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 151,731 1,071,547 SH   DFND 10,11,12,13,19,2,20,5,6,8 898,086 36,533 136,928
360 DIGITECH INC AMERICAN DEP 88557W101 6,698 568,286 SH   DFND 1,13,2,20,5 444,278 0 124,008
AIR PRODS & CHEMS INC COM 009158106 2,612,162 9,514,672 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,307,931 214,670 992,071
CURTISS WRIGHT CORP COM 231561101 160,815 1,382,162 SH   DFND 13,19,2,20,5,8 1,290,570 413 91,179
CUSHMAN WAKEFIELD PLC SHS G2717B108 31,883 2,149,894 SH   DFND 2,20,5,8 1,704,614 0 445,280
CUSTOMERS BANCORP INC COM 23204G100 19,234 1,057,999 SH   DFND 19,2,20,5,8 952,471 0 105,528
CUTERA INC COM 232109108 15,469 641,581 SH   DFND 2,20,5 591,684 0 49,897
CVB FINL CORP COM 126600105 93,073 4,729,567 SH   DFND 2,20,5,8 4,215,718 631 513,218
CVR ENERGY INC COM 12662P108 17,809 1,195,248 SH   DFND 2,20,5,8 1,067,797 0 127,451
CVS HEALTH CORP COM 126650100 3,719,697 54,461,163 SH   DFND 10,11,12,13,19,2,20,5,6,8 47,318,435 876,662 6,266,066
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 21,466 17,657,000 PRN   DFND 2,5 17,657,000 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 125,938 779,366 SH   DFND 10,12,13,19,2,20,5,6,8 566,304 18,700 194,362
CYBEROPTICS CORP COM 232517102 4,195 184,889 SH   DFND 13,2,20,5 162,175 0 22,714
AIR TRANSPORT SERVICES GRP I COM 00922R105 43,190 1,378,106 SH   DFND 2,20,5,8 1,177,285 0 200,821
CYCLERION THERAPEUTICS INC COM 23255M105 1,308 427,301 SH   DFND 2,20,5 345,274 0 82,027
CYMABAY THERAPEUTICS INC COM 23257D103 10,380 1,808,347 SH   DFND 2,20,5,8 1,577,511 0 230,836
CYRUSONE INC COM 23283R100 297,711 4,041,838 SH   DFND 10,19,2,20,5,8 3,534,206 32,100 475,532
CYTOKINETICS INC COM NEW 23282W605 96,438 4,640,923 SH   DFND 19,2,20,5,8 4,384,539 0 256,384
CYTOMX THERAPEUTICS INC COM 23284F105 13,431 2,050,597 SH   DFND 19,2,20,5,8 1,863,260 0 187,337
CYTOSORBENTS CORP COM NEW 23283X206 5,136 644,410 SH   DFND 2,20,5 530,069 0 114,341
D R HORTON INC COM 23331A109 1,073,127 15,570,625 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,220,110 601,561 1,748,954
DADA NEXUS LTD ADS 23344D108 240 6,572 SH   DFND 19,2 6,572 0 0
DAILY JOURNAL CORP COM 233912104 8,065 19,964 SH   DFND 2,20 16,430 0 3,534
DAKTRONICS INC COM 234264109 5,285 1,129,356 SH   DFND 2,20,5 1,013,035 0 116,321
AIRBNB INC COM CL A 009066101 4,712 32,101 SH   DFND 20,8 32,101 0 0
DANA INC COM 235825205 96,861 4,962,143 SH   DFND 12,13,19,2,20,5,8 4,358,980 2,077 601,086
DANAHER CORPORATION COM 235851102 5,644,706 25,390,195 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,915,468 404,267 3,070,460
DANAHER CORPORATION DBCV 1/2 235851AF9 220 26,000 PRN   DFND 1 26,000 0 0
DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 49,803 868,317 SH   DFND 1,13,2,20,5 694,297 0 174,020
DARDEN RESTAURANTS INC COM 237194105 641,509 5,385,398 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,698,719 105,039 581,640
DARLING INGREDIENTS INC COM 237266101 286,447 4,966,144 SH   DFND 12,13,2,20,5,8 4,300,448 1,184 664,512
DASEKE INC COM 23753F107 4,889 841,428 SH   DFND 2,20,5 711,147 0 130,281
DATADOG INC CL A COM 23804L103 302,532 3,073,264 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,461,583 120,509 491,172
DATTO HLDG CORP COM 23821D100 5,368 198,832 SH   DFND 2,20 182,143 0 16,689
DAVE & BUSTERS ENTMT INC COM 238337109 43,015 1,432,875 SH   DFND 2,20,5,8 1,242,030 0 190,845
AKAMAI TECHNOLOGIES INC COM 00971T101 714,104 6,801,638 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,651,659 166,168 983,811
DAVITA INC COM 23918K108 422,386 3,597,833 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,960,991 111,267 525,575
DAWSON GEOPHYSICAL CO NEW COM 239360100 21 10,036 SH   DFND 20 10,036 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 4,502 112,370 SH   DFND 5 112,370 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 104,671 1,834,075 SH   DFND 2,20,5,8 1,683,027 400 150,648
DECKERS OUTDOOR CORP COM 243537107 250,031 871,855 SH   DFND 12,13,19,2,20,5,8 756,425 293 115,137
DEERE & CO COM 244199105 3,352,494 12,425,723 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,768,736 148,946 1,508,041
DEL TACO RESTAURANTS INC NEW COM 245496104 5,054 557,809 SH   DFND 2,20,5 455,322 0 102,487
DELEK US HLDGS INC NEW COM 24665A103 38,310 2,383,949 SH   DFND 12,2,20,5,8 2,096,829 1,400 285,720
DELL TECHNOLOGIES INC CL C 24703L202 399,984 5,457,554 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,222,624 161,697 1,073,233
DELTA AIR LINES INC DEL COM NEW 247361702 869,038 21,612,484 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 19,644,526 83,147 1,884,811
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 39,648 32,071,000 PRN   DFND 2,5 32,071,000 0 0
DELUXE CORP COM 248019101 39,835 1,364,216 SH   DFND 19,2,20,5,8 1,184,297 7,967 171,952
DENALI THERAPEUTICS INC COM 24823R105 173,138 2,067,073 SH   DFND 13,19,2,20,5,8 1,792,220 800 274,053
DENBURY INC COM 24790A101 873 34,000 SH   DFND 20 34,000 0 0
DENNYS CORP COM 24869P104 18,498 1,260,054 SH   DFND 2,20,5,8 994,231 0 265,823
DENTSPLY SIRONA INC COM 24906P109 517,440 9,863,750 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,238,778 286,897 1,338,075
DERMTECH INC COM 24984K105 4,174 128,679 SH   DFND 2,20 112,712 0 15,967
DESIGNER BRANDS INC CL A 250565108 23,790 3,109,847 SH   DFND 12,2,20,5,8 2,875,968 106 233,773
DESPEGAR COM CORP ORD SHS G27358103 2,454 191,582 SH   DFND 2,20,5 144,570 0 47,012
DEVON ENERGY CORP NEW COM 25179M103 372,732 23,575,723 SH   DFND 1,10,12,13,2,20,5,6 22,542,867 4,779 1,028,077
DEXCOM INC COM 252131107 1,427,791 3,861,817 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,340,241 46,262 475,314
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 35,319 31,745,000 PRN   DFND 2,5 31,745,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 47,555 21,040,000 PRN   DFND 2,5 21,040,000 0 0
DHI GROUP INC COM 23331S100 2,296 1,034,100 SH   DFND 2,20 861,436 0 172,664
DHT HOLDINGS INC SHS NEW Y2065G121 10,224 1,954,868 SH   DFND 2,20,5 1,593,782 0 361,086
DIAGEO PLC SPON ADR NEW 25243Q205 1,305 8,220 SH   DFND 20 8,220 0 0
DIAMOND HILL INVT GROUP INC COM NEW 25264R207 10,946 73,328 SH   DFND 2,20,5,8 60,188 0 13,140
DIAMOND S SHIPPING INC COM Y20676105 3,198 480,141 SH   DFND 2,20,5 392,375 0 87,766
DIAMONDBACK ENERGY INC COM 25278X109 463,002 9,566,156 SH   DFND 10,12,13,19,2,20,5,6,8 8,633,576 1,971 930,609
DIAMONDROCK HOSPITALITY CO COM 252784301 84,156 10,200,743 SH   DFND 10,13,19,2,20,5,8 8,883,991 51,508 1,265,244
DIANA SHIPPING INC COM Y2066G104 54 27,781 SH   DFND 2,20 27,781 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 62,127 2,820,099 SH   DFND 19,2,20,5,8 2,554,419 600 265,080
AKEBIA THERAPEUTICS INC COM 00972D105 62,934 22,476,534 SH   DFND 2,20,5,8 21,888,422 1,272 586,840
DICKS SPORTING GOODS INC COM 253393102 96,015 1,708,151 SH   DFND 10,12,13,19,2,20,5,8 1,540,206 17,966 149,979
DIEBOLD NXDF INC COM 253651103 24,320 2,281,443 SH   DFND 19,2,20,5,8 1,973,083 2,012 306,348
DIGI INTL INC COM 253798102 16,475 871,710 SH   DFND 2,20,5,8 783,670 0 88,040
DIGIMARC CORP NEW COM 25381B101 12,045 254,974 SH   DFND 2,20,5 219,327 0 35,647
DIGITAL RLTY TR INC COM 253868103 2,189,472 15,573,220 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,257,287 211,934 2,103,999
DIGITAL TURBINE INC COM NEW 25400W102 100,966 1,785,111 SH   DFND 2,20,5,8 1,442,436 800 341,875
DILLARDS INC CL A 254067101 11,213 177,413 SH   DFND 12,13,2,20,5,8 143,839 349 33,225
DIME CMNTY BANCSHARES INC COM 253922108 16,256 1,030,807 SH   DFND 2,20,5,8 915,392 874 114,541
DINE BRANDS GLOBAL INC COM 254423106 28,361 488,987 SH   DFND 2,20,5,8 417,747 2,047 69,193
DIODES INC COM 254543101 115,156 1,633,413 SH   DFND 2,20,5,8 1,449,466 263 183,684
AKERNA CORP COM 00973W102 526 162,416 SH   DFND 2,20 144,297 0 18,119
DISCOVER FINL SVCS COM 254709108 1,158,958 12,801,925 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,230,381 185,470 1,386,074
DISCOVERY INC COM SER A 25470F104 235,434 7,824,314 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,695,489 153,691 975,134
DISCOVERY INC COM SER C 25470F302 522,437 19,947,948 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,291,526 336,033 4,320,389
DISH NETWORK CORPORATION CL A 25470M109 364,160 11,260,348 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,030,553 142,666 1,087,129
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 30,714 32,397,000 PRN   DFND 2,5 32,397,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 76,177 78,568,000 PRN   DFND 2,5 78,568,000 0 0
DISNEY WALT CO COM 254687106 12,921,402 71,318,038 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 56,534,824 954,111 13,829,103
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 52,891 12,837,725 SH   DFND 10,12,13,19,2,20,5,8 11,284,729 63,571 1,489,425
DMC GLOBAL INC COM 23291C103 24,389 563,906 SH   DFND 2,20,5,8 502,621 0 61,285
DOCUSIGN INC COM 256163106 790,237 3,554,824 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,891,043 83,656 580,125
AKERO THERAPEUTICS INC COM 00973Y108 21,359 827,884 SH   DFND 2,20,5,8 781,336 0 46,548
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 50,474 16,106,000 PRN   DFND 2,5 16,106,000 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 84,306 867,970 SH   DFND 13,19,2,20,5,8 708,443 562 158,965
DOLLAR GEN CORP NEW COM 256677105 2,214,529 10,530,332 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,969,445 269,781 1,291,106
DOLLAR TREE INC COM 256746108 1,061,989 9,829,588 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,368,752 167,817 1,293,019
DOMINION ENERGY INC COM 25746U109 3,115,297 41,426,817 SH   DFND 10,11,12,13,19,2,20,5,6,8 36,355,480 433,728 4,637,609
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 33,545 338,500 SH   DFND 2 338,500 0 0
DOMINOS PIZZA INC COM 25754A201 667,826 1,741,580 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,446,815 30,617 264,148
DOMO INC COM CL B 257554105 34,592 542,449 SH   DFND 2,20,5,8 444,229 0 98,220
DOMTAR CORP COM NEW 257559203 57,284 1,809,908 SH   DFND 12,13,2,20,5,8 1,570,935 2,050 236,923
DONALDSON INC COM 257651109 280,900 5,026,846 SH   DFND 13,19,2,20,5,8 4,750,182 1,096 275,568
AKOUOS INC COM 00973J101 4,847 244,412 SH   DFND 2,20,5 197,654 0 46,758
DONEGAL GROUP INC CL A 257701201 3,432 243,926 SH   DFND 13,2,20,5,8 190,147 0 53,779
DONNELLEY FINL SOLUTIONS INC COM 25787G100 14,579 859,126 SH   DFND 2,20,5 760,597 0 98,529
DONNELLEY R R & SONS CO COM 257867200 150 66,544 SH   DFND 20,5 66,544 0 0
DOORDASH INC CL A 25809K105 3,098 21,702 SH   DFND 20,8 21,702 0 0
DORIAN LPG LTD SHS USD Y2106R110 12,520 1,027,045 SH   DFND 2,20,5,8 906,723 0 120,322
DORMAN PRODS INC COM 258278100 72,685 837,192 SH   DFND 19,2,20,5,8 707,214 100 129,878
DOUGLAS DYNAMICS INC COM 25960R105 19,618 458,684 SH   DFND 2,20,5,8 355,665 8,300 94,719
DOUGLAS EMMETT INC COM 25960P109 214,121 7,268,957 SH   DFND 10,12,13,19,2,20,5,8 6,326,408 44,566 897,983
DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 21,133 1,910,766 SH   DFND 10,12,13,19,2,20,5,8 1,655,266 41,200 214,300
DOVER CORP COM 260003108 911,656 7,221,034 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,269,841 228,299 722,894
3M CO COM 88579Y101 5,252,088 30,047,988 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,337,903 610,217 8,099,868
AKOUSTIS TECHNOLOGIES INC COM 00973N102 6,471 529,123 SH   DFND 2,20,5 434,498 0 94,625
DOW INC COM 260557103 1,981,279 35,698,718 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,650,291 409,898 8,638,529
DR REDDYS LABS LTD ADR 256135203 59,200 830,412 SH   DFND 12,13,19,2,20,5,8 469,395 0 361,017
DRAFTKINGS INC COM CL A 26142R104 82,016 1,761,502 SH   DFND 10,12,13,19,2,20,5,6,8 1,270,538 197,263 293,701
DRIL QUIP INC COM 262037104 38,539 1,301,100 SH   DFND 2,20,5,8 1,157,624 496 142,980
DRIVE SHACK INC COM 262077100 101 42,253 SH   DFND 20 42,253 0 0
DROPBOX INC CL A 26210C104 120,537 5,432,035 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,328,337 139,431 964,267
DSP GROUP INC COM 23332B106 13,990 843,251 SH   DFND 2,20,5,8 771,428 0 71,823
DTE ENERGY CO COM 233331107 1,160,755 9,475,621 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,393,481 150,836 931,304
DTE ENERGY CO UNIT 11/01/2022S 233331842 27,275 573,000 SH   DFND 2 573,000 0 0
DUCK CREEK TECHNOLOGIES INC SHS 264120106 10,564 243,976 SH   DFND 2,20 230,187 0 13,789
ALAMO GROUP INC COM 011311107 40,483 293,465 SH   DFND 2,20,5,8 253,438 0 40,027
DUCOMMUN INC DEL COM 264147109 17,312 322,378 SH   DFND 2,20,5,8 281,020 0 41,358
DUKE ENERGY CORP NEW COM NEW 26441C204 3,414,378 37,291,150 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 32,835,083 464,088 3,991,979
DUKE REALTY CORP COM NEW 264411505 851,046 21,292,115 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,318,394 321,861 2,651,860
DULUTH HLDGS INC COM CL B 26443V101 2,111 199,941 SH   DFND 2,20,5,8 162,866 0 37,075
DUN & BRADSTREET HLDGS INC COM 26484T106 19,936 800,639 SH   DFND 19,2,20 717,170 0 83,469
DUPONT DE NEMOURS INC COM 26614N102 2,577,722 36,249,776 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,998,931 453,119 9,797,726
DURECT CORP COM 266605104 7,390 3,570,173 SH   DFND 19,2,20,5,8 3,025,007 0 545,166
DXC TECHNOLOGY CO COM 23355L106 213,554 8,293,371 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,295,463 3,884 994,024
DXP ENTERPRISES INC COM NEW 233377407 11,716 527,025 SH   DFND 2,20,5,8 461,307 0 65,718
DYADIC INTL INC DEL COM 26745T101 1,743 323,915 SH   DFND 2,20 273,653 0 50,262
ALARM COM HLDGS INC COM 011642105 152,584 1,474,958 SH   DFND 2,20,5,8 1,279,821 500 194,637
DYCOM INDS INC COM 267475101 71,499 946,755 SH   DFND 13,2,20,5,8 818,804 405 127,546
DYNATRACE INC COM NEW 268150109 153,528 3,548,150 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,837,685 100,409 610,056
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 48,448 10,887,296 SH   DFND 2,20,5,8 10,487,577 0 399,719
DYNE THERAPEUTICS INC COM 26818M108 4,662 222,004 SH   DFND 2,20 190,443 0 31,561
DYNEX CAP INC COM 26817Q886 11,497 641,301 SH   DFND 2,20,5,8 540,277 0 101,024
DZS INC COM 268211109 2,630 170,034 SH   DFND 2,20 141,953 0 28,081
E L F BEAUTY INC COM 26856L103 21,767 864,098 SH   DFND 2,20,5,8 674,853 0 189,245
EAGLE BANCORP INC MD COM 268948106 45,219 1,094,894 SH   DFND 2,20,5,8 964,248 800 129,846
EAGLE BANCORP MONT INC COM 26942G100 2,309 108,808 SH   DFND 2,20 94,408 0 14,400
EAGLE BULK SHIPPING INC COM Y2187A150 2,101 110,603 SH   DFND 2,20 89,407 0 21,196
ALASKA AIR GROUP INC COM 011659109 212,712 4,090,616 SH   DFND 10,12,13,2,20,5,6,8 3,759,559 551 330,506
EAGLE MATLS INC COM 26969P108 97,390 960,924 SH   DFND 13,2,20,5 872,127 438 88,359
EAGLE PHARMACEUTICALS INC COM 269796108 37,913 814,101 SH   DFND 2,20,5,8 767,624 0 46,477
EARGO INC COM 270087109 5,478 122,217 SH   DFND 2,20 104,707 0 17,510
EARTHSTONE ENERGY INC CL A 27032D304 2,166 406,450 SH   DFND 2,20 324,394 0 82,056
EAST WEST BANCORP INC COM 27579R104 238,363 4,700,511 SH   DFND 12,13,2,20,5,8 4,384,247 1,680 314,584
EASTERLY GOVT PPTYS INC COM 27616P103 94,621 4,177,533 SH   DFND 10,19,2,20,5,6,8 3,615,678 22,200 539,655
EASTERN BANKSHARES INC COM 27627N105 43,935 2,693,747 SH   DFND 2,20,5 2,266,317 0 427,430
EASTERN CO COM 276317104 2,216 91,964 SH   DFND 2,20 76,301 0 15,663
EASTGROUP PPTYS INC COM 277276101 277,895 2,001,471 SH   DFND 10,19,2,20,5,8 1,725,305 10,529 265,637
EASTMAN CHEM CO COM 277432100 614,651 6,087,965 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,090,771 290,383 706,811
ALASKA COMMUNICATIONS SYS GR COM 01167P101 3,347 906,951 SH   DFND 2,20 788,450 0 118,501
EASTMAN KODAK CO COM NEW 277461406 4,012 492,931 SH   DFND 2,20,5,8 455,231 0 37,700
EATON CORP PLC SHS G29183103 2,068,260 17,215,419 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,724,679 516,845 1,973,895
EATON VANCE CORP COM NON VTG 278265103 401,768 5,914,440 SH   DFND 13,2,20,5,8 5,648,278 954 265,208
EBAY INC. COM 278642103 1,541,375 30,674,135 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,579,358 961,263 4,133,514
EBIX INC COM NEW 278715206 34,827 917,221 SH   DFND 2,20,5,8 809,154 500 107,567
ECHO GLOBAL LOGISTICS INC COM 27875T101 24,424 910,661 SH   DFND 2,20,5,8 796,992 0 113,669
ECHOSTAR CORP CL A 278768106 15,199 717,256 SH   DFND 13,2,20,5,8 601,106 307 115,843
ECOLAB INC COM 278865100 2,378,671 10,969,686 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,472,974 228,593 1,268,119
ECOPETROL S A SPONSORED ADS 279158109 21,159 1,638,925 SH   DFND 10,13,2,20,5 1,425,566 111,406 101,953
EDGEWELL PERS CARE CO COM 28035Q102 57,386 1,652,413 SH   DFND 12,13,19,2,20,5,8 1,429,236 850 222,327
ALBANY INTL CORP CL A 012348108 69,736 947,242 SH   DFND 2,20,5,8 820,421 136 126,685
EDISON INTL COM 281020107 1,704,366 26,849,401 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,469,054 7,188,566 2,191,781
EDITAS MEDICINE INC COM 28106W103 158,822 2,265,332 SH   DFND 19,2,20,5,8 2,010,747 600 253,985
EDWARDS LIFESCIENCES CORP COM 28176E108 2,359,363 25,861,706 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,039,414 595,877 3,226,415
EGAIN CORP COM NEW 28225C806 4,376 370,552 SH   DFND 2,20,5 305,644 0 64,908
EHANG HLDGS LTD ADS 26853E102 888 40,000 SH   DFND 1 0 0 40,000
EHEALTH INC COM 28238P109 60,513 857,007 SH   DFND 19,2,20,5,8 752,681 300 104,026
EIDOS THERAPEUTICS INC COM 28249H104 28,356 215,507 SH   DFND 2,20,5,8 172,854 0 42,653
EIGER BIOPHARMACEUTICALS INC COM 28249U105 6,118 497,774 SH   DFND 2,20,5 420,597 0 77,177
EL POLLO LOCO HLDGS INC COM 268603107 10,464 578,147 SH   DFND 2,20,5,8 496,958 0 81,189
ELANCO ANIMAL HEALTH INC COM 28414H103 485,158 15,818,660 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,161,626 182,990 1,474,044
ALBEMARLE CORP COM 012653101 830,192 5,613,399 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,777,712 89,054 746,633
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 12,581 264,700 SH   DFND 2 264,700 0 0
ELASTIC N V ORD SHS N14506104 119,372 816,887 SH   DFND 13,19,2,20,5,8 678,811 500 137,576
ELBIT SYS LTD ORD M3760D101 9,920 75,635 SH   DFND 2 75,635 0 0
ELECTROMED INC COM 285409108 905 92,207 SH   DFND 2,20 78,418 0 13,789
ELECTRONIC ARTS INC COM 285512109 2,095,506 14,592,663 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,466,751 506,606 1,619,306
ELEMENT SOLUTIONS INC COM 28618M106 46,838 2,641,728 SH   DFND 2,20,5,8 2,138,935 4,200 498,593
ELLINGTON FINANCIAL INC COM 28852N109 15,664 1,048,417 SH   DFND 2,20,5,8 870,839 0 177,578
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 2,168 162,793 SH   DFND 2,20,5 145,393 0 17,400
ELOXX PHARMACEUTICALS INC COM 29014R103 1,784 448,291 SH   DFND 2,20,5 362,703 0 85,588
EMBRAER S.A. SPONSORED ADS 29082A107 1,706 250,467 SH   DFND 2,20 250,467 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 16,554 941,643 SH   DFND 2,20 908,052 0 33,591
EMCOR GROUP INC COM 29084Q100 155,460 1,699,762 SH   DFND 10,12,13,19,2,20,5,8 1,455,929 7,983 235,850
EMCORE CORP COM NEW 290846203 121 22,165 SH   DFND 20 22,165 0 0
EMERALD HOLDING INC COM 29103W104 4,788 883,476 SH   DFND 2,20 807,236 0 76,240
EMERGENT BIOSOLUTIONS INC COM 29089Q105 192,245 2,145,591 SH   DFND 19,2,20,5,8 1,950,246 500 194,845
EMERSON ELEC CO COM 291011104 2,207,437 27,465,933 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,879,682 674,550 2,911,701
EMPIRE ST RLTY TR INC CL A 292104106 45,418 4,873,205 SH   DFND 10,19,2,20,5,8 3,941,849 40,184 891,172
EMPLOYERS HOLDINGS INC COM 292218104 29,928 929,728 SH   DFND 2,20,5,8 807,572 0 122,156
ENANTA PHARMACEUTICALS INC COM 29251M106 49,393 1,173,240 SH   DFND 2,20,5,6,8 1,093,206 0 80,034
ENBRIDGE INC COM 29250N105 34,458 1,076,958 SH   DFND 1,10,12,19,2,20 832,961 200,731 43,266
ENCOMPASS HEALTH CORP COM 29261A100 193,892 2,336,862 SH   DFND 13,2,20,5,8 2,113,373 1,052 222,437
ALBIREO PHARMA INC COM 01345P106 29,324 781,765 SH   DFND 2,20,5,8 735,244 0 46,521
ENCORE CAP GROUP INC COM 292554102 38,167 979,895 SH   DFND 19,2,20,5,8 853,180 200 126,515
ENCORE WIRE CORP COM 292562105 39,235 647,548 SH   DFND 2,20,5,8 566,065 400 81,083
ENDO INTL PLC SHS G30401106 58,336 8,124,833 SH   DFND 13,19,2,20,5,8 7,150,812 6,160 967,861
ENDURANCE INTL GROUP HLDGS I COM 29272B105 12,994 1,375,031 SH   DFND 2,20,5,8 1,060,765 0 314,266
ENEL AMERICAS S A SPONSORED ADR 29274F104 34,505 4,197,722 SH   DFND 10,13,19,2,20,5 3,889,728 29,843 278,151
ENEL CHILE S.A. SPONSORED ADR 29278D105 9,471 2,434,586 SH   DFND 10,13,19,2,20,5 2,346,238 0 88,348
ENERGIZER HLDGS INC NEW COM 29272W109 60,203 1,427,299 SH   DFND 13,2,20,5,8 1,278,943 650 147,706
ENERGOUS CORP COM 29272C103 29 16,096 SH   DFND 20 16,096 0 0
ENERGY FUELS INC COM NEW 292671708 9,319 2,187,663 SH   DFND 2,20,5,6 1,812,688 0 374,975
ENERGY RECOVERY INC COM 29270J100 11,589 849,658 SH   DFND 2,20,5,8 711,099 0 138,559
ALCOA CORP COM 013872106 129,763 5,629,652 SH   DFND 12,13,2,20,5,8 4,859,191 2,121 768,340
ENERPAC TOOL GROUP CORP CL A COM 292765104 39,842 1,762,123 SH   DFND 2,20,5,8 1,527,457 271 234,395
ENERSYS COM 29275Y102 107,356 1,292,516 SH   DFND 13,19,2,20,5,8 1,116,207 605 175,704
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 2,279 614,397 SH   DFND 19,20,5,8 327,539 3,325 283,533
ENNIS INC COM 293389102 11,332 634,843 SH   DFND 2,20,5,8 531,094 1,458 102,291
ENOCHIAN BIOSCIENCES INC COM 29350E104 554 187,872 SH   DFND 2,20 145,267 0 42,605
ENOVA INTL INC COM 29357K103 27,595 1,114,044 SH   DFND 2,20,5,8 972,542 0 141,502
ENPHASE ENERGY INC COM 29355A107 640,297 3,649,042 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,143,453 76,021 429,568
ENPRO INDS INC COM 29355X107 49,090 650,020 SH   DFND 2,20,5,8 567,904 43 82,073
ENSIGN GROUP INC COM 29358P101 115,904 1,588,324 SH   DFND 2,20,5,8 1,375,589 300 212,435
ENSTAR GROUP LIMITED SHS G3075P101 61,698 301,127 SH   DFND 19,2,20,5,8 245,184 100 55,843
500 COM LTD SPON ADR REP A 33829R100 267 29,620 SH   DFND 2 29,620 0 0
ALCON AG ORD SHS H01301128 358 5,423 SH   DFND 20 5,423 0 0
ENTEGRIS INC COM 29362U104 160,443 1,669,538 SH   DFND 13,19,2,20,5,8 1,341,914 1,169 326,455
ENTERCOM COMMUNICATIONS CORP CL A 293639100 7,665 3,103,171 SH   DFND 13,2,20,5 2,668,088 0 435,083
ENTERGY CORP NEW COM 29364G103 1,011,657 10,132,784 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,573,871 123,821 1,435,092
ENTERPRISE BANCORP INC MASS COM 293668109 4,241 165,990 SH   DFND 2,20,5 140,387 0 25,603
ENTERPRISE FINL SVCS CORP COM 293712105 22,234 636,165 SH   DFND 2,20,5,8 450,585 0 185,580
ENTRAVISION COMMUNICATIONS C CL A 29382R107 3,314 1,205,043 SH   DFND 2,20,5 1,010,116 0 194,927
ENVELA CORP COM 29402E102 454 87,396 SH   DFND 2,20 70,677 0 16,719
ENVESTNET INC COM 29404K106 87,477 1,063,028 SH   DFND 19,2,20,5,8 843,580 400 219,048
ENVISTA HOLDINGS CORPORATION COM 29415F104 76,446 2,266,415 SH   DFND 2,20,5,8 1,947,593 1,700 317,122
ENZO BIOCHEM INC COM 294100102 2,136 847,546 SH   DFND 2,20,5 662,382 0 185,164
ALDEYRA THERAPEUTICS INC COM 01438T106 142 20,700 SH   DFND 20 20,700 0 0
EOG RES INC COM 26875P101 1,680,571 33,699,044 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,216,371 353,010 2,129,663
EPAM SYS INC COM 29414B104 398,950 1,113,297 SH   DFND 10,11,12,13,19,2,20,5,6,8 879,149 56,736 177,412
EPIZYME INC COM 29428V104 46,914 4,319,923 SH   DFND 2,20,5,8 3,976,248 0 343,675
EPLUS INC COM 294268107 38,171 434,005 SH   DFND 2,20,5,8 368,735 0 65,270
EPR PPTYS COM SH BEN INT 26884U109 107,038 3,293,483 SH   DFND 10,13,19,2,20,5,8 2,911,764 19,440 362,279
EQT CORP COM 26884L109 170,796 13,437,892 SH   DFND 12,13,2,20,5,8 11,449,386 2,922 1,985,584
EQUIFAX INC COM 294429105 921,766 4,779,950 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,173,363 57,592 548,995
EQUINIX INC COM 29444U700 2,431,796 3,405,018 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,892,346 48,587 464,085
EQUINOR ASA SPONSORED ADR 29446M102 1,533 93,359 SH   DFND 1,20 4,307 0 89,052
EQUITABLE HLDGS INC COM 29452E101 275,930 10,782,731 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,045,084 415,549 1,322,098
ALECTOR INC COM 014442107 46,170 3,051,531 SH   DFND 2,20,5,8 2,868,852 500 182,179
EQUITRANS MIDSTREAM CORP COM 294600101 79,007 9,826,715 SH   DFND 12,13,2,20,5,8 8,915,855 2,337 908,523
EQUITY BANCSHARES INC COM CL A 29460X109 5,885 272,601 SH   DFND 2,20,5 218,359 0 54,242
EQUITY COMWLTH COM SH BEN INT 294628102 113,059 4,144,377 SH   DFND 10,13,19,2,20,5,6,8 3,409,078 31,449 703,850
EQUITY LIFESTYLE PPTYS INC COM 29472R108 448,831 7,046,262 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,818,175 128,577 1,099,510
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,225,543 20,468,246 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,237,658 316,748 2,913,840
ERICSSON ADR B SEK 10 294821608 1,297 109,517 SH   DFND 1,20 5,910 0 103,607
ERIE INDTY CO CL A 29530P102 161,152 656,155 SH   DFND 10,11,12,13,19,2,20,5,6,8 501,975 48,266 105,914
EROS STX GLOBAL CORPORATION SHS NEW G3788M114 4,670 2,566,058 SH   DFND 2,20,5 2,096,990 0 469,068
ESCALADE INC COM 296056104 3,886 183,562 SH   DFND 2,20 149,358 0 34,204
ESCO TECHNOLOGIES INC COM 296315104 83,050 803,969 SH   DFND 2,20,5,8 693,291 521 110,157
ALERUS FINL CORP COM 01446U103 7,513 273,179 SH   DFND 2,20,5 234,014 0 39,165
ESPERION THERAPEUTICS INC NE COM 29664W105 65,586 2,522,544 SH   DFND 19,2,20,5,8 2,410,912 300 111,332
ESQUIRE FINL HLDGS INC COM 29667J101 2,099 109,386 SH   DFND 2,20 85,949 0 23,437
ESSA BANCORP INC COM 29667D104 2,855 190,322 SH   DFND 2,20,6 157,250 0 33,072
ESSENT GROUP LTD COM G3198U102 179,256 4,149,450 SH   DFND 13,2,20,5,8 3,696,967 700 451,783
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 105,615 4,926,501 SH   DFND 10,19,2,20,5,8 4,301,945 26,800 597,756
ESSENTIAL UTILS INC COM 29670G102 503,691 10,651,104 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,528,694 116,178 1,006,232
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 11,953 194,800 SH   DFND 2 194,800 0 0
ESSEX PPTY TR INC COM 297178105 1,195,373 4,991,757 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,460,086 56,634 475,037
ETHAN ALLEN INTERIORS INC COM 297602104 17,306 856,327 SH   DFND 2,20,5,8 763,763 1,000 91,564
ETON PHARMACEUTICALS INC COM 29772L108 1,987 244,395 SH   DFND 2,20 203,918 0 40,477
ALEXANDER & BALDWIN INC NEW COM 014491104 41,932 2,419,710 SH   DFND 2,20,5,8 2,084,795 982 333,933
ETSY INC COM 29786A106 864,911 4,861,507 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,185,615 72,348 603,544
ETSY INC NOTE 0.125%10/0 29786AAJ5 36,663 17,299,000 PRN   DFND 2,5 17,299,000 0 0
EURONET WORLDWIDE INC COM 298736109 89,897 620,320 SH   DFND 13,19,2,20,5,8 508,542 500 111,278
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 15,245 13,506,000 PRN   DFND 2,5 13,506,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 3,347 121,524 SH   DFND 2,20 70,611 0 50,913
EVELO BIOSCIENCES INC COM 299734103 3,559 294,360 SH   DFND 2,20,5 240,511 0 53,849
EVENTBRITE INC COM CL A 29975E109 23,619 1,304,941 SH   DFND 2,20,5,8 1,053,487 0 251,454
EVERBRIDGE INC COM 29978A104 70,555 473,303 SH   DFND 13,19,2,20,5,8 386,416 300 86,587
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 13,610 9,167,000 PRN   DFND 2 9,167,000 0 0
EVERCORE INC CLASS A 29977A105 104,390 952,113 SH   DFND 13,2,20,5,8 861,835 300 89,978
ALEXANDERS INC COM 014752109 18,353 66,172 SH   DFND 10,19,2,20,5,8 52,728 577 12,867
EVEREST RE GROUP LTD COM G3223R108 425,965 1,819,664 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,537,792 41,666 240,206
EVERGY INC COM 30034W106 614,728 11,074,179 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,823,685 146,111 1,104,383
EVERI HLDGS INC COM 30034T103 23,282 1,685,902 SH   DFND 19,2,20,5,8 1,326,909 0 358,993
EVERQUOTE INC COM CL A 30041R108 15,882 425,225 SH   DFND 2,20,5,8 372,413 0 52,812
EVERSOURCE ENERGY COM 30040W108 1,692,408 19,563,153 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,449,357 258,606 1,855,190
EVERTEC INC COM 30040P103 74,489 1,894,419 SH   DFND 19,2,20,5,8 1,602,496 900 291,023
EVI INDS INC COM 26929N102 2,260 75,534 SH   DFND 2,20 63,045 0 12,489
EVO PMTS INC CL A COM 26927E104 25,600 947,798 SH   DFND 2,20,5,8 790,200 0 157,598
EVOFEM BIOSCIENCES INC COM 30048L104 2,786 1,156,035 SH   DFND 2,20 983,689 0 172,346
EVOLENT HEALTH INC CL A 30050B101 28,366 1,769,539 SH   DFND 2,20,5,8 1,473,251 0 296,288
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,271,578 7,092,007 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,042,082 96,655 953,270
EVOLUS INC COM 30052C107 1,147 341,377 SH   DFND 2,20 281,661 0 59,716
EVOLUTION PETE CORP COM 30049A107 1,469 515,460 SH   DFND 2,20 412,592 0 102,868
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 53,189 1,971,417 SH   DFND 2,20,5,8 1,564,997 1,100 405,320
EXACT SCIENCES CORP COM 30063P105 458,699 3,462,138 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,865,438 69,898 526,802
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 50,374 38,588,000 PRN   DFND 2,5 38,588,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 27,680 19,875,000 PRN   DFND 2,5 19,875,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 5,764 3,040,000 PRN   DFND 2,5 3,040,000 0 0
EXAGEN INC COM 30068X103 812 61,513 SH   DFND 2,20 49,176 0 12,337
EXANTAS CAP CORP COM NEW 30068N105 1,783 446,961 SH   DFND 2,20 446,961 0 0
EXELA TECHNOLOGIES INC COM 30162V102 9 20,900 SH   DFND 20 20,900 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,660,649 10,628,834 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,915,063 367,213 1,346,558
EXELIXIS INC COM 30161Q104 205,258 10,227,119 SH   DFND 13,19,2,20,5,8 9,510,000 8,870 708,249
EXELON CORP COM 30161N101 2,526,762 59,847,506 SH   DFND 10,11,12,13,19,2,20,5,6,8 45,879,913 717,351 13,250,242
EXICURE INC COM 30205M101 1,651 932,563 SH   DFND 2,20 817,609 0 114,954
EXLSERVICE HOLDINGS INC COM 302081104 87,624 1,029,299 SH   DFND 19,2,20,5,8 869,624 200 159,475
EXONE CO COM 302104104 4,061 427,899 SH   DFND 2,20 404,810 0 23,089
EXP WORLD HLDGS INC COM 30212W100 30,432 482,137 SH   DFND 2,20,5,8 379,800 0 102,337
EXPEDIA GROUP INC COM NEW 30212P303 740,512 5,592,988 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,770,884 91,957 730,147
EXPEDITORS INTL WASH INC COM 302130109 840,891 8,841,250 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,435,308 252,300 1,153,642
EXPONENT INC COM 30214U102 139,960 1,554,590 SH   DFND 2,20,5,8 1,342,235 584 211,771
EXPRESS INC COM 30219E103 1,050 1,154,033 SH   DFND 2,20 935,043 0 218,990
ALGONQUIN PWR UTILS CORP COM 015857105 7,558 454,885 SH   DFND 2 454,885 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 37,271 2,516,632 SH   DFND 12,2,20,5,8 2,096,980 12,200 407,452
EXTERRAN CORP COM 30227H106 3,551 803,411 SH   DFND 2,20,5 698,358 0 105,053
EXTRA SPACE STORAGE INC COM 30225T102 868,375 7,495,035 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,431,434 92,796 970,805
EXTREME NETWORKS INC COM 30226D106 27,407 3,977,809 SH   DFND 13,2,20,5,8 3,384,023 0 593,786
EXXON MOBIL CORP COM 30231G102 9,956,243 241,539,137 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 225,994,773 2,675,948 12,868,416
EZCORP INC CL A NON VTG 302301106 7,290 1,521,817 SH   DFND 2,20,5 1,363,684 0 158,133
F N B CORP COM 302520101 115,981 12,208,566 SH   DFND 13,19,2,20,5,8 11,211,421 2,953 994,192
F5 NETWORKS INC COM 315616102 515,886 2,932,172 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,513,605 82,427 336,140
FABRINET SHS G3323L100 88,728 1,143,555 SH   DFND 19,2,20,5,8 983,021 700 159,834
FACEBOOK INC CL A 30303M102 25,488,151 93,308,506 SH   DFND 10,11,12,13,19,2,20,5,6,8 79,783,513 2,330,582 11,194,411
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,212,524 35,287,693 SH   DFND 1,10,11,12,13,19,2,20,5,8 26,530,291 968,347 7,789,055
FACTSET RESH SYS INC COM 303075105 476,228 1,432,265 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,212,857 73,315 146,093
FAIR ISAAC CORP COM 303250104 462,399 904,819 SH   DFND 10,11,12,13,19,2,20,5,6,8 768,567 36,961 99,291
FALCON MINERALS CORP CL A COM 30607B109 2,635 836,597 SH   DFND 2,20,5 689,003 0 147,594
FANHUA INC SPONSORED ADR 30712A103 4,191 348,145 SH   DFND 1,2,20,5 262,770 700 84,675
FARFETCH LTD ORD SH CL A 30744W107 6,070 95,121 SH   DFND 13,19,2,20,5,6,8 88,521 0 6,600
FARMER BROS CO COM 307675108 1,329 284,679 SH   DFND 2,20 238,666 0 46,013
FARMERS & MERCHANTS BANCORP COM 30779N105 4,068 175,563 SH   DFND 2,20,5 142,589 0 32,974
FARMERS NATIONAL BANC CORP COM 309627107 6,146 463,115 SH   DFND 2,20,5 384,983 0 78,132
FARMLAND PARTNERS INC COM 31154R109 5,096 582,426 SH   DFND 2,20,5 492,636 0 89,790
FARO TECHNOLOGIES INC COM 311642102 40,077 567,427 SH   DFND 2,20,5,8 469,340 373 97,714
51JOB INC SPONSORED ADS 316827104 51,108 730,692 SH   DFND 1,10,12,13,19,2,20,5,8 408,235 12,200 310,257
ALICO INC COM 016230104 3,341 107,070 SH   DFND 2,20 91,273 0 15,797
FASTENAL CO COM 311900104 1,345,178 27,548,194 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,925,336 860,032 2,762,826
FASTLY INC CL A 31188V100 88,291 1,010,538 SH   DFND 13,19,2,20,5,8 833,108 1,900 175,530
FATE THERAPEUTICS INC COM 31189P102 191,623 2,107,373 SH   DFND 13,19,2,20,5,8 1,813,960 600 292,813
FATHOM HOLDINGS INC COM 31189V109 2,310 64,102 SH   DFND 2,20 55,043 0 9,059
FB FINL CORP COM 30257X104 37,819 1,088,953 SH   DFND 2,20,5,8 964,566 0 124,387
FBL FINL GROUP INC CL A 30239F106 11,983 228,206 SH   DFND 2,20,5,8 189,651 400 38,155
FEDERAL AGRIC MTG CORP CL C 313148306 13,805 185,925 SH   DFND 2,20,5,8 146,580 0 39,345
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 728,249 8,451,842 SH   DFND 10,12,13,19,2,20,5,6,8 7,941,505 20,855 489,482
FEDERAL SIGNAL CORP COM 313855108 61,266 1,847,027 SH   DFND 2,20,5,8 1,552,695 300 294,032
FEDERATED HERMES INC CL B 314211103 86,880 3,007,267 SH   DFND 10,12,2,20,5,8 2,582,836 22,411 402,020
ALIGN TECHNOLOGY INC COM 016255101 1,569,175 2,936,441 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,548,606 49,889 337,946
FEDEX CORP COM 31428X106 2,664,174 10,261,823 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,875,225 264,992 1,121,606
FEDNAT HLDG CO COM 31431B109 1,251 211,281 SH   DFND 2,20 173,536 0 37,745
FENNEC PHARMACEUTICALS INC COM 31447P100 2,541 341,051 SH   DFND 2,20 284,659 0 56,392
FERRARI N V COM N3167Y103 988 4,303 SH   DFND 12,20,6 2,517 41 1,745
FERRO CORP COM 315405100 36,821 2,516,801 SH   DFND 2,20,5,8 2,191,456 317 325,028
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 14,830 819,784 SH   DFND 2,20,6 819,784 0 0
FIBROGEN INC COM 31572Q808 118,082 3,183,655 SH   DFND 13,19,2,20,5,8 2,824,153 1,200 358,302
FIDELITY D & D BANCORP INC COM 31609R100 4,481 69,621 SH   DFND 2,20,5 59,578 0 10,043
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 275,074 7,036,952 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,317,345 508,930 1,210,677
FIDELITY NATL INFORMATION SV COM 31620M106 3,490,625 24,675,701 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,211,350 302,889 3,161,462
ALIGOS THERAPEUTICS INC COM 01626L105 4,422 159,922 SH   DFND 2,20 145,073 0 14,849
FIESTA RESTAURANT GROUP INC COM 31660B101 6,428 563,898 SH   DFND 2,20,5 496,959 0 66,939
FIFTH THIRD BANCORP COM 316773100 1,025,629 36,843,308 SH   DFND 10,12,13,19,2,20,5,6,8 32,496,163 751,861 3,595,284
FINANCIAL INSTNS INC COM 317585404 7,427 326,343 SH   DFND 2,20,5 273,593 0 52,750
FINVOLUTION GROUP SPONSORED ADS 31810T101 5,168 1,935,670 SH   DFND 13,2,20,5 1,546,217 0 389,453
FIREEYE INC COM 31816Q101 73,190 3,173,897 SH   DFND 19,2,20,5,8 2,681,187 1,300 491,410
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 21,052 17,321,000 PRN   DFND 2,5 17,321,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 9,470 9,605,000 PRN   DFND 2,5 9,605,000 0 0
FIRST AMERN FINL CORP COM 31847R102 143,774 2,784,706 SH   DFND 12,13,19,2,20,5,8 2,542,640 985 241,081
FIRST BANCORP INC ME COM 31866P102 4,963 195,382 SH   DFND 2,20,5 165,282 0 30,100
FIRST BANCORP N C COM 318910106 33,313 979,499 SH   DFND 2,20,5,8 862,331 0 117,168
ALJ REGL HLDGS INC COM 001627108 15 13,800 SH   DFND 20 13,800 0 0
FIRST BANCORP P R COM NEW 318672706 83,487 9,055,023 SH   DFND 2,20,5,8 8,181,627 2,000 871,396
FIRST BANCSHARES INC MS COM 318916103 12,939 418,994 SH   DFND 2,20,5,8 341,216 0 77,778
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 2,988 318,596 SH   DFND 2,20 260,747 0 57,849
FIRST BUS FINL SVCS INC WIS COM 319390100 2,834 153,939 SH   DFND 13,2,20 126,047 0 27,892
FIRST BUSEY CORP COM NEW 319383204 24,312 1,128,186 SH   DFND 2,20,5,8 917,353 0 210,833
FIRST CAPITAL INC COM 31942S104 3,523 58,170 SH   DFND 2,20,5 47,937 0 10,233
FIRST CHOICE BANCORP COM 31948P104 3,024 163,532 SH   DFND 2,20 134,913 0 28,619
FIRST CMNTY BANKSHARES INC V COM 31983A103 7,911 366,580 SH   DFND 2,20,5,8 293,493 0 73,087
FIRST CMNTY CORP S C COM 319835104 1,957 115,166 SH   DFND 2,20 101,366 0 13,800
FIRST COMWLTH FINL CORP PA COM 319829107 38,104 3,483,005 SH   DFND 2,20,5,8 3,086,655 0 396,350
ALKERMES PLC SHS G01767105 97,005 4,862,428 SH   DFND 13,19,2,20,5,8 4,483,704 1,630 377,094
FIRST CTZNS BANCSHARES INC N CL A 31946M103 74,420 129,467 SH   DFND 13,2,20,5,8 116,314 113 13,040
FIRST FINANCIAL NORTHWEST IN COM 32022K102 124 10,836 SH   DFND 20 7,824 0 3,012
FIRST FINL BANCORP OH COM 320209109 67,848 3,870,388 SH   DFND 2,20,5,8 3,471,510 1,282 397,596
FIRST FINL BANKSHARES COM 32020R109 174,811 4,815,221 SH   DFND 13,2,20,5,8 4,262,727 900 551,594
FIRST FINL CORP IND COM 320218100 11,486 295,643 SH   DFND 2,20,5,8 242,028 351 53,264
FIRST FNDTN INC COM 32026V104 17,198 859,923 SH   DFND 2,20,5,8 699,949 0 159,974
FIRST GTY BANCSHARES INC COM 32043P106 1,260 70,915 SH   DFND 2,20 55,395 0 15,520
FIRST HAWAIIAN INC COM 32051X108 118,215 5,013,364 SH   DFND 2,20,5,8 4,705,720 2,300 305,344
FIRST HORIZON CORPORATION COM 320517105 271,816 21,056,736 SH   DFND 12,13,19,2,20,5,8 19,741,477 15,379 1,299,880
FIRST INDL RLTY TR INC COM 32054K103 233,035 5,498,843 SH   DFND 10,19,2,20,5,8 4,824,248 34,965 639,630
ALLAKOS INC COM 01671P100 128,981 921,290 SH   DFND 2,20,5,8 817,599 300 103,391
FIRST INTERNET BANCORP COM 320557101 4,816 167,206 SH   DFND 2,20 139,000 0 28,206
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 42,211 1,035,351 SH   DFND 2,20,5,8 838,586 0 196,765
FIRST LONG IS CORP COM 320734106 8,397 470,422 SH   DFND 2,20,5,8 378,150 0 92,272
FIRST MERCHANTS CORP COM 320817109 54,555 1,458,296 SH   DFND 2,20,5,8 1,182,271 300 275,725
FIRST MID ILL BANCSHARES INC COM 320866106 10,711 318,226 SH   DFND 2,20,5,8 258,311 0 59,915
FIRST MIDWEST BANCORP DEL COM 320867104 73,417 4,569,592 SH   DFND 2,20,5,8 4,108,348 1,700 459,544
FIRST NORTHWEST BANCORP COM 335834107 2,854 182,949 SH   DFND 2,20 152,093 0 30,856
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,489,843 10,139,813 SH   DFND 10,12,13,19,2,20,5,6,8 9,246,131 78,946 814,736
FIRST SOLAR INC COM 336433107 237,782 2,403,779 SH   DFND 12,13,19,2,20,5,8 2,202,527 773 200,479
FIRST SVGS FINL GROUP INC COM 33621E109 1,899 29,215 SH   DFND 2,20 22,873 0 6,342
ALLEGHANY CORP DEL COM 017175100 275,484 456,334 SH   DFND 10,11,12,13,19,2,20,5,6,8 398,006 8,528 49,800
FIRST UTD CORP COM 33741H107 1,552 100,143 SH   DFND 2,20 87,243 0 12,900
FIRST WESTN FINL INC COM 33751L105 1,910 97,600 SH   DFND 2,20 73,998 0 23,602
FIRSTCASH INC COM 33767D105 87,718 1,252,397 SH   DFND 13,2,20,5,8 1,070,727 541 181,129
FIRSTENERGY CORP COM 337932107 1,170,269 38,231,583 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,043,703 9,978,799 4,209,081
FISERV INC COM 337738108 2,560,400 22,487,265 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,294,189 279,751 2,913,325
FISKER INC CL A COM STK 33813J106 1,340 91,500 SH   DFND 20 91,500 0 0
FITBIT INC CL A 33812L102 42,889 6,307,152 SH   DFND 19,2,20,5,8 5,146,396 3,400 1,157,356
FIVE BELOW INC COM 33829M101 228,071 1,303,413 SH   DFND 13,19,2,20,5,8 1,175,738 700 126,975
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 387 70,808 SH   DFND 20,5,8 46,642 0 24,166
FIVE PRIME THERAPEUTICS INC COM 33830X104 16,703 981,924 SH   DFND 2,20,5 895,663 0 86,261
ALLEGHENY TECHNOLOGIES INC COM 01741R102 112,000 6,678,608 SH   DFND 12,13,2,20,5,8 6,159,184 945 518,479
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 2,165 313,746 SH   DFND 2,20 264,446 0 49,300
FIVE9 INC COM 338307101 135,018 774,186 SH   DFND 13,19,2,20,5,8 625,348 1,400 147,438
FIVERR INTL LTD ORD SHS M4R82T106 17,523 89,818 SH   DFND 13,2,20,5,8 70,118 0 19,700
FLAGSTAR BANCORP INC COM PAR .001 337930705 58,173 1,427,214 SH   DFND 2,20,5,8 1,242,054 0 185,160
FLEETCOR TECHNOLOGIES INC COM 339041105 863,631 3,165,453 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,734,373 51,721 379,359
FLEX LTD ORD Y2573F102 72,970 4,058,413 SH   DFND 10,12,13,19,2,20,5,8 1,808,241 5,900 2,244,272
FLEXION THERAPEUTICS INC COM 33938J106 28,963 2,509,784 SH   DFND 2,20,5,8 2,360,527 0 149,257
FLEXSTEEL INDS INC COM 339382103 273 7,785 SH   DFND 20 7,785 0 0
FLIR SYS INC COM 302445101 187,765 4,283,935 SH   DFND 10,12,13,19,2,20,5,6,8 3,821,848 2,377 459,710
FLOOR & DECOR HLDGS INC CL A 339750101 147,602 1,589,677 SH   DFND 13,19,2,20,5,8 1,379,805 800 209,072
ALLEGIANCE BANCSHARES INC COM 01748H107 21,780 638,157 SH   DFND 2,20,5,8 567,076 0 71,081
FLOTEK INDS INC DEL COM 343389102 154 73,178 SH   DFND 20 73,178 0 0
FLOWERS FOODS INC COM 343498101 107,990 4,771,988 SH   DFND 12,13,19,2,20,5,6,8 4,208,805 1,467 561,716
FLOWSERVE CORP COM 34354P105 158,724 4,284,098 SH   DFND 10,12,13,19,2,20,5,6,8 3,832,893 1,528 449,677
FLUENT INC COM 34380C102 3,953 744,497 SH   DFND 2,20 603,095 0 141,402
FLUIDIGM CORP DEL COM 34385P108 7,888 1,314,723 SH   DFND 2,20,5,8 1,086,378 0 228,345
FLUOR CORP NEW COM 343412102 70,695 4,426,731 SH   DFND 12,13,2,20,5,8 3,840,288 2,243 584,200
FLUSHING FINL CORP COM 343873105 9,236 555,046 SH   DFND 2,20,5,8 445,452 882 108,712
FLWS/1-800 FLOWERS CL A 68243Q106 24,859 956,124 SH   DFND 2,20,5,8 843,738 0 112,386
FLY LEASING LTD SPONSORED ADR 34407D109 211 21,379 SH   DFND 2 21,379 0 0
FMC CORP COM NEW 302491303 739,080 6,404,301 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,556,547 76,901 770,853
ALLEGIANT TRAVEL CO COM 01748X102 85,384 451,194 SH   DFND 2,20,5,8 406,124 0 45,070
FNCB BANCORP INC COM 302578109 2,004 313,140 SH   DFND 2,20,5 253,680 0 59,460
FOCUS FINL PARTNERS INC COM CL A 34417P100 27,114 623,320 SH   DFND 2,20,5,8 497,932 0 125,388
FOGHORN THERAPEUTICS INC COM 344174107 2,063 101,796 SH   DFND 2,20 91,232 0 10,564
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 12,405 163,681 SH   DFND 1,13,2,20,5 137,612 1,000 25,069
FONAR CORP COM NEW 344437405 2,081 119,892 SH   DFND 2,20 105,092 0 14,800
FOOT LOCKER INC COM 344849104 109,946 2,718,752 SH   DFND 12,13,19,2,20,5,8 2,477,356 1,255 240,141
FORD MTR CO DEL COM 345370860 1,488,596 169,351,028 SH   DFND 10,11,12,13,19,2,20,5,6,8 145,074,222 2,470,219 21,806,587
FORESTAR GROUP INC COM 346232101 6,407 317,480 SH   DFND 2,20,5,8 252,014 203 65,263
FORMA THERAPEUTICS HLDGS INC SHS 34633R104 29,853 855,375 SH   DFND 2,20,5,8 804,249 0 51,126
FORMFACTOR INC COM 346375108 99,091 2,303,370 SH   DFND 2,20,5,8 1,974,154 1,294 327,922
89BIO INC COM 282559103 2,965 121,672 SH   DFND 2,20,5 102,702 0 18,970
ALLEGION PLC ORD SHS G0176J109 503,047 4,322,452 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,752,915 88,038 481,499
FORRESTER RESH INC COM 346563109 13,699 326,957 SH   DFND 2,20,5,8 282,621 0 44,336
FORTERRA INC COM 34960W106 8,933 519,511 SH   DFND 2,20,5,8 429,218 0 90,293
FORTINET INC COM 34959E109 792,871 5,338,118 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,540,540 133,831 663,747
FORTIS INC COM 349553107 642 15,726 SH   DFND 20 7,251 0 8,475
FORTIVE CORP COM 34959J108 911,335 12,868,330 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,375,285 184,542 1,308,503
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 37,498 36,399,000 PRN   DFND 2,5 36,399,000 0 0
FORTRESS BIOTECH INC COM 34960Q109 3,681 1,161,303 SH   DFND 2,20,5 967,849 0 193,454
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 850 36,224 SH   DFND 2,20 35,898 0 326
FORTUNE BRANDS HOME & SEC IN COM 34964C106 557,549 6,504,308 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,554,993 225,979 723,336
FORWARD AIR CORP COM 349853101 71,988 936,856 SH   DFND 2,20,5,8 824,454 84 112,318
ALLEGRO MICROSYSTEMS INC COM 01749D105 6,415 240,641 SH   DFND 2,20 220,744 0 19,897
FOSSIL GROUP INC COM 34988V106 23,083 2,662,356 SH   DFND 2,20,5 2,464,784 0 197,572
FOSTER L B CO COM 350060109 2,845 189,032 SH   DFND 2,20,5 156,843 0 32,189
FOUNDATION BLDG MATLS INC COM 350392106 12,471 649,189 SH   DFND 2,20,5,8 565,646 0 83,543
FOUR CORNERS PPTY TR INC COM 35086T109 108,935 3,620,909 SH   DFND 10,19,2,20,5,8 3,155,239 20,470 445,200
FOX CORP CL A COM 35137L105 463,596 15,920,176 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,128,784 217,237 1,574,155
FOX CORP CL B COM 35137L204 214,903 7,441,239 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,528,786 98,879 813,574
FOX FACTORY HLDG CORP COM 35138V102 131,216 1,241,285 SH   DFND 2,20,5,8 1,077,127 300 163,858
FRANCHISE GROUP INC COM 35180X105 11,455 371,661 SH   DFND 2,20,5,8 307,656 0 64,005
FRANKLIN COVEY CO COM 353469109 4,906 220,309 SH   DFND 2,20,5 180,973 0 39,336
FRANKLIN ELEC INC COM 353514102 157,319 2,273,073 SH   DFND 2,20,5,8 2,087,886 80 185,107
ALLETE INC COM NEW 018522300 109,636 1,770,039 SH   DFND 13,2,20,5,8 1,570,408 600 199,031
FRANKLIN FINL SVCS CORP COM 353525108 1,950 72,141 SH   DFND 2,20 60,379 0 11,762
FRANKLIN RESOURCES INC COM 354613101 692,377 27,403,029 SH   DFND 10,12,13,19,2,20,5,6,8 25,559,519 329,296 1,514,214
FRANKLIN STR PPTYS CORP COM 35471R106 23,520 5,382,178 SH   DFND 10,19,2,20,5,8 4,653,347 28,522 700,309
FRANKS INTL N V COM N33462107 7,797 2,841,802 SH   DFND 2,20,5,8 2,323,219 0 518,583
FREEDOM HLDG CORP NEV COM 356390104 652 12,700 SH   DFND 20,5,8 10,900 0 1,800
FREEPORT-MCMORAN INC CL B 35671D857 1,636,494 62,893,709 SH   DFND 10,11,12,13,19,2,20,5,6,8 55,247,367 843,566 6,802,776
FREQUENCY THERAPEUTICS INC COM 35803L108 28,203 799,857 SH   DFND 2,20,5,8 728,165 0 71,692
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 430 10,354 SH   DFND 20 10,354 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 23,907 993,243 SH   DFND 2,20,5,8 853,340 38 139,865
FRESHPET INC COM 358039105 108,045 760,932 SH   DFND 2,20,5,8 604,453 600 155,879
ALLIANCE DATA SYSTEMS CORP COM 018581108 85,592 1,155,089 SH   DFND 12,13,2,20,5,8 1,043,174 612 111,303
