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

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

FORM 13F INFORMATION TABLE

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

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X GENOMICS INC CL A COM 88025U109 70,244 563,394 SH   DFND 13,19,2,20,5 480,217 0 83,177
360 DIGITECH INC AMERICAN DEP 88557W101 6,558 549,273 SH   DFND 13,2,20,5 413,842 0 135,431
AIR LEASE CORP CL A 00912X302 39,298 1,328,914 SH   DFND 13,2,20,5,8 1,077,959 1,500 249,455
DAKTRONICS INC COM 234264109 4,808 1,214,203 SH   DFND 2,20,5 1,085,383 0 128,820
DANA INCORPORATED COM 235825205 59,009 4,789,695 SH   DFND 12,13,2,20,5,6,8 4,119,136 2,077 668,482
DANAHER CORPORATION 4.75 MND CV PFD 235851300 48,395 32,800 SH   DFND 2 32,800 0 0
DANAHER CORPORATION COM 235851102 5,647,121 26,203,707 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 22,628,435 402,659 3,172,613
DANAHER CORPORATION DBCV 1/2 235851AF9 214 26,000 PRN   DFND 1 26,000 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 32,361 239,287 SH   DFND 13,2,20,5 194,083 0 45,204
DARDEN RESTAURANTS INC COM 237194105 592,215 5,878,650 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,144,439 121,588 612,623
DARLING INGREDIENTS INC COM 237266101 176,406 4,896,096 SH   DFND 12,2,20,5,6,8 4,131,570 1,184 763,342
DASEKE INC COM 23753F107 4,502 838,429 SH   DFND 2,20,5 696,029 0 142,400
DATADOG INC CL A COM 23804L103 293,864 2,876,511 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,357,398 77,985 441,128
AIR PRODS & CHEMS INC COM 009158106 2,896,174 9,680,026 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,383,598 226,622 1,069,806
DAVE & BUSTERS ENTMT INC COM 238337109 20,671 1,363,534 SH   DFND 2,20,5,8 1,145,290 0 218,244
DAVITA INC COM 23918K108 339,027 3,958,289 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,248,878 119,724 589,687
DAWSON GEOPHYSICAL CO NEW COM 239360100 18 10,036 SH   DFND 20 10,036 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 3,968 115,070 SH   DFND 5 115,070 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 90,758 1,769,162 SH   DFND 2,20,5,8 1,602,063 400 166,699
DECKERS OUTDOOR CORP COM 243537107 189,417 860,946 SH   DFND 12,13,19,2,20,5,6,8 729,877 293 130,776
DEERE & CO COM 244199105 2,787,701 12,535,526 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,810,507 148,402 1,576,617
DEL TACO RESTAURANTS INC NEW COM 245496104 4,468 544,830 SH   DFND 2,20,5 434,644 0 110,186
DELEK US HLDGS INC NEW COM 24665A103 33,662 3,024,460 SH   DFND 12,2,20,5,8 2,709,642 1,400 313,418
DELL TECHNOLOGIES INC CL C 24703L202 362,847 5,360,425 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,140,359 162,073 1,057,993
AIR TRANSPORT SERVICES GRP I COM 00922R105 33,357 1,331,075 SH   DFND 2,20,5,8 1,106,225 0 224,850
DELPHI TECHNOLOGIES PL SHS G2709G107 21,232 1,270,604 SH   DFND 12,13,2,20,5,6,8 1,177,572 2,033 90,999
DELTA AIR LINES INC DEL COM NEW 247361702 658,956 21,548,591 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 19,397,216 141,513 2,009,862
DELUXE CORP COM 248019101 34,629 1,345,849 SH   DFND 2,20,5,8 1,136,231 7,967 201,651
DENALI THERAPEUTICS INC COM 24823R105 80,818 2,255,599 SH   DFND 2,20,5,8 1,940,460 800 314,339
DENNYS CORP COM 24869P104 12,435 1,243,495 SH   DFND 2,20,5,8 941,482 0 302,013
DENTSPLY SIRONA INC COM 24906P109 438,900 10,013,920 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,455,183 194,698 1,364,039
DERMTECH INC COM 24984K105 1,431 119,752 SH   DFND 2,20 100,981 0 18,771
DESIGNER BRANDS INC CL A 250565108 14,930 2,749,482 SH   DFND 12,2,20,5,8 2,495,405 106 253,971
DESPEGAR COM CORP ORD SHS G27358103 1,286 202,129 SH   DFND 2,20,5 148,817 0 53,312
DESTINATION XL GROUP INC COM 25065K104 5 20,082 SH   DFND 20 20,082 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 780,092 7,057,105 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,838,225 198,983 1,019,897
DEVON ENERGY CORP NEW COM 25179M103 233,982 24,093,152 SH   DFND 1,10,12,13,19,2,20,5,6 22,959,796 4,779 1,128,577
DEXCOM INC COM 252131107 1,618,820 3,926,983 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,398,004 46,054 482,925
DEXCOM INC NOTE 0.750%12/0 252131AH0 53,415 21,090,000 PRN   DFND 2,5 21,090,000 0 0
DHI GROUP INC COM 23331S100 2,370 1,048,793 SH   DFND 2,20 842,430 0 206,363
DHT HOLDINGS INC SHS NEW Y2065G121 10,018 1,941,412 SH   DFND 2,20,5 1,551,429 0 389,983
DIAGEO PLC SPON ADR NEW 25243Q205 2,057 14,812 SH   DFND 1,20 8,180 0 6,632
DIAMOND HILL INVT GROUP INC COM NEW 25264R207 9,289 73,539 SH   DFND 2,20,5,8 58,699 0 14,840
DIAMOND S SHIPPING INC COM Y20676105 3,584 521,731 SH   DFND 2,20,5,8 410,559 0 111,172
DIAMONDBACK ENERGY INC COM 25278X109 323,475 10,739,537 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,690,732 95,851 952,954
DIAMONDROCK HOSPITALITY CO COM 252784301 52,013 10,259,022 SH   DFND 10,13,2,20,5,8 8,556,933 54,508 1,647,581
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 36,816 28,571,000 PRN   DFND 2,5 28,571,000 0 0
DIANA SHIPPING INC COM Y2066G104 39 27,781 SH   DFND 2,20 27,781 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 56,477 3,139,373 SH   DFND 2,20,5,8 2,839,472 600 299,301
DICKS SPORTING GOODS INC COM 253393102 93,698 1,618,832 SH   DFND 10,12,13,19,2,20,5,6,8 1,442,166 18,687 157,979
DIEBOLD NXDF INC COM 253651103 17,079 2,235,421 SH   DFND 2,20,5,8 1,878,756 2,012 354,653
DIGI INTL INC COM 253798102 12,906 825,694 SH   DFND 2,20,5 719,955 0 105,739
DIGIMARC CORP NEW COM 25381B101 4,926 220,614 SH   DFND 2,20,5 178,994 0 41,620
DIGITAL RLTY TR INC COM 253868103 2,284,570 15,566,707 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,858,834 213,116 2,494,757
DIGITAL TURBINE INC COM NEW 25400W102 63,334 1,934,462 SH   DFND 2,20,5,8 1,547,676 800 385,986
DILLARDS INC CL A 254067101 6,864 187,189 SH   DFND 12,13,19,2,20,5,8 146,515 349 40,325
DIME CMNTY BANCSHARES INC COM 253922108 12,248 1,082,932 SH   DFND 2,20,5,8 951,218 874 130,840
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 31,842 27,545,000 PRN   DFND 2,5 27,545,000 0 0
DINE BRANDS GLOBAL INC COM 254423106 26,688 488,872 SH   DFND 2,20,5,8 410,456 2,047 76,369
DIODES INC COM 254543101 86,005 1,523,562 SH   DFND 2,20,5,8 1,325,810 263 197,489
DISCOVER FINL SVCS COM 254709108 743,543 12,868,513 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,262,050 198,421 1,408,042
DISCOVERY INC COM SER A 25470F104 170,090 7,813,057 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,593,563 161,291 1,058,203
DISCOVERY INC COM SER C 25470F302 401,312 20,475,093 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,660,876 345,134 4,469,083
DISH NETWORK CORPORATION CL A 25470M109 334,206 11,512,430 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,169,109 144,566 1,198,755
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 22,783 25,097,000 PRN   DFND 2,5 25,097,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 69,216 75,168,000 PRN   DFND 2,5 75,168,000 0 0
DISNEY WALT CO COM DISNEY 254687106 9,231,164 74,396,877 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 58,864,780 1,236,602 14,295,495
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 45,070 12,804,115 SH   DFND 10,12,13,2,20,5,8 10,836,943 63,971 1,903,201
AKCEA THERAPEUTICS INC COM 00972L107 5,591 308,217 SH   DFND 2,20,5,8 243,378 0 64,839
DMC GLOBAL INC COM 23291C103 18,233 553,535 SH   DFND 2,20,5,8 488,466 0 65,069
DOCUSIGN INC COM 256163106 789,288 3,667,014 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,001,983 82,647 582,384
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 42,502 14,056,000 PRN   DFND 2,5 14,056,000 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 57,819 872,344 SH   DFND 13,19,2,20,5,8 680,374 562 191,408
DOLLAR GEN CORP NEW COM 256677105 2,331,144 11,120,810 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,647,889 181,084 1,291,837
DOLLAR TREE INC COM 256746108 946,364 10,360,895 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,895,177 139,636 1,326,082
DOMINION ENERGY INC COM 25746U109 3,451,907 43,733,782 SH   DFND 10,11,12,13,19,2,20,5,6,8 38,457,211 441,740 4,834,831
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 29,573 290,500 SH   DFND 2 290,500 0 0
DOMINOS PIZZA INC COM 25754A201 755,124 1,775,592 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,485,071 31,832 258,689
DOMO INC COM CL B 257554105 20,443 533,348 SH   DFND 2,20,5,8 420,802 0 112,546
AKEBIA THERAPEUTICS INC COM 00972D105 38,505 15,340,471 SH   DFND 2,20,5,8 14,728,581 1,272 610,618
DOMTAR CORP COM NEW 257559203 48,150 1,832,902 SH   DFND 12,13,2,20,5,6,8 1,553,630 2,050 277,222
DONALDSON INC COM 257651109 226,570 4,880,861 SH   DFND 13,19,2,20,5,6,8 4,585,817 1,696 293,348
DONEGAL GROUP INC CL A 257701201 3,524 250,486 SH   DFND 13,2,20,5,8 193,007 0 57,479
DONNELLEY FINL SOLUTIONS INC COM 25787G100 11,991 897,552 SH   DFND 2,20,5 787,324 0 110,228
DONNELLEY R R & SONS CO COM 257867200 1,213 830,958 SH   DFND 2,20,5 830,958 0 0
DORIAN LPG LTD SHS USD Y2106R110 7,861 981,388 SH   DFND 2,20,5,8 853,459 0 127,929
DORMAN PRODUCTS INC COM 258278100 78,537 868,963 SH   DFND 19,2,20,5,8 722,765 100 146,098
DOUGLAS DYNAMICS INC COM 25960R105 15,658 457,829 SH   DFND 2,20,5,8 345,174 8,300 104,355
DOUGLAS EMMETT INC COM 25960P109 182,805 7,204,543 SH   DFND 10,12,13,19,2,20,5,6,8 6,028,152 47,166 1,129,225
DOUYU INTERNATIONAL HLDNGS L SPONSORED ADS 25985W105 8,256 624,969 SH   DFND 2,8 624,969 0 0
AKERNA CORP COM 00973W102 388 106,716 SH   DFND 2,20 85,497 0 21,219
DOVER CORP COM 260003108 802,905 7,410,972 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,431,405 235,568 743,999
DOW INC COM 260557103 1,704,637 36,230,322 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,906,152 380,376 8,943,794
DR REDDYS LABS LTD ADR 256135203 76,297 1,096,854 SH   DFND 1,12,13,19,2,20,5,8 696,511 0 400,343
DRAFTKINGS INC COM CL A 26142R104 9,326 158,495 SH   DFND 13,20,5,8 145,895 0 12,600
DRIL QUIP INC COM 262037104 30,798 1,243,843 SH   DFND 2,20,5,8 1,081,868 496 161,479
DRIVE SHACK INC COM 262077100 47 42,253 SH   DFND 20 42,253 0 0
DROPBOX INC CL A 26210C104 96,514 5,011,093 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,984,327 136,431 890,335
DSP GROUP INC COM 23332B106 11,710 888,468 SH   DFND 2,20,5,8 805,128 0 83,340
DTE ENERGY CO COM 233331107 1,133,514 9,766,909 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,668,875 152,561 945,473
DTE ENERGY CO UNIT 11/01/2022S 233331842 23,088 509,000 SH   DFND 2 509,000 0 0
AKERO THERAPEUTICS INC COM 00973Y108 6,700 217,613 SH   DFND 2,20,5,8 168,565 0 49,048
DUCK CREEK TECHNOLOGIES INC SHS 264120106 4,648 102,312 SH   DFND 2,20 89,380 0 12,932
DUCOMMUN INC DEL COM 264147109 13,390 406,748 SH   DFND 2,20,5,8 362,490 0 44,258
DUKE ENERGY CORP NEW COM NEW 26441C204 3,400,512 38,397,831 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,847,550 466,331 4,083,950
DUKE REALTY CORP COM NEW 264411505 802,730 21,754,194 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,169,984 407,034 3,177,176
DULUTH HLDGS INC COM CL B 26443V101 2,324 190,162 SH   DFND 2,20 145,787 0 44,375
DUN & BRADSTREET HLDGS INC COM 26484T106 18,516 721,604 SH   DFND 2,20 635,135 0 86,469
DUNKIN BRANDS GROUP INC COM 265504100 153,108 1,869,225 SH   DFND 13,2,20,5,6,8 1,664,979 900 203,346
DUPONT DE NEMOURS INC COM 26614N102 2,018,004 36,373,537 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,425,742 454,980 10,492,815
DURECT CORP COM 266605104 5,597 3,273,148 SH   DFND 2,20,5,8 2,668,365 0 604,783
DXC TECHNOLOGY CO COM 23355L106 150,018 8,404,366 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,282,658 3,884 1,117,824
3M CO COM 88579Y101 4,901,079 30,597,320 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,551,717 644,269 8,401,334
AKOUOS INC COM 00973J101 3,834 167,638 SH   DFND 2,20,5 120,503 0 47,135
DXP ENTERPRISES INC COM NEW 233377407 8,586 532,274 SH   DFND 2,20,5,8 456,956 0 75,318
DYADIC INTL INC DEL COM 26745T101 2,014 266,035 SH   DFND 2,20 209,173 0 56,862
DYCOM INDS INC COM 267475101 50,372 953,662 SH   DFND 13,2,20,5,6,8 803,989 805 148,868
DYNATRACE INC COM NEW 268150109 144,245 3,516,447 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,860,623 98,909 556,915
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 50,125 11,603,107 SH   DFND 2,20,5,8 11,175,355 0 427,752
DYNEX CAP INC COM 26817Q886 9,424 614,545 SH   DFND 2,20,5,8 501,222 0 113,323
DZS INC COM 268211109 1,589 169,568 SH   DFND 2,20 138,307 0 31,261
E L F BEAUTY INC COM 26856L103 15,028 818,079 SH   DFND 2,20,5,8 614,992 0 203,087
E TRADE FINANCIAL CORP COM NEW 269246401 468,660 9,363,830 SH   DFND 10,12,13,19,2,20,5,6,8 7,976,905 258,077 1,128,848
EAGLE BANCORP INC MD COM 268948106 29,670 1,107,502 SH   DFND 2,20,5,8 956,201 800 150,501
AKOUSTIS TECHNOLOGIES INC COM 00973N102 4,329 530,563 SH   DFND 2,20,5 431,256 0 99,307
EAGLE BANCORP MONT INC COM 26942G100 1,233 70,000 SH   DFND 2,20 55,700 0 14,300
EAGLE BULK SHIPPING INC COM Y2187A150 1,917 117,103 SH   DFND 2,20 89,407 0 27,696
EAGLE MATLS INC COM 26969P108 81,617 945,522 SH   DFND 13,2,20,5,6 853,505 738 91,279
EAGLE PHARMACEUTICALS INC COM 269796108 33,774 795,055 SH   DFND 2,20,5,8 744,777 0 50,278
EARTHSTONE ENERGY INC CL A 27032D304 947 365,707 SH   DFND 2,20 275,752 0 89,955
EAST WEST BANCORP INC COM 27579R104 175,917 5,373,164 SH   DFND 10,12,13,19,2,20,5,6,8 4,751,227 130,622 491,315
EASTERLY GOVT PPTYS INC COM 27616P103 91,204 4,069,800 SH   DFND 10,19,2,20,5,6,8 3,372,865 22,900 674,035
EASTERN CO COM 276317104 1,742 89,247 SH   DFND 2,20 71,784 0 17,463
EASTGROUP PPTY INC COM 277276101 257,683 1,980,556 SH   DFND 10,19,2,20,5,6,8 1,635,474 11,029 334,053
EASTMAN CHEM CO COM 277432100 480,839 6,103,948 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,142,850 238,111 722,987
ALAMO GROUP INC COM 011311107 31,703 293,469 SH   DFND 2,20,5,8 247,791 0 45,678
EASTMAN KODAK CO COM NEW 277461406 2,030 230,155 SH   DFND 2,20,5 191,855 0 38,300
EATON CORP PLC SHS G29183103 1,806,745 17,707,981 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,065,871 543,522 2,098,588
EATON VANCE CORP COM NON VTG 278265103 326,234 8,551,362 SH   DFND 10,13,2,20,5,6,8 8,247,747 25,739 277,876
EBAY INC. COM 278642103 1,661,590 31,892,330 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,710,089 702,012 4,480,229
EBIX INC COM NEW 278715206 18,808 913,024 SH   DFND 2,20,5,8 797,358 500 115,166
ECHO GLOBAL LOGISTICS INC COM 27875T101 24,187 938,578 SH   DFND 2,20,5,8 805,410 0 133,168
ECHOSTAR CORP CL A 278768106 18,341 736,897 SH   DFND 13,2,20,5,8 605,847 307 130,743
ECOLAB INC COM 278865100 2,191,860 10,942,475 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,400,329 231,220 1,310,926
ECOPETROL S A SPONSORED ADS 279158109 18,894 1,920,152 SH   DFND 10,13,19,2,20,5 1,699,493 111,406 109,253
EDGEWELL PERS CARE CO COM 28035Q102 46,871 1,681,159 SH   DFND 12,13,2,20,5,6,8 1,421,383 850 258,926
ALARM COM HLDGS INC COM 011642105 77,894 1,409,840 SH   DFND 2,20,5,8 1,193,868 500 215,472
EDISON INTL COM 281020107 1,416,677 27,523,884 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,000,905 7,357,237 2,165,742
EDITAS MEDICINE INC COM 28106W103 81,614 2,908,563 SH   DFND 2,20,5,8 2,624,166 600 283,797
EDWARDS LIFESCIENCES CORP COM 28176E108 2,135,581 26,754,959 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,808,080 615,529 3,331,350
EGAIN CORP COM NEW 28225C806 5,397 380,881 SH   DFND 2,20,5 308,874 0 72,007
EHEALTH INC COM 28238P109 70,922 897,743 SH   DFND 2,20,5,8 782,775 300 114,668
EIDOS THERAPEUTICS INC COM 28249H104 10,766 213,069 SH   DFND 2,20,5,8 164,159 0 48,910
EIGER BIOPHARMACEUTICALS INC COM 28249U105 3,764 462,433 SH   DFND 2,20,5 381,357 0 81,076
EL POLLO LOCO HLDGS INC COM 268603107 9,563 590,301 SH   DFND 2,20,5,8 504,012 0 86,289
ELANCO ANIMAL HEALTH INC COM 28414H103 404,040 14,466,168 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,053,700 184,090 1,228,378
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 8,143 182,700 SH   DFND 2 182,700 0 0
ALASKA AIR GROUP INC COM 011659109 147,473 4,026,006 SH   DFND 10,12,13,19,2,20,5,6,8 3,609,679 1,164 415,163
ELASTIC N V ORD SHS N14506104 83,744 776,201 SH   DFND 13,19,2,20,5,8 637,155 500 138,546
ELBIT SYS LTD ORD M3760D101 5,211 43,316 SH   DFND 2,20 43,316 0 0
ELECTROMED INC COM 285409108 985 94,617 SH   DFND 2,20 78,418 0 16,199
ELECTRONIC ARTS INC COM 285512109 1,871,880 14,353,805 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,276,484 513,379 1,563,942
ELEMENT SOLUTIONS INC COM 28618M106 27,534 2,619,787 SH   DFND 2,20,5,8 2,103,794 4,200 511,793
ELLINGTON FINANCIAL INC COM 28852N109 13,880 1,123,696 SH   DFND 2,20,5,8 925,819 0 197,877
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1,426 125,350 SH   DFND 2,20,5 104,850 0 20,500
ELOXX PHARMACEUTICALS INC COM 29014R103 1,171 445,336 SH   DFND 2,20,5 350,649 0 94,687
EMBRAER S.A. SPONSORED ADS 29082A107 1,349 305,899 SH   DFND 2,20,8 305,899 0 0
EMCOR GROUP INC COM 29084Q100 115,244 1,702,029 SH   DFND 10,12,13,2,20,5,6,8 1,427,522 10,810 263,697
ALASKA COMMUNICATIONS SYS GR COM 01167P101 1,232 615,863 SH   DFND 2,20 499,063 0 116,800
EMCORE CORP COM NEW 290846203 72 22,165 SH   DFND 20 22,165 0 0
EMERALD HOLDING INC COM 29103W104 1,851 907,119 SH   DFND 2,20 828,580 0 78,539
EMERGENT BIOSOLUTIONS INC COM 29089Q105 192,418 1,862,168 SH   DFND 19,2,20,5,6,8 1,642,113 500 219,555
EMERSON ELEC CO COM 291011104 1,843,552 28,115,792 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 24,320,568 702,380 3,092,844
EMPIRE ST RLTY TR INC CL A 292104106 29,503 4,820,767 SH   DFND 10,2,20,5,8 3,739,728 42,784 1,038,255
EMPLOYERS HOLDINGS INC COM 292218104 28,782 951,484 SH   DFND 2,20,5,8 811,529 0 139,955
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 214 68,702 SH   DFND 2,20,5 59,702 0 9,000
ENANTA PHARMACEUTICALS INC COM 29251M106 44,110 963,518 SH   DFND 2,20,5,6,8 871,184 0 92,334
ENBRIDGE INC COM 29250N105 39,701 1,359,428 SH   DFND 1,10,12,2,20,5 1,113,400 202,762 43,266
ENCOMPASS HEALTH CORP COM 29261A100 149,758 2,294,829 SH   DFND 13,2,20,5,6,8 2,056,626 1,052 237,151
ALBANY INTL CORP CL A 012348108 45,792 921,256 SH   DFND 2,20,5,8 772,301 136 148,819
ENCORE CAP GROUP INC COM 292554102 37,603 974,431 SH   DFND 2,20,5,8 828,717 900 144,814
ENCORE WIRE CORP COM 292562105 28,939 623,411 SH   DFND 2,20,5,8 531,329 400 91,682
ENDO INTL PLC SHS G30401106 28,115 8,519,755 SH   DFND 13,2,20,5,8 7,430,683 6,160 1,082,912
ENDURANCE INTL GROUP HLDGS I COM 29272B105 10,960 1,909,348 SH   DFND 10,2,20,5,8 1,436,828 145,503 327,017
ENEL AMERICAS S A SPONSORED ADR 29274F104 26,184 4,053,244 SH   DFND 10,13,19,2,20,5 3,784,001 29,843 239,400
ENEL CHILE S.A. SPONSORED ADR 29278D105 9,517 2,766,600 SH   DFND 10,13,19,2,20,5 2,697,465 0 69,135
ENERGIZER HLDGS INC NEW COM 29272W109 55,471 1,417,237 SH   DFND 13,2,20,5,6,8 1,270,936 650 145,651
ENERGOUS CORP COM 29272C103 101 34,196 SH   DFND 20 34,196 0 0
ENERGY FUELS INC COM NEW 292671708 2,912 1,733,395 SH   DFND 2,20,5,6 1,334,623 0 398,772
ENERGY RECOVERY INC COM 29270J100 6,909 842,516 SH   DFND 2,20,5,8 666,326 0 176,190
ALBEMARLE CORP COM 012653101 581,176 6,481,679 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,621,823 81,202 778,654
ENERPAC TOOL GROUP CORP CL A COM 292765104 33,044 1,756,727 SH   DFND 2,20,5,8 1,496,624 271 259,832
ENERSYS COM 29275Y102 86,424 1,287,599 SH   DFND 13,2,20,5,6,8 1,089,182 605 197,812
ENI S P A SPONSORED ADR 26874R108 544 34,895 SH   DFND 1,20 6,360 0 28,535
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1,565 665,953 SH   DFND 19,20,5,8 379,095 3,325 283,533
ENNIS INC COM 293389102 11,010 631,334 SH   DFND 2,20,5,8 515,986 1,458 113,890
ENOCHIAN BIOSCIENCES INC COM 29350E104 689 192,572 SH   DFND 2,20 145,267 0 47,305
ENOVA INTL INC COM 29357K103 14,509 885,226 SH   DFND 2,20,5,8 738,925 0 146,301
ENPHASE ENERGY INC COM 29355A107 216,779 2,624,762 SH   DFND 13,19,2,20,5,6,8 2,378,213 1,500 245,049
ENPRO INDS INC COM 29355X107 35,516 629,607 SH   DFND 2,20,5,8 533,792 43 95,772
ENSIGN GROUP INC COM 29358P101 92,290 1,616,011 SH   DFND 2,20,5,8 1,376,641 300 239,070
ALBERTSONS COS INC COMMON STOCK 013091103 3,965 286,269 SH   DFND 2,20 252,743 0 33,526
ENSTAR GROUP LIMITED SHS G3075P101 50,212 310,911 SH   DFND 19,2,20,5,8 250,568 100 60,243
ENTEGRIS INC COM 29362U104 120,962 1,627,140 SH   DFND 13,19,2,20,5,8 1,285,248 1,169 340,723
ENTERCOM COMMUNICATIONS CORP CL A 293639100 4,314 2,679,409 SH   DFND 13,2,20,5 2,204,229 0 475,180
ENTERGY CORP NEW COM 29364G103 1,035,464 10,509,125 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,929,128 122,193 1,457,804
ENTERPRISE BANCORP INC MASS COM 293668109 3,512 167,092 SH   DFND 2,20,5 136,489 0 30,603
ENTERPRISE FINL SVCS CORP COM 293712105 17,401 638,118 SH   DFND 2,20,5,8 436,010 0 202,108
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,410 927,575 SH   DFND 2,20,5 712,549 0 215,026
ENVELA CORP COM 29402E102 299 69,596 SH   DFND 2,20 50,277 0 19,319
ENVESTNET INC COM 29404K106 81,650 1,058,193 SH   DFND 2,20,5,8 814,090 400 243,703
ENVISTA HOLDINGS CORPORATION COM 29415F104 55,933 2,266,344 SH   DFND 2,20,5,8 1,930,922 1,700 333,722
ALBIREO PHARMA INC COM 01345P106 7,463 223,648 SH   DFND 2,20,5 178,927 0 44,721
ENVIVA PARTNERS LP COM UNIT 29414J107 1,407 34,940 SH   DFND 20 0 0 34,940
ENZO BIOCHEM INC COM 294100102 1,708 809,383 SH   DFND 2,20,5 644,720 0 164,663
EOG RES INC COM 26875P101 1,150,019 31,998,309 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,411,576 351,097 2,235,636
EPAM SYS INC COM 29414B104 365,475 1,130,523 SH   DFND 10,11,12,13,19,2,20,5,6,8 903,914 57,536 169,073
EPIZYME INC COM 29428V104 52,998 4,442,413 SH   DFND 2,20,5,8 4,048,101 0 394,312
EPLUS INC COM 294268107 31,705 433,124 SH   DFND 2,20,5,8 361,191 0 71,933
EPR PPTYS COM SH BEN INT 26884U109 91,340 3,321,441 SH   DFND 10,13,19,2,20,5,6,8 2,826,525 21,040 473,876
EQT CORP COM 26884L109 155,540 12,029,414 SH   DFND 12,13,2,20,5,6,8 10,102,229 2,922 1,924,263
EQUIFAX INC COM 294429105 759,488 4,840,589 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,216,865 58,832 564,892
EQUINIX INC COM 29444U700 2,694,245 3,544,453 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,017,128 49,276 478,049
500 COM LTD SPON ADR REP A 33829R100 88 29,176 SH   DFND 2 29,176 0 0
ALCOA CORP COM 013872106 67,175 5,776,009 SH   DFND 12,13,19,2,20,5,8 4,885,380 2,121 888,508
EQUITABLE HLDGS INC COM 29452E101 191,455 10,496,450 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,719,744 266,752 1,509,954
EQUITRANS MIDSTREAM CORP COM 294600101 80,515 9,517,085 SH   DFND 12,13,2,20,5,6,8 8,618,382 2,337 896,366
EQUITY BANCSHARES INC COM CL A 29460X109 4,612 297,533 SH   DFND 2,20,5,8 224,041 0 73,492
EQUITY COMWLTH COM SH BEN INT 294628102 122,404 4,075,502 SH   DFND 10,13,19,2,20,5,6,8 3,198,654 33,449 843,399
EQUITY LIFESTYLE PPTYS INC COM 29472R108 452,985 7,349,480 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,757,717 132,277 1,459,486
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,108,321 21,345,245 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,424,288 284,196 3,636,761
ERICSSON ADR B SEK 10 294821608 630 57,828 SH   DFND 1,20 4,069 0 53,759
ERIE INDTY CO CL A 29530P102 144,285 686,155 SH   DFND 10,11,12,13,19,2,20,5,6,8 527,988 50,066 108,101
EROS STX GLOBAL CORPORATION SHS NEW G3788M114 4,940 2,235,270 SH   DFND 2,20,5 1,785,406 0 449,864
ESCALADE INC COM 296056104 3,319 181,463 SH   DFND 2,20 138,559 0 42,904
ALCON AG ORD SHS H01301128 309 5,423 SH   DFND 20 5,423 0 0
ESCO TECHNOLOGIES INC COM 296315104 63,369 785,826 SH   DFND 2,20,5,8 667,029 521 118,276
ESPERION THERAPEUTICS INC NE COM 29664W105 67,008 1,802,750 SH   DFND 2,20,5,8 1,679,263 300 123,187
ESQUIRE FINL HLDGS INC COM 29667J101 1,700 113,320 SH   DFND 2,20 85,949 0 27,371
ESSA BANCORP INC COM 29667D104 2,428 196,888 SH   DFND 2,20,6 160,184 0 36,704
ESSENT GROUP LTD COM G3198U102 146,486 3,958,018 SH   DFND 13,2,20,5,6,8 3,447,838 700 509,480
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 85,477 4,608,831 SH   DFND 10,2,20,5,8 3,853,886 24,600 730,345
ESSENTIAL UTILS INC COM 29670G102 394,770 9,807,945 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,821,094 118,378 868,473
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 6,663 122,800 SH   DFND 2 122,800 0 0
ESSEX PPTY TR INC COM 297178105 973,406 4,798,917 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,169,829 58,358 570,730
ETHAN ALLEN INTERIORS INC COM 297602104 11,780 870,039 SH   DFND 2,20,5,8 766,276 1,000 102,763
ALDEYRA THERAPEUTICS INC COM 01438T106 142 19,100 SH   DFND 20 19,100 0 0
ETON PHARMACEUTICALS INC COM 29772L108 1,405 177,876 SH   DFND 2,20 143,499 0 34,377
ETSY INC COM 29786A106 494,038 4,061,811 SH   DFND 10,12,13,19,2,20,5,6,8 3,585,244 1,775 474,792
EURONAV NV SHS B38564108 140 15,865 SH   DFND 20,8 14,219 0 1,646
EURONET WORLDWIDE INC COM 298736109 55,932 613,958 SH   DFND 13,19,2,20,5,8 495,947 500 117,511
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 12,281 12,861,000 PRN   DFND 2,5 12,861,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 2,826 123,792 SH   DFND 2,20 70,020 0 53,772
EVELO BIOSCIENCES INC COM 299734103 1,380 261,794 SH   DFND 2,20 214,945 0 46,849
EVENTBRITE INC COM CL A 29975E109 13,611 1,254,452 SH   DFND 2,20,5,8 972,295 0 282,157
EVERBRIDGE INC COM 29978A104 56,079 446,030 SH   DFND 13,2,20,5,8 362,384 300 83,346
EVERCORE INC CLASS A 29977A105 61,128 933,820 SH   DFND 13,2,20,5,6,8 835,742 300 97,778
ALECTOR INC COM 014442107 37,783 3,586,396 SH   DFND 2,20,5,8 3,372,432 500 213,464
EVEREST RE GROUP LTD COM G3223R108 374,485 1,895,744 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,601,890 46,049 247,805
EVERGY INC COM 30034W106 588,812 11,586,235 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,319,040 147,611 1,119,584
EVERI HLDGS INC COM 30034T103 13,251 1,606,207 SH   DFND 2,20,5,8 1,206,024 0 400,183
EVERQUOTE INC COM CL A 30041R108 11,008 284,895 SH   DFND 2,20,5,8 227,191 0 57,704
EVERSOURCE ENERGY COM 30040W108 1,649,440 19,741,951 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,705,740 260,611 1,775,600
EVERTEC INC COM 30040P103 65,090 1,875,249 SH   DFND 2,20,5,8 1,550,049 900 324,300
EVI INDS INC COM 26929N102 1,878 70,565 SH   DFND 2,20 56,376 0 14,189
EVO PMTS INC CL A COM 26927E104 22,976 924,574 SH   DFND 2,20,5,8 742,915 0 181,659
EVOFEM BIOSCIENCES INC COM 30048L104 2,245 951,464 SH   DFND 2,20 752,981 0 198,483
EVOLENT HEALTH INC CL A 30050B101 21,705 1,749,009 SH   DFND 2,20,5,8 1,420,823 0 328,186
ALERUS FINL CORP COM 01446U103 4,471 226,441 SH   DFND 2,20,5 176,776 0 49,665
EVOLUS INC COM 30052C107 1,364 348,776 SH   DFND 2,20 281,661 0 67,115
EVOLUTION PETE CORP COM 30049A107 1,225 546,972 SH   DFND 2,20 440,324 0 106,648
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 38,762 1,826,657 SH   DFND 2,20,5,8 1,414,899 1,100 410,658
EXACT SCIENCES CORP COM 30063P105 368,938 3,618,812 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,074,465 68,386 475,961
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 38,056 35,138,000 PRN   DFND 2,5 35,138,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 22,338 19,025,000 PRN   DFND 2,5 19,025,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 3,157 2,040,000 PRN   DFND 2,5 2,040,000 0 0
EXAGEN INC COM 30068X103 683 63,021 SH   DFND 2,20 49,076 0 13,945
EXANTAS CAP CORP COM NEW 30068N105 983 470,451 SH   DFND 2,20 470,451 0 0
EXELA TECHNOLOGIES INC COM 30162V102 8 20,900 SH   DFND 20 20,900 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 26,515 2,365,269 SH   DFND 2,20,5,8 1,998,771 982 365,516
EXELIXIS INC COM 30161Q104 223,830 9,154,586 SH   DFND 13,19,2,20,5,6,8 8,393,533 8,870 752,183
EXELON CORP COM 30161N101 2,235,843 62,523,576 SH   DFND 10,11,12,13,19,2,20,5,6,8 47,373,326 1,156,728 13,993,522
EXICURE INC COM 30205M101 1,186 677,634 SH   DFND 2,20 542,381 0 135,253
EXLSERVICE HOLDINGS INC COM 302081104 68,131 1,032,751 SH   DFND 19,2,20,5,8 863,604 200 168,947
EXONE CO COM 302104104 1,816 148,611 SH   DFND 2,20 121,622 0 26,989
EXP WORLD HLDGS INC COM 30212W100 17,888 443,421 SH   DFND 2,20,5,8 345,097 0 98,324
EXPEDIA GROUP INC COM NEW 30212P303 542,132 5,912,662 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,120,791 89,925 701,946
EXPEDITORS INTL WASH INC COM 302130109 828,059 9,147,803 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,731,587 263,602 1,152,614
EXPONENT INC COM 30214U102 111,453 1,547,316 SH   DFND 2,20,5,8 1,306,691 584 240,041
EXPRESS INC COM 30219E103 549 899,231 SH   DFND 2,20 658,543 0 240,688
ALEXANDERS INC COM 014752109 16,502 67,294 SH   DFND 10,2,20,5,8 48,924 577 17,793
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 29,481 2,466,989 SH   DFND 12,2,20,5,8 2,049,137 12,200 405,652
EXTERRAN CORP COM 30227H106 3,475 835,352 SH   DFND 2,20,5 721,400 0 113,952
EXTRA SPACE STORAGE INC COM 30225T102 816,484 7,631,404 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,392,126 95,496 1,143,782
EXTREME NETWORKS INC COM 30226D106 15,932 3,963,240 SH   DFND 13,2,20,5,8 3,338,139 0 625,101
EXXON MOBIL CORP COM 30231G102 7,505,325 218,622,927 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 201,965,449 2,739,274 13,918,204
EYEPOINT PHARMACEUTICALS INC COM 30233G100 16 31,700 SH   DFND 20 31,700 0 0
EZCORP INC CL A NON VTG 302301106 8,286 1,647,299 SH   DFND 2,20,5,8 1,428,994 2,136 216,169
F M C CORP COM NEW 302491303 686,850 6,458,635 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,595,794 78,001 784,840
F N B CORP COM 302520101 70,232 10,358,639 SH   DFND 13,2,20,5,6,8 9,453,789 2,953 901,897
F5 NETWORKS INC COM 315616102 389,879 3,175,684 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,711,162 94,271 370,251
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,137,695 7,064,687 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,853,343 96,517 1,114,827
FABRINET SHS G3323L100 70,024 1,110,957 SH   DFND 2,20,5,8 937,444 700 172,813
FACEBOOK INC CL A 30303M102 25,016,222 95,518,219 SH   DFND 10,11,12,13,19,2,20,5,6,8 81,483,402 2,356,218 11,678,599
FACTSET RESH SYS INC COM 303075105 478,097 1,427,666 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,203,784 76,016 147,866
FAIR ISAAC CORP COM 303250104 395,112 928,844 SH   DFND 10,11,12,13,19,2,20,5,6,8 785,072 40,515 103,257
FALCON MINERALS CORP CL A COM 30607B109 2,067 847,227 SH   DFND 2,20,5 686,634 0 160,593
FANHUA INC SPONSORED ADR 30712A103 5,637 336,563 SH   DFND 1,2,20,5 248,541 700 87,322
FARFETCH LTD ORD SH CL A 30744W107 2,163 85,988 SH   DFND 19,2,20,5,8 85,988 0 0
FARMER BROS CO COM 307675108 1,333 301,527 SH   DFND 2,20 250,014 0 51,513
FARMERS & MERCHANTS BANCORP COM 30779N105 3,493 173,104 SH   DFND 2,20,5 138,530 0 34,574
FARMERS NATIONAL BANC CORP COM 309627107 5,138 470,475 SH   DFND 2,20,5 383,444 0 87,031
ALEXION PHARMACEUTICALS INC COM 015351109 1,274,687 11,139,445 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,400,384 322,812 1,416,249
FARMLAND PARTNERS INC COM 31154R109 3,973 592,144 SH   DFND 2,20,5 493,455 0 98,689
FARO TECHNOLOGIES INC COM 311642102 34,662 568,412 SH   DFND 2,20,5,8 463,134 373 104,905
FASTENAL CO COM 311900104 1,226,635 27,204,152 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,433,134 898,852 2,872,166
FASTLY INC CL A 31188V100 88,207 941,580 SH   DFND 13,19,2,20,5,8 763,281 700 177,599
FATE THERAPEUTICS INC COM 31189P102 115,997 2,902,108 SH   DFND 2,20,5,8 2,575,376 600 326,132
FATHOM HOLDINGS INC COM 31189V109 631 40,059 SH   DFND 20 31,500 0 8,559
FB FINL CORP COM 30257X104 25,834 1,028,420 SH   DFND 2,20,5,8 890,034 0 138,386
FBL FINL GROUP INC CL A 30239F106 10,895 226,037 SH   DFND 2,20,5,8 184,182 400 41,455
FEDERAL AGRIC MTG CORP CL C 313148306 12,184 191,388 SH   DFND 2,20,5,8 147,434 0 43,954
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 617,667 8,292,704 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,540,796 66,163 685,745
ALGONQUIN PWR UTILS CORP COM 015857105 4,476 304,608 SH   DFND 2 304,608 0 0
FEDERAL SIGNAL CORP COM 313855108 54,834 1,874,678 SH   DFND 2,20,5,8 1,532,192 300 342,186
FEDERATED HERMES INC CL B 314211103 65,656 3,052,354 SH   DFND 10,12,2,20,5,6,8 2,581,949 22,411 447,994
FEDEX CORP COM 31428X106 2,576,892 10,219,307 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,903,018 163,319 1,152,970
FEDNAT HLDG CO COM 31431B109 1,375 217,567 SH   DFND 2,20,5 175,622 0 41,945
FENNEC PHARMACEUTICALS INC COM 31447P100 1,990 328,306 SH   DFND 2,20 264,615 0 63,691
FERRARI N V COM N3167Y103 759 4,123 SH   DFND 12,20,6 2,337 41 1,745
FERRO CORP COM 315405100 31,752 2,560,684 SH   DFND 2,20,5,8 2,201,061 317 359,306
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 6,285 514,307 SH   DFND 2,20,6 514,307 0 0
FIBROGEN INC COM 31572Q808 115,263 2,803,092 SH   DFND 13,19,2,20,5,8 2,411,240 1,200 390,652
FIDELITY D & D BANCORP INC COM 31609R100 3,011 61,814 SH   DFND 2,20,5 50,471 0 11,343
51JOB INC SPONSORED ADS 316827104 40,187 515,280 SH   DFND 10,12,13,19,2,20,5,8 397,132 12,200 105,948
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,999,858 37,417,032 SH   DFND 1,10,11,12,13,19,2,20,5,8 28,516,713 991,347 7,908,972
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 237,452 7,583,908 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,726,326 611,917 1,245,665
FIDELITY NATL INFORMATION SV COM 31620M106 3,713,766 25,227,676 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,663,721 304,773 3,259,182
FIESTA RESTAURANT GROUP INC COM 31660B101 5,343 570,276 SH   DFND 2,20,5 489,337 0 80,939
FIFTH THIRD BANCORP COM 316773100 736,890 34,563,305 SH   DFND 10,12,13,19,2,20,5,6,8 30,820,127 512,899 3,230,279
FINANCIAL INSTNS INC COM 317585404 5,565 355,137 SH   DFND 2,20,5,8 284,855 0 70,282
FINVOLUTION GROUP SPONSORED ADS 31810T101 3,023 1,642,888 SH   DFND 13,2,20,5 1,253,435 0 389,453
FIREEYE INC COM 31816Q101 36,872 2,986,799 SH   DFND 19,2,20,5,8 2,452,409 1,300 533,090
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 14,194 15,171,000 PRN   DFND 2,5 15,171,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 8,999 9,205,000 PRN   DFND 2,5 9,205,000 0 0
FIRST AMERN FINL CORP COM 31847R102 144,167 2,831,809 SH   DFND 12,13,2,20,5,6,8 2,573,343 985 257,481
ALICO INC COM 016230104 3,333 116,092 SH   DFND 2,20 98,495 0 17,597
FIRST BANCORP INC ME COM 31866P102 4,162 197,424 SH   DFND 2,20,5 163,824 0 33,600
FIRST BANCORP N C COM 318910106 13,838 655,387 SH   DFND 2,20,5,8 525,020 0 130,367
FIRST BANCORP P R COM NEW 318672706 43,352 8,304,933 SH   DFND 2,20,5,8 7,327,142 2,000 975,791
FIRST BANCSHARES INC MS COM 318916103 8,964 427,477 SH   DFND 2,20,5,8 344,300 0 83,177
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 2,019 325,693 SH   DFND 2,20 262,344 0 63,349
FIRST BUS FINL SVCS INC WIS COM 319390100 2,221 155,400 SH   DFND 13,2,20 124,708 0 30,692
FIRST BUSEY CORP COM NEW 319383204 18,273 1,149,945 SH   DFND 2,20,5,8 908,413 0 241,532
FIRST CAPITAL INC COM 31942S104 2,981 53,177 SH   DFND 2,20,5 43,044 0 10,133
FIRST CHOICE BANCORP COM 31948P104 2,258 169,932 SH   DFND 2,20 137,813 0 32,119
FIRST CMNTY BANKSHARES INC V COM 31983A103 6,512 360,751 SH   DFND 2,20,5,8 283,164 0 77,587
ALIGN TECHNOLOGY INC COM 016255101 1,006,079 3,073,311 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,645,824 80,610 346,877
FIRST CMNTY CORP S C COM 319835104 1,022 75,001 SH   DFND 2,20 58,801 0 16,200
FIRST COMWLTH FINL CORP PA COM 319829107 26,325 3,401,135 SH   DFND 2,20,5,8 2,951,387 0 449,748
FIRST CTZNS BANCSHARES INC N CL A 31946M103 43,404 135,988 SH   DFND 13,2,20,5,8 121,306 113 14,569
FIRST FINL BANCORP OH COM 320209109 43,970 3,662,632 SH   DFND 2,20,5,8 3,197,450 1,282 463,900
FIRST FINL BANKSHARES COM 32020R109 129,876 4,630,476 SH   DFND 13,2,20,5,6,8 4,022,645 900 606,931
FIRST FINL CORP IND COM 320218100 9,296 296,037 SH   DFND 2,20,5,8 235,505 351 60,181
FIRST FNDTN INC COM 32026V104 11,573 885,462 SH   DFND 2,20,5,8 711,152 0 174,310
FIRST GTY BANCSHARES INC COM 32043P106 875 72,215 SH   DFND 2,20 55,495 0 16,720
FIRST HAWAIIAN INC COM 32051X108 64,672 4,469,391 SH   DFND 2,20,5,8 4,174,647 2,300 292,444
FIRST HORIZON NATL CORP COM 320517105 182,822 19,109,272 SH   DFND 12,13,2,20,5,6,8 17,745,992 5,079 1,358,201
ALJ REGL HLDGS INC COM 001627108 10 13,800 SH   DFND 20 13,800 0 0
FIRST INDL RLTY TR INC COM 32054K103 217,893 5,441,217 SH   DFND 10,19,2,20,5,6,8 4,557,002 36,465 847,750
FIRST INTERNET BANCORP COM 320557101 2,552 172,556 SH   DFND 2,20 141,057 0 31,499
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 32,527 1,021,261 SH   DFND 2,20,5,8 781,997 0 239,264
FIRST LONG IS CORP COM 320734106 7,103 479,606 SH   DFND 2,20,5,8 374,235 0 105,371
FIRST MERCHANTS CORP COM 320817109 32,813 1,416,779 SH   DFND 2,20,5,8 1,105,190 300 311,289
FIRST MID BANCSHARES INC COM 320866106 8,023 321,554 SH   DFND 2,20,5,8 256,639 0 64,915
FIRST MIDWEST BANCORP DEL COM 320867104 47,137 4,316,292 SH   DFND 2,20,5,8 3,794,418 1,700 520,174
FIRST NORTHWEST BANCORP COM 335834107 1,862 188,095 SH   DFND 2,20 154,239 0 33,856
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,012,578 9,284,599 SH   DFND 10,12,13,19,2,20,5,6,8 8,353,725 79,913 850,961
FIRST SAVINGS FINL GROUP INC COM 33621E109 1,087 19,995 SH   DFND 2,20 12,800 0 7,195
ALKERMES PLC SHS G01767105 77,858 4,698,739 SH   DFND 13,19,2,20,5,8 4,322,663 1,630 374,446
FIRST SOLAR INC COM 336433107 146,079 2,206,625 SH   DFND 12,13,19,2,20,5,6,8 1,992,773 773 213,079
FIRST UTD CORP COM 33741H107 815 69,621 SH   DFND 2,20 54,421 0 15,200
FIRST WESTN FINL INC COM 33751L105 941 72,627 SH   DFND 2,20 44,744 0 27,883
FIRSTCASH INC COM 33767D105 71,820 1,255,382 SH   DFND 13,2,20,5,6,8 1,064,023 541 190,818
FIRSTENERGY CORP COM 337932107 1,115,599 38,857,508 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,808,360 9,780,917 4,268,231
FISERV INC COM 337738108 2,340,032 22,707,731 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,426,910 283,024 2,997,797
FITBIT INC CL A 33812L102 44,009 6,323,148 SH   DFND 19,2,20,5,8 5,005,626 3,400 1,314,122
FIVE BELOW INC COM 33829M101 160,429 1,263,223 SH   DFND 13,19,2,20,5,6,8 1,128,601 700 133,922
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 333 79,928 SH   DFND 20,5,8 55,762 0 24,166
FIVE PRIME THERAPEUTICS INC COM 33830X104 3,369 716,824 SH   DFND 2,20,5 614,457 0 102,367
ALLAKOS INC COM 01671P100 80,496 988,283 SH   DFND 2,20,5,8 878,648 300 109,335
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 1,071 211,257 SH   DFND 2,20 155,457 0 55,800
FIVE9 INC COM 338307101 98,788 761,780 SH   DFND 13,19,2,20,5,8 607,146 600 154,034
FIVERR INTL LTD ORD SHS M4R82T106 7,749 55,759 SH   DFND 2,20,5,8 42,459 0 13,300
FLAGSTAR BANCORP INC COM PAR .001 337930705 36,706 1,238,821 SH   DFND 2,20,5,8 1,054,068 0 184,753
FLEETCOR TECHNOLOGIES INC COM 339041105 784,907 3,296,544 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,844,079 52,404 400,061
FLEX LTD ORD Y2573F102 53,121 4,768,464 SH   DFND 10,12,13,19,2,20,5,8 2,020,092 5,900 2,742,472
FLEXION THERAPEUTICS INC COM 33938J106 24,311 2,335,341 SH   DFND 2,20,5,8 2,170,850 0 164,491
FLIR SYS INC COM 302445101 196,406 5,478,552 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,579,286 142,659 756,607
FLOOR & DECOR HLDGS INC CL A 339750101 131,893 1,763,269 SH   DFND 13,19,2,20,5,8 1,551,609 800 210,860
FLOTEK INDS INC DEL COM 343389102 198 73,178 SH   DFND 20 73,178 0 0
ALLEGHANY CORP DEL COM 017175100 265,324 509,797 SH   DFND 10,11,12,13,19,2,20,5,6,8 437,879 14,828 57,090
FLOWERS FOODS INC COM 343498101 113,320 4,657,622 SH   DFND 12,13,19,2,20,5,6,8 4,062,339 1,467 593,816
FLOWSERVE CORP COM 34354P105 114,865 4,178,454 SH   DFND 10,12,13,19,2,20,5,6,8 3,698,127 2,087 478,240
FLUENT INC COM 34380C102 1,496 603,134 SH   DFND 2,20 455,033 0 148,101
FLUIDIGM CORP DEL COM 34385P108 9,262 1,246,591 SH   DFND 2,20,5 999,748 0 246,843
FLUOR CORP NEW COM 343412102 39,646 4,500,169 SH   DFND 12,13,2,20,5,6,8 3,845,330 2,243 652,596
FLUSHING FINL CORP COM 343873105 4,921 467,769 SH   DFND 2,20,5,8 352,076 882 114,811
FLWS/1-800 FLOWERS CL A 68243Q106 19,658 788,211 SH   DFND 2,20,5,8 657,700 0 130,511
FLY LEASING LTD SPONSORED ADR 34407D109 160 22,065 SH   DFND 2 22,065 0 0
FNCB BANCORP INC COM 302578109 1,522 286,108 SH   DFND 2,20,5 220,848 0 65,260
FOCUS FINL PARTNERS INC COM CL A 34417P100 20,462 624,046 SH   DFND 2,20,5,8 485,637 0 138,409
ALLEGHENY TECHNOLOGIES INC COM 01741R102 64,781 7,429,020 SH   DFND 12,13,2,20,5,8 6,845,399 945 582,676
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 10,894 193,870 SH   DFND 1,13,2,20,5 162,768 1,000 30,102
FONAR CORP COM NEW 344437405 1,971 94,373 SH   DFND 2,20 77,373 0 17,000
FOOT LOCKER INC COM 344849104 86,266 2,611,739 SH   DFND 12,13,19,2,20,5,6,8 2,354,341 1,255 256,143
FORD MTR CO DEL COM 345370860 1,181,013 177,329,314 SH   DFND 10,11,12,13,19,2,20,5,6,8 152,121,548 2,030,835 23,176,931
FORESTAR GROUP INC COM 346232101 5,649 319,135 SH   DFND 2,20,5,8 247,969 203 70,963
FORMA THERAPEUTICS HLDGS INC SHS 34633R104 10,483 210,328 SH   DFND 2,20,5 156,718 0 53,610
FORMFACTOR INC COM 346375108 56,866 2,281,027 SH   DFND 2,20,5,8 1,926,604 1,294 353,129
FORRESTER RESH INC COM 346563109 11,120 339,142 SH   DFND 2,20,5,8 291,100 0 48,042
FORTE BIOSCIENCES INC COM 34962G109 201 4,139 SH   DFND 20 4,139 0 0
FORTERRA INC COM 34960W106 4,286 362,642 SH   DFND 2,20,5,8 284,426 0 78,216
ALLEGIANCE BANCSHARES INC COM 01748H107 14,869 636,260 SH   DFND 2,20,5,8 553,979 0 82,281
FORTINET INC COM 34959E109 644,473 5,470,443 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,667,964 94,401 708,078
FORTIS INC COM 349553107 544 13,321 SH   DFND 20 4,523 323 8,475
FORTIVE CORP COM 34959J108 991,776 13,013,724 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,447,946 186,642 1,379,136
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 31,605 31,499,000 PRN   DFND 2,5 31,499,000 0 0
FORTRESS BIOTECH INC COM 34960Q109 4,701 1,163,578 SH   DFND 2,20,5 948,726 0 214,852
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 700 40,841 SH   DFND 2,20 40,479 0 362
FORTUNE BRANDS HOME & SEC IN COM 34964C106 572,134 6,612,733 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,586,661 232,280 793,792
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 33 59,359 SH   DFND 20 59,359 0 0
FORWARD AIR CORP COM 349853101 53,125 925,851 SH   DFND 2,20,5,8 793,030 84 132,737
FOSSIL GROUP INC COM 34988V106 18,197 3,170,177 SH   DFND 2,20,5 2,956,606 0 213,571
ALLEGIANT TRAVEL CO COM 01748X102 51,230 427,633 SH   DFND 2,20,5,8 376,445 0 51,188
FOSTER L B CO COM 350060109 2,293 170,852 SH   DFND 2,20 135,263 0 35,589
FOUNDATION BLDG MATLS INC COM 350392106 9,866 627,619 SH   DFND 2,20,5,8 541,026 0 86,593
FOUR CORNERS PPTY TR INC COM 35086T109 91,422 3,531,397 SH   DFND 10,2,20,5,6,8 3,039,827 20,370 471,200
FOX CORP CL A COM 35137L105 460,847 16,422,230 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,554,340 217,766 1,650,124
FOX CORP CL B COM 35137L204 213,340 7,564,763 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,627,035 98,879 838,849
FOX FACTORY HLDG CORP COM 35138V102 89,981 1,210,557 SH   DFND 2,20,5,6,8 1,025,597 300 184,660
FRANCHISE GROUP INC COM 35180X105 7,759 303,425 SH   DFND 2,20,5 239,821 0 63,604
FRANKLIN COVEY CO COM 353469109 4,031 227,213 SH   DFND 2,20,5,8 175,825 0 51,388
FRANKLIN ELEC INC COM 353514102 145,656 2,475,888 SH   DFND 2,20,5,8 2,268,895 80 206,913
FRANKLIN FINL SVCS CORP COM 353525108 1,307 61,152 SH   DFND 2,20 47,990 0 13,162
89BIO INC COM 282559103 2,154 83,960 SH   DFND 2,20,5 67,101 0 16,859
ALLEGION PLC ORD SHS G0176J109 436,305 4,411,130 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,834,024 90,338 486,768
FRANKLIN RESOURCES INC COM 354613101 566,838 27,494,255 SH   DFND 10,12,13,19,2,20,5,6,8 25,447,844 435,896 1,610,515
FRANKLIN STR PPTYS CORP COM 35471R106 19,765 5,400,146 SH   DFND 10,2,20,5,8 4,478,783 31,622 889,741
FRANKS INTL N V COM N33462107 4,046 2,620,634 SH   DFND 2,20,5,8 2,049,155 0 571,479
FREEDOM HLDG CORP NEV COM 356390104 302 12,600 SH   DFND 20,8 10,800 0 1,800
FREEPORT-MCMORAN INC CL B 35671D857 1,000,518 63,971,760 SH   DFND 10,11,12,13,19,2,20,5,6,8 55,894,458 870,269 7,207,033
FREQUENCY THERAPEUTICS INC COM 35803L108 8,525 443,805 SH   DFND 2,20,5 351,161 0 92,644
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 440 10,354 SH   DFND 20 10,354 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 22,918 999,905 SH   DFND 2,20,5,8 838,603 38 161,264
FRESHPET INC COM 358039105 84,612 757,834 SH   DFND 2,20,5,8 582,265 600 174,969
FRONT YD RESIDENTIAL CORP COM 35904G107 13,535 1,548,582 SH   DFND 2,20,5,8 1,249,580 333 298,669
ALLETE INC COM NEW 018522300 87,527 1,691,672 SH   DFND 13,2,20,5,6,8 1,475,013 600 216,059
FRONTDOOR INC COM 35905A109 39,371 1,011,840 SH   DFND 13,19,2,20,5,8 814,265 1,050 196,525
FRONTLINE LTD SHS NEW G3682E192 13,084 2,012,869 SH   DFND 2,20,5,8 1,586,769 0 426,100
FRP HLDGS INC COM 30292L107 5,911 141,854 SH   DFND 2,20,5,8 113,243 0 28,611
FS BANCORP INC COM 30263Y104 3,024 73,760 SH   DFND 2,20 58,222 0 15,538
FTI CONSULTING INC COM 302941109 89,854 847,919 SH   DFND 13,2,20,5,6,8 754,970 602 92,347
FUELCELL ENERGY INC COM 35952H601 10,402 4,860,819 SH   DFND 2,20,5 4,259,485 0 601,334
FULCRUM THERAPEUTICS INC COM 359616109 1,682 212,055 SH   DFND 2,20 170,035 0 42,020
FULGENT GENETICS INC COM 359664109 10,637 265,664 SH   DFND 2,20,5 233,072 0 32,592
FULLER H B CO COM 359694106 154,014 3,364,225 SH   DFND 2,20,5,8 3,120,406 337 243,482
FULTON FINL CORP PA COM 360271100 58,619 6,282,851 SH   DFND 2,20,5,6,8 5,535,543 2,356 744,952
ALLIANCE DATA SYSTEMS CORP COM 018581108 47,007 1,119,753 SH   DFND 12,13,19,2,20,5,6,8 1,012,309 612 106,832
FUNKO INC COM CL A 361008105 2,115 365,338 SH   DFND 2,20,5 290,737 0 74,601
FUTUREFUEL CORP COM 36116M106 9,626 846,601 SH   DFND 2,20,5,8 732,849 0 113,752
FVCBANKCORP INC COM 36120Q101 1,703 170,347 SH   DFND 2,20 124,588 0 45,759
