SEC FORM 13-F Information Table

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:			3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
10X GENOMICS INC	CL A COM	88025U109	43,940	491,990	SH		DFND	2,20	418,413	0	73,577
360 FINANCE INC	ADS	88557W101	5,601	522,928	SH		DFND	13,2,20,5	387,497	0	135,431
AGROFRESH SOLUTIONS INC	COM	00856G109	1,070	353,277	SH		DFND	2,20	285,700	0	67,577
DASAN ZHONE SOLUTIONS INC	COM NEW	23305L206	1,206	135,016	SH		DFND	2,20	105,755	0	29,261
DASEKE INC	COM	23753F107	3,633	924,320	SH		DFND	2,20,5	758,870	0	165,450
DATADOG INC	CL A COM	23804L103	206,077	2,370,061	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,013,342	62,398	294,321
DAVE & BUSTERS ENTMT INC	COM	238337109	17,716	1,329,041	SH		DFND	2,20,5,8	1,145,186	0	183,855
DAVITA INC	COM	23918K108	335,704	4,241,902	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,520,890	117,234	603,778
DAWSON GEOPHYSICAL CO NEW	COM	239360100	14	10,036	SH		DFND	20	10,036	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	3,419	115,070	SH		DFND	5	115,070	0	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	102,757	1,720,638	SH		DFND	2,20,5,8	1,554,774	400	165,464
DECKERS OUTDOOR CORP	COM	243537107	183,253	933,110	SH		DFND	12,13,19,2,20,5,6,8	794,267	293	138,550
DEERE & CO	COM	244199105	1,965,830	12,450,017	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	10,696,572	152,176	1,601,269
AIMMUNE THERAPEUTICS INC	COM	00900T107	62,247	3,725,138	SH		DFND	2,20,5,8	3,514,147	0	210,991
DEL TACO RESTAURANTS INC NEW	COM	245496104	3,297	555,916	SH		DFND	2,20,5	445,730	0	110,186
DELEK US HLDGS INC NEW	COM	24665A103	59,833	3,436,688	SH		DFND	10,12,2,20,5,8	3,115,837	19,333	301,518
DELL TECHNOLOGIES INC	CL C	24703L202	238,676	4,344,308	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	3,350,719	139,235	854,354
DELMAR BANCORP	COM NEW	247035207	609	92,700	SH		DFND	2,20	70,000	0	22,700
DELPHI TECHNOLOGIES PL	SHS	G2709G107	17,923	1,261,288	SH		DFND	12,13,2,20,5,6,8	1,195,456	2,033	63,799
DELTA AIR LINES INC DEL	COM NEW	247361702	549,786	19,600,218	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	17,430,817	145,592	2,023,809
DELUXE CORP	COM	248019101	32,880	1,396,761	SH		DFND	2,20,5,6,8	1,195,943	7,967	192,851
DENALI THERAPEUTICS INC	COM	24823R105	54,291	2,245,280	SH		DFND	2,20,5,8	1,948,358	800	296,122
DENBURY RES INC	COM NEW	247916208	3,109	11,258,772	SH		DFND	2,20,5	11,258,772	0	0
DENNYS CORP	COM	24869P104	12,722	1,259,638	SH		DFND	2,20,5,8	999,411	0	260,227
AIR LEASE CORP	CL A	00912X302	39,233	1,332,529	SH		DFND	13,2,20,5,8	1,111,074	1,500	219,955
DENTSPLY SIRONA INC	COM	24906P109	448,420	10,154,665	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,617,850	221,680	1,315,135
DERMTECH INC	COM	24984K105	1,353	102,249	SH		DFND	2,20	83,350	0	18,899
DESIGNER BRANDS INC	CL A	250565108	17,621	2,602,746	SH		DFND	12,2,20,5,8	2,324,269	106	278,371
DESPEGAR COM CORP	ORD SHS	G27358103	1,209	168,405	SH		DFND	2,20,5	136,593	0	31,812
DESTINATION XL GROUP INC	COM	25065K104	14	22,082	SH		DFND	20	22,082	0	0
DEVON ENERGY CORP NEW	COM	25179M103	266,426	23,494,373	SH		DFND	1,10,12,13,19,2,20,5,6,8	22,243,467	6,588	1,244,318
DEXCOM INC	COM	252131107	1,576,244	3,888,121	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,365,986	45,264	476,871
DEXCOM INC	NOTE 0.750%12/0	252131AH0	53,903	21,740,000	PRN		DFND	2,5	21,740,000	0	0
DHI GROUP INC	COM	23331S100	2,262	1,077,352	SH		DFND	2,20	885,089	0	192,263
DHT HOLDINGS INC	SHS NEW	Y2065G121	10,626	2,071,296	SH		DFND	2,20,5	1,696,013	0	375,283
AIR PRODS & CHEMS INC	COM	009158106	2,439,871	10,049,312	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	8,724,030	224,781	1,100,501
DIAGEO P L C	SPON ADR NEW	25243Q205	1,099	8,180	SH		DFND	20	8,180	0	0
DIAMOND HILL INVESTMENT GROU	COM NEW	25264R207	9,083	79,904	SH		DFND	2,20,5,8	65,064	0	14,840
DIAMOND S SHIPPING INC	COM	Y20676105	4,173	522,286	SH		DFND	2,20,5,8	410,814	0	111,472
DIAMONDBACK ENERGY INC	COM	25278X109	441,500	10,557,158	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,352,834	92,141	1,112,183
DIAMONDROCK HOSPITALITY CO	COM	252784301	60,620	10,961,970	SH		DFND	10,13,2,20,5,8	8,868,607	57,808	2,035,555
DICERNA PHARMACEUTICALS INC	COM	253031108	72,827	2,867,195	SH		DFND	2,20,5,8	2,574,709	600	291,886
DICKS SPORTING GOODS INC	COM	253393102	69,551	1,685,677	SH		DFND	10,12,13,19,2,20,5,6,8	1,518,012	21,286	146,379
DIEBOLD NXDF INC	COM	253651103	14,078	2,323,146	SH		DFND	2,20,5,8	1,987,134	2,012	334,000
DIGI INTL INC	COM	253798102	9,756	837,420	SH		DFND	2,20,5	740,081	0	97,339
DIGIMARC CORP NEW	COM	25381B101	3,630	226,998	SH		DFND	2,20,5	185,100	0	41,898
AIR TRANSPORT SERVICES GRP I	COM	00922R105	29,341	1,317,530	SH		DFND	2,20,5,8	1,094,907	0	222,623
DIGITAL RLTY TR INC	COM	253868103	2,430,317	17,101,663	SH		DFND	10,11,12,13,19,2,20,5,6,8	13,910,861	218,606	2,972,196
DIGITAL TURBINE INC	COM NEW	25400W102	25,230	2,007,163	SH		DFND	2,20,5,8	1,629,481	0	377,682
DILLARDS INC	CL A	254067101	5,371	207,047	SH		DFND	12,13,2,20,5,8	166,373	349	40,325
DIME CMNTY BANCSHARES INC	COM	253922108	15,617	1,137,426	SH		DFND	2,20,5,8	1,005,712	874	130,840
DINE BRANDS GLOBAL INC	COM	254423106	21,327	506,584	SH		DFND	2,20,5,8	431,929	2,047	72,608
DIODES INC	COM	254543101	81,590	1,609,277	SH		DFND	2,20,5,8	1,412,266	263	196,748
DISCOVER FINL SVCS	COM	254709108	665,309	13,282,272	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,591,049	199,682	1,491,541
DISCOVERY INC	COM SER A	25470F104	168,164	7,969,872	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,759,133	161,291	1,049,448
DISCOVERY INC	COM SER C	25470F302	395,544	20,537,072	SH		DFND	10,11,12,13,19,2,20,5,6,8	16,384,843	355,080	3,797,149
DISH NETWORK CORPORATION	CL A	25470M109	410,729	11,901,738	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,606,768	143,736	1,151,234
AKAMAI TECHNOLOGIES INC	COM	00971T101	766,776	7,160,105	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,923,837	199,462	1,036,806
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	23,982	26,397,000	PRN		DFND	2,5	26,397,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	70,972	75,872,000	PRN		DFND	2,5	75,872,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	8,443,679	75,721,269	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	59,958,129	1,204,033	14,559,107
DIVERSIFIED HEALTHCARE TR	COM SH BEN INT	25525P107	60,514	13,675,509	SH		DFND	10,12,13,2,20,5,8	11,274,777	68,571	2,332,161
DMC GLOBAL INC	COM	23291C103	16,482	597,191	SH		DFND	2,20,5,8	537,406	0	59,785
DOCUSIGN INC	COM	256163106	621,388	3,608,316	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,982,434	83,696	542,186
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	36,589	15,056,000	PRN		DFND	2,5	15,056,000	0	0
DOLBY LABORATORIES INC	COM CL A	25659T107	58,542	888,755	SH		DFND	13,19,2,20,5,8	708,238	562	179,955
DOLLAR GEN CORP NEW	COM	256677105	2,145,362	11,261,151	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,766,374	185,298	1,309,479
DOLLAR TREE INC	COM	256746108	957,750	10,333,943	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,901,701	141,816	1,290,426
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	36,598	29,393,000	PRN		DFND	2,5	29,393,000	0	0
DOMINION ENERGY INC	COM	25746U109	3,667,150	45,173,071	SH		DFND	10,11,12,13,19,2,20,5,6,8	39,191,255	450,109	5,531,707
DOMINION ENERGY INC	UNIT 99/99/9999	25746U133	31,543	312,000	SH		DFND	2	312,000	0	0
DOMINOS PIZZA INC	COM	25754A201	624,004	1,689,055	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,469,259	25,761	194,035
DOMO INC	COM CL B	257554105	16,587	515,608	SH		DFND	2,20,5,8	411,755	0	103,853
DOMTAR CORP	COM NEW	257559203	50,332	2,384,276	SH		DFND	12,13,2,20,5,6,8	2,124,804	2,050	257,422
DONALDSON INC	COM	257651109	245,349	5,274,044	SH		DFND	13,19,2,20,5,6,8	4,997,308	1,696	275,040
DONEGAL GROUP INC	CL A	257701201	3,660	257,381	SH		DFND	13,2,20,5,8	199,902	0	57,479
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	7,954	946,899	SH		DFND	2,20,5	835,171	0	111,728
DONNELLEY R R & SONS CO	COM	257867200	967	812,723	SH		DFND	2,20,5	812,723	0	0
DORIAN LPG LTD	SHS USD	Y2106R110	7,098	917,066	SH		DFND	2,20,5,8	792,625	0	124,441
AKCEA THERAPEUTICS INC	COM	00972L107	4,360	318,260	SH		DFND	2,20,5,8	254,210	0	64,050
DORMAN PRODUCTS INC	COM	258278100	60,170	897,118	SH		DFND	19,2,20,5,8	750,878	100	146,140
DOUGLAS DYNAMICS INC	COM	25960R105	17,050	485,487	SH		DFND	2,20,5,8	378,215	8,300	98,972
DOUGLAS EMMETT INC	COM	25960P109	237,239	7,668,169	SH		DFND	10,12,13,19,2,20,5,6,8	6,245,129	48,266	1,374,774
DOUYU INTERNATIONAL HLDNGS L	SPONSORED ADS	25985W105	5,855	507,357	SH		DFND	2	507,357	0	0
DOVER CORP	COM	260003108	718,566	7,441,656	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	6,474,199	207,389	760,068
DOW INC	COM	260557103	1,533,301	37,617,779	SH		DFND	10,11,12,13,19,2,20,5,6,8	27,992,653	389,084	9,236,042
DR REDDYS LABS LTD	ADR	256135203	54,243	1,023,261	SH		DFND	12,13,19,2,20,5,8	639,461	0	383,800
DRAFTKINGS INC	COM CL A	26142R104	4,287	128,900	SH		DFND	20	128,900	0	0
DRIL QUIP INC	COM	262037104	39,693	1,332,432	SH		DFND	2,20,5,8	1,168,357	496	163,579
DRIVE SHACK INC	COM	262077100	78	42,253	SH		DFND	20	42,253	0	0
AKEBIA THERAPEUTICS INC	COM	00972D105	68,063	5,012,038	SH		DFND	2,20,5,8	4,432,842	1,272	577,924
DROPBOX INC	CL A	26210C104	108,274	4,973,540	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,050,929	129,431	793,180
DSP GROUP INC	COM	23332B106	14,642	922,061	SH		DFND	2,20,5,8	838,356	0	83,705
DTE ENERGY CO	COM	233331107	1,082,790	9,979,284	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,847,446	168,812	963,026
DTE ENERGY CO	UNIT 11/01/2022S	233331842	22,318	527,000	SH		DFND	2	527,000	0	0
DUCOMMUN INC DEL	COM	264147109	17,382	498,492	SH		DFND	2,20,5,8	454,234	0	44,258
DUKE ENERGY CORP NEW	COM NEW	26441C204	3,180,558	39,811,721	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	34,495,926	464,422	4,851,373
DUKE REALTY CORP	COM NEW	264411505	832,715	23,529,678	SH		DFND	10,11,12,13,19,2,20,5,6,8	19,303,282	316,421	3,909,975
DULUTH HLDGS INC	COM CL B	26443V101	1,369	185,762	SH		DFND	2,20	141,387	0	44,375
DUNKIN BRANDS GROUP INC	COM	265504100	128,731	1,973,501	SH		DFND	13,2,20,5,6,8	1,785,386	900	187,215
DUPONT DE NEMOURS INC	COM	26614N102	1,975,754	37,187,169	SH		DFND	10,11,12,13,19,2,20,5,6,8	25,989,212	453,496	10,744,461
AKERNA CORP	COM	00973W102	765	86,877	SH		DFND	2,20	65,621	0	21,256
DURECT CORP	COM	266605104	7,242	3,121,506	SH		DFND	2,20,5,8	2,513,571	0	607,935
DXC TECHNOLOGY CO	COM	23355L106	144,801	8,775,839	SH		DFND	1,10,12,13,19,2,20,5,6,8	7,628,017	5,062	1,142,760
DXP ENTERPRISES INC NEW	COM NEW	233377407	10,664	535,615	SH		DFND	2,20,5,8	462,297	0	73,318
DYADIC INTL INC DEL	COM	26745T101	1,857	214,445	SH		DFND	2,20	165,779	0	48,666
DYCOM INDS INC	COM	267475101	40,087	980,360	SH		DFND	13,2,20,5,6,8	841,849	805	137,706
DYNATRACE INC	COM	268150109	109,166	2,688,816	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,350,969	59,677	278,170
DYNAVAX TECHNOLOGIES CORP	COM NEW	268158201	44,871	5,058,784	SH		DFND	2,20,5,8	4,658,485	0	400,299
DYNEX CAP INC	COM	26817Q886	8,857	613,846	SH		DFND	2,20,5,8	500,823	0	113,023
E L F BEAUTY INC	COM	26856L103	11,647	610,735	SH		DFND	2,20,5,8	417,403	0	193,332
E TRADE FINANCIAL CORP	COM NEW	269246401	470,958	9,470,290	SH		DFND	10,12,13,19,2,20,5,6,8	8,184,079	202,587	1,083,624
3M CO	COM	88579Y101	6,510,453	41,736,351	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	21,273,008	11,807,829	8,655,514
AKERO THERAPEUTICS INC	COM	00973Y108	4,675	187,590	SH		DFND	2,20,5,8	151,173	0	36,417
EAGLE BANCORP INC MD	COM	268948106	37,839	1,155,391	SH		DFND	2,20,5,8	1,010,790	800	143,801
EAGLE BANCORP MONT INC	COM	26942G100	1,237	71,200	SH		DFND	2,20	56,900	0	14,300
EAGLE BULK SHIPPING INC	SHS NEW	Y2187A143	1,794	819,324	SH		DFND	2,20	625,416	0	193,908
EAGLE MATERIALS INC	COM	26969P108	69,923	995,777	SH		DFND	13,2,20,5,6	911,760	738	83,279
EAGLE PHARMACEUTICALS INC	COM	269796108	37,415	779,797	SH		DFND	2,20,5,8	728,907	0	50,890
EARTHSTONE ENERGY INC	CL A	27032D304	1,010	355,707	SH		DFND	2,20	265,752	0	89,955
EAST WEST BANCORP INC	COM	27579R104	208,156	5,743,826	SH		DFND	10,12,13,19,2,20,5,6,8	5,152,619	126,422	464,785
EASTERLY GOVT PPTYS INC	COM	27616P103	95,936	4,149,497	SH		DFND	10,19,2,20,5,6,8	3,335,726	22,600	791,171
EASTERN CO	COM	276317104	1,597	89,347	SH		DFND	2,20	71,884	0	17,463
EASTGROUP PPTY INC	COM	277276101	255,282	2,138,862	SH		DFND	10,19,2,20,5,6,8	1,723,313	11,229	404,320
AKOUSTIS TECHNOLOGIES INC	COM	00973N102	4,681	564,706	SH		DFND	2,20,5	464,897	0	99,809
EASTMAN CHEM CO	COM	277432100	434,078	6,174,971	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,303,816	190,417	680,738
EASTMAN KODAK CO	COM NEW	277461406	371	166,160	SH		DFND	2,20	138,660	0	27,500
EATON CORP PLC	SHS	G29183103	1,539,778	17,601,482	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,961,770	491,643	2,148,069
EATON VANCE CORP	COM NON VTG	278265103	350,997	9,093,191	SH		DFND	10,13,2,20,5,6,8	8,808,676	25,739	258,776
EBAY INC.	COM	278642103	1,687,988	32,182,801	SH		DFND	10,11,12,13,19,2,20,5,6,8	26,640,232	627,777	4,914,792
EBIX INC	COM NEW	278715206	20,379	911,385	SH		DFND	2,20,5,8	795,375	500	115,510
ECHO GLOBAL LOGISTICS INC	COM	27875T101	20,546	950,338	SH		DFND	2,20,5,8	824,070	0	126,268
ECHOSTAR CORP	CL A	278768106	22,137	791,741	SH		DFND	13,2,20,5,8	630,891	307	160,543
ECOLAB INC	COM	278865100	2,254,288	11,304,597	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,733,700	232,494	1,338,403
ECOPETROL S A	SPONSORED ADS	279158109	21,875	1,965,424	SH		DFND	10,13,19,2,20,5	1,788,065	111,406	65,953
ALAMO GROUP INC	COM	011311107	31,133	303,318	SH		DFND	2,20,5,8	259,480	0	43,838
EDGEWELL PERS CARE CO	COM	28035Q102	54,308	1,742,890	SH		DFND	12,13,2,20,5,6,8	1,500,814	850	241,226
EDISON INTL	COM	281020107	1,510,105	27,805,287	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,157,164	7,277,114	2,371,009
EDITAS MEDICINE INC	COM	28106W103	91,157	3,081,699	SH		DFND	2,20,5,8	2,830,391	600	250,708
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,883,111	27,248,020	SH		DFND	10,11,12,13,19,2,20,5,6,8	23,279,375	630,273	3,338,372
EGAIN CORP	COM NEW	28225C806	4,279	385,154	SH		DFND	2,20,5	312,860	0	72,294
EHEALTH INC	COM	28238P109	85,847	873,847	SH		DFND	2,20,5,8	760,078	300	113,469
EIDOS THERAPEUTICS INC	COM	28249H104	10,627	222,936	SH		DFND	2,20,5,8	176,913	0	46,023
EIGER BIOPHARMACEUTICALS INC	COM	28249U105	4,415	459,865	SH		DFND	2,20,5	378,407	0	81,458
EL PASO ELEC CO	COM NEW	283677854	90,183	1,346,017	SH		DFND	12,2,20,5,8	1,119,671	500	225,846
EL POLLO LOCO HLDGS INC	COM	268603107	9,081	615,213	SH		DFND	2,20,5,8	533,297	0	81,916
ALARM COM HLDGS INC	COM	011642105	90,533	1,396,899	SH		DFND	2,20,5,8	1,191,299	0	205,600
ELANCO ANIMAL HEALTH INC	COM	28414H103	316,735	14,766,208	SH		DFND	10,11,12,13,19,2,20,5,6,8	13,404,815	186,790	1,174,603
ELANCO ANIMAL HEALTH INC	UNIT 02/01/2023T	28414H202	9,402	243,200	SH		DFND	2	243,200	0	0
ELASTIC N V	ORD SHS	N14506104	64,357	697,943	SH		DFND	19,2,20,5,8	582,570	0	115,373
ELBIT SYS LTD	ORD	M3760D101	5,966	43,533	SH		DFND	2,20	43,533	0	0
ELDORADO RESORTS INC	COM	28470R102	105,097	2,623,478	SH		DFND	2,20,5,6,8	2,254,152	500	368,826
ELECTROMED INC	COM	285409108	1,351	87,763	SH		DFND	2,20	71,617	0	16,146
ELECTRONIC ARTS INC	COM	285512109	1,920,017	14,540,077	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,535,994	433,432	1,570,651
ELEMENT SOLUTIONS INC	COM	28618M106	28,955	2,668,683	SH		DFND	2,20,5,8	2,183,590	4,200	480,893
ELLINGTON FINANCIAL INC	COM	28852N109	14,017	1,180,941	SH		DFND	2,20,5,8	1,005,864	0	175,077
ELLINGTON RESIDENTIAL MTG RE	COM SHS BEN INT	288578107	1,358	128,457	SH		DFND	2,20,5	107,957	0	20,500
ALASKA AIR GROUP INC	COM	011659109	141,771	3,909,859	SH		DFND	10,12,13,19,2,20,5,6,8	3,486,142	955	422,762
ELOXX PHARMACEUTICALS INC	COM	29014R103	1,313	433,363	SH		DFND	2,20,5	338,256	0	95,107
EMBRAER S.A.	SPONSORED ADS	29082A107	2,133	356,707	SH		DFND	10,2,20,8	356,707	0	0
EMCOR GROUP INC	COM	29084Q100	118,746	1,795,381	SH		DFND	10,12,13,2,20,5,6,8	1,522,799	10,810	261,772
EMCORE CORP	COM NEW	290846203	70	22,165	SH		DFND	20	22,165	0	0
EMERALD HOLDING INC	COM	29103W104	2,854	926,499	SH		DFND	2,20	847,960	0	78,539
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	175,772	2,222,710	SH		DFND	2,20,5,8	1,982,557	500	239,653
EMERSON ELEC CO	COM	291011104	1,775,486	28,623,024	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	24,937,583	597,565	3,087,876
EMPIRE ST RLTY TR INC	CL A	292104106	34,959	4,994,206	SH		DFND	10,2,20,5,8	3,824,600	45,684	1,123,922
EMPLOYERS HOLDINGS INC	COM	292218104	30,544	1,013,075	SH		DFND	2,20,5,8	878,520	0	134,555
EMPRESA DIST Y COMERCIAL NOR	SPON ADR	29244A102	271	68,702	SH		DFND	2,20,5	59,702	0	9,000
ALASKA COMMUNICATIONS SYS GR	COM	01167P101	1,753	628,363	SH		DFND	2,20	511,563	0	116,800
ENANTA PHARMACEUTICALS INC	COM	29251M106	53,177	1,059,096	SH		DFND	2,20,5,6,8	972,043	0	87,053
ENBRIDGE INC	COM	29250N105	59,628	1,959,950	SH		DFND	1,10,12,2,20,5	1,697,922	218,762	43,266
ENCOMPASS HEALTH CORP	COM	29261A100	150,861	2,425,039	SH		DFND	13,2,20,5,6,8	2,209,446	852	214,741
ENCORE CAP GROUP INC	COM	292554102	33,285	973,819	SH		DFND	2,20,5,8	834,205	900	138,714
ENCORE WIRE CORP	COM	292562105	31,449	644,176	SH		DFND	2,20,5,8	555,594	400	88,182
ENDO INTL PLC	SHS	G30401106	30,654	8,937,051	SH		DFND	13,2,20,5,8	7,853,531	6,160	1,077,360
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	5,797	1,438,569	SH		DFND	2,20,5,8	1,146,989	0	291,580
ENEL AMERICAS S A	SPONSORED ADR	29274F104	43,616	5,488,690	SH		DFND	10,13,19,2,20,5	4,753,047	37,643	698,000
ENEL CHILE S.A.	SPONSORED ADR	29278D105	10,846	2,738,768	SH		DFND	10,13,19,2,20,5	2,642,740	0	96,028
ENERGIZER HLDGS INC NEW	COM	29272W109	74,703	1,573,035	SH		DFND	13,2,20,5,6,8	1,441,114	650	131,271
ALBANY INTL CORP	CL A	012348108	57,654	978,873	SH		DFND	2,20,5,8	810,603	136	168,134
ENERGOUS CORP	COM	29272C103	96	34,196	SH		DFND	20	34,196	0	0
ENERGY FUELS INC	COM NEW	292671708	2,322	1,537,968	SH		DFND	2,20,5,6	1,139,196	0	398,772
ENERGY RECOVERY INC	COM	29270J100	6,458	850,316	SH		DFND	2,20,5,8	673,267	0	177,049
ENERPAC TOOL GROUP CORP	CL A COM	292765104	30,812	1,750,686	SH		DFND	2,20,5,8	1,504,310	271	246,105
ENERSYS	COM	29275Y102	86,328	1,340,907	SH		DFND	13,2,20,5,6,8	1,150,825	605	189,477
ENI S P A	SPONSORED ADR	26874R108	297	15,391	SH		DFND	1,20	6,360	0	9,031
ENLINK MIDSTREAM LLC	COM UNIT REP LTD	29336T100	1,557	638,038	SH		DFND	19,20,5,8	398,080	3,325	236,633
ENNIS INC	COM	293389102	11,632	641,249	SH		DFND	2,20,5,8	535,701	1,458	104,090
ENOCHIAN BIOSCIENCES INC	COM	29350E104	651	154,517	SH		DFND	2,20	107,212	0	47,305
ENOVA INTL INC	COM	29357K103	14,187	954,101	SH		DFND	2,20,5,8	807,800	0	146,301
ALBEMARLE CORP	COM	012653101	572,849	7,382,212	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,523,222	64,972	794,018
ENPHASE ENERGY INC	COM	29355A107	104,127	2,188,922	SH		DFND	2,20,5,6,8	1,965,001	1,500	222,421
ENPRO INDS INC	COM	29355X107	32,013	649,491	SH		DFND	2,20,5,8	556,902	43	92,546
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	3,209	21,030,000	PRN		DFND	2	21,030,000	0	0
ENSIGN GROUP INC	COM	29358P101	70,258	1,676,799	SH		DFND	2,20,5,8	1,445,110	300	231,389
ENSTAR GROUP LIMITED	SHS	G3075P101	51,149	334,812	SH		DFND	19,2,20,5,8	275,169	100	59,543
ENTEGRIS INC	COM	29362U104	98,096	1,661,243	SH		DFND	13,19,2,20,5,8	1,338,880	1,169	321,194
ENTERCOM COMMUNICATIONS CORP	CL A	293639100	3,854	2,793,010	SH		DFND	13,2,20,5	2,317,830	0	475,180
ENTERGY CORP NEW	COM	29364G103	1,015,739	10,827,617	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,115,426	122,758	1,589,433
ENTERPRISE BANCORP INC MASS	COM	293668109	4,064	170,620	SH		DFND	2,20,5	140,017	0	30,603
ENTERPRISE FINL SVCS CORP	COM	293712105	20,794	668,202	SH		DFND	2,20,5,8	472,252	0	195,950
ALBIREO PHARMA INC	COM	01345P106	6,003	226,624	SH		DFND	2,20,5	184,758	0	41,866
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	1,276	892,457	SH		DFND	2,20,5	677,431	0	215,026
ENVELA CORP	COM	29402E102	452	74,090	SH		DFND	2,20	59,871	0	14,219
ENVESTNET INC	COM	29404K106	81,353	1,106,246	SH		DFND	2,20,5,8	859,878	400	245,968
ENVISTA HOLDINGS CORPORATION	COM	29415F104	47,892	2,270,859	SH		DFND	2,20,5,8	1,986,837	1,200	282,822
ENVIVA PARTNERS LP	COM UNIT	29414J107	686	19,023	SH		DFND	20	0	0	19,023
ENZO BIOCHEM INC	COM	294100102	1,806	806,072	SH		DFND	2,20,5	641,409	0	164,663
EOG RES INC	COM	26875P101	1,612,132	31,822,575	SH		DFND	10,11,12,13,19,2,20,5,6,8	29,277,678	350,071	2,194,826
EPAM SYS INC	COM	29414B104	280,038	1,111,218	SH		DFND	10,11,12,13,19,2,20,5,6,8	895,120	57,274	158,824
EPIZYME INC	COM	29428V104	61,377	3,821,715	SH		DFND	2,20,5,8	3,453,074	0	368,641
EPLUS INC	COM	294268107	31,969	452,311	SH		DFND	2,20,5,8	382,058	0	70,253
ALCOA CORP	COM	013872106	63,492	5,648,760	SH		DFND	12,13,2,20,5,8	4,759,331	2,121	887,308
EPR PPTYS	COM SH BEN INT	26884U109	121,050	3,653,795	SH		DFND	10,13,19,2,20,5,6,8	3,009,014	22,640	622,141
EQT CORP	COM	26884L109	144,553	12,147,304	SH		DFND	12,13,2,20,5,6,8	10,690,519	2,922	1,453,863
EQUIFAX INC	COM	294429105	821,783	4,781,143	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,163,934	60,157	557,052
EQUINIX INC	COM	29444U700	2,639,623	3,758,540	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,234,482	48,031	476,027
EQUITABLE HLDGS INC	COM	29452E101	202,589	10,502,257	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,784,316	256,352	1,461,589
EQUITRANS MIDSTREAM CORP	COM	294600101	77,524	9,329,022	SH		DFND	12,13,2,20,5,6,8	8,531,275	2,337	795,410
EQUITY BANCSHARES INC	COM CL A	29460X109	5,278	302,642	SH		DFND	2,20,5,8	225,026	0	77,616
EQUITY COMWLTH	COM SH BEN INT	294628102	141,120	4,382,596	SH		DFND	10,13,19,2,20,5,6,8	3,283,095	34,049	1,065,452
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	502,646	8,000,935	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,069,623	134,877	1,796,435
EQUITY RESIDENTIAL	SH BEN INT	29476L107	1,387,675	23,347,529	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,691,510	291,331	4,364,688
500 COM LTD	SPON ADR REP A	33829R100	115	29,766	SH		DFND	2	29,766	0	0
ALCON AG	ORD SHS	H01301128	311	5,423	SH		DFND	20	5,423	0	0
ERIE INDTY CO	CL A	29530P102	138,242	720,385	SH		DFND	10,11,12,13,19,2,20,5,6,8	571,371	49,866	99,148
EROS INTL PLC	SHS NEW	G3788M114	4,046	1,280,490	SH		DFND	2,20,5	1,056,626	0	223,864
ESCALADE INC	COM	296056104	2,380	170,484	SH		DFND	2,20	134,580	0	35,904
ESCO TECHNOLOGIES INC	COM	296315104	68,555	811,010	SH		DFND	2,20,5,8	692,727	521	117,762
ESPERION THERAPEUTICS INC NE	COM	29664W105	89,674	1,747,696	SH		DFND	2,20,5,8	1,633,792	100	113,804
ESQUIRE FINL HLDGS INC	COM	29667J101	1,807	106,932	SH		DFND	2,20	86,042	0	20,890
ESSA BANCORP INC	COM	29667D104	2,841	204,080	SH		DFND	2,20,6	167,079	0	37,001
ESSENT GROUP LTD	COM	G3198U102	147,125	4,056,385	SH		DFND	13,2,20,5,6,8	3,563,905	700	491,780
ESSENTIAL PPTYS RLTY TR INC	COM	29670E107	71,561	4,749,218	SH		DFND	10,2,20,5,8	3,850,710	25,800	872,708
ESSENTIAL UTILS INC	COM	29670G102	415,245	9,830,615	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,676,860	118,378	1,035,377
ALDEYRA THERAPEUTICS INC	COM	01438T106	80	19,100	SH		DFND	20	19,100	0	0
ESSENTIAL UTILS INC	UNIT 04/30/2022	29670G201	12,940	229,800	SH		DFND	2	229,800	0	0
ESSEX PPTY TR INC	COM	297178105	1,139,611	4,928,593	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,168,663	58,863	701,067
ETHAN ALLEN INTERIORS INC	COM	297602104	11,353	959,637	SH		DFND	2,20,5,8	855,874	1,000	102,763
ETON PHARMACEUTICALS INC	COM	29772L108	822	150,896	SH		DFND	2,20	116,284	0	34,612
ETSY INC	COM	29786A106	305,272	2,873,685	SH		DFND	13,19,2,20,5,6,8	2,600,292	1,200	272,193
EURONAV NV ANTWERPEN	SHS	B38564108	181	22,251	SH		DFND	20,8	14,219	0	8,032
EURONET WORLDWIDE INC	COM	298736109	58,808	613,737	SH		DFND	13,19,2,20,5,8	506,726	500	106,511
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	11,816	12,270,000	PRN		DFND	2,5	12,270,000	0	0
EVANS BANCORP INC	COM NEW	29911Q208	3,007	129,281	SH		DFND	2,20	74,019	0	55,262
EVELO BIOSCIENCES INC	COM	299734103	1,130	230,607	SH		DFND	2,20	183,532	0	47,075
ALECTOR INC	COM	014442107	44,246	1,810,395	SH		DFND	2,20,5,8	1,636,015	500	173,880
EVENTBRITE INC	COM CL A	29975E109	9,597	1,119,793	SH		DFND	2,20,5,8	889,840	0	229,953
EVERBRIDGE INC	COM	29978A104	62,017	448,229	SH		DFND	13,2,20,5,8	369,890	300	78,039
EVERCORE INC	CLASS A	29977A105	57,594	977,493	SH		DFND	13,2,20,5,6,8	889,115	300	88,078
EVEREST RE GROUP LTD	COM	G3223R108	400,696	1,943,238	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,647,549	42,586	253,103
EVERGY INC	COM	30034W106	709,397	11,964,865	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,443,355	164,641	1,356,869
EVERI HLDGS INC	COM	30034T103	8,660	1,678,284	SH		DFND	2,20,5,8	1,323,159	0	355,125
EVERQUOTE INC	COM CL A	30041R108	15,197	261,289	SH		DFND	2,20,5,8	209,106	0	52,183
EVERSOURCE ENERGY	COM	30040W108	1,656,831	19,897,094	SH		DFND	10,11,12,13,19,2,20,5,6,8	17,591,996	250,629	2,054,469
EVERTEC INC	COM	30040P103	54,856	1,952,188	SH		DFND	2,20,5,8	1,627,160	900	324,128
EVI INDUSTRIES INC	COM	26929N102	1,539	70,902	SH		DFND	2,20	56,639	0	14,263
ALERUS FINL CORP	COM	01446U103	4,338	218,895	SH		DFND	2,20,5	168,230	0	50,665
EVO PMTS INC	CL A COM	26927E104	21,978	962,663	SH		DFND	2,20,5,8	789,954	0	172,709
EVOFEM BIOSCIENCES INC	COM	30048L104	2,125	750,894	SH		DFND	2,20	623,016	0	127,878
EVOLENT HEALTH INC	CL A	30050B101	13,502	1,896,406	SH		DFND	2,20,5,8	1,567,619	0	328,787
EVOLUS INC	COM	30052C107	1,828	344,865	SH		DFND	2,20	281,909	0	62,956
EVOLUTION PETROLEUM CORP	COM	30049A107	1,529	546,076	SH		DFND	2,20	439,428	0	106,648
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	33,839	1,819,291	SH		DFND	2,20,5,8	1,434,509	1,100	383,682
EXACT SCIENCES CORP	COM	30063P105	313,824	3,609,663	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,094,946	66,386	448,331
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	27,238	28,438,000	PRN		DFND	2,5	28,438,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	21,297	20,525,000	PRN		DFND	2,5	20,525,000	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	11,497	8,440,000	PRN		DFND	2,5	8,440,000	0	0
ALEXANDER & BALDWIN INC NEW	COM	014491104	28,610	2,346,992	SH		DFND	2,20,5,8	1,998,094	982	347,916
EXAGEN INC	COM	30068X103	684	55,136	SH		DFND	2,20	41,124	0	14,012
EXANTAS CAP CORP	COM NEW	30068N105	1,489	561,974	SH		DFND	2,20,5	561,974	0	0
EXELA TECHNOLOGIES INC	COM	30162V102	12	20,900	SH		DFND	20	20,900	0	0
EXELIXIS INC	COM	30161Q104	229,617	9,672,153	SH		DFND	13,19,2,20,5,6,8	8,980,544	8,870	682,739
EXELON CORP	COM	30161N101	2,298,622	63,340,361	SH		DFND	10,11,12,13,19,2,20,5,6,8	48,171,881	1,064,387	14,104,093
EXICURE INC	COM	30205M101	1,596	654,065	SH		DFND	2,20	517,990	0	136,075
EXLSERVICE HOLDINGS INC	COM	302081104	68,511	1,080,623	SH		DFND	19,2,20,5,8	912,889	200	167,534
EXONE CO	COM	302104104	1,058	123,690	SH		DFND	2,20	97,640	0	26,050
EXP WORLD HLDGS INC	COM	30212W100	7,551	442,869	SH		DFND	2,20,5,8	356,776	0	86,093
EXPEDIA GROUP INC	COM NEW	30212P303	480,373	5,843,951	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,132,617	84,625	626,709
ALEXANDERS INC	COM	014752109	17,780	73,806	SH		DFND	10,2,20,5,8	52,498	677	20,631
EXPEDITORS INTL WASH INC	COM	302130109	688,971	9,060,633	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,674,011	254,814	1,131,808
EXPONENT INC	COM	30214U102	129,599	1,601,368	SH		DFND	2,20,5,8	1,362,713	584	238,071
EXPRESS INC	COM	30219E103	2,758	1,790,648	SH		DFND	2,20,5	1,549,960	0	240,688
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	27,252	2,435,362	SH		DFND	12,2,20,5,8	2,040,110	12,200	383,052
EXTERRAN CORP	COM	30227H106	4,745	880,408	SH		DFND	2,20,5	766,456	0	113,952
EXTRA SPACE STORAGE INC	COM	30225T102	767,949	8,313,836	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,807,599	99,776	1,406,461
EXTREME NETWORKS INC	COM	30226D106	16,973	3,910,839	SH		DFND	13,2,20,5,8	3,317,084	0	593,755
EXXON MOBIL CORP	COM	30231G102	9,887,545	221,098,938	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	198,859,453	2,745,006	19,494,479
EYEPOINT PHARMACEUTICALS INC	COM	30233G100	24	31,700	SH		DFND	20	31,700	0	0
EZCORP INC	CL A NON VTG	302301106	10,374	1,646,661	SH		DFND	2,20,5,8	1,428,356	2,136	216,169
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	1,284,901	7,868,420	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,450,728	93,474	1,324,218
F M C CORP	COM NEW	302491303	652,536	6,521,591	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,681,350	68,122	772,119
F N B CORP	COM	302520101	82,455	10,993,983	SH		DFND	13,2,20,5,6,8	10,138,859	2,953	852,171
F5 NETWORKS INC	COM	315616102	437,068	3,133,553	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,649,637	102,727	381,189
FABRINET	SHS	G3323L100	72,052	1,154,314	SH		DFND	2,20,5,8	982,445	700	171,169
FACEBOOK INC	CL A	30303M102	22,003,743	96,902,907	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	82,820,358	2,292,972	11,789,577
FACTSET RESH SYS INC	COM	303075105	486,487	1,481,071	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,275,894	67,264	137,913
FAIR ISAAC CORP	COM	303250104	394,125	942,793	SH		DFND	10,11,12,13,19,2,20,5,6,8	815,385	33,470	93,938
FALCON MINERALS CORP	CL A COM	30607B109	2,620	818,641	SH		DFND	2,20,5	658,048	0	160,593
FANHUA INC	SPONSORED ADR	30712A103	5,628	281,275	SH		DFND	2,20,5	246,253	700	34,322
FARFETCH LTD	ORD SH CL A	30744W107	2,042	118,249	SH		DFND	1,19,2,5	53,107	0	65,142
ALEXION PHARMACEUTICALS INC	COM	015351109	1,242,788	11,072,591	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,519,528	282,737	1,270,326
FARMER BROS CO	COM	307675108	2,195	299,106	SH		DFND	2,20,5	253,493	0	45,613
FARMERS & MERCHANTS BANCORP	COM	30779N105	3,706	173,211	SH		DFND	2,20,5	138,637	0	34,574
FARMERS NATIONAL BANC CORP	COM	309627107	5,629	474,644	SH		DFND	2,20,5	379,913	0	94,731
FARMLAND PARTNERS INC	COM	31154R109	4,108	595,310	SH		DFND	2,20,5	496,621	0	98,689
FARO TECHNOLOGIES INC	COM	311642102	30,974	577,865	SH		DFND	2,20,5,8	478,865	373	98,627
FASTENAL CO	COM	311900104	1,204,923	28,126,132	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	24,411,766	896,140	2,818,226
FASTLY INC	CL A	31188V100	71,457	839,387	SH		DFND	2,20,5,8	681,933	0	157,454
FATE THERAPEUTICS INC	COM	31189P102	106,417	3,101,641	SH		DFND	2,20,5,8	2,822,634	600	278,407
FB FINL CORP	COM	30257X104	11,032	445,381	SH		DFND	2,20,5,8	371,229	0	74,152
FBL FINL GROUP INC	CL A	30239F106	8,626	240,340	SH		DFND	2,20,5,8	199,379	400	40,561
ALGONQUIN PWR UTILS CORP	COM	015857105	3,548	270,938	SH		DFND	2	270,938	0	0
FEDERAL AGRIC MTG CORP	CL C	313148306	12,367	193,201	SH		DFND	2,20,5,8	149,517	0	43,684
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	706,327	8,188,284	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,286,867	65,073	836,344
FEDERAL SIGNAL CORP	COM	313855108	58,282	1,960,380	SH		DFND	2,20,5,8	1,599,403	300	360,677
FEDERATED HERMES INC	CL B	314211103	76,798	3,240,401	SH		DFND	10,12,2,20,5,6,8	2,778,226	22,411	439,764
FEDEX CORP	COM	31428X106	1,421,254	10,089,527	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,777,999	152,633	1,158,895
FEDNAT HLDG CO	COM	31431B109	2,494	225,302	SH		DFND	2,20,5	187,142	0	38,160
FENNEC PHARMACEUTICALS INC	COM	31447P100	2,354	281,868	SH		DFND	2,20	227,234	0	54,634
FERRARI N V	COM	N3167Y103	705	4,123	SH		DFND	12,20,6	2,337	41	1,745
FERRO CORP	COM	315405100	31,748	2,658,929	SH		DFND	2,20,5,8	2,312,994	317	345,618
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	5,160	503,892	SH		DFND	2,20,6	503,892	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	8,197,934	38,006,186	SH		DFND	10,11,12,13,19,2,20,5,8	29,200,949	957,224	7,848,013
FIBROGEN INC	COM	31572Q808	126,009	3,109,040	SH		DFND	13,19,2,20,5,8	2,732,665	1,200	375,175
FIDELITY D & D BANCORP INC	COM	31609R100	3,013	62,644	SH		DFND	2,20,5	50,801	0	11,843
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	218,968	7,141,816	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,699,716	391,184	1,050,916
FIDELITY NATL INFORMATION SV	COM	31620M106	3,429,745	25,577,933	SH		DFND	10,11,12,13,19,2,20,5,6,8	21,954,163	315,005	3,308,765
FIESTA RESTAURANT GROUP INC	COM	31660B101	4,401	689,764	SH		DFND	2,20,5	608,825	0	80,939
FIFTH THIRD BANCORP	COM	316773100	640,832	32,784,798	SH		DFND	10,12,13,19,2,20,5,6,8	29,023,815	476,519	3,284,464
FINANCIAL INSTNS INC	COM	317585404	7,148	378,859	SH		DFND	2,20,5,8	308,577	0	70,282
FINVOLUTION GROUP	SPONSORED ADS	31810T101	3,015	1,665,855	SH		DFND	13,2,20,5	1,201,702	0	464,153
FIREEYE INC	COM	31816Q101	35,711	2,933,182	SH		DFND	19,2,20,5,8	2,487,683	1,300	444,199
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	13,735	15,171,000	PRN		DFND	2,5	15,171,000	0	0
51JOB INC	SPONSORED ADS	316827104	38,082	530,461	SH		DFND	10,11,12,13,19,2,20,5,8	409,846	12,200	108,415
ALICO INC	COM	016230104	3,796	121,503	SH		DFND	2,20	103,906	0	17,597
FIREEYE INC	NOTE 1.625% 6/0	31816QAD3	11,037	11,655,000	PRN		DFND	2,5	11,655,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	140,241	2,920,467	SH		DFND	12,13,2,20,5,6,8	2,677,501	985	241,981
FIRST BANCORP INC ME	COM	31866P102	4,281	197,298	SH		DFND	2,20,5	159,698	0	37,600
FIRST BANCORP N C	COM	318910106	17,133	678,338	SH		DFND	2,20,5,8	547,971	0	130,367
FIRST BANCORP P R	COM NEW	318672706	52,050	9,311,264	SH		DFND	2,20,5,8	8,359,873	2,000	949,391
FIRST BANCSHARES INC MS	COM	318916103	9,576	425,590	SH		DFND	2,20,5,8	342,413	0	83,177
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	2,200	337,441	SH		DFND	2,20	274,092	0	63,349
FIRST BUS FINL SVCS INC WIS	COM	319390100	2,691	163,614	SH		DFND	13,2,20	132,922	0	30,692
FIRST BUSEY CORP	COM NEW	319383204	22,904	1,228,082	SH		DFND	2,20,5,8	1,003,350	0	224,732
FIRST CAPITAL INC	COM	31942S104	3,794	54,607	SH		DFND	2,20,5	44,474	0	10,133
ALIGN TECHNOLOGY INC	COM	016255101	852,815	3,107,473	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,682,383	76,499	348,591
FIRST CHOICE BANCORP	COM	31948P104	2,839	173,332	SH		DFND	2,20	141,213	0	32,119
FIRST CMNTY BANKSHARES INC V	COM	31983A103	8,496	378,429	SH		DFND	2,20,5,8	300,842	0	77,587
FIRST CMNTY CORP S C	COM	319835104	1,117	73,700	SH		DFND	2,20	57,500	0	16,200
FIRST COMWLTH FINL CORP PA	COM	319829107	29,347	3,544,378	SH		DFND	2,20,5,8	3,103,830	0	440,548
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	55,437	136,729	SH		DFND	13,2,20,5,8	122,155	113	14,461
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	160	16,548	SH		DFND	20	16,548	0	0
FIRST FINL BANCORP OH	COM	320209109	56,822	4,090,883	SH		DFND	2,20,5,8	3,642,971	1,282	446,630
FIRST FINL BANKSHARES	COM	32020R109	149,054	5,137,332	SH		DFND	13,2,20,5,6,8	4,532,266	900	604,166
FIRST FINL CORP IND	COM	320218100	11,119	297,566	SH		DFND	2,20,5,8	236,802	351	60,413
FIRST FNDTN INC	COM	32026V104	14,337	877,415	SH		DFND	2,20,5,8	716,358	0	161,057
ALJ REGIONAL HLDGS INC	COM	001627108	7	13,800	SH		DFND	20	13,800	0	0
FIRST GTY BANCSHARES INC	COM	32043P106	973	79,537	SH		DFND	2,20,5	62,817	0	16,720
FIRST HAWAIIAN INC	COM	32051X108	55,417	3,214,464	SH		DFND	2,20,5,8	2,933,920	2,300	278,244
FIRST HORIZON NATL CORP	COM	320517105	120,738	11,935,598	SH		DFND	12,13,2,20,5,6,8	11,287,901	2,907	644,790
FIRST INDL RLTY TR INC	COM	32054K103	225,686	5,833,605	SH		DFND	10,19,2,20,5,6,8	4,718,518	37,365	1,077,722
FIRST INTERNET BK IND	COM	320557101	2,906	174,236	SH		DFND	2,20	144,967	0	29,269
FIRST INTST BANCSYSTEM INC	COM CL A	32055Y201	34,200	1,104,649	SH		DFND	2,20,5,8	862,985	0	241,664
FIRST LONG IS CORP	COM	320734106	7,978	488,271	SH		DFND	2,20,5,8	382,900	0	105,371
FIRST MERCHANTS CORP	COM	320817109	41,132	1,491,909	SH		DFND	2,20,5,8	1,190,172	300	301,437
FIRST MID BANCSHARES INC	COM	320866106	8,528	325,128	SH		DFND	2,20,5,8	266,913	0	58,215
FIRST MIDWEST BANCORP DEL	COM	320867104	63,361	4,698,033	SH		DFND	2,20,5,8	4,191,118	1,700	505,215
ALKERMES PLC	SHS	G01767105	101,074	5,208,665	SH		DFND	13,19,2,20,5,8	4,861,089	1,630	345,946
FIRST NORTHWEST BANCORP	COM	335834107	2,329	187,538	SH		DFND	2,20	153,682	0	33,856
FIRST REP BK SAN FRANCISCO C	COM	33616C100	969,040	9,142,750	SH		DFND	10,12,13,19,2,20,5,6,8	8,283,562	83,050	776,138
FIRST SAVINGS FINL GROUP INC	COM	33621E109	866	19,997	SH		DFND	2,20	12,600	0	7,397
FIRST SOLAR INC	COM	336433107	108,638	2,194,716	SH		DFND	12,13,19,2,20,5,6,8	1,997,364	773	196,579
FIRST UTD CORP	COM	33741H107	989	74,156	SH		DFND	2,20	58,956	0	15,200
FIRST WESTN FINL INC	COM	33751L105	1,012	71,012	SH		DFND	2,20	45,100	0	25,912
FIRSTCASH INC	COM	33767D105	88,448	1,310,731	SH		DFND	13,2,20,5,6,8	1,124,330	541	185,860
FIRSTENERGY CORP	COM	337932107	1,526,865	39,372,491	SH		DFND	10,11,12,13,19,2,20,5,6,8	25,291,349	9,450,765	4,630,377
FISERV INC	COM	337738108	2,281,193	23,368,093	SH		DFND	10,11,12,13,19,2,20,5,6,8	20,014,411	292,744	3,060,938
FITBIT INC	CL A	33812L102	40,808	6,317,085	SH		DFND	19,2,20,5,8	5,103,102	3,400	1,210,583
ALLAKOS INC	COM	01671P100	84,996	1,182,796	SH		DFND	2,20,5,8	1,077,861	300	104,635
FIVE BELOW INC	COM	33829M101	142,194	1,330,032	SH		DFND	13,19,2,20,5,6,8	1,204,781	700	124,551
FIVE POINT HOLDINGS LLC	COM CL A	33833Q106	367	79,838	SH		DFND	20,5,8	55,672	0	24,166
FIVE PRIME THERAPEUTICS INC	COM	33830X104	4,098	671,840	SH		DFND	2,20,5	560,173	0	111,667
FIVE STAR SENIOR LIVING INC	COM NEW	33832D205	805	206,356	SH		DFND	2,20	163,056	0	43,300
FIVE9 INC	COM	338307101	84,734	765,645	SH		DFND	13,2,20,5,8	623,053	600	141,992
FIVERR INTL LTD	ORD SHS	M4R82T106	2,836	38,416	SH		DFND	2,20,8	25,616	0	12,800
FLAGSTAR BANCORP INC	COM PAR .001	337930705	32,524	1,105,140	SH		DFND	2,20,5,8	944,487	0	160,653
FLEETCOR TECHNOLOGIES INC	COM	339041105	850,463	3,381,161	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,916,846	52,559	411,756
FLEX LTD	ORD	Y2573F102	47,763	4,659,821	SH		DFND	10,12,13,19,2,20,5,8	1,962,449	5,900	2,691,472
FLEXION THERAPEUTICS INC	COM	33938J106	31,167	2,370,134	SH		DFND	2,20,5,8	2,224,216	0	145,918
ALLEGHANY CORP DEL	COM	017175100	261,450	534,509	SH		DFND	10,11,12,13,19,2,20,5,6,8	464,433	14,528	55,548
FLIR SYS INC	COM	302445101	228,365	5,628,917	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,707,054	139,549	782,314
FLOOR & DECOR HLDGS INC	CL A	339750101	81,976	1,421,961	SH		DFND	19,2,20,5,8	1,248,397	1,300	172,264
FLOTEK INDS INC DEL	COM	343389102	88	73,178	SH		DFND	20	73,178	0	0
FLOWERS FOODS INC	COM	343498101	105,255	4,707,293	SH		DFND	12,13,19,2,20,5,6,8	4,150,510	1,467	555,316
FLOWSERVE CORP	COM	34354P105	120,153	4,184,360	SH		DFND	10,12,13,19,2,20,5,6,8	3,681,086	2,137	501,137
FLUENT INC	COM	34380C102	954	535,874	SH		DFND	2,20	387,773	0	148,101
FLUIDIGM CORP DEL	COM	34385P108	5,226	1,303,192	SH		DFND	2,20,5	1,056,321	0	246,871
FLUOR CORP NEW	COM	343412102	58,099	4,809,531	SH		DFND	12,13,2,20,5,6,8	4,182,192	2,243	625,096
FLUSHING FINL CORP	COM	343873105	6,145	533,407	SH		DFND	2,20,5,8	417,714	882	114,811
FLWS/1-800 FLOWERS	CL A	68243Q106	15,138	756,133	SH		DFND	2,20,5,8	642,723	0	113,410
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	65,191	6,397,555	SH		DFND	12,13,2,20,5,6,8	5,827,634	945	568,976
FLY LEASING LTD	SPONSORED ADR	34407D109	188	22,938	SH		DFND	2	22,938	0	0
FNCB BANCORP INC	COM	302578109	1,660	288,736	SH		DFND	2,20,5	223,476	0	65,260
FOCUS FINL PARTNERS INC	COM CL A	34417P100	21,131	639,360	SH		DFND	2,20,5,8	507,005	0	132,355
FOMENTO ECONOMICO MEXICANO S	SPON ADR UNITS	344419106	10,385	167,479	SH		DFND	13,20,5	115,474	1,000	51,005
FONAR CORP	COM NEW	344437405	1,700	79,555	SH		DFND	2,20	65,355	0	14,200
FOOT LOCKER INC	COM	344849104	77,888	2,671,062	SH		DFND	12,13,19,2,20,5,6,8	2,446,064	1,255	223,743
FORD MTR CO DEL	COM	345370860	1,075,426	176,879,312	SH		DFND	10,11,12,13,19,2,20,5,6,8	151,788,485	2,080,921	23,009,906
FORESCOUT TECHNOLOGIES INC	COM	34553D101	21,245	1,002,124	SH		DFND	2,20,5,8	824,043	0	178,081
FORESTAR GROUP INC	COM	346232101	4,775	316,672	SH		DFND	2,20,5	256,006	203	60,463
FORMFACTOR INC	COM	346375108	69,283	2,362,183	SH		DFND	2,20,5,8	2,005,386	1,294	355,503
ALLEGIANCE BANCSHARES INC	COM	01748H107	16,971	668,396	SH		DFND	2,20,5,8	587,615	0	80,781
FORRESTER RESH INC	COM	346563109	11,058	345,120	SH		DFND	2,20,5,8	296,845	0	48,275
FORTERRA INC	COM	34960W106	4,323	387,355	SH		DFND	2,20,5,8	308,823	0	78,532
FORTINET INC	COM	34959E109	773,352	5,633,804	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,814,276	94,769	724,759
FORTIS INC	COM	349553107	507	13,321	SH		DFND	20	4,523	323	8,475
FORTIVE CORP	COM	34959J108	800,005	11,823,904	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	10,355,035	186,227	1,282,642
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	33,972	34,537,000	PRN		DFND	2,5	34,537,000	0	0
FORTRESS BIOTECH INC	COM	34960Q109	2,400	895,471	SH		DFND	2,20	761,639	0	133,832
FORTRESS TRANS INFRST INVS L	COM REP LTD LIAB	34960P101	674	51,916	SH		DFND	2,20	51,492	0	424
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	416,301	6,511,830	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,511,978	193,552	806,300
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	43	81,759	SH		DFND	20	81,759	0	0
ALLEGIANT TRAVEL CO	COM	01748X102	46,917	429,608	SH		DFND	2,20,5,8	380,183	0	49,425
FORWARD AIR CORP	COM	349853101	46,574	934,852	SH		DFND	2,20,5,8	810,284	84	124,484
FOSSIL GROUP INC	COM	34988V106	15,042	3,234,751	SH		DFND	2,20,5	3,030,180	0	204,571
FOSTER L B CO	COM	350060109	2,278	178,352	SH		DFND	2,20	142,763	0	35,589
FOUNDATION BLDG MATLS INC	COM	350392106	9,494	608,206	SH		DFND	2,20,5,8	510,637	0	97,569
FOUR CORNERS PPTY TR INC	COM	35086T109	89,664	3,631,081	SH		DFND	10,2,20,5,6,8	3,170,759	21,270	439,052
FOX CORP	CL A COM	35137L105	455,207	16,972,668	SH		DFND	10,11,12,13,19,2,20,5,6,8	15,016,087	225,266	1,731,315
FOX CORP	CL B COM	35137L204	206,942	7,710,209	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,773,327	111,223	825,659
FOX FACTORY HLDG CORP	COM	35138V102	97,542	1,180,753	SH		DFND	2,20,5,8	1,011,630	300	168,823
FRANCHISE GROUP INC	COM	35180X105	4,919	224,816	SH		DFND	2,20,5	170,074	0	54,742
FRANKLIN COVEY CO	COM	353469109	4,932	230,457	SH		DFND	2,20,5,8	178,869	0	51,588
ALLEGION PLC	ORD SHS	G0176J109	437,370	4,278,711	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,639,636	89,278	549,797
FRANKLIN ELEC INC	COM	353514102	131,760	2,508,764	SH		DFND	2,20,5,8	2,302,673	80	206,011
FRANKLIN FINL NETWORK INC	COM	35352P104	12,041	467,624	SH		DFND	2,20,5,8	410,752	0	56,872
FRANKLIN FINL SVCS CORP	COM	353525108	1,621	62,584	SH		DFND	2,20	49,422	0	13,162
FRANKLIN RESOURCES INC	COM	354613101	676,429	32,256,973	SH		DFND	10,12,13,19,2,20,5,6,8	30,209,039	429,686	1,618,248
FRANKLIN STR PPTYS CORP	COM	35471R106	30,453	5,982,908	SH		DFND	10,2,20,5,8	4,874,905	31,622	1,076,381
FRANKS INTL N V	COM	N33462107	5,801	2,596,403	SH		DFND	2,20,5,8	2,049,724	0	546,679
FREEDOM HLDG CORP NEV	COM	356390104	222	11,900	SH		DFND	20,8	10,800	0	1,100
FREEPORT-MCMORAN INC	CL B	35671D857	767,374	66,324,423	SH		DFND	10,11,12,13,19,2,20,5,6,8	58,181,335	831,075	7,312,013
FREQUENCY THERAPEUTICS INC	COM	35803L108	10,223	439,693	SH		DFND	2,20,5	354,171	0	85,522
FRESENIUS MED CARE AG&CO KGA	SPONSORED ADR	358029106	518	11,963	SH		DFND	20	11,963	0	0
58 COM INC	SPON ADR REP A	31680Q104	100,508	1,863,334	SH		DFND	1,10,11,12,13,19,2,20,5,8	1,416,021	52,803	394,510
ALLETE INC	COM NEW	018522300	97,226	1,780,369	SH		DFND	13,2,20,5,6,8	1,507,896	600	271,873
FRESH DEL MONTE PRODUCE INC	ORD	G36738105	24,877	1,010,446	SH		DFND	2,20,5,8	857,544	38	152,864
FRESHPET INC	COM	358039105	65,955	788,366	SH		DFND	2,20,5,8	612,122	600	175,644
FRONT YD RESIDENTIAL CORP	COM	35904G107	14,202	1,632,425	SH		DFND	2,20,5,8	1,352,623	333	279,469
FRONTDOOR INC	COM	35905A109	46,440	1,047,603	SH		DFND	13,19,2,20,5,8	860,035	1,050	186,518
FRONTLINE LTD	SHS NEW	G3682E192	14,051	2,012,994	SH		DFND	2,20,5,8	1,586,894	0	426,100
FRP HLDGS INC	COM	30292L107	5,808	143,124	SH		DFND	2,20,5,8	114,513	0	28,611
FS BANCORP INC	COM	30263Y104	2,865	74,292	SH		DFND	2,20	58,754	0	15,538
FTI CONSULTING INC	COM	302941109	104,121	908,960	SH		DFND	13,2,20,5,6,8	820,111	602	88,247
FUELCELL ENERGY INC	COM	35952H601	11,050	4,889,220	SH		DFND	2,20,5	4,284,749	0	604,471
FULCRUM THERAPEUTICS INC	COM	359616109	3,788	207,098	SH		DFND	2,20,5	164,879	0	42,219
ALLIANCE DATA SYSTEMS CORP	COM	018581108	49,989	1,107,923	SH		DFND	12,13,19,2,20,5,6,8	1,001,286	612	106,025
FULGENT GENETICS INC	COM	359664109	2,157	134,783	SH		DFND	2,20	112,476	0	22,307
FULLER H B CO	COM	359694106	213,651	4,790,390	SH		DFND	2,20,5,8	4,547,825	337	242,228
FULTON FINL CORP PA	COM	360271100	72,027	6,757,243	SH		DFND	2,20,5,6,8	5,998,235	2,356	756,652
FUNKO INC	COM CL A	361008105	2,146	369,944	SH		DFND	2,20,5	295,343	0	74,601
FUTUREFUEL CORP	COM	36116M106	10,097	844,949	SH		DFND	2,20,5,8	731,197	0	113,752
FVCBANKCORP INC	COM	36120Q101	1,931	179,421	SH		DFND	2,20	133,662	0	45,759
G III APPAREL GROUP LTD	COM	36237H101	21,622	1,626,972	SH		DFND	2,20,5,8	1,428,816	660	197,496
G1 THERAPEUTICS INC	COM	3621LQ109	33,016	1,360,913	SH		DFND	2,20,5,8	1,205,799	0	155,114
GAIA INC NEW	CL A	36269P104	1,543	184,172	SH		DFND	2,20	142,957	0	41,215
GAIN CAP HLDGS INC	COM	36268W100	2,532	420,560	SH		DFND	2,20,5	342,717	0	77,843