FRONT YD RESIDENTIAL CORP COM 35904G107 25,185 1,554,625 SH   DFND 2,20,5,8 1,275,622 333 278,670
FRONTDOOR INC COM 35905A109 50,909 1,013,926 SH   DFND 13,19,2,20,5,8 825,934 1,050 186,942
FRONTLINE LTD SHS NEW G3682E192 12,618 2,028,566 SH   DFND 2,20,5,8 1,641,663 0 386,903
FRP HLDGS INC COM 30292L107 6,302 138,352 SH   DFND 2,20,5,8 111,941 0 26,411
FS BANCORP INC COM 30263Y104 3,856 70,365 SH   DFND 2,20 57,027 0 13,338
FTI CONSULTING INC COM 302941109 93,735 839,019 SH   DFND 13,19,2,20,5,8 750,170 602 88,247
FUBOTV INC COM 35953D104 930 33,200 SH   DFND 20 33,200 0 0
FUELCELL ENERGY INC COM 35952H601 76,752 6,871,301 SH   DFND 2,20,5,8 5,920,799 0 950,502
FULCRUM THERAPEUTICS INC COM 359616109 2,804 239,449 SH   DFND 2,20,5 198,329 0 41,120
FULGENT GENETICS INC COM 359664109 21,458 411,857 SH   DFND 2,20,5,8 375,987 0 35,870
ALLIANT ENERGY CORP COM 018802108 645,237 12,521,586 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,149,287 205,989 1,166,310
FULLER H B CO COM 359694106 171,811 3,311,693 SH   DFND 19,2,20,5,8 3,091,971 337 219,385
FULTON FINL CORP PA COM 360271100 84,383 6,566,804 SH   DFND 2,20,5,8 5,923,092 2,356 641,356
FUNKO INC COM CL A 361008105 3,826 368,585 SH   DFND 2,20,5 297,483 0 71,102
FUTU HLDGS LTD SPON ADS CL A 36118L106 7,319 159,980 SH   DFND 2,20,5,8 117,880 0 42,100
FUTUREFUEL CORP COM 36116M106 10,374 816,880 SH   DFND 2,20,5,8 711,927 0 104,953
FVCBANKCORP INC COM 36120Q101 3,134 213,188 SH   DFND 2,20 167,529 0 45,659
G III APPAREL GROUP LTD COM 36237H101 38,321 1,614,212 SH   DFND 2,20,5,8 1,444,470 660 169,082
G1 THERAPEUTICS INC COM 3621LQ109 46,411 2,579,819 SH   DFND 2,20,5,8 2,443,858 0 135,961
GAIA INC NEW CL A 36269P104 1,907 192,999 SH   DFND 2,20 151,857 0 41,142
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,504 671,394 SH   DFND 2,20 523,420 0 147,974
ALLIED MOTION TECHNOLOGIES I COM 019330109 6,651 130,147 SH   DFND 2,20,5 106,349 0 23,798
GALERA THERAPEUTICS INC COM 36338D108 1,239 121,141 SH   DFND 2,20 101,561 0 19,580
GALLAGHER ARTHUR J & CO COM 363576109 1,060,741 8,574,413 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,310,755 114,297 1,149,361
GAMCO INVS INC CL A COM 361438104 1,999 112,668 SH   DFND 2,20 87,892 0 24,776
GAMESTOP CORP NEW CL A 36467W109 46,068 2,445,216 SH   DFND 2,20,5,8 2,192,217 1,932 251,067
GAMIDA CELL LTD SHS M47364100 231 27,475 SH   DFND 2 27,475 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 221,362 5,220,795 SH   DFND 10,12,13,19,2,20,5,8 4,256,076 75,350 889,369
GAN LTD ORD SHS G3728V109 7,196 354,822 SH   DFND 2,20 303,630 0 51,192
GANNETT CO INC COM 36472T109 14,501 4,315,828 SH   DFND 2,20,5 3,852,893 0 462,935
GAP INC COM 364760108 149,761 7,417,603 SH   DFND 10,12,13,19,2,20,5,6,8 6,570,148 2,266 845,189
GARMIN LTD SHS H2906T109 746,496 6,238,427 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,378,886 196,541 663,000
ALLISON TRANSMISSION HLDGS I COM 01973R101 67,760 1,571,075 SH   DFND 13,2,20,5,8 1,320,798 900 249,377
GARTNER INC COM 366651107 542,335 3,385,574 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,945,538 42,961 397,075
GASLOG LTD SHS G37585109 153 41,188 SH   DFND 2 41,188 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 7,258 568,775 SH   DFND 19,2,20,5,8 446,807 0 121,968
GATOS SILVER INC COM 368036109 4,340 333,104 SH   DFND 2,20 298,866 0 34,238
GATX CORP COM 361448103 90,671 1,090,063 SH   DFND 19,2,20,5,8 941,967 337 147,759
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 42,682 1,804,750 SH   DFND 13,2,20,5,8 1,290,843 1,704 512,203
GDS HLDGS LTD SPONSORED ADS 36165L108 166,042 1,772,182 SH   DFND 1,10,12,13,19,2,20,5,8 1,187,366 34,200 550,616
GENASYS INC COM 36872P103 3,481 533,940 SH   DFND 2,20 435,682 0 98,258
GENCO SHIPPING & TRADING LTD SHS Y2685T131 2,157 293,036 SH   DFND 2,20,5 225,500 9,100 58,436
GENCOR INDS INC COM 368678108 1,905 154,895 SH   DFND 2,20 122,934 0 31,961
ALLOGENE THERAPEUTICS INC COM 019770106 85,146 3,373,461 SH   DFND 19,2,20,5,8 3,146,943 600 225,918
GENERAC HLDGS INC COM 368736104 447,241 1,966,674 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,674,258 78,184 214,232
GENERAL DYNAMICS CORP COM 369550108 1,705,390 11,459,416 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,324,327 226,668 908,421
GENERAL ELECTRIC CO COM 369604103 3,771,099 348,850,569 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 301,904,685 5,358,642 41,587,242
GENERAL FIN CORP DEL COM 369822101 1,464 172,018 SH   DFND 2,20 131,691 0 40,327
GENERAL MLS INC COM 370334104 1,992,362 33,883,715 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 22,871,981 7,585,325 3,426,409
GENERAL MTRS CO COM 37045V100 2,279,075 54,732,834 SH   DFND 10,11,12,13,19,2,20,5,6,8 47,240,154 1,043,920 6,448,760
GENERATION BIO CO COM 37148K100 15,140 534,056 SH   DFND 2,20,5,8 495,565 0 38,491
GENESCO INC COM 371532102 17,977 597,455 SH   DFND 2,20,5,8 533,725 4 63,726
GENESIS HEALTHCARE INC CL A COM 37185X106 7 13,699 SH   DFND 20 13,699 0 0
GENIE ENERGY LTD CL B 372284208 2,329 323,018 SH   DFND 2,20 273,818 0 49,200
ALLOT LTD SHS M0854Q105 486 46,172 SH   DFND 2 46,172 0 0
GENIUS BRANDS INTL INC COM 37229T301 149 108,000 SH   DFND 20 108,000 0 0
GENMAB A/S SPONSORED ADS 372303206 2,616 64,342 SH   DFND 1,20 3,470 0 60,872
GENMARK DIAGNOSTICS INC COM 372309104 29,526 2,022,331 SH   DFND 2,20,5,8 1,762,881 0 259,450
GENPACT LIMITED SHS G3922B107 83,408 2,016,633 SH   DFND 13,19,2,20,5,8 1,787,824 0 228,809
GENPREX INC COM 372446104 1,911 460,456 SH   DFND 2,20,5 403,644 0 56,812
GENTEX CORP COM 371901109 208,075 6,132,465 SH   DFND 12,13,19,2,20,5,8 5,546,380 7,354 578,731
GENTHERM INC COM 37253A103 71,040 1,089,243 SH   DFND 2,20,5,8 963,368 140 125,735
GENUINE PARTS CO COM 372460105 813,292 8,033,470 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,277,579 92,729 663,162
GENWORTH FINL INC COM CL A 37247D106 64,614 17,093,615 SH   DFND 12,13,2,20,5,8 15,002,113 2,984 2,088,518
GEO GROUP INC NEW COM 36162J106 35,115 3,963,345 SH   DFND 12,13,2,20,5,8 3,634,724 814 327,807
ALLOVIR INC COM 019818103 29,011 754,702 SH   DFND 2,20,5,8 702,906 0 51,796
GEOSPACE TECHNOLOGIES CORP COM 37364X109 120 14,004 SH   DFND 20 14,004 0 0
GERDAU SA SPON ADR REP PFD 373737105 19,279 4,100,508 SH   DFND 10,2,20 3,606,083 433,825 60,600
GERMAN AMERN BANCORP INC COM 373865104 16,793 507,492 SH   DFND 2,20,5,8 400,785 0 106,707
GERON CORP COM 374163103 21,556 13,557,159 SH   DFND 2,20,5,8 12,464,583 0 1,092,576
GETTY RLTY CORP NEW COM 374297109 50,928 1,823,714 SH   DFND 10,19,2,20,5,8 1,598,231 9,909 215,574
GEVO INC COM PAR 374396406 420 98,800 SH   DFND 20 98,800 0 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 22,504 324,500 SH   DFND 2 324,500 0 0
GIBRALTAR INDS INC COM 374689107 69,061 959,981 SH   DFND 2,20,5,8 832,558 170 127,253
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 2,456 376,730 SH   DFND 2,20 376,730 0 0
GILEAD SCIENCES INC COM 375558103 3,216,334 55,206,559 SH   DFND 10,11,12,13,19,2,20,5,6,8 47,285,458 917,084 7,004,017
8X8 INC NEW COM 282914100 119,016 3,452,755 SH   DFND 2,20,5,8 3,003,719 300 448,736
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 71,671 4,963,391 SH   DFND 19,2,20,5,8 4,326,205 845 636,341
GLACIER BANCORP INC NEW COM 37637Q105 160,093 3,479,517 SH   DFND 2,20,5,8 3,091,475 1,085 386,957
GLADSTONE COMMERCIAL CORP COM 376536108 14,437 802,061 SH   DFND 2,20,5,8 635,361 9,600 157,100
GLADSTONE LD CORP COM 376549101 5,523 377,236 SH   DFND 2,20,5 316,697 0 60,539
GLATFELTER CORPORATION COM 377320106 23,166 1,402,777 SH   DFND 19,2,20,5,8 1,209,095 8 193,674
GLAUKOS CORP COM 377322102 108,523 1,441,971 SH   DFND 2,20,5,8 1,263,290 700 177,981
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 354,623 9,510,345 SH   DFND 1,20 40,172 9,058,639 411,534
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 98,561 2,275,709 SH   DFND 13,2,20,5,8 2,132,069 500 143,140
GLOBAL MED REIT INC COM NEW 37954A204 13,032 982,923 SH   DFND 2,20,5,8 797,612 3,300 182,011
GLOBAL NET LEASE INC COM NEW 379378201 78,218 4,563,474 SH   DFND 10,19,2,20,5,8 3,986,490 37,800 539,184
GLOBAL PMTS INC COM 37940X102 2,438,146 11,318,104 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,843,646 144,835 1,329,623
ALLSTATE CORP COM 020002101 1,616,119 14,628,266 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,408,533 432,297 1,787,436
GLOBAL WTR RES INC COM 379463102 3,011 208,922 SH   DFND 2,20,5 172,314 0 36,608
GLOBALSTAR INC COM 378973408 477 1,408,696 SH   DFND 2,20,5,8 1,102,435 0 306,261
GLOBANT S A COM L44385109 335,813 1,543,186 SH   DFND 10,12,13,19,2,20,5,8 726,137 15,200 801,849
GLOBE LIFE INC COM 37959E102 419,497 4,417,620 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,713,336 136,348 567,936
GLOBUS MED INC CL A 379577208 125,500 1,924,251 SH   DFND 13,19,2,20,5,8 1,754,983 600 168,668
GLU MOBILE INC COM 379890106 49,748 5,521,443 SH   DFND 19,2,20,5,8 4,921,246 0 600,197
GLYCOMIMETICS INC COM 38000Q102 2,643 703,035 SH   DFND 2,20,5 585,410 0 117,625
GMS INC COM 36251C103 39,994 1,312,140 SH   DFND 2,20,5,8 1,141,844 0 170,296
GODADDY INC CL A 380237107 318,001 3,833,650 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,922,460 166,207 744,983
GOGO INC COM 38046C109 11,494 1,193,598 SH   DFND 2,20,5,8 1,013,117 0 180,481
ALLY FINL INC COM 02005N100 356,758 10,004,431 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,460,240 488,407 2,055,784
GOHEALTH INC COM CL A 38046W105 4,939 361,587 SH   DFND 2,20,5,8 327,445 0 34,142
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 462 47,558 SH   DFND 1,10,20 5,300 0 42,258
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 9,387 10,185,000 PRN   DFND 2,5 10,185,000 0 0
GOLAR LNG LTD SHS G9456A100 15,215 1,578,351 SH   DFND 2,20,5 1,277,029 0 301,322
GOLD FIELDS LTD SPONSORED ADR 38059T106 8,409 905,225 SH   DFND 1,2,20,5,8 844,496 0 60,729
GOLD RESOURCE CORP COM 38068T105 3,460 1,188,900 SH   DFND 2,20,5,6 956,007 0 232,893
GOLDEN ENTMT INC COM 381013101 5,839 293,569 SH   DFND 2,20,5 242,946 0 50,623
GOLDEN MINERALS CO COM 381119106 22 28,779 SH   DFND 20 28,779 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 158 34,119 SH   DFND 2,20,5 34,119 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 169 45,474 SH   DFND 2 45,474 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 364,527 2,804,704 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,348,269 63,887 392,548
GOLDMAN SACHS GROUP INC COM 38141G104 5,234,751 19,850,406 SH   DFND 1,10,12,13,19,2,20,5,6,8 12,347,381 721,564 6,781,461
GOODRICH PETE CORP COM PAR 382410843 1,590 157,538 SH   DFND 2,20 123,505 0 34,033
GOODRX HLDGS INC COM CL A 38246G108 4,799 118,962 SH   DFND 2,20 118,962 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 81,235 7,445,965 SH   DFND 12,13,19,2,20,5,8 6,476,410 12,259 957,296
GOOSEHEAD INS INC COM CL A 38267D109 33,662 269,818 SH   DFND 2,20,5,8 212,131 0 57,687
GOPRO INC CL A 38268T103 19,868 2,399,530 SH   DFND 19,2,20,5,8 1,863,389 0 536,141
GORMAN RUPP CO COM 383082104 11,760 362,394 SH   DFND 2,20,5,8 284,172 0 78,222
GOSSAMER BIO INC COM 38341P102 26,407 2,730,854 SH   DFND 2,20,5,8 2,517,653 0 213,201
GP STRATEGIES CORP COM 36225V104 2,850 240,316 SH   DFND 2,20,5 198,327 0 41,989
GRACE W R & CO DEL NEW COM 38388F108 38,811 707,978 SH   DFND 13,2,20,5,8 571,870 504 135,604
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 8,984 380,029 SH   DFND 2,20,5 317,822 0 62,207
GRACO INC COM 384109104 362,956 5,016,663 SH   DFND 13,19,2,20,5,8 4,645,036 1,501 370,126
GRAFTECH INTL LTD COM 384313508 9,043 848,348 SH   DFND 2,20,5,8 706,375 0 141,973
GRAHAM CORP COM 384556106 2,750 181,180 SH   DFND 2,20,5 150,654 0 30,526
GRAHAM HLDGS CO COM CL B 384637104 50,045 93,827 SH   DFND 12,13,19,2,20,5,6,8 85,251 0 8,576
GRAINGER W W INC COM 384802104 934,808 2,289,288 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,967,411 76,114 245,763
GRAND CANYON ED INC COM 38526M106 98,869 1,061,851 SH   DFND 13,19,2,20,5,8 962,724 600 98,527
GRANITE CONSTR INC COM 387328107 40,426 1,506,161 SH   DFND 19,2,20,5,8 1,308,217 1,209 196,735
GRANITE PT MTG TR INC COM STK 38741L107 22,278 2,133,771 SH   DFND 2,20,5,8 1,921,748 606 211,417
GRAPHIC PACKAGING HLDG CO COM 388689101 63,796 3,749,192 SH   DFND 12,13,2,20,5,8 3,123,060 4,200 621,932
GRAVITY CO LTD SPONSORED ADS NE 38911N206 8,523 47,157 SH   DFND 2 47,157 0 0
ALPHA PRO TECH LTD COM 020772109 2,363 211,899 SH   DFND 2,20,5 177,359 0 34,540
GRAY TELEVISION INC COM 389375106 32,939 1,841,220 SH   DFND 10,2,20,5,8 1,476,321 5,754 359,145
GRAYBUG VISION INC COM SHS 38942Q103 2,363 81,419 SH   DFND 2,20 71,867 0 9,552
GREAT AJAX CORP COM 38983D300 6,561 627,233 SH   DFND 2,20,5 570,632 0 56,601
GREAT LAKES DREDGE & DOCK CO COM 390607109 16,900 1,283,214 SH   DFND 2,20,5,8 1,022,427 0 260,787
GREAT SOUTHN BANCORP INC COM 390905107 10,625 215,807 SH   DFND 2,20,5,8 171,623 0 44,184
GREAT WESTN BANCORP INC COM 391416104 42,572 2,036,942 SH   DFND 2,20,5,8 1,774,375 300 262,267
GREEN BRICK PARTNERS INC COM 392709101 11,225 488,896 SH   DFND 19,2,20,5,8 394,569 0 94,327
GREEN DOT CORP CL A 39304D102 101,549 1,819,867 SH   DFND 13,2,20,5,8 1,405,027 900 413,940
GREEN PLAINS INC COM 393222104 20,689 1,570,896 SH   DFND 2,20,5,8 1,446,556 0 124,340
GREENBRIER COS INC COM 393657101 41,390 1,137,718 SH   DFND 2,20,5,8 1,001,599 0 136,119
ALPHABET INC CAP STK CL A 02079K305 19,895,752 11,351,876 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,650,261 277,883 1,423,732
GREENE COUNTY BANCORP INC COM 394357107 1,073 42,087 SH   DFND 2,20 32,296 0 9,791
GREENHILL & CO INC COM 395259104 5,161 425,156 SH   DFND 2,20,5 374,241 0 50,915
GREENLANE HLDGS INC CL A 395330103 542 136,884 SH   DFND 2,20 106,892 0 29,992
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 3,968 542,795 SH   DFND 2,20,5 447,331 0 95,464
GREENSKY INC CL A 39572G100 4,780 1,032,295 SH   DFND 2,20,5 844,042 0 188,253
GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 550 41,064 SH   DFND 2,20,5 41,064 0 0
GREIF INC CL A 397624107 40,868 863,640 SH   DFND 19,2,20,5,8 750,869 83 112,688
GREIF INC CL B 397624206 5,846 119,268 SH   DFND 2,20,5 95,620 1,400 22,248
GRID DYNAMICS HLDGS INC CL A 39813G109 4,974 394,755 SH   DFND 2,20 325,752 0 69,003
GRIDSUM HLDG INC SPONSORED ADR 398132100 64 39,759 SH   DFND 2 39,759 0 0
ALPHABET INC CAP STK CL C 02079K107 19,437,932 11,095,470 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,375,265 294,509 1,425,696
GRIFFIN INDL RLTY INC COM 398231100 3,175 50,803 SH   DFND 2,20 43,269 0 7,534
GRIFFON CORP COM 398433102 29,106 1,428,155 SH   DFND 2,20,5,8 1,259,369 0 168,786
GRIFOLS S A SP ADR REP B NVT 398438408 7,469 404,810 SH   DFND 1,10,13,2,20,5 334,341 0 70,469
GRITSTONE ONCOLOGY INC COM 39868T105 2,029 514,882 SH   DFND 2,20 431,018 0 83,864
GROCERY OUTLET HLDG CORP COM 39874R101 78,090 1,989,542 SH   DFND 2,20,5,6,8 1,832,161 1,100 156,281
GROUP 1 AUTOMOTIVE INC COM 398905109 83,320 635,352 SH   DFND 12,2,20,5,8 562,187 105 73,060
GROUPON INC COM NEW 399473206 27,036 711,562 SH   DFND 2,20,5,8 612,561 90 98,911
GROWGENERATION CORP COM 39986L109 26,776 665,736 SH   DFND 19,2,20,5 546,192 0 119,544
GRUBHUB INC COM 400110102 166,777 2,245,546 SH   DFND 13,19,2,20,5,8 2,044,812 1,000 199,734
GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 11,703 226,447 SH   DFND 19,2,20 226,447 0 0
ALPHATEC HLDGS INC COM NEW 02081G201 24,398 1,680,279 SH   DFND 2,20,5,8 1,528,896 0 151,383
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 17,369 105,309 SH   DFND 19,2,20 105,309 0 0
GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 23,529 211,423 SH   DFND 19,2,20,5 210,723 700 0
GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 9,527 1,089,898 SH   DFND 13,2,20,5 806,228 1,500 282,170
GSI TECHNOLOGY COM 36241U106 2,121 286,687 SH   DFND 2,20 232,996 0 53,691
GSX TECHEDU INC SPONSORED ADS 36257Y109 79,579 1,538,951 SH   DFND 10,12,13,19,2,20,5,8 1,190,724 36,400 311,827
GTT COMMUNICATIONS INC COM 362393100 2,288 640,776 SH   DFND 2,20,5,8 517,375 0 123,401
GTY TECHNOLOGY HOLDINGS INC COM 362409104 4,376 844,730 SH   DFND 2,20,5 723,801 0 120,929
GUARANTY BANCSHARES INC TEX COM 400764106 4,310 142,936 SH   DFND 2,20 122,457 0 20,479
GUARANTY FED BANCSHARES INC COM 40108P101 211 12,292 SH   DFND 20 2,300 0 9,992
GUARDANT HEALTH INC COM 40131M109 126,842 984,183 SH   DFND 13,19,2,20,5,8 816,391 700 167,092
ALPINE INCOME PPTY TR INC COM 02083X103 1,580 105,382 SH   DFND 2,20 92,382 0 13,000
GUESS INC COM 401617105 37,118 1,631,830 SH   DFND 2,20,5,8 1,470,339 137 161,354
GUIDEWIRE SOFTWARE INC COM 40171V100 207,561 1,612,373 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,300,177 42,648 269,548
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 14,242 11,005,000 PRN   DFND 2,5 11,005,000 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 1,710 14,821 SH   DFND 13,19,2,20,5 13,821 0 1,000
GWG HLDGS INC COM 36192A109 264 37,759 SH   DFND 2,20 24,985 0 12,774
H & E EQUIPMENT SERVICES INC COM 404030108 19,228 645,023 SH   DFND 2,20,5,8 513,794 0 131,229
HACKETT GROUP INC COM 404609109 7,991 555,317 SH   DFND 2,20,5,8 460,174 0 95,143
HAEMONETICS CORP COM 405024100 145,024 1,221,253 SH   DFND 13,19,2,20,5,8 1,107,565 604 113,084
HAIN CELESTIAL GROUP INC COM 405217100 79,182 1,972,154 SH   DFND 13,19,2,20,5,6,8 1,766,005 666 205,483
HALLIBURTON CO COM 406216101 927,363 49,066,807 SH   DFND 10,11,12,13,19,2,20,5,6,8 43,996,455 518,531 4,551,821
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 11,323 7,765,000 PRN   DFND 2 7,765,000 0 0
ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 2,581 261,197 SH   DFND 2,20 228,635 0 32,562
HALOZYME THERAPEUTICS INC COM 40637H109 236,007 5,525,812 SH   DFND 2,20,5,8 4,973,196 1,000 551,616
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2,435 139,041 SH   DFND 2,20,5 115,701 0 23,340
HAMILTON LANE INC CL A 407497106 46,747 596,688 SH   DFND 2,20,5,8 475,945 300 120,443
HANCOCK WHITNEY CORPORATION COM 410120109 114,605 3,368,754 SH   DFND 12,13,19,2,20,5,8 2,991,573 1,000 376,181
HANESBRANDS INC COM 410345102 230,277 15,794,046 SH   DFND 1,10,12,13,19,2,20,5,6,8 14,522,277 4,964 1,266,805
HANGER INC COM NEW 41043F208 25,585 1,163,487 SH   DFND 2,20,5,8 1,003,034 0 160,453
HANMI FINL CORP COM NEW 410495204 12,138 1,070,369 SH   DFND 2,20,5 968,546 0 101,823
HANNON ARMSTRONG SUST INFR C COM 41068X100 94,179 1,476,857 SH   DFND 19,2,20,5,8 1,165,100 1,200 310,557
HANOVER INS GROUP INC COM 410867105 122,257 1,045,648 SH   DFND 12,13,19,2,20,5,6,8 937,153 600 107,895
HARBORONE BANCORP INC NEW COM NEW 41165Y100 13,231 1,215,021 SH   DFND 2,20,5,8 1,032,852 0 182,169
ALTABANCORP COM 021347109 8,652 309,868 SH   DFND 2,20,5,8 250,880 0 58,988
HARLEY DAVIDSON INC COM 412822108 130,049 3,543,575 SH   DFND 1,12,13,2,20,5,8 3,212,059 1,284 330,232
HARMONIC INC COM 413160102 22,218 3,006,468 SH   DFND 2,20,5,8 2,598,024 0 408,444
HARMONY BIOSCIENCES HLDGS IN COM 413197104 2,992 82,778 SH   DFND 2,20 73,626 0 9,152
HARPOON THERAPEUTICS INC COM 41358P106 2,841 171,027 SH   DFND 2,20,5 147,851 0 23,176
HARROW HEALTH INC COM 415858109 2,391 348,567 SH   DFND 2,20 303,716 0 44,851
HARSCO CORP COM 415864107 45,078 2,507,115 SH   DFND 2,20,5,8 2,180,231 381 326,503
HARTFORD FINL SVCS GROUP INC COM 416515104 971,242 19,698,477 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,110,397 3,864,005 1,724,075
HARVARD BIOSCIENCE INC COM 416906105 2,731 636,713 SH   DFND 2,20 562,812 0 73,901
HASBRO INC COM 418056107 487,083 5,207,215 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,523,643 80,976 602,596
HAVERTY FURNITURE INC COM 419596101 15,211 549,726 SH   DFND 2,20,5,8 476,270 0 73,456
ALTAIR ENGR INC COM CL A 021369103 50,051 860,285 SH   DFND 2,20,5,8 689,799 400 170,086
HAWAIIAN ELEC INDUSTRIES COM 419870100 99,116 2,800,671 SH   DFND 12,13,19,2,20,5,6,8 2,491,714 1,256 307,701
HAWAIIAN HOLDINGS INC COM 419879101 37,289 2,106,731 SH   DFND 13,2,20,5,8 1,956,033 0 150,698
HAWKINS INC COM 420261109 15,825 302,514 SH   DFND 2,20,5,8 260,841 349 41,324
HAWTHORN BANCSHARES INC COM 420476103 2,715 123,351 SH   DFND 2,20 79,055 0 44,296
HAYNES INTERNATIONAL INC COM NEW 420877201 9,211 386,370 SH   DFND 2,20,5 345,097 0 41,273
HBT FINL INC. COM 404111106 2,622 173,062 SH   DFND 2,20 137,975 0 35,087
HC2 HLDGS INC COM 404139107 2,907 891,703 SH   DFND 2,20 783,087 0 108,616
HCA HEALTHCARE INC COM 40412C101 1,841,634 11,182,000 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,534,390 351,168 1,296,442
HCI GROUP INC COM 40416E103 9,710 185,653 SH   DFND 2,20,5,8 160,713 0 24,940
HDFC BANK LTD SPONSORED ADS 40415F101 81,615 1,132,321 SH   DFND 1,12,20,5,8 338,201 0 794,120
ALTERYX INC COM CL A 02156B103 89,272 733,002 SH   DFND 13,19,2,20,5,8 608,219 1,400 123,383
HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 393 13,008 SH   DFND 2,20 13,008 0 0
HEALTH CATALYST INC COM 42225T107 30,463 699,808 SH   DFND 2,20,5,8 583,500 0 116,308
HEALTHCARE RLTY TR COM 421946104 202,907 6,854,963 SH   DFND 10,13,19,2,20,5,8 5,859,942 36,734 958,287
HEALTHCARE SVCS GROUP INC COM 421906108 63,093 2,245,290 SH   DFND 13,2,20,5,8 1,940,234 1,025 304,031
HEALTHCARE TR AMER INC CL A NEW 42225P501 193,853 7,038,968 SH   DFND 10,12,13,19,2,20,5,8 5,878,262 59,290 1,101,416
HEALTHEQUITY INC COM 42226A107 164,633 2,361,681 SH   DFND 13,2,20,5,8 2,054,908 600 306,173
HEALTHPEAK PROPERTIES INC COM 42250P103 954,990 31,590,790 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,975,206 455,533 4,160,051
HEALTHSTREAM INC COM 42222N103 18,634 853,186 SH   DFND 2,20,5,6,8 743,830 800 108,556
HEARTLAND EXPRESS INC COM 422347104 32,866 1,815,814 SH   DFND 2,20,5,8 1,604,386 24 211,404
HEARTLAND FINL USA INC COM 42234Q102 30,815 763,315 SH   DFND 19,2,20,5,8 620,486 0 142,829
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 9,822 9,425,000 PRN   DFND 2,5 9,425,000 0 0
HEAT BIOLOGICS INC COM 42237K409 87 16,256 SH   DFND 20 16,256 0 0
HECLA MNG CO COM 422704106 119,051 18,372,122 SH   DFND 19,2,20,5,8 16,118,875 9,381 2,243,866
HEICO CORP NEW CL A 422806208 182,633 1,560,165 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,240,576 57,767 261,822
HEICO CORP NEW COM 422806109 191,670 1,447,659 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,161,225 48,809 237,625
HEIDRICK & STRUGGLES INTL IN COM 422819102 19,863 676,061 SH   DFND 2,20,5,8 591,202 5,400 79,459
HELEN OF TROY LTD COM G4388N106 197,711 889,830 SH   DFND 13,19,2,20,5,8 783,679 288 105,863
HELIOS TECHNOLOGIES INC COM 42328H109 32,562 611,038 SH   DFND 2,20,5,8 477,896 300 132,842
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 25,321 6,028,723 SH   DFND 19,2,20,5,8 5,419,503 3,985 605,235
HELMERICH & PAYNE INC COM 423452101 68,152 2,942,650 SH   DFND 12,13,2,20,5,8 2,716,515 1,181 224,954
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3,443 332,353 SH   DFND 2,20 271,675 0 60,678
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 14,537 13,693,000 PRN   DFND 2,5 13,693,000 0 0
HENRY JACK & ASSOC INC COM 426281101 548,355 3,385,117 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,830,959 101,838 452,320
HENRY SCHEIN INC COM 806407102 489,662 7,323,697 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,479,986 307,219 1,536,492
HERBALIFE NUTRITION LTD COM SHS G4412G101 79,765 1,660,034 SH   DFND 12,13,19,2,20,5,8 993,163 1,210 665,661
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 14,862 13,850,000 PRN   DFND 2,5 13,850,000 0 0
HERC HLDGS INC COM 42704L104 31,662 476,772 SH   DFND 13,19,2,20,5,8 375,116 623 101,033
HERITAGE COMM CORP COM 426927109 11,264 1,269,919 SH   DFND 2,20,5,8 1,031,599 0 238,320
HERITAGE CRYSTAL CLEAN INC COM 42726M106 6,250 296,612 SH   DFND 2,20,5,8 234,038 0 62,574
HERITAGE FINL CORP WASH COM 42722X106 29,164 1,246,856 SH   DFND 2,20,5,8 1,103,970 0 142,886
HERITAGE INS HLDGS INC COM 42727J102 5,128 503,300 SH   DFND 2,20,5,8 406,254 0 97,046
HERON THERAPEUTICS INC COM 427746102 84,275 3,981,804 SH   DFND 2,20,5,8 3,628,927 900 351,977
ALTICE USA INC CL A 02156K103 127,884 3,376,929 SH   DFND 10,12,13,19,2,20,5,6,8 2,521,960 334,971 519,998
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 12,624 1,600,002 SH   DFND 2,20,5,8 1,452,658 0 147,344
HERSHEY CO COM 427866108 1,090,089 7,156,099 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,865,334 152,025 1,138,740
HESKA CORP COM RESTRC NEW 42805E306 41,375 284,073 SH   DFND 2,20,5,8 253,541 0 30,532
HESS CORP COM 42809H107 872,478 16,527,335 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,373,369 129,280 1,024,686
HEWLETT PACKARD ENTERPRISE C COM 42824C109 772,572 64,538,707 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 51,143,775 5,662,259 7,732,673
HEXCEL CORP NEW COM 428291108 140,948 2,906,750 SH   DFND 13,19,2,20,5,8 2,699,367 671 206,712
HF FOODS GROUP INC COM 40417F109 4,538 603,403 SH   DFND 2,20,5 506,499 0 96,904
HIBBETT SPORTS INC COM 428567101 30,636 663,394 SH   DFND 2,20,5,8 593,610 162 69,622
HIGHWOODS PPTYS INC COM 431284108 177,637 4,482,392 SH   DFND 10,13,19,2,20,5,8 3,941,938 27,734 512,720
HILL ROM HLDGS INC COM 431475102 159,787 1,630,974 SH   DFND 13,19,2,20,5,8 1,478,667 700 151,607
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,414 109,749 SH   DFND 2,20 85,305 0 24,444
HILLENBRAND INC COM 431571108 94,182 2,366,387 SH   DFND 2,20,5,8 2,043,755 595 322,037
HILLTOP HOLDINGS INC COM 432748101 46,882 1,704,191 SH   DFND 2,20,5,8 1,480,445 0 223,746
HILTON GRAND VACATIONS INC COM 43283X105 51,602 1,645,984 SH   DFND 13,2,20,5,8 1,299,071 1,690 345,223
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,187,463 10,672,866 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,178,176 220,555 1,274,135
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 5,013 678,389 SH   DFND 2,20 678,389 0 0
HINGHAM INSTN SVGS MASS COM 433323102 5,701 26,250 SH   DFND 13,2,20 21,134 0 5,116
HMS HLDGS CORP COM 40425J101 98,761 2,687,368 SH   DFND 19,2,20,5,6,8 2,299,439 519 387,410
HNI CORP COM 404251100 46,260 1,342,428 SH   DFND 19,2,20,5,8 1,151,138 6,117 185,173
HOLLYFRONTIER CORP COM 436106108 300,481 11,624,008 SH   DFND 10,12,13,19,2,20,5,6,8 10,012,903 5,993 1,605,112
HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 1,550 105,492 SH   DFND 2,5 105,492 0 0
ALTRA INDL MOTION CORP COM 02208R106 70,093 1,263,169 SH   DFND 13,2,20,5,8 1,003,115 199 259,855
HOLOGIC INC COM 436440101 821,056 11,273,590 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,475,260 302,621 1,495,709
HOME BANCORP INC COM 43689E107 4,838 172,844 SH   DFND 2,20,5 131,566 0 41,278
HOME BANCSHARES INC COM 436893200 112,694 5,785,108 SH   DFND 13,2,20,5,8 5,117,768 1,100 666,240
HOME DEPOT INC COM 437076102 12,877,142 48,479,566 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 37,255,375 781,815 10,442,376
HOMESTREET INC COM 43785V102 23,665 701,190 SH   DFND 2,20,5,8 608,215 0 92,975
HOMETRUST BANCSHARES INC COM 437872104 6,590 341,254 SH   DFND 13,2,20,5 273,797 0 67,457
HOMOLOGY MEDICINES INC COM 438083107 7,950 704,120 SH   DFND 2,20,5,8 586,061 0 118,059
HONDA MOTOR LTD AMERN SHS 438128308 7,309 258,738 SH   DFND 2,20 258,738 0 0
HONEYWELL INTL INC COM 438516106 7,354,597 34,577,327 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,856,312 731,277 7,989,738
HOOKER FURNITURE CORP COM 439038100 9,601 297,696 SH   DFND 13,2,20,5 257,838 0 39,858
ALTRIA GROUP INC COM 02209S103 3,084,021 73,679,670 SH   DFND 10,12,13,19,2,20,5,6,8 67,841,274 1,031,042 4,807,354
HOOKIPA PHARMA INC COM 43906K100 2,216 199,827 SH   DFND 2,20 165,093 0 34,734
HOPE BANCORP INC COM 43940T109 57,332 5,254,981 SH   DFND 13,2,20,5,8 4,781,786 1,800 471,395
HORACE MANN EDUCATORS CORP N COM 440327104 56,257 1,338,181 SH   DFND 2,20,5,8 1,173,417 77 164,687
HORIZON BANCORP INC COM 440407104 13,888 875,658 SH   DFND 2,20,5,8 636,852 0 238,806
HORIZON GLOBAL CORP COM 44052W104 157 18,292 SH   DFND 20 18,292 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 322,956 4,414,988 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,434,075 243,395 737,518
HORMEL FOODS CORP COM 440452100 1,213,704 26,039,554 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,087,799 9,410,520 2,541,235
HOST HOTELS & RESORTS INC COM 44107P104 620,353 42,402,806 SH   DFND 10,11,12,13,19,2,20,5,6,8 36,275,013 616,246 5,511,547
HOSTESS BRANDS INC CL A 44109J106 36,737 2,509,337 SH   DFND 19,2,20,5,8 1,936,329 0 573,008
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 6,190 1,858,913 SH   DFND 2,20,5 1,502,254 0 356,659
A-MARK PRECIOUS METALS INC COM 00181T107 1,926 75,106 SH   DFND 2,20 62,705 0 12,401
ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 279 32,165 SH   DFND 5 32,165 0 0
HOULIHAN LOKEY INC CL A 441593100 72,634 1,080,387 SH   DFND 19,2,20,5,6,8 845,351 300 234,736
HOWARD BANCORP INC COM 442496105 2,970 251,476 SH   DFND 2,20 212,208 0 39,268
HOWARD HUGHES CORP COM 44267D107 38,508 487,875 SH   DFND 13,2,20,5,8 402,337 260 85,278
HOWMET AEROSPACE INC COM 443201108 522,695 18,314,475 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,800,227 283,275 2,230,973
HP INC COM 40434L105 1,583,819 63,901,727 SH   DFND 10,11,12,13,19,2,20,5,6,8 49,467,452 7,081,384 7,352,891
HSBC HLDGS PLC SPON ADR NEW 404280406 2,034 78,431 SH   DFND 1,20 23,595 0 54,836
HUAMI CORP SPONSORED ADS 44331K103 6,961 587,431 SH   DFND 13,2,20,5 493,516 0 93,915
HUANENG PWR INTL INC SPON ADR H SHS 443304100 487 33,827 SH   DFND 20,5 33,827 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 14,148 12,240,000 PRN   DFND 2,5 12,240,000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 123,263 2,737,163 SH   DFND 1,10,12,13,19,2,20,5,8 2,027,969 68,200 640,994
ALX ONCOLOGY HLDGS INC COM 00166B105 32,975 382,539 SH   DFND 2,20,5,8 353,472 0 29,067
HUB GROUP INC CL A 443320106 70,114 1,230,065 SH   DFND 12,2,20,5,8 1,093,824 55 136,186
HUBBELL INC COM 443510607 204,156 1,302,097 SH   DFND 12,13,19,2,20,5,8 1,178,983 691 122,423
HUBSPOT INC COM 443573100 323,109 815,026 SH   DFND 10,11,12,13,19,2,20,5,6,8 644,020 20,786 150,220
HUDSON PAC PPTYS INC COM 444097109 157,115 6,541,003 SH   DFND 10,19,2,20,5,8 5,684,856 41,304 814,843
HUDSON TECHNOLOGIES INC COM 444144109 32 29,255 SH   DFND 20 29,255 0 0
HUMANA INC COM 444859102 2,365,140 5,756,149 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,869,365 154,945 731,839
HUMANIGEN INC COM NEW 444863203 481 27,500 SH   DFND 20 27,500 0 0
HUNT J B TRANS SVCS INC COM 445658107 489,913 3,585,169 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,069,976 120,864 394,329
HUNTINGTON BANCSHARES INC COM 446150104 703,066 55,022,177 SH   DFND 10,12,13,19,2,20,5,6,8 49,793,303 662,535 4,566,339
HUNTINGTON INGALLS INDS INC COM 446413106 559,643 3,282,746 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 1,775,086 1,059,835 447,825
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 3,564 259,406 SH   DFND 2,20,5 205,418 0 53,988
HUNTSMAN CORP COM 447011107 77,385 3,078,180 SH   DFND 10,12,13,2,20,5,8 2,585,243 14,815 478,122
HURCO COMPANIES INC COM 447324104 3,732 124,414 SH   DFND 2,20,5 101,613 0 22,801
HURON CONSULTING GROUP INC COM 447462102 26,250 445,295 SH   DFND 2,20,5,8 351,748 102 93,445
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 34,195 1,068,207 SH   DFND 1,10,12,13,19,2,20,5,8 766,691 30,600 270,916
HUYA INC ADS REP SHS A 44852D108 24,950 1,251,904 SH   DFND 10,12,13,19,2,20,5,8 984,777 41,370 225,757
HYATT HOTELS CORP COM CL A 448579102 30,048 404,693 SH   DFND 13,2,20,5,8 358,389 0 46,304
HYCROFT MINING HOLDING CORP COM CL A 44862P109 90 11,500 SH   DFND 20 11,500 0 0
HYLIION HOLDINGS CORP COMMON STOCK 449109107 981 59,500 SH   DFND 20 59,500 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 18,969 318,545 SH   DFND 2,20,5,8 284,887 536 33,122
I MAB SPONSORED ADS 44975P103 721 15,292 SH   DFND 2 15,292 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 657 134,272 SH   DFND 13,19,2,20,5 127,972 0 6,300
I3 VERTICALS INC COM CL A 46571Y107 15,831 476,830 SH   DFND 2,20,5 425,369 0 51,461
IAA INC COM 449253103 198,646 3,057,028 SH   DFND 13,19,2,20,5,8 2,758,344 1,500 297,184
IAC INTERACTIVECORP NEW COM 44891N109 302,122 1,595,573 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,299,474 48,735 247,364
IBEX LTD SHS NEW G4690M101 1,210 64,711 SH   DFND 2,20 55,384 0 9,327
IBIO INC COM NEW 451033203 2,216 2,110,575 SH   DFND 2,20,5 1,804,120 0 306,455
ICAD INC COM NEW 44934S206 4,437 336,131 SH   DFND 2,20,5 283,704 0 52,427
ICF INTL INC COM 44925C103 27,302 366,624 SH   DFND 19,2,20,5,8 288,086 0 78,538
ICHOR HOLDINGS SHS G4740B105 20,312 673,804 SH   DFND 2,20,5,8 585,949 0 87,855
ICICI BANK LIMITED ADR 45104G104 259,638 17,612,665 SH   DFND 1,12,13,2,20,5,8 5,704,372 0 11,908,293
ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 685 80,207 SH   DFND 2,20,5 80,207 0 0
AMAZON COM INC COM 023135106 51,962,644 15,954,486 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,692,783 281,589 1,980,114
ICON PLC SHS G4705A100 13,558 69,537 SH   DFND 10,13,19,2,20,5,6,8 67,554 0 1,983
ICU MED INC COM 44930G107 106,379 495,962 SH   DFND 19,2,20,5,8 449,905 300 45,757
IDACORP INC COM 451107106 119,449 1,243,874 SH   DFND 12,13,2,20,5,8 1,152,679 790 90,405
IDEANOMICS INC COM 45166V106 687 345,096 SH   DFND 2 345,096 0 0
IDEAYA BIOSCIENCES INC COM 45166A102 3,219 229,924 SH   DFND 2,20,5 187,390 0 42,534
IDERA PHARMACEUTICALS INC COM PAR 45168K405 68 18,410 SH   DFND 20 18,410 0 0
IDEX CORP COM 45167R104 627,631 3,150,758 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,711,202 98,099 341,457
IDEXX LABS INC COM 45168D104 1,778,788 3,558,502 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,034,104 65,934 458,464
IDT CORP CL B NEW 448947507 6,052 489,618 SH   DFND 2,20,6 433,459 0 56,159
IES HLDGS INC COM 44951W106 8,430 183,093 SH   DFND 2,20,5,8 143,556 0 39,537
AMBAC FINL GROUP INC COM NEW 023139884 21,668 1,408,861 SH   DFND 2,20,5,8 1,212,337 0 196,524
IGM BIOSCIENCES INC COM 449585108 48,080 544,573 SH   DFND 2,20,5,8 524,023 0 20,550
IHEARTMEDIA INC COM CL A 45174J509 15,716 1,210,796 SH   DFND 2,20,5,8 962,669 0 248,127
IHS MARKIT LTD SHS G47567105 1,352,116 15,051,937 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,022,381 184,774 1,844,782
II-VI INC COM 902104108 238,297 3,137,137 SH   DFND 13,19,2,20,5,8 2,711,937 1,013 424,187
ILLINOIS TOOL WKS INC COM 452308109 2,658,693 12,968,771 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,156,510 317,042 1,495,219
ILLUMINA INC COM 452327109 2,176,506 5,882,448 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,059,378 129,966 693,104
ILLUMINA INC NOTE 8/1 452327AK5 22,778 20,273,000 PRN   DFND 2,5 20,273,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 18,994 13,110,000 PRN   DFND 2,5 13,110,000 0 0
IMARA INC COM 45249V107 2,322 105,305 SH   DFND 2,20,5 90,679 0 14,626
IMAX CORP COM 45245E109 18,423 1,022,368 SH   DFND 2,20,5,8 774,455 1,600 246,313
AMBARELLA INC SHS G037AX101 108,728 1,184,141 SH   DFND 2,20,5,8 1,033,348 100 150,693
IMMERSION CORP COM 452521107 7,855 695,760 SH   DFND 2,20,5 634,595 0 61,165
IMMUNIC INC COM 4525EP101 1,320 86,300 SH   DFND 2,20 77,372 0 8,928
IMMUNOGEN INC COM 45253H101 56,785 8,803,841 SH   DFND 2,20,5,8 8,095,420 0 708,421
IMMUNOVANT INC COM 45258J102 86,330 1,869,020 SH   DFND 19,2,20,5,8 1,716,853 0 152,167
IMPINJ INC COM 453204109 23,452 560,122 SH   DFND 2,20,5,8 495,496 0 64,626
INARI MED INC COM 45332Y109 23,416 268,257 SH   DFND 2,20,5,8 244,242 0 24,015
INCYTE CORP COM 45337C102 755,780 8,689,125 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,655,176 136,426 897,523
INDEPENDENCE CONTRACT DRILLI COM 453415606 65 21,944 SH   DFND 20 21,944 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 4,381 106,290 SH   DFND 2,20,5 83,750 0 22,540
INDEPENDENCE RLTY TR INC COM 45378A106 64,428 4,755,051 SH   DFND 10,19,2,20,5,8 4,132,489 51,100 571,462
AMBEV SA SPONSORED ADR 02319V103 60,290 19,207,031 SH   DFND 10,13,2,20,5,8 15,580,351 1,919,252 1,707,428
INDEPENDENT BANK CORP MASS COM 453836108 93,985 1,278,705 SH   DFND 2,20,5,8 1,145,592 247 132,866
INDEPENDENT BK CORP MICH COM NEW 453838609 11,448 619,808 SH   DFND 2,20,5,8 481,959 0 137,849
INDEPENDENT BK GROUP INC COM 45384B106 96,950 1,550,706 SH   DFND 2,20,5,8 1,373,346 0 177,360
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 75,498 3,241,638 SH   DFND 10,19,2,20,5,8 2,828,405 17,504 395,729
INFINERA CORP COM 45667G103 39,460 3,765,297 SH   DFND 19,2,20,5,8 3,071,818 2,611 690,868
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 9,904 7,931,000 PRN   DFND 2,5 7,931,000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 117 55,289 SH   DFND 20 55,289 0 0
INFORMATION SVCS GROUP INC COM 45675Y104 1,871 570,461 SH   DFND 2,20 464,049 0 106,412
INFOSYS LTD SPONSORED ADR 456788108 257,613 15,198,485 SH   DFND 1,10,12,13,19,2,20,5,8 11,572,319 0 3,626,166
INFUSYSTEM HLDGS INC COM 45685K102 4,918 261,856 SH   DFND 2,20 218,742 0 43,114
AMC ENTMT HLDGS INC CL A COM 00165C104 2,735 1,289,950 SH   DFND 2,20,5,8 1,003,520 320 286,110
ING GROEP N.V. SPONSORED ADR 456837103 8,220 870,733 SH   DFND 2,20 870,733 0 0
INGERSOLL RAND INC COM 45687V106 640,606 14,060,722 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,331,380 214,506 1,514,836
INGEVITY CORP COM 45688C107 105,794 1,396,990 SH   DFND 13,19,2,20,5,8 1,215,178 613 181,199
INGLES MKTS INC CL A 457030104 16,840 394,742 SH   DFND 2,20,5,8 330,963 0 63,779
INGREDION INC COM 457187102 153,051 1,930,039 SH   DFND 10,12,13,19,2,20,5,8 1,766,326 1,724 161,989
INHIBRX INC COM 45720L107 4,369 132,527 SH   DFND 2,20,5,8 113,618 0 18,909
INMODE LTD SHS M5425M103 4,346 91,523 SH   DFND 2,20,8 60,713 0 30,810
INNOSPEC INC COM 45768S105 70,219 773,932 SH   DFND 19,2,20,5,8 660,173 400 113,359
INNOVATIVE INDL PPTYS INC COM 45781V101 192,568 1,044,506 SH   DFND 10,19,2,20,5,8 906,623 5,600 132,283
INNOVIVA INC COM 45781M101 27,105 2,187,643 SH   DFND 19,2,20,5,8 1,899,661 687 287,295
AMC NETWORKS INC CL A 00164V103 36,563 1,022,156 SH   DFND 13,2,20,5,8 888,502 293 133,361
INOGEN INC COM 45780L104 32,824 734,650 SH   DFND 2,20,5,8 659,884 200 74,566
INOVALON HLDGS INC COM CL A 45781D101 26,901 1,480,507 SH   DFND 19,2,20,5,8 1,180,308 0 300,199
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 78,717 8,894,555 SH   DFND 19,2,20,5,8 8,229,462 5,000 660,093
INOZYME PHARMA INC COM 45790W108 2,427 117,579 SH   DFND 2,20 93,426 0 24,153
INPHI CORP COM 45772F107 119,180 742,694 SH   DFND 13,19,2,20,5,8 632,418 400 109,876
INSEEGO CORP COM 45782B104 21,770 1,407,263 SH   DFND 2,20,5,8 1,136,466 0 270,797
INSIGHT ENTERPRISES INC COM 45765U103 89,824 1,180,494 SH   DFND 19,2,20,5,8 1,029,495 65 150,934
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 11,071 8,719,000 PRN   DFND 2,5 8,719,000 0 0
INSMED INC COM PAR $.01 457669307 119,633 3,593,670 SH   DFND 19,2,20,5,8 3,153,375 800 439,495
INSMED INC NOTE 1.750% 1/1 457669AA7 12,836 11,240,000 PRN   DFND 2,5 11,240,000 0 0
A10 NETWORKS INC COM 002121101 14,687 1,489,578 SH   DFND 2,20,5,8 1,241,417 0 248,161
AMCOR PLC ORD G0250X107 991,755 84,261,234 SH   DFND 10,11,12,13,19,2,20,5,6,8 76,054,786 546,752 7,659,696
INSPERITY INC COM 45778Q107 88,683 1,089,210 SH   DFND 19,2,20,5,8 937,003 500 151,707
INSPIRE MED SYS INC COM 457730109 95,275 506,540 SH   DFND 2,20,5,8 404,226 200 102,114
INSTALLED BLDG PRODS INC COM 45780R101 84,569 829,679 SH   DFND 2,20,5,8 735,272 200 94,207
INSTEEL INDS INC COM 45774W108 12,913 579,818 SH   DFND 2,20,5,8 514,458 0 65,360
INSULET CORP COM 45784P101 333,945 1,306,361 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,063,309 30,486 212,566
INSULET CORP NOTE 0.375% 9/0 45784PAK7 23,657 17,800,000 PRN   DFND 2,5 17,800,000 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 34,655 12,625,000 PRN   DFND 2,5 12,625,000 0 0
INTEGER HLDGS CORP COM 45826H109 94,821 1,167,892 SH   DFND 19,2,20,5,8 1,026,285 343 141,264
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 113,659 1,750,757 SH   DFND 13,2,20,5,8 1,601,255 574 148,928
INTEL CORP COM 458140100 8,838,503 177,408,741 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 146,518,559 5,349,864 25,540,318
AMDOCS LTD SHS G02602103 119,188 1,672,574 SH   DFND 12,13,19,2,20,5,6,8 1,480,426 0 192,148
INTELLIA THERAPEUTICS INC COM 45826J105 122,005 2,242,740 SH   DFND 19,2,20,5,8 2,039,012 0 203,728
INTELLICHECK INC COM NEW 45817G201 3,530 309,540 SH   DFND 2,20 277,680 0 31,860
INTELLIGENT SYS CORP NEW COM 45816D100 5,235 130,506 SH   DFND 2,20,5 107,646 0 22,860
INTER PARFUMS INC COM 458334109 33,858 559,733 SH   DFND 2,20,5,8 487,540 0 72,193
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 108,743 1,785,008 SH   DFND 13,2,20,5,6,8 1,637,450 625 146,933
INTERCEPT PHARMACEUTICALS IN COM 45845P108 63,004 2,550,750 SH   DFND 19,2,20,5,8 2,442,798 500 107,452
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 8,281 10,263,000 PRN   DFND 2,5 10,263,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,711,694 23,520,633 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,270,244 349,866 2,900,523
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 263 4,033 SH   DFND 20 4,033 0 0
INTERCORP FINL SVCS INC SHS P5626F128 332 10,278 SH   DFND 20 6,578 0 3,700
AMEDISYS INC COM 023436108 221,525 755,209 SH   DFND 13,19,2,20,5,8 682,399 374 72,436
INTERDIGITAL INC COM 45867G101 61,322 1,010,581 SH   DFND 13,19,2,20,5,8 857,777 498 152,306
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 10,363 9,878,000 PRN   DFND 2,5 9,878,000 0 0
INTERFACE INC COM 458665304 19,364 1,844,159 SH   DFND 19,2,20,5,8 1,624,068 2,324 217,767
INTERNATIONAL BANCSHARES COR COM 459044103 67,414 1,800,583 SH   DFND 2,20,5,8 1,589,061 270 211,252
INTERNATIONAL BUSINESS MACHS COM 459200101 6,538,441 51,941,856 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,885,316 8,195,815 9,860,725
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 484,064 4,416,622 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,676,031 43,715 696,876
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 13,574 334,250 SH   DFND 2 334,250 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 32,971 1,946,335 SH   DFND 12,13,2,20,5,8 1,647,383 0 298,952
INTERNATIONAL MNY EXPRESS IN COM 46005L101 8,957 577,121 SH   DFND 2,20,5,8 492,930 0 84,191
INTERNATIONAL PAPER CO COM 460146103 1,226,454 24,667,209 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,852,285 6,946,224 1,868,700
AMER SOFTWARE INC CL A 029683109 12,417 723,189 SH   DFND 2,20,5,8 591,484 0 131,705
INTERNATIONAL SEAWAYS INC COM Y41053102 7,767 475,644 SH   DFND 19,2,20,5,8 374,558 0 101,086
INTERPUBLIC GROUP COS INC COM 460690100 471,302 20,038,349 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,631,369 397,025 2,009,955
INTERSECT ENT INC COM 46071F103 20,155 880,125 SH   DFND 19,2,20,5,8 741,059 0 139,066
INTEVAC INC COM 461148108 2,667 369,871 SH   DFND 2,20,5 325,252 0 44,619
INTRA CELLULAR THERAPIES INC COM 46116X101 51,281 1,612,601 SH   DFND 19,2,20,5,8 1,337,791 0 274,810
INTREPID POTASH INC COM 46121Y201 4,882 202,152 SH   DFND 2,20,5 175,212 0 26,940
INTRICON CORP COM 46121H109 2,545 140,603 SH   DFND 2,20 112,475 0 28,128
INTRUSION INC COM NEW 46121E205 218 12,400 SH   DFND 20 12,400 0 0
INTUIT COM 461202103 4,034,614 10,621,599 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,092,626 295,410 1,233,563
INTUITIVE SURGICAL INC COM NEW 46120E602 3,877,061 4,739,104 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,111,711 104,466 522,927
AMER STATES WTR CO COM 029899101 203,005 2,553,198 SH   DFND 19,2,20,5,6,8 2,385,360 200 167,638
INVACARE CORP COM 461203101 11,179 1,249,069 SH   DFND 2,20,5 1,128,659 0 120,410
INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 146,883 9,625,342 SH   DFND 19,2,20 9,625,342 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 11,401 775,574 SH   DFND 12,8 775,574 0 0
INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 561 11,144 SH   DFND 20 0 0 11,144
INVESCO LTD SHS G491BT108 348,206 19,977,416 SH   DFND 10,12,13,19,2,20,5,6,8 17,096,088 485,546 2,395,782
INVESCO MORTGAGE CAPITAL INC COM 46131B100 20,117 5,951,716 SH   DFND 13,2,20,5,8 5,118,623 658 832,435
INVESTAR HLDG CORP COM 46134L105 2,942 177,163 SH   DFND 13,2,20 147,745 0 29,418
INVESTORS BANCORP INC NEW COM 46146L101 75,250 7,125,940 SH   DFND 13,2,20,5,8 6,156,577 1,600 967,763
INVESTORS TITLE CO NC COM 461804106 3,667 23,965 SH   DFND 2,20 19,671 0 4,294
INVITAE CORP COM 46185L103 144,093 3,446,374 SH   DFND 13,2,20,5,8 2,954,049 3,200 489,125
AMERANT BANCORP INC CL A 023576101 6,339 417,057 SH   DFND 2,20,5,8 346,795 0 70,262
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 14,571 9,011,000 PRN   DFND 2,5 9,011,000 0 0
INVITATION HOMES INC COM 46187W107 667,710 22,481,805 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,764,281 416,394 3,301,130
IOVANCE BIOTHERAPEUTICS INC COM 462260100 134,424 2,897,079 SH   DFND 13,19,2,20,5,8 2,607,480 2,700 286,899
IPG PHOTONICS CORP COM 44980X109 313,356 1,400,222 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,184,785 37,989 177,448
IQIYI INC NOTE 2.000% 4/0 46267XAD0 28,832 32,524,000 PRN   DFND 2,5 32,524,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 17,201 16,964,000 PRN   DFND 2,5 16,964,000 0 0
IQIYI INC NOTE 4.000%12/1 46267XAE8 18,816 19,000,000 SH   DFND 2 19,000,000 0 0
IQIYI INC SPONSORED ADS 46267X108 76,265 4,362,961 SH   DFND 10,12,13,19,2,20,5,8 3,452,411 117,800 792,750
IQVIA HLDGS INC COM 46266C105 1,493,318 8,334,645 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,354,447 93,708 886,490
IRADIMED CORP COM 46266A109 2,129 93,394 SH   DFND 2,20 77,297 0 16,097
AMERCO COM 023586100 109,917 242,129 SH   DFND 10,11,12,13,19,2,20,5,6,8 181,248 9,183 51,698
IRHYTHM TECHNOLOGIES INC COM 450056106 151,642 639,275 SH   DFND 13,2,20,5,8 523,378 800 115,097
IRIDIUM COMMUNICATIONS INC COM 46269C102 147,034 3,738,934 SH   DFND 2,20,5,8 3,256,850 1,700 480,384
IROBOT CORP COM 462726100 69,085 860,444 SH   DFND 2,20,5,8 749,272 100 111,072
IRON MTN INC NEW COM 46284V101 383,420 12,740,120 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,759,101 246,745 1,734,274
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 86,386 7,584,369 SH   DFND 2,20,5,8 6,932,364 3,300 648,705
ISHARES INC CORE MSCI EMKT 46434G103 381,794 6,153,997 SH   DFND 1,2,20 6,153,997 0 0
ISHARES INC MSCI CDA ETF 464286509 39,565 1,282,928 SH   DFND 2 1,282,928 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 709 25,000 SH   DFND 10 0 0 25,000
ISHARES INC MSCI GBL ETF NEW 46434G848 1,363 37,000 SH   DFND 10 0 0 37,000
