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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X GENOMICS INC-CLASS A CL A COM 88025U109 6,852 89,872 SH   DFND 1 89,872 0 0
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 5,259 362,741 SH   DFND 1 361,316 0 1,425
1ST CONSTITUTION BANCORP COM 31986N102 2,415 109,133 SH   DFND 1 109,133 0 0
1ST SOURCE CORP COM 336901103 12,493 240,821 SH   DFND 1 240,821 0 0
21VIANET GROUP INC-ADR SPONSORED ADS A 90138A103 288 39,828 SH   DFND 1 39,828 0 0
22ND CENTURY GROUP INC COM 90137F103 1,662 1,510,959 SH   DFND 1 1,510,959 0 0
2U INC COM 90214J101 16,688 695,646 SH   DFND 1 695,646 0 0
360 FINANCE INC -ADR ADS 88557W101 140 14,374 SH   DFND 1 14,374 0 0
3D SYSTEMS CORP COM NEW 88554D205 13,253 1,514,739 SH   DFND 1 1,514,739 0 0
3M CO COM 88579Y101 1,653,020 9,384,624 SH   DFND 1 9,357,229 0 27,395
3M CO COM 88579Y101 0 2 SH   DFND 1 2 2 0 0
51JOB INC-ADR SPONSORED ADS 316827104 7,905 93,637 SH   DFND 1 93,409 0 228
58.COM INC-ADR SPON ADR REP A 31680Q104 15,400 239,759 SH   DFND 1 239,521 0 238
89BIO INC COM 282559103 1,473 56,033 SH   DFND 1 56,033 0 0
8X8 INC COM 282914100 23,313 1,273,968 SH   DFND 1 1,273,968 0 0
A H BELO CORP-A COM CL A 001282102 291 103,526 SH   DFND 1 103,526 0 0
A10 NETWORKS INC COM 002121101 4,888 711,564 SH   DFND 1 711,564 0 0
AAON INC COM PAR $0.004 000360206 30,655 620,436 SH   DFND 1 620,436 0 0
AAR CORP COM 000361105 24,619 545,876 SH   DFND 1 545,876 0 0
AARON'S INC COM PAR $0.50 002535300 53,439 935,737 SH   DFND 1 919,301 0 16,436
AARON'S INC COM PAR $0.50 002535300 135 2,380 SH   DFND 1 2 2,380 0 0
AAWW 1.875 06/01/24 NOTE 1.875% 6/0 049164BJ4 8,805 10,444,000 PRN   DFND 1 2 10,444,000 0 0
AAWW 1.875 06/01/24 NOTE 1.875% 6/0 049164BJ4 847 1,000,000 PRN   DFND 1 1,000,000 0 0
ABB LTD-SPON ADR SPONSORED ADR 000375204 546 22,702 SH   DFND 1 18,800 0 3,902
ABBOTT LABORATORIES COM 002824100 2,167,240 25,003,698 SH   DFND 1 24,919,812 0 83,886
ABBOTT LABORATORIES COM 002824100 11 127 SH   DFND 1 2 127 0 0
ABBVIE INC COM 00287Y109 2,157,655 24,410,658 SH   DFND 1 24,340,709 0 69,949
ABBVIE INC COM 00287Y109 1,604 18,119 SH   DFND 1 2 18,119 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 1,633 499,414 SH   DFND 1 499,414 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 14,137 817,659 SH   DFND 1 817,256 0 403
ABERDEEN AUSTRALIA EQUITY FD COM 003011103 215 39,798 SH   DFND 1 2 39,798 0 0
ABERDEEN GLBL DYN DIVID COM 00302M106 129 12,485 SH   DFND 1 2 12,485 0 0
ABERDEEN JAPAN EQUITY FUND I COM 00306J109 520 66,953 SH   DFND 1 2 66,953 0 0
ABERDEEN TTL DYN DIVID COM SH BEN INT 00326L100 182 20,432 SH   DFND 1 2 20,432 0 0
ABIOMED INC COM 003654100 120,769 709,391 SH   DFND 1 707,274 0 2,117
ABIOMED INC COM 003654100 83 492 SH   DFND 1 2 492 0 0
ABM INDUSTRIES INC COM 000957100 32,469 861,019 SH   DFND 1 861,019 0 0
ABRAXAS PETROLEUM CORP COM 003830106 736 2,098,007 SH   DFND 1 2,098,007 0 0
AC IMMUNE SA SHS H00263105 275 32,299 SH   DFND 1 32,299 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 35,167 518,621 SH   DFND 1 518,621 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 2,284 33,691 SH   DFND 1 2 33,691 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,624 610,841 SH   DFND 1 610,841 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 33,732 1,015,413 SH   DFND 1 993,708 0 21,705
ACADIA PHARMACEUTICALS INC COM 004225108 69,177 1,617,061 SH   DFND 1 1,617,061 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 171 3,998 SH   DFND 1 2 3,998 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 38,389 1,480,503 SH   DFND 1 1,480,503 0 0
ACASTI PHARMA INC CL A NEW 00430K402 150 61,235 SH   DFND 1 61,235 0 0
ACCEL ENTERTAINMENT INC-CW *W EXP 11/20/202 00436Q114 737 250,000 SH   DFND 1 2 250,000 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,464 382,510 SH   DFND 1 382,316 0 194
ACCELERON PHARMA INC COM 00434H108 33,923 639,834 SH   DFND 1 639,834 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 2,215,995 10,540,443 SH   DFND 1 10,510,176 0 30,267
ACCO BRANDS CORP COM 00081T108 12,176 1,300,925 SH   DFND 1 1,300,925 0 0
ACCO BRANDS CORP COM 00081T108 56 6,006 SH   DFND 1 2 6,006 0 0
ACCURAY INC COM 004397105 3,461 1,227,493 SH   DFND 1 1,227,493 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,301 1,090,684 SH   DFND 1 1,090,684 0 0
ACER THERAPEUTICS INC COM 00444P108 303 75,753 SH   DFND 1 75,753 0 0
ACHIEVE LIFE SCIENCES INC COM NEW 004468203 19 36,136 SH   DFND 1 36,136 0 0
ACHILLION PHARMACEUTICALS COMSTK 00448Q201 11,375 1,886,547 SH   DFND 1 1,886,547 0 0
ACHILLION PHARMACEUTICALS COMSTK 00448Q201 1,026 170,231 SH   DFND 1 2 170,231 0 0
ACI WORLDWIDE INC COM 004498101 61,012 1,610,478 SH   DFND 1 1,582,161 0 28,317
ACLARIS THERAPEUTICS INC COM 00461U105 1,098 581,183 SH   DFND 1 581,183 0 0
ACM RESEARCH INC-CLASS A COM CL A 00108J109 1,259 68,284 SH   DFND 1 68,284 0 0
ACME UNITED CORP COM 004816104 536 22,544 SH   DFND 1 22,544 0 0
ACNB CORP COM 000868109 3,127 82,702 SH   DFND 1 82,702 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,408 690,679 SH   DFND 1 690,679 0 0
ACT II GLOBAL ACQUISITIO-A CL A SHS G0080J104 1,011 100,000 SH   DFND 1 2 100,000 0 0
ACT II GLOBAL ACQUISITIO-A CL A SHS G0080J104 152 15,000 SH   DFND 1 15,000 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 129 595,952 SH   DFND 1 595,952 0 0
ACTIVISION BLIZZARD INC COM 00507V109 668,176 11,269,362 SH   DFND 1 11,203,124 0 66,238
ACTIVISION BLIZZARD INC COM 00507V109 50 858 SH   DFND 1 2 858 0 0
ACTUANT CORP-A COMSTK 00508X203 18,506 710,980 SH   DFND 1 710,980 0 0
ACUITY BRANDS INC COM 00508Y102 69,602 504,782 SH   DFND 1 495,077 0 9,705
ACUSHNET HOLDINGS CORP COM 005098108 14,966 460,509 SH   DFND 1 460,509 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,138 300,457 SH   DFND 1 300,457 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 441 629,742 SH   DFND 1 629,742 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 2,386 151,345 SH   DFND 1 2 151,345 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 1,552 94,344 SH   DFND 1 2 94,344 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 468 12,297 SH   DFND 1 12,297 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 117 98,007 SH   DFND 1 98,007 0 0
ADAPTIVE BIOTECHNOLOGIES COM 00650F109 6,782 226,696 SH   DFND 1 226,696 0 0
ADDUS HOMECARE CORP COM 006739106 16,794 172,748 SH   DFND 1 172,748 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 29 11,928 SH   DFND 1 11,928 0 0
ADECOAGRO SA COM L00849106 203 24,324 SH   DFND 1 2 24,324 0 0
ADECOAGRO SA COM L00849106 175 21,015 SH   DFND 1 21,015 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 3,174 373,484 SH   DFND 1 373,484 0 0
ADIAL PHARMACEUTICALS INC COM 00688A106 187 77,985 SH   DFND 1 77,985 0 0
ADIENT PLC ORD SHS G0084W101 24,615 1,158,374 SH   DFND 1 1,136,896 0 21,478
ADIENT PLC ORD SHS G0084W101 344 16,213 SH   DFND 1 2 16,213 0 0
ADMA BIOLOGICS INC COM 000899104 2,866 716,608 SH   DFND 1 716,608 0 0
ADOBE INC COM 00724F101 2,261,806 6,872,215 SH   DFND 1 6,830,780 0 41,435
ADOBE INC COM 00724F101 72 219 SH   DFND 1 2 219 0 0
ADT INC COM 00090Q103 9,632 1,214,652 SH   DFND 1 1,212,003 0 2,649
ADTALEM GLOBAL EDUCATION INC COM 00737L103 25,042 716,113 SH   DFND 1 702,881 0 13,232
ADTALEM GLOBAL EDUCATION INC COM 00737L103 252 7,231 SH   DFND 1 2 7,231 0 0
ADTRAN INC COM 00738A106 6,548 662,163 SH   DFND 1 662,163 0 0
ADTRAN INC COM 00738A106 462 46,777 SH   DFND 1 2 46,777 0 0
ADURO BIOTECH INC COM 00739L101 1,023 867,685 SH   DFND 1 867,685 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 167,667 1,049,086 SH   DFND 1 1,045,974 0 3,112
ADVANCE AUTO PARTS INC COM 00751Y106 50 316 SH   DFND 1 2 316 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 29,930 910,565 SH   DFND 1 910,565 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 2,432 74,008 SH   DFND 1 2 74,008 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 25,519 657,044 SH   DFND 1 657,044 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 117 3,022 SH   DFND 1 2 3,022 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 2,574 245,230 SH   DFND 1 245,230 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 37,127 521,456 SH   DFND 1 521,456 0 0
ADVANCED MICRO DEVICES COM 007903107 815,109 17,808,405 SH   DFND 1 17,713,457 0 94,948
ADVANSIX INC COM 00773T101 7,497 375,609 SH   DFND 1 375,609 0 0
ADVANSIX INC COM 00773T101 551 27,631 SH   DFND 1 2 27,631 0 0
ADVAXIS INC COM NEW 007624307 387 452,146 SH   DFND 1 452,146 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 8,867 769,789 SH   DFND 1 769,789 0 0
AECOM COM 00766T100 77,705 1,801,655 SH   DFND 1 1,763,182 0 38,473
AEGION CORP COM 00770F104 9,842 439,972 SH   DFND 1 439,972 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 2,392 313,171 SH   DFND 1 313,171 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SHS 007924103 191 42,215 SH   DFND 1 38,775 0 3,440
AEHR TEST SYSTEMS COM 00760J108 199 99,830 SH   DFND 1 99,830 0 0
AEMETIS INC COM NEW 00770K202 50 61,019 SH   DFND 1 61,019 0 0
AERCAP HOLDINGS NV SHS N00985106 33,433 546,791 SH   DFND 1 546,791 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 14,312 592,163 SH   DFND 1 592,163 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 44,705 979,090 SH   DFND 1 979,090 0 0
AEROVIRONMENT INC COM 008073108 18,248 295,568 SH   DFND 1 295,568 0 0
AERPIO PHARMACEUTICALS INC COM 00810B105 71 114,900 SH   DFND 1 114,900 0 0
AES CORP COM 00130H105 247,008 12,433,614 SH   DFND 1 12,403,897 0 29,717
AETERNA ZENTARIS INC COM 007975402 21 23,853 SH   DFND 1 23,853 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 24 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 69,327 818,117 SH   DFND 1 806,043 0 12,074
AFFILIATED MANAGERS GROUP COM 008252108 1,668 19,693 SH   DFND 1 2 19,693 0 0
AFFIMED NV COM N01045108 1,811 661,081 SH   DFND 1 651,714 0 9,367
AFLAC INC COM 001055102 578,079 10,949,098 SH   DFND 1 10,914,091 0 35,007
AFLAC INC COM 001055102 49 938 SH   DFND 1 2 938 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 6,954 451,003 SH   DFND 1 451,003 0 0
AGCO CORP COM 001084102 89,205 1,154,766 SH   DFND 1 1,139,404 0 15,362
AGENUS INC COM NEW 00847G705 5,866 1,441,417 SH   DFND 1 1,441,417 0 0
AGENUS INC COM NEW 00847G705 278 68,418 SH   DFND 1 2 68,418 0 0
AGEX THERAPEUTICS INC COM 00848H108 363 199,451 SH   DFND 1 199,451 0 0
AGILE THERAPEUTICS INC COM 00847L100 1,060 424,056 SH   DFND 1 424,056 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 413,382 4,855,052 SH   DFND 1 4,840,245 0 14,807
AGILENT TECHNOLOGIES INC COM 00846U101 9 114 SH   DFND 1 2 114 0 0
AGILYSYS INC COM 00847J105 10,835 426,442 SH   DFND 1 426,442 0 0
AGILYSYS INC COM 00847J105 666 26,228 SH   DFND 1 2 26,228 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 32,607 682,871 SH   DFND 1 682,871 0 0
AGNC INVESTMENT CORP COM 00123Q104 121,577 6,857,871 SH   DFND 1 6,857,150 0 721
AGNICO EAGLE MINES LTD COM 008474108 20,598 336,908 SH   DFND 1 336,643 0 265
AGNICO EAGLE MINES LTD COM 008474108 32 521 SH   DFND 1 2 521 0 0
AGREE REALTY CORP COM 008492100 41,278 588,259 SH   DFND 1 577,561 0 10,698
AGROFRESH SOLUTIONS INC COM 00856G109 530 205,503 SH   DFND 1 202,460 0 3,043
AILERON THERAPEUTICS INC COM 00887A105 52 91,895 SH   DFND 1 91,895 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 20,206 603,714 SH   DFND 1 603,714 0 0
AIR LEASE CORP CL A 00912X302 55,742 1,173,023 SH   DFND 1 1,173,023 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 786,639 3,353,625 SH   DFND 1 3,343,532 0 10,093
AIR TRANSPORT SERVICES GROUP COM 00922R105 19,038 811,546 SH   DFND 1 811,546 0 0
AIRCASTLE LTD COM G0129K104 21,621 675,447 SH   DFND 1 675,447 0 0
AIRCASTLE LTD COM G0129K104 626 19,570 SH   DFND 1 2 19,570 0 0
AIRGAIN INC COM 00938A104 1,249 116,878 SH   DFND 1 116,878 0 0
AK STEEL HOLDING CORP COM 001547108 13,422 4,079,920 SH   DFND 1 4,079,920 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 218,754 2,537,423 SH   DFND 1 2,530,165 0 7,258
AKAMAI TECHNOLOGIES INC COM 00971T101 93 1,086 SH   DFND 1 2 1,086 0 0
AKCEA THERAPEUTICS INC COM 00972L107 4,258 251,391 SH   DFND 1 251,391 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 10,477 1,657,828 SH   DFND 1 1,656,799 0 1,029
AKERO THERAPEUTICS INC COM 00973Y108 1,758 79,244 SH   DFND 1 79,244 0 0
AKORN INC COM 009728106 2,537 1,691,881 SH   DFND 1 1,691,881 0 0
AKORN INC COM 009728106 317 211,493 SH   DFND 1 2 211,493 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 2,727 340,999 SH   DFND 1 340,999 0 0
ALAMO GROUP INC COM 011311107 16,106 128,288 SH   DFND 1 128,288 0 0
ALAMOS GOLD INC-CLASS A COM CL A 011532108 363 60,342 SH   DFND 1 60,342 0 0
ALARM.COM HOLDINGS INC COM 011642105 21,997 511,933 SH   DFND 1 511,933 0 0
ALASKA AIR GROUP INC COM 011659109 134,916 1,994,069 SH   DFND 1 1,988,537 0 5,532
ALASKA COMM SYSTEMS GROUP COM 01167P101 663 374,956 SH   DFND 1 374,956 0 0
ALBANY INTL CORP-CL A CL A 012348108 30,163 397,301 SH   DFND 1 397,301 0 0
ALBANY INTL CORP-CL A CL A 012348108 1,305 17,202 SH   DFND 1 2 17,202 0 0
ALBEMARLE CORP COM 012653101 122,495 1,680,426 SH   DFND 1 1,675,670 0 4,756
ALBIREO PHARMA INC COM 01345P106 3,615 142,213 SH   DFND 1 142,213 0 0
ALCOA CORP COM 013872106 45,956 2,136,535 SH   DFND 1 2,135,723 0 812
ALCOA CORP COM 013872106 31 1,487 SH   DFND 1 2 1,487 0 0
ALCON INC ORD SHS H01301128 445 7,881 SH   DFND 1 7,526 0 355
ALDEYRA THERAPEUTICS INC COM 01438T106 1,915 329,692 SH   DFND 1 329,692 0 0
ALECTOR INC COM 014442107 7,018 407,356 SH   DFND 1 407,356 0 0
ALERUS FINANCIAL CORP COM 01446U103 733 32,118 SH   DFND 1 32,118 0 0
ALEXANDER & BALDWIN INC COM 014491104 19,648 937,434 SH   DFND 1 896,391 0 41,043
ALEXANDER'S INC COM 014752109 10,186 30,836 SH   DFND 1 30,286 0 550
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 286,887 1,779,157 SH   DFND 1 1,773,981 0 5,176
ALEXION PHARMACEUTICALS INC COM 015351109 345,071 3,197,738 SH   DFND 1 3,179,002 0 18,736
ALEXION PHARMACEUTICALS INC COM 015351109 108 1,006 SH   DFND 1 2 1,006 0 0
ALGONQUIN POWER & UTILITIES COM 015857105 10,520 748,892 SH   DFND 1 748,892 0 0
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 892,519 4,240,522 SH   DFND 1 4,239,802 0 720
ALICO INC COM 016230104 1,734 48,403 SH   DFND 1 48,403 0 0
ALIGN TECHNOLOGY INC COM 016255101 373,066 1,339,280 SH   DFND 1 1,332,927 0 6,353
ALIMERA SCIENCES INC COM NEW 016259202 77 10,279 SH   DFND 1 10,279 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 30 26,791 SH   DFND 1 26,791 0 0
ALKALINE WATER CO INC/THE COM NEW 01643A207 402 316,702 SH   DFND 1 316,702 0 0
ALKERMES PLC SHS G01767105 36,220 1,775,504 SH   DFND 1 1,775,380 0 124
ALKERMES PLC SHS G01767105 532 26,108 SH   DFND 1 2 26,108 0 0
ALLAKOS INC COM 01671P100 31,358 328,843 SH   DFND 1 328,843 0 0
ALLAKOS INC COM 01671P100 34 361 SH   DFND 1 2 361 0 0
ALLEGHANY CORP COM 017175100 131,021 164,010 SH   DFND 1 160,483 0 3,527
ALLEGHANY CORP COM 017175100 59 74 SH   DFND 1 2 74 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 34,583 1,673,944 SH   DFND 1 1,642,552 0 31,392
ALLEGHENY TECHNOLOGIES INC COM 01741R102 152 7,392 SH   DFND 1 2 7,392 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 10,039 267,021 SH   DFND 1 267,021 0 0
ALLEGIANT TRAVEL CO COM 01748X102 31,807 182,762 SH   DFND 1 182,762 0 0
ALLEGION PLC ORD SHS G0176J109 185,295 1,490,831 SH   DFND 1 1,486,657 0 4,174
ALLEGION PLC ORD SHS G0176J109 3 26 SH   DFND 1 2 26 0 0
ALLEGRO MERGER CORP-RTS RIGHT 12/31/2023 01749N129 159 500,000 SH   DFND 1 2 500,000 0 0
ALLEGRO MERGER CORP-RTS RIGHT 12/31/2023 01749N129 18 50,000 SH   DFND 1 50,000 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 288 105,854 SH   DFND 1 105,854 0 0
ALLERGAN PLC SHS G0177J108 903,066 4,733,183 SH   DFND 1 4,717,713 0 15,470
ALLERGAN PLC SHS G0177J108 3,429 17,941 SH   DFND 1 2 17,941 0 0
ALLETE INC COM NEW 018522300 61,481 757,438 SH   DFND 1 744,776 0 12,662
ALLIANCE DATA SYSTEMS CORP COM 018581108 83,540 745,905 SH   DFND 1 743,599 0 2,306
ALLIANCE DATA SYSTEMS CORP COM 018581108 364 3,251 SH   DFND 1 2 3,251 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 982 90,821 SH   DFND 1 90,821 0 0
ALLIANT ENERGY CORP COM 018802108 221,679 4,058,860 SH   DFND 1 4,048,053 0 10,807
ALLIED MOTION TECHNOLOGIES COM 019330109 5,034 103,805 SH   DFND 1 103,805 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 91,476 1,886,632 SH   DFND 1 1,886,632 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 1,014 20,997 SH   DFND 1 2 20,997 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 17,641 679,054 SH   DFND 1 679,054 0 0
ALLOT LTD SHS M0854Q105 180 21,262 SH   DFND 1 21,262 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 27,071 2,758,162 SH   DFND 1 2,718,370 0 39,792
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 749 76,346 SH   DFND 1 2 76,346 0 0
ALLSTATE CORP COM 020002101 568,535 5,065,810 SH   DFND 1 5,051,259 0 14,551
ALLSTATE CORP COM 020002101 38 338 SH   DFND 1 2 338 0 0
ALLY FINANCIAL INC COM 02005N100 150,615 4,932,421 SH   DFND 1 4,932,421 0 0
ALLY FINANCIAL INC COM 02005N100 48 1,590 SH   DFND 1 2 1,590 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 142,622 1,239,487 SH   DFND 1 1,239,363 0 124
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,509 257,651 SH   DFND 1 257,651 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 6,254,542 4,678,846 SH   DFND 1 4,654,316 0 24,530
ALPHABET INC-CL A CAP STK CL A 02079K305 6 5 SH   DFND 1 2 5 0 0
ALPHABET INC-CL C CAP STK CL C 02079K107 5,676,066 4,254,922 SH   DFND 1 4,230,311 0 24,611
ALPHATEC HOLDINGS INC COM NEW 02081G201 3,534 498,175 SH   DFND 1 498,175 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 143 37,436 SH   DFND 1 37,436 0 0
ALTAIR ENGINEERING INC - A COM CL A 021369103 18,758 522,364 SH   DFND 1 522,364 0 0
ALTERITY THERAPEUTICS-ADR SPONSORED ADR 02155X106 9 12,128 SH   DFND 1 12,128 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 50,147 501,129 SH   DFND 1 500,836 0 293
ALTICE USA INC- A CL A 02156K103 83,184 3,044,003 SH   DFND 1 3,044,003 0 0
ALTICE USA INC- A CL A 02156K103 39 1,435 SH   DFND 1 2 1,435 0 0
ALTIMMUNE INC COM NEW 02155H200 162 86,175 SH   DFND 1 86,151 0 24
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2,348 121,508 SH   DFND 1 121,508 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 31,972 882,971 SH   DFND 1 882,971 0 0
ALTRIA GROUP INC COM 02209S103 1,289,368 25,882,957 SH   DFND 1 25,799,061 0 83,896
ALTRIA GROUP INC COM 02209S103 11 235 SH   DFND 1 2 235 0 0
ALTUS MIDSTREAM CO -A CL A 02215L100 2,544 889,742 SH   DFND 1 889,742 0 0
ALUMINUM CORP OF CHINA-ADR SPON ADR H SHS 022276109 109 12,598 SH   DFND 1 10,792 0 1,806
AMAG PHARMACEUTICALS INC COM 00163U106 5,776 474,626 SH   DFND 1 474,499 0 127
AMALGAMATED BK OF NEW YORK-A CLASS A 022663108 3,756 193,125 SH   DFND 1 193,125 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 5,424 252,987 SH   DFND 1 252,987 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 158 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 10,878,233 5,900,291 SH   DFND 1 5,865,500 0 34,791
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AMBAC FINANCIAL GROUP INC COM NEW 023139884 13,737 636,879 SH   DFND 1 636,879 0 0
AMBARELLA INC SHS G037AX101 28,099 463,987 SH   DFND 1 463,987 0 0
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AMBEV SA-ADR SPONSORED ADR 02319V103 186 39,918 SH   DFND 1 2 39,918 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 4,929 680,858 SH   DFND 1 680,858 0 0
AMC NETWORKS INC-A CL A 00164V103 19,627 496,897 SH   DFND 1 486,072 0 10,825
AMCI ACQUISITION CORP-CW23 *W EXP 05/20/202 00165R119 55 180,000 SH   DFND 1 2 180,000 0 0
AMCI ACQUISITION CORP-CW23 *W EXP 05/20/202 00165R119 6 20,000 SH   DFND 1 20,000 0 0
AMCOR PLC ORD G0250X107 224,800 20,789,891 SH   DFND 1 20,717,124 0 72,767
AMDOCS LTD SHS G02602103 105,539 1,461,652 SH   DFND 1 1,461,652 0 0
AMEDISYS INC COM 023436108 78,415 469,777 SH   DFND 1 461,872 0 7,905
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AMER NATL BNKSHS/DANVILLE VA COM 027745108 74 1,895 SH   DFND 1 2 1,895 0 0
AMERANT BANCORP INC CL A 023576101 6,194 284,296 SH   DFND 1 284,296 0 0
AMERCO COM 023586100 39,592 105,434 SH   DFND 1 105,434 0 0
AMEREN CORPORATION COM 023608102 306,213 3,994,982 SH   DFND 1 3,983,927 0 11,055
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AMERESCO INC-CL A CL A 02361E108 4,628 264,487 SH   DFND 1 264,487 0 0
AMERI HOLDINGS INC COM NEW 02362F302 24 10,788 SH   DFND 1 10,788 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 301 39,141 SH   DFND 1 39,141 0 0
AMERICA MOVIL-SPN ADR CL L SPON ADR L SHS 02364W105 215 13,486 SH   DFND 1 13,486 0 0
AMERICA MOVIL-SPN ADR CL L SPON ADR L SHS 02364W105 135 8,444 SH   DFND 1 2 8,444 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 177,757 6,207,365 SH   DFND 1 6,172,438 0 34,927
AMERICAN ASSETS TRUST INC COM 024013104 42,737 931,093 SH   DFND 1 918,623 0 12,470
AMERICAN AXLE & MFG HOLDINGS COM 024061103 15,857 1,473,772 SH   DFND 1 1,473,772 0 0
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AMERICAN EAGLE OUTFITTERS COM 02553E106 115 7,852 SH   DFND 1 2 7,852 0 0
AMERICAN ELECTRIC POWER COM 025537101 655,328 6,949,650 SH   DFND 1 6,927,257 0 22,393
AMERICAN EQUITY INVT LIFE HL COM 025676206 35,042 1,170,800 SH   DFND 1 1,170,800 0 0
AMERICAN EXPRESS CO COM 025816109 1,130,603 9,103,419 SH   DFND 1 9,073,288 0 30,131
AMERICAN FINANCE TRUST INC COM CLASS A 02607T109 19,173 1,446,000 SH   DFND 1 1,446,000 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 104,818 956,754 SH   DFND 1 936,535 0 20,219
AMERICAN HOMES 4 RENT- A CL A 02665T306 100,820 3,846,633 SH   DFND 1 3,779,983 0 66,650
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 608,982 11,891,727 SH   DFND 1 11,852,647 0 39,080
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 426 8,318 SH   DFND 1 2 8,318 0 0
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AMERICAN NATIONAL INSURANCE COM 028591105 33 286 SH   DFND 1 2 286 0 0
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AMERICAN RENAL ASSOCIATES HO COM 029227105 2,355 227,187 SH   DFND 1 227,187 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 316 21,314 SH   DFND 1 21,314 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 6,241 419,434 SH   DFND 1 419,434 0 0
AMERICAN STATES WATER CO COM 029899101 42,743 493,341 SH   DFND 1 491,312 0 2,029
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2,046 260,719 SH   DFND 1 260,719 0 0
AMERICAN TOWER CORP COM 03027X100 1,460,474 6,368,646 SH   DFND 1 6,323,796 0 44,850
AMERICAN VANGUARD CORP COM 030371108 6,979 358,473 SH   DFND 1 358,473 0 0
AMERICAN WATER WORKS CO INC COM 030420103 381,777 3,113,378 SH   DFND 1 3,095,296 0 18,082
AMERICAN WATER WORKS CO INC COM 030420103 8 73 SH   DFND 1 2 73 0 0
AMERICAN WOODMARK CORP COM 030506109 23,011 220,180 SH   DFND 1 220,180 0 0
AMERICAN WOODMARK CORP COM 030506109 704 6,742 SH   DFND 1 2 6,742 0 0
AMERICA'S CAR-MART INC COM 03062T105 9,485 86,501 SH   DFND 1 86,501 0 0
AMERICOLD REALTY TRUST COM 03064D108 95,519 2,724,460 SH   DFND 1 2,724,460 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 395,705 2,379,502 SH   DFND 1 2,372,876 0 6,626
AMERIPRISE FINANCIAL INC COM 03076C106 1,395 8,376 SH   DFND 1 2 8,376 0 0
AMERIS BANCORP COM 03076K108 37,603 883,963 SH   DFND 1 883,963 0 0
AMERISAFE INC COM 03071H100 19,684 298,119 SH   DFND 1 298,119 0 0
AMERISERV FINANCIAL INC COM 03074A102 61 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 205,090 2,417,094 SH   DFND 1 2,409,281 0 7,813
AMERISOURCEBERGEN CORP COM 03073E105 37 436 SH   DFND 1 2 436 0 0
AMES NATIONAL CORP COM 031001100 2,750 98,022 SH   DFND 1 98,022 0 0
AMETEK INC COM 031100100 347,233 3,488,615 SH   DFND 1 3,478,374 0 10,241
AMETEK INC COM 031100100 1,411 14,149 SH   DFND 1 2 14,149 0 0
AMGEN INC COM 031162100 2,413,639 10,028,908 SH   DFND 1 9,977,023 0 51,885
AMGEN INC COM 031162100 65 273 SH   DFND 1 2 273 0 0
AMICUS THERAPEUTICS INC COM 03152W109 34,149 3,506,071 SH   DFND 1 3,506,071 0 0
AMKOR TECHNOLOGY INC COM 031652100 28,314 2,178,031 SH   DFND 1 2,178,031 0 0
AMKOR TECHNOLOGY INC COM 031652100 209 16,146 SH   DFND 1 2 16,146 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 37,235 597,577 SH   DFND 1 597,577 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 7,294 1,513,322 SH   DFND 1 1,513,322 0 0
AMPCO-PITTSBURGH CORP COM 032037103 153 51,041 SH   DFND 1 51,041 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 9,738 504,828 SH   DFND 1 504,828 0 0
AMPHENOL CORP-CL A CL A 032095101 508,750 4,709,840 SH   DFND 1 4,696,504 0 13,336
AMPHENOL CORP-CL A CL A 032095101 30 278 SH   DFND 1 2 278 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 412 707,683 SH   DFND 1 707,683 0 0
AMPLIFY ENERGY CORP COM 03212B103 1,642 248,426 SH   DFND 1 248,426 0 0
AMPLITUDE HEALTHCARE ACQUISI UNIT 12/01/2026 03212A204 2,070 206,000 SH   DFND 1 2 206,000 0 0
AMPLITUDE HEALTHCARE ACQUISI UNIT 12/01/2026 03212A204 337 33,500 SH   DFND 1 33,500 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 543 75,846 SH   DFND 1 75,846 0 0
AMYRIS INC COM NEW 03236M200 2,105 681,392 SH   DFND 1 681,392 0 0
ANALOG DEVICES INC COM 032654105 626,475 5,283,266 SH   DFND 1 5,251,230 0 32,036
ANALOG DEVICES INC COM 032654105 25 214 SH   DFND 1 2 214 0 0
ANAPLAN INC COM 03272L108 45,381 866,059 SH   DFND 1 866,059 0 0
ANAPTYSBIO INC COM 032724106 5,706 351,192 SH   DFND 1 351,192 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1,587 613,119 SH   DFND 1 613,119 0 0
ANDERSONS INC/THE COM 034164103 11,294 446,774 SH   DFND 1 446,774 0 0
ANDINA ACQUISITION CORP-CW24 *W EXP 07/31/202 G04415124 50 275,700 SH   DFND 1 2 275,700 0 0
ANDINA ACQUISITION CORP-CW24 *W EXP 07/31/202 G04415124 5 30,000 SH   DFND 1 30,000 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 4,963 585,974 SH   DFND 1 585,974 0 0
ANGIODYNAMICS INC COM 03475V101 8,158 509,562 SH   DFND 1 509,562 0 0
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 1,172 14,297 SH   DFND 1 14,297 0 0
ANI PHARMACEUTICALS INC COM 00182C103 7,703 124,922 SH   DFND 1 124,922 0 0
ANIKA THERAPEUTICS INC COM 035255108 11,554 222,854 SH   DFND 1 222,732 0 122
ANIXA BIOSCIENCES INC COM 03528H109 336 102,487 SH   DFND 1 102,487 0 0
ANIXTER INTERNATIONAL INC COM 035290105 36,232 393,361 SH   DFND 1 393,361 0 0
ANIXTER INTERNATIONAL INC COM 035290105 828 9,000 SH   DFND 1 2 9,000 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 157,535 16,696,234 SH   DFND 1 16,689,109 0 7,125
ANSYS INC COM 03662Q105 394,732 1,536,198 SH   DFND 1 1,529,007 0 7,191
ANSYS INC COM 03662Q105 7 29 SH   DFND 1 2 29 0 0
ANTARES PHARMA INC COM 036642106 9,979 2,123,201 SH   DFND 1 2,123,201 0 0
ANTERIX INC COM 03676C100 6,748 156,188 SH   DFND 1 156,188 0 0
ANTERO MIDSTREAM CORP COM 03676B102 23,433 3,087,362 SH   DFND 1 2,998,252 0 89,110
ANTERO RESOURCES CORP COM 03674X106 7,205 2,528,136 SH   DFND 1 2,528,136 0 0
ANTHEM INC COM 036752103 1,121,945 3,722,383 SH   DFND 1 3,710,762 0 11,621
ANTHEM INC COM 036752103 104 346 SH   DFND 1 2 346 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 5,151 1,463,541 SH   DFND 1 1,463,541 0 0
AON PLC SHS CL A G0408V102 790,214 3,801,284 SH   DFND 1 3,790,770 0 10,514
APACHE CORP COM 037411105 147,443 5,773,764 SH   DFND 1 5,756,904 0 16,860
APARTMENT INVT & MGMT CO -A CL A 03748R754 157,760 3,057,660 SH   DFND 1 3,050,957 0 6,703
APELLIS PHARMACEUTICALS INC COM 03753U106 20,146 657,937 SH   DFND 1 657,937 0 0
APERGY CORP COM 03755L104 29,298 867,337 SH   DFND 1 848,355 0 18,982
APEX GLOBAL BRANDS INC COM NEW 03755M201 18 23,876 SH   DFND 1 23,876 0 0
APHRIA INC COM 03765K104 205 39,398 SH   DFND 1 39,398 0 0
APOGEE ENTERPRISES INC COM 037598109 11,779 362,456 SH   DFND 1 362,456 0 0
APOGEE ENTERPRISES INC COM 037598109 31 954 SH   DFND 1 2 954 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 34,480 1,885,184 SH   DFND 1 1,885,184 0 0
APOLLO ENDOSURGERY INC COM 03767D108 177 62,325 SH   DFND 1 62,325 0 0
APOLLO GLOBAL MANAGEMENT INC COM CL A 03768E105 70,716 1,482,213 SH   DFND 1 1,482,213 0 0
APOLLO MEDICAL HOLDINGS INC COM NEW 03763A207 5,160 280,319 SH   DFND 1 280,319 0 0
APPFOLIO INC - A COM CL A 03783C100 22,679 206,272 SH   DFND 1 206,042 0 230
APPFOLIO INC - A COM CL A 03783C100 63 581 SH   DFND 1 2 581 0 0
APPIAN CORP CL A 03782L101 16,895 442,183 SH   DFND 1 442,183 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 65,196 4,012,085 SH   DFND 1 3,957,630 0 54,455
APPLE INC COM 037833100 18,311,054 62,482,078 SH   DFND 1 62,148,669 0 333,409
APPLE INC COM 037833100 3 12 SH   DFND 1 2 12 0 0
APPLIED DNA SCIENCES INC COM 03815U300 89 21,460 SH   DFND 1 21,460 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 392 86,933 SH   DFND 1 86,933 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 35,197 527,778 SH   DFND 1 527,778 0 0
APPLIED MATERIALS INC COM 038222105 884,167 14,508,430 SH   DFND 1 14,428,904 0 79,526
APPLIED MATERIALS INC COM 038222105 835 13,683 SH   DFND 1 2 13,683 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 3,372 283,908 SH   DFND 1 283,812 0 96
APPLIED THERAPEUTICS INC COM 03828A101 1,848 67,750 SH   DFND 1 67,750 0 0
APREA THERAPEUTICS INC COM 03836J102 4,008 87,342 SH   DFND 1 87,342 0 0
APTARGROUP INC COM 038336103 93,633 809,838 SH   DFND 1 794,171 0 15,667
APTEVO THERAPEUTICS INC COM 03835L108 94 144,370 SH   DFND 1 144,277 0 93
APTINYX INC COM 03836N103 267 78,262 SH   DFND 1 78,262 0 0
APTIV PLC SHS G6095L109 375,943 3,966,704 SH   DFND 1 3,955,218 0 11,486
APTOSE BIOSCIENCES INC COM NEW 03835T200 184 32,455 SH   DFND 1 32,455 0 0
APYX MEDICAL CORP COM 03837C106 3,347 395,670 SH   DFND 1 395,670 0 0
AQUA AMERICA INC COM 03836W103 113,873 2,428,128 SH   DFND 1 2,363,340 0 64,788
AQUA METALS INC COM 03837J101 281 372,630 SH   DFND 1 372,630 0 0
AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 159 73,518 SH   DFND 1 73,518 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 6,722 247,895 SH   DFND 1 247,895 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 512 88,068 SH   DFND 1 88,068 0 0
ARAMARK COM 03852U106 119,274 2,750,774 SH   DFND 1 2,750,774 0 0
ARAMARK COM 03852U106 246 5,673 SH   DFND 1 2 5,673 0 0
ARAVIVE INC COM 03890D108 922 67,515 SH   DFND 1 67,515 0 0
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ARBUTUS BIOPHARMA CORP COM 03879J100 354 127,513 SH   DFND 1 127,513 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 346 249,287 SH   DFND 1 249,287 0 0
ARCADIA BIOSCIENCES INC COM NEW 039014204 209 38,223 SH   DFND 1 38,223 0 0
ARCBEST CORP COM 03937C105 10,908 395,246 SH   DFND 1 394,479 0 767
ARCBEST CORP COM 03937C105 437 15,860 SH   DFND 1 2 15,860 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 235 13,437 SH   DFND 1 12,795 0 642
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 19 1,119 SH   DFND 1 2 1,119 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 233,575 5,447,347 SH   DFND 1 5,447,347 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 51 1,205 SH   DFND 1 2 1,205 0 0
ARCH COAL INC - A CL A 039380407 14,081 196,283 SH   DFND 1 196,283 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 396,086 8,563,280 SH   DFND 1 8,538,274 0 25,006
ARCHER-DANIELS-MIDLAND CO COM 039483102 24 529 SH   DFND 1 2 529 0 0
ARCHROCK INC COM 03957W106 19,495 1,941,823 SH   DFND 1 1,941,823 0 0
ARCHROCK INC COM 03957W106 61 6,112 SH   DFND 1 2 6,112 0 0
ARCIMOTO INC COM 039587100 129 80,414 SH   DFND 1 80,414 0 0
ARCO PLATFORM LTD - CLASS A COM CL A G04553106 153 3,463 SH   DFND 1 3,463 0 0
ARCO PLATFORM LTD - CLASS A COM CL A G04553106 66 1,511 SH   DFND 1 2 1,511 0 0
ARCONIC INC COM 03965L100 216,797 7,058,197 SH   DFND 1 7,039,622 0 18,575
ARCONIC INC COM 03965L100 34 1,108 SH   DFND 1 2 1,108 0 0
ARCOS DORADOS HOLDINGS INC-A SHS CLASS -A - G0457F107 230 28,497 SH   DFND 1 28,497 0 0
ARCOSA INC COM 039653100 28,026 629,095 SH   DFND 1 628,656 0 439
ARCTURUS THERAPEUTICS HOLDIN COM 03969T109 918 84,495 SH   DFND 1 84,495 0 0
ARCUS BIOSCIENCES INC COM 03969F109 3,989 394,994 SH   DFND 1 394,994 0 0
ARDAGH GROUP SA CL A L0223L101 1,166 59,596 SH   DFND 1 59,596 0 0
ARDELYX INC COM 039697107 6,208 827,218 SH   DFND 1 827,218 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,596 176,430 SH   DFND 1 176,430 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 31,779 699,681 SH   DFND 1 699,681 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 5,700 359,871 SH   DFND 1 359,871 0 0
ARES MANAGEMENT CORP - A CL A COM STK 03990B101 32,865 920,851 SH   DFND 1 920,851 0 0
ARGAN INC COM 04010E109 7,320 182,368 SH   DFND 1 182,368 0 0
ARGENX SE - ADR SPONSORED ADR 04016X101 2,359 14,698 SH   DFND 1 14,698 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 28,784 437,791 SH   DFND 1 437,791 0 0
ARI 4.75 08/23/22 NOTE 4.750% 8/2 03762UAB1 4,518 4,500,000 PRN   DFND 1 2 4,500,000 0 0
ARI 4.75 08/23/22 NOTE 4.750% 8/2 03762UAB1 506 500,000 PRN   DFND 1 500,000 0 0
ARI 5.375 10/15/23 NOTE 5.375%10/1 03762UAC9 6,586 6,500,000 PRN   DFND 1 2 6,500,000 0 0
ARI 5.375 10/15/23 NOTE 5.375%10/1 03762UAC9 814 800,000 PRN   DFND 1 800,000 0 0
ARISTA NETWORKS INC COM 040413106 196,777 969,164 SH   DFND 1 966,732 0 2,432
ARISTA NETWORKS INC COM 040413106 9 46 SH   DFND 1 2 46 0 0
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,953 530,333 SH   DFND 1 524,616 0 5,717
ARLO TECHNOLOGIES INC COM 04206A101 4,158 987,785 SH   DFND 1 987,785 0 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 13,239 721,505 SH   DFND 1 707,301 0 14,204
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 15,504 867,603 SH   DFND 1 867,603 0 0
ARMSTRONG FLOORING INC COM 04238R106 1,233 288,874 SH   DFND 1 288,874 0 0
ARMSTRONG FLOORING INC COM 04238R106 277 64,929 SH   DFND 1 2 64,929 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 47,698 507,595 SH   DFND 1 507,595 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 37 394 SH   DFND 1 2 394 0 0
ARQULE INC COMSTK 04269E107 31,504 1,578,373 SH   DFND 1 1,578,373 0 0
ARROW ELECTRONICS INC COM 042735100 79,645 940,759 SH   DFND 1 920,796 0 19,963
ARROW FINANCIAL CORP COM 042744102 6,944 183,726 SH   DFND 1 183,726 0 0
ARROW FINANCIAL CORP COM 042744102 253 6,718 SH   DFND 1 2 6,718 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 90,854 1,432,361 SH   DFND 1 1,406,609 0 25,752
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,487 120,593 SH   DFND 1 120,593 0 0
ARTHUR J GALLAGHER & CO COM 363576109 291,600 3,068,035 SH   DFND 1 3,059,634 0 8,401
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 28,361 877,511 SH   DFND 1 876,217 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 1,385 42,855 SH   DFND 1 2 42,855 0 0
ART'S-WAY MANUFACTURING CO COM 043168103 57 32,042 SH   DFND 1 32,042 0 0
ARVINAS INC COM 04335A105 10,347 251,823 SH   DFND 1 251,823 0 0
ARVINAS INC COM 04335A105 98 2,389 SH   DFND 1 2 2,389 0 0
ASA GOLD AND PRECIOUS METALS SHS G3156P103 257 18,914 SH   DFND 1 2 18,914 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 29,659 265,316 SH   DFND 1 265,316 0 0
ASCENA RETAIL GROUP INC COM NEW 04351G200 873 113,901 SH   DFND 1 113,901 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 4,541 32,647 SH   DFND 1 32,647 0 0
ASE TECHNOLOGY HOLDING -ADR SPONSORED ADS 00215W100 518 93,252 SH   DFND 1 88,427 0 4,825
ASGN INC COM 00191U102 48,681 685,939 SH   DFND 1 673,000 0 12,939
ASHFORD HOSPITALITY TRUST COM SHS 044103109 4,376 1,568,730 SH   DFND 1 1,539,063 0 29,667
ASHFORD INC COM 044104107 249 10,560 SH   DFND 1 10,550 0 10
ASHLAND GLOBAL HOLDINGS INC COM 044186104 50,710 662,628 SH   DFND 1 647,862 0 14,766
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 15,376 51,959 SH   DFND 1 48,947 0 3,012
ASPEN AEROGELS INC COM 04523Y105 1,159 149,414 SH   DFND 1 149,414 0 0
ASPEN GROUP INC COM NEW 04530L203 428 53,565 SH   DFND 1 53,565 0 0
ASPEN TECHNOLOGY INC COM 045327103 94,007 776,214 SH   DFND 1 776,214 0 0
ASRT 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 6,327 8,590,000 PRN   DFND 1 2 8,590,000 0 0
ASRT 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 662 910,000 PRN   DFND 1 910,000 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 6,949 339,646 SH   DFND 1 339,646 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 1,259 1,007,203 SH   DFND 1 1,007,203 0 0
ASSETMARK FINANCIAL HOLDINGS COM 04546L106 4,947 170,495 SH   DFND 1 170,495 0 0
ASSOCIATED BANC-CORP COM 045487105 40,237 1,825,641 SH   DFND 1 1,786,596 0 39,045
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,511 38,551 SH   DFND 1 38,551 0 0
ASSURANT INC COM 04621X108 128,835 984,786 SH   DFND 1 982,077 0 2,709
ASSURED GUARANTY LTD COM G0585R106 52,468 1,070,346 SH   DFND 1 1,070,346 0 0
ASTA FUNDING INC COM 046220109 407 39,457 SH   DFND 1 39,457 0 0
ASTEC INDUSTRIES INC COM 046224101 12,963 308,662 SH   DFND 1 308,662 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 10,027 201,117 SH   DFND 1 199,165 0 1,952
ASTRONICS CORP COM 046433108 10,713 383,298 SH   DFND 1 383,298 0 0
ASTRONICS CORP COM 046433108 293 10,493 SH   DFND 1 2 10,493 0 0
ASTRONOVA INC COM 04638F108 1,199 87,407 SH   DFND 1 87,407 0 0
ASTROTECH CORP COM NEW 046484200 51 28,550 SH   DFND 1 28,550 0 0
ASURE SOFTWARE INC COM 04649U102 729 89,178 SH   DFND 1 89,178 0 0
AT HOME GROUP INC COM 04650Y100 3,426 622,964 SH   DFND 1 622,964 0 0
AT&T INC COM 00206R102 4,271,909 109,531,036 SH   DFND 1 109,188,640 0 342,396
AT&T INC COM 00206R102 383 9,825 SH   DFND 1 2 9,825 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 12,079 733,447 SH   DFND 1 733,447 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 61,459 1,308,377 SH   DFND 1 1,308,377 0 0
ATHENEX INC COM 04685N103 12,137 794,851 SH   DFND 1 794,851 0 0
ATHERSYS INC COM 04744L106 2,020 1,642,749 SH   DFND 1 1,642,749 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 29,939 739,978 SH   DFND 1 739,978 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 2,770 68,478 SH   DFND 1 2 68,478 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 5,874 320,117 SH   DFND 1 319,264 0 853
ATLANTIC POWER CORP COM NEW 04878Q863 1,571 674,541 SH   DFND 1 662,941 0 11,600
ATLANTIC UNION BANKSHARES CO COM 04911A107 41,035 1,092,817 SH   DFND 1 1,092,817 0 0
ATLANTICA YIELD PLC SHS G0751N103 2,239 84,848 SH   DFND 1 82,274 0 2,574
ATLANTICA YIELD PLC SHS G0751N103 76 2,881 SH   DFND 1 2 2,881 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 499 55,402 SH   DFND 1 55,402 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 9,567 347,028 SH   DFND 1 347,028 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 27 64,817 SH   DFND 1 64,817 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 47,354 393,509 SH   DFND 1 393,509 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 50 419 SH   DFND 1 2 419 0 0
ATMOS ENERGY CORP COM 049560105 214,823 1,924,288 SH   DFND 1 1,912,358 0 11,930
ATN INTERNATIONAL INC COM 00215F107 8,787 158,650 SH   DFND 1 158,650 0 0
ATOMERA INC COM 04965B100 239 77,700 SH   DFND 1 77,700 0 0
ATOSSA THERAPEUTICS INC COM PAR 04962H506 141 89,903 SH   DFND 1 89,903 0 0
ATRECA INC - A CL A COM 04965G109 1,396 90,242 SH   DFND 1 90,242 0 0
ATRICURE INC COM 04963C209 17,238 530,241 SH   DFND 1 530,241 0 0
ATRION CORPORATION COM 049904105 16,374 21,789 SH   DFND 1 21,789 0 0
ATYR PHARMA INC COM NEW 002120202 54 13,040 SH   DFND 1 13,040 0 0
AUBURN NATL BANCORPORATION COM 050473107 450 8,491 SH   DFND 1 8,491 0 0
AUDENTES THERAPEUTICS INC COMSTK 05070R104 37,239 622,316 SH   DFND 1 622,316 0 0
AUDENTES THERAPEUTICS INC COMSTK 05070R104 654 10,937 SH   DFND 1 2 10,937 0 0
AUDIOCODES LTD ORD M15342104 539 20,986 SH   DFND 1 20,986 0 0
AUDIOCODES LTD ORD M15342104 102 3,999 SH   DFND 1 2 3,999 0 0
AUDIOEYE INC COM NEW 050734201 140 29,953 SH   DFND 1 29,953 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 1,550 76,562 SH   DFND 1 76,562 0 0
AURORA CANNABIS INC COM 05156X108 2,197 1,029,700 SH   DFND 1 1,029,700 0 0
AUTODESK INC COM 052769106 562,555 3,073,362 SH   DFND 1 3,054,751 0 18,611
AUTODESK INC COM 052769106 23 126 SH   DFND 1 2 126 0 0
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 12,336 155,337 SH   DFND 1 155,337 0 0
AUTOLIV INC COM 052800109 57,848 686,200 SH   DFND 1 686,200 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 252 19,145 SH   DFND 1 19,145 0 0
AUTOMATIC DATA PROCESSING COM 053015103 1,283,915 7,541,720 SH   DFND 1 7,503,984 0 37,736
AUTONATION INC COM 05329W102 36,833 757,422 SH   DFND 1 742,992 0 14,430
AUTONATION INC COM 05329W102 37 761 SH   DFND 1 2 761 0 0
AUTOWEB INC COM 05335B100 190 77,300 SH   DFND 1 77,300 0 0
AUTOZONE INC COM 053332102 547,721 460,220 SH   DFND 1 459,150 0 1,070
AUTOZONE INC COM 053332102 19 16 SH   DFND 1 2 16 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 348 46,220 SH   DFND 1 46,220 0 0
AVALARA INC COM 05338G106 50,384 687,837 SH   DFND 1 687,146 0 691
AVALON GLOBOCARE CORP COM 05344R104 223 115,953 SH   DFND 1 115,953 0 0
AVALON HOLDINGS CORP-A CL A 05343P109 19 10,368 SH   DFND 1 10,368 0 0
AVALONBAY COMMUNITIES INC COM 053484101 598,417 2,858,101 SH   DFND 1 2,851,827 0 6,274
AVALONBAY COMMUNITIES INC COM 053484101 16 81 SH   DFND 1 2 81 0 0
AVANGRID INC COM 05351W103 31,195 609,760 SH   DFND 1 609,760 0 0
AVANOS MEDICAL INC COM 05350V106 21,132 627,079 SH   DFND 1 615,334 0 11,745
AVANTOR INC COM 05352A100 47,112 2,595,746 SH   DFND 1 2,595,746 0 0
AVAYA HOLDINGS CORP COM 05351X101 19,624 1,453,748 SH   DFND 1 1,453,748 0 0
AVAYA HOLDINGS CORP COM 05351X101 0 2 SH   DFND 1 2 2 0 0
AVENUE THERAPEUTICS INC COM NEW 05360L205 651 67,911 SH   DFND 1 67,911 0 0
AVEO PHARMACEUTICALS INC COM 053588109 609 976,013 SH   DFND 1 976,013 0 0
AVERY DENNISON CORP COM 053611109 172,665 1,322,541 SH   DFND 1 1,318,803 0 3,738
AVIAT NETWORKS INC COM NEW 05366Y201 368 26,244 SH   DFND 1 26,244 0 0
AVID BIOSERVICES INC COM 05368M106 5,355 698,196 SH   DFND 1 698,196 0 0
AVID TECHNOLOGY INC COM 05367P100 5,672 661,090 SH   DFND 1 661,090 0 0
AVINGER INC COM 053734604 25 22,052 SH   DFND 1 22,052 0 0
AVIS BUDGET GROUP INC COM 053774105 26,223 813,399 SH   DFND 1 799,469 0 13,930
AVISTA CORP COM 05379B107 41,792 869,047 SH   DFND 1 869,047 0 0
AVNET INC COM 053807103 57,901 1,364,317 SH   DFND 1 1,339,571 0 24,746
AVNET INC COM 053807103 563 13,284 SH   DFND 1 2 13,284 0 0
AVON PRODUCTS INC COMSTK 054303102 19,230 3,409,711 SH   DFND 1 3,408,176 0 1,535
AVROBIO INC COM 05455M100 5,958 295,986 SH   DFND 1 295,986 0 0
AVX CORP COM 002444107 12,638 617,420 SH   DFND 1 616,871 0 549
AWARE INC/MASS COM 05453N100 120 35,720 SH   DFND 1 35,720 0 0
AXA EQUITABLE HOLDINGS INC COMSTK 054561105 129,013 5,210,536 SH   DFND 1 5,210,536 0 0
AXA EQUITABLE HOLDINGS INC COMSTK 054561105 1,040 41,971 SH   DFND 1 2 41,971 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 67,676 2,228,151 SH   DFND 1 2,228,151 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 1,292 42,500 SH   DFND 1 2 42,500 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 11,093 460,420 SH   DFND 1 460,420 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 35 1,478 SH   DFND 1 2 1,478 0 0
AXCELLA HEALTH INC COM 05454B105 155 38,893 SH   DFND 1 38,893 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 53,332 897,243 SH   DFND 1 897,243 0 0
AXOGEN INC COM 05463X106 8,480 474,018 SH   DFND 1 473,216 0 802
AXON ENTERPRISE INC COM 05464C101 59,963 818,283 SH   DFND 1 803,694 0 14,589
AXONICS MODULATION TECHNOLOG COM 05465P101 5,825 210,246 SH   DFND 1 210,246 0 0
AXOS FINANCIAL INC COM 05465C100 21,818 720,559 SH   DFND 1 720,559 0 0
