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
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 5,242 354,321 SH   DFND 1 352,896 0 1,425
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 644 43,533 SH   DFND 1 2 43,533 0 0
1ST CONSTITUTION BANCORP COM 31986N102 1,841 98,206 SH   DFND 1 98,206 0 0
1ST SOURCE CORP COM 336901103 10,143 221,816 SH   DFND 1 221,816 0 0
21VIANET GROUP INC-ADR SPONSORED ADS A 90138A103 303 39,828 SH   DFND 1 39,828 0 0
22ND CENTURY GROUP INC COM 90137F103 3,311 1,465,391 SH   DFND 1 1,465,391 0 0
2U INC COM 90214J101 10,762 661,087 SH   DFND 1 661,087 0 0
3D SYSTEMS CORP COM NEW 88554D205 11,927 1,463,526 SH   DFND 1 1,463,526 0 0
3M CO COM 88579Y101 1,494,888 9,102,380 SH   DFND 1 9,074,135 0 28,245
3M CO COM 88579Y101 11 70 SH   DFND 1 2 70 0 0
51JOB INC-ADR SPONSORED ADS 316827104 6,210 84,267 SH   DFND 1 84,039 0 228
58.COM INC-ADR SPON ADR REP A 31680Q104 11,364 231,787 SH   DFND 1 231,549 0 238
8X8 INC COM 282914100 24,697 1,191,961 SH   DFND 1 1,191,961 0 0
A H BELO CORP-A COM CL A 001282102 389 103,736 SH   DFND 1 103,736 0 0
A10 NETWORKS INC COM 002121101 5,259 757,918 SH   DFND 1 757,918 0 0
AAC HOLDINGS INC COM 000307108 44 67,127 SH   DFND 1 67,127 0 0
AAON INC COM PAR $0.004 000360206 27,765 604,396 SH   DFND 1 604,396 0 0
AAR CORP COM 000361105 22,162 537,793 SH   DFND 1 537,793 0 0
AARON'S INC COM PAR $0.50 002535300 56,787 883,716 SH   DFND 1 866,773 0 16,943
AARON'S INC COM PAR $0.50 002535300 299 4,662 SH   DFND 1 2 4,662 0 0
AAWW 1.875 06/01/24 NOTE 1.875% 6/0 049164BJ4 2,898 3,500,000 PRN   DFND 1 2 3,500,000 0 0
ABB LTD-SPON ADR SPONSORED ADR 000375204 532 27,084 SH   DFND 1 23,182 0 3,902
ABBOTT LABORATORIES COM 002824100 2,061,253 24,673,026 SH   DFND 1 24,586,560 0 86,466
ABBOTT LABORATORIES COM 002824100 46 556 SH   DFND 1 2 556 0 0
ABBVIE INC COM 00287Y109 1,794,168 23,723,358 SH   DFND 1 23,651,267 0 72,091
ABBVIE INC COM 00287Y109 1,789 23,636 SH   DFND 1 2 23,636 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 988 437,269 SH   DFND 1 437,269 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 13,016 834,359 SH   DFND 1 833,956 0 403
ABERCROMBIE & FITCH CO-CL A CL A 002896207 35 2,276 SH   DFND 1 2 2,276 0 0
ABERDEEN ASIA-PAC INCOME FD COM 003009107 78 18,752 SH   DFND 1 2 18,752 0 0
ABERDEEN AUSTRALIA EQUITY FD COM 003011103 356 68,251 SH   DFND 1 2 68,251 0 0
ABERDEEN GLBL DYN DIVID COM 00302M106 651 67,527 SH   DFND 1 2 67,527 0 0
ABERDEEN JAPAN EQUITY FUND I COM 00306J109 415 57,094 SH   DFND 1 2 57,094 0 0
ABERDEEN TTL DYN DIVID COM SH BEN INT 00326L100 882 105,807 SH   DFND 1 2 105,807 0 0
ABIOMED INC COM 003654100 120,656 679,330 SH   DFND 1 677,137 0 2,193
ABIOMED INC COM 003654100 286 1,610 SH   DFND 1 2 1,610 0 0
ABM INDUSTRIES INC COM 000957100 30,445 838,255 SH   DFND 1 838,255 0 0
ABR 5.25 07/01/21 NOTE 5.250% 7/0 038923AF5 10,575 9,000,000 PRN   DFND 1 2 9,000,000 0 0
ABR 5.25 07/01/21 NOTE 5.250% 7/0 038923AH1 7,461 7,000,000 PRN   DFND 1 2 7,000,000 0 0
ABRAXAS PETROLEUM CORP COM 003830106 1,168 2,302,784 SH   DFND 1 2,302,784 0 0
AC IMMUNE SA SHS H00263105 261 52,916 SH   DFND 1 52,916 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 32,581 498,185 SH   DFND 1 498,185 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 2,941 44,978 SH   DFND 1 2 44,978 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,619 604,291 SH   DFND 1 604,291 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 31,344 1,008,500 SH   DFND 1 986,295 0 22,205
ACADIA PHARMACEUTICALS INC COM 004225108 53,368 1,482,865 SH   DFND 1 1,482,865 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 346 9,629 SH   DFND 1 2 9,629 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 38,932 1,362,219 SH   DFND 1 1,362,219 0 0
ACASTI PHARMA INC CL A NEW 00430K402 115 61,235 SH   DFND 1 61,235 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 7,000 376,961 SH   DFND 1 376,767 0 194
ACCELERON PHARMA INC COM 00434H108 24,314 615,411 SH   DFND 1 615,411 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 1,993,460 10,374,756 SH   DFND 1 10,343,474 0 31,282
ACCENTURE PLC-CL A SHS CLASS A G1151C101 25 130 SH   DFND 1 2 130 0 0
ACCO BRANDS CORP COM 00081T108 12,649 1,281,586 SH   DFND 1 1,281,586 0 0
ACCO BRANDS CORP COM 00081T108 10 1,077 SH   DFND 1 2 1,077 0 0
ACCURAY INC COM 004397105 3,317 1,197,546 SH   DFND 1 1,197,546 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,210 1,004,597 SH   DFND 1 1,004,597 0 0
ACER THERAPEUTICS INC COM 00444P108 237 74,485 SH   DFND 1 74,485 0 0
ACHIEVE LIFE SCIENCES INC COM NEW 004468203 61 36,232 SH   DFND 1 36,232 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 7,249 2,013,693 SH   DFND 1 2,013,693 0 0
ACI WORLDWIDE INC COM 004498101 48,957 1,562,874 SH   DFND 1 1,533,598 0 29,276
ACLARIS THERAPEUTICS INC COM 00461U105 530 491,116 SH   DFND 1 491,116 0 0
ACM RESEARCH INC-CLASS A COM CL A 00108J109 751 54,245 SH   DFND 1 54,245 0 0
ACME UNITED CORP COM 004816104 451 22,544 SH   DFND 1 22,544 0 0
ACNB CORP COM 000868109 2,815 82,099 SH   DFND 1 82,099 0 0
ACOR 1.75 06/15/21 NOTE 1.750% 6/1 00484MAA4 2,347 3,000,000 PRN   DFND 1 2 3,000,000 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,616 563,180 SH   DFND 1 563,180 0 0
ACT II GLOBAL ACQUISITIO-A CL A SHS G0080J104 985 100,000 SH   DFND 1 2 100,000 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 135 588,211 SH   DFND 1 588,211 0 0
ACTIVISION BLIZZARD INC COM 00507V109 584,304 11,059,242 SH   DFND 1 10,992,264 0 66,978
ACTIVISION BLIZZARD INC COM 00507V109 14 280 SH   DFND 1 2 280 0 0
ACTUANT CORP-A CL A NEW 00508X203 14,533 662,434 SH   DFND 1 662,434 0 0
ACUITY BRANDS INC COM 00508Y102 63,249 469,570 SH   DFND 1 459,562 0 10,008
ACUSHNET HOLDINGS CORP COM 005098108 11,717 443,836 SH   DFND 1 443,836 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,363 266,555 SH   DFND 1 266,555 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 237 337,162 SH   DFND 1 337,162 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 3,425 216,423 SH   DFND 1 2 216,423 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 442 14,260 SH   DFND 1 14,260 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 32 1,038 SH   DFND 1 2 1,038 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 96 64,000 SH   DFND 1 64,000 0 0
ADAPTIVE BIOTECHNOLOGIES COM 00650F109 7,055 228,338 SH   DFND 1 228,338 0 0
ADDUS HOMECARE CORP COM 006739106 12,322 155,434 SH   DFND 1 155,434 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 23 11,928 SH   DFND 1 11,928 0 0
ADECOAGRO SA COM L00849106 110 18,879 SH   DFND 1 18,879 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 3,070 358,714 SH   DFND 1 358,714 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 92 10,858 SH   DFND 1 2 10,858 0 0
ADIAL PHARMACEUTICALS INC COM 00688A106 116 77,985 SH   DFND 1 77,985 0 0
ADIENT PLC ORD SHS G0084W101 27,342 1,190,891 SH   DFND 1 1,168,905 0 21,986
ADIENT PLC ORD SHS G0084W101 506 22,081 SH   DFND 1 2 22,081 0 0
ADMA BIOLOGICS INC COM 000899104 2,770 622,494 SH   DFND 1 622,494 0 0
ADOBE INC COM 00724F101 1,839,742 6,669,655 SH   DFND 1 6,627,570 0 42,085
ADOBE INC COM 00724F101 65 237 SH   DFND 1 2 237 0 0
ADT INC COM 00090Q103 6,976 1,112,678 SH   DFND 1 1,110,029 0 2,649
ADTALEM GLOBAL EDUCATION INC COM 00737L103 26,387 692,761 SH   DFND 1 678,984 0 13,777
ADTRAN INC COM 00738A106 7,511 662,136 SH   DFND 1 662,136 0 0
ADTRAN INC COM 00738A106 32 2,840 SH   DFND 1 2 2,840 0 0
ADURO BIOTECH INC COM 00739L101 808 762,879 SH   DFND 1 762,879 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 172,086 1,042,126 SH   DFND 1 1,038,810 0 3,316
ADVANCE AUTO PARTS INC COM 00751Y106 47 286 SH   DFND 1 2 286 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 28,925 888,116 SH   DFND 1 888,116 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 2,291 70,355 SH   DFND 1 2 70,355 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 18,998 588,742 SH   DFND 1 588,742 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 301 9,342 SH   DFND 1 2 9,342 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 3,643 245,536 SH   DFND 1 245,536 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 29,192 508,498 SH   DFND 1 508,498 0 0
ADVANCED MICRO DEVICES COM 007903107 486,037 16,790,673 SH   DFND 1 16,696,909 0 93,764
ADVANCED MICRO DEVICES COM 007903107 3 129 SH   DFND 1 2 129 0 0
ADVANSIX INC COM 00773T101 9,375 364,539 SH   DFND 1 364,539 0 0
ADVAXIS INC COM NEW 007624307 12 48,963 SH   DFND 1 48,963 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 4,430 812,942 SH   DFND 1 812,942 0 0
AECOM COM 00766T100 65,972 1,756,465 SH   DFND 1 1,716,902 0 39,563
AEGION CORP COM 00770F104 9,229 431,689 SH   DFND 1 431,689 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 2,403 312,487 SH   DFND 1 312,487 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SHS 007924103 178 43,177 SH   DFND 1 39,737 0 3,440
AEHR TEST SYSTEMS COM 00760J108 175 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 66 61,019 SH   DFND 1 61,019 0 0
AERCAP HOLDINGS NV SHS N00985106 29,077 533,346 SH   DFND 1 533,346 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 10,641 553,693 SH   DFND 1 553,693 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 48,550 961,205 SH   DFND 1 961,205 0 0
AEROVIRONMENT INC COM 008073108 15,287 285,429 SH   DFND 1 285,429 0 0
AERPIO PHARMACEUTICALS INC COM 00810B105 77 114,900 SH   DFND 1 114,900 0 0
AES CORP COM 00130H105 187,947 11,517,866 SH   DFND 1 11,487,189 0 30,677
AES CORP COM 00130H105 117 7,161 SH   DFND 1 2 7,161 0 0
AETERNA ZENTARIS INC COM 007975402 24 23,853 SH   DFND 1 23,853 0 0
AETHLON MEDICAL INC COM NEW 00808Y208 29 126,809 SH   DFND 1 126,809 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 25 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 69,118 830,414 SH   DFND 1 828,048 0 2,366
AFFILIATED MANAGERS GROUP COM 008252108 659 7,917 SH   DFND 1 2 7,917 0 0
AFFIMED NV COM N01045108 1,636 556,792 SH   DFND 1 547,425 0 9,367
AFLAC INC COM 001055102 562,284 10,759,872 SH   DFND 1 10,723,510 0 36,362
AFLAC INC COM 001055102 10 204 SH   DFND 1 2 204 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 6,505 429,410 SH   DFND 1 429,410 0 0
AGCO CORP COM 001084102 89,412 1,181,145 SH   DFND 1 1,165,272 0 15,873
AGENUS INC COM NEW 00847G705 3,588 1,390,944 SH   DFND 1 1,390,944 0 0
AGEX THERAPEUTICS INC COM 00848H108 390 199,298 SH   DFND 1 199,298 0 0
AGILE THERAPEUTICS INC COM 00847L100 333 281,210 SH   DFND 1 281,210 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 394,842 5,159,411 SH   DFND 1 5,144,153 0 15,258
AGILENT TECHNOLOGIES INC COM 00846U101 991 12,940 SH   DFND 1 2 12,940 0 0
AGILYSYS INC COM 00847J105 10,128 395,471 SH   DFND 1 395,471 0 0
AGILYSYS INC COM 00847J105 1,363 53,222 SH   DFND 1 2 53,222 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 18,872 582,476 SH   DFND 1 582,476 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 148 4,572 SH   DFND 1 2 4,572 0 0
AGNC INVESTMENT CORP COM 00123Q104 107,079 6,633,252 SH   DFND 1 6,632,531 0 721
AGNICO EAGLE MINES LTD COM 008474108 491 9,175 SH   DFND 1 8,910 0 265
AGNICO EAGLE MINES LTD COMSTK 008474108 15,175 284,918 SH   DFND 1 284,918 0 0
AGNICO EAGLE MINES LTD COMSTK 008474108 35 655 SH   DFND 1 2 655 0 0
AGREE REALTY CORP COM 008492100 38,345 524,199 SH   DFND 1 524,199 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 531 201,944 SH   DFND 1 198,901 0 3,043
AILERON THERAPEUTICS INC COM 00887A105 36 55,002 SH   DFND 1 55,002 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 11,723 559,845 SH   DFND 1 559,845 0 0
AIR LEASE CORP CL A 00912X302 47,385 1,133,094 SH   DFND 1 1,133,094 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 717,692 3,237,937 SH   DFND 1 3,227,524 0 10,413
AIR TRANSPORT SERVICES GROUP COM 00922R105 16,731 795,975 SH   DFND 1 795,975 0 0
AIRCASTLE LTD COM G0129K104 13,929 621,006 SH   DFND 1 621,006 0 0
AIRGAIN INC COM 00938A104 1,359 115,728 SH   DFND 1 115,728 0 0
AK STEEL HOLDING CORP COM 001547108 9,134 4,024,005 SH   DFND 1 4,024,005 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 226,017 2,476,715 SH   DFND 1 2,469,065 0 7,650
AKAMAI TECHNOLOGIES INC COM 00971T101 78 860 SH   DFND 1 2 860 0 0
AKCEA THERAPEUTICS INC COM 00972L107 3,960 257,311 SH   DFND 1 257,311 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 6,188 1,578,822 SH   DFND 1 1,577,793 0 1,029
AKERO THERAPEUTICS INC COM 00973Y108 1,695 74,531 SH   DFND 1 74,531 0 0
AKERS BIOSCIENCES INC COM NEW 00973E300 35 79,605 SH   DFND 1 79,605 0 0
AKORN INC COM 009728106 4,953 1,303,506 SH   DFND 1 1,303,506 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 2,537 327,377 SH   DFND 1 327,377 0 0
ALAMO GROUP INC COM 011311107 14,490 123,089 SH   DFND 1 123,089 0 0
ALAMOS GOLD INC-CLASS A COM CL A 011532108 66 11,396 SH   DFND 1 2 11,396 0 0
ALAMOS GOLD INC-CLASS A COMSTK 011532108 230 39,597 SH   DFND 1 39,597 0 0
ALARM.COM HOLDINGS INC COM 011642105 23,972 513,994 SH   DFND 1 513,994 0 0
ALASKA AIR GROUP INC COM 011659109 124,599 1,921,538 SH   DFND 1 1,915,830 0 5,708
ALASKA COMM SYSTEMS GROUP COM 01167P101 644 374,956 SH   DFND 1 374,956 0 0
ALBANY INTL CORP-CL A CL A 012348108 34,469 382,317 SH   DFND 1 382,317 0 0
ALBANY INTL CORP-CL A CL A 012348108 484 5,379 SH   DFND 1 2 5,379 0 0
ALBEMARLE CORP COM 012653101 112,380 1,619,008 SH   DFND 1 1,614,111 0 4,897
ALBIREO PHARMA INC COM 01345P106 2,667 133,398 SH   DFND 1 133,398 0 0
ALCOA CORP COM 013872106 40,240 2,005,009 SH   DFND 1 2,004,197 0 812
ALCOA CORP COM 013872106 188 9,375 SH   DFND 1 2 9,375 0 0
ALCON INC ORD SHS H01301128 649 11,135 SH   DFND 1 10,780 0 355
ALDER BIOPHARMACEUTICALS INC COM 014339105 18,293 969,950 SH   DFND 1 969,950 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 1,606 304,744 SH   DFND 1 304,744 0 0
ALECTOR INC COM 014442107 5,367 372,241 SH   DFND 1 372,241 0 0
ALEXANDER & BALDWIN INC COM 014491104 22,072 900,535 SH   DFND 1 876,830 0 23,705
ALEXANDER'S INC COM 014752109 9,271 26,612 SH   DFND 1 26,612 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 257,572 1,674,761 SH   DFND 1 1,669,505 0 5,256
ALEXION PHARMACEUTICALS INC COM 015351109 306,252 3,132,194 SH   DFND 1 3,112,951 0 19,243
ALEXION PHARMACEUTICALS INC COM 015351109 103 1,055 SH   DFND 1 2 1,055 0 0
ALGONQUIN POWER & UTILITIES COMSTK 015857105 1,582 115,602 SH   DFND 1 115,602 0 0
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 561,134 3,374,743 SH   DFND 1 3,374,023 0 720
ALICO INC COM 016230104 1,391 40,913 SH   DFND 1 40,913 0 0
ALIGN TECHNOLOGY INC COM 016255101 231,197 1,279,624 SH   DFND 1 1,272,949 0 6,675
ALIMERA SCIENCES INC COM 016259103 83 146,741 SH   DFND 1 146,741 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 37 26,791 SH   DFND 1 26,791 0 0
ALKALINE WATER CO INC/THE COM NEW 01643A207 459 312,904 SH   DFND 1 312,904 0 0
ALKERMES PLC SHS G01767105 34,520 1,770,544 SH   DFND 1 1,770,420 0 124
ALKERMES PLC SHS G01767105 709 36,355 SH   DFND 1 2 36,355 0 0
ALLAKOS INC COM 01671P100 24,677 313,844 SH   DFND 1 313,844 0 0
ALLEGHANY CORP COM 017175100 123,866 155,376 SH   DFND 1 151,756 0 3,620
ALLEGHANY CORP COM 017175100 69 87 SH   DFND 1 2 87 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 31,869 1,573,790 SH   DFND 1 1,541,671 0 32,119
ALLEGHENY TECHNOLOGIES INC COM 01741R102 162 8,037 SH   DFND 1 2 8,037 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 8,243 256,879 SH   DFND 1 256,879 0 0
ALLEGIANT TRAVEL CO COM 01748X102 26,168 174,852 SH   DFND 1 174,852 0 0
ALLEGIANT TRAVEL CO COM 01748X102 28 188 SH   DFND 1 2 188 0 0
ALLEGION PLC ORD SHS G0176J109 148,929 1,439,111 SH   DFND 1 1,434,769 0 4,342
ALLENA PHARMACEUTICALS INC COM 018119107 205 52,135 SH   DFND 1 52,135 0 0
ALLERGAN PLC SHS G0177J108 764,589 4,549,659 SH   DFND 1 4,533,975 0 15,684
ALLERGAN PLC SHS G0177J108 6,270 37,261 SH   DFND 1 2 37,261 0 0
ALLETE INC COM NEW 018522300 63,143 722,386 SH   DFND 1 709,429 0 12,957
ALLIANCE DATA SYSTEMS CORP COM 018581108 86,111 673,034 SH   DFND 1 670,661 0 2,373
ALLIANCE DATA SYSTEMS CORP COM 018581108 156 1,219 SH   DFND 1 2 1,219 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,448 90,461 SH   DFND 1 90,461 0 0
ALLIANT ENERGY CORP COM 018802108 206,206 3,829,172 SH   DFND 1 3,818,138 0 11,034
ALLIED MOTION TECHNOLOGIES COM 019330109 3,545 100,416 SH   DFND 1 100,416 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 94,431 1,999,461 SH   DFND 1 1,999,461 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 1,367 29,056 SH   DFND 1 2 29,056 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 17,802 653,185 SH   DFND 1 653,185 0 0
ALLOT LTD SHS M0854Q105 171 21,262 SH   DFND 1 21,262 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 30,199 2,750,416 SH   DFND 1 2,708,614 0 41,802
ALLSTATE CORP COM 020002101 535,243 4,932,384 SH   DFND 1 4,917,125 0 15,259
ALLSTATE CORP COM 020002101 39 367 SH   DFND 1 2 367 0 0
ALLY FINANCIAL INC COM 02005N100 167,325 5,048,519 SH   DFND 1 5,048,519 0 0
ALLY FINANCIAL INC COM 02005N100 348 10,503 SH   DFND 1 2 10,503 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 95,528 1,188,699 SH   DFND 1 1,188,575 0 124
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,040 247,605 SH   DFND 1 247,605 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 5,570,997 4,568,698 SH   DFND 1 4,543,547 0 25,151
ALPHABET INC-CL A CAP STK CL A 02079K305 19 16 SH   DFND 1 2 16 0 0
ALPHABET INC-CL C CAP STK CL C 02079K107 5,066,655 4,163,548 SH   DFND 1 4,136,602 0 26,946
ALPHATEC HOLDINGS INC COM NEW 02081G201 2,293 456,858 SH   DFND 1 456,858 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 146 37,436 SH   DFND 1 37,436 0 0
ALTABA INC COM 021346101 296 15,242 SH   DFND 1 15,242 0 0
ALTAIR ENGINEERING INC - A COM CL A 021369103 17,009 491,315 SH   DFND 1 491,315 0 0
ALTERITY THERAPEUTICS-ADR SPONSORED ADR 02155X106 14 12,128 SH   DFND 1 12,128 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 54,965 511,639 SH   DFND 1 511,346 0 293
ALTICE USA INC- A CL A 02156K103 84,098 2,933,391 SH   DFND 1 2,933,391 0 0
ALTICE USA INC- A CL A 02156K103 10 356 SH   DFND 1 2 356 0 0
ALTIMMUNE INC COM NEW 02155H200 168 86,175 SH   DFND 1 86,151 0 24
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2,405 118,943 SH   DFND 1 118,943 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 23,629 853,192 SH   DFND 1 853,192 0 0
ALTRIA GROUP INC COM 02209S103 1,026,171 25,121,249 SH   DFND 1 25,034,634 0 86,615
ALTRIA GROUP INC COM 02209S103 9 232 SH   DFND 1 2 232 0 0
ALTUS MIDSTREAM CO -A CL A 02215L100 2,203 778,479 SH   DFND 1 778,479 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 5,290 458,019 SH   DFND 1 457,892 0 127
AMALGAMATED BK OF NEW YORK-A CLASS A 022663108 2,877 179,616 SH   DFND 1 179,616 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 3,785 249,708 SH   DFND 1 249,708 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 230 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 9,898,724 5,712,081 SH   DFND 1 5,674,595 0 37,486
AMAZON.COM INC COM 023135106 402 232 SH   DFND 1 2 232 0 0
AMBAC FINANCIAL GROUP INC COM NEW 023139884 11,982 612,936 SH   DFND 1 612,936 0 0
AMBARELLA INC SHS G037AX101 27,430 436,551 SH   DFND 1 436,551 0 0
AMBARELLA INC SHS G037AX101 494 7,862 SH   DFND 1 2 7,862 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 1,996 432,156 SH   DFND 1 432,156 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 247 53,545 SH   DFND 1 2 53,545 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 7,099 663,458 SH   DFND 1 663,458 0 0
AMC NETWORKS INC-A CL A 00164V103 24,041 489,039 SH   DFND 1 477,962 0 11,077
AMC NETWORKS INC-A CL A 00164V103 9 195 SH   DFND 1 2 195 0 0
AMCOR PLC ORD G0250X107 197,620 20,307,034 SH   DFND 1 20,231,515 0 75,519
AMDOCS LTD SHS G02602103 94,217 1,424,449 SH   DFND 1 1,424,449 0 0
AMEDISYS INC COM 023436108 59,261 452,342 SH   DFND 1 444,271 0 8,071
AMER NATL BNKSHS/DANVILLE VA COM 027745108 4,785 134,913 SH   DFND 1 134,913 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 67 1,895 SH   DFND 1 2 1,895 0 0
AMERANT BANCORP INC CL A 023576101 5,436 259,241 SH   DFND 1 259,241 0 0
AMERCO COM 023586100 39,227 100,638 SH   DFND 1 100,638 0 0
AMEREN CORPORATION COM 023608102 315,893 3,951,933 SH   DFND 1 3,940,519 0 11,414
AMEREN CORPORATION COM 023608102 12 154 SH   DFND 1 2 154 0 0
AMERESCO INC-CL A CL A 02361E108 4,016 249,926 SH   DFND 1 249,926 0 0
AMERI HOLDINGS INC COM 02362F104 45 269,695 SH   DFND 1 269,695 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 320 39,141 SH   DFND 1 39,141 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 258 31,662 SH   DFND 1 2 31,662 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 163,758 6,078,930 SH   DFND 1 6,043,098 0 35,832
AMERICAN ASSETS TRUST INC COM 024013104 43,755 936,154 SH   DFND 1 936,154 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 11,667 1,419,364 SH   DFND 1 1,419,364 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 48 5,939 SH   DFND 1 2 5,939 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 101,453 2,110,105 SH   DFND 1 2,075,640 0 34,465
AMERICAN CAMPUS COMMUNITIES COM 024835100 20 421 SH   DFND 1 2 421 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 32,554 2,007,075 SH   DFND 1 1,966,470 0 40,605
AMERICAN ELECTRIC POWER COM 025537101 632,927 6,767,091 SH   DFND 1 6,743,980 0 23,111
AMERICAN EQUITY INVT LIFE HL COM 025676206 27,421 1,133,105 SH   DFND 1 1,133,105 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 159 6,596 SH   DFND 1 2 6,596 0 0
AMERICAN EXPRESS CO COM 025816109 1,066,190 9,030,280 SH   DFND 1 8,997,672 0 32,608
AMERICAN EXPRESS CO COM 025816109 72 610 SH   DFND 1 2 610 0 0
AMERICAN FINANCE TRUST INC COM CLASS A 02607T109 19,230 1,377,559 SH   DFND 1 1,377,559 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 99,145 919,557 SH   DFND 1 900,832 0 18,725
AMERICAN HOMES 4 RENT- A CL A 02665T306 94,932 3,666,750 SH   DFND 1 3,666,750 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 640,433 11,518,273 SH   DFND 1 11,477,935 0 40,338
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 27 494 SH   DFND 1 2 494 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 14,386 116,272 SH   DFND 1 116,272 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 4,322 738,889 SH   DFND 1 738,889 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 5,843 261,576 SH   DFND 1 261,576 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 791 35,430 SH   DFND 1 2 35,430 0 0
AMERICAN REALTY INVESTORS IN COM 029174109 214 13,961 SH   DFND 1 13,961 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,466 231,969 SH   DFND 1 231,969 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 164 12,070 SH   DFND 1 12,070 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 5,925 394,496 SH   DFND 1 394,496 0 0
AMERICAN STATES WATER CO COM 029899101 43,014 478,684 SH   DFND 1 478,684 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 1,989 253,752 SH   DFND 1 253,752 0 0
AMERICAN TOWER CORP COM 03027X100 1,361,231 6,165,925 SH   DFND 1 6,144,832 0 21,093
AMERICAN TOWER CORP COM 03027X100 436 1,975 SH   DFND 1 2 1,975 0 0
AMERICAN VANGUARD CORP COM 030371108 5,308 338,113 SH   DFND 1 338,113 0 0
AMERICAN WATER WORKS CO INC COM 030420103 368,313 2,969,004 SH   DFND 1 2,960,621 0 8,383
AMERICAN WATER WORKS CO INC COM 030420103 14 119 SH   DFND 1 2 119 0 0
AMERICAN WOODMARK CORP COM 030506109 18,878 212,335 SH   DFND 1 212,335 0 0
AMERICAN WOODMARK CORP COM 030506109 241 2,719 SH   DFND 1 2 2,719 0 0
AMERICA'S CAR-MART INC COM 03062T105 7,798 85,047 SH   DFND 1 85,047 0 0
AMERICOLD REALTY TRUST COM 03064D108 96,994 2,616,536 SH   DFND 1 2,616,536 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 341,954 2,327,689 SH   DFND 1 2,321,182 0 6,507
AMERIPRISE FINANCIAL INC COM 03076C106 1,249 8,496 SH   DFND 1 2 8,496 0 0
AMERIS BANCORP COM 03076K108 33,487 832,188 SH   DFND 1 832,188 0 0
AMERIS BANCORP COM 03076K108 57 1,432 SH   DFND 1 2 1,432 0 0
AMERISAFE INC COM 03071H100 18,881 285,606 SH   DFND 1 285,606 0 0
AMERISERV FINANCIAL INC COM 03074A102 60 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 195,408 2,377,051 SH   DFND 1 2,368,938 0 8,113
AMERISOURCEBERGEN CORP COM 03073E105 415 5,042 SH   DFND 1 2 5,042 0 0
AMES NATIONAL CORP COM 031001100 2,669 93,303 SH   DFND 1 93,303 0 0
AMETEK INC COM 031100100 304,910 3,326,040 SH   DFND 1 3,315,455 0 10,585
AMETEK INC COM 031100100 1,010 11,001 SH   DFND 1 2 11,001 0 0
AMGEN INC COM 031162100 1,917,340 9,919,892 SH   DFND 1 9,866,881 0 53,011
AMGEN INC COM 031162100 1,110 5,741 SH   DFND 1 2 5,741 0 0
AMICUS THERAPEUTICS INC COM 03152W109 26,940 3,359,214 SH   DFND 1 3,359,214 0 0
AMKOR TECHNOLOGY INC COM 031652100 17,475 1,920,392 SH   DFND 1 1,920,392 0 0
AMKOR TECHNOLOGY INC COM 031652100 196 21,580 SH   DFND 1 2 21,580 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 33,473 581,548 SH   DFND 1 581,548 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 3,530 1,217,363 SH   DFND 1 1,217,363 0 0
AMPCO-PITTSBURGH CORP COM 032037103 187 51,041 SH   DFND 1 51,041 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 9,756 492,021 SH   DFND 1 492,021 0 0
AMPHENOL CORP-CL A CL A 032095101 433,506 4,498,698 SH   DFND 1 4,484,892 0 13,806
AMPHENOL CORP-CL A CL A 032095101 18 187 SH   DFND 1 2 187 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 354 707,683 SH   DFND 1 707,683 0 0
AMPLIFY ENERGY CORP COM 03212B103 1,575 255,390 SH   DFND 1 255,390 0 0
AMPLIFY ENERGY CORP COM 03212B103 33 5,451 SH   DFND 1 2 5,451 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 397 74,914 SH   DFND 1 74,914 0 0
AMYRIS INC COM NEW 03236M200 2,859 600,744 SH   DFND 1 600,744 0 0
ANALOG DEVICES INC COM 032654105 576,638 5,169,657 SH   DFND 1 5,137,138 0 32,519
ANALOG DEVICES INC COM 032654105 8 80 SH   DFND 1 2 80 0 0
ANAPLAN INC COM 03272L108 44,016 936,528 SH   DFND 1 936,528 0 0
ANAPTYSBIO INC COM 032724106 11,093 317,046 SH   DFND 1 317,046 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1,860 588,848 SH   DFND 1 588,848 0 0
ANDERSONS INC/THE COM 034164103 8,983 400,524 SH   DFND 1 400,524 0 0
ANDINA ACQUISITION CORP-CW24 *W EXP 07/31/202 G04415124 55 275,000 SH   DFND 1 2 275,000 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 4,318 609,536 SH   DFND 1 609,536 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 21 2,984 SH   DFND 1 2 2,984 0 0
ANGIODYNAMICS INC COM 03475V101 10,199 553,740 SH   DFND 1 553,740 0 0
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 1,521 15,993 SH   DFND 1 15,993 0 0
ANI PHARMACEUTICALS INC COM 00182C103 8,512 116,797 SH   DFND 1 116,797 0 0
ANIKA THERAPEUTICS INC COM 035255108 12,104 220,522 SH   DFND 1 220,400 0 122
ANIXA BIOSCIENCES INC COM 03528H109 409 102,487 SH   DFND 1 102,487 0 0
ANIXTER INTERNATIONAL INC COM 035290105 30,569 442,271 SH   DFND 1 442,271 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 137,146 15,550,521 SH   DFND 1 15,543,396 0 7,125
ANSYS INC COM 03662Q105 320,245 1,448,702 SH   DFND 1 1,444,801 0 3,901
ANSYS INC COM 03662Q105 13 61 SH   DFND 1 2 61 0 0
ANTARES PHARMA INC COM 036642106 6,857 2,050,200 SH   DFND 1 2,050,200 0 0
ANTERIX INC COM 03676C100 5,464 150,956 SH   DFND 1 150,956 0 0
ANTERO MIDSTREAM CORP COM 03676B102 19,172 2,590,872 SH   DFND 1 2,526,033 0 64,839
ANTERO RESOURCES CORP COM 03674X106 7,364 2,438,581 SH   DFND 1 2,438,581 0 0
ANTHEM INC COM 036752103 848,731 3,540,338 SH   DFND 1 3,528,244 0 12,094
ANTHEM INC COM 036752103 312 1,300 SH   DFND 1 2 1,300 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 4,807 1,456,766 SH   DFND 1 1,456,766 0 0
AON PLC SHS CL A G0408V102 615,208 3,183,773 SH   DFND 1 3,172,841 0 10,932
APACHE CORP COM 037411105 142,220 5,564,287 SH   DFND 1 5,546,914 0 17,373
APARTMENT INVT & MGMT CO -A CL A 03748R754 177,678 3,410,088 SH   DFND 1 3,403,210 0 6,878
APELLIS PHARMACEUTICALS INC COM 03753U106 15,098 626,750 SH   DFND 1 626,750 0 0
APERGY CORP COM 03755L104 23,365 863,788 SH   DFND 1 844,358 0 19,430
APERGY CORP COM 03755L104 174 6,456 SH   DFND 1 2 6,456 0 0
APEX GLOBAL BRANDS INC COM NEW 03755M201 35 23,876 SH   DFND 1 23,876 0 0
APHRIA INC COMSTK 03765K104 204 39,398 SH   DFND 1 39,398 0 0
APOGEE ENTERPRISES INC COM 037598109 13,818 354,401 SH   DFND 1 354,401 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 34,195 1,783,792 SH   DFND 1 1,783,792 0 0
APOLLO ENDOSURGERY INC COM 03767D108 207 62,325 SH   DFND 1 62,325 0 0
APOLLO MEDICAL HOLDINGS INC COM NEW 03763A207 5,902 334,965 SH   DFND 1 334,965 0 0
APPFOLIO INC - A COM CL A 03783C100 18,518 194,645 SH   DFND 1 194,415 0 230
APPIAN CORP CL A 03782L101 19,613 412,912 SH   DFND 1 412,912 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 65,751 3,965,706 SH   DFND 1 3,965,706 0 0
APPLE INC COM 037833100 13,797,384 61,692,326 SH   DFND 1 61,327,405 0 364,921
APPLE INC COM 037833100 4 18 SH   DFND 1 2 18 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 44 201,251 SH   DFND 1 201,251 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 361 86,933 SH   DFND 1 86,933 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 29,644 521,904 SH   DFND 1 521,904 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 819 14,423 SH   DFND 1 2 14,423 0 0
APPLIED MATERIALS INC COM 038222105 663,556 13,313,249 SH   DFND 1 13,232,714 0 80,535
APPLIED MATERIALS INC COM 038222105 10 213 SH   DFND 1 2 213 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 3,048 271,734 SH   DFND 1 271,638 0 96
APPLIED THERAPEUTICS INC COM 03828A101 265 24,116 SH   DFND 1 24,116 0 0
APPROACH RESOURCES INC COM 03834A103 58 418,730 SH   DFND 1 418,730 0 0
APTARGROUP INC COM 038336103 85,842 724,712 SH   DFND 1 708,648 0 16,064
APTEVO THERAPEUTICS INC COM 03835L108 84 144,370 SH   DFND 1 144,277 0 93
APTINYX INC COM 03836N103 277 79,507 SH   DFND 1 79,507 0 0
APTIV PLC SHS G6095L109 331,954 3,803,237 SH   DFND 1 3,791,377 0 11,860
APTOSE BIOSCIENCES INC COM NEW 03835T200 67 32,455 SH   DFND 1 32,455 0 0
APYX MEDICAL CORP COM 03837C106 2,593 383,090 SH   DFND 1 383,090 0 0
AQUA AMERICA INC COM 03836W103 103,114 2,300,117 SH   DFND 1 2,245,992 0 54,125
AQUA METALS INC COM 03837J101 633 372,630 SH   DFND 1 372,630 0 0
AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 183 73,518 SH   DFND 1 73,518 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 4,605 237,049 SH   DFND 1 237,049 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 101 31,842 SH   DFND 1 31,842 0 0
ARAMARK COM 03852U106 115,789 2,658,774 SH   DFND 1 2,658,774 0 0
ARAMARK COM 03852U106 23 539 SH   DFND 1 2 539 0 0
ARAVIVE INC COM 03890D108 226 30,157 SH   DFND 1 30,157 0 0
ARBOR REALTY TRUST INC COM 038923108 7,727 589,468 SH   DFND 1 589,468 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 114 75,126 SH   DFND 1 75,126 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 339 249,287 SH   DFND 1 249,287 0 0
ARCADIA BIOSCIENCES INC COM NEW 039014204 147 31,515 SH   DFND 1 31,515 0 0
ARCBEST CORP COM 03937C105 11,592 380,696 SH   DFND 1 379,929 0 767
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 272 19,160 SH   DFND 1 18,518 0 642
ARCH CAPITAL GROUP LTD ORD G0450A105 216,317 5,149,953 SH   DFND 1 5,149,953 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 61 1,463 SH   DFND 1 2 1,463 0 0
ARCH COAL INC - A CL A 039380407 18,983 255,842 SH   DFND 1 255,842 0 0
ARCH COAL INC - A CL A 039380407 248 3,348 SH   DFND 1 2 3,348 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 346,163 8,441,704 SH   DFND 1 8,415,935 0 25,769
ARCHROCK INC COM 03957W106 20,583 2,064,527 SH   DFND 1 2,064,527 0 0
ARCHROCK INC COM 03957W106 94 9,429 SH   DFND 1 2 9,429 0 0
ARCIMOTO INC COM 039587100 250 80,414 SH   DFND 1 80,414 0 0
ARCONIC INC COM 03965L100 181,134 6,974,953 SH   DFND 1 6,955,784 0 19,169
ARCONIC INC COM 03965L100 349 13,436 SH   DFND 1 2 13,436 0 0
ARCOS DORADOS HOLDINGS INC-A SHS CLASS -A - G0457F107 191 28,497 SH   DFND 1 28,497 0 0
ARCOSA INC COM 039653100 20,976 613,159 SH   DFND 1 612,720 0 439
ARCTURUS THERAPEUTICS HOLDIN COM 03969T109 808 78,750 SH   DFND 1 78,750 0 0
ARCUS BIOSCIENCES INC COM 03969F109 3,504 385,087 SH   DFND 1 385,087 0 0
ARDAGH GROUP SA CL A L0223L101 851 54,327 SH   DFND 1 54,327 0 0
ARDELYX INC COM 039697107 3,228 687,010 SH   DFND 1 687,010 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,110 165,935 SH   DFND 1 165,935 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 30,910 675,352 SH   DFND 1 675,352 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 5,251 344,812 SH   DFND 1 344,812 0 0
ARES MANAGEMENT CORP - A CL A COM STK 03990B101 23,300 869,112 SH   DFND 1 869,112 0 0
ARGAN INC COM 04010E109 6,524 166,064 SH   DFND 1 166,064 0 0
ARGENX SE - ADR SPONSORED ADR 04016X101 1,672 14,674 SH   DFND 1 14,674 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 29,624 421,765 SH   DFND 1 421,765 0 0
ARI 5.375 10/15/23 NOTE 5.375%10/1 03762UAC9 7,669 7,500,000 PRN   DFND 1 2 7,500,000 0 0
ARISTA NETWORKS INC COM 040413106 194,350 814,722 SH   DFND 1 812,199 0 2,523
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,818 513,318 SH   DFND 1 507,601 0 5,717
ARLO TECHNOLOGIES INC COM 04206A101 3,235 948,934 SH   DFND 1 948,934 0 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 12,013 664,090 SH   DFND 1 664,090 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 12,625 753,785 SH   DFND 1 753,785 0 0
ARMSTRONG FLOORING INC COM 04238R106 1,715 268,418 SH   DFND 1 268,418 0 0
ARMSTRONG FLOORING INC COM 04238R106 892 139,717 SH   DFND 1 2 139,717 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 46,839 484,383 SH   DFND 1 484,383 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 34 358 SH   DFND 1 2 358 0 0
AROTECH CORP COM NEW 042682203 448 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 10,713 1,494,190 SH   DFND 1 1,494,190 0 0
ARROW ELECTRONICS INC COM 042735100 68,943 925,113 SH   DFND 1 904,259 0 20,854
ARROW FINANCIAL CORP COM 042744102 5,972 178,857 SH   DFND 1 178,857 0 0
ARROW FINANCIAL CORP COM 042744102 185 5,554 SH   DFND 1 2 5,554 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 37,107 1,316,785 SH   DFND 1 1,315,566 0 1,219
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,456 120,448 SH   DFND 1 120,448 0 0
ARTHUR J GALLAGHER & CO COM 363576109 263,312 2,944,101 SH   DFND 1 2,935,481 0 8,620
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 24,866 880,549 SH   DFND 1 879,255 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 626 22,200 SH   DFND 1 2 22,200 0 0
ART'S-WAY MANUFACTURING CO COM 043168103 68 32,042 SH   DFND 1 32,042 0 0
ARVINAS INC COM 04335A105 3,903 181,124 SH   DFND 1 181,124 0 0
ASA GOLD AND PRECIOUS METALS SHS G3156P103 385 32,036 SH   DFND 1 2 32,036 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 25,158 245,853 SH   DFND 1 245,853 0 0
ASCENA RETAIL GROUP INC COM 04351G101 613 2,324,643 SH   DFND 1 2,324,643 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 3,131 32,515 SH   DFND 1 32,515 0 0
ASE TECHNOLOGY HOLDING -ADR SPONSORED ADS 00215W100 288 64,723 SH   DFND 1 59,898 0 4,825
ASGN INC COM 00191U102 42,085 669,509 SH   DFND 1 656,240 0 13,269
ASHFORD HOSPITALITY TRUST COM SHS 044103109 4,967 1,500,773 SH   DFND 1 1,494,329 0 6,444
ASHLAND GLOBAL HOLDINGS INC COM 044186104 49,194 638,471 SH   DFND 1 623,290 0 15,181
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 13,307 53,569 SH   DFND 1 50,640 0 2,929
ASPEN AEROGELS INC COM 04523Y105 893 150,885 SH   DFND 1 150,885 0 0
ASPEN GROUP INC COM NEW 04530L203 177 34,149 SH   DFND 1 34,149 0 0
ASPEN TECHNOLOGY INC COM 045327103 93,152 755,496 SH   DFND 1 755,496 0 0
ASRT 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 5,531 7,500,000 PRN   DFND 1 2 7,500,000 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 2,880 293,066 SH   DFND 1 293,066 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 1,098 857,847 SH   DFND 1 857,847 0 0
ASSETMARK FINANCIAL HOLDINGS COM 04546L106 4,045 155,311 SH   DFND 1 155,311 0 0
ASSOCIATED BANC-CORP COM 045487105 36,926 1,823,543 SH   DFND 1 1,782,867 0 40,676
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,350 37,934 SH   DFND 1 37,934 0 0
ASSURANT INC COM 04621X108 119,398 950,411 SH   DFND 1 947,570 0 2,841
ASSURED GUARANTY LTD COM G0585R106 47,836 1,075,950 SH   DFND 1 1,075,950 0 0
ASTA FUNDING INC COM 046220109 276 39,457 SH   DFND 1 39,457 0 0
ASTEC INDUSTRIES INC COM 046224101 9,536 306,652 SH   DFND 1 306,652 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 4,373 98,131 SH   DFND 1 96,179 0 1,952
ASTRONICS CORP COM 046433108 12,654 430,715 SH   DFND 1 430,715 0 0
ASTRONICS CORP COM 046433108 116 3,974 SH   DFND 1 2 3,974 0 0
ASTRONOVA INC COM 04638F108 1,395 86,271 SH   DFND 1 86,271 0 0
ASTROTECH CORP COM NEW 046484200 49 28,550 SH   DFND 1 28,550 0 0
ASURE SOFTWARE INC COM 04649U102 708 105,575 SH   DFND 1 105,575 0 0
AT HOME GROUP INC COM 04650Y100 5,459 567,525 SH   DFND 1 567,525 0 0
AT&T INC COM 00206R102 3,984,316 105,449,196 SH   DFND 1 105,094,375 0 354,821
AT&T INC COM 00206R102 18 499 SH   DFND 1 2 499 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 9,815 695,165 SH   DFND 1 695,165 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 18 1,327 SH   DFND 1 2 1,327 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 55,608 1,323,249 SH   DFND 1 1,323,249 0 0
ATHENEX INC COM 04685N103 9,106 748,616 SH   DFND 1 748,616 0 0
ATHERSYS INC COM 04744L106 2,115 1,590,641 SH   DFND 1 1,590,641 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 22,989 757,488 SH   DFND 1 757,488 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 868 28,624 SH   DFND 1 2 28,624 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 5,777 333,173 SH   DFND 1 332,320 0 853
ATLANTIC POWER CORP COM NEW 04878Q863 1,547 661,516 SH   DFND 1 649,916 0 11,600
ATLANTIC POWER CORP COM NEW 04878Q863 71 30,729 SH   DFND 1 2 30,729 0 0
ATLANTIC UNION BANKSHARES CO COM 04911A107 39,774 1,067,914 SH   DFND 1 1,067,914 0 0
ATLANTICA YIELD PLC SHS G0751N103 2,048 85,031 SH   DFND 1 82,457 0 2,574
ATLANTICUS HOLDINGS CORP COM 04914Y102 460 55,093 SH   DFND 1 55,093 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 8,396 332,817 SH   DFND 1 332,817 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 205 8,136 SH   DFND 1 2 8,136 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 24 64,817 SH   DFND 1 64,817 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 46,629 371,729 SH   DFND 1 371,729 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 189 1,514 SH   DFND 1 2 1,514 0 0
ATMOS ENERGY CORP COM 049560105 208,028 1,829,326 SH   DFND 1 1,823,846 0 5,480
ATN INTERNATIONAL INC COM 00215F107 9,089 155,725 SH   DFND 1 155,725 0 0
ATOMERA INC COM 04965B100 292 77,700 SH   DFND 1 77,700 0 0
ATOSSA GENETICS INC COM PAR 04962H506 176 89,903 SH   DFND 1 89,903 0 0
ATRECA INC - A CL A COM 04965G109 552 45,156 SH   DFND 1 45,156 0 0
ATRICURE INC COM 04963C209 12,740 510,836 SH   DFND 1 510,836 0 0
ATRION CORPORATION COM 049904105 16,738 21,482 SH   DFND 1 21,482 0 0
ATYR PHARMA INC COM NEW 002120202 45 13,040 SH   DFND 1 13,040 0 0
AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 109 44,381 SH   DFND 1 40,562 0 3,819
AUBURN NATL BANCORPORATION COM 050473107 395 8,417 SH   DFND 1 8,417 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 16,817 598,705 SH   DFND 1 598,705 0 0
AUDIOCODES LTD ORD M15342104 389 20,574 SH   DFND 1 20,574 0 0
AUDIOCODES LTD ORD M15342104 238 12,628 SH   DFND 1 2 12,628 0 0
AUDIOEYE INC COM NEW 050734201 115 29,792 SH   DFND 1 29,792 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 347 64,985 SH   DFND 1 64,985 0 0
AURORA CANNABIS INC COM 05156X108 67 15,288 SH   DFND 1 15,288 0 0
AURORA CANNABIS INC COMSTK 05156X108 3,801 870,583 SH   DFND 1 870,583 0 0
AUTODESK INC COM 052769106 438,266 2,972,421 SH   DFND 1 2,953,588 0 18,833
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 12,155 147,045 SH   DFND 1 147,045 0 0
AUTOLIV INC COM 052800109 52,133 661,610 SH   DFND 1 661,610 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 140 11,332 SH   DFND 1 11,332 0 0
AUTOMATIC DATA PROCESSING COM 053015103 1,191,426 7,388,265 SH   DFND 1 7,349,962 0 38,303
AUTONATION INC COM 05329W102 36,587 721,652 SH   DFND 1 706,906 0 14,746
AUTOWEB INC COM 05335B100 239 77,300 SH   DFND 1 77,300 0 0
AUTOZONE INC COM 053332102 502,134 463,158 SH   DFND 1 462,020 0 1,138
AUTOZONE INC COM 053332102 20 19 SH   DFND 1 2 19 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 192 46,220 SH   DFND 1 46,220 0 0
AVALARA INC COM 05338G106 46,027 684,015 SH   DFND 1 683,324 0 691
AVALON GLOBOCARE CORP COM 05344R104 207 110,746 SH   DFND 1 110,746 0 0
AVALON HOLDINGS CORP-A CL A 05343P109 22 10,368 SH   DFND 1 10,368 0 0
AVALONBAY COMMUNITIES INC COM 053484101 586,452 2,726,767 SH   DFND 1 2,720,295 0 6,472
AVALONBAY COMMUNITIES INC COM 053484101 26 124 SH   DFND 1 2 124 0 0
AVANGRID INC COM 05351W103 29,439 563,426 SH   DFND 1 563,426 0 0
AVANOS MEDICAL INC COM 05350V106 22,608 603,547 SH   DFND 1 591,580 0 11,967
AVANTOR INC COM 05352A100 33,623 2,287,311 SH   DFND 1 2,287,311 0 0
AVAYA HOLDINGS CORP COM 05351X101 13,795 1,348,565 SH   DFND 1 1,348,565 0 0
AVAYA HOLDINGS CORP COM 05351X101 716 70,000 SH   DFND 1 2 70,000 0 0
AVEDRO INC COM 05355N109 2,073 91,365 SH   DFND 1 91,365 0 0
AVENUE THERAPEUTICS INC COM NEW 05360L205 404 67,798 SH   DFND 1 67,798 0 0
AVEO PHARMACEUTICALS INC COM 053588109 961 1,138,124 SH   DFND 1 1,138,124 0 0
AVERY DENNISON CORP COM 053611109 143,320 1,263,928 SH   DFND 1 1,260,027 0 3,901
AVIAT NETWORKS INC COM NEW 05366Y201 356 26,118 SH   DFND 1 26,118 0 0
AVID BIOSERVICES INC COM 05368M106 3,857 727,872 SH   DFND 1 727,872 0 0
AVID TECHNOLOGY INC COM 05367P100 4,736 765,177 SH   DFND 1 765,177 0 0
AVINGER INC COM 053734604 18 22,052 SH   DFND 1 22,052 0 0
AVIS BUDGET GROUP INC COM 053774105 22,167 784,404 SH   DFND 1 769,729 0 14,675
AVIS BUDGET GROUP INC COM 053774105 154 5,452 SH   DFND 1 2 5,452 0 0
AVISTA CORP COM 05379B107 39,852 822,713 SH   DFND 1 822,713 0 0
AVNET INC COM 053807103 61,929 1,392,135 SH   DFND 1 1,366,143 0 25,992
AVNET INC COM 053807103 281 6,334 SH   DFND 1 2 6,334 0 0
AVON PRODUCTS INC COM 054303102 14,911 3,389,061 SH   DFND 1 3,387,526 0 1,535
AVROBIO INC COM 05455M100 3,932 278,532 SH   DFND 1 278,532 0 0
AVX CORP COM 002444107 9,263 609,445 SH   DFND 1 608,896 0 549
AVX CORP COM 002444107 58 3,836 SH   DFND 1 2 3,836 0 0
AWARE INC/MASS COM 05453N100 104 35,720 SH   DFND 1 35,720 0 0
AXA EQUITABLE HOLDINGS INC COM 054561105 66,744 3,014,015 SH   DFND 1 3,014,015 0 0