ISHARES INC MSCI JPN ETF NEW 46434G822 17,860 264,361 SH   DFND 12 0 0 264,361
AMEREN CORP COM 023608102 961,107 12,312,408 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,879,302 313,681 1,119,425
ISHARES INC MSCI PAC JP ETF 464286665 22,260 465,003 SH   DFND 12 0 0 465,003
ISHARES INC MSCI TAIWAN ETF 46434G772 190,325 3,585,624 SH   DFND 20 0 0 3,585,624
ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 2,565 208,000 SH   DFND 10 0 0 208,000
ISHARES TR 1 3 YR TREAS BD 464287457 170,087 1,969,054 SH   DFND 1,2 1,969,054 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 29,286 220,243 SH   DFND 1,2 220,243 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 134,507 1,121,356 SH   DFND 1,2 1,121,356 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,494 21,626 SH   DFND 1 21,626 0 0
ISHARES TR CORE MSCI PAC 46434V696 3,625 56,266 SH   DFND 12 56,266 0 0
ISHARES TR CORE S&P MCP ETF 464287507 91,810 399,469 SH   DFND 1,2 384,801 14,668 0
ISHARES TR CORE S&P SCP ETF 464287804 251,828 2,740,244 SH   DFND 1,2,20 2,738,563 1,681 0
AMERESCO INC CL A 02361E108 24,708 472,973 SH   DFND 2,20,5,8 379,676 0 93,297
ISHARES TR CORE S&P500 ETF 464287200 19,455 51,825 SH   DFND 1,12 51,825 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,228 18,847 SH   DFND 1,20 2,817 0 16,030
ISHARES TR EAFE SML CP ETF 464288273 62,824 918,847 SH   DFND 1,20,6 918,847 0 0
ISHARES TR EUROPE ETF 464287861 3,754 78,329 SH   DFND 12 78,329 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 12,291 242,339 SH   DFND 1 242,339 0 0
ISHARES TR INTRM GOV CR ETF 464288612 13,676 116,251 SH   DFND 1 27,052 89,199 0
ISHARES TR ISHS 5-10YR INVT 464288638 1,080 17,477 SH   DFND 1 17,477 0 0
ISHARES TR MSCI ACWI ETF 464288257 21,762 239,877 SH   DFND 6 239,877 0 0
ISHARES TR MSCI EAFE ETF 464287465 604,291 8,282,502 SH   DFND 1,2,20,6 8,200,213 0 82,289
ISHARES TR MSCI EMG MKT ETF 464287234 29,253 566,148 SH   DFND 1,6 566,148 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 11,351 779,124 SH   DFND 1,13,20,5,8 519,155 54,800 205,169
ISHARES TR MSCI INDIA ETF 46429B598 155,627 3,869,385 SH   DFND 12,19,2,20,5 1,759,829 0 2,109,556
ISHARES TR MSCI USA MIN VOL 46429B697 514 7,569 SH   DFND 1 7,569 0 0
ISHARES TR RUS 1000 ETF 464287622 2,298 10,850 SH   DFND 1,6 10,150 0 700
ISHARES TR RUS 1000 GRW ETF 464287614 405 1,680 SH   DFND 1 1,680 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,070 7,823 SH   DFND 1 7,823 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 5,874 44,585 SH   DFND 20 0 0 44,585
ISHARES TR RUS MID CAP ETF 464287499 1,886 27,506 SH   DFND 1,20 6,945 0 20,561
ISHARES TR RUSSELL 2000 ETF 464287655 33,789 172,339 SH   DFND 1,20,6 158,320 0 14,019
ISHARES TR RUSSELL 3000 ETF 464287689 22,477 100,547 SH   DFND 1 99,643 0 904
ISHARES TR SELECT DIVID ETF 464287168 2,601 27,039 SH   DFND 1 27,039 0 0
AAON INC COM PAR $0.004 000360206 81,953 1,229,978 SH   DFND 2,20,5,8 1,059,175 800 170,003
AMERICAN AIRLS GROUP INC COM 02376R102 292,713 18,561,369 SH   DFND 10,12,13,19,2,20,5,6,8 17,015,752 3,538 1,542,079
ISHARES TR SHORT TREAS BD 464288679 14,887 134,685 SH   DFND 12 134,685 0 0
ISHARES TR TIPS BD ETF 464287176 211,524 1,657,062 SH   DFND 1,2,20 1,657,062 0 0
ISIS PHARMACEUTICALS INC DEL COM 462222100 221,260 3,913,328 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,403,283 67,702 442,343
ISIS PHARMACEUTICALS INC DEL NOTE 0.125%12/1 462222AB6 4,602 4,475,000 PRN   DFND 2 4,475,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 17,895 16,415,000 PRN   DFND 2,5 16,415,000 0 0
ISORAY INC COM 46489V104 5 10,577 SH   DFND 20 10,577 0 0
ISTAR INC COM 45031U101 36,989 2,490,861 SH   DFND 2,20,5,8 2,167,036 67 323,758
ITAU CORPBANCA SPONSORED ADR 45033E105 365 73,650 SH   DFND 20,5 73,650 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 113,207 18,542,481 SH   DFND 1,10,13,2,20,5,8 15,119,687 2,062,484 1,360,310
ITEOS THERAPEUTICS INC COM 46565G104 6,392 189,002 SH   DFND 2,20,5,8 154,766 0 34,236
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 33,063 25,450,000 PRN   DFND 2,5 25,450,000 0 0
ITERIS INC NEW COM 46564T107 3,765 666,364 SH   DFND 2,20 534,914 0 131,450
ITRON INC COM 465741106 122,492 1,277,293 SH   DFND 19,2,20,5,8 1,106,547 343 170,403
ITT INC COM 45073V108 155,225 2,015,386 SH   DFND 13,19,2,20,5,8 1,815,990 1,092 198,304
ITURAN LOCATION AND CONTROL SHS M6158M104 3,111 163,301 SH   DFND 2,20,5,8 113,495 0 49,806
IVERIC BIO INC COM 46583P102 23,600 3,415,272 SH   DFND 2,20,5,8 3,162,570 0 252,702
J & J SNACK FOODS CORP COM 466032109 74,153 475,589 SH   DFND 19,2,20,5,8 404,183 100 71,306
J ALEXANDERS HLDGS INC COM 46609J106 76 10,415 SH   DFND 20 10,415 0 0
J2 GLOBAL INC COM 48123V102 142,069 1,454,286 SH   DFND 13,2,20,5,8 1,245,546 382 208,358
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 13,877 9,494,000 PRN   DFND 2,5 9,494,000 0 0
JABIL INC COM 466313103 186,863 4,393,668 SH   DFND 12,13,19,2,20,5,8 4,058,283 1,396 333,989
AMERICAN ASSETS TR INC COM 024013104 73,738 2,553,255 SH   DFND 10,19,2,20,5,8 2,231,929 13,975 307,351
JACK IN THE BOX INC COM 466367109 69,515 749,086 SH   DFND 10,2,20,5,8 649,505 5,966 93,615
JACOBS ENGR GROUP INC COM 469814107 923,872 8,478,997 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,611,434 3,315,386 552,177
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 420 14,160 SH   DFND 20 14,160 0 0
JAMES RIV GROUP LTD COM G5005R107 45,544 926,629 SH   DFND 2,20,5,8 805,741 0 120,888
JAMF HLDG CORP COM 47074L105 9,499 317,471 SH   DFND 2,20 299,430 0 18,041
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 103,615 3,187,167 SH   DFND 10,12,13,19,2,20,5,8 2,929,196 66,820 191,151
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 15,106 14,053,000 PRN   DFND 2,5 14,053,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 372,125 2,254,618 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,736,715 114,092 403,811
JBG SMITH PPTYS COM 46590V100 157,476 5,000,427 SH   DFND 10,13,19,2,20,5,8 4,369,700 32,677 598,050
JD.COM INC SPON ADR CL A 47215P106 1,521,115 17,302,581 SH   DFND 1,10,11,12,13,19,2,20,5,8 13,172,702 457,706 3,672,173
AMERICAN AXLE & MFG HLDGS IN COM 024061103 38,473 4,613,129 SH   DFND 12,2,20,5,8 4,124,320 3,329 485,480
JEFFERIES FINL GROUP INC COM 47233W109 123,637 5,025,910 SH   DFND 12,13,2,20,5,8 4,519,548 2,434 503,928
JELD-WEN HLDG INC COM 47580P103 34,168 1,347,300 SH   DFND 2,20,5,8 1,063,713 0 283,587
JETBLUE AWYS CORP COM 477143101 104,849 7,211,098 SH   DFND 13,2,20,5,8 6,788,009 0 423,089
JFROG LTD ORD SHS M6191J100 10,304 163,993 SH   DFND 2,20 154,746 0 9,247
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 31,865 514,706 SH   DFND 1,13,2,20,5 423,402 0 91,304
JOHN BEAN TECHNOLOGIES CORP COM 477839104 111,583 979,916 SH   DFND 13,2,20,5,8 846,938 321 132,657
JOHNSON & JOHNSON COM 478160104 22,661,064 143,989,480 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 93,239,439 33,446,665 17,303,376
JOHNSON CTLS INTL PLC SHS G51502105 1,513,165 32,293,989 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,681,454 682,915 3,929,620
JOHNSON OUTDOORS INC CL A 479167108 12,992 115,351 SH   DFND 2,20,5,8 93,047 0 22,304
JOINT CORP COM 47973J102 6,240 237,612 SH   DFND 2,20,5 195,751 0 41,861
AMERICAN CAMPUS CMNTYS INC COM 024835100 252,985 5,915,017 SH   DFND 10,12,13,19,2,20,5,8 5,170,720 36,656 707,641
JONES LANG LASALLE INC COM 48020Q107 174,470 1,175,913 SH   DFND 13,19,2,20,5,8 1,055,944 452 119,517
JOUNCE THERAPEUTICS INC COM 481116101 2,301 328,706 SH   DFND 2,20 275,374 0 53,332
JPMORGAN CHASE & CO COM 46625H100 17,199,696 135,356,075 SH   DFND 1,10,12,13,19,2,20,5,6,8 113,615,874 2,256,733 19,483,468
JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 5,922 146,755 SH   DFND 2,5 146,755 0 0
JUNIPER NETWORKS INC COM 48203R104 325,582 14,463,888 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,130,948 389,136 1,943,804
KADANT INC COM 48282T104 35,952 255,014 SH   DFND 2,20,5,8 181,692 0 73,322
KADMON HLDGS INC COM 48283N106 40,733 9,815,097 SH   DFND 2,20,5,8 9,112,562 0 702,535
KAISER ALUMINUM CORP COM PAR $0.01 483007704 95,024 960,808 SH   DFND 13,2,20,5,8 894,873 100 65,835
KALA PHARMACEUTICALS INC COM 483119103 4,867 717,778 SH   DFND 2,20,5,8 603,711 0 114,067
KALEIDO BIOSCIENCES INC COM 483347100 1,719 188,943 SH   DFND 2,20 149,279 0 39,664
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 105,107 5,237,029 SH   DFND 12,13,2,20,5,8 4,578,300 1,874 656,855
KALVISTA PHARMACEUTICALS INC COM 483497103 5,083 267,654 SH   DFND 2,20,5 228,002 0 39,652
KAMAN CORP COM 483548103 70,324 1,226,661 SH   DFND 2,20,5,8 1,109,444 0 117,217
KANDI TECHNOLOGIES GROUP INC COM 483709101 6,127 879,543 SH   DFND 1,2 755,943 0 123,600
KANSAS CITY SOUTHERN COM NEW 485170302 844,990 4,130,638 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,523,570 111,431 495,637
KAR AUCTION SVCS INC COM 48238T109 74,896 4,024,505 SH   DFND 13,2,20,5,8 3,495,723 1,500 527,282
KARUNA THERAPEUTICS INC COM 48576A100 78,689 774,579 SH   DFND 2,20,5,8 716,638 0 57,941
KARYOPHARM THERAPEUTICS INC COM 48576U106 82,661 5,339,859 SH   DFND 2,20,5,8 5,070,136 2,800 266,923
KB FINL GROUP INC SPONSORED ADR 48241A105 5,759 145,437 SH   DFND 2,20,5,8 116,715 11,900 16,822
KB HOME COM 48666K109 90,194 2,690,753 SH   DFND 19,2,20,5,8 2,313,278 309 377,166
KBR INC COM 48242W106 136,251 4,391,758 SH   DFND 12,19,2,20,5,8 3,811,095 1,104 579,559
AMERICAN ELEC PWR CO INC COM 025537101 2,020,658 24,266,340 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,618,766 306,147 2,341,427
KBR INC NOTE 2.500%11/0 48242WAB2 13,377 9,750,000 PRN   DFND 2,5 9,750,000 0 0
KE HLDGS INC SPONSORED ADS 482497104 93,533 1,519,879 SH   DFND 10,12,13,19,2,20,5,8 1,162,203 41,200 316,476
KEARNY FINL CORP MD COM 48716P108 17,873 1,692,543 SH   DFND 2,20,5,8 1,349,630 0 342,913
KELLOGG CO COM 487836108 774,134 12,439,882 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,015,372 151,291 2,273,219
KELLY SVCS INC CL A 488152208 24,838 1,207,505 SH   DFND 2,20,5,8 1,073,716 453 133,336
KEMPER CORP COM 488401100 113,190 1,473,250 SH   DFND 13,2,20,5,8 1,337,085 954 135,211
KENNAMETAL INC COM 489170100 91,261 2,518,227 SH   DFND 2,20,5,8 2,160,557 5,460 352,210
KENNEDY-WILSON HOLDINGS INC COM 489398107 59,479 3,284,432 SH   DFND 19,2,20,5,8 2,698,970 2,500 582,962
KEROS THERAPEUTICS INC COM 492327101 30,056 426,091 SH   DFND 2,20,5,8 391,381 0 34,710
KEURIG DR PEPPER INC COM 49271V100 318,547 9,954,607 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,220,900 264,011 1,469,696
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 13,074 265,400 SH   DFND 2 265,400 0 0
KEYCORP COM 493267108 844,870 51,485,081 SH   DFND 10,12,13,19,2,20,5,6,8 46,031,383 833,842 4,619,856
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,118,704 8,469,255 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,136,109 235,085 1,098,061
KEZAR LIFE SCIENCES INC COM 49372L100 2,631 504,107 SH   DFND 2,20,5 413,003 0 91,104
KFORCE INC COM 493732101 18,425 437,758 SH   DFND 10,2,20,5,8 351,808 5,164 80,786
KILROY RLTY CORP COM 49427F108 269,955 4,662,712 SH   DFND 10,13,19,2,20,5,8 4,080,170 31,155 551,387
KIMBALL ELECTRONICS INC COM 49428J109 9,927 620,800 SH   DFND 2,20,5,8 519,697 44 101,059
KIMBALL INTL INC CL B 494274103 9,002 747,697 SH   DFND 2,20,5,8 616,569 59 131,069
KIMBERLY-CLARK CORP COM 494368103 2,307,863 16,981,199 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 14,374,156 501,351 2,105,692
KIMCO RLTY CORP COM 49446R109 318,628 21,227,729 SH   DFND 10,12,13,19,2,20,5,6,8 18,385,149 124,281 2,718,299
KINDER MORGAN INC DEL COM 49456B101 1,589,039 116,242,779 SH   DFND 10,11,12,13,19,2,20,5,6,8 103,969,960 1,443,403 10,829,416
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 21,882 441,000 SH   DFND 2 441,000 0 0
KINDRED BIOSCIENCES INC COM 494577109 3,081 714,811 SH   DFND 2,20,5 601,048 0 113,763
KINGSOFT CLOUD HLDGS LTD ADS 49639K101 34,705 796,895 SH   DFND 10,12,13,19,2,20,5,8 640,995 39,200 116,700
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 27,892 1,578,512 SH   DFND 2,20,5,8 1,506,352 0 72,160
KINSALE CAP GROUP INC COM 49714P108 138,134 690,222 SH   DFND 2,20,5,8 596,546 200 93,476
KINTARA THERAPEUTICS INC COM 49720K101 18 13,700 SH   DFND 20 13,700 0 0
KIRBY CORP COM 497266106 76,020 1,466,721 SH   DFND 13,2,20,5,8 1,385,628 0 81,093
KITE RLTY GROUP TR COM NEW 49803T300 64,457 4,308,600 SH   DFND 10,19,2,20,5,8 3,748,804 47,012 512,784
KKR & CO INC COM 48251W104 394,800 9,750,550 SH   DFND 10,12,13,19,2,20,5,6,8 7,973,410 236,888 1,540,252
KKR REAL ESTATE FIN TR INC COM 48251K100 20,028 1,091,564 SH   DFND 19,2,20,5,8 947,516 11,900 132,148
KLA CORP COM NEW 482480100 1,655,364 6,393,590 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,403,634 223,512 766,444
AMERICAN EQTY INVT LIFE HLD COM 025676206 88,364 3,194,646 SH   DFND 13,2,20,5,8 2,825,139 600 368,907
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 206,635 4,941,048 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,889,500 330,702 720,846
KNOLL INC COM NEW 498904200 16,591 1,130,196 SH   DFND 19,2,20,5,8 926,613 700 202,883
KNOWLES CORP COM 49926D109 52,433 2,844,957 SH   DFND 1,2,20,5,8 2,481,973 528 362,456
KODIAK SCIENCES INC COM 50015M109 165,421 1,126,003 SH   DFND 19,2,20,5,8 999,263 800 125,940
KOHLS CORP COM 500255104 204,073 5,015,317 SH   DFND 1,12,13,19,2,20,5,8 3,648,784 1,410 1,365,123
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 5,627 103,872 SH   DFND 1,2,20 103,850 0 22
KONTOOR BRANDS INC COM 50050N103 69,196 1,706,023 SH   DFND 12,13,2,20,5,8 1,370,186 8,998 326,839
KOPIN CORP COM 500600101 83 34,243 SH   DFND 20 34,243 0 0
KOPPERS HOLDINGS INC COM 50060P106 19,622 629,715 SH   DFND 2,20,5,8 564,457 0 65,258
KOREA ELECTRIC PWR SPONSORED ADR 500631106 7,366 600,359 SH   DFND 2,5 600,359 0 0
111 INC ADS 68247Q102 181 26,084 SH   DFND 2,20,5 26,084 0 0
AAR CORP COM 000361105 53,376 1,473,653 SH   DFND 19,2,20,5,8 1,340,491 786 132,376
AMERICAN EXPRESS CO COM 025816109 3,966,227 32,803,133 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,985,604 416,857 8,400,672
KORN FERRY COM NEW 500643200 74,018 1,697,274 SH   DFND 2,20,5,8 1,461,804 513 234,957
KORNIT DIGITAL LTD SHS M6372Q113 23,492 263,571 SH   DFND 2,20,5,6,8 157,744 600 105,227
KOSMOS ENERGY LTD COM 500688106 27,828 11,841,849 SH   DFND 19,2,20,5 10,532,874 0 1,308,975
KRAFT HEINZ CO COM 500754106 1,034,631 29,850,876 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,315,603 481,664 3,053,609
KRATON CORPORATION COM 50077C106 29,655 1,067,112 SH   DFND 19,2,20,5,8 933,144 600 133,368
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 117,658 4,289,402 SH   DFND 2,20,5,8 3,790,564 500 498,338
KROGER CO COM 501044101 1,308,206 41,190,361 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,848,166 1,206,685 6,135,510
KRONOS BIO INC COM 50107A104 6,709 224,605 SH   DFND 2,20 188,220 0 36,385
KRONOS WORLDWIDE INC COM 50105F105 9,041 606,400 SH   DFND 2,20,5,8 503,205 11,494 91,701
KRYSTAL BIOTECH INC COM 501147102 33,615 560,250 SH   DFND 2,20,5,8 508,129 0 52,121
AMERICAN FIN TR INC COM CLASS A 02607T109 24,672 3,320,625 SH   DFND 10,19,2,20,5,8 2,703,735 28,700 588,190
KULICKE & SOFFA INDS INC COM 501242101 26,968 844,098 SH   DFND 2,20,5,8 787,759 226 56,113
KURA ONCOLOGY INC COM 50127T109 87,438 2,677,220 SH   DFND 2,20,5,8 2,443,655 0 233,565
KURA SUSHI USA INC CL A COM 501270102 804 41,236 SH   DFND 2,20 30,476 0 10,760
KVH INDS INC COM 482738101 3,426 301,829 SH   DFND 2,20,5 243,425 0 58,404
KYMERA THERAPEUTICS INC COM 501575104 9,954 160,545 SH   DFND 2,20,5,8 134,874 0 25,671
L BRANDS INC COM 501797104 310,146 8,339,501 SH   DFND 10,12,13,19,2,20,5,6,8 6,913,424 3,864 1,422,213
L3HARRIS TECHNOLOGIES INC COM 502431109 1,676,714 8,870,563 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 7,854,108 135,185 881,270
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,714 441,651 SH   DFND 2,20,5 371,604 0 70,047
LA Z BOY INC COM 505336107 56,361 1,414,681 SH   DFND 2,20,5,8 1,226,570 169 187,942
LABORATORY CORP AMER HLDGS COM NEW 50540R409 827,532 4,065,498 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,543,886 63,671 457,941
AMERICAN FINL GROUP INC OHIO COM 025932104 240,908 2,749,465 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,180,875 126,281 442,309
LADDER CAP CORP CL A 505743104 20,775 2,081,391 SH   DFND 2,20,5,8 1,668,249 0 413,142
LAIRD SUPERFOOD INC COM STK 50736T102 1,883 39,789 SH   DFND 2,20 35,245 0 4,544
LAKELAND BANCORP INC COM 511637100 13,827 1,088,710 SH   DFND 2,20,5,8 886,861 0 201,849
LAKELAND FINL CORP COM 511656100 30,923 577,130 SH   DFND 2,20,5,8 475,795 0 101,335
LAKELAND INDS INC COM 511795106 2,927 107,400 SH   DFND 2,20 89,500 0 17,900
LAM RESEARCH CORP COM 512807108 2,874,201 6,069,151 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,057,473 249,385 762,293
LAMAR ADVERTISING CO NEW CL A 512816109 170,985 2,054,613 SH   DFND 12,13,2,20,5,8 1,862,528 773 191,312
LAMB WESTON HLDGS INC COM 513272104 471,855 5,992,573 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,226,074 71,785 694,714
LANCASTER COLONY CORP COM 513847103 207,798 1,130,997 SH   DFND 13,19,2,20,5,6,8 1,030,572 300 100,125
LANDEC CORP COM 514766104 5,754 530,293 SH   DFND 2,20,5,8 434,691 1,589 94,013
AMERICAN HOMES 4 RENT CL A 02665T306 263,776 8,778,021 SH   DFND 10,19,2,20,5,8 7,275,579 74,050 1,428,392
LANDMARK BANCORP INC COM 51504L107 1,261 55,186 SH   DFND 2,20 47,626 0 7,560
LANDS END INC NEW COM 51509F105 9,072 420,596 SH   DFND 13,2,20,5,8 362,661 422 57,513
LANDSTAR SYS INC COM 515098101 136,943 1,016,954 SH   DFND 13,19,2,20,5,6,8 925,913 292 90,749
LANNET INC COM 516012101 8,142 1,248,729 SH   DFND 2,20,5 1,132,870 0 115,859
LANTHEUS HLDGS INC COM 516544103 34,659 2,569,222 SH   DFND 2,20,5,8 2,309,837 0 259,385
LAREDO PETROLEUM INC COM 516806205 2,412 122,431 SH   DFND 2,20,5 122,431 0 0
LAS VEGAS SANDS CORP COM 517834107 794,256 13,326,442 SH   DFND 10,12,13,19,2,20,5,6,8 11,489,342 207,562 1,629,538
LATTICE SEMICONDUCTOR CORP COM 518415104 147,105 3,210,504 SH   DFND 19,2,20,5,8 2,657,122 1,881 551,501
LAUDER ESTEE COS INC CL A 518439104 2,537,358 9,532,131 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,280,313 187,588 1,064,230
LAUREATE EDUCATION INC CL A 518613203 30,581 2,100,310 SH   DFND 2,20,5,8 1,691,593 700 408,017
AMERICAN INTL GROUP INC COM NEW 026874784 1,426,312 37,673,326 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,192,181 526,505 3,954,640
LAWSON PRODS INC COM 520776105 4,035 79,266 SH   DFND 2,20,5 64,448 0 14,818
LAZARD LTD SHS A G54050102 48,070 1,136,404 SH   DFND 13,2,20,5 1,016,933 0 119,471
LCI INDS COM 50189K103 96,109 741,128 SH   DFND 13,2,20,5,8 635,772 247 105,109
LCNB CORP COM 50181P100 3,691 251,289 SH   DFND 2,20,5 210,814 0 40,475
LEAR CORP COM NEW 521865204 382,586 2,405,745 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,090,023 81,295 234,427
LEE ENTERPRISES INC COM 523768109 41 32,231 SH   DFND 20 32,231 0 0
LEGACY HOUSING CORP COM 52472M101 1,649 109,137 SH   DFND 2,20 91,534 0 17,603
LEGEND BIOTECH CORP SPONSORED ADS 52490G102 2,314 82,181 SH   DFND 19,2 82,181 0 0
LEGGETT & PLATT INC COM 524660107 482,655 10,798,342 SH   DFND 10,12,13,2,20,5,6,8 10,307,145 10,739 480,458
LEIDOS HOLDINGS INC COM 525327102 563,957 5,364,887 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,640,041 142,591 582,255
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 11,495 119,588 SH   DFND 2,20,5,8 103,166 0 16,422
LEMAITRE VASCULAR INC COM 525558201 26,657 658,190 SH   DFND 2,20,5,8 590,222 0 67,968
LEMONADE INC COM 52567D107 15,083 123,125 SH   DFND 2,20,5,8 114,325 0 8,800
LENDINGCLUB CORP COM NEW 52603A208 18,175 1,721,129 SH   DFND 2,20,5,8 1,449,280 0 271,849
LENDINGTREE INC NEW COM 52603B107 71,507 261,174 SH   DFND 2,20,5,8 235,563 100 25,511
LENNAR CORP CL A 526057104 972,668 12,759,647 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,309,706 208,577 1,241,364
LENNAR CORP CL B 526057302 4,288 70,065 SH   DFND 10,12,13,2,20,5,6,8 49,080 0 20,985
LENNOX INTL INC COM 526107107 334,679 1,218,176 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,069,855 21,660 126,661
LENSAR INC COM 52634L108 1,506 207,740 SH   DFND 2,20,5 175,341 0 32,399
LESLIES INC COM 527064109 10,607 382,226 SH   DFND 2,20 351,550 0 30,676
LEVEL ONE BANCORP INC COM 52730D208 1,649 81,324 SH   DFND 2,20 66,078 0 15,246
AMERICAN NATL BANKSHARES INC COM 027745108 5,600 213,668 SH   DFND 13,2,20,5 167,639 0 46,029
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 3,805 189,495 SH   DFND 19,20,5,8 123,295 0 66,200
LEXICON PHARMACEUTICALS INC COM NEW 528872302 2,492 728,594 SH   DFND 2,20 592,065 0 136,529
LEXINFINTECH HLDGS LTD ADR 528877103 5,362 800,288 SH   DFND 2,20,5 800,288 0 0
LEXINGTON REALTY TRUST COM 529043101 147,458 13,747,025 SH   DFND 10,13,19,2,20,5,8 11,946,368 73,321 1,727,336
LG DISPLAY CO LTD SPONS ADR REP 50186V102 4,493 532,293 SH   DFND 2,5 525,305 0 6,988
LGI HOMES INC COM 50187T106 85,330 806,145 SH   DFND 2,20,5,8 718,380 0 87,765
LHC GROUP INC COM 50187A107 204,912 960,583 SH   DFND 13,19,2,20,5,8 834,367 300 125,916
LI AUTO INC SPONSORED ADS 50202M102 7,903 274,123 SH   DFND 19,2,5,8 274,123 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 76,247 482,538 SH   DFND 10,11,12,13,19,2,20,5,6,8 395,828 11,500 75,210
LIBERTY BROADBAND CORP COM SER C 530307305 522,914 3,301,849 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,710,180 75,733 515,936
AMERICAN OUTDOOR BRANDS INC COM 02875D109 3,973 233,268 SH   DFND 2,20,5 196,300 0 36,968
LIBERTY GLOBAL PLC SHS CL A G5480U104 52,063 2,149,579 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,371,196 97,719 680,664
LIBERTY GLOBAL PLC SHS CL C G5480U120 119,184 5,039,486 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,556,225 243,345 1,239,916
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 11,287 1,014,117 SH   DFND 12,13,2,20,5,8 786,087 0 228,030
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 37,388 3,371,339 SH   DFND 12,13,2,20,5,8 2,695,857 2,596 672,886
LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 9,370 9,784,000 PRN   DFND 2,5 9,784,000 0 0
LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 5,149 207,039 SH   DFND 13,2,20,5,8 158,325 370 48,344
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 86,190 1,995,611 SH   DFND 10,12,13,19,2,20,5,6,8 1,426,877 48,449 520,285
LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 19,093 767,422 SH   DFND 13,19,2,20,5,8 572,314 880 194,228
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 164,995 3,792,108 SH   DFND 10,12,13,19,2,20,5,6,8 3,084,107 121,085 586,916
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 10,117 266,312 SH   DFND 12,13,2,20 231,626 0 34,686
AMERICAN PUBLIC EDUCATION IN COM 02913V103 14,374 471,585 SH   DFND 19,2,20,5,8 404,420 0 67,165
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 160,808 3,774,844 SH   DFND 10,12,13,19,2,20,5,6,8 3,012,409 96,548 665,887
LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 7,068 9,050,000 PRN   DFND 2 9,050,000 0 0
LIBERTY MEDIA CORP DEL DEB 4.000%11/1 530715AG6 7,986 10,407,000 PRN   DFND 2 10,407,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 15,036 11,632,000 PRN   DFND 2,5 11,632,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 35,323 27,702,000 PRN   DFND 2,5 27,702,000 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 20,575 1,995,591 SH   DFND 2,20,5,8 1,721,706 0 273,885
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 5,898 1,359,064 SH   DFND 2,20,5 1,151,033 0 208,031
LIFE STORAGE INC COM 53223X107 251,220 2,104,194 SH   DFND 10,12,13,19,2,20,5,8 1,847,111 12,861 244,222
LIFETIME BRANDS INC COM 53222Q103 3,306 217,487 SH   DFND 2,20 177,455 0 40,032
LIFEVANTAGE CORP COM NEW 53222K205 2,466 264,600 SH   DFND 2,20,5 215,990 0 48,610
AMERICAN RENAL ASSOCS HLDGS COM 029227105 2,887 252,127 SH   DFND 2,20 206,648 0 45,479
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 115,898 1,165,390 SH   DFND 13,2,20,5,8 1,099,841 148 65,401
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 12,169 12,825,000 PRN   DFND 2,5 12,825,000 0 0
LILLY ELI & CO COM 532457108 5,650,886 33,468,880 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 28,575,505 589,466 4,303,909
LIMELIGHT NETWORKS INC COM 53261M104 11,702 2,932,778 SH   DFND 19,2,20,5,8 2,383,970 0 548,808
LIMESTONE BANCORP INC COM 53262L105 920 73,288 SH   DFND 2,20 60,885 0 12,403
LIMONEIRA CO COM 532746104 5,045 301,680 SH   DFND 2,20,5 246,377 0 55,303
LINCOLN EDL SVCS CORP COM 533535100 75 11,584 SH   DFND 20 11,584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 309,896 2,654,200 SH   DFND 13,19,2,20,5,8 2,517,888 695 135,617
LINCOLN NATL CORP IND COM 534187109 448,593 8,916,578 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,768,559 129,399 1,018,620
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9,829 574,100 SH   DFND 2,20,5,8 472,931 0 101,169
ABB LTD SPONSORED ADR 000375204 19,222 687,494 SH   DFND 2,20 687,494 0 0
AMERICAN RIV BANKSHARES COM 029326105 259 19,701 SH   DFND 20 2,233 0 17,468
LINDE PLC SHS G5494J103 5,496,340 20,858,185 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,202,131 165,363 2,490,691
LINDSAY CORP COM 535555106 43,769 340,724 SH   DFND 2,20,5,8 295,093 400 45,231
LINEAGE CELL THERAPEUTICS IN COM 53566P109 102 58,154 SH   DFND 20 58,154 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 9,276 815,865 SH   DFND 13,19,2,20,5,8 629,284 1,200 185,381
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 15,093 1,454,073 SH   DFND 13,19,2,20,5,8 1,206,751 612 246,710
LIPOCINE INC NEW COM 53630X104 17 12,400 SH   DFND 20 12,400 0 0
LIQUIDIA CORPORATION COM NEW 53635D202 1,030 349,099 SH   DFND 2,20 285,291 0 63,808
LIQUIDITY SERVICES INC COM 53635B107 11,926 749,596 SH   DFND 2,20 656,728 0 92,868
LITHIA MTRS INC CL A 536797103 247,668 846,236 SH   DFND 10,12,13,2,20,5,8 737,930 1,980 106,326
LITTELFUSE INC COM 537008104 142,513 559,620 SH   DFND 13,19,2,20,5,8 506,230 349 53,041
AMERICAN RLTY INVS INC COM 029174109 233 21,403 SH   DFND 2,20 12,231 0 9,172
LIVANOVA PLC SHS G5509L101 107,628 1,625,559 SH   DFND 13,2,20,5,8 1,406,299 2,276 216,984
LIVE NATION ENTERTAINMENT IN COM 538034109 479,701 6,528,321 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,794,201 69,705 664,415
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 22,940 17,570,000 PRN   DFND 2,5 17,570,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 37,143 782,627 SH   DFND 19,2,20,5,8 669,053 0 113,574
LIVENT CORP COM 53814L108 82,992 4,405,099 SH   DFND 19,2,20,5,8 3,780,484 1,460 623,155
LIVEPERSON INC COM 538146101 116,937 1,879,106 SH   DFND 2,20,5,8 1,621,841 636 256,629
LIVERAMP HLDGS INC COM 53815P108 146,083 1,995,940 SH   DFND 13,19,2,20,5,8 1,736,017 665 259,258
LIVEXLIVE MEDIA INC COM NEW 53839L208 1,939 591,081 SH   DFND 2,20 480,473 0 110,608
LKQ CORP COM 501889208 408,275 11,585,557 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,855,146 203,860 1,526,551
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 42 21,454 SH   DFND 20 21,454 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 20,634 881,047 SH   DFND 2,20 801,818 0 79,229
LOCKHEED MARTIN CORP COM 539830109 14,724,195 41,478,942 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,028,469 30,589,899 860,574
LOEWS CORP COM 540424108 480,169 10,665,693 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,176,503 158,612 1,330,578
LOGICBIO THERAPEUTICS INC COM 54142F102 1,639 214,758 SH   DFND 2,20 172,785 0 41,973
LOGITECH INTL S A SHS H50430232 4,733 48,697 SH   DFND 2,20 48,697 0 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 1,311 213,217 SH   DFND 2,20,5 177,588 0 35,629
LORAL SPACE & COM INC COM 543881106 5,575 265,585 SH   DFND 2,20,5,8 216,562 562 48,461
LORDSTOWN MOTORS CORP COM CL A 54405Q100 1,308 65,200 SH   DFND 20 65,200 0 0
LOUISIANA PAC CORP COM 546347105 126,420 3,401,130 SH   DFND 13,19,2,20,5,8 2,949,731 1,353 450,046
LOVESAC COMPANY COM 54738L109 7,197 167,029 SH   DFND 2,20,5,8 137,145 0 29,884
LOWES COS INC COM 548661107 5,124,780 31,928,107 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 27,741,855 543,370 3,642,882
AMERICAN TOWER CORP NEW COM 03027X100 3,897,055 17,269,884 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,929,708 222,632 2,117,544
LPL FINL HLDGS INC COM 50212V100 107,972 1,036,000 SH   DFND 13,19,2,20,5,8 850,927 6,300 178,773
LSB INDS INC COM 502160104 59 17,289 SH   DFND 20 17,289 0 0
LSI INDS INC COM 50216C108 3,625 423,489 SH   DFND 2,20 350,388 0 73,101
LTC PPTYS INC COM 502175102 99,410 2,554,872 SH   DFND 10,19,2,20,5,8 2,304,628 10,627 239,617
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 29,330 2,065,500 SH   DFND 10,12,13,19,2,20,5,8 1,662,800 84,700 318,000
LULULEMON ATHLETICA INC COM 550021109 974,200 2,799,183 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,090,034 196,554 512,595
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 24,934 811,119 SH   DFND 2,20,5,8 719,161 0 91,958
LUMEN TECHNOLOGIES INC COM 156700106 590,505 60,564,601 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 44,135,848 724,315 15,704,438
LUMENT FINANCE TRUST INC COM 55025L108 178 52,285 SH   DFND 20 2,209 0 50,076
LUMENTUM HLDGS INC COM 55024U109 166,778 1,759,265 SH   DFND 13,19,2,20,5,8 1,585,243 671 173,351
AMERICAN VANGUARD CORP COM 030371108 13,338 858,267 SH   DFND 2,20,5,8 744,234 953 113,080
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 15,360 9,288,000 PRN   DFND 2,5 9,288,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 34,717 28,421,000 PRN   DFND 2 28,421,000 0 0
LUMINEX CORP DEL COM 55027E102 36,436 1,569,181 SH   DFND 2,20,5,6,8 1,399,088 0 170,093
LUNA INNOVATIONS COM 550351100 4,748 480,615 SH   DFND 2,20 399,115 0 81,500
LUTHER BURBANK CORP COM 550550107 3,839 391,712 SH   DFND 2,20,5 305,367 0 86,345
LUXFER HOLDINGS PLC SHS G5698W116 10,518 640,588 SH   DFND 2,20,5,8 526,373 0 114,215
LYDALL INC DEL COM 550819106 14,641 487,561 SH   DFND 2,20,5 428,193 0 59,368
LYFT INC CL A COM 55087P104 182,179 3,708,102 SH   DFND 12,13,19,2,20,5 3,483,374 0 224,728
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,049,884 11,454,117 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,838,153 405,726 1,210,238
LYRA THERAPEUTICS INC COM 55234L105 885 77,646 SH   DFND 2,20 69,073 0 8,573
AMERICAN WELL CORP CL A 03044L105 9,621 379,826 SH   DFND 2,20 349,575 0 30,251
M & T BK CORP COM 55261F104 882,476 6,932,252 SH   DFND 10,12,13,19,2,20,5,6,8 6,229,496 98,065 604,691
M D C HLDGS INC COM 552676108 95,444 1,963,867 SH   DFND 2,20,5,8 1,743,710 0 220,157
M/I HOMES INC COM 55305B101 47,336 1,068,781 SH   DFND 2,20,5,8 956,179 0 112,602
MACATAWA BK CORP COM 554225102 4,879 582,856 SH   DFND 13,2,20,5 475,083 0 107,773
MACERICH CO COM 554382101 77,668 7,279,117 SH   DFND 10,12,13,19,2,20,5,8 6,192,079 39,267 1,047,771
MACK CALI RLTY CORP COM 554489104 54,551 4,378,053 SH   DFND 10,13,19,2,20,5,8 3,821,502 23,228 533,323
MACKINAC FINL CORP COM 554571109 2,181 169,090 SH   DFND 2,20 129,884 0 39,206
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 77,039 1,399,698 SH   DFND 2,20,5,8 1,209,635 527 189,536
MACQUARIE INFRASTRUCTURE COR COM 55608B105 64,064 1,706,104 SH   DFND 12,13,19,2,20,5,8 1,535,670 600 169,834
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 9,982 9,975,000 PRN   DFND 2,5 9,975,000 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 47,879 510,170 SH   DFND 2,20,5,8 445,139 261 64,770
MACROGENICS INC COM 556099109 58,919 2,577,363 SH   DFND 19,2,20,5,8 2,363,407 0 213,956
MACYS INC COM 55616P104 169,185 15,038,623 SH   DFND 12,13,19,2,20,5,8 10,021,405 2,513 5,014,705
MADDEN STEVEN LTD COM 556269108 88,636 2,509,506 SH   DFND 2,20,5,8 2,178,232 430 330,844
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 24,468 232,939 SH   DFND 13,2,20,5,6,8 193,979 216 38,744
MADISON SQUARE GRDN SPRT COR CL A 55825T103 44,312 240,695 SH   DFND 13,19,2,20,5,8 188,135 216 52,344
MADRIGAL PHARMACEUTICALS INC COM 558868105 71,528 643,415 SH   DFND 2,20,5,8 606,944 0 36,471
MAGELLAN HEALTH INC COM NEW 559079207 77,633 937,142 SH   DFND 12,19,2,20,5,8 731,538 98 205,506
MAGENTA THERAPEUTICS INC COM 55910K108 2,826 360,462 SH   DFND 2,20,5 304,000 0 56,462
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 914 58,427 SH   DFND 2 58,427 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3,800 281,063 SH   DFND 2,20,5,8 277,563 0 3,500
AMERICAN WTR WKS CO INC NEW COM 030420103 1,439,420 9,379,162 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,233,287 115,323 1,030,552
MAGNITE INC COM 55955D100 78,207 2,546,636 SH   DFND 2,20,5,8 2,099,973 0 446,663
MAGNOLIA OIL & GAS CORP CL A 559663109 26,843 3,802,065 SH   DFND 2,20,5 3,373,715 0 428,350
MAGYAR BANCORP INC COM 55977T109 313 32,481 SH   DFND 20 0 0 32,481
MAIDEN HOLDINGS LTD SHS G5753U112 132 53,087 SH   DFND 20 53,087 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 1,994 117,907 SH   DFND 2,20 95,478 0 22,429
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2,689 91,049 SH   DFND 2,20 91,049 0 0
MALIBU BOATS INC COM CL A 56117J100 24,753 396,428 SH   DFND 2,20,5,8 320,020 0 76,408
MALVERN BANCORP INC COM 561409103 728 46,965 SH   DFND 20 2,000 0 44,965
MANCHESTER UTD PLC NEW ORD CL A G5784H106 373 22,136 SH   DFND 2 22,136 0 0
MANHATTAN ASSOCS INC COM 562750109 160,647 1,527,354 SH   DFND 13,19,2,20,5,8 1,379,815 700 146,839
AMERICAS CAR-MART INC COM 03062T105 23,361 212,678 SH   DFND 2,20,5,8 186,630 0 26,048
MANITOWOC CO INC COM NEW 563571405 10,790 810,634 SH   DFND 2,20,5,8 674,353 1,196 135,085
MANNKIND CORP COM NEW 56400P706 27,692 8,847,183 SH   DFND 2,20,5 8,226,646 0 620,537
MANPOWERGROUP INC COM 56418H100 163,478 1,812,798 SH   DFND 12,13,19,2,20,5,8 1,672,194 6,532 134,072
MANTECH INTL CORP CL A 564563104 80,015 899,653 SH   DFND 2,20,5,8 791,258 407 107,988
MARATHON OIL CORP COM 565849106 354,451 53,141,151 SH   DFND 1,10,12,13,2,20,5,6,8 47,702,228 9,667 5,429,256
MARATHON PATENT GROUP INC COM 56585W401 349 33,400 SH   DFND 20 33,400 0 0
MARATHON PETE CORP COM 56585A102 1,602,923 38,755,401 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 35,216,996 383,313 3,155,092
MARCHEX INC CL B 56624R108 25 12,614 SH   DFND 20 12,614 0 0
MARCUS & MILLICHAP INC COM 566324109 26,459 710,703 SH   DFND 2,20,5,8 617,873 0 92,830
MARCUS CORP DEL COM 566330106 10,128 751,317 SH   DFND 2,20,5 677,041 0 74,276
AMERICOLD RLTY TR COM 03064D108 246,259 6,560,224 SH   DFND 10,19,2,20,5,8 5,499,392 54,800 1,006,032
MARINE PRODS CORP COM 568427108 2,197 151,128 SH   DFND 2,20,5 127,052 0 24,076
MARINEMAX INC COM 567908108 29,025 828,583 SH   DFND 2,20,5,8 741,016 0 87,567
MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 7,599 622,907 SH   DFND 2,20,5 546,873 0 76,034
MARKEL CORP COM 570535104 318,207 307,952 SH   DFND 10,11,12,13,19,2,20,5,6,8 248,013 7,983 51,956
MARKER THERAPEUTICS INC COM 57055L107 784 540,604 SH   DFND 2,20 438,428 0 102,176
MARKETAXESS HLDGS INC COM 57060D108 969,797 1,699,728 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,428,387 54,764 216,577
MARLIN BUSINESS SVCS CORP COM 571157106 1,915 156,448 SH   DFND 2,20 123,433 0 33,015
MARRIOTT INTL INC NEW CL A 571903202 1,399,071 10,605,449 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,219,516 136,380 1,249,553
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 171,107 1,246,951 SH   DFND 1,13,2,20,5,8 1,074,490 515 171,946
MARRONE BIO INNOVATIONS INC COM 57165B106 1,222 977,871 SH   DFND 2,20 778,554 0 199,317
ABBOTT LABS COM 002824100 7,810,049 71,331,163 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 61,820,579 1,214,470 8,296,114
AMERIPRISE FINL INC COM 03076C106 1,029,657 5,298,495 SH   DFND 1,10,12,13,19,2,20,5,6,8 4,475,899 177,681 644,915
MARSH & MCLENNAN COS INC COM 571748102 2,612,085 22,325,512 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,912,547 480,313 2,932,652
MARTEN TRANS LTD COM 573075108 36,404 2,112,834 SH   DFND 2,20,5,8 1,864,264 0 248,570
MARTIN MARIETTA MATLS INC COM 573284106 944,226 3,325,090 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,889,670 37,394 398,026
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 676,655 14,215,491 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,682,467 405,300 2,127,724
MASCO CORP COM 574599106 671,747 12,229,155 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,454,984 385,726 1,388,445
MASIMO CORP COM 574795100 447,403 1,667,049 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,448,608 53,052 165,389
MASONITE INTL CORP COM 575385109 47,805 486,116 SH   DFND 2,20,5,8 387,984 200 97,932
MASTEC INC COM 576323109 116,576 1,709,826 SH   DFND 13,2,20,5,8 1,467,367 487 241,972
MASTECH DIGITAL INC COM 57633B100 895 56,294 SH   DFND 2,20 48,613 0 7,681
MASTERCARD INCORPORATED CL A 57636Q104 12,412,042 34,773,470 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,704,944 916,819 4,151,707
AMERIS BANCORP COM 03076K108 102,437 2,680,173 SH   DFND 2,20,5,8 2,363,287 1,400 315,486
MASTERCRAFT BOAT HLDGS INC COM 57637H103 8,086 325,529 SH   DFND 2,20,5 268,750 0 56,779
MATADOR RES CO COM 576485205 65,972 5,470,321 SH   DFND 2,20,5 5,098,200 2,200 369,921
MATCH GROUP INC NEW COM 57667L107 710,170 4,697,201 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,804,463 146,936 745,802
MATERIALISE NV SPONSORED ADS 57667T100 4,399 81,140 SH   DFND 2,5 81,140 0 0
MATERION CORP COM 576690101 69,836 1,095,975 SH   DFND 2,20,5,8 1,010,705 87 85,183
MATINAS BIOPHARMA HLDGS INC COM 576810105 172 126,700 SH   DFND 20 126,700 0 0
MATRIX SVC CO COM 576853105 8,867 804,642 SH   DFND 2,20,5 711,762 0 92,880
MATSON INC COM 57686G105 78,464 1,377,280 SH   DFND 2,20,5,8 1,232,872 0 144,408
MATTEL INC COM 577081102 139,093 7,970,974 SH   DFND 12,13,19,2,20,5,8 7,220,267 3,270 747,437
MATTHEWS INTL CORP CL A 577128101 29,051 988,118 SH   DFND 2,20,5,8 856,649 71 131,398
AMERISAFE INC COM 03071H100 35,681 621,292 SH   DFND 2,20,5,8 542,591 500 78,201
MAUI LD & PINEAPPLE INC COM 577345101 1,156 100,222 SH   DFND 2,20 83,292 0 16,930
MAXAR TECHNOLOGIES INC COM 57778K105 100,556 2,605,750 SH   DFND 13,19,2,20,5,8 2,357,857 250 247,643
MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 18,855 664,623 SH   DFND 2,20,5 636,539 0 28,084
MAXIM INTEGRATED PRODS INC COM 57772K101 1,306,109 14,733,322 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 12,525,060 408,305 1,799,957
MAXIMUS INC COM 577933104 189,185 2,584,846 SH   DFND 13,19,2,20,5,8 2,288,078 510 296,258
MAXLINEAR INC COM 57776J100 98,752 2,585,811 SH   DFND 2,20,5,8 2,305,185 500 280,126
MAYVILLE ENGINEERING CO INC COM 578605107 1,225 91,300 SH   DFND 2,20 73,182 0 18,118
MBIA INC COM 55262C100 7,745 1,177,099 SH   DFND 2,20,5,8 934,605 0 242,494
MCAFEE CORP COM CL A 579063108 5,381 320,774 SH   DFND 2,20 294,573 0 26,201
MCCORMICK & CO INC COM NON VTG 579780206 1,183,121 12,332,394 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,414,829 150,384 1,767,181
AMERISOURCEBERGEN CORP COM 03073E105 672,413 6,878,199 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,750,530 134,947 992,722
MCDONALDS CORP COM 580135101 7,737,161 36,057,231 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 26,632,690 532,580 8,891,961
MCEWEN MNG INC COM 58039P107 727 737,693 SH   DFND 2,20,5,8 557,494 0 180,199
MCGRATH RENTCORP COM 580589109 34,111 508,357 SH   DFND 2,20,5,8 411,231 167 96,959
MCKESSON CORP COM 58155Q103 1,282,557 7,356,569 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,245,330 174,816 936,423
MDU RES GROUP INC COM 552690109 363,676 13,699,907 SH   DFND 13,2,20,5,8 13,226,857 1,690 471,360
MECHEL PAO SPONSORED ADR NE 583840608 2,125 1,036,668 SH   DFND 2,20,5 913,651 4,600 118,417
MEDALLIA INC COM 584021109 36,418 1,096,261 SH   DFND 19,2,20,5,8 907,842 800 187,619
MEDIAALPHA INC CL A 58450V104 6,323 161,840 SH   DFND 2,20 138,294 0 23,546
MEDICAL PPTYS TRUST INC COM 58463J304 490,755 22,253,061 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,095,990 446,781 2,710,290
MEDICINOVA INC COM NEW 58468P206 3,909 743,089 SH   DFND 2,20,5 614,984 0 128,105
AMES NATL CORP COM 031001100 4,141 172,407 SH   DFND 2,20,5 145,728 0 26,679
MEDIFAST INC COM 58470H101 68,697 347,893 SH   DFND 2,20,5,8 299,488 4,318 44,087
MEDNAX INC COM 58502B106 77,680 3,165,441 SH   DFND 12,13,2,20,5,8 2,456,777 892 707,772
MEDPACE HLDGS INC COM 58506Q109 120,005 862,103 SH   DFND 2,20,5,8 748,734 400 112,969
MEDTRONIC PLC SHS G5960L103 6,584,303 55,934,696 SH   DFND 10,11,12,13,19,2,20,5,6,8 48,611,986 902,063 6,420,647
MEI PHARMA INC COM NEW 55279B202 4,805 1,820,218 SH   DFND 2,20,5 1,503,780 0 316,438
MEIRAGTX HLDGS PLC COM G59665102 5,681 375,229 SH   DFND 19,2,20,5,8 306,728 0 68,501
MELCO RESORTS AND ENTMNT LTD ADR 585464100 93,224 5,025,592 SH   DFND 1,10,12,13,19,2,20,5,6,8 2,783,332 325,108 1,917,152
MERCADOLIBRE INC COM 58733R102 995,146 591,431 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 348,281 22,322 220,828
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 90,230 23,766,000 PRN   DFND 2,5 23,766,000 0 0
MERCANTILE BANK CORP COM 587376104 9,061 333,500 SH   DFND 2,20,5,8 276,097 0 57,403
AMETEK INC COM 031100100 1,127,877 9,325,922 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,160,975 185,087 979,860
MERCER INTL INC COM 588056101 5,948 580,318 SH   DFND 2,20,5,8 547,317 0 33,001
MERCHANTS BANCORP IND COM 58844R108 5,390 194,521 SH   DFND 19,2,20,5 156,080 0 38,441
MERCK & CO. INC COM 58933Y105 9,411,944 114,152,445 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 93,839,232 2,664,343 17,648,870
MERCURY GENL CORP NEW COM 589400100 57,996 1,110,831 SH   DFND 12,2,20,5,8 1,051,202 2,734 56,895
MERCURY SYS INC COM 589378108 168,502 1,913,490 SH   DFND 13,19,2,20,5,8 1,777,983 399 135,108
MEREDITH CORP COM 589433101 27,618 1,438,454 SH   DFND 2,20,5,8 1,277,270 1,362 159,822
MERIDIAN BANCORP INC MD COM 58958U103 15,801 1,054,191 SH   DFND 2,20,5,8 837,539 0 216,652
MERIDIAN BIOSCIENCE INC COM 589584101 36,659 1,961,405 SH   DFND 2,20,5,8 1,785,774 500 175,131
MERIDIAN CORPORATION COM 58958P104 1,571 75,517 SH   DFND 2,20 65,067 0 10,450
MERIT MED SYS INC COM 589889104 106,087 1,911,134 SH   DFND 19,2,20,5,8 1,484,125 372 426,637
AMGEN INC COM 031162100 6,919,014 30,093,136 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,225,260 619,614 8,248,262
MERITAGE HOMES CORP COM 59001A102 97,399 1,176,028 SH   DFND 10,12,2,20,5,8 1,008,411 6,580 161,037
MERITOR INC COM 59001K100 68,581 2,457,217 SH   DFND 2,20,5,8 2,170,111 303 286,803
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 77 11,185 SH   DFND 20 11,185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 83,951 3,154,884 SH   DFND 13,19,2,20,5,8 2,942,920 100 211,864
MERUS N V COM N5749R100 458 26,137 SH   DFND 19,2,20,5,8 22,437 0 3,700
MESA AIR GROUP INC COM NEW 590479135 5,653 845,054 SH   DFND 2,20 747,849 0 97,205
MESA LABS INC COM 59064R109 50,125 174,871 SH   DFND 2,20,5,8 155,452 0 19,419
MESOBLAST LTD SPONS ADR 590717104 469 55,000 SH   DFND 1 0 0 55,000
META FINL GROUP INC COM 59100U108 37,403 1,021,686 SH   DFND 2,20,5,8 882,165 0 139,521
METACRINE INC COM 59101E103 580 73,803 SH   DFND 2,20 64,200 0 9,603
AMICUS THERAPEUTICS INC COM 03152W109 182,628 7,909,391 SH   DFND 13,19,2,20,5,8 6,860,196 3,500 1,045,695
METHODE ELECTRS INC COM 591520200 45,521 1,189,156 SH   DFND 2,20,5,8 1,032,713 108 156,335
METLIFE INC COM 59156R108 1,678,413 35,748,956 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,657,860 929,656 4,161,440
METROCITY BANKSHARES INC COM 59165J105 4,307 298,686 SH   DFND 2,20,5 245,772 0 52,914
METROPOLITAN BK HLDG CORP COM 591774104 4,485 123,652 SH   DFND 2,20,5 102,394 0 21,258
METTLER TOLEDO INTERNATIONAL COM 592688105 1,141,867 1,001,919 SH   DFND 10,11,12,13,19,2,20,5,6,8 851,472 27,494 122,953
MFA FINL INC COM 55272X102 51,344 12,948,028 SH   DFND 12,13,2,20,5,8 10,872,175 3,263 2,072,590
MGE ENERGY INC COM 55277P104 56,192 802,404 SH   DFND 2,20,5,8 638,829 548 163,027
MGIC INVT CORP WIS COM 552848103 151,904 12,103,942 SH   DFND 1,10,12,13,2,20,5,8 11,293,033 40,092 770,817
MGM GROWTH PPTYS LLC CL A COM 55303A105 15,591 490,524 SH   DFND 20,5,8 292,981 1,800 195,743
MGM RESORTS INTERNATIONAL COM 552953101 531,981 16,882,918 SH   DFND 10,12,13,19,2,20,5,6,8 14,456,201 296,716 2,130,001
AMKOR TECHNOLOGY INC COM 031652100 31,643 2,092,863 SH   DFND 2,20,5,8 1,688,024 432 404,407
MGP INGREDIENTS INC NEW COM 55303J106 19,852 421,851 SH   DFND 2,20,5,8 364,047 0 57,804
MICHAELS COS INC COM 59408Q106 38,489 2,958,430 SH   DFND 12,2,20,5,8 2,647,209 600 310,621
MICRO FOCUS INTL PLC SPON ADR NEW 594837403 387 67,851 SH   DFND 2,20 20,460 568 46,823
MICROCHIP TECHNOLOGY INC. COM 595017104 1,371,620 9,931,361 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,640,571 156,075 1,134,715
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 29,432 14,545,000 PRN   DFND 2,5 14,545,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 17,366 8,535,000 PRN   DFND 2,5 8,535,000 0 0
MICRON TECHNOLOGY INC COM 595112103 3,477,015 46,249,199 SH   DFND 10,11,12,13,19,2,20,5,6,8 39,663,595 1,186,459 5,399,145
MICROSOFT CORP COM 594918104 66,531,687 299,126,371 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 251,863,305 6,501,762 40,761,304
MICROSTRATEGY INC CL A NEW 594972408 91,338 235,074 SH   DFND 2,20,5,6,8 204,420 0 30,654
MICROVISION INC DEL COM NEW 594960304 9,635 1,790,914 SH   DFND 2,20 1,790,914 0 0
AMN HEALTHCARE SVCS INC COM 001744101 102,118 1,496,235 SH   DFND 13,19,2,20,5,8 1,283,536 705 211,994
MID PENN BANCORP INC COM 59540G107 2,619 119,582 SH   DFND 2,20 94,854 0 24,728
MID-AMER APT CMNTYS INC COM 59522J103 833,093 6,575,838 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,645,124 97,780 832,934
MIDDLEBY CORP COM 596278101 161,151 1,250,010 SH   DFND 13,19,2,20,5,8 1,133,211 479 116,320
MIDDLEFIELD BANC CORP COM NEW 596304204 2,153 95,677 SH   DFND 2,20 81,977 0 13,700
MIDDLESEX WTR CO COM 596680108 25,740 355,186 SH   DFND 19,2,20,5,8 286,006 200 68,980
MIDLAND STS BANCORP INC ILL COM 597742105 9,374 524,571 SH   DFND 2,20,5,8 407,598 0 116,973
MIDWESTONE FINL GROUP INC NE COM 598511103 7,209 294,232 SH   DFND 2,20,5,8 234,530 0 59,702
MILESTONE PHARMACEUTICALS IN COM 59935V107 114 17,016 SH   DFND 2 17,016 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 1,150 542,233 SH   DFND 2,20 475,078 0 67,155
MILLER HERMAN INC COM 600544100 61,651 1,814,595 SH   DFND 19,2,20,5,8 1,563,154 347 251,094
ABBVIE INC COM 00287Y109 8,375,065 78,162,064 SH   DFND 10,11,12,13,19,2,20,5,6,8 67,292,015 2,154,331 8,715,718