AXOVANT GENE THERAPIES LTD COM G0750W203 183 35,847 SH   DFND 1 35,847 0 0
AXSOME THERAPEUTICS INC COM 05464T104 38,038 368,021 SH   DFND 1 368,021 0 0
AXT INC COM 00246W103 2,143 492,866 SH   DFND 1 492,866 0 0
AYTU BIOSCIENCE INC COM PAR 054754700 63 65,457 SH   DFND 1 65,457 0 0
AZZ INC COM 002474104 18,040 392,621 SH   DFND 1 392,621 0 0
B COMMUNICATIONS LTD SHS M15629104 20 11,465 SH   DFND 1 11,465 0 0
B RILEY PRINCIPAL MERGE-CW24 *W EXP 04/08/202 05586Y114 332 405,086 SH   DFND 1 2 405,086 0 0
B RILEY PRINCIPAL MERGE-CW24 *W EXP 04/08/202 05586Y114 36 45,415 SH   DFND 1 45,415 0 0
B&G FOODS INC COM 05508R106 15,093 841,784 SH   DFND 1 841,784 0 0
B. RILEY FINANCIAL INC COM 05580M108 5,890 233,955 SH   DFND 1 233,955 0 0
B. RILEY FINANCIAL INC COM 05580M108 263 10,446 SH   DFND 1 2 10,446 0 0
B2GOLD CORP COM 11777Q209 908 226,409 SH   DFND 1 226,409 0 0
B2GOLD CORP COM 11777Q209 830 206,896 SH   DFND 1 2 206,896 0 0
BABCOCK & WILCOX ENTERPR COM 05614L209 721 198,097 SH   DFND 1 198,097 0 0
BADGER METER INC COM 056525108 26,862 413,712 SH   DFND 1 413,712 0 0
BADGER METER INC COM 056525108 152 2,350 SH   DFND 1 2 2,350 0 0
BAIDU INC - SPON ADR SPON ADR REP A 056752108 109,176 869,111 SH   DFND 1 857,822 0 11,289
BAKER HUGHES CO CL A 05722G100 261,706 10,231,263 SH   DFND 1 10,202,150 0 29,113
BAKER HUGHES CO CL A 05722G100 87 3,419 SH   DFND 1 2 3,419 0 0
BALCHEM CORP COM 057665200 44,576 438,617 SH   DFND 1 438,617 0 0
BALL CORP COM 058498106 332,579 5,152,959 SH   DFND 1 5,138,252 0 14,707
BALL CORP COM 058498106 375 5,806 SH   DFND 1 2 5,806 0 0
BALLANTYNE STRONG INC COM 058516105 214 66,351 SH   DFND 1 66,351 0 0
BALLARD POWER SYSTEMS INC COM 058586108 1,310 183,454 SH   DFND 1 183,454 0 0
BANC OF CALIFORNIA INC COM 05990K106 9,798 570,319 SH   DFND 1 570,319 0 0
BANCFIRST CORP COM 05945F103 22,410 358,915 SH   DFND 1 358,915 0 0
BANCFIRST CORP COM 05945F103 261 4,192 SH   DFND 1 2 4,192 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 452 81,004 SH   DFND 1 73,270 0 7,734
BANCO MACRO SA-ADR SPON ADR B 05961W105 4,202 116,811 SH   DFND 1 116,811 0 0
BANCO MACRO SA-ADR SPON ADR B 05961W105 33 929 SH   DFND 1 2 929 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 635 153,418 SH   DFND 1 142,557 0 10,861
BANCOLOMBIA S.A.-SPONS ADR SPON ADR PREF 05968L102 912 16,659 SH   DFND 1 16,371 0 288
BANCORP INC/THE COM 05969A105 9,505 732,863 SH   DFND 1 732,863 0 0
BANCORP INC/THE COM 05969A105 255 19,735 SH   DFND 1 2 19,735 0 0
BANCORPSOUTH BANK COM 05971J102 40,214 1,280,322 SH   DFND 1 1,256,811 0 23,511
BANCROFT FUND LTD COM 059695106 352 13,527 SH   DFND 1 2 13,527 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 13,425 209,613 SH   DFND 1 209,613 0 0
BANK FIRST CORP COM 06211J100 5,081 72,578 SH   DFND 1 72,578 0 0
BANK OF AMERICA CORP COM 060505104 4,102,018 116,704,918 SH   DFND 1 116,330,756 0 374,162
BANK OF AMERICA CORP COM 060505104 5 164 SH   DFND 1 2 164 0 0
BANK OF COMMERCE HOLDINGS COM 06424J103 2,586 223,552 SH   DFND 1 223,552 0 0
BANK OF HAWAII CORP COM 062540109 48,970 514,612 SH   DFND 1 504,728 0 9,884
BANK OF MARIN BANCORP/CA COM 063425102 8,227 182,620 SH   DFND 1 182,620 0 0
BANK OF MARIN BANCORP/CA COM 063425102 46 1,032 SH   DFND 1 2 1,032 0 0
BANK OF MONTREAL COM 063671101 72,971 936,290 SH   DFND 1 935,591 0 699
BANK OF N.T. BUTTERFIELD&SON SHS NEW G0772R208 11,423 308,566 SH   DFND 1 308,566 0 0
BANK OF N.T. BUTTERFIELD&SON SHS NEW G0772R208 14 396 SH   DFND 1 2 396 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 592,505 11,798,203 SH   DFND 1 11,759,995 0 38,208
BANK OF NEW YORK MELLON CORP COM 064058100 46 918 SH   DFND 1 2 918 0 0
BANK OF NOVA SCOTIA COM 064149107 100,843 1,776,365 SH   DFND 1 1,775,704 0 661
BANK OF SOUTH CAROLINA CORP COM 065066102 215 11,494 SH   DFND 1 11,494 0 0
BANK OZK COM 06417N103 45,541 1,492,921 SH   DFND 1 1,463,298 0 29,623
BANK7 CORP COM 06652N107 366 19,332 SH   DFND 1 19,332 0 0
BANKFINANCIAL CORP COM 06643P104 2,750 210,255 SH   DFND 1 210,255 0 0
BANKUNITED INC COM 06652K103 37,378 1,022,388 SH   DFND 1 1,022,388 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 2,813 97,539 SH   DFND 1 97,539 0 0
BANNER CORPORATION COM NEW 06652V208 28,606 505,508 SH   DFND 1 505,508 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 4,579 139,111 SH   DFND 1 138,564 0 547
BAR HARBOR BANKSHARES COM 066849100 4,699 185,091 SH   DFND 1 185,091 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 474 49,842 SH   DFND 1 47,053 0 2,789
BARCLAYS PLC-SPONS ADR ADR 06738E204 46 4,877 SH   DFND 1 2 4,877 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 2,239 524,494 SH   DFND 1 524,311 0 183
BARNES GROUP INC COM 067806109 38,023 613,677 SH   DFND 1 613,677 0 0
BARNWELL INDUSTRIES INC COM 068221100 14 14,145 SH   DFND 1 14,145 0 0
BARRETT BUSINESS SVCS INC COM 068463108 12,637 139,707 SH   DFND 1 139,167 0 540
BARRETT BUSINESS SVCS INC COM 068463108 916 10,131 SH   DFND 1 2 10,131 0 0
BARRICK GOLD CORP COM 067901108 47,901 2,571,881 SH   DFND 1 2,569,911 0 1,970
BARRICK GOLD CORP COM 067901108 13 738 SH   DFND 1 2 738 0 0
BASSETT FURNITURE INDS COM 070203104 2,083 124,899 SH   DFND 1 124,899 0 0
BAT GROUP INC COM 07039P104 25 16,515 SH   DFND 1 16,515 0 0
BAUDAX BIO INC COM 07160F107 828 119,765 SH   DFND 1 119,765 0 0
BAUDAX BIO INC COM 07160F107 22 3,220 SH   DFND 1 2 3,220 0 0
BAUSCH HEALTH COS INC COM 071734107 13,117 441,576 SH   DFND 1 441,331 0 245
BAXTER INTERNATIONAL INC COM 071813109 601,397 7,208,045 SH   DFND 1 7,183,495 0 24,550
BAXTER INTERNATIONAL INC COM 071813109 44 533 SH   DFND 1 2 533 0 0
BAYCOM CORP COM 07272M107 3,417 150,289 SH   DFND 1 150,289 0 0
BAYTEX ENERGY CORP COM 07317Q105 77 54,000 SH   DFND 1 54,000 0 0
BBQ HOLDINGS INC COM 05551A109 131 33,411 SH   DFND 1 33,411 0 0
BBX CAPITAL CORP CL A 05491N104 4,159 871,933 SH   DFND 1 859,976 0 11,957
BBX CAPITAL CORP CL A 05491N104 179 37,622 SH   DFND 1 2 37,622 0 0
BCB BANCORP INC COM 055298103 2,222 161,167 SH   DFND 1 161,167 0 0
BCE INC COM NEW 05534B760 19,587 385,128 SH   DFND 1 383,870 0 1,258
BCE INC COM NEW 05534B760 15 340 SH   DFND 1 2 340 0 0
BEACON ROOFING SUPPLY INC COM 073685109 29,555 924,172 SH   DFND 1 924,172 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 69 22,555 SH   DFND 1 22,555 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 5,451 385,805 SH   DFND 1 385,805 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 60 4,270 SH   DFND 1 2 4,270 0 0
BECTON DICKINSON AND CO COM 075887109 1,001,837 3,692,242 SH   DFND 1 3,679,496 0 12,746
BED BATH & BEYOND INC COM 075896100 30,236 1,747,754 SH   DFND 1 1,714,931 0 32,823
BEIGENE LTD-ADR SPONSORED ADR 07725L102 28,317 173,372 SH   DFND 1 173,250 0 122
BEL FUSE INC-CL B CL B 077347300 3,081 150,321 SH   DFND 1 150,321 0 0
BELDEN INC COM 077454106 32,245 586,273 SH   DFND 1 576,803 0 9,470
BELDEN INC COM 077454106 48 883 SH   DFND 1 2 883 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 81 232,890 SH   DFND 1 232,890 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 537 416,449 SH   DFND 1 416,449 0 0
BELLRING BRANDS INC-CLASS A COM CL A 079823100 10,686 501,935 SH   DFND 1 501,935 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 19,478 566,904 SH   DFND 1 566,904 0 0
BENEFITFOCUS INC COM 08180D106 8,782 400,297 SH   DFND 1 400,297 0 0
BERKSHIRE HATHAWAY INC-CL A CL A 084670108 3,395 10 SH   DFND 1 10 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 6,157,098 27,239,412 SH   DFND 1 27,149,395 0 90,017
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 37 164 SH   DFND 1 2 164 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 18,758 570,511 SH   DFND 1 570,511 0 0
BERRY GLOBAL GROUP INC COM 08579W103 69,762 1,469,003 SH   DFND 1 1,469,003 0 0
BERRY GLOBAL GROUP INC COM 08579W103 78 1,649 SH   DFND 1 2 1,649 0 0
BERRY PETROLEUM CORP COM 08579X101 6,476 686,842 SH   DFND 1 686,842 0 0
BERRY PETROLEUM CORP COM 08579X101 9 998 SH   DFND 1 2 998 0 0
BEST BUY CO INC COM 086516101 325,079 3,709,609 SH   DFND 1 3,697,981 0 11,628
BEST BUY CO INC COM 086516101 470 5,355 SH   DFND 1 2 5,355 0 0
BEST INC - ADR SPONSORED ADS 08653C106 2,587 469,176 SH   DFND 1 469,176 0 0
BEYOND AIR INC COM 08862L103 170 32,547 SH   DFND 1 32,547 0 0
BEYOND MEAT INC COM 08862E109 19,934 263,678 SH   DFND 1 263,678 0 0
BEYONDSPRING INC SHS G10830100 1,276 82,333 SH   DFND 1 82,333 0 0
BG STAFFING INC COM 05544A109 2,525 115,379 SH   DFND 1 115,103 0 276
BGC PARTNERS INC-CL A CL A 05541T101 19,536 3,288,925 SH   DFND 1 3,287,649 0 1,276
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 1,459 26,678 SH   DFND 1 25,045 0 1,633
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 152 2,782 SH   DFND 1 2 2,782 0 0
BHP GROUP PLC-ADR SPONSORED ADR 05545E209 1,450 30,862 SH   DFND 1 30,109 0 753
BHP GROUP PLC-ADR SPONSORED ADR 05545E209 398 8,478 SH   DFND 1 2 8,478 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 494 164,810 SH   DFND 1 164,810 0 0
BIG LOTS INC COM 089302103 14,475 504,006 SH   DFND 1 504,006 0 0
BIGLARI HOLDINGS INC-A COM STK CL A 08986R408 435 725 SH   DFND 1 725 0 0
BIGLARI HOLDINGS INC-B COM STK CL B 08986R309 1,531 13,389 SH   DFND 1 13,389 0 0
BILIBILI INC-SPONSORED ADR SPONS ADS REP Z 090040106 1,253 67,299 SH   DFND 1 67,299 0 0
BIOCEPT INC COM 09072V402 20 70,353 SH   DFND 1 70,353 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 6,590 1,910,404 SH   DFND 1 1,910,404 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 7,109 1,124,954 SH   DFND 1 1,124,954 0 0
BIOGEN INC COM 09062X103 977,414 3,299,148 SH   DFND 1 3,283,443 0 15,705
BIOGEN INC COM 09062X103 1,035 3,489 SH   DFND 1 2 3,489 0 0
BIOHAVEN PHARMACEUTICAL HOLD COM G11196105 28,189 517,815 SH   DFND 1 517,815 0 0
BIOLASE INC COM NEW 090911207 26 48,715 SH   DFND 1 48,715 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 2,271 140,404 SH   DFND 1 140,404 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 163,516 1,935,812 SH   DFND 1 1,928,581 0 7,231
BIONANO GENOMICS INC COM 09075F107 313 252,776 SH   DFND 1 252,776 0 0
BIO-PATH HOLDINGS INC COM 09057N300 164 20,643 SH   DFND 1 20,643 0 0
BIOPHARMX CORP COM NEW 09072X309 11 26,866 SH   DFND 1 26,866 0 0
BIO-RAD LABORATORIES-A CL A 090572207 89,823 242,974 SH   DFND 1 237,679 0 5,295
BIO-RAD LABORATORIES-A CL A 090572207 4 12 SH   DFND 1 2 12 0 0
BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1,194 201,847 SH   DFND 1 201,847 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 5,234 91,926 SH   DFND 1 91,926 0 0
BIO-TECHNE CORP COM 09073M104 107,788 491,058 SH   DFND 1 481,618 0 9,440
BIOTELEMETRY INC COM 090672106 21,594 466,400 SH   DFND 1 465,822 0 578
BIOXCEL THERAPEUTICS INC COM 09075P105 1,157 79,204 SH   DFND 1 79,204 0 0
BJ'S RESTAURANTS INC COM 09180C106 9,969 262,620 SH   DFND 1 262,620 0 0
BJ'S WHOLESALE CLUB HOLDINGS COM 05550J101 34,851 1,532,587 SH   DFND 1 1,502,272 0 30,315
BJ'S WHOLESALE CLUB HOLDINGS COM 05550J101 11 513 SH   DFND 1 2 513 0 0
BK TECHNOLOGIES CORP COM 05587G104 244 78,830 SH   DFND 1 78,830 0 0
BLACK HILLS CORP COM 092113109 64,241 817,943 SH   DFND 1 802,882 0 15,061
BLACK KNIGHT INC COM 09215C105 99,401 1,543,107 SH   DFND 1 1,543,107 0 0
BLACKBAUD INC COM 09227Q100 54,290 682,043 SH   DFND 1 669,988 0 12,055
BLACKBERRY LTD COM 09228F103 4,653 728,944 SH   DFND 1 724,691 0 4,253
BLACKLINE INC COM 09239B109 33,160 643,141 SH   DFND 1 643,141 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 64 13,050 SH   DFND 1 2 13,050 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 6 1,347 SH   DFND 1 1,347 0 0
BLACKROCK INC COM 09247X101 811,657 1,618,327 SH   DFND 1 1,612,568 0 5,759
BLACKROCK INC COM 09247X101 15 30 SH   DFND 1 2 30 0 0
BLACKROCK RESOURCES & COMMOD SHS 09257A108 151 18,785 SH   DFND 1 2 18,785 0 0
BLACKROCK TCP CAPITAL CORP COM 09259E108 143 10,228 SH   DFND 1 2 10,228 0 0
BLACKROCK TCP CAPITAL CORP COM 09259E108 14 1,053 SH   DFND 1 1,053 0 0
BLACKSTONE GROUP INC/THE-A COM CL A 09260D107 275,720 4,935,530 SH   DFND 1 4,935,530 0 0
BLACKSTONE MORTGAGE TRU-CL A COM CL A 09257W100 70,613 1,884,534 SH   DFND 1 1,882,886 0 1,648
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BOX INC - CLASS A CL A 10316T104 36,922 2,200,407 SH   DFND 1 2,200,407 0 0
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BOXWOOD MERGER CORP - 21 *W EXP 11/26/202 10319T119 592 1,033,333 SH   DFND 1 2 1,033,333 0 0
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BP PLC-SPONS ADR SPONSORED ADR 055622104 19,804 524,758 SH   DFND 1 524,758 0 0
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BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 3,905 283,398 SH   DFND 1 283,398 0 0
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BRIGGS & STRATTON COM 109043109 3,741 561,835 SH   DFND 1 561,835 0 0
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BROOKDALE SENIOR LIVING INC COM 112463104 17,840 2,454,017 SH   DFND 1 2,454,017 0 0
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BROOKLINE BANCORP INC COM 11373M107 18,471 1,122,190 SH   DFND 1 1,122,190 0 0
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BROWN & BROWN INC COM 115236101 111,402 2,824,158 SH   DFND 1 2,766,850 0 57,308
BROWN & BROWN INC COM 115236101 289 7,326 SH   DFND 1 2 7,326 0 0
BROWN-FORMAN CORP-CLASS A CL A 115637100 13,243 210,988 SH   DFND 1 210,988 0 0
BROWN-FORMAN CORP-CLASS B CL B 115637209 241,720 3,582,860 SH   DFND 1 3,574,694 0 8,166
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BWX TECHNOLOGIES INC COM 05605H100 62,361 1,004,542 SH   DFND 1 1,004,542 0 0
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C & F FINANCIAL CORP COM 12466Q104 2,133 38,553 SH   DFND 1 38,553 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 177,423 2,272,960 SH   DFND 1 2,266,837 0 6,123
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CACTUS INC - A CL A 127203107 21,272 619,829 SH   DFND 1 619,829 0 0
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CADENCE BANCORP CL A 12739A100 30,041 1,656,999 SH   DFND 1 1,656,999 0 0
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CAI INTERNATIONAL INC COM 12477X106 6,344 218,912 SH   DFND 1 218,912 0 0
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CALIX INC COM 13100M509 7,661 957,735 SH   DFND 1 957,735 0 0
CALLAWAY GOLF COMPANY COM 131193104 25,816 1,217,770 SH   DFND 1 1,217,770 0 0
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CANON INC-SPONS ADR SPONSORED ADR 138006309 2,762 101,000 SH   DFND 1 98,577 0 2,423
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CBTX INC COM 12481V104 7,613 244,641 SH   DFND 1 244,641 0 0
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CECO ENVIRONMENTAL CORP COM 125141101 3,252 424,593 SH   DFND 1 424,593 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,349 1,135,376 SH   DFND 1 1,135,376 0 0
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CELESTICA INC SUB VTG SHS 15101Q108 209 25,240 SH   DFND 1 25,240 0 0
CELLDEX THERAPEUTICS INC COM NEW 15117B202 231 103,983 SH   DFND 1 103,965 0 18
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CEL-SCI CORP COM PAR NEW 150837607 3,489 381,334 SH   DFND 1 381,334 0 0
CELSION CORP COM PAR NEW 15117N503 110 64,684 SH   DFND 1 64,684 0 0
CELSIUS HOLDINGS INC COM NEW 15118V207 1,855 384,190 SH   DFND 1 384,190 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 1,816 480,476 SH   DFND 1 2 480,476 0 0
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CENTENE CORP COM 15135B101 30 487 SH   DFND 1 2 487 0 0
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CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 113 24,672 SH   DFND 1 2 24,672 0 0
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CENTERSTATE BANK CORP COM 15201P109 42,030 1,682,562 SH   DFND 1 1,682,562 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 5,841 1,289,567 SH   DFND 1 1,270,420 0 19,147
CENTRAL GARDEN & PET CO COM 153527106 882 28,399 SH   DFND 1 28,399 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 20,040 682,583 SH   DFND 1 682,507 0 76
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 11,171 377,676 SH   DFND 1 377,676 0 0
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CENTRAL SECURITIES CORP COM 155123102 2,288 69,126 SH   DFND 1 2 69,126 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 3,372 155,632 SH   DFND 1 155,632 0 0
CENTRIC BRANDS INC COM 15644G104 378 174,640 SH   DFND 1 174,640 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 168 24,534 SH   DFND 1 24,534 0 0
CENTURY ALUMINUM COMPANY COM 156431108 5,207 692,980 SH   DFND 1 692,980 0 0
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CERENCE INC COM 156727109 9,503 419,935 SH   DFND 1 419,365 0 570
CERIDIAN HCM HOLDING INC COM 15677J108 70,837 1,043,573 SH   DFND 1 1,018,873 0 24,700
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CEVA INC COM 157210105 8,129 301,525 SH   DFND 1 301,525 0 0
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CF INDUSTRIES HOLDINGS INC COM 125269100 502 10,530 SH   DFND 1 2 10,530 0 0
CFX 5 3/4 01/15/22 UNIT 01/15/2022T 194014205 10,610 67,500 PRN   DFND 1 2 67,500 0 0
CFX 5 3/4 01/15/22 UNIT 01/15/2022T 194014205 1,186 7,500 PRN   DFND 1 7,500 0 0
CGI INC CL A SUB VTG 12532H104 30,326 364,783 SH   DFND 1 364,364 0 419
CGI INC CL A SUB VTG 12532H104 56 678 SH   DFND 1 2 678 0 0
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 362 43,531 SH   DFND 1 43,531 0 0
CHANGE HEALTHCARE INC COM 15912K100 9,358 570,985 SH   DFND 1 570,985 0 0
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CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 96 9,877 SH   DFND 1 9,877 0 0
CHANNELADVISOR CORP COM 159179100 3,042 336,528 SH   DFND 1 336,528 0 0
CHAPARRAL ENERGY INC-CLASS A COM CL A 15942R208 708 402,493 SH   DFND 1 402,493 0 0
CHARAH SOLUTIONS INC COM 15957P105 184 75,655 SH   DFND 1 75,655 0 0
CHARLES & COLVARD LTD COM 159765106 168 118,719 SH   DFND 1 118,719 0 0
CHARLES RIVER LABORATORIES COM 159864107 79,601 521,088 SH   DFND 1 509,119 0 11,969
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CHARTER COMMUNICATIONS INC-A CL A 16119P108 1,103,829 2,280,522 SH   DFND 1 2,264,718 0 15,804
CHARTER COMMUNICATIONS INC-A CL A 16119P108 39 82 SH   DFND 1 2 82 0 0
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CHASERG TECHNOLOGY ACQ-CW23 *W EXP 04/10/202 16166A111 44 20,056 SH   DFND 1 2 20,056 0 0
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CHECK POINT SOFTWARE TECH ORD M22465104 112,538 1,013,891 SH   DFND 1 1,007,840 0 6,051
CHECK POINT SOFTWARE TECH ORD M22465104 179 1,616 SH   DFND 1 2 1,616 0 0
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CHEGG INC COM 163092109 56,964 1,502,623 SH   DFND 1 1,502,623 0 0
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CHEMED CORP COM 16359R103 90,161 205,261 SH   DFND 1 201,338 0 3,923
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CHEMOURS CO/THE COM 163851108 32,724 1,808,996 SH   DFND 1 1,768,243 0 40,753
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CHERRY HILL MORTGAGE INVESTM COM 164651101 3,444 236,081 SH   DFND 1 231,825 0 4,256
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CHEVRON CORP COM 166764100 6 56 SH   DFND 1 2 56 0 0
CHEWY INC - CLASS A CL A 16679L109 11,726 404,368 SH   DFND 1 404,368 0 0
CHF SOLUTIONS INC COM PAR 12542Q706 85 99,730 SH   DFND 1 99,730 0 0
CHIASMA INC COM 16706W102 2,226 448,981 SH   DFND 1 448,981 0 0
CHICO'S FAS INC COM 168615102 6,003 1,575,809 SH   DFND 1 1,575,509 0 300
CHILDREN'S PLACE INC/THE COM 168905107 13,306 212,841 SH   DFND 1 212,841 0 0
CHILDREN'S PLACE INC/THE COM 168905107 34 558 SH   DFND 1 2 558 0 0
CHIMERA INVESTMENT CORP COM NEW 16934Q208 56,734 2,737,128 SH   DFND 1 2,737,128 0 0
CHIMERIX INC COM 16934W106 1,808 891,021 SH   DFND 1 891,021 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 41 13,333 SH   DFND 1 13,333 0 0
CHINA BIOLOGIC PRODUCTS HOLD COM G21515104 3,259 28,006 SH   DFND 1 28,006 0 0
CHINA CERAMICS CO LTD SHS G2113X134 7 10,848 SH   DFND 1 10,848 0 0
CHINA HGS REAL ESTATE INC COM 16948W100 9 13,939 SH   DFND 1 13,939 0 0
CHINA INTERNET NATIONWIDE FI SHS G2120A101 13 11,616 SH   DFND 1 11,616 0 0
CHINA JO-JO DRUGSTORES INC COM NEW 16949A206 191 105,303 SH   DFND 1 105,303 0 0
CHINA LIFE INSURANCE CO-ADR SPON ADR REP H 16939P106 410 29,715 SH   DFND 1 24,829 0 4,886
CHINA NATURAL RESOURCES INC COM G2110U109 22 11,233 SH   DFND 1 11,233 0 0
CHINA RECYCLING ENERGY CORP COM NEW 168913200 9 32,325 SH   DFND 1 32,325 0 0
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CHIPOTLE MEXICAN GRILL INC COM 169656105 356,067 426,175 SH   DFND 1 425,026 0 1,149
CHOICE HOTELS INTL INC COM 169905106 36,279 350,762 SH   DFND 1 342,948 0 7,814
CHROMADEX CORP COM NEW 171077407 2,150 498,933 SH   DFND 1 498,933 0 0
CHUBB LTD COM H1467J104 1,039,736 6,693,249 SH   DFND 1 6,672,731 0 20,518
CHUBB LTD COM H1467J104 18 122 SH   DFND 1 2 122 0 0
CHUNGHWA TELECOM LT-SPON ADR SPON ADR NEW11 17133Q502 748 20,289 SH   DFND 1 18,835 0 1,454
CHURCH & DWIGHT CO INC COM 171340102 279,583 3,981,041 SH   DFND 1 3,970,031 0 11,010
CHURCH & DWIGHT CO INC COM 171340102 39 555 SH   DFND 1 2 555 0 0
CHURCHILL DOWNS INC COM 171484108 67,036 488,601 SH   DFND 1 479,909 0 8,692
CHUY'S HOLDINGS INC COM 171604101 5,967 230,221 SH   DFND 1 230,221 0 0
CIA CERVECERIAS UNI-SPON ADR SPONSORED ADR 204429104 692 36,498 SH   DFND 1 2 36,498 0 0
CIA CERVECERIAS UNI-SPON ADR SPONSORED ADR 204429104 97 5,152 SH   DFND 1 5,152 0 0
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 413 121,218 SH   DFND 1 112,992 0 8,226
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 285 83,587 SH   DFND 1 2 83,587 0 0
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 231 13,659 SH   DFND 1 12,859 0 800
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 146 8,669 SH   DFND 1 2 8,669 0 0
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 673 44,784 SH   DFND 1 24,677 0 20,107
CIA SIDERURGICA NACL-SP ADR SPONSORED ADR 20440W105 66 19,177 SH   DFND 1 19,177 0 0
CIDARA THERAPEUTICS INC COM 171757107 452 117,738 SH   DFND 1 117,738 0 0
CIENA CORP COM NEW 171779309 98,410 2,305,242 SH   DFND 1 2,267,330 0 37,912
CIENA CORP COM NEW 171779309 735 17,221 SH   DFND 1 2 17,221 0 0
CIGNA CORP COM 125523100 1,113,059 5,454,876 SH   DFND 1 5,437,370 0 17,506
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CIIG MERGER CORP UNIT 12/31/2026 12559C202 1,012 100,000 SH   DFND 1 2 100,000 0 0
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CIRCOR INTERNATIONAL INC COM 17273K109 11,913 257,641 SH   DFND 1 257,641 0 0
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CISION LTD SHS G1992S109 579 58,076 SH   DFND 1 2 58,076 0 0
CIT GROUP INC COM NEW 125581801 48,577 1,064,586 SH   DFND 1 1,064,586 0 0
CIT GROUP INC COM NEW 125581801 343 7,526 SH   DFND 1 2 7,526 0 0
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CITIZENS & NORTHERN CORP COM 172922106 4,619 163,531 SH   DFND 1 163,531 0 0
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CITRIX SYSTEMS INC COM 177376100 222,910 2,012,364 SH   DFND 1 2,001,681 0 10,683
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CITY HOLDING CO COM 177835105 18,793 229,325 SH   DFND 1 229,325 0 0
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CIVISTA BANCSHARES INC COM NO PAR 178867107 4,758 198,268 SH   DFND 1 198,268 0 0
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CLEARWAY ENERGY INC-C CL C 18539C204 22,419 1,123,768 SH   DFND 1 1,123,373 0 395
CLEVELAND BIOLABS INC COM NEW 185860202 10 17,598 SH   DFND 1 17,598 0 0
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CLOROX COMPANY COM 189054109 350,986 2,289,986 SH   DFND 1 2,284,049 0 5,937
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CLOUGH GLBL OPPORTUNITIES FD SH BEN INT 18914E106 142 15,086 SH   DFND 1 2 15,086 0 0
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CME GROUP INC COM 12572Q105 1,123,606 5,605,150 SH   DFND 1 5,588,159 0 16,991
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CNX RESOURCES CORP COM 12653C108 21,900 2,474,661 SH   DFND 1 2,429,054 0 45,607
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COCA-COLA CO/THE COM 191216100 2,923,381 52,925,354 SH   DFND 1 52,743,983 0 181,371
COCA-COLA CONSOLIDATED INC COM 191098102 28,319 99,697 SH   DFND 1 99,697 0 0
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COCA-COLA EUROPEAN PARTNERS SHS G25839104 64 1,267 SH   DFND 1 2 1,267 0 0
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CODEXIS INC COM 192005106 11,040 690,475 SH   DFND 1 689,602 0 873
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COGNEX CORP COM 192422103 118,414 2,114,804 SH   DFND 1 2,072,922 0 41,882
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COLFAX CORP COM 194014106 34,635 952,048 SH   DFND 1 931,558 0 20,490
COLGATE-PALMOLIVE CO COM 194162103 948,528 13,800,420 SH   DFND 1 13,761,508 0 38,912
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COLONY BANKCORP COM 19623P101 1,122 68,032 SH   DFND 1 68,032 0 0
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COLONY CREDIT REAL ESTATE IN COM CL A 19625T101 14,296 1,086,333 SH   DFND 1 1,086,333 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 40,751 1,001,629 SH   DFND 1 1,001,629 0 0
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COLUMBIA PROPERTY TRUST INC COM NEW 198287203 39,781 1,902,521 SH   DFND 1 1,902,521 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 36,681 366,123 SH   DFND 1 359,007 0 7,116
COLUMBUS MCKINNON CORP/NY COM 199333105 13,314 332,607 SH   DFND 1 332,607 0 0
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DHT 4.5 08/15/21 NOTE 4.500% 8/1 23335SAD8 5,635 4,067,000 PRN   DFND 1 2 4,067,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 8,972 1,083,671 SH   DFND 1 1,083,671 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 316 38,198 SH   DFND 1 2 38,198 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 5,051 29,993 SH   DFND 1 29,993 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 0 3 SH   DFND 1 2 3 0 0
DIAMEDICA THERAPEUTICS INC COM NEW 25253X207 85 17,557 SH   DFND 1 17,557 0 0
DIAMOND EAGLE ACQUI -CW26 *W EXP 06/30/202 25258L117 1,296 540,000 SH   DFND 1 2 540,000 0 0
DIAMOND EAGLE ACQUI -CW26 *W EXP 06/30/202 25258L117 144 60,000 SH   DFND 1 60,000 0 0
DIAMOND EAGLE ACQUISIT-CL A COM CL A 25258L109 1,745 163,162 SH   DFND 1 2 163,162 0 0
DIAMOND EAGLE ACQUISIT-CL A COM CL A 25258L109 63 5,954 SH   DFND 1 5,954 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,990 49,769 SH   DFND 1 49,769 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 5,961 829,149 SH   DFND 1 829,149 0 0
DIAMOND S SHIPPING INC COM Y20676105 4,772 285,085 SH   DFND 1 285,085 0 0
DIAMONDBACK ENERGY INC COM 25278X109 245,137 2,644,935 SH   DFND 1 2,637,694 0 7,241
DIAMONDBACK ENERGY INC COM 25278X109 12 137 SH   DFND 1 2 137 0 0
DIAMONDPEAK HOLDINGS CO-CW24 *W EXP 02/22/202 25280H118 34 45,000 SH   DFND 1 2 45,000 0 0
DIAMONDPEAK HOLDINGS CO-CW24 *W EXP 02/22/202 25280H118 3 5,000 SH   DFND 1 5,000 0 0
DIAMONDPEAK HOLDINGS CORP-A COM CL A 25280H100 995 100,000 SH   DFND 1 2 100,000 0 0
DIAMONDPEAK HOLDINGS CORP-A COM CL A 25280H100 99 10,000 SH   DFND 1 10,000 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 40,517 3,656,835 SH   DFND 1 3,604,878 0 51,957
DICERNA PHARMACEUTICALS INC COM 253031108 17,292 784,930 SH   DFND 1 784,930 0 0
DICK'S SPORTING GOODS INC COM 253393102 39,805 804,307 SH   DFND 1 788,721 0 15,586
DIEBOLD NIXDORF INC COM 253651103 10,599 1,003,752 SH   DFND 1 1,003,552 0 200
DIEBOLD NIXDORF INC COM 253651103 185 17,545 SH   DFND 1 2 17,545 0 0
DIFFUSION PHARMACEUTICALS IN COM PAR 253748305 115 251,163 SH   DFND 1 251,163 0 0
DIGI INTERNATIONAL INC COM 253798102 7,415 418,506 SH   DFND 1 418,506 0 0
DIGI INTERNATIONAL INC COM 253798102 404 22,849 SH   DFND 1 2 22,849 0 0
DIGIMARC CORP COM 25381B101 5,573 166,075 SH   DFND 1 166,075 0 0
DIGITAL ALLY INC COM NEW 25382P208 74 73,408 SH   DFND 1 73,408 0 0
DIGITAL REALTY TRUST INC COM 253868103 488,193 4,083,756 SH   DFND 1 4,020,317 0 63,439
DIGITAL TURBINE INC COM NEW 25400W102 6,742 945,716 SH   DFND 1 942,565 0 3,151
DIGITAL TURBINE INC COM NEW 25400W102 183 25,668 SH   DFND 1 2 25,668 0 0
DILLARDS INC-CL A CL A 254067101 10,087 137,278 SH   DFND 1 134,862 0 2,416
DIME COMMUNITY BANCSHARES COM 253922108 9,436 451,736 SH   DFND 1 451,736 0 0
DINE BRANDS GLOBAL INC COM 254423106 18,901 226,314 SH   DFND 1 226,314 0 0
DIODES INC COM 254543101 35,929 637,387 SH   DFND 1 637,387 0 0
DIPLOMAT PHARMACY INC COM 25456K101 3,081 770,483 SH   DFND 1 770,483 0 0
DIRTT ENVIRONMENTAL SOLUTION COM 25490H106 274 83,887 SH   DFND 1 2 83,887 0 0
DIRTT ENVIRONMENTAL SOLUTION COM 25490H106 70 21,667 SH   DFND 1 21,667 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 437,654 5,168,009 SH   DFND 1 5,152,561 0 15,448
DISCOVERY INC - A COM SER A 25470F104 92,250 2,823,586 SH   DFND 1 2,816,334 0 7,252
DISCOVERY INC - A COM SER A 25470F104 78 2,389 SH   DFND 1 2 2,389 0 0
DISCOVERY INC-C COM SER C 25470F302 163,415 5,369,690 SH   DFND 1 5,354,054 0 15,636
DISH NETWORK CORP-A CL A 25470M109 182,955 5,166,168 SH   DFND 1 5,154,671 0 11,497
DISH NETWORK CORP-A CL A 25470M109 849 23,958 SH   DFND 1 2 23,958 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 81 78,132 SH   DFND 1 78,132 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 3,328 247,313 SH   DFND 1 2 247,313 0 0
DIXIE GROUP INC CL A 255519100 74 65,372 SH   DFND 1 65,372 0 0
DMC GLOBAL INC COM 23291C103 8,874 197,467 SH   DFND 1 197,467 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 16 53,936 SH   DFND 1 53,936 0 0
DOCUSIGN INC COM 256163106 111,933 1,511,356 SH   DFND 1 1,511,356 0 0
DOCUSIGN INC COM 256163106 594 8,025 SH   DFND 1 2 8,025 0 0
DOLBY LABORATORIES INC-CL A COM CL A 25659T107 54,135 786,851 SH   DFND 1 786,851 0 0
DOLLAR GENERAL CORP COM 256677105 647,149 4,157,032 SH   DFND 1 4,145,598 0 11,434
DOLLAR GENERAL CORP COM 256677105 37 243 SH   DFND 1 2 243 0 0
DOLLAR TREE INC COM 256746108 350,191 3,730,998 SH   DFND 1 3,710,962 0 20,036
DOLLAR TREE INC COM 256746108 62 661 SH   DFND 1 2 661 0 0
DOMINION ENERGY INC COM 25746U109 986,293 11,919,307 SH   DFND 1 11,881,662 0 37,645
DOMINO'S PIZZA INC COM 25754A201 139,532 474,077 SH   DFND 1 464,054 0 10,023
DOMO INC - CLASS B COM CL B 257554105 5,698 262,365 SH   DFND 1 262,365 0 0
DOMTAR CORP COM NEW 257559203 33,026 863,675 SH   DFND 1 848,542 0 15,133
DOMTAR CORP COM NEW 257559203 315 8,247 SH   DFND 1 2 8,247 0 0
DONALDSON CO INC COM 257651109 84,737 1,470,624 SH   DFND 1 1,439,606 0 31,018
DONEGAL GROUP INC-CL A CL A 257701201 2,807 189,425 SH   DFND 1 189,425 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 4,530 432,710 SH   DFND 1 432,710 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 138 13,218 SH   DFND 1 2 13,218 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 538 27,616 SH   DFND 1 27,616 0 0
DORIAN LPG LTD SHS USD Y2106R110 5,876 379,605 SH   DFND 1 379,605 0 0
DORMAN PRODUCTS INC COM 258278100 31,602 417,364 SH   DFND 1 417,364 0 0
DOUGLAS DYNAMICS INC COM 25960R105 16,204 294,621 SH   DFND 1 293,992 0 629
DOUGLAS EMMETT INC COM 25960P109 123,440 2,811,852 SH   DFND 1 2,771,458 0 40,394
DOVER CORP COM 260003108 264,225 2,297,031 SH   DFND 1 2,289,701 0 7,330
DOVER CORP COM 260003108 91 793 SH   DFND 1 2 793 0 0
DOVER MOTORSPORTS INC COM 260174107 60 32,679 SH   DFND 1 32,679 0 0
DOW INC COM 260557103 573,621 10,503,663 SH   DFND 1 10,465,784 0 37,879
DOW INC COM 260557103 11 219 SH   DFND 1 2 219 0 0
DPW HOLDINGS INC COM 26140E600 21 17,818 SH   DFND 1 17,818 0 0
DR HORTON INC COM 23331A109 309,744 5,882,704 SH   DFND 1 5,867,608 0 15,096
DR HORTON INC COM 23331A109 128 2,440 SH   DFND 1 2 2,440 0 0
DR. REDDY'S LABORATORIES-ADR ADR 256135203 834 21,126 SH   DFND 1 19,873 0 1,253
DRIL-QUIP INC COM 262037104 22,127 471,702 SH   DFND 1 471,702 0 0
DRIVE SHACK INC COM 262077100 2,680 732,318 SH   DFND 1 732,318 0 0
DROPBOX INC-CLASS A CL A 26210C104 49,931 2,790,370 SH   DFND 1 2,790,370 0 0
DROPBOX INC-CLASS A CL A 26210C104 709 39,603 SH   DFND 1 2 39,603 0 0
DSP GROUP INC COM 23332B106 4,934 313,477 SH   DFND 1 313,477 0 0
DTE ENERGY COMPANY COM 233331107 407,932 3,147,096 SH   DFND 1 3,138,168 0 8,928
DTE ENERGY COMPANY COM 233331107 9 72 SH   DFND 1 2 72 0 0
DUCOMMUN INC COM 264147109 7,333 145,129 SH   DFND 1 145,129 0 0
DUKE ENERGY CORP COM NEW 26441C204 980,109 10,766,102 SH   DFND 1 10,732,900 0 33,202
DUKE ENERGY CORP COM NEW 26441C204 4 53 SH   DFND 1 2 53 0 0
DUKE REALTY CORP COM NEW 264411505 252,710 7,300,697 SH   DFND 1 7,284,166 0 16,531
DUKE REALTY CORP COM NEW 264411505 9 280 SH   DFND 1 2 280 0 0
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 1,968 186,941 SH   DFND 1 186,941 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 76,215 1,008,941 SH   DFND 1 988,639 0 20,302
DUNKIN' BRANDS GROUP INC COM 265504100 37 496 SH   DFND 1 2 496 0 0
DUPONT DE NEMOURS INC COM 26614N102 702,817 10,970,022 SH   DFND 1 10,936,765 0 33,257
DUPONT DE NEMOURS INC COM 26614N102 2,949 45,950 SH   DFND 1 2 45,950 0 0
DURECT CORPORATION COM 266605104 5,780 1,521,080 SH   DFND 1 1,521,080 0 0
DXC TECHNOLOGY CO COM 23355L106 152,670 4,069,675 SH   DFND 1 4,057,892 0 11,783
DXP ENTERPRISES INC COM NEW 233377407 8,883 223,146 SH   DFND 1 223,146 0 0
DYADIC INTERNATIONAL INC COM 26745T101 909 175,483 SH   DFND 1 175,483 0 0
DYCOM INDUSTRIES INC COM 267475101 19,259 408,475 SH   DFND 1 400,384 0 8,091
DYNATRACE INC COM 268150109 17,283 683,161 SH   DFND 1 683,161 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 6,580 1,150,352 SH   DFND 1 1,150,352 0 0
DYNEX CAPITAL INC COM 26817Q886 5,095 300,777 SH   DFND 1 292,090 0 8,687
E TRADE FINANCIAL CORP COM NEW 269246401 166,745 3,682,627 SH   DFND 1 3,672,077 0 10,550
EAGLE BANCORP INC COM 268948106 22,078 454,013 SH   DFND 1 454,013 0 0
EAGLE BANCORP INC COM 268948106 21 452 SH   DFND 1 2 452 0 0
EAGLE BANCORP MONTANA INC COM 26942G100 305 14,274 SH   DFND 1 14,274 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 4,159 904,241 SH   DFND 1 904,241 0 0
EAGLE MATERIALS INC COM 26969P108 44,255 488,151 SH   DFND 1 477,948 0 10,203
EAGLE MATERIALS INC COM 26969P108 36 403 SH   DFND 1 2 403 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 9,379 156,122 SH   DFND 1 156,122 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 300 4,995 SH   DFND 1 2 4,995 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 1,698 268,256 SH   DFND 1 268,256 0 0
EAST WEST BANCORP INC COM 27579R104 95,587 1,963,408 SH   DFND 1 1,927,722 0 35,686
EASTERLY GOVERNMENT PROPERTI COM 27616P103 29,522 1,244,086 SH   DFND 1 1,244,086 0 0
EASTERN CO/THE COM 276317104 2,112 69,194 SH   DFND 1 69,194 0 0
EASTGROUP PROPERTIES INC COM 277276101 92,938 700,527 SH   DFND 1 691,114 0 9,413
EASTMAN CHEMICAL CO COM 277432100 206,216 2,606,146 SH   DFND 1 2,599,735 0 6,411
EASTMAN CHEMICAL CO COM 277432100 47 603 SH   DFND 1 2 603 0 0
EASTMAN KODAK CO COM NEW 277461406 1,212 260,723 SH   DFND 1 260,723 0 0
EATON CORP PLC SHS G29183103 553,044 5,849,784 SH   DFND 1 5,829,161 0 20,623
EATON CORP PLC SHS G29183103 50 534 SH   DFND 1 2 534 0 0
EATON VANCE CORP COM NON VTG 278265103 74,935 1,606,138 SH   DFND 1 1,578,412 0 27,726
EBAY INC COM 278642103 407,569 11,303,543 SH   DFND 1 11,235,479 0 68,064
EBAY INC COM 278642103 1,748 48,421 SH   DFND 1 2 48,421 0 0
EBIX INC COM NEW 278715206 10,663 319,161 SH   DFND 1 319,161 0 0
EBIX INC COM NEW 278715206 115 3,460 SH   DFND 1 2 3,460 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 7,763 375,027 SH   DFND 1 375,027 0 0
ECHOSTAR CORP-A CL A 278768106 23,606 545,052 SH   DFND 1 545,052 0 0
ECOLAB INC COM 278865100 707,794 3,674,510 SH   DFND 1 3,663,154 0 11,356
ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 9,587 9,000,000 PRN   DFND 1 2 9,000,000 0 0
ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 956 900,000 PRN   DFND 1 900,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 147 33,404 SH   DFND 1 33,404 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 22,553 728,481 SH   DFND 1 715,197 0 13,284
EDISON INTERNATIONAL COM 281020107 421,414 5,599,723 SH   DFND 1 5,563,871 0 35,852
EDITAS MEDICINE INC COM 28106W103 21,015 709,750 SH   DFND 1 709,750 0 0
EDUCATIONAL DEVELOPMENT CORP COM 281479105 306 49,636 SH   DFND 1 49,636 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 817,738 3,511,604 SH   DFND 1 3,502,237 0 9,367
EDWARDS LIFESCIENCES CORP COM 28176E108 127 545 SH   DFND 1 2 545 0 0
EGAIN CORP COM NEW 28225C806 2,082 262,886 SH   DFND 1 262,886 0 0
EHEALTH INC COM 28238P109 28,375 295,334 SH   DFND 1 295,334 0 0
EIDOS THERAPEUTICS INC COM 28249H104 7,019 122,305 SH   DFND 1 122,305 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 4,509 302,671 SH   DFND 1 302,671 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 155 396,526 SH   DFND 1 396,526 0 0
EL PASO ELECTRIC CO COM NEW 283677854 35,503 522,958 SH   DFND 1 522,958 0 0
EL PASO ELECTRIC CO COM NEW 283677854 619 9,126 SH   DFND 1 2 9,126 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 4,357 287,807 SH   DFND 1 287,807 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 111,578 3,792,357 SH   DFND 1 3,792,357 0 0
ELASTIC NV ORD SHS N14506104 23,120 359,569 SH   DFND 1 359,569 0 0
ELBIT SYSTEMS LTD ORD M3760D101 5,101 32,900 SH   DFND 1 32,900 0 0
ELDORADO GOLD CORP COM 284902509 187 23,292 SH   DFND 1 23,292 0 0
ELDORADO RESORTS INC COM 28470R102 54,204 908,854 SH   DFND 1 892,845 0 16,009
ELECTROCORE INC COM 28531P103 256 161,578 SH   DFND 1 161,578 0 0
ELECTROMED INC COM 285409108 201 23,277 SH   DFND 1 23,277 0 0
ELECTRONIC ARTS INC COM 285512109 475,172 4,428,362 SH   DFND 1 4,403,145 0 25,217
ELECTRONIC ARTS INC COM 285512109 72 674 SH   DFND 1 2 674 0 0
ELEMENT SOLUTIONS INC COM 28618M106 27,423 2,347,893 SH   DFND 1 2,347,893 0 0
ELEVATE CREDIT INC COM 28621V101 1,031 231,875 SH   DFND 1 231,875 0 0
ELEVATE CREDIT INC COM 28621V101 180 40,600 SH   DFND 1 2 40,600 0 0
ELF BEAUTY INC COM 26856L103 5,636 349,452 SH   DFND 1 349,452 0 0
ELF BEAUTY INC COM 26856L103 711 44,091 SH   DFND 1 2 44,091 0 0
ELI LILLY & CO COM 532457108 1,623,419 12,376,856 SH   DFND 1 12,337,118 0 39,738
ELI LILLY & CO COM 532457108 19 151 SH   DFND 1 2 151 0 0
ELLINGTON FINANCIAL INC COM 28852N109 7,920 432,130 SH   DFND 1 432,130 0 0
ELLINGTON FINANCIAL INC COM 28852N109 6 342 SH   DFND 1 2 342 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 650 59,968 SH   DFND 1 59,968 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 2,547 346,152 SH   DFND 1 346,152 0 0
EMAGIN CORPORATION COM NEW 29076N206 22 65,621 SH   DFND 1 65,621 0 0
EMCOR GROUP INC COM 29084Q100 105,129 1,218,182 SH   DFND 1 1,204,421 0 13,761
EMCOR GROUP INC COM 29084Q100 68 788 SH   DFND 1 2 788 0 0
EMCORE CORP COM NEW 290846203 570 187,590 SH   DFND 1 187,590 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 3,725 353,166 SH   DFND 1 353,166 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 32,441 601,327 SH   DFND 1 601,141 0 186
EMERSON ELECTRIC CO COM 291011104 648,087 8,515,116 SH   DFND 1 8,485,297 0 29,819
EMERSON ELECTRIC CO COM 291011104 215 2,824 SH   DFND 1 2 2,824 0 0
EMERSON RADIO CORP COM NEW 291087203 39 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 157 39,057 SH   DFND 1 39,057 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 31,830 2,280,089 SH   DFND 1 2,280,089 0 0
EMPLOYERS HOLDINGS INC COM 292218104 18,003 431,225 SH   DFND 1 431,225 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 14,305 231,555 SH   DFND 1 231,555 0 0
ENBRIDGE INC COM 29250N105 124,346 3,102,152 SH   DFND 1 2,990,733 0 111,419
ENCOMPASS HEALTH CORP COM 29261A100 80,506 1,162,272 SH   DFND 1 1,137,407 0 24,865
ENCOMPASS HEALTH CORP COM 29261A100 37 537 SH   DFND 1 2 537 0 0
ENCORE CAPITAL GROUP INC COM 292554102 14,410 407,554 SH   DFND 1 407,554 0 0
ENCORE WIRE CORP COM 292562105 21,182 369,030 SH   DFND 1 369,030 0 0
ENCORE WIRE CORP COM 292562105 243 4,244 SH   DFND 1 2 4,244 0 0
ENDEAVOUR SILVER CORP COM 29258Y103 74 31,094 SH   DFND 1 31,094 0 0
ENDO INTERNATIONAL PLC SHS G30401106 14,307 3,050,684 SH   DFND 1 3,050,684 0 0
ENDO INTERNATIONAL PLC SHS G30401106 650 138,785 SH   DFND 1 2 138,785 0 0
ENDOLOGIX INC COM NEW 29266S304 221 140,002 SH   DFND 1 140,002 0 0
ENDRA LIFE SCIENCES INC COM 29273B104 105 62,875 SH   DFND 1 62,875 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 5,080 1,081,038 SH   DFND 1 1,081,038 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 1,697 154,633 SH   DFND 1 2 154,633 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 327 29,809 SH   DFND 1 27,410 0 2,399
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 1,234 259,960 SH   DFND 1 2 259,960 0 0
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 134 28,419 SH   DFND 1 27,017 0 1,402
ENERGIZER HOLDINGS INC COM 29272W109 35,278 702,486 SH   DFND 1 686,720 0 15,766
ENERGOUS CORP COM 29272C103 570 322,383 SH   DFND 1 322,383 0 0
ENERGY FOCUS INC COM NEW 29268T300 27 57,940 SH   DFND 1 57,940 0 0
ENERGY FUELS INC COM NEW 292671708 936 490,345 SH   DFND 1 490,345 0 0
ENERGY RECOVERY INC COM 29270J100 4,745 484,728 SH   DFND 1 484,728 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1,747 136,179 SH   DFND 1 9,208 0 126,971
ENERPLUS CORP COM 292766102 352 49,533 SH   DFND 1 49,533 0 0
ENERPLUS CORP COM 292766102 299 42,052 SH   DFND 1 2 42,052 0 0
ENERSYS COM 29275Y102 47,930 640,529 SH   DFND 1 630,153 0 10,376
ENGLOBAL CORP COM 293306106 68 70,044 SH   DFND 1 70,044 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 747 24,145 SH   DFND 1 24,145 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 87 14,238 SH   DFND 1 0 0 14,238
ENNIS INC COM 293389102 7,465 344,812 SH   DFND 1 343,935 0 877
ENOCHIAN BIOSCIENCES INC COM 29350E104 1,094 218,036 SH   DFND 1 218,036 0 0
ENOVA INTERNATIONAL INC COM 29357K103 14,982 622,699 SH   DFND 1 621,434 0 1,265
ENOVA INTERNATIONAL INC COM 29357K103 6 262 SH   DFND 1 2 262 0 0
ENPHASE ENERGY INC COM 29355A107 32,843 1,256,918 SH   DFND 1 1,256,918 0 0
ENPRO INDUSTRIES INC COM 29355X107 17,939 268,235 SH   DFND 1 268,235 0 0
ENSERVCO CORP COM 29358Y102 18 98,285 SH   DFND 1 98,285 0 0
ENSIGN GROUP INC/THE COM 29358P101 31,369 691,409 SH   DFND 1 691,409 0 0
ENSTAR GROUP LTD SHS G3075P101 39,957 193,164 SH   DFND 1 193,164 0 0
ENTEGRIS INC COM 29362U104 75,383 1,504,961 SH   DFND 1 1,504,961 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 7,389 1,592,526 SH   DFND 1 1,589,004 0 3,522
ENTERGY CORP COM 29364G103 384,227 3,213,572 SH   DFND 1 3,204,283 0 9,289
ENTERPRISE BANCORP INC COM 293668109 3,761 111,044 SH   DFND 1 111,044 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 17,193 356,642 SH   DFND 1 356,642 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 2,730 96,961 SH   DFND 1 14,993 0 81,968
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 2,028 774,105 SH   DFND 1 774,105 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 1 583 SH   DFND 1 2 583 0 0
ENVESTNET INC COM 29404K106 45,340 651,161 SH   DFND 1 651,161 0 0
ENVISTA HOLDINGS CORP COM 29415F104 46,947 1,583,908 SH   DFND 1 1,583,908 0 0
ENZO BIOCHEM INC COM 294100102 1,351 513,792 SH   DFND 1 513,792 0 0
EOG RESOURCES INC COM 26875P101 687,464 8,226,021 SH   DFND 1 8,199,887 0 26,134
EOG RESOURCES INC COM 26875P101 30 369 SH   DFND 1 2 369 0 0
EPAM SYSTEMS INC COM 29414B104 128,764 607,477 SH   DFND 1 607,477 0 0
EPIZYME INC COM 29428V104 26,091 1,060,625 SH   DFND 1 1,060,625 0 0
EPIZYME INC COM 29428V104 74 3,015 SH   DFND 1 2 3,015 0 0
