750,1382,374,026SH DFND2,5,8,12,13,202,122,0350251,991
ABIOMED INCCommon equity shares003654100778,9351,731,904SH DFND2,5,6,8,10,11,12,13,18,201,548,6570183,247
ABM INDUSTRIES INCCommon equity shares000957100233,2987,233,998SH DFND2,5,8,207,000,3440233,654
ABRAXAS PETROLEUM CORP/NVCommon equity shares00383010611,7745,053,901SH DFND2,5,204,619,2690434,632
AC IMMUNE SACommon StockH0026310525031,300SH DFND231,30000
ACACIA COMMUNICATIONS INCCommon equity shares00401C10825,499616,414SH DFND2,5,20530,757085,657
ACACIA RESEARCH CORPCommon equity shares0038813073,048951,789SH DFND2,5,20816,1810135,608
ACADIA HEALTHCARE CO INCCommon equity shares00404A10985,7612,436,195SH DFND2,5,6,8,11,13,202,157,5800278,615
ACADIA PHARMACEUTICALS INCCommon equity shares004225108141,9596,838,199SH DFND2,5,8,10,13,206,510,4150327,784
ACADIA REALTY TRUSTReal Estate Investment Trust00423910994,7383,379,831SH DFND2,5,8,10,18,203,013,7000366,131
ACCELERATE DIAGNOSTICS INCCommon equity shares00430H10212,141528,987SH DFND2,5,8,20448,327080,660
ACCELERON PHARMA INCCommon equity shares00434H10888,5791,547,795SH DFND2,5,8,10,201,415,2540132,541
ACCENTURE PLCCommon equity sharesG1151C1014,377,08625,717,284SH DFND1,2,5,6,8,10,11,12,13,18,19,2022,820,20402,897,080
ACCESS NATIONAL CORPCommon equity shares0043371017,329270,532SH DFND2,5,20226,419044,113
ACCO BRANDS CORPCommon equity shares00081T10824,5492,172,255SH DFND2,5,8,10,201,809,9510362,304
ACCURAY INCCommon equity shares0043971059,8842,196,125SH DFND2,5,8,201,932,4850263,640
ACELRX PHARMACEUTICALS INCCommon equity shares00444T10020553,161SH DFND2,2053,16100
ACETO CORPCommon equity shares0044461001,013448,516SH DFND2,20439,91608,600
ACHAOGEN INCCommon equity shares0044491042,543637,532SH DFND2,5,20539,976097,556
ACHILLION PHARMACEUTICALSCommon equity shares00448Q20117,7144,813,569SH DFND2,5,8,204,370,7510442,818
ACI WORLDWIDE INCCommon equity shares004498101118,6614,216,709SH DFND2,5,6,8,11,13,203,481,3420735,367
ACLARIS THERAPEUTICS INCCommon equity shares00461U1058,832608,099SH DFND2,5,20519,128088,971
ACM RESEARCH INC - REDHCommon Stock00108J1091,297117,375SH DFND2,2096,190021,185
ACNB CORPCommon equity shares0008681093,56195,687SH DFND2,2081,938013,749
ACORDA THERAPEUTICS INCCommon equity shares00484M10652,6222,677,759SH DFND2,5,8,10,202,522,8080154,951
ACTIVISION BLIZZARD INCCommon equity shares00507V1092,233,54126,848,718SH DFND1,2,5,6,8,10,11,12,13,18,19,2023,768,98303,079,735
ACTUANT CORP -CL ACommon equity shares00508X20360,2192,157,955SH DFND2,5,8,201,511,5920646,363
ACUITY BRANDS INCCommon equity shares00508Y102206,8621,315,881SH DFND2,5,6,8,10,11,12,13,18,201,184,0020131,879
ACUSHNET HOLDINGS CORPCommon equity shares00509810817,955654,615SH DFND2,5,20541,7230112,892
ACXIOM HOLDINGS INCCommon Stock53815P108125,7612,545,230SH DFND2,5,6,8,11,13,202,288,3950256,835
ADAMAS PHARMACEUTICALS INCCommon equity shares00548A10636,7711,836,892SH DFND2,5,201,771,883065,009
ADAMIS PHARMACEUTICALS CORPCommon equity shares00547W20820658,762SH DFND2,2058,76200
ADAMS RESOURCES ENERGY INCCommon equity shares0063513081,89044,535SH DFND2,2035,26509,270
ADAPTIMMUNE THERAPEUTICSAmerican Depository Receipt00653A10749236,273SH DFND236,27300
ADDUS HOMECARE CORPCommon equity shares00673910617,178244,902SH DFND2,5,20194,905049,997
ADESTO TECHNOLOGIES CORPCommon equity shares00687D1011,575264,415SH DFND2,20219,310045,105
ADIENT PLCCommon equity sharesG0084W10194,6192,407,009SH DFND2,5,6,8,11,12,13,202,269,8110137,198
ADMA BIOLOGICS INCCommon equity shares0008991041,780286,446SH DFND2,20229,909056,537
ADOBE SYSTEMS INCCommon equity shares00724F1015,188,11719,218,787SH DFND1,2,5,6,8,10,11,12,13,18,19,2017,129,89802,088,889
ADT INCCommon Stock00090Q10310,9131,161,927SH DFND2,13,201,044,4320117,495
ADTALEM GLOBAL EDUCATION INCCommon equity shares00737L10396,7152,006,427SH DFND2,5,6,8,11,201,781,0470225,380
ADTRAN INCCommon equity shares00738A10629,8521,691,140SH DFND2,5,8,201,399,9830291,157
ADURO BIOTECH INCCommon equity shares00739L1018,0921,100,529SH DFND2,5,20928,0770172,452
ADVANCE AUTO PARTS INCCommon equity shares00751Y106533,1243,167,207SH DFND1,2,5,6,8,10,11,12,13,18,202,764,4000402,807
ADVANCED DISPOSAL SERVICESCommon equity shares00790X10136,8601,361,016SH DFND2,5,201,124,0710236,945
ADVANCED DRAINAGE SYSTEMSCommon equity shares00790R10424,459791,656SH DFND2,5,8,10,20644,6480147,008
ADVANCED EMISSIONS SOLUTIONSCommon equity shares00770C1014,232353,867SH DFND2,5,20304,471049,396
ADVANCED ENERGY INDS INCCommon equity shares00797310058,6941,136,479SH DFND2,5,8,20968,5560167,923
ADVANCED MICRO DEVICESCommon Stock0079031071,029,48533,327,628SH DFND1,2,5,6,8,10,11,12,13,18,19,2029,307,32204,020,306
ADVANCED MICRO DEVICESConv Bond007903BD8112,06328,775,000SH DFND2,528,775,00000
ADVANSIX INCCommon equity shares00773T10130,343893,697SH DFND1,2,5,8,13,20752,3610141,336
ADVAXIS INCCommon equity shares0076242082527,033SH DFND2027,03300
ADVERUM BIOTECHNOLOGIESCommon equity shares00773U1085,652933,957SH DFND2,5,20755,6750178,282
AECOMCommon equity shares00766T100129,4703,964,283SH DFND2,5,6,11,12,13,203,763,3360200,947
AEGION CORPCommon equity shares00770F10434,5641,361,843SH DFND2,5,8,20785,1430576,700
AEGLEA BIOTHERAPEUTICS INCCommon equity shares00773J1032,380248,512SH DFND2,20206,559041,953
AEMETIS INCCommon equity shares00770K2028986,900SH DFND2086,90000
AERCAP HOLDINGS NVCommon equity sharesN00985106198,3663,448,568SH DFND2,5,6,8,10,11,12,13,18,19,202,365,75601,082,812
AERIE PHARMACEUTICALS INCCommon equity shares00771V10854,341882,898SH DFND2,5,8,20761,9200120,978
AEROHIVE NETWORKS INCCommon equity shares0077861061,764428,837SH DFND2,20351,362077,475
AEROJET ROCKETDYNE HOLDINGSCommon equity shares007800105118,0323,472,410SH DFND2,5,8,203,234,9340237,476
AEROVIRONMENT INCCommon equity shares008073108125,5481,119,251SH DFND2,5,8,201,041,085078,166
AES CORPCommon equity shares00130H105447,23331,945,443SH DFND1,2,5,6,8,10,11,12,13,18,19,2028,492,19103,453,252
AETNA INCCommon equity shares00817Y1083,861,07019,034,113SH DFND1,2,5,6,8,10,11,12,13,18,19,2017,632,03901,402,074
AEVI GENOMICCommon equity shares00835P1052117,213SH DFND2017,21300
AFFILIATED MANAGERS GRP INCCommon equity shares008252108368,0162,691,785SH DFND2,5,6,8,10,11,12,13,18,19,202,449,1840242,601
AFLAC INCCommon equity shares0010551021,951,73541,464,723SH DFND1,2,5,6,8,10,11,12,13,18,19,2037,540,91203,923,811
AG MORTGAGE INVESTMENT TRUSTMiscellaneous00122810514,841816,432SH DFND2,5,8,10,20684,9520131,480
AGCO CORPCommon equity shares001084102199,9273,288,891SH DFND2,5,6,8,10,11,12,13,18,19,202,780,3340508,557
AGENUS INCCommon equity shares00847G7053,1371,467,785SH DFND2,5,201,236,1560231,629
AGILENT TECHNOLOGIES INCCommon equity shares00846U101903,44812,807,733SH DFND1,2,5,6,8,10,11,12,13,18,19,2011,290,41501,517,318
AGILYSYS INCCommon equity shares00847J1057,184440,445SH DFND2,5,20390,234050,211
AGIOS PHARMACEUTICALSCommon equity shares00847X104120,4601,561,981SH DFND2,5,8,13,201,482,465079,516
AGNC INVESTMENT CORPCommon equity shares00123Q104277,98514,921,639SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,074,32002,847,319
AGNICO EAGLE MINES LTDCommon equity shares0084741082226,500SH DFND8,206,50000
AGREE REALTY CORPReal Estate Investment Trust00849210051,118962,416SH DFND2,5,8,10,20819,9240142,492
AGROFRESH SOLUTIONS INCCommon equity shares00856G1093,502561,965SH DFND2,5,20485,324076,641
AIMMUNE THERAPEUTICS INCCommon equity shares00900T10748,3731,773,162SH DFND2,5,8,201,629,1620144,000
AIR LEASE CORPCommon equity shares00912X30260,1211,310,321SH DFND2,5,8,13,201,167,3000143,021
AIR PRODUCTS CHEMICALS INCCommon equity shares0091581061,681,37410,064,672SH DFND1,2,5,6,8,10,11,12,13,18,19,209,149,2500915,422
AIR TRANSPORT SERVICES GROUPCommon equity shares00922R10526,3811,228,566SH DFND2,5,201,034,6550193,911
AIRCASTLE LTDCommon equity sharesG0129K10425,6041,168,651SH DFND2,5,8,20967,3000201,351
AK STEEL HOLDING CORPCommon equity shares00154710880,37916,405,030SH DFND2,5,12,13,2015,322,79501,082,235
AKAMAI TECHNOLOGIES INCCommon equity shares00971T101501,5196,856,067SH DFND2,5,6,8,10,11,12,13,18,205,961,4850894,582
AKAMAI TECHNOLOGIES INC 144AConv Bond00971TAG625,29025,485,000SH DFND2,525,485,00000
AKCEA THERAPEUTICS INCCommon equity shares00972L10712,461355,738SH DFND2,5,20310,228045,510
AKEBIA THERAPEUTICS INCCommon equity shares00972D10520,1432,281,142SH DFND2,5,202,135,8600145,282
AKERS BIOSCIENCES INCCommon equity shares00973E102829,400SH DFND2029,40000
AKORN INCCommon equity shares00972810652,7624,065,089SH DFND2,5,6,8,11,13,203,749,6070315,482
AKOUSTIS TECHNOLOGIES INCCommon equity shares00973N10210713,626SH DFND2,2013,62600
ALAMO GROUP INCCommon equity shares01131110726,989294,604SH DFND2,5,8,20241,543053,061
ALARM.COM HOLDINGS INCCommon equity shares01164210550,172874,136SH DFND2,5,8,20766,1820107,954
ALASKA AIR GROUP INCCommon equity shares011659109285,5824,147,216SH DFND1,2,5,6,8,10,11,12,13,203,798,9040348,312
ALASKA COMMUNICATIONS SYS GPCommon equity shares01167P1015030,563SH DFND2030,56300
ALBANY INTL CORP -CL ACommon equity shares01234810866,708839,046SH DFND2,5,8,20732,4220106,624
ALBEMARLE CORPCommon equity shares012653101639,4166,405,108SH DFND1,2,5,6,8,10,11,12,13,18,205,965,7120439,396
ALBIREO PHARMA INCCommon equity shares01345P1064,817146,180SH DFND2,20116,696029,484
ALCOA CORPCommon equity shares013872106136,3383,374,638SH DFND2,5,6,8,12,13,203,101,6320273,006
ALDER BIOPHARMACEUTICALS INCCommon equity shares01433910551,8033,111,338SH DFND2,5,8,202,926,4700184,868
ALDEYRA THERAPEUTICS INCCommon equity shares01438T1063,406246,790SH DFND2,20207,094039,696
ALEXANDER BALDWIN INCCommon equity shares01449110451,1982,256,542SH DFND2,5,6,8,11,202,009,3120247,230
ALEXANDER`S INCReal Estate Investment Trust01475210919,51356,850SH DFND2,5,8,10,2047,60609,244
ALEXANDRIA R E EQUITIES INCReal Estate Investment Trust015271109731,7335,817,107SH DFND2,5,6,8,10,11,12,13,18,19,205,269,7970547,310
ALEXION PHARMACEUTICALS INCCommon equity shares0153511091,408,77710,134,282SH DFND1,2,5,6,8,10,11,12,13,18,209,238,3400895,942
ALIBABA GROUP HLDGAmerican Depository Receipt01609W1024,151,00525,194,236SH DFND1,2,5,6,8,10,11,12,13,18,2020,535,80604,658,430
ALICO INCCommon equity shares0162301041,84054,484SH DFND2,2045,93808,546
ALIGN TECHNOLOGY INCCommon equity shares0162551011,177,9813,011,065SH DFND1,2,5,6,8,10,11,12,13,18,202,680,9180330,147
ALJ REGIONAL HOLDINGS INCCommon equity shares0016271082413,800SH DFND2013,80000
ALKERMES PLCCommon equity sharesG01767105193,8914,568,588SH DFND2,5,6,8,10,11,12,13,18,19,204,064,4980504,090
ALLAKOS INCCommon Stock01671P1005,007111,291SH DFND2,2087,553023,738
ALLEGHANY CORPCommon equity shares017175100364,567558,703SH DFND2,5,6,8,10,11,12,13,18,20516,550042,153
ALLEGHENY TECHNOLOGIES INCCommon equity shares01741R102158,8605,376,052SH DFND2,5,6,8,11,12,13,204,952,1410423,911
ALLEGIANCE BANCSHARES INCCommon equity shares01748H1078,828211,704SH DFND2,5,20179,654032,050
ALLEGIANT TRAVEL COCommon equity shares01748X10250,132395,381SH DFND2,5,8,20353,504041,877
ALLEGION PLCCommon equity sharesG0176J109389,1524,296,849SH DFND1,2,5,6,8,10,11,12,13,18,19,203,810,6810486,168
ALLENA PHARMACEUTICALSCommon equity shares0181191071,985184,920SH DFND2,20155,600029,320
ALLERGAN PLCCommon equity sharesG0177J1082,656,86513,948,252SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,516,10401,432,148
ALLETE INCCommon equity shares018522300134,2251,789,243SH DFND2,5,6,8,11,13,201,597,9160191,327
ALLIANCE DATA SYSTEMS CORPCommon equity shares018581108463,0741,960,841SH DFND2,5,6,8,10,11,12,13,18,201,682,3980278,443
ALLIANT ENERGY CORPCommon equity shares018802108489,02211,487,150SH DFND1,2,5,6,8,10,11,12,13,18,2010,507,8280979,322
ALLIED MOTION TECHNOLOGIESCommon equity shares0193301095,942109,179SH DFND2,2091,186017,993
ALLISON TRANSMISSION HLDGSCommon equity shares01973R10182,8151,592,291SH DFND2,5,8,13,201,395,8800196,411
ALLSCRIPTS HEALTHCARE SOLTNSCommon equity shares01988P10882,1925,767,834SH DFND2,5,6,8,11,205,192,7160575,118
ALLSTATE CORPCommon equity shares0200021011,685,40217,076,048SH DFND2,5,6,8,10,11,12,13,18,19,2015,286,67101,789,377
ALLY FINANCIAL INCCommon equity shares02005N100302,22411,426,181SH DFND2,5,6,8,10,11,12,13,18,19,209,207,80002,218,381
ALNYLAM PHARMACEUTICALS INCCommon equity shares02043Q107208,9782,387,574SH DFND2,5,6,8,10,11,12,13,18,202,118,2960269,278
ALPHA AND OMEGA SEMICONDUCTRCommon equity sharesG6331P1044,222363,284SH DFND2,5,20299,546063,738
ALPHABET INCCommon equity shares02079K30512,797,54310,602,080SH DFND1,2,5,6,8,10,11,12,13,18,19,209,336,76701,265,313
ALPHABET INCCommon equity shares02079K10713,088,07010,966,405SH DFND1,2,5,6,8,10,11,12,13,18,19,209,596,97401,369,431
ALPINE IMMUNE SCIENCES INCCommon equity shares02083G1006410,126SH DFND210,12600
ALTA MESA RESOURCES INCCommon Stock02133L10917,1424,101,202SH DFND2,5,203,804,2420296,960
ALTABA INC.Closed end mutual fund02134610140,277591,309SH DFND1,13,20148,7890442,520
ALTAIR ENGINEERING INCCommon equity shares02136910322,636520,901SH DFND2,5,20435,746085,155
ALTERYX INCCommon equity shares02156B10331,367548,311SH DFND2,5,20460,552087,759
ALTICE USA INCCommon equity shares02156K1032,844156,778SH DFND2,5,8,10,20156,77701
ALTISOURCE PORTFOLIO SOLTNSCommon equity sharesL0175J1047,020217,921SH DFND2,5,8,20178,471039,450
ALTRA INDUSTRIAL MOTION CORPCommon equity shares02208R10640,889989,468SH DFND2,5,8,20695,2430294,225
ALTRIA GROUP INCCommon equity shares02209S1034,079,25567,638,051SH DFND1,2,5,6,8,10,11,12,13,18,19,2061,319,62406,318,427
ALUMINUM CORP CHINA LTDAmerican Depository Receipt02227610928425,682SH DFND5,625,68200
AMAG PHARMACEUTICALS INCCommon equity shares00163U10652,1642,608,079SH DFND2,5,8,10,202,412,3240195,755
AMALGAMATED BK NEW YORK N YCommon Stock0226631081,76791,561SH DFND2,2073,661017,900
AMARIN CORPAmerican Depository Receipt0231112062,533155,631SH DFND1,2,5,13154,33101,300
AMAZON.COM INCCommon equity shares02313510631,745,32215,848,884SH DFND1,2,5,6,8,10,11,12,13,18,19,2014,127,21801,721,666
AMBAC FINANCIAL GROUP INCCommon equity shares02313988425,8221,264,627SH DFND2,5,8,201,088,1570176,470
AMBARELLA INCCommon equity sharesG037AX10123,451606,275SH DFND2,5,8,20501,1960105,079
AMBER ROAD INCCommon equity shares02318Y1083,409354,385SH DFND2,20292,818061,567
AMBEV SAAmerican Depository Receipt02319V10397,11721,251,593SH DFND2,5,6,8,10,13,2020,926,1340325,459
AMC ENTERTAINMENT HOLDINGSCommon equity shares00165C10421,4581,046,569SH DFND2,5,8,20874,1740172,395
AMC NETWORKS INCCommon equity shares00164V10383,6231,260,554SH DFND2,5,6,8,11,13,201,181,729078,825
AMDOCSCommon equity sharesG02602103122,3681,854,661SH DFND1,2,5,6,8,10,12,13,201,740,2920114,369
AMEDISYS INCCommon equity shares023436108104,827838,950SH DFND2,5,8,20721,0260117,924
AMERCOCommon equity shares02358610064,108179,749SH DFND2,5,6,8,10,11,12,13,18,20144,867034,882
AMEREN CORPCommon equity shares023608102768,64612,158,270SH DFND2,5,6,8,10,11,12,13,18,2010,996,14501,162,125
AMERESCO INCCommon equity shares02361E1084,634339,367SH DFND2,20282,249057,118
AMERICA MOVIL SA DE CVAmerican Depository Receipt02364W10524,7801,542,937SH DFND1,2,5,6,8,13,201,298,4170244,520
AMERICAN AIRLINES GROUP INCCommon equity shares02376R102592,62314,338,742SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,773,46601,565,276
AMERICAN ASSETS TRUST INCReal Estate Investment Trust02401310461,6931,654,370SH DFND2,5,8,10,18,201,434,7680219,602
AMERICAN AXLE MFG HOLDINGSCommon equity shares02406110354,7003,136,110SH DFND2,5,8,202,696,7140439,396
AMERICAN CAMPUS COMMUNITIESReal Estate Investment Trust024835100244,9445,950,913SH DFND2,5,6,8,10,11,12,13,18,19,205,556,8690394,044
AMERICAN ELECTRIC POWER COCommon equity shares0255371011,673,24923,606,853SH DFND1,2,5,6,8,10,11,12,13,18,19,2021,550,62202,056,231
AMERICAN EQTY INVT LIFE HLDGCommon equity shares025676206101,9572,883,356SH DFND2,5,8,12,13,202,565,3230318,033
AMERICAN EXPRESS COCommon equity shares0258161093,982,38237,396,688SH DFND1,2,5,6,8,10,11,12,13,18,19,2028,462,60108,934,087
AMERICAN FINANCE TRUST INCREIT02607T10945729,900SH DFND2029,90000
AMERICAN FINANCIAL GROUP INCCommon equity shares025932104315,0942,839,561SH DFND2,5,6,8,10,11,12,13,18,19,202,587,3580252,203
AMERICAN HOMES 4 RENTCommon equity shares02665T306168,5477,699,561SH DFND2,5,8,10,13,18,19,206,953,9050745,656
AMERICAN INTERNATIONAL GROUPCommon equity shares0268747842,118,32239,788,096SH DFND1,2,5,6,8,10,11,12,13,18,19,2035,991,91903,796,177
AMERICAN INTL GROUP INC EQUITY WARRANTWarrant on a stock02687415637525,664SH DFND2025,66400
AMERICAN NATIONAL INSURANCECommon equity shares02859110519,737152,637SH DFND2,5,8,13,20136,101016,536
AMERICAN NATL BANKSHARESCommon equity shares0277451086,174158,311SH DFND2,5,13,20134,927023,384
AMERICAN OUTDOOR BRANDS CORPCommon equity shares02874P10315,7881,016,628SH DFND2,5,8,20857,4630159,165
AMERICAN PUBLIC EDUCATIONCommon equity shares02913V10315,947482,401SH DFND2,5,8,20415,810066,591
AMERICAN RAILCAR INDS INCCommon equity shares02916P1039,951215,936SH DFND2,5,8,20188,653027,283
AMERICAN REALTY INVESTORSCommon equity shares02917410917310,234SH DFND2,207,45902,775
AMERICAN RENAL ASSOCS HLDGSCommon equity shares0292271054,901226,443SH DFND2,20190,912035,531
AMERICAN SOFTWARE -CL ACommon equity shares0296831096,983575,734SH DFND2,5,10,20499,771075,963
AMERICAN STATES WATER COCommon equity shares029899101176,7442,890,881SH DFND2,5,8,19,202,758,0240132,857
AMERICAN TOWER CORPCommon equity shares03027X1002,603,01417,908,703SH DFND1,2,5,6,8,10,11,12,13,18,19,2016,047,82301,860,880
AMERICAN VANGUARD CORPCommon equity shares03037110813,694760,846SH DFND2,5,8,20661,552099,294
AMERICAN WATER WORKS CO INCCommon equity shares030420103737,0808,378,731SH DFND1,2,5,6,8,10,11,12,13,18,19,207,619,0370759,694
AMERICAN WOODMARK CORPCommon equity shares03050610932,893419,232SH DFND2,5,8,20358,487060,745
AMERICA`S CAR-MART INCCommon equity shares03062T10513,799176,468SH DFND2,5,20130,528045,940
AMERICOLD REALTY TRUSTReal Estate Investment Trust03064D10845,6361,823,806SH DFND2,5,8,10,201,475,4140348,392
AMERIPRISE FINANCIAL INCCommon equity shares03076C106960,8576,507,268SH DFND1,2,5,6,8,10,11,12,13,18,205,881,4360625,832
AMERIS BANCORPCommon equity shares03076K108110,0022,406,957SH DFND2,5,8,202,248,7150158,242
AMERISAFE INCCommon equity shares03071H10042,306682,856SH DFND2,5,8,10,20507,0850175,771
AMERISOURCEBERGEN CORPCommon equity shares03073E105641,9406,960,950SH DFND1,2,5,6,8,10,11,12,13,18,19,206,034,3540926,596
AMERN EAGLE OUTFITTERS INCCommon equity shares02553E106146,6415,905,895SH DFND2,5,6,8,10,11,12,13,205,326,3490579,546
AMES NATIONAL CORPCommon equity shares0310011004,206154,303SH DFND2,5,20131,875022,428
AMETEK INCCommon equity shares031100100709,3418,965,382SH DFND2,5,6,8,10,11,12,13,18,208,056,6500908,732
AMGEN INCCommon equity shares0311621005,604,74527,038,194SH DFND1,2,5,6,8,10,11,12,13,18,19,2024,058,68902,979,505
AMICUS THERAPEUTICS INCCommon equity shares03152W109114,7509,491,113SH DFND2,5,8,10,13,208,862,1840628,929
AMKOR TECHNOLOGY INCCommon equity shares03165210018,0032,436,378SH DFND2,5,8,201,995,0310441,347
AMN HEALTHCARE SERVICES INCCommon equity shares00174410178,6731,438,258SH DFND2,5,8,10,201,235,5750202,683
AMNEAL PHARMACommon Stock03168L10545,8192,064,710SH DFND2,5,8,201,765,6650299,045
AMPCO-PITTSBURGH CORPCommon equity shares0320371036911,618SH DFND2,2011,61800
AMPHASTAR PHARMACEUTICLS INCCommon equity shares03209R10320,1891,049,056SH DFND2,5,8,20915,3070133,749
AMPHENOL CORPCommon equity shares0320951011,123,23311,946,730SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,444,08901,502,641
AMPIO PHARMACEUTICALS INCCommon equity shares03209T1095481,078,716SH DFND2,20874,6340204,082
AMTECH SYSTEMS INCCommon equity shares0323325046712,598SH DFND2,2012,59800
AMTRUST FINANCIAL SERVICESCommon equity shares03235930931,8222,191,632SH DFND2,5,8,201,825,1300366,502
AMYRIS INCCommon equity shares03236M2003,172399,331SH DFND2,20330,049069,282
ANADARKO PETROLEUM CORPCommon equity shares0325111071,707,05025,323,336SH DFND1,2,5,6,8,10,11,12,13,18,19,2023,213,96902,109,367
ANALOG DEVICESCommon equity shares0326541051,310,14414,169,871SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,648,39501,521,476
ANAPTYSBIO INCCommon equity shares032724106110,4171,106,732SH DFND2,5,8,10,201,043,402063,330
ANAVEX LIFE SCIENCES CORPCommon equity shares03279730015155,166SH DFND2,2055,16600
ANDEAVORCommon equity shares03349M1051,103,6577,189,924SH DFND1,2,5,6,8,10,11,12,13,18,206,623,4400566,484
ANDERSONS INCCommon equity shares03416410328,087746,160SH DFND2,5,8,20648,687097,473
ANGI HOMESERVICES INCCommon equity shares00183L1024,108174,924SH DFND2,5,8,20167,52407,400
ANGIODYNAMICS INCCommon equity shares03475V10129,5151,357,658SH DFND2,5,8,201,214,6230143,035
ANGLOGOLD ASHANTI LTDAmerican Depository Receipt0351282061,212141,372SH DFND1,5,6,8,20141,37200
ANHEUSER-BUSCH INBEVAmerican Depository Receipt03524A1083143,586SH DFND203,58600
ANI PHARMACEUTICALS INCCommon equity shares00182C10315,298270,474SH DFND2,5,20240,984029,490
ANIKA THERAPEUTICS INCCommon equity shares03525510827,200644,790SH DFND2,5,8,20595,689049,101
ANIXTER INTL INCCommon equity shares03529010558,475831,802SH DFND2,5,8,12,20727,8280103,974
ANNALY CAPITAL MANAGEMENTReal Estate Investment Trust035710409367,17535,891,832SH DFND1,2,5,6,8,10,11,12,13,18,19,2029,212,62906,679,203
ANSYS INCCommon equity shares03662Q105686,9203,679,729SH DFND1,2,5,6,8,10,11,12,13,18,203,232,6670447,062
ANTARES PHARMA INCCommon equity shares03664210612,5023,721,300SH DFND2,5,203,312,4140408,886
ANTERO MIDSTREAM GP LPCommon equity shares03675Y1031,997118,011SH DFND5,2086,111031,900
ANTERO RESOURCES CORPCommon equity shares03674X106151,0738,530,247SH DFND2,5,6,8,10,11,12,13,18,19,207,433,64001,096,607
ANTHEM INCCommon equity shares0367521032,975,21010,856,467SH DFND1,2,5,6,8,10,11,12,13,18,19,209,650,94001,205,527
ANTHEM INCConv Bond94973VBG148,55412,801,000SH DFND2,512,801,00000
ANWORTH MTG ASSET CORPReal Estate Investment Trust03734710111,7022,527,436SH DFND2,5,8,202,189,5200337,916
AON PLCCommon equity sharesG0408V1021,657,60510,779,083SH DFND1,2,5,6,8,10,11,12,13,18,19,209,715,01401,064,069
APACHE CORPCommon equity shares037411105945,81819,840,945SH DFND1,2,5,6,8,10,11,12,13,18,2018,324,22501,516,720
APARTMENT INVST MGMT COReal Estate Investment Trust03748R101354,2868,028,273SH DFND1,2,5,6,8,10,11,12,13,18,19,207,309,0130719,260
APELLIS PHARMACEUTICALSCommon equity shares03753U10624,2581,364,265SH DFND2,5,201,250,1320114,133
APERGY CORPCommon Stock03755L104105,0812,412,315SH DFND1,2,5,6,8,11,12,13,202,298,4870113,828
APOGEE ENTERPRISES INCCommon equity shares03759810949,8801,207,088SH DFND2,5,8,20685,5260521,562
APOLLO COMMERCIAL RE FIN INCReal Estate Investment Trust03762U10574,8353,965,938SH DFND2,5,6,8,203,520,9540444,984
APOLLO INVESTMENT CORPORATIONCommon equity shares03761U1065911,016SH DFND209,65401,362
APOLLO MEDICAL HOLDING INCCommon Stock03763A2073,894176,446SH DFND2,5,20147,975028,471
APPFOLIO INCCommon equity shares03783C10021,229270,731SH DFND2,5,20224,796045,935
APPIAN CORPORATIONCommon equity shares03782L1011,29939,237SH DFND2,2039,23700
APPLE HOSPITALITY REIT INCReal Estate Investment Trust03784Y200129,5747,408,569SH DFND2,5,8,10,12,13,18,19,206,758,3830650,186
APPLE INCCommon equity shares03783310043,461,141192,527,470SH DFND1,2,5,6,8,10,11,12,13,18,19,20165,681,824026,845,646
APPLIED DNA SCIENCES INCCommon equity shares03815U2011912,700SH DFND2012,70000
APPLIED INDUSTRIAL TECH INCCommon equity shares03820C10596,1351,228,604SH DFND2,5,8,10,20944,0550284,549
APPLIED MATERIALS INCCommon equity shares0382221051,750,47045,290,240SH DFND1,2,5,6,8,10,11,12,13,18,19,2040,610,92204,679,318
APPLIED OPTOELECTRONICS INCCommon equity shares03823U10217,715718,361SH DFND2,5,20654,193064,168
APPROACH RESOURCES INCCommon equity shares03834A1031,392624,355SH DFND2,20518,4230105,932
APPTIO INCCommon equity shares03835C10823,302630,576SH DFND2,5,20527,9320102,644
APTARGROUP INCCommon equity shares038336103281,2672,610,557SH DFND2,5,6,8,11,13,202,523,706086,851
APTEVO THERAPEUTICS INCCommon equity shares03835L1086212,061SH DFND2012,06100
APTINYX INCCommon Stock03836N1035,075175,217SH DFND2,20136,948038,269
APTIV PLCCommon equity sharesG6095L109936,93811,167,262SH DFND1,2,5,6,8,10,11,12,13,18,2010,037,12501,130,137
AQUA AMERICA INCCommon equity shares03836W103328,7878,910,172SH DFND2,5,6,8,11,12,13,19,208,665,1110245,061
AQUANTIA CORPCommon equity shares03842Q1084,025314,705SH DFND2,5,20248,351066,354
AQUAVENTURE HOLDINGS LTDCommon equity sharesG0443N1073,317183,497SH DFND2,5,20152,413031,084
AQUESTIVE THERAPETC INCCommon Stock03843E10426014,800SH DFND2,205,30009,500
AQUINOX PHARMACEUTICALS INCCommon equity shares03842B1019833,401SH DFND2,2033,40100
ARAMARKCommon equity shares03852U106217,8935,064,936SH DFND2,5,6,8,10,11,12,13,18,204,374,3130690,623
ARATANA THERAPEUTICSCommon equity shares03874P1014,078698,559SH DFND2,5,20580,3390118,220
ARBOR REALTY TRUST INCReal Estate Investment Trust03892310815,2421,327,992SH DFND2,5,201,127,3740200,618
ARBUTUS BIOPHARMA CORPCommon equity shares03879J1005,513583,214SH DFND2,5,20454,9790128,235
ARC DOCUMENT SOLUTIONS INCCommon equity shares00191G10312443,676SH DFND2038,47605,200
ARCBEST CORPCommon equity shares03937C10541,003844,585SH DFND2,5,8,20747,998096,587
ARCH CAPITAL GROUP LTDCommon equity sharesG0450A105266,0758,925,384SH DFND2,5,6,8,10,11,12,13,18,207,892,26701,033,117
ARCH COAL INCCommon equity shares03938040767,984760,414SH DFND2,5,10,20707,225053,189
ARCHER-DANIELS-MIDLAND COCommon equity shares0394831021,663,16833,084,728SH DFND1,2,5,6,8,10,11,12,13,18,19,2029,761,18303,323,545
ARCHROCK INCCommon equity shares03957W10652,1424,273,891SH DFND2,5,8,10,203,711,7840562,107
ARCONIC INCCommon equity shares03965L100487,91922,168,082SH DFND2,5,6,8,10,11,12,13,18,19,2020,202,22001,965,862
ARCUS BIOSCIENCES INCCommon Stock03969F1091,25289,862SH DFND2,2078,419011,443
ARDAGH GROUP SACommon equity sharesL0223L1013,054183,034SH DFND2,20157,735025,299
ARDELYX INCCommon equity shares0396971073,232742,737SH DFND2,20544,0440198,693
ARDMORE SHIPPING CORPCommon equity sharesY0207T1003,291506,253SH DFND2,5,20417,324088,929
ARENA PHARMACEUTICALS INCCommon equity shares040047607109,9712,389,710SH DFND2,5,8,10,202,220,9990168,711
ARES CAPITAL CORPConv Bond04010LAT012,26212,050,000SH DFND2,512,050,00000
ARES CAPITAL CORPORATIONCommon equity shares04010L1031,948113,269SH DFND2088,918024,351
ARES COMMERCIAL REAL ESTATECommon equity shares04013V10811,222803,211SH DFND2,5,10,20676,0290127,182
ARGAN INCCommon equity shares04010E10914,754343,040SH DFND2,5,8,20299,377043,663
ARGO GROUP INTL HOLDINGS LTDCommon equity sharesG0464B10756,620897,951SH DFND2,5,8,20611,5720286,379
ARISTA NETWORKS INCCommon equity shares040413106519,9281,955,654SH DFND2,5,6,8,10,11,12,13,18,201,751,2310204,423
ARLINGTON ASSET INVESTMENTReal Estate Investment Trust0413562055,508589,806SH DFND2,5,8,20464,7840125,022
ARLO TECHNOLOGIES INCCommon Stock04206A1011,947134,191SH DFND2,20112,591021,600
ARMADA HOFFLER PROPERTIESReal Estate Investment Trust04208T10821,0211,391,111SH DFND2,5,201,213,6110177,500
ARMOUR RESIDENTIAL REIT INCCommon equity shares04231550729,2521,303,047SH DFND2,5,6,8,201,132,4570170,590
ARMSTRONG FLOORING INCCommon equity shares04238R1068,843488,454SH DFND2,5,8,20366,3080122,146
ARMSTRONG WORLD INDUSTRIESCommon equity shares04247X10258,048834,023SH DFND2,5,8,20698,9030135,120
ARQULE INCCommon equity shares04269E10728,6455,060,387SH DFND2,5,204,753,6810306,706
ARRAY BIOPHARMA INCCommon equity shares04269X105135,8028,934,436SH DFND2,5,8,10,13,208,262,7460671,690
ARRIS INTERNATIONAL PLCCommon equity sharesG0551A103113,3674,361,880SH DFND2,5,6,8,11,13,204,122,6600239,220
ARROW ELECTRONICS INCCommon equity shares042735100264,2013,583,710SH DFND2,5,6,8,10,11,12,13,18,19,203,105,3280478,382
ARROW FINANCIAL CORPCommon equity shares04274410210,304278,489SH DFND2,5,8,20239,534038,955
ARROWHEAD PHARMACEUTICALSCommon equity shares04280A10094,6034,934,753SH DFND2,5,10,204,650,3740284,379
ARSANIS INCCommon Stock042873109205127,376SH DFND2,10,20116,513010,863
ARTESIAN RESOURCES -CL ACommon equity shares0431132085,736155,942SH DFND2,5,20134,585021,357
ARTHUR J GALLAGHER COCommon equity shares363576109630,2008,465,786SH DFND1,2,5,6,8,10,11,12,13,18,207,760,3050705,481
ARTISAN PARTNERS ASSET MGMTCommon equity shares04316A10833,3921,030,729SH DFND2,5,8,20876,0410154,688
ASBURY AUTOMOTIVE GROUP INCCommon equity shares04343610447,351688,671SH DFND2,5,8,10,12,20603,978084,693
ASCENA RETAIL GROUP INCCommon equity shares04351G10129,0216,351,523SH DFND2,5,8,205,737,9280613,595
ASE INDUSTRIAL HLDNG CODepository Receipt00215W100521107,954SH DFND5,6,2096,954011,000
ASGN INCCommon equity shares00191U102115,6561,465,293SH DFND2,5,8,13,201,275,8160189,477
ASHFORD HOSPITALITY TRUSTReal Estate Investment Trust04410310920,3833,187,989SH DFND2,5,8,10,18,202,713,3710474,618
ASHFORD INCCommon equity shares0441041075036,651SH DFND2,205,21901,432
ASHLAND GLOBAL HOLDINGS INCCommon equity shares044186104139,7321,666,300SH DFND2,5,6,8,11,12,13,201,576,016090,284
ASML HOLDING NVSimilar to ADR Certificates representing ordinary sharesN070592105,89031,331SH DFND1,5,2025,53105,800
ASPEN AEROGELS INCCommon equity shares04523Y10510723,685SH DFND2,2023,68500
ASPEN INSURANCE HOLDINGS LTDCommon equity sharesG0538410577,9371,864,473SH DFND2,5,6,8,11,12,13,201,781,955082,518
ASPEN TECHNOLOGY INCCommon equity shares045327103105,230923,833SH DFND2,5,8,13,20807,9350115,898
ASSEMBLY BIOSCIENCES INCCommon equity shares04539610817,067459,438SH DFND2,5,20397,840061,598
ASSERTIO THERAPEUTICS INCCommon equity shares04545L10713,3402,268,338SH DFND2,5,8,201,906,7820361,556
ASSOCIATED BANC-CORPCommon equity shares045487105236,4139,092,731SH DFND2,5,6,8,11,12,13,208,844,7950247,936
ASSOCIATED CAPITAL GROUP INCCommon equity shares0455281062,21952,159SH DFND2,2045,40706,752
ASSURANT INCCommon equity shares04621X108289,4672,681,536SH DFND1,2,5,6,8,10,11,12,13,18,202,387,9620293,574
ASSURED GUARANTY LTDCommon equity sharesG0585R10682,1011,944,142SH DFND2,5,8,13,201,778,0440166,098
ASTEC INDUSTRIES INCCommon equity shares04622410132,264640,131SH DFND2,5,8,20525,9590114,172
ASTRAZENECA PLCAmerican Depository Receipt04635310814,297361,316SH DFND1,20361,31600
ASTRONICS CORPCommon equity shares04643310830,344697,656SH DFND2,5,8,20620,597077,059