ALLIANT ENERGY CORP	COM	018802108	642,332	13,426,673	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,787,532	200,319	1,438,822
GALECTIN THERAPEUTICS INC	COM NEW	363225202	2,106	688,083	SH		DFND	2,20	526,898	0	161,185
GALERA THERAPEUTICS INC	COM	36338D108	610	85,421	SH		DFND	2,20	62,704	0	22,717
GALLAGHER ARTHUR J & CO	COM	363576109	842,640	8,643,347	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,349,268	130,633	1,163,446
GAMCO INVS INC	CL A COM	361438104	1,464	110,024	SH		DFND	2,20,5	83,271	0	26,753
GAMESTOP CORP NEW	CL A	36467W109	10,269	2,366,089	SH		DFND	13,2,20,5,8	2,032,130	1,932	332,027
GAMING & LEISURE PPTYS INC	COM	36467J108	162,601	4,699,462	SH		DFND	10,12,13,19,2,20,5,8	3,806,533	76,202	816,727
GAN LTD	ORD SHS	G3728V109	1,910	75,049	SH		DFND	2,20	57,676	0	17,373
GANNETT CO INC	COM	36472T109	4,896	3,547,481	SH		DFND	2,20,5	3,039,649	0	507,832
GAP INC	COM	364760108	104,885	8,311,006	SH		DFND	10,12,13,19,2,20,5,6,8	7,250,113	3,401	1,057,492
GARMIN LTD	SHS	H2906T109	636,520	6,528,347	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,586,710	220,144	721,493
ALLIED MOTION TECHNOLOGIES I	COM	019330109	4,621	130,905	SH		DFND	2,20,5	103,638	0	27,267
GARRETT MOTION INC	COM	366505105	8,671	1,565,167	SH		DFND	1,12,2,20,5,8	1,514,937	1,002	49,228
GARTNER INC	COM	366651107	431,933	3,559,989	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,071,895	44,431	443,663
GASLOG LTD	SHS	G37585109	1,305	464,490	SH		DFND	10,2,20	464,490	0	0
GATES INDUSTRIAL CORPRATIN P	ORD SHS	G39108108	6,097	593,076	SH		DFND	2,20,5,8	489,208	0	103,868
GATX CORP	COM	361448103	69,924	1,146,663	SH		DFND	2,20,5,6,8	981,368	337	164,958
GCI LIBERTY INC	COM CLASS A	36164V305	91,228	1,282,739	SH		DFND	13,2,20,5,8	1,051,887	943	229,909
GCP APPLIED TECHNOLOGIES INC	COM	36164Y101	39,385	2,119,742	SH		DFND	13,2,20,5,8	1,517,497	1,704	600,541
GDS HLDGS LTD	SPONSORED ADS	36165L108	114,547	1,437,951	SH		DFND	10,11,12,13,19,2,20,5,8	1,107,910	31,500	298,541
GENASYS INC	COM	36872P103	1,765	363,155	SH		DFND	2,20	287,511	0	75,644
GENCO SHIPPING & TRADING LTD	SHS	Y2685T131	1,752	278,953	SH		DFND	2,20,5	209,917	9,100	59,936
ALLISON TRANSMISSION HLDGS I	COM	01973R101	56,645	1,540,113	SH		DFND	13,2,20,5,8	1,237,733	900	301,480
GENCOR INDS INC	COM	368678108	1,998	158,105	SH		DFND	2,20	129,644	0	28,461
GENERAC HLDGS INC	COM	368736104	182,922	1,500,218	SH		DFND	13,19,2,20,5,6,8	1,345,925	900	153,393
GENERAL DYNAMICS CORP	COM	369550108	1,673,706	11,198,352	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,001,246	243,360	953,746
GENERAL ELECTRIC CO	COM	369604103	2,369,412	346,410,337	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	298,276,525	4,436,397	43,697,415
GENERAL FIN CORP DEL	COM	369822101	1,178	175,618	SH		DFND	2,20	131,691	0	43,927
GENERAL MLS INC	COM	370334104	2,255,083	36,578,798	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	25,216,593	7,713,995	3,648,210
GENERAL MOLY INC	COM	370373102	9	42,932	SH		DFND	20	42,932	0	0
GENERAL MTRS CO	COM	37045V100	1,453,827	57,463,530	SH		DFND	10,11,12,13,19,2,20,5,6,8	49,800,208	877,639	6,785,683
GENESCO INC	COM	371532102	10,393	479,831	SH		DFND	2,20,5,8	407,801	4	72,026
GENESIS HEALTHCARE INC	CL A COM	37185X106	24	35,499	SH		DFND	20	35,499	0	0
ALLOGENE THERAPEUTICS INC	COM	019770106	96,679	2,257,791	SH		DFND	19,2,20,5,8	2,033,743	600	223,448
GENIE ENERGY LTD	CL B	372284208	3,110	422,612	SH		DFND	2,20	368,397	0	54,215
GENMARK DIAGNOSTICS INC	COM	372309104	29,189	1,984,263	SH		DFND	2,20,5,8	1,718,356	0	265,907
GENPACT LIMITED	SHS	G3922B107	74,871	2,050,138	SH		DFND	13,19,2,20,5,8	1,809,887	0	240,251
GENPREX INC	COM	372446104	1,363	433,918	SH		DFND	2,20	366,951	0	66,967
GENTEX CORP	COM	371901109	160,349	6,222,326	SH		DFND	12,13,19,2,20,5,6,8	5,650,319	7,354	564,653
GENTHERM INC	COM	37253A103	41,081	1,056,060	SH		DFND	2,20,5,8	917,179	140	138,741
GENUINE PARTS CO	COM	372460105	811,188	9,245,170	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,445,829	114,579	684,762
GENWORTH FINL INC	COM CL A	37247D106	45,276	19,600,099	SH		DFND	12,13,2,20,5,6,8	17,334,810	2,984	2,262,305
GEO GROUP INC NEW	COM	36162J106	47,441	4,010,201	SH		DFND	12,13,2,20,5,6,8	3,640,883	814	368,504
GEOSPACE TECHNOLOGIES CORP	COM	37364X109	1,118	148,641	SH		DFND	2,20	148,641	0	0
ALLOT LTD	SHS	M0854Q105	460	43,913	SH		DFND	2	43,913	0	0
GERDAU SA	SPON ADR REP PFD	373737105	12,714	4,295,349	SH		DFND	10,12,19,2,20	3,779,776	433,825	81,748
GERMAN AMERN BANCORP INC	COM	373865104	16,142	519,039	SH		DFND	2,20,5,8	406,733	0	112,306
GERON CORP	COM	374163103	8,735	4,006,717	SH		DFND	2,20,5,8	3,048,248	0	958,469
GETTY RLTY CORP NEW	COM	374297109	56,855	1,892,460	SH		DFND	10,2,20,5,8	1,546,992	10,309	335,159
GFL ENVIRONMENTAL INC	UNIT 99/99/9999T	36168Q120	16,185	327,500	SH		DFND	2	327,500	0	0
GIBRALTAR INDS INC	COM	374689107	48,812	1,016,706	SH		DFND	2,20,5,8	873,992	170	142,544
GIGAMEDIA LTD	SHS NEW	Y2711Y112	142	45,212	SH		DFND	20	45,212	0	0
GILAT SATELLITE NETWORKS LTD	SHS NEW	M51474118	846	132,795	SH		DFND	2,20	132,795	0	0
GILEAD SCIENCES INC	COM	375558103	4,464,575	58,026,712	SH		DFND	10,11,12,13,19,2,20,5,6,8	49,618,191	1,307,995	7,100,526
GLACIER BANCORP INC NEW	COM	37637Q105	121,481	3,442,353	SH		DFND	2,20,5,6,8	3,026,293	1,085	414,975
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	38,418	5,674,708	SH		DFND	2,20,5,8	4,961,892	845	711,971
GLADSTONE COMMERCIAL CORP	COM	376536108	16,467	878,251	SH		DFND	2,20,5,8	699,942	9,600	168,709
GLADSTONE LD CORP	COM	376549101	6,063	382,291	SH		DFND	2,20,5	318,312	0	63,979
GLATFELTER	COM	377316104	22,812	1,421,333	SH		DFND	2,20,5,8	1,221,752	8	199,573
GLAUKOS CORP	COM	377322102	54,616	1,421,554	SH		DFND	2,20,5,8	1,239,599	700	181,255
GLAXOSMITHKLINE PLC	SPONSORED ADR	37733W105	384,283	9,317,126	SH		DFND	1,20	39,912	8,893,514	383,700
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	99,064	1,569,205	SH		DFND	13,2,20,5,8	1,429,486	500	139,219
GLOBAL INDTY LTD CAYMAN	USD CL A SHS	G3933F105	4,248	177,459	SH		DFND	2,20,5,8	141,624	0	35,835
GLOBAL MED REIT INC	COM NEW	37954A204	11,151	967,990	SH		DFND	2,20,5,8	792,014	3,300	172,676
GLOBAL NET LEASE INC	COM NEW	379378201	82,123	4,908,748	SH		DFND	10,2,20,5,8	3,982,019	40,000	886,729
GLOBAL PMTS INC	COM	37940X102	2,002,877	11,808,024	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,249,032	147,865	1,411,127
ALLSTATE CORP	COM	020002101	1,487,265	15,248,676	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,899,581	420,630	1,928,465
GLOBAL WTR RES INC	COM	379463102	2,139	202,901	SH		DFND	2,20,5	161,708	0	41,193
GLOBALSCAPE INC	COM	37940G109	1,565	160,481	SH		DFND	2,20	127,615	0	32,866
GLOBALSTAR INC	COM	378973408	454	1,391,247	SH		DFND	2,20,5,8	1,084,986	0	306,261
GLOBANT S A	COM	L44385109	229,719	1,532,992	SH		DFND	10,12,13,19,2,20,5,8	712,012	15,100	805,880
GLOBE LIFE INC	COM	37959E102	363,892	4,902,222	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,125,196	138,187	638,839
GLOBUS MED INC	CL A	379577208	93,125	1,951,896	SH		DFND	19,2,20,5,6,8	1,789,028	600	162,268
GLU MOBILE INC	COM	379890106	41,690	4,497,282	SH		DFND	2,20,5,8	3,896,852	0	600,430
GLYCOMIMETICS INC	COM	38000Q102	2,456	653,204	SH		DFND	2,20,5	530,580	0	122,624
GMS INC	COM	36251C103	31,900	1,297,293	SH		DFND	2,20,5,8	1,119,666	0	177,627
GODADDY INC	CL A	380237107	291,785	3,979,067	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,139,710	101,296	738,061
ALLY FINL INC	COM	02005N100	213,108	10,746,771	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,056,626	301,767	2,388,378
GOGO INC	COM	38046C109	3,345	1,058,530	SH		DFND	2,20,5	859,625	0	198,905
GOLAR LNG LTD	NOTE 2.750% 2/1	38046YAB7	7,867	10,685,000	PRN		DFND	2,5	10,685,000	0	0
GOLAR LNG LTD	SHS	G9456A100	12,531	1,730,737	SH		DFND	2,20,5	1,388,117	0	342,620
GOLD FIELDS LTD	SPONSORED ADR	38059T106	3,213	341,844	SH		DFND	20,5,8	305,724	0	36,120
GOLD RESOURCE CORP	COM	38068T105	5,044	1,227,179	SH		DFND	2,20,5,6	971,988	0	255,191
GOLDEN ENTMT INC	COM	381013101	2,751	308,376	SH		DFND	2,20,5	251,978	0	56,398
GOLDEN MINERALS CO	COM	381119106	12	28,779	SH		DFND	20	28,779	0	0
GOLDEN OCEAN GROUP LTD	SHS NEW	G39637205	142	36,645	SH		DFND	2,20,5	36,645	0	0
GOLDEN STAR RES LTD CDA	COM	38119T807	141	48,793	SH		DFND	2	48,793	0	0
GOLDFIELD CORP	COM	381370105	42	11,419	SH		DFND	20	11,419	0	0
89BIO INC	COM	282559103	1,033	51,834	SH		DFND	2,20	41,451	0	10,383
ALNYLAM PHARMACEUTICALS INC	COM	02043Q107	412,878	2,787,646	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,373,459	56,087	358,100
GOLDMAN SACHS GROUP INC	COM	38141G104	3,889,718	19,682,817	SH		DFND	1,10,12,13,19,2,20,5,6,8	11,635,644	750,727	7,296,446
GOODRICH PETE CORP	COM PAR	382410843	1,157	160,649	SH		DFND	2,20	127,192	0	33,457
GOODYEAR TIRE & RUBR CO	COM	382550101	68,600	7,669,107	SH		DFND	12,13,2,20,5,6,8	6,572,058	12,259	1,084,790
GOOSEHEAD INS INC	COM CL A	38267D109	19,580	260,510	SH		DFND	2,20,5,8	201,995	0	58,515
GOPRO INC	CL A	38268T103	11,951	2,510,752	SH		DFND	2,20,5,8	1,963,278	0	547,474
GORMAN RUPP CO	COM	383082104	11,576	372,453	SH		DFND	2,20,5,8	294,685	0	77,768
GOSSAMER BIO INC	COM	38341P102	24,707	1,900,572	SH		DFND	2,20,5,8	1,667,043	0	233,529
GP STRATEGIES CORP	COM	36225V104	2,024	235,851	SH		DFND	2,20,5	193,062	0	42,789
GRACE W R & CO DEL NEW	COM	38388F108	35,345	695,624	SH		DFND	13,2,20,5,8	575,296	504	119,824
GRACO INC	COM	384109104	261,382	5,446,591	SH		DFND	13,19,2,20,5,6,8	5,071,099	1,501	373,991
ALPHA & OMEGA SEMICONDUCTOR	SHS	G6331P104	4,076	374,587	SH		DFND	2,20,5	298,881	0	75,706
GRAFTECH INTL LTD	COM	384313508	6,497	814,151	SH		DFND	2,20,5,8	675,978	0	138,173
GRAHAM CORP	COM	384556106	2,361	185,303	SH		DFND	2,20,5	145,477	0	39,826
GRAHAM HLDGS CO	COM CL B	384637104	36,879	107,622	SH		DFND	12,13,19,2,20,5,6,8	94,478	65	13,079
GRAINGER W W INC	COM	384802104	739,922	2,355,240	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,034,543	71,607	249,090
GRAND CANYON ED INC	COM	38526M106	97,473	1,076,688	SH		DFND	13,19,2,20,5,6,8	972,207	600	103,881
GRANITE CONSTR INC	COM	387328107	29,831	1,548,009	SH		DFND	2,20,5,8	1,336,879	1,209	209,921
GRANITE PT MTG TR INC	COM STK	38741L107	14,545	2,025,764	SH		DFND	2,20,5,8	1,785,942	606	239,216
GRAPHIC PACKAGING HLDG CO	COM	388689101	56,250	3,999,335	SH		DFND	10,12,13,2,20,5,8	3,325,288	29,910	644,137
GRAVITY CO LTD	SPONSORED ADS NE	38911N206	964	17,471	SH		DFND	2	17,471	0	0
GRAY TELEVISION INC	COM	389375106	26,087	1,870,061	SH		DFND	2,20,5,8	1,479,501	0	390,560
ALPHA PRO TECH LTD	COM	020772109	2,431	137,367	SH		DFND	2,20,5	102,912	0	34,455
GREAT AJAX CORP	COM	38983D300	6,163	669,856	SH		DFND	2,20,5	609,716	0	60,140
GREAT LAKES DREDGE & DOCK CO	COM	390607109	12,273	1,325,382	SH		DFND	2,20,5,8	1,050,787	0	274,595
GREAT SOUTHN BANCORP INC	COM	390905107	9,884	242,870	SH		DFND	2,20,5,8	191,986	0	50,884
GREAT WESTN BANCORP INC	COM	391416104	32,357	2,351,532	SH		DFND	2,20,5,8	2,105,256	300	245,976
GREEN BRICK PARTNERS INC	COM	392709101	5,992	505,623	SH		DFND	2,20,5,8	392,497	0	113,126
GREEN DOT CORP	CL A	39304D102	98,078	1,998,334	SH		DFND	13,2,20,5,8	1,486,371	900	511,063
GREEN PLAINS INC	COM	393222104	11,322	1,108,402	SH		DFND	2,20,5	975,163	0	133,239
GREENBRIER COS INC	COM	393657101	26,658	1,171,772	SH		DFND	2,20,5,8	1,026,354	0	145,418
GREENE COUNTY BANCORP INC	COM	394357107	990	44,387	SH		DFND	2,20	33,596	0	10,791
GREENHILL & CO INC	COM	395259104	4,641	464,585	SH		DFND	2,20,5	400,345	0	64,240
ALPHABET INC	CAP STK CL A	02079K305	16,774,661	11,829,386	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,069,693	281,763	1,477,930
GREENLANE HLDGS INC	CL A	395330103	547	137,444	SH		DFND	2,20	103,903	0	33,541
GREENLIGHT CAPITAL RE LTD	CLASS A	G4095J109	3,800	582,863	SH		DFND	2,20,5,8	465,141	1,200	116,522
GREENSKY INC	CL A	39572G100	3,502	714,641	SH		DFND	2,20,5	532,689	0	181,952
GREENTREE HOSPITALTY GROUP L	SPONSORED ADS	39579V100	387	28,722	SH		DFND	2,20,5	28,722	0	0
GREIF INC	CL A	397624107	31,882	914,744	SH		DFND	2,20,5,6,8	793,174	83	121,487
GREIF INC	CL B	397624206	5,572	131,154	SH		DFND	2,20,5	106,406	1,400	23,348
GRID DYNAMICS HLDGS INC	CL A	39813G109	1,533	222,194	SH		DFND	2,20	172,243	0	49,951
GRIDSUM HLDG INC	SPONSORED ADR	398132100	27	37,449	SH		DFND	2	37,449	0	0
GRIFFIN INL RLTY INC	COM	398231100	1,676	30,945	SH		DFND	2,20	23,889	0	7,056
GRIFFON CORP	COM	398433102	23,663	1,277,726	SH		DFND	2,20,5,8	1,114,541	0	163,185
ALPHABET INC	CAP STK CL C	02079K107	16,592,399	11,737,607	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,917,052	307,776	1,512,779
GRIFOLS S A	SP ADR REP B NVT	398438408	5,124	280,870	SH		DFND	10,13,2,20,5	274,870	0	6,000
GRITSTONE ONCOLOGY INC	COM	39868T105	3,277	493,516	SH		DFND	2,20,5	399,326	0	94,190
GROCERY OUTLET HLDG CORP	COM	39874R101	68,127	1,669,779	SH		DFND	2,20,5,6,8	1,521,305	1,100	147,374
GROUP 1 AUTOMOTIVE INC	COM	398905109	42,640	646,358	SH		DFND	10,12,2,20,5,8	565,264	1,234	79,860
GROUPON INC	COM NEW	399473206	11,198	618,014	SH		DFND	2,20,5,8	518,114	90	99,810
GROWGENERATION CORP	COM	39986L109	2,027	296,415	SH		DFND	2,20	230,504	0	65,911
GRUBHUB INC	COM	400110102	155,186	2,207,481	SH		DFND	13,19,2,20,5,6,8	2,013,610	1,300	192,571
GRUPO AEROPORTUARIO DEL CENT	SPON ADR	400501102	7,160	192,727	SH		DFND	19,2,20	192,727	0	0
GRUPO AEROPORTUARIO DEL SURE	SPON ADR SER B	40051E202	10,185	90,699	SH		DFND	19,2,20	90,699	0	0
GRUPO AEROPUERTO DEL PACIFIC	SPON ADR B	400506101	12,885	179,406	SH		DFND	13,19,2,20,5	178,006	1,000	400
ALPHATEC HLDGS INC	COM NEW	02081G201	3,294	700,923	SH		DFND	2,20,5	559,008	0	141,915
GRUPO FINANCIERO GALICIA S.A	SPONSORED ADR	399909100	7,034	725,128	SH		DFND	2,20,5	630,858	1,500	92,770
GRUPO SUPERVIELLE S.A.	SPONSORED ADR	40054A108	922	419,070	SH		DFND	2,20,5	232,041	0	187,029
GSI TECHNOLOGY	COM	36241U106	2,122	295,587	SH		DFND	2,20	236,296	0	59,291
GSX TECHEDU INC	SPONSORED ADS	36257Y109	80,180	1,336,561	SH		DFND	10,11,12,13,19,2,20,5,8	1,065,911	35,100	235,550
GTT COMMUNICATIONS INC	COM	362393100	5,938	727,671	SH		DFND	2,20,5,8	563,645	0	164,026
GTY TECHNOLOGY HOLDINGS INC	COM	362409104	3,386	812,950	SH		DFND	2,20,5	676,922	0	136,028
GUARANTY BANCSHARES INC TEX	COM	400764106	4,094	157,061	SH		DFND	2,20	131,182	0	25,879
GUARANTY FED BANCSHARES INC	COM	40108P101	216	14,149	SH		DFND	20	2,300	0	11,849
GUARDANT HEALTH INC	COM	40131M109	67,585	833,044	SH		DFND	13,19,2,20,5,8	683,184	700	149,160
GUESS INC	COM	401617105	17,919	1,853,088	SH		DFND	2,20,5,8	1,650,398	137	202,553
ALPINE INCOME PPTY TR INC	COM	02083X103	1,182	72,680	SH		DFND	2,20	57,380	0	15,300
GUIDEWIRE SOFTWARE INC	COM	40171V100	193,257	1,743,411	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,439,553	42,948	260,910
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	12,777	10,948,000	PRN		DFND	2,5	10,948,000	0	0
GULF ISLAND FABRICATION INC	COM	402307102	99	32,174	SH		DFND	20	32,174	0	0
GULFPORT ENERGY CORP	COM NEW	402635304	5,072	4,653,313	SH		DFND	2,20,5,6	3,835,530	3,200	814,583
GW PHARMACEUTICALS PLC	ADS	36197T103	2,422	19,738	SH		DFND	1,13,19,2,20,5	12,738	0	7,000
GWG HLDGS INC	COM	36192A109	287	37,402	SH		DFND	2,20	25,128	0	12,274
H & E EQUIPMENT SERVICES INC	COM	404030108	12,523	677,632	SH		DFND	2,20,5,8	536,404	0	141,228
HACKETT GROUP INC	COM	404609109	7,587	556,613	SH		DFND	2,20,5,8	439,356	0	117,257
HAEMONETICS CORP	COM	405024100	112,865	1,260,222	SH		DFND	13,19,2,20,5,6,8	1,143,353	604	116,265
HAIN CELESTIAL GROUP INC	COM	405217100	59,626	1,892,304	SH		DFND	13,19,2,20,5,6,8	1,698,455	666	193,183
ALTA EQUIPMENT GROUP INC	COMMON STOCK	02128L106	1,357	174,700	SH		DFND	2,20	136,400	0	38,300
HALLIBURTON CO	COM	406216101	609,113	46,927,059	SH		DFND	10,11,12,13,19,2,20,5,6,8	41,788,287	432,464	4,706,308
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	49	14,059	SH		DFND	20	14,059	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	140,297	5,233,006	SH		DFND	2,20,5,8	4,541,584	1,000	690,422
HAMILTON BEACH BRANDS HLDG C	COM CL A	40701T104	1,691	142,085	SH		DFND	2,20,5	113,507	0	28,578
HAMILTON LANE INC	CL A	407497106	31,746	469,063	SH		DFND	2,20,5,8	369,022	300	99,741
HANCOCK WHITNEY CORPORATION	COM	410120109	78,879	3,720,726	SH		DFND	12,13,2,20,5,6,8	3,316,147	1,000	403,579
HANESBRANDS INC	COM	410345102	219,816	19,469,941	SH		DFND	1,10,12,13,19,2,20,5,6,8	16,511,758	8,394	2,949,789
HANGER INC	COM NEW	41043F208	19,521	1,178,826	SH		DFND	2,20,5,8	1,011,048	0	167,778
HANMI FINL CORP	COM NEW	410495204	10,030	1,032,922	SH		DFND	2,20,5,8	906,724	0	126,198
HANNON ARMSTRONG SUST INFR C	COM	41068X100	45,440	1,596,639	SH		DFND	2,20,5,8	1,226,284	1,200	369,155
ALTAIR ENGR INC	COM CL A	021369103	35,281	887,583	SH		DFND	2,20,5,8	703,585	400	183,598
HANOVER INS GROUP INC	COM	410867105	110,040	1,085,958	SH		DFND	12,13,19,2,20,5,6,8	975,363	600	109,995
HARBORONE BANCORP INC NEW	COM NEW	41165Y100	9,193	1,076,413	SH		DFND	2,20,5,8	884,545	0	191,868
HARLEY DAVIDSON INC	COM	412822108	88,033	3,703,522	SH		DFND	1,12,13,19,2,20,5,6,8	3,344,525	1,284	357,713
HARMONIC INC	COM	413160102	14,164	2,981,977	SH		DFND	2,20,5,8	2,564,935	0	417,042
HARPOON THERAPEUTICS INC	COM	41358P106	2,803	168,876	SH		DFND	2,20	142,043	0	26,833
HARROW HEALTH INC	COM	415858109	1,329	255,163	SH		DFND	2,20	203,370	0	51,793
HARSCO CORP	COM	415864107	34,138	2,526,898	SH		DFND	2,20,5,8	2,189,616	381	336,901
HARTFORD FINL SVCS GROUP INC	COM	416515104	790,137	20,326,876	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,395,228	3,988,427	1,943,221
HARVARD BIOSCIENCE INC	COM	416906105	1,295	417,859	SH		DFND	2,20	332,659	0	85,200
HASBRO INC	COM	418056107	414,969	5,536,608	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,830,446	80,606	625,556
ALTERYX INC	COM CL A	02156B103	112,759	686,380	SH		DFND	13,19,2,20,5,8	571,062	600	114,718
HAVERTY FURNITURE INC	COM	419596101	10,203	637,677	SH		DFND	2,20,5,8	554,921	0	82,756
HAWAIIAN ELEC INDUSTRIES	COM	419870100	109,168	3,027,393	SH		DFND	12,13,19,2,20,5,6,8	2,589,937	1,256	436,200
HAWAIIAN HOLDINGS INC	COM	419879101	26,607	1,895,105	SH		DFND	13,2,20,5,8	1,712,708	0	182,397
HAWKINS INC	COM	420261109	14,001	328,823	SH		DFND	10,2,20,5,8	283,379	3,482	41,962
HAWTHORN BANCSHARES INC	COM	420476103	2,139	107,997	SH		DFND	2,20	59,051	0	48,946
HAYNES INTERNATIONAL INC	COM NEW	420877201	9,439	404,084	SH		DFND	2,20,5,8	352,933	900	50,251
HBT FINL INC.	COM	404111106	2,548	191,135	SH		DFND	2,20	138,184	0	52,951
HC2 HLDGS INC	COM	404139107	1,638	490,568	SH		DFND	2,20	389,716	0	100,852
HCA HEALTHCARE INC	COM	40412C101	1,136,919	11,713,574	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,009,362	330,699	1,373,513
HCI GROUP INC	COM	40416E103	9,566	207,150	SH		DFND	2,20,5,8	178,967	0	28,183
8X8 INC NEW	COM	282914100	56,744	3,546,494	SH		DFND	2,20,5,8	3,092,135	300	454,059
ALTICE USA INC	CL A	02156K103	156,257	6,932,428	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,639,267	296,900	996,261
HD SUPPLY HLDGS INC	COM	40416M105	121,637	3,510,442	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,645,617	183,409	681,416
HDFC BANK LTD	SPONSORED ADS	40415F101	42,240	929,177	SH		DFND	1,12,20,5,8	123,138	0	806,039
HEALTH CATALYST INC	COM	42225T107	17,095	586,060	SH		DFND	2,20,5,8	463,752	0	122,308
HEALTHCARE RLTY TR	COM	421946104	212,154	7,243,228	SH		DFND	10,13,19,2,20,5,6,8	5,779,730	39,934	1,423,564
HEALTHCARE SVCS GROUP INC	COM	421906108	57,507	2,351,049	SH		DFND	13,2,20,5,6,8	2,009,984	1,025	340,040
HEALTHCARE TR AMER INC	CL A NEW	42225P501	198,873	7,498,992	SH		DFND	10,12,13,19,2,20,5,8	5,685,928	64,590	1,748,474
HEALTHEQUITY INC	COM	42226A107	135,269	2,305,585	SH		DFND	13,2,20,5,6,8	1,985,947	600	319,038
HEALTHPEAK PROPERTIES INC	COM	42250P103	950,160	34,476,046	SH		DFND	10,11,12,13,19,2,20,5,6,8	28,245,926	444,790	5,785,330
HEALTHSTREAM INC	COM	42222N103	19,324	873,185	SH		DFND	2,20,5,6,8	755,930	800	116,455
HEARTLAND EXPRESS INC	COM	422347104	34,555	1,658,099	SH		DFND	2,20,5,8	1,453,772	24	204,303
ALTISOURCE PORTFOLIO SOLNS S	REG SHS	L0175J104	1,798	121,954	SH		DFND	2,20,5	104,010	0	17,944
HEARTLAND FINL USA INC	COM	42234Q102	27,021	808,045	SH		DFND	2,20,5,8	658,702	0	149,343
HECLA MNG CO	COM	422704106	54,048	16,528,295	SH		DFND	2,20,5,8	14,195,361	9,381	2,323,553
HEICO CORP NEW	CL A	422806208	130,447	1,604,097	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,281,302	55,969	266,826
HEICO CORP NEW	COM	422806109	161,431	1,618,694	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,326,606	49,409	242,679
HEIDRICK & STRUGGLES INTL IN	COM	422819102	15,324	708,794	SH		DFND	2,20,5,8	617,335	5,400	86,059
HELEN OF TROY CORP LTD	COM	G4388N106	166,798	884,586	SH		DFND	13,19,2,20,5,6,8	758,396	388	125,802
HELIOS TECHNOLOGIES INC	COM	42328H109	22,898	614,716	SH		DFND	2,20,5,8	481,856	300	132,560
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	19,049	5,489,638	SH		DFND	2,20,5,8	4,858,422	3,985	627,231
HELMERICH & PAYNE INC	COM	423452101	58,205	2,983,365	SH		DFND	12,13,19,2,20,5,8	2,737,097	1,181	245,087
HEMISPHERE MEDIA GROUP INC	CL A	42365Q103	3,558	361,941	SH		DFND	2,20	295,663	0	66,278
ALTRA INDL MOTION CORP	COM	02208R106	43,239	1,355,457	SH		DFND	13,2,20,5,6,8	1,057,205	199	298,053
HENRY JACK & ASSOC INC	COM	426281101	645,610	3,508,176	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,936,258	105,688	466,230
HENRY SCHEIN INC	COM	806407102	448,242	7,676,693	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,839,133	219,449	1,618,111
HERBALIFE NUTRITION LTD	COM SHS	G4412G101	83,047	1,846,305	SH		DFND	12,13,19,2,20,5,8	1,127,961	1,210	717,134
HERBALIFE NUTRITION LTD	NOTE 2.625% 3/1	42703MAD5	13,581	13,700,000	PRN		DFND	2,5	13,700,000	0	0
HERC HLDGS INC	COM	42704L104	15,427	502,033	SH		DFND	13,2,20,5,8	389,650	623	111,760
HERITAGE COMMERCE CORP	COM	426927109	10,096	1,345,171	SH		DFND	2,20,5,8	1,091,258	0	253,913
HERITAGE CRYSTAL CLEAN INC	COM	42726M106	5,379	308,069	SH		DFND	2,20,5,8	240,295	0	67,774
HERITAGE FINL CORP WASH	COM	42722X106	26,198	1,309,881	SH		DFND	2,20,5,8	1,156,396	0	153,485
HERITAGE INS HLDGS INC	COM	42727J102	6,932	527,128	SH		DFND	2,20,5,8	415,113	0	112,015
HERON THERAPEUTICS INC	COM	427746102	56,493	3,840,458	SH		DFND	2,20,5,8	3,457,963	900	381,595
ALTRIA GROUP INC	COM	02209S103	3,174,465	79,158,705	SH		DFND	10,12,13,19,2,20,5,6,8	72,965,497	1,028,601	5,164,607
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	9,131	1,585,282	SH		DFND	2,20,5,8	1,435,239	0	150,043
HERSHEY CO	COM	427866108	1,007,238	7,770,696	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,426,324	176,982	1,167,390
HERTZ GLOBAL HLDGS INC	COM	42806J106	1,872	1,327,703	SH		DFND	12,13,2,20,5	1,085,037	0	242,666
HESKA CORP	COM RESTRC NEW	42805E306	26,707	286,643	SH		DFND	2,20,5,8	255,746	0	30,897
HESS CORP	COM	42809H107	793,189	15,309,565	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,079,264	161,361	1,068,940
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	642,752	65,263,865	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	50,512,046	6,071,056	8,680,763
HEXCEL CORP NEW	COM	428291108	150,198	3,321,494	SH		DFND	13,19,2,20,5,6,8	3,121,811	671	199,012
HF FOODS GROUP INC	COM	40417F109	4,877	538,881	SH		DFND	2,20,5	434,278	0	104,603
HIBBETT SPORTS INC	COM	428567101	13,118	626,442	SH		DFND	2,20,5,8	546,858	1,262	78,322
HIGHPOINT RES CORP	COM	43114K108	61	206,976	SH		DFND	20	206,976	0	0
ALTUS MIDSTREAM CO	CL A	02215L100	25	40,000	SH		DFND	20	40,000	0	0
HIGHWOODS PPTYS INC	COM	431284108	176,979	4,740,926	SH		DFND	10,13,19,2,20,5,6,8	3,868,128	29,734	843,064
HILL ROM HLDGS INC	COM	431475102	183,113	1,667,999	SH		DFND	13,19,2,20,5,6,8	1,519,785	600	147,614
HILLENBRAND INC	COM	431571108	69,065	2,551,360	SH		DFND	2,20,5,8	2,202,930	595	347,835
HILLTOP HOLDINGS INC	COM	432748101	33,910	1,837,915	SH		DFND	2,20,5,8	1,526,913	1,279	309,723
HILTON GRAND VACATIONS INC	COM	43283X105	35,248	1,802,978	SH		DFND	13,2,20,5,8	1,407,790	1,690	393,498
HILTON WORLDWIDE HLDGS INC	COM	43300A203	840,914	11,448,793	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,884,834	212,079	1,351,880
HIMAX TECHNOLOGIES INC	SPONSORED ADR	43289P106	4,333	1,046,664	SH		DFND	2	1,046,664	0	0
HINGHAM INSTN SVGS MASS	COM	433323102	4,318	25,734	SH		DFND	2,20	20,818	0	4,916
HMS HLDGS CORP	COM	40425J101	92,549	2,857,333	SH		DFND	2,20,5,6,8	2,444,170	519	412,644
HNI CORP	COM	404251100	41,613	1,361,239	SH		DFND	2,20,5,6,8	1,159,650	6,117	195,472
ALUMINUM CORP CHINA LIMITED	SPON ADR H SHS	022276109	151	32,165	SH		DFND	5	32,165	0	0
HOLLYFRONTIER CORP	COM	436106108	336,514	11,524,442	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,800,059	192,897	1,531,486
HOLLYSYS AUTOMATION TCHNGY L	SHS	G45667105	1,294	97,275	SH		DFND	13,2,5	90,475	0	6,800
HOLOGIC INC	COM	436440101	655,529	11,500,502	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,740,391	246,157	1,513,954
HOME BANCORP INC	COM	43689E107	4,908	183,475	SH		DFND	2,20,5	136,534	0	46,941
HOME BANCSHARES INC	COM	436893200	94,426	6,139,558	SH		DFND	13,2,20,5,6,8	5,417,322	1,100	721,136
HOME DEPOT INC	COM	437076102	13,003,374	51,907,605	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	39,894,680	771,306	11,241,619
HOMESTREET INC	COM	43785V102	19,056	774,313	SH		DFND	2,20,5,8	665,039	0	109,274
HOMETRUST BANCSHARES INC	COM	437872104	6,374	398,387	SH		DFND	13,2,20,5	313,707	0	84,680
HOMOLOGY MEDICINES INC	COM	438083107	22,435	1,476,969	SH		DFND	2,20,5,8	1,347,469	0	129,500
HONDA MOTOR LTD	AMERN SHS	438128308	2,368	92,661	SH		DFND	2,20	92,661	0	0
AMAG PHARMACEUTICALS INC	COM	00163U106	11,003	1,438,277	SH		DFND	2,20,5,8	1,287,730	342	150,205
HONEYWELL INTL INC	COM	438516106	4,272,501	29,549,076	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	25,834,582	745,984	2,968,510
HOOKER FURNITURE CORP	COM	439038100	6,280	322,875	SH		DFND	13,2,20,5	279,017	0	43,858
HOOKIPA PHARMA INC	COM	43906K100	2,239	192,722	SH		DFND	2,20	155,704	0	37,018
HOPE BANCORP INC	COM	43940T109	48,392	5,248,597	SH		DFND	13,2,20,5,8	4,714,105	1,800	532,692
HORACE MANN EDUCATORS CORP N	COM	440327104	50,968	1,387,651	SH		DFND	2,20,5,8	1,207,288	77	180,286
HORIZON BANCORP INC	COM	440407104	9,734	910,574	SH		DFND	2,20,5,8	642,978	0	267,596
HORIZON GLOBAL CORP	COM	44052W104	40	18,292	SH		DFND	20	18,292	0	0
HORIZON PHARMA INVT LTD	NOTE 2.500% 3/1	44052TAB7	2,729	1,400,000	PRN		DFND	5	1,400,000	0	0
HORIZON THERAPEUTICS PUB LTD	SHS	G46188101	140,450	2,526,987	SH		DFND	13,19,2,20,5,8	2,094,628	2,000	430,359
HORMEL FOODS CORP	COM	440452100	1,264,924	26,205,178	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,268,051	9,463,592	2,473,535
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	3,361	265,890	SH		DFND	2,20,5	206,002	0	59,888
HOST HOTELS & RESORTS INC	COM	44107P104	491,755	45,575,040	SH		DFND	10,11,12,13,19,2,20,5,6,8	39,190,375	935,256	5,449,409
HOSTESS BRANDS INC	CL A	44109J106	31,861	2,607,253	SH		DFND	19,2,20,5,8	1,976,784	0	630,469
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	3,517	1,943,359	SH		DFND	2,20,5	1,565,303	0	378,056
HOULIHAN LOKEY INC	CL A	441593100	52,877	950,335	SH		DFND	2,20,5,6,8	746,554	300	203,481
HOWARD BANCORP INC	COM	442496105	2,851	268,418	SH		DFND	2,20	224,650	0	43,768
HOWARD HUGHES CORP	COM	44267D107	24,463	470,890	SH		DFND	13,2,20,5,8	384,439	560	85,891
HOWMET AEROSPACE INC	COM	443201108	339,158	21,397,959	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,561,805	240,285	2,595,869
HP INC	COM	40434L105	1,199,888	68,145,030	SH		DFND	10,11,12,13,19,2,20,5,6,8	53,136,755	7,428,714	7,579,561
HTG MOLECULAR DIAGNOSTICS IN	COM	40434H104	16	22,700	SH		DFND	20	22,700	0	0
HUAMI CORP	SPONSORED ADS	44331K103	5,709	461,858	SH		DFND	13,2,20,5	430,543	0	31,315
AMARIN CORP PLC	SPONS ADR NEW	023111206	903	130,500	SH		DFND	13,19,2,20,5	124,200	0	6,300
HUANENG PWR INTL INC	SPON ADR H SHS	443304100	364	24,131	SH		DFND	20,5	24,131	0	0
HUAZHU GROUP LTD	NOTE 0.375%11/0	16949NAC3	12,589	12,640,000	PRN		DFND	2,5	12,640,000	0	0
HUAZHU GROUP LTD	SPONSORED ADS	44332N106	86,869	2,478,430	SH		DFND	10,11,12,13,19,2,20,5,8	1,899,400	65,300	513,730
HUB GROUP INC	CL A	443320106	57,458	1,200,551	SH		DFND	12,2,20,5,8	1,054,111	55	146,385
HUBBELL INC	COM	443510607	168,393	1,343,279	SH		DFND	12,13,19,2,20,5,6,8	1,223,775	691	118,813
HUBSPOT INC	COM	443573100	116,322	518,486	SH		DFND	13,19,2,20,5,8	423,418	400	94,668
HUDSON LTD	COM CL A	G46408103	3,299	677,349	SH		DFND	2,20,5	533,072	0	144,277
HUDSON PAC PPTYS INC	COM	444097109	173,632	6,901,107	SH		DFND	10,19,2,20,5,6,8	5,623,314	44,804	1,232,989
HUDSON TECHNOLOGIES INC	COM	444144109	30	29,255	SH		DFND	20	29,255	0	0
HUMANA INC	COM	444859102	2,352,876	6,058,418	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,144,345	155,908	758,165
AMAZON COM INC	COM	023135106	45,092,460	16,344,836	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,016,983	271,616	2,056,237
HUNT COS FIN TR INC	COM	44558T100	166	60,820	SH		DFND	20	2,209	0	58,611
HUNT J B TRANS SVCS INC	COM	445658107	435,051	3,615,178	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,059,583	127,881	427,714
HUNTINGTON BANCSHARES INC	COM	446150104	475,170	51,725,630	SH		DFND	10,12,13,19,2,20,5,6,8	46,294,700	660,195	4,770,735
HUNTINGTON INGALLS INDS INC	COM	446413106	585,707	3,356,680	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	1,843,619	1,064,869	448,192
HUNTSMAN CORP	COM	447011107	52,334	2,912,283	SH		DFND	10,12,13,2,20,5,8	2,426,422	12,614	473,247
HURCO COMPANIES INC	COM	447324104	3,448	122,700	SH		DFND	2,20,5	100,158	0	22,542
HURON CONSULTING GROUP INC	COM	447462102	20,562	464,683	SH		DFND	2,20,5,8	365,701	102	98,880
HUTCHISON CHINA MEDITECH LTD	SPONSORED ADR	44842L103	29,372	1,064,974	SH		DFND	10,11,12,13,19,2,20,5,8	797,276	29,400	238,298
HUYA INC	ADS REP SHS A	44852D108	20,917	1,120,369	SH		DFND	10,11,12,13,19,2,20,5,8	901,833	34,400	184,136
HYATT HOTELS CORP	COM CL A	448579102	19,045	378,711	SH		DFND	10,13,2,20,5	334,807	0	43,904
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	6,506	7,211,000	PRN		DFND	2	7,211,000	0	0
AMBAC FINL GROUP INC	COM NEW	023139884	21,279	1,485,995	SH		DFND	2,20,5,8	1,276,772	0	209,223
HYSTER YALE MATLS HANDLING I	CL A	449172105	11,649	301,326	SH		DFND	2,20,5,8	258,968	536	41,822
I3 VERTICALS INC	COM CL A	46571Y107	12,264	405,412	SH		DFND	2,20,5	348,482	0	56,930
IAA INC	COM	449253103	62,651	1,624,347	SH		DFND	13,19,2,20,5,8	1,330,550	1,500	292,297
IBERIABANK CORP	COM	450828108	81,427	1,788,023	SH		DFND	13,2,20,5,8	1,529,544	474	258,005
IBIO INC	COM NEW	451033203	1,097	494,183	SH		DFND	2,20	380,587	0	113,596
ICAD INC	COM NEW	44934S206	2,861	286,375	SH		DFND	2,20,5	235,427	0	50,948
ICF INTL INC	COM	44925C103	25,879	398,316	SH		DFND	19,2,20,5,8	302,866	0	95,450
ICHOR HOLDINGS	SHS	G4740B105	19,727	742,181	SH		DFND	2,20,5,8	638,742	0	103,439
ICICI BANK LIMITED	ADR	45104G104	166,144	17,884,154	SH		DFND	1,12,13,19,2,20,5,8	5,314,370	0	12,569,784
ICON PLC	SHS	G4705A100	23,320	138,431	SH		DFND	10,13,19,2,20,5,8	136,448	0	1,983
AMBARELLA INC	SHS	G037AX101	49,667	1,084,427	SH		DFND	2,20,5,8	927,290	100	157,037
ICU MED INC	COM	44930G107	95,490	518,092	SH		DFND	19,2,20,5,6,8	469,838	300	47,954
IDACORP INC	COM	451107106	116,484	1,333,227	SH		DFND	12,13,2,20,5,6,8	1,206,051	790	126,386
IDEANOMICS INC	COM	45166V106	757	376,622	SH		DFND	2	376,622	0	0
IDEAYA BIOSCIENCES INC	COM	45166A102	2,388	168,026	SH		DFND	2,20,5	140,881	0	27,145
IDERA PHARMACEUTICALS INC	COM PAR	45168K405	42	23,212	SH		DFND	20	23,212	0	0
IDEX CORP	COM	45167R104	497,899	3,150,460	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,692,434	101,040	356,986
IDEXX LABS INC	COM	45168D104	1,235,887	3,743,296	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,215,206	59,735	468,355
IDT CORP	CL B NEW	448947507	1,870	286,311	SH		DFND	2,20,6	230,012	0	56,299
IES HLDGS INC	COM	44951W106	4,072	175,736	SH		DFND	2,20,5	134,707	0	41,029
IGM BIOSCIENCES INC	COM	449585108	22,346	306,116	SH		DFND	2,20,5,8	283,784	0	22,332
AMBEV SA	SPONSORED ADR	02319V103	61,250	23,200,668	SH		DFND	10,13,19,2,20,5,8	19,508,202	1,954,052	1,738,414
IHEARTMEDIA INC	COM CL A	45174J509	7,797	933,725	SH		DFND	2,20,5,8	718,099	0	215,626
IHS MARKIT LTD	SHS	G47567105	1,188,464	15,741,245	SH		DFND	10,11,12,13,19,2,20,5,6,8	13,639,685	193,324	1,908,236
II-VI INC	COM	902104108	132,752	2,811,352	SH		DFND	13,2,20,5,6,8	2,392,259	1,013	418,080
ILLINOIS TOOL WKS INC	COM	452308109	2,329,901	13,245,513	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	11,361,608	313,655	1,570,250
ILLUMINA INC	COM	452327109	2,293,023	6,191,502	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,330,167	137,131	724,204
ILLUMINA INC	NOTE 8/1	452327AK5	20,743	19,123,000	PRN		DFND	2,5	19,123,000	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	18,899	12,735,000	PRN		DFND	2,5	12,735,000	0	0
IMARA INC	COM	45249V107	1,556	56,302	SH		DFND	2,20,5	43,797	0	12,505
IMAX CORP	COM	45245E109	12,820	1,143,659	SH		DFND	2,20,5,8	868,347	1,600	273,712
IMMERSION CORP	COM	452521107	4,097	657,615	SH		DFND	2,20,5	549,122	0	108,493
AMC ENTMT HLDGS INC	CL A COM	00165C104	4,989	1,163,053	SH		DFND	2,20,5,8	901,724	320	261,009
IMMUNIC INC	COM	4525EP101	404	33,360	SH		DFND	2,20	27,131	0	6,229
IMMUNOGEN INC	COM	45253H101	42,243	9,183,306	SH		DFND	2,20,5,8	8,390,754	0	792,552
IMMUNOMEDICS INC	COM	452907108	151,317	4,269,661	SH		DFND	13,19,2,20,5,8	3,802,090	2,700	464,871
IMMUNOVANT INC	COM	45258J102	8,074	331,575	SH		DFND	2,20,5,8	272,994	0	58,581
IMPINJ INC	COM	453204109	16,111	586,504	SH		DFND	2,20,5,8	518,456	0	68,048
INCYTE CORP	COM	45337C102	882,107	8,484,243	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,429,585	140,675	913,983
INDEPENDENCE CONTRACT DRILLI	COM	453415606	91	23,464	SH		DFND	20	23,464	0	0
INDEPENDENCE HLDG CO NEW	COM NEW	453440307	3,511	114,785	SH		DFND	2,20,5	89,745	0	25,040
INDEPENDENCE RLTY TR INC	COM	45378A106	58,501	5,091,489	SH		DFND	10,2,20,5,8	4,123,152	52,500	915,837
INDEPENDENT BANK CORP MASS	COM	453836108	89,367	1,323,007	SH		DFND	2,20,5,8	1,171,258	247	151,502
AMC NETWORKS INC	CL A	00164V103	30,145	1,288,796	SH		DFND	13,2,20,5,6,8	1,107,600	293	180,903
INDEPENDENT BK CORP MICH	COM NEW	453838609	9,747	656,351	SH		DFND	2,20,5	505,120	0	151,231
INDEPENDENT BK GROUP INC	COM	45384B106	78,955	1,948,540	SH		DFND	2,20,5,8	1,761,829	0	186,711
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	72,391	3,522,668	SH		DFND	10,2,20,5,8	2,864,173	19,104	639,391
INFINERA CORP	COM	45667G103	22,288	3,764,856	SH		DFND	2,20,5,8	3,018,637	4,811	741,408
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	8,365	9,731,000	PRN		DFND	2,5	9,731,000	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	50	55,289	SH		DFND	20	55,289	0	0
INFORMATION SVCS GROUP INC	COM	45675Y104	812	392,060	SH		DFND	2,20	273,349	0	118,711
INFOSYS LTD	SPONSORED ADR	456788108	176,830	18,099,416	SH		DFND	10,12,13,19,2,20,5,8	14,119,526	0	3,979,890
INFUSYSTEM HLDGS INC	COM	45685K102	2,176	188,570	SH		DFND	2,20	151,863	0	36,707
ING GROEP N.V.	SPONSORED ADR	456837103	6,854	993,261	SH		DFND	1,2,20	993,236	0	25
AMCOR PLC	ORD	G0250X107	951,341	93,177,413	SH		DFND	10,11,12,13,19,2,20,5,6,8	85,594,896	528,638	7,053,879
INGERSOLL RAND INC	COM	45687V106	377,245	13,415,550	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,634,003	214,866	1,566,681
INGEVITY CORP	COM	45688C107	75,684	1,439,671	SH		DFND	13,2,20,5,6,8	1,243,610	613	195,448
INGLES MKTS INC	CL A	457030104	17,031	395,415	SH		DFND	10,2,20,5,8	321,637	6,299	67,479
INGREDION INC	COM	457187102	226,945	2,714,097	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,362,454	69,591	282,052
INMODE LTD	SHS	M5425M103	1,617	57,113	SH		DFND	2,20,8	39,613	0	17,500
INNERWORKINGS INC	COM	45773Y105	51	38,324	SH		DFND	20	38,324	0	0
INNOSPEC INC	COM	45768S105	60,064	777,530	SH		DFND	2,20,5,8	650,668	400	126,462
INNOVATIVE INDL PPTYS INC	COM	45781V101	79,608	893,801	SH		DFND	10,2,20,5,8	723,535	4,600	165,666
INNOVIVA INC	COM	45781M101	31,965	2,286,467	SH		DFND	2,20,5,8	1,991,236	687	294,544
INOGEN INC	COM	45780L104	27,908	785,711	SH		DFND	2,20,5,8	704,596	200	80,915
AMDOCS LTD	SHS	G02602103	109,193	1,783,862	SH		DFND	10,12,13,19,2,20,5,6,8	1,586,267	0	197,595
INOVALON HLDGS INC	COM CL A	45781D101	29,231	1,517,710	SH		DFND	2,20,5,8	1,201,848	0	315,862
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	190,501	7,068,695	SH		DFND	2,20,5,8	6,495,957	800	571,938
INPHI CORP	COM	45772F107	84,878	722,362	SH		DFND	2,20,5,8	619,775	400	102,187
INSEEGO CORP	COM	45782B104	15,737	1,356,666	SH		DFND	2,20,5,8	1,101,869	0	254,797
INSIGHT ENTERPRISES INC	COM	45765U103	58,011	1,179,076	SH		DFND	2,20,5,8	1,011,819	65	167,192
INSMED INC	COM PAR $.01	457669307	110,734	4,020,847	SH		DFND	2,20,5,8	3,548,991	800	471,056
INSMED INC	NOTE 1.750% 1/1	457669AA7	10,742	10,973,000	PRN		DFND	2,5	10,973,000	0	0
INSPERITY INC	COM	45778Q107	73,911	1,141,841	SH		DFND	19,2,20,5,6,8	974,270	500	167,071
INSPIRE MED SYS INC	COM	457730109	42,543	488,892	SH		DFND	2,20,5,8	378,371	0	110,521
INSTALLED BLDG PRODS INC	COM	45780R101	53,868	783,189	SH		DFND	2,20,5,8	666,311	0	116,878
AMEDISYS INC	COM	023436108	154,289	777,118	SH		DFND	13,19,2,20,5,6,8	703,523	274	73,321
INSTEEL INDUSTRIES INC	COM	45774W108	11,273	591,153	SH		DFND	2,20,5,8	510,993	0	80,160
INSULET CORP	COM	45784P101	246,125	1,266,988	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,056,641	30,238	180,109
INSULET CORP	NOTE 1.375%11/1	45784PAH4	22,342	10,475,000	PRN		DFND	2,5	10,475,000	0	0
INTEGER HLDGS CORP	COM	45826H109	88,757	1,215,016	SH		DFND	2,20,5,8	1,060,291	343	154,382
INTEGRA LIFESCIENCES HLDGS C	COM NEW	457985208	85,307	1,815,419	SH		DFND	13,19,2,20,5,6,8	1,674,117	574	140,728
INTEL CORP	COM	458140100	11,332,421	189,410,341	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	156,549,416	5,331,241	27,529,684
INTELLIA THERAPEUTICS INC	COM	45826J105	48,751	2,319,288	SH		DFND	2,20,5,8	2,131,798	0	187,490
INTELLICHECK INC	COM NEW	45817G201	1,513	200,410	SH		DFND	2,20	163,511	0	36,899
INTELLIGENT SYS CORP NEW	COM	45816D100	4,637	136,075	SH		DFND	2,20,5	110,951	0	25,124
INTER PARFUMS INC	COM	458334109	27,930	580,056	SH		DFND	2,20,5,8	480,413	0	99,643
AMER STATES WTR CO	COM	029899101	158,372	2,014,145	SH		DFND	19,2,20,5,8	1,808,485	200	205,460
INTERACTIVE BROKERS GROUP IN	COM CL A	45841N107	70,143	1,679,258	SH		DFND	13,2,20,5,6,8	1,550,100	625	128,533
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	60,096	1,254,351	SH		DFND	19,2,20,5,8	1,134,918	500	118,933
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	8,705	11,363,000	PRN		DFND	2,5	11,363,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	2,176,364	23,759,427	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	20,355,788	365,571	3,038,068
INTERCONTINENTAL HOTELS GROU	SPONSORED ADS	45857P806	255	5,747	SH		DFND	20	5,747	0	0
INTERDIGITAL INC	COM	45867G101	59,970	1,058,971	SH		DFND	13,19,2,20,5,6,8	897,505	498	160,968
INTERFACE INC	COM	458665304	15,079	1,852,440	SH		DFND	2,20,5,8	1,578,049	2,324	272,067
INTERNATIONAL BANCSHARES COR	COM	459044103	62,134	1,940,463	SH		DFND	2,20,5,6,8	1,695,042	270	245,151
INTERNATIONAL BUSINESS MACHS	COM	459200101	6,511,380	53,915,540	SH		DFND	10,11,12,13,19,2,20,5,6,8	34,748,350	8,647,969	10,519,221
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	556,212	4,514,639	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,791,413	44,295	678,931
AMERANT BANCORP INC	CL A	023576101	5,840	388,272	SH		DFND	2,20,5,8	310,311	0	77,961
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	14,635	329,250	SH		DFND	2	329,250	0	0
INTERNATIONAL GAME TECHNOLOG	SHS USD	G4863A108	18,185	2,043,208	SH		DFND	12,13,2,20,5	1,690,058	0	353,150
INTERNATIONAL MNY EXPRESS IN	COM	46005L101	4,018	322,502	SH		DFND	2,20,8	255,265	0	67,237
INTERNATIONAL SEAWAYS INC	COM	Y41053102	8,667	530,398	SH		DFND	2,20,5,8	411,213	0	119,185
INTERPUBLIC GROUP COS INC	COM	460690100	354,600	20,664,322	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,351,236	304,106	2,008,980
INTERSECT ENT INC	COM	46071F103	10,887	804,067	SH		DFND	2,20,5,8	661,965	0	142,102
INTEVAC INC	COM	461148108	1,367	250,366	SH		DFND	2,20,5	197,822	0	52,544
INTL FCSTONE INC	COM	46116V105	29,777	541,399	SH		DFND	2,20,5,8	466,517	0	74,882
INTL PAPER CO	COM	460146103	914,174	25,963,484	SH		DFND	10,11,12,13,19,2,20,5,6,8	16,517,526	7,552,969	1,892,989
INTRA CELLULAR THERAPIES INC	COM	46116X101	35,028	1,364,536	SH		DFND	2,20,5,8	1,110,882	0	253,654
9F INC	SPONSORED ADS	65442R109	109	29,524	SH		DFND	2	29,524	0	0
AMERCO	COM	023586100	72,302	239,261	SH		DFND	10,11,12,13,19,2,20,5,6,8	173,143	8,683	57,435
INTREPID POTASH INC	COM	46121Y102	1,347	1,360,218	SH		DFND	2,20,5	1,057,801	0	302,417
INTRICON CORP	COM	46121H109	1,937	143,244	SH		DFND	2,20	116,286	0	26,958
INTUIT	COM	461202103	3,335,627	11,261,782	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,526,702	436,150	1,298,930
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,811,877	4,934,589	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,281,521	107,884	545,184
INVACARE CORP	COM	461203101	8,332	1,307,940	SH		DFND	2,20,5	1,181,131	0	126,809
INVESCO ACTIVLY MANGD ETC FD	OPTIMUM YIELD	46090F100	65,157	5,035,347	SH		DFND	19,2,20	5,035,347	0	0
INVESCO DB COMMDY INDX TRCK	UNIT	46138B103	8,472	688,214	SH		DFND	12,8	688,214	0	0
INVESCO LTD	SHS	G491BT108	205,819	19,128,131	SH		DFND	10,12,13,19,2,20,5,6,8	16,616,918	237,692	2,273,521
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	24,613	6,580,883	SH		DFND	13,2,20,5,8	5,692,396	658	887,829
INVESTAR HLDG CORP	COM	46134L105	2,894	199,586	SH		DFND	13,2,20	163,864	0	35,722
AMEREN CORP	COM	023608102	931,030	13,232,374	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,504,979	317,927	1,409,468
INVESTORS BANCORP INC NEW	COM	46146L101	66,711	7,848,398	SH		DFND	13,2,20,5,8	6,756,401	1,600	1,090,397
INVESTORS REAL ESTATE TRUST	SH BEN INT	461730509	44,800	629,388	SH		DFND	10,2,20,5,8	510,174	3,297	115,917
INVESTORS TITLE CO	COM	461804106	2,981	24,574	SH		DFND	2,20	19,878	0	4,696
INVITAE CORP	COM	46185L103	170,412	5,626,016	SH		DFND	2,20,5,8	5,101,330	1,200	523,486
INVITATION HOMES INC	COM	46187W107	648,998	23,574,213	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,146,720	440,607	4,986,886
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	93,403	3,402,673	SH		DFND	13,2,20,5,8	3,131,637	2,700	268,336
IPG PHOTONICS CORP	COM	44980X109	232,329	1,448,523	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,234,659	22,329	191,535
IQIYI INC	NOTE 2.000% 4/0	46267XAD0	29,714	29,751,000	PRN		DFND	2,5	29,751,000	0	0
IQIYI INC	NOTE 3.750%12/0	46267XAB4	21,795	19,864,000	PRN		DFND	2,5	19,864,000	0	0
IQIYI INC	SPONSORED ADS	46267X108	96,409	4,157,344	SH		DFND	10,11,12,13,19,2,20,5,8	3,285,384	118,900	753,060
AMERESCO INC	CL A	02361E108	13,534	487,172	SH		DFND	2,20,5,8	382,078	0	105,094
IQVIA HLDGS INC	COM	46266C105	1,150,439	8,108,537	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,126,456	97,451	884,630
IRADIMED CORP	COM	46266A109	1,689	72,782	SH		DFND	2,20	55,770	0	17,012
IRHYTHM TECHNOLOGIES INC	COM	450056106	77,236	666,462	SH		DFND	2,20,5,8	550,251	500	115,711
IRIDIUM COMMUNICATIONS INC	COM	46269C102	93,224	3,664,473	SH		DFND	2,20,5,8	3,024,983	1,700	637,790
IROBOT CORP	COM	462726100	75,467	899,486	SH		DFND	2,20,5,8	773,813	100	125,573
IRON MTN INC NEW	COM	46284V101	381,019	14,265,186	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,231,982	152,739	1,880,465
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	84,981	8,234,563	SH		DFND	2,20,5,8	7,521,331	3,300	709,932
IRSA INVERSIONES Y REP S A	GLOBL DEP RCPT	450047204	553	182,461	SH		DFND	13,2,20,5	149,261	0	33,200
ISHARES INC	CORE MSCI EMKT	46434G103	326,133	6,851,540	SH		DFND	1,2,20	6,851,540	0	0
ISHARES INC	MSCI CDA ETF	464286509	35,358	1,366,218	SH		DFND	2	1,366,218	0	0
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	12,016	935,526	SH		DFND	1,13,20,5,8	779,868	54,800	100,858
ISHARES INC	MSCI FRNTR100ETF	464286145	411	17,000	SH		DFND	10	0	0	17,000
ISHARES INC	MSCI GBL ETF NEW	46434G848	552	22,500	SH		DFND	10	0	0	22,500
ISHARES INC	MSCI JPN ETF NEW	46434G822	13,327	242,661	SH		DFND	12	0	0	242,661
ISHARES INC	MSCI PAC JP ETF	464286665	17,073	429,403	SH		DFND	12	0	0	429,403
ISHARES INC	MSCI TAIWAN ETF	46434G772	148,001	3,679,794	SH		DFND	20	0	0	3,679,794
ISHARES S&P GSCI COMMODITY-	UNIT BEN INT	46428R107	2,249	216,900	SH		DFND	10	0	0	216,900
ISHARES TR	1 3 YR TREAS BD	464287457	170,487	1,968,450	SH		DFND	2	1,968,450	0	0
ISHARES TR	3 7 YR TREAS BD	464288661	29,355	219,638	SH		DFND	1,2	219,638	0	0
ISHARES TR	BARCLAYS 7 10 YR	464287440	136,558	1,120,518	SH		DFND	1,2	1,120,518	0	0
ISHARES TR	CORE INTL AGGR	46435G672	7,418	133,221	SH		DFND	12	133,221	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	170,162	13,019,253	SH		DFND	10,12,13,19,2,20,5,6,8	11,722,892	4,816	1,291,545
ISHARES TR	CORE MSCI EAFE	46432F842	865	15,140	SH		DFND	1	15,140	0	0
ISHARES TR	CORE MSCI PAC	46434V696	735	13,948	SH		DFND	12	13,948	0	0
ISHARES TR	CORE S&P MCP ETF	464287507	78,314	440,413	SH		DFND	1,2	425,347	15,066	0
ISHARES TR	CORE S&P SCP ETF	464287804	85,341	1,249,687	SH		DFND	1,2,20	1,247,705	1,982	0
ISHARES TR	CORE S&P500 ETF	464287200	5,403	17,446	SH		DFND	1,12	17,446	0	0
ISHARES TR	CORE US AGGBD ET	464287226	2,202	18,628	SH		DFND	1,20	2,780	0	15,848
ISHARES TR	EAFE SML CP ETF	464288273	56,351	1,050,926	SH		DFND	1,20,6	872,976	0	177,950
ISHARES TR	EUROPE ETF	464287861	4,981	123,293	SH		DFND	12	123,293	0	0
