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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X GENOMICS INC CL A COM 88025U109 358 4,700 SH   DFND 20 4,700 0 0
500 COM LTD SPON ADR REP A 33829R100 770 89,580 SH   DFND 2,5,20 89,580 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 28,325 1,207,371 SH   DFND 2,5,8,20 1,033,183 0 174,188
DELTA APPAREL INC COM 247368103 2,996 96,324 SH   DFND 2,20 96,324 0 0
DELUXE CORP COM 248019101 71,837 1,439,036 SH   DFND 2,5,6,8,10,11,20 1,297,389 7,967 133,680
DENALI THERAPEUTICS INC COM 24823R105 27,910 1,602,182 SH   DFND 2,5,8,20 1,457,772 0 144,410
DENBURY RES INC COM NEW 247916208 37,077 26,295,533 SH   DFND 2,5,20 24,833,955 13,143 1,448,435
DENNYS CORP COM 24869P104 25,680 1,291,727 SH   DFND 2,5,8,20 1,109,385 0 182,342
DENTSPLY SIRONA INC COM 24906P109 550,700 9,714,353 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,650,157 137,371 926,825
DERMIRA INC COM 24983L104 14,855 979,896 SH   DFND 2,5,8,20 822,299 0 157,597
DESIGNER BRANDS INC CL A 250565108 33,885 2,121,223 SH   DFND 2,5,8,12,20 2,121,223 0 0
DESPEGAR COM CORP ORD SHS G27358103 2,045 151,678 SH   DFND 2,5,20 151,678 0 0
DESTINATION XL GROUP INC COM 25065K104 28 22,082 SH   DFND 20 22,082 0 0
AIRCASTLE LTD COM G0129K104 40,587 1,267,960 SH   DFND 2,5,8,20 1,094,295 2,600 171,065
DEVON ENERGY CORP NEW COM 25179M103 563,239 21,688,072 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,865,829 311,883 1,510,360
DEXCOM INC COM 252131107 444,056 2,030,065 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,761,623 44,090 224,352
DEXCOM INC NOTE 0.750% 5/1 252131AF4 29,819 13,360,000 SH   DFND 2,5 13,360,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 38,433 25,900,000 SH   DFND 2,5 25,900,000 0 0
DHI GROUP INC COM 23331S100 3,001 997,104 SH   DFND 2,20 997,104 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 14,057 1,697,715 SH   DFND 2,5,20 1,420,007 0 277,708
DIAGEO P L C SPON ADR NEW 25243Q205 2,208 13,110 SH   DFND 1,20 13,110 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 9,807 69,824 SH   DFND 2,5,8,20 59,812 0 10,012
DIAMOND OFFSHORE DRILLING IN COM 25271C102 23,980 3,335,147 SH   DFND 2,5,8,12,20 3,138,111 2,974 194,062
DIAMOND S SHIPPING INC COM Y20676105 6,989 417,484 SH   DFND 2,5,20 417,484 0 0
AIRGAIN INC COM 00938A104 1,570 146,849 SH   DFND 2,20 146,849 0 0
DIAMONDBACK ENERGY INC COM 25278X109 780,121 8,401,045 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,784,845 80,980 535,220
DIAMONDROCK HOSPITALITY CO COM 252784301 114,524 10,221,153 SH   DFND 2,5,8,10,13,20 9,338,736 51,208 831,209
DIANA SHIPPING INC COM Y2066G104 36 11,551 SH   DFND 2,20 11,551 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 36,532 1,658,270 SH   DFND 2,5,8,20 1,494,393 0 163,877
DICKS SPORTING GOODS INC COM 253393102 87,841 1,774,928 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,687,477 1,857 85,594
DIEBOLD NXDF INC COM 253651103 24,242 2,295,661 SH   DFND 2,5,8,20 2,061,758 2,012 231,891
DIGI INTL INC COM 253798102 13,193 744,546 SH   DFND 2,5,20 672,167 0 72,379
DIGIMARC CORP NEW COM 25381B101 8,944 266,520 SH   DFND 2,5,8,20 232,242 0 34,278
DIGITAL RLTY TR INC COM 253868103 1,655,635 13,700,405 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,464,745 164,605 1,071,055
DIGITAL TURBINE INC COM NEW 25400W102 13,175 1,847,792 SH   DFND 2,5,8,20 1,847,792 0 0
AK STL HLDG CORP COM 001547108 56,707 17,236,219 SH   DFND 2,5,12,13,20 16,322,439 5,075 908,705
DILLARDS INC CL A 254067101 29,961 406,925 SH   DFND 2,5,6,8,11,12,13,20 371,556 349 35,020
DIME CMNTY BANCSHARES COM 253922108 22,448 1,074,573 SH   DFND 2,5,8,20 982,796 874 90,903
DINE BRANDS GLOBAL INC COM 254423106 40,795 484,090 SH   DFND 2,5,8,20 427,669 3,647 52,774
DIODES INC COM 254543101 81,859 1,452,182 SH   DFND 2,5,8,20 1,323,821 1,663 126,698
DIPLOMAT PHARMACY INC COM 25456K101 8,178 2,044,470 SH   DFND 2,5,8,20 1,862,664 0 181,806
DISCOVER FINL SVCS COM 254709108 1,180,282 13,915,133 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,458,535 233,699 1,222,899
DISCOVERY INC COM SER A 25470F104 243,253 7,429,846 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,553,333 100,831 775,682
DISCOVERY INC COM SER C 25470F302 596,591 19,566,781 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,234,458 378,053 2,954,270
DISH NETWORK CORP CL A 25470M109 397,582 11,208,969 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,173,481 156,373 879,115
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 29,387 31,950,000 SH   DFND 2,5 31,950,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 624,152 7,225,652 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,173,970 181,584 870,098
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 94,273 96,402,000 SH   DFND 2,5 96,402,000 0 0
DISNEY WALT CO COM DISNEY 254687106 10,823,337 74,386,874 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 60,818,501 1,295,850 12,272,523
DMC GLOBAL INC COM 23291C103 22,994 510,229 SH   DFND 2,5,8,20 468,073 0 42,156
DOCUSIGN INC COM 256163106 196,164 2,646,933 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,472,509 0 174,424
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 24,165 19,425,000 SH   DFND 2,5 19,425,000 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 60,801 883,729 SH   DFND 2,5,8,13,19,20 806,943 562 76,224
DOLLAR GEN CORP NEW COM 256677105 1,770,257 11,349,258 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,981,780 389,604 977,874
DOLLAR TREE INC COM 256746108 981,642 10,437,445 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,311,496 139,587 986,362
DOMINION ENERGY INC COM 25746U109 3,693,420 44,595,752 SH   DFND 2,5,6,8,10,11,12,13,19,20 40,631,281 425,390 3,539,081
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 44,918 422,000 SH   DFND 2 422,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 40,901 36,975,000 SH   DFND 2,5 36,975,000 0 0
DOMINOS PIZZA INC COM 25754A201 394,242 1,341,963 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,213,463 28,688 99,812
DOMO INC COM CL B 257554105 7,667 352,993 SH   DFND 2,5,8,20 305,120 0 47,873
DOMTAR CORP COM NEW 257559203 58,598 1,514,200 SH   DFND 2,5,6,8,11,12,13,19,20 1,430,884 550 82,766
DONALDSON INC COM 257651109 324,511 5,631,922 SH   DFND 2,5,6,8,11,13,19,20 5,460,145 1,696 170,081
DONEGAL GROUP INC CL A 257701201 3,755 253,350 SH   DFND 2,5,8,13,20 227,760 0 25,590
DONNELLEY FINL SOLUTIONS INC COM 25787G100 10,257 979,649 SH   DFND 2,5,8,20 885,719 504 93,426
DONNELLEY R R & SONS CO COM 257867200 8,788 2,224,856 SH   DFND 2,5,8,20 2,024,893 1,344 198,619
DORIAN LPG LTD SHS USD Y2106R110 8,468 547,007 SH   DFND 2,5,20 461,110 0 85,897
DORMAN PRODUCTS INC COM 258278100 62,997 831,970 SH   DFND 2,5,8,20 748,015 100 83,855
DOUGLAS DYNAMICS INC COM 25960R105 27,115 493,008 SH   DFND 2,5,8,20 414,272 8,300 70,436
AKCEA THERAPEUTICS INC COM 00972L107 11,258 664,610 SH   DFND 2,5,8,20 621,050 0 43,560
DOUGLAS EMMETT INC COM 25960P109 351,287 7,951,102 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,529,648 44,066 377,388
DOUYU INTERNATIONAL HLDNGS L SPONSORED ADS 25985W105 639 75,446 SH   DFND 2 75,446 0 0
DOVER CORP COM 260003108 908,658 7,883,553 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,137,813 166,379 579,361
DOW INC COM 260557103 1,989,212 36,345,925 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,345,925 0 0
DR REDDYS LABS LTD ADR 256135203 29,870 736,066 SH   DFND 1,2,5,8,12,13,19,20 708,292 0 27,774
DRIL QUIP INC COM 262037104 60,615 1,292,159 SH   DFND 2,5,6,8,20 1,179,665 496 111,998
DRIVE SHACK INC COM 262077100 3,943 1,077,279 SH   DFND 2,5,20 924,416 0 152,863
DROPBOX INC CL A 26210C104 81,523 4,551,799 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,551,799 0 0
DSP GROUP INC COM 23332B106 10,325 655,987 SH   DFND 2,5,20 655,987 0 0
DTE ENERGY CO COM 233331107 1,329,552 10,160,610 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,326,287 160,721 673,602
AKEBIA THERAPEUTICS INC COM 00972D105 21,753 3,441,996 SH   DFND 2,5,8,20 3,071,871 1,272 368,853
DTE ENERGY CO UNIT 11/01/2022S 233331842 35,390 690,000 SH   DFND 2 690,000 0 0
DUCOMMUN INC DEL COM 264147109 22,839 451,987 SH   DFND 2,5,8,20 420,087 0 31,900
DUKE ENERGY CORP NEW COM NEW 26441C204 3,635,139 39,854,611 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 36,262,257 488,872 3,103,482
DUKE REALTY CORP COM NEW 264411505 837,121 24,145,390 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,020,253 318,089 1,807,048
DULUTH HLDGS INC COM CL B 26443V101 2,200 208,897 SH   DFND 2,5,8,20 167,708 0 41,189
DUNKIN BRANDS GROUP INC COM 265504100 146,040 1,933,275 SH   DFND 2,5,6,8,11,13,20 1,826,057 900 106,318
DUPONT DE NEMOURS INC COM 26614N102 2,481,875 38,658,492 SH   DFND 2,5,6,8,10,11,12,13,19,20 38,658,492 0 0
DURECT CORP COM 266605104 534 140,581 SH   DFND 2,5,20 140,581 0 0
DXC TECHNOLOGY CO COM 23355L106 417,070 11,033,765 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,929,438 171,516 932,811
DXP ENTERPRISES INC NEW COM NEW 233377407 19,138 480,734 SH   DFND 2,5,8,20 433,327 0 47,407
AKERO THERAPEUTICS INC COM 00973Y108 1,953 88,014 SH   DFND 2,20 88,014 0 0
DYCOM INDS INC COM 267475101 46,282 981,584 SH   DFND 2,5,6,8,11,13,20 886,064 805 94,715
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 13,695 14,135,000 SH   DFND 2,5 14,135,000 0 0
DYNATRACE INC COM 268150109 18,225 720,350 SH   DFND 2,19,20 720,350 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 19,692 3,442,677 SH   DFND 2,5,8,20 3,184,115 0 258,562
DYNEX CAP INC COM 26817Q886 9,885 578,324 SH   DFND 2,5,8,20 578,324 0 0
E L F BEAUTY INC COM 26856L103 8,335 516,758 SH   DFND 2,5,8,20 440,867 0 75,891
E TRADE FINANCIAL CORP COM NEW 269246401 448,465 9,884,615 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,849,357 161,014 874,244
EAGLE BANCORP INC MD COM 268948106 57,090 1,173,973 SH   DFND 2,5,8,20 1,067,608 800 105,565
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3,596 781,712 SH   DFND 2,20 647,648 0 134,064
EAGLE MATERIALS INC COM 26969P108 93,289 1,027,868 SH   DFND 2,5,6,11,13,19,20 974,301 738 52,829
AKORN INC COM 009728106 5,057 3,371,517 SH   DFND 2,5,8,13,20 3,057,285 2,800 311,432
EAGLE PHARMACEUTICALS INC COM 269796108 36,684 610,591 SH   DFND 2,5,8,20 579,000 0 31,591
EARTHSTONE ENERGY INC CL A 27032D304 2,171 343,011 SH   DFND 2,20 281,027 0 61,984
EAST WEST BANCORP INC COM 27579R104 293,852 6,033,920 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,557,723 121,522 354,675
EASTERLY GOVT PPTYS INC COM 27616P103 91,081 3,838,223 SH   DFND 2,5,6,8,10,19,20 3,519,175 19,500 299,548
EASTERN CO COM 276317104 2,670 87,454 SH   DFND 2,20 75,230 0 12,224
EASTGROUP PPTY INC COM 277276101 284,625 2,133,284 SH   DFND 2,5,6,8,10,11,19,20 1,973,082 10,029 150,173
EASTMAN CHEMICAL CO COM 277432100 505,233 6,322,546 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,498,581 95,175 728,790
EASTMAN KODAK CO COM NEW 277461406 234 50,264 SH   DFND 2,20 50,264 0 0
EATON CORP PLC SHS G29183103 1,730,318 18,267,712 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,047,242 469,493 1,750,977
EATON VANCE CORP COM NON VTG 278265103 460,504 9,863,022 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,252,062 166,059 444,901
51JOB INC SPONSORED ADS 316827104 46,397 546,493 SH   DFND 1,2,5,8,10,11,12,13,19,20 454,656 10,500 81,337
AKOUSTIS TECHNOLOGIES INC COM 00973N102 3,407 425,919 SH   DFND 2,20 425,919 0 0
EBAY INC COM 278642103 1,280,635 35,464,818 SH   DFND 2,5,6,8,10,11,12,13,19,20 31,055,834 639,198 3,769,786
EBIX INC COM NEW 278715206 24,147 722,748 SH   DFND 2,5,8,20 650,289 500 71,959
ECHO GLOBAL LOGISTICS INC COM 27875T101 18,166 877,573 SH   DFND 2,5,8,20 792,726 0 84,847
ECHOSTAR CORP CL A 278768106 31,510 727,555 SH   DFND 2,5,8,13,20 670,440 307 56,808
ECOLAB INC COM 278865100 2,206,569 11,406,173 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,120,901 171,730 1,113,542
ECOPETROL S A SPONSORED ADS 279158109 38,514 1,881,432 SH   DFND 2,5,10,13,19,20 1,726,373 111,406 43,653
EDGEWELL PERS CARE CO COM 28035Q102 55,622 1,796,571 SH   DFND 2,5,6,8,11,12,13,20 1,629,780 850 165,941
EDISON INTL COM 281020107 2,061,617 27,110,949 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,875,510 6,938,775 1,296,664
EDITAS MEDICINE INC COM 28106W103 58,920 1,989,858 SH   DFND 2,5,8,20 1,833,440 0 156,418
EDWARDS LIFESCIENCES CORP COM 28176E108 2,080,231 8,916,931 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,899,256 219,839 797,836
ALAMO GROUP INC COM 011311107 35,857 285,599 SH   DFND 2,5,8,20 254,225 0 31,374
EGAIN CORP COM NEW 28225C806 3,374 425,967 SH   DFND 2,5,20 361,204 0 64,763
EHEALTH INC COM 28238P109 59,149 615,622 SH   DFND 2,5,8,20 550,859 0 64,763
EIDOS THERAPEUTICS INC COM 28249H104 12,441 216,778 SH   DFND 2,5,8,20 192,231 0 24,547
EIGER BIOPHARMACEUTICALS INC COM 28249U105 6,594 442,550 SH   DFND 2,5,20 442,550 0 0
EKSO BIONICS HLDGS INC COM NEW 282644202 10 26,600 SH   DFND 20 26,600 0 0
EL PASO ELEC CO COM NEW 283677854 91,990 1,354,986 SH   DFND 2,5,8,20 1,232,945 500 121,541
EL POLLO LOCO HLDGS INC COM 268603107 8,648 571,232 SH   DFND 2,5,8,20 516,566 0 54,666
ELANCO ANIMAL HEALTH INC COM 28414H103 299,435 10,167,561 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,929,265 0 238,296
ELASTIC N V ORD SHS N14506104 35,618 553,927 SH   DFND 2,5,8,19,20 528,119 0 25,808
ELBIT SYS LTD ORD M3760D101 486 3,126 SH   DFND 2 3,126 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 88 14,566 SH   DFND 20 14,566 0 0
ELDORADO GOLD CORP NEW COM 284902509 705 87,847 SH   DFND 8,20 87,847 0 0
ELDORADO RESORTS INC COM 28470R102 119,948 2,011,201 SH   DFND 2,5,6,8,20 1,811,943 0 199,258
ELECTROCORE INC COM 28531P103 337 211,849 SH   DFND 2,20 187,746 0 24,103
ELECTRONIC ARTS INC COM 285512109 1,426,490 13,268,443 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,013,697 198,777 1,055,969
ELEMENT SOLUTIONS INC COM 28618M106 33,789 2,892,881 SH   DFND 2,5,8,20 2,892,881 0 0
ELEVATE CREDIT INC COM 28621V101 1,331 299,120 SH   DFND 2,20 257,045 0 42,075
ELLINGTON FINANCIAL INC COM 28852N109 13,435 727,387 SH   DFND 2,5,8,20 727,387 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 480 43,120 SH   DFND 2,20 43,120 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 3,089 419,738 SH   DFND 2,5,20 346,761 0 72,977
EMBRAER S A SPONSORED ADS 29082A107 11,292 579,358 SH   DFND 2,8,10,19,20 501,239 69,354 8,765
ALARM COM HLDGS INC COM 011642105 46,625 1,085,054 SH   DFND 2,5,8,20 973,776 0 111,278
EMCOR GROUP INC COM 29084Q100 155,920 1,806,726 SH   DFND 2,5,6,8,10,11,12,13,20 1,632,051 1,018 173,657
EMCORE CORP COM NEW 290846203 67 22,165 SH   DFND 20 22,165 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 6,279 595,165 SH   DFND 2,5,8,20 534,039 0 61,126
EMERGENT BIOSOLUTIONS INC COM 29089Q105 111,347 2,063,889 SH   DFND 2,5,8,20 1,916,861 900 146,128
EMERSON ELEC CO COM 291011104 2,232,687 29,277,303 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,239,293 616,284 2,421,726
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 1,182 84,918 SH   DFND 2 84,918 0 0
EMPIRE ST RLTY TR INC CL A 292104106 70,522 5,051,723 SH   DFND 2,5,8,10,20 4,704,280 36,984 310,459
EMPLOYERS HOLDINGS INC COM 292218104 41,722 999,341 SH   DFND 2,5,8,19,20 906,751 0 92,590
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 359 57,400 SH   DFND 5,20 57,400 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 51,330 830,853 SH   DFND 2,5,8,20 777,125 0 53,728
ALASKA AIR GROUP INC COM 011659109 260,691 3,847,833 SH   DFND 2,5,6,10,11,12,13,19,20 3,500,788 555 346,490
ENBRIDGE INC COM 29250N105 79,306 1,993,952 SH   DFND 1,2,5,10,12,19,20 1,682,107 258,872 52,973
ENCANA CORP COM 292505104 5,471 1,166,608 SH   DFND 2,5,20 1,166,608 0 0
ENCOMPASS HEALTH CORP COM 29261A100 166,646 2,395,958 SH   DFND 2,5,6,8,11,13,20 2,270,880 1,452 123,626
ENCORE CAP GROUP INC COM 292554102 31,550 892,242 SH   DFND 2,5,8,20 795,809 900 95,533
ENCORE WIRE CORP COM 292562105 35,557 619,458 SH   DFND 2,5,8,20 554,766 400 64,292
ENDO INTL PLC SHS G30401106 39,025 8,320,810 SH   DFND 2,5,8,13,20 7,627,032 6,160 687,618
ENDURANCE INTL GROUP HLDGS I COM 29272B105 6,807 1,448,257 SH   DFND 2,5,8,20 1,237,916 0 210,341
ENEL AMERICAS S A SPONSORED ADR 29274F104 60,667 5,525,193 SH   DFND 2,5,8,10,13,19,20 5,344,553 0 180,640
ENEL CHILE S A SPONSORED ADR 29278D105 10,576 2,226,481 SH   DFND 2,5,8,10,13,19,20 2,142,276 0 84,205
ENERGIZER HLDGS INC NEW COM 29272W109 76,836 1,529,990 SH   DFND 2,5,6,8,11,13,20 1,455,866 650 73,474
ALASKA COMMUNICATIONS SYS GR COM 01167P101 54 30,563 SH   DFND 20 30,563 0 0
ENERGOUS CORP COM 29272C103 757 427,491 SH   DFND 2,5,20 355,961 0 71,530
ENERGY FOCUS INC COM NEW 29268T300 5 10,200 SH   DFND 20 10,200 0 0
ENERGY FUELS INC COM NEW 292671708 3,339 1,748,052 SH   DFND 2,5,6,20 1,467,982 0 280,070
ENERGY RECOVERY INC COM 29270J100 7,425 758,413 SH   DFND 2,5,8,20 645,854 0 112,559
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1,472 114,709 SH   DFND 2,20 114,709 0 0
ENERSYS COM 29275Y102 99,656 1,331,764 SH   DFND 2,5,6,8,11,13,20 1,197,559 605 133,600
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 3,682 600,700 SH   DFND 5,8,19,20 562,675 3,325 34,700
ENNIS INC COM 293389102 12,552 579,784 SH   DFND 2,5,8,20 499,569 1,458 78,757
ENOCHIAN BIOSCIENCES INC COM 29350E104 308 61,441 SH   DFND 2,20 61,441 0 0
ENOVA INTL INC COM 29357K103 23,726 986,136 SH   DFND 2,5,8,20 885,746 0 100,390
ALBANY INTL CORP CL A 012348108 67,836 891,176 SH   DFND 2,5,8,20 795,369 136 95,671
ENPHASE ENERGY INC COM 29355A107 49,047 1,877,056 SH   DFND 2,5,8,20 1,611,915 0 265,141
ENPRO INDS INC COM 29355X107 42,383 633,715 SH   DFND 2,5,8,20 568,516 843 64,356
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 18,410 25,480,000 SH   DFND 2,5 25,480,000 0 0
ENSIGN GROUP INC COM 29358P101 70,279 1,547,297 SH   DFND 2,5,8,20 1,389,666 1,400 156,231
ENSTAR GROUP LIMITED SHS G3075P101 59,743 288,810 SH   DFND 2,5,8,19,20 252,470 300 36,040
ENTEGRA FINL CORP COM 29363J108 3,340 110,753 SH   DFND 2,13,20 94,432 0 16,321
ENTEGRIS INC COM 29362U104 85,276 1,702,452 SH   DFND 2,5,8,13,19,20 1,567,302 2,169 132,981
ENTERCOM COMMUNICATIONS CORP CL A 293639100 14,357 3,094,098 SH   DFND 2,5,8,13,20 2,706,379 0 387,719
ENTERGY CORP NEW COM 29364G103 1,362,643 11,374,316 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,274,289 103,156 996,871
ENTERPRISE BANCORP INC MASS COM 293668109 5,980 176,548 SH   DFND 2,5,20 150,736 0 25,812
ALBEMARLE CORP COM 012653101 548,276 7,469,623 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,037,530 54,878 377,215
ENTERPRISE FINL SVCS CORP COM 293712105 30,871 640,340 SH   DFND 2,5,8,20 521,920 0 118,420
ENTRAVISION COMMUNICATIONS C CL A 29382R107 3,161 1,206,470 SH   DFND 2,5,20 1,024,019 0 182,451
ENVESTNET INC COM 29404K106 71,112 1,021,280 SH   DFND 2,5,8,20 873,199 1,000 147,081
ENVISTA HLDGS CORP COM 29415F104 44,878 1,514,088 SH   DFND 2,5,8,10,20 1,514,088 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 799 21,425 SH   DFND 20 0 0 21,425
ENZO BIOCHEM INC COM 294100102 2,094 796,152 SH   DFND 2,5,20 672,476 0 123,676
EOG RES INC COM 26875P101 2,362,173 28,201,688 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,816,050 388,328 1,997,310
EPAM SYS INC COM 29414B104 233,659 1,101,332 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,037,792 800 62,740
EPIZYME INC COM 29428V104 60,616 2,464,076 SH   DFND 2,5,8,20 2,236,140 0 227,936
EPLUS INC COM 294268107 34,771 412,521 SH   DFND 2,5,8,20 371,436 0 41,085
ALBIREO PHARMA INC COM 01345P106 4,922 193,626 SH   DFND 2,5,20 163,568 0 30,058
EPR PPTYS COM SH BEN INT 26884U109 209,371 2,948,293 SH   DFND 2,5,6,8,10,11,13,19,20 2,751,060 21,540 175,693
EQT CORP COM 26884L109 157,163 14,418,578 SH   DFND 2,5,6,8,11,12,13,20 12,323,197 2,922 2,092,459
EQUIFAX INC COM 294429105 666,477 4,756,475 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,273,959 65,876 416,640
EQUINIX INC COM 29444U700 2,036,214 3,488,459 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,093,877 42,326 352,256
EQUINOR ASA SPONSORED ADR 29446M102 1,059 53,189 SH   DFND 1,20 53,189 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 71,858 5,378,626 SH   DFND 2,5,6,8,11,12,13,19,20 5,184,736 2,337 191,553
EQUITY BANCSHARES INC COM CL A 29460X109 10,183 329,864 SH   DFND 2,5,8,20 276,790 0 53,074
EQUITY COMWLTH COM SH BEN INT 294628102 160,788 4,897,579 SH   DFND 2,5,8,10,13,19,20 4,609,780 31,549 256,250
EQUITY LIFESTYLE PPTYS INC COM 29472R108 589,997 8,345,858 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,897,560 46,698 401,600
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,952,293 23,959,308 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,565,740 284,143 2,109,425
ALCOA CORP COM 013872106 81,799 3,802,828 SH   DFND 2,5,8,12,13,19,20 3,579,299 2,121 221,408
ERA GROUP INC COM 26885G109 5,826 572,833 SH   DFND 2,20 520,460 0 52,373
ERIE INDTY CO CL A 29530P102 127,093 765,623 SH   DFND 2,5,6,8,10,11,12,13,19,20 734,660 700 30,263
EROS INTL PLC SHS NEW G3788M114 3,597 1,060,915 SH   DFND 2,5,20 864,816 0 196,099
ESCALADE INC COM 296056104 1,586 161,381 SH   DFND 2,20 138,431 0 22,950
ESCO TECHNOLOGIES INC COM 296315104 69,602 751,805 SH   DFND 2,5,8,20 673,982 21 77,802
ESPERION THERAPEUTICS INC NE COM 29664W105 65,683 1,101,509 SH   DFND 2,5,8,20 1,024,895 900 75,714
ESQUIRE FINL HLDGS INC COM 29667J101 2,542 97,508 SH   DFND 2,20 81,581 0 15,927
ESSA BANCORP INC COM 29667D104 2,692 158,833 SH   DFND 2,6,20 137,014 0 21,819
ESSENT GROUP LTD COM G3198U102 121,825 2,343,230 SH   DFND 2,5,8,10,13,20 2,048,186 1,700 293,344
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 76,003 3,034,863 SH   DFND 2,5,8,10,20 2,807,491 0 227,372
58 COM INC SPON ADR REP A 31680Q104 123,769 1,912,074 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,553,546 48,803 309,725
ALDEYRA THERAPEUTICS INC COM 01438T106 2,424 417,207 SH   DFND 2,20 357,578 0 59,629
ESSEX PPTY TR INC COM 297178105 1,528,052 5,046,587 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,690,511 49,181 306,895
ETHAN ALLEN INTERIORS INC COM 297602104 16,778 880,251 SH   DFND 2,5,8,20 805,225 1,000 74,026
ETSY INC COM 29786A106 123,779 2,794,100 SH   DFND 2,5,6,8,11,13,19,20 2,673,389 1,600 119,111
EURONAV NV ANTWERPEN SHS B38564108 577 45,930 SH   DFND 8,20 30,449 0 15,481
EURONET WORLDWIDE INC COM 298736109 103,903 659,453 SH   DFND 2,5,8,13,19,20 594,841 800 63,812
EVANS BANCORP INC COM NEW 29911Q208 3,661 91,291 SH   DFND 2,20 66,378 0 24,913
EVELO BIOSCIENCES INC COM 299734103 930 228,980 SH   DFND 2,20 195,271 0 33,709
EVENTBRITE INC COM CL A 29975E109 15,898 788,179 SH   DFND 2,5,8,20 788,179 0 0
EVERBRIDGE INC COM 29978A104 55,243 707,516 SH   DFND 2,5,8,20 610,520 0 96,996
EVERCORE INC CLASS A 29977A105 71,613 957,899 SH   DFND 2,5,6,8,11,13,20 909,942 300 47,657
ALECTOR INC COM 014442107 17,932 1,040,743 SH   DFND 2,20 1,040,743 0 0
EVEREST RE GROUP LTD COM G3223R108 589,297 2,128,654 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,916,190 26,415 186,049
EVERGY INC COM 30034W106 803,241 12,340,471 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,441,082 168,641 730,748
EVERI HLDGS INC COM 30034T103 18,998 1,414,615 SH   DFND 2,5,8,20 1,213,596 0 201,019
EVERQUOTE INC COM CL A 30041R108 5,837 169,926 SH   DFND 2,5,20 169,926 0 0
EVERSOURCE ENERGY COM 30040W108 1,548,963 18,208,105 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,705,432 253,922 1,248,751
EVERTEC INC COM 30040P103 62,564 1,837,959 SH   DFND 2,5,8,20 1,649,169 900 187,890
EVI INDUSTRIES INC COM 26929N102 1,511 55,871 SH   DFND 2,20 47,112 0 8,759
EVO PMTS INC CL A COM 26927E104 19,825 750,651 SH   DFND 2,5,8,20 648,139 0 102,512
EVOFEM BIOSCIENCES INC COM 30048L104 1,728 280,114 SH   DFND 2,20 280,114 0 0
EVOLENT HEALTH INC CL A 30050B101 13,493 1,490,992 SH   DFND 2,5,8,20 1,279,767 0 211,225
ALERUS FINL CORP COM 01446U103 668 29,198 SH   DFND 2,20 29,198 0 0
EVOLUS INC COM 30052C107 3,628 298,146 SH   DFND 2,5,8,20 256,302 0 41,844
EVOLUTION PETROLEUM CORP COM 30049A107 2,851 521,155 SH   DFND 2,20 444,357 0 76,798
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 29,945 1,580,229 SH   DFND 2,5,8,20 1,349,597 0 230,632
EXACT SCIENCES CORP COM 30063P105 346,436 3,746,065 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,574,967 1,874 169,224
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 26,795 23,600,000 SH   DFND 2,5 23,600,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 18,536 12,775,000 SH   DFND 2,5 12,775,000 0 0
EXAGEN INC COM 30068X103 586 23,065 SH   DFND 2,20 23,065 0 0
EXANTAS CAP CORP COM NEW 30068N105 8,176 676,247 SH   DFND 2,5,8,20 574,714 0 101,533
EXELA TECHNOLOGIES INC COM 30162V102 332 813,883 SH   DFND 2,5,20 669,169 0 144,714
EXELIXIS INC COM 30161Q104 194,912 11,061,947 SH   DFND 2,5,6,8,11,13,19,20 10,688,616 8,870 364,461
ALEXANDER & BALDWIN INC NEW COM 014491104 46,752 2,230,532 SH   DFND 2,5,6,8,11,20 1,983,188 982 246,362
EXELON CORP COM 30161N101 2,738,185 60,061,090 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,603,749 1,042,461 12,414,880
EXLSERVICE HOLDINGS INC COM 302081104 69,694 1,003,372 SH   DFND 2,5,8,19,20 896,383 1,200 105,789
EXONE CO COM 302104104 117 15,718 SH   DFND 2,20 15,718 0 0
EXP WORLD HOLDINGS INC COM 30212W100 3,831 338,105 SH   DFND 2,8,20 338,105 0 0
EXPEDIA GROUP INC COM NEW 30212P303 642,620 5,942,486 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,356,881 94,794 490,811
EXPEDITORS INTL WASH INC COM 302130109 741,702 9,506,562 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,270,487 274,741 961,334
EXPONENT INC COM 30214U102 105,509 1,528,896 SH   DFND 2,5,8,20 1,367,475 584 160,837
EXPRESS INC COM 30219E103 12,060 2,476,428 SH   DFND 2,5,20 2,266,479 0 209,949
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 34,673 2,333,341 SH   DFND 2,5,8,20 2,122,920 4,800 205,621
EXTERRAN CORP COM 30227H106 7,417 947,271 SH   DFND 2,5,8,20 852,676 1,325 93,270
ALEXANDERS INC COM 014752109 23,126 70,005 SH   DFND 2,5,8,10,20 60,648 677 8,680
EXTRA SPACE STORAGE INC COM 30225T102 893,285 8,457,532 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,755,011 94,723 607,798
EXTRACTION OIL AND GAS INC COM 30227M105 4,386 2,069,035 SH   DFND 2,5,20 1,936,324 1,600 131,111
EXTREME NETWORKS INC COM 30226D106 26,828 3,640,122 SH   DFND 2,5,8,20 3,260,813 0 379,309
EXXON MOBIL CORP COM 30231G102 14,115,225 202,281,808 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 180,842,667 2,927,974 18,511,167
EYEPOINT PHARMACEUTICALS INC COM 30233G100 1,705 1,099,951 SH   DFND 2,20 1,099,951 0 0
EZCORP INC CL A NON VTG 302301106 10,046 1,473,044 SH   DFND 2,5,8,20 1,328,918 2,136 141,990
F M C CORP COM NEW 302491303 640,511 6,388,776 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,712,690 64,865 611,221
F5 NETWORKS INC COM 315616102 427,790 3,063,298 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,712,985 90,155 260,158
FABRINET SHS G3323L100 67,590 1,042,417 SH   DFND 2,5,8,20 930,805 0 111,612
FACEBOOK INC CL A 30303M102 19,358,554 94,316,951 SH   DFND 2,5,6,8,10,11,12,13,19,20 82,883,031 2,403,513 9,030,407
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 992,712 6,105,211 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,504,878 84,647 515,686
FACTSET RESH SYS INC COM 303075105 333,983 1,244,812 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,197,308 598 46,906
FAIR ISAAC CORP COM 303250104 254,251 678,581 SH   DFND 2,5,6,8,11,13,19,20 640,463 484 37,634
FALCON MINERALS CORP CL A COM 30607B109 5,285 748,513 SH   DFND 2,5,20 748,513 0 0
FANG HLDGS LTD ADR NEW 30711Y201 70 24,333 SH   DFND 2 24,333 0 0
FANHUA INC SPONSORED ADR 30712A103 8,199 315,718 SH   DFND 1,2,5,20 315,718 0 0
FARFETCH LTD ORD SH CL A 30744W107 645 62,300 SH   DFND 1,19 62,300 0 0
FARMER & MERCHANTS BANCORP I COM 30779N105 5,411 178,520 SH   DFND 2,5,20 147,630 0 30,890
FARMER BROS CO COM 307675108 3,212 213,295 SH   DFND 2,5,20 191,452 0 21,843
FARMERS NATL BANC CORP COM 309627107 9,060 555,121 SH   DFND 2,5,20 477,739 0 77,382
FARMLAND PARTNERS INC COM 31154R109 4,087 598,397 SH   DFND 2,5,20 515,684 0 82,713
ALEXION PHARMACEUTICALS INC COM 015351109 1,185,447 10,961,134 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,826,953 148,357 985,824
FARO TECHNOLOGIES INC COM 311642102 26,171 519,779 SH   DFND 2,5,8,20 467,223 373 52,183
FASTENAL CO COM 311900104 1,124,079 30,421,624 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 27,446,949 898,096 2,076,579
FASTLY INC CL A 31188V100 355 17,665 SH   DFND 2,20 17,665 0 0
FATE THERAPEUTICS INC COM 31189P102 46,657 2,384,132 SH   DFND 2,5,8,20 2,212,365 0 171,767
FB FINL CORP COM 30257X104 15,344 387,561 SH   DFND 2,5,8,20 339,667 0 47,894
FBL FINL GROUP INC CL A 30239F106 12,748 216,320 SH   DFND 2,5,8,20 187,771 400 28,149
FEDERAL AGRIC MTG CORP CL C 313148306 15,863 189,975 SH   DFND 2,5,8,20 161,073 0 28,902
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 872,444 6,723,202 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,316,178 65,628 341,396
FEDERAL SIGNAL CORP COM 313855108 56,428 1,749,699 SH   DFND 2,5,8,20 1,559,963 2,400 187,336
FEDERATED INVS INC PA CL B 314211103 101,132 3,103,165 SH   DFND 2,5,6,8,10,11,12,20 2,805,590 1,397 296,178
ALGONQUIN PWR UTILS CORP COM 015857105 937 65,566 SH   DFND 2 65,566 0 0
FEDEX CORP COM 31428X106 1,523,004 10,029,674 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,976,416 166,404 886,854
FEDNAT HLDG CO COM 31431B109 3,494 210,092 SH   DFND 2,5,20 172,604 0 37,488
FERRARI N V COM N3167Y103 399 2,408 SH   DFND 6,12,20 622 41 1,745
FERRO CORP COM 315405100 36,287 2,446,882 SH   DFND 2,5,8,20 2,206,966 317 239,599
FGL HLDGS ORD SHS G3402M102 43,106 4,047,505 SH   DFND 2,5,8,20 3,628,142 0 419,363
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,138 77,401 SH   DFND 2,6,20 77,401 0 0
FIBROGEN INC COM 31572Q808 113,105 2,637,099 SH   DFND 2,5,8,13,19,20 2,388,583 1,200 247,316
FIDELITY D & D BANCORP INC COM 31609R100 3,257 52,360 SH   DFND 2,20 44,085 0 8,275
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 318,354 7,019,931 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,128,597 295,423 595,911
FIDELITY NATL INFORMATION SV COM 31620M106 3,551,670 25,535,048 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,699,759 409,479 2,425,810
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,969,965 35,607,263 SH   DFND 1,2,5,8,10,11,12,13,19,20 29,030,555 853,324 5,723,384
FIESTA RESTAURANT GROUP INC COM 31660B101 6,430 650,140 SH   DFND 2,5,20 584,771 0 65,369
FIFTH THIRD BANCORP COM 316773100 1,063,850 34,339,705 SH   DFND 2,5,6,8,10,11,12,13,19,20 31,209,442 546,671 2,583,592
FINANCIAL INSTNS INC COM 317585404 11,891 367,573 SH   DFND 2,5,8,20 318,227 0 49,346
FINVOLUTION GROUP SPONSORED ADS 31810T101 2,055 775,578 SH   DFND 2,5,13,20 775,578 0 0
FIREEYE INC COM 31816Q101 46,249 2,797,897 SH   DFND 2,5,8,20 2,543,548 1,300 253,049
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 18,326 18,204,000 SH   DFND 2,5 18,204,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 14,258 14,775,000 SH   DFND 2,5 14,775,000 0 0
FIRST AMERN FINL CORP COM 31847R102 182,059 3,121,726 SH   DFND 2,5,6,8,11,12,13,20 2,985,429 1,685 134,612
FIRST BANCORP INC ME COM 31866P102 5,961 197,183 SH   DFND 2,5,20 168,777 0 28,406
FIRST BANCORP N C COM 318910106 27,031 674,204 SH   DFND 2,5,8,20 587,201 0 87,003
ALICO INC COM 016230104 2,708 75,391 SH   DFND 2,20 64,352 0 11,039
FIRST BANCORP P R COM NEW 318672706 88,029 8,312,448 SH   DFND 2,5,8,20 7,670,133 0 642,315
FIRST BANCSHARES INC MS COM 318916103 13,210 371,891 SH   DFND 2,5,8,20 321,390 0 50,501
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3,685 333,496 SH   DFND 2,20 280,955 0 52,541
FIRST BUS FINL SVCS INC WIS COM 319390100 4,416 167,732 SH   DFND 2,13,20 138,417 0 29,315
FIRST BUSEY CORP COM NEW 319383204 30,313 1,102,304 SH   DFND 2,5,8,20 946,833 0 155,471
FIRST CAPITAL INC COM 31942S104 3,586 49,125 SH   DFND 2,20 49,125 0 0
FIRST CHOICE BANCORP COM 31948P104 4,494 166,678 SH   DFND 2,20 142,543 0 24,135
FIRST CMNTY BANKSHARES INC V COM 31983A103 11,018 355,202 SH   DFND 2,5,8,20 306,282 0 48,920
FIRST COMWLTH FINL CORP PA COM 319829107 46,812 3,226,201 SH   DFND 2,5,8,20 2,927,281 0 298,920
FIRST CTZNS BANCSHARES INC N CL A 31946M103 81,712 153,390 SH   DFND 2,5,8,13,20 144,208 113 9,069
89BIO INC COM 282559103 549 20,864 SH   DFND 2,20 20,864 0 0
ALIGN TECHNOLOGY INC COM 016255101 864,581 3,098,413 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,739,304 79,630 279,479
FIRST DEFIANCE FINL CORP COM 32006W106 13,242 420,504 SH   DFND 2,5,8,20 363,808 0 56,696
FIRST FINANCIAL NORTHWEST IN COM 32022K102 2,262 151,373 SH   DFND 2,20 134,644 0 16,729
FIRST FINL BANCORP OH COM 320209109 90,463 3,555,925 SH   DFND 2,5,8,20 3,243,575 1,282 311,068
FIRST FINL BANKSHARES COM 32020R109 168,047 4,771,232 SH   DFND 2,5,6,8,11,13,20 4,369,620 2,400 399,212
FIRST FINL CORP IND COM 320218100 14,869 325,228 SH   DFND 2,5,8,20 283,879 351 40,998
FIRST FNDTN INC COM 32026V104 15,031 863,854 SH   DFND 2,5,8,20 749,930 0 113,924
FIRST GTY BANCSHARES INC COM 32043P106 1,720 79,023 SH   DFND 2,20 65,581 0 13,442
FIRST HAWAIIAN INC COM 32051X108 78,811 2,731,747 SH   DFND 2,5,8,20 2,581,134 2,300 148,313
FIRST HORIZON NATL CORP COM 320517105 205,846 12,329,025 SH   DFND 2,5,6,8,11,12,13,20 11,942,589 2,907 383,529
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 293,828 7,039,230 SH   DFND 2,5,6,8,10,11,19,20 6,481,945 33,065 524,220
ALJ REGIONAL HLDGS INC COM 001627108 16 13,800 SH   DFND 20 13,800 0 0
FIRST INTERNET BANCORP COM 320557101 3,686 155,074 SH   DFND 2,20 131,196 0 23,878
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 41,777 996,598 SH   DFND 2,5,8,20 883,698 0 112,900
FIRST LONG IS CORP COM 320734106 12,261 488,860 SH   DFND 2,5,8,20 418,933 0 69,927
FIRST MERCHANTS CORP COM 320817109 59,897 1,440,189 SH   DFND 2,5,8,20 1,220,785 0 219,404
FIRST MID BANCSHARES INC COM 320866106 11,244 318,966 SH   DFND 2,5,8,20 281,050 0 37,916
FIRST MIDWEST BANCORP DEL COM 320867104 93,696 4,038,939 SH   DFND 2,5,8,20 3,711,671 1,700 325,568
FIRST NORTHWEST BANCORP COM 335834107 3,474 191,605 SH   DFND 2,20 164,581 0 27,024
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,122,123 9,554,046 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,896,469 80,798 576,779
FIRST SAVINGS FINL GROUP INC COM 33621E109 397 5,920 SH   DFND 2,20 2,285 0 3,635
FIRST SOLAR INC COM 336433107 118,049 2,109,525 SH   DFND 2,5,6,8,11,12,13,19,20 2,009,689 773 99,063
ALKERMES PLC SHS G01767105 94,878 4,650,861 SH   DFND 2,5,8,13,19,20 4,475,956 1,630 173,275
FIRST WESTN FINL INC COM 33751L105 183 11,114 SH   DFND 20 0 0 11,114
FIRSTCASH INC COM 33767D105 106,907 1,325,896 SH   DFND 2,5,6,8,11,13,20 1,193,794 541 131,561
FIRSTENERGY CORP COM 337932107 1,926,498 39,639,882 SH   DFND 2,5,6,8,10,11,12,13,19,20 26,205,482 11,149,707 2,284,693
FISERV INC COM 337738108 2,738,203 23,680,732 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,791,650 543,745 2,345,337
FITBIT INC CL A 33812L102 32,098 4,885,490 SH   DFND 2,5,8,20 4,187,041 0 698,449
FIVE BELOW INC COM 33829M101 164,313 1,285,102 SH   DFND 2,5,6,8,11,13,19,20 1,229,293 700 55,109
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 570 82,048 SH   DFND 5,8,20 82,048 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,876 626,555 SH   DFND 2,5,20 536,853 0 89,702
FIVE9 INC COM 338307101 83,031 1,266,099 SH   DFND 2,5,8,13,20 1,086,004 0 180,095
FLAGSTAR BANCORP INC COM PAR .001 337930705 36,466 953,352 SH   DFND 2,5,8,20 854,091 0 99,261
ALLAKOS INC COM 01671P100 77,210 809,665 SH   DFND 2,5,8,20 750,899 0 58,766
FLEETCOR TECHNOLOGIES INC COM 339041105 984,199 3,420,684 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,062,316 42,969 315,399
FLEX LTD ORD Y2573F102 126,910 10,056,285 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,574,986 554,982 3,926,317
FLEXION THERAPEUTICS INC COM 33938J106 34,484 1,665,898 SH   DFND 2,5,8,20 1,568,247 0 97,651
FLEXSTEEL INDS INC COM 339382103 2,700 134,051 SH   DFND 2,5,20 112,543 0 21,508
FLIR SYS INC COM 302445101 297,642 5,716,185 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,946,898 148,924 620,363
FLOOR & DECOR HLDGS INC CL A 339750101 68,322 1,344,659 SH   DFND 2,5,8,19,20 1,263,050 0 81,609
FLOTEK INDS INC DEL COM 343389102 2,035 1,017,703 SH   DFND 2,5,20 871,425 0 146,278
FLOWERS FOODS INC COM 343498101 102,887 4,732,621 SH   DFND 2,5,6,8,11,12,13,19,20 4,500,996 4,167 227,458
FLOWSERVE CORP COM 34354P105 268,369 5,371,921 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,636,146 82,448 653,327
FLUENT INC COM 34380C102 1,797 718,864 SH   DFND 2,20 638,406 0 80,458
ALLEGHANY CORP DEL COM 017175100 440,619 551,070 SH   DFND 2,5,6,8,10,11,12,13,19,20 504,836 9,697 36,537
FLUIDIGM CORP DEL COM 34385P108 4,906 1,409,638 SH   DFND 2,5,8,20 1,202,597 0 207,041
FLUOR CORP NEW COM 343412102 67,599 3,561,581 SH   DFND 2,5,6,8,11,12,13,19,20 3,420,170 2,243 139,168
FLUSHING FINL CORP COM 343873105 13,019 602,577 SH   DFND 2,5,8,20 518,303 882 83,392
FLWS/1-800 FLOWERS CL A 68243Q106 9,004 620,973 SH   DFND 2,5,8,20 540,926 0 80,047
FLY LEASING LTD SPONSORED ADR 34407D109 507 25,866 SH   DFND 2 25,866 0 0
FNB CORP PA COM 302520101 135,449 10,665,289 SH   DFND 2,5,6,8,11,13,20 10,164,208 2,953 498,128
FNCB BANCORP INC COM 302578109 1,747 206,769 SH   DFND 2,20 206,769 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 162 48,776 SH   DFND 2 48,776 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 17,540 595,168 SH   DFND 2,5,8,20 502,404 0 92,764
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 20,445 216,323 SH   DFND 1,5,8,13,20 209,755 0 6,568
ALLEGHENY TECHNOLOGIES INC COM 01741R102 106,062 5,133,708 SH   DFND 2,5,6,8,11,12,13,20 4,743,230 945 389,533
FOOT LOCKER INC COM 344849104 112,541 2,886,411 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,764,365 1,255 120,791
FORD MTR CO DEL COM 345370860 1,670,551 179,629,126 SH   DFND 2,5,6,8,10,11,12,13,19,20 158,308,037 2,735,964 18,585,125
FORESCOUT TECHNOLOGIES INC COM 34553D101 29,108 887,426 SH   DFND 2,5,8,20 765,303 0 122,123
FORESTAR GROUP INC COM 346232101 3,718 178,307 SH   DFND 2,5,20 152,907 203 25,197
FORMFACTOR INC COM 346375108 58,086 2,236,674 SH   DFND 2,5,8,20 2,009,649 1,294 225,731
FORRESTER RESH INC COM 346563109 13,475 323,148 SH   DFND 2,5,8,20 290,180 1,090 31,878
FORTERRA INC COM 34960W106 4,033 348,898 SH   DFND 2,5,20 289,567 0 59,331
FORTINET INC COM 34959E109 618,591 5,794,225 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,139,685 94,842 559,698
FORTIS INC COM 349553107 1,092 26,184 SH   DFND 20 14,822 3,123 8,239
FORTIVE CORP 5% PFD CNV SER A 34959J207 35,499 36,550 SH   DFND 2 36,550 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 26,561 706,400 SH   DFND 2,5,8,20 641,967 0 64,433
FORTIVE CORP COM 34959J108 894,740 11,712,790 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,590,603 199,299 922,888
FORTRESS BIOTECH INC COM 34960Q109 145 56,513 SH   DFND 20 56,513 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 409,006 6,259,663 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,584,533 95,958 579,172
FORTY SEVEN INC COM 34983P104 16,809 426,959 SH   DFND 2,5,20 377,386 0 49,573
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2,801 1,667,063 SH   DFND 2,5,20 1,394,653 0 272,410
FORWARD AIR CORP COM 349853101 60,692 867,652 SH   DFND 2,5,8,20 779,776 84 87,792
FOSSIL GROUP INC COM 34988V106 12,013 1,524,522 SH   DFND 2,5,8,20 1,385,748 1,924 136,850
FOSTER L B CO COM 350060109 3,374 174,096 SH   DFND 2,20 143,891 0 30,205
FOUNDATION BLDG MATLS INC COM 350392106 9,935 513,428 SH   DFND 2,5,8,20 451,412 0 62,016
FOUR CORNERS PPTY TR INC COM 35086T109 68,503 2,430,060 SH   DFND 2,5,6,8,10,19,20 2,131,487 18,770 279,803
ALLEGIANT TRAVEL CO COM 01748X102 65,830 378,244 SH   DFND 2,5,8,20 339,351 0 38,893
FOX CORP CL A COM 35137L105 591,776 15,963,753 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,963,753 0 0
FOX CORP CL B COM 35137L204 268,744 7,383,086 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,383,086 0 0
FOX FACTORY HLDG CORP COM 35138V102 74,752 1,074,493 SH   DFND 2,5,8,20 958,024 0 116,469
FRANKLIN COVEY CO COM 353469109 6,253 194,017 SH   DFND 2,8,20 167,971 0 26,046
FRANKLIN ELEC INC COM 353514102 71,696 1,250,809 SH   DFND 2,5,8,20 1,107,594 80 143,135
FRANKLIN FINL NETWORK INC COM 35352P104 15,190 442,471 SH   DFND 2,5,8,20 405,021 0 37,450
FRANKLIN FINL SVCS CORP COM 353525108 2,278 58,888 SH   DFND 2,20 58,888 0 0
FRANKLIN RES INC COM 354613101 642,487 24,478,938 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,755,875 433,610 1,289,453
FRANKLIN STREET PPTYS CORP COM 35471R106 48,624 5,680,406 SH   DFND 2,5,8,10,20 5,226,087 31,022 423,297
FRANKS INTL N V COM N33462107 11,922 2,303,917 SH   DFND 2,5,8,20 1,976,444 0 327,473
ALLEGION PUB LTD CO ORD SHS G0176J109 523,737 4,205,369 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,692,639 60,148 452,582
FREEPORT-MCMORAN INC CL B 35671D857 874,473 66,651,882 SH   DFND 2,5,6,8,10,11,12,13,19,20 60,763,743 724,394 5,163,745
FREQUENCY THERAPEUTICS INC COM 35803L108 784 44,734 SH   DFND 2,20 44,734 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 242 6,562 SH   DFND 20 6,562 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 34,761 993,731 SH   DFND 2,5,8,20 891,256 1,338 101,137
FRESHPET INC COM 358039105 42,054 711,691 SH   DFND 2,5,8,20 605,598 0 106,093
FRONT YD RESIDENTIAL CORP COM 35904G107 20,889 1,692,771 SH   DFND 2,5,8,20 1,518,258 333 174,180
FRONTDOOR INC COM 35905A109 52,726 1,111,888 SH   DFND 2,5,8,13,19,20 1,014,707 1,050 96,131
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2,439 2,741,668 SH   DFND 1,2,5,13,20 2,449,534 0 292,134
FRONTLINE LTD SHS NEW G3682E192 391 30,378 SH   DFND 20 30,378 0 0
FRP HLDGS INC COM 30292L107 7,488 150,325 SH   DFND 2,5,8,20 129,731 0 20,594
ALLERGAN PLC SHS G0177J108 2,752,067 14,395,890 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,967,601 219,481 1,208,808
FS BANCORP INC COM 30263Y104 5,362 84,050 SH   DFND 2,20 71,083 0 12,967
FS KKR CAPITAL CORP COM 302635107 69 10,956 SH   DFND 20 10,956 0 0
FTI CONSULTING INC COM 302941109 130,117 1,175,829 SH   DFND 2,5,6,8,11,20 1,061,751 602 113,476
FTS INTERNATIONAL INC COM 30283W104 594 570,936 SH   DFND 2,20 469,954 0 100,982
FUELCELL ENERGY INC COM 35952H601 2,175 866,691 SH   DFND 2,20 866,691 0 0
FULCRUM THERAPEUTICS INC COM 359616109 650 39,049 SH   DFND 2,20 39,049 0 0
FULLER H B CO COM 359694106 225,735 4,377,255 SH   DFND 2,5,8,19,20 4,213,073 337 163,845
FULTON FINL CORP PA COM 360271100 114,987 6,547,061 SH   DFND 2,5,6,8,11,20 6,051,334 2,356 493,371
FUNKO INC COM CL A 361008105 5,868 341,987 SH   DFND 2,5,20 294,994 0 46,993
FUTUREFUEL CORPORATION COM 36116M106 9,678 781,077 SH   DFND 2,5,8,20 699,936 0 81,141
8X8 INC NEW COM 282914100 51,736 2,827,102 SH   DFND 2,5,8,20 2,544,314 300 282,488
ALLETE INC COM NEW 018522300 149,607 1,843,129 SH   DFND 2,5,6,8,11,13,20 1,688,503 600 154,026
FVCBANKCORP INC COM 36120Q101 3,043 174,178 SH   DFND 2,20 161,972 0 12,206
G-III APPAREL GROUP LTD COM 36237H101 44,399 1,325,352 SH   DFND 2,5,8,20 1,190,479 660 134,213
G1 THERAPEUTICS INC COM 3621LQ109 36,350 1,375,328 SH   DFND 2,5,8,20 1,274,871 0 100,457
GAIA INC NEW CL A 36269P104 1,427 178,635 SH   DFND 2,20 148,796 0 29,839
GAIN CAP HLDGS INC COM 36268W100 1,892 478,944 SH   DFND 2,5,20 395,184 0 83,760
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,919 671,117 SH   DFND 2,20 671,117 0 0
GALLAGHER ARTHUR J & CO COM 363576109 842,769 8,849,827 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,814,998 119,159 915,670
GAMCO INVESTORS INC CL A COM 361438104 2,810 144,175 SH   DFND 2,5,8,20 119,088 0 25,087
GAMESTOP CORP NEW CL A 36467W109 23,392 3,847,409 SH   DFND 2,5,8,12,13,20 3,514,500 1,932 330,977
GAMING & LEISURE PPTYS INC COM 36467J108 196,800 4,571,423 SH   DFND 2,5,8,10,12,13,19,20 4,056,258 53,678 461,487
ALLIANCE DATA SYSTEMS CORP COM 018581108 208,057 1,854,340 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,613,963 26,492 213,885
GANNETT CO INC NEW COM 36472T109 25,987 4,073,133 SH   DFND 2,5,8,20 4,073,133 0 0
GAP INC COM 364760108 207,720 11,748,889 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,419,230 327,005 1,002,654
GARDNER DENVER HLDGS INC COM 36555P107 59,445 1,620,646 SH   DFND 2,5,8,13,19,20 1,467,935 2,100 150,611
GARMIN LTD SHS H2906T109 607,086 6,222,634 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,479,159 194,888 548,587
GARRETT MOTION INC COM 366505105 10,548 1,055,814 SH   DFND 1,2,5,8,12,20 1,042,641 2,422 10,751
GARTNER INC COM 366651107 552,699 3,586,626 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,213,290 43,630 329,706
GASLOG LTD SHS G37585109 10,728 1,095,778 SH   DFND 2,5,10,20 976,472 0 119,306
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 8,110 589,366 SH   DFND 2,5,8,20 538,166 0 51,200
GATX CORP COM 361448103 95,584 1,153,697 SH   DFND 2,5,6,8,11,20 1,045,398 337 107,962
GCI LIBERTY INC COM CLASS A 36164V305 89,766 1,266,984 SH   DFND 2,5,8,13,20 1,149,513 943 116,528
ALLIANT ENERGY CORP COM 018802108 714,969 13,065,953 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,971,358 201,902 892,693
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 44,362 1,953,432 SH   DFND 2,5,8,13,20 1,768,583 1,704 183,145
GDS HLDGS LTD SPONSORED ADS 36165L108 80,471 1,560,114 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,339,414 25,400 195,300
GENCO SHIPPING & TRADING LTD SHS Y2685T131 3,121 293,870 SH   DFND 2,20 250,556 0 43,314