ASURE SOFTWARE INCCommon equity shares04649U1021,856149,682SH DFND2,20125,563024,119
AT HOME GROUP INCCommon equity shares04650Y10024,717783,991SH DFND2,5,20648,8220135,169
ATT INCCommon equity shares00206R1029,034,045269,030,266SH DFND1,2,5,6,8,10,11,12,13,18,19,20238,130,084030,900,182
ATARA BIOTHERAPEUTICS INCCommon equity shares04651310787,0702,105,716SH DFND2,5,8,10,201,967,9340137,782
ATHENAHEALTH INCCommon equity shares04685W10365,461489,953SH DFND2,5,8,13,20428,113061,840
ATHENE HOLDING LTD-REDHCommon equity sharesG0684D107173,7033,362,620SH DFND2,5,6,8,10,11,12,13,18,19,202,937,8100424,810
ATHENEX INCCommon equity shares04685N10324,2611,561,117SH DFND2,5,201,429,7090131,408
ATHERSYS INCCommon equity shares04744L1064,0791,942,622SH DFND2,201,515,7580426,864
ATKORE INTL GROUP INCCommon equity shares04764910823,312878,637SH DFND2,5,20672,3000206,337
ATLANTIC CAP BANCSHARES INCCommon equity shares0482692037,876470,384SH DFND2,5,20392,883077,501
ATLANTICA YIELD PLCCommon equity sharesG0751N10327413,325SH DFND2,5,2013,32500
ATLAS AIR WORLDWIDE HLDG INCCommon equity shares04916420546,712732,732SH DFND2,5,8,20651,830080,902
ATLAS FINANCIAL HOLDINGS INCCommon equity sharesG0620711526426,204SH DFND2,2026,20400
ATLASSIAN CORP PLCCommon equity sharesG06242104125,2421,302,710SH DFND1,2,5,8,10,13,201,225,470077,240
ATMOS ENERGY CORPCommon equity shares049560105567,6766,044,832SH DFND2,5,6,8,10,11,12,13,18,19,205,688,9460355,886
ATN INTERNATIONAL INCCommon equity shares00215F10723,422317,059SH DFND2,5,8,20280,197036,862
ATRICURE INCCommon equity shares04963C20929,705847,923SH DFND2,5,8,20737,3220110,601
ATRION CORPCommon equity shares04990410530,16343,415SH DFND2,5,8,2038,29805,117
ATTUNITY LTDCommon equity sharesM1533212126113,800SH DFND213,80000
AU OPTRONICS CORPAmerican Depository Receipt0022551075,0661,203,310SH DFND2,5,6,201,123,053080,257
AUBURN NATIONAL BANCORPCommon equity shares0504731071,29733,910SH DFND2,2028,28305,627
AUDENTES THERAPEUTICS INCCommon equity shares05070R10450,6941,280,443SH DFND2,5,201,180,612099,831
AUTODESK INCCommon equity shares0527691061,286,0758,238,294SH DFND1,2,5,6,8,10,11,12,13,18,19,207,347,3540890,940
AUTOHOME INC -ADRAmerican Depository Receipt05278C10797,6071,260,959SH DFND2,5,6,8,10,12,13,18,201,023,9430237,016
AUTOLIV INCCommon equity shares05280010986,146993,873SH DFND2,5,6,8,10,11,12,13,18,20798,7740195,099
AUTOMATIC DATA PROCESSINGCommon equity shares0530151032,854,85018,948,936SH DFND1,2,5,6,8,10,11,12,13,18,19,2016,947,77102,001,165
AUTONATION INCCommon equity shares05329W10280,2621,931,522SH DFND1,2,5,6,8,11,12,13,201,844,541086,981
AUTOZONE INCCommon equity shares053332102903,0241,164,136SH DFND1,2,5,6,8,10,11,12,13,18,201,043,9180120,218
AVADEL PHARMACEUTICALS -ADRAmerican Depository Receipt05337M10439289,192SH DFND189,19200
AVALARA INCCommon Stock05338G1063,941112,838SH DFND2,2087,947024,891
AVALONBAY COMMUNITIES INCReal Estate Investment Trust0534841011,444,4697,973,917SH DFND1,2,5,6,8,10,11,12,13,18,19,207,182,2180791,699
AVANGRID INCCommon equity shares05351W10333,173691,971SH DFND2,5,6,8,10,12,13,20644,179047,792
AVANOS MEDICAL INCCommon equity shares05350V106129,5371,891,043SH DFND1,2,5,6,8,11,12,13,201,599,0360292,007
AVAYA HLDGS CORPCommon Stock05351X10147,2252,133,049SH DFND2,5,8,201,794,9350338,114
AVEO PHARMACEUTICALS INCCommon equity shares0535881095,2981,600,859SH DFND2,201,331,6130269,246
AVERY DENNISON CORPCommon equity shares053611109463,9544,281,827SH DFND2,5,6,8,10,11,12,13,18,203,733,8290547,998
AVID BIOSERVICES INCCommon equity shares05368M1065,457795,382SH DFND2,5,20637,4790157,903
AVID TECHNOLOGY INCCommon equity shares05367P1003,196538,854SH DFND2,20448,505090,349
AVIS BUDGET GROUP INCCommon equity shares05377410579,3292,468,393SH DFND2,5,6,8,11,12,13,202,214,9000253,493
AVISTA CORPCommon equity shares05379B10796,2791,904,201SH DFND2,5,8,13,201,670,5600233,641
AVNET INCCommon Stock053807103259,4875,796,059SH DFND2,5,6,8,10,11,12,13,18,19,205,089,2990706,760
AVON PRODUCTSCommon equity shares05430310211,3885,176,850SH DFND1,2,5,8,12,204,919,9950256,855
AVROBIO INCCommon Stock05455M1004,24781,900SH DFND2,2065,536016,364
AVX CORPCommon equity shares00244410720,9961,163,272SH DFND2,5,8,201,001,9910161,281
AXA EQUITABLE HOLDINGSCommon Stock05456110581,2743,789,026SH DFND2,13,203,695,704093,322
AXALTA COATING SYSTEMS LTDCommon equity sharesG0750C108121,4554,164,944SH DFND2,5,6,8,10,11,12,13,18,19,203,326,0550838,889
AXCELIS TECHNOLOGIES INCCommon equity shares05454020817,314881,187SH DFND2,5,20776,0820105,105
AXIS CAPITAL HOLDINGS LTDCommon equity sharesG0692U109138,3872,397,877SH DFND1,2,5,6,8,10,11,12,13,18,202,023,6060374,271
AXOGEN INCCommon equity shares05463X10636,415988,223SH DFND2,5,20880,0220108,201
AXON ENTERPRISE INCCommon equity shares05464C101167,5082,447,816SH DFND2,5,8,13,202,238,0790209,737
AXOS FINANCIAL INCCommon Stock05465C10090,8792,642,761SH DFND2,5,8,202,408,7690233,992
AXOVANT SCIENCES LTDCommon equity sharesG0750W10420785,414SH DFND185,41400
AXT INCCommon equity shares00246W1034,668653,261SH DFND2,5,20545,4430107,818
AZZ INCCommon equity shares00247410436,098714,797SH DFND2,5,8,20620,334094,463
BG FOODS INCCommon equity shares05508R10657,5832,093,489SH DFND2,5,8,201,612,9160480,573
B. RILEY FINANCIAL INCCommon equity shares05580M1088,234363,636SH DFND2,5,20303,366060,270
BABCOCK WILCOX ENTERPRISESCommon equity shares05614L1001,6301,585,981SH DFND2,5,201,332,0960253,885
BADGER METER INCCommon equity shares05652510845,662862,327SH DFND2,5,8,20757,4330104,894
BAIDU INCAmerican Depository Receipt0567521081,212,4365,301,891SH DFND1,2,5,6,8,10,11,12,13,18,204,263,14701,038,744
BAKER HUGHES A GE COCommon equity shares05722G100681,49920,144,903SH DFND1,2,5,6,8,10,11,12,13,18,2018,317,21101,827,692
BALCHEM CORP -CL BCommon equity shares057665200100,963900,776SH DFND2,5,8,20789,2320111,544
BALL CORPCommon equity shares058498106631,52614,356,072SH DFND1,2,5,6,8,10,11,12,13,18,2013,007,44101,348,631
BALLARD POWER SYSTEMS INCCommon equity shares0585861087016,310SH DFND216,31000
BANC OF CALIFORNIA INCCommon equity shares05990K10645,1912,391,327SH DFND2,5,8,202,009,7400381,587
BANCFIRST CORP/OKCommon equity shares05945F10320,316338,827SH DFND2,5,8,20281,927056,900
BANCO DE CHILEAmerican Depository Receipt0595201063,51138,573SH DFND2,5,10,13,2034,75803,815
BANCO SANTANDER BRASIL -ADRAmerican Depository Receipt05967A10721,2862,416,137SH DFND2,10,201,981,1070435,030
BANCO SANTANDER MEXICO -ADRAmerican Depository Receipt05969B10331340,310SH DFND6,840,31000
BANCO SANTANDER SAAmerican Depository Receipt05964H1053,965792,905SH DFND5,10,12,20693,505099,400
BANCO SANTANDER-CHILEAmerican Depository Receipt05965X10912,491390,557SH DFND2,5,6,8,10,13,20365,065025,492
BANCOLOMBIA SAAmerican Depository Receipt05968L10227,484658,849SH DFND2,5,6,10,13,20641,904016,945
BANCORP INCCommon equity shares05969A10514,4921,510,684SH DFND2,5,8,201,340,8660169,818
BANCORPSOUTH BANKCommon equity shares05971J102175,8705,378,298SH DFND2,5,6,8,11,205,054,2990323,999
BANK OF AMERICA CORPCommon equity shares06050510412,217,703414,721,574SH DFND1,2,5,6,8,10,11,12,13,18,19,20374,125,462040,596,112
BANK OF COMMERCE HOLDINGSCommon equity shares06424J1032,996245,689SH DFND2,20211,734033,955
BANK OF HAWAII CORPCommon equity shares062540109146,6381,858,358SH DFND2,5,6,8,11,13,201,796,435061,923
BANK OF MARIN BANCORPCommon equity shares06342510210,668127,132SH DFND2,5,20107,760019,372
BANK OF MONTREALCommon equity shares0636711011,06612,923SH DFND5,12,2011,28101,642
BANK OF NEW YORK MELLON CORPCommon equity shares0640581002,183,00542,812,298SH DFND1,2,5,6,8,10,11,12,13,18,19,2038,587,40004,224,898
BANK OF NT BUTTERFIELD SONCommon equity sharesG0772R20849,810960,479SH DFND2,5,10,20764,4660196,013
BANK OF PRINCETONCommon Stock0645201092,45280,270SH DFND2,2067,935012,335
BANK OZKCommon equity shares06417N103360,7659,503,889SH DFND2,5,6,8,11,13,209,338,9620164,927
BANKFINANCIAL CORPCommon equity shares06643P1048,210515,005SH DFND2,5,10,13,20338,9960176,009
BANKUNITED INCCommon equity shares06652K103177,8075,022,868SH DFND2,5,8,13,204,863,6970159,171
BANKWELL FINANCIAL GROUP INCCommon equity shares06654A1032,78388,709SH DFND2,13,2074,175014,534
BANNER CORPCommon equity shares06652V208101,3771,630,690SH DFND2,5,8,10,201,479,3720151,318
BAOZUN INC -ADRAmerican Depository Receipt06684L10327,313562,195SH DFND2,5,6,8,10,12,13,18,20451,3950110,800
BAR HARBOR BANKSHARESCommon equity shares0668491007,920275,735SH DFND2,5,20232,297043,438
BARNES NOBLE EDUCATION INCCommon equity shares06777U1015,8141,009,326SH DFND2,5,8,20857,1150152,211
BARNES NOBLE INCCommon equity shares06777410911,5901,997,821SH DFND2,5,8,201,776,3400221,481
BARNES GROUP INCCommon equity shares067806109107,8731,518,695SH DFND2,5,8,201,201,1780317,517
BARRETT BUSINESS SVCS INCCommon equity shares06846310810,680159,889SH DFND2,5,20127,648032,241
BARRICK GOLD CORPCommon equity shares06790110813,4841,217,016SH DFND2,5,201,217,01600
BASIC ENERGY SERVICES INCCommon equity shares06985P2093,634363,579SH DFND2,5,20313,995049,584
BASSETT FURNITURE INDSCommon equity shares0702031043,915184,180SH DFND2,5,20153,293030,887
BAUSCH HEALTH COMPANIES INCCommon equity shares0717341075,182201,807SH DFND5,8,13,2023,2900178,517
BAXTER INTERNATIONAL INCCommon equity shares0718131091,824,46623,666,594SH DFND1,2,5,6,8,10,11,12,13,18,19,2021,251,16402,415,430
BAYCOM CORPCommon Stock07272M1074,439166,349SH DFND2,20124,569041,780
BBT CORPCommon equity shares0549371071,772,44336,515,169SH DFND1,2,5,6,8,10,11,12,13,18,19,2033,234,04003,281,129
BBVAAmerican Depository Receipt05946K10112519,850SH DFND1,12,2016,46103,389
BBX CAPITAL CORPORATIONCommon equity shares05491N1048,7301,176,926SH DFND2,5,20973,0460203,880
BCB BANCORP INCCommon equity shares0552981032,771200,113SH DFND2,20162,130037,983
BEACON ROOFING SUPPLY INCCommon equity shares07368510948,8391,349,490SH DFND2,5,8,13,201,129,1420220,348
BEASLEY BROADCAST GROUP INCCommon equity shares074014101805116,873SH DFND2,20106,402010,471
BEAZER HOMES USA INCCommon equity shares07556Q8817,687732,395SH DFND2,5,8,20622,5340109,861
BECTON DICKINSON COCommon equity shares0758871092,807,92710,758,296SH DFND1,2,5,6,8,10,11,12,13,18,19,209,638,99201,119,304
BED BATH BEYOND INCCommon equity shares07589610071,8494,789,269SH DFND1,2,5,6,8,11,12,13,204,316,7490472,520
BEIGENE LTDAmerican Depository Receipt07725L10214,90886,569SH DFND2,5,6,886,56900
BEL FUSE INCCommon equity shares0773473006,759255,007SH DFND2,5,20226,576028,431
BELDEN INCCommon equity shares077454106108,3511,517,178SH DFND2,5,6,8,11,13,201,218,7990298,379
BELLEROPHON THERAPEUTICS INCCommon equity shares0787711021513,800SH DFND2013,80000
BELLICUM PHARMACEUTICALS INCCommon equity shares0794811074,291696,443SH DFND2,5,20572,4340124,009
BELMOND LTDCommon equity sharesG1154H10743,7212,395,391SH DFND1,2,5,8,202,079,1250316,266
BEMIS CO INCCommon equity shares081437105343,2297,062,333SH DFND1,2,5,6,8,11,12,13,206,836,8680225,465
BENCHMARK ELECTRONICS INCCommon equity shares08160H10134,2901,465,454SH DFND2,5,8,201,282,5600182,894
BENEFICIAL BANCORP INCCommon equity shares08171T10223,1271,368,590SH DFND2,5,8,201,149,8810218,709
BENEFITFOCUS INCCommon equity shares08180D10616,901417,946SH DFND2,5,8,20349,409068,537
BERKLEY (W R) CORPCommon equity shares084423102302,5323,784,776SH DFND1,2,5,6,8,10,11,12,13,18,19,203,396,8830387,893
BERKSHIRE HATHAWAYCommon equity shares084670108119,360373SH DFND1,5,6,12,20357016
BERKSHIRE HATHAWAYCommon equity shares08467070217,413,75181,330,866SH DFND1,2,5,6,8,10,11,12,13,18,19,2074,293,20507,037,661
BERKSHIRE HILLS BANCORP INCCommon equity shares08468010769,3871,704,802SH DFND2,5,8,201,527,4410177,361
BERRY GLOBAL GROUP INCCommon equity shares08579W10379,1931,636,557SH DFND2,5,8,12,13,201,431,6170204,940
BERRY PETROLEUMCommon Stock08579X1012,868162,785SH DFND2,20134,185028,600
BEST BUY CO INCCommon equity shares086516101929,95511,718,239SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,361,26601,356,973
BEST INC ADSDepository Receipt08653C106632106,800SH DFND2106,80000
BG STAFFING INCCommon equity shares05544A1092,908106,997SH DFND2,2091,055015,942
BGC PARTNERS INCCommon equity shares05541T10145,5933,857,428SH DFND2,5,8,13,203,429,9790427,449
BHP BILLITON GROUPAmerican Depository Receipt0886061081,64933,062SH DFND1,5,2024,12308,939
BIG 5 SPORTING GOODS CORPCommon equity shares08915P1012,991585,900SH DFND2,5,20522,990062,910
BIG LOTS INCCommon equity shares08930210367,5951,617,601SH DFND2,5,6,8,11,12,13,201,482,2030135,398
BIGLARI HOLDINGS INCCommon Stock08986R3094,45224,537SH DFND2,5,8,2021,17203,365
BIGLARI HOLDINGS INCCommon Stock08986R4082,3152,508SH DFND2,5,202,1970311
BIO-RAD LABORATORIES INCCommon equity shares090572207159,630510,025SH DFND2,5,6,8,11,13,20480,394029,631
BIO-TECHNE CORPCommon equity shares09073M104198,153970,846SH DFND2,5,6,8,11,13,20909,696061,150
BIOCRYST PHARMACEUTICALS INCCommon equity shares09058V10325,9093,395,701SH DFND2,5,8,203,058,2150337,486
BIODELIVERY SCIENCES INTLCommon equity shares09060J10623784,755SH DFND2,2084,75500
BIOGEN INCCommon equity shares09062X1033,124,9658,844,835SH DFND1,2,5,6,8,10,11,12,13,18,207,912,8610931,974
BIOHAVEN PHRMCUTCL HLDCommon equity sharesG1119610549,6551,322,355SH DFND2,5,201,235,012087,343
BIOMARIN PHARMACEUTICALConv Bond09061GAF815,97513,250,000SH DFND2,513,250,00000
BIOMARIN PHARMACEUTICALConv Bond09061GAH418,37517,350,000SH DFND2,517,350,00000
BIOMARIN PHARMACEUTICAL INCCommon equity shares09061G101381,7003,936,369SH DFND2,5,6,8,10,11,12,13,18,203,512,7770423,592
BIOSCRIP INCCommon equity shares09069N1086,8712,215,290SH DFND2,5,201,878,4790336,811
BIOSPECIFICS TECHNOLOGIES CPCommon equity shares0909311066,106104,385SH DFND2,5,2087,899016,486
BIOTELEMETRY INCCommon equity shares09067210665,5541,017,096SH DFND2,5,8,20829,8200187,276
BIOTIME INCCommon equity shares09066L1055,4422,317,575SH DFND2,5,202,089,1420228,433
BITAUTO HOLDINGS LTD -ADRAmerican Depository Receipt0917271073,146136,749SH DFND2,5,20135,8890860
BJS WHSL CLUB HLDGS INCCommon Stock05550J10116,256607,078SH DFND2,5,20478,1220128,956
BJ`S RESTAURANTS INCCommon equity shares09180C10643,083596,706SH DFND2,5,8,20497,486099,220
BLACK BOX CORPCommon equity shares0918261071110,271SH DFND2,5,2010,27100
BLACK HILLS CORPCommon equity shares092113109311,8615,368,489SH DFND2,5,6,8,11,12,13,205,160,7190207,770
BLACK KNIGHT INCCommon equity shares09215C10591,6621,764,474SH DFND2,5,8,13,201,547,4730217,001
BLACKBAUD INCCommon equity shares09227Q100177,4651,748,775SH DFND2,5,6,8,11,13,201,438,6200310,155
BLACKBERRY LTDCommon equity shares09228F10339034,292SH DFND2,8,2034,29200
BLACKLINE INCCommon equity shares09239B10941,536735,541SH DFND2,5,8,20561,7220173,819
BLACKROCK INCCommon equity shares09247X1012,503,4515,311,460SH DFND1,2,5,6,8,10,11,12,13,18,204,804,6310506,829
BLACKSTONE MORTGAGE TRConv Bond09257WAB613,64313,375,000SH DFND2,513,375,00000
BLACKSTONE MORTGAGE TR INCReal Estate Investment Trust09257W10073,3432,188,731SH DFND2,5,6,8,13,201,834,7830353,948
BLOCK H R INCCommon equity shares093671105263,89310,248,471SH DFND2,5,6,8,10,11,12,13,18,19,208,762,30701,486,164
BLOOM ENERGY CORP-REDHCommon Stock0937121073309,700SH DFND209,70000
BLOOMIN` BRANDS INCCommon equity shares09423510837,8281,911,442SH DFND2,5,8,10,201,550,0750361,367
BLUCORA INCCommon equity shares09522910060,9181,513,511SH DFND2,5,8,201,303,4240210,087
BLUE APRON HOLDNG INCCommon equity shares09523Q1016135,400SH DFND2035,40000
BLUE BIRD CORPCommon equity shares0953061065,613229,087SH DFND2,5,20189,097039,990
BLUE HILLS BANCORP INCCommon equity shares09557310112,170504,973SH DFND2,5,20434,297070,676
BLUEBIRD BIO INCCommon equity shares09609G100161,7611,107,976SH DFND2,5,8,13,201,027,706080,270
BLUEGREEN VACATNS CORPCommon Stock09629F1081,879105,001SH DFND2,2086,117018,884
BLUELINX HOLDINGS INCCommon equity shares09624H2084,453141,396SH DFND2,5,20112,120029,276
BLUEPRINT MEDICINES CORPCommon equity shares09627Y109131,5491,685,200SH DFND2,5,8,10,13,201,533,6970151,503
BLUEROCK RESIDENTIAL GROWTHReal Estate Investment Trust09627J1024,847494,326SH DFND2,5,20426,508067,818
BMC STOCK HOLDINGS INCCommon equity shares05591B10925,0931,345,522SH DFND2,5,8,201,080,2460265,276
BOEING COCommon equity shares0970231059,834,97026,445,183SH DFND1,2,5,6,8,10,11,12,13,18,2018,786,22007,658,963
BOINGO WIRELESS INCCommon equity shares09739C10230,368870,183SH DFND2,5,20736,2700133,913
BOISE CASCADE COCommon equity shares09739D10040,5881,102,807SH DFND2,5,8,10,20932,1650170,642
BOJANGLES` INCCommon equity shares0974881004,907312,564SH DFND2,5,20270,027042,537
BOK FINANCIAL CORPCommon equity shares05561Q201105,9071,088,685SH DFND2,5,8,13,201,051,475037,210
BONANZA CREEK ENERGY INCCommon equity shares09779340034,9831,174,614SH DFND2,5,201,111,446063,168
BOOKING HOLDINGS INCCommon equity shares09857L1084,041,9792,037,287SH DFND1,2,5,6,8,10,11,12,13,18,201,829,8490207,438
BOOT BARN HOLDINGS INCCommon equity shares09940610021,398753,111SH DFND2,5,20670,083083,028
BOOZ ALLEN HAMILTON HLDG CPCommon equity shares099502106100,9752,034,554SH DFND2,5,8,12,13,201,812,1320222,422
BORGWARNER INCCommon equity shares099724106382,9498,951,578SH DFND2,5,6,8,10,11,12,13,18,207,989,6560961,922
BOSTON BEER INC -CL ACommon equity shares10055710782,965288,537SH DFND2,5,6,8,20248,054040,483
BOSTON OMAHA CORPORATIONCommon equity shares1010441052,63588,094SH DFND2,2075,373012,721
BOSTON PRIVATE FINL HOLDINGSCommon equity shares10111910545,4963,332,839SH DFND2,5,8,203,043,6010289,238
BOSTON PROPERTIES INCReal Estate Investment Trust1011211011,070,8938,700,090SH DFND1,2,5,6,8,10,11,12,13,18,19,207,842,9630857,127
BOSTON SCIENTIFIC CORPCommon equity shares1011371072,182,04256,676,453SH DFND1,2,5,6,8,10,11,12,13,18,19,2050,986,35305,690,100
BOTTOMLINE TECHNOLOGIES INCCommon equity shares10138810685,3041,173,160SH DFND2,5,8,10,201,004,0130169,147
BOX INCCommon equity shares10316T10460,3462,523,890SH DFND2,5,8,13,202,108,9530414,937
BOYD GAMING CORPCommon equity shares10330410190,5122,673,828SH DFND2,5,6,8,202,397,8720275,956
BP MIDSTREAM PARTNERSMisc Equity0556EL10950126,640SH DFND226,64000
BP PLCAmerican Depository Receipt0556221041,281,25227,792,920SH DFND1,2027,792,92000
BRADESCO BANCOAmerican Depository Receipt059460303112,56915,899,224SH DFND1,2,5,6,8,10,13,2015,496,6730402,551
BRADY CORPCommon equity shares10467410656,5311,292,155SH DFND2,5,8,201,120,5120171,643
BRAEMAR HOTELS RESORTS INCRussian Depository Receipt10482B10111,495976,788SH DFND2,5,8,18,20848,5770128,211
BRANDYWINE REALTY TRUSTReal Estate Investment Trust10536820379,7945,075,883SH DFND2,5,8,10,13,18,204,533,9110541,972
BRASKEM SAAmerican Depository Receipt1055321059,760338,050SH DFND2,5,6,10,20333,85004,200
BRF SAAmerican Depository Receipt10552T10710,9932,006,399SH DFND1,2,5,6,8,10,201,982,907023,492
BRIDGE BANCORP INCCommon equity shares10803510611,659351,138SH DFND2,5,8,20296,442054,696
BRIDGEPOINT EDUCATION INCCommon equity shares10807M10541440,758SH DFND2,2040,75800
BRIDGEWATER BANCSHARESCommon Stock10862110354341,713SH DFND2,2032,20009,513
BRIGGS STRATTONCommon equity shares10904310925,8171,342,488SH DFND2,5,8,10,201,140,5210201,967
BRIGHT HORIZONS FAMILY SOLTNCommon equity shares10919410083,894711,947SH DFND2,5,8,13,20619,690092,257
BRIGHT SCHOLAR EDU-ADRAmerican Depository Receipt10919910922718,300SH DFND218,30000
BRIGHTCOVE INCCommon equity shares10921T1015,297630,807SH DFND2,5,20533,782097,025
BRIGHTHOUSE FINANL INCCommon equity shares10922N103276,3476,246,638SH DFND1,2,5,6,8,10,11,12,13,18,19,205,238,77001,007,868
BRIGHTSPHERE INVEST GRP PLCCommon equity sharesG1644T10921,3581,722,601SH DFND2,5,8,10,201,307,1040415,497
BRIGHTVIEW HOLDINGSCommon Stock10948C1075,270328,379SH DFND2,20257,180071,199
BRINKER INTL INCCommon equity shares10964110084,1871,801,579SH DFND2,5,6,8,10,11,201,596,3590205,220
BRINKS COCommon equity shares109696104129,2001,852,333SH DFND2,5,6,8,11,13,201,476,5280375,805
BRISTOL-MYERS SQUIBB COCommon equity shares1101221084,007,95464,561,189SH DFND1,2,5,6,8,10,11,12,13,18,19,2057,540,22507,020,964
BRISTOW GROUP INCCommon equity shares11039410316,2241,337,311SH DFND2,5,201,233,0580104,253
BRITISH AMER TOBACCO PLCAmerican Depository Receipt110448107150,4343,226,072SH DFND2,5,8,10,11,12,18,203,135,613090,459
BRIXMOR PROPERTY GROUP INCReal Estate Investment Trust11120U105172,6579,860,113SH DFND2,5,8,10,13,18,19,208,963,5240896,589
BROADCOM INCCommon Stock11135F1014,190,42516,983,851SH DFND1,2,5,6,8,10,11,12,13,18,19,2015,259,51201,724,339
BROADRIDGE FINANCIAL SOLUTNSCommon equity shares11133T103711,2665,390,166SH DFND1,2,5,6,8,10,11,12,13,18,204,682,8580707,308
BROOKDALE SENIOR LIVING INCCommon equity shares11246310440,2824,097,910SH DFND2,5,8,12,203,485,7440612,166
BROOKFIELD PROPERTY PRTRS LPMisc EquityG162491071,66479,636SH DFND5,8,206,880072,756
BROOKFIELD PROPERTY REITREIT11282X103107,9025,155,036SH DFND1,2,5,6,8,10,11,12,13,18,19,203,926,68301,228,353
BROOKLINE BANCORP INCCommon equity shares11373M10749,2312,947,705SH DFND2,5,8,202,672,0710275,634
BROOKS AUTOMATION INCCommon equity shares11434010270,5312,013,412SH DFND2,5,8,201,742,2120271,200
BROWN BROWN INCCommon equity shares115236101272,5789,218,058SH DFND2,5,6,8,11,12,13,208,891,1960326,862
BROWN FORMAN CORPCommon equity shares115637209509,30110,075,238SH DFND1,2,5,6,8,10,11,12,13,18,209,112,1580963,080
BROWN FORMAN CORPCommon equity shares11563710010,195200,710SH DFND2,5,13,20166,802033,908
BRT APARTMENTS CORPReal Estate Investment Trust0556453031,787148,565SH DFND2,20124,536024,029
BRUKER CORPCommon equity shares11679410854,2591,622,213SH DFND2,5,8,201,293,7540328,459
BRUNSWICK CORPCommon equity shares117043109151,8782,266,120SH DFND2,5,6,8,11,13,202,142,4240123,696
BRYN MAWR BANK CORPCommon equity shares11766510921,185451,709SH DFND2,5,20312,2000139,509
BSB BANCORP INCCommon equity shares05573H1085,246160,912SH DFND2,5,13,20125,717035,195
BUCKLE INCCommon equity shares11844010635,5231,541,157SH DFND2,5,8,10,201,248,3950292,762
BUILD-A-BEAR WORKSHOP INCCommon equity shares12007610422624,863SH DFND2,2024,86300
BUILDERS FIRSTSOURCECommon equity shares12008R10734,9712,382,382SH DFND2,5,8,201,899,0440483,338
BUNGE LTDCommon equity sharesG16962105299,1734,354,188SH DFND2,5,6,8,10,11,12,13,18,19,203,607,1860747,002
BURLINGTON STORES INCCommon equity shares122017106151,353929,031SH DFND2,5,8,12,13,20803,7390125,292
BUSINESS FIRST BANCSHS INCCommon Stock12326C1053,671138,224SH DFND2,20105,846032,378
BWX TECHNOLOGIES INCCommon equity shares05605H100136,5152,182,870SH DFND2,5,8,13,202,043,1810139,689
BYLINE BANCORP INCCommon equity shares1244111096,409282,329SH DFND2,5,20226,519055,810
C H ROBINSON WORLDWIDE INCCommon equity shares12541W209766,7307,830,212SH DFND1,2,5,6,8,10,11,12,13,18,207,205,0600625,152
CF FINANCIAL CORPCommon equity shares12466Q1042,81847,903SH DFND2,13,2040,54207,361
CJ ENERGY SERVICES INCCommon equity shares12674R10048,2262,318,555SH DFND2,5,202,016,3010302,254
CA INCCommon equity shares12673P105630,08014,271,431SH DFND2,5,6,8,10,11,12,13,18,19,2012,471,32401,800,107
CABLE ONE INCCommon equity shares12685J105108,100122,344SH DFND2,5,6,8,11,13,20115,01307,331
CABOT CORPCommon equity shares127055101104,0791,659,377SH DFND2,5,6,8,11,13,201,571,081088,296
CABOT MICROELECTRONICS CORPCommon equity shares12709P10374,726724,291SH DFND2,5,8,20631,558092,733
CABOT OIL GAS CORPCommon equity shares127097103541,43424,041,962SH DFND1,2,5,6,8,10,11,12,13,18,2022,264,10501,777,857
CACI INTL INC -CL ACommon equity shares127190304125,917683,757SH DFND2,5,8,13,20595,313088,444
CACTUS INCCommon Stock12720310738,7491,012,276SH DFND2,5,20848,1970164,079
CADENCE BANCORPORATIONCommon equity shares12739A100104,7644,010,884SH DFND2,5,203,700,1420310,742
CADENCE DESIGN SYSTEMS INCCommon equity shares127387108536,78111,844,368SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,141,08101,703,287
CADIZ INCCommon equity shares1275372074,107368,271SH DFND2,5,20311,400056,871
CAESARS ENTERTAIN CORPConv Bond127686AA165,11939,363,020SH DFND2,539,363,02000
CAESARS ENTERTAINMENT CORPCommon equity shares12768610370,4886,876,753SH DFND2,5,8,206,081,2360795,517
CAESARSTONE LTDCommon equity sharesM205981048,513458,898SH DFND2,5,8,20389,586069,312
CAI INTERNATIONAL INCCommon equity shares12477X1069,975436,088SH DFND2,5,20379,487056,601
CAL-MAINE FOODS INCCommon equity shares12803020241,390856,910SH DFND2,5,8,20748,2330108,677
CALAMP CORPCommon equity shares12812610925,5351,065,643SH DFND2,5,8,20944,4440121,199
CALAVO GROWERS INCCommon equity shares12824610543,367448,925SH DFND2,5,8,20384,142064,783
CALERES INCCommon equity shares12950010450,0361,395,335SH DFND2,5,8,10,201,246,3680148,967
CALIFORNIA RESOURCES CORPCommon equity shares13057Q206128,0352,638,307SH DFND1,2,5,10,13,202,454,7910183,516
CALIFORNIA WATER SERVICE GPCommon equity shares130788102163,4323,809,692SH DFND2,5,8,19,203,639,6510170,041
CALITHERA BIOSCIENCES INCCommon equity shares13089P1012,901552,779SH DFND2,5,20464,741088,038
CALIX INCCommon equity shares13100M5096,272774,427SH DFND2,5,20643,2260131,201
CALLAWAY GOLF COCommon equity shares13119310463,0382,595,218SH DFND2,5,8,202,236,4200358,798
CALLON PETROLEUM CO/DECommon equity shares13123X102153,82912,829,859SH DFND2,5,6,11,2011,909,0430920,816
CALYXT INCCommon equity shares13173L1071,802117,732SH DFND2,5,20102,676015,056
CAMBIUM LEARNING GROUP INCCommon equity shares13201A1073,255275,015SH DFND2,20215,135059,880
CAMBREX CORPCommon equity shares13201110762,548914,459SH DFND2,5,8,10,20799,8660114,593
CAMBRIDGE BANCORPCommon equity shares1321521095,15957,328SH DFND2,2046,486010,842
CAMDEN NATIONAL CORPCommon equity shares13303410814,564335,256SH DFND2,5,8,20259,269075,987
CAMDEN PROPERTY TRUSTReal Estate Investment Trust133131102444,3474,748,857SH DFND1,2,5,6,8,10,11,12,13,18,19,204,353,8200395,037
CAMPBELL SOUP COCommon equity shares134429109304,3408,308,493SH DFND1,2,5,6,8,10,11,12,13,18,19,207,377,2230931,270
CAMPING WORLD HOLDINGS INCCommon equity shares13462K10921,9201,028,029SH DFND2,5,8,20920,6660107,363
CANADIAN IMPERIAL BANKCommon equity shares1360691015,18855,329SH DFND2,5,2038,776016,553
CANADIAN PACIFIC RAILWAY LTDCommon equity shares13645T1002,87613,567SH DFND8,203,390010,177
CANADIAN SOLAR INCCommon equity shares13663510942028,976SH DFND2,5,2028,97600
CANNAE HOLDINGS INCCommon equity shares13765N10728,8591,377,545SH DFND2,5,8,201,137,5090240,036
CANON INCAmerican Depository Receipt13800630943013,563SH DFND2013,56300
CANTEL MEDICAL CORPCommon equity shares13809810898,9561,074,860SH DFND2,5,6,8,11,13,20997,416077,444
CAPITAL CITY BK GROUP INCCommon equity shares1396741055,631241,242SH DFND2,5,20199,337041,905
CAPITAL ONE FINANCIAL CORPCommon equity shares14040H1052,068,32521,787,861SH DFND1,2,5,6,8,10,11,12,13,18,19,2019,452,19802,335,663
CAPITAL SENIOR LIVING CORPCommon equity shares1404751045,015531,066SH DFND2,5,8,20439,497091,569
CAPITOL FEDERAL FINL INCCommon equity shares14057J10135,8442,813,282SH DFND2,5,6,8,12,202,393,7910419,491
CAPSTAR FINANCIAL HLDGS INCCommon equity shares14070T1021,684100,707SH DFND2,13,2081,015019,692
CAPSTEAD MORTGAGE CORPReal Estate Investment Trust14067E50625,8273,265,169SH DFND2,5,6,8,202,939,4490325,720
CARA THERAPEUTICS INCCommon equity shares14075510951,0242,130,474SH DFND2,5,202,038,440092,034
CARBO CERAMICS INCCommon equity shares1407811054,214581,407SH DFND2,5,20512,385069,022
CARBON BLACK INCCommon Stock14081R1032,607123,224SH DFND2,20100,770022,454
CARBONITE INCCommon equity shares14133710521,716609,116SH DFND2,5,20524,611084,505
CARDINAL HEALTH INCCommon equity shares14149Y1081,002,60218,566,630SH DFND1,2,5,6,8,10,11,12,13,18,19,2016,938,20601,628,424
CARDIOVASCULAR SYSTEMS INCCommon equity shares14161910644,5891,139,098SH DFND2,5,8,20829,5190309,579
CARDLYTICS INCCommon Stock14161W1052,04181,391SH DFND2,2068,256013,135
CARDTRONICS PLCCommon equity sharesG1991C10535,2861,115,427SH DFND1,2,5,8,20973,2580142,169
CARE.COM INCCommon equity shares1416331078,926403,866SH DFND2,5,20290,0930113,773
CAREDX INCCommon equity shares14167L10336,0841,250,643SH DFND2,5,201,151,844098,799
CAREER EDUCATION CORPCommon equity shares14166510928,6841,921,395SH DFND2,5,8,201,671,9440249,451
CARETRUST REIT INCReal Estate Investment Trust14174T10744,8022,528,720SH DFND2,5,8,10,202,110,4480418,272
CARGURUS INCCommon equity shares14178810950,261902,532SH DFND2,5,20751,9410150,591
CARLISLE COS INCCommon equity shares142339100286,8862,355,400SH DFND2,5,6,8,11,13,202,269,552085,848
CARMAX INCCommon equity shares143130102549,9797,365,463SH DFND2,5,6,8,10,11,12,13,18,206,621,4510744,012
CARNIVAL CORP/PLC (USA)Composition of more than 1 security1436583001,112,99417,453,212SH DFND2,5,6,8,10,11,12,13,18,2015,687,55501,765,657
CAROLINA FINANCIAL CORPCommon equity shares14387310721,710575,555SH DFND2,5,20516,465059,090
CARPENTER TECHNOLOGY CORPCommon equity shares144285103118,1332,003,923SH DFND2,5,6,8,11,201,805,5620198,361
CARRIAGE SERVICES INCCommon equity shares1439051076,576305,355SH DFND2,5,20259,754045,601
CARRIZO OIL GAS INCCommon equity shares144577103129,4495,136,759SH DFND2,5,204,632,1420504,617
CARROLS RESTAURANT GROUP INCCommon equity shares14574X10410,203698,821SH DFND2,5,20591,0060107,815
CARS.COM INCCommon equity shares14575E10570,6202,557,765SH DFND2,5,6,8,11,12,13,202,127,4060430,359
CARTER`S INCCommon equity shares146229109125,3971,271,798SH DFND2,5,6,8,10,11,13,201,196,889074,909
CARVANA COCommon equity shares14686910239,731672,414SH DFND2,5,20583,192089,222
CASA SYSTEMS INCCommon Stock14713L1024,609312,370SH DFND2,5,20239,900072,470
CASELLA WASTE SYS INC -CL ACommon equity shares14744810424,677794,545SH DFND2,5,20640,8100153,735
CASEYS GENERAL STORES INCCommon equity shares147528103134,8031,044,097SH DFND1,2,5,6,8,11,12,13,20985,971058,126
CASI PHARMACEUTICALS INCCommon equity shares14757U1093,657783,168SH DFND2,5,20637,0680146,100
CASS INFORMATION SYSTEMS INCCommon equity shares14808P10916,089247,004SH DFND2,5,8,10,20198,370048,634
CASTLE BRANDS INCCommon equity shares1484351001,4151,318,627SH DFND2,201,119,4620199,165
CASTLIGHT HEALTH INCCommon equity shares14862Q1003,6761,360,586SH DFND2,5,201,133,3530227,233
CATABASIS PHARMACEUTICALSCommon equity shares14875P1071418,100SH DFND2018,10000
CATALENT INCCommon equity shares148806102183,0804,019,378SH DFND2,5,6,8,11,12,13,203,644,4390374,939
CATALYST BIOSCIENCES INCCommon equity shares14888D2082,090194,014SH DFND2,20161,587032,427