EPLUS INC COM 294268107 16,900 200,502 SH   DFND 1 200,502 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 29,392 926,908 PRN   DFND 1 2 926,908 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 65,690 929,939 SH   DFND 1 890,531 0 39,408
EQT CORP COM 26884L109 31,939 2,930,248 SH   DFND 1 2,867,601 0 62,647
EQUIFAX INC COM 294429105 253,483 1,812,908 SH   DFND 1 1,807,469 0 5,439
EQUINIX INC COM 29444U700 738,399 1,267,746 SH   DFND 1 1,241,833 0 25,913
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 2,519 126,521 SH   DFND 1 126,521 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 262 13,190 SH   DFND 1 2 13,190 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 30,387 2,274,487 SH   DFND 1 2,224,543 0 49,944
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 6,310 204,417 SH   DFND 1 204,417 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 61,393 1,870,033 SH   DFND 1 1,870,033 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 215,087 3,054,475 SH   DFND 1 3,009,514 0 44,961
EQUITY RESIDENTIAL SH BEN INT 29476L107 561,820 6,954,239 SH   DFND 1 6,938,565 0 15,674
EQUITY RESIDENTIAL SH BEN INT 29476L107 13 173 SH   DFND 1 2 173 0 0
ERA GROUP INC COM 26885G109 2,427 238,714 SH   DFND 1 238,714 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 2,571 292,880 SH   DFND 1 288,127 0 4,753
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 216 24,631 SH   DFND 1 2 24,631 0 0
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 49,695 299,608 SH   DFND 1 299,608 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 1,312 387,231 SH   DFND 1 386,952 0 279
ESCALADE INC COM 296056104 981 99,868 SH   DFND 1 99,868 0 0
ESCO TECHNOLOGIES INC COM 296315104 30,990 335,037 SH   DFND 1 335,037 0 0
ESCO TECHNOLOGIES INC COM 296315104 18 200 SH   DFND 1 2 200 0 0
ESPERION THERAPEUTICS INC COM 29664W105 20,636 346,076 SH   DFND 1 346,076 0 0
ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 1,796 68,901 SH   DFND 1 68,901 0 0
ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 120 4,619 SH   DFND 1 2 4,619 0 0
ESSA BANCORP INC COM 29667D104 1,659 97,911 SH   DFND 1 97,911 0 0
ESSENT GROUP LTD COM G3198U102 96,834 1,860,285 SH   DFND 1 1,860,285 0 0
ESSENTIAL PROPERTIES REALTY COM 29670E107 26,919 1,085,043 SH   DFND 1 1,058,798 0 26,245
ESSEX PROPERTY TRUST INC COM 297178105 419,865 1,397,040 SH   DFND 1 1,394,071 0 2,969
ESSEX PROPERTY TRUST INC COM 297178105 11 37 SH   DFND 1 2 37 0 0
ESTEE LAUDER COMPANIES-CL A CL A 518439104 633,909 3,076,266 SH   DFND 1 3,065,970 0 10,296
ESTEE LAUDER COMPANIES-CL A CL A 518439104 84 410 SH   DFND 1 2 410 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 10,559 553,988 SH   DFND 1 553,988 0 0
ETSY INC COM 29786A106 59,758 1,348,953 SH   DFND 1 1,319,915 0 29,038
EURONET WORLDWIDE INC COM 298736109 99,715 632,871 SH   DFND 1 632,871 0 0
EVANS BANCORP INC COM NEW 29911Q208 2,059 51,353 SH   DFND 1 51,353 0 0
EVELO BIOSCIENCES INC COM 299734103 514 126,718 SH   DFND 1 126,718 0 0
EVENTBRITE INC-CLASS A COM CL A 29975E109 9,513 471,647 SH   DFND 1 471,647 0 0
EVERBRIDGE INC COM 29978A104 35,742 457,765 SH   DFND 1 457,765 0 0
EVERCORE INC - A CLASS A 29977A105 34,703 464,194 SH   DFND 1 454,147 0 10,047
EVERCORE INC - A CLASS A 29977A105 455 6,089 SH   DFND 1 2 6,089 0 0
EVEREST RE GROUP LTD COM G3223R108 189,977 687,535 SH   DFND 1 685,710 0 1,825
EVEREST RE GROUP LTD COM G3223R108 9 34 SH   DFND 1 2 34 0 0
EVERGY INC COM 30034W106 234,482 3,609,746 SH   DFND 1 3,599,502 0 10,244
EVERGY INC COM 30034W106 8 131 SH   DFND 1 2 131 0 0
EVERI HOLDINGS INC COM 30034T103 17,284 1,287,040 SH   DFND 1 1,287,040 0 0
EVERI HOLDINGS INC COM 30034T103 913 68,033 SH   DFND 1 2 68,033 0 0
EVERQUOTE INC - CLASS A COM CL A 30041R108 4,640 135,102 SH   DFND 1 135,102 0 0
EVERQUOTE INC - CLASS A COM CL A 30041R108 430 12,546 SH   DFND 1 2 12,546 0 0
EVERSOURCE ENERGY COM 30040W108 456,166 5,372,544 SH   DFND 1 5,340,176 0 32,368
EVERSPIN TECHNOLOGIES INC COM 30041T104 432 82,191 SH   DFND 1 82,191 0 0
EVERTEC INC COM 30040P103 33,230 976,218 SH   DFND 1 974,777 0 1,441
EVI INDUSTRIES INC COM 26929N102 1,519 56,201 SH   DFND 1 56,201 0 0
EVO PAYMENTS INC-CLASS A CL A COM 26927E104 13,378 506,573 SH   DFND 1 506,573 0 0
EVOFEM BIOSCIENCES INC COM 30048L104 1,608 260,625 SH   DFND 1 260,625 0 0
EVOKE PHARMA INC COM 30049G104 327 202,268 SH   DFND 1 202,268 0 0
EVOLENT HEALTH INC - A CL A 30050B101 8,795 971,854 SH   DFND 1 971,854 0 0
EVOLUS INC COM 30052C107 3,555 292,163 SH   DFND 1 292,163 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,006 366,856 SH   DFND 1 366,856 0 0
EVOLVING SYSTEMS INC COM NEW 30049R209 35 39,807 SH   DFND 1 39,807 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 17,948 947,176 SH   DFND 1 947,176 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 24 1,319 SH   DFND 1 2 1,319 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 11,979 762,554 SH   DFND 1 762,554 0 0
EXACT SCIENCES CORP COM 30063P105 145,230 1,571,881 SH   DFND 1 1,571,637 0 244
EXAGEN INC COM 30068X103 1,382 54,432 SH   DFND 1 54,432 0 0
EXANTAS CAPITAL CORP COM NEW 30068N105 4,815 407,769 SH   DFND 1 407,769 0 0
EXELA TECHNOLOGIES INC COM 30162V102 293 720,658 SH   DFND 1 720,658 0 0
EXELIXIS INC COM 30161Q104 61,352 3,481,969 SH   DFND 1 3,406,928 0 75,041
EXELON CORP COM 30161N101 677,843 14,899,182 SH   DFND 1 14,816,077 0 83,105
EXELON CORP COM 30161N101 19 435 SH   DFND 1 2 435 0 0
EXFO INC SUB VTG SHS 302046107 53 11,624 SH   DFND 1 11,624 0 0
EXICURE INC COM 30205M101 1,385 484,584 SH   DFND 1 484,584 0 0
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EXONE CO/THE COM 302104104 694 93,059 SH   DFND 1 93,059 0 0
EXP WORLD HOLDINGS INC COM 30212W100 3,580 315,991 SH   DFND 1 315,991 0 0
EXPEDIA GROUP INC COM NEW 30212P303 235,901 2,185,792 SH   DFND 1 2,172,863 0 12,929
EXPEDIA GROUP INC COM NEW 30212P303 806 7,460 SH   DFND 1 2 7,460 0 0
EXPEDITORS INTL WASH INC COM 302130109 221,599 2,845,707 SH   DFND 1 2,837,975 0 7,732
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EXPONENT INC COM 30214U102 56,997 825,926 SH   DFND 1 825,926 0 0
EXPONENT INC COM 30214U102 189 2,747 SH   DFND 1 2 2,747 0 0
EXPRESS INC COM 30219E103 4,409 905,493 SH   DFND 1 905,493 0 0
EXPRESS INC COM 30219E103 63 13,040 SH   DFND 1 2 13,040 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 66,840 4,498,005 SH   DFND 1 4,498,005 0 0
EXTERRAN CORP COM 30227H106 3,081 393,520 SH   DFND 1 393,520 0 0
EXTRA SPACE STORAGE INC COM 30225T102 275,066 2,608,412 SH   DFND 1 2,570,007 0 38,405
EXTRACTION OIL & GAS INC COM 30227M105 2,711 1,279,204 SH   DFND 1 1,279,204 0 0
EXTREME NETWORKS INC COM 30226D106 12,057 1,636,055 SH   DFND 1 1,636,055 0 0
EXXON MOBIL CORP COM 30231G102 4,315,899 61,969,806 SH   DFND 1 61,779,791 0 190,015
EYEGATE PHARMACEUTICALS COM NEW 30233M503 337 33,686 SH   DFND 1 33,686 0 0
EYENOVIA INC COM 30234E104 334 74,739 SH   DFND 1 74,739 0 0
EYEPOINT PHARMACEUTICALS INC COM 30233G100 1,271 820,231 SH   DFND 1 820,231 0 0
EZCORP INC-CL A CL A NON VTG 302301106 4,967 728,432 SH   DFND 1 728,432 0 0
F5 NETWORKS INC COM 315616102 159,887 1,146,875 SH   DFND 1 1,144,142 0 2,733
F5 NETWORKS INC COM 315616102 37 265 SH   DFND 1 2 265 0 0
FABRINET SHS G3323L100 30,874 476,157 SH   DFND 1 476,157 0 0
FACEBOOK INC-CLASS A CL A 30303M102 6,980,979 34,087,826 SH   DFND 1 33,901,049 0 186,777
FACEBOOK INC-CLASS A CL A 30303M102 173 846 SH   DFND 1 2 846 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 152,640 568,906 SH   DFND 1 559,607 0 9,299
FAIR ISAAC CORP COM 303250104 138,105 368,596 SH   DFND 1 361,498 0 7,098
FAIR ISAAC CORP COM 303250104 254 680 SH   DFND 1 2 680 0 0
FALCON MINERALS CORP CL A COM 30607B109 3,527 499,714 SH   DFND 1 499,714 0 0
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 1,019 39,266 SH   DFND 1 39,266 0 0
FAR POINT ACQUISITION -CW25 *W EXP 06/01/202 30734W117 64 50,000 SH   DFND 1 2 50,000 0 0
FAR POINT ACQUISITION -CW25 *W EXP 06/01/202 30734W117 5 5,000 SH   DFND 1 5,000 0 0
FARMER BROS CO COM 307675108 2,691 178,723 SH   DFND 1 178,723 0 0
FARMERS & MERCHANTS BANCO/OH COM 30779N105 3,900 129,356 SH   DFND 1 129,356 0 0
FARMERS NATL BANC CORP COM 309627107 5,636 345,398 SH   DFND 1 345,398 0 0
FARMERS NATL BANC CORP COM 309627107 21 1,300 SH   DFND 1 2 1,300 0 0
FARMLAND PARTNERS INC COM 31154R109 2,779 409,901 SH   DFND 1 402,730 0 7,171
FARO TECHNOLOGIES INC COM 311642102 11,867 235,699 SH   DFND 1 235,699 0 0
FASTENAL CO COM 311900104 386,993 10,491,607 SH   DFND 1 10,442,252 0 49,355
FASTLY INC - CLASS A CL A 31188V100 2,060 102,654 SH   DFND 1 102,654 0 0
FATE THERAPEUTICS INC COM 31189P102 17,159 876,835 SH   DFND 1 876,835 0 0
FB FINANCIAL CORP COM 30257X104 9,072 229,165 SH   DFND 1 229,165 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 7,909 134,224 SH   DFND 1 134,224 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 12,303 147,344 SH   DFND 1 147,344 0 0
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FEDERAL SIGNAL CORP COM 313855108 25,359 786,331 SH   DFND 1 786,331 0 0
FEDERAL SIGNAL CORP COM 313855108 274 8,504 SH   DFND 1 2 8,504 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 45,125 1,384,637 SH   DFND 1 1,360,653 0 23,984
FEDEX CORP COM 31428X106 493,822 3,273,524 SH   DFND 1 3,262,741 0 10,783
FEDEX CORP COM 31428X106 37 246 SH   DFND 1 2 246 0 0
FEDNAT HOLDING CO COM 31431B109 2,399 144,297 SH   DFND 1 144,297 0 0
FERRARI NV COM N3167Y103 201 1,215 SH   DFND 1 2 1,215 0 0
FERRARI NV COM N3167Y103 142 863 SH   DFND 1 863 0 0
FERRO CORP COM 315405100 15,832 1,067,580 SH   DFND 1 1,067,580 0 0
FERRO CORP COM 315405100 325 21,979 SH   DFND 1 2 21,979 0 0
FERROGLOBE PLC SHS G33856108 146 155,898 SH   DFND 1 155,898 0 0
FERROGLOBE PLC SHS G33856108 53 56,928 SH   DFND 1 2 56,928 0 0
FGL HOLDINGS ORD SHS G3402M102 18,969 1,781,169 SH   DFND 1 1,781,169 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 2,209 150,402 SH   DFND 1 2 150,402 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 233 15,906 SH   DFND 1 15,036 0 870
FIBROGEN INC COM 31572Q808 47,887 1,116,525 SH   DFND 1 1,116,525 0 0
FIDELITY D&D BANCORP INC COM 31609R100 2,368 38,078 SH   DFND 1 38,078 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 153,302 3,383,187 SH   DFND 1 3,383,187 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 60 1,343 SH   DFND 1 2 1,343 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 1,248,370 8,994,573 SH   DFND 1 8,966,332 0 28,241
FIDUCIARY/CLAYM ENRGY INFRA COM 31647Q106 95 12,089 SH   DFND 1 2 12,089 0 0
FIESTA RESTAURANT GROUP COM 31660B101 3,220 325,634 SH   DFND 1 325,634 0 0
FIFTH THIRD BANCORP COM 316773100 370,504 12,075,621 SH   DFND 1 12,042,029 0 33,592
FIFTH THIRD BANCORP COM 316773100 2 68 SH   DFND 1 2 68 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 7,975 248,456 SH   DFND 1 248,456 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 237 118,269 SH   DFND 1 118,269 0 0
FINTECH ACQUISITION CORP - A COM CL A 31811A101 1,013 100,000 SH   DFND 1 2 100,000 0 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 350 132,095 SH   DFND 1 2 132,095 0 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 36 13,706 SH   DFND 1 13,706 0 0
FIREEYE INC COM 31816Q101 38,163 2,308,726 SH   DFND 1 2,308,726 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 104,903 1,798,756 SH   DFND 1 1,771,226 0 27,530
FIRST BANCORP INC/ME COM 31866P102 3,487 115,374 SH   DFND 1 115,374 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 34,987 3,303,816 SH   DFND 1 3,303,816 0 0
FIRST BANCORP/NC COM 318910106 16,558 414,890 SH   DFND 1 414,890 0 0
FIRST BANCSHARES INC/MS COM 318916103 8,560 241,014 SH   DFND 1 241,014 0 0
FIRST BANK/HAMILTON NJ COM 31931U102 2,120 191,891 SH   DFND 1 191,891 0 0
FIRST BUSEY CORP COM NEW 319383204 19,355 703,839 SH   DFND 1 703,323 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 2,482 94,286 SH   DFND 1 94,286 0 0
FIRST CAPITAL INC COM 31942S104 2,918 39,984 SH   DFND 1 39,984 0 0
FIRST CHOICE BANCORP COM 31948P104 2,983 110,652 SH   DFND 1 110,652 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 51,559 96,879 SH   DFND 1 96,879 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 346 651 SH   DFND 1 2 651 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 18,787 1,294,822 SH   DFND 1 1,294,822 0 0
FIRST COMMUNITY BANKSHARES COM 31983A103 5,960 192,162 SH   DFND 1 192,162 0 0
FIRST COMMUNITY CORP COM 319835104 1,527 70,674 SH   DFND 1 70,674 0 0
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FIRST DEFIANCE FINL CORP COM 32006W106 285 9,074 SH   DFND 1 2 9,074 0 0
FIRST FINANCIAL BANCORP COM 320209109 34,290 1,347,910 SH   DFND 1 1,347,910 0 0
FIRST FINANCIAL CORP/INDIANA COM 320218100 8,379 183,276 SH   DFND 1 183,276 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 1,402 93,853 SH   DFND 1 93,853 0 0
FIRST FINL BANKSHARES INC COM 32020R109 69,438 1,978,297 SH   DFND 1 1,945,008 0 33,289
FIRST FOUNDATION INC COM 32026V104 9,434 542,231 SH   DFND 1 542,231 0 0
FIRST GUARANTY BANCSHARES IN COM 32043P106 765 35,165 SH   DFND 1 35,165 0 0
FIRST HAWAIIAN INC COM 32051X108 43,519 1,508,476 SH   DFND 1 1,508,476 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 62,577 3,778,942 SH   DFND 1 3,702,684 0 76,258
FIRST INDUSTRIAL REALTY TR COM 32054K103 90,450 2,178,995 SH   DFND 1 2,147,882 0 31,113
FIRST INTERNET BANCORP COM 320557101 3,128 131,967 SH   DFND 1 131,967 0 0
FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 22,914 546,618 SH   DFND 1 546,618 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 343 27,984 SH   DFND 1 27,984 0 0
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FIRST MID BANCSHARES INC COM 320866106 6,567 186,308 SH   DFND 1 186,308 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 33,992 1,474,092 SH   DFND 1 1,474,092 0 0
FIRST NORTHWEST BANCORP COM 335834107 2,048 112,999 SH   DFND 1 112,999 0 0
FIRST OF LONG ISLAND CORP COM 320734106 8,248 328,888 SH   DFND 1 328,888 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 314,360 2,681,899 SH   DFND 1 2,674,328 0 7,571
FIRST SAVINGS FINANCIAL GRP COM 33621E109 396 5,905 SH   DFND 1 5,905 0 0
FIRST SOLAR INC COM 336433107 52,123 931,449 SH   DFND 1 912,850 0 18,599
FIRST TRUST ABERDEEN EMG OPP COM 33731K102 485 34,032 SH   DFND 1 2 34,032 0 0
FIRST UNITED CORP COM 33741H107 1,010 41,960 SH   DFND 1 41,960 0 0
FIRST US BANCSHARES INC COM 33744V103 137 11,875 SH   DFND 1 11,875 0 0
FIRST WESTERN FINANCIAL INC COM 33751L105 207 12,629 SH   DFND 1 12,629 0 0
FIRSTCASH INC COM 33767D105 47,799 592,825 SH   DFND 1 582,371 0 10,454
FIRSTENERGY CORP COM 337932107 415,441 8,565,358 SH   DFND 1 8,537,918 0 27,440
FIRSTSERVICE CORP COM 33767E202 3,481 37,414 SH   DFND 1 37,414 0 0
FISERV INC COM 337738108 1,143,278 9,905,351 SH   DFND 1 9,852,680 0 52,671
FISERV INC COM 337738108 7 63 SH   DFND 1 2 63 0 0
FITBIT INC - A CL A 33812L102 19,880 3,027,122 SH   DFND 1 3,027,122 0 0
FITBIT INC - A CL A 33812L102 4,061 618,136 SH   DFND 1 2 618,136 0 0
FIVE BELOW COM 33829M101 80,816 632,067 SH   DFND 1 618,424 0 13,643
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,367 515,824 SH   DFND 1 515,824 0 0
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 107 28,880 SH   DFND 1 28,880 0 0
FIVE9 INC COM 338307101 54,338 828,580 SH   DFND 1 828,580 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 17,106 447,228 SH   DFND 1 447,228 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 382,192 1,331,108 SH   DFND 1 1,327,211 0 3,897
FLEETCOR TECHNOLOGIES INC COM 339041105 101 353 SH   DFND 1 2 353 0 0
FLEX LTD ORD Y2573F102 5,186 415,874 SH   DFND 1 415,874 0 0
FLEXION THERAPEUTICS INC COM 33938J106 9,467 457,347 SH   DFND 1 457,347 0 0
FLEXION THERAPEUTICS INC COM 33938J106 334 16,170 SH   DFND 1 2 16,170 0 0
FLEXSHOPPER INC COM NEW 33939J303 154 60,932 SH   DFND 1 60,932 0 0
FLEXSTEEL INDS COM 339382103 2,578 129,438 SH   DFND 1 129,438 0 0
FLIR SYSTEMS INC COM 302445101 122,741 2,361,587 SH   DFND 1 2,355,601 0 5,986
FLIR SYSTEMS INC COM 302445101 36 705 SH   DFND 1 2 705 0 0
FLOOR & DECOR HOLDINGS INC-A CL A 339750101 36,457 717,524 SH   DFND 1 717,524 0 0
FLOTEK INDUSTRIES INC COM 343389102 1,405 702,734 SH   DFND 1 696,545 0 6,189
FLOWERS FOODS INC COM 343498101 49,740 2,287,959 SH   DFND 1 2,240,413 0 47,546
FLOWSERVE CORP COM 34354P105 103,474 2,083,209 SH   DFND 1 2,077,016 0 6,193
FLUENT INC COM 34380C102 1,447 578,891 SH   DFND 1 578,891 0 0
FLUIDIGM CORP COM 34385P108 3,364 966,667 SH   DFND 1 966,667 0 0
FLUOR CORP COM 343412102 29,096 1,541,109 SH   DFND 1 1,506,762 0 34,347
FLUOR CORP COM 343412102 197 10,471 SH   DFND 1 2 10,471 0 0
FLUSHING FINANCIAL CORP COM 343873105 8,434 390,396 SH   DFND 1 390,396 0 0
FMC CORP COM NEW 302491303 199,410 2,001,790 SH   DFND 1 1,995,990 0 5,800
FNB CORP COM 302520101 48,013 3,780,613 SH   DFND 1 3,700,991 0 79,622
FNB CORP COM 302520101 163 12,881 SH   DFND 1 2 12,881 0 0
FNCB BANCORP INC COM 302578109 1,659 196,375 SH   DFND 1 196,375 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 145 43,737 SH   DFND 1 43,737 0 0
FOCUS FINANCIAL PARTNERS-A COM CL A 34417P100 12,220 414,679 SH   DFND 1 414,679 0 0
FONAR CORP COM NEW 344437405 999 50,761 SH   DFND 1 50,761 0 0
FOOT LOCKER INC COM 344849104 48,940 1,255,201 SH   DFND 1 1,228,425 0 26,776
FOOT LOCKER INC COM 344849104 425 10,904 SH   DFND 1 2 10,904 0 0
FORD MOTOR CO COM 345370860 548,329 59,020,730 SH   DFND 1 58,829,345 0 191,385
FORD MOTOR CO COM 345370860 177 19,105 SH   DFND 1 2 19,105 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 16,973 517,471 SH   DFND 1 517,471 0 0
FORESTAR GROUP INC COM 346232101 3,744 179,572 SH   DFND 1 179,572 0 0
FORMFACTOR INC COM 346375108 29,388 1,131,624 SH   DFND 1 1,131,624 0 0
FORRESTER RESEARCH INC COM 346563109 6,688 160,401 SH   DFND 1 160,401 0 0
FORTERRA INC COM 34960W106 7,050 609,910 SH   DFND 1 609,910 0 0
FORTINET INC COM 34959E109 277,765 2,606,330 SH   DFND 1 2,599,970 0 6,360
FORTINET INC COM 34959E109 663 6,216 SH   DFND 1 2 6,216 0 0
FORTIS INC COM 349553107 29,050 699,013 SH   DFND 1 671,963 0 27,050
FORTIS INC COM 349553107 2 60 SH   DFND 1 2 60 0 0
FORTIVE CORP COM 34959J108 342,834 4,497,418 SH   DFND 1 4,483,911 0 13,507
FORTIVE CORP COM 34959J108 8 113 SH   DFND 1 2 113 0 0
FORTRESS BIOTECH INC COM 34960Q109 898 349,498 SH   DFND 1 349,498 0 0
FORTUNA SILVER MINES INC COM 349915108 119 29,283 SH   DFND 1 29,283 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 153,951 2,360,566 SH   DFND 1 2,354,310 0 6,256
FORTUNE BRANDS HOME & SECURI COM 34964C106 254 3,888 SH   DFND 1 2 3,888 0 0
FORTY SEVEN INC COM 34983P104 14,783 375,503 SH   DFND 1 375,503 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,828 1,088,378 SH   DFND 1 1,088,378 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 111 66,126 SH   DFND 1 2 66,126 0 0
FORUM MERGER II CORP - W *W EXP 09/30/202 34986F111 170 371,100 SH   DFND 1 2 371,100 0 0
FORWARD AIR CORP COM 349853101 27,370 391,286 SH   DFND 1 391,286 0 0
FORWARD AIR CORP COM 349853101 479 6,851 SH   DFND 1 2 6,851 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 18 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 4,983 632,392 SH   DFND 1 632,392 0 0
FOSTER (LB) CO-A COM 350060109 2,640 136,259 SH   DFND 1 136,259 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 4,661 240,892 SH   DFND 1 238,552 0 2,340
FOUR CORNERS PROPERTY TRUST COM 35086T109 26,238 930,756 SH   DFND 1 912,355 0 18,401
FOX CORP - CLASS A CL A COM 35137L105 217,652 5,882,032 SH   DFND 1 5,850,509 0 31,523
FOX CORP - CLASS A CL A COM 35137L105 38 1,047 SH   DFND 1 2 1,047 0 0
FOX CORP - CLASS B CL B COM 35137L204 94,624 2,605,561 SH   DFND 1 2,587,921 0 17,640
FOX FACTORY HOLDING CORP COM 35138V102 36,730 527,971 SH   DFND 1 527,971 0 0
FRANCESCAS HOLDINGS CORP COM NEW 351793203 200 19,279 SH   DFND 1 19,279 0 0
FRANCO-NEVADA CORP COM 351858105 28,673 276,156 SH   DFND 1 275,917 0 239
FRANKLIN COVEY CO COM 353469109 4,044 125,480 SH   DFND 1 125,480 0 0
FRANKLIN COVEY CO COM 353469109 444 13,795 SH   DFND 1 2 13,795 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 33,512 584,648 SH   DFND 1 584,648 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 5,741 167,248 SH   DFND 1 167,248 0 0
FRANKLIN FINANCIAL SERVICES COM 353525108 1,942 50,216 SH   DFND 1 50,216 0 0
FRANKLIN RESOURCES INC COM 354613101 111,093 4,285,270 SH   DFND 1 4,272,814 0 12,456
FRANKLIN RESOURCES INC COM 354613101 1,450 55,830 SH   DFND 1 2 55,830 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 15,591 1,821,416 SH   DFND 1 1,821,416 0 0
FRANK'S INTERNATIONAL NV COM N33462107 6,888 1,332,404 SH   DFND 1 1,332,404 0 0
FREEPORT-MCMORAN INC CL B 35671D857 308,804 23,583,132 SH   DFND 1 23,518,113 0 65,019
FREEPORT-MCMORAN INC CL B 35671D857 189 14,453 SH   DFND 1 2 14,453 0 0
FREIGHTCAR AMERICA INC COM 357023100 168 81,534 SH   DFND 1 81,534 0 0
FREQUENCY ELECTRONICS INC COM 358010106 272 26,666 SH   DFND 1 26,666 0 0
FREQUENCY THERAPEUTICS INC COM 35803L108 1,248 71,233 SH   DFND 1 71,233 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 2,844 77,223 SH   DFND 1 76,263 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 13,990 399,956 SH   DFND 1 399,956 0 0
FRESHPET INC COM 358039105 25,853 437,522 SH   DFND 1 437,522 0 0
FRIEDMAN INDUSTRIES COM 358435105 171 28,460 SH   DFND 1 28,460 0 0
FRONT YARD RESIDENTIAL CORP COM 35904G107 10,461 847,797 SH   DFND 1 835,022 0 12,775
FRONTDOOR INC COM 35905A109 85,658 1,806,381 SH   DFND 1 1,806,381 0 0
FRONTDOOR INC COM 35905A109 217 4,593 SH   DFND 1 2 4,593 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,379 1,551,199 SH   DFND 1 1,545,371 0 5,828
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 113 127,529 SH   DFND 1 2 127,529 0 0
FRONTLINE LTD SHS NEW G3682E192 327 25,441 SH   DFND 1 25,441 0 0
FRONTLINE LTD SHS NEW G3682E192 25 1,948 SH   DFND 1 2 1,948 0 0
FRP HOLDINGS INC COM 30292L107 4,919 98,771 SH   DFND 1 98,771 0 0
FS BANCORP INC COM 30263Y104 3,667 57,495 SH   DFND 1 57,495 0 0
FS KKR CAPITAL CORP COM 302635107 283 46,179 SH   DFND 1 2 46,179 0 0
FS KKR CAPITAL CORP COM 302635107 27 4,466 SH   DFND 1 4,466 0 0
FTI CONSULTING INC COM 302941109 62,853 567,992 SH   DFND 1 558,769 0 9,223
FTS INTERNATIONAL INC COM 30283W104 456 438,824 SH   DFND 1 438,824 0 0
FTV 5 07/01/21 S-A 5% PFD CNV SER A 34959J207 973 1,000 PRN   DFND 1 2 1,000 0 0
FUEL TECH INC COM 359523107 180 193,817 SH   DFND 1 193,817 0 0
FUELCELL ENERGY INC COM 35952H601 3,559 1,418,266 SH   DFND 1 1,418,266 0 0
FULCRUM THERAPEUTICS INC COM 359616109 976 58,701 SH   DFND 1 58,701 0 0
FULGENT GENETICS INC COM 359664109 1,209 93,793 SH   DFND 1 93,793 0 0
FULL HOUSE RESORTS INC COM 359678109 452 135,218 SH   DFND 1 135,218 0 0
FULTON FINANCIAL CORP COM 360271100 45,410 2,605,281 SH   DFND 1 2,565,065 0 40,216
FUNKO INC-CLASS A COM CL A 361008105 4,261 248,363 SH   DFND 1 248,363 0 0
FUTURE FINTECH GROUP INC COM 36117V105 10 23,108 SH   DFND 1 23,108 0 0
FUTUREFUEL CORP COM 36116M106 5,875 474,251 SH   DFND 1 474,251 0 0
FVCBANKCORP INC COM 36120Q101 2,515 143,969 SH   DFND 1 143,969 0 0
G1 THERAPEUTICS INC COM 3621LQ109 10,987 415,705 SH   DFND 1 415,705 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 499 42,160 SH   DFND 1 2 42,160 0 0
GAIA INC CL A 36269P104 1,401 175,382 SH   DFND 1 175,382 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,150 291,140 SH   DFND 1 291,140 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 1,342 6,490 SH   DFND 1 6,490 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 1,132 5,475 SH   DFND 1 2 5,475 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,557 544,573 SH   DFND 1 544,573 0 0
GALERA THERAPEUTICS INC COM 36338D108 491 37,374 SH   DFND 1 37,374 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 115 19,960 SH   DFND 1 19,960 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 1,118 57,373 SH   DFND 1 57,373 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 7,262 1,194,560 SH   DFND 1 1,194,560 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 42 6,918 SH   DFND 1 2 6,918 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 135,791 3,154,360 SH   DFND 1 3,101,896 0 52,464
GANNETT CO INC COM 36472T109 9,965 1,561,922 SH   DFND 1 1,561,568 0 354
GAP INC/THE COM 364760108 59,792 3,388,749 SH   DFND 1 3,379,133 0 9,616
GAP INC/THE COM 364760108 17 1,016 SH   DFND 1 2 1,016 0 0
GARDNER DENVER HOLDINGS INC COM 36555P107 52,247 1,424,414 SH   DFND 1 1,424,414 0 0
GARMIN LTD SHS H2906T109 306,368 3,144,569 SH   DFND 1 3,137,852 0 6,717
GARRETT MOTION INC COM 366505105 5,742 574,831 SH   DFND 1 574,831 0 0
GARTNER INC COM 366651107 204,241 1,328,235 SH   DFND 1 1,324,216 0 4,019
GARTNER INC COM 366651107 38 249 SH   DFND 1 2 249 0 0
GASLOG LTD SHS G37585109 4,622 472,160 SH   DFND 1 472,160 0 0
GASLOG LTD SHS G37585109 95 9,773 SH   DFND 1 2 9,773 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 7,804 567,176 SH   DFND 1 567,176 0 0
GATX CORP COM 361448103 38,252 461,702 SH   DFND 1 453,101 0 8,601
GCAP 5 08/15/22 NOTE 5.000% 8/1 36268WAF7 3,899 4,500,000 PRN   DFND 1 2 4,500,000 0 0
GCAP 5 08/15/22 NOTE 5.000% 8/1 36268WAF7 438 500,000 PRN   DFND 1 500,000 0 0
GCI LIBERTY INC - CLASS A COM CLASS A 36164V305 79,179 1,117,572 SH   DFND 1 1,117,572 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 16,065 707,423 SH   DFND 1 707,423 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADS 36165L108 10,337 201,618 SH   DFND 1 201,618 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 2,328 219,238 SH   DFND 1 214,137 0 5,101
GENCO SHIPPING & TRADING LTD SHS Y2685T131 15 1,462 SH   DFND 1 2 1,462 0 0
GENCOR INDUSTRIES INC COM 368678108 1,236 105,972 SH   DFND 1 105,972 0 0
GENERAC HOLDINGS INC COM 368736104 91,081 905,470 SH   DFND 1 905,470 0 0
GENERAL AMERICAN INVESTORS COM 368802104 993 26,338 SH   DFND 1 2 26,338 0 0
GENERAL DYNAMICS CORP COM 369550108 569,903 3,239,200 SH   DFND 1 3,228,675 0 10,525
GENERAL DYNAMICS CORP COM 369550108 40 227 SH   DFND 1 2 227 0 0
GENERAL ELECTRIC CO COM 369604103 1,337,151 120,094,376 SH   DFND 1 119,688,749 0 405,627
GENERAL ELECTRIC CO COM 369604103 15 1,364 SH   DFND 1 2 1,364 0 0
GENERAL FINANCE CORP COM 369822101 2,133 192,691 SH   DFND 1 192,691 0 0
GENERAL MILLS INC COM 370334104 477,741 8,937,473 SH   DFND 1 8,907,655 0 29,818
GENERAL MILLS INC COM 370334104 24 449 SH   DFND 1 2 449 0 0
GENERAL MOLY INC COM 370373102 60 267,745 SH   DFND 1 267,745 0 0
GENERAL MOTORS CO COM 37045V100 654,596 17,910,363 SH   DFND 1 17,853,920 0 56,443
GENERAL MOTORS CO COM 37045V100 365 9,977 SH   DFND 1 2 9,977 0 0
GENESCO INC COM 371532102 9,288 193,837 SH   DFND 1 193,837 0 0
GENESCO INC COM 371532102 401 8,378 SH   DFND 1 2 8,378 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 1,128 688,297 SH   DFND 1 688,297 0 0
GENIE ENERGY LTD-B CL B 372284208 1,793 232,025 SH   DFND 1 232,025 0 0
GENMAB A/S -SP ADR SPONSORED ADS 372303206 395 17,708 SH   DFND 1 17,708 0 0
GENMARK DIAGNOSTICS INC COM 372309104 3,661 761,242 SH   DFND 1 761,242 0 0
GENOCEA BIOSCIENCES INC COM NEW 372427401 312 150,965 SH   DFND 1 150,965 0 0
GENPACT LTD SHS G3922B107 93,072 2,206,567 SH   DFND 1 2,206,567 0 0
GENTEX CORP COM 371901109 114,766 3,948,905 SH   DFND 1 3,885,348 0 63,557
GENTEX CORP COM 371901109 107 3,723 SH   DFND 1 2 3,723 0 0
GENTHERM INC COM 37253A103 20,554 463,037 SH   DFND 1 462,957 0 80
GENUINE PARTS CO COM 372460105 235,320 2,219,836 SH   DFND 1 2,212,484 0 7,352
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 29,283 6,655,516 SH   DFND 1 6,527,944 0 127,572
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 220 50,000 SH   DFND 1 2 50,000 0 0
GEO GROUP INC/THE COM 36162J106 28,705 1,728,181 SH   DFND 1 1,667,755 0 60,426
GEOSPACE TECHNOLOGIES CORP COM 37364X109 3,297 196,636 SH   DFND 1 196,636 0 0
GERDAU SA -SPON ADR SPON ADR REP PFD 373737105 78 15,950 SH   DFND 1 10,948 0 5,002
GERMAN AMERICAN BANCORP COM 373865104 12,455 349,669 SH   DFND 1 349,669 0 0
GERON CORP COM 374163103 3,364 2,473,903 SH   DFND 1 2,473,707 0 196
GETTY REALTY CORP COM 374297109 15,355 467,161 SH   DFND 1 458,552 0 8,609
GEVO INC COM PAR 374396406 191 83,082 SH   DFND 1 83,082 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 23,869 473,224 SH   DFND 1 473,224 0 0
G-III APPAREL GROUP LTD COM 36237H101 19,630 585,998 SH   DFND 1 585,998 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 180 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COM 375916103 8,542 291,103 SH   DFND 1 290,049 0 1,054
GILEAD SCIENCES INC COM 375558103 1,246,239 19,213,344 SH   DFND 1 19,102,289 0 111,055
GILEAD SCIENCES INC COM 375558103 694 10,693 SH   DFND 1 2 10,693 0 0
GLACIER BANCORP INC COM 37637Q105 54,394 1,182,754 SH   DFND 1 1,182,754 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 9,452 432,420 SH   DFND 1 424,514 0 7,906
GLADSTONE LAND CORP COM 376549101 3,400 262,168 SH   DFND 1 257,425 0 4,743
GLATFELTER COM 377316104 10,814 590,975 SH   DFND 1 588,845 0 2,130
GLATFELTER COM 377316104 200 10,972 SH   DFND 1 2 10,972 0 0
GLAUKOS CORP COM 377322102 27,277 500,779 SH   DFND 1 500,779 0 0
GLAUKOS CORP COM 377322102 63 1,163 SH   DFND 1 2 1,163 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 12,053 256,503 SH   DFND 1 254,527 0 1,976
GLEN BURNIE BANCORP COM 377407101 214 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 65,288 821,344 SH   DFND 1 821,344 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 243 487,346 SH   DFND 1 487,346 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 2,735 92,321 SH   DFND 1 92,321 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 6,019 455,001 SH   DFND 1 446,647 0 8,354
GLOBAL NET LEASE INC COM NEW 379378201 23,825 1,174,804 SH   DFND 1 1,151,572 0 23,232
GLOBAL PAYMENTS INC COM 37940X102 848,883 4,659,436 SH   DFND 1 4,645,703 0 13,733
GLOBAL SELF STORAGE INC COM 37955N106 437 101,779 SH   DFND 1 101,779 0 0
GLOBAL WATER RESOURCES INC COM 379463102 1,295 98,531 SH   DFND 1 98,531 0 0
GLOBALSCAPE INC COM 37940G109 960 97,689 SH   DFND 1 97,689 0 0
GLOBALSCAPE INC COM 37940G109 392 39,970 SH   DFND 1 2 39,970 0 0
GLOBALSTAR INC COM 378973408 2,648 5,105,823 SH   DFND 1 5,105,823 0 0
GLOBANT SA COM L44385109 9,221 87,628 SH   DFND 1 87,628 0 0
GLOBE LIFE INC COM 37959E102 169,177 1,610,588 SH   DFND 1 1,606,130 0 4,458
GLOBE LIFE INC COM 37959E102 24 236 SH   DFND 1 2 236 0 0
GLOBUS MEDICAL INC - A CL A 379577208 59,439 1,009,509 SH   DFND 1 990,645 0 18,864
GLOWPOINT INC COM 379887508 47 34,074 SH   DFND 1 34,074 0 0
GLRE 4 08/01/23 NOTE 4.000% 8/0 395366AB3 6,673 7,000,000 PRN   DFND 1 2 7,000,000 0 0
GLRE 4 08/01/23 NOTE 4.000% 8/0 395366AB3 677 700,000 PRN   DFND 1 700,000 0 0
GLU MOBILE INC COM 379890106 9,682 1,600,421 SH   DFND 1 1,596,611 0 3,810
GLYCOMIMETICS INC COM 38000Q102 2,594 490,369 SH   DFND 1 490,369 0 0
GMS INC COM 36251C103 15,412 569,131 SH   DFND 1 568,262 0 869
GMS INC COM 36251C103 236 8,731 SH   DFND 1 2 8,731 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 3,001 1,111,488 SH   DFND 1 1,110,615 0 873
GODADDY INC - CLASS A CL A 380237107 120,098 1,770,027 SH   DFND 1 1,770,027 0 0
GODADDY INC - CLASS A CL A 380237107 36 538 SH   DFND 1 2 538 0 0
GOGO INC COM 38046C109 5,060 790,757 SH   DFND 1 790,757 0 0
GOL LINHAS AEREAS INTEL-ADR SPON ADR PFD NEW 38045R206 2,259 125,065 SH   DFND 1 2 125,065 0 0
GOL LINHAS AEREAS INTEL-ADR SPON ADR PFD NEW 38045R206 1,005 55,123 SH   DFND 1 55,123 0 0
GOLAR LNG LTD SHS G9456A100 7,922 557,120 SH   DFND 1 557,120 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 357 40,472 SH   DFND 1 40,472 0 0
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 233 35,317 SH   DFND 1 33,472 0 1,845
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 151 22,937 SH   DFND 1 2 22,937 0 0
GOLD RESOURCE CORP COM 38068T105 4,797 865,971 SH   DFND 1 865,971 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 5,129 266,891 SH   DFND 1 266,891 0 0
GOLDEN MINERALS CO COM 381119106 73 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 689 118,725 SH   DFND 1 118,725 0 0
GOLDEN STAR RESOURCES LTD COM 38119T807 222 60,000 SH   DFND 1 60,000 0 0
GOLDFIELD CORP COM 381370105 517 145,817 SH   DFND 1 145,817 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,035,963 4,515,748 SH   DFND 1 4,501,434 0 14,314
GOLDMAN SACHS GROUP INC COM 38141G104 377 1,643 SH   DFND 1 2 1,643 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 90 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 1,051 104,764 SH   DFND 1 104,764 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 45,936 2,953,176 SH   DFND 1 2,896,181 0 56,995
GOODYEAR TIRE & RUBBER CO COM 382550101 39 2,511 SH   DFND 1 2 2,511 0 0
GOOSEHEAD INSURANCE INC -A COM CL A 38267D109 10,931 257,825 SH   DFND 1 257,825 0 0
GOPRO INC-CLASS A CL A 38268T103 7,391 1,703,066 SH   DFND 1 1,703,066 0 0
GORES HOLDINGS III INC-CW23 *W EXP 09/11/202 38286G117 1,074 693,100 SH   DFND 1 2 693,100 0 0
GORES HOLDINGS III INC-CW23 *W EXP 09/11/202 38286G117 4 3,900 SH   DFND 1 3,900 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 3,344 1,697,875 SH   DFND 1 2 1,697,875 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 285 170,000 SH   DFND 1 170,000 0 0
GORES METROPOULOS INC-C-CW24 *W EXP 01/28/202 382872117 133 97,001 SH   DFND 1 2 97,001 0 0
GORMAN-RUPP CO COM 383082104 9,723 259,289 SH   DFND 1 259,289 0 0
GORMAN-RUPP CO COM 383082104 15 400 SH   DFND 1 2 400 0 0
GOSSAMER BIO INC COM 38341P102 8,243 527,405 SH   DFND 1 527,405 0 0
GP STRATEGIES CORP COM 36225V104 2,370 179,161 SH   DFND 1 179,161 0 0
GPMT 6.375 10/01/23 NOTE 6.375%10/0 38741LAC1 4,685 4,500,000 PRN   DFND 1 2 4,500,000 0 0
GPMT 6.375 10/01/23 NOTE 6.375%10/0 38741LAC1 1,148 1,100,000 PRN   DFND 1 1,100,000 0 0
GPRE 4.125 09/01/22 NOTE 4.125% 9/0 393222AF1 8,392 9,000,000 PRN   DFND 1 2 9,000,000 0 0
GPRE 4.125 09/01/22 NOTE 4.125% 9/0 393222AF1 942 1,000,000 PRN   DFND 1 1,000,000 0 0
GRACO INC COM 384109104 101,169 1,945,558 SH   DFND 1 1,904,684 0 40,874
GRACO INC COM 384109104 107 2,075 SH   DFND 1 2 2,075 0 0
GRAF INDUSTRIAL CORP-CW25 *W EXP 12/31/202 384278115 219 500,000 SH   DFND 1 2 500,000 0 0
GRAF INDUSTRIAL CORP-CW25 *W EXP 12/31/202 384278115 18 50,000 SH   DFND 1 50,000 0 0
GRAFTECH INTERNATIONAL LTD COM 384313508 7,706 663,237 SH   DFND 1 662,425 0 812
GRAHAM CORP COM 384556106 2,604 119,019 SH   DFND 1 119,019 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 30,808 48,214 SH   DFND 1 47,148 0 1,066
GRAND CANYON EDUCATION INC COM 38526M106 54,181 565,630 SH   DFND 1 553,812 0 11,818
GRAND CANYON EDUCATION INC COM 38526M106 16 177 SH   DFND 1 2 177 0 0
GRANITE CONSTRUCTION INC COM 387328107 16,861 609,393 SH   DFND 1 609,393 0 0
GRANITE POINT MORTGAGE TRUST COM 38741L107 13,045 709,752 SH   DFND 1 709,752 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 59,520 3,574,804 SH   DFND 1 3,574,804 0 0
GRAY TELEVISION INC COM 389375106 24,381 1,137,200 SH   DFND 1 1,136,524 0 676
GREAT AJAX CORP COM 38983D300 3,410 230,270 SH   DFND 1 230,270 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 612 183,487 SH   DFND 1 183,487 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 11,477 1,012,986 SH   DFND 1 1,000,632 0 12,354
GREAT LAKES DREDGE & DOCK CO COM 390607109 223 19,717 SH   DFND 1 2 19,717 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 13,354 210,904 SH   DFND 1 210,904 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 21 346 SH   DFND 1 2 346 0 0
GREAT WESTERN BANCORP INC COM 391416104 25,162 724,317 SH   DFND 1 724,317 0 0
GREEN BRICK PARTNERS INC COM 392709101 3,866 336,830 SH   DFND 1 336,830 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 14,880 638,636 SH   DFND 1 627,055 0 11,581
GREEN DOT CORP-CLASS A CL A 39304D102 123 5,306 SH   DFND 1 2 5,306 0 0
GREEN PLAINS INC COM 393222104 7,519 487,313 SH   DFND 1 487,313 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 214 15,501 SH   DFND 1 15,501 0 0
GREENBRIER COMPANIES INC COM 393657101 13,622 420,048 SH   DFND 1 419,929 0 119
GREENE COUNTY BANCORP INC COM 394357107 650 22,593 SH   DFND 1 22,593 0 0
GREENHILL & CO INC COM 395259104 3,554 208,121 SH   DFND 1 207,736 0 385
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 3,930 388,777 SH   DFND 1 388,777 0 0
GREENSKY INC-CLASS A CL A 39572G100 3,127 351,382 SH   DFND 1 351,382 0 0
GREIF INC-CL A CL A 397624107 15,177 343,372 SH   DFND 1 336,766 0 6,606
GREIF INC-CL B CL B 397624206 4,214 81,415 SH   DFND 1 81,415 0 0
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 894 22,605 SH   DFND 1 22,605 0 0
GRIFFON CORP COM 398433102 10,658 524,256 SH   DFND 1 524,256 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 3,503 150,450 SH   DFND 1 149,392 0 1,058
GRITSTONE ONCOLOGY INC COM 39868T105 2,758 307,542 SH   DFND 1 307,542 0 0
GROCERY OUTLET HOLDING CORP COM 39874R101 12,952 399,153 SH   DFND 1 399,153 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 26,723 267,238 SH   DFND 1 267,238 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 101 1,015 SH   DFND 1 2 1,015 0 0
GROUPON INC COM 399473107 14,913 6,239,752 SH   DFND 1 6,239,752 0 0
GROUPON INC COM 399473107 481 201,656 SH   DFND 1 2 201,656 0 0
GRUBHUB INC COM 400110102 47,754 982,660 SH   DFND 1 960,249 0 22,411
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 396 6,619 SH   DFND 1 4,250 0 2,369
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 29 499 SH   DFND 1 2 499 0 0
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 424 3,580 SH   DFND 1 1,249 0 2,331
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 107 906 SH   DFND 1 2 906 0 0
GRUPO AEROPORTUARIO SUR-ADR SPON ADR SER B 40051E202 430 2,299 SH   DFND 1 1,043 0 1,256
GRUPO AEROPORTUARIO SUR-ADR SPON ADR SER B 40051E202 332 1,777 SH   DFND 1 2 1,777 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 113 13,069 SH   DFND 1 9,326 0 3,743
GRUPO FINANCIERO GALICIA-ADR SPONSORED ADR 399909100 4,969 308,107 SH   DFND 1 308,107 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 154 13,159 SH   DFND 1 2 13,159 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 53 4,548 SH   DFND 1 4,298 0 250
GSCCN 7 08/15/21 NOTE 7.000% 8/1 38119TAG9 6,187 5,500,000 PRN   DFND 1 2 5,500,000 0 0
GSE SYSTEMS INC COM 36227K106 55 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 1,326 187,072 SH   DFND 1 187,072 0 0
GTT COMMUNICATIONS INC COM 362393100 4,638 408,698 SH   DFND 1 408,698 0 0
GTY TECHNOLOGY HOLDINGS INC COM 362409104 3,158 536,222 SH   DFND 1 536,222 0 0
GUANGSHEN RAILWAY-SPONS ADR SPONSORED ADR 40065W107 251 15,176 SH   DFND 1 14,015 0 1,161
GUARANTY BANCSHARES INC COM 400764106 3,918 119,171 SH   DFND 1 119,171 0 0
GUARDANT HEALTH INC COM 40131M109 35,644 456,166 SH   DFND 1 456,166 0 0
GUESS INC COM 401617105 12,841 573,807 SH   DFND 1 573,807 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 94,927 865,620 SH   DFND 1 865,620 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 38 353 SH   DFND 1 2 353 0 0
GULF ISLAND FABRICATION INC COM 402307102 469 92,572 SH   DFND 1 92,572 0 0
GULFPORT ENERGY CORP COM NEW 402635304 6,921 2,276,890 SH   DFND 1 2,276,890 0 0
GW PHARMACEUTICALS -ADR ADS 36197T103 2,374 22,707 SH   DFND 1 22,707 0 0
GWG HOLDINGS INC COM 36192A109 120 12,300 SH   DFND 1 12,300 0 0
GX ACQUISITION CORP -CW26 *W EXP 05/24/202 36251A115 31 40,000 SH   DFND 1 2 40,000 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 14,569 435,820 SH   DFND 1 435,820 0 0
H&R BLOCK INC COM 093671105 84,357 3,597,008 SH   DFND 1 3,587,572 0 9,436
H&R BLOCK INC COM 093671105 636 27,098 SH   DFND 1 2 27,098 0 0
H.B. FULLER CO. COM 359694106 34,029 659,869 SH   DFND 1 659,869 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 3,119 299,055 SH   DFND 1 299,055 0 0
HACKETT GROUP INC/THE COM 404609109 6,111 378,634 SH   DFND 1 378,634 0 0
HAEMONETICS CORP/MASS COM 405024100 85,943 747,988 SH   DFND 1 735,080 0 12,908
HAEMONETICS CORP/MASS COM 405024100 32 282 SH   DFND 1 2 282 0 0
HAIN CELESTIAL GROUP INC COM 405217100 24,894 959,141 SH   DFND 1 939,453 0 19,688
HALLADOR ENERGY CO COM 40609P105 701 236,043 SH   DFND 1 236,043 0 0
HALLIBURTON CO COM 406216101 328,036 13,433,452 SH   DFND 1 13,394,004 0 39,448
HALLMARK FINL SERVICES INC COM NEW 40624Q203 3,301 187,883 SH   DFND 1 187,883 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 33,418 1,884,833 SH   DFND 1 1,884,833 0 0
HAMILTON BEACH BRAND-A COM CL A 40701T104 1,646 86,195 SH   DFND 1 86,195 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 19,694 330,451 SH   DFND 1 330,451 0 0
HANCOCK WHITNEY CORP COM 410120109 62,022 1,413,456 SH   DFND 1 1,392,085 0 21,371
HANESBRANDS INC COM 410345102 86,657 5,847,179 SH   DFND 1 5,829,536 0 17,643
HANGER INC COM NEW 41043F208 13,133 475,696 SH   DFND 1 475,696 0 0
HANMI FINANCIAL CORPORATION COM NEW 410495204 8,825 441,361 SH   DFND 1 441,361 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 26,989 838,709 SH   DFND 1 838,709 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 71,630 524,114 SH   DFND 1 514,461 0 9,653
HARBORONE BANCORP INC COM NEW 41165Y100 7,125 648,392 SH   DFND 1 648,392 0 0
HARLEY-DAVIDSON INC COM 412822108 101,179 2,725,482 SH   DFND 1 2,717,736 0 7,746
HARLEY-DAVIDSON INC COM 412822108 32 875 SH   DFND 1 2 875 0 0
HARMONIC INC COM 413160102 9,571 1,227,118 SH   DFND 1 1,227,118 0 0
HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 65 18,100 SH   DFND 1 2 18,100 0 0
HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 15 4,393 SH   DFND 1 1,880 0 2,513
HARPOON THERAPEUTICS INC COM 41358P106 1,293 87,427 SH   DFND 1 87,427 0 0
HARROW HEALTH INC COM 415858109 1,524 195,978 SH   DFND 1 195,978 0 0
HARSCO CORP COM 415864107 23,518 1,022,116 SH   DFND 1 1,022,116 0 0
HARTE-HANKS INC COM 416196202 90 25,337 SH   DFND 1 25,088 0 249
HARTFORD FINANCIAL SVCS GRP COM 416515104 380,684 6,275,139 SH   DFND 1 6,258,237 0 16,902
HARTFORD FINANCIAL SVCS GRP COM 416515104 79 1,316 SH   DFND 1 2 1,316 0 0
HARVARD BIOSCIENCE INC COM 416906105 832 272,843 SH   DFND 1 272,843 0 0
HASBRO INC COM 418056107 209,849 1,991,049 SH   DFND 1 1,985,064 0 5,985
HAVERTY FURNITURE COM 419596101 6,565 325,660 SH   DFND 1 325,660 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 58,315 1,244,454 SH   DFND 1 1,217,747 0 26,707
HAWAIIAN HOLDINGS INC COM 419879101 18,925 646,132 SH   DFND 1 646,132 0 0
HAWAIIAN HOLDINGS INC COM 419879101 30 1,032 SH   DFND 1 2 1,032 0 0
HAWKINS INC COM 420261109 6,109 133,374 SH   DFND 1 133,374 0 0
HAWTHORN BANCSHARES INC COM 420476103 2,358 92,476 SH   DFND 1 92,476 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 6,217 173,766 SH   DFND 1 173,766 0 0
HBT FINANCIAL INC/DE COM 404111106 2,444 128,723 SH   DFND 1 128,723 0 0
HC2 HOLDINGS INC COM 404139107 605 278,907 SH   DFND 1 264,109 0 14,798
HCA HEALTHCARE INC COM 40412C101 533,630 3,618,767 SH   DFND 1 3,606,879 0 11,888
HCA HEALTHCARE INC COM 40412C101 344 2,329 SH   DFND 1 2 2,329 0 0
HCI GROUP INC COM 40416E103 4,150 90,911 SH   DFND 1 90,831 0 80
HD SUPPLY HOLDINGS INC COM 40416M105 77,325 1,924,202 SH   DFND 1 1,924,202 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 29 731 SH   DFND 1 2 731 0 0
HDFC BANK LTD-ADR SPONSORED ADS 40415F101 2,343 36,981 SH   DFND 1 36,525 0 456
HEALTH CATALYST INC COM 42225T107 3,535 101,889 SH   DFND 1 101,889 0 0
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 2,857 148,115 SH   DFND 1 148,115 0 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 447 43,087 SH   DFND 1 43,087 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 78,828 2,362,262 SH   DFND 1 2,295,320 0 66,942