G III APPAREL GROUP LTD COM 36237H101 20,767 1,584,084 SH   DFND 2,20,5,8 1,394,243 660 189,181
G1 THERAPEUTICS INC COM 3621LQ109 27,319 2,365,259 SH   DFND 2,20,5,8 2,210,599 0 154,660
GAIA INC NEW CL A 36269P104 1,853 188,472 SH   DFND 2,20 147,257 0 41,215
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,864 698,113 SH   DFND 2,20 537,440 0 160,673
GALERA THERAPEUTICS INC COM 36338D108 748 82,772 SH   DFND 2,20 60,192 0 22,580
GALLAGHER ARTHUR J & CO COM 363576109 902,679 8,549,720 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,266,766 114,897 1,168,057
GAMCO INVS INC CL A COM 361438104 1,191 102,909 SH   DFND 2,20 76,227 0 26,682
ALLIANT ENERGY CORP COM 018802108 674,338 13,055,923 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,662,410 207,589 1,185,924
GAMESTOP CORP NEW CL A 36467W109 26,617 2,609,487 SH   DFND 13,19,2,20,5,8 2,310,028 1,932 297,527
GAMIDA CELL LTD SHS M47364100 118 28,357 SH   DFND 2 28,357 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 174,504 4,725,255 SH   DFND 10,12,13,19,2,20,5,8 3,777,901 74,841 872,513
GAN LTD ORD SHS G3728V109 1,744 103,188 SH   DFND 2,20 82,554 0 20,634
GANNETT CO INC COM 36472T109 5,016 3,858,398 SH   DFND 2,20,5 3,350,566 0 507,832
GAP INC COM 364760108 132,487 7,779,641 SH   DFND 10,12,13,19,2,20,5,6,8 6,807,555 2,266 969,820
GARMIN LTD SHS H2906T109 619,636 6,532,048 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,637,098 223,254 671,696
GARTNER INC COM 366651107 435,201 3,483,004 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,022,445 43,414 417,145
GASLOG LTD SHS G37585109 110 40,593 SH   DFND 2 40,593 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 6,476 582,390 SH   DFND 2,20,5,8 454,622 0 127,768
ALLIED MOTION TECHNOLOGIES I COM 019330109 5,332 129,162 SH   DFND 2,20,5 102,064 0 27,098
GATX CORP COM 361448103 69,657 1,092,665 SH   DFND 2,20,5,6,8 927,170 337 165,158
GCI LIBERTY INC COM CLASS A 36164V305 102,143 1,246,249 SH   DFND 13,2,20,5,8 1,015,197 943 230,109
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 40,783 1,946,687 SH   DFND 13,2,20,5,8 1,318,268 1,704 626,715
GDS HLDGS LTD SPONSORED ADS 36165L108 125,746 1,536,673 SH   DFND 1,10,12,13,19,2,20,5,8 1,104,834 34,200 397,639
GENASYS INC COM 36872P103 2,537 412,470 SH   DFND 2,20 302,013 0 110,457
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,932 280,020 SH   DFND 2,20,5 210,984 9,100 59,936
GENCOR INDS INC COM 368678108 1,725 156,395 SH   DFND 2,20 127,934 0 28,461
GENERAC HLDGS INC COM 368736104 274,431 1,417,223 SH   DFND 13,19,2,20,5,6,8 1,256,174 900 160,149
GENERAL DYNAMICS CORP COM 369550108 1,553,886 11,225,066 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,027,308 243,685 954,073
GENERAL ELECTRIC CO COM 369604103 2,190,277 351,013,062 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 302,792,518 4,312,074 43,908,470
ALLISON TRANSMISSION HLDGS I COM 01973R101 50,483 1,436,631 SH   DFND 13,2,20,5,8 1,176,916 900 258,815
GENERAL FIN CORP DEL COM 369822101 1,112 175,618 SH   DFND 2,20 131,691 0 43,927
GENERAL MLS INC COM 370334104 2,157,490 34,978,763 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,765,359 7,620,979 3,592,425
GENERAL MOLY INC COM 370373102 5 42,932 SH   DFND 20 42,932 0 0
GENERAL MTRS CO COM 37045V100 1,710,027 57,790,708 SH   DFND 10,11,12,13,19,2,20,5,6,8 49,909,663 1,014,109 6,866,936
GENERATION BIO CO COM 37148K100 4,456 144,162 SH   DFND 2,20,5 106,084 0 38,078
GENESCO INC COM 371532102 10,060 467,022 SH   DFND 2,20,5,8 394,992 4 72,026
GENESIS HEALTHCARE INC CL A COM 37185X106 19 35,499 SH   DFND 20 35,499 0 0
GENIE ENERGY LTD CL B 372284208 3,310 413,809 SH   DFND 2,20 360,095 0 53,714
GENIUS BRANDS INTL INC COM 37229T301 114 96,200 SH   DFND 20 96,200 0 0
GENMAB A/S SPONSORED ADS 372303206 3,481 95,081 SH   DFND 1,20 2,070 0 93,011
ALLOGENE THERAPEUTICS INC COM 019770106 96,675 2,563,632 SH   DFND 19,2,20,5,8 2,316,750 600 246,282
GENMARK DIAGNOSTICS INC COM 372309104 27,980 1,970,417 SH   DFND 2,20,5,8 1,673,348 0 297,069
GENPACT LIMITED SHS G3922B107 77,459 1,988,680 SH   DFND 13,19,2,20,5,8 1,737,085 0 251,595
GENPREX INC COM 372446104 1,442 429,128 SH   DFND 2,20 362,617 0 66,511
GENTEX CORP COM 371901109 155,575 6,041,758 SH   DFND 12,13,19,2,20,5,6,8 5,423,698 7,354 610,706
GENTHERM INC COM 37253A103 42,193 1,031,611 SH   DFND 2,20,5,8 881,472 140 149,999
GENUINE PARTS CO COM 372460105 828,833 8,637,766 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,867,893 94,129 675,744
GENWORTH FINL INC COM CL A 37247D106 56,851 16,970,385 SH   DFND 12,13,19,2,20,5,6,8 14,646,996 2,984 2,320,405
GEO GROUP INC NEW COM 36162J106 43,032 3,794,730 SH   DFND 12,13,2,20,5,6,8 3,421,612 814 372,304
GEOSPACE TECHNOLOGIES CORP COM 37364X109 940 152,117 SH   DFND 2,20 152,117 0 0
GERDAU SA SPON ADR REP PFD 373737105 15,914 4,300,977 SH   DFND 10,2,20 3,806,552 433,825 60,600
ALLOT LTD SHS M0854Q105 466 51,226 SH   DFND 2 51,226 0 0
GERMAN AMERN BANCORP INC COM 373865104 14,205 523,413 SH   DFND 2,20,5,8 401,507 0 121,906
GERON CORP COM 374163103 20,267 11,647,638 SH   DFND 2,20,5,8 10,453,769 0 1,193,869
GETTY RLTY CORP NEW COM 374297109 47,684 1,807,779 SH   DFND 10,2,20,5,8 1,511,111 10,509 286,159
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 13,499 253,500 SH   DFND 2 253,500 0 0
GIBRALTAR INDS INC COM 374689107 63,970 982,036 SH   DFND 2,20,5,8 834,864 170 147,002
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 736 135,092 SH   DFND 2,20 135,092 0 0
GILEAD SCIENCES INC COM 375558103 3,601,408 56,993,329 SH   DFND 10,11,12,13,19,2,20,5,6,8 48,455,749 1,352,493 7,185,087
GLACIER BANCORP INC NEW COM 37637Q105 106,336 3,317,813 SH   DFND 2,20,5,6,8 2,873,973 1,085 442,755
GLADSTONE COMMERCIAL CORP COM 376536108 13,785 818,088 SH   DFND 2,20,5,8 639,889 9,600 168,599
GLADSTONE LD CORP COM 376549101 5,540 368,857 SH   DFND 2,20,5 305,018 0 63,839
ALLOVIR INC COM 019818103 6,876 250,052 SH   DFND 2,20,5 193,989 0 56,063
GLATFELTER COM 377316104 19,600 1,423,386 SH   DFND 2,20,5,8 1,200,005 8 223,373
GLAUKOS CORP COM 377322102 70,749 1,428,697 SH   DFND 2,20,5,8 1,236,067 700 191,930
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 357,910 9,390,232 SH   DFND 1,20 39,912 8,963,244 387,076
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 90,438 1,640,159 SH   DFND 13,2,20,5,8 1,489,421 500 150,238
GLOBAL MED REIT INC COM NEW 37954A204 13,123 957,937 SH   DFND 2,20,5,8 762,127 3,300 192,510
GLOBAL NET LEASE INC COM NEW 379378201 73,402 4,616,485 SH   DFND 10,2,20,5,8 3,844,149 38,800 733,536
GLOBAL PMTS INC COM 37940X102 2,067,092 11,640,345 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,106,018 145,748 1,388,579
GLOBAL WTR RES INC COM 379463102 2,179 202,166 SH   DFND 2,20,5 161,158 0 41,008
GLOBALSTAR INC COM 378973408 428 1,393,764 SH   DFND 2,20,5,8 1,087,503 0 306,261
GLOBANT S A COM L44385109 274,724 1,532,888 SH   DFND 10,12,13,19,2,20,5,8 739,164 15,700 778,024
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 44,687 5,489,843 SH   DFND 2,20,5,8 4,713,661 845 775,337
GLOBE LIFE INC COM 37959E102 369,276 4,621,730 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,881,627 138,748 601,355
GLOBUS MED INC CL A 379577208 91,905 1,855,916 SH   DFND 19,2,20,5,6,8 1,683,048 600 172,268
GLU MOBILE INC COM 379890106 37,286 4,858,099 SH   DFND 2,20,5,8 4,192,169 0 665,930
GLYCOMIMETICS INC COM 38000Q102 2,063 672,110 SH   DFND 2,20,5 549,486 0 122,624
GMS INC COM 36251C103 30,464 1,264,083 SH   DFND 2,20,5,8 1,075,156 0 188,927
GODADDY INC CL A 380237107 300,613 3,956,993 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,025,232 179,379 752,382
GOGO INC COM 38046C109 8,800 952,433 SH   DFND 2,20,5 767,153 0 185,280
GOHEALTH INC COM CL A 38046W105 3,683 282,749 SH   DFND 2,20 252,307 0 30,442
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 125 20,490 SH   DFND 1,10,20 5,300 0 15,190
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 7,869 10,185,000 PRN   DFND 2,5 10,185,000 0 0
8X8 INC NEW COM 282914100 54,039 3,475,157 SH   DFND 2,20,5,8 2,993,170 300 481,687
ALLSTATE CORP COM 020002101 1,418,784 14,985,032 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,665,128 448,453 1,871,451
GOLAR LNG LTD SHS G9456A100 9,733 1,607,381 SH   DFND 2,20,5 1,264,761 0 342,620
GOLD FIELDS LTD SPONSORED ADR 38059T106 10,137 824,580 SH   DFND 2,20,5,8 812,560 0 12,020
GOLD RESOURCE CORP COM 38068T105 4,178 1,225,233 SH   DFND 2,20,5,6 970,042 0 255,191
GOLDEN ENTMT INC COM 381013101 4,188 302,848 SH   DFND 2,20,5 246,525 0 56,323
GOLDEN MINERALS CO COM 381119106 12 28,779 SH   DFND 20 28,779 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 134 35,134 SH   DFND 2,20,5 35,134 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 202 46,930 SH   DFND 2 46,930 0 0
GOLDFIELD CORP COM 381370105 48 11,419 SH   DFND 20 11,419 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,030,150 20,053,490 SH   DFND 1,10,12,13,19,2,20,5,6,8 12,252,258 739,567 7,061,665
GOODRICH PETE CORP COM PAR 382410843 1,236 160,738 SH   DFND 2,20 127,305 0 33,433
ALLY FINL INC COM 02005N100 261,685 10,438,189 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,820,605 341,206 2,276,378
GOODYEAR TIRE & RUBR CO COM 382550101 56,613 7,381,030 SH   DFND 12,13,19,2,20,5,6,8 6,282,081 12,259 1,086,690
GOOSEHEAD INS INC COM CL A 38267D109 22,561 260,550 SH   DFND 2,20,5,8 195,863 0 64,687
GOPRO INC CL A 38268T103 11,104 2,451,250 SH   DFND 2,20,5,8 1,852,353 0 598,897
GORMAN RUPP CO COM 383082104 10,933 371,097 SH   DFND 2,20,5,8 287,772 0 83,325
GOSSAMER BIO INC COM 38341P102 26,743 2,154,989 SH   DFND 2,20,5,8 1,922,389 0 232,600
GP STRATEGIES CORP COM 36225V104 2,273 235,741 SH   DFND 2,20,5 192,952 0 42,789
GRACE W R & CO DEL NEW COM 38388F108 27,717 687,939 SH   DFND 13,2,20,5,8 558,117 504 129,318
GRACO INC COM 384109104 326,382 5,320,005 SH   DFND 13,19,2,20,5,6,8 4,928,329 1,501 390,175
GRAFTECH INTL LTD COM 384313508 5,484 801,683 SH   DFND 2,20,5,8 660,610 0 141,073
GRAHAM CORP COM 384556106 2,318 181,521 SH   DFND 2,20,5 147,395 0 34,126
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 406,537 2,792,152 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,340,013 56,687 395,452
GRAHAM HLDGS CO COM CL B 384637104 40,786 100,929 SH   DFND 12,13,19,2,20,5,6,8 87,988 65 12,876
GRAINGER W W INC COM 384802104 822,565 2,305,588 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,965,525 81,022 259,041
GRAND CANYON ED INC COM 38526M106 83,939 1,050,022 SH   DFND 13,19,2,20,5,6,8 944,641 600 104,781
GRANITE CONSTR INC COM 387328107 26,642 1,501,717 SH   DFND 2,20,5,8 1,278,774 1,209 221,734
GRANITE PT MTG TR INC COM STK 38741L107 14,623 2,062,545 SH   DFND 2,20,5,8 1,822,723 606 239,216
GRAPHIC PACKAGING HLDG CO COM 388689101 55,285 3,902,626 SH   DFND 10,12,13,2,20,5,8 3,200,364 29,910 672,352
GRAVITY CO LTD SPONSORED ADS NE 38911N206 2,649 18,479 SH   DFND 2 18,479 0 0
GRAY TELEVISION INC COM 389375106 24,658 1,790,703 SH   DFND 10,2,20,5,8 1,378,306 5,754 406,643
GREAT AJAX CORP COM 38983D300 5,257 634,185 SH   DFND 2,20,5 571,345 0 62,840
GREAT LAKES DREDGE & DOCK CO COM 390607109 12,398 1,303,632 SH   DFND 2,20,5,8 1,027,037 0 276,595
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 4,803 374,610 SH   DFND 2,20,5 295,504 0 79,106
GREAT SOUTHN BANCORP INC COM 390905107 8,042 219,973 SH   DFND 2,20,5,8 169,089 0 50,884
GREAT WESTN BANCORP INC COM 391416104 27,133 2,179,354 SH   DFND 2,20,5,8 1,922,078 300 256,976
GREEN BRICK PARTNERS INC COM 392709101 7,737 480,549 SH   DFND 2,20,5,8 369,158 0 111,391
GREEN DOT CORP CL A 39304D102 100,722 1,990,158 SH   DFND 13,2,20,5,8 1,489,325 900 499,933
GREEN PLAINS INC COM 393222104 24,024 1,551,968 SH   DFND 2,20,5 1,418,729 0 133,239
GREENBRIER COS INC COM 393657101 33,803 1,149,776 SH   DFND 2,20,5,8 993,558 0 156,218
GREENE COUNTY BANCORP INC COM 394357107 935 43,087 SH   DFND 2,20 32,296 0 10,791
GREENHILL & CO INC COM 395259104 5,039 443,953 SH   DFND 2,20,5 381,738 0 62,215
GREENLANE HLDGS INC CL A 395330103 308 137,584 SH   DFND 2,20 104,092 0 33,492
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 3,787 562,639 SH   DFND 2,20,5,8 444,917 1,200 116,522
ALPHA PRO TECH LTD COM 020772109 2,955 199,960 SH   DFND 2,20,5 161,206 0 38,754
GREENSKY INC CL A 39572G100 3,568 803,522 SH   DFND 2,20,5 593,364 0 210,158
GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 562 41,364 SH   DFND 2,20,5 41,364 0 0
GREIF INC CL A 397624107 32,105 875,824 SH   DFND 2,20,5,6,8 747,754 83 127,987
GREIF INC CL B 397624206 4,935 122,911 SH   DFND 2,20,5 97,263 1,400 24,248
GRID DYNAMICS HLDGS INC CL A 39813G109 1,934 250,136 SH   DFND 2,20 192,934 0 57,202
GRIDSUM HLDG INC SPONSORED ADR 398132100 47 38,604 SH   DFND 2 38,604 0 0
GRIFFIN INL RLTY INC COM 398231100 1,654 30,938 SH   DFND 2,20 23,904 0 7,034
GRIFFON CORP COM 398433102 25,588 1,309,494 SH   DFND 2,20,5,8 1,136,309 0 173,185
GRIFOLS S A SP ADR REP B NVT 398438408 6,071 349,870 SH   DFND 1,10,13,2,20,5 279,963 0 69,907
GRITSTONE ONCOLOGY INC COM 39868T105 1,337 504,378 SH   DFND 2,20 410,188 0 94,190
ALPHABET INC CAP STK CL A 02079K305 17,194,456 11,732,025 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,962,433 292,385 1,477,207
GROCERY OUTLET HLDG CORP COM 39874R101 70,547 1,794,167 SH   DFND 2,20,5,6,8 1,630,224 1,100 162,843
GROUP 1 AUTOMOTIVE INC COM 398905109 55,067 623,005 SH   DFND 12,2,20,5,8 537,640 105 85,260
GROUPON INC COM NEW 399473206 12,354 605,592 SH   DFND 2,20,5,8 499,192 90 106,310
GROWGENERATION CORP COM 39986L109 8,668 542,453 SH   DFND 2,20,5 431,975 0 110,478
GRUBHUB INC COM 400110102 154,039 2,129,667 SH   DFND 13,19,2,20,5,6,8 1,917,377 1,000 211,290
GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 7,496 203,927 SH   DFND 19,2,20 203,927 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 10,976 94,599 SH   DFND 19,2,20 94,599 0 0
GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 15,546 192,779 SH   DFND 19,2,20,5 192,079 700 0
GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 8,220 1,135,410 SH   DFND 13,2,20,5 851,740 1,500 282,170
GRUPO SUPERVIELLE S.A. SPONSORED ADR 40054A108 765 422,534 SH   DFND 2,20,5 235,505 0 187,029
ALPHABET INC CAP STK CL C 02079K107 17,031,480 11,589,194 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,781,331 315,967 1,491,896
GSI TECHNOLOGY COM 36241U106 1,648 292,287 SH   DFND 2,20 232,996 0 59,291
GSX TECHEDU INC SPONSORED ADS 36257Y109 137,530 1,526,251 SH   DFND 10,12,13,19,2,20,5,8 1,173,124 36,700 316,427
GTT COMMUNICATIONS INC COM 362393100 3,392 657,319 SH   DFND 2,20,5,8 523,019 0 134,300
GTY TECHNOLOGY HOLDINGS INC COM 362409104 2,199 829,757 SH   DFND 2,20,5 693,729 0 136,028
GUARANTY BANCSHARES INC TEX COM 400764106 3,808 151,778 SH   DFND 2,20 125,899 0 25,879
GUARANTY FED BANCSHARES INC COM 40108P101 186 13,402 SH   DFND 20 2,300 0 11,102
GUARDANT HEALTH INC COM 40131M109 97,207 869,631 SH   DFND 13,19,2,20,5,8 709,642 700 159,289
GUESS INC COM 401617105 19,188 1,632,780 SH   DFND 2,20,5,8 1,435,390 137 197,253
GUIDEWIRE SOFTWARE INC COM 40171V100 178,317 1,710,151 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,388,210 42,648 279,293
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 12,391 10,855,000 PRN   DFND 2,5 10,855,000 0 0
ALPHATEC HLDGS INC COM NEW 02081G201 5,064 762,716 SH   DFND 2,20,5 621,434 0 141,282
GULF ISLAND FABRICATION INC COM 402307102 59 18,774 SH   DFND 20 18,774 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,455 4,658,093 SH   DFND 2,20,5,6 3,840,310 3,200 814,583
GW PHARMACEUTICALS PLC ADS 36197T103 1,867 19,175 SH   DFND 1,13,19,2,20,5 14,172 0 5,003
GWG HLDGS INC COM 36192A109 319 37,049 SH   DFND 2,20 24,775 0 12,274
H & E EQUIPMENT SERVICES INC COM 404030108 13,009 661,686 SH   DFND 2,20,5,8 512,858 0 148,828
HACKETT GROUP INC COM 404609109 6,161 546,470 SH   DFND 2,20,5,8 442,713 0 103,757
HAEMONETICS CORP COM 405024100 106,643 1,222,269 SH   DFND 13,19,2,20,5,6,8 1,099,643 604 122,022
HAIN CELESTIAL GROUP INC COM 405217100 65,163 1,899,801 SH   DFND 13,19,2,20,5,6,8 1,688,052 666 211,083
HALLIBURTON CO COM 406216101 564,312 46,830,842 SH   DFND 10,11,12,13,19,2,20,5,6,8 41,487,324 420,019 4,923,499
HALOZYME THERAPEUTICS INC COM 40637H109 119,716 4,555,413 SH   DFND 2,20,5,8 3,867,946 1,000 686,467
ALPINE INCOME PPTY TR INC COM 02083X103 1,287 82,780 SH   DFND 2,20 67,480 0 15,300
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2,686 138,096 SH   DFND 2,20,5 112,450 0 25,646
HAMILTON LANE INC CL A 407497106 35,931 554,066 SH   DFND 2,20,5,8 423,868 300 129,898
HANCOCK WHITNEY CORPORATION COM 410120109 61,119 3,249,261 SH   DFND 12,13,2,20,5,6,8 2,836,082 1,000 412,179
HANESBRANDS INC COM 410345102 260,495 16,539,336 SH   DFND 1,10,12,13,19,2,20,5,6,8 15,105,567 4,964 1,428,805
HANGER INC COM NEW 41043F208 18,214 1,151,298 SH   DFND 2,20,5,8 973,090 0 178,208
HANMI FINL CORP COM NEW 410495204 8,305 1,011,629 SH   DFND 2,20,5,8 885,431 0 126,198
HANNON ARMSTRONG SUST INFR C COM 41068X100 61,304 1,450,287 SH   DFND 2,20,5,8 1,100,975 1,200 348,112
HANOVER INS GROUP INC COM 410867105 99,509 1,067,926 SH   DFND 12,13,19,2,20,5,6,8 950,831 600 116,495
HARBORONE BANCORP INC NEW COM NEW 41165Y100 8,696 1,077,526 SH   DFND 2,20,5,8 877,258 0 200,268
HARLEY DAVIDSON INC COM 412822108 86,465 3,523,437 SH   DFND 1,12,13,19,2,20,5,6,8 3,167,556 1,284 354,597
ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 1,546 197,400 SH   DFND 2,20 159,100 0 38,300
HARMONIC INC COM 413160102 16,639 2,981,947 SH   DFND 2,20,5,8 2,527,005 0 454,942
HARPOON THERAPEUTICS INC COM 41358P106 3,006 176,918 SH   DFND 2,20,5 147,642 0 29,276
HARROW HEALTH INC COM 415858109 1,473 263,566 SH   DFND 2,20 211,116 0 52,450
HARSCO CORP COM 415864107 33,939 2,439,888 SH   DFND 2,20,5,8 2,091,006 381 348,501
HARTFORD FINL SVCS GROUP INC COM 416515104 744,894 20,032,659 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,164,838 3,940,215 1,927,606
HARVARD BIOSCIENCE INC COM 416906105 1,398 464,325 SH   DFND 2,20 378,525 0 85,800
HASBRO INC COM 418056107 456,243 5,515,508 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,813,713 81,576 620,219
HAVERTY FURNITURE INC COM 419596101 12,518 597,817 SH   DFND 2,20,5,8 515,061 0 82,756
HAWAIIAN ELEC INDUSTRIES COM 419870100 93,881 2,824,328 SH   DFND 12,13,19,2,20,5,6,8 2,482,309 1,256 340,763
HAWAIIAN HOLDINGS INC COM 419879101 26,485 2,054,724 SH   DFND 13,2,20,5,8 1,872,327 0 182,397
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 4,751 5,111,000 PRN   DFND 2 5,111,000 0 0
ALTABANCORP COM 021347109 6,218 309,052 SH   DFND 2,20,5,8 243,264 0 65,788
HAWKINS INC COM 420261109 14,905 323,316 SH   DFND 10,2,20,5,8 274,449 3,482 45,385
HAWTHORN BANCSHARES INC COM 420476103 2,007 105,286 SH   DFND 2,20 57,535 0 47,751
HAYNES INTERNATIONAL INC COM NEW 420877201 6,718 393,079 SH   DFND 2,20,5,8 340,228 900 51,951
HBT FINL INC. COM 404111106 1,973 175,824 SH   DFND 2,20 136,596 0 39,228
HC2 HLDGS INC COM 404139107 1,232 508,894 SH   DFND 2,20 408,758 0 100,136
HCA HEALTHCARE INC COM 40412C101 1,431,452 11,481,011 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,840,645 343,985 1,296,381
HCI GROUP INC COM 40416E103 9,908 201,020 SH   DFND 2,20,5,8 172,880 0 28,140
HD SUPPLY HLDGS INC COM 40416M105 145,114 3,518,780 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,597,737 250,087 670,956
HDFC BANK LTD SPONSORED ADS 40415F101 54,324 1,087,347 SH   DFND 1,12,20,5,8 213,069 0 874,278
HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 318 13,008 SH   DFND 2,20 13,008 0 0
ALTAIR ENGR INC COM CL A 021369103 36,483 869,060 SH   DFND 2,20,5,8 668,881 400 199,779
HEALTH CATALYST INC COM 42225T107 23,086 630,774 SH   DFND 2,20,5,8 502,332 0 128,442
HEALTHCARE RLTY TR COM 421946104 204,794 6,799,286 SH   DFND 10,13,19,2,20,5,6,8 5,575,561 38,834 1,184,891
HEALTHCARE SVCS GROUP INC COM 421906108 48,751 2,264,333 SH   DFND 13,2,20,5,6,8 1,909,543 1,025 353,765
HEALTHCARE TR AMER INC CL A NEW 42225P501 181,751 6,990,438 SH   DFND 10,12,13,19,2,20,5,8 5,524,700 62,690 1,403,048
HEALTHEQUITY INC COM 42226A107 118,021 2,297,466 SH   DFND 13,2,20,5,6,8 1,953,756 600 343,110
HEALTHPEAK PROPERTIES INC COM 42250P103 869,984 32,043,606 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,769,621 464,382 4,809,603
HEALTHSTREAM INC COM 42222N103 17,056 849,833 SH   DFND 2,20,5,6,8 731,678 800 117,355
HEARTLAND EXPRESS INC COM 422347104 32,634 1,752,684 SH   DFND 2,20,5,8 1,531,557 24 221,103
HEARTLAND FINL USA INC COM 42234Q102 22,418 747,395 SH   DFND 2,20,5,8 589,967 0 157,428
HEAT BIOLOGICS INC COM NEW 42237K300 141 113,800 SH   DFND 20 113,800 0 0
ALTERYX INC COM CL A 02156B103 79,968 704,256 SH   DFND 13,19,2,20,5,8 575,427 600 128,229
HECLA MNG CO COM 422704106 77,023 15,161,919 SH   DFND 2,20,5,8 12,720,285 9,381 2,432,253
HEICO CORP NEW CL A 422806208 140,237 1,581,744 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,252,633 57,869 271,242
HEICO CORP NEW COM 422806109 155,628 1,486,984 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,187,033 49,409 250,542
HEIDRICK & STRUGGLES INTL IN COM 422819102 13,567 690,429 SH   DFND 2,20,5,8 598,970 5,400 86,059
HELEN OF TROY LTD COM G4388N106 168,014 868,202 SH   DFND 13,19,2,20,5,6,8 744,221 288 123,693
HELIOS TECHNOLOGIES INC COM 42328H109 22,061 606,070 SH   DFND 2,20,5,8 465,919 300 139,851
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 13,250 5,498,000 SH   DFND 2,20,5,8 4,814,484 3,985 679,531
HELMERICH & PAYNE INC COM 423452101 43,131 2,944,121 SH   DFND 12,13,19,2,20,5,8 2,690,353 1,181 252,587
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3,045 350,457 SH   DFND 2,20 284,179 0 66,278
HENRY JACK & ASSOC INC COM 426281101 571,091 3,512,460 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,935,672 106,238 470,550
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 10,078 10,125,000 PRN   DFND 2,5 10,125,000 0 0
HENRY SCHEIN INC COM 806407102 439,629 7,479,220 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,675,986 220,569 1,582,665
HERBALIFE NUTRITION LTD COM SHS G4412G101 77,969 1,671,360 SH   DFND 12,13,19,2,20,5,8 995,543 1,210 674,607
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 12,121 12,050,000 PRN   DFND 2,5 12,050,000 0 0
HERC HLDGS INC COM 42704L104 19,226 485,391 SH   DFND 13,2,20,5,8 368,936 623 115,832
HERITAGE COMM CORP COM 426927109 8,528 1,281,511 SH   DFND 2,20,5,8 1,012,827 0 268,684
HERITAGE CRYSTAL CLEAN INC COM 42726M106 4,059 304,068 SH   DFND 2,20,5,8 236,294 0 67,774
HERITAGE FINL CORP WASH COM 42722X106 22,992 1,250,260 SH   DFND 2,20,5,8 1,088,175 0 162,085
HERITAGE INS HLDGS INC COM 42727J102 5,114 502,369 SH   DFND 2,20,5,8 390,324 0 112,045
HERON THERAPEUTICS INC COM 427746102 65,360 4,410,234 SH   DFND 2,20,5,8 4,010,578 900 398,756
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 8,491 1,532,652 SH   DFND 2,20,5,8 1,375,409 0 157,243
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 10,026 9,993,000 PRN   DFND 2,5 9,993,000 0 0
HERSHEY CO COM 427866108 1,086,790 7,581,901 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,248,411 160,851 1,172,639
HERTZ GLOBAL HLDGS INC COM 42806J106 1,831 1,649,363 SH   DFND 12,13,19,2,20,5 1,406,697 0 242,666
HESKA CORP COM RESTRC NEW 42805E306 29,622 299,852 SH   DFND 2,20,5,8 266,394 0 33,458
HESS CORP COM 42809H107 641,063 15,662,424 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,383,592 166,987 1,111,845
HEWLETT PACKARD ENTERPRISE C COM 42824C109 632,082 66,602,751 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 52,323,675 6,050,647 8,228,429
HEXCEL CORP NEW COM 428291108 100,173 2,985,785 SH   DFND 13,19,2,20,5,6,8 2,772,002 671 213,112
HF FOODS GROUP INC COM 40417F109 3,729 564,217 SH   DFND 2,20,5 455,214 0 109,003
HIBBETT SPORTS INC COM 428567101 23,231 592,313 SH   DFND 2,20,5,8 511,229 162 80,922
HIGHPOINT RES CORP COM 43114K108 48 206,776 SH   DFND 20 206,776 0 0
HIGHWOODS PPTYS INC COM 431284108 149,605 4,456,514 SH   DFND 10,13,19,2,20,5,6,8 3,767,537 29,334 659,643
ALTICE USA INC CL A 02156K103 175,628 6,754,925 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,273,897 400,126 1,080,902
HILL ROM HLDGS INC COM 431475102 133,840 1,602,680 SH   DFND 13,19,2,20,5,6,8 1,441,323 700 160,657
HILLENBRAND INC COM 431571108 69,770 2,460,160 SH   DFND 2,20,5,8 2,120,330 595 339,235
HILLTOP HOLDINGS INC COM 432748101 33,767 1,640,775 SH   DFND 2,20,5,8 1,314,673 1,279 324,823
HILTON GRAND VACATIONS INC COM 43283X105 35,255 1,680,416 SH   DFND 13,2,20,5,8 1,276,311 1,690 402,415
HILTON WORLDWIDE HLDGS INC COM 43300A203 967,272 11,336,994 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,788,386 210,401 1,338,207
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 3,778 1,061,222 SH   DFND 2,20 1,061,222 0 0
HINGHAM INSTN SVGS MASS COM 433323102 4,766 25,902 SH   DFND 13,2,20 20,286 0 5,616
HMS HLDGS CORP COM 40425J101 66,291 2,767,909 SH   DFND 2,20,5,6,8 2,355,206 519 412,184
HNI CORP COM 404251100 41,552 1,324,143 SH   DFND 2,20,5,6,8 1,115,954 6,117 202,072
HOLLYFRONTIER CORP COM 436106108 219,658 11,144,505 SH   DFND 10,12,13,19,2,20,5,6,8 9,802,300 5,993 1,336,212
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,478 116,649 SH   DFND 2,20 90,605 0 26,044
HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 995 90,086 SH   DFND 2,5 90,086 0 0
HOLOGIC INC COM 436440101 764,105 11,495,494 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,627,350 286,824 1,581,320
HOME BANCORP INC COM 43689E107 4,260 176,379 SH   DFND 2,20,5 130,670 0 45,709
HOME BANCSHARES INC COM 436893200 85,477 5,638,357 SH   DFND 13,2,20,5,6,8 4,928,321 1,100 708,936
HOME DEPOT INC COM 437076102 14,281,395 51,425,569 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 39,747,167 794,578 10,883,824
HOMESTREET INC COM 43785V102 18,848 731,666 SH   DFND 2,20,5,8 622,392 0 109,274
HOMETRUST BANCSHARES INC COM 437872104 5,157 379,775 SH   DFND 13,2,20,5 295,095 0 84,680
HOMOLOGY MEDICINES INC COM 438083107 7,693 718,996 SH   DFND 2,20,5,8 589,318 0 129,678
HONDA MOTOR LTD AMERN SHS 438128308 2,349 99,093 SH   DFND 2,20 99,093 0 0
HONEYWELL INTL INC COM 438516106 5,766,921 35,033,843 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,930,741 745,849 8,357,253
ALTRA INDL MOTION CORP COM 02208R106 46,788 1,264,187 SH   DFND 13,2,20,5,8 966,035 199 297,953
HOOKER FURNITURE CORP COM 439038100 8,009 310,074 SH   DFND 13,2,20,5 266,216 0 43,858
HOOKIPA PHARMA INC COM 43906K100 1,902 200,807 SH   DFND 2,20 163,973 0 36,834
HOPE BANCORP INC COM 43940T109 38,117 5,025,369 SH   DFND 13,2,20,5,8 4,471,577 1,800 551,992
HORACE MANN EDUCATORS CORP N COM 440327104 44,452 1,330,907 SH   DFND 2,20,5,8 1,138,044 77 192,786
HORIZON BANCORP INC COM 440407104 8,767 868,853 SH   DFND 2,20,5,8 606,327 0 262,526
HORIZON GLOBAL CORP COM 44052W104 105 18,292 SH   DFND 20 18,292 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 194,045 2,498,003 SH   DFND 13,19,2,20,5,8 2,017,774 2,000 478,229
HORMEL FOODS CORP COM 440452100 1,286,362 26,311,343 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,353,139 9,359,420 2,598,784
HOST HOTELS & RESORTS INC COM 44107P104 464,903 43,086,506 SH   DFND 10,11,12,13,19,2,20,5,6,8 36,490,446 940,446 5,655,614
HOSTESS BRANDS INC CL A 44109J106 31,047 2,518,011 SH   DFND 19,2,20,5,8 1,858,957 0 659,054
ALTRIA GROUP INC COM 02209S103 3,064,431 77,572,514 SH   DFND 10,12,13,19,2,20,5,6,8 71,260,448 1,045,637 5,266,429
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,422 1,977,986 SH   DFND 2,20,5 1,585,330 0 392,656
HOULIHAN LOKEY INC CL A 441593100 59,807 1,012,817 SH   DFND 2,20,5,6,8 774,664 300 237,853
HOWARD BANCORP INC COM 442496105 2,336 260,133 SH   DFND 2,20 216,365 0 43,768
HOWARD HUGHES CORP COM 44267D107 27,149 471,342 SH   DFND 13,2,20,5,8 383,804 560 86,978
HOWMET AEROSPACE INC COM 443201108 318,661 19,058,645 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,295,338 236,383 2,526,924
HP INC COM 40434L105 1,270,506 66,278,474 SH   DFND 10,11,12,13,19,2,20,5,6,8 50,884,800 7,475,696 7,917,978
HSBC HLDGS PLC SPON ADR NEW 404280406 381 19,484 SH   DFND 1,20 19,120 0 364
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 8 22,700 SH   DFND 20 22,700 0 0
HUAMI CORP SPONSORED ADS 44331K103 7,360 572,732 SH   DFND 13,2,20,5 478,817 0 93,915
HUANENG PWR INTL INC SPON ADR H SHS 443304100 382 24,739 SH   DFND 20,5 24,739 0 0
ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 167 32,165 SH   DFND 5 32,165 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 15,066 13,340,000 PRN   DFND 2,5 13,340,000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 110,003 2,544,012 SH   DFND 10,12,13,19,2,20,5,8 1,951,318 63,100 529,594
HUB GROUP INC CL A 443320106 60,925 1,213,770 SH   DFND 12,2,20,5,8 1,056,230 55 157,485
HUBBELL INC COM 443510607 174,768 1,277,174 SH   DFND 12,13,19,2,20,5,6,8 1,145,770 691 130,713
HUBSPOT INC COM 443573100 148,329 507,576 SH   DFND 13,19,2,20,5,8 406,156 400 101,020
HUDSON LTD COM CL A G46408103 5,172 680,586 SH   DFND 2,20,5 536,309 0 144,277
HUDSON PAC PPTYS INC COM 444097109 142,652 6,504,859 SH   DFND 10,19,2,20,5,6,8 5,456,247 43,604 1,005,008
HUDSON TECHNOLOGIES INC COM 444144109 34 29,255 SH   DFND 20 29,255 0 0
HUMANA INC COM 444859102 2,487,319 6,000,654 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,084,852 156,585 759,217
HUNT COS FIN TR INC COM 44558T100 167 59,217 SH   DFND 20 2,209 0 57,008
A-MARK PRECIOUS METALS INC COM 00181T107 1,608 47,683 SH   DFND 2,20 33,683 0 14,000
ALX ONCOLOGY HLDGS INC COM 00166B105 4,284 113,523 SH   DFND 2,20,5 83,930 0 29,593
HUNT J B TRANS SVCS INC COM 445658107 462,195 3,657,183 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,100,101 127,370 429,712
HUNTINGTON BANCSHARES INC COM 446150104 491,923 52,814,163 SH   DFND 10,12,13,19,2,20,5,6,8 47,436,786 667,035 4,710,342
HUNTINGTON INGALLS INDS INC COM 446413106 467,769 3,323,405 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 1,786,587 1,084,539 452,279
HUNTSMAN CORP COM 447011107 65,039 2,928,347 SH   DFND 10,12,13,19,2,20,5,8 2,404,986 12,614 510,747
HURCO COMPANIES INC COM 447324104 3,443 121,238 SH   DFND 2,20,5 98,696 0 22,542
HURON CONSULTING GROUP INC COM 447462102 18,053 459,009 SH   DFND 2,20,5,8 353,259 102 105,648
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 35,526 1,099,877 SH   DFND 1,10,12,13,19,2,20,5,8 795,050 30,600 274,227
HUYA INC ADS REP SHS A 44852D108 33,162 1,384,637 SH   DFND 1,10,12,13,19,2,20,5,8 1,051,810 59,470 273,357
HYATT HOTELS CORP COM CL A 448579102 18,832 352,864 SH   DFND 13,19,2,20,5 304,560 0 48,304
HYSTER YALE MATLS HANDLING I CL A 449172105 10,649 286,651 SH   DFND 2,20,5,8 244,893 536 41,222
AMAG PHARMACEUTICALS INC COM 00163U106 12,312 1,309,753 SH   DFND 2,20,5,8 1,159,206 342 150,205
I3 VERTICALS INC COM CL A 46571Y107 10,102 400,084 SH   DFND 2,20,5 349,080 0 51,004
IAA INC COM 449253103 154,870 2,974,275 SH   DFND 13,19,2,20,5,6,8 2,654,021 1,500 318,754
IAC INTERACTIVECORP NEW COM 44891N109 192,402 1,606,297 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,310,696 48,735 246,866
IBIO INC COM NEW 451033203 1,724 849,282 SH   DFND 2,20,5 723,455 0 125,827
ICAD INC COM NEW 44934S206 2,615 296,826 SH   DFND 2,20,5 237,500 0 59,326
ICF INTL INC COM 44925C103 23,396 379,349 SH   DFND 19,2,20,5,8 279,843 0 99,506
ICHOR HOLDINGS SHS G4740B105 15,273 708,047 SH   DFND 2,20,5,8 603,752 0 104,295
ICICI BANK LIMITED ADR 45104G104 166,437 16,931,549 SH   DFND 1,12,13,19,2,20,5,8 5,478,874 0 11,452,675
ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 137 20,570 SH   DFND 2 20,570 0 0
ICON PLC SHS G4705A100 17,219 90,111 SH   DFND 10,13,19,2,20,5,8 88,085 0 2,026
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 2,767 261,507 SH   DFND 2,20,5 200,219 0 61,288
ICU MED INC COM 44930G107 88,955 486,732 SH   DFND 19,2,20,5,6,8 436,583 300 49,849
IDACORP INC COM 451107106 97,439 1,219,513 SH   DFND 12,13,2,20,5,6,8 1,133,299 790 85,424
IDEANOMICS INC COM 45166V106 356 391,516 SH   DFND 2 391,516 0 0
IDEAYA BIOSCIENCES INC COM 45166A102 2,614 208,084 SH   DFND 2,20,5 172,450 0 35,634
IDERA PHARMACEUTICALS INC COM PAR 45168K405 39 18,410 SH   DFND 20 18,410 0 0
IDEX CORP COM 45167R104 577,005 3,163,231 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,706,889 100,899 355,443
IDEXX LABS INC COM 45168D104 1,445,489 3,677,061 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,131,634 68,782 476,645
IDT CORP CL B NEW 448947507 1,767 268,603 SH   DFND 2,20,6 212,459 0 56,144
IES HLDGS INC COM 44951W106 5,261 165,584 SH   DFND 2,20,5 125,347 0 40,237
IGM BIOSCIENCES INC COM 449585108 24,296 329,166 SH   DFND 2,20,5,8 305,774 0 23,392
AMARIN CORP PLC SPONS ADR NEW 023111206 575 136,698 SH   DFND 13,19,2,20,5 130,398 0 6,300
IHEARTMEDIA INC COM CL A 45174J509 8,593 1,058,227 SH   DFND 2,20,5,8 789,701 0 268,526
IHS MARKIT LTD SHS G47567105 1,195,848 15,231,790 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,165,178 187,476 1,879,136
II-VI INC COM 902104108 122,005 3,008,002 SH   DFND 13,2,20,5,6,8 2,548,783 1,013 458,206
ILLINOIS TOOL WKS INC COM 452308109 2,565,513 13,201,117 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,323,847 335,388 1,541,882
ILLUMINA INC COM 452327109 1,887,550 6,106,994 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,250,765 137,206 719,023
ILLUMINA INC NOTE 8/1 452327AK5 20,045 18,923,000 PRN   DFND 2,5 18,923,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 15,116 11,735,000 PRN   DFND 2,5 11,735,000 0 0
IMARA INC COM 45249V107 1,302 64,013 SH   DFND 2,20,5 51,587 0 12,426
IMAX CORP COM 45245E109 12,485 1,043,911 SH   DFND 2,20,5,8 779,099 1,600 263,212
IMMERSION CORP COM 452521107 3,675 521,267 SH   DFND 2,20,5 453,591 0 67,676
AMAZON COM INC COM 023135106 51,465,935 16,344,982 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,002,179 284,210 2,058,593
IMMUNIC INC COM 4525EP101 1,312 70,625 SH   DFND 2,20 63,705 0 6,920
IMMUNOGEN INC COM 45253H101 32,270 8,964,006 SH   DFND 2,20,5,8 8,203,142 0 760,864
IMMUNOMEDICS INC COM 452907108 310,196 3,648,078 SH   DFND 13,19,2,20,5,8 3,143,405 2,700 501,973
IMMUNOVANT INC COM 45258J102 40,520 1,151,465 SH   DFND 2,20,5,8 1,002,402 0 149,063
IMPINJ INC COM 453204109 15,181 576,124 SH   DFND 2,20,5,8 507,711 0 68,413
INARI MED INC COM 45332Y109 8,063 116,826 SH   DFND 2,20 91,004 0 25,822
INCYTE CORP COM 45337C102 782,961 8,724,776 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,597,898 176,831 950,047
INDEPENDENCE CONTRACT DRILLI COM 453415606 55 22,744 SH   DFND 20 22,744 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 4,146 109,937 SH   DFND 2,20,5 83,697 0 26,240
INDEPENDENCE RLTY TR INC COM 45378A106 55,963 4,828,577 SH   DFND 10,2,20,5,8 3,999,701 52,600 776,276
AMBAC FINL GROUP INC COM NEW 023139884 18,490 1,447,891 SH   DFND 2,20,5,8 1,234,468 0 213,423
INDEPENDENT BANK CORP MASS COM 453836108 61,970 1,172,739 SH   DFND 2,20,5,8 1,020,026 247 152,466
INDEPENDENT BK CORP MICH COM NEW 453838609 7,880 626,910 SH   DFND 2,20,5,8 476,066 0 150,844
INDEPENDENT BK GROUP INC COM 45384B106 68,614 1,553,055 SH   DFND 2,20,5,8 1,347,651 0 205,404
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 72,538 3,316,772 SH   DFND 10,2,20,5,8 2,778,177 18,204 520,391
INFINERA CORP COM 45667G103 21,021 3,412,514 SH   DFND 2,20,5,8 2,637,702 4,811 770,001
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 9,311 10,081,000 PRN   DFND 2,5 10,081,000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 65 55,289 SH   DFND 20 55,289 0 0
INFORMATION SVCS GROUP INC COM 45675Y104 827 392,060 SH   DFND 2,20 273,349 0 118,711
INFOSYS LTD SPONSORED ADR 456788108 232,727 16,852,060 SH   DFND 1,10,12,13,19,2,20,5,8 13,681,466 0 3,170,594
INFUSYSTEM HLDGS INC COM 45685K102 2,458 191,738 SH   DFND 2,20 143,567 0 48,171
AMBARELLA INC SHS G037AX101 55,455 1,062,769 SH   DFND 2,20,5,8 901,137 100 161,532
ING GROEP N.V. SPONSORED ADR 456837103 7,036 993,756 SH   DFND 2,20 993,756 0 0
INGERSOLL RAND INC COM 45687V106 493,512 13,862,700 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,073,870 218,506 1,570,324
INGEVITY CORP COM 45688C107 67,169 1,358,602 SH   DFND 13,2,20,5,6,8 1,160,597 613 197,392
INGLES MKTS INC CL A 457030104 14,902 391,734 SH   DFND 10,2,20,5,8 313,956 6,299 71,479
INGREDION INC COM 457187102 202,122 2,648,935 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,285,734 71,984 291,217
INMODE LTD SHS M5425M103 2,570 71,023 SH   DFND 2,20,8 52,323 0 18,700
INNERWORKINGS INC COM 45773Y105 115 38,324 SH   DFND 20 38,324 0 0
INNOSPEC INC COM 45768S105 47,617 752,012 SH   DFND 2,20,5,8 623,443 400 128,169
INNOVATIVE INDL PPTYS INC COM 45781V101 126,214 1,007,728 SH   DFND 10,2,20,5,8 836,498 5,800 165,430
INNOVIVA INC COM 45781M101 22,453 2,148,627 SH   DFND 2,20,5,8 1,841,958 687 305,982
AMBEV SA SPONSORED ADR 02319V103 50,138 22,184,996 SH   DFND 10,13,2,20,5,8 18,458,297 1,954,052 1,772,647
INOGEN INC COM 45780L104 24,656 850,212 SH   DFND 2,20,5,8 769,369 200 80,643
INOVALON HLDGS INC COM CL A 45781D101 39,194 1,481,829 SH   DFND 2,20,5,8 1,142,427 0 339,402
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 92,816 8,001,420 SH   DFND 2,20,5,8 7,254,343 1,500 745,577
INOZYME PHARMA INC COM 45790W108 1,856 70,585 SH   DFND 2,20 51,752 0 18,833
INPHI CORP COM 45772F107 82,720 736,930 SH   DFND 19,2,20,5,8 623,726 400 112,804
INSEEGO CORP COM 45782B104 14,385 1,393,926 SH   DFND 2,20,5,8 1,092,706 0 301,220
INSIGHT ENTERPRISES INC COM 45765U103 64,910 1,147,217 SH   DFND 2,20,5,8 976,764 65 170,388
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 7,765 7,399,000 PRN   DFND 2,5 7,399,000 0 0
INSMED INC COM PAR $.01 457669307 119,777 3,726,739 SH   DFND 2,20,5,8 3,244,927 800 481,012
INSMED INC NOTE 1.750% 1/1 457669AA7 13,327 12,233,000 PRN   DFND 2,5 12,233,000 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 5,446 1,156,301 SH   DFND 2,20,5,8 894,972 320 261,009
INSPERITY INC COM 45778Q107 70,477 1,076,154 SH   DFND 19,2,20,5,6,8 910,549 500 165,105
INSPIRE MED SYS INC COM 457730109 65,160 504,917 SH   DFND 2,20,5,8 387,872 200 116,845
INSTALLED BLDG PRODS INC COM 45780R101 80,887 794,957 SH   DFND 2,20,5,8 684,747 0 110,210
INSTEEL INDS INC COM 45774W108 11,155 596,526 SH   DFND 2,20,5,8 516,366 0 80,160
INSULET CORP COM 45784P101 313,989 1,327,146 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,097,509 30,286 199,351
INSULET CORP NOTE 1.375%11/1 45784PAH4 26,850 10,475,000 PRN   DFND 2,5 10,475,000 0 0
INTEGER HLDGS CORP COM 45826H109 71,013 1,203,405 SH   DFND 2,20,5,8 1,049,590 343 153,472
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 83,777 1,774,190 SH   DFND 13,19,2,20,5,6,8 1,612,588 574 161,028
INTEL CORP COM 458140100 9,629,976 185,978,674 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 153,577,675 5,354,935 27,046,064
INTELLIA THERAPEUTICS INC COM 45826J105 60,805 3,058,598 SH   DFND 2,20,5,8 2,832,130 0 226,468
AMC NETWORKS INC CL A 00164V103 31,182 1,261,910 SH   DFND 13,2,20,5,6,8 1,072,337 293 189,280
INTELLICHECK INC COM NEW 45817G201 1,391 208,605 SH   DFND 2,20 171,965 0 36,640
INTELLIGENT SYS CORP NEW COM 45816D100 5,154 132,225 SH   DFND 2,20,5 107,256 0 24,969
INTER PARFUMS INC COM 458334109 20,861 558,525 SH   DFND 2,20,5,8 462,834 0 95,691
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 81,531 1,686,963 SH   DFND 13,2,20,5,6,8 1,542,005 625 144,333
INTERCEPT PHARMACEUTICALS IN COM 45845P108 70,070 1,690,053 SH   DFND 2,20,5,8 1,568,935 500 120,618
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 7,531 9,263,000 PRN   DFND 2,5 9,263,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,353,258 23,520,815 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 20,161,775 354,767 3,004,273
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 302 5,747 SH   DFND 20 5,747 0 0
INTERDIGITAL INC COM 45867G101 57,704 1,011,293 SH   DFND 13,19,2,20,5,6,8 843,823 498 166,972
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 10,590 10,228,000 PRN   DFND 2,5 10,228,000 0 0
A10 NETWORKS INC COM 002121101 9,898 1,553,769 SH   DFND 2,20,5,8 1,276,560 0 277,209
AMCOR PLC ORD G0250X107 921,440 83,388,262 SH   DFND 10,11,12,13,19,2,20,5,6,8 75,499,459 532,445 7,356,358
INTERFACE INC COM 458665304 11,039 1,803,744 SH   DFND 2,20,5,8 1,540,843 2,324 260,577
INTERNATIONAL BANCSHARES COR COM 459044103 47,578 1,786,161 SH   DFND 2,20,5,6,8 1,532,440 270 253,451
INTERNATIONAL BUSINESS MACHS COM 459200101 6,446,482 52,983,332 SH   DFND 10,11,12,13,19,2,20,5,6,8 34,252,513 8,490,835 10,239,984
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 545,645 4,428,436 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,683,605 43,715 701,116
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 13,299 299,250 SH   DFND 2 299,250 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 21,477 1,929,638 SH   DFND 12,13,2,20,5,8 1,575,188 0 354,450
INTERNATIONAL MNY EXPRESS IN COM 46005L101 5,905 411,081 SH   DFND 2,20,8 343,625 0 67,456
INTERNATIONAL PAPER CO COM 460146103 1,016,698 25,078,885 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,941,676 7,234,961 1,902,248
INTERNATIONAL SEAWAYS INC COM Y41053102 6,978 477,649 SH   DFND 2,20,5,8 368,364 0 109,285
INTERPUBLIC GROUP COS INC COM 460690100 327,769 19,662,210 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,370,043 308,852 1,983,315
AMDOCS LTD SHS G02602103 98,902 1,713,019 SH   DFND 12,13,19,2,20,5,6,8 1,506,590 0 206,429
INTERSECT ENT INC COM 46071F103 11,512 705,848 SH   DFND 2,20,5,8 553,694 0 152,154
INTEVAC INC COM 461148108 1,352 245,397 SH   DFND 2,20,5 192,879 0 52,518
INTRA CELLULAR THERAPIES INC COM 46116X101 36,435 1,419,918 SH   DFND 2,20,5,8 1,116,792 0 303,126
INTREPID POTASH INC COM 46121Y201 1,255 148,749 SH   DFND 2,20 118,509 0 30,240
INTRICON CORP COM 46121H109 1,707 140,144 SH   DFND 2,20 113,186 0 26,958
INTUIT COM 461202103 3,628,813 11,124,161 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,408,210 437,947 1,278,004
INTUITIVE SURGICAL INC COM NEW 46120E602 3,464,884 4,883,282 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,233,201 108,977 541,104
INVACARE CORP COM 461203101 9,572 1,272,860 SH   DFND 2,20,5 1,140,951 0 131,909
INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 51,051 3,734,517 SH   DFND 19,2,20 3,734,517 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 2,439 186,724 SH   DFND 12,8 186,724 0 0
AMEDISYS INC COM 023436108 173,389 733,364 SH   DFND 13,19,2,20,5,6,8 656,221 374 76,769
INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 476 12,685 SH   DFND 20 0 0 12,685
INVESCO LTD SHS G491BT108 218,648 19,162,815 SH   DFND 10,12,13,19,2,20,5,6,8 16,552,536 237,468 2,372,811
INVESCO MORTGAGE CAPITAL INC COM 46131B100 16,444 6,067,785 SH   DFND 13,2,20,5,8 5,188,997 658 878,130
INVESTAR HLDG CORP COM 46134L105 2,452 191,258 SH   DFND 13,2,20 154,355 0 36,903
INVESTORS BANCORP INC NEW COM 46146L101 48,993 6,748,358 SH   DFND 13,2,20,5,8 5,648,126 1,600 1,098,632
INVESTORS REAL ESTATE TR SH BEN INT 461730509 40,697 618,025 SH   DFND 10,2,20,5,8 514,545 3,397 100,083
INVESTORS TITLE CO NC COM 461804106 3,182 24,468 SH   DFND 2,20 19,774 0 4,694
INVITAE CORP COM 46185L103 164,462 3,793,809 SH   DFND 13,2,20,5,8 3,247,598 1,200 545,011
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 9,366 5,711,000 PRN   DFND 2 5,711,000 0 0
INVITATION HOMES INC COM 46187W107 634,336 22,662,960 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,186,424 462,507 4,014,029
AMER STATES WTR CO COM 029899101 164,936 2,200,615 SH   DFND 19,2,20,5,6,8 2,027,001 200 173,414
IOVANCE BIOTHERAPEUTICS INC COM 462260100 104,342 3,169,561 SH   DFND 13,2,20,5,8 2,856,331 2,700 310,530
IPG PHOTONICS CORP COM 44980X109 240,880 1,417,189 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,210,150 22,989 184,050
IQIYI INC NOTE 2.000% 4/0 46267XAD0 32,331 33,674,000 PRN   DFND 2,5 33,674,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 16,104 14,914,000 PRN   DFND 2,5 14,914,000 0 0
IQIYI INC SPONSORED ADS 46267X108 95,858 4,245,258 SH   DFND 10,12,13,19,2,20,5,8 3,334,808 129,000 781,450
IQVIA HLDGS INC COM 46266C105 1,302,967 8,265,984 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,269,691 94,847 901,446
IRADIMED CORP COM 46266A109 1,855 86,758 SH   DFND 2,20 68,661 0 18,097
IRHYTHM TECHNOLOGIES INC COM 450056106 150,346 631,414 SH   DFND 13,2,20,5,8 506,043 500 124,871
IRIDIUM COMMUNICATIONS INC COM 46269C102 94,566 3,696,878 SH   DFND 2,20,5,8 3,146,270 1,700 548,908
IROBOT CORP COM 462726100 65,770 866,537 SH   DFND 2,20,5,8 740,135 100 126,302
AMERANT BANCORP INC CL A 023576101 3,726 400,234 SH   DFND 2,20,5,8 322,273 0 77,961
IRON MTN INC NEW COM 46284V101 361,491 13,192,041 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,049,262 248,045 1,894,734
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 71,818 7,984,250 SH   DFND 2,20,5,8 7,221,381 3,300 759,569
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 523 185,621 SH   DFND 13,2,20,5 152,421 0 33,200
ISHARES INC CORE MSCI EMKT 46434G103 345,267 6,539,146 SH   DFND 1,2,20 6,539,146 0 0
ISHARES INC MSCI CDA ETF 464286509 37,010 1,350,227 SH   DFND 2 1,350,227 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 589 23,000 SH   DFND 10 0 0 23,000
ISHARES INC MSCI GBL ETF NEW 46434G848 819 30,600 SH   DFND 10 0 0 30,600
ISHARES INC MSCI JPN ETF NEW 46434G822 15,462 261,761 SH   DFND 12 0 0 261,761
ISHARES INC MSCI PAC JP ETF 464286665 18,582 457,903 SH   DFND 12 0 0 457,903
ISHARES INC MSCI TAIWAN ETF 46434G772 160,995 3,585,624 SH   DFND 20 0 0 3,585,624
AMERCO COM 023586100 88,878 249,670 SH   DFND 10,11,12,13,19,2,20,5,6,8 181,799 9,283 58,588
ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 2,720 253,000 SH   DFND 10 0 0 253,000
ISHARES TR 1 3 YR TREAS BD 464287457 170,347 1,969,097 SH   DFND 1,2 1,969,097 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 29,445 220,396 SH   DFND 1,2 220,396 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 136,604 1,121,356 SH   DFND 1,2 1,121,356 0 0