CATALYST PHARMACEUTICALS INCCommon equity shares14888U1015,7731,527,450SH DFND2,5,201,239,4200288,030
CATCHMARK TIMBER TRUSTReal Estate Investment Trust14912Y20211,052967,029SH DFND2,5,8,20813,0310153,998
CATERPILLAR INCCommon equity shares1491231017,199,09647,210,370SH DFND1,2,5,6,8,10,11,12,13,18,19,2022,105,674025,104,696
CATHAY GENERAL BANCORPCommon equity shares149150104168,4034,063,776SH DFND2,5,6,8,11,203,737,9770325,799
CATO CORP -CL ACommon equity shares14920510623,1181,100,048SH DFND2,5,8,201,007,944092,104
CAVCO INDUSTRIES INCCommon equity shares14956810767,676267,509SH DFND2,5,8,20235,811031,698
CB FINANCIAL SERVICES INCCommon equity shares12479G1011,98164,221SH DFND2,2054,42309,798
CBIZ INCCommon equity shares12480510227,0121,139,845SH DFND2,5,8,10,20929,5440210,301
CBL ASSOCIATES PPTYS INCReal Estate Investment Trust12483010029,6747,436,356SH DFND2,5,8,10,12,18,206,664,7740771,582
CBOE GLOBAL MARKETS INCCommon Stock12503M108459,6594,790,030SH DFND2,5,6,8,10,11,12,13,18,204,337,3300452,700
CBRE GROUP INCCommon equity shares12504L109555,95812,606,603SH DFND1,2,5,6,8,10,11,12,13,18,2011,041,11001,565,493
CBS CORPCommon equity shares124857202719,73812,528,018SH DFND1,2,5,6,8,10,11,12,13,18,2011,127,49501,400,523
CBTX INCCommon equity shares12481V10411,396320,716SH DFND2,5,20237,524083,192
CDK GLOBAL INCCommon equity shares12508E101332,3175,311,858SH DFND1,2,5,6,8,10,11,12,13,18,204,866,8460445,012
CDW CORPCommon equity shares12514G108274,1913,083,569SH DFND2,5,6,8,10,11,12,13,18,202,610,3000473,269
CECO ENVIRONMENTAL CORPCommon equity shares1251411014,439563,689SH DFND2,5,20477,036086,653
CEDAR REALTY TRUST INCReal Estate Investment Trust15060220915,8633,403,643SH DFND2,5,8,18,203,050,9820352,661
CELANESE CORPCommon equity shares150870103362,8713,183,061SH DFND2,5,6,8,10,11,12,13,18,202,773,0620409,999
CELCUITY INCCommon equity shares15102K1001,74360,604SH DFND2,2047,509013,095
CELGENE CORPCommon equity shares1510201042,610,54829,171,441SH DFND1,2,5,6,8,10,11,12,13,18,19,2026,041,82803,129,613
CELLCOM ISRAEL LTDCommon equity sharesM2196U10923234,102SH DFND2034,10200
CELLDEX THERAPEUTICS INCCommon equity shares15117B10376165,259SH DFND2,20163,95901,300
CELLULAR BIOMEDICINE GROUPCommon equity shares15117P1023,098170,682SH DFND2,20133,938036,744
CELSIUS HOLDINGS INCCommon equity shares15118V2071,281318,141SH DFND2,20261,827056,314
CEMEX SAB DE CVAmerican Depository Receipt1512908895,814825,812SH DFND1,5,6,13,20779,717046,095
CENTENE CORPCommon equity shares15135B1011,191,6778,230,962SH DFND1,2,5,6,8,10,11,12,13,18,19,207,337,4880893,474
CENTENNIAL RES DVLPMNT INCCommon equity shares15136A102113,3145,185,881SH DFND2,5,13,204,934,8300251,051
CENTERPOINT ENERGY INCCommon equity shares15189T107646,10923,367,538SH DFND1,2,5,6,8,10,11,12,13,18,19,2021,413,57601,953,962
CENTERSTATE BANK CORPCommon equity shares15201P109115,0714,102,358SH DFND2,5,6,8,203,799,5050302,853
CENTRAL EUROPEAN MEDIACommon equity sharesG200452025,2741,405,676SH DFND2,5,201,162,0010243,675
CENTRAL GARDEN PET COCommon equity shares15352710610,416288,927SH DFND2,5,20248,886040,041
CENTRAL GARDEN PET COCommon equity shares15352720537,6061,134,592SH DFND2,5,8,20961,5410173,051
CENTRAL PACIFIC FINANCIAL CPCommon equity shares15476040931,4681,190,554SH DFND2,5,8,10,201,049,0840141,470
CENTRAL VALLEY CMNTY BANCORPCommon equity shares1556851003,802175,944SH DFND2,5,20146,039029,905
CENTURY ALUMINUM COCommon equity shares15643110851,2044,277,674SH DFND2,5,8,204,098,2860179,388
CENTURY BANCORP INC/MACommon equity shares1564321063,87153,547SH DFND2,2045,04808,499
CENTURY CASINOS INCCommon equity shares1564921002,857383,107SH DFND2,20314,354068,753
CENTURY COMMUNITIES INCCommon equity shares15650430015,852603,857SH DFND2,5,20521,444082,413
CENTURYLINK INCCommon equity shares1567001061,024,04648,303,961SH DFND1,2,5,6,8,10,11,12,13,18,19,2032,276,074016,027,887
CERAGON NETWORKS LTDCommon equity sharesM2201310216247,991SH DFND247,99100
CERIDIAN HCM HOLDINGCommon Stock15677J10811,505273,686SH DFND2,20243,596030,090
CERNER CORPCommon equity shares156782104814,74012,649,198SH DFND1,2,5,6,8,10,11,12,13,18,2011,386,17301,263,025
CERUS CORPCommon equity shares15708510126,7663,712,253SH DFND2,5,8,203,284,0770428,176
CEVA INCCommon equity shares15721010520,174701,597SH DFND2,5,8,20628,193073,404
CF INDUSTRIES HOLDINGS INCCommon equity shares125269100626,27811,504,120SH DFND1,2,5,6,8,10,11,12,13,18,2010,444,34901,059,771
CGI GROUP INC -CL ACommon equity shares39945C10977412,000SH DFND212,00000
CHANGYOU.COM LTDAmerican Depository Receipt15911M10771354,081SH DFND2,5,2054,08100
CHANNELADVISOR CORPCommon equity shares1591791005,693457,334SH DFND2,5,8,20381,956075,378
CHAPARRAL ENERGY INCCommon Stock15942R20826314,900SH DFND2014,90000
CHARLES RIVER LABS INTL INCCommon equity shares159864107162,6851,209,206SH DFND2,5,6,8,11,13,201,133,368075,838
CHART INDUSTRIES INCCommon equity shares16115Q30864,441822,672SH DFND2,5,8,20711,2140111,458
CHARTER COMMUNICATIONS INCCommon equity shares16119P1082,346,5857,200,760SH DFND1,2,5,6,8,10,11,12,13,18,206,015,99001,184,770
CHASE CORPCommon equity shares16150R10417,498145,667SH DFND2,5,20117,899027,768
CHATHAM LODGING TRUSTReal Estate Investment Trust16208T10242,0142,010,914SH DFND2,5,8,10,18,201,703,3280307,586
CHECK POINT SOFTWARE TECHNCommon equity sharesM22465104286,2202,432,403SH DFND2,5,6,8,10,11,12,13,18,19,202,107,6270324,776
CHEESECAKE FACTORY INCCommon equity shares16307210183,4431,558,561SH DFND2,5,6,8,10,11,201,337,9880220,573
CHEETAH MOBILE INC -ADRAmerican Depository Receipt1630751041,088110,698SH DFND2110,69800
CHEFS` WAREHOUSE INCCommon equity shares16308610115,036413,718SH DFND2,5,8,20345,207068,511
CHEGG INCCommon equity shares16309210958,3872,053,658SH DFND2,5,8,201,692,0290361,629
CHEMED CORPCommon equity shares16359R103139,048435,078SH DFND2,5,6,8,11,13,20405,910029,168
CHEMICAL FINANCIAL CORPCommon equity shares163731102181,4173,397,393SH DFND2,5,6,8,11,13,203,128,1880269,205
CHEMOCENTRYX INCCommon equity shares16383L1066,255494,984SH DFND2,5,20405,924089,060
CHEMOURS COCommon equity shares163851108228,2785,787,831SH DFND2,5,6,8,10,11,12,13,18,19,205,138,9260648,905
CHEMUNG FINANCIAL CORPCommon equity shares1640241012,25153,020SH DFND2,2043,64009,380
CHENIERE ENERGY INCCommon equity shares16411R208299,4104,308,560SH DFND2,5,6,8,10,11,12,13,18,19,203,750,5650557,995
CHENIERE ENERGY INCConv Bond16411RAG415,84119,725,000SH DFND2,519,725,00000
CHERRY HILL MTG INVSTReal Estate Investment Trust1646511017,217398,634SH DFND2,5,10,20353,899044,735
CHESAPEAKE ENERGY CORPCommon equity shares165167107172,94238,517,961SH DFND2,5,6,11,12,13,2037,394,64101,123,320
CHESAPEAKE ENERGY CORPConv Bond165167CY150,67851,225,000SH DFND2,551,225,00000
CHESAPEAKE LODGING TRUSTCommon equity shares16524010285,8872,678,158SH DFND2,5,8,10,18,202,354,7280323,430
CHESAPEAKE UTILITIES CORPCommon equity shares16530310828,300337,235SH DFND2,5,8,20277,481059,754
CHEVRON CORPCommon equity shares16676410014,044,957114,859,004SH DFND1,2,5,6,8,10,11,12,13,18,20101,831,915013,027,089
CHICOS FAS INCCommon equity shares16861510239,6774,575,924SH DFND2,5,8,12,204,058,0750517,849
CHILDRENS PLACE INCCommon equity shares16890510771,933562,818SH DFND2,5,8,10,20491,147071,671
CHIMERA INVESTMENT CORPReal Estate Investment Trust16934Q20857,2023,154,855SH DFND2,5,6,8,13,202,856,6570298,198
CHIMERIX INCClosed end mutual fund16934W1063,574917,417SH DFND2,5,20716,3700201,047
CHINA BIOLOGIC PRODUCTS HLDGCommon equity sharesG215151042,09226,149SH DFND2,1325,4490700
CHINA CUSTOMER RELATNS CTRSCommon StockG2118P10221215,300SH DFND215,30000
CHINA DISTANCE EDUCATION-ADRAmerican Depository Receipt16944W10433840,754SH DFND240,75400
CHINA INTERNET NATIONWIDE FICommon equity sharesG2120A10111012,900SH DFND5,2012,90000
CHINA LIFE INSURANCE (CHN)American Depository Receipt16939P10628024,615SH DFND5,6,2024,61500
CHINA MOBILE LTDAmerican Depository Receipt16941M1092,12743,480SH DFND1,6,2043,48000
CHINA PETROLEUM CHEM CORPAmerican Depository Receipt16941R1084,07640,580SH DFND5,6,8,2038,48002,100
CHINA TELECOM CORP LTDAmerican Depository Receipt1694261031,11222,473SH DFND5,6,2020,07302,400
CHINA YUCHAI INTERNATIONALCommon equity sharesG210821051,06761,833SH DFND2,5,2061,83300
CHIPOTLE MEXICAN GRILL INCCommon equity shares169656105461,3451,015,023SH DFND1,2,5,6,8,10,11,12,13,18,20907,1930107,830
CHOICE HOTELS INTL INCCommon equity shares16990510640,233482,951SH DFND2,5,8,13,20425,996056,955
CHRISTOPHER BANKS CORPCommon equity shares1710461051215,823SH DFND2015,82300
CHROMADEX CORPCommon equity shares1710774072,426565,888SH DFND2,20471,041094,847
CHUBB LTDCommon equity sharesH1467J1042,856,31721,373,231SH DFND1,2,5,6,8,10,11,12,13,18,19,2019,437,11301,936,118
CHUNGHWA TELECOM LTDAmerican Depository Receipt17133Q5028,315231,549SH DFND2,5,6,13,20203,090028,459
CHURCH DWIGHT INCCommon equity shares171340102806,96813,592,049SH DFND1,2,5,6,8,10,11,12,13,18,2012,296,50401,295,545
CHURCHILL DOWNS INCCommon equity shares171484108108,932392,268SH DFND2,5,6,8,13,20346,583045,685
CHUY`S HOLDINGS INCCommon equity shares17160410111,565440,605SH DFND2,5,8,20381,716058,889
CIA BRASILEIRA DE DISTRIBAmerican Depository Receipt20440T20112,268571,211SH DFND2,5,6,10,13,20558,232012,979
CIA ENERGETICA DE MINASAmerican Depository Receipt2044096015,7203,345,326SH DFND2,5,6,10,203,272,088073,238
CIENA CORPCommon equity shares171779309150,7224,824,554SH DFND2,5,6,8,11,13,204,306,0110518,543
CIGNA CORPCommon equity shares1255091092,125,61110,206,994SH DFND1,2,5,6,8,10,11,12,13,18,19,209,181,18201,025,812
CIM COMMERICAL TRUSTReal Estate Investment Trust12552510519213,715SH DFND2013,71500
CIMAREX ENERGY COCommon equity shares171798101479,4355,158,465SH DFND2,5,6,8,10,11,12,13,18,204,794,8830363,582
CIMPRESS NVEQ Funds CommingledN2014610156,079410,498SH DFND2,5,8,13,20336,308074,190
CINCINNATI BELL INCCommon equity shares17187150222,6731,421,484SH DFND2,5,8,201,263,9210157,563
CINCINNATI FINANCIAL CORPCommon equity shares172062101768,46910,004,780SH DFND2,5,6,8,10,11,12,13,18,209,393,1690611,611
CINEMARK HOLDINGS INCCommon equity shares17243V102107,9462,685,248SH DFND2,5,6,8,11,12,13,202,543,9050141,343
CINTAS CORPCommon equity shares172908105751,5763,799,522SH DFND1,2,5,6,8,10,11,12,13,18,203,466,6160332,906
CIRCOR INTL INCCommon equity shares17273K10922,612475,966SH DFND2,5,8,20416,563059,403
CIRRUS LOGIC INCCommon equity shares17275510088,5982,295,266SH DFND2,5,6,8,10,11,13,202,082,9790212,287
CISCO SYSTEMS INCCommon equity shares17275R1029,524,851195,783,137SH DFND1,2,5,6,8,10,11,12,13,18,19,20168,789,951026,993,186
CISION LTDCommon equity sharesG1992S10918,1801,082,225SH DFND2,5,20931,2940150,931
CIT GROUP INCCommon equity shares125581801275,1335,330,977SH DFND1,2,5,6,8,10,11,12,13,18,19,204,833,8060497,171
CITI TRENDS INCCommon equity shares17306X10211,617403,704SH DFND2,5,10,20312,846090,858
CITIGROUP INCCommon equity shares1729674248,065,768112,430,487SH DFND1,2,5,6,8,10,11,12,13,18,19,20101,281,654011,148,833
CITIZENS NORTHERN CORPCommon equity shares1729221066,275240,039SH DFND2,5,20210,785029,254
CITIZENS FINANCIAL GROUP INCCommon equity shares174610105962,97524,966,796SH DFND2,5,6,8,10,11,12,13,18,2022,756,72602,210,070
CITIZENS INCCommon equity shares1747401007,651910,951SH DFND2,5,8,20768,6280142,323
CITRIX SYS INCConv Bond177376AD275,83149,340,000SH DFND2,549,340,00000
CITRIX SYSTEMS INCCommon equity shares177376100619,5755,573,755SH DFND1,2,5,6,8,10,11,12,13,18,204,841,6450732,110
CITY HOLDING COCommon equity shares17783510543,362564,617SH DFND2,5,8,20510,642053,975
CITY OFFICE REIT INCReal Estate Investment Trust1785871018,917706,686SH DFND2,5,20596,9290109,757
CIVEO CORPCommon equity shares17878Y1081,393335,606SH DFND2,20335,60600
CIVISTA BANCSHARES INCCommon equity shares1788671074,092169,914SH DFND2,20134,911035,003
CIVITAS SOLUTIONS INCCommon equity shares17887R1026,012407,637SH DFND2,5,20364,415043,222
CLARUS CORPORATIONCommon equity shares18270P1093,322300,828SH DFND2,20258,577042,251
CLEAN ENERGY FUELS CORPCommon equity shares18449910113,5765,220,391SH DFND2,5,204,803,9140416,477
CLEAN HARBORS INCCommon equity shares184496107108,4231,514,674SH DFND2,5,6,8,11,201,254,2520260,422
CLEAR CHANNEL OUTDOOR HLDGSCommon equity shares18451C1094,288720,523SH DFND2,5,8,20606,0940114,429
CLEARFIELD INCCommon equity shares18482P1032,251167,595SH DFND2,20140,750026,845
CLEARSIDE BIOMEDICAL INCCommon equity shares1850631042,848463,193SH DFND2,5,20385,207077,986
CLEARWATER PAPER CORPCommon equity shares18538R10313,197444,127SH DFND2,5,8,20387,955056,172
CLEARWAY ENERGY INCCommon equity shares18539C10514,524762,488SH DFND2,5,20607,7070154,781
CLEARWAY ENERGY INCCommon equity shares18539C20424,6691,281,541SH DFND2,5,201,063,1050218,436
CLEVELAND-CLIFFS INCCommon equity shares185899101113,0068,926,078SH DFND2,5,8,207,952,1330973,945
CLIPPER REALTY INCReal Estate Investment Trust18885T3063,161233,771SH DFND2,20197,081036,690
CLOROX CO/DECommon equity shares1890541091,182,5817,862,449SH DFND1,2,5,6,8,10,11,12,13,18,206,525,30801,337,141
CLOUD PEAK ENERGY INCCommon equity shares18911Q1025,2372,276,313SH DFND2,5,202,057,1990219,114
CLOUDERA INCCommon equity shares18914U10037,2712,111,643SH DFND2,5,8,201,790,4590321,184
CLOVIS ONCOLOGY INCCommon equity shares18946410089,8263,058,360SH DFND2,5,8,10,13,202,900,8470157,513
CME GROUP INCCommon equity shares12572Q1052,740,61616,101,421SH DFND1,2,5,6,8,10,11,12,13,18,19,2014,639,24501,462,176
CMS ENERGY CORPCommon equity shares125896100656,78413,403,455SH DFND1,2,5,6,8,10,11,12,13,18,2012,303,06301,100,392
CNA FINANCIAL CORPCommon equity shares12611710017,561384,678SH DFND2,5,6,10,12,13,20358,246026,432
CNB FINANCIAL CORP/PACommon equity shares1261281077,718267,334SH DFND2,5,20229,717037,617
CNH INDUSTRIAL NVCommon equity sharesN209441099,039752,611SH DFND1,20752,61100
CNO FINANCIAL GROUP INCCommon equity shares12621E103131,4306,193,648SH DFND2,5,6,8,11,12,13,205,595,6060598,042
CNOOC LTDAmerican Depository Receipt1261321095632,849SH DFND6,8,202,84900
CNX RESOURCES CORPORATIONCommon equity shares12653C108139,8009,769,822SH DFND1,2,5,6,8,11,12,13,209,496,2300273,592
COASTAL FINANCIAL CORPCommon Stock19046P20990353,074SH DFND2,2041,474011,600
COBIZ FINANCIAL INCCommon equity shares19089710815,605704,857SH DFND2,5,8,20597,7140107,143
COCA-COLA BTLNG CONSCommon equity shares19109810224,325133,432SH DFND2,5,8,20116,118017,314
COCA-COLA COCommon equity shares1912161007,715,431167,036,778SH DFND1,2,5,6,8,10,11,12,13,18,19,20144,209,156022,827,622
COCA-COLA EUROPEAN PARTNERSCommon equity sharesG25839104117,5782,585,775SH DFND2,5,6,8,10,11,12,13,18,19,201,552,36101,033,414
COCA-COLA FEMSA SAB DE CVAmerican Depository Receipt1912411083024,938SH DFND6,8,13,203,54801,390
CODEXIS INCCommon equity shares19200510616,789978,905SH DFND2,5,20793,2250185,680
CODORUS VALLEY BANCORPCommon equity shares1920251044,897156,798SH DFND2,5,20132,154024,644
COEUR MINING INCCommon equity shares19210850450,5349,481,525SH DFND2,5,8,208,855,7530625,772
COGENT COMMUNICATIONS HLDGSCommon equity shares19239V30269,8681,252,026SH DFND2,5,8,201,101,3420150,684
COGNEX CORPCommon equity shares192422103300,0985,376,195SH DFND2,5,6,8,10,11,12,13,18,204,896,0730480,122
COGNIZANT TECH SOLUTIONSCommon equity shares1924461021,797,65323,300,845SH DFND1,2,5,6,8,10,11,12,13,18,19,2020,854,95302,445,892
COHBAR INCCommon Stock19249J1091,351313,552SH DFND2,20249,858063,694
COHEN STEERS INCCommon equity shares19247A10022,507554,235SH DFND2,5,8,20446,5450107,690
COHERENT INCCommon equity shares192479103106,414618,011SH DFND2,5,6,8,11,13,20581,090036,921
COHERUS BIOSCIENCES INCCommon equity shares19249H10335,9672,179,617SH DFND2,5,8,202,033,0390146,578
COHU INCCommon equity shares19257610620,247806,460SH DFND2,5,8,20698,1960108,264
COLFAX CORPCommon equity shares19401410641,5971,153,398SH DFND2,5,8,13,201,028,0810125,317
COLGATE-PALMOLIVE COCommon equity shares1941621033,661,79154,694,407SH DFND1,2,5,6,8,10,11,12,13,18,19,2050,848,68803,845,719
COLLEGIUM PHARMACEUTICAL INCCommon equity shares19459J10411,536782,595SH DFND2,5,20684,257098,338
COLONY CAPITAL INCReal Estate Investment Trust19626G10850,5868,305,939SH DFND2,5,8,10,13,207,111,27501,194,664
COLONY NORTHSTAR CR REAL ESTREIT19625T10134,4791,567,959SH DFND2,5,201,313,9670253,992
COLUMBIA BANKING SYSTEM INCCommon equity shares197236102118,6783,061,108SH DFND2,5,8,202,756,3750304,733
COLUMBIA FINANCIAL INCCommon Stock19764110313,941834,701SH DFND2,20668,6340166,067
COLUMBIA PROPERTY TRUST INCReal Estate Investment Trust19828720379,1823,349,441SH DFND2,5,8,10,12,13,18,203,025,6660323,775
COLUMBIA SPORTSWEAR COCommon equity shares19851610635,864385,251SH DFND2,5,8,20342,965042,286
COLUMBUS MCKINNON CORPCommon equity shares19933310516,872426,652SH DFND2,5,8,20354,931071,721
COMCAST CORPCommon equity shares20030N1015,717,832161,474,724SH DFND1,2,5,6,8,10,11,12,13,18,19,20142,035,119019,439,605
COMERICA INCCommon equity shares200340107816,0149,046,834SH DFND1,2,5,6,8,10,11,12,13,18,208,337,0690709,765
COMFORT SYSTEMS USA INCCommon equity shares19990810461,8081,095,853SH DFND2,5,8,10,20932,3730163,480
COMMERCE BANCSHARES INCCommon equity shares200525103355,9015,390,765SH DFND2,5,6,8,11,12,13,205,252,4770138,288
COMMERCIAL METALSCommon equity shares201723103110,7425,396,846SH DFND2,5,6,8,11,12,204,836,9680559,878
COMMERCIAL VEHICLE GROUP INCCommon equity shares2026081054,176455,939SH DFND2,5,20371,597084,342
COMMSCOPE HOLDING CO INCCommon equity shares20337X109124,7264,054,906SH DFND1,2,5,6,8,10,11,12,13,18,19,203,285,3660769,540
COMMUNITY BANK SYSTEM INCCommon equity shares203607106235,9463,863,049SH DFND2,5,8,203,616,3540246,695
COMMUNITY BANKERS TRUST CORPCommon equity shares2036121062,901329,540SH DFND2,20277,927051,613
COMMUNITY FINANCIAL CORPCommon equity shares20368X1012,09662,759SH DFND2,2053,33409,425
COMMUNITY HEALTH SYSTEMS INCCommon equity shares20366810812,3843,579,521SH DFND1,2,5,8,13,203,218,3660361,155
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USDRight to purchase or put a security Has an expiration date203668116082,187SH DFND1,2082,18700
COMMUNITY HEALTHCARE TRUSTReal Estate Investment Trust20369C10616,477531,871SH DFND2,5,20466,078065,793
COMMUNITY TRUST BANCORP INCCommon equity shares20414910816,325352,274SH DFND2,5,8,10,20291,468060,806
COMMVAULT SYSTEMS INCCommon equity shares20416610290,5131,293,032SH DFND2,5,6,8,11,13,201,159,3730133,659
COMPANHIA DE SANEAMENTOAmerican Depository Receipt20441A10213,0882,218,289SH DFND2,5,6,10,13,19,202,127,988090,301
COMPANHIA SIDERURGICA NACIONAmerican Depository Receipt20440W1056,0022,631,621SH DFND2,5,6,10,202,590,421041,200
COMPANIA CERVECERIAS UNIDASAmerican Depository Receipt2044291048,287296,979SH DFND2,5,6,8,13,20292,18404,795
COMPASS DIVERSIFIED HOLDINGSLimited Partnership20451Q1041,40677,454SH DFND277,45400
COMPASS MINERALS INTL INCCommon equity shares20451N101115,7931,723,004SH DFND2,5,6,8,11,201,541,9310181,073
COMPUTER PROGRAMS SYSTEMSCommon equity shares2053061038,163304,121SH DFND2,5,8,20262,778041,343
COMSCORE INCCommon equity shares20564W10548126,339SH DFND2026,0000339
COMTECH TELECOMMUNCommon equity shares20582620925,795711,083SH DFND2,5,8,20634,568076,515
CONAGRA BRANDS INCCommon equity shares205887102591,99017,426,850SH DFND1,2,5,6,8,10,11,12,13,18,2015,451,53601,975,314
CONATUS PHARMACEUTICALS INCCommon equity shares20600T10822638,934SH DFND2,2038,93400
CONCERT PHARMACEUTICLS INCCommon equity shares2060221056,612445,793SH DFND2,5,10,20377,292068,501
CONCHO RESOURCES INCCommon equity shares20605P1011,513,9539,911,354SH DFND1,2,5,6,8,10,11,12,13,18,209,175,0090736,345
CONDUENT INCCommon equity shares20678710359,1832,627,957SH DFND1,2,5,8,12,13,202,357,8420270,115
CONFORMIS INCCommon equity shares20717E1013330,727SH DFND2030,72700
CONMED CORPCommon equity shares20741010183,2171,050,103SH DFND2,5,8,10,20809,4560240,647
CONNECTICUT WATER SVC INCCommon equity shares20779710117,098246,449SH DFND2,5,8,20208,823037,626
CONNECTONE BANCORP INCCommon equity shares20786W10720,428860,117SH DFND2,5,8,20763,796096,321
CONN`S INCCommon equity shares20824210722,836646,030SH DFND2,5,8,20580,367065,663
CONOCOPHILLIPSCommon equity shares20825C1044,377,40956,555,760SH DFND1,2,5,6,8,10,11,12,13,18,19,2051,768,28004,787,480
CONSOL ENERGY INCCommon equity shares20854L10858,1751,425,386SH DFND1,2,5,13,201,338,992086,394
CONSOLIDATED COMM HLDGS INCCommon equity shares20903410727,5212,110,388SH DFND2,5,8,201,853,6330256,755
CONSOLIDATED EDISON INCCommon equity shares2091151041,455,34719,101,623SH DFND1,2,5,6,8,10,11,12,13,18,19,2017,566,36501,535,258
CONSOLIDATED TOMOKA LAND COCommon equity shares2102261064,64374,558SH DFND2,5,2063,427011,131
CONSOLIDATED WATER CO INCCommon equity sharesG237731072,839204,985SH DFND2,20166,763038,222
CONSTELLATION BRANDSCommon equity shares21036P1081,447,7006,714,130SH DFND1,2,5,6,8,10,11,12,13,18,205,991,1710722,959
CONSTELLIUM NVCommon equity sharesN220351047,876637,365SH DFND2,5,8,12,20522,6650114,700
CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUNDExchange Traded Product81369Y407119,7121,021,256SH DFND2,20701,1930320,063
CONTAINER STORE GROUPCommon equity shares2107511033,241292,090SH DFND2,20251,198040,892
CONTANGO OIL GAS COCommon equity shares21075N2046310,228SH DFND5,2010,22800
CONTINENTAL BUILDING PRODSCommon equity shares21117110330,985825,130SH DFND2,5,8,10,20639,6600185,470
CONTINENTAL RESOURCES INCCommon equity shares212015101200,3552,934,286SH DFND2,5,6,8,10,11,12,13,18,19,202,595,7480338,538
CONTRAFECT CORPCommon equity shares2123261025727,300SH DFND2027,30000
CONTROL4 CORPCommon equity shares21240D10724,677718,881SH DFND2,5,20613,9400104,941
CONVERGEONE HOLDINGS INCCommon Stock2124811053,380363,389SH DFND2,20284,836078,553
CONVERGYS CORPCommon equity shares21248510675,3033,172,057SH DFND2,5,6,8,11,202,874,1020297,955
COOPER COMPANIES INCCommon equity shares216648402682,6412,463,100SH DFND1,2,5,6,8,10,11,12,13,18,202,239,5540223,546
COOPER TIRE RUBBER COCommon equity shares21683110744,0891,558,005SH DFND2,5,8,201,308,1520249,853
COOPER-STANDARD HOLDINGS INCCommon equity shares21676P10362,085517,441SH DFND2,5,8,10,20430,157087,284
COPA HOLDINGS SACommon equity sharesP3107610574,648934,927SH DFND2,5,13,19,20901,114033,813
COPART INCCommon equity shares217204106422,3688,196,667SH DFND2,5,6,8,10,11,12,13,18,207,331,0320865,635
CORBUS PHARMACEUTICALS HLDGSCommon equity shares21833P1036,590872,406SH DFND2,5,20734,1980138,208
CORCEPT THERAPEUTICS INCCommon equity shares21835210245,2423,226,986SH DFND2,5,8,202,870,5960356,390
CORE LABORATORIES NVCommon equity sharesN2271710793,842810,147SH DFND2,5,6,8,11,12,13,20793,598016,549
CORE MARK HOLDING CO INCCommon equity shares21868110443,2781,274,300SH DFND2,5,8,12,201,141,0810133,219
CORECIVIC INCCommon equity shares21871N10198,5724,051,534SH DFND2,5,6,8,10,11,12,13,203,615,2770436,257
CORELOGIC INCCommon equity shares21871D103111,6262,259,191SH DFND2,5,6,8,11,13,202,008,0390251,152
CORENERGY INFRASTRUCTURE TRCommon equity shares21870U50210,392276,500SH DFND2,5,20243,993032,507
COREPOINT LODGING INCREIT21872L10415,911817,967SH DFND2,5,8,20666,9710150,996
CORESITE REALTY CORPReal Estate Investment Trust21870Q105110,696995,693SH DFND2,5,6,8,11,20894,6050101,088
CORINDUS VASCULAR ROBOTICSCommon equity shares218730109208147,077SH DFND2,20147,07700
CORIUM INTERNATIONAL INCCommon equity shares21887L1074,212442,571SH DFND2,5,20368,595073,976
CORMEDIX INCCommon equity shares21900C1001514,747SH DFND2014,74700
CORNERSTONE ONDEMAND INCCommon equity shares21925Y10370,3651,239,884SH DFND2,5,8,20918,2670321,617
CORNING INCCommon equity shares2193501051,264,68635,826,656SH DFND1,2,5,6,8,10,11,12,13,18,19,2032,045,81103,780,845
CORP AMERICA AIRPORTS SACommon StockL1995B10724228,300SH DFND228,30000
CORPORATE OFFICE PROPERTReal Estate Investment Trust22002T108125,9004,220,234SH DFND2,5,6,8,10,11,13,18,203,925,5950294,639
CORVEL CORPCommon equity shares22100610918,172301,623SH DFND2,5,8,10,20263,275038,348
CORVUS PHARMACEUTICALS INCCommon equity shares2210151001,572183,224SH DFND2,20162,822020,402
COSAN LTDCommon equity sharesG253431071,023151,853SH DFND2,5,12,20151,85300
COSTAMARE INCCommon equity sharesY1771G1026,8221,051,204SH DFND2,5,10,20909,1320142,072
COSTAR GROUP INCCommon equity shares22160N109276,585657,233SH DFND2,5,6,8,10,11,12,13,18,20571,681085,552
COSTCO WHOLESALE CORPCommon equity shares22160K1054,063,54617,300,521SH DFND1,2,5,6,8,10,11,12,13,18,19,2015,411,31001,889,211
COTT CORP QUECommon equity shares22163N1062,488154,040SH DFND2,201000153,940
COTY INCCommon equity shares222070203238,49618,988,412SH DFND2,5,6,8,10,11,12,13,18,19,2016,701,15002,287,262
COUNTY BANCORP INCCommon equity shares2219071081,73568,939SH DFND2,2059,93909,000
COUPA SOFTWARE INCCommon equity shares22266L10682,3961,041,664SH DFND2,5,8,20868,4770173,187
COUSINS PROPERTIES INCReal Estate Investment Trust222795106199,93922,490,579SH DFND2,5,6,8,10,11,18,19,2019,512,41302,978,166
COVANTA HOLDING CORPCommon equity shares22282E10239,8312,451,059SH DFND2,5,8,202,073,9070377,152
COVENANT TRANSPORTATION GRPCommon equity shares22284P1057,828269,351SH DFND2,5,20208,415060,936
COVIA HOLDINGS CORPCommon Stock22305A10310,2841,146,556SH DFND2,5,8,201,044,3110102,245
COWEN INCCommon equity shares2236226069,752598,431SH DFND2,5,8,20505,736092,695
CRA INTERNATIONAL INCCommon equity shares12618T10510,321205,495SH DFND2,5,10,20160,121045,374
CRACKER BARREL OLD CTRY STORCommon equity shares22410J106109,642745,190SH DFND2,5,6,8,11,13,20662,223082,967
CRAFT BREW ALLIANCE INCCommon equity shares2241221013,818233,638SH DFND2,5,20188,430045,208
CRANE COCommon equity shares224399105133,1711,354,080SH DFND2,5,6,8,11,13,201,188,4830165,597
CRAWFORD COCommon equity shares2246331072,426263,246SH DFND2,5,20216,539046,707
CRAWFORD COCommon equity shares22463320621223,488SH DFND2023,48800
CRAY INCCommon equity shares22522330423,5721,096,446SH DFND2,5,8,20953,5610142,885
CREDICORP LTDCommon equity sharesG2519Y108518,1732,322,811SH DFND2,5,6,8,10,12,13,18,201,115,22001,207,591
CREDIT ACCEPTANCE CORPCommon equity shares22531010163,785145,599SH DFND2,5,8,13,20128,106017,493
CREE INCCommon equity shares225447101134,9763,564,147SH DFND2,5,6,8,11,13,203,228,7800335,367
CRH PLCAmerican Depository Receipt12626K2031,28639,305SH DFND1,2039,30500
CRINETICS PHARMCTCL INCCommon Stock22663K1072,18976,379SH DFND2,2057,523018,856
CRISPR THERAPEUTICS AGCommon equity sharesH171821081,21927,470SH DFND2,5,8,2023,40004,070
CRITEO SAAmerican Depository Receipt2267181042,789121,585SH DFND1,2,5,20121,58500
CROCS INCCommon equity shares22704610941,6581,956,746SH DFND2,5,8,201,691,5810265,165
CROSS COUNTRY HEALTHCARE INCCommon equity shares22748310410,3361,184,053SH DFND2,5,8,201,062,3000121,753
CROWN CASTLE INTL CORPCommon equity shares22822V1011,856,51316,675,895SH DFND1,2,5,6,8,10,11,12,13,18,19,2014,927,22101,748,674
CROWN CASTLE INTL CORPConv Bond22822V30955,54351,350SH DFND251,35000
CROWN HOLDINGS INCCommon equity shares228368106123,7312,577,758SH DFND2,5,6,8,10,11,12,13,18,19,202,124,5350453,223
CRYOLIFE INCCommon equity shares22890310039,5821,124,414SH DFND2,5,201,003,5760120,838
CRYOPORT INCCommon equity shares2290503075,346417,551SH DFND2,5,20335,435082,116
CSG SYSTEMS INTL INCCommon equity shares12634910944,8791,118,136SH DFND2,5,8,10,20901,7400216,396
CSS INDUSTRIES INCCommon equity shares1259061071,639115,249SH DFND2,20115,24900
CSW INDUSTRIALS INCCommon equity shares12640210616,667310,326SH DFND2,5,10,20257,898052,428
CSX CORPCommon equity shares1264081032,410,24232,548,949SH DFND1,2,5,6,8,10,11,12,13,18,19,2029,080,84903,468,100
CTI BIOPHARMA CORPCommon equity shares12648L6011,849856,518SH DFND2,20687,9810168,537
CTRIP COM INTL LTDConv Bond22943FAD22,1422,135,000SH DFND52,135,00000
CTRIP.COM INTL LTDAmerican Depository Receipt22943F100301,2868,105,555SH DFND2,5,6,8,10,12,13,18,205,783,13102,322,424
CTRIP.COM INTL LTDConv Bond22943FAF722,18122,550,000SH DFND2,522,550,00000
CTRIP.COM INTL LTDConv Bond22943FAH317,04816,315,000SH DFND2,516,315,00000
CTS CORPCommon equity shares12650110531,551919,863SH DFND2,5,8,20799,7370120,126
CUBESMARTReal Estate Investment Trust229663109162,2985,688,586SH DFND2,5,8,10,12,13,18,19,205,150,2230538,363
CUBIC CORPCommon equity shares22966910682,5261,129,767SH DFND2,5,8,201,032,750097,017
CUE BIOPHARMACommon Stock22978P1062,432268,981SH DFND2,20220,754048,227
CULLEN/FROST BANKERS INCCommon equity shares229899109456,3594,369,592SH DFND2,5,6,8,11,12,13,204,227,4770142,115
CULP INCCommon equity shares2302151054,882201,896SH DFND2,5,20171,123030,773
CUMBERLAND PHARMACEUTICALSCommon equity shares2307701098114,044SH DFND2,2014,04400
CUMMINS INCCommon equity shares2310211061,578,83410,808,753SH DFND1,2,5,6,8,10,11,12,13,18,2010,039,6880769,065
CURIS INCCommon equity shares2312692002312,988SH DFND2012,2880700
CURO GROUP HLDGS CORPCommon Stock23131L1074,830159,804SH DFND2,20134,041025,763
CURTISS-WRIGHT CORPCommon equity shares231561101215,1111,565,371SH DFND2,5,6,8,11,13,201,501,322064,049
CUSHMAN WAKEFIELDCommon StockG2717B10810,647626,545SH DFND2,20491,4910135,054
CUSTOMERS BANCORP INCCommon equity shares23204G10030,9911,317,093SH DFND2,5,8,201,210,9930106,100
CUTERA INCCommon equity shares23210910824,873764,122SH DFND2,5,20719,667044,455
CVB FINANCIAL CORPCommon equity shares126600105113,2015,071,824SH DFND2,5,8,204,492,4530579,371
CVR ENERGY INCCommon equity shares12662P10870,0171,740,951SH DFND2,5,8,10,13,201,684,134056,817
CVS HEALTH CORPCommon equity shares1266501003,264,57841,470,587SH DFND1,2,5,6,8,10,11,12,13,18,19,2036,887,47904,583,108
CYBERARK SOFTWARE LTDCommon equity sharesM2682V10815,885198,977SH DFND2,5,8,10,20152,506046,471
CYBEROPTICS CORPCommon equity shares23251710226413,078SH DFND2,2013,07800
CYMABAY THERAPEUTICS INCCommon Stock23257D10314,5711,315,230SH DFND2,5,201,129,3800185,850
CYPRESS SEMICONDUCTOR CORPCommon equity shares232806109139,3159,614,498SH DFND2,5,6,8,11,13,209,096,6180517,880
CYRUSONE INCReal Estate Investment Trust23283R100207,1123,266,775SH DFND2,5,6,8,10,11,19,202,979,8100286,965
CYTOKINETICS INCCommon equity shares23282W60519,7172,001,562SH DFND2,5,201,776,0770225,485
CYTOMX THERAPEUTICS INCCommon equity shares23284F10536,6581,981,550SH DFND2,5,10,201,844,2350137,315
CYTOSORBENTS CORPCommon equity shares23283X2066,067470,327SH DFND2,5,20382,896087,431
D R HORTON INCCommon equity shares23331A109651,82615,453,354SH DFND1,2,5,6,8,10,11,12,13,18,2013,997,91701,455,437