ISHARES TR	FLTG RATE NT ETF	46429B655	9,988	197,423	SH		DFND	1	197,423	0	0
ISHARES TR	INTRM GOV CR ETF	464288612	14,216	120,761	SH		DFND	1	32,309	88,452	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	17,860	19,000,000	PRN		DFND	2	19,000,000	0	0
ISHARES TR	INTRM TR CRP ETF	464288638	1,053	17,435	SH		DFND	1	17,435	0	0
ISHARES TR	MBS ETF	464288588	2,235	20,191	SH		DFND	12	20,191	0	0
ISHARES TR	MSCI ACWI ETF	464288257	21,446	290,907	SH		DFND	6	0	0	290,907
ISHARES TR	MSCI EAFE ETF	464287465	426,631	7,008,880	SH		DFND	1,2,20,6	6,960,806	0	48,074
ISHARES TR	MSCI EMG MKT ETF	464287234	30,217	755,613	SH		DFND	1,6	2,283	0	753,330
ISHARES TR	MSCI INDIA ETF	46429B598	115,551	3,981,785	SH		DFND	12,19,2,20,5	1,720,929	0	2,260,856
ISHARES TR	MSCI INDIA SM CP	46429B614	4,382	150,000	SH		DFND	20	0	0	150,000
ISHARES TR	MSCI MIN VOL ETF	46429B697	487	8,027	SH		DFND	1	8,027	0	0
ISHARES TR	RUS 1000 ETF	464287622	1,847	10,756	SH		DFND	1,6	10,056	0	700
ISHARES TR	RUS 1000 GRW ETF	464287614	322	1,680	SH		DFND	1	1,680	0	0
AMERICAN ASSETS TR INC	COM	024013104	72,952	2,620,407	SH		DFND	10,2,20,5,8	2,117,124	15,075	488,208
ISHARES TR	RUS 1000 VAL ETF	464287598	698	6,198	SH		DFND	1	6,198	0	0
ISHARES TR	RUS 2000 VAL ETF	464287630	5,372	55,123	SH		DFND	20	0	0	55,123
ISHARES TR	RUS MID CAP ETF	464287499	255	4,755	SH		DFND	1	4,755	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	30,436	212,572	SH		DFND	1,6	122,177	0	90,395
ISHARES TR	RUSSELL 3000 ETF	464287689	19,624	108,984	SH		DFND	1	107,986	0	998
ISHARES TR	SELECT DIVID ETF	464287168	1,890	23,415	SH		DFND	1	23,415	0	0
ISHARES TR	SHORT TREAS BD	464288679	6,598	59,578	SH		DFND	12	59,578	0	0
ISHARES TR	TIPS BD ETF	464287176	198,005	1,609,795	SH		DFND	1,2,20	1,609,795	0	0
ISIS PHARMACEUTICALS INC DEL	COM	462222100	211,691	3,590,423	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,093,549	66,702	430,172
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	14,896	13,515,000	PRN		DFND	2,5	13,515,000	0	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	32,568	4,285,305	SH		DFND	12,2,20,5,8	3,786,499	3,329	495,477
ISORAY INC	COM	46489V104	6	10,577	SH		DFND	20	10,577	0	0
ISTAR INC	COM	45031U101	30,900	2,508,138	SH		DFND	2,20,5,8	2,160,615	67	347,456
ITAU CORPBANCA	SPONSORED ADR	45033E105	284	73,650	SH		DFND	20,5	73,650	0	0
ITAU UNIBANCO HLDG S A	SPON ADR REP PFD	465562106	108,836	23,192,256	SH		DFND	10,13,19,2,20,5,8	19,468,157	2,124,284	1,599,815
ITERIS INC	COM	46564T107	3,276	688,932	SH		DFND	2,20	551,252	0	137,680
ITRON INC	COM	465741106	78,693	1,187,812	SH		DFND	2,20,5,8	999,059	343	188,410
ITT INC	COM	45073V108	122,215	2,074,384	SH		DFND	13,19,2,20,5,6,8	1,874,989	1,092	198,303
ITURAN LOCATION AND CONTROL	SHS	M6158M104	3,786	236,334	SH		DFND	2,20,5,8	186,628	0	49,706
IVERIC BIO INC	COM	46583P102	3,779	741,035	SH		DFND	2,20,5	610,335	0	130,700
J & J SNACK FOODS CORP	COM	466032109	62,802	491,750	SH		DFND	19,2,20,5,8	412,342	100	79,308
AMERICAN CAMPUS CMNTYS INC	COM	024835100	219,221	6,270,614	SH		DFND	10,12,13,19,2,20,5,6,8	5,116,790	39,856	1,113,968
J ALEXANDERS HLDGS INC	COM	46609J106	68	13,781	SH		DFND	20,5	13,781	0	0
J JILL INC	COM	46620W102	13	19,200	SH		DFND	20	19,200	0	0
J2 GLOBAL INC	COM	48123V102	100,067	1,583,090	SH		DFND	13,2,20,5,6,8	1,348,362	382	234,346
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	10,723	9,812,000	PRN		DFND	2,5	9,812,000	0	0
JABIL INC	COM	466313103	154,175	4,805,964	SH		DFND	10,12,13,19,2,20,5,6,8	4,437,607	24,622	343,735
JACK IN THE BOX INC	COM	466367109	59,574	804,078	SH		DFND	10,2,20,5,6,8	694,722	5,966	103,390
JACOBS ENGR GROUP INC	COM	469814107	754,299	8,895,041	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,739,120	3,564,144	591,777
JAKKS PAC INC	COM	47012E106	10	12,513	SH		DFND	20	12,513	0	0
JAMES HARDIE INDS PLC	SPONSORED ADR	47030M106	364	18,930	SH		DFND	20	18,930	0	0
JAMES RIV GROUP LTD	COM	G5005R107	41,505	922,333	SH		DFND	2,20,5,8	792,267	0	130,066
AMERICAN EAGLE OUTFITTERS IN	COM	02553E106	59,625	5,470,226	SH		DFND	12,13,19,2,20,5,6,8	4,758,301	1,874	710,051
JANUS HENDERSON GROUP PLC	ORD SHS	G4474Y214	68,106	3,218,608	SH		DFND	10,12,13,2,20,5,6,8	2,943,944	89,513	185,151
JAZZ INVESTMENTS I LTD	NOTE 1.500% 8/1	472145AD3	12,967	14,000,000	PRN		DFND	2,5	14,000,000	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	1,748	1,775,000	PRN		DFND	5	1,775,000	0	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	165,179	1,496,999	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,139,346	57,350	300,303
JBG SMITH PPTYS	COM	46590V100	159,283	5,386,646	SH		DFND	10,13,19,2,20,5,6,8	4,355,707	34,977	995,962
JD.COM INC	SPON ADR CL A	47215P106	1,077,906	17,911,359	SH		DFND	10,11,12,13,19,2,20,5,8	13,988,384	460,608	3,462,367
JEFFERIES FINL GROUP INC	COM	47233W109	85,783	5,516,614	SH		DFND	12,13,19,2,20,5,6,8	4,966,312	3,534	546,768
JELD-WEN HLDG INC	COM	47580P103	22,054	1,368,973	SH		DFND	2,20,5,8	1,076,688	0	292,285
JERNIGAN CAP INC	COM	476405105	8,937	642,506	SH		DFND	2,20,5,8	544,630	0	97,876
JETBLUE AWYS CORP	COM	477143101	65,421	6,001,956	SH		DFND	13,2,20,5,6,8	5,640,478	0	361,478
A MARK PRECIOUS METALS INC	COM	00181T107	909	47,700	SH		DFND	2,20	36,200	0	11,500
AMERICAN ELEC PWR CO INC	COM	025537101	2,061,669	25,887,358	SH		DFND	10,11,12,13,19,2,20,5,6,8	22,751,332	307,981	2,828,045
JIANPU TECHNOLOGY INC	ADR	47738D101	25	38,531	SH		DFND	2	38,531	0	0
JINKOSOLAR HLDG CO LTD	SPONSORED ADR	47759T100	8,108	457,824	SH		DFND	1,2,20,5	355,820	0	102,004
JOHN BEAN TECHNOLOGIES CORP	COM	477839104	83,790	974,074	SH		DFND	13,2,20,5,8	834,804	321	138,949
JOHNSON & JOHNSON	COM	478160104	21,456,173	152,571,802	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	99,219,578	34,720,688	18,631,536
JOHNSON CTLS INTL PLC	SHS	G51502105	1,150,979	33,459,354	SH		DFND	10,11,12,13,19,2,20,5,6,8	28,507,105	628,699	4,323,550
JOHNSON OUTDOORS INC	CL A	479167108	10,181	111,857	SH		DFND	2,20,5,8	90,380	0	21,477
JOINT CORP	COM	47973J102	3,761	246,285	SH		DFND	2,20,5	199,674	0	46,611
JONES LANG LASALLE INC	COM	48020Q107	180,169	1,741,435	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,468,216	51,927	221,292
JOUNCE THERAPEUTICS INC	COM	481116101	2,454	355,716	SH		DFND	2,20	299,684	0	56,032
JPMORGAN CHASE & CO	COM	46625H100	12,923,758	137,399,081	SH		DFND	1,10,12,13,19,2,20,5,6,8	114,479,968	2,202,452	20,716,661
AMERICAN ELEC PWR CO INC	UNIT 03/15/2022	025537127	20,453	422,400	SH		DFND	2	422,400	0	0
JUNIPER NETWORKS INC	COM	48203R104	346,222	15,145,330	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,773,686	365,401	2,006,243
K12 INC	COM	48273U102	22,270	817,558	SH		DFND	2,20,5,8	642,431	0	175,127
KADANT INC	COM	48282T104	26,827	269,184	SH		DFND	2,20,5,8	189,769	0	79,415
KADMON HLDGS INC	COM	48283N106	37,108	7,247,647	SH		DFND	2,20,5,8	6,589,920	0	657,727
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	58,644	796,575	SH		DFND	13,2,20,5,8	727,840	100	68,635
KALA PHARMACEUTICALS INC	COM	483119103	7,803	742,394	SH		DFND	2,20,5,8	606,659	0	135,735
KALEIDO BIOSCIENCES INC	COM	483347100	1,289	173,445	SH		DFND	2,20	132,822	0	40,623
KALVISTA PHARMACEUTICALS INC	COM	483497103	3,046	251,770	SH		DFND	2,20,5	207,702	0	44,068
KAMAN CORP	COM	483548103	39,635	948,193	SH		DFND	2,20,5,8	799,183	0	149,010
KANDI TECHNOLOGIES GROUP INC	COM	483709101	743	176,889	SH		DFND	2	176,889	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	84,315	3,412,190	SH		DFND	12,13,2,20,5,8	2,986,685	600	424,905
KANSAS CITY SOUTHERN	COM NEW	485170302	652,005	4,355,346	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,624,726	116,095	614,525
KAR AUCTION SVCS INC	COM	48238T109	55,890	4,061,797	SH		DFND	13,2,20,5,6,8	3,471,218	1,500	589,079
KARUNA THERAPEUTICS INC	COM	48576A100	84,860	761,346	SH		DFND	2,20,5,8	705,523	0	55,823
KARYOPHARM THERAPEUTICS INC	COM	48576U106	87,104	4,598,947	SH		DFND	2,20,5,8	4,315,922	2,800	280,225
KB FINL GROUP INC	SPONSORED ADR	48241A105	2,853	102,550	SH		DFND	19,2,20,5	101,760	0	790
KB HOME	COM	48666K109	86,903	2,832,546	SH		DFND	2,20,5,6,8	2,430,319	309	401,918
KBR INC	COM	48242W106	106,454	4,700,050	SH		DFND	12,2,20,5,6,8	4,078,525	1,104	620,421
KBR INC	NOTE 2.500%11/0	48242WAB2	9,950	8,850,000	PRN		DFND	2,5	8,850,000	0	0
KEARNY FINL CORP MD	COM	48716P108	15,118	1,848,174	SH		DFND	2,20,5,6,8	1,476,400	0	371,774
KELLOGG CO	COM	487836108	911,792	13,802,489	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,293,322	210,158	2,299,009
AMERICAN EXPRESS CO	COM	025816109	3,239,393	34,027,241	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	24,505,941	427,129	9,094,171
KELLY SVCS INC	CL A	488152208	19,795	1,251,660	SH		DFND	2,20,5,8	1,093,772	453	157,435
KEMPER CORP DEL	COM	488401100	114,839	1,583,554	SH		DFND	13,2,20,5,6,8	1,449,789	954	132,811
KENNAMETAL INC	COM	489170100	74,745	2,603,464	SH		DFND	19,2,20,5,6,8	2,214,396	5,460	383,608
KENNEDY-WILSON HOLDINGS INC	COM	489398107	50,970	3,301,380	SH		DFND	2,20,5,8	2,645,821	2,500	653,059
KEROS THERAPEUTICS INC	COM	492327101	3,189	85,011	SH		DFND	2,20,5	64,912	0	20,099
KEURIG DR PEPPER INC	COM	49271V100	189,959	6,688,682	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,591,661	171,546	925,475
KEYCORP	COM	493267108	584,714	48,006,098	SH		DFND	10,12,13,19,2,20,5,6,8	42,595,658	625,022	4,785,418
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	841,604	8,350,905	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,035,371	211,555	1,103,979
KEZAR LIFE SCIENCES INC	COM	49372L100	2,659	513,331	SH		DFND	2,20,5	411,528	0	101,803
KFORCE INC	COM	493732101	12,769	436,543	SH		DFND	10,2,20,5,8	333,193	5,164	98,186
AMERICAN FIN TR INC	COM CLASS A	02607T109	29,456	3,712,218	SH		DFND	10,2,20,5,8	2,697,346	30,000	984,872
KILROY RLTY CORP	COM	49427F108	291,957	4,933,481	SH		DFND	10,13,19,2,20,5,6,8	3,993,777	33,855	905,849
KIMBALL ELECTRONICS INC	COM	49428J109	8,789	649,078	SH		DFND	2,20,5,8	532,076	44	116,958
KIMBALL INTL INC	CL B	494274103	8,878	762,347	SH		DFND	10,2,20,5,8	606,028	9,951	146,368
KIMBERLY CLARK CORP	COM	494368103	2,505,743	17,595,042	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	15,034,358	346,552	2,214,132
KIMCO RLTY CORP	COM	49446R109	303,921	23,669,832	SH		DFND	10,12,13,19,2,20,5,6,8	19,262,277	134,609	4,272,946
KINDER MORGAN INC DEL	COM	49456B101	1,697,265	111,882,985	SH		DFND	10,11,12,13,19,2,20,5,6,8	98,322,729	1,447,216	12,113,040
KINDRED BIOSCIENCES INC	COM	494577109	3,131	697,248	SH		DFND	2,20,5	577,070	0	120,178
KINIKSA PHARMACEUTICALS LTD	COM CL A	G5269C101	8,252	323,880	SH		DFND	2,20,5,8	255,668	0	68,212
KINSALE CAP GROUP INC	COM	49714P108	111,708	719,722	SH		DFND	2,20,5,8	616,936	200	102,586
KIRBY CORP	COM	497266106	74,464	1,390,295	SH		DFND	13,2,20,5,6,8	1,304,902	200	85,193
AMERICAN FINL GROUP INC OHIO	COM	025932104	183,842	2,896,968	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,463,951	65,389	367,628
KITE RLTY GROUP TR	COM NEW	49803T300	53,666	4,650,452	SH		DFND	10,2,20,5,8	3,770,264	49,212	830,976
KKR & CO INC	COM	48251W104	305,631	9,897,382	SH		DFND	10,12,13,19,2,20,5,6,8	7,877,009	241,988	1,778,385
KKR REAL ESTATE FIN TR INC	COM	48251K100	18,384	1,081,247	SH		DFND	2,20,5,8	927,900	11,900	141,447
KLA CORP	COM NEW	482480100	1,297,948	6,673,941	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,703,512	197,458	772,971
KLX ENERGY SERVICS HOLDNGS I	COM	48253L106	54	24,910	SH		DFND	20	24,910	0	0
KNIGHT SWIFT TRANSN HLDGS IN	CL A	499049104	183,603	4,401,890	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,777,844	116,539	507,507
KNOLL INC	COM NEW	498904200	14,383	1,179,927	SH		DFND	2,20,5,8	959,245	700	219,982
KNOWLES CORP	COM	49926D109	41,557	2,723,260	SH		DFND	1,2,20,5,8	2,315,876	528	406,856
KODIAK SCIENCES INC	COM	50015M109	67,107	1,239,967	SH		DFND	2,20,5,8	1,114,822	800	124,345
KOHLS CORP	COM	500255104	143,378	6,903,114	SH		DFND	1,10,12,13,19,2,20,5,6,8	5,229,950	2,630	1,670,534
AMERICAN HOMES 4 RENT	CL A	02665T306	241,717	8,985,771	SH		DFND	10,19,2,20,5,8	6,691,206	76,350	2,218,215
KONINKLIJKE PHILIPS N V	NY REG SH NEW	500472303	4,900	102,708	SH		DFND	1,2,20	96,708	0	6,000
KONTOOR BRANDS INC	COM	50050N103	30,513	1,713,250	SH		DFND	12,13,2,20,5,8	1,368,408	8,998	335,844
KOPIN CORP	COM	500600101	47	35,543	SH		DFND	20	35,543	0	0
KOPPERS HOLDINGS INC	COM	50060P106	10,959	581,688	SH		DFND	2,20,5	507,030	0	74,658
KOREA ELECTRIC PWR	SPONSORED ADR	500631106	4,190	525,090	SH		DFND	2,5	525,090	0	0
KORN FERRY	COM NEW	500643200	55,549	1,807,634	SH		DFND	19,2,20,5,8	1,563,565	513	243,556
KORNIT DIGITAL LTD	SHS	M6372Q113	13,951	261,355	SH		DFND	2,20,5,8	169,328	600	91,427
KOSMOS ENERGY LTD	COM	500688106	24,558	14,794,092	SH		DFND	2,20,5	13,433,727	0	1,360,365
KRAFT HEINZ CO	COM	500754106	995,828	31,226,954	SH		DFND	10,11,12,13,19,2,20,5,6,8	27,586,397	404,318	3,236,239
KRATON CORPORATION	COM	50077C106	18,626	1,077,872	SH		DFND	2,20,5,8	944,305	600	132,967
AMERICAN INTL GROUP INC	COM NEW	026874784	1,174,855	37,679,766	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	32,995,572	527,268	4,156,926
KRATOS DEFENSE & SEC SOLUTIO	COM NEW	50077B207	72,124	4,614,471	SH		DFND	2,20,5,8	4,125,012	500	488,959
KROGER CO	COM	501044101	1,433,392	42,345,403	SH		DFND	10,11,12,13,19,2,20,5,6,8	35,175,950	1,174,734	5,994,719
KRONOS WORLDWIDE INC	COM	50105F105	6,938	666,486	SH		DFND	2,20,5,8	549,892	11,494	105,100
KRYSTAL BIOTECH INC	COM	501147102	28,780	694,825	SH		DFND	2,20,5,8	638,549	0	56,276
KULICKE & SOFFA INDS INC	COM	501242101	17,932	855,944	SH		DFND	2,20,5,8	804,505	226	51,213
KURA ONCOLOGY INC	COM	50127T109	26,955	1,653,701	SH		DFND	2,20,5,8	1,436,982	0	216,719
KURA SUSHI USA INC	CL A COM	501270102	596	41,736	SH		DFND	2,20	29,776	0	11,960
KVH INDS INC	COM	482738101	2,739	306,729	SH		DFND	2,20,5	246,725	0	60,004
L BRANDS INC	COM	501797104	136,883	9,143,854	SH		DFND	10,12,13,2,20,5,6,8	7,071,693	4,533	2,067,628
L3HARRIS TECHNOLOGIES INC	COM	502431109	1,558,973	9,188,268	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	8,098,772	145,179	944,317
AMERICAN NATL BANKSHARES INC	COM	027745108	5,474	218,617	SH		DFND	13,2,20,5	166,047	0	52,570
LA JOLLA PHARMACEUTICAL CO	COM PAR $.0001 2	503459604	1,728	405,606	SH		DFND	2,20,5	329,069	0	76,537
LA Z BOY INC	COM	505336107	39,155	1,446,966	SH		DFND	2,20,5,8	1,243,156	169	203,641
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	695,638	4,187,816	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,657,942	62,376	467,498
LADDER CAP CORP	CL A	505743104	18,342	2,210,532	SH		DFND	2,20,5,8	1,743,493	0	467,039
LAKELAND BANCORP INC	COM	511637100	13,076	1,144,018	SH		DFND	2,20,5,8	914,470	0	229,548
LAKELAND FINL CORP	COM	511656100	28,091	602,942	SH		DFND	2,20,5,8	495,587	0	107,355
LAKELAND INDS INC	COM	511795106	1,852	82,550	SH		DFND	2,20	65,350	0	17,200
LAM RESEARCH CORP	COM	512807108	2,073,281	6,387,441	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,320,412	256,095	810,934
LAMAR ADVERTISING CO NEW	CL A	512816109	142,856	2,139,849	SH		DFND	12,13,2,20,5,6,8	1,953,264	773	185,812
LAMB WESTON HLDGS INC	COM	513272104	418,985	6,553,802	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,646,654	151,885	755,263
AMERICAN NATL INS CO	COM	028591105	9,028	125,268	SH		DFND	2,20,5,8	108,145	0	17,123
LANCASTER COLONY CORP	COM	513847103	198,823	1,282,810	SH		DFND	13,19,2,20,5,6,8	1,175,011	300	107,499
LANDEC CORP	COM	514766104	4,551	571,712	SH		DFND	2,20,5,8	462,111	1,589	108,012
LANDMARK BANCORP INC	COM	51504L107	924	37,402	SH		DFND	2,20	28,902	0	8,500
LANDS END INC NEW	COM	51509F105	2,018	251,002	SH		DFND	13,2,20,5,8	185,667	422	64,913
LANDSTAR SYS INC	COM	515098101	111,507	992,849	SH		DFND	13,19,2,20,5,6,8	902,916	292	89,641
LANNET INC	COM	516012101	9,521	1,311,418	SH		DFND	2,20,5,8	1,178,753	0	132,665
LANTHEUS HLDGS INC	COM	516544103	34,362	2,402,965	SH		DFND	2,20,5,8	2,124,987	0	277,978
LAREDO PETROLEUM INC	COM	516806205	1,652	119,206	SH		DFND	2,20,5	119,206	0	0
LAS VEGAS SANDS CORP	COM	517834107	671,945	14,755,040	SH		DFND	10,12,13,19,2,20,5,6,8	12,711,470	375,086	1,668,484
LATTICE SEMICONDUCTOR CORP	COM	518415104	94,710	3,336,035	SH		DFND	2,20,5,8	2,716,057	1,881	618,097
111 INC	ADS	68247Q102	211	33,200	SH		DFND	2,20,5	33,200	0	0
A10 NETWORKS INC	COM	002121101	10,583	1,554,043	SH		DFND	2,20,5,8	1,301,372	0	252,671
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	15,186	513,056	SH		DFND	2,20,5,8	439,791	0	73,265
LAUDER ESTEE COS INC	CL A	518439104	1,902,027	10,080,701	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	8,719,704	272,415	1,088,582
LAUREATE EDUCATION INC	CL A	518613203	22,111	2,218,888	SH		DFND	2,20,5,8	1,729,521	2,400	486,967
LAWSON PRODS INC	COM	520776105	2,827	87,633	SH		DFND	2,20,5	71,273	0	16,360
LAZARD LTD	SHS A	G54050102	32,297	1,128,097	SH		DFND	13,2,20,5	1,003,126	0	124,971
LCI INDS	COM	50189K103	87,938	764,809	SH		DFND	13,2,20,5,8	652,842	247	111,720
LCNB CORP	COM	50181P100	4,131	258,850	SH		DFND	2,20,5	217,275	0	41,575
LEAR CORP	COM NEW	521865204	259,958	2,384,496	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,078,843	92,686	212,967
LEE ENTERPRISES INC	COM	523768109	32	32,231	SH		DFND	20	32,231	0	0
LEGACY HOUSING CORP	COM	52472M101	1,511	106,239	SH		DFND	2,20	85,832	0	20,407
LEGG MASON INC	COM	524901105	102,075	2,034,809	SH		DFND	12,13,2,20,5,6,8	1,844,658	698	189,453
AMERICAN RENAL ASSOCS HLDGS	COM	029227105	2,142	328,562	SH		DFND	2,20	269,583	0	58,979
LEGGETT & PLATT INC	COM	524660107	501,879	14,119,258	SH		DFND	10,12,13,19,2,20,5,6,8	13,545,769	11,427	562,062
LEIDOS HOLDINGS INC	COM	525327102	536,862	5,731,414	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,968,007	139,597	623,810
LEMAITRE VASCULAR INC	COM	525558201	19,163	725,871	SH		DFND	2,20,5,8	659,589	0	66,282
LENDINGCLUB CORP	COM NEW	52603A208	6,983	1,534,630	SH		DFND	2,20,5,8	1,240,783	0	293,847
LENDINGTREE INC NEW	COM	52603B107	55,445	191,500	SH		DFND	2,20,5,6,8	173,190	100	18,210
LENNAR CORP	CL A	526057104	817,385	13,264,936	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,775,969	189,133	1,299,834
LENNAR CORP	CL B	526057302	2,283	49,530	SH		DFND	10,13,2,20,8	38,837	0	10,693
LENNOX INTL INC	COM	526107107	296,300	1,267,520	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,112,715	21,560	133,245
LEVEL ONE BANCORP INC	COM	52730D208	1,444	85,985	SH		DFND	2,20	69,039	0	16,946
LEVI STRAUSS & CO NEW	CL A COM STK	52736R102	2,188	163,302	SH		DFND	20,5,8	99,180	0	64,122
AMERICAN RLTY INVS INC	COM	029174109	196	21,853	SH		DFND	2,20	12,281	0	9,572
LEXICON PHARMACEUTICALS INC	COM NEW	528872302	1,488	745,938	SH		DFND	2,20	594,693	0	151,245
LEXINFINTECH HLDGS LTD	ADR	528877103	1,899	178,481	SH		DFND	13,2,5	166,881	0	11,600
LEXINGTON REALTY TRUST	COM	529043101	149,243	14,007,861	SH		DFND	10,13,2,20,5,8	11,429,454	72,221	2,506,186
LG DISPLAY CO LTD	SPONS ADR REP	50186V102	2,413	499,632	SH		DFND	19,2,5	490,624	0	9,008
LGI HOMES INC	COM	50187T106	70,889	805,283	SH		DFND	2,20,5,8	708,656	0	96,627
LHC GROUP INC	COM	50187A107	172,984	992,334	SH		DFND	13,2,20,5,6,8	850,327	200	141,807
LIBERTY BROADBAND CORP	COM SER A	530307107	58,413	478,050	SH		DFND	10,12,13,19,2,20,5,6,8	408,550	11,700	57,800
LIBERTY BROADBAND CORP	COM SER C	530307305	301,640	2,433,366	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,008,908	51,266	373,192
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	51,486	2,355,265	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,595,359	108,119	651,787
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	120,350	5,595,051	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,155,680	208,545	1,230,826
AMERICAN SOFTWARE INC	CL A	029683109	10,746	681,849	SH		DFND	2,20,5,8	542,149	0	139,700
LIBERTY LATIN AMERICA LTD	COM CL A	G9001E102	10,052	1,034,177	SH		DFND	12,13,2,20,5,8	799,922	1,326	232,929
LIBERTY LATIN AMERICA LTD	COM CL C	G9001E128	24,794	2,626,511	SH		DFND	13,2,20,5,8	2,118,034	1,765	506,712
LIBERTY MEDIA CORP	DEB 3.750% 2/1	530715AL5	6,284	9,050,000	PRN		DFND	2	9,050,000	0	0
LIBERTY MEDIA CORP DEL	COM A BRAVES GRP	531229706	4,470	222,589	SH		DFND	13,2,20,5,8	168,791	370	53,428
LIBERTY MEDIA CORP DEL	COM A SIRIUSXM	531229409	71,468	2,070,350	SH		DFND	10,12,13,19,2,20,5,6,8	1,493,777	49,749	526,824
LIBERTY MEDIA CORP DEL	COM C BRAVES GRP	531229888	15,517	786,086	SH		DFND	13,2,20,5,8	585,264	880	199,942
LIBERTY MEDIA CORP DEL	COM C SIRIUSXM	531229607	141,249	4,100,117	SH		DFND	10,12,13,19,2,20,5,6,8	3,343,770	119,685	636,662
LIBERTY MEDIA CORP DEL	COM SER A FRMLA	531229870	8,690	297,798	SH		DFND	12,13,2,20	264,612	0	33,186
LIBERTY MEDIA CORP DEL	COM SER C FRMLA	531229854	124,603	3,929,463	SH		DFND	10,12,13,19,2,20,5,6,8	3,173,614	97,448	658,401
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	12,187	11,125,000	PRN		DFND	2,5	11,125,000	0	0
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	4,335	533,223	SH		DFND	2,20	467,395	0	65,828
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	26,291	24,977,000	PRN		DFND	2,5	24,977,000	0	0
LIBERTY OILFIELD SVCS INC	COM CL A	53115L104	11,301	2,062,298	SH		DFND	2,20,5,8	1,802,215	0	260,083
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	3,371	1,582,749	SH		DFND	2,20,5,8	1,309,167	3,014	270,568
LIFE STORAGE INC	COM	53223X107	209,618	2,207,670	SH		DFND	10,12,13,19,2,20,5,6,8	1,782,633	13,461	411,576
LIFETIME BRANDS INC	COM	53222Q103	1,337	198,945	SH		DFND	2,20	154,813	0	44,132
LIFEVANTAGE CORP	COM NEW	53222K205	3,706	274,108	SH		DFND	2,20,5	217,514	0	56,594
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	112,990	1,010,188	SH		DFND	13,2,20,5,6,8	936,169	148	73,871
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	11,518	13,225,000	PRN		DFND	2,5	13,225,000	0	0
LILLY ELI & CO	COM	532457108	6,025,085	36,698,045	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	31,342,657	650,505	4,704,883
LIMELIGHT NETWORKS INC	COM	53261M104	20,058	2,725,339	SH		DFND	2,20,5,8	2,147,932	0	577,407
AMERICAN TOWER CORP NEW	COM	03027X100	5,021,353	19,338,580	SH		DFND	10,11,12,13,19,2,20,5,6,8	16,476,968	229,451	2,632,161
LIMESTONE BANCORP INC	COM	53262L105	644	48,991	SH		DFND	2,20	36,785	0	12,206
LIMONEIRA CO	COM	532746104	4,318	297,995	SH		DFND	2,20,5	239,933	0	58,062
LINCOLN EDL SVCS CORP	COM	533535100	45	11,584	SH		DFND	20	11,584	0	0
LINCOLN ELEC HLDGS INC	COM	533900106	263,206	3,106,666	SH		DFND	13,19,2,20,5,6,8	2,969,627	895	136,144
LINCOLN NATL CORP IND	COM	534187109	330,250	8,976,620	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,693,187	214,989	1,068,444
LINDBLAD EXPEDITIONS HLDGS I	COM	535219109	4,857	629,198	SH		DFND	2,20,5,8	481,769	0	147,429
LINDE PLC	SHS	G5494J103	4,586,481	21,623,125	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,766,276	165,189	2,691,660
LINDSAY CORP	COM	535555106	32,688	354,496	SH		DFND	2,20,5,8	305,382	400	48,714
LINE CORP	SPONSORED ADR	53567X101	2,858	57,080	SH		DFND	2,20	57,080	0	0
LINEAGE CELL THERAPEUTICS IN	COM	53566P109	51	58,154	SH		DFND	20	58,154	0	0
AMERICAN VANGUARD CORP	COM	030371108	12,306	894,311	SH		DFND	2,20,5,8	764,692	953	128,666
LIONS GATE ENTMNT CORP	CL A VTG	535919401	5,513	743,968	SH		DFND	13,2,20,5,8	595,087	1,200	147,681
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	9,763	1,429,387	SH		DFND	13,2,20,5,8	1,208,873	612	219,902
LIPOCINE INC NEW	COM	53630X104	16	12,400	SH		DFND	20	12,400	0	0
LIQUIDIA TECHNOLOGIES INC	COM	53635D202	2,621	311,285	SH		DFND	2,20,5	250,254	0	61,031
LIQUIDITY SERVICES INC	COM	53635B107	4,726	792,877	SH		DFND	2,20	696,410	0	96,467
LITHIA MTRS INC	CL A	536797103	111,070	733,957	SH		DFND	12,2,20,5,8	631,588	435	101,934
LITTELFUSE INC	COM	537008104	99,801	584,897	SH		DFND	13,19,2,20,5,6,8	525,547	349	59,001
LIVANOVA PLC	SHS	G5509L101	82,953	1,723,521	SH		DFND	13,19,2,20,5,6,8	1,469,087	2,276	252,158
LIVE NATION ENTERTAINMENT IN	COM	538034109	294,816	6,650,484	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,900,101	70,735	679,648
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	13,410	13,060,000	PRN		DFND	2,5	13,060,000	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	37,676	498,034	SH		DFND	2,20,5,8	426,803	261	70,970
LIVE OAK BANCSHARES INC	COM	53803X105	9,994	688,747	SH		DFND	2,20,5,8	567,374	0	121,373
LIVENT CORP	COM	53814L108	29,668	4,816,263	SH		DFND	2,20,5,8	4,181,552	1,460	633,251
LIVEPERSON INC	COM	538146101	80,834	1,951,096	SH		DFND	2,20,5,8	1,662,047	336	288,713
LIVERAMP HLDGS INC	COM	53815P108	89,489	2,107,104	SH		DFND	13,19,2,20,5,6,8	1,813,204	365	293,535
LIVEXLIVE MEDIA INC	COM NEW	53839L208	2,004	553,663	SH		DFND	2,20	461,456	0	92,207
LIVONGO HEALTH INC	COM	539183103	45,183	600,924	SH		DFND	2,20,5,8	517,055	0	83,869
LKQ CORP	COM	501889208	342,386	13,068,171	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,228,858	205,631	1,633,682
LLOYDS BANKING GROUP PLC	SPONSORED ADR	539439109	51	34,285	SH		DFND	20	34,285	0	0
LOCKHEED MARTIN CORP	COM	539830109	15,485,518	42,435,377	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	10,203,679	31,301,806	929,892
LOEWS CORP	COM	540424108	404,774	11,804,435	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,015,514	278,262	1,510,659
AMERICAN WTR WKS CO INC NEW	COM	030420103	1,272,400	9,889,632	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,604,463	113,879	1,171,290
LOGICBIO THERAPEUTICS INC	COM	54142F102	1,337	158,085	SH		DFND	2,20	120,221	0	37,864
LOGITECH INTL S A	SHS	H50430232	1,927	29,543	SH		DFND	2,20	29,543	0	0
LOGMEIN INC	COM	54142L109	105,634	1,246,122	SH		DFND	13,19,2,20,5,6,8	1,104,161	529	141,432
LOMA NEGRA CORP	SPONSORED ADS	54150E104	898	210,822	SH		DFND	2,20,5	175,193	0	35,629
LONESTAR RES US INC	CL A VTG	54240F103	5	11,500	SH		DFND	20	11,500	0	0
LORAL SPACE & COMMUNICATNS I	COM	543881106	5,815	297,887	SH		DFND	2,20,5,8	231,458	562	65,867
LOUISIANA PAC CORP	COM	546347105	95,840	3,736,453	SH		DFND	13,19,2,20,5,6,8	3,203,079	2,053	531,321
LOVESAC COMPANY	COM	54738L109	4,135	157,643	SH		DFND	2,20,5	127,317	0	30,326
LOWES COS INC	COM	548661107	4,685,474	34,676,390	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	30,326,070	517,099	3,833,221
LPL FINL HLDGS INC	COM	50212V100	82,473	1,051,954	SH		DFND	13,2,20,5,8	871,619	6,500	173,835
AMERICAS CAR MART INC	COM	03062T105	18,773	213,646	SH		DFND	2,20,5,8	185,599	0	28,047
LSB INDS INC	COM	502160104	51	44,339	SH		DFND	20	44,339	0	0
LSI INDS INC	COM	50216C108	1,871	289,188	SH		DFND	2,20	231,888	0	57,300
LTC PPTYS INC	COM	502175102	97,571	2,590,155	SH		DFND	10,2,20,5,8	2,194,614	11,827	383,714
LULULEMON ATHLETICA INC	COM	550021109	914,451	2,930,839	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,231,737	190,380	508,722
LUMBER LIQUIDATORS HLDGS INC	COM	55003T107	12,073	871,046	SH		DFND	2,20,5	770,120	0	100,926
LUMENTUM HLDGS INC	COM	55024U109	146,866	1,803,587	SH		DFND	13,19,2,20,5,6,8	1,635,341	671	167,575
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	16,343	11,138,000	PRN		DFND	2,5	11,138,000	0	0
LUMINEX CORP DEL	COM	55027E102	50,129	1,536,669	SH		DFND	2,20,5,6,8	1,344,972	0	191,697
LUNA INNOVATIONS	COM	550351100	1,797	307,718	SH		DFND	2,20	241,127	0	66,591
LUTHER BURBANK CORP	COM	550550107	4,055	405,511	SH		DFND	2,20,5	310,266	0	95,245
AAON INC	COM PAR $0.004	000360206	68,038	1,248,901	SH		DFND	2,20,5,8	1,062,847	800	185,254
AMERICOLD RLTY TR	COM	03064D108	250,170	6,852,522	SH		DFND	10,19,2,20,5,8	5,158,628	58,800	1,635,094
LUXFER HOLDINGS PLC	SHS	G5698W116	8,755	618,741	SH		DFND	2,20,5,8	506,519	0	112,222
LYDALL INC DEL	COM	550819106	7,204	531,237	SH		DFND	2,20,5	466,269	0	64,968
LYFT INC	CL A COM	55087P104	109,570	3,319,291	SH		DFND	10,12,13,19,2,20,5,8	3,117,363	0	201,928
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	818,115	12,448,491	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,563,950	450,023	1,434,518
LYRA THERAPEUTICS INC	COM	55234L105	481	42,441	SH		DFND	2,20	34,908	0	7,533
M & T BK CORP	COM	55261F104	647,711	6,229,787	SH		DFND	10,12,13,19,2,20,5,6,8	5,549,485	80,066	600,236
M D C HLDGS INC	COM	552676108	66,332	1,858,046	SH		DFND	2,20,5,8	1,619,190	0	238,856
M/I HOMES INC	COM	55305B101	34,114	990,532	SH		DFND	2,20,5,8	870,531	0	120,001
MACATAWA BK CORP	COM	554225102	4,738	605,941	SH		DFND	13,2,20,5	489,169	0	116,772
MACERICH CO	COM	554382101	66,170	7,376,862	SH		DFND	10,12,13,2,20,5,6,8	5,966,745	41,267	1,368,850
AMERIPRISE FINL INC	COM	03076C106	837,962	5,584,927	SH		DFND	1,10,12,13,19,2,20,5,6,8	4,698,275	192,801	693,851
MACK CALI RLTY CORP	COM	554489104	72,884	4,766,759	SH		DFND	10,13,2,20,5,6,8	3,847,764	26,328	892,667
MACKINAC FINL CORP	COM	554571109	1,856	179,002	SH		DFND	2,20	132,722	0	46,280
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	48,238	1,404,302	SH		DFND	2,20,5,8	1,188,954	527	214,821
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	46,695	1,521,502	SH		DFND	12,13,2,20,5,8	1,353,457	600	167,445
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	9,199	10,475,000	PRN		DFND	2,5	10,475,000	0	0
MACROGENICS INC	COM	556099109	43,814	1,569,280	SH		DFND	2,20,5,8	1,356,160	0	213,120
MACYS INC	COM	55616P104	104,562	15,197,926	SH		DFND	12,13,19,2,20,5,8	10,163,215	2,513	5,032,198
MADDEN STEVEN LTD	COM	556269108	62,423	2,528,255	SH		DFND	19,2,20,5,8	2,126,731	430	401,094
MADISON SQUARE GRDN ENTERTNM	CL A	55826T102	18,071	240,949	SH		DFND	13,2,20,5,6,8	204,689	216	36,044
MADISON SQUARE GRDN SPRT COR	CL A	55825T103	35,364	240,751	SH		DFND	13,19,2,20,5,8	191,091	216	49,444
AMERIS BANCORP	COM	03076K108	64,143	2,702,038	SH		DFND	2,20,5,8	2,360,040	1,400	340,598
MADRIGAL PHARMACEUTICALS INC	COM	558868105	68,543	605,235	SH		DFND	2,20,5,8	566,844	0	38,391
MAGELLAN HEALTH INC	COM NEW	559079207	70,745	969,373	SH		DFND	12,2,20,5,8	731,734	98	237,541
MAGENTA THERAPEUTICS INC	COM	55910K108	2,719	362,096	SH		DFND	2,20,5	298,754	0	63,342
MAGIC SOFTWARE ENTERPRISES L	ORD	559166103	786	69,553	SH		DFND	2,20	69,553	0	0
MAGNACHIP SEMICONDUCTOR CORP	COM	55933J203	3,366	326,802	SH		DFND	2,20,5,8	324,602	0	2,200
MAGNOLIA OIL & GAS CORP	CL A	559663109	27,429	4,526,259	SH		DFND	2,20,5	4,038,589	0	487,670
MAGYAR BANCORP INC	COM	55977T109	324	38,060	SH		DFND	20	0	0	38,060
MAIDEN HOLDINGS LTD	SHS	G5753U112	66	53,087	SH		DFND	20	53,087	0	0
MAINSTREET BANCSHARES INC	COM	56064Y100	1,623	122,953	SH		DFND	2,20	97,078	0	25,875
MAJESCO	COM	56068V102	917	116,611	SH		DFND	2,20	91,239	0	25,372
AMERISAFE INC	COM	03071H100	39,165	640,370	SH		DFND	2,20,5,8	554,569	500	85,301
MAKEMYTRIP LIMITED MAURITIUS	SHS	V5633W109	1,276	83,285	SH		DFND	2,20	83,285	0	0
MALIBU BOATS INC	COM CL A	56117J100	21,685	417,413	SH		DFND	2,20,5,8	334,079	0	83,334
MALLINCKRODT PUB LTD CO	SHS	G5785G107	6,818	2,543,950	SH		DFND	13,2,20,5	2,200,437	0	343,513
MALVERN BANCORP INC	COM	561409103	300	23,577	SH		DFND	20	4,700	0	18,877
MANCHESTER UTD PLC NEW	ORD CL A	G5784H106	510	32,245	SH		DFND	2	32,245	0	0
MANHATTAN ASSOCS INC	COM	562750109	152,273	1,616,489	SH		DFND	13,19,2,20,5,6,8	1,467,024	900	148,565
MANITOWOC CO INC	COM NEW	563571405	9,277	852,629	SH		DFND	2,20,5,8	708,049	1,196	143,384
MANNKIND CORP	COM NEW	56400P706	6,698	3,827,419	SH		DFND	2,20,5	3,142,605	0	684,814
MANPOWERGROUP INC	COM	56418H100	124,288	1,807,820	SH		DFND	12,13,19,2,20,5,6,8	1,666,315	6,532	134,973
MANTECH INTL CORP	CL A	564563104	64,769	945,676	SH		DFND	2,20,5,8	823,585	407	121,684
AMERISOURCEBERGEN CORP	COM	03073E105	725,363	7,198,208	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,051,939	122,105	1,024,164
MARATHON OIL CORP	COM	565849106	302,537	49,434,117	SH		DFND	1,10,12,13,19,2,20,5,6,8	44,485,863	13,469	4,934,785
MARATHON PETE CORP	COM	56585A102	1,374,560	36,772,618	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	33,517,832	475,331	2,779,455
MARCHEX INC	CL B	56624R108	20	12,614	SH		DFND	20	12,614	0	0
MARCUS & MILLICHAP INC	COM	566324109	20,939	725,547	SH		DFND	2,20,5,8	629,075	0	96,472
MARCUS CORP	COM	566330106	11,252	847,946	SH		DFND	2,20,5,8	752,716	0	95,230
MARINE PRODS CORP	COM	568427108	2,101	151,666	SH		DFND	2,20,5	125,089	0	26,577
MARINEMAX INC	COM	567908108	17,206	768,459	SH		DFND	2,20,5,8	670,293	0	98,166
MARINUS PHARMACEUTICALS INC	COM	56854Q101	3,861	1,519,888	SH		DFND	2,20,5	1,223,687	0	296,201
MARKEL CORP	COM	570535104	318,745	345,272	SH		DFND	10,11,12,13,19,2,20,5,6,8	286,695	6,693	51,884
MARKER THERAPEUTICS INC	COM	57055L107	1,096	529,671	SH		DFND	2,20	417,310	0	112,361
AMES NATL CORP	COM	031001100	3,389	171,669	SH		DFND	2,20,5	141,990	0	29,679
MARKETAXESS HLDGS INC	COM	57060D108	866,762	1,730,341	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,451,877	58,052	220,412
MARLIN BUSINESS SVCS CORP	COM	571157106	1,396	164,996	SH		DFND	2,20,5	129,081	0	35,915
MARRIOTT INTL INC NEW	CL A	571903202	982,845	11,464,425	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	9,987,721	145,854	1,330,850
MARRIOTT VACTINS WORLDWID CO	COM	57164Y107	106,173	1,291,486	SH		DFND	1,13,2,20,5,6,8	1,098,162	515	192,809
MARRONE BIO INNOVATIONS INC	COM	57165B106	731	624,864	SH		DFND	2,20	401,600	0	223,264
MARSH & MCLENNAN COS INC	COM	571748102	2,431,540	22,646,364	SH		DFND	10,11,12,13,19,2,20,5,6,8	19,246,453	348,652	3,051,259
MARTEN TRANS LTD	COM	573075108	35,803	1,423,018	SH		DFND	2,20,5,8	1,242,325	0	180,693
MARTIN MARIETTA MATLS INC	COM	573284106	634,302	3,070,638	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,662,143	36,877	371,618
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	504,384	14,386,305	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,959,218	376,900	2,050,187
MASCO CORP	COM	574599106	597,900	11,907,995	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,193,755	314,229	1,400,011
AMETEK INC	COM	031100100	823,600	9,215,622	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,047,105	138,028	1,030,489
MASIMO CORP	COM	574795100	377,341	1,655,079	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,465,116	52,052	137,911
MASONITE INTL CORP NEW	COM	575385109	40,185	516,652	SH		DFND	2,20,5,8	410,505	200	105,947
MASTEC INC	COM	576323109	83,336	1,857,282	SH		DFND	13,2,20,5,6,8	1,591,715	487	265,080
MASTECH DIGITAL INC	COM	57633B100	1,106	42,649	SH		DFND	2,20	33,505	0	9,144
MASTERCARD INCORPORATED	CL A	57636Q104	10,877,147	36,784,400	SH		DFND	10,11,12,13,19,2,20,5,6,8	31,411,203	989,388	4,383,809
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	6,826	358,299	SH		DFND	2,20,5	291,607	0	66,692
MATADOR RES CO	COM	576485205	62,003	7,294,517	SH		DFND	2,20,5	6,865,399	2,200	426,918
MATERIALISE NV	SPONSORED ADS	57667T100	1,553	68,830	SH		DFND	2,20	68,830	0	0
MATERION CORP	COM	576690101	60,367	981,743	SH		DFND	2,20,5,8	887,534	87	94,122
MATINAS BIOPHARMA HLDGS INC	COM	576810105	98	126,700	SH		DFND	20	126,700	0	0
AMGEN INC	COM	031162100	6,194,240	26,262,358	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	22,451,921	637,201	3,173,236
MATRIX SVC CO	COM	576853105	12,848	1,321,836	SH		DFND	2,20,5,8	1,197,618	1,000	123,218
MATSON INC	COM	57686G105	41,340	1,420,635	SH		DFND	2,20,5,8	1,262,228	0	158,407
MATTEL INC	COM	577081102	77,866	8,052,366	SH		DFND	12,13,2,20,5,6,8	7,335,648	3,270	713,448
MATTHEWS INTL CORP	CL A	577128101	19,724	1,032,686	SH		DFND	2,20,5,8	894,418	71	138,197
MAUI LD & PINEAPPLE INC	COM	577345101	1,154	103,948	SH		DFND	2,20	84,704	0	19,244
MAXAR TECHNOLOGIES INC	COM	57778K105	80,904	4,504,665	SH		DFND	13,2,20,5,8	4,219,774	250	284,641
MAXIM INTEGRATED PRODS INC	COM	57772K101	736,523	12,151,841	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	10,293,617	491,471	1,366,753
MAXIMUS INC	COM	577933104	175,503	2,491,167	SH		DFND	13,19,2,20,5,6,8	2,159,625	510	331,032
MAXLINEAR INC	COM	57776J100	52,756	2,458,341	SH		DFND	2,20,5,8	2,167,643	500	290,198
MAYVILLE ENGINEERING CO INC	COM	578605107	777	98,398	SH		DFND	2,20	74,680	0	23,718
AMICUS THERAPEUTICS INC	COM	03152W109	155,075	10,283,507	SH		DFND	13,2,20,5,8	9,126,349	3,500	1,153,658
MBIA INC	COM	55262C100	11,945	1,647,583	SH		DFND	2,20,5,8	1,306,590	0	340,993
MCCORMICK & CO INC	COM NON VTG	579780206	1,180,597	6,580,443	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,600,580	79,303	900,560
MCDONALDS CORP	COM	580135101	7,139,333	38,701,866	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	28,664,730	445,716	9,591,420
MCEWEN MNG INC	COM	58039P107	782	773,916	SH		DFND	2,20,5,8	593,717	0	180,199
MCGRATH RENTCORP	COM	580589109	29,804	551,828	SH		DFND	10,2,20,5,8	430,869	12,225	108,734
MCKESSON CORP	COM	58155Q103	1,170,607	7,609,809	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,522,566	121,217	966,026
MDU RES GROUP INC	COM	552690109	286,754	12,808,601	SH		DFND	12,13,19,2,20,5,6,8	12,295,181	1,690	511,730
MECHEL PAO	SPONSORED ADR NE	583840608	1,597	928,458	SH		DFND	2,20,5	805,441	4,600	118,417
MEDALLIA INC	COM	584021109	23,720	939,768	SH		DFND	2,20,5,8	760,446	0	179,322
MEDICAL PPTYS TRUST INC	COM	58463J304	454,729	23,839,143	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,973,861	469,200	4,396,082
AMKOR TECHNOLOGY INC	COM	031652100	26,885	2,183,971	SH		DFND	2,20,5,8	1,723,760	432	459,779
MEDICINOVA INC	COM NEW	58468P206	4,272	788,157	SH		DFND	2,20,5	644,710	0	143,447
MEDIFAST INC	COM	58470H101	48,891	349,473	SH		DFND	2,20,5,8	297,486	4,318	47,669
MEDNAX INC	COM	58502B106	58,921	3,445,658	SH		DFND	12,13,2,20,5,6,8	2,634,873	892	809,893
MEDPACE HLDGS INC	COM	58506Q109	80,187	862,044	SH		DFND	2,20,5,8	737,302	400	124,342
MEDTRONIC PLC	SHS	G5960L103	5,432,385	58,870,029	SH		DFND	10,11,12,13,19,2,20,5,6,8	51,108,892	949,988	6,811,149
MEET GROUP INC	COM	58513U101	12,275	1,967,112	SH		DFND	10,2,20,5,8	1,700,298	10,404	256,410
MEI PHARMA INC	COM NEW	55279B202	7,615	1,843,737	SH		DFND	2,20,5	1,498,695	0	345,042
MEIRAGTX HLDGS PLC	COM	G59665102	4,573	365,269	SH		DFND	2,20,5,8	289,285	0	75,984
MELCO RESORTS AND ENTMNT LTD	ADR	585464100	66,625	4,292,856	SH		DFND	10,12,13,19,2,20,5,6,8	3,124,795	339,608	828,453
MENLO THERAPEUTICS INC	COM	586858102	2,529	1,461,787	SH		DFND	2,20,5	1,143,631	0	318,156
AAR CORP	COM	000361105	43,364	2,097,902	SH		DFND	2,20,5,8	1,940,637	786	156,479
AMN HEALTHCARE SVCS INC	COM	001744101	70,412	1,556,410	SH		DFND	13,2,20,5,8	1,319,731	705	235,974
MERCADOLIBRE INC	COM	58733R102	493,020	500,137	SH		DFND	10,11,12,13,19,2,20,5,6,8	379,185	21,924	99,028
MERCADOLIBRE INC	NOTE 2.000% 8/1	58733RAD4	52,576	22,916,000	PRN		DFND	2,5	22,916,000	0	0
MERCANTILE BANK CORP	COM	587376104	7,996	353,784	SH		DFND	2,20,5,8	282,881	0	70,903
MERCER INTL INC	COM	588056101	4,750	577,560	SH		DFND	2,20,5,8	544,559	0	33,001
MERCHANTS BANCORP IND	COM	58844R108	3,911	210,636	SH		DFND	2,20,5	165,895	0	44,741
MERCK & CO. INC	COM	58933Y105	9,258,270	118,791,132	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	97,235,480	2,799,170	18,756,482
MERCURY GENL CORP NEW	COM	589400100	49,680	1,219,131	SH		DFND	12,2,20,5,6,8	1,162,502	2,734	53,895
MERCURY SYS INC	COM	589378108	160,369	2,038,762	SH		DFND	13,19,2,20,5,6,8	1,906,097	399	132,266
MEREDITH CORP	COM	589433101	20,838	1,432,149	SH		DFND	2,20,5,8	1,255,621	1,362	175,166
MERIDIAN BANCORP INC MD	COM	58958U103	13,145	1,125,509	SH		DFND	2,20,5,8	886,958	0	238,551
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	13,213	2,775,931	SH		DFND	2,20,5,8	2,311,876	2,533	461,522
MERIDIAN BIOSCIENCE INC	COM	589584101	47,998	2,060,903	SH		DFND	2,20,5,8	1,875,421	500	184,982
MERIDIAN BK PAOLI PA	COM	58958P104	890	56,174	SH		DFND	2,20	40,920	0	15,254
MERIT MED SYS INC	COM	589889104	101,768	2,229,316	SH		DFND	2,20,5,8	1,709,422	372	519,522
MERITAGE HOMES CORP	COM	59001A102	93,812	1,232,426	SH		DFND	10,12,2,20,5,8	1,051,974	6,580	173,872
MERITOR INC	COM	59001K100	45,682	2,307,159	SH		DFND	2,20,5,8	1,986,488	303	320,368
MERRIMACK PHARMACEUTICALS IN	COM NEW	590328209	37	11,185	SH		DFND	20	11,185	0	0
MERSANA THERAPEUTICS INC	COM	59045L106	36,632	1,565,449	SH		DFND	13,2,20,5,8	1,386,501	100	178,848
MERUS N V	COM	N5749R100	217	13,478	SH		DFND	20,5,8	9,778	0	3,700
MESA AIR GROUP INC	COM NEW	590479135	2,987	868,199	SH		DFND	2,20	773,995	0	94,204
MESA LABS INC	COM	59064R109	34,484	159,058	SH		DFND	2,20,5,8	141,191	0	17,867
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	28,304	1,260,218	SH		DFND	2,20,5,8	1,045,757	0	214,461
MESOBLAST LTD	SPONS ADR	590717104	513	45,025	SH		DFND	1,20	25	0	45,000
META FINL GROUP INC	COM	59100U108	18,733	1,028,053	SH		DFND	2,20,5,8	879,033	0	149,020
METHODE ELECTRS INC	COM	591520200	37,852	1,210,861	SH		DFND	2,20,5,8	1,042,008	108	168,745
METLIFE INC	COM	59156R108	1,334,869	36,551,714	SH		DFND	10,11,12,13,19,2,20,5,6,8	31,584,525	550,915	4,416,274
METROCITY BANKSHARES INC	COM	59165J105	3,223	224,942	SH		DFND	2,20,5	171,828	0	53,114
METROPOLITAN BK HLDG CORP	COM	591774104	3,949	123,096	SH		DFND	2,20,5	99,438	0	23,658
METTLER TOLEDO INTERNATIONAL	COM	592688105	852,406	1,058,166	SH		DFND	10,11,12,13,19,2,20,5,6,8	904,983	27,575	125,608
MFA FINL INC	COM	55272X102	35,490	14,253,070	SH		DFND	12,13,2,20,5,8	12,028,808	3,263	2,220,999
MGE ENERGY INC	COM	55277P104	53,653	831,694	SH		DFND	2,20,5,8	636,776	548	194,370
MGIC INVT CORP WIS	COM	552848103	55,878	6,822,767	SH		DFND	1,12,13,2,20,5,8	6,084,480	2,870	735,417
AMPHENOL CORP NEW	CL A	032095101	1,258,623	13,103,248	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,204,124	305,197	1,593,927
MGM GROWTH PPTYS LLC	CL A COM	55303A105	14,019	506,523	SH		DFND	20,5,8	320,425	1,800	184,298
MGM RESORTS INTERNATIONAL	COM	552953101	349,176	20,784,299	SH		DFND	10,12,13,19,2,20,5,6,8	18,010,195	298,109	2,475,995
MGP INGREDIENTS INC NEW	COM	55303J106	16,309	444,330	SH		DFND	2,20,5,8	386,534	0	57,796
MICHAELS COS INC	COM	59408Q106	18,031	2,550,296	SH		DFND	12,2,20,5,8	2,209,177	2,800	338,319
MICRO FOCUS INTL PLC	SPON ADR NEW	594837403	536	97,793	SH		DFND	12,2,20,8	47,418	568	49,807
MICROCHIP TECHNOLOGY INC.	COM	595017104	1,034,494	9,823,321	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	8,532,734	130,373	1,160,214
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	57,723	25,891,000	PRN		DFND	2,5	25,891,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	71,579	48,325,000	PRN		DFND	2,5	48,325,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 2.250% 2/1	595017AH7	25,451	17,385,000	PRN		DFND	2,5	17,385,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	2,482,405	48,183,329	SH		DFND	10,11,12,13,19,2,20,5,6,8	40,963,665	1,349,065	5,870,599
AMPIO PHARMACEUTICALS INC	COM	03209T109	30	46,838	SH		DFND	20	46,838	0	0
MICROSOFT CORP	COM	594918104	64,015,026	314,554,694	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	264,975,268	6,505,650	43,073,776
MICROSTRATEGY INC	CL A NEW	594972408	33,621	284,228	SH		DFND	2,20,5,6,8	246,642	0	37,586
MICROVISION INC DEL	COM NEW	594960304	44	32,402	SH		DFND	20	32,402	0	0
MID PENN BANCORP INC	COM	59540G107	2,198	119,269	SH		DFND	2,20	96,543	0	22,726
MID-AMER APT CMNTYS INC	COM	59522J103	847,513	7,390,887	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,010,960	102,403	1,277,524
MIDDLEBY CORP	COM	596278101	100,204	1,269,374	SH		DFND	13,2,20,5,6,8	1,149,601	479	119,294
MIDDLEFIELD BANC CORP	COM NEW	596304204	1,351	65,100	SH		DFND	2,20	51,600	0	13,500
MIDDLESEX WATER CO	COM	596680108	24,750	368,414	SH		DFND	2,20,5,8	294,707	200	73,507
MIDLAND STS BANCORP INC ILL	COM	597742105	9,918	663,429	SH		DFND	2,20,5,8	525,653	0	137,776
MIDWESTONE FINL GROUP INC NE	COM	598511103	5,247	262,363	SH		DFND	2,20,5,8	201,853	0	60,510
AMPLIFY ENERGY CORP NEW	COM	03212B103	253	205,375	SH		DFND	2,20	205,375	0	0
MILESTONE SCIENTIFIC INC	COM NEW	59935P209	673	344,976	SH		DFND	2,20	263,011	0	81,965
MILLENDO THERAPEUTICS INC	COM	60040X103	26	14,957	SH		DFND	20	14,957	0	0
MILLER HERMAN INC	COM	600544100	44,143	1,869,667	SH		DFND	19,2,20,5,6,8	1,604,227	347	265,093
MILLER INDS INC TENN	COM NEW	600551204	7,805	262,193	SH		DFND	2,20,5	221,044	0	41,149
MIMECAST LTD	ORD SHS	G14838109	47,226	1,133,594	SH		DFND	2,20,5,8	869,393	1,100	263,101
MINERALS TECHNOLOGIES INC	COM	603158106	50,699	1,080,312	SH		DFND	2,20,5,6,8	925,267	914	154,131
MINERVA NEUROSCIENCES INC	COM	603380106	2,011	557,135	SH		DFND	2,20,5	452,942	0	104,193
MIRAGEN THERAPEUTICS INC	COM	60463E103	14	12,400	SH		DFND	20	12,400	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	141,137	1,236,198	SH		DFND	13,2,20,5,8	1,075,316	500	160,382
MIRUM PHARMACEUTICALS INC	COM	604749101	1,861	95,655	SH		DFND	2,20	78,850	0	16,805
AMYRIS INC	COM NEW	03236M200	5,986	1,401,831	SH		DFND	2,20,5,8	1,079,899	0	321,932
MISONIX INC	COM	604871103	2,893	213,206	SH		DFND	2,20,5	169,942	0	43,264
MISTRAS GROUP INC	COM	60649T107	1,332	337,186	SH		DFND	2,20,5	276,079	0	61,107
MITEK SYS INC	COM NEW	606710200	7,688	800,005	SH		DFND	2,20,5,8	623,647	0	176,358
MITSUBISHI UFJ FINL GROUP IN	SPONSORED ADS	606822104	103	25,470	SH		DFND	20	25,470	0	0
MIX TELEMATICS LTD	SPONSORED ADR	60688N102	772	89,225	SH		DFND	2	89,225	0	0
MIZUHO FINL GROUP INC	SPONSORED ADR	60687Y109	32	13,100	SH		DFND	20	13,100	0	0
MKS INSTRS INC	COM	55306N104	150,074	1,325,274	SH		DFND	13,19,2,20,5,6,8	1,193,201	401	131,672
MMA CAPITAL HOLDINGS INC	COM	55315D105	1,641	70,979	SH		DFND	2,20	53,746	0	17,233
MOBILE MINI INC	COM	60740F105	27,286	924,962	SH		DFND	2,20,5,8	728,847	248	195,867
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	107,547	11,702,582	SH		DFND	10,12,13,19,2,20,5,8	7,867,972	379,993	3,454,617
ANALOG DEVICES INC	COM	032654105	1,873,736	15,278,343	SH		DFND	10,11,12,13,19,2,20,5,6,8	13,206,439	267,649	1,804,255
MOBILEIRON INC	COM NEW	60739U204	13,287	2,695,103	SH		DFND	2,20,5,8	2,089,275	0	605,828