ISHARES TR CORE INTL AGGR 46435G672 8,118 145,852 SH   DFND 12 145,852 0 0
ISHARES TR CORE MSCI EAFE 46432F842 968 16,064 SH   DFND 1 16,064 0 0
ISHARES TR CORE S&P MCP ETF 464287507 83,674 451,537 SH   DFND 1,2 436,177 15,360 0
ISHARES TR CORE S&P SCP ETF 464287804 92,386 1,315,477 SH   DFND 1,2,20 1,313,685 1,792 0
ISHARES TR CORE S&P500 ETF 464287200 17,127 50,963 SH   DFND 1,12 50,963 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,207 18,697 SH   DFND 1,20 2,765 0 15,932
AMEREN CORP COM 023608102 1,011,411 12,789,723 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,321,792 320,717 1,147,214
ISHARES TR EAFE SML CP ETF 464288273 56,657 960,455 SH   DFND 1,20,6 960,455 0 0
ISHARES TR EUROPE ETF 464287861 5,151 123,060 SH   DFND 12 123,060 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 10,809 213,108 SH   DFND 1 213,108 0 0
ISHARES TR INTRM GOV CR ETF 464288612 14,584 123,864 SH   DFND 1 34,633 89,231 0
ISHARES TR ISHS 5-10YR INVT 464288638 1,034 17,008 SH   DFND 1 17,008 0 0
ISHARES TR MSCI ACWI ETF 464288257 15,115 189,122 SH   DFND 6 189,122 0 0
ISHARES TR MSCI EAFE ETF 464287465 308,974 4,854,271 SH   DFND 1,2,20,6 4,738,247 0 116,024
ISHARES TR MSCI EMG MKT ETF 464287234 16,862 382,448 SH   DFND 1,6 382,448 0 0
ISHARES TR MSCI INDIA ETF 46429B598 134,166 3,962,385 SH   DFND 12,19,2,20,5 1,761,529 0 2,200,856
ISHARES TR MSCI USA MIN VOL 46429B697 496 7,788 SH   DFND 1 7,788 0 0
AMERESCO INC CL A 02361E108 15,758 471,808 SH   DFND 2,20,5,8 361,700 0 110,108
ISHARES TR RUS 1000 ETF 464287622 2,008 10,728 SH   DFND 1,6 10,028 0 700
ISHARES TR RUS 1000 GRW ETF 464287614 364 1,680 SH   DFND 1 1,680 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 980 8,300 SH   DFND 1 8,300 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 5,773 58,123 SH   DFND 20 0 0 58,123
ISHARES TR RUS MID CAP ETF 464287499 1,708 29,773 SH   DFND 1,20 4,755 0 25,018
ISHARES TR RUSSELL 2000 ETF 464287655 26,848 179,240 SH   DFND 1,20,6 159,244 0 19,996
ISHARES TR RUSSELL 3000 ETF 464287689 20,171 103,065 SH   DFND 1 102,134 0 931
ISHARES TR SELECT DIVID ETF 464287168 2,387 29,271 SH   DFND 1 29,271 0 0
ISHARES TR SHORT TREAS BD 464288679 6,595 59,578 SH   DFND 12 59,578 0 0
ISHARES TR TIPS BD ETF 464287176 199,494 1,577,026 SH   DFND 1,2,20 1,577,026 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 14,610 1,169,746 SH   DFND 1,13,20,5,8 1,029,542 54,800 85,404
ISIS PHARMACEUTICALS INC DEL COM 462222100 168,680 3,554,894 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,021,816 67,802 465,276
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 13,338 13,015,000 PRN   DFND 2,5 13,015,000 0 0
ISORAY INC COM 46489V104 6 10,577 SH   DFND 20 10,577 0 0
ISTAR INC COM 45031U101 29,176 2,470,464 SH   DFND 2,20,5,8 2,112,741 67 357,656
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 83,132 20,872,770 SH   DFND 1,10,13,2,20,5,8 17,365,470 2,081,584 1,425,716
ITEOS THERAPEUTICS INC COM 46565G104 3,237 131,229 SH   DFND 2,20,5 96,204 0 35,025
ITERIS INC NEW COM 46564T107 2,723 664,050 SH   DFND 2,20 527,001 0 137,049
ITRON INC COM 465741106 72,991 1,201,702 SH   DFND 2,20,5,8 1,011,176 343 190,183
ITT INC COM 45073V108 118,000 1,992,599 SH   DFND 13,19,2,20,5,6,8 1,780,904 1,092 210,603
AMERICAN AIRLS GROUP INC COM 02376R102 187,647 15,268,274 SH   DFND 10,12,13,19,2,20,5,6,8 13,750,068 3,538 1,514,668
ITURAN LOCATION AND CONTROL SHS M6158M104 3,164 227,296 SH   DFND 2,20,5,8 177,590 0 49,706
IVERIC BIO INC COM 46583P102 6,573 1,165,414 SH   DFND 2,20,5 949,914 0 215,500
J & J SNACK FOODS CORP COM 466032109 60,666 463,222 SH   DFND 19,2,20,5,8 381,593 100 81,529
J ALEXANDERS HLDGS INC COM 46609J106 54 10,415 SH   DFND 20 10,415 0 0
J JILL INC COM 46620W102 10 19,200 SH   DFND 20 19,200 0 0
J2 GLOBAL INC COM 48123V102 101,645 1,468,436 SH   DFND 13,2,20,5,6,8 1,229,590 382 238,464
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 8,605 7,494,000 PRN   DFND 2,5 7,494,000 0 0
JABIL INC COM 466313103 159,385 4,652,215 SH   DFND 10,12,13,19,2,20,5,6,8 4,274,829 24,922 352,464
JACK IN THE BOX INC COM 466367109 60,402 761,589 SH   DFND 10,2,20,5,6,8 645,112 5,966 110,511
JACOBS ENGR GROUP INC COM 469814107 811,262 8,744,870 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,713,131 3,439,947 591,792
AAON INC COM PAR $0.004 000360206 73,440 1,218,921 SH   DFND 2,20,5,8 1,031,563 800 186,558
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 23,358 24,850,000 PRN   DFND 2,5 24,850,000 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 451 18,930 SH   DFND 20 18,930 0 0
JAMES RIV GROUP LTD COM G5005R107 40,209 902,959 SH   DFND 2,20,5,8 763,715 0 139,244
JAMF HLDG CORP COM 47074L105 5,327 141,641 SH   DFND 2,20 124,584 0 17,057
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 69,921 3,219,209 SH   DFND 10,12,13,2,20,5,6,8 2,922,438 95,620 201,151
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 12,244 12,053,000 PRN   DFND 2,5 12,053,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 308,112 2,160,823 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,681,499 85,787 393,537
JBG SMITH PPTYS COM 46590V100 132,353 4,949,611 SH   DFND 10,13,19,2,20,5,6,8 4,144,463 34,577 770,571
JD.COM INC SPON ADR CL A 47215P106 1,393,256 17,952,018 SH   DFND 1,10,11,12,13,19,2,20,5,8 13,749,882 485,406 3,716,730
JEFFERIES FINL GROUP INC COM 47233W109 91,104 5,061,360 SH   DFND 12,13,19,2,20,5,6,8 4,509,998 3,534 547,828
JELD-WEN HLDG INC COM 47580P103 30,215 1,336,936 SH   DFND 2,20,5,8 1,016,151 0 320,785
AMERICAN ASSETS TR INC COM 024013104 60,063 2,493,293 SH   DFND 10,2,20,5,8 2,082,010 14,675 396,608
JERNIGAN CAP INC COM 476405105 10,440 609,121 SH   DFND 2,20,5,8 512,518 0 96,603
JETBLUE AWYS CORP COM 477143101 69,795 6,160,225 SH   DFND 13,19,2,20,5,6,8 5,718,747 0 441,478
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 18,768 472,029 SH   DFND 1,2,20,5 394,025 0 78,004
JOHN BEAN TECHNOLOGIES CORP COM 477839104 87,308 950,131 SH   DFND 13,2,20,5,8 802,490 321 147,320
JOHNSON & JOHNSON COM 478160104 22,290,662 149,722,339 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 97,671,586 33,983,882 18,066,871
JOHNSON CTLS INTL PLC SHS G51502105 1,384,944 33,690,977 SH   DFND 10,11,12,13,19,2,20,5,6,8 28,803,715 690,275 4,196,987
JOHNSON OUTDOORS INC CL A 479167108 9,136 111,566 SH   DFND 2,20,5,8 87,227 0 24,339
JOINT CORP COM 47973J102 4,225 242,957 SH   DFND 2,20,5 196,560 0 46,397
JONES LANG LASALLE INC COM 48020Q107 163,404 1,708,174 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,422,580 53,427 232,167
JOUNCE THERAPEUTICS INC COM 481116101 2,738 335,546 SH   DFND 2,20 279,514 0 56,032
AMERICAN AXLE & MFG HLDGS IN COM 024061103 24,437 4,235,149 SH   DFND 12,2,20,5,8 3,710,143 3,329 521,677
JPMORGAN CHASE & CO COM 46625H100 13,009,316 135,133,642 SH   DFND 1,10,12,13,19,2,20,5,6,8 112,513,699 2,296,072 20,323,871
JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 197 24,645 SH   DFND 2 24,645 0 0
JUNIPER NETWORKS INC COM 48203R104 324,184 15,078,333 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,529,927 470,855 2,077,551
K12 INC COM 48273U102 20,813 790,153 SH   DFND 2,20,5,8 606,926 0 183,227
KADANT INC COM 48282T104 28,512 260,096 SH   DFND 2,20,5,8 178,809 0 81,287
KADMON HLDGS INC COM 48283N106 33,852 8,635,710 SH   DFND 2,20,5,8 7,850,021 0 785,689
KAISER ALUMINUM CORP COM PAR $0.01 483007704 51,522 961,415 SH   DFND 13,2,20,5,8 887,580 100 73,735
KALA PHARMACEUTICALS INC COM 483119103 5,556 740,754 SH   DFND 2,20,5,8 606,447 0 134,307
KALEIDO BIOSCIENCES INC COM 483347100 1,854 167,443 SH   DFND 2,20 126,979 0 40,464
KALVISTA PHARMACEUTICALS INC COM 483497103 3,281 260,565 SH   DFND 2,20,5 216,413 0 44,152
AMERICAN CAMPUS CMNTYS INC COM 024835100 204,788 5,864,497 SH   DFND 10,12,13,19,2,20,5,6,8 4,937,546 38,756 888,195
KAMAN CORP COM 483548103 48,926 1,250,690 SH   DFND 2,20,5,8 1,121,431 0 129,259
KANDI TECHNOLOGIES GROUP INC COM 483709101 1,080 174,197 SH   DFND 2 174,197 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 775,108 4,277,054 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,630,426 116,850 529,778
KAR AUCTION SVCS INC COM 48238T109 57,169 3,970,062 SH   DFND 13,2,20,5,6,8 3,372,383 1,500 596,179
KARUNA THERAPEUTICS INC COM 48576A100 61,828 799,636 SH   DFND 2,20,5,8 732,509 0 67,127
KARYOPHARM THERAPEUTICS INC COM 48576U106 69,919 4,788,974 SH   DFND 2,20,5,8 4,483,735 2,800 302,439
KB FINL GROUP INC SPONSORED ADR 48241A105 3,872 120,548 SH   DFND 2,20,5,8 101,948 0 18,600
KB HOME COM 48666K109 102,731 2,675,982 SH   DFND 2,20,5,6,8 2,265,702 309 409,971
KBR INC COM 48242W106 99,627 4,435,594 SH   DFND 12,2,20,5,6,8 3,773,125 1,104 661,365
KBR INC NOTE 2.500%11/0 48242WAB2 8,684 7,600,000 PRN   DFND 2,5 7,600,000 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 75,752 5,114,953 SH   DFND 12,13,2,20,5,6,8 4,409,728 1,874 703,351
KE HLDGS INC SPONSORED ADS 482497104 84,112 1,372,140 SH   DFND 10,12,19,2,20,5,8 1,094,764 39,400 237,976
KEARNY FINL CORP MD COM 48716P108 12,288 1,704,314 SH   DFND 2,20,5,8 1,328,166 0 376,148
KELLOGG CO COM 487836108 840,255 13,009,060 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,501,347 170,147 2,337,566
KELLY SVCS INC CL A 488152208 20,430 1,198,958 SH   DFND 2,20,5,8 1,053,670 453 144,835
KEMPER CORP COM 488401100 101,598 1,520,247 SH   DFND 13,2,20,5,6,8 1,378,582 954 140,711
KENNAMETAL INC COM 489170100 72,732 2,513,198 SH   DFND 2,20,5,6,8 2,119,630 5,460 388,108
KENNEDY-WILSON HOLDINGS INC COM 489398107 47,215 3,203,213 SH   DFND 2,20,5,8 2,547,554 2,500 653,159
KEROS THERAPEUTICS INC COM 492327101 3,827 99,226 SH   DFND 2,20,5 76,329 0 22,897
KEURIG DR PEPPER INC COM 49271V100 198,725 7,200,191 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,973,371 170,746 1,056,074
KEYCORP COM 493267108 588,829 49,356,975 SH   DFND 10,12,13,19,2,20,5,6,8 43,735,775 881,574 4,739,626
AMERICAN ELEC PWR CO INC COM 025537101 2,060,677 25,213,230 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,489,121 308,951 2,415,158
KEYSIGHT TECHNOLOGIES INC COM 49338L103 810,049 8,200,534 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,890,179 194,461 1,115,894
KEZAR LIFE SCIENCES INC COM 49372L100 2,453 506,747 SH   DFND 2,20,5 404,944 0 101,803
KFORCE INC COM 493732101 13,748 427,344 SH   DFND 10,2,20,5,8 330,487 5,164 91,693
KILROY RLTY CORP COM 49427F108 242,915 4,631,522 SH   DFND 10,13,19,2,20,5,6,8 3,872,665 32,955 725,902
KIMBALL ELECTRONICS INC COM 49428J109 7,348 635,649 SH   DFND 2,20,5,8 518,847 44 116,758
KIMBALL INTL INC CL B 494274103 7,903 743,467 SH   DFND 10,2,20,5,8 591,445 5,654 146,368
KIMBERLY CLARK CORP COM 494368103 2,585,796 17,387,396 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 14,844,528 360,139 2,182,729
KIMCO RLTY CORP COM 49446R109 240,503 21,359,088 SH   DFND 10,12,13,19,2,20,5,6,8 17,800,309 130,681 3,428,098
KINDER MORGAN INC DEL COM 49456B101 1,354,841 109,881,696 SH   DFND 10,11,12,13,19,2,20,5,6,8 97,712,526 1,450,045 10,719,125
KINDRED BIOSCIENCES INC COM 494577109 3,002 699,692 SH   DFND 2,20,5 580,007 0 119,685
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 14,575 300,400 SH   DFND 2 300,400 0 0
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 6,349 414,453 SH   DFND 2,20,5,8 331,794 0 82,659
KINSALE CAP GROUP INC COM 49714P108 131,560 691,767 SH   DFND 2,20,5,8 587,093 200 104,474
KINTARA THERAPEUTICS INC COM 49720K101 19 13,700 SH   DFND 20 13,700 0 0
KIRBY CORP COM 497266106 52,357 1,447,537 SH   DFND 13,2,20,5,6,8 1,359,544 200 87,793
KITE RLTY GROUP TR COM NEW 49803T300 50,095 4,325,970 SH   DFND 10,2,20,5,8 3,615,774 48,812 661,384
KKR & CO INC COM 48251W104 343,275 9,996,363 SH   DFND 10,12,13,19,2,20,5,6,8 8,234,585 239,988 1,521,790
KKR REAL ESTATE FIN TR INC COM 48251K100 18,880 1,113,013 SH   DFND 2,20,5,8 961,066 11,900 140,047
KLA CORP COM NEW 482480100 1,280,209 6,607,871 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,598,841 221,892 787,138
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 183,074 4,498,121 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,700,805 234,653 562,663
KNOLL INC COM NEW 498904200 13,431 1,113,686 SH   DFND 2,20,5,8 893,004 700 219,982
AMERICAN ELEC PWR CO INC UNIT 99/99/9999 02557T307 14,782 301,000 SH   DFND 2 301,000 0 0
KNOWLES CORP COM 49926D109 40,231 2,700,097 SH   DFND 1,2,20,5,8 2,295,513 528 404,056
KODIAK SCIENCES INC COM 50015M109 72,889 1,231,025 SH   DFND 2,20,5,8 1,102,352 800 127,873
KOHLS CORP COM 500255104 88,716 4,787,701 SH   DFND 1,12,13,19,2,20,5,6,8 3,531,747 1,410 1,254,544
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 4,634 98,288 SH   DFND 2,20 98,288 0 0
KONTOOR BRANDS INC COM 50050N103 41,173 1,701,378 SH   DFND 12,13,2,20,5,8 1,338,174 8,998 354,206
KOPIN CORP COM 500600101 49 35,543 SH   DFND 20 35,543 0 0
KOPPERS HOLDINGS INC COM 50060P106 11,969 572,385 SH   DFND 2,20,5 499,128 0 73,257
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,860 557,985 SH   DFND 2,5 557,985 0 0
KORN FERRY COM NEW 500643200 52,138 1,791,658 SH   DFND 2,20,5,8 1,527,689 513 263,456
KORNIT DIGITAL LTD SHS M6372Q113 16,291 251,132 SH   DFND 2,20,5,8 153,005 600 97,527
AMERICAN EQTY INVT LIFE HLD COM 025676206 71,877 3,268,640 SH   DFND 13,2,20,5,8 2,842,435 600 425,605
KOSMOS ENERGY LTD COM 500688106 18,826 19,297,188 SH   DFND 2,20,5 17,734,223 0 1,562,965
KRAFT HEINZ CO COM 500754106 924,989 30,884,425 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,078,940 546,831 3,258,654
KRATON CORPORATION COM 50077C106 18,824 1,056,363 SH   DFND 2,20,5,8 910,496 600 145,267
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 85,490 4,434,142 SH   DFND 2,20,5,8 3,885,303 500 548,339
KROGER CO COM 501044101 1,412,372 41,650,602 SH   DFND 10,11,12,13,19,2,20,5,6,8 34,377,088 1,240,475 6,033,039
KRONOS WORLDWIDE INC COM 50105F105 8,816 685,499 SH   DFND 2,20,5,8 566,905 11,494 107,100
KRYSTAL BIOTECH INC COM 501147102 25,500 592,336 SH   DFND 2,20,5,8 533,749 0 58,587
KULICKE & SOFFA INDS INC COM 501242101 19,058 846,281 SH   DFND 2,20,5,8 777,842 226 68,213
KURA ONCOLOGY INC COM 50127T109 53,044 1,731,199 SH   DFND 2,20,5,8 1,498,618 0 232,581
KURA SUSHI USA INC CL A COM 501270102 556 42,436 SH   DFND 2,20 30,476 0 11,960
AMERICAN EXPRESS CO COM 025816109 3,316,566 33,082,954 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,893,386 428,024 8,761,544
KVH INDS INC COM 482738101 2,764 306,729 SH   DFND 2,20,5 246,725 0 60,004
L BRANDS INC COM 501797104 282,374 8,876,883 SH   DFND 10,12,13,19,2,20,5,6,8 7,005,346 3,864 1,867,673
L3HARRIS TECHNOLOGIES INC COM 502431109 1,559,756 9,183,678 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,080,138 164,435 939,105
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,644 408,031 SH   DFND 2,20,5 331,784 0 76,247
LA Z BOY INC COM 505336107 44,764 1,415,242 SH   DFND 2,20,5,8 1,195,132 169 219,941
LABORATORY CORP AMER HLDGS COM NEW 50540R409 783,344 4,160,749 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,616,701 81,551 462,497
LADDER CAP CORP CL A 505743104 15,101 2,059,057 SH   DFND 2,20,5,8 1,598,118 0 460,939
LAKELAND BANCORP INC COM 511637100 10,934 1,098,906 SH   DFND 2,20,5,8 871,758 0 227,148
LAKELAND FINL CORP COM 511656100 23,538 571,307 SH   DFND 2,20,5,8 456,473 0 114,834
LAKELAND INDS INC COM 511795106 2,214 111,820 SH   DFND 2,20 91,320 0 20,500
111 INC ADS 68247Q102 299 48,216 SH   DFND 2,20,5 48,216 0 0
AAR CORP COM 000361105 36,201 1,925,564 SH   DFND 2,20,5,8 1,775,003 786 149,775
AMERICAN FIN TR INC COM CLASS A 02607T109 21,505 3,429,793 SH   DFND 10,2,20,5,8 2,584,131 30,000 815,662
LAM RESEARCH CORP COM 512807108 2,099,509 6,304,137 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,236,292 268,263 799,582
LAMAR ADVERTISING CO NEW CL A 512816109 134,155 2,027,432 SH   DFND 12,13,2,20,5,6,8 1,826,247 773 200,412
LAMB WESTON HLDGS INC COM 513272104 423,258 6,386,870 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,496,840 150,785 739,245
LANCASTER COLONY CORP COM 513847103 222,806 1,246,116 SH   DFND 13,19,2,20,5,6,8 1,136,197 300 109,619
LANDEC CORP COM 514766104 5,421 557,745 SH   DFND 2,20,5,8 448,344 1,589 107,812
LANDMARK BANCORP INC COM 51504L107 784 36,702 SH   DFND 2,20 28,202 0 8,500
LANDS END INC NEW COM 51509F105 3,205 245,950 SH   DFND 13,2,20,5,8 184,015 422 61,513
LANDSTAR SYS INC COM 515098101 122,861 979,051 SH   DFND 13,19,2,20,5,6,8 882,345 292 96,414
LANNET INC COM 516012101 7,868 1,287,697 SH   DFND 2,20,5,8 1,155,032 0 132,665
LANTHEUS HLDGS INC COM 516544103 33,624 2,653,856 SH   DFND 2,20,5,8 2,337,100 0 316,756
AMERICAN FINL GROUP INC OHIO COM 025932104 198,073 2,957,192 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,349,608 135,093 472,491
LAREDO PETROLEUM INC COM 516806205 1,198 122,252 SH   DFND 2,20,5 122,252 0 0
LAS VEGAS SANDS CORP COM 517834107 671,099 14,382,737 SH   DFND 10,12,13,19,2,20,5,6,8 12,353,206 351,197 1,678,334
LATTICE SEMICONDUCTOR CORP COM 518415104 92,049 3,178,478 SH   DFND 2,20,5,8 2,561,332 1,881 615,265
LAUDER ESTEE COS INC CL A 518439104 2,183,063 10,002,579 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,665,902 240,728 1,095,949
LAUREATE EDUCATION INC CL A 518613203 28,052 2,112,358 SH   DFND 2,20,5,8 1,646,444 2,400 463,514
LAWSON PRODS INC COM 520776105 3,299 80,398 SH   DFND 2,20,5 64,080 0 16,318
LAZARD LTD SHS A G54050102 36,010 1,089,561 SH   DFND 13,2,20,5 963,090 0 126,471
LCI INDS COM 50189K103 78,987 743,128 SH   DFND 13,2,20,5,8 628,053 247 114,828
LCNB CORP COM 50181P100 3,406 249,502 SH   DFND 2,20,5 207,927 0 41,575
LEAR CORP COM NEW 521865204 258,923 2,374,351 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,038,591 102,001 233,759
AMERICAN HOMES 4 RENT CL A 02665T306 240,820 8,455,767 SH   DFND 10,19,2,20,5,8 6,616,220 74,850 1,764,697
LEE ENTERPRISES INC COM 523768109 27 32,231 SH   DFND 20 32,231 0 0
LEGACY HOUSING CORP COM 52472M101 1,473 107,641 SH   DFND 2,20 87,234 0 20,407
LEGGETT & PLATT INC COM 524660107 527,894 12,698,690 SH   DFND 10,12,13,2,20,5,6,8 12,146,983 11,449 540,258
LEIDOS HOLDINGS INC COM 525327102 503,282 5,645,338 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,863,183 152,204 629,951
LEMAITRE VASCULAR INC COM 525558201 21,574 663,192 SH   DFND 2,20,5,8 590,421 0 72,771
LEMONADE INC COM 52567D107 4,304 86,567 SH   DFND 2,20 77,467 0 9,100
LENDINGCLUB CORP COM NEW 52603A208 7,145 1,516,944 SH   DFND 2,20,5,8 1,223,097 0 293,847
LENDINGTREE INC NEW COM 52603B107 56,344 183,598 SH   DFND 2,20,5,6,8 164,542 100 18,956
LENNAR CORP CL A 526057104 1,087,920 13,319,296 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,832,674 210,040 1,276,582
LENNAR CORP CL B 526057302 4,375 66,626 SH   DFND 10,12,13,2,20,5,8 46,441 0 20,185
AMERICAN INTL GROUP INC COM NEW 026874784 1,043,035 37,887,215 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,267,049 527,808 4,092,358
LENNOX INTL INC COM 526107107 336,601 1,231,297 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,077,492 21,760 132,045
LEVEL ONE BANCORP INC COM 52730D208 1,270 81,124 SH   DFND 2,20 64,178 0 16,946
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 2,217 165,476 SH   DFND 20,5,8 99,276 0 66,200
LEXICON PHARMACEUTICALS INC COM NEW 528872302 1,080 749,860 SH   DFND 2,20 599,232 0 150,628
LEXINFINTECH HLDGS LTD ADR 528877103 1,120 163,510 SH   DFND 2 163,510 0 0
LEXINGTON REALTY TRUST COM 529043101 143,972 13,642,713 SH   DFND 10,13,2,20,5,8 11,362,822 75,921 2,203,970
LG DISPLAY CO LTD SPONS ADR REP 50186V102 3,381 517,752 SH   DFND 2,5 510,764 0 6,988
LGI HOMES INC COM 50187T106 96,079 827,053 SH   DFND 2,20,5,8 729,184 0 97,869
LHC GROUP INC COM 50187A107 201,299 947,021 SH   DFND 13,19,2,20,5,6,8 804,136 300 142,585
LIBERTY BROADBAND CORP COM SER A 530307107 69,476 489,923 SH   DFND 10,11,12,13,19,2,20,5,6,8 407,039 11,500 71,384
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 7,677 113,683 SH   DFND 2,20,5,8 96,061 0 17,622
LIBERTY BROADBAND CORP COM SER C 530307305 348,655 2,440,363 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,002,876 49,487 388,000
LIBERTY GLOBAL PLC SHS CL A G5480U104 50,693 2,412,789 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,596,292 108,119 708,378
LIBERTY GLOBAL PLC SHS CL C G5480U120 111,997 5,453,980 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,972,913 201,445 1,279,622
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 8,465 1,026,089 SH   DFND 12,13,2,20,5,8 772,734 1,326 252,029
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 29,068 3,571,037 SH   DFND 12,13,2,20,5,8 2,824,868 2,595 743,574
LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 9,435 11,469,000 PRN   DFND 2,5 11,469,000 0 0
LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 4,363 208,964 SH   DFND 13,2,20,5,8 155,366 370 53,228
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 71,437 2,153,671 SH   DFND 10,12,13,19,2,20,5,6,8 1,522,586 49,749 581,336
LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 16,341 777,781 SH   DFND 13,2,20,5,8 564,761 880 212,140
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 131,912 3,987,661 SH   DFND 10,12,13,19,2,20,5,6,8 3,221,385 122,285 643,991
AMERICAN NATL BANKSHARES INC COM 027745108 4,524 216,258 SH   DFND 13,2,20,5 162,727 0 53,531
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 8,558 255,385 SH   DFND 12,13,2,20 221,199 0 34,186
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 140,810 3,882,263 SH   DFND 10,12,13,19,2,20,5,6,8 3,103,517 96,548 682,198
LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 6,735 9,050,000 PRN   DFND 2 9,050,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 13,545 11,375,000 PRN   DFND 2,5 11,375,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 29,208 26,477,000 PRN   DFND 2,5 26,477,000 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 13,867 1,735,571 SH   DFND 2,20,5,8 1,479,188 0 256,383
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,700 1,560,645 SH   DFND 2,20,5,8 1,287,063 3,014 270,568
LIFE STORAGE INC COM 53223X107 217,293 2,064,152 SH   DFND 10,12,13,19,2,20,5,6,8 1,720,149 13,161 330,842
LIFETIME BRANDS INC COM 53222Q103 1,978 209,315 SH   DFND 2,20 165,183 0 44,132
LIFEVANTAGE CORP COM NEW 53222K205 3,221 266,819 SH   DFND 2,20,5 210,438 0 56,381
AMERICAN OUTDOOR BRANDS INC COM 02875D109 3,271 251,001 SH   DFND 2,20,5 209,308 25 41,668
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 92,615 971,627 SH   DFND 13,2,20,5,6,8 898,390 148 73,089
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 8,940 9,825,000 PRN   DFND 2,5 9,825,000 0 0
LILLY ELI & CO COM 532457108 5,171,096 34,935,118 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 29,717,659 663,890 4,553,569
LIMELIGHT NETWORKS INC COM 53261M104 15,704 2,726,441 SH   DFND 2,20,5,8 2,117,735 0 608,706
LIMESTONE BANCORP INC COM 53262L105 515 48,988 SH   DFND 2,20 36,785 0 12,203
LIMONEIRA CO COM 532746104 4,265 298,252 SH   DFND 2,20,5 240,249 0 58,003
LINCOLN EDL SVCS CORP COM 533535100 64 11,584 SH   DFND 20 11,584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 254,413 2,749,676 SH   DFND 13,19,2,20,5,6,8 2,603,848 895 144,933
LINCOLN NATL CORP IND COM 534187109 287,908 9,189,525 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,955,366 218,099 1,016,060
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 5,184 609,122 SH   DFND 2,20,5,8 463,409 0 145,713
AMERICAN PUBLIC EDUCATION IN COM 02913V103 14,194 503,503 SH   DFND 2,20,5,8 425,138 0 78,365
LINDE PLC SHS G5494J103 4,995,239 20,976,943 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,158,537 164,516 2,653,890
LINDSAY CORP COM 535555106 33,361 345,062 SH   DFND 2,20,5,8 292,476 400 52,186
LINE CORP SPONSORED ADR 53567X101 2,899 57,071 SH   DFND 2,20 57,071 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 54 58,154 SH   DFND 20 58,154 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 6,796 716,875 SH   DFND 13,2,20,5,8 532,094 1,200 183,581
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 13,132 1,505,915 SH   DFND 13,2,20,5,8 1,246,293 612 259,010
LIPOCINE INC NEW COM 53630X104 17 12,400 SH   DFND 20 12,400 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 1,611 327,483 SH   DFND 2,20,5 266,776 0 60,707
LIQUIDITY SERVICES INC COM 53635B107 5,927 794,476 SH   DFND 2,20 698,009 0 96,467
LITHIA MTRS INC CL A 536797103 164,478 721,586 SH   DFND 10,12,2,20,5,6,8 614,386 1,980 105,220
AMERICAN RENAL ASSOCS HLDGS COM 029227105 2,026 293,626 SH   DFND 2,20 234,647 0 58,979
LITTELFUSE INC COM 537008104 99,997 563,872 SH   DFND 13,19,2,20,5,6,8 500,922 349 62,601
LIVANOVA PLC SHS G5509L101 74,845 1,655,492 SH   DFND 13,2,20,5,6,8 1,422,731 2,276 230,485
LIVE NATION ENTERTAINMENT IN COM 538034109 351,723 6,527,888 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,785,516 69,705 672,667
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 16,121 14,570,000 PRN   DFND 2,5 14,570,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 15,371 606,832 SH   DFND 2,20,5,8 473,659 0 133,173
LIVENT CORP COM 53814L108 41,714 4,650,351 SH   DFND 2,20,5,8 3,978,940 1,460 669,951
LIVEPERSON INC COM 538146101 96,578 1,857,628 SH   DFND 2,20,5,8 1,565,598 636 291,394
LIVERAMP HLDGS INC COM 53815P108 102,248 1,975,053 SH   DFND 13,19,2,20,5,6,8 1,681,758 665 292,630
LIVEXLIVE MEDIA INC COM NEW 53839L208 1,485 572,363 SH   DFND 2,20 480,156 0 92,207
LIVONGO HEALTH INC COM 539183103 90,114 643,441 SH   DFND 13,2,20,5,8 524,723 400 118,318
AMERICAN RIV BANKSHARES COM 029326105 220 22,119 SH   DFND 20 2,233 0 19,886
LKQ CORP COM 501889208 339,717 12,250,877 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,436,340 207,460 1,607,077
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 45 34,285 SH   DFND 20 34,285 0 0
LOCKHEED MARTIN CORP COM 539830109 16,184,338 42,225,887 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,158,028 31,155,660 912,199
LOEWS CORP COM 540424108 397,797 11,447,406 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,719,255 273,212 1,454,939
LOGICBIO THERAPEUTICS INC COM 54142F102 1,432 157,665 SH   DFND 2,20 119,992 0 37,673
LOGITECH INTL S A SHS H50430232 2,287 29,577 SH   DFND 2,20 29,577 0 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 921 213,628 SH   DFND 2,20,5 177,999 0 35,629
LORAL SPACE & COMMUNICATNS I COM 543881106 4,969 271,555 SH   DFND 2,20,5,8 218,132 562 52,861
LOUISIANA PAC CORP COM 546347105 103,232 3,498,210 SH   DFND 13,19,2,20,5,6,8 2,966,821 2,053 529,336
LOVESAC COMPANY COM 54738L109 4,315 155,704 SH   DFND 2,20,5 125,520 0 30,184
AARONS INC COM PAR $0.50 002535300 116,949 2,062,949 SH   DFND 19,2,20,5,6,8 1,749,540 804 312,605
AMERICAN RLTY INVS INC COM 029174109 198 21,803 SH   DFND 2,20 12,231 0 9,572
LOWES COS INC COM 548661107 5,592,306 33,717,026 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 29,368,888 561,168 3,786,970
LPL FINL HLDGS INC COM 50212V100 78,380 1,022,298 SH   DFND 13,2,20,5,8 825,389 6,500 190,409
LSB INDS INC COM 502160104 28 17,289 SH   DFND 20 17,289 0 0
LSI INDS INC COM 50216C108 2,227 329,942 SH   DFND 2,20 248,042 0 81,900
LTC PPTYS INC COM 502175102 89,325 2,562,405 SH   DFND 1,10,2,20,5,8 2,227,926 11,427 323,052
LULULEMON ATHLETICA INC COM 550021109 959,640 2,913,562 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,193,010 206,243 514,309
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 18,937 858,830 SH   DFND 2,20,5 755,773 0 103,057
LUMEN TECHNOLOGIES INC COM 156700106 612,993 60,752,486 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 44,003,817 640,646 16,108,023
LUMENTUM HLDGS INC COM 55024U109 129,104 1,718,409 SH   DFND 13,19,2,20,5,6,8 1,535,230 671 182,508
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 11,931 8,538,000 PRN   DFND 2,5 8,538,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 9,080 646,741 SH   DFND 2,20,5,8 506,430 0 140,311
LUMINEX CORP DEL COM 55027E102 39,402 1,495,920 SH   DFND 2,20,5,6,8 1,301,950 0 193,970
LUNA INNOVATIONS COM 550351100 2,042 341,499 SH   DFND 2,20 262,569 0 78,930
LUTHER BURBANK CORP COM 550550107 3,323 397,993 SH   DFND 2,20,5 305,348 0 92,645
LUXFER HOLDINGS PLC SHS G5698W116 7,856 625,937 SH   DFND 2,20,5,8 501,823 0 124,114
LYDALL INC DEL COM 550819106 8,484 512,911 SH   DFND 2,20,5 445,543 0 67,368
LYFT INC CL A COM 55087P104 94,692 3,437,085 SH   DFND 12,13,19,2,20,5 3,206,457 0 230,628
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 847,668 12,025,364 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,118,950 500,534 1,405,880
LYRA THERAPEUTICS INC COM 55234L105 509 45,506 SH   DFND 2,20 35,533 0 9,973
M & T BK CORP COM 55261F104 601,142 6,527,766 SH   DFND 10,12,13,19,2,20,5,6,8 5,850,870 80,765 596,131
M D C HLDGS INC COM 552676108 87,204 1,851,457 SH   DFND 2,20,5,8 1,609,801 0 241,656
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 7,678 530,234 SH   DFND 2,20 455,006 0 75,228
M/I HOMES INC COM 55305B101 47,245 1,025,957 SH   DFND 2,20,5,8 890,756 0 135,201
MACATAWA BK CORP COM 554225102 3,828 586,221 SH   DFND 13,2,20,5 469,449 0 116,772
MACERICH CO COM 554382101 48,398 7,127,771 SH   DFND 10,12,13,2,20,5,6,8 5,852,371 41,167 1,234,233
MACK CALI RLTY CORP COM 554489104 55,429 4,392,122 SH   DFND 10,13,2,20,5,8 3,671,127 23,628 697,367
MACKINAC FINL CORP COM 554571109 1,689 172,485 SH   DFND 2,20 126,884 0 45,601
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 47,480 1,396,065 SH   DFND 2,20,5,8 1,177,132 527 218,406
MACQUARIE INFRASTRUCTURE COR COM 55608B105 44,132 1,641,215 SH   DFND 12,13,2,20,5,8 1,471,281 600 169,334
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 9,189 9,975,000 PRN   DFND 2,5 9,975,000 0 0
MACROGENICS INC COM 556099109 58,181 2,309,668 SH   DFND 2,20,5,8 2,076,313 0 233,355
MACYS INC COM 55616P104 81,843 14,358,368 SH   DFND 12,13,19,2,20,5,8 9,805,558 2,513 4,550,297
AMERICAN TOWER CORP NEW COM 03027X100 4,285,678 17,646,573 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,266,475 226,181 2,153,917
MADDEN STEVEN LTD COM 556269108 46,925 2,406,404 SH   DFND 2,20,5,8 2,037,113 430 368,861
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 15,480 226,021 SH   DFND 13,2,20,5,6,8 185,161 216 40,644
MADISON SQUARE GRDN SPRT COR CL A 55825T103 35,322 234,730 SH   DFND 13,19,2,20,5,8 183,770 216 50,744
MADRIGAL PHARMACEUTICALS INC COM 558868105 51,202 431,244 SH   DFND 2,20,5,8 390,525 0 40,719
MAGELLAN HEALTH INC COM NEW 559079207 72,524 957,031 SH   DFND 12,2,20,5,8 704,913 98 252,020
MAGENTA THERAPEUTICS INC COM 55910K108 2,411 354,567 SH   DFND 2,20,5 291,447 0 63,120
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 863 65,756 SH   DFND 2,20 65,756 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 4,478 326,885 SH   DFND 2,20,5,8 323,385 0 3,500
MAGNITE INC COM 55955D100 19,644 2,828,477 SH   DFND 2,20,5,8 2,389,625 0 438,852
MAGNOLIA OIL & GAS CORP CL A 559663109 20,834 4,029,794 SH   DFND 2,20,5 3,527,377 0 502,417
AMERICAN VANGUARD CORP COM 030371108 11,539 878,151 SH   DFND 2,20,5,8 748,605 953 128,593
MAGYAR BANCORP INC COM 55977T109 304 36,978 SH   DFND 20 0 0 36,978
MAIDEN HOLDINGS LTD SHS G5753U112 65 53,087 SH   DFND 20 53,087 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 1,496 122,253 SH   DFND 2,20 96,378 0 25,875
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1,499 97,606 SH   DFND 2,20 97,606 0 0
MALIBU BOATS INC COM CL A 56117J100 19,653 396,541 SH   DFND 2,20,5,8 310,226 0 86,315
MALVERN BANCORP INC COM 561409103 279 23,632 SH   DFND 20 2,100 0 21,532
MANCHESTER UTD PLC NEW ORD CL A G5784H106 370 25,477 SH   DFND 2 25,477 0 0
MANHATTAN ASSOCS INC COM 562750109 144,416 1,512,364 SH   DFND 13,19,2,20,5,6,8 1,357,864 900 153,600
MANITOWOC CO INC COM NEW 563571405 6,987 830,846 SH   DFND 2,20,5,8 682,966 1,196 146,684
MANNKIND CORP COM NEW 56400P706 7,007 3,727,072 SH   DFND 2,20,5 3,045,642 0 681,430
AMERICAN WOODMARK CORPORATIO COM 030506109 38,772 493,659 SH   DFND 2,20,5,8 420,828 261 72,570
MANPOWERGROUP INC COM 56418H100 134,310 1,831,590 SH   DFND 12,13,19,2,20,5,6,8 1,684,508 6,532 140,550
MANTECH INTL CORP CL A 564563104 61,288 889,780 SH   DFND 2,20,5,8 767,519 407 121,854
MARATHON OIL CORP COM 565849106 211,135 51,622,230 SH   DFND 1,10,12,13,19,2,20,5,6,8 46,554,975 9,667 5,057,588
MARATHON PETE CORP COM 56585A102 1,102,108 37,563,314 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,899,634 494,777 3,168,903
MARCHEX INC CL B 56624R108 27 12,614 SH   DFND 20 12,614 0 0
MARCUS & MILLICHAP INC COM 566324109 19,470 707,490 SH   DFND 2,20,5,8 602,252 0 105,238
MARCUS CORP DEL COM 566330106 6,260 809,784 SH   DFND 2,20,5,8 714,554 0 95,230
MARINE PRODS CORP COM 568427108 2,250 143,874 SH   DFND 2,20,5 117,398 0 26,476
MARINEMAX INC COM 567908108 20,749 808,288 SH   DFND 2,20,5,8 704,422 0 103,866
MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 4,925 383,295 SH   DFND 2,20,5 309,584 0 73,711
AMERICAN WTR WKS CO INC NEW COM 030420103 1,383,000 9,545,830 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,431,887 111,391 1,002,552
MARKEL CORP COM 570535104 330,893 339,831 SH   DFND 10,11,12,13,19,2,20,5,6,8 279,306 6,603 53,922
MARKER THERAPEUTICS INC COM 57055L107 844 562,503 SH   DFND 2,20 450,228 0 112,275
MARKETAXESS HLDGS INC COM 57060D108 818,522 1,699,624 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,419,360 57,975 222,289
MARLIN BUSINESS SVCS CORP COM 571157106 1,013 143,748 SH   DFND 2,20 107,833 0 35,915
MARRIOTT INTL INC NEW CL A 571903202 1,051,465 11,357,365 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,887,797 142,208 1,327,360
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 113,851 1,253,729 SH   DFND 1,13,2,20,5,6,8 1,056,839 515 196,375
MARRONE BIO INNOVATIONS INC COM 57165B106 816 669,048 SH   DFND 2,20 446,733 0 222,315
MARSH & MCLENNAN COS INC COM 571748102 2,555,411 22,279,083 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,917,832 350,903 3,010,348
MARTEN TRANS LTD COM 573075108 34,937 2,140,775 SH   DFND 2,20,5,8 1,860,215 0 280,560
MARTIN MARIETTA MATLS INC COM 573284106 733,509 3,116,540 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,657,725 37,785 421,030
AMERICAS CAR-MART INC COM 03062T105 17,526 206,481 SH   DFND 2,20,5,8 178,733 0 27,748
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 562,213 14,161,531 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,623,782 404,600 2,133,149
MASCO CORP COM 574599106 676,591 12,272,655 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,496,976 397,988 1,377,691
MASIMO CORP COM 574795100 388,339 1,645,085 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,434,205 53,552 157,328
MASONITE INTL CORP COM 575385109 48,029 488,100 SH   DFND 2,20,5,8 377,753 200 110,147
MASTEC INC COM 576323109 72,257 1,712,258 SH   DFND 13,2,20,5,6,8 1,442,856 487 268,915
MASTECH DIGITAL INC COM 57633B100 807 44,794 SH   DFND 2,20 35,713 0 9,081
MASTERCARD INCORPORATED CL A 57636Q104 12,219,003 36,132,723 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,835,038 980,955 4,316,730
MASTERCRAFT BOAT HLDGS INC COM 57637H103 6,005 343,318 SH   DFND 2,20,5 276,639 0 66,679
MATADOR RES CO COM 576485205 56,695 6,863,752 SH   DFND 2,20,5 6,434,634 2,200 426,918
MATCH GROUP INC NEW COM 57667L107 520,700 4,705,833 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,824,889 144,236 736,708
AMERICOLD RLTY TR COM 03064D108 233,850 6,504,264 SH   DFND 10,19,2,20,5,8 5,127,050 58,000 1,319,214
MATERIALISE NV SPONSORED ADS 57667T100 3,628 98,299 SH   DFND 1,2,20 68,299 0 30,000
MATERION CORP COM 576690101 53,524 1,028,721 SH   DFND 2,20,5,8 932,352 87 96,282
MATINAS BIOPHARMA HLDGS INC COM 576810105 97 126,700 SH   DFND 20 126,700 0 0
MATRIX SVC CO COM 576853105 11,396 1,364,783 SH   DFND 2,20,5,8 1,240,665 1,000 123,118
MATSON INC COM 57686G105 56,487 1,409,010 SH   DFND 2,20,5,8 1,243,903 0 165,107
MATTEL INC COM 577081102 91,124 7,788,358 SH   DFND 12,13,19,2,20,5,6,8 6,964,159 3,270 820,929
MATTHEWS INTL CORP CL A 577128101 22,345 999,329 SH   DFND 2,20,5,8 850,661 71 148,597
MAUI LD & PINEAPPLE INC COM 577345101 1,114 102,981 SH   DFND 2,20 83,751 0 19,230
MAXAR TECHNOLOGIES INC COM 57778K105 76,908 3,083,704 SH   DFND 13,2,20,5,8 2,782,813 250 300,641
MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 4,190 247,066 SH   DFND 2,20,5 214,079 0 32,987
AMERIPRISE FINL INC COM 03076C106 838,971 5,443,976 SH   DFND 1,10,12,13,19,2,20,5,6,8 4,560,924 193,048 690,004
MAXIM INTEGRATED PRODS INC COM 57772K101 783,449 11,587,762 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,880,086 423,241 1,284,435
MAXIMUS INC COM 577933104 165,064 2,412,867 SH   DFND 13,19,2,20,5,6,8 2,079,553 510 332,804
MAXLINEAR INC COM 57776J100 59,852 2,575,400 SH   DFND 2,20,5,8 2,269,389 500 305,511
MAYVILLE ENGINEERING CO INC COM 578605107 882 96,017 SH   DFND 2,20 72,299 0 23,718
MBIA INC COM 55262C100 7,319 1,207,797 SH   DFND 2,20,5,8 949,404 0 258,393
MCCORMICK & CO INC COM NON VTG 579780206 1,237,986 6,378,082 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,407,440 76,135 894,507
MCDONALDS CORP COM 580135101 8,375,854 38,160,528 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 28,454,666 453,122 9,252,740
MCEWEN MNG INC COM 58039P107 810 763,919 SH   DFND 2,20,5,8 583,720 0 180,199
MCGRATH RENTCORP COM 580589109 31,522 528,976 SH   DFND 10,2,20,5,8 400,718 12,225 116,033
MCKESSON CORP COM 58155Q103 1,130,579 7,570,266 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,450,387 134,759 985,120
ABB LTD SPONSORED ADR 000375204 12,219 480,101 SH   DFND 1,2,20 437,816 0 42,285
AMERIS BANCORP COM 03076K108 58,456 2,549,322 SH   DFND 2,20,5,8 2,184,751 1,400 363,171
MDU RES GROUP INC COM 552690109 320,880 14,131,104 SH   DFND 13,2,20,5,6,8 13,638,654 1,690 490,760
MECHEL PAO SPONSORED ADR NE 583840608 1,524 1,009,295 SH   DFND 2,20,5 886,278 4,600 118,417
MEDALLIA INC COM 584021109 28,052 1,023,056 SH   DFND 2,20,5,8 829,424 800 192,832
MEDICAL PPTYS TRUST INC COM 58463J304 401,129 22,410,386 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,550,985 455,281 3,404,120
MEDICINOVA INC COM NEW 58468P206 3,995 762,428 SH   DFND 2,20,5 619,924 0 142,504
MEDIFAST INC COM 58470H101 56,623 341,965 SH   DFND 2,20,5,8 287,210 4,318 50,437
MEDNAX INC COM 58502B106 53,035 3,257,648 SH   DFND 12,13,2,20,5,6,8 2,380,349 892 876,407
MEDPACE HLDGS INC COM 58506Q109 94,119 842,227 SH   DFND 2,20,5,6,8 715,328 400 126,499
MEDTRONIC PLC SHS G5960L103 6,060,169 57,994,497 SH   DFND 10,11,12,13,19,2,20,5,6,8 50,441,211 911,823 6,641,463
MEI PHARMA INC COM NEW 55279B202 5,645 1,809,409 SH   DFND 2,20,5 1,465,774 0 343,635
AMERISAFE INC COM 03071H100 35,515 619,158 SH   DFND 2,20,5,8 528,157 500 90,501
MEIRAGTX HLDGS PLC COM G59665102 5,010 378,373 SH   DFND 2,20,5,8 302,682 0 75,691
MELCO RESORTS AND ENTMNT LTD ADR 585464100 83,860 5,036,627 SH   DFND 1,10,12,13,19,2,20,5,6,8 3,032,857 336,808 1,666,962
MERCADOLIBRE INC COM 58733R102 537,709 496,738 SH   DFND 10,11,12,13,19,2,20,5,6,8 369,765 22,478 104,495
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 53,073 20,966,000 PRN   DFND 2,5 20,966,000 0 0
MERCANTILE BANK CORP COM 587376104 6,214 344,865 SH   DFND 2,20,5,8 273,962 0 70,903
MERCER INTL INC COM 588056101 3,727 559,126 SH   DFND 2,20,5,8 526,125 0 33,001
MERCHANTS BANCORP IND COM 58844R108 4,148 209,600 SH   DFND 2,20,5 160,359 0 49,241
MERCK & CO. INC COM 58933Y105 9,778,775 117,030,114 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 95,766,590 2,883,524 18,380,000
MERCURY GENL CORP NEW COM 589400100 49,215 1,189,633 SH   DFND 12,2,20,5,6,8 1,128,304 2,734 58,595
MERCURY SYS INC COM 589378108 144,101 1,860,327 SH   DFND 13,19,2,20,5,6,8 1,718,282 399 141,646
AMERISOURCEBERGEN CORP COM 03073E105 688,249 7,101,212 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,939,594 137,601 1,024,017
MEREDITH CORP COM 589433101 19,106 1,456,255 SH   DFND 2,20,5,8 1,280,058 1,362 174,835
MERIDIAN BANCORP INC MD COM 58958U103 11,416 1,094,420 SH   DFND 2,20,5,8 840,069 0 254,351
MERIDIAN BIOSCIENCE INC COM 589584101 35,747 2,105,259 SH   DFND 2,20,5,8 1,908,214 500 196,545
MERIDIAN CORPORATION COM 58958P104 875 54,246 SH   DFND 2,20 40,757 0 13,489
MERIT MED SYS INC COM 589889104 90,565 2,081,959 SH   DFND 2,20,5,8 1,577,121 372 504,466
MERITAGE HOMES CORP COM 59001A102 132,670 1,201,829 SH   DFND 10,12,2,20,5,8 1,019,813 6,580 175,436
MERITOR INC COM 59001K100 47,153 2,251,804 SH   DFND 2,20,5,8 1,913,799 303 337,702
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 45 11,185 SH   DFND 20 11,185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 54,872 2,946,913 SH   DFND 13,2,20,5,8 2,703,173 100 243,640
MERUS N V COM N5749R100 315 26,268 SH   DFND 2,20,5,8 22,568 0 3,700
AMES NATL CORP COM 031001100 2,865 169,629 SH   DFND 2,20,5 139,950 0 29,679
MESA AIR GROUP INC COM NEW 590479135 2,377 805,821 SH   DFND 2,20 700,817 0 105,004
MESA LABS INC COM 59064R109 43,920 172,397 SH   DFND 2,20,5,8 151,485 0 20,912
MESOBLAST LTD SPONS ADR 590717104 1,021 55,000 SH   DFND 1 0 0 55,000
META FINL GROUP INC COM 59100U108 19,459 1,009,797 SH   DFND 2,20,5,8 850,777 0 159,020
METHODE ELECTRS INC COM 591520200 33,682 1,181,811 SH   DFND 2,20,5,8 1,004,069 108 177,634
METLIFE INC COM 59156R108 1,332,047 35,836,620 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,861,170 551,687 4,423,763
METROCITY BANKSHARES INC COM 59165J105 3,165 240,312 SH   DFND 2,20,5 181,498 0 58,814
METROPOLITAN BK HLDG CORP COM 591774104 3,436 122,731 SH   DFND 2,20,5 99,073 0 23,658
METTLER TOLEDO INTERNATIONAL COM 592688105 999,062 1,034,493 SH   DFND 10,11,12,13,19,2,20,5,6,8 879,824 30,429 124,240
MFA FINL INC COM 55272X102 36,579 13,398,682 SH   DFND 12,13,2,20,5,8 11,127,020 3,263 2,268,399
AMETEK INC COM 031100100 928,906 9,345,130 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,180,591 138,587 1,025,952
MGE ENERGY INC COM 55277P104 48,567 775,093 SH   DFND 2,20,5,8 610,601 548 163,944
MGIC INVT CORP WIS COM 552848103 61,554 6,947,350 SH   DFND 1,12,13,2,20,5,8 6,135,763 2,870 808,717
MGM GROWTH PPTYS LLC CL A COM 55303A105 14,366 504,697 SH   DFND 20,5,8 308,884 1,800 194,013
MGM RESORTS INTERNATIONAL COM 552953101 390,690 17,962,746 SH   DFND 10,12,13,19,2,20,5,6,8 15,424,988 300,740 2,237,018
MGP INGREDIENTS INC NEW COM 55303J106 16,942 426,314 SH   DFND 2,20,5,8 363,210 0 63,104
MICHAELS COS INC COM 59408Q106 27,005 2,797,021 SH   DFND 12,2,20,5,8 2,437,102 2,800 357,119
MICRO FOCUS INTL PLC SPON ADR NEW 594837403 243 75,559 SH   DFND 2,20 28,168 568 46,823
MICROCHIP TECHNOLOGY INC. COM 595017104 1,014,648 9,873,962 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,581,572 127,741 1,164,649
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 17,318 7,741,000 PRN   DFND 2,5 7,741,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 39,331 25,545,000 PRN   DFND 2,5 25,545,000 0 0
AMGEN INC COM 031162100 7,949,870 31,278,999 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 22,031,823 659,546 8,587,630
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 27,216 18,085,000 PRN   DFND 2,5 18,085,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,213,536 47,136,625 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,180,213 1,216,864 5,739,548
MICROSOFT CORP COM 594918104 64,992,834 309,004,107 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 259,902,043 6,715,661 42,386,403
MICROSTRATEGY INC CL A NEW 594972408 39,334 261,252 SH   DFND 2,20,5,6,8 223,764 0 37,488
MICROVISION INC DEL COM NEW 594960304 72 36,802 SH   DFND 20 36,802 0 0
MID PENN BANCORP INC COM 59540G107 2,032 117,369 SH   DFND 2,20 94,643 0 22,726
MID-AMER APT CMNTYS INC COM 59522J103 781,522 6,740,166 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,633,983 98,980 1,007,203
MIDDLEBY CORP COM 596278101 109,589 1,221,594 SH   DFND 13,2,20,5,6,8 1,098,121 479 122,994
MIDDLEFIELD BANC CORP COM NEW 596304204 1,229 63,700 SH   DFND 2,20 50,200 0 13,500
MIDDLESEX WTR CO COM 596680108 21,955 353,261 SH   DFND 2,20,5,8 275,601 200 77,460
AMICUS THERAPEUTICS INC COM 03152W109 126,078 8,929,059 SH   DFND 13,2,20,5,8 7,720,920 3,500 1,204,639
MIDLAND STS BANCORP INC ILL COM 597742105 6,793 528,612 SH   DFND 2,20,5,8 395,148 0 133,464
MIDWESTONE FINL GROUP INC NE COM 598511103 4,898 274,072 SH   DFND 2,20,5,8 210,955 0 63,117
MILESTONE PHARMACEUTICALS IN COM 59935V107 129 17,562 SH   DFND 2 17,562 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 466 335,313 SH   DFND 2,20 253,859 0 81,454
MILLER HERMAN INC COM 600544100 54,314 1,800,866 SH   DFND 2,20,5,6,8 1,519,326 347 281,193
MILLER INDS INC TENN COM NEW 600551204 7,552 247,041 SH   DFND 2,20,5 205,892 0 41,149
MIMECAST LTD ORD SHS G14838109 54,745 1,166,777 SH   DFND 2,20,5,8 893,557 1,100 272,120
MINERALS TECHNOLOGIES INC COM 603158106 52,988 1,036,954 SH   DFND 2,20,5,6,8 873,509 914 162,531
MINERVA NEUROSCIENCES INC COM 603380106 1,942 610,589 SH   DFND 2,20,5 506,921 0 103,668
MIRAGEN THERAPEUTICS INC COM 60463E103 10 12,400 SH   DFND 20 12,400 0 0
AMKOR TECHNOLOGY INC COM 031652100 23,674 2,113,713 SH   DFND 2,20,5,8 1,642,869 432 470,412
MIRATI THERAPEUTICS INC COM 60468T105 180,636 1,087,840 SH   DFND 13,2,20,5,8 922,180 500 165,160
MIRUM PHARMACEUTICALS INC COM 604749101 1,981 102,803 SH   DFND 2,20 86,797 0 16,006
MISONIX INC COM 604871103 2,156 183,776 SH   DFND 2,20,5 140,614 0 43,162
MISTRAS GROUP INC COM 60649T107 1,281 327,593 SH   DFND 2,20 266,486 0 61,107
MITEK SYS INC COM NEW 606710200 11,761 923,121 SH   DFND 2,20,5,8 723,357 0 199,764
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 102 25,470 SH   DFND 20 25,470 0 0
MIX TELEMATICS LTD SPONSORED ADR 60688N102 835 93,387 SH   DFND 2 93,387 0 0
MIZUHO FINANCIAL GROUP INC. SPONSORED ADR 60687Y109 33 13,100 SH   DFND 20 13,100 0 0
MKS INSTRS INC COM 55306N104 137,290 1,256,887 SH   DFND 13,19,2,20,5,6,8 1,111,349 601 144,937
MMA CAPITAL HOLDINGS INC COM 55315D105 1,539 68,373 SH   DFND 2,20 51,140 0 17,233
AMN HEALTHCARE SVCS INC COM 001744101 87,518 1,497,065 SH   DFND 13,2,20,5,8 1,265,933 705 230,427
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 100,241 11,482,404 SH   DFND 1,10,12,13,19,2,20,5,8 7,843,505 368,093 3,270,806