DAILY JOURNAL CORPCommon equity shares2339121044,61619,153SH DFND2,5,2016,45502,698
DAKTRONICS INCCommon equity shares2342641097,837999,956SH DFND2,5,8,20878,5440121,412
DANA INCCommon equity shares23582520589,9484,817,751SH DFND2,5,6,8,11,12,13,204,331,3940486,357
DANAHER CORPCommon equity shares2358511022,662,71824,505,042SH DFND1,2,5,6,8,10,11,12,13,18,19,2021,708,13302,796,909
DAQO NEW ENERGY CORPAmerican Depository Receipt23703Q2031,01438,847SH DFND2,5,2038,84700
DARDEN RESTAURANTS INCCommon equity shares237194105625,4685,625,293SH DFND1,2,5,6,8,10,11,12,13,18,205,003,5810621,712
DARLING INGREDIENTS INCCommon equity shares237266101104,5815,413,065SH DFND2,5,8,12,204,016,60401,396,461
DASAN ZHONE SOLUTIONS INCCommon equity shares23305L20667647,554SH DFND2,2036,416011,138
DASEKE INCCommon equity shares23753F1076,977870,155SH DFND2,5,20755,1020115,053
DATAWATCH CORPCommon equity shares23791720813011,144SH DFND2,2011,14400
DAVE BUSTER`S ENTMT INCCommon equity shares23833710976,4321,154,218SH DFND2,5,8,10,20983,0870171,131
DAVITA INCCommon equity shares23918K108440,3586,147,757SH DFND1,2,5,6,8,10,11,12,13,18,19,205,414,5790733,178
DAWSON GEOPHYSICAL COCommon equity shares2393601001,909308,908SH DFND2,20258,903050,005
DDR CORPReal Estate Investment Trust23317H85456,0834,188,552SH DFND2,5,8,10,12,13,18,203,826,0930362,459
DEAN FOODS COCommon equity shares24237020319,4382,738,154SH DFND2,5,8,12,13,202,403,7240334,430
DECIPHERA PHRMCTAL INCCommon equity shares24344T10122,689585,960SH DFND2,20558,938027,022
DECKERS OUTDOOR CORPCommon equity shares243537107124,6201,050,899SH DFND2,5,6,8,11,12,20901,6400149,259
DEERE COCommon equity shares2441991051,881,44712,515,489SH DFND1,2,5,6,8,10,11,12,13,18,19,2011,189,00101,326,488
DEL FRISCOS RESTURNT GRP INCCommon equity shares2450771023,413411,365SH DFND2,5,20343,168068,197
DEL TACO RESTAURANTS INCCommon equity shares2454961047,624645,583SH DFND2,5,20554,476091,107
DELEK US HOLDINGS INCCommon equity shares24665A103127,9283,015,086SH DFND2,5,8,10,12,202,728,3900286,696
DELL TECHNOLOGIES INCTracking stocks are issued by a parent co to monitor or track the underlying performance and earnin24703L103437,6944,506,709SH DFND1,2,5,6,8,10,11,12,13,18,203,816,6840690,025
DELPHI TECHNOLOGIES PLCCommon equity sharesG2709G10743,4191,384,617SH DFND1,2,5,6,8,11,12,13,201,357,743026,874
DELTA AIR LINES INCCommon equity shares2473617021,263,35921,846,071SH DFND1,2,5,6,8,10,11,12,13,18,19,2019,695,02802,151,043
DELUXE CORPCommon equity shares24801910191,5171,607,383SH DFND2,5,6,8,11,201,430,2750177,108
DENALI THERAPEUTCS INCCommon Stock24823R10519,375891,327SH DFND2,5,20755,1320136,195
DENBURY RESOURCES INCCommon equity shares247916208154,60624,937,195SH DFND2,5,10,2023,020,01901,917,176
DENNYS CORPCommon equity shares24869P10419,0711,295,337SH DFND2,5,8,201,081,0480214,289
DENTSPLY SIRONA INCCommon equity shares24906P109350,1199,277,227SH DFND1,2,5,6,8,10,11,12,13,18,19,208,322,6400954,587
DERMIRA INCCommon equity shares24983L1048,098743,019SH DFND2,5,8,20622,8610120,158
DESTINATION XL GROUP INCCommon equity shares25065K1045522,082SH DFND2022,08200
DEVON ENERGY CORPCommon equity shares25179M1031,034,76325,907,780SH DFND1,2,5,6,8,10,11,12,13,18,2023,986,55701,921,223
DEXCOM INCCommon equity shares252131107165,0111,153,624SH DFND2,5,8,13,201,016,8380136,786
DEXCOM INCConv Bond252131AF422,90714,935,000SH DFND2,514,935,00000
DHI GROUP INCCommon equity shares23331S1007133,874SH DFND2,2033,87400
DHT HOLDINGS INCCommon equity sharesY2065G1217,3371,560,868SH DFND2,5,201,276,0630284,805
DIAGEO PLCAmerican Depository Receipt25243Q2052,67818,910SH DFND1,2018,91000
DIAMOND HILL INVESTMENT GRPCommon equity shares25264R20710,68964,598SH DFND2,5,8,2054,80809,790
DIAMOND OFFSHRE DRILLING INCCommon equity shares25271C10259,8292,991,536SH DFND2,5,6,8,11,12,13,202,761,6760229,860
DIAMONDBACK ENERGY INCCommon equity shares25278X109401,9602,973,144SH DFND1,2,5,6,8,10,11,12,13,18,202,760,8770212,267
DIAMONDROCK HOSPITALITY COReal Estate Investment Trust25278430198,5158,441,586SH DFND2,5,8,10,18,207,505,1810936,405
DIANA SHIPPING INCCommon equity sharesY2066G10435887,066SH DFND2,2087,06600
DICERNA PHARMACEUTICALS INCCommon equity shares25303110812,173797,703SH DFND2,5,20656,6850141,018
DICKS SPORTING GOODS INCCommon equity shares25339310281,6072,300,034SH DFND2,5,6,8,11,12,13,202,183,6930116,341
DIEBOLD NIXDORF INCCommon equity shares25365110312,3622,746,814SH DFND2,5,8,201,841,1720905,642
DIGI INTERNATIONAL INCCommon equity shares2537981028,870659,338SH DFND2,5,20582,502076,836
DIGIMARC CORPCommon equity shares25381B1015,893187,500SH DFND2,5,20158,200029,300
DIGITAL REALTY TRUST INCReal Estate Investment Trust2538681031,299,57211,553,887SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,434,25701,119,630
DIGITAL TURBINE INCCommon equity shares25400W1025040,448SH DFND2,2040,44800
DILLARDS INC -CL ACommon equity shares25406710149,807652,428SH DFND2,5,6,8,11,12,13,20610,255042,173
DIME COMMUNITY BANCSHARESCommon equity shares25392210816,414919,560SH DFND2,5,8,20807,7220111,838
DINE BRANDS GLOBAL INCCommon equity shares25442310643,041529,297SH DFND2,5,8,10,20447,672081,625
DIODES INCCommon equity shares25454310146,3251,391,595SH DFND2,5,8,10,201,195,3590196,236
DIPLOMAT PHARMACY INCCommon equity shares25456K10134,0891,756,368SH DFND2,5,8,201,396,8310359,537
DISCOVER FINANCIAL SVCSCommon equity shares2547091081,171,43215,322,734SH DFND1,2,5,6,8,10,11,12,13,18,2013,799,76001,522,974
DISCOVERY INCCommon equity shares25470F104194,8476,089,032SH DFND1,2,5,6,8,10,11,12,13,18,19,205,097,8640991,168
DISCOVERY INCCommon equity shares25470F302421,16914,238,404SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,825,94201,412,462
DISH NETWORK CORPCommon equity shares25470M109291,2248,144,024SH DFND1,2,5,6,8,10,11,12,13,18,19,207,202,0830941,941
DISH NETWORK CORPConv Bond25470MAB5100,042104,642,000SH DFND2,5104,642,00000
DISH NETWORK CORPConv Bond25470MAD131,12835,200,000SH DFND2,535,200,00000
DISNEY (WALT) COCommon equity shares2546871066,924,14559,211,072SH DFND1,2,5,6,8,10,11,12,13,18,19,2047,148,998012,062,074
DMC GLOBAL INCCommon equity shares23291C10310,290252,188SH DFND2,5,20208,449043,739
DOCUSIGN INCCommon Stock25616310617,275328,517SH DFND2,20290,397038,120
DOLBY LABORATORIES INCCommon equity shares25659T10762,242889,503SH DFND2,5,8,13,20804,362085,141
DOLLAR GENERAL CORPCommon equity shares2566771051,240,45111,348,999SH DFND1,2,5,6,8,10,11,12,13,18,2010,162,24401,186,755
DOLLAR TREE INCCommon equity shares256746108827,46910,146,747SH DFND1,2,5,6,8,10,11,12,13,18,209,203,2450943,502
DOMINION ENERGY INCCommon equity shares25746U1092,124,82530,233,485SH DFND1,2,5,6,8,10,11,12,13,18,19,2027,684,95202,548,533
DOMINION RESOURCES INCConv Bond25746U83641,876883,077SH DFND2883,07700
DOMINO`S PIZZA INCCommon equity shares25754A201398,7361,352,619SH DFND2,5,6,8,10,11,12,13,18,201,231,2200121,399
DOMO INCCommon Stock2575541051,73280,738SH DFND2,2065,938014,800
DOMTAR CORPCommon equity shares25755920391,4141,752,212SH DFND2,5,6,8,11,12,13,201,648,6660103,546
DONALDSON CO INCCommon equity shares257651109336,6675,778,772SH DFND2,5,6,8,11,13,205,576,3920202,380
DONEGAL GROUP INCCommon equity shares2577012013,009211,831SH DFND2,5,8,20187,568024,263
DONNELLEY (R R) SONS COCommon equity shares25786720010,7671,993,450SH DFND2,5,8,201,751,2700242,180
DONNELLEY FINANCIAL SOLTNSCommon equity shares25787G10016,963946,736SH DFND2,5,8,20831,7990114,937
DORIAN LPG LTDCommon equity sharesY2106R1103,737468,895SH DFND2,5,20393,399075,496
DORMAN PRODUCTS INCCommon equity shares25827810059,394772,117SH DFND2,5,8,20674,046098,071
DOUGLAS DYNAMICS INCCommon equity shares25960R10519,264438,823SH DFND2,5,8,20370,299068,524
DOUGLAS EMMETT INCReal Estate Investment Trust25960P109261,2696,926,399SH DFND2,5,6,8,10,11,12,13,18,19,206,470,1350456,264
DOVA PHARMACEUTICAL INCCommon equity shares25985T1024,327206,481SH DFND2,5,20166,572039,909
DOVER CORPCommon equity shares260003108776,7748,774,179SH DFND1,2,5,6,8,10,11,12,13,18,208,118,2740655,905
DOVER DOWNS GAMING ENTMTCommon equity shares2600951043010,513SH DFND2010,51300
DOWDUPONT INC.Common equity shares26078J1006,407,03799,627,380SH DFND1,2,5,6,8,10,11,12,13,18,19,2084,312,199015,315,181
DR REDDY`S LABORATORIES LTDAmerican Depository Receipt25613520325,310731,534SH DFND2,5,6,8,13,18,20648,726082,808
DRIL-QUIP INCCommon equity shares26203710478,0981,494,725SH DFND2,5,6,8,11,201,367,7290126,996
DRIVE SHACK INCReal Estate Investment Trust2620771005,9981,006,431SH DFND2,5,20837,0070169,424
DROPBOX INCCommon Stock26210C1041,97873,713SH DFND2,2073,71300
DSP GROUP INCCommon equity shares23332B1062,256189,500SH DFND2,20184,50005,000
DSW INCCommon equity shares23334L10278,6112,320,268SH DFND2,5,8,10,12,202,050,9520269,316
DTE ENERGY COCommon equity shares233331107975,2098,936,096SH DFND1,2,5,6,8,10,11,12,13,18,208,176,5650759,531
DTE ENERGY COConv Bond23333188322,698436,659SH DFND2436,65900
DUCOMMUN INCCommon equity shares2641471099,258226,771SH DFND2,5,20199,573027,198
DUKE ENERGY CORPCommon equity shares26441C2042,675,46833,435,012SH DFND1,2,5,6,8,10,11,12,13,18,19,2030,491,64202,943,370
DUKE REALTY CORPReal Estate Investment Trust264411505574,28120,242,485SH DFND2,5,6,8,10,11,12,13,18,19,2018,114,70302,127,782
DULUTH HOLDINGS INCCommon equity shares26443V1015,771183,494SH DFND2,8,20150,396033,098
DUN BRADSTREET CORPCommon equity shares26483E100143,5461,007,230SH DFND2,5,6,8,11,12,13,20950,623056,607
DUNKIN` BRANDS GROUP INCCommon equity shares265504100156,2712,119,732SH DFND2,5,6,8,11,13,201,988,0400131,692
DURECT CORPCommon equity shares2666051042,7672,514,690SH DFND2,5,202,112,6150402,075
DXC TECHNOLOGY COMPANYCommon equity shares23355L1061,028,18110,994,250SH DFND1,2,5,6,8,10,11,12,13,18,209,857,00401,137,246
DXP ENTERPRISES INCCommon equity shares23337740716,644415,435SH DFND2,5,8,20361,013054,422
DYCOM INDUSTRIES INCCommon equity shares26747510197,8791,156,987SH DFND2,5,6,8,11,13,20918,9180238,069
DYCOM INDUSTRIES INCConv Bond267475AB719,17717,310,000SH DFND2,517,310,00000
DYNAVAX TECHNOLOGIES CORPCommon equity shares26815820152,0544,198,059SH DFND2,5,8,203,980,8290217,230
DYNEX CAPITAL INCReal Estate Investment Trust26817Q50610,9921,722,640SH DFND2,5,8,10,201,487,0730235,567
E TRADE FINANCIAL CORPCommon equity shares269246401595,57811,368,217SH DFND1,2,5,6,8,10,11,12,13,18,2010,278,37901,089,838
E.L.F. BEAUTY INCCommon equity shares26856L1039,023708,696SH DFND2,5,20334,7400373,956
EAGLE BANCORP INC/MDCommon equity shares26894810646,125911,622SH DFND2,5,8,20803,7750107,847
EAGLE BULK SHIPPING INCCommon equity sharesY2187A1433,441612,394SH DFND2,20491,8740120,520
EAGLE MATERIALS INCCommon equity shares26969P108105,1341,233,348SH DFND2,5,6,11,13,201,161,877071,471
EAGLE PHARMACEUTICALS INCCommon equity shares26979610865,926950,861SH DFND2,5,8,20911,282039,579
EARTHSTONE ENERGY INCCommon equity shares27032D3043,007320,676SH DFND2,20256,544064,132
EAST WEST BANCORP INCCommon equity shares27579R104415,1116,876,177SH DFND2,5,6,8,10,11,12,13,18,206,495,7190380,458
EASTERLY GOVERNMENT PPTYSCommon equity shares27616P10350,1262,587,672SH DFND2,5,6,8,10,18,202,325,9900261,682
EASTERN COCommon equity shares2763171042,39384,283SH DFND2,2072,404011,879
EASTGROUP PROPERTIESReal Estate Investment Trust277276101148,2071,549,662SH DFND2,5,8,10,18,201,344,7370204,925
EASTMAN CHEMICAL COCommon equity shares277432100645,1026,739,525SH DFND1,2,5,6,8,10,11,12,13,18,206,022,5110717,014
EASTMAN KODAK COCommon equity shares2774614061,053339,710SH DFND2,5,20298,007041,703
EATON CORP PLCCommon equity sharesG291831031,605,73718,514,168SH DFND1,2,5,6,8,10,11,12,13,18,19,2016,418,62802,095,540
EATON VANCE CORPCommon equity shares278265103373,5917,107,801SH DFND2,5,6,8,10,11,12,13,18,19,206,594,1410513,660
EBAY INCCommon equity shares2786421031,336,60040,478,534SH DFND1,2,5,6,8,10,11,12,13,18,19,2035,988,80404,489,730
EBIX INCCommon equity shares27871520654,034682,674SH DFND2,5,8,20597,377085,297
ECHO GLOBAL LOGISTICS INCCommon equity shares27875T10126,951870,781SH DFND2,5,8,20773,969096,812
ECHOSTAR CORPCommon equity shares27876810633,771728,361SH DFND2,5,8,13,20657,848070,513
ECLIPSE RESOURCES CORPCommon equity shares27890G1001,5961,338,509SH DFND2,5,201,091,1940247,315
ECOLAB INCCommon equity shares2788651001,800,94611,531,895SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,333,70201,198,193
ECOPETROL SAAmerican Depository Receipt27915810933,5831,247,033SH DFND2,5,6,10,13,201,201,377045,656
EDGE THERAPEUTICS INCCommon equity shares2798701091013,523SH DFND2013,52300
EDGEWELL PERSONAL CARE COCommon equity shares28035Q10284,7711,833,784SH DFND2,5,6,8,11,12,13,201,659,4180174,366
EDISON INTERNATIONALCommon equity shares2810201071,635,83324,169,030SH DFND1,2,5,6,8,10,11,12,13,18,19,2022,760,60101,408,429
EDITAS MEDICINE INCCommon equity shares28106W10393,0322,923,738SH DFND2,5,8,10,202,769,1290154,609
EDWARDS LIFESCIENCES CORPCommon equity shares28176E1081,484,5008,526,674SH DFND2,5,6,8,10,11,12,13,18,207,581,6270945,047
EGAIN CORPCommon equity shares28225C8062,326287,184SH DFND2,5,20237,078050,106
EHEALTH INCCommon equity shares28238P10913,407474,446SH DFND2,5,20413,303061,143
EHI CAR SERVICES LTD -ADRAmerican Depository Receipt26853A10094483,100SH DFND2,5,2083,10000
EIDOS THERAPEUTICS INCCommon Stock28249H10426626,600SH DFND2,2013,400013,200
EKSO BIONICS HOLDINGS INCCommon equity shares2826442026226,600SH DFND2026,60000
EL PASO ELECTRIC COCommon equity shares28367785468,2591,193,330SH DFND2,5,8,201,041,5480151,782
EL POLLO LOCO HOLDINGS INCCommon equity shares2686031077,742616,783SH DFND2,5,20437,4910179,292
ELANCO ANIMAL HLTH INC -REDHCommon Stock28414H1034,438127,194SH DFND2,20125,47901,715
ELBIT SYSTEMS LTDCommon equity sharesM3760D1012381,897SH DFND2,61,89700
ELDORADO RESORTS INCCommon equity shares28470R102100,6632,071,226SH DFND2,5,6,8,201,853,5930217,633
ELECTRO SCIENTIFIC INDS INCCommon equity shares28522910016,280933,020SH DFND2,5,20820,9300112,090
ELECTROCORE LLCCommon Stock28531P10330421,700SH DFND2,2010,700011,000
ELECTRONIC ARTS INCCommon equity shares2855121091,367,09211,346,167SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,090,11201,256,055
ELECTRONICS FOR IMAGING INCCommon equity shares28608210242,5481,248,553SH DFND2,5,8,201,088,8800159,673
ELETROBRAS-CENTR ELETR BRASAmerican Depository Receipt15234Q1081,847410,358SH DFND2,10,20401,85808,500
ELETROBRAS-CENTR ELETR BRASAmerican Depository Receipt15234Q207781200,725SH DFND2200,72500
ELEVATE CREDIT INCCommon equity shares28621V1012,377294,787SH DFND2,20251,182043,605
ELLIE MAE INCCommon equity shares28849P10066,335699,987SH DFND2,5,8,13,20586,8200113,167
ELLINGTON RESIDENTIAL MTGReal Estate Investment Trust28857810734530,635SH DFND2,2030,63500
ELLIS PERRY INTL INCCommon equity shares2888531049,034330,515SH DFND2,5,20285,963044,552
ELOXX PHARMACEUTICALS INCCommon Stock29014R1035,863343,859SH DFND2,5,20273,983069,876
EMBOTELLADORA ANDINA SAAmerican Depository Receipt29081P30345519,853SH DFND5,2019,85300
EMBRAER SAAmerican Depository Receipt29082A10711,312577,455SH DFND1,2,5,10,20531,274046,181
EMC INSURANCE GROUP INCCommon equity shares2686641094,293173,783SH DFND2,5,20151,678022,105
EMCOR GROUP INCCommon equity shares29084Q100148,5531,977,749SH DFND2,5,6,8,10,11,12,13,201,749,8490227,900
EMCORE CORPCommon equity shares29084620316334,053SH DFND2,2034,05300
EMERALD EXPSTNS EVENTSCommon equity shares29103B1006,656403,840SH DFND2,5,20339,845063,995
EMERGENT BIOSOLUTIONS INCCommon equity shares29089Q105124,6391,893,306SH DFND2,5,8,10,201,703,8620189,444
EMERSON ELECTRIC COCommon equity shares2910111042,203,07828,768,309SH DFND1,2,5,6,8,10,11,12,13,18,19,2025,750,68903,017,620
EMPIRE RESORTS INCCommon equity shares29205230545949,316SH DFND2,2040,60408,712
EMPIRE STATE REALTY TR INCReal Estate Investment Trust29210410635,4892,136,781SH DFND2,5,8,10,201,824,2540312,527
EMPLOYERS HOLDINGS INCCommon equity shares29221810442,593940,201SH DFND2,5,8,20810,2230129,978
ENANTA PHARMACEUTICALS INCCommon equity shares29251M106102,4791,199,167SH DFND2,5,8,10,201,136,183062,984
ENBRIDGE ENERGY MGMT LLCCommon equity shares29250X1032,547233,116SH DFND2,5,8,19,20194,654038,462
ENBRIDGE INCCommon equity shares29250N105295,7159,158,150SH DFND1,2,6,10,11,12,13,209,033,9700124,180
ENCOMPASS HEALTH CORPCommon equity shares29261A100203,8012,614,455SH DFND2,5,6,8,11,13,202,447,7710166,684
ENCORE CAPITAL GROUP INCCommon equity shares29255410225,389708,220SH DFND2,5,8,20614,432093,788
ENCORE WIRE CORPCommon equity shares29256210528,510569,055SH DFND2,5,8,20497,320071,735
ENDO INTERNATIONAL PLCCommon equity sharesG30401106120,7277,173,478SH DFND2,5,8,10,12,13,206,213,1640960,314
ENDOCYTE INCCommon equity shares29269A10228,7021,616,058SH DFND2,5,201,376,1560239,902
ENDOLOGIX INCCommon equity shares29266S1063,7211,948,114SH DFND2,5,8,201,284,2240663,890
ENDURANCE INTL GRP HLDGS INCCommon equity shares29272B10512,8751,462,620SH DFND2,5,8,201,228,2100234,410
ENEL AMERICAS SAAmerican Depository Receipt29274F10425,1423,252,508SH DFND2,5,6,8,10,13,203,080,7160171,792
ENEL CHILE SAAmerican Depository Receipt29278D1059,7991,956,229SH DFND2,5,6,8,10,13,201,834,4480121,781
ENERGEN CORPCommon equity shares29265N108249,3652,893,835SH DFND2,5,6,11,12,13,202,784,3910109,444
ENERGIZER HOLDINGS INCCommon equity shares29272W10996,0681,637,942SH DFND2,5,6,8,11,13,201,546,227091,715
ENERGOUS CORPCommon equity shares29272C1033,991394,732SH DFND2,5,20326,991067,741
ENERGY FOCUS INCCommon equity shares29268T3002110,200SH DFND2010,20000
ENERGY RECOVERY INCCommon equity shares29270J1006,003670,694SH DFND2,5,20558,5840112,110
ENERGY SELECT SECTOR SPDR FUNDExchange Traded Product81369Y50695,1511,256,282SH DFND2,201,043,1070213,175
ENERGY XXI GULF COAST INCCommon equity shares29276K1014,964594,168SH DFND2,5,20513,809080,359
ENERSYSCommon equity shares29275Y102121,8101,398,042SH DFND2,5,6,8,11,13,201,237,5170160,525
ENGILITY HOLDINGS INCCommon equity shares29286C10730,061835,261SH DFND1,2,5,8,20761,428073,833
ENI SPAAmerican Depository Receipt26874R1082897,700SH DFND207,70000
ENLINK MIDSTREAM LLCCommon equity shares29336T1002,390145,196SH DFND5,8,19,20128,789016,407
ENNIS INCCommon equity shares29338910214,462707,312SH DFND2,5,8,20584,7820122,530
ENOVA INTERNATIONAL INCCommon equity shares29357K10328,579992,292SH DFND2,5,20804,4280187,864
ENPHASE ENERGY INCCommon equity shares29355A1076,7011,381,554SH DFND2,5,201,111,4260270,128
ENPRO INDUSTRIES INCCommon equity shares29355X10744,837614,743SH DFND2,5,8,20543,359071,384
ENSCO JERSEY FINANCE LTDConv Bond29359WAB129,48929,475,000SH DFND2,529,475,00000
ENSCO PLCCommon equity sharesG3157S106126,08614,939,587SH DFND1,2,5,6,8,11,12,13,2014,807,0760132,511
ENSIGN GROUP INCCommon equity shares29358P10156,9571,502,076SH DFND2,5,8,10,201,276,2320225,844
ENSTAR GROUP LTDCommon equity sharesG3075P10155,862267,917SH DFND2,5,8,20230,667037,250
ENTEGRA FINANCIAL CORPCommon equity shares29363J1083,169119,407SH DFND2,13,20103,959015,448
ENTEGRIS INCCommon equity shares29362U10486,5602,989,994SH DFND2,5,8,10,13,202,421,4420568,552
ENTERCOM COMMUNICATIONS CORPCommon equity shares29363910024,2933,075,268SH DFND1,2,5,8,13,202,651,6200423,648
ENTERGY CORPCommon equity shares29364G103717,3638,842,231SH DFND1,2,5,6,8,10,11,12,13,18,208,081,5410760,690
ENTERPRISE BANCORP INC/MACommon equity shares2936681095,767167,677SH DFND2,5,20145,071022,606
ENTERPRISE FINL SERVICES CPCommon equity shares29371210538,312722,214SH DFND2,5,20583,0180139,196
ENTRAVISION COMMUNICATIONSCommon equity shares29382R1078,2801,689,868SH DFND2,5,201,463,2810226,587
ENVESTNET INCCommon equity shares29404K10656,974934,757SH DFND2,5,8,20756,5620178,195
ENVIROSTAR INCCommon equity shares29414M1001,95850,224SH DFND2,2041,70308,521
ENVISION HEALTHCARE CORPCommon equity shares29414D100186,5894,080,032SH DFND1,2,5,6,8,10,11,12,13,203,658,1560421,876
ENVIVA PARTNERS LPLimited Partnership29414J1072026,364SH DFND20006,364
ENZO BIOCHEM INCCommon equity shares2941001023,135760,740SH DFND2,5,20645,3290115,411
EOG RESOURCES INCCommon equity shares26875P1013,475,94327,247,368SH DFND1,2,5,6,8,10,11,12,13,18,19,2024,980,46102,266,907
EP ENERGY CORPCommon equity shares2687851021,667711,613SH DFND2,5,20603,6140107,999
EPAM SYSTEMS INCCommon equity shares29414B10487,843637,932SH DFND2,5,8,13,20558,345079,587
EPIZYME INCCommon equity shares29428V10423,4722,214,537SH DFND2,5,202,047,7390166,798
EPLUS INCCommon equity shares29426810737,906408,863SH DFND2,5,8,10,20339,832069,031
EPR PROPERTIESReal Estate Investment Trust26884U109172,2712,518,248SH DFND2,5,6,8,10,11,13,19,202,305,2310213,017
EQT CORPCommon equity shares26884L109641,32314,499,834SH DFND1,2,5,6,8,10,11,12,13,18,19,2013,535,4900964,344
EQUIFAX INCCommon equity shares294429105609,0724,664,765SH DFND1,2,5,6,8,10,11,12,13,18,204,175,9690488,796
EQUINIX INCCommon equity shares29444U7001,302,2783,008,339SH DFND1,2,5,6,8,10,11,12,13,18,202,647,1640361,175
EQUINOR ASAAmerican Depository Receipt29446M10274726,525SH DFND1,2026,52500
EQUITY BANCSHARES INCCommon equity shares29460X10915,084384,110SH DFND2,5,20300,759083,351
EQUITY COMMONWEALTHReal Estate Investment Trust294628102102,9653,208,607SH DFND2,5,8,10,13,18,202,927,7200280,887
EQUITY LIFESTYLE PROPERTIESReal Estate Investment Trust29472R108264,3172,740,389SH DFND2,5,6,8,10,13,18,19,202,477,1530263,236
EQUITY RESIDENTIALReal Estate Investment Trust29476L1071,405,21721,207,713SH DFND1,2,5,6,8,10,11,12,13,18,19,2018,779,83402,427,879
ERA GROUP INCCommon equity shares26885G1096,437521,282SH DFND2,5,20462,683058,599
ERIE INDEMNITY CO -CL ACommon equity shares29530P10244,304347,367SH DFND2,5,8,13,20309,455037,912
EROS INTERNATIONAL PLCCommon equity sharesG3788M1146,378529,546SH DFND2,5,20436,661092,885
ESCALADE INCCommon equity shares2960561041,838143,248SH DFND2,10,20123,284019,964
ESCO TECHNOLOGIES INCCommon equity shares29631510449,050720,818SH DFND2,5,8,20630,479090,339
ESPERION THERAPEUTICS INCCommon equity shares29664W10581,8991,845,808SH DFND2,5,8,201,768,606077,202
ESQUIRE FINCL HOLD INCCommon Stock29667J1011,96878,936SH DFND2,2065,721013,215
ESSA BANCORP INCCommon equity shares29667D1042,278139,933SH DFND2,6,20114,510025,423
ESSENDANT INCCommon equity shares29668910213,2731,035,533SH DFND2,5,8,20895,0280140,505
ESSENT GROUP LTDCommon equity sharesG3198U102125,8722,844,574SH DFND2,5,8,13,202,474,9510369,623
ESSENTIAL PPT RLTY TSTCommon Stock29670E1077,011494,088SH DFND2,20391,5250102,563
ESSEX PROPERTY TRUSTReal Estate Investment Trust2971781051,152,9374,673,264SH DFND1,2,5,6,8,10,11,12,13,18,19,204,306,3240366,940
ESTERLINE TECHNOLOGIES CORPCommon equity shares297425100115,8121,273,358SH DFND2,5,6,8,11,13,201,171,1400102,218
ETHAN ALLEN INTERIORS INCCommon equity shares29760210414,692708,153SH DFND2,5,8,20622,453085,700
ETSY INCCommon equity shares29786A106131,0542,550,667SH DFND2,5,8,13,202,152,2680398,399
EURONAVCommon equity sharesB3856410845051,696SH DFND8,2033,747017,949
EURONET WORLDWIDE INCCommon equity shares29873610965,498653,647SH DFND2,5,8,13,20579,144074,503
EURONET WORLDWIDE INCConv Bond298736AH218,18613,000,000SH DFND2,513,000,00000
EVANS BANCORP INCCommon equity shares29911Q2084,16188,602SH DFND2,13,2066,789021,813
EVELO BIOSCIENCES INCCommon Stock2997341031,17196,085SH DFND2,2085,417010,668
EVERBRIDGE INCCommon equity shares29978A10430,623531,286SH DFND2,5,20449,723081,563
EVERCORE INCCommon equity shares29977A105113,5081,128,975SH DFND2,5,6,8,11,13,201,052,916076,059
EVEREST RE GROUP LTDCommon equity sharesG3223R108450,6861,972,600SH DFND2,5,6,8,10,11,12,13,18,201,761,8660210,734
EVERGY INCCommon Stock30034W106668,29212,168,607SH DFND2,5,6,8,10,11,12,13,18,2011,132,97401,035,633
EVERI HOLDINGS INCCommon equity shares30034T10312,2441,335,767SH DFND2,5,201,141,0020194,765
EVERSOURCE ENERGYCommon equity shares30040W108940,79215,312,264SH DFND1,2,5,6,8,10,11,12,13,18,19,2013,912,53201,399,732
EVERSPIN TECHNOLOGIES INCCommon equity shares30041T1048010,498SH DFND2,2010,49800
EVERTEC INCCommon equity shares30040P10345,7921,899,864SH DFND2,5,8,10,201,567,4520332,412
EVINE LIVE INCCommon equity shares3004871054034,585SH DFND2034,58500
EVO PAYMENTS INCCommon Stock26927E1045,235219,074SH DFND2,20171,827047,247
EVOLENT HEALTH INCCommon equity shares30050B10136,4621,283,972SH DFND2,5,201,071,8810212,091
EVOLUS INCCommon Stock30052C1071,47078,943SH DFND2,2066,085012,858
EVOLUTION PETROLEUM CORPCommon equity shares30049A1076,171558,492SH DFND2,5,10,20427,3130131,179
EVOQUA WATER TECHCommon equity shares30057T10525,4611,431,805SH DFND2,5,201,196,4690235,336
EW SCRIPPS -CL ACommon Stock81105440224,0581,458,207SH DFND2,5,8,201,296,2170161,990
EXACT SCIENCES CORPCommon equity shares30063P105185,3672,348,752SH DFND2,5,8,13,202,160,8510187,901
EXACT SCIENCES CORPConv Bond30063PAA337,73230,525,000SH DFND2,530,525,00000
EXANTAS CAPITAL CORPCommon equity shares30068N1058,660788,862SH DFND2,5,8,20675,3700113,492
EXELA TECHNOLOGIES INCCommon equity shares30162V1024,844679,047SH DFND2,5,20529,9970149,050
EXELIXIS INCCommon equity shares30161Q104199,92711,282,667SH DFND2,5,6,8,11,13,2010,814,0860468,581
EXELON CORPCommon equity shares30161N1012,506,63557,412,777SH DFND1,2,5,6,8,10,11,12,13,18,19,2043,940,256013,472,521
EXLSERVICE HOLDINGS INCCommon equity shares30208110463,672961,831SH DFND2,5,8,20841,8550119,976
EXONE COCommon equity shares30210410412613,225SH DFND2,2013,22500
EXP WORLD HOLDINGS INCCommon Stock30212W10032217,500SH DFND2017,50000
EXPEDIA GROUP INCCommon equity shares30212P303658,8755,049,713SH DFND1,2,5,6,8,10,11,12,13,18,204,534,6620515,051
EXPEDITORS INTL WASH INCCommon equity shares302130109682,1179,276,774SH DFND1,2,5,6,8,10,11,12,13,18,208,470,8130805,961
EXPONENT INCCommon equity shares30214U10281,1951,514,914SH DFND2,5,8,201,330,0270184,887
EXPRESS INCCommon equity shares30219E10333,4613,025,670SH DFND2,5,8,12,202,705,2480320,422
EXPRESS SCRIPTS HOLDING COCommon equity shares30219G1082,307,06224,282,277SH DFND1,2,5,6,8,10,11,12,13,18,19,2021,365,31002,916,967
EXTENDED STAY AMERICA INCComposition of more than 1 security30224P20061,3373,031,839SH DFND2,5,8,13,202,120,6790911,160
EXTERRAN CORPCommon equity shares30227H10626,7181,007,006SH DFND2,5,8,10,20866,8130140,193
EXTRA SPACE STORAGE INCReal Estate Investment Trust30225T102630,2607,274,461SH DFND1,2,5,6,8,10,11,12,13,18,19,206,560,7760713,685
EXTRACTION OIL GAS INCCommon equity shares30227M10562,4015,527,234SH DFND2,5,205,362,2100165,024
EXTREME NETWORKS INCCommon equity shares30226D10621,9384,003,249SH DFND2,5,8,203,452,0760551,173
EXXON MOBIL CORPCommon equity shares30231G10217,737,077208,622,266SH DFND1,2,5,6,8,10,11,12,13,18,19,20187,330,791021,291,475
EYEPOINT PHARMACEUTICALS INCAmerican Depository Receipt30233G10011331,700SH DFND2031,70000
EZCORP INC -CL ACommon equity shares30230110614,6061,364,920SH DFND2,5,8,201,181,6450183,275
F N B CORP/FLCommon equity shares302520101218,29517,161,008SH DFND2,5,6,8,11,13,2016,646,1740514,834
F5 NETWORKS INCCommon equity shares315616102551,9402,767,731SH DFND1,2,5,6,8,10,11,12,13,18,19,202,420,3560347,375
FABRINETCommon equity sharesG3323L10047,8611,034,610SH DFND2,5,8,10,20896,0380138,572
FACEBOOK INCCommon equity shares30303M10214,028,56485,300,828SH DFND1,2,5,6,8,10,11,12,13,18,19,2075,040,179010,260,649
FACTSET RESEARCH SYSTEMS INCCommon equity shares303075105219,815982,604SH DFND2,5,6,8,11,13,20923,362059,242
FAIR ISAAC CORPCommon equity shares303250104175,987770,024SH DFND2,5,6,8,11,13,20718,730051,294
FANG HOLDINGS LTDCommon equity shares30711Y1029,4243,638,349SH DFND2,5,6,8,10,12,13,18,202,776,5470861,802
FANHUA INC -ADSAmerican Depository Receipt30712A1035,295195,890SH DFND2,5,20195,89000
FARMER BROS COCommon equity shares3076751084,614174,661SH DFND2,5,20150,407024,254
FARMERS MERCHANTS BCP/OHCommon equity shares30779N1055,936139,396SH DFND2,5,20114,512024,884
FARMERS NATL BANC CORP/OHCommon equity shares3096271077,548493,426SH DFND2,5,20419,314074,112
FARMLAND PARTNERS INCCommon equity shares31154R1094,341647,619SH DFND2,5,20555,897091,722
FARO TECHNOLOGIES INCCommon equity shares31164210231,245485,513SH DFND2,5,8,20426,881058,632
FASTENAL COCommon equity shares311900104678,14511,688,230SH DFND1,2,5,6,8,10,11,12,13,18,2010,447,69901,240,531
FATE THERAPEUTICS INCCommon equity shares31189P10231,8431,954,840SH DFND2,5,201,801,4090153,431
FB FINANCIAL CORPCommon equity shares30257X10417,212439,276SH DFND2,5,20390,838048,438
FBL FINANCIAL GROUP INC-CL ACommon equity shares30239F10617,189228,374SH DFND2,5,8,20200,433027,941
FCB FINANCIAL HOLDINGS INCCommon equity shares30255G103125,3762,645,095SH DFND2,5,8,202,499,1190145,976
FEDERAL AGRICULTURE MTG CPCommon equity shares31314830612,739176,471SH DFND2,5,20146,661029,810
FEDERAL REALTY INVESTMENT TRReal Estate Investment Trust313747206758,6065,998,264SH DFND1,2,5,6,8,10,11,12,13,18,19,205,591,7210406,543
FEDERAL SIGNAL CORPCommon equity shares31385510859,8052,233,243SH DFND2,5,8,201,488,7820744,461
FEDERATED INVESTORS INCCommon equity shares31421110378,0533,236,064SH DFND2,5,6,8,11,202,900,7340335,330
FEDEX CORPCommon equity shares31428X1062,413,77410,024,190SH DFND1,2,5,6,8,10,11,12,13,18,19,208,931,55401,092,636
FEDNAT HOLDING COMPANYCommon equity shares31431B1096,229244,517SH DFND2,5,20198,851045,666
FENNEC PHARMACEUTICALS INCCommon Stock31447P1001,278155,725SH DFND2,20127,122028,603
FERRARI NVCommon equity sharesN3167Y1035954,343SH DFND5,6,12,2088203,461
FERRO CORPCommon equity shares31540510039,3111,692,984SH DFND2,5,8,201,357,1700335,814
FERROGLOBE PLCCommon equity sharesG3385610847257,732SH DFND1,2,2057,73200
FGL HOLDINGSCommon StockG3402M10224,1282,696,157SH DFND2,5,202,253,4550442,702
FIAT CHRYSLER AUTOMOBILES NVCommon equity sharesN3173810221912,511SH DFND2,5,612,51100
FIBRIA CELULOSE SAAmerican Depository Receipt31573A10925,3421,367,554SH DFND2,5,6,10,201,332,970034,584
FIBROGEN INCCommon equity shares31572Q808158,7162,612,591SH DFND2,5,8,10,13,202,359,8090252,782
FIDELITY D D BANCORP INCCommon Stock31609R1002,56737,173SH DFND2,2028,53708,636
FIDELITY NATIONAL INFO SVCSCommon equity shares31620M1061,376,00612,615,896SH DFND1,2,5,6,8,10,11,12,13,18,19,2011,265,63801,350,258
FIDELITY NATL FINL FNF GROUPCommon equity shares31620R303266,9786,784,632SH DFND2,5,6,8,10,11,12,13,18,206,072,3870712,245
FIDELITY SOUTHERN CORPCommon equity shares31639410519,642792,708SH DFND2,5,20722,728069,980
FIESTA RESTAURANT GROUP INCCommon equity shares31660B10118,235681,681SH DFND2,5,8,20589,188092,493