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 12,043 2,635,270 SH   DFND 2,20,5,8 2,228,947 2,533 403,790
MILLER INDS INC TENN COM NEW 600551204 9,174 241,297 SH   DFND 2,20,5 206,748 0 34,549
MIMECAST LTD ORD SHS G14838109 71,767 1,262,619 SH   DFND 19,2,20,5,8 1,020,227 1,100 241,292
MIMEDX GROUP INC COM 602496101 536 59,000 SH   DFND 20 59,000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 63,468 1,021,692 SH   DFND 2,20,5,8 883,846 914 136,932
MINERVA NEUROSCIENCES INC COM 603380106 1,395 596,041 SH   DFND 2,20,5 493,556 0 102,485
MIRATI THERAPEUTICS INC COM 60468T105 236,340 1,076,033 SH   DFND 13,19,2,20,5,8 913,751 300 161,982
MIRUM PHARMACEUTICALS INC COM 604749101 1,659 95,018 SH   DFND 2,20 76,912 0 18,106
MISONIX INC COM 604871103 2,420 193,618 SH   DFND 2,20,5 161,356 0 32,262
MISSION PRODUCE INC COM 60510V108 1,298 86,252 SH   DFND 2,20 75,664 0 10,588
MISTRAS GROUP INC COM 60649T107 2,494 321,393 SH   DFND 2,20 266,486 0 54,907
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 25,804 1,283,164 SH   DFND 19,2,20,5,8 1,074,629 0 208,535
MITEK SYS INC COM NEW 606710200 20,806 1,170,194 SH   DFND 2,20,5,8 1,011,960 0 158,234
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 113 25,470 SH   DFND 20 25,470 0 0
MIZUHO FINANCIAL GROUP INC. SPONSORED ADR 60687Y109 33 13,100 SH   DFND 20 13,100 0 0
MKS INSTRS INC COM 55306N104 192,136 1,277,073 SH   DFND 13,19,2,20,5,8 1,140,132 601 136,340
MMA CAPITAL HOLDINGS INC COM 55315D105 2,139 86,961 SH   DFND 2,20 70,723 0 16,238
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 100,660 11,246,954 SH   DFND 10,12,13,19,2,20,5,8 7,463,803 308,393 3,474,758
MODEL N INC COM 607525102 25,423 712,522 SH   DFND 2,20,5,8 580,163 0 132,359
MODERNA INC COM 60770K107 629,399 6,024,687 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,937,434 142,559 944,694
MODINE MFG CO COM 607828100 15,845 1,261,528 SH   DFND 2,20,5 1,098,118 0 163,410
MOELIS & CO CL A 60786M105 50,469 1,079,319 SH   DFND 2,20,5,8 855,416 600 223,303
AMPHENOL CORP NEW CL A 032095101 1,678,777 12,809,254 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,999,243 285,059 1,524,952
MOHAWK INDS INC COM 608190104 390,014 2,767,035 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,414,425 61,804 290,806
MOLECULAR TEMPLATES INC COM 608550109 4,309 458,891 SH   DFND 2,20,5,8 388,133 0 70,758
MOLINA HEALTHCARE INC COM 60855R100 412,766 1,940,783 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,619,342 103,167 218,274
MOLSON COORS BEVERAGE CO CL B 60871R209 401,331 8,880,964 SH   DFND 10,12,13,19,2,20,5,6,8 7,669,683 114,391 1,096,890
MOMO INC ADR 60879B107 49,596 3,555,068 SH   DFND 1,10,12,13,19,2,20,5,8 2,771,296 104,200 679,572
MOMO INC NOTE 1.250% 7/0 60879BAB3 16,157 19,122,000 PRN   DFND 2,5 19,122,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 26,115 426,573 SH   DFND 2,20,5,8 357,616 0 68,957
MONDELEZ INTL INC CL A 609207105 3,798,191 64,612,846 SH   DFND 10,11,12,13,19,2,20,5,6,8 56,436,590 1,064,142 7,112,114
MONEYGRAM INTL INC COM NEW 60935Y208 5,629 1,029,949 SH   DFND 2,20,5 874,847 0 155,102
MONGODB INC CL A 60937P106 342,946 955,176 SH   DFND 10,11,12,13,19,2,20,5,6,8 756,509 23,375 175,292
AMPIO PHARMACEUTICALS INC COM 03209T109 89 56,138 SH   DFND 20 56,138 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 64,379 3,717,014 SH   DFND 10,19,2,20,5,8 3,116,528 24,305 576,181
MONOLITHIC PWR SYS INC COM 609839105 516,178 1,407,529 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,212,593 53,558 141,378
MONRO INC COM 610236101 64,356 1,207,432 SH   DFND 2,20,5,8 1,069,900 329 137,203
MONSTER BEVERAGE CORP NEW COM 61174X109 1,532,113 16,566,970 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,036,171 570,664 1,960,135
MONTROSE ENVIRONMENTAL GROUP COM 615111101 5,926 191,393 SH   DFND 2,20,5,8 155,328 0 36,065
MOODYS CORP COM 615369105 1,996,045 6,877,223 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,903,920 121,360 851,943
MOOG INC CL A 615394202 97,562 1,230,285 SH   DFND 13,2,20,5,8 1,108,853 288 121,144
MORGAN STANLEY COM NEW 617446448 8,265,952 120,618,007 SH   DFND 10,12,13,19,2,20,5,6,8 51,539,514 61,648,909 7,429,584
MORNINGSTAR INC COM 617700109 66,078 284,959 SH   DFND 19,2,20,5,8 232,761 126 52,072
MORPHIC HLDG INC COM 61775R105 8,167 243,432 SH   DFND 2,20,5,8 202,516 0 40,916
AMPLIFY ENERGY CORP NEW COM 03212B103 258 196,675 SH   DFND 2,20 196,675 0 0
MOSAIC CO NEW COM 61945C103 397,932 17,293,851 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,162,715 176,755 2,954,381
MOTORCAR PTS AMER INC COM 620071100 10,862 553,607 SH   DFND 2,20,5 495,449 0 58,158
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,244,033 7,285,142 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,991,692 130,988 1,162,462
MOVADO GROUP INC COM 624580106 10,133 609,686 SH   DFND 2,20,5 558,004 0 51,682
MR COOPER GROUP INC COM 62482R107 68,928 2,221,319 SH   DFND 2,20,5,8 1,912,352 0 308,967
MRC GLOBAL INC COM 55345K103 10,779 1,625,723 SH   DFND 2,20,5,8 1,279,439 200 346,084
MSA SAFETY INC COM 553498106 203,807 1,364,259 SH   DFND 13,19,2,20,5,6,8 1,281,283 326 82,650
MSC INDL DIRECT INC CL A 553530106 93,039 1,102,493 SH   DFND 13,19,2,20,5,8 998,441 748 103,304
MSCI INC COM 55354G100 1,577,672 3,533,182 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,103,367 74,025 355,790
MSG NETWORK INC CL A 553573106 11,132 755,210 SH   DFND 2,20,5,8 608,372 1,848 144,990
AMYRIS INC COM NEW 03236M200 11,759 1,904,245 SH   DFND 2,20,5,8 1,559,127 0 345,118
MTS SYS CORP COM 553777103 39,176 673,596 SH   DFND 19,2,20,5,8 596,034 561 77,001
MUELLER INDS INC COM 624756102 62,642 1,784,174 SH   DFND 2,20,5,8 1,554,959 218 228,997
MUELLER WTR PRODS INC COM SER A 624758108 41,494 3,351,671 SH   DFND 2,20,5,8 2,714,378 2,315 634,978
MULTIPLAN CORPORATION COM 62548M100 1,348 168,700 SH   DFND 20 168,700 0 0
MURPHY OIL CORP COM 626717102 85,321 7,051,325 SH   DFND 12,13,2,20,5,8 6,820,045 1,579 229,701
MURPHY USA INC COM 626755102 119,627 914,093 SH   DFND 12,2,20,5,8 801,052 269 112,772
MUSTANG BIO INC COM 62818Q104 2,461 650,181 SH   DFND 2,20 534,801 0 115,380
MVB FINL CORP COM 553810102 3,448 152,031 SH   DFND 2,20 120,806 0 31,225
MYERS INDS INC COM 628464109 23,136 1,106,017 SH   DFND 2,20,5,8 971,560 0 134,457
MYOVANT SCIENCES LTD COM G637AM102 2,625 95,054 SH   DFND 19,2,20,5,8 51,837 0 43,217
ANALOG DEVICES INC COM 032654105 1,881,295 12,734,683 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,119,398 241,231 1,374,054
MYR GROUP INC DEL COM 55405W104 30,205 502,577 SH   DFND 2,20,5,8 433,625 0 68,952
MYRIAD GENETICS INC COM 62855J104 73,475 3,715,530 SH   DFND 2,20,5,8 3,410,644 1,182 303,704
NABORS INDUSTRIES LTD SHS G6359F137 12,555 215,618 SH   DFND 12,13,2,20,5 192,649 0 22,969
NABRIVA THERAPEUTICS PLC SHS NEW G63637113 208 85,936 SH   DFND 2 85,936 0 0
NACCO INDS INC CL A 629579103 2,118 80,522 SH   DFND 2,20,5 64,369 0 16,153
NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 25,127 2,761,198 SH   DFND 2 2,761,198 0 0
NANO X IMAGING LTD ORD SHS M70700105 2,474 54,189 SH   DFND 2,20,8 40,589 0 13,600
NANOSTRING TECHNOLOGIES INC COM 63009R109 57,689 862,582 SH   DFND 19,2,20,5,8 681,532 0 181,050
NANTHEALTH INC COM 630104107 1,405 435,003 SH   DFND 2,20 380,563 0 54,440
NANTKWEST INC COM 63016Q102 8,893 667,161 SH   DFND 2,20,5,8 571,123 0 96,038
ANAPLAN INC COM 03272L108 117,086 1,629,586 SH   DFND 13,19,2,20,5,8 1,351,449 1,000 277,137
NAPCO SEC TECHNOLOGIES INC COM 630402105 5,735 218,710 SH   DFND 2,20,5,8 171,516 0 47,194
NASDAQ INC COM 631103108 683,929 5,152,396 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,353,207 125,020 674,169
NATERA INC COM 632307104 210,691 2,117,069 SH   DFND 13,2,20,5,8 1,818,704 700 297,665
NATHANS FAMOUS INC NEW COM 632347100 2,813 50,934 SH   DFND 2,20 42,663 0 8,271
NATIONAL BANKSHARES INC VA COM 634865109 3,790 121,062 SH   DFND 2,20,5 97,154 0 23,908
NATIONAL BEVERAGE CORP COM 635017106 32,663 361,534 SH   DFND 19,2,20,5,8 311,122 0 50,412
NATIONAL BK HLDGS CORP CL A 633707104 32,832 1,002,198 SH   DFND 2,20,5,8 871,112 0 131,086
NATIONAL CINEMEDIA INC COM 635309107 4,523 1,215,994 SH   DFND 2,20,5 990,649 0 225,345
NATIONAL ENERGY SERVICES REU SHS G6375R107 3,512 353,628 SH   DFND 2,20 281,601 0 72,027
NATIONAL FUEL GAS CO N J COM 636180101 286,417 6,890,119 SH   DFND 12,13,19,2,20,5,8 6,779,989 1,287 108,843
ANAPTYSBIO INC COM 032724106 26,135 1,215,576 SH   DFND 2,20,5,8 1,123,089 0 92,487
NATIONAL GEN HLDGS CORP COM 636220303 45,528 1,330,056 SH   DFND 2,20,5,8 1,056,300 0 273,756
NATIONAL GRID PLC SPONSORED ADR NE 636274409 2,829 47,331 SH   DFND 2,20 47,331 0 0
NATIONAL HEALTH INVS INC COM 63633D104 128,155 1,824,089 SH   DFND 10,19,2,20,5,8 1,533,858 11,398 278,833
NATIONAL HEALTHCARE CORP COM 635906100 19,553 292,125 SH   DFND 2,20,5,6,8 242,090 0 50,035
NATIONAL INSTRS CORP COM 636518102 135,337 3,080,030 SH   DFND 13,19,2,20,5,8 2,726,878 1,055 352,097
NATIONAL OILWELL VARCO INC COM 637071101 288,095 20,982,884 SH   DFND 10,12,13,19,2,20,5,6,8 17,127,551 5,911 3,849,422
NATIONAL PRESTO INDS INC COM 637215104 21,598 244,236 SH   DFND 2,20,5 223,566 157 20,513
NATIONAL RESH CORP COM NEW 637372202 11,787 275,727 SH   DFND 2,20,5,8 217,819 0 57,908
NATIONAL RETAIL PROPERTIES I COM 637417106 722,655 17,660,187 SH   DFND 10,13,19,2,20,5,8 16,759,956 46,944 853,287
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 111,559 3,096,293 SH   DFND 10,19,2,20,5,8 2,679,394 16,700 400,199
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 4,723 874,565 SH   DFND 2,20,5 718,887 0 155,678
NATIONAL VISION HLDGS INC COM 63845R107 79,028 1,744,934 SH   DFND 19,2,20,5,8 1,410,961 900 333,073
NATIONAL WESTN LIFE GROUP IN CL A 638517102 10,516 50,939 SH   DFND 2,20,5,8 40,439 0 10,500
NATURA &CO HLDG S A ADS 63884N108 1,405 70,261 SH   DFND 1,2,20,8 21,239 1,374 47,648
NATURAL GAS SERVICES GROUP COM 63886Q109 161 16,999 SH   DFND 20 16,999 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,573 187,279 SH   DFND 2,20 156,971 0 30,308
NATURES SUNSHINE PRODS INC COM 639027101 2,403 160,704 SH   DFND 2,20 125,509 0 35,195
NATUS MED INC DEL COM 639050103 26,377 1,316,200 SH   DFND 2,20,5,8 1,179,632 0 136,568
NAUTILUS INC COM 63910B102 9,781 539,180 SH   DFND 2,20,5,8 454,179 0 85,001
NAVIENT CORPORATION COM 63938C108 60,328 6,143,429 SH   DFND 1,12,13,19,2,20,5,8 5,335,442 2,877 805,110
NAVISTAR INTL CORP NEW COM 63934E108 42,861 974,996 SH   DFND 13,19,2,20,5,8 769,643 356 204,997
ABEONA THERAPEUTICS INC COM 00289Y107 1,947 1,240,131 SH   DFND 2,20,5 1,061,006 0 179,125
ANDERSONS INC COM 034164103 26,706 1,081,882 SH   DFND 2,20,5,8 949,498 1,437 130,947
NBT BANCORP INC COM 628778102 47,856 1,490,838 SH   DFND 2,20,5,8 1,310,307 323 180,208
NCINO INC COM 63947U107 9,206 127,133 SH   DFND 2,20 110,308 0 16,825
NCR CORP NEW COM 62886E108 174,146 4,635,253 SH   DFND 1,12,13,19,2,20,5,8 4,333,713 1,952 299,588
NEENAH INC COM 640079109 31,586 570,962 SH   DFND 2,20,5,8 500,212 0 70,750
NEKTAR THERAPEUTICS COM 640268108 76,085 4,475,576 SH   DFND 13,19,2,20,5,8 4,063,006 1,889 410,681
NELNET INC CL A 64031N108 25,349 355,819 SH   DFND 2,20,5,8 274,330 60 81,429
NEMAURA MED INC COM NEW 640442208 243 64,381 SH   DFND 2,20 51,068 0 13,313
NEOGEN CORP COM 640491106 137,706 1,736,525 SH   DFND 19,2,20,5,8 1,523,244 613 212,668
NEOGENOMICS INC COM NEW 64049M209 169,913 3,155,896 SH   DFND 19,2,20,5,8 2,725,879 1,700 428,317
NEOLEUKIN THERAPEUTICS INC COM 64049K104 16,601 1,177,350 SH   DFND 19,2,20,5,8 1,086,006 0 91,344
ANGI HOMESERVICES INC COM CL A 00183L102 8,249 625,142 SH   DFND 2,20,5,8 565,966 0 59,176
NEOPHOTONICS CORP COM 64051T100 14,276 1,570,548 SH   DFND 2,20,5,8 1,419,926 0 150,622
NEOS THERAPEUTICS INC COM 64052L106 15 24,425 SH   DFND 20 24,425 0 0
NESCO HLDGS INC COM 64083J104 1,351 183,342 SH   DFND 2,20 156,242 0 27,100
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 515 104,774 SH   DFND 2 104,774 0 0
NETAPP INC COM 64110D104 653,643 9,867,793 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,527,694 280,454 1,059,645
NETEASE INC SPONSORED ADS 64110W102 780,097 8,145,422 SH   DFND 1,10,12,13,19,2,20,5,8 6,098,952 233,280 1,813,190
NETFLIX INC COM 64110L106 8,678,828 16,050,207 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,778,535 232,264 2,039,408
NETGEAR INC COM 64111Q104 42,985 1,057,958 SH   DFND 19,2,20,5,6,8 926,119 96 131,743
NETSCOUT SYS INC COM 64115T104 63,636 2,320,777 SH   DFND 13,19,2,20,5,8 1,951,785 1,165 367,827
NETSTREIT CORP COM 64119V303 4,053 207,928 SH   DFND 2,20 172,482 0 35,446
ANGIODYNAMICS INC COM 03475V101 29,646 1,933,886 SH   DFND 2,20,5,8 1,806,837 0 127,049
NEUBASE THERAPEUTICS INC COM 64132K102 1,785 255,390 SH   DFND 2,20 220,084 0 35,306
NEUROBO PHARMACEUTICALS INC COM 64132R107 243 46,357 SH   DFND 2,20 36,889 0 9,468
NEUROCRINE BIOSCIENCES INC COM 64125C109 237,452 2,477,331 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,103,296 70,413 303,622
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 18,873 13,537,000 PRN   DFND 2,5 13,537,000 0 0
NEVRO CORP COM 64157F103 124,370 718,485 SH   DFND 13,2,20,5,8 580,940 400 137,145
NEW FORTRESS ENERGY INC COM CL A 644393100 23,585 440,095 SH   DFND 2,20 440,095 0 0
NEW HOME CO INC COM 645370107 56 11,900 SH   DFND 20 11,900 0 0
NEW JERSEY RES CORP COM 646025106 284,483 7,930,197 SH   DFND 13,19,2,20,5,8 7,528,624 1,356 400,217
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 513,000 2,762,143 SH   DFND 1,10,11,12,13,19,2,20,5,8 2,066,460 68,013 627,670
NEW RELIC INC COM 64829B100 43,671 667,752 SH   DFND 13,19,2,20,5,8 539,780 800 127,172
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 9,469 417,556 SH   DFND 1,2,20,5,8 368,106 0 49,450
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 12,700 12,920,000 PRN   DFND 2,5 12,920,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 58,837 5,801,614 SH   DFND 12,13,2,20,5,8 4,820,647 3,500 977,467
NEW SR INVT GROUP INC COM 648691103 8,008 1,545,968 SH   DFND 2,20,5 1,277,668 0 268,300
NEW YORK CMNTY BANCORP INC COM 649445103 159,359 15,105,136 SH   DFND 12,13,2,20,5,8 14,050,886 15,517 1,038,733
NEW YORK MTG TR INC COM PAR $.02 649604501 46,894 12,372,550 SH   DFND 2,20,5,8 10,697,921 0 1,674,629
NEW YORK TIMES CO CL A 650111107 181,369 3,503,359 SH   DFND 13,19,2,20,5,8 3,151,779 1,200 350,380
NEWAGE INC COM 650194103 4,237 1,610,918 SH   DFND 2,20,5 1,348,774 0 262,144
NEWATER TECHNOLOGY INC SHS G64335105 66 20,026 SH   DFND 2 20,026 0 0
NEWELL BRANDS INC COM 651229106 395,846 18,645,602 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,101,744 263,438 3,280,420
NEWMARK GROUP INC CL A 65158N102 20,861 2,861,608 SH   DFND 13,2,20,5,8 2,263,662 36,443 561,503
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,624 23,021 SH   DFND 1,20 3,540 0 19,481
NEWMARKET CORP COM 651587107 73,065 182,585 SH   DFND 13,19,2,20,5,6,8 159,071 83 23,431
NEWMONT CORP COM 651639106 2,180,411 36,406,930 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 31,116,408 423,625 4,866,897
NEWPARK RES INC COM PAR $.01NEW 651718504 3,343 1,741,242 SH   DFND 2,20,5 1,493,096 0 248,146
NEWS CORP NEW CL A 65249B109 334,649 18,622,634 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,962,864 232,749 2,427,021
NEWS CORP NEW CL B 65249B208 80,986 4,557,431 SH   DFND 10,12,13,19,2,20,5,6 4,145,437 1,000 410,994
NEXA RES S A COM L67359106 651 67,481 SH   DFND 13,2,5 43,281 0 24,200
NEXPOINT RESIDENTIAL TR INC COM 65341D102 46,763 1,105,250 SH   DFND 10,19,2,20,5,8 966,950 5,700 132,600
NEXSTAR MEDIA GROUP INC CL A 65336K103 57,662 528,085 SH   DFND 13,19,2,20,5,8 428,431 612 99,042
NEXTCURE INC COM 65343E108 2,934 269,137 SH   DFND 2,20,5,8 221,545 0 47,592
NEXTDECADE CORP COM 65342K105 757 362,119 SH   DFND 2,20 297,541 0 64,578
ANI PHARMACEUTICALS INC COM 00182C103 9,145 314,909 SH   DFND 2,20,5,8 260,627 0 54,282
NEXTERA ENERGY INC COM 65339F101 7,603,696 98,557,310 SH   DFND 10,11,12,13,19,2,20,5,6,8 87,829,938 1,233,373 9,493,999
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 36,584 626,650 SH   DFND 2 626,650 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 41,373 817,000 SH   DFND 2 817,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 54,321 1,079,300 SH   DFND 2 1,079,300 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 8,803 131,295 SH   DFND 19,20,5,8 69,776 400 61,119
NEXTGEN HEALTHCARE INC COM 65343C102 33,566 1,840,267 SH   DFND 2,20,5,8 1,595,477 1,604 243,186
NEXTIER OILFIELD SOLUTIONS COM 65290C105 16,995 4,940,449 SH   DFND 19,2,20,5,8 4,302,069 0 638,380
NGM BIOPHARMACEUTICALS INC COM 62921N105 14,093 465,203 SH   DFND 2,20,5 395,941 0 69,262
NI HLDGS INC COM 65342T106 2,702 164,563 SH   DFND 2,20 134,076 0 30,487
NIC INC COM 62914B100 53,486 2,070,684 SH   DFND 2,20,5,8 1,803,278 1,718 265,688
ANIKA THERAPEUTICS INC COM 035255108 37,147 820,746 SH   DFND 2,20,5,8 758,662 0 62,084
NICE LTD SPONSORED ADR 653656108 83,543 295,388 SH   DFND 1,20 5,536 0 289,852
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 5,831 1,713,000 PRN   DFND 5 1,713,000 0 0
NICOLET BANKSHARES INC COM 65406E102 14,684 221,307 SH   DFND 2,20,5,8 185,057 0 36,250
NIELSEN HLDGS PLC SHS EUR G6518L108 249,483 11,954,127 SH   DFND 10,12,13,19,2,20,5,6,8 10,526,851 5,518 1,421,758
NIKE INC CL B 654106103 7,727,102 54,620,076 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 42,173,009 1,203,063 11,244,004
NIKOLA CORP COM 654110105 8,898 583,076 SH   DFND 19,2,20,5,8 572,776 0 10,300
NINE ENERGY SERVICE INC COM 65441V101 38 13,990 SH   DFND 20 13,990 0 0
NIO INC NOTE 4.500% 2/0 62914VAB2 82,360 15,700,000 PRN   DFND 2 15,700,000 0 0
NIO INC SPON ADS 62914V106 1,320,419 27,123,122 SH   DFND 1,10,12,13,19,2,20,5,8 17,159,473 552,200 9,411,449
NISOURCE INC COM 65473P105 433,854 18,912,558 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,648,457 274,168 1,989,933
ANNALY CAPITAL MANAGEMENT IN COM 035710409 272,124 31,395,262 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,963,819 698,871 5,732,572
NISUN INTL ENT DVPMT GP CO L COM CL A G6593L106 203 11,142 SH   DFND 2 11,142 0 0
NIU TECHNOLOGIES ADS 65481N100 14,732 524,478 SH   DFND 1,13,2,20,5 462,575 0 61,903
NKARTA INC COM 65487U108 31,669 515,202 SH   DFND 2,20,5 468,950 0 46,252
NL INDS INC COM NEW 629156407 746 155,970 SH   DFND 2,20 115,611 0 40,359
NLIGHT INC COM 65487K100 22,771 697,423 SH   DFND 2,20,5,8 539,150 0 158,273
NMI HLDGS INC CL A 629209305 72,480 3,200,006 SH   DFND 19,2,20,5,8 2,866,516 0 333,490
NN INC COM 629337106 4,767 725,637 SH   DFND 2,20,5 595,943 0 129,694
NOAH HLDGS LTD SPON ADS CL A 65487X102 26,669 557,822 SH   DFND 10,12,13,19,2,20,5,8 420,327 19,100 118,395
NOKIA CORP SPONSORED ADR 654902204 9,228 2,372,220 SH   DFND 1,20 10,898 0 2,361,322
NOMAD FOODS LTD USD ORD SHS G6564A105 1,279 50,300 SH   DFND 12,20,5,8 50,300 0 0
ANNEXON INC COM 03589W102 6,480 258,894 SH   DFND 2,20,5,8 209,200 0 49,694
NOODLES & CO COM CL A 65540B105 3,993 505,443 SH   DFND 2,20 406,668 0 98,775
NORDIC AMERICAN TANKERS LIMI COM G65773106 7,982 2,705,720 SH   DFND 2,20,5 2,253,239 0 452,481
NORDSON CORP COM 655663102 382,542 1,899,994 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,667,682 46,170 186,142
NORDSTROM INC COM 655664100 129,763 4,157,727 SH   DFND 12,13,19,2,20,5,8 2,608,683 852 1,548,192
NORFOLK SOUTHN CORP COM 655844108 2,529,031 10,643,620 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,296,312 185,468 1,161,840
NORTHEAST BK LEWISTON ME COM 66405S100 2,913 129,354 SH   DFND 2,20 106,569 0 22,785
NORTHERN OIL AND GAS INC MN COM 665531307 423 48,261 SH   DFND 20 48,261 0 0
NORTHERN TR CORP COM 665859104 849,372 9,052,230 SH   DFND 10,12,13,19,2,20,5,6,8 7,985,949 120,879 945,402
NORTHFIELD BANCORP INC DEL COM 66611T108 19,195 1,556,788 SH   DFND 2,20,5,8 1,359,511 0 197,277
NORTHRIM BANCORP INC COM 666762109 4,969 146,359 SH   DFND 2,20,5 126,528 0 19,831
ANSYS INC COM 03662Q105 1,266,255 3,480,635 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,982,954 107,821 389,860
NORTHROP GRUMMAN CORP COM 666807102 4,905,111 16,097,110 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,630,896 10,004,504 461,710
NORTHWEST BANCSHARES INC MD COM 667340103 61,842 4,854,167 SH   DFND 2,20,5,8 4,321,589 1,598 530,980
NORTHWEST NAT HLDG CO COM 66765N105 126,374 2,747,853 SH   DFND 19,2,20,5,8 2,635,723 38 112,092
NORTHWEST PIPE CO COM 667746101 5,201 183,775 SH   DFND 2,20,5 151,364 0 32,411
NORTHWESTERN CORP COM NEW 668074305 91,967 1,577,202 SH   DFND 12,13,19,2,20,5,8 1,381,779 700 194,723
NORTONLIFELOCK INC COM 668771108 567,681 27,318,620 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 22,012,878 856,989 4,448,753
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 250,580 9,853,700 SH   DFND 10,12,13,2,20,5,6,8 8,794,544 3,537 1,055,619
NORWOOD FINL CORP COM 669549107 2,719 103,912 SH   DFND 2,20 82,922 0 20,990
NOVA MEASURING INSTRUMENTS L COM M7516K103 543 7,686 SH   DFND 2 7,686 0 0
NOVAGOLD RES INC COM NEW 66987E206 40,072 4,143,947 SH   DFND 2,20,5,6 3,404,237 0 739,710
ABERCROMBIE & FITCH CO CL A 002896207 51,779 2,543,182 SH   DFND 12,2,20,5,8 2,270,301 11,030 261,851
ANTARES PHARMA INC COM 036642106 16,294 4,083,650 SH   DFND 2,20,5,8 3,377,914 0 705,736
NOVANTA INC COM 67000B104 80,488 680,833 SH   DFND 13,19,2,20,5,8 533,745 300 146,788
NOVARTIS AG SPONSORED ADR 66987V109 191,908 2,032,291 SH   DFND 1,2,20 34,400 0 1,997,891
NOVAVAX INC COM NEW 670002401 192,487 1,726,182 SH   DFND 13,19,2,20,5,8 1,473,335 1,000 251,847
NOVO-NORDISK A S ADR 670100205 291,076 4,167,040 SH   DFND 1,20 23,874 0 4,143,166
NOVOCURE LTD ORD SHS G6674U108 334,777 1,934,681 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,487,845 86,913 359,923
NOW INC COM 67011P100 25,102 3,496,031 SH   DFND 12,2,20,5,8 3,040,603 290 455,138
NRG ENERGY INC COM NEW 629377508 452,315 12,045,685 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,585,412 305,019 1,155,254
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 16,828 14,765,000 PRN   DFND 2,5 14,765,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 77,665 1,421,654 SH   DFND 10,12,13,2,20,5,8 1,288,924 16,298 116,432
NUANCE COMMUNICATIONS INC COM 67020Y100 157,283 3,567,308 SH   DFND 12,13,19,2,20,5,8 2,886,028 2,633 678,647
ANTERIX INC COM 03676C100 8,856 235,544 SH   DFND 19,2,20,5,8 186,477 0 49,067
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 40,269 21,644,000 PRN   DFND 2,5 21,644,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 8,029 3,515,000 PRN   DFND 2,5 3,515,000 0 0
NUCOR CORP COM 670346105 983,783 18,357,795 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,443,184 199,820 1,714,791
NURIX THERAPEUTICS INC COM 67080M103 14,837 451,232 SH   DFND 2,20,5,8 416,873 0 34,359
NUTANIX INC CL A 67059N108 76,035 2,385,778 SH   DFND 13,19,2,20,5,8 1,975,269 1,400 409,109
NUTANIX INC NOTE 1/1 67059NAB4 17,658 17,455,000 PRN   DFND 2,5 17,455,000 0 0
NUTRIEN LTD COM 67077M108 138,923 2,857,638 SH   DFND 10,2,20 911,994 1,945,644 0
NUVASIVE INC COM 670704105 98,777 1,753,543 SH   DFND 13,2,20,5,8 1,538,400 761 214,382
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 18,424 18,069,000 PRN   DFND 2,5 18,069,000 0 0
NV5 GLOBAL INC COM 62945V109 19,253 244,391 SH   DFND 2,20,5,8 200,004 0 44,387
ANTERO MIDSTREAM CORP COM 03676B102 54,140 7,022,109 SH   DFND 19,2,20,5,8 6,441,629 4,900 575,580
NVE CORP COM NEW 629445206 8,216 146,251 SH   DFND 2,20,5 130,507 0 15,744
NVENT ELECTRIC PLC SHS G6700G107 319,312 13,710,246 SH   DFND 12,13,19,2,20,5,8 13,354,088 2,864 353,294
NVIDIA CORPORATION COM 67066G104 12,900,604 24,704,336 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,083,115 609,911 3,011,310
NVR INC COM 62944T105 638,849 156,586 SH   DFND 10,11,12,13,19,2,20,5,6,8 134,608 5,313 16,665
NXP SEMICONDUCTORS N V COM N6596X109 588,121 3,689,815 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,777,614 219,528 692,673
NYMOX PHARMACEUTICAL CORP COM P73398102 1,500 605,015 SH   DFND 2,20 528,538 0 76,477
O-I GLASS INC COM 67098H104 58,642 4,927,931 SH   DFND 12,13,2,20,5,8 4,275,567 2,286 650,078
OAK STR HEALTH INC COM 67181A107 11,091 181,343 SH   DFND 2,20 172,743 0 8,600
OAK VY BANCORP OAKDALE CALIF COM 671807105 1,883 113,299 SH   DFND 2,20 92,001 0 21,298
OBSEVA SA COM H5861P103 101 48,447 SH   DFND 2 48,447 0 0
ANTERO RESOURCES CORP COM 03674X106 67,733 12,428,026 SH   DFND 12,13,2,20,5 11,615,220 4,100 808,706
OCCIDENTAL PETE CORP COM 674599105 875,098 50,524,646 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 46,905,721 436,032 3,182,893
OCEANEERING INTL INC COM 675232102 34,154 4,296,146 SH   DFND 12,2,20,5,8 3,921,460 2,087 372,599
OCEANFIRST FINL CORP COM 675234108 25,873 1,388,805 SH   DFND 2,20,5,8 1,082,945 0 305,860
OCONEE FED FINL CORP COM 675607105 245 9,700 SH   DFND 2,20 8,200 0 1,500
OCUGEN INC COM 67577C105 19 10,300 SH   DFND 20 10,300 0 0
OCULAR THERAPEUTIX INC COM 67576A100 30,118 1,454,954 SH   DFND 19,2,20,5,8 1,247,685 0 207,269
OCWEN FINL CORP COM NEW 675746606 224 7,733 SH   DFND 20,5 7,733 0 0
ODONATE THERAPEUTICS INC COM 676079106 5,048 262,916 SH   DFND 2,20,5,8 208,745 0 54,171
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 55,960 2,463,010 SH   DFND 10,19,2,20,5,8 2,153,329 13,241 296,440
OFG BANCORP COM 67103X102 32,917 1,768,824 SH   DFND 2,20,5,8 1,560,261 111 208,452
ANTHEM INC COM 036752103 3,446,234 10,732,922 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,147,504 351,141 1,234,277
OGE ENERGY CORP COM 670837103 205,320 6,444,445 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,638,807 198,535 607,103
OHIO VY BANC CORP COM 677719106 1,637 69,349 SH   DFND 2,20 56,267 0 13,082
OI SA SPONSORED ADR NE 670851500 1,312 646,437 SH   DFND 2 646,437 0 0
OIL DRI CORP AMER COM 677864100 3,876 113,743 SH   DFND 13,2,20,5,6 92,162 0 21,581
OIL STS INTL INC COM 678026105 10,565 2,104,533 SH   DFND 2,20,5 1,894,088 0 210,445
OKTA INC CL A 679295105 617,772 2,429,687 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,983,697 57,079 388,911
OKTA INC NOTE 0.125% 9/0 679295AD7 41,157 27,435,000 PRN   DFND 2,5 27,435,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 813,222 4,166,521 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,550,051 152,903 463,567
OLD NATL BANCORP IND COM 680033107 106,668 6,441,297 SH   DFND 19,2,20,5,8 5,755,985 700 684,612
OLD POINT FINL CORP COM 680194107 769 40,545 SH   DFND 20 1,701 0 38,844
ANWORTH MTG ASSET CORP COM 037347101 6,261 2,268,646 SH   DFND 2,20,5 1,957,884 0 310,762
OLD REP INTL CORP COM 680223104 481,703 24,439,498 SH   DFND 12,13,2,20,5,8 23,759,599 58,786 621,113
OLD SECOND BANCORP INC ILL COM 680277100 5,803 574,532 SH   DFND 2,20,5 434,964 0 139,568
OLIN CORP COM PAR $1 680665205 171,186 6,970,115 SH   DFND 12,13,2,20,5,8 4,055,467 2,745,312 169,336
OLLIES BARGAIN OUTLET HLDGS COM 681116109 112,471 1,375,460 SH   DFND 19,2,20,5,8 1,248,807 400 126,253
OLYMPIC STEEL INC COM 68162K106 3,861 289,674 SH   DFND 2,20 260,127 0 29,547
OMEGA FLEX INC COM 682095104 8,515 58,209 SH   DFND 2,20,5,8 47,121 0 11,088
OMEGA HEALTHCARE INVS INC COM 681936100 427,430 11,768,448 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,106,343 296,905 1,365,200
OMEROS CORP COM 682143102 18,961 1,327,337 SH   DFND 2,20,5,8 1,093,379 0 233,958
OMNICELL COM COM 68213N109 154,457 1,286,930 SH   DFND 2,20,5,8 1,100,533 602 185,795
OMNICOM GROUP INC COM 681919106 775,222 12,303,250 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,831,129 298,013 1,174,108
AON PLC SHS CL A G0403H108 1,885,676 8,925,432 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,802,288 208,784 914,360
ON SEMICONDUCTOR CORP COM 682189105 307,032 9,380,739 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,568,741 264,420 1,547,578
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 26,833 15,842,000 PRN   DFND 2,5 15,842,000 0 0
ONCOCYTE CORP COM 68235C107 2,229 932,480 SH   DFND 2,20,5 781,350 0 151,130
ONCORUS INC COM 68236R103 2,904 89,820 SH   DFND 2,20 80,062 0 9,758
ONCTERNAL THERAPEUTICS INC COM 68236P107 88 17,914 SH   DFND 20 17,914 0 0
ONE GAS INC COM 68235P108 127,006 1,654,373 SH   DFND 13,19,2,20,5,8 1,431,197 545 222,631
ONE LIBERTY PPTYS INC COM 682406103 9,049 441,249 SH   DFND 2,20,5,8 361,777 4,365 75,107
ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 6,471 328,299 SH   DFND 19,2,20 328,299 0 0
ONEMAIN HLDGS INC COM 68268W103 44,285 919,544 SH   DFND 10,13,2,20,5,8 729,040 11,598 178,906
ONEOK INC NEW COM 682680103 996,856 25,973,327 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,622,357 260,738 2,090,232
APACHE CORP COM 037411105 326,558 23,013,277 SH   DFND 10,12,13,2,20,5,6,8 21,993,530 6,360 1,013,387
ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 676 177,814 SH   DFND 2,20,5 116,646 0 61,168
ONESPAN INC COM 68287N100 23,405 1,131,775 SH   DFND 2,20,5,8 989,582 1,012 141,181
ONESPAWORLD HOLDINGS LIMITED COM P73684113 8,914 879,067 SH   DFND 2,20,5,8 725,072 0 153,995
ONEWATER MARINE INC CL A COM 68280L101 3,335 114,649 SH   DFND 2,20 97,938 0 16,711
ONTO INNOVATION INC COM 683344105 68,056 1,431,260 SH   DFND 2,20,5,8 1,203,995 709 226,556
ONTRAK INC COM 683373104 8,859 143,366 SH   DFND 2,20,5,8 112,685 0 30,681
OOMA INC COM 683416101 7,198 499,880 SH   DFND 2,20,5 429,647 0 70,233
OP BANCORP COM 67109R109 1,594 206,975 SH   DFND 2,20 163,391 0 43,584
OPEN LENDING CORP COM CL A 68373J104 10,785 308,490 SH   DFND 2,20,5,8 303,590 0 4,900
OPERA LTD SPONSORED ADS 68373M107 179 19,608 SH   DFND 2,20 19,608 0 0
APARTMENT INCOME REIT CORP COM 03750L109 249,398 6,493,036 SH   DFND 10,12,13,19,2,20,5,8 5,706,301 45,183 741,552
OPKO HEALTH INC COM 68375N103 90,326 22,867,350 SH   DFND 13,2,20,5,8 21,229,469 7,225 1,630,656
OPORTUN FINL CORP COM 68376D104 6,599 340,704 SH   DFND 2,20,5 288,587 0 52,117
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 5,526 175,829 SH   DFND 2,20,5 147,537 0 28,292
OPTIMIZERX CORP COM NEW 68401U204 7,892 253,270 SH   DFND 2,20,5 210,296 0 42,974
OPTINOSE INC COM 68404V100 2,378 574,467 SH   DFND 2,20,5 483,184 0 91,283
OPTION CARE HEALTH INC COM NEW 68404L201 14,414 921,601 SH   DFND 2,20,5,8 757,239 0 164,362
ORACLE CORP COM 68389X105 5,191,348 80,249,616 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 68,684,989 1,581,663 9,982,964
ORASURE TECHNOLOGIES INC COM 68554V108 31,914 3,015,037 SH   DFND 2,20,5,8 2,724,153 1,058 289,826
ORBCOMM INC COM 68555P100 16,792 2,263,075 SH   DFND 2,20,5 2,043,947 0 219,128
ORCHARD THERAPEUTICS PLC ADS 68570P101 857 198,317 SH   DFND 2,5 198,317 0 0
APARTMENT INVT & MGMT CO CL A 03748R747 27,744 5,254,540 SH   DFND 10,12,13,19,2,20,5,8 4,536,195 44,083 674,262
ORCHID IS CAP INC COM 68571X103 6,789 1,284,687 SH   DFND 2,20,5 1,049,714 0 234,973
OREILLY AUTOMOTIVE INC COM 67103H107 1,368,278 3,023,351 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,641,759 45,920 335,672
ORGANOGENESIS HLDGS INC COM 68621F102 2,672 354,829 SH   DFND 2,20 301,372 0 53,457
ORGENESIS INC COM NEW 68619K204 1,219 270,833 SH   DFND 2,20 236,116 0 34,717
ORIC PHARMACEUTICALS INC COM 68622P109 12,154 359,043 SH   DFND 2,20,5,8 306,395 0 52,648
ORIGIN BANCORP INC COM 68621T102 11,864 427,223 SH   DFND 2,20,5,8 341,314 0 85,909
ORION ENERGY SYSTEMS INC COM 686275108 8,754 886,939 SH   DFND 2,20 815,887 0 71,052
ORION ENGINEERED CARBONS S A COM L72967109 19,674 1,147,822 SH   DFND 2,20,5,8 919,032 0 228,790
ORION GROUP HOLDINGS INC COM 68628V308 71 14,324 SH   DFND 20 14,324 0 0
ORIX CORP SPONSORED ADR 686330101 6,564 84,881 SH   DFND 2,20 84,881 0 0
ABIOMED INC COM 003654100 631,771 1,948,708 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,605,613 58,918 284,177
APELLIS PHARMACEUTICALS INC COM 03753U106 139,039 2,430,753 SH   DFND 2,20,5,8 2,177,093 600 253,060
ORMAT TECHNOLOGIES INC COM 686688102 88,453 979,767 SH   DFND 13,19,2,20,5,8 803,351 700 175,716
ORRSTOWN FINL SVCS INC COM 687380105 3,215 194,254 SH   DFND 2,20 166,039 0 28,215
ORTHOFIX MED INC COM 68752M108 30,997 721,207 SH   DFND 2,20,5,8 642,016 859 78,332
ORTHOPEDIATRICS CORP COM 68752L100 17,611 426,922 SH   DFND 2,20,5,8 378,776 0 48,146
OSHKOSH CORP COM 688239201 138,536 1,609,579 SH   DFND 12,13,19,2,20,5,8 1,451,636 586 157,357
OSI SYSTEMS INC COM 671044105 51,061 547,747 SH   DFND 2,20,5,8 478,320 0 69,427
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 910 220,820 SH   DFND 2,20 181,768 0 39,052
OTIS WORLDWIDE CORP COM 68902V107 2,269,544 33,597,988 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,204,338 16,655,569 1,738,081
OTONOMY INC COM 68906L105 279 43,090 SH   DFND 20 43,090 0 0
OTTER TAIL CORP COM 689648103 36,049 846,015 SH   DFND 13,2,20,5 684,029 0 161,986
API GROUP CORP COM STK 00187Y100 42,261 2,328,409 SH   DFND 2,20,5,8 1,991,706 0 336,703
OUTFRONT MEDIA INC COM 69007J106 36,114 1,846,301 SH   DFND 13,2,20,5,8 1,492,170 12,802 341,329
OUTSET MED INC COM 690145107 8,869 156,041 SH   DFND 2,20 131,274 0 24,767
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,472 1,155,154 SH   DFND 2,20 905,342 0 249,812
OVERSTOCK COM INC DEL COM 690370101 52,496 1,094,360 SH   DFND 2,20,5,8 933,118 0 161,242
OVID THERAPEUTICS INC COM 690469101 1,708 739,440 SH   DFND 2,20,5 611,466 0 127,974
OVINTIV INC COM 69047Q102 121,990 8,495,132 SH   DFND 2,20,5,8 7,671,360 1,091 822,681
OWENS & MINOR INC NEW COM 690732102 70,445 2,604,260 SH   DFND 19,2,20,5,8 2,307,638 0 296,622
OWENS CORNING NEW COM 690742101 326,004 4,303,110 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,570,480 160,887 571,743
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 503 28,779 SH   DFND 2 28,779 0 0
OXFORD INDS INC COM 691497309 34,120 520,838 SH   DFND 2,20,5,8 451,121 41 69,676
APOGEE ENTERPRISES INC COM 037598109 38,447 1,213,607 SH   DFND 2,20,5,8 722,802 328 490,477
OYSTER PT PHARMA INC COM 69242L106 2,088 110,956 SH   DFND 2,20 93,743 0 17,213
P A M TRANSN SVCS INC COM 693149106 1,374 28,031 SH   DFND 2,20 23,787 0 4,244
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 12,542 533,176 SH   DFND 1,13,2,20,5 413,811 0 119,365
PACCAR INC COM 693718108 1,310,069 15,063,966 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,876,580 334,110 1,853,276
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 104,400 4,024,690 SH   DFND 2,20,5,8 3,322,174 0 702,516
PACIFIC ETHANOL INC COM 69423U305 474 87,248 SH   DFND 2,20,5,8 82,548 0 4,700
PACIFIC PREMIER BANCORP COM 69478X105 111,621 3,562,764 SH   DFND 2,20,5,8 3,170,233 900 391,631
PACIRA BIOSCIENCES INC COM 695127100 85,191 1,423,654 SH   DFND 2,20,5,8 1,255,091 1,000 167,563
PACKAGING CORP AMER COM 695156109 571,831 4,116,597 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,504,242 129,411 482,944
PACTIV EVERGREEN INC COM 69526K105 11,120 613,036 SH   DFND 2,20 516,497 0 96,539
APOLLO COML REAL EST FIN INC COM 03762U105 51,837 4,498,547 SH   DFND 2,20,5,8 3,905,646 1,600 591,301
PACWEST BANCORP DEL COM 695263103 122,805 4,834,831 SH   DFND 12,13,2,20,5,8 4,514,612 33,879 286,340
PAE INC COM CL A 69290Y109 16,045 1,747,854 SH   DFND 19,2,20,5,8 1,559,018 0 188,836
PAGERDUTY INC COM 69553P100 36,184 867,712 SH   DFND 2,20,5,8 768,401 0 99,311
PAGSEGURO DIGITAL LTD COM CL A G68707101 17,694 311,069 SH   DFND 10,19,2,20,8 311,069 0 0
PALANTIR TECHNOLOGIES INC CL A 69608A108 5,348 227,100 SH   DFND 20 227,100 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 47 69,822 SH   DFND 20 69,822 0 0
PALO ALTO NETWORKS INC COM 697435105 718,773 2,022,490 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,564,870 59,883 397,737
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 63,220 44,621,000 PRN   DFND 2,5 44,621,000 0 0
PALOMAR HLDGS INC COM 69753M105 54,539 613,901 SH   DFND 19,2,20,5,8 533,941 0 79,960
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 7,655 555,539 SH   DFND 13,2,20,5 375,095 900 179,544
APOLLO GLOBAL MGMT INC COM CL A 03768E105 162,408 3,315,795 SH   DFND 10,12,13,19,2,20,5,6,8 2,667,550 114,209 534,036
PANDION THERAPEUTICS INC COM 698340106 1,480 99,673 SH   DFND 2,20 85,558 0 14,115
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 289 104,500 SH   DFND 2,20 86,300 0 18,200
PAPA JOHNS INTL INC COM 698813102 84,064 990,741 SH   DFND 2,20,5,8 858,902 458 131,381
PAR PAC HOLDINGS INC COM NEW 69888T207 21,710 1,552,919 SH   DFND 2,20,5 1,421,421 0 131,498
PAR TECHNOLOGY CORP COM 698884103 20,851 332,082 SH   DFND 2,20,5,8 279,920 0 52,162
PARAMOUNT GROUP INC COM 69924R108 55,839 6,130,218 SH   DFND 10,13,19,2,20,5,8 5,001,150 49,775 1,079,293
PARATEK PHARMACEUTICALS INC COM 699374302 4,436 708,689 SH   DFND 2,20,5 587,437 0 121,252
PARK AEROSPACE CORP COM 70014A104 8,423 623,494 SH   DFND 13,2,20,5 509,057 0 114,437
PARK CITY GROUP INC COM NEW 700215304 863 180,067 SH   DFND 2,20 155,534 0 24,533
PARK HOTELS RESORTS INC COM 700517105 182,082 10,617,011 SH   DFND 10,13,19,2,20,5,8 9,400,333 62,946 1,153,732
APOLLO MED HLDGS INC COM NEW 03763A207 6,874 376,269 SH   DFND 2,20,5,8 300,674 0 75,595
PARK NATL CORP COM 700658107 52,618 501,079 SH   DFND 2,20,5,8 441,106 0 59,973
PARK-OHIO HLDGS CORP COM 700666100 7,507 242,938 SH   DFND 2,20,5 213,814 0 29,124
PARKE BANCORP INC COM 700885106 2,800 179,475 SH   DFND 2,20 145,165 0 34,310
PARKER-HANNIFIN CORP COM 701094104 1,429,561 5,247,829 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,503,722 115,069 629,038
PARSLEY ENERGY INC CL A 701877102 142,605 10,042,573 SH   DFND 13,2,20,5 9,607,983 2,300 432,290
PARSONS CORPORATION COM 70202L102 60,148 1,651,969 SH   DFND 19,2,20,5,8 1,554,877 0 97,092
PARTNERS BANCORP COM 70213Q108 880 134,800 SH   DFND 2,20 115,500 0 19,300
PARTY CITY HOLDCO INC COM 702149105 8,658 1,407,808 SH   DFND 2,20 1,407,808 0 0
PASSAGE BIO INC COM 702712100 10,072 393,916 SH   DFND 2,20,5,8 337,152 0 56,764
PATRICK INDS INC COM 703343103 46,102 674,496 SH   DFND 2,20,5,8 586,107 0 88,389
APPFOLIO INC COM CL A 03783C100 63,160 350,811 SH   DFND 2,20,5,8 282,848 200 67,763
PATTERSON COS INC COM 703395103 84,172 2,840,784 SH   DFND 12,13,2,20,5,8 2,476,350 3,564 360,870
PATTERSON-UTI ENERGY INC COM 703481101 40,421 7,684,666 SH   DFND 12,13,19,2,20,5,8 7,024,954 2,087 657,625
PAVMED INC COM 70387R106 1,087 512,770 SH   DFND 2,20 441,578 0 71,192
PAYA HOLDINGS INC COM CL A 70434P103 496 36,553 SH   DFND 20 33,300 0 3,253
PAYCHEX INC COM 704326107 1,239,209 13,299,091 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,359,842 348,236 1,591,013
PAYCOM SOFTWARE INC COM 70432V102 875,261 1,935,347 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,632,011 63,646 239,690
PAYLOCITY HLDG CORP COM 70438V106 176,721 858,245 SH   DFND 19,2,20,5,8 776,094 300 81,851
PAYPAL HLDGS INC COM 70450Y103 10,563,714 45,105,524 SH   DFND 10,11,12,13,19,2,20,5,6,8 38,770,610 1,069,988 5,264,926
PAYSIGN INC COM 70451A104 2,500 538,752 SH   DFND 2,20,5 441,344 0 97,408
PBF ENERGY INC CL A 69318G106 58,525 8,242,898 SH   DFND 12,13,2,20,5,8 7,789,974 1,000 451,924
APPIAN CORP CL A 03782L101 117,266 723,464 SH   DFND 19,2,20,5,8 584,058 900 138,506
PC CONNECTION INC COM 69318J100 18,618 393,698 SH   DFND 2,20,5,8 341,899 0 51,799
PCB BANCORP COM 69320M109 2,218 219,412 SH   DFND 2,20 178,531 0 40,881
PCSB FINL CORP COM 69324R104 5,248 329,254 SH   DFND 13,2,20,5 266,305 0 62,949
PCTEL INC COM 69325Q105 1,887 287,161 SH   DFND 2,20 253,461 0 33,700
PDC ENERGY INC COM 69327R101 84,491 4,115,504 SH   DFND 12,13,2,20,5 3,779,996 1,703 333,805
PDF SOLUTIONS INC COM 693282105 19,033 881,145 SH   DFND 2,20,5,8 757,924 0 123,221
PDL CMNTY BANCORP COM 69290X101 1,464 139,311 SH   DFND 2,20,6 111,864 0 27,447
PEABODY ENGR CORP COM 704551100 4,171 1,730,727 SH   DFND 13,2,20,5 1,546,400 0 184,327
PEAPACK-GLADSTONE FINL CORP COM 704699107 8,123 356,895 SH   DFND 2,20,5,8 293,201 0 63,694
PEBBLEBROOK HOTEL TR COM 70509V100 126,749 6,738,454 SH   DFND 10,13,19,2,20,5,8 5,770,202 34,346 933,906
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 90,918 7,042,434 SH   DFND 10,12,13,19,2,20,5,8 6,079,313 55,958 907,163
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 9,610 9,000,000 PRN   DFND 2 9,000,000 0 0
PEGASYSTEMS INC COM 705573103 66,815 501,274 SH   DFND 19,2,20,5,8 408,001 426 92,847
PELOTON INTERACTIVE INC CL A COM 70614W100 653,499 4,307,273 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,533,014 105,972 668,287
PENN NATL GAMING INC COM 707569109 399,127 4,621,128 SH   DFND 12,13,19,2,20,5,8 3,980,600 2,850 637,678
PENN VA CORP COM 70788V102 5,124 504,843 SH   DFND 2,20,5 458,207 0 46,636
PENNANT GROUP INC COM 70805E109 44,400 764,728 SH   DFND 19,2,20,5,8 658,413 300 106,015
PENNS WOODS BANCORP INC COM 708430103 3,201 123,056 SH   DFND 2,20 102,414 0 20,642
PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 56 55,663 SH   DFND 20 55,663 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 112,332 1,711,861 SH   DFND 10,2,20,5,8 1,505,436 6,551 199,874
PENNYMAC MTG INVT TR COM 70931T103 61,892 3,426,876 SH   DFND 13,2,20,5,8 2,996,039 500 430,337
APPLE INC COM 037833100 84,678,320 638,166,552 SH   DFND 10,11,12,13,19,2,20,5,6,8 540,259,805 14,733,269 83,173,478
PENSKE AUTOMOTIVE GRP INC COM 70959W103 36,483 614,299 SH   DFND 13,2,20,5,8 538,721 217 75,361
PENTAIR PLC SHS G7S00T104 494,346 9,311,468 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,984,388 303,425 1,023,655
PENUMBRA INC COM 70975L107 144,836 827,633 SH   DFND 13,19,2,20,5,8 750,979 300 76,354
PEOPLES BANCORP INC COM 709789101 10,827 399,666 SH   DFND 13,2,20,5,8 316,430 0 83,236
PEOPLES BANCORP N C INC COM 710577107 1,700 73,870 SH   DFND 2,20 59,227 0 14,643
PEOPLES FINL SVCS CORP COM 711040105 4,765 129,627 SH   DFND 2,20,5 106,503 0 23,124
PEOPLES UNITED FINANCIAL INC COM 712704105 785,798 60,773,210 SH   DFND 10,12,13,2,20,5,6,8 59,256,695 6,618 1,509,897
PEPSICO INC COM 713448108 9,117,816 61,055,071 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 52,641,381 1,373,931 7,039,759
PERDOCEO ED CORP COM 71363P106 26,744 2,117,503 SH   DFND 2,20,5,8 1,837,357 0 280,146
PERFICIENT INC COM 71375U101 49,349 1,035,653 SH   DFND 2,20,5,8 902,622 0 133,031
ABM INDS INC COM 000957100 210,560 5,564,478 SH   DFND 19,2,20,5,8 5,270,426 376 293,676
APPLIED GENETIC TECHNOLOGIES COM 03820J100 1,592 389,130 SH   DFND 2,20 344,129 0 45,001
PERFORMANCE FOOD GROUP CO COM 71377A103 124,966 2,624,785 SH   DFND 12,13,19,2,20,5,8 2,078,961 900 544,924
PERFORMANT FINL CORP COM 71377E105 13 14,799 SH   DFND 20 14,799 0 0
PERION NETWORK LTD SHS NEW M78673114 267 21,005 SH   DFND 2 21,005 0 0
PERKINELMER INC COM 714046109 634,898 4,424,376 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,815,116 67,397 541,863
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 191 57,551 SH   DFND 2 57,551 0 0
PERRIGO CO PLC SHS G97822103 276,573 6,184,552 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,996,454 134,886 1,053,212
PERSONALIS INC COM 71535D106 15,922 434,903 SH   DFND 2,20,5,8 368,743 0 66,160
PERSPECTA INC COM 715347100 105,811 4,381,454 SH   DFND 1,12,13,19,2,20,5,8 3,785,025 2,838 593,591
PETIQ INC COM CL A 71639T106 18,488 480,834 SH   DFND 2,20,5,8 392,614 0 88,220
PETMED EXPRESS INC COM 716382106 30,645 955,878 SH   DFND 2,20,5,8 869,638 1,400 84,840
APPLIED INDL TECHNOLOGIES IN COM 03820C105 93,675 1,201,113 SH   DFND 19,2,20,5,8 1,029,516 295 171,302
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,175 38,249 SH   DFND 1,5 2,560 0 35,689
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 89,430 8,085,933 SH   DFND 10,2,20,5 7,075,582 902,809 107,542
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 80,067 7,130,663 SH   DFND 1,10,2,20,5 5,701,274 817,684 611,705
PFIZER INC COM 717081103 10,291,381 279,581,111 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 197,936,110 5,798,556 75,846,445
PFSWEB INC COM NEW 717098206 1,623 241,089 SH   DFND 2,20 213,030 0 28,059
PG&E CORP COM 69331C108 351,011 28,171,067 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 22,744,740 647,584 4,778,743
PG&E CORP UNIT 99/99/9999 69331C140 43,683 357,000 SH   DFND 2 357,000 0 0
PGT INNOVATIONS INC COM 69336V101 34,949 1,718,236 SH   DFND 2,20,5,8 1,484,614 0 233,622
PHASEBIO PHARMACEUTICALS INC COM 717224109 934 277,957 SH   DFND 2,20 223,031 0 54,926
PHATHOM PHARMACEUTICALS INC COM 71722W107 6,945 209,050 SH   DFND 19,2,20,5,8 174,731 0 34,319
APPLIED MATLS INC COM 038222105 3,659,076 42,399,491 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 36,498,959 1,239,656 4,660,876
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 14,671 755,440 SH   DFND 2,20,5,8 626,489 0 128,951
PHILIP MORRIS INTL INC COM 718172109 4,738,119 56,414,754 SH   DFND 10,12,13,19,2,20,5,6,8 51,413,700 885,214 4,115,840
PHILLIPS 66 COM 718546104 1,866,066 26,680,953 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,020,933 311,635 2,348,385
PHOTRONICS INC COM 719405102 23,308 2,088,553 SH   DFND 2,20,5,8 1,758,868 140 329,545
PHREESIA INC COM 71944F106 34,652 638,625 SH   DFND 2,20,5,8 509,002 0 129,623
PHX MINERALS INC CL A 69291A100 28 12,328 SH   DFND 20 12,328 0 0
PHYSICIANS RLTY TR COM 71943U104 151,675 8,521,050 SH   DFND 10,19,2,20,5,8 7,234,809 56,249 1,229,992
PICO HLDGS INC COM NEW 693366205 3,578 382,678 SH   DFND 2,20,5 304,635 0 78,043
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 81,417 4,953,192 SH   DFND 10,12,13,19,2,20,5,8 4,130,728 34,754 787,710
PIERIS PHARMACEUTICALS INC COM 720795103 2,357 942,822 SH   DFND 2,20,5 764,658 0 178,164
APPLIED MOLECULAR TRANS INC COM 03824M109 16,529 537,194 SH   DFND 2,20,5,8 498,395 0 38,799
PILGRIMS PRIDE CORP COM 72147K108 22,458 1,145,217 SH   DFND 13,2,20,5,8 1,016,217 0 129,000
PINDUODUO INC NOTE 10/0 722304AB8 108,112 26,115,000 PRN   DFND 2,5 26,115,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 62,067 50,500,000 PRN   DFND 2,5 50,500,000 0 0
PINDUODUO INC SPONSORED ADS 722304102 1,639,000 9,206,568 SH   DFND 1,10,12,13,19,2,20,5,8 5,308,387 169,000 3,729,181
PING IDENTITY HLDG CORP COM 72341T103 21,613 754,655 SH   DFND 2,20,5,8 611,972 0 142,683
PINNACLE FINL PARTNERS INC COM 72346Q104 155,407 2,413,149 SH   DFND 13,2,20,5,8 2,247,474 1,000 164,675
PINNACLE WEST CAP CORP COM 723484101 490,122 6,130,358 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,385,630 118,327 626,401
PINTEREST INC CL A 72352L106 552,027 8,376,744 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,665,007 271,553 1,440,184
PIONEER BANCORP INC COM 723561106 2,078 196,576 SH   DFND 2,20 138,028 0 58,548
PIONEER NAT RES CO COM 723787107 1,174,455 10,263,304 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,309,451 104,012 849,841
APPLIED OPTOELECTRONICS INC COM 03823U102 5,201 611,136 SH   DFND 2,20,5 543,108 0 68,028