HEALTHCARE SERVICES GROUP COM 421906108 26,581 1,092,976 SH   DFND 1 1,074,813 0 18,163
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 69,293 2,288,409 SH   DFND 1 2,235,053 0 53,356
HEALTHEQUITY INC COM 42226A107 75,008 1,012,673 SH   DFND 1 995,303 0 17,370
HEALTHPEAK PROPERTIES INC COM 42250P103 338,518 9,836,402 SH   DFND 1 9,686,158 0 150,244
HEALTHSTREAM INC COM 42222N103 10,630 390,844 SH   DFND 1 390,844 0 0
HEARTLAND EXPRESS INC COM 422347104 14,751 700,788 SH   DFND 1 700,788 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 23,180 466,028 SH   DFND 1 466,028 0 0
HEAT BIOLOGICS INC COM NEW 42237K300 86 181,516 SH   DFND 1 181,516 0 0
HECLA MINING CO COM 422704106 22,688 6,692,707 SH   DFND 1 6,692,707 0 0
HECLA MINING CO COM 422704106 73 21,631 SH   DFND 1 2 21,631 0 0
HEICO CORP COM 422806109 77,407 678,605 SH   DFND 1 678,605 0 0
HEICO CORP COM 422806109 36 317 SH   DFND 1 2 317 0 0
HEICO CORP-CLASS A CL A 422806208 64,121 716,910 SH   DFND 1 716,910 0 0
HEICO CORP-CLASS A CL A 422806208 36 408 SH   DFND 1 2 408 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 12,156 374,056 SH   DFND 1 373,666 0 390
HEIDRICK & STRUGGLES INTL COM 422819102 471 14,513 SH   DFND 1 2 14,513 0 0
HELEN OF TROY LTD COM G4388N106 67,189 373,709 SH   DFND 1 367,542 0 6,167
HELIOS TECHNOLOGIES INC COM 42328H109 19,177 414,818 SH   DFND 1 414,818 0 0
HELIUS MEDICAL TECHNOLOGIES COM CL A 42328V504 128 132,054 SH   DFND 1 132,054 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 17,683 1,836,277 SH   DFND 1 1,836,277 0 0
HELMERICH & PAYNE COM 423452101 81,017 1,785,705 SH   DFND 1 1,780,795 0 4,910
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3,547 238,886 SH   DFND 1 238,886 0 0
HENNESSY ADVISORS INC COM 425885100 136 13,564 SH   DFND 1 13,564 0 0
HENNESSY CAPITAL ACQUIS-CW25 *W EXP 09/05/202 42589C112 730 912,512 SH   DFND 1 2 912,512 0 0
HENNESSY CAPITAL ACQUIS-CW25 *W EXP 09/05/202 42589C112 76 98,198 SH   DFND 1 98,198 0 0
HENRY SCHEIN INC COM 806407102 155,471 2,334,905 SH   DFND 1 2,328,332 0 6,573
HENRY SCHEIN INC COM 806407102 37 563 SH   DFND 1 2 563 0 0
HEPION PHARMACEUTICALS INC COM 426897104 74 13,927 SH   DFND 1 13,927 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 64,569 1,354,509 SH   DFND 1 1,354,509 0 0
HERC HOLDINGS INC COM 42704L104 16,283 332,732 SH   DFND 1 332,732 0 0
HERC HOLDINGS INC COM 42704L104 55 1,128 SH   DFND 1 2 1,128 0 0
HERITAGE COMMERCE CORP COM 426927109 9,738 759,078 SH   DFND 1 759,078 0 0
HERITAGE COMMERCE CORP COM 426927109 59 4,622 SH   DFND 1 2 4,622 0 0
HERITAGE FINANCIAL CORP COM 42722X106 13,991 494,401 SH   DFND 1 494,401 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 4,606 347,654 SH   DFND 1 347,654 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 6,266 199,750 SH   DFND 1 199,750 0 0
HERMAN MILLER INC COM 600544100 49,831 1,196,443 SH   DFND 1 1,181,970 0 14,473
HERMAN MILLER INC COM 600544100 69 1,670 SH   DFND 1 2 1,670 0 0
HERON THERAPEUTICS INC COM 427746102 26,267 1,117,777 SH   DFND 1 1,117,777 0 0
HERON THERAPEUTICS INC COM 427746102 340 14,483 SH   DFND 1 2 14,483 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 9,057 622,511 SH   DFND 1 613,648 0 8,863
HERSHEY CO/THE COM 427866108 442,170 3,010,117 SH   DFND 1 3,002,257 0 7,860
HERTZ GLOBAL HOLDINGS INC COM 42806J106 20,464 1,299,318 SH   DFND 1 1,299,318 0 0
HESKA CORP COM RESTRC NEW 42805E306 10,508 109,684 SH   DFND 1 109,684 0 0
HESS CORP COM 42809H107 266,351 3,995,039 SH   DFND 1 3,983,428 0 11,611
HESS CORP COM 42809H107 54 812 SH   DFND 1 2 812 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 331,437 20,927,822 SH   DFND 1 20,869,594 0 58,228
HEWLETT PACKARD ENTERPRISE COM 42824C109 60 3,798 SH   DFND 1 2 3,798 0 0
HEXCEL CORP COM 428291108 65,325 891,087 SH   DFND 1 889,559 0 1,528
HEXCEL CORP COM 428291108 36 497 SH   DFND 1 2 497 0 0
HEXO CORP COM 428304109 58 36,646 SH   DFND 1 36,646 0 0
HF FOODS GROUP INC COM 40417F109 5,618 288,146 SH   DFND 1 288,146 0 0
HIBBETT SPORTS INC COM 428567101 7,345 261,960 SH   DFND 1 261,960 0 0
HIBBETT SPORTS INC COM 428567101 27 996 SH   DFND 1 2 996 0 0
HI-CRUSH INC COM 428337109 580 657,933 SH   DFND 1 657,933 0 0
HI-CRUSH INC COM 428337109 94 106,808 SH   DFND 1 2 106,808 0 0
HIGH INCOME SECURITIES FUND SHS BEN INT 42968F108 447 49,983 SH   DFND 1 2 49,983 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 2,486 1,471,110 SH   DFND 1 1,471,110 0 0
HIGHWOODS PROPERTIES INC COM 431284108 76,258 1,559,153 SH   DFND 1 1,533,729 0 25,424
HILL INTERNATIONAL INC COM 431466101 706 223,529 SH   DFND 1 223,529 0 0
HILLENBRAND INC COM 431571108 37,510 1,126,096 SH   DFND 1 1,126,096 0 0
HILL-ROM HOLDINGS INC COM 431475102 106,965 942,181 SH   DFND 1 925,620 0 16,561
HILLTOP HOLDINGS INC COM 432748101 23,404 938,820 SH   DFND 1 938,820 0 0
HILTON GRAND VACATIONS INC COM 43283X105 31,565 917,858 SH   DFND 1 917,858 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 474,181 4,284,259 SH   DFND 1 4,271,585 0 12,674
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 15 136 SH   DFND 1 2 136 0 0
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 151 56,996 SH   DFND 1 56,996 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 4,426 21,058 SH   DFND 1 21,058 0 0
HIREQUEST INC COM 433535101 139 19,736 SH   DFND 1 19,736 0 0
HMS HOLDINGS CORP COM 40425J101 39,913 1,348,424 SH   DFND 1 1,348,424 0 0
HNI CORP COM 404251100 21,542 575,082 SH   DFND 1 564,582 0 10,500
HOLLYFRONTIER CORP COM 436106108 137,307 2,711,852 SH   DFND 1 2,705,177 0 6,675
HOLLYFRONTIER CORP COM 436106108 880 17,367 SH   DFND 1 2 17,367 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2,251 137,174 SH   DFND 1 2 137,174 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,284 78,262 SH   DFND 1 78,262 0 0
HOLOGIC INC COM 436440101 261,730 5,020,989 SH   DFND 1 5,008,908 0 12,081
HOLOGIC INC COM 436440101 47 914 SH   DFND 1 2 914 0 0
HOME BANCORP INC COM 43689E107 3,755 95,830 SH   DFND 1 95,830 0 0
HOME BANCSHARES INC COM 436893200 42,817 2,177,879 SH   DFND 1 2,139,831 0 38,048
HOME DEPOT INC COM 437076102 3,655,217 16,765,401 SH   DFND 1 16,714,463 0 50,938
HOME DEPOT INC COM 437076102 38 178 SH   DFND 1 2 178 0 0
HOMESTREET INC COM 43785V102 11,798 347,028 SH   DFND 1 347,028 0 0
HOMETRUST BANCSHARES INC COM 437872104 5,966 222,368 SH   DFND 1 222,368 0 0
HOMOLOGY MEDICINES INC COM 438083107 7,378 356,465 SH   DFND 1 356,465 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 916 32,377 SH   DFND 1 29,674 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,776,648 10,057,872 SH   DFND 1 10,025,785 0 32,087
HONEYWELL INTERNATIONAL INC COM 438516106 12 69 SH   DFND 1 2 69 0 0
HOOKER FURNITURE CORP COM 439038100 4,050 157,665 SH   DFND 1 157,665 0 0
HOOKIPA PHARMA INC COM 43906K100 1,254 102,581 SH   DFND 1 102,581 0 0
HOPE BANCORP INC COM 43940T109 26,116 1,757,521 SH   DFND 1 1,757,521 0 0
HORACE MANN EDUCATORS COM 440327104 26,456 605,961 SH   DFND 1 605,961 0 0
HORIZON BANCORP INC/IN COM 440407104 10,179 535,773 SH   DFND 1 535,773 0 0
HORIZON GLOBAL CORP COM 44052W104 611 175,350 SH   DFND 1 175,350 0 0
HORIZON TECHNOLOGY FINANCE C COM 44045A102 157 12,178 SH   DFND 1 12,178 0 0
HORIZON THERAPEUTICS PLC SHS G46188101 76,847 2,122,863 SH   DFND 1 2,122,863 0 0
HORMEL FOODS CORP COM 440452100 205,028 4,551,342 SH   DFND 1 4,538,007 0 13,335
HOST HOTELS & RESORTS INC COM 44107P104 279,028 15,062,839 SH   DFND 1 14,842,857 0 219,982
HOST HOTELS & RESORTS INC COM 44107P104 32 1,741 SH   DFND 1 2 1,741 0 0
HOSTESS BRANDS INC CL A 44109J106 23,885 1,642,719 SH   DFND 1 1,642,719 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 9,032 1,445,239 SH   DFND 1 1,445,239 0 0
HOULIHAN LOKEY INC CL A 441593100 29,138 596,254 SH   DFND 1 596,254 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 19 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 424 96,160 SH   DFND 1 96,160 0 0
HOVNANIAN ENTERPRISES-A CL A NEW 442487401 808 38,741 SH   DFND 1 38,394 0 347
HOWARD BANCORP INC COM 442496105 2,670 158,179 SH   DFND 1 158,179 0 0
HOWARD HUGHES CORP/THE COM 44267D107 57,274 451,688 SH   DFND 1 451,688 0 0
HP INC COM 40434L105 444,674 21,677,008 SH   DFND 1 21,598,853 0 78,155
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 20,690 529,299 SH   DFND 1 526,528 0 2,771
HTG MOLECULAR DIAGNOSTICS COM 40434H104 270 385,645 SH   DFND 1 385,645 0 0
HUAZHU GROUP LTD-ADR SPONSORED ADS 44332N106 17,665 443,437 SH   DFND 1 442,749 0 688
HUB GROUP INC-CL A CL A 443320106 23,434 456,903 SH   DFND 1 456,903 0 0
HUBBELL INC COM 443510607 104,262 705,338 SH   DFND 1 692,009 0 13,329
HUBBELL INC COM 443510607 1,407 9,525 SH   DFND 1 2 9,525 0 0
HUBSPOT INC COM 443573100 66,464 419,332 SH   DFND 1 419,332 0 0
HUDBAY MINERALS INC COM 443628102 118 28,641 SH   DFND 1 28,641 0 0
HUDSON GLOBAL INC COM NEW 443787205 121 10,143 SH   DFND 1 10,143 0 0
HUDSON LTD-CLASS A COM CL A G46408103 3,239 211,155 SH   DFND 1 211,155 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 85,898 2,281,498 SH   DFND 1 2,281,498 0 0
HUDSON TECHNOLOGIES INC COM 444144109 284 291,167 SH   DFND 1 291,167 0 0
HUMANA INC COM 444859102 660,958 1,807,558 SH   DFND 1 1,801,561 0 5,997
HUMANA INC COM 444859102 90 246 SH   DFND 1 2 246 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 158,500 1,359,929 SH   DFND 1 1,356,099 0 3,830
HUNT COMPANIES FINANCE TRUST COM 44558T100 316 97,862 SH   DFND 1 97,862 0 0
HUNTINGTON BANCSHARES INC COM 446150104 258,787 17,193,929 SH   DFND 1 17,147,269 0 46,660
HUNTINGTON INGALLS INDUSTRIE COM 446413106 160,204 639,878 SH   DFND 1 638,043 0 1,835
HUNTSMAN CORP COM 447011107 91,587 3,790,867 SH   DFND 1 3,789,053 0 1,814
HURCO COMPANIES INC COM 447324104 4,197 109,429 SH   DFND 1 109,429 0 0
HURCO COMPANIES INC COM 447324104 57 1,504 SH   DFND 1 2 1,504 0 0
HURON CONSULTING GROUP INC COM 447462102 22,014 320,348 SH   DFND 1 320,348 0 0
HUTCHISON CHINA MEDITECH-ADR SPONSORED ADR 44842L103 3,926 157,806 SH   DFND 1 157,806 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 176 114,833 SH   DFND 1 114,833 0 0
HUYA INC-ADR ADS REP SHS A 44852D108 2,563 144,034 SH   DFND 1 144,034 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 35,494 395,654 SH   DFND 1 395,654 0 0
HYRECAR INC COM 44916T107 203 77,229 SH   DFND 1 77,229 0 0
HYSTER-YALE MATERIALS CL A 449172105 7,742 131,311 SH   DFND 1 131,311 0 0
I 4.5 06/15/25 NOTE 4.500% 6/1 45790VAB6 1,813 2,700,000 PRN   DFND 1 2 2,700,000 0 0
I 4.5 06/15/25 NOTE 4.500% 6/1 45790VAB6 198 300,000 PRN   DFND 1 300,000 0 0
I3 VERTICALS INC-CLASS A COM CL A 46571Y107 5,314 188,132 SH   DFND 1 188,132 0 0
IAA INC COM 449253103 66,562 1,414,411 SH   DFND 1 1,414,411 0 0
IAC/INTERACTIVECORP COM 44919P508 198,133 796,145 SH   DFND 1 796,145 0 0
IAC/INTERACTIVECORP COM 44919P508 1,245 5,000 SH   DFND 1 2 5,000 0 0
IAMGOLD CORP COM 450913108 263 70,673 SH   DFND 1 70,673 0 0
IBERIABANK CORP COM 450828108 56,542 755,619 SH   DFND 1 755,619 0 0
IBIO INC COM NEW 451033203 8 34,266 SH   DFND 1 34,266 0 0
ICAD INC COM NEW 44934S206 1,077 138,635 SH   DFND 1 138,635 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 8,524 138,616 SH   DFND 1 138,616 0 0
ICF INTERNATIONAL INC COM 44925C103 23,652 258,161 SH   DFND 1 258,161 0 0
ICHOR HOLDINGS LTD SHS G4740B105 10,224 307,318 SH   DFND 1 307,318 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 1,017 67,437 SH   DFND 1 64,465 0 2,972
ICON PLC SHS G4705A100 7,624 44,147 SH   DFND 1 44,147 0 0
ICONIX BRAND GROUP INC COM NEW 451055305 50 37,615 SH   DFND 1 37,615 0 0
ICU MEDICAL INC COM 44930G107 41,990 224,402 SH   DFND 1 219,690 0 4,712
IDACORP INC COM 451107106 61,600 576,787 SH   DFND 1 564,436 0 12,351
IDEANOMICS INC COM 45166V106 318 371,823 SH   DFND 1 371,823 0 0
IDENTIV INC COM NEW 45170X205 423 75,155 SH   DFND 1 75,155 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 325 178,959 SH   DFND 1 178,959 0 0
IDEX CORP COM 45167R104 237,845 1,385,230 SH   DFND 1 1,381,800 0 3,430
IDEX CORP COM 45167R104 19 111 SH   DFND 1 2 111 0 0
IDEXX LABORATORIES INC COM 45168D104 404,058 1,549,800 SH   DFND 1 1,542,532 0 7,268
IDEXX LABORATORIES INC COM 45168D104 487 1,866 SH   DFND 1 2 1,866 0 0
IDT CORP-CLASS B CL B NEW 448947507 1,768 245,276 SH   DFND 1 245,276 0 0
IDT CORP-CLASS B CL B NEW 448947507 98 13,609 SH   DFND 1 2 13,609 0 0
IEC ELECTRONICS CORP COM 44949L105 502 55,262 SH   DFND 1 55,262 0 0
IES HOLDINGS INC COM 44951W106 2,774 108,117 SH   DFND 1 108,117 0 0
IFRESH INC COM 449538107 20 50,723 SH   DFND 1 50,723 0 0
IGM BIOSCIENCES INC COM 449585108 4,676 122,554 SH   DFND 1 122,554 0 0
IHEARTMEDIA INC - CLASS A COM CL A 45174J509 7,386 437,061 SH   DFND 1 437,061 0 0
IHS MARKIT LTD SHS G47567105 472,699 6,285,874 SH   DFND 1 6,267,865 0 18,009
IHS MARKIT LTD SHS G47567105 6 88 SH   DFND 1 2 88 0 0
II-VI INC COM 902104108 41,017 1,218,214 SH   DFND 1 1,196,840 0 21,374
ILLINOIS TOOL WORKS COM 452308109 847,353 4,723,409 SH   DFND 1 4,709,277 0 14,132
ILLUMINA INC COM 452327109 790,485 2,387,524 SH   DFND 1 2,375,079 0 12,445
ILLUMINA INC COM 452327109 246 742 SH   DFND 1 2 742 0 0
IMAX CORP COM 45245E109 5,507 269,572 SH   DFND 1 269,572 0 0
IMEDIA BRANDS INC COM CL A 452465206 155 38,860 SH   DFND 1 38,860 0 0
IMMERSION CORPORATION COM 452521107 3,218 433,164 SH   DFND 1 433,164 0 0
IMMUNOGEN INC COM 45253H101 12,166 2,383,171 SH   DFND 1 2,382,319 0 852
IMMUNOGEN INC COM 45253H101 188 36,844 SH   DFND 1 2 36,844 0 0
IMMUNOMEDICS INC COM 452907108 53,767 2,540,994 SH   DFND 1 2,540,994 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 474 90,195 SH   DFND 1 90,195 0 0
IMPERIAL OIL LTD COM NEW 453038408 9,732 369,807 SH   DFND 1 369,807 0 0
IMPERIAL OIL LTD COM NEW 453038408 45 1,710 SH   DFND 1 2 1,710 0 0
IMPINJ INC COM 453204109 5,207 201,386 SH   DFND 1 201,386 0 0
INCYTE CORP COM 45337C102 256,608 2,944,434 SH   DFND 1 2,927,867 0 16,567
INCYTE CORP COM 45337C102 1,267 14,521 SH   DFND 1 2 14,521 0 0
INDEPENDENCE CONTRACT DRILLI COM 453415309 524 525,684 SH   DFND 1 525,684 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 3,510 83,429 SH   DFND 1 83,429 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 21,637 1,536,730 SH   DFND 1 1,536,730 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 7,461 329,409 SH   DFND 1 329,409 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 674 29,795 SH   DFND 1 2 29,795 0 0
INDEPENDENT BANK CORP/MA COM 453836108 39,145 470,216 SH   DFND 1 470,216 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 28,257 509,696 SH   DFND 1 509,696 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 823 14,850 SH   DFND 1 2 14,850 0 0
INDIA FUND INC COM 454089103 645 32,089 SH   DFND 1 2 32,089 0 0
INDIA GLOBALIZATION CAPITAL COM NEW 45408X308 164 261,671 SH   DFND 1 261,671 0 0
INDUSTRIAL LOGISTICS PROPERT COM SHS BEN INT 456237106 20,033 893,549 SH   DFND 1 893,549 0 0
INFINERA CORP COM 45667G103 17,766 2,237,632 SH   DFND 1 2,237,632 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 349 363,617 SH   DFND 1 363,291 0 326
INFLARX NV COM N44821101 347 87,779 SH   DFND 1 87,779 0 0
INFORMATION SERVICES GROUP COM 45675Y104 794 314,086 SH   DFND 1 314,086 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 7,521 735,568 SH   DFND 1 730,120 0 5,448
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 286 27,804 SH   DFND 1 2 27,804 0 0
INFRASTRUCTURE AND ENERGY AL COM 45686J104 160 49,991 SH   DFND 1 49,991 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 431 50,533 SH   DFND 1 50,533 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 313 25,992 SH   DFND 1 22,964 0 3,028
INGERSOLL-RAND PLC SHS G47791101 494,643 3,728,978 SH   DFND 1 3,717,657 0 11,321
INGERSOLL-RAND PLC SHS G47791101 2 21 SH   DFND 1 2 21 0 0
INGEVITY CORP COM 45688C107 48,241 552,094 SH   DFND 1 541,779 0 10,315
INGLES MARKETS INC-CLASS A CL A 457030104 13,238 278,650 SH   DFND 1 278,650 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 283 5,960 SH   DFND 1 2 5,960 0 0
INGREDION INC COM 457187102 82,180 884,832 SH   DFND 1 868,271 0 16,561
INNERWORKINGS INC COM 45773Y105 3,391 615,537 SH   DFND 1 615,537 0 0
INNODATA INC COM NEW 457642205 82 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 8,914 278,765 SH   DFND 1 278,765 0 0
INNOPHOS HOLDINGS INC COM 45774N108 799 25,000 SH   DFND 1 2 25,000 0 0
INNOSPEC INC COM 45768S105 37,253 360,148 SH   DFND 1 360,148 0 0
INNOVATE BIOPHARMACEUTICALS COM PAR 45782F105 63 113,968 SH   DFND 1 113,968 0 0
INNOVATIVE INDUSTRIAL PROPER COM 45781V101 294 3,882 SH   DFND 1 3,614 0 268
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 349 59,762 SH   DFND 1 59,762 0 0
INNOVIVA INC COM 45781M101 13,357 943,294 SH   DFND 1 943,294 0 0
INOGEN INC COM 45780L104 17,008 248,913 SH   DFND 1 248,684 0 229
INOVALON HOLDINGS INC - A COM CL A 45781D101 19,257 1,023,270 SH   DFND 1 1,023,270 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4,456 1,351,081 SH   DFND 1 1,351,081 0 0
INPHI CORP COM 45772F107 43,266 584,522 SH   DFND 1 584,522 0 0
INSEEGO CORP COM 45782B104 5,102 696,096 SH   DFND 1 696,096 0 0
INSIGHT ENTERPRISES INC COM 45765U103 40,152 571,247 SH   DFND 1 571,247 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 25 35,506 SH   DFND 1 35,506 0 0
INSMED INC COM PAR $.01 457669307 29,019 1,215,211 SH   DFND 1 1,215,211 0 0
INSPERITY INC COM 45778Q107 43,770 508,717 SH   DFND 1 499,503 0 9,214
INSPIRE MEDICAL SYSTEMS INC COM 457730109 13,330 179,633 SH   DFND 1 179,633 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 1,036 153,562 SH   DFND 1 153,562 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 20,372 295,807 SH   DFND 1 295,807 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 1,778 25,820 SH   DFND 1 2 25,820 0 0
INSTEEL INDUSTRIES INC COM 45774W108 5,422 252,346 SH   DFND 1 252,346 0 0
INSTRUCTURE INC COM 45781U103 21,089 437,447 SH   DFND 1 437,447 0 0
INSTRUCTURE INC COM 45781U103 126 2,619 SH   DFND 1 2 2,619 0 0
INSULET CORP COM 45784P101 121,445 709,987 SH   DFND 1 709,987 0 0
INSULET CORP COM 45784P101 30 180 SH   DFND 1 2 180 0 0
INTEC PHARMA LTD SHS M53644106 13 27,156 SH   DFND 1 27,156 0 0
INTEGER HOLDINGS CORP COM 45826H109 39,718 493,830 SH   DFND 1 493,075 0 755
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 49,278 845,539 SH   DFND 1 828,073 0 17,466
INTEL CORP COM 458140100 4,124,176 69,029,505 SH   DFND 1 68,652,952 0 376,553
INTEL CORP COM 458140100 89 1,492 SH   DFND 1 2 1,492 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 8,047 548,563 SH   DFND 1 548,563 0 0
INTELLICHECK INC COM NEW 45817G201 626 83,697 SH   DFND 1 83,697 0 0
INTELLIGENT SYSTEMS CORP COM 45816D100 3,079 77,103 SH   DFND 1 76,728 0 375
INTELSAT SA COM L5140P101 2,614 371,827 SH   DFND 1 371,827 0 0
INTER PARFUMS INC COM 458334109 18,543 255,040 SH   DFND 1 255,040 0 0
INTERACTIVE BROKERS GRO-CL A COM CL A 45841N107 39,019 836,960 SH   DFND 1 817,601 0 19,359
INTERCEPT PHARMACEUTICALS IN COM 45845P108 44,227 356,901 SH   DFND 1 356,885 0 16
INTERCEPT PHARMACEUTICALS IN COM 45845P108 295 2,381 SH   DFND 1 2 2,381 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 749,203 8,111,568 SH   DFND 1 8,086,565 0 25,003
INTERCONTINENTAL HOTELS-ADR SPONSORED ADS 45857P806 823 11,997 SH   DFND 1 11,101 0 896
INTERDIGITAL INC COM 45867G101 23,676 434,517 SH   DFND 1 426,887 0 7,630
INTERFACE INC COM 458665304 13,489 813,109 SH   DFND 1 813,109 0 0
INTERNAP CORP COM PAR 45885A409 164 149,733 SH   DFND 1 149,390 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 40,551 941,525 SH   DFND 1 927,467 0 14,058
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 11,186 747,242 SH   DFND 1 747,242 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 324 21,677 SH   DFND 1 2 21,677 0 0
INTERNATIONAL MONEY EXPRESS COM 46005L101 3,482 289,263 SH   DFND 1 289,263 0 0
INTERNATIONAL MONEY EXPRESS COM 46005L101 53 4,483 SH   DFND 1 2 4,483 0 0
INTERNATIONAL PAPER CO COM 460146103 299,874 6,522,299 SH   DFND 1 6,503,187 0 19,112
INTERNATIONAL SEAWAYS INC COM Y41053102 10,054 337,869 SH   DFND 1 337,869 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 44 1,481 SH   DFND 1 2 1,481 0 0
INTERPACE BIOSCIENCES INC COMSTK 46062X204 162 324,725 SH   DFND 1 324,725 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 148,056 6,415,988 SH   DFND 1 6,397,753 0 18,235
INTERSECT ENT INC COM 46071F103 10,495 421,524 SH   DFND 1 421,524 0 0
INTERXION HOLDING NV SHS N47279109 1,387 16,581 SH   DFND 1 16,581 0 0
INTERXION HOLDING NV SHS N47279109 1,257 15,000 SH   DFND 1 2 15,000 0 0
INTEST CORP COM 461147100 246 41,472 SH   DFND 1 41,472 0 0
INTEVAC INC COM 461148108 1,043 147,806 SH   DFND 1 147,806 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,717,600 12,839,537 SH   DFND 1 12,797,181 0 42,356
INTL BUSINESS MACHINES CORP COM 459200101 71 531 SH   DFND 1 2 531 0 0
INTL FCSTONE INC COM 46116V105 14,008 286,876 SH   DFND 1 286,876 0 0
INTL FCSTONE INC COM 46116V105 349 7,155 SH   DFND 1 2 7,155 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 211,012 1,638,829 SH   DFND 1 1,633,882 0 4,947
INTRA-CELLULAR THERAPIES INC COM 46116X101 21,941 639,498 SH   DFND 1 639,498 0 0
INTREPID POTASH INC COM 46121Y102 3,473 1,281,906 SH   DFND 1 1,281,906 0 0
INTREXON CORP COM 46122T102 5,887 1,074,435 SH   DFND 1 1,074,435 0 0
INTRICON CORP COM 46121H109 1,865 103,638 SH   DFND 1 103,638 0 0
INTUIT INC COM 461202103 1,177,103 4,502,032 SH   DFND 1 4,479,396 0 22,636
INTUITIVE SURGICAL INC COM NEW 46120E602 952,011 1,613,934 SH   DFND 1 1,604,096 0 9,838
INUVO INC COM NEW 46122W204 31 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 4,352 482,505 SH   DFND 1 482,505 0 0
INVACARE CORP COM 461203101 119 13,208 SH   DFND 1 2 13,208 0 0
INVESCO LTD SHS G491BT108 137,547 7,638,739 SH   DFND 1 7,621,985 0 16,754
INVESCO MORTGAGE CAPITAL COM 46131B100 31,352 1,883,017 SH   DFND 1 1,878,734 0 4,283
INVESTAR HOLDING CORP COM 46134L105 2,910 121,271 SH   DFND 1 121,271 0 0
INVESTCORP CREDIT MANAGEMENT COM 46090R104 68 10,178 SH   DFND 1 10,178 0 0
INVESTORS BANCORP INC COM 46146L101 42,413 3,559,643 SH   DFND 1 3,559,643 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730509 11,433 157,698 SH   DFND 1 157,698 0 0
INVESTORS TITLE CO COM 461804106 3,020 18,974 SH   DFND 1 18,974 0 0
INVITAE CORP COM 46185L103 18,926 1,173,454 SH   DFND 1 1,172,635 0 819
INVITATION HOMES INC COM 46187W107 238,432 7,961,120 SH   DFND 1 7,822,434 0 138,686
INVIVO THERAPEUTICS HOLDINGS COM 46186M407 2 10,036 SH   DFND 1 10,036 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 753 86,805 SH   DFND 1 86,805 0 0
IONIS PHARMACEUTICALS INC COM 462222100 87,134 1,443,742 SH   DFND 1 1,443,542 0 200
IOVANCE BIOTHERAPEUTICS INC COM 462260100 45,867 1,657,058 SH   DFND 1 1,657,058 0 0
IPG PHOTONICS CORP COM 44980X109 89,014 615,351 SH   DFND 1 613,750 0 1,601
IQIYI INC-ADR SPONSORED ADS 46267X108 11,296 537,608 SH   DFND 1 537,608 0 0
IQVIA HOLDINGS INC COM 46266C105 426,162 2,763,774 SH   DFND 1 2,755,675 0 8,099
IQVIA HOLDINGS INC COM 46266C105 26 171 SH   DFND 1 2 171 0 0
IRADIMED CORP COM 46266A109 1,609 68,826 SH   DFND 1 68,826 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 24,491 359,694 SH   DFND 1 359,435 0 259
IRIDEX CORP COM 462684101 111 49,568 SH   DFND 1 49,568 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 33,383 1,354,831 SH   DFND 1 1,354,200 0 631
IROBOT CORP COM 462726100 18,929 373,879 SH   DFND 1 373,879 0 0
IRON MOUNTAIN INC COM 46284V101 150,251 4,723,681 SH   DFND 1 4,636,653 0 87,028
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 29,101 2,186,409 SH   DFND 1 2,186,409 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 102 7,679 SH   DFND 1 2 7,679 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 1,129 37,000 PRN   DFND 1 37,000 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 26,345 490,049 PRN   DFND 1 490,049 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 22,338 635,509 PRN   DFND 1 635,509 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 30,896 751,185 PRN   DFND 1 751,185 0 0
ISHARES RUSSELL 2000 ETF RUSSELL 2000 ETF 464287655 2,485 15,000 PRN   DFND 1 2 15,000 0 0
ISORAY INC COM 46489V104 170 272,669 SH   DFND 1 272,669 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 105 22,016 SH   DFND 1 22,016 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 92 19,742 SH   DFND 1 2 19,742 0 0
ISSUER DIRECT CORP COM NEW 46520M204 419 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 11,322 780,305 SH   DFND 1 780,305 0 0
ITAU UNIBANCO H-SPON PRF ADR SPON ADR REP PFD 465562106 8,713 952,262 SH   DFND 1 948,500 0 3,762
ITERIS INC COM 46564T107 2,578 516,744 SH   DFND 1 516,744 0 0
ITRON INC COM 465741106 44,645 531,815 SH   DFND 1 531,815 0 0
ITT INC COM 45073V108 77,562 1,049,420 SH   DFND 1 1,027,926 0 21,494
ITURAN LOCATION AND CONTROL SHS M6158M104 552 21,981 SH   DFND 1 21,981 0 0
IVERIC BIO INC COM 46583P102 1,850 215,709 SH   DFND 1 215,709 0 0
IZEA WORLDWIDE INC COM 46604H105 5 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 41,005 222,528 SH   DFND 1 222,528 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,461 152,840 SH   DFND 1 152,840 0 0
J. JILL INC COM 46620W102 210 186,066 SH   DFND 1 186,066 0 0
J.C. PENNEY CO INC COM 708160106 4,590 4,098,470 SH   DFND 1 4,098,470 0 0
J2 GLOBAL INC COM 48123V102 68,134 727,073 SH   DFND 1 715,727 0 11,346
J2 GLOBAL INC COM 48123V102 37 395 SH   DFND 1 2 395 0 0
JABIL INC COM 466313103 72,917 1,764,277 SH   DFND 1 1,730,231 0 34,046
JABIL INC COM 466313103 412 9,973 SH   DFND 1 2 9,973 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 195,920 1,347,273 SH   DFND 1 1,343,832 0 3,441
JACK HENRY & ASSOCIATES INC COM 426281101 37 260 SH   DFND 1 2 260 0 0
JACK IN THE BOX INC COM 466367109 28,684 367,614 SH   DFND 1 361,818 0 5,796
JACOBS ENGINEERING GROUP INC COM 469814107 194,791 2,172,774 SH   DFND 1 2,166,693 0 6,081
JACOBS ENGINEERING GROUP INC COM 469814107 38 424 SH   DFND 1 2 424 0 0
JAGGED PEAK ENERGY INC COMSTK 47009K107 6,900 812,754 SH   DFND 1 812,754 0 0
JAKKS PACIFIC INC COM 47012E106 129 125,322 SH   DFND 1 123,784 0 1,538
JAMES RIVER GROUP HOLDINGS L COM G5005R107 17,208 417,586 SH   DFND 1 417,586 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 44,104 1,803,882 SH   DFND 1 1,765,559 0 38,323
JAPAN SMALLER CAPITALIZATION COM 47109U104 2,507 280,294 SH   DFND 1 2 280,294 0 0
JASON INDUSTRIES INC COM 471172106 31 84,439 SH   DFND 1 84,439 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 126,386 847,187 SH   DFND 1 847,187 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,187 7,954 SH   DFND 1 2 7,954 0 0
JBG SMITH PROPERTIES COM 46590V100 73,006 1,830,200 SH   DFND 1 1,769,589 0 60,611
JD.COM INC-ADR SPON ADR CL A 47215P106 85,187 2,432,389 SH   DFND 1 2,394,602 0 37,787
JD.COM INC-ADR SPON ADR CL A 47215P106 1,384 39,297 SH   DFND 1 2 39,297 0 0
JEFFERIES FINANCIAL GROUP IN COM 47233W109 79,331 3,714,987 SH   DFND 1 3,653,257 0 61,730
JELD-WEN HOLDING INC COM 47580P103 20,378 870,524 SH   DFND 1 870,524 0 0
JERNIGAN CAPITAL INC COM 476405105 5,477 286,193 SH   DFND 1 286,193 0 0
JETBLUE AIRWAYS CORP COM 477143101 72,360 3,865,436 SH   DFND 1 3,794,685 0 70,751
JINKOSOLAR HOLDING CO-ADR SPONSORED ADR 47759T100 212 9,433 SH   DFND 1 9,433 0 0
JM SMUCKER CO/THE COM NEW 832696405 186,502 1,794,702 SH   DFND 1 1,789,147 0 5,555
JM SMUCKER CO/THE COM NEW 832696405 91 880 SH   DFND 1 2 880 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 12,554 137,536 SH   DFND 1 137,199 0 337
JOHN B. SANFILIPPO & SON INC COM 800422107 70 777 SH   DFND 1 2 777 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 45,853 407,004 SH   DFND 1 407,004 0 0
JOHN HANCOCK TAX-ADVANTAGED TAX ADV GLB SH 41013P749 131 18,606 SH   DFND 1 2 18,606 0 0
JOHNSON & JOHNSON COM 478160104 5,589,131 38,392,826 SH   DFND 1 38,271,149 0 121,677
JOHNSON & JOHNSON COM 478160104 36 253 SH   DFND 1 2 253 0 0
JOHNSON CONTROLS INTERNATION SHS G51502105 443,072 10,906,223 SH   DFND 1 10,871,577 0 34,646
JOHNSON CONTROLS INTERNATION SHS G51502105 71 1,750 SH   DFND 1 2 1,750 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 7,860 102,482 SH   DFND 1 102,482 0 0
JOINT CORP/THE COM 47973J102 2,645 163,915 SH   DFND 1 163,915 0 0
JONES LANG LASALLE INC COM 48020Q107 100,332 576,850 SH   DFND 1 564,220 0 12,630
JOUNCE THERAPEUTICS INC COM 481116101 2,266 259,634 SH   DFND 1 259,399 0 235
JOUNCE THERAPEUTICS INC COM 481116101 2 326 SH   DFND 1 2 326 0 0
JOYY INC ADS REPSTG COM A 46591M109 9,874 188,188 SH   DFND 1 188,054 0 134
JOYY INC ADS REPSTG COM A 46591M109 1,613 30,562 SH   DFND 1 2 30,562 0 0
JPMORGAN CHASE & CO COM 46625H100 6,178,292 44,411,768 SH   DFND 1 44,269,386 0 142,382
JUNIPER INDUSTRIAL HLDG-CW26 *W EXP 11/13/202 48205G114 210 270,000 SH   DFND 1 2 270,000 0 0
JUNIPER INDUSTRIAL HLDG-CW26 *W EXP 11/13/202 48205G114 22 30,000 SH   DFND 1 30,000 0 0
JUNIPER INDUSTRIAL HLDGS - A COM CL A 48205G106 2,939 299,944 SH   DFND 1 2 299,944 0 0
JUNIPER NETWORKS INC COM 48203R104 138,599 5,632,009 SH   DFND 1 5,615,959 0 16,050
JUNIPER NETWORKS INC COM 48203R104 37 1,534 SH   DFND 1 2 1,534 0 0
JUST ENERGY GROUP INC COM 48213W101 24 14,385 SH   DFND 1 14,385 0 0
K12 INC COM 48273U102 10,266 504,474 SH   DFND 1 504,148 0 326
K12 INC COM 48273U102 452 22,255 SH   DFND 1 2 22,255 0 0
KADANT INC COM 48282T104 15,326 145,496 SH   DFND 1 145,496 0 0
KADMON HOLDINGS INC COM 48283N106 8,547 1,886,963 SH   DFND 1 1,886,963 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 24,235 218,552 SH   DFND 1 218,552 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 43 388 SH   DFND 1 2 388 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,245 337,412 SH   DFND 1 337,412 0 0
KALEIDO BIOSCIENCES INC COM 483347100 561 111,858 SH   DFND 1 111,858 0 0
KALEYRA INC - CW23 *W EXP 12/12/202 483379111 2,808 2,485,150 SH   DFND 1 2 2,485,150 0 0
KALEYRA INC - CW23 *W EXP 12/12/202 483379111 290 250,000 SH   DFND 1 250,000 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 2,919 163,906 SH   DFND 1 163,906 0 0
KAMADA LTD SHS M6240T109 144 21,224 SH   DFND 1 21,224 0 0
KAMAN CORP COM 483548103 25,842 392,035 SH   DFND 1 392,035 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 214 45,300 SH   DFND 1 45,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 264,914 1,732,822 SH   DFND 1 1,728,370 0 4,452
KANSAS CITY SOUTHERN COM NEW 485170302 43 286 SH   DFND 1 2 286 0 0
KAR AUCTION SERVICES INC COM 48238T109 41,739 1,915,497 SH   DFND 1 1,882,577 0 32,920
KARUNA THERAPEUTICS INC COM 48576A100 6,690 88,802 SH   DFND 1 88,802 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 15,853 826,972 SH   DFND 1 826,972 0 0
KB FINANCIAL GROUP INC-ADR SPONSORED ADR 48241A105 1,131 27,343 SH   DFND 1 25,707 0 1,636
KB HOME COM 48666K109 43,844 1,279,376 SH   DFND 1 1,258,371 0 21,005
KB HOME COM 48666K109 37 1,103 SH   DFND 1 2 1,103 0 0
KBR INC COM 48242W106 57,110 1,872,465 SH   DFND 1 1,836,424 0 36,041
KEARNY FINANCIAL CORP/MD COM 48716P108 15,475 1,119,007 SH   DFND 1 1,119,007 0 0
KELLOGG CO COM 487836108 267,326 3,873,350 SH   DFND 1 3,861,522 0 11,828
KELLY SERVICES INC -A CL A 488152208 11,241 497,847 SH   DFND 1 497,847 0 0
KELLY SERVICES INC -A CL A 488152208 92 4,110 SH   DFND 1 2 4,110 0 0
KEMET CORP COM NEW 488360207 20,121 743,895 SH   DFND 1 743,895 0 0
KEMET CORP COM NEW 488360207 1,137 42,049 SH   DFND 1 2 42,049 0 0
KEMPER CORP COM 488401100 53,678 692,620 SH   DFND 1 677,267 0 15,353
KEMPHARM INC COM 488445107 74 196,997 SH   DFND 1 196,997 0 0
KENNAMETAL INC COM 489170100 39,722 1,076,786 SH   DFND 1 1,056,481 0 20,305
KENNEDY-WILSON HOLDINGS INC COM 489398107 37,914 1,700,210 SH   DFND 1 1,700,210 0 0
KEURIG DR PEPPER INC COM 49271V100 62,463 2,157,626 SH   DFND 1 2,157,626 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 199 14,828 SH   DFND 1 14,828 0 0
KEY TRONIC CORP COM 493144109 191 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 325,157 16,096,430 SH   DFND 1 16,046,900 0 49,530
KEYSIGHT TECHNOLOGIES IN COM 49338L103 318,021 3,104,199 SH   DFND 1 3,095,789 0 8,410
KEYSIGHT TECHNOLOGIES IN COM 49338L103 1,019 9,937 SH   DFND 1 2 9,937 0 0
KEZAR LIFE SCIENCES INC COM 49372L100 519 129,448 SH   DFND 1 129,448 0 0
KFORCE INC COM 493732101 16,553 416,975 SH   DFND 1 416,975 0 0
KFORCE INC COM 493732101 343 8,649 SH   DFND 1 2 8,649 0 0
KILROY REALTY CORP COM 49427F108 124,661 1,485,829 SH   DFND 1 1,461,927 0 23,902
KIMBALL ELECTRONICS INC COM 49428J109 7,534 429,338 SH   DFND 1 429,338 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 15,720 760,541 SH   DFND 1 760,541 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 215 10,433 SH   DFND 1 2 10,433 0 0
KIMBERLY-CLARK CORP COM 494368103 791,655 5,766,300 SH   DFND 1 5,750,912 0 15,388
KIMCO REALTY CORP COM 49446R109 178,284 8,621,969 SH   DFND 1 8,603,004 0 18,965
KINDER MORGAN INC COM 49456B101 603,516 28,570,795 SH   DFND 1 28,376,030 0 194,765
KINDER MORGAN INC COM 49456B101 362 17,114 SH   DFND 1 2 17,114 0 0
KINDRED BIOSCIENCES INC COM 494577109 4,002 472,047 SH   DFND 1 472,047 0 0
KINGSTONE COS INC COM 496719105 448 57,807 SH   DFND 1 57,807 0 0
KINIKSA PHARMACEUTICALS-A COM CL A G5269C101 2,107 190,518 SH   DFND 1 190,518 0 0
KINROSS GOLD CORP COM 496902404 8,045 1,708,292 SH   DFND 1 1,707,682 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 28,967 284,942 SH   DFND 1 284,942 0 0
KIRBY CORP COM 497266106 58,933 658,250 SH   DFND 1 643,559 0 14,691
KIRKLAND LAKE GOLD LTD COM 49741E100 13,285 302,857 SH   DFND 1 302,857 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 350 7,951 SH   DFND 1 2 7,951 0 0
KIRKLAND'S INC COM 497498105 163 132,089 SH   DFND 1 132,089 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 30,015 1,536,872 SH   DFND 1 1,536,872 0 0
KKR & CO INC -A CL A 48251W104 121,623 4,174,455 SH   DFND 1 4,174,455 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 6,408 313,829 SH   DFND 1 313,829 0 0
KLA CORP COM NEW 482480100 467,493 2,627,910 SH   DFND 1 2,614,311 0 13,599
KLA CORP COM NEW 482480100 1,339 7,520 SH   DFND 1 2 7,520 0 0
KLX ENERGY SERVICES HOLDING COM 48253L106 2,232 346,701 SH   DFND 1 346,701 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 50,944 1,422,678 SH   DFND 1 1,392,568 0 30,110
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 38 1,063 SH   DFND 1 2 1,063 0 0
KNOLL INC COM NEW 498904200 17,641 698,401 SH   DFND 1 697,421 0 980
KNOLL INC COM NEW 498904200 177 7,037 SH   DFND 1 2 7,037 0 0
KNOWLES CORP COM 49926D109 23,142 1,094,204 SH   DFND 1 1,094,204 0 0
KODIAK SCIENCES INC COM 50015M109 23,530 327,036 SH   DFND 1 327,036 0 0
KOHLS CORP COM 500255104 132,263 2,600,896 SH   DFND 1 2,592,788 0 8,108
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 801 16,431 SH   DFND 1 14,843 0 1,588
KONTOOR BRANDS INC COM 50050N103 24,642 586,855 SH   DFND 1 586,713 0 142
KOPIN CORP COM 500600101 209 521,920 SH   DFND 1 521,920 0 0
KOPPERS HOLDINGS INC COM 50060P106 10,748 281,230 SH   DFND 1 281,230 0 0
KOREA ELEC POWER CORP-SP ADR SPONSORED ADR 500631106 465 39,391 SH   DFND 1 37,295 0 2,096
KOREA FUND INC COM NEW 500634209 738 24,753 SH   DFND 1 2 24,753 0 0
KORN FERRY COM NEW 500643200 32,642 769,861 SH   DFND 1 769,861 0 0
KORN FERRY COM NEW 500643200 369 8,718 SH   DFND 1 2 8,718 0 0
KORNIT DIGITAL LTD SHS M6372Q113 1,170 34,205 SH   DFND 1 34,205 0 0
KOSMOS ENERGY LTD COM 500688106 22,018 3,862,924 SH   DFND 1 3,862,924 0 0
KRAFT HEINZ CO/THE COM 500754106 316,863 9,880,740 SH   DFND 1 9,803,005 0 77,735
KRAFT HEINZ CO/THE COM 500754106 397 12,367 SH   DFND 1 2 12,367 0 0
KRATON CORP COM 50077C106 12,471 492,556 SH   DFND 1 492,152 0 404
KRATON CORP COM 50077C106 108 4,281 SH   DFND 1 2 4,281 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 22,597 1,254,743 SH   DFND 1 1,254,743 0 0
KREF 6.125 05/15/23 NOTE 6.125% 5/1 48251KAB6 3,135 3,000,000 PRN   DFND 1 2 3,000,000 0 0
KREF 6.125 05/15/23 NOTE 6.125% 5/1 48251KAB6 525 500,000 PRN   DFND 1 500,000 0 0
KROGER CO COM 501044101 408,686 14,123,042 SH   DFND 1 14,086,914 0 36,128
KROGER CO COM 501044101 84 2,918 SH   DFND 1 2 2,918 0 0
KRONOS WORLDWIDE INC COM 50105F105 4,162 310,628 SH   DFND 1 309,304 0 1,324
KRYSTAL BIOTECH INC COM 501147102 8,128 146,783 SH   DFND 1 146,783 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 15,016 552,081 SH   DFND 1 552,081 0 0
KURA ONCOLOGY INC COM 50127T109 7,151 520,142 SH   DFND 1 520,142 0 0
KURA SUSHI USA INC-CLASS A CL A COM 501270102 1,049 41,227 SH   DFND 1 41,227 0 0
KVH INDUSTRIES INC COM 482738101 2,041 183,439 SH   DFND 1 183,439 0 0
L BRANDS INC COM 501797104 71,692 3,943,008 SH   DFND 1 3,931,928 0 11,080
L BRANDS INC COM 501797104 378 20,907 SH   DFND 1 2 20,907 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 736,402 3,728,712 SH   DFND 1 3,717,943 0 10,769
L3HARRIS TECHNOLOGIES INC COM 502431109 53 269 SH   DFND 1 2 269 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,357 345,382 SH   DFND 1 345,382 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 19 4,879 SH   DFND 1 2 4,879 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 251,582 1,490,253 SH   DFND 1 1,485,901 0 4,352
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 72 427 SH   DFND 1 2 427 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 23,951 1,327,666 SH   DFND 1 1,327,666 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 5,096 1,464,455 SH   DFND 1 1,464,455 0 0
LAKELAND BANCORP INC COM 511637100 12,440 715,787 SH   DFND 1 715,787 0 0
LAKELAND FINANCIAL CORP COM 511656100 17,570 359,096 SH   DFND 1 359,096 0 0
LAKELAND INDUSTRIES INC COM 511795106 412 38,227 SH   DFND 1 38,227 0 0
LAM RESEARCH CORP COM 512807108 728,870 2,496,264 SH   DFND 1 2,483,698 0 12,566
LAM RESEARCH CORP COM 512807108 935 3,201 SH   DFND 1 2 3,201 0 0
LAMAR ADVERTISING CO-A CL A 512816109 95,674 1,071,858 SH   DFND 1 1,028,722 0 43,136
LAMB WESTON HOLDINGS INC COM 513272104 201,645 2,348,539 SH   DFND 1 2,341,630 0 6,909
LANCASTER COLONY CORP COM 513847103 46,812 292,396 SH   DFND 1 287,547 0 4,849
LANDEC CORP COM 514766104 4,222 373,369 SH   DFND 1 373,369 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 198 12,077 SH   DFND 1 12,077 0 0
LANDS' END INC COM 51509F105 3,638 216,599 SH   DFND 1 216,472 0 127
LANDSTAR SYSTEM INC COM 515098101 65,773 577,622 SH   DFND 1 567,951 0 9,671
LANDSTAR SYSTEM INC COM 515098101 82 722 SH   DFND 1 2 722 0 0
LANNETT CO INC COM 516012101 4,597 522,745 SH   DFND 1 520,148 0 2,597
LANTHEUS HOLDINGS INC COM 516544103 12,562 612,527 SH   DFND 1 612,527 0 0
LANTRONIX INC COM NEW 516548203 216 61,028 SH   DFND 1 61,028 0 0
LAREDO PETROLEUM INC COM 516806106 6,719 2,341,368 SH   DFND 1 2,341,368 0 0
LAS VEGAS SANDS CORP COM 517834107 334,637 4,848,445 SH   DFND 1 4,833,258 0 15,187
LATTICE SEMICONDUCTOR CORP COM 518415104 39,866 2,082,874 SH   DFND 1 2,082,874 0 0
LAUREATE EDUCATION INC-A CL A 518613203 27,243 1,547,029 SH   DFND 1 1,547,029 0 0
LAWSON PRODUCTS INC COM 520776105 4,708 90,382 SH   DFND 1 90,382 0 0
LAWSON PRODUCTS INC COM 520776105 67 1,301 SH   DFND 1 2 1,301 0 0
LAZARD LTD-CL A SHS A G54050102 51,339 1,282,612 SH   DFND 1 1,281,802 0 810
LAZARD LTD-CL A SHS A G54050102 0 16 SH   DFND 1 2 16 0 0
LA-Z-BOY INC COM 505336107 21,675 688,541 SH   DFND 1 688,541 0 0
LCI INDUSTRIES COM 50189K103 34,377 320,897 SH   DFND 1 320,897 0 0
LCI INDUSTRIES COM 50189K103 331 3,094 SH   DFND 1 2 3,094 0 0
LCNB CORPORATION COM 50181P100 3,118 161,589 SH   DFND 1 161,589 0 0
LEAF GROUP LTD COM 52177G102 750 187,569 SH   DFND 1 187,569 0 0
LEAP THERAPEUTICS INC COM 52187K101 184 164,493 SH   DFND 1 164,493 0 0
LEAR CORP COM NEW 521865204 88,964 648,990 SH   DFND 1 635,504 0 13,486
LEAR CORP COM NEW 521865204 94 690 SH   DFND 1 2 690 0 0
LEE ENTERPRISES COM 523768109 920 648,340 SH   DFND 1 648,340 0 0
LEGACY ACQUISITION CORP-CL A COM CL A 524643103 2,054 200,000 SH   DFND 1 2 200,000 0 0
LEGACY HOUSING CORP COM 52472M101 977 58,721 SH   DFND 1 58,721 0 0
LEGG MASON INC COM 524901105 37,102 1,033,216 SH   DFND 1 1,009,923 0 23,293
LEGG MASON INC COM 524901105 737 20,526 SH   DFND 1 2 20,526 0 0
LEGGETT & PLATT INC COM 524660107 110,719 2,182,482 SH   DFND 1 2,176,276 0 6,206
LEIDOS HOLDINGS INC COM 525327102 213,975 2,190,151 SH   DFND 1 2,183,294 0 6,857
LEIDOS HOLDINGS INC COM 525327102 63 647 SH   DFND 1 2 647 0 0
LEISURE ACQUISITION CORP COM 52539T107 521 50,000 SH   DFND 1 2 50,000 0 0
LEMAITRE VASCULAR INC COM 525558201 9,264 257,717 SH   DFND 1 257,717 0 0
LENDINGCLUB CORP COM NEW 52603A208 12,998 1,030,004 SH   DFND 1 1,030,004 0 0
LENDINGTREE INC COM 52603B107 27,923 92,022 SH   DFND 1 90,142 0 1,880
LENNAR CORP - B SHS CL B 526057302 6,627 148,281 SH   DFND 1 147,926 0 355
LENNAR CORP - B SHS CL B 526057302 2,458 55,000 SH   DFND 1 2 55,000 0 0
LENNAR CORP-A CL A 526057104 266,215 4,780,641 SH   DFND 1 4,768,067 0 12,574
LENNAR CORP-A CL A 526057104 144 2,597 SH   DFND 1 2 2,597 0 0
LENNOX INTERNATIONAL INC COM 526107107 93,084 381,898 SH   DFND 1 373,310 0 8,588
LENNOX INTERNATIONAL INC COM 526107107 38 156 SH   DFND 1 2 156 0 0
LEO HOLDINGS CORP - CW23 *W EXP 02/07/202 G5463L113 361 544,700 SH   DFND 1 2 544,700 0 0
LEVEL ONE BANCORP INC COM 52730D208 1,524 60,603 SH   DFND 1 60,603 0 0
LEVI STRAUSS & CO- CLASS A CL A COM STK 52736R102 7,201 373,312 SH   DFND 1 373,312 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 2,781 670,137 SH   DFND 1 670,137 0 0
LEXINFINTECH HOLDINGS L-ADR ADR 528877103 684 49,254 SH   DFND 1 49,254 0 0
LEXINGTON REALTY TRUST COM 529043101 35,367 3,330,254 SH   DFND 1 3,330,254 0 0
LG DISPLAY CO LTD-ADR SPONS ADR REP 50186V102 505 72,842 SH   DFND 1 70,097 0 2,745
LGI HOMES INC COM 50187T106 19,688 278,682 SH   DFND 1 278,682 0 0
LHC GROUP INC COM 50187A107 55,768 404,820 SH   DFND 1 404,820 0 0
LIBBEY INC COM 529898108 233 161,232 SH   DFND 1 161,232 0 0
LIBERTY BROADBAND-A COM SER A 530307107 31,349 251,680 SH   DFND 1 251,280 0 400
LIBERTY BROADBAND-C COM SER C 530307305 198,660 1,580,885 SH   DFND 1 1,580,885 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 77,921 3,579,512 SH   DFND 1 3,562,072 0 17,440
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 58 2,701 SH   DFND 1 2 2,701 0 0
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 36,720 1,615,604 SH   DFND 1 1,608,389 0 7,215
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 10,751 557,068 SH   DFND 1 557,068 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 31,796 1,633,965 SH   DFND 1 1,633,965 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,559 86,321 SH   DFND 1 86,321 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 16,197 548,326 SH   DFND 1 548,326 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 12,662 289,233 SH   DFND 1 289,233 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 106,567 2,320,516 SH   DFND 1 2,320,516 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 55,140 1,141,279 SH   DFND 1 1,141,279 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 90,798 1,888,161 SH   DFND 1 1,888,161 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 76 1,587 SH   DFND 1 2 1,587 0 0
LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 7,383 663,990 SH   DFND 1 663,990 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 146,414 2,439,790 SH   DFND 1 2,401,125 0 38,665
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,201 20,000 SH   DFND 1 2 20,000 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 9,513 1,294,396 SH   DFND 1 1,292,865 0 1,531
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 1,063 144,668 SH   DFND 1 2 144,668 0 0