FIFTH THIRD BANCORPCommon equity shares316773100982,06735,174,048SH DFND1,2,5,6,8,10,11,12,13,18,2032,295,55602,878,492
FINANCIAL INSTITUTIONS INCCommon equity shares3175854049,022287,355SH DFND2,5,20243,616043,739
FINISAR CORPCommon equity shares31787A50765,3553,430,653SH DFND2,5,8,13,203,028,6780401,975
FINISAR CORPConv Bond31787AAP617,44919,025,000SH DFND2,519,025,00000
FIREEYE INCCommon equity shares31816Q10142,5472,502,603SH DFND2,5,8,202,222,5950280,008
FIREEYE INCConv Bond31816QAD315,16316,425,000SH DFND2,516,425,00000
FIRST AMERICAN FINANCIAL CPCommon equity shares31847R102176,2693,416,658SH DFND2,5,6,8,11,13,203,266,1310150,527
FIRST BANCORP INC/MECommon equity shares31866P1025,355184,751SH DFND2,5,13,20156,658028,093
FIRST BANCORP P RCommon equity shares31867270686,5599,511,955SH DFND2,5,8,208,638,0390873,916
FIRST BANCORP/NCCommon equity shares31891010623,529580,901SH DFND2,5,8,20468,7470112,154
FIRST BANCSHARES INC/MSCommon equity shares3189161039,484242,829SH DFND2,5,20195,263047,566
FIRST BANKCommon equity shares31931U1023,700281,234SH DFND2,20187,464093,770
FIRST BUSEY CORPCommon equity shares31938320425,979836,516SH DFND2,5,20700,2740136,242
FIRST BUSINESS FINL SRV INCCommon equity shares3193901004,049174,618SH DFND2,10,13,20133,436041,182
FIRST CHOICE BANCORPCommon Stock31948P1042,38788,052SH DFND2,2070,910017,142
FIRST CITIZENS BANCSH -CL ACommon equity shares31946M10346,406102,608SH DFND2,5,8,13,2091,700010,908
FIRST CMNTY BANCSHARES INCCommon equity shares31983A10312,886380,418SH DFND2,5,8,10,20302,023078,395
FIRST COMMONWLTH FINL CP/PACommon equity shares31982910760,7893,766,237SH DFND2,5,8,203,323,4740442,763
FIRST COMMUNITY CORP/SCCommon equity shares3198351042,39398,876SH DFND2,2083,977014,899
FIRST CONNECTICUT BANCORPCommon equity shares3198501037,699260,565SH DFND2,5,20217,462043,103
FIRST DATA CORPCommon equity shares32008D106231,1579,446,570SH DFND2,5,6,8,10,11,12,13,18,19,208,085,61201,360,958
FIRST DEFIANCE FINANCIAL CPCommon equity shares32006W10612,206405,418SH DFND2,5,20334,999070,419
FIRST FINANCIAL CORP/INCommon equity shares32021810014,251283,927SH DFND2,5,8,10,20229,445054,482
FIRST FINANCIAL NORTHWESTCommon equity shares32022K1022,862172,627SH DFND2,10,20150,304022,323
FIRST FINL BANCORP INC/OHCommon equity shares32020910999,3883,346,390SH DFND2,5,8,202,995,6630350,727
FIRST FINL BANKSHARES INCCommon equity shares32020R109138,7222,347,084SH DFND2,5,8,13,202,079,6260267,458
FIRST FOUNDATION INCCommon equity shares32026V10418,0101,152,988SH DFND2,5,201,050,2900102,698
FIRST GUARANTY BANCSHARESCommon equity shares32043P1061,65164,294SH DFND2,2056,69507,599
FIRST HAWAIIAN INCCommon equity shares32051X108139,5115,136,547SH DFND2,5,8,13,204,986,9160149,631
FIRST HORIZON NATIONAL CORPCommon equity shares320517105277,29316,065,412SH DFND2,5,6,8,11,12,13,2015,618,7030446,709
FIRST INDL REALTY TRUST INCReal Estate Investment Trust32054K103203,4146,478,153SH DFND2,5,6,8,10,11,18,19,205,829,6710648,482
FIRST INTERNET BANCORPCommon equity shares3205571014,003131,582SH DFND2,20102,485029,097
FIRST INTERSTATE BANCSYSTEMCommon equity shares32055Y20150,1751,119,940SH DFND2,5,8,20931,5040188,436
FIRST LONG ISLAND CORPCommon equity shares32073410610,067462,687SH DFND2,5,20387,219075,468
FIRST MERCHANTS CORPCommon equity shares32081710971,8381,596,965SH DFND2,5,8,10,201,382,1520214,813
FIRST MID ILL BANCSHARES INCCommon equity shares3208661069,018223,585SH DFND2,5,20186,405037,180
FIRST MIDWEST BANCORP INCCommon equity shares320867104121,6334,574,266SH DFND2,5,8,204,217,2220357,044
FIRST NORTHWEST BANCRPCommon equity shares3358341072,863185,991SH DFND2,13,20153,962032,029
FIRST REPUBLIC BANKCommon equity shares33616C100576,5256,005,442SH DFND1,2,5,6,8,10,11,12,13,18,205,637,4470367,995
FIRST SAVINGS FINANCIAL GPCommon equity shares33621E1092,00629,384SH DFND2,2020,87408,510
FIRST SOLAR INCCommon equity shares336433107107,5262,220,614SH DFND1,2,5,6,8,11,12,13,202,103,8350116,779
FIRST UNITED CORPCommon equity shares33741H1071,80896,150SH DFND2,2081,928014,222
FIRSTCASH INCCommon equity shares33767D105106,4161,297,746SH DFND2,5,8,13,201,116,1850181,561
FIRSTENERGY CORPCommon equity shares3379321071,238,79733,328,018SH DFND2,5,6,8,10,11,12,13,18,19,2031,419,22001,908,798
FISERV INCCommon equity shares3377381081,361,01916,521,147SH DFND1,2,5,6,8,10,11,12,13,18,19,2014,530,56401,990,583
FITBIT INCCommon equity shares33812L10222,6084,226,375SH DFND2,5,8,203,553,9240672,451
FIVE BELOW INCCommon equity shares33829M101239,8661,844,280SH DFND2,5,6,8,11,13,201,661,0780183,202
FIVE POINT HOLDINGS LLCCommon equity shares33833Q10651654,932SH DFND5,2054,93200
FIVE PRIME THERAPEUTICS INCCommon equity shares33830X10421,1831,521,721SH DFND2,5,8,201,408,5250113,196
FIVE STAR SENIOR LIVING INCCommon equity shares33832D1061821,088SH DFND2021,08800
FIVE9 INCCommon equity shares33830710148,9021,119,311SH DFND2,5,8,20940,5300178,781
FLAGSTAR BANCORP INCCommon equity shares33793070517,732563,416SH DFND2,5,8,20472,391091,025
FLEETCOR TECHNOLOGIES INCCommon equity shares339041105759,2013,332,213SH DFND2,5,6,8,10,11,12,13,18,202,960,8500371,363
FLEX LTDCommon equity sharesY2573F10299,5547,588,267SH DFND2,5,6,8,10,11,12,13,18,19,205,436,83402,151,433
FLEXION THERAPEUTICS INCCommon equity shares33938J10636,5251,952,263SH DFND2,5,201,853,081099,182
FLEXSTEEL INDUSTRIES INCCommon equity shares3393821035,227175,694SH DFND2,5,20155,861019,833
FLIR SYSTEMS INCCommon equity shares302445101324,8385,284,474SH DFND2,5,6,8,10,11,12,13,18,19,204,634,3490650,125
FLOOR DECOR HLDGSCommon equity shares33975010116,524547,903SH DFND2,5,8,20480,750067,153
FLOTEK INDUSTRIES INCCommon equity shares3433891023,2711,363,303SH DFND2,5,201,188,5260174,777
FLOWERS FOODS INCCommon equity shares34349810189,1734,779,140SH DFND2,5,6,8,11,12,13,204,531,7210247,419
FLOWSERVE CORPCommon equity shares34354P105287,7005,260,525SH DFND2,5,6,8,10,11,12,13,18,19,204,601,3630659,162
FLUENT INCCommon equity shares34380C102720334,793SH DFND2,20286,800047,993
FLUIDIGM CORPCommon equity shares34385P1084,418590,143SH DFND2,5,20489,8860100,257
FLUOR CORPCommon equity shares343412102332,6685,725,826SH DFND2,5,6,8,10,11,12,13,18,205,107,1370618,689
FLUSHING FINANCIAL CORPCommon equity shares34387310515,666641,878SH DFND2,5,8,10,20504,8790136,999
FLY LEASING LTD -ADRAmerican Depository Receipt34407D10934924,770SH DFND224,77000
FMC CORPCommon equity shares302491303562,2166,448,940SH DFND1,2,5,6,8,10,11,12,13,18,205,888,5920560,348
FOAMIX PHARMACEUTICALS LTDCommon equity sharesM4613510526846,700SH DFND246,70000
FOCUS FINANCL PRTNR LLCCommon Stock34417P10012,652266,624SH DFND2,20210,615056,009
FOMENTO ECONOMICO MEXICANOAmerican Depository Receipt34441910614,248143,961SH DFND2,5,6,8,13,20136,79307,168
FONAR CORPCommon equity shares3444374053,813153,177SH DFND2,20140,678012,499
FOOT LOCKER INCCommon equity shares344849104233,2834,575,972SH DFND1,2,5,6,8,10,11,12,13,204,147,9950427,977
FORD MOTOR COCommon equity shares3453708601,609,106173,959,130SH DFND1,2,5,6,8,10,11,12,13,18,19,20152,960,078020,999,052
FORESCOUT TECH INCCommon equity shares34553D10122,638599,488SH DFND2,5,20490,1590109,329
FOREST CITY REALTY TRUST INCReal Estate Investment Trust345605109195,9487,809,882SH DFND2,5,8,10,13,18,19,206,664,97101,144,911
FORESTAR GROUP INCCommon equity shares3462321013,371158,994SH DFND2,5,20132,097026,897
FORMFACTOR INCCommon equity shares34637510828,5912,079,029SH DFND2,5,8,201,821,5510257,478
FORRESTER RESEARCH INCCommon equity shares34656310913,272289,128SH DFND2,5,8,20256,052033,076
FORTERRA INCCommon equity shares34960W1062,307309,770SH DFND2,5,20254,078055,692
FORTINET INCCommon equity shares34959E109425,4964,611,413SH DFND2,5,6,8,10,11,12,13,18,204,129,1690482,244
FORTIS INCCommon equity shares3495531071,22137,672SH DFND2029,43308,239
FORTIVE CORPCommon equity shares34959J1081,006,93411,958,677SH DFND1,2,5,6,8,10,11,12,13,18,2010,810,75101,147,926
FORTIVE CORPORATIONConv Bond34959J20745,81743,950SH DFND243,95000
FORTRESS BIOTECH INCCommon equity shares34960Q109844527,921SH DFND2,20436,073091,848
FORTRESS TRANS INFRASTR INVSCommon equity shares34960P10189749,352SH DFND249,35200
FORTUNE BRANDS HOME SECURCommon equity shares34964C106343,7866,565,713SH DFND1,2,5,6,8,10,11,12,13,18,205,875,0000690,713
FORTY SEVEN INCCommon Stock34983P1041,09373,226SH DFND2,2058,426014,800
FORUM ENERGY TECH INCCommon equity shares34984V10025,8232,494,636SH DFND2,5,8,201,926,4660568,170
FORWARD AIR CORPCommon equity shares34985310168,964961,762SH DFND2,5,8,10,20816,1720145,590
FOSSIL GROUP INCCommon equity shares34988V10631,0201,332,370SH DFND2,5,8,13,201,161,9160170,454
FOSTER (LB) COCommon equity shares3500601093,699180,026SH DFND2,20116,128063,898
FOUNDATION BLDG MRL INCCommon equity shares3503921063,663293,854SH DFND2,5,20246,536047,318
FOUR CORNERS PROPERTY TR INCReal Estate Investment Trust35086T10953,3932,078,560SH DFND2,5,6,8,10,201,774,7140303,846
FOX FACTORY HOLDING CPCommon equity shares35138V10272,1111,029,492SH DFND2,5,8,20896,0150133,477
FRANCESCAS HOLDINGS CORPCommon equity shares3517931043,340899,341SH DFND2,5,20779,0100120,331
FRANKLIN COVEY COCommon equity shares3534691094,352184,041SH DFND2,5,20154,240029,801
FRANKLIN ELECTRIC CO INCCommon equity shares35351410257,9141,225,625SH DFND2,5,8,201,035,7210189,904
FRANKLIN FINL NETWORK INCCommon equity shares35352P10423,198593,281SH DFND2,5,20555,634037,647
FRANKLIN RESOURCES INCCommon equity shares354613101628,41620,665,124SH DFND2,5,6,8,10,11,12,13,18,19,2019,158,13001,506,994
FRANKLIN STREET PROPERTIESReal Estate Investment Trust35471R10636,4964,566,733SH DFND2,5,8,10,18,204,003,4460563,287
FRANK`S INTL NVCommon equity sharesN3346210715,9111,833,359SH DFND2,5,8,201,592,3110241,048
FREDS INCCommon equity shares3561081006230,348SH DFND2,2030,34800
FREEPORT-MCMORAN INCCommon equity shares35671D857946,78568,015,879SH DFND1,2,5,6,8,10,11,12,13,18,2062,559,27705,456,602
FREIGHTCAR AMERICA INCCommon equity shares3570231003,486217,059SH DFND2,5,20183,026034,033
FRESENIUS MEDICAL CARE AGCOAmerican Depository Receipt3580291063386,562SH DFND206,56200
FRESH DEL MONTE PRODUCE INCCommon equity sharesG3673810523,263686,302SH DFND2,5,8,20553,1190133,183
FRESHPET INCCommon equity shares35803910518,678508,958SH DFND2,5,20430,324078,634
FRONT YARD RESIDENTIAL CORPCommon equity shares35904G10711,5891,067,872SH DFND2,5,8,20882,6560185,216
FRONTDOOR INCCommon Stock35905A1093699,000SH DFND209,00000
FRONTIER COMMUNICATIONS CORPCommon equity shares35906A30624,0333,703,173SH DFND1,2,5,8,13,203,347,2740355,899
FRONTLINE LTDCommon equity sharesG3682E1927,1421,229,222SH DFND2,5,20996,6100232,612
FRP HOLDINGS INCCommon equity shares30292L1078,127130,888SH DFND2,5,20112,413018,475
FS BANCORP INCCommon equity shares30263Y1043,20657,493SH DFND2,2049,91207,581
FTD COMPANIES INCCommon equity shares30281V1083614,285SH DFND2,2014,28500
FTI CONSULTING INCCommon equity shares30294110979,8971,091,587SH DFND2,5,8,10,20931,7540159,833
FTS INTERNATIONAL INCCommon Stock30283W1045,130435,247SH DFND2,20368,706066,541
FUELCELL ENERGY INCCommon equity shares35952H5021,2971,211,642SH DFND2,201,009,6970201,945
FULLER (H. B.) COCommon equity shares359694106167,6883,245,256SH DFND2,5,8,19,202,875,5610369,695
FULTON FINANCIAL CORPCommon equity shares360271100155,3319,326,473SH DFND2,5,6,8,11,208,397,4520929,021
FUNKO INCCommon equity shares3610081054,076172,007SH DFND2,20138,981033,026
FUSION CONNECT INCCommon equity shares36116X102837325,266SH DFND2,20253,425071,841
FUTUREFUEL CORPCommon equity shares36116M10612,747687,471SH DFND2,5,20590,296097,175
G-III APPAREL GROUP LTDCommon equity shares36237H10163,7761,323,444SH DFND2,5,8,201,016,3480307,096
G1 THERAPEUTICS INCCommon equity shares3621LQ10942,857819,602SH DFND2,5,20753,020066,582
GAIA INCCommon equity shares36269P1042,555165,825SH DFND2,20131,012034,813
GAIN CAPITAL HOLDINGS INCCommon equity shares36268W1005,512847,714SH DFND2,5,20754,871092,843
GALECTIN THERAPEUTICS INCCommon equity shares36322520226143,378SH DFND2,2043,37800
GAMCO INVESTORS INCCommon equity shares3614381043,347142,858SH DFND2,5,8,20116,383026,475
GAMESTOP CORPCommon equity shares36467W10954,4953,568,553SH DFND2,5,8,12,13,203,175,9850392,568
GAMING LEISURE PPTYSReal Estate Investment Trust36467J108148,9424,225,532SH DFND2,5,8,10,12,13,19,203,599,4770626,055
GANNETT CO INCCommon equity shares36473H10432,8963,285,920SH DFND2,5,8,12,13,202,860,2960425,624
GAP INCCommon equity shares364760108308,15910,681,295SH DFND1,2,5,6,8,10,11,12,13,18,19,209,454,39901,226,896
GARDNER DENVER HOLDINGS INCCommon equity shares36555P10735,8091,263,485SH DFND2,5,8,201,110,1650153,320
GARMIN LTDCommon equity sharesH2906T109406,7355,806,549SH DFND1,2,5,6,8,10,11,12,13,18,19,205,060,1490746,400
GARRETT MOTION INCCommon Stock36650510525113,593SH DFND2013,59300
GARTNER INCCommon equity shares366651107550,9143,475,764SH DFND1,2,5,6,8,10,11,12,13,18,203,093,9190381,845
GASLOG LTDCommon equity sharesG3758510914,744746,311SH DFND2,5,10,20620,9090125,402
GATES INDUSTRIAL CORP PLCCommon equity sharesG391081089,965510,998SH DFND2,5,20463,932047,066
GATX CORPCommon equity shares361448103111,3441,285,864SH DFND2,5,6,8,11,201,159,0290126,835
GCI LIBERTY INCCommon Stock36164V30561,8341,212,372SH DFND2,5,8,13,201,074,0180138,354
GCP APPLIED TECHNOLOGIES INCCommon equity shares36164Y10138,1021,435,277SH DFND2,5,8,13,201,194,7030240,574
GDS HOLDINGS LTD -ADRAmerican Depository Receipt36165L10835,7061,016,340SH DFND1,2,5,6,8,10,12,13,18,20804,1160212,224
GENCO SHIPPING TRADINGCommon equity sharesY2685T1311,948139,281SH DFND2,20120,937018,344
GENCOR INDUSTRIES INCCommon equity shares3686781081,776147,669SH DFND2,20127,030020,639
GENERAC HOLDINGS INCCommon equity shares36873610472,1251,278,494SH DFND2,5,8,201,031,0040247,490
GENERAL DYNAMICS CORPCommon equity shares3695501082,340,30811,431,771SH DFND1,2,5,6,8,10,11,12,13,18,2010,637,4250794,346
GENERAL ELECTRIC COCommon equity shares3696041033,809,171337,392,898SH DFND1,2,5,6,8,10,11,12,13,18,20302,694,944034,697,954
GENERAL FINANCE CORP/DECommon equity shares3698221012,455153,941SH DFND2,20129,804024,137
GENERAL MILLS INCCommon equity shares3703341041,454,03233,877,622SH DFND1,2,5,6,8,10,11,12,13,18,19,2031,296,20402,581,418
GENERAL MOLY INCCommon equity shares3703731021542,932SH DFND2042,93200
GENERAL MOTORS COCommon equity shares37045V1001,933,56657,426,971SH DFND1,2,5,6,8,10,11,12,13,18,19,2050,953,60606,473,365
GENESCO INCCommon equity shares37153210234,569733,936SH DFND2,5,8,20663,526070,410
GENESEE WYOMING INC -CL ACommon equity shares371559105151,4651,664,712SH DFND2,5,6,8,11,13,201,458,5510206,161
GENESIS HEALTHCARE INCCommon equity shares37185X1061,7181,270,008SH DFND2,5,201,083,9800186,028
GENIE ENERGY LTDCommon equity shares3722842086010,854SH DFND2010,85400
GENMARK DIAGNOSTICS INCCommon equity shares3723091049,6121,307,582SH DFND2,5,201,161,2120146,370
GENOCEA BIOSCIENCES INCCommon equity shares3724271042026,324SH DFND2020,60005,724
GENOMIC HEALTH INCCommon equity shares37244C10176,0971,083,730SH DFND2,5,8,201,012,817070,913
GENPACT LTDCommon equity sharesG3922B10751,0761,668,554SH DFND2,5,8,13,201,493,1340175,420
GENTEX CORPCommon equity shares371901109158,6657,393,323SH DFND2,5,6,8,11,12,13,206,963,4950429,828
GENTHERM INCCommon equity shares37253A10347,7231,049,963SH DFND2,5,8,20896,1650153,798
GENUINE PARTS COCommon equity shares372460105854,8038,599,546SH DFND1,2,5,6,8,10,11,12,13,18,207,994,0190605,527
GENWORTH FINANCIAL INCCommon equity shares37247D10678,61718,852,897SH DFND2,5,6,8,11,12,13,2017,145,60401,707,293
GEO GROUP INCCommon equity shares36162J106100,8024,006,392SH DFND2,5,6,8,11,13,203,644,8270361,565
GEOSPACE TECHNOLOGIES CORPCommon equity shares37364X1091,582115,664SH DFND2,20112,06403,600
GERDAU SAAmerican Depository Receipt37373710515,5423,691,535SH DFND2,5,10,12,203,617,887073,648
GERMAN AMERICAN BANCORP INCCommon equity shares37386510418,333519,694SH DFND2,5,8,20353,9890165,705
GERON CORPCommon equity shares37416310315,8719,018,858SH DFND2,5,8,208,524,2520494,606
GETTY REALTY CORPReal Estate Investment Trust37429710932,9051,152,239SH DFND2,5,8,10,20988,4950163,744
GIBRALTAR INDUSTRIES INCCommon equity shares37468910740,741893,364SH DFND2,5,8,20783,3920109,972
GILAT SATELLITE NETWORKS LTDCommon equity sharesM5147411820824,148SH DFND2,2024,14800
GILDAN ACTIVEWEAR INCCommon equity shares3759161032839,296SH DFND209,29600
GILEAD SCIENCES INCCommon equity shares3755581034,324,94356,015,307SH DFND1,2,5,6,8,10,11,12,13,18,19,2049,855,92406,159,383
GLACIER BANCORP INCCommon equity shares37637Q105163,7383,799,816SH DFND2,5,8,203,506,6560293,160
GLADSTONE COMMERCIAL CORPReal Estate Investment Trust37653610811,592605,309SH DFND2,5,20515,694089,615
GLADSTONE LAND CORPCommon equity shares3765491012,605211,052SH DFND2,20175,113035,939
GLATFELTERCommon equity shares37731610423,0461,205,838SH DFND2,5,8,201,043,8210162,017
GLAUKOS CORPCommon equity shares37732210254,764843,902SH DFND2,5,8,20739,7620104,140
GLAXOSMITHKLINE PLCAmerican Depository Receipt37733W105399,0349,933,608SH DFND1,209,709,1730224,435
GLOBAL BLOOD THERAPEUTICSCommon equity shares37890U10898,5412,593,164SH DFND2,5,8,10,202,426,8140166,350
GLOBAL BRASS COPPER HLDGSCommon equity shares37953G10315,941432,036SH DFND2,5,20363,785068,251
GLOBAL CORD BLOOD CORPCommon equity sharesG393421037310,328SH DFND2,510,32800
GLOBAL EAGLE ENTERTAINMENTCommon equity shares37951D10222379,466SH DFND2,2079,46600
GLOBAL INDEMNITY LTDCommon equity sharesG3933F1056,463171,446SH DFND2,5,8,20147,721023,725
GLOBAL MEDICAL REITReal Estate Investment Trust37954A2043,843408,150SH DFND2,20366,436041,714
GLOBAL NET LEASE INCReal Estate Investment Trust37937820152,0372,495,825SH DFND2,5,8,10,202,125,2040370,621
GLOBAL PAYMENTS INCCommon equity shares37940X102760,7655,971,428SH DFND2,5,6,8,10,11,12,13,18,205,317,2230654,205
GLOBAL WATER RESOURCES INCCommon equity shares3794631021,429134,952SH DFND2,5,20115,916019,036
GLOBALSTAR INCCommon equity shares3789734086001,181,597SH DFND5,8,20992,1970189,400
GLOBANT SACommon equity sharesL4438510985714,524SH DFND214,52400
GLOBUS MEDICAL INCCommon equity shares379577208150,3062,648,108SH DFND2,5,6,8,11,202,369,6470278,461
GLOWPOINT INCCommon equity shares379887201211,101SH DFND2011,10100
GLU MOBILE INCCommon equity shares37989010617,0072,282,574SH DFND2,5,201,893,7170388,857
GLYCOMIMETICS INCCommon equity shares38000Q10225,2941,756,353SH DFND2,5,201,647,0080109,345
GMS INCCommon equity shares36251C10314,716634,324SH DFND2,5,20509,7090124,615
GNC HOLDINGS INCCommon equity shares36191G1076,5641,585,448SH DFND2,5,8,201,355,2080230,240
GODADDY INCCommon equity shares380237107263,5293,160,221SH DFND2,5,6,8,10,11,12,13,18,19,202,517,9320642,289
GOGO INCCommon equity shares38046C1095,9941,154,981SH DFND2,5,8,20964,3490190,632
GOGO INCConv Bond38046CAB512,17712,875,000SH DFND212,875,00000
GOLAR LNG LTDCommon equity sharesG9456A10044,3951,596,884SH DFND2,5,8,10,201,311,5690285,315
GOLAR LNG LTDConv Bond38046YAB714,74314,060,000SH DFND2,514,060,00000
GOLD FIELDS LTDAmerican Depository Receipt38059T106693286,916SH DFND5,6,8,20286,91600
GOLD RESOURCE CORPCommon equity shares38068T1055,7981,127,937SH DFND2,5,6,20972,3730155,564
GOLDEN ENTERTAINMENT INCCommon equity shares3810131017,616317,321SH DFND2,5,20266,304051,017
GOLDEN MINERALS COCommon equity shares381119106628,779SH DFND2028,77900
GOLDEN OCEAN GROUPCommon equity sharesG3963720541041,533SH DFND2,5,2041,53300
GOLDEN STAR RESOURCES LTDCommon equity shares38119T104191263,420SH DFND2263,42000
GOLDFIELD CORPCommon equity shares3813701054911,419SH DFND2011,41900
GOLDMAN SACHS GROUP INCCommon equity shares38141G1044,864,57621,693,630SH DFND1,2,5,6,8,10,11,12,13,18,19,2014,474,84807,218,782
GOODRICH PETROLEUM CORPCommon equity shares3824108431,587113,104SH DFND2,2092,420020,684
GOODYEAR TIRE RUBBER COCommon equity shares382550101261,38311,174,748SH DFND1,2,5,6,8,10,11,12,13,18,19,209,522,30101,652,447
GOOSEHEAD INSURANCECommon Stock38267D1095,773170,436SH DFND2,20138,494031,942
GOPRO INCCommon equity shares38268T10316,5222,294,880SH DFND2,5,8,201,936,7030358,177
GORMAN-RUPP COCommon equity shares38308210414,305391,903SH DFND2,5,10,20326,655065,248
GOVERNMENT PPTYS INCOME TRReal Estate Investment Trust38376A10336,0673,194,766SH DFND2,5,8,10,202,735,1350459,631
GP STRATEGIES CORPCommon equity shares36225V1043,904231,781SH DFND2,5,20197,144034,637
GRACE (W R) COCommon equity shares38388F10864,686905,221SH DFND2,5,8,13,20805,622099,599
GRACO INCCommon equity shares384109104196,9754,250,529SH DFND2,5,6,8,11,13,203,980,8300269,699
GRAFTECH INTERNATIONAL LTDCommon Stock38431350811,699599,662SH DFND2,20539,701059,961
GRAHAM CORPCommon equity shares3845561065,148182,735SH DFND2,5,20157,641025,094
GRAHAM HOLDINGS COCommon equity shares38463710469,303119,625SH DFND2,5,6,8,11,12,13,20113,19606,429
GRAINGER (W W) INCCommon equity shares384802104843,0022,358,660SH DFND1,2,5,6,8,10,11,12,13,18,202,136,9340221,726
GRAMERCY PROPERTY TRUSTCommon equity shares385002308121,1404,414,716SH DFND2,5,8,10,13,19,203,701,1160713,600
GRAN TIERRA ENERGY INCCommon equity shares38500T1014,1211,078,562SH DFND2,5,20920,2090158,353
GRAND CANYON EDUCATION INCCommon equity shares38526M10670,297623,149SH DFND2,5,8,13,20535,981087,168
GRANITE CONSTRUCTION INCCommon equity shares38732810766,0731,445,738SH DFND2,5,6,8,11,201,301,9480143,790
GRANITE POINT MORTGE TRS INCReal Estate Investment Trust38741L10722,9661,191,232SH DFND2,5,6,201,028,2790162,953
GRAPHIC PACKAGING HOLDING COCommon equity shares38868910157,1784,081,106SH DFND2,5,8,13,203,643,8580437,248
GRAY TELEVISION INCCommon equity shares38937510627,0611,545,930SH DFND2,5,8,201,278,8810267,049
GREAT AJAX CORPCommon equity shares38983D3005,467401,825SH DFND2,5,20359,510042,315
GREAT LAKES DREDGE DOCK CPCommon equity shares3906071096,6501,072,614SH DFND2,5,8,20911,5590161,055
GREAT SOUTHERN BANCORPCommon equity shares39090510712,766230,611SH DFND2,5,20195,554035,057
GREAT WESTERN BANCORP INCCommon equity shares391416104104,1962,469,630SH DFND2,5,8,202,256,3770213,253
GREEN BANCORP INCCommon equity shares39260X10026,5271,200,305SH DFND2,5,201,121,408078,897
GREEN BRICK PARTNERS INCCommon equity shares3927091014,166412,293SH DFND2,5,20347,830064,463
GREEN DOT CORPCommon equity shares39304D102120,1811,353,087SH DFND2,5,8,10,13,201,174,9600178,127
GREEN PLAINS INCCommon equity shares39322210439,0322,269,389SH DFND2,5,8,202,127,0980142,291
GREENBRIER COMPANIES INCCommon equity shares39365710154,516907,221SH DFND2,5,8,20772,4920134,729
GREENE COUNTY BANCORP INCCommon equity shares3943571071,15535,975SH DFND2,2030,83005,145
GREENHILL CO INCCommon equity shares39525910418,517702,688SH DFND2,5,8,20578,9030123,785
GREENLIGHT CAPITAL RE LTDCommon equity sharesG4095J1097,538608,086SH DFND2,5,8,20510,232097,854
GREENSKY INCCommon Stock39572G10040922,700SH DFND2022,70000
GREENTREE HPTY GP -ADSDepository Receipt39579V10018214,300SH DFND214,30000
GREIF INC -CL ACommon equity shares39762410748,115896,735SH DFND2,5,6,8,11,20790,5090106,226
GREIF INC -CL ACommon equity shares3976242065,878101,949SH DFND2,5,2085,467016,482
GRIFFIN INDUSTRIAL REALTYCommon equity shares3982311002406,089SH DFND2,204,72401,365
GRIFFON CORPCommon equity shares39843310214,553901,001SH DFND2,5,8,20800,2120100,789
GRIFOLS SAAmerican Depository Receipt3984384082,858133,808SH DFND1,2,10,13,20127,80806,000
GROUP 1 AUTOMOTIVE INCCommon equity shares39890510950,441777,344SH DFND2,5,8,12,20629,5130147,831
GROUPON INCCommon equity shares39947310742,13811,177,381SH DFND2,5,8,209,704,21001,473,171
GRUBHUB INCCommon equity shares400110102166,0461,197,867SH DFND2,5,8,13,201,056,0780141,789
GRUPO AEROPORTUARIO DEL CENTAmerican Depository Receipt40050110211,218196,994SH DFND1,2,19,20196,99400
GRUPO AEROPORTUARIO DEL PACIAmerican Depository Receipt40050610119,174175,624SH DFND2,5,6,19,20174,62401,000
GRUPO AEROPORTUARIO SURESTEAmerican Depository Receipt40051E20219,11293,170SH DFND2,6,13,19,2092,4900680
GRUPO AVAL ACCIONES VALORESAmerican Depository Receipt40053W10113917,964SH DFND517,96400
GRUPO TELEVISA SABAmerican Depository Receipt40049J2064,878274,982SH DFND1,5,6,13,20272,88202,100
GSI TECHNOLOGY INCCommon equity shares36241U10613219,122SH DFND2,2019,12200
GTT COMMUNICATIONS INCCommon equity shares36239310036,187833,902SH DFND2,5,8,20698,3070135,595
GTX INCCommon equity shares40052B20712379,214SH DFND2,2069,86009,354
GUARANTY BANCORPCommon equity shares40075T60725,395855,101SH DFND2,5,20748,3660106,735
GUARANTY BANCSHARES INCCommon equity shares4007641063,723123,141SH DFND2,20102,209020,932
GUARANTY FED BANCSHARES INCCommon equity shares40108P10137815,741SH DFND202,300013,441
GUESS INCCommon equity shares40161710553,7282,377,356SH DFND2,5,8,10,12,19,202,156,9780220,378
GUIDEWIRE SOFTWARE INCCommon equity shares40171V10099,312983,197SH DFND2,5,8,13,20857,8160125,381
GUIDEWIRE SOFTWARE INCConv Bond40171VAA815,24114,250,000SH DFND2,514,250,00000
GULF ISLAND FABRICATION INCCommon equity shares4023071021,119112,569SH DFND2,20109,46903,100
GULFMARK OFFSHORE INCCommon equity shares4026295052,18058,474SH DFND2,2049,15309,321
GULFPORT ENERGY CORPCommon equity shares402635304119,99311,526,635SH DFND2,5,6,11,13,2010,776,8220749,813
HE EQUIPMENT SERVICES INCCommon equity shares40403010825,743681,375SH DFND2,5,8,10,20562,7330118,642
HABIT RESTAURANTS INC (THE)Common equity shares40449J1035,568349,133SH DFND2,5,20293,161055,972
HACKETT GROUP INCCommon equity shares40460910912,927641,775SH DFND2,5,10,20518,9400122,835
HAEMONETICS CORPCommon equity shares405024100211,4051,845,061SH DFND2,5,6,8,10,11,13,201,650,2380194,823
HAIN CELESTIAL GROUP INCCommon equity shares40521710064,3102,371,259SH DFND2,5,6,8,11,13,202,231,0950140,164
HALCON RESOURCES CORPCommon equity shares40537Q60544,3139,913,097SH DFND2,5,209,500,3050412,792
HALLADOR ENERGY COCommon equity shares40609P1051,702273,296SH DFND2,20235,196038,100
HALLIBURTON COCommon equity shares4062161011,712,96542,263,929SH DFND1,2,5,6,8,10,11,12,13,18,19,2038,546,45703,717,472
HALLMARK FINANCIAL SERVICESCommon equity shares40624Q2032,595236,107SH DFND2,20199,886036,221
HALOZYME THERAPEUTICS INCGlobal Depository Receipt40637H10978,9174,343,168SH DFND2,5,8,10,203,930,0450413,123
HAMILTON BEACH BND HDNGCommon equity shares40701T1043,473158,200SH DFND2,5,20130,926027,274
HAMILTON LANE INCCommon equity shares40749710613,392302,447SH DFND2,5,20258,431044,016
HANCOCK WHITNEY CORPCommon equity shares410120109206,7194,347,338SH DFND2,5,6,8,11,13,204,044,5460302,792
HANESBRANDS INCCommon equity shares410345102350,96119,042,992SH DFND1,2,5,6,8,10,11,12,13,18,19,2017,234,15201,808,840
HANMI FINANCIAL CORPCommon equity shares41049520433,7961,357,153SH DFND2,5,8,201,248,3470108,806
HANNON ARMSTRONG SUST INFRCommon equity shares41068X10022,0661,027,839SH DFND2,5,8,20843,4640184,375
HANOVER INSURANCE GROUP INCCommon equity shares410867105153,6381,245,350SH DFND2,5,6,8,11,12,13,201,182,581062,769
HARBORONE BANCORP INCCommon equity shares41165F1015,471286,249SH DFND2,5,20248,428037,821
HARLEY-DAVIDSON INCCommon equity shares412822108325,8537,193,231SH DFND1,2,5,6,8,10,11,12,13,18,206,403,5050789,726
HARMONIC INCCommon equity shares41316010211,3642,066,048SH DFND2,5,201,812,0730253,975
HARMONY GOLD MINING CO LTDAmerican Depository Receipt4132163007847,000SH DFND8,2047,00000
HARRIS CORPCommon equity shares413875105880,6705,204,625SH DFND1,2,5,6,8,10,11,12,13,18,204,692,2960512,329
HARSCO CORPCommon equity shares41586410766,5392,330,558SH DFND2,5,8,12,202,007,3620323,196
HARTFORD FINANCIAL SERVICESCommon equity shares4165151041,039,91920,813,626SH DFND1,2,5,6,8,10,11,12,13,18,19,2019,344,68401,468,942
HARVARD BIOSCIENCE INCCommon equity shares4169061052,704515,140SH DFND2,20428,588086,552
HASBRO INCCommon equity shares418056107520,3294,949,729SH DFND1,2,5,6,8,10,11,12,13,18,204,444,7640504,965
HAVERTY FURNITURECommon equity shares41959610113,857627,124SH DFND2,5,8,20563,562063,562
HAWAIIAN ELECTRIC INDSCommon equity shares419870100109,2843,070,699SH DFND2,5,6,8,11,12,13,202,904,3820166,317
HAWAIIAN HOLDINGS INCCommon equity shares41987910162,1111,548,947SH DFND2,5,13,201,365,2270183,720
HAWKINS INCCommon equity shares42026110912,859310,287SH DFND2,5,8,20281,125029,162
HAWTHORN BANCSHARES INCCommon equity shares42047610328212,372SH DFND201,872010,500
HAYNES INTERNATIONAL INCCommon equity shares42087720116,095453,286SH DFND2,5,8,20409,216044,070
HC2 HOLDINGS INCCommon equity shares4041391073,856630,412SH DFND2,5,20520,4650109,947
HCA HEALTHCARE INCCommon equity shares40412C1011,599,12111,494,470SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,112,44501,382,025
HCI GROUP INCCommon equity shares40416E1038,983205,373SH DFND2,5,8,20179,150026,223
HCP INCReal Estate Investment Trust40414L109718,84227,311,541SH DFND1,2,5,6,8,10,11,12,13,18,19,2024,567,38702,744,154
HD SUPPLY HOLDINGS INCCommon equity shares40416M105170,9913,996,124SH DFND2,5,6,8,10,11,12,13,18,19,203,259,8840736,240
HDFC BANK LTDAmerican Depository Receipt40415F10119,318205,292SH DFND1,8,2019,4970185,795
HEALTH INSURANCE INNOVATIONSCommon equity shares42225K10613,175213,737SH DFND2,5,20174,817038,920
HEALTHCARE REALTY TRUST INCReal Estate Investment Trust421946104188,4636,441,021SH DFND2,5,6,8,10,11,13,18,19,205,845,9970595,024
HEALTHCARE SERVICES GROUPCommon equity shares421906108105,2972,592,248SH DFND2,5,6,8,11,13,202,182,8860409,362
HEALTHCARE TRUST OF AMERICACommon equity shares42225P501109,0984,090,581SH DFND2,5,8,10,12,13,19,203,485,9140604,667
HEALTHEQUITY INCCommon equity shares42226A107166,8321,767,144SH DFND2,5,6,8,11,13,201,588,4890178,655
HEALTHSTREAM INCCommon equity shares42222N10325,074808,499SH DFND2,5,8,10,20671,4680137,031
HEARTLAND EXPRESS INCCommon equity shares42234710428,9781,468,655SH DFND2,5,8,201,299,3430169,312
HEARTLAND FINANCIAL USA INCCommon equity shares42234Q10252,042896,514SH DFND2,5,8,20802,434094,080
HECLA MINING COCommon equity shares42270410648,45517,368,120SH DFND2,5,6,8,2015,814,78801,553,332
HEICO CORPCommon equity shares422806109109,3851,181,148SH DFND2,5,8,13,201,108,147073,001
HEICO CORPCommon equity shares42280620869,463920,059SH DFND2,5,8,13,20797,6440122,415
HEIDRICK STRUGGLES INTLCommon equity shares42281910220,168595,740SH DFND2,5,8,20510,844084,896
HELEN OF TROY LTDCommon equity sharesG4388N106138,0471,054,592SH DFND2,5,6,8,10,11,13,20864,0860190,506
HELIUS MEDICAL TECHNOLOGIESCommon Stock42328V5042,336238,450SH DFND2,20192,549045,901
