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

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

FORM 13F INFORMATION TABLE

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

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X GENOMICS INC CL A COM 88025U109 442 7,100 SH   DFND 20 7,100 0 0
3M CO COM 88579Y101 5,650,883 41,395,375 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 21,684,257 11,997,421 7,713,697
AIR PRODS & CHEMS INC COM 009158106 1,965,661 9,782,189 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,828,131 154,379 799,679
DIAGEO P L C SPON ADR NEW 25243Q205 400 3,110 SH   DFND 20 3,110 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 6,727 74,541 SH   DFND 2,5,8,20 63,559 0 10,982
DIAMOND OFFSHORE DRILLING IN COM 25271C102 6,414 3,504,681 SH   DFND 2,5,8,12,20 3,270,383 2,974 231,324
DIAMOND S SHIPPING INC COM Y20676105 5,880 497,841 SH   DFND 2,5,8,20 497,841 0 0
DIAMONDBACK ENERGY INC COM 25278X109 242,340 9,249,613 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,668,498 79,215 501,900
DIAMONDROCK HOSPITALITY CO COM 252784301 59,198 11,653,143 SH   DFND 2,5,8,10,13,20 10,689,199 57,508 906,436
DICERNA PHARMACEUTICALS INC COM 253031108 30,918 1,683,085 SH   DFND 2,5,8,20 1,501,617 0 181,468
DICKS SPORTING GOODS INC COM 253393102 37,345 1,756,595 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,667,844 457 88,294
DIEBOLD NXDF INC COM 253651103 8,308 2,360,296 SH   DFND 2,5,8,20 2,093,647 2,012 264,637
DIGI INTL INC COM 253798102 7,722 809,481 SH   DFND 2,5,20 725,775 0 83,706
AIR TRANSPORT SERVICES GRP I COM 00922R105 21,827 1,194,053 SH   DFND 2,5,8,20 997,938 0 196,115
DIGIMARC CORP NEW COM 25381B101 3,455 264,744 SH   DFND 2,5,8,20 225,082 0 39,662
DIGITAL RLTY TR INC COM 253868103 2,404,808 17,311,988 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,832,253 215,073 1,264,662
DIGITAL TURBINE INC COM NEW 25400W102 8,428 1,955,369 SH   DFND 2,5,8,20 1,955,369 0 0
DILLARDS INC CL A 254067101 14,909 401,899 SH   DFND 2,5,6,8,11,12,13,20 362,428 349 39,122
DIME CMNTY BANCSHARES COM 253922108 15,571 1,135,759 SH   DFND 2,5,8,20 1,032,295 874 102,590
DINE BRANDS GLOBAL INC COM 254423106 15,049 511,540 SH   DFND 2,5,8,20 453,775 47 57,718
DIODES INC COM 254543101 60,817 1,496,664 SH   DFND 2,5,8,20 1,347,308 263 149,093
DISCOVER FINL SVCS COM 254709108 479,764 13,450,071 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,156,810 219,682 1,073,579
DISCOVERY INC COM SER A 25470F104 153,345 7,888,113 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,065,830 96,791 725,492
DISCOVERY INC COM SER C 25470F302 359,339 20,486,857 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,240,754 383,980 2,862,123
AIRGAIN INC COM 00938A104 1,085 146,870 SH   DFND 2,20 146,870 0 0
DISH NETWORK CORPORATION CL A 25470M109 237,972 11,904,528 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,922,313 159,636 822,579
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 24,439 30,146,000 SH   DFND 2,5 30,146,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 70,841 87,202,000 SH   DFND 2,5 87,202,000 0 0
DISNEY WALT CO COM DISNEY 254687106 7,240,390 74,952,278 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 61,752,622 1,301,706 11,897,950
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 51,151 14,091,195 SH   DFND 2,5,6,8,10,11,12,13,20 14,091,195 0 0
DMC GLOBAL INC COM 23291C103 12,318 532,426 SH   DFND 2,5,8,20 484,808 0 47,618
DOCUSIGN INC COM 256163106 259,689 2,810,483 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,626,692 0 183,791
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 22,102 15,750,000 SH   DFND 2,5 15,750,000 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 50,710 935,440 SH   DFND 2,5,8,13,19,20 851,754 562 83,124
DOLLAR GEN CORP NEW COM 256677105 1,720,717 11,394,721 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,100,435 389,676 904,610
AKAMAI TECHNOLOGIES INC COM 00971T101 650,233 7,107,152 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,132,759 179,741 794,652
DOLLAR TREE INC COM 256746108 749,451 10,200,775 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,131,709 138,900 930,166
DOMINION ENERGY INC COM 25746U109 3,270,810 45,308,353 SH   DFND 2,5,6,8,10,11,12,13,19,20 41,473,636 434,002 3,400,715
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 33,642 360,000 SH   DFND 2 360,000 0 0
DOMINOS PIZZA INC COM 25754A201 440,090 1,358,009 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,240,378 26,599 91,032
DOMO INC COM CL B 257554105 3,558 357,903 SH   DFND 2,5,8,20 304,602 0 53,301
DOMTAR CORP COM NEW 257559203 43,360 2,003,696 SH   DFND 2,5,6,8,11,12,13,19,20 1,920,680 550 82,466
DONALDSON INC COM 257651109 204,642 5,297,496 SH   DFND 2,5,6,8,11,13,19,20 5,115,719 1,696 180,081
DONEGAL GROUP INC CL A 257701201 4,012 263,969 SH   DFND 2,5,8,13,20 230,980 0 32,989
DONNELLEY FINL SOLUTIONS INC COM 25787G100 5,533 1,049,996 SH   DFND 2,5,8,20 944,120 504 105,372
DONNELLEY R R & SONS CO COM 257867200 2,261 2,359,201 SH   DFND 2,5,8,20 2,116,259 1,344 241,598
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 35,777 32,150,000 SH   DFND 2,5 32,150,000 0 0
DORIAN LPG LTD SHS USD Y2106R110 7,575 869,707 SH   DFND 2,5,20 771,433 0 98,274
DORMAN PRODUCTS INC COM 258278100 48,964 885,914 SH   DFND 2,5,8,20 790,428 100 95,386
DOUGLAS DYNAMICS INC COM 25960R105 17,321 487,789 SH   DFND 2,5,8,20 401,974 8,300 77,515
DOUGLAS EMMETT INC COM 25960P109 251,295 8,164,655 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,702,117 48,166 414,372
DOUYU INTERNATIONAL HLDNGS L SPONSORED ADS 25985W105 499 77,824 SH   DFND 2 77,824 0 0
DOVER CORP COM 260003108 626,120 7,459,138 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,735,244 165,553 558,341
DOW INC COM 260557103 1,054,170 36,052,328 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,052,328 0 0
DR REDDYS LABS LTD ADR 256135203 41,434 1,027,386 SH   DFND 2,5,8,12,13,19,20 1,004,612 0 22,774
DRIL QUIP INC COM 262037104 41,745 1,368,703 SH   DFND 2,5,6,8,20 1,236,364 496 131,843
DRIVE SHACK INC COM 262077100 1,585 1,042,650 SH   DFND 2,5,20 856,792 0 185,858
AKCEA THERAPEUTICS INC COM 00972L107 9,674 676,471 SH   DFND 2,5,8,20 629,056 0 47,415
DROPBOX INC CL A 26210C104 84,959 4,693,871 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,693,871 0 0
DSP GROUP INC COM 23332B106 9,151 682,934 SH   DFND 2,5,20 682,934 0 0
DTE ENERGY CO COM 233331107 992,321 10,338,542 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,521,668 166,300 650,574
DTE ENERGY CO UNIT 11/01/2022S 233331842 22,210 565,000 SH   DFND 2 565,000 0 0
DUCOMMUN INC DEL COM 264147109 11,344 456,506 SH   DFND 2,5,8,20 421,310 0 35,196
DUKE ENERGY CORP NEW COM NEW 26441C204 3,282,055 40,579,311 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 37,098,710 493,000 2,987,601
DUKE REALTY CORP COM NEW 264411505 787,261 24,313,202 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,200,897 335,239 1,777,066
DULUTH HLDGS INC COM CL B 26443V101 763 190,169 SH   DFND 2,5,8,20 145,704 0 44,465
DUNKIN BRANDS GROUP INC COM 265504100 104,840 1,974,394 SH   DFND 2,5,6,8,11,13,20 1,858,940 900 114,554
DUPONT DE NEMOURS INC COM 26614N102 1,261,113 36,982,787 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,982,787 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 25,900 3,416,930 SH   DFND 2,5,8,20 2,987,764 1,272 427,894
DURECT CORP COM 266605104 185 119,401 SH   DFND 5,20 119,401 0 0
DXC TECHNOLOGY CO COM 23355L106 144,508 10,902,614 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,870,671 170,788 861,155
DXP ENTERPRISES INC NEW COM NEW 233377407 6,360 518,759 SH   DFND 2,5,8,20 464,612 0 54,147
DYCOM INDS INC COM 267475101 25,197 982,358 SH   DFND 2,5,6,8,11,13,20 875,935 805 105,618
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 11,595 13,597,000 SH   DFND 2,5 13,597,000 0 0
DYNATRACE INC COM 268150109 34,064 1,428,879 SH   DFND 2,5,19,20 1,428,879 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 12,068 3,418,712 SH   DFND 2,5,8,20 3,125,915 0 292,797
DYNEX CAP INC COM 26817Q886 6,580 621,876 SH   DFND 2,5,8,20 621,876 0 0
E L F BEAUTY INC COM 26856L103 5,133 521,635 SH   DFND 2,5,8,20 430,901 0 90,734
E TRADE FINANCIAL CORP COM NEW 269246401 326,061 9,500,608 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,604,322 160,115 736,171
AKERO THERAPEUTICS INC COM 00973Y108 2,518 118,784 SH   DFND 2,20 118,784 0 0
EAGLE BANCORP INC MD COM 268948106 37,473 1,240,427 SH   DFND 2,5,8,20 1,120,898 800 118,729
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 1,548 836,864 SH   DFND 2,20 631,616 0 205,248
EAGLE MATERIALS INC COM 26969P108 59,809 1,023,771 SH   DFND 2,5,6,11,13,19,20 967,716 738 55,317
EAGLE PHARMACEUTICALS INC COM 269796108 28,772 625,470 SH   DFND 2,5,8,20 590,168 0 35,302
EARTHSTONE ENERGY INC CL A 27032D304 597 339,357 SH   DFND 2,20 262,402 0 76,955
EAST WEST BANCORP INC COM 27579R104 153,534 5,964,819 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,497,552 127,822 339,445
EASTERLY GOVT PPTYS INC COM 27616P103 100,387 4,074,156 SH   DFND 2,5,6,8,10,19,20 3,730,771 20,900 322,485
EASTERN CO COM 276317104 1,756 90,047 SH   DFND 2,20 74,684 0 15,363
EASTGROUP PPTY INC COM 277276101 232,766 2,212,754 SH   DFND 2,5,6,8,10,11,19,20 2,034,228 11,229 167,297
EASTMAN CHEM CO COM 277432100 282,032 5,970,445 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,184,941 97,676 687,828
AKORN INC COM 009728106 1,673 2,980,471 SH   DFND 2,5,8,13,20 2,607,225 2,800 370,446
EASTMAN KODAK CO COM NEW 277461406 40 22,860 SH   DFND 20 22,860 0 0
EATON CORP PLC SHS G29183103 1,379,973 17,762,561 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,658,482 466,136 1,637,943
EATON VANCE CORP COM NON VTG 278265103 310,966 9,642,351 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,041,377 164,409 436,565
EBAY INC COM 278642103 1,055,077 35,099,047 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,979,561 604,713 3,514,773
EBIX INC COM NEW 278715206 12,881 848,530 SH   DFND 2,5,8,20 767,301 500 80,729
ECHO GLOBAL LOGISTICS INC COM 27875T101 16,111 943,268 SH   DFND 2,5,8,20 838,785 0 104,483
ECHOSTAR CORP CL A 278768106 28,531 892,420 SH   DFND 2,5,8,13,20 829,405 307 62,708
ECOLAB INC COM 278865100 1,738,173 11,120,636 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,912,351 174,176 1,034,109
ECOPETROL S A SPONSORED ADS 279158109 17,502 1,840,337 SH   DFND 2,5,10,13,19,20 1,684,778 111,406 44,153
EDGEWELL PERS CARE CO COM 28035Q102 42,557 1,767,299 SH   DFND 2,5,6,8,11,12,13,20 1,573,039 850 193,410
AKOUSTIS TECHNOLOGIES INC COM 00973N102 2,458 457,728 SH   DFND 2,20 457,728 0 0
EDISON INTL COM 281020107 1,531,256 27,629,386 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,362,250 7,054,631 1,212,505
EDITAS MEDICINE INC COM 28106W103 40,210 2,027,729 SH   DFND 2,5,8,20 1,854,120 0 173,609
EDWARDS LIFESCIENCES CORP COM 28176E108 1,697,374 8,998,907 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,027,445 221,742 749,720
EGAIN CORP COM NEW 28225C806 2,859 390,076 SH   DFND 2,5,20 317,019 0 73,057
EHEALTH INC COM 28238P109 99,362 705,596 SH   DFND 2,5,8,20 629,557 0 76,039
EIDOS THERAPEUTICS INC COM 28249H104 10,653 217,445 SH   DFND 2,5,8,20 188,008 0 29,437
EIGER BIOPHARMACEUTICALS INC COM 28249U105 3,125 459,549 SH   DFND 2,5,20 459,549 0 0
EL PASO ELEC CO COM NEW 283677854 97,324 1,432,072 SH   DFND 2,5,8,20 1,290,530 500 141,042
EL POLLO LOCO HLDGS INC COM 268603107 5,156 610,130 SH   DFND 2,5,8,20 546,193 0 63,937
ELANCO ANIMAL HEALTH INC COM 28414H103 283,006 12,639,827 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,377,082 0 262,745
500 COM LTD SPON ADR REP A 33829R100 442 97,728 SH   DFND 2,5,20 97,728 0 0
ALAMO GROUP INC COM 011311107 26,475 298,210 SH   DFND 2,5,8,20 262,431 0 35,779
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 9,202 217,700 SH   DFND 2 217,700 0 0
ELASTIC N V ORD SHS N14506104 36,675 657,133 SH   DFND 2,5,8,19,20 624,580 0 32,553
ELBIT SYS LTD ORD M3760D101 1,807 14,154 SH   DFND 2 14,154 0 0
ELDORADO RESORTS INC COM 28470R102 29,402 2,041,777 SH   DFND 2,5,6,8,20 1,811,166 0 230,611
ELECTROCORE INC COM 28531P103 249 262,144 SH   DFND 2,20 175,690 0 86,454
ELECTRONIC ARTS INC COM 285512109 1,404,299 14,019,159 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,828,558 197,155 993,446
ELEMENT SOLUTIONS INC COM 28618M106 23,653 2,829,336 SH   DFND 2,5,8,20 2,829,336 0 0
ELEVATE CREDIT INC COM 28621V101 327 314,129 SH   DFND 2,20 251,616 0 62,513
ELLINGTON FINANCIAL INC COM 28852N109 6,751 1,157,557 SH   DFND 2,5,8,20 1,157,557 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 74 13,306 SH   DFND 5,20 13,306 0 0
ALARM COM HLDGS INC COM 011642105 45,960 1,181,196 SH   DFND 2,5,8,20 1,052,986 0 128,210
ELOXX PHARMACEUTICALS INC COM 29014R103 826 421,370 SH   DFND 2,5,20 332,288 0 89,082
EMBRAER S.A. SPONSORED ADS 29082A107 5,199 702,570 SH   DFND 2,8,10,19,20 624,451 69,354 8,765
EMCOR GROUP INC COM 29084Q100 112,889 1,840,986 SH   DFND 2,5,6,8,10,11,12,13,20 1,643,299 418 197,269
EMCORE CORP COM NEW 290846203 50 22,165 SH   DFND 20 22,165 0 0
EMERALD HOLDING INC COM 29103W104 2,342 904,436 SH   DFND 2,5,8,20 904,436 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 125,833 2,174,781 SH   DFND 2,5,8,20 2,010,116 900 163,765
EMERSON ELEC CO COM 291011104 1,329,540 27,902,198 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,023,624 619,957 2,258,617
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 576 64,592 SH   DFND 2 64,592 0 0
EMPIRE ST RLTY TR INC CL A 292104106 46,718 5,214,064 SH   DFND 2,5,8,10,20 4,856,121 42,184 315,759
EMPLOYERS HOLDINGS INC COM 292218104 44,071 1,087,905 SH   DFND 2,5,8,19,20 980,224 0 107,681
ALASKA AIR GROUP INC COM 011659109 106,816 3,751,869 SH   DFND 2,5,6,10,11,12,13,19,20 3,414,619 955 336,295
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 186 57,400 SH   DFND 5,20 57,400 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 46,695 907,924 SH   DFND 2,5,8,20 842,764 0 65,160
ENBRIDGE INC COM 29250N105 59,345 2,039,863 SH   DFND 1,2,5,10,12,20 1,767,028 220,162 52,673
ENCOMPASS HEALTH CORP COM 29261A100 160,176 2,490,747 SH   DFND 2,5,6,8,11,13,20 2,357,326 852 132,569
ENCORE CAP GROUP INC COM 292554102 22,327 954,978 SH   DFND 2,5,8,20 847,948 900 106,130
ENCORE WIRE CORP COM 292562105 27,476 654,347 SH   DFND 2,5,8,20 582,554 400 71,393
ENDO INTL PLC SHS G30401106 33,298 8,999,391 SH   DFND 2,5,8,13,20 8,192,120 6,160 801,111
ENDURANCE INTL GROUP HLDGS I COM 29272B105 2,699 1,398,325 SH   DFND 2,5,8,20 1,154,986 0 243,339
ENEL AMERICAS S A SPONSORED ADR 29274F104 37,391 6,170,134 SH   DFND 2,5,10,13,19,20 6,053,894 0 116,240
ENEL CHILE S.A. SPONSORED ADR 29278D105 7,855 2,365,872 SH   DFND 2,5,10,13,19,20 2,281,667 0 84,205
ALASKA COMMUNICATIONS SYS GR COM 01167P101 53 30,563 SH   DFND 20 30,563 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 47,276 1,562,852 SH   DFND 2,5,6,8,11,13,20 1,480,828 650 81,374
ENERGOUS CORP COM 29272C103 352 473,298 SH   DFND 2,5,20 366,306 0 106,992
ENERGY FOCUS INC COM NEW 29268T300 3 10,200 SH   DFND 20 10,200 0 0
ENERGY FUELS INC COM NEW 292671708 2,184 1,850,753 SH   DFND 2,5,6,20 1,541,581 0 309,172
ENERGY RECOVERY INC COM 29270J100 6,092 818,786 SH   DFND 2,5,8,20 671,595 0 147,191
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 83 17,952 SH   DFND 20 17,952 0 0
ENERPAC TOOL GROUP CORP CL A COM 292765104 29,525 1,784,006 SH   DFND 2,5,8,20 1,784,006 0 0
ENERSYS COM 29275Y102 67,269 1,358,415 SH   DFND 2,5,6,8,11,13,20 1,206,941 605 150,869
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 806 732,814 SH   DFND 5,8,19,20 694,789 3,325 34,700
ENNIS INC COM 293389102 12,276 653,661 SH   DFND 2,5,8,20 561,297 1,458 90,906
ALBANY INTL CORP CL A 012348108 45,293 953,238 SH   DFND 2,5,8,20 845,932 136 107,170
ENOCHIAN BIOSCIENCES INC COM 29350E104 368 122,767 SH   DFND 2,20 122,767 0 0
ENOVA INTL INC COM 29357K103 15,132 1,044,297 SH   DFND 2,5,8,20 933,632 0 110,665
ENPHASE ENERGY INC COM 29355A107 62,837 1,946,008 SH   DFND 2,5,8,20 1,646,069 0 299,939
ENPRO INDS INC COM 29355X107 27,049 683,406 SH   DFND 2,5,8,20 611,709 43 71,654
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 5,318 21,030,000 SH   DFND 2 21,030,000 0 0
ENSIGN GROUP INC COM 29358P101 62,233 1,652,519 SH   DFND 2,5,8,20 1,476,593 300 175,626
ENSTAR GROUP LIMITED SHS G3075P101 47,580 299,149 SH   DFND 2,5,8,19,20 257,923 100 41,126
ENTEGRIS INC COM 29362U104 76,585 1,710,634 SH   DFND 2,5,8,13,19,20 1,566,158 1,169 143,307
ENTERCOM COMMUNICATIONS CORP CL A 293639100 5,988 3,502,013 SH   DFND 2,5,8,13,20 3,056,465 0 445,548
ENTERGY CORP NEW COM 29364G103 1,050,463 11,178,703 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,086,486 109,754 982,463
ALBEMARLE CORP COM 012653101 396,752 6,990,135 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,575,654 53,978 360,503
ENTERPRISE BANCORP INC MASS COM 293668109 4,538 168,153 SH   DFND 2,5,20 139,950 0 28,203
ENTERPRISE FINL SVCS CORP COM 293712105 17,277 619,017 SH   DFND 2,5,8,20 493,599 0 125,418
ENTRAVISION COMMUNICATIONS C CL A 29382R107 2,344 1,154,680 SH   DFND 2,5,20 956,627 0 198,053
ENVESTNET INC COM 29404K106 54,795 1,018,866 SH   DFND 2,5,8,20 849,610 400 168,856
ENVISTA HOLDINGS CORPORATION COM 29415F104 28,225 1,889,246 SH   DFND 2,5,8,20 1,889,246 0 0
ENVIVA PARTNERS LP COM UNIT 29414J107 624 23,346 SH   DFND 20 0 0 23,346
ENZO BIOCHEM INC COM 294100102 1,919 758,632 SH   DFND 2,5,20 621,369 0 137,263
EOG RES INC COM 26875P101 1,099,001 30,595,808 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,282,246 394,054 1,919,508
EPAM SYS INC COM 29414B104 207,843 1,119,481 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,050,736 700 68,045
EPIZYME INC COM 29428V104 38,696 2,494,910 SH   DFND 2,5,8,20 2,231,253 0 263,657
ALBIREO PHARMA INC COM 01345P106 3,600 219,915 SH   DFND 2,5,20 177,785 0 42,130
EPLUS INC COM 294268107 27,626 441,161 SH   DFND 2,5,8,20 395,908 0 45,253
EPR PPTYS COM SH BEN INT 26884U109 75,965 3,089,851 SH   DFND 2,5,6,8,10,11,13,19,20 2,877,985 22,540 189,326
EQT CORPORATION COM 26884L109 127,069 17,973,021 SH   DFND 2,5,6,8,11,12,13,20 15,283,361 2,922 2,686,738
EQUIFAX INC COM 294429105 557,919 4,670,736 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,219,301 65,914 385,521
EQUINIX INC COM 29444U700 2,268,370 3,631,891 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,255,039 42,185 334,667
EQUITABLE HLDGS INC COM 29452E101 169,822 11,752,415 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,752,415 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 26,862 5,340,278 SH   DFND 2,5,6,8,11,12,13,20 5,134,873 2,337 203,068
EQUITY BANCSHARES INC COM CL A 29460X109 5,695 330,144 SH   DFND 2,5,8,20 269,237 0 60,907
EQUITY COMWLTH COM SH BEN INT 294628102 156,527 4,936,214 SH   DFND 2,5,6,8,10,13,19,20 4,636,650 35,349 264,215
EQUITY LIFESTYLE PPTYS INC COM 29472R108 506,148 8,754,969 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,267,964 51,098 435,907
ALCOA CORP COM 013872106 21,729 3,527,451 SH   DFND 2,5,8,12,13,19,20 3,293,825 2,121 231,505
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,509,805 24,235,938 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,878,377 295,693 2,061,868
ERA GROUP INC COM 26885G109 3,278 614,992 SH   DFND 2,20 551,609 0 63,383
ERIE INDTY CO CL A 29530P102 105,094 708,942 SH   DFND 2,5,6,8,10,11,12,13,19,20 677,781 200 30,961
EROS INTL PLC SHS NEW G3788M114 1,674 1,014,437 SH   DFND 2,5,20 795,655 0 218,782
ESCALADE INC COM 296056104 929 156,165 SH   DFND 2,20 124,161 0 32,004
ESCO TECHNOLOGIES INC COM 296315104 61,261 807,025 SH   DFND 2,5,8,20 717,153 521 89,351
ESPERION THERAPEUTICS INC NE COM 29664W105 34,892 1,106,617 SH   DFND 2,5,8,20 1,019,053 100 87,464
ESQUIRE FINL HLDGS INC COM 29667J101 1,500 99,697 SH   DFND 2,20 80,443 0 19,254
ESSA BANCORP INC COM 29667D104 2,405 176,185 SH   DFND 2,6,20 147,864 0 28,321
ESSENT GROUP LTD COM G3198U102 63,023 2,392,665 SH   DFND 2,5,8,10,13,20 2,055,878 700 336,087
ALDEYRA THERAPEUTICS INC COM 01438T106 995 403,009 SH   DFND 2,20 336,345 0 66,664
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 50,993 3,841,485 SH   DFND 2,5,8,10,20 3,539,207 0 302,278
ESSENTIAL UTILS INC COM 29670G102 437,680 10,753,799 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,753,799 0 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 8,569 156,000 SH   DFND 2 156,000 0 0
ESSEX PPTY TR INC COM 297178105 1,130,176 5,085,085 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,739,457 51,163 294,465
ETHAN ALLEN INTERIORS INC COM 297602104 10,138 992,000 SH   DFND 2,5,8,20 909,510 1,000 81,490
ETSY INC COM 29786A106 112,304 2,921,528 SH   DFND 2,5,6,8,11,13,19,20 2,791,027 1,600 128,901
EURONAV NV ANTWERPEN SHS B38564108 426 37,732 SH   DFND 8,20 22,251 0 15,481
EURONET WORLDWIDE INC COM 298736109 56,181 655,397 SH   DFND 2,5,8,13,19,20 586,415 500 68,482
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 10,135 11,170,000 SH   DFND 2 11,170,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 2,905 116,733 SH   DFND 2,20 66,922 0 49,811
ALECTOR INC COM 014442107 27,358 1,133,789 SH   DFND 2,5,20 1,133,789 0 0
EVELO BIOSCIENCES INC COM 299734103 864 229,985 SH   DFND 2,20 192,036 0 37,949
EVENTBRITE INC COM CL A 29975E109 5,715 782,841 SH   DFND 2,5,8,20 782,841 0 0
EVERBRIDGE INC COM 29978A104 75,733 712,040 SH   DFND 2,5,8,13,20 600,448 0 111,592
EVERCORE INC CLASS A 29977A105 44,892 974,648 SH   DFND 2,5,6,8,11,13,20 923,502 300 50,846
EVEREST RE GROUP LTD COM G3223R108 400,996 2,083,963 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,880,800 27,277 175,886
EVERGY INC COM 30034W106 677,087 12,299,496 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,449,411 162,841 687,244
EVERI HLDGS INC COM 30034T103 5,125 1,553,046 SH   DFND 2,5,8,20 1,290,001 0 263,045
EVERQUOTE INC COM CL A 30041R108 4,729 180,163 SH   DFND 2,5,8,20 180,163 0 0
EVERSOURCE ENERGY COM 30040W108 1,621,993 20,738,944 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,351,602 249,009 1,138,333
EVERTEC INC COM 30040P103 43,703 1,918,554 SH   DFND 2,5,8,20 1,705,271 900 212,383
51JOB INC SPONSORED ADS 316827104 35,623 580,268 SH   DFND 1,2,5,8,10,11,12,13,19,20 462,090 10,500 107,678
ALERUS FINL CORP COM 01446U103 1,089 65,550 SH   DFND 2,20 65,550 0 0
EVI INDUSTRIES INC COM 26929N102 1,000 63,402 SH   DFND 2,20 52,139 0 11,263
EVO PMTS INC CL A COM 26927E104 12,982 848,476 SH   DFND 2,5,8,20 722,013 0 126,463
EVOFEM BIOSCIENCES INC COM 30048L104 1,445 271,641 SH   DFND 2,20 271,641 0 0
EVOLENT HEALTH INC CL A 30050B101 9,686 1,783,872 SH   DFND 2,5,8,20 1,515,710 0 268,162
EVOLUS INC COM 30052C107 1,489 358,826 SH   DFND 2,5,8,20 311,297 0 47,529
EVOLUTION PETROLEUM CORP COM 30049A107 1,391 532,997 SH   DFND 2,20 444,394 0 88,603
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 18,485 1,648,937 SH   DFND 2,5,8,20 1,384,858 0 264,079
EXACT SCIENCES CORP COM 30063P105 222,766 3,840,790 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,652,313 1,374 187,103
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 21,406 27,200,000 SH   DFND 2,5 27,200,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 20,289 24,075,000 SH   DFND 2,5 24,075,000 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 25,617 2,283,114 SH   DFND 2,5,8,20 2,010,844 982 271,288
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 12,784 11,850,000 SH   DFND 2,5 11,850,000 0 0
EXAGEN INC COM 30068X103 820 51,469 SH   DFND 2,20 51,469 0 0
EXANTAS CAP CORP COM NEW 30068N105 3,451 1,179,773 SH   DFND 2,5,8,20 1,068,152 0 111,621
EXELA TECHNOLOGIES INC COM 30162V102 192 934,903 SH   DFND 2,5,20 654,053 0 280,850
EXELIXIS INC COM 30161Q104 195,533 11,354,975 SH   DFND 2,5,6,8,11,13,19,20 10,945,362 8,870 400,743
EXELON CORP COM 30161N101 2,269,967 61,667,122 SH   DFND 2,5,6,8,10,11,12,13,19,20 48,590,568 1,059,994 12,016,560
EXICURE INC COM 30205M101 106 71,700 SH   DFND 20 71,700 0 0
EXLSERVICE HOLDINGS INC COM 302081104 55,087 1,058,750 SH   DFND 2,5,8,19,20 941,701 200 116,849
EXP WORLD HLDGS INC COM 30212W100 3,231 381,952 SH   DFND 2,8,20 381,952 0 0
EXPEDIA GROUP INC COM NEW 30212P303 333,594 5,928,453 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,366,381 98,372 463,700
ALEXANDERS INC COM 014752109 19,233 69,698 SH   DFND 2,5,8,10,20 59,314 677 9,707
EXPEDITORS INTL WASH INC COM 302130109 624,584 9,361,269 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,183,237 258,393 919,639
EXPONENT INC COM 30214U102 116,667 1,622,400 SH   DFND 2,5,8,20 1,440,339 584 181,477
EXPRESS INC COM 30219E103 3,118 2,092,311 SH   DFND 2,5,20 1,851,628 0 240,683
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 19,140 2,618,265 SH   DFND 2,5,8,12,20 2,396,144 1,300 220,821
EXTERRAN CORP COM 30227H106 5,129 1,068,643 SH   DFND 2,5,8,20 959,486 1,325 107,832
EXTRA SPACE STORAGE INC COM 30225T102 826,061 8,626,369 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,935,816 97,861 592,692
EXTRACTION OIL AND GAS INC COM 30227M105 839 1,988,672 SH   DFND 2,5,20 1,798,061 1,600 189,011
EXTREME NETWORKS INC COM 30226D106 11,914 3,855,717 SH   DFND 2,5,8,13,20 3,439,282 0 416,435
EXXON MOBIL CORP COM 30231G102 7,840,960 206,504,078 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 185,990,910 2,938,739 17,574,429
EYEPOINT PHARMACEUTICALS INC COM 30233G100 1,150 1,127,484 SH   DFND 2,20 1,127,484 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 901,610 6,531,130 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,916,292 91,674 523,164
EZCORP INC CL A NON VTG 302301106 6,968 1,670,887 SH   DFND 2,5,8,20 1,501,060 2,136 167,691
F M C CORP COM NEW 302491303 522,542 6,362,793 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,719,256 64,621 578,916
F N B CORP COM 302520101 76,099 10,325,497 SH   DFND 2,5,6,8,11,13,20 9,821,022 2,953 501,522
F5 NETWORKS INC COM 315616102 334,076 3,133,040 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,793,890 90,127 249,023
FABRINET SHS G3323L100 62,718 1,149,532 SH   DFND 2,5,8,20 1,023,479 0 126,053
FACEBOOK INC CL A 30303M102 15,920,894 95,449,004 SH   DFND 2,5,6,8,10,11,12,13,19,20 84,562,157 2,409,613 8,477,234
FACTSET RESH SYS INC COM 303075105 412,207 1,581,276 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,530,433 398 50,445
FAIR ISAAC CORP COM 303250104 214,092 695,803 SH   DFND 2,5,6,8,11,13,19,20 655,198 284 40,321
FALCON MINERALS CORP CL A COM 30607B109 1,815 844,244 SH   DFND 2,5,20 844,244 0 0
FANG HLDGS LTD ADR NEW 30711Y201 36 26,658 SH   DFND 2 26,658 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 995,092 11,082,433 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,001,472 149,250 931,711
FANHUA INC SPONSORED ADR 30712A103 6,845 340,209 SH   DFND 1,2,5,20 340,209 0 0
FARFETCH LTD ORD SH CL A 30744W107 521 65,955 SH   DFND 1,19 65,955 0 0
FARMER BROS CO COM 307675108 1,649 236,885 SH   DFND 2,5,20 208,166 0 28,719
FARMERS & MERCHANTS BANCORP COM 30779N105 4,396 168,648 SH   DFND 2,5,20 134,074 0 34,574
FARMERS NATIONAL BANC CORP COM 309627107 6,005 516,379 SH   DFND 2,5,20 431,048 0 85,331
FARMLAND PARTNERS INC COM 31154R109 3,571 583,526 SH   DFND 2,5,20 492,237 0 91,289
FARO TECHNOLOGIES INC COM 311642102 25,858 581,079 SH   DFND 2,5,8,20 518,991 373 61,715