MOBILEIRON INC COM NEW 60739U204 17,897 2,553,001 SH   DFND 2,20,5,8 1,955,920 0 597,081
MODEL N INC COM 607525102 24,847 704,277 SH   DFND 2,20,5,8 556,011 0 148,266
MODERNA INC COM 60770K107 465,813 6,583,927 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,524,062 140,359 919,506
MODINE MFG CO COM 607828100 7,277 1,164,274 SH   DFND 2,20,5 983,965 0 180,309
MOELIS & CO CL A 60786M105 37,590 1,069,725 SH   DFND 2,20,5,8 824,284 0 245,441
MOHAWK INDS INC COM 608190104 311,664 3,193,606 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,817,999 63,504 312,103
MOLECULAR TEMPLATES INC COM 608550109 4,923 450,847 SH   DFND 2,20,5,8 371,090 0 79,757
MOLINA HEALTHCARE INC COM 60855R100 345,148 1,885,640 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,587,476 95,877 202,287
MOLSON COORS BEVERAGE CO CL B 60871R209 302,651 9,018,221 SH   DFND 10,12,13,19,2,20,5,6,8 7,732,108 114,072 1,172,041
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 9,673 2,493,033 SH   DFND 2,20,5,8 2,030,553 2,533 459,947
MOMENTA PHARMACEUTICALS INC COM 60877T100 238,099 4,536,941 SH   DFND 13,2,20,5,8 3,980,863 1,100 554,978
MOMO INC ADR 60879B107 43,450 3,157,684 SH   DFND 1,10,12,13,19,2,20,5,8 2,451,583 97,100 609,001
MOMO INC NOTE 1.250% 7/0 60879BAB3 12,535 15,922,000 PRN   DFND 2,5 15,922,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 18,853 422,702 SH   DFND 2,20,5,8 344,845 0 77,857
MONDELEZ INTL INC CL A 609207105 3,844,810 66,562,091 SH   DFND 10,11,12,13,19,2,20,5,6,8 58,190,665 1,079,234 7,292,192
MONEYGRAM INTL INC COM NEW 60935Y208 2,593 918,006 SH   DFND 2,20,5 734,906 0 183,100
MONGODB INC CL A 60937P106 226,340 977,667 SH   DFND 10,11,12,13,19,2,20,5,6,8 780,255 22,875 174,537
MONMOUTH REAL ESTATE INVT CO CL A 609720107 52,468 3,788,317 SH   DFND 10,2,20,5,8 3,002,096 25,705 760,516
MONOLITHIC PWR SYS INC COM 609839105 291,550 1,040,853 SH   DFND 13,19,2,20,5,6,8 931,460 500 108,893
MONRO INC COM 610236101 44,737 1,102,704 SH   DFND 2,20,5,8 949,674 329 152,701
ABBOTT LABS COM 002824100 8,018,025 73,674,771 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 63,790,024 1,228,008 8,656,739
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 24,197 1,290,490 SH   DFND 2,20,5,8 1,068,590 0 221,900
MONSTER BEVERAGE CORP NEW COM 61174X109 1,385,573 17,276,467 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,665,554 574,654 2,036,259
MONTAGE RES CORP COM 61179L100 1,776 404,537 SH   DFND 2,20 323,583 0 80,954
MONTROSE ENVIRONMENTAL GROUP COM 615111101 3,178 133,428 SH   DFND 2,20 97,775 0 35,653
MOODYS CORP COM 615369105 2,000,481 6,901,779 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,902,209 122,783 876,787
MOOG INC CL A 615394202 83,157 1,308,946 SH   DFND 13,2,20,5,8 1,170,015 288 138,643
MORGAN STANLEY COM NEW 617446448 5,368,521 111,034,564 SH   DFND 10,12,13,19,2,20,5,6,8 43,579,857 60,636,169 6,818,538
MORNINGSTAR INC COM 617700109 46,077 286,890 SH   DFND 19,2,20,5,8 229,697 126 57,067
MORPHIC HLDG INC COM 61775R105 6,228 227,790 SH   DFND 2,20,5 183,174 0 44,616
MOSAIC CO NEW COM 61945C103 331,331 18,135,253 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,503,038 230,950 3,401,265
MOTORCAR PTS AMER INC COM 620071100 8,994 578,029 SH   DFND 2,20,5 513,471 0 64,558
AMPHENOL CORP NEW CL A 032095101 1,398,926 12,890,875 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,021,222 305,595 1,564,058
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,181,413 7,503,595 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,192,306 118,372 1,192,917
MOVADO GROUP INC COM 624580106 6,288 632,622 SH   DFND 2,20,5 570,540 0 62,082
MR COOPER GROUP INC COM 62482R107 52,222 2,339,690 SH   DFND 2,20,5,8 1,990,825 0 348,865
MRC GLOBAL INC COM 55345K103 7,108 1,660,643 SH   DFND 2,20,5,8 1,258,461 200 401,982
MSA SAFETY INC COM 553498106 205,200 1,529,404 SH   DFND 13,19,2,20,5,6,8 1,442,780 326 86,298
MSC INDL DIRECT INC CL A 553530106 67,872 1,072,572 SH   DFND 13,19,2,20,5,6,8 962,720 748 109,104
MSCI INC COM 55354G100 1,283,944 3,598,699 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,135,999 78,940 383,760
MSG NETWORK INC CL A 553573106 8,341 871,530 SH   DFND 2,20,5,8 667,493 1,848 202,189
MTS SYS CORP COM 553777103 13,517 707,339 SH   DFND 2,20,5,8 611,767 561 95,011
MUELLER INDS INC COM 624756102 47,424 1,752,565 SH   DFND 2,20,5,8 1,488,651 218 263,696
AMPIO PHARMACEUTICALS INC COM 03209T109 45 46,838 SH   DFND 20 46,838 0 0
MUELLER WTR PRODS INC COM SER A 624758108 34,814 3,350,689 SH   DFND 2,20,5,8 2,601,544 2,315 746,830
MURPHY OIL CORP COM 626717102 65,751 7,371,140 SH   DFND 12,13,19,2,20,5,6,8 7,134,960 1,579 234,601
MURPHY USA INC COM 626755102 116,757 910,243 SH   DFND 12,13,19,2,20,5,6,8 777,723 269 132,251
MUSTANG BIO INC COM 62818Q104 1,652 524,436 SH   DFND 2,20 435,757 0 88,679
MVB FINL CORP COM 553810102 2,409 150,831 SH   DFND 2,20 121,406 0 29,425
MYERS INDS INC COM 628464109 15,483 1,158,448 SH   DFND 2,20,5,8 1,008,642 0 149,806
MYLAN NV SHS EURO N59465109 356,666 24,050,293 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,790,797 533,005 2,726,491
MYOKARDIA INC COM 62857M105 146,444 1,074,189 SH   DFND 13,2,20,5,8 836,061 400 237,728
MYOVANT SCIENCES LTD COM G637AM102 1,255 89,294 SH   DFND 2,20,5,8 46,077 0 43,217
MYR GROUP INC DEL COM 55405W104 19,077 513,101 SH   DFND 2,20,5,8 438,496 0 74,605
AMPLIFY ENERGY CORP NEW COM 03212B103 175 205,375 SH   DFND 2,20 205,375 0 0
MYRIAD GENETICS INC COM 62855J104 56,566 4,337,882 SH   DFND 2,20,5,8 3,996,998 1,182 339,702
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 1,312 5,800,000 PRN   DFND 2 5,800,000 0 0
NABORS INDUSTRIES LTD SHS G6359F137 5,430 222,159 SH   DFND 12,13,2,20,5 195,190 0 26,969
NABRIVA THERAPEUTICS PLC SHS G63637105 455 853,069 SH   DFND 2 853,069 0 0
NACCO INDS INC CL A 629579103 1,424 78,200 SH   DFND 2,20,5 62,547 0 15,653
NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 208 72,847 SH   DFND 2 72,847 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 33,152 741,666 SH   DFND 2,20,5,8 570,026 0 171,640
NANTHEALTH INC COM 630104107 989 422,750 SH   DFND 2,20 359,111 0 63,639
NANTKWEST INC COM 63016Q102 3,699 533,314 SH   DFND 2,20,5 436,061 0 97,253
NAPCO SEC TECHNOLOGIES INC COM 630402105 5,453 232,050 SH   DFND 2,20,5,8 180,842 0 51,208
AMYRIS INC COM NEW 03236M200 4,631 1,585,994 SH   DFND 2,20,5,8 1,264,062 0 321,932
NASDAQ INC COM 631103108 632,009 5,150,429 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,316,626 127,183 706,620
NATERA INC COM 632307104 158,781 2,197,962 SH   DFND 2,20,5,8 1,878,855 700 318,407
NATHANS FAMOUS INC NEW COM 632347100 2,676 52,224 SH   DFND 2,20 42,953 0 9,271
NATIONAL BANKSHARES INC VA COM 634865109 2,993 118,161 SH   DFND 2,20,5 92,053 0 26,108
NATIONAL BEVERAGE CORP COM 635017106 24,978 367,270 SH   DFND 2,20,5,8 310,095 0 57,175
NATIONAL BK HLDGS CORP CL A 633707104 25,904 986,818 SH   DFND 2,20,5,8 836,258 0 150,560
NATIONAL CINEMEDIA INC COM 635309107 3,817 1,406,004 SH   DFND 2,20,5,8 1,084,943 2,300 318,761
NATIONAL ENERGY SERVICES REU SHS G6375R107 2,374 372,087 SH   DFND 2,20 282,101 0 89,986
NATIONAL FUEL GAS CO N J COM 636180101 312,827 7,624,608 SH   DFND 12,13,19,2,20,5,6 7,505,178 1,287 118,143
NATIONAL GEN HLDGS CORP COM 636220303 45,147 1,335,719 SH   DFND 2,20,5,8 1,030,785 0 304,934
ANALOG DEVICES INC COM 032654105 1,767,402 15,139,641 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,063,772 270,819 1,805,050
NATIONAL GRID PLC SPONSORED ADR NE 636274409 8,459 146,382 SH   DFND 1,2,20 27,527 0 118,855
NATIONAL HEALTH INVS INC COM 63633D104 113,139 1,844,299 SH   DFND 10,2,20,5,8 1,472,258 12,098 359,943
NATIONAL HEALTHCARE CORP COM 635906100 19,024 302,746 SH   DFND 2,20,5,6,8 247,511 0 55,235
NATIONAL INSTRS CORP COM 636518102 108,747 3,046,128 SH   DFND 13,19,2,20,5,6,8 2,670,686 1,055 374,387
NATIONAL OILWELL VARCO INC COM 637071101 183,467 20,250,224 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,945,513 184,705 2,120,006
NATIONAL PRESTO INDS INC COM 637215104 20,156 246,226 SH   DFND 2,20,5 223,856 157 22,213
NATIONAL RESH CORP COM NEW 637372202 13,515 274,641 SH   DFND 2,20,5,8 210,247 0 64,394
NATIONAL RETAIL PROPERTIES I COM 637417106 622,891 18,049,584 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,571,894 216,822 1,260,868
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 102,756 3,141,432 SH   DFND 10,19,2,20,5,8 2,568,539 17,300 555,593
NATIONAL VISION HLDGS INC COM 63845R107 64,244 1,680,009 SH   DFND 19,2,20,5,8 1,305,303 1,400 373,306
ANAPLAN INC COM 03272L108 97,229 1,553,668 SH   DFND 13,19,2,20,5,8 1,260,338 1,000 292,330
NATIONAL WESTN LIFE GROUP IN CL A 638517102 8,991 49,193 SH   DFND 2,20,5,8 37,793 0 11,400
NATURA &CO HLDG S A ADS 63884N108 2,565 140,869 SH   DFND 1,2,20,8 77,745 4,976 58,148
NATURAL GAS SERVICES GROUP COM 63886Q109 144 16,999 SH   DFND 20 16,999 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,857 188,379 SH   DFND 2,20 156,971 0 31,408
NATURES SUNSHINE PRODS INC COM 639027101 1,894 163,704 SH   DFND 2,20 125,509 0 38,195
NATUS MED INC DEL COM 639050103 23,450 1,368,923 SH   DFND 2,20,5,8 1,218,542 0 150,381
NAUTILUS INC COM 63910B102 8,223 479,180 SH   DFND 2,20,5 380,280 0 98,900
NAVIENT CORPORATION COM 63938C108 53,882 6,376,609 SH   DFND 1,12,13,19,2,20,5,6,8 5,426,527 2,877 947,205
NAVISTAR INTL CORP NEW COM 63934E108 42,810 983,241 SH   DFND 13,2,20,5,8 746,189 356 236,696
NBT BANCORP INC COM 628778102 39,380 1,468,305 SH   DFND 19,2,20,5,8 1,239,175 323 228,807
ANAPTYSBIO INC COM 032724106 17,606 1,193,596 SH   DFND 2,20,5,8 1,090,210 0 103,386
NCINO INC COM 63947U107 4,305 54,031 SH   DFND 2,20 46,999 0 7,032
NCR CORP NEW COM 62886E108 115,204 5,203,427 SH   DFND 1,12,13,19,2,20,5,6,8 4,820,699 1,952 380,776
NEENAH INC COM 640079109 21,299 568,441 SH   DFND 2,20,5,8 488,391 0 80,050
NEKTAR THERAPEUTICS COM 640268108 70,510 4,250,121 SH   DFND 13,19,2,20,5,6,8 3,835,151 1,889 413,081
NELNET INC CL A 64031N108 22,189 368,282 SH   DFND 2,20,5,8 276,093 60 92,129
NEMAURA MED INC COM NEW 640442208 237 66,881 SH   DFND 2,20 51,068 0 15,813
NEOGEN CORP COM 640491106 134,676 1,721,099 SH   DFND 19,2,20,5,8 1,479,247 613 241,239
NEOGENOMICS INC COM NEW 64049M209 115,724 3,137,014 SH   DFND 2,20,5,8 2,647,896 1,700 487,418
NEOLEUKIN THERAPEUTICS INC COM 64049K104 6,679 556,577 SH   DFND 2,20,5,8 452,688 0 103,889
NEOPHOTONICS CORP COM 64051T100 6,975 1,145,355 SH   DFND 2,20,5,8 977,526 0 167,829
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 4,052 890,490 SH   DFND 2,20,5 716,435 0 174,055
NEOS THERAPEUTICS INC COM 64052L106 13 24,425 SH   DFND 20 24,425 0 0
NESCO HLDGS INC COM 64083J104 535 129,000 SH   DFND 2,20 97,400 0 31,600
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,403 416,458 SH   DFND 2 416,458 0 0
NETAPP INC COM 64110D104 448,374 10,227,507 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,772,488 367,277 1,087,742
NETEASE INC SPONSORED ADS 64110W102 795,481 1,749,578 SH   DFND 1,10,11,12,13,19,2,20,5,8 1,267,607 47,796 434,175
NETFLIX INC COM 64110L106 8,246,401 16,491,812 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,131,466 237,927 2,122,419
NETGEAR INC COM 64111Q104 32,893 1,067,252 SH   DFND 2,20,5,6,8 918,914 96 148,242
NETSCOUT SYS INC COM 64115T104 51,156 2,343,392 SH   DFND 13,19,2,20,5,6,8 1,937,102 1,165 405,125
NETSTREIT CORP COM 64119V303 2,202 120,568 SH   DFND 2,20 91,822 0 28,746
NEUBASE THERAPEUTICS INC COM 64132K102 2,107 277,645 SH   DFND 2,20 236,639 0 41,006
ANDERSONS INC COM 034164103 21,184 1,094,915 SH   DFND 2,20,5,8 942,732 1,437 150,746
NEUROBO PHARMACEUTICALS INC COM 64132R107 233 41,439 SH   DFND 2,20 30,471 0 10,968
NEUROCRINE BIOSCIENCES INC COM 64125C109 218,994 2,277,389 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,919,169 46,472 311,748
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 17,599 12,687,000 PRN   DFND 2,5 12,687,000 0 0
NEVRO CORP COM 64157F103 99,974 717,689 SH   DFND 13,2,20,5,8 562,689 200 154,800
NEW FORTRESS ENERGY INC COM CL A 644393100 251 5,700 SH   DFND 20 5,700 0 0
NEW HOME CO INC COM 645370107 70 12,900 SH   DFND 20 12,900 0 0
NEW JERSEY RES COM 646025106 235,016 8,593,148 SH   DFND 13,19,2,20,5,6,8 8,152,177 1,356 439,615
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 456,427 3,053,023 SH   DFND 10,11,12,13,19,2,20,5,8 2,416,600 70,913 565,510
NEW RELIC INC COM 64829B100 36,616 649,686 SH   DFND 13,19,2,20,5,8 522,863 800 126,023
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 10,443 10,920,000 PRN   DFND 2,5 10,920,000 0 0
ABBVIE INC COM 00287Y109 6,850,279 78,208,461 SH   DFND 10,11,12,13,19,2,20,5,6,8 67,722,416 1,348,162 9,137,883
ANGI HOMESERVICES INC COM CL A 00183L102 5,035 453,786 SH   DFND 2,20,5,8 394,610 0 59,176
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 47,009 5,913,047 SH   DFND 12,13,19,2,20,5,8 4,877,580 3,500 1,031,967
NEW SR INVT GROUP INC COM 648691103 6,289 1,572,166 SH   DFND 2,20,5 1,277,068 0 295,098
NEW YORK CMNTY BANCORP INC COM 649445103 106,523 12,880,684 SH   DFND 12,13,19,2,20,5,6,8 11,775,488 5,017 1,100,179
NEW YORK MTG TR INC COM PAR $.02 649604501 33,132 12,619,763 SH   DFND 2,20,5,8 10,744,643 0 1,875,120
NEW YORK TIMES CO CL A 650111107 145,578 3,402,161 SH   DFND 13,19,2,20,5,6,8 3,031,587 1,200 369,374
NEWAGE INC COM 650194103 2,329 1,346,179 SH   DFND 2,20,5 1,062,292 0 283,887
NEWATER TECHNOLOGY INC SHS G64335105 69 19,466 SH   DFND 2 19,466 0 0
NEWELL BRANDS INC COM 651229106 337,071 19,642,845 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,969,093 264,438 3,409,314
NEWMARK GROUP INC CL A 65158N102 12,157 2,814,170 SH   DFND 13,2,20,5,8 2,180,628 36,443 597,099
NEWMARKET CORP COM 651587107 62,180 180,641 SH   DFND 13,19,2,20,5,6,8 156,389 83 24,169
ANGIODYNAMICS INC COM 03475V101 22,161 1,837,599 SH   DFND 2,20,5,8 1,687,451 0 150,148
NEWMONT CORP COM 651639106 2,290,233 36,095,084 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 30,676,326 425,402 4,993,356
NEWPARK RES INC COM PAR $.01NEW 651718504 2,814 2,680,441 SH   DFND 2,20,5 2,380,497 0 299,944
NEWS CORP NEW CL A 65249B109 266,017 18,837,409 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,910,542 232,749 2,694,118
NEWS CORP NEW CL B 65249B208 64,768 4,599,470 SH   DFND 10,12,13,19,2,20,5,6 4,078,476 1,000 519,994
NEXA RES S A COM L67359106 405 76,481 SH   DFND 13,2,5 52,281 0 24,200
NEXPOINT RESIDENTIAL TR INC COM 65341D102 46,502 1,048,519 SH   DFND 10,2,20,5,8 892,420 5,800 150,299
NEXSTAR MEDIA GROUP INC CL A 65336K103 47,773 531,229 SH   DFND 13,2,20,5,8 423,893 612 106,724
NEXTCURE INC COM 65343E108 2,488 282,742 SH   DFND 2,20,5,8 229,528 0 53,214
NEXTDECADE CORP COM 65342K105 1,038 348,164 SH   DFND 2,20 276,387 0 71,777
NEXTERA ENERGY INC COM 65339F101 7,085,432 25,527,568 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,717,733 308,397 2,501,438
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 9,890 374,896 SH   DFND 1,2,20,5,8 349,918 0 24,978
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 30,515 564,150 SH   DFND 2 564,150 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 35,595 750,000 SH   DFND 2 750,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 44,725 957,300 SH   DFND 2 957,300 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 8,060 134,429 SH   DFND 20,5,8 72,910 400 61,119
NEXTGEN HEALTHCARE INC COM 65343C102 23,461 1,841,535 SH   DFND 2,20,5,8 1,580,546 1,604 259,385
NEXTIER OILFIELD SOLUTIONS COM 65290C105 10,198 5,512,666 SH   DFND 2,20,5,8 4,777,890 0 734,776
NGM BIOPHARMACEUTICALS INC COM 62921N105 7,027 441,700 SH   DFND 2,20,5 361,123 0 80,577
NI HLDGS INC COM 65342T106 2,783 164,775 SH   DFND 2,20 131,188 0 33,587
NIC INC COM 62914B100 41,895 2,126,671 SH   DFND 19,2,20,5,8 1,752,047 1,718 372,906
NICE LTD SPONSORED ADR 653656108 4,180 18,410 SH   DFND 1,20 5,686 0 12,724
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4,523 83,941 SH   DFND 1,20 3,540 0 80,401
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 4,414 1,613,000 PRN   DFND 5 1,613,000 0 0
NICOLET BANKSHARES INC COM 65406E102 11,968 219,155 SH   DFND 2,20,5,8 177,505 0 41,650
NIELSEN HLDGS PLC SHS EUR G6518L108 213,803 15,077,805 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,644,179 209,233 2,224,393
NIKE INC CL B 654106103 7,397,955 58,813,727 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 45,774,221 1,456,945 11,582,561
NIKOLA CORP COM 654110105 3,149 153,772 SH   DFND 20 69,400 0 84,372
NINE ENERGY SERVICE INC COM 65441V101 16 13,990 SH   DFND 20 13,990 0 0
NIO INC NOTE 4.500% 2/0 62914VAB2 33,806 14,200,000 PRN   DFND 2 14,200,000 0 0
NIO INC SPON ADS 62914V106 437,682 20,625,932 SH   DFND 10,12,13,19,2,20,5,8 15,883,800 502,500 4,239,632
NISOURCE INC COM 65473P105 426,817 19,400,778 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,038,301 276,868 2,085,609
NIU TECHNOLOGIES ADS 65481N100 4,828 251,439 SH   DFND 13,2,20,5 233,539 0 17,900
ANI PHARMACEUTICALS INC COM 00182C103 8,529 302,337 SH   DFND 2,20,5,8 244,855 0 57,482
NKARTA INC COM 65487U108 6,910 229,864 SH   DFND 2,20,5 175,456 0 54,408
NL INDS INC COM NEW 629156407 675 158,870 SH   DFND 2,20 115,611 0 43,259
NLIGHT INC COM 65487K100 16,075 684,606 SH   DFND 2,20,5,8 516,276 0 168,330
NMI HLDGS INC CL A 629209305 51,342 2,884,405 SH   DFND 2,20,5,8 2,521,140 0 363,265
NN INC COM 629337106 3,730 722,865 SH   DFND 2,20,5 578,872 0 143,993
NOAH HLDGS LTD SPON ADS CL A 65487X102 15,811 606,496 SH   DFND 10,12,13,19,2,20,5,8 461,501 19,100 125,895
NOBLE ENERGY INC COM 655044105 237,406 27,766,754 SH   DFND 10,12,13,19,2,20,5,6 26,374,302 6,175 1,386,277
NOKIA CORP SPONSORED ADR 654902204 1,303 333,185 SH   DFND 1,20 13,216 0 319,969
NOMAD FOODS LTD USD ORD SHS G6564A105 1,205 47,300 SH   DFND 12,20,5,8 47,300 0 0
NOODLES & CO COM CL A 65540B105 3,533 514,293 SH   DFND 2,20 405,309 0 108,984
ANIKA THERAPEUTICS INC COM 035255108 27,540 778,193 SH   DFND 2,20,5,8 709,009 0 69,184
NORDIC AMERICAN TANKERS LIMI COM G65773106 9,648 2,764,355 SH   DFND 2,20,5 2,262,578 0 501,777
NORDSON CORP COM 655663102 365,455 1,905,197 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,666,775 47,770 190,652
NORDSTROM INC COM 655664100 46,093 3,866,862 SH   DFND 12,13,19,2,20,5,6,8 2,594,018 852 1,271,992
NORFOLK SOUTHN CORP COM 655844108 2,319,523 10,839,401 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,421,223 188,821 1,229,357
NORTHEAST BK LEWISTON ME COM 66405S100 2,407 130,839 SH   DFND 2,20 106,554 0 24,285
NORTHERN OIL AND GAS INC MN COM 665531307 246 42,837 SH   DFND 2,20,5 38,250 0 4,587
NORTHERN TR CORP COM 665859104 692,669 8,804,363 SH   DFND 10,12,13,19,2,20,5,6,8 7,701,705 122,249 980,409
NORTHFIELD BANCORP INC DEL COM 66611T108 13,812 1,514,443 SH   DFND 2,20,5,8 1,307,567 0 206,876
NORTHRIM BANCORP INC COM 666762109 3,629 142,363 SH   DFND 2,20,5 120,432 0 21,931
NORTHROP GRUMMAN CORP COM 666807102 5,146,697 16,313,345 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,622,911 10,195,639 494,795
ANNALY CAPITAL MANAGEMENT IN COM 035710409 246,036 33,518,561 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,689,592 751,474 6,077,495
NORTHWEST BANCSHARES INC MD COM 667340103 43,679 4,747,684 SH   DFND 2,20,5,8 4,170,185 1,598 575,901
NORTHWEST NAT HLDG CO COM 66765N105 130,361 2,872,026 SH   DFND 19,2,20,5,8 2,752,154 38 119,834
NORTHWEST PIPE CO COM 667746101 4,780 180,637 SH   DFND 2,20,5 144,926 0 35,711
NORTHWESTERN CORP COM NEW 668074305 76,452 1,571,783 SH   DFND 12,13,19,2,20,5,6,8 1,361,986 700 209,097
NORTONLIFELOCK INC COM 668771108 617,447 29,627,981 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 22,917,705 1,048,626 5,661,650
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 146,665 8,571,906 SH   DFND 10,12,13,19,2,20,5,6,8 7,591,927 3,537 976,442
NORWOOD FINANCIAL CORP COM 669549107 2,518 103,535 SH   DFND 2,20 82,045 0 21,490
NOVA MEASURING INSTRUMENTS L COM M7516K103 467 8,953 SH   DFND 2,20 8,953 0 0
NOVAGOLD RES INC COM NEW 66987E206 49,155 4,134,124 SH   DFND 2,20,5,6 3,276,269 0 857,855
NOVANTA INC COM 67000B104 71,420 677,992 SH   DFND 13,2,20,5,8 513,379 300 164,313
ANNEXON INC COM 03589W102 5,495 181,778 SH   DFND 2,20,5 129,708 0 52,070
NOVARTIS AG SPONSORED ADR 66987V109 182,849 2,102,679 SH   DFND 1,2,20 38,583 0 2,064,096
NOVAVAX INC COM NEW 670002401 185,155 1,708,859 SH   DFND 13,2,20,5,8 1,427,828 500 280,531
NOVO-NORDISK A S ADR 670100205 290,000 4,176,870 SH   DFND 1,20 23,874 0 4,152,996
NOVOCURE LTD ORD SHS G6674U108 128,205 1,151,780 SH   DFND 13,19,2,20,5,8 925,204 700 225,876
NOW INC COM 67011P100 16,199 3,568,171 SH   DFND 12,2,20,5,8 3,035,546 290 532,335
NRG ENERGY INC COM NEW 629377508 401,903 13,074,253 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,307,173 448,238 1,318,842
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 14,531 13,865,000 PRN   DFND 2,5 13,865,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 71,487 1,427,170 SH   DFND 10,12,13,2,20,5,6,8 1,281,705 20,790 124,675
NUANCE COMMUNICATIONS INC COM 67020Y100 119,050 3,586,935 SH   DFND 12,13,19,2,20,5,8 2,831,080 2,633 753,222
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 27,216 18,669,000 PRN   DFND 2,5 18,669,000 0 0
ANSYS INC COM 03662Q105 1,168,621 3,571,252 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,050,634 112,021 408,597
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,174 2,915,000 PRN   DFND 2,5 2,915,000 0 0
NUCOR CORP COM 670346105 868,902 19,199,164 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,177,500 201,248 1,820,416
NURIX THERAPEUTICS INC COM 67080M103 4,597 131,673 SH   DFND 2,20,5 95,827 0 35,846
NUTANIX INC CL A 67059N108 50,305 2,268,052 SH   DFND 13,19,2,20,5,8 1,841,197 1,400 425,455
NUTANIX INC NOTE 1/1 67059NAB4 14,337 15,255,000 PRN   DFND 2,5 15,255,000 0 0
NUTRIEN LTD COM 67077M108 121,605 3,064,185 SH   DFND 10,2,20 1,037,819 2,026,366 0
NUVASIVE INC COM 670704105 82,813 1,705,027 SH   DFND 13,2,20,5,6,8 1,461,410 761 242,856
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 14,738 14,319,000 PRN   DFND 2,5 14,319,000 0 0
NV5 GLOBAL INC COM 62945V109 12,326 233,576 SH   DFND 2,20,5,8 184,348 0 49,228
NVE CORP COM NEW 629445206 6,263 127,611 SH   DFND 2,20,5,8 107,346 100 20,165
ANTARES PHARMA INC COM 036642106 11,277 4,176,821 SH   DFND 2,20,5,8 3,404,259 0 772,562
NVENT ELECTRIC PLC SHS G6700G107 211,559 11,959,241 SH   DFND 12,13,19,2,20,5,6,8 11,582,983 2,864 373,394
NVIDIA CORPORATION COM 67066G104 13,733,785 25,375,605 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,649,789 614,603 3,111,213
NVR INC COM 62944T105 680,350 166,625 SH   DFND 10,11,12,13,19,2,20,5,6,8 142,813 5,774 18,038
NXP SEMICONDUCTORS N V COM N6596X109 514,255 4,108,378 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,178,301 230,805 699,272
NYMOX PHARMACEUTICAL CORP COM P73398102 1,220 496,121 SH   DFND 2,20 405,345 0 90,776
O-I GLASS INC COM 67098H104 52,341 4,942,495 SH   DFND 12,13,2,20,5,6,8 4,188,776 2,286 751,433
OAK STR HEALTH INC COM 67181A107 5,654 105,793 SH   DFND 2,20 97,393 0 8,400
OAK VALLEY BANCORP OAKDALE C COM 671807105 1,322 115,383 SH   DFND 2,20 91,785 0 23,598
OBSEVA SA COM H5861P103 124 49,994 SH   DFND 2 49,994 0 0
OCCIDENTAL PETE CORP COM 674599105 509,733 50,872,519 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 46,896,491 435,032 3,540,996
ABEONA THERAPEUTICS INC COM 00289Y107 1,013 992,946 SH   DFND 2,20,5 793,223 0 199,723
ANTERIX INC COM 03676C100 7,634 233,373 SH   DFND 2,20,5,8 183,198 0 50,175
OCEANEERING INTL INC COM 675232102 15,709 4,462,850 SH   DFND 12,2,20,5,8 4,035,266 2,087 425,497
OCEANFIRST FINL CORP COM 675234108 18,819 1,374,680 SH   DFND 2,20,5,8 1,038,534 0 336,146
OCONEE FED FINL CORP COM 675607105 220 10,100 SH   DFND 2,20 8,200 0 1,900
OCULAR THERAPEUTIX INC COM 67576A100 8,747 1,149,467 SH   DFND 2,20,5 957,239 0 192,228
ODONATE THERAPEUTICS INC COM 676079106 3,340 248,662 SH   DFND 2,20,5,8 193,791 0 54,871
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 51,604 2,490,558 SH   DFND 10,2,20,5,8 2,079,831 13,841 396,886
OFG BANCORP COM 67103X102 22,560 1,800,366 SH   DFND 2,20,5,8 1,571,304 111 228,951
OGE ENERGY CORP COM 670837103 199,952 6,667,275 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,829,737 203,735 633,803
OHIO VY BANC CORP COM 677719106 1,456 70,470 SH   DFND 2,20 55,888 0 14,582
OI SA SPONSORED ADR NE 670851500 911 628,025 SH   DFND 2 628,025 0 0
ANTERO MIDSTREAM CORP COM 03676B102 36,299 6,759,644 SH   DFND 19,2,20,5,6,8 6,153,764 4,900 600,980
OIL DRI CORP AMER COM 677864100 4,011 112,141 SH   DFND 13,2,20,5,6 89,636 0 22,505
OIL STS INTL INC COM 678026105 5,752 2,107,020 SH   DFND 2,20,5 1,875,977 0 231,043
OKTA INC CL A 679295105 518,747 2,425,753 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,989,625 56,579 379,549
OKTA INC NOTE 0.125% 9/0 679295AD7 25,070 18,985,000 PRN   DFND 2 18,985,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 758,170 4,190,638 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,546,878 160,553 483,207
OLD NATL BANCORP IND COM 680033107 78,159 6,222,855 SH   DFND 2,20,5,8 5,457,147 700 765,008
OLD POINT FINL CORP COM 680194107 689 45,473 SH   DFND 20 1,701 0 43,772
OLD REP INTL CORP COM 680223104 362,300 24,579,389 SH   DFND 1,12,13,19,2,20,5,6,8 23,825,021 58,786 695,582
OLD SECOND BANCORP INC ILL COM 680277100 4,264 568,951 SH   DFND 2,20,5 423,172 0 145,779
OLIN CORP COM PAR $1 680665205 87,515 7,069,069 SH   DFND 12,13,2,20,5,6,8 3,912,300 2,970,624 186,145
ANTERO RESOURCES CORP COM 03674X106 49,308 17,930,098 SH   DFND 12,13,19,2,20,5 16,948,098 4,100 977,900
OLLIES BARGAIN OUTLET HLDGS COM 681116109 112,205 1,284,542 SH   DFND 19,2,20,5,6,8 1,154,749 400 129,393
OLYMPIC STEEL INC COM 68162K106 3,492 307,402 SH   DFND 2,20 272,055 0 35,347
OMEGA FLEX INC COM 682095104 9,281 59,222 SH   DFND 2,20,5,8 47,334 0 11,888
OMEGA HEALTHCARE INVS INC COM 681936100 356,312 11,900,852 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,918,575 304,305 1,677,972
OMEROS CORP COM 682143102 12,205 1,207,816 SH   DFND 2,20,5,8 953,767 0 254,049
OMNICELL COM COM 68213N109 99,113 1,327,529 SH   DFND 2,20,5,8 1,116,096 602 210,831
OMNICOM GROUP INC COM 681919106 603,486 12,033,565 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,648,371 234,865 1,150,329
ON SEMICONDUCTOR CORP COM 682189105 203,823 9,397,088 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,529,443 248,542 1,619,103
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 20,515 17,060,000 PRN   DFND 2,5 17,060,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 17,257 12,985,000 PRN   DFND 2,5 12,985,000 0 0
ANTHEM INC COM 036752103 2,934,520 10,925,649 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,371,097 286,566 1,267,986
ONCOCYTE CORP COM 68235C107 952 684,637 SH   DFND 2,20 556,309 0 128,328
ONCTERNAL THERAPEUTICS INC COM 68236P107 30 17,914 SH   DFND 20 17,914 0 0
ONE GAS INC COM 68235P108 113,864 1,649,963 SH   DFND 13,19,2,20,5,6,8 1,406,147 545 243,271
ONE LIBERTY PPTYS INC COM 682406103 7,294 433,472 SH   DFND 2,20,5,8 348,901 4,345 80,226
ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 3,685 173,013 SH   DFND 19,2,20,5 173,013 0 0
ONEMAIN HLDGS INC COM 68268W103 29,124 931,952 SH   DFND 13,2,20,5,8 745,519 1,100 185,333
ONEOK INC NEW COM 682680103 635,382 24,456,597 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,052,795 249,333 2,154,469
ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 1,330 296,114 SH   DFND 2,20,5 234,946 0 61,168
ONESPAN INC COM 68287N100 23,745 1,132,882 SH   DFND 2,20,5,8 975,479 1,012 156,391
ONESPAWORLD HOLDINGS LIMITED COM P73684113 5,830 896,937 SH   DFND 2,20,5,8 706,843 0 190,094
ANWORTH MTG ASSET CORP COM 037347101 3,277 1,939,303 SH   DFND 2,20,5 1,603,443 0 335,860
ONEWATER MARINE INC CL A COM 68280L101 1,333 65,071 SH   DFND 2,20 52,954 0 12,117
ONTO INNOVATION INC COM 683344105 44,882 1,507,133 SH   DFND 2,20,5,8 1,240,065 709 266,359
ONTRAK INC COM 683373104 8,597 143,285 SH   DFND 2,20,5,8 107,655 0 35,630
OOMA INC COM 683416101 6,240 478,148 SH   DFND 2,20,5 390,297 0 87,851
OP BANCORP COM 67109R109 1,200 209,875 SH   DFND 2,20 162,091 0 47,784
OPEN LENDING CORP COM CL A 68373J104 933 36,600 SH   DFND 20,5 36,600 0 0
OPERA LTD SPONSORED ADS 68373M107 223 22,810 SH   DFND 2,20 22,810 0 0
OPKO HEALTH INC COM 68375N103 92,618 25,099,813 SH   DFND 13,2,20,5,8 23,250,042 12,625 1,837,146
OPORTUN FINL CORP COM 68376D104 3,039 257,780 SH   DFND 2,20,5 199,163 0 58,617
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4,032 180,633 SH   DFND 2,20,5 146,141 0 34,492
AON PLC SHS CL A G0403H108 1,845,844 8,947,378 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,758,949 217,945 970,484
OPTIMIZERX CORP COM NEW 68401U204 5,207 249,731 SH   DFND 2,20,5 198,157 0 51,574
OPTINOSE INC COM 68404V100 2,197 563,252 SH   DFND 2,20,5 460,070 0 103,182
OPTION CARE HEALTH INC COM NEW 68404L201 11,119 831,634 SH   DFND 2,20,5,8 658,095 0 173,539
ORACLE CORP COM 68389X105 5,077,066 85,042,978 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 72,038,950 2,447,831 10,556,197
ORASURE TECHNOLOGIES INC COM 68554V108 37,574 3,087,453 SH   DFND 2,20,5,8 2,755,677 1,058 330,718
ORBCOMM INC COM 68555P100 7,198 2,116,931 SH   DFND 2,20,5 1,866,805 0 250,126
ORCHARD THERAPEUTICS PLC ADS 68570P101 705 171,547 SH   DFND 2,5 171,547 0 0
ORCHID IS CAP INC COM 68571X103 6,403 1,262,101 SH   DFND 2,20,5 1,019,230 0 242,871
OREILLY AUTOMOTIVE INC COM 67103H107 1,514,280 3,284,202 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,855,603 47,073 381,526
ORGANOGENESIS HLDGS INC COM 68621F102 995 259,014 SH   DFND 2,20 207,758 0 51,256
APACHE CORP COM 037411105 204,319 21,575,373 SH   DFND 10,12,13,19,2,20,5,6,8 20,399,826 6,360 1,169,187
ORGENESIS INC COM NEW 68619K204 1,185 235,077 SH   DFND 2,20 194,160 0 40,917
ORIC PHARMACEUTICALS INC COM 68622P109 3,009 120,320 SH   DFND 2,20,5 94,748 0 25,572
ORIGIN BANCORP INC COM 68621T102 8,820 412,925 SH   DFND 2,20,5,8 323,117 0 89,808
ORION ENERGY SYSTEMS INC COM 686275108 3,920 517,812 SH   DFND 2,20 437,561 0 80,251
ORION ENGINEERED CARBONS S A COM L72967109 13,649 1,091,069 SH   DFND 2,20,5,8 869,597 0 221,472
ORION GROUP HOLDINGS INC COM 68628V308 39 14,324 SH   DFND 20 14,324 0 0
ORIX CORP SPONSORED ADR 686330101 1,872 29,922 SH   DFND 2,20 29,922 0 0
ORMAT TECHNOLOGIES INC COM 686688102 53,547 905,895 SH   DFND 13,2,20,5,8 711,981 700 193,214
ORRSTOWN FINL SVCS INC COM 687380105 2,593 202,617 SH   DFND 2,20 168,402 0 34,215
ORTHOFIX MED INC COM 68752M108 23,201 745,069 SH   DFND 2,20,5,8 658,478 859 85,732
APARTMENT INVT & MGMT CO CL A 03748R754 274,547 8,141,976 SH   DFND 10,12,13,19,2,20,5,6,8 6,932,035 43,833 1,166,108
ORTHOPEDIATRICS CORP COM 68752L100 16,718 364,061 SH   DFND 2,20,5,8 314,884 0 49,177
OSHKOSH CORP COM 688239201 118,390 1,610,742 SH   DFND 12,13,19,2,20,5,6,8 1,442,439 586 167,717
OSI SYSTEMS INC COM 671044105 42,343 545,581 SH   DFND 19,2,20,5,8 457,557 0 88,024
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 1,170 216,269 SH   DFND 2,20 176,417 0 39,852
OTIS WORLDWIDE CORP COM 68902V107 2,184,033 34,989,320 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,538,669 17,585,646 1,865,005
OTTER TAIL CORP COM 689648103 30,599 845,976 SH   DFND 13,2,20,5 666,155 0 179,821
OUTFRONT MEDIA INC COM 69007J106 26,287 1,806,655 SH   DFND 13,2,20,5,8 1,468,824 12,802 325,029
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1,941 907,052 SH   DFND 2,20 634,742 0 272,310
OVERSTOCK COM INC DEL COM 690370101 81,199 1,117,667 SH   DFND 2,20,5,8 936,749 0 180,918
OVID THERAPEUTICS INC COM 690469101 4,174 727,232 SH   DFND 2,20,5 584,659 0 142,573
APELLIS PHARMACEUTICALS INC COM 03753U106 86,412 2,864,159 SH   DFND 2,20,5,8 2,588,356 600 275,203
OVINTIV INC COM 69047Q102 85,052 10,423,052 SH   DFND 19,2,20,5,8 9,460,087 1,091 961,874
OWENS & MINOR INC NEW COM 690732102 62,122 2,473,987 SH   DFND 2,20,5,8 2,179,267 0 294,720
OWENS CORNING NEW COM 690742101 306,870 4,459,666 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,692,882 163,087 603,697
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 365 31,218 SH   DFND 2 31,218 0 0
OXFORD INDS INC COM 691497309 20,887 517,517 SH   DFND 2,20,5,8 439,400 41 78,076
OYSTER PT PHARMA INC COM 69242L106 2,156 102,132 SH   DFND 2,20 84,046 0 18,086
P A M TRANSN SVCS INC COM 693149106 1,118 29,731 SH   DFND 2,20 23,787 0 5,944
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 11,526 663,531 SH   DFND 1,13,2,20,5 478,933 0 184,598
PACCAR INC COM 693718108 1,296,380 15,201,454 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,958,394 332,701 1,910,359
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 42,767 4,332,986 SH   DFND 2,20,5,8 3,649,937 0 683,049
API GROUP CORP COM STK 00187Y100 30,489 2,142,607 SH   DFND 2,20,5 1,741,807 0 400,800
PACIFIC ETHANOL INC COM 69423U305 216 29,552 SH   DFND 20 29,552 0 0
PACIFIC PREMIER BANCORP COM 69478X105 63,176 3,136,851 SH   DFND 2,20,5,8 2,686,833 900 449,118
PACIRA BIOSCIENCES COM 695127100 84,944 1,412,910 SH   DFND 2,20,5,8 1,220,056 1,000 191,854
PACKAGING CORP AMER COM 695156109 459,351 4,182,222 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,522,258 133,911 526,053
PACWEST BANCORP DEL COM 695263103 72,989 4,273,352 SH   DFND 12,13,2,20,5,6,8 3,969,533 33,879 269,940
PAE INC COM CL A 69290Y109 16,108 1,895,111 SH   DFND 2,20,5,8 1,679,321 0 215,790
PAGERDUTY INC COM 69553P100 20,944 772,544 SH   DFND 2,20,5,8 669,455 0 103,089
PAGSEGURO DIGITAL LTD COM CL A G68707101 10,762 285,385 SH   DFND 10,19,2,20,8 285,385 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 33 69,822 SH   DFND 20 69,822 0 0
PALO ALTO NETWORKS INC COM 697435105 505,965 2,067,272 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,630,808 46,939 389,525
ABERCROMBIE & FITCH CO CL A 002896207 34,448 2,472,927 SH   DFND 12,2,20,5,8 2,163,848 11,030 298,049
APOGEE ENTERPRISES INC COM 037598109 25,426 1,189,782 SH   DFND 2,20,5,8 671,331 1,128 517,323
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 45,578 40,321,000 PRN   DFND 2,5 40,321,000 0 0
PALOMAR HLDGS INC COM 69753M105 64,350 617,325 SH   DFND 2,20,5,8 526,680 0 90,645
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 5,793 560,807 SH   DFND 13,2,20,5 390,263 900 169,644
PANDION THERAPEUTICS INC COM 698340106 760 66,283 SH   DFND 20 52,768 0 13,515
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 272 105,200 SH   DFND 2,20 86,300 0 18,900
PANHANDLE OIL & GAS INC CL A 698477106 18 12,328 SH   DFND 20 12,328 0 0
PAPA JOHNS INTL INC COM 698813102 79,150 961,956 SH   DFND 2,20,5,6,8 816,372 458 145,126
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 11,145 1,646,230 SH   DFND 2,20,5 1,501,033 0 145,197
PAR TECHNOLOGY CORP COM 698884103 10,303 254,330 SH   DFND 2,20,5 202,375 0 51,955
PARAMOUNT GROUP INC COM 69924R108 42,887 5,975,703 SH   DFND 10,13,2,20,5,8 4,640,075 53,975 1,281,653
APOLLO COML REAL EST FIN INC COM 03762U105 44,827 4,789,551 SH   DFND 2,20,5,8 4,093,854 1,600 694,097
PARATEK PHARMACEUTICALS INC COM 699374302 3,742 691,766 SH   DFND 2,20,5 555,615 0 136,151
PARETEUM CORP COM NEW 69946T207 47 69,403 SH   DFND 20 69,403 0 0
PARK AEROSPACE CORP COM 70014A104 7,382 669,931 SH   DFND 13,2,20,5,8 541,733 861 127,337
PARK CITY GROUP INC COM NEW 700215304 628 127,467 SH   DFND 2,20 98,734 0 28,733
PARK HOTELS RESORTS INC COM 700517105 102,166 10,226,784 SH   DFND 10,13,19,2,20,5,6,8 9,008,150 66,646 1,151,988
PARK NATL CORP COM 700658107 40,212 490,634 SH   DFND 2,20,5,8 423,261 0 67,373
PARK OHIO HLDGS CORP COM 700666100 3,816 237,431 SH   DFND 2,20,5 207,207 0 30,224
PARKE BANCORP INC COM 700885106 2,080 174,220 SH   DFND 2,20 141,640 0 32,580
PARKER-HANNIFIN CORP COM 701094104 1,074,007 5,307,931 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,530,113 119,193 658,625
PARSLEY ENERGY INC CL A 701877102 99,086 10,586,100 SH   DFND 13,2,20,5 10,135,310 2,300 448,490
APOLLO GLOBAL MGMT INC COM CL A 03768E105 150,552 3,364,283 SH   DFND 10,12,13,19,2,20,5,6,8 2,679,216 157,491 527,576
PARSONS CORPORATION COM 70202L102 39,366 1,173,689 SH   DFND 2,20,5,8 1,066,663 0 107,026
PARTNERS BANCORP COM 70213Q108 532 94,100 SH   DFND 2,20 71,400 0 22,700
PARTY CITY HOLDCO INC COM 702149105 123 47,364 SH   DFND 20 47,364 0 0
PASSAGE BIO INC COM 702712100 3,018 230,211 SH   DFND 2,20,5,8 190,328 0 39,883
PATRICK INDS INC COM 703343103 39,587 688,227 SH   DFND 2,20,5,8 584,830 0 103,397
PATTERSON COS INC COM 703395103 68,587 2,845,324 SH   DFND 12,13,2,20,5,6,8 2,445,592 3,564 396,168
PATTERSON UTI ENERGY INC COM 703481101 21,868 7,673,035 SH   DFND 12,13,2,20,5,8 6,918,628 2,087 752,320
PAVMED INC COM 70387R106 742 416,769 SH   DFND 2,20 333,178 0 83,591
PAYCHEX INC COM 704326107 1,096,214 13,742,183 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,746,182 373,940 1,622,061
PAYCOM SOFTWARE INC COM 70432V102 609,801 1,958,884 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,670,179 52,053 236,652
APOLLO MED HLDGS INC COM NEW 03763A207 5,903 329,064 SH   DFND 2,20,5,8 251,118 0 77,946
PAYLOCITY HLDG CORP COM 70438V106 131,352 813,726 SH   DFND 19,2,20,5,6,8 729,538 300 83,888
PAYPAL HLDGS INC COM 70450Y103 9,139,864 46,388,186 SH   DFND 10,11,12,13,19,2,20,5,6,8 39,817,860 1,095,736 5,474,590
PAYSIGN INC COM 70451A104 3,275 576,499 SH   DFND 2,20,5,8 450,984 0 125,515
PBF ENERGY INC CL A 69318G106 50,552 8,884,283 SH   DFND 12,13,19,2,20,5,8 8,410,861 1,000 472,422
PC CONNECTION INC COM 69318J100 15,843 385,861 SH   DFND 2,20,5,8 332,062 0 53,799
PCB BANCORP COM 69320M109 1,941 220,852 SH   DFND 2,20 183,797 0 37,055
PCSB FINL CORP COM 69324R104 4,068 337,050 SH   DFND 13,2,20,5 269,001 0 68,049
PCTEL INC COM 69325Q105 1,210 213,862 SH   DFND 2,20 174,162 0 39,700
PDC ENERGY INC COM 69327R101 56,447 4,554,006 SH   DFND 12,13,2,20,5 4,152,300 1,703 400,003
PDF SOLUTIONS INC COM 693282105 16,573 885,770 SH   DFND 2,20,5,8 741,785 0 143,985
APPFOLIO INC COM CL A 03783C100 48,504 342,032 SH   DFND 2,20,5,8 267,583 200 74,249
PDL BIOPHARMA INC COM 69329Y104 16,596 5,268,663 SH   DFND 2,20,5,8 4,676,963 4,743 586,957
PDL CMNTY BANCORP COM 69290X101 1,257 142,543 SH   DFND 2,20,6 112,496 0 30,047
PEABODY ENERGY CORP NEW COM 704551100 3,990 1,734,835 SH   DFND 13,2,20,5 1,515,890 2,400 216,545
PEAPACK-GLADSTONE FINL CORP COM 704699107 5,504 363,273 SH   DFND 2,20,5,8 289,279 0 73,994
PEBBLEBROOK HOTEL TR COM 70509V100 81,561 6,504,145 SH   DFND 10,13,2,20,5,6,8 5,475,583 36,346 992,216
PEGASYSTEMS INC COM 705573103 59,795 493,889 SH   DFND 19,2,20,5,8 395,121 426 98,342
PELOTON INTERACTIVE INC CL A COM 70614W100 273,853 2,759,501 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,251,373 120,372 387,756
PENN NATL GAMING INC COM 707569109 315,346 4,337,629 SH   DFND 12,13,2,20,5,6,8 3,673,084 1,350 663,195
PENN VA CORP COM 70788V102 4,296 436,124 SH   DFND 2,20 385,488 0 50,636
PENNANT GROUP INC COM 70805E109 29,401 762,467 SH   DFND 2,20,5,8 646,001 700 115,766
APPIAN CORP CL A 03782L101 47,004 725,923 SH   DFND 2,20,5,8 574,144 400 151,379
PENNS WOODS BANCORP INC COM 708430103 2,437 122,766 SH   DFND 2,20 101,846 0 20,920
PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 50 89,992 SH   DFND 20,5 89,992 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 75,383 1,297,032 SH   DFND 10,2,20,5,8 1,062,415 6,551 228,066
PENNYMAC MTG INVT TR COM 70931T103 53,804 3,348,128 SH   DFND 13,2,20,5,8 2,843,493 500 504,135
PENSKE AUTOMOTIVE GRP INC COM 70959W103 27,052 567,610 SH   DFND 13,19,2,20,5,8 489,332 217 78,061
PENTAIR PLC SHS G7S00T104 467,449 10,212,999 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,754,337 358,058 1,100,604
PENUMBRA INC COM 70975L107 156,230 803,737 SH   DFND 13,19,2,20,5,6,8 721,817 300 81,620
PEOPLES BANCORP INC COM 709789101 7,777 407,404 SH   DFND 13,2,20,5,8 317,868 0 89,536
PEOPLES BANCORP N C INC COM 710577107 1,178 76,370 SH   DFND 2,20 60,227 0 16,143
PEOPLES FINL SVCS CORP COM 711040105 4,593 132,129 SH   DFND 2,20,5 106,605 0 25,524
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 67,601 7,034,440 SH   DFND 10,12,13,2,20,5,8 5,829,210 59,258 1,145,972
PEOPLES UNITED FINANCIAL INC COM 712704105 553,791 53,714,005 SH   DFND 10,12,13,19,2,20,5,6,8 51,378,002 260,599 2,075,404
PEPSICO INC COM 713448108 8,832,586 63,727,171 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 54,973,416 1,508,077 7,245,678
PERDOCEO ED CORP COM 71363P106 26,635 2,176,102 SH   DFND 2,20,5,8 1,860,751 0 315,351
PERFICIENT INC COM 71375U101 44,072 1,031,157 SH   DFND 2,20,5,8 880,852 0 150,305
PERFORMANCE FOOD GROUP CO COM 71377A103 90,970 2,627,667 SH   DFND 12,13,2,20,5,8 2,013,646 900 613,121
PERFORMANT FINL CORP COM 71377E105 14 14,799 SH   DFND 20 14,799 0 0
PERION NETWORK LTD SHS NEW M78673114 151 21,677 SH   DFND 2 21,677 0 0
PERKINELMER INC COM 714046109 566,459 4,513,261 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,881,152 68,297 563,812
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 166 66,425 SH   DFND 2 66,425 0 0
PERRIGO CO PLC SHS G97822103 291,085 6,340,346 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,096,765 137,586 1,105,995
APPLE INC COM 037833100 77,875,836 672,444,836 SH   DFND 10,11,12,13,19,2,20,5,6,8 569,158,815 15,949,425 87,336,596
PERSONALIS INC COM 71535D106 7,835 361,557 SH   DFND 2,20,5 285,868 0 75,689
PERSPECTA INC COM 715347100 86,045 4,407,834 SH   DFND 1,12,13,2,20,5,6,8 3,740,964 2,838 664,032
PETIQ INC COM CL A 71639T106 15,749 478,403 SH   DFND 2,20,5,8 385,096 0 93,307
PETMED EXPRESS INC COM 716382106 27,311 863,736 SH   DFND 2,20,5,8 773,666 1,400 88,670
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,121 38,021 SH   DFND 1,5 2,332 0 35,689
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 65,604 9,318,459 SH   DFND 10,2,20,5 8,293,908 917,009 107,542
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 52,088 7,228,168 SH   DFND 1,10,2,20,5 6,298,408 828,834 100,926
PFIZER INC COM 717081103 10,609,652 289,091,326 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 204,939,601 6,136,258 78,015,467
PFSWEB INC COM NEW 717098206 1,205 180,105 SH   DFND 2,20 147,938 0 32,167
PG&E CORP COM 69331C108 223,814 23,835,348 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,993,341 655,984 4,186,023
APPLIED GENETIC TECHNOLOGIES COM 03820J100 1,901 391,228 SH   DFND 2,20 337,928 0 53,300
PG&E CORP UNIT 99/99/9999 69331C140 25,485 260,000 SH   DFND 2 260,000 0 0
PGT INNOVATIONS INC COM 69336V101 32,271 1,841,963 SH   DFND 2,20,5,8 1,577,181 0 264,782
PHASEBIO PHARMACEUTICALS INC COM 717224109 1,056 300,757 SH   DFND 2,20 240,631 0 60,126
PHATHOM PHARMACEUTICALS INC COM 71722W107 7,859 214,307 SH   DFND 2,20,5,8 178,188 0 36,119
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 13,236 760,683 SH   DFND 2,20,5,8 618,224 0 142,459
PHILIP MORRIS INTL INC COM 718172109 4,507,631 59,160,761 SH   DFND 10,12,13,19,2,20,5,6,8 53,752,304 905,941 4,502,516
PHILLIPS 66 COM 718546104 1,318,628 25,436,492 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,723,878 327,063 2,385,551
PHOTRONICS INC COM 719405102 21,552 2,163,855 SH   DFND 2,20,5,8 1,805,672 140 358,043
PHREESIA INC COM 71944F106 17,717 551,424 SH   DFND 2,20,5,8 419,803 0 131,621
PHYSICIANS RLTY TR COM 71943U104 152,633 8,522,241 SH   DFND 10,19,2,20,5,6,8 6,838,290 59,549 1,624,402
APPLIED INDL TECHNOLOGIES IN COM 03820C105 65,960 1,197,096 SH   DFND 2,20,5,8 1,013,916 295 182,885
PICO HLDGS INC COM NEW 693366205 3,391 378,503 SH   DFND 2,20,5 294,660 0 83,843
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 67,890 5,002,943 SH   DFND 10,12,13,2,20,5,8 3,941,849 36,354 1,024,740
PIERIS PHARMACEUTICALS INC COM 720795103 1,913 924,369 SH   DFND 2,20,5 729,306 0 195,063
PILGRIMS PRIDE CORP COM 72147K108 16,956 1,133,037 SH   DFND 13,19,2,20,5,6,8 1,004,037 0 129,000
PINDUODUO INC NOTE 10/0 722304AB8 43,303 23,915,000 PRN   DFND 2,5 23,915,000 0 0
PINDUODUO INC SPONSORED ADS 722304102 492,779 6,645,698 SH   DFND 1,10,12,13,19,2,20,5,8 4,197,079 124,100 2,324,519
PING IDENTITY HLDG CORP COM 72341T103 21,836 699,659 SH   DFND 2,20,5,8 546,156 0 153,503
PINNACLE FINL PARTNERS INC COM 72346Q104 73,849 2,074,983 SH   DFND 13,2,20,5,6,8 1,901,908 1,000 172,075
PINNACLE WEST CAP CORP COM 723484101 473,247 6,348,049 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,591,127 117,561 639,361
PINTEREST INC CL A 72352L106 324,961 7,828,492 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,366,694 229,086 1,232,712
ABIOMED INC COM 003654100 539,929 1,948,779 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,639,867 26,960 281,952
APPLIED MATLS INC COM 038222105 2,610,328 43,907,962 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 37,651,542 1,342,883 4,913,537
PIONEER BANCORP INC COM 723561106 1,740 195,914 SH   DFND 2,20 138,028 0 57,886
PIONEER NAT RES CO COM 723787107 849,353 9,815,300 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,743,135 153,615 918,550
PIPER SANDLER COMPANIES COM 724078100 35,966 492,684 SH   DFND 2,20,5,8 414,939 0 77,745
PITNEY BOWES INC COM 724479100 34,611 6,518,051 SH   DFND 12,13,2,20,5,8 5,711,448 3,874 802,729
PIXELWORKS INC COM NEW 72581M305 910 443,944 SH   DFND 2,20 356,905 0 87,039
PJT PARTNERS INC COM CL A 69343T107 29,105 480,209 SH   DFND 2,20,5,8 357,421 0 122,788
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 2,598 426,624 SH   DFND 20,5,8 242,163 1,200 183,261
PLANET FITNESS INC CL A 72703H101 60,220 977,288 SH   DFND 13,19,2,20,5,8 774,551 800 201,937
PLANTRONICS INC NEW COM 727493108 15,522 1,310,973 SH   DFND 2,20,5,8 1,152,415 211 158,347
PLAYA HOTELS & RESORTS NV SHS N70544106 1,020 243,417 SH   DFND 2,20,5,8 208,419 0 34,998
APPLIED MOLECULAR TRANS INC COM 03824M109 5,074 159,469 SH   DFND 2,20,5 120,883 0 38,586
PLAYAGS INC COM 72814N104 1,891 534,225 SH   DFND 2,20,5 431,123 0 103,102
PLDT INC SPONSORED ADR 69344D408 756 27,962 SH   DFND 2,20,5 27,962 0 0