AXA EQUITABLE HOLDINGS INC COM 054561105 425 19,216 SH   DFND 1 2 19,216 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 64,332 2,135,331 SH   DFND 1 2,135,331 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 78 2,613 SH   DFND 1 2 2,613 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 7,375 431,597 SH   DFND 1 431,597 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 60,060 900,191 SH   DFND 1 900,191 0 0
AXOGEN INC COM 05463X106 5,741 460,022 SH   DFND 1 459,220 0 802
AXON ENTERPRISE INC COM 05464C101 44,924 791,206 SH   DFND 1 776,297 0 14,909
AXON ENTERPRISE INC COM 05464C101 35 620 SH   DFND 1 2 620 0 0
AXONICS MODULATION TECHNOLOG COM 05465P101 4,207 156,295 SH   DFND 1 156,295 0 0
AXOS FINANCIAL INC COM 05465C100 19,413 702,122 SH   DFND 1 702,122 0 0
AXOVANT GENE THERAPIES LTD COM G0750W203 129 20,115 SH   DFND 1 20,115 0 0
AXSOME THERAPEUTICS INC COM 05464T104 6,955 343,636 SH   DFND 1 343,636 0 0
AXT INC COM 00246W103 1,715 481,810 SH   DFND 1 481,810 0 0
AYTU BIOSCIENCE INC COM PAR 054754700 79 65,457 SH   DFND 1 65,457 0 0
AZZ INC COM 002474104 14,263 327,453 SH   DFND 1 327,453 0 0
AZZ INC COM 002474104 284 6,539 SH   DFND 1 2 6,539 0 0
B COMMUNICATIONS LTD SHS M15629104 20 17,227 SH   DFND 1 17,227 0 0
B&G FOODS INC COM 05508R106 19,059 1,007,893 SH   DFND 1 1,007,018 0 875
B. RILEY FINANCIAL INC COM 05580M108 5,369 227,309 SH   DFND 1 227,309 0 0
B2GOLD CORP COMSTK 11777Q209 582 179,169 SH   DFND 1 179,169 0 0
B2GOLD CORP COMSTK 11777Q209 557 171,251 SH   DFND 1 2 171,251 0 0
BABCOCK & WILCOX ENTERPR COM 05614L209 774 161,640 SH   DFND 1 161,640 0 0
BADGER METER INC COM 056525108 21,323 397,086 SH   DFND 1 397,086 0 0
BADGER METER INC COM 056525108 126 2,350 SH   DFND 1 2 2,350 0 0
BAIDU INC - SPON ADR SPON ADR REP A 056752108 84,967 830,705 SH   DFND 1 819,311 0 11,394
BAKER HUGHES A GE CO CL A 05722G100 219,738 9,485,701 SH   DFND 1 9,455,603 0 30,098
BAKER HUGHES A GE CO CL A 05722G100 11 493 SH   DFND 1 2 493 0 0
BALCHEM CORP COM 057665200 41,535 418,745 SH   DFND 1 418,745 0 0
BALL CORP COM 058498106 367,219 5,051,188 SH   DFND 1 5,035,793 0 15,395
BALLANTYNE STRONG INC COM 058516105 204 65,729 SH   DFND 1 65,729 0 0
BALLARD POWER SYSTEMS INC COM 058586108 798 163,472 SH   DFND 1 163,472 0 0
BALLARD POWER SYSTEMS INC COMSTK 058586108 83 17,180 SH   DFND 1 17,180 0 0
BANC OF CALIFORNIA INC COM 05990K106 7,831 553,860 SH   DFND 1 553,860 0 0
BANCFIRST CORP COM 05945F103 19,515 352,135 SH   DFND 1 352,135 0 0
BANCFIRST CORP COM 05945F103 120 2,175 SH   DFND 1 2 2,175 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 274 52,764 SH   DFND 1 45,030 0 7,734
BANCO MACRO SA-ADR SPON ADR B 05961W105 2,669 103,239 SH   DFND 1 103,239 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 381 94,873 SH   DFND 1 84,012 0 10,861
BANCOLOMBIA S.A.-SPONS ADR SPON ADR PREF 05968L102 780 15,788 SH   DFND 1 15,500 0 288
BANCORP INC/THE COM 05969A105 7,147 721,965 SH   DFND 1 721,965 0 0
BANCORP INC/THE COM 05969A105 316 31,966 SH   DFND 1 2 31,966 0 0
BANCORPSOUTH BANK COM 05971J102 36,004 1,215,951 SH   DFND 1 1,192,452 0 23,499
BANCROFT FUND LTD COM 059695106 1,011 42,792 SH   DFND 1 2 42,792 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 13,035 200,200 SH   DFND 1 200,200 0 0
BANK FIRST CORP COM 06211J100 4,430 66,945 SH   DFND 1 66,945 0 0
BANK OF AMERICA CORP COM 060505104 3,412,067 117,141,815 SH   DFND 1 116,734,594 0 407,221
BANK OF COMMERCE HOLDINGS COM 06424J103 2,413 221,642 SH   DFND 1 221,642 0 0
BANK OF HAWAII CORP COM 062540109 43,141 502,053 SH   DFND 1 491,863 0 10,190
BANK OF MARIN BANCORP/CA COM 063425102 7,303 176,024 SH   DFND 1 176,024 0 0
BANK OF MONTREAL COM 063671101 798 10,827 SH   DFND 1 10,128 0 699
BANK OF MONTREAL COMSTK 063671101 59,771 804,834 SH   DFND 1 804,834 0 0
BANK OF N.T. BUTTERFIELD&SON SHS NEW G0772R208 7,981 269,285 SH   DFND 1 269,285 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 512,878 11,364,482 SH   DFND 1 11,324,191 0 40,291
BANK OF NEW YORK MELLON CORP COM 064058100 33 745 SH   DFND 1 2 745 0 0
BANK OF NOVA SCOTIA COM 064149107 1,245 21,912 SH   DFND 1 21,251 0 661
BANK OF NOVA SCOTIA COMSTK 064149107 87,718 1,531,955 SH   DFND 1 1,531,955 0 0
BANK OF SOUTH CAROLINA CORP COM 065066102 214 11,494 SH   DFND 1 11,494 0 0
BANK OZK COM 06417N103 39,253 1,439,424 SH   DFND 1 1,409,102 0 30,322
BANK OZK COM 06417N103 49 1,814 SH   DFND 1 2 1,814 0 0
BANK7 CORP COM 06652N107 358 19,084 SH   DFND 1 19,084 0 0
BANKFINANCIAL CORP COM 06643P104 2,424 203,752 SH   DFND 1 203,752 0 0
BANKUNITED INC COM 06652K103 33,073 983,743 SH   DFND 1 983,743 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 2,661 96,778 SH   DFND 1 96,778 0 0
BANNER CORPORATION COM NEW 06652V208 25,536 454,624 SH   DFND 1 454,624 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 5,325 125,278 SH   DFND 1 124,731 0 547
BAR HARBOR BANKSHARES COM 066849100 4,483 179,846 SH   DFND 1 179,846 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 387 52,780 SH   DFND 1 49,991 0 2,789
BARCLAYS PLC-SPONS ADR ADR 06738E204 1,407 191,751 SH   DFND 1 2 191,751 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 1,551 497,122 SH   DFND 1 496,939 0 183
BARNES GROUP INC COM 067806109 30,602 593,760 SH   DFND 1 593,760 0 0
BARNWELL INDUSTRIES INC COM 068221100 7 14,145 SH   DFND 1 14,145 0 0
BARRETT BUSINESS SVCS INC COM 068463108 12,203 137,397 SH   DFND 1 136,857 0 540
BARRETT BUSINESS SVCS INC COM 068463108 557 6,282 SH   DFND 1 2 6,282 0 0
BARRICK GOLD CORP COM 067901108 896 51,707 SH   DFND 1 49,737 0 1,970
BARRICK GOLD CORP COMSTK 067901108 38,074 2,188,777 SH   DFND 1 2,188,777 0 0
BASIC ENERGY SERVICES INC COM NEW 06985P209 217 151,283 SH   DFND 1 151,283 0 0
BASSETT FURNITURE INDS COM 070203104 1,973 128,962 SH   DFND 1 128,962 0 0
BASSETT FURNITURE INDS COM 070203104 67 4,396 SH   DFND 1 2 4,396 0 0
BAT GROUP INC COM 07039P104 7 16,515 SH   DFND 1 16,515 0 0
BAUSCH HEALTH COS INC COMSTK 071734107 8,412 388,026 SH   DFND 1 388,026 0 0
BAUSCH HEALTH COS INC COMSTK 071734107 17 820 SH   DFND 1 2 820 0 0
BAXTER INTERNATIONAL INC COM 071813109 608,622 6,969,857 SH   DFND 1 6,944,564 0 25,293
BAXTER INTERNATIONAL INC COM 071813109 38 437 SH   DFND 1 2 437 0 0
BAYCOM CORP COM 07272M107 3,115 137,193 SH   DFND 1 137,193 0 0
BAYTEX ENERGY CORP COMSTK 07317Q105 79 54,000 SH   DFND 1 54,000 0 0
BB&T CORP COM 054937107 549,485 10,313,749 SH   DFND 1 10,276,286 0 37,463
BBQ HOLDINGS INC COM 05551A109 160 33,411 SH   DFND 1 33,411 0 0
BBVA ARGENTINA SA-ADR SPONSORED ADR 07329M100 647 148,595 SH   DFND 1 148,595 0 0
BBX CAPITAL CORP CL A 05491N104 3,968 849,753 SH   DFND 1 837,796 0 11,957
BBX CAPITAL CORP CL A 05491N104 54 11,626 SH   DFND 1 2 11,626 0 0
BCB BANCORP INC COM 055298103 1,946 151,599 SH   DFND 1 151,599 0 0
BCE INC COM NEW 05534B760 302 6,244 SH   DFND 1 4,986 0 1,258
BCE INC COMSTK 05534B760 18,191 337,882 SH   DFND 1 337,882 0 0
BCE INC COMSTK 05534B760 26 549 SH   DFND 1 2 549 0 0
BEACON ROOFING SUPPLY INC COM 073685109 30,369 905,740 SH   DFND 1 905,740 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 69 22,555 SH   DFND 1 22,555 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 5,143 345,176 SH   DFND 1 345,176 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 427 28,672 SH   DFND 1 2 28,672 0 0
BECTON DICKINSON AND CO COM 075887109 900,857 3,567,578 SH   DFND 1 3,554,461 0 13,117
BED BATH & BEYOND INC COM 075896100 18,504 1,739,167 SH   DFND 1 1,705,386 0 33,781
BEIGENE LTD-ADR SPONSORED ADR 07725L102 20,164 166,470 SH   DFND 1 166,348 0 122
BEL FUSE INC-CL B CL B 077347300 2,193 145,962 SH   DFND 1 145,962 0 0
BELDEN INC COM 077454106 31,400 588,680 SH   DFND 1 578,989 0 9,691
BELLEROPHON THERAPEUTICS INC COM 078771102 112 232,890 SH   DFND 1 232,890 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 370 352,585 SH   DFND 1 352,585 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 14,229 489,672 SH   DFND 1 489,672 0 0
BENEFITFOCUS INC COM 08180D106 9,284 389,941 SH   DFND 1 389,941 0 0
BERKSHIRE HATHAWAY INC-CL A CL A 084670108 2,182 7 SH   DFND 1 7 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 5,502,492 26,492,760 SH   DFND 1 26,399,665 0 93,095
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 58 283 SH   DFND 1 2 283 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 16,215 553,604 SH   DFND 1 553,604 0 0
BERRY GLOBAL GROUP INC COM 08579W103 56,055 1,427,435 SH   DFND 1 1,427,435 0 0
BERRY GLOBAL GROUP INC COM 08579W103 145 3,716 SH   DFND 1 2 3,716 0 0
BERRY PETROLEUM CORP COM 08579X101 6,403 684,137 SH   DFND 1 684,137 0 0
BEST BUY CO INC COM 086516101 252,482 3,665,159 SH   DFND 1 3,653,021 0 12,138
BEST BUY CO INC COM 086516101 453 6,579 SH   DFND 1 2 6,579 0 0
BEYOND MEAT INC COM 08862E109 25,311 170,307 SH   DFND 1 170,307 0 0
BEYONDSPRING INC SHS G10830100 1,252 69,213 SH   DFND 1 69,213 0 0
BG STAFFING INC COM 05544A109 2,144 112,215 SH   DFND 1 111,939 0 276
BGC PARTNERS INC-CL A CL A 05541T101 17,682 3,214,926 SH   DFND 1 3,213,650 0 1,276
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 1,144 23,177 SH   DFND 1 21,544 0 1,633
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 584 11,841 SH   DFND 1 2 11,841 0 0
BHP GROUP PLC-ADR SPONSORED ADR 05545E209 1,290 30,135 SH   DFND 1 29,382 0 753
BHP GROUP PLC-ADR SPONSORED ADR 05545E209 354 8,283 SH   DFND 1 2 8,283 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 342 164,810 SH   DFND 1 164,810 0 0
BIG LOTS INC COM 089302103 12,110 494,305 SH   DFND 1 494,305 0 0
BIGLARI HOLDINGS INC-A COM STK CL A 08986R408 407 726 SH   DFND 1 726 0 0
BIGLARI HOLDINGS INC-B COM STK CL B 08986R309 1,340 12,294 SH   DFND 1 12,294 0 0
BILIBILI INC-SPONSORED ADR SPONS ADS REP Z 090040106 813 57,632 SH   DFND 1 57,632 0 0
BIOCEPT INC COM PAR 09072V402 57 70,353 SH   DFND 1 70,353 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 4,249 1,483,362 SH   DFND 1 1,483,362 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 4,221 1,002,844 SH   DFND 1 1,002,844 0 0
BIOGEN INC COM 09062X103 773,946 3,328,001 SH   DFND 1 3,311,755 0 16,246
BIOGEN INC COM 09062X103 1,758 7,551 SH   DFND 1 2 7,551 0 0
BIOHAVEN PHARMACEUTICAL HOLD COM G11196105 21,595 517,620 SH   DFND 1 517,620 0 0
BIOLASE INC COM NEW 090911207 46 48,715 SH   DFND 1 48,715 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 2,252 135,482 SH   DFND 1 135,482 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 123,096 1,827,670 SH   DFND 1 1,820,511 0 7,159
BIOMARIN PHARMACEUTICAL INC COM 09061G101 35 530 SH   DFND 1 2 530 0 0
BIO-PATH HOLDINGS INC COM 09057N300 189 19,972 SH   DFND 1 19,972 0 0
BIOPHARMX CORP COM NEW 09072X309 8 26,866 SH   DFND 1 26,866 0 0
BIO-RAD LABORATORIES-A CL A 090572207 76,745 230,646 SH   DFND 1 225,255 0 5,391
BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1,650 200,036 SH   DFND 1 200,036 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 4,926 92,059 SH   DFND 1 92,059 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 202 3,781 SH   DFND 1 2 3,781 0 0
BIO-TECHNE CORP COM 09073M104 88,210 450,813 SH   DFND 1 441,165 0 9,648
BIO-TECHNE CORP COM 09073M104 277 1,420 SH   DFND 1 2 1,420 0 0
BIOTELEMETRY INC COM 090672106 18,395 451,650 SH   DFND 1 451,072 0 578
BIOXCEL THERAPEUTICS INC COM 09075P105 435 61,909 SH   DFND 1 61,909 0 0
BJ'S RESTAURANTS INC COM 09180C106 11,804 303,925 SH   DFND 1 303,925 0 0
BJ'S WHOLESALE CLUB HOLDINGS COM 05550J101 37,666 1,455,992 SH   DFND 1 1,455,616 0 376
BK TECHNOLOGIES CORP COM 05587G104 264 78,830 SH   DFND 1 78,830 0 0
BLACK HILLS CORP COM 092113109 59,468 775,031 SH   DFND 1 759,714 0 15,317
BLACK KNIGHT INC COM 09215C105 90,574 1,483,361 SH   DFND 1 1,483,361 0 0
BLACKBAUD INC COM 09227Q100 59,468 658,273 SH   DFND 1 645,939 0 12,334
BLACKBERRY LTD COM 09228F103 74 14,182 SH   DFND 1 9,929 0 4,253
BLACKBERRY LTD COMSTK 09228F103 3,180 611,092 SH   DFND 1 611,092 0 0
BLACKLINE INC COM 09239B109 29,718 621,595 SH   DFND 1 621,595 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 201 40,188 SH   DFND 1 2 40,188 0 0
BLACKROCK ENHANCED INTERNATI COM BENE INTER 092524107 372 68,562 SH   DFND 1 2 68,562 0 0
BLACKROCK INC COM 09247X101 693,847 1,559,626 SH   DFND 1 1,553,716 0 5,910
BLACKROCK INC COM 09247X101 31 71 SH   DFND 1 2 71 0 0
BLACKROCK RESOURCES & COMMOD SHS 09257A108 333 44,637 SH   DFND 1 2 44,637 0 0
BLACKROCK TCP CAPITAL CORP COM 09259E108 349 25,769 SH   DFND 1 2 25,769 0 0
BLACKSTONE GROUP INC/THE-A COM CL A 09260D107 234,923 4,810,067 SH   DFND 1 4,810,067 0 0
BLACKSTONE MORTGAGE TRU-CL A COM CL A 09257W100 66,207 1,830,500 SH   DFND 1 1,828,852 0 1,648
BLINK CHARGING CO COM 09354A100 231 89,888 SH   DFND 1 89,888 0 0
BLOOM ENERGY CORP- A COM CL A 093712107 1,417 436,080 SH   DFND 1 436,080 0 0
BLOOMIN' BRANDS INC COM 094235108 23,543 1,243,711 SH   DFND 1 1,243,711 0 0
BLUCORA INC COM 095229100 13,949 644,597 SH   DFND 1 643,890 0 707
BLUCORA INC COM 095229100 161 7,486 SH   DFND 1 2 7,486 0 0
BLUE APRON HOLDINGS INC-A CL A NEW 09523Q200 313 37,240 SH   DFND 1 37,240 0 0
BLUE BIRD CORP COM 095306106 3,885 204,124 SH   DFND 1 204,124 0 0
BLUE CAPITAL REINSURANCE HOL COM G1190F107 176 23,939 SH   DFND 1 23,939 0 0
BLUEBIRD BIO INC COM 09609G100 56,814 618,755 SH   DFND 1 618,755 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 955 102,554 SH   DFND 1 102,554 0 0
BLUEKNIGHT ENERGY PARTNERS L COM UNIT 09625U109 80 72,117 SH   DFND 1 72,117 0 0
BLUELINX HOLDINGS INC COM NEW 09624H208 3,854 119,217 SH   DFND 1 118,239 0 978
BLUEPRINT MEDICINES CORP COM 09627Y109 48,615 661,706 SH   DFND 1 661,706 0 0
BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 3,537 300,556 SH   DFND 1 300,556 0 0
BMC STOCK HOLDINGS INC COM 05591B109 24,001 916,787 SH   DFND 1 914,878 0 1,909
BOEING CO/THE COM 097023105 2,656,364 6,991,926 SH   DFND 1 6,967,139 0 24,787
BOINGO WIRELESS INC COM 09739C102 6,465 582,445 SH   DFND 1 582,445 0 0
BOISE CASCADE CO COM 09739D100 17,353 532,491 SH   DFND 1 532,491 0 0
BOK FINANCIAL CORPORATION COM NEW 05561Q201 31,475 397,671 SH   DFND 1 397,671 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 5,674 253,422 SH   DFND 1 253,422 0 0
BOOKING HOLDINGS INC COM 09857L108 1,334,385 680,676 SH   DFND 1 676,981 0 3,695
BOOKING HOLDINGS INC COM 09857L108 127 65 SH   DFND 1 2 65 0 0
BOOT BARN HOLDINGS INC COM 099406100 12,377 354,664 SH   DFND 1 354,664 0 0
BOOZ ALLEN HAMILTON HOLDINGS CL A 099502106 112,709 1,587,016 SH   DFND 1 1,587,016 0 0
BORGWARNER INC COM 099724106 140,053 3,823,102 SH   DFND 1 3,813,522 0 9,580
BORGWARNER INC COM 099724106 306 8,363 SH   DFND 1 2 8,363 0 0
BOSTON BEER COMPANY INC-A CL A 100557107 46,125 126,690 SH   DFND 1 124,386 0 2,304
BOSTON OMAHA CORP-CL A COM 101044105 2,597 131,005 SH   DFND 1 131,005 0 0
BOSTON PRIVATE FINL HOLDING COM 101119105 13,640 1,170,358 SH   DFND 1 1,170,358 0 0
BOSTON PROPERTIES INC COM 101121101 348,102 2,687,923 SH   DFND 1 2,681,258 0 6,665
BOSTON SCIENTIFIC CORP COM 101137107 753,982 18,562,488 SH   DFND 1 18,497,901 0 64,587
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 21,018 534,135 SH   DFND 1 534,135 0 0
BOULDER GROWTH & INCOME FUND COM 101507101 927 82,857 SH   DFND 1 2 82,857 0 0
BOX INC - CLASS A CL A 10316T104 33,540 2,025,420 SH   DFND 1 2,025,420 0 0
BOXLIGHT CORP - CLASS A COM CL A 103197109 84 46,027 SH   DFND 1 46,027 0 0
BOXWOOD MERGER CORP - 21 *W EXP 11/26/202 10319T119 723 1,033,333 SH   DFND 1 2 1,033,333 0 0
BOXWOOD MERGER CORP-CLASS A COM CL A 10319T101 1,008 100,000 SH   DFND 1 2 100,000 0 0
BOYD GAMING CORP COM 103304101 24,526 1,024,084 SH   DFND 1 1,004,012 0 20,072
BOYD GAMING CORP COM 103304101 91 3,831 SH   DFND 1 2 3,831 0 0
BP PLC-SPONS ADR SPONSORED ADR 055622104 6,976 183,647 SH   DFND 1 183,647 0 0
BRADY CORPORATION - CL A CL A 104674106 40,944 771,816 SH   DFND 1 771,816 0 0
BRADY CORPORATION - CL A CL A 104674106 507 9,575 SH   DFND 1 2 9,575 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 3,836 408,585 SH   DFND 1 408,585 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 558 143,236 SH   DFND 1 143,236 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 37,953 2,505,163 SH   DFND 1 2,505,163 0 0
BRF SA-ADR SPONSORED ADR 10552T107 585 63,868 SH   DFND 1 62,093 0 1,775
BRICKELL BIOTECH INC COM 10802T105 66 15,954 SH   DFND 1 15,954 0 0
BRIDGE BANCORP INC COM 108035106 7,340 248,319 SH   DFND 1 248,319 0 0
BRIDGEBIO PHARMA INC COM 10806X102 7,202 335,448 SH   DFND 1 335,448 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 3,277 274,537 SH   DFND 1 274,537 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 4 400 SH   DFND 1 2 400 0 0
BRIDGFORD FOODS CORP COM 108763103 459 15,235 SH   DFND 1 15,235 0 0
BRIGGS & STRATTON COM 109043109 3,344 551,861 SH   DFND 1 551,861 0 0
BRIGHAM MINERALS INC-CL A CL A COM 10918L103 4,141 208,124 SH   DFND 1 208,124 0 0
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 98,390 644,910 SH   DFND 1 644,910 0 0
BRIGHTCOVE COM 10921T101 4,912 468,726 SH   DFND 1 468,726 0 0
BRIGHTHOUSE FINANCIAL INC COM 10922N103 53,735 1,328,554 SH   DFND 1 1,299,929 0 28,625
BRIGHTSPHERE INVESTMENT GROU COM 10948W103 8,028 810,099 SH   DFND 1 810,099 0 0
BRIGHTVIEW HOLDINGS INC COM 10948C107 6,406 373,579 SH   DFND 1 373,579 0 0
BRINKER INTERNATIONAL INC COM 109641100 27,186 637,140 SH   DFND 1 627,734 0 9,406
BRINK'S CO/THE COM 109696104 52,217 629,509 SH   DFND 1 616,967 0 12,542
BRISTOL-MYERS SQUIBB CO COM 110122108 1,389,178 27,424,763 SH   DFND 1 27,345,572 0 79,191
BRITISH AMERICAN TOB-SP ADR SPONSORED ADR 110448107 2,418 68,719 SH   DFND 1 68,719 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 117,343 5,783,326 SH   DFND 1 5,705,801 0 77,525
BROADCOM INC COM 11135F101 1,514,040 5,491,473 SH   DFND 1 5,456,578 0 34,895
BROADCOM INC COM 11135F101 24 89 SH   DFND 1 2 89 0 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 216,828 1,744,874 SH   DFND 1 1,739,299 0 5,575
BROADWIND ENERGY INC COM NEW 11161T207 142 84,042 SH   DFND 1 84,042 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 17,908 2,362,599 SH   DFND 1 2,362,599 0 0
BROOKFIELD ASSET MANAGE-CL A CL A LTD VT SH 112585104 861 16,219 SH   DFND 1 14,364 0 1,855
BROOKFIELD ASSET MANAGE-CL A COMSTK 112585104 59,326 1,108,045 SH   DFND 1 1,108,045 0 0
BROOKFIELD ASSET MANAGE-CL A COMSTK 112585104 7 150 SH   DFND 1 2 150 0 0
BROOKFIELD PROPERTY PARTNERS UNIT LTD PARTN G16249107 6,221 306,513 SH   DFND 1 306,513 0 0
BROOKFIELD PROPERTY REIT I-A CL A 11282X103 4,085 200,358 SH   DFND 1 200,358 0 0
BROOKLINE BANCORP INC COM 11373M107 16,068 1,090,877 SH   DFND 1 1,090,877 0 0
BROOKS AUTOMATION INC COM 114340102 35,267 952,399 SH   DFND 1 952,399 0 0
BROWN & BROWN INC COM 115236101 95,555 2,649,897 SH   DFND 1 2,591,337 0 58,560
BROWN & BROWN INC COM 115236101 239 6,651 SH   DFND 1 2 6,651 0 0
BROWN-FORMAN CORP-CLASS A CL A 115637100 11,804 197,557 SH   DFND 1 197,557 0 0
BROWN-FORMAN CORP-CLASS B CL B 115637209 207,909 3,316,879 SH   DFND 1 3,308,438 0 8,441
BRP INC/CA- SUB VOTING COM SUN VTG 05577W200 933 24,000 SH   DFND 1 24,000 0 0
BRP INC/CA- SUB VOTING COMSTK 05577W200 318 8,197 SH   DFND 1 8,197 0 0
BRP INC/CA- SUB VOTING COMSTK 05577W200 332 8,539 SH   DFND 1 2 8,539 0 0
BRT APARTMENTS CORP COM 055645303 2,870 196,885 SH   DFND 1 196,885 0 0
BRUKER CORP COM 116794108 62,128 1,414,260 SH   DFND 1 1,414,260 0 0
BRUKER CORP COM 116794108 593 13,520 SH   DFND 1 2 13,520 0 0
BRUNSWICK CORP COM 117043109 47,312 907,768 SH   DFND 1 886,265 0 21,503
BRYN MAWR BANK CORP COM 117665109 9,447 258,774 SH   DFND 1 258,774 0 0
BSQUARE CORP COM NEW 11776U300 62 51,409 SH   DFND 1 51,409 0 0
BUCKEYE PARTNERS LP UNIT LTD PARTN 118230101 996 24,262 SH   DFND 1 2 24,262 0 0
BUCKLE INC/THE COM 118440106 7,664 372,064 SH   DFND 1 372,064 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 303 96,345 SH   DFND 1 96,345 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 31,058 1,509,512 SH   DFND 1 1,509,512 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 495 24,106 SH   DFND 1 2 24,106 0 0
BUNGE LTD COM G16962105 90,676 1,602,545 SH   DFND 1 1,602,545 0 0
BURLINGTON STORES INC COM 122017106 132,173 661,954 SH   DFND 1 661,954 0 0
BUSINESS FIRST BANCSHARES COM 12326C105 3,803 155,891 SH   DFND 1 155,891 0 0
BWX TECHNOLOGIES INC COM 05605H100 54,920 959,975 SH   DFND 1 959,975 0 0
BXMT 4.375 05/05/22 NOTE 4.375% 5/0 09257WAB6 5,206 5,000,000 PRN   DFND 1 2 5,000,000 0 0
BYLINE BANCORP INC COM 124411109 4,935 276,039 SH   DFND 1 276,039 0 0
C & F FINANCIAL CORP COM 12466Q104 2,005 38,092 SH   DFND 1 38,092 0 0
C&J ENERGY SERVICES INC COM 12674R100 8,780 818,272 SH   DFND 1 818,272 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 184,343 2,177,105 SH   DFND 1 2,170,797 0 6,308
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 8 98 SH   DFND 1 2 98 0 0
CABLE ONE INC COM 12685J105 88,812 70,775 SH   DFND 1 69,516 0 1,259
CABLE ONE INC COM 12685J105 597 476 SH   DFND 1 2 476 0 0
CABOT CORP COM 127055101 28,461 628,002 SH   DFND 1 613,508 0 14,494
CABOT MICROELECTRONICS CORP COM 12709P103 53,304 377,483 SH   DFND 1 377,483 0 0
CABOT OIL & GAS CORP COM 127097103 112,895 6,435,217 SH   DFND 1 6,415,928 0 19,289
CABOT OIL & GAS CORP COM 127097103 24 1,374 SH   DFND 1 2 1,374 0 0
CACI INTERNATIONAL INC -CL A CL A 127190304 62,574 270,582 SH   DFND 1 264,341 0 6,241
CACTUS INC - A CL A 127203107 17,076 590,059 SH   DFND 1 590,059 0 0
CACTUS INC - A CL A 127203107 31 1,085 SH   DFND 1 2 1,085 0 0
CADENCE BANCORP CL A 12739A100 27,712 1,579,947 SH   DFND 1 1,579,947 0 0
CADENCE DESIGN SYS INC COM 127387108 378,166 5,728,869 SH   DFND 1 5,704,862 0 24,007
CADENCE DESIGN SYS INC COM 127387108 1,177 17,812 SH   DFND 1 2 17,812 0 0
CADIZ INC COM NEW 127537207 3,277 262,403 SH   DFND 1 262,403 0 0
CAE INC COM 124765108 394 15,521 SH   DFND 1 13,989 0 1,532
CAE INC COMSTK 124765108 7,930 313,354 SH   DFND 1 313,354 0 0
CAE INC COMSTK 124765108 38 1,500 SH   DFND 1 2 1,500 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 74,163 6,360,486 SH   DFND 1 6,221,079 0 139,407
CAESARS ENTERTAINMENT CORP COM 127686103 946 81,177 SH   DFND 1 2 81,177 0 0
CAESARSTONE LTD ORD SHS M20598104 2,313 139,258 SH   DFND 1 139,258 0 0
CAI INTERNATIONAL INC COM 12477X106 4,654 213,796 SH   DFND 1 213,796 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 117 46,538 SH   DFND 1 46,538 0 0
CALAMP CORP COM 128126109 5,175 449,229 SH   DFND 1 449,229 0 0
CALAVO GROWERS INC COM 128246105 20,493 215,311 SH   DFND 1 215,311 0 0
CALERES INC COM 129500104 12,475 532,908 SH   DFND 1 532,908 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 6,522 639,428 SH   DFND 1 639,428 0 0
CALIFORNIA WATER SERVICE GRP COM 130788102 31,636 597,701 SH   DFND 1 597,701 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,759 569,298 SH   DFND 1 569,298 0 0
CALIX INC COM 13100M509 6,500 1,017,364 SH   DFND 1 1,017,364 0 0
CALLAWAY GOLF COMPANY COM 131193104 22,070 1,137,061 SH   DFND 1 1,137,061 0 0
CALLON PETROLEUM CO COM 13123X102 12,183 2,807,303 SH   DFND 1 2,807,303 0 0
CAL-MAINE FOODS INC COM NEW 128030202 16,897 422,920 SH   DFND 1 422,920 0 0
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 224 61,788 SH   DFND 1 61,788 0 0
CALYXT INC COM 13173L107 747 132,559 SH   DFND 1 132,559 0 0
CAMBIUM NETWORKS CORP SHS G17766109 282 29,113 SH   DFND 1 29,113 0 0
CAMBREX CORP COM 132011107 25,301 425,230 SH   DFND 1 425,230 0 0
CAMBREX CORP COM 132011107 799 13,444 SH   DFND 1 2 13,444 0 0
CAMBRIDGE BANCORP COM 132152109 3,661 48,808 SH   DFND 1 48,808 0 0
CAMDEN NATIONAL CORP COM 133034108 8,961 206,874 SH   DFND 1 206,874 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 167,889 1,512,898 SH   DFND 1 1,488,611 0 24,287
CAMECO CORP COM 13321L108 132 13,990 SH   DFND 1 13,990 0 0
CAMECO CORP COMSTK 13321L108 4,532 479,983 SH   DFND 1 479,983 0 0
CAMPBELL SOUP CO COM 134429109 115,303 2,461,353 SH   DFND 1 2,452,754 0 8,599
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 3,618 406,543 SH   DFND 1 406,543 0 0
CAMTEK LTD ORD M20791105 177 18,904 SH   DFND 1 18,904 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 798 9,668 SH   DFND 1 9,311 0 357
CAN IMPERIAL BK OF COMMERCE COMSTK 136069101 46,781 562,298 SH   DFND 1 562,298 0 0
CANADA GOOSE HOLDINGS INC COMSTK 135086106 439 9,992 SH   DFND 1 9,992 0 0
CANADIAN NATL RAILWAY CO COM 136375102 1,786 19,884 SH   DFND 1 19,148 0 736
CANADIAN NATL RAILWAY CO COMSTK 136375102 86,749 963,975 SH   DFND 1 963,975 0 0
CANADIAN NATL RAILWAY CO COMSTK 136375102 37 421 SH   DFND 1 2 421 0 0
CANADIAN NATURAL RESOURCES COM 136385101 207 7,802 SH   DFND 1 7,802 0 0
CANADIAN NATURAL RESOURCES COMSTK 136385101 415 15,630 SH   DFND 1 2 15,630 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 865 3,890 SH   DFND 1 3,736 0 154
CANADIAN PACIFIC RAILWAY LTD COMSTK 13645T100 41,293 185,406 SH   DFND 1 185,406 0 0
CANADIAN PACIFIC RAILWAY LTD COMSTK 13645T100 74 336 SH   DFND 1 2 336 0 0
CANADIAN SOLAR INC COM 136635109 1,079 57,176 SH   DFND 1 57,176 0 0
CANADIAN SOLAR INC COM 136635109 394 20,875 SH   DFND 1 2 20,875 0 0
CANCER GENETICS INC COM 13739U104 22 221,803 SH   DFND 1 221,803 0 0
CANNAE HOLDINGS INC COM 13765N107 23,098 840,873 SH   DFND 1 840,873 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 2,258 84,594 SH   DFND 1 82,171 0 2,423
CANOPY GROWTH CORP COMSTK 138035100 1,164 52,160 SH   DFND 1 52,160 0 0
CANTEL MEDICAL CORP COM 138098108 31,540 421,667 SH   DFND 1 412,448 0 9,219
CAPITAL BANCORP INC/MD COM 139737100 802 58,946 SH   DFND 1 58,946 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 4,906 178,731 SH   DFND 1 178,731 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 606,844 6,681,089 SH   DFND 1 6,659,279 0 21,810
CAPITAL ONE FINANCIAL CORP COM 14040H105 34 381 SH   DFND 1 2 381 0 0
CAPITAL PRODUCT PARTNERS LP PARTNERSHP UNITS Y11082206 106 9,983 SH   DFND 1 9,983 0 0
CAPITAL PRODUCT PARTNERS LP PARTNERSHP UNITS Y11082206 602 56,338 SH   DFND 1 2 56,338 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 974 222,485 SH   DFND 1 222,485 0 0
CAPITAL SOUTHWEST CORP COM 140501107 252 11,586 SH   DFND 1 11,586 0 0
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 25,416 1,844,417 SH   DFND 1 1,844,417 0 0
CAPRI HOLDINGS LTD SHS G1890L107 78,345 2,366,202 SH   DFND 1 2,359,220 0 6,982
CAPRI HOLDINGS LTD SHS G1890L107 120 3,637 SH   DFND 1 2 3,637 0 0
CAPRICOR THERAPEUTICS INC COM NEW 14070B309 48 13,045 SH   DFND 1 13,045 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 3,052 184,119 SH   DFND 1 184,119 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 8,798 1,197,095 SH   DFND 1 1,187,195 0 9,900
CAPSTONE TURBINE CORP COM NEW 14067D409 202 397,235 SH   DFND 1 397,235 0 0
CARA THERAPEUTICS INC COM 140755109 9,602 525,275 SH   DFND 1 525,275 0 0
CARB 2.5 04/01/22 NOTE 2.500% 4/0 141337AB1 9,522 10,000,000 PRN   DFND 1 2 10,000,000 0 0
CARBO CERAMICS INC COM 140781105 375 156,498 SH   DFND 1 156,498 0 0
CARBON BLACK INC COM 14081R103 17,553 675,390 SH   DFND 1 675,390 0 0
CARBON BLACK INC COM 14081R103 649 25,000 SH   DFND 1 2 25,000 0 0
CARBONITE INC COM 141337105 6,786 438,142 SH   DFND 1 438,142 0 0
CARDINAL HEALTH INC COM 14149Y108 227,663 4,828,300 SH   DFND 1 4,813,330 0 14,970
CARDINAL HEALTH INC COM 14149Y108 15 328 SH   DFND 1 2 328 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 24,718 520,161 SH   DFND 1 520,161 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 240 5,071 SH   DFND 1 2 5,071 0 0
CARDLYTICS INC COM 14161W105 7,089 211,497 SH   DFND 1 211,497 0 0
CARDTRONICS PLC - A SHS CL A G1991C105 15,480 511,926 SH   DFND 1 511,136 0 790
CARE.COM INC COM 141633107 3,316 317,361 SH   DFND 1 317,361 0 0
CARE.COM INC COM 141633107 2 229 SH   DFND 1 2 229 0 0
CAREDX INC COM 14167L103 12,684 561,007 SH   DFND 1 560,590 0 417
CAREER EDUCATION CORP COM 141665109 14,941 940,303 SH   DFND 1 940,303 0 0
CARETRUST REIT INC COM 14174T107 29,821 1,268,741 SH   DFND 1 1,268,741 0 0
CARETRUST REIT INC COM 14174T107 104 4,441 SH   DFND 1 2 4,441 0 0
CARGURUS INC COM CL A 141788109 33,763 1,090,915 SH   DFND 1 1,090,915 0 0
CARLISLE COS INC COM 142339100 85,049 584,372 SH   DFND 1 570,173 0 14,199
CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 2,299 89,974 SH   DFND 1 89,974 0 0
CARMAX INC COM 143130102 212,938 2,423,644 SH   DFND 1 2,415,963 0 7,681
CARMAX INC COM 143130102 33 380 SH   DFND 1 2 380 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 230,724 5,288,085 SH   DFND 1 5,268,104 0 19,981
CARNIVAL CORP UNIT 99/99/9999 143658300 55 1,268 SH   DFND 1 2 1,268 0 0
CARNIVAL PLC-ADR ADR 14365C103 262 6,228 SH   DFND 1 5,828 0 400
CARNIVAL PLC-ADR ADR 14365C103 77 1,848 SH   DFND 1 2 1,848 0 0
CAROLINA FINANCIAL CORP COM 143873107 9,665 271,952 SH   DFND 1 271,952 0 0
CARPENTER TECHNOLOGY COM 144285103 31,085 601,723 SH   DFND 1 589,767 0 11,956
CARRIAGE SERVICES INC COM 143905107 4,254 208,149 SH   DFND 1 208,149 0 0
CARRIZO OIL & GAS INC COM 144577103 9,918 1,155,309 SH   DFND 1 1,155,309 0 0
CARRIZO OIL & GAS INC COM 144577103 1,019 118,753 SH   DFND 1 2 118,753 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,940 475,298 SH   DFND 1 475,298 0 0
CARS.COM INC COM 14575E105 7,211 803,092 SH   DFND 1 802,769 0 323
CARS.COM INC COM 14575E105 1,134 126,291 SH   DFND 1 2 126,291 0 0
CARTER BANK & TRUST COM 146102108 5,176 274,051 SH   DFND 1 274,051 0 0
CARTER'S INC COM 146229109 45,346 497,163 SH   DFND 1 485,941 0 11,222
CARVANA CO CL A 146869102 31,657 479,666 SH   DFND 1 479,666 0 0
CASA SYSTEMS INC COM 14713L102 3,589 456,918 SH   DFND 1 456,918 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 25,115 584,888 SH   DFND 1 584,888 0 0
CASEY'S GENERAL STORES INC COM 147528103 66,558 412,997 SH   DFND 1 403,774 0 9,223
CASEY'S GENERAL STORES INC COM 147528103 743 4,612 SH   DFND 1 2 4,612 0 0
CASI PHARMACEUTICALS INC COM 14757U109 2,259 676,426 SH   DFND 1 676,426 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 10,114 187,337 SH   DFND 1 187,337 0 0
CASSAVA SCIENCES INC COM 14817C107 89 74,732 SH   DFND 1 74,732 0 0
CASTLE BIOSCIENCES INC COM 14843C105 686 37,931 SH   DFND 1 37,931 0 0
CASTLE BRANDS INC COM 148435100 855 679,309 SH   DFND 1 679,309 0 0
CASTLIGHT HEALTH INC-B CL B 14862Q100 1,485 1,053,370 SH   DFND 1 1,053,370 0 0
CASTLIGHT HEALTH INC-B CL B 14862Q100 170 120,680 SH   DFND 1 2 120,680 0 0
CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 431 79,825 SH   DFND 1 79,825 0 0
CATALENT INC COM 148806102 74,099 1,554,751 SH   DFND 1 1,518,123 0 36,628
CATALENT INC COM 148806102 31 661 SH   DFND 1 2 661 0 0
CATALYST BIOSCIENCES INC COM NEW 14888D208 523 106,592 SH   DFND 1 106,592 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 7,542 1,420,435 SH   DFND 1 1,420,435 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 546 102,969 SH   DFND 1 2 102,969 0 0
CATASYS INC COM PAR 149049504 1,809 114,846 SH   DFND 1 114,846 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 6,955 651,904 SH   DFND 1 651,904 0 0
CATERPILLAR INC COM 149123101 965,769 7,658,183 SH   DFND 1 7,630,356 0 27,827
CATERPILLAR INC COM 149123101 44 353 SH   DFND 1 2 353 0 0
CATHAY GENERAL BANCORP COM 149150104 41,080 1,182,674 SH   DFND 1 1,163,654 0 19,020
CATO CORP-CLASS A CL A 149205106 5,366 304,714 SH   DFND 1 304,714 0 0
CAVCO INDUSTRIES INC COM 149568107 25,593 133,235 SH   DFND 1 133,235 0 0
CB FINANCIAL SERVICES INC COM 12479G101 1,246 44,913 SH   DFND 1 44,913 0 0
CBDMD INC COM 12482W101 576 145,680 SH   DFND 1 145,680 0 0
CBIZ INC COM 124805102 15,976 679,871 SH   DFND 1 679,871 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 3,695 2,864,386 SH   DFND 1 2,853,470 0 10,916
CBOE GLOBAL MARKETS INC COM 12503M108 198,736 1,730,054 SH   DFND 1 1,724,892 0 5,162
CBOE GLOBAL MARKETS INC COM 12503M108 31 276 SH   DFND 1 2 276 0 0
CBRE GROUP INC - A CL A 12504L109 263,926 4,986,558 SH   DFND 1 4,970,962 0 15,596
CBRE GROUP INC - A CL A 12504L109 150 2,837 SH   DFND 1 2 2,837 0 0
CBS CORP-CLASS B NON VOTING CL B 124857202 199,198 4,942,011 SH   DFND 1 4,926,617 0 15,394
CBS CORP-CLASS B NON VOTING CL B 124857202 55 1,377 SH   DFND 1 2 1,377 0 0
CBTX INC COM 12481V104 6,727 241,302 SH   DFND 1 241,302 0 0
CDK GLOBAL INC COM 12508E101 68,796 1,431,454 SH   DFND 1 1,400,703 0 30,751
CDW CORP/DE COM 12514G108 277,157 2,252,312 SH   DFND 1 2,245,604 0 6,708
CDW CORP/DE COM 12514G108 8 66 SH   DFND 1 2 66 0 0
CECO ENVIRONMENTAL CORP COM 125141101 2,883 412,874 SH   DFND 1 412,874 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,276 1,092,311 SH   DFND 1 1,092,311 0 0
CELANESE CORP COM 150870103 233,710 1,914,061 SH   DFND 1 1,908,319 0 5,742
CELANESE CORP COM 150870103 988 8,085 SH   DFND 1 2 8,085 0 0
CELCUITY INC COM 15102K100 792 46,690 SH   DFND 1 46,690 0 0
CELESTICA INC COMSTK 15101Q108 150 20,985 SH   DFND 1 20,985 0 0
CELESTICA INC COMSTK 15101Q108 0 14 SH   DFND 1 2 14 0 0
CELGENE CORP COM 151020104 1,147,182 11,567,937 SH   DFND 1 11,506,564 0 61,373
CELGENE CORP COM 151020104 645 6,501 SH   DFND 1 2 6,501 0 0
CELLDEX THERAPEUTICS INC COM NEW 15117B202 219 103,193 SH   DFND 1 103,175 0 18
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 2,240 150,790 SH   DFND 1 150,790 0 0
CEL-SCI CORP COM PAR NEW 150837607 3,107 347,591 SH   DFND 1 347,591 0 0
CELSION CORP COM PAR NEW 15117N503 99 64,684 SH   DFND 1 64,684 0 0
CELSIUS HOLDINGS INC COM NEW 15118V207 928 267,151 SH   DFND 1 267,151 0 0
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CENOVUS ENERGY INC COMSTK 15135U109 11,768 1,261,979 SH   DFND 1 1,261,979 0 0
CENOVUS ENERGY INC COMSTK 15135U109 77 8,223 SH   DFND 1 2 8,223 0 0
CENTENE CORP COM 15135B101 268,703 6,221,069 SH   DFND 1 6,201,856 0 19,213
CENTENE CORP COM 15135B101 473 10,952 SH   DFND 1 2 10,952 0 0
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 11,109 2,460,499 SH   DFND 1 2,460,499 0 0
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 213 47,194 SH   DFND 1 2 47,194 0 0
CENTERPOINT ENERGY INC COM 15189T107 229,479 7,615,435 SH   DFND 1 7,587,347 0 28,088
CENTERSTATE BANK CORP COM 15201P109 39,659 1,653,505 SH   DFND 1 1,653,505 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 5,674 1,262,296 SH   DFND 1 1,243,149 0 19,147
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 353 78,549 SH   DFND 1 2 78,549 0 0
CENTRAL GARDEN & PET CO COM 153527106 454 15,563 SH   DFND 1 15,563 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 18,516 667,878 SH   DFND 1 667,802 0 76
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 10,551 371,540 SH   DFND 1 371,540 0 0
CENTRAL PUERTO-SPONSORED ADR SPONSORED ADR 155038201 66 22,701 SH   DFND 1 22,701 0 0
CENTRAL SECURITIES CORP COM 155123102 2,810 89,510 SH   DFND 1 2 89,510 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 3,133 153,991 SH   DFND 1 153,991 0 0
CENTRIC BRANDS INC COM 15644G104 437 174,175 SH   DFND 1 174,175 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 80 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUMINUM COMPANY COM 156431108 4,443 669,701 SH   DFND 1 669,701 0 0
CENTURY BANCORP INC -CL A CL A NON VTG 156432106 3,957 45,172 SH   DFND 1 45,172 0 0
CENTURY CASINOS INC COM 156492100 2,753 356,165 SH   DFND 1 356,165 0 0
CENTURY COMMUNITIES INC COM 156504300 10,453 341,281 SH   DFND 1 341,281 0 0
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CENTURYLINK INC COM 156700106 6 491 SH   DFND 1 2 491 0 0
CERAGON NETWORKS LTD ORD M22013102 98 36,506 SH   DFND 1 36,506 0 0
CERECOR INC COM 15671L109 786 239,049 SH   DFND 1 239,049 0 0
CERIDIAN HCM HOLDING INC COM 15677J108 42,890 868,762 SH   DFND 1 868,762 0 0
CERNER CORP COM 156782104 333,793 4,903,994 SH   DFND 1 4,876,696 0 27,298
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CEVA INC COM 157210105 8,872 297,147 SH   DFND 1 297,147 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 187,604 3,818,239 SH   DFND 1 3,806,893 0 11,346
CF INDUSTRIES HOLDINGS INC COM 125269100 983 19,990 SH   DFND 1 2 19,990 0 0
CFX 5 3/4 01/15/22 UNIT 01/15/2022T 194014205 8,452 65,000 PRN   DFND 1 2 65,000 0 0
CGI INC CL A SUB VTG 12532H104 405 5,051 SH   DFND 1 4,632 0 419
CGI INC COMSTK 12532H104 23,447 298,349 SH   DFND 1 298,349 0 0
CGI INC COMSTK 12532H104 102 1,294 SH   DFND 1 2 1,294 0 0
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 243 43,135 SH   DFND 1 43,135 0 0
CHANGE HEALTHCARE INC COM 15912K100 5,482 453,828 SH   DFND 1 453,828 0 0
CHANNELADVISOR CORP COM 159179100 3,059 327,881 SH   DFND 1 327,881 0 0
CHAPARRAL ENERGY INC-CLASS A COM CL A 15942R208 526 392,925 SH   DFND 1 392,925 0 0
CHARAH SOLUTIONS INC COM 15957P105 158 74,903 SH   DFND 1 74,903 0 0
CHARLES & COLVARD LTD COM 159765106 190 116,639 SH   DFND 1 116,639 0 0
CHARLES RIVER LABORATORIES COM 159864107 66,074 499,168 SH   DFND 1 486,925 0 12,243
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 29,492 472,933 SH   DFND 1 472,933 0 0
CHARTER COMMUNICATIONS INC-A CL A 16119P108 931,850 2,264,868 SH   DFND 1 2,248,422 0 16,446
CHARTER COMMUNICATIONS INC-A CL A 16119P108 264 642 SH   DFND 1 2 642 0 0
CHASE CORP COM 16150R104 10,914 99,773 SH   DFND 1 99,773 0 0
CHATHAM LODGING TRUST COM 16208T102 13,782 759,354 SH   DFND 1 759,354 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 113,473 1,035,160 SH   DFND 1 1,029,164 0 5,996
CHECK POINT SOFTWARE TECH ORD M22465104 733 6,702 SH   DFND 1 2 6,702 0 0
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CHEESECAKE FACTORY INC/THE COM 163072101 24,214 580,967 SH   DFND 1 570,667 0 10,300
CHEETAH MOBILE INC - ADR ADR 163075104 122 34,356 SH   DFND 1 2 34,356 0 0
CHEFS' WAREHOUSE INC/THE COM 163086101 13,187 327,059 SH   DFND 1 327,059 0 0
CHEGG INC COM 163092109 42,379 1,415,019 SH   DFND 1 1,415,019 0 0
CHEGG INC COM 163092109 24 822 SH   DFND 1 2 822 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 665 108,715 SH   DFND 1 108,715 0 0
CHEMED CORP COM 16359R103 85,487 204,727 SH   DFND 1 200,733 0 3,994
CHEMED CORP COM 16359R103 61 148 SH   DFND 1 2 148 0 0
CHEMOCENTRYX INC COM 16383L106 3,501 516,473 SH   DFND 1 515,766 0 707
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CHENIERE ENERGY INC COM NEW 16411R208 141,305 2,242,509 SH   DFND 1 2,242,509 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 2,737 208,998 SH   DFND 1 208,998 0 0
CHESAPEAKE ENERGY CORP COM 165167107 17,574 12,463,951 SH   DFND 1 12,181,065 0 282,886
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CHEWY INC - CLASS A CL A 16679L109 9,549 388,515 SH   DFND 1 388,515 0 0
CHIASMA INC COM 16706W102 1,938 391,518 SH   DFND 1 391,518 0 0
CHICO'S FAS INC COM 168615102 6,148 1,525,594 SH   DFND 1 1,525,294 0 300
CHILDREN'S PLACE INC/THE COM 168905107 16,255 211,134 SH   DFND 1 211,134 0 0
CHILDREN'S PLACE INC/THE COM 168905107 34 450 SH   DFND 1 2 450 0 0
CHIMERA INVESTMENT CORP COM NEW 16934Q208 50,765 2,571,632 SH   DFND 1 2,566,116 0 5,516
CHIMERIX INC COM 16934W106 1,960 834,358 SH   DFND 1 834,358 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 26 13,333 SH   DFND 1 13,333 0 0
CHINA BIOLOGIC PRODUCTS HOLD COM G21515104 3,197 27,934 SH   DFND 1 27,934 0 0
CHINA CERAMICS CO LTD SHS G2113X134 8 10,848 SH   DFND 1 10,848 0 0
CHINA HGS REAL ESTATE INC COM 16948W100 9 13,939 SH   DFND 1 13,939 0 0
CHINA INTERNET NATIONWIDE FI SHS G2120A101 16 11,616 SH   DFND 1 11,616 0 0
CHINA JO-JO DRUGSTORES INC COM NEW 16949A206 127 105,303 SH   DFND 1 105,303 0 0
CHINA LIFE INSURANCE CO-ADR SPON ADR REP H 16939P106 212 18,484 SH   DFND 1 13,598 0 4,886
CHINA MOBILE LTD-SPON ADR SPONSORED ADR 16941M109 293 7,084 SH   DFND 1 5,703 0 1,381
CHINA NATURAL RESOURCES INC COM G2110U109 19 11,233 SH   DFND 1 11,233 0 0
CHINA RECYCLING ENERGY CORP COM NEW 168913200 10 32,325 SH   DFND 1 32,325 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 49 26,293 SH   DFND 1 26,293 0 0
CHINA YUCHAI INTL LTD COM G21082105 521 40,248 SH   DFND 1 2 40,248 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 344,580 410,586 SH   DFND 1 409,404 0 1,182
CHIPOTLE MEXICAN GRILL INC COM 169656105 153 183 SH   DFND 1 2 183 0 0
CHOICE HOTELS INTL INC COM 169905106 28,899 324,861 SH   DFND 1 324,832 0 29
CHROMADEX CORP COM NEW 171077407 1,704 433,171 SH   DFND 1 433,171 0 0
CHUBB LTD COM H1467J104 1,037,618 6,436,292 SH   DFND 1 6,414,994 0 21,298
CHUBB LTD COM H1467J104 7 49 SH   DFND 1 2 49 0 0
CHUNGHWA TELECOM LT-SPON ADR SPON ADR NEW11 17133Q502 535 15,009 SH   DFND 1 13,555 0 1,454
CHURCH & DWIGHT CO INC COM 171340102 293,582 3,904,356 SH   DFND 1 3,892,901 0 11,455
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CIA CERVECERIAS UNI-SPON ADR SPONSORED ADR 204429104 41 1,880 SH   DFND 1 1,880 0 0
CIA CERVECERIAS UNI-SPON ADR SPONSORED ADR 204429104 746 33,660 SH   DFND 1 2 33,660 0 0
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 351 103,735 SH   DFND 1 95,509 0 8,226
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 169 14,080 SH   DFND 1 13,280 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 215 18,115 SH   DFND 1 16,836 0 1,279
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 201 16,924 SH   DFND 1 2 16,924 0 0
CIDARA THERAPEUTICS INC COM 171757107 231 115,992 SH   DFND 1 115,992 0 0
CIENA CORP COM NEW 171779309 90,854 2,315,953 SH   DFND 1 2,277,045 0 38,908
CIENA CORP COM NEW 171779309 1,273 32,464 SH   DFND 1 2 32,464 0 0
CIGNA CORP COM 125523100 805,484 5,315,065 SH   DFND 1 5,296,826 0 18,239
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CIM COMMERCIAL TRUST CORP COM NEW 125525584 579 37,415 SH   DFND 1 37,415 0 0
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CIMPRESS NV SHS EURO N20146101 16,958 128,628 SH   DFND 1 128,628 0 0
CINCINNATI BELL INC COM NEW 171871502 3,237 638,510 SH   DFND 1 638,510 0 0
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CINCINNATI FINANCIAL CORP COM 172062101 305,828 2,624,901 SH   DFND 1 2,617,547 0 7,354
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CINEDIGM CORP - A COM NEW 172406209 24 29,345 SH   DFND 1 29,345 0 0
CINEMARK HOLDINGS INC COM 17243V102 48,052 1,243,325 SH   DFND 1 1,216,584 0 26,741
CINTAS CORP COM 172908105 376,645 1,406,856 SH   DFND 1 1,398,973 0 7,883
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CIRCOR INTERNATIONAL INC COM 17273K109 9,336 248,631 SH   DFND 1 248,631 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 563 15,000 SH   DFND 1 2 15,000 0 0
CIRRUS LOGIC INC COM 172755100 56,529 1,055,050 SH   DFND 1 1,040,466 0 14,584
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CISION LTD SHS G1992S109 8,157 1,060,831 SH   DFND 1 1,060,831 0 0
CISION LTD SHS G1992S109 244 31,816 SH   DFND 1 2 31,816 0 0
CIT GROUP INC COM NEW 125581801 47,212 1,042,718 SH   DFND 1 1,042,718 0 0
CIT GROUP INC COM NEW 125581801 37 826 SH   DFND 1 2 826 0 0
CITI TRENDS INC COM 17306X102 3,146 171,965 SH   DFND 1 171,965 0 0
CITIGROUP INC COM NEW 172967424 2,209,748 32,041,498 SH   DFND 1 31,935,490 0 106,008
CITIGROUP INC COM NEW 172967424 35 521 SH   DFND 1 2 521 0 0