LIFE STORAGE INC COM 53223X107 84,900 784,080 SH   DFND 1 760,612 0 23,468
LIFETIME BRANDS INC COM 53222Q103 934 134,448 SH   DFND 1 134,448 0 0
LIFEVANTAGE CORP COM NEW 53222K205 2,921 187,165 SH   DFND 1 187,165 0 0
LIFEVANTAGE CORP COM NEW 53222K205 415 26,628 SH   DFND 1 2 26,628 0 0
LIFEWAY FOODS INC COM 531914109 75 38,028 SH   DFND 1 38,028 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 26,062 249,906 SH   DFND 1 245,602 0 4,304
LIGHTPATH TECHNOLOGIES INC-A COM CL A 532257805 64 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 105 277,269 SH   DFND 1 277,269 0 0
LIMBACH HOLDINGS INC COM 53263P105 138 36,558 SH   DFND 1 36,558 0 0
LIMELIGHT NETWORKS INC COM 53261M104 6,258 1,533,870 SH   DFND 1 1,533,870 0 0
LIMELIGHT NETWORKS INC COM 53261M104 13 3,264 SH   DFND 1 2 3,264 0 0
LIMESTONE BANCORP INC COM 53262L105 385 21,415 SH   DFND 1 21,415 0 0
LIMONEIRA CO COM 532746104 3,935 204,646 SH   DFND 1 204,646 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 301 111,836 SH   DFND 1 111,836 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 72,885 753,490 SH   DFND 1 737,998 0 15,492
LINCOLN NATIONAL CORP COM 534187109 185,410 3,148,298 SH   DFND 1 3,139,415 0 8,883
LINCOLN NATIONAL CORP COM 534187109 149 2,533 SH   DFND 1 2 2,533 0 0
LINDBLAD EXPEDITIONS HOLDING COM 535219109 6,215 380,131 SH   DFND 1 380,131 0 0
LINDE PLC SHS G5494J103 1,696,526 7,984,617 SH   DFND 1 7,959,966 0 24,651
LINDSAY CORP COM 535555106 13,676 142,479 SH   DFND 1 142,479 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 1,396 1,568,727 SH   DFND 1 1,568,727 0 0
LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 7,358 8,500,000 PRN   DFND 1 2 8,500,000 0 0
LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 869 1,000,000 PRN   DFND 1 1,000,000 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 7,581 711,198 SH   DFND 1 709,559 0 1,639
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 10,517 1,059,122 SH   DFND 1 1,058,414 0 708
LIPOCINE INC COM 53630X104 76 199,792 SH   DFND 1 199,792 0 0
LIQTECH INTERNATIONAL INC COM 53632A201 834 142,661 SH   DFND 1 142,661 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 695 162,578 SH   DFND 1 162,578 0 0
LIQUIDITY SERVICES INC COM 53635B107 2,127 357,014 SH   DFND 1 357,014 0 0
LITHIA MOTORS INC-CL A CL A 536797103 47,232 321,309 SH   DFND 1 321,309 0 0
LITHIA MOTORS INC-CL A CL A 536797103 37 253 SH   DFND 1 2 253 0 0
LITTELFUSE INC COM 537008104 54,566 285,243 SH   DFND 1 279,276 0 5,967
LIVANOVA PLC SHS G5509L101 50,626 671,173 SH   DFND 1 659,312 0 11,861
LIVE NATION ENTERTAINMENT IN COM 538034109 152,995 2,145,271 SH   DFND 1 2,138,938 0 6,333
LIVE OAK BANCSHARES INC COM 53803X105 7,258 381,827 SH   DFND 1 381,827 0 0
LIVE VENTURES INC COM NEW 538142308 111 14,842 SH   DFND 1 14,842 0 0
LIVENT CORP COM 53814L108 16,344 1,911,596 SH   DFND 1 1,911,596 0 0
LIVEPERSON INC COM 538146101 31,205 843,387 SH   DFND 1 843,387 0 0
LIVERAMP HOLDINGS INC COM 53815P108 42,760 889,550 SH   DFND 1 872,960 0 16,590
LIVEXLIVE MEDIA INC COM NEW 53839L208 598 387,154 SH   DFND 1 387,154 0 0
LIVONGO HEALTH INC COM 539183103 6,079 242,585 SH   DFND 1 242,585 0 0
LKQ CORP COM 501889208 193,807 5,438,453 SH   DFND 1 5,424,623 0 13,830
LKQ CORP COM 501889208 59 1,677 SH   DFND 1 2 1,677 0 0
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 1,906 576,001 SH   DFND 1 565,444 0 10,557
LM FUNDING AMERICA INC COM NEW 502074305 23 30,394 SH   DFND 1 30,394 0 0
LOCKHEED MARTIN CORP COM 539830109 1,402,377 3,607,805 SH   DFND 1 3,596,660 0 11,145
LOCKHEED MARTIN CORP COM 539830109 20 53 SH   DFND 1 2 53 0 0
LOEWS CORP COM 540424108 220,993 4,218,587 SH   DFND 1 4,207,080 0 11,507
LOEWS CORP COM 540424108 32 614 SH   DFND 1 2 614 0 0
LOGICBIO THERAPEUTICS INC COM 54142F102 683 94,969 SH   DFND 1 94,969 0 0
LOGITECH INTERNATIONAL-REG SHS H50430232 5,881 124,721 SH   DFND 1 124,721 0 0
LOGMEIN INC COM 54142L109 51,031 595,191 SH   DFND 1 582,534 0 12,657
LOGMEIN INC COM 54142L109 805 9,400 SH   DFND 1 2 9,400 0 0
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 419 160,685 SH   DFND 1 160,685 0 0
LOOP INDUSTRIES INC COM 543518104 1,243 125,590 SH   DFND 1 125,590 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 5,974 184,860 SH   DFND 1 184,860 0 0
LOUISIANA-PACIFIC CORP COM 546347105 46,440 1,565,243 SH   DFND 1 1,536,457 0 28,786
LOVESAC CO/THE COM 54738L109 2,090 130,256 SH   DFND 1 130,256 0 0
LOWE'S COS INC COM 548661107 1,237,409 10,355,574 SH   DFND 1 10,320,159 0 35,415
LPL FINANCIAL HOLDINGS INC COM 50212V100 121,296 1,314,872 SH   DFND 1 1,314,872 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 1,425 15,456 SH   DFND 1 2 15,456 0 0
LRAD CORP COMSTK 50213V109 544 166,588 SH   DFND 1 166,588 0 0
LSB INDUSTRIES INC COM 502160104 1,116 265,823 SH   DFND 1 265,823 0 0
LSI INDUSTRIES INC COM 50216C108 1,125 186,079 SH   DFND 1 186,079 0 0
LTC PROPERTIES INC COM 502175102 30,758 687,030 SH   DFND 1 676,873 0 10,157
LUBY'S INC COM 549282101 155 70,740 SH   DFND 1 70,740 0 0
LULULEMON ATHLETICA INC COM 550021109 303,559 1,311,432 SH   DFND 1 1,306,538 0 4,894
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 3,657 374,384 SH   DFND 1 374,384 0 0
LUMENTUM HOLDINGS INC COM 55024U109 85,373 1,076,588 SH   DFND 1 1,057,669 0 18,919
LUMINEX CORP COM 55027E102 13,871 598,925 SH   DFND 1 598,925 0 0
LUNA INNOVATIONS INC COM 550351100 1,424 195,407 SH   DFND 1 195,407 0 0
LUOKUNG TECHNOLOGY CORP SHS G56981106 54 33,515 SH   DFND 1 33,515 0 0
LUTHER BURBANK CORP COM 550550107 2,433 211,092 SH   DFND 1 211,092 0 0
LUXFER HOLDINGS PLC SHS G5698W116 2,585 139,685 SH   DFND 1 139,685 0 0
LYDALL INC COM 550819106 4,716 229,833 SH   DFND 1 229,833 0 0
LYDALL INC COM 550819106 566 27,625 SH   DFND 1 2 27,625 0 0
LYFT INC-A CL A COM 55087P104 96,225 2,236,753 SH   DFND 1 2,236,753 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 354,139 3,747,431 SH   DFND 1 3,734,040 0 13,391
LYONDELLBASELL INDU-CL A SHS - A - N53745100 585 6,201 SH   DFND 1 2 6,201 0 0
M & T BANK CORP COM 55261F104 369,531 2,180,810 SH   DFND 1 2,174,782 0 6,028
M & T BANK CORP COM 55261F104 54 322 SH   DFND 1 2 322 0 0
M III ACQUISITION CORP-CW21 *W EXP 05/20/202 45686J112 61 772,798 SH   DFND 1 2 772,798 0 0
M III ACQUISITION CORP-CW21 *W EXP 05/20/202 45686J112 1 23,306 SH   DFND 1 23,306 0 0
M/I HOMES INC COM 55305B101 18,639 473,692 SH   DFND 1 473,692 0 0
M/I HOMES INC COM 55305B101 903 22,955 SH   DFND 1 2 22,955 0 0
MACATAWA BANK CORP COM 554225102 3,531 317,279 SH   DFND 1 317,279 0 0
MACERICH CO/THE COM 554382101 47,459 1,762,983 SH   DFND 1 1,735,982 0 27,001
MACK-CALI REALTY CORP COM 554489104 36,478 1,577,112 SH   DFND 1 1,532,572 0 44,540
MACKINAC FINANCIAL CORP COM 554571109 1,503 86,093 SH   DFND 1 86,093 0 0
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 16,784 630,992 SH   DFND 1 630,992 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 38,315 894,380 SH   DFND 1 893,440 0 940
MACQUARIE/FT GL INT/UT DV IN COM 55607W100 131 12,307 SH   DFND 1 2 12,307 0 0
MACROGENICS INC COM 556099109 7,518 691,002 SH   DFND 1 691,002 0 0
MACY'S INC COM 55616P104 90,086 5,286,161 SH   DFND 1 5,271,433 0 14,728
MADISON COVERED CALL & EQUIT COM 557437100 819 123,578 SH   DFND 1 2 123,578 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 56,034 190,472 SH   DFND 1 190,472 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 11,291 123,933 SH   DFND 1 123,933 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 42 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 25,549 326,514 SH   DFND 1 326,514 0 0
MAGELLAN HEALTH INC COM NEW 559079207 214 2,740 SH   DFND 1 2 2,740 0 0
MAGELLAN MIDSTREAM PARTNERS COM UNIT RP LP 559080106 830 13,212 SH   DFND 1 637 0 12,575
MAGENTA THERAPEUTICS INC COM 55910K108 3,920 258,640 SH   DFND 1 258,640 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 299 30,704 SH   DFND 1 30,704 0 0
MAGNA INTERNATIONAL INC COM 559222401 25,007 458,293 SH   DFND 1 457,779 0 514
MAGNA INTERNATIONAL INC COM 559222401 935 17,061 SH   DFND 1 2 17,061 0 0
MAGNOLIA OIL & GAS CORP - A CL A 559663109 16,513 1,312,681 SH   DFND 1 1,312,681 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 412 550,319 SH   DFND 1 550,319 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 1,861 80,924 SH   DFND 1 80,924 0 0
MAJESCO COM 56068V102 813 98,638 SH   DFND 1 98,638 0 0
MAKEMYTRIP LTD SHS V5633W109 753 32,921 SH   DFND 1 32,921 0 0
MALIBU BOATS INC - A COM CL A 56117J100 11,548 282,026 SH   DFND 1 282,026 0 0
MALLINCKRODT PLC SHS G5785G107 4,448 1,274,591 SH   DFND 1 1,274,053 0 538
MALLINCKRODT PLC SHS G5785G107 92 26,591 SH   DFND 1 2 26,591 0 0
MALVERN BANCORP INC COM 561409103 3,125 135,355 SH   DFND 1 135,355 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 460 209,410 SH   DFND 1 209,410 0 0
MANHATTAN ASSOCIATES INC COM 562750109 78,610 985,709 SH   DFND 1 970,058 0 15,651
MANITEX INTERNATIONAL INC COM 563420108 699 117,534 SH   DFND 1 117,534 0 0
MANITOWOC COMPANY INC COM NEW 563571405 8,169 466,855 SH   DFND 1 466,855 0 0
MANNING & NAPIER INC CL A 56382Q102 132 76,062 SH   DFND 1 76,062 0 0
MANNKIND CORP COM NEW 56400P706 3,269 2,534,182 SH   DFND 1 2,534,182 0 0
MANPOWERGROUP INC COM 56418H100 73,246 754,911 SH   DFND 1 740,261 0 14,650
MANTECH INTERNATIONAL CORP-A CL A 564563104 29,956 375,021 SH   DFND 1 375,021 0 0
MANULIFE FINANCIAL CORP COM 56501R106 57,307 2,813,767 SH   DFND 1 2,812,120 0 1,647
MANULIFE FINANCIAL CORP COM 56501R106 6 340 SH   DFND 1 2 340 0 0
MARATHON OIL CORP COM 565849106 184,517 13,612,867 SH   DFND 1 13,576,942 0 35,925
MARATHON PATENT GROUP INC COM 56585W401 20 23,566 SH   DFND 1 23,566 0 0
MARATHON PETROLEUM CORP COM 56585A102 556,472 9,256,731 SH   DFND 1 9,227,566 0 29,165
MARATHON PETROLEUM CORP COM 56585A102 57 951 SH   DFND 1 2 951 0 0
MARCHEX INC-CLASS B CL B 56624R108 1,649 436,351 SH   DFND 1 435,166 0 1,185
MARCUS & MILLICHAP INC COM 566324109 13,028 349,761 SH   DFND 1 349,761 0 0
MARCUS CORPORATION COM 566330106 9,512 299,416 SH   DFND 1 299,416 0 0
MARIN SOFTWARE INC COM NEW 56804T205 32 23,659 SH   DFND 1 23,659 0 0
MARINE PRODUCTS CORP COM 568427108 1,355 94,125 SH   DFND 1 94,125 0 0
MARINEMAX INC COM 567908108 4,806 287,969 SH   DFND 1 287,969 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 1,509 698,860 SH   DFND 1 698,860 0 0
MARKEL CORP COM 570535104 159,960 140,067 SH   DFND 1 140,067 0 0
MARKEL CORP COM 570535104 53 47 SH   DFND 1 2 47 0 0
MARKER THERAPEUTICS INC COM 57055L107 1,248 433,375 SH   DFND 1 433,375 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 324,756 857,532 SH   DFND 1 855,826 0 1,706
MARLIN BUSINESS SERVICES INC COM 571157106 3,318 150,966 SH   DFND 1 150,966 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 102 4,646 SH   DFND 1 2 4,646 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 575,831 3,811,347 SH   DFND 1 3,785,960 0 25,387
MARRIOTT VACATIONS WORLD COM 57164Y107 66,458 516,139 SH   DFND 1 506,951 0 9,188
MARRONE BIO INNOVATIONS INC COM 57165B106 542 537,591 SH   DFND 1 537,591 0 0
MARSH & MCLENNAN COS COM 571748102 803,706 7,228,906 SH   DFND 1 7,206,256 0 22,650
MARSH & MCLENNAN COS COM 571748102 529 4,755 SH   DFND 1 2 4,755 0 0
MARTEN TRANSPORT LTD COM 573075108 14,283 664,636 SH   DFND 1 664,636 0 0
MARTIN MARIETTA MATERIALS COM 573284106 275,815 988,305 SH   DFND 1 985,443 0 2,862
MARTIN MARIETTA MATERIALS COM 573284106 16 58 SH   DFND 1 2 58 0 0
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 115 28,709 SH   DFND 1 28,709 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 193,492 7,291,561 SH   DFND 1 7,290,661 0 900
MASCO CORP COM 574599106 212,030 4,427,230 SH   DFND 1 4,414,468 0 12,762
MASIMO CORP COM 574795100 87,636 554,452 SH   DFND 1 542,429 0 12,023
MASONITE INTERNATIONAL CORP COM 575385109 23,123 320,232 SH   DFND 1 320,232 0 0
MASONITE INTERNATIONAL CORP COM 575385109 24 337 SH   DFND 1 2 337 0 0
MASTEC INC COM 576323109 54,258 845,673 SH   DFND 1 830,477 0 15,196
MASTEC INC COM 576323109 566 8,823 SH   DFND 1 2 8,823 0 0
MASTERCARD INC - A CL A 57636Q104 4,183,742 14,038,211 SH   DFND 1 13,997,092 0 41,119
MASTERCRAFT BOAT HOLDINGS IN COM 57637H103 4,084 259,317 SH   DFND 1 259,317 0 0
MATADOR RESOURCES CO COM 576485205 26,040 1,449,103 SH   DFND 1 1,422,180 0 26,923
MATADOR RESOURCES CO COM 576485205 33 1,863 SH   DFND 1 2 1,863 0 0
MATCH GROUP INC COM 57665R106 58,966 718,507 SH   DFND 1 718,507 0 0
MATCH GROUP INC COM 57665R106 46 570 SH   DFND 1 2 570 0 0
MATERIALISE NV-ADR SPONSORED ADS 57667T100 313 17,134 SH   DFND 1 17,134 0 0
MATERION CORP COM 576690101 19,357 325,610 SH   DFND 1 325,610 0 0
MATERION CORP COM 576690101 118 1,991 SH   DFND 1 2 1,991 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 1,972 868,812 SH   DFND 1 868,812 0 0
MATRIX SERVICE CO COM 576853105 8,873 387,832 SH   DFND 1 387,832 0 0
MATRIX SERVICE CO COM 576853105 271 11,859 SH   DFND 1 2 11,859 0 0
MATSON INC COM 57686G105 22,734 557,208 SH   DFND 1 557,208 0 0
MATTEL INC COM 577081102 53,573 3,953,727 SH   DFND 1 3,868,637 0 85,090
MATTHEWS INTL CORP-CLASS A CL A 577128101 16,260 426,001 SH   DFND 1 426,001 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,115 99,150 SH   DFND 1 99,150 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 12,309 785,524 SH   DFND 1 785,524 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 316,162 5,145,543 SH   DFND 1 5,122,029 0 23,514
MAXIM INTEGRATED PRODUCTS COM 57772K101 36 589 SH   DFND 1 2 589 0 0
MAXIMUS INC COM 577933104 70,104 942,396 SH   DFND 1 926,717 0 15,679
MAXLINEAR INC COM 57776J100 18,106 853,281 SH   DFND 1 853,281 0 0
MAYVILLE ENGINEERING CO INC COM 578605107 825 87,997 SH   DFND 1 87,997 0 0
MBIA INC COM 55262C100 9,306 1,000,739 SH   DFND 1 1,000,739 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 12 26,911 SH   DFND 1 26,911 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 338,523 1,997,677 SH   DFND 1 1,991,927 0 5,750
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 3 19 SH   DFND 1 2 19 0 0
MCDERMOTT INTL INC COM 580037703 1,590 2,350,940 SH   DFND 1 2,350,940 0 0
MCDERMOTT INTL INC COM 580037703 0 283 SH   DFND 1 2 283 0 0
MCDONALD'S CORP COM 580135101 2,240,434 11,355,050 SH   DFND 1 11,319,821 0 35,229
MCDONALD'S CORP COM 580135101 70 358 SH   DFND 1 2 358 0 0
MCEWEN MINING INC COM 58039P107 3,121 2,457,723 SH   DFND 1 2,457,723 0 0
MCGRATH RENTCORP COM 580589109 25,926 338,736 SH   DFND 1 338,736 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 33,430 15,540,000 PRN   DFND 1 2 15,540,000 0 0
MCHP 2.25 02/15/37 NOTE 2.250% 2/1 595017AH7 11,620 8,000,000 PRN   DFND 1 2 8,000,000 0 0
MCKESSON CORP COM 58155Q103 401,024 2,905,032 SH   DFND 1 2,896,521 0 8,511
MCKESSON CORP COM 58155Q103 79 576 SH   DFND 1 2 576 0 0
MDC HOLDINGS INC COM 552676108 27,108 710,386 SH   DFND 1 710,386 0 0
MDC HOLDINGS INC COM 552676108 50 1,336 SH   DFND 1 2 1,336 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 2,052 738,270 SH   DFND 1 738,270 0 0
MDU RESOURCES GROUP INC COM 552690109 82,553 2,778,628 SH   DFND 1 2,729,520 0 49,108
MECHEL PJSC-SPONSORED ADR SPONSORED ADR NE 583840608 27 13,492 SH   DFND 1 13,492 0 0
MEDALLIA INC COM 584021109 5,403 173,686 SH   DFND 1 173,686 0 0
MEDALLION FINANCIAL CORP COM 583928106 1,778 244,677 SH   DFND 1 244,677 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 124,403 5,898,315 SH   DFND 1 5,638,397 0 259,918
MEDICINES COMPANY COMSTK 584688105 88,594 1,043,025 SH   DFND 1 1,043,025 0 0
MEDICINES COMPANY COMSTK 584688105 656 7,732 SH   DFND 1 2 7,732 0 0
MEDICINOVA INC COM NEW 58468P206 3,643 540,616 SH   DFND 1 540,616 0 0
MEDIFAST INC COM 58470H101 17,491 159,619 SH   DFND 1 159,619 0 0
MEDIWOUND LTD ORD SHS M68830104 73 23,801 SH   DFND 1 23,801 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 96 32,708 SH   DFND 1 32,708 0 0
MEDNAX INC COM 58502B106 26,319 947,102 SH   DFND 1 926,445 0 20,657
MEDNAX INC COM 58502B106 122 4,393 SH   DFND 1 2 4,393 0 0
MEDPACE HOLDINGS INC COM 58506Q109 35,913 427,232 SH   DFND 1 426,778 0 454
MEDTRONIC PLC SHS G5960L103 2,228,974 19,686,758 SH   DFND 1 19,623,070 0 63,688
MEDTRONIC PLC SHS G5960L103 60 534 SH   DFND 1 2 534 0 0
MEET GROUP INC/THE COM 58513U101 4,947 987,495 SH   DFND 1 984,106 0 3,389
MEET GROUP INC/THE COM 58513U101 591 118,034 SH   DFND 1 2 118,034 0 0
MEI PHARMA INC COM NEW 55279B202 1,949 786,091 SH   DFND 1 786,091 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 2,436 121,723 SH   DFND 1 121,723 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 24,737 1,038,236 SH   DFND 1 1,038,236 0 0
MELINTA THERAPEUTICS INC COM NEW 58549G209 60 113,002 SH   DFND 1 113,002 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 5,121 43,697 SH   DFND 1 43,697 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,732 31,851 SH   DFND 1 2 31,851 0 0
MENLO THERAPEUTICS INC COM 586858102 602 129,905 SH   DFND 1 129,905 0 0
MERCADOLIBRE INC COM 58733R102 28,049 49,495 SH   DFND 1 47,519 0 1,976
MERCANTILE BANK CORP COM 587376104 8,220 225,391 SH   DFND 1 225,391 0 0
MERCER INTERNATIONAL INC COM 588056101 4,831 392,770 SH   DFND 1 392,770 0 0
MERCER INTERNATIONAL INC COM 588056101 101 8,262 SH   DFND 1 2 8,262 0 0
MERCHANTS BANCORP/IN COM 58844R108 3,424 173,754 SH   DFND 1 173,754 0 0
MERCK & CO. INC. COM 58933Y105 3,629,517 39,979,860 SH   DFND 1 39,860,180 0 119,680
MERCK & CO. INC. COM 58933Y105 50 550 SH   DFND 1 2 550 0 0
MERCURY GENERAL CORP COM 589400100 14,847 304,699 SH   DFND 1 298,040 0 6,659
MERCURY GENERAL CORP COM 589400100 225 4,620 SH   DFND 1 2 4,620 0 0
MERCURY SYSTEMS INC COM 589378108 53,053 767,673 SH   DFND 1 754,062 0 13,611
MERCURY SYSTEMS INC COM 589378108 36 535 SH   DFND 1 2 535 0 0
MEREDITH CORP COM 589433101 17,148 528,121 SH   DFND 1 517,896 0 10,225
MERIDIAN BANCORP INC COM 58958U103 14,806 737,022 SH   DFND 1 737,022 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 8,366 856,385 SH   DFND 1 856,385 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 57 5,909 SH   DFND 1 2 5,909 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 23,200 743,120 SH   DFND 1 743,120 0 0
MERITAGE HOMES CORP COM 59001A102 33,190 543,127 SH   DFND 1 543,127 0 0
MERITAGE HOMES CORP COM 59001A102 1,023 16,750 SH   DFND 1 2 16,750 0 0
MERITOR INC COM 59001K100 26,012 993,216 SH   DFND 1 993,216 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 255 81,147 SH   DFND 1 81,147 0 0
MERSANA THERAPEUTICS INC COM 59045L106 3,032 529,172 SH   DFND 1 529,172 0 0
MERUS NV COM N5749R100 231 16,443 SH   DFND 1 16,443 0 0
MESA AIR GROUP INC COM NEW 590479135 2,953 330,352 SH   DFND 1 330,352 0 0
MESA AIR GROUP INC COM NEW 590479135 209 23,438 SH   DFND 1 2 23,438 0 0
MESA LABORATORIES INC COM 59064R109 13,642 54,703 SH   DFND 1 54,703 0 0
MESOBLAST LTD- SPON ADR SPONS ADR 590717104 85 11,676 SH   DFND 1 11,676 0 0
META FINANCIAL GROUP INC COM 59100U108 17,790 487,268 SH   DFND 1 487,268 0 0
METHANEX CORP COM 59151K108 5,639 146,107 SH   DFND 1 146,107 0 0
METHANEX CORP COM 59151K108 191 4,967 SH   DFND 1 2 4,967 0 0
METHODE ELECTRONICS INC COM 591520200 20,947 532,330 SH   DFND 1 532,330 0 0
METLIFE INC COM 59156R108 588,076 11,562,604 SH   DFND 1 11,522,956 0 39,648
METLIFE INC COM 59156R108 47 939 SH   DFND 1 2 939 0 0
METROCITY BANKSHARES INC COM 59165J105 1,442 82,383 SH   DFND 1 82,383 0 0
METROPOLITAN BANK HOLDING CO COM 591774104 4,289 88,947 SH   DFND 1 88,947 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 339,161 428,221 SH   DFND 1 427,129 0 1,092
METTLER-TOLEDO INTERNATIONAL COM 592688105 494 623 SH   DFND 1 2 623 0 0
MEXICO FUND INC COM 592835102 431 31,438 SH   DFND 1 2 31,438 0 0
MFA FINANCIAL INC COM 55272X102 69,776 9,049,477 SH   DFND 1 9,049,477 0 0
MFA FINANCIAL INC COM 55272X102 97 12,805 SH   DFND 1 2 12,805 0 0
MGE ENERGY INC COM 55277P104 38,012 482,264 SH   DFND 1 482,264 0 0
MGIC INVESTMENT CORP COM 552848103 57,394 4,050,438 SH   DFND 1 4,050,438 0 0
MGM RESORTS INTERNATIONAL COM 552953101 309,003 9,303,973 SH   DFND 1 9,280,872 0 23,101
MGM RESORTS INTERNATIONAL COM 552953101 4 145 SH   DFND 1 2 145 0 0
MGP INGREDIENTS INC COM 55303J106 8,930 184,314 SH   DFND 1 184,314 0 0
MICHAELS COS INC/THE COM 59408Q106 9,251 1,143,617 SH   DFND 1 1,143,617 0 0
MICRO FOCUS INTL-SPN ADR SPON ADR NEW 594837403 152 10,840 SH   DFND 1 9,953 0 887
MICRO FOCUS INTL-SPN ADR SPON ADR NEW 594837403 50 3,612 SH   DFND 1 2 3,612 0 0
MICROBOT MEDICAL INC COM NEW 59503A204 426 41,965 SH   DFND 1 41,965 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 392,906 3,759,523 SH   DFND 1 3,738,094 0 21,429
MICRON TECHNOLOGY INC COM 595112103 877,291 16,347,798 SH   DFND 1 16,252,906 0 94,892
MICRON TECHNOLOGY INC COM 595112103 302 5,616 SH   DFND 1 2 5,616 0 0
MICROSOFT CORP COM 594918104 17,849,042 113,401,360 SH   DFND 1 112,808,802 0 592,558
MICROSOFT CORP COM 594918104 25 159 SH   DFND 1 2 159 0 0
MICROSTRATEGY INC-CL A CL A NEW 594972408 16,590 116,316 SH   DFND 1 116,316 0 0
MICROVISION INC COM NEW 594960304 460 639,210 SH   DFND 1 639,210 0 0
MICT INC COM 55328R109 10 11,589 SH   DFND 1 11,589 0 0
MID PENN BANCORP INC COM 59540G107 2,678 92,994 SH   DFND 1 92,994 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 307,502 2,335,660 SH   DFND 1 2,330,540 0 5,120
MID-AMERICA APARTMENT COMM COM 59522J103 14 107 SH   DFND 1 2 107 0 0
MIDATECH PHARMA PLC-ADR SPONSORED ADR 59564R203 7 10,156 SH   DFND 1 10,156 0 0
MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 3 12,520 SH   DFND 1 12,520 0 0
MIDDLEBY CORP COM 596278101 68,257 623,784 SH   DFND 1 623,784 0 0
MIDDLEBY CORP COM 596278101 416 3,800 SH   DFND 1 2 3,800 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,152 44,171 SH   DFND 1 44,171 0 0
MIDDLESEX WATER CO COM 596680108 15,203 239,166 SH   DFND 1 239,166 0 0
MIDLAND STATES BANCORP INC COM 597742105 8,426 290,980 SH   DFND 1 290,980 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 5,995 165,481 SH   DFND 1 165,481 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 190 137,237 SH   DFND 1 137,237 0 0
MILLENDO THERAPEUTICS INC COM 60040X103 681 101,089 SH   DFND 1 101,089 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 5,426 146,141 SH   DFND 1 146,141 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 25 700 SH   DFND 1 2 700 0 0
MILLICOM INTL CELLULAR S.A. COM STK L6388F110 2,863 59,364 SH   DFND 1 59,364 0 0
MIMECAST LTD ORD SHS G14838109 2,111 48,683 SH   DFND 1 48,683 0 0
MINERALS TECHNOLOGIES INC COM 603158106 26,376 457,680 SH   DFND 1 449,148 0 8,532
MINERVA NEUROSCIENCES INC COM 603380106 3,270 460,036 SH   DFND 1 460,036 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 74 154,719 SH   DFND 1 154,719 0 0
MIRATI THERAPEUTICS INC COM 60468T105 56,890 441,493 SH   DFND 1 441,493 0 0
MIRUM PHARMACEUTICALS INC COM 604749101 1,436 58,568 SH   DFND 1 58,568 0 0
MISONIX INC COM 604871103 2,629 141,312 SH   DFND 1 141,312 0 0
MISTRAS GROUP INC COM 60649T107 3,194 223,837 SH   DFND 1 223,837 0 0
MITCHAM INDUSTRIES INC COM 606501104 202 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 4,216 551,182 SH   DFND 1 551,182 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADS 606822104 794 146,408 SH   DFND 1 131,453 0 14,955
MIX TELEMATICS LTD-SP ADR SPONSORED ADR 60688N102 753 58,093 SH   DFND 1 2 58,093 0 0
MIX TELEMATICS LTD-SP ADR SPONSORED ADR 60688N102 78 6,028 SH   DFND 1 6,028 0 0
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 522 169,203 SH   DFND 1 146,579 0 22,624
MKS INSTRUMENTS INC COM 55306N104 70,831 643,856 SH   DFND 1 630,497 0 13,359
MLAB 1.375 08/15/25 NOTE 1.375% 8/1 59064RAA7 3,799 3,500,000 PRN   DFND 1 2 3,500,000 0 0
MLAB 1.375 08/15/25 NOTE 1.375% 8/1 59064RAA7 547 500,000 PRN   DFND 1 500,000 0 0
MMA CAPITAL HOLDINGS INC COM 55315D105 1,675 52,694 SH   DFND 1 52,694 0 0
MOBILE MINI INC COM 60740F105 23,740 626,224 SH   DFND 1 626,073 0 151
MOBILEIRON INC COM NEW 60739U204 8,470 1,742,910 SH   DFND 1 1,742,910 0 0
MOBILEIRON INC COM NEW 60739U204 71 14,811 SH   DFND 1 2 14,811 0 0
MODEL N INC COM 607525102 13,681 390,131 SH   DFND 1 390,131 0 0
MODEL N INC COM 607525102 359 10,247 SH   DFND 1 2 10,247 0 0
MODERNA INC COM 60770K107 45,638 2,333,268 SH   DFND 1 2,333,268 0 0
MODINE MANUFACTURING CO COM 607828100 5,130 666,359 SH   DFND 1 666,359 0 0
MOELIS & CO - CLASS A CL A 60786M105 21,283 666,762 SH   DFND 1 665,767 0 995
MOHAWK INDUSTRIES INC COM 608190104 128,289 942,593 SH   DFND 1 939,942 0 2,651
MOHAWK INDUSTRIES INC COM 608190104 37 278 SH   DFND 1 2 278 0 0
MOLECULAR TEMPLATES INC COM 608550109 4,064 290,649 SH   DFND 1 290,649 0 0
MOLECULIN BIOTECH INC COM 60855D101 115 126,497 SH   DFND 1 126,497 0 0
MOLINA HEALTHCARE INC COM 60855R100 108,976 803,129 SH   DFND 1 787,701 0 15,428
MOLINA HEALTHCARE INC COM 60855R100 101 751 SH   DFND 1 2 751 0 0
MOLSON COORS BEVERAGE CO - B CL B 60871R209 158,699 2,950,275 SH   DFND 1 2,941,881 0 8,394
MOLSON COORS BEVERAGE CO - B CL B 60871R209 59 1,104 SH   DFND 1 2 1,104 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 29,450 1,492,656 SH   DFND 1 1,492,656 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 110 5,615 SH   DFND 1 2 5,615 0 0
MOMO INC-SPON ADR ADR 60879B107 16,519 496,044 SH   DFND 1 495,984 0 60
MOMO INC-SPON ADR ADR 60879B107 1,173 35,043 SH   DFND 1 2 35,043 0 0
MONARCH CASINO & RESORT INC COM 609027107 8,221 169,342 SH   DFND 1 169,342 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 1,150,624 20,935,863 SH   DFND 1 20,812,395 0 123,468
MONDELEZ INTERNATIONAL INC-A CL A 609207105 32 596 SH   DFND 1 2 596 0 0
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 598 285,236 SH   DFND 1 285,236 0 0
MONGODB INC CL A 60937P106 56,720 431,370 SH   DFND 1 431,370 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 17,878 1,234,724 SH   DFND 1 1,234,724 0 0
MONOCLE ACQUISITION COR-CW24 *W EXP 12/06/202 609754114 715 894,642 SH   DFND 1 2 894,642 0 0
MONOCLE ACQUISITION COR-CW24 *W EXP 12/06/202 609754114 71 99,405 SH   DFND 1 99,405 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 89,218 501,172 SH   DFND 1 491,271 0 9,901
MONOLITHIC POWER SYSTEMS INC COM 609839105 1,006 5,652 SH   DFND 1 2 5,652 0 0
MONRO INC COM 610236101 35,562 454,760 SH   DFND 1 454,760 0 0
MONSTER BEVERAGE CORP COM 61174X109 403,637 6,358,572 SH   DFND 1 6,319,858 0 38,714
MONSTER BEVERAGE CORP COM 61174X109 18 287 SH   DFND 1 2 287 0 0
MONTAGE RESOURCES CORP COM 61179L100 2,668 336,027 SH   DFND 1 336,027 0 0
MONTAGE RESOURCES CORP COM 61179L100 61 7,740 SH   DFND 1 2 7,740 0 0
MOODY'S CORP COM 615369105 626,301 2,642,755 SH   DFND 1 2,635,263 0 7,492
MOODY'S CORP COM 615369105 1,467 6,183 SH   DFND 1 2 6,183 0 0
MOOG INC-CLASS A CL A 615394202 56,243 659,125 SH   DFND 1 659,125 0 0
MORGAN STANLEY COM NEW 617446448 931,595 18,262,928 SH   DFND 1 18,202,110 0 60,818
MORGAN STANLEY COM NEW 617446448 60 1,183 SH   DFND 1 2 1,183 0 0
MORGAN STANLEY INDIA INVEST COM 61745C105 2,066 103,882 SH   DFND 1 2 103,882 0 0
MORNINGSTAR INC COM 617700109 44,355 293,141 SH   DFND 1 293,141 0 0
MORNINGSTAR INC COM 617700109 1,401 9,264 SH   DFND 1 2 9,264 0 0
MORPHIC HOLDING INC COM 61775R105 1,284 74,829 SH   DFND 1 74,829 0 0
MORPHOSYS AG ADR SPONSORED ADS 617760202 251 7,049 SH   DFND 1 7,049 0 0
MOSAIC ACQUISITION CORP-CL A COMSTK 61946M100 1,285 125,000 SH   DFND 1 2 125,000 0 0
MOSAIC CO/THE COM 61945C103 119,607 5,538,520 SH   DFND 1 5,522,831 0 15,689
MOTORCAR PARTS OF AMERICA IN COM 620071100 5,718 259,600 SH   DFND 1 259,600 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 428,358 2,663,693 SH   DFND 1 2,655,472 0 8,221
MOTOROLA SOLUTIONS INC COM NEW 620076307 33 209 SH   DFND 1 2 209 0 0
MOTUS GI HOLDINGS INC COM 62014P108 459 200,579 SH   DFND 1 200,579 0 0
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 65 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 4,699 216,153 SH   DFND 1 216,153 0 0
MPLX LP COM UNIT REP LTD 55336V100 570 22,401 SH   DFND 1 1,430 0 20,971
MR COOPER GROUP INC COM 62482R107 12,885 1,029,995 SH   DFND 1 1,028,286 0 1,709
MRC GLOBAL INC COM 55345K103 14,474 1,061,191 SH   DFND 1 1,061,191 0 0
MRC GLOBAL INC COM 55345K103 481 35,271 SH   DFND 1 2 35,271 0 0
MSA SAFETY INC COM 553498106 58,924 466,319 SH   DFND 1 457,585 0 8,734
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 41,981 535,006 SH   DFND 1 523,570 0 11,436
MSCI INC COM 55354G100 409,894 1,589,837 SH   DFND 1 1,585,959 0 3,878
MSCI INC COM 55354G100 1,656 6,417 SH   DFND 1 2 6,417 0 0
MSG NETWORKS INC- A CL A 553573106 10,624 610,624 SH   DFND 1 610,624 0 0
MTBC INC COM 55378G102 198 48,850 SH   DFND 1 48,850 0 0
MTOR 3.25 10/15/37 NOTE 3.250%10/1 59001KAF7 13,055 12,000,000 PRN   DFND 1 2 12,000,000 0 0
MTS SYSTEMS CORP COM 553777103 12,056 251,014 SH   DFND 1 250,852 0 162
MUDRICK CAPITAL ACQUISI *W EXP 02/12/202 624745113 549 1,099,000 SH   DFND 1 2 1,099,000 0 0
MUELLER INDUSTRIES INC COM 624756102 24,143 760,431 SH   DFND 1 760,431 0 0
MUELLER INDUSTRIES INC COM 624756102 44 1,405 SH   DFND 1 2 1,405 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 24,426 2,038,954 SH   DFND 1 2,038,954 0 0
MURPHY OIL CORP COM 626717102 46,707 1,742,826 SH   DFND 1 1,706,220 0 36,606
MURPHY USA INC COM 626755102 44,776 382,703 SH   DFND 1 375,617 0 7,086
MUSTANG BIO INC COM 62818Q104 1,565 383,756 SH   DFND 1 383,756 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 3,398 85,660 SH   DFND 1 85,660 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 613 15,458 SH   DFND 1 2 15,458 0 0
MVB FINANCIAL CORP COM 553810102 3,275 131,442 SH   DFND 1 131,442 0 0
MYERS INDUSTRIES INC COM 628464109 11,796 707,204 SH   DFND 1 707,204 0 0
MYERS INDUSTRIES INC COM 628464109 87 5,267 SH   DFND 1 2 5,267 0 0
MYLAN NV SHS EURO N59465109 206,095 10,269,989 SH   DFND 1 10,246,849 0 23,140
MYLAN NV SHS EURO N59465109 387 19,293 SH   DFND 1 2 19,293 0 0
MYOKARDIA INC COM 62857M105 45,851 629,087 SH   DFND 1 629,087 0 0
MYOMO INC COM 62857J102 14 48,371 SH   DFND 1 48,371 0 0
MYR GROUP INC/DELAWARE COM 55405W104 7,517 230,676 SH   DFND 1 230,676 0 0
MYRIAD GENETICS INC COM 62855J104 28,650 1,052,155 SH   DFND 1 1,052,155 0 0
MYRIAD GENETICS INC COM 62855J104 38 1,398 SH   DFND 1 2 1,398 0 0
N B T BANCORP INC COM 628778102 24,493 603,879 SH   DFND 1 603,879 0 0
NABORS INDUSTRIES LTD SHS G6359F103 13,078 4,540,996 SH   DFND 1 4,540,996 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,066 370,396 SH   DFND 1 2 370,396 0 0
NABRIVA THERAPEUTICS PLC SHS G63637105 82 62,669 SH   DFND 1 62,669 0 0
NACCO INDUSTRIES-CL A CL A 629579103 2,346 50,116 SH   DFND 1 50,116 0 0
NANO DIMENSION LTD - ADR SPONSORD ADS NEW 63008G203 38 15,259 SH   DFND 1 15,259 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 12,547 451,011 SH   DFND 1 451,011 0 0
NANTHEALTH INC COM 630104107 315 305,889 SH   DFND 1 305,889 0 0
NANTKWEST INC COM 63016Q102 1,093 288,634 SH   DFND 1 288,634 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 4,781 162,698 SH   DFND 1 162,698 0 0
NASDAQ INC COM 631103108 210,134 1,965,691 SH   DFND 1 1,960,535 0 5,156
NASDAQ INC COM 631103108 10 102 SH   DFND 1 2 102 0 0
NATERA INC COM 632307104 30,546 906,699 SH   DFND 1 906,699 0 0
NATERA INC COM 632307104 333 9,891 SH   DFND 1 2 9,891 0 0
NATHAN'S FAMOUS INC COM 632347100 2,932 41,371 SH   DFND 1 41,371 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 13,897 394,584 SH   DFND 1 394,584 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 3,730 83,027 SH   DFND 1 83,027 0 0
NATIONAL BEVERAGE CORP COM 635017106 10,163 199,206 SH   DFND 1 199,114 0 92
NATIONAL CINEMEDIA INC COM 635309107 6,417 880,321 SH   DFND 1 880,199 0 122
NATIONAL ENERGY SERVICE-CW22 *W EXP 05/05/202 G6375R115 1,184 1,316,600 SH   DFND 1 2 1,316,600 0 0
NATIONAL ENERGY SERVICE-CW22 *W EXP 05/05/202 G6375R115 103 147,400 SH   DFND 1 147,400 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 1,369 150,271 SH   DFND 1 150,271 0 0
NATIONAL FUEL GAS CO COM 636180101 44,102 947,633 SH   DFND 1 921,722 0 25,911
NATIONAL GENERAL HLDGS COM 636220303 22,650 1,024,904 SH   DFND 1 1,024,904 0 0
NATIONAL GENERAL HLDGS COM 636220303 526 23,820 SH   DFND 1 2 23,820 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 1,575 25,136 SH   DFND 1 23,755 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 18,329 212,073 SH   DFND 1 212,073 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 78,174 1,846,343 SH   DFND 1 1,817,461 0 28,882
NATIONAL OILWELL VARCO INC COM 637071101 148,928 5,957,359 SH   DFND 1 5,940,053 0 17,306
NATIONAL PRESTO INDS INC COM 637215104 6,419 72,630 SH   DFND 1 72,630 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 11,845 179,647 SH   DFND 1 179,647 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 101 1,540 SH   DFND 1 2 1,540 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 114,060 2,128,881 SH   DFND 1 2,042,477 0 86,404
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 34,583 1,028,668 SH   DFND 1 1,010,681 0 17,987
NATIONAL VISION HOLDINGS INC COM 63845R107 34,636 1,068,024 SH   DFND 1 1,068,024 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 9,654 33,189 SH   DFND 1 33,189 0 0
NATL HEALTH INVESTORS INC COM 63633D104 49,712 610,121 SH   DFND 1 599,131 0 10,990
NATURAL ALTERNATIVES INTL COM NEW 638842302 191 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 1,787 145,780 SH   DFND 1 145,780 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,768 179,175 SH   DFND 1 179,175 0 0
NATURAL HEALTH TRENDS CORP COM 63888P406 353 65,762 SH   DFND 1 65,554 0 208
NATURES SUNSHINE PRODS INC COM 639027101 827 92,642 SH   DFND 1 92,642 0 0
NATUS MEDICAL INC COM 639050103 16,137 489,160 SH   DFND 1 489,160 0 0
NAUTILUS INC COM 63910B102 373 213,183 SH   DFND 1 213,183 0 0
NAVIDEA BIOPHARMACEUTICALS I COM NEW 63937X202 45 36,009 SH   DFND 1 36,009 0 0
NAVIENT CORP COM 63938C108 47,323 3,459,351 SH   DFND 1 3,410,554 0 48,797
NAVIENT CORP COM 63938C108 919 67,239 SH   DFND 1 2 67,239 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 22,168 766,009 SH   DFND 1 766,009 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 27 938 SH   DFND 1 2 938 0 0
NCR CORPORATION COM 62886E108 50,095 1,424,786 SH   DFND 1 1,391,804 0 32,982
NCS MULTISTAGE HOLDINGS INC COM 628877102 439 209,452 SH   DFND 1 209,452 0 0
NEENAH INC COM 640079109 16,596 235,651 SH   DFND 1 235,651 0 0
NEKTAR THERAPEUTICS COM 640268108 44,025 2,039,646 SH   DFND 1 1,996,198 0 43,448
NELNET INC-CL A CL A 64031N108 19,439 333,786 SH   DFND 1 333,786 0 0
NEOGEN CORP COM 640491106 49,716 761,822 SH   DFND 1 761,822 0 0
NEOGENOMICS INC COM NEW 64049M209 41,333 1,413,111 SH   DFND 1 1,413,111 0 0
NEOLEUKIN THERAPEUTICS INC COM 64049K104 3,353 272,209 SH   DFND 1 272,209 0 0
NEON THERAPEUTICS INC COM 64050Y100 207 175,652 SH   DFND 1 175,652 0 0
NEONODE INC COM PAR 64051M709 34 17,533 SH   DFND 1 17,533 0 0
NEOPHOTONICS CORP COM 64051T100 9,659 1,095,208 SH   DFND 1 1,095,208 0 0
NEOPHOTONICS CORP COM 64051T100 663 75,232 SH   DFND 1 2 75,232 0 0
NEOS THERAPEUTICS INC COM 64052L106 546 361,888 SH   DFND 1 361,888 0 0
NEPTUNE WELLNESS SOLUTIONS I COM 64079L105 211 76,890 SH   DFND 1 76,890 0 0
NESCO HOLDINGS INC COM 64083J104 292 71,049 SH   DFND 1 71,049 0 0
NESCO HOLDINGS-CW25 *W EXP 01/01/202 64083J112 747 1,591,450 SH   DFND 1 2 1,591,450 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 147 39,553 SH   DFND 1 39,553 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 104 27,992 SH   DFND 1 2 27,992 0 0
NET ELEMENT INC COM 64111R300 51 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 230,232 3,704,832 SH   DFND 1 3,684,894 0 19,938
NETAPP INC COM 64110D104 23 379 SH   DFND 1 2 379 0 0
NETEASE INC-ADR SPONSORED ADS 64110W102 69,973 229,573 SH   DFND 1 226,530 0 3,043
NETEASE INC-ADR SPONSORED ADS 64110W102 975 3,180 SH   DFND 1 2 3,180 0 0
NETFLIX INC COM 64110L106 1,978,501 6,128,541 SH   DFND 1 6,091,085 0 37,456
NETGEAR INC COM 64111Q104 10,352 422,376 SH   DFND 1 422,376 0 0
NETSCOUT SYSTEMS INC COM 64115T104 22,935 952,877 SH   DFND 1 936,754 0 16,123
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 260 65,214 SH   DFND 1 65,214 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 146 67,212 SH   DFND 1 67,212 0 0
NEUBASE THERAPEUTICS INC COM 64132K102 116 16,206 SH   DFND 1 16,206 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 110,769 1,031,390 SH   DFND 1 1,031,390 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 412 3,840 SH   DFND 1 2 3,840 0 0
NEURONETICS INC COM 64131A105 650 144,785 SH   DFND 1 144,785 0 0
NEUROTROPE INC COM NEW 64129T207 36 37,235 SH   DFND 1 37,235 0 0
NEVRO CORP COM 64157F103 47,689 405,732 SH   DFND 1 405,732 0 0
NEW AGE BEVERAGES CORP COM 64157V108 1,905 1,046,753 SH   DFND 1 1,046,753 0 0
NEW GERMANY FUND COM 644465106 1,523 97,150 SH   DFND 1 2 97,150 0 0
NEW GOLD INC COM 644535106 108 122,409 SH   DFND 1 122,409 0 0
NEW HOME CO INC/THE COM 645370107 370 79,506 SH   DFND 1 79,506 0 0
NEW IRELAND FUND INC COM 645673104 293 29,663 SH   DFND 1 2 29,663 0 0
NEW JERSEY RESOURCES CORP COM 646025106 55,083 1,235,883 SH   DFND 1 1,206,938 0 28,945
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 43,045 357,783 SH   DFND 1 357,499 0 284
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 735 6,062 SH   DFND 1 2 6,062 0 0
NEW RELIC INC COM 64829B100 34,011 517,607 SH   DFND 1 517,607 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 86,180 5,324,208 SH   DFND 1 5,324,208 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 9,249 1,209,088 SH   DFND 1 1,186,096 0 22,992
NEW YORK COMMUNITY BANCORP COM 649445103 61,651 5,129,097 SH   DFND 1 5,013,744 0 115,353
NEW YORK COMMUNITY BANCORP COM 649445103 34 2,838 SH   DFND 1 2 2,838 0 0
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 23,039 3,698,076 SH   DFND 1 3,698,076 0 0
NEW YORK TIMES CO-A CL A 650111107 54,672 1,699,494 SH   DFND 1 1,664,265 0 35,229
NEWELL BRANDS INC COM 651229106 125,440 6,539,023 SH   DFND 1 6,521,584 0 17,439
NEWELL BRANDS INC COM 651229106 38 1,999 SH   DFND 1 2 1,999 0 0
NEWLINK GENETICS CORP COM 651511107 523 206,929 SH   DFND 1 206,855 0 74
NEWMARK GROUP INC-CLASS A CL A 65158N102 36,257 2,694,714 SH   DFND 1 2,694,714 0 0
NEWMARK GROUP INC-CLASS A CL A 65158N102 1,681 124,988 SH   DFND 1 2 124,988 0 0
NEWMARKET CORP COM 651587107 47,127 96,866 SH   DFND 1 95,056 0 1,810
NEWMONT CORP COM 651639106 552,673 12,745,855 SH   DFND 1 12,707,609 0 38,246
NEWMONT CORP COM 651639106 40 922 SH   DFND 1 2 922 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 7,566 1,206,755 SH   DFND 1 1,206,755 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 35 5,648 SH   DFND 1 2 5,648 0 0
NEWS CORP - CLASS A CL A 65249B109 95,734 6,782,599 SH   DFND 1 6,764,042 0 18,557
NEWS CORP - CLASS B CL B 65249B208 29,288 2,021,145 SH   DFND 1 2,015,715 0 5,430
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 386 17,076 SH   DFND 1 17,076 0 0
NEXGEN ENERGY LTD COM 65340P106 51 39,734 SH   DFND 1 39,734 0 0
NEXPOINT RESIDENTIAL COM 65341D102 12,423 276,083 SH   DFND 1 276,083 0 0
NEXPOINT STRATEGIC OPPORTUNI COM NEW 65340G205 3,398 191,910 SH   DFND 1 2 191,910 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 65,993 561,268 SH   DFND 1 561,002 0 266
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 78 666 SH   DFND 1 2 666 0 0
NEXTCURE INC COM 65343E108 9,208 163,473 SH   DFND 1 163,473 0 0
NEXTDECADE CORP COM 65342K105 1,445 235,430 SH   DFND 1 235,430 0 0
NEXTERA ENERGY INC COM 65339F101 1,737,438 7,189,062 SH   DFND 1 7,166,552 0 22,510
NEXTGEN HEALTHCARE INC COM 65343C102 15,709 977,594 SH   DFND 1 977,594 0 0
NEXTIER OILFIELD SOLUTIONS I COM 65290C105 13,794 2,058,873 SH   DFND 1 2,058,873 0 0
NGM BIOPHARMACEUTICALS INC COM 62921N105 3,459 187,091 SH   DFND 1 187,091 0 0
NI HOLDINGS INC COM 65342T106 2,059 119,759 SH   DFND 1 119,759 0 0
NIC INC COM 62914B100 22,146 990,906 SH   DFND 1 990,906 0 0
NICE 1.25 01/15/24 NOTE 1.250% 1/1 65366HAB9 3,430 1,800,000 PRN   DFND 1 2 1,800,000 0 0
NICE 1.25 01/15/24 NOTE 1.250% 1/1 65366HAB9 382 200,000 PRN   DFND 1 200,000 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 9,882 63,696 SH   DFND 1 63,412 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 696 84,559 SH   DFND 1 84,559 0 0
NICOLET BANKSHARES INC COM 65406E102 9,087 123,054 SH   DFND 1 123,054 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 120,785 5,961,499 SH   DFND 1 5,942,215 0 19,284
NII HOLDINGS INC COMSTK 62913F508 1,648 759,734 SH   DFND 1 759,734 0 0
NIKE INC -CL B CL B 654106103 2,112,280 20,883,772 SH   DFND 1 20,827,261 0 56,511
NIKE INC -CL B CL B 654106103 90 892 SH   DFND 1 2 892 0 0
NINE ENERGY SERVICE INC COM 65441V101 1,507 192,791 SH   DFND 1 192,791 0 0
NIO INC - ADR SPON ADS 62914V106 6,305 1,581,453 SH   DFND 1 1,581,453 0 0
NISOURCE INC COM 65473P105 159,601 5,744,548 SH   DFND 1 5,707,204 0 37,344
NL INDUSTRIES COM NEW 629156407 242 62,095 SH   DFND 1 62,095 0 0
NLIGHT INC COM 65487K100 8,963 441,996 SH   DFND 1 441,996 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 31,111 937,661 SH   DFND 1 937,661 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 1,059 31,918 SH   DFND 1 2 31,918 0 0
NN INC COM 629337106 5,292 572,147 SH   DFND 1 572,147 0 0
NOAH HOLDINGS LTD-SPON ADS SPON ADS CL A 65487X102 2,838 80,924 SH   DFND 1 80,185 0 739
NOBLE CORP PLC SHS USD G65431101 4,062 3,329,886 SH   DFND 1 3,329,886 0 0
NOBLE ENERGY INC COM 655044105 188,260 7,594,186 SH   DFND 1 7,572,737 0 21,449
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 135 36,555 SH   DFND 1 33,859 0 2,696
NOMAD FOODS LTD USD ORD SHS G6564A105 2,028 90,693 SH   DFND 1 90,693 0 0
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 406 78,822 SH   DFND 1 69,001 0 9,821
NOODLES & CO COM CL A 65540B105 2,627 474,206 SH   DFND 1 474,206 0 0
NORBORD INC COM NEW 65548P403 703 21,712 SH   DFND 1 21,712 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 5,525 1,123,089 SH   DFND 1 1,123,089 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 528 107,414 SH   DFND 1 2 107,414 0 0
NORDSON CORP COM 655663102 105,975 650,797 SH   DFND 1 638,257 0 12,540
NORDSON CORP COM 655663102 180 1,110 SH   DFND 1 2 1,110 0 0
NORDSTROM INC COM 655664100 70,469 1,725,036 SH   DFND 1 1,720,250 0 4,786
NORFOLK SOUTHERN CORP COM 655844108 695,693 3,591,957 SH   DFND 1 3,579,547 0 12,410
NORFOLK SOUTHERN CORP COM 655844108 32 165 SH   DFND 1 2 165 0 0
NORTH AMERICAN CONSTRUCTION COM 656811106 517 42,711 SH   DFND 1 2 42,711 0 0
NORTH AMERICAN CONSTRUCTION COM 656811106 49 4,100 SH   DFND 1 4,100 0 0
NORTHEAST BANK COM 66405S100 2,479 112,750 SH   DFND 1 112,750 0 0
NORTHERN OIL AND GAS INC COM 665531109 7,585 3,241,507 SH   DFND 1 3,241,507 0 0
NORTHERN TECHNOLOGIES INTL COM 665809109 393 27,986 SH   DFND 1 27,986 0 0
NORTHERN TRUST CORP COM 665859104 357,390 3,370,270 SH   DFND 1 3,360,752 0 9,518
NORTHERN TRUST CORP COM 665859104 5 52 SH   DFND 1 2 52 0 0
NORTHFIELD BANCORP INC COM 66611T108 11,052 651,666 SH   DFND 1 651,666 0 0
NORTHFIELD BANCORP INC COM 66611T108 11 697 SH   DFND 1 2 697 0 0
NORTHRIM BANCORP INC COM 666762109 3,404 88,880 SH   DFND 1 88,880 0 0
NORTHROP GRUMMAN CORP COM 666807102 814,828 2,373,866 SH   DFND 1 2,366,829 0 7,037
NORTHROP GRUMMAN CORP COM 666807102 219 638 SH   DFND 1 2 638 0 0
NORTHWEST BANCSHARES INC COM 667340103 26,533 1,595,549 SH   DFND 1 1,595,549 0 0
NORTHWEST NATURAL HOLDING CO COM 66765N105 29,141 395,248 SH   DFND 1 393,571 0 1,677
NORTHWEST PIPE CO COM 667746101 4,429 132,978 SH   DFND 1 132,978 0 0
NORTHWESTERN CORP COM NEW 668074305 48,383 675,094 SH   DFND 1 659,378 0 15,716
NORTONLIFELOCK INC COM 668771108 234,301 9,199,784 SH   DFND 1 9,171,280 0 28,504