MODEL N INC	COM	607525102	25,885	744,673	SH		DFND	2,20,5,8	602,427	0	142,246
MODERNA INC	COM	60770K107	386,992	6,026,974	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,234,517	142,559	649,898
MODINE MFG CO	COM	607828100	6,628	1,200,682	SH		DFND	2,20,5	1,027,673	0	173,009
MOELIS & CO	CL A	60786M105	34,443	1,105,352	SH		DFND	2,20,5,8	865,719	0	239,633
MOHAWK INDS INC	COM	608190104	302,528	2,972,954	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,606,242	61,490	305,222
MOLECULAR TEMPLATES INC	COM	608550109	5,932	430,152	SH		DFND	2,20,5,8	350,008	0	80,144
MOLINA HEALTHCARE INC	COM	60855R100	337,856	1,898,282	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,643,930	65,250	189,102
MOLSON COORS BEVERAGE CO	CL B	60871R209	317,269	9,233,663	SH		DFND	10,12,13,19,2,20,5,6,8	7,998,835	111,004	1,123,824
MOMENTA PHARMACEUTICALS INC	COM	60877T100	179,866	5,406,248	SH		DFND	13,2,20,5,8	4,860,670	1,100	544,478
ANAPLAN INC	COM	03272L108	66,389	1,465,217	SH		DFND	13,19,2,20,5,8	1,204,994	1,000	259,223
MOMO INC	ADR	60879B107	55,435	3,171,316	SH		DFND	10,11,12,13,19,2,20,5,8	2,473,150	91,500	606,666
MOMO INC	NOTE 1.250% 7/0	60879BAB3	14,092	18,122,000	PRN		DFND	2,5	18,122,000	0	0
MONARCH CASINO & RESORT INC	COM	609027107	14,799	434,256	SH		DFND	2,20,5,8	357,324	0	76,932
MONDELEZ INTL INC	CL A	609207105	3,473,025	67,551,360	SH		DFND	10,11,12,13,19,2,20,5,6,8	59,047,894	1,042,382	7,461,084
MONEYGRAM INTL INC	COM NEW	60935Y208	2,547	793,536	SH		DFND	2,20,5	655,136	0	138,400
MONGODB INC	CL A	60937P106	202,961	896,709	SH		DFND	10,11,12,13,19,2,20,5,6,8	721,622	21,375	153,712
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	58,672	4,049,155	SH		DFND	10,2,20,5,8	3,093,337	26,905	928,913
MONOLITHIC PWR SYS INC	COM	609839105	261,421	1,100,715	SH		DFND	13,19,2,20,5,6,8	998,132	500	102,083
MONRO INC	COM	610236101	61,397	1,117,524	SH		DFND	2,20,5,8	966,769	729	150,026
MONSTER BEVERAGE CORP NEW	COM	61174X109	1,229,774	17,740,530	SH		DFND	10,11,12,13,19,2,20,5,6,8	15,132,323	572,011	2,036,196
ANAPTYSBIO INC	COM	032724106	32,086	1,436,276	SH		DFND	2,20,5,8	1,339,390	0	96,886
MONTAGE RES CORP	COM	61179L100	1,765	446,737	SH		DFND	2,20,5	365,783	0	80,954
MOODYS CORP	COM	615369105	1,916,622	6,976,383	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,978,584	109,255	888,544
MOOG INC	CL A	615394202	86,806	1,638,465	SH		DFND	13,2,20,5,8	1,494,634	288	143,543
MORGAN STANLEY	COM NEW	617446448	5,408,516	111,977,559	SH		DFND	10,12,13,19,2,20,5,6,8	44,300,111	60,926,817	6,750,631
MORNINGSTAR INC	COM	617700109	42,011	298,014	SH		DFND	19,2,20,5,8	244,657	126	53,231
MORPHIC HLDG INC	COM	61775R105	5,999	221,761	SH		DFND	2,20,5	175,975	0	45,786
MOSAIC CO NEW	COM	61945C103	264,227	21,121,298	SH		DFND	10,11,12,13,19,2,20,5,6,8	17,473,434	220,143	3,427,721
MOTORCAR PTS AMER INC	COM	620071100	10,228	578,826	SH		DFND	2,20,5	505,173	0	73,653
MOTOROLA SOLUTIONS INC	COM NEW	620076307	1,075,403	7,639,811	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,376,674	127,383	1,135,754
MOVADO GROUP INC	COM	624580106	7,038	649,237	SH		DFND	2,20,5	587,155	0	62,082
AARONS INC	COM PAR $0.50	002535300	98,536	2,168,464	SH		DFND	19,2,20,5,6,8	1,874,780	804	292,880
ANAVEX LIFE SCIENCES CORP	COM NEW	032797300	4,312	876,371	SH		DFND	2,20,5	701,491	0	174,880
MR COOPER GROUP INC	COM	62482R107	20,150	1,619,787	SH		DFND	2,20,5,8	1,279,522	0	340,265
MRC GLOBAL INC	COM	55345K103	10,184	1,723,231	SH		DFND	2,20,5,8	1,351,449	200	371,582
MSA SAFETY INC	COM	553498106	182,491	1,594,640	SH		DFND	13,19,2,20,5,6,8	1,511,954	326	82,360
MSC INDL DIRECT INC	CL A	553530106	84,189	1,156,287	SH		DFND	13,19,2,20,5,6,8	1,063,435	748	92,104
MSCI INC	COM	55354G100	1,229,872	3,684,238	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,207,362	82,462	394,414
MSG NETWORK INC	CL A	553573106	9,472	951,953	SH		DFND	2,20,5,8	745,716	1,848	204,389
MTS SYS CORP	COM	553777103	12,386	704,154	SH		DFND	2,20,5,8	615,682	561	87,911
MUELLER INDS INC	COM	624756102	47,957	1,804,258	SH		DFND	2,20,5,8	1,558,944	218	245,096
MUELLER WTR PRODS INC	COM SER A	624758108	32,720	3,469,775	SH		DFND	2,20,5,8	2,772,656	2,315	694,804
MURPHY OIL CORP	COM	626717102	104,937	7,604,150	SH		DFND	12,13,2,20,5,6,8	7,375,570	1,579	227,001
ANDERSONS INC	COM	034164103	15,679	1,139,484	SH		DFND	2,20,5,8	997,401	1,437	140,646
MURPHY USA INC	COM	626755102	110,358	980,173	SH		DFND	12,13,2,20,5,6,8	851,298	269	128,606
MUSTANG BIO INC	COM	62818Q104	1,587	499,088	SH		DFND	2,20	409,945	0	89,143
MVB FINL CORP	COM	553810102	2,085	156,777	SH		DFND	2,20	127,352	0	29,425
MYERS INDS INC	COM	628464109	16,963	1,155,217	SH		DFND	2,20,5,8	1,016,164	0	139,053
MYLAN NV	SHS EURO	N59465109	389,739	24,237,502	SH		DFND	10,11,12,13,19,2,20,5,6,8	21,073,647	537,065	2,626,790
MYOKARDIA INC	COM	62857M105	107,882	1,116,560	SH		DFND	2,20,5,8	889,777	400	226,383
MYOVANT SCIENCES LTD	COM	G637AM102	1,714	83,143	SH		DFND	2,20,5,8	51,526	0	31,617
MYR GROUP INC DEL	COM	55405W104	16,770	525,556	SH		DFND	2,20,5,8	448,618	0	76,938
MYRIAD GENETICS INC	COM	62855J104	61,016	5,380,598	SH		DFND	19,2,20,5,8	5,053,814	1,182	325,602
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	3,820	11,000,000	PRN		DFND	2	11,000,000	0	0
ANGI HOMESERVICES INC	COM CL A	00183L102	4,403	362,410	SH		DFND	2,20,5,8	316,534	0	45,876
NABORS INDUSTRIES LTD	SHS	G6359F137	8,404	227,012	SH		DFND	12,13,2,20,5	200,043	0	26,969
NABRIVA THERAPEUTICS PLC	SHS	G63637105	565	836,815	SH		DFND	2	836,815	0	0
NACCO INDS INC	CL A	629579103	1,905	81,773	SH		DFND	2,20,5	66,120	0	15,653
NANOSTRING TECHNOLOGIES INC	COM	63009R109	22,219	757,044	SH		DFND	2,20,5,8	600,453	0	156,591
NANTHEALTH INC	COM	630104107	1,909	416,705	SH		DFND	2,20	354,035	0	62,670
NANTKWEST INC	COM	63016Q102	6,255	509,341	SH		DFND	2,20,5	425,120	0	84,221
NAPCO SEC TECHNOLOGIES INC	COM	630402105	5,454	233,157	SH		DFND	2,20,5,8	181,684	0	51,473
NASDAQ INC	COM	631103108	621,680	5,203,646	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,358,010	105,791	739,845
NATERA INC	COM	632307104	134,985	2,707,280	SH		DFND	2,20,5,8	2,395,468	700	311,112
NATHANS FAMOUS INC NEW	COM	632347100	2,965	52,724	SH		DFND	2,20	43,453	0	9,271
ANGIODYNAMICS INC	COM	03475V101	19,051	1,873,280	SH		DFND	2,20,5,8	1,723,132	0	150,148
NATIONAL BANKSHARES INC VA	COM	634865109	3,445	120,456	SH		DFND	2,20,5	94,348	0	26,108
NATIONAL BEVERAGE CORP	COM	635017106	23,012	377,123	SH		DFND	2,20,5,8	322,611	0	54,512
NATIONAL BK HLDGS CORP	CL A	633707104	29,423	1,089,724	SH		DFND	2,20,5,8	937,850	0	151,874
NATIONAL CINEMEDIA INC	COM	635309107	4,247	1,430,116	SH		DFND	2,20,5,8	1,108,455	2,300	319,361
NATIONAL ENERGY SERVICES REU	SHS	G6375R107	3,008	437,187	SH		DFND	2,20	344,501	0	92,686
NATIONAL FUEL GAS CO N J	COM	636180101	299,463	7,068,147	SH		DFND	12,13,19,2,20,5,6	6,950,117	1,287	116,743
NATIONAL GEN HLDGS CORP	COM	636220303	30,542	1,410,056	SH		DFND	2,20,5,8	1,110,438	0	299,618
NATIONAL GRID PLC	SPONSORED ADR NE	636274409	6,818	112,244	SH		DFND	1,2,20	27,357	0	84,887
NATIONAL HEALTH INVS INC	COM	63633D104	121,845	1,971,239	SH		DFND	10,2,20,5,8	1,524,924	12,298	434,017
NATIONAL HEALTHCARE CORP	COM	635906100	21,681	338,993	SH		DFND	2,20,5,6,8	282,658	0	56,335
ANGLOGOLD ASHANTI LIMITED	SPONSORED ADR	035128206	5,523	187,283	SH		DFND	20,5,8	114,962	0	72,321
NATIONAL INSTRS CORP	COM	636518102	116,089	2,998,942	SH		DFND	13,19,2,20,5,6,8	2,643,300	1,055	354,587
NATIONAL OILWELL VARCO INC	COM	637071101	255,394	20,848,530	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,308,035	186,385	2,354,110
NATIONAL PRESTO INDS INC	COM	637215104	29,314	335,437	SH		DFND	2,20,5	315,967	157	19,313
NATIONAL RESH CORP	COM NEW	637372202	16,409	281,900	SH		DFND	2,20,5,8	218,039	0	63,861
NATIONAL RETAIL PROPERTIES I	COM	637417106	671,179	18,917,096	SH		DFND	10,11,12,13,19,2,20,5,6,8	17,063,971	218,922	1,634,203
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	94,922	3,311,991	SH		DFND	10,19,2,20,5,8	2,642,894	18,100	650,997
NATIONAL VISION HLDGS INC	COM	63845R107	54,402	1,782,507	SH		DFND	19,2,20,5,8	1,418,462	1,400	362,645
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	10,346	50,920	SH		DFND	2,20,5,8	40,520	0	10,400
NATURA &CO HLDG S A	ADS	63884N108	2,547	175,559	SH		DFND	1,2,20,8	89,397	4,976	81,186
NATURAL GAS SERVICES GROUP	COM	63886Q109	107	16,999	SH		DFND	20	16,999	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	9,872	305,272	SH		DFND	2,20,5,8	247,715	0	57,557
NATURAL GROCERS BY VITAMIN C	COM	63888U108	2,885	193,911	SH		DFND	2,20	162,401	0	31,510
NATURES SUNSHINE PRODS INC	COM	639027101	1,646	182,704	SH		DFND	2,20	144,509	0	38,195
NATUS MED INC DEL	COM	639050103	30,490	1,397,330	SH		DFND	2,20,5,8	1,246,779	0	150,551
NAUTILUS INC	COM	63910B102	4,575	493,557	SH		DFND	2,20,5	407,357	0	86,200
NAVIENT CORPORATION	COM	63938C108	44,707	6,359,434	SH		DFND	1,12,13,2,20,5,6,8	5,426,468	2,877	930,089
NAVISTAR INTL CORP NEW	COM	63934E108	29,621	1,050,387	SH		DFND	13,2,20,5,8	815,835	356	234,196
NBT BANCORP INC	COM	628778102	47,749	1,552,307	SH		DFND	19,2,20,5,8	1,331,577	323	220,407
NCR CORP NEW	COM	62886E108	89,341	5,158,267	SH		DFND	1,12,13,19,2,20,5,6,8	4,794,539	1,952	361,776
NEENAH INC	COM	640079109	28,229	570,749	SH		DFND	2,20,5,8	496,199	0	74,550
NEKTAR THERAPEUTICS	COM	640268108	103,401	4,464,647	SH		DFND	13,19,2,20,5,6,8	4,090,977	1,889	371,781
ANIKA THERAPEUTICS INC	COM	035255108	34,919	925,484	SH		DFND	2,20,5,8	861,500	0	63,984
NELNET INC	CL A	64031N108	18,106	379,254	SH		DFND	2,20,5,8	291,165	60	88,029
NEMAURA MED INC	COM NEW	640442208	629	67,953	SH		DFND	2,20	52,140	0	15,813
NEOGEN CORP	COM	640491106	137,801	1,775,791	SH		DFND	19,2,20,5,8	1,535,379	613	239,799
NEOGENOMICS INC	COM NEW	64049M209	99,498	3,211,693	SH		DFND	2,20,5,8	2,734,801	1,700	475,192
NEOLEUKIN THERAPEUTICS INC	COM	64049K104	8,419	507,140	SH		DFND	2,20,5,8	415,302	0	91,838
NEOPHOTONICS CORP	COM	64051T100	10,394	1,170,466	SH		DFND	2,20,5,8	1,007,468	0	162,998
NEOS THERAPEUTICS INC	COM	64052L106	17	24,425	SH		DFND	20	24,425	0	0
NESCO HLDGS INC	COM	64083J104	487	121,100	SH		DFND	2,20	97,400	0	23,700
NET 1 UEPS TECHNOLOGIES INC	COM NEW	64107N206	1,291	424,734	SH		DFND	2	424,734	0	0
NETAPP INC	COM	64110D104	440,876	9,936,360	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,474,461	367,374	1,094,525
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	267,049	39,407,360	SH		DFND	10,11,12,13,19,2,20,5,6,8	28,029,852	715,485	10,662,023
NETEASE INC	SPONSORED ADS	64110W102	720,539	1,678,091	SH		DFND	10,11,12,13,19,2,20,5,8	1,289,718	44,258	344,115
NETFLIX INC	COM	64110L106	7,559,691	16,613,245	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,247,895	234,088	2,131,262
NETGEAR INC	COM	64111Q104	28,446	1,098,721	SH		DFND	2,20,5,6,8	957,083	96	141,542
NETSCOUT SYS INC	COM	64115T104	61,151	2,392,450	SH		DFND	13,19,2,20,5,6,8	1,985,760	1,165	405,525
NEUBASE THERAPEUTICS INC	COM	64132K102	2,184	248,795	SH		DFND	2,20	208,722	0	40,073
NEUROBO PHARMACEUTICALS INC	COM	64132R107	311	38,612	SH		DFND	2,20	30,644	0	7,968
NEUROCRINE BIOSCIENCES INC	COM	64125C109	279,141	2,288,040	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,949,877	45,672	292,491
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	22,898	13,787,000	PRN		DFND	2,5	13,787,000	0	0
NEVRO CORP	COM	64157F103	87,882	735,601	SH		DFND	13,2,20,5,8	584,429	200	150,972
NEW AGE BEVERAGES CORP	COM	64157V108	1,791	1,170,881	SH		DFND	2,20,5	862,094	0	308,787
ANSYS INC	COM	03662Q105	1,057,059	3,623,416	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,096,982	112,252	414,182
NEW HOME CO INC	COM	645370107	43	12,900	SH		DFND	20	12,900	0	0
NEW JERSEY RES	COM	646025106	268,057	8,131,866	SH		DFND	13,19,2,20,5,6,8	7,703,995	1,356	426,515
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	407,580	3,129,695	SH		DFND	10,11,12,13,19,2,20,5,8	2,479,487	71,513	578,695
NEW RELIC INC	COM	64829B100	45,289	657,316	SH		DFND	13,19,2,20,5,8	542,912	800	113,604
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	13,311	13,670,000	PRN		DFND	2,5	13,670,000	0	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	43,545	5,860,680	SH		DFND	12,13,2,20,5,8	4,993,213	3,500	863,967
NEW SR INVT GROUP INC	COM	648691103	6,106	1,686,845	SH		DFND	2,20,5	1,391,747	0	295,098
NEW YORK CMNTY BANCORP INC	COM	649445103	132,744	13,014,146	SH		DFND	12,13,2,20,5,6,8	11,987,250	5,017	1,021,879
NEW YORK MTG TR INC	COM PAR $.02	649604501	34,587	13,003,417	SH		DFND	2,20,5,8	11,232,397	0	1,771,020
NEW YORK TIMES CO	CL A	650111107	149,481	3,556,530	SH		DFND	13,19,2,20,5,6,8	3,214,156	1,200	341,174
ANTARES PHARMA INC	COM	036642106	12,599	4,581,279	SH		DFND	2,20,5,8	3,867,851	0	713,428
NEWATER TECHNOLOGY INC	SHS	G64335105	68	18,871	SH		DFND	2	18,871	0	0
NEWELL BRANDS INC	COM	651229106	301,936	19,013,619	SH		DFND	10,11,12,13,19,2,20,5,6,8	16,639,272	257,603	2,116,744
NEWMARK GROUP INC	CL A	65158N102	14,534	2,990,465	SH		DFND	13,2,20,5,8	2,328,973	36,443	625,049
NEWMARKET CORP	COM	651587107	74,883	186,084	SH		DFND	13,19,2,20,5,6,8	164,394	83	21,607
NEWMONT CORP	COM	651639106	2,284,755	37,006,069	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	31,526,657	399,563	5,079,849
NEWPARK RES INC	COM PAR $.01NEW	651718504	6,066	2,720,013	SH		DFND	2,20,5	2,420,069	0	299,944
NEWS CORP NEW	CL A	65249B109	232,150	19,574,176	SH		DFND	10,11,12,13,19,2,20,5,6,8	16,595,780	222,449	2,755,947
NEWS CORP NEW	CL B	65249B208	56,145	4,698,331	SH		DFND	10,12,13,19,2,20,5,6	4,240,707	1,000	456,624
NEXA RES S A	COM	L67359106	487	73,305	SH		DFND	13,2,5	49,105	0	24,200
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	32,434	917,508	SH		DFND	2,20,5,8	800,580	0	116,928
ABB LTD	SPONSORED ADR	000375204	9,714	430,604	SH		DFND	1,2,20	427,240	0	3,364
ANTERIX INC	COM	03676C100	12,272	270,658	SH		DFND	2,20,5,8	212,116	0	58,542
NEXSTAR MEDIA GROUP INC	CL A	65336K103	46,403	554,463	SH		DFND	13,2,20,5,8	451,239	612	102,612
NEXTCURE INC	COM	65343E108	6,080	283,567	SH		DFND	2,20,5,8	222,107	0	61,460
NEXTDECADE CORP	COM	65342K105	723	334,595	SH		DFND	2,20	262,818	0	71,777
NEXTERA ENERGY INC	COM	65339F101	6,344,174	26,415,348	SH		DFND	10,11,12,13,19,2,20,5,6,8	23,082,548	305,645	3,027,155
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	27,961	574,150	SH		DFND	2	574,150	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	40,576	956,300	SH		DFND	2	956,300	0	0
NEXTERA ENERGY PARTNERS LP	COM UNIT PART IN	65341B106	6,273	122,327	SH		DFND	20,5,8	75,708	400	46,219
NEXTGEN HEALTHCARE INC	COM	65343C102	20,016	1,822,906	SH		DFND	2,20,5,8	1,574,817	1,604	246,485
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	12,394	5,058,753	SH		DFND	2,20,5,8	4,323,977	0	734,776
NGM BIOPHARMACEUTICALS INC	COM	62921N105	9,172	464,626	SH		DFND	2,20,5	382,601	0	82,025
ANTERO MIDSTREAM CORP	COM	03676B102	34,420	6,748,980	SH		DFND	19,2,20,5,6,8	6,184,600	4,900	559,480
NI HLDGS INC	COM	65342T106	2,446	165,575	SH		DFND	2,20	134,288	0	31,287
NIC INC	COM	62914B100	50,029	2,178,965	SH		DFND	19,2,20,5,8	1,827,583	1,718	349,664
NICE LTD	SPONSORED ADR	653656108	1,356	7,166	SH		DFND	20	7,166	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	3,830	1,663,000	PRN		DFND	5	1,663,000	0	0
NICOLET BANKSHARES INC	COM	65406E102	12,766	232,953	SH		DFND	2,20,5,8	191,303	0	41,650
NIELSEN HLDGS PLC	SHS EUR	G6518L108	220,203	14,818,488	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,424,085	177,809	2,216,594
NIKE INC	CL B	654106103	5,817,632	59,189,236	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	45,837,284	1,441,526	11,910,426
NINE ENERGY SERVICE INC	COM	65441V101	30	15,600	SH		DFND	20	15,600	0	0
NIO INC	NOTE 4.500% 2/0	62914VAB2	15,146	15,300,000	PRN		DFND	2	15,300,000	0	0
NIO INC	SPON ADS	62914V106	125,882	16,305,979	SH		DFND	10,11,12,13,19,2,20,5,8	12,489,214	335,800	3,480,965
ANTERO RESOURCES CORP	COM	03674X106	36,008	14,176,240	SH		DFND	12,13,2,20,5	13,212,940	4,100	959,200
NISOURCE INC	COM	65473P105	463,243	20,371,305	SH		DFND	10,11,12,13,19,2,20,5,6,8	17,698,432	276,418	2,396,455
NIU TECHNOLOGIES	ADS	65481N100	3,668	229,258	SH		DFND	13,2,20,5	212,258	0	17,000
NL INDS INC	COM NEW	629156407	539	157,950	SH		DFND	2,20	114,691	0	43,259
NLIGHT INC	COM	65487K100	15,560	699,022	SH		DFND	2,20,5,8	543,799	0	155,223
NMI HLDGS INC	CL A	629209305	45,386	2,822,510	SH		DFND	2,20,5,8	2,540,944	0	281,566
NN INC	COM	629337106	3,741	789,225	SH		DFND	2,20,5	652,032	0	137,193
NOAH HLDGS LTD	SPON ADS CL A	65487X102	15,387	604,130	SH		DFND	10,11,12,13,19,2,20,5,8	467,038	19,100	117,992
NOBLE CORP PLC	SHS USD	G65431101	241	749,446	SH		DFND	13,20,5	712,446	0	37,000
NOBLE ENERGY INC	COM	655044105	258,235	28,820,858	SH		DFND	10,12,13,19,2,20,5,6,8	27,455,754	8,055	1,357,049
NOKIA CORP	SPONSORED ADR	654902204	58	13,216	SH		DFND	1,20	13,216	0	0
ANTHEM INC	COM	036752103	2,919,396	11,101,210	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,539,363	284,224	1,277,623
NOMAD FOODS LTD	USD ORD SHS	G6564A105	2,538	118,325	SH		DFND	2,20,5,8	118,325	0	0
NOODLES & CO	COM CL A	65540B105	3,222	532,507	SH		DFND	2,20	425,147	0	107,360
NORDIC AMERICAN TANKERS LIMI	COM	G65773106	12,002	2,956,116	SH		DFND	2,20,5	2,454,339	0	501,777
NORDSON CORP	COM	655663102	385,717	2,033,195	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,812,334	47,070	173,791
NORDSTROM INC	COM	655664100	57,060	3,683,650	SH		DFND	12,13,19,2,20,5,6,8	2,653,866	852	1,028,932
NORFOLK SOUTHERN CORP	COM	655844108	1,942,782	11,065,568	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,360,816	181,396	1,523,356
NORTHEAST BK LEWISTON ME	COM	66405S100	2,375	135,304	SH		DFND	2,20	109,919	0	25,385
NORTHERN OIL & GAS INC NEV	COM	665531109	478	569,877	SH		DFND	2,20,5	523,993	0	45,884
NORTHERN TR CORP	COM	665859104	717,668	8,965,378	SH		DFND	10,12,13,19,2,20,5,6,8	7,855,035	120,377	989,966
NORTHFIELD BANCORP INC DEL	COM	66611T108	17,435	1,513,416	SH		DFND	2,20,5,8	1,306,540	0	206,876
ANWORTH MTG ASSET CORP	COM	037347101	3,529	2,016,700	SH		DFND	2,20,5	1,680,840	0	335,860
NORTHRIM BANCORP INC	COM	666762109	3,606	143,430	SH		DFND	2,20,5	121,499	0	21,931
NORTHROP GRUMMAN CORP	COM	666807102	5,081,412	16,528,142	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	5,674,110	10,391,733	462,299
NORTHWEST BANCSHARES INC MD	COM	667340103	47,536	4,648,953	SH		DFND	2,20,5,8	4,021,583	1,598	625,772
NORTHWEST NAT HLDG CO	COM	66765N105	175,981	3,154,347	SH		DFND	19,2,20,5,8	3,007,842	38	146,467
NORTHWEST PIPE CO	COM	667746101	4,527	180,562	SH		DFND	2,20,5	146,251	0	34,311
NORTHWESTERN CORP	COM NEW	668074305	91,015	1,669,394	SH		DFND	12,13,19,2,20,5,6,8	1,409,238	700	259,456
NORTONLIFELOCK INC	COM	668771108	564,115	28,447,549	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	21,910,728	860,843	5,675,978
NORWEGIAN CRUISE LINE HLDG L	SHS	G66721104	137,622	8,376,274	SH		DFND	10,12,13,19,2,20,5,6,8	7,428,608	3,537	944,129
NORWOOD FINANCIAL CORP	COM	669549107	2,569	103,635	SH		DFND	2,20	82,145	0	21,490
NOVA MEASURING INSTRUMENTS L	COM	M7516K103	546	11,328	SH		DFND	2,20	11,328	0	0
AON PLC	SHS CL A	G0403H108	1,970,906	10,233,155	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,761,617	249,928	1,221,610
NOVAGOLD RES INC	COM NEW	66987E206	40,920	4,457,484	SH		DFND	2,20,5,6	3,547,471	0	910,013
NOVANTA INC	COM	67000B104	76,345	715,046	SH		DFND	13,2,20,5,8	555,043	300	159,703
NOVARTIS AG	SPONSORED ADR	66987V109	186,405	2,134,244	SH		DFND	1,2,20	41,704	0	2,092,540
NOVAVAX INC	COM NEW	670002401	192,817	2,313,347	SH		DFND	2,20,5,8	2,087,035	500	225,812
NOVO-NORDISK A S	ADR	670100205	276,911	4,228,947	SH		DFND	20	23,874	0	4,205,073
NOVOCURE LTD	ORD SHS	G6674U108	64,472	1,087,223	SH		DFND	2,20,5,8	882,311	700	204,212
NOW INC	COM	67011P100	31,380	3,636,190	SH		DFND	12,2,20,5,8	3,129,065	290	506,835
NRG ENERGY INC	COM NEW	629377508	427,905	13,142,044	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,485,049	367,257	1,289,738
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	14,436	14,215,000	PRN		DFND	2,5	14,215,000	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	54,566	1,427,298	SH		DFND	10,12,13,19,2,20,5,6,8	1,301,317	8,406	117,575
APACHE CORP	COM	037411105	300,922	22,290,541	SH		DFND	10,12,13,19,2,20,5,6,8	21,164,961	7,830	1,117,750
NUANCE COMMUNICATIONS INC	COM	67020Y100	93,550	3,696,913	SH		DFND	12,13,2,20,5,8	2,990,658	2,633	703,622
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	20,736	17,570,000	PRN		DFND	2,5	17,570,000	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	8,734	6,265,000	PRN		DFND	2,5	6,265,000	0	0
NUCOR CORP	COM	670346105	820,959	19,636,549	SH		DFND	10,11,12,13,19,2,20,5,6,8	17,658,348	216,155	1,762,046
NUTANIX INC	CL A	67059N108	54,450	2,296,995	SH		DFND	13,19,2,20,5,8	1,903,982	1,400	391,613
NUTANIX INC	NOTE 1/1	67059NAB4	13,283	14,955,000	PRN		DFND	2,5	14,955,000	0	0
NUTRIEN LTD	COM	67077M108	103,098	3,167,408	SH		DFND	10,2,20	1,108,317	2,059,091	0
NUVASIVE INC	COM	670704105	99,796	1,792,953	SH		DFND	13,19,2,20,5,6,8	1,539,998	761	252,194
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	18,117	16,419,000	PRN		DFND	2,5	16,419,000	0	0
NV5 GLOBAL INC	COM	62945V109	11,938	234,859	SH		DFND	2,20,5,8	190,730	0	44,129
APARTMENT INVT & MGMT CO	CL A	03748R754	312,644	8,306,171	SH		DFND	10,12,13,19,2,20,5,6,8	6,799,994	44,714	1,461,463
NVE CORP	COM NEW	629445206	8,342	134,924	SH		DFND	2,20,5,8	112,791	1,900	20,233
NVENT ELECTRIC PLC	SHS	G6700G107	264,799	14,137,669	SH		DFND	12,13,19,2,20,5,6,8	13,825,911	2,864	308,894
NVIDIA CORPORATION	COM	67066G104	9,742,407	25,643,988	SH		DFND	10,11,12,13,19,2,20,5,6,8	21,926,781	599,041	3,118,166
NVR INC	COM	62944T105	535,171	164,226	SH		DFND	10,11,12,13,19,2,20,5,6,8	139,984	5,674	18,568
NXP SEMICONDUCTORS N V	COM	N6596X109	441,526	3,859,533	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,182,486	198,156	478,891
NYMOX PHARMACEUTICAL CORP	COM	P73398102	1,498	421,983	SH		DFND	2,20	331,260	0	90,723
O-I GLASS INC	COM	67098H104	46,189	5,143,578	SH		DFND	12,13,2,20,5,6,8	4,426,843	2,286	714,449
OAK VALLEY BANCORP OAKDALE C	COM	671807105	1,461	115,183	SH		DFND	2,20	91,585	0	23,598
OASIS PETROLEUM INC	COM	674215108	5,719	7,625,188	SH		DFND	12,13,2,20,5	7,622,288	0	2,900
OCCIDENTAL PETE CORP	COM	674599105	947,161	51,729,525	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	47,695,050	441,812	3,592,663
APELLIS PHARMACEUTICALS INC	COM	03753U106	96,243	2,946,814	SH		DFND	2,20,5,8	2,672,248	600	273,966
OCEANEERING INTL INC	COM	675232102	27,114	4,243,178	SH		DFND	12,2,20,5,8	3,789,794	2,087	451,297
OCEANFIRST FINL CORP	COM	675234108	25,367	1,438,876	SH		DFND	2,20,5,8	1,114,168	0	324,708
OCONEE FED FINL CORP	COM	675607105	260	10,100	SH		DFND	2,20	8,200	0	1,900
OCULAR THERAPEUTIX INC	COM	67576A100	7,547	905,982	SH		DFND	2,20,5	726,903	0	179,079
OCWEN FINL CORP	COM NEW	675746309	83	125,190	SH		DFND	20,5	125,190	0	0
ODONATE THERAPEUTICS INC	COM	676079106	10,466	247,181	SH		DFND	2,20,5,8	191,502	0	55,679
OFFICE PPTYS INCOME TR	COM SHS BEN INT	67623C109	69,237	2,666,029	SH		DFND	10,2,20,5,8	2,176,202	14,441	475,386
OFG BANCORP	COM	67103X102	26,571	1,977,130	SH		DFND	2,20,5,8	1,746,268	111	230,751
OGE ENERGY CORP	COM	670837103	215,556	7,099,998	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,016,564	263,396	820,038
OHIO VY BANC CORP	COM	677719106	1,619	71,801	SH		DFND	2,20	57,219	0	14,582
API GROUP CORP	COM STK	00187Y100	23,938	1,970,241	SH		DFND	2,20,5	1,618,441	0	351,800
OI SA	SPONSORED ADR NE	670851500	640	609,329	SH		DFND	2	609,329	0	0
OIL DRI CORP AMER	COM	677864100	3,963	114,202	SH		DFND	13,2,20,5,6	91,697	0	22,505
OIL STS INTL INC	COM	678026105	9,816	2,066,444	SH		DFND	2,20,5	1,835,401	0	231,043
OKTA INC	CL A	679295105	480,771	2,401,092	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,002,158	51,179	347,755
OLD DOMINION FREIGHT LINE IN	COM	679580100	701,558	4,136,791	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,503,513	147,963	485,315
OLD NATL BANCORP IND	COM	680033107	90,993	6,612,867	SH		DFND	2,20,5,8	5,832,959	700	779,208
OLD POINT FINL CORP	COM	680194107	722	47,340	SH		DFND	20	1,701	0	45,639
OLD REP INTL CORP	COM	680223104	394,047	24,159,825	SH		DFND	12,13,19,2,20,5,6,8	23,407,986	58,786	693,053
OLD SECOND BANCORP INC ILL	COM	680277100	4,448	571,711	SH		DFND	2,20,5	432,266	0	139,445
OLIN CORP	COM PAR $1	680665205	82,278	7,160,862	SH		DFND	12,13,2,20,5,6,8	4,024,337	2,957,680	178,845
ABBOTT LABS	COM	002824100	6,816,657	74,556,021	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	64,766,838	1,146,265	8,642,918
APOGEE ENTERPRISES INC	COM	037598109	27,998	1,215,211	SH		DFND	2,20,5,8	697,842	1,128	516,241
OLLIES BARGAIN OUTLET HLDGS	COM	681116109	128,297	1,313,848	SH		DFND	19,2,20,5,6,8	1,194,749	400	118,699
OLYMPIC STEEL INC	COM	68162K106	3,573	304,109	SH		DFND	2,20	268,762	0	35,347
OMEGA FLEX INC	COM	682095104	6,513	61,564	SH		DFND	2,20,5,8	49,613	0	11,951
OMEGA HEALTHCARE INVS INC	COM	681936100	375,068	12,615,809	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,257,039	298,817	2,059,953
OMEROS CORP	COM	682143102	18,178	1,234,901	SH		DFND	2,20,5,8	996,716	0	238,185
OMNICELL INC	COM	68213N109	96,098	1,360,770	SH		DFND	2,20,5,8	1,162,452	602	197,716
OMNICOM GROUP INC	COM	681919106	663,962	12,016,616	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	10,548,454	272,035	1,196,127
ON DECK CAP INC	COM	682163100	30	42,168	SH		DFND	20	42,168	0	0
ON SEMICONDUCTOR CORP	COM	682189105	192,251	9,699,833	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,859,214	251,805	1,588,814
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	20,502	17,560,000	PRN		DFND	2,5	17,560,000	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	52,675	5,184,518	SH		DFND	2,20,5,8	4,500,721	1,600	682,197
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	16,842	13,835,000	PRN		DFND	2,5	13,835,000	0	0
ONCOCYTE CORP	COM	68235C107	1,193	624,652	SH		DFND	2,20	495,649	0	129,003
ONCTERNAL THERAPEUTICS INC	COM	68236P107	61	21,428	SH		DFND	20	21,428	0	0
ONE GAS INC	COM	68235P108	137,600	1,785,848	SH		DFND	13,19,2,20,5,6,8	1,490,888	545	294,415
ONE LIBERTY PPTYS INC	COM	682406103	8,184	453,157	SH		DFND	2,20,5,8	369,423	4,300	79,434
ONECONNECT FINL TECHNOLOGY C	SPONSORED ADS	68248T105	2,591	141,907	SH		DFND	19,2,5	141,907	0	0
ONEMAIN HLDGS INC	COM	68268W103	22,230	905,850	SH		DFND	13,2,20,5,8	727,010	1,100	177,740
ONEOK INC NEW	COM	682680103	810,980	24,412,407	SH		DFND	10,11,12,13,19,2,20,5,6,8	21,203,514	244,430	2,964,463
ONESMART INTL ED GROUP LTD	SPONSORED ADS	68276W103	1,169	297,424	SH		DFND	2,20,5	236,256	0	61,168
ONESPAN INC	COM	68287N100	31,411	1,124,647	SH		DFND	2,20,5,8	971,973	1,012	151,662
APOLLO GLOBAL MGMT INC	COM CL A	03768E105	164,804	3,301,361	SH		DFND	10,12,13,19,2,20,5,6,8	2,660,658	154,691	486,012
ONESPAWORLD HOLDINGS LIMITED	COM	P73684113	4,400	922,461	SH		DFND	2,20,5,8	723,538	0	198,923
ONEWATER MARINE INC	CL A COM	68280L101	1,630	67,138	SH		DFND	2,20	54,945	0	12,193
ONTO INNOVATION INC	COM	683344105	52,509	1,542,565	SH		DFND	2,20,5,8	1,283,735	709	258,121
OOMA INC	COM	683416101	7,890	478,771	SH		DFND	2,20,5	395,391	0	83,380
OP BANCORP	COM	67109R109	1,461	211,675	SH		DFND	2,20	163,891	0	47,784
OPERA LTD	SPONSORED ADS	68373M107	212	23,584	SH		DFND	2,20	23,584	0	0
OPKO HEALTH INC	COM	68375N103	103,863	30,458,351	SH		DFND	13,2,20,5,8	28,599,680	12,625	1,846,046
OPORTUN FINL CORP	COM	68376D104	3,359	249,892	SH		DFND	2,20,5	191,275	0	58,617
OPPENHEIMER HLDGS INC	CL A NON VTG	683797104	4,289	196,817	SH		DFND	2,20,5	164,025	0	32,792
OPTIMIZERX CORP	COM NEW	68401U204	3,267	250,763	SH		DFND	2,20	198,819	0	51,944
APOLLO MED HLDGS INC	COM NEW	03763A207	4,394	266,318	SH		DFND	2,20,5,8	216,070	0	50,248
OPTINOSE INC	COM	68404V100	3,987	535,880	SH		DFND	2,20,5	435,504	0	100,376
OPTION CARE HEALTH INC	COM NEW	68404L201	9,576	689,886	SH		DFND	2,20,5,8	547,244	0	142,642
ORACLE CORP	COM	68389X105	5,074,192	91,807,338	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	77,991,591	2,459,100	11,356,647
ORASURE TECHNOLOGIES INC	COM	68554V108	35,174	3,024,448	SH		DFND	2,20,5,8	2,740,172	1,058	283,218
ORBCOMM INC	COM	68555P100	8,326	2,162,568	SH		DFND	2,20,5	1,912,381	0	250,187
ORCHARD THERAPEUTICS PLC	ADS	68570P101	1,210	201,609	SH		DFND	2,5	201,609	0	0
ORCHID IS CAP INC	COM	68571X103	5,966	1,252,115	SH		DFND	2,20,5	1,012,244	0	239,871
OREILLY AUTOMOTIVE INC	COM	67103H107	1,393,195	3,303,993	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,871,557	47,180	385,256
ORGANOGENESIS HLDGS INC	COM	68621F102	747	194,521	SH		DFND	2,20	142,948	0	51,573
ORGANOVO HLDGS INC	COM	68620A104	35	63,907	SH		DFND	20	63,907	0	0
APPFOLIO INC	COM CL A	03783C100	57,066	350,720	SH		DFND	2,20,5,8	278,264	0	72,456
ORGENESIS INC	COM NEW	68619K204	1,454	239,197	SH		DFND	2,20	198,280	0	40,917
ORIC PHARMACEUTICALS INC	COM	68622P109	3,305	97,991	SH		DFND	2,20,5	72,291	0	25,700
ORIGIN BANCORP INC	COM	68621T102	9,197	418,034	SH		DFND	2,20,5,8	327,026	0	91,008
ORION ENERGY SYSTEMS INC	COM	686275108	1,655	478,290	SH		DFND	2,20	415,795	0	62,495
ORION ENGINEERED CARBONS S A	COM	L72967109	11,744	1,108,965	SH		DFND	2,20,5,8	894,461	0	214,504
ORION GROUP HOLDINGS INC	COM	68628V308	45	14,324	SH		DFND	20	14,324	0	0
ORIX CORP	SPONSORED ADR	686330101	1,775	28,813	SH		DFND	2,20	28,813	0	0
ORMAT TECHNOLOGIES INC	COM	686688102	60,333	950,268	SH		DFND	13,2,20,5,8	754,337	700	195,231
ORRSTOWN FINL SVCS INC	COM	687380105	3,138	212,771	SH		DFND	2,20	178,556	0	34,215
ORTHOFIX MED INC	COM	68752M108	24,274	758,578	SH		DFND	2,20,5,8	678,187	859	79,532
APPIAN CORP	CL A	03782L101	36,914	720,280	SH		DFND	2,20,5,8	578,347	400	141,533
ORTHOPEDIATRICS CORP	COM	68752L100	13,541	309,444	SH		DFND	2,20,5,8	264,126	0	45,318
OSHKOSH CORP	COM	688239201	123,171	1,719,784	SH		DFND	10,12,13,2,20,5,6,8	1,552,910	12,257	154,617
OSI SYSTEMS INC	COM	671044105	41,804	560,077	SH		DFND	19,2,20,5,8	474,114	0	85,963
OSMOTICA PHARMACEUTICALS PLC	SHS	G6S41R101	1,215	180,595	SH		DFND	2,20	140,706	0	39,889
OTIS WORLDWIDE CORP	COM	68902V107	1,987,949	34,962,166	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,706,923	18,369,405	1,885,838
OTONOMY INC	COM	68906L105	125	34,590	SH		DFND	20	34,590	0	0
OTTER TAIL CORP	COM	689648103	34,401	886,864	SH		DFND	13,2,20,5	714,680	0	172,184
OUTFRONT MEDIA INC	COM	69007J106	28,164	1,987,570	SH		DFND	13,2,20,5,8	1,634,142	12,802	340,626
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	1,674	900,197	SH		DFND	2,20	627,887	0	272,310
OVERSTOCK COM INC DEL	COM	690370101	34,594	1,216,808	SH		DFND	2,20,5	1,059,803	0	157,005
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	74,925	7,756,188	SH		DFND	10,12,13,2,20,5,8	6,116,716	60,858	1,578,614
OVID THERAPEUTICS INC	COM	690469101	5,424	735,956	SH		DFND	2,20,5	609,996	0	125,960
OVINTIV INC	COM	69047Q102	46,625	4,882,250	SH		DFND	2,20,5,8	3,910,685	1,091	970,474
OWENS & MINOR INC NEW	COM	690732102	20,351	2,670,697	SH		DFND	2,20,5,8	2,390,477	0	280,220
OWENS CORNING NEW	COM	690742101	247,877	4,445,424	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,708,530	163,587	573,307
OXFORD IMMUNOTEC GLOBAL PLC	ORD SHS	G6855A103	468	35,998	SH		DFND	2	35,998	0	0
OXFORD INDS INC	COM	691497309	23,817	541,162	SH		DFND	2,20,5,8	469,045	41	72,076
OYSTER PT PHARMA INC	COM	69242L106	2,772	95,971	SH		DFND	2,20	77,806	0	18,165
P A M TRANSN SVCS INC	COM	693149106	957	31,128	SH		DFND	2,20	25,184	0	5,944
P T TELEKOMUNIKASI INDONESIA	SPONSORED ADR	715684106	14,192	648,645	SH		DFND	13,2,20,5	502,345	0	146,300
PACCAR INC	COM	693718108	1,108,255	14,806,340	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,708,317	268,597	1,829,426
APPLE INC	COM	037833100	64,666,041	177,264,368	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	146,777,642	3,878,363	26,608,363
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	14,634	4,241,829	SH		DFND	2,20,5,8	3,578,336	0	663,493
PACIFIC ETHANOL INC	COM	69423U305	21	29,552	SH		DFND	20	29,552	0	0
PACIFIC PREMIER BANCORP	COM	69478X105	68,830	3,174,833	SH		DFND	2,20,5,8	2,691,523	0	483,310
PACIRA BIOSCIENCES	COM	695127100	78,190	1,490,184	SH		DFND	2,20,5,8	1,297,937	1,000	191,247
PACKAGING CORP AMER	COM	695156109	431,326	4,288,491	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,642,119	133,093	513,279
PACWEST BANCORP DEL	COM	695263103	95,484	4,844,465	SH		DFND	12,13,2,20,5,6,8	4,554,946	33,879	255,640
PAE INC	COM CL A	69290Y109	9,078	949,570	SH		DFND	2,20,5,8	731,748	0	217,822
PAGERDUTY INC	COM	69553P100	19,267	673,199	SH		DFND	2,20,5,8	585,072	0	88,127
PAGSEGURO DIGITAL LTD	COM CL A	G68707101	9,903	280,226	SH		DFND	10,19,2,20,8	280,226	0	0
PALATIN TECHNOLOGIES INC	COM PAR $ .01	696077403	36	69,822	SH		DFND	20	69,822	0	0
APPLIED GENETIC TECHNOLOGIES	COM	03820J100	1,788	322,810	SH		DFND	2,20	270,410	0	52,400
PALO ALTO NETWORKS INC	COM	697435105	489,446	2,131,085	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,708,953	47,939	374,193
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	47,718	44,171,000	PRN		DFND	2,5	44,171,000	0	0
PALOMAR HLDGS INC	COM	69753M105	49,880	581,620	SH		DFND	2,20,5,8	494,001	0	87,619
PAMPA ENERGIA S A	SPONS ADR LVL I	697660207	5,205	496,182	SH		DFND	13,2,20,5	393,938	900	101,344
PANGAEA LOGISTICS SOLUTION L	SHS	G6891L105	264	105,200	SH		DFND	2,20	86,300	0	18,900
PANHANDLE OIL AND GAS INC	CL A	698477106	67	25,028	SH		DFND	20	25,028	0	0
PAPA JOHNS INTL INC	COM	698813102	68,947	868,237	SH		DFND	2,20,5,6,8	725,507	458	142,272
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	16,765	1,864,845	SH		DFND	2,20,5	1,717,248	0	147,597
PAR TECHNOLOGY CORP	COM	698884103	7,766	259,483	SH		DFND	2,20,5	208,808	0	50,675
PARAMOUNT GROUP INC	COM	69924R108	51,186	6,555,634	SH		DFND	10,13,2,20,5,8	4,992,235	53,175	1,510,224
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	77,755	1,246,268	SH		DFND	2,20,5,8	1,064,981	295	180,992
PARATEK PHARMACEUTICALS INC	COM	699374302	3,375	646,633	SH		DFND	2,20,5	509,867	0	136,766
PARETEUM CORP	COM NEW	69946T207	43	69,403	SH		DFND	20	69,403	0	0
PARK AEROSPACE CORP	COM	70014A104	7,949	713,533	SH		DFND	13,2,20,5,8	588,535	861	124,137
PARK CITY GROUP INC	COM NEW	700215304	533	126,034	SH		DFND	2,20	97,301	0	28,733
PARK HOTELS RESORTS INC	COM	700517105	104,478	10,563,957	SH		DFND	10,12,13,19,2,20,5,6,8	9,408,720	69,346	1,085,891
PARK NATL CORP	COM	700658107	25,096	356,582	SH		DFND	2,20,5,8	291,409	0	65,173
PARK OHIO HLDGS CORP	COM	700666100	4,222	254,475	SH		DFND	2,20,5	224,251	0	30,224
PARKE BANCORP INC	COM	700885106	2,464	181,819	SH		DFND	2,20	149,239	0	32,580
PARKER HANNIFIN CORP	COM	701094104	959,069	5,233,092	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	4,484,579	103,237	645,276
PARSLEY ENERGY INC	CL A	701877102	112,935	10,574,405	SH		DFND	13,2,20,5	10,139,415	2,300	432,690
ABBVIE INC	COM	00287Y109	7,827,406	79,725,055	SH		DFND	10,11,12,13,19,2,20,5,6,8	69,352,732	1,250,621	9,121,702
APPLIED MATLS INC	COM	038222105	2,666,267	44,106,974	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	38,027,655	1,269,016	4,810,303
PARSONS CORPORATION	COM	70202L102	44,639	1,231,754	SH		DFND	2,20,5,8	1,129,983	0	101,771
PARTY CITY HOLDCO INC	COM	702149105	71	47,364	SH		DFND	20	47,364	0	0
PASSAGE BIO INC	COM	702712100	5,438	198,966	SH		DFND	2,20,5,8	158,951	0	40,015
PATRICK INDS INC	COM	703343103	42,181	688,673	SH		DFND	2,20,5,8	594,855	0	93,818
PATTERSON COS INC	COM	703395103	66,541	3,024,575	SH		DFND	12,13,2,20,5,6,8	2,631,243	3,564	389,768
PATTERSON UTI ENERGY INC	COM	703481101	26,869	7,743,153	SH		DFND	12,13,2,20,5,8	7,060,446	2,087	680,620
PAVMED INC	COM	70387R106	754	357,173	SH		DFND	2,20	272,980	0	84,193
PAYCHEX INC	COM	704326107	1,058,004	13,967,049	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	11,946,306	373,748	1,646,995
PAYCOM SOFTWARE INC	COM	70432V102	617,689	1,994,283	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,709,707	52,453	232,123
PAYLOCITY HLDG CORP	COM	70438V106	125,057	857,200	SH		DFND	19,2,20,5,6,8	777,201	300	79,699
APPLIED OPTOELECTRONICS INC	COM	03823U102	6,487	596,746	SH		DFND	2,20,5	529,519	0	67,227
PAYPAL HLDGS INC	COM	70450Y103	8,198,440	47,055,270	SH		DFND	10,11,12,13,19,2,20,5,6,8	40,507,233	1,029,250	5,518,787
PAYSIGN INC	COM	70451A104	5,798	597,136	SH		DFND	2,20,5,8	471,119	0	126,017
PBF ENERGY INC	CL A	69318G106	81,533	7,962,193	SH		DFND	12,13,2,20,5,6,8	7,488,771	1,000	472,422
PC CONNECTION INC	COM	69318J100	18,421	397,356	SH		DFND	2,20,5,8	347,757	0	49,599
PCB BANCORP	COM	69320M109	2,412	234,164	SH		DFND	2,20	197,109	0	37,055
PCSB FINL CORP	COM	69324R104	4,707	371,217	SH		DFND	13,2,20,5,6	303,168	0	68,049
PCTEL INC	COM	69325Q105	1,345	201,362	SH		DFND	2,20	161,662	0	39,700
PDC ENERGY INC	COM	69327R101	56,941	4,577,232	SH		DFND	12,13,2,20,5	4,175,126	1,703	400,403
PDF SOLUTIONS INC	COM	693282105	17,707	905,284	SH		DFND	2,20,5,8	766,968	0	138,316
PDL BIOPHARMA INC	COM	69329Y104	17,385	5,974,200	SH		DFND	2,20,5,8	5,427,600	4,743	541,857
APPLIED THERAPEUTICS INC	COM	03828A101	8,767	242,526	SH		DFND	2,20,5,8	197,420	0	45,106
PDL CMNTY BANCORP	COM	69290X101	1,507	148,038	SH		DFND	2,20,6	117,991	0	30,047
PEABODY ENERGY CORP NEW	COM	704551100	5,125	1,779,598	SH		DFND	13,2,20,5	1,560,653	2,400	216,545
PEAPACK-GLADSTONE FINL CORP	COM	704699107	7,837	418,393	SH		DFND	2,20,5,8	344,399	0	73,994
PEARSON PLC	SPONSORED ADR	705015105	97	13,363	SH		DFND	20	13,363	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	89,988	6,582,902	SH		DFND	10,13,2,20,5,6,8	5,678,228	37,446	867,228
PEGASYSTEMS INC	COM	705573103	50,845	502,420	SH		DFND	19,2,20,5,8	411,141	226	91,053
PELOTON INTERACTIVE INC	CL A COM	70614W100	48,748	843,825	SH		DFND	19,2,20	757,693	0	86,132
PENN NATL GAMING INC	COM	707569109	125,890	4,122,150	SH		DFND	2,20,5,6,8	3,521,863	2,250	598,037
PENN VA CORP	COM	70788V102	4,120	432,349	SH		DFND	2,20	381,713	0	50,636
PENNANT GROUP INC	COM	70805E109	17,936	793,646	SH		DFND	2,20,5,8	680,563	700	112,383
APREA THERAPEUTICS INC	COM	03836J102	4,768	122,939	SH		DFND	2,20,5,8	98,729	0	24,210
PENNS WOODS BANCORP INC	COM	708430103	2,874	126,566	SH		DFND	2,20	105,646	0	20,920
PENNSYLVANIA REAL ESTATE INV	SH BEN INT	709102107	1,996	1,467,420	SH		DFND	2,20,5,8	1,428,479	0	38,941
PENNYMAC FINL SVCS INC NEW	COM	70932M107	41,086	983,154	SH		DFND	2,20,5,8	731,768	700	250,686
PENNYMAC MTG INVT TR	COM	70931T103	61,294	3,496,524	SH		DFND	13,2,20,5,8	3,017,589	500	478,435
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	22,591	583,594	SH		DFND	13,2,20,5,8	512,916	217	70,461
PENTAIR PLC	SHS	G7S00T104	413,223	10,877,139	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,578,465	270,613	1,028,061
PENUMBRA INC	COM	70975L107	148,683	831,466	SH		DFND	13,19,2,20,5,6,8	759,933	300	71,233
PEOPLES BANCORP INC	COM	709789101	9,164	430,627	SH		DFND	13,2,20,5,8	341,091	0	89,536
PEOPLES BANCORP N C INC	COM	710577107	1,362	77,093	SH		DFND	2,20	60,950	0	16,143
PEOPLES FINL SVCS CORP	COM	711040105	5,041	131,999	SH		DFND	2,20,5	106,475	0	25,524
APTARGROUP INC	COM	038336103	246,269	2,199,226	SH		DFND	12,13,19,2,20,5,6,8	2,043,610	810	154,806
PEOPLES UNITED FINANCIAL INC	COM	712704105	586,043	50,651,963	SH		DFND	10,12,13,19,2,20,5,6,8	48,252,173	249,509	2,150,281
PEOPLES UTAH BANCORP	COM	712706209	6,981	310,672	SH		DFND	2,20,5,8	244,884	0	65,788
PEPSICO INC	COM	713448108	8,591,204	64,956,931	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	56,141,301	1,459,606	7,356,024
PERDOCEO ED CORP	COM	71363P106	35,524	2,229,991	SH		DFND	2,20,5,8	1,920,160	0	309,831
PERFICIENT INC	COM	71375U101	37,919	1,059,790	SH		DFND	2,20,5,8	919,537	0	140,253
PERFORMANCE FOOD GROUP CO	COM	71377A103	81,012	2,780,108	SH		DFND	12,13,2,20,5,8	2,182,187	900	597,021
PERFORMANT FINL CORP	COM	71377E105	10	14,799	SH		DFND	20	14,799	0	0
PERKINELMER INC	COM	714046109	450,824	4,596,021	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,963,320	67,787	564,914
PERMIAN BASIN RTY TR	UNIT BEN INT	714236106	283	85,612	SH		DFND	2	85,612	0	0
PERRIGO CO PLC	SHS	G97822103	351,468	6,359,104	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,132,334	137,656	1,089,114
APTINYX INC	COM	03836N103	1,129	270,700	SH		DFND	2,20	215,000	0	55,700
PERSONALIS INC	COM	71535D106	4,502	347,106	SH		DFND	2,20,5	283,204	0	63,902
PERSPECTA INC	COM	715347100	109,090	4,682,124	SH		DFND	1,12,13,2,20,5,6,8	4,038,995	2,838	640,291
PETIQ INC	COM CL A	71639T106	16,535	474,604	SH		DFND	2,20,5,8	386,979	0	87,625
PETMED EXPRESS INC	COM	716382106	29,147	817,804	SH		DFND	2,20,5,8	732,637	1,400	83,767
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	75,418	9,462,785	SH		DFND	10,19,2,20,5	8,456,588	878,359	127,838
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	59,901	7,243,211	SH		DFND	10,13,2,20,5	6,291,054	839,034	113,123
PFENEX INC	COM	717071104	5,052	605,024	SH		DFND	2,20,5	497,249	0	107,775
PFIZER INC	COM	717081103	9,774,106	298,902,327	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	208,472,055	5,920,196	84,510,076
PFSWEB INC	COM NEW	717098206	1,095	163,857	SH		DFND	2,20	131,527	0	32,330
PG&E CORP	COM	69331C108	60,287	6,796,776	SH		DFND	1,12,19,2,20,5,8	5,471,614	0	1,325,162
APTIV PLC	SHS	G6095L109	847,202	10,872,713	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,341,457	274,606	1,256,650
PGT INNOVATIONS INC	COM	69336V101	29,542	1,884,061	SH		DFND	2,20,5,8	1,632,332	0	251,729
PHASEBIO PHARMACEUTICALS INC	COM	717224109	1,187	258,083	SH		DFND	2,20	197,718	0	60,365
PHATHOM PHARMACEUTICALS INC	COM	71722W107	7,003	212,807	SH		DFND	2,20,5,8	176,675	0	36,132
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	20,634	785,472	SH		DFND	2,20,5,8	642,604	0	142,868
PHILIP MORRIS INTL INC	COM	718172109	4,336,960	60,897,581	SH		DFND	10,12,13,19,2,20,5,6,8	55,409,192	938,975	4,549,414
PHILLIPS 66	COM	718546104	1,828,176	25,426,645	SH		DFND	10,11,12,13,19,2,20,5,6,8	22,547,885	419,081	2,459,679
PHOENIX NEW MEDIA LTD	SPONSORED ADS	71910C103	67	45,023	SH		DFND	2,20	45,023	0	0
PHOTRONICS INC	COM	719405102	24,788	2,227,097	SH		DFND	2,20,5,8	1,890,414	140	336,543
PHREESIA INC	COM	71944F106	16,171	571,820	SH		DFND	2,20,5,8	440,234	0	131,586
PHYSICIANS RLTY TR	COM	71943U104	157,959	9,015,903	SH		DFND	10,19,2,20,5,6,8	7,005,997	59,749	1,950,157
APYX MED CORP	COM	03837C106	3,331	600,150	SH		DFND	2,20	483,089	0	117,061
PICO HLDGS INC	COM NEW	693366205	3,448	409,067	SH		DFND	2,20,5	325,224	0	83,843
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	90,595	5,454,223	SH		DFND	10,12,13,2,20,5,8	4,127,610	37,654	1,288,959
PIERIS PHARMACEUTICALS INC	COM	720795103	2,861	923,058	SH		DFND	2,20,5	727,209	0	195,849
PILGRIMS PRIDE CORP	COM	72147K108	21,298	1,260,985	SH		DFND	13,2,20,5,6,8	1,148,623	0	112,362
PINDUODUO INC	SPONSORED ADS	722304102	443,379	5,165,181	SH		DFND	10,11,12,13,19,2,20,5,8	4,032,541	119,300	1,013,340
PING IDENTITY HLDG CORP	COM	72341T103	10,551	328,783	SH		DFND	2,20,5,8	274,941	0	53,842
PINNACLE FINL PARTNERS INC	COM	72346Q104	98,712	2,350,856	SH		DFND	13,2,20,5,6,8	2,202,181	1,000	147,675
PINNACLE WEST CAP CORP	COM	723484101	460,677	6,285,673	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,388,304	141,379	755,990
PINTEREST INC	CL A	72352L106	155,591	7,018,071	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,887,792	169,963	960,316
PIONEER BANCORP INC	COM	723561106	1,807	197,484	SH		DFND	2,20	138,028	0	59,456
AQUESTIVE THERAPEUTICS INC	COM	03843E104	1,403	288,730	SH		DFND	2,20	242,575	0	46,155
PIONEER NAT RES CO	COM	723787107	962,188	9,793,956	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,791,158	101,249	901,549
PIPER SANDLER COMPANIES	COM	724078100	30,514	515,789	SH		DFND	2,20,5,8	437,644	0	78,145
PITNEY BOWES INC	COM	724479100	17,119	6,584,347	SH		DFND	12,13,2,20,5,8	5,787,965	3,874	792,508
PIXELWORKS INC	COM NEW	72581M305	1,332	412,376	SH		DFND	2,20	324,799	0	87,577
PJT PARTNERS INC	COM CL A	69343T107	26,047	507,335	SH		DFND	2,20,5,8	380,279	0	127,056
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	3,953	444,136	SH		DFND	20,5,8	259,675	1,200	183,261
PLANET FITNESS INC	CL A	72703H101	60,119	992,562	SH		DFND	13,19,2,20,5,8	808,289	1,200	183,073
PLANTRONICS INC NEW	COM	727493108	18,426	1,255,166	SH		DFND	2,20,5,8	1,113,827	211	141,128
PLAYA HOTELS & RESORTS NV	SHS	N70544106	1,014	280,084	SH		DFND	2,20,5,8	245,086	0	34,998
PLAYAGS INC	COM	72814N104	1,774	524,994	SH		DFND	2,20,5	422,131	0	102,863
ARAMARK	COM	03852U106	115,190	5,103,675	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,141,876	140,668	821,131
PLDT INC	SPONSORED ADR	69344D408	675	27,655	SH		DFND	2,20,5	27,655	0	0
PLEXUS CORP	COM	729132100	66,155	937,565	SH		DFND	2,20,5,8	794,182	186	143,197
PLUG POWER INC	COM NEW	72919P202	63,004	7,674,023	SH		DFND	2,20,5,8	6,236,553	0	1,437,470
PLUMAS BANCORP	COM	729273102	1,071	48,400	SH		DFND	2,20	37,900	0	10,500
PLURALSIGHT INC	COM CL A	72941B106	18,775	1,040,156	SH		DFND	19,2,20,5,8	870,425	0	169,731
PLURALSIGHT INC	NOTE 0.375% 3/0	72941BAB2	13,656	15,521,000	PRN		DFND	2,5	15,521,000	0	0
PLYMOUTH INDL REIT INC	COM	729640102	2,497	192,079	SH		DFND	2,20,5	158,351	0	33,728
PNC FINL SVCS GROUP INC	COM	693475105	1,945,165	18,488,402	SH		DFND	10,12,13,19,2,20,5,6,8	16,058,036	288,182	2,142,184
PNM RES INC	COM	69349H107	103,135	2,683,003	SH		DFND	12,13,2,20,5,6,8	2,251,758	1,065	430,180
POINTS INTL LTD	COM NEW	730843208	191	20,927	SH		DFND	13,2	19,227	0	1,700
ABEONA THERAPEUTICS INC	COM	00289Y107	2,824	968,758	SH		DFND	2,20,5	768,953	0	199,805
ARAVIVE INC	COM	03890D108	1,979	170,041	SH		DFND	2,20	139,180	0	30,861