CITIZENS & NORTHERN CORP COM 172922106 4,215 160,414 SH   DFND 1 160,414 0 0
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CITIZENS INC CL A 174740100 4,141 602,887 SH   DFND 1 602,887 0 0
CITRIX SYSTEMS INC COM 177376100 217,133 2,250,686 SH   DFND 1 2,239,814 0 10,872
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CLARIVATE ANALYTICS PLC-CW23 *W EXP 11/09/201 G21810117 16,949 2,877,650 SH   DFND 1 2 2,877,650 0 0
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CLEAR CHANNEL OUTDOOR HOLDIN COM 18453H106 7,489 2,971,966 SH   DFND 1 2,970,445 0 1,521
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CLEARWAY ENERGY INC-C CL C 18539C204 18,476 1,012,418 SH   DFND 1 1,012,023 0 395
CLEVELAND BIOLABS INC COM NEW 185860202 17 17,598 SH   DFND 1 17,598 0 0
CLEVELAND-CLIFFS INC COM 185899101 23,975 3,320,672 SH   DFND 1 3,319,501 0 1,171
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CME GROUP INC COM 12572Q105 1,135,092 5,374,159 SH   DFND 1 5,356,659 0 17,500
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CNX RESOURCES CORP COM 12653C108 17,213 2,370,992 SH   DFND 1 2,323,945 0 47,047
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COCA-COLA CO/THE COM 191216100 2,760,145 50,770,032 SH   DFND 1 50,583,386 0 186,646
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COLUMBUS MCKINNON CORP/NY COM 199333105 11,059 303,592 SH   DFND 1 303,592 0 0
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COMMERCE BANCSHARES INC COM 200525103 74,492 1,228,238 SH   DFND 1 1,203,463 0 24,775
COMMERCIAL METALS CO COM 201723103 26,282 1,512,201 SH   DFND 1 1,482,621 0 29,580
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CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,577 38,476 SH   DFND 1 38,476 0 0
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CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 32 81,343 SH   DFND 1 81,343 0 0
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DASEKE INC COM 23753F107 1,738 695,555 SH   DFND 1 695,555 0 0
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DEAN FOODS CO COM NEW 242370203 1,292 1,114,418 SH   DFND 1 1,110,370 0 4,048
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DEXCOM INC COM 252131107 158,200 1,060,713 SH   DFND 1 1,060,713 0 0
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DHT HOLDINGS INC SHS NEW Y2065G121 142 23,168 SH   DFND 1 2 23,168 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 4,875 29,815 SH   DFND 1 29,815 0 0
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DIAMEDICA THERAPEUTICS INC COM NEW 25253X207 31 15,399 SH   DFND 1 15,399 0 0
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DIAMONDROCK HOSPITALITY CO COM 252784301 35,495 3,462,951 SH   DFND 1 3,462,951 0 0
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DIGITAL ALLY INC COM NEW 25382P208 93 73,408 SH   DFND 1 73,408 0 0
DIGITAL REALTY TRUST INC COM 253868103 499,938 3,856,192 SH   DFND 1 3,846,387 0 9,805
DIGITAL TURBINE INC COM NEW 25400W102 5,980 927,936 SH   DFND 1 927,936 0 0
DIGITAL TURBINE INC COM NEW 25400W102 76 11,810 SH   DFND 1 2 11,810 0 0
DILLARDS INC-CL A CL A 254067101 8,719 131,890 SH   DFND 1 129,328 0 2,562
DIME COMMUNITY BANCSHARES COM 253922108 9,298 434,312 SH   DFND 1 434,312 0 0
DINE BRANDS GLOBAL INC COM 254423106 17,170 226,351 SH   DFND 1 226,351 0 0
DINE BRANDS GLOBAL INC COM 254423106 29 394 SH   DFND 1 2 394 0 0
DIODES INC COM 254543101 27,171 676,751 SH   DFND 1 676,751 0 0
DIODES INC COM 254543101 1 46 SH   DFND 1 2 46 0 0
DIPLOMAT PHARMACY INC COM 25456K101 3,637 742,278 SH   DFND 1 742,278 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 393,856 4,862,622 SH   DFND 1 4,846,501 0 16,121
DISCOVER FINANCIAL SERVICES COM 254709108 36 452 SH   DFND 1 2 452 0 0
DISCOVERY INC - A COM SER A 25470F104 72,629 2,731,456 SH   DFND 1 2,724,013 0 7,443
DISCOVERY INC - A COM SER A 25470F104 108 4,058 SH   DFND 1 2 4,058 0 0
DISCOVERY INC-C COM SER C 25470F302 131,639 5,354,562 SH   DFND 1 5,337,858 0 16,704
DISCOVERY INC-C COM SER C 25470F302 30 1,250 SH   DFND 1 2 1,250 0 0
DISH NETWORK CORP-A CL A 25470M109 147,820 4,344,284 SH   DFND 1 4,333,166 0 11,118
DISH NETWORK CORP-A CL A 25470M109 1,532 44,987 SH   DFND 1 2 44,987 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 40 68,936 SH   DFND 1 68,936 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 3,293 275,603 SH   DFND 1 2 275,603 0 0
DIXIE GROUP INC CL A 255519100 88 64,152 SH   DFND 1 64,152 0 0
DMC GLOBAL INC COM 23291C103 8,210 186,676 SH   DFND 1 186,676 0 0
DNB FINANCIAL CORP COM 233237106 2,294 51,542 SH   DFND 1 51,542 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 20 53,936 SH   DFND 1 53,936 0 0
DOCUSIGN INC COM 256163106 87,630 1,416,006 SH   DFND 1 1,416,006 0 0
DOCUSIGN INC COM 256163106 487 7,868 SH   DFND 1 2 7,868 0 0
DOLBY LABORATORIES INC-CL A COM CL A 25659T107 49,125 759,982 SH   DFND 1 759,982 0 0
DOLLAR GENERAL CORP COM 256677105 610,690 3,848,288 SH   DFND 1 3,836,381 0 11,907
DOLLAR TREE INC COM 256746108 411,268 3,608,112 SH   DFND 1 3,587,815 0 20,297
DOLLAR TREE INC COM 256746108 14 130 SH   DFND 1 2 130 0 0
DOMINION ENERGY INC COM 25746U109 929,825 11,476,312 SH   DFND 1 11,437,515 0 38,797
DOMINO'S PIZZA INC COM 25754A201 111,908 456,338 SH   DFND 1 445,995 0 10,343
DOMO INC - CLASS B COM CL B 257554105 3,974 248,701 SH   DFND 1 248,701 0 0
DOMTAR CORP COM NEW 257559203 33,535 936,490 SH   DFND 1 919,696 0 16,794
DOMTAR CORP COM NEW 257559203 226 6,337 SH   DFND 1 2 6,337 0 0
DONALDSON CO INC COM 257651109 73,360 1,408,617 SH   DFND 1 1,376,629 0 31,988
DONEGAL GROUP INC-CL A CL A 257701201 2,756 188,037 SH   DFND 1 188,037 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 5,590 453,791 SH   DFND 1 453,791 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 79 6,493 SH   DFND 1 2 6,493 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 515 27,616 SH   DFND 1 27,616 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 108 5,792 SH   DFND 1 2 5,792 0 0
DORIAN LPG LTD SHS USD Y2106R110 3,764 363,375 SH   DFND 1 363,375 0 0
DORIAN LPG LTD SHS USD Y2106R110 32 3,128 SH   DFND 1 2 3,128 0 0
DORMAN PRODUCTS INC COM 258278100 32,083 403,369 SH   DFND 1 403,369 0 0
DOUGLAS DYNAMICS INC COM 25960R105 12,917 289,831 SH   DFND 1 289,202 0 629
DOUGLAS EMMETT INC COM 25960P109 103,808 2,423,742 SH   DFND 1 2,382,409 0 41,333
DOVA PHARMACEUTICALS INC COM 25985T102 4,726 169,097 SH   DFND 1 169,097 0 0
DOVER CORP COM 260003108 218,977 2,202,929 SH   DFND 1 2,195,358 0 7,571
DOVER CORP COM 260003108 25 254 SH   DFND 1 2 254 0 0
DOVER MOTORSPORTS INC COM 260174107 64 32,679 SH   DFND 1 32,679 0 0
DOW INC COM 260557103 468,265 9,843,510 SH   DFND 1 9,804,474 0 39,036
DOW INC COM 260557103 37 795 SH   DFND 1 2 795 0 0
DPW HOLDINGS INC COM 26140E600 37 17,863 SH   DFND 1 17,863 0 0
DR HORTON INC COM 23331A109 266,341 5,060,919 SH   DFND 1 5,045,324 0 15,595
DR HORTON INC COM 23331A109 64 1,218 SH   DFND 1 2 1,218 0 0
DR. REDDY'S LABORATORIES-ADR ADR 256135203 460 12,585 SH   DFND 1 11,332 0 1,253
DRIL-QUIP INC COM 262037104 22,898 456,321 SH   DFND 1 456,321 0 0
DRIL-QUIP INC COM 262037104 308 6,152 SH   DFND 1 2 6,152 0 0
DRIVE SHACK INC COM 262077100 3,043 706,117 SH   DFND 1 706,117 0 0
DROPBOX INC-CLASS A CL A 26210C104 53,842 2,670,866 SH   DFND 1 2,670,866 0 0
DROPBOX INC-CLASS A CL A 26210C104 214 10,657 SH   DFND 1 2 10,657 0 0
DSP GROUP INC COM 23332B106 4,163 295,582 SH   DFND 1 295,582 0 0
DTE ENERGY COMPANY COM 233331107 386,797 2,913,410 SH   DFND 1 2,904,605 0 8,805
DTE ENERGY COMPANY COM 233331107 8 65 SH   DFND 1 2 65 0 0
DUCOMMUN INC COM 264147109 5,951 140,363 SH   DFND 1 140,363 0 0
DUKE ENERGY CORP COM NEW 26441C204 1,005,283 10,497,943 SH   DFND 1 10,463,693 0 34,250
DUKE ENERGY CORP COM NEW 26441C204 10 112 SH   DFND 1 2 112 0 0
DUKE REALTY CORP COM NEW 264411505 233,832 6,891,938 SH   DFND 1 6,875,166 0 16,772
DUKE REALTY CORP COM NEW 264411505 1 56 SH   DFND 1 2 56 0 0
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 1,250 147,513 SH   DFND 1 147,513 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 76,416 962,907 SH   DFND 1 942,159 0 20,748
DUNKIN' BRANDS GROUP INC COM 265504100 36 462 SH   DFND 1 2 462 0 0
DUPONT DE NEMOURS INC COM 26614N102 751,318 10,552,353 SH   DFND 1 10,517,408 0 34,945
DUPONT DE NEMOURS INC COM 26614N102 2,994 41,994 SH   DFND 1 2 41,994 0 0
DURECT CORPORATION COM 266605104 2,685 1,459,624 SH   DFND 1 1,459,624 0 0
DXC TECHNOLOGY CO COM 23355L106 121,916 4,138,913 SH   DFND 1 4,126,478 0 12,435
DXC TECHNOLOGY CO COM 23355L106 232 7,884 SH   DFND 1 2 7,884 0 0
DXP ENTERPRISES INC COM NEW 233377407 7,562 217,822 SH   DFND 1 217,822 0 0
DYADIC INTERNATIONAL INC COM 26745T101 1,059 172,760 SH   DFND 1 172,760 0 0
DYCOM INDUSTRIES INC COM 267475101 20,304 397,730 SH   DFND 1 389,467 0 8,263
DYNATRACE INC COM 268150109 6,695 358,600 SH   DFND 1 358,600 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 3,899 1,090,691 SH   DFND 1 1,090,691 0 0
DYNEX CAPITAL INC COM 26817Q886 5,022 339,847 SH   DFND 1 331,160 0 8,687
E TRADE FINANCIAL CORP COM NEW 269246401 164,085 3,761,482 SH   DFND 1 3,749,932 0 11,550
E TRADE FINANCIAL CORP COM NEW 269246401 155 3,560 SH   DFND 1 2 3,560 0 0
EAGLE BANCORP INC COM 268948106 19,681 441,097 SH   DFND 1 441,097 0 0
EAGLE BANCORP INC COM 268948106 20 465 SH   DFND 1 2 465 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3,843 878,487 SH   DFND 1 878,487 0 0
EAGLE MATERIALS INC COM 26969P108 42,610 473,398 SH   DFND 1 462,857 0 10,541
EAGLE PHARMACEUTICALS INC COM 269796108 8,696 153,729 SH   DFND 1 153,729 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 297 5,261 SH   DFND 1 2 5,261 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 816 251,174 SH   DFND 1 251,174 0 0
EAST WEST BANCORP INC COM 27579R104 77,882 1,759,387 SH   DFND 1 1,722,879 0 36,508
EAST WEST BANCORP INC COM 27579R104 139 3,150 SH   DFND 1 2 3,150 0 0
EASTERLY GOVERNMENT PROPERTI COM 27616P103 24,637 1,156,669 SH   DFND 1 1,156,669 0 0
EASTERN CO/THE COM 276317104 1,698 68,451 SH   DFND 1 68,451 0 0
EASTGROUP PROPERTIES INC COM 277276101 81,555 652,336 SH   DFND 1 642,915 0 9,421
EASTGROUP PROPERTIES INC COM 277276101 110 881 SH   DFND 1 2 881 0 0
EASTMAN CHEMICAL CO COM 277432100 190,408 2,582,230 SH   DFND 1 2,575,610 0 6,620
EASTMAN CHEMICAL CO COM 277432100 37 506 SH   DFND 1 2 506 0 0
EASTMAN KODAK CO COM NEW 277461406 688 260,723 SH   DFND 1 260,723 0 0
EATON CORP PLC SHS G29183103 478,760 5,765,174 SH   DFND 1 5,743,651 0 21,523
EATON CORP PLC SHS G29183103 305 3,677 SH   DFND 1 2 3,677 0 0
EATON VANCE CORP COM NON VTG 278265103 70,413 1,568,179 SH   DFND 1 1,539,824 0 28,355
EATON VANCE TAX-MGD B/W STR COM SH BEN INT 27829M103 163 17,196 SH   DFND 1 2 17,196 0 0
EBAY INC COM 278642103 442,474 11,360,860 SH   DFND 1 11,289,888 0 70,972
EBAY INC COM 278642103 1,219 31,284 SH   DFND 1 2 31,284 0 0
EBIX INC COM NEW 278715206 12,995 308,675 SH   DFND 1 308,675 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 8,310 366,917 SH   DFND 1 366,917 0 0
ECHOSTAR CORP-A CL A 278768106 20,459 516,399 SH   DFND 1 516,399 0 0
ECHOSTAR CORP-A CL A 278768106 269 6,790 SH   DFND 1 2 6,790 0 0
ECOLAB INC COM 278865100 707,923 3,578,197 SH   DFND 1 3,566,493 0 11,704
ECOLAB INC COM 278865100 35 180 SH   DFND 1 2 180 0 0
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 77 4,574 SH   DFND 1 4,574 0 0
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 334 19,614 SH   DFND 1 2 19,614 0 0
ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 9,260 9,000,000 PRN   DFND 1 2 9,000,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 149 33,404 SH   DFND 1 33,404 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 23,325 717,924 SH   DFND 1 704,338 0 13,586
EDISON INTERNATIONAL COM 281020107 402,470 5,344,737 SH   DFND 1 5,328,132 0 16,605
EDISON INTERNATIONAL COM 281020107 288 3,823 SH   DFND 1 2 3,823 0 0
EDITAS MEDICINE INC COM 28106W103 14,603 642,214 SH   DFND 1 642,214 0 0
EDUCATIONAL DEVELOPMENT CORP COM 281479105 306 49,636 SH   DFND 1 49,636 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 725,065 3,301,793 SH   DFND 1 3,292,157 0 9,636
EDWARDS LIFESCIENCES CORP COM 28176E108 32 150 SH   DFND 1 2 150 0 0
EGAIN CORP COM NEW 28225C806 2,030 253,593 SH   DFND 1 253,593 0 0
EHEALTH INC COM 28238P109 18,813 281,682 SH   DFND 1 281,682 0 0
EIDOS THERAPEUTICS INC COM 28249H104 4,318 120,068 SH   DFND 1 120,068 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 3,007 293,459 SH   DFND 1 293,459 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 209 396,526 SH   DFND 1 396,526 0 0
EL PASO ELECTRIC CO COM NEW 283677854 34,253 510,631 SH   DFND 1 510,631 0 0
EL PASO ELECTRIC CO COM NEW 283677854 2,167 32,315 SH   DFND 1 2 32,315 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 3,361 306,689 SH   DFND 1 306,689 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 96,683 3,638,734 SH   DFND 1 3,638,734 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 38 1,446 SH   DFND 1 2 1,446 0 0
ELASTIC NV ORD SHS N14506104 29,107 353,507 SH   DFND 1 353,507 0 0
ELBIT SYSTEMS LTD ORD M3760D101 5,375 32,622 SH   DFND 1 32,622 0 0
ELDORADO GOLD CORP COMSTK 284902509 180 23,292 SH   DFND 1 23,292 0 0
ELDORADO GOLD CORP COMSTK 284902509 21 2,804 SH   DFND 1 2 2,804 0 0
ELDORADO RESORTS INC COM 28470R102 34,961 876,879 SH   DFND 1 860,493 0 16,386
ELECTROCORE INC COM 28531P103 277 126,577 SH   DFND 1 126,577 0 0
ELECTROMED INC COM 285409108 122 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 426,906 4,370,475 SH   DFND 1 4,344,709 0 25,766
ELECTRONIC ARTS INC COM 285512109 42 436 SH   DFND 1 2 436 0 0
ELEMENT SOLUTIONS INC COM 28618M106 23,191 2,278,126 SH   DFND 1 2,278,126 0 0
ELEVATE CREDIT INC COM 28621V101 928 220,461 SH   DFND 1 220,461 0 0
ELEVATE CREDIT INC COM 28621V101 101 24,037 SH   DFND 1 2 24,037 0 0
ELF BEAUTY INC COM 26856L103 5,445 310,993 SH   DFND 1 310,993 0 0
ELF BEAUTY INC COM 26856L103 190 10,891 SH   DFND 1 2 10,891 0 0
ELI LILLY & CO COM 532457108 1,356,756 12,149,566 SH   DFND 1 12,107,798 0 41,768
ELI LILLY & CO COM 532457108 91 821 SH   DFND 1 2 821 0 0
ELLINGTON FINANCIAL INC COM 28852N109 7,223 399,768 SH   DFND 1 399,768 0 0
ELLINGTON FINANCIAL INC COM 28852N109 370 20,480 SH   DFND 1 2 20,480 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 632 59,968 SH   DFND 1 59,968 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 1,326 293,376 SH   DFND 1 293,376 0 0
EMAGIN CORPORATION COM NEW 29076N206 25 65,621 SH   DFND 1 65,621 0 0
EMCOR GROUP INC COM 29084Q100 98,920 1,148,637 SH   DFND 1 1,134,556 0 14,081
EMCOR GROUP INC COM 29084Q100 67 788 SH   DFND 1 2 788 0 0
EMCORE CORP COM NEW 290846203 575 187,590 SH   DFND 1 187,590 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 3,141 322,854 SH   DFND 1 322,854 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 30,224 578,130 SH   DFND 1 577,944 0 186
EMERSON ELECTRIC CO COM 291011104 555,138 8,314,364 SH   DFND 1 8,282,431 0 31,933
EMERSON ELECTRIC CO COM 291011104 5 78 SH   DFND 1 2 78 0 0
EMERSON RADIO CORP COM NEW 291087203 47 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 195 39,057 SH   DFND 1 39,057 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 593 61,581 SH   DFND 1 61,581 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 29,745 2,084,471 SH   DFND 1 2,084,471 0 0
EMPLOYERS HOLDINGS INC COM 292218104 18,289 419,670 SH   DFND 1 419,670 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 13,945 232,112 SH   DFND 1 232,112 0 0
ENBRIDGE INC COM 29250N105 1,237 35,281 SH   DFND 1 35,281 0 0
ENBRIDGE INC COMSTK 29250N105 91,614 2,578,516 SH   DFND 1 2,578,516 0 0
ENCANA CORP COM 292505104 113 24,638 SH   DFND 1 24,638 0 0
ENCANA CORP COMSTK 292505104 7,508 1,650,101 SH   DFND 1 1,650,101 0 0
ENCOMPASS HEALTH CORP COM 29261A100 74,251 1,173,385 SH   DFND 1 1,147,939 0 25,446
ENCORE CAPITAL GROUP INC COM 292554102 12,727 381,931 SH   DFND 1 381,931 0 0
ENCORE WIRE CORP COM 292562105 19,484 346,207 SH   DFND 1 346,207 0 0
ENCORE WIRE CORP COM 292562105 562 9,994 SH   DFND 1 2 9,994 0 0
ENDEAVOUR SILVER CORP COMSTK 29258Y103 69 31,094 SH   DFND 1 31,094 0 0
ENDO INTERNATIONAL PLC SHS G30401106 9,790 3,049,885 SH   DFND 1 3,049,885 0 0
ENDO INTERNATIONAL PLC SHS G30401106 289 90,154 SH   DFND 1 2 90,154 0 0
ENDOLOGIX INC COM NEW 29266S304 555 140,002 SH   DFND 1 140,002 0 0
ENDRA LIFE SCIENCES INC COM 29273B104 66 62,875 SH   DFND 1 62,875 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 4,076 1,087,052 SH   DFND 1 1,087,052 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 68 7,492 SH   DFND 1 5,093 0 2,399
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 496 54,506 SH   DFND 1 2 54,506 0 0
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 13 3,105 SH   DFND 1 1,703 0 1,402
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 910 216,181 SH   DFND 1 2 216,181 0 0
ENERGIZER HOLDINGS INC COM 29272W109 29,983 688,011 SH   DFND 1 671,938 0 16,073
ENERGOUS CORP COM 29272C103 1,022 308,371 SH   DFND 1 308,371 0 0
ENERGY FOCUS INC COM NEW 29268T300 27 57,940 SH   DFND 1 57,940 0 0
ENERGY FUELS INC COM NEW 292671708 825 427,446 SH   DFND 1 427,446 0 0
ENERGY RECOVERY INC COM 29270J100 4,295 463,628 SH   DFND 1 463,628 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 246 18,848 SH   DFND 1 18,848 0 0
ENERPLUS CORP COMSTK 292766102 338 45,416 SH   DFND 1 45,416 0 0
ENERPLUS CORP COMSTK 292766102 336 45,114 SH   DFND 1 2 45,114 0 0
ENERSYS COM 29275Y102 41,001 621,802 SH   DFND 1 611,146 0 10,656
ENGLOBAL CORP COM 293306106 70 70,044 SH   DFND 1 70,044 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 714 23,421 SH   DFND 1 23,421 0 0
ENNIS INC COM 293389102 6,799 336,443 SH   DFND 1 335,566 0 877
ENOCHIAN BIOSCIENCES INC COM 29350E104 307 55,826 SH   DFND 1 55,826 0 0
ENOVA INTERNATIONAL INC COM 29357K103 12,736 613,815 SH   DFND 1 612,550 0 1,265
ENOVA INTERNATIONAL INC COM 29357K103 142 6,873 SH   DFND 1 2 6,873 0 0
ENPHASE ENERGY INC COM 29355A107 27,227 1,224,806 SH   DFND 1 1,224,806 0 0
ENPRO INDUSTRIES INC COM 29355X107 17,847 259,979 SH   DFND 1 259,979 0 0
ENSERVCO CORP COM 29358Y102 25 98,285 SH   DFND 1 98,285 0 0
ENSIGN GROUP INC/THE COM 29358P101 31,872 671,981 SH   DFND 1 671,981 0 0
ENSTAR GROUP LTD SHS G3075P101 34,386 181,059 SH   DFND 1 181,059 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 2,897 96,469 SH   DFND 1 96,469 0 0
ENTEGRIS INC COM 29362U104 68,389 1,453,241 SH   DFND 1 1,453,241 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 5,624 1,683,943 SH   DFND 1 1,680,421 0 3,522
ENTERGY CORP COM 29364G103 357,175 3,047,999 SH   DFND 1 3,038,454 0 9,545
ENTERPRISE BANCORP INC COM 293668109 3,196 106,621 SH   DFND 1 106,621 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 13,782 338,226 SH   DFND 1 338,226 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 379 13,268 SH   DFND 1 13,268 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 2,391 752,010 SH   DFND 1 752,010 0 0
ENV 1.75 12/15/19 NOTE 1.750%12/1 29404KAA4 15,840 15,606,000 PRN   DFND 1 2 15,606,000 0 0
ENVESTNET INC COM 29404K106 35,229 621,329 SH   DFND 1 621,329 0 0
ENZO BIOCHEM INC COM 294100102 1,839 510,865 SH   DFND 1 510,865 0 0
EOG RESOURCES INC COM 26875P101 589,265 7,953,020 SH   DFND 1 7,926,108 0 26,912
EOG RESOURCES INC COM 26875P101 207 2,793 SH   DFND 1 2 2,793 0 0
EPAM SYSTEMS INC COM 29414B104 109,883 603,110 SH   DFND 1 603,110 0 0
EPIZYME INC COM 29428V104 10,294 998,001 SH   DFND 1 998,001 0 0
EPLUS INC COM 294268107 13,885 182,491 SH   DFND 1 182,491 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 30,920 926,908 PRN   DFND 1 2 926,908 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 66,408 864,021 SH   DFND 1 844,567 0 19,454
EPR PROPERTIES COM SH BEN INT 26884U109 50 660 SH   DFND 1 2 660 0 0
EQT CORP COM 26884L109 29,285 2,752,398 SH   DFND 1 2,688,310 0 64,088
EQUIFAX INC COM 294429105 243,233 1,731,958 SH   DFND 1 1,726,340 0 5,618
EQUINIX INC COM 29444U700 678,647 1,178,558 SH   DFND 1 1,174,626 0 3,932
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 1,949 102,853 SH   DFND 1 102,853 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 464 24,522 SH   DFND 1 2 24,522 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 32,007 2,199,817 SH   DFND 1 2,148,640 0 51,177
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 5,338 199,127 SH   DFND 1 199,127 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 64,216 1,874,931 SH   DFND 1 1,874,931 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 1,032 30,138 SH   DFND 1 2 30,138 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 187,526 1,400,999 SH   DFND 1 1,400,999 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 245 1,841 SH   DFND 1 2 1,841 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 568,424 6,597,964 SH   DFND 1 6,581,814 0 16,150
EQUITY RESIDENTIAL SH BEN INT 29476L107 26 312 SH   DFND 1 2 312 0 0
ERA GROUP INC COM 26885G109 2,441 231,164 SH   DFND 1 231,164 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 2,240 280,722 SH   DFND 1 275,969 0 4,753
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 8 1,074 SH   DFND 1 2 1,074 0 0
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 63,638 342,975 SH   DFND 1 342,975 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 686 359,679 SH   DFND 1 359,400 0 279
EROS INTERNATIONAL PLC SHS NEW G3788M114 59 31,102 SH   DFND 1 2 31,102 0 0
ESCALADE INC COM 296056104 1,082 99,386 SH   DFND 1 99,386 0 0
ESCO TECHNOLOGIES INC COM 296315104 26,066 327,627 SH   DFND 1 327,627 0 0
ESCO TECHNOLOGIES INC COM 296315104 15 200 SH   DFND 1 2 200 0 0
ESPERION THERAPEUTICS INC COM 29664W105 12,947 353,175 SH   DFND 1 353,175 0 0
ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 1,421 57,326 SH   DFND 1 57,326 0 0
ESSA BANCORP INC COM 29667D104 1,591 96,935 SH   DFND 1 96,935 0 0
ESSENT GROUP LTD COM G3198U102 84,976 1,779,931 SH   DFND 1 1,779,931 0 0
ESSENTIAL PROPERTIES REALTY COM 29670E107 21,456 936,541 SH   DFND 1 936,541 0 0
ESSENTIAL PROPERTIES REALTY COM 29670E107 13 598 SH   DFND 1 2 598 0 0
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ESSEX PROPERTY TRUST INC COM 297178105 94 290 SH   DFND 1 2 290 0 0
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ESTEE LAUDER COMPANIES-CL A CL A 518439104 119 599 SH   DFND 1 2 599 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 10,886 569,959 SH   DFND 1 569,959 0 0
ETSY INC COM 29786A106 82,134 1,453,704 SH   DFND 1 1,423,488 0 30,216
ETSY INC COM 29786A106 593 10,502 SH   DFND 1 2 10,502 0 0
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EVELO BIOSCIENCES INC COM 299734103 726 119,177 SH   DFND 1 119,177 0 0
EVENTBRITE INC-CLASS A COM CL A 29975E109 7,922 447,327 SH   DFND 1 447,327 0 0
EVERBRIDGE INC COM 29978A104 27,239 441,411 SH   DFND 1 441,411 0 0
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EVERCORE INC - A CLASS A 29977A105 988 12,335 SH   DFND 1 2 12,335 0 0
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EVERGY INC COM 30034W106 230,727 3,472,072 SH   DFND 1 3,461,157 0 10,915
EVERGY INC COM 30034W106 10 155 SH   DFND 1 2 155 0 0
EVERI HOLDINGS INC COM 30034T103 7,493 885,786 SH   DFND 1 885,786 0 0
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EVERQUOTE INC - CLASS A COM CL A 30041R108 46 2,163 SH   DFND 1 2 2,163 0 0
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EVERSPIN TECHNOLOGIES INC COM 30041T104 503 82,191 SH   DFND 1 82,191 0 0
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EVOQUA WATER TECHNOLOGIES CO COM 30057T105 15,380 903,694 SH   DFND 1 903,694 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 9,791 737,317 SH   DFND 1 737,317 0 0
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EXXON MOBIL CORP COM 30231G102 4,243,368 60,179,156 SH   DFND 1 59,982,973 0 196,183
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EZCORP INC-CL A CL A NON VTG 302301106 7 1,169 SH   DFND 1 2 1,169 0 0
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FACEBOOK INC-CLASS A CL A 30303M102 5,898,590 33,178,258 SH   DFND 1 32,976,797 0 201,461
FACEBOOK INC-CLASS A CL A 30303M102 76 432 SH   DFND 1 2 432 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 144,156 593,153 SH   DFND 1 583,557 0 9,596
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FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 1,040 39,062 SH   DFND 1 39,062 0 0
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FARO TECHNOLOGIES INC COM 311642102 11,116 229,913 SH   DFND 1 229,913 0 0
FASTENAL CO COM 311900104 333,531 10,222,451 SH   DFND 1 10,172,464 0 49,987
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FEDERAL SIGNAL CORP COM 313855108 285 8,713 SH   DFND 1 2 8,713 0 0
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FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 11 870 SH   DFND 1 0 0 870
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 2,343 180,967 SH   DFND 1 2 180,967 0 0
FIBROCELL SCIENCE INC COM 315721407 287 97,043 SH   DFND 1 97,043 0 0
FIBROGEN INC COM 31572Q808 39,487 1,067,815 SH   DFND 1 1,067,815 0 0
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FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 141,585 3,190,190 SH   DFND 1 3,190,190 0 0
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FIFTH THIRD BANCORP COM 316773100 326,490 11,941,609 SH   DFND 1 11,906,049 0 35,560
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FIREEYE INC COM 31816Q101 29,603 2,219,133 SH   DFND 1 2,219,133 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 110,996 1,880,983 SH   DFND 1 1,852,865 0 28,118
FIRST BANCORP INC/ME COM 31866P102 3,141 114,287 SH   DFND 1 114,287 0 0
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FIRST HAWAIIAN INC COM 32051X108 39,741 1,488,447 SH   DFND 1 1,488,447 0 0
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FIRST INDUSTRIAL REALTY TR COM 32054K103 196 4,958 SH   DFND 1 2 4,958 0 0
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FIRST SOLAR INC COM 336433107 52,468 904,470 SH   DFND 1 885,435 0 19,035
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FIRST UNITED CORP COM 33741H107 889 40,423 SH   DFND 1 40,423 0 0
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FIRSTCASH INC COM 33767D105 52,973 577,877 SH   DFND 1 567,100 0 10,777
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FIRSTSERVICE CORP COMSTK 33767E202 257 2,514 SH   DFND 1 2 2,514 0 0
FISERV INC COM 337738108 979,083 9,464,309 SH   DFND 1 9,411,069 0 53,240
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FITBIT INC - A CL A 33812L102 10,329 2,711,279 SH   DFND 1 2,711,279 0 0
FITBIT INC - A CL A 33812L102 151 39,880 SH   DFND 1 2 39,880 0 0
FIVE BELOW COM 33829M101 76,596 607,424 SH   DFND 1 593,461 0 13,963
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,804 465,597 SH   DFND 1 465,597 0 0
FIVE9 INC COM 338307101 43,159 803,120 SH   DFND 1 803,120 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 13,569 363,317 SH   DFND 1 363,317 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 365,231 1,275,582 SH   DFND 1 1,271,568 0 4,014
FLEETCOR TECHNOLOGIES INC COM 339041105 66 232 SH   DFND 1 2 232 0 0
FLEX LTD ORD Y2573F102 4,247 409,676 SH   DFND 1 409,676 0 0
FLEXION THERAPEUTICS INC COM 33938J106 6,023 439,497 SH   DFND 1 439,497 0 0
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FLEXSTEEL INDS COM 339382103 149 10,068 SH   DFND 1 2 10,068 0 0
FLIR SYSTEMS INC COM 302445101 120,451 2,293,488 SH   DFND 1 2,287,229 0 6,259
FLOOR & DECOR HOLDINGS INC-A CL A 339750101 34,770 679,774 SH   DFND 1 679,774 0 0
FLOTEK INDUSTRIES INC COM 343389102 1,522 692,141 SH   DFND 1 685,952 0 6,189
FLOTEK INDUSTRIES INC COM 343389102 7 3,202 SH   DFND 1 2 3,202 0 0
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FLOWSERVE CORP COM 34354P105 93,395 2,002,610 SH   DFND 1 1,996,247 0 6,363
FLUENT INC COM 34380C102 1,570 574,396 SH   DFND 1 574,396 0 0
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FLY LEASING LTD-ADR SPONSORED ADR 34407D109 657 32,070 SH   DFND 1 2 32,070 0 0
FMC CORP COM NEW 302491303 168,700 1,927,130 SH   DFND 1 1,921,101 0 6,029
FNB CORP COM 302520101 42,232 3,662,861 SH   DFND 1 3,581,372 0 81,489
FNCB BANCORP INC COM 302578109 1,527 195,610 SH   DFND 1 195,610 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 132 43,737 SH   DFND 1 43,737 0 0
FOCUS FINANCIAL PARTNERS-A COM CL A 34417P100 9,369 393,692 SH   DFND 1 393,692 0 0
FONAR CORP COM NEW 344437405 1,049 50,761 SH   DFND 1 50,761 0 0
FOOT LOCKER INC COM 344849104 52,554 1,217,665 SH   DFND 1 1,189,603 0 28,062
FORD MOTOR CO COM 345370860 527,932 57,658,443 SH   DFND 1 57,460,381 0 198,062
FORD MOTOR CO COM 345370860 82 9,050 SH   DFND 1 2 9,050 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 19,009 501,314 SH   DFND 1 501,314 0 0
FORESTAR GROUP INC COM 346232101 2,345 128,310 SH   DFND 1 128,310 0 0
FORMFACTOR INC COM 346375108 18,780 1,007,260 SH   DFND 1 1,007,260 0 0
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FORTERRA INC COM 34960W106 1,903 263,346 SH   DFND 1 263,346 0 0
FORTINET INC COM 34959E109 195,968 2,556,355 SH   DFND 1 2,549,774 0 6,581
FORTIS INC COM 349553107 503 11,888 SH   DFND 1 10,258 0 1,630
FORTIS INC COMSTK 349553107 23,577 555,243 SH   DFND 1 555,243 0 0
FORTIS INC COMSTK 349553107 48 1,159 SH   DFND 1 2 1,159 0 0
FORTIVE CORP COM 34959J108 295,489 4,316,916 SH   DFND 1 4,302,982 0 13,934
FORTIVE CORP COM 34959J108 667 9,735 SH   DFND 1 2 9,735 0 0
FORTRESS BIOTECH INC COM 34960Q109 496 352,463 SH   DFND 1 352,463 0 0
FORTUNA SILVER MINES INC COMSTK 349915108 90 29,283 SH   DFND 1 29,283 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 116,512 2,133,347 SH   DFND 1 2,126,882 0 6,465
FORTUNE BRANDS HOME & SECURI COM 34964C106 91 1,668 SH   DFND 1 2 1,668 0 0
FORTY SEVEN INC COM 34983P104 1,802 280,799 SH   DFND 1 280,799 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,640 1,058,539 SH   DFND 1 1,058,539 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 103 66,880 SH   DFND 1 2 66,880 0 0
FORUM MERGER II CORP - W *W EXP 09/30/202 34986F111 215 400,000 SH   DFND 1 2 400,000 0 0
FORWARD AIR CORP COM 349853101 23,919 375,379 SH   DFND 1 375,379 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 17 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 7,897 631,305 SH   DFND 1 631,305 0 0
FOSTER (LB) CO-A COM 350060109 2,902 133,936 SH   DFND 1 133,936 0 0
FOSTER (LB) CO-A COM 350060109 24 1,141 SH   DFND 1 2 1,141 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 3,239 209,113 SH   DFND 1 206,773 0 2,340
FOUNDATION BUILDING MATERIAL COM 350392106 237 15,328 SH   DFND 1 2 15,328 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 24,868 879,378 SH   DFND 1 878,649 0 729
FOX CORP - CLASS A CL A COM 35137L105 179,021 5,684,890 SH   DFND 1 5,654,881 0 30,009
FOX CORP - CLASS A CL A COM 35137L105 22 711 SH   DFND 1 2 711 0 0
FOX CORP - CLASS B CL B COM 35137L204 80,484 2,556,001 SH   DFND 1 2,538,117 0 17,884
FOX FACTORY HOLDING CORP COM 35138V102 31,398 504,471 SH   DFND 1 504,471 0 0
FOX FACTORY HOLDING CORP COM 35138V102 678 10,896 SH   DFND 1 2 10,896 0 0
FRANCESCAS HOLDINGS CORP COM NEW 351793203 265 18,960 SH   DFND 1 18,960 0 0
FRANCO-NEVADA CORP COM 351858105 259 2,846 SH   DFND 1 2,607 0 239
FRANCO-NEVADA CORP COM 351858105 16 185 SH   DFND 1 2 185 0 0
FRANCO-NEVADA CORP COMSTK 351858105 22,062 240,099 SH   DFND 1 240,099 0 0
FRANKLIN COVEY CO COM 353469109 4,294 122,708 SH   DFND 1 122,708 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 27,500 575,212 SH   DFND 1 575,212 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 4,716 156,123 SH   DFND 1 156,123 0 0
FRANKLIN FINANCIAL SERVICES COM 353525108 1,768 49,733 SH   DFND 1 49,733 0 0
FRANKLIN RESOURCES INC COM 354613101 120,385 4,177,297 SH   DFND 1 4,164,221 0 13,076
FRANKLIN RESOURCES INC COM 354613101 585 20,304 SH   DFND 1 2 20,304 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 14,832 1,753,227 SH   DFND 1 1,753,227 0 0
FRANK'S INTERNATIONAL NV COM N33462107 5,621 1,183,541 SH   DFND 1 1,183,541 0 0
FREEPORT-MCMORAN INC CL B 35671D857 204,075 21,358,341 SH   DFND 1 21,284,832 0 73,509
FREIGHTCAR AMERICA INC COM 357023100 395 81,534 SH   DFND 1 81,534 0 0
FREQUENCY ELECTRONICS INC COM 358010106 319 26,316 SH   DFND 1 26,316 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 1,343 40,002 SH   DFND 1 39,042 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 13,343 391,193 SH   DFND 1 391,193 0 0
FRESHPET INC COM 358039105 20,762 417,169 SH   DFND 1 417,169 0 0
FRESHPET INC COM 358039105 212 4,261 SH   DFND 1 2 4,261 0 0
FRIEDMAN INDUSTRIES COM 358435105 184 28,460 SH   DFND 1 28,460 0 0
FRONT YARD RESIDENTIAL CORP COM 35904G107 9,423 815,209 SH   DFND 1 815,209 0 0
FRONTDOOR INC COM 35905A109 88,544 1,823,028 SH   DFND 1 1,823,028 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,306 1,507,106 SH   DFND 1 1,501,278 0 5,828
FRONTLINE LTD SHS NEW G3682E192 231 25,441 SH   DFND 1 25,441 0 0
FRONTLINE LTD SHS NEW G3682E192 116 12,767 SH   DFND 1 2 12,767 0 0
FRP HOLDINGS INC COM 30292L107 4,687 97,608 SH   DFND 1 97,608 0 0
FS BANCORP INC COM 30263Y104 2,513 47,880 SH   DFND 1 47,880 0 0
FS KKR CAPITAL CORP COM 302635107 196 33,755 SH   DFND 1 2 33,755 0 0
FTE NETWORKS INC COM PAR 30283R402 9 20,485 SH   DFND 1 20,485 0 0
FTI CONSULTING INC COM 302941109 60,067 566,728 SH   DFND 1 566,728 0 0
FTS INTERNATIONAL INC COM 30283W104 951 424,575 SH   DFND 1 424,575 0 0
FTS INTERNATIONAL INC COM 30283W104 20 9,260 SH   DFND 1 2 9,260 0 0
FUEL TECH INC COM 359523107 193 193,817 SH   DFND 1 193,817 0 0
FUELCELL ENERGY INC COM 35952H601 249 763,146 SH   DFND 1 763,146 0 0
FULCRUM THERAPEUTICS INC COM 359616109 184 27,791 SH   DFND 1 27,791 0 0
FULGENT GENETICS INC COM 359664109 319 30,773 SH   DFND 1 30,773 0 0
FULL HOUSE RESORTS INC COM 359678109 74 34,413 SH   DFND 1 34,413 0 0
FULTON FINANCIAL CORP COM 360271100 41,204 2,546,627 SH   DFND 1 2,504,922 0 41,705
FUNKO INC-CLASS A COM CL A 361008105 4,619 224,531 SH   DFND 1 224,531 0 0
FUTURE FINTECH GROUP INC COM 36117V105 18 23,108 SH   DFND 1 23,108 0 0
FUTUREFUEL CORP COM 36116M106 6,281 526,114 SH   DFND 1 526,114 0 0
FVCBANKCORP INC COM 36120Q101 2,464 140,321 SH   DFND 1 140,321 0 0
G1 THERAPEUTICS INC COM 3621LQ109 9,128 400,716 SH   DFND 1 400,716 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 467 42,033 SH   DFND 1 2 42,033 0 0
GAIA INC CL A 36269P104 1,110 169,928 SH   DFND 1 169,928 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,495 283,262 SH   DFND 1 283,262 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 876 5,742 SH   DFND 1 5,742 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,726 470,556 SH   DFND 1 470,556 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 95 19,960 SH   DFND 1 19,960 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 1,095 56,015 SH   DFND 1 56,015 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 6,729 1,219,150 SH   DFND 1 1,219,150 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 111,640 2,919,480 SH   DFND 1 2,919,480 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 592 15,496 SH   DFND 1 2 15,496 0 0
GANNETT CO INC COM 36473H104 15,244 1,419,422 SH   DFND 1 1,418,768 0 654
GANNETT CO INC COM 36473H104 1,017 94,734 SH   DFND 1 2 94,734 0 0
GAP INC/THE COM 364760108 57,213 3,300,825 SH   DFND 1 3,290,760 0 10,065
GAP INC/THE COM 364760108 36 2,126 SH   DFND 1 2 2,126 0 0
GARDNER DENVER HOLDINGS INC COM 36555P107 39,177 1,384,862 SH   DFND 1 1,384,862 0 0
GARMIN LTD SHS H2906T109 229,782 2,716,386 SH   DFND 1 2,709,453 0 6,933
GARMIN LTD SHS H2906T109 26 308 SH   DFND 1 2 308 0 0
GARRETT MOTION INC COM 366505105 5,833 585,717 SH   DFND 1 585,717 0 0
GARTNER INC COM 366651107 183,568 1,285,896 SH   DFND 1 1,281,721 0 4,175
GASLOG LTD SHS G37585109 4,679 364,197 SH   DFND 1 364,197 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 5,597 555,887 SH   DFND 1 555,887 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 27 2,701 SH   DFND 1 2 2,701 0 0
GATX CORP COM 361448103 34,188 440,976 SH   DFND 1 432,021 0 8,955
GCAP 5 08/15/22 NOTE 5.000% 8/1 36268WAF7 4,443 4,783,000 PRN   DFND 1 2 4,783,000 0 0
GCI LIBERTY INC - CLASS A COM CLASS A 36164V305 66,808 1,076,347 SH   DFND 1 1,076,347 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 12,618 655,499 SH   DFND 1 655,499 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADS 36165L108 7,532 188,738 SH   DFND 1 188,738 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 23 63,151 SH   DFND 1 63,151 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,938 210,666 SH   DFND 1 210,666 0 0
GENCOR INDUSTRIES INC COM 368678108 1,224 105,475 SH   DFND 1 105,475 0 0
GENERAC HOLDINGS INC COM 368736104 68,594 875,600 SH   DFND 1 875,600 0 0
GENERAL AMERICAN INVESTORS COM 368802104 2,183 60,076 SH   DFND 1 2 60,076 0 0
GENERAL DYNAMICS CORP COM 369550108 571,481 3,133,016 SH   DFND 1 3,122,167 0 10,849
GENERAL ELECTRIC CO COM 369604103 1,041,379 116,689,170 SH   DFND 1 116,271,102 0 418,068
GENERAL ELECTRIC CO COM 369604103 16 1,877 SH   DFND 1 2 1,877 0 0
GENERAL FINANCE CORP COM 369822101 1,688 191,047 SH   DFND 1 191,047 0 0
GENERAL MILLS INC COM 370334104 483,571 8,785,262 SH   DFND 1 8,754,616 0 30,646
GENERAL MILLS INC COM 370334104 67 1,223 SH   DFND 1 2 1,223 0 0
GENERAL MOLY INC COM 370373102 68 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 650,958 17,381,768 SH   DFND 1 17,323,493 0 58,275
GENERAL MOTORS CO COM 37045V100 93 2,484 SH   DFND 1 2 2,484 0 0
GENESCO INC COM 371532102 8,467 211,578 SH   DFND 1 211,578 0 0
GENESCO INC COM 371532102 419 10,485 SH   DFND 1 2 10,485 0 0
GENESEE & WYOMING INC-CL A CL A 371559105 66,468 601,470 SH   DFND 1 587,270 0 14,200
GENESIS HEALTHCARE INC CL A COM 37185X106 737 664,712 SH   DFND 1 664,712 0 0
GENIE ENERGY LTD-B CL B 372284208 1,698 227,672 SH   DFND 1 227,672 0 0
GENMAB A/S -SP ADR SPONSORED ADS 372303206 421 20,807 SH   DFND 1 20,807 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4,492 741,289 SH   DFND 1 741,289 0 0
GENOCEA BIOSCIENCES INC COM NEW 372427401 432 149,083 SH   DFND 1 149,083 0 0
GENOMIC HEALTH INC COM 37244C101 22,164 326,812 SH   DFND 1 326,812 0 0
GENOMIC HEALTH INC COM 37244C101 1,143 16,856 SH   DFND 1 2 16,856 0 0
GENPACT LTD SHS G3922B107 78,291 2,019,291 SH   DFND 1 2,019,291 0 0
GENTEX CORP COM 371901109 112,561 4,074,796 SH   DFND 1 4,009,289 0 65,507
GENTEX CORP COM 371901109 48 1,751 SH   DFND 1 2 1,751 0 0
GENTHERM INC COM 37253A103 18,618 453,159 SH   DFND 1 453,079 0 80
GENUINE PARTS CO COM 372460105 212,585 2,138,011 SH   DFND 1 2,130,414 0 7,597
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 28,525 6,483,154 SH   DFND 1 6,352,676 0 130,478
GEO GROUP INC/THE COM 36162J106 28,919 1,667,769 SH   DFND 1 1,637,355 0 30,414
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,925 190,334 SH   DFND 1 190,334 0 0
GERMAN AMERICAN BANCORP COM 373865104 10,647 332,224 SH   DFND 1 332,224 0 0
GERON CORP COM 374163103 3,134 2,356,480 SH   DFND 1 2,356,284 0 196
GETTY REALTY CORP COM 374297109 14,361 447,947 SH   DFND 1 447,947 0 0
GEVO INC COM PAR 374396406 278 83,082 SH   DFND 1 83,082 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 19,906 433,316 SH   DFND 1 433,316 0 0
GIGCAPITAL INC - CW23 *W EXP 06/08/202 37518N122 1,752 2,585,200 SH   DFND 1 2 2,585,200 0 0
G-III APPAREL GROUP LTD COM 36237H101 14,860 576,661 SH   DFND 1 576,661 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 192 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COM 375916103 342 9,642 SH   DFND 1 8,588 0 1,054
GILDAN ACTIVEWEAR INC COMSTK 375916103 9,331 264,576 SH   DFND 1 264,576 0 0
GILDAN ACTIVEWEAR INC COMSTK 375916103 1 47 SH   DFND 1 2 47 0 0
GILEAD SCIENCES INC COM 375558103 1,182,857 18,686,637 SH   DFND 1 18,574,103 0 112,534
GILEAD SCIENCES INC COM 375558103 100 1,587 SH   DFND 1 2 1,587 0 0
GLACIER BANCORP INC COM 37637Q105 46,342 1,145,384 SH   DFND 1 1,145,384 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 9,561 406,881 SH   DFND 1 406,881 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 126 5,383 SH   DFND 1 2 5,383 0 0
GLADSTONE LAND CORP COM 376549101 2,843 239,076 SH   DFND 1 239,076 0 0
GLATFELTER COM 377316104 8,702 565,442 SH   DFND 1 563,312 0 2,130
GLAUKOS CORP COM 377322102 28,247 451,881 SH   DFND 1 451,881 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 7,530 176,451 SH   DFND 1 174,475 0 1,976
GLEN BURNIE BANCORP COM 377407101 201 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 38,649 796,569 SH   DFND 1 796,569 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 351 487,346 SH   DFND 1 487,346 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 2,272 91,019 SH   DFND 1 91,019 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 4,457 390,996 SH   DFND 1 390,996 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 12 1,080 SH   DFND 1 2 1,080 0 0
GLOBAL NET LEASE INC COM NEW 379378201 20,570 1,054,916 SH   DFND 1 1,054,916 0 0
GLOBAL PAYMENTS INC COM 37940X102 704,187 4,435,815 SH   DFND 1 4,421,668 0 14,147
GLOBAL PAYMENTS INC COM 37940X102 6 38 SH   DFND 1 2 38 0 0
GLOBAL SELF STORAGE INC COM 37955N106 356 74,849 SH   DFND 1 74,849 0 0
GLOBAL WATER RESOURCES INC COM 379463102 1,174 99,187 SH   DFND 1 99,187 0 0
GLOBALSCAPE INC COM 37940G109 1,245 108,614 SH   DFND 1 108,614 0 0
GLOBALSCAPE INC COM 37940G109 460 40,162 SH   DFND 1 2 40,162 0 0
GLOBALSTAR INC COM 378973408 2,106 5,092,936 SH   DFND 1 5,092,936 0 0
GLOBANT SA COM L44385109 7,416 81,459 SH   DFND 1 81,459 0 0
GLOBE LIFE INC COM 37959E102 155,211 1,623,198 SH   DFND 1 1,618,523 0 4,675
GLOBE LIFE INC COM 37959E102 41 432 SH   DFND 1 2 432 0 0
GLOBUS MEDICAL INC - A CL A 379577208 49,357 965,519 SH   DFND 1 946,293 0 19,226
GLOWPOINT INC COM 379887508 32 34,074 SH   DFND 1 34,074 0 0
GLRE 4 08/01/23 NOTE 4.000% 8/0 395366AB3 6,581 7,000,000 PRN   DFND 1 2 7,000,000 0 0
GLU MOBILE INC COM 379890106 9,447 1,893,216 SH   DFND 1 1,889,406 0 3,810
GLU MOBILE INC COM 379890106 527 105,648 SH   DFND 1 2 105,648 0 0
GLYCOMIMETICS INC COM 38000Q102 2,173 504,318 SH   DFND 1 504,318 0 0
GMS INC COM 36251C103 14,498 504,824 SH   DFND 1 503,955 0 869
GMS INC COM 36251C103 285 9,928 SH   DFND 1 2 9,928 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 2,241 1,047,421 SH   DFND 1 1,046,548 0 873
GODADDY INC - CLASS A CL A 380237107 108,995 1,653,283 SH   DFND 1 1,653,283 0 0
GODADDY INC - CLASS A CL A 380237107 25 390 SH   DFND 1 2 390 0 0
GOGO INC COM 38046C109 4,572 758,311 SH   DFND 1 758,311 0 0
GOL LINHAS AEREAS INTEL-ADR SPON ADR PFD NEW 38045R206 930 60,148 SH   DFND 1 2 60,148 0 0