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 206,872 3,548,477 SH   DFND 1 3,538,913 0 9,564
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 112 1,918 SH   DFND 1 2 1,918 0 0
NORWOOD FINANCIAL CORP COM 669549107 2,708 69,622 SH   DFND 1 69,622 0 0
NOVA LIFESTYLE INC COM NEW 66979P201 48 26,166 SH   DFND 1 26,166 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 1,043 27,596 SH   DFND 1 27,596 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 88 2,337 SH   DFND 1 2 2,337 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 6 10,371 SH   DFND 1 10,371 0 0
NOVAGOLD RESOURCES INC COM NEW 66987E206 11,433 1,274,152 SH   DFND 1 1,274,152 0 0
NOVAN INC COM 66988N106 325 103,108 SH   DFND 1 103,108 0 0
NOVANTA INC COM 67000B104 42,198 477,145 SH   DFND 1 477,145 0 0
NOVANTA INC COM 67000B104 412 4,663 SH   DFND 1 2 4,663 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 5,581 58,940 SH   DFND 1 57,161 0 1,779
NOVAVAX INC COM NEW 670002401 1,484 373,068 SH   DFND 1 373,068 0 0
NOVOCURE LTD ORD SHS G6674U108 57,330 680,315 SH   DFND 1 679,283 0 1,032
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 2,561 44,251 SH   DFND 1 42,127 0 2,124
NOVUS THERAPEUTICS INC COM 67011N105 7 12,775 SH   DFND 1 12,775 0 0
NOW INC COM 67011P100 16,261 1,446,765 SH   DFND 1 1,419,453 0 27,312
NOW INC COM 67011P100 154 13,782 SH   DFND 1 2 13,782 0 0
NR 4 12/01/21 NOTE 4.000%12/0 651718AE8 4,616 4,500,000 PRN   DFND 1 2 4,500,000 0 0
NR 4 12/01/21 NOTE 4.000%12/0 651718AE8 518 500,000 PRN   DFND 1 500,000 0 0
NRG ENERGY INC COM NEW 629377508 161,787 4,078,148 SH   DFND 1 4,062,563 0 15,585
NRG ENERGY INC COM NEW 629377508 13 331 SH   DFND 1 2 331 0 0
NTN BUZZTIME INC COM PAR 629410606 46 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 27,218 664,194 SH   DFND 1 650,401 0 13,793
NU SKIN ENTERPRISES INC - A CL A 67018T105 312 7,624 SH   DFND 1 2 7,624 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 83,556 4,686,280 SH   DFND 1 4,681,716 0 4,564
NUCANA PLC-ADR SPONSORED ADR 67022C106 75 12,396 SH   DFND 1 12,396 0 0
NUCOR CORP COM 670346105 277,933 4,948,102 SH   DFND 1 4,933,812 0 14,290
NUCOR CORP COM 670346105 6 111 SH   DFND 1 2 111 0 0
NUTANIX INC - A CL A 67059N108 52,693 1,685,657 SH   DFND 1 1,685,657 0 0
NUTRIEN LTD COM 67077M108 40,072 834,165 SH   DFND 1 834,165 0 0
NUVASIVE INC COM 670704105 55,586 718,733 SH   DFND 1 705,971 0 12,762
NUVEEN CREDIT STRAT INCM COM SHS 67073D102 3,349 436,667 SH   DFND 1 2 436,667 0 0
NV5 GLOBAL INC COM 62945V109 6,994 138,639 SH   DFND 1 138,639 0 0
NVAX 3.75 02/01/23 NOTE 3.750% 2/0 670002AB0 790 2,000,000 PRN   DFND 1 2 2,000,000 0 0
NVAX 3.75 02/01/23 NOTE 3.750% 2/0 670002AB0 84 200,000 PRN   DFND 1 200,000 0 0
NVE CORP COM NEW 629445206 5,026 70,401 SH   DFND 1 70,401 0 0
NVENT ELECTRIC PLC SHS G6700G107 51,504 2,013,478 SH   DFND 1 1,975,251 0 38,227
NVENT ELECTRIC PLC SHS G6700G107 322 12,616 SH   DFND 1 2 12,616 0 0
NVIDIA CORP COM 67066G104 2,031,314 8,651,964 SH   DFND 1 8,599,248 0 52,716
NVIDIA CORP COM 67066G104 1,184 5,035 SH   DFND 1 2 5,035 0 0
NVR INC COM 62944T105 244,042 64,180 SH   DFND 1 64,024 0 156
NVR INC COM 62944T105 731 192 SH   DFND 1 2 192 0 0
NXP SEMICONDUCTORS NV COM N6596X109 163,973 1,294,859 SH   DFND 1 1,283,269 0 11,590
NXP SEMICONDUCTORS NV COM N6596X109 63 496 SH   DFND 1 2 496 0 0
NXT-ID INC COM NEW 67091J206 69 155,198 SH   DFND 1 155,198 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 57 26,172 SH   DFND 1 26,172 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 24 13,662 SH   DFND 1 13,662 0 0
OAK VALLEY BANCORP COM 671807105 794 40,814 SH   DFND 1 40,814 0 0
OAS 2.625 09/15/23 NOTE 2.625% 9/1 674215AJ7 4,657 6,000,000 PRN   DFND 1 2 6,000,000 0 0
OASIS PETROLEUM INC COM 674215108 12,559 3,852,757 SH   DFND 1 3,852,757 0 0
OBALON THERAPEUTICS INC COM NEW 67424L209 22 11,730 SH   DFND 1 11,730 0 0
OBSEVA SA COM H5861P103 153 40,309 SH   DFND 1 40,309 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 525,611 12,782,833 SH   DFND 1 12,742,704 0 40,129
OCEAN BIO-CHEM INC COM 674631106 87 26,292 SH   DFND 1 26,292 0 0
OCEANEERING INTL INC COM 675232102 19,164 1,285,369 SH   DFND 1 1,285,369 0 0
OCEANFIRST FINANCIAL CORP COM 675234108 19,584 766,823 SH   DFND 1 766,823 0 0
OCULAR THERAPEUTIX INC COM 67576A100 2,257 571,419 SH   DFND 1 571,177 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 2,114 1,543,356 SH   DFND 1 1,532,267 0 11,089
ODONATE THERAPEUTICS INC COM 676079106 5,451 167,986 SH   DFND 1 167,986 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 190 59,795 SH   DFND 1 59,795 0 0
OFFICE DEPOT INC COM 676220106 22,132 8,077,523 SH   DFND 1 8,077,523 0 0
OFFICE PROPERTIES INCOME TRU COM SHS BEN INT 67623C109 27,068 842,191 SH   DFND 1 842,191 0 0
OFG BANCORP COM 67103X102 17,611 745,955 SH   DFND 1 745,955 0 0
OGE ENERGY CORP COM 670837103 126,393 2,844,258 SH   DFND 1 2,795,201 0 49,057
OHIO VALLEY BANC CORP COM 677719106 1,681 42,431 SH   DFND 1 42,431 0 0
O-I GLASS INC COM 67098H104 20,411 1,710,937 SH   DFND 1 1,672,798 0 38,139
OIL STATES INTERNATIONAL INC COM 678026105 12,851 787,957 SH   DFND 1 787,957 0 0
OIL STATES INTERNATIONAL INC COM 678026105 16 1,021 SH   DFND 1 2 1,021 0 0
OIL-DRI CORP OF AMERICA COM 677864100 2,330 64,303 SH   DFND 1 64,303 0 0
OKTA INC CL A 679295105 150,245 1,303,374 SH   DFND 1 1,302,904 0 470
OLD DOMINION FREIGHT LINE COM 679580100 197,038 1,040,255 SH   DFND 1 1,037,387 0 2,868
OLD DOMINION FREIGHT LINE COM 679580100 0 2 SH   DFND 1 2 2 0 0
OLD NATIONAL BANCORP COM 680033107 42,448 2,320,840 SH   DFND 1 2,320,840 0 0
OLD POINT FINANCIAL CORP COM 680194107 393 14,315 SH   DFND 1 14,315 0 0
OLD REPUBLIC INTL CORP COM 680223104 89,366 3,973,636 SH   DFND 1 3,903,706 0 69,930
OLD REPUBLIC INTL CORP COM 680223104 35 1,590 SH   DFND 1 2 1,590 0 0
OLD SECOND BANCORP INC COM 680277100 5,069 376,319 SH   DFND 1 376,319 0 0
OLIN CORP COM PAR $1 680665205 30,529 1,769,849 SH   DFND 1 1,730,719 0 39,130
OLIN CORP COM PAR $1 680665205 511 29,661 SH   DFND 1 2 29,661 0 0
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 40,491 619,985 SH   DFND 1 606,583 0 13,402
OLYMPIC STEEL INC COM 68162K106 2,432 135,733 SH   DFND 1 135,733 0 0
OLYMPIC STEEL INC COM 68162K106 774 43,213 SH   DFND 1 2 43,213 0 0
OMEGA FLEX INC COM 682095104 5,386 50,205 SH   DFND 1 50,205 0 0
OMEGA FLEX INC COM 682095104 109 1,016 SH   DFND 1 2 1,016 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 106,737 2,522,714 SH   DFND 1 2,412,406 0 110,308
OMER 6.25 11/15/23 NOTE 6.250%11/1 682143AE2 4,317 4,500,000 PRN   DFND 1 2 4,500,000 0 0
OMER 6.25 11/15/23 NOTE 6.250%11/1 682143AE2 484 500,000 PRN   DFND 1 500,000 0 0
OMEROS CORP COM 682143102 9,594 680,918 SH   DFND 1 680,918 0 0
OMNICELL INC COM 68213N109 46,851 573,323 SH   DFND 1 572,876 0 447
OMNICOM GROUP COM 681919106 292,002 3,609,116 SH   DFND 1 3,598,735 0 10,381
OMNICOM GROUP COM 681919106 11 147 SH   DFND 1 2 147 0 0
OMNOVA SOLUTIONS INC COM 682129101 5,975 591,004 SH   DFND 1 591,004 0 0
ON 1 12/01/20 NOTE 1.000%12/0 682189AK1 15,652 11,518,000 PRN   DFND 1 2 11,518,000 0 0
ON 1 12/01/20 NOTE 1.000%12/0 682189AK1 1,934 1,400,000 PRN   DFND 1 1,400,000 0 0
ON DECK CAPITAL INC COM 682163100 3,154 761,839 SH   DFND 1 761,839 0 0
ON DECK CAPITAL INC COM 682163100 479 115,923 SH   DFND 1 2 115,923 0 0
ON SEMICONDUCTOR CORP COM 682189105 134,265 5,511,401 SH   DFND 1 5,511,401 0 0
ONCOCYTE CORP COM 68235C107 703 312,765 SH   DFND 1 312,765 0 0
ONCONOVA THERAPEUTICS INC COM PAR 68232V405 18 47,394 SH   DFND 1 47,394 0 0
ONCOSEC MEDICAL INC COM 68234L306 77 43,073 SH   DFND 1 43,073 0 0
ONCTERNAL THERAPEUTICS INC COM 68236P107 67 16,999 SH   DFND 1 16,999 0 0
ONE GAS INC COM 68235P108 65,000 694,671 SH   DFND 1 678,841 0 15,830
ONE GROUP HOSPITALITY INC/TH COM 88338K103 124 34,125 SH   DFND 1 34,125 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 5,614 206,474 SH   DFND 1 202,462 0 4,012
ONE STOP SYSTEMS INC COM 68247W109 99 49,435 SH   DFND 1 49,435 0 0
ONEMAIN HOLDINGS INC COM 68268W103 35,401 839,895 SH   DFND 1 837,335 0 2,560
ONEMAIN HOLDINGS INC COM 68268W103 609 14,456 SH   DFND 1 2 14,456 0 0
ONEOK INC COM 682680103 483,721 6,405,672 SH   DFND 1 6,364,368 0 41,304
ONESMART INTERNATIONAL -ADR SPONSORED ADS 68276W103 177 26,587 SH   DFND 1 26,587 0 0
ONESPAN INC COM 68287N100 7,670 448,020 SH   DFND 1 448,020 0 0
ONESPAWORLD HOLDINGS LTD COM P73684113 8,740 518,995 SH   DFND 1 518,995 0 0
ONTO INNOVATION INC COM 683344105 22,814 624,379 SH   DFND 1 624,379 0 0
OOMA INC COM 683416101 3,177 240,137 SH   DFND 1 240,137 0 0
OOMA INC COM 683416101 117 8,912 SH   DFND 1 2 8,912 0 0
OP BANCORP COM 67109R109 1,557 150,153 SH   DFND 1 150,153 0 0
OPEN TEXT CORP COM 683715106 25,488 579,968 SH   DFND 1 579,968 0 0
OPEN TEXT CORP COM 683715106 65 1,479 SH   DFND 1 2 1,479 0 0
OPES ACQUISITION CORP-CW23 *W EXP 03/13/202 68373P118 121 672,912 SH   DFND 1 2 672,912 0 0
OPES ACQUISITION CORP-CW23 *W EXP 03/13/202 68373P118 10 50,000 SH   DFND 1 50,000 0 0
OPKO HEALTH INC COM 68375N103 8,781 5,973,669 SH   DFND 1 5,973,669 0 0
OPORTUN FINANCIAL CORP COM 68376D104 2,023 85,019 SH   DFND 1 85,019 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 4,752 172,934 SH   DFND 1 172,934 0 0
OPTICAL CABLE CORP COM NEW 683827208 39 12,030 SH   DFND 1 12,030 0 0
OPTIMIZERX CORP COM NEW 68401U204 1,720 167,575 SH   DFND 1 167,575 0 0
OPTINOSE INC COM 68404V100 3,553 385,416 SH   DFND 1 385,416 0 0
OPTION CARE HEALTH INC COM 68404L102 7,096 1,902,426 SH   DFND 1 1,902,426 0 0
OPUS BANK COM 684000102 8,519 329,304 SH   DFND 1 329,304 0 0
ORACLE CORP COM 68389X105 1,647,573 31,163,295 SH   DFND 1 31,060,080 0 103,215
ORACLE CORP COM 68389X105 1,537 29,019 SH   DFND 1 2 29,019 0 0
ORAMED PHARMACEUTICALS INC COM NEW 68403P203 87 16,957 SH   DFND 1 16,957 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 6,997 871,360 SH   DFND 1 871,360 0 0
ORBCOMM INC COM 68555P100 4,370 1,038,162 SH   DFND 1 1,038,162 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 4,666 797,621 SH   DFND 1 793,788 0 3,833
O'REILLY AUTOMOTIVE INC COM 67103H107 552,354 1,262,691 SH   DFND 1 1,256,286 0 6,405
O'REILLY AUTOMOTIVE INC COM 67103H107 1,336 3,049 SH   DFND 1 2 3,049 0 0
ORGANOGENESIS HOLDINGS INC COM 68621F102 955 198,579 SH   DFND 1 198,579 0 0
ORGANOVO HOLDINGS INC COM 68620A104 345 972,419 SH   DFND 1 972,419 0 0
ORGENESIS INC COM NEW 68619K204 211 45,425 SH   DFND 1 45,425 0 0
ORIGIN BANCORP INC COM 68621T102 9,402 248,487 SH   DFND 1 248,487 0 0
ORION ENERGY SYSTEMS INC COM 686275108 647 193,210 SH   DFND 1 193,210 0 0
ORION ENGINEERED CARBONS SA COM L72967109 6,624 343,228 SH   DFND 1 343,228 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,360 262,061 SH   DFND 1 262,061 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 767 9,196 SH   DFND 1 8,701 0 495
ORMAT TECHNOLOGIES INC COM 686688102 45,292 607,796 SH   DFND 1 607,796 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 3,050 134,851 SH   DFND 1 134,851 0 0
ORTHOFIX MEDICAL INC COM 68752M108 14,514 314,294 SH   DFND 1 314,294 0 0
ORTHOPEDIATRICS CORP COM 68752L100 6,090 129,611 SH   DFND 1 129,611 0 0
OSHKOSH CORP COM 688239201 89,463 945,199 SH   DFND 1 928,527 0 16,672
OSHKOSH CORP COM 688239201 407 4,306 SH   DFND 1 2 4,306 0 0
OSI SYSTEMS INC COM 671044105 23,798 236,241 SH   DFND 1 236,241 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 171 17,675 SH   DFND 1 17,675 0 0
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 964 137,926 SH   DFND 1 137,926 0 0
OTONOMY INC COM 68906L105 584 152,631 SH   DFND 1 152,631 0 0
OTTER TAIL CORP COM 689648103 29,710 579,274 SH   DFND 1 579,274 0 0
OUTFRONT MEDIA INC COM 69007J106 53,000 1,976,156 SH   DFND 1 1,939,017 0 37,139
OUTLOOK THERAPEUTICS INC COM NEW 69012T206 39 67,237 SH   DFND 1 67,237 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 1,840 800,274 SH   DFND 1 800,274 0 0
OVERSTOCK.COM INC COM 690370101 2,766 392,386 SH   DFND 1 392,386 0 0
OVID THERAPEUTICS INC COM 690469101 1,194 287,929 SH   DFND 1 287,929 0 0
OWENS & MINOR INC COM 690732102 4,434 857,650 SH   DFND 1 857,650 0 0
OWENS CORNING COM 690742101 83,068 1,276,745 SH   DFND 1 1,250,083 0 26,662
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 313 18,869 SH   DFND 1 18,869 0 0
OXFORD INDUSTRIES INC COM 691497309 16,729 221,823 SH   DFND 1 221,823 0 0
OXFORD SQUARE CAPITAL CORP COM 69181V107 79 14,653 SH   DFND 1 2 14,653 0 0
OXFORD SQUARE CAPITAL CORP COM 69181V107 8 1,522 SH   DFND 1 1,522 0 0
OYSTER POINT PHARMA INC COM 69242L106 1,722 70,491 SH   DFND 1 70,491 0 0
P G & E CORP COM 69331C108 14,327 1,318,088 SH   DFND 1 1,317,780 0 308
P.A.M. TRANSPORTATION SVCS COM 693149106 1,693 29,343 SH   DFND 1 29,343 0 0
PACCAR INC COM 693718108 449,902 5,696,346 SH   DFND 1 5,664,417 0 31,929
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 10,165 1,977,779 SH   DFND 1 1,977,779 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 239 46,629 SH   DFND 1 2 46,629 0 0
PACIFIC DRILLING SA COM L7257P205 646 158,467 SH   DFND 1 158,467 0 0
PACIFIC ETHANOL INC COM 69423U305 248 381,886 SH   DFND 1 381,886 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,792 220,769 SH   DFND 1 220,769 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 43 5,298 SH   DFND 1 2 5,298 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 26,632 816,829 SH   DFND 1 816,829 0 0
PACIRA BIOSCIENCES INC COM 695127100 28,983 639,819 SH   DFND 1 639,819 0 0
PACKAGING CORP OF AMERICA COM 695156109 169,209 1,513,973 SH   DFND 1 1,509,642 0 4,331
PACWEST BANCORP COM 695263103 57,036 1,490,358 SH   DFND 1 1,459,992 0 30,366
PAGERDUTY INC COM 69553P100 4,276 182,814 SH   DFND 1 182,814 0 0
PAGSEGURO DIGITAL LTD-CL A COM CL A G68707101 3,857 112,919 SH   DFND 1 112,919 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2,134 2,728,656 SH   DFND 1 2,728,656 0 0
PALO ALTO NETWORKS INC COM 697435105 219,852 951,680 SH   DFND 1 951,680 0 0
PALOMAR HOLDINGS INC COM 69753M105 8,920 176,688 SH   DFND 1 176,688 0 0
PAMPA ENERGIA SA-SPON ADR SPONS ADR LVL I 697660207 177 10,791 SH   DFND 1 10,791 0 0
PAN AMERICAN SILVER CORP COM 697900108 4,068 171,756 SH   DFND 1 171,593 0 163
PANHANDLE OIL AND GAS INC-A CL A 698477106 2,195 195,894 SH   DFND 1 195,894 0 0
PAPA JOHN'S INTL INC COM 698813102 19,848 314,311 SH   DFND 1 308,909 0 5,402
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 10,738 462,061 SH   DFND 1 462,061 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 4,380 142,504 SH   DFND 1 142,504 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 23 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 41,056 2,949,490 SH   DFND 1 2,949,490 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,913 475,229 SH   DFND 1 475,229 0 0
PARETEUM CORP COM NEW 69946T207 836 1,912,543 SH   DFND 1 1,912,543 0 0
PARK AEROSPACE CORP COM 70014A104 4,082 250,922 SH   DFND 1 250,922 0 0
PARK CITY GROUP INC COM NEW 700215304 488 96,552 SH   DFND 1 96,552 0 0
PARK HOTELS & RESORTS INC COM 700517105 118,373 4,547,318 SH   DFND 1 4,426,826 0 120,492
PARK NATIONAL CORP COM 700658107 18,586 181,542 SH   DFND 1 181,542 0 0
PARKE BANCORP INC COM 700885106 2,703 106,466 SH   DFND 1 106,466 0 0
PARKER DRILLING CO-POST BANK COM 701081507 1,266 56,303 SH   DFND 1 56,303 0 0
PARKER HANNIFIN CORP COM 701094104 405,667 1,975,051 SH   DFND 1 1,968,527 0 6,524
PARKER HANNIFIN CORP COM 701094104 210 1,025 SH   DFND 1 2 1,025 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 4,624 137,442 SH   DFND 1 137,442 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 466 13,861 SH   DFND 1 2 13,861 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 57,722 3,052,486 SH   DFND 1 3,052,486 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 154 8,190 SH   DFND 1 2 8,190 0 0
PARSONS CORP COM 70202L102 24,620 596,416 SH   DFND 1 596,416 0 0
PARTY CITY HOLDCO INC COM 702149105 1,654 707,057 SH   DFND 1 707,057 0 0
PATRICK INDUSTRIES INC COM 703343103 16,339 311,639 SH   DFND 1 311,639 0 0
PATRICK INDUSTRIES INC COM 703343103 35 676 SH   DFND 1 2 676 0 0
PATTERN ENERGY GROUP INC -A CL A 70338P100 33,768 1,262,152 SH   DFND 1 1,260,849 0 1,303
PATTERN ENERGY GROUP INC -A CL A 70338P100 640 23,923 SH   DFND 1 2 23,923 0 0
PATTERSON COS INC COM 703395103 24,690 1,205,611 SH   DFND 1 1,184,500 0 21,111
PATTERSON-UTI ENERGY INC COM 703481101 24,508 2,334,145 SH   DFND 1 2,286,472 0 47,673
PAVMED INC COM 70387R106 84 70,465 SH   DFND 1 70,465 0 0
PAYCHEX INC COM 704326107 519,388 6,111,592 SH   DFND 1 6,081,873 0 29,719
PAYCOM SOFTWARE INC COM 70432V102 196,528 742,150 SH   DFND 1 742,150 0 0
PAYCOM SOFTWARE INC COM 70432V102 248 938 SH   DFND 1 2 938 0 0
PAYLOCITY HOLDING CORP COM 70438V106 52,666 435,909 SH   DFND 1 435,909 0 0
PAYPAL HOLDINGS INC COM 70450Y103 1,788,909 16,572,051 SH   DFND 1 16,472,024 0 100,027
PAYSIGN INC COM 70451A104 3,934 387,638 SH   DFND 1 386,123 0 1,515
PB BANCORP INC COM 70454T100 357 23,587 SH   DFND 1 23,587 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 37,742 1,203,144 SH   DFND 1 1,178,180 0 24,964
PC CONNECTION INC COM 69318J100 11,787 237,368 SH   DFND 1 237,368 0 0
PCB BANCORP COM 69320M109 2,729 157,976 SH   DFND 1 157,976 0 0
PCB BANCORP COM 69320M109 4 253 SH   DFND 1 2 253 0 0
PCSB FINANCIAL CORP COM 69324R104 4,714 232,795 SH   DFND 1 232,795 0 0
PC-TEL INC COM 69325Q105 1,186 140,056 SH   DFND 1 140,056 0 0
PC-TEL INC COM 69325Q105 624 73,681 SH   DFND 1 2 73,681 0 0
PDC ENERGY INC COM 69327R101 22,612 864,056 SH   DFND 1 864,056 0 0
PDC ENERGY INC COM 69327R101 41 1,579 SH   DFND 1 2 1,579 0 0
PDF SOLUTIONS INC COM 693282105 6,615 391,655 SH   DFND 1 391,655 0 0
PDL BIOPHARMA INC COM 69329Y104 5,355 1,650,255 SH   DFND 1 1,650,255 0 0
PDL COMMUNITY BANCORP COM 69290X101 857 58,349 SH   DFND 1 58,349 0 0
PDS BIOTECHNOLOGY CORP COM 70465T107 48 18,136 SH   DFND 1 18,136 0 0
PEABODY ENERGY CORP COM 704551100 8,242 903,820 SH   DFND 1 903,820 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 7,885 255,210 SH   DFND 1 255,210 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 1,401 166,245 SH   DFND 1 164,047 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 60,950 2,273,420 SH   DFND 1 2,205,615 0 67,805
PEGASYSTEMS INC COM 705573103 36,313 455,913 SH   DFND 1 455,913 0 0
PEGI 4 07/15/2020 NOTE 4.000% 7/1 70338PAB6 2,009 2,000,000 PRN   DFND 1 2 2,000,000 0 0
PEGI 4 07/15/2020 NOTE 4.000% 7/1 70338PAB6 405 400,000 PRN   DFND 1 400,000 0 0
PELOTON INTERACTIVE INC-A CL A COM 70614W100 8,544 300,872 SH   DFND 1 300,872 0 0
PEMBINA PIPELINE CORP COM 706327103 32,455 864,447 SH   DFND 1 835,811 0 28,636
PENN NATIONAL GAMING INC COM 707569109 38,250 1,496,508 SH   DFND 1 1,469,807 0 26,701
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 5,815 1,091,035 SH   DFND 1 1,091,035 0 0
PENN VIRGINIA CORP COM 70788V102 6,313 208,011 SH   DFND 1 208,011 0 0
PENNANT GROUP INC/THE COM 70805E109 11,573 349,966 SH   DFND 1 349,966 0 0
PENNS WOODS BANCORP INC COM 708430103 2,953 83,051 SH   DFND 1 83,051 0 0
PENNYMAC FINANCIAL SERVICES COM 70932M107 15,858 465,888 SH   DFND 1 465,888 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 27,841 1,249,062 SH   DFND 1 1,249,062 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 18,652 371,406 SH   DFND 1 371,406 0 0
PENTAIR PLC SHS G7S00T104 129,931 2,837,856 SH   DFND 1 2,830,225 0 7,631
PENUMBRA INC COM 70975L107 56,084 341,417 SH   DFND 1 333,545 0 7,872
PEOPLES BANCORP INC COM 709789101 8,996 259,558 SH   DFND 1 259,558 0 0
PEOPLES BANCORP INC COM 709789101 117 3,381 SH   DFND 1 2 3,381 0 0
PEOPLES BANCORP OF NC COM 710577107 2,094 63,772 SH   DFND 1 63,772 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 4,213 83,690 SH   DFND 1 83,690 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 125,108 7,417,406 SH   DFND 1 7,396,946 0 20,460
PEOPLE'S UTAH BANCORP COM 712706209 6,936 230,311 SH   DFND 1 230,311 0 0
PEPSICO INC COM 713448108 2,790,219 20,458,717 SH   DFND 1 20,337,451 0 121,266
PEPSICO INC COM 713448108 0 4 SH   DFND 1 2 4 0 0
PERCEPTRON INC COM 71361F100 289 52,634 SH   DFND 1 52,634 0 0
PERFICIENT INC COM 71375U101 20,217 438,851 SH   DFND 1 438,851 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 69,536 1,350,743 SH   DFND 1 1,350,743 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 160 157,366 SH   DFND 1 157,366 0 0
PERION NETWORK LTD SHS NEW M78673114 788 126,791 SH   DFND 1 2 126,791 0 0
PERION NETWORK LTD SHS NEW M78673114 110 17,765 SH   DFND 1 17,765 0 0
PERKINELMER INC COM 714046109 170,448 1,758,880 SH   DFND 1 1,753,897 0 4,983
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 379 41,738 SH   DFND 1 41,738 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 164 17,486 SH   DFND 1 17,486 0 0
PERRIGO CO PLC SHS G97822103 114,058 2,212,147 SH   DFND 1 2,205,954 0 6,193
PERRIGO CO PLC SHS G97822103 126 2,455 SH   DFND 1 2 2,455 0 0
PERSONALIS INC COM 71535D106 1,196 109,737 SH   DFND 1 109,737 0 0
PERSPECTA INC COM 715347100 55,662 2,105,221 SH   DFND 1 2,071,383 0 33,838
PETIQ INC COM CL A 71639T106 6,259 249,888 SH   DFND 1 249,888 0 0
PETMED EXPRESS INC COM 716382106 6,992 297,317 SH   DFND 1 297,280 0 37
PFENEX INC COM 717071104 4,583 417,445 SH   DFND 1 417,445 0 0
PFENEX INC COM 717071104 132 12,099 SH   DFND 1 2 12,099 0 0
PFIZER INC COM 717081103 3,481,747 89,027,531 SH   DFND 1 88,766,502 0 261,029
PFIZER INC COM 717081103 635 16,231 SH   DFND 1 2 16,231 0 0
PFSWEB INC COM NEW 717098206 418 109,572 SH   DFND 1 109,572 0 0
PGT INNOVATIONS INC COM 69336V101 11,296 757,659 SH   DFND 1 757,659 0 0
PHASEBIO PHARMACEUTICALS INC COM 717224109 1,159 189,717 SH   DFND 1 189,717 0 0
PHATHOM PHARMACEUTICALS INC COM 71722W107 4,777 153,434 SH   DFND 1 153,434 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 7,752 312,226 SH   DFND 1 312,226 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 2,190,636 25,787,931 SH   DFND 1 25,718,060 0 69,871
PHILLIPS 66 COM 718546104 716,397 6,444,279 SH   DFND 1 6,424,322 0 19,957
PHILLIPS 66 COM 718546104 172 1,544 SH   DFND 1 2 1,544 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 207 3,359 SH   DFND 1 225 0 3,134
PHOTRONICS INC COM 719405102 14,935 947,714 SH   DFND 1 947,714 0 0
PHOTRONICS INC COM 719405102 298 18,932 SH   DFND 1 2 18,932 0 0
PHREESIA INC COM 71944F106 4,843 181,817 SH   DFND 1 181,817 0 0
PHUNWARE INC COM 71948P100 230 193,331 SH   DFND 1 193,331 0 0
PHYSICIANS REALTY TRUST COM 71943U104 46,837 2,472,937 SH   DFND 1 2,424,239 0 48,698
PICO HOLDINGS INC COM NEW 693366205 2,938 264,248 SH   DFND 1 264,248 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 47,795 2,149,086 SH   DFND 1 2,149,086 0 0
PIER 1 IMPORTS INC COM NEW 720279504 185 28,948 SH   DFND 1 28,914 0 34
PIERIS PHARMACEUTICALS INC COM 720795103 2,264 625,651 SH   DFND 1 622,712 0 2,939
PIERIS PHARMACEUTICALS INC COM 720795103 0 243 SH   DFND 1 2 243 0 0
PILGRIM'S PRIDE CORP COM 72147K108 24,618 752,516 SH   DFND 1 739,251 0 13,265
PINDUODUO INC-ADR SPONSORED ADS 722304102 24,677 656,256 SH   DFND 1 656,256 0 0
PING IDENTITY HOLDING CORP COM 72341T103 4,334 178,374 SH   DFND 1 178,374 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 46 37,129 SH   DFND 1 37,129 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 55,781 871,582 SH   DFND 1 853,935 0 17,647
PINNACLE WEST CAPITAL COM 723484101 169,106 1,883,964 SH   DFND 1 1,878,726 0 5,238
PINTEREST INC- CLASS A CL A 72352L106 12,555 675,093 SH   DFND 1 675,093 0 0
PIONEER BANCORP INC/NY COM 723561106 2,112 137,985 SH   DFND 1 137,985 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 381,225 2,523,812 SH   DFND 1 2,516,387 0 7,425
PIONEER NATURAL RESOURCES CO COM 723787107 18 121 SH   DFND 1 2 121 0 0
PIPER SANDLER COS COM 724078100 17,546 219,491 SH   DFND 1 218,042 0 1,449
PITNEY BOWES INC COM 724479100 9,072 2,251,235 SH   DFND 1 2,248,643 0 2,592
PIXELWORKS INC COM NEW 72581M305 1,022 260,888 SH   DFND 1 260,888 0 0
PJT PARTNERS INC - A COM CL A 69343T107 12,525 277,551 SH   DFND 1 277,551 0 0
PLAINS ALL AMER PIPELINE LP UNIT LTD PARTN 726503105 442 24,039 SH   DFND 1 0 0 24,039
PLAINS GP HOLDINGS LP-CL A LTD PARTNR INT A 72651A207 1,806 95,311 SH   DFND 1 2 95,311 0 0
PLAINS GP HOLDINGS LP-CL A LTD PARTNR INT A 72651A207 425 22,474 SH   DFND 1 12,447 0 10,027
PLANET FITNESS INC - CL A CL A 72703H101 69,996 937,288 SH   DFND 1 937,288 0 0
PLANTRONICS INC COM 727493108 11,650 426,145 SH   DFND 1 426,145 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 4,737 563,986 SH   DFND 1 563,986 0 0
PLAYAGS INC COM 72814N104 4,257 351,030 SH   DFND 1 351,030 0 0
PLDT INC-SPON ADR SPONSORED ADR 69344D408 1,115 55,815 SH   DFND 1 2 55,815 0 0
PLDT INC-SPON ADR SPONSORED ADR 69344D408 186 9,330 SH   DFND 1 8,564 0 766
PLEXUS CORP COM 729132100 31,273 406,460 SH   DFND 1 406,460 0 0
PLUG 5.5 03/15/23 NOTE 5.500% 3/1 72919PAB9 2,930 2,000,000 PRN   DFND 1 2 2,000,000 0 0
PLUG POWER INC COM NEW 72919P202 11,197 3,543,298 SH   DFND 1 3,543,298 0 0
PLURALSIGHT INC - A COM CL A 72941B106 14,702 854,303 SH   DFND 1 854,303 0 0
PLURISTEM THERAPEUTICS INC COM NEW 72940R300 63 16,193 SH   DFND 1 16,193 0 0
PLYMOUTH INDUSTRIAL REIT INC COM 729640102 1,813 98,607 SH   DFND 1 98,607 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 956,015 6,002,568 SH   DFND 1 5,981,907 0 20,661
PNM RESOURCES INC COM 69349H107 57,856 1,140,935 SH   DFND 1 1,121,414 0 19,521
POINTS INTERNATIONAL LTD COM NEW 730843208 361 23,704 SH   DFND 1 2 23,704 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 285 18,713 SH   DFND 1 18,713 0 0
POLAR POWER INC COM 73102V105 30 12,969 SH   DFND 1 12,969 0 0
POLARIS INC COM 731068102 62,431 614,436 SH   DFND 1 600,209 0 14,227
POLARIS INC COM 731068102 106 1,047 SH   DFND 1 2 1,047 0 0
POLARITYTE INC COM 731094108 622 239,297 SH   DFND 1 239,297 0 0
POLYONE CORPORATION COM 73179P106 39,582 1,075,907 SH   DFND 1 1,057,058 0 18,849
POOL CORP COM 73278L105 96,151 452,731 SH   DFND 1 442,919 0 9,812
POOL CORP COM 73278L105 147 695 SH   DFND 1 2 695 0 0
POPULAR INC COM NEW 733174700 68,116 1,159,436 SH   DFND 1 1,159,436 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 100,665 1,804,356 SH   DFND 1 1,804,356 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 24,411 1,022,267 SH   DFND 1 1,022,018 0 249
POST HOLDINGS INC COM 737446104 78,304 717,736 SH   DFND 1 701,118 0 16,618
POST HOLDINGS INC COM 737446104 361 3,312 SH   DFND 1 2 3,312 0 0
POSTAL REALTY TRUST INC- A CL A 73757R102 747 44,105 SH   DFND 1 44,105 0 0
POTBELLY CORP COM 73754Y100 1,363 322,992 SH   DFND 1 322,992 0 0
POTLATCHDELTIC CORP COM 737630103 40,974 946,956 SH   DFND 1 913,419 0 33,537
POWELL INDUSTRIES INC COM 739128106 10,076 205,677 SH   DFND 1 205,677 0 0
POWELL INDUSTRIES INC COM 739128106 1,488 30,387 SH   DFND 1 2 30,387 0 0
POWER INTEGRATIONS INC COM 739276103 45,227 457,257 SH   DFND 1 457,257 0 0
POWERFLEET INC COM 73931J109 840 129,151 SH   DFND 1 129,151 0 0
PPG INDUSTRIES INC COM 693506107 426,616 3,203,391 SH   DFND 1 3,192,769 0 10,622
PPG INDUSTRIES INC COM 693506107 2 18 SH   DFND 1 2 18 0 0
PPL CORP COM 69351T106 439,733 12,244,944 SH   DFND 1 12,211,772 0 33,172
PQ GROUP HOLDINGS INC COM 73943T103 8,626 502,119 SH   DFND 1 502,119 0 0
PRA GROUP INC COM 69354N106 22,832 628,982 SH   DFND 1 628,982 0 0
PRA HEALTH SCIENCES INC COM 69354M108 79,733 717,352 SH   DFND 1 701,852 0 15,500
PRECIPIO INC COM 74019L503 61 30,237 SH   DFND 1 30,237 0 0
PRECISION BIOSCIENCES INC COM 74019P108 3,934 283,255 SH   DFND 1 283,255 0 0
PRECISION DRILLING CORP COM 2010 74022D308 26 18,987 SH   DFND 1 18,987 0 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 7,891 592,491 SH   DFND 1 590,513 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 12,576 209,292 SH   DFND 1 209,292 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 3,254 53,920 SH   DFND 1 53,920 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 32 535 SH   DFND 1 2 535 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 2,777 153,123 SH   DFND 1 153,123 0 0
PREMIER INC-CLASS A CL A 74051N102 28,283 746,673 SH   DFND 1 746,673 0 0
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 29,016 716,469 SH   DFND 1 704,159 0 12,310
PRETIUM RESOURCES INC COM 74139C102 306 27,563 SH   DFND 1 27,563 0 0
PREVAIL THERAPEUTICS INC COM 74140Y101 1,563 98,765 SH   DFND 1 98,765 0 0
PRFT 2.375 09/15/23 NOTE 2.375% 9/1 71375UAB7 3,046 2,250,000 PRN   DFND 1 2 2,250,000 0 0
PRFT 2.375 09/15/23 NOTE 2.375% 9/1 71375UAB7 338 250,000 PRN   DFND 1 250,000 0 0
PRGX GLOBAL INC COM NEW 69357C503 1,290 262,357 SH   DFND 1 262,357 0 0
PRICESMART INC COM 741511109 22,769 320,602 SH   DFND 1 320,602 0 0
PRIMEENERGY RESOURCES CORP COM 74158E104 1,218 8,054 SH   DFND 1 8,054 0 0
PRIMERICA INC COM 74164M108 92,486 708,382 SH   DFND 1 698,246 0 10,136
PRIMERICA INC COM 74164M108 22 174 SH   DFND 1 2 174 0 0
PRIMO WATER CORP COM 74165N105 5,399 481,042 SH   DFND 1 481,042 0 0
PRIMORIS SERVICES CORP COM 74164F103 14,182 637,698 SH   DFND 1 637,698 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 247,426 4,507,089 SH   DFND 1 4,492,325 0 14,764
PRINCIPIA BIOPHARMA INC COM 74257L108 14,534 265,323 SH   DFND 1 265,323 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 299 5,463 SH   DFND 1 2 5,463 0 0
PRIORITY TECHNOLOGY HOLDINGS COM 74275G107 78 32,161 SH   DFND 1 32,161 0 0
PROASSURANCE CORP COM 74267C106 25,337 701,090 SH   DFND 1 701,090 0 0
PROCTER & GAMBLE CO/THE COM 742718109 5,161,642 41,396,782 SH   DFND 1 41,280,132 0 116,650
PROFIRE ENERGY INC COM 74316X101 336 232,297 SH   DFND 1 232,297 0 0
PROGENICS PHARMACEUTICALS COM 743187106 5,954 1,169,835 SH   DFND 1 1,169,835 0 0
PROGRESS SOFTWARE CORP COM 743312100 31,184 750,528 SH   DFND 1 750,528 0 0
PROGRESS SOFTWARE CORP COM 743312100 616 14,827 SH   DFND 1 2 14,827 0 0
PROGRESSIVE CORP COM 743315103 754,757 10,442,806 SH   DFND 1 10,415,958 0 26,848
PROGRESSIVE CORP COM 743315103 156 2,167 SH   DFND 1 2 2,167 0 0
PROGYNY INC COM 74340E103 6,313 229,987 SH   DFND 1 229,987 0 0
PROLOGIS INC COM 74340W103 1,023,302 11,499,737 SH   DFND 1 11,471,363 0 28,374
PROOFPOINT INC COM 743424103 71,145 619,843 SH   DFND 1 619,843 0 0
PROOFPOINT INC COM 743424103 33 294 SH   DFND 1 2 294 0 0
PROPETRO HOLDING CORP COM 74347M108 11,720 1,041,803 SH   DFND 1 1,041,803 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 525 53,071 SH   DFND 1 53,071 0 0
PROS HOLDINGS INC COM 74346Y103 28,552 476,512 SH   DFND 1 476,512 0 0
PROSIGHT GLOBAL INC COM 74349J103 1,786 110,767 SH   DFND 1 110,767 0 0
PROSPERITY BANCSHARES INC COM 743606105 73,034 1,015,915 SH   DFND 1 992,781 0 23,134
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,907 270,598 SH   DFND 1 270,598 0 0
PROTECTIVE INSURANCE CORP- B CL B 74368L203 1,873 116,423 SH   DFND 1 116,423 0 0
PROTEON THERAPEUTICS INC COMSTK 74371L109 63 155,689 SH   DFND 1 155,689 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 945 414,719 SH   DFND 1 414,719 0 0
PROTHENA CORP PLC SHS G72800108 9,012 569,335 SH   DFND 1 569,133 0 202
PROTO LABS INC COM 743713109 37,682 371,076 SH   DFND 1 371,076 0 0
PROVENTION BIO INC COM 74374N102 3,787 254,185 SH   DFND 1 254,185 0 0
PROVIDENCE SERVICE CORP COM 743815102 11,936 201,699 SH   DFND 1 201,699 0 0
PROVIDENT BANCORP INC COM NEW 74383L105 1,867 150,027 SH   DFND 1 150,027 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 1,247 56,963 SH   DFND 1 56,963 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 19,572 793,999 SH   DFND 1 793,999 0 0
PRTK 4.75 05/01/24 NOTE 4.750% 5/0 699374AB0 4,856 6,865,000 PRN   DFND 1 2 6,865,000 0 0
PRTK 4.75 05/01/24 NOTE 4.750% 5/0 699374AB0 522 750,000 PRN   DFND 1 750,000 0 0
PRUDENTIAL BANCORP INC COM 74431A101 3,179 171,595 SH   DFND 1 171,595 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 553,186 5,908,879 SH   DFND 1 5,888,406 0 20,473
PRUDENTIAL FINANCIAL INC COM 744320102 14 151 SH   DFND 1 2 151 0 0
PRUDENTIAL PLC-ADR ADR 74435K204 1,285 33,749 SH   DFND 1 32,065 0 1,684
PS BUSINESS PARKS INC/CA COM 69360J107 64,667 392,236 SH   DFND 1 387,327 0 4,909
PSYCHEMEDICS CORP COM NEW 744375205 290 31,788 SH   DFND 1 31,788 0 0
PTC INC COM 69370C100 89,625 1,197,900 SH   DFND 1 1,172,426 0 25,474
PTC THERAPEUTICS INC COM 69366J200 41,174 857,266 SH   DFND 1 857,266 0 0
PTC THERAPEUTICS INC COM 69366J200 148 3,083 SH   DFND 1 2 3,083 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 458,650 7,783,186 SH   DFND 1 7,760,113 0 23,073
PUBLIC SERVICE ENTERPRISE GP COM 744573106 53 909 SH   DFND 1 2 909 0 0
PUBLIC STORAGE COM 74460D109 677,781 3,186,749 SH   DFND 1 3,141,440 0 45,309
PUBLIC STORAGE COM 74460D109 12 61 SH   DFND 1 2 61 0 0
PULMATRIX INC COM NEW 74584P202 120 140,574 SH   DFND 1 140,574 0 0
PULSE BIOSCIENCES INC COM 74587B101 2,081 155,193 SH   DFND 1 155,193 0 0
PULTEGROUP INC COM 745867101 195,749 5,053,275 SH   DFND 1 5,037,941 0 15,334
PULTEGROUP INC COM 745867101 800 20,640 SH   DFND 1 2 20,640 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 4,606 526,452 SH   DFND 1 526,452 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 346 39,591 SH   DFND 1 2 39,591 0 0
PURE ACQUISITION CORP-CW23 *W EXP 04/17/202 74621Q114 459 468,500 SH   DFND 1 2 468,500 0 0
PURE ACQUISITION CORP-CW23 *W EXP 04/17/202 74621Q114 39 40,000 SH   DFND 1 40,000 0 0
PURE CYCLE CORP COM NEW 746228303 2,557 203,154 SH   DFND 1 203,154 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 40,122 2,344,986 SH   DFND 1 2,344,986 0 0
PURPLE INNOVATION INC COM 74640Y106 1,135 130,314 SH   DFND 1 130,314 0 0
PVH CORP COM 693656100 127,448 1,214,454 SH   DFND 1 1,211,127 0 3,327
PYXUS INTERNATIONAL INC COM 74737V106 917 102,638 SH   DFND 1 102,638 0 0
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,750 203,095 SH   DFND 1 200,461 0 2,634
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 33 3,916 SH   DFND 1 2 3,916 0 0
Q2 HOLDINGS INC COM 74736L109 45,293 558,629 SH   DFND 1 558,629 0 0
QAD INC-A CL A 74727D306 7,213 141,634 SH   DFND 1 141,634 0 0
QAD INC-B CL B 74727D207 1,057 28,665 SH   DFND 1 28,665 0 0
QCR HOLDINGS INC COM 74727A104 8,882 202,515 SH   DFND 1 202,515 0 0
QEP RESOURCES INC COM 74733V100 14,218 3,159,754 SH   DFND 1 3,159,754 0 0
QEP RESOURCES INC COM 74733V100 502 111,695 SH   DFND 1 2 111,695 0 0
QIAGEN N.V. SHS NEW N72482123 23,151 684,949 SH   DFND 1 684,949 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 668 34,506 SH   DFND 1 34,506 0 0
QORVO INC COM 74736K101 239,962 2,068,225 SH   DFND 1 2,063,006 0 5,219
QORVO INC COM 74736K101 98 844 SH   DFND 1 2 844 0 0
QTS 6 1/2 PERP S-B 6.50% CON PFD B 74736A301 7,696 60,000 PRN   DFND 1 2 60,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 54,448 1,003,294 SH   DFND 1 988,448 0 14,846
QUAD GRAPHICS INC COM CL A 747301109 1,991 426,348 SH   DFND 1 426,348 0 0
QUAKER CHEMICAL CORP COM 747316107 27,642 168,021 SH   DFND 1 168,021 0 0
QUALCOMM INC COM 747525103 1,449,615 16,459,639 SH   DFND 1 16,361,438 0 98,201
QUALCOMM INC COM 747525103 41 474 SH   DFND 1 2 474 0 0
QUALSTAR CORP COM NEW 74758R208 64 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 38,669 463,825 SH   DFND 1 463,825 0 0
QUANEX BUILDING PRODUCTS COM 747619104 9,291 544,009 SH   DFND 1 544,009 0 0
QUANEX BUILDING PRODUCTS COM 747619104 1,379 80,795 SH   DFND 1 2 80,795 0 0
QUANTA SERVICES INC COM 74762E102 91,363 2,247,352 SH   DFND 1 2,240,958 0 6,394
QUANTERIX CORP COM 74766Q101 4,467 189,069 SH   DFND 1 189,069 0 0
QUDIAN INC-SPON ADR ADR 747798106 1,776 380,032 SH   DFND 1 380,032 0 0
QUEST DIAGNOSTICS INC COM 74834L100 232,512 2,180,479 SH   DFND 1 2,174,114 0 6,365
QUEST DIAGNOSTICS INC COM 74834L100 34 319 SH   DFND 1 2 319 0 0
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 85 39,339 SH   DFND 1 39,339 0 0
QUICKLOGIC CORP COM NEW 74837P405 246 41,161 SH   DFND 1 41,161 0 0
QUIDEL CORP COM 74838J101 37,588 500,983 SH   DFND 1 500,132 0 851
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 298 11,193 SH   DFND 1 10,977 0 216
QUINSTREET INC COM 74874Q100 9,722 635,018 SH   DFND 1 635,018 0 0
QUINTANA ENERGY SERVICES INC COM 74875T103 196 69,898 SH   DFND 1 69,898 0 0
QUMU CORP COM 749063103 242 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 181 189,349 SH   DFND 1 189,349 0 0
QUOTIENT LTD SHS G73268107 514 54,054 SH   DFND 1 54,054 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 9,783 992,291 SH   DFND 1 992,291 0 0
QURATE RETAIL INC-SERIES A COM SER A 74915M100 39,094 4,637,496 SH   DFND 1 4,636,878 0 618
QURATE RETAIL INC-SERIES A COM SER A 74915M100 1,441 171,006 SH   DFND 1 2 171,006 0 0
QUTOUTIAO INC-ADR ADS REP SHS A 74915J107 217 63,842 SH   DFND 1 63,842 0 0
R1 RCM INC COM 749397105 18,107 1,395,013 SH   DFND 1 1,395,013 0 0
R1 RCM INC COM 749397105 26 2,039 SH   DFND 1 2 2,039 0 0
RA PHARMACEUTICALS INC COM 74933V108 24,018 511,791 SH   DFND 1 511,791 0 0
RA PHARMACEUTICALS INC COM 74933V108 647 13,793 SH   DFND 1 2 13,793 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 196 37,947 SH   DFND 1 37,947 0 0
RADCOM LTD SHS NEW M81865111 115 13,668 SH   DFND 1 13,668 0 0
RADIAN GROUP INC COM 750236101 75,351 2,994,906 SH   DFND 1 2,994,906 0 0
RADIANT LOGISTICS INC COM 75025X100 2,641 474,204 SH   DFND 1 474,204 0 0
RADIUS HEALTH INC COM NEW 750469207 12,859 637,863 SH   DFND 1 637,863 0 0
RADIUS HEALTH INC COM NEW 750469207 404 20,062 SH   DFND 1 2 20,062 0 0
RADNET INC COM 750491102 11,652 574,039 SH   DFND 1 574,039 0 0
RADWARE LTD ORD M81873107 1,462 56,720 SH   DFND 1 56,720 0 0
RAFAEL HOLDINGS INC-CLASS B COM CL B 75062E106 2,379 133,381 SH   DFND 1 133,381 0 0
RALPH LAUREN CORP CL A 751212101 123,924 1,058,767 SH   DFND 1 1,056,508 0 2,259
RAMACO RESOURCES INC COM 75134P303 319 89,294 SH   DFND 1 89,294 0 0
RAMBUS INC COM 750917106 22,530 1,635,589 SH   DFND 1 1,635,589 0 0
RANDOLPH BANCORP INC COM 752378109 440 24,965 SH   DFND 1 24,965 0 0
RANGE RESOURCES CORP COM 75281A109 11,162 2,301,606 SH   DFND 1 2,301,606 0 0
RANGER ENERGY SERVICES INC COM CL A 75282U104 167 25,946 SH   DFND 1 25,946 0 0
RANPAK HOLDINGS CORP COM CL A 75321W103 1,111 136,419 SH   DFND 1 136,419 0 0
RAPID7 INC COM 753422104 35,359 631,200 SH   DFND 1 631,200 0 0
RAPT THERAPEUTICS INC COM 75382E109 816 29,586 SH   DFND 1 29,586 0 0
RAVE RESTAURANT GROUP INC COM 754198109 69 42,000 SH   DFND 1 42,000 0 0
RAVEN INDUSTRIES INC COM 754212108 18,438 535,073 SH   DFND 1 535,073 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 168,632 1,888,663 SH   DFND 1 1,883,118 0 5,545
RAYMOND JAMES FINANCIAL INC COM 754730109 55 621 SH   DFND 1 2 621 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 2,459 640,614 SH   DFND 1 640,614 0 0
RAYONIER INC COM 754907103 47,991 1,464,937 SH   DFND 1 1,399,669 0 65,268
RAYTHEON COMPANY COM NEW 755111507 896,939 4,090,580 SH   DFND 1 4,078,074 0 12,506
RAYTHEON COMPANY COM NEW 755111507 34 155 SH   DFND 1 2 155 0 0
RBB BANCORP COM 74930B105 4,113 194,319 SH   DFND 1 194,319 0 0
RBC BEARINGS INC COM 75524B104 53,405 337,286 SH   DFND 1 337,286 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 3,010 146,854 SH   DFND 1 146,854 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 122 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 10,118 262,876 SH   DFND 1 262,876 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,473 221,057 SH   DFND 1 221,057 0 0
READY CAPITAL CORP COM 75574U101 6,716 435,576 SH   DFND 1 434,227 0 1,349
REALNETWORKS INC COM NEW 75605L708 143 119,336 SH   DFND 1 119,336 0 0
REALOGY HOLDINGS CORP COM 75605Y106 16,128 1,666,185 SH   DFND 1 1,666,185 0 0
REALPAGE INC COM 75606N109 47,326 880,489 SH   DFND 1 880,489 0 0
REALPAGE INC COM 75606N109 30 563 SH   DFND 1 2 563 0 0
REALREAL INC/THE COM 88339P101 4,880 258,915 SH   DFND 1 258,915 0 0
REALTY INCOME CORP COM 756109104 419,698 5,710,399 SH   DFND 1 5,611,144 0 99,255
REATA PHARMACEUTICALS INC-A CL A 75615P103 69,326 339,122 SH   DFND 1 339,122 0 0
RECRO PHARMA INC COM 75629F109 5,251 286,494 SH   DFND 1 286,494 0 0
RED LION HOTELS CORP COM 756764106 1,205 323,089 SH   DFND 1 323,089 0 0
RED RIVER BANCSHARES INC COM 75686R202 1,439 25,675 SH   DFND 1 25,675 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 5,850 177,179 SH   DFND 1 177,179 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 22,535 940,929 SH   DFND 1 940,929 0 0
RED VIOLET INC COM 75704L104 936 50,617 SH   DFND 1 50,617 0 0
REDFIN CORP COM 75737F108 24,287 1,148,879 SH   DFND 1 1,148,879 0 0
REDHILL BIOPHARMA LTD-SP ADR SPONSORED ADS 757468103 102 16,864 SH   DFND 1 16,864 0 0
REDWOOD TRUST INC COM 758075402 23,634 1,428,924 SH   DFND 1 1,428,924 0 0
REEBONZ HOLDING LTD SHS G7457R122 49 42,680 SH   DFND 1 42,680 0 0
REED'S INC COM 758338107 150 165,517 SH   DFND 1 165,517 0 0
REGAL BELOIT CORP COM 758750103 42,352 494,712 SH   DFND 1 484,679 0 10,033
REGENCY CENTERS CORP COM 758849103 217,110 3,446,629 SH   DFND 1 3,439,126 0 7,503
REGENCY CENTERS CORP COM 758849103 9 148 SH   DFND 1 2 148 0 0
REGENERON PHARMACEUTICALS COM 75886F107 474,601 1,266,536 SH   DFND 1 1,258,595 0 7,941
REGENERON PHARMACEUTICALS COM 75886F107 72 192 SH   DFND 1 2 192 0 0
REGENXBIO INC COM 75901B107 18,896 461,222 SH   DFND 1 461,222 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 36,460 14,358,000 PRN   DFND 1 2 14,358,000 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 3,643 121,328 SH   DFND 1 121,328 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 327 10,895 SH   DFND 1 2 10,895 0 0
REGIONS FINANCIAL CORP COM 7591EP100 288,219 16,824,663 SH   DFND 1 16,778,807 0 45,856
REGIONS FINANCIAL CORP COM 7591EP100 16 976 SH   DFND 1 2 976 0 0
REGIS CORP COM 758932107 5,758 322,238 SH   DFND 1 322,238 0 0
REGULUS THERAPEUTICS INC COM NEW 75915K200 57 64,347 SH   DFND 1 64,347 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 123,168 755,974 SH   DFND 1 740,630 0 15,344
REINSURANCE GROUP OF AMERICA COM NEW 759351604 37 231 SH   DFND 1 2 231 0 0
REKOR SYSTEMS INC COM 759419104 183 47,941 SH   DFND 1 47,941 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 137,011 1,144,047 SH   DFND 1 1,127,656 0 16,391
RELIANCE STEEL & ALUMINUM COM 759509102 451 3,774 SH   DFND 1 2 3,774 0 0
RELIANT BANCORP INC COM 75956B101 2,390 107,484 SH   DFND 1 107,484 0 0
RELMADA THERAPEUTICS INC COM 75955J402 3,787 97,108 SH   DFND 1 97,108 0 0
RELX PLC - SPON ADR SPONSORED ADR 759530108 1,758 69,562 SH   DFND 1 67,863 0 1,699
RELX PLC - SPON ADR SPONSORED ADR 759530108 13 538 SH   DFND 1 2 538 0 0
REMARK HOLDINGS INC COM 75955K102 88 171,103 SH   DFND 1 171,103 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 100,887 515,107 SH   DFND 1 504,284 0 10,823
RENASANT CORP COM 75970E107 27,293 770,561 SH   DFND 1 770,561 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 14,196 526,779 SH   DFND 1 526,779 0 0
RENT-A-CENTER INC COM 76009N100 22,789 790,198 SH   DFND 1 788,404 0 1,794
RENT-A-CENTER INC COM 76009N100 396 13,751 SH   DFND 1 2 13,751 0 0
REPAY HOLDINGS CORP COM CL A 76029L100 3,229 220,429 SH   DFND 1 220,429 0 0
REPLIGEN CORP COM 759916109 64,101 692,992 SH   DFND 1 681,510 0 11,482
REPLIMUNE GROUP INC COM 76029N106 2,372 165,336 SH   DFND 1 165,336 0 0
REPRO MEDSYSTEMS INC COM 759910102 737 112,921 SH   DFND 1 112,921 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 7,370 157,488 SH   DFND 1 157,488 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 2,684 642,299 SH   DFND 1 642,299 0 0
REPUBLIC SERVICES INC COM 760759100 348,808 3,898,256 SH   DFND 1 3,888,193 0 10,063
REPUBLIC SERVICES INC COM 760759100 37 421 SH   DFND 1 2 421 0 0
RESEARCH FRONTIERS INC COM 760911107 537 178,654 SH   DFND 1 178,654 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 16,287 1,365,246 SH   DFND 1 1,335,147 0 30,099