FASTENAL CO COM 311900104 910,150 29,124,815 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,290,924 902,185 1,931,706
FASTLY INC CL A 31188V100 1,025 54,000 SH   DFND 5,8,20 54,000 0 0
FATE THERAPEUTICS INC COM 31189P102 54,760 2,465,539 SH   DFND 2,5,8,20 2,261,413 0 204,126
ALGONQUIN PWR UTILS CORP COM 015857105 3,463 255,792 SH   DFND 2 255,792 0 0
FB FINL CORP COM 30257X104 7,433 376,942 SH   DFND 2,5,8,20 323,716 0 53,226
FBL FINL GROUP INC CL A 30239F106 11,272 241,529 SH   DFND 2,5,8,20 209,075 400 32,054
FEDERAL AGRIC MTG CORP CL C 313148306 10,729 192,868 SH   DFND 2,5,8,20 160,255 0 32,613
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 523,327 6,918,682 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,522,336 67,763 328,583
FEDERAL SIGNAL CORP COM 313855108 50,364 1,846,170 SH   DFND 2,5,8,20 1,635,344 300 210,526
FEDERATED HERMES INC CL B 314211103 61,094 3,207,044 SH   DFND 2,5,6,8,10,11,12,20 2,871,138 1,397 334,509
FEDEX CORP COM 31428X106 1,206,802 9,899,836 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,886,156 168,314 845,366
FEDNAT HLDG CO COM 31431B109 2,525 219,940 SH   DFND 2,5,20 178,887 0 41,053
FERRARI N V COM N3167Y103 367 2,408 SH   DFND 6,12,20 622 41 1,745
FERRO CORP COM 315405100 24,886 2,658,774 SH   DFND 2,5,8,20 2,385,158 317 273,299
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,385,439 37,975,313 SH   DFND 1,2,5,8,10,11,12,13,19,20 30,534,955 865,924 6,574,434
FGL HLDGS ORD SHS G3402M102 44,975 4,589,253 SH   DFND 2,5,8,20 4,083,520 0 505,733
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,383 192,235 SH   DFND 2,6,20 192,235 0 0
FIBROGEN INC COM 31572Q808 92,506 2,662,038 SH   DFND 2,5,8,13,19,20 2,383,594 1,200 277,244
FIDELITY D & D BANCORP INC COM 31609R100 2,619 51,332 SH   DFND 2,20 41,289 0 10,043
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 178,866 7,189,168 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,306,034 296,559 586,575
FIDELITY NATL INFORMATION SV COM 31620M106 3,098,915 25,476,118 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,759,581 411,815 2,304,722
FIESTA RESTAURANT GROUP INC COM 31660B101 2,847 706,461 SH   DFND 2,5,20 628,665 0 77,796
FIFTH THIRD BANCORP COM 316773100 502,022 33,205,501 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,416,137 529,219 2,260,145
FINANCIAL INSTNS INC COM 317585404 6,977 379,479 SH   DFND 2,5,8,20 325,286 0 54,193
FINVOLUTION GROUP SPONSORED ADS 31810T101 1,582 888,618 SH   DFND 2,5,13,20 888,618 0 0
ALICO INC COM 016230104 3,170 101,872 SH   DFND 2,20 85,780 0 16,092
FIREEYE INC COM 31816Q101 29,286 2,768,010 SH   DFND 2,5,8,20 2,498,807 1,300 267,903
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 15,008 17,804,000 SH   DFND 2,5 17,804,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 11,763 12,755,000 SH   DFND 2,5 12,755,000 0 0
FIRST AMERN FINL CORP COM 31847R102 133,424 3,146,043 SH   DFND 2,5,6,8,11,12,13,20 3,004,446 985 140,612
FIRST BANCORP INC ME COM 31866P102 4,205 191,127 SH   DFND 2,5,20 157,536 0 33,591
FIRST BANCORP N C COM 318910106 15,345 659,685 SH   DFND 2,5,8,20 562,270 0 97,415
FIRST BANCORP P R COM NEW 318672706 45,874 8,622,910 SH   DFND 2,5,8,20 7,884,004 0 738,906
FIRST BANCSHARES INC MS COM 318916103 7,275 381,515 SH   DFND 2,5,8,20 324,176 0 57,339
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 2,370 341,515 SH   DFND 2,20 283,866 0 57,649
FIRST BUS FINL SVCS INC WIS COM 319390100 2,463 158,928 SH   DFND 2,13,20 129,936 0 28,992
ALIGN TECHNOLOGY INC COM 016255101 539,119 3,099,273 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,762,530 79,289 257,454
FIRST BUSEY CORP COM NEW 319383204 19,018 1,111,532 SH   DFND 2,5,8,20 937,366 0 174,166
FIRST CAPITAL INC COM 31942S104 2,900 48,409 SH   DFND 2,20 48,409 0 0
FIRST CHOICE BANCORP COM 31948P104 2,539 169,133 SH   DFND 2,20 139,614 0 29,519
FIRST CMNTY BANKSHARES INC V COM 31983A103 8,346 358,204 SH   DFND 2,5,8,20 299,534 0 58,670
FIRST COMWLTH FINL CORP PA COM 319829107 31,262 3,420,357 SH   DFND 2,5,8,20 3,079,999 0 340,358
FIRST CTZNS BANCSHARES INC N CL A 31946M103 48,095 144,298 SH   DFND 2,5,8,13,20 134,816 113 9,369
FIRST DEFIANCE FINL CORP COM 32006W106 11,758 797,702 SH   DFND 2,5,8,20 675,695 0 122,007
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,480 147,417 SH   DFND 2,20 124,978 0 22,439
FIRST FINL BANCORP OH COM 320209109 56,802 3,809,683 SH   DFND 2,5,8,20 3,453,187 1,282 355,214
FIRST FINL BANKSHARES COM 32020R109 128,817 4,777,911 SH   DFND 2,5,6,8,11,13,20 4,321,615 900 455,396
ALJ REGIONAL HLDGS INC COM 001627108 8 13,800 SH   DFND 20 13,800 0 0
FIRST FINL CORP IND COM 320218100 10,544 312,697 SH   DFND 2,5,8,20 264,977 351 47,369
FIRST FNDTN INC COM 32026V104 8,672 848,500 SH   DFND 2,5,8,20 720,659 0 127,841
FIRST GTY BANCSHARES INC COM 32043P106 1,081 74,893 SH   DFND 2,20 59,813 0 15,080
FIRST HAWAIIAN INC COM 32051X108 42,499 2,571,031 SH   DFND 2,5,8,20 2,412,418 2,300 156,313
FIRST HORIZON NATL CORP COM 320517105 96,953 11,804,378 SH   DFND 2,5,6,8,11,12,13,20 11,388,850 2,907 412,621
FIRST INDL RLTY TR INC COM 32054K103 239,586 7,158,052 SH   DFND 2,5,6,8,10,11,19,20 6,526,401 37,265 594,386
FIRST INTERNET BANCORP COM 320557101 2,626 159,354 SH   DFND 2,20 130,685 0 28,669
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 28,619 992,326 SH   DFND 2,5,8,20 861,297 0 131,029
FIRST LONG IS CORP COM 320734106 8,470 488,177 SH   DFND 2,5,8,20 409,976 0 78,201
FIRST MERCHANTS CORP COM 320817109 37,104 1,400,695 SH   DFND 2,5,8,20 1,160,204 0 240,491
58 COM INC SPON ADR REP A 31680Q104 96,658 1,983,954 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,582,926 48,103 352,925
ALKERMES PLC SHS G01767105 68,319 4,737,799 SH   DFND 2,5,8,13,19,20 4,544,793 1,630 191,376
FIRST MID BANCSHARES INC COM 320866106 7,740 326,049 SH   DFND 2,5,8,20 276,959 0 49,090
FIRST MIDWEST BANCORP DEL COM 320867104 58,155 4,348,608 SH   DFND 2,5,8,20 3,971,186 1,700 375,722
FIRST NORTHWEST BANCORP COM 335834107 2,040 187,665 SH   DFND 2,20 155,009 0 32,656
FIRST REP BK SAN FRANCISCO C COM 33616C100 766,921 9,320,867 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,702,448 81,858 536,561
FIRST SOLAR INC COM 336433107 76,395 2,118,539 SH   DFND 2,5,6,8,11,12,13,19,20 2,010,903 773 106,863
FIRST WESTN FINL INC COM 33751L105 172 12,900 SH   DFND 20 0 0 12,900
FIRSTCASH INC COM 33767D105 95,964 1,337,665 SH   DFND 2,5,6,8,11,13,20 1,191,022 541 146,102
FIRSTENERGY CORP COM 337932107 1,598,561 39,894,203 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,421,287 9,258,191 2,214,725
FISERV INC COM 337738108 2,248,657 23,672,566 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,896,841 542,160 2,233,565
FITBIT INC CL A 33812L102 36,413 5,467,391 SH   DFND 2,5,8,20 4,665,149 0 802,242
ALLAKOS INC COM 01671P100 36,044 810,153 SH   DFND 2,5,8,20 744,277 0 65,876
FIVE BELOW INC COM 33829M101 93,767 1,332,294 SH   DFND 2,5,6,8,11,13,19,20 1,271,497 700 60,097
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 447 88,248 SH   DFND 5,8,20 88,248 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,396 615,025 SH   DFND 2,5,20 505,419 0 109,606
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 86 30,832 SH   DFND 20 30,832 0 0
FIVE9 INC COM 338307101 97,094 1,269,871 SH   DFND 2,5,8,13,20 1,062,022 0 207,849
FLAGSTAR BANCORP INC COM PAR .001 337930705 21,489 1,083,678 SH   DFND 2,5,8,20 964,958 0 118,720
FLEETCOR TECHNOLOGIES INC COM 339041105 637,563 3,417,835 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,080,639 43,240 293,956
FLEX LTD ORD Y2573F102 85,826 10,247,845 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,074,996 543,305 3,629,544
FLEXION THERAPEUTICS INC COM 33938J106 13,063 1,659,907 SH   DFND 2,5,8,20 1,549,187 0 110,720
FLEXSTEEL INDS INC COM 339382103 1,406 125,802 SH   DFND 2,5,20 101,981 0 23,821
ALLEGHANY CORP DEL COM 017175100 311,104 563,237 SH   DFND 2,5,6,8,10,11,12,13,19,20 517,102 9,622 36,513
FLIR SYS INC COM 302445101 184,175 5,775,331 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,024,615 148,749 601,967
FLOOR & DECOR HLDGS INC CL A 339750101 44,040 1,372,400 SH   DFND 2,5,8,19,20 1,289,405 0 82,995
FLOTEK INDS INC DEL COM 343389102 934 1,049,828 SH   DFND 2,5,20 859,474 0 190,354
FLOWERS FOODS INC COM 343498101 99,250 4,836,748 SH   DFND 2,5,6,8,11,12,13,19,20 4,585,023 1,467 250,258
FLOWSERVE CORP COM 34354P105 127,901 5,309,734 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,596,972 81,150 631,612
FLUENT INC COM 34380C102 826 706,287 SH   DFND 2,20 598,086 0 108,201
FLUIDIGM CORP DEL COM 34385P108 3,523 1,386,948 SH   DFND 2,5,8,20 1,144,210 0 242,738
FLUOR CORP NEW COM 343412102 26,144 3,734,661 SH   DFND 2,5,6,8,11,12,13,20 3,572,500 2,243 159,918
FLUSHING FINL CORP COM 343873105 7,692 575,766 SH   DFND 2,5,8,20 480,559 882 94,325
FLWS/1-800 FLOWERS CL A 68243Q106 8,373 632,897 SH   DFND 2,5,8,20 547,892 0 85,005
ALLEGHENY TECHNOLOGIES INC COM 01741R102 42,436 4,992,456 SH   DFND 2,5,6,8,11,12,13,20 4,541,613 945 449,898
FLY LEASING LTD SPONSORED ADR 34407D109 170 24,114 SH   DFND 2 24,114 0 0
FNCB BANCORP INC COM 302578109 1,820 263,402 SH   DFND 2,20 263,402 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 14,058 610,953 SH   DFND 2,5,8,20 508,690 0 102,263
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 16,261 268,730 SH   DFND 1,5,13,20 262,162 0 6,568
FOOT LOCKER INC COM 344849104 63,263 2,869,055 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,746,320 1,255 121,480
FORD MTR CO DEL COM 345370860 861,967 178,461,097 SH   DFND 2,5,6,8,10,11,12,13,19,20 158,041,665 2,764,266 17,655,166
FORESCOUT TECHNOLOGIES INC COM 34553D101 28,472 901,288 SH   DFND 2,5,8,20 761,082 0 140,206
FORESTAR GROUP INC COM 346232101 2,947 284,711 SH   DFND 2,5,20 234,953 203 49,555
FORMFACTOR INC COM 346375108 45,996 2,289,489 SH   DFND 2,5,8,20 2,026,640 1,294 261,555
FORRESTER RESH INC COM 346563109 10,062 344,239 SH   DFND 2,5,8,20 307,865 0 36,374
ALLEGIANCE BANCSHARES INC COM 01748H107 17,181 712,600 SH   DFND 2,5,8,20 646,411 0 66,189
FORTERRA INC COM 34960W106 2,223 371,720 SH   DFND 2,5,8,20 306,553 0 65,167
FORTINET INC COM 34959E109 588,694 5,818,857 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,191,720 96,176 530,961
FORTIS INC COM 349553107 901 23,384 SH   DFND 20 14,822 323 8,239
FORTIVE CORP 5% PFD CNV SER A 34959J207 22,787 31,560 SH   DFND 2 31,560 0 0
FORTIVE CORP COM 34959J108 643,080 11,652,118 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,573,533 203,927 874,658
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 39,249 42,138,000 SH   DFND 2,5 42,138,000 0 0
FORTRESS BIOTECH INC COM 34960Q109 107 56,513 SH   DFND 20 56,513 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 465 56,724 SH   DFND 2,20 56,724 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 273,591 6,325,813 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,694,771 94,465 536,577
FORTY SEVEN INC COM 34983P104 50,256 526,679 SH   DFND 2,5,8,13,20 460,624 0 66,055
ALLEGIANT TRAVEL CO COM 01748X102 32,943 402,728 SH   DFND 2,5,8,20 359,867 0 42,861
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 301 1,698,666 SH   DFND 2,5,20 1,346,519 0 352,147
FORWARD AIR CORP COM 349853101 46,399 916,063 SH   DFND 2,5,8,20 815,375 84 100,604
FOSSIL GROUP INC COM 34988V106 7,200 2,188,307 SH   DFND 2,5,8,20 2,026,092 1,924 160,291
FOSTER L B CO COM 350060109 2,160 174,763 SH   DFND 2,20 139,174 0 35,589
FOUNDATION BLDG MATLS INC COM 350392106 6,183 600,839 SH   DFND 2,5,8,20 524,283 0 76,556
FOUR CORNERS PPTY TR INC COM 35086T109 52,778 2,778,840 SH   DFND 2,5,6,8,10,19,20 2,455,251 21,170 302,419
FOX CORP CL A COM 35137L105 412,680 17,311,412 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,311,412 0 0
FOX CORP CL B COM 35137L204 178,500 7,729,290 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,729,290 0 0
FOX FACTORY HLDG CORP COM 35138V102 47,706 1,135,858 SH   DFND 2,5,8,20 1,004,069 0 131,789
FRANKLIN COVEY CO COM 353469109 3,211 206,641 SH   DFND 2,5,8,20 176,390 0 30,251
ALLEGION PLC ORD SHS G0176J109 385,702 4,191,505 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,700,986 61,848 428,671
FRANKLIN ELEC INC COM 353514102 117,547 2,494,110 SH   DFND 2,5,8,20 2,332,355 80 161,675
FRANKLIN FINL NETWORK INC COM 35352P104 9,437 462,847 SH   DFND 2,5,8,20 421,326 0 41,521
FRANKLIN FINL SVCS CORP COM 353525108 1,601 58,337 SH   DFND 2,20 58,337 0 0
FRANKLIN RESOURCES INC COM 354613101 468,703 27,642,060 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,988,803 435,854 1,217,403
FRANKLIN STR PPTYS CORP COM 35471R106 34,587 6,036,158 SH   DFND 2,5,8,10,20 5,563,260 32,522 440,376
FRANKS INTL N V COM N33462107 6,049 2,331,503 SH   DFND 2,5,8,20 1,959,678 0 371,825
FREEPORT-MCMORAN INC CL B 35671D857 433,701 64,252,072 SH   DFND 2,5,6,8,10,11,12,13,19,20 58,558,980 730,814 4,962,278
FREQUENCY THERAPEUTICS INC COM 35803L108 1,694 95,132 SH   DFND 2,20 95,132 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 215 6,562 SH   DFND 20 6,562 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 28,636 1,037,156 SH   DFND 2,5,8,20 923,682 38 113,436
ALLERGAN PLC SHS G0177J108 2,425,479 13,695,510 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,335,602 221,461 1,138,447
FRESHPET INC COM 358039105 45,126 706,535 SH   DFND 2,5,8,20 591,285 0 115,250
FRONT YD RESIDENTIAL CORP COM 35904G107 20,265 1,695,823 SH   DFND 2,5,8,20 1,499,997 333 195,493
FRONTDOOR INC COM 35905A109 37,972 1,091,775 SH   DFND 2,5,8,13,19,20 987,594 1,050 103,131
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,078 2,837,550 SH   DFND 1,2,5,13,20 2,439,061 0 398,489
FRONTLINE LTD SHS NEW G3682E192 484 50,321 SH   DFND 8,20 50,321 0 0
FRP HLDGS INC COM 30292L107 6,045 140,584 SH   DFND 2,5,8,20 116,758 0 23,826
FS BANCORP INC COM 30263Y104 3,025 84,017 SH   DFND 2,20 69,797 0 14,220
FS KKR CAPITAL CORP COM 302635107 40 12,566 SH   DFND 20 12,566 0 0
FTI CONSULTING INC COM 302941109 144,266 1,204,525 SH   DFND 2,5,6,8,11,13,20 1,072,812 602 131,111
FTS INTERNATIONAL INC COM 30283W104 140 628,241 SH   DFND 2,20 471,437 0 156,804
ALLETE INC COM NEW 018522300 115,896 1,909,949 SH   DFND 2,5,6,8,11,13,20 1,729,932 600 179,417
FUELCELL ENERGY INC COM 35952H601 3,728 2,468,569 SH   DFND 2,20 2,468,569 0 0
FULCRUM THERAPEUTICS INC COM 359616109 2,319 194,262 SH   DFND 2,5,20 194,262 0 0
FULLER H B CO COM 359694106 103,682 3,712,215 SH   DFND 2,5,8,20 3,528,032 337 183,846
FULTON FINL CORP PA COM 360271100 74,978 6,452,180 SH   DFND 2,5,6,8,11,20 5,885,929 2,356 563,895
FUNKO INC COM CL A 361008105 1,379 345,584 SH   DFND 2,5,20 278,598 0 66,986
FUTUREFUEL CORP COM 36116M106 9,532 845,760 SH   DFND 2,5,8,20 757,820 0 87,940
FVCBANKCORP INC COM 36120Q101 2,237 167,921 SH   DFND 2,20 158,121 0 9,800
G III APPAREL GROUP LTD COM 36237H101 12,603 1,636,723 SH   DFND 2,5,8,20 1,485,883 660 150,180
G1 THERAPEUTICS INC COM 3621LQ109 15,127 1,372,714 SH   DFND 2,5,8,20 1,259,688 0 113,026
GAIA INC NEW CL A 36269P104 1,609 181,172 SH   DFND 2,20 142,757 0 38,415
ALLIANCE DATA SYSTEMS CORP COM 018581108 61,652 1,832,159 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,636,461 24,712 170,986
GAIN CAP HLDGS INC COM 36268W100 2,312 414,342 SH   DFND 2,5,20 345,707 0 68,635
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,301 663,783 SH   DFND 2,20 663,783 0 0
GALERA THERAPEUTICS INC COM 36338D108 143 15,084 SH   DFND 2,20 15,084 0 0
GALLAGHER ARTHUR J & CO COM 363576109 709,742 8,707,422 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,715,666 118,964 872,792
GAMCO INVS INC CL A COM 361438104 1,492 135,798 SH   DFND 2,5,8,20 109,063 0 26,735
GAMESTOP CORP NEW CL A 36467W109 12,404 3,544,038 SH   DFND 2,5,8,12,13,20 3,237,011 1,932 305,095
GAMING & LEISURE PPTYS INC COM 36467J108 135,573 4,892,581 SH   DFND 2,5,8,10,12,13,19,20 4,332,728 58,878 500,975
GANNETT CO INC COM 36472T109 6,133 4,143,996 SH   DFND 2,5,8,20 4,143,996 0 0
GAP INC COM 364760108 93,913 13,339,983 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,047,998 324,177 967,808
GARMIN LTD SHS H2906T109 472,365 6,301,488 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,596,037 193,620 511,831
89BIO INC COM 282559103 1,214 48,086 SH   DFND 2,20 48,086 0 0
ALLIANT ENERGY CORP COM 018802108 654,025 13,543,688 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,483,124 208,219 852,345
GARRETT MOTION INC COM 366505105 3,823 1,336,592 SH   DFND 1,2,5,8,12,20 1,324,839 1,002 10,751
GARTNER INC COM 366651107 355,007 3,565,403 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,210,532 43,531 311,340
GASLOG LTD SHS G37585109 4,431 1,224,000 SH   DFND 2,5,10,20 1,084,393 0 139,607
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 4,427 599,861 SH   DFND 2,5,8,20 544,561 0 55,300
GATX CORP COM 361448103 72,813 1,163,896 SH   DFND 2,5,6,8,11,20 1,038,440 337 125,119
GCI LIBERTY INC COM CLASS A 36164V305 73,611 1,292,103 SH   DFND 2,5,8,13,20 1,165,132 943 126,028
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 37,357 2,098,709 SH   DFND 2,5,8,13,20 1,897,191 1,704 199,814
GDS HLDGS LTD SPONSORED ADS 36165L108 77,361 1,334,503 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,088,103 24,100 222,300
GENASYS INC COM 36872P103 44 13,450 SH   DFND 20 13,450 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,763 274,646 SH   DFND 2,20 226,610 0 48,036
ALLIED MOTION TECHNOLOGIES I COM 019330109 2,995 126,202 SH   DFND 2,20 100,238 0 25,964
GENCOR INDS INC COM 368678108 1,514 144,175 SH   DFND 2,20 120,666 0 23,509
GENERAC HLDGS INC COM 368736104 182,276 1,956,386 SH   DFND 2,5,6,8,11,13,19,20 1,740,842 900 214,644
GENERAL DYNAMICS CORP COM 369550108 1,422,725 10,752,965 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,872,784 258,694 621,487
GENERAL ELECTRIC CO COM 369604103 2,709,014 340,762,116 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 306,927,985 4,429,672 29,404,459
GENERAL FIN CORP DEL COM 369822101 1,096 175,651 SH   DFND 2,20 136,716 0 38,935
GENERAL MLS INC COM 370334104 1,919,768 36,379,905 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,108,135 7,923,700 2,348,070
GENERAL MOLY INC COM 370373102 7 42,932 SH   DFND 20 42,932 0 0
GENERAL MTRS CO COM 37045V100 1,190,701 57,300,357 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,371,493 962,071 4,966,793
GENESCO INC COM 371532102 7,702 577,397 SH   DFND 2,5,8,20 520,594 4 56,799
GENESIS HEALTHCARE INC CL A COM 37185X106 1,091 1,294,278 SH   DFND 2,20 1,037,306 0 256,972
ALLISON TRANSMISSION HLDGS I COM 01973R101 51,244 1,571,424 SH   DFND 2,5,8,13,20 1,420,153 900 150,371
GENIE ENERGY LTD CL B 372284208 2,436 336,006 SH   DFND 2,20 336,006 0 0
GENMAB A/S SPONSORED ADS 372303206 849 40,089 SH   DFND 1 40,089 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4,442 1,078,157 SH   DFND 2,5,8,20 878,298 0 199,859
GENPACT LIMITED SHS G3922B107 65,424 2,240,565 SH   DFND 2,5,8,13,19,20 2,026,913 0 213,652
GENTEX CORP COM 371901109 144,011 6,498,674 SH   DFND 2,5,6,8,11,12,13,19,20 6,162,815 7,354 328,505
GENTHERM INC COM 37253A103 33,246 1,058,779 SH   DFND 2,5,8,20 943,691 140 114,948
GENUINE PARTS CO COM 372460105 605,369 8,890,144 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,248,261 157,302 484,581
GENWORTH FINL INC COM CL A 37247D106 61,353 18,479,724 SH   DFND 2,5,6,8,11,12,13,20 16,653,903 2,984 1,822,837
GEO GROUP INC NEW COM 36162J106 50,130 4,122,499 SH   DFND 2,5,6,8,11,12,13,20 3,754,982 814 366,703
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,448 382,475 SH   DFND 2,20 382,475 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 32,936 1,694,216 SH   DFND 2,5,8,19,20 1,566,232 0 127,984
GERDAU SA SPON ADR REP PFD 373737105 8,027 4,202,766 SH   DFND 2,10,12,19,20 3,687,193 433,825 81,748
GERMAN AMERN BANCORP INC COM 373865104 13,892 506,070 SH   DFND 2,5,8,20 422,942 0 83,128
GERON CORP COM 374163103 4,442 3,733,115 SH   DFND 2,5,8,20 3,167,980 0 565,135
GETTY RLTY CORP NEW COM 374297109 36,984 1,534,461 SH   DFND 2,5,8,10,20 1,373,045 10,309 151,107
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 14,744 347,500 SH   DFND 2 347,500 0 0
GIBRALTAR INDS INC COM 374689107 43,373 1,010,562 SH   DFND 2,5,8,20 893,324 170 117,068
GILEAD SCIENCES INC COM 375558103 4,246,757 56,805,210 SH   DFND 2,5,6,8,10,11,12,13,19,20 50,726,275 956,192 5,122,743
GLACIER BANCORP INC NEW COM 37637Q105 107,931 3,173,963 SH   DFND 2,5,8,20 2,865,766 1,085 307,112
GLADSTONE COMMERCIAL CORP COM 376536108 12,280 855,144 SH   DFND 2,5,8,20 718,184 9,600 127,360
GLADSTONE LD CORP COM 376549101 4,292 362,226 SH   DFND 2,5,20 311,295 0 50,931
ALLOT LTD SHS M0854Q105 454 47,997 SH   DFND 2 47,997 0 0
GLATFELTER COM 377316104 17,549 1,436,054 SH   DFND 2,5,8,20 1,273,165 2,208 160,681
GLAUKOS CORP COM 377322102 40,860 1,324,046 SH   DFND 2,5,8,20 1,191,089 0 132,957
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 351,063 9,123,000 SH   DFND 1,20 15,583 8,900,657 206,760
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 111,753 2,187,383 SH   DFND 2,5,8,13,20 1,981,604 0 205,779
GLOBAL EAGLE ENTMT INC COM 37951D102 5 29,907 SH   DFND 20 29,907 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 4,472 175,374 SH   DFND 2,5,8,20 144,211 0 31,163
GLOBAL MED REIT INC COM NEW 37954A204 9,676 939,428 SH   DFND 2,5,8,20 829,316 0 110,112
GLOBAL NET LEASE INC COM NEW 379378201 55,451 4,147,449 SH   DFND 2,5,8,10,19,20 3,726,714 25,300 395,435
GLOBAL PMTS INC COM 37940X102 1,690,617 11,721,671 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,622,544 147,715 951,412
GLOBAL WTR RES INC COM 379463102 1,906 187,042 SH   DFND 2,5,20 154,181 0 32,861
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 38,498 5,468,496 SH   DFND 2,5,6,8,11,20 4,872,460 845 595,191
GLOBALSTAR INC COM 378973408 420 1,424,321 SH   DFND 2,5,8,20 1,371,621 0 52,700
GLOBANT S A COM L44385109 97,263 1,106,770 SH   DFND 2,5,8,10,12,13,19,20 1,106,770 0 0
GLOBE LIFE INC COM 37959E102 371,895 5,167,360 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,167,360 0 0
GLOBUS MED INC CL A 379577208 108,338 2,547,321 SH   DFND 2,5,6,8,11,19,20 2,278,899 600 267,822
GLU MOBILE INC COM 379890106 24,942 3,965,267 SH   DFND 2,5,8,20 3,569,661 0 395,606
GLYCOMIMETICS INC COM 38000Q102 1,419 622,561 SH   DFND 2,5,20 499,353 0 123,208
GMS INC COM 36251C103 20,051 1,274,706 SH   DFND 2,5,8,20 1,146,386 0 128,320
GNC HLDGS INC COM CL A 36191G107 698 1,491,805 SH   DFND 2,5,20 1,188,396 0 303,409
GODADDY INC CL A 380237107 216,566 3,792,082 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,267,388 80,047 444,647
GOGO INC COM 38046C109 2,317 1,093,084 SH   DFND 2,5,8,20 896,614 0 196,470
ALLSTATE CORP COM 020002101 1,448,068 15,695,088 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,963,044 406,531 1,325,513
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 167 39,180 SH   DFND 1,10,20 39,180 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 8,415 13,385,000 SH   DFND 2,5 13,385,000 0 0
GOLAR LNG LTD SHS G9456A100 13,700 1,738,604 SH   DFND 2,5,20 1,424,284 0 314,320
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2,069 435,532 SH   DFND 5,8,20 435,532 0 0
GOLD RESOURCE CORP COM 38068T105 3,448 1,253,889 SH   DFND 2,5,6,20 1,011,898 0 241,991
GOLDEN ENTMT INC COM 381013101 2,197 332,442 SH   DFND 2,5,8,20 277,644 0 54,798
GOLDEN MINERALS CO COM 381119106 6 28,779 SH   DFND 20 28,779 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 119 38,170 SH   DFND 2,5,20 38,170 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 128 51,289 SH   DFND 2 51,289 0 0
GOLDFIELD CORP COM 381370105 32 11,419 SH   DFND 20 11,419 0 0
ALLY FINL INC COM 02005N100 166,308 11,525,185 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,150,921 493,301 1,880,963
GOLDMAN SACHS GROUP INC COM 38141G104 3,057,145 19,775,826 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,315,029 781,986 6,678,811
GOODRICH PETE CORP COM PAR 382410843 664 155,849 SH   DFND 2,20 127,591 0 28,258
GOODYEAR TIRE & RUBR CO COM 382550101 34,826 5,983,912 SH   DFND 2,5,6,8,11,12,13,20 5,734,603 2,559 246,750
GOOSEHEAD INS INC COM CL A 38267D109 10,582 237,111 SH   DFND 2,5,8,20 198,908 0 38,203
GOPRO INC CL A 38268T103 7,802 2,977,976 SH   DFND 2,5,8,20 2,514,701 0 463,275
GORMAN RUPP CO COM 383082104 11,745 376,309 SH   DFND 2,5,8,20 318,850 0 57,459
GOSSAMER BIO INC COM 38341P102 16,838 1,658,898 SH   DFND 2,5,8,20 1,658,898 0 0
GP STRATEGIES CORP COM 36225V104 1,536 235,983 SH   DFND 2,5,20 194,201 0 41,782
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 13,057 242,066 SH   DFND 2,5,13,19,20 241,066 0 1,000
GRACE W R & CO DEL NEW COM 38388F108 27,016 758,864 SH   DFND 2,5,8,13,20 679,269 504 79,091
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 324,824 2,984,141 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,654,913 56,676 272,552
GRACO INC COM 384109104 302,877 6,215,420 SH   DFND 2,5,6,8,11,13,19,20 5,978,734 1,501 235,185
GRAFTECH INTL LTD COM 384313508 6,641 817,896 SH   DFND 2,5,8,20 741,425 0 76,471
GRAHAM CORP COM 384556106 2,323 180,040 SH   DFND 2,5,20 149,264 0 30,776
GRAHAM HLDGS CO COM CL B 384637104 38,740 113,550 SH   DFND 2,5,6,8,11,12,13,19,20 108,049 65 5,436
GRAINGER W W INC COM 384802104 583,647 2,348,682 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,103,424 72,220 173,038
GRAN TIERRA ENERGY INC COM 38500T101 172 685,963 SH   DFND 5,20 676,763 0 9,200
GRAND CANYON ED INC COM 38526M106 86,728 1,136,899 SH   DFND 2,5,6,8,11,13,19,20 1,075,882 600 60,417
GRANITE CONSTR INC COM 387328107 23,659 1,545,441 SH   DFND 2,5,8,20 1,378,238 1,209 165,994
GRANITE PT MTG TR INC COM 38741L107 10,550 2,080,911 SH   DFND 2,5,8,20 1,893,653 606 186,652
GRAPHIC PACKAGING HLDG CO COM 388689101 49,595 4,040,926 SH   DFND 2,5,8,10,12,13,20 3,665,359 4,200 371,367
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,751 429,139 SH   DFND 2,5,20 366,060 0 63,079
GRAY TELEVISION INC COM 389375106 20,187 1,879,586 SH   DFND 2,5,8,20 1,559,807 0 319,779
GREAT AJAX CORP COM 38983D300 4,136 650,283 SH   DFND 2,5,20 597,245 0 53,038
GREAT LAKES DREDGE & DOCK CO COM 390607109 10,155 1,223,480 SH   DFND 2,5,8,20 1,012,299 0 211,181
GREAT SOUTHN BANCORP INC COM 390905107 9,912 243,397 SH   DFND 2,5,8,20 202,149 0 41,248
GREAT WESTN BANCORP INC COM 391416104 47,531 2,320,860 SH   DFND 2,5,8,20 2,120,558 300 200,002
GREEN BRICK PARTNERS INC COM 392709101 3,800 472,079 SH   DFND 2,5,20 394,376 0 77,703
GREEN DOT CORP CL A 39304D102 41,379 1,629,733 SH   DFND 2,5,8,13,20 1,454,137 900 174,696
GREEN PLAINS INC COM 393222104 10,151 2,093,014 SH   DFND 2,5,8,20 1,957,201 0 135,813
GREENBRIER COS INC COM 393657101 20,623 1,162,508 SH   DFND 2,5,8,20 1,049,125 0 113,383
GREENE COUNTY BANCORP INC COM 394357107 1,008 43,138 SH   DFND 2,20 32,987 0 10,151
8X8 INC NEW COM 282914100 43,006 3,102,854 SH   DFND 2,5,8,20 2,763,286 300 339,268
ALPHABET INC CAP STK CL A 02079K305 13,582,044 11,689,009 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,327,978 295,217 1,065,814
GREENHILL & CO INC COM 395259104 4,935 501,549 SH   DFND 2,5,8,20 440,528 200 60,821
GREENLANE HLDGS INC CL A 395330103 228 132,494 SH   DFND 2,20 132,494 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 3,478 584,454 SH   DFND 2,5,8,20 484,949 1,200 98,305