GOLAR LNG LTD SHS G9456A100 7,047 542,527 SH   DFND 1 542,527 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 506 52,895 SH   DFND 1 52,895 0 0
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 81 16,472 SH   DFND 1 14,627 0 1,845
GOLD RESOURCE CORP COM 38068T105 2,577 845,182 SH   DFND 1 845,182 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 3,447 259,435 SH   DFND 1 259,435 0 0
GOLDEN MINERALS CO COM 381119106 57 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 686 117,873 SH   DFND 1 117,873 0 0
GOLDFIELD CORP COM 381370105 313 145,817 SH   DFND 1 145,817 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 920,931 4,451,624 SH   DFND 1 4,436,618 0 15,006
GOLDMAN SACHS GROUP INC COM 38141G104 77 375 SH   DFND 1 2 375 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 91 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 1,105 103,964 SH   DFND 1 103,964 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 38,360 2,662,999 SH   DFND 1 2,604,674 0 58,325
GOODYEAR TIRE & RUBBER CO COM 382550101 311 21,610 SH   DFND 1 2 21,610 0 0
GOOSEHEAD INSURANCE INC -A COM CL A 38267D109 12,289 249,031 SH   DFND 1 249,031 0 0
GOPRO INC-CLASS A CL A 38268T103 9,029 1,741,529 SH   DFND 1 1,741,529 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 2,903 1,697,875 SH   DFND 1 2 1,697,875 0 0
GORMAN-RUPP CO COM 383082104 9,099 261,550 SH   DFND 1 261,550 0 0
GORMAN-RUPP CO COM 383082104 13 400 SH   DFND 1 2 400 0 0
GOSSAMER BIO INC COM 38341P102 8,396 500,095 SH   DFND 1 500,095 0 0
GP STRATEGIES CORP COM 36225V104 2,271 176,932 SH   DFND 1 176,932 0 0
GPMT 6.375 10/01/23 NOTE 6.375%10/0 38741LAC1 5,662 5,500,000 PRN   DFND 1 2 5,500,000 0 0
GPRE 4.125 09/01/22 NOTE 4.125% 9/0 393222AF1 9,628 11,800,000 PRN   DFND 1 2 11,800,000 0 0
GRACO INC COM 384109104 86,320 1,874,902 SH   DFND 1 1,833,061 0 41,841
GRACO INC COM 384109104 95 2,075 SH   DFND 1 2 2,075 0 0
GRAF INDUSTRIAL CORP-CW25 *W EXP 12/31/202 384278115 195 500,000 SH   DFND 1 2 500,000 0 0
GRAFTECH INTERNATIONAL LTD COM 384313508 8,468 661,619 SH   DFND 1 660,807 0 812
GRAHAM CORP COM 384556106 2,323 116,973 SH   DFND 1 116,973 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 32,045 48,302 SH   DFND 1 47,211 0 1,091
GRAND CANYON EDUCATION INC COM 38526M106 52,391 533,519 SH   DFND 1 533,519 0 0
GRANITE CONSTRUCTION INC COM 387328107 19,231 598,555 SH   DFND 1 586,806 0 11,749
GRANITE POINT MORTGAGE TRUST COM 38741L107 12,778 681,893 SH   DFND 1 681,893 0 0
GRANITE REAL ESTATE INVESTME REIT 387437114 149 3,081 SH   DFND 1 3,081 0 0
GRANITE REAL ESTATE INVESTME REIT 387437114 359 7,432 SH   DFND 1 2 7,432 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 51,916 3,519,731 SH   DFND 1 3,519,731 0 0
GRAY TELEVISION INC COM 389375106 17,784 1,089,755 SH   DFND 1 1,089,079 0 676
GREAT AJAX CORP COM 38983D300 3,099 199,980 SH   DFND 1 199,980 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 676 182,705 SH   DFND 1 182,705 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 9,444 903,764 SH   DFND 1 891,410 0 12,354
GREAT LAKES DREDGE & DOCK CO COM 390607109 913 87,372 SH   DFND 1 2 87,372 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 11,713 205,673 SH   DFND 1 205,673 0 0
GREAT WESTERN BANCORP INC COM 391416104 23,796 721,110 SH   DFND 1 721,110 0 0
GREEN BRICK PARTNERS INC COM 392709101 3,418 319,513 SH   DFND 1 319,513 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 15,407 610,180 SH   DFND 1 598,222 0 11,958
GREEN DOT CORP-CLASS A CL A 39304D102 656 26,019 SH   DFND 1 2 26,019 0 0
GREEN PLAINS INC COM 393222104 5,612 529,687 SH   DFND 1 529,687 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 205 15,501 SH   DFND 1 15,501 0 0
GREENBRIER COMPANIES INC COM 393657101 12,187 404,626 SH   DFND 1 404,507 0 119
GREENE COUNTY BANCORP INC COM 394357107 616 22,506 SH   DFND 1 22,506 0 0
GREENHILL & CO INC COM 395259104 2,897 220,809 SH   DFND 1 220,424 0 385
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 3,915 372,945 SH   DFND 1 372,945 0 0
GREENSKY INC-CLASS A CL A 39572G100 2,404 351,300 SH   DFND 1 351,300 0 0
GREIF INC-CL A CL A 397624107 12,324 325,275 SH   DFND 1 318,489 0 6,786
GREIF INC-CL B CL B 397624206 3,697 81,159 SH   DFND 1 81,159 0 0
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 820 21,615 SH   DFND 1 21,615 0 0
GRIFFON CORP COM 398433102 10,261 489,330 SH   DFND 1 489,330 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,807 140,083 SH   DFND 1 139,025 0 1,058
GRITSTONE ONCOLOGY INC COM 39868T105 2,484 287,669 SH   DFND 1 287,669 0 0
GROCERY OUTLET HOLDING CORP COM 39874R101 7,266 209,518 SH   DFND 1 209,518 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 23,994 259,937 SH   DFND 1 259,937 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 188 2,040 SH   DFND 1 2 2,040 0 0
GROUPON INC COM 399473107 15,740 5,917,515 SH   DFND 1 5,917,515 0 0
GRUBHUB INC COM 400110102 52,837 940,672 SH   DFND 1 917,757 0 22,915
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 199 4,198 SH   DFND 1 4,198 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 1,185 24,933 SH   DFND 1 2 24,933 0 0
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 110 1,149 SH   DFND 1 893 0 256
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 1,234 12,791 SH   DFND 1 2 12,791 0 0
GRUPO AEROPORTUARIO SUR-ADR SPON ADR SER B 40051E202 102 671 SH   DFND 1 529 0 142
GRUPO AEROPORTUARIO SUR-ADR SPON ADR SER B 40051E202 195 1,280 SH   DFND 1 2 1,280 0 0
GRUPO FINANCIERO GALICIA-ADR SPONSORED ADR 399909100 3,845 297,224 SH   DFND 1 297,224 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 2 250 SH   DFND 1 0 0 250
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 106 10,807 SH   DFND 1 2 10,807 0 0
GS ACQUISITION HOLDINGS- A COM CL A 36255F102 1,020 100,000 SH   DFND 1 2 100,000 0 0
GSCCN 7 08/15/21 NOTE 7.000% 8/1 38119TAG9 5,431 5,500,000 PRN   DFND 1 2 5,500,000 0 0
GSE SYSTEMS INC COM 36227K106 55 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 1,618 184,752 SH   DFND 1 184,752 0 0
GTT COMMUNICATIONS INC COM 362393100 3,907 414,852 SH   DFND 1 414,852 0 0
GTY TECHNOLOGY HOLDINGS INC COM 362409104 3,011 480,353 SH   DFND 1 480,353 0 0
GUARANTY BANCSHARES INC COM 400764106 3,742 122,350 SH   DFND 1 122,350 0 0
GUARDANT HEALTH INC COM 40131M109 27,971 438,216 SH   DFND 1 438,216 0 0
GUESS INC COM 401617105 10,416 562,123 SH   DFND 1 562,123 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 86,256 818,524 SH   DFND 1 818,524 0 0
GULF ISLAND FABRICATION INC COM 402307102 495 92,572 SH   DFND 1 92,572 0 0
GULF RESOURCES INC COM 40251W309 12 18,051 SH   DFND 1 18,051 0 0
GULFPORT ENERGY CORP COM NEW 402635304 5,466 2,017,168 SH   DFND 1 2,017,168 0 0
GW PHARMACEUTICALS -ADR ADS 36197T103 2,563 22,287 SH   DFND 1 22,287 0 0
GWG HOLDINGS INC COM 36192A109 122 12,308 SH   DFND 1 12,308 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 12,520 433,838 SH   DFND 1 433,838 0 0
H&R BLOCK INC COM 093671105 85,279 3,615,243 SH   DFND 1 3,605,183 0 10,060
H&R BLOCK INC COM 093671105 31 1,323 SH   DFND 1 2 1,323 0 0
H.B. FULLER CO. COM 359694106 29,687 637,626 SH   DFND 1 637,626 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 2,472 282,939 SH   DFND 1 282,939 0 0
HACKETT GROUP INC/THE COM 404609109 6,018 365,623 SH   DFND 1 365,623 0 0
HAEMONETICS CORP/MASS COM 405024100 91,925 728,761 SH   DFND 1 715,539 0 13,222
HAIN CELESTIAL GROUP INC COM 405217100 20,527 955,878 SH   DFND 1 935,749 0 20,129
HALLADOR ENERGY CO COM 40609P105 836 230,989 SH   DFND 1 230,989 0 0
HALLIBURTON CO COM 406216101 242,019 12,859,678 SH   DFND 1 12,819,047 0 40,631
HALLIBURTON CO COM 406216101 347 18,448 SH   DFND 1 2 18,448 0 0
HALLMARK FINL SERVICES INC COM NEW 40624Q203 3,604 188,436 SH   DFND 1 188,436 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 28,297 1,824,500 SH   DFND 1 1,824,500 0 0
HAMILTON BEACH BRAND-A COM CL A 40701T104 1,382 85,494 SH   DFND 1 85,494 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 17,937 314,921 SH   DFND 1 314,921 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 128 2,263 SH   DFND 1 2 2,263 0 0
HANCOCK WHITNEY CORP COM 410120109 54,849 1,432,290 SH   DFND 1 1,409,537 0 22,753
HANESBRANDS INC COM 410345102 85,817 5,610,372 SH   DFND 1 5,592,235 0 18,137
HANESBRANDS INC COM 410345102 313 20,496 SH   DFND 1 2 20,496 0 0
HANGER INC COM NEW 41043F208 9,480 465,206 SH   DFND 1 465,206 0 0
HANMI FINANCIAL CORPORATION COM NEW 410495204 8,164 434,770 SH   DFND 1 434,770 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 23,524 807,001 SH   DFND 1 807,001 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 67,429 497,489 SH   DFND 1 487,567 0 9,922
HARBORONE BANCORP INC COM NEW 41165Y100 6,474 643,311 SH   DFND 1 643,311 0 0
HARLEY-DAVIDSON INC COM 412822108 95,467 2,657,765 SH   DFND 1 2,649,707 0 8,058
HARLEY-DAVIDSON INC COM 412822108 27 758 SH   DFND 1 2 758 0 0
HARMONIC INC COM 413160102 7,804 1,186,041 SH   DFND 1 1,186,041 0 0
HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 7 2,513 SH   DFND 1 0 0 2,513
HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 109 38,440 SH   DFND 1 2 38,440 0 0
HARPOON THERAPEUTICS INC COM 41358P106 554 40,628 SH   DFND 1 40,628 0 0
HARROW HEALTH INC COM 415858109 1,101 195,978 SH   DFND 1 195,978 0 0
HARSCO CORP COM 415864107 19,072 1,005,912 SH   DFND 1 1,004,927 0 985
HARTE-HANKS INC COM 416196202 77 25,337 SH   DFND 1 25,088 0 249
HARTFORD FINANCIAL SVCS GRP COM 416515104 365,843 6,043,923 SH   DFND 1 6,026,434 0 17,489
HARTFORD FINANCIAL SVCS GRP COM 416515104 76 1,260 SH   DFND 1 2 1,260 0 0
HARVARD BIOSCIENCE INC COM 416906105 824 268,231 SH   DFND 1 268,231 0 0
HASBRO INC COM 418056107 208,932 1,763,079 SH   DFND 1 1,752,397 0 10,682
HAVERTY FURNITURE COM 419596101 6,327 312,157 SH   DFND 1 312,157 0 0
HAVERTY FURNITURE COM 419596101 16 791 SH   DFND 1 2 791 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 55,316 1,212,822 SH   DFND 1 1,185,488 0 27,334
HAWAIIAN HOLDINGS INC COM 419879101 16,700 635,979 SH   DFND 1 635,979 0 0
HAWKINS INC COM 420261109 5,544 130,453 SH   DFND 1 130,453 0 0
HAWKINS INC COM 420261109 32 756 SH   DFND 1 2 756 0 0
HAWTHORN BANCSHARES INC COM 420476103 2,197 92,227 SH   DFND 1 92,227 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 6,046 168,704 SH   DFND 1 168,704 0 0
HC2 HOLDINGS INC COM 404139107 640 272,750 SH   DFND 1 257,952 0 14,798
HCA HEALTHCARE INC COM 40412C101 444,389 3,696,617 SH   DFND 1 3,684,278 0 12,339
HCA HEALTHCARE INC COM 40412C101 350 2,908 SH   DFND 1 2 2,908 0 0
HCI GROUP INC COM 40416E103 3,752 89,264 SH   DFND 1 89,184 0 80
HCP INC COM 40414L109 328,102 9,219,943 SH   DFND 1 9,196,792 0 23,151
HCP INC COM 40414L109 17 498 SH   DFND 1 2 498 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 75,129 1,919,083 SH   DFND 1 1,919,083 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 8 226 SH   DFND 1 2 226 0 0
HDFC BANK LTD-ADR SPONSORED ADS 40415F101 1,950 34,198 SH   DFND 1 33,742 0 456
HEALTH CATALYST INC COM 42225T107 2,927 92,537 SH   DFND 1 92,537 0 0
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 5,488 220,172 SH   DFND 1 219,746 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 71,320 2,128,983 SH   DFND 1 2,096,564 0 32,419
HEALTHCARE REALTY TRUST INC COM 421946104 35 1,061 SH   DFND 1 2 1,061 0 0
HEALTHCARE SERVICES GROUP COM 421906108 25,785 1,061,580 SH   DFND 1 1,042,990 0 18,590
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 63,837 2,172,827 SH   DFND 1 2,172,827 0 0
HEALTHEQUITY INC COM 42226A107 62,862 1,100,046 SH   DFND 1 1,082,332 0 17,714
HEALTHSTREAM INC COM 42222N103 10,422 402,554 SH   DFND 1 402,554 0 0
HEARTLAND EXPRESS INC COM 422347104 15,145 704,108 SH   DFND 1 704,108 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 20,232 452,227 SH   DFND 1 452,227 0 0
HEAT BIOLOGICS INC COM NEW 42237K300 88 181,516 SH   DFND 1 181,516 0 0
HECLA MINING CO COM 422704106 10,737 6,101,133 SH   DFND 1 6,096,188 0 4,945
HEICO CORP COM 422806109 76,937 616,470 SH   DFND 1 616,470 0 0
HEICO CORP COM 422806109 40 321 SH   DFND 1 2 321 0 0
HEICO CORP-CLASS A CL A 422806208 71,729 737,601 SH   DFND 1 737,601 0 0
HEICO CORP-CLASS A CL A 422806208 35 365 SH   DFND 1 2 365 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 10,110 370,359 SH   DFND 1 369,969 0 390
HEIDRICK & STRUGGLES INTL COM 422819102 71 2,633 SH   DFND 1 2 2,633 0 0
HELEN OF TROY LTD COM G4388N106 56,940 361,162 SH   DFND 1 354,864 0 6,298
HELIOS TECHNOLOGIES INC COM 42328H109 16,451 405,514 SH   DFND 1 405,514 0 0
HELIUS MEDICAL TECHNOLOGIES COM CL A 42328V504 217 132,054 SH   DFND 1 132,054 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 14,395 1,786,059 SH   DFND 1 1,786,059 0 0
HELMERICH & PAYNE COM 423452101 69,272 1,731,284 SH   DFND 1 1,726,176 0 5,108
HELMERICH & PAYNE COM 423452101 52 1,312 SH   DFND 1 2 1,312 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,756 225,561 SH   DFND 1 225,561 0 0
HENNESSY ADVISORS INC COM 425885100 146 13,564 SH   DFND 1 13,564 0 0
HENNESSY CAPITAL ACQUIS-CW25 *W EXP 09/05/202 42589C112 702 912,512 SH   DFND 1 2 912,512 0 0
HENRY SCHEIN INC COM 806407102 144,637 2,281,250 SH   DFND 1 2,268,515 0 12,735
HERBALIFE NUTRITION LTD COM SHS G4412G101 51,128 1,350,450 SH   DFND 1 1,350,450 0 0
HERC HOLDINGS INC COM 42704L104 14,823 318,723 SH   DFND 1 318,723 0 0
HERC HOLDINGS INC COM 42704L104 171 3,683 SH   DFND 1 2 3,683 0 0
HERITAGE COMMERCE CORP COM 426927109 6,419 546,074 SH   DFND 1 546,074 0 0
HERITAGE FINANCIAL CORP COM 42722X106 12,664 469,769 SH   DFND 1 469,769 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 4,825 322,794 SH   DFND 1 322,794 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 5,203 196,370 SH   DFND 1 196,370 0 0
HERMAN MILLER INC COM 600544100 50,958 1,105,640 SH   DFND 1 1,090,827 0 14,813
HERMAN MILLER INC COM 600544100 1,258 27,311 SH   DFND 1 2 27,311 0 0
HERON THERAPEUTICS INC COM 427746102 17,061 922,225 SH   DFND 1 922,225 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 8,810 592,127 SH   DFND 1 592,127 0 0
HERSHEY CO/THE COM 427866108 448,735 2,894,423 SH   DFND 1 2,886,340 0 8,083
HERTZ GLOBAL HOLDINGS INC COM 42806J106 17,036 1,230,976 SH   DFND 1 1,230,976 0 0
HESKA CORP COM RESTRC NEW 42805E306 6,751 95,260 SH   DFND 1 95,260 0 0
HESS CORP COM 42809H107 232,199 3,845,386 SH   DFND 1 3,833,384 0 12,002
HEWLETT PACKARD ENTERPRISE COM 42824C109 308,060 20,325,654 SH   DFND 1 20,265,103 0 60,551
HEWLETT PACKARD ENTERPRISE COM 42824C109 70 4,647 SH   DFND 1 2 4,647 0 0
HEXCEL CORP COM 428291108 71,163 866,474 SH   DFND 1 864,946 0 1,528
HEXCEL CORP COM 428291108 221 2,693 SH   DFND 1 2 2,693 0 0
HEXINDAI INC-ADR ADR 428295109 36 24,168 SH   DFND 1 24,168 0 0
HEXO CORP COMSTK 428304109 144 36,646 SH   DFND 1 36,646 0 0
HF FOODS GROUP INC COM 40417F109 1,129 66,268 SH   DFND 1 66,268 0 0
HIBBETT SPORTS INC COM 428567101 5,744 250,871 SH   DFND 1 250,871 0 0
HI-CRUSH INC COM 428337109 1,104 634,507 SH   DFND 1 634,507 0 0
HI-CRUSH INC COM 428337109 120 69,408 SH   DFND 1 2 69,408 0 0
HIGH INCOME SECURITIES FUND SHS BEN INT 42968F108 427 50,300 SH   DFND 1 2 50,300 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 2,263 1,423,694 SH   DFND 1 1,423,694 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 71 15,239 SH   DFND 1 15,239 0 0
HIGHWOODS PROPERTIES INC COM 431284108 67,510 1,502,230 SH   DFND 1 1,476,213 0 26,017
HILL INTERNATIONAL INC COM 431466101 661 221,175 SH   DFND 1 221,175 0 0
HILLENBRAND INC COM 431571108 28,001 906,771 SH   DFND 1 906,771 0 0
HILLENBRAND INC COM 431571108 548 17,747 SH   DFND 1 2 17,747 0 0
HILL-ROM HOLDINGS INC COM 431475102 93,198 885,662 SH   DFND 1 868,702 0 16,960
HILLTOP HOLDINGS INC COM 432748101 21,341 893,314 SH   DFND 1 893,314 0 0
HILTON GRAND VACATIONS INC COM 43283X105 28,608 894,004 SH   DFND 1 894,004 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 386,473 4,157,337 SH   DFND 1 4,144,034 0 13,303
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 149 1,606 SH   DFND 1 2 1,606 0 0
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 169 74,760 SH   DFND 1 74,760 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 3,890 20,586 SH   DFND 1 20,586 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 16 86 SH   DFND 1 2 86 0 0
HIREQUEST INC COM 433535101 131 19,482 SH   DFND 1 19,482 0 0
HMS HOLDINGS CORP COM 40425J101 45,537 1,321,266 SH   DFND 1 1,321,266 0 0
HMS HOLDINGS CORP COM 40425J101 124 3,616 SH   DFND 1 2 3,616 0 0
HNI CORP COM 404251100 19,793 557,569 SH   DFND 1 546,060 0 11,509
HOLLYFRONTIER CORP COM 436106108 138,572 2,587,032 SH   DFND 1 2,580,009 0 7,023
HOLLYFRONTIER CORP COM 436106108 277 5,172 SH   DFND 1 2 5,172 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 971 63,965 SH   DFND 1 63,965 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2,733 179,954 SH   DFND 1 2 179,954 0 0
HOLOGIC INC COM 436440101 240,005 4,759,480 SH   DFND 1 4,747,094 0 12,386
HOLOGIC INC COM 436440101 55 1,106 SH   DFND 1 2 1,106 0 0
HOME BANCORP INC COM 43689E107 3,636 93,261 SH   DFND 1 93,261 0 0
HOME BANCSHARES INC COM 436893200 40,031 2,129,888 SH   DFND 1 2,090,822 0 39,066
HOME DEPOT INC COM 437076102 3,749,768 16,179,274 SH   DFND 1 16,126,547 0 52,727
HOMESTREET INC COM 43785V102 9,262 339,051 SH   DFND 1 339,051 0 0
HOMETRUST BANCSHARES INC COM 437872104 5,466 209,680 SH   DFND 1 209,680 0 0
HOMOLOGY MEDICINES INC COM 438083107 6,145 339,540 SH   DFND 1 339,540 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 658 25,247 SH   DFND 1 22,544 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,671,059 9,890,174 SH   DFND 1 9,856,817 0 33,357
HONEYWELL INTERNATIONAL INC COM 438516106 18 108 SH   DFND 1 2 108 0 0
HOOKER FURNITURE CORP COM 439038100 3,250 151,602 SH   DFND 1 151,602 0 0
HOOKIPA PHARMA INC COM 43906K100 397 53,001 SH   DFND 1 53,001 0 0
HOPE BANCORP INC COM 43940T109 23,254 1,621,661 SH   DFND 1 1,621,661 0 0
HORACE MANN EDUCATORS COM 440327104 26,804 578,559 SH   DFND 1 578,559 0 0
HORIZON BANCORP INC/IN COM 440407104 8,936 514,782 SH   DFND 1 514,782 0 0
HORIZON GLOBAL CORP COM 44052W104 669 175,350 SH   DFND 1 175,350 0 0
HORIZON TECHNOLOGY FINANCE C COM 44045A102 144 12,178 SH   DFND 1 12,178 0 0
HORIZON THERAPEUTICS PLC SHS G46188101 56,016 2,057,169 SH   DFND 1 2,057,169 0 0
HORMEL FOODS CORP COM 440452100 191,268 4,374,332 SH   DFND 1 4,360,673 0 13,659
HORNBECK OFFSHORE SERVICES COM 440543106 155 204,926 SH   DFND 1 204,926 0 0
HOST HOTELS & RESORTS INC COM 44107P104 250,321 14,494,937 SH   DFND 1 14,457,747 0 37,190
HOST HOTELS & RESORTS INC COM 44107P104 184 10,661 SH   DFND 1 2 10,661 0 0
HOSTESS BRANDS INC CL A 44109J106 21,797 1,558,636 SH   DFND 1 1,558,636 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 7,581 1,422,439 SH   DFND 1 1,422,439 0 0
HOULIHAN LOKEY INC CL A 441593100 24,892 551,931 SH   DFND 1 551,931 0 0
HOULIHAN LOKEY INC CL A 441593100 467 10,367 SH   DFND 1 2 10,367 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 24 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 453 96,160 SH   DFND 1 96,160 0 0
HOVNANIAN ENTERPRISES-A CL A NEW 442487401 749 38,940 SH   DFND 1 38,593 0 347
HOWARD BANCORP INC COM 442496105 2,609 156,365 SH   DFND 1 156,365 0 0
HOWARD HUGHES CORP/THE COM 44267D107 56,420 435,343 SH   DFND 1 435,343 0 0
HP INC COM 40434L105 396,095 20,960,521 SH   DFND 1 20,883,247 0 77,274
HP INC COM 40434L105 7 372 SH   DFND 1 2 372 0 0
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 19,779 516,828 SH   DFND 1 514,057 0 2,771
HTG MOLECULAR DIAGNOSTICS COM 40434H104 165 243,633 SH   DFND 1 243,633 0 0
HUAMI CORP - ADR SPONSORED ADS 44331K103 530 53,009 SH   DFND 1 2 53,009 0 0
HUAZHU GROUP LTD-ADR SPONSORED ADS 44332N106 13,948 424,251 SH   DFND 1 423,563 0 688
HUB GROUP INC-CL A CL A 443320106 20,807 447,479 SH   DFND 1 447,479 0 0
HUBBELL INC COM 443510607 81,659 621,457 SH   DFND 1 607,809 0 13,648
HUBBELL INC COM 443510607 1,109 8,444 SH   DFND 1 2 8,444 0 0
HUBSPOT INC COM 443573100 60,647 400,021 SH   DFND 1 400,021 0 0
HUBSPOT INC COM 443573100 34 226 SH   DFND 1 2 226 0 0
HUDBAY MINERALS INC COMSTK 443628102 103 28,641 SH   DFND 1 28,641 0 0
HUDBAY MINERALS INC COMSTK 443628102 196 54,500 SH   DFND 1 2 54,500 0 0
HUDSON GLOBAL INC COM NEW 443787205 124 10,143 SH   DFND 1 10,143 0 0
HUDSON LTD-CLASS A COM CL A G46408103 2,295 187,049 SH   DFND 1 187,049 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 73,250 2,189,184 SH   DFND 1 2,189,184 0 0
HUDSON TECHNOLOGIES INC COM 444144109 205 289,555 SH   DFND 1 289,555 0 0
HUMANA INC COM 444859102 451,788 1,770,241 SH   DFND 1 1,763,928 0 6,313
HUMANA INC COM 444859102 47 186 SH   DFND 1 2 186 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 145,746 1,319,200 SH   DFND 1 1,311,032 0 8,168
HUNT COMPANIES FINANCE TRUST COM 44558T100 328 97,862 SH   DFND 1 97,862 0 0
HUNTINGTON BANCSHARES INC COM 446150104 236,370 16,588,834 SH   DFND 1 16,540,413 0 48,421
HUNTINGTON INGALLS INDUSTRIE COM 446413106 131,542 622,071 SH   DFND 1 620,151 0 1,920
HUNTSMAN CORP COM 447011107 83,287 3,580,714 SH   DFND 1 3,578,900 0 1,814
HURCO COMPANIES INC COM 447324104 3,534 109,880 SH   DFND 1 109,880 0 0
HURCO COMPANIES INC COM 447324104 302 9,400 SH   DFND 1 2 9,400 0 0
HURON CONSULTING GROUP INC COM 447462102 19,101 311,396 SH   DFND 1 311,396 0 0
HUTCHISON CHINA MEDITECH-ADR SPONSORED ADR 44842L103 2,705 152,512 SH   DFND 1 152,512 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 238 113,703 SH   DFND 1 113,703 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 28,432 385,948 SH   DFND 1 385,948 0 0
HYRECAR INC COM 44916T107 187 75,124 SH   DFND 1 75,124 0 0
HYSTER-YALE MATERIALS CL A 449172105 8,110 148,186 SH   DFND 1 148,186 0 0
I3 VERTICALS INC-CLASS A COM CL A 46571Y107 3,538 175,874 SH   DFND 1 175,874 0 0
IAA INC COM 449253103 64,460 1,544,698 SH   DFND 1 1,544,698 0 0
IAC/INTERACTIVECORP COM 44919P508 168,971 775,773 SH   DFND 1 775,773 0 0
IAC/INTERACTIVECORP COM 44919P508 34 156 SH   DFND 1 2 156 0 0
IAMGOLD CORP COMSTK 450913108 154 45,413 SH   DFND 1 45,413 0 0
IBERIABANK CORP COM 450828108 59,934 793,420 SH   DFND 1 793,420 0 0
IBERIABANK CORP COM 450828108 100 1,335 SH   DFND 1 2 1,335 0 0
IBIO INC COM NEW 451033203 18 34,266 SH   DFND 1 34,266 0 0
ICAD INC COM NEW 44934S206 934 136,364 SH   DFND 1 136,364 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 8,866 138,100 SH   DFND 1 138,100 0 0
ICF INTERNATIONAL INC COM 44925C103 21,064 249,375 SH   DFND 1 249,375 0 0
ICHOR HOLDINGS LTD SHS G4740B105 7,289 301,458 SH   DFND 1 301,458 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 583 47,947 SH   DFND 1 44,975 0 2,972
ICON PLC SHS G4705A100 6,499 43,839 SH   DFND 1 43,839 0 0
ICON PLC SHS G4705A100 297 2,017 SH   DFND 1 2 2,017 0 0
ICONIX BRAND GROUP INC COM NEW 451055305 66 37,615 SH   DFND 1 37,615 0 0
ICU MEDICAL INC COM 44930G107 34,623 216,937 SH   DFND 1 212,116 0 4,821
ICU MEDICAL INC COM 44930G107 145 911 SH   DFND 1 2 911 0 0
ID SYSTEMS INC COM 449489103 433 79,159 SH   DFND 1 79,159 0 0
IDACORP INC COM 451107106 66,553 590,698 SH   DFND 1 578,057 0 12,641
IDEANOMICS INC COM 45166V106 530 352,301 SH   DFND 1 352,301 0 0
IDENTIV INC COM NEW 45170X205 377 71,726 SH   DFND 1 71,726 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 517 178,959 SH   DFND 1 178,959 0 0
IDEX CORP COM 45167R104 191,552 1,170,493 SH   DFND 1 1,166,965 0 3,528
IDEXX LABORATORIES INC COM 45168D104 407,720 1,501,045 SH   DFND 1 1,493,661 0 7,384
IDEXX LABORATORIES INC COM 45168D104 449 1,653 SH   DFND 1 2 1,653 0 0
IDT CORP-CLASS B CL B NEW 448947507 2,531 240,421 SH   DFND 1 240,421 0 0
IDT CORP-CLASS B CL B NEW 448947507 364 34,571 SH   DFND 1 2 34,571 0 0
IEC ELECTRONICS CORP COM 44949L105 382 55,311 SH   DFND 1 55,311 0 0
IES HOLDINGS INC COM 44951W106 2,178 105,812 SH   DFND 1 105,812 0 0
IFRESH INC COM 449538107 93 50,723 SH   DFND 1 50,723 0 0
IHEARTMEDIA INC - CLASS A COM CL A 45174J509 6,103 406,924 SH   DFND 1 406,924 0 0
IHS MARKIT LTD SHS G47567105 403,766 6,046,388 SH   DFND 1 6,027,803 0 18,585
IHS MARKIT LTD SHS G47567105 17 260 SH   DFND 1 2 260 0 0
II-VI INC COM 902104108 41,333 1,173,917 SH   DFND 1 1,152,217 0 21,700
II-VI INC COM 902104108 238 6,773 SH   DFND 1 2 6,773 0 0
ILLINOIS TOOL WORKS COM 452308109 719,147 4,598,674 SH   DFND 1 4,584,031 0 14,643
ILLUMINA INC COM 452327109 705,566 2,322,705 SH   DFND 1 2,309,893 0 12,812
ILLUMINA INC COM 452327109 222 731 SH   DFND 1 2 731 0 0
IMAX CORP COM 45245E109 5,585 254,443 SH   DFND 1 254,443 0 0
IMEDIA BRANDS INC COM CL A 452465107 209 374,408 SH   DFND 1 374,408 0 0
IMMERSION CORPORATION COM 452521107 3,217 420,569 SH   DFND 1 420,569 0 0
IMMUNIC INC COM 4525EP101 105 10,526 SH   DFND 1 10,526 0 0
IMMUNOGEN INC COM 45253H101 5,616 2,320,698 SH   DFND 1 2,319,846 0 852
IMMUNOMEDICS INC COM 452907108 30,775 2,320,908 SH   DFND 1 2,320,908 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 707 89,930 SH   DFND 1 89,930 0 0
IMPERIAL OIL LTD COMSTK 453038408 8,411 323,941 SH   DFND 1 323,941 0 0
IMPERIAL OIL LTD COMSTK 453038408 144 5,535 SH   DFND 1 2 5,535 0 0
IMPINJ INC COM 453204109 6,899 223,803 SH   DFND 1 223,803 0 0
IMPINJ INC COM 453204109 124 4,034 SH   DFND 1 2 4,034 0 0
INCYTE CORP COM 45337C102 209,411 2,825,307 SH   DFND 1 2,808,547 0 16,760
INCYTE CORP COM 45337C102 1,910 25,736 SH   DFND 1 2 25,736 0 0
INDEPENDENCE CONTRACT DRILLI COM 453415309 576 480,501 SH   DFND 1 480,501 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 3,152 81,687 SH   DFND 1 81,687 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 21,325 1,490,274 SH   DFND 1 1,490,274 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 6,675 313,194 SH   DFND 1 313,194 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 579 27,194 SH   DFND 1 2 27,194 0 0
INDEPENDENT BANK CORP/MA COM 453836108 33,597 450,071 SH   DFND 1 450,071 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 25,971 493,670 SH   DFND 1 493,670 0 0
INDIA FUND INC COM 454089103 668 32,579 SH   DFND 1 2 32,579 0 0
INDIA GLOBALIZATION CAPITAL COM NEW 45408X308 251 258,785 SH   DFND 1 258,785 0 0
INDUSTRIAL LOGISTICS PROPERT COM SHS BEN INT 456237106 18,092 851,416 SH   DFND 1 851,416 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 16 15,157 SH   DFND 1 15,157 0 0
INFINERA CORP COM 45667G103 11,742 2,154,558 SH   DFND 1 2,154,558 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 374 363,617 SH   DFND 1 363,291 0 326
INFLARX NV COM N44821101 35 14,516 SH   DFND 1 14,516 0 0
INFORMATION SERVICES GROUP COM 45675Y104 768 309,154 SH   DFND 1 309,154 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 4,932 437,395 SH   DFND 1 431,947 0 5,448
INFRASTRUCTURE AND ENERGY AL COM 45686J104 215 46,065 SH   DFND 1 46,065 0 0
INFRASTRUCTURE AND ENERGY AL COM 45686J104 20 4,304 SH   DFND 1 2 4,304 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 246 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 147 14,104 SH   DFND 1 11,076 0 3,028
INGERSOLL-RAND PLC SHS G47791101 450,145 3,659,141 SH   DFND 1 3,647,376 0 11,765
INGEVITY CORP COM 45688C107 45,597 537,451 SH   DFND 1 526,887 0 10,564
INGEVITY CORP COM 45688C107 175 2,066 SH   DFND 1 2 2,066 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 10,748 276,583 SH   DFND 1 276,583 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 537 13,832 SH   DFND 1 2 13,832 0 0
INGREDION INC COM 457187102 70,271 860,243 SH   DFND 1 843,305 0 16,938
INNERWORKINGS INC COM 45773Y105 2,649 598,083 SH   DFND 1 598,083 0 0
INNODATA INC COM NEW 457642205 96 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 8,713 268,429 SH   DFND 1 268,429 0 0
INNOPHOS HOLDINGS INC COM 45774N108 649 20,000 SH   DFND 1 2 20,000 0 0
INNOSPEC INC COM 45768S105 30,998 347,755 SH   DFND 1 347,755 0 0
INNOSPEC INC COM 45768S105 22 248 SH   DFND 1 2 248 0 0
INNOVATE BIOPHARMACEUTICALS COM PAR 45782F105 121 113,968 SH   DFND 1 113,968 0 0
INNOVATIVE INDUSTRIAL PROPER COM 45781V101 373 4,048 SH   DFND 1 3,780 0 268
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 275 58,544 SH   DFND 1 58,544 0 0
INNOVIVA INC COM 45781M101 9,642 914,806 SH   DFND 1 914,806 0 0
INOGEN INC COM 45780L104 11,557 241,232 SH   DFND 1 241,003 0 229
INOGEN INC COM 45780L104 113 2,369 SH   DFND 1 2 2,369 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 16,107 982,788 SH   DFND 1 982,788 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 2,650 1,292,685 SH   DFND 1 1,292,685 0 0
INPHI CORP COM 45772F107 34,591 566,615 SH   DFND 1 566,615 0 0
INPHI CORP COM 45772F107 247 4,062 SH   DFND 1 2 4,062 0 0
INSEEGO CORP COM 45782B104 3,260 679,199 SH   DFND 1 679,199 0 0
INSIGHT ENTERPRISES INC COM 45765U103 29,981 538,370 SH   DFND 1 538,370 0 0
INSIGHT ENTERPRISES INC COM 45765U103 22 400 SH   DFND 1 2 400 0 0
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INSMED INC COM PAR $.01 457669307 20,608 1,168,296 SH   DFND 1 1,168,296 0 0
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INSPERITY INC COM 45778Q107 35 358 SH   DFND 1 2 358 0 0
INSPIRE MEDICAL SYSTEMS INC COM 457730109 11,286 184,968 SH   DFND 1 184,968 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 1,103 153,465 SH   DFND 1 153,465 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 15,938 277,962 SH   DFND 1 277,962 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 1,373 23,962 SH   DFND 1 2 23,962 0 0
INSTEEL INDUSTRIES INC COM 45774W108 5,002 243,652 SH   DFND 1 243,652 0 0
INSTRUCTURE INC COM 45781U103 16,444 424,481 SH   DFND 1 424,481 0 0
INSULET CORP COM 45784P101 106,022 642,834 SH   DFND 1 642,834 0 0
INTEC PHARMA LTD SHS M53644106 19 27,156 SH   DFND 1 27,156 0 0
INTEGER HOLDINGS CORP COM 45826H109 33,846 447,941 SH   DFND 1 447,186 0 755
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 49,982 832,075 SH   DFND 1 814,267 0 17,808
INTEL CORP COM 458140100 3,505,414 68,109,763 SH   DFND 1 67,721,564 0 388,199
INTEL CORP COM 458140100 866 16,808 SH   DFND 1 2 16,808 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 7,691 576,118 SH   DFND 1 576,118 0 0
INTELLICHECK INC COM NEW 45817G201 393 78,867 SH   DFND 1 78,867 0 0
INTELLIGENT SYSTEMS CORP COM 45816D100 3,058 73,631 SH   DFND 1 73,631 0 0
INTELSAT SA COM L5140P101 11,980 525,472 SH   DFND 1 525,472 0 0
INTER PARFUMS INC COM 458334109 17,361 248,132 SH   DFND 1 248,132 0 0
INTERACTIVE BROKERS GRO-CL A COM CL A 45841N107 40,998 762,331 SH   DFND 1 742,529 0 19,802
INTERCEPT PHARMACEUTICALS IN COM 45845P108 22,058 332,414 SH   DFND 1 332,398 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 719,878 7,812,254 SH   DFND 1 7,786,277 0 25,977
INTERCONTINENTAL EXCHANGE IN COM 45866F104 5 63 SH   DFND 1 2 63 0 0
INTERCONTINENTAL HOTELS-ADR SPONSORED ADS 45857P806 771 12,385 SH   DFND 1 11,489 0 896
INTERDIGITAL INC COM 45867G101 22,393 426,785 SH   DFND 1 418,977 0 7,808
INTERFACE INC COM 458665304 11,816 818,318 SH   DFND 1 818,318 0 0
INTERNAP CORP COM PAR 45885A409 386 149,733 SH   DFND 1 149,390 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 35,743 925,517 SH   DFND 1 911,024 0 14,493
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 10,673 751,115 SH   DFND 1 751,115 0 0
INTERNATIONAL MONEY EXPRESS COM 46005L101 3,500 254,761 SH   DFND 1 254,761 0 0
INTERNATIONAL PAPER CO COM 460146103 264,680 6,335,673 SH   DFND 1 6,315,944 0 19,729
INTERNATIONAL PAPER CO COM 460146103 180 4,310 SH   DFND 1 2 4,310 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 6,053 314,295 SH   DFND 1 314,295 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 256 324,725 SH   DFND 1 324,725 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 133,037 6,173,161 SH   DFND 1 6,154,472 0 18,689
INTERSECT ENT INC COM 46071F103 7,040 413,930 SH   DFND 1 413,930 0 0
INTERXION HOLDING NV SHS N47279109 1,119 13,745 SH   DFND 1 13,745 0 0
INTEST CORP COM 461147100 184 39,775 SH   DFND 1 39,775 0 0
INTEVAC INC COM 461148108 766 146,265 SH   DFND 1 146,265 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,807,332 12,446,331 SH   DFND 1 12,403,023 0 43,308
INTL BUSINESS MACHINES CORP COM 459200101 18 129 SH   DFND 1 2 129 0 0
INTL FCSTONE INC COM 46116V105 11,900 289,840 SH   DFND 1 289,840 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 192,863 1,574,400 SH   DFND 1 1,569,284 0 5,116
INTL SPEEDWAY CORP-CL A CL A 460335201 14,646 325,410 SH   DFND 1 319,426 0 5,984
INTRA-CELLULAR THERAPIES INC COM 46116X101 4,873 652,371 SH   DFND 1 652,371 0 0
INTREPID POTASH INC COM 46121Y102 4,067 1,243,740 SH   DFND 1 1,243,740 0 0
INTREXON CORP COM 46122T102 6,076 1,062,404 SH   DFND 1 1,062,404 0 0
INTRICON CORP COM 46121H109 2,001 102,977 SH   DFND 1 102,977 0 0
INTUIT INC COM 461202103 1,171,952 4,412,546 SH   DFND 1 4,389,644 0 22,902
INTUIT INC COM 461202103 35 134 SH   DFND 1 2 134 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 976,805 1,811,619 SH   DFND 1 1,801,682 0 9,937
INUVO INC COM NEW 46122W204 28 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 3,110 414,786 SH   DFND 1 414,786 0 0
INVACARE CORP COM 461203101 28 3,747 SH   DFND 1 2 3,747 0 0
INVESCO LTD SHS G491BT108 128,291 7,557,043 SH   DFND 1 7,539,153 0 17,890
INVESCO LTD SHS G491BT108 56 3,332 SH   DFND 1 2 3,332 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 27,207 1,777,101 SH   DFND 1 1,772,818 0 4,283
INVESTAR HOLDING CORP COM 46134L105 2,860 120,196 SH   DFND 1 120,196 0 0
INVESTCORP CREDIT MANAGEMENT COM 46090R104 67 10,178 SH   DFND 1 10,178 0 0
INVESTORS BANCORP INC COM 46146L101 38,497 3,388,843 SH   DFND 1 3,388,843 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730509 11,794 157,952 SH   DFND 1 157,952 0 0
INVESTORS TITLE CO COM 461804106 2,763 17,259 SH   DFND 1 17,259 0 0
INVITAE CORP COM 46185L103 21,857 1,134,263 SH   DFND 1 1,133,444 0 819
INVITAE CORP COM 46185L103 33 1,756 SH   DFND 1 2 1,756 0 0
INVITATION HOMES INC COM 46187W107 194,639 6,576,729 SH   DFND 1 6,576,729 0 0
INVIVO THERAPEUTICS HOLDINGS COM 46186M407 5 10,036 SH   DFND 1 10,036 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 808 88,694 SH   DFND 1 88,694 0 0
IONIS PHARMACEUTICALS INC COM 462222100 85,458 1,427,435 SH   DFND 1 1,427,235 0 200
IONIS PHARMACEUTICALS INC COM 462222100 36 602 SH   DFND 1 2 602 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 28,711 1,577,542 SH   DFND 1 1,577,542 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 33 1,859 SH   DFND 1 2 1,859 0 0
IPG PHOTONICS CORP COM 44980X109 81,132 599,163 SH   DFND 1 597,518 0 1,645
IQIYI INC-ADR SPONSORED ADS 46267X108 8,172 508,401 SH   DFND 1 508,401 0 0
IQVIA HOLDINGS INC COM 46266C105 407,413 2,731,521 SH   DFND 1 2,723,070 0 8,451
IRADIMED CORP COM 46266A109 1,362 64,801 SH   DFND 1 64,801 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 24,840 335,180 SH   DFND 1 334,921 0 259
IRIDEX CORP COM 462684101 93 49,568 SH   DFND 1 49,568 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 27,995 1,315,562 SH   DFND 1 1,314,931 0 631
IROBOT CORP COM 462726100 22,600 366,475 SH   DFND 1 366,475 0 0
IROBOT CORP COM 462726100 26 425 SH   DFND 1 2 425 0 0
IRON MOUNTAIN INC COM 46284V101 144,855 4,478,921 SH   DFND 1 4,465,376 0 13,545
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 18,552 2,161,004 SH   DFND 1 2,161,004 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 1,107 37,000 PRN   DFND 1 37,000 0 0
ISHARES 20 YEAR TREASURY BO 20 YR TR BD ETF 464287432 1,102 7,704 PRN   DFND 1 2 7,704 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 10,164 207,355 PRN   DFND 1 207,355 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 1,507 5,049 PRN   DFND 1 5,049 0 0
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 117 10,823 PRN   DFND 1 10,823 0 0
ISHARES GLOBAL HEALTHCARE ET GLOB HLTHCRE ETF 464287325 450 7,380 PRN   DFND 1 7,380 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 10,853 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 20,659 615,414 PRN   DFND 1 615,414 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 23,158 636,909 PRN   DFND 1 636,909 0 0
ISORAY INC COM 46489V104 86 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 1,091 8,897 SH   DFND 1 8,897 0 0
ISSUER DIRECT CORP COM NEW 46520M204 371 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 9,608 736,321 SH   DFND 1 736,321 0 0
ITAU UNIBANCO H-SPON PRF ADR SPON ADR REP PFD 465562106 4,111 488,903 SH   DFND 1 485,141 0 3,762
ITERIS INC COM 46564T107 2,684 467,360 SH   DFND 1 467,360 0 0
ITRON INC COM 465741106 34,236 462,911 SH   DFND 1 462,911 0 0
ITT INC COM 45073V108 61,070 998,041 SH   DFND 1 975,967 0 22,074
ITURAN LOCATION AND CONTROL SHS M6158M104 541 21,825 SH   DFND 1 21,825 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 140 5,682 SH   DFND 1 2 5,682 0 0
IVERIC BIO INC COM 46583P102 194 173,774 SH   DFND 1 173,774 0 0
IVY HIGH INCOME OPPORTUNITY COM 465893105 454 33,140 SH   DFND 1 2 33,140 0 0
IZEA WORLDWIDE INC COM 46604H105 6 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 40,820 212,609 SH   DFND 1 212,609 0 0
J & J SNACK FOODS CORP COM 466032109 42 221 SH   DFND 1 2 221 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,689 144,124 SH   DFND 1 144,124 0 0
J. JILL INC COM 46620W102 413 217,408 SH   DFND 1 217,408 0 0
J. JILL INC COM 46620W102 73 38,879 SH   DFND 1 2 38,879 0 0
J.C. PENNEY CO INC COM 708160106 3,726 4,192,031 SH   DFND 1 4,192,031 0 0
J.C. PENNEY CO INC COM 708160106 68 77,124 SH   DFND 1 2 77,124 0 0
J2 GLOBAL INC COM 48123V102 63,695 701,342 SH   DFND 1 689,049 0 12,293
JABIL INC COM 466313103 57,285 1,601,499 SH   DFND 1 1,566,592 0 34,907
JABIL INC COM 466313103 799 22,339 SH   DFND 1 2 22,339 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 187,839 1,288,312 SH   DFND 1 1,284,746 0 3,566
JACK IN THE BOX INC COM 466367109 34,078 373,999 SH   DFND 1 367,521 0 6,478
JACOBS ENGINEERING GROUP INC COM 469814107 190,199 2,081,867 SH   DFND 1 2,075,582 0 6,285
JAGGED PEAK ENERGY INC COM 47009K107 5,972 822,717 SH   DFND 1 822,717 0 0
JAKKS PACIFIC INC COM 47012E106 106 124,489 SH   DFND 1 122,951 0 1,538
JAMES RIVER GROUP HOLDINGS L COM G5005R107 20,705 404,096 SH   DFND 1 404,096 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 39,976 1,779,905 SH   DFND 1 1,739,817 0 40,088
JAPAN SMALLER CAPITALIZATION COM 47109U104 2,501 285,198 SH   DFND 1 2 285,198 0 0
JASON INDUSTRIES INC COM 471172106 29 84,439 SH   DFND 1 84,439 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 99,910 780,123 SH   DFND 1 780,123 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,114 8,699 SH   DFND 1 2 8,699 0 0
JBG SMITH PROPERTIES COM 46590V100 67,725 1,727,256 SH   DFND 1 1,697,650 0 29,606
JD.COM INC-ADR SPON ADR CL A 47215P106 65,055 2,316,368 SH   DFND 1 2,278,979 0 37,389
JD.COM INC-ADR SPON ADR CL A 47215P106 811 28,775 SH   DFND 1 2 28,775 0 0
JEFFERIES FINANCIAL GROUP IN COM 47233W109 67,318 3,660,742 SH   DFND 1 3,597,442 0 63,300
JEFFERIES FINANCIAL GROUP IN COM 47233W109 951 51,698 SH   DFND 1 2 51,698 0 0
JELD-WEN HOLDING INC COM 47580P103 16,351 847,685 SH   DFND 1 847,685 0 0
JERNIGAN CAPITAL INC COM 476405105 4,958 257,579 SH   DFND 1 257,579 0 0
JETBLUE AIRWAYS CORP COM 477143101 62,525 3,732,870 SH   DFND 1 3,658,556 0 74,314
JETBLUE AIRWAYS CORP COM 477143101 8 510 SH   DFND 1 2 510 0 0
JINKOSOLAR HOLDING CO-ADR SPONSORED ADR 47759T100 86 5,439 SH   DFND 1 5,439 0 0
JINKOSOLAR HOLDING CO-ADR SPONSORED ADR 47759T100 82 5,203 SH   DFND 1 2 5,203 0 0
JM SMUCKER CO/THE COM NEW 832696405 193,853 1,764,652 SH   DFND 1 1,758,898 0 5,754
JM SMUCKER CO/THE COM NEW 832696405 47 433 SH   DFND 1 2 433 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 13,111 135,731 SH   DFND 1 135,394 0 337
JOHN B. SANFILIPPO & SON INC COM 800422107 113 1,175 SH   DFND 1 2 1,175 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 39,324 395,495 SH   DFND 1 395,495 0 0
JOHN HANCOCK TAX-ADVANTAGED TAX ADV GLB SH 41013P749 855 125,236 SH   DFND 1 2 125,236 0 0
JOHNSON & JOHNSON COM 478160104 4,783,629 37,027,735 SH   DFND 1 36,901,876 0 125,859
JOHNSON & JOHNSON COM 478160104 170 1,316 SH   DFND 1 2 1,316 0 0
JOHNSON CONTROLS INTERNATION SHS G51502105 496,506 11,328,970 SH   DFND 1 11,292,080 0 36,890
JOHNSON CONTROLS INTERNATION SHS G51502105 24 560 SH   DFND 1 2 560 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 5,928 101,230 SH   DFND 1 101,230 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 153 2,621 SH   DFND 1 2 2,621 0 0
JOINT CORP/THE COM 47973J102 3,004 161,461 SH   DFND 1 161,461 0 0
JONES LANG LASALLE INC COM 48020Q107 76,887 553,296 SH   DFND 1 540,372 0 12,924
JONES LANG LASALLE INC COM 48020Q107 37 267 SH   DFND 1 2 267 0 0
JOUNCE THERAPEUTICS INC COM 481116101 743 223,412 SH   DFND 1 223,177 0 235
JPMORGAN CHASE & CO COM 46625H100 5,149,052 43,816,367 SH   DFND 1 43,666,577 0 149,790
JUNIPER NETWORKS INC COM 48203R104 152,931 6,180,686 SH   DFND 1 6,163,562 0 17,124
JUST ENERGY GROUP INC COMSTK 48213W101 34 14,385 SH   DFND 1 14,385 0 0
K12 INC COM 48273U102 17,386 658,566 SH   DFND 1 658,240 0 326
K12 INC COM 48273U102 334 12,653 SH   DFND 1 2 12,653 0 0
KADANT INC COM 48282T104 12,299 140,101 SH   DFND 1 140,101 0 0
KADMON HOLDINGS INC COM 48283N106 4,176 1,657,511 SH   DFND 1 1,657,511 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 21,563 217,876 SH   DFND 1 217,876 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 38 388 SH   DFND 1 2 388 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,164 305,936 SH   DFND 1 305,936 0 0
KALEIDO BIOSCIENCES INC COM 483347100 586 77,921 SH   DFND 1 77,921 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 1,760 151,781 SH   DFND 1 151,781 0 0
KAMADA LTD SHS M6240T109 108 21,224 SH   DFND 1 21,224 0 0
KAMAN CORP COM 483548103 21,179 356,193 SH   DFND 1 356,193 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 211 45,300 SH   DFND 1 45,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 224,255 1,688,357 SH   DFND 1 1,683,709 0 4,648
KANSAS CITY SOUTHERN COM NEW 485170302 58 441 SH   DFND 1 2 441 0 0
KAR AUCTION SERVICES INC COM 48238T109 49,833 2,029,876 SH   DFND 1 1,995,035 0 34,841
KAR AUCTION SERVICES INC COM 48238T109 206 8,405 SH   DFND 1 2 8,405 0 0
KARUNA THERAPEUTICS INC COM 48576A100 1,138 69,752 SH   DFND 1 69,752 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 7,579 787,879 SH   DFND 1 787,879 0 0
KB FINANCIAL GROUP INC-ADR SPONSORED ADR 48241A105 736 20,628 SH   DFND 1 18,992 0 1,636
KB HOME COM 48666K109 41,941 1,233,569 SH   DFND 1 1,212,109 0 21,460
KB HOME COM 48666K109 14 437 SH   DFND 1 2 437 0 0
KBR INC COM 48242W106 46,019 1,875,281 SH   DFND 1 1,838,464 0 36,817
KEANE GROUP INC COM 48669A108 3,728 615,203 SH   DFND 1 615,203 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 14,011 1,074,519 SH   DFND 1 1,074,519 0 0