GENCOR INDS INC COM 368678108 1,566 134,215 SH   DFND 2,20 113,500 0 20,715
GENERAC HLDGS INC COM 368736104 129,500 1,287,405 SH   DFND 2,5,8,13,19,20 1,098,727 1,200 187,478
GENERAL DYNAMICS CORP COM 369550108 1,942,802 11,016,742 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,122,748 256,960 637,034
GENERAL ELECTRIC CO COM 369604103 3,875,290 346,942,917 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 311,071,008 4,434,787 31,437,122
GENERAL FIN CORP DEL COM 369822101 1,731 156,360 SH   DFND 2,20 126,323 0 30,037
GENERAL MLS INC COM 370334104 1,945,964 36,332,406 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,656,689 8,175,754 2,499,963
GENERAL MOLY INC COM 370373102 10 42,932 SH   DFND 20 42,932 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 5,951 122,703 SH   DFND 2,20 103,369 0 19,334
GENERAL MTRS CO COM 37045V100 2,096,992 57,294,867 SH   DFND 2,5,6,8,10,11,12,13,19,20 50,953,569 1,007,348 5,333,950
GENESCO INC COM 371532102 27,146 566,485 SH   DFND 2,5,8,20 513,241 904 52,340
GENESIS HEALTHCARE INC CL A COM 37185X106 1,979 1,206,536 SH   DFND 2,20 1,009,830 0 196,706
GENIE ENERGY LTD CL B 372284208 2,117 273,841 SH   DFND 2,20 273,841 0 0
GENMARK DIAGNOSTICS INC COM 372309104 5,282 1,098,056 SH   DFND 2,5,8,20 930,550 0 167,506
GENPACT LIMITED SHS G3922B107 89,101 2,112,907 SH   DFND 2,5,8,13,19,20 1,905,772 0 207,135
GENTEX CORP COM 371901109 186,389 6,431,649 SH   DFND 2,5,6,8,11,12,13,19,20 6,108,890 10,554 312,205
GENTHERM INC COM 37253A103 43,144 971,938 SH   DFND 2,5,8,20 866,125 1,140 104,673
GENUINE PARTS CO COM 372460105 969,718 9,064,220 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,297,036 251,449 515,735
GENWORTH FINL INC COM CL A 37247D106 80,956 18,399,183 SH   DFND 2,5,6,8,11,12,13,20 16,767,789 17,784 1,613,610
ALLISON TRANSMISSION HLDGS I COM 01973R101 75,941 1,571,619 SH   DFND 2,5,8,13,20 1,422,144 2,400 147,075
GEO GROUP INC NEW COM 36162J106 62,544 3,765,456 SH   DFND 2,5,6,8,11,13,20 3,451,671 814 312,971
GEOSPACE TECHNOLOGIES CORP COM 37364X109 5,547 330,785 SH   DFND 2,20 330,785 0 0
GERDAU S A SPON ADR REP PFD 373737105 20,558 4,195,542 SH   DFND 2,10,12,19,20 3,675,469 446,425 73,648
GERMAN AMERN BANCORP INC COM 373865104 18,466 518,406 SH   DFND 2,5,8,20 442,436 0 75,970
GERON CORP COM 374163103 4,949 3,639,024 SH   DFND 2,5,8,20 3,131,035 0 507,989
GETTY RLTY CORP NEW COM 374297109 49,263 1,482,167 SH   DFND 2,5,8,10,20 1,330,923 8,809 142,435
GIBRALTAR INDS INC COM 374689107 47,419 940,098 SH   DFND 2,5,8,20 837,044 1,270 101,784
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 370 47,125 SH   DFND 2,20 47,125 0 0
GILDAN ACTIVEWEAR INC COM 375916103 275 9,296 SH   DFND 20 9,296 0 0
GILEAD SCIENCES INC COM 375558103 3,773,308 58,068,763 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,578,651 957,670 5,532,442
ALLOGENE THERAPEUTICS INC COM 019770106 43,632 1,679,450 SH   DFND 2,5,8,19,20 1,565,186 0 114,264
GLACIER BANCORP INC NEW COM 37637Q105 138,876 3,019,698 SH   DFND 2,5,8,20 2,755,449 1,085 263,164
GLADSTONE COML CORP COM 376536108 16,561 757,607 SH   DFND 2,5,8,20 633,446 9,600 114,561
GLADSTONE LD CORP COM 376549101 4,429 341,449 SH   DFND 2,20 296,203 0 45,246
GLATFELTER COM 377316104 24,660 1,347,527 SH   DFND 2,5,8,20 1,198,209 2,208 147,110
GLAUKOS CORP COM 377322102 52,631 966,235 SH   DFND 2,5,8,20 847,981 0 118,254
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 433,074 9,121,751 SH   DFND 1,20 34,550 8,880,116 207,085
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 171,526 2,157,828 SH   DFND 2,5,8,13,20 1,979,273 0 178,555
GLOBAL EAGLE ENTMT INC COM 37951D102 15 29,907 SH   DFND 20 29,907 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 5,245 177,010 SH   DFND 2,5,8,20 150,150 0 26,860
GLOBAL MED REIT INC COM NEW 37954A204 10,592 788,722 SH   DFND 2,5,8,20 700,391 0 88,331
ALLOT LTD SHS M0854Q105 466 54,798 SH   DFND 2 54,798 0 0
GLOBAL NET LEASE INC COM NEW 379378201 73,116 3,605,316 SH   DFND 2,5,8,10,19,20 3,242,895 23,200 339,221
GLOBAL PMTS INC COM 37940X102 2,149,323 11,773,243 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,584,438 146,433 1,042,372
GLOBAL WTR RES INC COM 379463102 2,642 200,878 SH   DFND 2,5,20 173,279 0 27,599
GLOBALSTAR INC COM 378973408 672 1,295,145 SH   DFND 5,8,20 1,242,445 0 52,700
GLOBANT S A COM L44385109 112,546 1,061,253 SH   DFND 2,5,8,10,12,13,19,20 1,061,253 0 0
GLOBE LIFE INC COM 37959E102 555,402 5,276,982 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,276,982 0 0
GLOBUS MED INC CL A 379577208 149,469 2,538,538 SH   DFND 2,5,6,8,11,19,20 2,300,952 600 236,986
GLU MOBILE INC COM 379890106 21,727 3,591,297 SH   DFND 2,5,8,20 3,240,661 0 350,636
GLYCOMIMETICS INC COM 38000Q102 3,387 640,183 SH   DFND 2,5,20 538,182 0 102,001
GMS INC COM 36251C103 29,877 1,103,280 SH   DFND 2,5,8,20 997,793 0 105,487
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 50,954 5,191,424 SH   DFND 2,5,6,8,11,20 4,672,200 845 518,379
GNC HLDGS INC COM CL A 36191G107 4,161 1,541,211 SH   DFND 2,5,20 1,287,150 0 254,061
GODADDY INC CL A 380237107 253,002 3,725,001 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,186,507 81,147 457,347
GOGO INC COM 38046C109 7,239 1,131,046 SH   DFND 2,5,8,20 963,837 0 167,209
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 269 14,902 SH   DFND 1,10,20 14,902 0 0
GOLAR LNG LTD BERMUDA NOTE 2.750% 2/1 38046YAB7 12,634 14,110,000 SH   DFND 2,5 14,110,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 24,276 1,707,172 SH   DFND 2,5,20 1,430,420 0 276,752
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,997 302,619 SH   DFND 5,8,20 302,619 0 0
GOLD RESOURCE CORP COM 38068T105 7,424 1,340,017 SH   DFND 2,5,6,20 1,116,831 0 223,186
GOLDEN ENTMT INC COM 381013101 6,539 340,211 SH   DFND 2,5,8,20 293,345 0 46,866
GOLDEN MINERALS CO COM 381119106 9 28,779 SH   DFND 20 28,779 0 0
ALLSTATE CORP COM 020002101 1,832,538 16,224,366 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,358,220 412,094 1,454,052
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 237 40,765 SH   DFND 2,5,20 40,765 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 210 55,021 SH   DFND 2 55,021 0 0
GOLDFIELD CORP COM 381370105 41 11,419 SH   DFND 20 11,419 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,611,662 20,056,809 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,700,178 766,255 6,590,376
GOODRICH PETE CORP COM PAR 382410843 1,493 148,696 SH   DFND 2,20 123,232 0 25,464
GOODYEAR TIRE & RUBR CO COM 382550101 98,052 6,303,558 SH   DFND 2,5,6,8,10,11,12,13,20 6,062,734 2,559 238,265
GOOSEHEAD INS INC COM CL A 38267D109 9,754 230,041 SH   DFND 2,5,8,20 197,324 0 32,717
GOPRO INC CL A 38268T103 11,181 2,576,265 SH   DFND 2,5,8,20 2,152,636 0 423,629
GORMAN RUPP CO COM 383082104 14,159 377,567 SH   DFND 2,5,8,20 326,536 0 51,031
GOSSAMER BIO INC COM 38341P102 25,715 1,645,249 SH   DFND 2,5,8,20 1,645,249 0 0
ALLY FINL INC COM 02005N100 348,309 11,397,559 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,916,151 499,746 1,981,662
GP STRATEGIES CORP COM 36225V104 3,129 236,525 SH   DFND 2,5,20 202,594 0 33,931
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 26,284 221,597 SH   DFND 2,5,13,19,20 220,597 0 1,000
GRACE W R & CO DEL NEW COM 38388F108 53,982 772,823 SH   DFND 2,5,8,13,20 697,169 1,204 74,450
GRACO INC COM 384109104 209,423 4,027,369 SH   DFND 2,5,6,8,11,13,19,20 3,809,805 2,301 215,263
GRAFTECH INTL LTD COM 384313508 9,420 810,674 SH   DFND 2,5,8,20 739,803 0 70,871
GRAHAM CORP COM 384556106 4,128 188,659 SH   DFND 2,5,20 160,870 0 27,789
GRAHAM HLDGS CO COM 384637104 73,689 115,321 SH   DFND 2,5,6,8,11,12,13,19,20 110,244 65 5,012
GRAINGER W W INC COM 384802104 841,450 2,485,674 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,227,574 72,894 185,206
GRAN TIERRA ENERGY INC COM 38500T101 1,372 1,063,432 SH   DFND 2,5,20 1,054,232 0 9,200
GRAND CANYON ED INC COM 38526M106 106,539 1,112,210 SH   DFND 2,5,6,8,11,13,19,20 1,055,693 600 55,917
A10 NETWORKS INC COM 002121101 9,116 1,326,979 SH   DFND 2,5,8,20 1,150,398 0 176,581
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 333,825 2,898,538 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,569,308 56,103 273,127
GRANITE CONSTR INC COM 387328107 39,501 1,420,928 SH   DFND 2,5,8,20 1,271,266 1,209 148,453
GRANITE PT MTG TR INC COM 38741L107 32,569 1,732,465 SH   DFND 2,5,6,8,20 1,569,374 606 162,485
GRAPHIC PACKAGING HLDG CO COM 388689101 63,761 3,812,074 SH   DFND 2,5,8,12,13,20 3,459,407 4,200 348,467
GRAY TELEVISION INC COM 389375106 39,681 1,850,804 SH   DFND 2,5,8,20 1,573,829 0 276,975
GREAT AJAX CORP COM 38983D300 7,403 499,841 SH   DFND 2,5,20 453,896 0 45,945
GREAT LAKES DREDGE & DOCK CO COM 390607109 14,195 1,252,833 SH   DFND 2,5,8,20 1,058,954 0 193,879
GREAT SOUTHN BANCORP INC COM 390905107 15,680 246,311 SH   DFND 2,5,8,20 212,155 0 34,156
GREAT WESTN BANCORP INC COM 391416104 73,335 2,110,974 SH   DFND 2,5,8,20 1,935,017 1,600 174,357
GREEN BRICK PARTNERS INC COM 392709101 5,040 439,008 SH   DFND 2,5,20 374,348 0 64,660
GREEN DOT CORP CL A 39304D102 36,129 1,550,622 SH   DFND 2,5,6,8,11,13,20 1,392,451 900 157,271
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 7,758 569,585 SH   DFND 2,5,20 514,088 0 55,497
GREEN PLAINS INC COM 393222104 27,188 1,761,992 SH   DFND 2,5,8,20 1,639,742 0 122,250
GREENBRIER COS INC COM 393657101 33,908 1,045,581 SH   DFND 2,5,8,20 943,882 0 101,699
GREENE COUNTY BANCORP INC COM 394357107 1,191 41,375 SH   DFND 2,20 33,984 0 7,391
GREENHILL & CO INC COM 395259104 8,471 495,968 SH   DFND 2,5,8,20 438,423 2,100 55,445
GREENLANE HLDGS INC CL A 395330103 234 72,031 SH   DFND 2,20 72,031 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 5,934 586,974 SH   DFND 2,5,8,20 500,431 1,200 85,343
GREENSKY INC CL A 39572G100 2,752 309,167 SH   DFND 2,8,20 309,167 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 177 16,124 SH   DFND 2 16,124 0 0
GREIF INC CL A 397624107 39,400 882,765 SH   DFND 2,5,6,8,11,20 803,533 83 79,149
GREIF INC CL B 397624206 6,079 115,960 SH   DFND 2,5,20 100,743 0 15,217
ALPHABET INC CAP STK CL A 02079K305 15,595,067 11,643,410 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,206,516 292,534 1,144,360
GRIDSUM HLDG INC SPONSORED ADR 398132100 38 31,049 SH   DFND 2 31,049 0 0
GRIFFIN INL RLTY INC COM 398231100 359 9,087 SH   DFND 2,20 7,920 0 1,167
GRIFFON CORP COM 398433102 22,992 1,130,945 SH   DFND 2,5,8,20 1,020,995 0 109,950
GRIFOLS S A SP ADR REP B NVT 398438408 6,373 273,602 SH   DFND 1,2,10,13,20 267,602 0 6,000
GRITSTONE ONCOLOGY INC COM 39868T105 4,215 469,950 SH   DFND 2,5,20 415,819 0 54,131
GROCERY OUTLET HLDG CORP COM 39874R101 15,451 476,158 SH   DFND 2,8,20 476,158 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 61,978 619,784 SH   DFND 2,5,8,10,12,20 564,900 705 54,179
GROUPON INC COM 399473107 25,394 10,625,005 SH   DFND 2,5,8,20 9,204,704 1,800 1,418,501
GRUBHUB INC COM 400110102 140,137 2,881,101 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,634,047 50,472 196,582
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 14,363 239,617 SH   DFND 2,19,20 239,617 0 0
ALPHABET INC CAP STK CL C 02079K107 15,664,449 11,715,942 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,195,028 325,282 1,195,632
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 21,444 114,435 SH   DFND 2,13,19,20 113,755 0 680
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 54,212 3,340,258 SH   DFND 2,5,8,10,12,13,19,20 3,340,258 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 683 185,582 SH   DFND 2,5,20 185,582 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 564,311 1,198,769 SH   DFND 1,5,20 1,198,769 0 0
GSI TECHNOLOGY COM 36241U106 1,684 237,580 SH   DFND 2,20 237,580 0 0
GSX TECHEDU INC SPONSORED ADS 36257Y109 671 30,700 SH   DFND 5,19 30,700 0 0
GTT COMMUNICATIONS INC COM 362393100 9,839 866,906 SH   DFND 2,5,8,20 761,740 0 105,166
GTY TECHNOLOGY HOLDINGS INC COM 362409104 3,961 672,495 SH   DFND 2,20 672,495 0 0
GUARANTY BANCSHARES INC TEX COM 400764106 5,209 157,577 SH   DFND 2,20 134,203 0 23,374
GUARANTY FED BANCSHARES INC COM 40108P101 348 13,806 SH   DFND 20 2,300 0 11,506
ALPHATEC HOLDINGS INC COM NEW 02081G201 4,913 692,504 SH   DFND 2,20 692,504 0 0
GUARDANT HEALTH INC COM 40131M109 40,899 523,408 SH   DFND 2,5,8,13,19,20 494,718 0 28,690
GUESS INC COM 401617105 36,101 1,605,506 SH   DFND 2,5,8,12,20 1,446,155 6,337 153,014
GUIDEWIRE SOFTWARE INC COM 40171V100 178,067 1,622,184 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,522,328 1,300 98,556
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 15,617 13,258,000 SH   DFND 2,5 13,258,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 34,963 11,501,138 SH   DFND 2,5,20 10,987,202 3,200 510,736
GW PHARMACEUTICALS PLC ADS 36197T103 976 9,333 SH   DFND 2,5,13,20 9,333 0 0
GWG HLDGS INC COM 36192A109 222 22,563 SH   DFND 2,20 22,563 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 22,579 675,408 SH   DFND 2,5,8,10,20 575,005 0 100,403
HABIT RESTAURANTS INC COM CL A 40449J103 3,813 365,579 SH   DFND 2,5,20 315,137 0 50,442
HACKETT GROUP INC COM 404609109 9,532 584,049 SH   DFND 2,5,8,20 510,506 0 73,543
ALTAIR ENGR INC COM CL A 021369103 29,819 830,381 SH   DFND 2,5,8,20 717,589 0 112,792
HAEMONETICS CORP COM 405024100 189,845 1,652,266 SH   DFND 2,5,6,8,11,13,19,20 1,493,663 604 157,999
HAILIANG ED GROUP INC SPONSORED ADR 40522L108 216 3,309 SH   DFND 2,19 3,309 0 0
HAIN CELESTIAL GROUP INC COM 405217100 52,657 2,028,766 SH   DFND 2,5,6,8,11,13,19,20 1,917,882 666 110,218
HALLADOR ENERGY COMPANY COM 40609P105 897 302,016 SH   DFND 2,20 263,411 0 38,605
HALLIBURTON CO COM 406216101 1,049,208 42,877,333 SH   DFND 2,5,6,8,10,11,12,13,19,20 38,928,114 589,344 3,359,875
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 4,323 246,059 SH   DFND 2,20 208,592 0 37,467
HALOZYME THERAPEUTICS INC COM 40637H109 79,623 4,490,873 SH   DFND 2,5,8,20 4,053,884 0 436,989
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2,797 146,458 SH   DFND 2,5,20 122,118 536 23,804
HAMILTON LANE INC CL A 407497106 26,676 445,549 SH   DFND 2,5,8,20 381,371 0 64,178
HANCOCK WHITNEY CORPORATION COM 410120109 151,603 3,454,935 SH   DFND 2,5,6,8,11,12,13,20 3,186,469 1,000 267,466
ALTERYX INC COM CL A 02156B103 63,987 639,426 SH   DFND 2,5,8,13,19,20 601,922 0 37,504
HANESBRANDS INC COM 410345102 317,770 21,398,663 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,601,363 237,088 1,560,212
HANGER INC COM NEW 41043F208 29,177 1,056,753 SH   DFND 2,5,8,20 1,056,753 0 0
HANMI FINL CORP COM NEW 410495204 21,897 1,095,123 SH   DFND 2,5,8,20 1,003,996 0 91,127
HANNON ARMSTRONG SUST INFR C COM 41068X100 44,083 1,355,835 SH   DFND 2,5,8,20 1,132,410 0 223,425
HANOVER INS GROUP INC COM 410867105 162,018 1,185,472 SH   DFND 2,5,6,8,11,12,13,19,20 1,133,801 600 51,071
HARBORONE BANCORP INC NEW COM NEW 41165Y100 6,452 587,118 SH   DFND 2,5,20 587,118 0 0
HARLEY DAVIDSON INC COM 412822108 282,740 7,602,568 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,844,545 106,350 651,673
HARMONIC INC COM 413160102 19,631 2,516,739 SH   DFND 2,5,8,20 2,249,529 0 267,210
HARPOON THERAPEUTICS INC COM 41358P106 1,832 123,887 SH   DFND 2,20 123,887 0 0
HARROW HEALTH INC COM 415858109 255 32,838 SH   DFND 2,20 32,838 0 0
ALTICE USA INC CL A 02156K103 150,346 5,499,112 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,499,112 0 0
HARSCO CORP COM 415864107 54,058 2,349,321 SH   DFND 2,5,8,20 2,106,785 3,081 239,455
HARTFORD FINL SVCS GROUP INC COM 416515104 1,306,053 21,387,051 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,203,425 3,840,336 1,343,290
HARVARD BIOSCIENCE INC COM 416906105 129 42,254 SH   DFND 2,20 42,254 0 0
HASBRO INC COM 418056107 562,036 5,321,804 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,751,750 127,786 442,268
HAVERTY FURNITURE INC COM 419596101 11,867 588,651 SH   DFND 2,5,8,20 533,611 0 55,040
HAWAIIAN ELEC INDUSTRIES COM 419870100 156,045 3,330,017 SH   DFND 2,5,6,8,11,12,13,19,20 3,187,537 1,256 141,224
HAWAIIAN HOLDINGS INC COM 419879101 44,689 1,525,756 SH   DFND 2,5,8,13,20 1,382,516 0 143,240
HAWKINS INC COM 420261109 13,685 298,734 SH   DFND 2,5,8,10,20 269,327 349 29,058
HAWTHORN BANCSHARES INC COM 420476103 2,643 103,180 SH   DFND 2,20 81,605 0 21,575
HAYNES INTERNATIONAL INC COM NEW 420877201 17,652 493,348 SH   DFND 2,5,8,20 456,526 900 35,922
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,221 166,653 SH   DFND 2,5,8,20 133,926 1,000 31,727
HBT FINL INC COM 404111106 1,368 72,027 SH   DFND 2,20 72,027 0 0
HC2 HLDGS INC COM 404139107 72 33,139 SH   DFND 2,20 33,139 0 0
HCA HEALTHCARE INC COM 40412C101 1,731,505 11,714,400 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,324,345 320,301 1,069,754
HCI GROUP INC COM 40416E103 9,317 204,102 SH   DFND 2,5,8,20 182,050 0 22,052
HD SUPPLY HLDGS INC COM 40416M105 151,522 3,767,340 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,048,563 187,977 530,800
HDFC BANK LTD SPONSORED ADS 40415F101 63,567 1,003,106 SH   DFND 1,8,12,20 1,003,106 0 0
HEALTH CATALYST INC COM 42225T107 6,192 178,430 SH   DFND 2,8,20 178,430 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 4,061 210,506 SH   DFND 2,5,20 180,623 0 29,883
HEALTHCARE RLTY TR COM 421946104 246,023 7,372,587 SH   DFND 2,5,6,8,10,11,13,19,20 6,796,964 35,334 540,289
HEALTHCARE SVCS GRP INC COM 421906108 57,963 2,383,342 SH   DFND 2,5,6,8,11,13,20 2,155,151 1,025 227,166
ALTRA INDL MOTION CORP COM 02208R106 47,684 1,310,696 SH   DFND 2,5,6,8,13,20 1,115,856 199 194,641
HEALTHCARE TR AMER INC CL A NEW 42225P501 170,697 5,579,750 SH   DFND 2,5,8,10,12,13,19,20 5,049,800 54,990 474,960
HEALTHEQUITY INC COM 42226A107 162,238 2,190,328 SH   DFND 2,5,6,8,11,13,20 1,976,590 1,200 212,538
HEALTHPEAK PPTYS INC COM 42250P103 1,204,659 34,948,056 SH   DFND 2,5,6,8,10,11,12,13,19,20 34,948,056 0 0
HEALTHSTREAM INC COM 42222N103 22,019 809,521 SH   DFND 2,5,8,20 732,120 800 76,601
HEARTLAND EXPRESS INC COM 422347104 32,052 1,522,637 SH   DFND 2,5,8,20 1,377,190 2,724 142,723
HEARTLAND FINL USA INC COM 42234Q102 39,211 788,314 SH   DFND 2,5,8,20 687,322 0 100,992
HECLA MNG CO COM 422704106 62,543 18,449,118 SH   DFND 2,5,8,20 17,030,719 9,381 1,409,018
HEICO CORP NEW CL A 422806208 142,238 1,588,722 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,517,156 1,718 69,848
HEICO CORP NEW COM 422806109 182,427 1,598,138 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,559,285 775 38,078
HEIDRICK & STRUGGLES INTL IN COM 422819102 18,528 570,107 SH   DFND 2,5,8,20 510,001 5,400 54,706
AAON INC COM PAR $0.004 000360206 58,848 1,191,022 SH   DFND 2,5,8,20 1,060,292 0 130,730
ALTRIA GROUP INC COM 02209S103 3,864,621 76,154,552 SH   DFND 2,5,6,8,10,12,13,19,20 69,798,071 1,053,618 5,302,863
HELEN OF TROY CORP LTD COM G4388N106 149,995 834,281 SH   DFND 2,5,6,8,11,13,19,20 756,178 388 77,715
HELIOS TECHNOLOGIES INC COM 42328H109 27,985 605,345 SH   DFND 2,5,8,20 605,345 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 44,071 4,576,423 SH   DFND 2,5,8,20 4,130,139 3,985 442,299
HELMERICH & PAYNE INC COM 423452101 241,533 5,316,592 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,998,686 1,538 316,368
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 5,213 351,072 SH   DFND 2,20 305,215 0 45,857
HENRY JACK & ASSOC INC COM 426281101 522,357 3,585,892 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,103,222 106,871 375,799
HENRY SCHEIN INC COM 806407102 510,715 7,654,599 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,824,640 200,566 629,393
HERBALIFE NUTRITION LTD COM SHS G4412G101 86,221 1,808,712 SH   DFND 2,5,6,8,12,13,19,20 1,282,816 1,210 524,686
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 17,906 17,150,000 SH   DFND 2,5 17,150,000 0 0
HERC HLDGS INC COM 42704L104 25,778 526,726 SH   DFND 2,5,8,13,20 450,305 623 75,798
ALTUS MIDSTREAM CO CL A 02215L100 2,503 875,246 SH   DFND 2,20 875,246 0 0
HERITAGE COMMERCE CORP COM 426927109 14,586 1,136,878 SH   DFND 2,5,8,20 1,000,433 0 136,445
HERITAGE CRYSTAL CLEAN INC COM 42726M106 9,662 308,000 SH   DFND 2,5,8,20 261,115 0 46,885
HERITAGE FINL CORP WASH COM 42722X106 34,207 1,208,719 SH   DFND 2,5,8,20 1,102,433 0 106,286
HERITAGE INS HLDGS INC COM 42727J102 6,982 524,511 SH   DFND 2,5,8,20 437,001 0 87,510
HERON THERAPEUTICS INC COM 427746102 79,337 3,376,057 SH   DFND 2,5,8,20 3,126,716 0 249,341
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 27,148 1,865,851 SH   DFND 2,5,8,10,20 1,709,266 10,249 146,336
HERSHEY CO COM 427866108 1,136,052 7,729,298 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,704,967 135,752 888,579
HERTZ GLOBAL HLDGS INC COM 42806J106 41,562 2,638,859 SH   DFND 2,5,8,12,13,20 2,318,032 3,159 317,668
HESKA CORP COM RESTRC NEW 42805E306 27,235 283,879 SH   DFND 2,5,8,20 263,080 0 20,799
HESS CORP COM 42809H107 901,185 13,488,778 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,362,265 134,941 991,572
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 280 32,165 SH   DFND 5 32,165 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,051,676 65,820,461 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 52,785,465 6,222,805 6,812,191
HEXCEL CORP NEW COM 428291108 177,532 2,421,661 SH   DFND 2,5,8,13,19,20 2,298,952 1,771 120,938
HF FOODS GROUP INC COM 40417F109 2,612 133,974 SH   DFND 2,20 133,974 0 0
HIBBETT SPORTS INC COM 428567101 18,058 643,992 SH   DFND 2,5,8,20 585,847 1,262 56,883
HIGHPOINT RES CORP COM 43114K108 5,389 3,188,569 SH   DFND 2,5,20 2,881,635 0 306,934
HIGHWOODS PPTYS INC COM 431284108 244,975 5,008,680 SH   DFND 2,5,6,8,10,11,13,19,20 4,745,626 26,034 237,020
HILL ROM HLDGS INC COM 431475102 188,984 1,664,616 SH   DFND 2,5,6,8,11,13,20 1,581,063 1,000 82,553
HILLENBRAND INC COM 431571108 74,228 2,228,389 SH   DFND 2,5,8,19,20 2,002,340 595 225,454
HILLTOP HOLDINGS INC COM 432748101 48,873 1,960,413 SH   DFND 2,5,8,10,20 1,740,081 1,279 219,053
HILTON GRAND VACATIONS INC COM 43283X105 39,642 1,152,706 SH   DFND 2,5,8,13,20 1,041,030 1,690 109,986
AMAG PHARMACEUTICALS INC COM 00163U106 33,031 2,714,099 SH   DFND 2,5,8,20 2,607,954 342 105,803
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,283,406 11,571,595 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,442,310 137,766 991,519
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 685 257,487 SH   DFND 2 257,487 0 0
HINGHAM INSTN SVGS MASS COM 433323102 5,277 25,105 SH   DFND 2,5,20 21,051 0 4,054
HMS HLDGS CORP COM 40425J101 75,344 2,545,422 SH   DFND 2,5,8,20 2,272,105 2,919 270,398
HNI CORP COM 404251100 52,056 1,389,631 SH   DFND 2,5,6,8,11,20 1,246,944 7,217 135,470
HOLLYFRONTIER CORP COM 436106108 478,144 9,428,992 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,113,197 191,268 1,124,527
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3,120 190,156 SH   DFND 2,5,13,20 190,156 0 0
HOLOGIC INC COM 436440101 597,649 11,447,014 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,102,043 181,567 1,163,404
HOME BANCORP INC COM 43689E107 6,283 160,324 SH   DFND 2,5,20 115,492 0 44,832
HOME BANCSHARES INC COM 436893200 112,377 5,716,020 SH   DFND 2,5,6,8,11,13,20 5,232,692 3,300 480,028
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 4,988 256,458 SH   DFND 2,20 220,116 0 36,342
HOME DEPOT INC COM 437076102 11,390,643 52,159,736 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 41,734,599 777,984 9,647,153
HOMESTREET INC COM 43785V102 24,832 730,361 SH   DFND 2,5,8,20 659,521 0 70,840
HOMETRUST BANCSHARES INC COM 437872104 11,029 411,077 SH   DFND 2,5,13,20 361,476 0 49,601
HOMOLOGY MEDICINES INC COM 438083107 16,959 819,269 SH   DFND 2,5,8,20 745,075 0 74,194
HONDA MOTOR LTD AMERN SHS 438128308 720 25,434 SH   DFND 2,20 25,434 0 0
HONEYWELL INTL INC COM 438516106 5,271,911 29,784,808 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,861,448 744,793 2,178,567
HOOKER FURNITURE CORP COM 439038100 6,109 237,785 SH   DFND 2,5,8,13,20 202,225 0 35,560
HOOKIPA PHARMA INC COM 43906K100 1,133 92,668 SH   DFND 2,20 92,668 0 0
HOPE BANCORP INC COM 43940T109 71,530 4,813,564 SH   DFND 2,5,8,13,20 4,435,316 1,800 376,448
HORACE MANN EDUCATORS CORP N COM 440327104 56,755 1,299,925 SH   DFND 2,5,8,20 1,174,528 77 125,320
AMARIN CORP PLC SPONS ADR NEW 023111206 1,925 89,772 SH   DFND 2,5,13,19,20 83,472 0 6,300
HORIZON BANCORP INC COM 440407104 16,534 870,203 SH   DFND 2,5,8,20 662,021 0 208,182
HORIZON GLOBAL CORP COM 44052W104 64 18,292 SH   DFND 20 18,292 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 18,920 14,225,000 SH   DFND 2,5 14,225,000 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 94,030 2,597,510 SH   DFND 2,5,8,13,20 2,597,510 0 0
HORMEL FOODS CORP COM 440452100 1,298,917 28,794,438 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,806,113 9,934,215 2,054,110
HOST HOTELS & RESORTS INC COM 44107P104 907,214 48,258,502 SH   DFND 2,5,6,8,10,11,12,13,19,20 43,892,219 954,512 3,411,771
HOSTESS BRANDS INC CL A 44109J106 37,578 2,584,426 SH   DFND 2,5,8,19,20 2,215,868 0 368,558
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 13,788 2,206,082 SH   DFND 2,5,8,20 1,879,372 5,100 321,610
HOULIHAN LOKEY INC CL A 441593100 42,091 861,291 SH   DFND 2,5,8,20 742,120 0 119,171
HOWARD BANCORP INC COM 442496105 3,942 233,560 SH   DFND 2,20 197,843 0 35,717
AMAZON COM INC COM 023135106 31,239,688 16,906,057 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,097,633 273,830 1,534,594
HOWARD HUGHES CORP COM 44267D107 66,575 525,037 SH   DFND 2,5,8,13,20 473,826 560 50,651
HP INC COM 40434L105 1,460,751 70,485,044 SH   DFND 2,5,6,8,10,11,12,13,19,20 57,027,498 7,205,587 6,251,959
HSBC HLDGS PLC ADR A 1/40PF A 404280604 18,588 691,532 SH   DFND 2 691,532 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 232 5,933 SH   DFND 1,20 5,933 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 16 22,700 SH   DFND 20 22,700 0 0
HUAMI CORP SPONSORED ADS 44331K103 652 54,252 SH   DFND 2,5,20 54,252 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 405 20,150 SH   DFND 5,20 20,150 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 16,956 15,085,000 SH   DFND 2,5 15,085,000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 105,267 2,627,081 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,164,715 63,200 399,166
HUB GROUP INC CL A 443320106 55,401 1,080,160 SH   DFND 2,5,8,12,20 979,217 55 100,888
AMBAC FINL GROUP INC COM NEW 023139884 29,870 1,384,795 SH   DFND 2,5,8,20 1,249,918 0 134,877
HUBBELL INC COM 443510607 192,270 1,300,702 SH   DFND 2,5,6,8,11,12,13,19,20 1,231,507 691 68,504
HUBSPOT INC COM 443573100 82,088 517,903 SH   DFND 2,5,8,13,19,20 476,929 800 40,174
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 22,523 13,028,000 SH   DFND 2,5 13,028,000 0 0
HUDSON LTD COM CL A G46408103 10,801 704,092 SH   DFND 2,5,20 596,724 0 107,368
HUDSON PAC PPTYS INC COM 444097109 214,267 5,691,019 SH   DFND 2,5,8,10,19,20 5,302,263 40,804 347,952
HUDSON TECHNOLOGIES INC COM 444144109 29 29,255 SH   DFND 20 29,255 0 0
HUMANA INC COM 444859102 2,121,663 5,780,059 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,083,705 97,890 598,464
HUNT COS FIN TR INC COM 44558T100 197 59,628 SH   DFND 20 2,209 0 57,419
HUNT J B TRANS SVCS INC COM 445658107 420,117 3,597,510 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,139,740 119,606 338,164
HUNTINGTON BANCSHARES INC COM 446150104 786,835 51,665,218 SH   DFND 2,5,6,8,10,11,12,13,19,20 47,296,258 706,044 3,662,916
AMBARELLA INC SHS G037AX101 56,446 932,063 SH   DFND 2,5,8,20 833,776 100 98,187
HUNTINGTON INGALLS INDS INC COM 446413106 781,496 3,115,020 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 1,933,660 831,749 349,611
HUNTSMAN CORP COM 447011107 73,830 3,055,872 SH   DFND 2,5,8,12,13,20 2,787,030 12,636 256,206
HURCO COMPANIES INC COM 447324104 4,528 117,664 SH   DFND 2,5,20 101,134 0 16,530
HURON CONSULTING GROUP INC COM 447462102 31,735 461,803 SH   DFND 2,5,8,20 393,339 902 67,562
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 25,631 1,022,389 SH   DFND 1,2,5,8,10,11,12,13,19,20 820,589 23,500 178,300
HUYA INC ADS REP SHS A 44852D108 16,872 939,969 SH   DFND 1,2,5,8,10,11,12,13,19,20 939,969 0 0
HYATT HOTELS CORP COM CL A 448579102 40,294 449,156 SH   DFND 2,5,10,13,20 406,337 0 42,819
HYSTER YALE MATLS HANDLING I CL A 449172105 12,971 220,000 SH   DFND 2,5,8,20 188,654 536 30,810
I3 VERTICALS INC COM CL A 46571Y107 7,561 267,630 SH   DFND 2,5,20 221,340 0 46,290
IAA INC COM 449253103 88,159 1,873,325 SH   DFND 2,5,8,13,19,20 1,873,325 0 0
AMBEV SA SPONSORED ADR 02319V103 116,822 24,493,113 SH   DFND 2,5,8,10,13,19,20 22,196,302 1,939,552 357,259
IAC INTERACTIVECORP COM 44919P508 406,354 1,631,223 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,406,760 54,791 169,672
IBERIABANK CORP COM 450828108 124,865 1,658,495 SH   DFND 2,5,8,13,20 1,495,632 474 162,389
ICF INTL INC COM 44925C103 36,996 403,178 SH   DFND 2,5,8,19,20 346,743 0 56,435
ICHOR HOLDINGS SHS G4740B105 22,640 680,482 SH   DFND 2,5,8,10,20 611,249 0 69,233
ICICI BK LTD ADR 45104G104 161,831 10,724,411 SH   DFND 1,2,5,8,12,13,19,20 10,660,989 0 63,422
ICON PLC SHS G4705A100 18,930 109,912 SH   DFND 2,5,8,10,13,19,20 107,929 0 1,983
ICU MED INC COM 44930G107 93,822 501,402 SH   DFND 2,5,6,8,11,19,20 478,752 300 22,350
IDACORP INC COM 451107106 155,456 1,455,582 SH   DFND 2,5,6,8,11,12,13,20 1,415,127 790 39,665
IDEANOMICS INC COM 45166V106 892 1,042,383 SH   DFND 2,20 1,042,383 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 42 23,212 SH   DFND 20 23,212 0 0
AAR CORP COM 000361105 73,210 1,623,281 SH   DFND 2,5,8,20 1,506,664 786 115,831
AMC ENTMT HLDGS INC CL A COM 00165C104 7,987 1,103,132 SH   DFND 2,5,8,20 947,277 320 155,535
IDEX CORP COM 45167R104 541,870 3,150,409 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,867,183 101,456 181,770
IDEXX LABS INC COM 45168D104 984,943 3,771,848 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,339,786 57,682 374,380
IDT CORP CL B NEW 448947507 2,120 294,061 SH   DFND 2,20 294,061 0 0
IES HLDGS INC COM 44951W106 4,010 156,268 SH   DFND 2,20 131,772 0 24,496
IGM BIOSCIENCES INC COM 449585108 2,090 54,775 SH   DFND 2,20 54,775 0 0
IHEARTMEDIA INC COM CL A 45174J509 2,281 134,947 SH   DFND 2,5,8,20 134,947 0 0
IHS MARKIT LTD SHS G47567105 1,168,319 15,505,227 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,855,905 194,546 1,454,776
II VI INC COM 902104108 91,660 2,722,309 SH   DFND 2,5,6,8,11,13,20 2,449,785 1,013 271,511
ILLINOIS TOOL WKS INC COM 452308109 2,529,093 13,996,643 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,454,884 330,995 1,210,764
ILLUMINA INC COM 452327109 2,042,740 6,157,653 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,462,302 141,820 553,531
AMC NETWORKS INC CL A 00164V103 43,719 1,106,805 SH   DFND 2,5,6,8,11,13,20 1,052,264 293 54,248
ILLUMINA INC NOTE 8/1 452327AK5 26,610 24,065,000 SH   DFND 2,5 24,065,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 22,672 16,375,000 SH   DFND 2,5 16,375,000 0 0
IMAX CORP COM 45245E109 21,805 1,067,304 SH   DFND 2,5,8,20 907,538 1,600 158,166
IMMERSION CORP COM 452521107 4,599 619,023 SH   DFND 2,5,20 529,176 0 89,847
IMMUNOGEN INC COM 45253H101 27,294 5,346,426 SH   DFND 2,5,8,20 4,897,358 1,976 447,092
IMMUNOMEDICS INC COM 452907108 143,506 6,781,951 SH   DFND 2,5,8,19,20 6,240,073 3,000 538,878
IMPINJ INC COM 453204109 14,463 559,272 SH   DFND 2,5,8,20 513,256 0 46,016
INCYTE CORP COM 45337C102 722,918 8,278,953 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,520,496 91,611 666,846
INDEPENDENCE CONTRACT DRIL I COM 453415309 763 765,043 SH   DFND 2,20 629,307 0 135,736
INDEPENDENCE HLDG CO NEW COM NEW 453440307 4,926 116,505 SH   DFND 2,20 102,569 0 13,936
AMCOR PLC ORD G0250X107 1,050,851 96,941,975 SH   DFND 2,5,6,8,10,11,12,13,19,20 96,941,975 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 67,341 4,722,687 SH   DFND 2,5,8,10,20 4,306,257 48,400 368,030
INDEPENDENT BANK CORP MASS COM 453836108 97,823 1,168,787 SH   DFND 2,5,8,20 1,066,844 247 101,696
INDEPENDENT BANK CORP MICH COM NEW 453838609 15,288 674,980 SH   DFND 2,5,20 530,420 0 144,560
INDEPENDENT BK GROUP INC COM 45384B106 60,975 1,099,832 SH   DFND 2,5,8,20 967,907 0 131,925
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 57,774 2,576,911 SH   DFND 2,5,8,10,20 2,291,284 17,004 268,623
INFINERA CORPORATION COM 45667G103 30,024 3,781,347 SH   DFND 2,5,8,20 3,209,505 4,811 567,031
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 12,701 12,150,000 SH   DFND 2,5 12,150,000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 53 55,289 SH   DFND 20 55,289 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1,308 516,863 SH   DFND 2,20 422,238 0 94,625
INFOSYS LTD SPONSORED ADR 456788108 170,025 16,475,284 SH   DFND 1,2,5,8,10,12,13,19,20 15,097,977 0 1,377,307
AMDOCS LTD SHS G02602103 143,206 1,975,940 SH   DFND 2,5,6,8,10,12,13,19,20 1,867,287 0 108,653
ING GROEP N V SPONSORED ADR 456837103 134 11,095 SH   DFND 1,2,20 11,095 0 0
INGERSOLL-RAND PLC SHS G47791101 1,446,359 10,881,393 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,737,965 172,619 970,809
INGEVITY CORP COM 45688C107 115,245 1,318,898 SH   DFND 2,5,6,8,11,13,20 1,186,657 613 131,628
INGLES MKTS INC CL A 457030104 18,580 391,073 SH   DFND 2,5,8,20 349,289 0 41,784
INGREDION INC COM 457187102 256,445 2,740,618 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,450,650 71,776 218,192
INNERWORKINGS INC COM 45773Y105 4,348 789,159 SH   DFND 2,5,20 670,767 0 118,392
INNOPHOS HOLDINGS INC COM 45774N108 20,063 627,349 SH   DFND 2,5,8,20 560,916 400 66,033
INNOSPEC INC COM 45768S105 73,535 710,896 SH   DFND 2,5,8,20 635,392 400 75,104
INNOVATIVE INDL PPTYS INC COM 45781V101 33,125 430,975 SH   DFND 2,5,8,10,20 401,036 0 29,939
INNOVIVA INC COM 45781M101 29,181 2,060,789 SH   DFND 2,5,8,20 1,833,284 2,787 224,718
AMEDISYS INC COM 023436108 167,920 1,005,993 SH   DFND 2,5,6,8,11,13,19,20 909,315 574 96,104
INOGEN INC COM 45780L104 45,102 660,060 SH   DFND 2,5,8,20 603,048 200 56,812
INOVALON HLDGS INC COM CL A 45781D101 27,607 1,466,923 SH   DFND 2,5,8,20 1,256,943 0 209,980
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 5,231 1,585,144 SH   DFND 2,5,20 1,358,465 0 226,679
INPHI CORP COM 45772F107 84,329 1,139,272 SH   DFND 2,5,8,20 999,754 0 139,518
INSEEGO CORP COM 45782B104 6,394 872,246 SH   DFND 2,20 872,246 0 0
INSIGHT ENTERPRISES INC COM 45765U103 77,033 1,095,933 SH   DFND 2,5,8,20 987,676 65 108,192
INSMED INC COM PAR $.01 457669307 82,210 3,442,635 SH   DFND 2,5,8,20 3,165,662 2,000 274,973
INSMED INC NOTE 1.750% 1/1 457669AA7 13,662 14,050,000 SH   DFND 2,5 14,050,000 0 0
INSPERITY INC COM 45778Q107 99,829 1,160,259 SH   DFND 2,5,6,8,11,19,20 1,041,909 500 117,850
INSPIRE MED SYS INC COM 457730109 20,796 280,227 SH   DFND 2,5,8,20 240,714 0 39,513
AMERANT BANCORP INC CL A 023576101 7,779 356,988 SH   DFND 2,5,20 356,988 0 0
INSPIRED ENTMT INC COM 45782N108 881 130,525 SH   DFND 2,20 130,525 0 0
INSTALLED BLDG PRODS INC COM 45780R101 48,468 703,756 SH   DFND 2,5,8,20 634,587 0 69,169
INSTEEL INDUSTRIES INC COM 45774W108 14,124 656,432 SH   DFND 2,5,8,20 601,225 0 55,207
INSTRUCTURE INC COM 45781U103 36,837 764,089 SH   DFND 2,5,8,20 663,054 0 101,035
INSULET CORP COM 45784P101 215,522 1,258,892 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,187,208 803 70,881
INSULET CORP NOTE 1.375%11/1 45784PAH4 23,607 12,450,000 SH   DFND 2,5 12,450,000 0 0
INTEGER HLDGS CORP COM 45826H109 89,337 1,110,741 SH   DFND 2,5,8,20 1,011,781 343 98,617
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 105,599 1,811,929 SH   DFND 2,5,6,8,11,13,19,20 1,726,226 1,374 84,329
INTEL CORP COM 458140100 11,601,256 193,838,859 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 165,204,117 5,575,150 23,059,592
INTELLIA THERAPEUTICS INC COM 45826J105 24,843 1,693,469 SH   DFND 2,5,8,20 1,575,966 0 117,503
AMERCO COM 023586100 93,938 249,627 SH   DFND 2,5,6,8,10,11,12,13,19,20 186,783 8,203 54,641
INTELLIGENT SYS CORP NEW COM 45816D100 5,334 133,547 SH   DFND 2,20 133,547 0 0
INTELSAT S A COM L5140P101 10,127 1,440,505 SH   DFND 2,5,8,20 1,240,934 0 199,571
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 8,809 13,100,000 SH   DFND 2,5 13,100,000 0 0
INTER PARFUMS INC COM 458334109 37,747 516,768 SH   DFND 2,5,8,20 460,829 0 55,939
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 82,731 1,774,582 SH   DFND 2,5,6,8,11,13,20 1,707,944 625 66,013
INTERCEPT PHARMACEUTICALS IN COM 45845P108 142,896 1,153,131 SH   DFND 2,5,8,19,20 1,074,976 500 77,655
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 14,189 13,855,000 SH   DFND 2,5 13,855,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,269,190 24,518,530 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,747,540 374,978 2,396,012
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 280 4,073 SH   DFND 20 4,073 0 0
INTERDIGITAL INC COM 45867G101 58,396 1,071,676 SH   DFND 2,5,6,8,11,13,19,20 973,270 498 97,908
AMEREN CORP COM 023608102 1,016,545 13,236,258 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,075,931 325,450 834,877
INTERFACE INC COM 458665304 29,029 1,749,783 SH   DFND 2,5,8,20 1,562,782 2,324 184,677
INTERNAP CORP COM PAR 45885A409 18 16,083 SH   DFND 20 16,083 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 84,831 1,969,617 SH   DFND 2,5,6,8,11,20 1,795,681 270 173,666
INTERNATIONAL BUSINESS MACHS COM 459200101 7,304,347 54,493,784 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,586,823 8,836,974 9,069,987
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 579,669 4,467,080 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,863,475 51,065 552,540
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 22,490 470,500 SH   DFND 2 470,500 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 15,573 1,040,277 SH   DFND 2,5,12,13,20 936,599 0 103,678
INTERNATIONAL MNY EXPRESS IN COM 46005L101 3,062 254,357 SH   DFND 2,8,20 254,357 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 15,766 529,780 SH   DFND 2,5,8,20 452,752 0 77,028
INTERPUBLIC GROUP COS INC COM 460690100 435,409 18,848,864 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,038,301 310,699 1,499,864
AMERESCO INC CL A 02361E108 7,530 430,278 SH   DFND 2,5,8,20 357,688 0 72,590
INTERSECT ENT INC COM 46071F103 17,750 712,847 SH   DFND 2,5,8,20 616,252 0 96,595
INTERXION HOLDING N.V SHS N47279109 39,024 465,623 SH   DFND 2,5,8,13,20 361,428 1,329 102,866
INTEVAC INC COM 461148108 115 16,357 SH   DFND 2,5,20 16,357 0 0
INTL FCSTONE INC COM 46116V105 24,501 501,757 SH   DFND 2,5,8,20 453,880 0 47,877
INTL PAPER CO COM 460146103 1,118,474 24,288,260 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,617,919 7,243,774 1,426,567
INTRA CELLULAR THERAPIES INC COM 46116X101 38,202 1,113,444 SH   DFND 2,5,8,20 972,507 0 140,937
INTREPID POTASH INC COM 46121Y102 5,094 1,879,874 SH   DFND 2,5,8,20 1,637,248 0 242,626
INTREXON CORP COM 46122T102 20,216 3,689,110 SH   DFND 2,5,8,20 3,463,024 1,500 224,586
INTRICON CORP COM 46121H109 2,675 148,609 SH   DFND 2,20 125,287 0 23,322
INTUIT COM 461202103 2,947,183 11,251,797 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,789,882 428,254 1,033,661
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 18,682 1,167,626 SH   DFND 1,5,8,13,20 1,066,101 0 101,525
INTUITIVE SURGICAL INC COM NEW 46120E602 2,863,614 4,844,141 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,309,709 112,499 421,933
INVACARE CORP COM 461203101 10,737 1,190,364 SH   DFND 2,5,20 1,098,131 0 92,233
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 71,933 4,343,763 SH   DFND 2,19,20 4,343,763 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 9,434 591,447 SH   DFND 8,12 591,447 0 0
INVESCO LTD SHS G491BT108 338,503 18,826,623 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,035,870 267,632 1,523,121
INVESCO MORTGAGE CAPITAL INC COM 46131B100 82,632 4,817,901 SH   DFND 2,5,8,13,19,20 4,368,439 600 448,862
INVESTAR HLDG CORP COM 46134L105 4,444 184,697 SH   DFND 2,13,20 154,357 0 30,340
INVESTORS BANCORP INC NEW COM 46146L101 93,804 7,872,736 SH   DFND 2,5,8,10,13,20 7,145,100 5,800 721,836
INVESTORS REAL ESTATE TR SH BEN INT 461730509 27,050 369,563 SH   DFND 2,5,8,10,20 319,787 3,497 46,279
INVESTORS TITLE CO COM 461804106 4,010 25,190 SH   DFND 2,5,20 21,285 0 3,905
AARONS INC COM PAR $0.50 002535300 142,768 2,498,153 SH   DFND 2,5,6,8,10,11,19,20 2,292,698 804 204,651
AMERICAN AIRLS GROUP INC COM 02376R102 387,873 13,524,173 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,183,533 77,075 1,263,565
INVITAE CORP COM 46185L103 98,512 6,107,351 SH   DFND 2,5,8,20 5,848,153 0 259,198
INVITATION HOMES INC COM 46187W107 728,009 24,291,271 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,164,781 365,934 1,760,556
ION GEOPHYSICAL CORP COM NEW 462044207 167 19,246 SH   DFND 2,20 19,246 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 119,693 4,324,176 SH   DFND 2,5,8,20 3,971,197 0 352,979
IPG PHOTONICS CORP COM 44980X109 210,268 1,450,925 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,266,960 35,279 148,686
IQIYI INC NOTE 3.750%12/0 46267XAB4 25,171 22,750,000 SH   DFND 2,5 22,750,000 0 0
IQIYI INC SPONSORED ADS 46267X108 55,242 2,616,844 SH   DFND 2,5,8,10,11,12,13,19,20 2,616,844 0 0
IQVIA HLDGS INC COM 46266C105 1,204,127 7,793,197 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,010,389 85,176 697,632
IRADIMED CORP COM 46266A109 1,517 64,895 SH   DFND 2,20 54,309 0 10,586
IRHYTHM TECHNOLOGIES INC COM 450056106 45,931 674,568 SH   DFND 2,5,8,20 596,658 0 77,910
AMERICAN ASSETS TR INC COM 024013104 111,287 2,424,547 SH   DFND 2,5,8,10,20 2,217,252 13,175 194,120
IRIDIUM COMMUNICATIONS INC COM 46269C102 81,974 3,326,864 SH   DFND 2,5,8,20 3,021,556 0 305,308
IROBOT CORP COM 462726100 41,638 822,402 SH   DFND 2,5,8,20 737,428 1,000 83,974
IRON MTN INC NEW COM 46284V101 440,456 13,566,297 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,044,746 151,415 1,370,136
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 76,858 5,774,445 SH   DFND 2,5,8,20 5,292,518 3,300 478,627
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,160 167,641 SH   DFND 5,13,20 167,641 0 0
ISHARES INC CORE MSCI EMKT 46434G103 326,201 6,067,721 SH   DFND 1,2,20 6,067,721 0 0
ISHARES INC MSCI CDA ETF 464286509 34,448 1,152,503 SH   DFND 2 1,152,503 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 1,138 37,500 SH   DFND 10 0 0 37,500
ISHARES INC MSCI GBL ETF NEW 46434G848 2,111 70,900 SH   DFND 10 0 0 70,900
ISHARES INC MSCI JPN ETF NEW 46434G822 11,863 200,261 SH   DFND 12 0 0 200,261
AMERICAN AXLE & MFG HLDGS IN COM 024061103 38,561 3,583,727 SH   DFND 2,5,8,20 3,249,637 3,329 330,761
ISHARES INC MSCI PAC JP ETF 464286665 14,898 321,763 SH   DFND 12 0 0 321,763
ISHARES INC MSCI STH KOR ETF 464286772 9,664 155,402 SH   DFND 20 155,402 0 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 4,579 282,500 SH   DFND 10 0 0 282,500
ISHARES TR 1 3 YR TREAS BD 464287457 166,590 1,968,450 SH   DFND 2 1,968,450 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 27,787 220,974 SH   DFND 1,2 220,974 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 123,717 1,122,457 SH   DFND 1,2 1,122,457 0 0
ISHARES TR CORE INTL AGGR 46435G672 7,881 143,839 SH   DFND 12 143,839 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,053 16,147 SH   DFND 1 16,147 0 0
ISHARES TR CORE S&P MCP ETF 464287507 93,459 454,083 SH   DFND 1,2 439,285 14,797 1
ISHARES TR CORE S&P SCP ETF 464287804 149,898 1,787,692 SH   DFND 1,2,20 1,786,261 1,431 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 310,272 6,597,318 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,250,515 36,356 310,447
ISHARES TR CORE S&P500 ETF 464287200 6,962 21,539 SH   DFND 1,6,12 21,539 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,105 18,737 SH   DFND 1,20 3,049 0 15,688
ISHARES TR EAFE SML CP ETF 464288273 61,562 988,467 SH   DFND 1,6,20 832,592 0 155,875
ISHARES TR EUROPE ETF 464287861 9,111 194,007 SH   DFND 12 194,007 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 10,774 211,579 SH   DFND 1 211,579 0 0
ISHARES TR INTRM GOV CR ETF 464288612 15,357 136,310 SH   DFND 1 36,053 100,257 0
ISHARES TR INTRM TR CRP ETF 464288638 1,053 18,153 SH   DFND 1 18,153 0 0
ISHARES TR JPMORGAN USD EMG 464288281 8,770 76,554 SH   DFND 12 76,554 0 0
ISHARES TR MBS ETF 464288588 3,028 28,023 SH   DFND 12 28,023 0 0
ISHARES TR MSCI ACWI ETF 464288257 5,891 74,337 SH   DFND 6 0 0 74,337
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 77,841 5,295,323 SH   DFND 2,5,6,8,11,12,13,19,20 4,792,412 1,874 501,037
ISHARES TR MSCI EAFE ETF 464287465 362,026 5,213,501 SH   DFND 1,2,6,20 5,197,692 0 15,809
ISHARES TR MSCI EMG MKT ETF 464287234 22,927 510,963 SH   DFND 1,6 2,283 0 508,680
ISHARES TR MSCI INDIA ETF 46429B598 165,989 4,722,294 SH   DFND 2,5,8,12,19,20 3,645,080 0 1,077,214
ISHARES TR MSCI INDIA SM CP 46429B614 34,876 970,400 SH   DFND 20 0 0 970,400
ISHARES TR MSCI MIN VOL ETF 46429B697 541 8,241 SH   DFND 1 8,241 0 0
ISHARES TR RUS 1000 ETF 464287622 2,204 12,353 SH   DFND 1,6 11,653 0 700
ISHARES TR RUS 1000 GRW ETF 464287614 296 1,680 SH   DFND 1 1,680 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 826 6,051 SH   DFND 1 6,051 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 10,685 83,102 SH   DFND 20 6 0 83,096
ISHARES TR RUS MID CAP ETF 464287499 3,408 57,165 SH   DFND 1,20 57,165 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,527,608 26,744,349 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,179,270 333,802 2,231,277
ISHARES TR RUSSELL 2000 ETF 464287655 32,151 194,066 SH   DFND 1,6 119,076 0 74,990