GREENSKY INC CL A 39572G100 1,074 281,054 SH   DFND 2,8,20 281,054 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 177 16,122 SH   DFND 2 16,122 0 0
GREIF INC CL A 397624107 28,920 917,546 SH   DFND 2,5,6,8,11,20 823,568 83 93,895
GREIF INC CL B 397624206 5,146 126,514 SH   DFND 2,5,20 107,966 0 18,548
GRIDSUM HLDG INC SPONSORED ADR 398132100 23 34,025 SH   DFND 2 34,025 0 0
GRIFFIN INL RLTY INC COM 398231100 310 9,475 SH   DFND 2,20 8,020 0 1,455
GRIFFON CORP COM 398433102 15,884 1,255,659 SH   DFND 2,5,8,20 1,134,368 0 121,291
ALPHABET INC CAP STK CL C 02079K107 13,737,468 11,814,026 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,375,810 324,298 1,113,918
GRIFOLS S A SP ADR REP B NVT 398438408 6,238 309,723 SH   DFND 1,2,5,10,13,20 303,723 0 6,000
GRITSTONE ONCOLOGY INC COM 39868T105 2,730 469,112 SH   DFND 2,5,20 401,971 0 67,141
GROCERY OUTLET HLDG CORP COM 39874R101 28,009 815,635 SH   DFND 2,5,6,8,20 815,635 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 29,200 659,739 SH   DFND 2,5,8,10,12,20 596,330 105 63,304
GROUPON INC COM 399473107 10,468 10,679,224 SH   DFND 2,5,8,20 9,077,468 1,800 1,599,956
GRUBHUB INC COM 400110102 121,967 2,994,532 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,752,953 50,039 191,540
GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 7,113 264,041 SH   DFND 2,19,20 264,041 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 11,697 124,250 SH   DFND 2,19,20 124,250 0 0
GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 24,722 3,506,643 SH   DFND 2,5,8,10,12,13,19,20 3,506,643 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 535 342,806 SH   DFND 2,5,20 342,806 0 0
ALPHATEC HLDGS INC COM NEW 02081G201 2,391 693,117 SH   DFND 2,20 693,117 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 1,872 322,683 SH   DFND 1,5,20 322,683 0 0
GSI TECHNOLOGY COM 36241U106 1,781 255,887 SH   DFND 2,20 255,887 0 0
GSX TECHEDU INC SPONSORED ADS 36257Y109 2,169 51,200 SH   DFND 5,19 51,200 0 0
GTT COMMUNICATIONS INC COM 362393100 6,443 810,428 SH   DFND 2,5,8,20 694,793 0 115,635
GTY TECHNOLOGY HOLDINGS INC COM 362409104 3,009 665,725 SH   DFND 2,20 665,725 0 0
GUARANTY BANCSHARES INC TEX COM 400764106 3,742 160,376 SH   DFND 2,20 134,497 0 25,879
GUARANTY FED BANCSHARES INC COM 40108P101 227 15,351 SH   DFND 20 2,300 0 13,051
GUARDANT HEALTH INC COM 40131M109 34,748 499,252 SH   DFND 2,5,8,13,19,20 469,262 0 29,990
GUESS INC COM 401617105 11,876 1,754,156 SH   DFND 2,5,8,20 1,588,756 137 165,263
GUIDEWIRE SOFTWARE INC COM 40171V100 132,450 1,670,027 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,560,430 1,100 108,497
ALTAIR ENGR INC COM CL A 021369103 22,438 846,724 SH   DFND 2,5,8,20 719,025 0 127,699
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 9,797 10,023,000 SH   DFND 2,5 10,023,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 6,265 14,087,811 SH   DFND 2,5,20 13,476,840 3,200 607,771
GW PHARMACEUTICALS PLC ADS 36197T103 1,914 21,855 SH   DFND 1,2,5,13,20 21,855 0 0
GWG HLDGS INC COM 36192A109 362 35,642 SH   DFND 2,20 35,642 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 9,799 667,507 SH   DFND 2,5,8,20 554,817 0 112,690
HACKETT GROUP INC COM 404609109 7,035 553,072 SH   DFND 2,5,8,20 458,091 0 94,981
HAEMONETICS CORP COM 405024100 166,920 1,674,890 SH   DFND 2,5,6,8,11,13,19,20 1,495,038 604 179,248
HAILIANG ED GROUP INC SPONSORED ADR 40522L108 280 4,707 SH   DFND 2,19 4,707 0 0
HAIN CELESTIAL GROUP INC COM 405217100 51,371 1,978,072 SH   DFND 2,5,6,8,11,13,19,20 1,867,188 666 110,218
HALLADOR ENERGY COMPANY COM 40609P105 319 335,875 SH   DFND 2,20 275,700 0 60,175
ALTERYX INC COM CL A 02156B103 60,172 632,256 SH   DFND 2,5,8,13,19,20 593,272 0 38,984
HALLIBURTON CO COM 406216101 318,990 46,567,949 SH   DFND 2,5,6,8,10,11,12,13,19,20 42,583,895 586,310 3,397,744
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 1,004 248,396 SH   DFND 2,20 203,982 0 44,414
HALOZYME THERAPEUTICS INC COM 40637H109 78,512 4,364,183 SH   DFND 2,5,8,20 3,890,413 0 473,770
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 1,402 147,405 SH   DFND 2,5,20 121,041 536 25,828
HAMILTON LANE INC CL A 407497106 25,284 454,937 SH   DFND 2,5,8,20 382,815 0 72,122
HANCOCK WHITNEY CORPORATION COM 410120109 66,758 3,419,997 SH   DFND 2,5,6,8,11,12,13,20 3,114,183 1,000 304,814
HANESBRANDS INC COM 410345102 169,995 21,600,378 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,884,067 239,556 1,476,755
HANGER INC COM NEW 41043F208 17,731 1,138,062 SH   DFND 2,5,8,20 1,138,062 0 0
HANMI FINL CORP COM NEW 410495204 12,424 1,145,086 SH   DFND 2,5,8,20 1,040,656 0 104,430
HANNON ARMSTRONG SUST INFR C COM 41068X100 29,397 1,440,326 SH   DFND 2,5,8,20 1,187,836 0 252,490
ALTICE USA INC CL A 02156K103 114,149 5,121,089 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,121,089 0 0
HANOVER INS GROUP INC COM 410867105 105,993 1,170,158 SH   DFND 2,5,6,8,11,12,13,19,20 1,116,387 600 53,171
HARBORONE BANCORP INC NEW COM NEW 41165Y100 4,882 648,370 SH   DFND 2,5,20 648,370 0 0
HARLEY DAVIDSON INC COM 412822108 144,434 7,629,911 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,923,914 104,224 601,773
HARMONIC INC COM 413160102 16,241 2,819,542 SH   DFND 2,5,8,20 2,499,294 0 320,248
HARPOON THERAPEUTICS INC COM 41358P106 1,686 145,608 SH   DFND 2,20 145,608 0 0
HARSCO CORP COM 415864107 17,633 2,529,895 SH   DFND 2,5,8,20 2,254,653 381 274,861
HARTFORD FINL SVCS GROUP INC COM 416515104 734,348 20,651,485 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,558,559 3,836,212 1,256,714
HARVARD BIOSCIENCE INC COM 416906105 25 11,459 SH   DFND 20 11,459 0 0
HASBRO INC COM 418056107 396,227 5,537,769 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,974,739 133,706 429,324
HAVERTY FURNITURE INC COM 419596101 7,758 652,503 SH   DFND 2,5,8,20 588,738 0 63,765
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,202 156,772 SH   DFND 2,5,8,20 122,311 1,000 33,461
HAWAIIAN ELEC INDUSTRIES COM 419870100 147,010 3,414,871 SH   DFND 2,5,6,8,11,12,13,19,20 3,255,832 1,256 157,783
HAWAIIAN HOLDINGS INC COM 419879101 17,953 1,719,612 SH   DFND 2,5,8,13,20 1,556,825 0 162,787
HAWKINS INC COM 420261109 11,643 327,051 SH   DFND 2,5,8,10,20 295,039 349 31,663
HAWTHORN BANCSHARES INC COM 420476103 1,782 96,452 SH   DFND 2,20 74,877 0 21,575
HAYNES INTERNATIONAL INC COM NEW 420877201 10,052 487,733 SH   DFND 2,5,8,20 445,333 900 41,500
HBT FINL INC. COM 404111106 2,035 193,218 SH   DFND 2,20 193,218 0 0
HC2 HLDGS INC COM 404139107 29 18,400 SH   DFND 20 18,400 0 0
HCA HEALTHCARE INC COM 40412C101 1,040,829 11,584,076 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,268,099 320,329 995,648
HCI GROUP INC COM 40416E103 8,656 215,058 SH   DFND 2,5,8,20 190,279 0 24,779
HD SUPPLY HLDGS INC COM 40416M105 106,284 3,738,437 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,039,649 194,277 504,511
ALTRA INDL MOTION CORP COM 02208R106 23,254 1,316,960 SH   DFND 2,5,6,8,13,20 1,092,051 199 224,710
HDFC BANK LTD SPONSORED ADS 40415F101 40,029 1,040,799 SH   DFND 1,8,12,20 1,040,799 0 0
HEALTH CATALYST INC COM 42225T107 8,976 343,261 SH   DFND 2,8,20 343,261 0 0
HEALTHCARE RLTY TR COM 421946104 210,101 7,522,428 SH   DFND 2,5,6,8,10,11,13,19,20 6,857,198 39,034 626,196
HEALTHCARE SVCS GROUP INC COM 421906108 56,959 2,382,219 SH   DFND 2,5,6,8,11,13,20 2,117,969 1,025 263,225
HEALTHCARE TR AMER INC CL A NEW 42225P501 140,417 5,783,225 SH   DFND 2,5,8,10,12,13,19,20 5,200,167 63,590 519,468
HEALTHEQUITY INC COM 42226A107 112,816 2,230,007 SH   DFND 2,5,6,8,11,13,20 1,985,900 600 243,507
HEALTHPEAK PROPERTIES INC COM 42250P103 836,082 35,055,867 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,055,867 0 0
HEALTHSTREAM INC COM 42222N103 20,653 862,324 SH   DFND 2,5,8,20 769,153 800 92,371
HEARTLAND EXPRESS INC COM 422347104 30,341 1,632,159 SH   DFND 2,5,8,20 1,471,863 24 160,272
HEARTLAND FINL USA INC COM 42234Q102 23,627 782,341 SH   DFND 2,5,8,20 665,090 0 117,251
ALTRIA GROUP INC COM 02209S103 3,162,460 80,112,432 SH   DFND 2,5,6,8,10,12,13,19,20 74,040,983 981,901 5,089,548
HECLA MNG CO COM 422704106 31,100 17,087,707 SH   DFND 2,5,8,20 15,280,530 9,381 1,797,796
HEICO CORP NEW CL A 422806208 102,670 1,606,728 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,533,062 1,018 72,648
HEICO CORP NEW COM 422806109 125,114 1,676,904 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,629,551 375 46,978
HEIDRICK & STRUGGLES INTL IN COM 422819102 15,529 690,156 SH   DFND 2,5,8,20 620,434 5,400 64,322
HELEN OF TROY CORP LTD COM G4388N106 127,197 883,131 SH   DFND 2,5,6,8,11,13,19,20 793,173 388 89,570
HELIOS TECHNOLOGIES INC COM 42328H109 22,627 596,702 SH   DFND 2,5,8,20 596,702 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 7,678 4,681,604 SH   DFND 2,5,8,20 4,183,015 3,985 494,604
HELMERICH & PAYNE INC COM 423452101 275,538 17,606,249 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,297,575 2,038 306,636
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3,016 353,155 SH   DFND 2,20 301,902 0 51,253
HENRY JACK & ASSOC INC COM 426281101 547,554 3,527,145 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,063,187 106,953 357,005
ALTUS MIDSTREAM CO CL A 02215L100 695 927,207 SH   DFND 2,20 927,207 0 0
HENRY SCHEIN INC COM 806407102 386,695 7,654,290 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,871,027 198,919 584,344
HERBALIFE NUTRITION LTD COM SHS G4412G101 53,953 1,850,257 SH   DFND 2,5,6,8,12,13,19,20 1,315,861 1,210 533,186
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 12,559 15,650,000 SH   DFND 2,5 15,650,000 0 0
HERC HLDGS INC COM 42704L104 10,535 514,928 SH   DFND 2,5,8,13,20 429,443 623 84,862
HERITAGE COMMERCE CORP COM 426927109 9,442 1,231,062 SH   DFND 2,5,8,20 1,052,254 0 178,808
HERITAGE CRYSTAL CLEAN INC COM 42726M106 4,996 307,605 SH   DFND 2,5,8,20 256,067 0 51,538
HERITAGE FINL CORP WASH COM 42722X106 26,018 1,300,907 SH   DFND 2,5,8,20 1,179,080 0 121,827
HERITAGE INS HLDGS INC COM 42727J102 5,603 520,318 SH   DFND 2,5,8,20 424,665 0 95,653
HERON THERAPEUTICS INC COM 427746102 40,270 3,430,125 SH   DFND 2,5,8,20 3,130,599 0 299,526
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 6,477 1,686,135 SH   DFND 2,5,8,20 1,541,141 1,725 143,269
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 6,489 7,714,000 SH   DFND 2 7,714,000 0 0
ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 161 32,165 SH   DFND 5 32,165 0 0
HERSHEY CO COM 427866108 1,033,548 7,800,362 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,828,741 137,854 833,767
HERTZ GLOBAL HLDGS INC COM 42806J106 15,846 2,564,089 SH   DFND 2,5,8,12,13,20 2,195,658 259 368,172
HESKA CORP COM RESTRC NEW 42805E306 15,888 287,309 SH   DFND 2,5,8,20 263,578 0 23,731
HESS CORP COM 42809H107 490,712 14,736,107 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,682,381 133,843 919,883
HEWLETT PACKARD ENTERPRISE C COM 42824C109 641,525 65,284,729 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 52,883,207 6,101,750 6,299,772
HEXCEL CORP NEW COM 428291108 87,558 2,354,344 SH   DFND 2,5,8,13,19,20 2,222,941 671 130,732
HF FOODS GROUP INC COM 40417F109 2,853 340,051 SH   DFND 2,20 340,051 0 0
HIBBETT SPORTS INC COM 428567101 7,770 710,555 SH   DFND 2,5,8,20 644,082 1,262 65,211
HIGHPOINT RES CORP COM 43114K108 643 3,386,122 SH   DFND 2,5,20 2,988,497 0 397,625
HIGHWOODS PPTYS INC COM 431284108 179,445 5,066,202 SH   DFND 2,5,6,8,10,11,13,19,20 4,778,219 29,734 258,249
AMAG PHARMACEUTICALS INC COM 00163U106 17,873 2,892,032 SH   DFND 2,5,8,20 2,769,618 342 122,072
HILL ROM HLDGS INC COM 431475102 170,209 1,691,943 SH   DFND 2,5,6,8,11,13,20 1,602,144 600 89,199
HILLENBRAND INC COM 431571108 49,027 2,565,521 SH   DFND 2,5,8,19,20 2,304,389 595 260,537
HILLTOP HOLDINGS INC COM 432748101 27,435 1,814,499 SH   DFND 2,5,8,20 1,567,054 1,279 246,166
HILTON GRAND VACATIONS INC COM 43283X105 17,097 1,084,173 SH   DFND 2,5,8,13,20 966,997 1,690 115,486
HILTON WORLDWIDE HLDGS INC COM 43300A203 778,807 11,412,764 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,380,651 135,294 896,819
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,588 579,713 SH   DFND 2 579,713 0 0
HINGHAM INSTN SVGS MASS COM 433323102 3,696 25,492 SH   DFND 2,5,20 21,052 0 4,440
HMS HLDGS CORP COM 40425J101 71,047 2,811,524 SH   DFND 2,5,8,20 2,506,669 519 304,336
HNI CORP COM 404251100 34,799 1,381,469 SH   DFND 2,5,6,8,11,20 1,225,802 6,117 149,550
HOLLYFRONTIER CORP COM 436106108 253,846 10,356,839 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,114,243 186,428 1,056,168
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 2,810 259,710 SH   DFND 2,20 219,128 0 40,582
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2,552 197,830 SH   DFND 2,5,13,20 197,830 0 0
HOLOGIC INC COM 436440101 406,628 11,584,851 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,308,784 188,024 1,088,043
HOME BANCORP INC COM 43689E107 3,989 163,337 SH   DFND 2,5,20 116,192 0 47,145
HOME BANCSHARES INC COM 436893200 68,889 5,745,543 SH   DFND 2,5,6,8,11,13,20 5,197,538 1,100 546,905
HOME DEPOT INC COM 437076102 9,708,578 51,998,169 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 41,691,704 777,978 9,528,487
HOMESTREET INC COM 43785V102 17,368 781,277 SH   DFND 2,5,8,20 707,058 0 74,219
HOMETRUST BANCSHARES INC COM 437872104 6,518 409,445 SH   DFND 2,5,13,20 353,297 0 56,148
HOMOLOGY MEDICINES INC COM 438083107 12,981 835,357 SH   DFND 2,5,8,20 751,323 0 84,034
HONDA MOTOR LTD AMERN SHS 438128308 1,167 51,949 SH   DFND 2,20 51,949 0 0
HONEYWELL INTL INC COM 438516106 3,949,277 29,518,480 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,675,081 744,663 2,098,736
AMARIN CORP PLC SPONS ADR NEW 023111206 640 159,878 SH   DFND 1,2,5,13,19,20 153,578 0 6,300
HOOKER FURNITURE CORP COM 439038100 4,589 293,994 SH   DFND 2,5,8,13,20 254,869 0 39,125
HOOKIPA PHARMA INC COM 43906K100 974 118,011 SH   DFND 2,20 118,011 0 0
HOPE BANCORP INC COM 43940T109 41,672 5,069,602 SH   DFND 2,5,8,13,20 4,642,337 1,800 425,465
HORACE MANN EDUCATORS CORP N COM 440327104 51,955 1,419,928 SH   DFND 2,5,8,20 1,275,736 77 144,115
HORIZON BANCORP INC COM 440407104 8,428 854,762 SH   DFND 2,5,8,20 638,828 0 215,934
HORIZON GLOBAL CORP COM 44052W104 34 18,292 SH   DFND 20 18,292 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 12,560 10,785,000 SH   DFND 2,5 10,785,000 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 78,932 2,664,837 SH   DFND 2,5,8,13,20 2,664,837 0 0
HORMEL FOODS CORP COM 440452100 1,316,289 28,222,318 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,671,851 9,580,513 1,969,954
HOST HOTELS & RESORTS INC COM 44107P104 555,115 49,417,537 SH   DFND 2,5,6,8,10,11,12,13,19,20 45,140,264 971,841 3,305,432
AMAZON COM INC COM 023135106 31,717,019 16,267,474 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,542,640 275,536 1,449,298
HOSTESS BRANDS INC CL A 44109J106 27,266 2,557,760 SH   DFND 2,5,8,19,20 2,134,676 0 423,084
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,910 2,080,042 SH   DFND 2,5,8,20 1,712,456 5,100 362,486
HOULIHAN LOKEY INC CL A 441593100 47,324 907,984 SH   DFND 2,5,8,20 767,789 0 140,195
HOWARD BANCORP INC COM 442496105 2,616 240,850 SH   DFND 2,20 198,382 0 42,468
HOWARD HUGHES CORP COM 44267D107 26,663 527,763 SH   DFND 2,5,8,13,20 472,452 560 54,751
HP INC COM 40434L105 1,231,488 70,242,775 SH   DFND 2,5,6,8,10,11,12,13,19,20 57,371,831 7,160,646 5,710,298
HSBC HLDGS PLC SPON ADR NEW 404280406 6,107 217,843 SH   DFND 1,20 217,843 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 7 22,700 SH   DFND 20 22,700 0 0
HUAMI CORP SPONSORED ADS 44331K103 2,336 178,034 SH   DFND 2,5,20 178,034 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 324 22,502 SH   DFND 5,20 22,502 0 0
AMBAC FINL GROUP INC COM NEW 023139884 18,470 1,496,722 SH   DFND 2,5,8,20 1,337,990 0 158,732
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 13,412 13,960,000 SH   DFND 2,5 13,960,000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 84,238 2,932,055 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,398,689 63,200 470,166
HUB GROUP INC CL A 443320106 52,948 1,164,450 SH   DFND 2,5,8,12,20 1,050,326 55 114,069
HUBBELL INC COM 443510607 155,299 1,353,485 SH   DFND 2,5,6,8,11,12,13,19,20 1,278,596 691 74,198
HUBSPOT INC COM 443573100 71,080 533,671 SH   DFND 2,5,8,13,19,20 488,964 600 44,107
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 15,198 10,153,000 SH   DFND 2,5 10,153,000 0 0
HUDSON LTD COM CL A G46408103 3,521 701,395 SH   DFND 2,5,20 576,016 0 125,379
HUDSON PAC PPTYS INC COM 444097109 147,454 5,814,440 SH   DFND 2,5,8,10,19,20 5,398,979 45,104 370,357
HUDSON TECHNOLOGIES INC COM 444144109 20 29,255 SH   DFND 20 29,255 0 0
HUMANA INC COM 444859102 1,830,998 5,819,500 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,161,963 97,883 559,654
AMBARELLA INC SHS G037AX101 46,171 950,813 SH   DFND 2,5,8,20 837,235 100 113,478
HUNT COS FIN TR INC COM 44558T100 110 57,379 SH   DFND 20 2,209 0 55,170
HUNT J B TRANS SVCS INC COM 445658107 325,532 3,529,563 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,097,547 118,781 313,235
HUNTINGTON BANCSHARES INC COM 446150104 430,452 51,516,763 SH   DFND 2,5,6,8,10,11,12,13,19,20 47,494,576 724,995 3,297,192
HUNTINGTON INGALLS INDS INC COM 446413106 598,882 3,286,767 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 1,944,359 995,723 346,685
HUNTSMAN CORP COM 447011107 45,384 3,145,144 SH   DFND 2,5,8,12,13,20 2,858,002 10,436 276,706
HURCO COMPANIES INC COM 447324104 3,523 120,536 SH   DFND 2,5,20 99,779 0 20,757
HURON CONSULTING GROUP INC COM 447462102 21,266 468,830 SH   DFND 2,5,8,20 392,587 102 76,141
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 18,937 1,060,889 SH   DFND 2,5,8,10,11,12,13,19,20 826,789 23,500 210,600
HUYA INC ADS REP SHS A 44852D108 17,220 1,015,906 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,015,906 0 0
HYATT HOTELS CORP COM CL A 448579102 20,026 418,076 SH   DFND 2,5,10,13,20 375,257 0 42,819
AMBEV SA SPONSORED ADR 02319V103 59,097 25,694,211 SH   DFND 2,5,8,10,13,19,20 23,376,900 1,954,052 363,259
HYSTER YALE MATLS HANDLING I CL A 449172105 9,479 236,444 SH   DFND 2,5,8,20 201,096 536 34,812
I3 VERTICALS INC COM CL A 46571Y107 5,701 298,643 SH   DFND 2,5,20 248,580 0 50,063
IAA INC COM 449253103 52,008 1,735,904 SH   DFND 2,5,8,13,19,20 1,735,904 0 0
IAC INTERACTIVECORP COM 44919P508 296,126 1,652,213 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,438,707 51,704 161,802
IBERIABANK CORP COM 450828108 60,030 1,638,864 SH   DFND 2,5,8,13,20 1,453,113 474 185,277
ICF INTL INC COM 44925C103 28,011 406,912 SH   DFND 2,5,8,19,20 343,455 0 63,457
ICHOR HOLDINGS SHS G4740B105 13,902 725,575 SH   DFND 2,5,8,10,20 648,057 0 77,518
ICICI BANK LIMITED ADR 45104G104 114,855 13,512,350 SH   DFND 1,2,5,8,12,13,19,20 13,448,928 0 63,422
ICON PLC SHS G4705A100 18,431 135,524 SH   DFND 2,5,8,10,13,19,20 133,541 0 1,983
ICU MED INC COM 44930G107 100,076 495,992 SH   DFND 2,5,6,8,11,19,20 470,975 300 24,717
AMC ENTMT HLDGS INC CL A COM 00165C104 3,519 1,113,671 SH   DFND 2,5,8,20 934,621 320 178,730
IDACORP INC COM 451107106 130,981 1,491,986 SH   DFND 2,5,6,8,11,12,13,20 1,446,631 790 44,565
IDEANOMICS INC COM 45166V106 1,931 1,441,356 SH   DFND 2,20 1,441,356 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 31 23,212 SH   DFND 20 23,212 0 0
IDEX CORP COM 45167R104 434,381 3,145,183 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,876,597 100,989 167,597
IDEXX LABS INC COM 45168D104 920,805 3,801,209 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,380,400 58,347 362,462
IDT CORP CL B NEW 448947507 1,611 297,201 SH   DFND 2,20 297,201 0 0
IES HLDGS INC COM 44951W106 2,992 169,541 SH   DFND 2,5,20 142,539 0 27,002
IGM BIOSCIENCES INC COM 449585108 4,875 86,813 SH   DFND 2,5,20 86,813 0 0
IHEARTMEDIA INC COM CL A 45174J509 1,199 163,959 SH   DFND 2,5,8,20 163,959 0 0
IHS MARKIT LTD SHS G47567105 927,480 15,457,992 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,921,034 193,723 1,343,235
AMC NETWORKS INC CL A 00164V103 26,451 1,088,074 SH   DFND 2,5,6,8,11,13,20 1,029,654 293 58,127
II VI INC COM 902104108 80,233 2,815,198 SH   DFND 2,5,6,8,11,13,20 2,496,763 1,013 317,422
ILLINOIS TOOL WKS INC COM 452308109 1,925,874 13,450,672 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,988,461 334,988 1,127,223
ILLUMINA INC COM 452327109 1,662,166 6,085,846 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,421,544 143,017 521,285
ILLUMINA INC NOTE 8/1 452327AK5 21,092 21,805,000 SH   DFND 2,5 21,805,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 16,573 13,485,000 SH   DFND 2,5 13,485,000 0 0
IMAX CORP COM 45245E109 9,691 1,070,867 SH   DFND 2,5,8,20 888,916 1,600 180,351
IMMERSION CORP COM 452521107 3,522 657,162 SH   DFND 2,5,20 557,679 0 99,483
IMMUNOGEN INC COM 45253H101 19,525 5,725,865 SH   DFND 2,5,8,20 5,109,471 1,976 614,418
IMMUNOMEDICS INC COM 452907108 95,381 7,075,710 SH   DFND 2,5,8,19,20 6,410,004 3,000 662,706
IMPINJ INC COM 453204109 8,941 535,089 SH   DFND 2,5,8,20 481,315 0 53,774
9F INC SPONSORED ADS 65442R109 283 29,975 SH   DFND 2 29,975 0 0
AMCOR PLC ORD G0250X107 713,435 87,861,506 SH   DFND 2,5,6,8,10,11,12,13,19,20 87,861,506 0 0
INCYTE CORP COM 45337C102 612,922 8,369,821 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,656,288 90,033 623,500
INDEPENDENCE CONTRACT DRILLI COM 453415606 91 65,232 SH   DFND 2,20 65,232 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 2,952 115,493 SH   DFND 2,5,20 99,116 0 16,377
INDEPENDENCE RLTY TR INC COM 45378A106 44,482 4,975,608 SH   DFND 2,5,8,10,20 4,527,274 52,500 395,834
INDEPENDENT BANK CORP MASS COM 453836108 79,509 1,226,455 SH   DFND 2,5,8,20 1,110,537 247 115,671
INDEPENDENT BANK CORP MICH COM NEW 453838609 8,168 634,688 SH   DFND 2,5,20 500,140 0 134,548
INDEPENDENT BK GROUP INC COM 45384B106 25,439 1,074,261 SH   DFND 2,5,8,20 933,763 0 140,498
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 50,400 2,873,419 SH   DFND 2,5,8,10,20 2,561,630 19,104 292,685
INFINERA CORP COM 45667G103 19,702 3,717,323 SH   DFND 2,5,8,20 3,080,535 4,811 631,977
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 10,195 12,575,000 SH   DFND 2,5 12,575,000 0 0
AMDOCS LTD SHS G02602103 104,701 1,893,417 SH   DFND 2,5,6,8,10,12,13,19,20 1,780,464 0 112,953
INFINITY PHARMACEUTICALS INC COM 45665G303 46 55,289 SH   DFND 20 55,289 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1,363 530,330 SH   DFND 2,20 424,719 0 105,611
INFOSYS LTD SPONSORED ADR 456788108 156,129 19,016,896 SH   DFND 1,2,5,8,10,12,13,19,20 17,698,189 0 1,318,707
INFUSYSTEM HLDGS INC COM 45685K102 116 13,623 SH   DFND 2,20 13,623 0 0
ING GROEP N.V. SPONSORED ADR 456837103 141 27,377 SH   DFND 1,2,20 27,377 0 0
INGERSOLL RAND INC COM 45687V106 327,604 13,209,832 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,209,832 0 0
INGEVITY CORP COM 45688C107 47,931 1,361,678 SH   DFND 2,5,6,8,11,13,20 1,212,858 613 148,207
INGLES MKTS INC CL A 457030104 13,433 371,485 SH   DFND 2,5,8,20 323,839 0 47,646
INGREDION INC COM 457187102 204,078 2,681,124 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,404,440 71,348 205,336
INNERWORKINGS INC COM 45773Y105 891 761,851 SH   DFND 2,5,20 617,774 0 144,077
AMEDISYS INC COM 023436108 186,333 1,015,219 SH   DFND 2,5,6,8,11,13,19,20 904,958 274 109,987
INNOSPEC INC COM 45768S105 52,554 756,281 SH   DFND 2,5,8,20 670,816 400 85,065
INNOVATIVE INDL PPTYS INC COM 45781V101 53,753 699,399 SH   DFND 2,5,8,10,20 646,070 0 53,329
INNOVIVA INC COM 45781M101 25,914 2,203,534 SH   DFND 2,5,8,20 1,943,058 2,787 257,689
INOGEN INC COM 45780L104 35,295 683,209 SH   DFND 2,5,8,20 619,178 200 63,831
INOVALON HLDGS INC COM CL A 45781D101 24,736 1,484,757 SH   DFND 2,5,8,20 1,228,391 0 256,366
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 12,913 1,735,565 SH   DFND 2,5,20 1,418,040 0 317,525
INPHI CORP COM 45772F107 87,081 1,099,924 SH   DFND 2,5,8,20 942,797 0 157,127
INSEEGO CORP COM 45782B104 4,921 789,937 SH   DFND 2,5,20 789,937 0 0
INSIGHT ENTERPRISES INC COM 45765U103 51,130 1,213,624 SH   DFND 2,5,8,20 1,088,710 65 124,849
INSMED INC COM PAR $.01 457669307 55,392 3,455,490 SH   DFND 2,5,8,20 3,144,691 800 309,999
AMER STATES WTR CO COM 029899101 208,217 2,547,310 SH   DFND 2,5,8,19,20 2,419,829 200 127,281
INSMED INC NOTE 1.750% 1/1 457669AA7 10,983 13,082,000 SH   DFND 2,5 13,082,000 0 0
INSPERITY INC COM 45778Q107 43,716 1,171,999 SH   DFND 2,5,6,8,11,19,20 1,039,817 500 131,682
INSPIRE MED SYS INC COM 457730109 16,439 272,703 SH   DFND 2,5,8,20 228,453 0 44,250
INSPIRED ENTMT INC COM 45782N108 536 158,432 SH   DFND 2,20 158,432 0 0
INSTALLED BLDG PRODS INC COM 45780R101 29,868 749,135 SH   DFND 2,5,8,20 672,190 0 76,945
INSTEEL INDUSTRIES INC COM 45774W108 8,528 643,631 SH   DFND 2,5,8,20 573,205 0 70,426
INSULET CORP COM 45784P101 211,074 1,273,988 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,196,921 603 76,464
INSULET CORP NOTE 1.375%11/1 45784PAH4 20,705 11,325,000 SH   DFND 2,5 11,325,000 0 0
INTEGER HLDGS CORP COM 45826H109 75,965 1,208,487 SH   DFND 2,5,8,20 1,094,756 343 113,388
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 80,824 1,809,347 SH   DFND 2,5,6,8,11,13,19,20 1,717,844 574 90,929
AMERANT BANCORP INC CL A 023576101 5,365 348,626 SH   DFND 2,5,20 348,626 0 0
INTEL CORP COM 458140100 10,420,136 192,537,623 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 165,134,982 5,531,729 21,870,912
INTELLIA THERAPEUTICS INC COM 45826J105 21,093 1,724,683 SH   DFND 2,5,8,20 1,589,160 0 135,523
INTELLIGENT SYS CORP NEW COM 45816D100 4,183 123,052 SH   DFND 2,20 123,052 0 0
INTELSAT S A COM L5140P101 2,215 1,447,851 SH   DFND 2,5,8,20 1,214,539 0 233,312
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 2,074 9,950,000 SH   DFND 2 9,950,000 0 0
INTER PARFUMS INC COM 458334109 26,130 559,832 SH   DFND 2,5,8,20 496,454 0 63,378
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 77,587 1,797,242 SH   DFND 2,5,6,8,11,13,20 1,723,504 625 73,113
INTERCEPT PHARMACEUTICALS IN COM 45845P108 72,769 1,155,799 SH   DFND 2,5,8,19,20 1,066,092 500 89,207
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 11,004 13,463,000 SH   DFND 2,5 13,463,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,934,496 23,956,601 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,316,412 377,353 2,262,836
AMERCO COM 023586100 69,581 239,479 SH   DFND 2,5,6,8,10,11,12,13,19,20 191,480 8,783 39,216
INTERDIGITAL INC COM 45867G101 48,156 1,079,008 SH   DFND 2,5,6,8,11,13,19,20 968,923 498 109,587
INTERFACE INC COM 458665304 13,925 1,826,343 SH   DFND 2,5,8,20 1,616,932 2,324 207,087
INTERNATIONAL BANCSHARES COR COM 459044103 54,938 2,002,875 SH   DFND 2,5,6,8,11,20 1,804,184 270 198,421
INTERNATIONAL BUSINESS MACHS COM 459200101 6,040,297 54,451,432 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,584,976 8,849,354 9,017,102
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 448,366 4,360,136 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,776,941 53,041 530,154
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 12,255 316,500 SH   DFND 2 316,500 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 6,841 1,149,757 SH   DFND 2,5,12,13,20 1,046,079 0 103,678
INTERNATIONAL MNY EXPRESS IN COM 46005L101 2,872 314,533 SH   DFND 2,8,20 314,533 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 12,467 521,845 SH   DFND 2,5,8,20 436,965 0 84,880