POLARIS INC	COM	731068102	470,551	5,084,285	SH		DFND	12,13,19,2,20,5,6,8	4,960,235	590	123,460
POLARITYTE INC	COM	731094108	20	16,175	SH		DFND	20	16,175	0	0
POLYONE CORP	COM	73179P106	76,678	2,900,949	SH		DFND	2,20,5,6,8	2,487,287	1,060	412,602
POOL CORPORATION	COM	73278L105	258,581	951,121	SH		DFND	13,19,2,20,5,6,8	861,942	429	88,750
POPULAR INC	COM NEW	733174700	87,758	2,337,794	SH		DFND	12,13,2,20,5,8	2,133,453	1,367	202,974
PORTLAND GEN ELEC CO	COM NEW	736508847	87,199	2,066,441	SH		DFND	12,13,2,20,5,8	1,563,744	1,400	501,297
PORTOLA PHARMACEUTICALS INC	COM	737010108	63,305	3,518,906	SH		DFND	13,2,20,5,8	3,182,853	700	335,353
POSCO	SPONSORED ADR	693483109	17,804	480,657	SH		DFND	19,2,20,5	469,431	9,518	1,708
POST HLDGS INC	COM	737446104	131,897	1,505,332	SH		DFND	13,2,20,5,6,8	1,367,259	623	137,450
POTBELLY CORP	COM	73754Y100	74	32,338	SH		DFND	20	32,338	0	0
ARBOR RLTY TR INC	COM	038923108	17,836	1,870,578	SH		DFND	2,20,5,8	1,407,388	0	463,190
POTLATCHDELTIC CORPORATION	COM	737630103	80,560	2,118,322	SH		DFND	19,2,20,5,6,8	1,805,112	653	312,557
POWELL INDS INC	COM	739128106	7,524	274,714	SH		DFND	2,20,5,8	236,510	0	38,204
POWER INTEGRATIONS INC	COM	739276103	123,307	1,043,822	SH		DFND	2,20,5,8	909,023	200	134,599
POWERFLEET INC	COM	73931J109	1,340	290,004	SH		DFND	2,20	228,404	0	61,600
PPD INC	COM	69355F102	18,101	675,411	SH		DFND	2,20	581,196	0	94,215
PPG INDS INC	COM	693506107	1,207,751	11,387,430	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,962,148	236,924	1,188,358
PPL CORP	COM	69351T106	1,121,929	42,726,033	SH		DFND	10,11,12,13,19,2,20,5,6,8	37,125,824	460,980	5,139,229
PQ GROUP HLDGS INC	COM	73943T103	10,715	809,292	SH		DFND	2,20,5,8	628,608	0	180,684
PRA GROUP INC	COM	69354N106	56,600	1,464,042	SH		DFND	2,20,5,8	1,256,699	634	206,709
PRA HEALTH SCIENCES INC	COM	69354M108	146,414	1,504,924	SH		DFND	13,19,2,20,5,6,8	1,364,372	900	139,652
ARC DOCUMENT SOLUTIONS INC	COM	00191G103	38	38,476	SH		DFND	20	38,476	0	0
PRECIGEN INC	COM	74017N105	7,410	1,484,910	SH		DFND	2,20,5,8	1,158,741	1,500	324,669
PRECISION BIOSCIENCES INC	COM	74019P108	6,350	762,295	SH		DFND	2,20,5,8	613,328	0	148,967
PREFERRED APT CMNTYS INC	COM	74039L103	8,150	1,049,163	SH		DFND	2,20,5,8	834,459	0	214,704
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	20,448	477,189	SH		DFND	2,20,5,8	417,277	0	59,912
PREFORMED LINE PRODS CO	COM	740444104	2,831	56,387	SH		DFND	2,20	46,672	0	9,715
PREMIER FINANCIAL CORP	COM	74052F108	14,930	844,952	SH		DFND	2,20,5,8	626,499	0	218,453
PREMIER FINL BANCORP INC	COM	74050M105	2,914	227,328	SH		DFND	13,2,20,5	186,958	0	40,370
PREMIER INC	CL A	74051N102	32,696	953,784	SH		DFND	19,2,20,5,8	761,375	1,400	191,009
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	69,466	1,849,480	SH		DFND	2,20,5,6,8	1,615,003	300	234,177
PREVAIL THERAPEUTICS INC	COM	74140Y101	3,652	245,109	SH		DFND	2,20,5	197,930	0	47,179
ARCBEST CORP	COM	03937C105	26,438	997,270	SH		DFND	2,20,5,8	878,969	1,000	117,301
PRICE T ROWE GROUP INC	COM	74144T108	1,516,160	12,276,603	SH		DFND	10,12,13,19,2,20,5,6,8	10,606,662	410,734	1,259,207
PRICELINE GRP INC	COM	09857L108	2,810,982	1,765,315	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,522,566	43,169	199,580
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	26,133	24,575,000	PRN		DFND	2,5	24,575,000	0	0
PRICESMART INC	COM	741511109	46,327	767,887	SH		DFND	2,20,5,8	668,090	365	99,432
PRIMEENERGY RESOURCES CORP	COM	74158E104	577	8,122	SH		DFND	2,20	6,101	0	2,021
PRIMERICA INC	COM	74164M108	124,759	1,069,973	SH		DFND	12,13,2,20,5,6,8	979,171	300	90,502
PRIMO WATER CORPORATION	COM	74167P108	35,701	2,596,437	SH		DFND	2,20,5	2,025,237	0	571,200
PRIMORIS SVCS CORP	COM	74164F103	17,033	955,845	SH		DFND	2,20,5,8	742,383	1,300	212,162
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	528,010	12,710,885	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,224,404	192,215	1,294,266
PRINCIPIA BIOPHARMA INC	COM	74257L108	73,591	1,230,831	SH		DFND	2,20,5,8	1,101,090	300	129,441
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L203	1,331	124,014	SH		DFND	2,20	124,014	0	0
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	194	74,993	SH		DFND	2,20	49,864	0	25,129
PROASSURANCE CORP	COM	74267C106	25,542	1,759,036	SH		DFND	13,2,20,5,8	1,515,312	648	243,076
PROCTER AND GAMBLE CO	COM	742718109	13,946,316	116,637,252	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	95,527,456	2,527,818	18,581,978
PROFESSIONAL HLDG CORP	CL A COM	743139107	730	52,600	SH		DFND	2,20	39,400	0	13,200
PROGRESS SOFTWARE CORP	COM	743312100	57,440	1,482,313	SH		DFND	10,2,20,5,8	1,268,091	7,463	206,759
PROGRESSIVE CORP OHIO	COM	743315103	2,045,807	25,537,478	SH		DFND	10,11,12,13,19,2,20,5,6,8	22,052,583	599,245	2,885,650
PROGYNY INC	COM	74340E103	10,919	423,053	SH		DFND	2,20,5,8	340,130	0	82,923
PROLOGIS INC.	COM	74340W103	4,346,784	46,574,344	SH		DFND	10,11,12,13,19,2,20,5,6,8	37,847,041	658,900	8,068,403
PROOFPOINT INC	COM	743424103	81,684	735,101	SH		DFND	13,19,2,20,5,8	609,322	500	125,279
PROPETRO HLDG CORP	COM	74347M108	17,416	3,388,391	SH		DFND	2,20,5,8	3,055,120	0	333,271
ARCH CAP GROUP LTD	ORD	G0450A105	275,281	9,608,422	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,787,650	415,226	1,405,546
PROQR THRAPEUTICS N V	SHS EURO	N71542109	64	10,486	SH		DFND	2	10,486	0	0
PROS HOLDINGS INC	COM	74346Y103	36,579	823,294	SH		DFND	2,20,5,8	643,974	800	178,520
PROSIGHT GLOBAL INC	COM	74349J103	1,337	150,197	SH		DFND	2,20,5	116,796	0	33,401
PROSPERITY BANCSHARES INC	COM	743606105	370,177	6,184,186	SH		DFND	13,2,20,5,6,8	5,988,318	793	195,075
PROTAGONIST THERAPEUTICS INC	COM	74366E102	6,762	382,894	SH		DFND	2,20,5	310,118	0	72,776
PROTARA THERAPEUTICS INC	COM STK	74365U107	532	18,157	SH		DFND	2,20	14,431	0	3,726
PROTECTIVE INS CORP	CL B	74368L203	3,075	204,054	SH		DFND	2,20,5	170,011	0	34,043
PROTEOSTASIS THERAPEUTICS IN	COM	74373B109	15	11,200	SH		DFND	20	11,200	0	0
PROTHENA CORP PLC	SHS	G72800108	15,038	1,437,625	SH		DFND	2,20,5,8	1,277,471	94	160,060
PROTO LABS INC	COM	743713109	96,260	855,873	SH		DFND	2,20,5,8	740,022	300	115,551
ARCH RESOURCES INC	CL A	03940R107	24,434	860,032	SH		DFND	2,20,5	810,690	0	49,342
PROVENTION BIO INC	COM	74374N102	12,214	865,599	SH		DFND	2,20,5,8	720,174	0	145,425
PROVIDENCE SVC CORP	COM	743815102	31,976	405,227	SH		DFND	2,20,5,8	350,775	0	54,452
PROVIDENT BANCORP INC	COM NEW	74383L105	1,273	161,990	SH		DFND	2,20	134,317	0	27,673
PROVIDENT FINL HLDGS INC	COM	743868101	1,434	106,929	SH		DFND	2,20	84,269	0	22,660
PROVIDENT FINL SVCS INC	COM	74386T105	30,059	2,080,223	SH		DFND	2,20,5,8	1,793,129	300	286,794
PRUDENTIAL BANCORP INC NEW	COM	74431A101	1,644	136,505	SH		DFND	2,20	110,185	0	26,320
PRUDENTIAL FINL INC	COM	744320102	1,106,664	18,171,818	SH		DFND	10,11,12,13,19,2,20,5,6,8	15,825,428	247,019	2,099,371
PRUDENTIAL PLC	ADR	74435K204	558	18,364	SH		DFND	20	18,364	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	146,244	1,104,560	SH		DFND	10,2,20,5,6,8	895,479	5,948	203,133
PTC INC	COM	69370C100	271,310	3,487,727	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,051,171	66,211	370,345
ARCHER DANIELS MIDLAND CO	COM	039483102	1,395,215	34,967,793	SH		DFND	10,11,12,13,19,2,20,5,6,8	31,054,758	597,493	3,315,542
PTC THERAPEUTICS INC	COM	69366J200	118,568	2,336,783	SH		DFND	2,20,5,8	2,062,715	300	273,768
PUBLIC STORAGE	COM	74460D109	1,977,348	10,304,592	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,202,265	278,196	1,824,131
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	1,383,519	28,143,194	SH		DFND	10,11,12,13,19,2,20,5,6,8	23,842,702	589,795	3,710,697
PULSE BIOSCIENCES INC	COM	74587B101	2,420	231,336	SH		DFND	2,20,5	186,593	0	44,743
PULTE GROUP INC	COM	745867101	443,673	12,992,225	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,177,471	349,487	1,465,267
PUMA BIOTECHNOLOGY INC	COM	74587V107	35,189	3,373,857	SH		DFND	13,2,20,5,8	3,242,439	1,000	130,418
PURE STORAGE INC	CL A	74624M102	52,358	3,021,260	SH		DFND	19,2,20,5,8	2,493,715	2,000	525,545
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	14,631	14,858,000	PRN		DFND	2,5	14,858,000	0	0
PURECYCLE CORP	COM NEW	746228303	3,205	348,716	SH		DFND	2,20,5	286,418	0	62,298
PURPLE INNOVATION INC	COM	74640Y106	4,069	226,073	SH		DFND	2,20,5	177,442	0	48,631
ARCHROCK INC	COM	03957W106	34,145	5,261,180	SH		DFND	2,20,5,8	4,693,837	2,651	564,692
PUXIN LTD	ADS	74704P108	123	23,901	SH		DFND	2	23,901	0	0
PVH CORPORATION	COM	693656100	118,302	2,462,052	SH		DFND	10,12,13,19,2,20,5,6,8	2,171,722	1,484	288,846
PZENA INVESTMENT MGMT INC	CLASS A	74731Q103	1,655	304,161	SH		DFND	2,20	241,837	0	62,324
Q2 HLDGS INC	COM	74736L109	89,995	1,049,012	SH		DFND	2,20,5,8	824,585	800	223,627
QAD INC	CL A	74727D306	11,539	279,052	SH		DFND	2,20,5,8	223,575	0	55,477
QCR HOLDINGS INC	COM	74727A104	11,259	360,416	SH		DFND	2,20,5,8	292,749	0	67,667
QEP RESOURCES INC	COM	74733V100	8,077	6,260,866	SH		DFND	12,13,2,20,5	6,259,366	0	1,500
QIAGEN NV	SHS NEW	N72482123	98,027	2,289,826	SH		DFND	2,20,6	2,001,254	0	288,572
QIWI PLC	SPON ADR REP B	74735M108	3,350	193,415	SH		DFND	2	193,415	0	0
QORVO INC	COM	74736K101	564,986	5,111,605	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,276,858	124,209	710,538
ARCONIC CORPORATION	COM	03966V107	59,594	4,278,076	SH		DFND	12,13,19,2,20,5,8	3,827,342	891	449,843
QTS RLTY TR INC	COM CL A	74736A103	159,346	2,467,949	SH		DFND	10,2,20,5,8	1,863,798	17,474	586,677
QUAD / GRAPHICS INC	COM CL A	747301109	2,044	628,796	SH		DFND	2,20,5	508,483	0	120,313
QUAKER CHEM CORP	COM	747316107	80,392	433,030	SH		DFND	2,20,5,8	371,492	108	61,430
QUALCOMM INC	COM	747525103	4,327,240	47,442,606	SH		DFND	10,11,12,13,19,2,20,5,6,8	40,942,608	755,404	5,744,594
QUALYS INC	COM	74758T303	118,912	1,143,167	SH		DFND	2,20,5,6,8	987,130	400	155,637
QUANEX BUILDING PRODUCTS COR	COM	747619104	15,037	1,083,363	SH		DFND	2,20,5,8	950,501	0	132,862
QUANTA SVCS INC	COM	74762E102	180,155	4,586,474	SH		DFND	10,12,13,2,20,5,6,8	3,984,498	2,218	599,758
QUANTERIX CORP	COM	74766Q101	9,101	332,289	SH		DFND	2,20,5,8	258,187	0	74,102
QUANTUM CORP	COM NEW	747906501	1,187	307,631	SH		DFND	2,20	241,407	0	66,224
QUDIAN INC	ADR	747798106	3,096	1,821,234	SH		DFND	13,2,20,5	1,653,423	0	167,811
ABERCROMBIE & FITCH CO	CL A	002896207	39,196	3,683,874	SH		DFND	12,2,20,5,8	3,386,095	11,030	286,749
ARCOS DORADOS HOLDINGS INC	SHS CLASS -A -	G0457F107	1,744	416,251	SH		DFND	2,20,5	337,985	0	78,266
QUEST DIAGNOSTICS INC	COM	74834L100	760,442	6,672,888	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	5,741,883	175,201	755,804
QUIDEL CORP	COM	74838J101	212,895	951,527	SH		DFND	13,2,20,5,6,8	865,639	405	85,483
QUINSTREET INC	COM	74874Q100	15,267	1,459,523	SH		DFND	2,20,5,8	1,264,478	0	195,045
QUOTIENT LTD	SHS	G73268107	7,745	1,046,569	SH		DFND	2,20,5,8	831,096	0	215,473
QUOTIENT TECHNOLOGY INC	COM	749119103	14,492	1,979,716	SH		DFND	2,20,5,8	1,632,093	0	347,623
QURATE RETAIL INC	COM SER A	74915M100	57,319	6,033,608	SH		DFND	12,13,2,20,5,8	5,143,538	5,279	884,791
QUTOUTIAO INC	ADS REP SHS A	74915J107	850	285,070	SH		DFND	2,20,5	266,570	0	18,500
R1 RCM INC	COM	749397105	25,597	2,295,694	SH		DFND	2,20,5,8	1,848,375	0	447,319
RADA ELECTR INDS LTD	COM PAR NEW	M81863124	787	120,341	SH		DFND	2	120,341	0	0
RADIAN GROUP INC	COM	750236101	84,926	5,475,563	SH		DFND	13,2,20,5,8	4,562,628	1,653	911,282
ARCOSA INC	COM	039653100	73,953	1,752,437	SH		DFND	13,2,20,5,8	1,500,743	786	250,908
RADIANT LOGISTICS INC	COM	75025X100	2,869	730,107	SH		DFND	2,20,5	604,431	0	125,676
RADIUS HEALTH INC	COM NEW	750469207	35,419	2,598,610	SH		DFND	2,20,5,8	2,396,346	0	202,264
RADNET INC	COM	750491102	21,827	1,375,367	SH		DFND	2,20,5,8	1,183,532	0	191,835
RADWARE LTD	ORD	M81873107	9,061	384,109	SH		DFND	2,20,5,8	271,398	500	112,211
RAFAEL HLDGS INC	COM CL B	75062E106	2,678	186,366	SH		DFND	2,20,5	154,057	0	32,309
RALPH LAUREN CORP	CL A	751212101	188,489	2,599,133	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,866,470	82,050	650,613
RAMBUS INC DEL	COM	750917106	65,735	4,324,665	SH		DFND	2,20,5,8	3,837,704	485	486,476
RANGE RES CORP	COM	75281A109	106,412	18,900,851	SH		DFND	12,13,2,20,5,8	14,959,875	5,410	3,935,566
RANPAK HLDGS CORP	COM CL A	75321W103	2,650	356,183	SH		DFND	2,20,5,8	269,183	0	87,000
RAPID7 INC	COM	753422104	56,334	1,104,154	SH		DFND	2,20,5,8	879,386	900	223,868
ARCTURUS THERAPEUTICS HLDG I	COM	03969T109	12,060	258,022	SH		DFND	2,20,5,8	218,414	0	39,608
RAPT THERAPEUTICS INC	COM	75382E109	5,164	177,949	SH		DFND	2,20,5	144,188	0	33,761
RATTLER MIDSTREAM LP	COM UNITS	75419T103	897	92,425	SH		DFND	20,5,8	64,707	0	27,718
RAVEN INDS INC	COM	754212108	23,545	1,094,621	SH		DFND	2,20,5,8	929,372	0	165,249
RAYMOND JAMES FINL INC	COM	754730109	357,002	5,159,255	SH		DFND	10,12,13,19,2,20,5,6,8	4,512,826	74,607	571,822
RAYONIER ADVANCED MATLS INC	COM	75508B104	4,810	1,711,709	SH		DFND	2,20,5	1,509,611	0	202,098
RAYONIER INC	COM	754907103	83,199	3,356,151	SH		DFND	12,13,19,2,20,5,6,8	3,088,699	1,214	266,238
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	7,836,809	127,179,629	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	54,293,854	60,854,131	12,031,644
RBB BANCORP	COM	74930B105	3,958	289,949	SH		DFND	2,20,5	235,683	0	54,266
RBC BEARINGS INC	COM	75524B104	67,758	505,507	SH		DFND	13,2,20,5,8	391,932	200	113,375
RCI HOSPITALITY HLDGS INC	COM	74934Q108	2,372	171,151	SH		DFND	2,20,5	140,215	0	30,936
ARCUS BIOSCIENCES INC	COM	03969F109	39,275	1,587,499	SH		DFND	2,20,5,8	1,422,873	0	164,626
RE MAX HLDGS INC	CL A	75524W108	17,440	554,883	SH		DFND	2,20,5,8	473,333	0	81,550
READING INTERNATIONAL INC	CL A	755408101	385	90,600	SH		DFND	2,20	90,600	0	0
READY CAPITAL CORP	COM	75574U101	15,627	1,748,123	SH		DFND	2,20,5,8	1,560,440	0	187,683
REALNETWORKS INC	COM NEW	75605L708	20	15,119	SH		DFND	20	15,119	0	0
REALOGY HLDGS CORP	COM	75605Y106	28,815	3,888,728	SH		DFND	12,13,2,20,5,8	3,373,927	1,100	513,701
REALPAGE INC	COM	75606N109	72,431	1,114,152	SH		DFND	19,2,20,5,6,8	923,648	1,300	189,204
REALTY INCOME CORP	COM	756109104	1,595,359	26,709,344	SH		DFND	10,11,12,13,19,2,20,5,6,8	22,855,910	295,879	3,557,555
REATA PHARMACEUTICALS INC	CL A	75615P103	56,366	361,277	SH		DFND	13,2,20,5,8	307,082	200	53,995
RECRO PHARMA INC	COM	75629F109	1,858	408,273	SH		DFND	2,20	336,670	0	71,603
RED LION HOTELS CORP	COM	756764106	29	12,239	SH		DFND	20	12,239	0	0
ARCUTIS BIOTHERAPEUTICS INC	COM	03969K108	5,642	186,580	SH		DFND	2,20,5,8	152,697	0	33,883
RED RIVER BANCSHARES INC	COM	75686R202	3,516	80,098	SH		DFND	2,20,5	64,757	0	15,341
RED ROBIN GOURMET BURGERS IN	COM	75689M101	4,306	422,174	SH		DFND	2,20,5	368,286	0	53,888
RED ROCK RESORTS INC	CL A	75700L108	15,646	1,434,107	SH		DFND	2,20,5,8	1,130,826	400	302,881
RED VIOLET INC	COM	75704L104	1,285	72,829	SH		DFND	2,20	57,339	0	15,490
REDFIN CORP	COM	75737F108	81,266	1,939,057	SH		DFND	2,20,5,8	1,508,999	900	429,158
REDHILL BIOPHARMA LTD	SPONSORED ADS	757468103	80	11,967	SH		DFND	2,20	11,967	0	0
REDWOOD TR INC	COM	758075402	38,129	5,446,994	SH		DFND	2,20,5,8	4,908,276	2,059	536,659
REEDS INC	COM	758338107	12	12,500	SH		DFND	20	12,500	0	0
REGAL BELOIT CORP	COM	758750103	85,659	977,540	SH		DFND	10,13,2,20,5,6,8	887,773	1,966	87,801
REGENCY CTRS CORP	COM	758849103	519,763	11,326,280	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,275,489	145,341	1,905,450
ARDAGH GROUP S A	CL A	L0223L101	2,395	185,493	SH		DFND	2,20,5	167,194	0	18,299
REGENERON PHARMACEUTICALS	COM	75886F107	2,838,646	4,551,665	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,874,642	130,966	546,057
REGENXBIO INC	COM	75901B107	82,707	2,245,640	SH		DFND	13,2,20,5,8	2,095,436	500	149,704
REGIONAL MGMT CORP	COM	75902K106	2,849	160,882	SH		DFND	2,20,5	130,519	0	30,363
REGIONS FINANCIAL CORP NEW	COM	7591EP100	600,433	53,259,357	SH		DFND	10,12,13,19,2,20,5,6,8	47,242,151	716,273	5,300,933
REGIS CORP MINN	COM	758932107	6,971	852,163	SH		DFND	2,20,5,8	727,267	2,156	122,740
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	182,069	2,321,128	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,040,325	65,138	215,665
RELIANCE STEEL & ALUMINUM CO	COM	759509102	180,023	1,896,381	SH		DFND	10,12,13,19,2,20,5,6,8	1,724,753	8,859	162,769
RELIANT BANCORP INC	COM	75956B101	4,688	287,769	SH		DFND	2,20,5	240,399	0	47,370
RELMADA THERAPEUTICS INC	COM	75955J402	12,744	284,771	SH		DFND	2,20,5,8	235,400	0	49,371
RELX PLC	SPONSORED ADR	759530108	1,058	44,910	SH		DFND	20	44,910	0	0
ARDELYX INC	COM	039697107	21,186	3,061,550	SH		DFND	2,20,5,8	2,806,734	0	254,816
REMARK HLDGS INC	COM	75955K102	26	11,100	SH		DFND	20	11,100	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	357,100	2,087,939	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,826,781	27,295	233,863
RENASANT CORP	COM	75970E107	32,049	1,287,093	SH		DFND	2,20,5,8	1,044,972	385	241,736
RENESOLA LTD	SPONSORED ADS	75971T301	33	29,091	SH		DFND	2	29,091	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	49,003	1,977,520	SH		DFND	10,2,20,5,8	1,778,951	26,239	172,330
RENT A CTR INC NEW	COM	76009N100	47,204	1,696,755	SH		DFND	10,2,20,5,8	1,462,922	17,809	216,024
REPAY HLDGS CORP	COM CL A	76029L100	17,098	694,181	SH		DFND	2,20,5,8	532,310	0	161,871
REPLIGEN CORP	COM	759916109	146,277	1,183,375	SH		DFND	13,19,2,20,5,6,8	1,064,719	500	118,156
REPLIMUNE GROUP INC	COM	76029N106	7,067	284,374	SH		DFND	2,20,5,8	227,879	0	56,495
REPRO MED SYS INC	COM	759910102	3,337	371,638	SH		DFND	2,20,5,8	294,026	0	77,612
ARDMORE SHIPPING CORP	COM	Y0207T100	2,555	588,692	SH		DFND	2,20,5	461,876	0	126,816
REPUBLIC BANCORP INC KY	CL A	760281204	7,935	240,495	SH		DFND	2,20,5,8	196,528	666	43,301
REPUBLIC FIRST BANCORP INC	COM	760416107	2,212	906,750	SH		DFND	2,20,5	745,007	0	161,743
REPUBLIC SVCS INC	COM	760759100	884,804	10,731,577	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,777,725	251,380	1,702,472
RESEARCH FRONTIERS INC	COM	760911107	1,208	297,652	SH		DFND	2,20	236,205	0	61,447
RESIDEO TECHNOLOGIES INC	COM	76118Y104	53,916	4,600,301	SH		DFND	1,12,13,2,20,5,8	3,913,342	1,670	685,289
RESMED INC	COM	761152107	1,288,993	6,713,506	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,680,797	239,004	793,705
RESOLUTE FST PRODS INC	COM	76117W109	147	69,603	SH		DFND	20,5	69,603	0	0
RESONANT INC	COM	76118L102	1,675	719,006	SH		DFND	2,20	603,468	0	115,538
RESOURCES CONNECTION INC	COM	76122Q105	14,332	1,197,349	SH		DFND	2,20,5,8	1,059,325	743	137,281
RESTAURANT BRANDS INTL INC	COM	76131D103	1,888	34,559	SH		DFND	20,5,8	34,331	0	228
ARENA PHARMACEUTICALS INC	COM NEW	040047607	130,678	2,075,906	SH		DFND	2,20,5,8	1,825,244	890	249,772
RESTORBIO INC	COM	76133L103	233	108,280	SH		DFND	20	108,280	0	0
RETAIL OPPORTUNITY INVTS COR	COM	76131N101	70,234	6,198,917	SH		DFND	10,2,20,5,8	5,031,854	33,754	1,133,309
RETAIL PPTYS AMER INC	CL A	76131V202	85,623	11,697,182	SH		DFND	10,12,13,2,20,5,8	9,515,044	71,890	2,110,248
RETAIL VALUE INC	COM	76133Q102	4,061	328,564	SH		DFND	13,2,20,5	264,871	0	63,693
RETRACTABLE TECHNOLOGIES INC	COM	76129W105	1,316	187,489	SH		DFND	2,20	156,406	0	31,083
RETROPHIN INC	COM	761299106	37,516	1,838,106	SH		DFND	2,20,5,8	1,634,522	0	203,584
REV GROUP INC	COM	749527107	3,554	582,612	SH		DFND	2,20,5,8	463,453	0	119,159
REVANCE THERAPEUTICS INC	COM	761330109	32,969	1,350,080	SH		DFND	2,20,5,8	1,091,210	0	258,870
REVLON INC	CL A NEW	761525609	1,559	157,524	SH		DFND	2,20,5	125,169	0	32,355
REVOLUTION MEDICINES INC	COM	76155X100	8,280	262,289	SH		DFND	2,20,5,8	214,188	0	48,101
ARES CAPITAL CORP	COM	04010L103	1,230	85,087	SH		DFND	20	85,087	0	0
REVOLVE GROUP INC	CL A	76156B107	284	19,100	SH		DFND	20,8	13,100	0	6,000
REX AMERICAN RESOURCES CORP	COM	761624105	15,650	225,604	SH		DFND	2,20,5,8	203,051	0	22,553
REXFORD INDL RLTY INC	COM	76169C100	168,531	4,047,118	SH		DFND	10,19,2,20,5,8	3,039,524	34,575	973,019
REXNORD CORP	COM	76169B102	66,132	2,268,680	SH		DFND	2,20,5,8	1,766,456	800	501,424
REYNOLDS CONSUMER PRODS INC	COM	76171L106	18,015	518,556	SH		DFND	2,20,6	449,901	0	68,655
RGC RES INC	COM	74955L103	3,774	156,150	SH		DFND	2,20,5	127,439	0	28,711
RH	COM	74967X103	136,007	546,431	SH		DFND	13,2,20,5,6,8	469,107	100	77,224
RHYTHM PHARMACEUTICALS INC	COM	76243J105	25,344	1,136,492	SH		DFND	2,20,5,8	990,200	0	146,292
RIBBON COMMUNICATIONS INC	COM	762544104	6,720	1,709,993	SH		DFND	2,20,5,8	1,391,905	2,643	315,445
RICHMOND MUT BANCORPORATION	COM	76525P100	2,502	222,596	SH		DFND	2,20	181,949	0	40,647
ABIOMED INC	COM	003654100	479,580	1,985,345	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,658,131	26,200	301,014
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	8,967	8,900,000	PRN		DFND	2,5	8,900,000	0	0
RIGEL PHARMACEUTICALS INC	COM NEW	766559603	6,522	3,563,702	SH		DFND	2,20,5,8	2,682,435	0	881,267
RIGNET INC	COM	766582100	28	12,867	SH		DFND	20	12,867	0	0
RIMINI STR INC DEL	COM	76674Q107	1,832	355,701	SH		DFND	2,20	290,367	0	65,334
RING ENERGY INC	COM	76680V108	860	741,282	SH		DFND	2,20	741,282	0	0
RINGCENTRAL INC	CL A	76680R206	442,177	1,551,444	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,282,994	36,121	232,329
RINGCENTRAL INC	NOTE 3/1	76680RAD9	24,772	7,118,000	PRN		DFND	2,5	7,118,000	0	0
RIO TINTO PLC	SPONSORED ADR	767204100	1,850	32,924	SH		DFND	1,20	4,603	0	28,321
RITE AID CORP	COM	767754872	26,074	1,528,384	SH		DFND	13,2,20,5,8	1,277,174	1,202	250,008
RIVERVIEW BANCORP INC	COM	769397100	2,417	427,772	SH		DFND	13,2,20	299,571	0	128,201
RLI CORP	COM	749607107	393,846	4,797,148	SH		DFND	12,13,19,2,20,5,6,8	1,893,489	2,712,782	190,877
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	9,682	9,658,000	PRN		DFND	2,5	9,658,000	0	0
RLJ LODGING TR	COM	74965L101	68,303	7,227,864	SH		DFND	10,13,2,20,5,8	5,506,576	47,083	1,674,205
RMR GROUP INC	CL A	74967R106	9,047	306,985	SH		DFND	2,20,5,8	244,980	893	61,112
ROBERT HALF INTL INC	COM	770323103	270,870	5,127,194	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,182,987	180,626	763,581
ROCKET PHARMACEUTICALS INC	COM	77313F106	33,245	1,588,389	SH		DFND	2,20,5,8	1,421,214	0	167,175
ROCKWELL AUTOMATION INC	COM	773903109	1,012,372	4,752,921	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	4,091,932	76,704	584,285
ROCKWELL MED INC	COM	774374102	1,689	866,138	SH		DFND	2,20,5	655,116	0	211,022
ROCKY BRANDS INC	COM	774515100	2,970	144,474	SH		DFND	2,20	117,494	0	26,980
ROGERS COMMUNICATIONS INC	CL B	775109200	1,494	36,694	SH		DFND	2,20	36,694	0	0
ROGERS CORP	COM	775133101	71,061	570,310	SH		DFND	2,20,5,8	486,010	168	84,132
ROKU INC	COM CL A	77543R102	222,492	1,909,314	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,588,497	42,566	278,251
ARES COML REAL ESTATE CORP	COM	04013V108	8,388	887,716	SH		DFND	2,20,5,8	725,827	0	161,889
ROLLINS INC	COM	775711104	313,206	7,388,686	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,481,502	255,060	1,652,124
ROPER TECHNOLOGIES INC	COM	776696106	1,686,045	4,342,567	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,779,166	63,461	499,940
ROSETTA STONE INC	COM	777780107	8,783	520,955	SH		DFND	2,20,5,8	428,763	0	92,192
ROSS STORES INC	COM	778296103	1,322,145	15,510,854	SH		DFND	10,11,12,13,19,2,20,5,6,8	13,325,068	427,795	1,757,991
ROYAL BK CDA	COM	780087102	646	9,523	SH		DFND	12,2,20	9,256	0	267
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	396,570	7,884,087	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,819,327	126,671	938,089
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	580	19,051	SH		DFND	20	19,051	0	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	1,064	32,550	SH		DFND	2,20	32,550	0	0
ROYAL GOLD INC	COM	780287108	221,197	1,779,252	SH		DFND	13,19,2,20,5,6,8	1,587,853	599	190,800
ROYALTY PHARMA PLC	SHS CL A	G7709Q104	1,981	40,800	SH		DFND	20,8	40,800	0	0
ARES MANAGEMENT CORPORATION	CL A COM STK	03990B101	43,983	1,107,884	SH		DFND	2,20,5,8	892,916	3,700	211,268
RPC INC	COM	749660106	6,146	1,995,449	SH		DFND	2,20,5,8	1,706,356	0	289,093
RPM INTL INC	COM	749685103	440,994	5,875,220	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,272,068	77,977	525,175
RPT REALTY	SH BEN INT	74971D101	31,957	4,591,452	SH		DFND	10,2,20,5,8	3,790,260	22,121	779,071
RTI SURGICAL HOLDINGS INC	COM	74975N105	3,515	1,105,485	SH		DFND	2,20,5	898,035	0	207,450
RUBICON PROJ INC	COM	78112V102	17,489	2,621,971	SH		DFND	2,20,5,8	2,169,691	0	452,280
RUBIUS THERAPEUTICS INC	COM	78116T103	4,079	682,024	SH		DFND	2,20,5,8	541,175	0	140,849
RUSH ENTERPRISES INC	CL A	781846209	26,335	635,195	SH		DFND	10,2,20,5,8	496,340	23,434	115,421
RUSH ENTERPRISES INC	CL B	781846308	4,243	118,975	SH		DFND	10,2,20,5	81,966	7,029	29,980
RUTHS HOSPITALITY GROUP INC	COM	783332109	8,241	1,009,892	SH		DFND	2,20,5,8	882,375	9,000	118,517
RYANAIR HOLDINGS PLC	SPONSORED ADS	783513203	4,256	64,152	SH		DFND	2,20,8	64,152	0	0
ARGAN INC	COM	04010E109	14,934	315,186	SH		DFND	2,20,5,8	246,825	0	68,361
RYDER SYS INC	COM	783549108	54,768	1,460,089	SH		DFND	12,13,2,20,5,6,8	1,342,203	831	117,055
RYERSON HLDG CORP	COM	783754104	1,572	279,227	SH		DFND	2,20	231,162	0	48,065
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	67,899	1,962,386	SH		DFND	10,13,2,20,5,8	1,616,111	17,279	328,996
S & T BANCORP INC	COM	783859101	32,754	1,396,775	SH		DFND	2,20,5,8	1,224,896	536	171,343
S&P GLOBAL INC	COM	78409V104	3,639,064	11,044,870	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,574,313	182,898	1,287,659
SABINE ROYALTY TR	UNIT BEN INT	785688102	454	16,376	SH		DFND	2	16,376	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	133,479	9,250,077	SH		DFND	10,19,2,20,5,6,8	7,176,410	59,983	2,013,684
SABRE CORP	COM	78573M104	52,724	6,541,429	SH		DFND	13,2,20,5,6,8	5,958,213	3,300	579,916
SACHEM CAP CORP	COM	78590A109	32	10,700	SH		DFND	20	10,700	0	0
SAFE BULKERS INC	COM	Y7388L103	778	637,641	SH		DFND	2,20	469,682	0	167,959
ARGENX SE	SPONSORED ADR	04016X101	360	1,599	SH		DFND	13,20	399	0	1,200
SAFEGUARD SCIENTIFICS INC	COM NEW	786449207	2,568	366,924	SH		DFND	2,20,5	298,110	0	68,814
SAFEHOLD INC	COM	78645L100	27,779	481,848	SH		DFND	2,20,5,8	403,417	0	78,431
SAFETY INS GROUP INC	COM	78648T100	39,537	518,446	SH		DFND	13,19,2,20,5,8	435,088	6,200	77,158
SAGA COMMUNICATIONS INC	CL A NEW	786598300	1,828	71,393	SH		DFND	2,20	56,344	0	15,049
SAGE THERAPEUTICS INC	COM	78667J108	88,039	2,117,336	SH		DFND	13,19,2,20,5,8	2,009,593	800	106,943
SAIA INC	COM	78709Y105	93,198	838,261	SH		DFND	2,20,5,8	719,375	500	118,386
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	50,815	1,919,708	SH		DFND	2,20,5,8	1,513,906	0	405,802
SALESFORCE COM INC	COM	79466L302	6,825,342	36,434,857	SH		DFND	10,11,12,13,19,2,20,5,6,8	31,727,628	444,251	4,262,978
SALISBURY BANCORP INC	COM	795226109	1,086	26,500	SH		DFND	2,20	20,800	0	5,700
SALLY BEAUTY HLDGS INC	COM	79546E104	49,205	3,926,975	SH		DFND	12,13,2,20,5,6,8	3,403,530	646	522,799
ARGO GROUP INTL HLDGS LTD	COM	G0464B107	30,321	870,529	SH		DFND	19,2,20,5,8	705,469	217	164,843
SANDERSON FARMS INC	COM	800013104	112,124	967,505	SH		DFND	12,19,2,20,5,6,8	868,067	144	99,294
SANDRIDGE ENERGY INC	COM NEW	80007P869	69	53,643	SH		DFND	20	53,643	0	0
SANDY SPRING BANCORP INC	COM	800363103	25,573	1,031,991	SH		DFND	2,20,5,8	841,866	0	190,125
SANFILIPPO JOHN B & SON INC	COM	800422107	23,903	280,120	SH		DFND	2,20,5,6,8	238,605	0	41,515
SANGAMO THERAPEUTICS INC	COM	800677106	58,141	6,488,918	SH		DFND	2,20,5,8	5,986,318	100	502,500
SANMINA CORPORATION	COM	801056102	58,774	2,347,188	SH		DFND	12,2,20,5,8	2,023,237	833	323,118
SANOFI	SPONSORED ADR	80105N105	4,175	81,773	SH		DFND	2,20	81,773	0	0
SANTANDER CONSUMER USA HDG I	COM	80283M101	18,150	985,891	SH		DFND	12,13,19,2,20,5,8	833,629	0	152,262
SAP SE	SPON ADR	803054204	7,745	55,323	SH		DFND	2,20	55,323	0	0
SAPIENS INTL CORP N V	SHS	G7T16G103	9,576	342,254	SH		DFND	2,20,5	302,670	0	39,584
ARISTA NETWORKS INC	COM	040413106	476,668	2,269,523	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,962,407	52,288	254,828
SAREPTA THERAPEUTICS INC	COM	803607100	294,375	1,835,945	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,553,181	37,154	245,610
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	34,600	15,030,000	PRN		DFND	2,5	15,030,000	0	0
SASOL LTD	SPONSORED ADR	803866300	79	10,218	SH		DFND	5	10,218	0	0
SATSUMA PHARMACEUTICALS INC	COM	80405P107	3,947	137,230	SH		DFND	2,20,5	110,696	0	26,534
SAUL CTRS INC	COM	804395101	18,508	573,540	SH		DFND	10,2,20,5,8	457,168	3,393	112,979
SAVARA INC	COM	805111101	1,839	738,562	SH		DFND	2,20	611,055	0	127,507
SB FINL GROUP INC	COM	78408D105	1,274	76,680	SH		DFND	2,20	55,968	0	20,712
SB ONE BANCORP	COM	78413T103	3,348	169,948	SH		DFND	2,20	132,859	0	37,089
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	1,469,621	4,932,937	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,110,381	61,772	760,784
SCANSOURCE INC	COM	806037107	22,847	948,408	SH		DFND	2,20,5,8	820,225	1,058	127,125
ARLINGTON ASSET INVST CORP	CL A NEW	041356205	2,434	819,557	SH		DFND	2,20,5	703,102	0	116,455
SCHLUMBERGER LTD	COM	806857108	1,431,089	77,291,021	SH		DFND	10,11,12,13,19,2,20,5,6,8	70,569,076	683,344	6,038,601
SCHNEIDER NATIONAL INC	CL B	80689H102	23,473	949,078	SH		DFND	2,20,5,8	832,594	0	116,484
SCHNITZER STL INDS	CL A	806882106	30,253	1,715,017	SH		DFND	2,20,5,8	1,589,117	314	125,586
SCHOLAR ROCK HLDG CORP	COM	80706P103	7,759	426,101	SH		DFND	2,20,5,8	332,212	0	93,889
SCHOLASTIC CORP	COM	807066105	30,288	1,011,622	SH		DFND	2,20,5,6,8	875,008	73	136,541
SCHRODINGER INC	COM	80810D103	25,368	277,031	SH		DFND	2,20,5,8	227,279	0	49,752
SCHWAB CHARLES CORP	COM	808513105	1,593,995	47,243,490	SH		DFND	10,12,13,19,2,20,5,6,8	41,058,334	1,002,589	5,182,567
SCHWAB STRATEGIC TR	INTRM TRM TRES	808524854	85,231	1,450,000	SH		DFND	2	1,450,000	0	0
SCHWAB STRATEGIC TR	US REIT ETF	808524847	627	17,797	SH		DFND	1	17,797	0	0
SCHWEITZER-MAUDUIT INTL INC	COM	808541106	43,035	1,288,090	SH		DFND	2,20,5	1,161,734	64	126,292
ARLO TECHNOLOGIES INC	COM	04206A101	5,815	2,253,923	SH		DFND	2,20,5	1,976,285	0	277,638
SCIENCE APPLICATIONS INTL CO	COM	808625107	99,957	1,286,780	SH		DFND	1,13,2,20,5,6,8	1,168,945	833	117,002
SCIENTIFIC GAMES CORP	COM	80874P109	27,739	1,794,237	SH		DFND	13,2,20,5,6,8	1,539,377	1,300	253,560
SCIPLAY CORP	CL A	809087109	203	13,700	SH		DFND	20	13,700	0	0
SCORPIO BULKERS INC	COM	Y7546A130	1,531	100,052	SH		DFND	2,20,5	79,355	0	20,697
SCORPIO TANKERS INC	SHS	Y7542C130	11,081	865,064	SH		DFND	2,20,5	687,100	0	177,964
SCOTTS MIRACLE GRO CO	CL A	810186106	136,393	1,014,302	SH		DFND	13,2,20,5,6,8	921,052	385	92,865
SCPHARMACEUTICALS INC	COM	810648105	388	52,681	SH		DFND	2,20	42,732	0	9,949
SCRIPPS E W CO OHIO	CL A NEW	811054402	15,008	1,715,186	SH		DFND	2,20,5,8	1,494,344	1,039	219,803
SCULPTOR CAP MGMT	COM CL A	811246107	4,054	313,573	SH		DFND	2,20,5	252,203	0	61,370
SEA LTD	NOTE 2.250% 7/0	81141RAB6	65,306	12,035,000	PRN		DFND	2,5	12,035,000	0	0
1LIFE HEALTHCARE INC	COM	68269G107	14,716	405,174	SH		DFND	2,20,5,8	322,254	0	82,920
ABM INDS INC	COM	000957100	230,745	6,356,606	SH		DFND	2,20,5,6,8	6,034,756	376	321,474
ARMADA HOFFLER PPTYS INC	COM	04208T108	27,159	2,729,519	SH		DFND	10,2,20,5,8	2,198,865	15,700	514,954
SEA LTD	SPONSORED ADS	81141R100	28,304	263,929	SH		DFND	10,13,2,20,5,8	258,429	0	5,500
SEABOARD CORP	COM	811543107	9,288	3,166	SH		DFND	2,20,5,8	2,620	1	545
SEACHANGE INTL INC	COM	811699107	514	340,203	SH		DFND	2,20	286,303	0	53,900
SEACOAST BKG CORP FLA	COM NEW	811707801	36,804	1,804,109	SH		DFND	2,20,5,8	1,578,294	0	225,815
SEACOR HOLDINGS INC	COM	811904101	21,333	753,300	SH		DFND	2,20,5,8	672,641	100	80,559
SEACOR MARINE HLDGS INC	COM	78413P101	35	13,602	SH		DFND	20,5	13,602	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	525,963	10,722,797	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,846,006	372,231	1,504,560
SEALED AIR CORP NEW	COM	81211K100	237,477	7,229,132	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,032,923	102,868	1,093,341
SEASPINE HLDGS CORP	COM	81255T108	4,687	447,617	SH		DFND	2,20,5	366,683	0	80,934
SEATTLE GENETICS INC	COM	812578102	500,891	2,947,802	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,503,668	58,058	386,076
ARMOUR RESIDENTIAL REIT INC	COM NEW	042315507	19,760	2,104,383	SH		DFND	2,20,5,8	1,842,063	1,237	261,083
SEAWORLD ENTMT INC	COM	81282V100	15,645	1,056,351	SH		DFND	2,20,5,8	832,188	0	224,163
SECUREWORKS CORP	CL A	81374A105	1,840	161,013	SH		DFND	2,20	128,694	0	32,319
SECURITY NATL FINL CORP	CL A NEW	814785309	651	96,570	SH		DFND	2,20	75,170	0	21,400
SEI INVTS CO	COM	784117103	311,849	5,672,037	SH		DFND	10,12,13,19,2,20,5,6,8	4,983,025	184,334	504,678
SELECT BANCORP INC NEW	COM	81617L108	2,642	324,535	SH		DFND	2,20	273,384	0	51,151
SELECT ENERGY SVCS INC	CL A COM	81617J301	10,520	2,146,857	SH		DFND	2,20,5,8	1,902,366	0	244,491
SELECT MED HLDGS CORP	COM	81619Q105	53,592	3,638,298	SH		DFND	2,20,5,8	3,150,966	2,000	485,332
SELECT SECTOR SPDR TR	COMMUNICATION	81369Y852	8,864	164,031	SH		DFND	2	164,031	0	0
SELECT SECTOR SPDR TR	ENERGY	81369Y506	1,851	48,903	SH		DFND	2	48,903	0	0
SELECT SECTOR SPDR TR	RL EST SEL SEC	81369Y860	1,676	48,134	SH		DFND	12	48,134	0	0
ARMSTRONG FLOORING INC	COM	04238R106	148	49,592	SH		DFND	20,5	40,607	0	8,985
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	1,014	7,943	SH		DFND	2	7,943	0	0
SELECT SECTOR SPDR TR	SBI CONS STPLS	81369Y308	1,719	29,312	SH		DFND	2	29,312	0	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	129,217	1,291,268	SH		DFND	1,12,2,20	1,117,420	0	173,848
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	111,934	4,837,252	SH		DFND	1,12,2,20	4,159,177	0	678,075
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	1,608	28,492	SH		DFND	2	28,492	0	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	144,146	1,379,524	SH		DFND	1,12,2,20	1,203,694	0	175,830
SELECTA BIOSCIENCES INC	COM	816212104	3,184	1,121,231	SH		DFND	2,20,5	920,435	0	200,796
SELECTIVE INS GROUP INC	COM	816300107	109,170	2,069,973	SH		DFND	12,13,2,20,5,6,8	1,809,350	741	259,882
SEMPRA ENERGY	6% PFD CONV A	816851406	36,440	374,400	SH		DFND	2	374,400	0	0
SEMPRA ENERGY	6.75% CNV PFD B	816851505	8,525	87,000	SH		DFND	2	87,000	0	0
ARMSTRONG WORLD INDS INC	COM	04247X102	59,265	760,201	SH		DFND	19,2,20,5,8	656,376	351	103,474
SEMPRA ENERGY	COM	816851109	1,924,433	16,271,322	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,364,780	196,403	1,710,139
SEMTECH CORP	COM	816850101	123,469	2,364,403	SH		DFND	13,19,2,20,5,6,8	2,069,421	451	294,531
SENECA FOODS CORP NEW	CL A	817070501	7,567	223,809	SH		DFND	2,20,5	197,559	0	26,250
SENSATA TECHNOLOGIES HLDNG P	SHS	G8060N102	123,031	3,304,609	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,680,749	93,738	530,122
SENSEONICS HLDGS INC	COM	81727U105	37	94,000	SH		DFND	20	94,000	0	0
SENSIENT TECHNOLOGIES CORP	COM	81725T100	70,591	1,353,357	SH		DFND	13,19,2,20,5,6,8	1,150,338	760	202,259
SEQUENTIAL BRNDS GROUP INC N	COM	81734P107	4	18,575	SH		DFND	20	18,575	0	0
SERES THERAPEUTICS INC	COM	81750R102	3,889	816,919	SH		DFND	2,20,5	670,517	0	146,402
SERITAGE GROWTH PPTYS	CL A	81752R100	12,526	1,098,790	SH		DFND	2,20,5,8	911,246	300	187,244
SERVICE CORP INTL	COM	817565104	168,488	4,332,414	SH		DFND	13,2,20,5,6,8	3,943,616	2,037	386,761
ARROW ELECTRS INC	COM	042735100	235,852	3,433,577	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,470,121	85,552	877,904
SERVICE PPTYS TR	COM SH BEN INT	81761L102	66,057	9,316,948	SH		DFND	10,12,13,2,20,5,6,8	7,654,664	48,829	1,613,455
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	57,372	1,607,521	SH		DFND	12,13,19,2,20,5,8	1,315,704	2,100	289,717
SERVICENOW INC	COM	81762P102	3,155,240	7,789,561	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,784,622	105,563	899,376
SERVICENOW INC	NOTE 6/0	81762PAC6	59,826	19,940,000	PRN		DFND	2,5	19,940,000	0	0
SERVICESOURCE INTL INC	COM	81763U100	1,499	948,699	SH		DFND	2,20	753,599	0	195,100
SERVISFIRST BANCSHARES INC	COM	81768T108	56,849	1,582,023	SH		DFND	2,20,5,8	1,374,235	0	207,788
SFL CORPORATION LTD	SHS	G7738W106	16,913	1,820,535	SH		DFND	10,2,20,5,8	1,486,737	0	333,798
SHAKE SHACK INC	CL A	819047101	54,038	1,019,964	SH		DFND	2,20,5,8	870,599	0	149,365
SHARPS COMPLIANCE CORP	COM	820017101	1,147	163,227	SH		DFND	2,20	130,031	0	33,196
SHENANDOAH TELECOMMUNICATION	COM	82312B106	77,349	1,569,259	SH		DFND	19,2,20,5,8	1,321,547	900	246,812
ARROW FINL CORP	COM	042744102	10,171	342,120	SH		DFND	13,2,20,5,8	259,277	52	82,791
SHERWIN WILLIAMS CO	COM	824348106	2,067,287	3,577,549	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,099,330	41,187	437,032
SHILOH INDS INC	COM	824543102	30	18,494	SH		DFND	20	18,494	0	0
SHINHAN FINANCIAL GROUP CO L	SPN ADR RESTRD	824596100	772	32,076	SH		DFND	2,20,5	32,076	0	0
SHOCKWAVE MED INC	COM	82489T104	24,966	527,041	SH		DFND	2,20,5,8	409,762	0	117,279
SHOE CARNIVAL INC	COM	824889109	9,581	327,348	SH		DFND	2,20,5,8	282,491	0	44,857
SHOPIFY INC	CL A	82509L107	28,215	29,725	SH		DFND	2	29,725	0	0
SHORE BANCSHARES INC	COM	825107105	3,108	280,231	SH		DFND	13,2,20,5	222,014	0	58,217
SHOTSPOTTER INC	COM	82536T107	4,070	161,521	SH		DFND	2,20,5,8	129,231	0	32,290
SHUTTERSTOCK INC	COM	825690100	23,271	665,443	SH		DFND	2,20,5,6,8	579,954	0	85,489
SHYFT GROUP INC	COM	825698103	11,749	697,696	SH		DFND	2,20,5,8	548,256	0	149,440
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	211,262	4,891,447	SH		DFND	13,2,20,5,6,8	4,438,122	700	452,625
SI BONE INC	COM	825704109	6,828	428,340	SH		DFND	2,20,5,8	342,678	0	85,662
SIEBERT FINL CORP	COM	826176109	652	128,936	SH		DFND	2,20	99,684	0	29,252
SIENTRA INC	COM	82621J105	2,813	726,756	SH		DFND	2,20,5	583,405	0	143,351
SIERRA BANCORP	COM	82620P102	5,851	309,881	SH		DFND	13,2,20,5	226,203	0	83,678
SIGA TECHNOLOGIES INC	COM	826917106	6,589	1,114,891	SH		DFND	2,20,5,8	900,428	0	214,463
SIGNATURE BK NEW YORK N Y	COM	82669G104	229,076	2,142,503	SH		DFND	10,12,13,19,2,20,5,6,8	1,895,663	64,558	182,282
SIGNET JEWELERS LIMITED	SHS	G81276100	23,675	2,305,242	SH		DFND	12,13,2,20,5,8	2,055,553	1,559	248,130
SILGAN HOLDINGS INC	COM	827048109	63,589	1,963,243	SH		DFND	2,20,5,6,8	1,765,280	484	197,479
SILICOM LTD	ORD	M84116108	233	6,362	SH		DFND	2	6,362	0	0
SILICON LABORATORIES INC	COM	826919102	158,066	1,576,405	SH		DFND	13,19,2,20,5,6,8	1,365,284	505	210,616
ARTESIAN RESOURCES CORP	CL A	043113208	6,448	177,674	SH		DFND	13,2,20,5	142,113	0	35,561
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	9,827	8,087,000	PRN		DFND	2	8,087,000	0	0
SILICON MOTION TECHNOLOGY CO	SPONSORED ADR	82706C108	6,687	137,110	SH		DFND	10,13,19,2,20,5	115,510	0	21,600
SILK RD MED INC	COM	82710M100	31,567	753,564	SH		DFND	2,20,5,8	624,663	0	128,901
SILVERBOW RES INC	COM	82836G102	67	20,732	SH		DFND	20	20,732	0	0
SILVERCREST ASSET MGMT GROUP	CL A	828359109	1,559	122,695	SH		DFND	2,20	94,493	0	28,202
SILVERGATE CAP CORP	CL A	82837P408	3,121	222,926	SH		DFND	2,20,5	148,691	0	74,235
SIMMONS 1ST NATL CORP	CL A $1 PAR	828730200	78,780	4,561,826	SH		DFND	2,20,5,8	4,066,983	1,400	493,443
SIMON PPTY GROUP INC NEW	COM	828806109	1,350,588	19,751,218	SH		DFND	10,11,12,13,19,2,20,5,6,8	16,199,762	272,758	3,278,698
SIMPLY GOOD FOODS CO	COM	82900L102	33,155	1,784,433	SH		DFND	2,20,5,8	1,410,870	0	373,563
SIMPSON MANUFACTURING CO INC	COM	829073105	110,399	1,308,662	SH		DFND	2,20,5,8	1,099,513	680	208,469
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	40,138	1,235,022	SH		DFND	2,20,5,8	963,445	22,400	249,177
SIMULATIONS PLUS INC	COM	829214105	28,251	472,270	SH		DFND	2,20,5,8	418,375	0	53,895
SINA CORP	ORD	G81477104	49,938	1,390,645	SH		DFND	10,11,12,13,19,2,20,5,8	1,098,231	48,300	244,114
SINCLAIR BROADCAST GROUP INC	CL A	829226109	20,814	1,127,541	SH		DFND	2,20,5,8	890,164	10,238	227,139
SINOVAC BIOTECH LTD	SHS	P8696W104	1,041	160,875	SH		DFND	2	160,875	0	0
SIRIUS XM HOLDINGS INC	COM	82968B103	181,352	30,894,669	SH		DFND	10,11,12,13,19,2,20,5,6,8	23,314,034	753,406	6,827,229
SITE CENTERS CORP	COM	82981J109	66,066	8,156,330	SH		DFND	10,12,13,2,20,5,8	6,590,048	44,641	1,521,641
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	98,518	864,422	SH		DFND	13,19,2,20,5,8	671,263	300	192,859
SITIME CORP	COM	82982T106	3,959	83,513	SH		DFND	2,20,5	65,001	0	18,512
SIX FLAGS ENTMT CORP NEW	COM	83001A102	37,953	1,975,669	SH		DFND	12,13,2,20,5,6,8	1,808,651	700	166,318
SJW GROUP	COM	784305104	37,111	597,501	SH		DFND	13,19,2,20,5,8	450,273	0	147,228
ARVINAS INC	COM	04335A105	23,529	701,511	SH		DFND	2,20,5,8	582,899	0	118,612
SK TELECOM LTD	SPONSORED ADR	78440P108	9,210	476,699	SH		DFND	10,2,20,5	474,491	0	2,208
SKECHERS U S A INC	CL A	830566105	154,062	4,909,569	SH		DFND	12,13,19,2,20,5,6,8	4,622,750	1,936	284,883
SKYLINE CHAMPION CORPORATION	COM	830830105	31,461	1,292,583	SH		DFND	2,20,5,8	1,059,931	0	232,652
SKYWEST INC	COM	830879102	58,019	1,778,648	SH		DFND	10,13,2,20,5,8	1,575,911	13,335	189,402
SKYWORKS SOLUTIONS INC	COM	83088M102	1,005,392	7,863,226	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,515,042	328,989	1,019,195
SL GREEN RLTY CORP	COM	78440X101	244,464	4,930,478	SH		DFND	10,12,13,19,2,20,5,6,8	4,068,189	23,134	839,155
SLACK TECHNOLOGIES INC	COM CL A	83088V102	206,737	6,649,617	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,761,992	150,138	737,487
SLEEP NUMBER CORP	COM	83125X103	35,003	840,611	SH		DFND	2,20,5,8	716,929	300	123,382
SLM CORP	COM	78442P106	65,639	9,336,964	SH		DFND	1,12,13,2,20,5,6,8	8,221,399	5,927	1,109,638
SM ENERGY CO	COM	78454L100	34,327	9,153,789	SH		DFND	12,2,20,5,8	8,730,013	0	423,776
ABRAXAS PETE CORP	COM	003830106	27	115,453	SH		DFND	20	115,453	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	52,499	678,892	SH		DFND	12,2,20,5,8	594,181	159	84,552
SMART GLOBAL HLDGS INC	SHS	G8232Y101	18,279	672,514	SH		DFND	2,20,5,8	613,223	0	59,291
SMART SAND INC	COM	83191H107	18	16,800	SH		DFND	20	16,800	0	0
SMARTFINANCIAL INC	COM NEW	83190L208	3,787	234,024	SH		DFND	2,20,5	185,589	0	48,435
SMARTSHEET INC	COM CL A	83200N103	66,708	1,310,063	SH		DFND	13,19,2,20,5,8	1,069,161	700	240,202
SMILEDIRECTCLUB INC	CL A COM	83192H106	8,225	1,041,129	SH		DFND	2,20,5,8	1,036,929	0	4,200
SMITH & NEPHEW GROUP PLC	SPDN ADR NEW	83175M205	5,017	131,607	SH		DFND	1,2,20	116,710	0	14,897
SMITH & WESSON BRANDS INC	COM	831754106	21,970	1,020,900	SH		DFND	2,20,5	854,121	100	166,679
SMITH A O CORP	COM	831865209	425,703	9,034,438	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,161,412	195,774	677,252
SMITH MICRO SOFTWARE INC	COM NEW	832154207	1,593	357,213	SH		DFND	2,20	280,031	0	77,182
SMUCKER J M CO	COM NEW	832696405	750,765	7,095,404	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,172,367	131,977	791,060
ASCENA RETAIL GROUP INC	COM NEW	04351G200	28	19,218	SH		DFND	2,20	19,218	0	0
SNAP INC	CL A	83304A106	231,665	9,862,284	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,726,388	412,245	1,723,651
SNAP ON INC	COM	833034101	332,987	2,404,062	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,006,328	74,892	322,842
SOCIEDAD QUIMICA Y MINERA DE	SPON ADR SER B	833635105	24,953	957,169	SH		DFND	13,19,2,20,5,8	954,562	0	2,607
SOGOU INC	ADR REPSTG A	83409V104	282	67,539	SH		DFND	13,2,5	42,439	0	25,100
SOHU COM LTD	SPONSORED ADS	83410S108	6,856	744,415	SH		DFND	13,2,20,5	670,121	700	73,594
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	166,511	1,199,819	SH		DFND	13,2,20,5,6,8	1,088,461	500	110,858
SOLARIS OILFIELD INFRSTR INC	COM CL A	83418M103	4,701	633,616	SH		DFND	2,20,5	522,892	0	110,724
SOLARWINDS CORP	COM	83417Q105	10,943	619,273	SH		DFND	2,20,5,8	562,061	0	57,212
SOLENO THERAPEUTICS INC	COM NEW	834203200	663	298,860	SH		DFND	2,20	218,636	0	80,224
SOLID BIOSCIENCES INC	COM	83422E105	940	320,772	SH		DFND	2,20	244,040	0	76,732
ASCENDIS PHARMA A S	SPONSORED ADR	04351P101	2,718	18,379	SH		DFND	13,19,2,20,5	15,279	0	3,100
SOLITARIO ZINC CORP	COM	8342EP107	4	11,586	SH		DFND	20	11,586	0	0
SOLITON INC	COM	834251100	680	87,370	SH		DFND	2,20	65,968	0	21,402
SONIC AUTOMOTIVE INC	CL A	83545G102	29,201	912,128	SH		DFND	2,20,5,8	803,260	0	108,868
SONOCO PRODS CO	COM	835495102	308,037	5,890,934	SH		DFND	12,13,19,2,20,5,6,8	5,644,043	864	246,027
SONOS INC	COM	83570H108	24,307	1,661,426	SH		DFND	2,20,5,8	1,250,545	0	410,881
SONY CORP	SPONSORED ADR	835699307	3,052	44,147	SH		DFND	2,20	44,147	0	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	62,740	9,990,515	SH		DFND	2,20,5,8	9,390,872	0	599,643
SOUTH JERSEY INDS INC	COM	838518108	264,554	10,463,604	SH		DFND	12,2,20,5,8	10,094,495	1,376	367,733
SOUTH PLAINS FINANCIAL INC	COM	83946P107	2,456	172,470	SH		DFND	2,20	135,449	0	37,021
SOUTH ST CORP	COM	840441109	89,306	1,873,820	SH		DFND	2,20,5,8	1,541,573	1,110	331,137
ASE TECHNOLOGY HOLDING CO LT	SPONSORED ADS	00215W100	143	31,388	SH		DFND	20	31,388	0	0
SOUTHERN CO	COM	842587107	2,898,298	55,897,740	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	48,932,632	610,176	6,354,932
SOUTHERN CO	UNIT 08/01/2022	842587602	29,536	669,000	SH		DFND	2	669,000	0	0
SOUTHERN COPPER CORP	COM	84265V105	160,521	4,036,237	SH		DFND	10,12,13,19,2,20,5,8	1,954,424	50,676	2,031,137
SOUTHERN FIRST BANCSHARES IN	COM	842873101	3,636	131,212	SH		DFND	2,20,5	107,840	0	23,372
SOUTHERN MO BANCORP INC	COM	843380106	3,832	157,713	SH		DFND	2,20	111,313	0	46,400
SOUTHERN NATL BANCORP OF VA	COM	843395104	4,403	454,413	SH		DFND	2,20	356,544	0	97,869
SOUTHSIDE BANCSHARES INC	COM	84470P109	32,759	1,181,775	SH		DFND	2,20,5,8	1,039,453	0	142,322