RESIDEO TECHNOLOGIES INC COM 76118Y104 121 10,161 SH   DFND 1 2 10,161 0 0
RESMED INC COM 761152107 375,694 2,428,715 SH   DFND 1 2,421,721 0 6,994
RESOLUTE FOREST PRODUCTS COM 76117W109 2,999 714,265 SH   DFND 1 714,265 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 660 157,195 SH   DFND 1 2 157,195 0 0
RESONANT INC COM 76118L102 468 193,488 SH   DFND 1 193,488 0 0
RESOURCES CONNECTION INC COM 76122Q105 11,269 690,086 SH   DFND 1 690,086 0 0
RESTAURANT BRANDS INTERN COM 76131D103 23,491 370,686 SH   DFND 1 370,518 0 168
RESTORBIO INC COM 76133L103 496 333,537 SH   DFND 1 333,537 0 0
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 35,962 2,036,394 SH   DFND 1 2,036,394 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 46,560 3,474,667 SH   DFND 1 3,474,667 0 0
RETAIL VALUE INC COM 76133Q102 9,727 264,324 SH   DFND 1 264,324 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 62 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 8,617 606,857 SH   DFND 1 606,821 0 36
REV GROUP INC COM 749527107 4,474 365,877 SH   DFND 1 365,683 0 194
REVANCE THERAPEUTICS INC COM 761330109 9,529 587,152 SH   DFND 1 587,152 0 0
REVLON INC-CLASS A CL A NEW 761525609 2,064 96,382 SH   DFND 1 96,382 0 0
REVOLVE GROUP INC CL A 76156B107 1,824 99,377 SH   DFND 1 99,377 0 0
REWALK ROBOTICS LTD SHS M8216Q200 24 11,372 SH   DFND 1 11,372 0 0
REX AMERICAN RESOURCES CORP COM 761624105 6,249 76,249 SH   DFND 1 76,249 0 0
REX AMERICAN RESOURCES CORP COM 761624105 38 473 SH   DFND 1 2 473 0 0
REXAHN PHARMACEUTICALS INC COM 761640309 50 26,579 SH   DFND 1 26,579 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 85,995 1,882,980 SH   DFND 1 1,882,980 0 0
REXNORD CORP COM 76169B102 61,158 1,874,883 SH   DFND 1 1,874,883 0 0
REXNORD CORP COM 76169B102 66 2,048 SH   DFND 1 2 2,048 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 308 45,686 SH   DFND 1 45,686 0 0
RGC RESOURCES INC COM 74955L103 3,211 112,365 SH   DFND 1 112,365 0 0
RH COM 74967X103 46,770 219,064 SH   DFND 1 214,914 0 4,150
RHYTHM PHARMACEUTICALS INC COM 76243J105 9,135 397,875 SH   DFND 1 397,875 0 0
RIBBON COMMUNICATIONS INC COM 762544104 2,408 776,941 SH   DFND 1 776,941 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 178 121,335 SH   DFND 1 121,335 0 0
RICHARDSON ELEC LTD COM 763165107 390 69,304 SH   DFND 1 69,304 0 0
RICHMOND MUTUAL BANCORPORATI COM 76525P100 2,639 165,354 SH   DFND 1 165,354 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,834 2,259,255 SH   DFND 1 2,259,255 0 0
RIGNET INC COM 766582100 1,179 178,767 SH   DFND 1 178,767 0 0
RIMINI STREET INC COM 76674Q107 450 116,154 SH   DFND 1 116,154 0 0
RING ENERGY INC COM 76680V108 2,146 813,019 SH   DFND 1 813,019 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 136,121 807,686 SH   DFND 1 807,686 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 308 1,830 SH   DFND 1 2 1,830 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 1,720 28,989 SH   DFND 1 28,020 0 969
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 54 916 SH   DFND 1 2 916 0 0
RIOT BLOCKCHAIN INC COM 767292105 225 200,935 SH   DFND 1 200,935 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 1,074 24,566 SH   DFND 1 24,566 0 0
RITE AID CORP COM 767754872 11,157 721,254 SH   DFND 1 721,254 0 0
RITE AID CORP COM 767754872 102 6,626 SH   DFND 1 2 6,626 0 0
RIVERVIEW BANCORP INC COM 769397100 2,594 315,964 SH   DFND 1 315,964 0 0
RIVERVIEW BANCORP INC COM 769397100 20 2,452 SH   DFND 1 2 2,452 0 0
RLI CORP COM 749607107 48,196 535,400 SH   DFND 1 524,510 0 10,890
RLJ LODGING TRUST COM 74965L101 57,187 3,227,302 SH   DFND 1 3,183,681 0 43,621
RMR GROUP INC/THE - A CL A 74967R106 14,489 317,480 SH   DFND 1 317,459 0 21
RMR GROUP INC/THE - A CL A 74967R106 243 5,346 SH   DFND 1 2 5,346 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 1,876 92,918 SH   DFND 1 2 92,918 0 0
ROADRUNNER TRANSPORTATION SY COM NEW 76973Q204 318 34,603 SH   DFND 1 34,603 0 0
ROBERT HALF INTL INC COM 770323103 161,470 2,560,144 SH   DFND 1 2,554,563 0 5,581
ROCKET PHARMACEUTICALS INC COM 77313F106 10,658 468,305 SH   DFND 1 468,305 0 0
ROCKWELL AUTOMATION INC COM 773903109 419,864 2,073,195 SH   DFND 1 2,067,504 0 5,691
ROCKWELL AUTOMATION INC COM 773903109 1,602 7,908 SH   DFND 1 2 7,908 0 0
ROCKWELL MEDICAL INC COM 774374102 1,954 801,000 SH   DFND 1 801,000 0 0
ROCKY BRANDS INC COM 774515100 3,279 111,424 SH   DFND 1 111,424 0 0
ROGERS COMMUNICATIONS INC-B CL B 775109200 26,440 532,210 SH   DFND 1 531,000 0 1,210
ROGERS CORP COM 775133101 31,989 256,466 SH   DFND 1 256,466 0 0
ROGERS CORP COM 775133101 207 1,662 SH   DFND 1 2 1,662 0 0
ROKU INC COM CL A 77543R102 141,945 1,060,949 SH   DFND 1 1,060,794 0 155
ROLLINS INC COM 775711104 79,072 2,388,565 SH   DFND 1 2,382,240 0 6,325
ROLLINS INC COM 775711104 36 1,098 SH   DFND 1 2 1,098 0 0
ROPER TECHNOLOGIES INC COM 776696106 595,561 1,684,596 SH   DFND 1 1,679,922 0 4,674
ROPER TECHNOLOGIES INC COM 776696106 277 784 SH   DFND 1 2 784 0 0
ROSEHILL RESOURCES INC CL A 777385105 136 106,658 SH   DFND 1 106,658 0 0
ROSEHILL RESOURCES INC CL A 777385105 40 31,538 SH   DFND 1 2 31,538 0 0
ROSETTA STONE INC COM 777780107 5,218 287,657 SH   DFND 1 287,657 0 0
ROSS STORES INC COM 778296103 596,015 5,130,681 SH   DFND 1 5,099,796 0 30,885
ROYAL BANK OF CANADA COM 780087102 164,487 2,068,187 SH   DFND 1 2,067,367 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 218 33,958 SH   DFND 1 32,688 0 1,270
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 37 5,874 SH   DFND 1 2 5,874 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 351,822 2,640,679 SH   DFND 1 2,632,512 0 8,167
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8 64 SH   DFND 1 2 64 0 0
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 1,005 17,052 SH   DFND 1 17,052 0 0
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 29 500 SH   DFND 1 2 500 0 0
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 4,332 72,245 SH   DFND 1 72,245 0 0
ROYAL GOLD INC COM 780287108 93,695 766,429 SH   DFND 1 750,354 0 16,075
ROYCE MICRO-CAP TRUST INC COM 780915104 85 10,048 SH   DFND 1 2 10,048 0 0
RPC INC COM 749660106 3,973 758,250 SH   DFND 1 758,250 0 0
RPM INTERNATIONAL INC COM 749685103 110,012 1,434,536 SH   DFND 1 1,402,755 0 31,781
RPT REALTY SH BEN INT 74971D101 20,473 1,361,292 SH   DFND 1 1,361,292 0 0
RR DONNELLEY & SONS CO COM 257867200 3,630 919,068 SH   DFND 1 918,678 0 390
RTI SURGICAL HDS INC COM 74975N105 2,201 803,384 SH   DFND 1 803,384 0 0
RTRX 2.5 09/15/25 NOTE 2.500% 9/1 761299AB2 1,738 2,250,000 PRN   DFND 1 2 2,250,000 0 0
RTRX 2.5 09/15/25 NOTE 2.500% 9/1 761299AB2 196 250,000 PRN   DFND 1 250,000 0 0
RTW RETAILWINDS INC COM 74980D100 246 307,981 SH   DFND 1 307,981 0 0
RUBICON PROJECT INC/THE COM 78112V102 5,175 634,194 SH   DFND 1 634,194 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 94 11,352 SH   DFND 1 11,352 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 4,872 512,870 SH   DFND 1 512,870 0 0
RUMBLEON INC-B COM CL B 781386206 59 72,246 SH   DFND 1 72,246 0 0
RUSH ENTERPRISES INC - CL B CL B 781846308 936 20,484 SH   DFND 1 20,484 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 25,258 543,185 SH   DFND 1 543,185 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 8,498 390,476 SH   DFND 1 390,476 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADS 783513203 7,726 88,195 SH   DFND 1 88,195 0 0
RYDER SYSTEM INC COM 783549108 31,526 580,498 SH   DFND 1 567,439 0 13,059
RYERSON HOLDING CORP COM 783754104 2,615 221,084 SH   DFND 1 221,084 0 0
RYERSON HOLDING CORP COM 783754104 1,141 96,485 SH   DFND 1 2 96,485 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 91,218 1,052,602 SH   DFND 1 1,040,762 0 11,840
S & T BANCORP INC COM 783859101 21,644 537,210 SH   DFND 1 537,210 0 0
S&P GLOBAL INC COM 78409V104 933,475 3,425,753 SH   DFND 1 3,414,778 0 10,975
S&P GLOBAL INC COM 78409V104 496 1,818 SH   DFND 1 2 1,818 0 0
S&W SEED CO COM 785135104 300 143,021 SH   DFND 1 143,021 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 65,650 3,035,038 SH   DFND 1 2,935,699 0 99,339
SABRE CORP COM 78573M104 79,747 3,556,454 SH   DFND 1 3,489,334 0 67,120
SACHEM CAPITAL CORP COM 78590A109 416 95,993 SH   DFND 1 95,993 0 0
SAEXPLORATION HOLDINGS INC COM PAR 78636X873 267 88,060 SH   DFND 1 88,060 0 0
SAFE BULKERS INC COM Y7388L103 642 378,119 SH   DFND 1 359,160 0 18,959
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 2,668 243,056 SH   DFND 1 243,056 0 0
SAFEHOLD INC COM 78645L100 6,353 157,650 SH   DFND 1 154,873 0 2,777
SAFE-T GROUP LTD-ADR SPONSORD ADS NEW 78643B401 59 19,722 SH   DFND 1 19,722 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 19,256 208,107 SH   DFND 1 208,107 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,416 46,589 SH   DFND 1 46,589 0 0
SAGE THERAPEUTICS INC COM 78667J108 41,260 571,557 SH   DFND 1 571,557 0 0
SAIA INC COM 78709Y105 33,217 356,715 SH   DFND 1 356,715 0 0
SAIA INC COM 78709Y105 30 328 SH   DFND 1 2 328 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 25,762 1,091,642 SH   DFND 1 1,091,642 0 0
SALARIUS PHARMACEUTICALS INC COM NEW 79400X107 69 18,330 SH   DFND 1 18,330 0 0
SALEM MEDIA GROUP INC CL A 794093104 86 59,787 SH   DFND 1 59,787 0 0
SALESFORCE.COM INC COM 79466L302 1,926,876 11,875,146 SH   DFND 1 11,834,117 0 41,029
SALLY BEAUTY HOLDINGS INC COM 79546E104 34,704 1,901,613 SH   DFND 1 1,873,105 0 28,508
SANDERSON FARMS INC COM 800013104 48,856 277,249 SH   DFND 1 272,417 0 4,832
SANDERSON FARMS INC COM 800013104 115 655 SH   DFND 1 2 655 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 1,751 413,116 SH   DFND 1 413,116 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 194 25,998 SH   DFND 1 25,998 0 0
SANDY SPRING BANCORP INC COM 800363103 19,496 514,682 SH   DFND 1 514,682 0 0
SANGAMO THERAPEUTICS INC COM 800677106 13,262 1,584,569 SH   DFND 1 1,584,569 0 0
SANMINA CORP COM 801056102 33,809 987,416 SH   DFND 1 987,416 0 0
SANOFI-ADR SPONSORED ADR 80105N105 11,074 220,607 SH   DFND 1 218,837 0 1,770
SANTANDER CONSUMER USA HOLDI COM 80283M101 25,924 1,109,316 SH   DFND 1 1,109,316 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 2,919 21,774 SH   DFND 1 20,914 0 860
SAPIENS INTERNATIONAL CORP SHS G7T16G103 1,262 54,892 SH   DFND 1 54,892 0 0
SAREPTA THERAPEUTICS INC COM 803607100 101,432 786,810 SH   DFND 1 786,810 0 0
SATSUMA PHARMACEUTICALS INC COM 80405P107 1,269 64,503 SH   DFND 1 64,503 0 0
SAUL CENTERS INC COM 804395101 8,375 158,693 SH   DFND 1 158,693 0 0
SAVARA INC COM 805111101 1,955 436,472 SH   DFND 1 436,472 0 0
SB FINANCIAL GROUP INC COM 78408D105 280 14,239 SH   DFND 1 14,239 0 0
SB ONE BANCORP COM 78413T103 2,107 84,556 SH   DFND 1 84,556 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 451,462 1,876,947 SH   DFND 1 1,865,694 0 11,253
SCANSOURCE INC COM 806037107 15,361 415,728 SH   DFND 1 415,728 0 0
SCHLUMBERGER LTD COM 806857108 771,459 19,218,834 SH   DFND 1 19,156,645 0 62,189
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 9,723 445,619 SH   DFND 1 445,619 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 10,086 465,252 SH   DFND 1 464,711 0 541
SCHNITZER STEEL INDS INC-A CL A 806882106 156 7,205 SH   DFND 1 2 7,205 0 0
SCHOLAR ROCK HOLDING CORP COM 80706P103 3,116 236,462 SH   DFND 1 236,462 0 0
SCHOLASTIC CORP COM 807066105 16,106 418,897 SH   DFND 1 418,897 0 0
SCHULTZE SPECIAL PURPOSE -24 *W EXP 12/31/202 80821R117 114 300,000 SH   DFND 1 2 300,000 0 0
SCHULTZE SPECIAL PURPOSE -24 *W EXP 12/31/202 80821R117 11 30,000 SH   DFND 1 30,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 732,454 15,433,355 SH   DFND 1 15,382,010 0 51,345
SCHWAB EMERGING MARKETS EQUI EMRG MKTEQ ETF 808524706 4,299 157,092 PRN   DFND 1 157,092 0 0
SCHWAB INTL EQUITY ETF INTL EQTY ETF 808524805 2,203 65,521 PRN   DFND 1 65,521 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 19,768 470,795 SH   DFND 1 470,795 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 18 441 SH   DFND 1 2 441 0 0
SCIENCE APPLICATIONS INTE COM 808625107 60,199 691,790 SH   DFND 1 679,766 0 12,024
SCIENTIFIC GAMES CORP COM 80874P109 26,380 985,079 SH   DFND 1 971,822 0 13,257
SCIPLAY CORP-CLASS A CL A 809087109 2,655 216,064 SH   DFND 1 216,064 0 0
SCORPIO BULKERS INC COM Y7546A122 1,844 289,558 SH   DFND 1 285,220 0 4,338
SCORPIO TANKERS INC SHS Y7542C130 9,182 233,426 SH   DFND 1 233,426 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 45,158 425,298 SH   DFND 1 415,432 0 9,866
SCPHARMACEUTICALS INC COM 810648105 175 31,028 SH   DFND 1 31,028 0 0
SCTY 0 12/01/20 NOTE 12/0 83416TAE0 37,451 26,500,000 PRN   DFND 1 2 26,500,000 0 0
SCTY 0 12/01/20 NOTE 12/0 83416TAE0 4,342 3,000,000 PRN   DFND 1 3,000,000 0 0
SCULPTOR CAPITAL MANAGEMENT COM CL A 811246107 4,856 219,756 SH   DFND 1 218,483 0 1,273
SCYNEXIS INC COM 811292101 489 537,452 SH   DFND 1 537,452 0 0
SEABOARD CORP COM 811543107 12,577 2,959 SH   DFND 1 2,959 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 1,307 312,035 SH   DFND 1 2 312,035 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 1,084 258,785 SH   DFND 1 258,785 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 21,670 708,886 SH   DFND 1 708,886 0 0
SEACOR HOLDINGS INC COM 811904101 9,990 231,531 SH   DFND 1 231,531 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 3,627 263,036 SH   DFND 1 263,036 0 0
SEADRILL LTD COM G7998G106 797 313,885 SH   DFND 1 313,885 0 0
SEAGATE TECHNOLOGY SHS G7945M107 202,653 3,409,781 SH   DFND 1 3,399,403 0 10,378
SEAGATE TECHNOLOGY SHS G7945M107 5 97 SH   DFND 1 2 97 0 0
SEALED AIR CORP COM 81211K100 97,981 2,464,814 SH   DFND 1 2,457,888 0 6,926
SEASPAN CORP SHS Y75638109 300 21,140 SH   DFND 1 2 21,140 0 0
SEASPAN CORP SHS Y75638109 227 15,995 SH   DFND 1 15,995 0 0
SEASPINE HOLDINGS CORP COM 81255T108 2,358 196,405 SH   DFND 1 196,405 0 0
SEATTLE GENETICS INC COM 812578102 156,983 1,375,105 SH   DFND 1 1,368,293 0 6,812
SEATTLE GENETICS INC COM 812578102 883 7,736 SH   DFND 1 2 7,736 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 18,130 571,770 SH   DFND 1 571,770 0 0
SECOND SIGHT MEDICAL PRODUCT COMSTK 81362J100 173 233,302 SH   DFND 1 233,302 0 0
SECUREWORKS CORP - A CL A 81374A105 2,448 146,975 SH   DFND 1 146,975 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 325 55,634 SH   DFND 1 55,634 0 0
SEELOS THERAPEUTICS INC COM 81577F109 206 154,397 SH   DFND 1 154,397 0 0
SEI INVESTMENTS COMPANY COM 784117103 140,858 2,150,703 SH   DFND 1 2,119,753 0 30,950
SEI INVESTMENTS COMPANY COM 784117103 916 13,990 SH   DFND 1 2 13,990 0 0
SELECT BANCORP INC COM 81617L108 2,546 207,029 SH   DFND 1 207,029 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 7,584 817,276 SH   DFND 1 817,276 0 0
SELECT INTERIOR CONCEPTS-A CL A 816120307 2,125 236,399 SH   DFND 1 236,399 0 0
SELECT INTERIOR CONCEPTS-A CL A 816120307 154 17,134 SH   DFND 1 2 17,134 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 35,418 1,517,494 SH   DFND 1 1,517,436 0 58
SELECTA BIOSCIENCES INC COM 816212104 668 280,875 SH   DFND 1 280,875 0 0
SELECTIVE INSURANCE GROUP COM 816300107 60,338 925,577 SH   DFND 1 911,020 0 14,557
SELLAS LIFE SCIENCES GROUP I COM NEW 81642T209 222 51,851 SH   DFND 1 51,851 0 0
SEMPRA ENERGY COM 816851109 671,562 4,442,230 SH   DFND 1 4,414,021 0 28,209
SEMPRA ENERGY COM 816851109 7 49 SH   DFND 1 2 49 0 0
SEMTECH CORP COM 816850101 51,641 976,204 SH   DFND 1 959,956 0 16,248
SENECA FOODS CORP - CL A CL A 817070501 3,880 95,136 SH   DFND 1 95,136 0 0
SENESTECH INC COM 81720R109 50 92,634 SH   DFND 1 92,634 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 42,361 5,153,704 SH   DFND 1 5,033,331 0 120,373
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 91,223 1,695,086 SH   DFND 1 1,695,086 0 0
SENSEONICS HOLDINGS INC COM 81727U105 1,551 1,693,382 SH   DFND 1 1,693,382 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 39,104 591,684 SH   DFND 1 581,313 0 10,371
SENSUS HEALTHCARE INC COM 81728J109 168 47,611 SH   DFND 1 47,611 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 117 344,460 SH   DFND 1 344,460 0 0
SERES THERAPEUTICS INC COM 81750R102 2,142 620,935 SH   DFND 1 620,935 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 22,975 573,239 SH   DFND 1 573,239 0 0
SERVICE CORP INTERNATIONAL COM 817565104 91,001 1,977,012 SH   DFND 1 1,932,218 0 44,794
SERVICE PROPERTIES TRUST COM SH BEN INT 81761L102 68,459 2,813,776 SH   DFND 1 2,729,921 0 83,855
SERVICEMASTER GLOBAL HOLDING COM 81761R109 56,499 1,461,456 SH   DFND 1 1,461,456 0 0
SERVICENOW INC COM 81762P102 720,374 2,557,613 SH   DFND 1 2,549,142 0 8,471
SERVICENOW INC COM 81762P102 72 257 SH   DFND 1 2 257 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 874 523,879 SH   DFND 1 523,879 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 26,273 697,269 SH   DFND 1 697,269 0 0
SESEN BIO INC COM 817763105 752 723,126 SH   DFND 1 723,126 0 0
SFL 4.875 05/01/23 NOTE 4.875% 5/0 824689AG8 9,606 8,496,000 PRN   DFND 1 2 8,496,000 0 0
SFL CORP LTD SHS G7738W106 6,233 428,699 SH   DFND 1 428,699 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 23,051 386,960 SH   DFND 1 386,960 0 0
SHARPS COMPLIANCE CORP COM 820017101 243 57,652 SH   DFND 1 57,652 0 0
SHARPSPRING INC COM 820054104 1,336 116,492 SH   DFND 1 116,492 0 0
SHAW COMMUNICATIONS INC-B CL B CONV 82028K200 13,880 688,847 SH   DFND 1 688,457 0 390
SHAW COMMUNICATIONS INC-B CL B CONV 82028K200 16 801 SH   DFND 1 2 801 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 29,144 700,413 SH   DFND 1 700,413 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 656,844 1,128,243 SH   DFND 1 1,124,317 0 3,926
SHERWIN-WILLIAMS CO/THE COM 824348106 102 176 SH   DFND 1 2 176 0 0
SHILOH INDUSTRIES INC COM 824543102 368 103,463 SH   DFND 1 103,463 0 0
SHINHAN FINANCIAL GROUP-ADR SPN ADR RESTRD 824596100 971 25,531 SH   DFND 1 23,949 0 1,582
SHOCKWAVE MEDICAL INC COM 82489T104 9,400 214,029 SH   DFND 1 214,029 0 0
SHOE CARNIVAL INC COM 824889109 7,372 197,771 SH   DFND 1 197,771 0 0
SHOPIFY INC - CLASS A CL A 82509L107 54,933 139,198 SH   DFND 1 139,122 0 76
SHOPIFY INC - CLASS A CL A 82509L107 178 450 SH   DFND 1 2 450 0 0
SHORE BANCSHARES INC COM 825107105 2,518 145,060 SH   DFND 1 145,060 0 0
SHOTSPOTTER INC COM 82536T107 2,932 114,990 SH   DFND 1 114,990 0 0
SHUTTERSTOCK INC COM 825690100 12,516 291,899 SH   DFND 1 291,899 0 0
SHUTTERSTOCK INC COM 825690100 55 1,290 SH   DFND 1 2 1,290 0 0
SI-BONE INC COM 825704109 4,312 200,592 SH   DFND 1 200,592 0 0
SIEBERT FINANCIAL CORP COM 826176109 602 69,692 SH   DFND 1 69,692 0 0
SIENTRA INC COM 82621J105 5,021 561,721 SH   DFND 1 561,721 0 0
SIERRA BANCORP COM 82620P102 6,023 206,838 SH   DFND 1 206,838 0 0
SIERRA BANCORP COM 82620P102 145 5,007 SH   DFND 1 2 5,007 0 0
SIERRA ONCOLOGY INC COMSTK 82640U107 16 48,539 SH   DFND 1 48,539 0 0
SIERRA WIRELESS INC COM 826516106 317 33,266 SH   DFND 1 2 33,266 0 0
SIERRA WIRELESS INC COM 826516106 294 30,842 SH   DFND 1 30,842 0 0
SIGA TECHNOLOGIES INC COM 826917106 3,334 699,056 SH   DFND 1 699,056 0 0
SIGMA LABS INC COM PAR 826598302 24 24,951 SH   DFND 1 24,951 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 46 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 85,036 623,018 SH   DFND 1 609,787 0 13,231
SIGNET JEWELERS LTD SHS G81276100 16,186 744,528 SH   DFND 1 743,547 0 981
SIGNET JEWELERS LTD SHS G81276100 42 1,943 SH   DFND 1 2 1,943 0 0
SILGAN HOLDINGS INC COM 827048109 29,073 935,426 SH   DFND 1 916,399 0 19,027
SILICON LABORATORIES INC COM 826919102 80,823 696,875 SH   DFND 1 686,245 0 10,630
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,616 31,871 SH   DFND 1 31,871 0 0
SILK ROAD MEDICAL INC COM 82710M100 5,733 141,988 SH   DFND 1 141,988 0 0
SILVERBOW RESOURCES INC COM 82836G102 797 80,538 SH   DFND 1 80,538 0 0
SILVERCORP METALS INC COM 82835P103 607 107,609 SH   DFND 1 2 107,609 0 0
SILVERCORP METALS INC COM 82835P103 260 46,204 SH   DFND 1 46,204 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 958 76,171 SH   DFND 1 76,171 0 0
SILVERGATE CAPITAL CORP-CL A CL A 82837P408 554 34,839 SH   DFND 1 34,839 0 0
SILVERSUN TECHNOLOGIES INC COM NEW 82846H207 72 17,056 SH   DFND 1 17,056 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 39,486 1,473,911 SH   DFND 1 1,473,911 0 0
SIMON PROPERTY GROUP INC COM 828806109 946,066 6,355,833 SH   DFND 1 6,341,284 0 14,549
SIMPLY GOOD FOODS CO/THE COM 82900L102 31,842 1,115,712 SH   DFND 1 1,115,712 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 50,882 634,204 SH   DFND 1 634,204 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 240 2,995 SH   DFND 1 2 2,995 0 0
SIMULATIONS PLUS INC COM 829214105 5,020 172,706 SH   DFND 1 172,706 0 0
SINA CORP ORD G81477104 8,089 203,791 SH   DFND 1 203,791 0 0
SINA CORP ORD G81477104 1,803 45,174 SH   DFND 1 2 45,174 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 24,578 737,202 SH   DFND 1 736,381 0 821
SINOPEC SHANGHAI-SPONS ADR SPON ADR H 82935M109 379 12,429 SH   DFND 1 2 12,429 0 0
SINOPEC SHANGHAI-SPONS ADR SPON ADR H 82935M109 219 7,170 SH   DFND 1 6,583 0 587
SINOVAC BIOTECH LTD SHS P8696W104 179 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 134,127 18,771,906 SH   DFND 1 18,596,083 0 175,823
SIRIUS XM HOLDINGS INC COM 82968B103 69 9,691 SH   DFND 1 2 9,691 0 0
SITE CENTERS CORP COM 82981J109 32,121 2,291,114 SH   DFND 1 2,291,114 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 48,097 530,584 SH   DFND 1 530,584 0 0
SITO MOBILE LTD COM NEW 82988R203 36 131,211 SH   DFND 1 131,211 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 44,983 990,420 SH   DFND 1 970,059 0 20,361
SJW GROUP COM 784305104 24,736 348,114 SH   DFND 1 346,688 0 1,426
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 339 14,686 SH   DFND 1 13,286 0 1,400
SKECHERS USA INC-CL A CL A 830566105 62,601 1,449,437 SH   DFND 1 1,416,619 0 32,818
SKYLINE CHAMPION CORP COM 830830105 21,806 687,902 SH   DFND 1 687,902 0 0
SKYLINE CHAMPION CORP COM 830830105 881 27,799 SH   DFND 1 2 27,799 0 0
SKYWEST INC COM 830879102 44,801 693,207 SH   DFND 1 693,207 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 345,668 2,865,068 SH   DFND 1 2,850,638 0 14,430
SKYWORKS SOLUTIONS INC COM 83088M102 62 519 SH   DFND 1 2 519 0 0
SL GREEN REALTY CORP COM 78440X101 149,512 1,629,880 SH   DFND 1 1,626,231 0 3,649
SLAB 1.375 03/01/22 NOTE 1.375% 3/0 826919AB8 12,016 9,050,000 PRN   DFND 1 2 9,050,000 0 0
SLAB 1.375 03/01/22 NOTE 1.375% 3/0 826919AB8 1,393 1,050,000 PRN   DFND 1 1,050,000 0 0
SLACK TECHNOLOGIES INC- CL A COM CL A 83088V102 6,723 299,100 SH   DFND 1 299,100 0 0
SLEEP NUMBER CORP COM 83125X103 23,745 482,245 SH   DFND 1 482,245 0 0
SLEEP NUMBER CORP COM 83125X103 723 14,699 SH   DFND 1 2 14,699 0 0
SLM CORP COM 78442P106 45,770 5,136,987 SH   DFND 1 5,033,523 0 103,464
SM ENERGY CO COM 78454L100 16,180 1,439,511 SH   DFND 1 1,439,511 0 0
SM ENERGY CO COM 78454L100 233 20,759 SH   DFND 1 2 20,759 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 7,003 184,594 SH   DFND 1 184,594 0 0
SMART SAND INC COM 83191H107 865 343,453 SH   DFND 1 343,453 0 0
SMARTFINANCIAL INC COM NEW 83190L208 4,232 178,949 SH   DFND 1 178,949 0 0
SMARTSHEET INC-CLASS A COM CL A 83200N103 41,151 916,102 SH   DFND 1 916,102 0 0
SMILEDIRECTCLUB INC CL A COM 83192H106 4,042 462,552 SH   DFND 1 462,552 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 1,225 25,484 SH   DFND 1 24,332 0 1,152
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 41 864 SH   DFND 1 2 864 0 0
SMITH (A.O.) CORP COM 831865209 110,535 2,324,614 SH   DFND 1 2,318,454 0 6,160
SMITH (A.O.) CORP COM 831865209 38 804 SH   DFND 1 2 804 0 0
SMITH MICRO SOFTWARE INC COM NEW 832154207 827 207,921 SH   DFND 1 207,921 0 0
SNAP INC - A CL A 83304A106 110,569 6,778,202 SH   DFND 1 6,778,202 0 0
SNAP-ON INC COM 833034101 169,579 1,002,833 SH   DFND 1 1,000,213 0 2,620
SOGOU INC-ADR ADR REPSTG A 83409V104 308 67,793 SH   DFND 1 2 67,793 0 0
SOGOU INC-ADR ADR REPSTG A 83409V104 31 6,997 SH   DFND 1 6,997 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 435 38,947 SH   DFND 1 38,947 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 90 8,093 SH   DFND 1 2 8,093 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 40,284 423,641 SH   DFND 1 411,728 0 11,913
SOLAREDGE TECHNOLOGIES INC COM 83417M104 95 1,005 SH   DFND 1 2 1,005 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 5,703 407,421 SH   DFND 1 407,421 0 0
SOLARWINDS CORP COM 83417Q105 11,674 629,354 SH   DFND 1 629,354 0 0
SOLENO THERAPEUTICS INC COM NEW 834203200 167 56,899 SH   DFND 1 56,899 0 0
SOLID BIOSCIENCES INC COM 83422E105 1,224 275,214 SH   DFND 1 275,214 0 0
SOLIGENIX INC COM 834223307 29 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 22 75,942 SH   DFND 1 75,942 0 0
SOLITON INC COM 834251100 948 86,376 SH   DFND 1 86,376 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 11,825 381,464 SH   DFND 1 381,464 0 0
SONIM TECHNOLOGIES INC COM 83548F101 268 74,054 SH   DFND 1 74,054 0 0
SONOCO PRODUCTS CO COM 835495102 69,045 1,118,684 SH   DFND 1 1,093,751 0 24,933
SONOS INC COM 83570H108 14,039 898,807 SH   DFND 1 898,807 0 0
SONOS INC COM 83570H108 50 3,247 SH   DFND 1 2 3,247 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 6,628 97,483 SH   DFND 1 96,314 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 90 243,523 SH   DFND 1 243,523 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 5,780 1,710,214 SH   DFND 1 1,710,214 0 0
SOTHERLY HOTELS INC COM 83600C103 491 72,533 SH   DFND 1 72,533 0 0
SOURCE CAPITAL INC COM 836144105 2,240 57,897 SH   DFND 1 2 57,897 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 39,391 1,194,408 SH   DFND 1 1,194,408 0 0
SOUTH MOUNTAIN MERGER CORP-A COM CL A 838884104 493 50,000 SH   DFND 1 2 50,000 0 0
SOUTH MOUNTAIN MERGER CORP-A COM CL A 838884104 74 7,500 SH   DFND 1 7,500 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 1,602 76,773 SH   DFND 1 76,773 0 0
SOUTH STATE CORP COM 840441109 40,309 464,662 SH   DFND 1 464,662 0 0
SOUTHERN CO/THE COM 842587107 966,567 15,184,449 SH   DFND 1 15,135,957 0 48,492
SOUTHERN COPPER CORP COM 84265V105 10,738 254,411 SH   DFND 1 254,411 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 4,364 102,715 SH   DFND 1 102,715 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 45 1,071 SH   DFND 1 2 1,071 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 3,745 97,641 SH   DFND 1 97,641 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 4,149 253,797 SH   DFND 1 253,797 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 16,853 453,787 SH   DFND 1 453,787 0 0
SOUTHWEST AIRLINES CO COM 844741108 362,289 6,723,184 SH   DFND 1 6,701,915 0 21,269
SOUTHWEST AIRLINES CO COM 844741108 90 1,683 SH   DFND 1 2 1,683 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 54,806 721,425 SH   DFND 1 705,029 0 16,396
SOUTHWESTERN ENERGY CO COM 845467109 17,347 7,168,308 SH   DFND 1 7,168,308 0 0
SP PLUS CORP COM 78469C103 14,019 330,413 SH   DFND 1 330,413 0 0
SPAR GROUP INC COM 784933103 189 145,742 SH   DFND 1 145,742 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,947 211,039 SH   DFND 1 211,039 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 209 22,743 SH   DFND 1 2 22,743 0 0
SPARK NETWORKS SE-ADR SPONSORED ADR 846517100 395 87,406 SH   DFND 1 2 87,406 0 0
SPARK NETWORKS SE-ADR SPONSORED ADR 846517100 41 9,186 SH   DFND 1 9,186 0 0
SPARTAN MOTORS INC COM 846819100 7,924 438,278 SH   DFND 1 438,278 0 0
SPARTAN MOTORS INC COM 846819100 26 1,489 SH   DFND 1 2 1,489 0 0
SPARTANNASH CO COM 847215100 7,118 499,885 SH   DFND 1 499,885 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 833 7,746 PRN   DFND 1 7,746 0 0
SPECIAL OPPORTUNITIES FUND COM 84741T104 234 15,929 SH   DFND 1 2 15,929 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 31,257 486,199 SH   DFND 1 486,199 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 5,610 1,541,427 SH   DFND 1 1,541,427 0 0
SPERO THERAPEUTICS INC COM 84833T103 1,148 119,452 SH   DFND 1 119,452 0 0
SPHERE 3D CORP COM 84841L308 9 12,002 SH   DFND 1 12,002 0 0
SPIRE INC COM 84857L101 59,074 709,092 SH   DFND 1 693,791 0 15,301
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 81,084 1,113,628 SH   DFND 1 1,112,997 0 631
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 145 2,002 SH   DFND 1 2 2,002 0 0
SPIRIT AIRLINES INC COM 848577102 36,732 911,257 SH   DFND 1 911,257 0 0
SPIRIT OF TEXAS BANCSHARES I COM 84861D103 4,331 188,316 SH   DFND 1 188,316 0 0
SPIRIT REALTY CAPITAL INC COM NEW 84860W300 70,013 1,423,807 SH   DFND 1 1,373,652 0 50,155
SPLUNK INC COM 848637104 243,230 1,625,548 SH   DFND 1 1,619,308 0 6,240
SPOK HOLDINGS INC COM 84863T106 3,255 266,149 SH   DFND 1 266,149 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 5,061 630,300 SH   DFND 1 630,300 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 303 37,837 SH   DFND 1 2 37,837 0 0
SPOTIFY TECHNOLOGY SA SHS L8681T102 37,513 250,842 SH   DFND 1 250,842 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 122 77,334 SH   DFND 1 77,334 0 0
SPRINGWORKS THERAPEUTICS INC COM 85205L107 5,065 131,597 SH   DFND 1 131,597 0 0
SPRINT CORP COM 85207U105 31,283 6,012,278 SH   DFND 1 6,012,278 0 0
SPRINT CORP COM 85207U105 925 177,630 SH   DFND 1 2 177,630 0 0
SPROTT FOCUS TRUST INC COM 85208J109 185 25,204 SH   DFND 1 2 25,204 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 26,214 1,354,741 SH   DFND 1 1,325,791 0 28,950
SPS COMMERCE INC COM 78463M107 28,622 516,457 SH   DFND 1 516,457 0 0
SPS COMMERCE INC COM 78463M107 108 1,965 SH   DFND 1 2 1,965 0 0
SPX CORP COM 784635104 28,941 568,815 SH   DFND 1 568,815 0 0
SPX FLOW INC COM 78469X107 26,771 547,804 SH   DFND 1 547,804 0 0
SQUARE INC - A CL A 852234103 208,806 3,341,173 SH   DFND 1 3,340,687 0 486
SRAX INC CL A 78472M106 204 82,267 SH   DFND 1 82,267 0 0
SRC ENERGY INC COMSTK 78470V108 13,031 3,163,039 SH   DFND 1 3,163,039 0 0
SRC ENERGY INC COMSTK 78470V108 397 96,526 SH   DFND 1 2 96,526 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 148,546 2,421,639 SH   DFND 1 2,420,402 0 1,237
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 42 689 SH   DFND 1 2 689 0 0
SSR MINING INC COM 784730103 2,157 112,113 SH   DFND 1 112,113 0 0
SSSS 4.75 03/28/23 NOTE 4.750% 3/2 36191JAC5 5,213 5,530,000 PRN   DFND 1 2 5,530,000 0 0
ST JOE CO/THE COM 790148100 8,727 440,109 SH   DFND 1 440,109 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 16,968 482,471 SH   DFND 1 481,567 0 904
STAFFING 360 SOLUTIONS INC COM PAR 852387307 25 32,301 SH   DFND 1 32,301 0 0
STAG INDUSTRIAL INC COM 85254J102 54,278 1,719,316 SH   DFND 1 1,719,316 0 0
STAGE STORES INC COM NEW 85254C305 1,110 136,736 SH   DFND 1 136,736 0 0
STAMPS.COM INC COM NEW 852857200 19,036 227,924 SH   DFND 1 227,896 0 28
STANDARD MOTOR PRODS COM 853666105 14,207 266,960 SH   DFND 1 266,960 0 0
STANDEX INTERNATIONAL CORP COM 854231107 12,913 162,737 SH   DFND 1 162,737 0 0
STANLEY BLACK & DECKER INC COM 854502101 386,545 2,337,088 SH   DFND 1 2,329,933 0 7,155
STANTEC INC COM 85472N109 590 20,885 SH   DFND 1 20,885 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 927 78,527 SH   DFND 1 78,527 0 0
STAR GROUP LP UNIT LTD PARTNR 85512C105 183 19,387 SH   DFND 1 2 19,387 0 0
STAR GROUP LP UNIT LTD PARTNR 85512C105 18 1,985 SH   DFND 1 1,985 0 0
STARBUCKS CORP COM 855244109 1,633,457 18,603,871 SH   DFND 1 18,500,242 0 103,629
STARRETT (L.S.) CO -CL A CL A 855668109 145 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC COM 85570W100 8,153 314,679 SH   DFND 1 314,679 0 0
STARS GROUP INC COM 85570W100 958 36,734 SH   DFND 1 2 36,734 0 0
STARS GROUP INC/THE COM 85570W100 5,075 194,493 SH   DFND 1 194,493 0 0
STARTEK INC COM 85569C107 1,325 166,165 SH   DFND 1 166,165 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 83,668 3,361,305 SH   DFND 1 3,361,305 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 77 3,127 SH   DFND 1 2 3,127 0 0
STATE AUTO FINANCIAL CORP COM 855707105 8,031 258,899 SH   DFND 1 258,899 0 0
STATE STREET CORP COM 857477103 485,065 6,143,289 SH   DFND 1 6,125,558 0 17,731
STATE STREET CORP COM 857477103 2 34 SH   DFND 1 2 34 0 0
STEALTHGAS INC SHS Y81669106 116 34,051 SH   DFND 1 34,051 0 0
STEEL CONNECT INC COM 858098106 276 189,164 SH   DFND 1 189,164 0 0
STEEL DYNAMICS INC COM 858119100 103,876 3,032,837 SH   DFND 1 2,978,660 0 54,177
STEEL DYNAMICS INC COM 858119100 411 12,092 SH   DFND 1 2 12,092 0 0
STEELCASE INC-CL A CL A 858155203 28,416 1,388,885 SH   DFND 1 1,388,885 0 0
STEELCASE INC-CL A CL A 858155203 295 14,423 SH   DFND 1 2 14,423 0 0
STEIN MART INC COM 858375108 107 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 6,588 619,789 SH   DFND 1 619,789 0 0
STEPAN CO COM 858586100 34,052 332,418 SH   DFND 1 332,418 0 0
STEREOTAXIS INC COM NEW 85916J409 1,117 211,184 SH   DFND 1 211,184 0 0
STERICYCLE INC COM 858912108 67,666 1,060,445 SH   DFND 1 1,038,112 0 22,333
STERIS PLC SHS USD G8473T100 212,061 1,394,008 SH   DFND 1 1,390,198 0 3,810
STERIS PLC SHS USD G8473T100 34 224 SH   DFND 1 2 224 0 0
STERLING BANCORP INC/MI COM 85917W102 1,810 223,574 SH   DFND 1 223,574 0 0
STERLING BANCORP/DE COM 85917A100 49,171 2,332,607 SH   DFND 1 2,283,096 0 49,511
STERLING CONSTRUCTION CO COM 859241101 4,922 349,592 SH   DFND 1 349,592 0 0
STEVEN MADDEN LTD COM 556269108 51,898 1,206,650 SH   DFND 1 1,206,650 0 0
STEWART INFORMATION SERVICES COM 860372101 12,746 312,488 SH   DFND 1 312,488 0 0
STIFEL FINANCIAL CORP COM 860630102 56,259 927,608 SH   DFND 1 910,852 0 16,756
STITCH FIX INC-CLASS A COM CL A 860897107 10,977 427,789 SH   DFND 1 427,789 0 0
STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 502 18,673 SH   DFND 1 17,512 0 1,161
STOCK YARDS BANCORP INC COM 861025104 12,617 307,298 SH   DFND 1 307,298 0 0
STOCK YARDS BANCORP INC COM 861025104 150 3,659 SH   DFND 1 2 3,659 0 0
STOKE THERAPEUTICS INC COM 86150R107 3,390 119,717 SH   DFND 1 119,717 0 0
STONECO LTD-A COM CL A G85158106 4,207 105,480 SH   DFND 1 105,480 0 0
STONERIDGE INC COM 86183P102 10,153 346,316 SH   DFND 1 346,316 0 0
STORE CAPITAL CORP COM 862121100 104,029 2,793,489 SH   DFND 1 2,737,941 0 55,548
STRATA SKIN SCIENCES INC COM NEW 86272A206 84 40,596 SH   DFND 1 40,596 0 0
STRATASYS LTD SHS M85548101 6,448 318,839 SH   DFND 1 318,839 0 0
STRATEGIC EDUCATION INC COM 86272C103 47,383 298,199 SH   DFND 1 298,199 0 0
STRATTEC SECURITY CORP COM 863111100 512 23,060 SH   DFND 1 23,060 0 0
STRATUS PROPERTIES INC COM NEW 863167201 2,155 69,590 SH   DFND 1 69,590 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 110 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 828 396,604 SH   DFND 1 396,604 0 0
STRYKER CORP COM 863667101 959,204 4,579,220 SH   DFND 1 4,564,331 0 14,889
STRYKER CORP COM 863667101 127 608 SH   DFND 1 2 608 0 0
STURM RUGER & CO INC COM 864159108 10,961 233,071 SH   DFND 1 233,071 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 681 92,023 SH   DFND 1 80,313 0 11,710
SUMMER INFANT INC COM 865646103 18 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 3,334 123,084 SH   DFND 1 123,084 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 22,376 1,813,324 SH   DFND 1 1,786,616 0 26,708
SUMMIT MATERIALS INC -CL A CL A 86614U100 34,599 1,447,677 SH   DFND 1 1,447,677 0 0
SUN COMMUNITIES INC COM 866674104 220,210 1,468,009 SH   DFND 1 1,444,532 0 23,477
SUN LIFE FINANCIAL INC COM 866796105 40,250 877,627 SH   DFND 1 876,960 0 667
SUNCOKE ENERGY INC COM 86722A103 6,676 1,071,635 SH   DFND 1 1,069,047 0 2,588
SUNCOR ENERGY INC COM 867224107 77,112 2,328,441 SH   DFND 1 2,328,441 0 0
SUNCOR ENERGY INC COM 867224107 932 28,448 SH   DFND 1 2 28,448 0 0
SUNESIS PHARMACEUTICALS INC COM 867328700 213 632,647 SH   DFND 1 632,647 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 10 10,217 SH   DFND 1 10,217 0 0
SUNNOVA ENERGY INTERNATIONAL COM 86745K104 2,013 180,401 SH   DFND 1 180,401 0 0
SUNOPTA INC COM 8676EP108 113 45,709 SH   DFND 1 45,709 0 0
SUNPOWER CORP COM 867652406 8,638 1,107,463 SH   DFND 1 1,107,463 0 0
SUNRUN INC COM 86771W105 17,718 1,283,046 SH   DFND 1 1,283,046 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 64,820 4,656,669 SH   DFND 1 4,598,752 0 57,917
SUPERIOR DRILLING PRODUCTS I COM 868153107 71 87,066 SH   DFND 1 87,066 0 0
SUPERIOR GROUP OF COS INC COM 868358102 1,609 118,899 SH   DFND 1 118,899 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 735 199,310 SH   DFND 1 199,310 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 16,968 715,384 SH   DFND 1 715,384 0 0
SUPPORT.COM INC COM NEW 86858W200 121 111,827 SH   DFND 1 111,827 0 0
SURFACE ONCOLOGY INC COM 86877M209 146 78,051 SH   DFND 1 78,051 0 0
SURGERY PARTNERS INC COM 86881A100 4,723 301,698 SH   DFND 1 301,698 0 0
SURGERY PARTNERS INC COM 86881A100 338 21,617 SH   DFND 1 2 21,617 0 0
SURMODICS INC COM 868873100 10,686 257,943 SH   DFND 1 257,943 0 0
SUTRO BIOPHARMA INC COM 869367102 1,058 96,216 SH   DFND 1 96,216 0 0
SVB FINANCIAL GROUP COM 78486Q101 240,042 957,369 SH   DFND 1 955,060 0 2,309
SVB FINANCIAL GROUP COM 78486Q101 12 50 SH   DFND 1 2 50 0 0
SVMK INC COM 78489X103 21,553 1,206,115 SH   DFND 1 1,206,115 0 0
SWISS HELVETIA FUND COM 870875101 1,536 182,686 SH   DFND 1 2 182,686 0 0
SWITCH INC - A CL A 87105L104 8,654 584,003 SH   DFND 1 584,003 0 0
SYKES ENTERPRISES INC COM 871237103 23,346 631,158 SH   DFND 1 631,158 0 0
SYNA 0.5 06/15/22 NOTE 0.500% 6/1 87157DAD1 2,494 2,250,000 PRN   DFND 1 2 2,250,000 0 0
SYNA 0.5 06/15/22 NOTE 0.500% 6/1 87157DAD1 278 250,000 PRN   DFND 1 250,000 0 0
SYNACOR INC COM 871561106 244 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 1,273 98,681 SH   DFND 1 98,681 0 0
SYNAPTICS INC COM 87157D109 35,743 543,457 SH   DFND 1 535,256 0 8,201
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,561 539,308 SH   DFND 1 539,308 0 0
SYNCHRONY FINANCIAL COM 87165B103 436,326 12,132,678 SH   DFND 1 12,101,256 0 31,422
SYNCHRONY FINANCIAL COM 87165B103 25 710 SH   DFND 1 2 710 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 2,635 300,201 SH   DFND 1 300,201 0 0
SYNEOS HEALTH INC CL A 87166B102 54,310 913,161 SH   DFND 1 897,899 0 15,262
SYNLOGIC INC COM 87166L100 646 250,557 SH   DFND 1 250,557 0 0
SYNNEX CORP COM 87162W100 64,219 498,598 SH   DFND 1 488,584 0 10,014
SYNOPSYS INC COM 871607107 384,448 2,766,604 SH   DFND 1 2,753,891 0 12,713
SYNOPSYS INC COM 871607107 35 253 SH   DFND 1 2 253 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 66,117 1,686,665 SH   DFND 1 1,650,754 0 35,911
SYNTHETIC BIOLOGICS INC COM NEW 87164U201 8 17,633 SH   DFND 1 17,633 0 0
SYNTHORX INC COMSTK 87167A103 9,099 130,211 SH   DFND 1 130,211 0 0
SYNTHORX INC COMSTK 87167A103 524 7,500 SH   DFND 1 2 7,500 0 0
SYPRIS SOLUTIONS INC COM 871655106 39 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 3,286 475,546 SH   DFND 1 475,546 0 0
SYSCO CORP COM 871829107 599,696 7,026,714 SH   DFND 1 7,003,326 0 23,388
SYSCO CORP COM 871829107 0 4 SH   DFND 1 2 4 0 0
SYSTEMAX INC COM 871851101 6,144 244,215 SH   DFND 1 244,215 0 0
T ROWE PRICE GROUP INC COM 74144T108 525,951 4,323,806 SH   DFND 1 4,313,079 0 10,727
T2 BIOSYSTEMS INC COM 89853L104 443 378,741 SH   DFND 1 378,741 0 0
TABULA RASA HEALTHCARE INC COM 873379101 12,855 264,089 SH   DFND 1 264,089 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 17,527 259,635 SH   DFND 1 259,635 0 0
TAILORED BRANDS INC COM 87403A107 2,666 644,123 SH   DFND 1 644,123 0 0
TAIWAN FUND INC COM 874036106 450 21,910 SH   DFND 1 2 21,910 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADS 874039100 13,655 234,519 SH   DFND 1 230,421 0 4,098
TAKEDA PHARMACEUTIC-SP ADR SPONSORED ADS 874060205 1,242 62,974 SH   DFND 1 60,207 0 2,767
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 217,411 1,779,392 SH   DFND 1 1,769,573 0 9,819
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 193 1,577 SH   DFND 1 2 1,577 0 0
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 46,372 969,567 SH   DFND 1 968,957 0 610
TALEND SA - ADR ADS 874224207 954 24,408 SH   DFND 1 24,408 0 0
TALLGRASS ENERGY LP-CLASS A CLASS A SHS 874696107 649 29,380 SH   DFND 1 2 29,380 0 0
TALLGRASS ENERGY LP-CLASS A CLASS A SHS 874696107 183 8,293 SH   DFND 1 0 0 8,293
TALOS ENERGY INC COM 87484T108 8,144 270,138 SH   DFND 1 270,138 0 0
TALOS ENERGY INC COM 87484T108 88 2,926 SH   DFND 1 2 2,926 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 52,426 879,487 SH   DFND 1 879,487 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 24,140 1,638,842 SH   DFND 1 1,616,093 0 22,749
TANTECH HOLDINGS LTD COM G8675X107 57 31,503 SH   DFND 1 31,503 0 0
TAOPING INC COM G8675V101 10 20,266 SH   DFND 1 20,266 0 0
TAPESTRY INC COM 876030107 127,581 4,739,261 SH   DFND 1 4,726,865 0 12,396
TARENA INTERNATIONAL INC-ADR SPONSORED ADS 876108101 52 26,977 SH   DFND 1 26,977 0 0
TARGA RESOURCES CORP COM 87612G101 113,364 2,764,588 SH   DFND 1 2,751,776 0 12,812
TARGET CORP COM 87612E106 1,015,815 7,931,209 SH   DFND 1 7,907,815 0 23,394
TARGET CORP COM 87612E106 28 221 SH   DFND 1 2 221 0 0
TARGET HOSPITALITY CORP COM 87615L107 2,169 433,824 SH   DFND 1 433,824 0 0
TARGET HOSPITALITY CORP-CW25 *W EXP 03/15/202 87615L115 418 804,925 SH   DFND 1 2 804,925 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 548 6,241 SH   DFND 1 2 6,241 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 123 1,409 SH   DFND 1 1,409 0 0
TARONIS TECHNOLOGIES INC COM NEW 876214206 138 152,240 SH   DFND 1 152,240 0 0
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 442 34,255 SH   DFND 1 33,562 0 693
TAUBMAN CENTERS INC COM 876664103 28,420 914,146 SH   DFND 1 899,144 0 15,002
TAYLOR MORRISON HOME CORP COM 87724P106 34,338 1,570,840 SH   DFND 1 1,570,676 0 164
TAYLOR MORRISON HOME CORP COM 87724P106 642 29,396 SH   DFND 1 2 29,396 0 0
TC ENERGY CORP COM 87807B107 76,471 1,422,955 SH   DFND 1 1,371,503 0 51,452
TCF FINANCIAL CORP COM 872307103 82,329 1,759,169 SH   DFND 1 1,721,576 0 37,593
TCR2 THERAPEUTICS INC COM 87808K106 2,509 175,719 SH   DFND 1 175,719 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 160,618 3,234,486 SH   DFND 1 3,232,054 0 2,432
TD AMERITRADE HOLDING CORP COM 87236Y108 1,089 21,930 SH   DFND 1 2 21,930 0 0
TE CONNECTIVITY LTD REG SHS H84989104 416,959 4,360,351 SH   DFND 1 4,345,345 0 15,006
TE CONNECTIVITY LTD REG SHS H84989104 47 495 SH   DFND 1 2 495 0 0
TEAM INC COM 878155100 6,376 399,269 SH   DFND 1 399,269 0 0
TECH DATA CORP COM 878237106 76,284 531,228 SH   DFND 1 522,550 0 8,678
TECH DATA CORP COM 878237106 948 6,608 SH   DFND 1 2 6,608 0 0
TECHNIPFMC PLC COM G87110105 119,657 5,594,572 SH   DFND 1 5,575,752 0 18,820
TECHNIPFMC PLC COM G87110105 83 3,909 SH   DFND 1 2 3,909 0 0
TECHTARGET COM 87874R100 8,398 321,772 SH   DFND 1 321,772 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 12,837 735,431 SH   DFND 1 734,989 0 442
TECNOGLASS INC SHS G87264100 1,232 149,385 SH   DFND 1 149,385 0 0
TEEKAY CORP COM Y8564W103 2,052 385,889 SH   DFND 1 385,889 0 0
TEEKAY CORP COM Y8564W103 294 55,372 SH   DFND 1 2 55,372 0 0
TEEKAY LNG PARTNERS LP PRTNRSP UNITS Y8564M105 343 22,077 SH   DFND 1 2 22,077 0 0
TEEKAY LNG PARTNERS LP PRTNRSP UNITS Y8564M105 35 2,274 SH   DFND 1 2,274 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N300 4,432 184,918 SH   DFND 1 184,918 0 0
TEGNA INC COM 87901J105 49,453 2,963,077 SH   DFND 1 2,908,951 0 54,126
TEJON RANCH CO COM 879080109 4,179 261,553 SH   DFND 1 261,553 0 0
TEKLA HEALTHCARE INVESTORS SH BEN INT 87911J103 593 28,425 SH   DFND 1 2 28,425 0 0
TELA BIO INC COM 872381108 303 23,429 SH   DFND 1 23,429 0 0