INTERPUBLIC GROUP COS INC COM 460690100 324,498 20,043,088 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,296,594 331,133 1,415,361
AMEREN CORP COM 023608102 994,291 13,652,218 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,546,725 320,627 784,866
INTERSECT ENT INC COM 46071F103 8,550 721,478 SH   DFND 2,5,8,20 607,312 0 114,166
INTEVAC INC COM 461148108 57 13,957 SH   DFND 5,20 13,957 0 0
INTL FCSTONE INC COM 46116V105 19,585 540,122 SH   DFND 2,5,8,20 484,901 0 55,221
INTL PAPER CO COM 460146103 772,497 24,815,208 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,854,580 7,630,046 1,330,582
INTRA CELLULAR THERAPIES INC COM 46116X101 18,979 1,234,814 SH   DFND 2,5,8,20 1,039,688 0 195,126
INTREPID POTASH INC COM 46121Y102 1,469 1,835,641 SH   DFND 2,5,8,20 1,539,624 0 296,017
INTRICON CORP COM 46121H109 1,669 141,842 SH   DFND 2,20 116,014 0 25,828
INTUIT COM 461202103 2,576,001 11,200,004 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,805,097 429,226 965,681
INTUITIVE SURGICAL INC COM NEW 46120E602 2,395,939 4,838,229 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,337,267 113,587 387,375
INVACARE CORP COM 461203101 9,258 1,246,064 SH   DFND 2,5,20 1,140,024 0 106,040
AMERESCO INC CL A 02361E108 7,977 468,435 SH   DFND 2,5,8,20 388,866 0 79,569
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 70,856 5,994,556 SH   DFND 2,19,20 5,994,556 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 7,963 707,795 SH   DFND 8,12 707,795 0 0
INVESCO LTD SHS G491BT108 169,070 18,620,084 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,947,122 260,792 1,412,170
INVESCO MORTGAGE CAPITAL INC COM 46131B100 19,968 5,855,750 SH   DFND 2,5,8,13,19,20 5,282,948 600 572,202
INVESTAR HLDG CORP COM 46134L105 2,338 183,117 SH   DFND 2,13,20 149,916 0 33,201
INVESTORS BANCORP INC NEW COM 46146L101 59,856 7,491,336 SH   DFND 2,5,8,10,13,20 6,678,409 1,600 811,327
INVESTORS REAL ESTATE TR SH BEN INT 461730509 27,800 499,487 SH   DFND 2,5,8,10,20 447,125 3,297 49,065
INVESTORS TITLE CO COM 461804106 3,113 24,323 SH   DFND 2,5,20 19,732 0 4,591
INVITAE CORP COM 46185L103 83,851 6,133,942 SH   DFND 2,5,8,20 5,844,012 0 289,930
INVITATION HOMES INC COM 46187W107 539,918 25,265,225 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,051,071 390,826 1,823,328
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 11,690 992,334 SH   DFND 1,5,8,13,20 886,409 0 105,925
IOVANCE BIOTHERAPEUTICS INC COM 462260100 131,659 4,398,171 SH   DFND 2,5,8,13,20 3,999,039 0 399,132
IPG PHOTONICS CORP COM 44980X109 160,320 1,453,752 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,276,790 36,729 140,233
IQIYI INC NOTE 3.750%12/0 46267XAB4 21,572 21,231,000 SH   DFND 2,5 21,231,000 0 0
IQIYI INC SPONSORED ADS 46267X108 49,708 2,792,595 SH   DFND 2,5,8,10,11,12,13,19,20 2,792,595 0 0
IQVIA HLDGS INC COM 46266C105 856,647 7,942,211 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,206,669 83,343 652,199
IRADIMED CORP COM 46266A109 1,413 66,196 SH   DFND 2,20 54,864 0 11,332
IRHYTHM TECHNOLOGIES INC COM 450056106 59,273 728,616 SH   DFND 2,5,8,20 639,632 0 88,984
IRIDIUM COMMUNICATIONS INC COM 46269C102 80,500 3,605,019 SH   DFND 2,5,8,20 3,252,883 0 352,136
IROBOT CORP COM 462726100 36,934 903,023 SH   DFND 2,5,8,20 807,719 100 95,204
IRON MTN INC NEW COM 46284V101 338,677 13,880,879 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,397,604 155,539 1,327,736
AMERICAN AIRLS GROUP INC COM 02376R102 157,814 12,946,192 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,754,016 78,175 1,114,001
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 59,053 5,852,637 SH   DFND 2,5,8,20 5,299,048 3,300 550,289
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 607 174,401 SH   DFND 2,5,13,20 174,401 0 0
ISHARES INC CORE MSCI EMKT 46434G103 302,436 7,473,080 SH   DFND 1,2,20 7,473,080 0 0
ISHARES INC MSCI CDA ETF 464286509 32,051 1,466,886 SH   DFND 2 1,466,886 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 263 12,300 SH   DFND 10 0 0 12,300
ISHARES INC MSCI GBL ETF NEW 46434G848 444 23,000 SH   DFND 10 0 0 23,000
ISHARES INC MSCI JPN ETF NEW 46434G822 10,489 212,361 SH   DFND 12 0 0 212,361
ISHARES INC MSCI PAC JP ETF 464286665 13,142 387,563 SH   DFND 12 0 0 387,563
ISHARES INC MSCI STH KOR ETF 464286772 11,593 247,079 SH   DFND 20 247,079 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 158,550 4,808,920 SH   DFND 20 4,808,920 0 0
A10 NETWORKS INC COM 002121101 7,943 1,279,123 SH   DFND 2,5,8,20 1,087,365 0 191,758
AMERICAN ASSETS TR INC COM 024013104 64,798 2,591,919 SH   DFND 2,5,8,10,20 2,368,699 14,375 208,845
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 698 75,000 SH   DFND 10 0 0 75,000
ISHARES TR 1 3 YR TREAS BD 464287457 170,606 1,968,450 SH   DFND 2 1,968,450 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 29,465 220,974 SH   DFND 1,2 220,974 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 136,356 1,122,457 SH   DFND 1,2 1,122,457 0 0
ISHARES TR CORE INTL AGGR 46435G672 7,286 133,221 SH   DFND 12 133,221 0 0
ISHARES TR CORE MSCI EAFE 46432F842 842 16,876 SH   DFND 1 16,876 0 0
ISHARES TR CORE MSCI PAC 46434V696 1,027 22,156 SH   DFND 12 22,156 0 0
ISHARES TR CORE S&P MCP ETF 464287507 72,890 506,672 SH   DFND 1,2 492,342 14,330 0
ISHARES TR CORE S&P SCP ETF 464287804 121,597 2,167,120 SH   DFND 1,2,20 2,165,689 1,431 0
ISHARES TR CORE S&P500 ETF 464287200 6,884 26,641 SH   DFND 1,12 26,641 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 14,011 3,881,114 SH   DFND 2,5,8,12,20 3,492,224 3,329 385,561
ISHARES TR CORE US AGGBD ET 464287226 2,158 18,706 SH   DFND 1,20 2,953 0 15,753
ISHARES TR EAFE SML CP ETF 464288273 59,394 1,324,870 SH   DFND 1,6,20 977,120 0 347,750
ISHARES TR EUROPE ETF 464287861 6,547 185,304 SH   DFND 12 185,304 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 10,312 211,568 SH   DFND 1 211,568 0 0
ISHARES TR INTRM GOV CR ETF 464288612 15,017 130,898 SH   DFND 1 30,861 100,037 0
ISHARES TR INTRM TR CRP ETF 464288638 1,002 18,252 SH   DFND 1 18,252 0 0
ISHARES TR MBS ETF 464288588 3,084 27,921 SH   DFND 12 27,921 0 0
ISHARES TR MSCI ACWI ETF 464288257 23,514 375,807 SH   DFND 6 0 0 375,807
ISHARES TR MSCI EAFE ETF 464287465 420,223 7,860,511 SH   DFND 1,2,6,20 7,779,117 0 81,394
ISHARES TR MSCI EMG MKT ETF 464287234 31,728 929,613 SH   DFND 1,6 2,283 0 927,330
AMERICAN CAMPUS CMNTYS INC COM 024835100 186,258 6,711,991 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,329,164 39,756 343,071
ISHARES TR MSCI INDIA ETF 46429B598 90,949 3,772,246 SH   DFND 2,5,12,19,20 3,238,090 0 534,156
ISHARES TR MSCI INDIA SM CP 46429B614 22,436 970,400 SH   DFND 20 0 0 970,400
ISHARES TR MSCI MIN VOL ETF 46429B697 422 7,805 SH   DFND 1 7,805 0 0
ISHARES TR RUS 1000 ETF 464287622 1,748 12,353 SH   DFND 1,6 11,653 0 700
ISHARES TR RUS 1000 GRW ETF 464287614 253 1,680 SH   DFND 1 1,680 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 596 6,014 SH   DFND 1 6,014 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 4,074 49,659 SH   DFND 20 0 0 49,659
ISHARES TR RUS MID CAP ETF 464287499 2,468 57,165 SH   DFND 1,20 57,165 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 32,603 284,838 SH   DFND 1,6 115,348 0 169,490
ISHARES TR RUSSELL 3000 ETF 464287689 15,210 102,541 SH   DFND 1 101,581 0 960
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 44,555 5,604,436 SH   DFND 2,5,6,8,11,12,13,19,20 5,039,246 1,874 563,316
ISHARES TR SELECT DIVID ETF 464287168 1,304 17,730 SH   DFND 1 17,730 0 0
ISHARES TR SHORT TREAS BD 464288679 8,417 75,813 SH   DFND 12 75,813 0 0
ISHARES TR TIPS BD ETF 464287176 171,164 1,451,525 SH   DFND 1,2,20 1,451,525 0 0
ISIS PHARMACEUTICALS INC DEL COM 462222100 184,056 3,892,894 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,718,917 1,805 172,172
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 16,026 15,740,000 SH   DFND 2,5 15,740,000 0 0
ISORAY INC COM 46489V104 6 10,577 SH   DFND 20 10,577 0 0
ISTAR INC COM 45031U101 24,850 2,342,109 SH   DFND 2,5,8,20 2,095,257 67 246,785
ITAU CORPBANCA SPONSORED ADR 45033E105 526 131,750 SH   DFND 2,5,19,20 130,050 0 1,700
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 117,078 26,056,259 SH   DFND 2,5,8,10,13,19,20 23,228,560 1,997,148 830,551
ITERIS INC COM 46564T107 2,526 789,327 SH   DFND 2,20 687,857 0 101,470
AMERICAN ELEC PWR CO INC COM 025537101 2,160,450 27,012,377 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,569,718 337,835 2,104,824
ITRON INC COM 465741106 60,150 1,077,383 SH   DFND 2,5,8,20 956,146 343 120,894
ITT INC COM 45073V108 98,393 2,161,391 SH   DFND 2,5,6,8,11,13,19,20 2,043,912 1,092 116,387
ITURAN LOCATION AND CONTROL SHS M6158M104 2,666 184,805 SH   DFND 2,5,8,20 164,827 0 19,978
J & J SNACK FOODS CORP COM 466032109 59,813 492,033 SH   DFND 2,5,8,19,20 438,735 100 53,198
J ALEXANDERS HLDGS INC COM 46609J106 898 234,509 SH   DFND 2,5,20 193,609 0 40,900
J JILL INC COM 46620W102 172 311,298 SH   DFND 2,20 213,522 0 97,776
J2 GLOBAL INC COM 48123V102 115,617 1,544,653 SH   DFND 2,5,6,8,11,13,19,20 1,379,093 382 165,178
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 13,353 10,922,000 SH   DFND 2,5 10,922,000 0 0
JABIL INC COM 466313103 105,722 4,301,126 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,076,108 24,622 200,396
JACK IN THE BOX INC COM 466367109 28,146 803,019 SH   DFND 2,5,6,8,11,19,20 713,849 161 89,009
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 17,051 353,100 SH   DFND 2 353,100 0 0
JACOBS ENGR GROUP INC COM 469814107 723,368 9,125,367 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,005,731 3,706,144 413,492
JAKKS PAC INC COM 47012E106 4 12,513 SH   DFND 20 12,513 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 179 14,900 SH   DFND 20 14,900 0 0
JAMES RIV GROUP LTD COM G5005R107 34,097 940,853 SH   DFND 2,5,8,20 839,858 0 100,995
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 73,451 4,794,476 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,755,890 2,845 35,741
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 14,837 16,950,000 SH   DFND 2,5 16,950,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 14,978 15,577,000 SH   DFND 2,5 15,577,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 150,344 1,507,363 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,199,310 59,152 248,901
JBG SMITH PPTYS COM 46590V100 186,618 5,862,961 SH   DFND 2,5,6,8,10,11,13,19,20 5,560,828 35,477 266,656
JD COM INC SPON ADR CL A 47215P106 727,614 17,965,769 SH   DFND 1,2,5,8,10,11,12,13,19,20 14,748,593 429,808 2,787,368
AMERICAN EQTY INVT LIFE HLD COM 025676206 62,803 3,340,570 SH   DFND 2,5,8,12,13,20 3,019,352 600 320,618
JEFFERIES FINL GROUP INC COM 47233W109 113,916 8,333,293 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,614,594 178,094 540,605
JELD-WEN HLDG INC COM 47580P103 13,347 1,371,722 SH   DFND 2,5,8,20 1,140,628 0 231,094
JERNIGAN CAP INC COM 476405105 7,029 629,700 SH   DFND 2,5,8,20 558,003 0 71,697
JETBLUE AWYS CORP COM 477143101 58,348 6,519,324 SH   DFND 2,5,6,11,13,19,20 6,190,880 0 328,444
JIANPU TECHNOLOGY INC ADR 47738D101 195 232,009 SH   DFND 2,5,20 232,009 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 4,604 310,026 SH   DFND 1,2,5,20 310,026 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 71,494 962,619 SH   DFND 2,5,8,13,20 852,731 321 109,567
JOHNSON & JOHNSON COM 478160104 19,872,624 151,549,024 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 101,898,144 34,989,020 14,661,860
JOHNSON CTLS INTL PLC SHS G51502105 911,483 33,488,013 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,922,198 399,372 3,166,443
JOHNSON OUTDOORS INC CL A 479167108 6,568 104,757 SH   DFND 2,5,8,20 87,791 0 16,966
AMERICAN EXPRESS CO COM 025816109 2,919,149 34,098,219 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,640,445 472,832 7,984,942
JOINT CORP COM 47973J102 2,649 244,172 SH   DFND 2,5,20 244,172 0 0
JONES LANG LASALLE INC COM 48020Q107 183,547 1,817,655 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,608,364 53,727 155,564
JOUNCE THERAPEUTICS INC COM 481116101 1,989 418,772 SH   DFND 2,20 361,240 0 57,532
JOYY INC ADS REPSTG COM A 46591M109 64,866 1,217,917 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,217,917 0 0
JPMORGAN CHASE & CO COM 46625H100 12,684,036 140,886,772 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 121,959,174 2,351,100 16,576,498
JUMEI INTL HLDG LTD SPONSRED ADS NEW 48138L206 586 31,693 SH   DFND 2,5,20 31,693 0 0
JUNIPER NETWORKS INC COM 48203R104 289,880 15,145,242 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,421,274 374,387 1,349,581
K12 INC COM 48273U102 14,924 791,296 SH   DFND 2,5,8,20 659,326 0 131,970
KADANT INC COM 48282T104 17,323 232,062 SH   DFND 2,5,8,20 192,966 0 39,096
KADMON HLDGS INC COM 48283N106 15,645 3,733,893 SH   DFND 2,5,20 3,216,115 0 517,778
AMERICAN FIN TR INC COM CLASS A 02607T109 22,668 3,626,813 SH   DFND 2,5,8,10,20 3,569,109 0 57,704
KAISER ALUMINUM CORP COM PAR $0.01 483007704 45,887 662,338 SH   DFND 2,5,6,8,13,20 605,730 100 56,508
KALA PHARMACEUTICALS INC COM 483119103 3,766 428,414 SH   DFND 2,20 357,309 0 71,105
KALEIDO BIOSCIENCES INC COM 483347100 906 147,286 SH   DFND 2,20 147,286 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 1,874 245,001 SH   DFND 2,5,20 245,001 0 0
KAMAN CORP COM 483548103 36,603 946,700 SH   DFND 2,5,8,20 847,558 0 99,142
KANDI TECHNOLOGIES GROUP INC COM 483709101 255 97,347 SH   DFND 2 97,347 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 577,658 4,528,897 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,046,148 108,214 374,535
KAR AUCTION SVCS INC COM 48238T109 39,059 3,206,274 SH   DFND 2,5,6,8,11,13,20 3,026,889 1,500 177,885
KARUNA THERAPEUTICS INC COM 48576A100 16,433 228,235 SH   DFND 2,5,20 228,235 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 62,384 3,247,487 SH   DFND 2,5,8,20 3,044,951 0 202,536
AMERICAN FINL GROUP INC OHIO COM 025932104 217,196 3,099,264 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,804,943 53,090 241,231
KB FINL GROUP INC SPONSORED ADR 48241A105 2,669 98,144 SH   DFND 2,5,19,20 97,354 0 790
KB HOME COM 48666K109 49,992 2,762,013 SH   DFND 2,5,6,8,11,20 2,464,188 309 297,516
KBR INC COM 48242W106 95,283 4,585,919 SH   DFND 2,5,6,8,11,12,20 4,098,162 1,104 486,653
KBR INC NOTE 2.500%11/0 48242WAB2 9,886 9,350,000 SH   DFND 2,5 9,350,000 0 0
KEARNY FINL CORP MD COM 48716P108 16,828 1,959,056 SH   DFND 2,5,6,8,20 1,676,410 0 282,646
KELLOGG CO COM 487836108 820,701 13,680,630 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,923,149 198,856 1,558,625
KELLY SVCS INC CL A 488152208 15,824 1,246,991 SH   DFND 2,5,8,20 1,129,172 453 117,366
KEMET CORP COM NEW 488360207 41,582 1,721,111 SH   DFND 2,5,8,20 1,524,607 0 196,504
KEMPER CORP DEL COM 488401100 126,047 1,694,857 SH   DFND 2,5,6,8,11,13,20 1,633,654 954 60,249
KENNAMETAL INC COM 489170100 48,461 2,602,617 SH   DFND 2,5,6,8,11,19,20 2,306,451 5,460 290,706
AAON INC COM PAR $0.004 000360206 60,514 1,252,366 SH   DFND 2,5,8,20 1,104,147 0 148,219
AMERICAN HOMES 4 RENT CL A 02665T306 224,065 9,657,957 SH   DFND 2,5,8,10,19,20 8,936,073 76,050 645,834
KENNEDY-WILSON HLDGS INC COM 489398107 43,014 3,156,529 SH   DFND 2,5,8,20 2,674,197 2,500 479,832
KEURIG DR PEPPER INC COM 49271V100 67,379 2,776,223 SH   DFND 2,5,8,10,12,13,19,20 2,585,609 0 190,614
KEYCORP COM 493267108 497,960 48,019,270 SH   DFND 2,5,6,8,10,11,12,13,19,20 43,913,246 680,997 3,425,027
KEYSIGHT TECHNOLOGIES INC COM 49338L103 654,479 7,821,212 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,964,135 123,865 733,212
KEZAR LIFE SCIENCES INC COM 49372L100 1,866 427,900 SH   DFND 2,20 337,097 0 90,803
KFORCE INC COM 493732101 12,689 496,232 SH   DFND 2,5,8,10,20 423,891 0 72,341
KILROY RLTY CORP COM 49427F108 315,737 4,920,737 SH   DFND 2,5,6,8,10,11,13,19,20 4,625,426 30,655 264,656
KIMBALL ELECTRONICS INC COM 49428J109 6,919 633,626 SH   DFND 2,5,8,20 544,276 44 89,306
KIMBALL INTL INC CL B 494274103 9,180 765,293 SH   DFND 2,5,8,10,20 646,270 59 118,964
KIMBERLY CLARK CORP COM 494368103 2,378,231 18,447,970 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 16,585,784 247,662 1,614,524
AMERICAN INTL GROUP INC COM NEW 026874784 912,771 37,640,056 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 34,044,267 583,378 3,012,411
KIMCO RLTY CORP COM 49446R109 301,393 31,167,882 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,533,522 381,144 2,253,216
KINDER MORGAN INC DEL COM 49456B101 1,461,578 104,998,384 SH   DFND 2,5,6,8,10,11,12,13,19,20 96,360,294 1,367,962 7,270,128
KINDRED BIOSCIENCES INC COM 494577109 2,770 692,578 SH   DFND 2,5,20 576,053 0 116,525
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 3,456 223,230 SH   DFND 2,20 188,597 0 34,633
KINSALE CAP GROUP INC COM 49714P108 78,046 746,638 SH   DFND 2,5,8,20 677,690 0 68,948
KIRBY CORP COM 497266106 59,296 1,364,065 SH   DFND 2,5,6,8,11,13,19,20 1,299,482 0 64,583
KITE RLTY GROUP TR COM NEW 49803T300 47,283 4,837,613 SH   DFND 2,5,8,10,20 4,436,545 24,412 376,656
KKR & CO INC CL A 48251W104 129,227 5,506,067 SH   DFND 2,5,6,8,10,12,13,19,20 4,998,109 0 507,958
KKR REAL ESTATE FIN TR INC COM 48251K100 16,012 1,041,388 SH   DFND 2,5,8,20 955,270 0 86,118
KLA CORPORATION COM NEW 482480100 975,916 6,789,455 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,018,988 206,308 564,159
AMERICAN NATL BANKSHARES INC COM 027745108 5,593 234,014 SH   DFND 2,5,13,20 194,198 0 39,816
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 481 687,334 SH   DFND 2,5,20 607,259 0 80,075
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 142,315 4,338,873 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,853,566 80,639 404,668
KNOLL INC COM NEW 498904200 11,888 1,151,921 SH   DFND 2,5,8,20 978,861 700 172,360
KNOWLES CORP COM 49926D109 35,183 2,629,485 SH   DFND 1,2,5,8,20 2,340,037 528 288,920
KODIAK SCIENCES INC COM 50015M109 36,114 757,111 SH   DFND 2,5,8,20 694,460 0 62,651
KOHLS CORP COM 500255104 130,850 8,566,586 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,332,775 181,403 1,052,408
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2,440 60,748 SH   DFND 1,2,20 60,748 0 0
KONTOOR BRANDS INC COM 50050N103 188,940 9,856,017 SH   DFND 2,5,8,12,13,20 9,856,017 0 0
KOPIN CORP COM 500600101 12 35,643 SH   DFND 20 35,643 0 0
KOPPERS HOLDINGS INC COM 50060P106 7,734 625,252 SH   DFND 2,5,8,20 558,177 800 66,275
AMERICAN NATL INS CO COM 028591105 11,405 138,448 SH   DFND 2,5,8,20 126,783 0 11,665
KOREA ELECTRIC PWR SPONSORED ADR 500631106 3,034 401,875 SH   DFND 2,5 401,875 0 0
KORN FERRY COM NEW 500643200 45,370 1,858,068 SH   DFND 2,5,8,19,20 1,660,684 513 196,871
KORNIT DIGITAL LTD SHS M6372Q113 6,450 259,122 SH   DFND 2,5,8,20 216,664 0 42,458
KOSMOS ENERGY LTD COM 500688106 13,396 14,958,057 SH   DFND 2,5,20 14,578,233 0 379,824
KRAFT HEINZ CO COM 500754106 755,976 30,556,828 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 27,884,858 328,526 2,343,444
KRATON CORPORATION COM 50077C106 8,616 1,063,736 SH   DFND 2,5,8,20 957,414 600 105,722
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 75,459 5,452,244 SH   DFND 2,5,8,20 5,140,022 500 311,722
KROGER CO COM 501044101 1,252,755 41,592,136 SH   DFND 2,5,6,8,10,11,12,13,19,20 37,215,023 986,920 3,390,193
KRONOS WORLDWIDE INC COM 50105F105 5,507 652,545 SH   DFND 2,5,8,20 560,815 11,494 80,236
KRYSTAL BIOTECH INC COM 501147102 20,210 467,393 SH   DFND 2,5,8,20 467,393 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 8,314 1,001,698 SH   DFND 2,5,20 844,519 2,400 154,779
KT CORP SPONSORED ADR 48268K101 2,076 266,846 SH   DFND 2 266,846 0 0
KULICKE & SOFFA INDS INC COM 501242101 19,059 908,091 SH   DFND 2,5,8,10,20 896,365 226 11,500
KURA ONCOLOGY INC COM 50127T109 10,783 1,083,727 SH   DFND 2,5,8,20 971,033 0 112,694
KURA SUSHI USA INC CL A COM 501270102 473 39,541 SH   DFND 2,20 39,541 0 0
KVH INDS INC COM 482738101 2,902 307,738 SH   DFND 2,5,20 253,865 0 53,873
L BRANDS INC COM 501797104 121,395 10,501,314 SH   DFND 2,5,6,8,10,11,12,13,20 9,880,841 4,533 615,940
L3HARRIS TECHNOLOGIES INC COM 502431109 1,660,757 9,220,279 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,220,279 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,720 409,448 SH   DFND 2,5,20 338,609 0 70,839
LA Z BOY INC COM 505336107 30,496 1,484,012 SH   DFND 2,5,8,20 1,320,869 169 162,974
LABORATORY CORP AMER HLDGS COM NEW 50540R409 544,567 4,308,628 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,906,120 74,756 327,752
AMERICAN PUBLIC EDUCATION IN COM 02913V103 12,522 523,263 SH   DFND 2,5,8,20 471,825 0 51,438
LADDER CAP CORP CL A 505743104 11,631 2,297,138 SH   DFND 2,5,8,19,20 1,947,804 0 349,334
LAKELAND BANCORP INC COM 511637100 11,555 1,068,900 SH   DFND 2,5,8,20 894,363 0 174,537
LAKELAND FINL CORP COM 511656100 19,398 527,829 SH   DFND 2,5,8,20 438,967 0 88,862
LAM RESEARCH CORP COM 512807108 1,537,886 6,377,894 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,598,640 161,045 618,209
LAMAR ADVERTISING CO NEW CL A 512816109 108,690 2,119,547 SH   DFND 2,5,6,8,11,12,13,20 2,001,426 773 117,348
LAMB WESTON HLDGS INC COM 513272104 391,820 6,862,003 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,259,835 73,285 528,883
LANCASTER COLONY CORP COM 513847103 219,408 1,516,928 SH   DFND 2,5,6,8,11,13,19,20 1,449,415 300 67,213
LANDEC CORP COM 514766104 4,947 569,317 SH   DFND 2,5,8,20 479,886 1,589 87,842
LANDS END INC NEW COM 51509F105 1,334 249,888 SH   DFND 2,5,8,13,20 202,545 422 46,921
LANDSTAR SYS INC COM 515098101 98,476 1,027,291 SH   DFND 2,5,6,8,11,13,19,20 972,599 292 54,400
AMERICAN RENAL ASSOCS HLDGS COM 029227105 2,126 321,662 SH   DFND 2,20 262,683 0 58,979
LANNET INC COM 516012101 9,101 1,309,468 SH   DFND 2,5,8,20 1,201,251 0 108,217
LANTHEUS HLDGS INC COM 516544103 19,063 1,493,947 SH   DFND 2,5,8,20 1,370,752 0 123,195
LAREDO PETROLEUM INC COM 516806106 5,260 13,850,683 SH   DFND 2,5,20 13,226,219 2,700 621,764
LAS VEGAS SANDS CORP COM 517834107 634,930 14,950,074 SH   DFND 2,5,6,8,10,12,13,19,20 13,940,693 367,392 641,989
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 2,067 779,822 SH   DFND 2,5,13,19,20 772,143 0 7,679
LATTICE SEMICONDUCTOR CORP COM 518415104 58,098 3,260,277 SH   DFND 2,5,8,20 2,820,506 1,881 437,890
LAUDER ESTEE COS INC CL A 518439104 1,613,872 10,128,479 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,054,218 275,636 798,625
LAUREATE EDUCATION INC CL A 518613203 25,095 2,387,715 SH   DFND 2,5,8,20 1,993,703 0 394,012
LAWSON PRODS INC COM 520776105 2,357 88,212 SH   DFND 2,5,20 71,877 0 16,335
LAZARD LTD SHS A G54050102 28,087 1,192,144 SH   DFND 2,5,13,20 1,070,770 0 121,374
AMERICAN RLTY INVS INC COM 029174109 202 21,853 SH   DFND 2,20 12,881 0 8,972
LCI INDS COM 50189K103 49,857 746,033 SH   DFND 2,5,8,13,20 660,487 247 85,299
LCNB CORP COM 50181P100 3,139 249,134 SH   DFND 2,20 207,259 0 41,875
LEAF GROUP LTD COM 52177G102 348 259,351 SH   DFND 2,20 209,120 0 50,231
LEAR CORP COM NEW 521865204 197,858 2,435,170 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,200,865 98,486 135,819
LEE ENTERPRISES INC COM 523768109 931 947,111 SH   DFND 2,20 947,111 0 0
LEGACY HOUSING CORP COM 52472M101 891 96,354 SH   DFND 2,20 96,354 0 0
LEGG MASON INC COM 524901105 104,029 2,112,661 SH   DFND 2,5,6,8,11,12,13,20 1,992,309 698 119,654
LEGGETT & PLATT INC COM 524660107 305,142 11,269,243 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,558,226 137,639 573,378
LEIDOS HOLDINGS INC COM 525327102 523,219 5,688,638 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,381,393 66,466 240,779
LEMAITRE VASCULAR INC COM 525558201 16,711 670,603 SH   DFND 2,5,8,20 616,490 0 54,113
AMERICAN SOFTWARE INC CL A 029683109 9,309 655,088 SH   DFND 2,5,8,20 556,696 0 98,392
LENDINGCLUB CORP COM NEW 52603A208 11,075 1,410,881 SH   DFND 2,5,8,20 1,410,881 0 0
LENDINGTREE INC NEW COM 52603B107 50,865 277,359 SH   DFND 2,5,6,8,11,20 268,896 100 8,363
LENNAR CORP CL A 526057104 520,444 13,624,179 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,565,031 151,760 907,388
LENNAR CORP CL B 526057302 1,612 55,751 SH   DFND 2,8,10,13,20 46,507 0 9,244
LENNOX INTL INC COM 526107107 248,641 1,362,109 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,231,130 24,060 106,919
LEVEL ONE BANCORP INC COM 52730D208 1,501 83,180 SH   DFND 2,20 68,234 0 14,946
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 1,591 128,022 SH   DFND 5,8,19,20 128,022 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 1,612 826,817 SH   DFND 2,5,8,20 669,900 1,485 155,432
LEXINFINTECH HLDGS LTD ADR 528877103 1,823 205,530 SH   DFND 2,5,20 205,530 0 0
LEXINGTON REALTY TRUST COM 529043101 107,734 10,743,800 SH   DFND 2,5,8,10,13,20 9,624,118 69,121 1,050,561
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2,204 402,268 SH   DFND 2,20 402,268 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,714 386,035 SH   DFND 2,5,19 377,027 0 9,008
LGI HOMES INC COM 50187T106 34,410 762,135 SH   DFND 2,5,8,20 694,882 0 67,253
LHC GROUP INC COM 50187A107 130,486 930,712 SH   DFND 2,5,8,13,20 825,346 200 105,166
LIBBEY INC COM 529898108 8 15,548 SH   DFND 20 15,548 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 30,610 286,078 SH   DFND 2,5,8,10,12,13,19,20 265,427 0 20,651
LIBERTY BROADBAND CORP COM SER C 530307305 261,645 2,363,127 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,062,986 50,432 249,709
LIBERTY GLOBAL PLC SHS CL A G5480U104 38,381 2,324,723 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,730,000 108,119 486,604
LIBERTY GLOBAL PLC SHS CL C G5480U120 87,310 5,557,592 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,795,560 217,445 544,587
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 10,174 967,112 SH   DFND 2,5,8,12,13,20 813,081 1,326 152,705
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 25,932 2,527,464 SH   DFND 2,5,8,13,20 2,121,975 1,765 403,724
1LIFE HEALTHCARE INC COM 68269G107 5,689 313,433 SH   DFND 2,20 313,433 0 0
AAR CORP COM 000361105 30,080 1,686,612 SH   DFND 2,5,8,20 1,556,423 786 129,403
AMERICAN TOWER CORP NEW COM 03027X100 4,278,057 19,646,644 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,852,480 224,405 1,569,759
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 6,066 11,550,000 SH   DFND 2 11,550,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 7,517 10,407,000 SH   DFND 2 10,407,000 0 0
LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 4,209 215,863 SH   DFND 2,5,8,13,20 183,994 370 31,499
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 67,817 2,140,028 SH   DFND 2,5,6,8,10,12,13,19,20 1,693,722 43,149 403,157
LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 13,943 731,519 SH   DFND 2,5,8,13,20 603,617 880 127,022
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 120,574 3,813,218 SH   DFND 2,5,6,8,10,12,13,19,20 3,395,564 84,415 333,239
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 7,628 295,443 SH   DFND 2,12,13,20 267,416 0 28,027
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 108,966 4,001,702 SH   DFND 2,5,6,8,10,12,13,19,20 3,443,723 94,548 463,431
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 11,026 11,650,000 SH   DFND 2,5 11,650,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 28,475 29,477,000 SH   DFND 2,5 29,477,000 0 0