ISHARES TR RUSSELL 3000 ETF 464287689 21,186 112,397 SH   DFND 1 111,407 0 990
ISHARES TR SELECT DIVID ETF 464287168 1,898 17,960 SH   DFND 1 17,960 0 0
ISHARES TR SHORT TREAS BD 464288679 7,378 66,796 SH   DFND 12 66,796 0 0
ISHARES TR TIPS BD ETF 464287176 206,537 1,771,782 SH   DFND 1,2,20 1,771,782 0 0
ISIS PHARMACEUTICALS INC DEL COM 462222100 232,421 3,847,385 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,687,750 1,805 157,830
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 25,505 22,290,000 SH   DFND 2,5 22,290,000 0 0
ISORAY INC COM 46489V104 7 10,577 SH   DFND 20 10,577 0 0
ISTAR INC COM 45031U101 30,024 2,069,165 SH   DFND 2,5,8,20 1,840,030 4,567 224,568
ITAU CORPBANCA SPONSORED ADR 45033E105 1,134 131,740 SH   DFND 2,5,19,20 130,040 0 1,700
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 22,953 426,000 SH   DFND 2 426,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 225,206 24,579,367 SH   DFND 2,5,8,10,13,19,20 21,719,868 2,001,648 857,851
ITERIS INC COM 46564T107 3,272 655,654 SH   DFND 2,20 566,616 0 89,038
ITRON INC COM 465741106 84,083 1,001,589 SH   DFND 2,5,8,20 893,515 343 107,731
ITT INC COM 45073V108 155,184 2,099,638 SH   DFND 2,5,6,8,11,13,19,20 1,990,259 1,092 108,287
ITURAN LOCATION AND CONTROL SHS M6158M104 3,592 141,606 SH   DFND 2,5,8,20 121,628 0 19,978
J & J SNACK FOODS CORP COM 466032109 85,071 460,264 SH   DFND 2,5,8,19,20 412,114 500 47,650
J ALEXANDERS HLDGS INC COM 46609J106 2,320 242,694 SH   DFND 2,5,20 210,341 0 32,353
J JILL INC COM 46620W102 288 255,059 SH   DFND 2,20 216,982 0 38,077
J2 GLOBAL INC COM 48123V102 142,475 1,520,377 SH   DFND 2,5,6,8,11,13,19,20 1,374,347 882 145,148
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 19,921 13,740,000 SH   DFND 2,5 13,740,000 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 93,465 3,122,782 SH   DFND 2,5,8,12,13,20 2,841,718 2,200 278,864
JABIL INC COM 466313103 176,223 4,263,796 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,039,187 27,693 196,916
JACK IN THE BOX INC COM 466367109 62,932 806,515 SH   DFND 2,5,6,8,11,19,20 725,591 161 80,763
JACOBS ENGR GROUP INC COM 469814107 839,110 9,341,093 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,038,956 3,880,124 422,013
JAGGED PEAK ENERGY INC COM 47009K107 39,590 4,663,183 SH   DFND 2,5,20 4,453,029 0 210,154
JAKKS PAC INC COM 47012E106 13 12,513 SH   DFND 20 12,513 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 293 14,900 SH   DFND 20 14,900 0 0
JAMES RIV GROUP LTD COM G5005R107 34,897 846,798 SH   DFND 2,5,8,20 756,212 0 90,586
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 95,390 3,901,415 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,865,753 2,845 32,817
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 19,968 19,725,000 SH   DFND 2,5 19,725,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 18,094 17,497,000 SH   DFND 2,5 17,497,000 0 0
AMERICAN EXPRESS CO COM 025816109 4,338,001 34,846,177 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,298,015 474,898 8,073,264
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 219,627 1,471,245 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,157,268 60,002 253,975
JBG SMITH PPTYS COM 46590V100 232,395 5,793,242 SH   DFND 2,5,6,8,10,11,13,19,20 5,499,972 32,277 260,993
JD COM INC SPON ADR CL A 47215P106 605,944 17,199,658 SH   DFND 1,2,5,8,10,11,12,13,19,20 14,282,182 433,108 2,484,368
JEFFERIES FINL GROUP INC COM 47233W109 179,821 8,414,626 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,635,382 177,925 601,319
JELD-WEN HLDG INC COM 47580P103 32,785 1,400,490 SH   DFND 2,5,8,20 1,190,334 0 210,156
JERNIGAN CAP INC COM 476405105 10,229 524,859 SH   DFND 2,5,8,20 461,854 0 63,005
JETBLUE AWYS CORP COM 477143101 124,881 6,671,018 SH   DFND 2,5,6,11,13,19,20 6,353,774 0 317,244
JIANPU TECHNOLOGY INC ADR 47738D101 284 190,361 SH   DFND 2,5,20 190,361 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 8,326 370,200 SH   DFND 1,2,5,20 370,200 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 101,123 897,596 SH   DFND 2,5,8,13,20 800,394 321 96,881
AMERICAN FIN TR INC COM CLASS A 02607T109 44,155 3,329,922 SH   DFND 2,5,8,10,20 3,272,018 0 57,904
JOHNSON & JOHNSON COM 478160104 22,125,387 151,678,805 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 100,797,555 35,651,695 15,229,555
JOHNSON CTLS INTL PLC SHS G51502105 1,385,797 33,823,514 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,968,571 405,184 3,449,759
JOHNSON OUTDOORS INC CL A 479167108 7,904 103,046 SH   DFND 2,5,8,20 88,131 0 14,915
JOINT CORP COM 47973J102 4,070 252,138 SH   DFND 2,5,20 252,138 0 0
JONES LANG LASALLE INC COM 48020Q107 307,227 1,764,760 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,553,204 51,568 159,988
JOUNCE THERAPEUTICS INC COM 481116101 3,568 408,691 SH   DFND 2,20 356,170 0 52,521
JOYY INC ADS REPSTG COM A 46591M109 62,865 1,190,853 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,190,853 0 0
JPMORGAN CHASE & CO COM 46625H100 20,163,480 144,644,766 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 124,977,029 2,399,162 17,268,575
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 602 293,418 SH   DFND 2,5,20 293,418 0 0
JUNIPER NETWORKS INC COM 48203R104 391,538 15,896,802 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,062,623 381,429 1,452,750
ABB LTD SPONSORED ADR 000375204 1,954 81,128 SH   DFND 2,20 81,128 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 322,868 2,944,530 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,655,200 49,885 239,445
K12 INC COM 48273U102 15,841 778,423 SH   DFND 2,5,8,20 664,366 0 114,057
KADANT INC COM 48282T104 25,514 242,206 SH   DFND 2,5,8,20 206,802 0 35,404
KADMON HLDGS INC COM 48283N106 15,707 3,467,389 SH   DFND 2,20 3,028,689 0 438,700
KAISER ALUMINUM CORP COM PAR $0.01 483007704 74,336 670,360 SH   DFND 2,5,6,8,13,20 620,499 100 49,761
KALA PHARMACEUTICALS INC COM 483119103 1,339 362,838 SH   DFND 2,20 306,924 0 55,914
KALEIDO BIOSCIENCES INC COM 483347100 596 118,823 SH   DFND 2,20 118,823 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 4,131 231,941 SH   DFND 2,5,20 231,941 0 0
KAMAN CORP COM 483548103 57,782 874,159 SH   DFND 2,5,8,20 787,944 0 86,215
KANDI TECHNOLOGIES GROUP INC COM 483709101 265 56,052 SH   DFND 2 56,052 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 695,131 4,526,866 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,011,772 109,204 405,890
AMERICAN HOMES 4 RENT CL A 02665T306 251,010 9,558,666 SH   DFND 2,5,8,10,19,20 8,885,139 67,750 605,777
KAR AUCTION SVCS INC COM 48238T109 71,732 3,263,812 SH   DFND 2,5,6,8,11,13,20 3,090,767 1,500 171,545
KARUNA THERAPEUTICS INC COM 48576A100 9,061 120,267 SH   DFND 2,20 120,267 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 61,888 3,228,366 SH   DFND 2,5,8,20 3,047,513 0 180,853
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 3,854 93,168 SH   DFND 2,5,19,20 92,378 0 790
KB HOME COM 48666K109 94,347 2,753,043 SH   DFND 2,5,6,8,11,20 2,493,357 309 259,377
KBR INC COM 48242W106 141,698 4,633,816 SH   DFND 2,5,6,8,11,12,20 4,216,766 2,804 414,246
KEARNY FINL CORP MD COM 48716P108 27,402 1,981,339 SH   DFND 2,5,6,8,20 1,721,515 0 259,824
KELLOGG CO COM 487836108 938,332 13,567,548 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,771,341 187,990 1,608,217
KELLY SVCS INC CL A 488152208 22,846 1,011,797 SH   DFND 2,5,8,20 908,653 453 102,691
KEMET CORP COM NEW 488360207 46,028 1,701,586 SH   DFND 2,5,8,20 1,525,824 0 175,762
AMERICAN INTL GROUP INC COM NEW 026874784 1,981,526 38,603,669 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 34,820,382 574,441 3,208,846
KEMPER CORP DEL COM 488401100 131,946 1,702,523 SH   DFND 2,5,6,8,11,13,20 1,647,212 954 54,357
KENNAMETAL INC COM 489170100 94,165 2,552,593 SH   DFND 2,5,6,8,11,19,20 2,291,321 5,460 255,812
KENNEDY-WILSON HLDGS INC COM 489398107 65,868 2,924,556 SH   DFND 2,5,8,20 2,481,919 2,500 440,137
KEURIG DR PEPPER INC COM 49271V100 71,136 2,457,203 SH   DFND 2,5,8,10,12,13,19,20 2,310,797 0 146,406
KEYCORP NEW COM 493267108 1,002,958 49,553,257 SH   DFND 2,5,6,8,10,11,12,13,19,20 45,171,339 692,085 3,689,833
KEYSIGHT TECHNOLOGIES INC COM 49338L103 799,002 7,785,263 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,886,760 122,428 776,075
KEZAR LIFE SCIENCES INC COM 49372L100 915 228,184 SH   DFND 2,20 198,999 0 29,185
KFORCE INC COM 493732101 19,773 498,068 SH   DFND 2,5,8,10,20 431,999 0 66,069
KILROY RLTY CORP COM 49427F108 403,908 4,786,617 SH   DFND 2,5,6,8,10,11,13,19,20 4,520,767 28,155 237,695
KIMBALL ELECTRONICS INC COM 49428J109 11,237 640,268 SH   DFND 2,5,8,20 568,776 44 71,448
AMERICAN NATL BANKSHARES INC COM 027745108 9,473 239,388 SH   DFND 2,5,13,20 205,968 0 33,420
KIMBALL INTL INC CL B 494274103 15,483 745,856 SH   DFND 2,5,8,10,20 639,484 59 106,313
KIMBERLY CLARK CORP COM 494368103 2,562,917 18,496,938 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 16,514,675 245,142 1,737,121
KIMCO RLTY CORP COM 49446R109 669,484 31,899,905 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,167,117 375,288 2,357,500
KINDER MORGAN INC DEL COM 49456B101 2,215,447 104,650,289 SH   DFND 2,5,6,8,10,11,12,13,19,20 95,441,963 1,354,993 7,853,333
KINDRED BIOSCIENCES INC COM 494577109 5,933 699,702 SH   DFND 2,5,20 597,554 0 102,148
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 2,491 225,232 SH   DFND 2,20 197,436 0 27,796
KINROSS GOLD CORP COM 496902404 280 59,021 SH   DFND 5,20 59,021 0 0
KINSALE CAP GROUP INC COM 49714P108 73,075 718,817 SH   DFND 2,5,8,20 656,567 0 62,250
KIRBY CORP COM 497266106 122,093 1,363,716 SH   DFND 2,5,6,8,11,13,19,20 1,299,733 0 63,983
KITE RLTY GROUP TR COM NEW 49803T300 83,955 4,298,786 SH   DFND 2,5,8,10,20 3,934,287 21,812 342,687
AMERICAN NATL INS CO COM 028591105 17,244 146,534 SH   DFND 2,5,8,20 136,069 0 10,465
KKR & CO INC CL A 48251W104 151,855 5,205,874 SH   DFND 2,5,6,8,10,12,13,19,20 4,716,130 0 489,744
KKR REAL ESTATE FIN TR INC COM 48251K100 18,747 899,198 SH   DFND 2,5,8,20 823,232 0 75,966
KLA CORPORATION COM NEW 482480100 1,220,664 6,851,118 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,028,718 207,224 615,176
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 3,769 585,195 SH   DFND 2,5,20 526,973 0 58,222
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 152,913 4,266,549 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,759,330 82,559 424,660
KNOLL INC COM NEW 498904200 26,348 1,043,083 SH   DFND 2,5,8,20 887,723 700 154,660
KNOWLES CORP COM 49926D109 52,295 2,472,568 SH   DFND 1,2,5,8,20 2,217,720 3,428 251,420
KODIAK SCIENCES INC COM 50015M109 48,017 667,372 SH   DFND 2,5,8,20 623,088 0 44,284
KOHLS CORP COM 500255104 435,916 8,555,757 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,313,182 196,003 1,046,572
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2,381 48,783 SH   DFND 1,2,20 48,783 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 9,571 1,031,306 SH   DFND 2,5,20 894,796 2,400 134,110
KONTOOR BRANDS INC COM 50050N103 368,558 8,777,285 SH   DFND 2,5,8,12,13,20 8,777,285 0 0
KOPIN CORP COM 500600101 15 36,243 SH   DFND 20 36,243 0 0
KOPPERS HOLDINGS INC COM 50060P106 23,002 601,826 SH   DFND 2,5,8,20 542,367 800 58,659
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,315 364,744 SH   DFND 2,5 364,744 0 0
KORN FERRY COM NEW 500643200 72,666 1,710,146 SH   DFND 2,5,8,19,20 1,528,009 513 181,624
KORNIT DIGITAL LTD SHS M6372Q113 7,537 220,183 SH   DFND 2,5,8,20 177,725 0 42,458
KOSMOS ENERGY LTD COM 500688106 66,053 11,588,266 SH   DFND 2,5,20 11,226,942 0 361,324
KRAFT HEINZ CO COM 500754106 970,569 30,207,574 SH   DFND 2,5,6,8,10,11,12,13,19,20 27,395,267 331,224 2,481,083
KRATON CORPORATION COM 50077C106 24,373 962,580 SH   DFND 2,5,8,20 869,551 600 92,429
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 99,413 5,519,889 SH   DFND 2,5,8,20 5,241,581 2,900 275,408
AMERICAN PUBLIC EDUCATION IN COM 02913V103 13,171 480,883 SH   DFND 2,5,8,20 434,098 0 46,785
KROGER CO COM 501044101 1,172,279 40,437,342 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,903,305 984,364 3,549,673
KRONOS WORLDWIDE INC COM 50105F105 8,476 632,532 SH   DFND 2,5,8,20 546,236 11,494 74,802
KRYSTAL BIOTECH INC COM 501147102 25,266 456,225 SH   DFND 2,5,8,20 456,225 0 0
KT CORP SPONSORED ADR 48268K101 5,635 485,770 SH   DFND 2 485,770 0 0
KULICKE & SOFFA INDS INC COM 501242101 21,271 778,640 SH   DFND 2,5,8,10,20 771,014 226 7,400
KURA ONCOLOGY INC COM 50127T109 14,579 1,060,283 SH   DFND 2,5,8,20 959,748 0 100,535
KURA SUSHI USA INC CL A COM 501270102 990 38,881 SH   DFND 2,20 38,881 0 0
KVH INDS INC COM 482738101 3,541 318,111 SH   DFND 2,20 269,346 0 48,765
L BRANDS INC COM 501797104 189,479 10,456,886 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,714,994 3,533 738,359
L3HARRIS TECHNOLOGIES INC COM 502431109 1,847,553 9,337,207 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,337,207 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 3,625 349,523 SH   DFND 2,20 294,029 0 55,494
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,686 429,058 SH   DFND 2,5,20 364,579 0 64,479
LA Z BOY INC COM 505336107 43,968 1,396,706 SH   DFND 2,5,8,20 1,252,922 2,069 141,715
LABORATORY CORP AMER HLDGS COM NEW 50540R409 738,050 4,362,770 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,927,511 75,200 360,059
LADDER CAP CORP CL A 505743104 43,056 2,342,636 SH   DFND 2,5,8,19,20 2,035,090 0 307,546
LADENBURG THALMAN FIN SVCS I COM 50575Q102 8,178 2,350,128 SH   DFND 2,5,8,20 1,996,600 0 353,528
LAKELAND BANCORP INC COM 511637100 19,065 1,096,969 SH   DFND 2,5,8,20 937,553 0 159,416
LAKELAND FINL CORP COM 511656100 26,523 542,058 SH   DFND 2,5,8,20 464,498 0 77,560
LAM RESEARCH CORP COM 512807108 1,892,306 6,447,102 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,637,707 163,104 646,291
LAMAR ADVERTISING CO NEW CL A 512816109 184,016 2,061,569 SH   DFND 2,5,6,8,11,12,13,20 1,950,297 1,473 109,799
LAMB WESTON HLDGS INC COM 513272104 581,546 6,759,808 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,124,416 73,509 561,883
AMERICAN RLTY INVS INC COM 029174109 301 17,581 SH   DFND 2,20 12,881 0 4,700
LANCASTER COLONY CORP COM 513847103 286,577 1,789,986 SH   DFND 2,5,6,8,11,13,19,20 1,730,684 300 59,002
LANDEC CORP COM 514766104 6,719 594,072 SH   DFND 2,5,8,20 512,640 1,589 79,843
LANDS END INC NEW COM 51509F105 4,211 250,625 SH   DFND 2,5,8,20 210,320 422 39,883
LANDSTAR SYS INC COM 515098101 116,336 1,021,658 SH   DFND 2,5,6,8,11,13,19,20 969,859 692 51,107
LANNET INC COM 516012101 11,434 1,296,410 SH   DFND 2,5,8,20 1,202,474 0 93,936
LANTHEUS HLDGS INC COM 516544103 30,265 1,475,606 SH   DFND 2,5,8,20 1,364,431 0 111,175
LAREDO PETROLEUM INC COM 516806106 33,593 11,705,031 SH   DFND 2,5,20 11,172,195 2,700 530,136
LAS VEGAS SANDS CORP COM 517834107 994,593 14,406,033 SH   DFND 2,5,6,8,10,12,13,19,20 13,303,044 375,110 727,879
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 9,405 925,708 SH   DFND 2,5,13,19,20 916,914 0 8,794
LATTICE SEMICONDUCTOR CORP COM 518415104 64,488 3,369,266 SH   DFND 2,5,8,20 2,991,056 1,881 376,329
AMERICAN SOFTWARE INC CL A 029683109 9,314 625,914 SH   DFND 2,5,8,20 538,240 0 87,674
LAUDER ESTEE COS INC CL A 518439104 2,087,368 10,106,362 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,975,645 274,678 856,039
LAUREATE EDUCATION INC CL A 518613203 40,787 2,316,105 SH   DFND 2,5,8,20 1,974,534 0 341,571
LAWSON PRODS INC COM 520776105 4,726 90,718 SH   DFND 2,20 75,635 0 15,083
LAZARD LTD SHS A G54050102 51,301 1,283,807 SH   DFND 2,5,13,20 1,164,609 0 119,198
LCI INDS COM 50189K103 75,095 700,969 SH   DFND 2,5,8,13,20 624,184 247 76,538
LCNB CORP COM 50181P100 4,828 250,161 SH   DFND 2,20 214,744 0 35,417
LEAF GROUP LTD COM 52177G102 980 244,970 SH   DFND 2,20 215,135 0 29,835
LEAR CORP COM NEW 521865204 342,032 2,492,942 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,240,368 101,206 151,368
LEE ENTERPRISES INC COM 523768109 1,130 795,534 SH   DFND 2,20 795,534 0 0
LEGACY HOUSING CORP COM 52472M101 1,587 95,356 SH   DFND 2,20 95,356 0 0
1ST CONSTITUTION BANCORP COM 31986N102 2,873 129,810 SH   DFND 2,20 109,056 0 20,754
ABBOTT LABS COM 002824100 6,389,044 73,555,650 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 65,675,060 1,180,624 6,699,966
AMERICAN STS WTR CO COM 029899101 213,671 2,466,199 SH   DFND 2,5,8,13,19,20 2,352,019 200 113,980
LEGG MASON INC COM 524901105 78,945 2,173,935 SH   DFND 2,5,6,8,11,12,13,20 2,065,683 698 107,554
LEGGETT & PLATT INC COM 524660107 741,000 14,466,837 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,669,112 138,299 659,426
LEIDOS HLDGS INC COM 525327102 547,466 5,592,664 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,276,198 67,483 248,983
LEMAITRE VASCULAR INC COM 525558201 23,596 656,359 SH   DFND 2,5,8,20 608,403 0 47,956
LENDINGCLUB CORP COM NEW 52603A208 17,469 1,384,219 SH   DFND 2,5,8,20 1,384,219 0 0
LENDINGTREE INC NEW COM 52603B107 86,400 284,734 SH   DFND 2,5,6,8,11,20 276,970 100 7,664
LENNAR CORP CL A 526057104 697,163 12,496,201 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,357,681 152,067 986,453
LENNAR CORP CL B 526057302 2,835 63,413 SH   DFND 2,8,10,13,20 54,169 0 9,244
LENNOX INTL INC COM 526107107 314,355 1,284,433 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,150,623 23,468 110,342
LEVEL ONE BANCORP INC COM 52730D208 1,997 79,255 SH   DFND 2,20 65,851 0 13,404
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2,891 368,287 SH   DFND 2,20 368,287 0 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 1,746 90,519 SH   DFND 2,8,19,20 90,519 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 3,719 896,170 SH   DFND 2,5,8,20 767,070 1,485 127,615
LEXINFINTECH HLDGS LTD ADR 528877103 2,400 172,808 SH   DFND 2,5,20 172,808 0 0
LEXINGTON REALTY TRUST COM 529043101 103,522 9,652,853 SH   DFND 2,5,8,10,13,20 8,667,595 68,221 917,037
LG DISPLAY CO LTD SPONS ADR REP 50186V102 2,592 373,522 SH   DFND 2,5,19 364,514 0 9,008
LGI HOMES INC COM 50187T106 48,675 688,959 SH   DFND 2,5,8,20 627,910 0 61,049
LHC GROUP INC COM 50187A107 120,291 873,193 SH   DFND 2,5,8,20 780,028 600 92,565
LIBBEY INC COM 529898108 23 15,548 SH   DFND 20 15,548 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 36,972 296,823 SH   DFND 2,5,8,10,12,13,19,20 277,072 0 19,751
LIBERTY BROADBAND CORP COM SER C 530307305 290,803 2,312,552 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,993,804 51,860 266,888
AMERICAN TOWER CORP NEW COM 03027X100 4,588,391 19,878,737 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 17,975,213 224,179 1,679,345
LIBERTY GLOBAL PLC SHS CL A G5480U104 55,691 2,449,022 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,677,973 107,254 663,795
LIBERTY GLOBAL PLC SHS CL C G5480U120 115,335 5,291,818 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,481,777 238,222 571,819
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 18,595 963,446 SH   DFND 2,5,8,12,13,20 823,762 1,326 138,358
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 45,522 2,339,262 SH   DFND 2,5,8,13,20 1,987,254 1,765 350,243
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6,455 7,300,000 SH   DFND 2 7,300,000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 8,308 11,800,000 SH   DFND 2 11,800,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 7,335 10,407,000 SH   DFND 2 10,407,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 6,223 209,884 SH   DFND 2,5,8,13,20 181,098 370 28,416
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 105,178 2,175,794 SH   DFND 2,5,6,8,10,12,13,19,20 1,693,192 43,449 439,153
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 21,765 736,793 SH   DFND 2,5,8,13,20 623,938 880 111,975
AMERICAN VANGUARD CORP COM 030371108 15,849 813,167 SH   DFND 2,5,8,20 725,082 953 87,132
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 180,080 3,740,766 SH   DFND 2,5,6,8,10,12,13,19,20 3,291,248 89,455 360,063
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 12,693 289,937 SH   DFND 2,12,13,20 265,710 0 24,227
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 181,050 3,938,869 SH   DFND 2,5,6,8,10,12,13,19,20 3,358,730 97,848 482,291
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 19,264 14,450,000 SH   DFND 2,5 14,450,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 41,035 30,677,000 SH   DFND 2,5 30,677,000 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 15,806 1,421,421 SH   DFND 2,5,8,20 1,250,568 0 170,853
LIBERTY PPTY TR SH BEN INT 531172104 559,704 9,257,759 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,370,296 229,111 658,352
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 11,758 1,599,731 SH   DFND 2,5,8,20 1,381,144 3,014 215,573
LIFE STORAGE INC COM 53223X107 250,352 2,312,081 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,194,350 12,661 105,070
LIFETIME BRANDS INC COM 53222Q103 1,419 204,142 SH   DFND 2,20 170,316 0 33,826
AMERICAN WOODMARK CORPORATIO COM 030506109 49,100 469,810 SH   DFND 2,5,8,20 416,873 261 52,676
LIFEVANTAGE CORP COM NEW 53222K205 3,901 249,902 SH   DFND 2,20 249,902 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 130,750 1,253,712 SH   DFND 2,5,6,8,11,13,20 1,199,404 448 53,860
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 20,905 24,150,000 SH   DFND 2,5 24,150,000 0 0
LILIS ENERGY INC COM NEW 532403201 8 20,100 SH   DFND 20 20,100 0 0
LILLY ELI & CO COM 532457108 4,884,828 37,166,765 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,382,277 1,005,536 3,778,952
LIMELIGHT NETWORKS INC COM 53261M104 9,297 2,278,761 SH   DFND 2,5,8,20 1,924,798 0 353,963
LIMONEIRA CO COM 532746104 5,713 295,939 SH   DFND 2,5,20 245,922 0 50,017
LINCOLN EDL SVCS CORP COM 533535100 31 11,584 SH   DFND 20 11,584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 343,908 3,537,621 SH   DFND 2,5,6,8,11,13,19,20 3,457,570 895 79,156
LINCOLN NATL CORP IND COM 534187109 557,638 9,449,890 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,485,134 225,623 739,133
AMERICAN WTR WKS CO INC NEW COM 030420103 1,212,090 9,866,422 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,090,263 113,471 662,688
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9,329 570,557 SH   DFND 2,5,8,20 466,657 0 103,900
LINDE PLC SHS G5494J103 4,602,472 21,618,001 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,396,490 157,249 2,064,262
LINDSAY CORP COM 535555106 32,136 334,786 SH   DFND 2,5,8,20 300,103 400 34,283
LINE CORP SPONSORED ADR 53567X101 558 11,376 SH   DFND 2 11,376 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 1,600 1,797,923 SH   DFND 2,5,20 1,797,923 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 7,549 708,142 SH   DFND 2,5,8,20 643,127 1,200 63,815
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 13,382 1,347,636 SH   DFND 2,5,8,13,20 1,211,509 612 135,515
LIPOCINE INC NEW COM 53630X104 5 12,400 SH   DFND 20 12,400 0 0
LIQTECH INTL INC COM 53632A201 213 36,368 SH   DFND 2,20 36,368 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 791 185,015 SH   DFND 2,20 164,186 0 20,829
AMERICAS CAR MART INC COM 03062T105 16,390 149,461 SH   DFND 2,5,8,20 131,880 0 17,581
LIQUIDITY SERVICES INC COM 53635B107 4,170 699,725 SH   DFND 2,20 633,166 0 66,559
LITHIA MTRS INC CL A 536797103 100,006 680,314 SH   DFND 2,5,8,12,20 612,070 435 67,809
LITTELFUSE INC COM 537008104 107,597 562,453 SH   DFND 2,5,6,8,11,13,19,20 533,596 349 28,508
LIVANOVA PLC SHS G5509L101 119,553 1,584,955 SH   DFND 2,5,6,8,11,13,19,20 1,433,626 476 150,853
LIVE NATION ENTERTAINMENT IN COM 538034109 443,946 6,211,636 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,852,095 69,376 290,165
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 20,684 16,820,000 SH   DFND 2,5 16,820,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 12,345 649,384 SH   DFND 2,5,8,20 570,987 0 78,397
LIVENT CORP COM 53814L108 37,985 4,442,683 SH   DFND 2,5,8,20 4,013,402 0 429,281
LIVEPERSON INC COM 538146101 66,183 1,788,722 SH   DFND 2,5,8,20 1,597,785 1,936 189,001
LIVERAMP HLDGS INC COM 53815P108 101,373 2,108,871 SH   DFND 2,5,6,8,11,13,19,20 1,905,243 365 203,263
AMERICOLD RLTY TR COM 03064D108 220,246 6,246,363 SH   DFND 2,5,8,10,20 5,841,662 49,700 355,001
LIVEXLIVE MEDIA INC COM NEW 53839L208 668 432,490 SH   DFND 2,20 358,123 0 74,367
LIVONGO HEALTH INC COM 539183103 6,503 259,487 SH   DFND 2,20 259,487 0 0
LKQ CORP COM 501889208 470,800 13,187,682 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,801,043 208,699 1,177,940
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 88 26,579 SH   DFND 20 26,579 0 0
LOCKHEED MARTIN CORP COM 539830109 16,871,304 43,328,635 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,653,394 32,068,113 607,128
LOEWS CORP COM 540424108 667,202 12,711,027 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,149,891 296,221 1,264,915
LOGICBIO THERAPEUTICS INC COM 54142F102 918 127,448 SH   DFND 2,20 112,332 0 15,116
LOGITECH INTL S A SHS H50430232 446 9,454 SH   DFND 2 9,454 0 0
LOGMEIN INC COM 54142L109 100,462 1,171,708 SH   DFND 2,5,6,8,11,13,19,20 1,110,322 829 60,557
LOMA NEGRA CORP SPONSORED ADS 54150E104 1,350 172,629 SH   DFND 5,20 172,629 0 0
AMERIPRISE FINL INC COM 03076C106 982,390 5,897,405 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,182,109 193,487 521,809
LONESTAR RES US INC CL A VTG 54240F103 30 11,500 SH   DFND 20 11,500 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 10,552 326,500 SH   DFND 2,5,8,20 286,918 562 39,020
LOUISIANA PAC CORP COM 546347105 110,261 3,716,241 SH   DFND 2,5,6,8,11,13,19,20 3,349,122 2,053 365,066
LOVESAC COMPANY COM 54738L109 2,135 133,023 SH   DFND 2,5,20 111,746 0 21,277
LOWES COS INC COM 548661107 4,130,685 34,491,355 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 30,954,505 548,405 2,988,445
LPL FINL HLDGS INC COM 50212V100 103,655 1,123,634 SH   DFND 2,5,8,13,20 1,007,905 6,500 109,229
LRAD CORP COM 50213V109 59 17,980 SH   DFND 2,20 17,980 0 0
LSB INDS INC COM 502160104 2,432 579,058 SH   DFND 2,5,20 521,034 0 58,024
LSI INDS INC COM 50216C108 295 48,783 SH   DFND 2,20 48,783 0 0
LTC PPTYS INC COM 502175102 105,991 2,367,464 SH   DFND 2,5,8,10,19,20 2,197,394 10,127 159,943
AMERIS BANCORP COM 03076K108 104,626 2,450,792 SH   DFND 2,5,8,20 2,226,696 0 224,096
LUCKIN COFFEE INC SPONSORED ADS 54951L109 760 19,300 SH   DFND 2 19,300 0 0
LULULEMON ATHLETICA INC COM 550021109 637,418 2,751,406 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,221,805 162,928 366,673
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 8,406 860,411 SH   DFND 2,5,8,20 771,584 900 87,927
LUMENTUM HLDGS INC COM 55024U109 192,014 2,421,361 SH   DFND 2,5,6,8,11,13,19,20 2,184,481 1,471 235,409
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20,181 13,730,000 SH   DFND 2,5 13,730,000 0 0
LUMINEX CORP DEL COM 55027E102 30,023 1,292,371 SH   DFND 2,5,8,20 1,165,921 2,378 124,072
LUNA INNOVATIONS COM 550351100 109 14,932 SH   DFND 2,20 14,932 0 0
LUTHER BURBANK CORP COM 550550107 4,321 374,736 SH   DFND 2,20 333,092 0 41,644
LUXFER HOLDINGS PLC SHS G5698W116 9,445 510,244 SH   DFND 2,5,8,20 510,244 0 0
LYDALL INC DEL COM 550819106 10,467 510,102 SH   DFND 2,5,8,20 459,847 0 50,255
ABBVIE INC COM 00287Y109 6,093,388 68,820,739 SH   DFND 2,5,6,8,10,11,12,13,19,20 62,052,222 1,044,872 5,723,645
AMERISAFE INC COM 03071H100 39,884 604,028 SH   DFND 2,5,8,20 547,220 500 56,308
LYFT INC CL A COM 55087P104 139,782 3,249,242 SH   DFND 2,5,6,8,12,13,19,20 3,249,242 0 0
LYON WILLIAM HOMES CL A NEW 552074700 22,868 1,144,535 SH   DFND 2,5,8,20 1,055,009 0 89,526
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,135,973 12,023,427 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,427,011 511,309 1,085,107
M & T BK CORP COM 55261F104 1,058,062 6,233,062 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,673,949 88,433 470,680
M D C HLDGS INC COM 552676108 68,955 1,806,991 SH   DFND 2,5,8,20 1,659,082 0 147,909
M/I HOMES INC COM 55305B101 39,168 995,382 SH   DFND 2,5,8,20 915,675 0 79,707
MACATAWA BK CORP COM 554225102 6,991 628,162 SH   DFND 2,5,13,20 550,788 0 77,374
MACERICH CO COM 554382101 166,858 6,198,275 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,895,698 36,171 266,406
MACK CALI RLTY CORP COM 554489104 107,843 4,662,489 SH   DFND 2,5,6,8,10,11,13,20 4,280,792 22,928 358,769
MACKINAC FINL CORP COM 554571109 2,506 142,359 SH   DFND 2,20 130,461 0 11,898
AMERISOURCEBERGEN CORP COM 03073E105 610,086 7,175,794 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,205,642 99,877 870,275
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 34,336 1,290,828 SH   DFND 2,5,8,20 1,147,308 527 142,993
MACQUARIE INFRASTRUCTURE COR COM 55608B105 86,784 2,025,781 SH   DFND 2,5,8,12,13,20 1,935,951 600 89,230
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 11,331 11,850,000 SH   DFND 2,5 11,850,000 0 0
MACROGENICS INC COM 556099109 21,005 1,930,610 SH   DFND 2,5,8,20 1,778,643 0 151,967
MACYS INC COM 55616P104 244,919 14,104,808 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,288,346 5,950 810,512
MADDEN STEVEN LTD COM 556269108 103,446 2,405,155 SH   DFND 2,5,8,19,20 2,149,067 430 255,658
MADISON SQUARE GARDEN CO NEW CL A 55825T103 72,232 245,527 SH   DFND 2,5,8,13,19,20 222,065 216 23,246
MADRIGAL PHARMACEUTICALS INC COM 558868105 41,763 458,378 SH   DFND 2,5,8,20 434,455 0 23,923
MAGELLAN HEALTH INC COM NEW 559079207 69,573 889,116 SH   DFND 2,5,8,12,20 822,740 98 66,278
MAGENTA THERAPEUTICS INC COM 55910K108 5,511 363,517 SH   DFND 2,5,20 355,717 0 7,800
AMES NATL CORP COM 031001100 5,385 191,903 SH   DFND 2,5,20 166,622 0 25,281
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 721 62,128 SH   DFND 2 62,128 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 42,840 3,405,401 SH   DFND 2,5,20 3,405,401 0 0
MAGYAR BANCORP INC COM 55977T109 448 37,285 SH   DFND 20 0 0 37,285
MAIDEN HOLDINGS LTD SHS G5753U112 40 53,087 SH   DFND 20 53,087 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 1,924 83,672 SH   DFND 2,20 83,672 0 0
MAJESCO COM 56068V102 873 105,770 SH   DFND 2,20 92,346 0 13,424
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1,727 75,432 SH   DFND 2,20 75,432 0 0
MALIBU BOATS INC COM CL A 56117J100 16,921 413,203 SH   DFND 2,5,8,20 352,315 0 60,888
MALLINCKRODT PUB LTD CO SHS G5785G107 7,076 2,027,550 SH   DFND 2,5,12,13,20 1,785,592 0 241,958
MALVERN BANCORP INC COM 561409103 2,865 124,092 SH   DFND 2,20 88,457 0 35,635
AMETEK INC NEW COM 031100100 908,761 9,111,303 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,179,905 148,455 782,943
MAMMOTH ENERGY SVCS INC COM 56155L108 681 309,529 SH   DFND 2,20 271,739 0 37,790
MANCHESTER UTD PLC NEW ORD CL A G5784H106 607 30,318 SH   DFND 2 30,318 0 0
MANHATTAN ASSOCS INC COM 562750109 125,376 1,572,108 SH   DFND 2,5,6,8,11,13,19,20 1,489,162 900 82,046
MANITEX INTL INC COM 563420108 120 20,170 SH   DFND 2,20 20,170 0 0
MANITOWOC CO INC COM NEW 563571405 12,317 703,846 SH   DFND 2,5,8,20 599,045 1,196 103,605
MANNKIND CORP COM NEW 56400P706 4,414 3,421,541 SH   DFND 2,5,20 2,904,495 0 517,046
MANPOWERGROUP INC COM 56418H100 268,014 2,760,182 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,169,858 90,094 500,230
MANTECH INTL CORP CL A 564563104 69,997 876,282 SH   DFND 2,5,8,20 792,777 407 83,098
MARATHON OIL CORP COM 565849106 591,461 43,553,862 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 39,882,087 556,214 3,115,561
MARATHON PETE CORP COM 56585A102 1,951,368 32,387,849 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 29,692,606 497,990 2,197,253
AMGEN INC COM 031162100 6,322,385 26,226,343 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,058,361 652,339 2,515,643
MARCHEX INC CL B 56624R108 2,333 617,222 SH   DFND 2,20 617,222 0 0
MARCUS & MILLICHAP INC COM 566324109 24,225 650,340 SH   DFND 2,5,8,20 579,360 0 70,980
MARCUS CORP COM 566330106 21,615 680,371 SH   DFND 2,5,8,20 611,272 1,684 67,415
MARINE PRODS CORP COM 568427108 2,219 154,071 SH   DFND 2,20 133,843 0 20,228
MARINEMAX INC COM 567908108 11,877 711,618 SH   DFND 2,5,8,20 640,317 0 71,301
MARINUS PHARMACEUTICALS INC COM 56854Q101 1,978 915,859 SH   DFND 2,5,20 742,519 0 173,340
MARKEL CORP COM 570535104 407,587 356,541 SH   DFND 2,5,6,8,10,11,12,13,19,20 319,145 6,662 30,734
MARKER THERAPEUTICS INC COM 57055L107 1,642 569,995 SH   DFND 2,20 569,995 0 0
MARKETAXESS HLDGS INC COM 57060D108 654,934 1,727,556 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,690,375 600 36,581
MARLIN BUSINESS SVCS CORP COM 571157106 4,089 186,016 SH   DFND 2,5,20 157,576 0 28,440
AMICUS THERAPEUTICS INC COM 03152W109 107,108 10,996,724 SH   DFND 2,5,8,13,20 10,211,708 3,500 781,516
MARRIOTT INTL INC NEW CL A 571903202 1,750,824 11,561,933 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,400,950 148,068 1,012,915
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 162,865 1,259,637 SH   DFND 1,2,5,6,8,11,13,20 1,132,529 515 126,593
MARRONE BIO INNOVATIONS INC COM 57165B106 817 808,826 SH   DFND 2,20 620,259 0 188,567
MARSH & MCLENNAN COS INC COM 571748102 2,597,096 23,311,154 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,339,340 504,495 2,467,319
MARTEN TRANS LTD COM 573075108 26,354 1,226,347 SH   DFND 2,5,8,20 1,108,016 0 118,331
MARTIN MARIETTA MATLS INC COM 573284106 732,892 2,620,842 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,373,504 30,967 216,371
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 377,426 14,178,569 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,368,793 314,690 1,495,086
MASCO CORP COM 574599106 611,224 12,736,477 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,372,390 205,680 1,158,407
MASIMO CORP COM 574795100 188,375 1,191,792 SH   DFND 2,5,6,8,11,13,19,20 1,131,626 744 59,422
MASONITE INTL CORP NEW COM 575385109 37,932 525,301 SH   DFND 2,5,8,20 446,378 200 78,723
AMKOR TECHNOLOGY INC COM 031652100 31,385 2,414,244 SH   DFND 2,5,8,20 2,088,921 5,032 320,291
MASTEC INC COM 576323109 121,175 1,888,640 SH   DFND 2,5,6,8,11,13,20 1,698,209 487 189,944
MASTERCARD INC CL A 57636Q104 11,027,054 36,930,418 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,452,089 1,080,668 3,397,661
MASTERCRAFT BOAT HLDGS INC COM 57637H103 6,045 383,798 SH   DFND 2,5,8,20 323,759 0 60,039
MATADOR RES CO COM 576485205 116,290 6,471,321 SH   DFND 2,5,6,11,20 6,131,232 2,200 337,889
MATCH GROUP INC COM 57665R106 90,442 1,101,479 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,060,501 0 40,978
MATERIALISE NV SPONSORED ADS 57667T100 1,581 86,362 SH   DFND 1,2 86,362 0 0
MATERION CORP COM 576690101 47,194 793,851 SH   DFND 2,5,8,20 730,254 1,087 62,510
MATINAS BIOPHARMA HLDGS INC COM 576810105 38 16,700 SH   DFND 20 16,700 0 0
MATRIX SVC CO COM 576853105 20,639 902,051 SH   DFND 2,5,8,20 820,713 1,000 80,338
MATSON INC COM 57686G105 52,497 1,286,686 SH   DFND 2,5,8,20 1,160,480 0 126,206
AMN HEALTHCARE SERVICES INC COM 001744101 88,157 1,414,816 SH   DFND 2,5,8,20 1,272,060 705 142,051
MATTEL INC COM 577081102 113,310 8,362,360 SH   DFND 2,5,6,8,11,12,13,20 8,024,686 3,270 334,404
MATTHEWS INTL CORP CL A 577128101 36,582 958,394 SH   DFND 2,5,8,20 864,107 71 94,216
MAUI LD & PINEAPPLE INC COM 577345101 1,020 90,700 SH   DFND 2,20 76,973 0 13,727
MAXAR TECHNOLOGIES INC COM 57778K105 89,058 5,683,323 SH   DFND 2,5,8,13,20 5,683,323 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 717,925 11,671,676 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,264,819 325,917 1,080,940
MAXIMUS INC COM 577933104 155,011 2,083,760 SH   DFND 2,5,6,8,11,13,19,20 1,886,489 1,410 195,861
MAXLINEAR INC COM 57776J100 49,498 2,332,598 SH   DFND 2,5,8,20 2,126,437 500 205,661
MAYVILLE ENGINEERING CO INC COM 578605107 887 94,568 SH   DFND 2,20 94,568 0 0
MBIA INC COM 55262C100 17,582 1,890,520 SH   DFND 2,5,8,12,20 1,625,118 5,003 260,399
MCCORMICK & CO INC COM NON VTG 579780206 1,158,202 6,799,333 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,964,754 77,282 757,297
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 10,944 2,270,522 SH   DFND 2,5,8,20 1,928,543 2,533 339,446
MCDERMOTT INTL INC COM 580037703 3,873 5,723,871 SH   DFND 2,5,8,12,13,20 5,178,104 4,007 541,760
MCDONALDS CORP COM 580135101 7,736,535 39,150,523 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 30,304,275 438,175 8,408,073
MCEWEN MNG INC COM 58039P107 13,513 10,640,073 SH   DFND 2,5,8,20 10,576,773 0 63,300
MCGRATH RENTCORP COM 580589109 42,239 549,140 SH   DFND 2,5,8,10,20 472,855 1,067 75,218
MCKESSON CORP COM 58155Q103 1,163,873 8,389,781 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,355,847 129,413 904,521
MDC PARTNERS INC CL A SUB VTG 552697104 2,811 1,011,164 SH   DFND 2,5,20 859,819 0 151,345
MDU RES GROUP INC COM 552690109 411,030 13,740,378 SH   DFND 2,5,6,11,12,13,19,20 13,511,159 3,190 226,029
MECHEL PAO SPONSORED ADR NE 583840608 1,500 728,291 SH   DFND 2,5,20 723,691 4,600 0
MEDALLIA INC COM 584021109 8,724 280,435 SH   DFND 2,8,20 280,435 0 0
MEDALLION FINL CORP COM 583928106 2,220 305,403 SH   DFND 2,20 305,403 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 21,422 1,110,501 SH   DFND 2,5,8,20 989,480 0 121,021
MEDICAL PPTYS TRUST INC COM 58463J304 491,555 22,999,468 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,732,538 137,300 1,129,630
MEDICINES CO COM 584688105 262,047 3,085,089 SH   DFND 2,5,8,13,20 2,848,978 400 235,711
MEDICINES CO NOTE 2.500% 1/1 584688AE5 31,873 12,530,000 SH   DFND 2,5 12,530,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 23,670 13,500,000 SH   DFND 2,5 13,500,000 0 0
MEDICINOVA INC COM NEW 58468P206 5,115 758,889 SH   DFND 2,5,20 651,917 0 106,972
MEDIFAST INC COM 58470H101 36,665 331,144 SH   DFND 2,5,8,20 291,019 4,818 35,307
MEDNAX INC COM 58502B106 60,655 2,182,606 SH   DFND 2,5,6,8,11,12,13,20 2,077,717 892 103,997
MEDPACE HLDGS INC COM 58506Q109 67,022 797,306 SH   DFND 2,5,8,20 713,947 0 83,359
MEDTRONIC PLC SHS G5960L103 6,595,491 57,863,179 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,712,532 953,603 5,197,044
MEET GROUP INC COM 58513U101 7,857 1,568,254 SH   DFND 2,5,20 1,340,978 0 227,276
ABEONA THERAPEUTICS INC COM 00289Y107 2,000 611,566 SH   DFND 2,5,20 530,984 0 80,582
AMPHENOL CORP NEW CL A 032095101 1,428,530 13,168,997 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,588,074 304,248 1,276,675
MEI PHARMA INC COM NEW 55279B202 2,961 1,193,827 SH   DFND 2,20 1,193,827 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 6,804 339,839 SH   DFND 2,5,8,20 304,398 0 35,441
MELCO RESORTS AND ENTMT LTD ADR 585464100 114,919 4,754,595 SH   DFND 1,2,5,6,8,10,12,13,19,20 3,894,300 338,920 521,375
MELLANOX TECHNOLOGIES LTD SHS M51363113 17,092 145,863 SH   DFND 2,5,8,10,13,19,20 137,131 1,100 7,632
MENLO THERAPEUTICS INC COM 586858102 1,214 261,724 SH   DFND 2,20 213,295 0 48,429
MERCADOLIBRE INC COM 58733R102 272,688 476,778 SH   DFND 2,5,6,8,10,11,12,13,19,20 386,681 21,883 68,214
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 43,255 28,850,000 SH   DFND 2,5 28,850,000 0 0
MERCANTILE BANK CORP COM 587376104 13,222 362,546 SH   DFND 2,5,20 317,940 0 44,606
MERCER INTL INC COM 588056101 5,942 483,067 SH   DFND 2,5,8,20 480,167 0 2,900
MERCHANTS BANCORP IND COM 58844R108 4,337 219,251 SH   DFND 2,5,20 181,017 0 38,234
AMPIO PHARMACEUTICALS INC COM 03209T109 27 46,838 SH   DFND 20 46,838 0 0
MERCK & CO INC COM 58933Y105 10,665,449 116,493,884 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 99,204,132 1,862,635 15,427,117
MERCURY GENL CORP NEW COM 589400100 49,746 1,020,851 SH   DFND 2,5,6,8,11,12,20 982,304 4,634 33,913
MERCURY SYS INC COM 589378108 190,352 2,754,330 SH   DFND 2,5,6,8,11,13,19,20 2,583,851 399 170,080
MEREDITH CORP COM 589433101 324,638 9,998,076 SH   DFND 2,5,6,8,11,20 9,876,074 1,362 120,640
MEREO BIOPHARMA GROUP PLC ADS 589492107 54 16,516 SH   DFND 1 16,516 0 0
MERIDIAN BANCORP INC MD COM 58958U103 23,511 1,165,593 SH   DFND 2,5,6,8,20 1,007,402 0 158,191
MERIDIAN BIOSCIENCE INC COM 589584101 15,612 1,597,948 SH   DFND 2,5,8,20 1,470,770 500 126,678
MERIT MED SYS INC COM 589889104 61,119 1,957,692 SH   DFND 2,5,8,20 1,790,855 372 166,465
MERITAGE HOMES CORP COM 59001A102 70,674 1,156,502 SH   DFND 2,5,8,12,20 1,042,644 564 113,294
MERITOR INC COM 59001K100 42,995 1,641,660 SH   DFND 2,5,8,20 1,405,085 303 236,272
AMPLIFY ENERGY CORP NEW COM 03212B103 2,808 424,744 SH   DFND 2,20 424,744 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 35 11,185 SH   DFND 20 11,185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 3,557 620,685 SH   DFND 2,13,20 505,458 0 115,227
MESA AIR GROUP INC COM NEW 590479135 3,140 351,216 SH   DFND 2,20 284,609 0 66,607
MESA LABS INC COM 59064R109 36,258 145,379 SH   DFND 2,5,8,20 134,181 0 11,198
META FINL GROUP INC COM 59100U108 36,426 996,586 SH   DFND 2,5,8,20 887,654 0 108,932
METHANEX CORP COM 59151K108 359 9,301 SH   DFND 5,8,20 9,301 0 0
METHODE ELECTRS INC COM 591520200 45,003 1,143,654 SH   DFND 2,5,8,20 1,026,560 1,308 115,786
METLIFE INC COM 59156R108 1,927,996 37,826,098 SH   DFND 2,5,6,8,10,11,12,13,19,20 33,754,706 543,472 3,527,920
METROCITY BANKSHARES INC COM 59165J105 2,812 160,614 SH   DFND 2,20 160,614 0 0
METROPOLITAN BK HLDG CORP COM 591774104 5,810 120,467 SH   DFND 2,5,20 99,941 0 20,526
AMYRIS INC COM NEW 03236M200 2,721 880,717 SH   DFND 2,20 698,454 0 182,263
METTLER TOLEDO INTERNATIONAL COM 592688105 831,580 1,048,280 SH   DFND 2,5,6,8,10,11,12,13,19,20 920,791 26,405 101,084
MFA FINL INC COM 55272X102 61,673 7,852,879 SH   DFND 2,5,8,12,13,19,20 7,265,538 10,663 576,678
MGE ENERGY INC COM 55277P104 71,452 906,525 SH   DFND 2,5,8,13,20 800,629 548 105,348
MGIC INVT CORP WIS COM 552848103 99,624 7,030,618 SH   DFND 1,2,5,8,12,13,20 6,708,790 9,270 312,558
MGM GROWTH PPTYS LLC CL A COM 55303A105 10,698 340,342 SH   DFND 2,5,8,19,20 274,052 0 66,290
MGM RESORTS INTERNATIONAL COM 552953101 701,478 21,084,415 SH   DFND 2,5,6,8,10,12,13,19,20 19,112,787 259,498 1,712,130
MGP INGREDIENTS INC NEW COM 55303J106 18,767 387,348 SH   DFND 2,5,8,20 346,524 0 40,824
MICHAELS COS INC COM 59408Q106 25,245 3,120,569 SH   DFND 2,5,8,12,20 2,998,262 2,800 119,507
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 21,662 1,543,974 SH   DFND 2,5,6,8,10,12,13,20 1,543,974 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,011,349 9,657,648 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,655,460 134,475 867,713
ANALOG DEVICES INC COM 032654105 1,800,617 15,151,609 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,607,057 261,421 1,283,131
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 117,866 54,805,000 SH   DFND 2,5 54,805,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 95,465 66,950,000 SH   DFND 2,5 66,950,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 32,878 22,585,000 SH   DFND 2,5 22,585,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,567,794 47,746,271 SH   DFND 2,5,6,8,10,11,12,13,19,20 41,964,111 1,266,470 4,515,690
MICROSOFT CORP COM 594918104 49,781,556 315,672,520 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 274,329,512 7,027,273 34,315,735
MICROSTRATEGY INC CL A NEW 594972408 38,728 271,531 SH   DFND 2,5,8,20 244,277 373 26,881
MICROVISION INC DEL COM NEW 594960304 23 32,402 SH   DFND 20 32,402 0 0
MID AMER APT CMNTYS INC COM 59522J103 1,013,848 7,688,823 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,051,622 90,759 546,442
MID PENN BANCORP INC COM 59540G107 3,091 107,311 SH   DFND 2,20 90,205 0 17,106
MIDDLEBY CORP COM 596278101 128,578 1,174,015 SH   DFND 2,5,6,8,10,11,12,13,19,20 969,505 34,553 169,957
ANAPLAN INC COM 03272L108 60,487 1,154,339 SH   DFND 2,5,8,13,19,20 1,091,317 0 63,022
MIDDLESEX WATER CO COM 596680108 22,707 357,189 SH   DFND 2,5,8,20 300,383 600 56,206
MIDLAND STS BANCORP INC ILL COM 597742105 15,179 524,149 SH   DFND 2,5,8,20 428,212 0 95,937
MIDWESTONE FINL GROUP INC NE COM 598511103 8,542 235,772 SH   DFND 2,5,8,20 192,107 0 43,665
MILLENDO THERAPEUTICS INC COM 60040X103 1,124 166,736 SH   DFND 2,20 166,736 0 0
MILLER HERMAN INC COM 600544100 77,492 1,851,618 SH   DFND 2,5,6,8,11,19,20 1,673,920 2,047 175,651
MILLER INDS INC TENN COM NEW 600551204 8,047 216,728 SH   DFND 2,5,20 183,585 0 33,143
MIMECAST LTD ORD SHS G14838109 5,024 115,822 SH   DFND 2,5,8,20 112,522 0 3,300
MINERALS TECHNOLOGIES INC COM 603158106 62,552 1,085,405 SH   DFND 2,5,6,8,11,20 976,413 914 108,078
MINERVA NEUROSCIENCES INC COM 603380106 4,053 570,102 SH   DFND 2,5,20 495,649 0 74,453
MIRAGEN THERAPEUTICS INC COM 60463E103 6 12,400 SH   DFND 20 12,400 0 0
ANAPTYSBIO INC COM 032724106 31,606 1,945,009 SH   DFND 2,5,8,20 1,872,995 0 72,014
MIRATI THERAPEUTICS INC COM 60468T105 159,111 1,234,762 SH   DFND 2,5,8,13,20 1,154,389 0 80,373
MIRUM PHARMACEUTICALS INC COM 604749101 560 22,819 SH   DFND 2,20 22,819 0 0
MISONIX INC COM 604871103 2,448 131,534 SH   DFND 2,20 131,534 0 0
MISTRAS GROUP INC COM 60649T107 5,178 362,845 SH   DFND 2,5,8,20 312,315 1,600 48,930
MITEK SYS INC COM NEW 606710200 6,049 790,704 SH   DFND 2,5,8,20 659,704 0 131,000
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 138 25,470 SH   DFND 20 25,470 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 40 13,100 SH   DFND 20 13,100 0 0
MKS INSTRUMENT INC COM 55306N104 149,467 1,358,671 SH   DFND 2,5,6,8,11,13,19,20 1,293,712 901 64,058
MMA CAPITAL HOLDINGS INC COM 55315D105 2,083 65,518 SH   DFND 2,20 65,518 0 0
MOBILE MINI INC COM 60740F105 50,153 1,322,955 SH   DFND 2,5,8,20 1,184,630 248 138,077
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 2,093 808,010 SH   DFND 2,20 808,010 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 113,699 11,201,886 SH   DFND 1,2,5,8,10,12,13,19,20 8,457,869 412,093 2,331,924