HELIX ENERGY SOLUTIONS GROUPCommon equity shares42330P10744,9374,548,285SH DFND2,5,8,204,065,0290483,256
HELMERICH PAYNECommon equity shares423452101406,4335,909,957SH DFND1,2,5,6,8,10,11,12,13,18,19,205,236,2870673,670
HEMISPHERE MEDIA GROUP INCCommon equity shares42365Q1034,231303,216SH DFND2,20251,232051,984
HENRY (JACK) ASSOCIATESCommon equity shares426281101486,0103,036,155SH DFND1,2,5,6,8,10,11,12,13,18,202,721,1480315,007
HERBALIFE LTDConv Bond42703MAB929,98822,983,000SH DFND2,522,983,00000
HERBALIFE NUTRITION LTDCommon equity sharesG4412G10185,4291,565,988SH DFND2,5,6,8,12,13,201,385,4660180,522
HERC HOLDINGS INCCommon equity shares42704L10425,272493,677SH DFND2,5,8,13,20411,032082,645
HERCULES CAPITAL, INC.Common equity shares42709650829822,683SH DFND2022,68300
HERITAGE COMMERCE CORPCommon equity shares42692710918,3731,231,385SH DFND2,5,201,105,0940126,291
HERITAGE FINANCIAL CORPCommon equity shares42722X10653,5931,524,562SH DFND2,5,10,201,362,3940162,168
HERITAGE INSURANCE HOLDINGSCommon equity shares42727J1026,331427,379SH DFND2,5,8,20353,464073,915
HERITAGE-CRYSTAL CLEAN INCCommon equity shares42726M1065,275247,067SH DFND2,5,20207,656039,411
HERON THERAPEUTICS INCCommon equity shares427746102102,8483,249,484SH DFND2,5,8,10,203,021,4130228,071
HERSHA HOSPITALITY TRUSTReal Estate Investment Trust42782550038,4071,694,087SH DFND2,5,8,10,18,201,508,2890185,798
HERSHEY COCommon equity shares427866108604,9245,930,687SH DFND1,2,5,6,8,10,11,12,13,18,205,253,9970676,690
HERTZ GLOBAL HOLDINGS INCCommon equity shares42806J10627,0841,658,575SH DFND2,5,8,12,13,201,465,8630192,712
HESKA CORPCommon equity shares42805E30626,354232,561SH DFND2,5,20210,002022,559
HESS CORPCommon equity shares42809H107958,39513,389,088SH DFND1,2,5,6,8,10,11,12,13,18,2012,306,82101,082,267
HESS CORPConv Bond42809H40428,350356,424SH DFND2356,42400
HEWLETT PACKARD ENTERPRISECommon equity shares42824C1091,113,95768,299,736SH DFND1,2,5,6,8,10,11,12,13,18,19,2059,950,38008,349,356
HEXCEL CORPCommon equity shares428291108155,8782,324,829SH DFND1,2,5,8,13,202,183,3910141,438
HFF INCCommon equity shares40418F10846,9271,104,736SH DFND2,5,8,20946,2130158,523
HIBBETT SPORTS INCCommon equity shares42856710120,9431,113,823SH DFND2,5,8,20970,6690143,154
HIGHPOINT RESOURCES CORPCommon Stock43114K10829,5676,059,600SH DFND2,5,205,689,1970370,403
HIGHWOODS PROPERTIES INCReal Estate Investment Trust431284108213,0634,508,420SH DFND2,5,6,8,10,11,13,18,19,204,203,8030304,617
HILL-ROM HOLDINGS INCCommon equity shares431475102188,6331,998,189SH DFND2,5,6,8,11,13,201,752,9680245,221
HILLENBRAND INCCommon equity shares43157110896,0581,836,606SH DFND2,5,8,10,201,553,6410282,965
HILLTOP HOLDINGS INCCommon equity shares43274810148,6372,411,435SH DFND2,5,8,202,177,3130234,122
HILTON GRAND VACATIONSCommon equity shares43283X10541,3791,250,064SH DFND2,5,8,13,201,080,0720169,992
HILTON WORLDWIDE HOLDINGSCommon equity shares43300A203929,53711,506,987SH DFND2,5,6,8,10,11,12,13,18,2010,371,84101,135,146
HIMAX TECHNOLOGIES INCAmerican Depository Receipt43289P1061,052178,885SH DFND2,5,10,20178,88500
HINGHAM INSTN FOR SAVINGSCommon equity shares4333231024,83521,998SH DFND2,5,2018,50403,494
HMS HOLDINGS CORPCommon equity shares40425J10189,7862,736,373SH DFND2,5,8,10,202,055,7390680,634
HNI CORPCommon equity shares40425110064,0681,448,213SH DFND2,5,6,8,11,201,279,6220168,591
HOLLYFRONTIER CORPCommon equity shares436106108656,7509,395,359SH DFND1,2,5,6,8,10,11,12,13,18,19,208,454,4640940,895
HOLLYSYS AUTOMATION TECH LTDCommon equity sharesG456671053,060143,235SH DFND2,20143,23500
HOLOGIC INCCommon equity shares436440101466,28011,378,018SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,142,96901,235,049
HOME BANCORP INCCommon equity shares43689E1077,247166,697SH DFND2,5,20117,447049,250
HOME BANCSHARES INCCommon equity shares436893200165,9307,576,800SH DFND2,5,6,8,11,13,206,969,5610607,239
HOME DEPOT INCCommon equity shares43707610211,136,58753,761,018SH DFND1,2,5,6,8,10,11,12,13,18,19,2042,973,425010,787,593
HOMESTREET INCCommon equity shares43785V10219,386731,461SH DFND2,5,20627,9270103,534
HOMETOWN BANKSHARES CORPCommon equity shares43787N10824418,185SH DFND200018,185
HOMETRUST BANCSHARES INCCommon equity shares43787210410,805370,717SH DFND2,5,20311,942058,775
HOMOLOGY MEDICINES INCCommon Stock4380831073,410149,168SH DFND2,20123,668025,500
HONDA MOTOR CO LTDAmerican Depository Receipt43812830857419,073SH DFND2,2019,07300
HONEYWELL INTERNATIONAL INCCommon equity shares4385161064,911,49829,516,216SH DFND1,2,5,6,8,10,11,12,13,18,2026,867,31302,648,903
HOOKER FURNITURE CORPCommon equity shares4390381007,544223,262SH DFND2,5,20190,241033,021
HOPE BANCORP INCCommon equity shares43940T109101,2126,259,097SH DFND2,5,8,13,205,820,6160438,481
HORACE MANN EDUCATORS CORPCommon equity shares44032710456,0531,248,503SH DFND2,5,8,201,001,0960247,407
HORIZON BANCORP INCCommon equity shares44040710415,848802,272SH DFND2,5,20594,0400208,232
HORIZON GLOBAL CORPCommon equity shares44052W10428840,268SH DFND2,2040,26800
HORIZON PHARMA INV LTDConv Bond44052TAB712,70512,625,000SH DFND2,512,625,00000
HORIZON PHARMA PLCCommon equity sharesG4617B10574,7813,818,944SH DFND2,5,8,10,13,203,142,1980676,746
HORMEL FOODS CORPCommon equity shares4404521001,065,35327,039,396SH DFND1,2,5,6,8,10,11,12,13,18,19,2025,754,71101,284,685
HORNBECK OFFSHORE SVCS INCCommon equity shares44054310630351,421SH DFND2,2051,42100
HORTONWORKS INCCommon equity shares44089410334,5121,513,082SH DFND2,5,201,237,7430275,339
HOSPITALITY PROPERTIES TRUSTReal Estate Investment Trust44106M102217,0357,525,525SH DFND2,5,6,8,10,11,12,13,18,19,207,037,4680488,057
HOST HOTELS RESORTS INCReal Estate Investment Trust44107P104957,28945,368,675SH DFND1,2,5,6,8,10,11,12,13,18,19,2040,411,80604,956,869
HOSTESS BRANDS INCCommon equity shares44109J10626,6192,404,347SH DFND2,5,8,201,548,6210855,726
HOUGHTON MIFFLIN HARCOURT COCommon equity shares44157R10914,7502,106,868SH DFND2,5,8,201,768,3540338,514
HOULIHAN LOKEY INCCommon equity shares44159310031,645704,446SH DFND2,5,20578,3010126,145
HOVNANIAN ENTRPRS INC -CL ACommon equity shares4424872033,7672,354,881SH DFND2,5,8,201,958,9250395,956
HOWARD BANCORP INCCommon equity shares4424961053,532199,564SH DFND2,20163,690035,874
HOWARD HUGHES CORPCommon equity shares44267D10760,768489,210SH DFND2,5,8,13,20431,221057,989
HP INCCommon equity shares40434L1051,919,58274,489,008SH DFND1,2,5,6,8,10,11,12,13,18,19,2065,324,12509,164,883
HSBC HLDGS PLCAmerican Depository Receipt4042804062465,601SH DFND205,60100
HSBC HLDGS PLCPublic preferred instrument40428060413,851539,567SH DFND2539,56700
HTG MOLECULAR DIAGNOSTICSCommon equity shares40434H10411522,700SH DFND2022,70000
HUANENG POWER INTERNATIONALAmerican Depository Receipt44330410046117,790SH DFND5,6,2017,79000
HUAZHU GROUP LIMITED - ADRAmerican Depository Receipt44332N10670,9042,195,168SH DFND1,2,5,6,8,10,12,13,18,201,760,2680434,900
HUB GROUP INC -CL ACommon equity shares44332010649,7621,091,260SH DFND2,5,8,20922,6580168,602
HUBBELL INCCommon equity shares443510607189,6021,419,508SH DFND2,5,6,8,11,13,201,334,494085,014
HUBSPOT INCCommon equity shares443573100110,870734,487SH DFND2,5,8,13,20612,4490122,038
HUBSPOT INCConv Bond443573AB620,90712,691,000SH DFND2,512,691,00000
HUDSON GLOBAL INCCommon equity shares4437871062615,816SH DFND2015,81600
HUDSON LTDCommon StockG4640810314,775655,006SH DFND2,5,20536,0380118,968
HUDSON PACIFIC PPTYS INCCommon equity shares444097109157,3014,807,519SH DFND2,5,8,10,13,18,19,204,348,8330458,686
HUDSON TECHNOLOGIES INCCommon equity shares44414410910884,651SH DFND2,2084,65100
HUMANA INCCommon equity shares4448591021,952,6855,768,198SH DFND1,2,5,6,8,10,11,12,13,18,205,114,3060653,892
HUNT (JB) TRANSPRT SVCS INCCommon equity shares445658107432,2353,634,060SH DFND2,5,6,8,10,11,12,13,18,19,203,248,5830385,477
HUNT COMPANIES FINANCE TRUSTCommon equity shares44558T1008221,993SH DFND202,209019,784
HUNTINGTON BANCSHARESCommon equity shares446150104834,46755,929,246SH DFND2,5,6,8,10,11,12,13,18,2051,690,21404,239,032
HUNTINGTON INGALLS IND INCCommon equity shares446413106825,6783,224,285SH DFND1,2,5,6,8,10,11,12,13,18,202,850,8790373,406
HUNTSMAN CORPCommon equity shares44701110776,3452,803,878SH DFND2,5,8,12,13,202,488,5340315,344
HURCO COMPANIES INCCommon equity shares4473241046,915153,245SH DFND2,5,20136,915016,330
HURON CONSULTING GROUP INCCommon equity shares44746210221,666438,583SH DFND2,5,8,20363,030075,553
HUTTIG BUILDING PRODUCTS INCCommon equity shares4484511049021,396SH DFND2,2021,39600
HUYA INC -ADSDepository Receipt44852D10898741,841SH DFND241,84100
HYATT HOTELS CORPCommon equity shares44857910242,457533,432SH DFND2,5,10,13,20482,491050,941
HYSTER-YALE MATERIALS HNDLNGCommon equity shares44917210512,255199,214SH DFND2,5,8,20167,966031,248
I D SYSTEMS INCCommon equity shares44948910312517,960SH DFND2,2017,96000
I3 VERTICALS INCCommon Stock46571Y1071,71374,477SH DFND2,2060,377014,100
IAC/INTERACTIVECORPCommon equity shares44919P508312,0031,439,657SH DFND2,5,6,8,10,11,12,13,18,201,239,9520199,705
IBERIABANK CORPCommon equity shares450828108202,3012,486,307SH DFND2,5,8,13,202,207,0290279,278
ICF INTERNATIONAL INCCommon equity shares44925C10328,265374,609SH DFND2,5,8,20312,602062,007
ICHOR HOLDINGS LTDCommon equity sharesG4740B10515,486758,531SH DFND2,5,20578,1150180,416
ICICI BANK LTDAmerican Depository Receipt45104G10462,3967,349,328SH DFND1,2,5,6,8,18,207,136,9940212,334
ICON PLCCommon equity sharesG4705A10028,151183,098SH DFND2,5,8,10,13,19,20117,159065,939
ICONIX BRAND GROUP INCCommon equity shares4510551071861,062SH DFND2061,06200
ICU MEDICAL INCCommon equity shares44930G107130,683462,193SH DFND2,5,6,8,11,13,20432,367029,826
IDACORP INCCommon equity shares451107106183,4511,848,742SH DFND2,5,6,8,11,12,13,201,555,4780293,264
IDERA PHARMACEUTICALS INCCommon equity shares45168K4053,149353,379SH DFND2,5,13,20283,968069,411
IDEX CORPCommon equity shares45167R104374,9542,488,732SH DFND2,5,6,8,10,11,12,13,18,202,256,2420232,490
IDEXX LABS INCCommon equity shares45168D104901,8783,612,377SH DFND1,2,5,6,8,10,11,12,13,18,203,207,9240404,453
IDT CORPCommon equity shares44894750710920,215SH DFND2,2020,21500
IES HOLDINGS INCCommon equity shares44951W1063,049156,273SH DFND2,20131,980024,293
IHS MARKIT LTDCommon equity sharesG47567105757,88014,045,208SH DFND1,2,5,6,8,10,11,12,13,18,2012,571,01901,474,189
II-VI INCCommon equity shares90210410881,0891,714,450SH DFND2,5,8,201,495,2620219,188
IKANG HEALTHCARE GROUP -ADRAmerican Depository Receipt45174L10814,372794,083SH DFND1,2,5,20721,417072,666
ILLINOIS TOOL WORKSCommon equity shares4523081091,917,32613,586,469SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,175,61101,410,858
ILLUMINA INCCommon equity shares4523271092,103,3965,730,377SH DFND1,2,5,6,8,10,11,12,13,18,205,114,0620616,315
ILLUMINA INCConv Bond452327AF630,03220,795,000SH DFND2,520,795,00000
ILLUMINA INCConv Bond452327AH226,41417,450,000SH DFND2,517,450,00000
IMAX CORPCommon equity shares45245E10927,4311,063,248SH DFND2,5,8,20881,1450182,103
IMMERSION CORPCommon equity shares4525211075,650534,743SH DFND2,5,20452,990081,753
IMMUNE DESIGN CORPCommon equity shares45252L1031,904552,534SH DFND2,20453,977098,557
IMMUNOGEN INCCommon equity shares45253H10184,5798,931,512SH DFND2,5,8,10,208,447,5170483,995
IMMUNOMEDICS INCCommon equity shares452907108119,0475,715,435SH DFND2,5,8,10,205,253,8830461,552
IMPAC MORTGAGE HOLDINGS INCReal Estate Investment Trust45254P5081,068142,578SH DFND2,20114,483028,095
IMPERVA INCCommon equity shares45321L10034,107734,290SH DFND2,5,8,20616,2100118,080
IMPINJ INCCommon equity shares4532041098,154328,613SH DFND2,5,20274,171054,442
INCYTE CORPCommon equity shares45337C102539,0357,802,955SH DFND1,2,5,6,8,10,11,12,13,18,207,075,6080727,347
INDEPENDENCE CONTRACT DRLLNGCommon equity shares4534153092,716550,679SH DFND2,20445,0130105,666
INDEPENDENCE HOLDING COCommon equity shares4534403074,969138,337SH DFND2,10,20116,526021,811
INDEPENDENCE REALTY TRUSTReal Estate Investment Trust45378A10638,2863,635,795SH DFND2,5,8,10,18,203,265,6670370,128
INDEPENDENT BANK CORP/MACommon equity shares45383610881,954991,940SH DFND1,2,5,8,20828,6970163,243
INDEPENDENT BANK CORP/MICommon equity shares45383860919,741834,650SH DFND2,5,10,20647,7190186,931
INDEPENDENT BK GRP INCCommon equity shares45384B10656,026844,989SH DFND2,5,20773,476071,513
INDSTRL LGST PRPT TRSTREIT4562371069,004391,325SH DFND2,20323,881067,444
INDUSTRIAL SELECT SECTOR SPDR FUNDExchange Traded Product81369Y704123,7051,577,875SH DFND1,2,201,284,1620293,713
INFINERA CORPCommon equity shares45667G10325,3363,470,816SH DFND2,5,8,202,962,2330508,583
INFINERA CORPConv Bond45667GAC712,17312,000,000SH DFND212,000,00000
INFINITY PHARMACEUTICALS INCCommon equity shares45665G30315055,289SH DFND2055,28900
INFORMATION SERVICES GROUPCommon equity shares45675Y1042,350492,167SH DFND2,20407,425084,742
INFOSYS LTDAmerican Depository Receipt456788108182,81617,976,158SH DFND1,2,5,6,8,10,13,2015,513,37602,462,782
INFRAREIT INCReal Estate Investment Trust45685L10019,025899,585SH DFND2,5,8,19,20741,3100158,275
INFRASTRUCTR ENRGY ALT INCCommon Stock45686J1042,533241,391SH DFND2,20200,005041,386
ING GROEP NVAmerican Depository Receipt45683710318514,272SH DFND2014,27200
INGERSOLL-RAND PLCCommon equity sharesG477911011,104,59910,797,622SH DFND1,2,5,6,8,10,11,12,13,18,209,662,93201,134,690
INGEVITY CORPCommon equity shares45688C107131,6631,292,303SH DFND2,5,8,13,201,052,8190239,484
INGLES MARKETS INC -CL ACommon equity shares45703010413,596396,856SH DFND2,5,8,10,20345,940050,916
INGREDION INCCommon equity shares457187102313,5072,987,087SH DFND2,5,6,8,10,11,12,13,18,202,748,9410238,146
INNERWORKINGS INCCommon equity shares45773Y1056,717848,036SH DFND2,5,8,20710,4500137,586
INNOPHOS HOLDINGS INCCommon equity shares45774N10827,159611,673SH DFND2,5,8,10,20524,280087,393
INNOSPEC INCCommon equity shares45768S10558,346760,193SH DFND2,5,8,20593,4000166,793
INNOVATE BIOPHRMCEUTICLS INCCommon equity shares45782F1051,804264,351SH DFND2,5,20223,054041,297
INNOVATIVE INDUSTRIAL PPTYSCommon equity shares45781V1014,914101,866SH DFND2,2086,086015,780
INNOVIVA INCCommon equity shares45781M10136,7762,413,286SH DFND2,5,8,202,047,3290365,957
INOGEN INCCommon equity shares45780L104150,960618,385SH DFND2,5,6,8,11,20557,733060,652
INOVALON HOLDINGS INCCommon equity shares45781D10112,8581,279,882SH DFND2,5,8,201,057,9600221,922
INOVIO PHARMACEUTICALS INCCommon equity shares45773H20117,1333,081,624SH DFND2,5,8,202,818,0800263,544
INPHI CORPCommon equity shares45772F10743,3571,141,477SH DFND2,5,8,20997,3230144,154
INSEEGO CORPCommon equity shares45782B1047118,718SH DFND2018,71800
INSIGHT ENTERPRISES INCCommon equity shares45765U10360,2791,114,427SH DFND2,5,8,10,20962,0790152,348
INSMED INCCommon equity shares45766930773,0643,613,559SH DFND2,5,8,10,203,362,4150251,144
INSMED INCConv Bond457669AA715,48218,125,000SH DFND2,518,125,00000
INSPERITY INCCommon equity shares45778Q107129,9651,101,914SH DFND2,5,8,10,20939,4800162,434
INSPIRE MEDICAL SYSTEMCommon Stock4577301095,554132,031SH DFND2,20104,346027,685
INSPIRED ENTERTAINMENTCommon equity shares45782N10811017,950SH DFND2,2017,95000
INSTALLED BLDG PRODUCTS INCCommon equity shares45780R10127,535705,986SH DFND2,5,8,20629,633076,353
INSTEEL INDUSTRIESCommon equity shares45774W10818,132505,430SH DFND2,5,20446,648058,782
INSTRUCTURE INCCommon equity shares45781U10324,196683,507SH DFND2,5,20557,5850125,922
INSULET CORPCommon equity shares45784P10197,563920,845SH DFND2,5,8,13,20767,2620153,583
INSYS THERAPEUTICS INCCommon equity shares45824V2094,929489,030SH DFND2,5,8,20408,930080,100
INTEGER HOLDINGS CORPCommon equity shares45826H10987,3211,052,685SH DFND2,5,8,10,20911,2590141,426
INTEGRA LIFESCIENCES HLDGSCommon equity shares457985208144,3782,191,848SH DFND2,5,6,8,11,13,201,880,5010311,347
INTEGRATED DEVICE TECHConv Bond458118AC018,09412,025,000SH DFND2,512,025,00000
INTEGRATED DEVICE TECH INCCommon equity shares458118106210,5554,478,832SH DFND2,5,6,8,11,13,204,049,8840428,948
INTEL CORPCommon equity shares4581401009,237,286195,332,577SH DFND1,2,5,6,8,10,11,12,13,18,19,20168,418,108026,914,469
INTEL CORP 144AConv Bond458140AF784,32736,678,000SH DFND236,678,00000
INTELLIA THERAPEUTICS INCCommon equity shares45826J10559,1552,067,097SH DFND2,5,10,201,966,9890100,108
INTELSAT SACommon equity sharesL5140P10120,917697,252SH DFND2,5,20568,0320129,220
INTER PARFUMS INCCommon equity shares45833410931,519489,054SH DFND2,5,8,20428,732060,322
INTERACTIVE BROKERS GROUPCommon Stock45841N107105,2951,903,701SH DFND2,5,6,8,11,13,201,820,634083,067
INTERCEPT PHARMA INCCommon equity shares45845P108127,7451,010,966SH DFND2,5,8,10,20925,451085,515
INTERCEPT PHARMASConv Bond45845PAA614,79314,575,000SH DFND2,514,575,00000
INTERCONTINENTAL EXCHANGECommon equity shares45866F1041,848,79924,686,903SH DFND1,2,5,6,8,10,11,12,13,18,19,2022,287,45302,399,450
INTERCONTINENTAL HOTELS GRPAmerican Depository Receipt45857P7072704,289SH DFND204,28900
INTERDIGITAL INCCommon equity shares45867G101100,8871,261,078SH DFND2,5,6,8,11,13,201,129,2650131,813
INTERFACE INCCommon equity shares45866530441,8261,791,344SH DFND2,5,8,10,201,522,4250268,919
INTERNAP CORPCommon equity shares45885A4094,610364,736SH DFND2,5,20307,274057,462
INTERNATIONAL SEAWAYS INCCommon equity sharesY410531029,666482,835SH DFND2,5,20402,784080,051
INTERPUBLIC GROUP OF COSCommon equity shares460690100379,36016,587,850SH DFND2,5,6,8,10,11,12,13,18,2014,756,69401,831,156
INTERSECT ENT INCCommon equity shares46071F10319,763687,379SH DFND2,5,20593,200094,179
INTERXION HOLDING NVCommon equity sharesN4727910925,173374,073SH DFND2,5,8,13,20273,1950100,878
INTEVAC INCCommon equity shares46114810812323,571SH DFND2,5,2023,57100
INTL BANCSHARES CORPCommon equity shares45904410399,5342,211,687SH DFND2,5,6,8,10,11,201,999,4920212,195
INTL BUSINESS MACHINES CORPCommon equity shares4592001018,031,76053,116,597SH DFND1,2,5,6,8,10,11,12,13,18,19,2043,065,068010,051,529
INTL FCSTONE INCCommon equity shares46116V10521,092436,481SH DFND2,5,8,20385,142051,339
INTL FLAVOR AND FRAGRANCESConv Bond45950630927,120500,000SH DFND2500,00000
INTL FLAVORS FRAGRANCESCommon equity shares459506101524,7633,772,018SH DFND1,2,5,6,8,10,11,12,13,18,203,433,9390338,079
INTL GAME TECHNOLOGY PLCCommon equity sharesG4863A10820,8101,053,351SH DFND2,5,8,10,12,13,20936,7900116,561
INTL PAPER COCommon equity shares4601461031,255,41325,542,602SH DFND1,2,5,6,8,10,11,12,13,18,2023,910,17101,632,431
INTL SPEEDWAY CORP -CL ACommon equity shares46033520136,160825,489SH DFND2,5,6,8,11,20736,518088,971
INTRA-CELLULAR THERAPIES INCCommon equity shares46116X10121,8011,004,622SH DFND2,5,8,20833,9130170,709
INTREPID POTASH INCCommon equity shares46121Y1026,2761,747,879SH DFND2,5,201,477,7070270,172
INTREXON CORPCommon Stock46122T10268,3903,971,517SH DFND2,5,8,203,734,5630236,954
INTRICON CORPCommon equity shares46121H10919,316343,714SH DFND2,20296,311047,403
INTUIT INCCommon equity shares4612021032,397,59910,543,559SH DFND1,2,5,6,8,10,11,12,13,18,19,209,393,17401,150,385
INTUITIVE SURGICAL INCCommon equity shares46120E6022,625,9144,574,769SH DFND1,2,5,6,8,10,11,12,13,18,204,074,8060499,963
INVACARE CORPCommon equity shares46120310120,1801,386,942SH DFND2,5,8,201,271,3870115,555
INVESCO DB COMMODITY INDEX TRACKING FUNDExchange Traded Product46138B1033,523196,094SH DFND8196,09400
INVESCO LTDAmerican Depository ReceiptG491BT108427,75118,695,458SH DFND1,2,5,6,8,10,11,12,13,18,2016,969,00301,726,455
INVESCO MORTGAGE CAPITAL INCCommon equity shares46131B10050,7153,205,767SH DFND2,5,8,13,202,787,8930417,874
INVESCO OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY K-1 ETFExchange Traded Product46090F100239,23512,745,629SH DFND1,2,19,2012,745,62900
INVESTAR HOLDING CORPCommon equity shares46134L1054,415164,521SH DFND2,13,20123,173041,348
INVESTMENT TECHNOLOGY GP INCCommon equity shares46145F10519,843916,069SH DFND2,5,8,20802,5330113,536
INVESTORS BANCORP INCCommon equity shares46146L101179,08214,595,110SH DFND2,5,8,13,2013,538,64801,056,462
INVESTORS REAL ESTATE TRUSTReal Estate Investment Trust46173010318,0633,021,064SH DFND2,5,8,10,202,477,1710543,893
INVESTORS TITLE COCommon equity shares4618041063,92123,338SH DFND2,5,2019,32004,018
INVITAE CORPCommon equity shares46185L10339,6982,372,820SH DFND2,5,202,155,9920216,828
INVITATION HOMES INCRight to purchase or put a security Has an expiration date46187W107262,20311,445,061SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,004,27501,440,786
ION GEOPHYSICAL CORPCommon equity shares4620442072,672171,732SH DFND2,20141,392030,340
IONIS PHARMACEUTICALS INCCommon equity shares462222100155,5013,014,716SH DFND2,5,8,13,202,815,6280199,088
IOVANCE BIOTHERAPEUTICS INCCommon equity shares46226010044,8063,982,562SH DFND2,5,8,10,203,709,1330273,429
IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETNInvestments that contain a pool of securities representing a specific index and are built like mutu06738C77829,0261,221,858SH DFND1,201,161,688060,170
IPG PHOTONICS CORPCommon equity shares44980X109226,4621,451,009SH DFND2,5,6,8,10,11,12,13,18,201,282,5060168,503
IQIYI INC -ADRDepository Receipt46267X1087,932293,003SH DFND2,5,6,8293,00300
IQVIA HOLDINGS INCCommon equity shares46266C105838,4146,462,225SH DFND1,2,5,6,8,10,11,12,13,18,205,786,1990676,026
IRADIMED CORPCommon equity shares46266A1092,11856,987SH DFND2,2050,13006,857
IRHYTHM TECHNOLOGIES INCCommon equity shares45005610654,278573,459SH DFND2,5,20500,721072,738
IRIDIUM COMMUNICATIONS INCCommon equity shares46269C10261,8192,747,281SH DFND2,5,8,202,398,9050348,376
IROBOT CORPCommon equity shares462726100113,9811,036,916SH DFND2,5,8,20939,628097,288
IRON MOUNTAIN INCCommon equity shares46284V101390,44911,310,809SH DFND1,2,5,6,8,10,11,12,13,18,209,934,71201,376,097
IRONWOOD PHARMACEUTICALS INCCommon equity shares46333X108100,0675,420,669SH DFND2,5,8,10,204,968,5370452,132
ISHARES 1-3 YEAR TREASURY BOND ETFUSA: Common Stock46428745756,501680,000SH DFND2680,00000
ISHARES 20 YEAR TREASURY BOND ETFExchange Traded Product46428743266,134563,949SH DFND2563,94900
ISHARES 3-7 YEAR TREASURY BOND ETFETF46428866157,867485,950SH DFND1,2485,95000
ISHARES 7-10 YEAR TREASURY BOND ETFETP46428744019,288190,647SH DFND1,2190,64700
ISHARES CORE MSCI EAFE ETFETF46432F8421,08316,861SH DFND116,86100
ISHARES CORE MSCI EMERGING MARKETS ETFExchange Traded Product46434G103276,2085,334,311SH DFND1,2,205,334,31100
ISHARES CORE MSCI PACIFIC ETFExchange Traded Product46434V6961,38623,555SH DFND8,1223,55500
ISHARES CORE U.S. AGGREGATE BOND ETFInvestments that contain a pool of securities representing a specific index and are built like mutu4642872261,90218,025SH DFND1,203,026014,999
ISHARES CURRENCY HEDGED MSCI ACWI EX U.S. ETFExchange Traded Product46435G8476,986261,394SH DFND12261,39400
ISHARES EDGE MSCI MIN VOL USA ETFExchange Traded Product46429B6975679,942SH DFND19,94200
ISHARES FLOATING RATE BOND ETFETF46429B65510,182199,581SH DFND1199,58100
ISHARES INTERMEDIATE GOVERNMENT/CREDIT BOND ETFETF46428861217,335161,479SH DFND1161,47900
ISHARES INTERMEDIATE-TERM CORPORATE BOND ETFETF4642886381,53028,769SH DFND128,76900
ISHARES MSCI ACWI ETFInvestments that contain a pool of securities representing a specific index and are built like mutu4642882572,82037,978SH DFND60037,978
ISHARES MSCI BRIC ETFInvestments that contain a pool of securities representing a specific index and are built like mutu4642866571,23330,568SH DFND630,56800
ISHARES MSCI CANADA ETFInvestments that contain a pool of securities representing a specific index and are built like mutu46428650943,6561,516,950SH DFND1,21,516,95000
ISHARES MSCI EAFE ETFInvestments that contain a pool of securities representing a specific index and are built like mutu464287465519,3737,638,943SH DFND1,2,6,207,628,496010,447
ISHARES MSCI EAFE SMALL-CAP ETFExchange Traded Product46428827360,529971,888SH DFND1,6,20791,9130179,975
ISHARES MSCI EMERGING MARKETS ETFInvestments that contain a pool of securities representing a specific index and are built like mutu46428723430,343706,977SH DFND1,62,2170704,760
ISHARES MSCI FRONTIER 100 ETFExchange Traded Product4642861451,02436,000SH DFND100036,000
ISHARES MSCI GLOBAL METALS MINING PRODUCERS ETFExchange Traded Product46434G8481,63050,000SH DFND100050,000
ISHARES MSCI INDIA ETFExchange Traded Product46429B59885,4432,631,437SH DFND2,5,6,8,20612,15902,019,278
ISHARES MSCI INDIA SMALL CAP ETFETP46429B61417,122466,800SH DFND2000466,800
ISHARES MSCI JAPAN ETFInvestments that contain a pool of securities representing a specific index and are built like mutu46434G8227,376122,461SH DFND1200122,461
ISHARES MSCI PACIFIC EX-JAPAN ETFInvestments that contain a pool of securities representing a specific index and are built like mutu4642866659,028198,763SH DFND1200198,763
ISHARES MSCI SOUTH KOREA ETFInvestments that contain a pool of securities representing a specific index and are built like mutu4642867723,36749,311SH DFND6,2049,31100
ISHARES MSCI TAIWAN ETFInvestments that contain a pool of securities representing a specific index and are built like mutu46434G77262316,538SH DFND2,638016,500
ISHARES RUSSELL 2000 ETFInvestments that contain a pool of securities representing a specific index and are built like mutu46428765534,249203,111SH DFND1,6111,811091,300
ISHARES RUSSELL 3000 ETFInvestments that contain a pool of securities representing a specific index and are built like mutu46428768924,267140,841SH DFND1140,84100
ISHARES RUSSELL MIDCAP ETFInvestments that contain a pool of securities representing a specific index and are built like mutu4642874992661,210SH DFND11,21000
ISHARES SP GSCI COMMODITY INDEXED TRUSTInvestments that contain a pool of securities representing a specific index and are built like mutu46428R1075,051278,900SH DFND1000278,900
ISHARES SELECT DIVIDEND ETFUSA: Common Stock4642871681,88818,900SH DFND1,2018,90000
ISHARES TIPS BOND ETFInvestments that contain a pool of securities representing a specific index and are built like mutu464287176212,1701,918,014SH DFND1,2,201,918,01400
ISIS PHARMACEUTICALS INC DELConv Bond464337AJ324,78823,365,000SH DFND2,523,365,00000
ISORAY INCCommon equity shares46489V104510,577SH DFND2010,57700
ISRAMCO INCCommon equity shares4651414061,85815,237SH DFND2,2013,66101,576
ISTAR INCReal Estate Investment Trust45031U10124,4112,185,472SH DFND2,5,8,201,794,2620391,210
ITAU CORPBANCAAmerican Depository Receipt45033E1052,020129,476SH DFND2,5,6,20127,77601,700
ITAU UNIBANCO HLDG SAAmerican Depository Receipt465562106164,01814,937,928SH DFND2,5,6,8,10,13,2014,275,3490662,579
ITERIS INCCommon equity shares46564T1071,968365,723SH DFND2,20306,832058,891
ITRON INCCommon equity shares46574110660,475941,972SH DFND2,5,8,20823,2350118,737
ITT INCCommon equity shares45073V108140,8222,298,690SH DFND2,5,6,8,11,13,202,177,5350121,155
ITURAN LOCATION CONTROLCommon equity sharesM6158M1043,544103,012SH DFND2,5,8,2082,664020,348
J J SNACK FOODS CORPCommon equity shares46603210967,353446,339SH DFND2,5,8,20378,236068,103
J JILL INCCommon equity shares46620W1021,528247,079SH DFND2,20208,819038,260
J. ALEXANDER`S HOLDINGS INCCommon equity shares46609J1062,880242,041SH DFND2,5,20211,274030,767
J2 GLOBAL COMMUNICATIONSConv Bond48123VAC620,98816,065,000SH DFND2,516,065,00000
J2 GLOBAL INCCommon equity shares48123V102135,9041,640,345SH DFND2,5,6,8,10,11,13,201,461,0110179,334
JABIL INCCommon equity shares466313103159,1475,876,850SH DFND2,5,6,8,10,11,12,13,19,205,628,6770248,173
JACK IN THE BOX INCCommon equity shares46636710976,881917,121SH DFND2,5,6,8,11,20827,146089,975
JACOBS ENGINEERING GROUP INCCommon equity shares469814107784,12910,249,995SH DFND2,5,6,8,10,11,12,13,18,209,686,4870563,508
JAGGED PEAK ENERGY INCCommon equity shares47009K10746,7973,383,595SH DFND2,5,203,178,4190205,176
JAKKS PACIFIC INCCommon equity shares47012E1063212,513SH DFND2012,51300
JAMES HARDIE INDUSTRIES PLCAmerican Depository Receipt47030M10650433,000SH DFND8,2033,00000
JAMES RIVER GROUP HLDGS LTDCommon equity sharesG5005R10731,990750,600SH DFND2,5,20614,6920135,908
JANUS HENDERSON GROUP PLCCommon equity sharesG4474Y21478,4602,910,105SH DFND1,2,5,6,8,11,12,13,202,843,000067,105
JAZZ INVESTMENTS I LTDConv Bond472145AB720,92619,472,000SH DFND2,519,472,00000
JAZZ INVESTMENTS I LTDConv Bond472145AD320,90820,525,000SH DFND2,520,525,00000
JAZZ PHARMACEUTICALS PLCCommon equity sharesG50871105216,8311,289,580SH DFND2,5,6,8,10,11,12,13,18,201,090,4750199,105
JBG SMITH PPTYSReal Estate Investment Trust46590V100149,6684,063,718SH DFND1,2,5,6,8,10,11,13,18,203,814,8410248,877
JD.COM INC -ADRAmerican Depository Receipt47215P106370,40914,197,341SH DFND2,5,6,8,10,12,13,18,2011,362,15102,835,190
JEFFERIES FINANCIAL GRP INCCommon equity shares47233W109300,80713,697,822SH DFND2,5,6,8,10,11,12,13,18,19,2012,186,91401,510,908
JELD-WEN HOLDING INCCommon equity shares47580P10334,2151,387,481SH DFND2,5,8,201,152,1330235,348
JERNIGAN CAPITAL INCReal Estate Investment Trust4764051057,573392,438SH DFND2,5,20351,357041,081
JETBLUE AIRWAYS CORPCommon equity shares477143101153,0327,904,626SH DFND1,2,5,6,11,13,207,554,5700350,056
JINKOSOLAR HOLDING COAmerican Depository Receipt47759T1004,594426,546SH DFND1,2,5,20426,54600
JOHN BEAN TECHNOLOGIESCommon equity shares477839104115,358966,923SH DFND2,5,8,13,20770,8090196,114
JOHNSON JOHNSONCommon equity shares47816010421,063,188152,444,054SH DFND1,2,5,6,8,10,11,12,13,18,19,20135,236,911017,207,143
JOHNSON CONTROLS INTL PLCCommon equity sharesG515021051,296,43637,040,512SH DFND1,2,5,6,8,10,11,12,13,18,19,2033,077,30903,963,203
JOHNSON OUTDOORS INC -CL ACommon equity shares4791671089,954107,029SH DFND2,5,10,2087,997019,032
JONES LANG LASALLE INCCommon equity shares48020Q107234,0511,621,760SH DFND2,5,6,8,10,11,12,13,18,201,446,3670175,393
JOUNCE THERAPEUTICS INCCommon equity shares4811161011,699260,989SH DFND2,20220,983040,006
JPMORGAN CHASE COCommon equity shares46625H10017,689,959156,770,281SH DFND1,2,5,6,8,10,11,12,13,18,19,20136,649,628020,120,653
JUMEI INTL HOLDING LTD -ADRAmerican Depository Receipt48138L107582273,147SH DFND2,5,20273,14700
JUNIPER NETWORKS INCCommon equity shares48203R104442,73814,772,505SH DFND1,2,5,6,8,10,11,12,13,18,2013,222,16601,550,339
JUPAI HOLDINGS LTD -ADRDepository Receipt48205B10738144,300SH DFND2,2044,30000
K12 INCCommon equity shares48273U10218,8311,063,673SH DFND2,5,8,20609,4030454,270
K2M GROUP HOLDINGS INCCommon equity shares48273J10730,1941,103,133SH DFND2,5,20976,6180126,515