AMERICAN VANGUARD CORP COM 030371108 12,661 874,391 SH   DFND 2,5,8,20 774,388 953 99,050
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 3,884 1,443,976 SH   DFND 2,5,8,20 1,263,244 0 180,732
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,798 1,554,490 SH   DFND 2,5,8,20 1,303,217 3,014 248,259
LIFE STORAGE INC COM 53223X107 220,367 2,330,691 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,203,246 13,461 113,984
LIFETIME BRANDS INC COM 53222Q103 1,109 196,245 SH   DFND 2,20 158,757 0 37,488
LIFEVANTAGE CORP COM NEW 53222K205 2,650 257,282 SH   DFND 2,5,20 257,282 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 91,101 1,252,758 SH   DFND 2,5,6,8,11,13,20 1,191,421 448 60,889
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 17,428 21,000,000 SH   DFND 2,5 21,000,000 0 0
LILIS ENERGY INC COM NEW 532403201 3 20,100 SH   DFND 20 20,100 0 0
LILLY ELI & CO COM 532457108 5,139,737 37,051,162 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,543,269 994,855 3,513,038
LIMELIGHT NETWORKS INC COM 53261M104 13,646 2,393,973 SH   DFND 2,5,8,20 2,017,356 0 376,617
AMERICAN WOODMARK CORPORATIO COM 030506109 22,390 491,334 SH   DFND 2,5,8,20 431,563 261 59,510
LIMONEIRA CO COM 532746104 3,780 288,547 SH   DFND 2,5,20 234,583 0 53,964
LINCOLN EDL SVCS CORP COM 533535100 25 11,584 SH   DFND 20 11,584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 226,849 3,264,807 SH   DFND 2,5,6,8,11,13,19,20 3,180,908 895 83,004
LINCOLN NATL CORP IND COM 534187109 239,028 9,081,606 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,182,316 221,256 678,034
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 2,580 618,821 SH   DFND 2,5,8,20 497,283 0 121,538
LINDE PLC SHS G5494J103 3,619,483 20,921,869 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,807,387 164,959 1,949,523
LINDSAY CORP COM 535555106 32,590 355,860 SH   DFND 2,5,8,20 317,785 400 37,675
LINE CORP SPONSORED ADR 53567X101 2,858 59,365 SH   DFND 2 59,365 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 1,452 1,753,991 SH   DFND 2,5,20 1,753,991 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 4,307 708,424 SH   DFND 2,5,8,13,20 633,909 1,200 73,315
AMERICAN WTR WKS CO INC NEW COM 030420103 1,208,463 10,107,586 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,394,017 113,694 599,875
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 7,722 1,383,891 SH   DFND 2,5,8,13,20 1,240,764 612 142,515
LIPOCINE INC NEW COM 53630X104 6 12,400 SH   DFND 20 12,400 0 0
LIQTECH INTL INC COM 53632A201 86 20,000 SH   DFND 20 20,000 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 1,029 218,482 SH   DFND 2,20 184,809 0 33,673
LIQUIDITY SERVICES INC COM 53635B107 2,949 760,099 SH   DFND 2,20 675,730 0 84,369
LITHIA MTRS INC CL A 536797103 61,369 750,322 SH   DFND 2,5,8,12,20 671,999 435 77,888
LITTELFUSE INC COM 537008104 77,926 584,063 SH   DFND 2,5,6,8,11,13,19,20 553,106 349 30,608
LIVANOVA PLC SHS G5509L101 74,296 1,641,895 SH   DFND 2,5,6,8,11,13,19,20 1,470,459 476 170,960
LIVE NATION ENTERTAINMENT IN COM 538034109 299,427 6,586,602 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,242,943 69,640 274,019
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 14,161 14,960,000 SH   DFND 2,5 14,960,000 0 0
AMERICAS CAR MART INC COM 03062T105 12,236 217,150 SH   DFND 2,5,8,20 196,554 0 20,596
LIVE OAK BANCSHARES INC COM 53803X105 7,990 640,715 SH   DFND 2,5,8,20 552,775 0 87,940
LIVENT CORP COM 53814L108 25,479 4,853,129 SH   DFND 2,5,8,20 4,370,689 0 482,440
LIVEPERSON INC COM 538146101 43,259 1,901,500 SH   DFND 2,5,8,20 1,687,373 336 213,791
LIVERAMP HLDGS INC COM 53815P108 71,482 2,171,379 SH   DFND 2,5,6,8,11,13,19,20 1,934,010 365 237,004
LIVEXLIVE MEDIA INC COM NEW 53839L208 689 436,213 SH   DFND 2,20 351,728 0 84,485
LIVONGO HEALTH INC COM 539183103 26,473 927,891 SH   DFND 2,5,20 927,891 0 0
LKQ CORP COM 501889208 267,623 13,048,411 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,754,575 205,922 1,087,914
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 40 26,579 SH   DFND 20 26,579 0 0
LOCKHEED MARTIN CORP COM 539830109 14,320,550 42,249,741 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,478,451 31,180,323 590,967
LOEWS CORP COM 540424108 428,260 12,295,730 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,808,319 293,095 1,194,316
AMERICOLD RLTY TR COM 03064D108 246,715 7,205,490 SH   DFND 2,5,8,10,19,20 6,789,629 56,200 359,661
LOGICBIO THERAPEUTICS INC COM 54142F102 629 127,240 SH   DFND 2,20 109,521 0 17,719
LOGITECH INTL S A SHS H50430232 1,517 35,331 SH   DFND 2 35,331 0 0
LOGMEIN INC COM 54142L109 98,961 1,188,290 SH   DFND 2,5,6,8,11,13,19,20 1,124,604 829 62,857
LOMA NEGRA CORP SPONSORED ADS 54150E104 691 194,730 SH   DFND 2,5,20 194,730 0 0
LONESTAR RES US INC CL A VTG 54240F103 5 11,500 SH   DFND 20 11,500 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 5,233 322,015 SH   DFND 2,5,8,20 278,537 562 42,916
LOUISIANA PAC CORP COM 546347105 64,132 3,732,935 SH   DFND 2,5,6,8,11,13,19,20 3,327,478 2,053 403,404
LOVESAC COMPANY COM 54738L109 776 133,029 SH   DFND 2,5,20 109,054 0 23,975
LOWES COS INC COM 548661107 3,047,351 35,413,724 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,125,148 544,063 2,744,513
LPL FINL HLDGS INC COM 50212V100 61,541 1,130,636 SH   DFND 2,5,8,13,20 1,007,922 6,500 116,214
AMERIPRISE FINL INC COM 03076C106 585,545 5,713,745 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,055,386 188,039 470,320
LSB INDS INC COM 502160104 1,412 672,455 SH   DFND 2,5,20 589,193 0 83,262
LSI INDS INC COM 50216C108 81 21,488 SH   DFND 20 21,488 0 0
LTC PPTYS INC COM 502175102 80,869 2,617,119 SH   DFND 2,5,8,10,19,20 2,430,536 11,727 174,856
LUCKIN COFFEE INC SPONSORED ADS 54951L109 38,308 1,408,913 SH   DFND 2,5,8,10,11,12,19,20 1,408,913 0 0
LULULEMON ATHLETICA INC COM 550021109 544,943 2,874,929 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,364,660 162,734 347,535
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 4,342 925,872 SH   DFND 2,5,8,20 828,276 900 96,696
LUMENTUM HLDGS INC COM 55024U109 179,510 2,435,679 SH   DFND 2,5,6,8,11,13,19,20 2,166,359 671 268,649
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 16,480 12,088,000 SH   DFND 2,5 12,088,000 0 0
LUMINEX CORP DEL COM 55027E102 42,009 1,521,248 SH   DFND 2,5,6,8,20 1,373,389 0 147,859
LUNA INNOVATIONS COM 550351100 81 13,102 SH   DFND 20 13,102 0 0
AMERIS BANCORP COM 03076K108 60,983 2,550,370 SH   DFND 2,5,8,20 2,297,944 0 252,426
LUTHER BURBANK CORP COM 550550107 3,707 404,239 SH   DFND 2,20 348,211 0 56,028
LUXFER HOLDINGS PLC SHS G5698W116 8,154 576,671 SH   DFND 2,5,8,20 576,671 0 0
LYDALL INC DEL COM 550819106 3,584 554,785 SH   DFND 2,5,8,20 499,198 0 55,587
LYFT INC CL A COM 55087P104 94,511 3,519,952 SH   DFND 2,5,6,8,12,13,19,20 3,519,952 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 584,278 11,772,682 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,313,733 469,472 989,477
M & T BK CORP COM 55261F104 644,795 6,234,124 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,715,985 87,566 430,573
M D C HLDGS INC COM 552676108 44,047 1,898,583 SH   DFND 2,5,8,20 1,724,171 0 174,412
M/I HOMES INC COM 55305B101 16,374 990,584 SH   DFND 2,5,8,20 896,544 0 94,040
MACATAWA BK CORP COM 554225102 4,290 602,590 SH   DFND 2,5,13,20 517,218 0 85,372
MACERICH CO COM 554382101 35,895 6,375,712 SH   DFND 2,5,6,8,10,11,12,13,20 6,047,305 41,171 287,236
AMERISAFE INC COM 03071H100 41,258 639,961 SH   DFND 2,5,8,20 573,740 500 65,721
MACK CALI RLTY CORP COM 554489104 74,710 4,905,452 SH   DFND 2,5,6,8,10,11,13,20 4,489,807 24,828 390,817
MACKINAC FINL CORP COM 554571109 1,543 147,674 SH   DFND 2,20 134,016 0 13,658
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 23,606 1,246,997 SH   DFND 2,5,8,20 1,081,428 527 165,042
MACQUARIE INFRASTRUCTURE COR COM 55608B105 41,142 1,629,403 SH   DFND 2,5,8,12,13,20 1,533,773 600 95,030
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 9,496 11,925,000 SH   DFND 2,5 11,925,000 0 0
MACROGENICS INC COM 556099109 11,150 1,915,848 SH   DFND 2,5,8,20 1,749,050 0 166,798
MACYS INC COM 55616P104 87,840 16,675,661 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,888,085 4,950 782,626
MADDEN STEVEN LTD COM 556269108 59,457 2,559,487 SH   DFND 2,5,8,19,20 2,264,450 430 294,607
MADISON SQUARE GARDEN CO NEW CL A 55825T103 52,453 248,110 SH   DFND 2,5,8,13,19,20 223,948 216 23,946
MADRIGAL PHARMACEUTICALS INC COM 558868105 31,830 476,780 SH   DFND 2,5,8,20 445,833 0 30,947
AMERISOURCEBERGEN CORP COM 03073E105 630,817 7,127,872 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,199,259 97,928 830,685
MAGELLAN HEALTH INC COM NEW 559079207 44,972 934,778 SH   DFND 2,5,8,12,20 858,317 98 76,363
MAGENTA THERAPEUTICS INC COM 55910K108 2,223 353,965 SH   DFND 2,5,20 346,165 0 7,800
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 223 27,718 SH   DFND 2 27,718 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1,121 101,482 SH   DFND 2 101,482 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 16,007 4,001,746 SH   DFND 2,5,20 4,001,746 0 0
MAGYAR BANCORP INC COM 55977T109 322 35,825 SH   DFND 20 0 0 35,825
MAIDEN HOLDINGS LTD SHS G5753U112 48 53,087 SH   DFND 20 53,087 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 1,922 114,695 SH   DFND 2,20 114,695 0 0
MAJESCO COM 56068V102 617 112,996 SH   DFND 2,20 90,939 0 22,057
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 836 69,910 SH   DFND 2,20 69,910 0 0
AARONS INC COM PAR $0.50 002535300 58,645 2,569,997 SH   DFND 2,5,6,8,11,19,20 2,337,404 804 231,789
AMES NATL CORP COM 031001100 3,903 190,835 SH   DFND 2,5,20 162,856 0 27,979
MALIBU BOATS INC COM CL A 56117J100 11,608 403,193 SH   DFND 2,5,8,20 334,404 0 68,789
MALLINCKRODT PUB LTD CO SHS G5785G107 4,884 2,466,451 SH   DFND 2,5,13,20 2,186,717 0 279,734
MALVERN BANCORP INC COM 561409103 1,556 127,003 SH   DFND 2,20 86,117 0 40,886
MAMMOTH ENERGY SVCS INC COM 56155L108 189 251,860 SH   DFND 2,20 180,080 0 71,780
MANCHESTER UTD PLC NEW ORD CL A G5784H106 530 35,245 SH   DFND 2 35,245 0 0
MANHATTAN ASSOCS INC COM 562750109 78,488 1,575,433 SH   DFND 2,5,6,8,11,13,19,20 1,486,360 900 88,173
MANITOWOC CO INC COM NEW 563571405 7,151 841,263 SH   DFND 2,5,8,20 722,005 1,196 118,062
MANNKIND CORP COM NEW 56400P706 3,511 3,408,790 SH   DFND 2,5,20 2,778,228 0 630,562
MANPOWERGROUP INC COM 56418H100 147,461 2,782,806 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,196,533 91,962 494,311
MANTECH INTL CORP CL A 564563104 68,175 938,139 SH   DFND 2,5,8,20 843,198 407 94,534
AMETEK INC COM 031100100 657,229 9,125,651 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,236,319 151,048 738,284
MARATHON OIL CORP COM 565849106 159,833 48,581,438 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 45,184,075 550,195 2,847,168
MARATHON PETE CORP COM 56585A102 823,990 34,885,272 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,343,647 494,559 2,047,066
MARCHEX INC CL B 56624R108 855 589,662 SH   DFND 2,20 589,662 0 0
MARCUS & MILLICHAP INC COM 566324109 19,194 708,270 SH   DFND 2,5,8,20 628,717 0 79,553
MARCUS CORP COM 566330106 10,513 853,326 SH   DFND 2,5,8,20 777,232 0 76,094
MARINE PRODS CORP COM 568427108 1,278 158,153 SH   DFND 2,20 135,613 0 22,540
MARINEMAX INC COM 567908108 8,202 787,188 SH   DFND 2,5,8,20 705,995 0 81,193
MARINUS PHARMACEUTICALS INC COM 56854Q101 2,472 1,217,647 SH   DFND 2,5,20 993,706 0 223,941
MARKEL CORP COM 570535104 337,078 363,274 SH   DFND 2,5,6,8,10,11,12,13,19,20 327,004 6,613 29,657
MARKER THERAPEUTICS INC COM 57055L107 1,103 580,677 SH   DFND 2,20 580,677 0 0
AMGEN INC COM 031162100 5,312,935 26,206,950 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,238,526 642,276 2,326,148
MARKETAXESS HLDGS INC COM 57060D108 572,262 1,720,727 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,681,706 400 38,621
MARLIN BUSINESS SVCS CORP COM 571157106 1,919 171,759 SH   DFND 2,5,20 140,620 0 31,139
MARRIOTT INTL INC NEW CL A 571903202 857,991 11,468,930 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,383,944 146,948 938,038
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 71,236 1,281,685 SH   DFND 1,2,5,6,8,11,13,20 1,134,692 515 146,478
MARRONE BIO INNOVATIONS INC COM 57165B106 674 824,551 SH   DFND 2,20 619,988 0 204,563
MARSH & MCLENNAN COS INC COM 571748102 1,972,878 22,818,394 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,969,156 507,380 2,341,858
MARTEN TRANS LTD COM 573075108 27,939 1,361,547 SH   DFND 2,5,8,20 1,222,503 0 139,044
MARTIN MARIETTA MATLS INC COM 573284106 483,212 2,553,572 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,321,683 30,568 201,321
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 328,906 14,534,086 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,780,162 316,711 1,437,213
MASCO CORP COM 574599106 433,934 12,552,326 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,314,066 212,382 1,025,878
AMICUS THERAPEUTICS INC COM 03152W109 102,833 11,129,151 SH   DFND 2,5,8,13,20 10,224,648 3,500 901,003
MASIMO CORP COM 574795100 218,500 1,233,625 SH   DFND 2,5,6,8,11,13,19,20 1,167,882 644 65,099
MASONITE INTL CORP NEW COM 575385109 24,671 519,931 SH   DFND 2,5,8,20 431,863 200 87,868
MASTEC INC COM 576323109 62,409 1,906,790 SH   DFND 2,5,6,8,11,13,20 1,693,261 487 213,042
MASTERCARD INC CL A 57636Q104 8,891,534 36,808,801 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,613,865 1,050,526 3,144,410
MASTERCRAFT BOAT HLDGS INC COM 57637H103 2,658 364,100 SH   DFND 2,5,8,20 298,412 0 65,688
MATADOR RES CO COM 576485205 19,066 7,687,770 SH   DFND 2,5,6,11,20 7,307,172 2,200 378,398
MATCH GROUP INC COM 57665R106 75,357 1,141,088 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,098,010 0 43,078
MATERIALISE NV SPONSORED ADS 57667T100 2,109 113,576 SH   DFND 1,2 113,576 0 0
MATERION CORP COM 576690101 27,883 796,424 SH   DFND 2,5,8,20 725,826 87 70,511
MATINAS BIOPHARMA HLDGS INC COM 576810105 76 126,700 SH   DFND 20 126,700 0 0
AMKOR TECHNOLOGY INC COM 031652100 16,886 2,167,620 SH   DFND 2,5,8,20 1,806,963 432 360,225
MATRIX SVC CO COM 576853105 8,872 936,839 SH   DFND 2,5,8,20 847,165 1,000 88,674
MATSON INC COM 57686G105 42,565 1,390,092 SH   DFND 2,5,8,20 1,247,303 0 142,789
MATTEL INC COM 577081102 73,874 8,385,238 SH   DFND 2,5,6,8,11,12,13,20 8,028,619 3,270 353,349
MATTHEWS INTL CORP CL A 577128101 25,169 1,040,482 SH   DFND 2,5,8,20 931,498 71 108,913
MAUI LD & PINEAPPLE INC COM 577345101 1,123 102,711 SH   DFND 2,20 85,045 0 17,666
MAXAR TECHNOLOGIES INC COM 57778K105 61,542 5,762,406 SH   DFND 2,5,8,13,20 5,762,406 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 571,165 11,749,943 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,421,687 324,858 1,003,398
MAXIMUS INC COM 577933104 122,212 2,099,860 SH   DFND 2,5,6,8,11,13,19,20 1,876,525 510 222,825
MAXLINEAR INC COM 57776J100 28,729 2,461,774 SH   DFND 2,5,8,20 2,231,963 500 229,311
MAYVILLE ENGINEERING CO INC COM 578605107 605 98,662 SH   DFND 2,20 98,662 0 0
AMN HEALTHCARE SVCS INC COM 001744101 87,493 1,513,466 SH   DFND 2,5,8,13,20 1,349,508 705 163,253
MBIA INC COM 55262C100 11,977 1,677,521 SH   DFND 2,5,8,20 1,375,261 0 302,260
MCCORMICK & CO INC COM NON VTG 579780206 962,699 6,817,497 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,010,545 78,590 728,362
MCDONALDS CORP COM 580135101 6,456,033 39,044,649 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 30,228,208 437,191 8,379,250
MCEWEN MNG INC COM 58039P107 5,518 8,350,727 SH   DFND 2,5,8,20 8,287,427 0 63,300
MCGRATH RENTCORP COM 580589109 28,279 539,883 SH   DFND 2,5,8,10,20 455,846 167 83,870
MCKESSON CORP COM 58155Q103 1,036,991 7,642,156 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,767,687 113,040 761,429
MDC PARTNERS INC CL A SUB VTG 552697104 1,398 964,459 SH   DFND 2,5,20 785,072 0 179,387
MDU RES GROUP INC COM 552690109 282,284 13,005,771 SH   DFND 2,5,6,10,11,12,13,19,20 12,758,952 1,690 245,129
MECHEL PAO SPONSORED ADR NE 583840608 1,345 947,449 SH   DFND 2,5,12,20 942,849 4,600 0
MEDALLIA INC COM 584021109 16,233 810,039 SH   DFND 2,5,8,20 810,039 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 8,412 2,417,142 SH   DFND 2,5,8,20 1,991,888 2,533 422,721
MEDALLION FINL CORP COM 583928106 600 322,508 SH   DFND 2,20 322,508 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 430,105 24,517,542 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,120,779 151,300 1,245,463
MEDICINOVA INC COM NEW 58468P206 2,776 746,363 SH   DFND 2,5,20 615,804 0 130,559
MEDIFAST INC COM 58470H101 22,197 348,876 SH   DFND 2,5,8,20 304,865 4,318 39,693
MEDNAX INC COM 58502B106 28,616 2,458,439 SH   DFND 2,5,6,8,11,12,13,20 2,346,150 892 111,397
MEDPACE HLDGS INC COM 58506Q109 63,079 859,618 SH   DFND 2,5,8,20 763,135 0 96,483
MEDTRONIC PLC SHS G5960L103 5,288,879 58,302,592 SH   DFND 2,5,6,8,10,11,12,13,19,20 52,490,841 961,384 4,850,367
MEET GROUP INC COM 58513U101 10,213 1,739,884 SH   DFND 2,5,20 1,505,331 0 234,553
MEI PHARMA INC COM NEW 55279B202 2,452 1,523,273 SH   DFND 2,20 1,523,273 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 4,805 357,488 SH   DFND 2,5,8,20 313,915 0 43,573
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 17,768 1,197,293 SH   DFND 2,5,8,20 1,055,725 0 141,568
MELCO RESORTS AND ENTMNT LTD ADR 585464100 59,662 4,811,417 SH   DFND 1,2,5,6,8,10,12,13,19,20 3,988,291 350,708 472,418
MELLANOX TECHNOLOGIES LTD SHS M51363113 19,154 157,877 SH   DFND 2,5,8,10,13,19,20 146,545 400 10,932
MENLO THERAPEUTICS INC COM 586858102 1,830 682,718 SH   DFND 2,20 549,771 0 132,947
MERCADOLIBRE INC COM 58733R102 239,996 491,212 SH   DFND 2,5,6,8,10,11,12,13,19,20 408,588 21,577 61,047
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 33,255 25,493,000 SH   DFND 2,5 25,493,000 0 0
MERCANTILE BANK CORP COM 587376104 7,466 352,690 SH   DFND 2,5,20 301,540 0 51,150
MERCER INTL INC COM 588056101 4,235 574,434 SH   DFND 2,5,8,20 571,534 0 2,900
MERCHANTS BANCORP IND COM 58844R108 3,281 215,015 SH   DFND 2,5,20 174,083 0 40,932
MERCK & CO. INC COM 58933Y105 9,098,570 117,343,358 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 100,654,468 1,865,229 14,823,661
MERCURY GENL CORP NEW COM 589400100 46,317 1,137,443 SH   DFND 2,5,6,8,11,12,20 1,097,796 2,734 36,913
AMPHENOL CORP NEW CL A 032095101 955,307 13,063,937 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,557,434 301,814 1,204,689
MERCURY SYS INC COM 589378108 197,687 2,771,049 SH   DFND 2,5,6,8,11,13,19,20 2,574,267 399 196,383
MEREDITH CORP COM 589433101 16,705 1,367,007 SH   DFND 2,5,6,8,11,20 1,229,998 1,362 135,647
MERIDIAN BANCORP INC MD COM 58958U103 13,119 1,161,014 SH   DFND 2,5,6,8,20 984,496 0 176,518
MERIDIAN BIOSCIENCE INC COM 589584101 15,420 1,835,735 SH   DFND 2,5,8,20 1,687,697 500 147,538
MERIDIAN BK PAOLI PA COM 58958P104 141 10,300 SH   DFND 20 2,500 0 7,800
MERIT MED SYS INC COM 589889104 64,308 2,057,843 SH   DFND 2,5,8,20 1,867,533 372 189,938
MERITAGE HOMES CORP COM 59001A102 44,119 1,208,398 SH   DFND 2,5,8,12,20 1,078,895 564 128,939
MERITOR INC COM 59001K100 30,774 2,322,539 SH   DFND 2,5,8,20 2,066,739 303 255,497
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 24 11,185 SH   DFND 20 11,185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 4,042 693,327 SH   DFND 2,5,13,20 558,118 0 135,209
AMPIO PHARMACEUTICALS INC COM 03209T109 19 46,838 SH   DFND 20 46,838 0 0
MESA AIR GROUP INC COM NEW 590479135 2,504 761,126 SH   DFND 2,20 688,063 0 73,063
MESA LABS INC COM 59064R109 34,582 152,957 SH   DFND 2,5,8,20 140,199 0 12,758
META FINL GROUP INC COM 59100U108 22,794 1,047,053 SH   DFND 2,5,8,20 927,178 0 119,875
METHODE ELECTRS INC COM 591520200 31,733 1,200,634 SH   DFND 2,5,8,20 1,069,999 108 130,527
METLIFE INC COM 59156R108 1,128,683 36,921,259 SH   DFND 2,5,6,8,10,11,12,13,19,20 33,106,879 539,075 3,275,305
METROCITY BANKSHARES INC COM 59165J105 2,485 211,674 SH   DFND 2,20 211,674 0 0
METROPOLITAN BK HLDG CORP COM 591774104 3,251 120,723 SH   DFND 2,5,20 97,065 0 23,658
METTLER TOLEDO INTERNATIONAL COM 592688105 723,979 1,048,470 SH   DFND 2,5,6,8,10,11,12,13,19,20 928,816 26,379 93,275
MFA FINL INC COM 55272X102 18,687 11,044,437 SH   DFND 2,5,8,12,13,19,20 10,399,596 3,263 641,578
MGE ENERGY INC COM 55277P104 57,682 881,047 SH   DFND 2,5,8,20 763,294 548 117,205
ABB LTD SPONSORED ADR 000375204 4,455 248,040 SH   DFND 1,2,20 248,040 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 232 410,046 SH   DFND 2,20 410,046 0 0
MGIC INVT CORP WIS COM 552848103 42,984 6,769,206 SH   DFND 1,2,5,8,12,13,20 6,429,378 2,870 336,958
MGM GROWTH PPTYS LLC CL A COM 55303A105 12,391 515,983 SH   DFND 5,8,19,20 439,193 0 76,790
MGM RESORTS INTERNATIONAL COM 552953101 248,012 21,017,970 SH   DFND 2,5,6,8,10,12,13,19,20 19,187,758 248,878 1,581,334
MGP INGREDIENTS INC NEW COM 55303J106 11,685 434,533 SH   DFND 2,5,8,20 388,638 0 45,895
MICHAELS COS INC COM 59408Q106 5,632 3,476,316 SH   DFND 2,5,8,12,20 3,342,809 2,800 130,707
MICRO FOCUS INTL PLC SPON ADR NEW 594837403 7,760 1,530,573 SH   DFND 2,5,6,8,10,12,13,20 1,530,573 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 653,715 9,641,809 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,693,544 134,695 813,570
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 50,286 34,621,000 SH   DFND 2,5 34,621,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 61,723 59,575,000 SH   DFND 2,5 59,575,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 19,438 20,510,000 SH   DFND 2,5 20,510,000 0 0
AMYRIS INC COM NEW 03236M200 2,855 1,115,351 SH   DFND 2,20 901,081 0 214,270
MICRON TECHNOLOGY INC COM 595112103 2,013,764 47,878,360 SH   DFND 2,5,6,8,10,11,12,13,19,20 42,321,040 1,266,845 4,290,475
MICROSOFT CORP COM 594918104 49,642,574 314,771,248 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 275,172,285 7,006,007 32,592,956
MICROSTRATEGY INC CL A NEW 594972408 34,195 289,545 SH   DFND 2,5,6,8,20 260,144 0 29,401
MICROVISION INC DEL COM NEW 594960304 6 32,402 SH   DFND 20 32,402 0 0
MID AMER APT CMNTYS INC COM 59522J103 791,857 7,685,691 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,060,624 94,592 530,475
MID PENN BANCORP INC COM 59540G107 2,255 111,369 SH   DFND 2,20 92,143 0 19,226
MIDDLEBY CORP COM 596278101 67,565 1,187,851 SH   DFND 2,5,6,8,10,11,12,13,19,20 985,090 36,653 166,108
MIDDLESEX WATER CO COM 596680108 21,288 354,089 SH   DFND 2,5,8,20 292,143 600 61,346
MIDLAND STS BANCORP INC ILL COM 597742105 10,527 601,909 SH   DFND 2,5,8,20 486,503 0 115,406
MIDWESTONE FINL GROUP INC NE COM 598511103 5,297 252,973 SH   DFND 2,5,8,20 202,767 0 50,206
ANALOG DEVICES INC COM 032654105 1,354,340 15,106,976 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,635,673 261,051 1,210,252
MILLENDO THERAPEUTICS INC COM 60040X103 943 178,642 SH   DFND 2,20 178,642 0 0
MILLER HERMAN INC COM 600544100 42,076 1,878,135 SH   DFND 2,5,6,8,11,19,20 1,676,325 347 201,463
MILLER INDS INC TENN COM NEW 600551204 7,166 253,412 SH   DFND 2,5,20 216,877 0 36,535
MIMECAST LTD ORD SHS G14838109 5,316 150,605 SH   DFND 2,5,8,20 146,705 0 3,900
MINERALS TECHNOLOGIES INC COM 603158106 39,815 1,098,035 SH   DFND 2,5,6,8,11,20 976,086 914 121,035
MINERVA NEUROSCIENCES INC COM 603380106 3,101 515,153 SH   DFND 2,5,20 421,486 0 93,667
MIRAGEN THERAPEUTICS INC COM 60463E103 6 12,400 SH   DFND 20 12,400 0 0
MIRATI THERAPEUTICS INC COM 60468T105 97,763 1,271,796 SH   DFND 2,5,8,13,20 1,172,220 0 99,576
MIRUM PHARMACEUTICALS INC COM 604749101 703 50,228 SH   DFND 2,20 50,228 0 0
MISONIX INC COM 604871103 1,375 146,007 SH   DFND 2,20 146,007 0 0
ANAPLAN INC COM 03272L108 35,029 1,157,611 SH   DFND 2,5,8,13,19,20 1,092,379 0 65,232
MISTRAS GROUP INC COM 60649T107 1,528 358,609 SH   DFND 2,5,8,20 297,390 1,600 59,619
MITEK SYS INC COM NEW 606710200 6,301 799,581 SH   DFND 2,5,8,20 656,949 0 142,632
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 93 25,470 SH   DFND 20 25,470 0 0
MIX TELEMATICS LTD SPONSORED ADR 60688N102 136 15,709 SH   DFND 2 15,709 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 30 13,100 SH   DFND 20 13,100 0 0
MKS INSTRS INC COM 55306N104 107,998 1,325,947 SH   DFND 2,5,6,8,11,13,19,20 1,255,888 401 69,658
MMA CAPITAL HOLDINGS INC COM 55315D105 1,646 66,579 SH   DFND 2,20 66,579 0 0
MOBILE MINI INC COM 60740F105 36,670 1,398,030 SH   DFND 2,5,8,20 1,240,538 248 157,244
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 91,118 11,989,198 SH   DFND 1,2,5,8,10,12,13,19,20 9,280,181 412,093 2,296,924
MOBILEIRON INC COM NEW 60739U204 8,878 2,336,204 SH   DFND 2,5,8,20 2,001,345 0 334,859
ANAPTYSBIO INC COM 032724106 27,632 1,955,556 SH   DFND 2,5,8,20 1,872,884 0 82,672
MODEL N INC COM 607525102 15,813 711,998 SH   DFND 2,5,8,20 601,617 0 110,381
MODERNA INC COM 60770K107 164,634 5,496,971 SH   DFND 2,5,13,19,20 5,496,971 0 0
MODINE MFG CO COM 607828100 3,381 1,040,420 SH   DFND 2,5,8,20 868,367 2,378 169,675
MOELIS & CO CL A 60786M105 29,006 1,032,249 SH   DFND 2,5,8,20 866,846 0 165,403
MOHAWK INDS INC COM 608190104 215,482 2,826,361 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,590,640 39,490 196,231
MOLECULAR TEMPLATES INC COM 608550109 4,324 325,338 SH   DFND 2,5,20 271,168 0 54,170
MOLINA HEALTHCARE INC COM 60855R100 207,105 1,482,390 SH   DFND 2,5,6,8,11,12,13,20 1,399,106 700 82,584
MOLSON COORS BEVERAGE CO CL B 60871R209 373,795 9,582,023 SH   DFND 2,5,6,8,10,12,13,19,20 8,788,165 126,706 667,152
MOMENTA PHARMACEUTICALS INC COM 60877T100 119,515 4,393,952 SH   DFND 2,5,8,13,20 3,993,321 0 400,631
MOMO INC ADR 60879B107 67,624 3,117,749 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,541,584 77,800 498,365
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 2,592 822,777 SH   DFND 2,20 822,777 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 16,701 20,872,000 SH   DFND 2,5 20,872,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 11,438 407,489 SH   DFND 2,5,8,20 368,537 0 38,952
MONDELEZ INTL INC CL A 609207105 3,437,116 68,246,977 SH   DFND 2,5,6,8,10,11,12,13,19,20 61,904,147 1,004,759 5,338,071
MONEYGRAM INTL INC COM NEW 60935Y208 40 30,636 SH   DFND 20 30,636 0 0
MONGODB INC CL A 60937P106 122,396 896,412 SH   DFND 2,5,6,8,10,11,12,13,19,20 896,412 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 35,603 2,954,565 SH   DFND 2,5,8,10,20 2,524,859 26,905 402,801
MONOLITHIC PWR SYS INC COM 609839105 179,291 1,067,484 SH   DFND 2,5,6,8,11,13,19,20 1,009,406 500 57,578
MONRO INC COM 610236101 48,339 1,103,384 SH   DFND 2,5,8,20 987,282 729 115,373
MONSTER BEVERAGE CORP NEW COM 61174X109 1,000,962 17,791,713 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,849,116 418,022 1,524,575
MONTAGE RES CORP COM 61179L100 857 380,908 SH   DFND 2,5,20 380,908 0 0
ANDERSONS INC COM 034164103 21,555 1,139,388 SH   DFND 2,5,8,20 1,025,966 1,437 111,985
MOODYS CORP COM 615369105 1,469,260 6,946,854 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,278,678 88,201 579,975
MOOG INC CL A 615394202 73,391 1,452,415 SH   DFND 2,5,8,13,19,20 1,338,039 288 114,088
MORGAN STANLEY COM NEW 617446448 3,852,295 113,302,801 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,045,467 62,157,096 5,100,238
MORNINGSTAR INC COM 617700109 33,912 291,717 SH   DFND 2,5,8,19,20 264,765 126 26,826