PIPER SANDLER COMPANIES COM 724078100 51,196 507,391 SH   DFND 2,20,5,8 436,146 0 71,245
PITNEY BOWES INC COM 724479100 39,872 6,472,653 SH   DFND 12,13,19,2,20,5,8 5,748,601 3,874 720,178
PIXELWORKS INC COM NEW 72581M305 1,623 575,643 SH   DFND 2,20 501,986 0 73,657
PJT PARTNERS INC COM CL A 69343T107 34,368 456,714 SH   DFND 2,20,5,8 360,255 0 96,459
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 3,597 425,667 SH   DFND 20,5,8 241,206 1,200 183,261
PLANET FITNESS INC CL A 72703H101 77,648 1,000,228 SH   DFND 13,19,2,20,5,8 810,020 800 189,408
PLANTRONICS INC NEW COM 727493108 30,750 1,137,621 SH   DFND 19,2,20,5,8 985,166 211 152,244
PLAYA HOTELS & RESORTS NV SHS N70544106 1,422 238,936 SH   DFND 2,20,5,8 203,938 0 34,998
PLAYAGS INC COM 72814N104 3,652 507,289 SH   DFND 2,20,5 413,286 0 94,003
PLDT INC SPONSORED ADR 69344D408 655 23,471 SH   DFND 2,20,5 23,471 0 0
APPLIED THERAPEUTICS INC COM 03828A101 5,147 233,835 SH   DFND 19,2,20,5,8 193,781 0 40,054
PLEXUS CORP COM 729132100 71,392 912,827 SH   DFND 19,2,20,5,8 791,638 186 121,003
PLIANT THERAPEUTICS INC COM 729139105 4,112 180,991 SH   DFND 2,20,5,8 148,264 0 32,727
PLUG POWER INC COM NEW 72919P202 277,340 8,178,716 SH   DFND 13,2,20,5,8 6,607,842 9,300 1,561,574
PLUMAS BANCORP COM 729273102 1,622 69,030 SH   DFND 2,20 60,130 0 8,900
PLURALSIGHT INC COM CL A 72941B106 25,684 1,225,360 SH   DFND 19,2,20,5,8 1,024,594 1,100 199,666
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 15,500 15,709,000 PRN   DFND 2,5 15,709,000 0 0
PLURISTEM THERAPEUTICS INC COM NEW 72940R300 257 36,410 SH   DFND 2 36,410 0 0
PLYMOUTH INDL REIT INC COM 729640102 5,590 367,790 SH   DFND 2,20,5 303,304 0 64,486
PMV PHARMACEUTICALS INC COM 69353Y103 12,760 207,453 SH   DFND 2,20 173,621 0 33,832
PNC FINL SVCS GROUP INC COM 693475105 2,765,191 18,558,326 SH   DFND 10,12,13,19,2,20,5,6,8 16,254,363 273,069 2,030,894
APREA THERAPEUTICS INC COM 03836J102 657 133,527 SH   DFND 2,20,5,8 111,964 0 21,563
PNM RES INC COM 69349H107 121,626 2,506,201 SH   DFND 12,13,2,20,5,8 2,163,154 1,065 341,982
POINTS INTL LTD COM NEW 730843208 282 19,615 SH   DFND 13,2 17,915 0 1,700
POLARIS INC COM 731068102 339,106 3,559,052 SH   DFND 12,13,19,2,20,5,8 3,433,501 590 124,961
POLARITYTE INC COM 731094108 11 16,175 SH   DFND 20 16,175 0 0
POOL CORP COM 73278L105 606,119 1,627,166 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,381,713 54,713 190,740
POPULAR INC COM NEW 733174700 115,872 2,041,905 SH   DFND 12,13,2,20,5,8 1,843,802 1,367 196,736
PORTLAND GEN ELEC CO COM NEW 736508847 82,621 1,913,692 SH   DFND 12,13,2,20,5,8 1,517,390 1,400 394,902
POSCO SPONSORED ADR 693483109 31,651 507,960 SH   DFND 2,20,5 497,865 9,518 577
POSEIDA THERAPEUTICS INC COM 73730P108 2,049 186,799 SH   DFND 2,20 156,685 0 30,114
POST HLDGS INC COM 737446104 145,081 1,436,303 SH   DFND 13,2,20,5,8 1,293,230 623 142,450
APTARGROUP INC COM 038336103 302,708 2,211,321 SH   DFND 12,13,19,2,20,5,6,8 2,059,605 610 151,106
POTBELLY CORP COM 73754Y100 133 30,138 SH   DFND 20 30,138 0 0
POTLATCHDELTIC CORPORATION COM 737630103 101,438 2,027,945 SH   DFND 19,2,20,5,8 1,739,133 653 288,159
POWELL INDS INC COM 739128106 7,884 267,354 SH   DFND 2,20,5 238,053 0 29,301
POWER INTEGRATIONS INC COM 739276103 174,250 2,128,631 SH   DFND 19,2,20,5,8 1,878,321 400 249,910
POWERFLEET INC COM 73931J109 3,408 458,682 SH   DFND 2,20 396,166 0 62,516
PPD INC COM 69355F102 87,803 2,565,835 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,116,233 55,000 394,602
PPG INDS INC COM 693506107 1,536,368 10,652,945 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,205,417 256,621 1,190,907
PPL CORP COM 69351T106 1,155,780 40,391,335 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,249,463 483,946 4,657,926
PQ GROUP HLDGS INC COM 73943T103 11,090 777,673 SH   DFND 2,20,5,8 596,871 0 180,802
PRA GROUP INC COM 69354N106 53,627 1,352,162 SH   DFND 2,20,5,8 1,166,618 634 184,910
APTINYX INC COM 03836N103 1,461 422,280 SH   DFND 2,20 361,479 0 60,801
PRA HEALTH SCIENCES INC COM 69354M108 182,672 1,456,252 SH   DFND 13,19,2,20,5,8 1,311,764 900 143,588
PRAXIS PRECISION MEDICINES I COM 74006W108 9,396 170,769 SH   DFND 2,20 143,377 0 27,392
PRECIGEN INC COM 74017N105 31,534 3,091,605 SH   DFND 2,20,5,8 2,830,398 1,500 259,707
PRECISION BIOSCIENCES INC COM 74019P108 21,567 2,585,916 SH   DFND 19,2,20,5,8 2,453,963 0 131,953
PREFERRED APT CMNTYS INC COM 74039L103 6,619 873,740 SH   DFND 2,20,5 720,537 0 153,203
PREFERRED BK LOS ANGELES CA COM NEW 740367404 24,611 487,638 SH   DFND 2,20,5,8 426,926 0 60,712
PREFORMED LINE PRODS CO COM 740444104 3,758 54,750 SH   DFND 2,20 45,535 0 9,215
PRELUDE THERAPEUTICS INC COM 74065P101 10,184 142,333 SH   DFND 2,20 119,886 0 22,447
PREMIER FINANCIAL CORP COM 74052F108 17,883 777,505 SH   DFND 2,20,5,8 582,154 0 195,351
PREMIER FINL BANCORP INC COM 74050M105 3,035 228,403 SH   DFND 13,2,20,5 192,533 0 35,870
APTIV PLC SHS G6095L109 1,385,648 10,635,110 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,192,954 190,595 1,251,561
PREMIER INC CL A 74051N102 53,692 1,529,673 SH   DFND 19,2,20,5,8 1,273,099 1,400 255,174
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 61,209 1,755,342 SH   DFND 2,20,5,8 1,547,024 300 208,018
PREVAIL THERAPEUTICS INC COM 74140Y101 5,547 240,454 SH   DFND 2,20,5 198,563 0 41,891
PRICE T ROWE GROUP INC COM 74144T108 1,733,659 11,451,607 SH   DFND 10,12,13,19,2,20,5,6,8 9,897,260 389,520 1,164,827
PRICELINE GRP INC COM 09857L108 3,695,558 1,659,232 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,425,817 43,112 190,303
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 32,612 27,985,000 PRN   DFND 2,5 27,985,000 0 0
PRICESMART INC COM 741511109 69,879 767,141 SH   DFND 2,20,5,8 677,569 365 89,207
PRIMEENERGY RESOURCES CORP COM 74158E104 341 7,910 SH   DFND 2,20 6,089 0 1,821
PRIMERICA INC COM 74164M108 129,043 963,511 SH   DFND 12,13,2,20,5,8 872,453 300 90,758
PRIMO WATER CORPORATION COM 74167P108 40,812 2,602,819 SH   DFND 2,20,5 2,114,315 0 488,504
AC IMMUNE SA SHS H00263105 146 28,314 SH   DFND 2,20 28,314 0 0
APYX MEDICAL CORPORATION COM 03837C106 4,175 579,869 SH   DFND 2,20 466,105 0 113,764
PRIMORIS SVCS CORP COM 74164F103 27,637 998,816 SH   DFND 10,2,20,5,8 791,007 4,486 203,323
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 602,045 12,135,559 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,703,479 190,605 1,241,475
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 707 100,404 SH   DFND 2,20 77,875 0 22,529
PROASSURANCE CORP COM 74267C106 30,583 1,714,312 SH   DFND 13,2,20,5,8 1,485,187 648 228,477
PROCTER AND GAMBLE CO COM 742718109 15,166,364 109,000,746 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 89,022,871 2,554,514 17,423,361
PROFESSIONAL HLDG CORP CL A COM 743139107 2,196 142,297 SH   DFND 2,20 104,903 0 37,394
PROG HOLDINGS INC COM NPV 74319R101 111,375 2,067,484 SH   DFND 19,2,20,5,8 1,790,410 804 276,270
PROGENITY INC COM 74319F107 172 32,440 SH   DFND 20 27,314 0 5,126
PROGRESS SOFTWARE CORP COM 743312100 65,469 1,448,752 SH   DFND 10,2,20,5,8 1,253,383 7,963 187,406
PROGRESSIVE CORP COM 743315103 2,507,494 25,358,960 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,014,011 581,726 2,763,223
AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 241 27,529 SH   DFND 20 27,529 0 0
PROGYNY INC COM 74340E103 23,388 551,731 SH   DFND 2,20,5,8 465,672 0 86,059
PROLOGIS INC. COM 74340W103 4,166,176 41,803,894 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,659,419 643,169 5,501,306
PROOFPOINT INC COM 743424103 103,378 757,849 SH   DFND 13,19,2,20,5,8 627,446 500 129,903
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 26,393 23,714,000 PRN   DFND 2,5 23,714,000 0 0
PROPETRO HLDG CORP COM 74347M108 25,153 3,403,611 SH   DFND 2,20,5,8 3,066,138 0 337,473
PROS HOLDINGS INC COM 74346Y103 41,423 815,897 SH   DFND 19,2,20,5,8 651,074 800 164,023
PROSIGHT GLOBAL INC COM 74349J103 1,978 154,172 SH   DFND 2,20,5 120,471 0 33,701
PROSPERITY BANCSHARES INC COM 743606105 446,022 6,385,543 SH   DFND 13,2,20,5,8 6,184,413 793 200,337
PROTAGONIST THERAPEUTICS INC COM 74366E102 29,924 1,484,316 SH   DFND 19,2,20,5,8 1,391,078 0 93,238
PROTARA THERAPEUTICS INC COM STK 74365U107 1,211 50,033 SH   DFND 2,20 43,116 0 6,917
AQUESTIVE THERAPEUTICS INC COM 03843E104 1,685 314,891 SH   DFND 2,20,5 272,415 0 42,476
PROTECTIVE INS CORP CL B 74368L203 2,693 196,407 SH   DFND 2,20,5 163,964 0 32,443
PROTHENA CORP PLC SHS G72800108 7,328 610,150 SH   DFND 19,2,20,5,8 490,695 94 119,361
PROTO LABS INC COM 743713109 123,194 803,088 SH   DFND 2,20,5,8 692,714 300 110,074
PROVENTION BIO INC COM 74374N102 16,872 995,965 SH   DFND 19,2,20,5,8 836,847 0 159,118
PROVIDENT BANCORP INC COM NEW 74383L105 2,713 226,085 SH   DFND 2,20 189,112 0 36,973
PROVIDENT FINL HLDGS INC COM 743868101 1,505 95,782 SH   DFND 2,20 75,122 0 20,660
PROVIDENT FINL SVCS INC COM 74386T105 42,456 2,363,917 SH   DFND 19,2,20,5,8 2,050,927 300 312,690
PRUDENTIAL BANCORP INC NEW COM 74431A101 1,898 137,065 SH   DFND 2,20 113,445 0 23,620
PRUDENTIAL FINL INC COM 744320102 1,413,312 18,103,144 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,595,212 417,816 2,090,116
PRUDENTIAL PLC ADR 74435K204 678 18,364 SH   DFND 20 18,364 0 0
ARAMARK COM 03852U106 177,222 4,605,565 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,654,983 141,468 809,114
PS BUSINESS PKS INC CALIF COM 69360J107 136,247 1,025,413 SH   DFND 10,19,2,20,5,8 892,060 5,348 128,005
PTC INC COM 69370C100 399,669 3,341,433 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,878,965 67,682 394,786
PTC THERAPEUTICS INC COM 69366J200 133,143 2,181,597 SH   DFND 2,20,5,8 1,929,888 300 251,409
PUBLIC STORAGE COM 74460D109 2,220,085 9,613,671 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,993,626 261,834 1,358,211
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,534,269 26,316,790 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,763,364 356,023 3,197,403
PULMONX CORP COM 745848101 12,244 177,405 SH   DFND 2,20 148,733 0 28,672
PULSE BIOSCIENCES INC COM 74587B101 5,487 229,968 SH   DFND 2,20,5 190,145 0 39,823
PULTE GROUP INC COM 745867101 563,430 13,023,775 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,225,714 465,307 1,332,754
PUMA BIOTECHNOLOGY INC COM 74587V107 23,003 2,242,037 SH   DFND 13,19,2,20,5,8 2,121,828 1,000 119,209
PURE CYCLE CORP COM NEW 746228303 3,922 349,200 SH   DFND 2,20,5 294,004 0 55,196
ARAVIVE INC COM 03890D108 1,060 187,949 SH   DFND 2,20 161,486 0 26,463
PURE STORAGE INC CL A 74624M102 69,166 3,059,077 SH   DFND 19,2,20,5,8 2,514,330 2,000 542,747
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 14,438 13,058,000 PRN   DFND 2,5 13,058,000 0 0
PURPLE INNOVATION INC COM 74640Y106 10,790 327,562 SH   DFND 19,2,20,5,8 275,958 0 51,604
PUXIN LTD ADS 74704P108 349 59,960 SH   DFND 2,20,5 59,960 0 0
PVH CORPORATION COM 693656100 212,822 2,266,712 SH   DFND 10,12,13,19,2,20,5,6,8 2,004,123 819 261,770
PZENA INVT MGMT INC CLASS A 74731Q103 2,205 302,009 SH   DFND 2,20 242,431 0 59,578
Q2 HLDGS INC COM 74736L109 128,094 1,012,364 SH   DFND 2,20,5,8 809,459 500 202,405
QAD INC CL A 74727D306 15,703 248,260 SH   DFND 2,20,5,8 199,571 0 48,689
QCR HOLDINGS INC COM 74727A104 13,665 344,626 SH   DFND 2,20,5,8 281,559 0 63,067
QEP RESOURCES INC COM 74733V100 14,856 6,215,985 SH   DFND 12,13,2,20,5 6,214,485 0 1,500
ARBOR REALTY TRUST INC COM 038923108 32,337 2,280,477 SH   DFND 2,20,5,8 1,809,284 0 471,193
QIAGEN NV SHS NEW N72482123 111,824 2,115,867 SH   DFND 2,20,6,8 1,838,219 0 277,648
QIWI PLC SPON ADR REP B 74735M108 2,410 234,001 SH   DFND 2 234,001 0 0
QORVO INC COM 74736K101 824,882 4,961,099 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,139,063 140,423 681,613
QTS RLTY TR INC COM CL A 74736A103 150,023 2,406,381 SH   DFND 10,19,2,20,5,8 2,002,724 17,274 386,383
QUAD / GRAPHICS INC COM CL A 747301109 2,395 627,063 SH   DFND 2,20,5 529,849 0 97,214
QUAKER CHEM CORP COM 747316107 100,460 396,462 SH   DFND 2,20,5,8 338,558 108 57,796
QUALCOMM INC COM 747525103 7,212,733 47,346,283 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,942,892 850,762 5,552,629
QUALYS INC COM 74758T303 136,153 1,117,199 SH   DFND 2,20,5,6,8 975,629 400 141,170
QUANEX BUILDING PRODUCTS COR COM 747619104 23,739 1,070,781 SH   DFND 2,20,5,8 946,418 0 124,363
QUANTA SVCS INC COM 74762E102 328,941 4,563,576 SH   DFND 10,12,13,2,20,5,6,8 4,043,355 1,698 518,523
ARBUTUS BIOPHARMA CORP COM 03879J100 201 56,610 SH   DFND 20 56,610 0 0
QUANTERIX CORP COM 74766Q101 18,368 395,015 SH   DFND 2,20,5,8 313,821 0 81,194
QUANTUM CORP COM NEW 747906501 3,027 494,635 SH   DFND 2,20 428,210 0 66,425
QUDIAN INC ADR 747798106 2,642 1,914,597 SH   DFND 13,2,20,5 1,746,786 0 167,811
QUEST DIAGNOSTICS INC COM 74834L100 757,444 6,355,992 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,441,113 168,692 746,187
QUIDEL CORP COM 74838J101 166,130 924,744 SH   DFND 13,19,2,20,5,8 837,898 905 85,941
QUINSTREET INC COM 74874Q100 31,620 1,474,791 SH   DFND 19,2,20,5,8 1,278,848 0 195,943
QUOTIENT LTD SHS G73268107 9,625 1,847,352 SH   DFND 2,20,5,8 1,609,781 0 237,571
QUOTIENT TECHNOLOGY INC COM 749119103 22,778 2,418,079 SH   DFND 2,20,5,8 2,067,836 0 350,243
QURATE RETAIL INC COM SER A 74915M100 72,701 6,627,263 SH   DFND 12,13,2,20,5,8 5,706,193 5,279 915,791
QUTOUTIAO INC ADS REP SHS A 74915J107 469 294,913 SH   DFND 2,20,5 276,413 0 18,500
ARC DOCUMENT SOLUTIONS INC COM 00191G103 57 38,476 SH   DFND 20 38,476 0 0
R1 RCM INC COM 749397105 80,533 3,352,760 SH   DFND 2,20,5,8 2,930,533 0 422,227
RACKSPACE TECHNOLOGY INC COM 750102105 12,138 636,807 SH   DFND 2,20,5,8 532,202 0 104,605
RADA ELECTR INDS LTD COM PAR NEW M81863124 2,071 212,396 SH   DFND 2 212,396 0 0
RADIAN GROUP INC COM 750236101 119,821 5,917,073 SH   DFND 13,2,20,5,8 5,080,954 1,653 834,466
RADIANT LOGISTICS INC COM 75025X100 4,186 721,804 SH   DFND 2,20,5 601,527 0 120,277
RADIUS GLOBAL INFRASTRCTRE I COM CL A 750481103 473 36,800 SH   DFND 20 36,800 0 0
RADIUS HEALTH INC COM NEW 750469207 41,794 2,340,062 SH   DFND 2,20,5,8 2,155,567 0 184,495
RADNET INC COM 750491102 26,938 1,376,504 SH   DFND 2,20,5,8 1,201,137 0 175,367
RADWARE LTD ORD M81873107 10,366 373,552 SH   DFND 2,20,5,8 249,841 500 123,211
RAFAEL HLDGS INC COM CL B 75062E106 4,111 176,269 SH   DFND 2,20,5 147,460 0 28,809
ARCBEST CORP COM 03937C105 44,185 1,035,505 SH   DFND 2,20,5,8 933,703 1,000 100,802
RALPH LAUREN CORP CL A 751212101 199,965 1,927,561 SH   DFND 10,12,13,19,2,20,5,6,8 1,384,719 688 542,154
RAMBUS INC DEL COM 750917106 74,464 4,264,806 SH   DFND 2,20,5,8 3,809,842 485 454,479
RANGE RES CORP COM 75281A109 105,590 15,759,774 SH   DFND 12,13,2,20,5,8 12,481,893 5,410 3,272,471
RANPAK HOLDINGS CORP COM CL A 75321W103 6,860 510,444 SH   DFND 2,20,5,8 420,943 0 89,501
RAPID7 INC COM 753422104 98,331 1,090,632 SH   DFND 2,20,5,8 882,284 500 207,848
RAPT THERAPEUTICS INC COM 75382E109 3,819 193,372 SH   DFND 2,20,5,8 158,333 0 35,039
RAVEN INDS INC COM 754212108 36,209 1,094,253 SH   DFND 19,2,20,5,8 938,868 0 155,385
RAYMOND JAMES FINL INC COM 754730109 496,841 5,193,274 SH   DFND 10,12,13,19,2,20,5,6,8 4,520,525 116,423 556,326
RAYONIER ADVANCED MATLS INC COM 75508B104 12,384 1,899,331 SH   DFND 2,20,5 1,716,831 0 182,500
RAYONIER INC COM 754907103 94,606 3,220,071 SH   DFND 12,13,2,20,5,8 2,925,219 1,214 293,638
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 9,661 419,312 SH   DFND 1,2,20 310,312 0 109,000
RAYTHEON TECHNOLOGIES CORP COM 75513E101 8,609,927 120,401,724 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 56,199,873 58,324,169 5,877,683
RBB BANCORP COM 74930B105 4,252 276,471 SH   DFND 2,20,5 227,905 0 48,566
RBC BEARINGS INC COM 75524B104 86,126 481,042 SH   DFND 13,2,20,5,8 379,594 200 101,248
RCI HOSPITALITY HLDGS INC COM 74934Q108 6,493 164,626 SH   DFND 2,20,5 141,366 0 23,260
RE MAX HLDGS INC CL A 75524W108 19,938 548,803 SH   DFND 2,20,5,8 472,153 0 76,650
READING INTL INC CL A 755408101 307 61,144 SH   DFND 2,20 61,144 0 0
READY CAPITAL CORP COM 75574U101 22,054 1,723,158 SH   DFND 2,20,5,8 1,532,204 0 190,954
REALNETWORKS INC COM NEW 75605L708 24 15,119 SH   DFND 20 15,119 0 0
REALOGY HLDGS CORP COM 75605Y106 51,347 3,913,611 SH   DFND 12,13,2,20,5,8 3,429,507 1,100 483,004
REALPAGE INC COM 75606N109 101,487 1,163,309 SH   DFND 19,2,20,5,6,8 961,517 1,300 200,492
ACACIA COMMUNICATIONS INC COM 00401C108 58,935 807,769 SH   DFND 19,2,20,5,8 623,896 600 183,273
ARCH CAP GROUP LTD ORD G0450A105 300,924 8,342,774 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,856,310 246,126 1,240,338
REALTY INCOME CORP COM 756109104 1,529,582 24,511,953 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,737,864 293,108 2,480,981
REATA PHARMACEUTICALS INC CL A 75615P103 47,378 383,259 SH   DFND 13,19,2,20,5,8 323,695 200 59,364
RECRO PHARMA INC COM 75629F109 1,033 362,439 SH   DFND 2,20 297,518 0 64,921
RED LION HOTELS CORP COM 756764106 42 12,239 SH   DFND 20 12,239 0 0
RED RIVER BANCSHARES INC COM 75686R202 4,106 82,872 SH   DFND 2,20,5 68,030 0 14,842
RED ROBIN GOURMET BURGERS IN COM 75689M101 9,173 476,999 SH   DFND 2,20,5 428,411 0 48,588
RED ROCK RESORTS INC CL A 75700L108 32,530 1,299,105 SH   DFND 2,20,5,8 1,026,043 400 272,662
RED VIOLET INC COM 75704L104 2,714 103,958 SH   DFND 2,20 90,072 0 13,886
REDFIN CORP COM 75737F108 132,021 1,923,664 SH   DFND 2,20,5,8 1,529,908 900 392,856
REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 939 111,191 SH   DFND 1,2,20 26,191 0 85,000
ARCH RESOURCES INC CL A 03940R107 52,668 1,203,281 SH   DFND 2,20,5 1,165,339 0 37,942
REDWOOD TR INC COM 758075402 47,728 5,435,936 SH   DFND 2,20,5,8 4,912,115 2,059 521,762
REEDS INC COM 758338107 7 12,500 SH   DFND 20 12,500 0 0
REGAL BELOIT CORP COM 758750103 123,589 1,003,889 SH   DFND 10,13,19,2,20,5,8 899,006 9,982 94,901
REGENCY CTRS CORP COM 758849103 458,577 9,930,080 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,480,737 148,423 1,300,920
REGENERON PHARMACEUTICALS COM 75886F107 2,266,456 4,691,387 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,952,069 163,943 575,375
REGENXBIO INC COM 75901B107 82,630 1,821,656 SH   DFND 13,2,20,5,8 1,676,310 500 144,846
REGIONAL MGMT CORP COM 75902K106 4,818 161,341 SH   DFND 2,20,5 133,878 0 27,463
REGIONS FINANCIAL CORP NEW COM 7591EP100 910,145 55,929,881 SH   DFND 10,12,13,19,2,20,5,6,8 50,479,641 627,457 4,822,783
REGIS CORP MINN COM 758932107 6,543 711,992 SH   DFND 2,20,5 622,551 0 89,441
REINSURANCE GRP OF AMERICA I COM NEW 759351604 276,216 2,383,225 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,089,841 66,638 226,746
ARCHER DANIELS MIDLAND CO COM 039483102 1,603,856 31,816,235 SH   DFND 10,11,12,13,19,2,20,5,6,8 28,087,530 647,624 3,081,081
RELAY THERAPEUTICS INC COM 75943R102 55,138 1,326,705 SH   DFND 2,20,5,8 1,213,986 0 112,719
RELIANCE STEEL & ALUMINUM CO COM 759509102 230,188 1,922,236 SH   DFND 10,12,13,19,2,20,5,6,8 1,764,108 8,859 149,269
RELIANT BANCORP INC COM 75956B101 5,646 303,215 SH   DFND 2,20,5 250,483 0 52,732
RELMADA THERAPEUTICS INC COM 75955J402 9,764 304,459 SH   DFND 19,2,20,5,8 254,752 0 49,707
RELX PLC SPONSORED ADR 759530108 1,376 55,742 SH   DFND 1,20 44,910 0 10,832
REMARK HLDGS INC COM 75955K102 21 11,100 SH   DFND 20 11,100 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 373,859 2,254,609 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,752,110 28,210 474,289
RENASANT CORP COM 75970E107 68,566 2,022,915 SH   DFND 2,20,5,8 1,805,293 385 217,237
RENESOLA LTD SPONSORED ADS 75971T301 29,706 2,598,990 SH   DFND 2 2,598,990 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 167,244 2,361,538 SH   DFND 10,2,20,5,8 2,191,440 2,467 167,631
ARCHROCK INC COM 03957W106 42,870 4,950,385 SH   DFND 2,20,5,8 4,413,060 2,651 534,674
RENT A CTR INC NEW COM 76009N100 66,670 1,727,364 SH   DFND 10,2,20,5,8 1,509,622 17,809 199,933
REPARE THERAPEUTICS INC COM 760273102 207 6,035 SH   DFND 20,5,8 5,035 0 1,000
REPAY HLDGS CORP COM CL A 76029L100 37,926 1,391,785 SH   DFND 2,20,5,8 1,155,461 0 236,324
REPLIGEN CORP COM 759916109 225,502 1,176,756 SH   DFND 13,19,2,20,5,8 1,056,821 1,100 118,835
REPLIMUNE GROUP INC COM 76029N106 59,815 1,567,887 SH   DFND 2,20,5,8 1,484,774 0 83,113
REPRO MED SYS INC COM 759910102 2,649 440,010 SH   DFND 2,20,5 360,010 0 80,000
REPUBLIC BANCORP INC KY CL A 760281204 8,534 234,764 SH   DFND 2,20,5,8 194,097 666 40,001
REPUBLIC FIRST BANCORP INC COM 760416107 2,454 861,030 SH   DFND 2,20,5 714,786 0 146,244
REPUBLIC SVCS INC COM 760759100 1,016,854 10,513,534 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,671,623 269,664 1,572,247
RESEARCH FRONTIERS INC COM 760911107 1,122 399,233 SH   DFND 2,20 347,337 0 51,896
ARCO PLATFORM LTD COM CL A G04553106 240 6,756 SH   DFND 2 6,756 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 104,810 4,929,894 SH   DFND 1,12,13,2,20,5,8 4,335,783 1,670 592,441
RESMED INC COM 761152107 1,345,079 6,327,999 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,307,302 245,071 775,626
RESOLUTE FST PRODS INC COM 76117W109 391 59,803 SH   DFND 20,5 59,803 0 0
RESONANT INC COM 76118L102 1,989 750,597 SH   DFND 2,20 653,086 0 97,511
RESOURCES CONNECTION INC COM 76122Q105 14,481 1,152,004 SH   DFND 2,20,5,8 1,022,579 743 128,682
RESTAURANT BRANDS INTL INC COM 76131D103 2,052 33,305 SH   DFND 19,20,8 33,077 0 228
RETAIL OPPORTUNITY INVTS COR COM 76131N101 79,997 5,974,415 SH   DFND 10,19,2,20,5,8 5,244,065 31,054 699,296
RETAIL PPTYS AMER INC CL A 76131V202 94,892 11,008,911 SH   DFND 10,12,13,19,2,20,5,8 9,641,414 65,790 1,301,707
RETAIL VALUE INC COM 76133Q102 5,107 321,822 SH   DFND 13,2,20,5 263,729 0 58,093
RETRACTABLE TECHNOLOGIES INC COM 76129W105 2,720 253,303 SH   DFND 2,20 223,425 0 29,878
ARCONIC CORPORATION COM 03966V107 130,247 4,370,715 SH   DFND 12,13,19,2,20,5,8 3,937,202 891 432,622
REV GROUP INC COM 749527107 4,677 530,891 SH   DFND 2,20,5,8 419,273 0 111,618
REVANCE THERAPEUTICS INC COM 761330109 41,668 1,470,276 SH   DFND 19,2,20,5,8 1,219,055 0 251,221
REVLON INC CL A NEW 761525609 1,604 135,017 SH   DFND 2,20 105,062 0 29,955
REVOLUTION MEDICINES INC COM 76155X100 70,911 1,791,132 SH   DFND 2,20,5,8 1,651,021 0 140,111
REVOLVE GROUP INC CL A 76156B107 1,041 33,400 SH   DFND 20,5,8 27,400 0 6,000
REX AMERICAN RES CORP COM 761624105 15,031 204,586 SH   DFND 2,20,5,8 182,433 0 22,153
REXFORD INDL RLTY INC COM 76169C100 267,839 5,430,269 SH   DFND 10,19,2,20,5,8 4,744,975 33,575 651,719
REXNORD CORP COM 76169B102 93,229 2,360,834 SH   DFND 2,20,5,8 1,875,237 800 484,797
REYNOLDS CONSUMER PRODS INC COM 76171L106 15,377 511,884 SH   DFND 2,20,5,6 445,555 0 66,329
RGC RES INC COM 74955L103 3,550 149,296 SH   DFND 2,20,5 123,240 0 26,056
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2,019 401,318 SH   DFND 2,20,5 322,011 0 79,307
RH COM 74967X103 271,065 605,705 SH   DFND 13,2,20,5,8 539,601 100 66,004
RHYTHM PHARMACEUTICALS INC COM 76243J105 38,028 1,279,119 SH   DFND 2,20,5,8 1,152,680 0 126,439
RIBBON COMMUNICATIONS INC COM 762544104 10,474 1,596,647 SH   DFND 2,20,5,8 1,301,857 2,643 292,147
RICHMOND MUT BANCORPORATION COM 76525P100 3,000 219,615 SH   DFND 2,20 178,568 0 41,047
RIGEL PHARMACEUTICALS INC COM NEW 766559603 32,769 9,362,504 SH   DFND 19,2,20,5,8 8,661,127 0 701,377
RIGNET INC COM 766582100 76 12,867 SH   DFND 20 12,867 0 0
RIMINI STR INC DEL COM 76674Q107 1,550 349,973 SH   DFND 2,20 292,582 0 57,391
RING ENERGY INC COM 76680V108 70 106,343 SH   DFND 20 106,343 0 0
RINGCENTRAL INC CL A 76680R206 563,915 1,488,020 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,210,228 35,221 242,571
RIO TINTO PLC SPONSORED ADR 767204100 1,315 17,381 SH   DFND 1,20 4,603 0 12,778
ARCOSA INC COM 039653100 94,094 1,712,976 SH   DFND 13,2,20,5,8 1,499,481 786 212,709
RIOT BLOCKCHAIN INC COM 767292105 25,429 1,496,717 SH   DFND 2,20 1,496,717 0 0
RITE AID CORP COM 767754872 24,860 1,570,453 SH   DFND 13,2,20,5,8 1,342,742 1,202 226,509
RIVERVIEW BANCORP INC COM 769397100 2,221 422,300 SH   DFND 13,2,20 298,121 0 124,179
RLI CORP COM 749607107 480,481 4,613,360 SH   DFND 12,13,19,2,20,5,8 1,827,260 2,612,623 173,477
RLJ LODGING TR COM 74965L101 92,375 6,523,670 SH   DFND 10,13,19,2,20,5,8 5,489,961 43,483 990,226
RMR GROUP INC CL A 74967R106 11,356 294,049 SH   DFND 2,20,5,8 233,719 893 59,437
ROBERT HALF INTL INC COM 770323103 323,053 5,170,510 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,225,379 206,913 738,218
ROCKET COS INC COM CL A 77311W101 75,390 3,728,492 SH   DFND 2,20,5,6,8 3,619,504 0 108,988
ROCKET PHARMACEUTICALS INC COM 77313F106 63,398 1,156,045 SH   DFND 2,20,5,8 1,005,122 0 150,923
ROCKWELL AUTOMATION INC COM 773903109 1,187,610 4,735,098 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,096,597 75,634 562,867
ARCTURUS THERAPEUTICS HLDGS COM 03969T109 43,897 1,011,919 SH   DFND 19,2,20,5,8 929,239 0 82,680
ROCKWELL MED INC COM 774374102 1,214 1,201,622 SH   DFND 2,20 940,485 0 261,137
ROCKY BRANDS INC COM 774515100 3,934 140,167 SH   DFND 2,20 115,487 0 24,680
ROGERS COMMUNICATIONS INC CL B 775109200 4,991 106,732 SH   DFND 2,20 106,732 0 0
ROGERS CORP COM 775133101 89,100 573,765 SH   DFND 19,2,20,5,8 493,538 168 80,059
ROKU INC COM CL A 77543R102 687,746 2,071,400 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,687,659 51,725 332,016
ROLLINS INC COM 775711104 430,570 11,020,484 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,397,478 350,118 2,272,888
ROOT INC COM CL A 77664L108 317 20,200 SH   DFND 20 20,200 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,872,768 4,344,262 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,790,389 63,052 490,821
ROSS STORES INC COM 778296103 1,962,042 15,976,239 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,990,235 312,404 1,673,600
ROYAL BK CDA COM 780087102 2,243 27,331 SH   DFND 12,2,20 27,064 0 267
ARCUS BIOSCIENCES INC COM 03969F109 47,321 1,822,855 SH   DFND 19,2,20,5,8 1,642,619 0 180,236
ROYAL CARIBBEAN GROUP COM V7780T103 557,055 7,458,222 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,501,295 110,620 846,307
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 311 9,267 SH   DFND 20 9,267 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 24,641 686,012 SH   DFND 1,2,20 85,356 0 600,656
ROYAL GOLD INC COM 780287108 204,942 1,926,874 SH   DFND 13,19,2,20,5,6,8 1,737,569 599 188,706
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 118,005 2,357,742 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,919,918 196,300 241,524
RPC INC COM 749660106 6,426 2,039,918 SH   DFND 2,20,5,8 1,778,024 0 261,894
RPM INTL INC COM 749685103 482,130 5,310,971 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,642,126 95,131 573,714
RPT REALTY SH BEN INT 74971D101 37,329 4,315,508 SH   DFND 10,19,2,20,5,8 3,813,165 21,521 480,822
RUBIUS THERAPEUTICS INC COM 78116T103 5,061 666,740 SH   DFND 2,20,5,8 538,120 0 128,620
RUSH ENTERPRISES INC CL A 781846209 37,484 904,978 SH   DFND 10,2,20,5,8 719,832 24,416 160,730
1LIFE HEALTHCARE INC COM 68269G107 66,407 1,521,342 SH   DFND 19,2,20,5,8 1,233,090 0 288,252
ACACIA RESH CORP ACACIA TCH COM 003881307 3,678 933,562 SH   DFND 2,20,5 762,727 0 170,835
ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 23,602 839,022 SH   DFND 2,20,5,8 780,068 0 58,954
RUSH ENTERPRISES INC CL B 781846308 6,179 163,072 SH   DFND 10,2,20,5 109,043 13,659 40,370
RUTHS HOSPITALITY GROUP INC COM 783332109 19,288 1,087,858 SH   DFND 2,20,5,8 960,415 9,000 118,443
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 11,557 104,346 SH   DFND 1,2,20,6,8 64,133 0 40,213
RYDER SYS INC COM 783549108 97,198 1,573,800 SH   DFND 12,13,2,20,5,8 1,441,914 831 131,055
RYERSON HLDG CORP COM 783754104 3,668 268,937 SH   DFND 2,20 226,372 0 42,565
RYMAN HOSPITALITY PPTYS INC COM 78377T107 134,070 1,978,598 SH   DFND 10,13,19,2,20,5,8 1,641,916 16,379 320,303
S & T BANCORP INC COM 783859101 33,785 1,360,118 SH   DFND 2,20,5,8 1,199,438 536 160,144
S&P GLOBAL INC COM 78409V104 3,517,921 10,701,550 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,316,738 176,330 1,208,482
SABINE ROYALTY TR UNIT BEN INT 785688102 318 11,255 SH   DFND 2 11,255 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 148,476 8,547,823 SH   DFND 10,19,2,20,5,8 7,257,733 56,183 1,233,907
ARDAGH GROUP S A CL A L0223L101 2,842 165,119 SH   DFND 2,20,5 146,020 0 19,099
SABRE CORP COM 78573M104 87,686 7,295,008 SH   DFND 13,2,20,5,8 6,633,892 3,300 657,816
SACHEM CAP CORP COM 78590A109 46 10,700 SH   DFND 20 10,700 0 0
SAFE BULKERS INC COM Y7388L103 1,124 864,656 SH   DFND 2,20 714,396 0 150,260
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 2,348 367,996 SH   DFND 2,20,5 302,382 0 65,614
SAFEHOLD INC COM 78645L100 47,998 660,657 SH   DFND 10,19,2,20,5,8 567,068 4,500 89,089
SAFETY INS GROUP INC COM 78648T100 38,200 490,366 SH   DFND 13,2,20,5,8 422,608 6,200 61,558
SAGA COMMUNICATIONS INC CL A NEW 786598300 1,655 68,893 SH   DFND 2,20 55,144 0 13,749
SAGE THERAPEUTICS INC COM 78667J108 132,609 1,532,879 SH   DFND 13,2,20,5,8 1,413,239 800 118,840
SAIA INC COM 78709Y105 151,144 835,972 SH   DFND 2,20,5,8 727,509 300 108,163
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 144,938 2,722,343 SH   DFND 2,20,5,8 2,357,548 900 363,895
ARDELYX INC COM 039697107 15,739 2,432,666 SH   DFND 2,20,5,8 2,207,996 0 224,670
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 20,745 10,642,000 PRN   DFND 2,5 10,642,000 0 0
SALESFORCE COM INC COM 79466L302 9,022,928 40,547,020 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,578,648 470,398 9,497,974
SALISBURY BANCORP INC COM 795226109 1,395 37,432 SH   DFND 2,20 32,632 0 4,800
SALLY BEAUTY HLDGS INC COM 79546E104 55,511 4,257,006 SH   DFND 12,13,2,20,5,8 3,796,358 646 460,002
SANDERSON FARMS INC COM 800013104 123,854 936,867 SH   DFND 12,19,2,20,5,8 844,222 144 92,501
SANDRIDGE ENERGY INC COM NEW 80007P869 93 30,043 SH   DFND 20 30,043 0 0
SANDY SPRING BANCORP INC COM 800363103 33,100 1,028,272 SH   DFND 2,20,5,8 853,139 0 175,133
SANFILIPPO JOHN B & SON INC COM 800422107 22,799 289,106 SH   DFND 2,20,5,6,8 248,519 0 40,587
SANGAMO THERAPEUTICS INC COM 800677106 99,514 6,377,057 SH   DFND 19,2,20,5,8 5,904,160 100 472,797
SANMINA CORPORATION COM 801056102 74,486 2,335,705 SH   DFND 12,2,20,5,8 2,069,852 833 265,020
ARDMORE SHIPPING CORP COM Y0207T100 1,917 586,305 SH   DFND 2,20,5 471,061 0 115,244
SANOFI SPONSORED ADR 80105N105 3,878 79,884 SH   DFND 1,2,20 58,207 0 21,677
SANTANDER CONSUMER USA HDG I COM 80283M101 18,711 849,716 SH   DFND 12,13,19,2,20,5,8 743,257 0 106,459
SAP SE SPON ADR 803054204 33,434 256,047 SH   DFND 1,2,20 62,401 0 193,646
SAPIENS INTL CORP N V SHS G7T16G103 14,188 463,509 SH   DFND 2,20,5 385,039 0 78,470
SAREPTA THERAPEUTICS INC COM 803607100 316,953 1,859,072 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,552,435 37,154 269,483
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 38,379 15,680,000 PRN   DFND 2,5 15,680,000 0 0
SATSUMA PHARMACEUTICALS INC COM 80405P107 817 177,308 SH   DFND 2,20 153,911 0 23,397
SAUL CTRS INC COM 804395101 13,343 421,182 SH   DFND 2,20,5,8 363,111 0 58,071
SAVARA INC COM 805111101 815 708,923 SH   DFND 2,20 597,815 0 111,108
SB FINL GROUP INC COM 78408D105 2,071 113,301 SH   DFND 2,20 94,163 0 19,138
ARENA PHARMACEUTICALS INC COM NEW 040047607 159,086 2,070,623 SH   DFND 19,2,20,5,8 1,835,478 890 234,255
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,230,456 4,361,307 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,643,545 54,520 663,242
SCANSOURCE INC COM 806037107 22,975 870,938 SH   DFND 2,20,5,8 772,754 1,058 97,126
SCHLUMBERGER LTD COM 806857108 1,773,526 80,786,121 SH   DFND 10,11,12,13,19,2,20,5,6,8 73,884,637 798,700 6,102,784
SCHNEIDER NATIONAL INC CL B 80689H102 27,778 1,338,381 SH   DFND 2,20,5,8 1,213,097 0 125,284
SCHNITZER STEEL INDS INC CL A 806882106 45,980 1,440,925 SH   DFND 19,2,20,5,8 1,331,024 314 109,587
SCHOLAR ROCK HLDG CORP COM 80706P103 34,432 709,498 SH   DFND 19,2,20,5,8 615,754 0 93,744
SCHOLASTIC CORP COM 807066105 23,458 938,330 SH   DFND 2,20,5,8 822,715 73 115,542
SCHRODINGER INC COM 80810D103 47,225 596,425 SH   DFND 2,20,5,8 466,823 0 129,602
SCHWAB CHARLES CORP COM 808513105 3,275,608 61,757,306 SH   DFND 10,12,13,19,2,20,5,6,8 54,201,188 729,878 6,826,240
SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 84,444 1,450,000 SH   DFND 2 1,450,000 0 0
ARES CAPITAL CORP COM 04010L103 1,437 85,087 SH   DFND 20 85,087 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 710 18,708 SH   DFND 1 18,708 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 57,095 1,419,914 SH   DFND 2,20,5 1,316,472 64 103,378
SCIENCE APPLICATIONS INTL CO COM 808625107 129,842 1,371,962 SH   DFND 1,13,2,20,5,8 1,248,417 833 122,712
SCIENTIFIC GAMES CORP COM 80874P109 70,780 1,705,944 SH   DFND 13,19,2,20,5,8 1,465,899 700 239,345
SCIPLAY CORPORATION CL A 809087109 190 13,700 SH   DFND 20 13,700 0 0
SCORPIO BULKERS INC COM Y7546A130 2,073 122,463 SH   DFND 2,20,5 97,966 0 24,497
SCORPIO TANKERS INC SHS Y7542C130 9,546 853,090 SH   DFND 2,20,5 685,125 0 167,965
SCOTTS MIRACLE GRO CO CL A 810186106 203,020 1,019,483 SH   DFND 13,19,2,20,5,8 924,093 385 95,005
SCPHARMACEUTICALS INC COM 810648105 408 77,119 SH   DFND 2,20 68,398 0 8,721
SCRIPPS E W CO OHIO CL A NEW 811054402 26,701 1,746,273 SH   DFND 2,20,5,8 1,523,230 1,039 222,004
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 12,109 11,650,000 PRN   DFND 2,5 11,650,000 0 0
SCULPTOR CAP MGMT COM CL A 811246107 4,685 308,250 SH   DFND 2,20,5 252,980 0 55,270
SEA LTD NOTE 1.000%12/0 81141RAD2 118,204 30,097,000 PRN   DFND 2,5 30,097,000 0 0
SEA LTD SPONSORD ADS 81141R100 319,062 1,616,608 SH   DFND 1,10,13,2,20,5,8 423,423 0 1,193,185
SEABOARD CORP DEL COM 811543107 9,648 3,183 SH   DFND 2,20,5,8 2,560 1 622
SEACHANGE INTL INC COM 811699107 485 346,104 SH   DFND 2,20 283,403 0 62,701
SEACOAST BKG CORP FLA COM NEW 811707801 53,527 1,817,565 SH   DFND 2,20,5,8 1,608,149 0 209,416
SEACOR HOLDINGS INC COM 811904101 24,860 599,752 SH   DFND 2,20,5,8 521,293 100 78,359
SEACOR MARINE HLDGS INC COM 78413P101 32 11,860 SH   DFND 20 11,860 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 619,060 9,854,079 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,159,636 302,381 1,392,062
SEAGEN INC COM 81181C104 514,552 2,937,945 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,442,084 72,358 423,503
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 10,487 9,803,000 PRN   DFND 2,5 9,803,000 0 0
SEALED AIR CORP NEW COM 81211K100 333,210 7,276,912 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,960,713 189,675 1,126,524
SEASPINE HLDGS CORP COM 81255T108 7,970 456,718 SH   DFND 2,20,5 383,183 0 73,535
SEAWORLD ENTMT INC COM 81282V100 32,113 1,016,544 SH   DFND 2,20,5,8 801,235 0 215,309
SECUREWORKS CORP CL A 81374A105 2,076 146,009 SH   DFND 2,20 122,394 0 23,615
SECURITY NATL FINL CORP CL A NEW 814785309 1,211 145,003 SH   DFND 2,20 126,368 0 18,635
SEI INVTS CO COM 784117103 316,639 5,474,377 SH   DFND 10,12,13,19,2,20,5,6,8 4,806,826 177,617 489,934
SELECT BANCORP INC NEW COM 81617L108 2,864 302,427 SH   DFND 2,20 255,466 0 46,961
SELECT ENERGY SVCS INC CL A COM 81617J301 5,136 1,252,754 SH   DFND 2,20,5,8 1,028,362 0 224,392
SELECT MED HLDGS CORP COM 81619Q105 97,604 3,528,691 SH   DFND 19,2,20,5,8 3,049,378 2,000 477,313
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 80,223 1,188,836 SH   DFND 2,20 1,051,297 0 137,539
ARES COML REAL ESTATE CORP COM 04013V108 9,811 801,390 SH   DFND 2,20,5,8 650,000 0 151,390
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1,690 46,212 SH   DFND 12 46,212 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 152,866 950,780 SH   DFND 1,12,2,20 832,976 0 117,804
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 144,794 2,146,687 SH   DFND 1,12,2,20 1,877,699 0 268,988
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 82,188 1,135,355 SH   DFND 1,12,2,20 1,005,857 0 129,498
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 15,494 119,163 SH   DFND 2 119,163 0 0
SELECTA BIOSCIENCES INC COM 816212104 3,433 1,133,063 SH   DFND 2,20,5 955,982 0 177,081
SELECTIVE INS GROUP INC COM 816300107 126,053 1,881,948 SH   DFND 12,13,2,20,5,8 1,640,224 741 240,983
SELECTQUOTE INC COM 816307300 11,231 541,269 SH   DFND 2,20,5,8 443,022 0 98,247
SEMPRA ENERGY COM 816851109 2,018,148 15,710,893 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,049,505 190,346 1,471,042
SEMTECH CORP COM 816850101 168,056 2,331,203 SH   DFND 13,19,2,20,5,8 2,053,754 651 276,798
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 56,842 1,208,111 SH   DFND 2,20,5,8 979,998 3,700 224,413
SENECA FOODS CORP NEW CL A 817070501 8,937 223,983 SH   DFND 2,20,5 199,333 0 24,650
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 168,503 3,194,977 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,556,396 96,379 542,202
SENSEONICS HLDGS INC COM 81727U105 72 82,800 SH   DFND 20 82,800 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 96,286 1,305,217 SH   DFND 13,2,20,5,8 1,116,444 760 188,013
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323207 129 21,400 SH   DFND 2 21,400 0 0
SERES THERAPEUTICS INC COM 81750R102 88,741 3,622,072 SH   DFND 19,2,20,5,8 3,450,239 0 171,833
SERITAGE GROWTH PPTYS CL A 81752R100 15,590 1,062,012 SH   DFND 2,20,5,8 874,767 300 186,945
SERVICE CORP INTL COM 817565104 200,823 4,090,090 SH   DFND 13,2,20,5,8 3,724,698 2,037 363,355
SERVICE PPTYS TR COM SH BEN INT 81761L102 100,594 8,754,885 SH   DFND 10,12,13,19,2,20,5,8 7,719,864 44,229 990,792
SERVICENOW INC COM 81762P102 4,197,391 7,625,659 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,628,052 119,251 878,356
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 5,645 272,295 SH   DFND 2,20 233,717 0 38,578
ARGAN INC COM 04010E109 13,138 295,301 SH   DFND 2,20,5,8 234,440 0 60,861
SERVICESOURCE INTL INC COM 81763U100 2,424 1,377,268 SH   DFND 2,20 1,209,553 0 167,715
SERVISFIRST BANCSHARES INC COM 81768T108 62,015 1,531,636 SH   DFND 2,20,5,8 1,338,850 0 192,786
SESEN BIO INC COM 817763105 149 110,500 SH   DFND 20 110,500 0 0
SFL CORPORATION LTD SHS G7738W106 11,024 1,755,410 SH   DFND 2,20,5,8 1,437,110 0 318,300
SHAKE SHACK INC CL A 819047101 87,942 1,037,300 SH   DFND 19,2,20,5,8 888,533 400 148,367
SHARPS COMPLIANCE CORP COM 820017101 2,000 211,640 SH   DFND 2,20 183,577 0 28,063
SHATTUCK LABS INC COM 82024L103 10,421 198,833 SH   DFND 2,20 169,187 0 29,646
SHENANDOAH TELECOMMUNICATION COM 82312B106 68,256 1,578,179 SH   DFND 19,2,20,5,6,8 1,353,978 900 223,301
SHERWIN WILLIAMS CO COM 824348106 2,539,459 3,455,470 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,971,747 63,221 420,502
SHIFT TECHNOLOGIES INC CL A 82452T107 331 40,000 SH   DFND 20 40,000 0 0
ARGENX SE SPONSORED ADR 04016X101 789 2,671 SH   DFND 1,13,20 399 0 2,272
SHIFT4 PMTS INC CL A 82452J109 11,727 155,531 SH   DFND 2,20,5,8 153,831 0 1,700
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,257 42,230 SH   DFND 2,20,5 42,230 0 0
SHOCKWAVE MED INC COM 82489T104 66,914 645,140 SH   DFND 2,20,5,8 531,768 0 113,372
SHOE CARNIVAL INC COM 824889109 11,504 293,625 SH   DFND 19,2,20,5,8 251,968 0 41,657
SHOPIFY INC CL A 82509L107 27,947 24,689 SH   DFND 2 24,689 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 31,098 26,325,000 PRN   DFND 2,5 26,325,000 0 0
SHORE BANCSHARES INC COM 825107105 3,954 270,837 SH   DFND 13,2,20,5 222,810 0 48,027
SHOTSPOTTER INC COM 82536T107 5,835 154,765 SH   DFND 2,20,5,8 126,508 0 28,257
SHUTTERSTOCK INC COM 825690100 54,872 765,305 SH   DFND 2,20,5,6,8 676,712 0 88,593
SHYFT GROUP INC COM 825698103 19,075 672,112 SH   DFND 2,20,5,8 535,232 0 136,880
ARGO GROUP INTL HLDGS LTD COM G0464B107 30,201 691,101 SH   DFND 2,20,5,8 559,940 217 130,944
SI BONE INC COM 825704109 22,184 741,941 SH   DFND 19,2,20,5,8 650,984 0 90,957
SIEBERT FINL CORP COM 826176109 523 124,409 SH   DFND 2,20 99,092 0 25,317
SIENTRA INC COM 82621J105 2,952 758,903 SH   DFND 2,20,5 631,139 0 127,764
SIERRA BANCORP COM 82620P102 7,218 301,758 SH   DFND 13,2,20,5 222,880 0 78,878
SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 153 120,140 SH   DFND 20 120,140 0 0
SIGA TECHNOLOGIES INC COM 826917106 7,584 1,043,250 SH   DFND 2,20,5,8 866,409 0 176,841
SIGNATURE BK NEW YORK N Y COM 82669G104 264,574 1,955,609 SH   DFND 12,13,2,20,5,8 1,841,357 599 113,653
SIGNET JEWELERS LIMITED SHS G81276100 60,098 2,203,797 SH   DFND 12,13,19,2,20,5,8 1,978,607 659 224,531
SILGAN HOLDINGS INC COM 827048109 69,108 1,863,767 SH   DFND 2,20,5,8 1,659,604 484 203,679
SILICOM LTD ORD M84116108 248 5,930 SH   DFND 2 5,930 0 0
ARISTA NETWORKS INC COM 040413106 636,382 2,190,117 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,883,836 51,928 254,353
SILICON LABORATORIES INC COM 826919102 201,395 1,581,557 SH   DFND 13,19,2,20,5,8 1,387,938 505 193,114
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 5,929 123,213 SH   DFND 1,10,13,19,2,20,5 99,306 0 23,907
SILK RD MED INC COM 82710M100 43,158 685,258 SH   DFND 2,20,5,8 581,320 0 103,938
SILVERBOW RES INC COM 82836G102 89 16,823 SH   DFND 20 16,823 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 2,080 149,720 SH   DFND 2,20 117,429 0 32,291
SILVERGATE CAP CORP CL A 82837P408 29,428 396,013 SH   DFND 2,20,5 328,803 0 67,210
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 93,449 4,293,978 SH   DFND 2,20,5,8 3,859,432 1,400 433,146
SIMON PPTY GROUP INC NEW COM 828806109 1,647,518 19,031,583 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,352,485 276,008 2,403,090
SIMPLY GOOD FOODS CO COM 82900L102 81,959 2,613,482 SH   DFND 2,20,5,8 2,251,817 0 361,665
SIMPSON MANUFACTURING CO INC COM 829073105 124,024 1,327,165 SH   DFND 2,20,5,8 1,151,130 680 175,355
ARLINGTON ASSET INVST CORP CL A NEW 041356205 3,129 827,749 SH   DFND 2,20,5 723,193 0 104,556
SIMULATIONS PLUS INC COM 829214105 34,900 485,263 SH   DFND 2,20,5,8 429,142 0 56,121
SINA CORP ORD G81477104 48,760 1,150,542 SH   DFND 10,12,13,19,2,20,5,8 909,194 39,500 201,848
SINCLAIR BROADCAST GROUP INC CL A 829226109 29,366 922,009 SH   DFND 2,20,5,8 719,331 10,238 192,440
SINOVAC BIOTECH LTD SHS P8696W104 1,041 160,875 SH   DFND 2 160,875 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 186,123 29,218,686 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,469,265 697,806 7,051,615
SITE CTRS CORP COM 82981J109 78,498 7,720,195 SH   DFND 10,12,13,19,2,20,5,8 6,750,324 40,841 929,030
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 135,685 855,358 SH   DFND 13,19,2,20,5,8 672,475 300 182,583
SITIME CORP COM 82982T106 36,784 328,638 SH   DFND 2,20,5,8 301,498 0 27,140
SIX FLAGS ENTMT CORP NEW COM 83001A102 64,133 1,880,737 SH   DFND 12,13,2,20,5,8 1,707,819 700 172,218
SJW GROUP COM 784305104 38,529 555,499 SH   DFND 13,19,2,20,5,8 437,519 0 117,980
ARLO TECHNOLOGIES INC COM 04206A101 16,962 2,177,380 SH   DFND 2,20,5 1,942,240 0 235,140
SK TELECOM LTD SPONSORED ADR 78440P108 15,923 650,450 SH   DFND 10,2,20,5 648,242 0 2,208
SKECHERS U S A INC CL A 830566105 169,077 4,704,427 SH   DFND 12,13,19,2,20,5,8 4,405,614 1,936 296,877
SKYLINE CHAMPION CORPORATION COM 830830105 38,215 1,235,142 SH   DFND 2,20,5,8 1,023,152 0 211,990
SKYWEST INC COM 830879102 73,858 1,832,252 SH   DFND 13,19,2,20,5,8 1,669,249 0 163,003
SKYWORKS SOLUTIONS INC COM 83088M102 1,165,329 7,622,508 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,314,607 339,766 968,135
SL GREEN RLTY CORP COM 78440X101 264,842 4,301,656 SH   DFND 10,12,13,19,2,20,5,6,8 3,765,410 19,779 516,467
SLACK TECHNOLOGIES INC COM CL A 83088V102 327,336 7,749,441 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,337,873 183,538 1,228,030
SLEEP NUMBER CORP COM 83125X103 67,435 823,782 SH   DFND 2,20,5,8 713,367 300 110,115
SLM CORP COM 78442P106 112,290 9,062,929 SH   DFND 1,12,13,19,2,20,5,8 7,923,004 5,927 1,133,998
SM ENERGY CO COM 78454L100 38,327 6,262,561 SH   DFND 12,2,20,5,8 5,878,982 0 383,579
ARMADA HOFFLER PPTYS INC COM 04208T108 29,715 2,622,955 SH   DFND 10,19,2,20,5,8 2,282,461 13,900 326,594
SMART GLOBAL HLDGS INC SHS G8232Y101 23,983 637,335 SH   DFND 2,20,5,8 583,148 0 54,187
SMART SAND INC COM 83191H107 29 16,800 SH   DFND 20 16,800 0 0
SMARTFINANCIAL INC COM NEW 83190L208 4,326 238,504 SH   DFND 2,20,5 193,169 0 45,335
SMARTSHEET INC COM CL A 83200N103 97,955 1,413,692 SH   DFND 13,19,2,20,5,8 1,163,297 1,100 249,295
SMILEDIRECTCLUB INC CL A COM 83192H106 11,217 939,425 SH   DFND 2,20,5,8 896,225 0 43,200
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6,996 165,898 SH   DFND 2,20 165,898 0 0
SMITH & WESSON BRANDS INC COM 831754106 17,442 979,890 SH   DFND 2,20,5 845,210 100 134,580
SMITH A O CORP COM 831865209 464,441 8,472,101 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,629,220 184,104 658,777
SMITH MICRO SOFTWARE INC COM NEW 832154207 2,820 520,371 SH   DFND 2,20 442,675 0 77,696
SMUCKER J M CO COM NEW 832696405 845,271 7,312,033 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,389,740 133,954 788,339
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 22,728 2,106,438 SH   DFND 2,20,5,8 1,831,416 1,237 273,785
SNAP INC CL A 83304A106 492,131 9,828,866 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,434,634 429,939 1,964,293
SNAP INC NOTE 0.750% 8/0 83304AAB2 76,124 33,600,000 PRN   DFND 2,5 33,600,000 0 0
SNAP ON INC COM 833034101 429,011 2,506,781 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,051,962 110,206 344,613
SNOWFLAKE INC CL A 833445109 102,629 364,709 SH   DFND 10,11,12,13,19,2,20,5,6,8 285,831 14,238 64,640
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 4,711 422,660 SH   DFND 1,2,5 357,660 0 65,000
SOC TELEMED INC COM CL A 78472F101 241 30,800 SH   DFND 20 30,800 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 49,337 1,005,032 SH   DFND 13,19,2,20,5,8 1,000,750 0 4,282
SOGOU INC ADR REPSTG A 83409V104 378 46,435 SH   DFND 2 46,435 0 0
SOHU COM LTD SPONSORED ADS 83410S108 11,365 712,975 SH   DFND 1,13,2,20,5 518,781 700 193,494
SOLAREDGE TECHNOLOGIES INC COM 83417M104 520,542 1,631,179 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,396,885 43,897 190,397
ARMSTRONG FLOORING INC COM 04238R106 184 48,138 SH   DFND 20 39,587 0 8,551
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 5,091 625,410 SH   DFND 2,20,5 524,485 0 100,925
SOLARWINDS CORP COM 83417Q105 9,669 646,785 SH   DFND 2,20,5,8 543,873 0 102,912
SOLENO THERAPEUTICS INC COM NEW 834203200 1,392 721,387 SH   DFND 2,20 615,469 0 105,918
SOLID BIOSCIENCES INC COM 83422E105 3,141 414,347 SH   DFND 2,20,5 336,638 0 77,709