PLEXUS CORP COM 729132100 62,891 890,429 SH   DFND 2,20,5,8 748,200 186 142,043
PLIANT THERAPEUTICS INC COM 729139105 2,723 120,207 SH   DFND 2,20 86,209 0 33,998
PLUG POWER INC COM NEW 72919P202 105,372 7,857,720 SH   DFND 13,2,20,5,8 6,291,492 0 1,566,228
PLUMAS BANCORP COM 729273102 953 48,400 SH   DFND 2,20 37,900 0 10,500
PLURALSIGHT INC COM CL A 72941B106 22,000 1,284,299 SH   DFND 19,2,20,5,8 1,060,366 1,100 222,833
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 12,094 13,609,000 PRN   DFND 2,5 13,609,000 0 0
PLURISTEM THERAPEUTICS INC COM NEW 72940R300 124 11,774 SH   DFND 2 11,774 0 0
PLYMOUTH INDL REIT INC COM 729640102 3,054 243,740 SH   DFND 2,20,5 188,354 0 55,386
APPLIED OPTOELECTRONICS INC COM 03823U102 6,816 605,852 SH   DFND 2,20,5 538,625 0 67,227
PNC FINL SVCS GROUP INC COM 693475105 2,038,143 18,543,748 SH   DFND 10,12,13,19,2,20,5,6,8 16,147,167 288,853 2,107,728
PNM RES INC COM 69349H107 103,034 2,492,967 SH   DFND 12,13,2,20,5,6,8 2,129,851 1,065 362,051
POINTS INTL LTD COM NEW 730843208 195 20,189 SH   DFND 13,2 18,489 0 1,700
POLARIS INC COM 731068102 272,885 2,892,567 SH   DFND 12,13,19,2,20,5,6,8 2,760,136 590 131,841
POLARITYTE INC COM 731094108 17 16,175 SH   DFND 20 16,175 0 0
POOL CORP COM 73278L105 304,382 909,852 SH   DFND 13,19,2,20,5,6,8 814,067 429 95,356
POPULAR INC COM NEW 733174700 70,800 1,926,526 SH   DFND 12,13,2,20,5,8 1,708,185 1,367 216,974
PORTLAND GEN ELEC CO COM NEW 736508847 68,291 1,901,974 SH   DFND 12,13,2,20,5,8 1,478,354 1,400 422,220
POSCO SPONSORED ADR 693483109 19,756 471,952 SH   DFND 2,20,5 461,857 9,518 577
POSEIDA THERAPEUTICS INC COM 73730P108 1,168 131,648 SH   DFND 20 107,463 0 24,185
APPLIED THERAPEUTICS INC COM 03828A101 4,963 239,045 SH   DFND 2,20,5,8 194,152 0 44,893
POST HLDGS INC COM 737446104 123,948 1,441,254 SH   DFND 13,2,20,5,6,8 1,289,181 623 151,450
POTBELLY CORP COM 73754Y100 114 30,138 SH   DFND 20 30,138 0 0
POTLATCHDELTIC CORPORATION COM 737630103 84,379 2,004,249 SH   DFND 19,2,20,5,6,8 1,688,439 653 315,157
POWELL INDS INC COM 739128106 6,422 266,158 SH   DFND 2,20,5,8 227,954 0 38,204
POWER INTEGRATIONS INC COM 739276103 115,591 2,086,472 SH   DFND 19,2,20,5,8 1,805,466 400 280,606
POWERFLEET INC COM 73931J109 1,697 301,378 SH   DFND 2,20 239,778 0 61,600
PPD INC COM 69355F102 48,919 1,322,486 SH   DFND 2,20,5 1,130,578 0 191,908
PPG INDS INC COM 693506107 1,336,721 10,949,546 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,462,930 264,662 1,221,954
PPL CORP COM 69351T106 1,148,941 41,584,550 SH   DFND 10,11,12,13,19,2,20,5,6,8 36,353,141 503,255 4,728,154
PQ GROUP HLDGS INC COM 73943T103 8,179 797,218 SH   DFND 2,20,5,8 601,217 0 196,001
APREA THERAPEUTICS INC COM 03836J102 3,082 128,112 SH   DFND 2,20,5,8 104,014 0 24,098
PRA GROUP INC COM 69354N106 55,954 1,400,590 SH   DFND 2,20,5,8 1,193,847 634 206,109
PRA HEALTH SCIENCES INC COM 69354M108 144,852 1,427,954 SH   DFND 13,19,2,20,5,6,8 1,273,405 900 153,649
PRECIGEN INC COM 74017N105 13,128 3,750,882 SH   DFND 2,20,5,8 3,421,653 1,500 327,729
PRECISION BIOSCIENCES INC COM 74019P108 4,758 772,349 SH   DFND 2,20,5,8 624,068 0 148,281
PREFERRED APT CMNTYS INC COM 74039L103 5,642 1,012,003 SH   DFND 2,20,5,8 797,299 0 214,704
PREFERRED BK LOS ANGELES CA COM NEW 740367404 14,843 462,112 SH   DFND 2,20,5,8 396,900 0 65,212
PREFORMED LINE PRODS CO COM 740444104 2,690 54,987 SH   DFND 2,20 45,272 0 9,715
PREMIER FINANCIAL CORP COM 74052F108 12,295 789,411 SH   DFND 2,20,5,8 581,922 0 207,489
PREMIER FINL BANCORP INC COM 74050M105 2,438 225,758 SH   DFND 13,2,20,5 185,388 0 40,370
PREMIER INC CL A 74051N102 31,306 953,576 SH   DFND 19,2,20,5,8 760,367 1,400 191,809
APTARGROUP INC COM 038336103 242,468 2,141,942 SH   DFND 12,13,19,2,20,5,6,8 1,977,526 810 163,606
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 62,622 1,719,429 SH   DFND 2,20,5,6,8 1,484,409 300 234,720
PREVAIL THERAPEUTICS INC COM 74140Y101 2,573 252,770 SH   DFND 2,20,5 205,816 0 46,954
PRICE T ROWE GROUP INC COM 74144T108 1,491,114 11,629,341 SH   DFND 10,12,13,19,2,20,5,6,8 9,977,867 411,287 1,240,187
PRICELINE GRP INC COM 09857L108 3,006,479 1,757,476 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,517,356 43,440 196,680
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 24,112 22,643,000 PRN   DFND 2,5 22,643,000 0 0
PRICESMART INC COM 741511109 49,161 739,826 SH   DFND 2,20,5,8 633,955 365 105,506
PRIMEENERGY RESOURCES CORP COM 74158E104 538 8,122 SH   DFND 2,20 6,101 0 2,021
PRIMERICA INC COM 74164M108 109,720 969,775 SH   DFND 12,13,2,20,5,6,8 873,487 300 95,988
PRIMO WATER CORPORATION COM 74167P108 36,990 2,604,960 SH   DFND 2,20,5 2,027,860 0 577,100
PRIMORIS SVCS CORP COM 74164F103 17,108 945,180 SH   DFND 10,2,20,5,8 717,515 4,486 223,179
APTINYX INC COM 03836N103 1,051 311,000 SH   DFND 2,20 255,300 0 55,700
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 497,543 12,355,179 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,865,522 206,718 1,282,939
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 325 103,004 SH   DFND 2,20 77,875 0 25,129
PROASSURANCE CORP COM 74267C106 26,918 1,715,656 SH   DFND 13,2,20,5,8 1,459,232 648 255,776
PROCTER AND GAMBLE CO COM 742718109 15,932,486 114,630,448 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 93,836,311 2,609,605 18,184,532
PROFESSIONAL HLDG CORP CL A COM 743139107 865 64,536 SH   DFND 2,20 51,336 0 13,200
PROGENITY INC COM 74319F107 286 31,726 SH   DFND 20 25,400 0 6,326
PROGRESS SOFTWARE CORP COM 743312100 52,314 1,426,230 SH   DFND 10,2,20,5,8 1,212,378 7,963 205,889
PROGRESSIVE CORP COM 743315103 2,391,898 25,265,641 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,794,075 601,592 2,869,974
PROGYNY INC COM 74340E103 13,753 467,316 SH   DFND 2,20,5,8 362,722 0 104,594
PROLOGIS INC. COM 74340W103 4,326,978 43,003,158 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,658,712 659,519 6,684,927
APTIV PLC SHS G6095L109 1,026,006 11,191,164 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,637,695 278,168 1,275,301
PROOFPOINT INC COM 743424103 77,163 731,053 SH   DFND 13,19,2,20,5,8 592,543 500 138,010
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 23,091 23,089,000 PRN   DFND 2,5 23,089,000 0 0
PROPETRO HLDG CORP COM 74347M108 13,377 3,294,826 SH   DFND 2,20,5,8 2,930,555 0 364,271
PROQR THRAPEUTICS N V SHS EURO N71542109 48 10,085 SH   DFND 2 10,085 0 0
PROS HOLDINGS INC COM 74346Y103 26,217 820,816 SH   DFND 2,20,5,8 628,560 800 191,456
PROSIGHT GLOBAL INC COM 74349J103 1,627 143,472 SH   DFND 2,20,5 110,071 0 33,401
PROSPERITY BANCSHARES INC COM 743606105 297,972 5,698,239 SH   DFND 13,2,20,5,6,8 5,482,571 793 214,875
PROTAGONIST THERAPEUTICS INC COM 74366E102 22,572 1,154,553 SH   DFND 2,20,5 1,055,616 0 98,937
PROTARA THERAPEUTICS INC COM STK 74365U107 387 23,018 SH   DFND 2,20 18,101 0 4,917
PROTECTIVE INS CORP CL B 74368L203 2,565 195,335 SH   DFND 2,20,5 161,292 0 34,043
APYX MEDICAL CORPORATION COM 03837C106 2,818 598,350 SH   DFND 2,20 481,289 0 117,061
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 12 11,200 SH   DFND 20 11,200 0 0
PROTHENA CORP PLC SHS G72800108 12,322 1,233,451 SH   DFND 2,20,5,8 1,084,097 94 149,260
PROTO LABS INC COM 743713109 108,066 834,488 SH   DFND 2,20,5,8 710,976 300 123,212
PROVENTION BIO INC COM 74374N102 13,256 1,033,239 SH   DFND 2,20,5,8 841,591 0 191,648
PROVIDENCE SVC CORP COM 743815102 37,469 403,285 SH   DFND 2,20,5,8 349,979 0 53,306
PROVIDENT BANCORP INC COM NEW 74383L105 1,259 161,585 SH   DFND 2,20 133,912 0 27,673
PROVIDENT FINL HLDGS INC COM 743868101 1,134 95,282 SH   DFND 2,20 72,622 0 22,660
PROVIDENT FINL SVCS INC COM 74386T105 29,072 2,382,922 SH   DFND 2,20,5,8 2,007,371 300 375,251
PRUDENTIAL BANCORP INC NEW COM 74431A101 1,483 140,665 SH   DFND 2,20 114,345 0 26,320
PRUDENTIAL FINL INC COM 744320102 1,152,242 18,139,825 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,584,102 425,058 2,130,665
AQUESTIVE THERAPEUTICS INC COM 03843E104 1,407 289,844 SH   DFND 2,20,5 240,568 0 49,276
PRUDENTIAL PLC ADR 74435K204 525 18,364 SH   DFND 20 18,364 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 125,470 1,025,165 SH   DFND 10,19,2,20,5,6,8 855,601 5,748 163,816
PTC INC COM 69370C100 280,409 3,389,857 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,914,672 67,667 407,518
PTC THERAPEUTICS INC COM 69366J200 106,759 2,283,608 SH   DFND 2,20,5,8 1,996,628 300 286,680
PUBLIC STORAGE COM 74460D109 2,186,999 9,819,502 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,948,537 278,168 1,592,797
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,501,599 27,346,553 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,439,901 572,359 3,334,293
PULSE BIOSCIENCES INC COM 74587B101 2,708 229,661 SH   DFND 2,20,5 185,137 0 44,524
PULTE GROUP INC COM 745867101 633,550 13,651,817 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,761,953 439,547 1,450,317
PUMA BIOTECHNOLOGY INC COM 74587V107 28,460 2,820,641 SH   DFND 13,2,20,5,8 2,689,712 1,000 129,929
PURE STORAGE INC CL A 74624M102 45,440 2,952,558 SH   DFND 19,2,20,5,8 2,391,992 2,000 558,566
ABM INDS INC COM 000957100 199,851 5,424,473 SH   DFND 2,20,5,8 5,102,723 376 321,374
ARAMARK COM 03852U106 126,184 4,770,673 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,794,985 143,268 832,420
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 14,321 14,858,000 PRN   DFND 2,5 14,858,000 0 0
PURECYCLE CORP COM NEW 746228303 3,111 345,319 SH   DFND 2,20,5 283,497 0 61,822
PURPLE INNOVATION INC COM 74640Y106 8,324 334,831 SH   DFND 2,20,5 267,703 0 67,128
PUXIN LTD ADS 74704P108 315 35,417 SH   DFND 2 35,417 0 0
PVH CORPORATION COM 693656100 144,001 2,414,507 SH   DFND 10,12,13,19,2,20,5,6,8 2,128,518 1,119 284,870
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 1,626 303,409 SH   DFND 2,20 241,351 0 62,058
Q2 HLDGS INC COM 74736L109 91,872 1,006,702 SH   DFND 2,20,5,8 778,270 800 227,632
QAD INC CL A 74727D306 11,091 262,819 SH   DFND 2,20,5,8 207,569 0 55,250
QCR HOLDINGS INC COM 74727A104 9,896 360,238 SH   DFND 2,20,5,8 286,871 0 73,367
QEP RESOURCES INC COM 74733V100 5,471 6,060,419 SH   DFND 12,13,2,20,5 6,058,919 0 1,500
ARAVIVE INC COM 03890D108 895 190,449 SH   DFND 2,20 159,786 0 30,663
QIAGEN NV SHS NEW N72482123 109,091 2,087,472 SH   DFND 2,20,6,8 1,781,800 0 305,672
QIWI PLC SPON ADR REP B 74735M108 3,328 191,837 SH   DFND 2 191,837 0 0
QORVO INC COM 74736K101 648,150 5,024,027 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,173,623 148,266 702,138
QTS RLTY TR INC COM CL A 74736A103 148,173 2,334,174 SH   DFND 10,2,20,5,8 1,825,691 17,474 491,009
QUAD / GRAPHICS INC COM CL A 747301109 1,989 656,555 SH   DFND 2,20,5 536,242 0 120,313
QUAKER CHEM CORP COM 747316107 75,782 421,693 SH   DFND 2,20,5,8 358,428 108 63,157
QUALCOMM INC COM 747525103 5,546,889 47,135,362 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,547,991 844,353 5,743,018
QUALYS INC COM 74758T303 106,622 1,087,867 SH   DFND 2,20,5,6,8 930,113 400 157,354
QUANEX BUILDING PRODUCTS COR COM 747619104 19,758 1,071,471 SH   DFND 2,20,5,8 924,109 0 147,362
QUANTA SVCS INC COM 74762E102 243,228 4,597,020 SH   DFND 10,12,13,19,2,20,5,6,8 4,014,456 1,698 580,866
ARBOR REALTY TRUST INC COM 038923108 23,255 2,027,493 SH   DFND 2,20,5,8 1,540,803 0 486,690
QUANTERIX CORP COM 74766Q101 11,877 352,008 SH   DFND 2,20,5,8 264,409 0 87,599
QUANTUM CORP COM NEW 747906501 1,599 347,661 SH   DFND 2,20 271,237 0 76,424
QUDIAN INC ADR 747798106 2,035 1,641,183 SH   DFND 1,13,2,20,5 1,452,861 0 188,322
QUEST DIAGNOSTICS INC COM 74834L100 764,718 6,679,346 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,722,761 196,937 759,648
QUIDEL CORP COM 74838J101 198,895 906,625 SH   DFND 13,19,2,20,5,6,8 814,502 405 91,718
QUINSTREET INC COM 74874Q100 22,972 1,450,271 SH   DFND 2,20,5,8 1,238,273 0 211,998
QUOTIENT LTD SHS G73268107 5,130 998,102 SH   DFND 2,20,5,8 756,832 0 241,270
QUOTIENT TECHNOLOGY INC COM 749119103 14,541 1,970,384 SH   DFND 2,20,5,8 1,590,823 0 379,561
QURATE RETAIL INC COM SER A 74915M100 45,207 6,296,249 SH   DFND 12,13,19,2,20,5,8 5,355,279 5,279 935,691
QUTOUTIAO INC ADS REP SHS A 74915J107 737 336,500 SH   DFND 2,20,5 318,000 0 18,500
ARBUTUS BIOPHARMA CORP COM 03879J100 162 51,910 SH   DFND 20 51,910 0 0
R1 RCM INC COM 749397105 57,173 3,333,700 SH   DFND 2,20,5,8 2,845,096 0 488,604
RACKSPACE TECHNOLOGY INC COM 750102105 9,767 506,338 SH   DFND 2,20 399,519 0 106,819
RADA ELECTR INDS LTD COM PAR NEW M81863124 835 140,838 SH   DFND 2 140,838 0 0
RADIAN GROUP INC COM 750236101 77,688 5,317,457 SH   DFND 13,2,20,5,8 4,381,722 1,653 934,082
RADIANT LOGISTICS INC COM 75025X100 3,697 719,287 SH   DFND 2,20,5 593,611 0 125,676
RADIUS HEALTH INC COM NEW 750469207 27,380 2,414,506 SH   DFND 2,20,5,8 2,213,141 0 201,365
RADNET INC COM 750491102 20,529 1,337,423 SH   DFND 2,20,5,8 1,140,256 0 197,167
RADWARE LTD ORD M81873107 9,153 377,610 SH   DFND 2,20,5,8 264,099 500 113,011
RAFAEL HLDGS INC COM CL B 75062E106 2,762 178,184 SH   DFND 2,20,5 146,975 0 31,209
RALPH LAUREN CORP CL A 751212101 172,102 2,532,030 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,797,466 67,766 666,798
ARC DOCUMENT SOLUTIONS INC COM 00191G103 35 38,476 SH   DFND 20 38,476 0 0
RAMBUS INC DEL COM 750917106 57,769 4,219,769 SH   DFND 2,20,5,8 3,691,908 485 527,376
RANGE RES CORP COM 75281A109 113,906 17,206,339 SH   DFND 12,13,2,20,5,8 13,162,163 5,410 4,038,766
RANPAK HOLDINGS CORP COM CL A 75321W103 3,581 376,190 SH   DFND 2,20,5,8 276,790 0 99,400
RAPID7 INC COM 753422104 64,880 1,059,437 SH   DFND 2,20,5,8 826,570 900 231,967
RAPT THERAPEUTICS INC COM 75382E109 6,000 186,328 SH   DFND 2,20,5 149,384 0 36,944
RATTLER MIDSTREAM LP COM UNITS 75419T103 551 92,680 SH   DFND 20,5,8 64,962 0 27,718
RAVEN INDS INC COM 754212108 22,943 1,066,109 SH   DFND 2,20,5,8 894,025 0 172,084
RAYMOND JAMES FINL INC COM 754730109 371,105 5,074,737 SH   DFND 10,12,13,19,2,20,5,6,8 4,432,467 76,157 566,113
RAYONIER ADVANCED MATLS INC COM 75508B104 5,979 1,868,320 SH   DFND 2,20,5 1,663,222 0 205,098
RAYONIER INC COM 754907103 84,210 3,184,946 SH   DFND 12,13,2,20,5,6,8 2,868,594 1,214 315,138
ARCBEST CORP COM 03937C105 31,416 1,011,455 SH   DFND 2,20,5,8 886,554 1,000 123,901
RAYTHEON TECHNOLOGIES CORP COM 75513E101 7,107,033 123,514,657 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 56,240,661 61,003,603 6,270,394
RBB BANCORP COM 74930B105 2,976 262,399 SH   DFND 2,20,5 208,133 0 54,266
RBC BEARINGS INC COM 75524B104 58,721 484,459 SH   DFND 13,2,20,5,8 368,784 200 115,475
RCI HOSPITALITY HLDGS INC COM 74934Q108 3,563 174,651 SH   DFND 2,20,5 143,715 0 30,936
RE MAX HLDGS INC CL A 75524W108 17,670 539,863 SH   DFND 2,20,5,8 454,313 0 85,550
READING INTERNATIONAL INC CL A 755408101 235 72,917 SH   DFND 2,20 72,917 0 0
READY CAPITAL CORP COM 75574U101 19,852 1,726,497 SH   DFND 2,20,5,8 1,540,814 0 185,683
REALNETWORKS INC COM NEW 75605L708 18 15,119 SH   DFND 20 15,119 0 0
REALOGY HLDGS CORP COM 75605Y106 37,277 3,948,866 SH   DFND 12,13,2,20,5,8 3,401,365 1,100 546,401
REALPAGE INC COM 75606N109 64,909 1,126,114 SH   DFND 19,2,20,5,6,8 909,659 1,300 215,155
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 3,210 242,264 SH   DFND 1,2,20 133,264 0 109,000
REALTY INCOME CORP COM 756109104 1,502,986 24,647,321 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,397,884 299,519 2,949,918
REATA PHARMACEUTICALS INC CL A 75615P103 37,729 387,282 SH   DFND 13,2,20,5,8 331,003 200 56,079
RECRO PHARMA INC COM 75629F109 858 408,639 SH   DFND 2,20 337,118 0 71,521
RED LION HOTELS CORP COM 756764106 26 12,239 SH   DFND 20 12,239 0 0
RED RIVER BANCSHARES INC COM 75686R202 3,568 82,979 SH   DFND 2,20,5 67,437 0 15,542
RED ROBIN GOURMET BURGERS IN COM 75689M101 6,070 461,279 SH   DFND 2,20,5 407,391 0 53,888
RED ROCK RESORTS INC CL A 75700L108 22,484 1,314,854 SH   DFND 2,20,5,8 1,002,486 400 311,968
RED VIOLET INC COM 75704L104 1,413 76,552 SH   DFND 2,20 61,166 0 15,386
REDFIN CORP COM 75737F108 93,921 1,881,044 SH   DFND 2,20,5,8 1,440,768 900 439,376
REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 1,039 101,643 SH   DFND 1,2,20 11,643 0 90,000
ARCH CAP GROUP LTD ORD G0450A105 275,488 9,418,385 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,539,641 424,626 1,454,118
REDWOOD TR INC COM 758075402 42,337 5,629,943 SH   DFND 2,20,5,8 5,048,525 2,059 579,359
REEDS INC COM 758338107 12 12,500 SH   DFND 20 12,500 0 0
REGAL BELOIT CORP COM 758750103 93,331 991,107 SH   DFND 10,13,2,20,5,6,8 878,391 11,615 101,101
REGENCY CTRS CORP COM 758849103 384,888 10,123,309 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,405,900 146,569 1,570,840
REGENERON PHARMACEUTICALS COM 75886F107 2,607,197 4,657,538 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,954,258 140,212 563,068
REGENXBIO INC COM 75901B107 59,000 2,143,897 SH   DFND 13,2,20,5,8 1,981,860 500 161,537
REGIONAL MGMT CORP COM 75902K106 2,605 156,352 SH   DFND 2,20,5 125,989 0 30,363
REGIONS FINANCIAL CORP NEW COM 7591EP100 628,371 53,796,150 SH   DFND 10,12,13,19,2,20,5,6,8 48,307,175 656,632 4,832,343
REGIS CORP MINN COM 758932107 5,184 844,373 SH   DFND 2,20,5,8 719,677 2,156 122,540
REINSURANCE GRP OF AMERICA I COM NEW 759351604 214,137 2,249,577 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,951,405 64,738 233,434
ARCH RESOURCES INC CL A 03940R107 40,823 961,004 SH   DFND 2,20,5 911,662 0 49,342
RELAY THERAPEUTICS INC COM 75943R102 20,353 477,888 SH   DFND 2,20,5 370,357 0 107,531
RELIANCE STEEL & ALUMINUM CO COM 759509102 189,403 1,856,164 SH   DFND 10,12,13,19,2,20,5,6,8 1,678,236 8,859 169,069
RELIANT BANCORP INC COM 75956B101 4,185 288,624 SH   DFND 2,20,5 229,343 0 59,281
RELMADA THERAPEUTICS INC COM 75955J402 11,373 302,321 SH   DFND 2,20,5,8 247,714 0 54,607
RELX PLC SPONSORED ADR 759530108 1,005 44,910 SH   DFND 20 44,910 0 0
REMARK HLDGS INC COM 75955K102 13 11,100 SH   DFND 20 11,100 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 386,396 2,276,400 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,768,166 26,710 481,524
RENASANT CORP COM 75970E107 27,531 1,211,735 SH   DFND 2,20,5,8 947,914 385 263,436
RENESOLA LTD SPONSORED ADS 75971T301 62 29,984 SH   DFND 2 29,984 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 88,232 1,651,665 SH   DFND 10,2,20,5,8 1,461,990 3,445 186,230
ARCHER DANIELS MIDLAND CO COM 039483102 1,604,138 34,505,017 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,540,474 669,381 3,295,162
RENT A CTR INC NEW COM 76009N100 49,766 1,664,978 SH   DFND 10,2,20,5,8 1,414,504 17,809 232,665
REPAY HLDGS CORP COM CL A 76029L100 25,948 1,104,162 SH   DFND 2,20,5,8 866,191 0 237,971
REPLIGEN CORP COM 759916109 167,693 1,136,596 SH   DFND 13,19,2,20,5,6,8 1,007,413 500 128,683
REPLIMUNE GROUP INC COM 76029N106 7,057 306,581 SH   DFND 2,20,5,8 239,051 0 67,530
REPRO MED SYS INC COM 759910102 3,007 416,537 SH   DFND 2,20,5,8 326,715 0 89,822
REPUBLIC BANCORP INC KY CL A 760281204 6,675 234,648 SH   DFND 2,20,5,8 190,681 666 43,301
REPUBLIC FIRST BANCORP INC COM 760416107 1,694 855,719 SH   DFND 2,20,5 693,976 0 161,743
REPUBLIC SVCS INC COM 760759100 1,007,337 10,742,789 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,844,182 271,864 1,626,743
RESEARCH FRONTIERS INC COM 760911107 886 328,059 SH   DFND 2,20 267,037 0 61,022
RESIDEO TECHNOLOGIES INC COM 76118Y104 48,606 4,418,760 SH   DFND 1,12,13,2,20,5,8 3,834,852 1,670 582,238
ABRAXAS PETE CORP COM 003830106 17 115,453 SH   DFND 20 115,453 0 0
ARCHROCK INC COM 03957W106 26,672 4,957,665 SH   DFND 2,20,5,8 4,356,722 2,651 598,292
RESMED INC COM 761152107 1,130,560 6,594,878 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,541,479 253,021 800,378
RESOLUTE FST PRODS INC COM 76117W109 155 34,703 SH   DFND 20,5 34,703 0 0
RESONANT INC COM 76118L102 1,777 746,748 SH   DFND 2,20 632,030 0 114,718
RESOURCES CONNECTION INC COM 76122Q105 13,196 1,142,532 SH   DFND 2,20,5,8 1,004,508 743 137,281
RESTAURANT BRANDS INTL INC COM 76131D103 2,005 34,559 SH   DFND 19,20,8 34,331 0 228
RETAIL OPPORTUNITY INVTS COR COM 76131N101 60,485 5,807,448 SH   DFND 10,2,20,5,8 4,880,259 33,554 893,635
RETAIL PPTYS AMER INC CL A 76131V202 64,051 10,931,430 SH   DFND 10,12,13,2,20,5,8 9,175,022 68,990 1,687,418
RETAIL VALUE INC COM 76133Q102 3,578 284,650 SH   DFND 13,2,20,5 220,957 0 63,693
RETRACTABLE TECHNOLOGIES INC COM 76129W105 1,512 226,978 SH   DFND 2,20 192,700 0 34,278
RETROPHIN INC COM 761299106 35,451 1,920,415 SH   DFND 2,20,5,8 1,682,674 0 237,741
ARCO PLATFORM LTD COM CL A G04553106 267 6,546 SH   DFND 2 6,546 0 0
REV GROUP INC COM 749527107 3,953 501,017 SH   DFND 2,20,5,8 382,100 0 118,917
REVANCE THERAPEUTICS INC COM 761330109 33,698 1,340,406 SH   DFND 2,20,5,8 1,059,135 0 281,271
REVLON INC CL A NEW 761525609 940 148,759 SH   DFND 2,20 116,404 0 32,355
REVOLUTION MEDICINES INC COM 76155X100 37,267 1,070,902 SH   DFND 2,20,5,8 926,604 0 144,298
REVOLVE GROUP INC CL A 76156B107 314 19,100 SH   DFND 20,8 13,100 0 6,000
REX AMERICAN RESOURCES CORP COM 761624105 13,213 201,383 SH   DFND 2,20,5,8 178,930 0 22,453
REXFORD INDL RLTY INC COM 76169C100 240,371 5,229,037 SH   DFND 10,19,2,20,5,6,8 4,347,284 35,575 846,178
REXNORD CORP COM 76169B102 70,759 2,371,264 SH   DFND 2,20,5,8 1,817,482 800 552,982
REYNOLDS CONSUMER PRODS INC COM 76171L106 15,511 506,554 SH   DFND 2,20,5,6 437,601 0 68,953
RGC RES INC COM 74955L103 3,480 148,384 SH   DFND 2,20,5 119,728 0 28,656
ARCONIC CORPORATION COM 03966V107 83,521 4,384,297 SH   DFND 12,13,19,2,20,5,8 3,932,390 891 451,016
RH COM 74967X103 236,658 618,520 SH   DFND 13,2,20,5,6,8 544,688 100 73,732
RHYTHM PHARMACEUTICALS INC COM 76243J105 19,156 883,980 SH   DFND 2,20,5,8 744,548 0 139,432
RIBBON COMMUNICATIONS INC COM 762544104 6,569 1,697,509 SH   DFND 2,20,5,8 1,379,421 2,643 315,445
RICHMOND MUT BANCORPORATION COM 76525P100 2,343 221,496 SH   DFND 2,20 180,849 0 40,647
RIGEL PHARMACEUTICALS INC COM NEW 766559603 24,255 10,106,345 SH   DFND 2,20,5,8 9,264,933 0 841,412
RIGNET INC COM 766582100 53 12,867 SH   DFND 20 12,867 0 0
RIMINI STR INC DEL COM 76674Q107 1,147 356,309 SH   DFND 2,20 291,219 0 65,090
RING ENERGY INC COM 76680V108 72 106,343 SH   DFND 20 106,343 0 0
RINGCENTRAL INC CL A 76680R206 422,596 1,538,896 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,257,923 35,721 245,252
RIO TINTO PLC SPONSORED ADR 767204100 534 8,835 SH   DFND 1,20 4,603 0 4,232
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,746 425,769 SH   DFND 2,20,5 346,462 0 79,307
RITE AID CORP COM 767754872 14,454 1,523,070 SH   DFND 13,2,20,5,8 1,257,060 1,202 264,808
RIVERVIEW BANCORP INC COM 769397100 1,755 422,869 SH   DFND 13,2,20 298,121 0 124,748
RLI CORP COM 749607107 389,716 4,654,434 SH   DFND 12,13,19,2,20,5,6,8 1,803,509 2,655,341 195,584
RLJ LODGING TR COM 74965L101 56,835 6,555,426 SH   DFND 10,13,2,20,5,8 5,218,177 45,883 1,291,366
RMR GROUP INC CL A 74967R106 7,981 290,545 SH   DFND 2,20,5,8 224,918 893 64,734
ROBERT HALF INTL INC COM 770323103 274,850 5,191,732 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,222,349 184,616 784,767
ROCKET COS INC COM CL A 77311W101 37,073 1,860,162 SH   DFND 2,20,5 1,761,674 0 98,488
ROCKET PHARMACEUTICALS INC COM 77313F106 37,332 1,633,055 SH   DFND 2,20,5,8 1,467,756 0 165,299
ROCKWELL AUTOMATION INC COM 773903109 1,056,959 4,789,557 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,113,799 76,951 598,807
ROCKWELL MED INC COM 774374102 888 829,703 SH   DFND 2,20 619,664 0 210,039
ARCOSA INC COM 039653100 75,179 1,705,124 SH   DFND 13,2,20,5,8 1,460,330 786 244,008
ROCKY BRANDS INC COM 774515100 3,524 141,923 SH   DFND 2,20 114,943 0 26,980
ROGERS COMMUNICATIONS INC CL B 775109200 1,472 36,787 SH   DFND 2,20 36,787 0 0
ROGERS CORP COM 775133101 54,515 555,936 SH   DFND 2,20,5,8 469,509 168 86,259
ROKU INC COM CL A 77543R102 382,736 2,027,202 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,662,389 49,866 314,947
ROLLINS INC COM 775711104 406,245 7,496,671 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,599,372 253,413 1,643,886
ROPER TECHNOLOGIES INC COM 776696106 1,725,046 4,365,988 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,801,049 63,808 501,131
ROSETTA STONE INC COM 777780107 14,545 485,147 SH   DFND 2,20,5,8 386,996 0 98,151
ROSS STORES INC COM 778296103 1,429,205 15,315,100 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,196,822 390,012 1,728,266
ROYAL BK CDA COM 780087102 662 9,445 SH   DFND 12,2,20 9,178 0 267
ROYAL CARIBBEAN GROUP COM V7780T103 510,158 7,881,327 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,882,585 110,363 888,379
ARCTURUS THERAPEUTICS HLDGS COM 03969T109 66,935 1,560,254 SH   DFND 2,20,5,8 1,492,979 0 67,275
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 326 13,450 SH   DFND 20 13,450 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 19,965 793,208 SH   DFND 1,2,20 33,730 0 759,478
ROYAL GOLD INC COM 780287108 209,922 1,746,873 SH   DFND 13,19,2,20,5,6,8 1,543,247 599 203,027
ROYALTY PHARMA PLC SHS CL A G7709Q104 42,835 1,018,194 SH   DFND 19,2,20,5,8 935,033 0 83,161
RPC INC COM 749660106 5,399 2,045,044 SH   DFND 2,20,5,8 1,745,051 0 299,993
RPM INTL INC COM 749685103 447,410 5,400,888 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,751,939 90,454 558,495
RPT REALTY SH BEN INT 74971D101 23,497 4,319,248 SH   DFND 10,2,20,5,8 3,690,541 22,121 606,586
RUBIUS THERAPEUTICS INC COM 78116T103 3,379 674,461 SH   DFND 2,20,5,8 533,642 0 140,819
RUSH ENTERPRISES INC CL A 781846209 30,352 600,550 SH   DFND 10,2,20,5,8 458,694 21,435 120,421
RUSH ENTERPRISES INC CL B 781846308 5,081 114,685 SH   DFND 10,2,20,5 75,599 9,106 29,980
ARCUS BIOSCIENCES INC COM 03969F109 43,167 2,518,468 SH   DFND 2,20,5,8 2,320,109 0 198,359
RUTHS HOSPITALITY GROUP INC COM 783332109 11,301 1,021,828 SH   DFND 2,20,5,8 894,558 9,000 118,270
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 8,289 101,380 SH   DFND 1,2,20,8 66,490 0 34,890
RYDER SYS INC COM 783549108 63,581 1,505,233 SH   DFND 12,13,19,2,20,5,6,8 1,379,347 831 125,055
RYERSON HLDG CORP COM 783754104 1,603 279,837 SH   DFND 2,20 231,772 0 48,065
RYMAN HOSPITALITY PPTYS INC COM 78377T107 70,632 1,919,358 SH   DFND 10,13,2,20,5,8 1,562,435 17,179 339,744
S & T BANCORP INC COM 783859101 23,396 1,322,534 SH   DFND 2,20,5,8 1,141,855 536 180,143
S&P GLOBAL INC COM 78409V104 3,874,547 10,744,722 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,296,490 181,292 1,266,940
SABINE ROYALTY TR UNIT BEN INT 785688102 377 12,955 SH   DFND 2 12,955 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 117,724 8,540,001 SH   DFND 10,19,2,20,5,6,8 6,857,175 59,283 1,623,543
SABRE CORP COM 78573M104 44,197 6,789,093 SH   DFND 13,2,20,5,6,8 6,162,277 3,300 623,516
ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 7,777 265,434 SH   DFND 2,20,5,8 212,890 0 52,544
SACHEM CAP CORP COM 78590A109 42 10,700 SH   DFND 20 10,700 0 0
SAFE BULKERS INC COM Y7388L103 660 640,556 SH   DFND 2,20 472,597 0 167,959
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,989 362,955 SH   DFND 2,20,5 294,141 0 68,814
SAFEHOLD INC COM 78645L100 38,000 610,371 SH   DFND 10,2,20,5,8 505,039 4,600 100,732
SAFETY INS GROUP INC COM 78648T100 34,314 496,662 SH   DFND 13,19,2,20,5,8 409,504 6,200 80,958
SAGA COMMUNICATIONS INC CL A NEW 786598300 1,423 71,593 SH   DFND 2,20 56,544 0 15,049
SAGE THERAPEUTICS INC COM 78667J108 90,971 1,488,399 SH   DFND 13,2,20,5,8 1,364,318 800 123,281
SAIA INC COM 78709Y105 105,342 835,121 SH   DFND 2,20,5,8 711,331 500 123,290
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 72,657 1,836,164 SH   DFND 2,20,5,8 1,424,511 900 410,753
SALESFORCE COM INC COM 79466L302 10,472,833 41,671,306 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,340,454 480,674 9,850,178
ARDAGH GROUP S A CL A L0223L101 2,384 167,840 SH   DFND 2,20,5 146,985 0 20,855
SALISBURY BANCORP INC COM 795226109 838 26,500 SH   DFND 2,20 20,800 0 5,700
SALLY BEAUTY HLDGS INC COM 79546E104 33,167 3,816,713 SH   DFND 12,13,2,20,5,6,8 3,270,168 646 545,899
SANDERSON FARMS INC COM 800013104 109,742 930,253 SH   DFND 12,19,2,20,5,6,8 829,540 144 100,569
SANDRIDGE ENERGY INC COM NEW 80007P869 50 30,043 SH   DFND 20 30,043 0 0
SANDY SPRING BANCORP INC COM 800363103 23,266 1,008,063 SH   DFND 2,20,5,8 806,938 0 201,125
SANFILIPPO JOHN B & SON INC COM 800422107 20,492 271,852 SH   DFND 2,20,5,6,8 228,214 0 43,638
SANGAMO THERAPEUTICS INC COM 800677106 66,388 7,025,167 SH   DFND 2,20,5,8 6,493,146 100 531,921
SANMINA CORPORATION COM 801056102 61,434 2,271,129 SH   DFND 12,2,20,5,8 1,947,778 833 322,518
SANOFI SPONSORED ADR 80105N105 3,315 66,084 SH   DFND 2,20 66,084 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 15,460 849,896 SH   DFND 12,13,19,2,20,5,8 728,837 0 121,059
ARDELYX INC COM 039697107 14,067 2,679,461 SH   DFND 2,20,5,8 2,429,793 0 249,668
SAP SE SPON ADR 803054204 25,175 161,575 SH   DFND 1,2,20 52,990 0 108,585
SAPIENS INTL CORP N V SHS G7T16G103 11,127 363,872 SH   DFND 2,20,5 324,797 0 39,075
SAREPTA THERAPEUTICS INC COM 803607100 266,712 1,899,252 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,595,922 36,854 266,476
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 28,608 13,780,000 PRN   DFND 2,5 13,780,000 0 0
SATSUMA PHARMACEUTICALS INC COM 80405P107 627 161,108 SH   DFND 2,20 134,611 0 26,497
SAUL CTRS INC COM 804395101 11,114 418,148 SH   DFND 2,20,5,8 355,977 0 62,171
SAVARA INC COM 805111101 791 725,322 SH   DFND 2,20 597,815 0 127,507
SB FINL GROUP INC COM 78408D105 1,031 76,416 SH   DFND 2,20 55,968 0 20,448
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,430,594 4,491,944 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,770,428 57,704 663,812
SCANSOURCE INC COM 806037107 18,091 912,305 SH   DFND 2,20,5,8 792,922 1,058 118,325
1LIFE HEALTHCARE INC COM 68269G107 39,440 1,390,697 SH   DFND 19,2,20,5,8 1,100,652 0 290,045
AC IMMUNE SA SHS H00263105 142 29,161 SH   DFND 2,20 29,161 0 0
ARDMORE SHIPPING CORP COM Y0207T100 2,084 585,425 SH   DFND 2,20,5 458,674 0 126,751
SCHLUMBERGER LTD COM 806857108 1,189,927 75,862,867 SH   DFND 10,11,12,13,19,2,20,5,6,8 68,883,254 782,234 6,197,379
SCHNEIDER NATIONAL INC CL B 80689H102 27,433 1,106,366 SH   DFND 2,20,5,8 976,182 0 130,184
SCHNITZER STL INDS CL A 806882106 24,815 1,290,407 SH   DFND 2,20,5,8 1,156,407 314 133,686
SCHOLAR ROCK HLDG CORP COM 80706P103 7,211 407,650 SH   DFND 2,20,5,8 315,507 0 92,143
SCHOLASTIC CORP COM 807066105 19,692 938,157 SH   DFND 2,20,5,8 801,543 73 136,541
SCHRODINGER INC COM 80810D103 24,526 516,219 SH   DFND 2,20,5,8 404,514 0 111,705
SCHWAB CHARLES CORP COM 808513105 1,704,743 47,053,341 SH   DFND 10,12,13,19,2,20,5,6,8 40,928,507 992,100 5,132,734
SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 85,086 1,450,000 SH   DFND 2 1,450,000 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 647 18,303 SH   DFND 1 18,303 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 41,251 1,357,387 SH   DFND 2,20,5 1,231,331 64 125,992
ARENA PHARMACEUTICALS INC COM NEW 040047607 144,788 1,935,924 SH   DFND 2,20,5,8 1,669,336 890 265,698
SCIENCE APPLICATIONS INTL CO COM 808625107 103,576 1,320,786 SH   DFND 1,13,2,20,5,6,8 1,194,003 833 125,950
SCIENTIFIC GAMES CORP COM 80874P109 59,564 1,706,211 SH   DFND 13,2,20,5,6,8 1,437,757 1,300 267,154
SCIPLAY CORP CL A 809087109 222 13,700 SH   DFND 20 13,700 0 0
SCORPIO BULKERS INC COM Y7546A130 1,557 109,962 SH   DFND 2,20,5 89,265 0 20,697
SCORPIO TANKERS INC SHS Y7542C130 9,251 835,700 SH   DFND 2,20,5 650,436 0 185,264
SCOTTS MIRACLE GRO CO CL A 810186106 152,840 999,544 SH   DFND 13,19,2,20,5,6,8 898,775 385 100,384
SCPHARMACEUTICALS INC COM 810648105 399 53,619 SH   DFND 2,20 42,498 0 11,121
SCRIPPS E W CO OHIO CL A NEW 811054402 19,472 1,702,079 SH   DFND 2,20,5,8 1,459,937 1,039 241,103
SCULPTOR CAP MGMT COM CL A 811246107 3,608 307,348 SH   DFND 2,20,5 245,978 0 61,370
SEA LTD SPONSORD ADS 81141R100 301,187 1,955,254 SH   DFND 1,10,13,2,20,5,8 339,991 0 1,615,263
ARES CAPITAL CORP COM 04010L103 1,187 85,087 SH   DFND 20 85,087 0 0
SEABOARD CORP COM 811543107 8,394 2,959 SH   DFND 2,20,5,8 2,337 1 621
SEACHANGE INTL INC COM 811699107 351 403,603 SH   DFND 2,20 330,603 0 73,000
SEACOAST BKG CORP FLA COM NEW 811707801 31,270 1,734,326 SH   DFND 2,20,5,8 1,498,311 0 236,015
SEACOR HOLDINGS INC COM 811904101 20,937 719,973 SH   DFND 2,20,5,8 634,914 100 84,959
SEACOR MARINE HLDGS INC COM 78413P101 24 11,860 SH   DFND 20 11,860 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 511,680 10,250,208 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,431,451 334,948 1,483,809
SEALED AIR CORP NEW COM 81211K100 276,823 7,132,771 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,862,939 104,718 1,165,114
SEASPINE HLDGS CORP COM 81255T108 6,226 435,357 SH   DFND 2,20,5 352,823 0 82,534
SEATTLE GENETICS INC COM 812578102 575,279 2,939,746 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,453,608 72,558 413,580
SEAWORLD ENTMT INC COM 81282V100 20,246 1,026,664 SH   DFND 2,20,5,8 791,835 0 234,829
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 11,929 11,650,000 PRN   DFND 2,5 11,650,000 0 0
SECUREWORKS CORP CL A 81374A105 1,834 161,013 SH   DFND 2,20 128,694 0 32,319
SECURITY NATL FINL CORP CL A NEW 814785309 633 98,983 SH   DFND 2,20 77,048 0 21,935
SEI INVTS CO COM 784117103 271,825 5,359,323 SH   DFND 10,12,13,19,2,20,5,6,8 4,646,336 188,573 524,414
SELECT BANCORP INC NEW COM 81617L108 2,249 312,785 SH   DFND 2,20 261,634 0 51,151
SELECT ENERGY SVCS INC CL A COM 81617J301 8,429 2,195,113 SH   DFND 2,20,5,8 1,950,622 0 244,491
SELECT MED HLDGS CORP COM 81619Q105 72,669 3,490,322 SH   DFND 2,20,5,8 2,985,419 2,000 502,903
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 72,703 494,643 SH   DFND 1,2,20 433,646 0 60,997
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 135,307 2,110,868 SH   DFND 1,12,2,20 1,833,008 0 277,860
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 74,662 969,885 SH   DFND 1,12,2,20 853,587 0 116,298
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 155,107 1,329,106 SH   DFND 1,12,2,20 1,173,682 0 155,424
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 8,843 8,503,000 PRN   DFND 2,5 8,503,000 0 0
SELECTA BIOSCIENCES INC COM 816212104 2,938 1,184,555 SH   DFND 2,20,5 984,276 0 200,279
SELECTIVE INS GROUP INC COM 816300107 99,354 1,929,587 SH   DFND 12,13,2,20,5,6,8 1,653,664 741 275,182
SELECTQUOTE INC COM 816307300 9,623 475,201 SH   DFND 2,20 374,184 0 101,017
SEMPRA ENERGY 6% PFD CONV A 816851406 35,162 356,400 SH   DFND 2 356,400 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 8,529 87,000 SH   DFND 2 87,000 0 0
SEMPRA ENERGY COM 816851109 1,886,360 15,798,184 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,157,698 192,548 1,447,938
SEMTECH CORP COM 816850101 118,658 2,240,526 SH   DFND 13,19,2,20,5,6,8 1,930,051 651 309,824
SENECA FOODS CORP NEW CL A 817070501 7,948 222,448 SH   DFND 2,20,5 196,198 0 26,250
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 140,742 3,262,454 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,614,319 97,005 551,130
SENSEONICS HLDGS INC COM 81727U105 32 82,800 SH   DFND 20 82,800 0 0
ARES COML REAL ESTATE CORP COM 04013V108 7,900 834,284 SH   DFND 2,20,5,8 672,395 0 161,889
SENSIENT TECHNOLOGIES CORP COM 81725T100 74,485 1,290,013 SH   DFND 13,2,20,5,6,8 1,083,080 760 206,173
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323207 132 22,086 SH   DFND 2 22,086 0 0
SERES THERAPEUTICS INC COM 81750R102 26,030 919,469 SH   DFND 2,20,5 735,924 0 183,545
SERITAGE GROWTH PPTYS CL A 81752R100 14,109 1,048,978 SH   DFND 2,20,5,8 844,334 300 204,344
SERVICE CORP INTL COM 817565104 173,285 4,108,233 SH   DFND 13,2,20,5,6,8 3,711,535 2,037 394,661
SERVICE PPTYS TR COM SH BEN INT 81761L102 69,470 8,738,337 SH   DFND 10,12,13,2,20,5,6,8 7,417,892 46,629 1,273,816
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 62,810 1,574,967 SH   DFND 12,13,19,2,20,5,8 1,281,750 1,400 291,817
SERVICENOW INC COM 81762P102 3,734,751 7,700,517 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,675,056 106,823 918,638
SERVICENOW INC NOTE 6/0 81762PAC6 5,215 1,450,000 PRN   DFND 5 1,450,000 0 0
SERVICESOURCE INTL INC COM 81763U100 1,419 965,199 SH   DFND 2,20 770,099 0 195,100
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 46,809 1,158,068 SH   DFND 2,20,5,8 917,471 3,700 236,897
SERVISFIRST BANCSHARES INC COM 81768T108 51,627 1,509,286 SH   DFND 2,20,5,8 1,285,413 0 223,873
SFL CORPORATION LTD SHS G7738W106 13,174 1,758,860 SH   DFND 2,20,5,8 1,414,562 0 344,298
SHAKE SHACK INC CL A 819047101 65,740 1,019,547 SH   DFND 2,20,5,8 856,427 0 163,120
SHARPS COMPLIANCE CORP COM 820017101 951 151,673 SH   DFND 2,20 118,710 0 32,963
SHENANDOAH TELECOMMUNICATION COM 82312B106 70,042 1,576,281 SH   DFND 19,2,20,5,6,8 1,326,450 900 248,931
SHERWIN WILLIAMS CO COM 824348106 2,420,992 3,474,743 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,001,316 39,935 433,492
SHIFT4 PMTS INC CL A 82452J109 426 8,800 SH   DFND 20 8,800 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 724 31,533 SH   DFND 2,20,5 31,533 0 0
SHOCKWAVE MED INC COM 82489T104 49,823 657,300 SH   DFND 2,20,5,8 532,498 0 124,802
SHOE CARNIVAL INC COM 824889109 10,104 300,886 SH   DFND 2,20,5,8 256,029 0 44,857
ARGAN INC COM 04010E109 12,830 306,130 SH   DFND 2,20,5,8 237,269 0 68,861
SHOPIFY INC CL A 82509L107 32,796 32,060 SH   DFND 2 32,060 0 0
SHORE BANCSHARES INC COM 825107105 2,958 269,370 SH   DFND 13,2,20,5 212,401 0 56,969
SHOTSPOTTER INC COM 82536T107 4,934 158,947 SH   DFND 2,20,5,8 126,785 0 32,162
SHUTTERSTOCK INC COM 825690100 35,685 685,726 SH   DFND 2,20,5,6,8 589,834 0 95,892
SHYFT GROUP INC COM 825698103 12,653 670,169 SH   DFND 2,20,5,8 526,320 0 143,849
SI BONE INC COM 825704109 13,497 569,017 SH   DFND 2,20,5,8 474,261 0 94,756
SIEBERT FINL CORP COM 826176109 414 128,309 SH   DFND 2,20 99,092 0 29,217
SIENTRA INC COM 82621J105 2,615 768,996 SH   DFND 2,20,5 626,256 0 142,740
SIERRA BANCORP COM 82620P102 5,189 309,051 SH   DFND 13,2,20,5 225,373 0 83,678
SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 123 120,140 SH   DFND 20 120,140 0 0
ARGENX SE SPONSORED ADR 04016X101 7,575 28,856 SH   DFND 1,13,20 399 0 28,457
SIGA TECHNOLOGIES INC COM 826917106 7,209 1,049,340 SH   DFND 2,20,5,8 839,000 0 210,340
SIGNATURE BK NEW YORK N Y COM 82669G104 179,508 2,163,010 SH   DFND 10,12,13,19,2,20,5,6,8 1,897,000 63,958 202,052
SIGNET JEWELERS LIMITED SHS G81276100 40,154 2,147,297 SH   DFND 12,13,19,2,20,5,8 1,886,208 1,559 259,530
SILGAN HOLDINGS INC COM 827048109 69,494 1,889,978 SH   DFND 2,20,5,6,8 1,682,815 484 206,679
SILICON LABORATORIES INC COM 826919102 146,894 1,501,214 SH   DFND 13,19,2,20,5,6,8 1,288,073 505 212,636
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 4,085 108,124 SH   DFND 10,13,19,2,20,5 93,224 0 14,900
SILK RD MED INC COM 82710M100 43,603 648,761 SH   DFND 2,20,5,8 529,591 0 119,170
SILVERBOW RES INC COM 82836G102 66 16,823 SH   DFND 20 16,823 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 1,285 122,882 SH   DFND 2,20 92,938 0 29,944
SILVERGATE CAP CORP CL A 82837P408 3,449 239,536 SH   DFND 2,20,5 167,067 0 72,469
ARGO GROUP INTL HLDGS LTD COM G0464B107 26,342 765,085 SH   DFND 19,2,20,5,8 595,225 217 169,643
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 67,279 4,195,238 SH   DFND 2,20,5,8 3,688,895 1,400 504,943
SIMON PPTY GROUP INC NEW COM 828806109 1,186,685 18,347,009 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,342,195 271,908 2,732,906
SIMPLY GOOD FOODS CO COM 82900L102 37,803 1,714,402 SH   DFND 2,20,5,8 1,320,539 0 393,863
SIMPSON MANUFACTURING CO INC COM 829073105 126,244 1,296,282 SH   DFND 2,20,5,8 1,087,108 680 208,494
SIMULATIONS PLUS INC COM 829214105 38,600 512,208 SH   DFND 2,20,5,8 448,509 0 63,699
SINA CORP ORD G81477104 50,175 1,177,547 SH   DFND 10,12,13,19,2,20,5,8 909,661 46,400 221,486
SINCLAIR BROADCAST GROUP INC CL A 829226109 18,248 948,949 SH   DFND 2,20,5,8 721,472 10,238 217,239
SINOVAC BIOTECH LTD SHS P8696W104 1,041 160,875 SH   DFND 2 160,875 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 163,150 30,438,385 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,508,733 748,906 7,180,746
SITE CTRS CORP COM 82981J109 55,149 7,659,631 SH   DFND 10,12,13,2,20,5,8 6,414,017 44,141 1,201,473
ACACIA COMMUNICATIONS INC COM 00401C108 53,983 800,942 SH   DFND 19,2,20,5,8 591,969 600 208,373
ARISTA NETWORKS INC COM 040413106 463,546 2,240,108 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,931,928 53,028 255,152
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 102,934 844,064 SH   DFND 13,19,2,20,5,8 640,677 300 203,087
SITIME CORP COM 82982T106 11,607 138,129 SH   DFND 2,20,5 108,763 0 29,366
SIX FLAGS ENTMT CORP NEW COM 83001A102 38,142 1,878,913 SH   DFND 12,13,2,20,5,6,8 1,699,995 700 178,218
SJW GROUP COM 784305104 33,783 555,098 SH   DFND 13,19,2,20,5,8 424,666 0 130,432
SK TELECOM LTD SPONSORED ADR 78440P108 11,524 513,990 SH   DFND 10,2,20,5 511,782 0 2,208
SKECHERS U S A INC CL A 830566105 151,886 5,026,007 SH   DFND 12,13,19,2,20,5,6,8 4,718,988 1,936 305,083
SKYLINE CHAMPION CORPORATION COM 830830105 36,106 1,348,753 SH   DFND 2,20,5,8 1,101,464 0 247,289
SKYWEST INC COM 830879102 53,749 1,800,039 SH   DFND 13,2,20,5,8 1,604,837 0 195,202
SKYWORKS SOLUTIONS INC COM 83088M102 1,137,555 7,818,249 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,449,646 358,131 1,010,472
SL GREEN RLTY CORP COM 78440X101 206,179 4,418,706 SH   DFND 10,12,13,19,2,20,5,6,8 3,742,933 21,326 654,447
ARLINGTON ASSET INVST CORP CL A NEW 041356205 2,329 820,187 SH   DFND 2,20,5 703,732 0 116,455
SLACK TECHNOLOGIES INC COM CL A 83088V102 210,727 7,845,400 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,503,770 184,738 1,156,892
SLEEP NUMBER CORP COM 83125X103 39,704 811,780 SH   DFND 2,20,5,8 680,506 300 130,974
SLM CORP COM 78442P106 72,123 8,915,088 SH   DFND 1,12,13,2,20,5,6,8 7,740,049 5,927 1,169,112
SM ENERGY CO COM 78454L100 7,133 4,486,263 SH   DFND 12,2,20,5 4,040,187 0 446,076
SMART GLOBAL HLDGS INC SHS G8232Y101 16,888 617,693 SH   DFND 2,20,5,8 558,698 0 58,995
SMART SAND INC COM 83191H107 22 16,800 SH   DFND 20 16,800 0 0
SMARTFINANCIAL INC COM NEW 83190L208 3,202 235,624 SH   DFND 2,20,5 185,489 0 50,135
SMARTSHEET INC COM CL A 83200N103 67,351 1,362,825 SH   DFND 13,19,2,20,5,8 1,093,905 1,100 267,820
SMILEDIRECTCLUB INC CL A COM 83192H106 10,312 882,836 SH   DFND 2,20,5,8 820,036 0 62,800
SMITH & NEPHEW GROUP PLC SPDN ADR NEW 83175M205 5,109 130,665 SH   DFND 1,2,20 116,428 0 14,237
ARLO TECHNOLOGIES INC COM 04206A101 11,931 2,268,309 SH   DFND 2,20,5 1,994,271 0 274,038
SMITH & WESSON BRANDS INC COM 831754106 15,249 979,352 SH   DFND 2,20,5 812,373 100 166,879
SMITH A O CORP COM 831865209 448,871 8,501,346 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,607,510 199,204 694,632
SMITH MICRO SOFTWARE INC COM NEW 832154207 1,430 383,246 SH   DFND 2,20 306,603 0 76,643
SMUCKER J M CO COM NEW 832696405 875,218 7,576,335 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,626,435 136,253 813,647
SNAP INC CL A 83304A106 263,299 10,084,221 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,805,781 426,346 1,852,094
SNAP INC NOTE 0.750% 8/0 83304AAB2 42,748 30,850,000 PRN   DFND 2,5 30,850,000 0 0
SNAP ON INC COM 833034101 352,447 2,395,478 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,009,098 75,702 310,678
SNOWFLAKE INC CL A 833445109 54,538 217,281 SH   DFND 10,11,12,13,19,20,5,6,8 191,651 13,600 12,030
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 981 78,572 SH   DFND 1,2 3,572 0 75,000
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 34,095 1,051,669 SH   DFND 13,19,2,20,5,8 1,049,062 0 2,607
ARMADA HOFFLER PPTYS INC COM 04208T108 24,272 2,590,530 SH   DFND 10,2,20,5,8 2,157,354 15,700 417,476
SOGOU INC ADR REPSTG A 83409V104 564 63,441 SH   DFND 1,2 13,477 0 49,964
SOHU COM LTD SPONSORED ADS 83410S108 23,435 1,180,014 SH   DFND 1,13,2,20,5 968,020 700 211,294
SOLAREDGE TECHNOLOGIES INC COM 83417M104 279,113 1,171,022 SH   DFND 13,19,2,20,5,6,8 1,050,068 500 120,454
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 3,979 627,557 SH   DFND 2,20,5 516,833 0 110,724
SOLARWINDS CORP COM 83417Q105 13,247 651,290 SH   DFND 2,20,5,8 533,178 0 118,112
SOLENO THERAPEUTICS INC COM NEW 834203200 967 385,331 SH   DFND 2,20 305,581 0 79,750
SOLID BIOSCIENCES INC COM 83422E105 654 322,248 SH   DFND 2,20 245,540 0 76,708
SOLITARIO ZINC CORP COM 8342EP107 5 11,586 SH   DFND 20 11,586 0 0
SOLITON INC COM 834251100 666 87,165 SH   DFND 2,20 65,785 0 21,380
SONIC AUTOMOTIVE INC CL A 83545G102 35,709 886,918 SH   DFND 2,20,5,8 776,050 0 110,868
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 19,787 2,080,641 SH   DFND 2,20,5,8 1,794,221 1,237 285,183
SONOCO PRODS CO COM 835495102 291,587 5,709,549 SH   DFND 12,13,2,20,5,6,8 5,455,415 864 253,270
SONOS INC COM 83570H108 24,175 1,592,531 SH   DFND 2,20,5,8 1,178,692 0 413,839
SONY CORP SPONSORED ADR 835699307 3,550 46,254 SH   DFND 1,2,20 43,826 0 2,428
SORRENTO THERAPEUTICS INC COM NEW 83587F202 130,551 11,708,587 SH   DFND 2,20,5,8 10,800,948 0 907,639
SOUTH JERSEY INDS INC COM 838518108 220,459 11,270,833 SH   DFND 12,2,20,5,8 10,863,609 1,376 405,848
SOUTH PLAINS FINANCIAL INC COM 83946P107 2,119 170,757 SH   DFND 2,20 134,849 0 35,908
SOUTH ST CORP COM 840441109 89,280 1,854,207 SH   DFND 2,20,5,8 1,513,553 1,110 339,544
SOUTHERN CO COM 842587107 2,931,632 54,069,197 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 47,952,138 566,112 5,550,947
SOUTHERN CO UNIT 08/01/2022 842587602 28,596 615,500 SH   DFND 2 615,500 0 0
SOUTHERN COPPER CORP COM 84265V105 170,168 3,758,951 SH   DFND 10,12,13,19,2,20,5,8 1,871,959 50,676 1,836,316
ARMSTRONG FLOORING INC COM 04238R106 168 48,561 SH   DFND 20 39,587 0 8,974
SOUTHERN FIRST BANCSHARES IN COM 842873101 3,172 131,347 SH   DFND 2,20,5 107,975 0 23,372
SOUTHERN MO BANCORP INC COM 843380106 3,652 154,884 SH   DFND 2,20 109,613 0 45,271
SOUTHERN NATL BANCORP OF VA COM 843395104 3,797 437,432 SH   DFND 2,20 340,405 0 97,027