KELLOGG CO COM 487836108 238,333 3,709,567 SH   DFND 1 3,697,325 0 12,242
KELLY SERVICES INC -A CL A 488152208 12,679 523,523 SH   DFND 1 523,523 0 0
KEMET CORP COM NEW 488360207 13,141 722,833 SH   DFND 1 722,833 0 0
KEMPER CORP COM 488401100 54,701 701,752 SH   DFND 1 686,044 0 15,708
KEMPER CORP COM 488401100 211 2,715 SH   DFND 1 2 2,715 0 0
KEMPHARM INC COM 488445107 135 196,997 SH   DFND 1 196,997 0 0
KENNAMETAL INC COM 489170100 32,053 1,042,719 SH   DFND 1 1,022,035 0 20,684
KENNAMETAL INC COM 489170100 52 1,719 SH   DFND 1 2 1,719 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 35,106 1,601,573 SH   DFND 1 1,601,573 0 0
KEURIG DR PEPPER INC COM 49271V100 57,491 2,104,378 SH   DFND 1 2,104,378 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 231 14,828 SH   DFND 1 14,828 0 0
KEY ENERGY SERVICES INC COM 49309J103 94 63,705 SH   DFND 1 63,705 0 0
KEY TRONIC CORP COM 493144109 223 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 280,548 15,749,299 SH   DFND 1 15,700,850 0 48,449
KEYSIGHT TECHNOLOGIES IN COM 49338L103 296,295 3,050,763 SH   DFND 1 3,042,067 0 8,696
KEYSIGHT TECHNOLOGIES IN COM 49338L103 123 1,268 SH   DFND 1 2 1,268 0 0
KEZAR LIFE SCIENCES INC COM 49372L100 411 125,588 SH   DFND 1 125,588 0 0
KFORCE INC COM 493732101 16,071 424,774 SH   DFND 1 424,774 0 0
KFORCE INC COM 493732101 23 615 SH   DFND 1 2 615 0 0
KILROY REALTY CORP COM 49427F108 106,047 1,361,501 SH   DFND 1 1,338,200 0 23,301
KIMBALL ELECTRONICS INC COM 49428J109 6,056 417,377 SH   DFND 1 417,377 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 14,732 763,343 SH   DFND 1 763,343 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 30 1,581 SH   DFND 1 2 1,581 0 0
KIMBERLY-CLARK CORP COM 494368103 814,350 5,740,631 SH   DFND 1 5,724,671 0 15,960
KIMCO REALTY CORP COM 49446R109 171,806 8,238,359 SH   DFND 1 8,218,851 0 19,508
KINDER MORGAN INC COM 49456B101 586,049 28,481,370 SH   DFND 1 28,391,117 0 90,253
KINDER MORGAN INC COM 49456B101 23 1,125 SH   DFND 1 2 1,125 0 0
KINDRED BIOSCIENCES INC COM 494577109 3,128 456,668 SH   DFND 1 456,668 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 16 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 492 57,807 SH   DFND 1 57,807 0 0
KINIKSA PHARMACEUTICALS-A COM CL A G5269C101 1,411 165,901 SH   DFND 1 165,901 0 0
KINROSS GOLD CORP COM 496902404 135 29,454 SH   DFND 1 28,844 0 610
KINROSS GOLD CORP COMSTK 496902404 6,708 1,466,260 SH   DFND 1 1,466,260 0 0
KINROSS GOLD CORP COMSTK 496902404 171 37,239 SH   DFND 1 2 37,239 0 0
KINSALE CAPITAL GROUP INC COM 49714P108 28,503 275,905 SH   DFND 1 275,905 0 0
KINSALE CAPITAL GROUP INC COM 49714P108 749 7,258 SH   DFND 1 2 7,258 0 0
KIRBY CORP COM 497266106 52,274 636,257 SH   DFND 1 621,231 0 15,026
KIRKLAND LAKE GOLD LTD COMSTK 49741E100 11,466 256,802 SH   DFND 1 256,802 0 0
KIRKLAND LAKE GOLD LTD COMSTK 49741E100 798 17,814 SH   DFND 1 2 17,814 0 0
KIRKLAND'S INC COM 497498105 203 132,089 SH   DFND 1 132,089 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 22,681 1,404,445 SH   DFND 1 1,404,445 0 0
KKR & CO INC -A CL A 48251W104 107,047 3,990,550 SH   DFND 1 3,990,550 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 5,717 292,779 SH   DFND 1 292,779 0 0
KLA CORP COM NEW 482480100 395,479 2,483,042 SH   DFND 1 2,469,142 0 13,900
KLA CORP COM NEW 482480100 105 664 SH   DFND 1 2 664 0 0
KLX ENERGY SERVICES HOLDING COM 48253L106 2,621 303,246 SH   DFND 1 303,246 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 49,813 1,373,251 SH   DFND 1 1,342,456 0 30,795
KNOLL INC COM NEW 498904200 17,177 677,610 SH   DFND 1 676,630 0 980
KNOLL INC COM NEW 498904200 318 12,583 SH   DFND 1 2 12,583 0 0
KNOWLES CORP COM 49926D109 21,163 1,040,476 SH   DFND 1 1,040,476 0 0
KODIAK SCIENCES INC COM 50015M109 3,647 253,627 SH   DFND 1 253,627 0 0
KOHLS CORP COM 500255104 127,677 2,574,793 SH   DFND 1 2,566,340 0 8,453
KOHLS CORP COM 500255104 37 750 SH   DFND 1 2 750 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 1,178 25,550 SH   DFND 1 24,010 0 1,540
KONTOOR BRANDS INC COM 50050N103 19,858 565,779 SH   DFND 1 565,637 0 142
KOPIN CORP COM 500600101 338 499,157 SH   DFND 1 499,157 0 0
KOPPERS HOLDINGS INC COM 50060P106 7,595 260,024 SH   DFND 1 260,024 0 0
KOREA ELEC POWER CORP-SP ADR SPONSORED ADR 500631106 273 25,248 SH   DFND 1 23,152 0 2,096
KOREA FUND INC COM NEW 500634209 830 30,270 SH   DFND 1 2 30,270 0 0
KORN FERRY COM NEW 500643200 29,704 768,744 SH   DFND 1 768,744 0 0
KORN FERRY COM NEW 500643200 458 11,864 SH   DFND 1 2 11,864 0 0
KORNIT DIGITAL LTD SHS M6372Q113 1,048 34,061 SH   DFND 1 34,061 0 0
KOSMOS ENERGY LTD COM 500688106 23,323 3,737,799 SH   DFND 1 3,737,799 0 0
KRAFT HEINZ CO/THE COM 500754106 263,886 9,459,626 SH   DFND 1 9,381,433 0 78,193
KRAFT HEINZ CO/THE COM 500754106 67 2,404 SH   DFND 1 2 2,404 0 0
KRATON CORP COM 50077C106 18,089 560,227 SH   DFND 1 559,823 0 404
KRATON CORP COM 50077C106 89 2,784 SH   DFND 1 2 2,784 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 22,425 1,206,012 SH   DFND 1 1,206,012 0 0
KREF 6.125 05/15/23 NOTE 6.125% 5/1 48251KAB6 5,206 5,000,000 PRN   DFND 1 2 5,000,000 0 0
KROGER CO COM 501044101 351,055 13,636,145 SH   DFND 1 13,599,004 0 37,141
KROGER CO COM 501044101 14 549 SH   DFND 1 2 549 0 0
KRONOS WORLDWIDE INC COM 50105F105 3,780 305,605 SH   DFND 1 304,281 0 1,324
KRYSTAL BIOTECH INC COM 501147102 4,979 143,396 SH   DFND 1 143,396 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 13,046 555,642 SH   DFND 1 555,642 0 0
KURA ONCOLOGY INC COM 50127T109 7,570 499,032 SH   DFND 1 499,032 0 0
KURA SUSHI USA INC-CLASS A CL A COM 501270102 484 24,686 SH   DFND 1 24,686 0 0
KVH INDUSTRIES INC COM 482738101 1,890 177,502 SH   DFND 1 177,502 0 0
L BRANDS INC COM 501797104 74,490 3,788,256 SH   DFND 1 3,776,729 0 11,527
L3HARRIS TECHNOLOGIES INC COM 502431109 741,799 3,560,626 SH   DFND 1 3,549,645 0 10,981
L3HARRIS TECHNOLOGIES INC COM 502431109 42 203 SH   DFND 1 2 203 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 3,006 341,680 SH   DFND 1 341,680 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 241,969 1,442,589 SH   DFND 1 1,438,066 0 4,523
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 43 257 SH   DFND 1 2 257 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 23,714 1,373,175 SH   DFND 1 1,373,175 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 3,373 1,423,213 SH   DFND 1 1,423,213 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 335 141,626 SH   DFND 1 2 141,626 0 0
LAKELAND BANCORP INC COM 511637100 10,786 699,046 SH   DFND 1 699,046 0 0
LAKELAND FINANCIAL CORP COM 511656100 15,472 351,810 SH   DFND 1 351,810 0 0
LAKELAND INDUSTRIES INC COM 511795106 461 37,914 SH   DFND 1 37,914 0 0
LAM RESEARCH CORP COM 512807108 542,734 2,350,635 SH   DFND 1 2,337,958 0 12,677
LAM RESEARCH CORP COM 512807108 304 1,318 SH   DFND 1 2 1,318 0 0
LAMAR ADVERTISING CO-A CL A 512816109 82,605 1,008,243 SH   DFND 1 986,682 0 21,561
LAMAR ADVERTISING CO-A CL A 512816109 53 651 SH   DFND 1 2 651 0 0
LAMB WESTON HOLDINGS INC COM 513272104 162,029 2,231,548 SH   DFND 1 2,224,455 0 7,093
LANCASTER COLONY CORP COM 513847103 39,379 284,021 SH   DFND 1 279,056 0 4,965
LANDEC CORP COM 514766104 3,931 361,659 SH   DFND 1 361,659 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 217 12,077 SH   DFND 1 12,077 0 0
LANDS' END INC COM 51509F105 2,247 198,066 SH   DFND 1 197,939 0 127
LANDSTAR SYSTEM INC COM 515098101 63,312 562,375 SH   DFND 1 552,434 0 9,941
LANDSTAR SYSTEM INC COM 515098101 74 658 SH   DFND 1 2 658 0 0
LANNETT CO INC COM 516012101 5,291 472,425 SH   DFND 1 471,851 0 574
LANNETT CO INC COM 516012101 492 43,934 SH   DFND 1 2 43,934 0 0
LANTHEUS HOLDINGS INC COM 516544103 13,030 519,884 SH   DFND 1 519,884 0 0
LANTRONIX INC COM NEW 516548203 201 60,180 SH   DFND 1 60,180 0 0
LAREDO PETROLEUM INC COM 516806106 5,270 2,187,075 SH   DFND 1 2,187,075 0 0
LAREDO PETROLEUM INC COM 516806106 38 15,801 SH   DFND 1 2 15,801 0 0
LAS VEGAS SANDS CORP COM 517834107 219,086 3,785,763 SH   DFND 1 3,785,763 0 0
LAS VEGAS SANDS CORP COM 517834107 40 709 SH   DFND 1 2 709 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 37,360 2,043,239 SH   DFND 1 2,043,239 0 0
LAUREATE EDUCATION INC-A CL A 518613203 23,698 1,429,775 SH   DFND 1 1,429,775 0 0
LAWSON PRODUCTS INC COM 520776105 3,400 87,805 SH   DFND 1 87,805 0 0
LAWSON PRODUCTS INC COM 520776105 50 1,301 SH   DFND 1 2 1,301 0 0
LAZARD LTD-CL A SHS A G54050102 58,868 1,679,300 SH   DFND 1 1,678,490 0 810
LAZARD LTD-CL A SHS A G54050102 178 5,105 SH   DFND 1 2 5,105 0 0
LA-Z-BOY INC COM 505336107 22,992 684,506 SH   DFND 1 684,506 0 0
LCI INDUSTRIES COM 50189K103 28,403 309,236 SH   DFND 1 309,236 0 0
LCI INDUSTRIES COM 50189K103 354 3,857 SH   DFND 1 2 3,857 0 0
LCNB CORPORATION COM 50181P100 2,854 160,905 SH   DFND 1 160,905 0 0
LEAF GROUP LTD COM 52177G102 758 180,501 SH   DFND 1 180,501 0 0
LEAP THERAPEUTICS INC COM 52187K101 192 164,493 SH   DFND 1 164,493 0 0
LEAR CORP COM NEW 521865204 72,627 616,448 SH   DFND 1 616,448 0 0
LEAR CORP COM NEW 521865204 793 6,730 SH   DFND 1 2 6,730 0 0
LEE ENTERPRISES COM 523768109 1,312 643,301 SH   DFND 1 643,301 0 0
LEGACY ACQUISITION CORP-CL A COM CL A 524643103 2,040 200,000 SH   DFND 1 2 200,000 0 0
LEGACY HOUSING CORP COM 52472M101 772 47,713 SH   DFND 1 47,713 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 27,356 628,448 SH   DFND 1 628,448 0 0
LEGG MASON INC COM 524901105 35,591 931,954 SH   DFND 1 908,203 0 23,751
LEGG MASON INC COM 524901105 60 1,590 SH   DFND 1 2 1,590 0 0
LEGGETT & PLATT INC COM 524660107 83,352 2,039,216 SH   DFND 1 2,032,849 0 6,367
LEIDOS HOLDINGS INC COM 525327102 182,404 2,127,122 SH   DFND 1 2,119,972 0 7,150
LEIDOS HOLDINGS INC COM 525327102 49 572 SH   DFND 1 2 572 0 0
LEISURE ACQUISITION CORP COM 52539T107 1,022 100,000 SH   DFND 1 2 100,000 0 0
LEMAITRE VASCULAR INC COM 525558201 8,572 250,805 SH   DFND 1 250,805 0 0
LENDINGCLUB CORP COM NEW 52603A208 13,358 1,021,320 SH   DFND 1 1,021,320 0 0
LENDINGTREE INC COM 52603B107 27,305 87,961 SH   DFND 1 86,039 0 1,922
LENDINGTREE INC COM 52603B107 28 93 SH   DFND 1 2 93 0 0
LENNAR CORP - B SHS CL B 526057302 5,863 132,139 SH   DFND 1 131,784 0 355
LENNAR CORP - B SHS CL B 526057302 2,151 48,500 SH   DFND 1 2 48,500 0 0
LENNAR CORP-A CL A 526057104 236,758 4,245,816 SH   DFND 1 4,232,625 0 13,191
LENNAR CORP-A CL A 526057104 116 2,079 SH   DFND 1 2 2,079 0 0
LENNOX INTERNATIONAL INC COM 526107107 97,405 401,158 SH   DFND 1 392,318 0 8,840
LENNOX INTERNATIONAL INC COM 526107107 32 133 SH   DFND 1 2 133 0 0
LEO HOLDINGS CORP - CW23 *W EXP 02/07/202 G5463L113 699 945,745 SH   DFND 1 2 945,745 0 0
LEVEL ONE BANCORP INC COM 52730D208 1,413 58,597 SH   DFND 1 58,597 0 0
LEVI STRAUSS & CO- CLASS A CL A COM STK 52736R102 5,937 311,844 SH   DFND 1 311,844 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 2,021 671,570 SH   DFND 1 671,570 0 0
LEXINFINTECH HOLDINGS L-ADR ADR 528877103 494 49,254 SH   DFND 1 49,254 0 0
LEXINFINTECH HOLDINGS L-ADR ADR 528877103 699 69,788 SH   DFND 1 2 69,788 0 0
LEXINGTON REALTY TRUST COM 529043101 32,544 3,175,026 SH   DFND 1 3,175,026 0 0
LG DISPLAY CO LTD-ADR SPONS ADR REP 50186V102 287 48,238 SH   DFND 1 45,493 0 2,745
LGI HOMES INC COM 50187T106 21,943 263,368 SH   DFND 1 263,368 0 0
LHC GROUP INC COM 50187A107 44,693 393,571 SH   DFND 1 393,571 0 0
LIBBEY INC COM 529898108 540 161,232 SH   DFND 1 161,232 0 0
LIBERTY BROADBAND-A COM SER A 530307107 24,993 239,130 SH   DFND 1 239,130 0 0
LIBERTY BROADBAND-C COM SER C 530307305 161,223 1,541,100 SH   DFND 1 1,541,100 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 84,147 3,540,476 SH   DFND 1 3,520,236 0 20,240
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 32,230 1,302,937 SH   DFND 1 1,294,889 0 8,048
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 9,146 535,846 SH   DFND 1 535,846 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 26,761 1,565,458 SH   DFND 1 1,565,458 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,266 81,443 SH   DFND 1 81,443 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 14,082 507,476 SH   DFND 1 507,476 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 10,697 270,210 SH   DFND 1 270,210 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 93,753 2,255,759 SH   DFND 1 2,255,759 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 44,591 1,073,173 SH   DFND 1 1,073,173 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 77,299 1,843,512 SH   DFND 1 1,843,512 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 78 1,867 SH   DFND 1 2 1,867 0 0
LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 7,022 648,465 SH   DFND 1 648,465 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 122,967 2,396,684 SH   DFND 1 2,357,109 0 39,575
LIBERTY PROPERTY TRUST SH BEN INT 531172104 34 666 SH   DFND 1 2 666 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 12,793 1,359,594 SH   DFND 1 1,358,063 0 1,531
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 964 102,477 SH   DFND 1 2 102,477 0 0
LIFE STORAGE INC COM 53223X107 80,284 761,640 SH   DFND 1 749,939 0 11,701
LIFETIME BRANDS INC COM 53222Q103 1,187 134,205 SH   DFND 1 134,205 0 0
LIFEVANTAGE CORP COM NEW 53222K205 2,456 179,308 SH   DFND 1 179,308 0 0
LIFEVANTAGE CORP COM NEW 53222K205 132 9,674 SH   DFND 1 2 9,674 0 0
LIFEWAY FOODS INC COM 531914109 83 38,028 SH   DFND 1 38,028 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 25,631 257,495 SH   DFND 1 252,726 0 4,769
LIGHTBRIDGE CORP COM NEW 53224K203 39 54,777 SH   DFND 1 54,777 0 0
LIGHTPATH TECHNOLOGIES INC-A COM CL A 532257805 74 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 92 277,269 SH   DFND 1 277,269 0 0
LIMBACH HOLDINGS INC COM 53263P105 180 36,558 SH   DFND 1 36,558 0 0
LIMELIGHT NETWORKS INC COM 53261M104 4,491 1,482,243 SH   DFND 1 1,482,243 0 0
LIMESTONE BANCORP INC COM 53262L105 328 21,316 SH   DFND 1 21,316 0 0
LIMONEIRA CO COM 532746104 3,676 200,254 SH   DFND 1 200,254 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 231 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 63,228 728,772 SH   DFND 1 712,770 0 16,002
LINCOLN NATIONAL CORP COM 534187109 192,732 3,199,469 SH   DFND 1 3,190,199 0 9,270
LINCOLN NATIONAL CORP COM 534187109 161 2,683 SH   DFND 1 2 2,683 0 0
LINDBLAD EXPEDITIONS HOLDING COM 535219109 6,216 370,902 SH   DFND 1 370,902 0 0
LINDE PLC SHS G5494J103 1,495,182 7,728,274 SH   DFND 1 7,702,690 0 25,584
LINDSAY CORP COM 535555106 12,854 138,444 SH   DFND 1 138,444 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 1,509 1,540,788 SH   DFND 1 1,540,788 0 0
LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 8,701 9,500,000 PRN   DFND 1 2 9,500,000 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 6,490 701,678 SH   DFND 1 700,039 0 1,639
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 788 85,232 SH   DFND 1 2 85,232 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 9,016 1,031,597 SH   DFND 1 1,030,889 0 708
LIPOCINE INC COM 53630X104 551 196,352 SH   DFND 1 196,352 0 0
LIQTECH INTERNATIONAL INC COM 53632A201 1,127 142,661 SH   DFND 1 142,661 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 568 159,653 SH   DFND 1 159,653 0 0
LIQUIDITY SERVICES INC COM 53635B107 2,618 353,856 SH   DFND 1 353,856 0 0
LITHIA MOTORS INC-CL A CL A 536797103 37,110 280,334 SH   DFND 1 280,334 0 0
LITHIA MOTORS INC-CL A CL A 536797103 125 947 SH   DFND 1 2 947 0 0
LITTELFUSE INC COM 537008104 48,931 275,965 SH   DFND 1 269,797 0 6,168
LIVANOVA PLC SHS G5509L101 48,083 651,630 SH   DFND 1 639,492 0 12,138
LIVE NATION ENTERTAINMENT IN COM 538034109 93,821 1,415,369 SH   DFND 1 1,380,486 0 34,883
LIVE NATION ENTERTAINMENT IN COM 538034109 35 529 SH   DFND 1 2 529 0 0
LIVE OAK BANCSHARES INC COM 53803X105 6,593 364,287 SH   DFND 1 364,287 0 0
LIVE VENTURES INC COM NEW 538142308 124 14,842 SH   DFND 1 14,842 0 0
LIVENT CORP COM 53814L108 12,299 1,838,442 SH   DFND 1 1,838,442 0 0
LIVEPERSON INC COM 538146101 29,190 817,673 SH   DFND 1 817,673 0 0
LIVERAMP HOLDINGS INC COM 53815P108 36,830 857,323 SH   DFND 1 840,357 0 16,966
LIVEXLIVE MEDIA INC COM NEW 53839L208 747 372,802 SH   DFND 1 372,802 0 0
LIVONGO HEALTH INC COM 539183103 2,834 162,512 SH   DFND 1 162,512 0 0
LKQ CORP COM 501889208 155,661 4,956,804 SH   DFND 1 4,942,499 0 14,305
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 631 239,073 SH   DFND 1 228,516 0 10,557
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 30 11,611 SH   DFND 1 2 11,611 0 0
LM FUNDING AMERICA INC COM NEW 502074305 27 30,394 SH   DFND 1 30,394 0 0
LOCKHEED MARTIN CORP COM 539830109 1,356,176 3,480,750 SH   DFND 1 3,469,228 0 11,522
LOCKHEED MARTIN CORP COM 539830109 39 102 SH   DFND 1 2 102 0 0
LOEWS CORP COM 540424108 233,001 4,532,238 SH   DFND 1 4,520,181 0 12,057
LOEWS CORP COM 540424108 62 1,209 SH   DFND 1 2 1,209 0 0
LOGICBIO THERAPEUTICS INC COM 54142F102 1,004 92,950 SH   DFND 1 92,950 0 0
LOGITECH INTERNATIONAL-REG SHS H50430232 5,057 124,133 SH   DFND 1 124,133 0 0
LOGMEIN INC COM 54142L109 51,109 720,260 SH   DFND 1 707,166 0 13,094
LOGMEIN INC COM 54142L109 834 11,758 SH   DFND 1 2 11,758 0 0
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 437 160,685 SH   DFND 1 160,685 0 0
LOOP INDUSTRIES INC COM 543518104 1,505 117,458 SH   DFND 1 117,458 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 7,403 178,827 SH   DFND 1 178,827 0 0
LOUISIANA-PACIFIC CORP COM 546347105 39,306 1,599,133 SH   DFND 1 1,567,207 0 31,926
LOVESAC CO/THE COM 54738L109 2,164 115,914 SH   DFND 1 115,914 0 0
LOWE'S COS INC COM 548661107 1,108,213 10,094,773 SH   DFND 1 10,057,520 0 37,253
LPL FINANCIAL HOLDINGS INC COM 50212V100 111,888 1,366,164 SH   DFND 1 1,366,164 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 1,747 21,332 SH   DFND 1 2 21,332 0 0
LRAD CORP COM 50213V109 556 166,228 SH   DFND 1 166,228 0 0
LSB INDUSTRIES INC COM 502160104 1,327 256,202 SH   DFND 1 256,202 0 0
LSC COMMUNICATIONS INC COM 50218P107 671 486,380 SH   DFND 1 480,048 0 6,332
LSI INDUSTRIES INC COM 50216C108 965 184,969 SH   DFND 1 184,969 0 0
LTC PROPERTIES INC COM 502175102 31,960 623,976 SH   DFND 1 623,976 0 0
LUBY'S INC COM 549282101 132 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 238,058 1,237,215 SH   DFND 1 1,232,374 0 4,841
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 3,593 364,077 SH   DFND 1 364,077 0 0
LUMENTUM HOLDINGS INC COM 55024U109 55,350 1,033,438 SH   DFND 1 1,014,149 0 19,289
LUMINEX CORP COM 55027E102 11,677 565,512 SH   DFND 1 565,512 0 0
LUNA INNOVATIONS INC COM 550351100 1,128 194,890 SH   DFND 1 194,890 0 0
LUTHER BURBANK CORP COM 550550107 2,368 209,020 SH   DFND 1 209,020 0 0
LUXFER HOLDINGS PLC SHS G5698W116 1,956 125,583 SH   DFND 1 125,583 0 0
LUXFER HOLDINGS PLC SHS G5698W116 405 26,051 SH   DFND 1 2 26,051 0 0
LYDALL INC COM 550819106 5,525 221,837 SH   DFND 1 221,837 0 0
LYFT INC-A CL A COM 55087P104 70,031 1,714,785 SH   DFND 1 1,714,785 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 328,434 3,666,243 SH   DFND 1 3,652,397 0 13,846
LYONDELLBASELL INDU-CL A SHS - A - N53745100 9 108 SH   DFND 1 2 108 0 0
M & T BANK CORP COM 55261F104 343,030 2,174,407 SH   DFND 1 2,168,112 0 6,295
M & T BANK CORP COM 55261F104 45 288 SH   DFND 1 2 288 0 0
M III ACQUISITION CORP-CW21 *W EXP 05/20/202 45686J112 19 650,798 SH   DFND 1 2 650,798 0 0
M/I HOMES INC COM 55305B101 18,091 480,531 SH   DFND 1 480,531 0 0
M/I HOMES INC COM 55305B101 600 15,937 SH   DFND 1 2 15,937 0 0
MACATAWA BANK CORP COM 554225102 2,993 288,073 SH   DFND 1 288,073 0 0
MACERICH CO/THE COM 554382101 70,027 2,219,262 SH   DFND 1 2,214,133 0 5,129
MACERICH CO/THE COM 554382101 93 2,959 SH   DFND 1 2 2,959 0 0
MACK-CALI REALTY CORP COM 554489104 32,032 1,478,882 SH   DFND 1 1,456,168 0 22,714
MACKINAC FINANCIAL CORP COM 554571109 1,305 84,426 SH   DFND 1 84,426 0 0
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 13,058 607,510 SH   DFND 1 607,510 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 34,314 869,389 SH   DFND 1 869,389 0 0
MACQUARIE/FT GL INT/UT DV IN COM 55607W100 176 17,813 SH   DFND 1 2 17,813 0 0
MACROGENICS INC COM 556099109 7,824 613,193 SH   DFND 1 613,193 0 0
MACY'S INC COM 55616P104 79,406 5,096,110 SH   DFND 1 5,080,957 0 15,153
MACY'S INC COM 55616P104 85 5,483 SH   DFND 1 2 5,483 0 0
MADISON COVERED CALL & EQUIT COM 557437100 335 52,372 SH   DFND 1 2 52,372 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 47,945 181,942 SH   DFND 1 181,942 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 9,648 111,901 SH   DFND 1 111,901 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 47 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 19,414 312,631 SH   DFND 1 312,631 0 0
MAGELLAN HEALTH INC COM NEW 559079207 308 4,964 SH   DFND 1 2 4,964 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 2,498 243,499 SH   DFND 1 243,499 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 280 30,572 SH   DFND 1 30,572 0 0
MAGNA INTERNATIONAL INC COM 559222401 369 6,934 SH   DFND 1 6,420 0 514
MAGNA INTERNATIONAL INC COMSTK 559222401 21,443 403,798 SH   DFND 1 403,798 0 0
MAGNA INTERNATIONAL INC COMSTK 559222401 911 17,108 SH   DFND 1 2 17,108 0 0
MAGNOLIA OIL & GAS CORP - A CL A 559663109 14,265 1,285,201 SH   DFND 1 1,285,201 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 412 550,319 SH   DFND 1 550,319 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 1,677 79,701 SH   DFND 1 79,701 0 0
MAJESCO COM 56068V102 823 97,522 SH   DFND 1 97,522 0 0
MAKEMYTRIP LTD SHS V5633W109 1,075 47,408 SH   DFND 1 47,408 0 0
MALIBU BOATS INC - A COM CL A 56117J100 8,423 274,576 SH   DFND 1 274,576 0 0
MALLINCKRODT PLC SHS G5785G107 3,024 1,255,032 SH   DFND 1 1,254,494 0 538
MALLINCKRODT PLC SHS G5785G107 717 297,891 SH   DFND 1 2 297,891 0 0
MALVERN BANCORP INC COM 561409103 2,949 135,130 SH   DFND 1 135,130 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 510 205,879 SH   DFND 1 205,879 0 0
MANHATTAN ASSOCIATES INC COM 562750109 79,654 987,415 SH   DFND 1 971,280 0 16,135
MANHATTAN ASSOCIATES INC COM 562750109 212 2,637 SH   DFND 1 2 2,637 0 0
MANITEX INTERNATIONAL INC COM 563420108 781 117,534 SH   DFND 1 117,534 0 0
MANITOWOC COMPANY INC COM NEW 563571405 5,710 456,804 SH   DFND 1 456,804 0 0
MANNING & NAPIER INC CL A 56382Q102 142 76,062 SH   DFND 1 76,062 0 0
MANNKIND CORP COM NEW 56400P706 3,048 2,438,976 SH   DFND 1 2,438,976 0 0
MANPOWERGROUP INC COM 56418H100 69,378 824,029 SH   DFND 1 808,819 0 15,210
MANPOWERGROUP INC COM 56418H100 33 394 SH   DFND 1 2 394 0 0
MANTECH INTERNATIONAL CORP-A CL A 564563104 25,559 357,932 SH   DFND 1 357,932 0 0
MANULIFE FINANCIAL CORP COM 56501R106 645 35,152 SH   DFND 1 33,505 0 1,647
MANULIFE FINANCIAL CORP COMSTK 56501R106 45,207 2,449,509 SH   DFND 1 2,449,509 0 0
MANULIFE FINANCIAL CORP COMSTK 56501R106 743 40,513 SH   DFND 1 2 40,513 0 0
MARATHON OIL CORP COM 565849106 164,868 13,453,959 SH   DFND 1 13,416,651 0 37,308
MARATHON PATENT GROUP INC COM 56585W401 41 23,566 SH   DFND 1 23,566 0 0
MARATHON PETROLEUM CORP COM 56585A102 549,702 9,064,050 SH   DFND 1 9,033,523 0 30,527
MARCHEX INC-CLASS B CL B 56624R108 1,336 425,570 SH   DFND 1 424,385 0 1,185
MARCUS & MILLICHAP INC COM 566324109 11,106 312,961 SH   DFND 1 312,961 0 0
MARCUS CORPORATION COM 566330106 10,543 284,894 SH   DFND 1 284,894 0 0
MARIN SOFTWARE INC COM NEW 56804T205 61 23,659 SH   DFND 1 23,659 0 0
MARINE PRODUCTS CORP COM 568427108 1,310 92,533 SH   DFND 1 92,533 0 0
MARINEMAX INC COM 567908108 4,471 288,864 SH   DFND 1 288,864 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 1,023 664,522 SH   DFND 1 664,522 0 0
MARKEL CORP COM 570535104 158,829 134,488 SH   DFND 1 134,488 0 0
MARKEL CORP COM 570535104 22 19 SH   DFND 1 2 19 0 0
MARKER THERAPEUTICS INC COM 57055L107 2,063 403,839 SH   DFND 1 403,839 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 272,388 831,939 SH   DFND 1 830,182 0 1,757
MARKETAXESS HOLDINGS INC COM 57060D108 796 2,431 SH   DFND 1 2 2,431 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 3,799 150,831 SH   DFND 1 150,831 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 117 4,646 SH   DFND 1 2 4,646 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 461,451 3,716,769 SH   DFND 1 3,690,915 0 25,854
MARRIOTT INTERNATIONAL -CL A CL A 571903202 38 306 SH   DFND 1 2 306 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 52,816 509,760 SH   DFND 1 500,025 0 9,735
MARRONE BIO INNOVATIONS INC COM 57165B106 746 529,310 SH   DFND 1 529,310 0 0
MARSH & MCLENNAN COS COM 571748102 698,129 6,987,032 SH   DFND 1 6,963,561 0 23,471
MARSH & MCLENNAN COS COM 571748102 475 4,755 SH   DFND 1 2 4,755 0 0
MARTEN TRANSPORT LTD COM 573075108 12,538 603,377 SH   DFND 1 603,377 0 0
MARTEN TRANSPORT LTD COM 573075108 24 1,186 SH   DFND 1 2 1,186 0 0
MARTIN MARIETTA MATERIALS COM 573284106 252,710 923,422 SH   DFND 1 920,474 0 2,948
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 233 51,388 SH   DFND 1 51,388 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 177,088 7,096,669 SH   DFND 1 7,095,769 0 900
MASCO CORP COM 574599106 177,516 4,265,888 SH   DFND 1 4,252,464 0 13,424
MASIMO CORP COM 574795100 89,119 598,959 SH   DFND 1 586,653 0 12,306
MASONITE INTERNATIONAL CORP COM 575385109 18,561 320,031 SH   DFND 1 320,031 0 0
MASONITE INTERNATIONAL CORP COM 575385109 19 337 SH   DFND 1 2 337 0 0
MASTEC INC COM 576323109 52,695 811,576 SH   DFND 1 796,036 0 15,540
MASTERCARD INC - A CL A 57636Q104 3,707,503 13,670,945 SH   DFND 1 13,628,293 0 42,652
MASTERCARD INC - A CL A 57636Q104 6 24 SH   DFND 1 2 24 0 0
MASTERCRAFT BOAT HOLDINGS IN COM 57637H103 3,749 251,209 SH   DFND 1 251,209 0 0
MATADOR RESOURCES CO COM 576485205 22,631 1,369,100 SH   DFND 1 1,341,596 0 27,504
MATCH GROUP INC COM 57665R106 50,162 701,916 SH   DFND 1 701,916 0 0
MATERIALISE NV-ADR SPONSORED ADS 57667T100 316 17,134 SH   DFND 1 17,134 0 0
MATERION CORP COM 576690101 20,067 327,044 SH   DFND 1 327,044 0 0
MATERION CORP COM 576690101 122 1,991 SH   DFND 1 2 1,991 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 507 804,690 SH   DFND 1 804,690 0 0
MATRIX SERVICE CO COM 576853105 6,839 399,047 SH   DFND 1 399,047 0 0
MATRIX SERVICE CO COM 576853105 44 2,582 SH   DFND 1 2 2,582 0 0
MATSON INC COM 57686G105 20,178 537,954 SH   DFND 1 537,954 0 0
MATTEL INC COM 577081102 44,058 3,868,140 SH   DFND 1 3,781,345 0 86,795
MATTHEWS INTL CORP-CLASS A CL A 577128101 14,961 422,753 SH   DFND 1 422,753 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,075 98,888 SH   DFND 1 98,888 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 5,686 748,209 SH   DFND 1 748,209 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 287,535 4,968,167 SH   DFND 1 4,944,294 0 23,873
MAXIM INTEGRATED PRODUCTS COM 57772K101 100 1,730 SH   DFND 1 2 1,730 0 0
MAXIMUS INC COM 577933104 71,873 930,280 SH   DFND 1 914,274 0 16,006
MAXLINEAR INC COM 57776J100 18,179 812,292 SH   DFND 1 812,292 0 0
MAYVILLE ENGINEERING CO INC COM 578605107 1,109 84,099 SH   DFND 1 84,099 0 0
MBIA INC COM 55262C100 9,016 976,846 SH   DFND 1 976,846 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 95 33,626 SH   DFND 1 33,626 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 301,507 1,930,295 SH   DFND 1 1,924,393 0 5,902
MCDERMOTT INTL INC COM 580037703 4,572 2,263,503 SH   DFND 1 2,263,503 0 0
MCDONALD'S CORP COM 580135101 2,373,842 11,066,826 SH   DFND 1 11,030,203 0 36,623
MCEWEN MINING INC COM 58039P107 3,391 2,174,043 SH   DFND 1 2,174,043 0 0
MCGRATH RENTCORP COM 580589109 22,687 326,010 SH   DFND 1 326,010 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 37,012 19,540,000 PRN   DFND 1 2 19,540,000 0 0
MCHP 2.25 02/15/37 NOTE 2.250% 2/1 595017AH7 11,580 9,000,000 PRN   DFND 1 2 9,000,000 0 0
MCKESSON CORP COM 58155Q103 387,357 2,838,830 SH   DFND 1 2,829,839 0 8,991
MCKESSON CORP COM 58155Q103 197 1,448 SH   DFND 1 2 1,448 0 0
MDB 0.75 06/15/24 NOTE 0.750% 6/1 60937PAB2 7,514 4,000,000 PRN   DFND 1 2 4,000,000 0 0
MDC HOLDINGS INC COM 552676108 29,622 687,286 SH   DFND 1 687,286 0 0
MDC HOLDINGS INC COM 552676108 1,015 23,559 SH   DFND 1 2 23,559 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 1,960 695,181 SH   DFND 1 695,181 0 0
MDU RESOURCES GROUP INC COM 552690109 82,111 2,912,780 SH   DFND 1 2,862,849 0 49,931
MECHEL PJSC-SPONSORED ADR SPONSORED ADR NE 583840608 25 13,492 SH   DFND 1 13,492 0 0
MEDALLIA INC COM 584021109 4,355 158,800 SH   DFND 1 158,800 0 0
MEDALLION FINANCIAL CORP COM 583928106 1,438 224,717 SH   DFND 1 224,717 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 103,066 5,269,243 SH   DFND 1 5,157,297 0 111,946
MEDICAL PROPERTIES TRUST INC COM 58463J304 3 163 SH   DFND 1 2 163 0 0
MEDICINES COMPANY COM 584688105 50,211 1,004,232 SH   DFND 1 1,004,232 0 0
MEDICINOVA INC COM NEW 58468P206 4,255 534,986 SH   DFND 1 534,986 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 62,253 680,361 SH   DFND 1 664,744 0 15,617
MEDIFAST INC COM 58470H101 18,745 180,885 SH   DFND 1 180,885 0 0
MEDIWOUND LTD ORD SHS M68830104 75 23,801 SH   DFND 1 23,801 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 114 32,708 SH   DFND 1 32,708 0 0
MEDNAX INC COM 58502B106 20,986 927,794 SH   DFND 1 906,671 0 21,123
MEDNAX INC COM 58502B106 183 8,112 SH   DFND 1 2 8,112 0 0
MEDPACE HOLDINGS INC COM 58506Q109 35,206 418,926 SH   DFND 1 418,472 0 454
MEDPACE HOLDINGS INC COM 58506Q109 336 4,000 SH   DFND 1 2 4,000 0 0
MEDTRONIC PLC SHS G5960L103 2,002,203 18,460,679 SH   DFND 1 18,394,973 0 65,706
MEDTRONIC PLC SHS G5960L103 74 688 SH   DFND 1 2 688 0 0
MEET GROUP INC/THE COM 58513U101 3,439 1,050,137 SH   DFND 1 1,046,748 0 3,389
MEET GROUP INC/THE COM 58513U101 725 221,495 SH   DFND 1 2 221,495 0 0
MEI PHARMA INC COM NEW 55279B202 988 588,399 SH   DFND 1 588,399 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 1,640 102,850 SH   DFND 1 102,850 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 18,496 963,621 SH   DFND 1 963,621 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 138 7,119 SH   DFND 1 2 7,119 0 0
MELINTA THERAPEUTICS INC COM NEW 58549G209 551 144,763 SH   DFND 1 144,763 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,506 41,117 SH   DFND 1 41,117 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,394 21,851 SH   DFND 1 2 21,851 0 0
MENLO THERAPEUTICS INC COM 586858102 555 123,940 SH   DFND 1 123,940 0 0
MERCADOLIBRE INC COM 58733R102 30,616 55,872 SH   DFND 1 53,914 0 1,958
MERCANTILE BANK CORP COM 587376104 7,055 215,113 SH   DFND 1 215,113 0 0
MERCER INTERNATIONAL INC COM 588056101 5,071 404,407 SH   DFND 1 404,407 0 0
MERCHANTS BANCORP/IN COM 58844R108 2,748 166,171 SH   DFND 1 166,171 0 0
MERCK & CO. INC. COM 58933Y105 3,303,508 39,294,242 SH   DFND 1 39,170,179 0 124,063
MERCK & CO. INC. COM 58933Y105 35 424 SH   DFND 1 2 424 0 0
MERCURY GENERAL CORP COM 589400100 16,674 298,400 SH   DFND 1 291,596 0 6,804
MERCURY SYSTEMS INC COM 589378108 58,433 719,889 SH   DFND 1 719,889 0 0
MEREDITH CORP COM 589433101 18,755 511,614 SH   DFND 1 501,188 0 10,426
MERIDIAN BANCORP INC COM 58958U103 13,454 717,574 SH   DFND 1 717,574 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 8,718 918,715 SH   DFND 1 918,715 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 500 52,699 SH   DFND 1 2 52,699 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 21,953 720,739 SH   DFND 1 720,739 0 0
MERITAGE HOMES CORP COM 59001A102 35,656 506,847 SH   DFND 1 506,847 0 0
MERITAGE HOMES CORP COM 59001A102 1,129 16,053 SH   DFND 1 2 16,053 0 0
MERITOR INC COM 59001K100 19,033 1,028,839 SH   DFND 1 1,028,839 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 363 80,898 SH   DFND 1 80,898 0 0
MERSANA THERAPEUTICS INC COM 59045L106 765 484,412 SH   DFND 1 484,412 0 0
MERUS NV COM N5749R100 293 16,443 SH   DFND 1 16,443 0 0
MESA AIR GROUP INC COM NEW 590479135 2,060 305,420 SH   DFND 1 305,420 0 0
MESA LABORATORIES INC COM 59064R109 13,874 58,352 SH   DFND 1 58,352 0 0
MESOBLAST LTD- SPON ADR SPONS ADR 590717104 80 11,676 SH   DFND 1 11,676 0 0
META FINANCIAL GROUP INC COM 59100U108 15,177 465,433 SH   DFND 1 465,433 0 0
META FINANCIAL GROUP INC COM 59100U108 370 11,376 SH   DFND 1 2 11,376 0 0
METHANEX CORP COM 59151K108 2,164 60,998 SH   DFND 1 60,998 0 0
METHANEX CORP COMSTK 59151K108 2,952 83,079 SH   DFND 1 83,079 0 0
METHANEX CORP COMSTK 59151K108 524 14,772 SH   DFND 1 2 14,772 0 0
METHODE ELECTRONICS INC COM 591520200 15,823 470,371 SH   DFND 1 470,371 0 0
METLIFE INC COM 59156R108 533,889 11,339,551 SH   DFND 1 11,298,110 0 41,441
METLIFE INC COM 59156R108 696 14,774 SH   DFND 1 2 14,774 0 0
METROPOLITAN BANK HOLDING CO COM 591774104 3,303 84,003 SH   DFND 1 84,003 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 298,932 424,837 SH   DFND 1 423,698 0 1,139
METTLER-TOLEDO INTERNATIONAL COM 592688105 343 487 SH   DFND 1 2 487 0 0
MFA 6.25 06/15/24 NOTE 6.250% 6/1 55272XAA0 4,105 4,000,000 PRN   DFND 1 2 4,000,000 0 0
MFA FINANCIAL INC COM 55272X102 64,728 8,702,410 SH   DFND 1 8,702,410 0 0
MGE ENERGY INC COM 55277P104 36,933 462,419 SH   DFND 1 462,419 0 0
MGIC INVESTMENT CORP COM 552848103 49,724 3,952,681 SH   DFND 1 3,952,681 0 0
MGM RESORTS INTERNATIONAL COM 552953101 239,135 8,638,917 SH   DFND 1 8,614,732 0 24,185
MGM RESORTS INTERNATIONAL COM 552953101 326 11,785 SH   DFND 1 2 11,785 0 0
MGP INGREDIENTS INC COM 55303J106 8,854 178,240 SH   DFND 1 178,240 0 0
MICHAELS COS INC/THE COM 59408Q106 11,260 1,150,234 SH   DFND 1 1,150,234 0 0
MICRO FOCUS INTL-SPN ADR SPON ADR NEW 594837403 67 4,792 SH   DFND 1 3,905 0 887
MICRO FOCUS INTL-SPN ADR SPON ADR NEW 594837403 286 20,217 SH   DFND 1 2 20,217 0 0
MICROBOT MEDICAL INC COM NEW 59503A204 221 41,734 SH   DFND 1 41,734 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 337,345 3,636,469 SH   DFND 1 3,614,850 0 21,619
MICRON TECHNOLOGY INC COM 595112103 717,686 16,774,655 SH   DFND 1 16,678,862 0 95,793
MICRON TECHNOLOGY INC COM 595112103 79 1,849 SH   DFND 1 2 1,849 0 0
MICROSOFT CORP COM 594918104 14,942,812 107,630,181 SH   DFND 1 106,992,892 0 637,289
MICROSOFT CORP COM 594918104 15 115 SH   DFND 1 2 115 0 0
MICROSTRATEGY INC-CL A CL A NEW 594972408 16,742 112,844 SH   DFND 1 112,844 0 0
MICROVISION INC COM NEW 594960304 379 639,210 SH   DFND 1 639,210 0 0
MICT INC COM 55328R109 6 11,589 SH   DFND 1 11,589 0 0
MID PENN BANCORP INC COM 59540G107 2,373 92,624 SH   DFND 1 92,624 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 284,252 2,189,060 SH   DFND 1 2,183,753 0 5,307
MID-AMERICA APARTMENT COMM COM 59522J103 28 223 SH   DFND 1 2 223 0 0
MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 4 12,520 SH   DFND 1 12,520 0 0
MIDDLEBY CORP COM 596278101 69,683 596,527 SH   DFND 1 596,527 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,034 22,085 SH   DFND 1 22,085 0 0
MIDDLESEX WATER CO COM 596680108 15,098 232,426 SH   DFND 1 232,426 0 0
MIDLAND STATES BANCORP INC COM 597742105 7,220 277,182 SH   DFND 1 277,182 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 4,796 157,161 SH   DFND 1 157,161 0 0
MILACRON HOLDINGS CORP COM 59870L106 14,330 859,651 SH   DFND 1 859,651 0 0
MILACRON HOLDINGS CORP COM 59870L106 1,416 85,000 SH   DFND 1 2 85,000 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 104 126,110 SH   DFND 1 126,110 0 0
MILLENDO THERAPEUTICS INC COM 60040X103 438 61,744 SH   DFND 1 61,744 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 4,702 141,208 SH   DFND 1 141,208 0 0
MILLICOM INTL CELLULAR S.A. COM STK L6388F110 2,876 59,112 SH   DFND 1 59,112 0 0
MIMECAST LTD ORD SHS G14838109 1,727 48,419 SH   DFND 1 48,419 0 0
MINERALS TECHNOLOGIES INC COM 603158106 24,047 452,949 SH   DFND 1 444,154 0 8,795
MINERVA NEUROSCIENCES INC COM 603380106 3,324 429,005 SH   DFND 1 429,005 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 113 154,719 SH   DFND 1 154,719 0 0
MIRATI THERAPEUTICS INC COM 60468T105 33,510 430,124 SH   DFND 1 430,124 0 0
MIRUM PHARMACEUTICALS INC COM 604749101 211 21,058 SH   DFND 1 21,058 0 0
MISONIX INC COM 604871103 2,097 104,369 SH   DFND 1 104,369 0 0
MISTRAS GROUP INC COM 60649T107 3,533 215,474 SH   DFND 1 215,474 0 0
MITCHAM INDUSTRIES INC COM 606501104 229 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 4,723 489,529 SH   DFND 1 489,529 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADS 606822104 655 129,044 SH   DFND 1 114,089 0 14,955
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 419 136,503 SH   DFND 1 113,879 0 22,624
MKS INSTRUMENTS INC COM 55306N104 57,589 624,070 SH   DFND 1 610,403 0 13,667
MLAB 1.375 08/15/25 NOTE 1.375% 8/1 59064RAA7 4,796 4,500,000 PRN   DFND 1 2 4,500,000 0 0
MMA CAPITAL HOLDINGS INC COM 55315D105 1,552 51,756 SH   DFND 1 51,756 0 0
MOBILE MINI INC COM 60740F105 22,053 598,308 SH   DFND 1 598,157 0 151
MOBILE MINI INC COM 60740F105 41 1,121 SH   DFND 1 2 1,121 0 0
MOBILEIRON INC COM NEW 60739U204 11,973 1,829,446 SH   DFND 1 1,829,446 0 0
MOBILEIRON INC COM NEW 60739U204 1,126 172,040 SH   DFND 1 2 172,040 0 0
MODEL N INC COM 607525102 10,359 373,191 SH   DFND 1 373,191 0 0
MODEL N INC COM 607525102 160 5,787 SH   DFND 1 2 5,787 0 0
MODERNA INC COM 60770K107 35,566 2,234,101 SH   DFND 1 2,234,101 0 0
MODINE MANUFACTURING CO COM 607828100 7,244 637,163 SH   DFND 1 637,163 0 0
MOELIS & CO - CLASS A CL A 60786M105 22,460 683,723 SH   DFND 1 682,728 0 995
MOELIS & CO - CLASS A CL A 60786M105 562 17,112 SH   DFND 1 2 17,112 0 0
MOHAWK INDUSTRIES INC COM 608190104 113,272 914,387 SH   DFND 1 911,608 0 2,779
MOLECULAR TEMPLATES INC COM 608550109 1,442 218,833 SH   DFND 1 218,833 0 0
MOLECULIN BIOTECH INC COM 60855D101 140 126,497 SH   DFND 1 126,497 0 0
MOLINA HEALTHCARE INC COM 60855R100 95,490 870,312 SH   DFND 1 854,520 0 15,792
MOLINA HEALTHCARE INC COM 60855R100 255 2,325 SH   DFND 1 2 2,325 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 174,374 3,037,061 SH   DFND 1 3,028,382 0 8,679
MOLSON COORS BREWING CO -B CL B 60871R209 55 964 SH   DFND 1 2 964 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 17,322 1,336,621 SH   DFND 1 1,336,621 0 0
MOMO INC-SPON ADR ADR 60879B107 14,433 467,998 SH   DFND 1 467,938 0 60
MONARCH CASINO & RESORT INC COM 609027107 6,899 165,496 SH   DFND 1 165,496 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 1,169,907 21,181,674 SH   DFND 1 21,056,441 0 125,233
MONDELEZ INTERNATIONAL INC-A CL A 609207105 26 470 SH   DFND 1 2 470 0 0
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 1,135 285,236 SH   DFND 1 285,236 0 0
MONGODB INC CL A 60937P106 50,792 421,898 SH   DFND 1 421,898 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 17,141 1,189,560 SH   DFND 1 1,189,560 0 0
MONOCLE ACQUISITION COR-CW24 *W EXP 12/06/202 609754114 140 350,000 SH   DFND 1 2 350,000 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 75,130 482,750 SH   DFND 1 472,662 0 10,088
MONOLITHIC POWER SYSTEMS INC COM 609839105 726 4,666 SH   DFND 1 2 4,666 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 11,886 600,001 SH   DFND 1 600,001 0 0
MONRO INC COM 610236101 37,291 471,983 SH   DFND 1 471,983 0 0
MONRO INC COM 610236101 8 106 SH   DFND 1 2 106 0 0
MONSTER BEVERAGE CORP COM 61174X109 363,725 6,267,630 SH   DFND 1 6,228,034 0 39,596
MONSTER BEVERAGE CORP COM 61174X109 128 2,216 SH   DFND 1 2 2,216 0 0
MONTAGE RESOURCES CORP COM 61179L100 1,064 281,642 SH   DFND 1 281,642 0 0
MOODY'S CORP COM 615369105 514,118 2,513,211 SH   DFND 1 2,505,471 0 7,740
MOODY'S CORP COM 615369105 1,299 6,342 SH   DFND 1 2 6,342 0 0
MOOG INC-CLASS A CL A 615394202 51,358 633,112 SH   DFND 1 633,112 0 0
MORGAN STANLEY COM NEW 617446448 774,758 18,186,400 SH   DFND 1 18,122,326 0 64,074
MORGAN STANLEY COM NEW 617446448 511 11,985 SH   DFND 1 2 11,985 0 0
MORGAN STANLEY INDIA INVEST COM 61745C105 3,655 192,924 SH   DFND 1 2 192,924 0 0
MORNINGSTAR INC COM 617700109 44,014 301,179 SH   DFND 1 301,179 0 0
MORNINGSTAR INC COM 617700109 1,284 8,789 SH   DFND 1 2 8,789 0 0
MORPHIC HOLDING INC COM 61775R105 1,274 70,361 SH   DFND 1 70,361 0 0
MOSAIC ACQUISITION CORP-CL A COM CL A 61946M100 1,291 125,000 SH   DFND 1 2 125,000 0 0
MOSAIC CO/THE COM 61945C103 110,628 5,404,895 SH   DFND 1 5,388,492 0 16,403
MOTORCAR PARTS OF AMERICA IN COM 620071100 4,200 248,555 SH   DFND 1 248,555 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 422,713 2,484,428 SH   DFND 1 2,476,228 0 8,200
MOTOROLA SOLUTIONS INC COM NEW 620076307 1 7 SH   DFND 1 2 7 0 0
MOTUS GI HOLDINGS INC COM 62014P108 391 197,602 SH   DFND 1 197,602 0 0
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 68 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 5,210 209,594 SH   DFND 1 209,594 0 0
MR COOPER GROUP INC COM 62482R107 10,368 976,347 SH   DFND 1 974,638 0 1,709
MRC GLOBAL INC COM 55345K103 12,660 1,043,763 SH   DFND 1 1,043,763 0 0
MRC GLOBAL INC COM 55345K103 453 37,380 SH   DFND 1 2 37,380 0 0
MSA SAFETY INC COM 553498106 50,403 461,951 SH   DFND 1 453,016 0 8,935
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 37,805 521,240 SH   DFND 1 509,553 0 11,687
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 49 688 SH   DFND 1 2 688 0 0
MSCI INC COM 55354G100 335,565 1,542,473 SH   DFND 1 1,538,459 0 4,014
MSCI INC COM 55354G100 1,015 4,663 SH   DFND 1 2 4,663 0 0
MSG NETWORKS INC- A CL A 553573106 12,554 774,002 SH   DFND 1 774,002 0 0
MSG NETWORKS INC- A CL A 553573106 127 7,874 SH   DFND 1 2 7,874 0 0
MTBC INC COM 55378G102 184 48,850 SH   DFND 1 48,850 0 0
MTOR 3.25 10/15/37 NOTE 3.250%10/1 59001KAF7 11,742 12,000,000 PRN   DFND 1 2 12,000,000 0 0
MTS SYSTEMS CORP COM 553777103 13,326 241,202 SH   DFND 1 241,040 0 162
MUDRICK CAPITAL ACQUISI *W EXP 02/12/202 624745113 630 1,100,000 SH   DFND 1 2 1,100,000 0 0
MUELLER INDUSTRIES INC COM 624756102 20,880 728,058 SH   DFND 1 728,058 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 22,352 1,988,661 SH   DFND 1 1,988,661 0 0
MURPHY OIL CORP COM 626717102 38,299 1,732,238 SH   DFND 1 1,693,575 0 38,663
MURPHY OIL CORP COM 626717102 133 6,025 SH   DFND 1 2 6,025 0 0
MURPHY USA INC COM 626755102 33,059 387,564 SH   DFND 1 380,026 0 7,538
MUSTANG BIO INC COM 62818Q104 1,217 373,357 SH   DFND 1 373,357 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 2,246 71,279 SH   DFND 1 71,279 0 0
MVB FINANCIAL CORP COM 553810102 2,897 145,970 SH   DFND 1 145,970 0 0
MY SIZE INC COM 62844N109 22 46,419 SH   DFND 1 46,419 0 0
MYERS INDUSTRIES INC COM 628464109 12,307 697,323 SH   DFND 1 697,323 0 0
MYLAN NV SHS EURO N59465109 192,736 9,756,072 SH   DFND 1 9,711,935 0 44,137
MYLAN NV SHS EURO N59465109 672 33,980 SH   DFND 1 2 33,980 0 0
MYOKARDIA INC COM 62857M105 31,515 604,323 SH   DFND 1 604,323 0 0
MYOMO INC COM 62857J102 29 48,371 SH   DFND 1 48,371 0 0
MYR GROUP INC/DELAWARE COM 55405W104 7,301 233,353 SH   DFND 1 233,353 0 0