SOUTHWEST AIRLS CO	COM	844741108	1,495,475	43,752,940	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	15,901,778	187,308	27,663,854
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	70,375	58,700,000	PRN		DFND	2,5	58,700,000	0	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	123,884	1,794,119	SH		DFND	13,19,2,20,5,6,8	1,539,823	773	253,523
ASGN INC	COM	00191U102	112,420	1,685,963	SH		DFND	13,19,2,20,5,6,8	1,448,522	476	236,965
SOUTHWESTERN ENERGY CO	COM	845467109	90,042	35,172,798	SH		DFND	10,12,13,2,20,5	32,922,104	69,442	2,181,252
SP PLUS CORP	COM	78469C103	10,165	490,849	SH		DFND	2,20,5,8	385,040	0	105,809
SPARK ENERGY INC	CL A COM	846511103	1,629	230,458	SH		DFND	2,20,5	192,714	0	37,744
SPARTANNASH CO	COM	847215100	29,865	1,405,396	SH		DFND	10,2,20,5,8	1,233,967	7,123	164,306
SPDR GOLD TR	GOLD SHS	78463V107	82,619	493,632	SH		DFND	10,12,20,8	264,742	0	228,890
SPDR INDEX SHS FDS	DJ GLB RL ES ETF	78463X749	102,925	2,637,083	SH		DFND	1,2	2,631,381	20	5,682
SPDR INDEX SHS FDS	DJ INTL RL ETF	78463X863	57,218	1,985,351	SH		DFND	1,12,2,20	1,973,580	1,922	9,849
SPDR INDEX SHS FDS	EURO STOXX 50	78463X202	4,734	133,240	SH		DFND	10	0	0	133,240
SPDR INDEX SHS FDS	LOW CARBON ETF	78463X194	9,923	107,100	SH		DFND	10	0	0	107,100
SPDR INDEX SHS FDS	MSCI ACWI EXUS	78463X848	22,862	1,008,917	SH		DFND	1	1,005,406	0	3,511
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	69	94,979	SH		DFND	20	94,979	0	0
SPDR INDEX SHS FDS	PORTFOLIO DEVLPD	78463X889	124,964	4,524,406	SH		DFND	12,2,20	1,031,257	0	3,493,149
SPDR INDEX SHS FDS	PORTFOLIO EMG MK	78463X509	51,057	1,525,920	SH		DFND	12,19,2,5	433,292	0	1,092,628
SPDR INDEX SHS FDS	S&P GBLINF ETF	78463X855	5,121	117,018	SH		DFND	5	117,018	0	0
SPDR INDEX SHS FDS	S&P GLBDIV ETF	78463X459	7,033	133,500	SH		DFND	10	0	0	133,500
SPDR INDEX SHS FDS	S&P INTL ETF	78463X772	417	12,576	SH		DFND	1	7,960	0	4,616
SPDR INDEX SHS FDS	S&P INTL SMLCP	78463X871	90,893	3,323,313	SH		DFND	1,2,20	3,150,143	41,478	131,692
SPDR S&P 500 ETF TR	TR UNIT	78462F103	1,840,262	5,943,690	SH		DFND	1,10,12,2,20	5,429,872	1,401	512,417
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	44,926	138,312	SH		DFND	1,20	96,318	1,611	40,383
SPDR SER TR	BLMBRG BRC CNVRT	78464A359	40,794	674,289	SH		DFND	2	674,289	0	0
SPDR SER TR	BLOMBERG 1 10 YR	78468R861	315,932	15,540,180	SH		DFND	2	15,540,180	0	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	112,170	1,623,303	SH		DFND	10,12,13,2,20,5,6,8	1,279,113	15,118	329,072
SPDR SER TR	BLOMBERG BRC INV	78468R200	5,396	177,043	SH		DFND	20	0	0	177,043
SPDR SER TR	BLOMBERG INTL TR	78464A516	7,037	243,423	SH		DFND	1,20	18,720	0	224,703
SPDR SER TR	BLOMBRG BRC EMRG	78464A391	3,985	152,052	SH		DFND	1	152,052	0	0
SPDR SER TR	BLOMBRG BRC INTL	78464A151	3,005	89,377	SH		DFND	20	0	0	89,377
SPDR SER TR	BLOOMBERG BRCLYS	78468R622	921,765	9,111,956	SH		DFND	19,2,20,5,8	7,833,586	0	1,278,370
SPDR SER TR	BLOOMBERG SRT TR	78468R408	11,333	449,704	SH		DFND	12,20	174,247	0	275,457
SPDR SER TR	DJ REIT ETF	78464A607	37,093	475,370	SH		DFND	1,2,20	251,108	9,836	214,426
SPDR SER TR	FTSE INT GVT ETF	78464A490	32,211	613,546	SH		DFND	20	613,546	0	0
SPDR SER TR	PORTFLI HIGH YLD	78468R606	2,765	112,800	SH		DFND	10	0	0	112,800
SPDR SER TR	PORTFLI INTRMDIT	78464A672	13,664	411,312	SH		DFND	1,12,2	411,312	0	0
ASML HOLDING N V	N Y REGISTRY SHS	N07059210	71,405	194,004	SH		DFND	2,20,5	193,961	43	0
SPDR SER TR	PORTFLI MORTGAGE	78464A383	15,507	578,818	SH		DFND	2	578,818	0	0
SPDR SER TR	PORTFLI TIPS ETF	78464A656	129,743	4,304,686	SH		DFND	1,2,20	81,995	0	4,222,691
SPDR SER TR	PORTFOLIO AGRGTE	78464A649	331,739	10,749,797	SH		DFND	1,2,20	1,227,062	4,618	9,518,117
SPDR SER TR	PORTFOLIO INTRMD	78464A375	325,917	8,921,887	SH		DFND	1,12,2,20	7,935,567	112,360	873,960
SPDR SER TR	PORTFOLIO LN COR	78464A367	100,342	3,165,355	SH		DFND	12,2,20	1,989,514	0	1,175,841
SPDR SER TR	PORTFOLIO LN TSR	78464A664	456,812	9,738,062	SH		DFND	12,2,20	9,261,582	0	476,480
SPDR SER TR	PORTFOLIO S&P500	78464A854	30,306	836,038	SH		DFND	12	836,038	0	0
SPDR SER TR	PORTFOLIO SH TSR	78468R101	113,907	3,707,919	SH		DFND	1,2	3,707,919	0	0
SPDR SER TR	PORTFOLIO SHORT	78464A474	318,787	10,171,898	SH		DFND	1,2,20	1,050,013	0	9,121,885
SPDR SER TR	S&P 600 SML CAP	78464A813	4,892	82,882	SH		DFND	20	0	0	82,882
ASPEN AEROGELS INC	COM	04523Y105	1,471	223,506	SH		DFND	2,20	177,148	0	46,358
SPDR SER TR	S&P DIVID ETF	78464A763	7,425	81,416	SH		DFND	1	76,581	0	4,835
SPDR SER TR	S&P REGL BKG	78464A698	788	20,516	SH		DFND	20	0	0	20,516
SPDR SER TR	WELLS FG PFD ETF	78464A292	38,022	908,526	SH		DFND	1,2	908,526	0	0
SPECTRUM BRANDS HLDGS INC NE	COM	84790A105	25,770	561,441	SH		DFND	12,13,2,20,5,8	463,563	271	97,607
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	22,935	6,785,536	SH		DFND	2,20,5,8	6,283,039	0	502,497
SPERO THERAPEUTICS INC	COM	84833T103	3,904	288,574	SH		DFND	2,20	239,055	0	49,519
SPIRE INC	COM	84857L101	112,977	1,702,113	SH		DFND	13,19,2,20,5,6,8	1,385,442	439	316,232
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	77,067	3,218,277	SH		DFND	12,13,2,20,5,8	2,988,600	887	228,790
SPIRIT AIRLS INC	COM	848577102	31,502	1,769,798	SH		DFND	13,2,20,5,8	1,455,011	0	314,787
SPIRIT OF TEX BANCSHARES INC	COM	84861D103	2,985	242,480	SH		DFND	2,20	187,626	0	54,854
ASPEN GROUP INC	COM NEW	04530L203	1,908	210,821	SH		DFND	2,20,5	168,050	0	42,771
SPIRIT RLTY CAP INC NEW	COM NEW	84860W300	168,874	4,759,929	SH		DFND	10,12,13,19,2,20,5,6,8	3,909,801	29,853	820,275
SPLUNK INC	COM	848637104	656,803	3,305,502	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,741,694	74,749	489,059
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	28,025	19,523,000	PRN		DFND	2,5	19,523,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	34,863	23,652,000	PRN		DFND	2,5	23,652,000	0	0
SPOK HLDGS INC	COM	84863T106	5,717	611,460	SH		DFND	2,20,5	542,605	0	68,855
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	12,787	897,331	SH		DFND	2,20,5	746,233	0	151,098
SPOTIFY TECHNOLOGY S A	SHS	L8681T102	349,422	1,353,354	SH		DFND	10,12,13,19,2,20,5,6,8	1,214,027	0	139,327
SPRINGWORKS THERAPEUTICS INC	COM	85205L107	15,773	375,536	SH		DFND	2,20,5,8	302,678	0	72,858
SPROUT SOCIAL INC	COM CL A	85209W109	4,704	174,210	SH		DFND	2,20,5,8	142,712	0	31,498
SPROUTS FMRS MKT INC	COM	85208M102	79,699	3,114,441	SH		DFND	12,13,19,2,20,5,6,8	2,783,792	900	329,749
AC IMMUNE SA	SHS	H00263105	204	30,241	SH		DFND	2,20	30,241	0	0
ASPEN TECHNOLOGY INC	COM	045327103	88,528	854,434	SH		DFND	13,19,2,20,5,8	701,296	768	152,370
SPS COMMERCE INC	COM	78463M107	85,064	1,132,377	SH		DFND	13,2,20,5,8	948,599	200	183,578
SPX CORP	COM	784635104	59,257	1,440,019	SH		DFND	2,20,5,8	1,168,322	951	270,746
SPX FLOW INC	COM	78469X107	48,814	1,303,780	SH		DFND	12,2,20,5,8	1,111,525	951	191,304
SQUARE INC	CL A	852234103	775,459	7,389,544	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,081,494	207,120	1,100,930
SQUARE INC	NOTE 0.500% 5/1	852234AD5	32,058	21,577,000	PRN		DFND	2,5	21,577,000	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	269,404	4,769,894	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,916,666	130,062	723,166
SSGA ACTIVE ETF TR	BLKSTN GSOSRLN	78467V608	2,377	54,800	SH		DFND	10	0	0	54,800
SSGA ACTIVE ETF TR	INCOM ALLO ETF	78467V202	46,891	1,544,363	SH		DFND	1	1,441,561	52,683	50,119
SSGA ACTIVE ETF TR	MULT ASS RLRTN	78467V103	684	32,183	SH		DFND	1	32,183	0	0
ST JOE CO	COM	790148100	19,818	1,020,479	SH		DFND	13,2,20,5,8	860,671	0	159,808
ASPIRA WOMENS HEALTH INC	COM	04537Y109	2,993	779,323	SH		DFND	2,20,5	660,237	0	119,086
STAAR SURGICAL CO	COM PAR $0.01	852312305	65,402	1,062,756	SH		DFND	2,20,5,8	873,622	97	189,037
STAG INDL INC	COM	85254J102	186,707	6,342,305	SH		DFND	10,19,2,20,5,8	4,736,312	43,213	1,562,780
STAMPS COM INC	COM NEW	852857200	99,819	543,409	SH		DFND	13,2,20,5,8	468,940	400	74,069
STANDARD AVB FINL CORP	COM	85303B100	928	40,017	SH		DFND	2,20	31,217	0	8,800
STANDARD DIVERSIFIED INC	COM CL A	85336L109	239	18,520	SH		DFND	2	18,520	0	0
STANDARD MTR PRODS INC	COM	853666105	27,320	663,097	SH		DFND	2,20,5,8	567,448	800	94,849
STANDEX INTL CORP	COM	854231107	25,331	440,157	SH		DFND	2,20,5,8	382,847	14	57,296
STANLEY BLACK & DECKER INC	COM	854502101	1,041,573	7,472,903	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,573,665	120,285	778,953
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	15,588	175,500	SH		DFND	2	175,500	0	0
STAR BULK CARRIERS CORP.	SHS PAR	Y8162K204	744	112,718	SH		DFND	2	112,718	0	0
ASSEMBLY BIOSCIENCES INC	COM	045396108	24,005	1,029,383	SH		DFND	2,20,5,8	889,560	0	139,823
STAR GROUP L P	UNIT LTD PARTNR	85512C105	763	87,051	SH		DFND	20,5,8	67,537	0	19,514
STARBUCKS CORP	COM	855244109	3,736,652	50,776,625	SH		DFND	10,11,12,13,19,2,20,5,6,8	43,837,597	836,524	6,102,504
STARTEK INC	COM	85569C107	1,523	299,825	SH		DFND	2,20	236,397	0	63,428
STARWOOD PPTY TR INC	COM	85571B105	62,329	4,036,900	SH		DFND	12,13,2,20,5,8	3,387,876	2,400	646,624
STATE AUTO FINL CORP	COM	855707105	6,492	363,678	SH		DFND	2,20,5,8	284,847	0	78,831
STATE STR CORP	COM	857477103	1,091,129	17,031,287	SH		DFND	1,10,12,13,19,2,20,5,6,8	13,051,040	2,317,106	1,663,141
STEEL CONNECT INC	COM	858098106	17	27,998	SH		DFND	20	27,998	0	0
STEEL DYNAMICS INC	COM	858119100	230,759	8,762,428	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,072,896	242,878	1,446,654
STEELCASE INC	CL A	858155203	22,086	1,831,360	SH		DFND	2,20,5,8	1,434,865	1,300	395,195
STEIN MART INC	COM	858375108	7	17,338	SH		DFND	20	17,338	0	0
ASSERTIO HOLDINGS INC	COM	04546C106	40	46,559	SH		DFND	20,5	46,559	0	0
STEPAN CO	COM	858586100	122,371	1,260,262	SH		DFND	2,20,5,8	1,148,698	24	111,540
STEREOTAXIS INC	COM NEW	85916J409	2,636	591,037	SH		DFND	2,20,5	459,713	0	131,324
STERICYCLE INC	COM	858912108	118,806	2,122,292	SH		DFND	12,13,2,20,5,6,8	1,928,911	1,151	192,230
STERIS PLC	SHS USD	G8473T100	580,246	3,781,527	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,291,324	58,640	431,563
STERLING BANCORP DEL	COM	85917A100	90,674	7,736,656	SH		DFND	13,2,20,5,6,8	7,299,292	2,059	435,305
STERLING BANCORP INC	COM	85917W102	1,218	340,233	SH		DFND	2,20	282,801	0	57,432
STERLING CONSTRUCTION CO INC	COM	859241101	5,603	535,130	SH		DFND	2,20,5,8	417,866	0	117,264
STEWART INFORMATION SVCS COR	COM	860372101	26,341	810,230	SH		DFND	2,20,5,8	705,903	200	104,127
STIFEL FINL CORP	COM	860630102	103,313	2,178,222	SH		DFND	13,2,20,5,6,8	1,864,477	861	312,884
STITCH FIX INC	COM CL A	860897107	29,682	1,190,132	SH		DFND	2,20,5,8	950,913	0	239,219
ASSETMARK FINL HLDGS INC	COM	04546L106	8,617	315,759	SH		DFND	2,20,5,8	248,046	0	67,713
STMICROELECTRONICS N V	NY REGISTRY	861012102	9,901	361,226	SH		DFND	2,20	361,226	0	0
STOCK YDS BANCORP INC	COM	861025104	18,481	456,691	SH		DFND	2,20,5,8	359,413	591	96,687
STOKE THERAPEUTICS INC	COM	86150R107	6,366	267,139	SH		DFND	2,20,5,8	214,748	0	52,391
STONECO LTD	COM CL A	G85158106	56,146	1,448,557	SH		DFND	10,2,20,8	1,238,833	0	209,724
STONERIDGE INC	COM	86183P102	10,866	525,943	SH		DFND	2,20,5,8	403,644	0	122,299
STORE CAP CORP	COM	862121100	249,861	10,343,274	SH		DFND	10,12,19,2,20,5,6,8	8,433,573	65,445	1,844,256
STRATASYS LTD	SHS	M85548101	5,271	332,316	SH		DFND	10,2,20,5,8	302,908	0	29,408
STRATEGIC ED INC	COM	86272C103	108,909	708,814	SH		DFND	2,20,5,6,8	606,733	190	101,891
STRATUS PPTYS INC	COM NEW	863167201	1,958	98,823	SH		DFND	2,20	79,089	0	19,734
STRONGBRIDGE BIOPHARMA PLC	SHS USD	G85347105	2,787	737,303	SH		DFND	2,20	604,539	0	132,764
ASSOCIATED BANC CORP	COM	045487105	77,246	5,646,637	SH		DFND	12,13,2,20,5,6,8	5,256,641	1,561	388,435
STRYKER CORPORATION	COM	863667101	2,514,770	13,912,105	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	12,027,325	226,736	1,658,044
STURM RUGER & CO INC	COM	864159108	39,153	515,168	SH		DFND	2,20,5	468,123	0	47,045
SUMITOMO MITSUI FINL GROUP I	SPONSORED ADR	86562M209	81	13,954	SH		DFND	20	13,954	0	0
SUMMIT FINL GROUP INC	COM	86606G101	3,328	201,940	SH		DFND	2,20,5	168,157	0	33,783
SUMMIT HOTEL PPTYS INC	COM	866082100	37,907	6,392,431	SH		DFND	10,2,20,5,8	5,314,597	29,106	1,048,728
SUMMIT MATLS INC	CL A	86614U100	39,246	2,440,645	SH		DFND	2,20,5,8	1,895,599	2,052	542,994
SUN CMNTYS INC	COM	866674104	575,828	4,219,698	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,230,086	71,920	917,692
SUNCOKE ENERGY INC	COM	86722A103	8,911	3,010,449	SH		DFND	13,2,20,5	2,625,602	26,248	358,599
SUNCOR ENERGY INC NEW	COM	867224107	1,025	60,790	SH		DFND	2	60,790	0	0
SUNESIS PHARMACEUTICALS INC	COM	867328700	3	12,201	SH		DFND	20	12,201	0	0
ASSOCIATED CAP GROUP INC	CL A	045528106	1,667	45,443	SH		DFND	2,20	33,256	0	12,187
SUNNOVA ENERGY INTL INC	COM	86745K104	14,042	822,595	SH		DFND	2,20,5,8	702,952	0	119,643
SUNOPTA INC	COM	8676EP108	147	31,227	SH		DFND	2,5	31,227	0	0
SUNPOWER CORP	COM	867652406	31,403	4,099,661	SH		DFND	2,20,5,8	3,735,380	0	364,281
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	115	125,000	PRN		DFND	2	125,000	0	0
SUNPOWER CORP	DBCV 4.000% 1/1	867652AL3	11,950	14,570,000	PRN		DFND	2	14,570,000	0	0
SUNRUN INC	COM	86771W105	66,205	3,357,249	SH		DFND	2,20,5,8	2,876,275	0	480,974
SUNSTONE HOTEL INVS INC NEW	COM	867892101	69,863	8,572,173	SH		DFND	10,13,2,20,5,8	7,029,911	61,037	1,481,225
SUPER MICRO COMPUTER INC	COM	86800U104	22,632	797,183	SH		DFND	2,20,5,8	625,586	0	171,597
SUPERIOR GRP OF COMPANIES IN	COM	868358102	2,779	207,396	SH		DFND	2,20	172,089	0	35,307
SUPERIOR INDS INTL INC	COM	868168105	44	26,092	SH		DFND	20	26,092	0	0
ASSURANT INC	COM	04621X108	309,326	2,994,738	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,389,660	64,788	540,290
SUPERNUS PHARMACEUTICALS INC	COM	868459108	43,673	1,838,873	SH		DFND	2,20,5,8	1,622,436	300	216,137
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	8,740	9,900,000	PRN		DFND	2,5	9,900,000	0	0
SURGERY PARTNERS INC	COM	86881A100	5,638	487,257	SH		DFND	2,20,5,8	386,072	0	101,185
SURMODICS INC	COM	868873100	21,105	488,089	SH		DFND	2,20,5,8	429,420	0	58,669
SUTRO BIOPHARMA INC	COM	869367102	1,607	207,107	SH		DFND	2,20	160,602	0	46,505
SUZANO S A	SPON ADS	86959K105	3,229	477,609	SH		DFND	10,19,2,20	427,695	42,592	7,322
SVB FINANCIAL GROUP	COM	78486Q101	541,460	2,512,225	SH		DFND	10,12,13,19,2,20,5,6,8	2,221,555	45,931	244,739
SVMK INC	COM	78489X103	55,096	2,340,540	SH		DFND	2,20,5,8	1,825,711	0	514,829
SWITCH INC	CL A	87105L104	15,354	861,614	SH		DFND	2,20,5,8	727,877	0	133,737
SWK HLDGS CORP	COM NEW	78501P203	403	33,600	SH		DFND	2,20	26,700	0	6,900
ASSURED GUARANTY LTD	COM	G0585R106	38,474	1,576,162	SH		DFND	12,13,2,20,5,8	1,373,625	806	201,731
SYKES ENTERPRISES INC	COM	871237103	36,228	1,309,773	SH		DFND	2,20,5,8	1,145,074	129	164,570
SYNAPTICS INC	COM	87157D109	83,616	1,390,826	SH		DFND	2,20,5,6,8	1,231,213	224	159,389
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	13,779	12,958,000	PRN		DFND	2,5	12,958,000	0	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	3,219	911,963	SH		DFND	2,20,5	764,641	0	147,322
SYNCHRONY FINANCIAL	COM	87165B103	551,066	24,867,593	SH		DFND	10,11,12,13,19,2,20,5,6,8	21,453,519	442,115	2,971,959
SYNDAX PHARMACEUTICALS INC	COM	87164F105	7,012	473,120	SH		DFND	2,20,5	386,159	0	86,961
SYNEOS HEALTH INC	CL A	87166B102	86,001	1,476,416	SH		DFND	13,2,20,5,6,8	1,342,485	500	133,431
SYNLOGIC INC	COM	87166L100	27	13,310	SH		DFND	20	13,310	0	0
SYNNEX CORP	COM	87162W100	120,054	1,002,372	SH		DFND	12,13,2,20,5,6,8	908,148	364	93,860
SYNOPSYS INC	COM	871607107	1,278,156	6,554,645	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,585,712	176,223	792,710
ASTEC INDS INC	COM	046224101	33,451	722,337	SH		DFND	2,20,5,8	624,054	463	97,820
SYNOVUS FINL CORP	COM NEW	87161C501	116,031	5,562,746	SH		DFND	13,2,20,5,6,8	5,269,714	1,890	291,142
SYROS PHARMACEUTICALS INC	COM	87184Q107	9,009	845,149	SH		DFND	2,20,5	701,816	0	143,333
SYSCO CORP	COM	871829107	1,453,821	26,597,532	SH		DFND	10,11,12,13,19,2,20,5,6,8	23,468,389	535,394	2,593,749
SYSTEMAX INC	COM	871851101	5,091	247,837	SH		DFND	2,20,5,8	189,631	0	58,206
T-MOBILE US INC	COM	872590104	2,443,929	23,465,471	SH		DFND	10,11,12,13,19,2,20,5,6,8	20,732,400	267,014	2,466,057
T-MOBILE US INC	RIGHT 07/27/2020	872590112	2,466	14,678,493	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,505,729	214,420	1,958,344
T2 BIOSYSTEMS INC	COM	89853L104	28	21,700	SH		DFND	20	21,700	0	0
TABULA RASA HEALTHCARE INC	COM	873379101	35,280	644,618	SH		DFND	2,20,5,8	558,528	0	86,090
TACTILE SYS TECHNOLOGY INC	COM	87357P100	31,355	756,809	SH		DFND	2,20,5,8	675,991	0	80,818
TAILORED BRANDS INC	COM	87403A107	38	40,640	SH		DFND	20,5	40,640	0	0
ACACIA COMMUNICATIONS INC	COM	00401C108	55,724	829,349	SH		DFND	19,2,20,5,8	625,641	600	203,108
ASTRAZENECA PLC	SPONSORED ADR	046353108	4,834	91,395	SH		DFND	1,20	30,234	0	61,161
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	144,136	2,522,630	SH		DFND	1,10,19,2,20,5,8	1,572,022	0	950,608
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	789,899	5,659,515	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,920,847	116,810	621,858
TAKEDA PHARMACEUTICAL CO LTD	SPONSORED ADS	874060205	1,134	63,075	SH		DFND	1,20	23,723	0	39,352
TAL EDUCATION GROUP	SPONSORED ADS	874080104	532,587	7,788,636	SH		DFND	10,11,12,13,19,2,20,5,8	5,984,484	190,900	1,613,252
TALEND S A	ADS	874224207	1,362	39,309	SH		DFND	2,20	39,309	0	0
TALOS ENERGY INC	COM	87484T108	5,104	554,836	SH		DFND	2,20,5	511,335	0	43,501
TANDEM DIABETES CARE INC	COM NEW	875372203	80,133	810,074	SH		DFND	13,2,20,5,8	678,610	600	130,864
TANGER FACTORY OUTLET CTRS I	COM	875465106	35,895	5,034,327	SH		DFND	10,12,2,20,5,8	4,135,428	25,842	873,057
TAPESTRY INC	COM	876030107	148,568	11,187,324	SH		DFND	10,12,13,19,2,20,5,6,8	8,332,025	10,228	2,845,071
TARGA RES CORP	COM	87612G101	102,279	5,096,128	SH		DFND	10,12,13,19,2,20,5,8	3,053,898	2,100	2,040,130
ASTRONICS CORP	COM	046433108	5,075	480,605	SH		DFND	2,20,5,8	371,475	1,240	107,890
TARGET CORP	COM	87612E106	4,828,453	40,260,594	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	21,306,564	15,854,751	3,099,279
TARGET HOSPITALITY CORP	COM	87615L107	748	442,788	SH		DFND	2,20	315,966	0	126,822
TARO PHARMACEUTICAL INDS LTD	SHS	M8737E108	420	6,319	SH		DFND	10,20,5,8	6,319	0	0
TATA MTRS LTD	SPONSORED ADR	876568502	22,204	3,379,611	SH		DFND	1,12,13,19,2,20,5,8	1,963,182	0	1,416,429
TAUBMAN CTRS INC	COM	876664103	102,815	2,722,844	SH		DFND	10,13,2,20,5,6,8	2,244,572	17,473	460,799
TAYLOR MORRISON HOME CORP	COM	87724P106	94,588	4,903,494	SH		DFND	2,20,5,6,8	4,305,609	1,500	596,385
TCF FINANCIAL CORPORATION NE	COM	872307103	139,457	4,740,205	SH		DFND	13,2,20,5,6,8	4,359,549	1,317	379,339
TCR2 THERAPEUTICS INC	COM	87808K106	3,973	258,683	SH		DFND	2,20,5	207,464	0	51,219
TD AMERITRADE HLDG CORP	COM	87236Y108	252,265	6,934,155	SH		DFND	10,12,13,19,2,20,5,6,8	5,418,923	250,352	1,264,880
TE CONNECTIVITY LTD	REG SHS	H84989104	1,064,299	13,050,881	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,184,821	464,135	1,401,925
ASURE SOFTWARE INC	COM	04649U102	874	135,984	SH		DFND	2,20	105,384	0	30,600
TEAM INC	COM	878155100	5,377	965,279	SH		DFND	2,20,5	855,357	0	109,922
TECHNIPFMC PLC	COM	G87110105	137,932	20,165,513	SH		DFND	10,12,13,19,2,20,5,6,8	17,438,778	7,562	2,719,173
TECHTARGET INC	COM	87874R100	21,361	711,331	SH		DFND	2,20,5,8	605,398	0	105,933
TEEKAY CORPORATION	COM	Y8564W103	36	15,068	SH		DFND	20,5	15,068	0	0
TEEKAY TANKERS LTD	CL A	Y8565N300	170	13,286	SH		DFND	20	13,286	0	0
TEGNA INC	COM	87901J105	112,179	10,010,287	SH		DFND	12,13,19,2,20,5,6,8	8,970,920	1,629	1,037,738
TEJON RANCH CO	COM	879080109	5,953	413,393	SH		DFND	2,20,5,8	328,538	936	83,919
TELA BIO INC	COM	872381108	797	61,513	SH		DFND	2,20	48,876	0	12,637
TELADOC HEALTH INC	COM	87918A105	279,446	1,464,296	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,197,200	35,167	231,929
TELECOM ARGENTINA S A	SPON ADR REP B	879273209	25,491	2,848,189	SH		DFND	10,12,13,19,2,20,5,8	1,001,300	103,300	1,743,589
AT HOME GROUP INC	COM	04650Y100	8,882	1,368,573	SH		DFND	2,20,5	1,195,753	0	172,820
TELEDYNE TECHNOLOGIES INC	COM	879360105	552,851	1,777,941	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,528,508	41,571	207,862
TELEFLEX INCORPORATED	COM	879369106	715,287	1,965,182	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,714,452	27,782	222,948
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	23,107	2,334,381	SH		DFND	10,13,19,2,20,5	1,940,156	191,542	202,683
TELENAV INC	COM	879455103	5,610	1,021,861	SH		DFND	2,20,5	918,653	0	103,208
TELEPHONE & DATA SYS INC	COM NEW	879433829	213,936	10,761,363	SH		DFND	12,13,2,20,5,6,8	10,548,762	647	211,954
TELLURIAN INC NEW	COM	87968A104	2,332	2,027,811	SH		DFND	2,20,5	1,547,420	0	480,391
TEMPUR SEALY INTL INC	COM	88023U101	103,157	1,433,733	SH		DFND	13,2,20,5,6,8	1,333,840	372	99,521
TENABLE HLDGS INC	COM	88025T102	37,588	1,260,929	SH		DFND	2,20,5,8	1,003,689	0	257,240
TENCENT MUSIC ENTMT GROUP	SPON ADS	88034P109	89,952	6,682,931	SH		DFND	10,11,12,13,19,2,20,5,8	5,201,446	172,900	1,308,585
TENET HEALTHCARE CORP	COM NEW	88033G407	63,273	3,493,835	SH		DFND	1,12,13,2,20,5,6,8	3,024,860	681	468,294
AT&T INC	COM	00206R102	8,879,553	293,733,156	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	253,450,001	4,922,764	35,360,391
TENNANT CO	COM	880345103	36,391	559,783	SH		DFND	2,20,5,8	476,124	278	83,381
TENNECO INC	CL A VTG COM STK	880349105	8,299	1,097,747	SH		DFND	12,13,2,20,5,8	871,893	623	225,231
TERADATA CORP DEL	COM	88076W103	58,752	2,824,629	SH		DFND	1,13,19,2,20,5,6,8	2,511,018	1,664	311,947
TERADYNE INC	COM	880770102	481,544	5,698,075	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,863,724	254,734	579,617
TERADYNE INC	NOTE 1.250%12/1	880770AG7	31,122	11,643,000	PRN		DFND	2,5	11,643,000	0	0
TEREX CORP NEW	COM	880779103	40,997	2,184,164	SH		DFND	12,13,2,20,5,6,8	1,897,924	695	285,545
TERNIUM SA	SPONSORED ADS	880890108	4,934	325,255	SH		DFND	13,2,20,5	322,955	0	2,300
TERRAFORM PWR INC	COM CL A	88104R209	37,452	2,031,024	SH		DFND	2,20,5,8	1,642,195	0	388,829
TERRENO RLTY CORP	COM	88146M101	153,258	2,896,731	SH		DFND	10,19,2,20,5,8	2,146,615	19,352	730,764
TERRITORIAL BANCORP INC	COM	88145X108	4,462	187,550	SH		DFND	13,2,20,5,6	159,288	0	28,262
ATARA BIOTHERAPEUTICS INC	COM	046513107	47,584	3,265,858	SH		DFND	2,20,5,8	3,009,143	0	256,715
TESLA INC	COM	88160R101	3,419,899	3,167,130	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,612,386	94,117	460,627
TESLA INC	NOTE 1.250% 3/0	88160RAC5	94,773	31,525,000	PRN		DFND	2,5	31,525,000	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	147,930	42,151,000	PRN		DFND	2,5	42,151,000	0	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	73,754	22,258,000	PRN		DFND	2,5	22,258,000	0	0
TETRA TECH INC NEW	COM	88162G103	139,199	1,759,338	SH		DFND	13,19,2,20,5,6,8	1,507,770	472	251,096
TETRA TECHNOLOGIES INC DEL	COM	88162F105	79	148,184	SH		DFND	20	148,184	0	0
TEVA PHARMACEUTICAL FIN LLC	DBCV 0.250% 2/0	88163VAE9	12,962	13,257,000	PRN		DFND	2,5	13,257,000	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	193,148	15,664,855	SH		DFND	1,10,12,13,19,2,20,5,6,8	11,217,558	427,938	4,019,359
TEXAS CAP BANCSHARES INC	COM	88224Q107	76,357	2,473,513	SH		DFND	13,2,20,5,6,8	2,249,945	800	222,768
TEXAS INSTRS INC	COM	882508104	5,195,753	40,921,106	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	34,527,408	1,450,643	4,943,055
ATHENE HLDG LTD	CL A	G0684D107	104,024	3,335,176	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,572,607	207,799	554,770
TEXAS PAC LD TR	SUB CTF PROP I T	882610108	8,002	13,456	SH		DFND	20,5,8	7,700	100	5,656
TEXAS ROADHOUSE INC	COM	882681109	112,806	2,145,819	SH		DFND	13,2,20,5,6,8	1,816,843	800	328,176
TEXTAINER GROUP HOLDINGS LTD	SHS	G8766E109	7,533	920,943	SH		DFND	2,20,5	741,424	0	179,519
TEXTRON INC	COM	883203101	353,143	10,724,095	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,692,989	120,889	910,217
TFS FINL CORP	COM	87240R107	10,536	736,300	SH		DFND	2,20,5,6,8	597,838	4,300	134,162
TG THERAPEUTICS INC	COM	88322Q108	97,928	5,027,127	SH		DFND	2,20,5,8	4,609,187	800	417,140
THE REALREAL INC	COM	88339P101	13,767	1,076,389	SH		DFND	2,20,5,8	855,524	0	220,865
THE TRADE DESK INC	COM CL A	88339J105	330,282	812,501	SH		DFND	10,11,12,13,19,2,20,5,6,8	667,534	19,975	124,992
THERAPEUTICSMD INC	COM	88338N107	5,705	4,563,682	SH		DFND	2,20,5,8	3,542,051	0	1,021,631
THERAVANCE BIOPHARMA INC	COM	G8807B106	23,211	1,105,831	SH		DFND	2,20,5,8	896,374	882	208,575
ATHENEX INC	COM	04685N103	34,680	2,520,378	SH		DFND	2,20,5,8	2,233,758	0	286,620
THERMO FISHER SCIENTIFIC INC	COM	883556102	6,004,838	16,562,306	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,375,525	266,738	1,920,043
THERMON GROUP HLDGS INC	COM	88362T103	9,743	668,690	SH		DFND	2,20,5,8	530,734	0	137,956
THIRD PT REINS LTD	COM	G8827U100	19,673	2,619,509	SH		DFND	2,20,5,8	2,278,491	0	341,018
THOMSON REUTERS CORP.	COM NEW	884903709	792	11,657	SH		DFND	20	2,125	9,532	0
THOR INDS INC	COM	885160101	136,893	1,280,222	SH		DFND	12,13,2,20,5,6,8	1,162,698	3,845	113,679
TIDEWATER INC NEW	COM	88642R109	4,113	735,767	SH		DFND	2,20,5	590,346	0	145,421
TIFFANY & CO NEW	COM	886547108	582,884	4,757,852	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,125,428	69,588	562,836
TILLYS INC	CL A	886885102	2,114	372,788	SH		DFND	2,20	299,606	0	73,182
TILRAY INC	COM CL 2	88688T100	444	62,404	SH		DFND	2,20,5	35,513	0	26,891
TILRAY INC	NOTE 5.000%10/0	88688TAB6	4,476	9,697,000	PRN		DFND	2	9,697,000	0	0
ATHERSYS INC NEW	COM	04744L106	32,950	11,938,428	SH		DFND	2,20,5,6,8	11,270,046	0	668,382
TIM PARTICIPACOES S A	SPONSORED ADR	88706P205	12,021	928,995	SH		DFND	10,2,20	683,109	64,969	180,917
TIMBERLAND BANCORP INC	COM	887098101	2,304	126,528	SH		DFND	2,20	98,730	0	27,798
TIMKEN CO	COM	887389104	76,596	1,683,788	SH		DFND	12,2,20,5,6,8	1,552,106	1,191	130,491
TIMKENSTEEL CORP	COM	887399103	4,868	1,251,420	SH		DFND	2,20,5	1,095,051	0	156,369
TIPTREE INC	COM	88822Q103	2,935	455,008	SH		DFND	2,20	367,810	0	87,198
TITAN INTL INC ILL	COM	88830M102	978	670,175	SH		DFND	2,20	670,175	0	0
TITAN MACHY INC	COM	88830R101	3,872	356,499	SH		DFND	2,20,5	284,211	0	72,288
TIVITY HEALTH INC	COM	88870R102	21,257	1,876,180	SH		DFND	2,20,5,8	1,665,482	1,282	209,416
TJX COS INC NEW	COM	872540109	2,683,116	53,067,963	SH		DFND	10,11,12,13,19,2,20,5,6,8	45,303,502	1,515,294	6,249,167
TOLL BROTHERS INC	COM	889478103	123,911	3,802,117	SH		DFND	12,13,19,2,20,5,6,8	3,502,546	1,126	298,445
ATKORE INTL GROUP INC	COM	047649108	28,798	1,052,955	SH		DFND	2,20,5,8	845,740	0	207,215
TOMPKINS FINANCIAL CORPORATI	COM	890110109	31,005	478,695	SH		DFND	2,20,5,8	414,221	0	64,474
TOOTSIE ROLL INDS INC	COM	890516107	20,760	604,249	SH		DFND	2,20,5,6,8	533,162	748	70,339
TOPBUILD CORP	COM	89055F103	140,172	1,232,062	SH		DFND	2,20,5,6,8	1,068,326	340	163,396
TORCHLIGHT ENERGY RES INC	COM	89102U103	6	15,300	SH		DFND	20	15,300	0	0
TORO CO	COM	891092108	177,192	2,660,650	SH		DFND	13,19,2,20,5,6,8	2,418,654	972	241,024
TORONTO DOMINION BK ONT	COM NEW	891160509	409	9,162	SH		DFND	20	9,162	0	0
TOWER SEMICONDUCTOR LTD	SHS NEW	M87915274	394	20,663	SH		DFND	20	20,663	0	0
TOWN SPORTS INTL HLDGS INC	COM	89214A102	6	10,900	SH		DFND	20	10,900	0	0
TOWNEBANK PORTSMOUTH VA	COM	89214P109	26,807	1,409,339	SH		DFND	2,20,5,8	1,101,946	1,500	305,893
TOYOTA MOTOR CORP	SP ADR REP2COM	892331307	6,261	49,839	SH		DFND	1,2,20	49,283	0	556
ACACIA RESH CORP	ACACIA TCH COM	003881307	3,901	953,674	SH		DFND	2,20,5	775,840	0	177,834
ATLANTIC CAP BANCSHARES INC	COM	048269203	5,347	439,761	SH		DFND	2,20,5,8	337,100	0	102,661
TPG RE FIN TR INC	COM	87266M107	14,674	1,597,768	SH		DFND	2,20,5,8	1,310,141	0	287,627
TPI COMPOSITES INC	COM	87266J104	18,160	777,060	SH		DFND	2,20,5,8	649,882	0	127,178
TRACTOR SUPPLY CO	COM	892356106	711,372	5,397,770	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,649,277	178,980	569,513
TRADEWEB MKTS INC	CL A	892672106	106,992	1,840,254	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,572,409	46,839	221,006
TRANE TECHNOLOGIES PLC	SHS	G8994E103	1,025,079	11,520,269	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,066,897	212,697	1,240,675
TRANSALTA CORP	COM	89346D107	2,488	419,584	SH		DFND	2	419,584	0	0
TRANSATLANTIC PETROLEUM LTD	SHS NEW	G89982113	3	11,625	SH		DFND	20	11,625	0	0
TRANSCAT INC	COM	893529107	3,933	152,078	SH		DFND	2,20,5	123,989	0	28,089
TRANSCONTINENTAL RLTY INVS	COM NEW	893617209	685	22,822	SH		DFND	2,20	16,436	0	6,386
TRANSDIGM GROUP INC	COM	893641100	941,089	2,128,920	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,859,222	31,779	237,919
ATLANTIC POWER CORP	COM NEW	04878Q863	3,436	1,718,131	SH		DFND	2,20,5	1,326,396	0	391,735
TRANSENTERIX INC	COM	89366M300	8	14,622	SH		DFND	20	14,622	0	0
TRANSLATE BIO INC	COM	89374L104	34,286	1,913,281	SH		DFND	2,20,5,6,8	1,712,132	0	201,149
TRANSMEDICS GROUP INC	COM	89377M109	5,575	311,095	SH		DFND	2,20,5	249,914	0	61,181
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	6,537	15,825,000	PRN		DFND	2	15,825,000	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	39,909	21,807,934	SH		DFND	13,2,20,5,6,8	19,140,424	0	2,667,510
TRANSPORTADORA DE GAS SUR	SPONSORED ADS B	893870204	1,662	295,163	SH		DFND	2,20,5	237,221	0	57,942
TRANSUNION	COM	89400J107	338,949	3,894,180	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,218,643	89,460	586,077
TRAVELERS COMPANIES INC	COM	89417E109	1,977,912	17,342,500	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,027,574	272,092	7,042,834
TRECORA RES	COM	894648104	2,585	412,205	SH		DFND	2,20,5	331,084	0	81,121
TREDEGAR CORP	COM	894650100	13,528	871,658	SH		DFND	10,2,20,5,8	712,488	34,848	124,322
ATLANTIC UN BANKSHARES CORP	COM	04911A107	51,045	2,204,014	SH		DFND	2,20,5,8	1,833,204	500	370,310
TREEHOUSE FOODS INC	COM	89469A104	57,209	1,306,134	SH		DFND	12,13,2,20,5,6,8	1,188,454	871	116,809
TREVENA INC	COM	89532E109	76	50,831	SH		DFND	20	50,831	0	0
TREX CO INC	COM	89531P105	215,534	1,657,060	SH		DFND	13,19,2,20,5,6,8	1,521,354	600	135,106
TRI POINTE GROUP INC	COM	87265H109	74,209	5,051,675	SH		DFND	10,2,20,5,6,8	4,355,344	62,794	633,537
TRIBUNE PUBG CO NEW	COM	89609W107	5,586	559,191	SH		DFND	2,20,5	471,641	8,800	78,750
TRICIDA INC	COM	89610F101	16,546	602,121	SH		DFND	2,20,5,8	485,438	0	116,683
TRICO BANCSHARES	COM	896095106	21,727	713,517	SH		DFND	2,20,5,8	544,068	0	169,449
TRIMAS CORP	COM NEW	896215209	22,314	931,687	SH		DFND	2,20,5,8	722,644	200	208,843
TRIMBLE INC	COM	896239100	361,490	8,369,764	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,157,670	148,878	1,063,216
TRINET GROUP INC	COM	896288107	52,827	866,866	SH		DFND	2,20,5,8	670,019	900	195,947
ATLANTICA SUSTAINABLE INFR P	SHS	G0751N103	7,022	241,316	SH		DFND	2,20,5	241,316	0	0
TRINITY INDS INC	COM	896522109	55,153	2,590,581	SH		DFND	13,2,20,5,6,8	2,171,747	658	418,176
TRINSEO S A	SHS	L9340P101	31,048	1,401,085	SH		DFND	12,2,20,5,8	1,225,478	2,400	173,207
TRIP COM GROUP LTD	ADS	89677Q107	242,836	9,368,681	SH		DFND	10,11,12,13,19,2,20,5,8	7,223,707	309,071	1,835,903
TRIP COM GROUP LTD	DBCV 1.990% 7/0	22943FAH3	7,679	7,665,000	PRN		DFND	2	7,665,000	0	0
TRIPADVISOR INC	COM	896945201	44,434	2,337,386	SH		DFND	13,19,2,20,5,6,8	2,103,937	1,093	232,356
TRIPLE-S MGMT CORP	CL B	896749108	11,766	618,599	SH		DFND	2,20,5,8	524,781	0	93,818
TRISTATE CAP HLDGS INC	COM	89678F100	11,238	715,318	SH		DFND	2,20,5,8	600,896	0	114,422
TRITON INTL LTD	CL A	G9078F107	37,259	1,232,116	SH		DFND	2,20,5,8	977,380	12,500	242,236
TRIUMPH BANCORP INC	COM	89679E300	19,777	814,863	SH		DFND	2,20,5,8	715,906	0	98,957
TRIUMPH GROUP INC NEW	COM	896818101	36,385	4,038,299	SH		DFND	2,20,5,8	3,805,580	202	232,517
ATLANTICUS HLDGS CORP	COM	04914Y102	538	52,050	SH		DFND	2,20	40,120	0	11,930
TRIVAGO N V	SPON ADS A SHS	89686D105	31	15,696	SH		DFND	2	15,696	0	0
TRONOX HOLDINGS PLC	SHS	G9087Q102	13,597	1,883,210	SH		DFND	2,20,5,8	1,476,704	1,600	404,906
TRUEBLUE INC	COM	89785X101	18,657	1,221,794	SH		DFND	2,20,5,6,8	1,025,773	1,702	194,319
TRUECAR INC	COM	89785L107	5,972	2,314,550	SH		DFND	2,20,5,8	1,894,441	0	420,109
TRUIST FINL CORP	COM	89832Q109	2,147,584	57,192,651	SH		DFND	10,12,13,19,2,20,5,6,8	50,110,264	679,101	6,403,286
TRUPANION INC	COM	898202106	25,179	589,818	SH		DFND	2,20,5,8	463,044	0	126,774
TRUSTCO BK CORP N Y	COM	898349105	20,224	3,160,997	SH		DFND	2,20,5,8	2,699,772	1,400	459,825
TRUSTMARK CORP	COM	898402102	60,212	2,455,632	SH		DFND	2,20,5,6,8	2,174,718	895	280,019
TSAKOS ENERGY NAVIGATION LTD	SHS	G9108L108	203	100,828	SH		DFND	2,20	100,828	0	0
TTEC HLDGS INC	COM	89854H102	26,057	559,646	SH		DFND	2,20,5,8	486,071	0	73,575
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	43,005	999,426	SH		DFND	2,20,5,8	898,412	0	101,014
TTM TECHNOLOGIES INC	COM	87305R109	41,235	3,476,834	SH		DFND	2,20,5,8	3,021,715	700	454,419
TUCOWS INC	COM NEW	898697206	10,479	182,822	SH		DFND	2,20,5,8	145,706	0	37,116
TUNIU CORP	SPONSORED ADS A	89977P106	123	99,652	SH		DFND	2	99,652	0	0
TUPPERWARE BRANDS CORP	COM	899896104	8,100	1,705,282	SH		DFND	13,2,20,5	1,512,346	0	192,936
TURKCELL ILETISIM HIZMETLERI	SPON ADR NEW	900111204	1,975	342,805	SH		DFND	2,20	342,805	0	0
TURNING POINT THERAPEUTICS I	COM	90041T108	74,043	1,146,356	SH		DFND	2,20,5,8	1,011,073	300	134,983
TURNING PT BRANDS INC	COM	90041L105	3,836	153,691	SH		DFND	2,20,5	128,875	0	24,816
TURTLE BEACH CORP	COM NEW	900450206	2,083	141,540	SH		DFND	2,20	111,440	0	30,100
TUTOR PERINI CORP	COM	901109108	10,167	834,707	SH		DFND	12,2,20,5,8	663,384	800	170,523
TWILIO INC	CL A	90138F102	569,683	2,596,313	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,169,640	56,291	370,382
ATLAS CORP	SHS	Y0436Q109	12,600	1,657,862	SH		DFND	13,2,20,5	1,077,043	1,300	579,519
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	42,963	13,835,000	PRN		DFND	2,5	13,835,000	0	0
TWIN RIV WORLDWIDE HLDGS INC	COM	90171V204	8,173	366,676	SH		DFND	2,20,5,8	285,445	0	81,231
TWIST BIOSCIENCE CORP	COM	90184D100	72,640	1,603,531	SH		DFND	2,20,5,8	1,476,456	0	127,075
TWITTER INC	COM	90184L102	1,069,715	35,908,521	SH		DFND	10,11,12,13,19,2,20,5,6,8	31,916,645	450,809	3,541,067
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	26,741	28,365,000	PRN		DFND	2,5	28,365,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	25,522	25,980,000	PRN		DFND	2,5	25,980,000	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	32,521	6,278,907	SH		DFND	13,2,20,5,8	4,972,684	2,027	1,304,196
TYLER TECHNOLOGIES INC	COM	902252105	590,956	1,703,631	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,475,599	27,091	200,941
TYME TECHNOLOGIES INC	COM	90238J103	1,152	866,041	SH		DFND	2,20	578,704	0	287,337
TYSON FOODS INC	CL A	902494103	832,897	13,949,032	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,932,823	313,670	1,702,539
ATLAS FINANCIAL HOLDINGS INC	SHS NEW	G06207115	12	18,350	SH		DFND	20	18,350	0	0
U S CONCRETE INC	COM NEW	90333L201	12,762	514,599	SH		DFND	2,20,5,8	448,482	0	66,117
U S PHYSICAL THERAPY INC	COM	90337L108	35,786	441,691	SH		DFND	2,20,5,8	387,683	300	53,708
U S SILICA HLDGS INC	COM	90346E103	8,760	2,426,593	SH		DFND	13,2,20,5	2,169,884	0	256,709
U S WELL SVCS INC	CL A	91274U101	5	11,000	SH		DFND	20	11,000	0	0
U.S. AUTO PARTS NETWORK INC	COM	90343C100	2,090	241,284	SH		DFND	2,20,5	192,969	0	48,315
UBER TECHNOLOGIES INC	COM	90353T100	710,544	22,861,787	SH		DFND	10,11,12,13,19,2,20,5,6,8	19,021,390	466,325	3,374,072
UBIQUITI INC	COM	90353W103	17,034	97,582	SH		DFND	19,2,20,5	89,175	0	8,407
UDR INC	COM	902653104	697,151	18,650,379	SH		DFND	10,11,12,13,19,2,20,5,6,8	15,259,014	258,642	3,132,723
UFP INDUSTRIES INC	COM	90278Q108	91,882	1,855,837	SH		DFND	2,20,5,8	1,594,809	651	260,377
UFP TECHNOLOGIES INC	COM	902673102	6,291	142,777	SH		DFND	2,20,5	119,551	0	23,226
ATLASSIAN CORP PLC	CL A	G06242104	246,231	1,365,900	SH		DFND	10,12,13,19,2,20,5,8	1,236,272	0	129,628
UGI CORP NEW	COM	902681105	469,356	14,606,953	SH		DFND	10,11,12,13,19,2,20,5,6,8	13,736,573	173,075	697,305
ULTA BEAUTY INC	COM	90384S303	492,104	2,419,151	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,080,731	79,103	259,317
ULTRA CLEAN HLDGS INC	COM	90385V107	29,513	1,304,147	SH		DFND	2,20,5,8	1,124,976	0	179,171
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	154,738	1,978,244	SH		DFND	13,19,2,20,5,8	1,715,267	900	262,077
ULTRALIFE CORP	COM	903899102	640	91,298	SH		DFND	2,20	70,298	0	21,000
ULTRAPAR PARTICIPACOES SA	SP ADR REP COM	90400P101	8,437	2,488,699	SH		DFND	10,13,19,2,20	2,125,343	299,660	63,696
UMB FINL CORP	COM	902788108	92,527	1,784,536	SH		DFND	12,13,2,20,5,6,8	1,569,273	308	214,955
UMH PPTYS INC	COM	903002103	11,469	886,998	SH		DFND	2,20,5,8	720,550	0	166,448
UMPQUA HLDGS CORP	COM	904214103	92,311	8,675,805	SH		DFND	12,13,2,20,5,6,8	8,195,543	2,162	478,100
UNDER ARMOUR INC	CL A	904311107	79,267	8,138,303	SH		DFND	10,12,13,19,2,20,5,6,8	5,515,338	4,320	2,618,645
ATMOS ENERGY CORP	COM	049560105	826,259	8,297,437	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,404,571	151,476	741,390
UNDER ARMOUR INC	CL C	904311206	56,079	6,343,822	SH		DFND	10,12,13,19,2,20,5,6,8	5,645,947	2,047	695,828
UNIFI INC	COM NEW	904677200	6,025	467,764	SH		DFND	2,20,5	410,835	0	56,929
UNIFIRST CORP MASS	COM	904708104	85,885	479,937	SH		DFND	2,20,5,8	409,877	143	69,917
UNILEVER N V	N Y SHS NEW	904784709	1,099	20,626	SH		DFND	1,20	20,626	0	0
UNILEVER PLC	SPON ADR NEW	904767704	1,869	34,048	SH		DFND	1,20	17,698	0	16,350
UNION PAC CORP	COM	907818108	4,915,919	29,076,234	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	24,254,690	747,022	4,074,522
UNIQURE NV	SHS	N90064101	5,236	116,194	SH		DFND	2,20,5,8	82,144	700	33,350
UNISYS CORP	COM NEW	909214306	21,472	1,968,108	SH		DFND	2,20,5,8	1,691,462	1,550	275,096
UNITED AIRLS HLDGS INC	COM	910047109	271,032	7,831,038	SH		DFND	10,12,13,19,2,20,5,6,8	7,106,134	1,702	723,202
UNITED BANKSHARES INC WEST V	COM	909907107	345,642	12,344,852	SH		DFND	13,2,20,5,6,8	11,769,155	1,845	573,852
ACADIA HEALTHCARE COMPANY IN	COM	00404A109	55,707	2,217,630	SH		DFND	13,2,20,5,6,8	2,030,227	1,700	185,703
ATN INTL INC	COM	00215F107	26,647	438,708	SH		DFND	2,20,5,6,8	388,815	0	49,893
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	63,896	3,148,616	SH		DFND	2,20,5,8	2,806,250	529	341,837
UNITED FIRE GROUP INC	COM	910340108	19,002	685,737	SH		DFND	2,20,5,8	586,812	0	98,925
UNITED INS HLDGS CORP	COM	910710102	5,218	667,222	SH		DFND	2,20,5,8	586,511	0	80,711
UNITED MICROELECTRONICS CORP	SPON ADR NEW	910873405	10,966	4,153,943	SH		DFND	2,20,5	3,972,418	0	181,525
UNITED NAT FOODS INC	COM	911163103	33,788	1,855,450	SH		DFND	2,20,5,8	1,584,250	256	270,944
UNITED PARCEL SERVICE INC	CL B	911312106	3,208,631	28,859,787	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	24,929,060	459,289	3,471,438
UNITED RENTALS INC	COM	911363109	623,889	4,186,052	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,701,580	80,510	403,962
UNITED SEC BANCSHARES CALIF	COM	911460103	1,449	216,528	SH		DFND	2,20	177,292	0	39,236
UNITED STATES ANTIMONY CORP	COM	911549103	12	24,057	SH		DFND	20	24,057	0	0
UNITED STATES CELLULAR CORP	COM	911684108	5,517	178,732	SH		DFND	2,20,5,8	154,009	0	24,723
ATOMERA INC	COM	04965B100	1,785	198,309	SH		DFND	2,20	165,311	0	32,998
UNITED STATES LIME & MINERAL	COM	911922102	3,728	44,148	SH		DFND	2,20,6	33,784	0	10,364
UNITED STATES STL CORP NEW	COM	912909108	63,323	8,770,550	SH		DFND	1,12,13,2,20,5,6,8	7,736,928	1,861	1,031,761
UNITED THERAPEUTICS CORP DEL	COM	91307C102	183,151	1,513,643	SH		DFND	12,13,2,20,5,6,8	1,418,126	457	95,060
UNITEDHEALTH GROUP INC	COM	91324P102	13,789,858	46,753,204	SH		DFND	10,11,12,13,19,2,20,5,6,8	35,407,310	991,375	10,354,519
UNITI GROUP INC	COM	91325V108	62,720	6,603,696	SH		DFND	12,13,2,20,5,8	5,558,770	3,741	1,041,185
UNITIL CORP	COM	913259107	17,031	379,996	SH		DFND	13,19,2,20,5,8	305,152	0	74,844
UNITY BANCORP INC	COM	913290102	1,959	136,986	SH		DFND	2,20	112,599	0	24,387
UNITY BIOTECHNOLOGY INC	COM	91381U101	5,001	576,128	SH		DFND	2,20,5	469,878	0	106,250
UNIVAR SOLUTIONS INC	COM	91336L107	59,823	3,548,217	SH		DFND	12,13,2,20,5,6,8	3,074,493	2,000	471,724
UNIVERSAL CORP VA	COM	913456109	51,836	1,219,373	SH		DFND	12,2,20,5,8	1,150,375	112	68,886
ATRECA INC	CL A COM	04965G109	7,651	359,524	SH		DFND	2,20,5,8	286,580	0	72,944
UNIVERSAL DISPLAY CORP	COM	91347P105	165,312	1,104,877	SH		DFND	13,19,2,20,5,6,8	1,006,162	410	98,305
UNIVERSAL ELECTRS INC	COM	913483103	21,755	464,660	SH		DFND	2,20,5,8	402,436	436	61,788
UNIVERSAL HEALTH RLTY INCM T	SH BEN INT	91359E105	54,455	685,060	SH		DFND	10,2,20,5,8	551,648	3,900	129,512
UNIVERSAL HLTH SVCS INC	CL B	913903100	340,080	3,661,100	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,189,421	83,831	387,848
UNIVERSAL INS HLDGS INC	COM	91359V107	17,788	1,002,165	SH		DFND	2,20,5,8	851,529	8,300	142,336
UNIVERSAL LOGISTICS HLDGS IN	COM	91388P105	2,532	145,704	SH		DFND	2,20	120,107	0	25,597
UNIVERSAL TECHNICAL INST INC	COM	913915104	2,233	321,307	SH		DFND	2,20,5	255,198	0	66,109
UNIVEST FINANCIAL CORPORATIO	COM	915271100	11,821	723,923	SH		DFND	2,20,5,8	593,459	0	130,464
UNUM GROUP	COM	91529Y106	155,077	9,347,606	SH		DFND	10,12,13,19,2,20,5,6,8	8,563,408	4,280	779,918
UPLAND SOFTWARE INC	COM	91544A109	19,287	554,853	SH		DFND	2,20,5,8	453,155	0	101,698
ATRICURE INC	COM	04963C209	44,597	992,142	SH		DFND	2,20,5,8	802,157	0	189,985
UPWORK INC	COM	91688F104	23,695	1,640,958	SH		DFND	2,20,5,8	1,264,054	0	376,904
URANIUM ENERGY CORP	COM	916896103	2,153	2,452,742	SH		DFND	2,20,5	1,685,066	0	767,676
URBAN EDGE PPTYS	COM	91704F104	71,898	6,057,140	SH		DFND	10,13,2,20,5,6,8	4,853,207	33,792	1,170,141
URBAN ONE INC	CL D NON VTG	91705J204	33	17,372	SH		DFND	20	17,372	0	0
URBAN OUTFITTERS INC	COM	917047102	42,301	2,779,325	SH		DFND	12,19,2,20,5,6,8	2,108,886	1,466	668,973
UROGEN PHARMA LTD	COM	M96088105	11,106	425,201	SH		DFND	2,20,5,8	348,041	300	76,860
URSTADT BIDDLE PPTYS INC	CL A	917286205	16,614	1,398,479	SH		DFND	10,2,20,5,8	1,105,911	8,300	284,268
US BANCORP DEL	COM NEW	902973304	2,177,479	58,477,385	SH		DFND	1,10,12,13,19,2,20,5,6,8	50,672,832	854,347	6,950,206
US ECOLOGY INC	COM	91734M103	29,640	874,867	SH		DFND	2,20,5,8	747,805	400	126,662
US FOODS HLDG CORP	COM	912008109	57,137	2,897,428	SH		DFND	12,13,2,20,5,8	2,402,706	1,900	492,822
ATRION CORP	COM	049904105	27,031	42,434	SH		DFND	2,20,5,6,8	36,362	0	6,072
US XPRESS ENTERPRISES INC	COM CL A	90338N202	2,201	366,813	SH		DFND	2,20	271,860	0	94,953
USANA HEALTH SCIENCES INC	COM	90328M107	29,429	400,783	SH		DFND	2,20,5,8	349,113	0	51,670
UTAH MED PRODS INC	COM	917488108	6,826	76,787	SH		DFND	2,20,5	63,902	0	12,885
UXIN LTD	ADS	91818X108	405	283,157	SH		DFND	2,20,5	283,157	0	0
V F CORP	COM	918204108	1,098,231	18,021,520	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,780,103	341,425	2,899,992
VAALCO ENERGY INC	COM NEW	91851C201	34	27,558	SH		DFND	20	27,558	0	0
VAIL RESORTS INC	COM	91879Q109	183,073	1,005,068	SH		DFND	10,11,12,13,19,2,20,5,6,8	705,082	20,950	279,036
VALARIS PLC	SHS CLASS A	G9402V109	2,059	3,158,432	SH		DFND	12,13,2,20,5	3,119,057	0	39,375
VALE S A	SPONSORED ADS	91912E105	160,166	15,030,685	SH		DFND	10,19,2,20,5,8	13,416,608	1,448,789	165,288
VALERO ENERGY CORP	COM	91913Y100	1,441,477	24,506,573	SH		DFND	10,11,12,13,19,2,20,5,6,8	21,616,218	335,139	2,555,216
AUBURN NATL BANCORP	COM	050473107	1,466	25,682	SH		DFND	2,20	20,382	0	5,300
VALLEY NATL BANCORP	COM	919794107	122,883	15,496,111	SH		DFND	2,20,5,6,8	13,748,134	6,253	1,741,724
VALMONT INDS INC	COM	920253101	61,992	543,422	SH		DFND	13,19,2,20,5,6,8	496,599	216	46,607
VALUE LINE INC	COM	920437100	336	12,449	SH		DFND	2,20	8,346	0	4,103
VALVOLINE INC	COM	92047W101	86,279	4,463,479	SH		DFND	13,2,20,5,6,8	4,039,552	1,813	422,114
VANDA PHARMACEUTICALS INC	COM	921659108	42,083	3,678,612	SH		DFND	2,20,5,8	3,430,459	0	248,153
VANECK VECTORS ETF TR	AGRIBUSINESS ETF	92189F700	547	9,100	SH		DFND	10	0	0	9,100
VANGUARD BD INDEX FDS	TOTAL BND MRKT	921937835	379,066	4,290,984	SH		DFND	1,12,2	4,290,984	0	0
VANGUARD CHARLOTTE FDS	INTL BD IDX ETF	92203J407	22,995	398,319	SH		DFND	12	398,319	0	0
VANGUARD INDEX FDS	REAL ESTATE ETF	922908553	86,069	1,096,004	SH		DFND	1,10,2,20	1,053,104	42,900	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	5,270	18,592	SH		DFND	1	18,592	0	0
AUDIOCODES LTD	ORD	M15342104	546	17,170	SH		DFND	2,20	17,170	0	0
VANGUARD INDEX FDS	TOTAL STK MKT	922908769	11,259	71,930	SH		DFND	1	71,930	0	0
VANGUARD INDEX FDS	VALUE ETF	922908744	32,149	322,815	SH		DFND	20	322,815	0	0
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	922042858	30,953	781,440	SH		DFND	1,20	768,938	9,700	2,802
VANGUARD INTL EQUITY INDEX F	FTSE EUROPE ETF	922042874	92,777	1,843,366	SH		DFND	2,20	1,551,987	0	291,379
VANGUARD INTL EQUITY INDEX F	TT WRLD ST ETF	922042742	1,006	13,449	SH		DFND	1	13,449	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	72,306	759,991	SH		DFND	1,20	759,991	0	0
VANGUARD SCOTTSDALE FDS	INTER TERM TREAS	92206C706	479,876	6,800,000	SH		DFND	2	6,800,000	0	0
VANGUARD SCOTTSDALE FDS	LG-TERM COR BD	92206C813	30,831	290,062	SH		DFND	12,2	290,062	0	0
VANGUARD SCOTTSDALE FDS	SHORT TERM TREAS	92206C102	466,500	7,500,000	SH		DFND	2	7,500,000	0	0
VANGUARD TAX-MANAGED FDS	FTSE DEV MKT ETF	921943858	8,057	207,703	SH		DFND	1,20	49,477	119,098	39,128
AURORA MOBILE LTD	ADS	051857100	21	13,368	SH		DFND	2	13,368	0	0
VAPOTHERM INC	COM	922107107	13,604	331,889	SH		DFND	2,20,5,8	272,503	0	59,386