SOUTHSIDE BANCSHARES INC COM 84470P109 27,178 1,112,503 SH   DFND 2,20,5,8 958,281 0 154,222
SOUTHWEST AIRLS CO COM 844741108 1,662,402 44,330,727 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 17,707,292 188,771 26,434,664
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 76,580 58,500,000 PRN   DFND 2,5 58,500,000 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 108,952 1,726,664 SH   DFND 13,19,2,20,5,6,8 1,468,570 773 257,321
SOUTHWESTERN ENERGY CO COM 845467109 83,005 35,321,196 SH   DFND 10,12,13,2,20,5,8 32,915,502 69,442 2,336,252
SP PLUS CORP COM 78469C103 8,720 485,771 SH   DFND 2,20,5,8 375,062 0 110,709
SPARK ENERGY INC CL A COM 846511103 1,895 227,819 SH   DFND 2,20,5 190,267 0 37,552
ARMSTRONG WORLD INDS INC COM 04247X102 38,923 565,665 SH   DFND 19,2,20,5,8 455,204 351 110,110
SPARTANNASH CO COM 847215100 23,054 1,410,025 SH   DFND 10,2,20,5,8 1,224,906 11,413 173,706
SPDR GOLD TR GOLD SHS 78463V107 106,260 599,930 SH   DFND 10,12,20,8 318,567 0 281,363
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 107,958 2,733,107 SH   DFND 1,2 2,728,658 7 4,442
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 5,664 190,640 SH   DFND 1,12,20 187,245 0 3,395
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4,667 128,390 SH   DFND 10 0 0 128,390
SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 27,563 274,100 SH   DFND 10 0 0 274,100
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 23,351 970,940 SH   DFND 1 967,576 0 3,364
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 92,964 3,177,172 SH   DFND 12,2,20 1,046,557 0 2,130,615
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 53,128 1,453,168 SH   DFND 12,19,2,5 485,540 0 967,628
SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 5,829 131,127 SH   DFND 5 131,127 0 0
ARROW ELECTRS INC COM 042735100 259,555 3,299,702 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,359,368 87,752 852,582
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 7,096 133,500 SH   DFND 10 0 0 133,500
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 415 12,310 SH   DFND 1 7,694 0 4,616
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 99,010 3,261,196 SH   DFND 1,2,20 3,096,946 38,898 125,352
SPDR INDEX SHS FDS SOLACTIVE CANADA 78463X376 31,383 550,200 SH   DFND 20 550,200 0 0
SPDR INDEX SHS FDS SOLACTIVE GERMNY 78463X350 23,611 400,200 SH   DFND 20 400,200 0 0
SPDR INDEX SHS FDS SOLACTIVE JAPAN 78463X368 79,722 1,025,200 SH   DFND 20 1,025,200 0 0
SPDR INDEX SHS FDS SOLACTV HK ETF 78463X145 2,926 50,200 SH   DFND 20 25,100 25,100 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,736,285 8,140,144 SH   DFND 1,10,12,2,20 7,632,500 1,302 506,342
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 47,254 139,341 SH   DFND 1,20 97,257 1,501 40,583
SPDR SER TR BLMBRG BRC CNVRT 78464A359 29,764 432,045 SH   DFND 2 432,045 0 0
ARROW FINL CORP COM 042744102 8,455 336,967 SH   DFND 13,2,20,5,8 251,643 53 85,271
SPDR SER TR BLOMBERG 1 10 YR 78468R861 362,969 17,509,357 SH   DFND 2 17,509,357 0 0
SPDR SER TR BLOMBERG BRC INT 78464A334 208 6,635 SH   DFND 1 6,635 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 17,234 563,582 SH   DFND 20 0 0 563,582
SPDR SER TR BLOMBERG INTL TR 78464A516 5,520 186,033 SH   DFND 1,20 19,169 0 166,864
SPDR SER TR BLOMBRG BRC EMRG 78464A391 4,155 158,114 SH   DFND 1 158,114 0 0
SPDR SER TR BLOMBRG BRC INTL 78464A151 33,623 944,736 SH   DFND 2,20 853,131 0 91,605
SPDR SER TR BLOOMBERG BRCLYS 78468R622 1,246,238 11,952,029 SH   DFND 19,2,20,5,8 9,787,206 0 2,164,823
SPDR SER TR BLOOMBERG SRT TR 78468R408 20,955 809,998 SH   DFND 12,20 510,160 0 299,838
SPDR SER TR DJ REIT ETF 78464A607 14,809 189,934 SH   DFND 1,2,20 102,837 3,603 83,494
SPDR SER TR FTSE INT GVT ETF 78464A490 24,933 459,728 SH   DFND 20 459,728 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 195,627 4,543,124 SH   DFND 13,2,20,5,6,8 4,081,739 1,000 460,385
SPDR SER TR PORTFLI HIGH YLD 78468R606 2,853 112,800 SH   DFND 10 0 0 112,800
SPDR SER TR PORTFLI INTRMDIT 78464A672 14,131 425,117 SH   DFND 1,12,2 425,117 0 0
SPDR SER TR PORTFLI MORTGAGE 78464A383 18,293 686,686 SH   DFND 2 686,686 0 0
SPDR SER TR PORTFLI TIPS ETF 78464A656 125,369 4,061,189 SH   DFND 1,2,20 82,320 0 3,978,869
SPDR SER TR PORTFOLIO AGRGTE 78464A649 280,575 9,106,631 SH   DFND 1,2,20 21,077 4,618 9,080,936
SPDR SER TR PORTFOLIO INTRMD 78464A375 319,508 8,691,722 SH   DFND 1,12,2,20 7,705,577 119,220 866,925
SPDR SER TR PORTFOLIO LN COR 78464A367 123,391 3,882,670 SH   DFND 12,2,20 2,704,161 0 1,178,509
SPDR SER TR PORTFOLIO LN TSR 78464A664 524,360 11,218,657 SH   DFND 12,2,20 10,742,177 0 476,480
SPDR SER TR PORTFOLIO S&P500 78464A854 23,510 597,455 SH   DFND 12 597,455 0 0
SPDR SER TR PORTFOLIO SH TSR 78468R101 130,494 4,250,619 SH   DFND 1,2 4,250,619 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 3,150 907,651 SH   DFND 2,20,5 720,617 0 187,034
ARTESIAN RES CORP CL A 043113208 5,855 169,860 SH   DFND 13,2,20,5 134,305 0 35,555
SPDR SER TR PORTFOLIO SHORT 78464A474 329,044 10,489,124 SH   DFND 1,2,20 1,184,285 0 9,304,839
SPDR SER TR S&P 600 SML CAP 78464A813 12,616 207,266 SH   DFND 2,20 0 0 207,266
SPDR SER TR S&P DIVID ETF 78464A763 7,602 82,269 SH   DFND 1 77,119 0 5,150
SPDR SER TR S&P REGL BKG 78464A698 245 6,857 SH   DFND 20 0 0 6,857
SPDR SER TR WELLS FG PFD ETF 78464A292 31,845 732,572 SH   DFND 1,2 732,572 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 31,602 552,861 SH   DFND 12,13,19,2,20,5,8 452,218 271 100,372
SPECTRUM PHARMACEUTICALS INC COM 84763A108 28,066 6,878,822 SH   DFND 2,20,5,8 6,207,725 0 671,097
SPERO THERAPEUTICS INC COM 84833T103 3,187 285,592 SH   DFND 2,20 236,278 0 49,314
SPIRE INC COM 84857L101 85,630 1,590,962 SH   DFND 13,19,2,20,5,6,8 1,319,971 439 270,552
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 62,190 3,287,238 SH   DFND 12,13,19,2,20,5,8 3,031,261 887 255,090
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 46,583 1,194,733 SH   DFND 2,20,5,8 912,109 22,400 260,224
SPIRIT AIRLS INC COM 848577102 31,753 1,972,206 SH   DFND 13,2,20,5,8 1,646,919 0 325,287
SPIRIT OF TEX BANCSHARES INC COM 84861D103 2,626 235,268 SH   DFND 2,20 186,626 0 48,642
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 153,505 4,467,443 SH   DFND 10,12,13,19,2,20,5,6,8 3,796,775 29,053 641,615
SPLUNK INC COM 848637104 656,310 3,488,596 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,879,274 75,149 534,173
SPLUNK INC NOTE 0.500% 9/1 848637AC8 26,258 18,873,000 PRN   DFND 2,5 18,873,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 26,137 18,102,000 PRN   DFND 2,5 18,102,000 0 0
SPOK HLDGS INC COM 84863T106 5,794 609,262 SH   DFND 2,20,5,6 540,407 0 68,855
SPORTSMANS WHSE HLDGS INC COM 84920Y106 14,598 1,020,146 SH   DFND 2,20,5 876,617 0 143,529
SPOTIFY TECHNOLOGY S A SHS L8681T102 327,725 1,351,054 SH   DFND 10,12,13,19,2,20,5,6,8 1,204,781 0 146,273
SPRINGWORKS THERAPEUTICS INC COM 85205L107 37,985 796,842 SH   DFND 2,20,5,8 708,203 0 88,639
ARVINAS INC COM 04335A105 15,656 663,088 SH   DFND 2,20,5,8 538,064 0 125,024
SPROUT SOCIAL INC COM CL A 85209W109 17,570 456,357 SH   DFND 2,20,5,8 351,453 0 104,904
SPROUTS FMRS MKT INC COM 85208M102 63,670 3,042,025 SH   DFND 12,13,19,2,20,5,6,8 2,686,848 900 354,277
SPS COMMERCE INC COM 78463M107 85,833 1,102,262 SH   DFND 13,2,20,5,8 913,480 200 188,582
SPX CORP COM 784635104 63,080 1,360,061 SH   DFND 2,20,5,8 1,105,405 951 253,705
SPX FLOW INC COM 78469X107 53,990 1,260,859 SH   DFND 12,2,20,5,8 1,061,704 951 198,204
SQUARE INC CL A 852234103 1,222,515 7,520,857 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,123,567 224,625 1,172,665
SQUARE INC NOTE 0.500% 5/1 852234AD5 47,278 21,877,000 PRN   DFND 2,5 21,877,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 288,262 4,763,090 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,869,633 132,862 760,595
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 3,935 88,000 SH   DFND 10 0 0 88,000
SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 47,514 1,529,637 SH   DFND 1 1,427,263 52,255 50,119
ASBURY AUTOMOTIVE GROUP INC COM 043436104 63,298 649,544 SH   DFND 12,2,20,5,8 558,288 159 91,097
SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 648 29,700 SH   DFND 1 29,700 0 0
ST JOE CO COM 790148100 19,901 964,654 SH   DFND 13,2,20,5,8 803,004 0 161,650
STAAR SURGICAL CO COM PAR $0.01 852312305 57,858 1,022,953 SH   DFND 2,20,5,8 823,494 97 199,362
STAG INDL INC COM 85254J102 179,761 5,873,001 SH   DFND 1,10,19,2,20,5,8 4,559,930 42,513 1,270,558
STAMPS COM INC COM NEW 852857200 131,956 547,649 SH   DFND 13,2,20,5,8 470,295 400 76,954
STANDARD AVB FINL CORP COM 85303B100 1,267 38,817 SH   DFND 2,20 30,017 0 8,800
STANDARD MTR PRODS INC COM 853666105 29,247 655,029 SH   DFND 2,20,5,8 555,655 200 99,174
STANDEX INTL CORP COM 854231107 25,434 429,632 SH   DFND 2,20,5,8 369,422 14 60,196
STANLEY BLACK & DECKER INC COM 854502101 1,169,113 7,207,851 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,312,131 118,332 777,388
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 14,231 140,500 SH   DFND 2 140,500 0 0
ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3,340 21,646 SH   DFND 1,13,19,2,20,5 17,160 0 4,486
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 767 111,319 SH   DFND 2 111,319 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 736 75,437 SH   DFND 20,5,8 55,923 0 19,514
STARBUCKS CORP COM 855244109 4,327,038 50,361,242 SH   DFND 10,11,12,13,19,2,20,5,6,8 43,422,831 847,602 6,090,809
STARTEK INC COM 85569C107 1,486 283,125 SH   DFND 2,20 219,697 0 63,428
STARWOOD PPTY TR INC COM 85571B105 62,239 3,998,080 SH   DFND 12,13,2,20,5,8 3,301,314 2,400 694,366
STATE AUTO FINL CORP COM 855707105 4,949 359,688 SH   DFND 2,20,5,8 280,857 0 78,831
STATE STR CORP COM 857477103 1,001,547 16,735,184 SH   DFND 1,10,12,13,19,2,20,5,6,8 12,796,735 2,296,144 1,642,305
STEEL CONNECT INC COM 858098106 15 27,998 SH   DFND 20 27,998 0 0
STEEL DYNAMICS INC COM 858119100 249,724 8,648,702 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,892,427 231,116 1,525,159
STEELCASE INC CL A 858155203 17,614 1,742,246 SH   DFND 2,20,5,8 1,316,051 1,300 424,895
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 407 99,697 SH   DFND 20 99,697 0 0
STEPAN CO COM 858586100 134,858 1,237,233 SH   DFND 2,20,5,8 1,129,793 24 107,416
STEREOTAXIS INC COM NEW 85916J409 2,185 610,439 SH   DFND 2,20,5 479,816 0 130,623
STERICYCLE INC COM 858912108 128,665 2,040,362 SH   DFND 12,13,2,20,5,6,8 1,826,481 1,151 212,730
STERIS PLC SHS USD G8473T100 654,834 3,716,568 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,219,816 58,724 438,028
STERLING BANCORP DEL COM 85917A100 80,021 7,606,583 SH   DFND 13,2,20,5,6,8 7,154,957 2,059 449,567
STERLING BANCORP INC COM 85917W102 895 297,369 SH   DFND 2,20 239,937 0 57,432
STERLING CONSTRUCTION CO INC COM 859241101 7,494 529,224 SH   DFND 2,20,5,8 412,030 0 117,194
STEWART INFORMATION SVCS COR COM 860372101 37,926 867,283 SH   DFND 10,2,20,5,8 740,775 2,281 124,227
STIFEL FINL CORP COM 860630102 105,695 2,090,488 SH   DFND 13,2,20,5,6,8 1,762,343 861 327,284
STITCH FIX INC COM CL A 860897107 33,134 1,221,317 SH   DFND 2,20,5,8 966,637 0 254,680
ASGN INC COM 00191U102 101,272 1,593,323 SH   DFND 13,19,2,20,5,6,8 1,352,032 476 240,815
STMICROELECTRONICS N V NY REGISTRY 861012102 12,276 400,006 SH   DFND 1,2,20 366,616 0 33,390
STOCK YDS BANCORP INC COM 861025104 15,496 451,614 SH   DFND 2,20,5,8 346,576 591 104,447
STOKE THERAPEUTICS INC COM 86150R107 7,683 229,412 SH   DFND 2,20,5,8 178,011 0 51,401
STONECO LTD COM CL A G85158106 94,673 1,790,001 SH   DFND 10,2,20,8 1,543,981 0 246,020
STONERIDGE INC COM 86183P102 9,199 500,767 SH   DFND 2,20,5,8 369,768 0 130,999
STORE CAP CORP COM 862121100 271,458 9,771,529 SH   DFND 10,12,19,2,20,5,6,8 8,240,649 65,845 1,465,035
STRATASYS LTD SHS M85548101 3,836 307,642 SH   DFND 2,20,5 278,234 0 29,408
STRATEGIC ED INC COM 86272C103 65,312 714,022 SH   DFND 2,20,5,6,8 603,262 190 110,570
STRATUS PPTYS INC COM NEW 863167201 2,131 98,823 SH   DFND 2,20 79,089 0 19,734
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 1,519 723,252 SH   DFND 2,20 591,019 0 132,233
ASHFORD HOSPITALITY TR INC COM SHS 044103877 23 14,186 SH   DFND 20 14,186 0 0
STRYKER CORPORATION COM 863667101 2,876,193 13,765,617 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,915,411 212,608 1,637,598
STURM RUGER & CO INC COM 864159108 31,413 513,622 SH   DFND 2,20,5 464,587 0 49,035
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 541 96,813 SH   DFND 1,20 13,954 0 82,859
SUMMIT FINL GROUP INC COM 86606G101 2,987 201,708 SH   DFND 2,20,5 167,925 0 33,783
SUMMIT HOTEL PPTYS INC COM 866082100 29,962 5,784,229 SH   DFND 10,2,20,5,8 4,967,597 26,706 789,926
SUMMIT MATLS INC CL A 86614U100 37,132 2,244,953 SH   DFND 2,20,5,8 1,722,407 2,052 520,494
SUN CMNTYS INC COM 866674104 569,580 4,028,723 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,201,843 70,620 756,260
SUNCOKE ENERGY INC COM 86722A103 10,146 2,966,587 SH   DFND 13,2,20,5 2,591,540 26,248 348,799
SUNCOR ENERGY INC NEW COM 867224107 748 61,170 SH   DFND 2 61,170 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 36,784 1,209,601 SH   DFND 2,20,5,8 984,226 0 225,375
ASHLAND GLOBAL HLDGS INC COM 044186104 107,143 1,510,761 SH   DFND 12,13,2,20,5,6,8 1,172,690 899 337,172
SUNOPTA INC COM 8676EP108 223 30,093 SH   DFND 2,5 30,093 0 0
SUNPOWER CORP COM 867652406 44,235 3,535,936 SH   DFND 2,20,5,8 3,146,826 0 389,110
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 122 125,000 PRN   DFND 2 125,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 12,103 12,670,000 PRN   DFND 2 12,670,000 0 0
SUNRUN INC COM 86771W105 291,944 3,788,040 SH   DFND 13,2,20,5,6,8 3,275,633 900 511,507
SUNSTONE HOTEL INVS INC NEW COM 867892101 65,990 8,311,141 SH   DFND 10,13,2,20,5,8 6,742,792 59,337 1,509,012
SUPER MICRO COMPUTER INC COM 86800U104 22,933 868,684 SH   DFND 2,20,5,8 658,993 0 209,691
SUPERIOR GRP OF COMPANIES IN COM 868358102 4,572 196,797 SH   DFND 2,20,5 161,490 0 35,307
SUPERIOR INDS INTL INC COM 868168105 33 26,092 SH   DFND 20 26,092 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 36,952 1,773,136 SH   DFND 2,20,5,8 1,550,470 300 222,366
ASML HOLDING N V N Y REGISTRY SHS N07059210 23,667 64,079 SH   DFND 2,20,5 64,036 43 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 8,195 8,850,000 PRN   DFND 2,5 8,850,000 0 0
SURFACE ONCOLOGY INC COM 86877M209 115 16,600 SH   DFND 20 16,600 0 0
SURGALIGN HOLDINGS INC COM 86882C105 1,918 1,059,422 SH   DFND 2,20,5 851,972 0 207,450
SURGERY PARTNERS INC COM 86881A100 9,815 448,179 SH   DFND 2,20,5,8 348,953 0 99,226
SURMODICS INC COM 868873100 18,939 486,732 SH   DFND 2,20,5,8 424,624 0 62,108
SUTRO BIOPHARMA INC COM 869367102 3,256 324,003 SH   DFND 2,20,5 257,493 0 66,510
SUZANO S A SPON ADS 86959K105 2,766 338,498 SH   DFND 10,2,20 289,682 42,592 6,224
SVB FINANCIAL GROUP COM 78486Q101 610,208 2,535,981 SH   DFND 10,12,13,19,2,20,5,6,8 2,249,142 46,363 240,476
SVMK INC COM 78489X103 51,884 2,346,612 SH   DFND 2,20,5,8 1,811,972 1,100 533,540
SWITCH INC CL A 87105L104 14,635 937,560 SH   DFND 2,20,5,8 779,290 0 158,270
ACADIA HEALTHCARE COMPANY IN COM 00404A109 63,309 2,147,536 SH   DFND 13,2,20,5,6,8 1,950,233 1,700 195,603
ASPEN AEROGELS INC COM 04523Y105 2,549 232,768 SH   DFND 2,20 173,616 0 59,152
SWK HLDGS CORP COM NEW 78501P203 510 36,400 SH   DFND 2,20 27,300 0 9,100
SYKES ENTERPRISES INC COM 871237103 44,355 1,296,540 SH   DFND 2,20,5,8 1,123,078 129 173,333
SYNAPTICS INC COM 87157D109 102,324 1,272,369 SH   DFND 2,20,5,6,8 1,111,200 224 160,945
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 16,039 12,908,000 PRN   DFND 2,5 12,908,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,677 889,523 SH   DFND 2,20,5 742,201 0 147,322
SYNCHRONY FINANCIAL COM 87165B103 630,852 24,105,919 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,818,435 440,155 2,847,329
SYNDAX PHARMACEUTICALS INC COM 87164F105 16,512 1,118,720 SH   DFND 2,20,5 1,033,395 0 85,325
SYNEOS HEALTH INC CL A 87166B102 78,746 1,481,311 SH   DFND 13,2,20,5,6,8 1,328,991 500 151,820
SYNNEX CORP COM 87162W100 136,084 971,613 SH   DFND 12,13,19,2,20,5,6,8 871,189 364 100,060
SYNOPSYS INC COM 871607107 1,393,303 6,511,372 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,541,806 196,819 772,747
ASPEN GROUP INC COM NEW 04530L203 2,690 240,850 SH   DFND 2,20,5 173,285 0 67,565
SYNOVUS FINL CORP COM NEW 87161C501 106,523 4,946,705 SH   DFND 13,2,20,5,6,8 4,597,373 1,890 347,442
SYROS PHARMACEUTICALS INC COM 87184Q107 15,023 1,699,482 SH   DFND 2,20,5 1,558,867 0 140,615
SYSCO CORP COM 871829107 1,591,115 25,572,412 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,601,476 441,796 2,529,140
SYSTEMAX INC COM 871851101 5,700 238,110 SH   DFND 2,20,5,8 180,024 0 58,086
T-MOBILE US INC COM 872590104 2,828,155 24,730,280 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,784,062 286,119 2,660,099
T2 BIOSYSTEMS INC COM 89853L104 30 21,700 SH   DFND 20 21,700 0 0
TABULA RASA HEALTHCARE INC COM 873379101 25,935 636,121 SH   DFND 2,20,5,8 543,333 0 92,788
TACTILE SYS TECHNOLOGY INC COM 87357P100 29,806 814,586 SH   DFND 2,20,5,8 729,242 0 85,344
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 155,333 1,906,746 SH   DFND 1,10,13,19,2,20,5,8 1,277,938 0 628,808
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 915,590 5,541,642 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,791,246 130,860 619,536
ASPEN TECHNOLOGY INC COM 045327103 105,614 834,301 SH   DFND 13,19,2,20,5,8 667,758 768 165,775
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,109 62,152 SH   DFND 1,20 22,800 0 39,352
TAL EDUCATION GROUP SPONSORED ADS 874080104 575,343 7,566,319 SH   DFND 1,10,11,12,13,19,2,20,5,8 5,751,056 182,900 1,632,363
TALEND S A ADS 874224207 2,263 57,969 SH   DFND 2,20,5 57,969 0 0
TALOS ENERGY INC COM 87484T108 3,234 501,349 SH   DFND 2,20,5 457,848 0 43,501
TANDEM DIABETES CARE INC COM NEW 875372203 89,432 787,946 SH   DFND 13,19,2,20,5,8 645,631 600 141,715
TANGER FACTORY OUTLET CTRS I COM 875465106 28,732 4,764,848 SH   DFND 10,12,2,20,5,8 4,066,549 25,842 672,457
TAPESTRY INC COM 876030107 178,937 11,448,312 SH   DFND 10,12,13,19,2,20,5,6,8 8,155,754 8,840 3,283,718
TARGA RES CORP COM 87612G101 58,181 4,146,927 SH   DFND 12,13,19,2,20,5,8 2,888,737 2,100 1,256,090
TARGET CORP COM 87612E106 6,232,550 39,591,856 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,098,584 15,450,970 3,042,302
TARGET HOSPITALITY CORP COM 87615L107 562 460,788 SH   DFND 2,20 333,966 0 126,822
ASPIRA WOMENS HEALTH INC COM 04537Y109 3,178 1,030,252 SH   DFND 2,20,5 796,942 0 233,310
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 396 7,228 SH   DFND 10,20,5,8 6,319 0 909
TATA MTRS LTD SPONSORED ADR 876568502 29,616 3,258,065 SH   DFND 12,13,19,2,20,5,8 1,926,711 0 1,331,354
TAUBMAN CTRS INC COM 876664103 85,170 2,558,429 SH   DFND 10,13,2,20,5,6,8 2,170,349 16,973 371,107
TAYLOR MORRISON HOME CORP COM 87724P106 117,805 4,790,756 SH   DFND 2,20,5,6,8 4,185,489 1,500 603,767
TCF FINL CORP COM 872307103 101,223 4,333,167 SH   DFND 13,2,20,5,6,8 3,955,111 1,317 376,739
TCR2 THERAPEUTICS INC COM 87808K106 7,264 357,463 SH   DFND 2,20,5 277,744 0 79,719
TD AMERITRADE HLDG CORP COM 87236Y108 261,370 6,676,118 SH   DFND 10,12,13,19,2,20,5,6,8 5,188,188 252,252 1,235,678
TE CONNECTIVITY LTD REG SHS H84989104 1,266,884 12,961,779 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,003,899 501,657 1,456,223
TEAM INC COM 878155100 5,292 962,160 SH   DFND 2,20,5 852,238 0 109,922
TECHNIPFMC PLC COM G87110105 132,408 20,983,856 SH   DFND 10,12,13,19,2,20,5,6,8 17,098,094 5,742 3,880,020
ASSEMBLY BIOSCIENCES INC COM 045396108 19,430 1,181,875 SH   DFND 2,20,5,8 1,033,105 0 148,770
TECHTARGET INC COM 87874R100 30,581 695,645 SH   DFND 2,20,5,8 582,684 0 112,961
TEEKAY TANKERS LTD CL A Y8565N300 118 10,886 SH   DFND 20 10,886 0 0
TEGNA INC COM 87901J105 119,086 10,077,579 SH   DFND 12,13,19,2,20,5,6,8 9,018,712 1,629 1,057,238
TEJON RANCH CO COM 879080109 5,768 407,600 SH   DFND 2,20,5,8 322,745 936 83,919
TELA BIO INC COM 872381108 1,085 65,610 SH   DFND 2,20 53,060 0 12,550
TELADOC HEALTH INC COM 87918A105 329,736 1,503,996 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,217,190 34,967 251,839
TELECOM ARGENTINA S A SPON ADR REP B 879273209 18,242 2,789,267 SH   DFND 10,12,13,19,2,20,5,8 998,288 103,300 1,687,679
TELEDYNE TECHNOLOGIES INC COM 879360105 543,702 1,752,690 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,499,379 41,278 212,033
TELEFLEX INCORPORATED COM 879369106 659,795 1,938,180 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,688,822 27,762 221,596
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 15,936 1,839,173 SH   DFND 10,13,2,20,5 1,475,848 191,542 171,783
ASSERTIO HOLDINGS INC COM STK 04546C106 31 46,559 SH   DFND 20,5 46,559 0 0
TELENAV INC COM 879455103 3,575 993,188 SH   DFND 2,20,5 872,786 0 120,402
TELEPHONE & DATA SYS INC COM NEW 879433829 186,256 10,100,631 SH   DFND 10,12,13,19,2,20,5,6,8 9,853,544 34,933 212,154
TELLURIAN INC NEW COM 87968A104 1,631 2,046,820 SH   DFND 2,20,5 1,566,429 0 480,391
TEMPUR SEALY INTL INC COM 88023U101 125,474 1,406,815 SH   DFND 13,2,20,5,6,8 1,292,728 372 113,715
TENABLE HLDGS INC COM 88025T102 53,071 1,405,848 SH   DFND 2,20,5,8 1,117,527 0 288,321
TENARIS S A SPONSORED ADS 88031M109 699 70,926 SH   DFND 1,20 5,390 0 65,536
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 101,704 6,885,849 SH   DFND 1,10,12,13,19,2,20,5,8 5,298,744 172,900 1,414,205
TENET HEALTHCARE CORP COM NEW 88033G407 81,626 3,330,320 SH   DFND 1,12,13,2,20,5,6,8 2,856,821 681 472,818
TENNANT CO COM 880345103 32,822 543,778 SH   DFND 2,20,5,8 455,287 278 88,213
TENNECO INC CL A VTG COM STK 880349105 7,571 1,090,938 SH   DFND 12,13,2,20,5,8 850,698 623 239,617
ASSETMARK FINL HLDGS INC COM 04546L106 6,534 300,566 SH   DFND 2,20,5,8 233,867 0 66,699
TERADATA CORP DEL COM 88076W103 63,574 2,800,601 SH   DFND 1,13,2,20,5,6,8 2,476,776 1,664 322,161
TERADYNE INC COM 880770102 546,574 6,878,602 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,741,659 255,362 881,581
TERADYNE INC NOTE 1.250%12/1 880770AG7 26,742 10,443,000 PRN   DFND 2,5 10,443,000 0 0
TEREX CORP NEW COM 880779103 42,238 2,181,708 SH   DFND 12,13,2,20,5,6,8 1,859,668 695 321,345
TERNIUM SA SPONSORED ADS 880890108 202 10,731 SH   DFND 13,19,20,5 8,431 0 2,300
TERRENO RLTY CORP COM 88146M101 148,759 2,716,563 SH   DFND 10,19,2,20,5,8 2,067,193 19,052 630,318
TERRITORIAL BANCORP INC COM 88145X108 3,668 181,300 SH   DFND 13,2,20,5,6 153,038 0 28,262
TESLA INC COM 88160R101 6,758,877 15,754,590 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,855,716 487,627 2,411,247
TESLA INC NOTE 1.250% 3/0 88160RAC5 171,223 28,775,000 PRN   DFND 2,5 28,775,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 265,355 38,326,000 PRN   DFND 2,5 38,326,000 0 0
ASSOCIATED BANC CORP COM 045487105 64,838 5,137,753 SH   DFND 12,13,2,20,5,6,8 4,743,142 1,561 393,050
TESLA INC NOTE 2.375% 3/1 88160RAD3 134,865 20,583,000 PRN   DFND 2,5 20,583,000 0 0
TETRA TECH INC NEW COM 88162G103 157,961 1,654,041 SH   DFND 13,19,2,20,5,6,8 1,398,666 472 254,903
TETRA TECHNOLOGIES INC DEL COM 88162F105 50 96,984 SH   DFND 20 96,984 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 11,156 11,357,000 PRN   DFND 2,5 11,357,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 148,504 16,482,123 SH   DFND 1,10,12,13,19,2,20,5,6,8 11,506,087 802,548 4,173,488
TEXAS CAP BANCSHARES INC COM 88224Q107 66,716 2,143,132 SH   DFND 13,2,20,5,6,8 1,901,364 800 240,968
TEXAS INSTRS INC COM 882508104 5,714,854 40,022,791 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,704,557 1,460,848 4,857,386
TEXAS PAC LD TR SUB CTF PROP I T 882610108 6,573 14,556 SH   DFND 20,5,8 7,300 100 7,156
TEXAS ROADHOUSE INC COM 882681109 121,653 2,001,195 SH   DFND 13,2,20,5,6,8 1,680,965 800 319,430
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 12,234 864,008 SH   DFND 2,20,5 684,676 0 179,332
ASSOCIATED CAP GROUP INC CL A 045528106 1,642 45,443 SH   DFND 2,20 33,256 0 12,187
TEXTRON INC COM 883203101 365,896 10,132,679 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,090,664 123,727 918,288
TFS FINL CORP COM 87240R107 10,301 701,245 SH   DFND 2,20,5,6,8 550,683 0 150,562
TG THERAPEUTICS INC COM 88322Q108 109,960 4,109,119 SH   DFND 2,20,5,8 3,591,805 800 516,514
THE ODP CORP COM 88337F105 37,397 1,922,716 SH   DFND 10,12,13,2,20,5,8 1,657,003 15,853 249,860
THE REALREAL INC COM 88339P101 15,278 1,055,822 SH   DFND 2,20,5,8 830,888 0 224,934
THE TRADE DESK INC COM CL A 88339J105 431,932 832,592 SH   DFND 10,11,12,13,19,2,20,5,6,8 680,759 19,875 131,958
THERAPEUTICSMD INC COM 88338N107 7,033 4,451,440 SH   DFND 2,20,5,8 3,484,135 0 967,305
THERAVANCE BIOPHARMA INC COM G8807B106 16,141 1,091,684 SH   DFND 2,20,5,8 868,884 882 221,918
THERMO FISHER SCIENTIFIC INC COM 883556102 7,197,810 16,294,224 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,123,613 270,253 1,900,358
THERMON GROUP HLDGS INC COM 88362T103 7,310 650,977 SH   DFND 2,20,5,8 509,421 0 141,556
ASSURANT INC COM 04621X108 363,140 2,993,485 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,310,367 64,120 618,998
THIRD PT REINS LTD COM G8827U100 18,125 2,607,915 SH   DFND 2,20,5,8 2,235,497 0 372,418
THOMSON REUTERS CORP. COM NEW 884903709 930 11,657 SH   DFND 20 2,125 9,532 0
THOR INDS INC COM 885160101 119,398 1,253,395 SH   DFND 12,13,2,20,5,6,8 1,124,671 3,845 124,879
TIDEWATER INC NEW COM 88642R109 4,951 737,810 SH   DFND 2,20,5 592,389 0 145,421
TIFFANY & CO NEW COM 886547108 554,295 4,760,916 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,125,032 71,648 564,236
TILLYS INC CL A 886885102 2,250 373,088 SH   DFND 2,20 299,906 0 73,182
TILRAY INC COM CL 2 88688T100 682 140,678 SH   DFND 2,20,5 84,187 0 56,491
TILRAY INC NOTE 5.000%10/0 88688TAB6 3,501 7,697,000 PRN   DFND 2 7,697,000 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 10,078 874,058 SH   DFND 10,2,20 689,472 64,969 119,617
TIMBERLAND BANCORP INC COM 887098101 2,315 128,628 SH   DFND 2,20 100,830 0 27,798
ACADIA PHARMACEUTICALS INC COM 004225108 111,482 2,702,584 SH   DFND 13,19,2,20,5,8 2,423,111 2,700 276,773
ASSURED GUARANTY LTD COM G0585R106 30,389 1,414,761 SH   DFND 12,13,2,20,5,8 1,226,558 806 187,397
TIMKEN CO COM 887389104 91,098 1,680,147 SH   DFND 10,12,2,20,5,6,8 1,504,792 20,664 154,691
TIMKENSTEEL CORP COM 887399103 4,323 1,217,635 SH   DFND 2,20,5 1,054,566 0 163,069
TIPTREE INC COM 88822Q103 2,249 454,308 SH   DFND 2,20 367,110 0 87,198
TITAN INTL INC ILL COM 88830M102 1,851 640,343 SH   DFND 2,20 640,343 0 0
TITAN MACHY INC COM 88830R101 4,674 353,259 SH   DFND 2,20,5 280,971 0 72,288
TIVITY HEALTH INC COM 88870R102 23,012 1,641,350 SH   DFND 2,20,5,8 1,440,084 1,282 199,984
TIZIANA LIFE SCIENCES PLC SPONSORED ADS 88875G101 645 192,616 SH   DFND 2 192,616 0 0
TJX COS INC NEW COM 872540109 2,892,706 51,980,346 SH   DFND 10,11,12,13,19,2,20,5,6,8 44,726,412 1,339,523 5,914,411
TOLL BROTHERS INC COM 889478103 181,483 3,729,610 SH   DFND 13,19,2,20,5,6,8 3,434,827 1,126 293,657
TOMPKINS FINANCIAL CORPORATI COM 890110109 25,471 448,350 SH   DFND 2,20,5,8 378,476 0 69,874
ASTEC INDS INC COM 046224101 37,835 697,426 SH   DFND 2,20,5,8 600,143 463 96,820
TOOTSIE ROLL INDS INC COM 890516107 17,982 581,952 SH   DFND 2,20,5,6,8 504,927 748 76,277
TOPBUILD CORP COM 89055F103 205,504 1,203,963 SH   DFND 2,20,5,6,8 1,044,408 340 159,215
TORCHLIGHT ENERGY RES INC COM 89102U103 4 15,300 SH   DFND 20 15,300 0 0
TORO CO COM 891092108 211,657 2,513,779 SH   DFND 13,19,2,20,5,6,8 2,251,675 972 261,132
TORONTO DOMINION BK ONT COM NEW 891160509 380 8,211 SH   DFND 20 8,211 0 0
TOTAL SE SPONSORED ADS 89151E109 1,033 30,007 SH   DFND 1,20 4,870 0 25,137
TOWNEBANK PORTSMOUTH VA COM 89214P109 22,103 1,333,195 SH   DFND 2,20,5,8 1,013,902 1,500 317,793
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 6,557 49,506 SH   DFND 2,20 49,506 0 0
TPG RE FIN TR INC COM 87266M107 12,698 1,465,965 SH   DFND 2,20,5,8 1,185,838 0 280,127
TPI COMPOSITES INC COM 87266J104 22,141 764,523 SH   DFND 2,20,5,8 630,551 0 133,972
ASTRAZENECA PLC SPONSORED ADR 046353108 3,951 72,105 SH   DFND 1,20 30,234 0 41,871
TRACTOR SUPPLY CO COM 892356106 777,723 5,425,724 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,657,558 187,262 580,904
TRADEWEB MKTS INC CL A 892672106 106,863 1,842,458 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,543,662 50,139 248,657
TRANE TECHNOLOGIES PLC SHS G8994E103 1,411,507 11,641,203 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,143,081 208,210 1,289,912
TRANSALTA CORP COM 89346D107 2,739 443,068 SH   DFND 2 443,068 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 3 11,625 SH   DFND 20 11,625 0 0
TRANSCAT INC COM 893529107 4,223 144,120 SH   DFND 2,20,5 116,140 0 27,980
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 569 22,822 SH   DFND 2,20 17,836 0 4,986
TRANSDIGM GROUP INC COM 893641100 1,049,908 2,209,774 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,937,152 30,012 242,610
TRANSENTERIX INC COM 89366M300 4 11,823 SH   DFND 20 11,821 0 2
TRANSLATE BIO INC COM 89374L104 68,821 5,056,617 SH   DFND 2,20,5,6,8 4,755,051 0 301,566
ASTRONICS CORP COM 046433108 3,617 468,478 SH   DFND 2,20,5,8 362,053 1,240 105,185
TRANSMEDICS GROUP INC COM 89377M109 4,661 338,228 SH   DFND 2,20,5 260,961 0 77,267
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 2,917 15,825,000 PRN   DFND 2 15,825,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 13,513 16,746,724 SH   DFND 13,19,2,20,5,8 13,882,514 0 2,864,210
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1,256 301,978 SH   DFND 2,20,5 244,036 0 57,942
TRANSUNION COM 89400J107 325,506 3,869,086 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,159,798 89,160 620,128
TRAVELERS COMPANIES INC COM 89417E109 1,828,603 16,901,776 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,862,241 273,088 6,766,447
TREAN INS GROUP INC COM 89457R101 1,638 107,429 SH   DFND 20 85,960 0 21,469
TRECORA RES COM 894648104 2,560 416,951 SH   DFND 2,20,5 331,830 0 85,121
TREDEGAR CORP COM 894650100 12,536 836,141 SH   DFND 10,2,20,5,8 695,790 15,629 124,722
TREEHOUSE FOODS INC COM 89469A104 52,139 1,286,423 SH   DFND 12,13,2,20,5,6,8 1,160,643 871 124,909
ASURE SOFTWARE INC COM 04649U102 1,176 155,794 SH   DFND 2,20 125,194 0 30,600
TREVENA INC COM 89532E109 297 99,331 SH   DFND 20 99,331 0 0
TREX CO INC COM 89531P105 245,674 3,431,203 SH   DFND 13,19,2,20,5,6,8 3,140,070 1,200 289,933
TRI POINTE GROUP INC COM 87265H109 91,508 5,044,558 SH   DFND 10,2,20,5,6,8 4,370,687 59,334 614,537
TRIBUNE PUBG CO NEW COM 89609W107 6,214 532,966 SH   DFND 2,20,5 445,416 8,800 78,750
TRICIDA INC COM 89610F101 4,900 540,871 SH   DFND 2,20,5,8 424,739 0 116,132
TRICO BANCSHARES COM 896095106 16,190 661,086 SH   DFND 2,20,5,8 483,837 0 177,249
TRIMAS CORP COM NEW 896215209 20,007 877,507 SH   DFND 2,20,5,8 666,264 200 211,043
TRIMBLE INC COM 896239100 395,272 8,116,476 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,839,755 149,078 1,127,643
TRINET GROUP INC COM 896288107 49,346 831,865 SH   DFND 2,20,5,8 629,355 900 201,610
TRINITY INDS INC COM 896522109 48,390 2,481,516 SH   DFND 13,2,20,5,6,8 2,062,004 658 418,854
AT HOME GROUP INC COM 04650Y100 19,844 1,335,385 SH   DFND 2,20,5 1,156,665 0 178,720
TRINSEO S A SHS L9340P101 34,726 1,354,373 SH   DFND 12,2,20,5,8 1,173,461 2,400 178,512
TRIP COM GROUP LTD ADS 89677Q107 281,486 9,039,369 SH   DFND 10,12,13,19,2,20,5,8 6,956,413 303,471 1,779,485
TRIPADVISOR INC COM 896945201 43,976 2,244,811 SH   DFND 13,19,2,20,5,6,8 2,010,362 1,093 233,356
TRIPLE-S MGMT CORP CL B 896749108 10,606 593,494 SH   DFND 2,20,5,8 499,686 0 93,808
TRISTATE CAP HLDGS INC COM 89678F100 8,227 621,400 SH   DFND 2,20,5,8 494,678 0 126,722
TRITON INTL LTD CL A G9078F107 46,232 1,136,747 SH   DFND 2,20,5,8 887,811 12,500 236,436
TRIUMPH BANCORP INC COM 89679E300 22,962 737,383 SH   DFND 2,20,5,8 633,297 0 104,086
TRIUMPH GROUP INC NEW COM 896818101 40,901 6,282,775 SH   DFND 2,20,5,8 6,050,556 202 232,017
TRONOX HOLDINGS PLC SHS G9087Q102 14,039 1,783,902 SH   DFND 2,20,5,8 1,355,902 1,600 426,400
TRUEBLUE INC COM 89785X101 18,234 1,177,178 SH   DFND 2,20,5,6,8 981,957 1,702 193,519
AT&T INC COM 00206R102 8,381,564 293,986,821 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 253,759,012 4,928,080 35,299,729
TRUECAR INC COM 89785L107 12,163 2,432,501 SH   DFND 2,20,5,8 2,001,492 0 431,009
TRUIST FINL CORP COM 89832Q109 2,190,702 57,574,299 SH   DFND 10,12,13,19,2,20,5,6,8 50,573,230 661,899 6,339,170
TRUPANION INC COM 898202106 70,529 893,907 SH   DFND 2,20,5,8 759,148 0 134,759
TRUSTCO BK CORP N Y COM 898349105 16,046 3,033,822 SH   DFND 2,20,5,8 2,602,797 1,400 429,625
TRUSTMARK CORP COM 898402102 49,915 2,331,402 SH   DFND 2,20,5,6,8 2,029,988 895 300,519
TSAKOS ENERGY NAVIGATION LTD SHS G9108L173 116 14,587 SH   DFND 2,20 14,587 0 0
TTEC HLDGS INC COM 89854H102 30,103 551,843 SH   DFND 2,20,5,8 471,726 0 80,117
TTM TECHNOLOGIES INC COM 87305R109 38,477 3,372,241 SH   DFND 2,20,5,8 2,913,722 700 457,819
TUCOWS INC COM NEW 898697206 12,314 178,730 SH   DFND 2,20,5,8 138,899 0 39,831
TUFIN SOFTWARE TECHNOLOGIS L SHS M8893U102 130 15,720 SH   DFND 2 15,720 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 41,874 3,231,040 SH   DFND 2,20,5,8 2,900,389 0 330,651
TUPPERWARE BRANDS CORP COM 899896104 32,166 1,595,544 SH   DFND 13,2,20,5 1,414,808 0 180,736
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1,629 340,179 SH   DFND 2,20 340,179 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 111,515 1,276,504 SH   DFND 2,20,5,8 1,115,903 300 160,301
TURNING PT BRANDS INC COM 90041L105 5,151 184,310 SH   DFND 2,20,5 153,513 0 30,797
TURTLE BEACH CORP COM NEW 900450206 3,593 197,406 SH   DFND 2,20 152,206 0 45,200
TUTOR PERINI CORP COM 901109108 9,179 824,712 SH   DFND 12,2,20,5,8 634,189 800 189,723
TWILIO INC CL A 90138F102 664,479 2,689,218 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,221,372 59,197 408,649
TWILIO INC NOTE 0.250% 6/0 90138FAB8 46,804 13,444,000 PRN   DFND 2,5 13,444,000 0 0
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 9,323 354,905 SH   DFND 2,20,5,8 273,973 0 80,932
TWIST BIOSCIENCE CORP COM 90184D100 109,131 1,436,506 SH   DFND 2,20,5,8 1,290,506 0 146,000
ATHENE HOLDING LTD CL A G0684D107 107,060 3,141,425 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,359,601 251,299 530,525
TWITTER INC COM 90184L102 1,587,098 35,665,114 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,201,440 481,881 3,981,793
TWITTER INC NOTE 0.250% 6/1 90184LAF9 31,611 28,450,000 PRN   DFND 2,5 28,450,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 21,519 21,630,000 PRN   DFND 2,5 21,630,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 30,586 5,847,855 SH   DFND 13,2,20,5,8 4,438,632 2,027 1,407,196
TYLER TECHNOLOGIES INC COM 902252105 604,951 1,735,571 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,503,796 26,871 204,904
TYME TECHNOLOGIES INC COM 90238J103 846 862,961 SH   DFND 2,20 576,671 0 286,290
TYSON FOODS INC CL A 902494103 820,060 13,787,161 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,652,324 314,402 1,820,435
U S CONCRETE INC COM 90333L201 14,697 506,078 SH   DFND 2,20,5,8 440,761 0 65,317
U S PHYSICAL THERAPY INC COM 90337L108 35,028 403,179 SH   DFND 2,20,5,8 347,522 300 55,357
U S SILICA HLDGS INC COM 90346E103 7,172 2,390,601 SH   DFND 13,2,20,5 2,114,092 0 276,509
ATHENEX INC COM 04685N103 29,575 2,444,248 SH   DFND 2,20,5,8 2,160,255 0 283,993
U S WELL SVCS INC CL A 91274U101 3 11,000 SH   DFND 20 11,000 0 0
U S XPRESS ENTERPRISES INC COM CL A 90338N202 2,985 361,413 SH   DFND 2,20 281,060 0 80,353
UBER TECHNOLOGIES INC COM 90353T100 856,596 23,481,253 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,441,300 457,896 3,582,057
UBIQUITI INC COM 90353W103 15,085 90,516 SH   DFND 19,2,20,5 82,509 0 8,007
UDR INC COM 902653104 563,062 17,266,530 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,407,003 258,012 2,601,515
UFP INDUSTRIES INC COM 90278Q108 102,497 1,813,784 SH   DFND 2,20,5,8 1,533,878 651 279,255
UFP TECHNOLOGIES INC COM 902673102 5,782 139,589 SH   DFND 2,20,5 116,364 0 23,225
UGI CORP NEW COM 902681105 452,263 13,577,281 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,755,130 126,175 695,976
ULTA BEAUTY INC COM 90384S303 536,565 2,395,594 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,063,928 78,953 252,713
ULTRA CLEAN HLDGS INC COM 90385V107 26,967 1,256,612 SH   DFND 2,20,5,8 1,076,675 0 179,937
ACADIA RLTY TR COM SH BEN INT 004239109 45,976 4,378,686 SH   DFND 10,2,20,5,8 3,576,899 23,056 778,731
ATHERSYS INC NEW COM 04744L106 23,482 12,042,254 SH   DFND 2,20,5,6,8 11,342,831 0 699,423
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 149,339 1,816,992 SH   DFND 13,19,2,20,5,8 1,547,540 900 268,552
ULTRALIFE CORP COM 903899102 549 93,098 SH   DFND 2,20 72,098 0 21,000
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 8,748 2,557,867 SH   DFND 10,13,2,20 2,198,283 299,660 59,924
UMB FINL CORP COM 902788108 80,187 1,625,144 SH   DFND 12,13,2,20,5,6,8 1,411,881 308 212,955
UMH PPTYS INC COM 903002103 11,627 858,739 SH   DFND 2,20,5,8 679,359 0 179,380
UMPQUA HLDGS CORP COM 904214103 86,425 8,137,921 SH   DFND 12,13,2,20,5,6,8 7,624,745 2,162 511,014
UNDER ARMOUR INC CL A 904311107 91,825 8,176,761 SH   DFND 10,12,13,19,2,20,5,6,8 5,332,780 2,010 2,841,971
UNDER ARMOUR INC CL C 904311206 61,185 6,217,993 SH   DFND 10,12,13,19,2,20,5,6,8 5,501,414 2,047 714,532
UNIFI INC COM NEW 904677200 5,694 443,470 SH   DFND 2,20,5 387,159 0 56,311
UNIFIRST CORP MASS COM 904708104 87,444 461,763 SH   DFND 2,20,5,8 390,916 143 70,704
ATKORE INTL GROUP INC COM 047649108 23,085 1,015,604 SH   DFND 2,20,5,8 795,434 0 220,170
UNILEVER N V N Y SHS NEW 904784709 2,120 35,097 SH   DFND 1,20 20,626 0 14,471
UNILEVER PLC SPON ADR NEW 904767704 2,558 41,471 SH   DFND 1,20 17,265 0 24,206
UNION PAC CORP COM 907818108 5,610,582 28,498,918 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 24,409,180 746,150 3,343,588
UNIQURE NV SHS N90064101 4,099 111,288 SH   DFND 2,20,5,8 77,238 700 33,350
UNISYS CORP COM NEW 909214306 21,859 2,048,610 SH   DFND 2,20,5,8 1,755,366 1,550 291,694
UNITED AIRLS HLDGS INC COM 910047109 306,210 8,811,804 SH   DFND 10,12,13,19,2,20,5,6,8 8,125,136 952 685,716
UNITED BANKSHARES INC WEST V COM 909907107 261,992 11,999,197 SH   DFND 13,2,20,5,6,8 11,417,800 1,845 579,552
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 52,683 3,078,685 SH   DFND 2,20,5,8 2,704,619 529 373,537
UNITED FIRE GROUP INC COM 910340108 13,811 679,695 SH   DFND 2,20,5,8 573,870 0 105,825
UNITED INS HLDGS CORP COM 910710102 3,865 637,806 SH   DFND 2,20,5,8 557,095 0 80,711
ATLANTIC CAP BANCSHARES INC COM 048269203 4,893 431,062 SH   DFND 2,20,5,8 328,401 0 102,661
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 17,941 3,745,494 SH   DFND 2,20,5 3,563,969 0 181,525
UNITED NAT FOODS INC COM 911163103 27,081 1,821,163 SH   DFND 2,20,5,8 1,542,063 256 278,844
UNITED PARCEL SERVICE INC CL B 911312106 4,900,420 29,408,988 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,376,123 526,277 3,506,588
UNITED RENTALS INC COM 911363109 732,544 4,197,960 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,682,009 112,023 403,928
UNITED SEC BANCSHARES CALIF COM 911460103 1,360 222,598 SH   DFND 2,20 183,362 0 39,236
UNITED STATES ANTIMONY CORP COM 911549103 7 24,057 SH   DFND 20 24,057 0 0
UNITED STATES CELLULAR CORP COM 911684108 5,501 186,280 SH   DFND 2,20,5,8 156,457 0 29,823
UNITED STATES STL CORP NEW COM 912909108 75,899 10,340,432 SH   DFND 1,12,13,19,2,20,5,6,8 9,303,510 1,861 1,035,061
UNITED STS LIME & MINERALS I COM 911922102 3,978 44,148 SH   DFND 2,20,6 33,784 0 10,364
UNITED THERAPEUTICS CORP DEL COM 91307C102 152,408 1,508,991 SH   DFND 12,13,2,20,5,6,8 1,402,274 457 106,260
ATLANTIC POWER CORP COM NEW 04878Q863 2,901 1,480,296 SH   DFND 2,20,5 1,118,843 0 361,453
UNITEDHEALTH GROUP INC COM 91324P102 14,256,983 45,729,169 SH   DFND 10,11,12,13,19,2,20,5,6,8 34,683,806 1,000,685 10,044,678
UNITI GROUP INC COM 91325V108 67,048 6,273,849 SH   DFND 12,13,2,20,5,8 5,375,340 3,741 894,768
UNITIL CORP COM 913259107 14,152 366,240 SH   DFND 13,19,2,20,5,8 289,796 0 76,444
UNITY BANCORP INC COM 913290102 1,582 136,586 SH   DFND 2,20 112,199 0 24,387
UNITY BIOTECHNOLOGY INC COM 91381U101 2,043 590,596 SH   DFND 2,20,5 482,965 0 107,631
UNIVAR SOLUTIONS USA INC COM 91336L107 64,310 3,809,829 SH   DFND 12,13,2,20,5,6,8 3,301,574 2,000 506,255
UNIVERSAL CORP VA COM 913456109 54,491 1,301,113 SH   DFND 12,2,20,5,8 1,233,915 112 67,086
UNIVERSAL DISPLAY CORP COM 91347P105 191,648 1,060,354 SH   DFND 13,19,2,20,5,6,8 953,424 410 106,520
UNIVERSAL ELECTRS INC COM 913483103 16,735 443,421 SH   DFND 2,20,5,8 379,832 436 63,153
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 36,664 643,338 SH   DFND 10,2,20,5,8 533,168 3,800 106,370
ATLANTIC UN BANKSHARES CORP COM 04911A107 41,324 1,933,748 SH   DFND 2,20,5,8 1,562,731 500 370,517
UNIVERSAL HLTH SVCS INC CL B 913903100 378,537 3,537,064 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,070,650 84,611 381,803
UNIVERSAL INS HLDGS INC COM 91359V107 13,153 950,345 SH   DFND 2,20,5,8 799,835 8,300 142,210
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,928 140,388 SH   DFND 2,20 114,946 0 25,442
UNIVERSAL TECHNICAL INST INC COM 913915104 1,698 334,156 SH   DFND 2,20,5 247,492 0 86,664
UNIVEST FINANCIAL CORPORATIO COM 915271100 9,751 668,502 SH   DFND 2,20,5,8 527,213 0 141,289
UNUM GROUP COM 91529Y106 152,975 9,089,437 SH   DFND 10,12,13,19,2,20,5,6,8 8,248,696 4,109 836,632
UP FINTECH HLDG LTD SPONSORED ADS 91531W106 173 36,581 SH   DFND 2 36,581 0 0
UPLAND SOFTWARE INC COM 91544A109 21,174 561,641 SH   DFND 2,20,5,8 454,984 0 106,657
UPWORK INC COM 91688F104 30,047 1,722,850 SH   DFND 2,20,5,8 1,316,108 0 406,742
URANIUM ENERGY CORP COM 916896103 2,375 2,382,863 SH   DFND 2,20,5 1,616,286 0 766,577
ATLANTICA SUSTAINABLE INFR P SHS G0751N103 7,422 259,420 SH   DFND 2,20,5 259,420 0 0
URBAN EDGE PPTYS COM 91704F104 54,444 5,601,278 SH   DFND 10,13,2,20,5,6,8 4,605,877 32,692 962,709
URBAN ONE INC CL D NON VTG 91705J204 20 17,372 SH   DFND 20 17,372 0 0
URBAN OUTFITTERS INC COM 917047102 54,719 2,629,439 SH   DFND 12,2,20,5,6,8 1,968,253 1,466 659,720
UROGEN PHARMA LTD COM M96088105 7,976 413,470 SH   DFND 2,20,5,8 336,499 300 76,671
URSTADT BIDDLE PPTYS INC CL A 917286205 9,144 993,914 SH   DFND 2,20,5,8 842,422 0 151,492
US BANCORP DEL COM NEW 902973304 2,106,498 58,081,563 SH   DFND 1,10,12,13,19,2,20,5,6,8 50,422,348 857,551 6,801,664
US ECOLOGY INC COM 91734M103 30,060 920,123 SH   DFND 2,20,5,8 781,561 400 138,162
US FOODS HLDG CORP COM 912008109 62,092 2,794,436 SH   DFND 12,13,19,2,20,5,8 2,251,614 1,900 540,922
USANA HEALTH SCIENCES INC COM 90328M107 28,003 380,218 SH   DFND 2,20,5,8 328,077 0 52,141
UTAH MED PRODS INC COM 917488108 6,071 75,746 SH   DFND 2,20,5 62,902 0 12,844
ATLANTICUS HLDGS CORP COM 04914Y102 614 51,635 SH   DFND 2,20 39,793 0 11,842
UXIN LTD ADS 91818X108 324 372,417 SH   DFND 2,20,5 372,417 0 0
V F CORP COM 918204108 1,259,095 17,923,058 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,697,549 341,865 2,883,644
VAALCO ENERGY INC COM NEW 91851C201 28 27,558 SH   DFND 20 27,558 0 0
VAIL RESORTS INC COM 91879Q109 209,853 980,757 SH   DFND 10,11,12,13,19,2,20,5,6,8 673,314 20,950 286,493
VALE S A SPONSORED ADS 91912E105 149,681 13,560,465 SH   DFND 1,10,2,20,5,8 11,910,532 1,428,089 221,844
VALERO ENERGY CORP COM 91913Y100 1,042,264 24,059,653 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,532,796 334,845 2,192,012
VALLEY NATL BANCORP COM 919794107 101,944 14,640,933 SH   DFND 2,20,5,6,8 12,783,556 6,253 1,851,124
VALMONT INDS INC COM 920253101 65,721 527,342 SH   DFND 13,19,2,20,5,6,8 475,819 216 51,307
VALUE LINE INC COM 920437100 305 12,339 SH   DFND 2,20 8,236 0 4,103
VALVOLINE INC COM 92047W101 82,057 4,309,717 SH   DFND 13,2,20,5,6,8 3,857,890 1,813 450,014
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 61,290 1,006,411 SH   DFND 2,20,5,8 907,126 0 99,285
VANDA PHARMACEUTICALS INC COM 921659108 32,702 3,385,334 SH   DFND 2,20,5,8 3,137,181 0 248,153
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 857 12,700 SH   DFND 10 0 0 12,700
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 289,543 3,282,055 SH   DFND 1,12,2 3,282,055 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 26,997 463,988 SH   DFND 12 463,988 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 207 1,173 SH   DFND 1 1,173 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 3,996 50,607 SH   DFND 1,10,20 9,907 40,700 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,495 17,860 SH   DFND 1 17,860 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 11,643 68,364 SH   DFND 1 68,364 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 34,003 325,356 SH   DFND 20 325,356 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 32,628 754,585 SH   DFND 1,20 743,043 8,832 2,710
ATLAS CORP SHS Y0436Q109 13,456 1,505,153 SH   DFND 13,2,20,5 924,960 1,300 578,893
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 232,318 4,431,006 SH   DFND 2,20 3,854,739 0 576,267
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,031 12,787 SH   DFND 1 12,787 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 535 5,586 SH   DFND 1 5,586 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 479,264 6,800,000 SH   DFND 2 6,800,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 32,408 303,221 SH   DFND 12,2 303,221 0 0
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 465,675 7,500,000 SH   DFND 2 7,500,000 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,540 208,793 SH   DFND 1,20 51,461 117,305 40,027
VAPOTHERM INC COM 922107107 18,789 647,892 SH   DFND 2,20,5,8 570,624 0 77,268