MORPHIC HLDG INC COM 61775R105 2,483 169,158 SH   DFND 2,20 169,158 0 0
MOSAIC CO NEW COM 61945C103 212,607 19,649,474 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,200,206 243,643 2,205,625
MOTORCAR PTS AMER INC COM 620071100 7,671 609,781 SH   DFND 2,5,8,20 546,285 1,500 61,996
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,065,884 7,981,773 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,881,256 193,253 907,264
MOVADO GROUP INC COM 624580106 8,000 676,803 SH   DFND 2,5,8,20 620,235 1,300 55,268
MR COOPER GROUP INC COM 62482R107 11,054 1,508,032 SH   DFND 2,5,8,20 1,266,628 0 241,404
ANGI HOMESERVICES INC COM CL A 00183L102 1,533 291,929 SH   DFND 2,5,8,20 274,529 0 17,400
MRC GLOBAL INC COM 55345K103 7,399 1,736,775 SH   DFND 2,5,8,20 1,445,609 200 290,966
MSA SAFETY INC COM 553498106 193,227 1,909,354 SH   DFND 2,5,6,8,11,13,19,20 1,783,264 326 125,764
MSC INDL DIRECT INC CL A 553530106 61,548 1,119,659 SH   DFND 2,5,6,8,11,13,19,20 1,061,113 748 57,798
MSCI INC COM 55354G100 1,084,540 3,753,253 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,368,842 59,314 325,097
MSG NETWORK INC CL A 553573106 9,890 969,598 SH   DFND 2,5,8,20 810,764 1,848 156,986
MTS SYS CORP COM 553777103 15,378 683,447 SH   DFND 2,5,8,20 615,472 561 67,414
MUELLER INDS INC COM 624756102 43,981 1,829,612 SH   DFND 2,5,8,20 1,635,680 218 193,714
MUELLER WTR PRODS INC COM SER A 624758108 27,859 3,478,024 SH   DFND 2,5,8,20 2,910,482 2,315 565,227
MURPHY OIL CORP COM 626717102 43,540 7,102,795 SH   DFND 2,5,6,8,11,12,13,20 6,898,774 1,579 202,442
MURPHY USA INC COM 626755102 86,964 1,030,865 SH   DFND 2,5,6,8,11,12,13,20 925,921 269 104,675
ANGIODYNAMICS INC COM 03475V101 17,907 1,716,857 SH   DFND 2,5,8,20 1,587,867 0 128,990
MUSTANG BIO INC COM 62818Q104 1,318 491,651 SH   DFND 2,20 408,927 0 82,724
MUTUALFIRST FINL INC COM 62845B104 4,104 145,532 SH   DFND 2,5,20 81,339 0 64,193
MVB FINL CORP COM 553810102 1,986 155,776 SH   DFND 2,20 129,552 0 26,224
MYERS INDS INC COM 628464109 12,477 1,146,544 SH   DFND 2,5,8,20 1,022,952 0 123,592
MYLAN NV SHS EURO N59465109 344,595 23,111,693 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,945,076 344,465 1,822,152
MYOKARDIA INC COM 62857M105 46,180 985,058 SH   DFND 2,5,8,20 824,073 0 160,985
MYOVANT SCIENCES LTD COM G637AM102 650 86,075 SH   DFND 2,5,8,20 85,775 0 300
MYR GROUP INC DEL COM 55405W104 13,882 530,046 SH   DFND 2,5,8,20 464,887 0 65,159
MYRIAD GENETICS INC COM 62855J104 58,614 4,096,003 SH   DFND 2,5,8,19,20 3,836,965 1,182 257,856
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 2,279 13,250,000 SH   DFND 2 13,250,000 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4,010 239,991 SH   DFND 1,5,8,20 239,991 0 0
NABORS INDUSTRIES LTD SHS G6359F103 5,996 14,984,640 SH   DFND 2,5,8,12,13,20 14,503,767 4,258 476,615
NABRIVA THERAPEUTICS PLC SHS G63637105 17 29,664 SH   DFND 2 29,664 0 0
NACCO INDS INC CL A 629579103 2,226 79,562 SH   DFND 2,5,20 66,709 0 12,853
NAM TAI PPTY INC SHS G63907102 340 61,751 SH   DFND 5,20 61,751 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 16,708 694,719 SH   DFND 2,5,8,20 582,346 0 112,373
NANTHEALTH INC COM 630104107 16 10,100 SH   DFND 20 10,100 0 0
NANTKWEST INC COM 63016Q102 30 10,500 SH   DFND 20 10,500 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 3,443 226,951 SH   DFND 2,5,8,20 192,946 0 34,005
NASDAQ INC COM 631103108 499,143 5,256,901 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,723,346 76,432 457,123
NATERA INC COM 632307104 75,798 2,538,454 SH   DFND 2,5,8,20 2,329,177 0 209,277
ABBOTT LABS COM 002824100 5,846,010 74,084,521 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 66,636,547 1,194,395 6,253,579
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 5,486 124,333 SH   DFND 1,20 124,333 0 0
NATHANS FAMOUS INC NEW COM 632347100 3,188 52,258 SH   DFND 2,20 43,442 0 8,816
NATIONAL BANKSHARES INC VA COM 634865109 3,826 119,935 SH   DFND 2,5,20 97,001 0 22,934
NATIONAL BEVERAGE CORP COM 635017106 15,700 368,120 SH   DFND 2,5,8,20 328,064 0 40,056
NATIONAL BK HLDGS CORP CL A 633707104 24,889 1,041,381 SH   DFND 2,5,8,20 926,128 0 115,253
NATIONAL CINEMEDIA INC COM 635309107 4,755 1,458,448 SH   DFND 2,5,8,20 1,215,932 2,300 240,216
NATIONAL ENERGY SERVICES REU SHS G6375R107 2,097 412,787 SH   DFND 2,20 412,787 0 0
NATIONAL FUEL GAS CO N J COM 636180101 344,530 9,134,808 SH   DFND 2,5,6,11,12,13,19,20 9,035,871 1,287 97,650
NATIONAL GEN HLDGS CORP COM 636220303 23,448 1,412,559 SH   DFND 2,5,8,20 1,173,945 0 238,614
NATIONAL GRID PLC SPONSORED ADR NE 636274409 3,317 56,928 SH   DFND 1,20 56,928 0 0
NATIONAL HEALTH INVS INC COM 63633D104 80,076 1,586,198 SH   DFND 2,5,8,10,19,20 1,386,508 12,298 187,392
ANI PHARMACEUTICALS INC COM 00182C103 13,255 325,353 SH   DFND 2,5,8,20 291,460 0 33,893
NATIONAL HEALTHCARE CORP COM 635906100 23,981 331,832 SH   DFND 2,5,6,8,20 288,995 0 42,837
NATIONAL INSTRS CORP COM 636518102 101,417 3,065,800 SH   DFND 2,5,6,8,11,13,19,20 2,899,026 1,055 165,719
NATIONAL OILWELL VARCO INC COM 637071101 196,108 19,949,977 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,374,969 195,451 1,379,557
NATIONAL PRESTO INDS INC COM 637215104 23,842 336,705 SH   DFND 2,5,20 316,286 357 20,062
NATIONAL RESH CORP COM NEW 637372202 11,793 258,130 SH   DFND 2,5,8,20 216,463 0 41,667
NATIONAL RETAIL PROPERTIES I COM 637417106 443,440 13,775,722 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,917,362 163,722 694,638
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 96,348 3,255,003 SH   DFND 2,5,8,10,19,20 2,980,608 16,600 257,795
NATIONAL VISION HLDGS INC COM 63845R107 33,865 1,743,842 SH   DFND 2,5,8,19,20 1,470,595 0 273,247
NATIONAL WESTN LIFE GROUP IN CL A 638517102 8,625 50,144 SH   DFND 2,5,8,20 41,871 0 8,273
NATURA &CO HLDG S A ADS 63884N108 2,352 238,989 SH   DFND 1,2,8,20 238,989 0 0
ANIKA THERAPEUTICS INC COM 035255108 24,951 863,045 SH   DFND 2,5,8,20 816,833 0 46,212
NATURAL GAS SERVICES GROUP COM 63886Q109 1,131 253,640 SH   DFND 2,5,20 209,268 0 44,372
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,629 191,372 SH   DFND 2,20 162,056 0 29,316
NATURES SUNSHINE PRODS INC COM 639027101 1,476 181,504 SH   DFND 2,20 145,944 0 35,560
NATUS MED INC DEL COM 639050103 28,425 1,228,934 SH   DFND 2,5,8,20 1,103,763 0 125,171
NAUTILUS INC COM 63910B102 129 49,448 SH   DFND 20 49,448 0 0
NAVIENT CORPORATION COM 63938C108 40,951 5,402,551 SH   DFND 1,2,5,6,8,10,11,12,13,20 5,126,738 2,877 272,936
NAVISTAR INTL CORP NEW COM 63934E108 17,168 1,041,145 SH   DFND 2,5,8,13,20 866,461 356 174,328
NBT BANCORP INC COM 628778102 46,538 1,436,808 SH   DFND 2,5,8,19,20 1,284,764 323 151,721
NCR CORP NEW COM 62886E108 87,750 4,957,614 SH   DFND 1,2,5,6,8,11,12,13,19,20 4,793,550 1,952 162,112
NCS MULTISTAGE HLDGS INC COM 628877102 129 201,410 SH   DFND 2,5,20 163,966 0 37,444
ANIXTER INTL INC COM 035290105 92,590 1,053,713 SH   DFND 2,5,8,12,20 944,751 543 108,419
NEENAH INC COM 640079109 24,733 573,449 SH   DFND 2,5,8,20 513,045 0 60,404
NEKTAR THERAPEUTICS COM 640268108 82,673 4,631,555 SH   DFND 2,5,6,8,11,13,19,20 4,526,367 1,889 103,299
NELNET INC CL A 64031N108 18,049 397,461 SH   DFND 2,5,8,20 333,088 60 64,313
NEOGEN CORP COM 640491106 117,648 1,756,196 SH   DFND 2,5,8,19,20 1,573,678 613 181,905
NEOGENOMICS INC COM NEW 64049M209 83,040 3,007,606 SH   DFND 2,5,8,20 2,682,204 0 325,402
NEOLEUKIN THERAPEUTICS INC COM 64049K104 157 13,753 SH   DFND 20 13,753 0 0
NEON THERAPEUTICS INC COM 64050Y100 728 275,605 SH   DFND 2,20 230,092 0 45,513
NEOPHOTONICS CORP COM 64051T100 6,706 924,998 SH   DFND 2,5,20 798,580 0 126,418
NEOS THERAPEUTICS INC COM 64052L106 18 24,425 SH   DFND 20 24,425 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 307 105,668 SH   DFND 2 105,668 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 237,643 44,631,713 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,564,353 758,485 8,308,875
NETAPP INC COM 64110D104 415,152 9,958,075 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,921,254 263,790 773,031
NETEASE INC SPONSORED ADS 64110W102 537,327 1,674,126 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,361,488 41,458 271,180
NETFLIX INC COM 64110L106 6,138,585 16,347,763 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,577,713 230,164 1,539,886
NETGEAR INC COM 64111Q104 25,481 1,115,613 SH   DFND 2,5,6,8,20 1,009,132 96 106,385
NETSCOUT SYS INC COM 64115T104 56,945 2,405,788 SH   DFND 2,5,6,8,11,13,19,20 2,147,984 1,165 256,639
NEUROCRINE BIOSCIENCES INC COM 64125C109 217,350 2,511,261 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,389,416 2,900 118,945
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 18,075 14,070,000 SH   DFND 2,5 14,070,000 0 0
NEURONETICS INC COM 64131A105 438 231,969 SH   DFND 2,20 181,960 0 50,009
NEVRO CORP COM 64157F103 70,063 700,774 SH   DFND 2,5,8,13,20 594,534 200 106,040
NEW AGE BEVERAGES CORP COM 64157V108 2,019 1,452,267 SH   DFND 2,5,20 1,452,267 0 0
ANSYS INC COM 03662Q105 840,406 3,615,114 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,187,200 114,149 313,765
NEW HOME CO INC COM 645370107 30 22,100 SH   DFND 20 22,100 0 0
NEW JERSEY RES COM 646025106 288,384 8,413,192 SH   DFND 2,5,6,8,11,13,19,20 8,078,842 1,356 332,994
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 329,511 3,044,262 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,416,543 70,913 556,806
NEW RELIC INC COM 64829B100 30,806 666,211 SH   DFND 2,5,8,13,19,20 612,488 800 52,923
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 11,237 13,250,000 SH   DFND 2,5 13,250,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 32,006 6,388,327 SH   DFND 2,5,8,12,13,19,20 5,844,935 3,500 539,892
NEW SR INVT GROUP INC COM 648691103 5,464 2,134,482 SH   DFND 2,5,8,20 1,819,433 1,100 313,949
NEW YORK CMNTY BANCORP INC COM 649445103 129,325 13,772,676 SH   DFND 2,5,6,8,11,12,13,20 13,134,105 5,017 633,554
NEW YORK MTG TR INC COM PAR $.02 649604501 19,884 12,828,693 SH   DFND 2,5,8,19,20 11,499,540 0 1,329,153
NEW YORK TIMES CO CL A 650111107 110,459 3,596,857 SH   DFND 2,5,6,8,11,13,19,20 3,443,714 1,200 151,943
ANTARES PHARMA INC COM 036642106 9,188 3,893,367 SH   DFND 2,5,8,20 3,338,975 0 554,392
NEWATER TECHNOLOGY INC SHS G64335105 37 17,191 SH   DFND 2 17,191 0 0
NEWELL BRANDS INC COM 651229106 241,165 18,160,042 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,481,327 209,663 1,469,052
NEWMARK GROUP INC CL A 65158N102 12,644 2,975,029 SH   DFND 2,5,8,13,20 2,475,188 2,543 497,298
NEWMARKET CORP COM 651587107 74,064 192,506 SH   DFND 2,5,6,8,11,13,19,20 182,413 83 10,010
NEWMONT CORP COM 651639106 1,696,273 37,461,851 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 33,360,427 476,225 3,625,199
NEWPARK RES INC COM PAR $.01NEW 651718504 2,817 3,140,928 SH   DFND 2,5,8,20 2,820,896 4,148 315,884
NEWS CORP NEW CL A 65249B109 177,776 19,600,178 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,481,484 240,649 1,878,045
NEWS CORP NEW CL B 65249B208 41,883 4,610,474 SH   DFND 2,5,6,10,11,12,13,19,20 4,254,502 1,000 354,972
NEXA RES S A COM L67359106 341 97,887 SH   DFND 2,5,13,20 97,887 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 17,935 711,415 SH   DFND 2,5,8,20 636,736 0 74,679
ANTERIX INC COM 03676C100 10,332 226,232 SH   DFND 2,5,8,20 226,232 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 35,925 622,302 SH   DFND 2,5,8,13,20 573,770 612 47,920
NEXTCURE INC COM 65343E108 16,639 448,844 SH   DFND 2,5,20 448,844 0 0
NEXTDECADE CORP COM 65342K105 554 294,477 SH   DFND 2,20 253,951 0 40,526
NEXTERA ENERGY INC COM 65339F101 6,564,429 27,281,309 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,134,875 333,237 1,813,197
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 33,942 686,400 SH   DFND 2 686,400 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 48,368 1,133,800 SH   DFND 2 1,133,800 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 5,536 128,733 SH   DFND 5,8,20 116,311 400 12,022
NEXTGEN HEALTHCARE INC COM 65343C102 18,150 1,738,551 SH   DFND 2,5,8,20 1,545,713 1,604 191,234
NEXTIER OILFIELD SOLUTIONS COM 65290C105 4,661 3,983,523 SH   DFND 2,5,8,20 3,983,523 0 0
NGM BIOPHARMACEUTICALS INC COM 62921N105 5,660 459,052 SH   DFND 2,20 459,052 0 0
ANTERO MIDSTREAM CORP COM 03676B102 14,545 6,926,374 SH   DFND 2,5,6,8,11,19,20 6,926,374 0 0
NI HLDGS INC COM 65342T106 2,101 154,975 SH   DFND 2,20 127,188 0 27,787
NIC INC COM 62914B100 48,446 2,106,364 SH   DFND 2,5,8,20 1,875,404 1,718 229,242
NICE LTD SPONSORED ADR 653656108 947 6,598 SH   DFND 20 6,598 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 2,883 1,620,000 SH   DFND 5 1,620,000 0 0
NICOLET BANKSHARES INC COM 65406E102 11,182 204,869 SH   DFND 2,5,8,20 175,926 0 28,943
NIELSEN HLDGS PLC SHS EUR G6518L108 179,978 14,352,321 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,712,107 192,109 1,448,105
NIKE INC CL B 654106103 4,866,805 58,651,054 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 47,204,136 1,493,493 9,953,425
NINE ENERGY SVC INC COM 65441V101 293 362,309 SH   DFND 2,5,20 284,099 0 78,210
NIO INC NOTE 4.500% 2/0 62914VAB2 9,186 17,750,000 SH   DFND 2 17,750,000 0 0
NIO INC SPON ADS 62914V106 40,439 14,546,410 SH   DFND 1,2,5,8,10,11,12,13,19,20 14,546,410 0 0
ANTERO RESOURCES CORP COM 03674X106 17,769 24,925,496 SH   DFND 2,5,12,13,20 24,617,201 4,100 304,195
NISOURCE INC COM 65473P105 512,486 20,524,051 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,874,926 274,618 1,374,507
NIU TECHNOLOGIES ADS 65481N100 276 39,600 SH   DFND 2 39,600 0 0
NL INDS INC COM NEW 629156407 471 157,950 SH   DFND 2,20 118,434 0 39,516
NLIGHT INC COM 65487K100 6,723 640,904 SH   DFND 2,5,8,20 535,105 0 105,799
NMI HLDGS INC CL A 629209305 26,302 2,265,421 SH   DFND 2,5,8,20 2,042,745 0 222,676
NN INC COM 629337106 1,549 895,341 SH   DFND 2,5,8,20 762,027 0 133,314
NOAH HLDGS LTD SPON ADS CL A 65487X102 16,166 625,122 SH   DFND 2,5,8,10,11,12,13,19,20 504,971 18,600 101,551
NOBLE CORP PLC SHS USD G65431101 2,317 8,912,824 SH   DFND 2,5,8,13,20 7,963,231 6,589 943,004
NOBLE ENERGY INC COM 655044105 170,259 28,188,569 SH   DFND 2,5,6,8,10,11,12,13,19,20 26,441,410 241,724 1,505,435
NOKIA CORP SPONSORED ADR 654902204 35 11,315 SH   DFND 1,20 11,315 0 0
ABBVIE INC COM 00287Y109 5,198,338 68,228,618 SH   DFND 2,5,6,8,10,11,12,13,19,20 61,800,645 1,074,043 5,353,930
ANTHEM INC COM 036752103 2,479,776 10,922,200 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,818,598 196,744 906,858
NOMAD FOODS LTD USD ORD SHS G6564A105 1,968 106,011 SH   DFND 2,5,8,20 106,011 0 0
NOODLES & CO COM CL A 65540B105 2,378 504,859 SH   DFND 2,20 401,149 0 103,710
NORDIC AMERICAN TANKERS LIMI COM G65773106 12,386 2,734,243 SH   DFND 2,5,20 2,234,131 0 500,112
NORDSON CORP COM 655663102 234,614 1,736,978 SH   DFND 2,5,6,8,11,13,19,20 1,657,466 726 78,786
NORDSTROM INC COM 655664100 99,407 6,480,237 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,684,771 160,507 634,959
NORFOLK SOUTHERN CORP COM 655844108 1,692,959 11,595,612 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,470,358 200,424 924,830
NORTHEAST BK LEWISTON ME COM 66405S100 1,348 115,650 SH   DFND 2,20 115,650 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 10,518 15,862,049 SH   DFND 2,5,20 14,915,907 0 946,142
NORTHERN TR CORP COM 665859104 684,073 8,984,397 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,134,660 136,908 712,829
NORTHFIELD BANCORP INC DEL COM 66611T108 17,379 1,553,049 SH   DFND 2,5,6,8,20 1,404,429 0 148,620
ANWORTH MORTGAGE ASSET CP COM 037347101 3,379 2,990,271 SH   DFND 2,5,8,20 2,643,482 0 346,789
NORTHRIM BANCORP INC COM 666762109 3,771 139,674 SH   DFND 2,5,20 118,043 0 21,631
NORTHROP GRUMMAN CORP COM 666807102 4,969,541 16,425,520 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,764,160 10,286,695 374,665
NORTHWEST BANCSHARES INC MD COM 667340103 47,336 4,091,283 SH   DFND 2,5,6,8,19,20 3,743,346 1,598 346,339
NORTHWEST NAT HLDG CO COM 66765N105 155,502 2,518,255 SH   DFND 2,5,8,19,20 2,412,047 38 106,170
NORTHWEST PIPE CO COM 667746101 4,397 197,602 SH   DFND 2,5,20 166,391 0 31,211
NORTHWESTERN CORP COM NEW 668074305 110,276 1,843,155 SH   DFND 2,5,6,8,11,12,13,19,20 1,663,234 700 179,221
NORTONLIFELOCK INC COM 668771108 484,994 25,921,650 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,921,650 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 99,834 9,108,946 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,291,175 142,836 674,935
NORWOOD FINANCIAL CORP COM 669549107 2,790 104,485 SH   DFND 2,20 85,995 0 18,490
NOVA MEASURING INSTRUMENTS L COM M7516K103 395 12,101 SH   DFND 2 12,101 0 0
AON PLC SHS CL A G0408V102 1,725,405 10,454,463 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,358,699 229,590 866,174
NOVAGOLD RES INC COM NEW 66987E206 31,498 4,268,065 SH   DFND 2,5,6,20 4,268,065 0 0
NOVANTA INC COM 67000B104 56,236 704,004 SH   DFND 2,5,8,13,20 586,459 0 117,545
NOVARTIS A G SPONSORED ADR 66987V109 174,499 2,116,427 SH   DFND 1,2,20 17,732 0 2,098,695
NOVAVAX INC COM NEW 670002401 7,871 579,632 SH   DFND 2,5,20 579,632 0 0
NOVO-NORDISK A S ADR 670100205 259,412 4,253,693 SH   DFND 1,20 13,243 0 4,240,450
NOVOCURE LTD ORD SHS G6674U108 117,346 1,742,591 SH   DFND 2,5,8,20 1,440,913 0 301,678
NOW INC COM 67011P100 18,029 3,493,903 SH   DFND 2,5,6,8,11,12,20 3,119,616 290 373,997
NRG ENERGY INC COM NEW 629377508 357,937 13,130,475 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,969,152 291,067 870,256
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 15,220 15,655,000 SH   DFND 2,5 15,655,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 31,813 1,455,992 SH   DFND 2,5,6,8,11,12,13,19,20 1,383,054 640 72,298
APACHE CORP COM 037411105 101,511 24,284,925 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,705,759 248,770 1,330,396
NUANCE COMMUNICATIONS INC COM 67020Y100 62,795 3,742,272 SH   DFND 2,5,8,12,13,20 3,371,604 2,633 368,035
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 19,774 20,620,000 SH   DFND 2,5 20,620,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 8,597 7,900,000 SH   DFND 2,5 7,900,000 0 0
NUCOR CORP COM 670346105 671,803 18,447,689 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,941,145 233,155 1,273,389
NUTANIX INC CL A 67059N108 35,614 2,254,041 SH   DFND 2,5,8,13,19,20 2,022,530 1,400 230,111
NUTANIX INC NOTE 1/1 67059NAB4 13,686 16,955,000 SH   DFND 2,5 16,955,000 0 0
NUTRIEN LTD COM 67077M108 102,065 2,968,455 SH   DFND 2,10,20 2,968,455 0 0
NUVASIVE INC COM 670704105 89,080 1,758,386 SH   DFND 2,5,6,8,11,13,19,20 1,574,302 761 183,323
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 19,515 18,657,000 SH   DFND 2,5 18,657,000 0 0
NV5 GLOBAL INC COM 62945V109 9,100 220,395 SH   DFND 2,5,8,20 185,388 0 35,007
APARTMENT INVT & MGMT CO CL A 03748R754 307,395 8,745,230 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,745,230 0 0
NVE CORP COM NEW 629445206 7,192 138,223 SH   DFND 2,5,8,20 121,883 0 16,340
NVENT ELECTRIC PLC SHS G6700G107 209,847 12,439,046 SH   DFND 2,5,6,8,11,12,13,19,20 12,237,799 2,864 198,383
NVIDIA CORP COM 67066G104 6,591,466 25,005,560 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,191,610 584,892 2,229,058
NVR INC COM 62944T105 427,120 166,252 SH   DFND 2,5,6,8,10,11,12,13,19,20 154,395 3,736 8,121
NXP SEMICONDUCTORS N V COM N6596X109 589,316 7,074,839 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,177,498 467,495 1,429,846
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,004,134 3,335,440 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,010,742 51,681 273,017
O-I GLASS INC COM 67098H104 28,014 3,940,136 SH   DFND 2,5,6,8,11,12,13,20 3,940,136 0 0
OAK VALLEY BANCORP OAKDALE C COM 671807105 1,758 111,697 SH   DFND 2,20 89,699 0 21,998
OAKTREE SPECIALTY LENDING CO COM 67401P108 37 11,501 SH   DFND 20 11,501 0 0
OASIS PETROLEUM INC COM 674215108 12,876 36,789,870 SH   DFND 2,5,12,13,20 35,680,887 2,400 1,106,583
APELLIS PHARMACEUTICALS INC COM 03753U106 66,942 2,498,764 SH   DFND 2,5,8,20 2,304,692 0 194,072
OCCIDENTAL PETE CORP COM 674599105 619,690 50,368,326 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 46,764,136 604,731 2,999,459
OCEANEERING INTL INC COM 675232102 11,711 3,983,484 SH   DFND 2,5,8,12,20 3,629,258 2,087 352,139
OCEANFIRST FINL CORP COM 675234108 18,916 1,188,913 SH   DFND 2,5,8,20 935,343 0 253,570
OCULAR THERAPEUTIX INC COM 67576A100 4,040 816,201 SH   DFND 2,5,20 670,718 0 145,483
OCWEN FINL CORP COM NEW 675746309 1,348 2,695,753 SH   DFND 2,5,8,20 2,206,159 5,379 484,215
ODONATE THERAPEUTICS INC COM 676079106 6,059 219,465 SH   DFND 2,5,8,20 190,289 0 29,176
OFFICE DEPOT INC COM 676220106 33,714 20,557,442 SH   DFND 2,5,8,12,13,20 18,597,953 8,740 1,950,749
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 75,751 2,779,856 SH   DFND 2,5,8,10,20 2,779,856 0 0
OFG BANCORP COM 67103X102 22,222 1,975,171 SH   DFND 2,5,8,20 1,794,787 111 180,273
OGE ENERGY CORP COM 670837103 235,789 7,672,911 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,994,160 261,196 417,555
APERGY CORP COM 03755L104 12,274 2,134,619 SH   DFND 1,2,5,6,8,11,13,19,20 2,038,768 928 94,923
OHIO VY BANC CORP COM 677719106 2,030 67,696 SH   DFND 2,20 55,014 0 12,682
OI SA SPONSORED ADR NE 670851500 243 553,315 SH   DFND 2 553,315 0 0
OIL DRI CORP AMER COM 677864100 3,747 112,052 SH   DFND 2,5,6,13,20 90,455 0 21,597
OIL STS INTL INC COM 678026105 4,660 2,295,344 SH   DFND 2,5,8,20 2,082,451 2,097 210,796
OKTA INC CL A 679295105 275,057 2,249,767 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,125,048 0 124,719
OLD DOMINION FREIGHT LINE IN COM 679580100 522,654 3,981,821 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,650,170 132,454 199,197
OLD NATL BANCORP IND COM 680033107 91,088 6,905,808 SH   DFND 2,5,8,20 6,310,000 700 595,108
OLD POINT FINL CORP COM 680194107 708 46,819 SH   DFND 20 1,701 0 45,118
OLD REP INTL CORP COM 680223104 328,192 21,520,807 SH   DFND 2,5,6,8,11,12,13,19,20 20,392,277 58,786 1,069,744
OLD SECOND BANCORP INC ILL COM 680277100 3,854 557,796 SH   DFND 2,5,20 432,179 0 125,617
APOGEE ENTERPRISES INC COM 037598109 25,797 1,239,051 SH   DFND 2,5,8,20 740,521 1,128 497,402
OLIN CORP COM PAR $1 680665205 85,186 7,299,535 SH   DFND 2,5,6,11,12,13,20 4,143,272 2,958,585 197,678
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 61,319 1,323,233 SH   DFND 2,5,6,8,11,19,20 1,266,917 400 55,916
OLYMPIC STEEL INC COM 68162K106 3,157 305,000 SH   DFND 2,20 272,668 0 32,332
OMEGA FLEX INC COM 682095104 5,189 61,478 SH   DFND 2,5,20 51,110 0 10,368
OMEGA HEALTHCARE INVS INC COM 681936100 285,868 10,771,204 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,176,770 65,571 528,863
OMEROS CORP COM 682143102 15,535 1,161,905 SH   DFND 2,5,8,20 978,744 0 183,161
OMNICELL INC COM 68213N109 85,515 1,303,978 SH   DFND 2,5,8,20 1,158,638 602 144,738
OMNICOM GROUP INC COM 681919106 678,488 12,223,835 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,204,614 233,757 785,464
OMNOVA SOLUTIONS INC COM 682129101 9,158 903,198 SH   DFND 2,5,8,20 739,913 3,146 160,139
ON DECK CAP INC COM 682163100 1,915 1,243,462 SH   DFND 2,5,20 1,010,790 0 232,672
APOLLO COML REAL EST FIN INC COM 03762U105 42,330 5,417,149 SH   DFND 2,5,8,19,20 4,884,545 0 532,604
ON SEMICONDUCTOR CORP COM 682189105 119,952 9,642,418 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,202,818 279,305 1,160,295
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 20,164 20,170,000 SH   DFND 2,5 20,170,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 15,378 15,285,000 SH   DFND 2,5 15,285,000 0 0
ONCOCYTE CORPORATION COM 68235C107 1,051 428,858 SH   DFND 2,20 428,858 0 0
ONCTERNAL THERAPEUTICS INC COM 68236P107 68 23,299 SH   DFND 20 23,299 0 0
ONE GAS INC COM 68235P108 157,018 1,877,754 SH   DFND 2,5,6,8,11,13,19,20 1,690,459 545 186,750
ONE LIBERTY PPTYS INC COM 682406103 6,382 445,020 SH   DFND 2,5,8,20 381,413 0 63,607
ONEMAIN HLDGS INC COM 68268W103 17,226 900,940 SH   DFND 2,5,8,13,20 806,924 1,100 92,916
ONEOK INC NEW COM 682680103 507,931 23,288,906 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,630,605 201,900 1,456,401
ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 1,529 299,899 SH   DFND 2,5,20 299,899 0 0
APOLLO GLOBAL MGMT INC COM CL A 03768E105 3,940 117,600 SH   DFND 20 117,600 0 0
ONESPAN INC COM 68287N100 19,482 1,073,389 SH   DFND 2,5,8,20 953,845 1,012 118,532
ONESPAWORLD HOLDINGS LIMITED COM P73684113 3,636 895,472 SH   DFND 2,5,8,20 895,472 0 0
ONEWATER MARINE INC CL A COM 68280L101 485 63,400 SH   DFND 2,20 63,400 0 0
ONTO INNOVATION INC COM 683344105 45,821 1,544,353 SH   DFND 2,5,8,20 1,544,353 0 0
OOMA INC COM 683416101 4,361 365,508 SH   DFND 2,20 284,236 0 81,272
OP BANCORP COM 67109R109 1,540 206,499 SH   DFND 2,20 161,915 0 44,584
OPERA LTD SPONSORED ADS 68373M107 114 21,216 SH   DFND 2 21,216 0 0
OPKO HEALTH INC COM 68375N103 24,710 18,440,431 SH   DFND 2,5,8,13,20 17,041,333 12,625 1,386,473
OPORTUN FINL CORP COM 68376D104 1,329 125,959 SH   DFND 2,20 125,959 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 3,852 194,937 SH   DFND 2,5,20 161,145 0 33,792
ABEONA THERAPEUTICS INC COM 00289Y107 1,996 950,322 SH   DFND 2,5,20 769,629 0 180,693
APOLLO MED HLDGS INC COM NEW 03763A207 2,891 223,725 SH   DFND 2,5,8,20 199,399 0 24,326
OPTIMIZERX CORP COM NEW 68401U204 2,215 244,468 SH   DFND 2,20 244,468 0 0
OPTINOSE INC COM 68404V100 2,312 514,921 SH   DFND 2,5,20 425,398 0 89,523
OPTION CARE HEALTH INC COM NEW 68404L201 6,320 667,404 SH   DFND 2,5,8,20 667,404 0 0
OPUS BK IRVINE CALIF COM 684000102 15,146 873,979 SH   DFND 2,5,8,20 796,109 0 77,870
ORACLE CORP COM 68389X105 4,517,172 93,465,173 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 82,641,335 2,412,901 8,410,937
ORASURE TECHNOLOGIES INC COM 68554V108 28,436 2,642,713 SH   DFND 2,5,8,20 2,436,449 1,058 205,206
ORBCOMM INC COM 68555P100 4,807 1,969,923 SH   DFND 2,5,8,20 1,718,893 0 251,030
ORCHARD THERAPEUTICS PLC ADS 68570P101 572 75,899 SH   DFND 2,5 75,899 0 0
ORCHID IS CAP INC COM 68571X103 3,736 1,235,166 SH   DFND 2,5,20 1,021,295 0 213,871
ORGANOGENESIS HLDGS INC COM 68621F102 555 171,788 SH   DFND 2,20 171,788 0 0
APPFOLIO INC COM CL A 03783C100 37,425 337,317 SH   DFND 2,5,8,20 286,304 0 51,013
ORGANOVO HLDGS INC COM 68620A104 26 63,907 SH   DFND 20 63,907 0 0
ORIGIN BANCORP INC COM 68621T102 7,903 390,252 SH   DFND 2,5,8,20 322,247 0 68,005
ORION ENGINEERED CARBONS S A COM L72967109 7,955 1,066,351 SH   DFND 2,5,20 1,066,351 0 0
ORION GROUP HOLDINGS INC COM 68628V308 37 14,384 SH   DFND 20 14,384 0 0
ORIX CORP SPONSORED ADR 686330101 510 8,636 SH   DFND 2,20 8,636 0 0
ORMAT TECHNOLOGIES INC COM 686688102 60,548 894,880 SH   DFND 2,5,8,13,20 756,465 700 137,715
ORRSTOWN FINL SVCS INC COM 687380105 2,463 178,849 SH   DFND 2,20 145,234 0 33,615
ORTHOFIX MED INC COM 68752M108 19,844 708,469 SH   DFND 2,5,8,20 642,475 859 65,135
ORTHOPEDIATRICS CORP COM 68752L100 7,464 188,302 SH   DFND 2,5,8,20 156,674 0 31,628
OSHKOSH CORP COM 688239201 113,828 1,769,438 SH   DFND 2,5,6,8,10,11,12,13,20 1,675,542 586 93,310
APPIAN CORP CL A 03782L101 29,041 721,868 SH   DFND 2,5,8,20 721,868 0 0
OSI SYSTEMS INC COM 671044105 40,502 587,662 SH   DFND 2,5,8,19,20 529,291 0 58,371
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 523 164,320 SH   DFND 2,20 164,320 0 0