SOLITARIO ZINC CORP COM 8342EP107 7 11,586 SH   DFND 20 11,586 0 0
SOLITON INC COM 834251100 643 83,765 SH   DFND 2,20 64,785 0 18,980
SONIC AUTOMOTIVE INC CL A 83545G102 36,823 952,235 SH   DFND 2,20,5,8 851,066 0 101,169
SONOCO PRODS CO COM 835495102 364,404 6,150,281 SH   DFND 12,13,2,20,5,8 5,910,513 864 238,904
SONOS INC COM 83570H108 37,542 1,605,030 SH   DFND 19,2,20,5,8 1,247,036 0 357,994
SONY CORP SPONSORED ADR 835699307 5,103 50,484 SH   DFND 1,2,20 48,056 0 2,428
ARMSTRONG WORLD INDS INC COM 04247X102 43,197 580,687 SH   DFND 19,2,20,5,8 473,134 351 107,202
SORRENTO THERAPEUTICS INC COM NEW 83587F202 86,508 12,675,183 SH   DFND 19,2,20,5,8 11,726,162 0 949,021
SOUTH JERSEY INDS INC COM 838518108 301,849 14,006,928 SH   DFND 12,19,2,20,5,8 13,626,639 1,376 378,913
SOUTH PLAINS FINANCIAL INC COM 83946P107 3,275 172,801 SH   DFND 2,20 134,849 0 37,952
SOUTH ST CORP COM 840441109 140,350 1,941,222 SH   DFND 2,20,5,8 1,634,178 1,110 305,934
SOUTHERN CO COM 842587107 3,207,772 52,218,331 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 46,212,868 690,494 5,314,969
SOUTHERN CO UNIT 08/01/2022 842587602 36,636 717,500 SH   DFND 2 717,500 0 0
SOUTHERN COPPER CORP COM 84265V105 243,291 3,736,047 SH   DFND 10,12,13,19,2,20,5,6,8 1,811,704 39,876 1,884,467
SOUTHERN FIRST BANCSHARES COM 842873101 4,725 133,669 SH   DFND 2,20,5 111,297 0 22,372
SOUTHERN MO BANCORP INC COM 843380106 4,580 150,450 SH   DFND 2,20 109,458 0 40,992
SOUTHERN NATL BANCORP OF VA COM 843395104 5,183 428,027 SH   DFND 2,20 339,107 0 88,920
ACADIA HEALTHCARE COMPANY IN COM 00404A109 109,064 2,169,992 SH   DFND 13,2,20,5,8 1,980,589 1,100 188,303
ARRAY TECHNOLOGIES INC COM SHS 04271T100 21,990 509,725 SH   DFND 2,20 460,891 0 48,834
SOUTHSIDE BANCSHARES INC COM 84470P109 33,900 1,092,481 SH   DFND 2,20,5,8 958,858 0 133,623
SOUTHWEST AIRLS CO COM 844741108 1,999,226 42,892,644 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,027,206 90,471 24,774,967
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 89,902 61,700,000 PRN   DFND 2,5 61,700,000 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 106,987 1,761,105 SH   DFND 13,19,2,20,5,8 1,526,113 773 234,219
SOUTHWESTERN ENERGY CO COM 845467109 106,876 35,864,393 SH   DFND 10,12,13,2,20,5,8 33,645,109 28,813 2,190,471
SP PLUS CORP COM 78469C103 13,227 458,781 SH   DFND 19,2,20,5,8 369,371 0 89,410
SPARK ENERGY INC CL A COM 846511103 2,281 238,354 SH   DFND 2,20,5 202,025 0 36,329
SPARTANNASH CO COM 847215100 24,150 1,387,150 SH   DFND 2,20,5,8 1,232,217 1,026 153,907
SPDR GOLD TR GOLD SHS 78463V107 120,836 677,482 SH   DFND 10,12,20,8 353,481 0 324,001
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 125,834 2,830,282 SH   DFND 1,2 2,825,833 7 4,442
ARROW ELECTRS INC COM 042735100 308,119 3,166,689 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,289,727 84,151 792,811
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 15,099 442,924 SH   DFND 1,12,20 439,529 0 3,395
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 5,127 122,890 SH   DFND 10 0 0 122,890
SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 26,825 235,100 SH   DFND 10 0 0 235,100
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 25,971 939,281 SH   DFND 1 936,050 0 3,231
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 175,674 5,205,167 SH   DFND 12,2,20 1,050,383 0 4,154,784
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 62,468 1,481,678 SH   DFND 12,19,2,5 550,761 0 930,917
SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 8,175 163,856 SH   DFND 5 163,856 0 0
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 8,055 133,500 SH   DFND 10 0 0 133,500
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 450 12,310 SH   DFND 1 7,694 0 4,616
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 107,733 3,042,458 SH   DFND 1,2,20 2,886,479 38,896 117,083
ARROW FINL CORP COM 042744102 10,192 340,759 SH   DFND 13,2,20,5,8 259,935 53 80,771
SPDR INDEX SHS FDS SOLACTIVE CANADA 78463X376 35,147 550,200 SH   DFND 20 550,200 0 0
SPDR INDEX SHS FDS SOLACTIVE GERMNY 78463X350 25,346 400,200 SH   DFND 20 400,200 0 0
SPDR INDEX SHS FDS SOLACTIVE JAPAN 78463X368 90,781 1,025,200 SH   DFND 20 1,025,200 0 0
SPDR INDEX SHS FDS SOLACTV HK ETF 78463X145 3,321 50,200 SH   DFND 20 25,100 25,100 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,557,199 4,148,502 SH   DFND 1,10,12,2,20 3,480,851 1,298 666,353
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 52,997 126,083 SH   DFND 1,20 88,386 1,410 36,287
SPDR SER TR BLMBRG BRC CNVRT 78464A359 33,265 401,794 SH   DFND 2 401,794 0 0
SPDR SER TR BLOMBERG 1 10 YR 78468R861 420,362 20,108,226 SH   DFND 2 20,108,226 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 27,440 897,025 SH   DFND 20 0 0 897,025
SPDR SER TR BLOMBERG INTL TR 78464A516 39,655 1,269,775 SH   DFND 1,2,20 1,155,680 0 114,095
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 301,704 3,932,015 SH   DFND 13,2,20,5,8 3,520,923 1,000 410,092
SPDR SER TR BLOMBRG BRC EMRG 78464A391 4,860 173,247 SH   DFND 1 173,247 0 0
SPDR SER TR BLOMBRG BRC INTL 78464A151 32,749 864,089 SH   DFND 2,20 793,384 0 70,705
SPDR SER TR BLOOMBERG BRCLYS 78468R622 962,326 8,833,538 SH   DFND 19,2,20,5,8 7,460,501 0 1,373,037
SPDR SER TR BLOOMBERG SRT TR 78468R408 8,017 297,462 SH   DFND 12,20 67,265 0 230,197
SPDR SER TR DJ REIT ETF 78464A607 19,018 219,351 SH   DFND 1,2,20 101,123 0 118,228
SPDR SER TR FTSE INT GVT ETF 78464A490 18,433 313,967 SH   DFND 20 313,967 0 0
SPDR SER TR PORTFLI HIGH YLD 78468R606 2,988 112,800 SH   DFND 10 0 0 112,800
SPDR SER TR PORTFLI INTRMDIT 78464A672 10,780 326,061 SH   DFND 1,12,2 326,061 0 0
SPDR SER TR PORTFLI MORTGAGE 78464A383 19,096 722,786 SH   DFND 2 722,786 0 0
SPDR SER TR PORTFLI TIPS ETF 78464A656 129,873 4,166,595 SH   DFND 1,2,20 85,512 0 4,081,083
ARTESIAN RES CORP CL A 043113208 6,394 172,435 SH   DFND 13,2,20,5 139,680 0 32,755
SPDR SER TR PORTFOLIO AGRGTE 78464A649 289,141 9,390,740 SH   DFND 1,2,20 36,920 5,169 9,348,651
SPDR SER TR PORTFOLIO INTRMD 78464A375 118,070 3,175,633 SH   DFND 1,12,2,20 2,498,360 118,367 558,906
SPDR SER TR PORTFOLIO LN COR 78464A367 172,220 5,203,030 SH   DFND 12,2,20 3,876,050 0 1,326,980
SPDR SER TR PORTFOLIO LN TSR 78464A664 627,900 13,913,148 SH   DFND 12,2,20 13,436,668 0 476,480
SPDR SER TR PORTFOLIO S&P500 78464A854 26,963 613,364 SH   DFND 12 613,364 0 0
SPDR SER TR PORTFOLIO S&P600 78468R853 40,705 1,137,012 SH   DFND 2 0 0 1,137,012
SPDR SER TR PORTFOLIO SH TSR 78468R101 149,228 4,859,275 SH   DFND 1,2 4,859,275 0 0
SPDR SER TR PORTFOLIO SHORT 78464A474 385,944 12,291,224 SH   DFND 1,2,20 1,325,595 0 10,965,629
SPDR SER TR S&P 600 SML CAP 78464A813 20,102 252,732 SH   DFND 20 0 0 252,732
SPDR SER TR S&P DIVID ETF 78464A763 8,753 82,629 SH   DFND 1 77,479 0 5,150
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 60,771 1,207,219 SH   DFND 2,20,5,8 941,206 21,100 244,913
SPDR SER TR SPDR BLOOMBERG 78468R663 7,872 86,017 SH   DFND 12 86,017 0 0
SPDR SER TR WELLS FG PFD ETF 78464A292 30,340 683,172 SH   DFND 1,2 683,172 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 43,455 550,198 SH   DFND 10,12,13,2,20,5,8 448,860 2,066 99,272
SPECTRUM PHARMACEUTICALS INC COM 84763A108 36,101 10,586,684 SH   DFND 2,20,5,8 10,018,483 0 568,201
SPERO THERAPEUTICS INC COM 84833T103 6,570 338,831 SH   DFND 2,20,5 285,817 0 53,014
SPIRE INC COM 84857L101 104,419 1,614,452 SH   DFND 13,19,2,20,5,8 1,354,471 439 259,542
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 102,286 2,615,873 SH   DFND 12,13,19,2,20,5,8 2,349,096 887 265,890
SPIRIT AIRLS INC COM 848577102 52,183 2,134,262 SH   DFND 13,2,20,5,8 1,834,373 0 299,889
SPIRIT OF TEX BANCSHARES INC COM 84861D103 3,798 226,095 SH   DFND 2,20 186,626 0 39,469
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 195,155 4,784,390 SH   DFND 10,12,13,19,2,20,5,8 4,237,264 28,953 518,173
ARVINAS INC COM 04335A105 65,116 766,700 SH   DFND 19,2,20,5,8 639,844 0 126,856
SPLUNK INC COM 848637104 615,787 3,624,620 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,021,267 75,849 527,504
SPLUNK INC NOTE 0.500% 9/1 848637AC8 26,961 20,573,000 PRN   DFND 2,5 20,573,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 31,383 23,126,000 PRN   DFND 2,5 23,126,000 0 0
SPOK HLDGS INC COM 84863T106 6,827 613,378 SH   DFND 2,20,5,6 550,523 0 62,855
SPORTSMANS WHSE HLDGS INC COM 84920Y106 24,714 1,408,217 SH   DFND 2,20,5,8 1,285,931 0 122,286
SPOTIFY TECHNOLOGY S A SHS L8681T102 429,270 1,364,235 SH   DFND 10,12,13,19,2,20,5,6,8 1,220,862 0 143,373
SPRINGWORKS THERAPEUTICS INC COM 85205L107 78,173 1,077,952 SH   DFND 2,20,5,8 987,632 0 90,320
SPROUT SOCIAL INC COM CL A 85209W109 25,172 554,329 SH   DFND 19,2,20,5,8 446,816 0 107,513
SPROUTS FMRS MKT INC COM 85208M102 65,606 3,263,987 SH   DFND 12,13,19,2,20,5,8 2,917,893 900 345,194
SPRUCE BIOSCIENCES INC COM 85209E109 2,139 87,978 SH   DFND 2,20 77,818 0 10,160
ASANA INC CL A 04342Y104 4,354 147,336 SH   DFND 2,20 147,336 0 0
SPS COMMERCE INC COM 78463M107 120,166 1,106,602 SH   DFND 13,19,2,20,5,8 935,984 200 170,418
SPX CORP COM 784635104 75,007 1,375,272 SH   DFND 19,2,20,5,8 1,164,495 951 209,826
SPX FLOW INC COM 78469X107 75,739 1,306,746 SH   DFND 12,2,20,5,8 1,131,590 551 174,605
SQUARE INC CL A 852234103 1,613,013 7,411,379 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,011,277 198,043 1,202,059
SQUARE INC NOTE 0.500% 5/1 852234AD5 64,200 22,927,000 PRN   DFND 2,5 22,927,000 0 0
SQZ BIOTECHNOLOGIES CO COM 78472W104 1,603 55,308 SH   DFND 2,20 48,814 0 6,494
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 338,909 4,658,540 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,767,005 107,255 784,280
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 5,638 123,500 SH   DFND 10 0 0 123,500
SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 51,815 1,529,833 SH   DFND 1 1,428,384 51,330 50,119
SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 731 29,656 SH   DFND 1 29,656 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 99,812 684,866 SH   DFND 12,2,20,5,8 601,851 159 82,856
ST JOE CO COM 790148100 40,921 963,970 SH   DFND 13,2,20,5,8 820,819 0 143,151
STAAR SURGICAL CO COM PAR $0.01 852312305 78,379 989,384 SH   DFND 2,20,5,8 811,319 97 177,968
STAG INDL INC COM 85254J102 185,079 5,886,946 SH   DFND 10,19,2,20,5,8 4,852,021 40,113 994,812
STAMPS COM INC COM NEW 852857200 110,277 562,091 SH   DFND 13,2,20,5,8 493,419 400 68,272
STANDARD AVB FINL CORP COM 85303B100 1,940 59,528 SH   DFND 2,20 50,628 0 8,900
STANDARD MTR PRODS INC COM 853666105 28,873 713,630 SH   DFND 10,2,20,5,8 609,384 17,713 86,533
STANDEX INTL CORP COM 854231107 32,424 418,272 SH   DFND 2,20,5,8 364,562 14 53,696
STANLEY BLACK & DECKER INC COM 854502101 1,260,546 7,059,512 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,200,149 109,942 749,421
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 20,333 185,500 SH   DFND 2 185,500 0 0
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 857 97,074 SH   DFND 2 97,074 0 0
ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3,606 21,588 SH   DFND 1,13,19,2,20,5 16,814 0 4,774
STAR GROUP L P UNIT LTD PARTNR 85512C105 499 53,079 SH   DFND 20,5,8 33,565 0 19,514
STARBUCKS CORP COM 855244109 5,094,458 47,620,659 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,874,424 843,924 5,902,311
STARTEK INC COM 85569C107 2,170 288,525 SH   DFND 2,20 238,397 0 50,128
STARWOOD PPTY TR INC COM 85571B105 79,099 3,998,085 SH   DFND 12,13,2,20,5,8 3,333,554 2,400 662,131
STATE AUTO FINL CORP COM 855707105 6,364 358,749 SH   DFND 2,20,5,8 285,918 0 72,831
STATE STR CORP COM 857477103 1,230,059 16,782,007 SH   DFND 1,10,12,13,19,2,20,5,6,8 12,870,501 2,376,940 1,534,566
STEEL CONNECT INC COM 858098106 22 27,998 SH   DFND 20 27,998 0 0
STEEL DYNAMICS INC COM 858119100 319,147 8,599,088 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,872,974 224,516 1,501,598
STEELCASE INC CL A 858155203 23,884 1,749,805 SH   DFND 19,2,20,5,8 1,379,008 1,300 369,497
STEPAN CO COM 858586100 146,562 1,228,312 SH   DFND 19,2,20,5,8 1,133,776 24 94,512
ACADIA PHARMACEUTICALS INC COM 004225108 139,521 2,609,826 SH   DFND 13,19,2,20,5,8 2,349,384 2,700 257,742
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 514 88,035 SH   DFND 20 88,035 0 0
STEPSTONE GROUP INC COM CL A 85914M107 11,919 299,470 SH   DFND 2,20 251,779 0 47,691
STEREOTAXIS INC COM NEW 85916J409 3,738 734,287 SH   DFND 2,20,5 618,783 0 115,504
STERICYCLE INC COM 858912108 143,735 2,073,195 SH   DFND 12,13,2,20,5,8 1,872,814 1,151 199,230
STERIS PLC SHS USD G8473T100 688,102 3,630,302 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,115,820 88,442 426,040
STERLING BANCORP DEL COM 85917A100 173,456 9,647,184 SH   DFND 13,2,20,5,8 9,222,406 2,059 422,719
STERLING BANCORP INC COM 85917W102 1,314 289,369 SH   DFND 2,20 237,537 0 51,832
STERLING CONSTR INC COM 859241101 9,759 524,393 SH   DFND 2,20,5,8 418,498 0 105,895
STEWART INFORMATION SVCS COR COM 860372101 42,759 884,179 SH   DFND 2,20,5,8 779,951 200 104,028
STIFEL FINL CORP COM 860630102 157,782 3,126,870 SH   DFND 13,2,20,5,8 2,688,252 1,291 437,327
STITCH FIX INC COM CL A 860897107 76,183 1,297,393 SH   DFND 2,20,5,8 1,049,847 0 247,546
ASGN INC COM 00191U102 133,505 1,598,293 SH   DFND 13,19,2,20,5,8 1,384,715 476 213,102
STMICROELECTRONICS N V NY REGISTRY 861012102 20,609 555,194 SH   DFND 2,20 555,194 0 0
STOCK YDS BANCORP INC COM 861025104 18,005 444,776 SH   DFND 2,20,5,8 352,037 591 92,148
STOKE THERAPEUTICS INC COM 86150R107 26,884 434,108 SH   DFND 2,20,5,8 389,057 0 45,051
STONECO LTD COM CL A G85158106 169,361 2,018,123 SH   DFND 10,2,20,8 1,766,207 0 251,916
STONERIDGE INC COM 86183P102 15,454 511,228 SH   DFND 2,20,5,8 399,128 0 112,100
STONEX GROUP INC COM 861896108 28,815 497,665 SH   DFND 2,20,5,8 426,504 0 71,161
STORE CAP CORP COM 862121100 349,498 10,178,349 SH   DFND 10,12,19,2,20,5,8 8,972,287 64,845 1,141,217
STRATASYS LTD SHS M85548101 5,176 249,831 SH   DFND 2,20,5 220,423 0 29,408
STRATEGIC ED INC COM 86272C103 68,602 719,623 SH   DFND 19,2,20,5,8 622,516 190 96,917
STRATUS PPTYS INC COM NEW 863167201 2,377 93,223 SH   DFND 2,20 75,489 0 17,734
ASHFORD HOSPITALITY TR INC COM SHS 044103877 124 47,800 SH   DFND 20 47,800 0 0
STRIDE INC COM 86333M108 17,336 816,602 SH   DFND 2,20,5,8 651,874 0 164,728
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 1,673 688,402 SH   DFND 2,20 568,268 0 120,134
STRYKER CORPORATION COM 863667101 3,270,355 13,312,221 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,522,574 210,499 1,579,148
STURM RUGER & CO INC COM 864159108 32,393 497,814 SH   DFND 2,20,5 456,567 0 41,247
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 971 157,085 SH   DFND 1,20 13,954 0 143,131
SUMMIT FINL GROUP INC COM 86606G101 4,556 206,350 SH   DFND 2,20,5 174,067 0 32,283
SUMMIT HOTEL PPTYS INC COM 866082100 51,758 5,744,483 SH   DFND 10,19,2,20,5,8 5,089,316 27,106 628,061
SUMMIT MATLS INC CL A 86614U100 45,184 2,250,223 SH   DFND 2,20,5,8 1,773,474 2,052 474,697
SUMO LOGIC INC COM 86646P103 10,313 360,847 SH   DFND 2,20 329,875 0 30,972
SUN CMNTYS INC COM 866674104 635,254 4,159,333 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,489,701 71,520 598,112
ASHLAND GLOBAL HLDGS INC COM 044186104 119,448 1,508,186 SH   DFND 1,12,13,2,20,5,8 1,173,688 899 333,599
SUNCOKE ENERGY INC COM 86722A103 12,969 2,981,444 SH   DFND 13,2,20,5 2,634,295 26,248 320,901
SUNCOR ENERGY INC NEW COM 867224107 3,064 182,589 SH   DFND 2 182,589 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 61,324 1,358,824 SH   DFND 19,2,20,5,8 1,139,236 0 219,588
SUNOPTA INC COM 8676EP108 341 29,211 SH   DFND 2,5 29,211 0 0
SUNPOWER CORP COM 867652406 82,119 3,202,762 SH   DFND 19,2,20,5,8 2,853,022 0 349,740
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 17,760 13,520,000 PRN   DFND 2 13,520,000 0 0
SUNRUN INC COM 86771W105 388,661 5,601,910 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,760,035 58,200 783,675
SUNSTONE HOTEL INVS INC NEW COM 867892101 95,583 8,436,253 SH   DFND 10,13,19,2,20,5,8 7,023,799 56,237 1,356,217
SUPER MICRO COMPUTER INC COM 86800U104 28,171 889,799 SH   DFND 19,2,20,5,8 716,543 0 173,256
SUPERIOR GROUP OF CO INC COM 868358102 4,628 199,152 SH   DFND 2,20,5 165,645 0 33,507
ASLAN PHARMACEUTICALS LTD ADS 04522R101 52 28,400 SH   DFND 2 28,400 0 0
SUPERIOR INDS INTL INC COM 868168105 107 26,092 SH   DFND 20 26,092 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 44,678 1,775,749 SH   DFND 2,20,5,8 1,577,705 300 197,744
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 8,358 8,850,000 PRN   DFND 2,5 8,850,000 0 0
SURFACE ONCOLOGY INC COM 86877M209 153 16,600 SH   DFND 20 16,600 0 0
SURGALIGN HOLDINGS INC COM 86882C105 2,296 1,048,341 SH   DFND 2,20,5 875,290 0 173,051
SURGERY PARTNERS INC COM 86881A100 15,026 517,944 SH   DFND 2,20,5,8 434,749 0 83,195
SURMODICS INC COM 868873100 20,247 465,227 SH   DFND 2,20,5,8 410,499 0 54,728
SUTRO BIOPHARMA INC COM 869367102 9,830 452,770 SH   DFND 2,20,5 375,234 0 77,536
SUZANO S A SPON ADS 86959K105 2,698 241,336 SH   DFND 10,2,20 192,520 42,592 6,224
SVB FINANCIAL GROUP COM 78486Q101 1,018,798 2,626,918 SH   DFND 10,12,13,19,2,20,5,6,8 2,336,094 55,463 235,361
ASML HOLDING N V N Y REGISTRY SHS N07059210 15,894 32,588 SH   DFND 20,5 32,588 0 0
SVMK INC COM 78489X103 63,042 2,467,414 SH   DFND 19,2,20,5,8 1,966,058 1,100 500,256
SWITCH INC CL A 87105L104 16,219 990,767 SH   DFND 2,20,5,8 847,871 0 142,896
SWK HLDGS CORP COM NEW 78501P203 840 58,383 SH   DFND 2,20 50,483 0 7,900
SYKES ENTERPRISES INC COM 871237103 50,102 1,330,028 SH   DFND 2,20,5,8 1,176,765 129 153,134
SYNAPTICS INC COM 87157D109 134,815 1,398,494 SH   DFND 2,20,5,8 1,252,588 224 145,682
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 19,196 13,858,000 PRN   DFND 2,5 13,858,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 6,121 1,302,307 SH   DFND 2,20,5 1,168,984 0 133,323
SYNCHRONY FINANCIAL COM 87165B103 850,008 24,488,850 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,089,862 583,460 2,815,528
SYNDAX PHARMACEUTICALS INC COM 87164F105 37,802 1,699,720 SH   DFND 2,20,5,8 1,619,051 0 80,669
SYNEOS HEALTH INC CL A 87166B102 112,198 1,646,823 SH   DFND 13,19,2,20,5,8 1,499,603 500 146,720
ASPEN AEROGELS INC COM 04523Y105 12,765 764,816 SH   DFND 2,20 706,239 0 58,577
SYNNEX CORP COM 87162W100 79,937 981,541 SH   DFND 12,13,2,20,5,8 887,017 364 94,160
SYNOPSYS INC COM 871607107 1,644,776 6,344,608 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,411,167 192,140 741,301
SYNOVUS FINL CORP COM NEW 87161C501 175,442 5,364,834 SH   DFND 13,2,20,5,8 5,042,702 1,890 320,242
SYROS PHARMACEUTICALS INC COM 87184Q107 7,887 726,939 SH   DFND 2,20,5 600,797 0 126,142
SYSCO CORP COM 871829107 1,766,015 23,781,510 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,085,655 299,482 2,396,373
SYSTEMAX INC COM 871851101 8,751 243,817 SH   DFND 2,20,5,8 193,531 0 50,286
T-MOBILE US INC COM 872590104 3,280,053 24,323,712 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,427,595 301,900 2,594,217
T2 BIOSYSTEMS INC COM 89853L104 141 113,600 SH   DFND 20 113,600 0 0
TABULA RASA HEALTHCARE INC COM 873379101 26,600 620,921 SH   DFND 2,20,5,8 536,132 0 84,789
TACTILE SYS TECHNOLOGY INC COM 87357P100 35,522 790,439 SH   DFND 19,2,20,5,8 710,701 0 79,738
ASPEN GROUP INC COM NEW 04530L203 3,908 351,106 SH   DFND 2,20,5 284,741 0 66,365
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 199,124 1,819,369 SH   DFND 1,10,13,19,2,20,5,8 1,192,006 0 627,363
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,157,278 5,569,460 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,817,111 128,788 623,561
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,086 59,700 SH   DFND 1,20 20,348 0 39,352
TAL EDUCATION GROUP SPONSORED ADS 874080104 505,899 7,074,286 SH   DFND 1,10,11,12,13,19,2,20,5,8 5,343,823 173,500 1,556,963
TALEND S A ADS 874224207 4,383 114,307 SH   DFND 2,5 114,307 0 0
TALOS ENERGY INC COM 87484T108 4,739 575,121 SH   DFND 2,20,5 517,420 0 57,701
TANDEM DIABETES CARE INC COM NEW 875372203 79,999 836,107 SH   DFND 13,19,2,20,5,8 701,106 600 134,401
TANGER FACTORY OUTLET CTRS I COM 875465106 46,617 4,680,374 SH   DFND 10,12,19,2,20,5,8 4,107,474 24,042 548,858
TAPESTRY INC COM 876030107 324,613 10,444,431 SH   DFND 10,12,13,19,2,20,5,6,8 7,902,794 8,840 2,532,797
TARGA RES CORP COM 87612G101 110,624 4,193,469 SH   DFND 12,13,19,2,20,5,8 2,909,027 2,100 1,282,342
ASPEN TECHNOLOGY INC COM 045327103 110,090 845,218 SH   DFND 13,19,2,20,5,8 689,382 768 155,068
TARGET CORP COM 87612E106 6,628,828 37,550,717 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 19,621,078 15,051,715 2,877,924
TARGET HOSPITALITY CORP COM 87615L107 880 557,227 SH   DFND 2,20 439,504 0 117,723
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 2,773 37,772 SH   DFND 10,2,20,5,8 27,072 0 10,700
TARSUS PHARMACEUTICALS INC COM 87650L103 4,004 96,884 SH   DFND 2,20 83,233 0 13,651
TATA MTRS LTD SPONSORED ADR 876568502 34,350 2,726,212 SH   DFND 12,13,19,2,20,5,8 1,648,993 0 1,077,219
TATTOOED CHEF INC COM CL A 87663X102 362 15,800 SH   DFND 20 15,800 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 117,457 4,579,238 SH   DFND 19,2,20,5,8 4,031,358 1,500 546,380
TAYSHA GENE THERAPIES INC COM SHS 877619106 2,922 110,106 SH   DFND 2,20 97,399 0 12,707
TCF FINL CORP COM 872307103 174,967 4,726,283 SH   DFND 13,19,2,20,5,8 4,373,027 1,317 351,939
TCR2 THERAPEUTICS INC COM 87808K106 30,220 977,060 SH   DFND 2,20,5,8 901,040 0 76,020
ASPIRA WOMENS HEALTH INC COM 04537Y109 8,365 1,246,650 SH   DFND 2,20,5 1,028,596 0 218,054
TE CONNECTIVITY LTD REG SHS H84989104 1,514,370 12,508,218 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,721,143 370,817 1,416,258
TEAM INC COM 878155100 10,317 946,479 SH   DFND 2,20,5 846,756 0 99,723
TECHNIPFMC PLC COM G87110105 189,854 20,197,269 SH   DFND 10,12,13,19,2,20,5,6,8 18,967,407 5,742 1,224,120
TECHTARGET INC COM 87874R100 41,705 705,551 SH   DFND 2,20,5,8 603,100 0 102,451
TEGNA INC COM 87901J105 139,285 9,937,883 SH   DFND 12,13,19,2,20,5,8 8,983,711 1,629 952,543
TEJON RANCH CO COM 879080109 5,840 404,164 SH   DFND 2,20,5,8 326,508 936 76,720
TELA BIO INC COM 872381108 1,433 95,262 SH   DFND 2,20 82,412 0 12,850
TELADOC HEALTH INC COM 87918A105 443,261 2,216,750 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,778,507 55,273 382,970
TELECOM ARGENTINA S A SPON ADR REP B 879273209 18,193 2,773,344 SH   DFND 10,12,13,19,2,20,5,8 959,865 74,500 1,738,979
TELEDYNE TECHNOLOGIES INC COM 879360105 669,756 1,708,648 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,474,644 32,378 201,626
ACADIA RLTY TR COM SH BEN INT 004239109 63,947 4,506,497 SH   DFND 10,19,2,20,5,8 3,818,090 22,656 665,751
ASSEMBLY BIOSCIENCES INC COM 045396108 3,836 633,968 SH   DFND 19,2,20,5,8 495,761 0 138,207
TELEFLEX INCORPORATED COM 879369106 775,675 1,884,674 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,644,096 27,562 213,016
TELEFONICA BRASIL SA NEW ADR 87936R205 13,024 1,445,671 SH   DFND 1,10,13,2,20,5 1,081,048 191,542 173,081
TELEFONICA S A SPONSORED ADR 879382208 63 14,800 SH   DFND 20 14,800 0 0
TELENAV INC COM 879455103 4,852 1,032,322 SH   DFND 2,20,5 934,219 0 98,103
TELEPHONE & DATA SYS INC COM NEW 879433829 179,506 9,666,463 SH   DFND 10,12,2,20,5,8 9,432,465 27,471 206,527
TELLURIAN INC NEW COM 87968A104 3,453 2,697,582 SH   DFND 2,20,5 2,229,016 0 468,566
TEMPUR SEALY INTL INC COM 88023U101 153,728 5,693,620 SH   DFND 13,2,20,5,8 5,270,999 1,488 421,133
TENABLE HLDGS INC COM 88025T102 79,390 1,519,129 SH   DFND 2,20,5,8 1,229,494 0 289,635
TENARIS S A SPONSORED ADS 88031M109 2,489 154,733 SH   DFND 1,20 4,920 0 149,813
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 135,673 7,051,816 SH   DFND 1,10,12,13,19,2,20,5,8 5,338,546 170,300 1,542,970
ASSERTIO HOLDINGS INC COM STK 04546C106 17 46,559 SH   DFND 20,5 46,559 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 132,462 3,317,346 SH   DFND 1,12,13,19,2,20,5,8 2,899,211 681 417,454
TENNANT CO COM 880345103 39,095 557,144 SH   DFND 19,2,20,5,8 478,372 278 78,494
TENNECO INC CL A VTG COM STK 880349105 11,600 1,094,313 SH   DFND 12,13,19,2,20,5,8 871,472 623 222,218
TERADATA CORP DEL COM 88076W103 66,028 2,938,518 SH   DFND 1,13,19,2,20,5,6,8 2,634,368 1,664 302,486
TERADYNE INC COM 880770102 801,715 6,687,090 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,585,910 247,659 853,521
TERADYNE INC NOTE 1.250%12/1 880770AG7 47,366 12,528,000 PRN   DFND 2,5 12,528,000 0 0
TEREX CORP NEW COM 880779103 75,844 2,173,803 SH   DFND 12,13,2,20,5,8 1,897,761 695 275,347
TERMINIX GLOBAL HOLDINGS INC COM 88087E100 81,441 1,596,567 SH   DFND 12,13,19,2,20,5,8 1,323,787 1,400 271,380
TERNIUM SA SPONSORED ADS 880890108 2,426 83,431 SH   DFND 13,2,20,5 75,331 0 8,100
TERRENO RLTY CORP COM 88146M101 159,410 2,711,330 SH   DFND 10,19,2,20,5,8 2,193,156 17,952 500,222
ASSETMARK FINL HLDGS INC COM 04546L106 7,586 313,473 SH   DFND 2,20,5,8 251,974 0 61,499
TERRITORIAL BANCORP INC COM 88145X108 4,182 174,024 SH   DFND 13,2,20,5,6 148,462 0 25,562
TESLA INC COM 88160R101 20,852,816 29,550,379 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,626,327 509,132 3,414,920
TESLA INC NOTE 1.250% 3/0 88160RAC5 102,806 10,450,000 PRN   DFND 2,5 10,450,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 357,882 31,451,000 PRN   DFND 2,5 31,451,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 145,701 13,433,000 PRN   DFND 2,5 13,433,000 0 0
TETRA TECH INC NEW COM 88162G103 193,798 1,673,845 SH   DFND 13,19,2,20,5,8 1,446,392 472 226,981
TETRA TECHNOLOGIES INC DEL COM 88162F105 84 96,984 SH   DFND 20 96,984 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 12,047 12,157,000 PRN   DFND 2,5 12,157,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 161,417 16,728,885 SH   DFND 1,10,12,13,19,2,20,5,6,8 11,392,692 729,825 4,606,368
TEXAS CAP BANCSHARES INC COM 88224Q107 129,860 2,182,528 SH   DFND 13,2,20,5,8 1,964,259 800 217,469
ASSOCIATED BANC CORP COM 045487105 107,983 6,333,302 SH   DFND 12,13,2,20,5,8 5,933,691 1,561 398,050
TEXAS INSTRS INC COM 882508104 6,412,099 39,067,199 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,051,807 1,357,988 4,657,404
TEXAS PAC LD TR SUB CTF PROP I T 882610108 9,533 13,113 SH   DFND 19,20,5,8 5,857 100 7,156
TEXAS ROADHOUSE INC COM 882681109 159,385 2,039,209 SH   DFND 13,2,20,5,8 1,759,060 800 279,349
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 16,259 847,722 SH   DFND 2,20,5 693,589 0 154,133
TEXTRON INC COM 883203101 483,842 10,007,082 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,017,926 137,929 851,227
TFS FINL CORP COM 87240R107 12,632 716,526 SH   DFND 2,20,5,6,8 565,064 0 151,462
TG THERAPEUTICS INC COM 88322Q108 193,142 3,712,842 SH   DFND 13,2,20,5,8 3,238,586 800 473,456
THE AARONS COMPANY INC COM 00258W108 20,077 1,058,898 SH   DFND 19,2,20,5,8 935,827 402 122,669
THE ODP CORP COM 88337F105 57,441 1,960,437 SH   DFND 12,13,2,20,5,8 1,740,702 874 218,861
THE PROVIDENCE SERVICE CORP COM 743815102 54,191 390,905 SH   DFND 2,20,5,8 342,154 0 48,751
ASSOCIATED CAP GROUP INC CL A 045528106 1,519 43,251 SH   DFND 2,20 33,256 0 9,995
THE REALREAL INC COM 88339P101 31,951 1,635,152 SH   DFND 2,20,5,8 1,445,140 0 190,012
THE TRADE DESK INC COM CL A 88339J105 647,087 807,849 SH   DFND 10,11,12,13,19,2,20,5,6,8 652,354 19,962 135,533
THERAPEUTICSMD INC COM 88338N107 5,360 4,429,496 SH   DFND 2,20,5,8 3,542,885 0 886,611
THERAVANCE BIOPHARMA INC COM G8807B106 18,647 1,049,345 SH   DFND 2,20,5,8 848,518 882 199,945
THERMO FISHER SCIENTIFIC INC COM 883556102 7,352,998 15,778,997 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,686,108 266,926 1,825,963
THERMON GROUP HLDGS INC COM 88362T103 10,032 641,856 SH   DFND 19,2,20,5,8 513,899 0 127,957
THIRD PT REINS LTD COM G8827U100 24,819 2,607,058 SH   DFND 2,20,5,8 2,259,038 0 348,020
THOMSON REUTERS CORP. COM NEW 884903709 955 11,657 SH   DFND 20 2,125 9,532 0
THOR INDS INC COM 885160101 117,557 1,258,606 SH   DFND 12,13,2,20,5,8 1,139,982 3,845 114,779
TIDEWATER INC NEW COM 88642R109 12,043 1,393,840 SH   DFND 2,20,5 1,266,518 0 127,322
ASSURANT INC COM 04621X108 394,611 2,896,867 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,260,573 37,422 598,872
TIFFANY & CO NEW COM 886547108 638,231 4,855,317 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,135,134 71,448 648,735
TILLYS INC CL A 886885102 3,036 372,084 SH   DFND 2,20 300,501 0 71,583
TILRAY INC COM CL 2 88688T100 1,314 159,119 SH   DFND 19,2,20,5 102,628 0 56,491
TILRAY INC NOTE 5.000%10/0 88688TAB6 6,013 6,997,000 PRN   DFND 2 6,997,000 0 0
TIM S A SPONSORED ADR 88706T108 10,487 741,660 SH   DFND 10,2,20 557,074 64,969 119,617
TIMBERLAND BANCORP INC COM 887098101 3,060 126,128 SH   DFND 2,20 100,830 0 25,298
TIMKEN CO COM 887389104 131,586 1,700,962 SH   DFND 10,12,2,20,5,8 1,542,228 15,943 142,791
TIMKENSTEEL CORPORATION COM 887399103 5,645 1,208,791 SH   DFND 2,20,5 1,061,121 0 147,670
TIPTREE INC COM 88822Q103 2,250 448,210 SH   DFND 2,20 366,411 0 81,799
TITAN INTL INC ILL COM 88830M102 2,903 597,382 SH   DFND 2,20 597,382 0 0
ASSURED GUARANTY LTD COM G0585R106 69,673 2,212,528 SH   DFND 12,13,19,2,20,5,8 2,041,619 806 170,103
TITAN MACHY INC COM 88830R101 6,774 346,471 SH   DFND 2,20,5 286,383 0 60,088
TIVITY HEALTH INC COM 88870R102 30,606 1,562,309 SH   DFND 19,2,20,5,8 1,388,736 0 173,573
TIZIANA LIFE SCIENCES PLC SPONSORED ADS 88875G101 387 191,654 SH   DFND 2 191,654 0 0
TJX COS INC NEW COM 872540109 3,268,791 47,866,325 SH   DFND 10,11,12,13,19,2,20,5,6,8 41,371,116 801,004 5,694,205
TOLL BROTHERS INC COM 889478103 162,031 3,727,432 SH   DFND 13,2,20,5,8 3,455,546 1,126 270,760
TOMPKINS FINL CORP COM 890110109 89,528 1,268,108 SH   DFND 2,20,5,8 405,816 0 862,292
TOOTSIE ROLL INDS INC COM 890516107 17,137 575,221 SH   DFND 2,20,5,6,8 502,431 748 72,042
TOPBUILD CORP COM 89055F103 222,807 1,210,384 SH   DFND 19,2,20,5,8 1,073,281 340 136,763
TORCHLIGHT ENERGY RES INC COM 89102U103 11 15,300 SH   DFND 20 15,300 0 0
TORO CO COM 891092108 244,810 2,574,171 SH   DFND 13,19,2,20,5,8 2,328,273 972 244,926
ASTEC INDS INC COM 046224101 38,650 667,754 SH   DFND 2,20,5,8 580,770 463 86,521
TORONTO DOMINION BK ONT COM NEW 891160509 463 8,211 SH   DFND 20 8,211 0 0
TOTAL SE SPONSORED ADS 89151E109 205 4,800 SH   DFND 20 4,800 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 232 8,977 SH   DFND 20 8,977 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 31,769 1,342,772 SH   DFND 2,20,5,8 1,058,377 1,500 282,895
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 15,966 103,295 SH   DFND 2,20 103,295 0 0
TPG RE FIN TR INC COM 87266M107 15,353 1,395,792 SH   DFND 2,20,5,8 1,135,764 0 260,028
TPI COMPOSITES INC COM 87266J104 45,100 854,495 SH   DFND 19,2,20,5,8 732,268 0 122,227
TRACTOR SUPPLY CO COM 892356106 709,991 5,050,439 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,302,455 173,489 574,495
TRADEWEB MKTS INC CL A 892672106 120,743 1,933,439 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,568,240 86,739 278,460
TRANE TECHNOLOGIES PLC SHS G8994E103 1,697,822 11,696,210 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,292,602 181,012 1,222,596
ASTRAZENECA PLC SPONSORED ADR 046353108 22,751 454,935 SH   DFND 1,20 30,374 0 424,561
TRANSCAT INC COM 893529107 4,789 138,078 SH   DFND 2,20,5 114,806 0 23,272
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 538 22,322 SH   DFND 2,20 17,836 0 4,486
TRANSDIGM GROUP INC COM 893641100 1,359,430 2,196,703 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,935,673 29,478 231,552
TRANSENTERIX INC COM 89366M300 7 11,824 SH   DFND 20 11,822 0 2
TRANSLATE BIO INC COM 89374L104 56,906 3,087,676 SH   DFND 19,2,20,5,6,8 2,836,864 0 250,812
TRANSMEDICS GROUP INC COM 89377M109 7,772 390,568 SH   DFND 2,20,5 318,941 0 71,627
TRANSOCEAN LTD REG SHS H8817H100 35,723 15,464,572 SH   DFND 13,19,2,20,5,8 12,867,947 0 2,596,625
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1,587 305,223 SH   DFND 2,20,5 208,081 0 97,142
TRANSUNION COM 89400J107 371,117 3,740,344 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,002,172 110,660 627,512
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 2,965 90,940 SH   DFND 2,20 90,940 0 0
ASTRONICS CORP COM 046433108 5,774 436,415 SH   DFND 2,20,5 352,810 0 83,605
TRAVELERS COMPANIES INC COM 89417E109 2,313,278 16,479,860 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,821,552 158,026 6,500,282
TREAN INS GROUP INC COM 89457R101 2,167 165,394 SH   DFND 2,20 138,425 0 26,969
TRECORA RES COM 894648104 2,905 415,658 SH   DFND 2,20,5 338,836 0 76,822
TREDEGAR CORP COM 894650100 13,929 828,818 SH   DFND 2,20,5,8 716,419 1,576 110,823
TREEHOUSE FOODS INC COM 89469A104 54,781 1,289,275 SH   DFND 12,13,2,20,5,8 1,171,495 871 116,909
TREVENA INC COM 89532E109 186 86,731 SH   DFND 20 86,731 0 0
TREX CO INC COM 89531P105 258,451 3,087,090 SH   DFND 13,19,2,20,5,8 2,813,407 1,200 272,483
TRI POINTE GROUP INC COM 87265H109 86,303 5,003,082 SH   DFND 10,2,20,5,8 4,422,508 59,334 521,240
TRIBUNE PUBG CO NEW COM 89609W107 7,047 514,374 SH   DFND 2,20,5 446,024 8,800 59,550
TRICIDA INC COM 89610F101 3,724 528,289 SH   DFND 19,2,20,5,8 421,869 0 106,420
ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 8,701 861,477 SH   DFND 19,2,20,5,8 692,582 0 168,895
ASURE SOFTWARE INC COM 04649U102 1,466 206,504 SH   DFND 2,20 180,504 0 26,000
TRICO BANCSHARES COM 896095106 23,087 654,388 SH   DFND 2,20,5,8 489,738 0 164,650
TRIMAS CORP COM NEW 896215209 26,444 834,986 SH   DFND 2,20,5,8 655,542 200 179,244
TRIMBLE INC COM 896239100 542,174 8,120,029 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,862,405 148,178 1,109,446
TRINET GROUP INC COM 896288107 68,546 850,441 SH   DFND 2,20,5,8 671,730 600 178,111
TRINITY INDS INC COM 896522109 63,162 2,393,411 SH   DFND 13,2,20,5,8 1,988,912 658 403,841
TRINSEO S A SHS L9340P101 68,696 1,341,465 SH   DFND 12,2,20,5,8 1,184,624 2,400 154,441
TRIP COM GROUP LTD ADS 89677Q107 290,327 8,608,137 SH   DFND 1,10,12,13,19,2,20,5,8 6,507,186 275,371 1,825,580
TRIPADVISOR INC COM 896945201 64,927 2,255,977 SH   DFND 13,19,2,20,5,8 2,028,912 1,093 225,972
TRIPLE-S MGMT CORP CL B 896749108 12,233 572,986 SH   DFND 2,20,5,8 486,077 0 86,909
TRISTATE CAP HLDGS INC COM 89678F100 10,841 623,065 SH   DFND 2,20,5,8 511,342 0 111,723
AT HOME GROUP INC COM 04650Y100 21,825 1,411,698 SH   DFND 2,20,5,8 1,236,677 0 175,021
TRITON INTL LTD CL A G9078F107 65,559 1,351,456 SH   DFND 2,20,5,8 1,070,318 12,500 268,638
TRIUMPH BANCORP INC COM 89679E300 38,671 796,527 SH   DFND 2,20,5,8 700,148 0 96,379
TRIUMPH GROUP INC NEW COM 896818101 51,242 4,079,778 SH   DFND 2,20,5,8 3,859,358 202 220,218
TRONOX HOLDINGS PLC SHS G9087Q102 25,978 1,776,867 SH   DFND 2,20,5,8 1,391,887 1,600 383,380
TRUEBLUE INC COM 89785X101 21,647 1,158,213 SH   DFND 19,2,20,5,6,8 988,691 1,702 167,820
TRUECAR INC COM 89785L107 9,116 2,170,542 SH   DFND 2,20,5,8 1,764,230 0 406,312
TRUIST FINL CORP COM 89832Q109 2,801,070 58,440,844 SH   DFND 10,12,13,19,2,20,5,6,8 51,648,452 663,980 6,128,412
TRUPANION INC COM 898202106 117,810 984,132 SH   DFND 19,2,20,5,8 859,994 0 124,138
TRUSTCO BK CORP N Y COM 898349105 21,088 3,133,235 SH   DFND 2,20,5,8 2,750,908 1,400 380,927
TRUSTMARK CORP COM 898402102 62,169 2,276,410 SH   DFND 2,20,5,8 2,025,894 895 249,621
AT&T INC COM 00206R102 8,277,639 287,817,755 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 249,626,661 4,758,831 33,432,263
TSAKOS ENERGY NAVIGATION LTD SHS G9108L173 324 40,387 SH   DFND 2,20 14,587 0 25,800
TTEC HLDGS INC COM 89854H102 40,466 554,866 SH   DFND 2,20,5,8 483,046 0 71,820
TTM TECHNOLOGIES INC COM 87305R109 46,353 3,360,157 SH   DFND 2,20,5,8 2,958,136 700 401,321
TUCOWS INC COM NEW 898697206 13,426 181,699 SH   DFND 2,20,5,8 145,122 0 36,577
TUFIN SOFTWARE TECHNOLOGIE SHS M8893U102 190 15,230 SH   DFND 2 15,230 0 0
TUPPERWARE BRANDS CORP COM 899896104 50,157 1,548,532 SH   DFND 13,2,20,5,8 1,387,795 0 160,737
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1,628 302,118 SH   DFND 2,20 302,118 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 153,375 1,258,720 SH   DFND 13,2,20,5,8 1,102,860 300 155,560
TURNING PT BRANDS INC COM 90041L105 8,964 200,956 SH   DFND 2,20,5 174,265 0 26,691
TURTLE BEACH CORP COM NEW 900450206 4,838 224,506 SH   DFND 2,20 183,906 0 40,600
ATARA BIOTHERAPEUTICS INC COM 046513107 58,585 2,984,441 SH   DFND 2,20,5,8 2,672,796 0 311,645
TUTOR PERINI CORP COM 901109108 10,453 807,203 SH   DFND 12,2,20,5,8 637,179 800 169,224
TWILIO INC CL A 90138F102 904,281 2,671,437 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,183,374 60,797 427,266
TWILIO INC NOTE 0.250% 6/0 90138FAB8 56,641 11,794,000 PRN   DFND 2,5 11,794,000 0 0
TWIST BIOSCIENCE CORP COM 90184D100 155,643 1,101,583 SH   DFND 13,19,2,20,5,8 965,847 0 135,736
TWITTER INC COM 90184L102 1,937,835 35,786,433 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,445,053 490,852 3,850,528
TWITTER INC NOTE 0.250% 6/1 90184LAF9 36,748 30,350,000 PRN   DFND 2,5 30,350,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 27,468 26,880,000 PRN   DFND 2,5 26,880,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 37,571 5,746,501 SH   DFND 13,2,20,5,8 4,547,471 2,027 1,197,003
TYLER TECHNOLOGIES INC COM 902252105 731,387 1,675,495 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,430,386 26,971 218,138
TYME TECHNOLOGIES INC COM 90238J103 1,451 1,188,936 SH   DFND 2,20 896,571 0 292,365
ATEA PHARMACEUTICALS INC COM 04683R106 9,303 222,674 SH   DFND 2,20 186,492 0 36,182
TYSON FOODS INC CL A 902494103 857,336 13,304,406 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,282,227 314,049 1,708,130
U S CONCRETE INC COM 90333L201 20,279 507,348 SH   DFND 2,20,5,8 447,331 0 60,017
U S PHYSICAL THERAPY INC COM 90337L108 49,811 414,232 SH   DFND 2,20,5,8 365,344 300 48,588
U S SILICA HLDGS INC COM 90346E103 16,970 2,417,315 SH   DFND 13,2,20,5 2,166,004 0 251,311
U S XPRESS ENTERPRISES INC COM CL A 90338N202 2,579 377,090 SH   DFND 2,20 304,336 0 72,754
UBER TECHNOLOGIES INC COM 90353T100 1,213,916 23,802,272 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,702,667 496,216 3,603,389
UBIQUITI INC COM 90353W103 24,929 89,508 SH   DFND 19,2,20,5,8 81,501 0 8,007
UDR INC COM 902653104 640,353 16,662,840 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,245,964 251,712 2,165,164
UFP INDUSTRIES INC COM 90278Q108 104,586 1,882,730 SH   DFND 2,20,5,8 1,626,509 651 255,570
UFP TECHNOLOGIES INC COM 902673102 6,403 137,397 SH   DFND 2,20,5 116,472 0 20,925
ATHENE HOLDING LTD CL A G0684D107 123,638 2,865,971 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,155,446 199,262 511,263
UGI CORP NEW COM 902681105 470,068 13,322,171 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,514,770 126,175 681,226
ULTA BEAUTY INC COM 90384S303 640,578 2,230,734 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,909,642 68,853 252,239
ULTRA CLEAN HLDGS INC COM 90385V107 40,064 1,286,172 SH   DFND 2,20,5,8 1,121,904 0 164,268
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 232,050 1,676,299 SH   DFND 13,19,2,20,5,8 1,418,516 600 257,183
ULTRALIFE CORP COM 903899102 833 128,683 SH   DFND 2,20 110,783 0 17,900
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 11,299 2,494,184 SH   DFND 10,13,2,20 2,134,600 299,660 59,924
UMB FINL CORP COM 902788108 115,591 1,667,583 SH   DFND 12,13,2,20,5,8 1,466,119 308 201,156
UMH PPTYS INC COM 903002103 12,757 861,398 SH   DFND 2,20,5,8 697,317 0 164,081
UMPQUA HLDGS CORP COM 904214103 141,534 9,348,339 SH   DFND 12,13,2,20,5,8 8,816,142 2,162 530,035
UNDER ARMOUR INC CL A 904311107 132,663 7,726,450 SH   DFND 10,12,13,19,2,20,5,6,8 5,222,411 2,010 2,502,029
ATHENEX INC COM 04685N103 36,695 3,317,836 SH   DFND 2,20,5,8 3,041,841 0 275,995
UNDER ARMOUR INC CL C 904311206 89,692 6,027,719 SH   DFND 10,12,13,19,2,20,5,6,8 5,346,281 2,047 679,391
UNIFI INC COM NEW 904677200 7,708 434,521 SH   DFND 2,20,5 392,959 0 41,562
UNIFIRST CORP MASS COM 904708104 101,347 478,211 SH   DFND 2,20,5,8 414,166 143 63,902
UNILEVER PLC SPON ADR NEW 904767704 6,444 106,159 SH   DFND 1,20 38,182 0 67,977
UNION PAC CORP COM 907818108 5,823,884 27,969,857 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 24,111,785 703,216 3,154,856
UNIQURE NV SHS N90064101 39,458 1,092,101 SH   DFND 2,20,5,8 1,057,451 700 33,950
UNISYS CORP COM NEW 909214306 39,635 2,013,949 SH   DFND 19,2,20,5,8 1,757,303 1,550 255,096
UNITED AIRLS HLDGS INC COM 910047109 402,402 9,304,093 SH   DFND 10,12,13,19,2,20,5,6,8 8,657,897 952 645,244
UNITED BANKSHARES INC WEST V COM 909907107 303,834 9,280,760 SH   DFND 13,2,20,5,8 8,771,960 1,845 506,955
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 95,812 3,350,216 SH   DFND 2,20,5,8 3,030,748 529 318,939
ATHERSYS INC NEW COM 04744L106 16,938 9,678,651 SH   DFND 2,20,5,6,8 9,038,424 0 640,227
UNITED FIRE GROUP INC COM 910340108 17,467 695,898 SH   DFND 2,20,5,8 600,027 0 95,871
UNITED INS HLDGS CORP COM 910710102 3,474 607,265 SH   DFND 2,20,5 545,758 0 61,507
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 26,766 3,175,099 SH   DFND 2,20,5 2,993,574 0 181,525
UNITED NAT FOODS INC COM 911163103 28,355 1,775,513 SH   DFND 19,2,20,5,8 1,521,612 256 253,645
UNITED PARCEL SERVICE INC CL B 911312106 4,939,698 29,333,122 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,452,355 519,778 3,360,989
UNITED RENTALS INC COM 911363109 972,968 4,195,456 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,685,074 114,268 396,114
UNITED SEC BANCSHARES CALIF COM 911460103 1,581 220,789 SH   DFND 2,20 183,362 0 37,427
UNITED STATES ANTIMONY CORP COM 911549103 13 24,057 SH   DFND 20 24,057 0 0
UNITED STATES CELLULAR CORP COM 911684108 6,845 223,037 SH   DFND 2,20,5,8 193,214 0 29,823
UNITED STATES STL CORP NEW COM 912909108 151,952 9,060,959 SH   DFND 1,12,13,2,20,5,8 8,132,570 1,861 926,528
ATHIRA PHARMA INC COM 04746L104 6,742 196,855 SH   DFND 2,20 168,722 0 28,133
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 13,656 9,011,000 PRN   DFND 2,5 9,011,000 0 0
UNITED STS LIME & MINERALS I COM 911922102 4,866 42,684 SH   DFND 2,20,5,6 33,920 0 8,764
UNITED THERAPEUTICS CORP DEL COM 91307C102 233,678 1,539,482 SH   DFND 12,13,2,20,5,6,8 1,439,765 457 99,260
UNITEDHEALTH GROUP INC COM 91324P102 15,509,820 44,227,842 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,608,100 968,390 9,651,352
UNITI GROUP INC COM 91325V108 76,433 6,436,324 SH   DFND 12,13,2,20,5,8 5,659,794 3,741 772,789
UNITIL CORP COM 913259107 15,652 353,563 SH   DFND 13,19,2,20,5,8 282,519 0 71,044
UNITY BANCORP INC COM 913290102 2,433 138,641 SH   DFND 2,20 112,199 0 26,442
UNITY BIOTECHNOLOGY INC COM 91381U101 3,276 625,176 SH   DFND 2,20,5 514,344 0 110,832
UNITY SOFTWARE INC COM 91332U101 38,533 251,080 SH   DFND 2,20 228,380 0 22,700
UNIVAR SOLUTIONS USA INC COM 91336L107 72,581 3,818,053 SH   DFND 12,13,19,2,20,5,8 3,398,494 2,000 417,559
ATKORE INTL GROUP INC COM 047649108 40,176 977,290 SH   DFND 2,20,5,8 785,770 0 191,520
UNIVERSAL CORP VA COM 913456109 62,888 1,293,731 SH   DFND 12,2,20,5,8 1,235,132 112 58,487
UNIVERSAL DISPLAY CORP COM 91347P105 254,603 1,107,933 SH   DFND 13,19,2,20,5,8 1,008,377 410 99,146
UNIVERSAL ELECTRS INC COM 913483103 25,215 480,660 SH   DFND 2,20,5,8 422,052 436 58,172
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 42,012 653,680 SH   DFND 10,19,2,20,5,8 565,802 3,700 84,178
UNIVERSAL HLTH SVCS INC CL B 913903100 462,969 3,367,049 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,920,749 81,211 365,089
UNIVERSAL INS HLDGS INC COM 91359V107 14,214 940,716 SH   DFND 2,20,5,8 809,405 8,300 123,011
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,852 137,816 SH   DFND 2,20 114,974 0 22,842
UNIVERSAL TECHNICAL INST INC COM 913915104 3,126 483,912 SH   DFND 2,20,5 407,147 0 76,765
UNIVEST FINANCIAL CORPORATIO COM 915271100 13,864 673,684 SH   DFND 2,20,5,8 545,808 0 127,876
UNUM GROUP COM 91529Y106 204,583 8,918,196 SH   DFND 10,12,13,19,2,20,5,6,8 8,187,728 3,261 727,207
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,207 818,877 SH   DFND 19,2,20,5,8 705,420 0 113,457
ATLANTIC CAP BANCSHARES INC COM 048269203 6,135 385,354 SH   DFND 2,20,5 317,343 0 68,011
UP FINTECH HLDG LTD SPONSORED ADS 91531W106 452 56,954 SH   DFND 2 56,954 0 0
UPLAND SOFTWARE INC COM 91544A109 29,495 642,736 SH   DFND 2,20,5,8 539,553 0 103,183
UPWORK INC COM 91688F104 61,188 1,772,538 SH   DFND 2,20,5,8 1,404,064 0 368,474
URANIUM ENERGY CORP COM 916896103 5,716 3,247,745 SH   DFND 2,20,5 2,639,063 0 608,682
URBAN EDGE PPTYS COM 91704F104 74,411 5,554,789 SH   DFND 10,13,19,2,20,5,8 4,786,091 30,092 738,606
URBAN ONE INC CL D NON VTG 91705J204 20 17,372 SH   DFND 20 17,372 0 0
URBAN OUTFITTERS INC COM 917047102 70,095 2,738,087 SH   DFND 12,2,20,5,8 2,109,384 1,466 627,237
UROGEN PHARMA LTD COM M96088105 7,936 440,411 SH   DFND 2,20,5,8 333,340 300 106,771
URSTADT BIDDLE PPTYS INC CL A 917286205 14,199 1,004,877 SH   DFND 2,20,5,8 870,284 0 134,593
US BANCORP DEL COM NEW 902973304 2,739,679 58,282,332 SH   DFND 1,10,12,13,19,2,20,5,6,8 50,964,172 847,140 6,471,020
ATLANTIC POWER CORP COM NEW 04878Q863 3,858 1,837,362 SH   DFND 2,20,5 1,505,723 0 331,639
US ECOLOGY INC COM 91734M103 34,898 960,574 SH   DFND 2,20,5,8 839,511 400 120,663
US FOODS HLDG CORP COM 912008109 93,173 2,797,152 SH   DFND 12,13,19,2,20,5,8 2,312,930 1,900 482,322
US WELL SERVICES INC CL A 91274U101 5 11,000 SH   DFND 20 11,000 0 0
USANA HEALTH SCIENCES INC COM 90328M107 27,552 357,360 SH   DFND 2,20,5,8 311,303 0 46,057
UTAH MED PRODS INC COM 917488108 6,545 77,376 SH   DFND 2,20,5 65,736 0 11,640
UTZ BRANDS INC COM CL A 918090101 1,392 62,989 SH   DFND 20,5,8 59,689 0 3,300
UXIN LTD ADS 91818X108 224 256,247 SH   DFND 2,20,5 256,247 0 0
V F CORP COM 918204108 1,371,362 16,056,224 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,281,517 253,858 2,520,849
VAALCO ENERGY INC COM NEW 91851C201 49 27,558 SH   DFND 20 27,558 0 0
VAIL RESORTS INC COM 91879Q109 261,084 935,919 SH   DFND 10,11,12,13,19,2,20,5,6,8 642,762 20,650 272,507
ATLANTIC UN BANKSHARES CORP COM 04911A107 63,812 1,937,214 SH   DFND 2,20,5,8 1,604,858 500 331,856
VALE S A SPONSORED ADS 91912E105 208,461 12,434,208 SH   DFND 1,10,2,20,5,8 10,521,702 1,412,789 499,717
VALERO ENERGY CORP COM 91913Y100 1,437,090 25,403,743 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,808,448 441,708 2,153,587
VALLEY NATL BANCORP COM 919794107 149,557 15,165,109 SH   DFND 19,2,20,5,8 13,539,422 6,253 1,619,434
VALMONT INDS INC COM 920253101 95,152 542,550 SH   DFND 13,19,2,20,5,8 493,927 216 48,407