TELADOC HEALTH INC COM 87918A105 77,961 931,217 SH   DFND 1 931,035 0 182
TELARIA INC COM 879181105 4,512 512,228 SH   DFND 1 512,228 0 0
TELECOM ARGENTINA SA-SP ADR SPON ADR REP B 879273209 2,437 216,375 SH   DFND 1 216,375 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 154,538 446,315 SH   DFND 1 437,234 0 9,081
TELEDYNE TECHNOLOGIES INC COM 879360105 491 1,418 SH   DFND 1 2 1,418 0 0
TELEFLEX INC COM 879369106 272,148 724,440 SH   DFND 1 722,336 0 2,104
TELEFLEX INC COM 879369106 7 21 SH   DFND 1 2 21 0 0
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 285 40,983 SH   DFND 1 38,927 0 2,056
TELEKOMUNIK INDONESIA-SP ADR SPONSORED ADR 715684106 444 15,607 SH   DFND 1 14,825 0 782
TELENAV INC COM 879455103 2,524 519,424 SH   DFND 1 519,424 0 0
TELENAV INC COM 879455103 234 48,318 SH   DFND 1 2 48,318 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 28,220 1,109,726 SH   DFND 1 1,085,760 0 23,966
TELIGENT INC COM 87960W104 142 335,340 SH   DFND 1 335,340 0 0
TELLURIAN INC COM 87968A104 10,225 1,404,663 SH   DFND 1 1,404,663 0 0
TELUS CORP COM 87971M103 12,959 336,805 SH   DFND 1 335,287 0 1,518
TELUS CORP COM 87971M103 24 621 SH   DFND 1 2 621 0 0
TEMPLETON DRAGON FUND INC COM 88018T101 2,016 103,693 SH   DFND 1 2 103,693 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 219 35,839 SH   DFND 1 2 35,839 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 48,571 557,914 SH   DFND 1 546,779 0 11,135
TENABLE HOLDINGS INC COM 88025T102 13,948 582,151 SH   DFND 1 582,151 0 0
TENARIS SA-ADR SPONSORED ADS 88031M109 605 26,738 SH   DFND 1 2 26,738 0 0
TENARIS SA-ADR SPONSORED ADS 88031M109 334 14,777 SH   DFND 1 14,777 0 0
TENAX THERAPEUTICS INC COM NEW 88032L209 46 33,068 SH   DFND 1 33,068 0 0
TENCENT MUSIC ENTERTAINM-ADR SPON ADS 88034P109 2,497 214,485 SH   DFND 1 214,485 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 57,843 1,521,002 SH   DFND 1 1,495,541 0 25,461
TENET HEALTHCARE CORP COM NEW 88033G407 158 4,159 SH   DFND 1 2 4,159 0 0
TENGASCO INC COM PAR 88033R502 36 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 18,368 235,731 SH   DFND 1 235,731 0 0
TENNECO INC-CLASS A CL A VTG COM STK 880349105 9,402 717,749 SH   DFND 1 717,749 0 0
TERADATA CORP COM 88076W103 32,275 1,205,645 SH   DFND 1 1,178,075 0 27,570
TERADATA CORP COM 88076W103 469 17,547 SH   DFND 1 2 17,547 0 0
TERADYNE INC COM 880770102 146,599 2,151,596 SH   DFND 1 2,110,526 0 41,070
TEREX CORP COM 880779103 25,318 850,173 SH   DFND 1 834,098 0 16,075
TERNIUM SA-SPONSORED ADR SPONSORED ADS 880890108 200 9,109 SH   DFND 1 2 9,109 0 0
TERNIUM SA-SPONSORED ADR SPONSORED ADS 880890108 82 3,766 SH   DFND 1 3,766 0 0
TERRAFORM POWER INC - A COM CL A 88104R209 19,206 1,247,976 SH   DFND 1 1,239,096 0 8,880
TERRENO REALTY CORP COM 88146M101 46,688 862,360 SH   DFND 1 862,360 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,652 85,729 SH   DFND 1 85,729 0 0
TESLA INC COM 88160R101 538,337 1,288,228 SH   DFND 1 1,281,064 0 7,164
TESSCO TECHNOLOGIES INC COM 872386107 1,073 95,704 SH   DFND 1 95,704 0 0
TETRA TECH INC COM 88162G103 67,316 781,291 SH   DFND 1 767,913 0 13,378
TETRA TECH INC COM 88162G103 37 433 SH   DFND 1 2 433 0 0
TETRA TECHNOLOGIES INC COM 88162F105 3,004 1,533,032 SH   DFND 1 1,533,032 0 0
TETRA TECHNOLOGIES INC COM 88162F105 25 12,837 SH   DFND 1 2 12,837 0 0
TETRAPHASE PHARMACEUTICALS I COM NEW 88165N204 86 30,826 SH   DFND 1 30,826 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 3,412 3,600,000 PRN   DFND 1 2 3,600,000 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 380 400,000 PRN   DFND 1 400,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADS 881624209 40,906 4,185,375 SH   DFND 1 4,184,430 0 945
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADS 881624209 708 72,307 SH   DFND 1 2 72,307 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 33,102 583,090 SH   DFND 1 570,759 0 12,331
TEXAS INSTRUMENTS INC COM 882508104 1,991,230 15,546,523 SH   DFND 1 15,465,848 0 80,675
TEXAS INSTRUMENTS INC COM 882508104 336 2,622 SH   DFND 1 2 2,622 0 0
TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 1,340 1,716 SH   DFND 1 2 1,716 0 0
TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 139 178 SH   DFND 1 178 0 0
TEXAS ROADHOUSE INC COM 882681109 54,268 963,572 SH   DFND 1 947,569 0 16,003
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 3,086 288,204 SH   DFND 1 288,204 0 0
TEXTRON INC COM 883203101 160,831 3,613,414 SH   DFND 1 3,603,125 0 10,289
TEXTRON INC COM 883203101 337 7,560 SH   DFND 1 2 7,560 0 0
TFS FINANCIAL CORP COM 87240R107 15,732 799,406 SH   DFND 1 799,406 0 0
TG THERAPEUTICS INC COM 88322Q108 12,218 1,100,803 SH   DFND 1 1,100,803 0 0
THE BANK OF PRINCETON COM 064520109 2,065 65,581 SH   DFND 1 65,581 0 0
THE9 LTD-ADR SPON ADS 88337K203 22 23,845 SH   DFND 1 23,845 0 0
THERAPEUTICSMD INC COM 88338N107 7,292 3,013,432 SH   DFND 1 3,013,432 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 15,827 611,348 SH   DFND 1 611,348 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,795,934 5,540,826 SH   DFND 1 5,522,132 0 18,694
THERMO FISHER SCIENTIFIC INC COM 883556102 30 95 SH   DFND 1 2 95 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 11,524 430,011 SH   DFND 1 430,011 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 10,720 1,019,023 SH   DFND 1 1,019,023 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 160 15,302 SH   DFND 1 2 15,302 0 0
THL CREDIT INC COM 872438106 359 56,950 SH   DFND 1 2 56,950 0 0
THL CREDIT INC COM 872438106 36 5,813 SH   DFND 1 5,813 0 0
THOMSON REUTERS CORP COM NEW 884903709 21,719 304,971 SH   DFND 1 304,971 0 0
THOR INDUSTRIES INC COM 885160101 46,295 623,168 SH   DFND 1 609,640 0 13,528
TIBERIUS ACQUISITION CO-CW21 *W EXP 02/28/202 88633A115 1,197 1,050,000 SH   DFND 1 2 1,050,000 0 0
TIBERIUS ACQUISITION CO-CW21 *W EXP 02/28/202 88633A115 0 1 SH   DFND 1 1 0 0
TIDEWATER INC COM 88642R109 9,534 494,518 SH   DFND 1 494,518 0 0
TIFFANY & CO COM 886547108 227,972 1,709,197 SH   DFND 1 1,704,364 0 4,833
TIFFANY & CO COM 886547108 3,365 25,179 SH   DFND 1 2 25,179 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 3,474 283,606 SH   DFND 1 283,606 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 238 19,475 SH   DFND 1 2 19,475 0 0
TILRAY INC-CLASS 2 COMMON COM CL 2 88688T100 864 50,440 SH   DFND 1 50,440 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 628 32,903 SH   DFND 1 2 32,903 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 69 3,646 SH   DFND 1 3,646 0 0
TIMBERLAND BANCORP INC COM 887098101 2,759 92,794 SH   DFND 1 92,794 0 0
TIMKEN CO COM 887389104 45,551 808,939 SH   DFND 1 792,341 0 16,598
TIMKEN CO COM 887389104 566 10,055 SH   DFND 1 2 10,055 0 0
TIMKENSTEEL CORP COM 887399103 4,497 573,309 SH   DFND 1 573,309 0 0
TIPTREE INC COM 88822Q103 2,553 313,663 SH   DFND 1 313,663 0 0
TISI 5 08/01/23 NOTE 5.000% 8/0 878155AE0 8,355 8,000,000 PRN   DFND 1 2 8,000,000 0 0
TISI 5 08/01/23 NOTE 5.000% 8/0 878155AE0 838 800,000 PRN   DFND 1 800,000 0 0
TITAN INTERNATIONAL INC COM 88830M102 2,475 683,709 SH   DFND 1 683,709 0 0
TITAN MACHINERY INC COM 88830R101 3,756 254,162 SH   DFND 1 253,578 0 584
TITAN PHARMACEUTICALS INC COM 888314507 16 82,664 SH   DFND 1 82,664 0 0
TIVITY HEALTH INC COM 88870R102 12,390 609,012 SH   DFND 1 609,000 0 12
TIVO CORP COM 88870P106 14,554 1,716,380 SH   DFND 1 1,716,018 0 362
TJX COMPANIES INC COM 872540109 1,060,534 17,406,464 SH   DFND 1 17,352,012 0 54,452
TLRY 5 10/01/23 NOTE 5.000%10/0 88688TAB6 2,080 4,000,000 PRN   DFND 1 2 4,000,000 0 0
T-MOBILE US INC COM 872590104 396,570 5,067,258 SH   DFND 1 5,019,026 0 48,232
T-MOBILE US INC COM 872590104 383 4,890 SH   DFND 1 2 4,890 0 0
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 9,490 9,250,000 PRN   DFND 1 2 9,250,000 0 0
TOCAGEN INC COM 888846102 175 329,250 SH   DFND 1 329,250 0 0
TOLL BROTHERS INC COM 889478103 60,141 1,522,179 SH   DFND 1 1,490,517 0 31,662
TOLL BROTHERS INC COM 889478103 65 1,665 SH   DFND 1 2 1,665 0 0
TOMPKINS FINANCIAL CORP COM 890110109 15,961 174,443 SH   DFND 1 174,443 0 0
TOOTSIE ROLL INDS COM 890516107 8,230 241,094 SH   DFND 1 236,965 0 4,129
TOPBUILD CORP COM 89055F103 46,055 446,795 SH   DFND 1 446,707 0 88
TOPBUILD CORP COM 89055F103 336 3,265 SH   DFND 1 2 3,265 0 0
TORCHLIGHT ENERGY RESOURCES COM 89102U103 304 400,933 SH   DFND 1 400,933 0 0
TORO CO COM 891092108 99,202 1,244,946 SH   DFND 1 1,218,394 0 26,552
TORONTO-DOMINION BANK COM NEW 891160509 148,608 2,635,994 SH   DFND 1 2,635,039 0 955
TORTOISE ACQUISITION -CW24 *W EXP 03/04/202 89154L118 46 100,000 SH   DFND 1 2 100,000 0 0
TORTOISE ENERGY INDEPENDENCE COM 89148K101 119 27,547 SH   DFND 1 2 27,547 0 0
TORTOISE ENERGY INFRASTRUCT COM 89147L100 647 36,133 SH   DFND 1 2 36,133 0 0
TOTAL SA-SPON ADR SPONSORED ADS 89151E109 2,413 43,651 SH   DFND 1 43,651 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,717 71,392 SH   DFND 1 71,392 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 199 8,274 SH   DFND 1 2 8,274 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 317 185,697 SH   DFND 1 185,697 0 0
TOWNE BANK COM 89214P109 24,784 890,885 SH   DFND 1 890,885 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 439 44,038 SH   DFND 1 44,038 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 3,213 22,867 SH   DFND 1 21,662 0 1,205
TPG RE FINANCE TRUST INC COM 87266M107 14,279 704,485 SH   DFND 1 704,485 0 0
TPI COMPOSITES INC COM 87266J104 8,002 432,330 SH   DFND 1 432,330 0 0
TRACTOR SUPPLY COMPANY COM 892356106 176,246 1,889,964 SH   DFND 1 1,884,540 0 5,424
TRACTOR SUPPLY COMPANY COM 892356106 37 397 SH   DFND 1 2 397 0 0
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 114,166 439,472 SH   DFND 1 439,291 0 181
TRADEWEB MARKETS INC-CLASS A CL A 892672106 24,217 522,493 SH   DFND 1 522,493 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 424 38,709 SH   DFND 1 38,709 0 0
TRANSALTA CORP COM 89346D107 276 38,635 SH   DFND 1 38,635 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 47 97,946 SH   DFND 1 97,946 0 0
TRANSCAT INC COM 893529107 3,255 102,188 SH   DFND 1 102,188 0 0
TRANSCONTINENTAL REALTY INV COM NEW 893617209 1,003 25,157 SH   DFND 1 25,157 0 0
TRANSDIGM GROUP INC COM 893641100 432,840 774,495 SH   DFND 1 772,258 0 2,237
TRANSDIGM GROUP INC COM 893641100 333 595 SH   DFND 1 2 595 0 0
TRANSENTERIX INC COM 89366M300 272 185,601 SH   DFND 1 185,241 0 360
TRANSGLOBE ENERGY CORP COM 893662106 118 84,684 SH   DFND 1 84,684 0 0
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TRANSOCEAN LTD REG SHS H8817H100 179 26,100 SH   DFND 1 2 26,100 0 0
TRANSPORTADOR GAS SUR-SP B SPONSORED ADS B 893870204 160 22,442 SH   DFND 1 22,442 0 0
TRANSUNION COM 89400J107 157,899 1,846,303 SH   DFND 1 1,846,303 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 874 50,967 SH   DFND 1 50,967 0 0
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TREX COMPANY INC COM 89531P105 72,746 809,375 SH   DFND 1 795,078 0 14,297
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TRIBUNE PUBLISHING CO COM 89609W107 3,672 279,061 SH   DFND 1 279,061 0 0
TRICIDA INC COM 89610F101 13,692 362,812 SH   DFND 1 362,812 0 0
TRICO BANCSHARES COM 896095106 15,425 377,978 SH   DFND 1 377,978 0 0
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TRIMAS CORP COM NEW 896215209 19,665 626,075 SH   DFND 1 626,075 0 0
TRIMBLE INC COM 896239100 125,410 3,010,745 SH   DFND 1 2,949,687 0 61,058
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TRINE ACQUISITION CORP-CW24 *W EXP 03/31/202 89628U116 13 15,000 SH   DFND 1 15,000 0 0
TRINET GROUP INC COM 896288107 39,195 692,383 SH   DFND 1 692,383 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 14 13,909 SH   DFND 1 13,909 0 0
TRINITY INDUSTRIES INC COM 896522109 24,576 1,109,552 SH   DFND 1 1,085,499 0 24,053
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TRINSEO SA SHS L9340P101 372 10,011 SH   DFND 1 2 10,011 0 0
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TRUSTCO BANK CORP NY COM 898349105 12,088 1,394,346 SH   DFND 1 1,394,346 0 0
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TSLA 1.25 03/01/21 NOTE 1.250% 3/0 88160RAC5 6,373 5,000,000 PRN   DFND 1 2 5,000,000 0 0
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TTEC HOLDINGS INC COM 89854H102 9,984 252,001 SH   DFND 1 252,001 0 0
TTM TECHNOLOGIES COM 87305R109 20,611 1,369,541 SH   DFND 1 1,369,541 0 0
TTMI 1.75 12/15/20 NOTE 1.750%12/1 87305RAD1 9,784 6,210,000 PRN   DFND 1 2 6,210,000 0 0
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TUCOWS INC-CLASS A COM NEW 898697206 3,740 60,542 SH   DFND 1 60,542 0 0
TUESDAY MORNING CORP COM NEW 899035505 666 360,523 SH   DFND 1 360,523 0 0
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TUPPERWARE BRANDS CORP COM 899896104 5,440 634,138 SH   DFND 1 634,138 0 0
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TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 243 41,902 SH   DFND 1 40,281 0 1,621
TURNING POINT BRANDS INC COM 90041L105 3,244 113,455 SH   DFND 1 113,455 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 16,896 271,255 SH   DFND 1 271,255 0 0
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TURTLE BEACH CORP COM NEW 900450206 1,043 110,455 SH   DFND 1 110,234 0 221
TUTOR PERINI CORP COM 901109108 6,670 518,667 SH   DFND 1 518,667 0 0
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TWIN RIVER WORLDWIDE HOLDING COM 90171V204 6,761 263,605 SH   DFND 1 263,605 0 0
TWIST BIOSCIENCE CORP COM 90184D100 6,685 318,347 SH   DFND 1 318,347 0 0
TWITTER INC COM 90184L102 369,591 11,556,005 SH   DFND 1 11,520,533 0 35,472
TWITTER INC COM 90184L102 39 1,237 SH   DFND 1 2 1,237 0 0
TWO HARBORS INVESTMENT CORP COM NEW 90187B408 54,878 3,724,521 SH   DFND 1 3,720,156 0 4,365
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TYLER TECHNOLOGIES INC COM 902252105 126,509 422,065 SH   DFND 1 412,510 0 9,555
TYME TECHNOLOGIES INC COM 90238J103 1,040 743,190 SH   DFND 1 743,190 0 0
TYSON FOODS INC-CL A CL A 902494103 475,321 5,230,407 SH   DFND 1 5,214,973 0 15,434
TYSON FOODS INC-CL A CL A 902494103 32 359 SH   DFND 1 2 359 0 0
U S ENERGY CORP - WYOMING COMSTK 911805208 5 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 86 59,912 SH   DFND 1 59,912 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 20,211 176,748 SH   DFND 1 176,748 0 0
UBER TECHNOLOGIES INC COM 90353T100 66,909 2,251,720 SH   DFND 1 2,251,720 0 0
UBER TECHNOLOGIES INC COM 90353T100 103 3,471 SH   DFND 1 2 3,471 0 0
UBIQUITI INC COM 90353W103 22,886 121,106 SH   DFND 1 121,106 0 0
UBS GROUP AG-REG SHS H42097107 2,796 222,296 SH   DFND 1 219,001 0 3,295
UDR INC COM 902653104 267,581 5,739,145 SH   DFND 1 5,725,993 0 13,152
UFP TECHNOLOGIES INC COM 902673102 4,758 95,927 SH   DFND 1 95,927 0 0
UFP TECHNOLOGIES INC COM 902673102 130 2,626 SH   DFND 1 2 2,626 0 0
UGI CORP COM 902681105 127,360 2,822,211 SH   DFND 1 2,770,076 0 52,135
ULTA BEAUTY INC COM 90384S303 229,130 906,958 SH   DFND 1 902,052 0 4,906
ULTA BEAUTY INC COM 90384S303 44 176 SH   DFND 1 2 176 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 14,108 601,117 SH   DFND 1 600,613 0 504
ULTRA CLEAN HOLDINGS INC COM 90385V107 121 5,161 SH   DFND 1 2 5,161 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 31,812 744,855 SH   DFND 1 744,855 0 0
ULTRALIFE CORP COM 903899102 772 104,476 SH   DFND 1 104,476 0 0
UMB FINANCIAL CORP COM 902788108 44,562 649,224 SH   DFND 1 638,639 0 10,585
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UMPQUA HOLDINGS CORP COM 904214103 46,888 2,649,056 SH   DFND 1 2,593,332 0 55,724
UNDER ARMOUR INC-CLASS A CL A 904311107 62,671 2,907,633 SH   DFND 1 2,899,245 0 8,388
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UNIFI INC COM NEW 904677200 4,973 196,891 SH   DFND 1 196,891 0 0
UNIFIRST CORP/MA COM 904708104 59,481 294,493 SH   DFND 1 294,493 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 2,097 36,512 SH   DFND 1 34,784 0 1,728
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 2,199 38,468 SH   DFND 1 34,843 0 3,625
UNION ACQUISITION COR -CW25 *W EXP 04/01/202 G9402Q126 130 347,908 SH   DFND 1 2 347,908 0 0
UNION ACQUISITION COR -CW25 *W EXP 04/01/202 G9402Q126 13 38,892 SH   DFND 1 38,892 0 0
UNION ACQUISITION CORP II SHS G9402Q100 208 21,178 SH   DFND 1 21,178 0 0
UNION BANKSHARES INC /VT COM 905400107 1,795 49,528 SH   DFND 1 49,528 0 0
UNION PACIFIC CORP COM 907818108 1,721,363 9,539,764 SH   DFND 1 9,506,973 0 32,791
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UNISYS CORP COM NEW 909214306 13 1,155 SH   DFND 1 2 1,155 0 0
UNIT CORP COM 909218109 514 740,046 SH   DFND 1 740,046 0 0
UNITED AIRLINES HOLDINGS INC COM 910047109 319,053 3,627,321 SH   DFND 1 3,607,490 0 19,831
UNITED AIRLINES HOLDINGS INC COM 910047109 155 1,762 SH   DFND 1 2 1,762 0 0
UNITED BANCORP INC/OHIO COM 909911109 595 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 54,160 1,400,952 SH   DFND 1 1,374,947 0 26,005
UNITED COMMUNITY BANKS/GA COM 90984P303 33,666 1,090,231 SH   DFND 1 1,090,231 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 7,841 672,475 SH   DFND 1 672,475 0 0
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UNITED INSURANCE HOLDINGS CO COM 910710102 4,269 338,583 SH   DFND 1 338,583 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 2,465 920,117 SH   DFND 1 2 920,117 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 830 295,009 SH   DFND 1 282,143 0 12,866
UNITED NATURAL FOODS INC COM 911163103 6,018 687,025 SH   DFND 1 684,574 0 2,451
UNITED PARCEL SERVICE-CL B CL B 911312106 1,090,158 9,333,183 SH   DFND 1 9,300,693 0 32,490
UNITED RENTALS INC COM 911363109 197,590 1,187,228 SH   DFND 1 1,183,611 0 3,617
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UNITED THERAPEUTICS CORP COM 91307C102 47,382 537,953 SH   DFND 1 527,200 0 10,753
UNITED THERAPEUTICS CORP COM 91307C102 152 1,736 SH   DFND 1 2 1,736 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,922,552 13,371,451 SH   DFND 1 13,326,857 0 44,594
UNITI GROUP INC COM 91325V108 22,972 2,797,918 SH   DFND 1 2,796,886 0 1,032
UNITIL CORP COM 913259107 12,486 201,978 SH   DFND 1 201,156 0 822
UNITY BANCORP INC COM 913290102 2,514 111,406 SH   DFND 1 111,406 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 2,569 356,349 SH   DFND 1 356,349 0 0
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UNIVERSAL DISPLAY CORP COM 91347P105 107,949 523,850 SH   DFND 1 513,459 0 10,391
UNIVERSAL ELECTRONICS INC COM 913483103 10,267 196,479 SH   DFND 1 196,479 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 75 1,442 SH   DFND 1 2 1,442 0 0
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UNIVERSAL FOREST PRODUCTS COM 913543104 220 4,631 SH   DFND 1 2 4,631 0 0
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URBAN EDGE PROPERTIES COM 91704F104 37,908 1,976,461 SH   DFND 1 1,948,240 0 28,221
URBAN ONE INC CL D NON VTG 91705J204 315 166,311 SH   DFND 1 166,311 0 0
URBAN OUTFITTERS INC COM 917047102 24,044 865,830 SH   DFND 1 848,543 0 17,287
UROGEN PHARMA LTD COM M96088105 4,089 122,544 SH   DFND 1 122,544 0 0
UROVANT SCIENCES LTD SHS G9381B108 1,235 79,656 SH   DFND 1 79,656 0 0
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US BANCORP COM NEW 902973304 1,235,796 20,888,058 SH   DFND 1 20,819,826 0 68,232
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US FOODS HOLDING CORP COM 912008109 130,177 3,107,608 SH   DFND 1 3,107,608 0 0
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USANA HEALTH SCIENCES INC COM 90328M107 16,378 208,512 SH   DFND 1 208,512 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 5,382 49,885 SH   DFND 1 49,885 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 62 21,290 SH   DFND 1 21,290 0 0
UXIN LTD - ADR ADS 91818X108 302 133,835 SH   DFND 1 133,835 0 0
VAALCO ENERGY INC COM NEW 91851C201 833 375,489 SH   DFND 1 375,489 0 0
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VALERO ENERGY CORP COM 91913Y100 555,673 5,946,593 SH   DFND 1 5,928,148 0 18,445
VALERO ENERGY CORP COM 91913Y100 246 2,627 SH   DFND 1 2 2,627 0 0
VALHI INC COM 918905100 682 365,232 SH   DFND 1 365,232 0 0
VALLEY NATIONAL BANCORP COM 919794107 62,333 5,443,948 SH   DFND 1 5,345,978 0 97,970
VALMONT INDUSTRIES COM 920253101 37,310 249,102 SH   DFND 1 243,818 0 5,284
VALUE LINE INC COM 920437100 726 25,144 SH   DFND 1 25,144 0 0
VALVOLINE INC COM 92047W101 48,034 2,211,038 SH   DFND 1 2,164,866 0 46,172
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VBI VACCINES INC COM NEW 91822J103 3,378 2,447,848 SH   DFND 1 2,447,848 0 0
VECTOIQ ACQUISITION CO-CW23 *W EXP 05/11/202 92243N111 680 1,360,334 SH   DFND 1 2 1,360,334 0 0
VECTOR GROUP LTD COM 92240M108 21,385 1,597,110 SH   DFND 1 1,597,110 0 0
VECTRUS INC COM 92242T101 7,699 150,198 SH   DFND 1 149,280 0 918
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 368 42,657 SH   DFND 1 41,074 0 1,583
VEECO INSTRUMENTS INC COM 922417100 10,454 711,925 SH   DFND 1 711,925 0 0
VEECO INSTRUMENTS INC COM 922417100 48 3,293 SH   DFND 1 2 3,293 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 256,026 1,821,501 SH   DFND 1 1,821,501 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 2,187 15,553 SH   DFND 1 2 15,553 0 0
VENATOR MATERIALS PLC SHS G9329Z100 1,512 394,784 SH   DFND 1 394,784 0 0
VENTAS INC COM 92276F100 433,824 7,525,289 SH   DFND 1 7,409,744 0 115,545
VENUS CONCEPT INC COM 92332W105 275 58,594 SH   DFND 1 58,594 0 0
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VEON LTD SPONSORED ADR 91822M106 1,572 621,600 SH   DFND 1 2 621,600 0 0
VEONEER INC COM 92336X109 12,115 775,612 SH   DFND 1 775,612 0 0
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VEREIT INC COM 92339V100 114,268 12,377,598 SH   DFND 1 12,081,264 0 296,334
VERICEL CORP COM 92346J108 10,746 617,609 SH   DFND 1 617,126 0 483
VERINT SYSTEMS INC COM 92343X100 59,246 1,070,210 SH   DFND 1 1,070,210 0 0
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VERITIV CORP COM 923454102 75 3,826 SH   DFND 1 2 3,826 0 0
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VERIZON COMMUNICATIONS INC COM 92343V104 3,828,797 62,480,826 SH   DFND 1 62,286,195 0 194,631
VERIZON COMMUNICATIONS INC COM 92343V104 322 5,253 SH   DFND 1 2 5,253 0 0
VERMILION ENERGY INC COM 923725105 2,032 112,028 SH   DFND 1 112,028 0 0
VERMILLION INC COM NEW 92407M206 193 239,052 SH   DFND 1 239,052 0 0
VERRA MOBILITY CORP COM 92511U102 23,192 1,657,815 SH   DFND 1 1,657,815 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 2,593 163,235 SH   DFND 1 163,235 0 0
VERSO CORP - A CL A 92531L207 8,326 461,823 SH   DFND 1 460,108 0 1,715
VERTEX ENERGY INC COM 92534K107 140 91,228 SH   DFND 1 91,228 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 779,890 3,570,134 SH   DFND 1 3,548,099 0 22,035
VERTEX PHARMACEUTICALS INC COM 92532F100 449 2,054 SH   DFND 1 2 2,054 0 0
VERU INC COM 92536C103 946 282,604 SH   DFND 1 282,604 0 0
VERU INC COM 92536C103 279 83,375 SH   DFND 1 2 83,375 0 0
VF CORP COM 918204108 435,550 4,380,889 SH   DFND 1 4,366,188 0 14,701
VIACOMCBS INC - CLASS A CL A 92556H107 3,364 74,974 SH   DFND 1 74,974 0 0
VIACOMCBS INC - CLASS B CL B 92556H206 370,110 8,835,849 SH   DFND 1 8,811,037 0 24,812
VIACOMCBS INC - CLASS B CL B 92556H206 236 5,646 SH   DFND 1 2 5,646 0 0
VIAD CORP COM NEW 92552R406 17,960 266,086 SH   DFND 1 266,086 0 0
VIASAT INC COM 92552V100 49,390 674,783 SH   DFND 1 660,648 0 14,135
VIAVI SOLUTIONS INC COM 925550105 46,984 3,132,312 SH   DFND 1 3,132,312 0 0
VICI PROPERTIES INC COM 925652109 135,035 5,289,830 SH   DFND 1 5,170,065 0 119,765
VICI PROPERTIES INC COM 925652109 6 241 SH   DFND 1 2 241 0 0
VICOR CORP COM 925815102 11,829 253,208 SH   DFND 1 253,208 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 2,441 116,412 SH   DFND 1 116,412 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 218 10,402 SH   DFND 1 2 10,402 0 0
VIELA BIO INC COM 926613100 2,740 100,928 SH   DFND 1 100,928 0 0
VIEWRAY INC COM 92672L107 5,681 1,346,216 SH   DFND 1 1,346,216 0 0
VIKING THERAPEUTICS INC COM 92686J106 7,286 908,515 SH   DFND 1 908,515 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 330 8,883 SH   DFND 1 8,883 0 0
VILLAGE FARMS INTERNATIONAL COM 92707Y108 153 24,746 SH   DFND 1 24,746 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 2,465 106,279 SH   DFND 1 106,279 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 66 2,854 SH   DFND 1 2 2,854 0 0
VINCE HOLDING CORP COM NEW 92719W207 675 39,031 SH   DFND 1 39,031 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,024 41,546 SH   DFND 1 41,546 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADS A 92763W103 15,771 1,118,390 SH   DFND 1 1,118,025 0 365
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADS A 92763W103 215 15,211 SH   DFND 1 2 15,211 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 443 35,279 SH   DFND 1 35,279 0 0
VIRCO MFG CORPORATION COM 927651109 88 20,801 SH   DFND 1 20,801 0 0
VIRGIN GALACTIC HOLDING-CW22 *W EXP 11/25/202 92766K114 5,148 1,536,833 SH   DFND 1 2 1,536,833 0 0
VIRGIN GALACTIC HOLDING-CW22 *W EXP 11/25/202 92766K114 531 160,000 SH   DFND 1 160,000 0 0
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 7,265 629,090 SH   DFND 1 629,090 0 0
VIRNETX HOLDING CORP COM 92823T108 3,077 809,800 SH   DFND 1 809,800 0 0
VIRTU FINANCIAL INC-CLASS A CL A 928254101 12,459 779,188 SH   DFND 1 779,188 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 10,838 89,042 SH   DFND 1 89,042 0 0
VIRTUSA CORP COM 92827P102 18,625 410,893 SH   DFND 1 410,893 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 5,106,499 27,228,254 SH   DFND 1 27,148,374 0 79,880
VISA INC-CLASS A SHARES COM CL A 92826C839 31 170 SH   DFND 1 2 170 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 37,498 1,761,312 SH   DFND 1 1,728,875 0 32,437
VISHAY PRECISION GROUP COM 92835K103 5,185 152,505 SH   DFND 1 152,505 0 0
VISTA OUTDOOR INC COM 928377100 5,743 767,882 SH   DFND 1 767,882 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 172 249,593 SH   DFND 1 249,593 0 0
VISTEON CORP COM NEW 92839U206 33,371 385,393 SH   DFND 1 378,540 0 6,853
VISTRA ENERGY CORP COM 92840M102 145,112 6,315,691 SH   DFND 1 6,309,076 0 6,615
VISTRA ENERGY CORP COM 92840M102 583 25,359 SH   DFND 1 2 25,359 0 0
VIVINT SOLAR INC COM 92854Q106 4,162 573,291 SH   DFND 1 573,291 0 0
VIVUS INC COM NEW 928551308 228 83,909 SH   DFND 1 83,909 0 0
VMWARE INC-CLASS A CL A COM 928563402 100,535 662,265 SH   DFND 1 662,265 0 0
VMWARE INC-CLASS A CL A COM 928563402 249 1,645 SH   DFND 1 2 1,645 0 0
VNE 4 06/01/24 NOTE 4.000% 6/0 92336XAA7 3,069 3,000,000 PRN   DFND 1 2 3,000,000 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 8,478 408,391 SH   DFND 1 408,391 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 18,800 972,610 SH   DFND 1 971,143 0 1,467
VOLITIONRX LTD COM 928661107 970 204,833 SH   DFND 1 204,833 0 0
VOLT INFO SCIENCES INC COM 928703107 157 63,589 SH   DFND 1 63,589 0 0
VONAGE HOLDINGS CORP COM 92886T201 21,849 2,948,612 SH   DFND 1 2,948,612 0 0
VONAGE HOLDINGS CORP COM 92886T201 38 5,155 SH   DFND 1 2 5,155 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 208,540 3,141,111 SH   DFND 1 3,089,186 0 51,925
VORNADO REALTY TRUST SH BEN INT 929042109 11 176 SH   DFND 1 2 176 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 593 135,478 SH   DFND 1 135,478 0 0
VOYA ASIA PAC HI DVD EQ INC COM 92912J102 1,334 156,956 SH   DFND 1 2 156,956 0 0
VOYA FINANCIAL INC COM 929089100 94,098 1,544,603 SH   DFND 1 1,544,603 0 0
VOYA GLBL EQTY DVD & PRM OPP COM 92912T100 2,726 440,463 SH   DFND 1 2 440,463 0 0
VOYA INFRASTRUCTURE INDUSTRI COM 92912X101 2,960 257,226 SH   DFND 1 2 257,226 0 0
VOYA NATURAL RESOURCES EQUIT COM 92913C106 2,406 584,062 SH   DFND 1 2 584,062 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 5,352 383,675 SH   DFND 1 383,675 0 0
VSE CORP COM 918284100 4,607 121,126 SH   DFND 1 121,126 0 0
VSTM 5 11/01/48 NOTE 5.000%11/0 92337CAA2 1,686 3,600,000 PRN   DFND 1 2 3,600,000 0 0
VSTM 5 11/01/48 NOTE 5.000%11/0 92337CAA2 193 400,000 PRN   DFND 1 400,000 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 191 112,897 SH   DFND 1 112,897 0 0
VULCAN MATERIALS CO COM 929160109 291,818 2,030,864 SH   DFND 1 2,024,932 0 5,932
VULCAN MATERIALS CO COM 929160109 9 63 SH   DFND 1 2 63 0 0
VUZIX CORP COM NEW 92921W300 529 263,619 SH   DFND 1 263,619 0 0
W&T OFFSHORE INC COM 92922P106 7,406 1,332,037 SH   DFND 1 1,332,037 0 0
WABASH NATIONAL CORP COM 929566107 11,264 766,817 SH   DFND 1 766,817 0 0
WABCO HOLDINGS INC COM 92927K102 80,786 596,692 SH   DFND 1 596,692 0 0
WABCO HOLDINGS INC COM 92927K102 2,710 20,000 SH   DFND 1 2 20,000 0 0
WABTEC CORP COM 929740108 213,575 2,750,976 SH   DFND 1 2,742,741 0 8,235
WABTEC CORP COM 929740108 1 20 SH   DFND 1 2 20 0 0
WADDELL & REED FINANCIAL-A CL A 930059100 21,465 1,283,797 SH   DFND 1 1,282,418 0 1,379
WADDELL & REED FINANCIAL-A CL A 930059100 1,150 68,830 SH   DFND 1 2 68,830 0 0
WAITR HOLDINGS INC COM 930752100 359 1,116,406 SH   DFND 1 1,116,406 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 658,714 11,196,273 SH   DFND 1 11,125,195 0 71,078
WALGREENS BOOTS ALLIANCE INC COM 931427108 640 10,869 SH   DFND 1 2 10,869 0 0
WALKER & DUNLOP INC COM 93148P102 29,239 452,070 SH   DFND 1 451,853 0 217
WALKER & DUNLOP INC COM 93148P102 399 6,169 SH   DFND 1 2 6,169 0 0
WALMART INC COM 931142103 2,537,286 21,394,324 SH   DFND 1 21,327,764 0 66,560
WALMART INC COM 931142103 5 47 SH   DFND 1 2 47 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 3,748,495 25,971,783 SH   DFND 1 25,887,751 0 84,032
WARRIOR MET COAL INC COM 93627C101 14,000 662,598 SH   DFND 1 657,490 0 5,108
WASHINGTON FEDERAL INC COM 938824109 42,524 1,160,273 SH   DFND 1 1,141,073 0 19,200
WASHINGTON PRIME GROUP INC COM 93964W108 11,553 3,174,167 SH   DFND 1 3,169,995 0 4,172
WASHINGTON REIT SH BEN INT 939653101 40,358 1,383,084 SH   DFND 1 1,362,389 0 20,695
WASHINGTON TRUST BANCORP COM 940610108 11,618 216,001 SH   DFND 1 216,001 0 0
WASTE CONNECTIONS INC COM 94106B101 7,935 86,728 SH   DFND 1 86,057 0 671
WASTE CONNECTIONS INC COM 94106B101 20 228 SH   DFND 1 2 228 0 0
WASTE MANAGEMENT INC COM 94106L109 668,451 5,878,256 SH   DFND 1 5,859,725 0 18,531
WASTE MANAGEMENT INC COM 94106L109 5 48 SH   DFND 1 2 48 0 0
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WATERS CORP COM 941848103 58 250 SH   DFND 1 2 250 0 0
WATERSTONE FINANCIAL INC COM 94188P101 7,881 414,156 SH   DFND 1 414,156 0 0
WATFORD HOLDINGS LTD SHS G94787101 3,320 131,965 SH   DFND 1 131,965 0 0
WATSCO INC COM 942622200 73,243 406,570 SH   DFND 1 398,569 0 8,001
WATTS WATER TECHNOLOGIES-A CL A 942749102 36,459 365,472 SH   DFND 1 365,472 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 2,243 279,944 SH   DFND 1 279,944 0 0
WAYFAIR INC- CLASS A CL A 94419L101 57,916 641,460 SH   DFND 1 641,460 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 282 17,456 SH   DFND 1 17,456 0 0
WD-40 CO COM 929236107 38,900 200,372 SH   DFND 1 200,372 0 0
WDAY 0.25 10/01/22 NOTE 0.250%10/0 98138HAF8 12,774 10,000,000 PRN   DFND 1 2 10,000,000 0 0
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WEBSTER FINANCIAL CORP COM 947890109 54,168 1,015,155 SH   DFND 1 992,602 0 22,553
WEC ENERGY GROUP INC COM 92939U106 498,058 5,410,207 SH   DFND 1 5,395,141 0 15,066
WEC ENERGY GROUP INC COM 92939U106 7 79 SH   DFND 1 2 79 0 0
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 9,538 206,873 SH   DFND 1 206,837 0 36
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 66,828 2,139,408 SH   DFND 1 2,109,767 0 29,641
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WELLCARE HEALTH PLANS INC COMSTK 94946T106 248,429 753,938 SH   DFND 1 751,683 0 2,255
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WELLESLEY BANK COM 949485106 435 9,668 SH   DFND 1 9,668 0 0
WELLS FARGO & CO COM 949746101 2,977,782 55,459,867 SH   DFND 1 55,278,023 0 181,844
WELLS FARGO & CO COM 949746101 161 2,994 SH   DFND 1 2 2,994 0 0
WELLTOWER INC COM 95040Q104 668,962 8,192,931 SH   DFND 1 8,069,505 0 123,426
WENDY'S CO/THE COM 95058W100 47,032 2,117,639 SH   DFND 1 2,072,508 0 45,131
WERNER ENTERPRISES INC COM 950755108 23,543 646,990 SH   DFND 1 636,127 0 10,863
WESBANCO INC COM 950810101 35,827 948,072 SH   DFND 1 948,072 0 0
WESCO AIRCRAFT HOLDINGS INC COMSTK 950814103 8,737 792,903 SH   DFND 1 792,903 0 0
WESCO INTERNATIONAL INC COM 95082P105 27,184 457,729 SH   DFND 1 457,729 0 0
WESCO INTERNATIONAL INC COM 95082P105 33 565 SH   DFND 1 2 565 0 0
WEST BANCORPORATION CAP STK 95123P106 5,407 210,976 SH   DFND 1 210,976 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 131,202 873,517 SH   DFND 1 855,384 0 18,133
WESTAMERICA BANCORPORATION COM 957090103 25,181 371,578 SH   DFND 1 371,578 0 0
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 54 60,615 SH   DFND 1 60,615 0 0
WESTERN ALLIANCE BANCORP COM 957638109 64,952 1,137,380 SH   DFND 1 1,137,380 0 0
WESTERN ASSET EMRG MRKT DBT COM 95766A101 275 19,275 SH   DFND 1 2 19,275 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 7,123 689,633 SH   DFND 1 689,633 0 0
WESTERN DIGITAL CORP COM 958102105 317,210 5,003,553 SH   DFND 1 4,977,641 0 25,912
WESTERN DIGITAL CORP COM 958102105 179 2,822 SH   DFND 1 2 2,822 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 231 11,756 SH   DFND 1 775 0 10,981
WESTERN NEW ENGLAND BANCORP COM 958892101 3,021 313,740 SH   DFND 1 313,740 0 0
WESTERN UNION CO COM 959802109 178,538 6,680,198 SH   DFND 1 6,656,550 0 23,648
WESTLAKE CHEMICAL CORP COM 960413102 26,561 378,963 SH   DFND 1 378,963 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 644 37,985 SH   DFND 1 33,649 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 167 70,640 SH   DFND 1 70,640 0 0
WESTROCK CO COM 96145D105 183,895 4,293,844 SH   DFND 1 4,280,588 0 13,256
WESTWATER RESOURCES INC COM NEW 961684206 29 13,866 SH   DFND 1 13,866 0 0
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WEX INC COM 96208T104 96,600 461,188 SH   DFND 1 450,579 0 10,609
WEYCO GROUP INC COM 962149100 2,340 88,497 SH   DFND 1 88,497 0 0
WEYERHAEUSER CO COM 962166104 354,808 11,772,227 SH   DFND 1 11,545,449 0 226,778
WHEATON PRECIOUS METALS CORP COM 962879102 19,549 652,107 SH   DFND 1 651,474 0 633
WHEATON PRECIOUS METALS CORP COM 962879102 39 1,336 SH   DFND 1 2 1,336 0 0
WHEELER REAL ESTATE INVESTME COM NEW 963025705 93 56,779 SH   DFND 1 56,779 0 0
WHIRLPOOL CORP COM 963320106 146,854 997,406 SH   DFND 1 994,316 0 3,090
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WHITING PETROLEUM CORP COM NEW 966387409 8,540 1,163,618 SH   DFND 1 1,163,618 0 0
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WIDEOPENWEST INC COM 96758W101 2,658 358,331 SH   DFND 1 358,331 0 0
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WILEY (JOHN) & SONS-CLASS A CL A 968223206 23,665 487,738 SH   DFND 1 477,023 0 10,715
WILLDAN GROUP INC COM 96924N100 4,287 134,900 SH   DFND 1 134,900 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 8,400 420,458 SH   DFND 1 420,458 0 0
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WILLIS TOWERS WATSON PLC SHS G96629103 420,263 2,085,229 SH   DFND 1 2,074,336 0 10,893
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WINTRUST FINANCIAL CORP COM 97650W108 48,369 682,225 SH   DFND 1 668,240 0 13,985
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 326 87,023 SH   DFND 1 79,525 0 7,498
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 68 18,236 SH   DFND 1 2 18,236 0 0
WIRELESS TELECOM GROUP INC COM 976524108 66 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 8,285 1,711,882 SH   DFND 1 1,711,882 0 0
WIX.COM LTD SHS M98068105 26,217 214,692 SH   DFND 1 214,692 0 0
WIX.COM LTD SHS M98068105 132 1,084 SH   DFND 1 2 1,084 0 0
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WOLVERINE WORLD WIDE INC COM 978097103 35,361 1,048,044 SH   DFND 1 1,048,044 0 0
WOODWARD INC COM 980745103 78,062 659,085 SH   DFND 1 645,265 0 13,820
WOODWARD INC COM 980745103 295 2,499 SH   DFND 1 2 2,499 0 0
WOORI FINANCIAL-SPON ADR SPONSORED ADS 981064108 430 14,226 SH   DFND 1 11,868 0 2,358
WORKDAY INC-CLASS A CL A 98138H101 238,711 1,453,229 SH   DFND 1 1,446,711 0 6,518
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WORLD ACCEPTANCE CORP COM 981419104 409 4,734 SH   DFND 1 2 4,734 0 0
WORLD FUEL SERVICES CORP COM 981475106 38,131 878,195 SH   DFND 1 862,169 0 16,026
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 33,327 513,754 SH   DFND 1 502,124 0 11,630
WORTHINGTON INDUSTRIES COM 981811102 27,254 646,155 SH   DFND 1 637,052 0 9,103
WP CAREY INC COM 92936U109 151,671 1,896,668 SH   DFND 1 1,852,334 0 44,334
WPP PLC-SPONSORED ADR ADR 92937A102 453 6,457 SH   DFND 1 6,007 0 450
WPP PLC-SPONSORED ADR ADR 92937A102 21 304 SH   DFND 1 2 304 0 0
WPX ENERGY INC COM 98212B103 63,297 4,606,806 SH   DFND 1 4,504,678 0 102,128
WPX ENERGY INC COM 98212B103 51 3,764 SH   DFND 1 2 3,764 0 0
WR BERKLEY CORP COM 084423102 188,485 2,730,924 SH   DFND 1 2,724,438 0 6,486
WR BERKLEY CORP COM 084423102 37 547 SH   DFND 1 2 547 0 0
WR GRACE & CO COM 38388F108 41,184 589,613 SH   DFND 1 589,613 0 0
WRAP TECHNOLOGIES INC COM 98212N107 737 115,474 SH   DFND 1 115,474 0 0
WRIGHT MEDICAL GROUP NV ORD SHS N96617118 52,789 1,731,928 SH   DFND 1 1,731,928 0 0
WRIGHT MEDICAL GROUP NV ORD SHS N96617118 1,240 40,713 SH   DFND 1 2 40,713 0 0
WSFS FINANCIAL CORP COM 929328102 31,522 716,573 SH   DFND 1 716,573 0 0
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WTR 6 04/30/22 UNIT 04/30/2022 03836W202 2,477 40,000 PRN   DFND 1 40,000 0 0
WW GRAINGER INC COM 384802104 259,884 769,127 SH   DFND 1 766,887 0 2,240
WW GRAINGER INC COM 384802104 16 50 SH   DFND 1 2 50 0 0
WW INTERNATIONAL INC COM 98262P101 31,281 818,663 SH   DFND 1 806,987 0 11,676
WYNDHAM DESTINATIONS INC COM 98310W108 75,371 1,458,109 SH   DFND 1 1,433,341 0 24,768
WYNDHAM DESTINATIONS INC COM 98310W108 76 1,486 SH   DFND 1 2 1,486 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 65,491 1,042,697 SH   DFND 1 1,018,985 0 23,712
WYNN RESORTS LTD COM 983134107 208,951 1,507,744 SH   DFND 1 1,503,399 0 4,345
X4 PHARMACEUTICALS INC COM 98420X103 1,935 180,921 SH   DFND 1 180,921 0 0
XAN 4.5 08/15/22 NOTE 4.500% 8/1 76120WAC8 9,774 9,392,000 PRN   DFND 1 2 9,392,000 0 0
XBIOTECH INC COM 98400H102 6,280 336,479 SH   DFND 1 336,479 0 0
XCEL BRANDS INC COM NEW 98400M101 62 41,881 SH   DFND 1 41,881 0 0
XCEL ENERGY INC COM 98389B100 584,248 9,214,971 SH   DFND 1 9,170,105 0 44,866
XENCOR INC COM 98401F105 23,698 689,099 SH   DFND 1 689,099 0 0
XENIA HOTELS & RESORTS INC COM 984017103 47,699 2,207,274 SH   DFND 1 2,178,029 0 29,245
XENON PHARMACEUTICALS INC COM 98420N105 252 19,242 SH   DFND 1 19,242 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 2,498 354,462 SH   DFND 1 354,462 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 139,341 3,785,212 SH   DFND 1 3,773,721 0 11,491
XILINX INC COM 983919101 410,930 4,209,548 SH   DFND 1 4,187,956 0 21,592
XILINX INC COM 983919101 86 884 SH   DFND 1 2 884 0 0
XINYUAN REAL ESTATE CO L-ADR SPONS ADR 98417P105 37 9,942 SH   DFND 1 2 9,942 0 0
XINYUAN REAL ESTATE CO L-ADR SPONS ADR 98417P105 3 935 SH   DFND 1 935 0 0
XOMA CORP COM NEW 98419J206 1,730 63,388 SH   DFND 1 63,388 0 0
XP INC - CLASS A CL A G98239109 10,342 268,500 SH   DFND 1 268,500 0 0
XPEL INC COM 98379L100 1,993 136,065 SH   DFND 1 136,065 0 0
XPEL INC COM 98379L100 482 32,951 SH   DFND 1 2 32,951 0 0
XPERI CORP COM 98421B100 12,782 690,962 SH   DFND 1 690,779 0 183
XPERI CORP COM 98421B100 687 37,157 SH   DFND 1 2 37,157 0 0
XPO LOGISTICS INC COM 983793100 80,466 1,010,532 SH   DFND 1 987,912 0 22,620
XPO LOGISTICS INC COM 983793100 38 485 SH   DFND 1 2 485 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 199 40,714 SH   DFND 1 40,714 0 0
XYLEM INC COM 98419M100 211,185 2,686,117 SH   DFND 1 2,678,050 0 8,067
YAMANA GOLD INC COM 98462Y100 702 177,538 SH   DFND 1 177,538 0 0
YAMANA GOLD INC COM 98462Y100 111 28,226 SH   DFND 1 2 28,226 0 0
YANDEX NV-A SHS CLASS A N97284108 9,866 226,857 SH   DFND 1 226,857 0 0
YANDEX NV-A SHS CLASS A N97284108 205 4,730 SH   DFND 1 2 4,730 0 0
YATRA ONLINE INC ORD SHS G98338109 177 56,191 SH   DFND 1 56,191 0 0
YELP INC CL A 985817105 35,908 1,030,961 SH   DFND 1 1,015,321 0 15,640
YELP INC CL A 985817105 988 28,380 SH   DFND 1 2 28,380 0 0
YETI HOLDINGS INC COM 98585X104 15,846 455,612 SH   DFND 1 455,612 0 0
YEXT INC COM 98585N106 17,343 1,202,726 SH   DFND 1 1,202,726 0 0
YIELD10 BIOSCIENCE INC COMSTK 98585K201 10 59,164 SH   DFND 1 59,164 0 0
Y-MABS THERAPEUTICS INC COM 984241109 8,506 272,218 SH   DFND 1 272,218 0 0
YORK WATER CO COM 987184108 8,648 187,552 SH   DFND 1 187,552 0 0
YORK WATER CO COM 987184108 194 4,221 SH   DFND 1 2 4,221 0 0
YOUNGEVITY INTERNATIONAL INC COM NEW 987537206 334 102,488 SH   DFND 1 102,488 0 0
YPF S.A.-SPONSORED ADR SPON ADR CL D 984245100 4,886 425,320 SH   DFND 1 425,320 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,158 454,335 SH   DFND 1 453,132 0 1,203
YUM CHINA HOLDINGS INC COM 98850P109 103,720 2,167,236 SH   DFND 1 2,166,336 0 900
YUM! BRANDS INC COM 988498101 446,064 4,434,829 SH   DFND 1 4,421,243 0 13,586
ZAFGEN INC COM 98885E103 287 259,374 SH   DFND 1 259,231 0 143
ZAGG INC COM 98884U108 3,106 383,030 SH   DFND 1 382,091 0 939
ZAI LAB LTD-ADR ADR 98887Q104 760 18,292 SH   DFND 1 18,292 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 84,024 2,427,131 SH   DFND 1 2,427,131 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 656 18,936 SH   DFND 1 2 18,936 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 239,296 938,517 SH   DFND 1 936,040 0 2,477
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 788 3,086 SH   DFND 1 2 3,086 0 0
ZEDGE INC-CL B CL B 98923T104 103 67,220 SH   DFND 1 67,220 0 0
ZENDESK INC COM 98936J101 89,048 1,162,060 SH   DFND 1 1,162,060 0 0
ZILLOW GROUP INC - A CL A 98954M101 24,096 526,821 SH   DFND 1 526,821 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 64,871 1,413,284 SH   DFND 1 1,413,284 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 479,485 3,209,950 SH   DFND 1 3,200,694 0 9,256
ZIMMER BIOMET HOLDINGS INC COM 98956P102 44 297 SH   DFND 1 2 297 0 0
ZION OIL & GAS INC COM 989696109 84 491,807 SH   DFND 1 491,807 0 0
ZIONS BANCORP NA COM 989701107 148,205 2,860,021 SH   DFND 1 2,852,348 0 7,673
ZIONS BANCORPORATION-CW20 *W EXP 05/21/202 989701115 40,180 2,071,135 SH   DFND 1 2 2,071,135 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 10,511 2,226,959 SH   DFND 1 2,226,070 0 889
ZIX CORP COM 98974P100 5,150 759,611 SH   DFND 1 759,611 0 0
ZOETIS INC CL A 98978V103 1,037,275 7,851,668 SH   DFND 1 7,830,265 0 21,403
ZOGENIX INC COM NEW 98978L204 30,921 593,170 SH   DFND 1 593,170 0 0
ZOOM VIDEO COMMUNICATIONS-A CL A 98980L101 15,677 230,421 SH   DFND 1 230,421 0 0
ZOSANO PHARMA CORP COM NEW 98979H202 170 112,279 SH   DFND 1 112,279 0 0
ZOVIO INC COM 98979V102 390 189,698 SH   DFND 1 189,698 0 0
ZSCALER INC COM 98980G102 34,454 740,949 SH   DFND 1 740,949 0 0
ZTO EXPRESS CAYMAN INC-ADR SPONSORED ADS A 98980A105 28,889 1,243,448 SH   DFND 1 1,243,448 0 0
ZUMIEZ INC COM 989817101 9,531 275,951 SH   DFND 1 275,951 0 0
ZUMIEZ INC COM 989817101 120 3,494 SH   DFND 1 2 3,494 0 0
ZUORA INC - CLASS A COM CL A 98983V106 13,853 966,774 SH   DFND 1 966,774 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 1,672 276,864 SH   DFND 1 276,864 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 15 2,635 SH   DFND 1 2 2,635 0 0
ZYNEX INC COM 98986M103 1,763 224,110 SH   DFND 1 224,110 0 0
ZYNGA INC - CL A CL A 98986T108 63,488 10,373,867 SH   DFND 1 10,373,867 0 0