VAREX IMAGING CORP COM 92214X106 25,877 2,034,351 SH   DFND 13,2,20,5,8 1,854,462 1,161 178,728
VARIAN MED SYS INC COM 92220P105 684,663 3,980,599 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,418,067 136,023 426,509
ATLASSIAN CORP PLC CL A G06242104 250,862 1,379,957 SH   DFND 10,12,13,19,2,20,5,8 1,237,715 0 142,242
VARONIS SYS INC COM 922280102 77,323 669,931 SH   DFND 2,20,5,8 523,713 600 145,618
VAXART INC COM NEW 92243A200 6,062 911,518 SH   DFND 2,20,5,6 763,452 0 148,066
VAXCYTE INC COM 92243G108 13,532 274,041 SH   DFND 2,20,5 213,553 0 60,488
VBI VACCINES INC COM NEW 91822J103 53,082 18,560,288 SH   DFND 2,20,5 17,991,768 0 568,520
VECTOR GROUP LTD COM 92240M108 36,749 3,792,426 SH   DFND 2,20,5 3,412,553 1,706 378,167
VECTRUS INC COM 92242T101 18,550 488,155 SH   DFND 2,20,5,8 434,023 0 54,132
VEDANTA LIMITED SPONSORED ADR 92242Y100 25,677 3,474,546 SH   DFND 12,13,2,20,5,8 1,836,968 0 1,637,578
VEECO INSTRS INC DEL COM 922417100 16,813 1,440,741 SH   DFND 2,20,5,8 1,224,668 1,747 214,326
VEEVA SYS INC CL A COM 922475108 797,260 2,835,306 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,267,417 126,633 441,256
VENATOR MATLS PLC SHS G9329Z100 72 37,500 SH   DFND 20 37,500 0 0
ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 7,685 717,509 SH   DFND 2,20,5,8 544,499 0 173,010
ATMOS ENERGY CORP COM 049560105 798,446 8,352,823 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,598,548 153,886 600,389
VENTAS INC COM 92276F100 959,339 22,624,810 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,917,158 352,794 3,354,858
VENUS CONCEPT INC COM 92332W105 479 206,646 SH   DFND 2,20 163,856 0 42,790
VEON LTD SPONSORED ADR 91822M106 10,091 8,005,606 SH   DFND 13,19,2,20,5,8 4,938,306 0 3,067,300
VEONEER INC COM 92336X109 8,212 558,661 SH   DFND 13,2,20,5,8 460,191 1,000 97,470
VERA BRADLEY INC COM 92335C106 3,888 636,407 SH   DFND 2,20,5 553,867 0 82,540
VERACYTE INC COM 92337F107 70,965 2,184,202 SH   DFND 2,20,5,8 1,928,299 0 255,903
VERASTEM INC COM 92337C104 2,781 2,298,512 SH   DFND 2,20,5,8 1,791,716 0 506,796
VEREIT INC COM 92339V100 312,385 47,511,111 SH   DFND 10,11,12,13,19,2,20,5,6,8 37,251,412 924,394 9,335,305
VEREIT INC NOTE 3.750%12/1 02917TAB0 6,432 6,340,000 PRN   DFND 2 6,340,000 0 0
VERICEL CORP COM 92346J108 37,536 2,025,687 SH   DFND 2,20,5,8 1,808,878 0 216,809
ATN INTL INC COM 00215F107 21,651 430,340 SH   DFND 2,20,5,6,8 377,547 0 52,793
VERICITY INC COM 92347D100 206 20,200 SH   DFND 2,20 16,900 0 3,300
VERINT SYS INC COM 92343X100 65,663 1,362,876 SH   DFND 19,2,20,5,8 1,048,890 500 313,486
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 9,575 9,385,000 PRN   DFND 2,5 9,385,000 0 0
VERISIGN INC COM 92343E102 852,533 4,161,745 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,612,559 65,879 483,307
VERISK ANALYTICS INC COM 92345Y106 1,285,754 6,938,396 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,762,484 98,944 1,076,968
VERITEX HLDGS INC COM 923451108 28,806 1,691,478 SH   DFND 2,20,5,8 1,400,178 0 291,300
VERITIV CORP COM 923454102 5,029 397,254 SH   DFND 2,20,5 348,895 0 48,359
VERITONE INC COM 92347M100 3,672 400,826 SH   DFND 2,20,5 323,168 0 77,658
VERIZON COMMUNICATIONS INC COM 92343V104 9,829,796 165,234,424 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 135,233,397 3,033,189 26,967,838
VERRA MOBILITY CORP COM 92511U102 27,291 2,825,130 SH   DFND 2,20,5,8 2,204,587 0 620,543
ATOMERA INC COM 04965B100 2,259 216,203 SH   DFND 2,20 177,038 0 39,165
VERRICA PHARMACEUTICALS INC COM 92511W108 1,800 232,577 SH   DFND 2,20 188,921 0 43,656
VERSO CORP CL A 92531L207 5,001 633,800 SH   DFND 2,20,5,8 474,467 0 159,333
VERTEX PHARMACEUTICALS INC COM 92532F100 3,091,813 11,361,946 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,867,985 171,877 1,322,084
VERTIV HOLDINGS CO COM CL A 92537N108 43,372 2,504,140 SH   DFND 2,20,5,8 2,027,877 0 476,263
VERU INC COM 92536C103 1,451 553,976 SH   DFND 2,20 440,488 0 113,488
VIACOMCBS INC CL A 92556H107 1,487 48,689 SH   DFND 2,20 30,120 0 18,569
VIACOMCBS INC CL B 92556H206 938,097 33,209,586 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,739,798 332,601 8,137,187
VIAD CORP COM NEW 92552R406 12,808 614,872 SH   DFND 2,20,5,8 535,934 478 78,460
VIASAT INC COM 92552V100 49,924 1,451,709 SH   DFND 12,13,19,2,20,5,6,8 1,302,808 727 148,174
VIAVI SOLUTIONS INC COM 925550105 85,005 7,246,770 SH   DFND 19,2,20,5,8 5,909,134 1,657 1,335,979
ATRECA INC CL A COM 04965G109 5,477 392,028 SH   DFND 2,20,5,8 307,480 0 84,548
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 11,770 10,385,000 PRN   DFND 2,5 10,385,000 0 0
VICI PPTYS INC COM 925652109 372,839 15,734,898 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,698,329 424,587 2,611,982
VICOR CORP COM 925815102 44,761 575,848 SH   DFND 2,20,5,8 488,223 0 87,625
VICTORY CAP HLDGS INC COM CL A 92645B103 536 31,718 SH   DFND 20,5,8 20,208 0 11,510
VIELA BIO INC COM 926613100 33,090 1,178,422 SH   DFND 2,20,5 1,106,316 0 72,106
VIEMED HEALTHCARE INC COM 92663R105 3,870 447,971 SH   DFND 2,20,5 334,294 0 113,677
VIEWRAY INC COM 92672L107 7,020 2,005,727 SH   DFND 2,20,5,8 1,551,967 0 453,760
VIKING THERAPEUTICS INC COM 92686J106 29,439 5,058,164 SH   DFND 2,20,5,8 4,744,701 0 313,463
VILLAGE SUPER MKT INC CL A NEW 927107409 6,631 266,736 SH   DFND 2,20,5,6,8 226,933 0 39,803
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 770 102,367 SH   DFND 20,5 89,143 0 13,224
ATRICURE INC COM 04963C209 41,548 1,041,312 SH   DFND 2,20,5,8 834,730 500 206,082
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 155,847 9,964,620 SH   DFND 10,12,13,19,2,20,5,8 7,642,182 353,895 1,968,543
VIR BIOTECHNOLOGY INC COM 92764N102 31,887 928,830 SH   DFND 19,2,20,5 741,736 0 187,094
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 64,484 3,353,285 SH   DFND 2,20,5,8 3,137,881 0 215,404
VIRNETX HLDG CORP COM 92823T108 8,695 1,649,930 SH   DFND 2,20,5,8 1,415,322 0 234,608
VIRTU FINL INC CL A 928254101 17,523 761,523 SH   DFND 2,20,5,8 614,228 0 147,295
VIRTUS INVT PARTNERS INC COM 92828Q109 33,562 242,062 SH   DFND 10,2,20,5,8 199,755 7,474 34,833
VIRTUSA CORP COM 92827P102 50,213 1,021,430 SH   DFND 2,20,5,8 886,114 700 134,616
VISA INC COM CL A 92826C839 15,110,038 75,561,523 SH   DFND 10,11,12,13,19,2,20,5,6,8 59,863,019 1,906,509 13,791,995
VISHAY INTERTECHNOLOGY INC COM 928298108 65,251 4,190,786 SH   DFND 2,20,5,6,8 3,580,203 789 609,794
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 13,652 14,020,000 PRN   DFND 2,5 14,020,000 0 0
ATRION CORP COM 049904105 23,916 38,204 SH   DFND 2,20,5,6,8 31,652 0 6,552
VISHAY PRECISION GROUP INC COM 92835K103 7,314 288,856 SH   DFND 2,20,5,8 234,817 0 54,039
VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 86 38,200 SH   DFND 2 38,200 0 0
VISTA OUTDOOR INC COM 928377100 35,600 1,764,122 SH   DFND 2,20,5 1,591,915 586 171,621
VISTEON CORP COM NEW 92839U206 68,588 990,870 SH   DFND 12,13,19,2,20,5,6,8 856,347 459 134,064
VISTRA CORP COM 92840M102 179,496 9,517,297 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,154,421 240,080 1,122,796
VITAL FARMS INC COM 92847W103 5,337 131,690 SH   DFND 2,20 99,834 0 31,856
VIVINT SMART HOME INC COM CL A 928542109 21,390 1,252,362 SH   DFND 2,20,5 992,591 0 259,771
VIVINT SOLAR INC COM 92854Q106 60,092 1,418,947 SH   DFND 2,20,5,8 1,206,093 0 212,854
VMWARE INC CL A COM 928563402 285,071 1,984,210 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,438,648 49,372 496,190
VOCERA COMMUNICATIONS INC COM 92857F107 18,901 649,966 SH   DFND 2,20,5,8 505,616 0 144,350
AUBURN NATL BANCORP COM 050473107 928 25,605 SH   DFND 2,20 20,305 0 5,300
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 2,011 149,819 SH   DFND 1,2,20 149,819 0 0
VOLITIONRX LTD COM 928661107 831 259,032 SH   DFND 2,20 204,609 0 54,423
VONAGE HLDGS CORP COM 92886T201 80,153 7,835,102 SH   DFND 2,20,5,8 6,785,417 4,300 1,045,385
VORNADO RLTY TR SH BEN INT 929042109 360,162 10,684,144 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,900,967 217,356 1,565,821
VOXX INTL CORP CL A 91829F104 1,789 232,582 SH   DFND 2,20 187,782 0 44,800
VOYA FINANCIAL INC COM 929089100 177,599 3,705,380 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,722,465 138,899 844,016
VOYAGER THERAPEUTICS INC COM 92915B106 6,045 566,559 SH   DFND 2,20,5,8 460,941 0 105,618
VROOM INC COM 92918V109 10,536 203,471 SH   DFND 2,20 179,902 0 23,569
VSE CORP COM 918284100 4,994 162,999 SH   DFND 2,20,5 129,700 0 33,299
VTV THERAPEUTICS INC CL A 918385105 311 175,753 SH   DFND 2,20 157,311 0 18,442
AUDIOCODES LTD ORD M15342104 447 14,203 SH   DFND 2 14,203 0 0
VULCAN MATLS CO COM 929160109 742,710 5,479,634 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,671,225 81,730 726,679
VUZIX CORP COM NEW 92921W300 96 21,000 SH   DFND 20 21,000 0 0
VYNE THERAPEUTICS INC COM NEW 92941V100 3,194 1,924,068 SH   DFND 2,20,5 1,537,512 0 386,556
W & T OFFSHORE INC COM 92922P106 3,582 1,989,873 SH   DFND 2,20,5 1,598,574 0 391,299
WABASH NATL CORP COM 929566107 22,547 1,872,691 SH   DFND 2,20,5,8 1,609,193 2,200 261,298
WABTEC COM 929740108 447,655 7,234,239 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,315,579 88,946 829,714
WADDELL & REED FINL INC CL A 930059100 33,485 2,254,874 SH   DFND 2,20,5,8 1,924,169 2,643 328,062
WAITR HLDGS INC COM 930752100 4,273 1,327,133 SH   DFND 2,20,5 1,102,300 0 224,833
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,668,294 46,444,706 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 36,471,924 808,724 9,164,058
WALKER & DUNLOP INC COM 93148P102 45,327 855,224 SH   DFND 2,20,5,8 720,081 0 135,143
AUTODESK INC COM 052769106 2,018,551 8,737,939 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,507,309 107,479 1,123,151
WALMART INC COM 931142103 9,426,835 67,377,849 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 54,313,792 1,403,431 11,660,626
WARNER MUSIC GROUP CORP COM CL A 934550203 1,325 46,100 SH   DFND 20,5 46,100 0 0
WARRIOR MET COAL INC COM 93627C101 53,046 3,105,746 SH   DFND 2,20,5,8 2,860,041 0 245,705
WASHINGTON FED INC COM 938824109 54,946 2,634,048 SH   DFND 2,20,5,6,8 2,269,193 1,029 363,826
WASHINGTON PRIME GROUP NEW COM 93964W108 2,909 4,493,231 SH   DFND 13,2,20,5,8 4,343,181 0 150,050
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 84,573 4,139,616 SH   DFND 10,12,13,19,2,20,5,8 3,393,516 22,587 723,513
WASHINGTON TR BANCORP COM 940610108 11,261 361,282 SH   DFND 13,2,20,5,8 269,007 0 92,275
WASTE CONNECTIONS INC COM 94106B101 296,903 2,860,342 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,107,586 151,966 600,790
WASTE MGMT INC DEL COM 94106L109 2,315,461 20,460,028 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,671,283 2,391,303 2,397,442
WATERS CORP COM 941848103 539,062 2,754,814 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,343,924 90,027 320,863
AUTOHOME INC SP ADR RP CL A 05278C107 125,493 1,307,214 SH   DFND 10,12,13,19,2,20,5,8 1,037,916 32,600 236,698
WATERSTONE FINL INC MD COM 94188P101 9,659 623,584 SH   DFND 2,20,5,6,8 511,838 0 111,746
WATFORD HLDGS LTD SHS G94787101 7,582 330,499 SH   DFND 2,20,5,8 257,405 0 73,094
WATSCO INC COM 942622200 182,456 783,442 SH   DFND 12,13,19,2,20,5,6,8 707,184 487 75,771
WATTS WATER TECHNOLOGIES INC CL A 942749102 82,236 821,132 SH   DFND 2,20,5,8 689,025 144 131,963
WAVE LIFE SCIENCES LTD SHS Y95308105 3,933 463,220 SH   DFND 2,20,5,8 369,156 0 94,064
WAYFAIR INC CL A 94419L101 395,469 1,358,955 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,112,978 36,941 209,036
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 46,517 22,450,000 PRN   DFND 2,5 22,450,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 35,763 13,874,000 PRN   DFND 2,5 13,874,000 0 0
WD-40 CO COM 929236107 81,881 432,521 SH   DFND 2,20,5,6,8 364,853 235 67,433
WEBSTER FINL CORP CONN COM 947890109 76,675 2,903,245 SH   DFND 13,2,20,5,6,8 2,697,355 1,374 204,516
ACCELERATE DIAGNOSTICS INC COM 00430H102 7,945 745,301 SH   DFND 2,20,5,8 621,245 0 124,056
AUTOLIV INC COM 052800109 75,448 1,035,230 SH   DFND 10,11,12,13,19,2,20,5,6,8 752,789 60,430 222,011
WEC ENERGY GROUP INC COM 92939U106 1,649,102 17,018,597 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,737,632 211,420 2,069,545
WEIBO CORP NOTE 1.250%11/1 948596AC5 22,230 23,219,000 PRN   DFND 2,5 23,219,000 0 0
WEIBO CORP SPONSORED ADR 948596101 49,029 1,345,841 SH   DFND 10,12,13,19,2,20,5,8 1,084,225 30,330 231,286
WEINGARTEN RLTY INVS SH BEN INT 948741103 88,726 5,231,485 SH   DFND 10,13,2,20,5,6,8 4,498,813 41,544 691,128
WEIS MKTS INC COM 948849104 13,979 291,236 SH   DFND 2,20,5,6,8 234,798 370 56,068
WELBILT INC COM 949090104 15,717 2,551,419 SH   DFND 2,20,5,8 1,956,684 886 593,849
WELLS FARGO CO NEW COM 949746101 3,902,786 166,005,359 SH   DFND 1,10,12,13,19,2,20,5,6,8 145,246,087 2,407,888 18,351,384
WELLS FARGO CO NEW PERP PFD CNV A 949746804 100,216 74,920 SH   DFND 2 74,920 0 0
WELLTOWER INC COM 95040Q104 1,352,055 24,542,656 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,505,147 366,006 3,671,503
WENDYS CO COM 95058W100 94,672 4,246,342 SH   DFND 2,20,5,6,8 3,787,705 1,941 456,696
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 282 24,267 SH   DFND 1,2 23,255 0 1,012
WERNER ENTERPRISES INC COM 950755108 84,044 2,001,531 SH   DFND 2,20,5,6,8 1,717,930 242 283,359
WESBANCO INC COM 950810101 31,220 1,439,289 SH   DFND 2,20,5,8 1,134,307 137 304,845
WESCO INTL INC COM 95082P105 47,116 1,070,332 SH   DFND 12,2,20,5,8 832,030 491 237,811
WEST BANCORPORATION INC CAP STK 95123P106 5,947 375,424 SH   DFND 13,2,20,5 272,944 0 102,480
WEST PHARMACEUTICAL SVSC INC COM 955306105 956,703 3,480,186 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,918,404 130,959 430,823
WESTAMERICA BANCORPORATION COM 957090103 48,210 887,029 SH   DFND 2,20,5,8 761,592 10 125,427
WESTERN ALLIANCE BANCORP COM 957638109 62,003 1,960,886 SH   DFND 13,2,20,5,8 1,729,886 1,500 229,500
WESTERN ASSET MTG CAP CORP COM 95790D105 2,326 1,140,283 SH   DFND 2,20,5 938,980 0 201,303
WESTERN DIGITAL CORP. COM 958102105 450,762 12,332,747 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,608,791 181,732 1,542,224
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 27,287 28,548,000 PRN   DFND 2,5 28,548,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,617,714 18,644,816 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 16,021,615 488,692 2,134,509
WESTERN NEW ENG BANCORP INC COM 958892101 2,984 529,954 SH   DFND 2,20,5,6 445,072 0 84,882
WESTERN UN CO COM 959802109 511,634 23,874,676 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,906,612 848,893 4,119,171
WESTLAKE CHEM CORP COM 960413102 28,750 454,759 SH   DFND 12,13,19,2,20,5,8 364,083 500 90,176
WESTPAC BANKING CORP SPONSORED ADR 961214301 399 33,121 SH   DFND 20 33,121 0 0
WESTROCK CO COM 96145D105 405,788 11,680,707 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,170,893 266,122 1,243,692
WESTWOOD HLDGS GROUP INC COM 961765104 1,759 157,861 SH   DFND 2,20,5 129,679 0 28,182
WEX INC COM 96208T104 138,079 993,587 SH   DFND 13,2,20,5,6,8 894,604 427 98,556
WEYCO GROUP INC COM 962149100 2,041 126,215 SH   DFND 2,20 102,885 0 23,330
WEYERHAEUSER CO MTN BE COM NEW 962166104 820,384 28,765,214 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,701,844 409,903 3,653,467
WHIRLPOOL CORP COM 963320106 587,546 3,195,097 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,725,165 119,454 350,478
AUTONATION INC COM 05329W102 81,985 1,548,928 SH   DFND 10,12,13,19,2,20,5,6,8 1,393,170 15,598 140,160
WHITE MTNS INS GROUP LTD COM G9618E107 40,099 51,475 SH   DFND 13,19,2,20,5,6,8 41,663 51 9,761
WHITESTONE REIT COM 966084204 8,354 1,392,294 SH   DFND 2,20,5,8 1,206,078 0 186,216
WHITING PETE CORP NEW COM NEW 966387508 444 25,685 SH   DFND 12,2,20,5 21,759 0 3,926
WIDEOPENWEST INC COM 96758W101 4,191 807,455 SH   DFND 2,20,5,8 619,752 0 187,703
WIDEPOINT CORP COM 967590100 12 24,908 SH   DFND 20 24,908 0 0
WILEY JOHN & SONS INC CL A 968223206 143,203 4,516,009 SH   DFND 2,20,5,6,8 4,400,915 435 114,659
WILLDAN GROUP INC COM 96924N100 5,002 196,077 SH   DFND 2,20,5,8 153,894 0 42,183
WILLIAMS COS INC COM 969457100 1,302,528 66,286,431 SH   DFND 10,11,12,13,19,2,20,5,6,8 59,142,880 766,447 6,377,104
WILLIAMS SONOMA INC COM 969904101 226,631 2,505,874 SH   DFND 10,12,13,19,2,20,5,6,8 2,300,428 11,445 194,001
WILLIS LEASE FINANCE CORP COM 970646105 714 38,683 SH   DFND 2,20 26,887 0 11,796
AUTOZONE INC COM 053332102 1,236,411 1,049,906 SH   DFND 10,11,12,13,19,2,20,5,6,8 888,622 17,149 144,135
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,319,232 6,297,149 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,445,286 82,872 768,991
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 53,675 3,217,936 SH   DFND 2,20,5,8 2,463,491 596 753,849
WINGSTOP INC COM 974155103 120,614 882,652 SH   DFND 2,20,5,6,8 747,000 200 135,452
WINMARK CORP COM 974250102 10,032 58,267 SH   DFND 2,20,5,6,8 42,863 0 15,404
WINNEBAGO INDS INC COM 974637100 50,065 968,947 SH   DFND 2,20,5,8 828,172 0 140,775
WINTRUST FINL CORP COM 97650W108 68,583 1,712,444 SH   DFND 13,2,20,5,6,8 1,574,315 539 137,590
WIPRO LTD SPON ADR 1 SH 97651M109 65,840 14,008,546 SH   DFND 12,13,19,2,20,5,8 9,700,542 0 4,308,004
WISDOMTREE INVTS INC COM 97717P104 13,134 4,104,518 SH   DFND 2,20,5,8 3,461,612 3,600 639,306
WIX COM LTD NOTE 7/0 92940WAB5 19,958 10,638,000 PRN   DFND 2,5 10,638,000 0 0
WIX COM LTD SHS M98068105 268,223 1,052,475 SH   DFND 10,12,13,19,2,20,5,6,8 770,645 25,900 255,930
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 417 82,798 SH   DFND 1,2 17,831 0 64,967
WNS HLDGS LTD SPON ADR 92932M101 2,857 44,663 SH   DFND 19,2,20 44,663 0 0
WOLVERINE WORLD WIDE INC COM 978097103 67,688 2,609,413 SH   DFND 2,20,5,8 2,222,893 828 385,692
WOODWARD INC COM 980745103 100,916 1,258,926 SH   DFND 13,19,2,20,5,6,8 1,129,963 449 128,514
WORKDAY INC CL A 98138H101 782,728 3,638,397 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,976,239 86,189 575,969
WORKDAY INC NOTE 0.250%10/0 98138HAF8 43,891 28,401,000 PRN   DFND 2,5 28,401,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 58,466 2,312,751 SH   DFND 2,20,5 1,977,151 0 335,600
WORKIVA INC COM CL A 98139A105 43,828 786,020 SH   DFND 2,20,5,8 611,354 500 174,166
WORLD ACCEP CORP DEL COM 981419104 15,711 148,850 SH   DFND 2,20,5,8 126,131 0 22,719
WORLD FUEL SVCS CORP COM 981475106 51,612 2,424,247 SH   DFND 10,12,13,19,2,20,5,6,8 2,098,615 16,378 309,254
WORLD WRESTLING ENTMT INC CL A 98156Q108 41,956 1,036,723 SH   DFND 2,20,5,6,8 921,045 6,700 108,978
AVALARA INC COM 05338G106 196,992 1,546,976 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,256,921 35,724 254,331
WORTHINGTON INDS INC COM 981811102 73,506 1,802,494 SH   DFND 2,20,5,6,8 1,624,275 200 178,019
WP CAREY INC COM 92936U109 474,826 7,175,307 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,803,834 149,214 1,222,259
WPX ENERGY INC COM 98212B103 104,448 21,315,945 SH   DFND 12,13,2,20,5,6 20,681,143 6,336 628,466
WRAP TECHNOLOGIES INC COM 98212N107 1,197 176,878 SH   DFND 2,20 141,988 0 34,890
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 12,647 8,738,000 PRN   DFND 2,5 8,738,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 93,088 3,048,061 SH   DFND 13,2,20,5,6,8 2,442,302 1,154 604,605
WSFS FINL CORP COM 929328102 33,404 1,238,546 SH   DFND 2,20,5,8 946,621 662 291,263
WW INTL INC COM 98262P101 26,746 1,417,383 SH   DFND 13,2,20,5,6,8 1,198,785 336 218,262
WYNDHAM DESTINATIONS INC COM 98310W108 64,933 2,110,950 SH   DFND 13,2,20,5,6,8 1,874,913 4,995 231,042
WYNDHAM HOTELS & RESORTS INC COM 98311A105 111,765 2,213,176 SH   DFND 12,13,2,20,5,6,8 1,969,692 1,795 241,689
AVALON GLOBOCARE CORP COM 05344R104 291 232,833 SH   DFND 2,20 150,015 0 82,818
WYNN RESORTS LTD COM 983134107 282,579 3,935,090 SH   DFND 10,12,13,19,2,20,5,6,8 3,410,397 58,797 465,896
X4 PHARMACEUTICALS INC COM 98420X103 2,864 423,086 SH   DFND 2,20 373,204 0 49,882
XBIOTECH INC COM 98400H102 5,196 272,180 SH   DFND 2,20,5,8 219,926 0 52,254
XCEL ENERGY INC COM 98389B100 1,901,149 27,377,207 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,393,641 368,439 2,615,127
XENCOR INC COM 98401F105 93,343 2,406,367 SH   DFND 2,20,5,8 2,148,866 1,200 256,301
XENIA HOTELS & RESORTS INC COM 984017103 49,515 5,639,528 SH   DFND 10,12,13,2,20,5,8 4,835,827 30,912 772,789
XENON PHARMACEUTICALS INC COM 98420N105 991 89,547 SH   DFND 2,20,5,8 87,847 0 1,700
XERIS PHARMACEUTICALS INC COM 98422L107 4,006 675,559 SH   DFND 2,20,5 555,378 0 120,181
XEROX HOLDINGS CORP COM NEW 98421M106 145,576 7,654,238 SH   DFND 1,10,12,13,19,2,20,5,6,8 6,852,258 3,537 798,443
XILINX INC COM 983919101 1,056,520 10,135,456 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,708,784 257,076 1,169,596
AVALONBAY CMNTYS INC COM 053484101 1,277,932 8,468,970 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,061,420 123,550 1,284,000
XOMA CORP DEL COM NEW 98419J206 1,290 68,482 SH   DFND 2,20 54,555 0 13,927
XP INC CL A G98239109 2,318 55,591 SH   DFND 2,20,8 55,591 0 0
XPEL INC COM 98379L100 4,924 188,811 SH   DFND 2,20,5 142,407 0 46,404
XPENG INC ADS 98422D105 25,132 1,252,232 SH   DFND 10,12,19,2,20,5,8 1,038,800 43,200 170,232
XPERI HOLDING CORP COM 98390M103 40,423 3,518,108 SH   DFND 2,20,5,8 2,988,002 866 529,240
XPO LOGISTICS INC COM 983793100 255,954 3,023,312 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,581,854 92,059 349,399
XUNLEI LTD SPONSORED ADR 98419E108 830 241,138 SH   DFND 2 241,138 0 0
XYLEM INC COM 98419M100 671,309 7,980,371 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,837,073 107,329 1,035,969
Y-MABS THERAPEUTICS INC COM 984241109 40,307 1,049,936 SH   DFND 2,20,5,8 916,433 0 133,503
YAMANA GOLD INC COM 98462Y100 103 18,079 SH   DFND 20 18,079 0 0
AVANGRID INC COM 05351W103 41,257 810,669 SH   DFND 10,12,13,19,2,20,5,8 726,305 0 84,364
YANDEX N V SHS CLASS A N97284108 211,689 3,244,278 SH   DFND 10,12,13,19,2,20,5,8 2,893,066 125,722 225,490
YATRA ONLINE INC ORD SHS G98338109 103 137,967 SH   DFND 20 137,967 0 0
YELP INC CL A 985817105 46,692 2,324,146 SH   DFND 13,2,20,5,6,8 2,000,857 600 322,689
YETI HLDGS INC COM 98585X104 100,249 2,212,032 SH   DFND 2,20,5,8 1,861,424 0 350,608
YEXT INC COM 98585N106 32,469 2,138,948 SH   DFND 2,20,5,8 1,704,620 0 434,328
YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 341 47,366 SH   DFND 2,20,5 40,554 0 6,812
YORK WTR CO COM 987184108 11,241 264,794 SH   DFND 2,20,5,8 208,005 0 56,789
YOUNGEVITY INTL INC COM NEW 987537206 7 12,100 SH   DFND 20 12,100 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 22,759 6,375,208 SH   DFND 10,12,13,19,2,20,5,8 2,113,818 645,740 3,615,650
YRC WORLDWIDE INC COM PAR $.01 984249607 98 24,899 SH   DFND 20 24,899 0 0
ACCELERON PHARMA INC COM 00434H108 129,089 1,147,151 SH   DFND 13,19,2,20,5,8 1,024,055 1,400 121,696
AVANOS MED INC COM 05350V106 57,156 1,720,533 SH   DFND 1,2,20,5,6,8 1,484,844 257 235,432
YUM BRANDS INC COM 988498101 1,218,477 13,345,857 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,213,075 205,594 1,927,188
YUM CHINA HLDGS INC COM 98850P109 650,521 12,285,572 SH   DFND 10,11,12,13,19,2,20,5,8 9,986,049 225,171 2,074,352
YY INC ADS REPSTG COM A 46591M109 111,233 1,378,866 SH   DFND 1,10,12,13,19,2,20,5,8 1,044,981 54,137 279,748
YY INC NOTE 0.750% 6/1 98426TAD8 12,267 11,290,000 PRN   DFND 2,5 11,290,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 14,296 13,235,000 PRN   DFND 2,5 13,235,000 0 0
ZAGG INC COM 98884U108 64 22,925 SH   DFND 20 22,912 0 13
ZAI LAB LTD ADR 98887Q104 87,931 1,057,241 SH   DFND 10,12,13,19,2,20,5,8 802,267 24,600 230,374
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 528,659 2,094,030 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,811,311 33,812 248,907
ZENDESK INC COM 98936J101 144,901 1,407,904 SH   DFND 13,19,2,20,5,8 1,121,770 1,300 284,834
ZENTALIS PHARMACEUTICALS INC COM 98943L107 5,283 161,594 SH   DFND 2,20,5 126,951 0 34,643
AVANTOR INC COM 05352A100 192,332 8,551,903 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,897,847 204,241 1,449,815
ZILLOW GROUP INC CL A 98954M101 61,885 609,468 SH   DFND 12,13,19,2,20,5 526,868 0 82,600
ZILLOW GROUP INC CL C CAP STK 98954M200 294,430 2,898,216 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,309,479 67,815 520,922
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 18,243 7,641,000 PRN   DFND 2 7,641,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 9,412 6,580,000 PRN   DFND 2,5 6,580,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 16,504 8,520,000 PRN   DFND 2,5 8,520,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 19,903 11,450,000 PRN   DFND 2,5 11,450,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 1,166,735 8,555,160 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,458,935 125,156 971,069
ZIONS BANCORPORATION N A COM 989701107 255,655 8,749,331 SH   DFND 10,12,13,19,2,20,5,6,8 7,775,317 107,652 866,362
ZIOPHARM ONCOLOGY INC COM 98973P101 23,780 9,436,633 SH   DFND 2,20,5,8 8,516,406 0 920,227
ZIX CORP COM 98974P100 7,532 1,289,680 SH   DFND 2,20,5 1,104,567 0 185,113
AVAYA HLDGS CORP COM 05351X101 38,171 2,511,245 SH   DFND 12,2,20,5,8 2,052,564 37,934 420,747
ZOETIS INC CL A 98978V103 3,322,061 20,088,655 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 17,293,393 458,958 2,336,304
ZOGENIX INC COM NEW 98978L204 22,850 1,274,425 SH   DFND 2,20,5,8 1,026,327 0 248,098
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,635,705 3,479,409 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,840,770 107,883 530,756
ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 1,251 29,100 SH   DFND 20 29,100 0 0
ZOVIO INC COM 98979V102 122 30,394 SH   DFND 20 30,394 0 0
ZSCALER INC COM 98980G102 214,148 1,522,127 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,214,954 44,047 263,126
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 226,873 7,582,658 SH   DFND 1,10,12,13,19,2,20,5,8 5,979,958 186,800 1,415,900
ZUMIEZ INC COM 989817101 19,517 701,543 SH   DFND 2,20,5,8 599,686 0 101,857
ZUORA INC COM CL A 98983V106 22,334 2,160,008 SH   DFND 2,20,5,8 1,704,077 0 455,931
ZYMEWORKS INC COM 98985W102 5,042 108,244 SH   DFND 2,20,5,8 74,944 0 33,300
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 8,010 8,433,000 PRN   DFND 2,5 8,433,000 0 0
ZYNEX INC COM 98986M103 8,875 508,584 SH   DFND 2,20,5,8 450,964 0 57,620
ZYNGA INC CL A 98986T108 108,595 11,907,314 SH   DFND 13,2,20,5,6,8 9,630,207 6,900 2,270,207
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 20,445 16,125,000 PRN   DFND 2,5 16,125,000 0 0
AVENUE THERAPEUTICS INC COM NEW 05360L205 794 73,316 SH   DFND 2,20 57,712 0 15,604
AVEO PHARMACEUTICALS INC COM NEW 053588307 1,134 190,934 SH   DFND 2,20 159,166 0 31,768
AVERY DENNISON CORP COM 053611109 481,595 3,767,173 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,023,513 95,288 648,372
AVID BIOSERVICES INC COM 05368M106 7,561 992,280 SH   DFND 2,20,5 793,445 0 198,835
AVID TECHNOLOGY INC COM 05367P100 4,542 530,640 SH   DFND 2,20,5 418,644 0 111,996
AVIDITY BIOSCIENCES INC COM 05370A108 6,881 244,437 SH   DFND 2,20,5 188,512 0 55,925
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,029,744 26,681,351 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,575,001 773,331 3,333,019
AVIENT CORPORATION COM 05368V106 74,374 2,789,124 SH   DFND 2,20,5,6,8 2,374,562 1,060 413,502
AVIS BUDGET GROUP COM 053774105 56,594 2,150,214 SH   DFND 12,13,2,20,5,6,8 1,892,400 1,388 256,426
AVISTA CORP COM 05379B107 78,580 2,303,054 SH   DFND 13,19,2,20,5,8 1,949,066 920 353,068
AVNET INC COM 053807103 105,109 4,067,673 SH   DFND 12,13,19,2,20,5,6,8 3,817,639 1,129 248,905
AVROBIO INC COM 05455M100 16,919 1,299,467 SH   DFND 2,20,5,8 1,175,184 0 124,283
AXALTA COATING SYS LTD COM G0750C108 114,980 5,186,306 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,619,405 399,920 1,166,981
AXCELIS TECHNOLOGIES INC COM NEW 054540208 22,475 1,021,608 SH   DFND 2,20,5,8 864,145 0 157,463
AXCELLA HEALTH INC COM 05454B105 924 200,088 SH   DFND 2,20 166,154 0 33,934
AXIS CAP HLDGS LTD SHS G0692U109 57,773 1,311,839 SH   DFND 12,13,19,2,20,5,8 1,060,365 1,101 250,373
AXOGEN INC COM 05463X106 11,759 1,011,063 SH   DFND 2,20,5,8 865,256 0 145,807
1ST CONSTITUTION BANCORP COM 31986N102 1,894 159,179 SH   DFND 2,20 132,326 0 26,853
ACCO BRANDS CORP COM 00081T108 12,499 2,155,014 SH   DFND 2,20,5,8 1,706,753 77 448,184
AXON ENTERPRISE INC COM 05464C101 170,244 1,876,996 SH   DFND 13,19,2,20,5,6,8 1,720,808 500 155,688
AXONICS MODULATION TECHNOLOG COM 05465P101 39,905 781,843 SH   DFND 2,20,5,8 648,473 0 133,370
AXOS FINANCIAL INC COM 05465C100 43,293 1,857,257 SH   DFND 2,20,5,8 1,598,505 1,600 257,152
AXSOME THERAPEUTICS INC COM 05464T104 46,593 653,934 SH   DFND 2,20,5,8 528,482 500 124,952
AXT INC COM 00246W103 4,161 679,886 SH   DFND 2,20,5 536,973 0 142,913
AYTU BIOSCIENCE INC COM PAR 054754700 345 289,910 SH   DFND 2,20 232,710 0 57,200
AZEK CO INC CL A 05478C105 11,357 326,251 SH   DFND 2,20 290,917 0 35,334
AZURE PWR GLOBAL LTD SHS V0393H103 1,531 51,383 SH   DFND 2,20 51,383 0 0
AZZ INC COM 002474104 28,381 831,785 SH   DFND 2,20,5,8 706,645 94 125,046
B & G FOODS INC NEW COM 05508R106 63,858 2,261,342 SH   DFND 10,12,2,20,5,8 1,949,704 16,870 294,768
ACCOLADE INC COM 00437E102 5,970 153,589 SH   DFND 2,20 114,395 0 39,194
B. RILEY FINANCIAL INC COM 05580M108 9,687 386,565 SH   DFND 2,20,5,8 287,773 4,600 94,192
BABCOCK & WILCOX ENTERPRISES COM 05614L209 37 15,843 SH   DFND 20,5 15,843 0 0
BADGER METER INC COM 056525108 62,311 953,205 SH   DFND 19,2,20,5,8 798,966 120 154,119
BAIDU INC SPON ADR REP A 056752108 761,619 6,016,421 SH   DFND 1,10,11,12,13,19,2,20,5,8 4,595,559 205,402 1,215,460
BAKER HUGHES COMPANY CL A 05722G100 514,146 38,686,685 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,425,600 320,633 4,940,452
BALCHEM CORP COM 057665200 93,350 956,158 SH   DFND 13,2,20,5,8 803,904 416 151,838
BALL CORP COM 058498106 1,169,010 14,064,126 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,843,575 157,974 2,062,577
BALLARD PWR SYS INC NEW COM 058586108 7,376 488,472 SH   DFND 2 488,472 0 0
BANC OF CALIFORNIA INC COM 05990K106 18,639 1,830,520 SH   DFND 2,20,5,8 1,381,672 0 448,848
BANCFIRST CORP COM 05945F103 26,219 636,612 SH   DFND 2,20,5,8 548,927 0 87,685
ACCURAY INC COM 004397105 4,293 1,788,880 SH   DFND 2,20,5 1,464,737 0 324,143
BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 1,553 616,405 SH   DFND 13,2,20,5 432,390 0 184,015
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 43 15,823 SH   DFND 12,20 12,434 0 3,389
BANCO BRADESCO S A SP ADR PFD NEW 059460303 72,008 20,972,372 SH   DFND 10,13,2,20,5 17,432,085 1,906,339 1,633,948
BANCO DE CHILE SPONSORED ADS 059520106 2,031 134,304 SH   DFND 10,13,19,2,20,5 116,585 2,121 15,598
BANCO MACRO SA SPON ADR B 05961W105 3,336 233,272 SH   DFND 2,20,5 168,117 700 64,455
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 11,399 2,289,852 SH   DFND 10,13,2,20,5 1,663,015 175,207 451,630
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3,324 239,840 SH   DFND 10,13,19,2,20 209,684 0 30,156
BANCO SANTANDER S.A. ADR 05964H105 4,828 2,609,999 SH   DFND 12,2,20 2,606,861 0 3,138
BANCOLOMBIA S A SPON ADR PREF 05968L102 26,931 1,041,791 SH   DFND 1,10,13,19,2,20,5 889,148 65,305 87,338
BANCORP INC DEL COM 05969A105 12,082 1,398,395 SH   DFND 10,2,20,5,8 1,109,723 41,520 247,152
ACELRX PHARMACEUTICALS INC COM 00444T100 1,534 1,080,509 SH   DFND 2,20 757,750 0 322,759
BANCORPSOUTH BK TUPELO MISS COM 05971J102 69,009 3,523,801 SH   DFND 2,20,5,6,8 3,063,077 672 460,052
BANDWIDTH INC COM CL A 05988J103 68,086 390,022 SH   DFND 2,20,5,6,8 301,268 0 88,754
BANK COMM HLDGS COM 06424J103 2,322 330,700 SH   DFND 2,20 272,236 0 58,464
BANK FIRST CORP COM 06211J100 7,028 119,324 SH   DFND 2,20,5,8 91,303 0 28,021
BANK HAWAII CORP COM 062540109 64,805 1,282,766 SH   DFND 13,19,2,20,5,6,8 1,158,847 566 123,353
BANK MARIN BANCORP COM 063425102 8,366 288,877 SH   DFND 2,20,5,8 231,206 0 57,671
BANK MONTREAL QUE COM 063671101 599 10,248 SH   DFND 12,20 7,596 0 2,652
BANK NEW YORK MELLON CORP COM 064058100 1,211,975 35,293,395 SH   DFND 1,10,12,13,19,2,20,5,6,8 30,639,208 515,148 4,139,039
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 19,489 874,737 SH   DFND 2,20,5 686,761 0 187,976
BANK OZK COM 06417N103 306,103 14,357,554 SH   DFND 13,2,20,5,6,8 14,078,470 1,000 278,084
ACER THERAPEUTICS INC COM 00444P108 37 12,849 SH   DFND 20 12,849 0 0
BANK PRINCETON NEW JERSEY COM 064520109 1,682 92,567 SH   DFND 2,20 73,254 0 19,313
BANK7 CORP COM 06652N107 733 77,107 SH   DFND 2,20 44,581 0 32,526
BANKFINANCIAL CORP COM 06643P104 2,811 389,282 SH   DFND 13,2,20,5 253,835 0 135,447
BANKUNITED INC COM 06652K103 84,865 3,873,360 SH   DFND 12,13,2,20,5,8 3,441,672 1,400 430,288
BANKWELL FINL GROUP INC COM 06654A103 1,519 107,385 SH   DFND 13,2,20 85,134 0 22,251
BANNER CORP COM NEW 06652V208 43,944 1,362,193 SH   DFND 2,20,5,8 1,198,191 0 164,002
BAOZUN INC SPONSORED ADR 06684L103 25,852 795,688 SH   DFND 1,10,12,13,19,2,20,5,8 617,252 20,000 158,436
BAR HBR BANKSHARES COM 066849100 6,405 311,699 SH   DFND 2,20,5,8 243,265 0 68,434
BARCLAYS BANK PLC DJUBS CMDT ETN36 06738C778 16,608 852,576 SH   DFND 1,20 798,804 62 53,710
BARNES & NOBLE ED INC COM 06777U101 963 373,350 SH   DFND 2,20,5 373,350 0 0
ACI WORLDWIDE INC COM 004498101 100,190 3,834,273 SH   DFND 13,2,20,5,6,8 3,127,681 1,265 705,327
BARNES GROUP INC COM 067806109 52,602 1,471,792 SH   DFND 2,20,5,8 1,250,825 388 220,579
BARRETT BUSINESS SVCS INC COM 068463108 8,868 169,109 SH   DFND 2,20,5,8 130,607 2,500 36,002
BARRICK GOLD CORP COM 067901108 21,507 765,091 SH   DFND 19,2,20,8 765,091 0 0
BASSETT FURNITURE INDS INC COM 070203104 209 15,270 SH   DFND 20 15,270 0 0
BAUSCH HEALTH COS INC COM 071734107 2,163 139,200 SH   DFND 19,20 9,617 0 129,583
BAXTER INTL INC COM 071813109 1,792,152 22,217,616 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 19,109,338 470,007 2,638,271
BAYCOM CORP COM 07272M107 2,468 239,566 SH   DFND 2,20 180,444 0 59,122
BBX CAP CORP NEW CL A 05491N302 5,302 395,935 SH   DFND 2,20,5 352,131 0 43,804
BCB BANCORP INC COM 055298103 2,804 350,478 SH   DFND 13,2,20,5 249,129 0 101,349
BEACON ROOFING SUPPLY INC COM 073685109 34,359 1,105,860 SH   DFND 13,2,20,5,8 843,787 552 261,521
ACLARIS THERAPEUTICS INC COM 00461U105 201 78,040 SH   DFND 20 78,040 0 0
BEAM THERAPEUTICS INC COM 07373V105 13,085 531,478 SH   DFND 2,20,5,8 413,611 0 117,867
BEAZER HOMES USA INC COM NEW 07556Q881 9,936 752,758 SH   DFND 2,20,5 653,684 0 99,074
BECTON DICKINSON & CO COM 075887109 2,870,107 12,334,996 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,771,764 170,308 1,392,924
BED BATH & BEYOND INC COM 075896100 66,536 4,441,653 SH   DFND 1,12,13,19,2,20,5,8 3,793,708 723 647,222
BEIGENE LTD SPONSORED ADR 07725L102 245,172 855,928 SH   DFND 1,10,12,13,19,2,20,5,6,8 615,258 58,429 182,241
BEL FUSE INC CL B 077347300 3,452 323,259 SH   DFND 2,20,5 287,167 0 36,092
BELDEN INC COM 077454106 41,777 1,340,372 SH   DFND 13,2,20,5,6,8 1,124,277 791 215,304
BELLEROPHON THERAPEUTICS INC COM NEW 078771300 601 59,077 SH   DFND 2,20,6 50,476 0 8,601
BELLRING BRANDS INC COM CL A 079823100 15,415 743,255 SH   DFND 2,20,5,8 588,244 0 155,011
BENCHMARK ELECTRS INC COM 08160H101 25,538 1,257,276 SH   DFND 2,20,5,8 1,081,203 115 175,958
ACM RESEARCH INC COM CL A 00108J109 1,800 26,053 SH   DFND 2,20,5,8 16,153 0 9,900
BENEFITFOCUS INC COM 08180D106 8,194 731,621 SH   DFND 2,20,5,8 610,796 0 120,825
BERKELEY LTS INC COM 084310101 4,000 52,377 SH   DFND 2,20 44,290 0 8,087
BERKLEY W R CORP COM 084423102 449,556 7,351,694 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,795,177 152,134 1,404,383
BERKSHIRE HATHAWAY INC DEL CL A 084670108 104,000 325 SH   DFND 1,12,19,20,5 308 0 17
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 16,108,558 75,648,342 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 65,634,552 2,937,082 7,076,708
BERKSHIRE HILLS BANCORP INC COM 084680107 17,583 1,739,180 SH   DFND 2,20,5,8 1,518,978 500 219,702
BERRY CORP COM 08579X101 5,547 1,749,700 SH   DFND 2,20,5 1,533,672 0 216,028
BERRY GLOBAL GROUP INC COM 08579W103 79,429 1,643,809 SH   DFND 12,13,2,20,5,8 1,332,777 1,400 309,632
BEST BUY INC COM 086516101 1,267,263 11,332,159 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,315,110 540,436 1,476,613
BEST INC SPONSORED ADS 08653C106 10,556 3,518,588 SH   DFND 10,12,13,19,2,20,5,8 2,663,007 147,800 707,781
ACNB CORP COM 000868109 3,169 152,370 SH   DFND 2,20,5 127,243 0 25,127
BEYOND AIR INC COM 08862L103 635 122,365 SH   DFND 2,20 115,362 0 7,003
BEYOND MEAT INC COM 08862E109 92,968 559,846 SH   DFND 13,19,2,20,5,8 464,706 300 94,840
BEYONDSPRING INC SHS G10830100 3,065 230,241 SH   DFND 2,20,5 185,496 0 44,745
BG STAFFING INC COM 05544A109 1,540 181,818 SH   DFND 2,20 145,415 0 36,403
BGC PARTNERS INC CL A 05541T101 15,285 6,368,846 SH   DFND 13,2,20,5,8 4,942,826 5,482 1,420,538
BHP GROUP LTD SPONSORED ADS 088606108 875 16,928 SH   DFND 19,20 10,359 0 6,569
BIG 5 SPORTING GOODS CORP COM 08915P101 97 12,995 SH   DFND 20 12,995 0 0
BIG LOTS INC COM 089302103 63,515 1,424,098 SH   DFND 10,12,2,20,5,8 1,237,956 11,723 174,419
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 5,883 70,620 SH   DFND 2,20 62,734 0 7,886
BIGLARI HLDGS INC COM STK CL A 08986R408 380 780 SH   DFND 2,20 650 0 130
ACORDA THERAPEUTICS INC COM 00484M106 19 36,371 SH   DFND 20 36,371 0 0
BIGLARI HLDGS INC COM STK CL B 08986R309 1,597 17,938 SH   DFND 2,20 14,110 0 3,828
BILIBILI INC NOTE 1.375% 4/0 090040AB2 20,928 12,025,000 PRN   DFND 2,5 12,025,000 0 0
BILIBILI INC SPONS ADS REP Z 090040106 105,019 2,524,526 SH   DFND 1,10,12,13,19,2,20,5,8 1,884,040 49,500 590,986
BILL COM HLDGS INC COM 090043100 64,201 640,026 SH   DFND 2,20,5,8 521,688 0 118,338
BIO RAD LABS INC CL A 090572207 494,191 958,737 SH   DFND 10,11,12,13,19,2,20,5,6,8 808,875 29,205 120,657
BIO-TECHNE CORP COM 09073M104 218,731 882,940 SH   DFND 13,19,2,20,5,6,8 789,630 414 92,896
BIOCRYST PHARMACEUTICALS INC COM 09058V103 55,592 16,183,973 SH   DFND 2,20,5,8 15,360,935 0 823,038
BIODELIVERY SCIENCES INTL IN COM 09060J106 7,417 1,988,504 SH   DFND 2,20,5,8 1,638,842 0 349,662
BIOGEN INC COM 09062X103 2,134,322 7,523,696 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,334,439 300,860 888,397
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 115,274 1,773,172 SH   DFND 2,20,5,8 1,540,738 800 231,634
1ST SOURCE CORP COM 336901103 12,165 394,447 SH   DFND 2,20,5,8 320,972 0 73,475
ACTIVISION BLIZZARD INC COM 00507V109 2,790,143 34,467,491 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,809,472 586,924 4,071,095
BIOLIFE SOLUTIONS INC COM NEW 09062W204 5,914 204,337 SH   DFND 2,20,5 166,299 0 38,038
BIOMARIN PHARMACEUTICAL INC COM 09061G101 372,168 4,891,801 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,168,138 103,400 620,263
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 14,589 13,950,000 PRN   DFND 2,5 13,950,000 0 0
BIONDVAX PHARMACEUTICALS LTD SPOND ADS 09073Q105 645 16,489 SH   DFND 2 16,489 0 0
BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1,703 345,459 SH   DFND 2,20,5 280,341 0 65,118
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 7,296 138,111 SH   DFND 2,20,5,8 111,962 0 26,149
BIOTELEMETRY INC COM 090672106 48,282 1,059,273 SH   DFND 2,20,5,8 899,345 0 159,928
BIOXCEL THERAPEUTICS INC COM 09075P105 56,102 1,293,856 SH   DFND 2,20,5,8 1,245,138 0 48,718
BITAUTO HLDGS LTD SPONSORED ADS 091727107 4,520 286,973 SH   DFND 2,20,5 271,239 0 15,734
BJS RESTAURANTS INC COM 09180C106 20,545 697,870 SH   DFND 2,20,5,8 605,242 0 92,628
ACUITY BRANDS INC COM 00508Y102 94,245 920,811 SH   DFND 10,13,19,2,20,5,6,8 830,530 680 89,601
BJS WHSL CLUB HLDGS INC COM 05550J101 176,727 4,253,357 SH   DFND 12,13,2,20,5,6,8 3,618,764 1,200 633,393
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 88,097 59,273 SH   DFND 2 59,273 0 0
BK OF AMERICA CORP COM 060505104 7,709,696 320,037,197 SH   DFND 1,10,12,13,19,2,20,5,6,8 277,093,355 5,365,959 37,577,883
BLACK DIAMOND THERAPEUTICS I COM 09203E105 8,432 278,919 SH   DFND 2,20,5,8 222,284 0 56,635
BLACK HILLS CORP COM 092113109 285,346 5,334,568 SH   DFND 12,13,2,20,5,6,8 5,081,819 480 252,269
BLACK KNIGHT INC COM 09215C105 312,657 3,591,697 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,789,991 154,789 646,917
BLACKBAUD INC COM 09227Q100 86,679 1,552,559 SH   DFND 13,19,2,20,5,6,8 1,320,521 3,629 228,409
BLACKLINE INC COM 09239B109 90,398 1,008,563 SH   DFND 2,20,5,8 784,697 700 223,166
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 17,458 12,675,000 PRN   DFND 2,5 12,675,000 0 0
BLACKROCK INC COM 09247X101 3,424,818 6,077,222 SH   DFND 1,10,12,13,19,2,20,5,6,8 5,176,448 151,273 749,501
ACUSHNET HOLDINGS CORP COM 005098108 23,110 687,603 SH   DFND 2,20,5,8 533,638 0 153,965
BLACKSTONE GROUP INC COM CL A 09260D107 398,993 7,643,542 SH   DFND 10,12,13,19,2,20,5,6,8 5,764,477 466,475 1,412,590
BLACKSTONE MTG TR INC COM CL A 09257W100 63,759 2,822,512 SH   DFND 12,13,2,20,5,8 2,158,834 1,900 661,778
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,042 11,250,000 PRN   DFND 2,5 11,250,000 0 0
BLOCK H & R INC COM 093671105 115,520 7,033,487 SH   DFND 12,13,19,2,20,5,6,8 4,661,753 1,596 2,370,138
BLOOM ENERGY CORP COM CL A 093712107 32,529 1,810,170 SH   DFND 2,20,5,8 1,436,784 0 373,386
BLOOMIN BRANDS INC COM 094235108 41,081 2,690,326 SH   DFND 2,20,5,8 2,291,989 9,100 389,237
BLUCORA INC COM 095229100 14,473 1,536,380 SH   DFND 2,20,5,8 1,313,477 1,243 221,660
BLUE BIRD CORP COM 095306106 3,457 284,258 SH   DFND 2,20,5 221,373 0 62,885
BLUEBIRD BIO INC COM 09609G100 92,925 1,722,422 SH   DFND 13,19,2,20,5,8 1,570,466 900 151,056
BLUEGREEN VACATIONS CORP COM 09629F108 609 124,206 SH   DFND 2,20 98,011 0 26,195
ACUTUS MED INC COM 005111109 3,589 120,438 SH   DFND 2,20 88,254 0 32,184
BLUEPRINT MEDICINES CORP COM 09627Y109 168,092 1,813,288 SH   DFND 13,19,2,20,5,8 1,559,531 400 253,357
BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 3,917 505,941 SH   DFND 2,20,5 426,923 0 79,018
BMC STK HLDGS INC COM 05591B109 55,503 1,295,886 SH   DFND 2,20,5,8 987,680 0 308,206
BOEING CO COM 097023105 4,364,872 26,412,153 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,544,700 268,222 7,599,231
BOGOTA FINL CORP COM 097235105 436 57,200 SH   DFND 2,20 43,400 0 13,800
BOINGO WIRELESS INC COM 09739C102 9,223 904,668 SH   DFND 2,20,5,8 708,992 0 195,676
BOISE CASCADE CO DEL COM 09739D100 50,211 1,257,787 SH   DFND 2,20,5,8 1,078,214 100 179,473
BOK FINL CORP COM NEW 05561Q201 34,314 666,155 SH   DFND 2,20,5,8 595,879 306 69,970
BONANZA CREEK ENERGY INC COM NEW 097793400 14,326 762,014 SH   DFND 2,20,5 693,992 0 68,022
BOOT BARN HLDGS INC COM 099406100 27,562 979,458 SH   DFND 2,20,5,8 842,048 0 137,410
ADAMAS PHARMACEUTICALS INC COM 00548A106 60 14,583 SH   DFND 20 14,583 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 290,425 3,499,938 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,555,121 270,372 674,445
BORGWARNER INC COM 099724106 372,346 9,611,422 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,052,803 410,255 1,148,364
BOSTON BEER INC CL A 100557107 184,396 208,744 SH   DFND 13,2,20,5,6,8 185,819 111 22,814
BOSTON OMAHA CORP COM 101044105 3,274 204,620 SH   DFND 2,20 165,333 0 39,287
BOSTON PRIVATE FINL HLDGS IN COM 101119105 16,322 2,956,952 SH   DFND 2,20,5,8 2,573,238 1,448 382,266
BOSTON PROPERTIES INC COM 101121101 721,699 8,881,676 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 7,323,458 134,820 1,423,398
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 20,351 183,000 SH   DFND 2 183,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,440,500 63,870,702 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 56,262,716 871,893 6,736,093
BOTTOMLINE TECH DEL INC COM 101388106 55,101 1,306,941 SH   DFND 2,20,5,8 1,107,922 250 198,769
BOX INC CL A 10316T104 58,954 3,395,957 SH   DFND 13,2,20,5,8 2,202,611 1,500 1,191,846
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 30 38,500 SH   DFND 20 38,500 0 0
BOYD GAMING CORP COM 103304101 75,470 2,459,097 SH   DFND 2,20,5,6,8 2,078,642 532 379,923
BP PLC SPONSORED ADR 055622104 502,335 28,770,602 SH   DFND 1,2,20 126,043 28,455,289 189,270
BRADY CORP CL A 104674106 138,731 3,466,540 SH   DFND 2,20,5,8 3,242,571 292 223,677
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 7,876 465,492 SH   DFND 2,20,5 375,355 0 90,137
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 92,008 8,898,234 SH   DFND 10,13,2,20,5,8 7,860,539 49,849 987,846
BRASKEM S A SP ADR PFD A 105532105 3,191 427,202 SH   DFND 10,13,2,20 383,038 36,864 7,300
BRF SA SPONSORED ADR 10552T107 6,908 2,106,137 SH   DFND 10,2,20,5,8 1,844,882 233,763 27,492
BRIDGE BANCORP INC COM 108035106 5,857 336,030 SH   DFND 2,20,5,8 259,872 0 76,158
BRIDGEBIO PHARMA INC COM 10806X102 88,341 2,354,508 SH   DFND 2,20,5 2,088,495 0 266,013
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 3,775 397,827 SH   DFND 2,20,5 317,167 0 80,660
ADAMS RES & ENERGY INC COM NEW 006351308 452 22,700 SH   DFND 2,20 17,000 0 5,700
BRIDGFORD FOODS CORP COM 108763103 573 31,287 SH   DFND 2,20 23,979 0 7,308
BRIGHAM MINERALS INC CL A COM 10918L103 5,121 574,087 SH   DFND 2,20,5 458,516 11,900 103,671
BRIGHT HORIZONS FAM SOL IN D COM 109194100 113,539 746,771 SH   DFND 13,19,2,20,5,8 605,239 600 140,932
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 675 105,649 SH   DFND 2,20,5 81,318 0 24,331
BRIGHTCOVE INC COM 10921T101 7,223 705,370 SH   DFND 2,20,5 560,119 0 145,251
BRIGHTHOUSE FINL INC COM 10922N103 68,714 2,553,464 SH   DFND 12,13,19,2,20,5,6,8 2,324,457 913 228,094
BRIGHTSPHERE INVT GROUP INC COM 10948W103 25,917 2,009,051 SH   DFND 10,2,20,5,8 1,616,454 55,133 337,464
BRIGHTVIEW HLDGS INC COM 10948C107 7,303 640,633 SH   DFND 2,20,5,8 497,665 0 142,968
BRINKER INTL INC COM 109641100 65,009 1,521,745 SH   DFND 2,20,5,8 1,311,872 201 209,672