MOBILEIRON INC COM NEW 60739U204 11,113 2,286,603 SH   DFND 2,5,8,20 1,993,419 0 293,184
MODEL N INC COM 607525102 26,394 752,620 SH   DFND 2,5,8,20 654,014 0 98,606
MODERNA INC COM 60770K107 105,816 5,409,814 SH   DFND 2,5,13,19,20 5,409,814 0 0
MODINE MFG CO COM 607828100 7,899 1,025,857 SH   DFND 2,5,8,20 875,117 2,378 148,362
MOELIS & CO CL A 60786M105 33,474 1,048,693 SH   DFND 2,5,8,20 900,725 0 147,968
MOHAWK INDS INC COM 608190104 385,708 2,828,186 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,571,948 39,716 216,522
MOLECULAR TEMPLATES INC COM 608550109 3,702 264,714 SH   DFND 2,20 226,745 0 37,969
MOLINA HEALTHCARE INC COM 60855R100 197,324 1,454,230 SH   DFND 2,5,6,8,11,12,13,20 1,372,286 900 81,044
MOLSON COORS BREWING CO CL B 60871R209 504,380 9,357,708 SH   DFND 2,5,6,8,10,12,13,19,20 8,519,678 128,147 709,883
ANDERSONS INC COM 034164103 24,868 976,959 SH   DFND 2,5,8,20 877,028 1,437 98,494
MOMENTA PHARMACEUTICALS INC COM 60877T100 75,518 3,827,583 SH   DFND 2,5,8,20 3,523,128 0 304,455
MOMO INC ADR 60879B107 99,012 2,955,589 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,418,324 77,800 459,465
MOMO INC NOTE 1.250% 7/0 60879BAB3 21,900 23,480,000 SH   DFND 2,5 23,480,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 17,038 350,932 SH   DFND 2,5,8,20 316,270 0 34,662
MONDELEZ INTL INC CL A 609207105 3,725,180 67,285,113 SH   DFND 2,5,6,8,10,11,12,13,19,20 60,594,445 994,008 5,696,660
MONEYGRAM INTL INC COM NEW 60935Y208 126 59,839 SH   DFND 2,20 59,839 0 0
MONGODB INC CL A 60937P106 113,681 863,772 SH   DFND 2,5,6,8,10,11,12,13,19,20 863,772 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 42,001 2,900,607 SH   DFND 2,5,8,10,20 2,504,493 27,605 368,509
MONOLITHIC PWR SYS INC COM 609839105 188,171 1,054,621 SH   DFND 2,5,6,8,11,13,19,20 1,000,657 500 53,464
MONRO INC COM 610236101 78,928 1,009,308 SH   DFND 2,5,8,20 908,184 729 100,395
ANGI HOMESERVICES INC COM CL A 00183L102 2,744 323,918 SH   DFND 2,5,8,20 318,618 0 5,300
MONSTER BEVERAGE CORP NEW COM 61174X109 1,124,167 17,689,488 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,634,230 417,411 1,637,847
MONTAGE RES CORP COM 61179L100 2,888 363,709 SH   DFND 2,5,20 363,709 0 0
MOODYS CORP COM 615369105 1,686,137 7,102,216 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,387,284 88,413 626,519
MOOG INC CL A 615394202 117,358 1,375,346 SH   DFND 2,5,8,13,19,20 1,272,740 288 102,318
MORGAN STANLEY COM NEW 617446448 6,146,985 120,246,188 SH   DFND 2,5,6,8,10,11,12,13,19,20 48,624,238 65,979,194 5,642,756
MORNINGSTAR INC COM 617700109 40,763 269,402 SH   DFND 2,5,8,19,20 244,970 126 24,306
MORPHIC HLDG INC COM 61775R105 1,246 72,610 SH   DFND 2,20 72,610 0 0
MOSAIC CO NEW COM 61945C103 430,672 19,901,685 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,374,256 228,803 2,298,626
MOTORCAR PTS AMER INC COM 620071100 12,430 564,238 SH   DFND 2,5,8,20 506,558 1,500 56,180
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,258,346 7,779,631 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,705,849 177,047 896,735
ABERCROMBIE & FITCH CO CL A 002896207 38,225 2,210,790 SH   DFND 2,5,8,12,20 2,000,790 15,330 194,670
ANGIODYNAMICS INC COM 03475V101 24,473 1,528,594 SH   DFND 2,5,8,20 1,414,613 0 113,981
MOVADO GROUP INC COM 624580106 10,613 488,196 SH   DFND 2,5,8,20 436,475 1,300 50,421
MR COOPER GROUP INC COM 62482R107 19,657 1,571,342 SH   DFND 2,5,8,20 1,349,590 0 221,752
MRC GLOBAL INC COM 55345K103 23,910 1,752,920 SH   DFND 2,5,8,20 1,496,182 3,600 253,138
MSA SAFETY INC COM 553498106 287,796 2,277,586 SH   DFND 2,5,6,8,11,13,19,20 2,166,842 326 110,418
MSC INDL DIRECT INC CL A 553530106 86,208 1,098,611 SH   DFND 2,5,6,8,11,13,19,20 1,042,765 748 55,098
MSCI INC COM 55354G100 995,749 3,856,800 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,439,664 57,743 359,393
MSG NETWORK INC CL A 553573106 17,761 1,020,757 SH   DFND 2,5,8,20 868,800 1,848 150,109
MTS SYS CORP COM 553777103 26,337 548,353 SH   DFND 2,5,8,20 488,700 561 59,092
MUELLER INDS INC COM 624756102 54,853 1,727,648 SH   DFND 2,5,8,20 1,550,171 2,118 175,359
MUELLER WTR PRODS INC COM SER A 624758108 40,801 3,405,779 SH   DFND 2,5,8,20 2,898,395 2,315 505,069
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4,696 210,204 SH   DFND 1,5,8,20 210,204 0 0
MURPHY OIL CORP COM 626717102 164,654 6,143,821 SH   DFND 2,5,6,8,11,12,13,20 5,945,496 1,579 196,746
MURPHY USA INC COM 626755102 118,460 1,012,482 SH   DFND 2,5,6,8,11,12,13,20 921,453 669 90,360
MUSTANG BIO INC COM 62818Q104 2,017 494,338 SH   DFND 2,20 420,190 0 74,148
MUTUALFIRST FINL INC COM 62845B104 6,200 156,277 SH   DFND 2,5,20 85,558 0 70,719
MVB FINANCIAL CORP COM 553810102 3,786 151,940 SH   DFND 2,20 129,916 0 22,024
MYERS INDS INC COM 628464109 17,922 1,066,026 SH   DFND 2,5,8,20 953,485 0 112,541
MYLAN N V SHS EURO N59465109 470,051 23,385,602 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,161,584 338,737 1,885,281
MYOKARDIA INC COM 62857M105 72,080 988,957 SH   DFND 2,5,8,20 851,723 0 137,234
MYOVANT SCIENCES LTD COM G637AM102 1,039 66,956 SH   DFND 2,5,20 66,656 0 300
MYR GROUP INC DEL COM 55405W104 15,829 485,692 SH   DFND 2,5,8,20 432,673 0 53,019
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,916 23,358 SH   DFND 1,20 23,358 0 0
MYRIAD GENETICS INC COM 62855J104 105,823 3,886,276 SH   DFND 2,5,8,19,20 3,666,339 1,182 218,755
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 14,173 18,800,000 SH   DFND 2,5 18,800,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 44,536 15,412,106 SH   DFND 2,5,8,12,13,20 14,954,133 4,258 453,715
NABRIVA THERAPEUTICS PLC SHS G63637105 42 31,824 SH   DFND 2 31,824 0 0
NACCO INDS INC CL A 629579103 3,739 79,835 SH   DFND 2,5,20 67,749 0 12,086
NAM TAI PPTY INC SHS G63907102 532 61,751 SH   DFND 5,20 61,751 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 18,900 679,356 SH   DFND 2,5,8,20 582,286 0 97,070
NANTHEALTH INC COM 630104107 10 10,100 SH   DFND 20 10,100 0 0
NANTKWEST INC COM 63016Q102 53 14,020 SH   DFND 2,20 14,020 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 6,884 234,226 SH   DFND 2,5,8,20 204,752 0 29,474
ANI PHARMACEUTICALS INC COM 00182C103 19,109 309,863 SH   DFND 2,5,8,20 279,681 0 30,182
NASDAQ INC COM 631103108 563,208 5,258,710 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,697,366 77,609 483,735
NATERA INC COM 632307104 83,908 2,490,597 SH   DFND 2,5,8,20 2,311,660 0 178,937
NATHANS FAMOUS INC NEW COM 632347100 3,699 52,187 SH   DFND 2,20 44,238 0 7,949
NATIONAL BANKSHARES INC VA COM 634865109 6,019 133,963 SH   DFND 2,5,20 114,156 0 19,807
NATIONAL BEVERAGE CORP COM 635017106 17,558 344,135 SH   DFND 2,5,8,20 308,163 0 35,972
NATIONAL BK HLDGS CORP CL A 633707104 34,658 984,042 SH   DFND 2,5,8,20 883,066 0 100,976
NATIONAL CINEMEDIA INC COM 635309107 11,533 1,582,069 SH   DFND 2,5,8,20 1,364,640 2,300 215,129
NATIONAL ENERGY SERVICES REU SHS G6375R107 3,763 412,560 SH   DFND 2,20 412,560 0 0
NATIONAL FUEL GAS CO N J COM 636180101 424,669 9,041,697 SH   DFND 2,5,6,11,12,13,19,20 8,950,860 1,287 89,550
NATIONAL GEN HLDGS CORP COM 636220303 31,015 1,400,238 SH   DFND 2,5,8,20 1,189,159 0 211,079
ANIKA THERAPEUTICS INC COM 035255108 44,617 860,507 SH   DFND 2,5,8,20 819,563 0 40,944
NATIONAL GRID PLC SPONSORED ADR NE 636274409 1,349 21,433 SH   DFND 1,20 21,433 0 0
NATIONAL HEALTH INVS INC COM 63633D104 122,571 1,485,380 SH   DFND 2,5,8,10,19,20 1,306,102 10,698 168,580
NATIONAL HEALTHCARE CORP COM 635906100 28,748 330,605 SH   DFND 2,5,6,8,20 292,048 0 38,557
NATIONAL INSTRS CORP COM 636518102 126,579 2,989,576 SH   DFND 2,5,6,8,11,13,19,20 2,836,302 2,055 151,219
NATIONAL OILWELL VARCO INC COM 637071101 458,350 18,297,393 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,607,460 193,922 1,496,011
NATIONAL PRESTO INDS INC COM 637215104 29,064 328,818 SH   DFND 2,5,20 310,550 357 17,911
NATIONAL RESH CORP COM NEW 637372202 16,114 243,605 SH   DFND 2,5,8,20 205,708 0 37,897
NATIONAL RETAIL PPTYS INC COM 637417106 719,168 13,412,305 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,584,944 155,244 672,117
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 99,915 2,971,891 SH   DFND 2,5,8,10,19,20 2,723,790 14,600 233,501
NATIONAL VISION HLDGS INC COM 63845R107 54,071 1,667,319 SH   DFND 2,5,8,19,20 1,426,191 0 241,128
ANIXTER INTL INC COM 035290105 90,077 978,031 SH   DFND 2,5,8,12,20 882,468 143 95,420
NATIONAL WESTN LIFE GROUP IN CL A 638517102 13,907 47,811 SH   DFND 2,5,8,20 40,516 0 7,295
NATURAL GAS SERVICES GROUP COM 63886Q109 3,055 249,144 SH   DFND 2,5,20 212,223 0 36,921
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,948 197,411 SH   DFND 2,20 170,889 0 26,522
NATURES SUNSHINE PRODUCTS IN COM 639027101 1,581 177,016 SH   DFND 2,20 148,954 0 28,062
NATUS MEDICAL INC COM 639050103 39,079 1,184,563 SH   DFND 2,5,8,20 1,077,548 0 107,015
NAUTILUS INC COM 63910B102 87 49,448 SH   DFND 20 49,448 0 0
NAVIENT CORPORATION COM 63938C108 74,143 5,419,830 SH   DFND 1,2,5,6,8,10,11,12,13,20 5,140,517 2,877 276,436
NAVISTAR INTL CORP NEW COM 63934E108 31,061 1,073,276 SH   DFND 2,5,8,13,20 924,005 356 148,915
NBT BANCORP INC COM 628778102 54,555 1,345,051 SH   DFND 2,5,8,19,20 1,211,687 323 133,041
NCR CORP NEW COM 62886E108 163,394 4,647,151 SH   DFND 1,2,5,6,8,11,12,13,19,20 4,488,374 1,952 156,825
ANNALY CAP MGMT INC COM 035710409 461,354 47,730,515 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,431,712 748,689 10,550,114
NCS MULTISTAGE HLDGS INC COM 628877102 399 190,048 SH   DFND 2,5,20 169,575 0 20,473
NEENAH INC COM 640079109 37,394 530,940 SH   DFND 2,5,8,20 476,570 0 54,370
NEKTAR THERAPEUTICS COM 640268108 98,214 4,550,105 SH   DFND 2,5,6,8,11,13,19,20 4,455,817 1,889 92,399
NELNET INC CL A 64031N108 23,106 396,744 SH   DFND 2,5,8,20 340,296 1,060 55,388
NEOGEN CORP COM 640491106 108,068 1,655,963 SH   DFND 2,5,8,19,20 1,496,531 613 158,819
NEOGENOMICS INC COM NEW 64049M209 81,050 2,770,947 SH   DFND 2,5,8,20 2,478,415 0 292,532
NEOLEUKIN THERAPEUTICS INC COM 64049K104 150 12,153 SH   DFND 20 12,153 0 0
NEON THERAPEUTICS INC COM 64050Y100 254 215,069 SH   DFND 2,20 173,897 0 41,172
NEOPHOTONICS CORP COM 64051T100 6,363 721,441 SH   DFND 2,5,20 607,236 0 114,205
NEOS THERAPEUTICS INC COM 64052L106 37 24,425 SH   DFND 20 24,425 0 0
ANSYS INC COM 03662Q105 928,694 3,607,838 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,154,384 114,825 338,629
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 594 159,580 SH   DFND 2,20 159,580 0 0
NETAPP INC COM 64110D104 613,975 9,863,048 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,702,446 271,963 888,639
NETEASE INC SPONSORED ADS 64110W102 484,364 1,579,584 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,294,196 41,858 243,530
NETFLIX INC COM 64110L106 5,374,505 16,610,022 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,749,660 230,299 1,630,063
NETGEAR INC COM 64111Q104 24,109 983,628 SH   DFND 2,5,8,20 887,456 96 96,076
NETSCOUT SYS INC COM 64115T104 56,782 2,359,039 SH   DFND 2,5,6,8,11,13,19,20 2,131,330 1,165 226,544
NEUROCRINE BIOSCIENCES INC COM 64125C109 263,738 2,453,608 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,337,273 3,500 112,835
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 23,989 15,625,000 SH   DFND 2,5 15,625,000 0 0
NEURONETICS INC COM 64131A105 956 213,016 SH   DFND 2,20 180,551 0 32,465
NEVRO CORP COM 64157F103 83,514 710,518 SH   DFND 2,5,8,13,20 616,446 600 93,472
ANTARES PHARMA INC COM 036642106 19,269 4,099,790 SH   DFND 2,5,8,20 3,613,310 0 486,480
NEW AGE BEVERAGES CORP COM 64157V108 2,601 1,429,220 SH   DFND 2,5,20 1,429,220 0 0
NEW GOLD INC CDA COM 644535106 80 91,451 SH   DFND 20 91,451 0 0
NEW HOME CO INC COM 645370107 105 22,500 SH   DFND 20 22,500 0 0
NEW JERSEY RES COM 646025106 345,807 7,705,401 SH   DFND 2,5,6,8,11,13,19,20 7,430,381 1,356 273,664
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 347,974 2,869,891 SH   DFND 2,5,8,10,11,12,13,19,20 2,340,772 71,113 458,006
NEW RELIC INC COM 64829B100 43,620 663,824 SH   DFND 2,5,8,13,19,20 615,694 800 47,330
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 14,610 14,925,000 SH   DFND 2,5 14,925,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 96,316 5,796,702 SH   DFND 2,5,8,12,13,19,20 5,294,410 6,800 495,492
NEW SR INVT GROUP INC COM 648691103 16,035 2,096,055 SH   DFND 2,5,8,20 1,813,984 1,100 280,971
NEW YORK CMNTY BANCORP INC COM 649445103 164,622 13,695,675 SH   DFND 2,5,6,8,11,12,13,20 13,090,055 5,017 600,603
ANTERIX INC COM 03676C100 9,976 230,863 SH   DFND 2,5,8,20 230,863 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 53,867 8,405,228 SH   DFND 2,5,8,19,20 7,697,772 0 707,456
NEW YORK TIMES CO CL A 650111107 114,580 3,561,691 SH   DFND 2,5,6,8,11,13,19,20 3,420,672 2,700 138,319
NEWATER TECHNOLOGY INC SHS G64335105 49 15,703 SH   DFND 2 15,703 0 0
NEWELL BRANDS INC COM 651229106 361,704 18,819,137 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,983,373 218,705 1,617,059
NEWLINK GENETICS CORP COM 651511107 66 26,145 SH   DFND 20 26,145 0 0
NEWMARK GROUP INC CL A 65158N102 41,054 3,051,208 SH   DFND 2,5,8,13,20 2,601,288 2,543 447,377
NEWMARKET CORP COM 651587107 91,750 187,842 SH   DFND 2,5,6,8,11,13,19,20 178,213 183 9,446
NEWMONT GOLDCORP CORPORATION COM 651639106 1,659,525 38,193,895 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 33,900,171 454,581 3,839,143
NEWPARK RES INC COM PAR $.01NEW 651718504 18,526 2,954,715 SH   DFND 2,5,8,20 2,674,909 4,148 275,658
NEWS CORP NEW CL A 65249B109 265,440 18,772,249 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,231,989 245,048 2,295,212
ABIOMED INC COM 003654100 351,313 2,059,397 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,866,262 29,087 164,048
ANTERO MIDSTREAM CORP COM 03676B102 46,796 6,165,461 SH   DFND 2,5,6,8,11,19,20 6,165,461 0 0
NEWS CORP NEW CL B 65249B208 64,961 4,476,999 SH   DFND 2,5,6,10,11,12,13,19,20 4,106,223 1,000 369,776
NEXA RES S A COM L67359106 628 77,089 SH   DFND 2,5,20 77,089 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 21,025 467,224 SH   DFND 2,5,8,20 400,049 0 67,175
NEXSTAR MEDIA GROUP INC CL A 65336K103 74,859 638,458 SH   DFND 2,5,8,10,13,20 594,319 612 43,527
NEXTCURE INC COM 65343E108 23,465 416,562 SH   DFND 2,20 416,562 0 0
NEXTDECADE CORP COM 65342K105 1,595 259,716 SH   DFND 2,20 240,245 0 19,471
NEXTERA ENERGY INC COM 65339F101 6,470,377 26,719,430 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 24,532,849 321,198 1,865,383
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 42,178 828,000 SH   DFND 2 828,000 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 5,285 100,381 SH   DFND 5,8,20 90,659 1,200 8,522
NEXTGEN HEALTHCARE INC COM 65343C102 24,895 1,549,165 SH   DFND 2,5,8,20 1,376,190 1,604 171,371
ANTERO RES CORP COM 03674X106 51,966 18,233,518 SH   DFND 2,5,12,13,20 17,951,923 4,100 277,495
NEXTIER OILFIELD SOLUTIONS I COM 65290C105 26,341 3,931,460 SH   DFND 2,5,8,20 3,931,460 0 0
NGM BIOPHARMACEUTICALS INC COM 62921N105 6,965 376,673 SH   DFND 2,20 376,673 0 0
NI HLDGS INC COM 65342T106 2,436 141,646 SH   DFND 2,20 119,802 0 21,844
NIC INC COM 62914B100 44,628 1,996,799 SH   DFND 2,5,8,20 1,789,092 1,718 205,989
NICE LTD SPONSORED ADR 653656108 1,024 6,598 SH   DFND 20 6,598 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 3,102 1,620,000 SH   DFND 5 1,620,000 0 0
NICOLET BANKSHARES INC COM 65406E102 14,723 199,365 SH   DFND 2,5,8,20 174,630 0 24,735
NIELSEN HLDGS PLC SHS EUR G6518L108 329,562 16,234,559 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,518,505 195,833 1,520,221
NII HLDGS INC COM PAR 62913F508 40 18,225 SH   DFND 2,20 18,225 0 0
NIKE INC CL B 654106103 5,989,790 58,981,327 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 47,347,551 1,491,431 10,142,345
ANTHEM INC COM 036752103 3,333,170 11,035,889 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,826,172 203,831 1,005,886
NINE ENERGY SVC INC COM 65441V101 3,212 410,774 SH   DFND 2,5,20 354,479 0 56,295
NIO INC SPON ADS 62914V106 49,406 12,290,093 SH   DFND 2,5,8,10,11,12,13,19,20 12,290,093 0 0
NISOURCE INC COM 65473P105 559,427 20,094,350 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,412,789 272,918 1,408,643
NIU TECHNOLOGIES ADS 65481N100 165 19,384 SH   DFND 2 19,384 0 0
NL INDS INC COM NEW 629156407 556 142,132 SH   DFND 2,20 118,734 0 23,398
NLIGHT INC COM 65487K100 13,115 646,720 SH   DFND 2,5,8,20 554,896 0 91,824
NMI HLDGS INC CL A 629209305 71,329 2,149,769 SH   DFND 2,5,8,20 1,951,452 0 198,317
NN INC COM 629337106 9,886 1,068,748 SH   DFND 2,5,8,20 948,423 0 120,325
NOAH HLDGS LTD SPON ADS CL A 65487X102 21,214 599,770 SH   DFND 2,5,8,10,11,12,13,19,20 487,719 18,600 93,451
NOBLE CORP PLC SHS USD G65431101 10,577 8,669,330 SH   DFND 2,5,8,12,13,20 7,865,648 6,589 797,093
ANWORTH MORTGAGE ASSET CP COM 037347101 11,694 3,238,427 SH   DFND 2,5,8,20 2,935,278 0 303,149
NOBLE ENERGY INC COM 655044105 616,528 24,819,965 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,001,571 245,564 1,572,830
NOKIA CORP SPONSORED ADR 654902204 38 10,205 SH   DFND 1,20 10,205 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 2,105 94,085 SH   DFND 2,5,8,20 94,085 0 0
NOODLES & CO COM CL A 65540B105 2,872 518,370 SH   DFND 2,20 433,683 0 84,687
NORDIC AMERICAN TANKERS LIMI COM G65773106 13,613 2,766,819 SH   DFND 2,5,8,20 2,345,340 0 421,479
NORDSON CORP COM 655663102 300,741 1,842,657 SH   DFND 2,5,6,8,11,13,19,20 1,768,117 926 73,614
NORDSTROM INC COM 655664100 269,338 6,580,448 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,745,147 162,944 672,357
NORFOLK SOUTHERN CORP COM 655844108 2,275,416 11,721,095 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,508,233 202,314 1,010,548
NORTHEAST BK LEWISTON ME COM 66405S100 2,462 111,982 SH   DFND 2,20 111,982 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 30,029 12,832,978 SH   DFND 2,5,20 11,978,924 0 854,054
AON PLC SHS CL A G0408V102 2,195,706 10,541,582 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,393,328 230,228 918,026
NORTHERN TR CORP COM 665859104 989,444 9,251,929 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,340,854 136,284 774,791
NORTHFIELD BANCORP INC DEL COM 66611T108 25,149 1,482,852 SH   DFND 2,5,6,8,20 1,351,503 0 131,349
NORTHRIM BANCORP INC COM 666762109 5,513 143,942 SH   DFND 2,5,20 125,635 0 18,307
NORTHROP GRUMMAN CORP COM 666807102 5,829,350 16,947,262 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,863,101 10,696,306 387,855
NORTHWEST BANCSHARES INC MD COM 667340103 54,506 3,277,586 SH   DFND 2,5,6,8,19,20 2,968,162 1,598 307,826
NORTHWEST NAT HLDG CO COM 66765N105 75,369 1,022,225 SH   DFND 2,5,8,19,20 928,420 38 93,767
NORTHWEST PIPE CO COM 667746101 8,434 253,195 SH   DFND 2,5,20 226,389 0 26,806
NORTHWESTERN CORP COM NEW 668074305 130,034 1,814,341 SH   DFND 2,5,6,8,11,12,13,19,20 1,657,723 700 155,918
NORTONLIFELOCK INC COM 668771108 662,260 25,950,645 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,950,645 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 528,681 9,051,203 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,175,660 144,136 731,407
APACHE CORP COM 037411105 526,912 20,590,533 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,981,612 250,687 1,358,234
NORWOOD FINANCIAL CORP COM 669549107 4,082 104,946 SH   DFND 2,20 89,790 0 15,156
NOVA MEASURING INSTRUMENTS L COM M7516K103 723 19,112 SH   DFND 2 19,112 0 0
NOVAGOLD RES INC COM NEW 66987E206 37,948 4,235,294 SH   DFND 2,5,6,20 4,235,294 0 0
NOVANTA INC COM 67000B104 61,486 695,223 SH   DFND 2,5,8,20 591,808 0 103,415
NOVARTIS A G SPONSORED ADR 66987V109 210,066 2,218,465 SH   DFND 1,2,20 110,687 0 2,107,778
NOVAVAX INC COM NEW 670002401 1,700 427,076 SH   DFND 2,5,20 427,076 0 0
NOVO-NORDISK A S ADR 670100205 254,134 4,390,706 SH   DFND 1,20 45,837 0 4,344,869
NOVOCURE LTD ORD SHS G6674U108 140,614 1,668,610 SH   DFND 2,5,8,20 1,401,821 0 266,789
NOW INC COM 67011P100 39,339 3,499,903 SH   DFND 2,5,6,8,11,12,20 3,166,352 4,090 329,461
NRG ENERGY INC COM NEW 629377508 508,957 12,803,949 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,567,764 292,234 943,951
APARTMENT INVT & MGMT CO CL A 03748R754 444,560 8,607,169 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,607,169 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 20,886 18,375,000 SH   DFND 2,5 18,375,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 55,439 1,352,832 SH   DFND 2,5,6,8,11,13,19,20 1,284,294 640 67,898
NUANCE COMMUNICATIONS INC COM 67020Y100 67,331 3,776,263 SH   DFND 2,5,8,12,13,20 3,431,920 2,633 341,710
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 21,482 21,320,000 SH   DFND 2,5 21,320,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 12,220 10,975,000 SH   DFND 2,5 10,975,000 0 0
NUCOR CORP COM 670346105 1,095,614 19,331,055 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,743,251 230,286 1,357,518
NUTANIX INC CL A 67059N108 67,100 2,146,506 SH   DFND 2,5,8,13,19,20 1,943,737 1,400 201,369
NUTANIX INC NOTE 1/1 67059NAB4 18,687 18,875,000 SH   DFND 2,5 18,875,000 0 0
NUTRIEN LTD COM 67077M108 47,491 982,026 SH   DFND 2,10 982,026 0 0
NUVASIVE INC COM 670704105 135,550 1,752,651 SH   DFND 2,5,6,8,11,13,19,20 1,590,510 761 161,380
APELLIS PHARMACEUTICALS INC COM 03753U106 70,403 2,299,235 SH   DFND 2,5,8,20 2,151,055 0 148,180
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 27,361 20,417,000 SH   DFND 2,5 20,417,000 0 0
NV5 GLOBAL INC COM 62945V109 10,655 211,191 SH   DFND 2,5,8,20 179,377 0 31,814
NVE CORP COM NEW 629445206 8,157 114,246 SH   DFND 2,5,8,20 99,520 0 14,726
NVENT ELECTRIC PLC SHS G6700G107 409,350 16,002,728 SH   DFND 2,5,6,8,11,12,13,19,20 15,813,682 2,864 186,182
NVIDIA CORP COM 67066G104 5,880,071 24,989,675 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,039,324 571,986 2,378,365
NVR INC COM 62944T105 627,005 164,637 SH   DFND 2,5,6,8,10,11,12,13,19,20 152,238 3,756 8,643
NXP SEMICONDUCTORS N V COM N6596X109 886,428 6,944,848 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,038,638 454,190 1,452,020
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,470,805 3,356,011 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,010,465 52,226 293,320
O-I GLASS INC COM 67098H104 45,347 3,801,072 SH   DFND 2,5,6,8,11,12,13,20 3,801,072 0 0
OAK VALLEY BANCORP OAKDALE C COM 671807105 2,187 112,375 SH   DFND 2,20 95,397 0 16,978
APERGY CORP COM 03755L104 73,527 2,176,633 SH   DFND 1,2,5,6,8,11,12,13,19,20 2,075,682 3,728 97,223
OASIS PETE INC NEW COM 674215108 83,941 25,748,868 SH   DFND 2,5,12,13,20 24,785,249 2,400 961,219
OCCIDENTAL PETE CORP COM 674599105 1,904,338 45,365,155 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 41,657,157 593,209 3,114,789
OCEANEERING INTL INC COM 675232102 54,712 3,669,481 SH   DFND 2,5,8,12,20 3,370,383 2,087 297,011
OCEANFIRST FINL CORP COM 675234108 28,042 1,097,972 SH   DFND 2,5,8,20 890,795 0 207,177
OCULAR THERAPEUTIX INC COM 67576A100 2,791 706,567 SH   DFND 2,5,20 597,860 0 108,707
OCWEN FINL CORP COM NEW 675746309 3,738 2,728,829 SH   DFND 2,5,8,20 2,326,169 5,379 397,281
ODONATE THERAPEUTICS INC COM 676079106 7,815 240,818 SH   DFND 2,5,8,20 214,268 0 26,550
OFFICE DEPOT INC COM 676220106 52,263 19,074,103 SH   DFND 2,5,8,12,13,20 17,374,277 8,740 1,691,086
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 79,562 2,475,487 SH   DFND 2,5,8,10,20 2,475,487 0 0
OFG BANCORP COM 67103X102 43,027 1,817,043 SH   DFND 2,5,8,20 1,656,562 3,711 156,770
APOGEE ENTERPRISES INC COM 037598109 40,367 1,242,068 SH   DFND 2,5,8,20 762,998 1,128 477,942
OGE ENERGY CORP COM 670837103 336,775 7,573,088 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,882,898 264,107 426,083
OHIO VY BANC CORP COM 677719106 2,726 68,795 SH   DFND 2,20 57,365 0 11,430
OI S A SPONSORED ADR NE 670851500 470 504,097 SH   DFND 2 504,097 0 0
OIL DRI CORP AMER COM 677864100 3,900 107,576 SH   DFND 2,5,13,20 87,617 0 19,959
OIL STS INTL INC COM 678026105 33,921 2,079,758 SH   DFND 2,5,8,20 1,891,776 2,097 185,885
OKTA INC CL A 679295105 254,175 2,203,130 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,082,872 0 120,258
OLD DOMINION FREIGHT LINE IN COM 679580100 509,705 2,685,768 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,455,345 88,625 141,798
OLD NATL BANCORP IND COM 680033107 120,524 6,589,586 SH   DFND 2,5,8,20 6,066,255 700 522,631
OLD POINT FINL CORP COM 680194107 1,184 43,084 SH   DFND 20 1,701 0 41,383
OLD REP INTL CORP COM 680223104 476,148 21,285,124 SH   DFND 2,5,6,8,11,12,13,19,20 20,169,694 60,786 1,054,644
ABM INDS INC COM 000957100 235,632 6,218,426 SH   DFND 2,5,8,20 6,013,132 1,976 203,318
APOLLO COML REAL EST FIN INC COM 03762U105 93,824 5,003,077 SH   DFND 2,5,6,8,19,20 4,538,958 0 464,119
OLD SECOND BANCORP INC ILL COM 680277100 7,766 576,574 SH   DFND 2,5,20 468,266 0 108,308
OLIN CORP COM PAR $1 680665205 109,521 6,349,028 SH   DFND 2,5,6,11,12,13,20 3,525,662 2,642,488 180,878
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 84,104 1,287,765 SH   DFND 2,5,6,8,11,19,20 1,234,241 1,300 52,224
OLYMPIC STEEL INC COM 68162K106 5,225 291,557 SH   DFND 2,20 261,716 0 29,841
OMEGA FLEX INC COM 682095104 6,426 59,738 SH   DFND 2,5,20 50,442 0 9,296
OMEGA HEALTHCARE INVS INC COM 681936100 412,425 9,738,487 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,200,018 57,971 480,498
OMEROS CORP COM 682143102 15,612 1,108,020 SH   DFND 2,5,8,20 958,552 0 149,468
OMNICELL INC COM 68213N109 98,622 1,206,824 SH   DFND 2,5,8,20 1,081,839 602 124,383
OMNICOM GROUP INC COM 681919106 937,267 11,478,145 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,370,028 234,907 873,210
OMNOVA SOLUTIONS INC COM 682129101 9,050 895,151 SH   DFND 2,5,8,20 731,437 3,146 160,568
APOLLO GLOBAL MGMT INC COM CL A 03768E105 5,601 117,400 SH   DFND 20 117,400 0 0
ON DECK CAP INC COM 682163100 5,138 1,241,000 SH   DFND 2,5,20 1,039,345 0 201,655
ON SEMICONDUCTOR CORP COM 682189105 251,252 10,305,673 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,838,677 283,105 1,183,891
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 31,878 23,415,000 SH   DFND 2,5 23,415,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 24,524 17,735,000 SH   DFND 2,5 17,735,000 0 0
ONCOCYTE CORPORATION COM 68235C107 979 435,208 SH   DFND 2,20 435,208 0 0
ONCTERNAL THERAPEUTICS INC COM 68236P107 92 23,299 SH   DFND 20 23,299 0 0
ONE GAS INC COM 68235P108 172,306 1,841,470 SH   DFND 2,5,6,8,11,13,19,20 1,679,263 545 161,662
ONE LIBERTY PPTYS INC COM 682406103 11,523 416,960 SH   DFND 2,5,8,20 358,000 0 58,960
ONEMAIN HLDGS INC COM 68268W103 38,524 913,964 SH   DFND 2,5,8,13,20 824,772 1,100 88,092
ONEOK INC NEW COM 682680103 1,644,664 21,734,695 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,950,822 210,899 1,572,974
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 4,248 230,741 SH   DFND 2,5,8,20 212,693 0 18,048
ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 1,760 263,838 SH   DFND 2,5,20 263,838 0 0
ONESPAN INC COM 68287N100 17,389 1,015,694 SH   DFND 2,5,8,20 910,684 1,012 103,998
ONESPAWORLD HOLDINGS LIMITED COM P73684113 14,380 853,924 SH   DFND 2,5,8,20 853,924 0 0
ONTO INNOVATION INC COM 683344105 52,978 1,449,866 SH   DFND 2,5,8,20 1,449,866 0 0
OOMA INC COM 683416101 4,934 372,952 SH   DFND 2,20 299,447 0 73,505
OP BANCORP COM 67109R109 2,099 202,414 SH   DFND 2,20 161,877 0 40,537
OPERA LTD SPONSORED ADS 68373M107 211 22,760 SH   DFND 2 22,760 0 0
OPKO HEALTH INC COM 68375N103 26,311 17,898,336 SH   DFND 2,5,8,13,20 16,730,552 12,625 1,155,159
OPORTUN FINL CORP COM 68376D104 1,376 57,795 SH   DFND 2,20 57,795 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 5,676 206,558 SH   DFND 2,20 175,753 0 30,805
APPFOLIO INC COM CL A 03783C100 37,272 338,993 SH   DFND 2,5,8,20 292,927 0 46,066
OPTIMIZERX CORP COM NEW 68401U204 2,454 238,909 SH   DFND 2,20 238,909 0 0
OPTINOSE INC COM 68404V100 4,366 473,574 SH   DFND 2,5,20 397,561 0 76,013
OPTION CARE HEALTH INC COM 68404L102 9,284 2,488,875 SH   DFND 2,5,8,20 2,488,875 0 0
OPUS BK IRVINE CALIF COM 684000102 21,585 834,351 SH   DFND 2,5,8,20 763,566 1,600 69,185
ORACLE CORP COM 68389X105 4,990,742 94,200,485 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 82,552,446 2,442,440 9,205,599
ORASURE TECHNOLOGIES INC COM 68554V108 20,660 2,572,896 SH   DFND 2,5,8,20 2,385,028 1,058 186,810
ORBCOMM INC COM 68555P100 7,284 1,730,062 SH   DFND 2,5,8,20 1,513,582 0 216,480
ORCHARD THERAPEUTICS PLC ADS 68570P101 559 40,653 SH   DFND 2 40,653 0 0
ORCHID IS CAP INC COM 68571X103 6,582 1,109,914 SH   DFND 2,5,20 929,821 0 180,093
ORGANOGENESIS HLDGS INC COM 68621F102 792 164,760 SH   DFND 2,20 164,760 0 0
APPIAN CORP CL A 03782L101 26,576 695,522 SH   DFND 2,5,8,20 695,522 0 0
ORGANOVO HLDGS INC COM 68620A104 23 63,907 SH   DFND 20 63,907 0 0
ORIGIN BANCORP INC COM 68621T102 14,045 371,161 SH   DFND 2,5,8,20 313,569 0 57,592
ORION ENGINEERED CARBONS S A COM L72967109 21,295 1,103,356 SH   DFND 2,5,20 1,103,356 0 0
ORION GROUP HOLDINGS INC COM 68628V308 95 18,314 SH   DFND 2,20 18,314 0 0
ORIX CORP SPONSORED ADR 686330101 457 5,478 SH   DFND 2,20 5,478 0 0
ORMAT TECHNOLOGIES INC COM 686688102 62,569 839,621 SH   DFND 2,5,8,20 718,517 100 121,004
ORRSTOWN FINL SVCS INC COM 687380105 3,855 170,436 SH   DFND 2,20 142,505 0 27,931
ORTHOFIX MED INC COM 68752M108 31,630 684,924 SH   DFND 2,5,8,20 624,552 859 59,513
ORTHOPEDIATRICS CORP COM 68752L100 7,920 168,539 SH   DFND 2,5,8,20 142,515 0 26,024
OSHKOSH CORP COM 688239201 196,032 2,071,127 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,982,731 1,186 87,210
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 139,007 8,554,288 SH   DFND 2,5,8,10,12,13,19,20 8,018,037 57,458 478,793
OSI SYSTEMS INC COM 671044105 51,794 514,140 SH   DFND 2,5,8,19,20 462,803 0 51,337
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 1,016 145,299 SH   DFND 2,20 145,299 0 0
OTONOMY INC COM 68906L105 132 34,590 SH   DFND 20 34,590 0 0
OTTER TAIL CORP COM 689648103 45,989 896,644 SH   DFND 2,5,13,20 773,885 0 122,759
OUTFRONT MEDIA INC COM 69007J106 54,397 2,028,219 SH   DFND 2,5,8,13,20 1,858,231 2,802 167,186
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,424 1,053,792 SH   DFND 2,20 826,729 0 227,063
OVERSTOCK COM INC DEL COM 690370101 4,158 589,726 SH   DFND 2,5,20 510,711 0 79,015
OWENS & MINOR INC NEW COM 690732102 14,028 2,713,354 SH   DFND 2,5,8,20 2,531,643 0 181,711
OWENS CORNING NEW COM 690742101 287,216 4,410,566 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,011,605 120,273 278,688
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 579 34,850 SH   DFND 2 34,850 0 0
APPLE INC COM 037833100 53,695,306 182,854,781 SH   DFND 2,5,6,8,10,11,12,13,19,20 156,491,105 4,249,275 22,114,401
OXFORD INDS INC COM 691497309 38,527 510,833 SH   DFND 2,5,8,20 458,690 641 51,502
OYSTER POINT PHARMA INC COM 69242L106 1,037 42,430 SH   DFND 2,20 42,430 0 0
P A M TRANSN SVCS INC COM 693149106 1,482 25,678 SH   DFND 2,20 21,920 0 3,758
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 18,125 635,979 SH   DFND 1,2,5,20 635,979 0 0
PACCAR INC COM 693718108 1,213,512 14,915,784 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,384,270 230,684 1,300,830
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 16,664 3,241,960 SH   DFND 2,5,8,20 2,757,761 0 484,199
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 2,111 517,294 SH   DFND 2,5,20 517,294 0 0
PACIFIC ETHANOL INC COM 69423U305 19 29,552 SH   DFND 20 29,552 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 2,437 300,079 SH   DFND 2,20 224,760 0 75,319
PACIFIC PREMIER BANCORP COM 69478X105 66,991 2,054,630 SH   DFND 2,5,8,20 1,853,268 0 201,362
APPLIED INDL TECHNOLOGIES IN COM 03820C105 76,564 1,148,051 SH   DFND 2,5,8,20 1,031,154 295 116,602
PACIRA BIOSCIENCES COM 695127100 60,233 1,329,650 SH   DFND 2,5,8,20 1,197,705 1,000 130,945
PACKAGING CORP AMER COM 695156109 465,671 4,129,190 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,678,576 93,394 357,220
PACWEST BANCORP DEL COM 695263103 158,271 4,135,653 SH   DFND 2,5,6,8,11,12,13,20 3,990,972 1,379 143,302
PAGERDUTY INC COM 69553P100 9,944 425,160 SH   DFND 2,5,8,20 425,160 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 5,283 154,653 SH   DFND 2,8,10,19,20 154,653 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2,786 3,561,118 SH   DFND 2,5,20 3,046,091 0 515,027
PALO ALTO NETWORKS INC COM 697435105 476,461 2,060,370 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,788,777 47,659 223,934
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 60,042 54,225,000 SH   DFND 2,5 54,225,000 0 0
PALOMAR HLDGS INC COM 69753M105 10,235 202,704 SH   DFND 2,8,20 202,704 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 2,992 182,114 SH   DFND 2,5,20 182,114 0 0
APPLIED MATLS INC COM 038222105 2,710,702 44,408,614 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 39,469,484 1,083,750 3,855,380
PAN AMERICAN SILVER CORP COM 697900108 203 8,569 SH   DFND 20 8,569 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 3,600 321,144 SH   DFND 2,5,20 271,043 0 50,101
PAPA JOHNS INTL INC COM 698813102 44,464 704,098 SH   DFND 2,5,6,8,11,20 635,754 458 67,886
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 32,486 1,397,851 SH   DFND 2,5,20 1,292,607 0 105,244
PAR TECHNOLOGY CORP COM 698884103 6,692 217,697 SH   DFND 2,5,20 185,090 0 32,607
PARAMOUNT GROUP INC COM 69924R108 93,475 6,666,851 SH   DFND 2,5,8,10,13,20 6,193,562 55,075 418,214
PARATEK PHARMACEUTICALS INC COM 699374302 2,737 679,099 SH   DFND 2,5,20 590,642 0 88,457
PARETEUM CORP COM NEW 69946T207 855 1,955,128 SH   DFND 2,5,20 1,955,128 0 0
PARK AEROSPACE CORP COM 70014A104 11,059 675,571 SH   DFND 2,5,8,20 675,571 0 0
PARK CITY GROUP INC COM NEW 700215304 119 23,584 SH   DFND 2,20 23,584 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 6,352 534,668 SH   DFND 2,5,20 486,432 0 48,236
PARK HOTELS RESORTS INC COM 700517105 280,122 10,602,246 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,980,529 63,146 558,571
PARK NATL CORP COM 700658107 31,610 308,752 SH   DFND 2,5,8,20 267,473 0 41,279
PARK OHIO HLDGS CORP COM 700666100 5,774 171,604 SH   DFND 2,5,20 147,612 0 23,992
PARKE BANCORP INC COM 700885106 4,538 178,714 SH   DFND 2,20 154,735 0 23,979
PARKER DRILLING CO COM 701081507 3,478 154,590 SH   DFND 2,20 154,590 0 0
PARKER HANNIFIN CORP COM 701094104 1,054,177 5,121,840 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,570,287 90,438 461,115
PARSLEY ENERGY INC CL A 701877102 133,263 7,047,206 SH   DFND 2,5,13,19,20 6,721,897 5,100 320,209
PARSONS CORPORATION COM 70202L102 55,875 1,353,564 SH   DFND 2,5,8,20 1,353,564 0 0
PARTY CITY HOLDCO INC COM 702149105 2,696 1,152,026 SH   DFND 2,5,8,20 993,859 0 158,167
PATRICK INDS INC COM 703343103 33,958 647,676 SH   DFND 2,5,8,20 578,319 0 69,357
ABRAXAS PETE CORP COM 003830106 983 2,800,566 SH   DFND 2,5,20 2,345,555 0 455,011
APPLIED THERAPEUTICS INC COM 03828A101 2,287 83,832 SH   DFND 2,20 83,832 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 54,988 2,022,983 SH   DFND 2,5,8,20 1,754,851 0 268,132
PATTERSON COMPANIES INC COM 703395103 62,007 3,027,678 SH   DFND 2,5,6,8,11,12,13,20 2,764,117 1,064 262,497
PATTERSON UTI ENERGY INC COM 703481101 57,741 5,499,097 SH   DFND 2,5,6,8,11,12,13,19,20 5,243,809 2,087 253,201
PAYCHEX INC COM 704326107 1,216,255 14,298,785 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,547,718 469,033 1,282,034
PAYCOM SOFTWARE INC COM 70432V102 282,093 1,065,468 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,003,554 800 61,114
PAYLOCITY HLDG CORP COM 70438V106 54,336 449,729 SH   DFND 2,5,8,19,20 418,693 0 31,036
PAYPAL HLDGS INC COM 70450Y103 5,011,224 46,327,303 SH   DFND 2,5,6,8,10,11,12,13,19,20 41,376,346 752,078 4,198,879
PAYSIGN INC COM 70451A104 6,153 606,241 SH   DFND 2,5,8,20 606,241 0 0
PBF ENERGY INC CL A 69318G106 152,056 4,847,170 SH   DFND 2,5,6,8,11,12,13,20 4,693,082 1,000 153,088
PC CONNECTION INC COM 69318J100 12,138 242,850 SH   DFND 2,5,8,20 211,764 0 31,086
APREA THERAPEUTICS INC COM 03836J102 3,906 85,110 SH   DFND 2,20 85,110 0 0
PC-TEL INC COM 69325Q105 116 13,727 SH   DFND 2,20 13,727 0 0
PCB BANCORP COM 69320M109 3,334 192,936 SH   DFND 2,20 192,936 0 0
PCSB FINL CORP COM 69324R104 6,573 324,589 SH   DFND 2,5,6,13,20 277,880 0 46,709
PDC ENERGY INC COM 69327R101 100,467 3,839,025 SH   DFND 2,5,13,20 3,641,482 1,214 196,329
PDF SOLUTIONS INC COM 693282105 13,904 823,211 SH   DFND 2,5,8,20 732,363 0 90,848
PDL BIOPHARMA INC COM 69329Y104 10,728 3,306,012 SH   DFND 2,5,8,20 2,897,575 4,743 403,694
PDL CMNTY BANCORP COM 69290X101 2,122 144,361 SH   DFND 2,6,20 122,450 0 21,911
PEABODY ENERGY CORP NEW COM 704551100 35,966 3,943,604 SH   DFND 2,5,13,20 3,759,013 2,400 182,191
PEAPACK-GLADSTONE FINL CORP COM 704699107 13,002 420,792 SH   DFND 2,5,8,20 364,081 0 56,711
PEBBLEBROOK HOTEL TR COM 70509V100 181,219 6,664,378 SH   DFND 2,5,6,8,10,11,13,19,20 6,110,760 33,646 519,972
APTARGROUP INC COM 038336103 285,863 2,472,434 SH   DFND 2,5,6,8,11,12,13,19,20 2,394,511 810 77,113
PEGASYSTEMS INC COM 705573103 41,775 524,281 SH   DFND 2,5,8,19,20 476,124 226 47,931
PELOTON INTERACTIVE INC CL A COM 70614W100 611 21,500 SH   DFND 20 21,500 0 0
PENN NATL GAMING INC COM 707569109 86,819 3,396,665 SH   DFND 2,5,6,8,20 3,053,578 3,150 339,937
PENN VA CORP NEW COM 70788V102 18,494 609,346 SH   DFND 2,5,20 564,978 0 44,368
PENNANT GROUP INC COM 70805E109 24,397 737,724 SH   DFND 2,5,8,20 737,724 0 0
PENNEY J C CORP INC COM 708160106 10,267 9,166,546 SH   DFND 1,2,5,8,20 8,232,230 11,544 922,772
PENNS WOODS BANCORP INC COM 708430103 4,641 130,507 SH   DFND 2,20 111,503 0 19,004
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 14,988 2,812,031 SH   DFND 2,5,8,20 2,581,072 2,539 228,420
PENNYMAC FINL SVCS INC COM 70932M107 20,681 607,549 SH   DFND 2,5,8,20 531,768 0 75,781
PENNYMAC MTG INVT TR COM 70931T103 67,071 2,947,061 SH   DFND 2,5,8,13,19,20 2,653,983 29,100 263,978
APTEVO THERAPEUTICS INC COM 03835L108 8 12,061 SH   DFND 20 12,061 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 31,978 636,756 SH   DFND 2,5,8,13,20 591,572 1,317 43,867
PENTAIR PLC SHS G7S00T104 503,374 10,973,922 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,049,506 177,041 747,375
PENUMBRA INC COM 70975L107 132,922 809,168 SH   DFND 2,5,6,8,11,13,19,20 768,650 700 39,818
PEOPLES BANCORP INC COM 709789101 13,852 399,657 SH   DFND 2,5,8,13,20 340,475 0 59,182
PEOPLES BANCORP N C INC COM 710577107 2,403 73,148 SH   DFND 2,20 62,973 0 10,175
PEOPLES FINL SVCS CORP COM 711040105 6,298 125,093 SH   DFND 2,5,20 104,438 0 20,655
PEOPLES UTAH BANCORP COM 712706209 9,756 323,894 SH   DFND 2,5,8,20 276,637 0 47,257
PEOPLES UTD FINL INC COM 712704105 835,301 49,426,116 SH   DFND 2,5,6,8,10,11,12,13,19,20 47,406,352 247,845 1,771,919
PEPSICO INC COM 713448108 9,052,417 65,779,456 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 59,098,011 1,033,096 5,648,349
PERFICIENT INC COM 71375U101 46,023 998,986 SH   DFND 2,5,8,20 904,408 0 94,578
APTIV PLC SHS G6095L109 1,025,718 10,800,440 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,602,999 267,411 930,030
PERFORMANCE FOOD GROUP CO COM 71377A103 113,867 2,211,868 SH   DFND 2,5,8,12,13,20 1,889,535 2,800 319,533
PERFORMANT FINL CORP COM 71377E105 15 14,799 SH   DFND 20 14,799 0 0
PERKINELMER INC COM 714046109 430,192 4,430,398 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,148,044 2,117 280,237
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 200 51,335 SH   DFND 2 51,335 0 0
PERRIGO CO PLC SHS G97822103 324,766 6,286,612 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,162,671 81,480 1,042,461
PERSONALIS INC COM 71535D106 1,512 138,761 SH   DFND 2,20 138,761 0 0
PERSPECTA INC COM 715347100 120,232 4,537,344 SH   DFND 1,2,5,6,8,11,12,13,20 4,099,078 2,838 435,428
PETIQ INC COM CL A 71639T106 11,532 460,349 SH   DFND 2,5,8,20 403,362 0 56,987
PETMED EXPRESS INC COM 716382106 18,045 767,206 SH   DFND 2,5,8,20 706,989 1,400 58,817
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 137,651 9,042,469 SH   DFND 1,2,5,10,19,20 8,075,022 847,709 119,738
APYX MED CORP COM 03837C106 5,208 615,646 SH   DFND 2,20 615,646 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 118,436 7,385,059 SH   DFND 1,2,5,8,10,20 6,645,702 612,134 127,223
PFENEX INC COM 717071104 6,314 575,021 SH   DFND 2,20 510,722 0 64,299
PFIZER INC COM 717081103 11,432,375 291,791,099 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 211,472,662 4,049,343 76,269,094
PFSWEB INC COM NEW 717098206 49 12,722 SH   DFND 20 12,722 0 0
PG&E CORP COM 69331C108 86,972 8,001,105 SH   DFND 1,2,5,8,12,19,20 7,732,010 0 269,095
PGT INNOVATIONS INC COM 69336V101 25,701 1,723,731 SH   DFND 2,5,8,20 1,550,782 0 172,949
PHASEBIO PHARMACEUTICALS INC COM 717224109 1,404 229,779 SH   DFND 2,20 229,779 0 0
PHATHOM PHARMACEUTICALS INC COM 71722W107 3,900 125,243 SH   DFND 2,20 125,243 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 17,139 690,254 SH   DFND 2,5,8,20 625,732 0 64,522
PHILIP MORRIS INTL INC COM 718172109 5,217,002 60,475,743 SH   DFND 2,5,6,8,10,12,13,19,20 55,273,688 881,253 4,320,802
AQUA AMERICA INC COM 03836W103 528,027 11,248,979 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,000,868 3,476 244,635
PHILLIPS 66 COM 718546104 2,522,585 22,642,358 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,508,574 434,286 1,699,498
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 101 51,511 SH   DFND 2,20 51,511 0 0
PHOTRONICS INC COM 719405102 36,595 2,322,034 SH   DFND 2,5,8,20 2,126,609 3,340 192,085
PHREESIA INC COM 71944F106 4,830 181,293 SH   DFND 2,8,20 181,293 0 0
PHUNWARE INC COM 71948P100 389 326,965 SH   DFND 2,20 326,965 0 0
PHYSICIANS RLTY TR COM 71943U104 106,888 5,643,482 SH   DFND 2,5,8,10,20 4,855,249 50,149 738,084
PICO HLDGS INC COM NEW 693366205 4,587 412,486 SH   DFND 2,5,20 351,418 0 61,068
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 119,998 5,339,987 SH   DFND 2,5,8,10,12,13,20 4,797,167 33,754 509,066
PIERIS PHARMACEUTICALS INC COM 720795103 3,572 986,703 SH   DFND 2,5,20 838,335 0 148,368
PILGRIMS PRIDE CORP NEW COM 72147K108 41,767 1,276,703 SH   DFND 2,5,6,8,11,13,20 1,212,483 0 64,220
AQUA AMERICA INC UNIT 04/30/2022 03836W202 18,419 294,000 SH   DFND 2 294,000 0 0
PINDUODUO INC SPONSORED ADS 722304102 151,137 3,996,229 SH   DFND 1,2,5,8,10,11,12,13,19,20 3,996,229 0 0
PING IDENTITY HLDG CORP COM 72341T103 3,845 158,242 SH   DFND 2,20 158,242 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 150,862 2,357,223 SH   DFND 2,5,6,8,11,13,20 2,252,849 1,000 103,374
PINNACLE WEST CAP CORP COM 723484101 586,577 6,522,593 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,925,187 142,390 455,016
PINTEREST INC CL A 72352L106 25,083 1,345,670 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,345,670 0 0
PIONEER BANCORP INC COM 723561106 2,617 170,917 SH   DFND 2,20 170,917 0 0
PIONEER NAT RES CO COM 723787107 1,274,323 8,394,206 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,700,828 108,202 585,176
PIPER JAFFRAY COS COM 724078100 35,267 441,167 SH   DFND 2,5,8,20 398,958 0 42,209
PITNEY BOWES INC COM 724479100 22,573 5,601,196 SH   DFND 2,5,8,12,13,20 5,026,158 3,874 571,164
PIXELWORKS INC COM NEW 72581M305 146 37,118 SH   DFND 2,20 37,118 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 7,645 281,880 SH   DFND 2,5,8,20 244,634 0 37,246
PJT PARTNERS INC COM CL A 69343T107 20,457 453,294 SH   DFND 2,5,8,20 382,555 0 70,739
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 8,058 425,234 SH   DFND 5,8,10,20 326,800 3,700 94,734
PLANET FITNESS INC CL A 72703H101 80,379 1,076,307 SH   DFND 2,5,8,13,19,20 989,810 1,200 85,297
PLANTRONICS INC NEW COM 727493108 30,230 1,105,711 SH   DFND 2,5,8,20 1,004,900 211 100,600
PLAYA HOTELS & RESORTS NV SHS N70544106 2,840 338,070 SH   DFND 2,5,8,20 338,070 0 0
PLAYAGS INC COM 72814N104 6,453 532,022 SH   DFND 2,5,8,20 450,114 0 81,908
PLDT INC SPONSORED ADR 69344D408 808 40,444 SH   DFND 2,5,20 40,444 0 0
PLEXUS CORP COM 729132100 68,548 890,927 SH   DFND 2,5,8,20 800,039 186 90,702
PLUG POWER INC COM NEW 72919P202 16,295 5,156,720 SH   DFND 2,5,8,20 4,442,118 0 714,602
PLURALSIGHT INC COM CL A 72941B106 16,243 943,804 SH   DFND 2,5,8,19,20 883,423 0 60,381
ARAMARK COM 03852U106 227,821 5,249,329 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,515,278 119,511 614,540
PLYMOUTH INDL REIT INC COM 729640102 378 20,165 SH   DFND 2,20 20,165 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,195,833 20,020,254 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,903,651 336,434 1,780,169
PNM RES INC COM 69349H107 141,975 2,799,735 SH   DFND 2,5,6,8,11,12,13,20 2,559,961 1,065 238,709
POINTS INTL LTD COM NEW 730843208 357 23,375 SH   DFND 2,13 21,675 0 1,700
POLARIS INC COM 731068102 488,509 4,803,432 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,601,429 37,482 164,521
POLARITYTE INC COM 731094108 462 177,733 SH   DFND 2,20 151,944 0 25,789
POLYONE CORP COM 73179P106 91,419 2,471,122 SH   DFND 2,5,6,8,11,20 2,228,399 1,060 241,663
POOL CORPORATION COM 73278L105 197,511 929,988 SH   DFND 2,5,6,8,11,13,19,20 878,301 829 50,858
POPULAR INC COM NEW 733174700 130,963 2,218,620 SH   DFND 2,5,8,12,13,20 2,100,634 1,367 116,619
PORTLAND GEN ELEC CO COM NEW 736508847 126,412 2,250,271 SH   DFND 2,5,8,12,13,20 1,982,356 1,400 266,515
AC IMMUNE SA SHS H00263105 272 31,959 SH   DFND 2 31,959 0 0
ARBOR RLTY TR INC COM 038923108 6,923 482,444 SH   DFND 2,5,8,20 482,444 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 77,054 3,226,702 SH   DFND 2,5,8,13,19,20 2,991,932 700 234,070
POSCO SPONSORED ADR 693483109 23,232 458,958 SH   DFND 2,5,19,20 447,732 0 11,226