OTONOMY INC COM 68906L105 68 34,590 SH   DFND 20 34,590 0 0
OTTER TAIL CORP COM 689648103 39,303 884,000 SH   DFND 2,5,13,20 749,428 0 134,572
OUTFRONT MEDIA INC COM 69007J106 27,884 2,068,514 SH   DFND 2,5,8,13,20 1,888,315 1,102 179,097
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,520 1,110,205 SH   DFND 2,20 855,395 0 254,810
OVERSTOCK COM INC DEL COM 690370101 4,331 867,948 SH   DFND 2,5,8,20 768,146 0 99,802
OVINTIV INC COM 69047Q102 1,404 520,096 SH   DFND 2,5,20 520,096 0 0
OWENS & MINOR INC NEW COM 690732102 24,252 2,650,448 SH   DFND 2,5,8,20 2,428,841 0 221,607
OWENS CORNING NEW COM 690742101 179,342 4,593,647 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,210,778 118,773 264,096
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 78,762 8,589,133 SH   DFND 2,5,8,10,12,13,20 8,012,346 60,758 516,029
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 358 38,608 SH   DFND 2 38,608 0 0
OXFORD INDS INC COM 691497309 19,973 550,839 SH   DFND 2,5,8,20 494,158 41 56,640
OYSTER PT PHARMA INC COM 69242L106 3,306 94,453 SH   DFND 2,20 94,453 0 0
P A M TRANSN SVCS INC COM 693149106 817 26,562 SH   DFND 2,20 21,125 0 5,437
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 15,759 818,627 SH   DFND 2,5,13,20 818,627 0 0
PACCAR INC COM 693718108 896,163 14,659,951 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,210,134 229,699 1,220,118
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 10,962 3,582,219 SH   DFND 2,5,8,20 3,053,817 0 528,402
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 228 531,038 SH   DFND 2,5,20 531,038 0 0
PACIFIC ETHANOL INC COM 69423U305 8 29,552 SH   DFND 20 29,552 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,204 255,679 SH   DFND 2,20 206,940 0 48,739
APPLE INC COM 037833100 45,914,336 180,558,954 SH   DFND 2,5,6,8,10,11,12,13,19,20 155,405,285 4,205,459 20,948,210
PACIFIC PREMIER BANCORP COM 69478X105 41,838 2,220,689 SH   DFND 2,5,8,20 2,017,598 0 203,091
PACIRA BIOSCIENCES COM 695127100 47,065 1,403,659 SH   DFND 2,5,8,20 1,252,131 1,000 150,528
PACKAGING CORP AMER COM 695156109 352,658 4,024,557 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,586,609 96,074 341,874
PACWEST BANCORP DEL COM 695263103 72,210 4,029,576 SH   DFND 2,5,6,8,11,12,13,20 3,877,395 1,379 150,802
PAGERDUTY INC COM 69553P100 8,604 497,906 SH   DFND 2,5,8,20 497,906 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 3,807 196,940 SH   DFND 2,8,10,19,20 196,940 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 1,563 3,688,659 SH   DFND 2,5,20 3,013,187 0 675,472
PALO ALTO NETWORKS INC COM 697435105 346,814 2,115,235 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,856,850 47,076 211,309
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 46,099 47,860,000 SH   DFND 2,5 47,860,000 0 0
PALOMAR HLDGS INC COM 69753M105 21,229 365,007 SH   DFND 2,5,8,20 365,007 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 56,160 1,228,337 SH   DFND 2,5,8,20 1,096,423 295 131,619
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 2,295 203,133 SH   DFND 2,5,20 203,133 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 1,240 336,142 SH   DFND 2,5,20 273,819 0 62,323
PAPA JOHNS INTL INC COM 698813102 37,445 701,613 SH   DFND 2,5,6,8,11,20 625,187 458 75,968
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 11,593 1,632,800 SH   DFND 2,5,20 1,507,503 0 125,297
PAR TECHNOLOGY CORP COM 698884103 2,637 205,065 SH   DFND 2,5,20 167,285 0 37,780
PARAMOUNT GROUP INC COM 69924R108 64,465 7,248,555 SH   DFND 2,5,8,10,13,20 6,765,966 56,275 426,314
PARATEK PHARMACEUTICALS INC COM 699374302 2,056 652,558 SH   DFND 2,5,20 538,782 0 113,776
PARETEUM CORP COM NEW 69946T207 815 1,977,704 SH   DFND 2,5,20 1,977,704 0 0
PARK AEROSPACE CORP COM 70014A104 9,414 741,281 SH   DFND 2,5,8,13,20 741,281 0 0
PARK CITY GROUP INC COM NEW 700215304 39 10,250 SH   DFND 20 10,250 0 0
APPLIED MATLS INC COM 038222105 2,017,531 44,031,678 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 39,402,332 1,079,246 3,550,100
PARK HOTELS RESORTS INC COM 700517105 96,314 11,554,956 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,883,439 69,246 602,271
PARK NATL CORP COM 700658107 23,966 308,687 SH   DFND 2,5,8,20 259,840 0 48,847
PARK OHIO HLDGS CORP COM 700666100 4,159 219,607 SH   DFND 2,5,20 191,101 0 28,506
PARKE BANCORP INC COM 700885106 2,776 205,774 SH   DFND 2,20 176,325 0 29,449
PARKER HANNIFIN CORP COM 701094104 655,158 5,050,167 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,534,510 90,232 425,425
PARSLEY ENERGY INC CL A 701877102 52,000 9,075,120 SH   DFND 2,5,13,19,20 8,676,267 2,300 396,553
PARSONS CORPORATION COM 70202L102 43,188 1,351,320 SH   DFND 2,5,8,20 1,351,320 0 0
PARTY CITY HOLDCO INC COM 702149105 532 1,160,252 SH   DFND 2,5,8,20 963,214 0 197,038
PATRICK INDS INC COM 703343103 18,906 671,364 SH   DFND 2,5,8,20 592,928 0 78,436
PATTERSON COS INC COM 703395103 46,485 3,040,212 SH   DFND 2,5,6,8,11,12,13,20 2,738,773 1,064 300,375
APPLIED OPTOELECTRONICS INC COM 03823U102 4,440 584,997 SH   DFND 2,5,20 526,083 0 58,914
PATTERSON UTI ENERGY INC COM 703481101 13,949 5,935,878 SH   DFND 2,5,6,8,11,12,13,19,20 5,680,590 2,087 253,201
PAYCHEX INC COM 704326107 891,693 14,171,860 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,544,105 466,087 1,161,668
PAYCOM SOFTWARE INC COM 70432V102 395,178 1,956,231 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,903,664 500 52,067
PAYLOCITY HLDG CORP COM 70438V106 40,295 456,234 SH   DFND 2,5,8,19,20 420,905 0 35,329
PAYPAL HLDGS INC COM 70450Y103 4,433,748 46,310,295 SH   DFND 2,5,6,8,10,11,12,13,19,20 41,616,799 758,657 3,934,839
PAYSIGN INC COM 70451A104 3,029 587,062 SH   DFND 2,5,8,20 587,062 0 0
PBF ENERGY INC CL A 69318G106 40,521 5,723,274 SH   DFND 2,5,6,8,11,12,13,20 5,559,786 1,000 162,488
PC CONNECTION INC COM 69318J100 16,149 391,864 SH   DFND 2,5,8,20 356,388 0 35,476
PC-TEL INC COM 69325Q105 77 11,562 SH   DFND 20 11,562 0 0
PCB BANCORP COM 69320M109 2,004 204,907 SH   DFND 2,20 204,907 0 0
APPLIED THERAPEUTICS INC COM 03828A101 4,545 139,044 SH   DFND 2,5,20 139,044 0 0
PCSB FINL CORP COM 69324R104 4,823 344,768 SH   DFND 2,5,6,13,20 290,519 0 54,249
PDC ENERGY INC COM 69327R101 37,366 6,017,139 SH   DFND 2,5,12,13,20 5,657,966 1,703 357,470
PDF SOLUTIONS INC COM 693282105 10,313 879,985 SH   DFND 2,5,8,20 778,016 0 101,969
PDL BIOPHARMA INC COM 69329Y104 8,903 3,156,957 SH   DFND 2,5,8,20 2,741,227 4,743 410,987
PDL CMNTY BANCORP COM 69290X101 1,520 148,038 SH   DFND 2,6,20 119,991 0 28,047
PEABODY ENERGY CORP NEW COM 704551100 10,663 3,676,851 SH   DFND 2,5,13,20 3,464,689 2,400 209,762
PEAPACK-GLADSTONE FINL CORP COM 704699107 7,318 407,705 SH   DFND 2,5,8,20 345,275 0 62,430
PEBBLEBROOK HOTEL TR COM 70509V100 76,548 7,023,101 SH   DFND 2,5,6,8,10,11,13,20 6,411,662 37,946 573,493
PEGASYSTEMS INC COM 705573103 36,670 514,591 SH   DFND 2,5,8,19,20 461,088 226 53,277
PELOTON INTERACTIVE INC CL A COM 70614W100 600 22,600 SH   DFND 20 22,600 0 0
APREA THERAPEUTICS INC COM 03836J102 3,868 111,273 SH   DFND 2,20 111,273 0 0
PENN NATL GAMING INC COM 707569109 43,754 3,458,836 SH   DFND 2,5,6,8,20 3,072,719 750 385,367
PENN VA CORP COM 70788V102 2,210 715,334 SH   DFND 2,5,20 666,798 0 48,536
PENNANT GROUP INC COM 70805E109 11,106 784,313 SH   DFND 2,5,8,20 784,313 0 0
PENNEY J C CORP INC COM 708160106 3,617 10,046,128 SH   DFND 1,2,5,8,20 8,946,359 11,544 1,088,225
PENNS WOODS BANCORP INC COM 708430103 3,114 128,137 SH   DFND 2,20 105,607 0 22,530
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,783 3,052,730 SH   DFND 2,5,8,20 2,786,852 2,539 263,339
PENNYMAC FINL SVCS INC COM 70932M107 13,048 590,142 SH   DFND 2,5,8,20 505,506 0 84,636
PENNYMAC MTG INVT TR COM 70931T103 37,544 3,535,247 SH   DFND 2,5,8,13,19,20 3,194,551 500 340,196
PENSKE AUTOMOTIVE GRP INC COM 70959W103 18,117 647,040 SH   DFND 2,5,8,13,20 600,756 217 46,067
PENTAIR PLC SHS G7S00T104 302,464 10,163,423 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,272,615 181,283 709,525
ABERCROMBIE & FITCH CO CL A 002896207 31,929 3,512,554 SH   DFND 2,5,8,12,20 3,277,770 11,030 223,754
APTARGROUP INC COM 038336103 248,332 2,494,799 SH   DFND 2,5,6,8,11,12,13,19,20 2,409,576 810 84,413
PENUMBRA INC COM 70975L107 128,945 799,262 SH   DFND 2,5,6,8,11,13,19,20 755,155 300 43,807
PEOPLES BANCORP INC COM 709789101 8,977 405,289 SH   DFND 2,5,8,13,20 347,143 0 58,146
PEOPLES BANCORP N C INC COM 710577107 1,557 76,496 SH   DFND 2,20 63,253 0 13,243
PEOPLES FINL SVCS CORP COM 711040105 5,116 128,737 SH   DFND 2,5,20 105,950 0 22,787
PEOPLES UTAH BANCORP COM 712706209 6,055 312,583 SH   DFND 2,5,8,20 260,479 0 52,104
PEOPLES UTD FINL INC COM 712704105 523,927 47,414,194 SH   DFND 2,5,6,8,10,11,12,13,19,20 45,461,278 277,309 1,675,607
PEPSICO INC COM 713448108 7,935,175 66,071,399 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 59,786,998 1,032,842 5,251,559
PERDOCEO ED CORP COM 71363P106 24,107 2,234,153 SH   DFND 2,5,8,20 2,234,153 0 0
PERFICIENT INC COM 71375U101 28,315 1,045,220 SH   DFND 2,5,8,20 932,764 0 112,456
PERFORMANCE FOOD GROUP CO COM 71377A103 59,727 2,416,140 SH   DFND 2,5,8,12,13,20 2,016,517 900 398,723
APTIV PLC SHS G6095L109 529,377 10,750,941 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,626,919 270,166 853,856
PERFORMANT FINL CORP COM 71377E105 13 14,799 SH   DFND 20 14,799 0 0
PERKINELMER INC COM 714046109 338,390 4,495,084 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,215,744 2,317 277,023
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 218 76,696 SH   DFND 2 76,696 0 0
PERRIGO CO PLC SHS G97822103 297,135 6,178,735 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,276,630 86,356 815,749
PERSONALIS INC COM 71535D106 2,078 257,475 SH   DFND 2,20 257,475 0 0
PERSPECTA INC COM 715347100 83,499 4,563,139 SH   DFND 1,2,5,6,8,11,12,13,20 4,058,646 2,838 501,655
PETIQ INC COM CL A 71639T106 10,740 462,349 SH   DFND 2,5,8,20 395,655 0 66,694
PETMED EXPRESS INC COM 716382106 23,991 833,586 SH   DFND 2,5,8,20 766,162 1,400 66,024
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 49,565 9,195,739 SH   DFND 1,2,5,10,19,20 8,230,192 843,909 121,638
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 43,273 7,867,898 SH   DFND 1,2,5,10,13,20 6,957,641 781,834 128,423
APYX MED CORP COM 03837C106 2,145 597,454 SH   DFND 2,20 597,454 0 0
PFENEX INC COM 717071104 5,104 578,707 SH   DFND 2,20 505,102 0 73,605
PFIZER INC COM 717081103 9,551,162 292,621,398 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 213,941,406 4,073,204 74,606,788
PFSWEB INC COM NEW 717098206 38 12,722 SH   DFND 20 12,722 0 0
PG&E CORP COM 69331C108 66,634 7,411,981 SH   DFND 1,2,5,8,12,19,20 7,141,497 0 270,484
PGT INNOVATIONS INC COM 69336V101 15,522 1,850,085 SH   DFND 2,5,8,20 1,653,664 0 196,421
PHASEBIO PHARMACEUTICALS INC COM 717224109 825 249,310 SH   DFND 2,20 249,310 0 0
PHATHOM PHARMACEUTICALS INC COM 71722W107 4,836 187,308 SH   DFND 2,5,20 187,308 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 17,590 727,749 SH   DFND 2,5,8,20 651,139 0 76,610
PHILIP MORRIS INTL INC COM 718172109 4,531,459 61,136,786 SH   DFND 2,5,6,8,10,12,13,19,20 56,052,959 874,163 4,209,664
PHILLIPS 66 COM 718546104 1,308,634 24,392,064 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,396,707 413,990 1,581,367
ARAMARK COM 03852U106 108,894 5,452,858 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,749,914 116,770 586,174
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 63 50,529 SH   DFND 2,20 50,529 0 0
PHOTRONICS INC COM 719405102 22,924 2,234,264 SH   DFND 2,5,8,20 2,018,580 140 215,544
PHREESIA INC COM 71944F106 10,490 498,795 SH   DFND 2,5,8,20 498,795 0 0
PHUNWARE INC COM 71948P100 207 306,207 SH   DFND 2,20 306,207 0 0
PHYSICIANS RLTY TR COM 71943U104 89,917 6,450,311 SH   DFND 2,5,8,10,19,20 5,568,132 55,349 826,830
PICO HLDGS INC COM NEW 693366205 3,069 394,491 SH   DFND 2,5,20 324,434 0 70,057
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 96,251 5,450,200 SH   DFND 2,5,8,10,12,13,20 4,852,509 37,754 559,937
PIERIS PHARMACEUTICALS INC COM 720795103 2,114 927,220 SH   DFND 2,5,20 752,090 0 175,130
PILGRIMS PRIDE CORP COM 72147K108 23,531 1,298,641 SH   DFND 2,5,6,8,11,13,20 1,232,421 0 66,220
PINDUODUO INC SPONSORED ADS 722304102 170,579 4,734,349 SH   DFND 1,2,5,8,10,11,12,13,19,20 4,734,349 0 0
ARBOR RLTY TR INC COM 038923108 1,388 283,363 SH   DFND 2,5,8,20 283,363 0 0
PING IDENTITY HLDG CORP COM 72341T103 4,575 228,498 SH   DFND 2,20 228,498 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 85,891 2,287,984 SH   DFND 2,5,6,8,11,13,20 2,181,356 1,000 105,628
PINNACLE WEST CAP CORP COM 723484101 502,627 6,631,838 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,054,182 142,621 435,035
PINTEREST INC CL A 72352L106 41,032 2,657,520 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,657,520 0 0
PIONEER BANCORP INC COM 723561106 1,865 179,714 SH   DFND 2,20 179,714 0 0
PIONEER NAT RES CO COM 723787107 650,302 9,200,338 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,548,597 109,955 541,786
PIPER SANDLER COMPANIES COM 724078100 25,341 501,104 SH   DFND 2,5,8,20 453,730 0 47,374
PITNEY BOWES INC COM 724479100 13,322 6,530,365 SH   DFND 2,5,8,12,13,20 5,897,210 3,874 629,281
PIXELWORKS INC COM NEW 72581M305 35 12,131 SH   DFND 20 12,131 0 0
PJT PARTNERS INC COM CL A 69343T107 20,170 464,864 SH   DFND 2,5,8,20 385,246 0 79,618
ARBUTUS BIOPHARMA CORP COM 03879J100 12 11,686 SH   DFND 2,20 11,686 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 2,547 454,053 SH   DFND 5,8,20 431,133 1,200 21,720
PLANET FITNESS INC CL A 72703H101 51,840 1,064,482 SH   DFND 2,5,8,13,19,20 972,294 1,200 90,988
PLANTRONICS INC NEW COM 727493108 11,661 1,159,140 SH   DFND 2,5,8,20 1,044,660 211 114,269
PLAYA HOTELS & RESORTS NV SHS N70544106 530 303,082 SH   DFND 2,5,8,20 303,082 0 0
PLAYAGS INC COM 72814N104 1,405 530,189 SH   DFND 2,5,8,20 435,291 0 94,898
PLDT INC SPONSORED ADR 69344D408 1,211 56,844 SH   DFND 2,5,20 56,844 0 0
PLEXUS CORP COM 729132100 50,368 923,166 SH   DFND 2,5,8,20 820,763 186 102,217
PLUG POWER INC COM NEW 72919P202 23,746 6,707,954 SH   DFND 2,5,8,20 5,680,231 0 1,027,723
PLURALSIGHT INC COM CL A 72941B106 10,307 938,725 SH   DFND 2,5,8,19,20 878,344 0 60,381
PLYMOUTH INDL REIT INC COM 729640102 220 19,100 SH   DFND 20 19,100 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 31 38,476 SH   DFND 20 38,476 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,846,335 19,288,912 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,299,133 333,468 1,656,311
PNM RES INC COM 69349H107 108,144 2,845,896 SH   DFND 2,5,6,8,11,12,13,20 2,567,904 1,065 276,927
POINTS INTL LTD COM NEW 730843208 180 21,911 SH   DFND 2,13 20,211 0 1,700
POLARIS INC COM 731068102 193,354 4,015,656 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,822,827 37,582 155,247
POLARITYTE INC COM 731094108 338 312,888 SH   DFND 2,20 249,477 0 63,411
POLYONE CORP COM 73179P106 55,690 2,906,081 SH   DFND 2,5,6,8,11,20 2,585,707 1,060 319,314
POOL CORPORATION COM 73278L105 186,273 946,651 SH   DFND 2,5,6,8,11,13,19,20 892,880 529 53,242
POPULAR INC COM NEW 733174700 76,423 2,157,795 SH   DFND 2,5,8,12,13,20 2,034,809 1,367 121,619
PORTLAND GEN ELEC CO COM NEW 736508847 108,248 2,240,302 SH   DFND 2,5,8,12,13,20 1,932,169 1,400 306,733
PORTOLA PHARMACEUTICALS INC COM 737010108 23,122 3,242,873 SH   DFND 2,5,8,13,20 2,979,951 700 262,222
ARCBEST CORP COM 03937C105 17,151 978,939 SH   DFND 2,5,8,20 887,634 1,000 90,305
POSCO SPONSORED ADR 693483109 14,851 454,858 SH   DFND 2,5,19,20 443,632 0 11,226
POST HLDGS INC COM 737446104 131,474 1,584,594 SH   DFND 2,5,6,8,11,13,20 1,496,850 623 87,121
POTBELLY CORP COM 73754Y100 1,389 449,675 SH   DFND 2,5,20 370,068 0 79,607
POTLATCHDELTIC CORPORATION COM 737630103 66,837 2,129,257 SH   DFND 2,5,6,8,11,19,20 1,898,949 653 229,655
POWELL INDS INC COM 739128106 7,427 289,316 SH   DFND 2,5,8,20 259,322 0 29,994
POWER INTEGRATIONS INC COM 739276103 88,793 1,005,246 SH   DFND 2,5,8,20 906,217 200 98,829
PPD INC COM 69355F102 12,796 718,474 SH   DFND 2,20 718,474 0 0
PPG INDS INC COM 693506107 898,734 10,750,404 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,756,543 165,337 828,524
PPL CORP COM 69351T106 1,077,234 42,981,778 SH   DFND 2,5,6,8,10,11,12,13,19,20 39,271,543 500,383 3,209,852
PQ GROUP HLDGS INC COM 73943T103 8,770 804,594 SH   DFND 2,5,8,20 674,751 0 129,843
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 418 44,807 SH   DFND 2,20 44,807 0 0
PRA GROUP INC COM 69354N106 40,527 1,461,995 SH   DFND 2,5,8,20 1,302,662 634 158,699
PRA HEALTH SCIENCES INC COM 69354M108 123,294 1,484,760 SH   DFND 2,5,6,8,11,13,19,20 1,395,978 900 87,882
PRECIGEN INC COM 74017N105 12,693 3,733,122 SH   DFND 2,5,8,20 3,733,122 0 0
PRECISION BIOSCIENCES INC COM 74019P108 3,632 602,244 SH   DFND 2,5,20 602,244 0 0
PREFERRED APT CMNTYS INC COM 74039L103 7,864 1,060,940 SH   DFND 2,5,8,20 891,138 0 169,802
PREFERRED BK LOS ANGELES CA COM NEW 740367404 15,550 459,784 SH   DFND 2,5,8,20 414,083 0 45,701
PREFORMED LINE PRODS CO COM 740444104 2,858 57,131 SH   DFND 2,20 48,194 0 8,937
PREMIER FINL BANCORP INC COM 74050M105 2,760 222,607 SH   DFND 2,5,13,20 184,737 0 37,870
PREMIER INC CL A 74051N102 31,436 960,757 SH   DFND 2,5,8,19,20 880,462 0 80,295
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 65,466 1,784,780 SH   DFND 2,5,6,8,11,20 1,596,675 300 187,805
ARCH CAP GROUP LTD ORD G0450A105 303,189 10,653,149 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,525,092 266,926 861,131
PREVAIL THERAPEUTICS INC COM 74140Y101 2,554 209,515 SH   DFND 2,20 209,515 0 0
PRGX GLOBAL INC COM NEW 69357C503 924 329,873 SH   DFND 2,20 259,726 0 70,147
PRICE T ROWE GROUP INC COM 74144T108 1,212,898 12,420,871 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,173,091 369,793 877,987
PRICELINE GRP INC COM 09857L108 2,453,903 1,824,029 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,629,537 47,047 147,445
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 29,922 26,952,000 SH   DFND 2,5 26,952,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 29,255 29,125,000 SH   DFND 2,5 29,125,000 0 0
PRICESMART INC COM 741511109 40,727 775,015 SH   DFND 2,5,8,20 696,300 365 78,350
PRIMEENERGY RESOURCES CORP COM 74158E104 627 8,478 SH   DFND 2,20 8,478 0 0
PRIMERICA INC COM 74164M108 97,129 1,097,754 SH   DFND 2,5,6,8,11,12,13,20 1,053,926 300 43,528
PRIMO WATER CORPORATION COM 74167P108 4,171 460,329 SH   DFND 2,5,8,20 460,329 0 0
ABIOMED INC COM 003654100 289,710 1,995,799 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,810,744 28,737 156,318
ARCH COAL INC CL A 039380407 17,088 591,288 SH   DFND 2,5,20 545,640 0 45,648
PRIMORIS SVCS CORP COM 74164F103 14,246 892,644 SH   DFND 2,5,8,20 738,727 1,300 152,617
PRINCIPAL FINL GROUP INC COM 74251V102 394,669 12,593,153 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,487,606 192,029 913,518
PRINCIPIA BIOPHARMA INC COM 74257L108 38,811 653,601 SH   DFND 2,5,8,20 612,951 0 40,650
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 145 74,993 SH   DFND 2,20 74,993 0 0
PROASSURANCE CORP COM 74267C106 49,677 1,963,050 SH   DFND 2,5,8,13,20 1,769,448 648 192,954
PROCTER & GAMBLE CO COM 742718109 13,011,314 118,284,669 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 101,009,584 2,572,354 14,702,731
PROFESSIONAL HLDG CORP CL A COM 743139107 817 51,200 SH   DFND 2,20 51,200 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 17,615 4,635,469 SH   DFND 2,5,8,20 4,357,659 0 277,810
PROGRESS SOFTWARE CORP COM 743312100 46,969 1,467,769 SH   DFND 2,5,8,10,20 1,311,681 0 156,088
PROGRESSIVE CORP OHIO COM 743315103 1,877,676 25,428,985 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,804,759 608,997 2,015,229
ARCHER DANIELS MIDLAND CO COM 039483102 1,259,881 35,812,420 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,652,779 604,064 2,555,577
PROGYNY INC COM 74340E103 4,158 196,213 SH   DFND 2,20 196,213 0 0
PROLOGIS INC. COM 74340W103 3,860,744 48,037,125 SH   DFND 2,5,6,8,10,11,12,13,19,20 43,749,384 700,485 3,587,256
PROOFPOINT INC COM 743424103 76,262 743,363 SH   DFND 2,5,8,13,19,20 668,164 500 74,699
PROPETRO HLDG CORP COM 74347M108 8,215 3,285,894 SH   DFND 2,5,8,20 3,009,041 0 276,853
PROQR THRAPEUTICS N V SHS EURO N71542109 61 11,026 SH   DFND 2 11,026 0 0
PROS HOLDINGS INC COM 74346Y103 23,034 742,306 SH   DFND 2,5,8,20 627,035 0 115,271
PROSIGHT GLOBAL INC COM 74349J103 1,420 145,654 SH   DFND 2,20 145,654 0 0
PROSPERITY BANCSHARES INC COM 743606105 294,969 6,053,987 SH   DFND 2,5,6,8,11,13,20 5,933,668 793 119,526
PROTAGONIST THERAPEUTICS INC COM 74366E102 2,244 317,792 SH   DFND 2,20 317,792 0 0
PROTECTIVE INS CORP CL B 74368L203 2,940 213,840 SH   DFND 2,5,20 181,762 0 32,078
ARCHROCK INC COM 03957W106 17,669 4,699,162 SH   DFND 2,5,8,20 4,216,461 2,651 480,050
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 13 11,200 SH   DFND 20 11,200 0 0
PROTHENA CORP PLC SHS G72800108 11,272 1,053,448 SH   DFND 2,5,8,20 916,250 94 137,104
PROTO LABS INC COM 743713109 64,728 850,232 SH   DFND 2,5,8,20 754,667 300 95,265
PROVENTION BIO INC COM 74374N102 176 19,100 SH   DFND 20 19,100 0 0
PROVIDENCE SVC CORP COM 743815102 21,689 395,203 SH   DFND 2,5,8,20 354,295 0 40,908
PROVIDENT BANCORP INC COM NEW 74383L105 1,714 198,792 SH   DFND 2,20 198,792 0 0
PROVIDENT FINL HLDGS INC COM 743868101 1,641 107,729 SH   DFND 2,20 107,729 0 0
PROVIDENT FINL SVCS INC COM 74386T105 27,866 2,166,886 SH   DFND 2,5,8,19,20 1,950,152 300 216,434
PRUDENTIAL BANCORP INC NEW COM 74431A101 1,902 128,483 SH   DFND 2,20 105,863 0 22,620
PRUDENTIAL FINL INC COM 744320102 949,333 18,207,385 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,314,514 273,313 1,619,558
ARCONIC INC COM 03965L100 324,285 20,192,118 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,249,193 256,785 1,686,140
PS BUSINESS PKS INC CALIF COM 69360J107 150,448 1,110,156 SH   DFND 2,5,6,8,10,11,20 1,016,763 5,848 87,545
PTC INC COM 69370C100 213,788 3,492,692 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,152,394 74,211 266,087
PTC THERAPEUTICS INC COM 69366J200 105,845 2,372,677 SH   DFND 2,5,8,20 2,163,187 0 209,490
PUBLIC STORAGE COM 74460D109 2,096,280 10,554,755 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,501,051 216,913 836,791
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,304,340 29,043,425 SH   DFND 2,5,6,8,10,11,12,13,19,20 26,119,417 595,964 2,328,044
PULSE BIOSCIENCES INC COM 74587B101 1,359 189,814 SH   DFND 2,5,20 152,723 0 37,091
PULTE GROUP INC COM 745867101 289,871 12,922,013 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,800,285 182,685 939,043
PUMA BIOTECHNOLOGY INC COM 74587V107 29,874 3,539,620 SH   DFND 2,5,8,13,20 3,430,020 1,000 108,600
PURE STORAGE INC CL A 74624M102 36,700 2,983,711 SH   DFND 2,5,8,19,20 2,674,025 2,000 307,686
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 14,875 17,175,000 SH   DFND 2,5 17,175,000 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,306 390,976 SH   DFND 2,5,20 390,976 0 0
PURECYCLE CORP COM NEW 746228303 3,573 320,429 SH   DFND 2,20 272,395 0 48,034
PURPLE INNOVATION INC COM 74640Y106 726 127,742 SH   DFND 2,20 116,498 0 11,244
PUXIN LTD ADS 74704P108 102 23,901 SH   DFND 2 23,901 0 0
PVH CORPORATION COM 693656100 123,881 3,291,205 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,943,781 51,976 295,448
PYXUS INTL INC COM 74737V106 471 151,352 SH   DFND 2,5,20 123,612 0 27,740
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 1,481 332,159 SH   DFND 2,20 278,145 0 54,014
Q2 HLDGS INC COM 74736L109 54,570 923,972 SH   DFND 2,5,8,20 772,518 800 150,654
QAD INC CL A 74727D306 10,502 263,012 SH   DFND 2,5,8,20 222,965 0 40,047
QCR HOLDINGS INC COM 74727A104 9,659 355,985 SH   DFND 2,5,8,20 303,047 0 52,938
QEP RESOURCES INC COM 74733V100 7,169 21,430,689 SH   DFND 2,5,12,13,20 21,100,264 5,899 324,526
ARCOSA INC COM 039653100 65,982 1,660,350 SH   DFND 2,5,8,13,20 1,590,849 786 68,715
QIAGEN NV SHS NEW N72482123 91,532 2,200,296 SH   DFND 2,6,20 1,938,658 0 261,638
QIWI PLC SPON ADR REP B 74735M108 1,050 98,048 SH   DFND 2 98,048 0 0
QORVO INC COM 74736K101 410,769 5,094,497 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,470,794 81,195 542,508
QTS RLTY TR INC COM CL A 74736A103 145,980 2,497,755 SH   DFND 2,5,8,10,20 2,230,949 16,974 249,832
QUAD / GRAPHICS INC COM CL A 747301109 1,643 652,005 SH   DFND 2,5,8,20 541,262 0 110,743
QUAKER CHEM CORP COM 747316107 55,263 437,625 SH   DFND 2,5,8,20 391,896 108 45,621
QUALCOMM INC COM 747525103 3,201,858 47,329,751 SH   DFND 2,5,6,8,10,11,12,13,19,20 42,302,816 773,500 4,253,435
QUALYS INC COM 74758T303 92,669 1,065,281 SH   DFND 2,5,6,8,20 945,627 400 119,254
QUANEX BUILDING PRODUCTS COR COM 747619104 11,077 1,098,917 SH   DFND 2,5,8,20 987,981 0 110,936
QUANTA SVCS INC COM 74762E102 145,496 4,585,442 SH   DFND 2,5,6,8,10,11,12,13,20 4,163,257 2,218 419,967
ARCUS BIOSCIENCES INC COM 03969F109 8,932 643,537 SH   DFND 2,5,8,20 544,563 0 98,974
QUANTERIX CORP COM 74766Q101 4,371 237,946 SH   DFND 2,5,8,20 201,627 0 36,319
QUDIAN INC ADR 747798106 3,105 1,724,902 SH   DFND 1,2,5,13,20 1,724,902 0 0
QUEST DIAGNOSTICS INC COM 74834L100 547,549 6,818,798 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,155,098 145,649 518,051
QUIDEL CORP COM 74838J101 84,875 867,756 SH   DFND 2,5,8,13,20 742,733 705 124,318
QUINSTREET INC COM 74874Q100 11,271 1,400,096 SH   DFND 2,5,8,20 1,245,277 0 154,819
QUINTANA ENERGY SVCS INC COM 74875T103 13 15,500 SH   DFND 20 15,500 0 0
QUORUM HEALTH CORP COM 74909E106 9 20,327 SH   DFND 1,20 20,327 0 0
QUOTIENT LTD SHS G73268107 521 131,840 SH   DFND 2,8,20 131,840 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 11,406 1,754,845 SH   DFND 2,5,8,20 1,477,260 0 277,585
QURATE RETAIL INC COM SER A 74915M100 39,386 6,451,409 SH   DFND 2,5,8,12,13,20 6,070,559 5,279 375,571
ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 4,993 167,558 SH   DFND 2,20 167,558 0 0
QUTOUTIAO INC ADS REP SHS A 74915J107 678 283,778 SH   DFND 2,5,20 283,778 0 0
R1 RCM INC COM 749397105 20,641 2,270,718 SH   DFND 2,5,8,20 1,905,893 0 364,825
RA PHARMACEUTICALS INC COM 74933V108 78,988 1,645,236 SH   DFND 2,5,8,20 1,533,185 0 112,051
RADA ELECTR INDS LTD COM PAR NEW M81863124 471 134,579 SH   DFND 2 134,579 0 0
RADIAN GROUP INC COM 750236101 66,341 5,122,884 SH   DFND 2,5,8,10,13,20 4,404,088 1,653 717,143
RADIANT LOGISTICS INC COM 75025X100 2,581 666,902 SH   DFND 2,20 548,226 0 118,676
RADIUS HEALTH INC COM NEW 750469207 30,409 2,339,122 SH   DFND 2,5,8,20 2,176,482 0 162,640
RADNET INC COM 750491102 13,734 1,306,749 SH   DFND 2,5,8,20 1,159,346 0 147,403
RADWARE LTD ORD M81873107 7,554 358,524 SH   DFND 2,5,8,20 299,558 500 58,466
RAFAEL HLDGS INC COM CL B 75062E106 2,385 186,165 SH   DFND 2,5,20 186,165 0 0
ARDAGH GROUP S A CL A L0223L101 2,272 189,387 SH   DFND 2,5,20 166,088 0 23,299
RALPH LAUREN CORP CL A 751212101 176,855 2,620,385 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,095,652 60,210 464,523
RAMACO RES INC COM 75134P303 331 138,638 SH   DFND 2,20 107,814 0 30,824
RAMBUS INC DEL COM 750917106 47,422 4,272,255 SH   DFND 2,5,8,20 3,881,322 485 390,448
RANGE RES CORP COM 75281A109 69,313 30,400,378 SH   DFND 2,5,8,12,13,20 24,997,161 5,410 5,397,807