VALUE LINE INC COM 920437100 394 11,936 SH   DFND 2,20 8,236 0 3,700
VALVOLINE INC COM 92047W101 101,512 4,386,867 SH   DFND 13,19,2,20,5,8 3,959,939 1,813 425,115
VANDA PHARMACEUTICALS INC COM 921659108 42,099 3,203,904 SH   DFND 2,20,5,8 2,983,770 0 220,134
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,246 16,000 SH   DFND 10 0 0 16,000
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 303,827 3,445,140 SH   DFND 1,12,2 3,445,140 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 16,104 275,049 SH   DFND 12 275,049 0 0
ATLANTICA SUSTAINABLE INFR P SHS G0751N103 14,535 382,694 SH   DFND 2,20,5 382,694 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 228 1,101 SH   DFND 1 1,101 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 43,551 512,785 SH   DFND 1,10,2,20 473,185 39,600 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 7,009 20,392 SH   DFND 1 20,392 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 12,263 63,005 SH   DFND 1 63,005 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 39,222 329,706 SH   DFND 20 329,706 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 37,654 751,426 SH   DFND 1,20 740,099 8,809 2,518
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 44,290 556,478 SH   DFND 2,20 477,466 0 79,012
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,155 12,471 SH   DFND 1 12,471 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 83,559 860,195 SH   DFND 1,20 860,195 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 472,056 6,800,000 SH   DFND 2 6,800,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 1,866 75,758 SH   DFND 2,20 65,516 0 10,242
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 54,032 486,468 SH   DFND 12,2 486,468 0 0
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 462,000 7,500,000 SH   DFND 2 7,500,000 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 10,314 218,469 SH   DFND 1,20 52,268 124,155 42,046
VAPOTHERM INC COM 922107107 18,964 706,028 SH   DFND 19,2,20,5,8 635,585 0 70,443
VAREX IMAGING CORP COM 92214X106 28,148 1,687,555 SH   DFND 13,19,2,20,5,8 1,517,865 1,161 168,529
VARIAN MED SYS INC COM 92220P105 680,041 3,885,726 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,342,036 128,223 415,467
VARONIS SYS INC COM 922280102 109,385 668,572 SH   DFND 2,20,5,8 537,618 300 130,654
VAXART INC COM NEW 92243A200 53,931 9,444,967 SH   DFND 2,20,5,6,8 9,292,217 0 152,750
VAXCYTE INC COM 92243G108 24,493 921,830 SH   DFND 2,20,5,8 866,132 0 55,698
VBI VACCINES INC COM NEW 91822J103 61,307 22,293,634 SH   DFND 2,20,5,8 21,769,610 0 524,024
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 59,126 1,084,094 SH   DFND 2,20,5,8 998,008 0 86,086
VECTOR GROUP LTD COM 92240M108 46,373 3,980,480 SH   DFND 2,20,5 3,648,304 1,706 330,470
VECTRUS INC COM 92242T101 21,516 432,735 SH   DFND 19,2,20,5,8 385,313 0 47,422
VEDANTA LIMITED SPONSORED ADR 92242Y100 26,010 2,962,379 SH   DFND 12,13,2,20,5,8 1,379,108 0 1,583,271
VEECO INSTRS INC DEL COM 922417100 25,631 1,476,468 SH   DFND 2,20,5,8 1,290,694 1,747 184,027
VEEVA SYS INC CL A COM 922475108 750,821 2,757,837 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,192,283 123,333 442,221
VELODYNE LIDAR INC COM 92259F101 566 24,800 SH   DFND 20 24,800 0 0
VENATOR MATLS PLC SHS G9329Z100 124 37,500 SH   DFND 20 37,500 0 0
VENTAS INC COM 92276F100 1,096,451 22,157,227 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,050,526 342,512 2,764,189
VENUS CONCEPT INC COM 92332W105 351 202,702 SH   DFND 2,20 166,368 0 36,334
VEON LTD SPONSORED ADR 91822M106 7,181 4,753,541 SH   DFND 13,2,20,5,8 2,683,641 0 2,069,900
ATLAS CORP SHARES Y0436Q109 7,405 683,150 SH   DFND 2,20,5,8 457,654 1,300 224,196
VEONEER INC COM 92336X109 17,598 826,181 SH   DFND 13,2,20,5,8 723,111 1,000 102,070
VERA BRADLEY INC COM 92335C106 5,221 655,963 SH   DFND 2,20,5 580,422 0 75,541
VERACYTE INC COM 92337F107 105,819 2,162,211 SH   DFND 2,20,5,8 1,920,672 0 241,539
VERASTEM INC COM 92337C104 5,962 2,798,845 SH   DFND 2,20,5 2,340,445 0 458,400
VEREIT INC COM 92339V308 357,700 9,371,319 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,602,474 189,057 1,579,788
VERICEL CORP COM 92346J108 67,510 2,186,219 SH   DFND 2,20,5,8 1,992,793 0 193,426
VERICITY INC COM 92347D100 196 19,600 SH   DFND 2,20 16,900 0 2,700
VERINT SYS INC COM 92343X100 91,281 1,358,752 SH   DFND 19,2,20,5,8 1,078,399 500 279,853
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 11,085 10,185,000 PRN   DFND 2,5 10,185,000 0 0
VERISIGN INC COM 92343E102 866,183 4,002,692 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,474,261 63,652 464,779
ATLASSIAN CORP PLC CL A G06242104 343,291 1,467,870 SH   DFND 10,12,13,19,2,20,5,6,8 1,314,825 0 153,045
VERISK ANALYTICS INC COM 92345Y106 1,420,896 6,844,725 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,715,009 97,804 1,031,912
VERITEX HLDGS INC COM 923451108 45,789 1,784,439 SH   DFND 2,20,5,8 1,515,123 0 269,316
VERITIV CORP COM 923454102 8,317 400,059 SH   DFND 2,20,5 356,100 0 43,959
VERITONE INC COM 92347M100 13,195 463,809 SH   DFND 2,20,5 395,671 0 68,138
VERIZON COMMUNICATIONS INC COM 92343V104 9,460,499 161,029,777 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 131,974,014 3,026,690 26,029,073
VERRA MOBILITY CORP COM 92511U102 37,024 2,758,872 SH   DFND 2,20,5,8 2,236,857 0 522,015
VERRICA PHARMACEUTICALS INC COM 92511W108 2,569 223,178 SH   DFND 2,20 183,722 0 39,456
VERSO CORP CL A 92531L207 6,426 534,629 SH   DFND 2,20,5 430,613 0 104,016
VERTEX INC CL A 92538J106 3,545 101,727 SH   DFND 2,20,5,8 99,727 0 2,000
VERTEX PHARMACEUTICALS INC COM 92532F100 2,702,799 11,436,064 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,848,767 175,931 1,411,366
ATMOS ENERGY CORP COM 049560105 812,194 8,510,890 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,779,576 105,686 625,628
VERTIV HOLDINGS CO COM CL A 92537N108 49,422 2,647,147 SH   DFND 2,20,5,8 2,192,626 0 454,521
VERU INC COM 92536C103 7,356 850,414 SH   DFND 2,20,5 736,240 0 114,174
VIACOMCBS INC CL A 92556H107 2,822 74,203 SH   DFND 2,20,6 55,820 0 18,383
VIACOMCBS INC CL B 92556H206 1,240,290 33,075,418 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,772,266 331,154 7,971,998
VIAD CORP COM NEW 92552R406 22,878 632,513 SH   DFND 2,20,5,8 560,474 478 71,561
VIASAT INC COM 92552V100 46,773 1,432,570 SH   DFND 12,13,2,20,5,8 1,319,169 727 112,674
VIATRIS INC COM 92556V106 984,595 52,539,746 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 45,498,484 1,294,391 5,746,871
VIAVI SOLUTIONS INC COM 925550105 106,744 7,128,144 SH   DFND 19,2,20,5,8 5,966,196 1,657 1,160,291
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 15,213 11,785,000 PRN   DFND 2,5 11,785,000 0 0
VICI PPTYS INC COM 925652109 433,203 16,772,802 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,722,764 365,430 2,684,608
ATN INTL INC COM 00215F107 18,146 432,779 SH   DFND 2,20,5,6,8 385,286 0 47,493
VICOR CORP COM 925815102 53,829 583,707 SH   DFND 19,2,20,5,8 506,461 0 77,246
VICTORY CAP HLDGS INC COM CL A 92645B103 877 35,342 SH   DFND 20,5,8 23,832 0 11,510
VIELA BIO INC COM 926613100 29,279 813,979 SH   DFND 2,20,5 746,523 0 67,456
VIEMED HEALTHCARE INC COM 92663R105 4,367 562,816 SH   DFND 2,20,5 461,038 0 101,778
VIEWRAY INC COM 92672L107 10,610 2,777,528 SH   DFND 2,20,5,8 2,345,765 0 431,763
VIKING THERAPEUTICS INC COM 92686J106 28,558 5,072,556 SH   DFND 2,20,5,8 4,781,491 0 291,065
VILLAGE SUPER MKT INC CL A NEW 927107409 5,880 263,579 SH   DFND 2,20,5,6,8 226,676 0 36,903
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 844 72,657 SH   DFND 20,5 59,433 0 13,224
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 241,867 8,604,318 SH   DFND 10,12,13,19,2,20,5,8 6,307,280 316,295 1,980,743
VIR BIOTECHNOLOGY INC COM 92764N102 78,618 2,935,704 SH   DFND 19,2,20,5,6 2,768,802 0 166,902
ACCELERON PHARMA INC COM 00434H108 145,572 1,137,811 SH   DFND 13,19,2,20,5,8 1,019,642 1,400 116,769
ATOMERA INC COM 04965B100 3,947 245,332 SH   DFND 2,20,5 206,739 0 38,593
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 60,708 2,558,290 SH   DFND 19,2,20,5,8 2,337,090 1,700 219,500
VIRNETX HLDG CORP COM 92823T108 7,965 1,580,358 SH   DFND 2,20,5,8 1,367,380 0 212,978
VIRTU FINL INC CL A 928254101 20,290 806,134 SH   DFND 2,20,5,8 669,764 0 136,370
VIRTUS INVT PARTNERS INC COM 92828Q109 50,950 234,792 SH   DFND 10,2,20,5,8 197,104 5,655 32,033
VIRTUSA CORP COM 92827P102 51,382 1,004,928 SH   DFND 19,2,20,5,8 883,048 700 121,180
VISA INC COM CL A 92826C839 16,116,032 73,680,026 SH   DFND 10,11,12,13,19,2,20,5,6,8 58,630,321 1,759,966 13,289,739
VISHAY INTERTECHNOLOGY INC COM 928298108 86,993 4,200,555 SH   DFND 2,20,5,8 3,633,369 789 566,397
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 13,283 12,745,000 PRN   DFND 2,5 12,745,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 9,218 292,806 SH   DFND 2,20,5,8 244,167 0 48,639
VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 98 38,200 SH   DFND 2 38,200 0 0
ATRECA INC CL A COM 04965G109 15,567 963,921 SH   DFND 2,20,5,8 886,668 0 77,253
VISTA OUTDOOR INC COM 928377100 39,485 1,661,810 SH   DFND 2,20,5 1,515,802 586 145,422
VISTEON CORP COM NEW 92839U206 128,831 1,026,379 SH   DFND 12,13,19,2,20,5,8 904,574 459 121,346
VISTRA CORP COM 92840M102 182,645 9,290,171 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,001,807 242,180 1,046,184
VITAL FARMS INC COM 92847W103 4,394 173,615 SH   DFND 2,20,5,8 140,837 0 32,778
VIVINT SMART HOME INC COM CL A 928542109 32,354 1,559,206 SH   DFND 2,20,5 1,313,433 0 245,773
VMWARE INC CL A COM 928563402 260,805 1,859,439 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,322,524 48,287 488,628
VOCERA COMMUNICATIONS INC COM 92857F107 27,025 650,736 SH   DFND 19,2,20,5,8 514,740 0 135,996
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 3,082 180,982 SH   DFND 1,2,20 179,222 0 1,760
VOLITIONRX LTD COM 928661107 1,448 372,232 SH   DFND 2,20 306,932 0 65,300
VONAGE HLDGS CORP COM 92886T201 95,786 7,439,723 SH   DFND 2,20,5,8 6,421,047 4,300 1,014,376
ATRICURE INC COM 04963C209 58,798 1,056,182 SH   DFND 19,2,20,5,8 865,304 500 190,378
VONTIER CORPORATION COM 928881101 151,722 4,542,562 SH   DFND 1,10,12,13,19,2,20,5,6,8 4,066,714 2,141 473,707
VORNADO RLTY TR SH BEN INT 929042109 390,474 10,457,253 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,978,959 145,356 1,332,938
VOXX INTL CORP CL A 91829F104 3,874 303,626 SH   DFND 2,20 264,909 0 38,717
VOYA FINANCIAL INC COM 929089100 228,713 3,889,023 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,960,787 134,498 793,738
VOYAGER THERAPEUTICS INC COM 92915B106 3,967 554,880 SH   DFND 2,20,5,8 458,093 0 96,787
VROOM INC COM 92918V109 20,251 494,282 SH   DFND 2,20,5,8 467,465 0 26,817
VSE CORP COM 918284100 6,289 163,386 SH   DFND 2,20,5 133,087 0 30,299
VTV THERAPEUTICS INC CL A 918385105 329 176,703 SH   DFND 2,20 161,911 0 14,792
VULCAN MATLS CO COM 929160109 804,965 5,427,584 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,638,197 80,067 709,320
VUZIX CORP COM NEW 92921W300 43,910 4,835,890 SH   DFND 2,20 4,835,890 0 0
ATRION CORP COM 049904105 26,832 41,778 SH   DFND 2,20,5,6,8 35,835 0 5,943
VYNE THERAPEUTICS INC COM NEW 92941V100 3,823 2,419,912 SH   DFND 2,20,5 2,045,852 0 374,060
W & T OFFSHORE INC COM 92922P106 4,041 1,862,262 SH   DFND 2,20,5 1,516,896 0 345,366
WABASH NATL CORP COM 929566107 32,293 1,874,232 SH   DFND 2,20,5,8 1,641,033 2,200 230,999
WABTEC COM 929740108 519,976 7,103,502 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,209,554 109,346 784,602
WADDELL & REED FINL INC CL A 930059100 53,871 2,115,081 SH   DFND 2,20,5,8 1,854,074 2,643 258,364
WAITR HLDGS INC COM 930752100 3,890 1,399,111 SH   DFND 2,20,5 1,174,952 0 224,159
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,867,967 46,839,692 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 37,641,306 480,616 8,717,770
WALKER & DUNLOP INC COM 93148P102 94,053 1,022,092 SH   DFND 2,20,5,8 899,935 0 122,157
WALMART INC COM 931142103 9,299,788 64,270,877 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 51,348,034 1,826,789 11,096,054
WARNER MUSIC GROUP CORP COM CL A 934550203 2,065 54,352 SH   DFND 20,5,6 54,352 0 0
AUBURN NATL BANCORP COM 050473107 1,414 33,922 SH   DFND 2,20 29,422 0 4,500
WARRIOR MET COAL INC COM 93627C101 79,433 3,725,752 SH   DFND 2,20,5,8 3,511,846 0 213,906
WASHINGTON FED INC COM 938824109 69,480 2,699,290 SH   DFND 2,20,5,8 2,377,933 1,029 320,328
WASHINGTON PRIME GROUP NEW COM 93964W405 1,465 225,060 SH   DFND 13,2,20,5,8 208,389 0 16,671
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 91,422 4,169,341 SH   DFND 10,12,13,19,2,20,5,8 3,626,467 21,387 521,487
WASHINGTON TR BANCORP COM 940610108 18,654 411,640 SH   DFND 13,2,20,5,8 325,565 0 86,075
WASTE CONNECTIONS INC COM 94106B101 273,193 2,663,476 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,930,498 150,266 582,712
WASTE MGMT INC DEL COM 94106L109 2,412,003 20,452,835 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,790,617 2,332,302 2,329,916
WATERS CORP COM 941848103 652,745 2,638,205 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,273,899 53,890 310,416
WATERSTONE FINL INC MD COM 94188P101 11,350 603,097 SH   DFND 2,20,5,6,8 500,450 0 102,647
WATFORD HLDGS LTD SHS G94787101 11,616 335,723 SH   DFND 2,20,5,8 272,733 0 62,990
AUDIOCODES LTD ORD M15342104 379 13,762 SH   DFND 2 13,762 0 0
WATSCO INC COM 942622200 180,623 797,275 SH   DFND 12,13,19,2,20,5,8 724,417 987 71,871
WATTS WATER TECHNOLOGIES INC CL A 942749102 102,282 840,443 SH   DFND 19,2,20,5,8 722,711 144 117,588
WAVE LIFE SCIENCES LTD SHS Y95308105 4,266 542,061 SH   DFND 19,2,20,5,8 438,896 0 103,165
WAYFAIR INC CL A 94419L101 312,740 1,384,969 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,122,506 43,605 218,858
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 42,859 25,500,000 PRN   DFND 2,5 25,500,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 33,838 16,574,000 PRN   DFND 2,5 16,574,000 0 0
WD-40 CO COM 929236107 113,186 426,025 SH   DFND 2,20,5,6,8 366,617 235 59,173
WEBSTER FINL CORP CONN COM 947890109 121,909 2,892,262 SH   DFND 13,2,20,5,8 2,689,372 1,374 201,516
WEC ENERGY GROUP INC COM 92939U106 1,516,900 16,482,672 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,235,776 211,304 2,035,592
WEIBO CORP NOTE 1.250%11/1 948596AC5 23,467 24,069,000 PRN   DFND 2,5 24,069,000 0 0
AUTODESK INC COM 052769106 2,627,519 8,605,223 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,319,387 190,312 1,095,524
WEIBO CORP SPONSORED ADR 948596101 50,932 1,242,552 SH   DFND 10,12,13,19,2,20,5,8 988,599 30,330 223,623
WEINGARTEN RLTY INVS SH BEN INT 948741103 114,252 5,272,381 SH   DFND 10,13,19,2,20,5,8 4,699,530 39,744 533,107
WEIS MKTS INC COM 948849104 14,438 301,984 SH   DFND 2,20,5,6,8 250,246 370 51,368
WELBILT INC COM 949090104 33,570 2,543,208 SH   DFND 2,20,5,8 2,005,059 886 537,263
WELLS FARGO CO NEW COM 949746101 5,050,820 167,356,515 SH   DFND 1,10,12,13,19,2,20,5,6,8 147,320,230 2,404,931 17,631,354
WELLTOWER INC COM 95040Q104 1,549,130 23,972,915 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,553,354 372,412 3,047,149
WENDYS CO COM 95058W100 95,005 4,334,156 SH   DFND 2,20,5,8 3,900,396 1,941 431,819
WERNER ENTERPRISES INC COM 950755108 84,916 2,160,171 SH   DFND 2,20,5,8 1,909,068 242 250,861
WESBANCO INC COM 950810101 45,148 1,491,160 SH   DFND 2,20,5,8 1,223,732 137 267,291
WESCO INTL INC COM 95082P105 80,793 1,029,214 SH   DFND 12,19,2,20,5,8 815,411 491 213,312
AUTOHOME INC SP ADR RP CL A 05278C107 122,646 1,231,134 SH   DFND 1,10,12,13,19,2,20,5,8 954,436 32,600 244,098
WEST BANCORPORATION INC CAP STK 95123P106 7,185 372,258 SH   DFND 13,2,20,5 275,278 0 96,980
WEST PHARMACEUTICAL SVSC INC COM 955306105 948,304 3,347,231 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,799,052 127,484 420,695
WESTAMERICA BANCORPORATION COM 957090103 50,440 912,284 SH   DFND 2,20,5,8 805,336 10 106,938
WESTERN ALLIANCE BANCORP COM 957638109 126,433 2,108,973 SH   DFND 13,2,20,5,8 1,895,373 1,500 212,100
WESTERN ASSET MTG CAP CORP COM 95790D105 4,158 1,252,578 SH   DFND 2,20,5 1,071,574 0 181,004
WESTERN DIGITAL CORP. COM 958102105 666,178 12,027,051 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,392,223 179,222 1,455,606
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 29,591 29,648,000 PRN   DFND 2,5 29,648,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 3,452 501,006 SH   DFND 2,20,5 423,923 0 77,083
WESTERN UN CO COM 959802109 489,564 22,313,765 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 17,910,859 700,541 3,702,365
WESTLAKE CHEM CORP COM 960413102 36,737 450,208 SH   DFND 12,13,19,2,20,5,8 362,432 500 87,276
AUTOLIV INC COM 052800109 90,742 985,256 SH   DFND 10,11,12,13,19,2,20,5,6,8 674,517 93,230 217,509
WESTPAC BANKING CORP SPONSORED ADR 961214301 494 33,121 SH   DFND 20 33,121 0 0
WESTROCK CO COM 96145D105 503,384 11,564,070 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,157,510 262,922 1,143,638
WESTWOOD HLDGS GROUP INC COM 961765104 2,210 152,382 SH   DFND 2,20,5 126,900 0 25,482
WEX INC COM 96208T104 205,758 1,010,947 SH   DFND 13,2,20,5,8 917,234 427 93,286
WEYCO GROUP INC COM 962149100 1,991 123,803 SH   DFND 2,20 102,573 0 21,230
WEYERHAEUSER CO MTN BE COM NEW 962166104 926,135 27,621,092 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,709,358 468,183 3,443,551
WHIRLPOOL CORP COM 963320106 548,046 3,036,434 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,589,061 105,828 341,545
WHITE MTNS INS GROUP LTD COM G9618E107 49,116 49,084 SH   DFND 13,19,2,20,5,6,8 39,172 51 9,861
WHITESTONE REIT COM 966084204 10,055 1,261,552 SH   DFND 2,20,5 1,129,332 0 132,220
WHITING PETE CORP NEW COM NEW 966387508 1,379 55,140 SH   DFND 12,2,20,5 51,414 0 3,726
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 201 22,534 SH   DFND 2 22,534 0 0
WHOLE EARTH BRANDS INC COM CL A 96684W100 153 14,000 SH   DFND 20 14,000 0 0
WIDEOPENWEST INC COM 96758W101 10,255 961,096 SH   DFND 19,2,20,5,8 769,789 0 191,307
WILEY JOHN & SONS INC CL A 968223206 169,141 3,677,196 SH   DFND 19,2,20,5,6,8 3,570,602 435 106,159
WILLDAN GROUP INC COM 96924N100 8,025 192,457 SH   DFND 2,20,5,8 153,778 0 38,679
WILLIAMS COS INC COM 969457100 1,402,206 69,935,473 SH   DFND 10,11,12,13,19,2,20,5,6,8 63,119,365 761,188 6,054,920
WILLIAMS SONOMA INC COM 969904101 247,092 2,426,276 SH   DFND 10,12,13,19,2,20,5,8 2,240,499 6,445 179,332
WILLIS LEASE FINANCE CORP COM 970646105 1,472 48,328 SH   DFND 2,20 37,532 0 10,796
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,301,026 6,154,774 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,354,074 77,971 722,729
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 73,794 3,184,881 SH   DFND 2,20,5,8 2,510,669 596 673,616
WINGSTOP INC COM 974155103 118,952 897,409 SH   DFND 2,20,5,8 774,692 200 122,517
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,715,550 25,709,267 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,777,561 724,448 3,207,258
AUTOMATIC DATA PROCESSING IN COM 053015103 3,251,711 18,358,141 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 15,750,102 494,983 2,113,056
WINMARK CORP COM 974250102 13,251 71,317 SH   DFND 2,20,5,6,8 57,113 0 14,204
WINNEBAGO INDS INC COM 974637100 59,167 987,112 SH   DFND 2,20,5,8 862,429 0 124,683
WINTRUST FINL CORP COM 97650W108 117,475 1,922,986 SH   DFND 13,2,20,5,8 1,787,950 539 134,497
WIPRO LTD SPON ADR 1 SH 97651M109 67,990 12,033,620 SH   DFND 12,13,19,2,20,5,8 7,750,731 0 4,282,889
WISDOMTREE INVTS INC COM 97717P104 21,192 3,961,033 SH   DFND 2,20,5,8 3,390,224 3,600 567,209
WIX COM LTD NOTE 7/0 92940WAB5 17,819 9,588,000 PRN   DFND 2,5 9,588,000 0 0
WIX COM LTD SHS M98068105 261,289 1,045,322 SH   DFND 10,12,13,19,2,20,5,6,8 751,787 26,300 267,235
WNS HLDGS LTD SPON ADR 92932M101 3,294 45,715 SH   DFND 19,2,20 45,715 0 0
WOLVERINE WORLD WIDE INC COM 978097103 80,050 2,553,472 SH   DFND 2,20,5,8 2,203,350 828 349,294
WOODWARD INC COM 980745103 156,685 1,289,271 SH   DFND 13,19,2,20,5,8 1,165,993 449 122,829
AUTONATION INC COM 05329W102 110,791 1,587,494 SH   DFND 10,12,13,2,20,5,8 1,443,236 15,598 128,660
WORKDAY INC CL A 98138H101 849,394 3,544,904 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,867,840 88,189 588,875
WORKDAY INC NOTE 0.250%10/0 98138HAF8 53,240 31,751,000 PRN   DFND 2,5 31,751,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 43,685 2,208,551 SH   DFND 2,20,5,8 1,883,649 0 324,902
WORKIVA INC COM CL A 98139A105 73,050 797,313 SH   DFND 19,2,20,5,8 631,823 500 164,990
WORLD ACCEP CORP DEL COM 981419104 13,875 135,738 SH   DFND 2,20,5,8 115,719 0 20,019
WORLD FUEL SVCS CORP COM 981475106 74,527 2,384,178 SH   DFND 10,12,13,2,20,5,8 2,107,544 16,378 260,256
WORLD WRESTLING ENTMT INC CL A 98156Q108 50,780 1,056,810 SH   DFND 19,2,20,5,8 944,857 6,700 105,253
WORTHINGTON INDS INC COM 981811102 99,798 1,943,862 SH   DFND 2,20,5,8 1,790,742 200 152,920
WP CAREY INC COM 92936U109 510,311 7,125,836 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,973,371 146,914 1,005,551
WPX ENERGY INC COM 98212B103 121,756 14,939,380 SH   DFND 12,13,2,20,5 14,356,078 6,336 576,966
AUTOZONE INC COM 053332102 1,151,007 970,953 SH   DFND 10,11,12,13,19,2,20,5,6,8 825,992 15,019 129,942
WRAP TECHNOLOGIES INC COM 98212N107 915 189,450 SH   DFND 2,20 158,488 0 30,962
WSFS FINL CORP COM 929328102 56,572 1,260,510 SH   DFND 2,20,5,8 1,019,884 662 239,964
WW INTL INC COM 98262P101 34,662 1,420,568 SH   DFND 13,2,20,5,8 1,225,494 336 194,738
WYNDHAM DESTINATIONS INC COM 98310W108 97,393 2,171,036 SH   DFND 13,19,2,20,5,8 1,946,499 4,995 219,542
WYNDHAM HOTELS & RESORTS INC COM 98311A105 131,269 2,208,428 SH   DFND 12,13,19,2,20,5,8 1,999,244 1,795 207,389
WYNN RESORTS LTD COM 983134107 420,450 3,726,401 SH   DFND 10,12,13,19,2,20,5,6,8 3,242,129 46,167 438,105
X4 PHARMACEUTICALS INC COM 98420X103 2,636 409,910 SH   DFND 2,20 365,528 0 44,382
XBIOTECH INC COM 98400H102 4,302 274,910 SH   DFND 2,20,5,8 227,556 0 47,354
XCEL ENERGY INC COM 98389B100 1,789,516 26,669,272 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,670,248 368,254 2,630,770
XENCOR INC COM 98401F105 107,232 2,457,759 SH   DFND 2,20,5,8 2,239,054 1,200 217,505
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 624 93,316 SH   DFND 1,2 17,278 0 76,038
XENIA HOTELS & RESORTS INC COM 984017103 87,495 5,756,266 SH   DFND 10,12,13,19,2,20,5,8 5,015,062 29,212 711,992
XENON PHARMACEUTICALS INC COM 98420N105 1,436 93,386 SH   DFND 2,20,5,8 91,686 0 1,700
XERIS PHARMACEUTICALS INC COM 98422L107 3,779 768,079 SH   DFND 2,20,5 648,172 0 119,907
XEROX HOLDINGS CORP COM NEW 98421M106 171,619 7,321,846 SH   DFND 1,10,12,13,19,2,20,5,6,8 6,494,037 2,884 824,925
XILINX INC COM 983919101 1,420,174 10,017,450 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,534,172 337,315 1,145,963
XOMA CORP DEL COM NEW 98419J206 4,572 103,600 SH   DFND 2,20 89,473 0 14,127
XP INC CL A G98239109 4,069 102,566 SH   DFND 2,20,8 102,566 0 0
XPEL INC COM 98379L100 13,344 258,812 SH   DFND 2,20,5,8 217,000 0 41,812
XPENG INC ADS 98422D105 92,159 2,151,738 SH   DFND 10,12,13,19,2,20,5,8 1,616,306 47,200 488,232
XPERI HOLDING CORP COM 98390M103 78,017 3,732,877 SH   DFND 2,20,5,8 3,300,873 866 431,138
AVALARA INC COM 05338G106 255,547 1,549,801 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,258,215 36,824 254,762
XPO LOGISTICS INC COM 983793100 353,521 2,965,777 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,549,873 77,442 338,462
XUNLEI LTD SPONSORED ADR 98419E108 901 311,739 SH   DFND 2 311,739 0 0
XYLEM INC COM 98419M100 831,452 8,168,303 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,068,789 105,849 993,665
Y-MABS THERAPEUTICS INC COM 984241109 46,688 943,003 SH   DFND 2,20,5,8 820,538 0 122,465
YAMANA GOLD INC COM 98462Y100 98 17,098 SH   DFND 20 17,098 0 0
YANDEX N V SHS CLASS A N97284108 229,537 3,298,897 SH   DFND 10,12,13,19,2,20,5,8 2,924,222 123,904 250,771
YATRA ONLINE INC ORD SHS G98338109 179 92,731 SH   DFND 20 92,731 0 0
YELP INC CL A 985817105 83,209 2,546,968 SH   DFND 13,2,20,5,8 2,260,800 600 285,568
YETI HLDGS INC COM 98585X104 154,332 2,254,010 SH   DFND 2,20,5,8 1,945,288 0 308,722
YEXT INC COM 98585N106 36,654 2,331,704 SH   DFND 2,20,5,8 1,943,715 0 387,989
AVALON GLOBOCARE CORP COM 05344R104 268 239,345 SH   DFND 2,20 163,214 0 76,131
YORK WTR CO COM 987184108 12,372 264,445 SH   DFND 19,2,20,5,8 212,138 0 52,307
YOUDAO INC SPONSORED ADS 98741T104 223 8,390 SH   DFND 2 8,390 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 29,016 6,173,204 SH   DFND 1,10,12,13,19,2,20,5,8 1,999,955 495,940 3,677,309
YRC WORLDWIDE INC COM PAR $.01 984249607 120 27,099 SH   DFND 20 27,099 0 0
YUM BRANDS INC COM 988498101 1,360,580 12,532,976 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,502,198 200,821 1,829,957
YUM CHINA HLDGS INC COM 98850P109 626,251 10,969,541 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,704,464 203,271 2,061,806
YY INC ADS REPSTG COM A 46591M109 102,890 1,286,447 SH   DFND 1,10,12,13,19,2,20,5,8 950,840 52,637 282,970
YY INC NOTE 0.750% 6/1 98426TAD8 13,059 12,890,000 PRN   DFND 2,5 12,890,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 11,273 11,335,000 PRN   DFND 2,5 11,335,000 0 0
ZAGG INC COM 98884U108 96 22,912 SH   DFND 20 22,912 0 0
AVALONBAY CMNTYS INC COM 053484101 1,332,324 8,223,979 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,047,392 120,273 1,056,314
ZAI LAB LTD ADR 98887Q104 166,806 1,232,647 SH   DFND 1,10,12,13,19,2,20,5,8 912,421 28,800 291,426
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 788,029 2,050,398 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,744,869 54,755 250,774
ZENDESK INC COM 98936J101 316,535 2,211,677 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,764,063 55,636 391,978
ZENTALIS PHARMACEUTICALS INC COM 98943L107 46,305 891,509 SH   DFND 2,20,5,8 814,623 0 76,886
ZILLOW GROUP INC CL A 98954M101 155,751 1,145,736 SH   DFND 10,11,12,13,19,2,20,5,6,8 934,771 30,089 180,876
ZILLOW GROUP INC CL C CAP STK 98954M200 367,757 2,833,256 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,247,802 68,015 517,439
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 58,775 19,625,000 PRN   DFND 2,5 19,625,000 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 48,945 16,241,000 PRN   DFND 2,5 16,241,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 12,113 7,080,000 PRN   DFND 2,5 7,080,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 31,535 15,150,000 PRN   DFND 2,5 15,150,000 0 0
AVANGRID INC COM 05351W103 40,907 891,959 SH   DFND 10,12,13,19,2,20,5,6,8 795,068 0 96,891
ZIMMER BIOMET HOLDINGS INC COM 98956P102 1,280,579 8,297,740 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,228,285 123,698 945,757
ZIONS BANCORPORATION N A COM 989701107 353,856 8,145,848 SH   DFND 10,12,13,19,2,20,5,6,8 7,541,186 2,177 602,485
ZIOPHARM ONCOLOGY INC COM 98973P101 22,087 8,764,826 SH   DFND 2,20,5,8 7,917,031 0 847,795
ZIX CORP COM 98974P100 10,960 1,270,037 SH   DFND 2,20,5 1,103,986 0 166,051
ZOETIS INC CL A 98978V103 3,216,912 19,437,536 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,759,069 429,793 2,248,674
ZOGENIX INC COM NEW 98978L204 28,433 1,422,384 SH   DFND 19,2,20,5,8 1,199,417 0 222,967
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,250,353 3,706,726 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,963,674 174,884 568,168
ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 12,549 260,182 SH   DFND 2,20,5,6,8 254,982 0 5,200
ZOVIO INC COM 98979V102 144 30,394 SH   DFND 20 30,394 0 0
ZSCALER INC COM 98980G102 295,502 1,479,658 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,176,733 35,547 267,378
AVANOS MED INC COM 05350V106 76,482 1,666,990 SH   DFND 1,19,2,20,5,8 1,468,600 257 198,133
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 227,542 7,803,735 SH   DFND 1,10,12,13,19,2,20,5,8 6,094,426 188,400 1,520,909
ZUMIEZ INC COM 989817101 30,142 819,528 SH   DFND 2,20,5,8 727,970 0 91,558
ZUORA INC COM CL A 98983V106 30,683 2,202,676 SH   DFND 2,20,5,8 1,794,662 0 408,014
ZYMEWORKS INC COM 98985W102 5,083 107,563 SH   DFND 2,20,5,8 72,563 0 35,000
ZYNEX INC COM 98986M103 6,944 515,902 SH   DFND 2,20,5,8 460,789 0 55,113
ZYNGA INC CL A 98986T108 124,873 12,651,728 SH   DFND 13,19,2,20,5,6,8 10,570,932 6,900 2,073,896
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 24,748 18,625,000 PRN   DFND 2,5 18,625,000 0 0
AVANTOR INC COM 05352A100 266,357 9,462,072 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,594,487 219,541 1,648,044
ACCO BRANDS CORP COM 00081T108 18,361 2,172,957 SH   DFND 19,2,20,5,8 1,772,694 77 400,186
AVAYA HLDGS CORP COM 05351X101 41,543 2,169,329 SH   DFND 12,19,2,20,5,8 1,794,029 400 374,900
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 9,385 9,033,000 PRN   DFND 2,5 9,033,000 0 0
AVENUE THERAPEUTICS INC COM NEW 05360L205 622 104,601 SH   DFND 2,20 91,333 0 13,268
AVEO PHARMACEUTICALS INC COM NEW 053588307 1,606 278,267 SH   DFND 2,20 240,798 0 37,469
AVERY DENNISON CORP COM 053611109 573,158 3,695,168 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,988,566 91,688 614,914
AVID BIOSERVICES INC COM 05368M106 10,947 948,612 SH   DFND 2,20,5 781,384 0 167,228
AVID TECHNOLOGY INC COM 05367P100 9,420 593,565 SH   DFND 2,20,5 487,279 0 106,286
AVIDITY BIOSCIENCES INC COM 05370A108 17,379 680,994 SH   DFND 2,20,5,8 629,459 0 51,535
AVIENT CORPORATION COM 05368V106 113,073 2,792,286 SH   DFND 2,20,5,8 2,417,922 1,060 373,304
AVIS BUDGET GROUP COM 053774105 84,712 2,271,091 SH   DFND 12,13,2,20,5,8 2,044,681 588 225,822
1ST CONSTITUTION BANCORP COM 31986N102 2,598 163,723 SH   DFND 2,20 132,817 0 30,906
ACCOLADE INC COM 00437E102 9,133 209,959 SH   DFND 2,20,5,8 171,315 0 38,644
AVISTA CORP COM 05379B107 93,932 2,340,120 SH   DFND 13,19,2,20,5,8 1,994,052 920 345,148
AVITA THERAPEUTICS INC COM 05380C102 5,447 293,152 SH   DFND 2,20 293,152 0 0
AVNET INC COM 053807103 149,189 4,249,202 SH   DFND 12,13,19,2,20,5,8 4,000,568 429 248,205
AVROBIO INC COM 05455M100 18,524 1,328,837 SH   DFND 2,20,5,8 1,215,262 0 113,575
AXALTA COATING SYS LTD COM G0750C108 138,420 4,848,338 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,417,607 275,462 1,155,269
AXCELIS TECHNOLOGIES INC COM NEW 054540208 29,308 1,006,461 SH   DFND 2,20,5,8 869,063 0 137,398
AXCELLA HEALTH INC COM 05454B105 1,086 209,288 SH   DFND 2,20 168,954 0 40,334
AXIS CAP HLDGS LTD SHS G0692U109 61,113 1,202,754 SH   DFND 12,13,19,2,20,5,8 993,088 1,101 208,565
AXOGEN INC COM 05463X106 16,191 904,531 SH   DFND 2,20,5,8 771,347 0 133,184
AXON ENTERPRISE INC COM 05464C101 224,220 1,829,919 SH   DFND 13,19,2,20,5,8 1,683,582 500 145,837
ACCURAY INC COM 004397105 7,858 1,884,309 SH   DFND 2,20,5 1,599,864 0 284,445
AXONICS MODULATION TECHNOLOG COM 05465P101 39,530 791,877 SH   DFND 2,20,5,8 675,171 0 116,706
AXOS FINANCIAL INC COM 05465C100 70,826 1,887,194 SH   DFND 2,20,5,8 1,650,641 1,600 234,953
AXSOME THERAPEUTICS INC COM 05464T104 52,435 643,617 SH   DFND 19,2,20,5,8 530,397 500 112,720
AXT INC COM 00246W103 6,695 699,574 SH   DFND 2,20,5 564,758 0 134,816
AYTU BIOSCIENCE INC COM 054754874 295 49,271 SH   DFND 2,20,6 44,331 0 4,940
AZEK CO INC CL A 05478C105 29,052 755,566 SH   DFND 2,20,5,8 673,716 0 81,850
AZIYO BIOLOGICS INC COM CL A 05479K106 139 10,200 SH   DFND 2,20 10,200 0 0
AZUL S A SPONSR ADR PFD 05501U106 205 8,975 SH   DFND 1,10 8,900 0 75
AZURE PWR GLOBAL LTD SHS V0393H103 11,485 281,709 SH   DFND 2,20 281,709 0 0
AZZ INC COM 002474104 37,740 795,524 SH   DFND 2,20,5,8 684,823 94 110,607
ACELRX PHARMACEUTICALS INC COM 00444T100 1,599 1,289,486 SH   DFND 2,20 1,056,025 0 233,461
B & G FOODS INC NEW COM 05508R106 60,229 2,135,587 SH   DFND 10,12,2,20,5,8 1,812,519 54,714 268,354
B. RILEY FINANCIAL INC COM 05580M108 16,874 381,593 SH   DFND 2,20,5,8 300,701 4,600 76,292
BABCOCK & WILCOX ENTERPRISES COM 05614L209 56 15,843 SH   DFND 20,5 15,843 0 0
BADGER METER INC COM 056525108 89,722 953,879 SH   DFND 19,2,20,5,8 813,470 120 140,289
BAIDU INC SPON ADR REP A 056752108 1,269,794 5,866,300 SH   DFND 1,10,11,12,13,19,2,20,5,8 4,134,925 179,902 1,551,473
BAKER HUGHES COMPANY CL A 05722G100 870,724 41,761,357 SH   DFND 10,11,12,13,19,2,20,5,6,8 36,192,421 318,318 5,250,618
BALCHEM CORP COM 057665200 110,543 954,600 SH   DFND 13,2,20,5,8 817,806 416 136,378
BALL CORP COM 058498106 1,297,203 13,921,473 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,822,682 156,532 1,942,259
BALLARD PWR SYS INC NEW COM 058586108 21,910 936,323 SH   DFND 2 936,323 0 0
BALLYS CORPORATION COM 05875B106 17,359 345,595 SH   DFND 2,20,5,8 278,563 0 67,032
ACI WORLDWIDE INC COM 004498101 150,704 3,921,517 SH   DFND 13,2,20,5,8 3,175,342 1,265 744,910
BANC OF CALIFORNIA INC COM 05990K106 26,085 1,765,991 SH   DFND 2,20,5,8 1,377,107 0 388,884
BANCFIRST CORP COM 05945F103 37,417 633,763 SH   DFND 2,20,5,8 554,978 0 78,785
BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 1,769 551,105 SH   DFND 13,2,20,5 367,090 0 184,015
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 90 18,223 SH   DFND 12,20 14,834 0 3,389
BANCO BRADESCO S A SP ADR PFD NEW 059460303 99,129 18,583,891 SH   DFND 10,13,2,20,5 15,253,804 1,888,739 1,441,348
BANCO DE CHILE SPONSORED ADS 059520106 2,060 101,073 SH   DFND 10,13,2,20,5 87,953 2,121 10,999
BANCO MACRO SA SPON ADR B 05961W105 3,123 200,579 SH   DFND 2,20,5 135,424 700 64,455
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 17,114 1,970,864 SH   DFND 10,13,2,20,5 1,347,827 169,707 453,330
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,416 232,548 SH   DFND 10,13,2,20 205,295 0 27,253
BANCO SANTANDER S.A. ADR 05964H105 6,307 2,067,816 SH   DFND 12,2,20 2,064,542 0 3,274
ACLARIS THERAPEUTICS INC COM 00461U105 505 78,040 SH   DFND 20 78,040 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 32,578 804,456 SH   DFND 10,13,19,2,20,5 683,186 65,305 55,965
BANCORP INC DEL COM 05969A105 17,836 1,306,655 SH   DFND 19,2,20,5,8 1,091,302 0 215,353
BANCORPSOUTH BK TUPELO MISS COM 05971J102 100,690 3,644,201 SH   DFND 2,20,5,8 3,208,875 672 434,654
BANDWIDTH INC COM CL A 05988J103 61,480 400,076 SH   DFND 2,20,5,6,8 318,945 0 81,131
BANK COMM HLDGS COM 06424J103 3,219 323,199 SH   DFND 2,20 270,135 0 53,064
BANK FIRST CORP COM 06211J100 7,683 118,145 SH   DFND 2,20,5,8 95,126 0 23,019
BANK HAWAII CORP COM 062540109 109,780 1,432,780 SH   DFND 13,19,2,20,5,8 1,303,961 566 128,253
BANK MARIN BANCORP COM 063425102 9,892 288,053 SH   DFND 2,20,5,8 233,282 0 54,771
BANK MONTREAL QUE COM 063671101 772 10,148 SH   DFND 12,20 7,496 0 2,652
BANK NEW YORK MELLON CORP COM 064058100 1,538,527 36,251,823 SH   DFND 1,10,12,13,19,2,20,5,6,8 31,716,939 506,626 4,028,258
ACM RESEARCH INC COM CL A 00108J109 6,648 81,816 SH   DFND 19,2,20,5,8 74,116 0 7,700
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 26,398 847,180 SH   DFND 2,20,5 688,203 0 158,977
BANK OZK COM 06417N103 366,835 11,731,197 SH   DFND 13,2,20,5,8 11,471,713 1,000 258,484
BANK PRINCETON NEW JERSEY COM 064520109 2,123 90,667 SH   DFND 2,20 73,254 0 17,413
BANK7 CORP COM 06652N107 989 69,094 SH   DFND 2,20 44,581 0 24,513
BANKFINANCIAL CORP COM 06643P104 3,337 380,084 SH   DFND 13,2,20,5 265,033 0 115,051
BANKUNITED INC COM 06652K103 144,730 4,161,304 SH   DFND 12,13,2,20,5,8 3,758,614 1,400 401,290
BANKWELL FINL GROUP INC COM 06654A103 2,093 107,035 SH   DFND 13,2,20 83,634 0 23,401
BANNER CORP COM NEW 06652V208 66,067 1,418,052 SH   DFND 19,2,20,5,8 1,269,116 0 148,936
BAOZUN INC SPONSORED ADR 06684L103 26,811 780,627 SH   DFND 1,10,12,13,19,2,20,5,8 581,059 21,400 178,168
BAR HBR BANKSHARES COM 066849100 6,860 303,666 SH   DFND 2,20,5,8 245,432 0 58,234
ACNB CORP COM 000868109 3,919 156,756 SH   DFND 2,20,5 132,629 0 24,127
BARCLAYS BANK PLC DJUBS CMDT ETN36 06738C778 22,778 1,040,101 SH   DFND 1,20 972,385 74 67,642
BARNES & NOBLE ED INC COM 06777U101 1,704 366,524 SH   DFND 2,20,5 366,524 0 0
BARNES GROUP INC COM 067806109 77,749 1,533,817 SH   DFND 2,20,5,8 1,347,549 388 185,880
BARRETT BUSINESS SVCS INC COM 068463108 11,161 163,622 SH   DFND 2,20,5,8 127,720 2,500 33,402
BARRICK GOLD CORP COM 067901108 18,937 831,310 SH   DFND 19,2,20,8 831,310 0 0
BASSETT FURNITURE INDS INC COM 070203104 307 15,270 SH   DFND 20 15,270 0 0
BAUSCH HEALTH COS INC COM 071734107 3,037 145,997 SH   DFND 19,20 9,517 0 136,480
BAXTER INTL INC COM 071813109 1,694,320 21,051,589 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,260,229 338,508 2,452,852
BAYCOM CORP COM 07272M107 3,567 235,144 SH   DFND 2,20 177,230 0 57,914
BCB BANCORP INC COM 055298103 3,852 348,012 SH   DFND 13,2,20,5 251,563 0 96,449
ACORDA THERAPEUTICS INC COM 00484M106 25 36,371 SH   DFND 20 36,371 0 0
BEACON ROOFING SUPPLY INC COM 073685109 43,754 1,088,679 SH   DFND 13,19,2,20,5,8 860,703 552 227,424
BEAM GLOBAL COM 07373B109 428 5,800 SH   DFND 20 5,800 0 0
BEAM THERAPEUTICS INC COM 07373V105 116,779 1,430,410 SH   DFND 2,20,5,8 1,297,861 0 132,549
BEAZER HOMES USA INC COM NEW 07556Q881 11,206 739,668 SH   DFND 2,20,5 650,293 0 89,375
BECTON DICKINSON & CO COM 075887109 3,015,558 12,051,626 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,544,140 157,044 1,350,442
BED BATH & BEYOND INC COM 075896100 77,229 4,348,460 SH   DFND 1,12,13,2,20,5,8 3,783,512 723 564,225
BEIGENE LTD SPONSORED ADR 07725L102 192,927 746,652 SH   DFND 10,12,13,19,2,20,5,8 567,300 18,900 160,452
BEL FUSE INC CL B 077347300 4,633 308,230 SH   DFND 2,20,5 273,038 0 35,192
BELDEN INC COM 077454106 56,736 1,352,457 SH   DFND 13,2,20,5,8 1,166,261 791 185,405
BELLEROPHON THERAPEUTICS INC COM NEW 078771300 531 79,577 SH   DFND 2,20,6 72,476 0 7,101
ACTIVISION BLIZZARD INC COM 00507V109 3,194,480 34,404,738 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,754,034 618,720 4,031,984
BELLRING BRANDS INC COM CL A 079823100 17,930 737,567 SH   DFND 19,2,20,5,8 606,584 0 130,983
BENCHMARK ELECTRS INC COM 08160H101 34,403 1,266,223 SH   DFND 2,20,5,8 1,113,649 115 152,459
BENEFITFOCUS INC COM 08180D106 10,140 700,300 SH   DFND 2,20,5,8 589,391 0 110,909
BERKELEY LTS INC COM 084310101 10,153 113,561 SH   DFND 2,20 105,023 0 8,538
BERKLEY W R CORP COM 084423102 451,051 6,790,894 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,417,820 88,434 1,284,640
BERKSHIRE HATHAWAY INC DEL CL A 084670108 74,085 213 SH   DFND 1,12,19,20,5 196 0 17
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 17,420,908 75,132,220 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 65,669,497 2,883,945 6,578,778
BERKSHIRE HILLS BANCORP INC COM 084680107 30,625 1,788,841 SH   DFND 19,2,20,5,8 1,595,238 500 193,103
BERRY CORP COM 08579X101 6,355 1,726,975 SH   DFND 2,20,5 1,533,645 0 193,330
BERRY GLOBAL GROUP INC COM 08579W103 93,790 1,669,159 SH   DFND 12,13,2,20,5,8 1,375,379 1,400 292,380
ACUITY BRANDS INC COM 00508Y102 111,605 921,666 SH   DFND 10,13,19,2,20,5,8 839,020 680 81,966
BEST BUY INC COM 086516101 1,083,702 10,798,760 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,892,968 518,425 1,387,367
BEST INC SPONSORED ADS 08653C106 4,684 2,221,997 SH   DFND 1,2,20,5 754,906 2,900 1,464,191
BEYOND AIR INC COM 08862L103 992 188,265 SH   DFND 2,20 160,962 0 27,303
BEYOND MEAT INC COM 08862E109 72,599 580,793 SH   DFND 13,19,2,20,5,8 487,997 300 92,496
BEYONDSPRING INC SHS G10830100 2,857 234,166 SH   DFND 2,20,5 191,121 0 43,045
BG STAFFING INC COM 05544A109 2,330 172,718 SH   DFND 2,20 139,415 0 33,303
BGC PARTNERS INC CL A 05541T101 24,336 6,084,031 SH   DFND 13,2,20,5,8 4,806,793 5,482 1,271,756
BHP GROUP LTD SPONSORED ADS 088606108 8,608 130,617 SH   DFND 1,20 8,874 0 121,743
BIG 5 SPORTING GOODS CORP COM 08915P101 249 24,390 SH   DFND 20 24,390 0 0
BIG LOTS INC COM 089302103 61,078 1,422,740 SH   DFND 12,2,20,5,8 1,265,599 421 156,720
1ST SOURCE CORP COM 336901103 16,415 407,326 SH   DFND 2,20,5,8 339,451 0 67,875
ACUSHNET HOLDINGS CORP COM 005098108 27,535 679,195 SH   DFND 2,20,5,8 545,212 0 133,983
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 8,608 134,180 SH   DFND 2,20,5,8 124,672 0 9,508
BIGLARI HLDGS INC COM STK CL A 08986R408 618 1,057 SH   DFND 2,20 947 0 110
BIGLARI HLDGS INC COM STK CL B 08986R309 1,959 17,618 SH   DFND 2,20 14,110 0 3,508
BILIBILI INC NOTE 1.375% 4/0 090040AB2 45,636 12,975,000 PRN   DFND 2,5 12,975,000 0 0
BILIBILI INC SPONS ADS REP Z 090040106 281,866 3,188,584 SH   DFND 1,10,12,13,19,2,20,5,8 1,737,750 49,500 1,401,334
BILL COM HLDGS INC COM 090043100 117,548 861,156 SH   DFND 13,2,20,5,8 730,270 1,400 129,486
BIO RAD LABS INC CL A 090572207 569,866 977,572 SH   DFND 10,11,12,13,19,2,20,5,6,8 807,594 35,947 134,031
BIO-TECHNE CORP COM 09073M104 285,268 898,339 SH   DFND 13,19,2,20,5,6,8 810,153 414 87,772
BIOCRYST PHARMACEUTICALS INC COM 09058V103 82,374 11,056,979 SH   DFND 19,2,20,5,8 10,292,691 0 764,288
BIODELIVERY SCIENCES INTL IN COM 09060J106 8,434 2,008,214 SH   DFND 2,20,5,8 1,689,222 0 318,992
ACUTUS MED INC COM 005111109 4,688 162,711 SH   DFND 2,20,8 129,700 0 33,011
BIODESIX INC COM 09075X108 692 34,334 SH   DFND 2,20 29,976 0 4,358
BIOGEN INC COM 09062X103 1,712,065 6,992,015 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,969,820 241,052 781,143
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 143,303 1,671,949 SH   DFND 19,2,20,5,8 1,467,458 800 203,691
BIOLIFE SOLUTIONS INC COM NEW 09062W204 18,929 474,532 SH   DFND 2,20,5,8 431,931 0 42,601
BIOMARIN PHARMACEUTICAL INC COM 09061G101 434,923 4,959,779 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,222,150 103,400 634,229
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 17,825 16,625,000 PRN   DFND 2,5 16,625,000 0 0
BIONDVAX PHARMACEUTICALS LTD SPOND ADS 09073Q105 200 71,111 SH   DFND 2 71,111 0 0
BIONTECH SE SPONSORED ADS 09075V102 620 7,600 SH   DFND 2,5,6 7,600 0 0
BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1,377 353,069 SH   DFND 2,20,5 290,650 0 62,419
BIOTELEMETRY INC COM 090672106 74,493 1,033,483 SH   DFND 2,20,5,8 900,239 0 133,244
ADAMAS PHARMACEUTICALS INC COM 00548A106 63 14,583 SH   DFND 20 14,583 0 0
BIOXCEL THERAPEUTICS INC COM 09075P105 77,339 1,673,996 SH   DFND 19,2,20,5,8 1,631,188 0 42,808
BJS RESTAURANTS INC COM 09180C106 28,075 729,418 SH   DFND 2,20,5,8 638,689 0 90,729
BJS WHSL CLUB HLDGS INC COM 05550J101 164,140 4,402,897 SH   DFND 12,13,2,20,5,6,8 3,842,720 1,200 558,977
BK OF AMERICA CORP COM 060505104 9,677,750 319,292,299 SH   DFND 1,10,12,13,19,2,20,5,6,8 277,928,797 5,383,310 35,980,192
BLACK DIAMOND THERAPEUTICS I COM 09203E105 26,365 822,617 SH   DFND 2,20,5,8 772,670 0 49,947
BLACK HILLS CORP COM 092113109 340,337 5,538,442 SH   DFND 12,13,2,20,5,8 5,304,841 480 233,121
BLACK KNIGHT INC COM 09215C105 319,737 3,618,978 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,822,183 155,389 641,406
BLACKBAUD INC COM 09227Q100 93,787 1,629,385 SH   DFND 13,19,2,20,5,8 1,415,510 3,629 210,246
BLACKLINE INC COM 09239B109 137,792 1,033,077 SH   DFND 2,20,5,8 829,336 700 203,041
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 24,987 13,277,000 PRN   DFND 2,5 13,277,000 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 19 38,500 SH   DFND 20 38,500 0 0
BLACKROCK INC COM 09247X101 4,407,500 6,108,462 SH   DFND 10,12,13,19,2,20,5,6,8 5,237,395 146,886 724,181
BLACKSTONE GROUP INC COM CL A 09260D107 460,066 7,098,681 SH   DFND 10,12,13,19,2,20,5,6,8 5,306,487 375,062 1,417,132
BLACKSTONE MTG TR INC COM CL A 09257W100 78,949 2,804,285 SH   DFND 12,13,2,20,5,8 2,208,004 1,900 594,381
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,314 11,250,000 PRN   DFND 2,5 11,250,000 0 0
BLINK CHARGING CO COM 09354A100 44,835 1,048,769 SH   DFND 2,20 1,048,769 0 0
BLOCK H & R INC COM 093671105 110,164 6,839,285 SH   DFND 12,13,19,2,20,5,8 4,739,884 1,596 2,097,805
BLOOM ENERGY CORP COM CL A 093712107 58,279 2,033,459 SH   DFND 19,2,20,5,8 1,679,104 0 354,355
BLOOMIN BRANDS INC COM 094235108 54,138 2,787,766 SH   DFND 2,20,5,8 2,430,995 9,100 347,671
BLUCORA INC COM 095229100 23,770 1,494,035 SH   DFND 2,20,5,8 1,290,731 1,243 202,061
BLUE BIRD CORP COM 095306106 5,466 299,344 SH   DFND 2,20,5 241,759 0 57,585
ADAMS RES & ENERGY INC COM NEW 006351308 771 31,990 SH   DFND 2,20 27,090 0 4,900
BLUEBIRD BIO INC COM 09609G100 99,126 2,290,862 SH   DFND 13,19,2,20,5,8 2,136,964 900 152,998
BLUEGREEN VACATIONS CORP COM 09629F108 945 119,006 SH   DFND 2,20 94,311 0 24,695
BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 5,243 387,493 SH   DFND 2,20,5 347,989 0 39,504
BLUEPRINT MEDICINES CORP COM 09627Y109 182,920 1,631,027 SH   DFND 13,19,2,20,5,8 1,408,783 400 221,844
BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 6,398 498,595 SH   DFND 2,20,5 421,043 0 77,552
BMC STK HLDGS INC COM 05591B109 70,628 1,315,732 SH   DFND 2,20,5,8 1,040,224 900 274,608
BOEING CO COM 097023105 5,538,109 25,871,762 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,335,396 264,985 7,271,381
BOGOTA FINL CORP COM 097235105 702 78,794 SH   DFND 2,20 66,994 0 11,800
BOINGO WIRELESS INC COM 09739C102 11,408 896,886 SH   DFND 2,20,5,8 719,571 0 177,315
BOISE CASCADE CO DEL COM 09739D100 60,450 1,264,651 SH   DFND 2,20,5,8 1,101,477 100 163,074
ADAPTHEALTH CORP COM CL A 00653Q102 19,431 517,339 SH   DFND 2,20,5 447,433 0 69,906
BOK FINL CORP COM NEW 05561Q201 51,362 750,031 SH   DFND 2,20,5,8 681,555 306 68,170
BONANZA CREEK ENERGY INC COM NEW 097793400 13,309 688,534 SH   DFND 2,20,5 624,712 0 63,822
BOOT BARN HLDGS INC COM 099406100 45,661 1,053,075 SH   DFND 19,2,20,5,8 930,506 0 122,569
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 291,338 3,341,793 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,454,438 259,411 627,944
BORGWARNER INC COM 099724106 407,736 10,552,174 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,924,045 414,634 1,213,495
BOSTON BEER INC CL A 100557107 212,231 213,450 SH   DFND 13,2,20,5,8 192,117 111 21,222
BOSTON OMAHA CORP COM 101044105 6,216 224,815 SH   DFND 2,20,5,8 183,149 0 41,666
BOSTON PRIVATE FINL HLDGS IN COM 101119105 27,031 3,198,902 SH   DFND 2,20,5,8 2,857,986 1,448 339,468
BOSTON PROPERTIES INC COM 101121101 834,357 8,736,685 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 7,378,664 130,800 1,227,221
BOSTON SCIENTIFIC CORP COM 101137107 2,339,363 65,072,688 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 57,517,727 868,167 6,686,794
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 1,943 360,473 SH   DFND 1,2,5 358,921 0 1,552
BOTTOMLINE TECH DEL INC COM 101388106 70,040 1,328,021 SH   DFND 2,20,5,8 1,143,480 250 184,291
BOX INC CL A 10316T104 60,719 3,363,913 SH   DFND 13,19,2,20,5,8 2,324,720 1,500 1,037,693