POST HLDGS INC COM 737446104 166,990 1,530,610 SH   DFND 2,5,6,8,11,13,20 1,448,260 1,423 80,927
POTBELLY CORP COM 73754Y100 2,095 496,395 SH   DFND 2,5,20 430,845 0 65,550
POTLATCHDELTIC CORPORATION COM 737630103 89,194 2,061,338 SH   DFND 2,5,6,8,11,19,20 1,860,280 653 200,405
POWELL INDS INC COM 739128106 13,024 265,849 SH   DFND 2,5,8,20 239,766 0 26,083
POWER INTEGRATIONS INC COM 739276103 96,027 970,856 SH   DFND 2,5,8,20 881,719 200 88,937
PPG INDS INC COM 693506107 1,521,912 11,400,945 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,344,041 162,328 894,576
PPL CORP COM 69351T106 1,463,505 40,349,781 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,637,090 490,802 3,221,889
PQ GROUP HLDGS INC COM 73943T103 13,191 767,829 SH   DFND 2,5,8,20 653,115 0 114,714
ARBUTUS BIOPHARMA CORP COM 03879J100 32 11,686 SH   DFND 2,20 11,686 0 0
PRA GROUP INC COM 69354N106 49,797 1,371,818 SH   DFND 2,5,8,20 1,230,944 634 140,240
PRA HEALTH SCIENCES INC COM 69354M108 159,618 1,436,056 SH   DFND 2,5,6,8,11,13,19,20 1,353,529 900 81,627
PRECISION BIOSCIENCES INC COM 74019P108 7,704 554,627 SH   DFND 2,20 554,627 0 0
PREFERRED APT CMNTYS INC COM 74039L103 12,852 946,472 SH   DFND 2,5,8,20 795,619 0 150,853
PREFERRED BK LOS ANGELES CA COM NEW 740367404 25,833 429,905 SH   DFND 2,5,8,20 388,469 0 41,436
PREFORMED LINE PRODS CO COM 740444104 3,303 54,543 SH   DFND 2,20 47,670 0 6,873
PREMIER FINL BANCORP INC COM 74050M105 4,007 220,887 SH   DFND 2,5,13,20 189,664 0 31,223
PREMIER INC CL A 74051N102 34,426 908,810 SH   DFND 2,5,8,19,20 834,715 0 74,095
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 72,010 1,778,036 SH   DFND 2,5,6,8,11,20 1,611,734 2,000 164,302
PREVAIL THERAPEUTICS INC COM 74140Y101 1,660 104,886 SH   DFND 2,20 104,886 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 53 38,476 SH   DFND 20 38,476 0 0
PRGX GLOBAL INC COM NEW 69357C503 1,643 333,961 SH   DFND 2,20 281,077 0 52,884
PRICE T ROWE GROUP INC COM 74144T108 1,594,384 13,085,883 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,768,519 369,938 947,426
PRICELINE GRP INC COM 09857L108 3,780,777 1,840,932 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,632,818 47,272 160,842
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 50,451 32,402,000 SH   DFND 2,5 32,402,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 37,157 32,095,000 SH   DFND 2,5 32,095,000 0 0
PRICESMART INC COM 741511109 49,686 699,605 SH   DFND 2,5,8,20 629,969 365 69,271
PRIMEENERGY RESOURCES CORP COM 74158E104 1,193 7,889 SH   DFND 2,20 7,889 0 0
PRIMERICA INC COM 74164M108 143,918 1,102,311 SH   DFND 2,5,6,8,11,12,13,20 1,061,074 1,000 40,237
PRIMO WTR CORP COM 74165N105 7,841 698,563 SH   DFND 2,5,8,20 589,337 0 109,226
PRIMORIS SVCS CORP COM 74164F103 19,984 896,124 SH   DFND 2,5,8,20 758,272 1,300 136,552
ARCBEST CORP COM 03937C105 23,101 836,983 SH   DFND 2,5,8,20 756,377 1,000 79,606
PRINCIPAL FINL GROUP INC COM 74251V102 708,205 12,876,446 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,708,583 192,856 975,007
PRINCIPIA BIOPHARMA INC COM 74257L108 33,419 610,061 SH   DFND 2,5,8,20 575,130 0 34,931
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 179 72,967 SH   DFND 2,20 72,967 0 0
PROASSURANCE CORP COM 74267C106 67,226 1,844,239 SH   DFND 2,5,6,8,13,20 1,678,412 648 165,179
PROCTER & GAMBLE CO COM 742718109 14,638,049 117,198,152 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 99,415,858 2,565,999 15,216,295
PROGENICS PHARMACEUTICALS IN COM 743187106 22,371 4,395,011 SH   DFND 2,5,8,20 4,144,149 0 250,862
PROGRESS SOFTWARE CORP COM 743312100 58,059 1,397,323 SH   DFND 2,5,8,10,20 1,260,197 0 137,126
PROGRESSIVE CORP OHIO COM 743315103 1,887,695 26,076,740 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,327,380 604,662 2,144,698
PROGYNY INC COM 74340E103 3,958 144,202 SH   DFND 2,20 144,202 0 0
PROLOGIS INC COM 74340W103 3,654,131 40,993,167 SH   DFND 2,5,6,8,10,11,12,13,19,20 37,284,905 575,426 3,132,836
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 320 18,239 SH   DFND 1,2,20 18,239 0 0
PROOFPOINT INC COM 743424103 83,701 729,226 SH   DFND 2,5,8,13,19,20 658,776 1,000 69,450
PROPETRO HLDG CORP COM 74347M108 36,102 3,209,084 SH   DFND 2,5,8,20 2,957,046 0 252,038
PROQR THRAPEUTICS N V SHS EURO N71542109 117 11,824 SH   DFND 2 11,824 0 0
PROS HOLDINGS INC COM 74346Y103 42,869 715,440 SH   DFND 2,5,8,20 612,247 0 103,193
PROSIGHT GLOBAL INC COM 74349J103 2,217 137,449 SH   DFND 2,20 137,449 0 0
PROSPERITY BANCSHARES INC COM 743606105 221,461 3,061,778 SH   DFND 2,5,6,8,11,13,20 2,951,859 1,593 108,326
PROTAGONIST THERAPEUTICS INC COM 74366E102 2,384 338,170 SH   DFND 2,20 338,170 0 0
PROTECTIVE INS CORP CL B 74368L203 3,464 215,272 SH   DFND 2,5,20 185,988 0 29,284
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 26 11,200 SH   DFND 20 11,200 0 0
PROTHENA CORP PLC SHS G72800108 16,436 1,038,272 SH   DFND 2,5,8,20 917,579 94 120,599
ARCH CAP GROUP LTD ORD G0450A105 448,487 10,456,675 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,255,384 267,311 933,980
PROTO LABS INC COM 743713109 78,394 771,975 SH   DFND 2,5,8,20 688,142 300 83,533
PROVENTION BIO INC COM 74374N102 339 22,730 SH   DFND 2,20 22,730 0 0
PROVIDENCE SVC CORP COM 743815102 21,879 369,711 SH   DFND 2,5,8,20 333,451 0 36,260
PROVIDENT BANCORP INC COM NEW 74383L105 2,471 198,490 SH   DFND 2,20 198,490 0 0
PROVIDENT FINL HLDGS INC COM 743868101 1,711 78,137 SH   DFND 2,20 78,137 0 0
PROVIDENT FINL SVCS INC COM 74386T105 48,239 1,956,960 SH   DFND 2,5,8,19,20 1,765,825 2,100 189,035
PRUDENTIAL BANCORP INC NEW COM 74431A101 2,307 124,514 SH   DFND 2,20 107,392 0 17,122
PRUDENTIAL FINL INC COM 744320102 1,735,252 18,511,333 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,496,305 271,481 1,743,547
PRUDENTIAL PLC ADR 74435K204 262 6,880 SH   DFND 20 6,880 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 177,472 1,076,438 SH   DFND 2,5,6,8,10,11,20 990,725 5,348 80,365
ARCH COAL INC CL A 039380407 48,831 680,664 SH   DFND 2,5,20 637,469 0 43,195
PTC INC COM 69370C100 253,840 3,389,502 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,040,145 71,411 277,946
PTC THERAPEUTICS INC COM 69366J200 112,340 2,338,946 SH   DFND 2,5,8,20 2,160,463 0 178,483
PUBLIC STORAGE COM 74460D109 2,229,254 10,467,948 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,398,728 209,852 859,368
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,682,259 28,488,727 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,422,595 594,044 2,472,088
PULSE BIOSCIENCES INC COM 74587B101 2,554 190,444 SH   DFND 2,5,20 156,822 0 33,622
PULTE GROUP INC COM 745867101 480,352 12,341,851 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,150,971 180,053 1,010,827
PUMA BIOTECHNOLOGY INC COM 74587V107 30,688 3,507,152 SH   DFND 2,5,8,13,20 3,408,893 1,000 97,259
PURE STORAGE INC CL A 74624M102 50,858 2,972,394 SH   DFND 2,5,8,19,20 2,688,483 2,000 281,911
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 18,028 18,100,000 SH   DFND 2,5 18,100,000 0 0
PURECYCLE CORP COM NEW 746228303 3,577 284,104 SH   DFND 2,20 247,371 0 36,733
ARCHER DANIELS MIDLAND CO COM 039483102 1,717,211 37,048,786 SH   DFND 2,5,6,8,10,11,12,13,19,20 33,762,121 595,595 2,691,070
PURPLE INNOVATION INC COM 74640Y106 668 76,637 SH   DFND 2,20 69,803 0 6,834
PUXIN LTD ADS 74704P108 168 20,544 SH   DFND 2 20,544 0 0
PVH CORP COM 693656100 350,430 3,332,663 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,946,260 48,676 337,727
PYXUS INTL INC COM 74737V106 1,511 168,967 SH   DFND 2,5,20 143,830 0 25,137
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2,906 337,104 SH   DFND 2,20 288,482 0 48,622
Q2 HLDGS INC COM 74736L109 73,442 905,798 SH   DFND 2,5,8,20 775,112 800 129,886
QAD INC CL A 74727D306 12,758 250,143 SH   DFND 2,5,8,20 214,994 0 35,149
QCR HOLDINGS INC COM 74727A104 16,154 367,807 SH   DFND 2,5,8,20 321,125 0 46,682
QEP RES INC COM 74733V100 67,695 15,043,268 SH   DFND 2,5,8,12,13,20 14,734,943 5,899 302,426
QIAGEN NV SHS NEW N72482123 73,401 2,171,635 SH   DFND 2,20 1,922,517 0 249,118
ARCHROCK INC COM 03957W106 43,572 4,339,793 SH   DFND 2,5,8,20 3,950,126 2,651 387,016
QIWI PLC SPON ADR REP B 74735M108 995 51,393 SH   DFND 2 51,393 0 0
QORVO INC COM 74736K101 597,670 5,142,135 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,476,322 79,054 586,759
QTS RLTY TR INC COM CL A 74736A103 126,798 2,317,682 SH   DFND 2,5,8,10,20 2,078,422 15,274 223,986
QUAD / GRAPHICS INC COM CL A 747301109 3,879 830,626 SH   DFND 2,5,8,20 738,908 0 91,718
QUAKER CHEM CORP COM 747316107 65,988 401,093 SH   DFND 2,5,8,20 360,534 108 40,451
QUALCOMM INC COM 747525103 4,233,858 47,986,598 SH   DFND 2,5,6,8,10,11,12,13,19,20 42,594,841 807,344 4,584,413
QUALYS INC COM 74758T303 81,853 981,799 SH   DFND 2,5,8,20 876,606 400 104,793
QUANEX BUILDING PRODUCTS COR COM 747619104 18,020 1,055,029 SH   DFND 2,5,8,10,20 955,763 2,705 96,561
QUANTA SVCS INC COM 74762E102 191,028 4,686,679 SH   DFND 2,5,6,8,10,11,12,13,20 4,260,517 3,418 422,744
QUANTERIX CORP COM 74766Q101 5,679 240,332 SH   DFND 2,5,8,20 208,181 0 32,151
ARCONIC INC COM 03965L100 625,337 20,322,935 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,254,295 264,358 1,804,282
QUDIAN INC ADR 747798106 17,435 3,701,769 SH   DFND 1,2,5,8,10,11,12,13,19,20 3,701,769 0 0
QUEST DIAGNOSTICS INC COM 74834L100 709,036 6,639,535 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,939,873 142,670 556,992
QUIDEL CORP COM 74838J101 65,273 869,963 SH   DFND 2,5,8,20 762,791 705 106,467
QUINSTREET INC COM 74874Q100 19,965 1,304,048 SH   DFND 2,5,8,20 1,173,976 0 130,072
QUINTANA ENERGY SVCS INC COM 74875T103 44 15,500 SH   DFND 20 15,500 0 0
QUORUM HEALTH CORP COM 74909E106 19 20,327 SH   DFND 1,20 20,327 0 0
QUOTIENT LTD SHS G73268107 1,073 112,817 SH   DFND 2,8,20 112,817 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 17,373 1,761,996 SH   DFND 2,5,8,20 1,514,675 0 247,321
QURATE RETAIL INC COM SER A 74915M100 52,974 6,283,970 SH   DFND 2,5,8,12,13,19,20 5,922,220 5,279 356,471
QUTOUTIAO INC ADS REP SHS A 74915J107 924 270,966 SH   DFND 2,5,20 270,966 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 53,757 792,764 SH   DFND 2,5,8,20 680,336 0 112,428
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2,903 358,349 SH   DFND 2,5,20 358,349 0 0
R1 RCM INC COM 749397105 29,296 2,257,033 SH   DFND 2,5,8,20 1,930,190 0 326,843
RA PHARMACEUTICALS INC COM 74933V108 76,822 1,636,941 SH   DFND 2,5,8,20 1,537,048 0 99,893
RADA ELECTR INDS LTD COM PAR NEW M81863124 183 35,233 SH   DFND 2 35,233 0 0
RADIAN GROUP INC COM 750236101 129,776 5,158,017 SH   DFND 2,5,8,10,13,20 4,525,935 3,853 628,229
RADIANT LOGISTICS INC COM 75025X100 3,670 658,830 SH   DFND 2,20 552,200 0 106,630
RADIUS HEALTH INC COM NEW 750469207 47,629 2,362,558 SH   DFND 2,5,8,20 2,220,459 0 142,099
RADNET INC COM 750491102 24,721 1,217,776 SH   DFND 2,5,8,20 1,087,160 0 130,616
RADWARE LTD ORD M81873107 7,288 282,691 SH   DFND 2,5,8,20 224,925 500 57,266
RAFAEL HLDGS INC COM CL B 75062E106 3,298 184,883 SH   DFND 2,5,20 184,883 0 0
RALPH LAUREN CORP CL A 751212101 321,712 2,728,757 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,180,546 60,096 488,115
ARCOSA INC COM 039653100 67,624 1,517,927 SH   DFND 2,5,8,13,20 1,454,626 786 62,515
RAMACO RES INC COM 75134P303 396 110,632 SH   DFND 2,20 95,859 0 14,773
RAMBUS INC DEL COM 750917106 54,584 3,962,554 SH   DFND 2,5,8,20 3,610,336 4,085 348,133
RANGE RES CORP COM 75281A109 116,665 24,054,685 SH   DFND 2,5,8,12,13,20 19,091,068 5,410 4,958,207
RAPID7 INC COM 753422104 57,371 1,024,111 SH   DFND 2,5,8,20 879,885 0 144,226
RAPT THERAPEUTICS INC COM 75382E109 271 9,800 SH   DFND 20 9,800 0 0
RATTLER MIDSTREAM LP COM UNITS 75419T103 708 39,800 SH   DFND 5,8,20 39,800 0 0
RAVEN INDS INC COM 754212108 34,686 1,006,551 SH   DFND 2,5,8,20 889,147 0 117,404
RAYMOND JAMES FINANCIAL INC COM 754730109 477,338 5,313,899 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,784,109 83,907 445,883
RAYONIER ADVANCED MATLS INC COM 75508B104 6,573 1,711,651 SH   DFND 2,5,8,20 1,556,142 1,704 153,805
RAYONIER INC COM 754907103 103,413 3,156,683 SH   DFND 2,5,6,8,11,12,13,19,20 3,003,609 1,214 151,860
ARCUS BIOSCIENCES INC COM 03969F109 6,469 640,467 SH   DFND 2,5,20 551,574 0 88,893
RAYTHEON CO COM NEW 755111507 2,579,214 11,737,573 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,603,173 294,894 839,506
RBB BANCORP COM 74930B105 6,338 299,395 SH   DFND 2,5,20 239,039 0 60,356
RBC BEARINGS INC COM 75524B104 79,668 503,142 SH   DFND 2,5,8,13,20 428,418 200 74,524
RCI HOSPITALITY HLDGS INC COM 74934Q108 3,322 162,046 SH   DFND 2,5,20 134,304 0 27,742
RE MAX HLDGS INC CL A 75524W108 19,267 500,572 SH   DFND 2,5,8,20 449,820 0 50,752
READING INTERNATIONAL INC CL A 755408101 3,507 313,445 SH   DFND 2,5,20 267,812 0 45,633
READY CAP CORP COM 75574U101 19,635 1,241,340 SH   DFND 2,5,8,20 1,143,298 0 98,042
REALNETWORKS INC COM NEW 75605L708 18 15,119 SH   DFND 20 15,119 0 0
REALOGY HLDGS CORP COM 75605Y106 37,135 3,836,253 SH   DFND 2,5,8,12,13,20 3,689,039 1,100 146,114
REALPAGE INC COM 75606N109 55,626 1,034,911 SH   DFND 2,5,8,19,20 934,678 1,300 98,933
ARDAGH GROUP S A CL A L0223L101 3,815 194,847 SH   DFND 2,20 173,248 0 21,599
REALTY INCOME CORP COM 756109104 1,602,540 21,698,482 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,908,716 292,386 1,497,380
REATA PHARMACEUTICALS INC CL A 75615P103 104,417 510,771 SH   DFND 2,5,8,13,20 443,473 0 67,298
RECRO PHARMA INC COM 75629F109 7,453 406,581 SH   DFND 2,20 356,022 0 50,559
RED LION HOTELS CORP COM 756764106 1,505 403,610 SH   DFND 2,20 327,956 0 75,654
RED RIVER BANCSHARES INC COM 75686R202 3,055 54,495 SH   DFND 2,20 54,495 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 12,765 386,591 SH   DFND 2,5,8,20 347,638 601 38,352
RED ROCK RESORTS INC CL A 75700L108 34,783 1,452,299 SH   DFND 2,5,8,20 1,235,096 400 216,803
REDFIN CORP COM 75737F108 37,715 1,784,041 SH   DFND 2,5,8,20 1,514,227 0 269,814
REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 484 79,656 SH   DFND 1,2 79,656 0 0
REDWOOD TR INC COM 758075402 60,093 3,633,179 SH   DFND 2,5,8,19,20 3,310,227 2,059 320,893
ARDELYX INC COM 039697107 6,652 886,408 SH   DFND 2,20 739,858 0 146,550
REEDS INC COM 758338107 11 12,500 SH   DFND 20 12,500 0 0
REGAL BELOIT CORP COM 758750103 85,742 997,952 SH   DFND 2,5,6,8,11,13,20 945,004 398 52,550
REGENCY CTRS CORP COM 758849103 733,360 11,624,034 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,641,409 142,355 840,270
REGENERON PHARMACEUTICALS COM 75886F107 1,342,009 3,574,117 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,150,315 80,105 343,697
REGENXBIO INC COM 75901B107 76,906 1,877,130 SH   DFND 2,5,8,13,20 1,772,867 0 104,263
REGIONAL MGMT CORP COM 75902K106 5,610 186,800 SH   DFND 2,5,20 159,278 0 27,522
REGIONS FINL CORP NEW COM 7591EP100 919,938 53,121,080 SH   DFND 2,5,6,8,10,11,12,13,19,20 48,344,008 742,656 4,034,416
REGIS CORP MINN COM 758932107 14,669 820,863 SH   DFND 2,5,8,20 733,774 2,156 84,933
REINSURANCE GRP OF AMERICA I COM NEW 759351604 385,969 2,367,036 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,135,264 65,638 166,134
RELIANCE STEEL & ALUMINUM CO COM 759509102 233,522 1,949,916 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,864,320 1,452 84,144
ARDMORE SHIPPING CORP COM Y0207T100 5,536 611,745 SH   DFND 2,5,20 511,301 0 100,444
RELIANT BANCORP INC COM 75956B101 3,897 175,232 SH   DFND 2,20 143,684 0 31,548
RELX PLC SPONSORED ADR 759530108 1,221 48,321 SH   DFND 1,20 48,321 0 0
REMARK HLDGS INC COM 75955K102 6 11,100 SH   DFND 20 11,100 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 409,904 2,091,134 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,906,982 21,025 163,127
RENASANT CORP COM 75970E107 46,787 1,312,835 SH   DFND 2,5,8,20 1,140,240 385 172,210
RENESOLA LTD SPONSORED ADS 75971T301 34 24,141 SH   DFND 2 24,141 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 48,293 1,791,944 SH   DFND 2,5,8,20 1,677,489 0 114,455
RENT A CTR INC NEW COM 76009N100 43,179 1,497,193 SH   DFND 2,5,8,20 1,346,048 2,030 149,115
REPAY HLDGS CORP COM CL A 76029L100 512 34,930 SH   DFND 2,8,20 34,930 0 0
REPLIGEN CORP COM 759916109 143,935 1,556,050 SH   DFND 2,5,6,8,11,19,20 1,392,390 1,100 162,560
ARENA PHARMACEUTICALS INC COM NEW 040047607 83,786 1,844,701 SH   DFND 2,5,8,20 1,687,612 890 156,199
REPLIMUNE GROUP INC COM 76029N106 2,798 194,981 SH   DFND 2,20 168,398 0 26,583
REPUBLIC BANCORP KY CL A 760281204 11,972 254,367 SH   DFND 2,5,8,20 224,482 666 29,219
REPUBLIC FIRST BANCORP INC COM 760416107 4,299 1,028,403 SH   DFND 2,5,20 892,751 0 135,652
REPUBLIC SVCS INC COM 760759100 974,761 10,827,082 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,445,131 195,682 1,186,269
RESIDEO TECHNOLOGIES INC COM 76118Y104 36,783 3,083,205 SH   DFND 1,2,5,6,8,11,12,13,20 2,970,437 1,670 111,098
RESMED INC COM 761152107 997,803 6,438,687 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,618,655 223,527 596,505
RESOLUTE FST PRODS INC COM 76117W109 689 164,019 SH   DFND 2,5,8,20 164,019 0 0
RESOURCES CONNECTION INC COM 76122Q105 16,824 1,030,242 SH   DFND 2,5,8,20 927,786 743 101,713
RESTAURANT BRANDS INTL INC COM 76131D103 2,504 38,975 SH   DFND 5,8,20 38,747 0 228
RESTORBIO INC COM 76133L103 508 340,832 SH   DFND 2,20 303,945 0 36,887
ARES CAP CORP COM 04010L103 1,723 92,405 SH   DFND 20 88,914 0 3,491
RETAIL OPPORTUNITY INVTS COR COM 76131N101 102,749 5,818,156 SH   DFND 2,5,8,10,20 5,333,546 29,854 454,756
RETAIL PPTYS AMER INC CL A 76131V202 101,406 7,475,237 SH   DFND 2,5,8,10,12,13,20 6,966,470 54,490 454,277
RETAIL VALUE INC COM 76133Q102 27,379 702,624 SH   DFND 2,5,8,10,13,20 664,235 4,031 34,358
RETRACTABLE TECHNOLOGIES INC COM 76129W105 18 11,683 SH   DFND 20 11,683 0 0
RETROPHIN INC COM 761299106 24,671 1,737,401 SH   DFND 2,5,8,20 1,615,050 0 122,351
REV GROUP INC COM 749527107 9,338 763,520 SH   DFND 2,5,8,20 684,221 0 79,299
REVANCE THERAPEUTICS INC COM 761330109 17,129 1,055,390 SH   DFND 2,5,8,20 905,593 0 149,797
REVLON INC CL A NEW 761525609 3,422 159,755 SH   DFND 2,5,20 132,209 0 27,546
REVOLVE GROUP INC CL A 76156B107 195 10,600 SH   DFND 20 10,600 0 0
REX AMERICAN RESOURCES CORP COM 761624105 18,375 224,196 SH   DFND 2,5,6,8,20 206,286 0 17,910
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 12,981 12,375,000 SH   DFND 2,5 12,375,000 0 0
REXFORD INDL RLTY INC COM 76169C100 206,913 4,512,371 SH   DFND 2,5,8,10,19,20 4,046,339 29,475 436,557
REXNORD CORP NEW COM 76169B102 71,026 2,177,370 SH   DFND 2,5,8,20 1,852,950 2,700 321,720
RGC RES INC COM 74955L103 3,841 134,405 SH   DFND 2,5,20 116,424 0 17,981
RH COM 74967X103 111,038 520,086 SH   DFND 2,5,6,8,11,13,20 468,039 300 51,747
RHYTHM PHARMACEUTICALS INC COM 76243J105 21,411 932,520 SH   DFND 2,5,8,20 852,411 0 80,109
RIBBON COMMUNICATIONS INC COM 762544104 4,032 1,300,788 SH   DFND 2,5,8,20 1,081,732 2,643 216,413
RICHMOND MUT BANCORPORATIN I COM 76525P100 3,324 208,287 SH   DFND 2,20 208,287 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 7,868 3,676,582 SH   DFND 2,5,8,20 3,082,612 0 593,970
RIGNET INC COM 766582100 1,758 266,412 SH   DFND 2,5,20 229,897 0 36,515
RIMINI STR INC DEL COM 76674Q107 1,347 347,150 SH   DFND 2,20 308,491 0 38,659
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 12,840 11,875,000 SH   DFND 2,5 11,875,000 0 0
RING ENERGY INC COM 76680V108 4,583 1,735,969 SH   DFND 2,5,20 1,557,045 0 178,924
RINGCENTRAL INC CL A 76680R206 248,162 1,471,286 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,379,066 1,100 91,120
RINGCENTRAL INC NOTE 3/1 76680RAD9 29,637 14,150,000 SH   DFND 2,5 14,150,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 14,061 236,869 SH   DFND 1,20 236,869 0 0
RISE ED CAYMAN LTD SPONSORED ADR 76761L102 452 64,713 SH   DFND 2,5,20 64,713 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 405 9,431 SH   DFND 8,20 9,431 0 0
RITE AID CORP COM 767754872 25,050 1,619,280 SH   DFND 2,5,8,12,13,20 1,619,280 0 0
RIVERVIEW BANCORP INC COM 769397100 3,096 377,055 SH   DFND 2,13,20 271,894 0 105,161
RLI CORP COM 749607107 452,371 5,025,232 SH   DFND 2,5,6,8,11,12,13,19,20 2,142,245 2,759,256 123,731
RLJ LODGING TR COM 74965L101 113,106 6,264,710 SH   DFND 2,5,8,10,13,20 5,538,265 44,783 681,662
ACACIA RESH CORP ACACIA TCH COM 003881307 2,491 936,381 SH   DFND 2,5,20 813,098 0 123,283
ARES COML REAL ESTATE CORP COM 04013V108 13,552 838,151 SH   DFND 2,5,20 759,922 0 78,229
RMR GROUP INC CL A 74967R106 13,867 303,840 SH   DFND 2,5,8,20 256,469 893 46,478
ROADRUNNER TRANSN SYS INC COM NEW 76973Q204 524 56,866 SH   DFND 2,20 56,866 0 0
ROBERT HALF INTL INC COM 770323103 328,473 5,201,468 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,399,286 172,139 630,043
ROCKET PHARMACEUTICALS INC COM 77313F106 20,702 909,562 SH   DFND 2,5,8,20 829,422 0 80,140
ROCKWELL AUTOMATION INC COM 773903109 997,434 4,921,470 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,326,177 136,468 458,825
ROCKWELL MED INC COM 774374102 2,549 1,044,547 SH   DFND 2,5,20 867,885 0 176,662
ROCKY BRANDS INC COM 774515100 4,104 139,462 SH   DFND 2,20 119,102 0 20,360
ROGERS COMMUNICATIONS INC CL B 775109200 509 10,187 SH   DFND 2,20 10,187 0 0
ROGERS CORP COM 775133101 66,614 534,063 SH   DFND 2,5,8,20 477,978 168 55,917
ROKU INC COM CL A 77543R102 235,241 1,756,840 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,687,138 0 69,702
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 50,979 1,428,388 SH   DFND 2,5,8,20 1,423,088 0 5,300
ROLLINS INC COM 775711104 230,012 6,936,428 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,891,811 238,360 806,257
ROPER TECHNOLOGIES INC COM 776696106 1,539,917 4,347,223 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,921,603 68,073 357,547
ROSEHILL RES INC CL A 777385105 74 57,516 SH   DFND 2,20 51,033 0 6,483
ROSETTA STONE INC COM 777780107 8,929 492,238 SH   DFND 2,5,8,20 432,877 0 59,361
ROSS STORES INC COM 778296103 1,976,359 16,976,114 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,978,226 612,151 1,385,737
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,020,802 7,601,737 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,831,815 124,920 645,002
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 4,869 82,552 SH   DFND 1,2,20 82,552 0 0
ROYAL GOLD INC COM 780287108 220,756 1,805,776 SH   DFND 2,5,6,8,11,13,19,20 1,723,238 1,299 81,239
RPC INC COM 749660106 9,587 1,829,488 SH   DFND 2,5,8,20 1,752,070 0 77,418
RPM INTL INC COM 749685103 517,199 6,737,866 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,574,374 2,249 161,243
ARGAN INC COM 04010E109 13,666 340,464 SH   DFND 2,5,8,20 298,210 0 42,254
RPT REALTY SH BEN INT 74971D101 63,096 4,138,302 SH   DFND 2,5,8,10,20 3,798,816 22,421 317,065
RTI SURGICAL HOLDINGS INC COM 74975N105 3,231 1,179,291 SH   DFND 2,5,20 1,023,074 0 156,217
RTW RETAILWINDS INC COM 74980D100 361 450,479 SH   DFND 2,5,20 382,845 0 67,634
RUBICON PROJ INC COM 78112V102 9,684 1,186,726 SH   DFND 2,5,8,20 1,186,726 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 6,301 663,278 SH   DFND 2,5,8,20 570,372 0 92,906
RUSH ENTERPRISES INC CL A 781846209 29,105 625,905 SH   DFND 2,5,8,10,20 540,294 1,100 84,511
RUSH ENTERPRISES INC CL B 781846308 4,896 107,142 SH   DFND 2,5,10,20 92,403 0 14,739
RUTHS HOSPITALITY GROUP INC COM 783332109 18,320 841,721 SH   DFND 2,5,8,20 758,716 0 83,005
RYANAIR HLDGS PLC SPONSORED ADS 783513203 6,329 72,237 SH   DFND 1,2,8,20 72,237 0 0
RYDER SYS INC COM 783549108 88,628 1,631,885 SH   DFND 2,5,6,8,11,12,13,20 1,568,560 831 62,494
ARGO GROUP INTL HLDGS LTD COM G0464B107 53,334 811,157 SH   DFND 2,5,8,19,20 711,387 217 99,553
RYERSON HLDG CORP COM 783754104 3,473 293,586 SH   DFND 2,5,20 255,332 0 38,254
RYMAN HOSPITALITY PPTYS INC COM 78377T107 175,394 2,003,115 SH   DFND 2,5,8,10,13,19,20 1,802,340 11,879 188,896
S & T BANCORP INC COM 783859101 47,970 1,190,615 SH   DFND 2,5,8,19,20 1,075,450 536 114,629
S&P GLOBAL INC COM 78409V104 3,185,755 11,667,297 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,489,816 169,665 1,007,816
SABINE ROYALTY TR UNIT BEN INT 785688102 455 11,298 SH   DFND 2 11,298 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 169,158 7,926,810 SH   DFND 2,5,6,8,10,11,20 7,118,788 52,083 755,939
SABRE CORP COM 78573M104 201,432 8,976,475 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,680,370 179,976 1,116,129
SACHEM CAP CORP COM 78590A109 58 13,265 SH   DFND 2,20 13,265 0 0
SAFE BULKERS INC COM Y7388L103 1,300 764,977 SH   DFND 2,20 654,226 0 110,751
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 3,875 352,935 SH   DFND 2,5,20 299,180 0 53,755
ARISTA NETWORKS INC COM 040413106 441,286 2,169,548 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,925,689 52,829 191,030
SAFEHOLD INC COM 78645L100 12,341 306,231 SH   DFND 2,5,8,20 306,231 0 0
SAFETY INS GROUP INC COM 78648T100 45,777 494,731 SH   DFND 2,5,8,13,19,20 442,567 6,200 45,964
SAGA COMMUNICATIONS INC CL A NEW 786598300 1,994 64,941 SH   DFND 2,20 53,667 0 11,274
SAGE THERAPEUTICS INC COM 78667J108 119,682 1,657,872 SH   DFND 2,5,8,13,19,20 1,591,299 1,600 64,973
SAIA INC COM 78709Y105 71,858 771,667 SH   DFND 2,5,8,20 691,081 0 80,586
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 43,406 1,839,235 SH   DFND 2,5,8,20 1,577,881 0 261,354
SALESFORCE COM INC COM 79466L302 5,762,334 35,429,991 SH   DFND 2,5,6,8,10,11,12,13,19,20 31,823,201 442,533 3,164,257
SALLY BEAUTY HLDGS INC COM 79546E104 72,783 3,988,128 SH   DFND 2,5,6,8,11,12,13,20 3,620,468 646 367,014
SANDERSON FARMS INC COM 800013104 152,595 865,934 SH   DFND 2,5,6,8,11,12,19,20 804,368 544 61,022
SANDRIDGE ENERGY INC COM NEW 80007P869 2,750 648,695 SH   DFND 2,5,20 529,656 0 119,039
ARLINGTON ASSET INVT CORP CL A NEW 041356205 4,365 753,316 SH   DFND 2,5,20 652,011 0 101,305
SANDY SPRING BANCORP INC COM 800363103 33,866 894,034 SH   DFND 2,5,8,20 791,570 0 102,464
SANFILIPPO JOHN B & SON INC COM 800422107 22,929 251,190 SH   DFND 2,5,8,20 224,061 0 27,129
SANGAMO THERAPEUTICS INC COM 800677106 40,298 4,814,626 SH   DFND 2,5,8,20 4,455,202 100 359,324
SANMINA CORPORATION COM 801056102 73,317 2,141,280 SH   DFND 2,5,8,12,20 1,934,665 833 205,782
SANOFI SPONSORED ADR 80105N105 692 13,775 SH   DFND 1,2,20 13,775 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 33,098 1,416,249 SH   DFND 2,5,8,12,13,19,20 1,292,508 0 123,741
SAP SE SPON ADR 803054204 4,458 33,269 SH   DFND 1,20 33,269 0 0
SAREPTA THERAPEUTICS INC COM 803607100 260,456 2,018,411 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,929,414 2,300 86,697
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 36,087 18,458,000 SH   DFND 2,5 18,458,000 0 0
SASOL LTD SPONSORED ADR 803866300 6,749 312,322 SH   DFND 5,13,20 284,793 0 27,529
ARLO TECHNOLOGIES INC COM 04206A101 9,044 2,148,131 SH   DFND 2,5,8,20 1,968,608 0 179,523
SATSUMA PHARMACEUTICALS INC COM 80405P107 805 40,893 SH   DFND 2,20 40,893 0 0
SAUL CTRS INC COM 804395101 26,720 506,243 SH   DFND 2,5,8,10,20 453,691 3,627 48,925
SAVARA INC COM 805111101 2,454 547,749 SH   DFND 2,20 466,458 0 81,291
SB ONE BANCORP COM 78413T103 3,874 155,448 SH   DFND 2,20 126,112 0 29,336
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,232,807 5,115,596 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,491,325 58,956 565,315
SCANSOURCE INC COM 806037107 31,808 860,844 SH   DFND 2,5,8,20 773,967 1,058 85,819
SCHLUMBERGER LTD COM 806857108 2,737,517 67,271,012 SH   DFND 2,5,6,8,10,11,12,13,19,20 61,192,126 704,969 5,373,917
SCHNEIDER NATIONAL INC CL B 80689H102 18,562 848,343 SH   DFND 2,5,8,20 792,957 0 55,386
SCHNITZER STL INDS CL A 806882106 22,811 1,052,187 SH   DFND 2,5,8,20 968,652 314 83,221
SCHOLAR ROCK HLDG CORP COM 80706P103 4,672 354,477 SH   DFND 2,5,20 313,498 0 40,979
ARMADA HOFFLER PPTYS INC COM 04208T108 40,417 2,179,930 SH   DFND 2,5,8,10,20 1,990,886 0 189,044
SCHOLASTIC CORP COM 807066105 36,729 955,251 SH   DFND 2,5,6,8,20 857,546 1,273 96,432
SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 79,649 1,450,000 SH   DFND 2 1,450,000 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 640 13,931 SH   DFND 1 13,931 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 39,404 938,411 SH   DFND 2,5,20 856,000 1,364 81,047
SCIENCE APPLICATNS INTL CP N COM 808625107 147,678 1,697,054 SH   DFND 1,2,5,6,8,11,13,20 1,519,321 833 176,900
SCIENTIFIC GAMES CORP COM 80874P109 46,031 1,718,871 SH   DFND 2,5,6,8,13,20 1,543,236 1,300 174,335
SCORPIO BULKERS INC COM Y7546A122 6,162 967,383 SH   DFND 2,5,20 804,781 0 162,602
SCORPIO TANKERS INC SHS Y7542C130 31,192 792,892 SH   DFND 2,5,20 792,892 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 103,942 978,918 SH   DFND 2,5,6,8,11,13,20 927,806 385 50,727
SCRIPPS E W CO OHIO CL A NEW 811054402 25,244 1,606,895 SH   DFND 2,5,8,20 1,436,133 1,039 169,723
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 35,765 2,001,410 SH   DFND 2,5,6,8,20 1,816,776 1,237 183,397
SCULPTOR CAP MGMT COM CL A 811246107 6,461 292,356 SH   DFND 2,5,20 292,356 0 0
SEA LTD NOTE 2.250% 7/0 81141RAB6 35,608 16,525,000 SH   DFND 2,5 16,525,000 0 0
SEA LTD SPONSORED ADS 81141R100 6,662 165,650 SH   DFND 1,2,5,8,10,13,20 165,650 0 0
SEABOARD CORP COM 811543107 14,656 3,448 SH   DFND 2,5,8,20 3,129 12 307
SEACHANGE INTL INC COM 811699107 222 52,993 SH   DFND 2,20 52,993 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 50,734 1,659,605 SH   DFND 2,5,8,20 1,504,706 0 154,899
SEACOR HOLDINGS INC COM 811904101 25,633 594,047 SH   DFND 2,5,6,8,20 539,483 100 54,464
SEACOR MARINE HLDGS INC COM 78413P101 5,041 365,568 SH   DFND 2,5,20 308,795 0 56,773
SEADRILL LTD COM G7998G106 2,601 1,024,083 SH   DFND 2,5,20 1,024,083 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 634,623 10,551,343 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,858,571 319,193 1,373,579
ARMSTRONG FLOORING INC COM 04238R106 2,045 478,960 SH   DFND 2,5,20 386,833 0 92,127
SEALED AIR CORP NEW COM 81211K100 273,589 6,868,911 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,031,665 89,261 747,985
SEASPAN CORP SHS Y75638109 23,650 1,664,319 SH   DFND 2,5,8,13,20 1,199,926 0 464,393
SEASPINE HLDGS CORP COM 81255T108 3,451 287,353 SH   DFND 2,20 243,334 0 44,019
SEATTLE GENETICS INC COM 812578102 355,573 3,111,963 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,749,050 58,242 304,671
SEAWORLD ENTMT INC COM 81282V100 32,979 1,040,008 SH   DFND 2,5,8,20 890,342 0 149,666
SECOND SIGHT MED PRODS INC COM 81362J100 16 21,233 SH   DFND 20 21,233 0 0
SECUREWORKS CORP CL A 81374A105 2,593 155,665 SH   DFND 2,20 138,979 0 16,686
SEI INVESTMENTS CO COM 784117103 406,326 6,172,587 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,569,813 190,015 412,759
SELECT BANCORP INC NEW COM 81617L108 4,051 329,338 SH   DFND 2,20 292,895 0 36,443
SELECT ENERGY SVCS INC CL A COM 81617J301 13,019 1,402,870 SH   DFND 2,5,8,20 1,230,340 0 172,530
1ST SOURCE CORP COM 336901103 18,205 350,915 SH   DFND 2,5,8,20 302,621 0 48,294
ACADIA HEALTHCARE COMPANY IN COM 00404A109 73,139 2,201,667 SH   DFND 2,5,6,8,11,13,20 2,094,604 1,700 105,363
ARMSTRONG WORLD INDS INC NEW COM 04247X102 75,903 807,734 SH   DFND 2,5,8,19,20 745,203 851 61,680
SELECT INTERIOR CONCEPTS INC CL A 816120307 3,100 344,783 SH   DFND 2,20 344,783 0 0
SELECT MED HLDGS CORP COM 81619Q105 80,907 3,466,458 SH   DFND 2,5,8,20 3,119,120 0 347,338
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 1,999 37,272 SH   DFND 2 37,272 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 9,529 246,416 SH   DFND 12 246,416 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,180 17,383 SH   DFND 2 17,383 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,477 39,324 SH   DFND 2 39,324 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 136,792 1,332,965 SH   DFND 1,2,12,20 1,332,965 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 132,839 4,315,757 SH   DFND 1,2,12,20 4,315,757 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 143,474 1,565,119 SH   DFND 1,2,12,20 1,329,355 0 235,764
SELECTIVE INS GROUP INC COM 816300107 138,513 2,124,753 SH   DFND 2,5,6,8,11,12,13,20 1,945,254 741 178,758
ARQULE INC COM 04269E107 84,161 4,216,472 SH   DFND 2,5,8,20 3,882,933 0 333,539
SEMPRA ENERGY 6% PFD CONV A 816851406 55,845 466,150 SH   DFND 2 466,150 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 19,100 160,500 SH   DFND 2 160,500 0 0
SEMPRA ENERGY COM 816851109 2,356,091 15,454,977 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,235,163 198,723 1,021,091
SEMTECH CORP COM 816850101 125,651 2,375,252 SH   DFND 2,5,6,8,11,13,19,20 2,166,313 451 208,488
SENECA FOODS CORP NEW CL A 817070501 8,604 210,936 SH   DFND 2,5,20 187,931 0 23,005
SENIOR HSG PPTYS TR SH BEN INT 81721M109 108,006 12,796,945 SH   DFND 2,5,6,8,10,11,12,13,20 12,217,558 58,771 520,616
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 180,996 3,359,860 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,845,646 104,938 409,276
SENSEONICS HLDGS INC COM 81727U105 1,698 1,854,197 SH   DFND 2,5,20 1,645,882 0 208,315
SENSIENT TECHNOLOGIES CORP COM 81725T100 88,633 1,341,101 SH   DFND 2,5,6,8,11,13,19,20 1,207,874 760 132,467
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 6 18,575 SH   DFND 20 18,575 0 0
ARROW ELECTRS INC COM 042735100 305,389 3,603,834 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,624,457 190,505 788,872
SERES THERAPEUTICS INC COM 81750R102 2,427 703,400 SH   DFND 2,5,20 594,680 0 108,720
SERITAGE GROWTH PPTYS CL A 81752R100 55,889 1,394,442 SH   DFND 2,5,8,10,20 1,257,161 8,600 128,681
SERVICE CORP INTL COM 817565104 203,019 4,410,587 SH   DFND 2,5,6,8,11,13,20 4,186,272 2,037 222,278
SERVICE PPTYS TR COM SH BEN INT 81761L102 197,945 8,135,841 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,135,841 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 66,919 1,730,951 SH   DFND 2,5,8,12,13,19,20 1,567,926 2,100 160,925
SERVICENOW INC COM 81762P102 2,168,073 7,679,487 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,235,748 95,206 348,533
SERVICENOW INC NOTE 6/0 81762PAC6 52,118 24,725,000 SH   DFND 2,5 24,725,000 0 0
SERVICESOURCE INTL INC COM 81763U100 67 40,399 SH   DFND 20 40,399 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 54,511 1,439,964 SH   DFND 2,5,8,20 1,286,527 0 153,437
SESEN BIO INC COM 817763105 13 12,790 SH   DFND 2 12,790 0 0
ARROW FINL CORP COM 042744102 12,716 336,393 SH   DFND 2,5,8,13,20 293,766 52 42,575
SFL CORPORATION LTD SHS G7738W106 23,275 1,600,764 SH   DFND 2,5,10,20 1,600,764 0 0
SHAKE SHACK INC CL A 819047101 49,519 831,266 SH   DFND 2,5,8,20 743,776 0 87,490
SHARPSPRING INC COM 820054104 1,921 167,440 SH   DFND 2,20 167,440 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 58,983 1,417,529 SH   DFND 2,5,8,20 1,264,303 0 153,226
SHERWIN WILLIAMS CO COM 824348106 2,077,229 3,559,702 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,169,747 41,917 348,038
SHILOH INDS INC COM 824543102 66 18,494 SH   DFND 20 18,494 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,024 26,900 SH   DFND 2,5,20 26,900 0 0
SHOCKWAVE MED INC COM 82489T104 18,960 431,705 SH   DFND 2,5,20 431,705 0 0
SHOE CARNIVAL INC COM 824889109 12,906 346,196 SH   DFND 2,5,8,10,20 313,814 0 32,382
SHOPIFY INC CL A 82509L107 13,820 34,761 SH   DFND 2,8,20 34,761 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 261,615 4,124,470 SH   DFND 2,5,6,8,11,13,20 3,842,658 0 281,812
SHORE BANCSHARES INC COM 825107105 5,194 299,180 SH   DFND 2,5,13,20 246,272 0 52,908
SHOTSPOTTER INC COM 82536T107 3,777 148,111 SH   DFND 2,5,20 124,243 0 23,868
SHUTTERSTOCK INC COM 825690100 25,007 583,196 SH   DFND 2,5,8,20 522,489 0 60,707
SI BONE INC COM 825704109 6,248 290,601 SH   DFND 2,5,20 250,725 0 39,876
SIEBERT FINL CORP COM 826176109 995 114,977 SH   DFND 2,20 99,599 0 15,378
SIENTRA INC COM 82621J105 6,500 727,107 SH   DFND 2,5,20 617,536 0 109,571
SIERRA BANCORP COM 82620P102 8,688 298,347 SH   DFND 2,5,13,20 255,102 0 43,245
SIGA TECHNOLOGIES INC COM 826917106 5,327 1,116,732 SH   DFND 2,5,20 947,959 0 168,773
SIGNATURE BK NEW YORK N Y COM 82669G104 301,556 2,207,421 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,038,038 34,474 134,909
SIGNET JEWELERS LIMITED SHS G81276100 39,563 1,819,820 SH   DFND 2,5,8,12,13,20 1,645,830 1,559 172,431
ARTESIAN RESOURCES CORP CL A 043113208 6,402 172,061 SH   DFND 2,5,13,20 144,844 0 27,217
SILGAN HOLDINGS INC COM 827048109 62,186 2,000,845 SH   DFND 2,5,6,8,11,20 1,907,238 2,484 91,123
SILICOM LTD ORD M84116108 239 7,172 SH   DFND 2 7,172 0 0
SILICON LABORATORIES INC COM 826919102 171,380 1,477,672 SH   DFND 2,5,6,8,11,13,19,20 1,343,210 505 133,957
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 17,138 12,874,000 SH   DFND 2,5 12,874,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2,186 43,112 SH   DFND 2,10,19 43,112 0 0
SILK ROAD MEDICAL INC COM 82710M100 11,297 279,770 SH   DFND 2,5,8,20 279,770 0 0
SILVERBOW RES INC COM 82836G102 1,497 151,183 SH   DFND 2,20 122,730 0 28,453
SILVERCREST ASSET MGMT GROUP CL A 828359109 1,437 114,195 SH   DFND 2,20 93,943 0 20,252
SILVERGATE CAP CORP CL A 82837P408 355 22,300 SH   DFND 2,20 22,300 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 102,427 3,801,895 SH   DFND 2,5,8,20 3,514,326 1,400 286,169
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 35,950 1,112,329 SH   DFND 2,5,8,20 958,791 100 153,438
SIMON PPTY GROUP INC NEW COM 828806109 3,038,083 20,395,295 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,574,154 283,316 1,537,825
SIMPLY GOOD FOODS CO COM 82900L102 48,090 1,685,020 SH   DFND 2,5,8,20 1,441,794 0 243,226
SIMPSON MANUFACTURING CO INC COM 829073105 100,592 1,250,192 SH   DFND 2,5,8,20 1,111,950 180 138,062
SIMULATIONS PLUS INC COM 829214105 7,652 263,231 SH   DFND 2,5,8,20 228,203 0 35,028
SINA CORP ORD G81477104 50,908 1,274,939 SH   DFND 2,5,8,10,11,12,13,19,20 1,055,820 46,400 172,719
SINCLAIR BROADCAST GROUP INC CL A 829226109 29,186 875,393 SH   DFND 2,5,8,20 803,372 10,238 61,783
SINOVAC BIOTECH LTD SHS P8696W104 1,041 160,875 SH   DFND 2 160,875 0 0
SIRIUS XM HLDGS INC COM 82968B103 262,698 36,740,926 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,816,534 1,123,923 5,800,469
SITE CENTERS CORP COM 82981J109 74,350 5,223,223 SH   DFND 2,5,8,10,12,13,20 4,871,276 40,641 311,306
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 76,032 838,747 SH   DFND 2,5,8,13,19,20 710,989 300 127,458
ARVINAS INC COM 04335A105 18,024 438,648 SH   DFND 2,5,8,20 402,043 0 36,605
SITO MOBILE LTD COM NEW 82988R203 4 13,300 SH   DFND 20 13,300 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 85,369 1,892,471 SH   DFND 2,5,6,8,11,13,20 1,793,464 6,800 92,207
SJW GROUP COM 784305104 45,660 642,561 SH   DFND 2,5,8,13,19,20 560,956 0 81,605
SK TELECOM LTD SPONSORED ADR 78440P108 6,564 284,015 SH   DFND 2,5,10,20 281,807 0 2,208
SKECHERS U S A INC CL A 830566105 209,832 4,858,355 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,692,947 1,936 163,472
SKYLINE CHAMPION CORPORATION COM 830830105 38,152 1,203,536 SH   DFND 2,5,8,20 1,050,975 0 152,561
SKYWEST INC COM 830879102 102,298 1,579,855 SH   DFND 2,5,8,10,13,20 1,415,329 15,810 148,716
SKYWORKS SOLUTIONS INC COM 83088M102 970,490 8,028,543 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,130,291 251,809 646,443
SL GREEN RLTY CORP COM 78440X101 547,002 5,896,990 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,405,406 79,496 412,088
SLACK TECHNOLOGIES INC COM CL A 83088V102 4,022 178,926 SH   DFND 2,20 178,926 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 69,226 619,254 SH   DFND 2,5,8,12,20 559,732 759 58,763
SLEEP NUMBER CORP COM 83125X103 40,969 832,027 SH   DFND 2,5,8,20 742,081 0 89,946
SLM CORP COM 78442P106 92,930 10,429,815 SH   DFND 1,2,5,6,8,11,12,13,20 9,508,257 5,927 915,631
SM ENERGY CO COM 78454L100 89,732 7,983,290 SH   DFND 2,5,8,12,20 7,840,702 2,492 140,096
SMART GLOBAL HLDGS INC SHS G8232Y101 21,968 579,017 SH   DFND 2,5,8,20 537,211 0 41,806
SMART SAND INC COM 83191H107 839 332,813 SH   DFND 2,20 278,409 0 54,404
SMARTFINANCIAL INC COM NEW 83190L208 5,007 211,711 SH   DFND 2,20 171,527 0 40,184
SMARTSHEET INC COM CL A 83200N103 53,881 1,199,494 SH   DFND 2,5,8,13,19,20 1,199,494 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 3,212 66,810 SH   DFND 1,2,20 66,810 0 0
SMITH A O CORP COM 831865209 441,909 9,276,007 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,588,702 147,180 540,125
SMUCKER J M CO COM NEW 832696405 860,131 8,260,167 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,571,510 86,647 602,010
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 13,291 95,537 SH   DFND 1,2,5,20 95,537 0 0
SNAP INC CL A 83304A106 121,669 7,450,655 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,437,255 0 13,400
SNAP ON INC COM 833034101 425,918 2,514,275 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,174,755 77,778 261,742
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 662 54,200 SH   DFND 1,5,20 54,200 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 24,186 906,173 SH   DFND 1,2,5,8,13,19,20 903,166 0 3,007
SOGOU INC ADR REPSTG A 83409V104 156 34,235 SH   DFND 2 34,235 0 0
SOHU COM LTD SPONSORED ADS 83410S108 1,932 172,838 SH   DFND 1,2,5,20 169,571 700 2,567
SOLAREDGE TECHNOLOGIES INC COM 83417M104 62,326 655,440 SH   DFND 2,5,6,8,11,13,20 649,440 0 6,000
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 11,394 813,890 SH   DFND 2,5,8,20 716,136 0 97,754
SOLARWINDS CORP COM 83417Q105 10,538 568,084 SH   DFND 2,20 535,559 0 32,525
SOLID BIOSCIENCES INC COM 83422E105 1,550 348,297 SH   DFND 2,5,8,20 292,937 0 55,360
ACADIA PHARMACEUTICALS INC COM 004225108 171,277 4,003,677 SH   DFND 2,5,8,13,19,20 3,657,610 3,000 343,067
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 407 73,165 SH   DFND 5,20 73,165 0 0
SOLITARIO ZINC CORP COM 8342EP107 3 11,586 SH   DFND 20 11,586 0 0
SOLITON INC COM 834251100 919 83,709 SH   DFND 2,20 83,709 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 31,705 1,019,598 SH   DFND 2,5,8,20 945,451 1,513 72,634
SONIM TECHNOLOGIES INC COM 83548F101 192 52,936 SH   DFND 2,20 52,936 0 0
SONOCO PRODS CO COM 835495102 425,166 6,888,633 SH   DFND 2,5,6,8,11,12,13,19,20 6,747,044 1,764 139,825
SONOS INC COM 83570H108 20,444 1,308,843 SH   DFND 2,5,8,20 1,121,057 0 187,786
SONY CORP SPONSORED ADR 835699307 3,274 48,146 SH   DFND 1,2,20 48,146 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 7,730 2,286,913 SH   DFND 2,5,20 1,910,484 0 376,429
SOUND FINL BANCORP INC COM 83607A100 210 5,829 SH   DFND 20 600 0 5,229
SOUTH JERSEY INDS INC COM 838518108 88,991 2,698,325 SH   DFND 2,5,8,12,20 2,413,869 1,376 283,080
ASGN INC COM 00191U102 114,347 1,611,197 SH   DFND 2,5,6,8,11,13,19,20 1,451,812 476 158,909
SOUTH PLAINS FINANCIAL INC COM 83946P107 2,628 125,904 SH   DFND 2,20 125,904 0 0
SOUTH ST CORP COM 840441109 82,413 950,001 SH   DFND 2,5,8,20 844,183 600 105,218
SOUTHERN CO COM 842587107 3,644,596 57,215,014 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 52,308,244 566,158 4,340,612
SOUTHERN CO UNIT 08/01/2022 842587602 49,248 920,000 SH   DFND 2 920,000 0 0
SOUTHERN COPPER CORP COM 84265V105 157,255 3,701,868 SH   DFND 2,5,8,10,12,13,19,20 2,237,195 46,476 1,418,197
SOUTHERN FIRST BANCSHARES IN COM 842873101 5,396 126,985 SH   DFND 2,5,20 108,921 0 18,064
SOUTHERN MO BANCORP INC COM 843380106 6,808 177,471 SH   DFND 2,20 135,996 0 41,475
SOUTHERN NATL BANCORP OF VA COM 843395104 7,357 449,948 SH   DFND 2,20 362,312 0 87,636
SOUTHSIDE BANCSHARES INC COM 84470P109 39,299 1,058,130 SH   DFND 2,5,8,20 960,264 0 97,866
SOUTHWEST AIRLS CO COM 844741108 2,097,599 38,729,343 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 37,119,235 191,124 1,418,984
ASHFORD HOSPITALITY TR INC COM SHS 044103109 9,161 3,214,401 SH   DFND 2,5,8,20 2,882,032 3,161 329,208
SOUTHWEST GAS HOLDINGS INC COM 844895102 132,741 1,747,278 SH   DFND 2,5,6,8,11,13,19,20 1,582,544 773 163,961
SOUTHWESTERN ENERGY CO COM 845467109 104,857 43,329,349 SH   DFND 2,5,13,20 41,660,779 13,572 1,654,998
SP PLUS CORP COM 78469C103 21,032 495,683 SH   DFND 2,5,8,20 426,840 0 68,843
SPARK ENERGY INC CL A COM 846511103 2,034 220,401 SH   DFND 2,5,20 190,294 0 30,107
SPARTAN MTRS INC COM 846819100 11,975 662,333 SH   DFND 2,5,8,20 569,304 0 93,029
SPARTANNASH CO COM 847215100 18,339 1,287,883 SH   DFND 2,5,8,20 1,175,268 1,026 111,589
SPDR GOLD TRUST GOLD SHS 78463V107 76,270 533,733 SH   DFND 1,8,10,12,20 351,655 0 182,078
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 136,748 2,654,263 SH   DFND 1,2,5 2,646,246 48 7,969
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 127,781 3,294,169 SH   DFND 1,2,12,20 3,268,962 5,679 19,528
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4,871 119,410 SH   DFND 10 0 0 119,410
ASHLAND GLOBAL HLDGS INC COM 044186104 128,122 1,674,141 SH   DFND 2,5,6,8,11,12,13,19,20 1,438,478 899 234,764
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 318 6,892 SH   DFND 1 6,892 0 0
SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 47,227 476,600 SH   DFND 10 0 0 476,600
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 24,453 948,884 SH   DFND 1 945,709 0 3,175
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 135,378 4,318,280 SH   DFND 2,12,20 488,293 0 3,829,987
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 65,413 1,740,177 SH   DFND 2,5,12,19 606,077 0 1,134,100
SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 5,091 92,488 SH   DFND 5 92,488 0 0
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 9,538 133,500 SH   DFND 10 0 0 133,500
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 456 11,350 SH   DFND 1 7,076 0 4,274