KADANT INCCommon equity shares48282T10423,421217,154SH DFND2,5,8,20181,655035,499
KADMON HOLDINGS INCCommon equity shares48283N1064,2321,267,615SH DFND2,201,015,0370252,578
KAISER ALUMINUM CORPCommon equity shares48300770473,226671,402SH DFND2,5,6,8,10,13,20597,739073,663
KALA PHARMECUTICAL INCCommon equity shares4831191031,929195,643SH DFND2,20166,784028,859
KAMAN CORPCommon equity shares48354810356,186841,393SH DFND2,5,8,20737,1420104,251
KANDI TECHNOLOGIES GROUPCommon equity shares48370910121243,795SH DFND243,79500
KANSAS CITY SOUTHERNCommon equity shares485170302493,8014,359,003SH DFND2,5,6,8,10,11,12,13,18,203,914,8220444,181
KAPSTONE PAPER PACKAGINGCommon equity shares48562P10382,1782,423,405SH DFND2,5,8,13,202,074,7020348,703
KAR AUCTION SERVICES INCCommon equity shares48238T109106,4281,782,937SH DFND2,5,8,13,201,567,8180215,119
KARYOPHARM THERAPEUTICS INCCommon equity shares48576U10633,0501,940,703SH DFND2,5,201,776,2340164,469
KB FINANCIAL GROUPAmerican Depository Receipt48241A1053,82779,304SH DFND2,5,6,2075,71403,590
KB HOMECommon equity shares48666K10968,0862,847,694SH DFND2,5,6,8,11,202,525,8440321,850
KBR INCCommon equity shares48242W106100,2424,744,074SH DFND2,5,6,8,10,11,12,204,225,1520518,922
KEANE GROUP INCCommon equity shares48669A10823,7221,917,674SH DFND2,5,201,736,6070181,067
KEARNY FINANCIAL CORPCommon equity shares48716P10830,5402,205,277SH DFND2,5,6,8,201,814,8360390,441
KELLOGG COCommon equity shares487836108803,42411,474,386SH DFND1,2,5,6,8,10,11,12,13,18,2010,134,23401,340,152
KELLY SERVICES INC -CL ACommon equity shares48815220823,771989,199SH DFND2,5,8,20877,1030112,096
KEMET CORPCommon equity shares48836020729,3081,580,065SH DFND2,5,201,338,6780241,387
KEMPER CORP/DECommon equity shares488401100166,1182,064,926SH DFND2,5,6,8,11,13,201,884,4010180,525
KENNAMETAL INCCommon equity shares489170100117,2212,691,042SH DFND2,5,6,8,11,202,381,9870309,055
KENNEDY-WILSON HOLDINGS INCCommon equity shares48939810758,2462,709,157SH DFND2,5,8,202,217,0370492,120
KEPCO-KOREA ELEC POWER CORPAmerican Depository Receipt5006311063,814289,668SH DFND2,5,6289,66800
KERYX BIOPHARMACEUTICALS INCCommon equity shares49251510117,4595,135,293SH DFND2,5,8,204,833,5550301,738
KEURIG DR PEPPER INCCommon equity shares49271V10054,3892,347,415SH DFND1,2,5,6,8,10,12,13,202,170,7230176,692
KEY ENERGY SERVICES INCCommon equity shares49309J1031,955171,032SH DFND2,20146,466024,566
KEYCORPCommon equity shares4932671081,067,09153,649,538SH DFND1,2,5,6,8,10,11,12,13,18,2049,054,22304,595,315
KEYSIGHT TECHNOLOGIES INCCommon equity shares49338L103394,3695,950,114SH DFND1,2,5,6,8,10,11,12,13,18,19,205,424,1260525,988
KEYW HOLDING CORPCommon equity shares49372310018,7322,163,352SH DFND2,5,8,201,991,1390172,213
KEZAR LIFE SCIENCESCommon Stock49372L10084939,600SH DFND2,2030,20009,400
KFORCE INCCommon equity shares49373210119,907529,435SH DFND2,5,8,10,20414,0410115,394
KILROY REALTY CORPReal Estate Investment Trust49427F108307,7334,292,495SH DFND2,5,6,8,10,11,13,18,19,204,011,6190280,876
KIMBALL ELECTRONICS INCCommon equity shares49428J10912,401631,020SH DFND2,5,8,20546,315084,705
KIMBALL INTERNATIONAL -CL BCommon equity shares49427410312,576750,909SH DFND2,5,8,20613,3940137,515
KIMBERLY-CLARK CORPCommon equity shares4943681031,967,95917,317,451SH DFND1,2,5,6,8,10,11,12,13,18,19,2015,663,45701,653,994
KIMCO REALTY CORPReal Estate Investment Trust49446R109415,70824,833,321SH DFND1,2,5,6,8,10,11,12,13,18,19,2022,292,59502,540,726
KINDER MORGAN INCCommon equity shares49456B1011,688,95495,259,723SH DFND1,2,5,6,8,10,11,12,13,18,19,2086,889,17708,370,546
KINDRED BIOSCIENCES INCCommon equity shares4945771095,609402,334SH DFND2,20323,358078,976
KINGSTONE COS INCCommon equity shares4967191052,562134,716SH DFND2,20114,962019,754
KINIKSA PHRMCETCLS LTDCommon StockG5269C1011,64664,499SH DFND2,2052,089012,410
KINSALE CAPITAL GROUP INCCommon equity shares49714P10824,358381,500SH DFND2,5,20323,875057,625
KIRBY CORPCommon equity shares497266106118,7931,444,305SH DFND2,5,6,8,11,13,201,364,456079,849
KIRKLAND`S INCCommon equity shares4974981054,213417,587SH DFND2,20367,944049,643
KITE REALTY GROUP TRUSTReal Estate Investment Trust49803T30057,0413,426,069SH DFND2,5,8,10,18,203,040,5230385,546
KKR CO INCLimited Partnership48251W10423,428859,106SH DFND20397,7000461,406
KKR REAL ESTATE FIN TR INCCommon equity shares48251K1005,810288,152SH DFND2,5,20239,737048,415
KLA-TENCOR CORPCommon equity shares482480100677,9696,665,716SH DFND2,5,6,8,10,11,12,13,18,19,205,954,8080710,908
KLX ENERGY SERVS HLDNGCommon Stock48253L10618,932591,526SH DFND2,5,8,20517,238074,288
KLX INCCommon equity shares482539103114,0641,816,847SH DFND2,5,6,8,201,646,1410170,706
KMG CHEMICALS INCCommon equity shares48256410121,006278,021SH DFND2,5,20233,473044,548
KNIGHT-SWIFT TRPTN HLDGS INCCommon equity shares499049104153,0354,438,593SH DFND2,5,6,8,10,11,12,13,18,19,203,900,4400538,153
KNOLL INCCommon equity shares49890420026,3931,125,503SH DFND2,5,8,10,20886,7920238,711
KNOWLES CORPCommon equity shares49926D10940,6252,444,380SH DFND1,2,5,8,13,202,130,5990313,781
KOHL`S CORPCommon equity shares500255104627,8468,421,761SH DFND1,2,5,6,8,10,11,12,13,18,19,207,411,43701,010,324
KONA GRILL INCCommon equity shares50047H2012510,880SH DFND2010,88000
KONINKLIJKE PHILIPS NVSimilar to ADR Certificates representing ordinary shares5004723032,04644,965SH DFND1,2044,96500
KOPIN CORPCommon equity shares5006001014,0181,661,392SH DFND2,5,201,453,9080207,484
KOPPERS HOLDINGS INCCommon equity shares50060P10620,365653,739SH DFND2,5,8,20534,0530119,686
KORN/FERRY INTERNATIONALCommon equity shares50064320080,2761,630,399SH DFND2,5,8,10,201,411,1540219,245
KORNIT DIGITAL LTDCommon equity sharesM6372Q1133,421156,155SH DFND2,5,20134,849021,306
KOSMOS ENERGY LTDCommon equity sharesG5315B10754,8655,868,134SH DFND2,5,205,563,3870304,747
KRAFT HEINZ COCommon equity shares5007541061,420,39925,773,941SH DFND1,2,5,6,8,10,11,12,13,18,19,2023,192,09202,581,849
KRATON CORPCommon equity shares50077C10642,046891,704SH DFND2,5,8,20775,2310116,473
KRATOS DEFENSE SECURITYCommon equity shares50077B20764,0694,334,904SH DFND2,5,204,062,1800272,724
KROGER COCommon equity shares5010441011,047,81435,994,705SH DFND1,2,5,6,8,10,11,12,13,18,19,2031,673,19704,321,508
KRONOS WORLDWIDE INCCommon equity shares50105F1057,491460,579SH DFND2,5,8,20383,377077,202
KT CORPAmerican Depository Receipt48268K10112,951872,064SH DFND2,5,6,12,20872,06400
KULICKE SOFFA INDUSTRIESCommon equity shares50124210119,238806,967SH DFND2,5,8,20759,937047,030
KURA ONCOLOGY INCCommon equity shares50127T10920,4841,170,346SH DFND2,5,201,089,775080,571
KVH INDUSTRIES INCCommon equity shares4827381013,722284,351SH DFND2,20237,860046,491
L BRANDS INCCommon equity shares501797104319,57010,547,067SH DFND1,2,5,6,8,10,11,12,13,18,19,209,429,05001,118,017
L3 TECHNOLOGIES INCCommon equity shares502413107732,4443,444,820SH DFND1,2,5,6,8,10,11,12,13,18,203,158,9330285,887
LA JOLLA PHARMACEUTICAL COCommon equity shares50345960433,1531,647,117SH DFND2,5,201,585,190061,927
LA-Z-BOY INCCommon equity shares50533610744,4251,405,860SH DFND2,5,8,10,201,196,0350209,825
LABORATORY CP OF AMER HLDGSCommon equity shares50540R409738,1024,249,776SH DFND1,2,5,6,8,10,11,12,13,18,203,810,7050439,071
LADDER CAPITAL CORPCommon equity shares50574310431,8681,881,218SH DFND2,5,8,10,201,516,0630365,155
LADENBURG THALMANN FINL SERVCommon equity shares50575Q1025,3521,983,154SH DFND2,5,201,659,7490323,405
LAKELAND BANCORP INCCommon equity shares51163710019,7971,096,644SH DFND2,5,8,20927,8060168,838
LAKELAND FINANCIAL CORPCommon equity shares51165610023,688509,628SH DFND2,5,8,20414,594095,034
LAM RESEARCH CORPCommon equity shares512807108984,7726,491,618SH DFND1,2,5,6,8,10,11,12,13,18,205,794,1320697,486
LAMAR ADVERTISING CO -CL ACommon equity shares512816109168,8672,170,473SH DFND2,5,6,8,11,12,13,202,040,5610129,912
LAMB WESTON HOLDINGS INCCommon equity shares513272104258,9123,887,501SH DFND1,2,5,6,8,11,12,13,203,684,4980203,003
LANCASTER COLONY CORPCommon equity shares513847103213,3301,429,710SH DFND2,5,6,8,11,201,367,592062,118
LANDEC CORPCommon equity shares5147661047,379512,257SH DFND2,5,8,20435,159077,098
LANDSTAR SYSTEM INCCommon equity shares515098101144,8441,187,262SH DFND2,5,6,8,11,13,201,122,226065,036
LANDS` END INCCommon equity shares51509F1058,120462,676SH DFND2,5,8,20418,084044,592
LANNETT CO INCCommon equity shares5160121014,436934,139SH DFND2,5,8,20816,1310118,008
LANTHEUS HOLDINGS INCCommon equity shares51654410322,3891,497,938SH DFND2,5,201,323,6180174,320
LAREDO PETROLEUM INCCommon equity shares51680610690,43311,068,649SH DFND2,5,2010,528,3410540,308
LAS VEGAS SANDS CORPCommon equity shares517834107440,9487,432,117SH DFND2,5,6,8,10,11,12,13,18,206,485,3500946,767
LASALLE HOTEL PROPERTIESReal Estate Investment Trust517942108181,0805,235,003SH DFND2,5,6,8,10,11,13,18,204,755,8010479,202
LATAM AIRLINES GROUP SAAmerican Depository Receipt51817R1067,734822,926SH DFND2,5,6,13,20799,958022,968
LATTICE SEMICONDUCTOR CORPCommon equity shares51841510423,8052,975,553SH DFND2,5,8,202,559,5310416,022
LAUDER (ESTEE) COS INC -CL ACommon equity shares5184391041,364,4909,389,524SH DFND1,2,5,6,8,10,11,12,13,18,208,348,12501,041,399
LAUREATE EDUCATION INCCommon equity shares51861320321,1851,371,937SH DFND2,5,201,122,4530249,484
LAWSON PRODUCTSCommon equity shares5207761053,15092,942SH DFND2,2075,014017,928
LAZARD LTDCommon equity sharesG5405010268,2821,418,744SH DFND2,5,13,201,257,0350161,709
LCI INDUSTRIESCommon equity shares50189K10360,360729,029SH DFND2,5,8,13,20616,1530112,876
LCNB CORPCommon equity shares50181P1002,647141,919SH DFND2,20116,888025,031
LEAF GROUP LTDCommon equity shares52177G1022,396239,487SH DFND2,20209,385030,102
LEAR CORPCommon equity shares521865204231,5881,596,877SH DFND2,5,6,8,10,11,12,13,18,201,380,3520216,525
LEE ENTERPRISES INCCommon equity shares52376810917867,323SH DFND2,2067,32300
LEGACY TEX FINANCIAL GRP INCCommon equity shares52471Y10681,2721,907,763SH DFND2,5,8,201,686,3720221,391
LEGG MASON INCCommon equity shares52490110573,8172,363,665SH DFND2,5,6,8,11,12,13,202,226,8910136,774
LEGGETT PLATT INCCommon equity shares524660107498,98011,394,648SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,679,0290715,619
LEIDOS HOLDINGS INCCommon equity shares525327102326,2744,717,758SH DFND1,2,5,6,8,10,11,12,13,18,204,413,7150304,043
LEMAITRE VASCULAR INCCommon equity shares52555820125,136648,924SH DFND2,5,20599,780049,144
LENDINGCLUB CORPCommon equity shares52603A10924,3476,273,492SH DFND2,5,8,205,238,45601,035,036
LENDINGTREE INCCommon equity shares52603B107110,495480,217SH DFND2,5,6,8,11,20453,998026,219
LENNAR CORPCommon equity shares526057104590,22112,641,287SH DFND1,2,5,6,8,10,11,12,13,18,2011,429,34101,211,946
LENNAR CORPCommon equity shares5260573022,33660,655SH DFND1,2,5,8,10,13,2052,04008,615
LENNOX INTERNATIONAL INCCommon equity shares526107107284,6441,303,277SH DFND2,5,6,8,10,11,12,13,18,201,175,6420127,635
LEVEL ONE BANCORP INCCommon Stock52730D20851218,399SH DFND2,208,89709,502
LEXICON PHARMACEUTICALS INCCommon equity shares52887230226,9942,530,044SH DFND2,5,8,202,316,7230213,321
LEXINFINTECH HLDG -ADRDepository Receipt52887710353854,132SH DFND254,13200
LEXINGTON REALTY TRUSTReal Estate Investment Trust52904310159,0807,118,287SH DFND2,5,8,10,206,114,18701,004,100
LG DISPLAY CO LTDAmerican Depository Receipt50186V1022,401276,862SH DFND2,5,6,20266,715010,147
LGI HOMES INCCommon equity shares50187T10633,372703,473SH DFND2,5,8,20614,642088,831
LHC GROUP INCCommon equity shares50187A10788,687861,163SH DFND2,5,8,20755,5310105,632
LIBBEY INCCommon equity shares52989810826230,035SH DFND2,2030,03500
LIBERTY BROADBAND CORPCommon equity shares53030710724,127286,085SH DFND2,5,6,8,10,12,13,20267,608018,477
LIBERTY BROADBAND CORPCommon equity shares530307305175,3092,079,564SH DFND2,5,6,8,10,11,12,13,18,201,796,5770282,987
LIBERTY EXPEDIA HOLDINGS INCCommon equity shares53046P10964,1141,363,070SH DFND2,5,8,13,201,175,7780187,292
LIBERTY GLOBAL PLCCommon equity sharesG5480U10467,9902,350,233SH DFND2,5,6,8,10,11,12,13,18,19,201,764,6960585,537
LIBERTY GLOBAL PLCCommon equity sharesG5480U120234,2278,317,592SH DFND2,5,6,8,10,11,12,13,18,207,437,0970880,495
LIBERTY INTERACTIVE LLCConv Bond530715AG69,14413,000,000SH DFND213,000,00000
LIBERTY INTERACTIVE LLCConv Bond530715AL510,46015,283,458SH DFND215,283,45800
LIBERTY INTERACTIVE LLCA U S issuer issuing in U S dollars in the U S capital market530715AN16,7369,700,000SH DFND29,700,00000
LIBERTY LATIN AMERICA LTDCommon equity sharesG9001E10217,346832,163SH DFND2,5,13,20695,2320136,931
LIBERTY LATIN AMERICA LTDCommon equity sharesG9001E12846,0262,230,973SH DFND2,5,8,13,201,849,0250381,948
LIBERTY MEDIA BRAVES GROUPTracking stocks are issued by a parent co to monitor or track the underlying performance and earnin5312297065,225191,423SH DFND2,5,8,13,20162,802028,621
LIBERTY MEDIA BRAVES GROUPTracking stocks are issued by a parent co to monitor or track the underlying performance and earnin53122988818,478677,922SH DFND2,5,8,13,20563,0420114,880
LIBERTY MEDIA CORPConv Bond531229AF918,15015,425,000SH DFND2,515,425,00000
LIBERTY MEDIA CORP DELAWAREConv Bond531229AB843,22635,277,000SH DFND2,535,277,00000
LIBERTY MEDIA FORMULA ONETracking stocks are issued by a parent co to monitor or track the underlying performance and earnin5312298709,188258,200SH DFND2,5,13,20234,348023,852
LIBERTY MEDIA FORMULA ONETracking stocks are issued by a parent co to monitor or track the underlying performance and earnin531229854132,7683,570,003SH DFND2,5,6,8,10,11,12,13,18,19,203,003,8400566,163
LIBERTY MEDIA SIRIUSXM GROUPTracking stocks are issued by a parent co to monitor or track the underlying performance and earnin531229607153,0283,521,948SH DFND2,5,6,8,10,11,12,13,18,203,084,4130437,535
LIBERTY MEDIA SIRIUSXM GROUPTracking stocks are issued by a parent co to monitor or track the underlying performance and earnin53122940985,0861,958,824SH DFND2,5,6,8,10,11,12,13,18,19,201,517,4360441,388
LIBERTY OILFIELD SVSCommon Stock53115L10416,462763,255SH DFND2,5,20632,6820130,573
LIBERTY PROPERTY TRUSTReal Estate Investment Trust531172104344,4188,152,003SH DFND1,2,5,6,8,10,11,12,13,18,19,207,360,2530791,750
LIBERTY TRIPADVISOR HOLDINGSCommon equity shares53146510224,1261,624,315SH DFND2,5,8,201,324,4450299,870
LIFE STORAGE INCReal Estate Investment Trust53223X107196,1092,060,802SH DFND2,5,6,8,10,11,12,13,18,19,201,925,2840135,518
LIFEPOINT HEALTH INCCommon equity shares53219L10985,0971,321,406SH DFND2,5,6,8,11,12,201,196,1780125,228
LIFETIME BRANDS INCCommon equity shares53222Q1032,044187,767SH DFND2,5,20158,926028,841
LIGAND PHARMACEUTICAL INCCommon equity shares53220K504236,084860,111SH DFND2,5,8,10,13,20784,366075,745
LILIS ENERGY INCCommon equity shares5324032013,428700,173SH DFND2,5,20572,7830127,390
LILLY (ELI) COCommon equity shares5324571084,293,97340,014,611SH DFND1,2,5,6,8,10,11,12,13,18,19,2035,658,35304,356,258
LIMELIGHT NETWORKS INCCommon equity shares53261M10410,3182,054,845SH DFND2,5,201,754,8170300,028
LIMONEIRA COCommon equity shares5327461045,735219,745SH DFND2,5,20185,101034,644
LINCOLN EDUCATIONAL SERVICESCommon equity shares5335351002611,584SH DFND2011,58400
LINCOLN ELECTRIC HLDGS INCCommon equity shares533900106276,2372,956,277SH DFND2,5,6,8,11,13,202,858,364097,913
LINCOLN NATIONAL CORPCommon equity shares534187109678,60110,029,597SH DFND1,2,5,6,8,10,11,12,13,18,209,037,2200992,377
LINDBLAD EXPEDITIONS HLDGSCommon equity shares5352191096,203417,233SH DFND2,5,20346,373070,860
LINDSAY CORPCommon equity shares53555510631,217311,453SH DFND2,5,8,20272,423039,030
LINK MOTION INC -ADRAmerican Depository Receipt53577L105811,777SH DFND211,77700
LIONS GATE ENTERTAINMENT CPCommon equity shares53591940116,299668,351SH DFND2,5,8,20596,746071,605
LIONS GATE ENTERTAINMENT CPCommon equity shares53591950027,8071,193,422SH DFND2,5,8,13,201,050,9790142,443
LIPOCINE INCCommon equity shares53630X1041812,400SH DFND2012,40000
LIQUIDIA TECHNOLOGIESCommon Stock53635D2021,01437,000SH DFND2,2028,10008,900
LIQUIDITY SERVICES INCCommon equity shares53635B1074,089643,737SH DFND2,5,20574,506069,231
LITHIA MOTORS INC -CL ACommon equity shares53679710361,231749,890SH DFND2,5,8,20670,461079,429
LITTELFUSE INCCommon equity shares537008104136,491689,758SH DFND2,5,6,8,11,13,20612,695077,063
LIVANOVA PLCCommon equity sharesG5509L101204,5561,650,060SH DFND2,5,6,8,11,13,201,473,8100176,250
LIVE NATION ENTERTAINMENTCommon equity shares538034109239,1094,389,924SH DFND2,5,6,8,10,11,12,13,18,19,203,935,0210454,903
LIVE OAK BANCSHARES INCCommon equity shares53803X10521,830814,574SH DFND2,5,20733,079081,495
LIVEPERSON INCCommon equity shares53814610141,6961,606,894SH DFND2,5,8,201,394,3850212,509
LIVEXLIVE MEDIACommon Stock53839L208427108,565SH DFND2,2088,383020,182
LKQ CORPCommon equity shares501889208411,86713,004,657SH DFND2,5,6,8,10,11,12,13,18,2011,481,99101,522,666
LLOYDS BANKING GROUP PLCAmerican Depository Receipt5394391095517,941SH DFND2017,94100
LOCKHEED MARTIN CORPCommon equity shares53983010915,703,36445,390,696SH DFND1,2,5,6,8,10,11,12,13,18,2044,581,5150809,181
LOEWS CORPCommon equity shares540424108672,52613,388,992SH DFND2,5,6,8,10,11,12,13,18,19,2011,934,61101,454,381
LOGMEIN INCCommon equity shares54142L109124,8321,401,036SH DFND1,2,5,6,8,11,13,201,256,4150144,621
LONESTAR RESOURCES US INCCommon equity shares54240F1038911,500SH DFND2011,50000
LORAL SPACE COMMUNICATIONSCommon equity shares54388110612,151267,577SH DFND2,5,8,20228,542039,035
LOUISIANA-PACIFIC CORPCommon equity shares546347105126,8694,789,314SH DFND2,5,6,8,11,13,204,247,2930542,021
LOWE`S COMPANIES INCCommon equity shares5486611074,083,00435,560,067SH DFND1,2,5,6,8,10,11,12,13,18,19,2031,997,39303,562,674
LOXO ONCOLOGY INCCommon equity shares548862101159,592934,244SH DFND2,5,8,10,13,20845,641088,603
LPL FINANCIAL HOLDINGS INCCommon equity shares50212V10075,9031,176,516SH DFND2,5,8,13,201,034,2240142,292
LRAD CORPCommon equity shares50213V1094113,450SH DFND2013,45000
LSB INDUSTRIES INCCommon equity shares5021601045,115523,064SH DFND2,5,20459,151063,913
LSC COMMUNICATIONS INCCommon equity shares50218P10711,3161,022,915SH DFND2,5,8,20896,6960126,219
LSI INDUSTRIES INCCommon equity shares50216C10820444,257SH DFND2,2042,55701,700
LTC PROPERTIES INCReal Estate Investment Trust50217510277,3051,752,518SH DFND2,5,8,10,18,201,537,6270214,891
LULULEMON ATHLETICA INCCommon equity shares550021109333,6342,053,343SH DFND2,5,6,8,10,11,12,13,18,201,768,2580285,085
LUMBER LIQUIDATORS HLDGS INCCommon equity shares55003T10711,896767,842SH DFND2,5,8,20673,248094,594
LUMENTUM HOLDINGS INCCommon equity shares55024U109127,8632,132,743SH DFND2,5,6,8,11,13,201,903,4870229,256
LUMENTUM HOLDINGS INCConv Bond55024UAB518,96915,825,000SH DFND2,515,825,00000
LUMINEX CORPCommon equity shares55027E10241,5221,370,017SH DFND2,5,8,10,201,176,0260193,991
LUNA INNOVATIONS INCCommon equity shares5503511003711,302SH DFND2011,30200
LUTHER BURBANK CORPCommon Stock5505501072,597238,825SH DFND2,20187,158051,667
LUXFER HOLDINGS PLCAmerican Depository ReceiptG5698W1162129,128SH DFND29,12800
LUXOFT HOLDING INCCommon equity sharesG572791041,43330,285SH DFND230,28500
LYDALL INCCommon equity shares55081910625,309587,082SH DFND2,5,8,20420,4800166,602
LYONDELLBASELL INDUSTRIES NVCommon equity sharesN537451001,464,68814,288,181SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,706,52701,581,654
M T BANK CORPCommon equity shares55261F1041,204,4697,320,220SH DFND1,2,5,6,8,10,11,12,13,18,206,664,9440655,276
M/ACOM TECHNOLOGY SOLUTIONSCommon equity shares55405Y10026,6421,293,322SH DFND2,5,8,201,143,4160149,906
M/I HOMES INCCommon equity shares55305B10121,975918,326SH DFND2,5,8,20817,9710100,355
MACATAWA BANK CORPCommon equity shares5542251025,669484,455SH DFND2,5,20409,555074,900
MACERICH COReal Estate Investment Trust554382101380,3126,878,622SH DFND1,2,5,6,8,10,11,12,13,18,19,206,001,2310877,391
MACK-CALI REALTY CORPReal Estate Investment Trust55448910489,7154,219,900SH DFND2,5,6,8,10,11,18,203,830,6910389,209
MACQUARIE INFRASTRUCTUREConv Bond55608BAA313,91513,950,000SH DFND2,513,950,00000
MACQUARIE INFRASTRUCTUREConv Bond55608BAB111,11212,250,000SH DFND2,512,250,00000
MACQUARIE INFRASTRUCTURE CPClosed end mutual fund55608B10581,2491,761,382SH DFND2,5,8,13,201,652,9370108,445
MACROGENICS INCCommon equity shares55609910926,5641,239,115SH DFND2,5,8,201,112,0830127,032
MACY`S INCCommon equity shares55616P104531,23415,296,006SH DFND1,2,5,6,8,10,11,12,13,18,19,2013,563,38501,732,621
MADDEN STEVEN LTDCommon equity shares55626910889,3701,689,488SH DFND2,5,8,10,201,456,9930232,495
MADISON SQUARE GARDEN COCommon equity shares55825T10376,459242,473SH DFND2,5,8,13,20215,550026,923
MADRIGAL PHARMACEUTICALS INCCommon equity shares55886810591,704428,269SH DFND2,5,8,10,20406,557021,712
MAGELLAN HEALTH INCCommon equity shares55907920753,032736,118SH DFND2,5,8,12,20640,618095,500
MAGIC SOFTWARE ENTERPRISESCommon equity shares55916610328633,690SH DFND233,69000
MAGNACHIP SEMICONDUCTOR CORPCommon equity shares55933J20351551,965SH DFND251,96500
MAGNOLIA OIL GAS CORPCommon Stock55966310981454,200SH DFND2054,20000
MAGYAR BANCORP INCCommon equity shares55977T10944936,954SH DFND200036,954
MAIDEN HOLDINGS LTDCommon equity sharesG5753U1125,6001,964,630SH DFND2,5,8,201,639,8670324,763
MAJESCOCommon equity shares56068V10221428,198SH DFND2,2018,73509,463
MAKEMYTRIP LTDCommon equity sharesV5633W10916,918616,321SH DFND2,2047,2630569,058
MALIBU BOATS INCCommon equity shares56117J10023,809435,081SH DFND2,5,10,20322,1510112,930
MALLINCKRODT PLCCommon equity sharesG5785G107103,7103,538,467SH DFND2,5,6,8,10,11,12,13,203,234,5260303,941
MALVERN BANCORP INCCommon equity shares5614091032,583107,863SH DFND2,2074,206033,657
MAMMOTH ENERGY SERVICES INCCommon equity shares56155L1086,327217,399SH DFND2,20186,164031,235
MANCHESTER UNITED PLCCommon equity sharesG5784H10653523,772SH DFND223,77200
MANHATTAN ASSOCIATES INCCommon equity shares56275010994,7401,735,105SH DFND2,5,6,8,11,13,201,628,1210106,984
MANITEX INTERNATIONAL INCCommon equity shares5634201082,271215,626SH DFND2,20181,280034,346
MANITOWOC COCommon equity shares56357140516,686695,511SH DFND2,5,8,13,20581,4120114,099
MANNKIND CORPCommon equity shares56400P7064,1642,275,087SH DFND2,5,201,810,2160464,871
MANPOWERGROUPCommon equity shares56418H100210,7452,451,627SH DFND2,5,6,8,10,11,12,13,18,202,087,8340363,793
MANTECH INTL CORPCommon equity shares56456310449,812786,901SH DFND2,5,8,10,20690,187096,714
MANULIFE FINANCIAL CORPCommon equity shares56501R10646525,993SH DFND2025,99300
MARATHON OIL CORPCommon equity shares5658491061,018,09743,732,638SH DFND1,2,5,6,8,10,11,12,13,18,2040,338,27903,394,359
MARATHON PETROLEUM CORPCommon equity shares56585A1021,838,34522,987,862SH DFND1,2,5,6,8,10,11,12,13,18,19,2020,957,70002,030,162
MARCHEX INCCommon equity shares56624R10810136,034SH DFND2,2036,03400
MARCUS MILLICHAP INCCommon equity shares56632410912,665364,836SH DFND2,5,8,20293,301071,535
MARCUS CORPCommon equity shares56633010623,591561,089SH DFND2,5,8,20471,422089,667
MARINE PRODUCTS CORPCommon equity shares5684271083,330145,436SH DFND2,20120,975024,461
MARINEMAX INCCommon equity shares56790810817,433820,331SH DFND2,5,8,20733,101087,230
MARINUS PHARMACEUTICALS INCCommon equity shares56854Q1015,817581,696SH DFND2,5,20475,1700106,526
MARKEL CORPCommon equity shares570535104356,357299,834SH DFND2,5,6,8,10,11,12,13,18,20266,010033,824
MARKETAXESS HOLDINGS INCCommon equity shares57060D108170,939957,671SH DFND2,5,6,8,11,13,20900,179057,492
MARLIN BUSINESS SERVICES INCCommon equity shares5711571065,077175,804SH DFND2,5,20149,855025,949
MARRIOTT INTL INCCommon equity shares5719032021,616,49212,243,436SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,972,50101,270,935
MARRIOTT VACATIONS WORLDWIDECommon equity shares57164Y107148,0501,324,837SH DFND1,2,5,6,8,11,13,201,192,7990132,038
MARRONE BIO INNOVTIONSCommon equity shares57165B1061,609879,034SH DFND2,20657,6320221,402
MARSH MCLENNAN COSCommon equity shares5717481021,901,69122,989,565SH DFND1,2,5,6,8,10,11,12,13,18,19,2020,724,17002,265,395
MARTEN TRANSPORT LTDCommon equity shares57307510829,3901,396,084SH DFND2,5,8,201,173,2370222,847
MARTIN MARIETTA MATERIALSCommon equity shares573284106479,0852,633,016SH DFND1,2,5,6,8,10,11,12,13,18,202,372,3980260,618
MARVELL TECHNOLOGY GROUP LTDCommon equity sharesG5876H105261,77313,563,825SH DFND2,5,6,8,10,11,12,13,18,19,2010,660,10002,903,725
MASCO CORPCommon equity shares574599106482,64813,186,935SH DFND2,5,6,8,10,11,12,13,18,2011,855,24701,331,688
MASIMO CORPCommon equity shares574795100160,5691,289,316SH DFND2,5,6,8,11,13,201,189,2670100,049
MASONITE INTERNATIONAL CORPCommon equity shares57538510936,532569,888SH DFND2,5,8,10,20473,059096,829
MASTEC INCCommon equity shares57632310958,1491,302,338SH DFND2,5,8,13,201,087,1580215,180
MASTERCARD INCCommon equity shares57636Q1048,025,10836,050,093SH DFND1,2,5,6,8,10,11,12,13,18,19,2032,063,65503,986,438
MATADOR RESOURCES COCommon equity shares576485205184,0425,568,570SH DFND2,5,6,11,205,234,4050334,165
MATCH GROUP INCCommon equity shares57665R10635,254608,760SH DFND2,5,20543,116065,644
MATERIALISE NV -ADRAmerican Depository Receipt57667T10025818,700SH DFND218,70000
MATERIALS SELECT SECTOR SPDR FUNDExchange Traded Product81369Y10016,278280,985SH DFND1,2010,2850270,700
MATERION CORPCommon equity shares57669010144,735739,379SH DFND2,5,8,20642,172097,207
MATRIX SERVICE COCommon equity shares57685310522,619917,760SH DFND2,5,6,8,10,20792,5130125,247
MATSON INCCommon equity shares57686G10551,6291,302,388SH DFND2,5,8,10,201,130,4920171,896
MATTEL INCCommon equity shares577081102227,55414,493,975SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,790,62101,703,354
MATTHEWS INTL CORP -CL ACommon equity shares57712810143,410865,693SH DFND2,5,8,20756,0910109,602
MAUI LAND PINEAPPLE COCommon equity shares5773451011,17491,658SH DFND2,2077,142014,516
MAXAR TECHNOLOGIES LTDCommon equity shares57778L10332,276976,027SH DFND2,5,6,20802,5660173,461
MAXIM INTEGRATED PRODUCTSCommon equity shares57772K101372,9246,613,194SH DFND1,2,5,6,8,10,11,12,13,18,205,681,0020932,192
MAXIMUS INCCommon equity shares577933104139,2612,140,415SH DFND2,5,6,8,11,13,201,917,0180223,397
MAXLINEAR INCCommon equity shares57776J10044,4912,237,883SH DFND2,5,8,202,013,9580223,925
MAXWELL TECHNOLOGIES INCCommon equity shares5777671062,007574,820SH DFND2,5,20473,1800101,640
MB FINANCIAL INC/MDCommon equity shares55264U108253,7575,503,282SH DFND2,5,6,8,11,13,205,224,2570279,025
MBIA INCCommon equity shares55262C10021,7062,030,447SH DFND2,5,8,12,201,712,6020317,845
MBT FINANCIAL CORPCommon equity shares5788771023,681325,866SH DFND2,10,13,20249,473076,393
MCBC HOLDINGS INCCommon equity shares55276F10713,818385,090SH DFND2,5,20278,2380106,852
MCCORMICK CO INCCommon equity shares579780206836,1386,346,372SH DFND1,2,5,6,8,10,11,12,13,18,205,806,5450539,827
MCDERMOTT INTERNATIONAL INCCommon equity shares580037703151,0978,198,707SH DFND2,5,6,8,11,12,13,19,207,598,0020600,705
MCDONALD`S CORPCommon equity shares5801351016,721,70340,179,968SH DFND1,2,5,6,8,10,11,12,13,18,19,2030,935,26909,244,699
MCEWEN MINING INCCommon equity shares58039P1077,4523,841,430SH DFND2,5,8,203,758,780082,650
MCGRATH RENTCORPCommon equity shares58058910931,048570,041SH DFND2,5,8,10,20457,0050113,036
MCKESSON CORPCommon equity shares58155Q1031,181,7068,908,464SH DFND1,2,5,6,8,10,11,12,13,18,19,207,843,23101,065,233
MDC HOLDINGS INCCommon equity shares55267610845,6111,542,018SH DFND2,5,8,10,201,375,9720166,046
MDC PARTNERS INCCommon equity shares5526971044,2051,013,702SH DFND2,5,8,20843,9250169,777
MDU RESOURCES GROUP INCCommon equity shares552690109277,69110,809,381SH DFND2,5,6,8,11,12,13,2010,547,2850262,096
MECHEL PAOAmerican Depository Receipt5838406081,741550,189SH DFND2,5,20550,18900
MEDEQUITIES REALTY TRUST INCReal Estate Investment Trust58409L3066,818701,341SH DFND2,5,20617,728083,613
MEDICAL PROPERTIES TRUSTReal Estate Investment Trust58463J304181,51112,174,019SH DFND2,5,6,8,10,11,13,19,2011,112,85201,061,167
MEDICINES COCommon equity shares58468810566,1472,211,307SH DFND2,5,8,13,201,958,7170252,590
MEDICINES COMPANYConv Bond584688AE516,12014,955,000SH DFND2,514,955,00000
MEDICINES COMPANYConv Bond584688AG013,18314,350,000SH DFND2,514,350,00000
MEDICINOVA INCCommon equity shares58468P2068,219658,185SH DFND2,5,20543,6270114,558
MEDIDATA SOLUTIONS INCCommon equity shares58471A105145,9481,990,805SH DFND2,5,6,8,11,13,201,706,4110284,394
MEDIFAST INCCommon equity shares58470H10186,701391,343SH DFND2,5,8,20342,804048,539
MEDNAX INCCommon equity shares58502B106121,7202,608,628SH DFND2,5,6,8,11,13,202,352,6500255,978
MEDPACE HOLDINGS INCCommon equity shares58506Q10930,582510,427SH DFND2,5,10,20401,0420109,385
MEDTRONIC PLCCommon equity sharesG5960L1035,460,30455,502,984SH DFND1,2,5,6,8,10,11,12,13,18,19,2049,768,15705,734,827
MELCO RESORTS ENTERTAINMENAmerican Depository Receipt58546410091,4634,324,255SH DFND1,2,5,6,8,10,11,12,13,18,203,613,4860710,769
MELINTA THERAPEUTICS INCCommon equity shares58549G1001,395353,483SH DFND2,5,20278,755074,728
MELLANOX TECHNOLOGIES LTDCommon equity sharesM5136311322,135301,340SH DFND2,5,8,10,13,2097,5920203,748
MENLO THERAPEUTICS INCCommon Stock5868581021,336135,407SH DFND2,20122,261013,146
MERCADOLIBRE INCCommon equity shares58733R102126,726372,228SH DFND2,5,6,8,10,11,12,13,18,20295,460076,768
MERCANTILE BANK CORPCommon equity shares58737610411,653349,146SH DFND2,5,20293,845055,301
MERCER INTL INCCommon equity shares5880561012,148127,915SH DFND2,5,20114,689013,226
MERCHANTS BANCORPCommon equity shares58844R1086,125240,948SH DFND2,5,20192,524048,424
MERCK COCommon equity shares58933Y1058,006,184112,856,389SH DFND1,2,5,6,8,10,11,12,13,18,19,2095,441,631017,414,758
MERCURY GENERAL CORPCommon equity shares589400100205,6034,098,989SH DFND2,5,6,8,11,12,13,204,059,976039,013
MERCURY SYSTEMS INCCommon equity shares589378108131,3862,374,996SH DFND2,5,8,202,201,1040173,892
MEREDITH CORPCommon equity shares589433101317,7826,224,825SH DFND2,5,6,8,11,206,096,1430128,682
MERIDIAN BANCORP INC (MD)Common equity shares58958U10317,4501,026,417SH DFND2,5,6,8,20870,3770156,040
MERIDIAN BIOSCIENCE INCCommon equity shares58958410120,8521,399,303SH DFND2,5,8,201,243,7700155,533
MERIT MEDICAL SYSTEMS INCCommon equity shares589889104106,2801,729,508SH DFND2,5,8,201,500,0210229,487
MERITAGE HOMES CORPCommon equity shares59001A10245,8981,150,262SH DFND2,5,8,201,013,2030137,059