MYRIAD GENETICS INC COM 62855J104 28,915 1,009,982 SH   DFND 1 1,009,982 0 0
N B T BANCORP INC COM 628778102 21,166 578,470 SH   DFND 1 578,470 0 0
NABORS INDUSTRIES LTD SHS G6359F103 7,907 4,228,431 SH   DFND 1 4,228,431 0 0
NABORS INDUSTRIES LTD SHS G6359F103 237 127,201 SH   DFND 1 2 127,201 0 0
NABRIVA THERAPEUTICS PLC SHS G63637105 125 62,669 SH   DFND 1 62,669 0 0
NACCO INDUSTRIES-CL A CL A 629579103 3,106 48,600 SH   DFND 1 48,600 0 0
NANOMETRICS INC COM 630077105 10,434 319,891 SH   DFND 1 319,891 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 9,405 435,660 SH   DFND 1 435,660 0 0
NANTHEALTH INC COM 630104107 223 305,775 SH   DFND 1 305,775 0 0
NANTKWEST INC COM 63016Q102 318 261,418 SH   DFND 1 261,418 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 4,096 160,530 SH   DFND 1 160,530 0 0
NASDAQ INC COM 631103108 187,854 1,893,568 SH   DFND 1 1,888,208 0 5,360
NASDAQ INC COM 631103108 34 352 SH   DFND 1 2 352 0 0
NATERA INC COM 632307104 26,879 819,483 SH   DFND 1 819,483 0 0
NATERA INC COM 632307104 249 7,614 SH   DFND 1 2 7,614 0 0
NATHAN'S FAMOUS INC COM 632347100 2,870 39,948 SH   DFND 1 39,948 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 12,605 368,689 SH   DFND 1 368,689 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 3,296 82,321 SH   DFND 1 82,321 0 0
NATIONAL BEVERAGE CORP COM 635017106 8,716 196,489 SH   DFND 1 196,397 0 92
NATIONAL CINEMEDIA INC COM 635309107 6,975 850,695 SH   DFND 1 850,573 0 122
NATIONAL ENERGY SERVICES REU SHS G6375R107 847 126,865 SH   DFND 1 126,865 0 0
NATIONAL FUEL GAS CO COM 636180101 43,132 919,273 SH   DFND 1 897,622 0 21,651
NATIONAL FUEL GAS CO COM 636180101 37 809 SH   DFND 1 2 809 0 0
NATIONAL GENERAL HLDGS COM 636220303 22,365 971,550 SH   DFND 1 971,550 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 1,119 20,683 SH   DFND 1 19,302 0 1,381
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 31 582 SH   DFND 1 2 582 0 0
NATIONAL HEALTHCARE CORP COM 635906100 16,666 203,622 SH   DFND 1 203,622 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 74,846 1,782,488 SH   DFND 1 1,752,715 0 29,773
NATIONAL INSTRUMENTS CORP COM 636518102 572 13,646 SH   DFND 1 2 13,646 0 0
NATIONAL OILWELL VARCO INC COM 637071101 121,013 5,717,283 SH   DFND 1 5,699,449 0 17,834
NATIONAL PRESTO INDS INC COM 637215104 5,981 67,141 SH   DFND 1 67,141 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 9,960 172,476 SH   DFND 1 172,476 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 465 8,066 SH   DFND 1 2 8,066 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 112,029 1,987,533 SH   DFND 1 1,944,481 0 43,052
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 32,024 959,669 SH   DFND 1 956,991 0 2,678
NATIONAL VISION HOLDINGS INC COM 63845R107 24,845 1,032,221 SH   DFND 1 1,032,221 0 0
NATIONAL VISION HOLDINGS INC COM 63845R107 34 1,442 SH   DFND 1 2 1,442 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 8,448 31,481 SH   DFND 1 31,481 0 0
NATL HEALTH INVESTORS INC COM 63633D104 45,892 557,014 SH   DFND 1 557,014 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 200 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 1,780 139,001 SH   DFND 1 139,001 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,819 182,175 SH   DFND 1 182,175 0 0
NATURAL HEALTH TRENDS CORP COM 63888P406 465 65,762 SH   DFND 1 65,554 0 208
NATURES SUNSHINE PRODS INC COM 639027101 759 91,563 SH   DFND 1 91,563 0 0
NATUS MEDICAL INC COM 639050103 15,131 475,226 SH   DFND 1 475,226 0 0
NAUTILUS INC COM 63910B102 287 213,277 SH   DFND 1 213,277 0 0
NAVIDEA BIOPHARMACEUTICALS I COM NEW 63937X202 24 36,009 SH   DFND 1 36,009 0 0
NAVIENT CORP COM 63938C108 39,397 3,077,938 SH   DFND 1 3,025,936 0 52,002
NAVIENT CORP COM 63938C108 963 75,253 SH   DFND 1 2 75,253 0 0
NAVIGANT CONSULTING INC COM 63935N107 14,741 527,433 SH   DFND 1 527,433 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 20,969 745,989 SH   DFND 1 745,989 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 52 1,856 SH   DFND 1 2 1,856 0 0
NCR CORPORATION COM 62886E108 42,560 1,348,549 SH   DFND 1 1,314,886 0 33,663
NCS MULTISTAGE HOLDINGS INC COM 628877102 456 228,128 SH   DFND 1 228,128 0 0
NEENAH INC COM 640079109 14,032 215,484 SH   DFND 1 215,484 0 0
NEKTAR THERAPEUTICS COM 640268108 51,198 2,814,872 SH   DFND 1 2,806,481 0 8,391
NELNET INC-CL A CL A 64031N108 21,035 330,741 SH   DFND 1 330,741 0 0
NEOGEN CORP COM 640491106 49,699 729,696 SH   DFND 1 729,696 0 0
NEOGENOMICS INC COM NEW 64049M209 26,087 1,364,430 SH   DFND 1 1,364,430 0 0
NEOLEUKIN THERAPEUTICS INC COM 64049K104 486 170,615 SH   DFND 1 170,615 0 0
NEON THERAPEUTICS INC COM 64050Y100 213 124,325 SH   DFND 1 124,325 0 0
NEONODE INC COM PAR 64051M709 42 17,533 SH   DFND 1 17,533 0 0
NEOPHOTONICS CORP COM 64051T100 7,187 1,180,165 SH   DFND 1 1,180,165 0 0
NEOPHOTONICS CORP COM 64051T100 623 102,303 SH   DFND 1 2 102,303 0 0
NEOS THERAPEUTICS INC COM 64052L106 535 361,888 SH   DFND 1 361,888 0 0
NEPTUNE WELLNESS SOLUTIONS I COM 64079L105 273 76,890 SH   DFND 1 76,890 0 0
NESCO HOLDINGS INC COM 64083J104 420 70,238 SH   DFND 1 70,238 0 0
NESCO HOLDINGS-CW25 *W EXP 01/01/202 64083J112 700 814,133 SH   DFND 1 2 814,133 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 131 36,698 SH   DFND 1 36,698 0 0
NET ELEMENT INC COM 64111R300 72 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 224,764 4,284,738 SH   DFND 1 4,263,715 0 21,023
NETAPP INC COM 64110D104 49 937 SH   DFND 1 2 937 0 0
NETEASE INC-ADR SPONSORED ADS 64110W102 57,613 217,423 SH   DFND 1 214,406 0 3,017
NETFLIX INC COM 64110L106 1,585,663 5,935,298 SH   DFND 1 5,897,396 0 37,902
NETFLIX INC COM 64110L106 342 1,281 SH   DFND 1 2 1,281 0 0
NETGEAR INC COM 64111Q104 13,423 416,609 SH   DFND 1 416,609 0 0
NETSCOUT SYSTEMS INC COM 64115T104 21,221 920,277 SH   DFND 1 903,532 0 16,745
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 360 64,898 SH   DFND 1 64,898 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 156 67,212 SH   DFND 1 67,212 0 0
NEUBASE THERAPEUTICS INC COM 64132K102 79 15,960 SH   DFND 1 15,960 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 88,553 982,731 SH   DFND 1 982,731 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 40 447 SH   DFND 1 2 447 0 0
NEURONETICS INC COM 64131A105 1,061 127,690 SH   DFND 1 127,690 0 0
NEUROTROPE INC COM NEW 64129T207 30 37,235 SH   DFND 1 37,235 0 0
NEVRO CORP COM 64157F103 32,588 379,068 SH   DFND 1 379,068 0 0
NEW AGE BEVERAGES CORP COM 64157V108 2,525 914,906 SH   DFND 1 914,906 0 0
NEW AMERICA HIGH INCOME FUND COM NEW 641876800 172 19,550 SH   DFND 1 2 19,550 0 0
NEW FRONTIER CORP-CW23 *W EXP 99/99/999 G6485P124 142 142,450 SH   DFND 1 2 142,450 0 0
NEW GERMANY FUND COM 644465106 1,306 94,240 SH   DFND 1 2 94,240 0 0
NEW GOLD INC COM 644535106 0 654 SH   DFND 1 0 0 654
NEW GOLD INC COM 644535106 227 226,239 SH   DFND 1 2 226,239 0 0
NEW GOLD INC COMSTK 644535106 122 122,409 SH   DFND 1 122,409 0 0
NEW HOME CO INC/THE COM 645370107 346 79,506 SH   DFND 1 79,506 0 0
NEW IRELAND FUND INC COM 645673104 253 29,663 SH   DFND 1 2 29,663 0 0
NEW JERSEY RESOURCES CORP COM 646025106 51,659 1,142,407 SH   DFND 1 1,119,557 0 22,850
NEW MEDIA INVESTMENT GROUP COM 64704V106 6,563 744,956 SH   DFND 1 744,956 0 0
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 37,088 336,831 SH   DFND 1 336,547 0 284
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 606 5,477 SH   DFND 1 2 5,477 0 0
NEW RELIC INC COM 64829B100 30,316 493,353 SH   DFND 1 493,353 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 79,895 5,068,496 SH   DFND 1 5,068,496 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 7,715 1,155,049 SH   DFND 1 1,155,049 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 62,263 4,961,237 SH   DFND 1 4,843,186 0 118,051
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 19,423 3,189,418 SH   DFND 1 3,189,418 0 0
NEW YORK TIMES CO-A CL A 650111107 46,601 1,636,292 SH   DFND 1 1,600,239 0 36,053
NEWELL BRANDS INC COM 651229106 117,797 6,302,001 SH   DFND 1 6,283,982 0 18,019
NEWLINK GENETICS CORP COM 651511107 329 207,198 SH   DFND 1 207,124 0 74
NEWMARK GROUP INC-CLASS A CL A 65158N102 19,914 2,198,115 SH   DFND 1 2,198,115 0 0
NEWMARKET CORP COM 651587107 44,129 93,476 SH   DFND 1 91,624 0 1,852
NEWMONT GOLDCORP CORP COM 651639106 497,957 13,150,152 SH   DFND 1 13,110,722 0 39,430
NEWMONT GOLDCORP CORP COM 651639106 98 2,597 SH   DFND 1 2 2,597 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 9,058 1,188,834 SH   DFND 1 1,188,834 0 0
NEWS CORP - CLASS A CL A 65249B109 90,598 6,517,465 SH   DFND 1 6,498,424 0 19,041
NEWS CORP - CLASS B CL B 65249B208 27,901 1,953,798 SH   DFND 1 1,948,126 0 5,672
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 385 17,076 SH   DFND 1 17,076 0 0
NEXGEN ENERGY LTD COMSTK 65340P106 51 39,734 SH   DFND 1 39,734 0 0
NEXPOINT RESIDENTIAL COM 65341D102 12,376 264,683 SH   DFND 1 264,683 0 0
NEXPOINT STRATEGIC OPPORTUNI COM NEW 65340G205 2,433 135,713 SH   DFND 1 2 135,713 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 55,678 542,413 SH   DFND 1 542,147 0 266
NEXTCURE INC COM 65343E108 1,856 60,165 SH   DFND 1 60,165 0 0
NEXTDECADE CORP COM 65342K105 1,402 243,475 SH   DFND 1 243,475 0 0
NEXTERA ENERGY INC COM 65339F101 1,593,632 6,848,642 SH   DFND 1 6,825,417 0 23,225
NEXTERA ENERGY INC COM 65339F101 1 5 SH   DFND 1 2 5 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 15,710 1,002,564 SH   DFND 1 1,002,564 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 135 8,622 SH   DFND 1 2 8,622 0 0
NGM BIOPHARMACEUTICALS INC COM 62921N105 1,307 94,431 SH   DFND 1 94,431 0 0
NI HOLDINGS INC COM 65342T106 2,047 119,484 SH   DFND 1 119,484 0 0
NIC INC COM 62914B100 19,954 966,329 SH   DFND 1 966,329 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 7,799 54,239 SH   DFND 1 53,955 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 758 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 6,970 104,702 SH   DFND 1 104,702 0 0
NICOLET BANKSHARES INC COM 65406E102 40 613 SH   DFND 1 2 613 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 119,208 5,618,100 SH   DFND 1 5,598,344 0 19,756
NIELSEN HOLDINGS PLC SHS EUR G6518L108 302 14,218 SH   DFND 1 2 14,218 0 0
NII HOLDINGS INC COM PAR 62913F508 1,489 759,734 SH   DFND 1 759,734 0 0
NII HOLDINGS INC COM PAR 62913F508 186 95,100 SH   DFND 1 2 95,100 0 0
NIKE INC -CL B CL B 654106103 1,886,337 20,107,679 SH   DFND 1 20,048,320 0 59,359
NIKE INC -CL B CL B 654106103 159 1,694 SH   DFND 1 2 1,694 0 0
NINE ENERGY SERVICE INC COM 65441V101 1,083 175,530 SH   DFND 1 175,530 0 0
NIO INC - ADR SPON ADS 62914V106 2,317 1,494,739 SH   DFND 1 1,494,739 0 0
NISOURCE INC COM 65473P105 165,064 5,525,669 SH   DFND 1 5,508,425 0 17,244
NL INDUSTRIES COM NEW 629156407 232 61,832 SH   DFND 1 61,832 0 0
NLIGHT INC COM 65487K100 6,475 413,490 SH   DFND 1 413,490 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 23,767 905,094 SH   DFND 1 905,094 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 493 18,777 SH   DFND 1 2 18,777 0 0
NN INC COM 629337106 3,974 557,450 SH   DFND 1 557,450 0 0
NOAH HOLDINGS LTD-SPON ADS SPON ADS CL A 65487X102 2,197 75,733 SH   DFND 1 75,733 0 0
NOBLE CORP PLC SHS USD G65431101 4,100 3,228,356 SH   DFND 1 3,228,356 0 0
NOBLE ENERGY INC COM 655044105 157,954 7,043,823 SH   DFND 1 7,021,723 0 22,100
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 187 37,001 SH   DFND 1 34,305 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 241 56,723 SH   DFND 1 46,902 0 9,821
NOODLES & CO COM CL A 65540B105 2,753 486,572 SH   DFND 1 486,572 0 0
NORBORD INC COMSTK 65548P403 599 20,598 SH   DFND 1 20,598 0 0
NORBORD INC COMSTK 65548P403 0 33 SH   DFND 1 2 33 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 2,283 1,057,239 SH   DFND 1 1,057,239 0 0
NORDSON CORP COM 655663102 92,368 631,535 SH   DFND 1 618,701 0 12,834
NORDSTROM INC COM 655664100 55,692 1,656,582 SH   DFND 1 1,651,567 0 5,015
NORFOLK SOUTHERN CORP COM 655844108 644,166 3,591,688 SH   DFND 1 3,578,773 0 12,915
NORFOLK SOUTHERN CORP COM 655844108 61 340 SH   DFND 1 2 340 0 0
NORTH AMERICAN CONSTRUCTION COMSTK 656811106 418 36,311 SH   DFND 1 2 36,311 0 0
NORTHEAST BANK COM 66405S100 2,358 106,376 SH   DFND 1 106,376 0 0
NORTHEAST BANK COM 66405S100 7 343 SH   DFND 1 2 343 0 0
NORTHERN OIL AND GAS INC COM 665531109 6,099 3,111,920 SH   DFND 1 3,111,920 0 0
NORTHERN TECHNOLOGIES INTL COM 665809109 356 28,238 SH   DFND 1 28,238 0 0
NORTHERN TRUST CORP COM 665859104 306,396 3,288,076 SH   DFND 1 3,278,113 0 9,963
NORTHFIELD BANCORP INC COM 66611T108 10,166 633,016 SH   DFND 1 633,016 0 0
NORTHRIM BANCORP INC COM 666762109 3,445 86,848 SH   DFND 1 86,848 0 0
NORTHROP GRUMMAN CORP COM 666807102 813,812 2,174,962 SH   DFND 1 2,167,666 0 7,296
NORTHROP GRUMMAN CORP COM 666807102 30 82 SH   DFND 1 2 82 0 0
NORTHWEST BANCSHARES INC COM 667340103 26,379 1,609,508 SH   DFND 1 1,609,508 0 0
NORTHWEST NATURAL HOLDING CO COM 66765N105 26,047 365,116 SH   DFND 1 365,116 0 0
NORTHWEST PIPE CO COM 667746101 3,467 123,196 SH   DFND 1 123,196 0 0
NORTHWESTERN CORP COM NEW 668074305 48,785 650,045 SH   DFND 1 636,818 0 13,227
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 181,019 3,501,734 SH   DFND 1 3,491,780 0 9,954
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 148 2,863 SH   DFND 1 2 2,863 0 0
NORWOOD FINANCIAL CORP COM 669549107 2,113 66,865 SH   DFND 1 66,865 0 0
NOVA LIFESTYLE INC COM 66979P102 82 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 836 26,343 SH   DFND 1 26,343 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 6 10,371 SH   DFND 1 10,371 0 0
NOVAGOLD RESOURCES INC COM NEW 66987E206 7,088 1,166,536 SH   DFND 1 1,166,536 0 0
NOVAGOLD RESOURCES INC COMSTK 66987E206 248 37,299 SH   DFND 1 37,299 0 0
NOVAN INC COM 66988N106 259 100,766 SH   DFND 1 100,766 0 0
NOVANTA INC COM 67000B104 37,204 455,272 SH   DFND 1 455,272 0 0
NOVANTA INC COM 67000B104 381 4,663 SH   DFND 1 2 4,663 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 5,209 59,951 SH   DFND 1 58,172 0 1,779
NOVAVAX INC COM NEW 670002401 1,818 362,194 SH   DFND 1 362,194 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 61 84,353 SH   DFND 1 84,353 0 0
NOVOCURE LTD ORD SHS G6674U108 45,087 602,934 SH   DFND 1 601,902 0 1,032
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 2,156 41,713 SH   DFND 1 39,589 0 2,124
NOVUS THERAPEUTICS INC COM 67011N105 8 12,775 SH   DFND 1 12,775 0 0
NOW INC COM 67011P100 16,154 1,408,456 SH   DFND 1 1,380,562 0 27,894
NR 4 12/01/21 NOTE 4.000%12/0 651718AE8 4,423 4,000,000 PRN   DFND 1 2 4,000,000 0 0
NRC GROUP HOLDINGS CORP COM 629375106 1,425 114,570 SH   DFND 1 114,570 0 0
NRC GROUP HOLDINGS CORP COM 629375106 999 80,314 SH   DFND 1 2 80,314 0 0
NRC GROUP HOLDINGS CORP-CW24 *W EXP 10/17/202 629375114 8,103 3,433,716 SH   DFND 1 2 3,433,716 0 0
NRG ENERGY INC COM NEW 629377508 154,582 3,909,552 SH   DFND 1 3,896,794 0 12,758
NTN BUZZTIME INC COM PAR 629410606 71 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 25,299 594,866 SH   DFND 1 580,753 0 14,113
NU SKIN ENTERPRISES INC - A CL A 67018T105 67 1,588 SH   DFND 1 2 1,588 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 71,822 4,403,604 SH   DFND 1 4,399,040 0 4,564
NUANCE COMMUNICATIONS INC COM 67020Y100 66 4,066 SH   DFND 1 2 4,066 0 0
NUCOR CORP COM 670346105 242,293 4,766,329 SH   DFND 1 4,751,541 0 14,788
NUCOR CORP COM 670346105 44 867 SH   DFND 1 2 867 0 0
NUTANIX INC - A CL A 67059N108 39,779 1,515,398 SH   DFND 1 1,515,398 0 0
NUTRIEN LTD COM 67077M108 408 8,191 SH   DFND 1 8,191 0 0
NUTRIEN LTD COMSTK 67077M108 37,159 741,256 SH   DFND 1 741,256 0 0
NUVASIVE INC COM 670704105 44,275 698,572 SH   DFND 1 685,517 0 13,055
NUVECTRA CORP COM 67075N108 204 150,502 SH   DFND 1 150,502 0 0
NUVEEN CREDIT STRAT INCM COM SHS 67073D102 2,009 268,693 SH   DFND 1 2 268,693 0 0
NV5 GLOBAL INC COM 62945V109 8,953 131,143 SH   DFND 1 131,143 0 0
NVAX 3.75 02/01/23 NOTE 3.750% 2/0 670002AB0 835 2,000,000 PRN   DFND 1 2 2,000,000 0 0
NVE CORP COM NEW 629445206 4,438 66,890 SH   DFND 1 66,890 0 0
NVENT ELECTRIC PLC SHS G6700G107 41,643 1,889,455 SH   DFND 1 1,850,338 0 39,117
NVENT ELECTRIC PLC SHS G6700G107 940 42,685 SH   DFND 1 2 42,685 0 0
NVIDIA CORP COM 67066G104 1,435,787 8,262,376 SH   DFND 1 8,209,243 0 53,133
NVR INC COM 62944T105 218,915 58,967 SH   DFND 1 58,808 0 159
NVR INC COM 62944T105 1,360 366 SH   DFND 1 2 366 0 0
NXP SEMICONDUCTORS NV COM N6596X109 156,248 1,436,858 SH   DFND 1 1,423,432 0 13,426
NXP SEMICONDUCTORS NV COM N6596X109 119 1,099 SH   DFND 1 2 1,099 0 0
NXPI 1 12/01/19 NOTE 1.000%12/0 62952QAB6 32,645 30,000,000 PRN   DFND 1 2 30,000,000 0 0
NXT-ID INC COM NEW 67091J206 82 155,198 SH   DFND 1 155,198 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 48 26,172 SH   DFND 1 26,172 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 18 13,662 SH   DFND 1 13,662 0 0
OAK VALLEY BANCORP COM 671807105 670 39,982 SH   DFND 1 39,982 0 0
OAS 2.625 09/15/23 NOTE 2.625% 9/1 674215AJ7 4,442 6,000,000 PRN   DFND 1 2 6,000,000 0 0
OASIS PETROLEUM INC COM 674215108 12,994 3,755,669 SH   DFND 1 3,683,006 0 72,663
OBALON THERAPEUTICS INC COM NEW 67424L209 21 11,308 SH   DFND 1 11,308 0 0
OBSEVA SA COM H5861P103 168 20,268 SH   DFND 1 20,268 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 554,144 12,481,995 SH   DFND 1 12,440,505 0 41,490
OCEAN BIO-CHEM INC COM 674631106 89 26,292 SH   DFND 1 26,292 0 0
OCEANEERING INTL INC COM 675232102 17,326 1,278,739 SH   DFND 1 1,253,924 0 24,815
OCEANFIRST FINANCIAL CORP COM 675234108 15,401 652,627 SH   DFND 1 652,627 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,608 528,948 SH   DFND 1 528,706 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 2,823 1,501,643 SH   DFND 1 1,490,554 0 11,089
OCWEN FINANCIAL CORP COM NEW 675746309 6 3,352 SH   DFND 1 2 3,352 0 0
ODONATE THERAPEUTICS INC COM 676079106 4,259 163,644 SH   DFND 1 163,644 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 229 59,795 SH   DFND 1 59,795 0 0
OFFICE DEPOT INC COM 676220106 13,637 7,770,832 SH   DFND 1 7,763,008 0 7,824
OFFICE DEPOT INC COM 676220106 107 61,224 SH   DFND 1 2 61,224 0 0
OFFICE PROPERTIES INCOME TRU COM SHS BEN INT 67623C109 25,044 817,367 SH   DFND 1 817,367 0 0
OFG BANCORP COM 67103X102 15,297 698,501 SH   DFND 1 698,501 0 0
OGE ENERGY CORP COM 670837103 128,970 2,843,561 SH   DFND 1 2,793,350 0 50,211
OHIO VALLEY BANC CORP COM 677719106 1,529 41,911 SH   DFND 1 41,911 0 0
OIL STATES INTERNATIONAL INC COM 678026105 10,325 776,350 SH   DFND 1 776,350 0 0
OIL STATES INTERNATIONAL INC COM 678026105 0 28 SH   DFND 1 2 28 0 0
OIL-DRI CORP OF AMERICA COM 677864100 2,081 61,112 SH   DFND 1 61,112 0 0
OKTA INC CL A 679295105 122,565 1,245,597 SH   DFND 1 1,245,127 0 470
OKTA INC CL A 679295105 15 154 SH   DFND 1 2 154 0 0
OLD DOMINION FREIGHT LINE COM 679580100 118,405 697,113 SH   DFND 1 681,058 0 16,055
OLD DOMINION FREIGHT LINE COM 679580100 20 122 SH   DFND 1 2 122 0 0
OLD LINE BANCSHARES INC COM 67984M100 6,033 207,988 SH   DFND 1 207,988 0 0
OLD NATIONAL BANCORP COM 680033107 37,870 2,201,115 SH   DFND 1 2,201,115 0 0
OLD POINT FINANCIAL CORP COM 680194107 322 13,561 SH   DFND 1 13,561 0 0
OLD REPUBLIC INTL CORP COM 680223104 105,265 4,443,466 SH   DFND 1 4,371,975 0 71,491
OLD SECOND BANCORP INC COM 680277100 4,361 356,896 SH   DFND 1 356,896 0 0
OLD SECOND BANCORP INC COM 680277100 81 6,635 SH   DFND 1 2 6,635 0 0
OLIN CORP COM PAR $1 680665205 33,226 1,774,920 SH   DFND 1 1,733,708 0 41,212
OLIN CORP COM PAR $1 680665205 81 4,372 SH   DFND 1 2 4,372 0 0
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 34,865 594,577 SH   DFND 1 580,860 0 13,717
OLYMPIC STEEL INC COM 68162K106 1,778 123,518 SH   DFND 1 123,518 0 0
OLYMPIC STEEL INC COM 68162K106 206 14,373 SH   DFND 1 2 14,373 0 0
OMEGA FLEX INC COM 682095104 5,007 48,975 SH   DFND 1 48,975 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 96,925 2,319,357 SH   DFND 1 2,264,712 0 54,645
OMEROS CORP COM 682143102 10,214 625,481 SH   DFND 1 625,481 0 0
OMNICELL INC COM 68213N109 40,115 555,082 SH   DFND 1 554,635 0 447
OMNICOM GROUP COM 681919106 282,365 3,609,083 SH   DFND 1 3,598,391 0 10,692
OMNICOM GROUP COM 681919106 3 49 SH   DFND 1 2 49 0 0
OMNOVA SOLUTIONS INC COM 682129101 5,742 570,247 SH   DFND 1 570,247 0 0
ON 1 12/01/20 NOTE 1.000%12/0 682189AK1 21,031 18,018,000 PRN   DFND 1 2 18,018,000 0 0
ON DECK CAPITAL INC COM 682163100 2,426 722,086 SH   DFND 1 722,086 0 0
ON DECK CAPITAL INC COM 682163100 493 146,793 SH   DFND 1 2 146,793 0 0
ON SEMICONDUCTOR CORP COM 682189105 100,367 5,227,804 SH   DFND 1 5,227,804 0 0
ON SEMICONDUCTOR CORP COM 682189105 23 1,248 SH   DFND 1 2 1,248 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 7 22,179 SH   DFND 1 22,179 0 0
ONCOCYTE CORP COM 68235C107 641 305,692 SH   DFND 1 305,692 0 0
ONCONOVA THERAPEUTICS INC COM PAR 68232V405 40 47,394 SH   DFND 1 47,394 0 0
ONCOSEC MEDICAL INC COM 68234L306 84 43,073 SH   DFND 1 43,073 0 0
ONCTERNAL THERAPEUTICS INC COM 68236P107 70 14,136 SH   DFND 1 14,136 0 0
ONE GAS INC COM 68235P108 63,393 659,596 SH   DFND 1 646,368 0 13,228
ONE GROUP HOSPITALITY INC/TH COM 88338K103 92 32,885 SH   DFND 1 32,885 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 5,536 201,118 SH   DFND 1 201,118 0 0
ONE STOP SYSTEMS INC COM 68247W109 138 47,116 SH   DFND 1 47,116 0 0
ONEMAIN HOLDINGS INC COM 68268W103 29,577 806,353 SH   DFND 1 803,793 0 2,560
ONEMAIN HOLDINGS INC COM 68268W103 747 20,376 SH   DFND 1 2 20,376 0 0
ONEOK INC COM 682680103 450,749 6,126,488 SH   DFND 1 6,107,344 0 19,144
ONESMART INTERNATIONAL -ADR SPONSORED ADS 68276W103 196 26,587 SH   DFND 1 26,587 0 0
ONESPAN INC COM 68287N100 6,315 435,565 SH   DFND 1 435,565 0 0
ONESPAWORLD HOLDINGS LTD COM P73684113 7,547 485,986 SH   DFND 1 485,986 0 0
OOMA INC COM 683416101 2,479 238,422 SH   DFND 1 238,422 0 0
OP BANCORP COM 67109R109 1,397 142,901 SH   DFND 1 142,901 0 0
OPEN TEXT CORP COM 683715106 8,276 202,916 SH   DFND 1 202,916 0 0
OPEN TEXT CORP COMSTK 683715106 13,539 332,771 SH   DFND 1 332,771 0 0
OPEN TEXT CORP COMSTK 683715106 61 1,502 SH   DFND 1 2 1,502 0 0
OPES ACQUISITION CORP-CW23 *W EXP 03/13/202 68373P118 121 672,912 SH   DFND 1 2 672,912 0 0
OPKO HEALTH INC COM 68375N103 10,924 5,227,059 SH   DFND 1 5,227,059 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 5,052 168,074 SH   DFND 1 168,074 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 9 302 SH   DFND 1 2 302 0 0
OPTICAL CABLE CORP COM NEW 683827208 42 12,030 SH   DFND 1 12,030 0 0
OPTIMIZERX CORP COM NEW 68401U204 2,277 157,297 SH   DFND 1 157,297 0 0
OPTINOSE INC COM 68404V100 2,119 302,765 SH   DFND 1 302,765 0 0
OPTION CARE HEALTH INC COM 68404L102 5,442 1,700,725 SH   DFND 1 1,700,725 0 0
OPUS BANK COM 684000102 6,817 313,151 SH   DFND 1 313,151 0 0
ORACLE CORP COM 68389X105 1,849,605 33,656,907 SH   DFND 1 33,548,896 0 108,011
ORACLE CORP COM 68389X105 112 2,043 SH   DFND 1 2 2,043 0 0
ORAMED PHARMACEUTICALS INC COM NEW 68403P203 54 16,957 SH   DFND 1 16,957 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 170 10,941 SH   DFND 1 9,729 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 6,420 859,456 SH   DFND 1 859,456 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 225 30,160 SH   DFND 1 2 30,160 0 0
ORBCOMM INC COM 68555P100 4,771 1,002,372 SH   DFND 1 1,002,372 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 4,424 769,412 SH   DFND 1 765,579 0 3,833
O'REILLY AUTOMOTIVE INC COM 67103H107 500,888 1,258,591 SH   DFND 1 1,252,030 0 6,561
O'REILLY AUTOMOTIVE INC COM 67103H107 15 40 SH   DFND 1 2 40 0 0
ORGANOGENESIS HOLDINGS INC COM 68621F102 1,157 176,137 SH   DFND 1 176,137 0 0
ORGANOVO HOLDINGS INC COM 68620A104 252 970,076 SH   DFND 1 970,076 0 0
ORGENESIS INC COM NEW 68619K204 197 45,425 SH   DFND 1 45,425 0 0
ORIGIN BANCORP INC COM 68621T102 8,179 242,419 SH   DFND 1 242,419 0 0
ORION ENERGY SYSTEMS INC COM 686275108 537 188,505 SH   DFND 1 188,505 0 0
ORION ENGINEERED CARBONS SA COM L72967109 4,934 295,295 SH   DFND 1 295,295 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,187 263,781 SH   DFND 1 263,781 0 0
ORITANI FINANCIAL CORP COM 68633D103 9,468 535,105 SH   DFND 1 535,105 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 535 7,120 SH   DFND 1 6,625 0 495
ORMAT TECHNOLOGIES INC COM 686688102 43,575 586,557 SH   DFND 1 586,557 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 2,931 133,865 SH   DFND 1 133,865 0 0
ORTHOFIX MEDICAL INC COM 68752M108 18,071 340,847 SH   DFND 1 340,847 0 0
ORTHOFIX MEDICAL INC COM 68752M108 177 3,339 SH   DFND 1 2 3,339 0 0
ORTHOPEDIATRICS CORP COM 68752L100 4,164 118,095 SH   DFND 1 118,095 0 0
OSHKOSH CORP COM 688239201 69,399 915,564 SH   DFND 1 898,408 0 17,156
OSHKOSH CORP COM 688239201 839 11,077 SH   DFND 1 2 11,077 0 0
OSI SYSTEMS INC COM 671044105 23,029 226,760 SH   DFND 1 226,760 0 0
OSISKO GOLD ROYALTIES LTD COMSTK 68827L101 164 17,675 SH   DFND 1 17,675 0 0
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 403 105,186 SH   DFND 1 105,186 0 0
OTONOMY INC COM 68906L105 364 152,631 SH   DFND 1 152,631 0 0
OTTER TAIL CORP COM 689648103 30,513 567,702 SH   DFND 1 567,702 0 0
OTTER TAIL CORP COM 689648103 82 1,526 SH   DFND 1 2 1,526 0 0
OUTFRONT MEDIA INC COM 69007J106 52,981 1,907,176 SH   DFND 1 1,907,071 0 105
OUTLOOK THERAPEUTICS INC COM NEW 69012T206 100 67,237 SH   DFND 1 67,237 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 1,381 789,467 SH   DFND 1 789,467 0 0
OVERSTOCK.COM INC COM 690370101 3,897 367,989 SH   DFND 1 367,989 0 0
OVID THERAPEUTICS INC COM 690469101 735 227,042 SH   DFND 1 227,042 0 0
OWENS & MINOR INC COM 690732102 4,883 840,591 SH   DFND 1 840,591 0 0
OWENS & MINOR INC COM 690732102 21 3,640 SH   DFND 1 2 3,640 0 0
OWENS CORNING COM 690742101 76,259 1,207,447 SH   DFND 1 1,180,158 0 27,289
OWENS-ILLINOIS INC COM NEW 690768403 17,128 1,667,838 SH   DFND 1 1,628,844 0 38,994
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 313 18,869 SH   DFND 1 18,869 0 0
OXFORD INDUSTRIES INC COM 691497309 15,377 214,470 SH   DFND 1 214,470 0 0
P G & E CORP COM 69331C108 12,195 1,219,525 SH   DFND 1 1,219,217 0 308
P.A.M. TRANSPORTATION SVCS COM 693149106 1,717 29,050 SH   DFND 1 29,050 0 0
PACCAR INC COM 693718108 397,151 5,678,079 SH   DFND 1 5,645,707 0 32,372
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 9,599 1,860,437 SH   DFND 1 1,860,437 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 240 46,629 SH   DFND 1 2 46,629 0 0
PACIFIC DRILLING SA COM L7257P205 566 144,801 SH   DFND 1 144,801 0 0
PACIFIC ETHANOL INC COM 69423U305 206 366,267 SH   DFND 1 366,267 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,624 216,315 SH   DFND 1 216,315 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 24,641 790,036 SH   DFND 1 790,036 0 0
PACIRA BIOSCIENCES INC COM 695127100 23,588 619,616 SH   DFND 1 619,616 0 0
PACKAGING CORP OF AMERICA COM 695156109 156,245 1,474,828 SH   DFND 1 1,470,366 0 4,462
PACWEST BANCORP COM 695263103 51,169 1,408,073 SH   DFND 1 1,377,421 0 30,652
PAGERDUTY INC COM 69553P100 2,725 96,472 SH   DFND 1 96,472 0 0
PAGSEGURO DIGITAL LTD-CL A COM CL A G68707101 4,845 104,639 SH   DFND 1 104,639 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2,282 2,511,988 SH   DFND 1 2,511,988 0 0
PALO ALTO NETWORKS INC COM 697435105 183,083 898,928 SH   DFND 1 898,928 0 0
PALOMAR HOLDINGS INC COM 69753M105 3,100 78,653 SH   DFND 1 78,653 0 0
PAMPA ENERGIA SA-SPON ADR SPONS ADR LVL I 697660207 2,371 137,453 SH   DFND 1 137,453 0 0
PAN AMERICAN SILVER CORP COM 697900108 2,247 143,339 SH   DFND 1 143,176 0 163
PAN AMERICAN SILVER CORP COMSTK 697900108 437 27,913 SH   DFND 1 27,913 0 0
PANHANDLE OIL AND GAS INC-A CL A 698477106 2,716 194,287 SH   DFND 1 194,287 0 0
PAPA JOHN'S INTL INC COM 698813102 16,226 309,967 SH   DFND 1 304,466 0 5,501
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 10,027 438,657 SH   DFND 1 438,657 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 449 19,655 SH   DFND 1 2 19,655 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 3,291 138,472 SH   DFND 1 138,472 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 20 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 37,749 2,827,688 SH   DFND 1 2,827,688 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,756 406,513 SH   DFND 1 406,513 0 0
PARETEUM CORP COM NEW 69946T207 1,685 1,306,264 SH   DFND 1 1,306,264 0 0
PARK AEROSPACE CORP COM 70014A104 4,170 237,528 SH   DFND 1 237,528 0 0
PARK CITY GROUP INC COM NEW 700215304 557 96,552 SH   DFND 1 96,552 0 0
PARK HOTELS & RESORTS INC COM 700517105 109,745 4,365,388 SH   DFND 1 4,305,253 0 60,135
PARK HOTELS & RESORTS INC COM 700517105 390 15,651 SH   DFND 1 2 15,651 0 0
PARK NATIONAL CORP COM 700658107 16,844 177,666 SH   DFND 1 177,666 0 0
PARKE BANCORP INC COM 700885106 2,333 105,040 SH   DFND 1 105,040 0 0
PARKER DRILLING CO-POST BANK COM 701081507 828 43,778 SH   DFND 1 43,778 0 0
PARKER HANNIFIN CORP COM 701094104 341,953 1,896,325 SH   DFND 1 1,889,615 0 6,710
PARKER HANNIFIN CORP COM 701094104 148 824 SH   DFND 1 2 824 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 3,912 131,035 SH   DFND 1 131,035 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 390 13,086 SH   DFND 1 2 13,086 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 51,482 3,066,522 SH   DFND 1 3,066,522 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 2,226 132,512 SH   DFND 1 2 132,512 0 0
PARSONS CORP COM 70202L102 17,090 518,206 SH   DFND 1 518,206 0 0
PARTY CITY HOLDCO INC COM 702149105 3,948 691,533 SH   DFND 1 691,533 0 0
PATRICK INDUSTRIES INC COM 703343103 13,160 306,924 SH   DFND 1 306,924 0 0
PATRICK INDUSTRIES INC COM 703343103 28 657 SH   DFND 1 2 657 0 0
PATTERN ENERGY GROUP INC -A CL A 70338P100 36,789 1,366,109 SH   DFND 1 1,364,806 0 1,303
PATTERSON COS INC COM 703395103 20,594 1,155,702 SH   DFND 1 1,134,131 0 21,571
PATTERSON-UTI ENERGY INC COM 703481101 19,578 2,289,829 SH   DFND 1 2,239,008 0 50,821
PATTERSON-UTI ENERGY INC COM 703481101 32 3,858 SH   DFND 1 2 3,858 0 0
PAVMED INC COM 70387R106 67 70,465 SH   DFND 1 70,465 0 0
PAYCHEX INC COM 704326107 496,569 6,001,209 SH   DFND 1 5,971,057 0 30,152
PAYCOM SOFTWARE INC COM 70432V102 151,519 722,908 SH   DFND 1 722,908 0 0
PAYCOM SOFTWARE INC COM 70432V102 36 173 SH   DFND 1 2 173 0 0
PAYLOCITY HOLDING CORP COM 70438V106 40,620 416,277 SH   DFND 1 416,277 0 0
PAYPAL HOLDINGS INC COM 70450Y103 1,701,356 16,447,554 SH   DFND 1 16,346,019 0 101,535
PAYPAL HOLDINGS INC COM 70450Y103 40 392 SH   DFND 1 2 392 0 0
PAYSIGN INC COM 70451A104 3,962 392,301 SH   DFND 1 392,301 0 0
PB BANCORP INC COM 70454T100 137 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 31,284 1,150,594 SH   DFND 1 1,125,031 0 25,563
PC CONNECTION INC COM 69318J100 7,282 187,207 SH   DFND 1 187,207 0 0
PCB BANCORP COM 69320M109 2,535 154,140 SH   DFND 1 154,140 0 0
PCSB FINANCIAL CORP COM 69324R104 4,574 228,824 SH   DFND 1 228,824 0 0
PC-TEL INC COM 69325Q105 1,041 124,044 SH   DFND 1 124,044 0 0
PC-TEL INC COM 69325Q105 1,250 148,857 SH   DFND 1 2 148,857 0 0
PDC ENERGY INC COM 69327R101 23,625 851,364 SH   DFND 1 851,364 0 0
PDC ENERGY INC COM 69327R101 330 11,925 SH   DFND 1 2 11,925 0 0
PDF SOLUTIONS INC COM 693282105 4,946 378,444 SH   DFND 1 378,444 0 0
PDL BIOPHARMA INC COM 69329Y104 3,719 1,722,199 SH   DFND 1 1,722,199 0 0
PDL COMMUNITY BANCORP COM 69290X101 813 57,866 SH   DFND 1 57,866 0 0
PDS BIOTECHNOLOGY CORP COM 70465T107 60 18,136 SH   DFND 1 18,136 0 0
PEABODY ENERGY CORP COM 704551100 13,512 917,991 SH   DFND 1 917,991 0 0
PEABODY ENERGY CORP COM 704551100 288 19,627 SH   DFND 1 2 19,627 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 6,881 245,497 SH   DFND 1 245,497 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 1,301 144,010 SH   DFND 1 141,812 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 59,952 2,155,000 SH   DFND 1 2,119,995 0 35,005
PEGASYSTEMS INC COM 705573103 29,964 440,328 SH   DFND 1 439,841 0 487
PEGASYSTEMS INC COM 705573103 66 977 SH   DFND 1 2 977 0 0
PEMBINA PIPELINE CORP COM 706327103 951 25,672 SH   DFND 1 25,672 0 0
PEMBINA PIPELINE CORP COMSTK 706327103 25,052 662,435 SH   DFND 1 662,435 0 0
PENN NATIONAL GAMING INC COM 707569109 27,074 1,453,656 SH   DFND 1 1,426,336 0 27,320
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 6,066 1,060,659 SH   DFND 1 1,055,177 0 5,482
PENN VIRGINIA CORP COM 70788V102 5,294 182,142 SH   DFND 1 182,142 0 0
PENNANT GROUP INC/THE COM 70805E109 0 335,520 SH   DFND 1 335,520 0 0
PENNANTPARK INVESTMENT CORP COM 708062104 261 41,780 SH   DFND 1 2 41,780 0 0
PENNS WOODS BANCORP INC COM 708430103 2,551 82,713 SH   DFND 1 82,713 0 0
PENNYMAC FINANCIAL SERVICES COM 70932M107 14,013 461,273 SH   DFND 1 461,273 0 0
PENNYMAC FINANCIAL SERVICES COM 70932M107 19 634 SH   DFND 1 2 634 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 24,054 1,082,088 SH   DFND 1 1,082,088 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 16,350 345,822 SH   DFND 1 345,822 0 0
PENTAIR PLC SHS G7S00T104 102,387 2,712,649 SH   DFND 1 2,704,761 0 7,888
PENUMBRA INC COM 70975L107 44,077 327,740 SH   DFND 1 319,711 0 8,029
PENUMBRA INC COM 70975L107 20 153 SH   DFND 1 2 153 0 0
PEOPLES BANCORP INC COM 709789101 7,872 247,476 SH   DFND 1 247,476 0 0
PEOPLES BANCORP OF NC COM 710577107 1,885 63,455 SH   DFND 1 63,455 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 3,544 78,252 SH   DFND 1 78,252 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 99,421 6,368,193 SH   DFND 1 6,349,155 0 19,038
PEOPLE'S UTAH BANCORP COM 712706209 6,388 225,806 SH   DFND 1 225,806 0 0
PEPSICO INC COM 713448108 2,735,629 19,984,598 SH   DFND 1 19,861,478 0 123,120
PEPSICO INC COM 713448108 4 32 SH   DFND 1 2 32 0 0
PERCEPTRON INC COM 71361F100 252 52,634 SH   DFND 1 52,634 0 0
PERFICIENT INC COM 71375U101 16,865 437,169 SH   DFND 1 437,169 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 59,223 1,287,195 SH   DFND 1 1,287,195 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 173 157,366 SH   DFND 1 157,366 0 0
PERION NETWORK LTD SHS NEW M78673114 23 4,851 SH   DFND 1 4,851 0 0
PERION NETWORK LTD SHS NEW M78673114 376 77,073 SH   DFND 1 2 77,073 0 0
PERKINELMER INC COM 714046109 143,665 1,689,428 SH   DFND 1 1,684,302 0 5,126
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 168 37,142 SH   DFND 1 37,142 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 168 17,486 SH   DFND 1 17,486 0 0
PERRIGO CO PLC SHS G97822103 118,559 2,124,443 SH   DFND 1 2,118,042 0 6,401
PERSONALIS INC COM 71535D106 1,594 108,675 SH   DFND 1 108,675 0 0
PERSPECTA INC COM 715347100 51,323 1,964,927 SH   DFND 1 1,930,186 0 34,741
PERSPECTA INC COM 715347100 186 7,141 SH   DFND 1 2 7,141 0 0
PETIQ INC COM CL A 71639T106 6,586 241,625 SH   DFND 1 241,625 0 0
PETMED EXPRESS INC COM 716382106 5,250 291,353 SH   DFND 1 291,316 0 37
PFENEX INC COM 717071104 3,637 430,968 SH   DFND 1 430,968 0 0
PFIZER INC COM 717081103 3,134,586 87,354,029 SH   DFND 1 87,085,087 0 268,942
PFIZER INC COM 717081103 2,144 59,694 SH   DFND 1 2 59,694 0 0
PFSWEB INC COM NEW 717098206 277 109,572 SH   DFND 1 109,572 0 0
PGT INNOVATIONS INC COM 69336V101 12,772 739,552 SH   DFND 1 739,552 0 0
PHASEBIO PHARMACEUTICALS INC COM 717224109 760 182,346 SH   DFND 1 182,346 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 6,445 302,186 SH   DFND 1 302,186 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,900,580 25,059,428 SH   DFND 1 24,987,291 0 72,137
PHILIP MORRIS INTERNATIONAL COM 718172109 457 6,031 SH   DFND 1 2 6,031 0 0
PHILLIPS 66 COM 718546104 635,132 6,212,996 SH   DFND 1 6,192,200 0 20,796
PHILLIPS 66 COM 718546104 1 14 SH   DFND 1 2 14 0 0
PHOTRONICS INC COM 719405102 9,632 885,386 SH   DFND 1 885,386 0 0
PHREESIA INC COM 71944F106 2,829 116,742 SH   DFND 1 116,742 0 0
PHUNWARE INC COM 71948P100 97 67,444 SH   DFND 1 67,444 0 0
PHYSICIANS REALTY TRUST COM 71943U104 40,554 2,284,762 SH   DFND 1 2,284,762 0 0
PICO HOLDINGS INC COM NEW 693366205 2,623 260,005 SH   DFND 1 260,005 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 43,118 2,065,057 SH   DFND 1 2,065,057 0 0
PIER 1 IMPORTS INC COM NEW 720279504 281 28,948 SH   DFND 1 28,914 0 34
PIERIS PHARMACEUTICALS INC COM 720795103 2,117 620,846 SH   DFND 1 617,907 0 2,939
PILGRIM'S PRIDE CORP COM 72147K108 23,721 740,271 SH   DFND 1 726,718 0 13,553
PINDUODUO INC-ADR SPONSORED ADS 722304102 20,265 631,659 SH   DFND 1 631,659 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 78 37,129 SH   DFND 1 37,129 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 47,516 837,288 SH   DFND 1 819,145 0 18,143
PINNACLE WEST CAPITAL COM 723484101 169,379 1,747,569 SH   DFND 1 1,742,183 0 5,386
PINNACLE WEST CAPITAL COM 723484101 24 254 SH   DFND 1 2 254 0 0
PINTEREST INC- CLASS A CL A 72352L106 16,899 638,935 SH   DFND 1 638,935 0 0
PIONEER BANCORP INC/NY COM 723561106 1,597 127,872 SH   DFND 1 127,872 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 306,004 2,436,968 SH   DFND 1 2,429,221 0 7,747
PIPER JAFFRAY COS COM 724078100 15,568 206,264 SH   DFND 1 206,264 0 0
PITNEY BOWES INC COM 724479100 9,987 2,185,527 SH   DFND 1 2,182,935 0 2,592
PITNEY BOWES INC COM 724479100 198 43,433 SH   DFND 1 2 43,433 0 0
PIVOTAL SOFTWARE INC - CL A COM CL A 72582H107 8,669 581,090 SH   DFND 1 581,090 0 0
PIVOTAL SOFTWARE INC - CW24 *W EXP 12/01/202 72583A119 992 775,722 SH   DFND 1 2 775,722 0 0
PIXELWORKS INC COM NEW 72581M305 958 259,173 SH   DFND 1 259,173 0 0
PJT PARTNERS INC - A COM CL A 69343T107 10,932 268,608 SH   DFND 1 268,608 0 0
PLAINS GP HOLDINGS LP-CL A LTD PARTNR INT A 72651A207 126 6,979 SH   DFND 1 6,979 0 0
PLAINS GP HOLDINGS LP-CL A LTD PARTNR INT A 72651A207 1,520 71,638 SH   DFND 1 2 71,638 0 0
PLANET FITNESS INC - CL A CL A 72703H101 59,987 1,036,588 SH   DFND 1 1,036,588 0 0
PLANET FITNESS INC - CL A CL A 72703H101 399 6,904 SH   DFND 1 2 6,904 0 0
PLANTRONICS INC COM 727493108 15,668 419,845 SH   DFND 1 411,705 0 8,140
PLAYA HOTELS & RESORTS NV SHS N70544106 4,404 562,520 SH   DFND 1 562,520 0 0
PLAYAGS INC COM 72814N104 3,602 350,433 SH   DFND 1 350,433 0 0
PLAYAGS INC COM 72814N104 46 4,500 SH   DFND 1 2 4,500 0 0
PLEXUS CORP COM 729132100 24,029 384,406 SH   DFND 1 384,406 0 0
PLUG 5.5 03/15/23 NOTE 5.500% 3/1 72919PAB9 2,443 2,000,000 PRN   DFND 1 2 2,000,000 0 0
PLUG POWER INC COM NEW 72919P202 8,414 3,199,488 SH   DFND 1 3,199,488 0 0
PLURALSIGHT INC - A COM CL A 72941B106 13,511 804,482 SH   DFND 1 804,482 0 0
PLURISTEM THERAPEUTICS INC COM NEW 72940R300 60 16,193 SH   DFND 1 16,193 0 0
PLYMOUTH INDUSTRIAL REIT INC COM 729640102 1,310 71,516 SH   DFND 1 71,516 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 826,982 5,910,583 SH   DFND 1 5,888,957 0 21,626
PNM RESOURCES INC COM 69349H107 58,449 1,122,304 SH   DFND 1 1,102,324 0 19,980
POINTS INTERNATIONAL LTD COM NEW 730843208 178 16,254 SH   DFND 1 16,254 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 230 20,974 SH   DFND 1 2 20,974 0 0
POLAR POWER INC COM 73102V105 39 12,969 SH   DFND 1 12,969 0 0
POLARIS INC COM 731068102 52,586 597,946 SH   DFND 1 583,399 0 14,547
POLARITYTE INC COM 731094108 804 249,041 SH   DFND 1 249,041 0 0
POLYONE CORPORATION COM 73179P106 37,759 1,156,479 SH   DFND 1 1,137,197 0 19,282
POLYONE CORPORATION COM 73179P106 55 1,704 SH   DFND 1 2 1,704 0 0
POOL CORP COM 73278L105 87,860 435,598 SH   DFND 1 425,584 0 10,014
POOL CORP COM 73278L105 72 358 SH   DFND 1 2 358 0 0
POPULAR INC COM NEW 733174700 61,369 1,134,800 SH   DFND 1 1,134,800 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 99,518 1,765,452 SH   DFND 1 1,765,452 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 25,347 945,108 SH   DFND 1 944,859 0 249
POST HOLDINGS INC COM 737446104 75,090 709,470 SH   DFND 1 691,912 0 17,558
POSTAL REALTY TRUST INC- A CL A 73757R102 698 44,105 SH   DFND 1 44,105 0 0
POTBELLY CORP COM 73754Y100 1,344 308,271 SH   DFND 1 308,271 0 0
POTLATCHDELTIC CORP COM 737630103 36,627 891,496 SH   DFND 1 874,643 0 16,853
POWELL INDUSTRIES INC COM 739128106 6,514 166,404 SH   DFND 1 166,404 0 0
POWELL INDUSTRIES INC COM 739128106 1,211 30,937 SH   DFND 1 2 30,937 0 0
POWER INTEGRATIONS INC COM 739276103 37,563 415,383 SH   DFND 1 415,383 0 0
PPDAI GROUP INC-ADR SPONSORED ADR 69354V108 1,030 355,402 SH   DFND 1 2 355,402 0 0
PPG INDUSTRIES INC COM 693506107 368,938 3,118,683 SH   DFND 1 3,107,719 0 10,964
PPG INDUSTRIES INC COM 693506107 4 34 SH   DFND 1 2 34 0 0
PPL CORP COM 69351T106 372,897 11,823,534 SH   DFND 1 11,789,315 0 34,219
PPL CORP COM 69351T106 11 367 SH   DFND 1 2 367 0 0
PQ GROUP HOLDINGS INC COM 73943T103 7,594 476,457 SH   DFND 1 476,457 0 0
PRA GROUP INC COM 69354N106 20,560 608,479 SH   DFND 1 608,479 0 0
PRA HEALTH SCIENCES INC COM 69354M108 68,057 685,861 SH   DFND 1 670,110 0 15,751
PRA HEALTH SCIENCES INC COM 69354M108 136 1,380 SH   DFND 1 2 1,380 0 0
PRECIPIO INC COM 74019L503 78 30,237 SH   DFND 1 30,237 0 0
PRECISION BIOSCIENCES INC COM 74019P108 1,183 141,017 SH   DFND 1 141,017 0 0
PRECISION DRILLING CORP COM 2010 74022D308 13 11,895 SH   DFND 1 2 11,895 0 0
PRECISION DRILLING CORP COMSTK 74022D308 21 18,987 SH   DFND 1 18,987 0 0
PREDICTIVE ONCOLOGY INC COM 74039M101 23 47,035 SH   DFND 1 47,035 0 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 8,041 556,474 SH   DFND 1 554,496 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 10,686 204,013 SH   DFND 1 204,013 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 2,914 53,395 SH   DFND 1 53,395 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 166 3,057 SH   DFND 1 2 3,057 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 2,602 151,580 SH   DFND 1 151,580 0 0
PREMIER INC-CLASS A CL A 74051N102 19,288 666,960 SH   DFND 1 666,960 0 0
PRESIDIO INC COM 74102M103 11,594 686,049 SH   DFND 1 686,049 0 0
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 23,789 685,760 SH   DFND 1 673,158 0 12,602
PRETIUM RESOURCES INC COMSTK 74139C102 317 27,563 SH   DFND 1 27,563 0 0
PREVAIL THERAPEUTICS INC COM 74140Y101 1,002 81,666 SH   DFND 1 81,666 0 0
PRGX GLOBAL INC COM NEW 69357C503 1,346 261,450 SH   DFND 1 261,450 0 0
PRICESMART INC COM 741511109 21,241 298,760 SH   DFND 1 298,760 0 0
PRIMEENERGY RESOURCES CORP COM 74158E104 945 8,225 SH   DFND 1 8,225 0 0
PRIMERICA INC COM 74164M108 82,210 646,160 SH   DFND 1 635,655 0 10,505
PRIMO WATER CORP COM 74165N105 5,776 470,366 SH   DFND 1 470,366 0 0
PRIMORIS SERVICES CORP COM 74164F103 11,844 604,024 SH   DFND 1 604,024 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 247,718 4,341,501 SH   DFND 1 4,326,304 0 15,197
PRINCIPIA BIOPHARMA INC COM 74257L108 4,145 146,809 SH   DFND 1 146,809 0 0
PRIORITY TECHNOLOGY HOLDINGS COM 74275G107 147 30,542 SH   DFND 1 30,542 0 0