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 105,007 3,295,899 SH   DFND 1,2,19,20 3,092,292 39,351 164,256
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,388,981 4,297,075 SH   DFND 1,2,10,12,20 3,418,026 1,264 877,785
ASML HOLDING N V N Y REGISTRY SHS N07059210 91,510 309,182 SH   DFND 2,5,6,20 309,139 43 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 50,678 134,848 SH   DFND 1,20 92,681 1,280 40,887
SPDR SERIES TRUST BLOMBERG 1 10 YR 78468R861 221,963 11,318,874 SH   DFND 2 11,318,874 0 0
SPDR SERIES TRUST BLOMBERG BRC INT 78464A334 211 6,824 SH   DFND 1 6,824 0 0
SPDR SERIES TRUST BLOMBERG BRC INV 78468R200 10,480 341,034 SH   DFND 20 0 0 341,034
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 7,441 258,269 SH   DFND 1,20 19,448 0 238,821
SPDR SERIES TRUST BLOMBRG BRC EMRG 78464A391 4,407 157,891 SH   DFND 1 157,891 0 0
SPDR SERIES TRUST BLOMBRG BRC INTL 78464A151 3,262 95,485 SH   DFND 20 0 0 95,485
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 1,070,331 9,771,144 SH   DFND 2,5,8,19,20 9,771,144 0 0
SPDR SERIES TRUST BLOOMBERG SRT TR 78468R408 27,539 1,022,229 SH   DFND 12,20 517,060 0 505,169
SPDR SERIES TRUST DJ REIT ETF 78464A607 159,054 1,559,048 SH   DFND 1,2,20 1,131,478 14,557 413,013
ASPEN AEROGELS INC COM 04523Y105 84 10,864 SH   DFND 2,20 10,864 0 0
SPDR SERIES TRUST FTSE INT GVT ETF 78464A490 51,422 933,031 SH   DFND 2,20 617,068 0 315,963
SPDR SERIES TRUST NUVEEN BRC MUNIC 78468R721 28,792 569,242 SH   DFND 2 569,242 0 0
SPDR SERIES TRUST PORTFLI HIGH YLD 78468R606 2,763 104,800 SH   DFND 10 0 0 104,800
SPDR SERIES TRUST PORTFLI INTRMDIT 78464A672 9,830 317,805 SH   DFND 1,2,12 317,805 0 0
SPDR SERIES TRUST PORTFLI MORTGAGE 78464A383 8,172 312,979 SH   DFND 2 312,979 0 0
SPDR SERIES TRUST PORTFLI TIPS ETF 78464A656 264,922 9,279,239 SH   DFND 1,2,20 5,108,848 0 4,170,391
SPDR SERIES TRUST PORTFOLIO AGRGTE 78464A649 327,398 11,143,575 SH   DFND 1,2,20 22,579 4,900 11,116,096
SPDR SERIES TRUST PORTFOLIO INTRMD 78464A375 56,019 1,586,491 SH   DFND 1,2,12 1,480,405 104,855 1,231
SPDR SERIES TRUST PORTFOLIO LN COR 78464A367 59,121 1,963,494 SH   DFND 2,12,20 1,046,879 0 916,615
SPDR SERIES TRUST PORTFOLIO LN TSR 78464A664 460,042 11,835,394 SH   DFND 2,12,20 11,312,567 0 522,827
ASPEN TECHNOLOGY INC COM 045327103 112,019 926,313 SH   DFND 2,5,8,13,19,20 834,976 1,068 90,269
SPDR SERIES TRUST PORTFOLIO LR ETF 78464A854 22,569 596,736 SH   DFND 12 596,736 0 0
SPDR SERIES TRUST PORTFOLIO SH TSR 78468R101 85,165 2,842,629 SH   DFND 1,2 2,842,629 0 0
SPDR SERIES TRUST PORTFOLIO SHORT 78464A474 261,952 8,493,916 SH   DFND 1,2,20 906,473 0 7,587,443
SPDR SERIES TRUST S&P 600 SML CAP 78464A813 9,576 132,177 SH   DFND 20 0 0 132,177
SPDR SERIES TRUST S&P DIVID ETF 78464A763 9,274 86,217 SH   DFND 1 81,430 0 4,787
SPDR SERIES TRUST S&P REGL BKG 78464A698 1,174 20,158 SH   DFND 20 20,158 0 0
SPDR SERIES TRUST SPDR BLOOMBERG 78468R663 12,490 136,603 SH   DFND 2,12 136,603 0 0
SPDR SERIES TRUST WELLS FG PFD ETF 78464A292 876 19,903 SH   DFND 1 19,903 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 41,311 642,578 SH   DFND 2,5,8,12,13,20 587,294 1,271 54,013
SPECTRUM PHARMACEUTICALS INC COM 84763A108 17,625 4,842,001 SH   DFND 2,5,8,20 4,482,900 0 359,101
ASSEMBLY BIOSCIENCES INC COM 045396108 9,528 465,702 SH   DFND 2,5,8,20 399,899 0 65,803
SPERO THERAPEUTICS INC COM 84833T103 2,006 208,591 SH   DFND 2,20 182,848 0 25,743
SPIRE INC COM 84857L101 149,469 1,782,087 SH   DFND 2,5,6,8,11,13,19,20 1,628,444 1,239 152,404
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 273,389 3,745,147 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,157,825 143,175 444,147
SPIRIT AIRLS INC COM 848577102 56,300 1,396,675 SH   DFND 2,5,8,13,20 1,197,659 0 199,016
SPIRIT MTA REIT COM SHS BEN IN 84861U105 8 10,430 SH   DFND 20 10,430 0 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 5,842 253,983 SH   DFND 2,20 199,789 0 54,194
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 162,769 3,268,180 SH   DFND 2,5,6,8,10,11,12,13,20 3,045,459 25,753 196,968
SPLUNK INC COM 848637104 482,575 3,222,107 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,805,696 73,472 342,939
SPLUNK INC NOTE 0.500% 9/1 848637AC8 47,186 39,150,000 SH   DFND 2,5 39,150,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 34,281 27,675,000 SH   DFND 2,5 27,675,000 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 1,987 1,589,438 SH   DFND 2,5,20 1,356,225 0 233,213
SPOK HLDGS INC COM 84863T106 7,429 607,402 SH   DFND 2,5,20 554,137 0 53,265
SPORTSMANS WHSE HLDGS INC COM 84920Y106 5,981 744,866 SH   DFND 2,5,20 597,733 0 147,133
SPOTIFY TECHNOLOGY S A SHS L8681T102 184,419 1,233,161 SH   DFND 2,5,8,10,12,13,19,20 1,230,461 0 2,700
SPRINGWORKS THERAPEUTICS INC COM 85205L107 5,591 145,253 SH   DFND 2,20 145,253 0 0
SPRINT CORPORATION COM 85207U105 102,977 19,765,178 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,073,558 395,767 2,295,853
SPROUTS FMRS MKT INC COM 85208M102 59,313 3,065,247 SH   DFND 2,5,6,8,11,12,13,19,20 2,912,871 900 151,476
SPS COMMERCE INC COM 78463M107 57,934 1,045,365 SH   DFND 2,5,8,13,20 931,151 1,200 113,014
SPX CORP COM 784635104 64,317 1,264,094 SH   DFND 2,5,8,20 1,125,614 951 137,529
SPX FLOW INC COM 78469X107 59,397 1,215,404 SH   DFND 2,5,8,12,20 1,085,309 951 129,144
SQUARE INC CL A 852234103 440,660 7,043,796 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,126,381 171,012 746,403
ASSETMARK FINL HLDGS INC COM 04546L106 6,844 235,846 SH   DFND 2,8,20 235,846 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 31,150 27,950,000 SH   DFND 2,5 27,950,000 0 0
SRC ENERGY INC COM 78470V108 52,635 12,775,475 SH   DFND 2,5,20 12,040,196 3,100 732,179
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 286,943 4,673,342 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,045,176 106,130 522,036
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 3,820 82,000 SH   DFND 10 0 0 82,000
SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 55,631 1,622,382 SH   DFND 1 1,518,299 54,329 49,754
SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 807 31,780 SH   DFND 1 31,780 0 0
ST JOE CO COM 790148100 20,063 1,011,733 SH   DFND 2,5,8,13,20 899,880 0 111,853
STAAR SURGICAL CO COM PAR $0.01 852312305 40,054 1,138,875 SH   DFND 2,5,8,20 996,786 2,097 139,992
STAG INDL INC COM 85254J102 123,540 3,898,547 SH   DFND 2,5,8,10,20 3,348,004 34,813 515,730
STAGE STORES INC COM NEW 85254C305 127 15,674 SH   DFND 20 15,674 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 111,977 4,270,937 SH   DFND 2,5,8,10,20 3,923,717 23,456 323,764
ASSOCIATED BANC CORP COM 045487105 120,762 5,479,229 SH   DFND 2,5,6,8,11,12,13,20 5,290,384 1,561 187,284
STAMPS COM INC COM NEW 852857200 45,355 543,044 SH   DFND 2,5,8,13,20 490,560 200 52,284
STANDARD DIVERSIFIED INC COM CL A 85336L109 259 17,680 SH   DFND 2 17,680 0 0
STANDARD MTR PRODS INC COM 853666105 33,543 630,268 SH   DFND 2,5,8,20 565,414 800 64,054
STANDEX INTL CORP COM 854231107 31,299 394,446 SH   DFND 2,5,8,20 354,765 14 39,667
STANLEY BLACK & DECKER INC COM 854502101 1,194,749 7,208,575 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,516,486 104,200 587,889
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 26,290 241,129 SH   DFND 2 241,129 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 19,005 175,000 SH   DFND 2 175,000 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 1,013 85,742 SH   DFND 2 85,742 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 565 59,727 SH   DFND 5,8,20 59,727 0 0
STARBUCKS CORP COM 855244109 4,580,780 52,101,678 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,563,288 853,519 4,684,871
ASSOCIATED CAP GROUP INC CL A 045528106 2,037 51,829 SH   DFND 2,20 44,624 0 7,205
STARS GROUP INC COM 85570W100 3,621 138,778 SH   DFND 20 138,778 0 0
STARTEK INC COM 85569C107 2,031 254,460 SH   DFND 2,20 254,460 0 0
STARWOOD PPTY TR INC COM 85571B105 105,934 4,179,781 SH   DFND 2,5,6,8,12,13,19,20 3,805,499 39,700 334,582
STATE AUTO FINL CORP COM 855707105 11,356 366,092 SH   DFND 2,5,8,20 309,130 0 56,962
STATE STR CORP COM 857477103 1,414,719 17,768,794 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 14,092,970 2,389,458 1,286,366
STEALTHGAS INC SHS Y81669106 255 74,438 SH   DFND 2 74,438 0 0
STEEL CONNECT INC COM 858098106 41 27,998 SH   DFND 20 27,998 0 0
STEEL DYNAMICS INC COM 858119100 292,218 8,525,181 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,754,295 150,746 620,140
STEELCASE INC CL A 858155203 39,555 1,919,564 SH   DFND 2,5,8,20 1,648,609 1,300 269,655
STEIN MART INC COM 858375108 12 17,338 SH   DFND 20 17,338 0 0
ASSURANT INC COM 04621X108 407,451 3,108,411 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,762,518 67,868 278,025
STEMLINE THERAPEUTICS INC COM 85858C107 22,969 2,160,745 SH   DFND 2,5,8,20 2,031,990 0 128,755
STEPAN CO COM 858586100 61,868 603,946 SH   DFND 2,5,8,20 540,660 24 63,262
STERICYCLE INC COM 858912108 134,127 2,101,972 SH   DFND 2,5,6,8,11,12,13,20 1,997,904 1,151 102,917
STERIS PLC SHS USD G8473T100 546,856 3,587,820 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,587,820 0 0
STERLING BANCORP DEL COM 85917A100 143,343 6,799,933 SH   DFND 2,5,6,8,11,13,20 6,539,611 2,059 258,263
STERLING BANCORP INC COM 85917W102 3,071 379,114 SH   DFND 2,5,20 330,790 0 48,324
STERLING CONSTRUCTION CO INC COM 859241101 7,219 512,710 SH   DFND 2,5,8,20 440,693 0 72,017
STEWART INFORMATION SVCS COR COM 860372101 29,846 731,702 SH   DFND 2,5,8,20 657,645 200 73,857
STIFEL FINL CORP COM 860630102 128,834 2,124,228 SH   DFND 2,5,6,8,11,13,20 1,916,853 861 206,514
STITCH FIX INC COM CL A 860897107 25,277 985,093 SH   DFND 2,5,8,20 985,093 0 0
ASSURED GUARANTY LTD COM G0585R106 87,416 1,783,273 SH   DFND 2,5,8,10,12,13,19,20 1,662,851 2,306 118,116
STMICROELECTRONICS N V NY REGISTRY 861012102 1,601 59,487 SH   DFND 2,20 59,487 0 0
STOCK YDS BANCORP INC COM 861025104 18,182 442,817 SH   DFND 2,5,8,20 375,374 591 66,852
STOKE THERAPEUTICS INC COM 86150R107 4,807 169,744 SH   DFND 2,20 169,744 0 0
STONERIDGE INC COM 86183P102 16,320 556,605 SH   DFND 2,5,8,20 477,511 0 79,094
STORE CAP CORP COM 862121100 214,557 5,708,459 SH   DFND 2,5,8,10,12,19,20 5,165,976 57,845 484,638
STRATASYS LTD SHS M85548101 20,868 1,031,776 SH   DFND 2,5,8,10,20 874,857 0 156,919
STRATEGIC ED INC COM 86272C103 100,748 634,036 SH   DFND 2,5,8,20 562,518 490 71,028
STRATUS PPTYS INC COM NEW 863167201 3,011 97,185 SH   DFND 2,20 80,182 0 17,003
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 1,414 676,371 SH   DFND 2,20 676,371 0 0
STRYKER CORP COM 863667101 2,879,007 13,676,289 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,167,106 242,709 1,266,474
ASTEC INDS INC COM 046224101 28,117 669,452 SH   DFND 2,5,8,20 599,124 463 69,865
STURM RUGER & CO INC COM 864159108 23,393 497,412 SH   DFND 2,5,8,20 453,957 0 43,455
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 103 13,954 SH   DFND 20 13,954 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 5,463 201,679 SH   DFND 2,5,20 172,668 0 29,011
SUMMIT HOTEL PPTYS INC COM 866082100 68,925 5,585,516 SH   DFND 2,5,8,10,20 5,127,912 24,606 432,998
SUMMIT MATLS INC CL A 86614U100 55,499 2,322,150 SH   DFND 2,5,8,20 1,974,561 2,052 345,537
SUN CMNTYS INC COM 866674104 634,543 4,206,652 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,981,863 24,257 200,532
SUNCOKE ENERGY INC COM 86722A103 26,852 4,310,155 SH   DFND 2,5,8,20 4,063,948 2,348 243,859
SUNESIS PHARMACEUTICALS INC COM 867328700 4 12,201 SH   DFND 20 12,201 0 0
SUNNOVA ENERGY INTL INC COM 86745K104 2,569 230,166 SH   DFND 2,20 230,166 0 0
SUNOPTA INC COM 8676EP108 88 35,009 SH   DFND 2,5 35,009 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 2,976 59,694 SH   DFND 1,20 59,694 0 0
SUNPOWER CORP COM 867652406 26,597 3,409,910 SH   DFND 2,5,8,20 3,216,119 0 193,791
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 92 100,000 SH   DFND 2 100,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 17,532 20,945,000 SH   DFND 2 20,945,000 0 0
SUNRUN INC COM 86771W105 30,900 2,237,503 SH   DFND 2,5,8,20 1,905,211 0 332,292
SUNSTONE HOTEL INVS INC NEW COM 867892101 135,719 9,352,631 SH   DFND 2,5,8,10,13,19,20 8,352,942 57,637 942,052
SUPERIOR GRP OF COMPANIES IN COM 868358102 2,142 158,169 SH   DFND 2,20 135,195 0 22,974
SUPERIOR INDS INTL INC COM 868168105 301 81,590 SH   DFND 20 81,590 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 39,962 1,684,725 SH   DFND 2,5,8,20 1,523,774 300 160,651
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 10,548 11,625,000 SH   DFND 2,5 11,625,000 0 0
SURGERY PARTNERS INC COM 86881A100 7,827 499,971 SH   DFND 2,5,20 425,814 0 74,157
ASTRONICS CORP COM 046433108 34,753 1,243,411 SH   DFND 2,5,8,20 1,152,805 1,240 89,366
SURMODICS INC COM 868873100 20,070 484,421 SH   DFND 2,5,8,20 444,499 0 39,922
SUTRO BIOPHARMA INC COM 869367102 1,864 169,466 SH   DFND 2,20 148,398 0 21,068
SUZANO SA SPON ADS 86959K105 4,430 450,198 SH   DFND 2,10,19,20 450,198 0 0
SVB FINL GROUP COM 78486Q101 682,777 2,719,793 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,494,512 34,497 190,784
SVMK INC COM 78489X103 30,956 1,732,301 SH   DFND 2,5,8,20 1,568,275 0 164,026
SWITCH INC CL A 87105L104 11,155 752,700 SH   DFND 2,8,20 698,018 0 54,682
SYKES ENTERPRISES INC COM 871237103 46,335 1,252,633 SH   DFND 2,5,8,20 1,133,105 1,429 118,099
SYNALLOY CP DEL COM 871565107 1,685 130,550 SH   DFND 2,20 106,424 0 24,126
SYNAPTICS INC COM 87157D109 86,411 1,313,843 SH   DFND 2,5,6,8,11,20 1,207,622 1,424 104,797
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 17,197 15,450,000 SH   DFND 2,5 15,450,000 0 0
ASTRONOVA INC COM 04638F108 1,614 117,646 SH   DFND 2,20 117,646 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,630 764,150 SH   DFND 2,5,20 764,150 0 0
SYNCHRONY FINL COM 87165B103 981,103 27,245,288 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,148,880 672,898 2,423,510
SYNDAX PHARMACEUTICALS INC COM 87164F105 3,868 440,535 SH   DFND 2,20 384,176 0 56,359
SYNEOS HEALTH INC CL A 87166B102 118,583 1,993,834 SH   DFND 2,5,6,8,11,13,20 1,801,812 1,200 190,822
SYNLOGIC INC COM 87166L100 763 295,753 SH   DFND 2,20 263,908 0 31,845
SYNNEX CORP COM 87162W100 129,107 1,002,387 SH   DFND 2,5,6,8,11,12,13,20 963,915 864 37,608
SYNOPSYS INC COM 871607107 919,496 6,605,573 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,805,966 160,742 638,865
SYNOVUS FINL CORP COM NEW 87161C501 212,273 5,373,266 SH   DFND 2,5,6,8,11,13,20 5,193,738 1,890 177,638
SYNTHORX INC COM 87167A103 10,997 157,350 SH   DFND 2,20 157,350 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 4,719 682,962 SH   DFND 2,5,20 572,009 0 110,953
AT HOME GROUP INC COM 04650Y100 5,207 946,800 SH   DFND 2,5,8,20 802,089 0 144,711
SYSCO CORP COM 871829107 2,254,135 26,351,821 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,856,605 426,854 2,068,362
SYSTEMAX INC COM 871851101 8,311 330,308 SH   DFND 2,5,8,20 294,609 0 35,699
T MOBILE US INC COM 872590104 1,157,368 14,758,582 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,843,529 223,802 691,251
T2 BIOSYSTEMS INC COM 89853L104 69 59,072 SH   DFND 2,20 59,072 0 0
TABULA RASA HEALTHCARE INC COM 873379101 27,708 569,183 SH   DFND 2,5,8,20 509,091 0 60,092
TACTILE SYS TECHNOLOGY INC COM 87357P100 45,270 670,569 SH   DFND 2,5,8,20 614,043 0 56,526
TAILORED BRANDS INC COM 87403A107 5,909 1,427,346 SH   DFND 2,5,20 1,285,848 0 141,498
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 165,270 2,826,489 SH   DFND 1,2,5,8,10,13,19,20 2,459,567 0 366,922
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 643,941 5,259,664 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,735,493 56,530 467,641
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,974 100,056 SH   DFND 1,20 100,056 0 0
AT&T INC COM 00206R102 11,599,530 296,815,003 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 263,916,554 5,216,806 27,681,643
TAL EDUCATION GROUP SPONSORED ADS 874080104 414,590 8,601,457 SH   DFND 1,2,5,8,10,11,12,13,19,20 7,135,681 182,800 1,282,976
TALEND S A ADS 874224207 1,006 25,734 SH   DFND 2 25,734 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 6,680 301,999 SH   DFND 5,8,20 276,537 2,000 23,462
TALOS ENERGY INC COM 87484T108 25,060 831,177 SH   DFND 2,5,20 768,188 0 62,989
TANDEM DIABETES CARE INC COM NEW 875372203 79,505 1,333,759 SH   DFND 2,5,8,13,20 1,162,296 0 171,463
TANGER FACTORY OUTLET CTRS I COM 875465106 436,652 29,643,729 SH   DFND 2,5,6,8,10,11,12,20 29,251,414 22,142 370,173
TAPESTRY INC COM 876030107 388,786 14,415,500 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,235,448 267,766 1,912,286
TARGA RES CORP COM 87612G101 237,781 5,823,692 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,087,144 106,892 629,656
TARGET CORP COM 87612E106 5,371,076 41,892,802 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,915,472 16,456,950 2,520,380
TARGET HOSPITALITY CORP COM 87615L107 3,003 600,655 SH   DFND 2,5,20 600,655 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 10,127 599,223 SH   DFND 2,5,8,20 516,437 0 82,786
ATARA BIOTHERAPEUTICS INC COM 046513107 36,242 2,200,472 SH   DFND 2,5,8,20 2,045,657 0 154,815
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 551 6,270 SH   DFND 5,8,10,20 6,270 0 0
TATA MTRS LTD SPONSORED ADR 876568502 26,173 2,024,213 SH   DFND 1,2,5,8,12,13,19,20 1,967,722 0 56,491
TAUBMAN CTRS INC COM 876664103 83,258 2,677,983 SH   DFND 2,5,6,8,10,11,13,20 2,532,905 15,173 129,905
TAYLOR MORRISON HOME CORP COM 87724P106 67,797 3,101,411 SH   DFND 2,5,8,20 2,771,800 1,500 328,111
TCF FINANCIAL CORPORATION NE COM 872307103 228,349 4,879,250 SH   DFND 2,5,6,8,11,13,20 4,879,250 0 0
TCR2 THERAPEUTICS INC COM 87808K106 2,904 203,352 SH   DFND 2,20 203,352 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 299,165 6,019,422 SH   DFND 2,5,6,8,10,12,13,19,20 5,137,028 272,602 609,792
TE CONNECTIVITY LTD REG SHS H84989104 1,232,271 12,857,587 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,580,718 229,444 1,047,425
TEAM INC COM 878155100 14,604 914,466 SH   DFND 2,5,8,20 818,454 573 95,439
TECH DATA CORP COM 878237106 174,137 1,212,652 SH   DFND 2,5,6,8,11,12,13,20 1,099,054 315 113,283
ATHENE HLDG LTD CL A G0684D107 171,284 3,642,011 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,069,167 197,259 375,585
TECHNIPFMC PLC COM G87110105 457,751 21,350,343 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,680,889 132,465 2,536,989
TECHTARGET INC COM 87874R100 16,915 648,073 SH   DFND 2,5,8,20 575,043 0 73,030
TECK RESOURCES LTD CL B 878742204 1,040 59,883 SH   DFND 5,8,20 59,883 0 0
TEEKAY CORPORATION COM Y8564W103 7,615 1,431,419 SH   DFND 2,5,20 1,219,164 0 212,255
TEEKAY TANKERS LTD CL A Y8565N300 10,759 448,867 SH   DFND 2,5,20 448,867 0 0
TEGNA INC COM 87901J105 166,373 9,928,253 SH   DFND 2,5,6,8,11,12,13,19,20 9,257,583 5,029 665,641
TEJON RANCH CO COM 879080109 7,267 454,752 SH   DFND 2,5,8,13,20 387,306 936 66,510
TELADOC HEALTH INC COM 87918A105 123,781 1,478,511 SH   DFND 2,5,8,13,19,20 1,256,566 650 221,295
TELARIA INC COM 879181105 7,554 857,405 SH   DFND 2,5,20 738,094 0 119,311
TELECOM ARGENTINA S A SPON ADR REP B 879273209 28,057 2,471,958 SH   DFND 2,5,8,10,12,13,19,20 2,471,958 0 0
ATHENEX INC COM 04685N103 37,382 2,448,064 SH   DFND 2,5,8,20 2,251,548 0 196,516
TELEDYNE TECHNOLOGIES INC COM 879360105 481,783 1,390,267 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,345,725 488 44,054
TELEFLEX INC COM 879369106 717,956 1,907,226 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,780,470 29,956 96,800
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 31,499 2,159,553 SH   DFND 2,5,10,13,19,20 1,917,828 180,504 61,221
TELEFONICA S A SPONSORED ADR 879382208 479 68,650 SH   DFND 1,20 68,650 0 0
TELENAV INC COM 879455103 3,946 811,851 SH   DFND 2,5,20 733,351 0 78,500
TELEPHONE & DATA SYS INC COM NEW 879433829 278,638 10,957,063 SH   DFND 2,5,6,8,11,12,13,20 10,828,178 2,647 126,238
TELIGENT INC NEW COM 87960W104 15 34,300 SH   DFND 20 34,300 0 0
TELLURIAN INC NEW COM 87968A104 24,271 3,333,889 SH   DFND 2,5,8,20 3,052,821 0 281,068
TEMPUR SEALY INTL INC COM 88023U101 120,498 1,384,075 SH   DFND 2,5,6,8,11,13,19,20 1,323,452 1,172 59,451
TENABLE HLDGS INC COM 88025T102 19,991 834,332 SH   DFND 2,5,8,20 725,665 0 108,667
ATHERSYS INC COM 04744L106 2,950 2,398,123 SH   DFND 2,20 1,999,439 0 398,684
TENARIS S A SPONSORED ADS 88031M109 719 31,759 SH   DFND 1,20 31,759 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 20,616 1,756,016 SH   DFND 2,5,8,10,11,12,13,19,20 1,756,016 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 129,317 3,400,402 SH   DFND 1,2,5,6,8,11,12,13,20 3,076,923 2,081 321,398
TENNANT CO COM 880345103 40,857 524,343 SH   DFND 2,5,8,20 465,266 278 58,799
TENNECO INC CL A VTG COM STK 880349105 15,240 1,163,336 SH   DFND 2,5,8,12,13,20 998,507 623 164,206
TERADATA CORP DEL COM 88076W103 73,911 2,760,971 SH   DFND 1,2,5,6,8,11,13,19,20 2,613,467 1,664 145,840
TERADYNE INC COM 880770102 372,086 5,456,613 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,242,178 2,174 212,261
TERADYNE INC NOTE 1.250%12/1 880770AG7 31,148 14,190,000 SH   DFND 2,5 14,190,000 0 0
TEREX CORP NEW COM 880779103 62,379 2,094,665 SH   DFND 2,5,6,8,11,12,13,20 2,011,394 695 82,576
TERNIUM SA SPONSORED ADS 880890108 9,054 411,555 SH   DFND 2,5,13,20 411,555 0 0
ATKORE INTL GROUP INC COM 047649108 40,755 1,007,279 SH   DFND 2,5,8,10,20 866,540 0 140,739
TERRAFORM PWR INC COM CL A 88104R209 26,232 1,704,466 SH   DFND 2,5,8,20 1,470,874 0 233,592
TERRENO RLTY CORP COM 88146M101 108,476 1,993,651 SH   DFND 2,5,8,10,20 1,716,596 16,552 260,503
TERRITORIAL BANCORP INC COM 88145X108 6,689 216,205 SH   DFND 2,5,6,13,20 191,789 0 24,416
TESLA INC COM 88160R101 1,252,985 2,995,206 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,595,996 68,944 330,266
TESLA INC NOTE 1.250% 3/0 88160RAC5 55,862 43,655,000 SH   DFND 2,5 43,655,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 90,935 59,885,000 SH   DFND 2,5 59,885,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 44,365 31,225,000 SH   DFND 2,5 31,225,000 0 0
TESSCO TECHNOLOGIES INC COM 872386107 1,225 109,152 SH   DFND 2,20 109,152 0 0
TETRA TECH INC NEW COM 88162G103 149,707 1,737,542 SH   DFND 2,5,6,8,11,13,19,20 1,569,504 1,372 166,666
TETRA TECHNOLOGIES INC DEL COM 88162F105 6,938 3,539,668 SH   DFND 2,5,20 3,163,154 0 376,514
ATLANTIC CAP BANCSHARES INC COM 048269203 10,074 548,993 SH   DFND 2,5,8,20 474,252 0 74,741
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 15,000 15,782,000 SH   DFND 2,5 15,782,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 122,887 12,539,520 SH   DFND 1,2,5,6,8,10,12,13,19,20 11,511,513 147,255 880,752
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 114,207 2,011,746 SH   DFND 2,5,6,8,11,13,20 1,948,681 800 62,265
TEXAS INSTRS INC COM 882508104 5,144,979 40,104,285 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 35,035,273 1,142,194 3,926,818
TEXAS PAC LD TR SUB CTF PROP I T 882610108 8,766 11,221 SH   DFND 5,8,20 10,217 100 904
TEXAS ROADHOUSE INC COM 882681109 114,924 2,040,551 SH   DFND 2,5,6,8,11,13,20 1,834,972 800 204,779
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 7,763 724,844 SH   DFND 2,5,20 595,895 0 128,949
TEXTRON INC COM 883203101 479,545 10,747,469 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,050,709 123,102 573,658
TFS FINL CORP COM 87240R107 15,470 786,075 SH   DFND 2,5,6,8,20 710,350 0 75,725
TG THERAPEUTICS INC COM 88322Q108 37,799 3,405,305 SH   DFND 2,5,8,20 3,153,432 0 251,873
ATLANTIC PWR CORP COM NEW 04878Q863 5,200 2,231,925 SH   DFND 2,5,20 1,898,553 0 333,372
THE CHARLES SCHWAB CORPORATI COM 808513105 2,369,659 49,824,621 SH   DFND 2,5,6,8,10,11,12,13,19,20 44,766,150 775,225 4,283,246
THE REALREAL INC COM 88339P101 6,042 320,550 SH   DFND 2,8,20 320,550 0 0
THE TRADE DESK INC COM CL A 88339J105 131,197 505,032 SH   DFND 2,5,8,13,19,20 465,841 600 38,591
THERAPEUTICSMD INC COM 88338N107 13,380 5,528,827 SH   DFND 2,5,8,20 4,847,790 0 681,037
THERAVANCE BIOPHARMA INC COM G8807B106 24,843 959,564 SH   DFND 2,5,8,20 815,645 882 143,037
THERMO FISHER SCIENTIFIC INC COM 883556102 5,310,745 16,337,869 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,590,901 275,709 1,471,259
THERMON GROUP HLDGS INC COM 88362T103 18,760 699,996 SH   DFND 2,5,8,20 600,413 0 99,583
THIRD PT REINS LTD COM G8827U100 25,257 2,400,903 SH   DFND 2,5,8,20 2,174,142 0 226,761
THOMSON REUTERS CORP COM NEW 884903709 835 11,657 SH   DFND 20 2,125 9,532 0
THOR INDS INC COM 885160101 97,877 1,310,389 SH   DFND 2,5,6,8,11,13,20 1,243,772 3,845 62,772
ATLANTIC UN BANKSHARES CORP COM 04911A107 80,048 2,131,760 SH   DFND 2,5,8,20 2,131,760 0 0
TIDEWATER INC NEW COM 88642R109 16,547 858,271 SH   DFND 2,5,8,20 740,263 0 118,008
TIFFANY & CO NEW COM 886547108 622,465 4,637,503 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,146,317 77,969 413,217
TILLYS INC CL A 886885102 4,831 394,355 SH   DFND 2,20 338,118 0 56,237
TILRAY INC COM CL 2 88688T100 992 57,883 SH   DFND 2,5,20 57,883 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 7,012 13,000,000 SH   DFND 2 13,000,000 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 17,197 890,524 SH   DFND 2,10,20 773,817 64,969 51,738
TIMBERLAND BANCORP INC COM 887098101 3,690 124,090 SH   DFND 2,20 103,404 0 20,686
TIMKEN CO COM 887389104 94,172 1,672,379 SH   DFND 2,5,6,8,11,12,20 1,589,186 1,191 82,002
TIMKENSTEEL CORP COM 887399103 9,818 1,249,114 SH   DFND 2,5,8,20 1,127,330 1,545 120,239
TIPTREE INC COM 88822Q103 3,652 448,628 SH   DFND 2,20 376,640 0 71,988
ATLANTICA YIELD PLC SHS G0751N103 5,263 199,444 SH   DFND 2,5,20 199,444 0 0
TITAN INTL INC ILL COM 88830M102 5,099 1,406,604 SH   DFND 2,5,20 1,270,331 0 136,273
TITAN MACHY INC COM 88830R101 5,663 383,151 SH   DFND 2,5,8,20 325,036 0 58,115
TIVITY HEALTH INC COM 88870R102 32,493 1,597,092 SH   DFND 2,5,8,20 1,451,355 1,282 144,455
TIVO CORP COM 88870P106 33,715 3,975,859 SH   DFND 2,5,8,20 3,587,014 1,794 387,051
TJX COS INC NEW COM 872540109 3,507,775 57,448,001 SH   DFND 2,5,6,8,10,11,12,13,19,20 50,811,968 1,680,370 4,955,663
TOCAGEN INC COM 888846102 286 535,557 SH   DFND 2,20 487,327 0 48,230
TOLL BROTHERS INC COM 889478103 155,785 3,942,921 SH   DFND 2,5,6,8,11,12,13,19,20 3,773,945 3,026 165,950
TOMPKINS FINANCIAL CORPORATI COM 890110109 37,424 409,008 SH   DFND 2,5,8,20 364,269 0 44,739
TOOTSIE ROLL INDS INC COM 890516107 20,140 588,344 SH   DFND 2,5,6,8,11,20 537,619 727 49,998
TOPBUILD CORP COM 89055F103 110,878 1,075,646 SH   DFND 2,5,8,20 971,224 340 104,082
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 23,870 865,779 SH   DFND 2,5,8,20 796,985 0 68,794
TORCHLIGHT ENERGY RES INC COM 89102U103 12 15,300 SH   DFND 20 15,300 0 0
TORO CO COM 891092108 211,106 2,641,393 SH   DFND 2,5,6,8,11,13,19,20 2,501,047 2,072 138,274
TORONTO DOMINION BK ONT COM NEW 891160509 543 9,666 SH   DFND 20 9,666 0 0
TOTAL S A SPONSORED ADS 89151E109 3,524 63,730 SH   DFND 1,20 63,730 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 19 10,900 SH   DFND 20 10,900 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 38,017 1,357,651 SH   DFND 2,5,8,20 1,151,936 1,500 204,215
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2,346 16,695 SH   DFND 1,2,20 16,695 0 0
TPG RE FIN TR INC COM 87266M107 25,660 1,239,612 SH   DFND 2,5,6,8,20 1,091,211 0 148,401
TPI COMPOSITES INC COM 87266J104 11,176 603,755 SH   DFND 2,5,8,20 511,941 0 91,814
TRACTOR SUPPLY CO COM 892356106 490,423 5,248,529 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,622,063 196,030 430,436
ACCELERON PHARMA INC COM 00434H108 77,516 1,462,016 SH   DFND 2,5,8,20 1,325,466 0 136,550
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 8 18,350 SH   DFND 20 18,350 0 0
TRADEWEB MKTS INC CL A 892672106 24,204 522,205 SH   DFND 2,5,8,20 522,205 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 6 11,625 SH   DFND 20 11,625 0 0
TRANSCAT INC COM 893529107 3,344 104,955 SH   DFND 2,20 104,955 0 0
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 917 23,003 SH   DFND 2,20 20,305 0 2,698
TRANSDIGM GROUP INC COM 893641100 1,247,831 2,106,701 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,894,224 38,988 173,489
TRANSLATE BIO INC COM 89374L104 5,050 620,337 SH   DFND 2,5,20 556,023 0 64,314
TRANSMEDICS GROUP INC COM 89377M109 3,646 191,784 SH   DFND 2,20 191,784 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 27,686 27,625,000 SH   DFND 2,5 27,625,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 101,620 14,770,286 SH   DFND 2,5,6,8,11,13,20 14,051,300 0 718,986
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1,927 268,748 SH   DFND 2,5,13,20 268,748 0 0
ATLASSIAN CORP PLC CL A G06242104 154,383 1,282,888 SH   DFND 2,5,8,10,12,13,19,20 1,193,662 0 89,226
TRANSUNION COM 89400J107 330,606 3,861,764 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,374,836 90,643 396,285
TRAVELERS COMPANIES INC COM 89417E109 2,403,457 17,549,885 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,867,625 285,348 6,396,912
TRAVELZOO COM NEW 89421Q205 781 73,018 SH   DFND 2,20 62,973 0 10,045
TRECORA RES COM 894648104 2,964 414,593 SH   DFND 2,5,20 361,629 0 52,964
TREDEGAR CORP COM 894650100 17,415 774,974 SH   DFND 2,5,8,20 682,044 1,576 91,354
TREEHOUSE FOODS INC COM 89469A104 67,762 1,397,160 SH   DFND 2,5,6,8,11,12,13,20 1,328,871 871 67,418
TREVENA INC COM 89532E109 21 24,531 SH   DFND 20 24,531 0 0
TREX CO INC COM 89531P105 181,891 2,023,705 SH   DFND 2,5,6,8,11,13,19,20 1,840,108 600 182,997
TRI POINTE GROUP INC COM 87265H109 84,035 5,393,798 SH   DFND 2,5,6,8,10,11,20 4,955,841 4,064 433,893
TRIBUNE PUBG CO NEW COM 89609W107 4,784 363,510 SH   DFND 2,5,20 303,961 0 59,549
ATMOS ENERGY CORP COM 049560105 961,874 8,598,910 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,131,369 147,880 319,661
TRICIDA INC COM 89610F101 19,041 504,518 SH   DFND 2,5,8,20 435,774 0 68,744
TRICO BANCSHARES COM 896095106 24,096 590,449 SH   DFND 2,5,8,20 505,826 0 84,623
TRIMAS CORP COM NEW 896215209 29,872 951,047 SH   DFND 2,5,8,20 803,168 1,700 146,179
TRIMBLE INC COM 896239100 348,592 8,361,518 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,363,461 165,502 832,555
TRINET GROUP INC COM 896288107 52,301 923,877 SH   DFND 2,5,8,20 786,830 0 137,047
TRINITY INDS INC COM 896522109 63,475 2,865,702 SH   DFND 2,5,6,8,11,13,20 2,495,319 2,358 368,025
TRINSEO S A SHS L9340P101 46,326 1,244,988 SH   DFND 2,5,8,10,20 1,110,449 7,340 127,199
TRIP COM GROUP LTD ADS 89677Q107 323,144 9,634,593 SH   DFND 1,2,5,8,10,11,12,13,19,20 9,634,593 0 0
TRIP COM GROUP LTD NOTE 1.000% 7/0 22943FAF7 22,787 23,000,000 SH   DFND 2,5 23,000,000 0 0
TRIP COM GROUP LTD NOTE 1.990% 7/0 22943FAH3 13,745 12,965,000 SH   DFND 2,5 12,965,000 0 0
ATN INTL INC COM 00215F107 21,059 379,028 SH   DFND 2,5,8,20 342,842 0 36,186
TRIPADVISOR INC COM 896945201 106,015 3,489,617 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,101,561 71,343 316,713
TRIPLE-S MGMT CORP CL B 896749108 11,615 628,190 SH   DFND 2,5,8,20 552,374 0 75,816
TRISTATE CAP HLDGS INC COM 89678F100 15,833 606,154 SH   DFND 2,5,8,20 519,123 0 87,031
TRITON INTL LTD CL A G9078F107 48,853 1,215,261 SH   DFND 2,5,8,20 1,032,287 12,500 170,474
TRIUMPH BANCORP INC COM 89679E300 29,438 774,280 SH   DFND 2,5,8,20 704,059 0 70,221
TRIUMPH GROUP INC NEW COM 896818101 67,327 2,664,290 SH   DFND 2,5,8,20 2,497,361 1,902 165,027
TRIVAGO N V SPON ADS A SHS 89686D105 45 17,044 SH   DFND 2 17,044 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 21,859 1,914,140 SH   DFND 2,5,20 1,914,140 0 0
TRUEBLUE INC COM 89785X101 29,721 1,235,290 SH   DFND 2,5,8,20 1,114,651 1,702 118,937
TRUECAR INC COM 89785L107 10,338 2,176,329 SH   DFND 2,5,8,20 1,861,214 0 315,115
ATRECA INC CL A COM 04965G109 1,807 116,809 SH   DFND 2,20 116,809 0 0
TRUIST FINL CORP COM 89832Q109 3,326,227 59,059,430 SH   DFND 2,5,6,8,10,11,12,13,19,20 59,059,430 0 0
TRUPANION INC COM 898202106 21,497 573,874 SH   DFND 2,5,8,20 489,024 0 84,850
TRUSTCO BK CORP N Y COM 898349105 25,595 2,929,122 SH   DFND 2,5,8,20 2,628,579 1,400 299,143
TRUSTMARK CORP COM 898402102 81,716 2,367,883 SH   DFND 2,5,6,8,11,20 2,170,219 895 196,769
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 502 115,133 SH   DFND 2,20 115,133 0 0
TTEC HLDGS INC COM 89854H102 18,622 470,021 SH   DFND 2,5,8,20 425,323 0 44,698
TTM TECHNOLOGIES INC COM 87305R109 46,968 3,120,798 SH   DFND 2,5,8,20 2,828,989 700 291,109
TUCOWS INC COM NEW 898697206 11,953 193,479 SH   DFND 2,5,8,20 164,585 0 28,894
TUESDAY MORNING CORP COM NEW 899035505 69 37,344 SH   DFND 20 37,344 0 0
TUNIU CORP SPONSORED ADS A 89977P106 251 99,655 SH   DFND 2 99,655 0 0
ATRICURE INC COM 04963C209 31,957 982,991 SH   DFND 2,5,8,20 864,575 0 118,416
TUPPERWARE BRANDS CORP COM 899896104 13,472 1,570,159 SH   DFND 2,5,8,13,20 1,413,195 765 156,199
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 409 70,507 SH   DFND 20 70,507 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 64,324 1,032,651 SH   DFND 2,5,8,20 1,032,651 0 0
TURNING PT BRANDS INC COM 90041L105 4,465 155,873 SH   DFND 2,5,20 135,977 0 19,896
TURQUOISE HILL RES LTD COM 900435108 47 63,600 SH   DFND 5,20 63,600 0 0
TURTLE BEACH CORP COM NEW 900450206 117 12,401 SH   DFND 2,20 12,401 0 0
TUTOR PERINI CORP COM 901109108 11,245 874,437 SH   DFND 2,5,8,12,20 750,440 800 123,197
TWILIO INC CL A 90138F102 235,347 2,394,660 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,292,040 1,500 101,120
TWILIO INC NOTE 0.250% 6/0 90138FAB8 28,811 18,835,000 SH   DFND 2,5 18,835,000 0 0
TWIN DISC INC COM 901476101 1,584 143,780 SH   DFND 2,20 112,474 0 31,306
ATRION CORP COM 049904105 34,990 46,560 SH   DFND 2,5,8,20 42,145 0 4,415
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 9,956 388,139 SH   DFND 2,5,8,20 388,139 0 0
TWIST BIOSCIENCE CORP COM 90184D100 18,670 889,047 SH   DFND 2,5,20 847,006 0 42,041
TWITTER INC COM 90184L102 1,076,581 33,590,685 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,423,338 483,570 2,683,777
TWITTER INC NOTE 0.250% 6/1 90184LAF9 35,166 36,370,000 SH   DFND 2,5 36,370,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 29,828 30,600,000 SH   DFND 2,5 30,600,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 65,223 4,342,254 SH   DFND 2,5,6,8,13,19,20 4,008,405 5,727 328,122
TYLER TECHNOLOGIES INC COM 902252105 368,528 1,228,346 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,181,635 628 46,083
TYME TECHNOLOGIES INC COM 90238J103 1,935 1,381,921 SH   DFND 2,20 1,174,156 0 207,765
TYSON FOODS INC CL A 902494103 1,313,422 14,426,872 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,852,684 203,058 1,371,130
U S CONCRETE INC COM NEW 90333L201 19,659 471,887 SH   DFND 2,5,8,20 421,889 0 49,998
AUDENTES THERAPEUTICS INC COM 05070R104 78,346 1,309,250 SH   DFND 2,5,8,20 1,176,715 0 132,535
U S PHYSICAL THERAPY INC COM 90337L108 45,725 399,865 SH   DFND 2,5,8,20 362,176 300 37,389
U S SILICA HLDGS INC COM 90346E103 22,906 3,693,929 SH   DFND 2,5,8,13,20 3,459,711 2,100 232,118
U S WELL SVCS INC CL A 91274U101 567 299,738 SH   DFND 2,20 299,738 0 0
UBER TECHNOLOGIES INC COM 90353T100 346,636 11,655,560 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,655,560 0 0
UBIQUITI INC COM 90353W103 21,556 114,065 SH   DFND 2,5,19,20 114,065 0 0
UDR INC COM 902653104 913,136 19,553,243 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,978,851 243,417 1,330,975
UFP TECHNOLOGIES INC COM 902673102 7,233 145,789 SH   DFND 2,5,20 127,924 0 17,865
UGI CORP NEW COM 902681105 523,775 11,518,693 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,783,556 244,975 490,162
ULTA BEAUTY INC COM 90384S303 636,134 2,512,974 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,231,235 83,219 198,520
ULTRA CLEAN HLDGS INC COM 90385V107 30,304 1,291,179 SH   DFND 2,5,8,20 1,177,853 0 113,326
AUDIOCODES LTD ORD M15342104 751 29,232 SH   DFND 2,20 29,232 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 93,908 2,198,747 SH   DFND 2,5,8,13,19,20 2,031,038 900 166,809
ULTRALIFE CORP COM 903899102 99 13,350 SH   DFND 2,20 13,350 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 18,407 2,940,463 SH   DFND 2,10,13,19,20 2,577,107 293,460 69,896
UMB FINL CORP COM 902788108 114,236 1,656,898 SH   DFND 2,5,6,8,11,12,13,20 1,520,131 308 136,459
UMH PPTYS INC COM 903002103 13,535 860,463 SH   DFND 2,5,8,20 739,356 0 121,107
UMPQUA HLDGS CORP COM 904214103 129,159 7,210,944 SH   DFND 2,5,6,8,11,12,13,20 6,949,075 2,162 259,707
UNDER ARMOUR INC CL A 904311107 185,383 8,582,543 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,906,202 91,187 1,585,154
UNDER ARMOUR INC CL C 904311206 152,107 7,930,493 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,968,811 91,544 870,138
UNIFI INC COM NEW 904677200 12,479 494,041 SH   DFND 2,5,8,20 437,410 843 55,788
UNIFIRST CORP MASS COM 904708104 92,210 455,956 SH   DFND 2,5,8,20 410,460 143 45,353
AURORA MOBILE LTD ADS 051857100 215 72,925 SH   DFND 2,5,20 72,925 0 0
UNILEVER N V N Y SHS NEW 904784709 7,752 134,924 SH   DFND 1,20 134,924 0 0
UNILEVER PLC SPON ADR NEW 904767704 4,569 79,913 SH   DFND 1,20 79,913 0 0
UNION BANKSHARES INC COM 905400107 2,210 60,952 SH   DFND 2,20 46,647 0 14,305
UNION PACIFIC CORP COM 907818108 5,575,525 30,839,788 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 27,350,740 781,007 2,708,041
UNIQURE NV SHS N90064101 5,278 73,651 SH   DFND 2,5,8,20 73,651 0 0
UNISYS CORP COM NEW 909214306 19,579 1,650,870 SH   DFND 2,5,8,20 1,500,414 1,550 148,906
UNIT CORP COM 909218109 739 1,062,576 SH   DFND 2,5,20 911,098 0 151,478
UNITED AIRLINES HLDGS INC COM 910047109 705,637 8,010,411 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,093,444 77,092 839,875
UNITED BANKSHARES INC WEST V COM 909907107 320,016 8,205,312 SH   DFND 2,5,6,8,11,13,20 7,906,109 1,845 297,358
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 88,667 2,854,061 SH   DFND 2,5,8,20 2,609,222 2,129 242,710
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,633,592 26,753,807 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,398,492 783,651 2,571,664
AUTODESK INC COM 052769106 1,612,618 8,790,023 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,894,364 109,100 786,559
UNITED CMNTY FINL CORP OHIO COM 909839102 13,122 1,125,409 SH   DFND 2,5,8,20 926,168 0 199,241
UNITED FIRE GROUP INC COM 910340108 28,427 650,053 SH   DFND 2,5,8,20 587,872 0 62,181
UNITED INS HLDGS CORP COM 910710102 7,538 597,815 SH   DFND 2,5,8,20 545,169 0 52,646
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 10,281 3,836,054 SH   DFND 2,5,20 3,654,529 0 181,525
UNITED NAT FOODS INC COM 911163103 14,943 1,705,802 SH   DFND 2,5,8,12,20 1,552,182 256 153,364
UNITED PARCEL SERVICE INC CL B 911312106 3,334,304 28,483,717 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,303,383 467,996 2,712,338
UNITED RENTALS INC COM 911363109 727,550 4,362,598 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,959,666 84,191 318,741
UNITED SECURITY BANCSHARES C COM 911460103 2,252 207,747 SH   DFND 2,20 177,255 0 30,492
UNITED STATES ANTIMONY CORP COM 911549103 9 24,057 SH   DFND 20 24,057 0 0
UNITED STATES CELLULAR CORP COM 911684108 8,185 225,904 SH   DFND 2,5,8,20 209,686 0 16,218
AUTOHOME INC SP ADR RP CL A 05278C107 111,259 1,390,565 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,156,622 29,300 204,643
UNITED STATES LIME & MINERAL COM 911922102 3,791 41,980 SH   DFND 2,6,20 36,034 0 5,946
UNITED STATES STL CORP NEW COM 912909108 70,140 6,147,268 SH   DFND 1,2,5,6,11,12,13,20 5,946,399 1,861 199,008
UNITED TECHNOLOGIES CORP COM 913017109 13,537,635 90,395,535 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 31,145,262 51,389,166 7,861,107
UNITED THERAPEUTICS CORP DEL COM 91307C102 166,896 1,894,825 SH   DFND 2,5,6,8,10,11,12,13,20 1,844,863 557 49,405
UNITEDHEALTH GROUP INC COM 91324P102 13,461,802 45,791,556 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,903,632 999,769 8,888,155
UNITI GROUP INC COM 91325V108 53,772 6,379,243 SH   DFND 2,5,8,13,20 6,154,254 3,741 221,248
UNITIL CORP COM 913259107 24,223 391,824 SH   DFND 2,5,8,13,19,20 341,870 0 49,954
UNITY BANCORP INC COM 913290102 3,005 133,140 SH   DFND 2,20 115,163 0 17,977
UNITY BIOTECHNOLOGY INC COM 91381U101 3,521 488,317 SH   DFND 2,5,20 417,745 0 70,572
UNIVAR SOLUTIONS INC COM 91336L107 52,197 2,153,350 SH   DFND 2,5,8,12,13,20 1,951,549 2,000 199,801
AUTOLIV INC COM 052800109 84,080 996,095 SH   DFND 2,5,6,8,10,11,12,13,19,20 798,025 52,059 146,011
UNIVERSAL CORP VA COM 913456109 55,305 969,237 SH   DFND 2,5,8,20 913,806 912 54,519
UNIVERSAL DISPLAY CORP COM 91347P105 220,530 1,070,172 SH   DFND 2,5,6,8,11,13,19,20 1,013,830 610 55,732
UNIVERSAL ELECTRS INC COM 913483103 21,085 403,460 SH   DFND 2,5,8,20 360,304 436 42,720
UNIVERSAL FST PRODS INC COM 913543104 83,646 1,753,581 SH   DFND 2,5,8,20 1,570,486 651 182,444
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 76,992 656,029 SH   DFND 2,5,8,10,20 597,502 3,400 55,127
UNIVERSAL HLTH SVCS INC CL B 913903100 516,778 3,602,242 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,214,792 86,833 300,617
UNIVERSAL INS HLDGS INC COM 91359V107 27,120 968,923 SH   DFND 2,5,8,20 862,288 8,300 98,335
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,987 156,679 SH   DFND 2,20 135,754 0 20,925
UNIVERSAL TECHNICAL INST INC COM 913915104 151 19,583 SH   DFND 2,20 19,583 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 19,455 720,944 SH   DFND 2,5,8,10,20 634,267 0 86,677
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 168 12,708 SH   DFND 2 12,708 0 0
UNUM GROUP COM 91529Y106 295,476 10,132,914 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,123,135 228,769 781,010
UPLAND SOFTWARE INC COM 91544A109 18,566 519,908 SH   DFND 2,5,8,20 451,975 0 67,933
UPWORK INC COM 91688F104 12,248 1,147,889 SH   DFND 2,5,8,20 997,234 0 150,655
URANIUM ENERGY CORP COM 916896103 3,022 3,287,843 SH   DFND 2,5,20 2,644,331 0 643,512
URBAN EDGE PPTYS COM 91704F104 115,818 6,038,499 SH   DFND 2,5,6,8,10,11,13,20 5,531,258 31,892 475,349
URBAN ONE INC CL D NON VTG 91705J204 33 17,372 SH   DFND 20 17,372 0 0
URBAN OUTFITTERS INC COM 917047102 59,195 2,131,604 SH   DFND 2,5,6,8,11,12,19,20 2,044,273 1,466 85,865
UROGEN PHARMA LTD COM M96088105 13,738 411,694 SH   DFND 2,5,8,20 393,694 0 18,000
URSTADT BIDDLE PPTYS INC CL A 917286205 30,933 1,245,291 SH   DFND 2,5,8,10,20 1,119,720 7,100 118,471
US BANCORP DEL COM NEW 902973304 3,854,164 64,550,087 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 57,526,403 1,037,365 5,986,319
AUTOMATIC DATA PROCESSING IN COM 053015103 3,315,953 19,346,773 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 17,059,325 565,863 1,721,585
US ECOLOGY INC COM 91734M103 41,356 714,139 SH   DFND 2,5,8,20 714,139 0 0
US FOODS HLDG CORP COM 912008109 126,823 3,027,516 SH   DFND 2,5,8,12,13,20 2,754,718 3,700 269,098
US XPRESS ENTERPRISES INC COM CL A 90338N202 1,842 366,175 SH   DFND 2,20 283,267 0 82,908
USANA HEALTH SCIENCES INC COM 90328M107 31,247 397,799 SH   DFND 2,5,6,8,20 357,046 0 40,753
UTAH MED PRODS INC COM 917488108 8,408 77,721 SH   DFND 2,5,20 67,442 0 10,279
UXIN LTD ADS 91818X108 223 98,876 SH   DFND 2 98,876 0 0
V F CORP COM 918204108 1,738,620 17,445,515 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,813,799 396,806 2,234,910
VAALCO ENERGY INC COM NEW 91851C201 79 35,518 SH   DFND 2,20 35,518 0 0
VAIL RESORTS INC COM 91879Q109 230,696 955,015 SH   DFND 2,5,6,8,10,11,12,13,19,20 826,036 21,700 107,279
VALARIS PLC SHS CLASS A G9402V109 27,641 4,213,563 SH   DFND 2,5,8,12,13,20 4,213,563 0 0
AUTONATION INC COM 05329W102 74,332 1,528,529 SH   DFND 2,5,6,8,11,12,13,20 1,456,157 742 71,630
VALE S A SPONSORED ADS 91912E105 247,016 18,319,426 SH   DFND 1,2,5,8,10,19,20 16,853,749 1,312,689 152,988
VALERO ENERGY CORP NEW COM 91913Y100 2,018,898 21,557,904 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,358,644 412,623 1,786,637
VALHI INC NEW COM 918905100 784 419,298 SH   DFND 2,20 332,444 0 86,854
VALLEY NATL BANCORP COM 919794107 176,034 15,228,892 SH   DFND 2,5,6,8,11,20 14,062,088 6,253 1,160,551
VALMONT INDS INC COM 920253101 77,981 519,319 SH   DFND 2,5,6,8,11,13,19,20 492,821 216 26,282
VALUE LINE INC COM 920437100 245 8,467 SH   DFND 2,20 6,859 0 1,608
VALVOLINE INC COM 92047W101 99,537 4,649,098 SH   DFND 2,5,6,8,11,13,19,20 4,424,749 1,813 222,536
VANDA PHARMACEUTICALS INC COM 921659108 41,583 2,534,020 SH   DFND 2,5,8,20 2,360,680 0 173,340
VANECK VECTORS ETF TRUST AGRIBUSINESS ETF 92189F700 1,993 29,000 SH   DFND 10 0 0 29,000
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 397,761 4,743,158 SH   DFND 1,2,12 4,743,158 0 0
AUTOZONE INC COM 053332102 1,324,441 1,111,752 SH   DFND 2,5,6,8,10,11,12,13,19,20 979,535 19,570 112,647
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 24,151 426,854 SH   DFND 12 426,854 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 225 1,265 SH   DFND 1 1,265 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 244,353 2,633,401 SH   DFND 1,2,10,20 2,583,301 50,100 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,919 20,009 SH   DFND 1 20,009 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 12,376 75,641 SH   DFND 1 75,641 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 98,465 821,566 SH   DFND 20 821,566 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 18,208 338,747 SH   DFND 20 338,747 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 33,546 754,362 SH   DFND 1,20 746,117 8,245 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 245,876 4,195,842 SH   DFND 2,20 4,195,842 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,079 13,325 SH   DFND 1 13,325 0 0