BRINKS CO COM 109696104 62,712 1,526,200 SH   DFND 13,2,20,5,6,8 1,291,010 594 234,596
ADAPTHEALTH CORP COM CL A 00653Q102 7,851 359,967 SH   DFND 2,20,5 273,671 0 86,296
BRISTOL-MYERS SQUIBB CO COM 110122108 5,877,740 97,491,132 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 84,445,408 1,611,216 11,434,508
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 60 26,494 SH   DFND 19,20,5,8 24,790 0 1,704
BRISTOW GROUP INC COM 11040G103 8,407 395,604 SH   DFND 2,20 371,908 0 23,696
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 59,239 1,638,713 SH   DFND 10,12,2,20,5,8 1,500,445 116,790 21,478
BRIXMOR PPTY GROUP INC COM 11120U105 151,730 12,979,455 SH   DFND 10,13,19,2,20,5,6,8 10,970,275 94,250 1,914,930
BROADCOM INC COM 11135F101 5,930,589 16,278,517 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,041,210 260,866 1,976,441
BROADMARK RLTY CAP INC COM 11135B100 22,960 2,314,527 SH   DFND 2,20,5,8 1,812,627 0 501,900
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 661,555 4,990,071 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,211,867 115,659 662,545
BROOKDALE SR LIVING INC COM 112463104 10,632 4,185,894 SH   DFND 12,2,20,5,8 3,298,954 496 886,444
BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 30,572 551,941 SH   DFND 19,2,20,5 431,867 0 120,074
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 1,642 205,782 SH   DFND 1,2,20,5 185,159 0 20,623
BROOKFIELD PPTY REIT INC CL A 11282X103 13,517 1,104,296 SH   DFND 10,2,20,5,8 825,695 12,290 266,311
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 66,455 1,134,042 SH   DFND 2,20,5 888,522 0 245,520
BROOKLINE BANCORP INC DEL COM 11373M107 23,581 2,727,654 SH   DFND 2,20,5,8 2,303,947 0 423,707
BROOKS AUTOMATION INC NEW COM 114340102 101,536 2,194,903 SH   DFND 2,20,5,8 1,855,780 459 338,664
BROWN & BROWN INC COM 115236101 425,313 9,395,030 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,155,200 254,143 985,687
BROWN FORMAN CORP CL A 115637100 10,074 146,232 SH   DFND 2,20 112,046 0 34,186
BROWN FORMAN CORP CL B 115637209 787,137 10,426,615 SH   DFND 10,12,13,19,2,20,5,6,8 8,908,425 270,638 1,247,552
BRP GROUP INC COM CL A 05589G102 12,598 505,754 SH   DFND 2,20,5 398,086 0 107,668
BRT APARTMENTS CORP COM 055645303 3,722 310,195 SH   DFND 2,20 277,046 0 33,149
BRUKER CORP COM 116794108 58,684 1,476,318 SH   DFND 13,19,2,20,5,8 1,194,862 892 280,564
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 44,767 920,567 SH   DFND 2,20,5,8 741,676 800 178,091
BRUNSWICK CORP COM 117043109 104,708 1,777,419 SH   DFND 13,19,2,20,5,6,8 1,602,601 657 174,161
BRYN MAWR BK CORP COM 117665109 11,038 443,833 SH   DFND 2,20,5,8 350,065 497 93,271
BUCKLE INC COM 118440106 21,295 1,044,407 SH   DFND 2,20,5,8 898,659 956 144,792
BUILD A BEAR WORKSHOP COM 120076104 32 12,665 SH   DFND 20 12,665 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 114,497 3,510,034 SH   DFND 2,20,5,6,8 2,965,243 2,100 542,691
BUNGE LIMITED COM G16962105 168,621 3,689,743 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,695,439 65,658 928,646
BURLINGTON STORES INC COM 122017106 275,080 1,334,758 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,083,774 40,610 210,374
BUSINESS FIRST BANCSHARES IN COM 12326C105 3,542 236,116 SH   DFND 2,20,5 195,901 0 40,215
BWX TECHNOLOGIES INC COM 05605H100 104,732 1,859,922 SH   DFND 13,19,2,20,5,8 1,642,384 1,259 216,279
BYLINE BANCORP INC COM 124411109 5,132 453,718 SH   DFND 2,20,5,8 360,669 0 93,049
21VIANET GROUP INC SPONSORED ADS A 90138A103 9,546 412,170 SH   DFND 2,20,5 317,425 0 94,745
ADDUS HOMECARE CORP COM 006739106 41,760 441,860 SH   DFND 2,20,5,8 374,372 0 67,488
C & F FINL CORP COM 12466Q104 1,578 52,425 SH   DFND 2,20 41,799 0 10,626
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 888,677 8,696,317 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,267,553 264,904 1,163,860
CABALETTA BIO INC COM 12674W109 1,764 162,714 SH   DFND 2,20 125,361 0 37,353
CABLE ONE INC COM 12685J105 322,397 170,994 SH   DFND 10,11,12,13,19,2,20,5,6,8 149,008 2,675 19,311
CABOT CORP COM 127055101 49,113 1,363,101 SH   DFND 13,2,20,5,6 1,232,983 863 129,255
CABOT MICROELECTRONICS CORP COM 12709P103 124,347 870,719 SH   DFND 2,20,5,6,8 738,706 452 131,561
CABOT OIL & GAS CORP COM 127097103 444,263 25,591,197 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,525,100 442,431 2,623,666
CACI INTL INC CL A 127190304 127,825 599,667 SH   DFND 13,19,2,20,5,6,8 524,149 310 75,208
CACTUS INC CL A 127203107 21,450 1,117,787 SH   DFND 2,20,5,8 915,314 0 202,473
CADENCE BANCORPORATION CL A 12739A100 53,474 6,225,126 SH   DFND 2,20,5,8 5,640,914 11,200 573,012
ADECOAGRO S A COM L00849106 1,752 375,264 SH   DFND 2,20,5 284,139 0 91,125
CADENCE DESIGN SYSTEM INC COM 127387108 1,315,845 12,340,293 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,349,713 490,026 1,500,554
CADIZ INC COM NEW 127537207 4,132 416,080 SH   DFND 2,20,5,8 342,031 0 74,049
CAESARS ENTERTAINMENT INC NE COM 12769G100 283,454 5,056,264 SH   DFND 13,2,20,5,6,8 4,329,206 1,595 725,463
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 32,073 16,131,020 PRN   DFND 2,5 16,131,020 0 0
CAESARSTONE LTD ORD SHS M20598104 4,565 465,743 SH   DFND 2,20,5,8 376,977 0 88,766
CAI INTERNATIONAL INC COM 12477X106 9,519 345,759 SH   DFND 2,20,5,8 271,444 0 74,315
CAL MAINE FOODS INC COM NEW 128030202 75,264 1,961,545 SH   DFND 19,2,20,5,6,8 1,811,498 700 149,347
CALAMP CORP COM 128126109 9,633 1,339,815 SH   DFND 2,20,5 1,215,531 0 124,284
CALAVO GROWERS INC COM 128246105 32,874 496,063 SH   DFND 2,20,5,8 421,414 0 74,649
CALEDONIA MNG CORP PLC SHS NEW G1757E113 2,553 150,242 SH   DFND 2,20,5 113,164 0 37,078
ADICET BIO INC COM 007002108 184 15,466 SH   DFND 20 15,466 0 0
CALERES INC COM 129500104 13,061 1,355,549 SH   DFND 2,20,5 1,209,354 0 146,195
CALIFORNIA BANCORP COM 13005U101 922 81,359 SH   DFND 2,20 60,900 0 20,459
CALIFORNIA WTR SVC GROUP COM 130788102 151,381 3,484,034 SH   DFND 13,19,2,20,5,8 3,249,933 600 233,501
CALITHERA BIOSCIENCES INC COM 13089P101 4,452 1,290,374 SH   DFND 2,20,5,8 1,057,012 0 233,362
CALIX INC COM 13100M509 18,928 1,064,586 SH   DFND 2,20,5,8 843,619 0 220,967
CALLAWAY GOLF CO COM 131193104 53,167 2,777,799 SH   DFND 2,20,5,8 2,328,891 1,582 447,326
CALLON PETE CO DEL COM 13123X508 2,232 463,058 SH   DFND 2,20,5 463,058 0 0
CALYXT INC COM 13173L107 943 171,730 SH   DFND 2,20,5 137,578 0 34,152
CAMBIUM NETWORKS CORP SHS G17766109 1,220 72,301 SH   DFND 2,20 53,802 0 18,499
CAMBRIDGE BANCORP COM 132152109 6,159 115,867 SH   DFND 2,20,5 87,160 0 28,707
ADIENT PLC ORD SHS G0084W101 49,228 2,840,634 SH   DFND 12,13,19,2,20,5,6,8 2,400,277 974 439,383
CAMDEN NATL CORP COM 133034108 10,461 346,105 SH   DFND 2,20,5,8 273,208 0 72,897
CAMDEN PPTY TR SH BEN INT 133131102 446,218 4,969,537 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,120,695 125,848 722,994
CAMPBELL SOUP CO COM 134429109 479,508 9,913,329 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,889,741 131,645 1,891,943
CAMPING WORLD HLDGS INC CL A 13462K109 22,524 757,093 SH   DFND 2,20,5,8 601,398 0 155,695
CAMTEK LTD ORD M20791105 1,743 113,316 SH   DFND 2 113,316 0 0
CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 843 26,194 SH   DFND 2,20,5 26,194 0 0
CANADIAN IMP BK COMM COM 136069101 1,217 16,048 SH   DFND 20 1,481 538 14,029
CANADIAN NATL RY CO COM 136375102 13,369 125,574 SH   DFND 20 200 0 125,374
CANADIAN PAC RY LTD COM 13645T100 21,465 70,344 SH   DFND 20,8 3,229 0 67,115
CANADIAN SOLAR INC COM 136635109 10,066 286,781 SH   DFND 2,20,5,8 286,781 0 0
ADMA BIOLOGICS INC COM 000899104 2,841 1,188,805 SH   DFND 13,2,20 954,229 0 234,576
CANNAE HLDGS INC COM 13765N107 63,400 1,701,570 SH   DFND 19,2,20,5,8 1,277,390 392 423,788
CANON INC SPONSORED ADR 138006309 220 13,250 SH   DFND 20 13,250 0 0
CANTEL MED CORP COM 138098108 57,106 1,299,636 SH   DFND 13,2,20,5,6,8 1,124,643 500 174,493
CAPITAL BANCORP INC MD COM 139737100 1,292 136,611 SH   DFND 2,20 95,272 0 41,339
CAPITAL CITY BK GROUP INC COM 139674105 5,129 272,957 SH   DFND 2,20,5 207,874 0 65,083
CAPITAL ONE FINL CORP COM 14040H105 1,410,306 19,625,743 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,813,031 370,237 2,442,475
CAPITAL SR LIVING CORP COM 140475104 15 24,219 SH   DFND 20 24,219 0 0
CAPITOL FED FINL INC COM 14057J101 28,140 3,037,198 SH   DFND 12,19,2,20,5,6,8 2,293,968 0 743,230
CAPRI HOLDINGS LIMITED SHS G1890L107 80,284 4,460,212 SH   DFND 12,13,19,2,20,5,8 3,211,466 1,700 1,247,046
CAPSTAR FINL HLDGS INC COM 14070T102 2,569 261,888 SH   DFND 13,2,20 205,518 0 56,370
ADOBE SYSTEMS INCORPORATED COM 00724F101 9,702,654 19,783,974 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,896,511 500,234 2,387,229
CAPSTEAD MTG CORP COM NO PAR 14067E506 19,278 3,340,297 SH   DFND 13,2,20,5,8 2,820,679 16,793 502,825
CARA THERAPEUTICS INC COM 140755109 12,083 949,533 SH   DFND 2,20,5,8 747,344 0 202,189
CARDINAL HEALTH INC COM 14149Y108 822,104 17,332,105 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,878,686 464,997 1,988,422
CARDIOVASCULAR SYS INC DEL COM 141619106 53,523 1,360,189 SH   DFND 2,20,5,8 1,179,095 800 180,294
CARDLYTICS INC COM 14161W105 35,141 497,954 SH   DFND 2,20,5,8 380,521 0 117,433
CARDTRONICS PLC SHS CL A G1991C105 23,068 1,165,044 SH   DFND 2,20,5,8 996,331 200 168,513
CAREDX INC COM 14167L103 80,412 2,119,441 SH   DFND 2,20,5,8 1,908,901 0 210,540
CARETRUST REIT INC COM 14174T107 85,479 4,738,215 SH   DFND 10,2,20,5,8 3,958,267 27,120 752,828
CARGURUS INC COM CL A 141788109 38,157 1,764,079 SH   DFND 19,2,20,5,8 1,375,265 1,600 387,214
CARLISLE COS INC COM 142339100 244,503 1,998,067 SH   DFND 13,19,2,20,5,6,8 1,870,340 647 127,080
ADT INC DEL COM 00090Q103 20,150 2,456,512 SH   DFND 10,2,20,5,8 2,118,435 7,348 330,729
CARLYLE GROUP INC COM 14316J108 59,737 2,421,447 SH   DFND 10,12,13,19,2,20,5,6,8 1,892,198 83,808 445,441
CARMAX INC COM 143130102 627,779 6,830,365 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,946,480 106,167 777,718
CARNIVAL CORP UNIT 99/99/9999 143658300 338,116 22,273,809 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,525,691 268,089 2,480,029
CARPARTS COM INC COM 14427M107 8,760 810,397 SH   DFND 2,20,5 739,397 0 71,000
CARPENTER TECHNOLOGY CORP COM 144285103 55,147 3,036,740 SH   DFND 2,20,5,8 2,812,931 314 223,495
CARRIAGE SVCS INC COM 143905107 7,858 352,227 SH   DFND 2,20,5,8 276,942 0 75,285
CARRIER GLOBAL CORPORATION COM 14448C104 2,228,463 72,968,672 SH   DFND 10,11,12,13,19,2,20,5,6,8 34,202,489 34,878,708 3,887,475
CARROLS RESTAURANT GROUP INC COM 14574X104 4,239 657,266 SH   DFND 2,20,5 531,166 0 126,100
CARS COM INC COM 14575E105 12,110 1,498,801 SH   DFND 12,13,2,20,5,8 1,199,801 1,676 297,324
CARTER BK & TR MARTINSVILLE COM 146102108 2,145 322,533 SH   DFND 2,20,5 241,009 0 81,524
ADTALEM GLOBAL ED INC COM 00737L103 39,454 1,607,728 SH   DFND 2,20,5,6,8 1,372,106 394 235,228
CARTERS INC COM 146229109 87,714 1,013,096 SH   DFND 13,19,2,20,5,6,8 910,522 675 101,899
CARVANA CO CL A 146869102 149,509 670,263 SH   DFND 13,19,2,20,5,8 552,680 400 117,183
CASA SYS INC COM 14713L102 2,732 677,963 SH   DFND 2,20,5,8 532,732 0 145,231
CASELLA WASTE SYS INC CL A 147448104 52,095 932,758 SH   DFND 2,20,5,8 710,749 800 221,209
CASEYS GEN STORES INC COM 147528103 208,995 1,176,443 SH   DFND 12,13,2,20,5,6,8 1,089,513 439 86,491
CASI PHARMACEUTICALS INC COM 14757U109 1,557 1,017,612 SH   DFND 2,20,5 835,968 0 181,644
CASPER SLEEP INC COM 147626105 2,252 313,202 SH   DFND 2,20 252,393 0 60,809
CASS INFORMATION SYS INC COM 14808P109 15,025 373,396 SH   DFND 2,20,5,8 309,408 0 63,988
CASSAVA SCIENCES INC COM 14817C107 4,057 352,502 SH   DFND 2,20,5 288,124 0 64,378
CASTLE BIOSCIENCES INC COM 14843C105 10,708 208,120 SH   DFND 2,20,5,8 160,600 0 47,520
ADTRAN INC COM 00738A106 16,928 1,650,713 SH   DFND 2,20,5,8 1,407,903 1,818 240,992
CASTLIGHT HEALTH INC CL B 14862Q100 59 52,630 SH   DFND 20 52,630 0 0
CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 1,496 241,712 SH   DFND 2,20 200,116 0 41,596
CATALENT INC COM 148806102 559,271 6,528,962 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,678,800 76,123 774,039
CATALYST BIOSCIENCES INC COM NEW 14888D208 1,008 234,386 SH   DFND 2,20 194,886 0 39,500
CATALYST PHARMACEUTICALS INC COM 14888U101 22,668 7,632,352 SH   DFND 2,20,5,8 7,240,250 0 392,102
CATCHMARK TIMBER TR INC CL A 14912Y202 8,808 986,295 SH   DFND 2,20,5,8 770,510 0 215,785
CATERPILLAR INC DEL COM 149123101 6,414,635 43,007,942 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,350,606 356,582 22,300,754
CATHAY GEN BANCORP COM 149150104 59,589 2,748,554 SH   DFND 2,20,5,6,8 2,396,729 454 351,371
CATO CORP NEW CL A 149205106 6,345 811,428 SH   DFND 2,20,5,8 709,166 1,391 100,871
CAVCO INDS INC DEL COM 149568107 52,711 292,338 SH   DFND 2,20,5,8 251,222 31 41,085
ADURO BIOTECH INC COM 00739L101 3,268 1,344,833 SH   DFND 2,20,5 1,104,156 0 240,677
CB FINL SVCS INC COM 12479G101 1,007 52,760 SH   DFND 2,20 41,660 0 11,100
CBIZ INC COM 124805102 24,602 1,075,742 SH   DFND 2,20,5,8 835,032 0 240,710
CBOE GLOBAL MARKETS INC COM 12503M108 407,151 4,640,422 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,057,188 54,492 528,742
CBRE GROUP INC CL A 12504L109 663,199 14,119,627 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,650,624 461,959 2,007,044
CBTX INC COM 12481V104 6,134 373,143 SH   DFND 2,20,5,8 290,366 0 82,777
CDK GLOBAL INC COM 12508E101 175,310 4,021,797 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,324,736 92,047 605,014
CDW CORP COM 12514G108 682,698 5,711,524 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,964,377 89,167 657,980
CECO ENVIRONMENTAL CORP COM 125141101 4,287 588,124 SH   DFND 2,20,5 469,649 0 118,475
CEDAR REALTY TRUST INC COM NEW 150602209 24 30,071 SH   DFND 20 30,071 0 0
CEL-SCI CORP COM PAR NEW 150837607 22,831 1,790,676 SH   DFND 2,20,5,8 1,638,773 0 151,903
22ND CENTY GROUP INC COM 90137F103 44 69,400 SH   DFND 20 69,400 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 497,435 3,235,397 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,551,444 43,016 640,937
CELANESE CORP DEL COM 150870103 587,459 5,467,277 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,317,195 370,252 779,830
CELLCOM ISRAEL LTD SHS M2196U109 139 34,102 SH   DFND 20 34,102 0 0
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 376 25,387 SH   DFND 20 25,387 0 0
CELLECTIS S A SPON ADS 15117K103 1,125 60,836 SH   DFND 2 60,836 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 4,183 228,070 SH   DFND 2,20 180,823 0 47,247
CELSIUS HLDGS INC COM NEW 15118V207 12,948 570,143 SH   DFND 2,20,5 458,168 0 111,975
CEMEX SAB DE CV SPON ADR NEW 151290889 56 14,610 SH   DFND 1,20,5 12,850 0 1,760
CENTENE CORP DEL COM 15135B101 1,477,228 25,325,355 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,154,687 368,622 2,802,046
CENTENNIAL RESOURCE DEV INC CL A 15136A102 68 112,493 SH   DFND 13,20,5 105,493 0 7,000
CENTERPOINT ENERGY INC COM 15189T107 564,058 29,150,290 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,927,765 295,510 3,927,015
ADVANCED DISP SVCS INC DEL COM 00790X101 44,906 1,485,477 SH   DFND 12,19,2,20,5,8 1,093,974 1,300 390,203
CENTOGENE N V COM N1976T109 438 46,292 SH   DFND 2,20 35,738 0 10,554
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 2,236 408,703 SH   DFND 10,2,20 297,367 102,836 8,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 3,361 608,881 SH   DFND 2,20 608,881 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 7,978 1,903,976 SH   DFND 2,20,5 1,594,680 0 309,296
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 48,298 1,336,427 SH   DFND 2,20,5,6,8 1,139,253 0 197,174
CENTRAL GARDEN & PET CO COM 153527106 13,297 333,006 SH   DFND 2,20,5,8 288,731 0 44,275
CENTRAL PAC FINL CORP COM NEW 154760409 14,350 1,057,456 SH   DFND 2,20,5,8 924,876 0 132,580
CENTRAL PUERTO S A SPONSORED ADR 155038201 727 324,639 SH   DFND 2,20,5 277,513 0 47,126
CENTRAL VY CMNTY BANCORP COM 155685100 2,520 204,038 SH   DFND 2,20,5 166,445 0 37,593
CENTRUS ENERGY CORP CL A 15643U104 84 10,017 SH   DFND 20 10,017 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 65,982 1,056,722 SH   DFND 2,20,5,8 805,591 1,000 250,131
CENTURY ALUM CO COM 156431108 30,664 4,306,803 SH   DFND 2,20,5,8 4,078,597 2,024 226,182
CENTURY BANCORP INC MASS CL A NON VTG 156432106 3,838 58,377 SH   DFND 2,20,5 45,372 0 13,005
CENTURY CASINOS INC COM 156492100 3,464 632,202 SH   DFND 2,20 539,060 0 93,142
CENTURY CMNTYS INC COM 156504300 47,000 1,110,316 SH   DFND 2,20,5,8 979,752 0 130,564
CERAGON NETWORKS LTD ORD M22013102 106 42,749 SH   DFND 2 42,749 0 0
CERECOR INC COM 15671L109 983 432,020 SH   DFND 2,20 352,382 0 79,638
CERENCE INC COM 156727109 38,698 791,862 SH   DFND 13,2,20,5,8 619,002 329 172,531
CERIDIAN HCM HLDG INC COM 15677J108 218,674 2,645,783 SH   DFND 13,19,2,20,5,6,8 2,379,446 1,400 264,937
CERNER CORP COM 156782104 1,051,253 14,506,613 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,992,247 365,485 2,148,881
CERUS CORP COM 157085101 28,447 4,544,241 SH   DFND 2,20,5,8 3,817,554 1,700 724,987
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 889 218,931 SH   DFND 2,20 152,832 0 66,099
CEVA INC COM 157210105 31,478 799,555 SH   DFND 2,20,5,8 694,006 0 105,549
CF INDS HLDGS INC COM 125269100 326,091 10,618,404 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,852,111 232,403 1,533,890
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 642 69,437 SH   DFND 2,20 52,513 0 16,924
CHAMPIONX CORPORATION COM 15872M104 50,350 6,301,594 SH   DFND 1,13,2,20,5,6,8 5,336,920 1,331 963,343
CHANGE HEALTHCARE INC COM 15912K100 51,510 3,549,962 SH   DFND 13,2,20,5,8 2,919,444 2,511 628,007
CHANNELADVISOR CORP COM 159179100 9,698 670,218 SH   DFND 2,20,5,8 539,981 0 130,237
CHARLES RIV LABS INTL INC COM 159864107 257,061 1,135,176 SH   DFND 13,2,20,5,6,8 999,909 526 134,741
CHART INDS INC COM PAR $0.01 16115Q308 76,268 1,085,356 SH   DFND 2,20,5,8 920,039 246 165,071
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,182,432 6,698,965 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,575,989 71,588 1,051,388
CHASE CORP COM 16150R104 15,286 160,226 SH   DFND 2,20,5,8 123,159 0 37,067
ADVANCED ENERGY INDS COM 007973100 70,980 1,127,738 SH   DFND 2,20,5,8 952,132 400 175,206
CHATHAM LODGING TR COM 16208T102 17,605 2,310,387 SH   DFND 2,20,5,8 2,040,535 0 269,852
CHECK POINT SOFTWARE TECH LT ORD M22465104 333,688 2,772,881 SH   DFND 10,12,13,19,2,20,5,6,8 2,055,933 124,275 592,673
CHECKMATE PHARMACEUTICALS IN COM 162818108 449 39,045 SH   DFND 20 29,900 0 9,145
CHECKPOINT THERAPEUTICS INC COM 162828107 1,782 664,937 SH   DFND 2,20,5 531,964 0 132,973
CHEESECAKE FACTORY INC COM 163072101 39,300 1,416,739 SH   DFND 2,20,5,8 1,224,477 294 191,968
CHEETAH MOBILE INC ADR 163075104 97 46,988 SH   DFND 2 46,988 0 0
CHEFS WHSE INC COM 163086101 13,714 943,178 SH   DFND 2,20,5,8 821,992 0 121,186
CHEGG INC COM 163092109 105,573 1,477,784 SH   DFND 13,19,2,20,5,8 1,174,083 1,200 302,501
CHEGG INC NOTE 0.125% 3/1 163092AD1 30,975 20,414,000 PRN   DFND 2,5 20,414,000 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 1,235 254,106 SH   DFND 2,20 207,704 0 46,402
ADVANCED MICRO DEVICES INC COM 007903107 3,844,578 46,890,817 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,625,612 620,061 5,645,144
CHEMED CORP NEW COM 16359R103 181,939 378,764 SH   DFND 13,19,2,20,5,6,8 335,582 147 43,035
CHEMOCENTRYX INC COM 16383L106 107,914 1,969,235 SH   DFND 2,20,5,8 1,750,232 1,400 217,603
CHEMOURS CO COM 163851108 81,136 3,880,266 SH   DFND 12,13,2,20,5,6,8 3,476,612 11,943 391,711
CHEMUNG FINL CORP COM 164024101 1,767 60,667 SH   DFND 2,20 47,534 0 13,133
CHENIERE ENERGY INC COM NEW 16411R208 261,060 5,642,096 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,350,299 113,809 1,177,988
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 10,961 15,231,000 PRN   DFND 2,5 15,231,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 6,532 706,417 SH   DFND 2,20,5 637,648 0 68,769
CHESAPEAKE UTILS CORP COM 165303108 44,076 520,987 SH   DFND 19,2,20,5,8 451,353 36 69,598
CHEVRON CORP NEW COM 166764100 8,532,842 118,511,696 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 90,818,339 15,345,543 12,347,814
CHEWY INC CL A 16679L109 7,111 129,695 SH   DFND 19,2,20,5,8 129,695 0 0
ADVANSIX INC COM 00773T101 11,767 913,569 SH   DFND 1,13,2,20,5,8 780,948 785 131,836
CHIASMA INC COM 16706W102 3,155 733,724 SH   DFND 2,20,5 583,021 0 150,703
CHICOS FAS INC COM 168615102 3,285 3,377,493 SH   DFND 2,20,5 2,887,475 0 490,018
CHILDRENS PL INC COM 168905107 12,972 457,551 SH   DFND 2,20,5,8 391,422 137 65,992
CHIMERA INVT CORP COM NEW 16934Q208 38,051 4,475,467 SH   DFND 13,2,20,5,8 3,446,072 3,113 1,026,282
CHIMERIX INC COM 16934W106 2,573 1,033,328 SH   DFND 2,20,5 869,379 0 163,949
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 6,942 62,459 SH   DFND 10,13,19,2,20,5 60,679 0 1,780
CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 144 99,456 SH   DFND 2 99,456 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 132 11,681 SH   DFND 5 11,681 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2,232 67,093 SH   DFND 2,20 40,762 0 26,331
CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 2,041 50,453 SH   DFND 20,5 48,753 1,700 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 57,962 5,627,389 SH   DFND 2,20,5,8 5,273,047 600 353,742
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 871 28,999 SH   DFND 20,5 26,497 2,400 102
CHINA YUCHAI INTL LTD COM G21082105 1,015 56,396 SH   DFND 2,20,5 43,252 0 13,144
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,452,401 1,167,797 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,003,997 16,492 147,308
CHOICE HOTELS INTL INC COM 169905106 62,784 730,384 SH   DFND 19,2,20,5,6,8 644,387 274 85,723
CHOICEONE FINL SVCS INC COM 170386106 2,346 90,171 SH   DFND 2,20,5 64,371 0 25,800
CHROMADEX CORP COM NEW 171077407 2,910 725,590 SH   DFND 2,20 583,252 0 142,338
CHUBB LIMITED COM H1467J104 2,459,444 21,038,236 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,527,361 280,261 2,230,614
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 8,444 233,058 SH   DFND 1,13,2,20,5 161,399 6,800 64,859
CHURCH & DWIGHT INC COM 171340102 1,166,001 12,442,655 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,872,593 261,237 1,308,825
CHURCHILL DOWNS INC COM 171484108 181,748 1,109,435 SH   DFND 13,2,20,5,6,8 930,120 501 178,814
AECOM COM 00766T100 164,858 3,940,202 SH   DFND 12,13,19,2,20,5,6,8 3,227,863 1,595 710,744
CHUYS HLDGS INC COM 171604101 10,040 512,792 SH   DFND 2,20,5 451,756 0 61,036
CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 7,630 3,907,047 SH   DFND 10,2,20 3,446,296 401,723 59,028
CIDARA THERAPEUTICS INC COM 171757107 1,330 466,649 SH   DFND 2,20 390,223 0 76,426
CIENA CORP COM NEW 171779309 144,589 3,642,956 SH   DFND 12,13,19,2,20,5,6,8 3,198,284 1,603 443,069
CIGNA CORP NEW COM 125523100 2,758,816 16,284,849 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,072,210 255,767 1,956,872
CIM COML TR CORP COM NEW 125525584 1,961 198,916 SH   DFND 2,20,5 176,519 0 22,397
CIMAREX ENERGY CO COM 171798101 110,794 4,553,797 SH   DFND 13,2,20,5,6,8 3,648,158 1,047 904,592
CIMPRESS PLC SHS EURO G2143T103 26,940 358,437 SH   DFND 13,2,20,5,8 269,109 200 89,128
CINCINNATI BELL INC NEW COM NEW 171871502 23,678 1,578,534 SH   DFND 2,20,5,8 1,352,613 0 225,921
CINCINNATI FINL CORP COM 172062101 717,531 9,131,734 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,265,257 106,568 759,909
AEGION CORP COM 00770F104 15,191 1,075,069 SH   DFND 2,20,5,8 917,792 1,063 156,214
CINEMARK HLDGS INC COM 17243V102 33,015 3,301,549 SH   DFND 12,13,2,20,5,6,8 2,797,100 800 503,649
CINTAS CORP COM 172908105 1,303,244 3,915,646 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,362,226 85,992 467,428
CIRCOR INTL INC COM 17273K109 14,849 542,943 SH   DFND 2,20,5 471,750 0 71,193
CIRRUS LOGIC INC COM 172755100 108,031 1,601,653 SH   DFND 13,19,2,20,5,6,8 1,465,211 424 136,018
CISCO SYS INC COM 17275R102 7,256,762 184,228,532 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 152,107,886 4,745,313 27,375,333
CIT GROUP INC COM NEW 125581801 103,517 5,845,100 SH   DFND 12,13,19,2,20,5,6,8 5,373,099 1,388 470,613
CITI TRENDS INC COM 17306X102 5,304 212,315 SH   DFND 2,20,5 164,226 0 48,089
CITIGROUP INC COM NEW 172967424 3,837,985 89,027,717 SH   DFND 1,10,12,13,19,2,20,5,6,8 76,890,046 1,438,046 10,699,625
CITIZENS & NORTHN CORP COM 172922106 3,812 234,713 SH   DFND 2,20,5 189,397 0 45,316
CITIZENS CMNTY BANCORP INC M COM 174903104 164 23,752 SH   DFND 20 0 0 23,752
2U INC COM 90214J101 31,146 919,838 SH   DFND 13,2,20,5,8 764,339 500 154,999
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 4,657 656,851 SH   DFND 2,20,5 525,501 0 131,350
CITIZENS FINL GROUP INC COM 174610105 577,482 22,843,450 SH   DFND 10,12,13,19,2,20,5,6,8 20,034,480 535,757 2,273,213
CITIZENS HLDG CO MISS COM 174715102 1,134 50,600 SH   DFND 2,20 40,000 0 10,600
CITIZENS INC CL A 174740100 5,603 1,011,350 SH   DFND 2,20,5,8 806,326 800 204,224
CITRIX SYS INC COM 177376100 821,045 5,962,134 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,887,750 243,996 830,388
CITY HLDG CO COM 177835105 32,370 561,881 SH   DFND 2,20,5,8 487,325 0 74,556
CITY OFFICE REIT INC COM 178587101 11,371 1,512,091 SH   DFND 2,20,5,8 1,254,286 0 257,805
CIVEO CORP CDA COM 17878Y108 63 93,048 SH   DFND 2,20 93,048 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 3,587 286,528 SH   DFND 2,20,5 235,545 0 50,983
CLARIVATE PLC ORD SHS G21810109 3,517 113,500 SH   DFND 10,13,2,20,5,8 101,600 0 11,900
CLARUS CORP NEW COM 18270P109 5,646 399,876 SH   DFND 2,20,5 334,421 0 65,455
AERCAP HOLDINGS NV SHS N00985106 83,983 3,333,990 SH   DFND 10,12,13,19,2,20,5,6,8 2,175,181 265,272 893,537
CLEAN ENERGY FUELS CORP COM 184499101 6,409 2,584,236 SH   DFND 2,20,5,8 1,996,329 0 587,907
CLEAN HARBORS INC COM 184496107 66,261 1,182,607 SH   DFND 13,2,20,5,6,8 1,049,046 746 132,815
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 1,037 1,036,952 SH   DFND 2,20,5,8 722,094 2,005 312,853
CLEARFIELD INC COM 18482P103 3,830 189,903 SH   DFND 2,20,5 153,839 0 36,064
CLEARSIDE BIOMEDICAL INC COM 185063104 83 53,700 SH   DFND 20 53,700 0 0
CLEARWATER PAPER CORP COM 18538R103 20,053 528,536 SH   DFND 2,20,5,8 447,028 0 81,508
CLEARWAY ENERGY INC CL A 18539C105 16,312 660,422 SH   DFND 13,2,20,5,8 496,079 0 164,343
CLEARWAY ENERGY INC CL C 18539C204 42,638 1,581,534 SH   DFND 2,20,5,8 1,216,384 0 365,150
CLEVELAND-CLIFFS INC NEW COM 185899101 105,664 16,458,566 SH   DFND 12,13,2,20,5,8 14,611,621 7,859 1,839,086
CLIPPER RLTY INC COM 18885T306 1,745 288,508 SH   DFND 2,20 243,558 0 44,950
AERIE PHARMACEUTICALS INC COM 00771V108 11,800 1,002,518 SH   DFND 2,20,5,8 818,867 0 183,651
CLOROX CO DEL COM 189054109 1,572,838 7,483,645 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,863,311 97,132 1,523,202
CLOUDERA INC COM 18914U100 47,869 4,395,662 SH   DFND 2,20,5,8 3,434,520 2,300 958,842
CLOUDFLARE INC CL A COM 18915M107 46,018 1,120,745 SH   DFND 19,2,20,5 971,820 0 148,925
CLOVIS ONCOLOGY INC COM 189464100 56,240 9,646,730 SH   DFND 13,2,20,5,8 9,257,748 0 388,982
CME GROUP INC COM 12572Q105 2,670,882 15,963,675 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,721,183 220,731 2,021,761
CMS ENERGY CORP COM 125896100 953,632 15,528,930 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,946,768 188,175 1,393,987
CNA FINL CORP COM 126117100 11,681 389,482 SH   DFND 12,13,19,2,20,5 353,544 0 35,938
CNB FINL CORP PA COM 126128107 4,409 296,480 SH   DFND 2,20,5,8 233,187 0 63,293
CNH INDL N V SHS N20944109 709 90,602 SH   DFND 20 90,602 0 0
CNO FINL GROUP INC COM 12621E103 80,390 5,011,835 SH   DFND 12,13,19,2,20,5,6,8 4,321,352 1,024 689,459
AEROJET ROCKETDYNE HLDGS INC COM 007800105 126,182 3,163,239 SH   DFND 13,2,20,5,8 2,823,522 555 339,162
CNOOC LIMITED SPONSORED ADR 126132109 1,003 10,213 SH   DFND 12,20,5,8 6,500 0 3,713
CNX RES CORP COM 12653C108 90,917 9,631,051 SH   DFND 12,13,2,20,5,6,8 8,786,380 2,045 842,626
CO-DIAGNOSTICS INC COM 189763105 6,253 460,104 SH   DFND 2,20,5,8 369,912 0 90,192
COASTAL FINL CORP WA COM NEW 19046P209 1,882 153,600 SH   DFND 2,20 107,343 0 46,257
COCA COLA CO COM 191216100 8,984,990 180,484,070 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 151,512,808 3,782,581 25,188,681
COCA COLA CONS INC COM 191098102 34,423 143,022 SH   DFND 2,20,5,8 119,548 0 23,474
COCA COLA EUROPEAN PARTNERS SHS G25839104 194,697 5,016,677 SH   DFND 10,12,13,19,2,20,5,6,8 3,089,993 154,653 1,772,031
CODEXIS INC COM 192005106 14,162 1,206,341 SH   DFND 2,20,5,8 951,658 0 254,683
CODORUS VY BANCORP INC COM 192025104 2,183 166,647 SH   DFND 2,20,5 138,249 0 28,398
COEUR MNG INC COM NEW 192108504 60,383 8,182,018 SH   DFND 2,20,5,8 7,085,092 3,121 1,093,805
AEROVIRONMENT INC COM 008073108 68,037 1,133,763 SH   DFND 2,20,5,8 1,032,414 0 101,349
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 77,610 1,292,415 SH   DFND 2,20,5,8 1,092,135 652 199,628
COGNEX CORP COM 192422103 347,625 5,339,861 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,497,103 237,669 605,089
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,635,089 23,553,572 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,137,012 789,791 2,626,769
COHBAR INC COM 19249J109 192 201,679 SH   DFND 20 156,606 0 45,073
COHEN & STEERS INC COM 19247A100 28,981 519,940 SH   DFND 2,20,5,8 402,972 300 116,668
COHERENT INC COM 192479103 60,901 549,001 SH   DFND 13,19,2,20,5,6,8 489,122 200 59,679
COHERUS BIOSCIENCES INC COM 19249H103 78,759 4,294,406 SH   DFND 2,20,5,8 4,027,386 0 267,020
COHU INC COM 192576106 23,435 1,364,058 SH   DFND 2,20,5,8 1,165,988 577 197,493
COLFAX CORP COM 194014106 68,681 2,190,097 SH   DFND 13,2,20,5,6,8 1,963,465 700 225,932
COLFAX CORP UNIT 01/15/2022T 194014205 10,843 80,700 SH   DFND 2 80,700 0 0
AES CORP COM 00130H105 644,958 35,613,351 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,251,295 718,566 4,643,490
COLGATE PALMOLIVE CO COM 194162103 4,089,072 53,001,579 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 35,402,876 13,009,944 4,588,759
COLLECTORS UNIVERSE INC COM NEW 19421R200 7,601 153,594 SH   DFND 2,20,5 123,369 0 30,225
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 15,668 752,561 SH   DFND 2,20,5,8 605,699 0 146,862
COLONY BANKCORP INC COM 19623P101 1,019 94,810 SH   DFND 2,20 65,494 0 29,316
COLONY CAP INC NEW CL A COM 19626G108 41,678 15,266,796 SH   DFND 10,13,2,20,5,8 11,627,621 133,008 3,506,167
COLONY CR REAL ESTATE INC COM CL A 19625T101 8,615 1,754,676 SH   DFND 2,20,5,8 1,340,458 0 414,218
COLUMBIA BKG SYS INC COM 197236102 66,828 2,802,013 SH   DFND 2,20,5,8 2,463,128 1,262 337,623
COLUMBIA FINL INC COM 197641103 11,949 1,076,475 SH   DFND 2,20,5,6,8 818,122 0 258,353
COLUMBIA PPTY TR INC COM NEW 198287203 49,140 4,504,149 SH   DFND 10,12,13,2,20,5,8 3,500,922 32,611 970,616
COLUMBIA SPORTSWEAR CO COM 198516106 58,957 677,822 SH   DFND 19,2,20,5,6,8 585,970 188 91,664
AFFILIATED MANAGERS GROUP IN COM 008252108 102,884 1,504,598 SH   DFND 12,13,19,2,20,5,6,8 1,391,254 588 112,756
COLUMBUS MCKINNON CORP N Y COM 199333105 15,083 455,670 SH   DFND 2,20,5,8 346,451 612 108,607
COMCAST CORP NEW CL A 20030N101 8,125,242 175,642,924 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 150,588,787 3,182,748 21,871,389
COMERICA INC COM 200340107 326,868 8,402,362 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,431,709 121,557 849,096
COMFORT SYS USA INC COM 199908104 57,977 1,125,543 SH   DFND 2,20,5,8 934,296 200 191,047
COMMERCE BANCSHARES INC COM 200525103 259,548 4,610,903 SH   DFND 12,13,19,2,20,5,6,8 4,353,345 1,136 256,422
COMMERCIAL METALS CO COM 201723103 98,388 4,924,344 SH   DFND 12,2,20,5,6,8 4,372,913 768 550,663
COMMSCOPE HLDG CO INC COM 20337X109 24,901 2,766,784 SH   DFND 12,13,2,20,5,8 2,305,294 2,100 459,390
COMMUNITY BANKERS TR CORP COM 203612106 2,238 440,499 SH   DFND 2,20 367,659 0 72,840
COMMUNITY BK SYS INC COM 203607106 250,338 4,560,773 SH   DFND 2,20,5,6,8 4,318,621 375 241,777
COMMUNITY FINL CORP MD COM 20368X101 1,707 79,934 SH   DFND 2,20 63,713 0 16,221
AFFIMED N V COM N01045108 5,389 1,589,594 SH   DFND 2,20,5 1,337,909 0 251,685
COMMUNITY HEALTH SYS INC NEW COM 203668108 14,300 3,388,695 SH   DFND 1,2,20,5,8 2,943,062 3,578 442,055
COMMUNITY HEALTHCARE TR INC COM 20369C106 50,615 1,082,435 SH   DFND 10,2,20,5,8 911,232 5,800 165,403
COMMUNITY TR BANCORP INC COM 204149108 10,622 370,704 SH   DFND 2,20,5,8 294,216 0 76,488
COMMUNITY WEST BANCSHARES COM 204157101 99 12,368 SH   DFND 20 0 0 12,368
COMMVAULT SYSTEMS INC COM 204166102 65,865 1,614,336 SH   DFND 13,2,20,5,6,8 1,156,425 486 457,425
COMPANHIA BRASILEIRA DE DIST SPONSORED ADR 20440T300 8,618 698,392 SH   DFND 10,2,20 624,336 66,814 7,242
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 10,143 1,222,107 SH   DFND 1,10,13,19,2,20,5 1,007,809 160,788 53,510
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 15,961 1,439,198 SH   DFND 13,2,20,5,8 1,219,598 0 219,600
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 8,395 2,853,750 SH   DFND 10,2,20 2,577,500 238,450 37,800
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 4,891 377,102 SH   DFND 13,19,2,20,5,8 348,319 0 28,783
AFLAC INC COM 001055102 1,234,607 33,964,417 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,802,584 653,362 3,508,471
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 85,345 6,984,041 SH   DFND 10,12,13,19,2,20,5,8 2,549,796 92,000 4,342,245
COMPASS MINERALS INTL INC COM 20451N101 97,185 1,637,494 SH   DFND 2,20,5,6,8 1,481,886 195 155,413
COMPUGEN LTD ORD M25722105 8,210 505,230 SH   DFND 2,20,5,8 379,930 0 125,300
COMPUTER PROGRAMS & SYS INC COM 205306103 13,177 477,271 SH   DFND 2,20,5,8 425,629 100 51,542
COMPX INTL INC CL A 20563P101 252 16,880 SH   DFND 2,20 9,816 0 7,064
COMSCORE INC COM 20564W105 2,486 1,218,560 SH   DFND 2,20,5 848,195 0 370,365
COMSTOCK RES INC COM 205768302 1,491 340,316 SH   DFND 2,20 277,367 0 62,949
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 12,106 864,720 SH   DFND 2,20,5,8 751,107 371 113,242
CONAGRA BRANDS INC COM 205887102 771,248 21,597,535 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,021,400 234,226 2,341,909
CONCERT PHARMACEUTICALS INC COM 206022105 4,856 494,454 SH   DFND 2,20,5 399,816 0 94,638
AG MTG INVT TR INC COM 001228105 587 212,823 SH   DFND 2,20 212,823 0 0
CONCHO RES INC COM 20605P101 536,232 12,153,940 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,882,999 121,019 1,149,922
CONCRETE PUMPING HLDGS INC COM 206704108 1,489 417,051 SH   DFND 2,20 330,694 0 86,357
CONDUENT INC COM 206787103 12,435 3,910,337 SH   DFND 1,12,13,2,20,5,8 3,104,415 4,381 801,541
CONFORMIS INC COM 20717E101 37 44,127 SH   DFND 20 44,127 0 0
CONMED CORP COM 207410101 74,617 946,027 SH   DFND 2,20,5,8 820,731 100 125,196
CONNECTONE BANCORP INC COM 20786W107 11,073 787,017 SH   DFND 2,20,5,8 624,462 0 162,555
CONNS INC COM 208242107 8,685 820,865 SH   DFND 2,20,5 749,173 0 71,692
CONOCOPHILLIPS COM 20825C104 1,805,342 54,973,883 SH   DFND 10,11,12,13,19,2,20,5,6,8 49,329,621 699,590 4,944,672
CONSOL ENERGY INC DISC COML COM 20854L108 3,662 826,637 SH   DFND 2,20,5 742,169 0 84,468
CONSOLIDATED COMM HLDGS INC COM 209034107 14,656 2,575,774 SH   DFND 10,2,20,5,8 2,243,486 12,045 320,243
3-D SYS CORP DEL COM NEW 88554D205 22,777 4,638,815 SH   DFND 2,20,5,8 4,120,202 3,366 515,247
AGCO CORP COM 001084102 144,351 1,943,598 SH   DFND 12,13,19,2,20,5,6,8 1,798,089 513 144,996
CONSOLIDATED EDISON INC COM 209115104 1,765,096 22,687,615 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 19,779,335 243,822 2,664,458
CONSOLIDATED WATER CO INC ORD G23773107 2,676 255,062 SH   DFND 2,20,5 201,561 0 53,501
CONSTELLATION BRANDS INC CL A 21036P108 1,405,347 7,415,690 SH   DFND 10,12,13,19,2,20,5,6,8 6,340,025 100,645 975,020
CONSTELLATION PHARMCETICLS I COM 210373106 43,900 2,166,813 SH   DFND 2,20,5,8 2,034,997 0 131,816
CONSTELLIUM SE CL A SHS F21107101 961 122,385 SH   DFND 12,2,20,5 122,385 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 7,221 396,752 SH   DFND 2,20,5,8 312,145 0 84,607
CONTAINER STORE GROUP INC COM 210751103 1,963 316,049 SH   DFND 2,20 258,468 0 57,581
CONTANGO OIL & GAS CO COM NEW 21075N204 1,502 1,120,605 SH   DFND 2,20,5 856,377 0 264,228
CONTINENTAL RES INC COM 212015101 68,141 5,548,969 SH   DFND 12,13,19,2,20,5 5,417,539 978 130,452
CONTRAFECT CORP COM NEW 212326300 1,097 207,687 SH   DFND 2,20 176,415 0 31,272
AGENUS INC COM NEW 00847G705 26,901 6,725,238 SH   DFND 2,20,5,8 6,081,775 0 643,463
COOPER COS INC COM NEW 216648402 731,896 2,171,026 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,873,088 52,966 244,972
COOPER STD HLDGS INC COM 21676P103 8,872 671,576 SH   DFND 2,20,5 610,441 0 61,135
COOPER TIRE & RUBR CO COM 216831107 55,196 1,741,184 SH   DFND 10,2,20,5,8 1,498,042 3,541 239,601
COPA HOLDINGS SA CL A P31076105 42,029 834,909 SH   DFND 19,2,20,5 792,172 0 42,737
COPART INC COM 217204106 928,179 8,826,350 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,553,155 320,478 952,717
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 29,913 16,618,149 SH   DFND 2,20,5,8 16,334,488 0 283,661
CORCEPT THERAPEUTICS INC COM 218352102 55,141 3,168,091 SH   DFND 2,20,5,8 2,703,206 1,100 463,785
CORE LABORATORIES N V COM N22717107 13,589 889,138 SH   DFND 13,2,20,5,8 845,186 400 43,552
CORE MARK HOLDING CO INC COM 218681104 41,259 1,426,160 SH   DFND 12,2,20,5,8 1,222,855 200 203,105
CORECIVIC INC COM 21871N101 31,572 3,946,556 SH   DFND 12,13,2,20,5,8 3,553,609 657 392,290
AGILE THERAPEUTICS INC COM 00847L100 3,263 1,073,383 SH   DFND 2,20,5 846,570 0 226,813
CORELOGIC INC COM 21871D103 119,319 1,763,243 SH   DFND 13,2,20,5,6,8 1,584,801 1,306 177,136
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,452 248,649 SH   DFND 19,2,20,5 204,245 0 44,404
COREPOINT LODGING INC COM 21872L104 4,805 881,657 SH   DFND 2,20,5 715,981 0 165,676
CORESITE RLTY CORP COM 21870Q105 119,249 992,986 SH   DFND 19,2,20,5,6,8 875,845 500 116,641
CORMEDIX INC COM 21900C308 3,040 504,145 SH   DFND 2,20 422,614 0 81,531
CORNERSTONE BLDG BRANDS INC COM 21925D109 7,065 885,343 SH   DFND 2,20,5,8 678,516 0 206,827
CORNERSTONE ONDEMAND INC COM 21925Y103 44,893 1,234,674 SH   DFND 2,20,5,8 954,358 400 279,916
CORNING INC COM 219350105 1,224,010 37,766,440 SH   DFND 10,11,12,13,19,2,20,5,6,8 32,935,724 568,720 4,261,996
CORPORACION AMER ARPTS S A COM L1995B107 373 167,189 SH   DFND 2,20,5 153,389 0 13,800
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 117,760 4,908,891 SH   DFND 10,13,2,20,5,6,8 4,210,690 32,195 666,006
AGILENT TECHNOLOGIES INC COM 00846U101 1,378,269 13,654,344 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,456,487 500,546 1,697,311
CORTEVA INC COM 22052L104 1,227,657 42,612,197 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,951,628 456,944 10,203,625
CORTEXYME INC COM 22053A107 14,317 286,330 SH   DFND 2,20,5,8 226,246 0 60,084
CORVEL CORP COM 221006109 25,770 301,650 SH   DFND 2,20,5,8 257,166 0 44,484
COSAN LTD SHS A G25343107 18,952 1,276,214 SH   DFND 12,13,2,20,5,8 886,014 0 390,200
COSTAMARE INC SHS Y1771G102 11,008 1,813,583 SH   DFND 13,2,20,5 1,419,535 0 394,048
COSTAR GROUP INC COM 22160N109 683,000 804,940 SH   DFND 10,11,12,13,19,2,20,5,6,8 657,819 23,572 123,549
COSTCO WHSL CORP NEW COM 22160K105 6,417,251 18,076,763 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,501,179 470,110 2,105,474
COTY INC COM CL A 222070203 17,564 6,505,201 SH   DFND 12,13,19,2,20,5,6,8 5,866,089 10,398 628,714
COUNTY BANCORP INC COM 221907108 1,025 54,500 SH   DFND 2,20 43,100 0 11,400
COUPA SOFTWARE INC COM 22266L106 369,372 1,346,895 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,099,587 32,416 214,892
AGILYSYS INC COM 00847J105 18,319 758,227 SH   DFND 2,20,5,8 663,102 0 95,125
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 34,452 18,927,000 PRN   DFND 2,5 18,927,000 0 0
COUSINS PPTYS INC COM NEW 222795502 180,411 6,310,280 SH   DFND 10,19,2,20,5,6,8 5,330,315 41,976 937,989
COVANTA HLDG CORP COM 22282E102 18,500 2,362,366 SH   DFND 2,20,5 1,843,912 614 517,840
COVENANT LOGISTICS GROUP INC CL A 22284P105 4,012 229,396 SH   DFND 2,20,5 183,357 0 46,039
COVETRUS INC COM 22304C100 84,652 3,469,347 SH   DFND 12,13,2,20,5,6,8 3,013,554 1,060 454,733
COWEN INC CL A NEW 223622606 9,264 569,382 SH   DFND 2,20,5,8 440,690 0 128,692
CRA INTL INC COM 12618T105 5,917 157,926 SH   DFND 2,20,5 127,793 0 30,133
CRACKER BARREL OLD CTRY STOR COM 22410J106 85,237 743,392 SH   DFND 13,2,20,5,6,8 633,116 285 109,991
CRAFT BREW ALLIANCE INC COM 224122101 4,043 245,023 SH   DFND 13,2,20,5 193,412 0 51,611
CRANE CO COM 224399105 54,543 1,088,034 SH   DFND 13,19,2,20,5,6,8 977,517 622 109,895
AGIOS PHARMACEUTICALS INC COM 00847X104 72,346 2,067,022 SH   DFND 13,19,2,20,5,8 1,927,346 1,000 138,676
CRAWFORD & CO CL A 224633206 1,932 295,407 SH   DFND 2,20,5 228,395 0 67,012
CRAWFORD & CO CL B 224633107 95 14,722 SH   DFND 20 14,722 0 0
CREDICORP LTD COM G2519Y108 304,424 2,455,229 SH   DFND 10,12,13,19,2,20,5,8 1,019,591 33,200 1,402,438
CREDIT ACCEP CORP MICH COM 225310101 40,655 120,054 SH   DFND 13,2,20,5,8 95,883 83 24,088
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2,059 206,458 SH   DFND 1,20 7,280 0 199,178
CREE INC COM 225447101 171,642 2,692,850 SH   DFND 13,19,2,20,5,6,8 2,435,308 960 256,582
CREE INC NOTE 0.875% 9/0 225447AB7 9,297 7,522,000 PRN   DFND 2,5 7,522,000 0 0
CRH PLC ADR 12626K203 565 15,593 SH   DFND 1,20 10,536 0 5,057
CRINETICS PHARMACEUTICALS IN COM 22663K107 6,954 443,775 SH   DFND 2,20,5,8 342,979 0 100,796
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 11,819 141,311 SH   DFND 19,2,20,5,8 94,317 400 46,594
AGNC INVT CORP COM 00123Q104 214,563 15,297,466 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,398,164 390,367 4,508,935
CRITEO S A SPONS ADS 226718104 468 38,427 SH   DFND 2,20,5 38,427 0 0
CROCS INC COM 227046109 84,785 1,984,206 SH   DFND 2,20,5,8 1,672,698 968 310,540
CROSS CTRY HEALTHCARE INC COM 227483104 7,099 1,093,794 SH   DFND 2,20,5 970,526 0 123,268
CROSSFIRST BANKSHARES INC COM 22766M109 7,199 828,425 SH   DFND 2,20,5,8 658,405 0 170,020
CROWDSTRIKE HLDGS INC CL A 22788C105 389,242 2,834,562 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,326,184 74,195 434,183
CROWN CASTLE INTL CORP NEW COM 22822V101 2,925,528 17,570,739 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,221,493 1,035,815 2,313,431
CROWN HLDGS INC COM 228368106 215,176 2,799,589 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,119,744 157,545 522,300
CRYOLIFE INC COM 228903100 26,896 1,456,215 SH   DFND 2,20,5,8 1,279,937 0 176,278
CRYOPORT INC COM PAR $0.001 229050307 38,521 812,689 SH   DFND 2,20,5,8 656,174 0 156,515
CSG SYS INTL INC COM 126349109 42,353 1,034,251 SH   DFND 2,20,5,8 884,056 20 150,175
AGREE REALTY CORP COM 008492100 169,311 2,636,091 SH   DFND 10,19,2,20,5,8 2,147,910 14,900 473,281
CSW INDUSTRIALS INC COM 126402106 22,510 291,387 SH   DFND 2,20,5,8 230,138 0 61,249
CSX CORP COM 126408103 2,478,855 31,915,212 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,464,297 749,713 3,701,202
CTI BIOPHARMA CORP COM 12648L601 39 18,052 SH   DFND 20 18,052 0 0
CTO REALTY GROWTH INC COM 22948P103 4,558 103,345 SH   DFND 13,2,20,5 82,176 0 21,169
CTS CORP COM 126501105 22,032 998,274 SH   DFND 2,20,5,8 846,681 1,122 150,471
CUBESMART COM 229663109 208,378 6,385,843 SH   DFND 10,12,13,19,2,20,5,8 4,971,574 54,594 1,359,675
CUBIC CORP COM 229669106 112,454 1,933,195 SH   DFND 2,20,5,8 1,776,645 566 155,984
CUE BIOPHARMA INC COM 22978P106 20,367 1,353,265 SH   DFND 2,20,5,8 1,257,761 0 95,504
CULLEN FROST BANKERS INC COM 229899109 292,653 4,576,275 SH   DFND 12,13,2,20,5,6,8 4,438,492 3,910 133,873
CUMMINS INC COM 231021106 1,505,143 7,127,976 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,950,416 294,565 882,995
AGROFRESH SOLUTIONS INC COM 00856G109 850 349,961 SH   DFND 2,20 282,384 0 67,577
CUMULUS MEDIA INC COM CL A 231082801 1,463 272,400 SH   DFND 2,20 272,400 0 0
CURIS INC COM NEW 231269200 14 12,288 SH   DFND 20 12,288 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 1,700 241,119 SH   DFND 2,20 179,882 0 61,237
CURTISS WRIGHT CORP COM 231561101 128,251 1,372,699 SH   DFND 13,19,2,20,5,6,8 1,271,717 413 100,569
CUSHMAN WAKEFIELD PLC SHS G2717B108 22,731 2,162,789 SH   DFND 2,20,5,8 1,671,106 0 491,683
CUSTOMERS BANCORP INC COM 23204G100 12,024 1,073,550 SH   DFND 2,20,5,8 948,556 0 124,994
CUTERA INC COM 232109108 8,816 464,752 SH   DFND 2,20,5 408,785 0 55,967
CVB FINL CORP COM 126600105 77,916 4,685,285 SH   DFND 2,20,5,8 4,092,539 631 592,115
CVR ENERGY INC COM 12662P108 16,720 1,350,559 SH   DFND 13,19,2,20,5,8 1,213,509 0 137,050
CVS HEALTH CORP COM 126650100 3,299,124 56,491,854 SH   DFND 10,11,12,13,19,2,20,5,6,8 48,961,337 896,449 6,634,068
AIMMUNE THERAPEUTICS INC COM 00900T107 70,447 2,044,893 SH   DFND 2,20,5,8 1,827,127 0 217,766
CYBERARK SOFTWARE LTD SHS M2682V108 82,486 797,587 SH   DFND 10,12,13,19,2,20,5,6,8 585,103 19,000 193,484
CYBEROPTICS CORP COM 232517102 3,861 121,257 SH   DFND 13,2,20,5 96,131 0 25,126
CYCLERION THERAPEUTICS INC COM 23255M105 2,670 439,072 SH   DFND 2,20,5 349,446 0 89,626
CYMABAY THERAPEUTICS INC COM 23257D103 11,877 1,640,514 SH   DFND 2,20,5 1,383,880 0 256,634
CYRUSONE INC COM 23283R100 273,611 3,879,067 SH   DFND 10,19,2,20,5,6,8 3,206,737 33,000 639,330
CYTOKINETICS INC COM NEW 23282W605 81,843 3,780,260 SH   DFND 2,20,5,8 3,496,771 0 283,489
CYTOMX THERAPEUTICS INC COM 23284F105 14,293 2,149,254 SH   DFND 2,20,5,8 1,946,015 0 203,239
CYTOSORBENTS CORP COM NEW 23283X206 4,891 613,230 SH   DFND 2,20,5 496,290 0 116,940
D R HORTON INC COM 23331A109 1,216,327 16,082,599 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,764,012 471,987 1,846,600
DAILY JOURNAL CORP COM 233912104 5,004 20,678 SH   DFND 2,20 16,534 0 4,144