PROASSURANCE CORP COM 74267C106 27,138 673,908 SH   DFND 1 673,908 0 0
PROCTER & GAMBLE CO/THE COM 742718109 4,991,829 40,180,526 SH   DFND 1 40,059,831 0 120,695
PROCTER & GAMBLE CO/THE COM 742718109 6 54 SH   DFND 1 2 54 0 0
PROFIRE ENERGY INC COM 74316X101 435 230,258 SH   DFND 1 230,258 0 0
PROGENICS PHARMACEUTICALS COM 743187106 5,827 1,152,792 SH   DFND 1 1,152,792 0 0
PROGRESS SOFTWARE CORP COM 743312100 28,145 739,493 SH   DFND 1 739,493 0 0
PROGRESS SOFTWARE CORP COM 743312100 983 25,829 SH   DFND 1 2 25,829 0 0
PROGRESSIVE CORP COM 743315103 797,013 10,327,520 SH   DFND 1 10,299,825 0 27,695
PROGRESSIVE CORP COM 743315103 263 3,414 SH   DFND 1 2 3,414 0 0
PROLOGIS INC COM 74340W103 925,356 10,873,203 SH   DFND 1 10,843,945 0 29,258
PROOFPOINT INC COM 743424103 76,226 590,673 SH   DFND 1 590,673 0 0
PROOFPOINT INC COM 743424103 299 2,318 SH   DFND 1 2 2,318 0 0
PROPETRO HOLDING CORP COM 74347M108 8,746 962,241 SH   DFND 1 962,241 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 169 29,511 SH   DFND 1 29,511 0 0
PROS HOLDINGS INC COM 74346Y103 26,107 438,049 SH   DFND 1 438,049 0 0
PROSIGHT GLOBAL INC COM 74349J103 1,896 97,955 SH   DFND 1 97,955 0 0
PROSPERITY BANCSHARES INC COM 743606105 51,614 730,778 SH   DFND 1 713,457 0 17,321
PROSPERITY BANCSHARES INC COM 743606105 22 313 SH   DFND 1 2 313 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 3,136 261,173 SH   DFND 1 261,173 0 0
PROTECTIVE INSURANCE CORP- B CL B 74368L203 1,976 113,243 SH   DFND 1 113,243 0 0
PROTEON THERAPEUTICS INC COM 74371L109 40 155,689 SH   DFND 1 155,689 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 347 411,468 SH   DFND 1 411,468 0 0
PROTHENA CORP PLC SHS G72800108 4,167 531,568 SH   DFND 1 531,366 0 202
PROTO LABS INC COM 743713109 37,188 364,237 SH   DFND 1 364,237 0 0
PROVENTION BIO INC COM 74374N102 1,816 266,171 SH   DFND 1 266,171 0 0
PROVIDENCE SERVICE CORP COM 743815102 12,127 203,958 SH   DFND 1 203,958 0 0
PROVIDENT BANCORP INC COM 74383X109 2,083 86,710 SH   DFND 1 86,710 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 1,165 56,145 SH   DFND 1 56,145 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 18,586 757,701 SH   DFND 1 757,701 0 0
PRTK 4.75 05/01/24 NOTE 4.750% 5/0 699374AB0 4,059 5,615,000 PRN   DFND 1 2 5,615,000 0 0
PRUDENTIAL BANCORP INC COM 74431A101 2,908 171,013 SH   DFND 1 171,013 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 514,445 5,723,148 SH   DFND 1 5,702,092 0 21,056
PRUDENTIAL FINANCIAL INC COM 744320102 349 3,885 SH   DFND 1 2 3,885 0 0
PRUDENTIAL PLC-ADR ADR 74435K204 1,006 27,669 SH   DFND 1 25,681 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 71,562 393,310 SH   DFND 1 388,287 0 5,023
PS BUSINESS PARKS INC/CA COM 69360J107 910 5,003 SH   DFND 1 2 5,003 0 0
PSYCHEMEDICS CORP COM NEW 744375205 289 31,788 SH   DFND 1 31,788 0 0
PTC INC COM 69370C100 78,223 1,148,085 SH   DFND 1 1,122,083 0 26,002
PTC THERAPEUTICS INC COM 69366J200 26,625 787,269 SH   DFND 1 787,269 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 465,025 7,502,563 SH   DFND 1 7,478,752 0 23,811
PUBLIC SERVICE ENTERPRISE GP COM 744573106 7 119 SH   DFND 1 2 119 0 0
PUBLIC STORAGE COM 74460D109 723,343 2,951,004 SH   DFND 1 2,943,919 0 7,085
PUBLIC STORAGE COM 74460D109 56 229 SH   DFND 1 2 229 0 0
PULMATRIX INC COM NEW 74584P202 114 140,574 SH   DFND 1 140,574 0 0
PULSE BIOSCIENCES INC COM 74587B101 2,360 152,910 SH   DFND 1 152,910 0 0
PULTEGROUP INC COM 745867101 175,225 4,800,217 SH   DFND 1 4,784,382 0 15,835
PUMA BIOTECHNOLOGY INC COM 74587V107 4,335 402,740 SH   DFND 1 402,740 0 0
PURE ACQUISITION CORP-CW23 *W EXP 04/17/202 74621Q114 477 468,500 SH   DFND 1 2 468,500 0 0
PURE CYCLE CORP COM NEW 746228303 1,980 192,661 SH   DFND 1 192,661 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 37,572 2,217,977 SH   DFND 1 2,217,977 0 0
PURPLE INNOVATION INC COM 74640Y106 129 17,214 SH   DFND 1 17,214 0 0
PVH CORP COM 693656100 100,126 1,136,588 SH   DFND 1 1,133,123 0 3,465
PYXUS INTERNATIONAL INC COM 74737V106 1,329 101,650 SH   DFND 1 101,650 0 0
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,752 196,461 SH   DFND 1 193,827 0 2,634
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 92 10,339 SH   DFND 1 2 10,339 0 0
Q2 HOLDINGS INC COM 74736L109 43,468 551,143 SH   DFND 1 551,143 0 0
QAD INC-A CL A 74727D306 6,108 132,274 SH   DFND 1 132,274 0 0
QAD INC-B CL B 74727D207 1,025 28,665 SH   DFND 1 28,665 0 0
QCR HOLDINGS INC COM 74727A104 7,055 185,772 SH   DFND 1 185,772 0 0
QEP RESOURCES INC COM 74733V100 11,022 2,979,111 SH   DFND 1 2,979,111 0 0
QEP RESOURCES INC COM 74733V100 354 95,945 SH   DFND 1 2 95,945 0 0
QIAGEN N.V. SHS NEW N72482123 21,249 644,497 SH   DFND 1 644,497 0 0
QIAGEN N.V. SHS NEW N72482123 31 962 SH   DFND 1 2 962 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 753 34,314 SH   DFND 1 34,314 0 0
QORVO INC COM 74736K101 138,871 1,875,877 SH   DFND 1 1,870,435 0 5,442
QTS 6 1/2 PERP S-B 6.50% CON PFD B 74736A301 7,279 60,000 PRN   DFND 1 2 60,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 46,274 900,112 SH   DFND 1 900,112 0 0
QUAD GRAPHICS INC COM CL A 747301109 4,519 430,009 SH   DFND 1 430,009 0 0
QUAKER CHEMICAL CORP COM 747316107 27,827 175,970 SH   DFND 1 175,970 0 0
QUAKER CHEMICAL CORP COM 747316107 287 1,818 SH   DFND 1 2 1,818 0 0
QUALCOMM INC COM 747525103 1,291,908 16,956,562 SH   DFND 1 16,850,776 0 105,786
QUALCOMM INC COM 747525103 15 209 SH   DFND 1 2 209 0 0
QUALSTAR CORP COM NEW 74758R208 70 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 34,585 457,661 SH   DFND 1 457,661 0 0
QUALYS INC COM 74758T303 59 787 SH   DFND 1 2 787 0 0
QUANEX BUILDING PRODUCTS COM 747619104 7,982 441,519 SH   DFND 1 441,519 0 0
QUANTA SERVICES INC COM 74762E102 84,601 2,240,403 SH   DFND 1 2,232,411 0 7,992
QUANTERIX CORP COM 74766Q101 4,138 188,440 SH   DFND 1 188,440 0 0
QUANTERIX CORP COM 74766Q101 68 3,111 SH   DFND 1 2 3,111 0 0
QUARTERHILL INC COM 747713105 80 61,937 SH   DFND 1 61,937 0 0
QUDIAN INC-SPON ADR ADR 747798106 168 24,514 SH   DFND 1 2 24,514 0 0
QUEST DIAGNOSTICS INC COM 74834L100 230,336 2,153,889 SH   DFND 1 2,147,302 0 6,587
QUEST DIAGNOSTICS INC COM 74834L100 19 183 SH   DFND 1 2 183 0 0
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 98 39,339 SH   DFND 1 39,339 0 0
QUICKLOGIC CORP COM 74837P108 200 569,061 SH   DFND 1 569,061 0 0
QUIDEL CORP COM 74838J101 29,535 481,423 SH   DFND 1 480,572 0 851
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 358 12,908 SH   DFND 1 12,692 0 216
QUINSTREET INC COM 74874Q100 7,217 573,233 SH   DFND 1 573,233 0 0
QUINTANA ENERGY SERVICES INC COM 74875T103 142 69,898 SH   DFND 1 69,898 0 0
QUMU CORP COM 749063103 309 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 229 189,349 SH   DFND 1 189,349 0 0
QUOTIENT LTD SHS G73268107 423 54,517 SH   DFND 1 54,517 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 7,686 982,943 SH   DFND 1 982,943 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 328 41,992 SH   DFND 1 2 41,992 0 0
QURATE RETAIL INC-SERIES A COM SER A 74915M100 46,444 4,505,629 SH   DFND 1 4,505,011 0 618
QURATE RETAIL INC-SERIES A COM SER A 74915M100 1,629 157,943 SH   DFND 1 2 157,943 0 0
QUTOUTIAO INC-ADR ADS REP SHS A 74915J107 69 18,799 SH   DFND 1 18,799 0 0
R1 RCM INC COM 749397105 11,873 1,329,598 SH   DFND 1 1,329,598 0 0
R1 RCM INC COM 749397105 25 2,845 SH   DFND 1 2 2,845 0 0
RA PHARMACEUTICALS INC COM 74933V108 12,188 515,377 SH   DFND 1 515,377 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 180 37,947 SH   DFND 1 37,947 0 0
RADCOM LTD SHS NEW M81865111 125 13,668 SH   DFND 1 13,668 0 0
RADIAN GROUP INC COM 750236101 64,730 2,834,086 SH   DFND 1 2,834,086 0 0
RADIANT LOGISTICS INC COM 75025X100 2,382 460,898 SH   DFND 1 460,898 0 0
RADIANT LOGISTICS INC COM 75025X100 220 42,725 SH   DFND 1 2 42,725 0 0
RADIUS HEALTH INC COM NEW 750469207 15,915 618,096 SH   DFND 1 618,096 0 0
RADIUS HEALTH INC COM NEW 750469207 116 4,514 SH   DFND 1 2 4,514 0 0
RADNET INC COM 750491102 8,431 587,130 SH   DFND 1 587,130 0 0
RADWARE LTD ORD M81873107 1,369 56,444 SH   DFND 1 56,444 0 0
RADWARE LTD ORD M81873107 88 3,665 SH   DFND 1 2 3,665 0 0
RAFAEL HOLDINGS INC-CLASS B COM CL B 75062E106 2,743 130,895 SH   DFND 1 130,895 0 0
RALPH LAUREN CORP CL A 751212101 98,891 1,037,060 SH   DFND 1 1,034,620 0 2,440
RAMACO RESOURCES INC COM 75134P303 331 88,767 SH   DFND 1 88,767 0 0
RAMBUS INC COM 750917106 21,268 1,620,471 SH   DFND 1 1,620,471 0 0
RAMBUS INC COM 750917106 19 1,475 SH   DFND 1 2 1,475 0 0
RANGE RESOURCES CORP COM 75281A109 8,433 2,207,596 SH   DFND 1 2,207,596 0 0
RANGER ENERGY SERVICES INC COM CL A 75282U104 164 25,573 SH   DFND 1 25,573 0 0
RAPID7 INC COM 753422104 27,273 600,877 SH   DFND 1 600,877 0 0
RAPID7 INC COM 753422104 32 720 SH   DFND 1 2 720 0 0
RAVE RESTAURANT GROUP INC COM 754198109 106 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 17,328 517,879 SH   DFND 1 517,879 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 149,947 1,821,317 SH   DFND 1 1,815,584 0 5,733
RAYMOND JAMES FINANCIAL INC COM 754730109 50 612 SH   DFND 1 2 612 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 2,719 628,011 SH   DFND 1 628,011 0 0
RAYONIER INC COM 754907103 38,917 1,380,040 SH   DFND 1 1,347,524 0 32,516
RAYTHEON COMPANY COM NEW 755111507 765,263 3,906,921 SH   DFND 1 3,894,007 0 12,914
RAYTHEON COMPANY COM NEW 755111507 36 186 SH   DFND 1 2 186 0 0
RBB BANCORP COM 74930B105 3,277 166,449 SH   DFND 1 166,449 0 0
RBC BEARINGS INC COM 75524B104 53,294 321,225 SH   DFND 1 321,225 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 2,917 141,083 SH   DFND 1 141,083 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 122 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 7,615 236,812 SH   DFND 1 236,812 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,588 216,463 SH   DFND 1 216,463 0 0
READY CAPITAL CORP COM 75574U101 6,403 402,210 SH   DFND 1 400,861 0 1,349
REALNETWORKS INC COM NEW 75605L708 198 119,336 SH   DFND 1 119,336 0 0
REALOGY HOLDINGS CORP COM 75605Y106 9,569 1,432,601 SH   DFND 1 1,432,601 0 0
REALOGY HOLDINGS CORP COM 75605Y106 240 36,016 SH   DFND 1 2 36,016 0 0
REALPAGE INC COM 75606N109 53,592 852,576 SH   DFND 1 852,576 0 0
REALREAL INC/THE COM 88339P101 5,588 249,925 SH   DFND 1 249,925 0 0
REALTY INCOME CORP COM 756109104 402,972 5,262,660 SH   DFND 1 5,247,916 0 14,744
REATA PHARMACEUTICALS INC-A CL A 75615P103 23,601 293,953 SH   DFND 1 293,953 0 0
RECRO PHARMA INC COM 75629F109 3,358 303,155 SH   DFND 1 303,155 0 0
RED LION HOTELS CORP COM 756764106 1,995 307,939 SH   DFND 1 307,939 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 5,734 172,411 SH   DFND 1 172,411 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 18,515 911,885 SH   DFND 1 911,885 0 0
RED VIOLET INC COM 75704L104 597 47,381 SH   DFND 1 47,381 0 0
REDFIN CORP COM 75737F108 18,640 1,106,924 SH   DFND 1 1,106,924 0 0
REDHILL BIOPHARMA LTD-SP ADR SPONSORED ADS 757468103 118 16,864 SH   DFND 1 16,864 0 0
REDWOOD TRUST INC COM 758075402 20,880 1,272,426 SH   DFND 1 1,272,426 0 0
REEBONZ HOLDING LTD SHS G7457R122 22 21,935 SH   DFND 1 21,935 0 0
REED'S INC COM 758338107 215 165,517 SH   DFND 1 165,517 0 0
REGAL BELOIT CORP COM 758750103 36,288 498,130 SH   DFND 1 487,611 0 10,519
REGAL BELOIT CORP COM 758750103 727 9,986 SH   DFND 1 2 9,986 0 0
REGALWOOD GLOBAL ENERGY-CW22 *W EXP 12/05/202 G74760128 165 300,000 SH   DFND 1 2 300,000 0 0
REGENCY CENTERS CORP COM 758849103 230,405 3,319,605 SH   DFND 1 3,311,808 0 7,797
REGENCY CENTERS CORP COM 758849103 15 217 SH   DFND 1 2 217 0 0
REGENERON PHARMACEUTICALS COM 75886F107 343,769 1,241,134 SH   DFND 1 1,233,113 0 8,021
REGENERON PHARMACEUTICALS COM 75886F107 119 429 SH   DFND 1 2 429 0 0
REGENXBIO INC COM 75901B107 16,308 458,093 SH   DFND 1 458,093 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 26,331 17,358,000 PRN   DFND 1 2 17,358,000 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 3,216 114,215 SH   DFND 1 114,215 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 240 8,542 SH   DFND 1 2 8,542 0 0
REGIONS FINANCIAL CORP COM 7591EP100 263,171 16,656,902 SH   DFND 1 16,608,152 0 48,750
REGIONS FINANCIAL CORP COM 7591EP100 2 167 SH   DFND 1 2 167 0 0
REGIS CORP COM 758932107 7,076 349,961 SH   DFND 1 349,961 0 0
REGULUS THERAPEUTICS INC COM NEW 75915K200 46 64,347 SH   DFND 1 64,347 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 117,440 735,040 SH   DFND 1 719,297 0 15,743
REINSURANCE GROUP OF AMERICA COM NEW 759351604 7 50 SH   DFND 1 2 50 0 0
REKOR SYSTEMS INC COM 759419104 89 41,599 SH   DFND 1 41,599 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 111,507 1,118,880 SH   DFND 1 1,102,106 0 16,774
RELIANT BANCORP INC COM 75956B101 2,548 106,256 SH   DFND 1 106,256 0 0
RELX PLC - SPON ADR SPONSORED ADR 759530108 1,480 62,413 SH   DFND 1 60,714 0 1,699
RELX PLC - SPON ADR SPONSORED ADR 759530108 23 1,001 SH   DFND 1 2 1,001 0 0
REMARK HOLDINGS INC COM 75955K102 178 171,103 SH   DFND 1 171,103 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 94,937 491,093 SH   DFND 1 480,016 0 11,077
RENASANT CORP COM 75970E107 26,462 755,862 SH   DFND 1 755,862 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 7,533 502,058 SH   DFND 1 502,058 0 0
RENT-A-CENTER INC COM 76009N100 16,637 645,096 SH   DFND 1 643,302 0 1,794
RENT-A-CENTER INC COM 76009N100 522 20,276 SH   DFND 1 2 20,276 0 0
REPAY HOLDINGS CORP COM CL A 76029L100 2,788 209,204 SH   DFND 1 209,204 0 0
REPLIGEN CORP COM 759916109 52,135 679,826 SH   DFND 1 668,193 0 11,633
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SEELOS THERAPEUTICS INC COM 81577F109 141 153,707 SH   DFND 1 153,707 0 0
SEI INVESTMENTS COMPANY COM 784117103 125,756 2,121,136 SH   DFND 1 2,089,315 0 31,821
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SELECT BANCORP INC COM 81617L108 2,375 204,823 SH   DFND 1 204,823 0 0
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SEQUENTIAL BRANDS GROUP INC COM 81734P107 68 306,631 SH   DFND 1 306,631 0 0
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SESEN BIO INC COM 817763105 802 686,045 SH   DFND 1 686,045 0 0
SFL 4.875 05/01/23 NOTE 4.875% 5/0 824689AG8 10,333 9,496,000 PRN   DFND 1 2 9,496,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 36,203 369,274 SH   DFND 1 369,274 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 292 2,982 SH   DFND 1 2 2,982 0 0
SHARPS COMPLIANCE CORP COM 820017101 238 57,439 SH   DFND 1 57,439 0 0
SHARPSPRING INC COM 820054104 1,060 109,381 SH   DFND 1 109,381 0 0
SHAW COMMUNICATIONS INC-B COMSTK 82028K200 11,490 588,523 SH   DFND 1 588,523 0 0
SHAW COMMUNICATIONS INC-B COMSTK 82028K200 34 1,733 SH   DFND 1 2 1,733 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 20,414 642,564 SH   DFND 1 642,564 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 177 5,587 SH   DFND 1 2 5,587 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 579,487 1,055,796 SH   DFND 1 1,051,988 0 3,808
SHERWIN-WILLIAMS CO/THE COM 824348106 105 191 SH   DFND 1 2 191 0 0
SHIFTPIXY INC COM 82452L104 7 15,135 SH   DFND 1 15,135 0 0
SHILOH INDUSTRIES INC COM 824543102 428 103,463 SH   DFND 1 103,463 0 0
SHINHAN FINANCIAL GROUP-ADR SPN ADR RESTRD 824596100 644 18,425 SH   DFND 1 16,843 0 1,582
SHIP FINANCE INTL LTD SHS G81075106 5,721 407,538 SH   DFND 1 407,538 0 0
SHOCKWAVE MEDICAL INC COM 82489T104 2,715 90,730 SH   DFND 1 90,730 0 0
SHOE CARNIVAL INC COM 824889109 6,359 196,207 SH   DFND 1 196,207 0 0
SHOPIFY INC - CLASS A CL A 82509L107 358 1,151 SH   DFND 1 1,075 0 76
SHOPIFY INC - CLASS A COMSTK 82509L107 36,792 118,968 SH   DFND 1 118,968 0 0
SHOPIFY INC - CLASS A COMSTK 82509L107 210 678 SH   DFND 1 2 678 0 0
SHORE BANCSHARES INC COM 825107105 2,163 140,364 SH   DFND 1 140,364 0 0
SHOTSPOTTER INC COM 82536T107 2,528 109,796 SH   DFND 1 109,796 0 0
SHUTTERSTOCK INC COM 825690100 10,232 283,304 SH   DFND 1 283,304 0 0
SIBANYE GOLD LTD-SPONS ADR SPONSORED ADR 825724206 92 17,151 SH   DFND 1 2 17,151 0 0
SI-BONE INC COM 825704109 3,370 190,758 SH   DFND 1 190,758 0 0
SIEBERT FINANCIAL CORP COM 826176109 639 69,518 SH   DFND 1 69,518 0 0
SIENTRA INC COM 82621J105 3,551 548,112 SH   DFND 1 548,112 0 0
SIERRA BANCORP COM 82620P102 4,894 184,293 SH   DFND 1 184,293 0 0
SIERRA BANCORP COM 82620P102 142 5,367 SH   DFND 1 2 5,367 0 0
SIERRA ONCOLOGY INC COM 82640U107 18 48,539 SH   DFND 1 48,539 0 0
SIERRA WIRELESS INC COM 826516106 291 27,256 SH   DFND 1 27,256 0 0
SIGA TECHNOLOGIES INC COM 826917106 3,303 645,214 SH   DFND 1 645,214 0 0
SIGMA LABS INC COM PAR 826598302 17 24,951 SH   DFND 1 24,951 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 46 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 73,153 614,023 SH   DFND 1 600,294 0 13,729
SIGNET JEWELERS LTD SHS G81276100 10,903 650,590 SH   DFND 1 649,609 0 981
SIGNET JEWELERS LTD SHS G81276100 171 10,220 SH   DFND 1 2 10,220 0 0
SILGAN HOLDINGS INC COM 827048109 27,506 915,830 SH   DFND 1 896,309 0 19,521
SILICON LABORATORIES INC COM 826919102 75,651 679,402 SH   DFND 1 668,530 0 10,872
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,120 31,703 SH   DFND 1 31,703 0 0
SILK ROAD MEDICAL INC COM 82710M100 3,820 117,431 SH   DFND 1 117,431 0 0
SILVERBOW RESOURCES INC COM 82836G102 740 76,390 SH   DFND 1 76,390 0 0
SILVERCORP METALS INC COMSTK 82835P103 136 35,099 SH   DFND 1 35,099 0 0
SILVERCORP METALS INC COMSTK 82835P103 1,078 277,868 SH   DFND 1 2 277,868 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 898 73,037 SH   DFND 1 73,037 0 0
SILVERSUN TECHNOLOGIES INC COM NEW 82846H207 60 17,056 SH   DFND 1 17,056 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 31,238 1,254,547 SH   DFND 1 1,254,547 0 0
SIMON PROPERTY GROUP INC COM 828806109 962,093 6,182,994 SH   DFND 1 6,167,942 0 15,052
SIMON PROPERTY GROUP INC COM 828806109 9 58 SH   DFND 1 2 58 0 0
SIMPLY GOOD FOODS CO/THE COM 82900L102 26,907 928,164 SH   DFND 1 928,164 0 0
SIMPLY GOOD FOODS CO/THE COM 82900L102 182 6,285 SH   DFND 1 2 6,285 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 38,932 561,230 SH   DFND 1 561,230 0 0
SIMULATIONS PLUS INC COM 829214105 5,856 168,766 SH   DFND 1 168,766 0 0
SIMULATIONS PLUS INC COM 829214105 486 14,028 SH   DFND 1 2 14,028 0 0
SINA CORP ORD G81477104 7,771 199,184 SH   DFND 1 199,184 0 0
SINA CORP ORD G81477104 1,268 32,375 SH   DFND 1 2 32,375 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 31,383 734,299 SH   DFND 1 733,478 0 821
SINCLAIR BROADCAST GROUP -A CL A 829226109 83 1,951 SH   DFND 1 2 1,951 0 0
SINOVAC BIOTECH LTD SHS P8696W104 179 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 113,384 18,135,700 SH   DFND 1 17,960,447 0 175,253
SITE CENTERS CORP COM 82981J109 29,566 1,956,747 SH   DFND 1 1,956,747 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 38,085 514,529 SH   DFND 1 514,529 0 0
SITO MOBILE LTD COM NEW 82988R203 113 131,211 SH   DFND 1 131,211 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 48,721 952,290 SH   DFND 1 931,515 0 20,775
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 35 706 SH   DFND 1 2 706 0 0
SJW GROUP COM 784305104 21,436 313,910 SH   DFND 1 313,910 0 0
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 207 9,340 SH   DFND 1 7,940 0 1,400
SKECHERS USA INC-CL A CL A 830566105 52,145 1,396,130 SH   DFND 1 1,362,580 0 33,550
SKYLINE CHAMPION CORP COM 830830105 18,930 629,138 SH   DFND 1 629,138 0 0
SKYLINE CHAMPION CORP COM 830830105 678 22,540 SH   DFND 1 2 22,540 0 0
SKYWEST INC COM 830879102 37,807 658,674 SH   DFND 1 658,674 0 0
SKYWEST INC COM 830879102 31 552 SH   DFND 1 2 552 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 214,458 2,710,119 SH   DFND 1 2,695,366 0 14,753
SKYWORKS SOLUTIONS INC COM 83088M102 55 702 SH   DFND 1 2 702 0 0
SL GREEN REALTY CORP COM 78440X101 129,028 1,580,239 SH   DFND 1 1,576,407 0 3,832
SLAB 1.375 03/01/22 NOTE 1.375% 3/0 826919AB8 13,722 10,550,000 PRN   DFND 1 2 10,550,000 0 0
SLACK TECHNOLOGIES INC- CL A COM CL A 83088V102 6,797 286,446 SH   DFND 1 286,446 0 0
SLEEP NUMBER CORP COM 83125X103 16,840 407,559 SH   DFND 1 407,559 0 0
SLEEP NUMBER CORP COM 83125X103 97 2,350 SH   DFND 1 2 2,350 0 0
SLM CORP COM 78442P106 45,358 5,139,789 SH   DFND 1 5,032,784 0 107,005
SM ENERGY CO COM 78454L100 12,854 1,326,599 SH   DFND 1 1,326,599 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 4,535 178,004 SH   DFND 1 178,004 0 0
SMART SAND INC COM 83191H107 908 321,096 SH   DFND 1 321,096 0 0
SMART SAND INC COM 83191H107 25 9,001 SH   DFND 1 2 9,001 0 0
SMARTFINANCIAL INC COM NEW 83190L208 3,220 154,594 SH   DFND 1 154,594 0 0
SMARTSHEET INC-CLASS A COM CL A 83200N103 33,198 921,417 SH   DFND 1 921,417 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 1,479 30,732 SH   DFND 1 29,580 0 1,152
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 28 591 SH   DFND 1 2 591 0 0
SMITH (A.O.) CORP COM 831865209 107,544 2,257,448 SH   DFND 1 2,251,027 0 6,421
SMITH MICRO SOFTWARE INC COM NEW 832154207 1,221 224,816 SH   DFND 1 224,816 0 0
SNAP INC - A CL A 83304A106 97,433 6,171,787 SH   DFND 1 6,171,787 0 0
SNAP INC - A CL A 83304A106 36 2,292 SH   DFND 1 2 2,292 0 0
SNAP-ON INC COM 833034101 153,261 980,355 SH   DFND 1 977,649 0 2,706
SOCIAL CAPITAL HEDOSOPH-CW22 *W EXP 09/14/202 G8250R129 750 300,000 SH   DFND 1 2 300,000 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 309 30,490 SH   DFND 1 30,490 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 140 13,850 SH   DFND 1 2 13,850 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 33,548 400,719 SH   DFND 1 400,719 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 92 1,108 SH   DFND 1 2 1,108 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 5,331 397,299 SH   DFND 1 397,299 0 0
SOLARWINDS CORP COM 83417Q105 11,181 606,024 SH   DFND 1 606,024 0 0
SOLENO THERAPEUTICS INC COM NEW 834203200 52 35,097 SH   DFND 1 35,097 0 0
SOLID BIOSCIENCES INC COM 83422E105 2,375 229,749 SH   DFND 1 229,749 0 0
SOLIGENIX INC COM 834223307 19 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 21 75,942 SH   DFND 1 75,942 0 0
SOLITON INC COM 834251100 852 79,731 SH   DFND 1 79,731 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 11,227 357,461 SH   DFND 1 357,461 0 0
SONIM TECHNOLOGIES INC COM 83548F101 121 41,382 SH   DFND 1 41,382 0 0
SONOCO PRODUCTS CO COM 835495102 62,657 1,076,396 SH   DFND 1 1,050,893 0 25,503
SONOS INC COM 83570H108 11,336 845,388 SH   DFND 1 845,388 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 2,386 40,367 SH   DFND 1 39,198 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 142 243,523 SH   DFND 1 243,523 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 3,336 1,558,926 SH   DFND 1 1,558,926 0 0
SOTHEBY'S COM 835898107 23,587 413,956 SH   DFND 1 405,771 0 8,185
SOTHEBY'S COM 835898107 569 10,000 SH   DFND 1 2 10,000 0 0
SOTHERLY HOTELS INC COM 83600C103 490 73,388 SH   DFND 1 73,388 0 0
SOURCE CAPITAL INC COM 836144105 2,647 72,509 SH   DFND 1 2 72,509 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 37,905 1,151,794 SH   DFND 1 1,151,794 0 0
SOUTH MOUNTAIN MERGER CORP-A COM CL A 838884104 490 50,000 SH   DFND 1 2 50,000 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 663 40,678 SH   DFND 1 40,678 0 0
SOUTH STATE CORP COM 840441109 33,686 447,363 SH   DFND 1 447,363 0 0
SOUTHERN CO/THE COM 842587107 918,728 14,873,977 SH   DFND 1 14,824,122 0 49,855
SOUTHERN CO/THE COM 842587107 1 32 SH   DFND 1 2 32 0 0
SOUTHERN COPPER CORP COM 84265V105 8,400 247,308 SH   DFND 1 247,308 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 3,973 99,723 SH   DFND 1 99,723 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 33 853 SH   DFND 1 2 853 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 3,500 96,093 SH   DFND 1 96,093 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,745 243,400 SH   DFND 1 243,400 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 15,223 446,317 SH   DFND 1 446,317 0 0
SOUTHWEST AIRLINES CO COM 844741108 365,051 6,767,416 SH   DFND 1 6,744,982 0 22,434
SOUTHWEST AIRLINES CO COM 844741108 153 2,840 SH   DFND 1 2 2,840 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 66,734 733,023 SH   DFND 1 719,397 0 13,626
SOUTHWESTERN ENERGY CO COM 845467109 13,709 7,103,252 SH   DFND 1 6,967,470 0 135,782
SP PLUS CORP COM 78469C103 11,923 322,252 SH   DFND 1 322,252 0 0
SPAR GROUP INC COM 784933103 150 145,742 SH   DFND 1 145,742 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,841 174,526 SH   DFND 1 174,526 0 0
SPARK THERAPEUTICS INC COM 84652J103 45,126 465,317 SH   DFND 1 465,317 0 0
SPARK THERAPEUTICS INC COM 84652J103 515 5,314 SH   DFND 1 2 5,314 0 0
SPARTAN MOTORS INC COM 846819100 5,823 424,489 SH   DFND 1 424,489 0 0
SPARTANNASH CO COM 847215100 5,759 486,849 SH   DFND 1 486,849 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 128 923 PRN   DFND 1 923 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 1,388 10,000 PRN   DFND 1 2 10,000 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 794 7,746 PRN   DFND 1 7,746 0 0
SPECIAL OPPORTUNITIES FUND COM 84741T104 539 37,902 SH   DFND 1 2 37,902 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 27,433 520,408 SH   DFND 1 518,826 0 1,582
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 1,011 19,179 SH   DFND 1 2 19,179 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 12,200 1,470,883 SH   DFND 1 1,470,883 0 0
SPERO THERAPEUTICS INC COM 84833T103 1,237 116,782 SH   DFND 1 116,782 0 0
SPHERE 3D CORP COM 84841L308 14 12,002 SH   DFND 1 12,002 0 0
SPIRE INC COM 84857L101 58,631 672,076 SH   DFND 1 659,331 0 12,745
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 87,716 1,067,364 SH   DFND 1 1,066,733 0 631
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 397 4,831 SH   DFND 1 2 4,831 0 0
SPIRIT AIRLINES INC COM 848577102 32,073 883,557 SH   DFND 1 883,557 0 0
SPIRIT AIRLINES INC COM 848577102 31 878 SH   DFND 1 2 878 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 3,034 359,485 SH   DFND 1 358,204 0 1,281
SPIRIT OF TEXAS BANCSHARES I COM 84861D103 3,402 157,904 SH   DFND 1 157,904 0 0
SPIRIT REALTY CAPITAL INC COM NEW 84860W300 58,702 1,226,538 SH   DFND 1 1,203,936 0 22,602
SPLUNK INC COM 848637104 180,666 1,534,005 SH   DFND 1 1,533,780 0 225
SPOK HOLDINGS INC COM 84863T106 3,046 255,112 SH   DFND 1 255,112 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 2,841 548,537 SH   DFND 1 548,537 0 0
SPOTIFY TECHNOLOGY SA SHS L8681T102 25,616 224,707 SH   DFND 1 224,707 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 270 77,334 SH   DFND 1 77,334 0 0
SPRINT CORP COM 85207U105 35,942 5,831,444 SH   DFND 1 5,831,444 0 0
SPRINT CORP COM 85207U105 554 89,833 SH   DFND 1 2 89,833 0 0
SPROTT FOCUS TRUST INC COM 85208J109 301 44,765 SH   DFND 1 2 44,765 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 26,069 1,347,967 SH   DFND 1 1,318,340 0 29,627
SPS COMMERCE INC COM 78463M107 23,214 493,185 SH   DFND 1 493,185 0 0
SPS COMMERCE INC COM 78463M107 35 762 SH   DFND 1 2 762 0 0
SPX CORP COM 784635104 22,256 556,281 SH   DFND 1 556,281 0 0
SPX FLOW INC COM 78469X107 21,124 535,341 SH   DFND 1 535,341 0 0
SQUARE INC - A CL A 852234103 198,009 3,198,741 SH   DFND 1 3,198,255 0 486
SRAX INC CL A 78472M106 189 82,267 SH   DFND 1 82,267 0 0
SRC ENERGY INC COM 78470V108 14,328 3,074,818 SH   DFND 1 3,074,818 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 120,842 2,344,962 SH   DFND 1 2,343,725 0 1,237
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 185 3,602 SH   DFND 1 2 3,602 0 0
SSR MINING INC COM 784730103 1,370 94,510 SH   DFND 1 94,510 0 0
SSR MINING INC COMSTK 784730103 158 10,928 SH   DFND 1 10,928 0 0
SSSS 4.75 03/28/23 NOTE 4.750% 3/2 36191JAC5 5,234 5,530,000 PRN   DFND 1 2 5,530,000 0 0
ST JOE CO/THE COM 790148100 7,190 419,774 SH   DFND 1 419,774 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 11,856 459,908 SH   DFND 1 459,004 0 904
STAFFING 360 SOLUTIONS INC COM PAR 852387307 35 32,301 SH   DFND 1 32,301 0 0
STAG INDUSTRIAL INC COM 85254J102 46,550 1,579,064 SH   DFND 1 1,579,064 0 0
STAGE STORES INC COM NEW 85254C305 313 166,966 SH   DFND 1 166,966 0 0
STAMPS.COM INC COM NEW 852857200 16,221 217,886 SH   DFND 1 217,858 0 28
STANDARD MOTOR PRODS COM 853666105 12,581 259,153 SH   DFND 1 259,153 0 0
STANDEX INTERNATIONAL CORP COM 854231107 11,641 159,604 SH   DFND 1 159,604 0 0
STANLEY BLACK & DECKER INC COM 854502101 326,202 2,262,419 SH   DFND 1 2,255,054 0 7,365
STANTEC INC COMSTK 85472N109 422 19,078 SH   DFND 1 19,078 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 785 78,047 SH   DFND 1 78,047 0 0
STAR GROUP LP UNIT LTD PARTNR 85512C105 389 41,119 SH   DFND 1 2 41,119 0 0
STARBUCKS CORP COM 855244109 1,629,370 18,442,100 SH   DFND 1 18,335,804 0 106,296
STARBUCKS CORP COM 855244109 1 16 SH   DFND 1 2 16 0 0
STARRETT (L.S.) CO -CL A CL A 855668109 147 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC COMSTK 85570W100 4,163 279,921 SH   DFND 1 279,921 0 0
STARS GROUP INC/THE COM 85570W100 2,873 191,953 SH   DFND 1 191,953 0 0
STARTEK INC COM 85569C107 1,052 162,604 SH   DFND 1 162,604 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 78,657 3,238,086 SH   DFND 1 3,238,086 0 0
STATE AUTO FINANCIAL CORP COM 855707105 8,086 249,656 SH   DFND 1 249,656 0 0
STATE STREET CORP COM 857477103 334,361 5,657,647 SH   DFND 1 5,639,002 0 18,645
STATE STREET CORP COM 857477103 52 888 SH   DFND 1 2 888 0 0
STEALTHGAS INC SHS Y81669106 102 33,823 SH   DFND 1 33,823 0 0
STEEL CONNECT INC COM 858098106 327 189,164 SH   DFND 1 189,164 0 0
STEEL DYNAMICS INC COM 858119100 87,946 2,928,537 SH   DFND 1 2,872,072 0 56,465
STEEL DYNAMICS INC COM 858119100 197 6,634 SH   DFND 1 2 6,634 0 0
STEELCASE INC-CL A CL A 858155203 25,858 1,405,351 SH   DFND 1 1,405,351 0 0
STEELCASE INC-CL A CL A 858155203 312 16,996 SH   DFND 1 2 16,996 0 0
STEIN MART INC COM 858375108 127 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 6,271 602,441 SH   DFND 1 602,441 0 0
STEPAN CO COM 858586100 29,183 300,676 SH   DFND 1 300,676 0 0
STERICYCLE INC COM 858912108 51,789 1,016,867 SH   DFND 1 994,011 0 22,856
STERIS PLC SHS USD G8473T100 136,311 944,026 SH   DFND 1 922,783 0 21,243
STERIS PLC SHS USD G8473T100 38 265 SH   DFND 1 2 265 0 0
STERLING BANCORP INC/MI COM 85917W102 2,395 245,471 SH   DFND 1 245,471 0 0
STERLING BANCORP/DE COM 85917A100 46,127 2,299,460 SH   DFND 1 2,247,990 0 51,470
STERLING CONSTRUCTION CO COM 859241101 4,475 340,327 SH   DFND 1 340,327 0 0
STERLING CONSTRUCTION CO COM 859241101 81 6,196 SH   DFND 1 2 6,196 0 0
STEVEN MADDEN LTD COM 556269108 41,126 1,149,113 SH   DFND 1 1,149,113 0 0
STEWARDSHIP FINANCIAL CORP COM 860326107 1,025 65,507 SH   DFND 1 65,507 0 0
STEWART INFORMATION SERVICES COM 860372101 11,654 300,450 SH   DFND 1 300,450 0 0
STIFEL FINANCIAL CORP COM 860630102 52,040 906,939 SH   DFND 1 889,485 0 17,454
STIFEL FINANCIAL CORP COM 860630102 70 1,224 SH   DFND 1 2 1,224 0 0
STITCH FIX INC-CLASS A COM CL A 860897107 7,544 391,905 SH   DFND 1 391,905 0 0
STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 449 23,238 SH   DFND 1 22,077 0 1,161
STOCK YARDS BANCORP INC COM 861025104 10,896 296,986 SH   DFND 1 296,986 0 0
STOCK YARDS BANCORP INC COM 861025104 134 3,659 SH   DFND 1 2 3,659 0 0
STOKE THERAPEUTICS INC COM 86150R107 2,423 112,752 SH   DFND 1 112,752 0 0
STONECO LTD-A COM CL A G85158106 3,551 102,108 SH   DFND 1 102,108 0 0
STONERIDGE INC COM 86183P102 10,531 340,050 SH   DFND 1 340,050 0 0
STONERIDGE INC COM 86183P102 149 4,829 SH   DFND 1 2 4,829 0 0
STORE CAPITAL CORP COM 862121100 101,128 2,703,256 SH   DFND 1 2,703,256 0 0
STORE CAPITAL CORP COM 862121100 132 3,551 SH   DFND 1 2 3,551 0 0
STRATA SKIN SCIENCES INC COM NEW 86272A206 78 36,900 SH   DFND 1 36,900 0 0
STRATASYS LTD SHS M85548101 6,433 301,976 SH   DFND 1 301,976 0 0
STRATEGIC EDUCATION INC COM 86272C103 39,466 290,448 SH   DFND 1 290,448 0 0
STRATTEC SECURITY CORP COM 863111100 453 22,701 SH   DFND 1 22,701 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,843 62,757 SH   DFND 1 62,757 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 87 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 847 354,584 SH   DFND 1 354,584 0 0
STRYKER CORP COM 863667101 948,873 4,394,191 SH   DFND 1 4,378,885 0 15,306
STURM RUGER & CO INC COM 864159108 9,676 231,710 SH   DFND 1 231,710 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 477 69,814 SH   DFND 1 58,104 0 11,710
SUMMER INFANT INC COM 865646103 25 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 3,128 122,226 SH   DFND 1 122,226 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 20,093 1,732,238 SH   DFND 1 1,732,238 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 31,191 1,405,030 SH   DFND 1 1,405,030 0 0
SUN COMMUNITIES INC COM 866674104 198,190 1,335,739 SH   DFND 1 1,335,739 0 0
SUN LIFE FINANCIAL INC COM 866796105 1,369 30,601 SH   DFND 1 29,934 0 667
SUN LIFE FINANCIAL INC COMSTK 866796105 33,809 749,309 SH   DFND 1 749,309 0 0
SUNCOKE ENERGY INC COM 86722A103 9,037 1,602,429 SH   DFND 1 1,599,841 0 2,588
SUNCOR ENERGY INC COM 867224107 766 24,279 SH   DFND 1 24,279 0 0
SUNCOR ENERGY INC COMSTK 867224107 64,530 2,017,543 SH   DFND 1 2,017,543 0 0
SUNCOR ENERGY INC COMSTK 867224107 925 29,338 SH   DFND 1 2 29,338 0 0
SUNESIS PHARMACEUTICALS INC COM 867328700 443 615,734 SH   DFND 1 615,734 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 11 10,217 SH   DFND 1 10,217 0 0
SUNNOVA ENERGY INTERNATIONAL COM 86745K104 1,701 158,287 SH   DFND 1 158,287 0 0
SUNOPTA INC COM 8676EP108 152 83,690 SH   DFND 1 83,690 0 0
SUNPOWER CORP COM 867652406 10,358 944,270 SH   DFND 1 944,270 0 0
SUNRUN INC COM 86771W105 20,738 1,241,452 SH   DFND 1 1,241,452 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 61,426 4,470,665 SH   DFND 1 4,470,665 0 0
SUNTRUST BANKS INC COM 867914103 465,857 6,781,576 SH   DFND 1 6,760,992 0 20,584
SUPERIOR DRILLING PRODUCTS I COM 868153107 85 87,066 SH   DFND 1 87,066 0 0
SUPERIOR GROUP OF COS INC COM 868358102 1,906 118,254 SH   DFND 1 118,254 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 581 201,183 SH   DFND 1 201,183 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 19,085 694,520 SH   DFND 1 694,520 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 15 565 SH   DFND 1 2 565 0 0
SUPPORT.COM INC COM NEW 86858W200 172 111,827 SH   DFND 1 111,827 0 0
SURFACE ONCOLOGY INC COM 86877M209 110 78,051 SH   DFND 1 78,051 0 0
SURGERY PARTNERS INC COM 86881A100 2,002 271,136 SH   DFND 1 271,136 0 0
SURMODICS INC COM 868873100 11,713 256,096 SH   DFND 1 256,096 0 0
SUTRO BIOPHARMA INC COM 869367102 839 92,375 SH   DFND 1 92,375 0 0
SVB FINANCIAL GROUP COM 78486Q101 193,328 925,928 SH   DFND 1 923,537 0 2,391
SVB FINANCIAL GROUP COM 78486Q101 346 1,660 SH   DFND 1 2 1,660 0 0
SVMK INC COM 78489X103 19,822 1,159,206 SH   DFND 1 1,159,206 0 0
SWISS HELVETIA FUND COM 870875101 2,119 263,946 SH   DFND 1 2 263,946 0 0
SWITCH INC - A CL A 87105L104 8,592 550,128 SH   DFND 1 550,128 0 0
SYKES ENTERPRISES INC COM 871237103 19,500 636,427 SH   DFND 1 636,427 0 0
SYMANTEC CORP COM 871503108 208,310 8,829,219 SH   DFND 1 8,775,764 0 53,455
SYMANTEC CORP COM 871503108 59 2,538 SH   DFND 1 2 2,538 0 0
SYNACOR INC COM 871561106 220 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 1,570 98,472 SH   DFND 1 98,472 0 0
SYNAPTICS INC COM 87157D109 22,777 570,153 SH   DFND 1 561,898 0 8,255
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,826 523,400 SH   DFND 1 523,400 0 0
SYNCHRONY FINANCIAL COM 87165B103 361,945 10,628,040 SH   DFND 1 10,595,022 0 33,018
SYNCHRONY FINANCIAL COM 87165B103 656 19,261 SH   DFND 1 2 19,261 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 2,138 286,238 SH   DFND 1 286,238 0 0
SYNEOS HEALTH INC CL A 87166B102 47,332 889,539 SH   DFND 1 873,964 0 15,575
SYNLOGIC INC COM 87166L100 528 230,905 SH   DFND 1 230,905 0 0
SYNNEX CORP COM 87162W100 52,821 467,863 SH   DFND 1 457,614 0 10,249
SYNNEX CORP COM 87162W100 229 2,030 SH   DFND 1 2 2,030 0 0
SYNOPSYS INC COM 871607107 366,465 2,673,558 SH   DFND 1 2,660,672 0 12,886
SYNOPSYS INC COM 871607107 286 2,084 SH   DFND 1 2 2,084 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 60,745 1,698,686 SH   DFND 1 1,659,977 0 38,709
SYNTHETIC BIOLOGICS INC COM NEW 87164U201 8 17,633 SH   DFND 1 17,633 0 0
SYNTHORX INC COM 87167A103 1,819 111,851 SH   DFND 1 111,851 0 0
SYPRIS SOLUTIONS INC COM 871655106 50 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 4,685 451,425 SH   DFND 1 451,425 0 0
SYSCO CORP COM 871829107 539,134 6,801,955 SH   DFND 1 6,777,662 0 24,293
SYSCO CORP COM 871829107 199 2,507 SH   DFND 1 2 2,507 0 0
SYSTEMAX INC COM 871851101 5,188 235,725 SH   DFND 1 235,725 0 0
T ROWE PRICE GROUP INC COM 74144T108 477,707 4,186,533 SH   DFND 1 4,175,356 0 11,177
T2 BIOSYSTEMS INC COM 89853L104 941 376,684 SH   DFND 1 376,684 0 0
TABULA RASA HEALTHCARE INC COM 873379101 13,891 252,848 SH   DFND 1 252,848 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 10,240 241,977 SH   DFND 1 241,977 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 21 499 SH   DFND 1 2 499 0 0
TAILORED BRANDS INC COM 87403A107 2,751 625,339 SH   DFND 1 625,339 0 0
TAIWAN FUND INC COM 874036106 412 22,314 SH   DFND 1 2 22,314 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADS 874039100 6,634 142,474 SH   DFND 1 138,376 0 4,098
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADS 874039100 169 3,638 SH   DFND 1 2 3,638 0 0
TAKEDA PHARMACEUTIC-SP ADR SPONSORED ADS 874060205 795 46,264 SH   DFND 1 43,497 0 2,767
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 214,334 1,712,653 SH   DFND 1 1,702,701 0 9,952
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 163 1,304 SH   DFND 1 2 1,304 0 0
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 31,095 913,497 SH   DFND 1 912,887 0 610
TALEND SA - ADR ADS 874224207 824 24,276 SH   DFND 1 24,276 0 0
TALOS ENERGY INC COM 87484T108 5,522 271,638 SH   DFND 1 271,638 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 52,985 898,367 SH   DFND 1 898,367 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 148 2,515 SH   DFND 1 2 2,515 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 23,931 1,545,994 SH   DFND 1 1,522,530 0 23,464
TANTECH HOLDINGS LTD COM G8675X107 49 31,503 SH   DFND 1 31,503 0 0
TAOPING INC COM G8675V101 11 20,266 SH   DFND 1 20,266 0 0
TAPESTRY INC COM 876030107 121,184 4,658,760 SH   DFND 1 4,645,492 0 13,268
TARENA INTERNATIONAL INC-ADR SPONSORED ADS 876108101 27 27,518 SH   DFND 1 27,518 0 0
TARGA RESOURCES CORP COM 87612G101 106,341 2,634,007 SH   DFND 1 2,634,007 0 0
TARGET CORP COM 87612E106 814,880 7,625,301 SH   DFND 1 7,601,623 0 23,678
TARGET CORP COM 87612E106 3 36 SH   DFND 1 2 36 0 0
TARGET HOSPITALITY CORP COM 87615L107 2,841 417,267 SH   DFND 1 417,267 0 0
TARGET HOSPITALITY CORP-CW25 *W EXP 03/15/202 87615L115 581 675,619 SH   DFND 1 2 675,619 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 57 762 SH   DFND 1 762 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 1,333 17,674 SH   DFND 1 2 17,674 0 0
TARONIS TECHNOLOGIES INC COM NEW 876214206 173 90,118 SH   DFND 1 90,118 0 0
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 175 20,974 SH   DFND 1 20,281 0 693
TAUBMAN CENTERS INC COM 876664103 36,255 887,973 SH   DFND 1 872,620 0 15,353
TAYLOR MORRISON HOME CORP COM 87724P106 40,380 1,556,697 SH   DFND 1 1,556,533 0 164
TAYLOR MORRISON HOME CORP COM 87724P106 387 14,947 SH   DFND 1 2 14,947 0 0
TC ENERGY CORP COM 87807B107 713 13,770 SH   DFND 1 13,770 0 0
TC ENERGY CORP COMSTK 87807B107 62,166 1,184,365 SH   DFND 1 1,184,365 0 0
TCF FINANCIAL CORP COM 872307103 67,931 1,784,378 SH   DFND 1 1,745,879 0 38,499
TCF FINANCIAL CORP COM 872307103 193 5,073 SH   DFND 1 2 5,073 0 0
TCR2 THERAPEUTICS INC COM 87808K106 2,437 162,171 SH   DFND 1 162,171 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 149,111 3,195,005 SH   DFND 1 3,192,573 0 2,432
TD AMERITRADE HOLDING CORP COM 87236Y108 466 9,990 SH   DFND 1 2 9,990 0 0
TE CONNECTIVITY LTD REG SHS H84989104 394,143 4,236,686 SH   DFND 1 4,221,118 0 15,568
TE CONNECTIVITY LTD REG SHS H84989104 49 534 SH   DFND 1 2 534 0 0
TEAM INC COM 878155100 6,975 386,470 SH   DFND 1 386,470 0 0
TECH DATA CORP COM 878237106 68,120 653,497 SH   DFND 1 644,567 0 8,930
TECH DATA CORP COM 878237106 1,151 11,051 SH   DFND 1 2 11,051 0 0
TECHNIPFMC PLC COM G87110105 125,898 5,225,200 SH   DFND 1 5,205,736 0 19,464
TECHTARGET COM 87874R100 70 3,119 SH   DFND 1 2 3,119 0 0
TECHTARGET COM 87874R100 7,044 312,748 SH   DFND 1 312,748 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 281 17,339 SH   DFND 1 16,897 0 442
TECK RESOURCES LTD-CLS B COMSTK 878742204 10,495 641,086 SH   DFND 1 641,086 0 0
TECK RESOURCES LTD-CLS B COMSTK 878742204 347 21,414 SH   DFND 1 2 21,414 0 0
TECNOGLASS INC SHS G87264100 1,214 149,385 SH   DFND 1 149,385 0 0
TEEKAY CORP COM Y8564W103 1,550 387,520 SH   DFND 1 387,520 0 0
TEEKAY CORP COM Y8564W103 43 10,825 SH   DFND 1 2 10,825 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 1,761 1,354,911 SH   DFND 1 1,354,911 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 195 150,255 SH   DFND 1 2 150,255 0 0
TEGNA INC COM 87901J105 44,684 2,877,301 SH   DFND 1 2,821,985 0 55,316
TEJON RANCH CO COM 879080109 4,211 248,169 SH   DFND 1 248,169 0 0
TEKLA HEALTHCARE INVESTORS SH BEN INT 87911J103 530 28,924 SH   DFND 1 2 28,924 0 0
TELADOC HEALTH INC COM 87918A105 60,691 896,218 SH   DFND 1 896,036 0 182
TELARIA INC COM 879181105 3,388 490,429 SH   DFND 1 490,429 0 0
TELECOM ARGENTINA SA-SP ADR SPON ADR REP B 879273209 1,926 193,871 SH   DFND 1 193,871 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 136,841 424,988 SH   DFND 1 415,577 0 9,411
TELEDYNE TECHNOLOGIES INC COM 879360105 403 1,254 SH   DFND 1 2 1,254 0 0
TELEFLEX INC COM 879369106 233,446 688,195 SH   DFND 1 686,016 0 2,179
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 192 25,333 SH   DFND 1 23,277 0 2,056
TELEKOMUNIK INDONESIA-SP ADR SPONSORED ADR 715684106 328 10,917 SH   DFND 1 10,135 0 782
TELENAV INC COM 879455103 2,940 615,108 SH   DFND 1 615,108 0 0
TELENAV INC COM 879455103 448 93,899 SH   DFND 1 2 93,899 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 31,045 1,203,321 SH   DFND 1 1,178,847 0 24,474
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 1,294 50,184 SH   DFND 1 2 50,184 0 0
TELIGENT INC COM 87960W104 325 342,297 SH   DFND 1 342,297 0 0
TELLURIAN INC COM 87968A104 11,461 1,378,391 SH   DFND 1 1,378,391 0 0
TELUS CORP COMSTK 87971M103 10,009 282,863 SH   DFND 1 282,863 0 0
TELUS CORP COMSTK 87971M103 26 737 SH   DFND 1 2 737 0 0