AVALARA INC COM 05338G106 42,513 580,383 SH   DFND 2,5,13,19,20 545,244 0 35,139
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 329 3,604 SH   DFND 1 3,604 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 448,120 6,800,000 SH   DFND 2 6,800,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 1,721 16,978 SH   DFND 12 16,978 0 0
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 456,225 7,500,000 SH   DFND 2 7,500,000 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,627 195,790 SH   DFND 1,20 154,097 4,780 36,913
VAPOTHERM INC COM 922107107 2,591 213,094 SH   DFND 2,20 183,212 0 29,882
VAREX IMAGING CORP COM 92214X106 38,978 1,307,542 SH   DFND 2,5,8,13,20 1,185,888 1,161 120,493
VARIAN MED SYS INC COM 92220P105 599,239 4,219,693 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,699,417 137,803 382,473
VARONIS SYS INC COM 922280102 50,384 648,360 SH   DFND 2,5,8,20 556,153 0 92,207
VBI VACCINES INC COM NEW 91822J103 2,832 2,052,366 SH   DFND 2,20 2,052,366 0 0
AVALON GLOBOCARE CORP COM 05344R104 543 281,180 SH   DFND 2,20 281,180 0 0
VECTOR GROUP LTD COM 92240M108 44,323 3,310,124 SH   DFND 2,5,20 3,037,525 1,706 270,893
VECTRUS INC COM 92242T101 23,620 460,785 SH   DFND 2,5,8,20 424,711 0 36,074
VEDANTA LTD SPONSORED ADR 92242Y100 16,383 1,898,328 SH   DFND 2,5,8,12,13,20 1,891,260 0 7,068
VEECO INSTRS INC DEL COM 922417100 20,574 1,401,034 SH   DFND 2,5,8,20 1,257,306 1,747 141,981
VEEVA SYS INC CL A COM 922475108 398,341 2,831,945 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,473,519 61,413 297,013
VENATOR MATLS PLC SHS G9329Z100 429 112,121 SH   DFND 5,8,20 112,121 0 0
VENTAS INC COM 92276F100 1,459,818 24,942,564 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,905,532 327,354 1,709,678
VEON LTD SPONSORED ADR 91822M106 1,664 657,782 SH   DFND 2,5,8,20 657,782 0 0
VEONEER INCORPORATED COM 92336X109 5,518 353,286 SH   DFND 2,5,8,13,20 336,387 1,000 15,899
VERA BRADLEY INC COM 92335C106 8,105 686,885 SH   DFND 2,5,8,20 618,377 0 68,508
AVALONBAY CMNTYS INC COM 053484101 2,002,729 9,482,203 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,681,166 125,802 675,235
VERACYTE INC COM 92337F107 55,676 1,994,137 SH   DFND 2,5,8,20 1,855,332 0 138,805
VERASTEM INC COM 92337C104 61 45,878 SH   DFND 20 45,878 0 0
VEREIT INC COM 92339V100 412,881 44,039,791 SH   DFND 2,5,6,8,10,11,12,13,19,20 37,483,993 816,753 5,739,045
VEREIT INC NOTE 3.750%12/1 02917TAB0 9,940 9,775,000 SH   DFND 2 9,775,000 0 0
VERICEL CORP COM 92346J108 30,605 1,758,892 SH   DFND 2,5,8,20 1,624,132 0 134,760
VERINT SYS INC COM 92343X100 77,983 1,408,647 SH   DFND 2,5,8,19,20 1,210,687 1,300 196,660
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 13,544 12,585,000 SH   DFND 2,5 12,585,000 0 0
VERISIGN INC COM 92343E102 852,513 4,424,500 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,861,372 70,504 492,624
VERISK ANALYTICS INC COM 92345Y106 1,029,137 6,891,234 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,972,649 78,544 840,041
VERITEX HLDGS INC COM 923451108 52,409 1,799,129 SH   DFND 2,5,8,20 1,558,845 0 240,284
ACCO BRANDS CORP COM 00081T108 21,381 2,284,317 SH   DFND 2,5,8,20 1,959,916 77 324,324
AVANGRID INC COM 05351W103 50,272 975,566 SH   DFND 2,5,8,10,12,13,19,20 931,020 0 44,546
VERITIV CORP COM 923454102 8,314 422,698 SH   DFND 2,5,20 388,753 0 33,945
VERIZON COMMUNICATIONS INC COM 92343V104 10,086,720 164,278,821 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 139,536,064 3,010,535 21,732,222
VERRA MOBILITY CORP COM 92511U102 34,543 2,469,110 SH   DFND 2,5,8,20 2,469,110 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 3,568 224,524 SH   DFND 2,20 188,041 0 36,483
VERSO CORP CL A 92531L207 13,128 728,137 SH   DFND 2,5,8,20 619,654 0 108,483
VERTEX PHARMACEUTICALS INC COM 92532F100 2,494,831 11,394,525 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,274,853 172,365 947,307
VERU INC COM 92536C103 65 19,403 SH   DFND 2,20 19,403 0 0
VIACOMCBS INC CL A 92556H107 1,613 35,773 SH   DFND 2,20 35,773 0 0
VIACOMCBS INC CL B 92556H206 1,258,085 29,806,175 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,806,175 0 0
VIAD CORP COM NEW 92552R406 41,452 613,164 SH   DFND 2,5,8,20 553,761 478 58,925
AVANOS MED INC COM 05350V106 60,983 1,809,589 SH   DFND 1,2,5,6,8,11,19,20 1,657,935 257 151,397
VIASAT INC COM 92552V100 99,162 1,354,769 SH   DFND 2,5,6,8,11,12,13,19,20 1,305,717 727 48,325
VIAVI SOLUTIONS INC COM 925550105 102,664 6,844,298 SH   DFND 2,5,8,19,20 6,126,935 7,357 710,006
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 20,016 15,475,000 SH   DFND 2,5 15,475,000 0 0
VICI PPTYS INC COM 925652109 341,185 13,201,849 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,070,966 121,500 1,009,383
VICOR CORP COM 925815102 23,931 512,227 SH   DFND 2,5,8,20 460,951 0 51,276
VICTORY CAP HLDGS INC COM CL A 92645B103 534 25,465 SH   DFND 2,20 25,465 0 0
VIELA BIO INC COM 926613100 1,559 57,404 SH   DFND 2,20 57,404 0 0
VIEWRAY INC COM 92672L107 6,016 1,425,487 SH   DFND 2,5,8,20 1,221,738 0 203,749
VIKING THERAPEUTICS INC COM 92686J106 28,954 3,610,262 SH   DFND 2,5,8,20 3,420,078 0 190,184
VILLAGE SUPER MKT INC CL A NEW 927107409 4,210 179,529 SH   DFND 2,5,20 157,380 0 22,149
AVANTOR INC 6.25 PFD CNV SR 05352A209 34,162 542,000 SH   DFND 2 542,000 0 0
VINCE HLDG CORP COM NEW 92719W207 743 42,911 SH   DFND 2,20 42,911 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,896 76,878 SH   DFND 5,8,20 76,878 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 142,092 10,027,677 SH   DFND 1,2,5,8,10,11,12,13,19,20 8,242,664 313,100 1,471,913
VIR BIOTECHNOLOGY INC COM 92764N102 513 40,760 SH   DFND 2,20 40,760 0 0
VIRNETX HLDG CORP COM 92823T108 4,780 1,257,864 SH   DFND 2,5,20 1,067,302 0 190,562
VIRTU FINL INC CL A 928254101 11,951 747,392 SH   DFND 2,5,8,20 697,024 0 50,368
VIRTUS INVT PARTNERS INC COM 92828Q109 23,736 195,009 SH   DFND 2,5,8,20 175,303 0 19,706
VIRTUSA CORP COM 92827P102 39,109 862,771 SH   DFND 2,5,8,20 778,055 700 84,016
VISA INC COM CL A 92826C839 14,574,493 77,565,155 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 63,688,367 1,895,080 11,981,708
VISHAY INTERTECHNOLOGY INC COM 928298108 92,285 4,334,671 SH   DFND 2,5,6,8,11,19,20 3,922,219 789 411,663
AVANTOR INC COM 05352A100 69,213 3,813,366 SH   DFND 2,5,20 3,813,366 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 19,034 18,925,000 SH   DFND 2,5 18,925,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 7,605 223,691 SH   DFND 2,5,8,20 189,542 0 34,149
VISTA OUTDOOR INC COM 928377100 12,518 1,673,484 SH   DFND 2,5,20 1,529,434 2,386 141,664
VISTEON CORP COM NEW 92839U206 81,686 943,369 SH   DFND 2,5,6,8,11,12,13,20 903,399 459 39,511
VISTRA ENERGY CORP COM 92840M102 196,703 8,556,018 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,558,718 175,947 821,353
VIVINT SOLAR INC COM 92854Q106 6,629 913,066 SH   DFND 2,5,8,20 786,129 0 126,937
VMWARE INC CL A COM 928563402 302,273 1,991,390 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,620,251 62,606 308,533
VOCERA COMMUNICATIONS INC COM 92857F107 13,219 636,771 SH   DFND 2,5,8,20 542,255 0 94,516
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1,266 63,785 SH   DFND 1,2,20 63,785 0 0
VOLITIONRX LTD COM 928661107 58 12,230 SH   DFND 2,20 12,230 0 0
AVAYA HLDGS CORP COM 05351X101 34,948 2,588,712 SH   DFND 2,5,8,20 2,249,356 0 339,356
VONAGE HLDGS CORP COM 92886T201 50,681 6,839,582 SH   DFND 2,5,8,20 6,132,306 4,300 702,976
VORNADO RLTY TR SH BEN INT 929042109 763,806 11,160,595 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,264,765 123,591 772,239
VOXX INTL CORP CL A 91829F104 141 32,279 SH   DFND 2,20 32,279 0 0
VOYA FINL INC COM 929089100 261,069 4,281,225 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,464,948 103,763 712,514
VOYAGER THERAPEUTICS INC COM 92915B106 18,493 1,325,648 SH   DFND 2,5,8,20 1,248,385 0 77,263
VSE CORP COM 918284100 8,809 231,571 SH   DFND 2,5,8,20 207,448 0 24,123
VULCAN MATLS CO COM 929160109 793,590 5,511,422 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,870,589 65,958 574,875
VUZIX CORP COM NEW 92921W300 50 25,000 SH   DFND 20 25,000 0 0
W & T OFFSHORE INC COM 92922P106 26,782 4,816,873 SH   DFND 2,5,20 4,538,363 0 278,510
W P CAREY INC COM 92936U109 539,332 6,653,342 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,965,911 133,791 553,640
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 10,240 11,575,000 SH   DFND 2,5 11,575,000 0 0
WABASH NATL CORP COM 929566107 27,283 1,847,227 SH   DFND 2,5,8,20 1,673,199 2,200 171,828
WABCO HLDGS INC COM 92927K102 162,283 1,197,657 SH   DFND 2,5,6,8,10,11,12,13,19,20 994,900 50,271 152,486
WABTEC CORP COM 929740108 558,363 7,176,899 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,740,988 90,638 345,273
WADDELL & REED FINL INC CL A 930059100 39,225 2,346,002 SH   DFND 2,5,8,20 2,114,645 3,343 228,014
WAITR HLDGS INC COM 930752100 286 887,644 SH   DFND 2,5,20 887,644 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,751,455 46,666,467 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 37,562,510 552,550 8,551,407
WALKER & DUNLOP INC COM 93148P102 52,509 811,823 SH   DFND 2,5,8,10,20 728,448 0 83,375
WALMART INC COM 931142103 8,363,593 70,066,970 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 58,737,725 1,414,640 9,914,605
WARRIOR MET COAL INC COM 93627C101 60,009 2,839,990 SH   DFND 2,5,20 2,684,992 0 154,998
WASHINGTON FED INC COM 938824109 102,374 2,793,295 SH   DFND 2,5,6,8,11,20 2,548,216 1,029 244,050
AVEO PHARMACEUTICALS INC COM 053588109 50 79,611 SH   DFND 20 79,611 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 37,748 10,370,233 SH   DFND 2,5,8,10,13,20 9,554,463 50,399 765,371
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 121,488 4,119,712 SH   DFND 2,5,8,10,12,13,19,20 3,774,331 22,587 322,794
WASHINGTON TR BANCORP COM 940610108 18,052 332,460 SH   DFND 2,5,8,13,20 282,697 0 49,763
WASTE CONNECTIONS INC COM 94106B101 247,001 2,720,574 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,259,830 152,285 308,459
WASTE MGMT INC DEL COM 94106L109 2,314,933 20,313,559 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,952,822 2,523,685 1,837,052
WATERS CORP COM 941848103 678,086 2,902,146 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,543,344 77,351 281,451
WATERSTONE FINL INC MD COM 94188P101 12,940 679,981 SH   DFND 2,5,6,8,20 605,780 0 74,201
WATFORD HOLDINGS LTD SHS G94787101 9,142 363,356 SH   DFND 2,5,8,20 363,356 0 0
WATSCO INC COM 942622200 141,087 783,162 SH   DFND 2,5,6,8,11,13,19,20 743,809 487 38,866
WATTS WATER TECHNOLOGIES INC CL A 942749102 80,712 809,057 SH   DFND 2,5,8,20 724,044 144 84,869
AVERY DENNISON CORP COM 053611109 514,181 3,930,443 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,238,497 92,360 599,586
WAVE LIFE SCIENCES LTD SHS Y95308105 3,857 481,256 SH   DFND 2,5,8,20 412,444 0 68,812
WAYFAIR INC CL A 94419L101 114,549 1,267,558 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,132,955 29,343 105,260
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 16,232 15,094,000 SH   DFND 2,5 15,094,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 19,445 18,750,000 SH   DFND 2,5 18,750,000 0 0
WD-40 CO COM 929236107 81,657 420,608 SH   DFND 2,5,6,8,20 377,405 35 43,168
WEBSTER FINL CORP CONN COM 947890109 162,055 3,037,011 SH   DFND 2,5,6,8,11,13,20 2,923,297 5,974 107,740
WEC ENERGY GROUP INC COM 92939U106 1,634,356 17,720,442 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,939,285 187,002 1,594,155
WEIBO CORP NOTE 1.250%11/1 948596AC5 27,659 29,300,000 SH   DFND 2,5 29,300,000 0 0
WEIBO CORP SPONSORED ADR 948596101 57,259 1,235,365 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,051,563 27,230 156,572
WEINGARTEN RLTY INVS SH BEN INT 948741103 190,417 6,095,282 SH   DFND 2,5,6,8,10,11,13,19,20 5,787,985 31,044 276,253
AVID BIOSERVICES INC COM 05368M106 8,134 1,060,544 SH   DFND 2,5,20 889,662 0 170,882
WEIS MKTS INC COM 948849104 12,811 316,392 SH   DFND 2,5,8,20 285,069 370 30,953
WELBILT INC COM 949090104 42,709 2,736,011 SH   DFND 2,5,8,20 2,557,907 886 177,218
WELLCARE HEALTH PLANS INC COM 94946T106 712,420 2,157,477 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,925,960 32,708 198,809
WELLS FARGO CO NEW COM 949746101 9,129,694 169,696,913 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 152,273,402 3,001,720 14,421,791
WELLS FARGO CO NEW PERP PFD CNV A 949746804 153,254 105,822 SH   DFND 2 105,822 0 0
WELLTOWER INC COM 95040Q104 2,216,511 27,103,341 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,793,881 369,275 1,940,185
WENDYS CO COM 95058W100 103,850 4,675,824 SH   DFND 2,5,6,8,11,20 4,431,361 2,941 241,522
WERNER ENTERPRISES INC COM 950755108 57,718 1,586,097 SH   DFND 2,5,6,8,11,20 1,441,217 1,842 143,038
WESBANCO INC COM 950810101 50,558 1,326,939 SH   DFND 2,5,8,20 1,128,416 137 198,386
WESCO AIRCRAFT HLDGS INC COM 950814103 37,900 3,439,234 SH   DFND 2,5,8,20 3,235,937 0 203,297
AVID TECHNOLOGY INC COM 05367P100 4,516 526,372 SH   DFND 2,5,20 431,645 0 94,727
WESCO INTL INC COM 95082P105 39,548 665,911 SH   DFND 2,5,8,12,20 614,194 361 51,356
WEST BANCORPORATION INC CAP STK 95123P106 8,289 323,398 SH   DFND 2,5,13,20 277,127 0 46,271
WEST PHARMACEUTICAL SVSC INC COM 955306105 411,013 2,734,074 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,644,795 1,468 87,811
WESTAMERICA BANCORPORATION COM 957090103 59,130 872,513 SH   DFND 2,5,8,20 789,204 10 83,299
WESTERN ALLIANCE BANCORP COM 957638109 136,931 2,402,301 SH   DFND 2,5,8,13,20 2,289,412 1,500 111,389
WESTERN ASSET MTG CAP CORP COM 95790D105 15,564 1,462,804 SH   DFND 2,5,8,20 1,288,389 3,510 170,905
WESTERN DIGITAL CORP COM 958102105 831,864 13,106,408 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,817,382 145,039 1,143,987
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 35,616 36,025,000 SH   DFND 2,5 36,025,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 5,625 584,102 SH   DFND 2,5,6,20 512,944 0 71,158
WESTERN UN CO COM 959802109 675,814 25,235,780 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,116,949 287,277 2,831,554
ACCURAY INC COM 004397105 4,513 1,600,229 SH   DFND 2,5,20 1,377,850 0 222,379
AVIS BUDGET GROUP INC COM 053774105 65,778 2,040,275 SH   DFND 2,5,6,8,11,12,13,20 1,854,923 1,388 183,964
WESTLAKE CHEM CORP COM 960413102 64,426 918,404 SH   DFND 2,5,6,8,10,11,12,13,19,20 717,194 24,886 176,324
WESTROCK CO COM 96145D105 519,060 12,096,471 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,024,548 121,326 950,597
WESTWOOD HLDGS GROUP INC COM 961765104 5,201 171,431 SH   DFND 2,5,20 147,531 0 23,900
WEX INC COM 96208T104 212,173 1,012,950 SH   DFND 2,5,6,8,11,13,20 957,143 627 55,180
WEYCO GROUP INC COM 962149100 3,756 140,712 SH   DFND 2,20 122,535 0 18,177
WEYERHAEUSER CO COM 962166104 965,492 31,969,940 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 28,865,029 365,318 2,739,593
WHEATON PRECIOUS METALS CORP COM 962879102 431 14,486 SH   DFND 5,20 14,486 0 0
WHIRLPOOL CORP COM 963320106 467,219 3,166,939 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,832,197 43,243 291,499
WHITE MTNS INS GROUP LTD COM G9618E107 69,283 62,109 SH   DFND 2,5,6,8,13,19,20 58,067 51 3,991
WHITESTONE REIT COM 966084204 17,070 1,253,285 SH   DFND 2,5,8,20 1,124,455 0 128,830
AVISTA CORP COM 05379B107 110,934 2,306,793 SH   DFND 2,5,8,13,19,20 2,112,411 920 193,462
WHITING PETE CORP NEW COM NEW 966387409 94,824 12,918,811 SH   DFND 2,5,8,12,13,20 12,810,163 1,496 107,152
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 6,096 6,220,000 SH   DFND 2 6,220,000 0 0
WIDEOPENWEST INC COM 96758W101 3,861 520,341 SH   DFND 2,5,20 441,061 0 79,280
WIDEPOINT CORP COM 967590100 10 24,908 SH   DFND 20 24,908 0 0
WILEY JOHN & SONS INC CL A 968223206 192,978 3,950,013 SH   DFND 2,5,6,8,11,19,20 3,900,082 435 49,496
WILLDAN GROUP INC COM 96924N100 6,026 189,606 SH   DFND 2,5,8,20 161,835 0 27,771
WILLIAMS COS INC DEL COM 969457100 1,474,876 62,178,599 SH   DFND 2,5,6,8,10,11,12,13,19,20 56,866,764 606,867 4,704,968
WILLIAMS SONOMA INC COM 969904101 178,376 2,428,865 SH   DFND 2,5,6,8,11,12,13,19,20 2,330,479 1,501 96,885
WILLIS LEASE FINANCE CORP COM 970646105 3,508 59,554 SH   DFND 2,20 50,324 0 9,230
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,141,065 5,632,471 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,103,323 83,914 445,234
AVNET INC COM 053807103 150,810 3,553,484 SH   DFND 2,5,6,8,11,12,13,19,20 3,416,618 1,129 135,737
WILLSCOT CORP COM 971375126 19,388 1,048,545 SH   DFND 2,5,8,20 891,867 0 156,678
WINGSTOP INC COM 974155103 71,654 830,965 SH   DFND 2,5,8,20 741,724 0 89,241
WINMARK CORP COM 974250102 10,110 50,982 SH   DFND 2,5,6,8,20 43,975 0 7,007
WINNEBAGO INDS INC COM 974637100 49,075 926,295 SH   DFND 2,5,8,20 828,239 0 98,056
WINTRUST FINL CORP COM 97650W108 138,490 1,953,310 SH   DFND 2,5,6,8,11,13,20 1,887,965 539 64,806
WIPRO LTD SPON ADR 1 SH 97651M109 27,750 7,400,063 SH   DFND 2,5,8,12,13,19,20 7,010,928 0 389,135
WISDOMTREE INVTS INC COM 97717P104 19,086 3,943,293 SH   DFND 2,5,8,20 3,506,709 3,600 432,984
WIX COM LTD NOTE 7/0 92940WAB5 16,933 14,900,000 SH   DFND 2,5 14,900,000 0 0
WIX COM LTD SHS M98068105 100,671 822,610 SH   DFND 2,5,6,8,10,12,13,19,20 700,498 23,500 98,612
WNS HOLDINGS LTD SPON ADR 92932M101 903 13,649 SH   DFND 2,13 13,649 0 0
AVON PRODS INC COM 054303102 30,341 5,364,292 SH   DFND 1,2,5,8,12,20 5,275,248 16,589 72,455
WOLVERINE WORLD WIDE INC COM 978097103 83,161 2,457,376 SH   DFND 2,5,8,19,20 2,209,443 828 247,105
WOODWARD INC COM 980745103 153,599 1,296,854 SH   DFND 2,5,6,8,11,13,19,20 1,243,335 849 52,670
WORKDAY INC CL A 98138H101 570,397 3,468,516 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,045,875 82,475 340,166
WORKDAY INC NOTE 0.250%10/0 98138HAF8 47,949 37,500,000 SH   DFND 2,5 37,500,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 527 173,418 SH   DFND 2,20 173,418 0 0
WORKIVA INC COM CL A 98139A105 32,053 762,250 SH   DFND 2,5,8,20 655,461 0 106,789
WORLD ACCEP CORP DEL COM 981419104 16,211 187,625 SH   DFND 2,5,8,20 168,056 0 19,569
WORLD FUEL SVCS CORP COM 981475106 112,907 2,593,985 SH   DFND 2,5,6,8,11,12,13,20 2,387,407 246 206,332
WORLD WRESTLING ENTMT INC CL A 98156Q108 69,366 1,069,306 SH   DFND 2,5,6,8,11,20 1,018,723 6,700 43,883
WORTHINGTON INDS INC COM 981811102 64,391 1,526,578 SH   DFND 2,5,6,8,11,19,20 1,404,062 1,200 121,316
AVROBIO INC COM 05455M100 12,940 642,831 SH   DFND 2,5,8,20 587,577 0 55,254
WPP PLC NEW ADR 92937A102 1,014 14,421 SH   DFND 1,20 14,421 0 0
WPX ENERGY INC COM 98212B103 207,973 15,136,324 SH   DFND 2,5,6,11,12,13,20 14,655,576 6,336 474,412
WRAP TECHNOLOGIES INC COM 98212N107 718 112,436 SH   DFND 2,20 112,436 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 18,897 13,000,000 SH   DFND 2,5 13,000,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 85,990 2,821,202 SH   DFND 2,5,8,20 2,435,563 1,154 384,485
WSFS FINL CORP COM 929328102 54,878 1,247,512 SH   DFND 2,5,8,20 1,084,699 0 162,813
WW INTL INC COM 98262P101 55,084 1,441,603 SH   DFND 2,5,6,8,11,13,20 1,441,603 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 121,857 2,357,466 SH   DFND 2,5,6,8,11,13,20 2,220,127 2,695 134,644
WYNDHAM HOTELS & RESORTS INC COM 98311A105 150,759 2,400,244 SH   DFND 2,5,6,8,11,12,13,19,20 2,254,791 2,695 142,758
WYNN RESORTS LTD COM 983134107 551,125 3,968,643 SH   DFND 2,5,6,8,10,12,13,19,20 3,585,771 47,535 335,337
AVX CORP NEW COM 002444107 22,990 1,123,114 SH   DFND 2,5,8,20 983,325 1,140 138,649
X FINANCIAL SPONSORED ADS 98372W103 201 118,871 SH   DFND 2,5,20 118,871 0 0
X4 PHARMACEUTICALS INC COM 98420X103 1,869 174,664 SH   DFND 2,20 174,664 0 0
XBIOTECH INC COM 98400H102 6,262 335,479 SH   DFND 2,20 335,479 0 0
XCEL ENERGY INC COM 98389B100 1,816,902 28,435,978 SH   DFND 2,5,6,8,10,11,12,13,19,20 26,242,048 378,066 1,815,864
XENCOR INC COM 98401F105 68,265 1,985,039 SH   DFND 2,5,8,20 1,837,173 0 147,866
XENIA HOTELS & RESORTS INC COM 984017103 113,738 5,196,839 SH   DFND 2,5,8,10,12,13,20 4,712,928 28,912 454,999
XENON PHARMACEUTICALS INC COM 98420N105 267 20,360 SH   DFND 2 20,360 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 3,528 500,401 SH   DFND 2,5,20 436,806 0 63,595
XEROX HOLDINGS CORP COM NEW 98421M106 348,467 9,387,706 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,387,706 0 0
XILINX INC COM 983919101 1,022,972 10,463,043 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,269,852 273,004 920,187
AXA EQUITABLE HLDGS INC COM 054561105 273,007 11,017,230 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,057,894 351,573 607,763
XPERI CORP COM 98421B100 28,744 1,553,715 SH   DFND 2,5,8,10,20 1,406,720 2,350 144,645
XPO LOGISTICS INC COM 983793100 243,302 3,052,718 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,773,726 54,694 224,298
XUNLEI LTD SPONSORED ADR 98419E108 315 64,361 SH   DFND 2 64,361 0 0
XYLEM INC COM 98419M100 647,050 8,212,334 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,382,030 117,214 713,090
Y MABS THERAPEUTICS INC COM 984241109 23,379 748,116 SH   DFND 2,5,8,20 705,245 0 42,871
YAMANA GOLD INC COM 98462Y100 882 222,882 SH   DFND 5,8,20 222,882 0 0
YANDEX N V SHS CLASS A N97284108 19,302 443,828 SH   DFND 2,5,8,10,12,19,20 431,439 0 12,389
YATRA ONLINE INC ORD SHS G98338109 49 15,567 SH   DFND 20 15,567 0 0
YELP INC CL A 985817105 73,855 2,120,443 SH   DFND 2,5,6,8,11,13,19,20 1,899,419 600 220,424
YETI HLDGS INC COM 98585X104 27,307 785,147 SH   DFND 2,5,8,20 675,448 0 109,699
AXALTA COATING SYS LTD COM G0750C108 139,173 4,578,074 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,626,407 105,950 845,717
YEXT INC COM 98585N106 28,540 1,979,181 SH   DFND 2,5,8,20 1,699,925 0 279,256
YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 195 36,500 SH   DFND 2,20 36,500 0 0
YIREN DIGITAL LTD SPONSORED ADS 98585L100 58 10,368 SH   DFND 2 10,368 0 0
YORK WTR CO COM 987184108 13,047 281,839 SH   DFND 2,5,8,13,20 234,245 0 47,594
YOUNGEVITY INTL INC COM NEW 987537206 436 133,824 SH   DFND 2,20 133,824 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 59,898 5,172,552 SH   DFND 2,5,8,10,12,13,19,20 5,172,552 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,667 653,629 SH   DFND 2,5,20 553,354 0 100,275
YUM BRANDS INC COM 988498101 1,448,604 14,381,056 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,718,627 252,665 1,409,764
YUM CHINA HLDGS INC COM 98850P109 598,408 12,464,238 SH   DFND 2,5,8,10,12,13,19,20 10,790,230 229,271 1,444,737
ZAFGEN INC COM 98885E103 28 25,100 SH   DFND 20 25,100 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 22,400 929,655 SH   DFND 2,5,8,20 838,112 0 91,543
ZAGG INC COM 98884U108 4,011 494,629 SH   DFND 2,5,20 423,653 0 70,976
ZAI LAB LTD ADR 98887Q104 6,634 159,513 SH   DFND 2,5,19,20 159,513 0 0
ZAYO GROUP HLDGS INC COM 98919V105 168,114 4,851,777 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,101,705 117,151 632,921
ZEBRA TECHNOLOGIES CORP CL A 989207105 533,678 2,089,249 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,035,473 869 52,907
ZENDESK INC COM 98936J101 108,159 1,411,445 SH   DFND 2,5,8,13,19,20 1,268,128 1,600 141,717
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 26,495 19,350,000 SH   DFND 2,5 19,350,000 0 0
ZILLOW GROUP INC CL A 98954M101 30,342 663,350 SH   DFND 2,5,12,13,19,20 606,560 0 56,790
ZILLOW GROUP INC CL C CAP STK 98954M200 119,245 2,595,678 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,197,322 55,930 342,426
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 11,318 11,725,000 SH   DFND 2,5 11,725,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 17,612 15,675,000 SH   DFND 2,5 15,675,000 0 0
AXCELLA HEALTH INC COM 05454B105 230 57,259 SH   DFND 2,20 57,259 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,274,275 8,499,826 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,660,386 135,135 704,305
ZION OIL & GAS INC COM 989696109 7 43,166 SH   DFND 20 43,166 0 0
ZIONS BANCORPORATION N A COM 989701107 484,744 9,336,373 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,455,035 120,052 761,286
ZIOPHARM ONCOLOGY INC COM 98973P101 28,025 5,937,591 SH   DFND 2,5,8,20 5,447,002 0 490,589
ZIX CORP COM 98974P100 8,480 1,250,786 SH   DFND 2,5,20 1,103,663 0 147,123
ZOETIS INC CL A 98978V103 2,631,544 19,883,222 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,706,175 335,610 1,841,437
ZOGENIX INC COM NEW 98978L204 51,145 981,102 SH   DFND 2,5,8,20 843,764 0 137,338
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 5,514 81,043 SH   DFND 2,19,20 81,043 0 0
ZOVIO INC COM 98979V102 63 30,394 SH   DFND 20 30,394 0 0
ZSCALER INC COM 98980G102 39,925 858,603 SH   DFND 2,5,8,19,20 796,678 0 61,925
ACELRX PHARMACEUTICALS INC COM 00444T100 2,924 1,385,805 SH   DFND 2,20 1,385,805 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 96,004 1,604,082 SH   DFND 2,5,8,12,13,19,20 1,498,498 1,101 104,483
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 153,950 6,593,147 SH   DFND 1,2,5,8,10,11,12,13,19,20 6,593,147 0 0
ZUMIEZ INC COM 989817101 22,849 661,519 SH   DFND 2,5,8,20 597,841 1,202 62,476
ZUORA INC COM CL A 98983V106 26,397 1,842,094 SH   DFND 2,5,8,20 1,842,094 0 0
ZYMEWORKS INC COM 98985W102 555 12,216 SH   DFND 2 12,216 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 2,438 403,691 SH   DFND 2,5,20 402,591 0 1,100
ZYNEX INC COM 98986M103 2,543 323,063 SH   DFND 2,20 323,063 0 0
ZYNGA INC CL A 98986T108 74,224 12,128,069 SH   DFND 2,5,8,13,19,20 11,116,520 19,800 991,749
AXOGEN INC COM 05463X106 17,988 1,005,498 SH   DFND 2,5,8,20 902,674 0 102,824
AXON ENTERPRISE INC COM 05464C101 208,651 2,847,310 SH   DFND 2,5,6,8,11,13,19,20 2,658,133 1,100 188,077
AXONICS MODULATION TECH INC COM 05465P101 8,909 321,520 SH   DFND 2,5,8,20 287,758 0 33,762
AXOS FINL INC COM 05465C100 55,893 1,845,866 SH   DFND 2,5,8,20 1,666,177 1,600 178,089
AXSOME THERAPEUTICS INC COM 05464T104 65,083 629,676 SH   DFND 2,5,8,20 629,676 0 0
AXT INC COM 00246W103 2,937 675,080 SH   DFND 2,5,20 576,920 0 98,160
AZUL S A SPONSR ADR PFD 05501U106 381 8,900 SH   DFND 10 8,900 0 0
AZURE PWR GLOBAL LTD SHS V0393H103 294 23,410 SH   DFND 2,20 23,410 0 0
AZZ INC COM 002474104 37,129 808,024 SH   DFND 2,5,8,20 721,169 994 85,861
ACER THERAPEUTICS INC COM 00444P108 447 111,579 SH   DFND 2,20 111,579 0 0
B & G FOODS INC NEW COM 05508R106 38,455 2,088,805 SH   DFND 2,5,8,20 1,888,493 700 199,612
B RILEY FINL INC COM 05580M108 10,221 405,924 SH   DFND 2,5,8,20 343,938 0 61,986
BABCOCK & WILCOX ENTERPRIS I COM 05614L209 73 20,073 SH   DFND 2,5,20 20,073 0 0
BADGER METER INC COM 056525108 59,603 917,954 SH   DFND 2,5,8,19,20 826,957 1,120 89,877
BAIDU INC SPON ADR REP A 056752108 764,933 6,051,687 SH   DFND 1,2,5,8,10,11,12,13,19,20 4,946,361 194,427 910,899
BAKER HUGHES COMPANY CL A 05722G100 824,125 32,154,699 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,351,615 309,761 3,493,323
BALCHEM CORP COM 057665200 95,564 935,490 SH   DFND 2,5,8,20 835,520 416 99,554
BALL CORP COM 058498106 913,749 14,129,415 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,771,561 158,419 1,199,435
BALLARD PWR SYS INC NEW COM 058586108 993 138,315 SH   DFND 2 138,315 0 0
BANC OF CALIFORNIA INC COM 05990K106 31,762 1,842,397 SH   DFND 2,5,8,20 1,469,632 0 372,765
21VIANET GROUP INC SPONSORED ADS A 90138A103 2,528 348,754 SH   DFND 2,5,20 344,985 0 3,769
ACHILLION PHARMACEUTICALS IN COM 00448Q201 31,017 5,143,739 SH   DFND 2,5,8,20 4,729,967 0 413,772
BANCFIRST CORP COM 05945F103 25,840 411,733 SH   DFND 2,5,8,20 355,515 798 55,420
BANCO BBVA ARGENTINA SA SPONSORED ADS 058934100 1,132 203,200 SH   DFND 5,20 203,200 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 191,355 21,104,476 SH   DFND 2,5,10,13,20 19,000,903 1,674,433 429,140
BANCO DE CHILE SPONSORED ADS 059520106 2,623 124,984 SH   DFND 2,5,10,13,19,20 119,629 2,121 3,234
BANCO MACRO SA SPON ADR B 05961W105 55,437 1,529,305 SH   DFND 2,5,8,10,12,19,20 1,529,305 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 24,714 2,037,449 SH   DFND 2,5,10,13,20 1,622,512 175,207 239,730
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 7,015 304,060 SH   DFND 2,5,8,10,13,19,20 290,166 0 13,894
BANCO SANTANDER SA ADR 05964H105 3,879 936,917 SH   DFND 2,10,12,19,20 837,492 0 99,425
BANCOLOMBIA S A SPON ADR PREF 05968L102 56,046 1,017,247 SH   DFND 2,5,10,12,13,19,20 931,636 70,761 14,850
BANCORP INC DEL COM 05969A105 15,571 1,200,513 SH   DFND 2,5,8,20 1,061,350 0 139,163
ACI WORLDWIDE INC COM 004498101 141,389 3,732,047 SH   DFND 2,5,6,8,11,13,20 3,380,673 1,265 350,109
BANCORPSOUTH BK TUPELO MISS COM 05971J102 114,547 3,625,780 SH   DFND 2,5,6,8,11,20 3,329,939 672 295,169
BANDWIDTH INC COM CL A 05988J103 22,460 350,667 SH   DFND 2,5,8,20 350,667 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 119,408 81,942 SH   DFND 2 81,942 0 0
BANK AMER CORP COM 060505104 12,641,108 358,918,468 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 321,087,992 6,119,990 31,710,486
BANK COMM HLDGS COM 06424J103 3,197 275,129 SH   DFND 2,20 239,762 0 35,367
BANK FIRST CORPORATION COM 06211J100 6,896 98,227 SH   DFND 2,5,20 98,227 0 0
BANK HAWAII CORP COM 062540109 123,270 1,295,393 SH   DFND 2,5,6,8,11,13,19,20 1,246,255 966 48,172
BANK MONTREAL QUE COM 063671101 784 10,112 SH   DFND 2,12,20 8,753 0 1,359
BANK NEW YORK MELLON CORP COM 064058100 1,895,787 37,667,128 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 33,822,964 572,405 3,271,759
BANK OF MARIN BANCORP COM 063425102 13,734 304,856 SH   DFND 2,5,8,20 262,382 0 42,474
ACLARIS THERAPEUTICS INC COM 00461U105 1,394 737,398 SH   DFND 2,5,20 639,604 0 97,794
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 35,561 960,582 SH   DFND 2,5,20 796,517 0 164,065
BANK OZK COM 06417N103 427,669 14,019,642 SH   DFND 2,5,6,8,11,13,20 13,876,578 2,400 140,664
BANK PRINCETON NEW JERSEY COM 064520109 2,707 85,973 SH   DFND 2,20 69,794 0 16,179
BANK7 CORP COM 06652N107 1,291 66,338 SH   DFND 2,20 43,169 0 23,169
BANKFINANCIAL CORP COM 06643P104 5,634 430,719 SH   DFND 2,5,6,13,20 308,205 0 122,514
BANKUNITED INC COM 06652K103 78,396 2,144,310 SH   DFND 2,5,8,12,13,20 2,028,208 1,400 114,702
BANKWELL FINL GROUP INC COM 06654A103 3,356 116,357 SH   DFND 2,13,20 97,730 0 18,627
BANNER CORP COM NEW 06652V208 77,447 1,368,571 SH   DFND 2,5,8,20 1,263,307 0 105,264
BAOZUN INC SPONSORED ADR 06684L103 25,648 774,392 SH   DFND 2,5,8,10,11,12,13,19,20 637,592 15,700 121,100
BAR HBR BANKSHARES COM 066849100 9,516 374,806 SH   DFND 2,5,8,20 331,368 0 43,438
ACM RESEARCH INC COM CL A 00108J109 225 12,178 SH   DFND 2,20 12,178 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 17,101 748,733 SH   DFND 1,20 691,328 56 57,349
BARNES & NOBLE ED INC COM 06777U101 4,510 1,056,234 SH   DFND 2,5,20 958,518 0 97,716
BARNES GROUP INC COM 067806109 86,400 1,394,450 SH   DFND 2,5,8,19,20 1,243,889 388 150,173
BARRETT BUSINESS SERVICES IN COM 068463108 15,578 172,204 SH   DFND 2,5,8,20 147,535 2,500 22,169
BARRICK GOLD CORPORATION COM 067901108 26,015 1,399,416 SH   DFND 2,5,8,20 1,399,416 0 0
BASSETT FURNITURE INDS INC COM 070203104 3,314 198,687 SH   DFND 2,5,20 168,822 0 29,865
BAUDAX BIO INC COM 07160F107 1,127 162,823 SH   DFND 2,20 162,823 0 0
BAUSCH HEALTH COS INC COM 071734107 6,066 202,726 SH   DFND 5,20 19,750 0 182,976
BAXTER INTL INC COM 071813109 2,001,399 23,872,320 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,604,412 2,316,032 1,951,876
BAYCOM CORP COM 07272M107 5,262 231,403 SH   DFND 2,20 181,489 0 49,914
ACNB CORP COM 000868109 4,498 118,933 SH   DFND 2,20 101,926 0 17,007
BBX CAP CORP NEW CL A 05491N104 6,371 1,335,644 SH   DFND 2,5,8,20 1,137,377 0 198,267
BCB BANCORP INC COM 055298103 4,200 304,570 SH   DFND 2,13,20 262,078 0 42,492
BEACON ROOFING SUPPLY INC COM 073685109 44,735 1,398,850 SH   DFND 2,5,8,13,20 1,185,689 552 212,609
BEAZER HOMES USA INC COM NEW 07556Q881 9,095 643,678 SH   DFND 2,5,8,20 551,473 3,200 89,005
BECTON DICKINSON & CO COM 075887109 3,114,215 11,450,583 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,306,828 145,703 998,052
BECTON DICKINSON & CO PFD SHS CONV A 075887208 86,852 1,329,639 SH   DFND 2 1,329,639 0 0
BED BATH & BEYOND INC COM 075896100 78,698 4,503,654 SH   DFND 1,2,5,6,8,11,12,13,20 4,072,384 4,123 427,147
BEIGENE LTD SPONSORED ADR 07725L102 126,772 764,790 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 634,889 50,429 79,472
BEL FUSE INC CL B 077347300 5,776 281,735 SH   DFND 2,5,20 256,523 0 25,212
BELDEN INC COM 077454106 71,858 1,305,308 SH   DFND 2,5,6,8,11,13,20 1,183,106 791 121,411
ACORDA THERAPEUTICS INC COM 00484M106 2,997 1,469,088 SH   DFND 2,5,20 1,345,238 0 123,850
BELLEROPHON THERAPEUTICS INC COM 078771102 5 13,800 SH   DFND 20 13,800 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 25 19,104 SH   DFND 20 19,104 0 0
BELLRING BRANDS INC COM CL A 079823100 11,827 555,531 SH   DFND 2,20 555,531 0 0
BENCHMARK ELECTRS INC COM 08160H101 45,545 1,319,777 SH   DFND 2,5,8,20 1,204,300 115 115,362
BENEFITFOCUS INC COM 08180D106 14,510 661,354 SH   DFND 2,5,8,20 574,149 0 87,205
BERKLEY W R CORP COM 084423102 569,355 8,239,577 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,160,395 154,503 924,679
BERKSHIRE HATHAWAY INC DEL CL A 084670108 105,952 312 SH   DFND 1,5,12,19,20 301 0 11
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 17,729,213 78,274,672 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 68,791,709 2,999,959 6,483,004
BERKSHIRE HILLS BANCORP INC COM 084680107 49,875 1,516,865 SH   DFND 2,5,8,20 1,382,733 0 134,132
BERRY GLOBAL GROUP INC COM 08579W103 81,111 1,707,951 SH   DFND 2,5,8,12,13,20 1,547,582 1,400 158,969
ACTIVISION BLIZZARD INC COM 00507V109 1,980,437 33,329,470 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,049,516 509,129 2,770,825
BERRY PETE CORP COM 08579X101 12,888 1,349,787 SH   DFND 2,5,20 1,166,343 0 183,444
BEST BUY INC COM 086516101 1,003,578 11,366,744 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,714,147 451,918 1,200,679
BEST INC SPONSORED ADS 08653C106 17,158 3,085,965 SH   DFND 2,5,8,10,11,12,19,20 3,085,965 0 0
BEYOND MEAT INC COM 08862E109 36,878 487,798 SH   DFND 2,5,8,20 487,798 0 0
BEYONDSPRING INC SHS G10830100 3,057 197,205 SH   DFND 2,20 197,205 0 0
BG STAFFING INC COM 05544A109 3,986 182,076 SH   DFND 2,20 151,725 0 30,351
BGC PARTNERS INC CL A 05541T101 24,175 4,069,899 SH   DFND 2,5,8,13,20 3,698,386 5,482 366,031
BHP GROUP LTD SPONSORED ADS 088606108 981 17,933 SH   DFND 19,20 8,994 0 8,939
BHP GROUP PLC SPONSORED ADR 05545E209 4,564 97,091 SH   DFND 1,20 97,091 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 177 58,980 SH   DFND 2,20 58,980 0 0
ACTUANT CORP CL A NEW 00508X203 44,752 1,719,254 SH   DFND 2,5,8,20 1,535,569 2,371 181,314
BIG LOTS INC COM 089302103 41,181 1,433,883 SH   DFND 2,5,8,12,20 1,309,577 921 123,385
BIGLARI HLDGS INC COM STK CL B 08986R309 1,990 17,388 SH   DFND 2,5,20 14,559 0 2,829
BILIBILI INC SPONS ADS REP Z 090040106 3,958 212,551 SH   DFND 1,2,5,19,20 212,551 0 0
BIO RAD LABS INC CL A 090572207 243,055 656,853 SH   DFND 2,5,6,8,10,11,12,13,19,20 633,076 281 23,496
BIO TECHNE CORP COM 09073M104 195,232 889,397 SH   DFND 2,5,6,8,11,13,19,20 839,962 514 48,921
BIOCRYST PHARMACEUTICALS COM 09058V103 18,951 5,492,943 SH   DFND 2,5,8,20 5,109,964 0 382,979
BIODELIVERY SCIENCES INTL IN COM 09060J106 11,841 1,873,625 SH   DFND 2,5,8,20 1,873,625 0 0
BIOGEN INC COM 09062X103 2,442,737 8,232,187 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,170,303 289,001 772,883
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 104,057 1,911,408 SH   DFND 2,5,8,20 1,797,416 0 113,992
BIOLIFE SOLUTIONS INC COM NEW 09062W204 2,220 137,211 SH   DFND 2,20 137,211 0 0
ACUITY BRANDS INC COM 00508Y102 189,180 1,370,873 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,182,734 56,127 132,012
BIOMARIN PHARMACEUTICAL INC COM 09061G101 415,252 4,911,315 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,440,161 87,150 384,004
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 16,115 15,200,000 SH   DFND 2,5 15,200,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 13,383 12,300,000 SH   DFND 2,5 12,300,000 0 0
BIOSIG TECH INC COM NEW 09073N201 1,623 274,121 SH   DFND 2,20 274,121 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 7,869 138,202 SH   DFND 2,5,20 120,731 0 17,471
BIOTELEMETRY INC COM 090672106 45,816 989,550 SH   DFND 2,5,8,20 888,078 0 101,472
BIOXCEL THERAPEUTICS INC COM 09075P105 1,460 99,950 SH   DFND 2,20 99,950 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,828 190,562 SH   DFND 2,5,20 189,702 0 860
BJS RESTAURANTS INC COM 09180C106 22,442 591,207 SH   DFND 2,5,8,20 530,470 0 60,737
BJS WHSL CLUB HLDGS INC COM 05550J101 84,382 3,710,734 SH   DFND 2,5,6,8,11,12,20 3,368,046 0 342,688
ACUSHNET HOLDINGS CORP COM 005098108 22,815 702,009 SH   DFND 2,5,8,20 597,061 0 104,948
BLACK HILLS CORP COM 092113109 392,599 4,998,712 SH   DFND 2,5,6,8,11,12,13,20 4,817,035 1,080 180,597
BLACK KNIGHT INC COM 09215C105 221,927 3,441,802 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,263,708 1,950 176,144
BLACKBAUD INC COM 09227Q100 123,344 1,549,553 SH   DFND 2,5,6,8,11,13,19,20 1,395,609 3,629 150,315
BLACKBERRY LTD COM 09228F103 81 12,584 SH   DFND 5,20 12,584 0 0
BLACKLINE INC COM 09239B109 47,703 925,199 SH   DFND 2,5,8,20 798,367 0 126,832
BLACKROCK INC COM 09247X101 2,571,274 5,114,928 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,581,134 79,110 454,684
BLACKSTONE GROUP INC COM CL A 09260D107 377,040 6,740,073 SH   DFND 2,5,6,8,10,12,13,19,20 6,740,073 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 107,134 2,830,511 SH   DFND 2,5,6,8,13,19,20 2,446,951 1,900 381,660
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 14,962 13,975,000 SH   DFND 2,5 13,975,000 0 0
BLOCK H & R INC COM 093671105 236,014 9,944,051 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,385,176 5,018 1,553,857
22ND CENTY GROUP INC COM 90137F103 2,247 2,042,693 SH   DFND 2,5,20 1,762,008 0 280,685
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,590 419,504 SH   DFND 2,5,20 347,638 0 71,866
BLOOM ENERGY CORP COM CL A 093712107 8,310 1,112,470 SH   DFND 2,5,8,20 1,112,470 0 0
BLOOMIN BRANDS INC COM 094235108 58,350 2,643,859 SH   DFND 2,5,8,10,20 2,372,465 600 270,794
BLUCORA INC COM 095229100 37,812 1,446,507 SH   DFND 2,5,8,20 1,298,081 1,243 147,183
BLUE BIRD CORP COM 095306106 6,599 287,904 SH   DFND 2,5,20 248,709 0 39,195
BLUEBIRD BIO INC COM 09609G100 133,488 1,521,230 SH   DFND 2,5,8,13,19,20 1,453,310 900 67,020
BLUEGREEN VACATIONS CORP COM 09629F108 1,107 107,107 SH   DFND 2,20 90,529 0 16,578
BLUELINX HLDGS INC COM NEW 09624H208 2,368 166,158 SH   DFND 2,5,20 136,540 0 29,618
BLUEPRINT MEDICINES CORP COM 09627Y109 150,024 1,872,722 SH   DFND 2,5,8,13,19,20 1,721,723 400 150,599
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 7,186 588,384 SH   DFND 2,5,20 527,139 0 61,245
BMC STK HLDGS INC COM 05591B109 40,072 1,396,716 SH   DFND 2,5,8,10,20 1,192,188 0 204,528
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 27 38,500 SH   DFND 20 38,500 0 0
BOEING CO COM 097023105 8,568,424 26,302,874 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,123,913 285,371 6,893,590
BOINGO WIRELESS INC COM 09739C102 10,292 939,898 SH   DFND 2,5,8,20 811,846 0 128,052
BOISE CASCADE CO DEL COM 09739D100 43,604 1,193,657 SH   DFND 2,5,8,20 1,072,417 1,400 119,840
BOK FINL CORP COM NEW 05561Q201 55,722 637,557 SH   DFND 2,5,8,20 599,087 306 38,164
BONANZA CREEK ENERGY INC COM NEW 097793400 19,183 821,903 SH   DFND 2,5,20 766,698 0 55,205
BOOT BARN HLDGS INC COM 099406100 38,814 871,639 SH   DFND 2,5,8,20 786,299 0 85,340
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 259,246 3,644,673 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,474,988 2,300 167,385
BORGWARNER INC COM 099724106 394,017 9,082,929 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,074,058 208,862 800,009
BOSTON BEER INC CL A 100557107 103,811 274,742 SH   DFND 2,5,6,8,20 248,675 111 25,956
BOSTON OMAHA CORP COM 101044105 4,251 202,055 SH   DFND 2,20 179,103 0 22,952
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 7,775 259,853 SH   DFND 2,20 259,853 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 36,476 3,032,128 SH   DFND 2,5,8,20 2,780,078 1,448 250,602
BOSTON PROPERTIES INC COM 101121101 1,349,514 9,720,354 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,865,286 139,170 715,898
BOSTON SCIENTIFIC CORP COM 101137107 2,724,783 60,256,156 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 54,345,809 914,411 4,995,936
BOTTOMLINE TECH DEL INC COM 101388106 66,948 1,249,028 SH   DFND 2,5,8,20 1,115,566 1,250 132,212
BOX INC CL A 10316T104 56,296 3,354,933 SH   DFND 2,5,8,13,20 2,915,518 1,500 437,915
BOYD GAMING CORP COM 103304101 75,300 2,509,045 SH   DFND 2,5,6,8,20 2,249,135 2,132 257,778
BP PLC SPONSORED ADR 055622104 1,030,342 27,301,049 SH   DFND 1,20 180,384 27,120,665 0
BRADY CORP CL A 104674106 221,370 3,866,051 SH   DFND 2,5,8,20 3,721,283 1,792 142,976
BRAEMAR HOTELS & RESORTS INC COM 10482B101 5,939 653,361 SH   DFND 2,5,8,20 538,957 761 113,643
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 101,042 6,415,386 SH   DFND 2,5,8,10,13,20 5,990,084 46,849 378,453
ADDUS HOMECARE CORP COM 006739106 36,464 375,069 SH   DFND 2,5,8,20 342,063 0 33,006
BRASKEM S A SP ADR PFD A 105532105 6,533 431,334 SH   DFND 2,5,10,20 390,270 36,864 4,200
BRF SA SPONSORED ADR 10552T107 17,464 2,007,377 SH   DFND 2,5,8,10,20 1,746,122 233,763 27,492
BRIDGE BANCORP INC COM 108035106 11,772 351,102 SH   DFND 2,5,8,20 299,187 0 51,915
BRIDGEBIO PHARMA INC COM 10806X102 28,329 808,243 SH   DFND 2,20 808,243 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 5,476 397,407 SH   DFND 2,20 336,285 0 61,122
BRIDGFORD FOODS CORP COM 108763103 496 19,998 SH   DFND 2,20 19,998 0 0
BRIGGS & STRATTON CORP COM 109043109 8,649 1,289,043 SH   DFND 2,5,8,20 1,153,632 2,098 133,313
BRIGHAM MINERALS INC CL A COM 10918L103 7,160 333,932 SH   DFND 2,5,8,20 333,932 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 122,273 813,583 SH   DFND 2,5,8,13,19,20 737,015 1,000 75,568
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 868 98,334 SH   DFND 2,5,20 98,334 0 0
ADECOAGRO S A COM L00849106 3,115 372,179 SH   DFND 2,5,20 372,179 0 0
BRIGHTCOVE INC COM 10921T101 6,528 751,253 SH   DFND 2,5,20 633,131 0 118,122
BRIGHTHOUSE FINL INC COM 10922N103 129,107 3,291,016 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,178,210 2,013 110,793
BRIGHTSPHERE INVT GROUP INC COM 10948W103 15,692 1,535,425 SH   DFND 2,5,8,20 1,535,425 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 10,623 629,723 SH   DFND 2,5,8,20 537,246 0 92,477
BRINKER INTL INC COM 109641100 55,801 1,328,600 SH   DFND 2,5,6,8,10,11,20 1,205,669 6,827 116,104
BRINKS CO COM 109696104 140,971 1,554,603 SH   DFND 2,5,6,8,11,13,20 1,398,603 594 155,406
BRISTOL MYERS SQUIBB CO COM 110122108 6,408,032 99,829,131 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 88,593,134 2,263,256 8,972,741
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 316 105,048 SH   DFND 5,8,10,12,19,20 105,048 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 110,929 2,570,768 SH   DFND 1,2,5,8,10,12,20 2,404,010 144,709 22,049
BRIXMOR PPTY GROUP INC COM 11120U105 317,743 14,703,495 SH   DFND 2,5,6,8,10,11,13,19,20 13,937,095 76,350 690,050
ADESTO TECHNOLOGIES CORP COM 00687D101 3,975 467,650 SH   DFND 2,20 398,737 0 68,913
BROADCOM INC 8% CNV PFD SER A 11135F200 114,468 98,000 SH   DFND 2 98,000 0 0
BROADCOM INC COM 11135F101 5,165,246 16,344,681 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,657,136 210,761 1,476,784
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 627,069 5,054,211 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,453,187 120,933 480,091
BROOKDALE SR LIVING INC COM 112463104 30,949 4,257,022 SH   DFND 2,5,8,12,20 3,688,886 6,396 561,740
BROOKFIELD PROPERTY REIT INC CL A 11282X103 26,952 1,461,209 SH   DFND 2,5,8,10,20 1,335,843 17,990 107,376
BROOKLINE BANCORP INC DEL COM 11373M107 43,491 2,642,203 SH   DFND 2,5,8,20 2,402,407 0 239,796
BROOKS AUTOMATION INC COM 114340102 85,738 2,043,326 SH   DFND 2,5,8,20 1,825,293 459 217,574
BROWN & BROWN INC COM 115236101 423,448 10,725,629 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,443,675 3,530 278,424
BROWN FORMAN CORP CL A 115637100 10,093 160,336 SH   DFND 2,20 136,710 0 23,626
BROWN FORMAN CORP CL B 115637209 747,519 11,030,422 SH   DFND 2,5,6,8,10,12,13,19,20 9,931,120 301,622 797,680
ADIENT PLC ORD SHS G0084W101 61,802 2,908,338 SH   DFND 2,5,6,8,11,12,13,20 2,780,693 974 126,671
BRP GROUP INC COM CL A 05589G102 2,480 154,497 SH   DFND 2,20 154,497 0 0
BRT APARTMENTS CORP COM 055645303 3,394 197,462 SH   DFND 2,20 169,796 0 27,666
BRUKER CORP COM 116794108 74,332 1,458,346 SH   DFND 2,5,8,13,19,20 1,320,860 2,792 134,694
BRUNSWICK CORP COM 117043109 117,053 1,951,528 SH   DFND 2,5,6,8,11,13,19,20 1,848,853 1,857 100,818
BRYN MAWR BK CORP COM 117665109 18,150 440,100 SH   DFND 2,5,8,20 380,525 497 59,078
BUCKLE INC COM 118440106 29,885 1,105,221 SH   DFND 2,5,8,20 1,018,585 956 85,680
BUILD A BEAR WORKSHOP COM 120076104 41 12,665 SH   DFND 20 12,665 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 60,741 2,390,436 SH   DFND 2,5,8,20 2,035,226 0 355,210
BUNGE LIMITED COM G16962105 275,029 4,778,960 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,930,668 104,504 743,788
BURLINGTON STORES INC COM 122017106 322,181 1,412,887 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,204,094 45,459 163,334
ADMA BIOLOGICS INC COM 000899104 3,373 843,366 SH   DFND 2,13,20 713,778 0 129,588