MERITOR INCCommon equity shares59001K10032,6601,687,229SH DFND2,5,8,201,407,9080279,321
MERRIMACK PHARMACEUTICALSCommon equity shares59032820911220,958SH DFND2,2020,95800
MERSANA THRPEUTIC INCCommon equity shares59045L1061,843184,197SH DFND2,20145,045039,152
MESA AIR GROUPCommon Stock5904791351,11080,100SH DFND2,2062,400017,700
MESA LABORATORIES INCCommon equity shares59064R10911,71963,111SH DFND2,5,2053,41409,697
META FINANCIAL GROUP INCCommon equity shares59100U10821,311257,822SH DFND2,5,8,20223,827033,995
METHANEX CORPCommon equity shares59151K1082142,700SH DFND8,202,70000
METHODE ELECTRONICS INCCommon equity shares59152020036,9691,021,181SH DFND2,5,8,20873,8100147,371
METLIFE INCCommon equity shares59156R1082,237,72947,896,356SH DFND1,2,5,6,8,10,11,12,13,18,19,2039,734,40608,161,950
METROPOLITAN BANK HLDNGCommon equity shares5917741043,98496,866SH DFND2,2079,910016,956
METTLER-TOLEDO INTL INCCommon equity shares592688105622,1931,021,688SH DFND2,5,6,8,10,11,12,13,18,20907,9890113,699
MFA FINANCIAL INCReal Estate Investment Trust55272X10256,3007,660,488SH DFND2,5,8,12,13,206,999,4410661,047
MGE ENERGY INCCommon equity shares55277P10448,382757,768SH DFND2,5,8,20647,5150110,253
MGIC INVESTMENT CORP/WICommon equity shares552848103153,47611,530,993SH DFND1,2,5,8,13,2010,219,64901,311,344
MGM GROWTH PROPERTIES LLCReal Estate Investment Trust55303A1055,528187,415SH DFND2,5,8,20128,415059,000
MGM RESORTS INTERNATIONALCommon equity shares552953101571,95220,492,618SH DFND1,2,5,6,8,10,11,12,13,18,2018,554,67201,937,946
MGP INGREDIENTS INCCommon equity shares55303J10630,246383,025SH DFND2,5,8,20314,289068,736
MICHAEL KORS HOLDINGS LTDCommon equity sharesG60754101491,9437,175,238SH DFND1,2,5,6,8,10,11,12,13,18,206,177,8600997,378
MICHAELS COS INCCommon equity shares59408Q10651,0983,148,342SH DFND2,5,6,8,11,12,13,202,984,5660163,776
MICRO FOCUS INTL PLCAmerican Depository Receipt59483730458,5123,165,836SH DFND1,2,5,6,8,10,11,12,13,202,847,4840318,352
MICROCHIP TECH INCConv Bond595017AD692,02860,780,000SH DFND2,560,780,00000
MICROCHIP TECHNOLOGY INCCommon equity shares595017104713,9849,048,198SH DFND1,2,5,6,8,10,11,12,13,18,19,208,052,6660995,532
MICROCHIP TECHNOLOGY INCConv Bond595017AF175,39370,625,000SH DFND2,570,625,00000
MICROCHIP TECHNOLOGY INCConv Bond595017AH727,24425,760,000SH DFND2,525,760,00000
MICRON TECHNOLOGY INCCommon equity shares5951121032,147,45247,478,658SH DFND1,2,5,6,8,10,11,12,13,18,19,2042,007,50605,471,152
MICRON TECHNOLOGY INCConv Bond595112AY955,07835,244,000SH DFND2,535,244,00000
MICROSOFT CORPCommon equity shares59491810435,032,270306,306,499SH DFND1,2,5,6,8,10,11,12,13,18,19,20267,296,864039,009,635
MICROSTRATEGY INCCommon equity shares59497240838,638274,795SH DFND2,5,8,20240,422034,373
MICROVISION INCCommon equity shares5949603043932,402SH DFND2032,40200
MID PENN BANCORP INCCommon equity shares59540G1071,89164,883SH DFND2,2054,471010,412
MID-AMERICA APT CMNTYS INCReal Estate Investment Trust59522J103668,1596,669,610SH DFND2,5,6,8,10,11,12,13,18,19,206,047,2230622,387
MIDDLEBY CORPCommon equity shares596278101135,2831,045,830SH DFND2,5,6,8,10,11,12,13,18,20871,8590173,971
MIDDLEFIELD BANC CORPCommon equity shares5963042041,87239,763SH DFND2,2034,87204,891
MIDDLESEX WATER COCommon equity shares59668010816,071331,882SH DFND2,5,8,20279,731052,151
MIDLAND STATES BANCORPCommon equity shares59774210517,485544,675SH DFND2,5,20461,012083,663
MIDSOUTH BANCORP INCCommon equity shares5980391053,701240,317SH DFND2,5,20168,778071,539
MIDSTATES PETROLEUM CO INCCommon equity shares59804T4073,606404,759SH DFND2,5,20357,046047,713
MIDWESTONE FINANCIAL GROUPCommon equity shares5985111036,833205,055SH DFND2,5,20171,808033,247
MILACRON HOLDINGS CORPCommon equity shares59870L10626,6751,317,334SH DFND2,5,201,086,5560230,778
MILLER (HERMAN) INCCommon equity shares60054410076,1371,982,519SH DFND2,5,6,8,11,201,756,3200226,199
MILLER INDUSTRIES INC/TNCommon equity shares6005512047,394274,837SH DFND2,5,20242,108032,729
MIMECAST LTDCommon equity sharesG148381091,15427,565SH DFND2,527,56500
MIMEDX GROUP INCCommon equity shares60249610157,4809,301,031SH DFND2,5,8,10,208,928,1580372,873
MINAS BUENAVENTURA SAAmerican Depository Receipt20444810479,2455,909,249SH DFND2,5,6,8,10,12,13,18,202,810,93103,098,318
MINDBODY INCCommon equity shares60255W10534,941859,611SH DFND2,5,8,20695,0950164,516
MINERALS TECHNOLOGIES INCCommon equity shares60315810678,7291,164,633SH DFND2,5,6,8,11,201,028,6680135,965
MINERVA NEUROSCIENCES INCCommon equity shares6033801066,367507,278SH DFND2,5,20432,221075,057
MIRAGEN THERAPEUTICS INCCommon equity shares60463E1032,081372,647SH DFND2,20318,787053,860
MIRATI THERAPEUTICS INCCommon Stock60468T10566,1071,403,516SH DFND2,5,201,344,473059,043
MISTRAS GROUP INCCommon equity shares60649T1077,466344,551SH DFND2,5,8,20290,816053,735
MITEK SYSTEMS INCCommon equity shares6067102003,961561,650SH DFND2,5,20468,622093,028
MITEL NETWORKS CORPCommon equity shares60671Q1042,415219,008SH DFND2,5,8,20193,446025,562
MITSUBISHI UFJ FINANCIAL GRPAmerican Depository Receipt60682210415825,536SH DFND2025,53600
MIZUHO FINANCIAL GROUP INCAmerican Depository Receipt60687Y10915644,519SH DFND2044,51900
MKS INSTRUMENTS INCCommon equity shares55306N104115,6671,443,265SH DFND2,5,6,8,11,13,201,342,5100100,755
MOBILE MINI INCCommon equity shares60740F10555,0151,254,599SH DFND2,5,8,201,093,9550160,644
MOBILE TELESYSTEMS PJSCAmerican Depository Receipt607409109101,00411,841,230SH DFND1,2,5,6,8,10,12,13,18,209,571,55802,269,672
MOBILEIRON INCCommon equity shares60739U2046,9051,302,620SH DFND2,5,201,091,3650211,255
MODEL N INCCommon equity shares6075251028,232519,515SH DFND2,5,20445,395074,120
MODINE MANUFACTURING COCommon equity shares60782810014,451970,106SH DFND2,5,8,20810,1770159,929
MOELIS COCommon equity shares60786M10552,085950,539SH DFND2,5,8,20790,2070160,332
MOHAWK INDUSTRIES INCCommon equity shares608190104486,1272,772,349SH DFND2,5,6,8,10,11,12,13,18,202,525,9420246,407
MOLECULAR TEMPLATESCommon equity shares608550109760141,039SH DFND2,20123,039018,000
MOLINA HEALTHCARE INCCommon equity shares60855R100234,5211,577,125SH DFND2,5,6,8,11,12,13,201,482,669094,456
MOLINA HEALTHCARE INCConv Bond60855RAC441,85111,451,000SH DFND2,511,451,00000
MOLSON COORS BREWING COCommon equity shares60871R209465,1437,563,252SH DFND1,2,5,6,8,10,11,12,13,18,206,762,1670801,085
MOMENTA PHARMACEUTICALS INCCommon equity shares60877T10080,5383,062,179SH DFND2,5,8,10,202,786,7560275,423
MOMO INC -ADRAmerican Depository Receipt60879B107104,2652,380,471SH DFND2,5,6,8,10,12,13,18,201,903,5850476,886
MONARCH CASINO RESORT INCCommon equity shares60902710714,550320,076SH DFND2,5,20285,422034,654
MONDELEZ INTERNATIONAL INCCommon equity shares6092071052,687,50462,542,375SH DFND1,2,5,6,8,10,11,12,13,18,19,2056,064,33706,478,038
MONEYGRAM INTERNATIONAL INCCommon equity shares60935Y2083,112581,573SH DFND2,5,8,20485,894095,679
MONGODB INCCommon equity shares60937P1063,66644,952SH DFND2,2044,95200
MONMOUTH RE INVESTMENT CPReal Estate Investment Trust60972010730,5611,827,974SH DFND2,5,8,10,201,500,7230327,251
MONOLITHIC POWER SYSTEMS INCCommon equity shares609839105136,8521,090,180SH DFND2,5,6,8,11,13,201,025,004065,176
MONOTYPE IMAGING HOLDINGSCommon equity shares61022P10024,7761,226,592SH DFND2,5,8,201,069,5170157,075
MONRO INCCommon equity shares61023610172,8531,046,708SH DFND2,5,8,20885,5890161,119
MONSTER BEVERAGE CORPCommon equity shares61174X109952,82616,349,156SH DFND1,2,5,6,8,10,11,12,13,18,2014,643,06401,706,092
MOODY`S CORPCommon equity shares6153691051,245,8067,450,954SH DFND1,2,5,6,8,10,11,12,13,18,206,663,3160787,638
MOOG INC -CL ACommon equity shares615394202105,9481,232,283SH DFND2,5,8,10,13,201,100,6840131,599
MORGAN STANLEYCommon equity shares6174464486,149,303132,044,170SH DFND1,2,5,6,8,10,11,12,13,18,19,20125,572,29206,471,878
MORNINGSTAR INCCommon equity shares61770010937,035294,155SH DFND2,5,8,20261,120033,035
MOSAIC COCommon equity shares61945C103623,39619,193,536SH DFND1,2,5,6,8,10,11,12,13,18,19,2017,388,15001,805,386
MOTORCAR PARTS OF AMER INCCommon equity shares62007110012,270523,264SH DFND2,5,8,20457,225066,039
MOTOROLA SOLUTIONS INCCommon equity shares620076307974,3197,486,700SH DFND1,2,5,6,8,10,11,12,13,18,206,585,6460901,054
MOVADO GROUP INCCommon equity shares62458010620,260483,515SH DFND2,5,8,10,20403,509080,006
MRC GLOBAL INCCommon equity shares55345K10333,5271,786,291SH DFND2,5,8,201,497,6130288,678
MSA SAFETY INCCommon equity shares553498106243,4882,287,574SH DFND2,5,6,8,11,202,085,9600201,614
MSC INDUSTRIAL DIRECT -CL ACommon equity shares553530106125,7911,427,720SH DFND2,5,6,8,11,13,201,358,404069,316
MSCI INCCommon equity shares55354G100718,9814,052,687SH DFND2,5,6,8,10,11,12,13,18,203,618,1710434,516
MSG NETWORKS INCCommon equity shares55357310632,8991,275,099SH DFND2,5,8,201,059,2380215,861
MTS SYSTEMS CORPCommon equity shares55377710326,876491,010SH DFND2,5,8,20430,000061,010
MUELLER INDUSTRIESCommon equity shares62475610251,5171,777,745SH DFND2,5,8,201,378,0460399,699
MUELLER WATER PRODUCTS INCCommon equity shares62475810835,5493,088,207SH DFND2,5,8,202,570,7180517,489
MULTI-COLOR CORPCommon equity shares62538310423,690380,628SH DFND2,5,8,20334,132046,496
MURPHY OIL CORPCommon equity shares626717102214,0066,418,985SH DFND1,2,5,6,8,11,12,13,206,190,7240228,261
MURPHY USA INCCommon equity shares626755102108,0161,263,928SH DFND2,5,6,8,11,12,13,201,054,4060209,522
MUSTANG BIO INCCommon Stock62818Q1041,449243,317SH DFND2,20202,217041,100
MUTUALFIRST FINANCIAL INCCommon equity shares62845B1045,989162,573SH DFND2,5,2084,953077,620
MVB FINANCIAL CORPCommon Stock5538101021,987110,334SH DFND2,2091,686018,648
MYERS INDUSTRIES INCCommon equity shares62846410920,467880,237SH DFND2,5,8,20772,8450107,392
MYLAN NVCommon equity sharesN59465109799,33321,839,598SH DFND1,2,5,6,8,10,11,12,13,18,2019,677,41502,162,183
MYOKARDIA INCCommon equity shares62857M10548,131738,202SH DFND2,5,8,20622,5750115,627
MYOVANT SCIENCES LTDCommon equity sharesG637AM1021,24246,778SH DFND1,5,2046,4780300
MYR GROUP INCCommon equity shares55405W10414,818454,039SH DFND2,5,8,20395,914058,125
MYRIAD GENETICS INCCommon equity shares62855J104158,6263,448,412SH DFND2,5,8,10,203,183,5600264,852
N B T BANCORP INCCommon equity shares62877810251,1411,332,495SH DFND2,5,8,201,188,9560143,539
NABORS INDUSTRIES INCConv Bond62957HAB115,55219,850,000SH DFND2,519,850,00000
NABORS INDUSTRIES LTDCommon equity sharesG6359F10364,98110,545,808SH DFND2,5,6,8,11,12,13,209,868,7970677,011
NACCO INDUSTRIES -CL ACommon equity shares6295791034,194128,047SH DFND2,5,20115,666012,381
NAM TAI PROPERTY INCCommon equity sharesG6390710266867,849SH DFND2,2067,84900
NANOMETRICS INCCommon equity shares63007710527,841741,999SH DFND2,5,8,10,20612,9580129,041
NANOSTRING TECHNOLOGIES INCCommon equity shares63009R1096,623371,406SH DFND2,5,20305,711065,695
NANOVIRICIDES INCCommon equity shares630087203513,538SH DFND2013,53800
NANTHEALTH INCCommon equity shares630104107336214,420SH DFND2,20174,377040,043
NANTKWEST INCCommon equity shares63016Q1021,525412,097SH DFND2,5,20340,729071,368
NAPCO SECURITY TECH INCCommon equity shares6304021052,882192,888SH DFND2,20156,929035,959
NASDAQ INCCommon equity shares631103108450,8915,255,065SH DFND1,2,5,6,8,10,11,12,13,18,19,204,702,7820552,283
NATERA INCCommon equity shares63230710443,4961,816,824SH DFND2,5,201,716,5880100,236
NATHAN`S FAMOUS INCCommon equity shares6323471004,12850,110SH DFND2,2041,01909,091
NATIONAL BANK HLDGS CORPCommon equity shares63370710443,2011,147,457SH DFND2,5,8,201,018,2070129,250
NATIONAL BANKSHARES INC VACommon equity shares6348651095,948130,858SH DFND2,5,20111,496019,362
NATIONAL BEVERAGE CORPCommon equity shares63501710627,223233,451SH DFND2,5,8,20195,904037,547
NATIONAL CINEMEDIA INCCommon equity shares63530910719,4601,837,162SH DFND2,5,8,10,201,439,9340397,228
NATIONAL COMMERCE CORPCommon equity shares63546L10211,631281,638SH DFND2,5,20233,596048,042
NATIONAL FUEL GAS COCommon equity shares636180101323,9305,778,345SH DFND2,5,6,11,12,13,205,673,4840104,861
NATIONAL GENERAL HOLDINGS CPCommon equity shares63622030333,6101,252,287SH DFND2,5,8,201,000,4850251,802
NATIONAL GRIDDepository Receipt6362744091,02719,797SH DFND1,2019,79700
NATIONAL HEALTH INVESTORSReal Estate Investment Trust63633D10485,6071,132,566SH DFND2,5,8,10,20937,6220194,944
NATIONAL HEALTHCARE CORPCommon equity shares63590610023,491311,670SH DFND2,5,6,10,20263,574048,096
NATIONAL INSTRUMENTS CORPCommon equity shares636518102144,0352,980,286SH DFND2,5,6,8,11,13,202,756,2570224,029
NATIONAL OILWELL VARCO INCCommon equity shares637071101806,20118,714,103SH DFND1,2,5,6,8,10,11,12,13,18,2017,039,28301,674,820
NATIONAL PRESTO INDS INCCommon equity shares63721510440,579312,979SH DFND2,5,10,20287,941025,038
NATIONAL RESEARCH CORPCommon equity shares6373722027,546195,519SH DFND2,5,20167,938027,581
NATIONAL RETAIL PROPERTIESReal Estate Investment Trust637417106584,99913,052,158SH DFND2,5,6,8,10,11,12,13,18,19,2012,226,9120825,246
NATIONAL STORAGE AFFILIATESReal Estate Investment Trust63787010658,9802,318,357SH DFND2,5,8,10,18,202,067,3880250,969
NATIONAL VISION HLDGS INCCommon equity shares63845R10749,2791,091,667SH DFND2,5,20943,0160148,651
NATIONAL WESTERN LIFE GROUPCommon equity shares63851710215,28447,873SH DFND2,5,8,2040,20807,665
NATURAL GAS SERVICES GROUPCommon equity shares63886Q1096,440305,229SH DFND2,5,20217,973087,256
NATURAL GROCERS VITAMIN CTGECommon equity shares63888U1083,240191,775SH DFND2,20162,958028,817
NATURAL HEALTH TRENDS CORPCommon equity shares63888P4062,963127,241SH DFND2,5,20104,483022,758
NATURES SUNSHINE PRODS INCCommon equity shares6390271011,542176,092SH DFND2,20148,245027,847
NATUS MEDICAL INCCommon equity shares63905010343,3301,215,475SH DFND2,5,8,201,102,8030112,672
NAUTILUS INCCommon equity shares63910B10211,640834,306SH DFND2,5,8,20731,1760103,130
NAVIDEA BIOPHARMACEUTICALSCommon equity shares63937X1031564,995SH DFND2064,99500
NAVIENT CORPCommon equity shares63938C10894,1256,982,344SH DFND1,2,5,6,8,11,12,13,206,547,1010435,243
NAVIGANT CONSULTING INCCommon equity shares63935N10730,2941,313,785SH DFND2,5,8,201,107,0410206,744
NAVIGATORS GROUP INCCommon equity shares63890410249,950722,878SH DFND2,5,8,20538,6390184,239
NAVISTAR INTERNATIONAL CORPCommon equity shares63934E10839,4581,024,899SH DFND2,5,8,13,20864,6580160,241
NAVISTAR INTL CORPConv Bond63934EAS717,03216,400,000SH DFND2,516,400,00000
NCI BUILDING SYSTEMS INCCommon equity shares62885220414,871981,706SH DFND2,5,20735,6180246,088
NCR CORPCommon equity shares62886E108146,1505,144,214SH DFND1,2,5,6,8,11,12,13,19,204,929,0000215,214
NCS MULTISTAGE HLDG INCCommon equity shares6288771022,662161,150SH DFND2,5,20137,870023,280
NEENAH PAPER INCCommon equity shares64007910944,635517,177SH DFND2,5,8,20439,305077,872
NEKTAR THERAPEUTICSCommon equity shares640268108403,0996,612,531SH DFND1,2,5,6,8,10,11,12,13,18,19,205,930,9400681,591
NELNET INCCommon equity shares64031N10822,551394,420SH DFND2,5,8,10,20323,140071,280
NEOGEN CORPCommon equity shares640491106112,2571,569,336SH DFND2,5,8,201,389,3720179,964
NEOGENOMICS INCCommon equity shares64049M20918,3001,192,212SH DFND2,5,8,20993,9830198,229
NEON THERAPEUTICS INCCommon Stock64050Y1008710,200SH DFND200010,200
NEONODE INCCommon equity shares64051M402410,842SH DFND2010,84200
NEOPHOTONICS CORPCommon equity shares64051T1004,989601,192SH DFND2,5,20507,525093,667
NEOS THERAPEUTICS INCCommon equity shares64052L1062,226458,421SH DFND2,5,20388,634069,787
NET 1 UEPS TECHNOLOGIES INCCommon equity shares64107N2061,451181,351SH DFND2,5,8,20152,165029,186
NETAPP INCCommon equity shares64110D104942,17210,969,508SH DFND2,5,6,8,10,11,12,13,18,209,602,78701,366,721
NETEASE INCAmerican Depository Receipt64110W102404,5751,772,499SH DFND1,2,5,6,8,10,12,13,18,201,455,8780316,621
NETFLIX INCCommon equity shares64110L1065,618,94015,018,666SH DFND1,2,5,6,8,10,11,12,13,18,19,2013,195,02401,823,642
NETGEAR INCCommon equity shares64111Q10458,887936,941SH DFND2,5,8,20818,4050118,536
NETSCOUT SYSTEMS INCCommon equity shares64115T10467,9832,692,423SH DFND2,5,6,8,11,13,202,432,5880259,835
NEUROCRINE BIOSCIENCESConv Bond64125CAD131,75418,425,000SH DFND2,518,425,00000
NEUROCRINE BIOSCIENCESConv Bond67020YAN014,33013,825,000SH DFND2,513,825,00000
NEUROCRINE BIOSCIENCES INCCommon equity shares64125C109205,1351,668,469SH DFND2,5,8,13,201,527,4200141,049
NEURONETICS INCCommon Stock64131A1052,23469,729SH DFND2,2052,907016,822
NEVADA GOLD CASINOS INCCommon equity shares64126Q2062510,515SH DFND2010,51500
NEVRO CORPCommon equity shares64157F10344,250776,255SH DFND2,5,8,20682,530093,725
NEW HOME COMPANY INCCommon equity shares6453701071,911237,112SH DFND2,13,20193,986043,126
NEW JERSEY RESOURCES CORPCommon equity shares646025106299,1136,488,296SH DFND2,5,6,8,11,13,19,206,201,6420286,654
NEW MEDIA INVESTMENT GROUPCommon equity shares64704V10625,2831,611,445SH DFND2,5,8,201,401,2810210,164
NEW ORIENTAL ED TECHAmerican Depository Receipt647581107250,8093,388,873SH DFND1,2,5,6,8,10,12,13,18,202,419,0300969,843
NEW RELIC INCCommon equity shares64829B10092,824985,083SH DFND2,5,8,13,20744,4770240,606
NEW RESIDENTIAL INV CPReal Estate Investment Trust64828T20178,7264,417,660SH DFND2,5,8,12,13,203,947,3920470,268
NEW SENIOR INVESTMENT GROUPReal Estate Investment Trust64869110311,8002,000,384SH DFND2,5,8,10,201,654,3270346,057
NEW YORK CO INCCommon equity shares6492951021,743451,191SH DFND2,5,20377,784073,407
NEW YORK CMNTY BANCORP INCCommon equity shares649445103226,78021,869,753SH DFND1,2,5,6,8,10,11,12,13,18,19,2020,138,42901,731,324
NEW YORK MORTGAGE TRUST INCReal Estate Investment Trust64960450122,4173,687,144SH DFND2,5,8,203,247,4510439,693
NEW YORK REIT INCCommon equity shares64976L20880044,107SH DFND2,5,2034,89409,213
NEW YORK TIMES CO -CL ACommon equity shares650111107101,8514,399,402SH DFND2,5,6,8,11,203,958,5540440,848
NEWATER TECHNOLOGY INCCommon StockG6433510513715,045SH DFND215,04500
NEWELL BRANDS INCCommon equity shares651229106400,64019,735,989SH DFND1,2,5,6,8,10,11,12,13,18,2017,523,23802,212,751
NEWFIELD EXPLORATION COCommon equity shares651290108379,80913,174,323SH DFND1,2,5,6,8,10,11,12,13,18,19,2011,307,38001,866,943
NEWLINK GENETICS CORPCommon equity shares6515111071,290539,824SH DFND2,5,20448,707091,117
NEWMARK GROUP INCCommon Stock65158N1024,389392,417SH DFND2,20322,247070,170
NEWMARKET CORPCommon equity shares65158710791,652226,011SH DFND2,5,6,8,11,13,20212,559013,452
NEWMONT MINING CORPCommon equity shares651639106826,05327,352,776SH DFND1,2,5,6,8,10,11,12,13,18,2024,769,29402,583,482
NEWPARK RESOURCESCommon equity shares65171850429,4802,848,173SH DFND2,5,8,202,524,9700323,203
NEWS CORPCommon equity shares65249B109201,57415,282,790SH DFND1,2,5,6,8,10,11,12,13,18,19,2012,960,94602,321,844
NEWS CORPCommon equity shares65249B20846,9913,454,976SH DFND2,5,6,10,11,12,13,203,071,5750383,401
NEXA RESOURCES SACommon StockL6735910669457,600SH DFND257,60000
NEXEO SOLUTIONS INCCommon equity shares65342H1028,284676,114SH DFND2,5,20580,407095,707
NEXPOINT RESIDENTIAL TR INCReal Estate Investment Trust65341D10213,124395,340SH DFND2,5,20326,542068,798
NEXSTAR MEDIA GROUPCommon equity shares65336K10372,531890,988SH DFND2,5,8,13,20741,9600149,028
NEXTDECADE CORPCommon equity shares65342K105940166,202SH DFND2,20151,702014,500
NEXTERA ENERGY INCCommon equity shares65339F1013,862,00323,042,976SH DFND1,2,5,6,8,10,11,12,13,18,19,2021,153,72901,889,247
NEXTERA ENERGY INCConv Bond65339F82053,948942,811SH DFND2942,81100
NEXTERA ENERGY PARTNERS LPLimited Partnership65341B1064,47992,318SH DFND2,5,8,2069,376022,942
NEXTGEN HEALTHCARE INCCommon equity shares65343C10229,4581,467,340SH DFND2,5,8,201,252,9700214,370
NI HOLDINGS INCCommon equity shares65342T1062,363140,133SH DFND2,20119,433020,700
NIC INCCommon equity shares62914B10031,3052,115,538SH DFND2,5,8,201,675,4050440,133
NICE LTDAmerican Depository Receipt6536561089067,925SH DFND6,207,92500
NICOLET BANKSHARES INCCommon equity shares65406E1029,323171,030SH DFND2,5,20147,127023,903
NIELSEN HOLDINGS PLCCommon equity sharesG6518L108401,14514,502,751SH DFND1,2,5,6,8,10,11,12,13,18,19,2013,018,71401,484,037
NII HOLDINGS INCCommon equity shares62913F50810,2831,754,737SH DFND2,5,201,463,6100291,127
NIKE INCCommon equity shares6541061035,035,18959,431,888SH DFND1,2,5,6,8,10,11,12,13,18,19,2048,257,838011,174,050
NINE ENERGY SERVICE INCCommon Stock65441V1016,791222,161SH DFND2,20183,870038,291
NISOURCE INCCommon equity shares65473P105420,62916,879,272SH DFND1,2,5,6,8,10,11,12,13,18,19,2015,507,77201,371,500
NL INDUSTRIESCommon equity shares629156407858143,036SH DFND2,20118,772024,264
NLIGHT INCCommon Stock65487K1002,380107,213SH DFND2,2086,234020,979
NMI HOLDINGS INCCommon equity shares62920930540,5341,789,421SH DFND2,5,8,201,512,3500277,071
NN INCCommon equity shares6293371069,248592,790SH DFND2,5,20512,894079,896
NOAH HOLDINGS LTD -ADRAmerican Depository Receipt65487X10222,483533,659SH DFND2,5,6,8,10,12,18,20437,008096,651
NOBLE CORP PLCCommon equity sharesG6543110168,5219,747,419SH DFND1,2,5,8,12,208,849,7060897,713
NOBLE ENERGY INCCommon equity shares655044105773,76424,808,165SH DFND1,2,5,6,8,10,11,12,13,18,2023,046,96801,761,197
NOKIA CORPAmerican Depository Receipt6549022042,618469,115SH DFND1,20469,11500
NOMAD FOODS LTDCommon equity sharesG6564A10543721,590SH DFND5,2021,59000
NOMURA HOLDINGS INCAmerican Depository Receipt65535H20817035,760SH DFND2035,76000
NOODLES COCommon equity shares65540B1052,620216,765SH DFND2,5,20186,190030,575
NORDIC AMERICAN TANKERS LTDCommon equity sharesG657731065,1002,442,737SH DFND2,5,202,035,3280407,409
NORDSON CORPCommon equity shares655663102258,0691,857,940SH DFND2,5,6,8,11,13,201,769,876088,064
NORDSTROM INCCommon equity shares655664100375,1296,271,828SH DFND1,2,5,6,8,10,11,12,13,18,19,205,555,7650716,063
NORFOLK SOUTHERN CORPCommon equity shares6558441082,094,03411,601,268SH DFND1,2,5,6,8,10,11,12,13,18,19,2010,295,64901,305,619
NORTHEAST BANCORP/MECommon equity shares6639042092,437112,365SH DFND2,2095,760016,605
NORTHERN OIL GAS INCCommon equity shares66553110942,27510,568,302SH DFND2,5,10,209,697,9840870,318
NORTHERN TRUST CORPCommon equity shares6658591041,014,9559,937,770SH DFND2,5,6,8,10,11,12,13,18,209,045,6460892,124
NORTHFIELD BANCORP INCCommon equity shares66611T10821,5991,356,730SH DFND2,5,6,8,201,198,7840157,946
NORTHRIM BANCORP INCCommon equity shares6667621096,282151,273SH DFND2,5,10,20120,325030,948
NORTHROP GRUMMAN CORPCommon equity shares6668071025,797,79518,268,242SH DFND1,2,5,6,8,10,11,12,13,18,2017,711,7160556,526
NORTHSTAR REALTY EUROPE CORPReal Estate Investment Trust66706L10123,0441,627,387SH DFND2,5,8,18,201,438,6760188,711
NORTHWEST BANCSHARES INCCommon equity shares66734010357,0093,291,524SH DFND2,5,6,8,10,202,925,5400365,984
NORTHWEST NATURAL GAS COCommon Stock66765510455,236825,648SH DFND2,5,8,19,20726,446099,202
NORTHWEST PIPE COCommon equity shares6677461012,817142,512SH DFND2,5,20122,157020,355
NORTHWESTERN CORPCommon equity shares668074305103,0791,757,124SH DFND2,5,6,8,11,12,13,19,201,573,2500183,874
NORWEGIAN CRUISE LINE HLDGSCommon equity sharesG66721104474,3638,259,789SH DFND2,5,6,8,10,11,12,13,18,207,479,8430779,946
NORWOOD FINANCIAL CORPCommon equity shares6695491073,63993,000SH DFND2,2078,905014,095
NOVA MEASURING INSTRUMENTSCommon equity sharesM7516K10326910,240SH DFND210,24000
NOVANTA INCCommon equity shares67000B10445,016658,183SH DFND2,5,8,10,20548,6560109,527
NOVARTIS AGAmerican Depository Receipt66987V109234,4972,721,656SH DFND1,12,2061,29102,660,365
NOVAVAX INCCommon equity shares67000210432,67417,377,825SH DFND2,5,8,2015,921,80601,456,019
NOVO NORDISK A/SAmerican Depository Receipt670100205226,8164,811,537SH DFND1,2026,43904,785,098
NOVOCURE LTDCommon equity sharesG6674U10870,5491,346,384SH DFND1,2,5,8,201,108,7950237,589
NOW INCCommon equity shares67011P10058,1253,512,138SH DFND2,5,6,8,11,12,13,203,168,9470343,191
NRG ENERGY INCCommon equity shares629377508447,59311,967,773SH DFND1,2,5,6,8,10,11,12,13,2011,048,4410919,332
NU SKIN ENTERPRISES -CL ACommon equity shares67018T105119,2671,447,081SH DFND2,5,6,8,11,13,201,367,477079,604
NUANCE COMMUNICATIONSConv Bond67020YAK620,33721,495,000SH DFND2,521,495,00000
NUANCE COMMUNICATIONS INCCommon equity shares67020Y10065,5673,785,828SH DFND2,5,6,8,12,13,203,388,1160397,712
NUCOR CORPCommon equity shares6703461051,103,00317,383,862SH DFND1,2,5,6,8,10,11,12,13,18,2015,978,62401,405,238
NUTANIX INCCommon equity shares67059N10855,4231,297,374SH DFND2,5,8,13,201,123,4630173,911
NUTRIEN LTDCommon equity shares67077M108837,86814,520,441SH DFND1,2,5,6,8,10,11,12,13,18,19,2013,119,43401,401,007
NUTRISYSTEM INCCommon equity shares67069D10841,8021,128,211SH DFND2,5,8,201,020,6400107,571
NUVASIVE INCCommon equity shares670704105140,8421,984,213SH DFND2,5,6,8,11,13,201,680,4980303,715
NUVASIVE INCConv Bond670704AG026,93221,257,000SH DFND2,521,257,00000
NUVECTRA CORPCommon equity shares67075N1085,153234,583SH DFND2,20187,072047,511
NV5 GLOBAL INCCommon equity shares62945V10914,560167,937SH DFND2,5,20140,308027,629
NVE CORPCommon equity shares62944520611,289106,585SH DFND2,5,8,2092,072014,513
NVENT ELECTRIC PLCCommon StockG6700G107316,64811,658,838SH DFND1,2,5,6,8,11,12,13,2011,421,7120237,126
NVIDIA CORPCommon equity shares67066G1046,627,24723,582,820SH DFND1,2,5,6,8,10,11,12,13,18,19,2021,016,90502,565,915
NVR INCCommon equity shares62944T105322,036130,339SH DFND2,5,6,8,10,11,12,13,18,20119,510010,829
NXP SEMICONDUCTORS N VConv Bond62952QAB641,63339,890,000SH DFND2,539,890,00000
NXP SEMICONDUCTORS NVCommon equity sharesN6596X109871,37310,191,444SH DFND1,2,5,6,8,10,11,12,13,18,208,225,53501,965,909
NXSTAGE MEDICAL INCCommon equity shares67072V10349,0821,759,761SH DFND2,5,8,201,546,3710213,390
NYMOX PHARMACEUTICAL CORPCommon equity sharesP733981021,180480,363SH DFND2,6,20416,916063,447
OAK VALLEY BANCORPCommon equity shares6718071051,90596,936SH DFND2,2082,007014,929
OASIS PETROLEUM INCCommon equity shares674215108199,79514,090,029SH DFND2,5,6,8,11,12,13,2013,048,39601,041,633
OCCIDENTAL PETROLEUM CORPCommon equity shares6745991053,098,25037,705,247SH DFND1,2,5,6,8,10,11,12,13,18,19,2034,588,62103,116,626
OCEAN RIG UDW INCCommon equity sharesG6696411830,823890,302SH DFND2,5,6,20728,1020162,200
OCEANEERING INTERNATIONALCommon equity shares675232102102,6913,720,544SH DFND2,5,6,8,11,13,203,397,6490322,895
OCEANFIRST FINANCIAL CORPCommon equity shares67523410825,277928,530SH DFND2,5,20720,0780208,452
OCLARO INCCommon equity shares67555N20647,0815,266,259SH DFND2,5,8,204,662,2590604,000
OCULAR THERAPEUTIX INCCommon equity shares67576A1003,256473,294SH DFND2,5,20375,039098,255
OCWEN FINANCIAL CORPCommon equity shares6757463098,7162,211,747SH DFND2,5,8,201,840,0130371,734
ODONATE THERAPEUTICSCommon Stock6760791062,258116,291SH DFND2,20100,307015,984
OFFICE DEPOT INCCommon equity shares67622010660,07518,715,609SH DFND2,5,8,12,13,2016,679,96802,035,641
OFG BANCORPCommon equity shares67103X10230,9351,915,655SH DFND2,5,8,201,747,9010167,754
OGE ENERGY CORPCommon equity shares670837103271,7437,482,079SH DFND1,2,5,6,8,10,11,12,13,18,19,206,914,0890567,990
OHIO VALLEY BANC CORPCommon equity shares6777191062,13858,291SH DFND2,2049,63908,652
OIL DRI CORP AMERICACommon equity shares6778641003,72796,563SH DFND2,5,2082,644013,919
OIL STATES INTL INCCommon equity shares67802610574,7652,251,963SH DFND2,5,6,8,12,201,826,2010425,762
OKTA INCCommon equity shares67929510584,7071,203,960SH DFND2,5,13,20962,4910241,469
OLD DOMINION FREIGHTCommon equity shares679580100357,6252,217,702SH DFND2,5,6,8,10,11,12,13,18,201,985,0920232,610
OLD LINE BANCSHARES INCCommon equity shares67984M1009,144289,137SH DFND2,5,20236,051053,086
OLD NATIONAL BANCORPCommon equity shares680033107136,4497,070,052SH DFND2,5,8,206,538,2080531,844
OLD POINT FINANCIAL CORPCommon equity shares6801941071,06735,663SH DFND2,203,893031,770
OLD REPUBLIC INTL CORPCommon equity shares680223104481,58721,518,703SH DFND2,5,6,8,11,12,13,2021,124,1310394,572
OLD SECOND BANCORP INC/ILCommon equity shares6802771008,523551,589SH DFND2,5,20436,9360114,653
OLIN CORPCommon equity shares680665205171,5826,681,594SH DFND2,5,6,8,11,13,206,450,8130230,781
OLLIE`S BARGAIN OUTLET HLDGSCommon equity shares681116109165,4751,721,911SH DFND2,5,6,8,11,201,553,9480167,963
OLYMPIC STEEL INCCommon equity shares68162K1065,301254,156SH DFND2,5,20223,847030,309
OMEGA FLEX INCCommon equity shares6820951043,82353,729SH DFND2,2044,60409,125
OMEGA HEALTHCARE INVS INCReal Estate Investment Trust681936100216,0966,594,309SH DFND2,5,6,8,10,11,13,19,206,023,4060570,903
OMEROS CORPCommon equity shares68214310225,7701,055,585SH DFND2,5,8,20916,3030139,282
OMNICELL INCCommon equity shares68213N10986,2231,199,168SH DFND2,5,8,20959,0040240,164
OMNICOM GROUPCommon equity shares681919106636,2589,353,923SH DFND1,2,5,6,8,10,11,12,13,18,19,208,350,95301,002,970
OMNOVA SOLUTIONS INCCommon equity shares6821291018,587871,177SH DFND2,5,8,20733,2870137,890
ON DECK CAPITAL INCCommon equity shares6821631006,752891,613SH DFND2,5,20739,6990151,914
ON SEMICONDUCTOR CORPCommon equity shares682189105162,0568,793,295SH DFND2,5,6,8,10,11,12,13,18,19,207,368,03101,425,264
ON SEMICONDUCTOR CORPConv Bond682189AK128,00424,075,000SH DFND2,524,075,00000
ON SEMICONDUCTOR CORPConv Bond682189AP022,78620,150,000SH DFND2,520,150,00000
ONCOMED PHARMACEUTICALSCommon equity shares68234X1026731,447SH DFND2,2031,44700
ONCOSEC MEDICAL INCCommon equity shares68234L2071913,300SH DFND2013,30000
ONE GAS INCCommon equity shares68235P108149,0601,811,609SH DFND1,2,5,6,8,10,11,13,19,201,614,3790197,230
ONE LIBERTY PROPERTIES INCReal Estate Investment Trust6824061039,958358,465SH DFND2,5,8,20286,328072,137
ONEMAIN HOLDINGS INCCommon equity shares68268W10332,611970,309SH DFND2,5,8,13,20857,7190112,590
ONEOK INCCommon equity shares6826801031,373,90720,267,111SH DFND1,2,5,6,8,10,11,12,13,18,19,2018,502,12301,764,988
ONESPAN INCCommon equity shares68287N10018,454968,756SH DFND2,5,8,20788,2720180,484
OOMA INCCommon equity shares6834161015,011301,852SH DFND2,20246,507055,345
OP BANCORPCommon Stock67109R1092,022174,429SH DFND2,20146,550027,879
OPEN TEXT CORPCommon equity shares68371510650413,256SH DFND2,2013,25600
OPHTHOTECH CORPCommon equity shares6837451039941,652SH DFND2041,65200
OPKO HEALTH INCCommon equity shares68375N10377,25222,326,759SH DFND2,5,8,10,13,2021,255,66201,071,097
OPPENHEIMER HOLDINGS INCCommon equity shares6837971047,349232,567SH DFND2,10,20176,992055,575
OPTINOSE INCCommon equity shares68404V1003,558286,225SH