BOYD GAMING CORP COM 103304101 105,620 2,460,866 SH   DFND 2,20,5,8 2,123,709 532 336,625
BP PLC SPONSORED ADR 055622104 583,006 28,403,823 SH   DFND 1,2,20 216,034 27,875,495 312,294
BRADY CORP CL A 104674106 191,172 3,619,312 SH   DFND 19,2,20,5,8 3,421,952 292 197,068
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 2,148 474,691 SH   DFND 2,20,5 390,491 0 84,200
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 107,299 9,009,141 SH   DFND 10,13,19,2,20,5,8 8,243,542 46,349 719,250
BRASKEM S A SP ADR PFD A 105532105 1,511 167,727 SH   DFND 13,2 164,627 0 3,100
BRF SA SPONSORED ADR 10552T107 7,376 1,756,288 SH   DFND 10,2,20,5,8 1,495,033 233,763 27,492
BRIDGE BANCORP INC COM 108035106 8,029 332,051 SH   DFND 2,20,5,8 264,693 0 67,358
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 56,489 955,334 SH   DFND 19,2,20,5,8 782,234 800 172,300
BRIDGEBIO PHARMA INC COM 10806X102 163,306 2,296,523 SH   DFND 2,20,5 2,072,263 0 224,260
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 4,927 394,481 SH   DFND 2,20,5 321,320 0 73,161
BRIDGFORD FOODS CORP COM 108763103 559 30,687 SH   DFND 2,20 23,979 0 6,708
BRIGHAM MINERALS INC CL A COM 10918L103 7,636 694,854 SH   DFND 2,20,5 578,155 3,100 113,599
BRIGHT HORIZONS FAM SOL IN D COM 109194100 130,856 756,435 SH   DFND 13,19,2,20,5,8 622,578 600 133,257
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 454 78,837 SH   DFND 2,20,5 54,506 0 24,331
BRIGHTCOVE INC COM 10921T101 13,234 719,249 SH   DFND 2,20,5 599,797 0 119,452
BRIGHTHOUSE FINL INC COM 10922N103 86,399 2,386,381 SH   DFND 12,13,2,20,5,8 2,152,348 913 233,120
BRIGHTSPHERE INVT GROUP INC COM 10948W103 36,107 1,872,749 SH   DFND 10,2,20,5,8 1,586,880 7,449 278,420
BRIGHTVIEW HLDGS INC COM 10948C107 11,004 727,777 SH   DFND 2,20,5,8 581,308 0 146,469
ADDUS HOMECARE CORP COM 006739106 54,450 465,024 SH   DFND 2,20,5,8 405,878 0 59,146
BRINKER INTL INC COM 109641100 82,222 1,453,456 SH   DFND 2,20,5,8 1,267,616 201 185,639
BRINKS CO COM 109696104 107,618 1,494,699 SH   DFND 13,19,2,20,5,8 1,286,681 594 207,424
BRISTOL-MYERS SQUIBB CO COM 110122108 5,886,575 94,163,885 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 81,713,682 1,549,073 10,901,130
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 17 24,039 SH   DFND 20,5,8 24,039 0 0
BRISTOW GROUP INC COM 11040G103 16,108 612,020 SH   DFND 2,20 590,624 0 21,396
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 53,481 1,399,657 SH   DFND 1,10,12,2,20,5,8 1,267,812 115,770 16,075
BRIXMOR PPTY GROUP INC COM 11120U105 217,353 13,133,113 SH   DFND 10,13,19,2,20,5,8 11,545,351 89,650 1,498,112
BROADCOM INC COM 11135F101 6,976,797 15,934,217 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,768,947 256,120 1,909,150
BROADMARK RLTY CAP INC COM 11135B100 25,097 2,446,013 SH   DFND 2,20,5,8 2,017,610 0 428,403
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 747,176 4,859,057 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,114,605 109,043 635,409
ADECOAGRO S A COM L00849106 2,544 374,091 SH   DFND 2,20,5 282,966 0 91,125
BROADSTONE NET LEASE INC CL A COM 11135E104 10,911 550,210 SH   DFND 2,20 463,685 0 86,525
BROOKDALE SR LIVING INC COM 112463104 17,814 4,021,236 SH   DFND 12,19,2,20,5,8 3,273,491 496 747,249
BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 40,026 553,614 SH   DFND 19,2,20,5 455,835 0 97,779
BROOKFIELD PPTY REIT INC CL A 11282X103 15,789 1,056,803 SH   DFND 10,19,2,20,5,8 833,276 10,090 213,437
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 100,365 1,722,408 SH   DFND 2,20,5 1,409,981 0 312,427
BROOKLINE BANCORP INC DEL COM 11373M107 34,239 2,843,733 SH   DFND 2,20,5,8 2,455,177 0 388,556
BROOKS AUTOMATION INC NEW COM 114340102 149,354 2,201,239 SH   DFND 2,20,5,8 1,903,681 459 297,099
BROWN & BROWN INC COM 115236101 437,530 9,228,636 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,997,809 249,687 981,140
BROWN FORMAN CORP CL A 115637100 10,579 143,637 SH   DFND 2,20,6 109,451 0 34,186
BROWN FORMAN CORP CL B 115637209 789,696 9,919,554 SH   DFND 10,12,13,19,2,20,5,6,8 8,405,988 299,438 1,214,128
21VIANET GROUP INC SPONSORED ADS A 90138A103 15,061 434,122 SH   DFND 1,2,20,5 328,477 0 105,645
ADICET BIO INC COM 007002108 217 15,466 SH   DFND 20 15,466 0 0
BRP GROUP INC COM CL A 05589G102 21,545 718,869 SH   DFND 2,20,5,8 603,469 0 115,400
BRT APARTMENTS CORP COM 055645303 4,914 318,934 SH   DFND 2,20 289,285 0 29,649
BRUKER CORP COM 116794108 82,152 1,517,672 SH   DFND 13,19,2,20,5,8 1,254,796 892 261,984
BRUNSWICK CORP COM 117043109 137,904 1,808,820 SH   DFND 13,19,2,20,5,8 1,644,241 657 163,922
BRYN MAWR BK CORP COM 117665109 13,801 451,102 SH   DFND 2,20,5,8 364,634 497 85,971
BUCKLE INC COM 118440106 34,324 1,175,484 SH   DFND 2,20,5,8 1,045,735 956 128,793
BUILD A BEAR WORKSHOP COM 120076104 54 12,665 SH   DFND 20 12,665 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 182,419 4,469,957 SH   DFND 2,20,5,8 3,988,004 1,500 480,453
BUNGE LIMITED COM G16962105 233,561 3,561,470 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,564,541 124,543 872,386
BURLINGTON STORES INC COM 122017106 339,319 1,297,340 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,043,222 40,010 214,108
ADIENT PLC ORD SHS G0084W101 98,088 2,821,066 SH   DFND 12,13,19,2,20,5,8 2,423,507 974 396,585
BUSINESS FIRST BANCSHARES IN COM 12326C105 6,101 299,673 SH   DFND 2,20,5 248,558 0 51,115
BWX TECHNOLOGIES INC COM 05605H100 117,469 1,948,729 SH   DFND 13,19,2,20,5,8 1,741,007 1,259 206,463
BYLINE BANCORP INC COM 124411109 7,191 464,532 SH   DFND 2,20,5,8 373,958 0 90,574
C & F FINL CORP COM 12466Q104 1,973 52,625 SH   DFND 2,20 42,099 0 10,526
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 782,469 8,291,709 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,885,656 248,334 1,157,719
C4 THERAPEUTICS INC COM STK 12529R107 5,471 165,131 SH   DFND 2,20 141,655 0 23,476
CABALETTA BIO INC COM 12674W109 2,491 199,631 SH   DFND 2,20 166,092 0 33,539
CABLE ONE INC COM 12685J105 376,498 169,006 SH   DFND 10,11,12,13,19,2,20,5,6,8 146,507 2,675 19,824
CABOT CORP COM 127055101 61,075 1,360,841 SH   DFND 13,2,20,5 1,238,023 863 121,955
CABOT OIL & GAS CORP COM 127097103 469,650 28,848,265 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,822,262 468,702 2,557,301
ADMA BIOLOGICS INC COM 000899104 2,120 1,087,179 SH   DFND 13,2,20,5 873,287 0 213,892
CACI INTL INC CL A 127190304 151,800 608,830 SH   DFND 13,19,2,20,5,8 537,207 310 71,313
CACTUS INC CL A 127203107 30,146 1,156,340 SH   DFND 2,20,5,8 968,917 0 187,423
CADENCE BANCORPORATION CL A 12739A100 103,168 6,283,047 SH   DFND 2,20,5,8 5,769,132 11,200 502,715
CADENCE DESIGN SYSTEM INC COM 127387108 1,621,840 11,887,710 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,968,986 463,822 1,454,902
CADIZ INC COM NEW 127537207 4,425 415,475 SH   DFND 2,20,5,8 354,726 0 60,749
CAESARS ENTERTAINMENT INC NE COM 12769G100 423,058 5,696,220 SH   DFND 13,2,20,5,8 4,962,485 3,095 730,640
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 18,496 8,381,020 PRN   DFND 2,5 8,381,020 0 0
CAESARSTONE LTD ORD SHS M20598104 6,793 526,964 SH   DFND 2,20,5,8 405,525 0 121,439
CAI INTERNATIONAL INC COM 12477X106 10,782 345,128 SH   DFND 2,20,5,8 276,413 0 68,715
CAL MAINE FOODS INC COM NEW 128030202 80,075 2,133,069 SH   DFND 19,2,20,5,6,8 1,990,346 700 142,023
ADOBE SYSTEMS INCORPORATED COM 00724F101 9,615,628 19,226,642 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,408,441 487,139 2,331,062
CALAMP CORP COM 128126109 14,563 1,468,049 SH   DFND 2,20,5 1,355,164 0 112,885
CALAVO GROWERS INC COM 128246105 34,924 503,011 SH   DFND 2,20,5,8 435,551 0 67,460
CALEDONIA MNG CORP PLC SHS NEW G1757E113 2,900 182,643 SH   DFND 2,20,5 149,365 0 33,278
CALERES INC COM 129500104 25,397 1,615,552 SH   DFND 2,20,5 1,504,456 0 111,096
CALIFORNIA BANCORP INC COM 13005U101 1,750 112,477 SH   DFND 2,20 98,077 0 14,400
CALIFORNIA WTR SVC GROUP COM 130788102 203,723 3,770,555 SH   DFND 13,19,2,20,5,8 3,544,544 600 225,411
CALITHERA BIOSCIENCES INC COM 13089P101 6,174 1,257,395 SH   DFND 19,2,20,5,8 1,054,342 0 203,053
CALIX INC COM 13100M509 33,174 1,114,717 SH   DFND 2,20,5,8 908,011 0 206,706
CALLAWAY GOLF CO COM 131193104 67,452 2,809,309 SH   DFND 19,2,20,5,8 2,445,885 1,582 361,842
CALLON PETE CO DEL COM 13123X508 7,033 534,423 SH   DFND 2,20,5 534,423 0 0
ADT INC DEL COM 00090Q103 22,256 2,824,258 SH   DFND 19,2,20,5,8 2,531,429 0 292,829
CALYXT INC COM 13173L107 737 174,749 SH   DFND 2,20,5 144,097 0 30,652
CAMBIUM NETWORKS CORP SHS G17766109 2,197 87,581 SH   DFND 2,20 75,276 0 12,305
CAMBRIDGE BANCORP COM 132152109 8,307 119,102 SH   DFND 2,20,5 93,258 0 25,844
CAMDEN NATL CORP COM 133034108 12,011 335,681 SH   DFND 2,20,5,8 269,884 0 65,797
CAMDEN PPTY TR SH BEN INT 133131102 496,666 4,930,310 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,218,371 123,248 588,691
CAMPBELL SOUP CO COM 134429109 475,737 9,839,437 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,836,534 132,445 1,870,458
CAMPING WORLD HLDGS INC CL A 13462K109 23,962 919,845 SH   DFND 2,20,5,8 781,935 0 137,910
CAMTEK LTD ORD M20791105 5,276 240,794 SH   DFND 2 240,794 0 0
CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 781 26,230 SH   DFND 2,20,5 26,230 0 0
CANADIAN IMP BK COMM COM 136069101 1,367 15,777 SH   DFND 20 1,210 538 14,029
ADTALEM GLOBAL ED INC COM 00737L103 53,342 1,571,184 SH   DFND 2,20,5,8 1,365,761 394 205,029
CANADIAN NATL RY CO COM 136375102 13,414 122,114 SH   DFND 20 200 0 121,914
CANADIAN PAC RY LTD COM 13645T100 23,860 68,674 SH   DFND 20,8 3,199 0 65,475
CANADIAN SOLAR INC COM 136635109 17,925 349,825 SH   DFND 2,20,5,8 349,825 0 0
CANNAE HLDGS INC COM 13765N107 76,256 1,722,513 SH   DFND 19,2,20,5,8 1,339,431 392 382,690
CANON INC SPONSORED ADR 138006309 247 12,750 SH   DFND 20 12,750 0 0
CANTEL MED CORP COM 138098108 100,946 1,280,068 SH   DFND 13,19,2,20,5,8 1,113,149 500 166,419
CAPITAL BANCORP INC MD COM 139737100 1,994 143,141 SH   DFND 2,20 109,072 0 34,069
CAPITAL CITY BK GROUP INC COM 139674105 6,705 272,800 SH   DFND 2,20,5 215,617 0 57,183
CAPITAL ONE FINL CORP COM 14040H105 1,922,827 19,451,967 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,835,145 337,293 2,279,529
CAPITOL FED FINL INC COM 14057J101 56,570 4,525,609 SH   DFND 12,19,2,20,5,6,8 3,857,376 0 668,233
ADTRAN INC COM 00738A106 23,680 1,603,276 SH   DFND 2,20,5,8 1,376,265 1,818 225,193
CAPRI HOLDINGS LIMITED SHS G1890L107 181,784 4,328,194 SH   DFND 12,13,2,20,5,8 3,248,213 1,700 1,078,281
CAPSTAR FINL HLDGS INC COM 14070T102 3,820 258,988 SH   DFND 13,2,20 204,218 0 54,770
CAPSTEAD MTG CORP COM NO PAR 14067E506 19,729 3,310,451 SH   DFND 13,2,20,5,8 2,823,431 16,793 470,227
CARA THERAPEUTICS INC COM 140755109 14,563 962,549 SH   DFND 19,2,20,5,8 779,782 0 182,767
CARDIFF ONCOLOGY INC COM 14147L108 45,852 2,548,772 SH   DFND 2,20 2,548,772 0 0
CARDINAL HEALTH INC COM 14149Y108 983,410 18,198,071 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,916,029 332,442 1,949,600
CARDIOVASCULAR SYS INC DEL COM 141619106 63,210 1,444,475 SH   DFND 19,2,20,5,8 1,287,957 800 155,718
CARDLYTICS INC COM 14161W105 72,866 510,373 SH   DFND 19,2,20,5,8 401,183 400 108,790
CARDTRONICS PLC SHS CL A G1991C105 41,744 1,182,557 SH   DFND 2,20,5,8 1,031,799 200 150,558
CAREDX INC COM 14167L103 134,167 1,851,855 SH   DFND 2,20,5,8 1,661,023 700 190,132
ADVANCE AUTO PARTS INC COM 00751Y106 472,131 2,992,451 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,403,036 42,716 546,699
CARETRUST REIT INC COM 14174T107 105,703 4,712,615 SH   DFND 10,19,2,20,5,8 4,102,560 25,620 584,435
CARGURUS INC COM CL A 141788109 59,869 1,886,816 SH   DFND 19,2,20,5,8 1,532,163 900 353,753
CARLISLE COS INC COM 142339100 315,561 2,020,498 SH   DFND 13,19,2,20,5,8 1,898,477 647 121,374
CARLYLE GROUP INC COM 14316J108 78,778 2,505,646 SH   DFND 10,12,13,19,2,20,5,6,8 1,906,677 66,904 532,065
CARMAX INC COM 143130102 612,841 6,487,833 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,630,850 102,067 754,916
CARNIVAL CORP UNIT 99/99/9999 143658300 576,757 26,627,732 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,725,904 285,189 2,616,639
CARPARTS COM INC COM 14427M107 14,318 1,155,622 SH   DFND 2,20,5,8 1,070,421 0 85,201
CARPENTER TECHNOLOGY CORP COM 144285103 89,754 3,082,215 SH   DFND 2,20,5,8 2,884,505 314 197,396
CARRIAGE SVCS INC COM 143905107 11,027 352,061 SH   DFND 2,20,5,8 282,376 0 69,685
CARRIER GLOBAL CORPORATION COM 14448C104 2,604,012 68,816,684 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,895,998 33,187,844 3,732,842
ADVANCED DRAIN SYS INC DEL COM 00790R104 91,237 1,091,610 SH   DFND 19,2,20,5,8 861,809 500 229,301
CARROLS RESTAURANT GROUP INC COM 14574X104 4,149 660,739 SH   DFND 2,20,5 540,838 0 119,901
CARS COM INC COM 14575E105 16,779 1,484,855 SH   DFND 12,13,2,20,5,8 1,205,053 1,676 278,126
CARTER BANKSHARES INC COM NEW 146103106 4,242 395,733 SH   DFND 2,20,5 321,908 0 73,825
CARTERS INC COM 146229109 99,075 1,053,205 SH   DFND 13,19,2,20,5,8 954,231 675 98,299
CARVANA CO CL A 146869102 271,622 1,133,931 SH   DFND 10,11,12,13,19,2,20,5,6,8 913,661 29,914 190,356
CASA SYS INC COM 14713L102 3,921 635,487 SH   DFND 2,20,5,8 514,555 0 120,932
CASELLA WASTE SYS INC CL A 147448104 59,857 966,219 SH   DFND 2,20,5,8 755,914 800 209,505
CASEYS GEN STORES INC COM 147528103 206,832 1,157,947 SH   DFND 12,13,2,20,5,8 1,076,017 439 81,491
CASI PHARMACEUTICALS INC COM 14757U109 3,168 1,074,024 SH   DFND 2,20,5 883,242 0 190,782
CASPER SLEEP INC COM 147626105 2,357 383,287 SH   DFND 2,20 318,993 0 64,294
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 1,602 291,234 SH   DFND 2,20 230,535 0 60,699
CASS INFORMATION SYS INC COM 14808P109 14,191 364,720 SH   DFND 2,20,5,8 306,722 0 57,998
CASSAVA SCIENCES INC COM 14817C107 3,059 448,552 SH   DFND 2,20,5 378,373 0 70,179
CASTLE BIOSCIENCES INC COM 14843C105 17,555 261,423 SH   DFND 2,20,5,8 216,747 0 44,676
CASTLIGHT HEALTH INC CL B 14862Q100 68 52,630 SH   DFND 20 52,630 0 0
CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 783 365,826 SH   DFND 2,20 330,830 0 34,996
CATALENT INC COM 148806102 673,153 6,468,274 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,635,904 84,023 748,347
CATALYST BIOSCIENCES INC COM NEW 14888D208 2,085 330,434 SH   DFND 2,20 289,333 0 41,101
CATALYST PHARMACEUTICALS INC COM 14888U101 20,421 6,113,930 SH   DFND 2,20,5,8 5,768,827 0 345,103
CATCHMARK TIMBER TR INC CL A 14912Y202 9,449 1,009,526 SH   DFND 2,20,5,8 810,340 0 199,186
CATERPILLAR INC COM 149123101 7,506,733 41,241,252 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,921,837 348,499 20,970,916
22ND CENTY GROUP INC COM 90137F103 165 74,800 SH   DFND 20 74,800 0 0
ADVANCED ENERGY INDS COM 007973100 109,856 1,132,889 SH   DFND 19,2,20,5,8 971,761 400 160,728
CATHAY GEN BANCORP COM 149150104 93,545 2,906,029 SH   DFND 2,20,5,8 2,601,002 454 304,573
CATO CORP NEW CL A 149205106 7,065 736,739 SH   DFND 2,20,5 660,263 0 76,476
CAVCO INDS INC DEL COM 149568107 53,417 304,455 SH   DFND 2,20,5,8 267,986 31 36,438
CB FINL SVCS INC COM 12479G101 1,456 72,774 SH   DFND 2,20 63,374 0 9,400
CBIZ INC COM 124805102 27,871 1,047,392 SH   DFND 2,20,5,8 834,312 0 213,080
CBOE GLOBAL MKTS INC COM 12503M108 429,191 4,609,012 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,038,329 53,592 517,091
CBRE GROUP INC CL A 12504L109 841,666 13,419,417 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,218,422 311,260 1,889,735
CBTX INC COM 12481V104 9,241 360,811 SH   DFND 2,20,5,8 293,834 0 66,977
CDK GLOBAL INC COM 12508E101 153,444 2,960,522 SH   DFND 1,13,2,20,5,8 2,677,645 7,735 275,142
CDW CORP COM 12514G108 723,898 5,492,813 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,764,382 88,288 640,143
ADVANCED MICRO DEVICES INC COM 007903107 4,245,046 46,287,716 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,081,304 741,035 5,465,377
CECO ENVIRONMENTAL CORP COM 125141101 4,099 588,966 SH   DFND 2,20,5 481,090 0 107,876
CEL-SCI CORP COM PAR NEW 150837607 23,069 1,978,479 SH   DFND 19,2,20,5,8 1,840,859 0 137,620
CELANESE CORP DEL COM 150870103 686,189 5,280,817 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,215,090 321,178 744,549
CELLCOM ISRAEL LTD SHS M2196U109 165 34,102 SH   DFND 20 34,102 0 0
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 31,716 1,810,260 SH   DFND 19,2,20,5,8 1,804,160 0 6,100
CELLECTIS S A SPON ADS 15117K103 1,073 39,636 SH   DFND 2 39,636 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 4,166 226,658 SH   DFND 2,20 183,611 0 43,047
CELSIUS HLDGS INC COM NEW 15118V207 31,814 632,353 SH   DFND 2,20,5,8 514,010 0 118,343
CEMEX SAB DE CV SPON ADR NEW 151290889 66 12,850 SH   DFND 20,5 12,850 0 0
CENTENE CORP DEL COM 15135B101 1,476,483 24,595,748 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,527,100 376,353 2,692,295
ADVANSIX INC COM 00773T101 17,757 888,311 SH   DFND 1,13,19,2,20,5,8 778,689 785 108,837
CENTENNIAL RESOURCE DEV INC CL A 15136A102 306 203,693 SH   DFND 13,20,5 196,693 0 7,000
CENTERPOINT ENERGY INC COM 15189T107 621,177 28,705,052 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,653,274 240,598 3,811,180
CENTERSPACE COM 15202L107 45,137 632,748 SH   DFND 10,19,2,20,5,8 550,860 3,397 78,491
CENTOGENE N V COM N1976T109 879 81,558 SH   DFND 2,20 65,291 0 16,267
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 2,355 354,631 SH   DFND 10,2,20 243,295 102,836 8,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 4,481 641,046 SH   DFND 2,20 641,046 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 46,256 1,273,219 SH   DFND 2,20,5,6,8 1,105,960 0 167,259
CENTRAL GARDEN & PET CO COM 153527106 12,460 322,702 SH   DFND 2,20,5,8 281,327 0 41,375
CENTRAL PAC FINL CORP COM NEW 154760409 21,038 1,106,658 SH   DFND 2,20,5,8 985,077 0 121,581
CENTRAL PUERTO S A SPONSORED ADR 155038201 895 331,639 SH   DFND 2,20,5 284,513 0 47,126
ADVANTAGE SOLUTIONS INC COM CL A 00791N102 947 71,900 SH   DFND 20 71,900 0 0
CENTRAL VY CMNTY BANCORP COM 155685100 3,074 206,478 SH   DFND 2,20,5 172,485 0 33,993
CENTRUS ENERGY CORP CL A 15643U104 232 10,017 SH   DFND 20 10,017 0 0
CENTURY ALUM CO COM 156431108 54,164 4,910,626 SH   DFND 2,20,5,8 4,710,019 2,024 198,583
CENTURY BANCORPORATION INC CL A NON VTG 156432106 4,467 57,741 SH   DFND 2,20,5 45,850 0 11,891
CENTURY CASINOS INC COM 156492100 3,805 595,466 SH   DFND 2,20 508,223 0 87,243
CENTURY CMNTYS INC COM 156504300 47,414 1,083,001 SH   DFND 2,20,5,8 965,353 0 117,648
CERAGON NETWORKS LTD ORD M22013102 115 41,426 SH   DFND 2 41,426 0 0
CERECOR INC COM 15671L109 1,172 443,998 SH   DFND 2,20 365,859 0 78,139
CERENCE INC COM 156727109 80,339 799,556 SH   DFND 13,19,2,20,5,8 642,795 329 156,432
CERIDIAN HCM HLDG INC COM 15677J108 391,197 3,671,139 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,220,554 68,942 381,643
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 46,228 4,264,590 SH   DFND 19,2,20,5,8 3,942,201 600 321,789
CERNER CORP COM 156782104 1,099,310 13,968,981 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,591,215 354,440 2,023,326
CERUS CORP COM 157085101 30,243 4,370,443 SH   DFND 19,2,20,5,8 3,738,482 1,700 630,261
CEVA INC COM 157210105 38,436 844,758 SH   DFND 2,20,5,8 749,729 0 95,029
CF INDS HLDGS INC COM 125269100 390,067 10,076,641 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,506,289 168,729 1,401,623
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 1,032 95,663 SH   DFND 2,20 81,239 0 14,424
CHAMPIONX CORPORATION COM 15872M104 94,596 6,182,773 SH   DFND 1,13,2,20,5,8 5,418,919 1,331 762,523
CHANGE HEALTHCARE INC COM 15912K100 65,430 3,508,306 SH   DFND 13,19,2,20,5,8 2,909,206 2,511 596,589
CHANNELADVISOR CORP COM 159179100 10,975 686,777 SH   DFND 2,20,5,8 565,948 0 120,829
CHARLES RIV LABS INTL INC COM 159864107 289,766 1,159,713 SH   DFND 13,19,2,20,5,8 1,034,483 526 124,704
CHART INDS INC COM PAR $0.01 16115Q308 124,620 1,057,983 SH   DFND 19,2,20,5,8 909,065 246 148,672
AECOM COM 00766T100 192,501 3,867,044 SH   DFND 12,13,2,20,5,8 3,166,496 1,595 698,953
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,280,481 6,470,382 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,398,157 70,501 1,001,724
CHASE CORP COM 16150R104 15,963 158,038 SH   DFND 2,20,5,8 125,112 0 32,926
CHATHAM LODGING TR COM 16208T102 25,396 2,351,438 SH   DFND 2,20,5,8 2,106,185 0 245,253
CHECK POINT SOFTWARE TECH LT ORD M22465104 352,492 2,652,113 SH   DFND 10,12,13,19,2,20,5,6,8 1,932,648 111,075 608,390
CHECKMATE PHARMACEUTICALS IN COM 162818108 856 58,666 SH   DFND 2,20 51,221 0 7,445
CHECKPOINT THERAPEUTICS INC COM 162828107 2,069 780,789 SH   DFND 2,20,5 638,815 0 141,974
CHEESECAKE FACTORY INC COM 163072101 51,216 1,381,975 SH   DFND 2,20,5,8 1,213,178 294 168,503
CHEETAH MOBILE INC ADR 163075104 87 48,115 SH   DFND 2 48,115 0 0
CHEFS WHSE INC COM 163086101 25,721 1,001,200 SH   DFND 2,20,5,8 884,213 0 116,987
CHEGG INC COM 163092109 135,446 1,499,459 SH   DFND 13,19,2,20,5,8 1,213,997 1,200 284,262
AEGION CORP COM 00770F104 19,862 1,045,918 SH   DFND 19,2,20,5,8 904,640 1,063 140,215
CHEGG INC NOTE 0.125% 3/1 163092AD1 37,350 20,438,000 PRN   DFND 2,5 20,438,000 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 1,199 252,380 SH   DFND 2,20 212,704 0 39,676
CHEMED CORP NEW COM 16359R103 205,505 385,845 SH   DFND 13,19,2,20,5,6,8 345,331 147 40,367
CHEMOCENTRYX INC COM 16383L106 124,630 2,012,764 SH   DFND 19,2,20,5,8 1,800,913 1,400 210,451
CHEMOURS CO COM 163851108 98,154 3,959,428 SH   DFND 12,13,2,20,5,8 3,582,247 11,943 365,238
CHEMUNG FINL CORP COM 164024101 1,991 58,207 SH   DFND 2,20 46,274 0 11,933
CHENIERE ENERGY INC COM NEW 16411R208 345,016 5,747,387 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,340,859 222,836 1,183,692
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 10,202 12,831,000 PRN   DFND 2,5 12,831,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 6,036 641,520 SH   DFND 2,20,5 583,851 0 57,669
CHESAPEAKE UTILS CORP COM 165303108 58,859 541,857 SH   DFND 19,2,20,5,8 474,873 36 66,948
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 5,724 727,334 SH   DFND 2,20,5 610,283 0 117,051
CHEVRON CORP NEW COM 166764100 10,802,460 127,915,455 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 100,783,033 15,366,672 11,765,750
CHEWY INC CL A 16679L109 71,939 800,305 SH   DFND 10,11,12,13,19,2,20,5,6,8 648,439 43,065 108,801
CHIASMA INC COM 16706W102 3,284 754,839 SH   DFND 2,20,5 621,235 0 133,604
CHICOS FAS INC COM 168615102 6,013 3,781,598 SH   DFND 2,20,5 3,332,177 0 449,421
CHILDRENS PL INC COM 168905107 31,023 619,213 SH   DFND 2,20,5,8 563,051 137 56,025
CHIMERA INVT CORP COM NEW 16934Q208 47,274 4,481,206 SH   DFND 13,2,20,5,8 3,520,706 3,113 957,387
CHIMERIX INC COM 16934W106 4,988 1,032,634 SH   DFND 2,20,5 875,684 0 156,950
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 8,392 71,052 SH   DFND 10,19,2,20,5 69,972 0 1,080
CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 402 204,024 SH   DFND 2 204,024 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 144 13,055 SH   DFND 5 13,055 0 0
AERCAP HOLDINGS NV SHS N00985106 43,563 955,747 SH   DFND 12,13,2,20,5,6,8 649,393 1,106 305,248
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2,639 92,466 SH   DFND 2,20 70,485 0 21,981
CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 3,181 71,315 SH   DFND 20,5,8 61,315 1,700 8,300
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 912 33,113 SH   DFND 20,5 33,011 0 102
CHINA YUCHAI INTL LTD COM G21082105 2,537 155,265 SH   DFND 13,2,20,5 113,621 0 41,644
CHINOOK THERAPEUTICS INC COM 16961L106 4,543 286,457 SH   DFND 2,20,5 242,824 0 43,633
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,528,780 1,102,451 SH   DFND 10,11,12,13,19,2,20,5,6,8 946,571 16,692 139,188
CHOICE HOTELS INTL INC COM 169905106 78,646 736,868 SH   DFND 19,2,20,5,8 657,971 274 78,623
CHOICEONE FINL SVCS INC COM 170386106 4,110 133,400 SH   DFND 2,20,5 109,210 0 24,190
CHROMADEX CORP COM NEW 171077407 3,427 713,946 SH   DFND 2,20 585,528 0 128,418
CHUBB LIMITED COM H1467J104 3,320,599 21,465,067 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,001,435 280,062 2,183,570
AERIE PHARMACEUTICALS INC COM 00771V108 13,184 975,893 SH   DFND 19,2,20,5,8 804,982 0 170,911
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 8,644 223,574 SH   DFND 1,13,2,20,5 151,915 6,800 64,859
CHURCH & DWIGHT INC COM 171340102 1,037,354 11,892,171 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,355,522 222,766 1,313,883
CHURCHILL DOWNS INC COM 171484108 217,999 1,115,625 SH   DFND 13,2,20,5,8 958,924 501 156,200
CHUYS HLDGS INC COM 171604101 15,572 587,846 SH   DFND 2,20,5 528,310 0 59,536
CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 11,200 3,749,512 SH   DFND 10,2,20 3,288,761 401,723 59,028
CIDARA THERAPEUTICS INC COM 171757107 1,083 541,361 SH   DFND 2,20 476,934 0 64,427
CIENA CORP COM NEW 171779309 193,331 3,658,102 SH   DFND 12,13,19,2,20,5,8 3,237,630 1,603 418,869
CIGNA CORP NEW COM 125523100 3,240,709 15,566,860 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,450,851 262,354 1,853,655
CIM COML TR CORP COM NEW 125525584 3,004 210,973 SH   DFND 2,20,5 179,143 0 31,830
CIMAREX ENERGY CO COM 171798101 167,188 4,457,153 SH   DFND 13,2,20,5,8 3,472,114 1,047 983,992
2U INC COM 90214J101 40,909 1,022,481 SH   DFND 13,2,20,5,8 860,768 500 161,213
AEROJET ROCKETDYNE HLDGS INC COM 007800105 176,379 3,337,351 SH   DFND 13,2,20,5,8 3,045,227 555 291,569
CIMPRESS PLC SHS EURO G2143T103 31,106 354,522 SH   DFND 13,19,2,20,5,8 277,830 200 76,492
CINCINNATI BELL INC NEW COM NEW 171871502 22,784 1,491,116 SH   DFND 19,2,20,5,8 1,294,294 0 196,822
CINCINNATI FINL CORP COM 172062101 775,866 8,820,468 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,982,717 105,268 732,483
CINEMARK HLDGS INC COM 17243V102 57,528 3,304,281 SH   DFND 12,13,2,20,5,8 2,850,729 800 452,752
CINTAS CORP COM 172908105 1,371,263 3,879,541 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,346,911 83,326 449,304
CIRCOR INTL INC COM 17273K109 22,323 580,717 SH   DFND 2,20,5,8 516,024 0 64,693
CIRRUS LOGIC INC COM 172755100 134,659 1,638,187 SH   DFND 13,19,2,20,5,8 1,506,345 424 131,418
CISCO SYS INC COM 17275R102 8,024,177 179,311,209 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 148,493,412 4,503,880 26,313,917
CIT GROUP INC COM NEW 125581801 189,807 5,287,105 SH   DFND 12,13,2,20,5,8 4,866,710 1,388 419,007
CITI TRENDS INC COM 17306X102 9,764 196,547 SH   DFND 2,20,5 162,758 0 33,789
AEROVIRONMENT INC COM 008073108 89,217 1,026,660 SH   DFND 19,2,20,5,8 936,344 0 90,316
CITIGROUP INC COM NEW 172967424 5,472,119 88,746,657 SH   DFND 1,10,12,13,19,2,20,5,6,8 77,362,169 1,352,289 10,032,199
CITIZENS & NORTHN CORP COM 172922106 4,780 240,907 SH   DFND 2,20,5 197,791 0 43,116
CITIZENS CMNTY BANCORP INC M COM 174903104 233 21,379 SH   DFND 20 0 0 21,379
CITIZENS FINL GROUP INC COM 174610105 842,523 23,560,477 SH   DFND 10,12,13,19,2,20,5,6,8 20,921,068 489,511 2,149,898
CITIZENS HLDG CO MISS COM 174715102 1,425 68,041 SH   DFND 2,20 59,041 0 9,000
CITIZENS INC CL A 174740100 5,732 1,000,302 SH   DFND 2,20,5,8 812,177 800 187,325
CITRIX SYS INC COM 177376100 743,613 5,715,707 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,705,374 200,812 809,521
CITY HLDG CO COM 177835105 38,527 553,950 SH   DFND 2,20,5,8 489,494 0 64,456
CITY OFFICE REIT INC COM 178587101 13,825 1,414,997 SH   DFND 2,20,5,8 1,186,691 0 228,306
CIVISTA BANCSHARES INC COM NO PAR 178867107 5,032 287,079 SH   DFND 2,20,5 240,380 0 46,699
AES CORP COM 00130H105 800,688 34,071,809 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,113,398 700,803 4,257,608
CLARIVATE PLC ORD SHS G21810109 3,601 121,220 SH   DFND 10,13,19,2,20,5,6,8 109,320 0 11,900
CLARUS CORP NEW COM 18270P109 6,244 405,471 SH   DFND 2,20,5 346,315 0 59,156
CLEAN ENERGY FUELS CORP COM 184499101 26,286 3,344,325 SH   DFND 19,2,20,5,8 2,800,371 0 543,954
CLEAN HARBORS INC COM 184496107 90,415 1,188,102 SH   DFND 13,2,20,5,8 1,062,741 746 124,615
CLEANSPARK INC COM NEW 18452B209 302 10,400 SH   DFND 20 10,400 0 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 1,521 921,673 SH   DFND 19,2,20,5,8 672,015 2,005 247,653
CLEARFIELD INC COM 18482P103 4,555 184,269 SH   DFND 2,20,5 150,882 0 33,387
CLEARSIDE BIOMEDICAL INC COM 185063104 147 53,700 SH   DFND 20 53,700 0 0
CLEARWATER PAPER CORP COM 18538R103 19,737 522,834 SH   DFND 19,2,20,5,8 452,126 0 70,708
CLEARWAY ENERGY INC CL A 18539C105 21,459 726,204 SH   DFND 13,2,20,5,8 593,060 0 133,144
AFFILIATED MANAGERS GROUP IN COM 008252108 148,094 1,456,183 SH   DFND 12,13,19,2,20,5,8 1,351,139 588 104,456
CLEARWAY ENERGY INC CL C 18539C204 51,910 1,625,758 SH   DFND 2,20,5,8 1,294,100 800 330,858
CLEVELAND-CLIFFS INC NEW COM 185899101 214,812 14,753,543 SH   DFND 12,13,2,20,5,8 13,097,688 5,059 1,650,796
CLIPPER RLTY INC COM 18885T306 2,013 285,577 SH   DFND 2,20 242,627 0 42,950
CLOROX CO DEL COM 189054109 1,493,286 7,395,434 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,763,593 148,530 1,483,311
CLOUDERA INC COM 18914U100 63,195 4,543,150 SH   DFND 19,2,20,5,8 3,647,213 2,300 893,637
CLOUDFLARE INC CL A COM 18915M107 194,891 2,564,694 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,041,585 156,194 366,915
CLOVIS ONCOLOGY INC COM 189464100 69,772 14,535,872 SH   DFND 13,2,20,5,8 14,175,222 0 360,650
CMC MATERIALS INC COM 12571T100 134,056 883,478 SH   DFND 19,2,20,5,8 763,208 452 119,818
CME GROUP INC COM 12572Q105 3,043,154 16,491,867 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,343,672 219,005 1,929,190
CMS ENERGY CORP COM 125896100 952,666 15,614,909 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,004,933 185,433 1,424,543
AFFIMED N V COM N01045108 9,311 1,599,784 SH   DFND 2,20,5 1,371,697 0 228,087
CNA FINL CORP COM 126117100 16,189 415,527 SH   DFND 12,13,19,2,20,5 379,089 0 36,438
CNB FINL CORP PA COM 126128107 5,887 276,520 SH   DFND 2,20,5 229,937 0 46,583
CNH INDL N V SHS N20944109 1,258 97,983 SH   DFND 20 97,983 0 0
CNO FINL GROUP INC COM 12621E103 106,759 4,802,452 SH   DFND 12,13,2,20,5,8 4,173,765 1,024 627,663
CNOOC LIMITED SPONSORED ADR 126132109 230 2,513 SH   DFND 20 500 0 2,013
CNX RES CORP COM 12653C108 128,239 11,873,960 SH   DFND 12,13,2,20,5,8 11,116,183 2,045 755,732
CO-DIAGNOSTICS INC COM 189763105 4,219 453,668 SH   DFND 19,2,20,5,8 372,588 0 81,080
COASTAL FINL CORP WA COM NEW 19046P209 3,516 167,444 SH   DFND 2,20 122,964 0 44,480
COCA COLA CO COM 191216100 9,392,156 171,264,696 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 143,348,763 3,915,380 24,000,553
COCA COLA CONS INC COM 191098102 39,099 146,839 SH   DFND 2,20,5,8 126,889 0 19,950
AFLAC INC COM 001055102 1,516,760 34,107,499 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,768,090 804,176 3,535,233
COCA COLA EUROPEAN PARTNERS SHS G25839104 240,896 4,834,351 SH   DFND 10,12,13,19,2,20,5,6,8 2,889,132 170,453 1,774,766
CODEXIS INC COM 192005106 24,309 1,113,560 SH   DFND 2,20,5,8 885,575 0 227,985
CODIAK BIOSCIENCES INC COM 192010106 2,166 67,054 SH   DFND 2,20 58,949 0 8,105
CODORUS VY BANCORP INC COM 192025104 2,862 168,752 SH   DFND 2,20,5 143,554 0 25,198
COEUR MNG INC COM NEW 192108504 98,435 9,510,668 SH   DFND 19,2,20,5,8 8,519,736 3,121 987,811
COGENT BIOSCIENCES INC COM 19240Q201 227 20,200 SH   DFND 20 20,200 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 79,560 1,328,878 SH   DFND 2,20,5,8 1,151,025 652 177,201
COGNEX CORP COM 192422103 426,828 5,316,411 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,492,536 219,669 604,206
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,855,846 22,646,082 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,398,114 718,937 2,529,031
COHBAR INC COM 19249J109 489 364,880 SH   DFND 2,20 328,606 0 36,274
AFYA LTD CL A COM G01125106 237 9,350 SH   DFND 13,2 7,450 0 1,900
COHEN & STEERS INC COM 19247A100 38,415 517,026 SH   DFND 2,20,5,8 415,883 300 100,843
COHERENT INC COM 192479103 83,444 556,218 SH   DFND 13,19,2,20,5,8 497,634 200 58,384
COHERUS BIOSCIENCES INC COM 19249H103 80,279 4,619,050 SH   DFND 2,20,5,8 4,386,450 0 232,600
COHU INC COM 192576106 50,395 1,319,929 SH   DFND 2,20,5,8 1,146,261 577 173,091
COLFAX CORP COM 194014106 84,443 2,208,230 SH   DFND 13,2,20,5,8 1,996,198 700 211,332
COLFAX CORP UNIT 01/15/2022T 194014205 16,447 103,200 SH   DFND 2 103,200 0 0
COLGATE PALMOLIVE CO COM 194162103 4,319,790 50,517,952 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,721,454 12,326,553 4,469,945
COLLECTORS UNIVERSE INC COM NEW 19421R200 12,282 162,889 SH   DFND 2,20,5,8 136,864 0 26,025
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 15,292 763,468 SH   DFND 19,2,20,5,8 628,500 0 134,968
COLONY BANKCORP INC COM 19623P101 1,841 125,649 SH   DFND 2,20 98,933 0 26,716
AG MTG INVT TR INC COM 001228105 368 123,445 SH   DFND 2,20 123,445 0 0
COLONY CAP INC NEW CL A COM 19626G108 72,641 15,102,038 SH   DFND 10,13,19,2,20,5,8 12,303,165 126,608 2,672,265
COLONY CR REAL ESTATE INC COM CL A 19625T101 13,378 1,783,705 SH   DFND 2,20,5,8 1,414,185 0 369,520
COLUMBIA BKG SYS INC COM 197236102 99,229 2,764,040 SH   DFND 2,20,5,8 2,462,153 1,262 300,625
COLUMBIA FINL INC COM 197641103 16,804 1,079,918 SH   DFND 2,20,5,6,8 847,464 0 232,454
COLUMBIA PPTY TR INC COM NEW 198287203 66,142 4,547,952 SH   DFND 10,12,13,19,2,20,5,8 3,713,246 30,211 804,495
COLUMBIA SPORTSWEAR CO COM 198516106 60,586 693,358 SH   DFND 19,2,20,5,8 605,106 188 88,064
COLUMBUS MCKINNON CORP N Y COM 199333105 17,314 450,425 SH   DFND 2,20,5,8 354,505 612 95,308
COMCAST CORP NEW CL A 20030N101 8,912,765 170,090,933 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 145,895,241 3,169,797 21,025,895
COMERICA INC COM 200340107 438,307 7,755,468 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,229,823 3,840 521,805
COMFORT SYS USA INC COM 199908104 57,282 1,087,771 SH   DFND 2,20,5,8 923,597 200 163,974
AGCO CORP COM 001084102 199,742 1,937,550 SH   DFND 12,13,19,2,20,5,8 1,798,596 513 138,441
COMMERCE BANCSHARES INC COM 200525103 339,851 5,172,770 SH   DFND 12,13,19,2,20,5,6,8 4,914,951 1,192 256,627
COMMERCIAL METALS CO COM 201723103 116,677 5,680,491 SH   DFND 12,2,20,5,8 5,196,357 768 483,366
COMMERCIAL VEH GROUP INC COM 202608105 210 24,284 SH   DFND 20 24,284 0 0
COMMSCOPE HLDG CO INC COM 20337X109 36,900 2,753,731 SH   DFND 12,13,19,2,20,5,8 2,270,941 2,100 480,690
COMMUNITY BANKERS TR CORP COM 203612106 2,871 425,264 SH   DFND 2,20 359,823 0 65,441
COMMUNITY BK SYS INC COM 203607106 266,447 4,248,564 SH   DFND 2,20,5,8 4,024,811 375 223,378
COMMUNITY FINL CORP MD COM 20368X101 2,151 81,234 SH   DFND 2,20 64,013 0 17,221
COMMUNITY HEALTH SYS INC NEW COM 203668108 23,141 3,114,523 SH   DFND 1,19,2,20,5,8 2,744,388 3,578 366,557
COMMUNITY HEALTHCARE TR INC COM 20369C106 52,915 1,123,231 SH   DFND 10,19,2,20,5,8 985,005 5,600 132,626
COMMUNITY TR BANCORP INC COM 204149108 13,832 369,527 SH   DFND 2,20,5,8 296,939 0 72,588
AGEAGLE AERIAL SYS INC NEW COM 00848K101 13,882 2,313,716 SH   DFND 2,20 2,313,716 0 0
COMMUNITY WEST BANCSHARES COM 204157101 126 13,876 SH   DFND 20 0 0 13,876
COMMVAULT SYSTEMS INC COM 204166102 86,657 1,565,057 SH   DFND 13,2,20,5,8 1,194,627 486 369,944
COMPANHIA BRASILEIRA DE DIST SPONSORED ADR 20440T300 8,404 586,841 SH   DFND 10,2,20 512,785 66,814 7,242
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 8,802 1,024,717 SH   DFND 10,13,19,2,20,5 827,970 148,988 47,759
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 16,949 1,139,017 SH   DFND 13,2,20,5,8 917,917 0 221,100
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 13,756 2,311,146 SH   DFND 10,2,20 2,034,896 238,450 37,800
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 3,897 262,765 SH   DFND 13,2,20,5,8 236,482 0 26,283
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 83,770 6,872,015 SH   DFND 10,12,13,19,2,20,5,8 2,417,570 90,300 4,364,145
COMPASS MINERALS INTL INC COM 20451N101 112,574 1,823,952 SH   DFND 19,2,20,5,6,8 1,681,695 195 142,062
COMPUGEN LTD ORD M25722105 6,815 562,786 SH   DFND 2,20,5,8 395,786 2,800 164,200
3-D SYS CORP DEL COM NEW 88554D205 50,896 4,856,507 SH   DFND 2,20,5,8 4,370,191 3,366 482,950
AGENUS INC COM NEW 00847G705 32,756 10,300,531 SH   DFND 19,2,20,5,8 9,700,264 0 600,267
COMPUTER PROGRAMS & SYS INC COM 205306103 12,346 459,996 SH   DFND 2,20,5,8 411,954 100 47,942
COMPX INTL INC CL A 20563P101 232 16,280 SH   DFND 2,20 9,816 0 6,464
COMSCORE INC COM 20564W105 2,899 1,164,084 SH   DFND 2,20,5 845,546 0 318,538
COMSTOCK RES INC COM 205768302 1,676 383,417 SH   DFND 2,20 317,267 0 66,150
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 18,084 874,066 SH   DFND 2,20,5,8 773,152 371 100,543
CONAGRA BRANDS INC COM 205887102 776,079 21,403,160 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,638,854 364,302 2,400,004
CONCENTRIX CORP COM 20602D101 93,826 950,618 SH   DFND 12,13,2,20,5,8 885,982 364 64,272
CONCERT PHARMACEUTICALS INC COM 206022105 6,226 492,588 SH   DFND 2,20,5 407,749 0 84,839
CONCHO RES INC COM 20605P101 739,382 12,671,497 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,389,304 118,242 1,163,951
CONCRETE PUMPING HLDGS INC COM 206704108 1,562 407,952 SH   DFND 2,20 330,694 0 77,258
AGILE THERAPEUTICS INC COM 00847L100 3,307 1,152,380 SH   DFND 2,20,5 948,765 0 203,615
CONDUENT INC COM 206787103 17,843 3,717,289 SH   DFND 1,12,13,2,20,5,8 3,027,263 4,381 685,645
CONFORMIS INC COM 20717E101 29 44,127 SH   DFND 20 44,127 0 0
CONMED CORP COM 207410101 109,101 972,436 SH   DFND 2,20,5,8 855,880 100 116,456
CONNECTONE BANCORP INC COM 20786W107 15,730 794,867 SH   DFND 2,20,5,8 644,611 0 150,256
CONNS INC COM 208242107 9,437 807,237 SH   DFND 2,20,5 741,545 0 65,692
CONOCOPHILLIPS COM 20825C104 2,331,202 58,294,628 SH   DFND 10,11,12,13,19,2,20,5,6,8 53,015,122 661,432 4,618,074
CONSOL ENERGY INC DISC COML COM 20854L108 5,631 780,949 SH   DFND 2,20,5 705,380 0 75,569
CONSOLIDATED COMM HLDGS INC COM 209034107 12,460 2,547,984 SH   DFND 2,20,5,8 2,238,794 1,045 308,145
CONSOLIDATED EDISON INC COM 209115104 1,615,912 22,359,379 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 19,371,934 241,409 2,746,036
CONSOLIDATED WATER CO INC ORD G23773107 3,199 263,644 SH   DFND 2,20,5 215,143 0 48,501
AGILENT TECHNOLOGIES INC COM 00846U101 1,558,919 13,156,544 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,045,777 479,577 1,631,190
CONSTELLATION BRANDS INC CL A 21036P108 1,568,774 7,161,718 SH   DFND 10,12,13,19,2,20,5,6,8 6,114,247 103,177 944,294
CONSTELLATION PHARMCETICLS I COM 210373106 47,730 1,657,307 SH   DFND 19,2,20,5,8 1,544,939 0 112,368
CONSTELLIUM SE CL A SHS F21107101 1,646 117,640 SH   DFND 12,2,20,5 117,640 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 13,520 464,461 SH   DFND 2,20,5,8 375,246 0 89,215
CONTAINER STORE GROUP INC COM 210751103 3,127 327,808 SH   DFND 2,20 266,727 0 61,081
CONTANGO OIL & GAS CO COM NEW 21075N204 3,492 1,524,888 SH   DFND 2,20,5 1,289,704 0 235,184
CONTINENTAL RES INC COM 212015101 60,284 3,698,380 SH   DFND 12,13,19,2,20,5 3,574,050 978 123,352
CONTRAFECT CORP COM NEW 212326300 1,613 319,382 SH   DFND 2,20,5 276,476 0 42,906
COOPER COS INC COM NEW 216648402 775,082 2,133,331 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,838,043 53,066 242,222
COOPER STD HLDGS INC COM 21676P103 22,301 643,239 SH   DFND 2,20,5 593,404 0 49,835
AGILYSYS INC COM 00847J105 26,461 689,460 SH   DFND 2,20,5,8 607,721 0 81,739
COOPER TIRE & RUBR CO COM 216831107 68,596 1,693,734 SH   DFND 10,2,20,5,8 1,488,391 3,541 201,802
COPA HOLDINGS SA CL A P31076105 62,017 803,018 SH   DFND 19,2,20,5 762,781 0 40,237
COPART INC COM 217204106 1,120,364 8,804,434 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,548,310 306,841 949,283
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 1,667 1,333,546 SH   DFND 2,20,5 1,081,734 0 251,812
CORCEPT THERAPEUTICS INC COM 218352102 84,508 3,230,432 SH   DFND 2,20,5,8 2,799,029 1,100 430,303
CORE LABORATORIES N V COM N22717107 23,386 881,416 SH   DFND 13,19,2,20,5,8 837,464 400 43,552
CORE MARK HOLDING CO INC COM 218681104 42,401 1,443,683 SH   DFND 12,2,20,5,8 1,266,396 200 177,087
CORECIVIC INC COM 21871N101 26,194 3,999,142 SH   DFND 12,13,2,20,5,8 3,658,792 657 339,693
CORELOGIC INC COM 21871D103 137,485 1,778,125 SH   DFND 13,2,20,5,8 1,612,184 806 165,135
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,715 250,292 SH   DFND 2,20,5 207,388 0 42,904
AGIOS PHARMACEUTICALS INC COM 00847X104 113,623 2,622,281 SH   DFND 13,19,2,20,5,8 2,479,407 1,000 141,874
COREPOINT LODGING INC COM 21872L104 5,814 845,056 SH   DFND 2,20,5 704,079 0 140,977
CORESITE RLTY CORP COM 21870Q105 130,459 1,031,202 SH   DFND 19,2,20,5,8 908,343 500 122,359
CORMEDIX INC COM 21900C308 4,055 545,806 SH   DFND 2,20,5 457,537 0 88,269
CORNERSTONE BLDG BRANDS INC COM 21925D109 7,725 832,489 SH   DFND 2,20,5,8 662,327 0 170,162
CORNERSTONE ONDEMAND INC COM 21925Y103 54,227 1,231,303 SH   DFND 19,2,20,5,8 984,057 400 246,846
CORNING INC COM 219350105 1,401,787 38,938,533 SH   DFND 10,11,12,13,19,2,20,5,6,8 34,337,734 596,211 4,004,588
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 127,865 4,852,167 SH   DFND 10,13,19,2,20,5,8 4,315,178 30,495 506,494
CORSAIR GAMING INC COM 22041X102 8,595 237,296 SH   DFND 2,20 199,714 0 37,582
CORTEVA INC COM 22052L104 1,639,886 42,352,438 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,494,192 779,724 10,078,522
CORTEXYME INC COM 22053A107 22,909 824,650 SH   DFND 2,20,5,8 769,970 0 54,680
AGNC INVT CORP COM 00123Q104 220,895 14,054,737 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,583,165 264,774 4,206,798
CORVEL CORP COM 221006109 32,545 307,026 SH   DFND 2,20,5,8 266,996 0 40,030
COSAN LTD SHS A G25343107 25,289 1,306,679 SH   DFND 12,13,2,20,5,8 904,579 0 402,100
COSTAMARE INC SHS Y1771G102 15,244 1,840,736 SH   DFND 13,2,20,5 1,413,187 0 427,549
COSTAR GROUP INC COM 22160N109 723,558 782,834 SH   DFND 10,11,12,13,19,2,20,5,6,8 634,815 23,872 124,147
COSTCO WHSL CORP NEW COM 22160K105 6,466,123 17,161,534 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,692,134 451,135 2,018,265
COTY INC COM CL A 222070203 46,571 6,633,976 SH   DFND 12,13,2,20,5,8 5,942,037 2,998 688,941
COUNTY BANCORP INC COM 221907108 1,701 77,021 SH   DFND 2,20 67,321 0 9,700
COUPA SOFTWARE INC COM 22266L106 447,719 1,321,056 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,069,173 32,716 219,167
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 47,133 21,477,000 PRN   DFND 2,5 21,477,000 0 0
COUSINS PPTYS INC COM NEW 222795502 213,327 6,311,874 SH   DFND 10,19,2,20,5,8 5,545,467 39,676 726,731
AGORA INC ADS 00851L103 3,807 96,388 SH   DFND 1,19,2 83,748 0 12,640
COVANTA HLDG CORP COM 22282E102 31,015 2,347,928 SH   DFND 2,20,5 1,874,850 614 472,464
COVENANT LOGISTICS GROUP INC CL A 22284P105 3,281 221,532 SH   DFND 2,20,5 184,393 0 37,139
COVETRUS INC COM 22304C100 104,067 3,620,990 SH   DFND 12,13,2,20,5,6,8 3,147,583 1,060 472,347
COWEN INC CL A NEW 223622606 14,496 557,749 SH   DFND 2,20,5,8 449,831 0 107,918
CRA INTL INC COM 12618T105 7,845 154,029 SH   DFND 2,20,5 128,364 0 25,665
CRACKER BARREL OLD CTRY STOR COM 22410J106 98,253 744,793 SH   DFND 13,2,20,5,8 645,669 285 98,839
CRANE CO COM 224399105 87,123 1,121,849 SH   DFND 13,19,2,20,5,8 1,010,198 622 111,029
CRAWFORD & CO CL A 224633206 2,152 291,199 SH   DFND 2,20,5 240,287 0 50,912
CRAWFORD & CO CL B 224633107 106 14,722 SH   DFND 20 14,722 0 0
CREDICORP LTD COM G2519Y108 375,081 2,286,801 SH   DFND 10,12,13,19,2,20,5,8 858,863 38,500 1,389,438
AGREE REALTY CORP COM 008492100 182,653 2,718,363 SH   DFND 10,19,2,20,5,8 2,357,631 14,500 346,232
CREDIT ACCEP CORP MICH COM 225310101 42,359 122,375 SH   DFND 13,19,2,20,5,8 98,074 83 24,218
CREDIT SUISSE GROUP SPONSORED ADR 225401108 1,168 91,175 SH   DFND 1,20 7,280 0 83,895
CREE INC COM 225447101 297,185 2,806,280 SH   DFND 13,19,2,20,5,8 2,561,538 960 243,782
CREE INC NOTE 0.875% 9/0 225447AB7 21,121 11,522,000 PRN   DFND 2,5 11,522,000 0 0
CRH PLC ADR 12626K203 449 10,536 SH   DFND 20 10,536 0 0
CRINETICS PHARMACEUTICALS IN COM 22663K107 6,784 480,799 SH   DFND 2,20,5,8 389,218 0 91,581
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 20,725 135,361 SH   DFND 13,19,2,20,5,8 83,267 1,200 50,894
CRITEO S A SPONS ADS 226718104 903 44,027 SH   DFND 2,20,5,8 44,027 0 0
CROCS INC COM 227046109 123,944 1,978,041 SH   DFND 2,20,5,8 1,703,384 968 273,689
CROSS CTRY HEALTHCARE INC COM 227483104 9,426 1,062,709 SH   DFND 2,20,5 951,640 0 111,069
AGROFRESH SOLUTIONS INC COM 00856G109 1,043 459,426 SH   DFND 2,20 402,348 0 57,078
CROSSFIRST BANKSHARES INC COM 22766M109 9,006 837,730 SH   DFND 19,2,20,5,8 691,909 0 145,821
CROWDSTRIKE HLDGS INC CL A 22788C105 606,208 2,861,903 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,323,733 75,195 462,975
CROWN CASTLE INTL CORP NEW COM 22822V101 2,764,092 17,363,477 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,034,629 1,018,831 2,310,017
CROWN HLDGS INC COM 228368106 270,667 2,701,271 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,070,031 143,161 488,079
CRYOLIFE INC COM 228903100 33,546 1,420,841 SH   DFND 2,20,5,8 1,262,257 0 158,584
CRYOPORT INC COM PAR $0.001 229050307 38,674 881,354 SH   DFND 2,20,5,8 737,479 0 143,875
CSG SYS INTL INC COM 126349109 48,044 1,065,983 SH   DFND 19,2,20,5,8 936,886 20 129,077
CSW INDUSTRIALS INC COM 126402106 32,254 288,213 SH   DFND 2,20,5,8 232,923 0 55,290
CSX CORP COM 126408103 2,840,363 31,298,761 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,249,363 535,964 3,513,434
CTI BIOPHARMA CORP COM 12648L601 58 18,052 SH   DFND 20 18,052 0 0
AIR LEASE CORP CL A 00912X302 60,269 1,352,053 SH   DFND 13,2,20,5,8 1,116,455 900 234,698
CTO REALTY GROWTH INC COM 22948P103 5,346 126,803 SH   DFND 13,2,20,5 104,472 0 22,331
CTS CORP COM 126501105 34,089 991,833 SH   DFND 2,20,5,8 856,639 1,122 134,072
CUBESMART COM 229663109 219,004 6,451,344 SH   DFND 10,12,13,19,2,20,5,8 5,328,477 51,494 1,071,373
CUBIC CORP COM 229669106 112,549 1,814,133 SH   DFND 19,2,20,5,8 1,683,389 566 130,178
CUE BIOPHARMA INC COM 22978P106 17,409 1,391,578 SH   DFND 2,20,5,8 1,310,315 0 81,263
CULLEN FROST BANKERS INC COM 229899109 445,260 5,104,437 SH   DFND 12,13,2,20,5,8 4,972,354 3,910 128,173
CUMMINS INC COM 231021106 1,591,357 7,007,298 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,888,424 283,700 835,174
CUMULUS MEDIA INC COM CL A 231082801 2,253 258,388 SH   DFND 2,20 258,388 0 0
CURIS INC COM NEW 231269200 310 37,888 SH   DFND 20 37,888 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 3,980 277,711 SH   DFND 2,20 222,885 0 54,826