VAREX IMAGING CORP	COM	92214X106	25,420	1,677,887	SH		DFND	13,2,20,5,8	1,496,698	1,161	180,028
VARIAN MED SYS INC	COM	92220P105	518,113	4,228,806	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,517,430	160,617	550,759
VARONIS SYS INC	COM	922280102	61,758	697,983	SH		DFND	2,20,5,8	554,447	600	142,936
VAXART INC	COM NEW	92243A200	6,907	780,422	SH		DFND	2,20,6	662,591	0	117,831
VBI VACCINES INC	COM NEW	91822J103	9,148	2,950,823	SH		DFND	2,20,5	2,379,920	0	570,903
VECTOR GROUP LTD	COM	92240M108	37,818	3,759,266	SH		DFND	2,20,5	3,397,507	1,706	360,053
VECTRUS INC	COM	92242T101	28,312	576,264	SH		DFND	2,20,5,8	522,423	0	53,841
VEDANTA LTD	SPONSORED ADR	92242Y100	20,435	3,642,515	SH		DFND	12,13,2,20,5,8	1,920,617	0	1,721,898
VEECO INSTRS INC DEL	COM	922417100	20,066	1,487,496	SH		DFND	2,20,5,8	1,271,423	1,747	214,326
AUTODESK INC	COM	052769106	2,114,099	8,838,576	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,628,707	110,619	1,099,250
VEEVA SYS INC	CL A COM	922475108	665,138	2,837,378	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,299,470	121,644	416,264
VENATOR MATLS PLC	SHS	G9329Z100	67	37,500	SH		DFND	20	37,500	0	0
VENTAS INC	COM	92276F100	906,769	24,464,531	SH		DFND	10,11,12,13,19,2,20,5,6,8	20,005,829	332,600	4,126,102
VENUS CONCEPT INC	COM	92332W105	583	166,989	SH		DFND	2,20	124,144	0	42,845
VEON LTD	SPONSORED ADR	91822M106	11,886	6,601,430	SH		DFND	13,2,20,5,8	4,374,230	0	2,227,200
VEONEER INC	COM	92336X109	5,808	543,341	SH		DFND	13,2,20,5,8	461,071	1,000	81,270
VERA BRADLEY INC	COM	92335C106	3,127	704,293	SH		DFND	2,20,5	621,753	0	82,540
VERACYTE INC	COM	92337F107	57,495	2,219,884	SH		DFND	2,20,5,8	1,996,662	0	223,222
VERASTEM INC	COM	92337C104	3,672	2,134,765	SH		DFND	2,20,5,8	1,626,392	0	508,373
VEREIT INC	COM	92339V100	328,408	50,476,697	SH		DFND	10,11,12,13,19,2,20,5,6,8	37,944,736	942,848	11,589,113
AUTOHOME INC	SP ADR RP CL A	05278C107	100,647	1,333,075	SH		DFND	10,11,12,13,19,2,20,5,8	1,058,165	32,600	242,310
VEREIT INC	NOTE 3.750%12/1	02917TAB0	6,293	6,340,000	PRN		DFND	2	6,340,000	0	0
VERICEL CORP	COM	92346J108	39,596	2,865,097	SH		DFND	2,20,5,8	2,655,886	0	209,211
VERICITY INC	COM	92347D100	215	20,200	SH		DFND	2,20	16,900	0	3,300
VERINT SYS INC	COM	92343X100	65,074	1,440,319	SH		DFND	19,2,20,5,8	1,142,366	500	297,453
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	9,860	9,885,000	PRN		DFND	2,5	9,885,000	0	0
VERISIGN INC	COM	92343E102	883,859	4,273,362	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	3,698,685	64,774	509,903
VERISK ANALYTICS INC	COM	92345Y106	1,175,674	6,907,603	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,718,456	98,735	1,090,412
VERITEX HLDGS INC	COM	923451108	32,944	1,861,264	SH		DFND	2,20,5,8	1,559,122	0	302,142
VERITIV CORP	COM	923454102	6,899	406,807	SH		DFND	2,20,5	360,648	0	46,159
VERITONE INC	COM	92347M100	5,558	374,031	SH		DFND	2,20,5	307,105	0	66,926
ACADIA PHARMACEUTICALS INC	COM	004225108	124,459	2,567,744	SH		DFND	13,19,2,20,5,8	2,305,225	2,700	259,819
AUTOLIV INC	COM	052800109	68,141	1,056,289	SH		DFND	10,11,12,13,19,2,20,5,6,8	780,687	58,330	217,272
VERIZON COMMUNICATIONS INC	COM	92343V104	9,245,657	167,706,459	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	137,320,496	2,981,670	27,404,293
VERRA MOBILITY CORP	COM	92511U102	30,864	3,002,311	SH		DFND	2,20,5,8	2,395,496	0	606,815
VERRICA PHARMACEUTICALS INC	COM	92511W108	2,604	236,495	SH		DFND	2,20	192,640	0	43,855
VERSO CORP	CL A	92531L207	8,288	693,011	SH		DFND	2,20,5,8	533,678	0	159,333
VERTEX PHARMACEUTICALS INC	COM	92532F100	3,387,408	11,668,245	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,172,211	170,550	1,325,484
VERTIV HOLDINGS CO	COM CL A	92537N108	26,850	1,980,076	SH		DFND	2,20,5,8	1,696,853	0	283,223
VERU INC	COM	92536C103	1,777	532,174	SH		DFND	2,20	417,888	0	114,286
VIACOMCBS INC	CL A	92556H107	1,077	41,714	SH		DFND	2,20	23,348	0	18,366
VIACOMCBS INC	CL B	92556H206	761,348	32,308,282	SH		DFND	10,11,12,13,19,2,20,5,6,8	23,735,834	329,599	8,242,849
VIAD CORP	COM NEW	92552R406	12,459	655,044	SH		DFND	2,20,5,8	572,099	478	82,467
AUTOLUS THERAPEUTICS PLC	SPON ADS	05280R100	181	11,268	SH		DFND	2	11,268	0	0
VIASAT INC	COM	92552V100	55,146	1,437,228	SH		DFND	12,13,19,2,20,5,6,8	1,293,727	727	142,774
VIAVI SOLUTIONS INC	COM	925550105	95,323	7,482,152	SH		DFND	19,2,20,5,8	6,221,202	1,657	1,259,293
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	12,915	11,185,000	PRN		DFND	2,5	11,185,000	0	0
VICI PPTYS INC	COM	925652109	301,166	14,702,359	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,013,805	408,087	2,280,467
VICOR CORP	COM	925815102	40,122	557,636	SH		DFND	2,20,5,8	472,593	0	85,043
VICTORY CAP HLDGS INC	COM CL A	92645B103	545	31,676	SH		DFND	20,5,8	20,166	0	11,510
VIELA BIO INC	COM	926613100	27,466	634,026	SH		DFND	2,20,5	561,518	0	72,508
VIEMED HEALTHCARE INC	COM	92663R105	3,972	413,734	SH		DFND	2,20,5	313,710	0	100,024
VIEWRAY INC	COM	92672L107	4,662	2,081,034	SH		DFND	2,20,5,8	1,662,852	0	418,182
VIKING THERAPEUTICS INC	COM	92686J106	30,835	4,276,762	SH		DFND	2,20,5,8	3,987,078	0	289,684
AUTOMATIC DATA PROCESSING IN	COM	053015103	2,836,949	18,939,672	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	16,249,875	515,163	2,174,634
VILLAGE SUPER MKT INC	CL A NEW	927107409	7,592	273,894	SH		DFND	2,20,5,6,8	234,091	0	39,803
VIPER ENERGY PARTNERS LP	COM UNT RP INT	92763M105	1,076	103,833	SH		DFND	20,5	88,909	0	14,924
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	205,563	10,324,617	SH		DFND	10,11,12,13,19,2,20,5,8	7,888,914	329,700	2,106,003
VIR BIOTECHNOLOGY INC	COM	92764N102	34,224	835,344	SH		DFND	2,20,5	663,027	0	172,317
VIRGIN GALACTIC HOLDINGS INC	COM	92766K106	71,544	4,378,478	SH		DFND	2,20,5,8	4,298,346	0	80,132
VIRNETX HLDG CORP	COM	92823T108	11,026	1,696,329	SH		DFND	2,20,5,8	1,461,186	0	235,143
VIRTU FINL INC	CL A	928254101	16,851	714,014	SH		DFND	2,20,5,8	587,026	0	126,988
VIRTUS INVT PARTNERS INC	COM	92828Q109	28,154	242,101	SH		DFND	10,2,20,5,8	200,077	8,479	33,545
VIRTUSA CORP	COM	92827P102	35,346	1,088,565	SH		DFND	2,20,5,8	956,469	700	131,396
VISA INC	COM CL A	92826C839	14,901,242	77,140,560	SH		DFND	10,11,12,13,19,2,20,5,6,8	61,121,322	1,907,120	14,112,118
AUTONATION INC	COM	05329W102	57,466	1,529,155	SH		DFND	10,12,13,2,20,5,6,8	1,383,797	15,598	129,760
VISHAY INTERTECHNOLOGY INC	COM	928298108	66,852	4,377,983	SH		DFND	19,2,20,5,6,8	3,767,300	789	609,894
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	14,057	15,020,000	PRN		DFND	2,5	15,020,000	0	0
VISHAY PRECISION GROUP INC	COM	92835K103	7,389	300,591	SH		DFND	2,20,5,8	247,552	0	53,039
VISTA OUTDOOR INC	COM	928377100	26,238	1,815,748	SH		DFND	2,20,5	1,634,841	2,386	178,521
VISTEON CORP	COM NEW	92839U206	71,875	1,049,270	SH		DFND	12,13,2,20,5,6,8	914,379	459	134,432
VISTRA ENERGY CORP	COM	92840M102	176,273	9,466,857	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,202,655	221,980	1,042,222
VIVINT SMART HOME INC	COM CL A	928542109	21,602	1,246,495	SH		DFND	2,20,5	989,692	0	256,803
VIVINT SOLAR INC	COM	92854Q106	13,782	1,392,118	SH		DFND	2,20,5,8	1,196,354	0	195,764
VMWARE INC	CL A COM	928563402	298,967	1,930,561	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,428,442	49,949	452,170
VOCERA COMMUNICATIONS INC	COM	92857F107	14,164	668,133	SH		DFND	2,20,5,8	536,759	0	131,374
AUTOZONE INC	COM	053332102	1,197,243	1,061,273	SH		DFND	10,11,12,13,19,2,20,5,6,8	898,473	17,150	145,650
VODAFONE GROUP PLC NEW	SPONSORED ADR	92857W308	2,459	150,729	SH		DFND	1,2,20	150,729	0	0
VOLITIONRX LTD	COM	928661107	917	235,661	SH		DFND	2,20	180,880	0	54,781
VONAGE HLDGS CORP	COM	92886T201	81,350	8,086,486	SH		DFND	2,20,5,8	7,038,075	4,300	1,044,111
VORNADO RLTY TR	SH BEN INT	929042109	440,194	11,520,386	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,399,922	215,426	1,905,038
VOXX INTL CORP	CL A	91829F104	1,304	225,629	SH		DFND	2,20	180,829	0	44,800
VOYA FINANCIAL INC	COM	929089100	174,127	3,732,629	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,778,242	142,063	812,324
VOYAGER THERAPEUTICS INC	COM	92915B106	16,177	1,281,866	SH		DFND	2,20,5,8	1,175,836	0	106,030
VSE CORP	COM	918284100	5,207	165,869	SH		DFND	2,20,5	132,570	0	33,299
VTV THERAPEUTICS INC	CL A	918385105	397	176,407	SH		DFND	2,20	157,965	0	18,442
VULCAN MATLS CO	COM	929160109	647,113	5,585,786	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,796,311	79,984	709,491
AVADEL PHARMACEUTICALS PLC	SPONSORED ADR	05337M104	150	18,542	SH		DFND	2	18,542	0	0
VUZIX CORP	COM NEW	92921W300	50	21,000	SH		DFND	20	21,000	0	0
W & T OFFSHORE INC	COM	92922P106	4,509	1,977,680	SH		DFND	2,20,5	1,601,081	0	376,599
WABASH NATL CORP	COM	929566107	20,370	1,918,079	SH		DFND	2,20,5,8	1,666,781	2,200	249,098
WABTEC	COM	929740108	416,899	7,241,594	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	6,280,210	91,446	869,938
WADDELL & REED FINL INC	CL A	930059100	36,833	2,374,810	SH		DFND	2,20,5,8	2,075,105	2,643	297,062
WAITR HLDGS INC	COM	930752100	2,788	1,060,250	SH		DFND	2,20,5	842,105	0	218,145
WALGREENS BOOTS ALLIANCE INC	COM	931427108	1,921,502	45,329,142	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	34,967,016	807,938	9,554,188
WALKER & DUNLOP INC	COM	93148P102	44,568	877,145	SH		DFND	2,20,5,8	751,861	0	125,284
WALMART INC	COM	931142103	8,356,014	69,761,343	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	56,275,903	1,392,835	12,092,605
WARNER MUSIC GROUP CORP	COM CL A	934550203	1,224	41,500	SH		DFND	20	41,500	0	0
AVALARA INC	COM	05338G106	188,416	1,415,704	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,197,349	35,924	182,431
WARRIOR MET COAL INC	COM	93627C101	43,617	2,834,105	SH		DFND	2,20,5,8	2,604,000	0	230,105
WASHINGTON FED INC	COM	938824109	75,536	2,814,325	SH		DFND	2,20,5,6,8	2,448,170	1,029	365,126
WASHINGTON PRIME GROUP NEW	COM	93964W108	3,605	4,287,334	SH		DFND	13,2,20,5,8	4,137,284	0	150,050
WASHINGTON REAL ESTATE INVT	SH BEN INT	939653101	99,327	4,413,040	SH		DFND	10,12,13,19,2,20,5,8	3,507,140	23,187	882,713
WASHINGTON TR BANCORP	COM	940610108	12,290	369,527	SH		DFND	13,2,20,5,8	282,952	0	86,575
WASTE CONNECTIONS INC	COM	94106B101	271,969	2,899,768	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,153,927	154,882	590,959
WASTE MGMT INC DEL	COM	94106L109	2,159,630	20,391,177	SH		DFND	10,11,12,13,19,2,20,5,6,8	15,504,930	2,435,382	2,450,865
WATERS CORP	COM	941848103	508,002	2,815,976	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,412,791	73,980	329,205
WATERSTONE FINL INC MD	COM	94188P101	10,077	679,475	SH		DFND	2,20,5,6,8	565,929	0	113,546
WATFORD HOLDINGS LTD	SHS	G94787101	5,946	356,245	SH		DFND	2,20,5,8	283,151	0	73,094
AVALON GLOBOCARE CORP	COM	05344R104	439	231,272	SH		DFND	2,20	148,365	0	82,907
WATSCO INC	COM	942622200	143,976	810,220	SH		DFND	13,19,2,20,5,6,8	737,562	487	72,171
WATTS WATER TECHNOLOGIES INC	CL A	942749102	68,769	849,006	SH		DFND	2,20,5,8	717,869	144	130,993
WAVE LIFE SCIENCES LTD	SHS	Y95308105	4,883	469,081	SH		DFND	2,20,5,8	373,593	0	95,488
WAYFAIR INC	CL A	94419L101	263,131	1,331,567	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,101,567	31,041	198,959
WAYFAIR INC	NOTE 0.375% 9/0	94419LAB7	22,028	11,544,000	PRN		DFND	2,5	11,544,000	0	0
WAYFAIR INC	NOTE 1.125%11/0	94419LAD3	25,895	14,474,000	PRN		DFND	2,5	14,474,000	0	0
WD-40 CO	COM	929236107	88,217	444,865	SH		DFND	2,20,5,6,8	379,233	235	65,397
WEBSTER FINL CORP CONN	COM	947890109	90,878	3,176,442	SH		DFND	10,13,2,20,5,6,8	2,988,452	5,374	182,616
WEC ENERGY GROUP INC	COM	92939U106	1,533,053	17,490,621	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,938,035	218,262	2,334,324
WEIBO CORP	NOTE 1.250%11/1	948596AC5	21,774	23,319,000	PRN		DFND	2,5	23,319,000	0	0
AVALONBAY CMNTYS INC	COM	053484101	1,407,844	9,012,296	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,328,942	124,249	1,559,105
WEIBO CORP	SPONSORED ADR	948596101	45,179	1,344,599	SH		DFND	10,11,12,13,19,2,20,5,8	1,078,023	30,330	236,246
WEINGARTEN RLTY INVS	SH BEN INT	948741103	106,909	5,647,600	SH		DFND	10,13,2,20,5,6,8	4,682,623	42,244	922,733
WEIS MKTS INC	COM	948849104	15,308	305,433	SH		DFND	2,20,5,6,8	254,595	370	50,468
WELBILT INC	COM	949090104	16,340	2,683,080	SH		DFND	2,20,5,8	2,122,647	886	559,547
WELLS FARGO CO NEW	COM	949746101	4,075,428	159,196,393	SH		DFND	1,10,12,13,19,2,20,5,6,8	138,662,723	2,556,645	17,977,025
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	100,171	76,522	SH		DFND	2	76,522	0	0
WELLTOWER INC	COM	95040Q104	1,368,301	26,440,590	SH		DFND	10,11,12,13,19,2,20,5,6,8	21,603,369	365,006	4,472,215
WENDYS CO	COM	95058W100	96,346	4,423,584	SH		DFND	2,20,5,6,8	3,997,562	2,941	423,081
WERNER ENTERPRISES INC	COM	950755108	87,121	2,001,401	SH		DFND	2,20,5,6,8	1,731,580	242	269,579
WESBANCO INC	COM	950810101	31,487	1,528,113	SH		DFND	2,20,5,8	1,247,831	137	280,145
AVANGRID INC	COM	05351W103	35,755	841,349	SH		DFND	10,12,13,19,2,20,5,8	708,512	0	132,837
WESCO INTL INC	COM	95082P105	37,675	1,073,053	SH		DFND	12,2,20,5,8	858,951	491	213,611
WEST BANCORPORATION INC	CAP STK	95123P106	6,569	375,592	SH		DFND	13,2,20,5	282,312	0	93,280
WEST PHARMACEUTICAL SVSC INC	COM	955306105	789,428	3,475,054	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,938,991	110,006	426,057
WESTAMERICA BANCORPORATION	COM	957090103	54,765	953,760	SH		DFND	2,20,5,8	837,326	10	116,424
WESTERN ALLIANCE BANCORP	COM	957638109	93,572	2,470,876	SH		DFND	13,2,20,5,8	2,261,676	1,500	207,700
WESTERN ASSET MTG CAP CORP	COM	95790D105	3,417	1,246,949	SH		DFND	2,20,5	1,045,646	0	201,303
WESTERN DIGITAL CORP.	COM	958102105	552,422	12,512,399	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,785,676	205,832	1,520,891
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	25,655	27,048,000	PRN		DFND	2,5	27,048,000	0	0
WESTERN NEW ENG BANCORP INC	COM	958892101	3,159	545,513	SH		DFND	2,20,5,6	467,031	0	78,482
WESTERN UN CO	COM	959802109	504,073	23,315,129	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	18,219,980	765,906	4,329,243
ACADIA RLTY TR	COM SH BEN INT	004239109	59,018	4,546,812	SH		DFND	10,2,20,5,8	3,683,124	24,356	839,332
AVANOS MED INC	COM	05350V106	52,628	1,790,673	SH		DFND	1,19,2,20,5,6,8	1,552,384	257	238,032
WESTLAKE CHEM CORP	COM	960413102	26,259	489,444	SH		DFND	10,12,13,19,2,20,5,8	403,545	500	85,399
WESTPAC BANKING CORP	SPONSORED ADR	961214301	437	34,942	SH		DFND	20	34,942	0	0
WESTROCK CO	COM	96145D105	366,310	12,962,136	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,426,916	265,564	1,269,656
WESTWOOD HLDGS GROUP INC	COM	961765104	2,435	154,590	SH		DFND	2,20,5	126,408	0	28,182
WEX INC	COM	96208T104	170,764	1,034,872	SH		DFND	13,2,20,5,6,8	944,215	427	90,230
WEYCO GROUP INC	COM	962149100	2,785	129,007	SH		DFND	2,20	105,677	0	23,330
WEYERHAEUSER CO MTN BE	COM NEW	962166104	692,018	30,811,117	SH		DFND	10,11,12,13,19,2,20,5,6,8	26,835,113	364,346	3,611,658
WHIRLPOOL CORP	COM	963320106	404,645	3,123,945	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,680,548	84,618	358,779
WHITE MTNS INS GROUP LTD	COM	G9618E107	51,360	57,840	SH		DFND	13,19,2,20,5,6,8	47,483	51	10,306
WHITESTONE REIT	COM	966084204	10,709	1,472,999	SH		DFND	2,20,5,8	1,289,683	0	183,316
AVANTOR INC	COM	05352A100	128,477	7,557,488	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,354,428	202,141	1,000,919
WHITING PETE CORP NEW	COM NEW	966387409	1,312	1,160,794	SH		DFND	12,2,20,5	866,442	0	294,352
WIDEOPENWEST INC	COM	96758W101	4,338	823,168	SH		DFND	2,20,5,8	631,525	0	191,643
WIDEPOINT CORP	COM	967590100	17	24,908	SH		DFND	20	24,908	0	0
WILEY JOHN & SONS INC	CL A	968223206	163,246	4,185,803	SH		DFND	19,2,20,5,6,8	4,075,209	435	110,159
WILLDAN GROUP INC	COM	96924N100	5,011	200,367	SH		DFND	2,20,5,8	158,072	0	42,295
WILLIAMS COS INC	COM	969457100	1,303,516	68,533,985	SH		DFND	10,11,12,13,19,2,20,5,6,8	60,121,666	762,829	7,649,490
WILLIAMS SONOMA INC	COM	969904101	196,180	2,392,150	SH		DFND	10,12,13,19,2,20,5,6,8	2,196,222	12,176	183,752
WILLIS LEASE FINANCE CORP	COM	970646105	1,296	53,364	SH		DFND	2,20	41,568	0	11,796
WILLIS TOWERS WATSON PLC LTD	SHS	G96629103	1,091,022	5,520,682	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,814,793	90,016	615,873
WILLSCOT CORP	COM	971375126	13,940	1,134,235	SH		DFND	2,20,5,8	889,733	0	244,502
AVAYA HLDGS CORP	COM	05351X101	33,741	2,729,876	SH		DFND	12,2,20,5,8	2,272,562	400	456,914
WINGSTOP INC	COM	974155103	125,754	904,899	SH		DFND	2,20,5,8	767,741	200	136,958
WINMARK CORP	COM	974250102	9,405	54,920	SH		DFND	2,20,5,6,8	41,203	0	13,717
WINNEBAGO INDS INC	COM	974637100	67,311	1,008,737	SH		DFND	2,20,5,8	866,358	0	142,379
WINTRUST FINL CORP	COM	97650W108	91,407	2,095,521	SH		DFND	13,2,20,5,6,8	1,964,628	539	130,354
WIPRO LTD	SPON ADR 1 SH	97651M109	46,447	14,032,250	SH		DFND	12,13,19,2,20,5,8	9,461,779	0	4,570,471
WISDOMTREE INVTS INC	COM	97717P104	14,987	4,319,107	SH		DFND	2,20,5,8	3,750,901	3,600	564,606
WIX COM LTD	NOTE 7/0	92940WAB5	19,632	10,595,000	PRN		DFND	2,5	10,595,000	0	0
WIX COM LTD	SHS	M98068105	253,394	988,970	SH		DFND	10,12,13,19,2,20,5,6,8	740,063	23,700	225,207
WNS HLDGS LTD	SPON ADR	92932M101	2,200	40,017	SH		DFND	19,2,20	40,017	0	0
WOLVERINE WORLD WIDE INC	COM	978097103	65,126	2,723,794	SH		DFND	2,20,5,8	2,302,674	828	420,292
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	7,242	8,833,000	PRN		DFND	2,5	8,833,000	0	0
WOODWARD INC	COM	980745103	102,301	1,319,164	SH		DFND	13,19,2,20,5,6,8	1,194,601	449	124,114
WORKDAY INC	CL A	98138H101	673,519	3,594,786	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,976,144	82,189	536,453
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	39,534	28,648,000	PRN		DFND	2,5	28,648,000	0	0
WORKHORSE GROUP INC	COM NEW	98138J206	29,203	1,679,314	SH		DFND	2,20,5	1,501,114	0	178,200
WORKIVA INC	COM CL A	98139A105	43,832	819,448	SH		DFND	2,20,5,8	652,043	500	166,905
WORLD ACCEP CORP DEL	COM	981419104	11,464	174,975	SH		DFND	2,20,5,8	148,256	0	26,719
WORLD FUEL SVCS CORP	COM	981475106	70,983	2,744,766	SH		DFND	12,13,2,20,5,6,8	2,451,666	246	292,854
WORLD WRESTLING ENTMT INC	CL A	98156Q108	46,832	1,077,835	SH		DFND	2,20,5,6,8	965,502	6,700	105,633
WORTHINGTON INDS INC	COM	981811102	64,520	1,729,751	SH		DFND	19,2,20,5,6,8	1,558,432	200	171,119
WP CAREY INC	COM	92936U109	518,309	7,546,626	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,863,940	149,714	1,532,972
AVENUE THERAPEUTICS INC	COM NEW	05360L205	721	66,944	SH		DFND	2,20	51,235	0	15,709
WPX ENERGY INC	COM	98212B103	131,977	20,686,073	SH		DFND	12,13,2,20,5,6	20,096,671	6,336	583,066
WRAP TECHNOLOGIES INC	COM	98212N107	1,758	167,713	SH		DFND	2,20	132,639	0	35,074
WRIGHT MED GROUP N V	NOTE 2.250%11/1	98236JAB4	14,059	9,938,000	PRN		DFND	2,5	9,938,000	0	0
WRIGHT MED GROUP N V	ORD SHS	N96617118	89,244	3,002,829	SH		DFND	13,2,20,5,6,8	2,414,903	1,154	586,772
WSFS FINL CORP	COM	929328102	37,603	1,310,217	SH		DFND	2,20,5,8	1,035,392	662	274,163
WW INTL INC	COM	98262P101	37,933	1,494,599	SH		DFND	13,2,20,5,6,8	1,282,316	336	211,947
WYNDHAM DESTINATIONS INC	COM	98310W108	62,424	2,215,195	SH		DFND	13,2,20,5,6,8	2,006,358	4,995	203,842
WYNDHAM HOTELS & RESORTS INC	COM	98311A105	102,544	2,406,017	SH		DFND	12,13,19,2,20,5,6,8	2,168,424	1,795	235,798
WYNN RESORTS LTD	COM	983134107	295,180	3,962,675	SH		DFND	10,12,13,19,2,20,5,6,8	3,433,210	57,637	471,828
X FINANCIAL	SPONSORED ADS	98372W103	14	15,041	SH		DFND	2	15,041	0	0
AVEO PHARMACEUTICALS INC	COM NEW	053588307	677	131,510	SH		DFND	2,20	99,709	0	31,801
X4 PHARMACEUTICALS INC	COM	98420X103	3,917	420,286	SH		DFND	2,20	370,404	0	49,882
XBIOTECH INC	COM	98400H102	3,773	275,230	SH		DFND	2,20,5,8	222,977	0	52,253
XCEL ENERGY INC	COM	98389B100	1,776,257	28,221,540	SH		DFND	10,11,12,13,19,2,20,5,6,8	24,759,187	362,107	3,100,246
XENCOR INC	COM	98401F105	89,476	2,762,461	SH		DFND	2,20,5,8	2,523,526	1,200	237,735
XENIA HOTELS & RESORTS INC	COM	984017103	53,309	5,713,711	SH		DFND	10,12,13,2,20,5,8	4,962,110	32,412	719,189
XENON PHARMACEUTICALS INC	COM	98420N105	1,087	86,664	SH		DFND	2,20,8	84,964	0	1,700
XERIS PHARMACEUTICALS INC	COM	98422L107	1,648	619,398	SH		DFND	2,20,5	498,663	0	120,735
XEROX HOLDINGS CORP	COM NEW	98421M106	97,413	6,269,302	SH		DFND	1,10,12,13,19,2,20,5,6,8	5,455,973	3,776	809,553
XILINX INC	COM	983919101	1,019,843	10,365,307	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,929,591	257,295	1,178,421
XOMA CORP DEL	COM NEW	98419J206	1,295	65,551	SH		DFND	2,20	51,545	0	14,006
AVERY DENNISON CORP	COM	053611109	443,010	3,882,991	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,132,970	96,083	653,938
XPEL INC	COM	98379L100	2,690	172,007	SH		DFND	2,20,5	130,139	0	41,868
XPERI HOLDING CORP	COM	98390M103	53,861	3,649,091	SH		DFND	2,20,5,8	3,159,465	866	488,760
XPO LOGISTICS INC	COM	983793100	238,322	3,085,075	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,663,242	94,438	327,395
XUNLEI LTD	SPONSORED ADR	98419E108	848	243,543	SH		DFND	2	243,543	0	0
XYLEM INC	COM	98419M100	507,475	7,812,110	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,742,983	108,216	960,911
Y-MABS THERAPEUTICS INC	COM	984241109	41,281	955,589	SH		DFND	2,20,5,8	828,498	0	127,091
YANDEX N V	SHS CLASS A	N97284108	29,004	579,843	SH		DFND	10,12,19,2,20,5,8	549,849	0	29,994
YATRA ONLINE INC	ORD SHS	G98338109	94	137,967	SH		DFND	20	137,967	0	0
YELP INC	CL A	985817105	55,158	2,384,688	SH		DFND	13,19,2,20,5,6,8	2,085,790	600	298,298
YETI HLDGS INC	COM	98585X104	91,581	2,143,247	SH		DFND	2,20,5,8	1,814,377	0	328,870
AVID BIOSERVICES INC	COM	05368M106	6,947	1,058,202	SH		DFND	2,20,5	858,366	0	199,836
YEXT INC	COM	98585N106	36,560	2,201,065	SH		DFND	2,20,5,8	1,784,377	0	416,688
YINTECH INVT HLDGS LTD	SPONSORED ADR	98585M108	314	52,037	SH		DFND	2,20	45,225	0	6,812
YIREN DIGITAL LTD	SPONSORED ADS	98585L100	43	10,368	SH		DFND	2	10,368	0	0
YORK WTR CO	COM	987184108	13,280	275,861	SH		DFND	2,20,5,8	222,016	0	53,845
YOUNGEVITY INTL INC	COM NEW	987537206	17	12,100	SH		DFND	20	12,100	0	0
YPF SOCIEDAD ANONIMA	SPON ADR CL D	984245100	36,116	6,281,083	SH		DFND	10,12,13,19,2,20,5,8	2,103,062	466,500	3,711,521
YRC WORLDWIDE INC	COM PAR $.01	984249607	46	24,899	SH		DFND	20	24,899	0	0
YUM BRANDS INC	COM	988498101	1,174,367	13,512,455	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,389,877	205,525	1,917,053
YUM CHINA HLDGS INC	COM	98850P109	568,919	11,835,220	SH		DFND	10,11,12,13,19,2,20,5,8	9,630,066	225,171	1,979,983
YY INC	ADS REPSTG COM A	46591M109	109,996	1,242,189	SH		DFND	10,11,12,13,19,2,20,5,8	976,561	43,900	221,728
AVID TECHNOLOGY INC	COM	05367P100	3,854	530,147	SH		DFND	2,20,5	417,654	0	112,493
YY INC	NOTE 0.750% 6/1	98426TAD8	13,697	12,390,000	PRN		DFND	2,5	12,390,000	0	0
YY INC	NOTE 1.375% 6/1	98426TAF3	15,406	14,085,000	PRN		DFND	2,5	14,085,000	0	0
ZAGG INC	COM	98884U108	72	22,925	SH		DFND	20	22,912	0	13
ZAI LAB LTD	ADR	98887Q104	72,598	883,945	SH		DFND	10,11,12,13,19,2,20,5,8	657,089	21,100	205,756
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	544,316	2,126,650	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,845,016	32,771	248,863
ZENDESK INC	COM	98936J101	126,699	1,431,141	SH		DFND	13,19,2,20,5,8	1,164,035	1,300	265,806
ZENTALIS PHARMACEUTICALS INC	COM	98943L107	6,592	137,270	SH		DFND	2,20,5	107,874	0	29,396
ZILLOW GROUP INC	CL A	98954M101	34,824	605,847	SH		DFND	12,13,19,2,20,5	519,765	0	86,082
ZILLOW GROUP INC	CL C CAP STK	98954M200	162,183	2,815,189	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,283,432	57,930	473,827
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	10,215	9,730,000	PRN		DFND	2,5	9,730,000	0	0
AVIS BUDGET GROUP	COM	053774105	49,363	2,156,537	SH		DFND	12,13,2,20,5,6,8	1,907,594	1,388	247,555
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	11,618	9,420,000	PRN		DFND	2,5	9,420,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	12,606	10,750,000	PRN		DFND	2,5	10,750,000	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	1,055,604	8,826,222	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,731,269	124,536	970,417
ZION OIL & GAS INC	COM	989696109	13	43,166	SH		DFND	20	43,166	0	0
ZIONS BANCORPORATION N A	COM	989701107	288,403	8,482,447	SH		DFND	10,12,13,19,2,20,5,6,8	7,444,182	111,552	926,713
ZIOPHARM ONCOLOGY INC	COM	98973P101	26,435	8,059,494	SH		DFND	2,20,5,8	7,144,240	0	915,254
ZIX CORP	COM	98974P100	8,414	1,219,452	SH		DFND	2,20,5	1,017,356	0	202,096
ZOETIS INC	CL A	98978V103	2,803,867	20,460,206	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	17,642,365	458,109	2,359,732
ZOGENIX INC	COM NEW	98978L204	33,859	1,253,571	SH		DFND	2,20,5,8	1,019,768	0	233,803
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	678,878	2,677,596	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,281,708	67,191	328,697
ACCEL ENTERTAINMENT INC	COM CL A1	00436Q106	5,429	563,801	SH		DFND	2,20,5,8	429,482	0	134,319
AVISTA CORP	COM	05379B107	87,583	2,406,778	SH		DFND	13,19,2,20,5,8	1,985,677	920	420,181
ZOVIO INC	COM	98979V102	93	30,394	SH		DFND	20	30,394	0	0
ZSCALER INC	COM	98980G102	100,484	917,662	SH		DFND	13,19,2,20,5,8	757,933	600	159,129
ZTO EXPRESS CAYMAN INC	SPONSORED ADS A	98980A105	276,719	7,537,978	SH		DFND	10,11,12,13,19,2,20,5,8	5,936,571	179,500	1,421,907
ZUMIEZ INC	COM	989817101	19,033	695,153	SH		DFND	2,20,5,8	603,796	0	91,357
ZUORA INC	COM CL A	98983V106	27,469	2,154,433	SH		DFND	2,20,5,8	1,716,397	0	438,036
ZYMEWORKS INC	COM	98985W102	2,957	81,968	SH		DFND	2,20,5,8	67,468	0	14,500
ZYNERBA PHARMACEUTICALS INC	COM	98986X109	78	23,250	SH		DFND	20	23,250	0	0
ZYNEX INC	COM	98986M103	12,412	499,067	SH		DFND	2,20,5,8	441,183	0	57,884
ZYNGA INC	CL A	98986T108	116,861	12,249,628	SH		DFND	13,2,20,5,6,8	9,910,563	6,900	2,332,165
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	17,299	13,475,000	PRN		DFND	2	13,475,000	0	0
AVNET INC	COM	053807103	107,844	3,867,468	SH		DFND	12,13,19,2,20,5,6,8	3,649,234	1,129	217,105
AVROBIO INC	COM	05455M100	20,378	1,167,766	SH		DFND	2,20,5,8	1,045,983	0	121,783
AXALTA COATING SYS LTD	COM	G0750C108	118,285	5,245,468	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,764,384	365,719	1,115,365
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	28,510	1,023,683	SH		DFND	2,20,5,8	875,610	0	148,073
AXCELLA HEALTH INC	COM	05454B105	784	141,829	SH		DFND	2,20	107,860	0	33,969
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	57,153	1,394,949	SH		DFND	12,13,19,2,20,5,8	1,160,584	1,101	233,264
AXOGEN INC	COM	05463X106	10,945	1,184,530	SH		DFND	2,20,5,8	1,044,806	0	139,724
AXON ENTERPRISE INC	COM	05464C101	201,864	2,057,109	SH		DFND	13,19,2,20,5,6,8	1,915,062	500	141,547
AXONICS MODULATION TECHNOLOG	COM	05465P101	26,109	743,624	SH		DFND	2,20,5,8	619,969	0	123,655
ACCELERATE DIAGNOSTICS INC	COM	00430H102	11,130	734,192	SH		DFND	2,20,5,8	611,545	0	122,647
AXOS FINANCIAL INC	COM	05465C100	44,470	2,014,026	SH		DFND	2,20,5,8	1,752,102	1,600	260,324
AXSOME THERAPEUTICS INC	COM	05464T104	59,301	720,726	SH		DFND	2,20,5,8	594,609	500	125,617
AXT INC	COM	00246W103	3,257	684,310	SH		DFND	2,20,5	541,397	0	142,913
AYTU BIOSCIENCE INC	COM PAR	054754700	326	229,410	SH		DFND	2,20	188,510	0	40,900
AZURE PWR GLOBAL LTD	SHS	V0393H103	849	53,190	SH		DFND	2,20	53,190	0	0
AZZ INC	COM	002474104	29,100	847,916	SH		DFND	2,20,5,8	729,976	94	117,846
B & G FOODS INC NEW	COM	05508R106	55,200	2,220,934	SH		DFND	12,2,20,5,8	1,920,376	13,700	286,858
B. RILEY FINANCIAL INC	COM	05580M108	9,146	420,335	SH		DFND	2,20,5,8	322,343	4,600	93,392
BABCOCK & WILCOX ENTERPRISES	COM	05614L209	36	15,843	SH		DFND	20,5	15,843	0	0
BADGER METER INC	COM	056525108	62,570	994,430	SH		DFND	19,2,20,5,8	841,895	120	152,415
1ST CONSTITUTION BANCORP	COM	31986N102	2,087	168,340	SH		DFND	2,20	141,487	0	26,853
ACCELERON PHARMA INC	COM	00434H108	107,560	1,129,003	SH		DFND	13,2,20,5,8	1,017,736	1,400	109,867
BAIDU INC	SPON ADR REP A	056752108	733,593	6,118,880	SH		DFND	10,11,12,13,19,2,20,5,8	4,723,192	196,227	1,199,461
BAKER HUGHES COMPANY	CL A	05722G100	581,164	37,762,460	SH		DFND	10,11,12,13,19,2,20,5,6,8	32,044,251	321,135	5,397,074
BALCHEM CORP	COM	057665200	94,161	992,635	SH		DFND	13,2,20,5,8	846,384	416	145,835
BALL CORP	COM	058498106	1,000,776	14,401,732	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,252,204	155,920	1,993,608
BALLARD PWR SYS INC NEW	COM	058586108	6,835	443,834	SH		DFND	2	443,834	0	0
BANC OF CALIFORNIA INC	COM	05990K106	20,828	1,912,651	SH		DFND	2,20,5,8	1,474,948	0	437,703
BANCFIRST CORP	COM	05945F103	19,295	471,935	SH		DFND	2,20,5,8	388,350	0	83,585
BANCO BBVA ARGENTINA S A	SPONSORED ADS	058934100	2,324	619,705	SH		DFND	13,2,20,5	435,690	0	184,015
BANCO BILBAO VIZCAYA ARGENTA	SPONSORED ADR	05946K101	54	15,823	SH		DFND	12,20	12,434	0	3,389
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	86,320	22,636,155	SH		DFND	1,10,13,2,20,5	19,052,955	1,949,439	1,633,761
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	5,829,389	27,148,660	SH		DFND	10,11,12,13,19,2,20,5,6,8	23,008,604	778,783	3,361,273
BANCO DE CHILE	SPONSORED ADS	059520106	2,369	134,245	SH		DFND	10,13,19,2,20,5	121,472	2,121	10,652
BANCO MACRO SA	SPON ADR B	05961W105	4,065	219,164	SH		DFND	2,20,5	164,809	700	53,655
BANCO SANTANDER BRASIL S A	ADS REP 1 UNIT	05967A107	11,222	2,132,034	SH		DFND	10,13,2,20,5	1,669,097	175,207	287,730
BANCO SANTANDER CHILE NEW	SP ADR REP COM	05965X109	3,936	240,000	SH		DFND	10,13,19,2,20	209,844	0	30,156
BANCO SANTANDER S.A.	ADR	05964H105	7,909	3,281,646	SH		DFND	10,12,2,20	3,278,508	0	3,138
BANCOLOMBIA S A	SPON ADR PREF	05968L102	27,250	1,023,196	SH		DFND	10,13,19,2,20,5	896,781	68,505	57,910
BANCORP INC DEL	COM	05969A105	13,404	1,367,759	SH		DFND	10,2,20,5,8	1,098,387	41,520	227,852
BANCORPSOUTH BK TUPELO MISS	COM	05971J102	91,290	3,983,842	SH		DFND	2,20,5,6,8	3,520,318	672	462,852
BANDWIDTH INC	COM CL A	05988J103	50,881	400,638	SH		DFND	2,20,5,6,8	315,198	0	85,440
BANK COMM HLDGS	COM	06424J103	2,621	343,523	SH		DFND	2,20	290,259	0	53,264
ACCO BRANDS CORP	COM	00081T108	16,518	2,326,496	SH		DFND	2,20,5,8	1,878,235	77	448,184
BANK FIRST CORP	COM	06211J100	7,212	112,159	SH		DFND	2,20,5,8	90,712	0	21,447
BANK HAWAII CORP	COM	062540109	85,719	1,395,844	SH		DFND	13,19,2,20,5,6,8	1,273,925	566	121,353
BANK MONTREAL QUE	COM	063671101	475	8,955	SH		DFND	12,20	7,596	0	1,359
BANK NEW YORK MELLON CORP	COM	064058100	1,380,770	35,724,974	SH		DFND	1,10,12,13,19,2,20,5,6,8	31,027,369	514,479	4,183,126
BANK OF MARIN BANCORP	COM	063425102	9,888	296,669	SH		DFND	2,20,5,8	240,198	0	56,471
BANK OF NT BUTTERFIELD&SON L	SHS NEW	G0772R208	23,261	953,698	SH		DFND	2,20,5	755,222	0	198,476
BANK OZK	COM	06417N103	420,728	17,926,213	SH		DFND	13,2,20,5,6,8	17,684,529	1,000	240,684
BANK PRINCETON NEW JERSEY	COM	064520109	1,874	93,307	SH		DFND	2,20	73,994	0	19,313
BANK7 CORP	COM	06652N107	928	84,691	SH		DFND	2,20	53,314	0	31,377
BANKFINANCIAL CORP	COM	06643P104	3,561	423,899	SH		DFND	13,2,20,5	292,040	0	131,859
ACCURAY INC	COM	004397105	3,690	1,817,673	SH		DFND	2,20,5	1,491,373	0	326,300
BANKUNITED INC	COM	06652K103	65,198	3,219,638	SH		DFND	12,13,2,20,5,8	2,787,450	1,400	430,788
BANKWELL FINL GROUP INC	COM	06654A103	1,731	108,885	SH		DFND	13,2,20	86,634	0	22,251
BANNER CORP	COM NEW	06652V208	56,318	1,482,055	SH		DFND	2,20,5,8	1,325,053	0	157,002
BAOZUN INC	SPONSORED ADR	06684L103	31,219	811,938	SH		DFND	10,11,12,13,19,2,20,5,8	631,130	20,000	160,808
BAR HBR BANKSHARES	COM	066849100	7,007	312,934	SH		DFND	2,20,5,8	244,500	0	68,434
BARCLAYS BANK PLC	DJUBS CMDT ETN36	06738C778	19,111	1,086,465	SH		DFND	1,20	1,014,486	80	71,899
BARNES & NOBLE ED INC	COM	06777U101	849	530,828	SH		DFND	2,20,5	530,828	0	0
BARNES GROUP INC	COM	067806109	60,789	1,536,622	SH		DFND	19,2,20,5,8	1,312,455	388	223,779
BARRETT BUSINESS SVCS INC	COM	068463108	9,191	172,991	SH		DFND	2,20,5,8	137,489	2,500	33,002
BARRICK GOLD CORPORATION	COM	067901108	25,183	934,774	SH		DFND	2,20,5,8	934,774	0	0
ACELRX PHARMACEUTICALS INC	COM	00444T100	1,321	1,092,115	SH		DFND	2,20	769,246	0	322,869
BASSETT FURNITURE INDS INC	COM	070203104	130	17,670	SH		DFND	20	17,670	0	0
BAUDAX BIO INC	COM	07160F107	102	24,540	SH		DFND	20	24,540	0	0
BAUSCH HEALTH COS INC	COM	071734107	2,645	144,593	SH		DFND	20,5	9,617	0	134,976
BAXTER INTL INC	COM	071813109	2,075,464	24,037,245	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	19,365,487	1,998,443	2,673,315
BAYCOM CORP	COM	07272M107	3,261	252,594	SH		DFND	2,20	198,941	0	53,653
BBX CAP CORP NEW	CL A	05491N104	5,125	2,017,901	SH		DFND	2,20,5	1,798,882	0	219,019
BCB BANCORP INC	COM	055298103	3,446	371,385	SH		DFND	13,2,20,5	270,036	0	101,349
BEACON ROOFING SUPPLY INC	COM	073685109	30,623	1,161,275	SH		DFND	13,2,20,5,8	915,502	552	245,221
BEAM THERAPEUTICS INC	COM	07373V105	6,252	223,299	SH		DFND	2,20,5,8	181,138	0	42,161
BEAZER HOMES USA INC	COM NEW	07556Q881	7,829	777,436	SH		DFND	2,20,5	678,362	0	99,074
ACER THERAPEUTICS INC	COM	00444P108	59	17,259	SH		DFND	20	17,259	0	0
BECTON DICKINSON & CO	COM	075887109	2,918,658	12,198,177	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	10,676,963	145,075	1,376,139
BED BATH & BEYOND INC	COM	075896100	48,095	4,537,289	SH		DFND	1,12,13,2,20,5,8	3,940,844	723	595,722
BEIGENE LTD	SPONSORED ADR	07725L102	146,890	779,671	SH		DFND	10,11,12,13,19,2,20,5,6,8	582,948	54,929	141,794
BEL FUSE INC	CL B	077347300	3,477	324,063	SH		DFND	2,20,5	287,971	0	36,092
BELDEN INC	COM	077454106	42,926	1,316,806	SH		DFND	13,2,20,5,6,8	1,113,811	791	202,204
BELLEROPHON THERAPEUTICS INC	COM NEW	078771300	405	32,302	SH		DFND	2,20	25,886	0	6,416
BELLRING BRANDS INC	COM CL A	079823100	16,036	804,220	SH		DFND	10,2,20,5,8	645,014	4,595	154,611
BENCHMARK ELECTRS INC	COM	08160H101	28,811	1,323,959	SH		DFND	2,20,5,8	1,150,186	115	173,658
BENEFITFOCUS INC	COM	08180D106	7,899	734,085	SH		DFND	2,20,5,8	612,616	0	121,469
BENEFYTT TECHNOLOGIES INC	COM CL A	08182C106	4,019	196,434	SH		DFND	2,20,5	161,131	0	35,303
ACI WORLDWIDE INC	COM	004498101	108,242	4,010,446	SH		DFND	13,2,20,5,6,8	3,371,695	1,265	637,486
BERKLEY W R CORP	COM	084423102	444,727	7,762,740	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,102,148	238,886	1,421,706
BERKSHIRE HATHAWAY INC DEL	CL A	084670108	81,527	305	SH		DFND	1,12,19,20,5	291	0	14
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	13,470,989	75,463,500	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	65,642,380	2,932,149	6,888,971
BERKSHIRE HILLS BANCORP INC	COM	084680107	19,780	1,755,434	SH		DFND	2,20,5,8	1,553,732	500	201,202
BERRY CORP	COM	08579X101	8,625	1,785,739	SH		DFND	2,20,5	1,569,711	0	216,028
BERRY GLOBAL GROUP INC	COM	08579W103	72,693	1,640,190	SH		DFND	12,13,2,20,5,8	1,352,322	1,400	286,468
BEST BUY INC	COM	086516101	986,490	11,233,539	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,310,955	458,735	1,463,849
BEST INC	SPONSORED ADS	08653C106	15,206	3,552,768	SH		DFND	10,11,12,13,19,2,20,5,8	2,695,577	147,800	709,391
BEYOND AIR INC	COM	08862L103	791	109,132	SH		DFND	2,20	101,920	0	7,212
BEYOND MEAT INC	COM	08862E109	72,621	542,030	SH		DFND	19,2,20,5,8	456,041	0	85,989
ACLARIS THERAPEUTICS INC	COM	00461U105	126	78,040	SH		DFND	20	78,040	0	0
BEYONDSPRING INC	SHS	G10830100	3,266	216,606	SH		DFND	2,20	171,662	0	44,944
BG STAFFING INC	COM	05544A109	2,090	184,618	SH		DFND	2,20	148,215	0	36,403
BGC PARTNERS INC	CL A	05541T101	17,743	6,475,519	SH		DFND	13,2,20,5,8	5,170,240	5,482	1,299,797
BHP GROUP LTD	SPONSORED ADS	088606108	960	19,298	SH		DFND	19,20	10,359	0	8,939
BIG 5 SPORTING GOODS CORP	COM	08915P101	81	41,544	SH		DFND	20	41,544	0	0
BIG LOTS INC	COM	089302103	64,030	1,524,531	SH		DFND	10,12,2,20,5,8	1,344,337	12,223	167,971
BIGLARI HLDGS INC	COM STK CL A	08986R408	261	780	SH		DFND	2,20	650	0	130
BIGLARI HLDGS INC	COM STK CL B	08986R309	1,198	17,368	SH		DFND	2,20	13,540	0	3,828
BILIBILI INC	NOTE 1.375% 4/0	090040AB2	25,659	13,425,000	PRN		DFND	2,5	13,425,000	0	0
BILIBILI INC	SPONS ADS REP Z	090040106	86,943	1,877,005	SH		DFND	10,11,12,13,19,2,20,5,8	1,545,205	43,300	288,500
ACM RESEARCH INC	COM CL A	00108J109	1,406	22,550	SH		DFND	2,20,5,8	21,450	0	1,100
BILL COM HLDGS INC	COM	090043100	13,179	146,088	SH		DFND	2,20,5,8	130,311	0	15,777
BIO RAD LABS INC	CL A	090572207	418,505	926,942	SH		DFND	10,11,12,13,19,2,20,5,6,8	787,348	25,665	113,929
BIO-TECHNE CORP	COM	09073M104	245,974	931,472	SH		DFND	13,19,2,20,5,6,8	846,632	414	84,426
BIOCRYST PHARMACEUTICALS INC	COM	09058V103	74,231	15,578,395	SH		DFND	2,20,5,8	14,832,523	0	745,872
BIODELIVERY SCIENCES INTL IN	COM	09060J106	8,794	2,016,973	SH		DFND	2,20,5,8	1,665,415	0	351,558
BIOGEN INC	COM	09062X103	2,096,755	7,836,873	SH		DFND	10,11,12,13,19,2,20,5,6,8	6,632,070	293,163	911,640
BIOHAVEN PHARMACTL HLDG CO L	COM	G11196105	129,457	1,770,709	SH		DFND	2,20,5,8	1,548,465	800	221,444
BIOLIFE SOLUTIONS INC	COM NEW	09062W204	2,185	133,648	SH		DFND	2,20	108,459	0	25,189
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	634,769	5,146,501	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,497,481	87,500	561,520
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	14,448	11,750,000	PRN		DFND	2,5	11,750,000	0	0
ACNB CORP	COM	000868109	4,008	153,085	SH		DFND	2,20,5	127,958	0	25,127
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	12,912	9,800,000	PRN		DFND	2,5	9,800,000	0	0
BIOSIG TECHNOLOGIES INC	COM NEW	09073N201	2,249	312,346	SH		DFND	2,20,5	249,457	0	62,889
BIOSPECIFICS TECHNOLOGIES CO	COM	090931106	8,431	137,586	SH		DFND	2,20,5,8	111,304	0	26,282
BIOTELEMETRY INC	COM	090672106	48,434	1,071,787	SH		DFND	2,20,5,8	924,989	0	146,798
BIOXCEL THERAPEUTICS INC	COM	09075P105	51,652	974,381	SH		DFND	2,20,5,8	940,001	0	34,380
BITAUTO HLDGS LTD	SPONSORED ADS	091727107	3,956	249,619	SH		DFND	2,20,5	233,885	0	15,734
BJS RESTAURANTS INC	COM	09180C106	14,481	691,531	SH		DFND	2,20,5,8	611,003	0	80,528
BJS WHSL CLUB HLDGS INC	COM	05550J101	157,648	4,229,891	SH		DFND	12,13,2,20,5,6,8	3,600,161	1,200	628,530
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	79,761	59,287	SH		DFND	2	59,287	0	0
BK OF AMERICA CORP	COM	060505104	7,855,408	330,754,010	SH		DFND	1,10,12,13,19,2,20,5,6,8	286,968,610	5,269,191	38,516,209
1ST SOURCE CORP	COM	336901103	15,001	421,614	SH		DFND	2,20,5,8	344,839	0	76,775
ACORDA THERAPEUTICS INC	COM	00484M106	27	36,371	SH		DFND	20	36,371	0	0
BLACK DIAMOND THERAPEUTICS I	COM	09203E105	9,702	230,118	SH		DFND	2,20,5,8	187,660	0	42,458
BLACK HILLS CORP	COM	092113109	250,991	4,429,774	SH		DFND	12,13,2,20,5,6,8	4,113,601	480	315,693
BLACK KNIGHT INC	COM	09215C105	261,245	3,600,393	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,814,312	154,689	631,392
BLACKBAUD INC	COM	09227Q100	93,879	1,644,686	SH		DFND	13,19,2,20,5,6,8	1,420,346	3,629	220,711
BLACKLINE INC	COM	09239B109	85,405	1,030,089	SH		DFND	2,20,5,8	804,219	700	225,170
BLACKROCK INC	COM	09247X101	3,524,068	6,476,994	SH		DFND	1,10,12,13,19,2,20,5,6,8	5,561,700	147,516	767,778
BLACKSTONE GROUP INC	COM CL A	09260D107	440,453	7,773,620	SH		DFND	10,12,13,19,2,20,5,6,8	5,962,779	474,642	1,336,199
BLACKSTONE MTG TR INC	COM CL A	09257W100	73,284	2,965,777	SH		DFND	12,13,2,20,5,8	2,338,799	1,900	625,078
BLACKSTONE MTG TR INC	NOTE 4.375% 5/0	09257WAB6	9,464	10,000,000	PRN		DFND	2,5	10,000,000	0	0
BLOCK H & R INC	COM	093671105	158,136	10,883,862	SH		DFND	10,12,13,19,2,20,5,6,8	8,309,578	17,912	2,556,372
ACTIVISION BLIZZARD INC	COM	00507V109	2,591,274	34,140,631	SH		DFND	10,11,12,13,19,2,20,5,6,8	29,521,635	537,534	4,081,462
BLOOM ENERGY CORP	COM CL A	093712107	17,964	1,651,122	SH		DFND	2,20,5,8	1,340,165	0	310,957
BLOOMIN BRANDS INC	COM	094235108	30,706	2,880,509	SH		DFND	10,2,20,5,8	2,474,351	17,751	388,407
BLUCORA INC	COM	095229100	17,931	1,570,127	SH		DFND	2,20,5,8	1,363,724	1,243	205,160
BLUE BIRD CORP	COM	095306106	4,511	300,951	SH		DFND	2,20,5	237,959	0	62,992
BLUEBIRD BIO INC	COM	09609G100	100,257	1,642,482	SH		DFND	13,19,2,20,5,8	1,497,863	900	143,719
BLUEGREEN VACATIONS CORP	COM	09629F108	615	113,506	SH		DFND	2,20	87,311	0	26,195
BLUEPRINT MEDICINES CORP	COM	09627Y109	146,784	1,881,846	SH		DFND	13,19,2,20,5,8	1,634,718	400	246,728
BLUEROCK RESIDENTIAL GWT REI	COM CL A	09627J102	4,307	523,047	SH		DFND	2,20,5	443,907	0	79,140
BMC STK HLDGS INC	COM	05591B109	36,095	1,435,751	SH		DFND	10,2,20,5,8	1,122,217	7,628	305,906
BOEING CO	COM	097023105	4,890,231	26,678,836	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	18,515,037	275,463	7,888,336
ACUITY BRANDS INC	COM	00508Y102	91,951	960,419	SH		DFND	10,12,13,19,2,20,5,6,8	871,072	680	88,667
BOGOTA FINL CORP	COM	097235105	461	52,800	SH		DFND	2,20	42,500	0	10,300
BOINGO WIRELESS INC	COM	09739C102	12,586	944,884	SH		DFND	2,20,5,8	768,237	0	176,647
BOISE CASCADE CO DEL	COM	09739D100	49,505	1,316,262	SH		DFND	2,20,5,8	1,134,036	100	182,126
BOK FINL CORP	COM NEW	05561Q201	43,227	765,890	SH		DFND	2,20,5,8	702,714	306	62,870
BONANZA CREEK ENERGY INC	COM NEW	097793400	12,823	865,252	SH		DFND	2,20,5	796,030	0	69,222
BOOT BARN HLDGS INC	COM	099406100	22,374	1,037,776	SH		DFND	2,20,5,8	910,435	0	127,341
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	279,704	3,595,626	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,666,143	262,918	666,565
BORGWARNER INC	COM	099724106	333,029	9,434,239	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,042,820	275,303	1,116,116
BOSTON BEER INC	CL A	100557107	121,309	226,049	SH		DFND	13,2,20,5,6,8	204,906	111	21,032
BOSTON OMAHA CORP	COM	101044105	3,308	206,720	SH		DFND	2,20	167,433	0	39,287
ACUSHNET HOLDINGS CORP	COM	005098108	25,426	730,846	SH		DFND	2,20,5,8	586,723	0	144,123
BOSTON PPTYS LTD PARTNERSHIP	COM	101121101	856,440	9,375,432	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	7,567,523	134,356	1,673,553
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	21,561	3,133,812	SH		DFND	2,20,5,8	2,780,298	1,448	352,066
BOSTON SCIENTIFIC CORP	5.50% CNV PFD A	101137206	20,890	200,000	SH		DFND	2	200,000	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	2,270,405	64,665,487	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	57,119,398	840,928	6,705,161
BOTTOMLINE TECH DEL INC	COM	101388106	68,760	1,354,346	SH		DFND	2,20,5,8	1,155,341	250	198,755
BOX INC	CL A	10316T104	78,125	3,763,247	SH		DFND	13,2,20,5,8	2,427,768	1,500	1,333,979
BOYD GAMING CORP	COM	103304101	54,713	2,617,823	SH		DFND	2,20,5,6,8	2,248,068	532	369,223
BP PLC	SPONSORED ADR	055622104	676,756	29,020,400	SH		DFND	1,2,20	148,872	28,706,537	164,991
BRADY CORP	CL A	104674106	166,901	3,564,733	SH		DFND	2,20,5,8	3,340,995	292	223,446
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	171	59,689	SH		DFND	20	59,689	0	0
ADAMAS PHARMACEUTICALS INC	COM	00548A106	128	49,883	SH		DFND	20	49,883	0	0
BRAINSTORM CELL THERAPEUTICS	COM NEW	10501E201	4,738	422,678	SH		DFND	2,20,5	343,233	0	79,445
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	100,001	9,182,869	SH		DFND	10,13,2,20,5,8	7,828,487	51,249	1,303,133
BRASKEM S A	SP ADR PFD A	105532105	3,654	422,442	SH		DFND	10,13,2,20	378,278	36,864	7,300
BRF SA	SPONSORED ADR	10552T107	8,304	2,091,727	SH		DFND	10,2,20,5,8	1,830,472	233,763	27,492
BRIDGE BANCORP INC	COM	108035106	7,834	343,002	SH		DFND	2,20,5,8	266,744	0	76,258
BRIDGEBIO PHARMA INC	COM	10806X102	103,906	3,186,321	SH		DFND	2,20,5	2,921,531	0	264,790
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	4,216	411,293	SH		DFND	2,20,5	334,733	0	76,560
BRIDGFORD FOODS CORP	COM	108763103	515	31,097	SH		DFND	2,20	23,789	0	7,308
BRIGHAM MINERALS INC	CL A COM	10918L103	7,236	585,882	SH		DFND	2,20,5	470,311	11,900	103,671
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	88,169	752,294	SH		DFND	13,19,2,20,5,8	619,207	800	132,287
ADAMIS PHARMACEUTICALS CORP	COM NEW	00547W208	21	38,500	SH		DFND	20	38,500	0	0
BRIGHT SCHOLAR ED HLDGS LTD	SPONSORED ADS	109199109	827	105,259	SH		DFND	2,20,5	80,928	0	24,331
BRIGHTCOVE INC	COM	10921T101	5,852	742,602	SH		DFND	2,20,5	596,518	0	146,084
BRIGHTHOUSE FINL INC	COM	10922N103	72,779	2,616,069	SH		DFND	12,13,2,20,5,6,8	2,401,562	913	213,594
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	26,259	2,107,456	SH		DFND	10,2,20,5,8	1,738,325	55,133	313,998
BRIGHTVIEW HLDGS INC	COM	10948C107	7,022	626,998	SH		DFND	2,20,5,8	491,130	0	135,868
BRINKER INTL INC	COM	109641100	37,342	1,555,930	SH		DFND	10,2,20,5,8	1,356,413	5,427	194,090
BRINKS CO	COM	109696104	73,737	1,620,244	SH		DFND	13,2,20,5,6,8	1,387,114	594	232,536
BRISTOL-MYERS SQUIBB CO	COM	110122108	5,825,846	99,079,012	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	85,917,537	1,546,595	11,614,880
BRISTOL-MYERS SQUIBB CO	RIGHT 99/99/9999	110122157	101	28,185	SH		DFND	19,20,5,8	24,790	0	3,395
BRISTOW GROUP INC	COM	11040G103	2,998	215,185	SH		DFND	2,20	191,489	0	23,696
ADAMS RES & ENERGY INC	COM NEW	006351308	608	22,700	SH		DFND	2,20	17,000	0	5,700
BRITISH AMERN TOB PLC	SPONSORED ADR	110448107	88,538	2,280,744	SH		DFND	10,12,2,20,5,8	2,126,523	132,430	21,791
BRIXMOR PPTY GROUP INC	COM	11120U105	179,252	13,982,204	SH		DFND	10,13,19,2,20,5,6,8	11,424,655	96,550	2,460,999
BROADCOM INC	COM	11135F101	5,221,025	16,542,649	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,287,124	256,334	1,999,191
BROADMARK RLTY CAP INC	COM	11135B100	21,568	2,263,223	SH		DFND	2,20,5,8	1,785,223	0	478,000
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	640,562	5,055,000	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	4,273,118	114,976	666,906
BROOKDALE SR LIVING INC	COM	112463104	13,544	4,591,244	SH		DFND	12,2,20,5,8	3,719,504	496	871,244