BUSINESS FIRST BANCSHARES IN COM 12326C105 5,086 204,008 SH   DFND 2,5,20 168,471 0 35,537
BWX TECHNOLOGIES INC COM 05605H100 149,191 2,403,205 SH   DFND 2,5,8,13,19,20 2,292,712 1,259 109,234
BYLINE BANCORP INC COM 124411109 8,731 445,458 SH   DFND 2,5,20 371,934 0 73,524
C & F FINL CORP COM 12466Q104 3,093 55,511 SH   DFND 2,20 46,949 0 8,562
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 681,303 8,712,314 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,719,221 175,268 817,825
CABALETTA BIO INC COM 12674W109 633 45,314 SH   DFND 2,20 45,314 0 0
CABLE ONE INC COM 12685J105 177,756 119,422 SH   DFND 2,5,6,8,11,13,19,20 113,751 65 5,606
CABOT CORP COM 127055101 69,418 1,460,816 SH   DFND 2,5,6,11,13,20 1,390,850 863 69,103
CABOT MICROELECTRONICS CORP COM 12709P103 130,706 902,965 SH   DFND 2,5,6,8,11,20 812,931 452 89,582
CABOT OIL & GAS CORP COM 127097103 415,912 23,889,239 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,271,160 277,990 2,340,089
ADOBE INC COM 00724F101 6,567,161 19,911,953 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,576,787 490,108 1,845,058
CACI INTL INC CL A 127190304 153,540 614,185 SH   DFND 2,5,6,8,11,13,19,20 592,952 310 20,923
CACTUS INC CL A 127203107 38,982 1,135,837 SH   DFND 2,5,8,20 991,958 0 143,879
CADENCE BANCORPORATION CL A 12739A100 124,714 6,878,891 SH   DFND 2,5,8,20 6,496,141 0 382,750
CADENCE DESIGN SYSTEM INC COM 127387108 857,060 12,356,685 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,755,294 405,976 1,195,415
CADIZ INC COM NEW 127537207 4,070 369,285 SH   DFND 2,5,20 322,939 0 46,346
CAESARS ENTMT CORP COM 127686103 175,409 12,897,739 SH   DFND 2,5,6,8,13,20 12,210,234 7,800 679,705
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 67,440 34,863,020 SH   DFND 2,5 34,863,020 0 0
CAESARSTONE LTD ORD SHS M20598104 7,316 485,451 SH   DFND 2,5,8,20 421,374 0 64,077
CAI INTERNATIONAL INC COM 12477X106 12,906 445,338 SH   DFND 2,5,8,20 394,368 0 50,970
CAL MAINE FOODS INC COM NEW 128030202 79,083 1,849,898 SH   DFND 2,5,8,19,20 1,747,936 700 101,262
ADT INC COM 00090Q103 11,689 1,467,502 SH   DFND 2,5,8,20 1,360,202 0 107,300
CALAMP CORP COM 128126109 10,236 1,068,488 SH   DFND 2,5,8,20 969,241 400 98,847
CALAVO GROWERS INC COM 128246105 43,298 477,951 SH   DFND 2,5,8,20 426,460 0 51,491
CALERES INC COM 129500104 32,788 1,376,475 SH   DFND 2,5,8,20 1,250,082 1,545 124,848
CALIFORNIA RES CORP COM NEW 13057Q206 39,258 4,347,487 SH   DFND 2,5,13,20 4,202,950 1,320 143,217
CALIFORNIA WTR SVC GROUP COM 130788102 202,256 3,922,734 SH   DFND 2,5,8,13,19,20 3,769,507 600 152,627
CALITHERA BIOSCIENCES INC COM 13089P101 4,854 850,076 SH   DFND 2,5,20 690,578 0 159,498
CALIX INC COM 13100M509 7,085 885,652 SH   DFND 2,5,20 723,311 0 162,341
CALLAWAY GOLF CO COM 131193104 56,351 2,658,057 SH   DFND 2,5,8,20 2,363,927 1,582 292,548
CALLON PETE CO DEL COM 13123X102 123,512 25,571,822 SH   DFND 2,5,20 24,440,306 6,984 1,124,532
CALYXT INC COM 13173L107 1,055 150,450 SH   DFND 2,5,20 136,606 0 13,844
2U INC COM 90214J101 20,562 857,102 SH   DFND 2,5,8,13,20 786,186 500 70,416
ADTALEM GLOBAL ED INC COM 00737L103 59,758 1,708,833 SH   DFND 2,5,6,8,11,19,20 1,536,797 394 171,642
CAMBIUM NETWORKS CORP SHS G17766109 331 37,864 SH   DFND 2,20 37,864 0 0
CAMBRIDGE BANCORP COM 132152109 6,051 75,502 SH   DFND 2,5,20 63,190 0 12,312
CAMDEN NATL CORP COM 133034108 14,742 320,064 SH   DFND 2,5,8,20 275,697 0 44,367
CAMDEN PPTY TR SH BEN INT 133131102 597,299 5,585,384 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,138,206 101,148 346,030
CAMECO CORP COM 13321L108 169 19,005 SH   DFND 8 19,005 0 0
CAMPBELL SOUP CO COM 134429109 459,096 9,289,679 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,377,765 118,372 793,542
CAMPING WORLD HLDGS INC CL A 13462K109 9,824 666,496 SH   DFND 2,5,8,20 571,160 0 95,336
CAMTEK LTD ORD M20791105 174 16,039 SH   DFND 2 16,039 0 0
CANADIAN NATL RY CO COM 136375102 11,122 122,958 SH   DFND 20 678 0 122,280
CANADIAN PAC RY LTD COM 13645T100 18,507 72,410 SH   DFND 8,20 3,229 0 69,181
ADTRAN INC COM 00738A106 14,668 1,483,161 SH   DFND 2,5,8,20 1,344,846 1,818 136,497
CANADIAN SOLAR INC COM 136635109 1,516 68,596 SH   DFND 2,5,20 68,596 0 0
CANNAE HLDGS INC COM 13765N107 54,185 1,456,989 SH   DFND 2,5,8,19,20 1,247,015 1,892 208,082
CANON INC SPONSORED ADR 138006309 576 21,050 SH   DFND 1,20 21,050 0 0
CANTEL MEDICAL CORP COM 138098108 72,638 1,024,517 SH   DFND 2,5,6,8,11,13,19,20 975,720 500 48,297
CAPITAL BANCORP INC MD COM 139737100 1,879 126,200 SH   DFND 2,20 91,272 0 34,928
CAPITAL CITY BK GROUP INC COM 139674105 8,691 284,935 SH   DFND 2,5,20 238,829 0 46,106
CAPITAL ONE FINL CORP COM 14040H105 2,172,940 21,114,958 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,741,442 386,843 1,986,673
CAPITAL SR LIVING CORP COM 140475104 189 61,026 SH   DFND 2,20 61,026 0 0
CAPITOL FED FINL INC COM 14057J101 43,466 3,165,734 SH   DFND 2,5,6,8,12,19,20 2,751,959 0 413,775
CAPRI HOLDINGS LIMITED SHS G1890L107 262,366 6,877,228 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,877,228 0 0
ADURO BIOTECH INC COM 00739L101 1,416 1,199,939 SH   DFND 2,5,20 994,940 0 204,999
CAPSTAR FINL HLDGS INC COM 14070T102 4,207 252,700 SH   DFND 2,13,20 213,062 0 39,638
CAPSTEAD MTG CORP COM NO PAR 14067E506 26,331 3,262,888 SH   DFND 2,5,6,8,13,20 2,971,691 4,493 286,704
CARA THERAPEUTICS INC COM 140755109 16,105 999,682 SH   DFND 2,5,8,20 886,666 0 113,016
CARDINAL HEALTH INC COM 14149Y108 1,102,158 21,587,288 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,640,362 318,129 1,628,797
CARDIOVASCULAR SYS INC DEL COM 141619106 58,332 1,200,486 SH   DFND 2,5,8,20 1,093,682 800 106,004
CARDLYTICS INC COM 14161W105 18,916 300,927 SH   DFND 2,5,8,20 269,752 0 31,175
CARDTRONICS PLC SHS CL A G1991C105 49,717 1,113,485 SH   DFND 2,5,8,20 993,949 1,200 118,336
CARE COM INC COM 141633107 10,095 671,686 SH   DFND 2,5,8,20 613,209 0 58,477
CAREDX INC COM 14167L103 55,324 2,564,843 SH   DFND 2,5,8,20 2,440,461 0 124,382
CAREER EDUCATION CORP COM 141665109 38,075 2,070,393 SH   DFND 2,5,8,20 1,856,572 0 213,821
ADVANCE AUTO PARTS INC COM 00751Y106 523,866 3,269,674 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,700,098 74,738 494,838
CARETRUST REIT INC COM 14174T107 76,747 3,680,066 SH   DFND 2,5,8,10,20 3,279,788 23,820 376,458
CARGURUS INC COM CL A 141788109 54,783 1,557,206 SH   DFND 2,5,8,19,20 1,340,861 0 216,345
CARLISLE COS INC COM 142339100 344,991 2,131,680 SH   DFND 2,5,6,8,11,13,19,20 2,059,107 647 71,926
CARMAX INC COM 143130102 608,013 6,935,248 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,248,296 89,828 597,124
CARNIVAL CORP UNIT 99/99/9999 143658300 912,268 17,947,440 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,244,036 272,257 1,431,147
CARNIVAL PLC ADR 14365C103 938 19,499 SH   DFND 1,20 19,499 0 0
CAROLINA FINL CORP NEW COM 143873107 20,786 479,737 SH   DFND 2,5,8,20 415,976 0 63,761
CARPENTER TECHNOLOGY CORP COM 144285103 99,051 1,989,775 SH   DFND 2,5,6,8,10,11,19,20 1,839,685 314 149,776
CARRIAGE SVCS INC COM 143905107 9,766 381,472 SH   DFND 2,5,8,20 331,230 0 50,242
CARROLS RESTAURANT GROUP INC COM 14574X104 5,110 724,865 SH   DFND 2,5,8,20 628,801 0 96,064
ADVANCED DISP SVCS INC DEL COM 00790X101 49,771 1,514,167 SH   DFND 2,5,8,19,20 1,287,536 0 226,631
CARS COM INC COM 14575E105 19,522 1,597,538 SH   DFND 2,5,8,12,13,20 1,384,398 1,676 211,464
CARTER BK & TR MARTINSVILLE COM 146102108 10,748 453,124 SH   DFND 2,5,8,20 453,124 0 0
CARTERS INC COM 146229109 121,654 1,112,617 SH   DFND 2,5,6,8,11,13,19,20 1,058,453 675 53,489
CARVANA CO CL A 146869102 57,803 627,953 SH   DFND 2,5,8,13,19,20 591,309 0 36,644
CASA SYS INC COM 14713L102 2,732 667,997 SH   DFND 2,5,8,20 577,329 0 90,668
CASELLA WASTE SYS INC CL A 147448104 43,114 936,654 SH   DFND 2,5,8,20 800,721 0 135,933
CASEYS GEN STORES INC COM 147528103 148,397 933,371 SH   DFND 2,5,6,8,11,12,13,20 888,984 439 43,948
CASI PHARMACEUTICALS INC COM 14757U109 2,940 951,326 SH   DFND 2,5,20 813,573 0 137,753
CASS INFORMATION SYS INC COM 14808P109 18,205 315,296 SH   DFND 2,5,8,20 270,486 0 44,810
CASTLE BIOSCIENCES INC COM 14843C105 1,757 51,113 SH   DFND 2,20 51,113 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 33,980 874,878 SH   DFND 2,5,8,20 748,644 0 126,234
CASTLIGHT HEALTH INC CL B 14862Q100 2,435 1,830,678 SH   DFND 2,5,20 1,573,283 0 257,395
CATALENT INC COM 148806102 197,232 3,503,227 SH   DFND 2,5,6,8,11,12,13,20 3,322,857 2,400 177,970
CATALYST PHARMACEUTICALS INC COM 14888U101 27,819 7,418,295 SH   DFND 2,5,8,20 7,130,804 0 287,491
CATASYS INC COM PAR 149049504 1,983 121,587 SH   DFND 2,20 121,587 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 11,845 1,032,660 SH   DFND 2,5,8,20 870,727 0 161,933
CATERPILLAR INC DEL COM 149123101 6,613,456 44,782,340 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 21,940,411 393,980 22,447,949
CATHAY GEN BANCORP COM 149150104 107,453 2,824,003 SH   DFND 2,5,6,8,11,20 2,590,558 454 232,991
CATO CORP NEW CL A 149205106 15,963 901,313 SH   DFND 2,5,8,20 827,285 1,391 72,637
CAVCO INDS INC DEL COM 149568107 52,752 269,999 SH   DFND 2,5,8,20 243,358 31 26,610
CBDMD INC COM 12482W101 361 159,899 SH   DFND 2,20 159,899 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 3,517 334,916 SH   DFND 2,5,20 288,425 0 46,491
CBIZ INC COM 124805102 30,887 1,145,673 SH   DFND 2,5,8,20 988,558 0 157,115
CBL & ASSOC PPTYS INC COM 124830100 7,590 7,228,441 SH   DFND 2,5,8,13,20 6,665,592 0 562,849
CBOE GLOBAL MARKETS INC COM 12503M108 584,395 4,869,958 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,430,186 59,424 380,348
CBRE GROUP INC CL A 12504L109 898,507 14,659,927 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,719,639 534,768 1,405,520
CBTX INC COM 12481V104 12,397 397,073 SH   DFND 2,5,8,20 341,916 0 55,157
CDK GLOBAL INC COM 12508E101 346,129 6,330,080 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,824,535 86,016 419,529
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,404 16,648 SH   DFND 20 2,248 538 13,862
CDW CORP COM 12514G108 870,939 6,097,304 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,675,719 100,244 321,341
CECO ENVIRONMENTAL CORP COM 125141101 4,402 574,690 SH   DFND 2,5,20 479,434 0 95,256
CEDAR REALTY TRUST INC COM NEW 150602209 8,520 2,888,169 SH   DFND 2,5,8,20 2,553,194 6,921 328,054
ADVANCED ENERGY INDS COM 007973100 77,494 1,088,404 SH   DFND 2,5,8,20 969,238 200 118,966
CEL SCI CORP COM PAR NEW 150837607 4,818 526,543 SH   DFND 2,5,20 526,543 0 0
CELANESE CORP DEL COM 150870103 700,058 5,685,983 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,732,262 367,238 586,483
CELCUITY INC COM 15102K100 915 85,974 SH   DFND 2,20 73,368 0 12,606
CELLCOM ISRAEL LTD SHS M2196U109 107 34,102 SH   DFND 20 34,102 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 3,718 228,966 SH   DFND 2,20 189,690 0 39,276
CELSIUS HOLDINGS INC COM NEW 15118V207 1,834 379,758 SH   DFND 2,20 314,486 0 65,272
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 1,426 1,408,000 SH   DFND 5 1,408,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 423 111,900 SH   DFND 1,5,13,20 65,805 0 46,095
CENTENE CORP DEL COM 15135B101 1,058,754 16,840,368 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,256,554 201,238 1,382,576
CENTENNIAL RESOURCE DEV INC CL A 15136A102 45,692 9,890,089 SH   DFND 2,5,13,20 9,677,497 700 211,892
ADVANCED MICRO DEVICES INC COM 007903107 2,000,087 43,612,888 SH   DFND 2,5,6,8,10,11,12,13,19,20 39,218,661 517,208 3,877,019
CENTERPOINT ENERGY INC COM 15189T107 781,969 28,675,076 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,745,884 393,773 2,535,419
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 24,835 511,000 SH   DFND 2 511,000 0 0
CENTERSTATE BK CORP COM 15201P109 88,145 3,528,614 SH   DFND 2,5,6,8,20 3,158,643 0 369,971
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4,033 409,547 SH   DFND 2,10,20 298,211 102,836 8,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 5,029 528,246 SH   DFND 2,20 528,246 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 8,457 1,866,837 SH   DFND 2,5,20 1,612,444 0 254,393
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 36,577 1,245,813 SH   DFND 2,5,6,8,20 1,116,080 0 129,733
CENTRAL GARDEN & PET CO COM 153527106 9,987 321,439 SH   DFND 2,5,20 290,976 0 30,463
CENTRAL PAC FINL CORP COM NEW 154760409 29,563 999,417 SH   DFND 2,5,8,20 916,982 0 82,435
CENTRAL PUERTO S A SPONSORED ADR 155038201 1,378 283,516 SH   DFND 5,20 283,516 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 47,628 8,225,000 SH   DFND 2,5 8,225,000 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 4,693 216,572 SH   DFND 2,5,20 183,449 0 33,123
CENTRIC BRANDS INC COM 15644G104 419 192,987 SH   DFND 2,20 192,987 0 0
CENTURY ALUM CO COM 156431108 11,413 1,518,714 SH   DFND 2,5,8,20 1,369,917 2,024 146,773
CENTURY BANCORP INC MASS CL A NON VTG 156432106 5,098 56,674 SH   DFND 2,20 46,241 0 10,433
CENTURY CASINOS INC COM 156492100 4,275 539,726 SH   DFND 2,20 463,867 0 75,859
CENTURY CMNTYS INC COM 156504300 27,310 998,539 SH   DFND 2,5,8,20 917,528 0 81,011
CENTURYLINK INC COM 156700106 797,385 60,362,201 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 44,659,634 492,336 15,210,231
CERAGON NETWORKS LTD ORD M22013102 105 50,115 SH   DFND 2 50,115 0 0
CERECOR INC COM 15671L109 2,116 392,645 SH   DFND 2,20 392,645 0 0
CERENCE INC COM 156727109 12,264 541,921 SH   DFND 2,5,8,12,13,20 541,921 0 0
3-D SYS CORP DEL COM NEW 88554D205 30,045 3,433,667 SH   DFND 2,5,8,20 3,075,169 3,366 355,132
ADVANSIX INC COM 00773T101 17,731 888,316 SH   DFND 1,2,5,8,13,20 794,005 1,353 92,958
CERIDIAN HCM HLDG INC COM 15677J108 144,253 2,125,114 SH   DFND 2,5,6,8,11,13,19,20 2,030,327 0 94,787
CERNER CORP COM 156782104 1,060,969 14,421,703 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,449,767 435,284 1,536,652
CERUS CORP COM 157085101 16,915 4,008,223 SH   DFND 2,5,8,20 3,585,474 0 422,749
CEVA INC COM 157210105 19,834 735,682 SH   DFND 2,5,8,20 670,640 1,237 63,805
CF INDS HLDGS INC COM 125269100 524,673 10,990,225 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,763,603 143,058 1,083,564
CHANGE HEALTHCARE INC COM 15912K100 10,094 615,872 SH   DFND 2,5,8,20 615,872 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,000 204,274 SH   DFND 1,2,5,13,20 185,874 0 18,400
CHANNELADVISOR CORP COM 159179100 4,652 514,568 SH   DFND 2,5,8,20 442,858 0 71,710
CHAPARRAL ENERGY INC COM CL A 15942R208 1,059 601,589 SH   DFND 2,20 601,589 0 0
CHARAH SOLUTIONS INC COM 15957P105 237 97,251 SH   DFND 2,20 86,266 0 10,985
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 35,974 3,122,773 SH   DFND 2,5,8,20 2,970,236 0 152,537
CHARLES RIV LABS INTL INC COM 159864107 170,669 1,117,236 SH   DFND 2,5,6,8,11,13,20 1,054,725 826 61,685
CHART INDS INC COM PAR $0.01 16115Q308 69,965 1,036,679 SH   DFND 2,5,8,20 926,888 1,146 108,645
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,436,107 7,083,588 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,034,085 80,716 968,787
CHASE CORP COM 16150R104 19,252 162,495 SH   DFND 2,5,8,20 141,180 0 21,315
CHATHAM LODGING TR COM 16208T102 46,439 2,517,035 SH   DFND 2,5,8,10,20 2,316,856 10,674 189,505
CHECK POINT SOFTWARE TECH LT ORD M22465104 286,690 2,583,721 SH   DFND 2,5,6,8,10,12,13,19,20 2,175,564 133,654 274,503
CHECKPOINT THERAPEUTICS INC COM 162828107 842 489,406 SH   DFND 2,20 489,406 0 0
CHEESECAKE FACTORY INC COM 163072101 54,989 1,415,050 SH   DFND 2,5,6,8,11,20 1,286,571 294 128,185
CHEETAH MOBILE INC ADR 163075104 620 170,698 SH   DFND 2,5,20 170,698 0 0
CHEFS WHSE INC COM 163086101 28,481 747,324 SH   DFND 2,5,8,20 669,903 0 77,421
AECOM COM 00766T100 171,195 3,969,274 SH   DFND 2,5,6,8,11,12,13,20 3,791,774 1,595 175,905
CHEGG INC COM 163092109 90,407 2,384,785 SH   DFND 2,5,8,13,19,20 2,032,805 1,200 350,780
CHEMED CORP NEW COM 16359R103 175,303 399,086 SH   DFND 2,5,6,8,11,13,19,20 378,754 247 20,085
CHEMOCENTRYX INC COM 16383L106 41,552 1,050,619 SH   DFND 2,5,8,20 934,273 0 116,346
CHEMOURS CO COM 163851108 71,612 3,958,631 SH   DFND 2,5,6,8,11,12,13,20 3,765,209 2,143 191,279
CHEMUNG FINL CORP COM 164024101 2,468 57,731 SH   DFND 2,20 48,057 0 9,674
CHENIERE ENERGY INC COM NEW 16411R208 329,564 5,396,500 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,627,783 112,677 656,040
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 15,420 19,400,000 SH   DFND 2,5 19,400,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 7,790 519,669 SH   DFND 2,5,20 470,080 0 49,589
CHESAPEAKE ENERGY CORP COM 165167107 86,483 104,751,590 SH   DFND 2,5,6,11,12,13,20 103,409,405 20,146 1,322,039
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 17,569 34,200,000 SH   DFND 2,5 34,200,000 0 0
AEGION CORP COM 00770F104 21,376 955,553 SH   DFND 2,5,8,20 859,335 1,063 95,155
CHESAPEAKE UTILS CORP COM 165303108 34,912 362,802 SH   DFND 2,5,8,19,20 312,472 36 50,294
CHEVRON CORP NEW COM 166764100 13,755,136 114,141,035 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 87,075,704 15,460,910 11,604,421
CHEWY INC CL A 16679L109 5,110 176,196 SH   DFND 2,19,20 176,196 0 0
CHIASMA INC COM 16706W102 2,969 598,524 SH   DFND 2,20 598,524 0 0
CHICOS FAS INC COM 168615102 18,069 4,742,645 SH   DFND 2,5,8,12,20 4,343,114 6,009 393,522
CHILDRENS PL INC COM 168905107 33,494 535,734 SH   DFND 2,5,8,20 486,441 137 49,156
CHIMERA INVT CORP COM NEW 16934Q208 69,055 3,279,014 SH   DFND 2,5,6,8,13,19,20 3,040,052 3,113 235,849
CHIMERIX INC COM 16934W106 2,480 1,221,900 SH   DFND 2,5,20 1,095,580 0 126,320
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 6,700 57,566 SH   DFND 2,5,13,19,20 56,866 0 700
CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 414 113,692 SH   DFND 2,20 113,692 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 3,551 464,799 SH   DFND 2,20 389,531 0 75,268
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3,111 73,594 SH   DFND 2,12,20 73,594 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 2,878 47,848 SH   DFND 5,20 46,148 0 1,700
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1,406 34,144 SH   DFND 1,5,20 31,744 0 2,400
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 239 25,519 SH   DFND 1 25,519 0 0
CHINA YUCHAI INTL LTD COM G21082105 704 52,818 SH   DFND 2,5,20 52,818 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 931,686 1,112,979 SH   DFND 2,5,6,8,10,11,12,13,19,20 982,112 17,895 112,972
CHOICE HOTELS INTL INC COM 169905106 82,686 797,666 SH   DFND 2,5,6,8,11,19,20 754,969 274 42,423
CHROMADEX CORP COM NEW 171077407 2,941 682,298 SH   DFND 2,20 572,058 0 110,240
CHUBB LIMITED COM H1467J104 3,330,350 21,292,368 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,243,107 309,107 1,740,154
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 9,244 250,522 SH   DFND 2,5,13,20 224,863 0 25,659
AEGON N V NY REGISTRY SHS 007924103 58 12,889 SH   DFND 2,20 12,889 0 0
CHURCH & DWIGHT INC COM 171340102 923,729 13,132,340 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,931,589 272,636 928,115
CHURCHILL DOWNS INC COM 171484108 152,366 1,105,785 SH   DFND 2,5,6,8,13,20 995,833 501 109,451
CHUYS HLDGS INC COM 171604101 12,053 465,024 SH   DFND 2,5,8,20 413,201 0 51,823
CIENA CORP COM NEW 171779309 157,404 3,687,133 SH   DFND 2,5,6,8,11,13,19,20 3,549,513 3,103 134,517
CIGNA CORP NEW COM 125523100 3,344,347 16,354,573 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,548,760 252,921 1,552,892
CIM COML TR CORP COM NEW 125525584 305 21,010 SH   DFND 2,20 21,010 0 0
CIMAREX ENERGY CO COM 171798101 290,597 5,536,236 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,891,463 1,494 643,279
CIMPRESS PLC SHS EURO G2143T103 51,877 412,478 SH   DFND 2,5,8,13,19,20 412,478 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 14,829 1,416,356 SH   DFND 2,5,20 1,253,139 0 163,217
CINCINNATI FINL CORP COM 172062101 897,503 8,490,621 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,814,328 113,623 562,670
AEMETIS INC COM NEW 00770K202 72 86,900 SH   DFND 20 86,900 0 0
CINEMARK HOLDINGS INC COM 17243V102 90,831 2,683,337 SH   DFND 2,5,6,8,11,12,13,20 2,548,886 2,500 131,951
CINTAS CORP COM 172908105 1,039,729 3,864,015 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,428,476 86,745 348,794
CIRCOR INTL INC COM 17273K109 25,301 547,157 SH   DFND 2,5,8,20 487,111 409 59,637
CIRRUS LOGIC INC COM 172755100 169,243 2,053,671 SH   DFND 2,5,6,8,10,11,13,19,20 1,871,829 1,124 180,718
CISCO SYS INC COM 17275R102 8,994,671 187,545,264 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 160,416,558 4,843,879 22,284,827
CISION LTD SHS G1992S109 20,224 2,028,500 SH   DFND 2,5,8,20 1,752,470 0 276,030
CIT GROUP INC COM NEW 125581801 131,200 2,875,304 SH   DFND 2,5,8,12,13,19,20 2,745,545 1,388 128,371
CITI TRENDS INC COM 17306X102 6,105 264,063 SH   DFND 2,5,20 225,557 0 38,506
CITIGROUP INC COM NEW 172967424 7,801,190 97,649,139 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 87,043,850 1,584,795 9,020,494
CITIZENS & NORTHN CORP COM 172922106 6,765 239,474 SH   DFND 2,5,20 207,697 0 31,777
AERCAP HOLDINGS NV SHS N00985106 223,561 3,636,910 SH   DFND 2,5,6,8,10,12,13,19,20 2,546,004 279,893 811,013
CITIZENS CMNTY BANCORP INC M COM 174903104 305 24,980 SH   DFND 20 923 0 24,057
CITIZENS FINL GROUP INC COM 174610105 881,872 21,715,647 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,657,249 310,976 1,747,422
CITIZENS INC CL A 174740100 7,090 1,050,427 SH   DFND 2,5,8,20 900,614 800 149,013
CITRIX SYS INC COM 177376100 649,327 5,855,070 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,220,505 94,978 539,587
CITY HLDG CO COM 177835105 45,387 553,832 SH   DFND 2,5,8,20 504,870 0 48,962
CITY OFFICE REIT INC COM 178587101 17,326 1,281,513 SH   DFND 2,5,8,20 1,144,263 0 137,250
CIVEO CORP CDA COM 17878Y108 317 245,599 SH   DFND 2,20 245,599 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 6,672 278,018 SH   DFND 2,5,20 230,628 0 47,390
CLARIVATE ANALYTICS PLC COM G21810109 2,629 156,513 SH   DFND 2 156,513 0 0
CLARUS CORP NEW COM 18270P109 5,255 387,550 SH   DFND 2,5,20 334,831 0 52,719
AERIE PHARMACEUTICALS INC COM 00771V108 29,294 1,211,983 SH   DFND 2,5,8,20 1,072,737 0 139,246
CLEAN ENERGY FUELS CORP COM 184499101 6,161 2,632,800 SH   DFND 2,5,8,20 2,244,253 0 388,547
CLEAN HARBORS INC COM 184496107 105,540 1,230,783 SH   DFND 2,5,6,8,11,13,20 1,170,302 746 59,735
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 5,508 1,925,989 SH   DFND 2,5,8,20 1,925,989 0 0
CLEARFIELD INC COM 18482P103 2,606 186,922 SH   DFND 2,20 152,649 0 34,273
CLEARSIDE BIOMEDICAL INC COM 185063104 156 53,700 SH   DFND 20 53,700 0 0
CLEARWATER PAPER CORP COM 18538R103 10,489 491,043 SH   DFND 2,5,8,20 440,267 998 49,778
CLEARWAY ENERGY INC CL A 18539C105 16,388 857,094 SH   DFND 2,5,20 751,788 0 105,306
CLEARWAY ENERGY INC CL C 18539C204 29,553 1,481,365 SH   DFND 2,5,20 1,266,086 0 215,279
CLEVELAND CLIFFS INC COM 185899101 92,583 11,021,816 SH   DFND 2,5,8,20 10,207,584 5,829 808,403
CLIPPER RLTY INC COM 18885T306 2,903 273,888 SH   DFND 2,20 237,985 0 35,903
AEROJET ROCKETDYNE HLDGS INC COM 007800105 170,474 3,733,549 SH   DFND 2,5,8,13,20 3,508,623 2,255 222,671
CLOROX CO DEL COM 189054109 1,297,362 8,449,667 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,991,080 98,100 1,360,487
CLOUDERA INC COM 18914U100 59,583 5,123,232 SH   DFND 2,5,8,20 4,405,294 0 717,938
CLOUDFLARE INC CL A COM 18915M107 258 15,100 SH   DFND 20 15,100 0 0
CLOVIS ONCOLOGY INC COM 189464100 38,171 3,661,449 SH   DFND 2,5,13,20 3,511,839 0 149,610
CME GROUP INC COM 12572Q105 3,342,845 16,449,910 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,854,112 238,469 1,357,329
CMS ENERGY CORP COM 125896100 979,666 15,589,843 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,392,113 184,381 1,013,349
CNA FINL CORP COM 126117100 23,157 516,776 SH   DFND 2,5,10,12,13,19,20 492,695 0 24,081
CNB FINL CORP PA COM 126128107 9,281 283,995 SH   DFND 2,5,8,20 243,138 0 40,857
CNH INDL N V SHS N20944109 1,051 95,578 SH   DFND 20 95,578 0 0
CNO FINL GROUP INC COM 12621E103 101,298 5,587,292 SH   DFND 2,5,6,8,11,12,13,20 5,103,600 3,624 480,068
360 FINANCE INC ADS 88557W101 871 89,194 SH   DFND 2,5,20 89,194 0 0
AEROVIRONMENT INC COM 008073108 74,427 1,205,491 SH   DFND 2,5,8,20 1,132,831 0 72,660
CNOOC LTD SPONSORED ADR 126132109 1,467 8,800 SH   DFND 12,20 8,800 0 0
CNX RESOURCES CORPORATION COM 12653C108 97,900 11,062,141 SH   DFND 2,5,6,11,12,13,20 10,828,276 2,045 231,820
COASTAL FINL CORP WA COM NEW 19046P209 1,810 109,883 SH   DFND 2,20 79,408 0 30,475
COCA COLA CO COM 191216100 10,047,159 181,520,485 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 158,748,843 2,393,697 20,377,945
COCA COLA CONSOLIDATED INC COM 191098102 38,920 137,017 SH   DFND 2,5,8,20 122,554 0 14,463
COCA COLA EUROPEAN PARTNERS SHS G25839104 259,344 5,097,175 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,865,490 54,122 1,177,563
CODA OCTOPUS GROUP INC COM NEW 19188U206 615 73,446 SH   DFND 2,20 73,446 0 0
CODEXIS INC COM 192005106 17,708 1,107,453 SH   DFND 2,5,8,20 949,265 0 158,188
CODORUS VY BANCORP INC COM 192025104 4,105 178,231 SH   DFND 2,5,20 155,086 0 23,145
COEUR MNG INC COM NEW 192108504 68,884 8,525,309 SH   DFND 2,5,6,8,20 7,814,416 3,121 707,772
AES CORP COM 00130H105 686,639 34,504,491 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,429,066 451,547 3,623,878
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 81,954 1,245,305 SH   DFND 2,5,8,20 1,117,264 252 127,789
COGNEX CORP COM 192422103 297,208 5,303,490 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,699,499 176,543 427,448
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,438,259 23,190,247 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,538,249 550,988 2,101,010
COHEN & STEERS INC COM 19247A100 31,749 505,876 SH   DFND 2,5,8,20 435,114 0 70,762
COHERENT INC COM 192479103 94,341 567,125 SH   DFND 2,5,6,8,11,13,19,20 537,836 200 29,089
COHERUS BIOSCIENCES INC COM 19249H103 62,774 3,486,477 SH   DFND 2,5,8,20 3,300,432 0 186,045
COHU INC COM 192576106 30,697 1,339,963 SH   DFND 2,5,8,20 1,220,726 577 118,660
COLFAX CORP COM 194014106 74,817 2,056,530 SH   DFND 2,5,6,8,11,13,20 1,952,362 700 103,468
COLFAX CORP UNIT 01/15/2022T 194014205 18,925 119,500 SH   DFND 2 119,500 0 0
COLGATE PALMOLIVE CO COM 194162103 3,872,213 56,249,456 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 38,542,722 14,202,316 3,504,418
AEVI GENOMIC MEDICINE INC COM 00835P105 3 17,213 SH   DFND 20 17,213 0 0
COLLECTORS UNIVERSE INC COM NEW 19421R200 3,452 149,744 SH   DFND 2,20 149,744 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 14,924 725,163 SH   DFND 2,5,8,20 624,825 0 100,338
COLONY BANKCORP INC COM 19623P101 1,510 91,514 SH   DFND 2,20 91,514 0 0
COLONY CAP INC NEW CL A COM 19626G108 58,703 12,079,915 SH   DFND 2,5,8,10,13,20 10,937,639 129,608 1,012,668
COLONY CAP INC NEW NOTE 3.875% 1/1 19624RAB2 12,952 12,900,000 SH   DFND 2,5 12,900,000 0 0
COLONY CR REAL ESTATE INC COM CL A 19625T101 23,055 1,738,724 SH   DFND 2,5,8,20 1,487,333 0 251,391
COLUMBIA BKG SYS INC COM 197236102 106,819 2,625,512 SH   DFND 2,5,8,20 2,405,086 1,262 219,164
COLUMBIA FINL INC COM 197641103 19,169 1,131,560 SH   DFND 2,5,6,8,20 977,913 0 153,647
COLUMBIA PPTY TR INC COM NEW 198287203 85,481 4,044,147 SH   DFND 2,5,8,10,12,13,20 3,764,282 31,911 247,954
COLUMBIA SPORTSWEAR CO COM 198516106 70,242 701,089 SH   DFND 2,5,6,8,11,19,20 662,440 788 37,861
AFFILIATED MANAGERS GROUP IN COM 008252108 142,936 1,686,764 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,656,228 688 29,848
COLUMBUS MCKINNON CORP N Y COM 199333105 18,790 469,406 SH   DFND 2,5,8,20 395,927 612 72,867
COMCAST CORP NEW CL A 20030N101 7,829,745 174,110,405 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 153,577,937 3,290,541 17,241,927
COMERICA INC COM 200340107 557,121 7,692,097 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,012,530 103,220 576,347
COMFORT SYS USA INC COM 199908104 53,149 1,066,178 SH   DFND 2,5,8,20 950,931 0 115,247
COMMERCE BANCSHARES INC COM 200525103 387,292 5,700,496 SH   DFND 2,5,6,8,11,12,13,19,20 5,573,740 1,136 125,620
COMMERCIAL METALS CO COM 201723103 112,429 5,048,459 SH   DFND 2,5,6,8,11,12,20 4,682,742 768 364,949
COMMERCIAL VEH GROUP INC COM 202608105 4,112 647,546 SH   DFND 2,5,20 566,833 0 80,713
COMMSCOPE HLDG CO INC COM 20337X109 37,859 2,667,976 SH   DFND 2,5,8,12,13,20 2,453,630 2,100 212,246
COMMUNITY BANKERS TR CORP COM 203612106 3,021 338,709 SH   DFND 2,20 290,618 0 48,091
COMMUNITY BK SYS INC COM 203607106 283,330 3,971,977 SH   DFND 2,5,8,20 3,816,023 375 155,579
AFFIMED N V COM N01045108 3,052 1,113,817 SH   DFND 2,20 1,113,817 0 0
COMMUNITY FINL CORP MD COM 20368X101 2,501 70,319 SH   DFND 2,20 60,839 0 9,480
COMMUNITY HEALTH SYS INC NEW COM 203668108 8,684 2,994,529 SH   DFND 1,2,5,8,20 2,701,160 3,578 289,791
COMMUNITY HEALTHCARE TR INC COM 20369C106 26,114 609,286 SH   DFND 2,5,8,20 544,175 0 65,111
COMMUNITY TR BANCORP INC COM 204149108 18,356 390,427 SH   DFND 2,5,8,20 341,703 0 48,724
COMMVAULT SYSTEMS INC COM 204166102 58,933 1,320,193 SH   DFND 2,5,6,8,11,13,19,20 1,192,799 486 126,908
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 14,504 663,194 SH   DFND 2,10,13,19,20 581,801 69,914 11,479
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 30,094 1,999,624 SH   DFND 2,5,10,13,19,20 1,777,977 145,846 75,801
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 15,672 4,476,032 SH   DFND 2,10,19,20 4,034,238 385,856 55,938
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 9,288 530,990 SH   DFND 2,5,13,20 403,890 0 127,100
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 9,400 2,724,743 SH   DFND 2,10,19,20 2,445,093 238,450 41,200
AFLAC INC COM 001055102 2,036,589 38,498,841 SH   DFND 2,5,6,8,10,11,12,13,19,20 34,542,591 636,824 3,319,426
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 8,620 450,269 SH   DFND 2,5,8,13,19,20 433,286 0 16,983
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 104,597 6,926,923 SH   DFND 1,2,5,8,10,12,13,19,20 3,426,869 91,900 3,408,154
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1,835 73,832 SH   DFND 2 73,832 0 0
COMPASS MINERALS INTL INC COM 20451N101 111,069 1,822,003 SH   DFND 2,5,6,8,11,20 1,709,874 1,095 111,034
COMPUGEN LTD ORD M25722105 128 21,480 SH   DFND 2 21,480 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 9,567 362,381 SH   DFND 2,5,8,20 323,734 100 38,547
COMPX INTERNATIONAL INC CL A 20563P101 220 15,077 SH   DFND 2,20 12,395 0 2,682
COMSCORE INC COM 20564W105 4,328 876,147 SH   DFND 2,5,20 876,147 0 0
COMSTOCK RES INC COM 205768302 1,859 225,853 SH   DFND 2,20 225,853 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 28,696 808,576 SH   DFND 2,5,8,20 732,286 371 75,919
AG MTG INVT TR INC COM 001228105 15,008 945,416 SH   DFND 2,5,8,20 835,574 500 109,342
CONAGRA BRANDS INC COM 205887102 751,360 21,943,935 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,989,355 253,177 1,701,403
CONATUS PHARMACEUTICALS INC COM 20600T108 7 16,600 SH   DFND 20 16,600 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 3,766 408,256 SH   DFND 2,5,20 341,567 0 66,689
CONCHO RES INC COM 20605P101 890,077 10,164,181 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,373,567 129,160 661,454
CONCRETE PUMPING HLDGS INC COM 206704108 1,337 244,338 SH   DFND 2,20 244,338 0 0
CONDUENT INC COM 206787103 25,834 4,166,704 SH   DFND 1,2,5,8,12,13,20 3,948,026 4,381 214,297
CONFORMIS INC COM 20717E101 2,069 1,379,492 SH   DFND 2,5,20 1,379,492 0 0
CONMED CORP COM 207410101 101,225 903,517 SH   DFND 2,5,8,20 819,502 100 83,915
CONNECTONE BANCORP INC NEW COM 20786W107 19,492 757,840 SH   DFND 2,5,8,20 654,379 0 103,461
CONNS INC COM 208242107 9,563 771,847 SH   DFND 2,5,8,20 712,712 1,000 58,135
AGCO CORP COM 001084102 160,977 2,083,851 SH   DFND 2,5,6,8,11,12,13,19,20 2,002,920 1,513 79,418
CONOCOPHILLIPS COM 20825C104 3,276,662 50,386,930 SH   DFND 2,5,6,8,10,11,12,13,19,20 45,477,478 759,603 4,149,849
CONSOL ENERGY INC NEW COM 20854L108 22,562 1,554,908 SH   DFND 2,5,20 1,481,940 255 72,713
CONSOLIDATED COMM HLDGS INC COM 209034107 9,138 2,355,167 SH   DFND 2,5,8,20 2,143,226 1,045 210,896
CONSOLIDATED EDISON INC COM 209115104 2,038,144 22,528,391 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 20,296,040 264,692 1,967,659
CONSOLIDATED TOMOKA LD CO COM 210226106 6,051 100,315 SH   DFND 2,5,13,20 84,957 0 15,358
CONSOLIDATED WATER CO INC ORD G23773107 3,671 224,029 SH   DFND 2,20 187,660 0 36,369
CONSTELLATION BRANDS INC CL A 21036P108 1,422,550 7,496,968 SH   DFND 2,5,6,8,10,12,13,19,20 6,681,604 84,095 731,269
CONSTELLATION PHARMCETICLS I COM 210373106 12,920 274,244 SH   DFND 2,20 247,153 0 27,091
CONSTELLIUM SE CL A SHS F21107101 12,431 927,664 SH   DFND 2,5,8,12,20 927,664 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 4,440 263,211 SH   DFND 2,8,20 263,211 0 0
AGENUS INC COM NEW 00847G705 15,995 3,929,918 SH   DFND 2,5,8,20 3,627,245 0 302,673
CONTAINER STORE GROUP INC COM 210751103 1,268 300,388 SH   DFND 2,20 253,087 0 47,301
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 66 17,988 SH   DFND 2,20 17,988 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 26,826 736,360 SH   DFND 2,5,8,20 620,606 0 115,754
CONTINENTAL RESOURCES INC COM 212015101 144,519 4,213,390 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,468,424 57,242 687,724
CONTRAFECT CORP COM 212326102 17 27,300 SH   DFND 20 27,300 0 0
CONTURA ENERGY INC COM 21241B100 3,132 346,100 SH   DFND 2,5,8,20 346,100 0 0
COOPER COS INC COM NEW 216648402 679,308 2,114,314 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,873,006 52,299 189,009
COOPER STD HLDGS INC COM 21676P103 17,057 514,389 SH   DFND 2,5,8,20 461,672 0 52,717
COOPER TIRE & RUBR CO COM 216831107 46,704 1,624,491 SH   DFND 2,5,8,20 1,470,270 33 154,188
COPA HOLDINGS SA CL A P31076105 86,652 801,735 SH   DFND 2,5,19,20 770,303 0 31,432
AGEX THERAPEUTICS INC COM 00848H108 478 262,790 SH   DFND 2,5,20 234,038 0 28,752
COPART INC COM 217204106 783,357 8,613,997 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,593,207 315,912 704,878
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 6,124 1,121,673 SH   DFND 2,5,20 961,164 0 160,509
CORCEPT THERAPEUTICS INC COM 218352102 36,633 3,027,521 SH   DFND 2,5,8,20 2,711,237 0 316,284
CORE LABORATORIES N V COM N22717107 28,457 754,656 SH   DFND 2,5,6,8,11,13,19,20 748,265 400 5,991
CORE MARK HOLDING CO INC COM 218681104 39,163 1,440,338 SH   DFND 2,5,8,12,20 1,332,593 1,600 106,145
CORECIVIC INC COM 21871N101 65,636 3,776,506 SH   DFND 2,5,6,8,11,12,13,20 3,453,490 657 322,359
CORELOGIC INC COM 21871D103 85,040 1,945,561 SH   DFND 2,5,6,8,11,13,19,20 1,849,456 1,306 94,799
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 14,279 319,371 SH   DFND 2,5,8,19,20 283,359 0 36,012
COREPOINT LODGING INC COM 21872L104 16,480 1,514,322 SH   DFND 2,5,8,20 1,364,841 0 149,481
CORESITE RLTY CORP COM 21870Q105 105,571 931,350 SH   DFND 2,5,6,8,11,19,20 867,099 500 63,751
3M CO COM 88579Y101 7,465,075 42,314,221 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,344,268 12,256,890 7,713,063
AGILENT TECHNOLOGIES INC COM 00846U101 1,156,165 13,524,209 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,926,829 224,457 1,372,923
CORMEDIX INC COM 21900C308 3,241 445,126 SH   DFND 2,20 445,126 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 7,937 932,694 SH   DFND 2,5,8,20 932,694 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 70,845 1,209,989 SH   DFND 2,5,8,20 1,032,930 1,700 175,359
CORNING INC COM 219350105 1,086,035 37,307,956 SH   DFND 2,5,6,8,10,11,12,13,19,20 33,765,190 563,369 2,979,397
CORPORACION AMER ARPTS S A COM L1995B107 1,669 278,132 SH   DFND 2,5,20 278,132 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 149,430 5,038,891 SH   DFND 2,5,6,8,10,11,13,20 4,772,733 29,195 236,963
CORTEVA INC COM 22052L104 1,307,211 44,222,280 SH   DFND 2,5,6,8,10,11,12,13,19,20 44,222,280 0 0
CORTEXYME INC COM 22053A107 9,877 175,927 SH   DFND 2,20 175,927 0 0
CORVEL CORP COM 221006109 26,497 303,305 SH   DFND 2,5,8,20 274,082 0 29,223
COSAN LTD SHS A G25343107 22,587 988,911 SH   DFND 2,5,12,13,20 988,911 0 0
AGILYSYS INC COM 00847J105 17,472 687,602 SH   DFND 2,5,8,20 625,345 0 62,257
COSTAMARE INC SHS Y1771G102 8,661 908,810 SH   DFND 2,5,20 737,809 0 171,001
COSTAR GROUP INC COM 22160N109 463,633 774,918 SH   DFND 2,5,6,8,10,11,12,13,19,20 673,066 24,240 77,612
COSTCO WHSL CORP NEW COM 22160K105 5,426,041 18,460,945 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,347,649 499,496 1,613,800
COTY INC COM CL A 222070203 182,451 16,217,911 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,686,313 133,176 1,398,422
COUPA SOFTWARE INC COM 22266L106 117,132 800,902 SH   DFND 2,5,8,13,19,20 739,426 1,000 60,476
COUSINS PPTYS INC COM NEW 222795502 288,801 7,009,739 SH   DFND 2,5,6,8,10,11,19,20 7,009,739 0 0
COVANTA HLDG CORP COM 22282E102 38,895 2,577,590 SH   DFND 2,5,8,20 2,216,607 3,914 357,069
COVENANT TRANSN GROUP INC CL A 22284P105 3,324 257,165 SH   DFND 2,5,8,20 217,530 0 39,635
COVETRUS INC COM 22304C100 35,704 2,704,812 SH   DFND 2,5,6,8,13,20 2,704,812 0 0
COVIA HLDGS CORP COM 22305A103 1,486 728,422 SH   DFND 2,5,20 575,993 0 152,429
AGIOS PHARMACEUTICALS INC COM 00847X104 89,999 1,884,786 SH   DFND 2,5,8,13,19,20 1,814,764 1,000 69,022
COWEN INC CL A NEW 223622606 9,796 621,994 SH   DFND 2,5,8,20 527,121 0 94,873
CRA INTL INC COM 12618T105 9,138 167,764 SH   DFND 2,5,20 145,295 0 22,469
CRACKER BARREL OLD CTRY STOR COM 22410J106 117,694 765,536 SH   DFND 2,5,6,8,11,13,19,20 693,631 285 71,620
CRAFT BREW ALLIANCE INC COM 224122101 4,150 251,545 SH   DFND 2,5,13,20 207,792 0 43,753
CRANE CO COM 224399105 103,125 1,193,854 SH   DFND 2,5,6,8,11,13,19,20 1,132,069 622 61,163
CRAWFORD & CO CL A 224633206 2,678 233,482 SH   DFND 2,20 233,482 0 0
CRAWFORD & CO CL B 224633107 256 25,189 SH   DFND 2,20 25,189 0 0
CREDICORP LTD COM G2519Y108 484,080 2,271,290 SH   DFND 2,5,8,10,12,13,19,20 1,137,887 28,500 1,104,903
CREDIT ACCEP CORP MICH COM 225310101 59,911 135,444 SH   DFND 2,5,8,13,20 121,487 183 13,774
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2,276 169,229 SH   DFND 1,20 169,229 0 0
AGNC INVT CORP COM 00123Q104 330,761 18,543,869 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,964,970 289,534 4,289,365
CREE INC COM 225447101 130,518 2,828,131 SH   DFND 2,5,6,8,11,13,19,20 2,732,580 1,660 93,891
CREE INC NOTE 0.875% 9/0 225447AB7 20,829 19,575,000 SH   DFND 2,5 19,575,000 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 1,765 250,671 SH   DFND 1,2,5,13,20 250,671 0 0
CRINETICS PHARMACEUTICALS IN COM 22663K107 5,685 226,601 SH   DFND 2,5,20 193,439 0 33,162
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 2,927 48,052 SH   DFND 2,5,8,20 44,952 0 3,100
CRITEO S A SPONS ADS 226718104 1,176 67,885 SH   DFND 1,2,5,20 67,885 0 0
CROCS INC COM 227046109 80,482 1,921,273 SH   DFND 2,5,8,20 1,716,305 968 204,000
CROSS CTRY HEALTHCARE INC COM 227483104 15,895 1,367,881 SH   DFND 2,5,8,20 1,264,718 0 103,163
CROSSFIRST BANKSHARES INC COM 22766M109 1,427 98,989 SH   DFND 2,20 98,989 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 3,115 62,464 SH   DFND 2,20 62,464 0 0
AGNICO EAGLE MINES LTD COM 008474108 742 12,046 SH   DFND 5,8,20 6,246 5,800 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 57,107 44,650 SH   DFND 2 44,650 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,811,941 19,781,504 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,908,552 973,468 1,899,484
CROWN HOLDINGS INC COM 228368106 211,161 2,910,965 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,430,667 67,335 412,963
CRYOLIFE INC COM 228903100 35,260 1,301,591 SH   DFND 2,5,8,20 1,192,375 0 109,216
CRYOPORT INC COM PAR $0.001 229050307 19,396 1,178,399 SH   DFND 2,5,8,20 1,084,275 0 94,124
CSG SYS INTL INC COM 126349109 53,141 1,026,291 SH   DFND 2,5,8,20 925,479 20 100,792
CSW INDUSTRIALS INC COM 126402106 24,901 323,384 SH   DFND 2,5,8,20 276,387 0 46,997
CSX CORP COM 126408103 2,456,348 33,946,217 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,273,225 742,529 2,930,463
CTI BIOPHARMA CORP COM 12648L601 29 18,052 SH   DFND 20 18,052 0 0
CTS CORP COM 126501105 29,410 978,694 SH   DFND 2,5,8,20 879,119 1,122 98,453
AGREE REALTY CORP COM 008492100 115,035 1,625,187 SH   DFND 2,5,8,10,19,20 1,450,674 10,400 164,113
CUBESMART COM 229663109 231,619 7,281,586 SH   DFND 2,5,8,10,12,13,19,20 6,797,302 50,994 433,290
CUBIC CORP COM 229669106 116,082 1,826,045 SH   DFND 2,5,8,20 1,719,154 566 106,325
CUE BIOPHARMA INC COM 22978P106 5,298 333,701 SH   DFND 2,20 271,242 0 62,459
CULLEN FROST BANKERS INC COM 229899109 482,767 4,937,279 SH   DFND 2,5,6,8,11,12,13,20 4,865,058 3,910 68,311
CULP INC COM 230215105 3,143 230,764 SH   DFND 2,5,20 201,127 0 29,637
CUMMINS INC COM 231021106 1,269,914 7,096,076 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,224,545 216,889 654,642
CUMULUS MEDIA INC COM CLASS A 231082801 4,573 260,257 SH   DFND 2,20 260,257 0 0
CURIS INC COM NEW 231269200 21 12,288 SH   DFND 20 12,288 0 0
CURO GROUP HLDGS CORP COM 23131L107 3,867 317,503 SH   DFND 2,5,20 266,677 0 50,826
CURTISS WRIGHT CORP COM 231561101 218,850 1,553,341 SH   DFND 2,5,6,8,10,11,13,19,20 1,496,829 413 56,099
AGROFRESH SOLUTIONS COM 00856G109 149 57,903 SH   DFND 2,20 57,903 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 44,715 2,187,631 SH   DFND 2,5,8,20 1,870,155 0 317,476
CUSTOMERS BANCORP INC COM 23204G100 23,694 995,140 SH   DFND 2,5,8,20 905,228 0 89,912
CUTERA INC COM 232109108 18,587 519,042 SH   DFND 2,5,8,20 479,143 0 39,899
CVB FINL CORP COM 126600105 103,747 4,807,575 SH   DFND 2,5,8,20 4,404,323 631 402,621
CVR ENERGY INC COM 12662P108 54,130 1,338,848 SH   DFND 2,5,8,13,20 1,238,528 7,700 92,620
CVS HEALTH CORP COM 126650100 4,144,468 55,787,695 SH   DFND 2,5,6,8,10,11,12,13,19,20 49,856,008 867,398 5,064,289
CYBERARK SOFTWARE LTD SHS M2682V108 78,865 676,487 SH   DFND 2,5,6,8,10,12,13,19,20 655,672 500 20,315
CYBEROPTICS CORP COM 232517102 280 15,212 SH   DFND 2,20 15,212 0 0
CYCLERION THERAPEUTICS INC COM 23255M105 1,433 526,667 SH   DFND 2,5,8,20 526,667 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 2,763 1,409,914 SH   DFND 2,5,8,20 1,188,798 0 221,116
AIMMUNE THERAPEUTICS INC COM 00900T107 73,702 2,202,022 SH   DFND 2,5,8,20 2,063,700 0 138,322
CYPRESS SEMICONDUCTOR CORP COM 232806109 222,167 9,477,795 SH   DFND 2,5,6,8,11,13,19,20 9,032,520 6,158 439,117
CYRUSONE INC COM 23283R100 271,595 4,119,296 SH   DFND 2,5,6,8,10,11,19,20 3,832,633 30,000 256,663
CYTOKINETICS INC COM NEW 23282W605 26,947 2,539,766 SH   DFND 2,5,8,20 2,387,542 0 152,224
CYTOMX THERAPEUTICS INC COM 23284F105 8,223 989,570 SH   DFND 2,5,8,20 851,841 0 137,729
CYTOSORBENTS CORP COM NEW 23283X206 2,125 552,076 SH   DFND 2,5,20 461,909 0 90,167
D R HORTON INC COM 23331A109 822,538 15,593,139 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,970,738 231,390 1,391,011
DAILY JOURNAL CORP COM 233912104 5,821 20,042 SH   DFND 2,5,20 16,965 0 3,077
DAKTRONICS INC COM 234264109 6,903 1,133,477 SH   DFND 2,5,8,20 1,033,659 1,057 98,761
DANA INCORPORATED COM 235825205 84,128 4,622,431 SH   DFND 2,5,6,8,11,12,13,20 4,180,378 2,077 439,976
DANAHER CORPORATION 4.75 MND CV PFD 235851300 53,100 45,150 SH   DFND 2 45,150 0 0
AIR LEASE CORP CL A 00912X302 68,626 1,439,620 SH   DFND 2,5,8,13,20 1,313,925 1,500 124,195
DANAHER CORPORATION COM 235851102 4,089,365 26,615,076 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,631,022 439,742 2,544,312
DANAHER CORPORATION DBCV 1/2 235851AF9 152 26,000 SH   DFND 1 26,000 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 11,826 230,967 SH   DFND 2,5,13,20 182,567 0 48,400
DARDEN RESTAURANTS INC COM 237194105 629,061 5,770,672 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,917,311 156,221 697,140
DARLING INGREDIENTS INC COM 237266101 139,911 4,982,579 SH   DFND 2,5,8,12,20 4,481,953 1,184 499,442
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 981 110,768 SH   DFND 2,20 98,235 0 12,533
DASEKE INC COM 23753F107 2,412 763,323 SH   DFND 2,5,20 624,919 0 138,404
DATADOG INC CL A COM 23804L103 544 14,400 SH   DFND 20 14,400 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 37,278 927,998 SH   DFND 2,5,8,20 824,830 0 103,168
DAVITA INC COM 23918K108 357,261 4,761,570 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,811,881 57,374 892,315
AIR PRODS & CHEMS INC COM 009158106 2,399,398 10,160,769 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,172,051 152,789 835,929
DAWSON GEOPHYSICAL CO NEW COM 239360100 34 14,036 SH   DFND 20 14,036 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 2,302 77,677 SH   DFND 5 77,677 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 64,434 1,035,244 SH   DFND 2,5,8,20 980,678 0 54,566
DECKERS OUTDOOR CORP COM 243537107 151,696 898,352 SH   DFND 2,5,6,8,11,12,13,19,20 812,130 293 85,929
DEERE & CO COM 244199105 2,179,523 12,524,869 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,202,857 156,718 1,165,294
DEL TACO RESTAURANTS INC COM 245496104 4,763 602,524 SH   DFND 2,5,8,20 520,304 0 82,220
DELEK US HLDGS INC NEW COM 24665A103 104,069 3,103,758 SH   DFND 2,5,8,12,20 2,870,343 1,400 232,015
DELL TECHNOLOGIES INC CL C 24703L202 193,675 3,768,727 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,022,949 98,259 647,519
DELPHI TECHNOLOGIES PLC SHS G2709G107 15,317 1,193,861 SH   DFND 2,5,6,8,11,12,13,20 1,177,817 2,033 14,011
DELTA AIR LINES INC DEL COM NEW 247361702 1,166,695 19,950,333 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,070,407 215,469 1,664,457