TEMPLETON DRAGON FUND INC COM 88018T101 2,398 133,915 SH   DFND 1 2 133,915 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 125 20,487 SH   DFND 1 2 20,487 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 36,699 475,386 SH   DFND 1 463,837 0 11,549
TENABLE HOLDINGS INC COM 88025T102 12,503 558,686 SH   DFND 1 558,686 0 0
TENARIS SA-ADR SPONSORED ADS 88031M109 339 16,017 SH   DFND 1 16,017 0 0
TENARIS SA-ADR SPONSORED ADS 88031M109 1,115 52,686 SH   DFND 1 2 52,686 0 0
TENAX THERAPEUTICS INC COM NEW 88032L209 39 33,068 SH   DFND 1 33,068 0 0
TENCENT MUSIC ENTERTAINM-ADR SPON ADS 88034P109 2,658 209,467 SH   DFND 1 209,467 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 33,312 1,505,998 SH   DFND 1 1,480,050 0 25,948
TENET HEALTHCARE CORP COM NEW 88033G407 243 10,986 SH   DFND 1 2 10,986 0 0
TENGASCO INC COM PAR 88033R502 45 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 16,199 229,124 SH   DFND 1 229,124 0 0
TENNECO INC-CLASS A CL A VTG COM STK 880349105 8,636 689,800 SH   DFND 1 689,800 0 0
TERADATA CORP COM 88076W103 36,362 1,172,970 SH   DFND 1 1,144,350 0 28,620
TERADATA CORP COM 88076W103 35 1,154 SH   DFND 1 2 1,154 0 0
TERADYNE INC COM 880770102 120,413 2,079,323 SH   DFND 1 2,036,694 0 42,629
TEREX CORP COM 880779103 20,891 804,466 SH   DFND 1 788,035 0 16,431
TEREX CORP COM 880779103 160 6,195 SH   DFND 1 2 6,195 0 0
TERNIUM SA-SPONSORED ADR SPONSORED ADS 880890108 51 2,698 SH   DFND 1 2,698 0 0
TERNIUM SA-SPONSORED ADR SPONSORED ADS 880890108 1,329 69,277 SH   DFND 1 2 69,277 0 0
TERRAFORM POWER INC - A COM CL A 88104R209 20,456 1,122,465 SH   DFND 1 1,113,585 0 8,880
TERRAFORM POWER INC - A COM CL A 88104R209 136 7,494 SH   DFND 1 2 7,494 0 0
TERRENO REALTY CORP COM 88146M101 41,766 817,515 SH   DFND 1 817,515 0 0
TERRENO REALTY CORP COM 88146M101 18 357 SH   DFND 1 2 357 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,422 84,774 SH   DFND 1 84,774 0 0
TESLA INC COM 88160R101 296,570 1,232,221 SH   DFND 1 1,225,166 0 7,055
TESSCO TECHNOLOGIES INC COM 872386107 1,438 100,085 SH   DFND 1 100,085 0 0
TETRA TECH INC COM 88162G103 66,201 763,038 SH   DFND 1 749,330 0 13,708
TETRA TECHNOLOGIES INC COM 88162F105 2,974 1,480,042 SH   DFND 1 1,480,042 0 0
TETRAPHASE PHARMACEUTICALS I COM NEW 88165N204 107 20,285 SH   DFND 1 20,285 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 2,263 2,500,000 PRN   DFND 1 2 2,500,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADS 881624209 27,137 3,952,490 SH   DFND 1 3,951,545 0 945
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADS 881624209 1,497 217,611 SH   DFND 1 2 217,611 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 31,689 579,862 SH   DFND 1 567,245 0 12,617
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 59 1,083 SH   DFND 1 2 1,083 0 0
TEXAS INSTRUMENTS INC COM 882508104 1,943,284 15,053,016 SH   DFND 1 14,971,417 0 81,599
TEXAS INSTRUMENTS INC COM 882508104 889 6,881 SH   DFND 1 2 6,881 0 0
TEXAS ROADHOUSE INC COM 882681109 48,404 921,647 SH   DFND 1 905,242 0 16,405
TEXAS ROADHOUSE INC COM 882681109 423 8,069 SH   DFND 1 2 8,069 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,430 144,346 SH   DFND 1 144,346 0 0
TEXTRON INC COM 883203101 167,907 3,434,900 SH   DFND 1 3,424,239 0 10,661
TEXTRON INC COM 883203101 123 2,515 SH   DFND 1 2 2,515 0 0
TFS FINANCIAL CORP COM 87240R107 14,441 801,423 SH   DFND 1 801,423 0 0
TG THERAPEUTICS INC COM 88322Q108 6,262 1,115,345 SH   DFND 1 1,115,345 0 0
THE BANK OF PRINCETON COM 064520109 1,886 64,913 SH   DFND 1 64,913 0 0
THE9 LTD-ADR SPON ADS 88337K203 22 23,845 SH   DFND 1 23,845 0 0
THERAPEUTICSMD INC COM 88338N107 9,818 2,704,901 SH   DFND 1 2,704,901 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 11,929 612,399 SH   DFND 1 612,399 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,567,079 5,389,275 SH   DFND 1 5,370,019 0 19,256
THERMO FISHER SCIENTIFIC INC COM 883556102 6 24 SH   DFND 1 2 24 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 9,480 412,551 SH   DFND 1 412,551 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 9,597 960,677 SH   DFND 1 960,677 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 32 3,275 SH   DFND 1 2 3,275 0 0
THL CREDIT INC COM 872438106 273 40,201 SH   DFND 1 2 40,201 0 0
THOMSON REUTERS CORP COM NEW 884903709 577 8,640 SH   DFND 1 8,640 0 0
THOMSON REUTERS CORP COMSTK 884903709 17,304 259,582 SH   DFND 1 259,582 0 0
THOMSON REUTERS CORP COMSTK 884903709 6 103 SH   DFND 1 2 103 0 0
THOR INDUSTRIES INC COM 885160101 32,392 571,910 SH   DFND 1 558,098 0 13,812
TIBERIUS ACQUISITION CO-CW21 *W EXP 02/28/202 88633A115 560 950,714 SH   DFND 1 2 950,714 0 0
TIDEWATER INC COM 88642R109 7,185 475,575 SH   DFND 1 475,575 0 0
TIFFANY & CO COM 886547108 150,669 1,629,186 SH   DFND 1 1,624,138 0 5,048
TIFFANY & CO COM 886547108 16 173 SH   DFND 1 2 173 0 0
TILE SHOP HLDGS INC COM 88677Q109 1,722 539,871 SH   DFND 1 539,871 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 2,555 270,717 SH   DFND 1 270,717 0 0
TILRAY INC-CLASS 2 COMMON COM CL 2 88688T100 1,185 47,933 SH   DFND 1 47,933 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 99 6,895 SH   DFND 1 6,895 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 283 19,737 SH   DFND 1 2 19,737 0 0
TIMBERLAND BANCORP INC COM 887098101 2,448 89,028 SH   DFND 1 89,028 0 0
TIMKEN CO COM 887389104 35,089 806,471 SH   DFND 1 789,304 0 17,167
TIMKEN CO COM 887389104 911 20,939 SH   DFND 1 2 20,939 0 0
TIMKENSTEEL CORP COM 887399103 3,230 513,608 SH   DFND 1 513,608 0 0
TIPTREE INC COM 88822Q103 2,218 304,795 SH   DFND 1 304,795 0 0
TISI 5 08/01/23 NOTE 5.000% 8/0 878155AE0 9,945 9,000,000 PRN   DFND 1 2 9,000,000 0 0
TITAN INTERNATIONAL INC COM 88830M102 1,748 647,671 SH   DFND 1 647,671 0 0
TITAN MACHINERY INC COM 88830R101 3,975 277,233 SH   DFND 1 276,649 0 584
TITAN PHARMACEUTICALS INC COM 888314507 22 82,664 SH   DFND 1 82,664 0 0
TIVITY HEALTH INC COM 88870R102 9,850 592,309 SH   DFND 1 592,297 0 12
TIVO CORP COM 88870P106 13,090 1,718,983 SH   DFND 1 1,718,621 0 362
TIVO CORP COM 88870P106 196 25,766 SH   DFND 1 2 25,766 0 0
TJX COMPANIES INC COM 872540109 926,179 16,643,435 SH   DFND 1 16,587,390 0 56,045
T-MOBILE US INC COM 872590104 386,600 4,915,376 SH   DFND 1 4,867,052 0 48,324
T-MOBILE US INC COM 872590104 403 5,128 SH   DFND 1 2 5,128 0 0
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 12,267 13,250,000 PRN   DFND 1 2 13,250,000 0 0
TOCAGEN INC COM 888846102 192 290,630 SH   DFND 1 290,630 0 0
TOLL BROTHERS INC COM 889478103 73,494 1,790,375 SH   DFND 1 1,757,968 0 32,407
TOMPKINS FINANCIAL CORP COM 890110109 13,831 170,481 SH   DFND 1 170,481 0 0
TONIX PHARMACEUTICALS HOLDIN COM NEW 890260508 6 16,399 SH   DFND 1 16,399 0 0
TOOTSIE ROLL INDS COM 890516107 8,496 228,781 SH   DFND 1 224,549 0 4,232
TOPBUILD CORP COM 89055F103 41,388 429,209 SH   DFND 1 429,121 0 88
TOPBUILD CORP COM 89055F103 17 181 SH   DFND 1 2 181 0 0
TORCHLIGHT ENERGY RESOURCES COM 89102U103 468 396,618 SH   DFND 1 396,618 0 0
TORO CO COM 891092108 87,033 1,186,856 SH   DFND 1 1,159,690 0 27,166
TORONTO-DOMINION BANK COM NEW 891160509 1,881 31,566 SH   DFND 1 30,611 0 955
TORONTO-DOMINION BANK COMSTK 891160509 133,835 2,277,091 SH   DFND 1 2,277,091 0 0
TORTOISE ACQUISITION -CW24 *W EXP 03/04/202 89154L118 61 100,000 SH   DFND 1 2 100,000 0 0
TOTAL SA-SPON ADR SPONSORED ADS 89151E109 1,906 36,661 SH   DFND 1 36,661 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,349 70,155 SH   DFND 1 70,155 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 151 7,884 SH   DFND 1 2 7,884 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 304 185,697 SH   DFND 1 185,697 0 0
TOWNE BANK COM 89214P109 23,883 858,947 SH   DFND 1 858,947 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 293 41,756 SH   DFND 1 41,756 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 3,075 22,868 SH   DFND 1 21,663 0 1,205
TPG PACE HOLDINGS CORP-CW *W EXP 06/27/202 G89827110 397 250,000 SH   DFND 1 2 250,000 0 0
TPG RE FINANCE TRUST INC COM 87266M107 13,471 679,016 SH   DFND 1 679,016 0 0
TPI COMPOSITES INC COM 87266J104 7,452 397,444 SH   DFND 1 397,444 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 43 97,673 SH   DFND 1 97,673 0 0
TRACTOR SUPPLY COMPANY COM 892356106 167,894 1,859,256 SH   DFND 1 1,853,645 0 5,611
TRACTOR SUPPLY COMPANY COM 892356106 146 1,616 SH   DFND 1 2 1,616 0 0
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 36 192 SH   DFND 1 2 192 0 0
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 81,033 432,063 SH   DFND 1 431,882 0 181
TRADEWEB MARKETS INC-CLASS A CL A 892672106 12,996 351,451 SH   DFND 1 351,451 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 464 38,158 SH   DFND 1 38,158 0 0
TRANSALTA CORP COMSTK 89346D107 251 38,635 SH   DFND 1 38,635 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 66 97,946 SH   DFND 1 97,946 0 0
TRANSCAT INC COM 893529107 2,532 98,868 SH   DFND 1 98,868 0 0
TRANSCONTINENTAL REALTY INV COM NEW 893617209 778 25,070 SH   DFND 1 25,070 0 0
TRANSDIGM GROUP INC COM 893641100 385,402 741,349 SH   DFND 1 739,048 0 2,301
TRANSENTERIX INC COM NEW 89366M201 1,447 2,335,498 SH   DFND 1 2,330,825 0 4,673
TRANSGLOBE ENERGY CORP COM 893662106 111 84,684 SH   DFND 1 84,684 0 0
TRANSLATE BIO INC COM 89374L104 5,044 509,004 SH   DFND 1 509,004 0 0
TRANSMEDICS GROUP INC COM 89377M109 1,959 82,489 SH   DFND 1 82,489 0 0
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TRANSPORTADOR GAS SUR-SP B SPONSORED ADS B 893870204 1,460 173,151 SH   DFND 1 173,151 0 0
TRANSUNION COM 89400J107 141,953 1,751,517 SH   DFND 1 1,751,517 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 259 21,149 SH   DFND 1 21,149 0 0
TRAVELERS COS INC/THE COM 89417E109 518,591 3,493,830 SH   DFND 1 3,480,899 0 12,931
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TRAVELZOO COM NEW 89421Q205 23 2,172 SH   DFND 1 2 2,172 0 0
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TREEHOUSE FOODS INC COM 89469A104 33,451 603,279 SH   DFND 1 589,182 0 14,097
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TREVENA INC COM 89532E109 646 668,494 SH   DFND 1 668,494 0 0
TREVI THERAPEUTICS INC COM 89532M101 186 41,482 SH   DFND 1 41,482 0 0
TREX COMPANY INC COM 89531P105 67,102 737,959 SH   DFND 1 723,304 0 14,655
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TRIBUNE PUBLISHING CO COM 89609W107 2,454 286,059 SH   DFND 1 286,059 0 0
TRICIDA INC COM 89610F101 10,870 352,124 SH   DFND 1 352,124 0 0
TRICO BANCSHARES COM 896095106 13,402 369,217 SH   DFND 1 369,217 0 0
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 31 102,725 SH   DFND 1 102,725 0 0
TRIMAS CORP COM NEW 896215209 18,684 609,600 SH   DFND 1 609,600 0 0
TRIMBLE INC COM 896239100 112,068 2,889,480 SH   DFND 1 2,826,322 0 63,158
TRIMBLE INC COM 896239100 269 6,943 SH   DFND 1 2 6,943 0 0
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TRINE ACQUISITION CORP-CW24 *W EXP 03/31/202 89628U116 79 100,000 SH   DFND 1 2 100,000 0 0
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TRINET GROUP INC COM 896288107 186 3,002 SH   DFND 1 2 3,002 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 16 13,909 SH   DFND 1 13,909 0 0
TRINITY INDUSTRIES INC COM 896522109 21,471 1,091,038 SH   DFND 1 1,065,378 0 25,660
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TRISTATE CAPITAL HLDGS INC COM 89678F100 6,709 318,886 SH   DFND 1 318,886 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 22,800 673,763 SH   DFND 1 673,763 0 0
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TRUSTCO BANK CORP NY COM 898349105 10,911 1,338,806 SH   DFND 1 1,338,806 0 0
TRUSTMARK CORP COM 898402102 30,444 892,535 SH   DFND 1 876,381 0 16,154
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TTEC HOLDINGS INC COM 89854H102 10,593 221,247 SH   DFND 1 221,247 0 0
TTM TECHNOLOGIES COM 87305R109 16,046 1,315,832 SH   DFND 1 1,315,832 0 0
TTMI 1.75 12/15/20 NOTE 1.750%12/1 87305RAD1 5,999 4,500,000 PRN   DFND 1 2 4,500,000 0 0
TUCOWS INC-CLASS A COM NEW 898697206 3,053 56,376 SH   DFND 1 56,376 0 0
TUESDAY MORNING CORP COM NEW 899035505 566 360,523 SH   DFND 1 360,523 0 0
TUNIU CORP-SPON ADR SPONSORED ADS A 89977P106 54 18,382 SH   DFND 1 18,382 0 0
TUPPERWARE BRANDS CORP COM 899896104 11,453 721,717 SH   DFND 1 721,717 0 0
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 41 7,175 SH   DFND 1 5,554 0 1,621
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 550 95,192 SH   DFND 1 2 95,192 0 0
TURNING POINT BRANDS INC COM 90041L105 2,513 108,986 SH   DFND 1 108,986 0 0
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TURTLE BEACH CORP COM NEW 900450206 890 76,318 SH   DFND 1 76,097 0 221
TUTOR PERINI CORP COM 901109108 7,186 501,530 SH   DFND 1 501,530 0 0
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TWIST BIOSCIENCE CORP COM 90184D100 7,243 303,343 SH   DFND 1 303,343 0 0
TWITTER INC COM 90184L102 453,602 11,027,588 SH   DFND 1 10,991,146 0 36,442
TWITTER INC COM 90184L102 26 651 SH   DFND 1 2 651 0 0
TWO HARBORS INVESTMENT CORP COM NEW 90187B408 46,179 3,486,085 SH   DFND 1 3,481,720 0 4,365
TWO RIVER BANCORP COM 90207C105 1,196 57,650 SH   DFND 1 57,650 0 0
TYLER TECHNOLOGIES INC COM 902252105 104,243 397,119 SH   DFND 1 387,441 0 9,678
TYME TECHNOLOGIES INC COM 90238J103 862 724,709 SH   DFND 1 724,709 0 0
TYSON FOODS INC-CL A CL A 902494103 412,356 4,793,954 SH   DFND 1 4,778,097 0 15,857
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U S ENERGY CORP - WYOMING COM NEW 911805208 9 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 119 59,912 SH   DFND 1 59,912 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 22,730 174,115 SH   DFND 1 174,115 0 0
UBER TECHNOLOGIES INC COM 90353T100 49,565 1,628,075 SH   DFND 1 1,628,075 0 0
UBER TECHNOLOGIES INC COM 90353T100 111 3,671 SH   DFND 1 2 3,671 0 0
UBIQUITI INC COM 90353W103 17,934 151,656 SH   DFND 1 151,656 0 0
UBS GROUP AG-REG SHS H42097107 1,493 132,054 SH   DFND 1 128,759 0 3,295
UDR INC COM 902653104 266,729 5,508,573 SH   DFND 1 5,495,005 0 13,568
UFP TECHNOLOGIES INC COM 902673102 3,589 92,985 SH   DFND 1 92,985 0 0
UFP TECHNOLOGIES INC COM 902673102 101 2,626 SH   DFND 1 2 2,626 0 0
UGI CORP COM 902681105 144,294 2,871,970 SH   DFND 1 2,818,640 0 53,330
UGI CORP COM 902681105 14 293 SH   DFND 1 2 293 0 0
ULTA BEAUTY INC COM 90384S303 225,769 902,084 SH   DFND 1 897,038 0 5,046
ULTA BEAUTY INC COM 90384S303 25 101 SH   DFND 1 2 101 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 7,856 536,822 SH   DFND 1 536,822 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 16 1,128 SH   DFND 1 2 1,128 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 31,301 731,679 SH   DFND 1 731,679 0 0
ULTRALIFE CORP COM 903899102 902 104,258 SH   DFND 1 104,258 0 0
UMB FINANCIAL CORP COM 902788108 40,589 628,509 SH   DFND 1 617,678 0 10,831
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UMPQUA HOLDINGS CORP COM 904214103 43,061 2,616,100 SH   DFND 1 2,559,106 0 56,994
UNDER ARMOUR INC-CLASS A CL A 904311107 55,523 2,789,102 SH   DFND 1 2,780,459 0 8,643
UNDER ARMOUR INC-CLASS A CL A 904311107 36 1,843 SH   DFND 1 2 1,843 0 0
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UNIFI INC COM NEW 904677200 4,136 188,708 SH   DFND 1 188,708 0 0
UNIFIRST CORP/MA COM 904708104 58,139 297,967 SH   DFND 1 297,967 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,853 30,878 SH   DFND 1 29,150 0 1,728
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1,948 32,415 SH   DFND 1 30,503 0 1,912
UNION BANKSHARES INC /VT COM 905400107 1,552 49,183 SH   DFND 1 49,183 0 0
UNION PACIFIC CORP COM 907818108 1,521,434 9,404,889 SH   DFND 1 9,370,604 0 34,285
UNION PACIFIC CORP COM 907818108 41 254 SH   DFND 1 2 254 0 0
UNIQURE NV SHS N90064101 1,464 37,211 SH   DFND 1 37,211 0 0
UNISYS CORP COM NEW 909214306 4,786 644,164 SH   DFND 1 642,587 0 1,577
UNISYS CORP COM NEW 909214306 18 2,436 SH   DFND 1 2 2,436 0 0
UNIT CORP COM 909218109 2,410 713,067 SH   DFND 1 713,067 0 0
UNITED AIRLINES HOLDINGS INC COM 910047109 313,425 3,549,223 SH   DFND 1 3,528,835 0 20,388
UNITED AIRLINES HOLDINGS INC COM 910047109 108 1,228 SH   DFND 1 2 1,228 0 0
UNITED BANCORP INC/OHIO COM 909911109 464 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 51,904 1,370,590 SH   DFND 1 1,343,912 0 26,678
UNITED COMMUNITY BANKS/GA COM 90984P303 29,979 1,057,474 SH   DFND 1 1,057,474 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 6,941 643,959 SH   DFND 1 643,959 0 0
UNITED FINANCIAL BANCORP INC COM 910304104 9,511 697,811 SH   DFND 1 697,811 0 0
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UNITED INSURANCE HOLDINGS CO COM 910710102 4,589 328,088 SH   DFND 1 328,088 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 310 135,497 SH   DFND 1 122,631 0 12,866
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 1,633 781,496 SH   DFND 1 2 781,496 0 0
UNITED NATURAL FOODS INC COM 911163103 7,615 661,042 SH   DFND 1 658,591 0 2,451
UNITED PARCEL SERVICE-CL B CL B 911312106 1,075,812 8,992,768 SH   DFND 1 8,959,368 0 33,400
UNITED RENTALS INC COM 911363109 144,658 1,162,437 SH   DFND 1 1,158,616 0 3,821
UNITED SECURITY BANCSHARE/CA COM 911460103 1,275 121,222 SH   DFND 1 121,222 0 0
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UNITED TECHNOLOGIES CORP COM 913017109 1,518,774 11,143,955 SH   DFND 1 11,103,821 0 40,134
UNITED TECHNOLOGIES CORP COM 913017109 2,737 20,052 SH   DFND 1 2 20,052 0 0
UNITED THERAPEUTICS CORP COM 91307C102 40,951 513,499 SH   DFND 1 502,500 0 10,999
UNITED THERAPEUTICS CORP COM 91307C102 75 949 SH   DFND 1 2 949 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,799,012 12,899,857 SH   DFND 1 12,853,869 0 45,988
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UNITIL CORP COM 913259107 12,269 193,406 SH   DFND 1 193,406 0 0
UNITY BANCORP INC COM 913290102 2,444 110,368 SH   DFND 1 110,368 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 2,003 328,399 SH   DFND 1 328,399 0 0
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URBAN EDGE PROPERTIES COM 91704F104 36,644 1,851,674 SH   DFND 1 1,822,800 0 28,874
URBAN ONE INC CL D NON VTG 91705J204 329 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 23,596 840,019 SH   DFND 1 822,326 0 17,693
UROGEN PHARMA LTD COM M96088105 2,615 109,764 SH   DFND 1 109,764 0 0
UROVANT SCIENCES LTD SHS G9381B108 795 83,962 SH   DFND 1 83,962 0 0
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US BANCORP COM NEW 902973304 1,121,034 20,290,621 SH   DFND 1 20,219,731 0 70,890
US BANCORP COM NEW 902973304 207 3,750 SH   DFND 1 2 3,750 0 0
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USANA HEALTH SCIENCES INC COM 90328M107 14,189 207,481 SH   DFND 1 207,481 0 0
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UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 63 21,290 SH   DFND 1 21,290 0 0
UXIN LTD - ADR ADS 91818X108 253 103,512 SH   DFND 1 103,512 0 0
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VALARIS PLC SHS CLASS A G9402V109 7,030 1,461,573 SH   DFND 1 1,461,573 0 0
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VALERO ENERGY CORP COM 91913Y100 492,578 5,788,421 SH   DFND 1 5,769,205 0 19,216
VALHI INC COM 918905100 679 357,454 SH   DFND 1 357,454 0 0
VALLEY NATIONAL BANCORP COM 919794107 48,232 4,437,181 SH   DFND 1 4,351,969 0 85,212
VALMONT INDUSTRIES COM 920253101 32,639 235,763 SH   DFND 1 230,337 0 5,426
VALUE LINE INC COM 920437100 559 24,606 SH   DFND 1 24,606 0 0
VALVOLINE INC COM 92047W101 47,958 2,139,047 SH   DFND 1 2,091,842 0 47,205
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VASCULAR BIOGENICS LTD COM M96883109 15 11,422 SH   DFND 1 11,422 0 0
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VBI VACCINES INC COM NEW 91822J103 688 1,460,776 SH   DFND 1 1,460,776 0 0
VECTOIQ ACQUISITION CO-CW23 *W EXP 05/11/202 92243N111 972 1,360,334 SH   DFND 1 2 1,360,334 0 0
VECTOR GROUP LTD COM 92240M108 20,936 1,757,874 SH   DFND 1 1,757,874 0 0
VECTOR GROUP LTD COM 92240M108 11 927 SH   DFND 1 2 927 0 0
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VECTRUS INC COM 92242T101 97 2,396 SH   DFND 1 2 2,396 0 0
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 322 37,191 SH   DFND 1 35,608 0 1,583
VEECO INSTRUMENTS INC COM 922417100 7,700 659,296 SH   DFND 1 659,296 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 266,888 1,748,854 SH   DFND 1 1,748,854 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 2,061 13,498 SH   DFND 1 2 13,498 0 0
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VENTAS INC COM 92276F100 534,228 7,323,799 SH   DFND 1 7,304,375 0 19,424
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VEON LTD SPONSORED ADR 91822M106 2,697 1,123,906 SH   DFND 1 2 1,123,906 0 0
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VERICEL CORP COM 92346J108 9,125 602,714 SH   DFND 1 602,231 0 483
VERINT SYSTEMS INC COM 92343X100 48,718 1,138,826 SH   DFND 1 1,138,826 0 0
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VERISIGN INC COM 92343E102 68 363 SH   DFND 1 2 363 0 0
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VERMILION ENERGY INC COM 923725105 380 22,795 SH   DFND 1 22,795 0 0
VERMILION ENERGY INC COMSTK 923725105 4,091 233,641 SH   DFND 1 233,641 0 0
VERMILLION INC COM NEW 92407M206 118 220,509 SH   DFND 1 220,509 0 0
VERRA MOBILITY CORP COM 92511U102 20,974 1,461,645 SH   DFND 1 1,461,645 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 2,121 143,725 SH   DFND 1 143,725 0 0
VERSO CORP - A CL A 92531L207 5,533 446,998 SH   DFND 1 445,283 0 1,715
VERSUM MATERIALS INC COM 92532W103 59,293 1,120,223 SH   DFND 1 1,092,583 0 27,640
VERSUM MATERIALS INC COM 92532W103 1,002 18,944 SH   DFND 1 2 18,944 0 0
VERTEX ENERGY INC COM 92534K107 103 90,518 SH   DFND 1 90,518 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 584,223 3,454,386 SH   DFND 1 3,432,081 0 22,305
VERTEX PHARMACEUTICALS INC COM 92532F100 456 2,692 SH   DFND 1 2 2,692 0 0
VERU INC COM 92536C103 582 269,451 SH   DFND 1 269,451 0 0
VF CORP COM 918204108 374,462 4,215,659 SH   DFND 1 4,200,509 0 15,150
VGR V1.75 04/15/20 FRNT 4/1 92240MBC1 5,196 5,000,000 PRN   DFND 1 2 5,000,000 0 0
VIACOM INC-CLASS A CL A 92553P102 2,207 84,074 SH   DFND 1 84,074 0 0
VIACOM INC-CLASS B CL B 92553P201 137,232 5,713,837 SH   DFND 1 5,696,975 0 16,862
VIACOM INC-CLASS B CL B 92553P201 1,491 62,061 SH   DFND 1 2 62,061 0 0
VIAD CORP COM NEW 92552R406 17,320 257,931 SH   DFND 1 257,931 0 0
VIASAT INC COM 92552V100 49,557 657,960 SH   DFND 1 643,507 0 14,453
VIAVI SOLUTIONS INC COM 925550105 42,548 3,038,068 SH   DFND 1 3,038,068 0 0
VIAVI SOLUTIONS INC COM 925550105 279 19,950 SH   DFND 1 2 19,950 0 0
VICI PROPERTIES INC COM 925652109 111,956 4,942,881 SH   DFND 1 4,942,881 0 0
VICOR CORP COM 925815102 6,855 232,219 SH   DFND 1 232,219 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 1,755 114,170 SH   DFND 1 114,170 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 452 29,401 SH   DFND 1 2 29,401 0 0
VIEWRAY INC COM 92672L107 2,451 845,352 SH   DFND 1 845,352 0 0
VIKING THERAPEUTICS INC COM 92686J106 5,420 787,851 SH   DFND 1 787,851 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 310 8,883 SH   DFND 1 8,883 0 0
VILLAGE FARMS INTERNATIONAL COM 92707Y108 223 24,746 SH   DFND 1 24,746 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 2,926 110,624 SH   DFND 1 110,624 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 296 11,206 SH   DFND 1 2 11,206 0 0
VINCE HOLDING CORP COM NEW 92719W207 616 32,474 SH   DFND 1 32,474 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,146 41,438 SH   DFND 1 41,438 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADS A 92763W103 9,310 1,047,013 SH   DFND 1 1,046,648 0 365
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADS A 92763W103 741 83,157 SH   DFND 1 2 83,157 0 0
VIRCO MFG CORPORATION COM 927651109 80 20,801 SH   DFND 1 20,801 0 0
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VIRTU FINANCIAL INC-CLASS A CL A 928254101 12,300 751,861 SH   DFND 1 751,861 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 10,035 90,760 SH   DFND 1 90,760 0 0
VIRTUS TOTAL RETURN FUND INC COM 92837G100 775 68,902 SH   DFND 1 2 68,902 0 0
VIRTUSA CORP COM 92827P102 14,056 390,246 SH   DFND 1 390,246 0 0
VIRTUSA CORP COM 92827P102 65 1,821 SH   DFND 1 2 1,821 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 4,551,129 26,494,203 SH   DFND 1 26,411,116 0 83,087
VISA INC-CLASS A SHARES COM CL A 92826C839 87 509 SH   DFND 1 2 509 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 29,036 1,715,097 SH   DFND 1 1,681,899 0 33,198
VISHAY PRECISION GROUP COM 92835K103 4,820 147,240 SH   DFND 1 147,240 0 0
VISHAY PRECISION GROUP COM 92835K103 237 7,246 SH   DFND 1 2 7,246 0 0
VISTA OUTDOOR INC COM 928377100 4,573 738,890 SH   DFND 1 738,890 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 180 168,852 SH   DFND 1 168,852 0 0
VISTEON CORP COM NEW 92839U206 30,989 375,451 SH   DFND 1 368,439 0 7,012
VISTRA ENERGY CORP COM 92840M102 151,961 5,687,756 SH   DFND 1 5,681,141 0 6,615
VISTRA ENERGY CORP COM 92840M102 71 2,673 SH   DFND 1 2 2,673 0 0
VITAMIN SHOPPE INC COM 92849E101 900 138,040 SH   DFND 1 138,040 0 0
VIVINT SOLAR INC COM 92854Q106 3,638 556,319 SH   DFND 1 556,319 0 0
VIVUS INC COM NEW 928551308 322 83,909 SH   DFND 1 83,909 0 0
VMWARE INC-CLASS A CL A COM 928563402 129,960 865,466 SH   DFND 1 865,466 0 0
VMWARE INC-CLASS A CL A COM 928563402 210 1,404 SH   DFND 1 2 1,404 0 0
VNE 4 06/01/24 NOTE 4.000% 6/0 92336XAA7 2,956 3,000,000 PRN   DFND 1 2 3,000,000 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 9,721 394,380 SH   DFND 1 394,380 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 14,338 720,146 SH   DFND 1 718,679 0 1,467
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 16 840 SH   DFND 1 2 840 0 0
VOLITIONRX LTD COM 928661107 1,107 197,047 SH   DFND 1 197,047 0 0
VOLITIONRX LTD COM 928661107 113 20,218 SH   DFND 1 2 20,218 0 0
VOLT INFO SCIENCES INC COM 928703107 200 63,589 SH   DFND 1 63,589 0 0
VONAGE HOLDINGS CORP COM 92886T201 31,997 2,831,627 SH   DFND 1 2,831,627 0 0
VONAGE HOLDINGS CORP COM 92886T201 34 3,023 SH   DFND 1 2 3,023 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 193,856 3,048,613 SH   DFND 1 3,041,259 0 7,354
VORNADO REALTY TRUST SH BEN INT 929042109 49 775 SH   DFND 1 2 775 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 636 135,478 SH   DFND 1 135,478 0 0
VOYA ASIA PAC HI DVD EQ INC COM 92912J102 836 98,646 SH   DFND 1 2 98,646 0 0
VOYA FINANCIAL INC COM 929089100 84,172 1,547,341 SH   DFND 1 1,547,341 0 0
VOYA GLBL EQTY DVD & PRM OPP COM 92912T100 751 125,246 SH   DFND 1 2 125,246 0 0
VOYA INFRASTRUCTURE INDUSTRI COM 92912X101 2,124 185,505 SH   DFND 1 2 185,505 0 0
VOYA NATURAL RESOURCES EQUIT COM 92913C106 154 39,361 SH   DFND 1 2 39,361 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 6,547 380,448 SH   DFND 1 380,448 0 0
VSE CORP COM 918284100 4,161 122,061 SH   DFND 1 122,061 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 174 112,897 SH   DFND 1 112,897 0 0
VULCAN MATERIALS CO COM 929160109 298,547 1,977,098 SH   DFND 1 1,970,960 0 6,138
VUZIX CORP COM NEW 92921W300 548 240,715 SH   DFND 1 240,715 0 0
W&T OFFSHORE INC COM 92922P106 5,060 1,157,919 SH   DFND 1 1,157,919 0 0
WABASH NATIONAL CORP COM 929566107 10,829 746,364 SH   DFND 1 746,364 0 0
WABASH NATIONAL CORP COM 929566107 79 5,471 SH   DFND 1 2 5,471 0 0
WABCO HOLDINGS INC COM 92927K102 77,713 581,410 SH   DFND 1 581,410 0 0
WABCO HOLDINGS INC COM 92927K102 2,675 20,000 SH   DFND 1 2 20,000 0 0
WABTEC CORP COM 929740108 190,092 2,649,596 SH   DFND 1 2,641,111 0 8,485
WADDELL & REED FINANCIAL-A CL A 930059100 22,170 1,290,484 SH   DFND 1 1,289,105 0 1,379
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WAITR HOLDINGS INC COM 930752100 1,005 782,135 SH   DFND 1 782,135 0 0
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WALGREENS BOOTS ALLIANCE INC COM 931427108 400 7,242 SH   DFND 1 2 7,242 0 0
WALKER & DUNLOP INC COM 93148P102 25,105 448,876 SH   DFND 1 448,659 0 217
WALKER & DUNLOP INC COM 93148P102 58 1,054 SH   DFND 1 2 1,054 0 0
WALMART INC COM 931142103 2,440,887 20,597,360 SH   DFND 1 20,528,568 0 68,792
WALMART INC COM 931142103 4 37 SH   DFND 1 2 37 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 3,308,126 25,422,953 SH   DFND 1 25,336,335 0 86,618
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WARRIOR MET COAL INC COM 93627C101 136 7,000 SH   DFND 1 2 7,000 0 0
WASHINGTON FEDERAL INC COM 938824109 41,806 1,130,222 SH   DFND 1 1,110,306 0 19,916
WASHINGTON PRIME GROUP INC COM 93964W108 12,667 3,059,722 SH   DFND 1 3,055,550 0 4,172
WASHINGTON REIT SH BEN INT 939653101 34,756 1,270,340 SH   DFND 1 1,270,340 0 0
WASHINGTON TRUST BANCORP COM 940610108 10,109 209,272 SH   DFND 1 209,272 0 0
WASTE CONNECTIONS INC COM 94106B101 11,014 121,680 SH   DFND 1 121,009 0 671
WASTE CONNECTIONS INC COMSTK 94106B101 33 368 SH   DFND 1 2 368 0 0
WASTE CONNECTIONS INC COMSTK 94106B101 2,658 25,581 SH   DFND 1 25,581 0 0
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WASTE MANAGEMENT INC COM 94106L109 36 319 SH   DFND 1 2 319 0 0
WATERS CORP COM 941848103 218,444 979,726 SH   DFND 1 976,629 0 3,097
WATERS CORP COM 941848103 135 607 SH   DFND 1 2 607 0 0
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WATSCO INC COM 942622200 66,101 390,716 SH   DFND 1 382,535 0 8,181
WATTS WATER TECHNOLOGIES-A CL A 942749102 32,960 351,659 SH   DFND 1 351,659 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 5,765 280,822 SH   DFND 1 280,822 0 0
WAYFAIR INC- CLASS A CL A 94419L101 69,789 622,909 SH   DFND 1 622,909 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 260 17,318 SH   DFND 1 17,318 0 0
WD-40 CO COM 929236107 36,096 196,668 SH   DFND 1 196,668 0 0
WDAY 0.25 10/01/22 NOTE 0.250%10/0 98138HAF8 6,554 5,000,000 PRN   DFND 1 2 5,000,000 0 0
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WEC ENERGY GROUP INC COM 92939U106 488,536 5,144,450 SH   DFND 1 5,128,920 0 15,530
WEC ENERGY GROUP INC COM 92939U106 6 72 SH   DFND 1 2 72 0 0
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 8,388 188,229 SH   DFND 1 188,193 0 36
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 60,728 2,084,750 SH   DFND 1 2,054,412 0 30,338
WEIS MARKETS INC COM 948849104 7,320 191,945 SH   DFND 1 191,945 0 0
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WELLCARE HEALTH PLANS INC COM 94946T106 188,133 727,083 SH   DFND 1 724,758 0 2,325
WELLCARE HEALTH PLANS INC COM 94946T106 927 3,580 SH   DFND 1 2 3,580 0 0
WELLS FARGO & CO COM 949746101 2,840,999 56,403,947 SH   DFND 1 56,209,029 0 194,918
WELLTOWER INC COM 95040Q104 703,639 7,771,615 SH   DFND 1 7,752,835 0 18,780
WENDY'S CO/THE COM 95058W100 40,895 2,046,828 SH   DFND 1 2,000,524 0 46,304
WERNER ENTERPRISES INC COM 950755108 21,889 620,108 SH   DFND 1 609,000 0 11,108
WESBANCO INC COM 950810101 28,741 769,108 SH   DFND 1 769,108 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 8,589 780,114 SH   DFND 1 780,114 0 0
WESCO INTERNATIONAL INC COM 95082P105 21,150 442,760 SH   DFND 1 442,760 0 0
WESCO INTERNATIONAL INC COM 95082P105 129 2,714 SH   DFND 1 2 2,714 0 0
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WEST PHARMACEUTICAL SERVICES COM 955306105 117,754 830,307 SH   DFND 1 811,808 0 18,499
WEST PHARMACEUTICAL SERVICES COM 955306105 26 188 SH   DFND 1 2 188 0 0
WESTAMERICA BANCORPORATION COM 957090103 22,443 360,947 SH   DFND 1 360,947 0 0
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 82 60,615 SH   DFND 1 60,615 0 0
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WESTERN ASSET EMRG MRKT DBT COM 95766A101 1,084 78,078 SH   DFND 1 2 78,078 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 6,348 657,883 SH   DFND 1 657,883 0 0
WESTERN DIGITAL CORP COM 958102105 276,925 4,646,168 SH   DFND 1 4,620,049 0 26,119
WESTERN NEW ENGLAND BANCORP COM 958892101 2,966 311,248 SH   DFND 1 311,248 0 0
WESTERN UNION CO COM 959802109 145,318 6,281,904 SH   DFND 1 6,257,401 0 24,503
WESTLAKE CHEMICAL CORP COM 960413102 23,804 363,566 SH   DFND 1 363,566 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 1,443 72,204 SH   DFND 1 67,868 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 192 70,640 SH   DFND 1 70,640 0 0
WESTROCK CO COM 96145D105 149,807 4,115,944 SH   DFND 1 4,102,351 0 13,593
WESTWOOD HOLDINGS GROUP INC COM 961765104 3,126 113,002 SH   DFND 1 113,002 0 0
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WEX INC COM 96208T104 89,971 445,249 SH   DFND 1 434,394 0 10,855
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WEYERHAEUSER CO COM 962166104 310,305 11,219,728 SH   DFND 1 11,185,126 0 34,602
WHEATON PRECIOUS METALS CORP COM 962879102 207 7,899 SH   DFND 1 7,266 0 633
WHEATON PRECIOUS METALS CORP COMSTK 962879102 14,798 558,633 SH   DFND 1 558,633 0 0
WHEATON PRECIOUS METALS CORP COMSTK 962879102 16 640 SH   DFND 1 2 640 0 0
WHEELER REAL ESTATE INVESTME COM NEW 963025705 88 56,779 SH   DFND 1 56,779 0 0
WHIRLPOOL CORP COM 963320106 152,329 963,426 SH   DFND 1 960,228 0 3,198
WHITE MOUNTAINS INSURANCE GP COM G9618E107 36,061 33,390 SH   DFND 1 33,390 0 0
WHITESTONE REIT COM 966084204 6,791 493,580 SH   DFND 1 493,580 0 0
WHITING PETROLEUM CORP COM NEW 966387409 10,767 1,340,883 SH   DFND 1 1,340,883 0 0
WHLR 8 3/4 PERP S-D PFD CNV SER D 963025606 1,625 114,500 PRN   DFND 1 2 114,500 0 0
WIDEOPENWEST INC COM 96758W101 2,251 365,434 SH   DFND 1 365,434 0 0
WIDEPOINT CORP COM 967590100 107 340,820 SH   DFND 1 340,820 0 0
WILEY (JOHN) & SONS-CLASS A CL A 968223206 20,588 468,562 SH   DFND 1 457,517 0 11,045
WILLDAN GROUP INC COM 96924N100 4,584 130,679 SH   DFND 1 130,679 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 8,504 417,692 SH   DFND 1 417,692 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 918 45,134 SH   DFND 1 2 45,134 0 0
WILLIAMS COS INC COM 969457100 433,769 18,031,640 SH   DFND 1 17,975,438 0 56,202
WILLIAMS-SONOMA INC COM 969904101 56,338 828,752 SH   DFND 1 809,067 0 19,685
WILLIS LEASE FINANCE CORP COM 970646105 2,637 47,621 SH   DFND 1 47,621 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 391,404 2,031,339 SH   DFND 1 2,020,286 0 11,053
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WILLSCOT CORP COM 971375126 10,059 645,670 SH   DFND 1 645,670 0 0
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WINNEBAGO INDUSTRIES COM 974637100 14,569 379,906 SH   DFND 1 379,906 0 0
WINNEBAGO INDUSTRIES COM 974637100 146 3,819 SH   DFND 1 2 3,819 0 0
WINTRUST FINANCIAL CORP COM 97650W108 42,029 650,306 SH   DFND 1 636,087 0 14,219
WINTRUST FINANCIAL CORP COM 97650W108 14 232 SH   DFND 1 2 232 0 0
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 264 72,405 SH   DFND 1 64,907 0 7,498
WIRELESS TELECOM GROUP INC COM 976524108 67 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 8,849 1,693,774 SH   DFND 1 1,693,774 0 0
WIX.COM LTD SHS M98068105 23,790 204,150 SH   DFND 1 204,150 0 0
WNS HOLDINGS LTD-ADR SPON ADR 92932M101 5,035 85,713 SH   DFND 1 85,713 0 0
WOLVERINE WORLD WIDE INC COM 978097103 29,711 1,051,358 SH   DFND 1 1,051,358 0 0
WOODWARD INC COM 980745103 71,447 662,595 SH   DFND 1 648,478 0 14,117
WOODWARD INC COM 980745103 80 749 SH   DFND 1 2 749 0 0
WOORI FINANCIAL-SPON ADR SPONSORED ADS 981064108 568 18,225 SH   DFND 1 15,867 0 2,358
WORKDAY INC-CLASS A CL A 98138H101 247,447 1,457,105 SH   DFND 1 1,450,645 0 6,460
WORKDAY INC-CLASS A CL A 98138H101 31 187 SH   DFND 1 2 187 0 0
WORKHORSE GROUP INC COM NEW 98138J206 1,664 475,675 SH   DFND 1 475,675 0 0
WORKIVA INC COM CL A 98139A105 22,532 514,078 SH   DFND 1 514,078 0 0
WORLD ACCEPTANCE CORP COM 981419104 11,322 88,800 SH   DFND 1 88,800 0 0
WORLD FUEL SERVICES CORP COM 981475106 32,804 821,337 SH   DFND 1 804,937 0 16,400
WORLD FUEL SERVICES CORP COM 981475106 520 13,042 SH   DFND 1 2 13,042 0 0
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 35,166 494,257 SH   DFND 1 482,327 0 11,930
WORTHINGTON INDUSTRIES COM 981811102 21,015 582,947 SH   DFND 1 573,565 0 9,382
WP CAREY INC COM 92936U109 159,853 1,787,320 SH   DFND 1 1,787,320 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 344 5,502 SH   DFND 1 5,052 0 450
WPX ENERGY INC COM 98212B103 47,595 4,494,375 SH   DFND 1 4,388,423 0 105,952
WPX ENERGY INC COM 98212B103 58 5,487 SH   DFND 1 2 5,487 0 0
WR BERKLEY CORP COM 084423102 129,511 1,790,905 SH   DFND 1 1,754,607 0 36,298
WR GRACE & CO COM 38388F108 37,370 559,770 SH   DFND 1 559,770 0 0
WR GRACE & CO COM 38388F108 118 1,781 SH   DFND 1 2 1,781 0 0
WRAP TECHNOLOGIES INC COM 98212N107 428 104,996 SH   DFND 1 104,996 0 0
WRIGHT MEDICAL GROUP NV ORD SHS N96617118 33,938 1,645,082 SH   DFND 1 1,645,082 0 0
WSFS FINANCIAL CORP COM 929328102 30,805 698,545 SH   DFND 1 698,545 0 0
WTR 6 04/30/22 UNIT 04/30/2022 03836W202 18,168 300,000 PRN   DFND 1 2 300,000 0 0
WW GRAINGER INC COM 384802104 208,551 702,902 SH   DFND 1 700,572 0 2,330
WW GRAINGER INC COM 384802104 2 8 SH   DFND 1 2 8 0 0
WW INTERNATIONAL INC COM 98262P101 29,759 786,867 SH   DFND 1 774,927 0 11,940
WYNDHAM DESTINATIONS INC COM 98310W108 67,533 1,467,487 SH   DFND 1 1,441,813 0 25,674
WYNDHAM HOTELS & RESORTS INC COM 98311A105 52,111 1,007,187 SH   DFND 1 982,609 0 24,578
WYNN RESORTS LTD COM 983134107 158,411 1,459,329 SH   DFND 1 1,450,611 0 8,718
WYNN RESORTS LTD COM 983134107 384 3,541 SH   DFND 1 2 3,541 0 0
X4 PHARMACEUTICALS INC COM 98420X103 1,455 114,532 SH   DFND 1 114,532 0 0
XAN 4.5 08/15/22 NOTE 4.500% 8/1 76120WAC8 9,726 9,392,000 PRN   DFND 1 2 9,392,000 0 0
XBIOTECH INC COM 98400H102 3,179 303,932 SH   DFND 1 303,932 0 0
XCEL BRANDS INC COM NEW 98400M101 80 41,881 SH   DFND 1 41,881 0 0
XCEL ENERGY INC COM 98389B100 585,037 9,019,455 SH   DFND 1 8,974,862 0 44,593
XENCOR INC COM 98401F105 22,035 653,298 SH   DFND 1 653,298 0 0
XENIA HOTELS & RESORTS INC COM 984017103 44,694 2,116,219 SH   DFND 1 2,116,219 0 0
XENON PHARMACEUTICALS INC COM 98420N105 173 19,242 SH   DFND 1 19,242 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 3,327 338,510 SH   DFND 1 338,510 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 112,737 3,773,759 SH   DFND 1 3,761,793 0 11,966
XEROX HOLDINGS CORP COM NEW 98421M106 335 11,225 SH   DFND 1 2 11,225 0 0
XILINX INC COM 983919101 455,498 4,753,930 SH   DFND 1 4,731,912 0 22,018
XILINX INC COM 983919101 1,086 11,331 SH   DFND 1 2 11,331 0 0
XINYUAN REAL ESTATE CO L-ADR SPONS ADR 98417P105 67 16,693 SH   DFND 1 2 16,693 0 0
XOMA CORP COM NEW 98419J206 1,151 58,965 SH   DFND 1 58,965 0 0
XPERI CORP COM 98421B100 13,731 664,023 SH   DFND 1 663,840 0 183
XPERI CORP COM 98421B100 155 7,528 SH   DFND 1 2 7,528 0 0
XPO LOGISTICS INC COM 983793100 69,767 975,527 SH   DFND 1 952,405 0 23,122
XUNLEI LTD-ADR SPONSORED ADR 98419E108 44 19,309 SH   DFND 1 19,309 0 0
XYLEM INC COM 98419M100 204,580 2,573,712 SH   DFND 1 2,565,333 0 8,379
YAMANA GOLD INC COMSTK 98462Y100 553 174,641 SH   DFND 1 174,641 0 0
YAMANA GOLD INC COMSTK 98462Y100 18 5,784 SH   DFND 1 2 5,784 0 0
YANDEX NV-A SHS CLASS A N97284108 7,910 225,952 SH   DFND 1 225,952 0 0
YANDEX NV-A SHS CLASS A N97284108 108 3,086 SH   DFND 1 2 3,086 0 0
YATRA ONLINE INC ORD SHS G98338109 231 56,191 SH   DFND 1 56,191 0 0
YELP INC CL A 985817105 34,061 980,179 SH   DFND 1 963,966 0 16,213
YELP INC CL A 985817105 1,177 33,896 SH   DFND 1 2 33,896 0 0
YETI HOLDINGS INC COM 98585X104 8,369 298,925 SH   DFND 1 298,925 0 0
YEXT INC COM 98585N106 20,202 1,271,375 SH   DFND 1 1,271,375 0 0
YIELD10 BIOSCIENCE INC COM NEW 98585K201 29 59,164 SH   DFND 1 59,164 0 0
Y-MABS THERAPEUTICS INC COM 984241109 5,321 204,202 SH   DFND 1 204,202 0 0
YORK WATER CO COM 987184108 7,790 178,446 SH   DFND 1 178,446 0 0
YORK WATER CO COM 987184108 184 4,221 SH   DFND 1 2 4,221 0 0
YOUNGEVITY INTERNATIONAL INC COM NEW 987537206 449 100,526 SH   DFND 1 100,526 0 0
YPF S.A.-SPONSORED ADR SPON ADR CL D 984245100 3,719 404,550 SH   DFND 1 404,550 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,353 448,091 SH   DFND 1 446,888 0 1,203
YUM CHINA HOLDINGS INC COM 98850P109 89,881 1,983,423 SH   DFND 1 1,982,523 0 900
YUM CHINA HOLDINGS INC COM 98850P109 35 780 SH   DFND 1 2 780 0 0
YUM! BRANDS INC COM 988498101 493,607 4,354,929 SH   DFND 1 4,340,833 0 14,096
YUM! BRANDS INC COM 988498101 58 517 SH   DFND 1 2 517 0 0
YY INC-ADR SPONSORED ADS A 98426T106 9,584 171,253 SH   DFND 1 171,119 0 134
YY INC-ADR SPONSORED ADS A 98426T106 33 595 SH   DFND 1 2 595 0 0
ZAFGEN INC COM 98885E103 191 259,374 SH   DFND 1 259,231 0 143
ZAGG INC COM 98884U108 2,332 372,054 SH   DFND 1 371,115 0 939
ZAI LAB LTD-ADR ADR 98887Q104 591 18,292 SH   DFND 1 18,292 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 79,168 2,337,062 SH   DFND 1 2,337,062 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,009 29,792 SH   DFND 1 2 29,792 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 135,313 656,081 SH   DFND 1 642,452 0 13,629
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 236 1,148 SH   DFND 1 2 1,148 0 0
ZEDGE INC-CL B CL B 98923T104 113 68,028 SH   DFND 1 68,028 0 0
ZENDESK INC COM 98936J101 80,573 1,105,560 SH   DFND 1 1,105,560 0 0
ZILLOW GROUP INC - A CL A 98954M101 14,538 492,065 SH   DFND 1 492,065 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 41,008 1,376,146 SH   DFND 1 1,376,146 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 422,487 3,082,586 SH   DFND 1 3,073,049 0 9,537
ZIMMER BIOMET HOLDINGS INC COM 98956P102 38 281 SH   DFND 1 2 281 0 0
ZION OIL & GAS INC COM 989696109 124 491,807 SH   DFND 1 491,807 0 0
ZIONS BANCORP NA COM 989701107 130,891 2,944,204 SH   DFND 1 2,935,989 0 8,215
ZIONS BANCORPORATION-CW20 *W EXP 05/21/202 989701115 17,310 1,513,146 SH   DFND 1 2 1,513,146 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 8,930 2,086,512 SH   DFND 1 2,085,623 0 889
ZIX CORP COM 98974P100 5,348 738,759 SH   DFND 1 738,759 0 0
ZOETIS INC CL A 98978V103 803,450 6,459,008 SH   DFND 1 6,436,847 0 22,161
ZOGENIX INC COM NEW 98978L204 22,420 559,965 SH   DFND 1 559,965 0 0
ZOOM VIDEO COMMUNICATIONS-A CL A 98980L101 15,162 198,983 SH   DFND 1 198,983 0 0
ZOSANO PHARMA CORP COM NEW 98979H202 175 112,279 SH   DFND 1 112,279 0 0
ZOVIO INC COM 98979V102 373 189,698 SH   DFND 1 189,698 0 0
ZSCALER INC COM 98980G102 33,591 710,778 SH   DFND 1 710,778 0 0
ZTO EXPRESS CAYMAN INC-ADR SPONSORED ADS A 98980A105 26,238 1,234,522 SH   DFND 1 1,234,522 0 0
ZUMIEZ INC COM 989817101 8,296 261,913 SH   DFND 1 261,913 0 0
ZUMIEZ INC COM 989817101 253 8,013 SH   DFND 1 2 8,013 0 0
ZUORA INC - CLASS A COM CL A 98983V106 13,701 910,381 SH   DFND 1 910,381 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 2,077 274,750 SH   DFND 1 274,750 0 0
ZYNEX INC COM 98986M103 2,062 216,827 SH   DFND 1 216,827 0 0
ZYNGA INC - CL A CL A 98986T108 59,217 10,174,840 SH   DFND 1 10,174,840 0 0