BROOKFIELD INFRASTRUCTURE CO	COM SB VTG SHS A	11275Q107	24,206	531,523	SH		DFND	19,2,20,5	411,132	0	120,391
BROOKFIELD PPTY REIT INC	CL A	11282X103	13,674	1,372,909	SH		DFND	10,2,20,5,8	1,032,621	15,390	324,898
BROOKLINE BANCORP INC DEL	COM	11373M107	29,035	2,880,465	SH		DFND	2,20,5,8	2,492,625	0	387,840
BROOKS AUTOMATION INC NEW	COM	114340102	99,676	2,253,072	SH		DFND	2,20,5,8	1,935,297	459	317,316
ADAPTHEALTH CORP	COM CL A	00653Q102	1,293	80,309	SH		DFND	2,20	62,229	0	18,080
BROWN & BROWN INC	COM	115236101	405,738	9,954,322	SH		DFND	10,11,12,13,19,2,20,5,6,8	8,757,600	253,243	943,479
BROWN FORMAN CORP	CL A	115637100	10,099	174,998	SH		DFND	2,20	143,212	0	31,786
BROWN FORMAN CORP	CL B	115637209	680,186	10,655,719	SH		DFND	10,12,13,19,2,20,5,6,8	9,163,918	274,378	1,217,423
BRP GROUP INC	COM CL A	05589G102	5,526	319,995	SH		DFND	2,20,5	257,572	0	62,423
BRT APARTMENTS CORP	COM	055645303	3,673	332,699	SH		DFND	2,20	299,550	0	33,149
BRUKER CORP	COM	116794108	60,744	1,493,213	SH		DFND	13,19,2,20,5,8	1,224,850	892	267,471
BRUNSWICK CORP	COM	117043109	118,690	1,854,235	SH		DFND	13,19,2,20,5,6,8	1,687,617	657	165,961
BRYN MAWR BK CORP	COM	117665109	12,590	455,164	SH		DFND	2,20,5,8	368,496	497	86,171
BUCKLE INC	COM	118440106	17,681	1,127,633	SH		DFND	2,20,5,8	995,485	956	131,192
BUILD A BEAR WORKSHOP	COM	120076104	28	12,665	SH		DFND	20	12,665	0	0
ADAPTIMMUNE THERAPEUTICS PLC	SPONDS ADR	00653A107	1,724	172,231	SH		DFND	2,20,5	172,231	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	51,640	2,494,678	SH		DFND	2,20,5,8	1,964,784	2,100	527,794
BUNGE LIMITED	COM	G16962105	187,596	4,561,044	SH		DFND	10,11,12,13,19,2,20,5,6,8	3,570,301	68,358	922,385
BURLINGTON STORES INC	COM	122017106	268,477	1,363,312	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,120,788	40,010	202,514
BUSINESS FIRST BANCSHARES IN	COM	12326C105	3,314	215,915	SH		DFND	2,20,5	175,700	0	40,215
BWX TECHNOLOGIES INC	COM	05605H100	119,216	2,104,794	SH		DFND	13,19,2,20,5,8	1,905,286	1,259	198,249
BYLINE BANCORP INC	COM	124411109	6,034	459,580	SH		DFND	2,20,5,8	366,531	0	93,049
C & F FINL CORP	COM	12466Q104	1,824	54,244	SH		DFND	2,20	43,618	0	10,626
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	700,200	8,856,570	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,506,253	258,374	1,091,943
CABALETTA BIO INC	COM	12674W109	1,487	133,492	SH		DFND	2,20	100,153	0	33,339
CABLE ONE INC	COM	12685J105	302,117	170,221	SH		DFND	10,11,12,13,19,2,20,5,6,8	150,231	2,475	17,515
ADAPTIVE BIOTECHNOLOGIES COR	COM	00650F109	39,350	813,357	SH		DFND	2,20,5,8	707,232	0	106,125
CABOT CORP	COM	127055101	52,778	1,424,507	SH		DFND	13,2,20,5,6	1,298,989	863	124,655
CABOT MICROELECTRONICS CORP	COM	12709P103	130,872	934,942	SH		DFND	2,20,5,6,8	800,643	452	133,847
CABOT OIL & GAS CORP	COM	127097103	443,518	25,815,965	SH		DFND	10,11,12,13,19,2,20,5,6,8	22,987,635	452,031	2,376,299
CACI INTL INC	CL A	127190304	137,810	635,421	SH		DFND	13,19,2,20,5,6,8	564,772	310	70,339
CACTUS INC	CL A	127203107	24,893	1,206,623	SH		DFND	2,20,5,8	1,009,795	0	196,828
CADENCE BANCORPORATION	CL A	12739A100	59,456	6,710,645	SH		DFND	2,20,5,8	6,144,133	11,200	555,312
CADENCE DESIGN SYSTEM INC	COM	127387108	1,188,674	12,387,177	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	10,394,842	463,446	1,528,889
CADIZ INC	COM NEW	127537207	4,274	420,711	SH		DFND	2,20,5,8	346,128	0	74,583
CAESARS ENTMT CORP	COM	127686103	166,895	13,758,831	SH		DFND	13,2,20,5,6,8	12,454,723	4,600	1,299,508
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	47,632	28,131,020	PRN		DFND	2,5	28,131,020	0	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	8,993	376,926	SH		DFND	2,20,5	317,881	0	59,045
ADDUS HOMECARE CORP	COM	006739106	40,811	440,910	SH		DFND	2,20,5,8	378,647	0	62,263
CAESARSTONE LTD	ORD SHS	M20598104	5,727	483,220	SH		DFND	2,20,5,8	392,654	0	90,566
CAI INTERNATIONAL INC	COM	12477X106	5,732	344,065	SH		DFND	2,20,5,8	268,794	0	75,271
CAL MAINE FOODS INC	COM NEW	128030202	81,573	1,833,927	SH		DFND	19,2,20,5,6,8	1,690,559	700	142,668
CALAMP CORP	COM	128126109	10,637	1,327,976	SH		DFND	2,20,5	1,203,330	0	124,646
CALAVO GROWERS INC	COM	128246105	32,024	509,052	SH		DFND	2,20,5,8	438,776	0	70,276
CALEDONIA MNG CORP PLC	SHS NEW	G1757E113	2,076	119,838	SH		DFND	2,20,5	94,595	0	25,243
CALERES INC	COM	129500104	12,421	1,476,865	SH		DFND	2,20,5	1,330,670	0	146,195
CALIFORNIA BANCORP	COM	13005U101	1,371	92,017	SH		DFND	2,20	61,900	0	30,117
CALIFORNIA WTR SVC GROUP	COM	130788102	148,468	3,112,545	SH		DFND	13,19,2,20,5,8	2,833,016	600	278,929
CALITHERA BIOSCIENCES INC	COM	13089P101	6,328	1,198,533	SH		DFND	2,20,5,8	969,218	0	229,315
ADECOAGRO S A	COM	L00849106	1,481	341,211	SH		DFND	2,20,5	292,086	0	49,125
CALIX INC	COM	13100M509	14,817	994,429	SH		DFND	2,20,5,8	824,325	0	170,104
CALLAWAY GOLF CO	COM	131193104	50,484	2,883,172	SH		DFND	2,20,5,8	2,443,864	1,582	437,726
CALLON PETE CO DEL	COM	13123X102	5,347	4,649,170	SH		DFND	2,20,5	4,649,170	0	0
CALYXT INC	COM	13173L107	843	170,947	SH		DFND	2,20,5	136,639	0	34,308
CAMBIUM NETWORKS CORP	SHS	G17766109	418	56,857	SH		DFND	2,20	38,274	0	18,583
CAMBRIDGE BANCORP	COM	132152109	6,730	113,605	SH		DFND	2,20,5	87,040	0	26,565
CAMDEN NATL CORP	COM	133034108	12,232	354,151	SH		DFND	2,20,5,8	286,754	0	67,397
CAMDEN PPTY TR	SH BEN INT	133131102	486,406	5,284,562	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,262,454	125,248	896,860
CAMPBELL SOUP CO	COM	134429109	455,647	9,180,878	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,237,377	146,093	1,797,408
CAMPING WORLD HLDGS INC	CL A	13462K109	22,161	815,950	SH		DFND	2,20,5,8	670,101	0	145,849
ADIENT PLC	ORD SHS	G0084W101	47,132	2,870,432	SH		DFND	12,13,2,20,5,6,8	2,456,375	974	413,083
CAMTEK LTD	ORD	M20791105	1,420	112,869	SH		DFND	2	112,869	0	0
CANADA GOOSE HLDGS INC	SHS SUB VTG	135086106	563	24,316	SH		DFND	2,20,5	24,316	0	0
CANADIAN IMP BK COMM	COM	136069101	1,092	16,048	SH		DFND	20	1,481	538	14,029
CANADIAN NATL RY CO	COM	136375102	11,542	130,319	SH		DFND	20	200	0	130,119
CANADIAN PAC RY LTD	COM	13645T100	18,709	73,099	SH		DFND	20,8	3,229	0	69,870
CANADIAN SOLAR INC	COM	136635109	4,628	240,188	SH		DFND	2,20,5	240,188	0	0
CANNAE HLDGS INC	COM	13765N107	71,250	1,733,570	SH		DFND	19,2,20,5,8	1,317,290	392	415,888
CANON INC	SPONSORED ADR	138006309	265	13,250	SH		DFND	20	13,250	0	0
CANTEL MED CORP	COM	138098108	61,147	1,382,472	SH		DFND	13,19,2,20,5,6,8	1,210,598	500	171,374
CAPITAL BANCORP INC MD	COM	139737100	1,469	137,265	SH		DFND	2,20	97,072	0	40,193
ADMA BIOLOGICS INC	COM	000899104	3,619	1,235,059	SH		DFND	13,2,20	999,651	0	235,408
CAPITAL CITY BK GROUP INC	COM	139674105	5,745	274,224	SH		DFND	2,20,5	209,141	0	65,083
CAPITAL ONE FINL CORP	COM	14040H105	1,250,030	19,971,724	SH		DFND	10,11,12,13,19,2,20,5,6,8	17,085,334	378,886	2,507,504
CAPITAL SR LIVING CORP	COM	140475104	21	30,019	SH		DFND	20	30,019	0	0
CAPITOL FED FINL INC	COM	14057J101	34,591	3,141,807	SH		DFND	12,19,2,20,5,6,8	2,424,077	0	717,730
CAPRI HOLDINGS LIMITED	SHS	G1890L107	73,481	4,701,286	SH		DFND	12,13,19,2,20,5,8	3,280,828	1,700	1,418,758
CAPSTAR FINL HLDGS INC	COM	14070T102	3,151	262,588	SH		DFND	13,2,20	206,218	0	56,370
CAPSTEAD MTG CORP	COM NO PAR	14067E506	19,361	3,432,917	SH		DFND	13,2,20,5,8	2,936,399	16,793	479,725
CARA THERAPEUTICS INC	COM	140755109	17,141	1,002,413	SH		DFND	2,20,5,8	810,091	0	192,322
CARDINAL HEALTH INC	COM	14149Y108	957,881	18,186,822	SH		DFND	10,11,12,13,19,2,20,5,6,8	15,769,179	454,471	1,963,172
CARDIOVASCULAR SYS INC DEL	COM	141619106	40,413	1,280,918	SH		DFND	2,20,5,8	1,127,589	800	152,529
ADOBE INC	COM	00724F101	8,737,217	20,071,252	SH		DFND	10,11,12,13,19,2,20,5,6,8	17,182,599	490,873	2,397,780
CARDLYTICS INC	COM	14161W105	36,025	514,793	SH		DFND	2,20,5,8	402,660	0	112,133
CARDTRONICS PLC	SHS CL A	G1991C105	28,425	1,185,380	SH		DFND	2,20,5,8	1,024,646	200	160,534
CAREDX INC	COM	14167L103	76,050	2,146,495	SH		DFND	2,20,5,8	1,964,082	0	182,413
CARETRUST REIT INC	COM	14174T107	88,155	5,064,049	SH		DFND	10,2,20,5,8	4,091,613	27,320	945,116
CARGURUS INC	COM CL A	141788109	45,291	1,786,636	SH		DFND	19,2,20,5,8	1,404,443	1,600	380,593
CARLISLE COS INC	COM	142339100	226,468	1,892,438	SH		DFND	13,19,2,20,5,6,8	1,773,811	647	117,980
CARLYLE GROUP INC	COM	14316J108	64,956	2,328,158	SH		DFND	10,12,13,19,2,20,5,6,8	1,840,725	82,004	405,429
CARMAX INC	COM	143130102	614,499	6,862,076	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,990,783	104,120	767,173
CARNIVAL CORP	UNIT 99/99/9999	143658300	350,257	21,331,103	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,699,751	269,429	2,361,923
CARNIVAL PLC	ADR	14365C103	232	18,420	SH		DFND	1,20	2,320	0	16,100
ADT INC DEL	COM	00090Q103	16,656	2,077,504	SH		DFND	10,2,20,5,8	1,759,027	87,548	230,929
CARPENTER TECHNOLOGY CORP	COM	144285103	60,403	2,487,775	SH		DFND	19,2,20,5,6,8	2,276,566	314	210,895
CARRIAGE SVCS INC	COM	143905107	6,517	359,682	SH		DFND	2,20,5,8	283,397	0	76,285
CARRIER GLOBAL CORPORATION	COM	14448C104	1,620,503	72,670,623	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	31,644,796	37,141,341	3,884,486
CARROLS RESTAURANT GROUP INC	COM	14574X104	3,230	667,279	SH		DFND	2,20,5	541,179	0	126,100
CARS COM INC	COM	14575E105	8,535	1,481,731	SH		DFND	12,13,2,20,5,8	1,201,831	1,676	278,224
CARTER BK & TR MARTINSVILLE	COM	146102108	3,404	421,820	SH		DFND	2,20,5	340,296	0	81,524
CARTERS INC	COM	146229109	85,097	1,054,488	SH		DFND	13,19,2,20,5,6,8	957,614	675	96,199
CARVANA CO	CL A	146869102	81,626	679,086	SH		DFND	13,19,2,20,5,8	570,503	400	108,183
CASA SYS INC	COM	14713L102	2,908	699,087	SH		DFND	2,20,5,8	552,820	0	146,267
CASELLA WASTE SYS INC	CL A	147448104	51,098	980,394	SH		DFND	2,20,5,8	765,668	800	213,926
ADTALEM GLOBAL ED INC	COM	00737L103	52,663	1,690,611	SH		DFND	19,2,20,5,6,8	1,437,261	394	252,956
CASEYS GEN STORES INC	COM	147528103	181,825	1,216,057	SH		DFND	12,13,2,20,5,6,8	1,136,827	439	78,791
CASI PHARMACEUTICALS INC	COM	14757U109	2,388	955,232	SH		DFND	2,20,5	772,868	0	182,364
CASPER SLEEP INC	COM	147626105	1,054	117,543	SH		DFND	2,20	88,119	0	29,424
CASS INFORMATION SYS INC	COM	14808P109	15,043	385,413	SH		DFND	2,20,5,8	325,743	0	59,670
CASSAVA SCIENCES INC	COM	14817C107	723	234,706	SH		DFND	2,20	180,678	0	54,028
CASTLE BIOSCIENCES INC	COM	14843C105	7,043	186,858	SH		DFND	2,20,5,8	145,576	0	41,282
CASTLIGHT HEALTH INC	CL B	14862Q100	44	52,630	SH		DFND	20	52,630	0	0
CATABASIS PHARMACEUTICALS IN	COM NEW	14875P206	1,296	201,549	SH		DFND	2,20	159,746	0	41,803
CATALENT INC	COM	148806102	371,849	5,072,979	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,502,512	75,831	494,636
CATALYST BIOSCIENCES INC	COM NEW	14888D208	1,205	205,286	SH		DFND	2,20	165,786	0	39,500
ADTRAN INC	COM	00738A106	18,032	1,649,786	SH		DFND	2,20,5,8	1,422,176	1,818	225,792
CATALYST PHARMACEUTICALS INC	COM	14888U101	30,846	6,676,601	SH		DFND	2,20,5,8	6,282,907	0	393,694
CATASYS INC	COM PAR	149049504	3,306	133,644	SH		DFND	2,20,5	105,881	0	27,763
CATCHMARK TIMBER TR INC	CL A	14912Y202	8,999	1,016,879	SH		DFND	2,20,5,8	817,105	0	199,774
CATERPILLAR INC DEL	COM	149123101	5,583,350	44,137,153	SH		DFND	10,11,12,13,19,2,20,5,6,8	20,338,081	348,586	23,450,486
CATHAY GEN BANCORP	COM	149150104	79,605	3,026,798	SH		DFND	2,20,5,6,8	2,670,873	454	355,471
CATO CORP NEW	CL A	149205106	6,791	830,209	SH		DFND	2,20,5,8	727,947	1,391	100,871
CAVCO INDS INC DEL	COM	149568107	55,870	289,707	SH		DFND	2,20,5,8	251,036	31	38,640
CB FINL SVCS INC	COM	12479G101	1,189	54,500	SH		DFND	2,20	43,400	0	11,100
CBIZ INC	COM	124805102	26,724	1,114,891	SH		DFND	2,20,5,8	887,956	0	226,935
CBL & ASSOC PPTYS INC	COM	124830100	53	193,539	SH		DFND	13,20	153,039	0	40,500
ADURO BIOTECH INC	COM	00739L101	3,039	1,315,799	SH		DFND	2,20,5	1,074,279	0	241,520
CBOE GLOBAL MARKETS INC	COM	12503M108	446,205	4,783,502	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,162,485	60,631	560,386
CBRE GROUP INC	CL A	12504L109	680,518	15,049,041	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,579,711	456,274	2,013,056
CBTX INC	COM	12481V104	8,940	423,711	SH		DFND	2,20,5,8	340,934	0	82,777
CDK GLOBAL INC	COM	12508E101	177,810	4,292,854	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	3,596,804	88,547	607,503
CDW CORP	COM	12514G108	692,054	5,956,742	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,129,396	95,984	731,362
CECO ENVIRONMENTAL CORP	COM	125141101	3,892	590,534	SH		DFND	2,20,5	472,059	0	118,475
CEDAR REALTY TRUST INC	COM NEW	150602209	1,348	1,361,143	SH		DFND	2,20	1,361,143	0	0
CEL SCI CORP	COM PAR NEW	150837607	38,135	2,555,977	SH		DFND	2,20,5,8	2,420,127	0	135,850
CELANESE CORP DEL	COM	150870103	483,857	5,604,092	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,478,399	367,879	757,814
CELLCOM ISRAEL LTD	SHS	M2196U109	133	34,102	SH		DFND	20	34,102	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	463,817	3,250,409	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,561,984	42,876	645,549
CELLECTIS S A	SPON ADS	15117K103	1,094	61,434	SH		DFND	2	61,434	0	0
CELLULAR BIOMEDICINE GROUP I	COM NEW	15117P102	3,358	224,318	SH		DFND	2,20	176,955	0	47,363
CELSIUS HLDGS INC	COM NEW	15118V207	6,967	591,929	SH		DFND	2,20,5	486,462	0	105,467
CEMEX SAB DE CV	SPON ADR NEW	151290889	59	20,649	SH		DFND	1,20,5	10,654	0	9,995
CENTENE CORP DEL	COM	15135B101	1,607,876	25,300,962	SH		DFND	10,11,12,13,19,2,20,5,6,8	22,182,325	350,780	2,767,857
CENTENNIAL RESOURCE DEV INC	CL A	15136A102	103	115,293	SH		DFND	13,20,5	108,293	0	7,000
CENTERPOINT ENERGY INC	COM	15189T107	583,223	31,238,515	SH		DFND	10,11,12,13,19,2,20,5,6,8	26,685,335	298,470	4,254,710
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	15,104	424,500	SH		DFND	2	424,500	0	0
CENTOGENE N V	COM	N1976T109	876	38,296	SH		DFND	2,20	28,628	0	9,668
CENTRAIS ELETRICAS BRASILEIR	SPON ADR PFD B	15234Q108	2,398	409,183	SH		DFND	10,2,20	297,847	102,836	8,500
22ND CENTY GROUP INC	COM	90137F103	53	69,400	SH		DFND	20	69,400	0	0
ADVANCED DISP SVCS INC DEL	COM	00790X101	47,318	1,568,379	SH		DFND	12,19,2,20,5,8	1,173,918	1,300	393,161
CENTRAIS ELETRICAS BRASILEIR	SPONSORED ADR	15234Q207	2,500	440,971	SH		DFND	2	440,971	0	0
CENTRAL EUROPEAN MEDIA ENTRP	CL A NEW	G20045202	6,825	1,928,038	SH		DFND	2,20,5	1,618,072	0	309,966
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	46,032	1,362,303	SH		DFND	2,20,5,6,8	1,174,888	0	187,415
CENTRAL GARDEN & PET CO	COM	153527106	12,198	338,930	SH		DFND	2,20,5,8	299,306	0	39,624
CENTRAL PAC FINL CORP	COM NEW	154760409	17,787	1,109,593	SH		DFND	2,20,5,8	987,813	0	121,780
CENTRAL PUERTO S A	SPONSORED ADR	155038201	825	324,639	SH		DFND	2,20,5	277,513	0	47,126
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	3,214	208,867	SH		DFND	2,20,5	171,274	0	37,593
CENTURY ALUM CO	COM	156431108	11,634	1,631,663	SH		DFND	2,20,5,8	1,420,857	2,024	208,782
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	4,660	59,965	SH		DFND	2,20,5	46,897	0	13,068
CENTURY CASINOS INC	COM	156492100	2,722	655,838	SH		DFND	2,20	562,696	0	93,142
ADVANCED DRAIN SYS INC DEL	COM	00790R104	49,849	1,009,083	SH		DFND	2,20,5,8	785,286	1,000	222,797
CENTURY CMNTYS INC	COM	156504300	32,586	1,062,811	SH		DFND	2,20,5,8	938,847	0	123,964
CENTURYLINK INC	COM	156700106	623,400	62,153,503	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	45,183,081	656,545	16,313,877
CERAGON NETWORKS LTD	ORD	M22013102	96	44,450	SH		DFND	2	44,450	0	0
CERECOR INC	COM	15671L109	1,025	394,248	SH		DFND	2,20	314,160	0	80,088
CERENCE INC	COM	156727109	33,928	830,748	SH		DFND	13,2,20,5,8	664,688	329	165,731
CERIDIAN HCM HLDG INC	COM	15677J108	190,200	2,399,390	SH		DFND	13,19,2,20,5,6,8	2,158,557	1,400	239,433
CERNER CORP	COM	156782104	1,025,939	14,926,968	SH		DFND	10,11,12,13,19,2,20,5,6,8	12,311,722	366,331	2,248,915
CERUS CORP	COM	157085101	29,099	4,408,899	SH		DFND	2,20,5,8	3,723,525	0	685,374
CEVA INC	COM	157210105	30,331	810,556	SH		DFND	2,20,5,8	710,775	0	99,781
CF INDS HLDGS INC	COM	125269100	313,525	11,141,604	SH		DFND	10,11,12,13,19,2,20,5,6,8	9,467,009	130,428	1,544,167
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	1,307	269,524	SH		DFND	2,20,5	203,425	0	66,099
CHAMPIONS ONCOLOGY INC	COM NEW	15870P307	689	72,070	SH		DFND	2,20	55,035	0	17,035
CHAMPIONX CORPORATION	COM	15872M104	64,883	6,647,875	SH		DFND	1,13,19,2,20,5,6,8	5,640,400	1,331	1,006,144
CHANGE HEALTHCARE INC	COM	15912K100	41,765	3,728,991	SH		DFND	13,2,20,5,8	2,998,912	2,511	727,568
CHANNELADVISOR CORP	COM	159179100	8,849	558,636	SH		DFND	2,20,5,8	432,417	0	126,219
CHAPARRAL ENERGY INC	COM CL A	15942R208	10	14,900	SH		DFND	20	14,900	0	0
CHARLES RIV LABS INTL INC	COM	159864107	208,637	1,196,656	SH		DFND	13,2,20,5,6,8	1,073,505	426	122,725
CHART INDS INC	COM PAR $0.01	16115Q308	54,339	1,120,629	SH		DFND	2,20,5,8	960,912	246	159,471
CHARTER COMMUNICATIONS INC N	CL A	16119P108	3,519,449	6,900,339	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	5,737,468	74,410	1,088,461
CHASE CORP	COM	16150R104	16,657	162,511	SH		DFND	2,20,5,8	127,396	0	35,115
CHATHAM LODGING TR	COM	16208T102	15,084	2,464,787	SH		DFND	2,20,5,8	2,194,935	0	269,852
ADVANCED ENERGY INDS	COM	007973100	79,362	1,170,709	SH		DFND	2,20,5,8	997,926	200	172,583
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	301,888	2,810,090	SH		DFND	10,12,13,19,2,20,5,6,8	2,098,657	124,694	586,739
CHECKPOINT THERAPEUTICS INC	COM	162828107	1,161	586,183	SH		DFND	2,20	452,135	0	134,048
CHEESECAKE FACTORY INC	COM	163072101	33,845	1,476,673	SH		DFND	2,20,5,8	1,298,211	294	178,168
CHEETAH MOBILE INC	ADR	163075104	219	69,794	SH		DFND	2	69,794	0	0
CHEFS WHSE INC	COM	163086101	11,945	879,625	SH		DFND	2,20,5,8	768,239	0	111,386
CHEGG INC	COM	163092109	100,727	1,497,582	SH		DFND	13,19,2,20,5,8	1,214,399	1,200	281,983
CHEGG INC	NOTE 0.125% 3/1	163092AD1	29,375	20,664,000	PRN		DFND	2,5	20,664,000	0	0
CHEMBIO DIAGNOSTICS INC	COM NEW	163572209	580	178,550	SH		DFND	2,20	132,568	0	45,982
CHEMED CORP NEW	COM	16359R103	180,649	400,490	SH		DFND	13,19,2,20,5,6,8	360,290	147	40,053
CHEMOCENTRYX INC	COM	16383L106	98,948	1,719,631	SH		DFND	2,20,5,8	1,522,751	1,400	195,480
ADVANCED MICRO DEVICES INC	COM	007903107	2,496,712	47,456,989	SH		DFND	10,11,12,13,19,2,20,5,6,8	41,173,222	629,522	5,654,245
CHEMOURS CO	COM	163851108	60,663	3,952,008	SH		DFND	12,13,2,20,5,6,8	3,576,354	11,943	363,711
CHEMUNG FINL CORP	COM	164024101	1,680	60,967	SH		DFND	2,20	47,834	0	13,133
CHENIERE ENERGY INC	COM NEW	16411R208	284,349	5,884,699	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,449,189	113,247	1,322,263
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	9,832	15,231,000	PRN		DFND	2,5	15,231,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	6,832	735,402	SH		DFND	2,20,5	670,633	0	64,769
CHESAPEAKE UTILS CORP	COM	165303108	30,614	362,569	SH		DFND	19,2,20,5,8	293,031	36	69,502
CHEVRON CORP NEW	COM	166764100	10,709,621	120,022,652	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	92,017,186	15,361,723	12,643,743
CHEWY INC	CL A	16679L109	5,010	112,096	SH		DFND	19,2,20,5	112,096	0	0
CHIASMA INC	COM	16706W102	3,614	671,829	SH		DFND	2,20,5	543,939	0	127,890
CHICOS FAS INC	COM	168615102	4,373	3,168,961	SH		DFND	2,20,5	2,678,943	0	490,018
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	42,571	6,497,000	PRN		DFND	2,5	6,497,000	0	0
CHILDRENS PL INC	COM	168905107	20,731	553,998	SH		DFND	2,20,5,8	487,646	137	66,215
CHIMERA INVT CORP	COM NEW	16934Q208	47,109	4,814,205	SH		DFND	13,2,20,5,8	3,795,910	3,113	1,015,182
CHIMERIX INC	COM	16934W106	3,315	1,069,292	SH		DFND	2,20,5	905,343	0	163,949
CHINA BIOLOGIC PRODS HLDGS I	COM	G21515104	6,183	60,514	SH		DFND	10,13,19,2,20,5	59,814	0	700
CHINA INDEX HLDGS LTD	SPNSRD ADS A	16954W101	211	98,518	SH		DFND	2	98,518	0	0
CHINA LIFE INS CO LTD	SPON ADR REP H	16939P106	118	11,681	SH		DFND	5	11,681	0	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	4,614	133,661	SH		DFND	1,12,2,20	100,752	0	32,909
CHINA PETE & CHEM CORP	SPON ADR H SHS	16941R108	2,064	49,201	SH		DFND	20,5	47,501	1,700	0
CHINA TELECOM CORP LTD	SPON ADR H SHS	169426103	880	29,645	SH		DFND	20,5	25,825	2,400	1,420
CHINA YUCHAI INTL LTD	COM	G21082105	815	56,684	SH		DFND	2,20,5	43,540	0	13,144
ADVANSIX INC	COM	00773T101	10,968	934,254	SH		DFND	1,13,2,20,5,8	801,633	785	131,836
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,162,971	1,105,108	SH		DFND	10,11,12,13,19,2,20,5,6,8	943,219	16,480	145,409
CHOICE HOTELS INTL INC	COM	169905106	63,575	805,773	SH		DFND	19,2,20,5,6,8	730,276	274	75,223
CHOICEONE FINL SVCS INC	COM	170386106	2,184	73,900	SH		DFND	2,20,5	58,700	0	15,200
CHROMADEX CORP	COM NEW	171077407	3,355	730,982	SH		DFND	2,20	587,992	0	142,990
CHUBB LIMITED	COM	H1467J104	2,643,140	20,747,431	SH		DFND	10,11,12,13,19,2,20,5,6,8	18,209,533	282,556	2,255,342
CHUNGHWA TELECOM CO LTD	SPON ADR NEW11	17133Q502	10,877	276,289	SH		DFND	1,13,2,20,5	192,930	9,300	74,059
CHURCH & DWIGHT INC	COM	171340102	981,562	12,698,089	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,123,381	262,418	1,312,290
CHURCHILL DOWNS INC	COM	171484108	160,285	1,203,789	SH		DFND	13,2,20,5,6,8	1,010,758	501	192,530
CHUYS HLDGS INC	COM	171604101	7,405	497,662	SH		DFND	2,20,5	436,626	0	61,036
CIA ENERGETICA DE MINAS GERA	SP ADR N-V PFD	204409601	8,741	4,121,895	SH		DFND	10,19,2,20	3,680,101	385,856	55,938
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	72,560	3,475,116	SH		DFND	2,20,5,8	3,173,219	600	301,297
CIDARA THERAPEUTICS INC	COM	171757107	1,567	424,692	SH		DFND	2,20	347,836	0	76,856
CIENA CORP	COM NEW	171779309	207,220	3,826,077	SH		DFND	13,19,2,20,5,6,8	3,415,805	1,303	408,969
CIGNA CORP NEW	COM	125523100	3,097,080	16,504,557	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,284,466	259,172	1,960,919
CIM COML TR CORP	COM NEW	125525584	2,203	204,345	SH		DFND	2,20,5	181,775	0	22,570
CIMAREX ENERGY CO	COM	171798101	149,929	5,453,942	SH		DFND	12,13,19,2,20,5,6,8	4,395,803	1,047	1,057,092
CIMPRESS PLC	SHS EURO	G2143T103	29,153	381,886	SH		DFND	13,2,20,5,8	298,642	200	83,044
CINCINNATI BELL INC NEW	COM NEW	171871502	24,054	1,619,765	SH		DFND	2,20,5,8	1,394,925	0	224,840
CINCINNATI FINL CORP	COM	172062101	554,845	8,586,478	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,765,397	106,448	714,633
CINEMARK HLDGS INC	COM	17243V102	41,045	3,553,712	SH		DFND	12,13,2,20,5,6,8	3,059,163	800	493,749
CINTAS CORP	COM	172908105	1,056,614	3,966,866	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	3,424,780	81,518	460,568
AECOM	COM	00766T100	151,525	4,032,055	SH		DFND	12,13,2,20,5,6,8	3,368,886	1,595	661,574
CIRCOR INTL INC	COM	17273K109	14,541	570,696	SH		DFND	2,20,5	499,503	0	71,193
CIRRUS LOGIC INC	COM	172755100	101,600	1,644,538	SH		DFND	10,13,19,2,20,5,6,8	1,513,892	2,828	127,818
CISCO SYS INC	COM	17275R102	8,732,350	187,228,771	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	154,959,203	4,595,440	27,674,128
CIT GROUP INC	COM NEW	125581801	108,924	5,254,418	SH		DFND	12,13,2,20,5,6,8	4,780,068	1,388	472,962
CITI TRENDS INC	COM	17306X102	4,905	242,575	SH		DFND	2,20,5	194,486	0	48,089
CITIGROUP INC	COM NEW	172967424	4,620,413	90,419,043	SH		DFND	1,10,12,13,19,2,20,5,6,8	78,107,763	1,442,504	10,868,776
CITIZENS & NORTHN CORP	COM	172922106	4,847	234,716	SH		DFND	2,20,5	189,400	0	45,316
CITIZENS CMNTY BANCORP INC M	COM	174903104	180	26,276	SH		DFND	20	923	0	25,353
CITIZENS FINANCIAL GROUP INC	COM	174610105	533,473	21,136,019	SH		DFND	10,12,13,19,2,20,5,6,8	18,589,574	415,789	2,130,656
CITIZENS HLDG CO MISS	COM	174715102	1,283	51,300	SH		DFND	2,20	40,700	0	10,600
AEGION CORP	COM	00770F104	16,889	1,064,208	SH		DFND	2,20,5,8	920,631	1,063	142,514
CITIZENS INC	CL A	174740100	6,107	1,019,547	SH		DFND	2,20,5,8	814,523	800	204,224
CITRIX SYS INC	COM	177376100	866,123	5,855,745	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,821,118	200,147	834,480
CITY HLDG CO	COM	177835105	37,958	582,452	SH		DFND	2,20,5,8	510,996	0	71,456
CITY OFFICE REIT INC	COM	178587101	17,173	1,707,072	SH		DFND	2,20,5,8	1,433,857	0	273,215
CIVEO CORP CDA	COM	17878Y108	60	96,572	SH		DFND	2,20	96,572	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	4,372	283,866	SH		DFND	2,20,5	232,883	0	50,983
CLARIVATE PLC	ORD SHS	G21810109	2,103	94,200	SH		DFND	10,2,5,8	94,200	0	0
CLARUS CORP NEW	COM	18270P109	4,701	405,998	SH		DFND	2,20,5	340,678	0	65,320
CLEAN ENERGY FUELS CORP	COM	184499101	5,822	2,622,656	SH		DFND	2,20,5,8	2,089,249	0	533,407
CLEAN HARBORS INC	COM	184496107	73,906	1,232,174	SH		DFND	13,2,20,5,6,8	1,118,613	746	112,815
2U INC	COM	90214J101	32,565	857,864	SH		DFND	13,2,20,5,8	717,628	500	139,736
AEGLEA BIOTHERAPEUTICS INC	COM	00773J103	6,038	652,803	SH		DFND	2,20,5	521,884	0	130,919
CLEAR CHANNEL OUTDOOR HLDGS	COM	18453H106	1,125	1,081,703	SH		DFND	2,20,5,8	763,945	2,005	315,753
CLEARFIELD INC	COM	18482P103	2,708	193,970	SH		DFND	2,20,5	157,585	0	36,385
CLEARSIDE BIOMEDICAL INC	COM	185063104	101	53,700	SH		DFND	20	53,700	0	0
CLEARWATER PAPER CORP	COM	18538R103	19,296	534,082	SH		DFND	2,20,5,8	459,074	0	75,008
CLEARWAY ENERGY INC	CL A	18539C105	13,780	657,134	SH		DFND	2,20,5,8	514,503	0	142,631
CLEARWAY ENERGY INC	CL C	18539C204	38,109	1,652,613	SH		DFND	2,20,5,8	1,298,290	0	354,323
CLEVELAND CLIFFS INC	COM	185899101	85,131	15,422,322	SH		DFND	12,13,2,20,5,8	13,536,577	7,859	1,877,886
CLIPPER RLTY INC	COM	18885T306	2,347	289,773	SH		DFND	2,20	244,638	0	45,135
CLOROX CO DEL	COM	189054109	1,642,479	7,487,254	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,859,389	90,262	1,537,603
CLOUDERA INC	COM	18914U100	57,671	4,533,882	SH		DFND	2,20,5,8	3,582,675	2,300	948,907
AEMETIS INC	COM NEW	00770K202	69	86,900	SH		DFND	20	86,900	0	0
CLOUDFLARE INC	CL A COM	18915M107	37,036	1,030,208	SH		DFND	19,2,20	882,744	0	147,464
CLOVIS ONCOLOGY INC	COM	189464100	62,361	9,238,731	SH		DFND	13,2,20,5,8	8,973,723	0	265,008
CME GROUP INC	COM	12572Q105	2,609,440	16,054,140	SH		DFND	10,11,12,13,19,2,20,5,6,8	13,917,702	226,248	1,910,190
CMS ENERGY CORP	COM	125896100	929,848	15,916,597	SH		DFND	10,11,12,13,19,2,20,5,6,8	14,027,325	191,646	1,697,626
CNA FINL CORP	COM	126117100	14,576	453,365	SH		DFND	10,12,13,19,2,20,5	421,205	0	32,160
CNB FINL CORP PA	COM	126128107	5,342	297,922	SH		DFND	2,20,5,8	234,629	0	63,293
CNH INDL N V	SHS	N20944109	672	95,578	SH		DFND	20	95,578	0	0
CNO FINL GROUP INC	COM	12621E103	87,246	5,603,452	SH		DFND	12,13,2,20,5,6,8	4,806,469	1,024	795,959
CNOOC LIMITED	SPONSORED ADR	126132109	1,276	10,873	SH		DFND	12,20,5	8,600	0	2,273
CNX RESOURCES CORPORATION	COM	12653C108	96,070	11,106,389	SH		DFND	12,13,2,20,5,6,8	10,354,018	2,045	750,326
AERCAP HOLDINGS NV	SHS	N00985106	108,898	3,535,655	SH		DFND	10,12,13,19,2,20,5,6,8	2,393,998	264,672	876,985
CO-DIAGNOSTICS INC	COM	189763105	9,213	476,111	SH		DFND	2,20,5,8	396,806	0	79,305
COASTAL FINL CORP WA	COM NEW	19046P209	2,069	142,464	SH		DFND	2,20	94,988	0	47,476
COCA COLA CO	COM	191216100	8,309,452	184,298,893	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	154,763,875	3,777,354	25,757,664
COCA COLA CONSOLIDATED INC	COM	191098102	33,965	148,196	SH		DFND	2,20,5,8	126,510	0	21,686
COCA COLA EUROPEAN PARTNERS	SHS	G25839104	180,601	4,782,865	SH		DFND	10,12,13,19,2,20,5,6,8	3,020,746	88,427	1,673,692
CODEXIS INC	COM	192005106	14,128	1,239,300	SH		DFND	2,20,5,8	998,860	0	240,440
CODORUS VY BANCORP INC	COM	192025104	2,378	171,965	SH		DFND	2,20,5	143,567	0	28,398
COEUR MNG INC	COM NEW	192108504	43,815	8,624,974	SH		DFND	2,20,5,8	7,556,648	3,121	1,065,205
COGENT COMMUNICATIONS HLDGS	COM NEW	19239V302	103,375	1,336,289	SH		DFND	2,20,5,8	1,141,848	652	193,789
COGNEX CORP	COM	192422103	334,143	5,595,154	SH		DFND	10,11,12,13,19,2,20,5,6,8	4,772,702	234,443	588,009
AERIE PHARMACEUTICALS INC	COM	00771V108	16,624	1,126,256	SH		DFND	2,20,5,8	950,621	0	175,635
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	1,362,907	23,986,387	SH		DFND	10,11,12,13,19,2,20,5,6,8	20,587,486	747,947	2,650,954
COHBAR INC	COM	19249J109	315	203,338	SH		DFND	20	158,265	0	45,073
COHEN & STEERS INC	COM	19247A100	36,711	539,466	SH		DFND	2,20,5,8	429,112	300	110,054
COHERENT INC	COM	192479103	76,230	581,999	SH		DFND	13,19,2,20,5,6,8	531,800	200	49,999
COHERUS BIOSCIENCES INC	COM	19249H103	92,446	5,176,146	SH		DFND	2,20,5,8	4,919,995	0	256,151
COHU INC	COM	192576106	23,425	1,350,905	SH		DFND	2,20,5,8	1,168,720	577	181,608
COLFAX CORP	COM	194014106	58,457	2,095,243	SH		DFND	13,2,20,5,6,8	1,887,111	700	207,432
COLFAX CORP	UNIT 01/15/2022T	194014205	13,505	110,700	SH		DFND	2	110,700	0	0
COLGATE PALMOLIVE CO	COM	194162103	3,952,641	53,953,601	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	35,829,692	13,427,504	4,696,405
COLLECTORS UNIVERSE INC	COM NEW	19421R200	5,482	159,909	SH		DFND	2,20,5	127,383	0	32,526
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	141,938	3,580,679	SH		DFND	13,2,20,5,8	3,255,602	555	324,522
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	14,265	815,143	SH		DFND	2,20,5,8	667,883	0	147,260
COLONY BANKCORP INC	COM	19623P101	1,151	97,810	SH		DFND	2,20	68,494	0	29,316
COLONY CAP INC NEW	CL A COM	19626G108	41,322	17,217,326	SH		DFND	10,13,2,20,5,8	12,559,951	137,908	4,519,467
COLONY CAP INC NEW	NOTE 3.875% 1/1	19624RAB2	7,126	7,512,000	PRN		DFND	2	7,512,000	0	0
COLONY CR REAL ESTATE INC	COM CL A	19625T101	12,494	1,779,760	SH		DFND	2,20,5,8	1,396,442	0	383,318
COLUMBIA BKG SYS INC	COM	197236102	83,645	2,950,976	SH		DFND	2,20,5,8	2,614,491	1,262	335,223
COLUMBIA FINL INC	COM	197641103	16,140	1,156,565	SH		DFND	2,20,5,6,8	904,545	0	252,020
COLUMBIA PPTY TR INC	COM NEW	198287203	63,753	4,851,806	SH		DFND	10,12,13,2,20,5,8	3,685,972	33,711	1,132,123
COLUMBIA SPORTSWEAR CO	COM	198516106	55,267	685,865	SH		DFND	19,2,20,5,6,8	599,913	188	85,764
COLUMBUS MCKINNON CORP N Y	COM	199333105	15,772	471,503	SH		DFND	2,20,5,8	370,684	612	100,207
AEROVIRONMENT INC	COM	008073108	101,962	1,280,449	SH		DFND	2,20,5,8	1,179,962	0	100,487
COMCAST CORP NEW	CL A	20030N101	6,969,811	177,764,991	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	152,368,032	3,097,944	22,299,015
COMERICA INC	COM	200340107	286,732	7,395,542	SH		DFND	1,10,12,13,19,2,20,5,6,8	6,548,903	92,557	754,082
COMFORT SYS USA INC	COM	199908104	48,140	1,181,344	SH		DFND	2,20,5,8	979,696	0	201,648
COMMERCE BANCSHARES INC	COM	200525103	291,728	4,905,457	SH		DFND	12,13,19,2,20,5,6,8	4,662,565	1,136	241,756
COMMERCIAL METALS CO	COM	201723103	97,051	4,757,424	SH		DFND	12,2,20,5,6,8	4,210,593	768	546,063
COMMERCIAL VEH GROUP INC	COM	202608105	36	12,384	SH		DFND	20	12,384	0	0
COMMSCOPE HLDG CO INC	COM	20337X109	24,116	2,895,039	SH		DFND	12,13,2,20,5,8	2,443,428	2,100	449,511
COMMUNITY BANKERS TR CORP	COM	203612106	2,530	460,010	SH		DFND	2,20	387,170	0	72,840
COMMUNITY BK SYS INC	COM	203607106	236,019	4,110,057	SH		DFND	2,20,5,6,8	3,883,705	375	225,977
COMMUNITY FINL CORP MD	COM	20368X101	1,975	80,934	SH		DFND	2,20	64,713	0	16,221
AES CORP	COM	00130H105	519,191	35,830,973	SH		DFND	10,11,12,13,19,2,20,5,6,8	30,707,036	568,997	4,554,940
COMMUNITY HEALTH SYS INC NEW	COM	203668108	9,927	3,298,012	SH		DFND	1,2,20,5,8	2,886,379	3,578	408,055
COMMUNITY HEALTHCARE TR INC	COM	20369C106	45,904	1,122,345	SH		DFND	10,2,20,5,8	925,738	5,800	190,807
COMMUNITY TR BANCORP INC	COM	204149108	12,568	379,287	SH		DFND	2,20,5,8	308,599	0	70,688
COMMVAULT SYSTEMS INC	COM	204166102	63,928	1,651,888	SH		DFND	13,19,2,20,5,6,8	1,200,893	486	450,509
COMPANHIA BRASILEIRA DE DIST	SPONSORED ADR	20440T300	9,063	693,404	SH		DFND	10,19,2,20	618,048	66,814	8,542
COMPANHIA DE SANEAMENTO BASI	SPONSORED ADR	20441A102	14,463	1,376,091	SH		DFND	10,13,19,2,20,5	996,265	160,788	219,038
COMPANHIA PARANAENSE ENERG C	SPON ADR PFD	20441B407	16,122	1,410,223	SH		DFND	13,2,20,5	1,207,223	0	203,000
COMPANHIA SIDERURGICA NACION	SPONSORED ADR	20440W105	5,558	2,833,130	SH		DFND	10,19,2,20	2,553,480	238,450	41,200
COMPANIA CERVECERIAS UNIDAS	SPONSORED ADR	204429104	5,330	372,228	SH		DFND	13,19,2,20,5,8	343,445	0	28,783
COMPANIA DE MINAS BUENAVENTU	SPONSORED ADR	204448104	71,273	7,797,905	SH		DFND	10,12,13,19,2,20,5,8	2,847,384	88,700	4,861,821
AFFILIATED MANAGERS GROUP IN	COM	008252108	112,826	1,513,224	SH		DFND	12,13,19,2,20,5,6,8	1,409,180	588	103,456
COMPASS MINERALS INTL INC	COM	20451N101	77,294	1,585,520	SH		DFND	2,20,5,6,8	1,432,605	195	152,720
COMPUGEN LTD	ORD	M25722105	7,198	479,229	SH		DFND	2,20,5,8	356,929	0	122,300
COMPUTER PROGRAMS & SYS INC	COM	205306103	11,054	485,031	SH		DFND	2,20,5,8	433,389	100	51,542
COMPX INTL INC	CL A	20563P101	239	17,280	SH		DFND	2,20	10,216	0	7,064
COMSCORE INC	COM	20564W105	3,552	1,145,919	SH		DFND	2,20,5	787,273	0	358,646
COMSTOCK RES INC	COM	205768302	1,269	289,616	SH		DFND	2,20	226,667	0	62,949
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	14,869	880,354	SH		DFND	2,20,5,8	766,741	371	113,242
CONAGRA BRANDS INC	COM	205887102	769,064	21,867,055	SH		DFND	10,11,12,13,19,2,20,5,6,8	19,320,112	240,843	2,306,100
CONCERT PHARMACEUTICALS INC	COM	206022105	4,823	484,709	SH		DFND	2,20,5	390,071	0	94,638
CONCHO RES INC	COM	20605P101	602,726	11,703,414	SH		DFND	10,11,12,13,19,2,20,5,6,8	10,861,297	118,925	723,192
AFFIMED N V	COM	N01045108	6,893	1,493,695	SH		DFND	2,20,5	1,235,340	0	258,355
CONCRETE PUMPING HLDGS INC	COM	206704108	1,313	377,420	SH		DFND	2,20	291,063	0	86,357
CONDUENT INC	COM	206787103	10,277	4,299,841	SH		DFND	1,12,13,2,20,5,8	3,560,219	4,381	735,241
CONFORMIS INC	COM	20717E101	36	44,127	SH		DFND	20	44,127	0	0
CONMED CORP	COM	207410101	70,913	982,399	SH		DFND	2,20,5,8	857,245	100	125,054
CONNECTONE BANCORP INC NEW	COM	20786W107	13,032	808,467	SH		DFND	2,20,5,8	658,312	0	150,155
CONNS INC	COM	208242107	8,881	880,171	SH		DFND	2,20,5	808,479	0	71,692
CONOCOPHILLIPS	COM	20825C104	2,262,012	53,831,803	SH		DFND	10,11,12,13,19,2,20,5,6,8	48,342,253	691,784	4,797,766
CONSOL ENERGY INC NEW	COM	20854L108	4,307	849,423	SH		DFND	2,20,5	764,955	0	84,468
CONSOLIDATED COMM HLDGS INC	COM	209034107	17,670	2,609,982	SH		DFND	2,20,5,8	2,314,280	1,045	294,657
CONSOLIDATED EDISON INC	COM	209115104	1,567,300	21,789,244	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	18,663,741	252,012	2,873,491
AFLAC INC	COM	001055102	1,286,228	35,698,819	SH		DFND	10,11,12,13,19,2,20,5,6,8	31,383,507	649,489	3,665,823
CONSOLIDATED WATER CO INC	ORD	G23773107	3,855	265,607	SH		DFND	2,20,5	217,906	0	47,701
CONSTELLATION BRANDS INC	CL A	21036P108	1,320,517	7,547,969	SH		DFND	10,12,13,19,2,20,5,6,8	6,474,265	99,946	973,758
CONSTELLATION PHARMCETICLS I	COM	210373106	41,459	1,379,671	SH		DFND	2,20,5,8	1,281,437	0	98,234
CONSTELLIUM SE	CL A SHS	F21107101	946	123,164	SH		DFND	12,2,20,5	123,164	0	0
CONSTRUCTION PARTNERS INC	COM CL A	21044C107	6,776	381,528	SH		DFND	2,20,5,8	303,187	0	78,341
CONTAINER STORE GROUP INC	COM	210751103	1,006	310,449	SH		DFND	2,20	252,868	0	57,581
CONTANGO OIL & GAS CO	COM NEW	21075N204	2,415	1,054,762	SH		DFND	2,20,5	790,446	0	264,316
CONTINENTAL RES INC	COM	212015101	100,164	5,713,867	SH		DFND	10,12,13,19,2,20,5,8	5,583,437	978	129,452
CONTRAFECT CORP	COM NEW	212326300	1,159	181,423	SH		DFND	2,20	149,992	0	31,431
COOPER COS INC	COM NEW	216648402	616,299	2,172,822	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,877,348	50,972	244,502
3-D SYS CORP DEL	COM NEW	88554D205	33,047	4,727,705	SH		DFND	2,20,5,8	4,208,992	3,366	515,347
AFYA LTD	CL A COM	G01125106	340	14,512	SH		DFND	2	14,512	0	0
COOPER STD HLDGS INC	COM	21676P103	9,134	689,367	SH		DFND	2,20,5	631,232	0	58,135
COOPER TIRE & RUBR CO	COM	216831107	46,620	1,688,526	SH		DFND	2,20,5,8	1,465,992	33	222,501
COOTEK CAYMAN INC	SPONSORED ADS	21718L102	73	10,300	SH		DFND	2	10,300	0	0
COPA HOLDINGS SA	CL A	P31076105	42,783	846,176	SH		DFND	19,2,20,5	807,539	0	38,637
COPART INC	COM	217204106	735,564	8,833,476	SH		DFND	10,11,12,13,19,2,20,5,6,8	7,552,357	318,398	962,721
CORBUS PHARMACEUTICALS HLDGS	COM	21833P103	25,557	3,046,084	SH		DFND	2,20,5,8	2,819,672	0	226,412
CORCEPT THERAPEUTICS INC	COM	218352102	55,324	3,289,193	SH		DFND	2,20,5,8	2,860,350	0	428,843
CORE LABORATORIES N V	COM	N22717107	17,775	873,719	SH		DFND	13,19,2,20,5,8	833,667	400	39,652
CORE MARK HOLDING CO INC	COM	218681104	36,600	1,466,629	SH		DFND	12,2,20,5,8	1,274,866	200	191,563
CORECIVIC INC	COM	21871N101	37,309	3,985,952	SH		DFND	12,13,2,20,5,6,8	3,593,005	657	392,290
AG MTG INVT TR INC	COM	001228105	798	250,290	SH		DFND	2,20	250,290	0	0
CORELOGIC INC	COM	21871D103	123,286	1,834,072	SH		DFND	13,2,20,5,6,8	1,669,934	1,306	162,832
CORENERGY INFRASTRUCTURE TR	COM NEW	21870U502	2,159	235,991	SH		DFND	19,2,20,5	191,587	0	44,404
COREPOINT LODGING INC	COM	21872L104	3,571	848,176	SH		DFND	2,20,5	689,900	0	158,276
CORESITE RLTY CORP	COM	21870Q105	124,371	1,017,170	SH		DFND	19,2,20,5,6,8	912,202	500	104,468
CORMEDIX INC	COM	21900C308	3,013	478,224	SH		DFND	2,20	396,312	0	81,912
CORNERSTONE BLDG BRANDS INC	COM	21925D109	5,630	929,045	SH		DFND	2,20,5,8	717,616	0	211,429
CORNERSTONE ONDEMAND INC	COM	21925Y103	49,119	1,273,839	SH		DFND	2,20,5,8	1,002,078	400	271,361
CORNING INC	COM	219350105	985,350	38,044,405	SH		DFND	10,11,12,13,19,2,20,5,6,8	33,847,553	498,246	3,698,606
CORPORACION AMER ARPTS S A	COM	L1995B107	425	194,945	SH		DFND	2,20,5	181,145	0	13,800
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	132,723	5,182,113	SH		DFND	10,13,2,20,5,6,8	4,305,575	32,995	843,543
AGCO CORP	COM	001084102	109,958	1,982,655	SH		DFND	12,13,19,2,20,5,6,8	1,840,546	513	141,596
CORTEVA INC	COM	22052L104	1,176,081	43,899,999	SH		DFND	10,11,12,13,19,2,20,5,6,8	32,734,378	469,075	10,696,546
CORTEXYME INC	COM	22053A107	13,204	285,180	SH		DFND	2,20,5,8	227,099	0	58,081
CORVEL CORP	COM	221006109	22,041	310,918	SH		DFND	2,20,5,8	268,458	0	42,460
COSAN LTD	SHS A	G25343107	20,467	1,359,031	SH		DFND	12,13,2,20,5,8	1,047,231	0	311,800
COSTAMARE INC	SHS	Y1771G102	11,959	2,150,860	SH		DFND	13,2,20,5	1,657,364	0	493,496
COSTAR GROUP INC	COM	22160N109	569,926	801,956	SH		DFND	10,11,12,13,19,2,20,5,6,8	667,849	22,372	111,735
COSTCO WHSL CORP NEW	COM	22160K105	5,582,166	18,410,229	SH		DFND	10,11,12,13,19,2,20,5,6,8	15,809,694	480,537	2,119,998
COTY INC	COM CL A	222070203	51,208	11,456,001	SH		DFND	10,12,13,19,2,20,5,6,8	10,098,517	36,845	1,320,639
COUNTY BANCORP INC	COM	221907108	1,168	55,800	SH		DFND	2,20	44,400	0	11,400
COUPA SOFTWARE INC	COM	22266L106	365,191	1,318,190	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,086,955	32,616	198,619
AGENUS INC	COM NEW	00847G705	26,019	6,620,729	SH		DFND	2,20,5,8	6,074,503	0	546,226
COUPA SOFTWARE INC	NOTE 0.125% 6/1	22266LAC0	27,867	15,377,000	PRN		DFND	2	15,377,000	0	0
COUSINS PPTYS INC	COM NEW	222795502	202,608	6,792,102	SH		DFND	10,19,2,20,5,6,8	5,551,216	43,176	1,197,710
COVANTA HLDG CORP	COM	22282E102	23,914	2,472,703	SH		DFND	2,20,5,8	1,977,407	614	494,682
COVENANT TRANSN GROUP INC	CL A	22284P105	3,365	233,173	SH		DFND	2,20,5	187,134	0	46,039
COVETRUS INC	COM	22304C100	63,648	3,557,724	SH		DFND	12,13,2,20,5,6,8	3,117,331	1,060	439,333
COVIA HLDGS CORP	COM	22305A103	12	24,153	SH		DFND	20	24,153	0	0
COWEN INC	CL A NEW	223622606	9,679	597,124	SH		DFND	2,20,5,8	463,097	0	134,027
CRA INTL INC	COM	12618T105	6,542	165,624	SH		DFND	2,20,5	136,302	0	29,322
CRACKER BARREL OLD CTRY STOR	COM	22410J106	86,898	783,503	SH		DFND	13,2,20,5,6,8	682,000	285	101,218
CRAFT BREW ALLIANCE INC	COM	224122101	3,878	252,000	SH		DFND	13,2,20,5	200,382	0	51,618
AGILE THERAPEUTICS INC	COM	00847L100	2,911	1,047,165	SH		DFND	2,20,5	875,036	0	172,129
CRANE CO	COM	224399105	66,753	1,122,648	SH		DFND	13,19,2,20,5,6,8	1,012,031	622	109,995
CRAWFORD & CO	CL A	224633206	2,375	300,996	SH		DFND	2,20,5	233,884	0	67,112
CRAWFORD & CO	CL B	224633107	103	14,722	SH		DFND	20	14,722	0	0
CREDICORP LTD	COM	G2519Y108	347,170	2,597,218	SH		DFND	10,12,13,19,2,20,5,8	1,033,438	33,200	1,530,580
CREDIT ACCEP CORP MICH	COM	225310101	52,467	125,217	SH		DFND	13,2,20,5,8	102,176	83	22,958
CREDIT SUISSE GROUP	SPONSORED ADR	225401108	400	38,783	SH		DFND	1,20	7,280	0	31,503
CREE INC	COM	225447101	161,560	2,729,514	SH		DFND	13,19,2,20,5,6,8	2,484,072	960	244,482
CREE INC	NOTE 0.875% 9/0	225447AB7	12,919	10,944,000	PRN		DFND	2,5	10,944,000	0	0
CRH PLC	ADR	12626K203	377	10,995	SH		DFND	1,20	10,536	0	459
CRINETICS PHARMACEUTICALS IN	COM	22663K107	7,340	418,975	SH		DFND	2,20,5,8	322,659	0	96,316
AGILENT TECHNOLOGIES INC	COM	00846U101	1,225,483	13,839,681	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,675,378	467,012	1,697,291
CRISPR THERAPEUTICS AG	NAMEN AKT	H17182108	8,877	120,789	SH		DFND	2,20,5,8	83,895	400	36,494
CRITEO S A	SPONS ADS	226718104	441	38,717	SH		DFND	2,20,5	38,717	0	0
CROCS INC	COM	227046109	76,202	2,069,585	SH		DFND	2,20,5,8	1,764,543	968	304,074
CROSS CTRY HEALTHCARE INC	COM	227483104	7,080	1,149,392	SH		DFND	2,20,5	1,010,299	0	139,093
CROSSFIRST BANKSHARES INC	COM	22766M109	8,327	851,449	SH		DFND	2,20,5,8	685,429	0	166,020
CROWDSTRIKE HLDGS INC	CL A	22788C105	201,530	2,009,469	SH		DFND	10,11,12,13,19,2,20,5,6,8	1,724,541	50,475	234,453
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	48,299	32,400	SH		DFND	2	32,400	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	3,253,143	19,439,159	SH		DFND	10,11,12,13,19,2,20,5,6,8	15,646,880	1,066,951	2,725,328
CROWN HLDGS INC	COM	228368106	186,918	2,869,915	SH		DFND	10,11,12,13,19,2,20,5,6,8	2,198,290	159,182	512,443
CRYOLIFE INC	COM	228903100	27,559	1,437,592	SH		DFND	2,20,5,8	1,273,626	0	163,966
AGILYSYS INC	COM	00847J105	14,629	815,447	SH		DFND	2,20,5,8	727,221	0	88,226
CRYOPORT INC	COM PAR $0.001	229050307	29,541	976,568	SH		DFND	2,20,5,8	816,398	0	160,170
CSG SYS INTL INC	COM	126349109	44,069	1,064,717	SH		DFND	2,20,5,8	922,472	20	142,225
CSW INDUSTRIALS INC	COM	126402106	21,774	315,062	SH		DFND	2,20,5,8	253,698	0	61,364
CSX CORP	COM	126408103	2,254,885	32,332,733	SH		DFND	10,11,12,13,19,2,20,5,6,8	27,122,703	686,553	4,523,477
CTI BIOPHARMA CORP	COM	12648L601	21	18,052	SH		DFND	20	18,052	0	0
CTO REALTY GROWTH INC	COM	22948P103	4,429	112,131	SH		DFND	13,2,20,5	90,962	0	21,169
CTS CORP	COM	126501105	21,097	1,050,627	SH		DFND	2,20,5,8	900,434	1,122	149,071
CUBESMART	COM	229663109	186,261	6,818,496	SH		DFND	10,12,13,19,2,20,5,8	5,063,855	55,894	1,698,747
CUBIC CORP	COM	229669106	97,202	2,023,779	SH		DFND	2,20,5,8	1,877,777	566	145,436
CUE BIOPHARMA INC	COM	22978P106	25,169	1,026,881	SH		DFND	2,20,5,8	930,949	0	95,932
AGIOS PHARMACEUTICALS INC	COM	00847X104	101,325	1,894,628	SH		DFND	13,19,2,20,5,8	1,765,857	1,000	127,771
CULLEN FROST BANKERS INC	COM	229899109	418,969	5,607,942	SH		DFND	12,13,2,20,5,6,8	5,479,459	3,910	124,573
CUMMINS INC	COM	231021106	1,233,236	7,117,835	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,927,981	294,025	895,829
CUMULUS MEDIA INC	COM CLASS A	231082801	1,163	294,500	SH		DFND	2,20	294,500	0	0
CURIS INC	COM NEW	231269200	15	12,288	SH		DFND	20	12,288	0	0
CURO GROUP HOLDINGS CORP	COM	23131L107	2,231	273,098	SH		DFND	2,20	214,928	0	58,170
CURTISS WRIGHT CORP	COM	231561101	140,522	1,570,888	SH		DFND	13,19,2,20,5,6,8	1,477,106	413	93,369
CUSHMAN WAKEFIELD PLC	SHS	G2717B108	28,061	2,252,111	SH		DFND	2,20,5,8	1,776,873	0	475,238
CUSTOMERS BANCORP INC	COM	23204G100	13,819	1,149,665	SH		DFND	2,20,5,8	1,017,050	0	132,615
CUTERA INC	COM	232109108	5,926	486,895	SH		DFND	2,20,5	430,658	0	56,237
CVB FINL CORP	COM	126600105	97,765	5,216,924	SH		DFND	2,20,5,8	4,613,878	631	602,415
AGNC INVT CORP	COM	00123Q104	202,902	15,586,144	SH		DFND	10,11,12,13,19,2,20,5,6,8	11,013,294	331,220	4,241,630
CVR ENERGY INC	COM	12662P108	35,920	1,786,154	SH		DFND	13,2,20,5,8	1,651,104	0	135,050
CVS HEALTH CORP	COM	126650100	3,703,203	56,998,660	SH		DFND	10,11,12,13,19,2,20,5,6,8	49,504,194	882,376	6,612,090
CYBERARK SOFTWARE LTD	SHS	M2682V108	76,650	772,132	SH		DFND	10,12,13,19,2,20,5,6,8	573,952	19,200	178,980
CYBEROPTICS CORP	COM	232517102	3,322	103,123	SH		DFND	2,20,5	82,283	0	20,840
CYCLERION THERAPEUTICS INC	COM	23255M105	2,955	500,080	SH		DFND	2,20,5	410,454	0	89,626
CYMABAY THERAPEUTICS INC	COM	23257D103	4,937	1,414,471	SH		DFND	2,20,5	1,153,837	0	260,634
CYRUSONE INC	COM	23283R100	307,849	4,202,716	SH		DFND	10,19,2,20,5,6,8	3,311,618	33,500	857,598
CYTOKINETICS INC	COM NEW	23282W605	71,677	3,041,032	SH		DFND	2,20,5,8	2,791,331	0	249,701
CYTOMX THERAPEUTICS INC	COM	23284F105	18,290	2,195,649	SH		DFND	2,20,5,8	1,991,695	0	203,954
CYTOSORBENTS CORP	COM NEW	23283X206	5,540	559,612	SH		DFND	2,20,5	442,119	0	117,493
AGREE REALTY CORP	COM	008492100	179,688	2,711,408	SH		DFND	10,19,2,20,5,8	2,157,263	15,400	538,745
D R HORTON INC	COM	23331A109	874,800	15,776,373	SH		DFND	10,11,12,13,19,2,20,5,6,8	13,602,184	379,775	1,794,414
DAILY JOURNAL CORP	COM	233912104	5,722	21,194	SH		DFND	2,20	17,135	0	4,059
DAKTRONICS INC	COM	234264109	5,465	1,256,302	SH		DFND	2,20,5	1,127,482	0	128,820
DANA INCORPORATED	COM	235825205	60,473	4,960,844	SH		DFND	12,13,2,20,5,6,8	4,281,385	2,077	677,382
DANAHER CORPORATION	4.75 MND CV PFD	235851300	43,604	34,900	SH		DFND	2	34,900	0	0
DANAHER CORPORATION	COM	235851102	4,686,945	26,478,587	SH		DFND	1,10,11,12,13,19,2,20,5,6,8	22,884,979	390,215	3,203,393
DANAHER CORPORATION	DBCV 1/2	235851AF9	175	26,000	PRN		DFND	1	26,000	0	0
DAQO NEW ENERGY CORP	SPNSRD ADR NEW	23703Q203	22,034	296,798	SH		DFND	13,2,20,5	233,694	0	63,104
DARDEN RESTAURANTS INC	COM	237194105	484,570	6,395,280	SH		DFND	10,11,12,13,19,2,20,5,6,8	5,246,948	121,105	1,027,227
DARLING INGREDIENTS INC	COM	237266101	126,855	5,152,533	SH		DFND	12,2,20,5,6,8	4,397,169	1,184	754,180