RAPID7 INC COM 753422104 45,294 1,045,332 SH   DFND 2,5,8,20 879,896 0 165,436
RAPT THERAPEUTICS INC COM 75382E109 513 24,133 SH   DFND 2,20 24,133 0 0
RATTLER MIDSTREAM LP COM UNITS 75419T103 404 116,201 SH   DFND 5,8,20 116,201 0 0
RAVEN INDS INC COM 754212108 22,719 1,070,125 SH   DFND 2,5,8,20 940,095 0 130,030
RAYMOND JAMES FINANCIAL INC COM 754730109 328,875 5,173,595 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,679,536 82,407 411,652
RAYONIER ADVANCED MATLS INC COM 75508B104 1,843 1,738,889 SH   DFND 2,5,8,20 1,548,148 1,704 189,037
ARDELYX INC COM 039697107 6,553 1,152,629 SH   DFND 2,5,20 943,242 0 209,387
RAYONIER INC COM 754907103 76,987 3,269,088 SH   DFND 2,5,6,8,11,12,13,19,20 3,103,114 1,214 164,760
RAYTHEON CO COM NEW 755111507 1,531,632 11,678,474 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,576,544 295,806 806,124
RBB BANCORP COM 74930B105 3,961 288,693 SH   DFND 2,5,20 239,327 0 49,366
RBC BEARINGS INC COM 75524B104 56,898 504,463 SH   DFND 2,5,8,13,20 419,383 200 84,880
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,594 159,888 SH   DFND 2,5,20 129,352 0 30,536
RE MAX HLDGS INC CL A 75524W108 11,990 547,010 SH   DFND 2,5,8,20 489,133 0 57,877
READING INTERNATIONAL INC CL A 755408101 1,325 340,621 SH   DFND 2,5,20 289,977 0 50,644
READY CAP CORP COM 75574U101 12,878 1,703,352 SH   DFND 2,5,8,20 1,585,223 0 118,129
REALNETWORKS INC COM NEW 75605L708 11 15,119 SH   DFND 20 15,119 0 0
REALOGY HLDGS CORP COM 75605Y106 11,831 3,930,571 SH   DFND 2,5,8,12,13,20 3,765,057 1,100 164,414
ABM INDS INC COM 000957100 135,855 5,576,954 SH   DFND 2,5,8,20 5,341,813 376 234,765
ARDMORE SHIPPING CORP COM Y0207T100 3,020 575,283 SH   DFND 2,5,20 457,428 0 117,855
REALPAGE INC COM 75606N109 56,166 1,061,142 SH   DFND 2,5,6,8,19,20 952,345 1,300 107,497
REALTY INCOME CORP COM 756109104 1,131,233 22,585,473 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,772,019 307,679 1,505,775
REATA PHARMACEUTICALS INC CL A 75615P103 74,792 518,165 SH   DFND 2,5,8,13,20 441,292 0 76,873
RECRO PHARMA INC COM 75629F109 3,374 412,963 SH   DFND 2,20 356,297 0 56,666
RED LION HOTELS CORP COM 756764106 582 398,538 SH   DFND 2,20 315,463 0 83,075
RED RIVER BANCSHARES INC COM 75686R202 2,482 66,680 SH   DFND 2,20 66,680 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 3,735 438,386 SH   DFND 2,5,8,20 386,862 601 50,923
RED ROCK RESORTS INC CL A 75700L108 12,281 1,436,327 SH   DFND 2,5,8,20 1,195,311 400 240,616
REDFIN CORP COM 75737F108 27,573 1,788,122 SH   DFND 2,5,8,20 1,489,504 0 298,618
REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 426 94,084 SH   DFND 1,2 94,084 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 79,322 1,888,611 SH   DFND 2,5,8,20 1,710,971 890 176,750
REDWOOD TR INC COM 758075402 27,175 5,363,558 SH   DFND 2,5,8,19,20 4,972,304 2,059 389,195
REEDS INC COM 758338107 6 12,500 SH   DFND 20 12,500 0 0
REGAL BELOIT CORP COM 758750103 64,656 1,022,326 SH   DFND 2,5,6,8,10,11,13,20 966,478 398 55,450
REGENCY CTRS CORP COM 758849103 441,639 11,492,033 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,519,850 149,122 823,061
REGENERON PHARMACEUTICALS COM 75886F107 1,766,308 3,617,333 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,210,180 80,757 326,396
REGENXBIO INC COM 75901B107 63,677 1,966,563 SH   DFND 2,5,8,13,20 1,846,228 0 120,335
REGIONAL MGMT CORP COM 75902K106 2,225 162,849 SH   DFND 2,5,20 132,724 0 30,125
REGIONS FINANCIAL CORP NEW COM 7591EP100 468,247 51,330,828 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,866,031 716,656 3,748,141
REGIS CORP MINN COM 758932107 5,063 856,651 SH   DFND 2,5,8,20 762,292 2,156 92,203
REINSURANCE GRP OF AMERICA I COM NEW 759351604 192,065 2,282,689 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,058,259 65,438 158,992
ARES CAPITAL CORP COM 04010L103 959 88,973 SH   DFND 20 85,814 0 3,159
RELIANCE STEEL & ALUMINUM CO COM 759509102 168,069 1,918,813 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,827,817 552 90,444
RELIANT BANCORP INC COM 75956B101 2,212 196,238 SH   DFND 2,20 161,510 0 34,728
RELMADA THERAPEUTICS INC COM 75955J402 287 8,400 SH   DFND 20 8,400 0 0
RELX PLC SPONSORED ADR 759530108 1,516 70,832 SH   DFND 1,20 70,832 0 0
REMARK HLDGS INC COM 75955K102 4 11,100 SH   DFND 20 11,100 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 313,918 2,102,314 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,926,194 20,634 155,486
RENASANT CORP COM 75970E107 28,112 1,287,200 SH   DFND 2,5,8,20 1,091,650 385 195,165
RENESOLA LTD SPONSORED ADS 75971T301 31 26,466 SH   DFND 2 26,466 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 45,744 2,228,152 SH   DFND 2,5,8,10,20 2,098,469 0 129,683
RENT A CTR INC NEW COM 76009N100 22,939 1,622,279 SH   DFND 2,5,8,20 1,456,219 130 165,930
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 9,999 11,000,000 SH   DFND 2,5 11,000,000 0 0
REPAY HLDGS CORP COM CL A 76029L100 855 59,600 SH   DFND 5,8,20 59,600 0 0
REPLIGEN CORP COM 759916109 153,368 1,588,648 SH   DFND 2,5,6,8,11,13,19,20 1,404,891 400 183,357
REPLIMUNE GROUP INC COM 76029N106 2,128 213,465 SH   DFND 2,20 180,635 0 32,830
REPUBLIC BANCORP KY CL A 760281204 8,087 242,717 SH   DFND 2,5,8,20 209,827 666 32,224
REPUBLIC FIRST BANCORP INC COM 760416107 2,217 1,012,173 SH   DFND 2,5,20 863,030 0 149,143
REPUBLIC SVCS INC COM 760759100 818,063 10,841,160 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,517,145 214,781 1,109,234
RESIDEO TECHNOLOGIES INC COM 76118Y104 15,627 3,228,786 SH   DFND 1,2,5,6,8,11,12,13,20 3,110,718 1,670 116,398
RESMED INC COM 761152107 980,525 6,657,104 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,845,483 243,078 568,543
RESOLUTE FST PRODS INC COM 76117W109 88 69,603 SH   DFND 5,20 69,603 0 0
RESOURCES CONNECTION INC COM 76122Q105 13,515 1,232,028 SH   DFND 2,5,8,20 1,120,073 743 111,212
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 10,009 11,425,000 SH   DFND 2,5 11,425,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,422 35,036 SH   DFND 5,8,20 34,808 0 228
RESTORBIO INC COM 76133L103 325 315,855 SH   DFND 2,20 244,541 0 71,314
RETAIL OPPORTUNITY INVTS COR COM 76131N101 52,183 6,294,730 SH   DFND 2,5,8,10,20 5,757,142 33,754 503,834
RETAIL PPTYS AMER INC CL A 76131V202 42,958 8,076,841 SH   DFND 2,5,8,10,12,13,20 7,550,574 61,490 464,777
RETAIL VALUE INC COM 76133Q102 6,364 519,538 SH   DFND 2,5,8,13,20 484,528 515 34,495
RETRACTABLE TECHNOLOGIES INC COM 76129W105 18 11,683 SH   DFND 20 11,683 0 0
RETROPHIN INC COM 761299106 25,176 1,725,572 SH   DFND 2,5,8,20 1,587,251 0 138,321
REV GROUP INC COM 749527107 2,376 569,672 SH   DFND 2,5,8,20 477,469 0 92,203
REVANCE THERAPEUTICS INC COM 761330109 17,154 1,159,055 SH   DFND 2,5,8,20 970,203 0 188,852
REVLON INC CL A NEW 761525609 1,679 153,604 SH   DFND 2,5,20 123,938 0 29,666
ARES COML REAL ESTATE CORP COM 04013V108 6,512 895,706 SH   DFND 2,5,8,20 790,241 0 105,465
REVOLUTION MEDICINES INC COM 76155X100 5,181 236,451 SH   DFND 2,20 236,451 0 0
REVOLVE GROUP INC CL A 76156B107 97 11,200 SH   DFND 20 11,200 0 0
REX AMERICAN RESOURCES CORP COM 761624105 11,671 250,932 SH   DFND 2,5,8,20 231,578 0 19,354
REXFORD INDL RLTY INC COM 76169C100 210,398 5,104,796 SH   DFND 2,5,8,10,19,20 4,577,899 33,575 493,322
REXNORD CORP COM 76169B102 50,972 2,248,434 SH   DFND 2,5,8,20 1,871,160 800 376,474
REYNOLDS CONSUMER PRODS INC COM 76171L106 14,374 492,750 SH   DFND 2,20 492,750 0 0
RGC RES INC COM 74955L103 4,167 144,032 SH   DFND 2,5,20 123,738 0 20,294
RH COM 74967X103 53,232 529,833 SH   DFND 2,5,6,8,11,13,20 469,348 300 60,185
RHYTHM PHARMACEUTICALS INC COM 76243J105 14,881 977,701 SH   DFND 2,5,8,20 882,114 0 95,587
RIBBON COMMUNICATIONS INC COM 762544104 3,964 1,308,215 SH   DFND 2,5,8,20 1,070,753 2,643 234,819
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 47,717 1,542,755 SH   DFND 2,5,8,20 1,534,555 0 8,200
RICHMOND MUT BANCORPORATIN I COM 76525P100 2,075 203,431 SH   DFND 2,20 203,431 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 5,537 3,549,638 SH   DFND 2,5,8,20 2,912,520 0 637,118
RIGNET INC COM 766582100 538 298,777 SH   DFND 2,5,20 247,033 0 51,744
RIMINI STR INC DEL COM 76674Q107 1,440 352,078 SH   DFND 2,20 307,256 0 44,822
RING ENERGY INC COM 76680V108 1,239 1,880,628 SH   DFND 2,5,20 1,652,605 0 228,023
RINGCENTRAL INC CL A 76680R206 331,705 1,565,312 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,468,019 900 96,393
RINGCENTRAL INC NOTE 3/1 76680RAD9 21,893 8,475,000 SH   DFND 2,5 8,475,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 2,172 47,540 SH   DFND 1,20 47,540 0 0
RISE ED CAYMAN LTD SPONSORED ADR 76761L102 328 80,699 SH   DFND 2,5,20 80,699 0 0
RITE AID CORP COM 767754872 27,426 1,828,374 SH   DFND 2,5,8,13,20 1,828,374 0 0
ARGAN INC COM 04010E109 10,712 309,867 SH   DFND 2,5,8,20 263,057 0 46,810
RIVERVIEW BANCORP INC COM 769397100 2,010 401,254 SH   DFND 2,13,20 272,570 0 128,684
RLI CORP COM 749607107 442,510 5,032,524 SH   DFND 2,5,6,8,11,12,13,19,20 2,107,295 2,784,829 140,400
RLJ LODGING TR COM 74965L101 61,120 7,907,761 SH   DFND 2,5,8,10,13,20 7,058,841 49,383 799,537
RMR GROUP INC CL A 74967R106 8,108 300,639 SH   DFND 2,5,8,20 244,018 893 55,728
ROADRUNNER TRANSN SYS INC COM NEW 76973Q204 97 37,848 SH   DFND 2,20 37,848 0 0
ROBERT HALF INTL INC COM 770323103 193,772 5,133,039 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,354,955 168,726 609,358
ROCKET PHARMACEUTICALS INC COM 77313F106 13,472 965,715 SH   DFND 2,5,8,20 857,266 0 108,449
ROCKWELL AUTOMATION INC COM 773903109 728,573 4,827,863 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,265,763 136,675 425,425
ROCKWELL MED INC COM 774374102 2,313 1,128,359 SH   DFND 2,5,20 937,724 0 190,635
ROCKY BRANDS INC COM 774515100 2,737 141,453 SH   DFND 2,20 116,973 0 24,480
ARGO GROUP INTL HLDGS LTD COM G0464B107 31,270 843,760 SH   DFND 2,5,8,19,20 728,012 217 115,531
ROGERS COMMUNICATIONS INC CL B 775109200 1,400 33,450 SH   DFND 2,20 33,450 0 0
ROGERS CORP COM 775133101 54,204 574,070 SH   DFND 2,5,8,20 509,369 168 64,533
ROKU INC COM CL A 77543R102 160,351 1,832,997 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,760,441 0 72,556
ROLLINS INC COM 775711104 247,978 6,861,582 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,906,666 242,760 712,156
ROPER TECHNOLOGIES INC COM 776696106 1,342,076 4,304,148 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,904,630 69,166 330,352
ROSEHILL RES INC CL A 777385105 36 87,257 SH   DFND 2,20 77,494 0 9,763
ROSETTA STONE INC COM 777780107 6,750 481,488 SH   DFND 2,5,8,20 415,729 0 65,759
ROSS STORES INC COM 778296103 1,466,985 16,867,717 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,978,135 608,994 1,280,588
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 254,455 7,732,484 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,014,729 120,820 596,935
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 6,862 196,663 SH   DFND 1,2,20 196,663 0 0
ARISTA NETWORKS INC COM 040413106 454,004 2,241,440 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,008,891 52,588 179,961
ROYAL GOLD INC COM 780287108 156,867 1,788,476 SH   DFND 2,5,6,8,11,13,19,20 1,699,657 599 88,220
RPC INC COM 749660106 4,178 2,028,245 SH   DFND 2,5,8,20 1,938,527 0 89,718
RPM INTL INC COM 749685103 387,450 6,511,771 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,350,530 1,749 159,492
RPT REALTY SH BEN INT 74971D101 28,307 4,538,144 SH   DFND 2,5,8,10,20 4,174,724 22,121 341,299
RTI SURGICAL HOLDINGS INC COM 74975N105 1,871 1,094,184 SH   DFND 2,5,20 908,529 0 185,655
RTW RETAILWINDS INC COM 74980D100 106 505,640 SH   DFND 2,5,20 380,393 0 125,247
RUBICON PROJ INC COM 78112V102 7,602 1,369,715 SH   DFND 2,5,8,20 1,369,715 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 2,922 656,555 SH   DFND 2,5,8,20 550,059 0 106,496
RUSH ENTERPRISES INC CL A 781846209 20,548 643,742 SH   DFND 2,5,8,10,20 544,398 100 99,244
RUSH ENTERPRISES INC CL B 781846308 3,704 121,419 SH   DFND 2,5,10,20 104,435 0 16,984
ABRAXAS PETE CORP COM 003830106 375 3,099,799 SH   DFND 2,5,20 2,340,906 0 758,893
ARLINGTON ASSET INVST CORP CL A NEW 041356205 1,585 723,804 SH   DFND 2,5,20 611,320 0 112,484
RUTHS HOSPITALITY GROUP INC COM 783332109 6,449 965,393 SH   DFND 2,5,8,20 871,358 0 94,035
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 4,675 88,058 SH   DFND 1,2,8,20 88,058 0 0
RYDER SYS INC COM 783549108 39,057 1,477,194 SH   DFND 2,5,6,8,11,12,13,20 1,411,269 831 65,094
RYERSON HLDG CORP COM 783754104 1,553 291,924 SH   DFND 2,5,20 243,759 0 48,165
RYMAN HOSPITALITY PPTYS INC COM 78377T107 76,488 2,081,157 SH   DFND 2,5,8,10,13,20 1,854,466 14,279 212,412
S & T BANCORP INC COM 783859101 36,222 1,325,837 SH   DFND 2,5,8,19,20 1,191,746 536 133,555
S&P GLOBAL INC COM 78409V104 2,775,379 11,325,766 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,216,734 170,722 938,310
SABINE ROYALTY TR UNIT BEN INT 785688102 470 17,006 SH   DFND 2 17,006 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 102,697 9,404,497 SH   DFND 2,5,6,8,10,11,19,20 8,469,673 59,783 875,041
SABRE CORP COM 78573M104 54,323 9,160,702 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,028,986 167,758 963,958
ARLO TECHNOLOGIES INC COM 04206A101 5,573 2,293,533 SH   DFND 2,5,8,20 2,073,346 0 220,187
SACHEM CAP CORP COM 78590A109 19 10,700 SH   DFND 20 10,700 0 0
SAFE BULKERS INC COM Y7388L103 949 797,623 SH   DFND 2,20 646,564 0 151,059
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,998 359,999 SH   DFND 2,5,20 295,396 0 64,603
SAFEHOLD INC COM 78645L100 26,019 410,496 SH   DFND 2,5,8,20 410,496 0 0
SAFETY INS GROUP INC COM 78648T100 44,646 528,793 SH   DFND 2,5,8,13,19,20 469,873 6,200 52,720
SAGA COMMUNICATIONS INC CL A NEW 786598300 1,999 71,893 SH   DFND 2,20 58,062 0 13,831
SAGE THERAPEUTICS INC COM 78667J108 48,397 1,685,134 SH   DFND 2,5,8,13,19,20 1,614,531 1,600 69,003
SAIA INC COM 78709Y105 60,785 826,561 SH   DFND 2,5,8,20 735,929 0 90,632
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 27,805 1,826,849 SH   DFND 2,5,8,20 1,537,854 0 288,995
SALESFORCE COM INC COM 79466L302 5,110,648 35,495,538 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,101,151 438,937 2,955,450
ARMADA HOFFLER PPTYS INC COM 04208T108 28,042 2,572,262 SH   DFND 2,5,8,10,20 2,360,524 0 211,738
SALLY BEAUTY HLDGS INC COM 79546E104 32,972 4,080,688 SH   DFND 2,5,6,8,11,12,13,20 3,658,314 646 421,728
SANDERSON FARMS INC COM 800013104 112,186 909,714 SH   DFND 2,5,6,8,11,12,19,20 840,244 144 69,326
SANDRIDGE ENERGY INC COM NEW 80007P869 574 638,779 SH   DFND 2,5,20 492,523 0 146,256
SANDY SPRING BANCORP INC COM 800363103 19,597 865,591 SH   DFND 2,5,8,20 750,874 0 114,717
SANFILIPPO JOHN B & SON INC COM 800422107 24,381 272,714 SH   DFND 2,5,8,20 242,871 0 29,843
SANGAMO THERAPEUTICS INC COM 800677106 30,880 4,847,768 SH   DFND 2,5,8,20 4,437,472 100 410,196
SANMINA CORPORATION COM 801056102 65,349 2,395,480 SH   DFND 2,5,8,12,20 2,156,839 833 237,808
SANOFI SPONSORED ADR 80105N105 3,031 69,323 SH   DFND 1,2,20 69,323 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 17,421 1,252,418 SH   DFND 2,5,8,12,13,19,20 1,139,077 0 113,341
SAP SE SPON ADR 803054204 10,050 90,946 SH   DFND 1,20 90,946 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 18,357 2,083,642 SH   DFND 2,5,8,20 1,870,587 1,237 211,818
SAPIENS INTL CORP N V SHS G7T16G103 426 22,400 SH   DFND 2 22,400 0 0
SAREPTA THERAPEUTICS INC COM 803607100 201,000 2,054,794 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,960,403 1,700 92,691
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 24,389 15,933,000 SH   DFND 2,5 15,933,000 0 0
SASOL LTD SPONSORED ADR 803866300 925 460,092 SH   DFND 5,13,20 450,854 0 9,238
SATSUMA PHARMACEUTICALS INC COM 80405P107 1,484 68,961 SH   DFND 2,20 68,961 0 0
SAUL CTRS INC COM 804395101 18,223 556,601 SH   DFND 2,5,8,10,20 501,203 3,393 52,005
SAVARA INC COM 805111101 1,176 554,551 SH   DFND 2,20 462,564 0 91,987
SB ONE BANCORP COM 78413T103 2,796 164,467 SH   DFND 2,20 130,605 0 33,862
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,365,819 5,059,152 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,475,657 58,622 524,873
SCANSOURCE INC COM 806037107 20,251 946,741 SH   DFND 2,5,8,20 849,712 1,058 95,971
ARMSTRONG FLOORING INC COM 04238R106 680 475,290 SH   DFND 2,5,20 361,870 0 113,420
SCHLUMBERGER LTD COM 806857108 1,044,249 74,959,142 SH   DFND 2,5,6,8,10,11,12,13,19,20 69,271,220 699,623 4,988,299
SCHNEIDER NATIONAL INC CL B 80689H102 16,074 828,442 SH   DFND 2,5,8,20 773,056 0 55,386
SCHNITZER STL INDS CL A 806882106 12,581 964,838 SH   DFND 2,5,8,20 868,899 314 95,625
SCHOLAR ROCK HLDG CORP COM 80706P103 4,372 360,983 SH   DFND 2,5,8,20 308,160 0 52,823
SCHOLASTIC CORP COM 807066105 26,691 1,047,117 SH   DFND 2,5,6,8,20 937,703 73 109,341
SCHRODINGER INC COM 80810D103 10,589 245,565 SH   DFND 2,20 245,565 0 0
SCHWAB CHARLES CORP COM 808513105 1,574,593 46,834,997 SH   DFND 2,5,6,8,10,11,12,13,19,20 42,331,219 773,998 3,729,780
SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 85,231 1,450,000 SH   DFND 2 1,450,000 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 476 14,543 SH   DFND 1 14,543 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 34,185 1,228,801 SH   DFND 2,5,20 1,135,493 64 93,244
ARMSTRONG WORLD INDS INC COM 04247X102 64,434 811,305 SH   DFND 2,5,8,19,20 744,406 351 66,548
SCIENCE APPLICATNS INTL CP N COM 808625107 130,569 1,749,555 SH   DFND 1,2,5,6,8,11,13,20 1,547,243 833 201,479
SCIENTIFIC GAMES CORP COM 80874P109 16,609 1,712,319 SH   DFND 2,5,6,8,13,20 1,517,133 1,300 193,886
SCORPIO BULKERS INC COM Y7546A122 2,473 977,467 SH   DFND 2,5,20 783,102 0 194,365
SCORPIO TANKERS INC SHS Y7542C130 15,082 788,783 SH   DFND 2,5,20 788,783 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 101,770 993,849 SH   DFND 2,5,6,8,11,13,20 939,045 385 54,419
SCRIPPS E W CO OHIO CL A NEW 811054402 13,231 1,754,823 SH   DFND 2,5,8,20 1,557,498 1,039 196,286
SCULPTOR CAP MGMT COM CL A 811246107 4,226 312,121 SH   DFND 2,5,20 312,121 0 0
SEA LTD NOTE 2.250% 7/0 81141RAB6 38,061 16,325,000 SH   DFND 2,5 16,325,000 0 0
SEA LTD SPONSORED ADS 81141R100 20,239 456,753 SH   DFND 1,2,5,8,10,13,20 456,753 0 0
SEABOARD CORP COM 811543107 10,070 3,580 SH   DFND 2,5,8,20 3,251 1 328
ARROW ELECTRS INC COM 042735100 186,417 3,593,933 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,708,621 93,514 791,798
SEACHANGE INTL INC COM 811699107 183 49,163 SH   DFND 20 49,163 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 32,111 1,753,754 SH   DFND 2,5,8,20 1,581,452 0 172,302
SEACOR HOLDINGS INC COM 811904101 16,419 608,999 SH   DFND 2,5,8,20 547,607 100 61,292
SEACOR MARINE HLDGS INC COM 78413P101 1,556 355,193 SH   DFND 2,5,20 292,349 0 62,844
SEADRILL LTD COM G7998G106 467 1,086,305 SH   DFND 2,5,20 1,086,305 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 520,954 10,536,448 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,923,087 310,998 1,302,363
SEALED AIR CORP NEW COM 81211K100 163,512 6,617,221 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,827,686 86,868 702,667
SEASPINE HLDGS CORP COM 81255T108 3,032 371,120 SH   DFND 2,20 299,486 0 71,634
SEATTLE GENETICS INC COM 812578102 372,645 3,229,723 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,875,033 57,248 297,442
SEAWORLD ENTMT INC COM 81282V100 11,040 1,001,779 SH   DFND 2,5,8,20 833,576 0 168,203
ARROW FINL CORP COM 042744102 9,230 331,176 SH   DFND 2,5,8,13,20 285,075 52 46,049
SECUREWORKS CORP CL A 81374A105 1,835 159,416 SH   DFND 2,20 137,125 0 22,291
SEI INVESTMENTS CO COM 784117103 271,940 5,868,359 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,281,136 187,334 399,889
SELECT BANCORP INC NEW COM 81617L108 2,457 322,021 SH   DFND 2,20 280,760 0 41,261
SELECT ENERGY SVCS INC CL A COM 81617J301 4,534 1,403,574 SH   DFND 2,5,8,20 1,203,427 0 200,147
SELECT INTERIOR CONCEPTS INC CL A 816120307 724 349,674 SH   DFND 2,20 349,674 0 0
SELECT MED HLDGS CORP COM 81619Q105 53,985 3,598,996 SH   DFND 2,5,8,20 3,212,363 0 386,633
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 6,615 213,402 SH   DFND 12,20 213,402 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 935 9,533 SH   DFND 2 9,533 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,737 31,889 SH   DFND 2 31,889 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 115,234 1,300,901 SH   DFND 1,2,12,20 1,300,901 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 123,558 4,294,674 SH   DFND 2,5,6,8,11,13,20 3,956,870 0 337,804
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 111,148 5,338,534 SH   DFND 1,2,12,20 5,338,534 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 118,853 1,478,829 SH   DFND 1,2,12,20 1,280,506 0 198,323
SELECTIVE INS GROUP INC COM 816300107 107,449 2,161,943 SH   DFND 2,5,6,8,11,12,13,20 1,957,521 741 203,681
SEMPRA ENERGY 6% PFD CONV A 816851406 36,085 381,650 SH   DFND 2 381,650 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 13,041 137,500 SH   DFND 2 137,500 0 0
SEMPRA ENERGY COM 816851109 1,860,185 16,315,083 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,159,917 203,914 951,252
SEMTECH CORP COM 816850101 88,303 2,354,738 SH   DFND 2,5,6,8,11,13,19,20 2,119,361 451 234,926
SENECA FOODS CORP NEW CL A 817070501 9,057 227,679 SH   DFND 2,5,20 204,150 0 23,529
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 98,245 3,395,959 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,911,474 103,238 381,247
SENSEONICS HLDGS INC COM 81727U105 1,252 1,975,595 SH   DFND 2,5,20 1,678,540 0 297,055
ARTESIAN RESOURCES CORP CL A 043113208 6,461 172,859 SH   DFND 2,5,13,20 141,922 0 30,937
SENSIENT TECHNOLOGIES CORP COM 81725T100 59,983 1,378,600 SH   DFND 2,5,6,8,11,13,19,20 1,227,390 760 150,450
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 4 18,575 SH   DFND 20 18,575 0 0
SERES THERAPEUTICS INC COM 81750R102 2,374 664,916 SH   DFND 2,5,20 545,015 0 119,901
SERITAGE GROWTH PPTYS CL A 81752R100 14,380 1,578,479 SH   DFND 2,5,8,10,20 1,426,529 9,500 142,450
SERVICE CORP INTL COM 817565104 177,404 4,536,015 SH   DFND 2,5,6,8,11,13,20 4,295,614 2,037 238,364
SERVICE PPTYS TR COM SH BEN INT 81761L102 46,977 8,699,471 SH   DFND 2,5,6,8,10,11,12,13,20 8,699,471 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 47,204 1,748,314 SH   DFND 2,5,8,12,13,19,20 1,570,289 2,100 175,925
SERVICENOW INC COM 81762P102 2,197,402 7,667,674 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,246,240 94,701 326,733
SERVICENOW INC NOTE 6/0 81762PAC6 47,584 22,225,000 SH   DFND 2,5 22,225,000 0 0
SERVICESOURCE INTL INC COM 81763U100 35 40,399 SH   DFND 20 40,399 0 0
1ST CONSTITUTION BANCORP COM 31986N102 1,798 135,707 SH   DFND 2,20 110,954 0 24,753
AC IMMUNE SA SHS H00263105 206 29,793 SH   DFND 2 29,793 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 24,744 1,151,415 SH   DFND 2,5,8,20 978,268 100 173,047
SERVISFIRST BANCSHARES INC COM 81768T108 44,342 1,503,372 SH   DFND 2,5,8,20 1,335,200 0 168,172
SFL CORPORATION LTD SHS G7738W106 15,557 1,642,754 SH   DFND 2,5,10,20 1,642,754 0 0
SHAKE SHACK INC CL A 819047101 33,867 897,389 SH   DFND 2,5,8,20 800,184 0 97,205
SHARPSPRING INC COM 820054104 1,040 171,651 SH   DFND 2,20 171,651 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 74,459 1,511,850 SH   DFND 2,5,8,20 1,343,005 0 168,845
SHERWIN WILLIAMS CO COM 824348106 1,587,248 3,454,143 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,087,066 41,549 325,528
SHILOH INDS INC COM 824543102 23 18,494 SH   DFND 20 18,494 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 698 29,963 SH   DFND 2,5,20 29,963 0 0
SHOCKWAVE MED INC COM 82489T104 15,714 473,605 SH   DFND 2,5,8,20 473,605 0 0
SHOE CARNIVAL INC COM 824889109 7,490 360,616 SH   DFND 2,5,8,10,20 325,326 0 35,290
ARVINAS INC COM 04335A105 19,062 473,004 SH   DFND 2,5,8,20 425,807 0 47,197
SHOPIFY INC CL A 82509L107 12,497 29,974 SH   DFND 2,20 29,974 0 0
SHORE BANCSHARES INC COM 825107105 3,172 292,367 SH   DFND 2,5,13,20 233,220 0 59,147
SHOTSPOTTER INC COM 82536T107 4,032 146,731 SH   DFND 2,5,20 119,657 0 27,074
SHUTTERSTOCK INC COM 825690100 20,359 633,044 SH   DFND 2,5,8,20 562,824 0 70,220
SI BONE INC COM 825704109 3,848 321,987 SH   DFND 2,5,20 277,071 0 44,916
SIBANYE STILLWATER LTD SPONSORED ADR 82575P107 284 60,084 SH   DFND 1,5,20 60,084 0 0
SIEBERT FINL CORP COM 826176109 878 121,630 SH   DFND 2,20 98,716 0 22,914
SIENTRA INC COM 82621J105 1,390 698,452 SH   DFND 2,5,20 577,028 0 121,424
SIERRA BANCORP COM 82620P102 5,176 294,449 SH   DFND 2,5,13,20 246,842 0 47,607
SIGA TECHNOLOGIES INC COM 826917106 5,154 1,078,222 SH   DFND 2,5,20 895,589 0 182,633
ASBURY AUTOMOTIVE GROUP INC COM 043436104 37,654 681,773 SH   DFND 2,5,8,12,20 615,345 159 66,269
SIGNATURE BK NEW YORK N Y COM 82669G104 174,577 2,171,623 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,011,263 33,559 126,801
SIGNET JEWELERS LIMITED SHS G81276100 14,351 2,225,013 SH   DFND 2,5,8,12,13,20 2,029,732 1,559 193,722
SILGAN HOLDINGS INC COM 827048109 58,580 2,018,605 SH   DFND 2,5,6,8,11,20 1,922,198 484 95,923
SILICON LABORATORIES INC COM 826919102 127,845 1,496,837 SH   DFND 2,5,6,8,11,13,19,20 1,344,504 505 151,828
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 12,120 10,949,000 SH   DFND 2,5 10,949,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,837 50,106 SH   DFND 2,10,13,19 50,106 0 0
SILK RD MED INC COM 82710M100 9,674 307,296 SH   DFND 2,5,8,20 307,296 0 0
SILVERBOW RES INC COM 82836G102 395 160,069 SH   DFND 2,20 115,899 0 44,170
SILVERCREST ASSET MGMT GROUP CL A 828359109 1,092 115,463 SH   DFND 2,20 92,513 0 22,950
SILVERGATE CAP CORP CL A 82837P408 766 80,344 SH   DFND 2,20 80,344 0 0
ASCENA RETAIL GROUP INC COM NEW 04351G200 259 186,540 SH   DFND 2,5,20 186,540 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 77,419 4,169,696 SH   DFND 2,5,8,20 3,837,062 1,400 331,234
SIMON PPTY GROUP INC NEW COM 828806109 1,113,301 20,293,490 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,513,188 294,818 1,485,484
SIMPLY GOOD FOODS CO COM 82900L102 33,662 1,747,762 SH   DFND 2,5,8,20 1,468,280 0 279,482
SIMPSON MANUFACTURING CO INC COM 829073105 81,247 1,310,853 SH   DFND 2,5,8,20 1,152,902 680 157,271
SIMULATIONS PLUS INC COM 829214105 9,190 263,185 SH   DFND 2,5,8,20 227,073 0 36,112
SINA CORP ORD G81477104 43,053 1,352,176 SH   DFND 2,5,8,10,11,12,13,19,20 1,098,257 46,400 207,519
SINCLAIR BROADCAST GROUP INC CL A 829226109 13,732 853,957 SH   DFND 2,5,8,20 773,052 10,238 70,667
SINOVAC BIOTECH LTD SHS P8696W104 1,041 160,875 SH   DFND 2 160,875 0 0
SIRIUS XM HLDGS INC COM 82968B103 182,166 36,875,647 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,292,302 1,099,823 5,483,522
SITE CENTERS CORP COM 82981J109 29,631 5,497,750 SH   DFND 2,5,8,10,12,13,20 5,146,303 44,441 307,006
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,686 14,971 SH   DFND 2,5,13,20 14,971 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 61,155 830,684 SH   DFND 2,5,8,13,19,20 687,575 300 142,809
SITIME CORP COM 82982T106 1,479 67,919 SH   DFND 2,20 67,919 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 25,516 2,034,731 SH   DFND 2,5,6,8,11,12,13,20 1,935,324 700 98,707
SJW GROUP COM 784305104 36,542 632,548 SH   DFND 2,5,8,13,19,20 540,200 0 92,348
SK TELECOM LTD SPONSORED ADR 78440P108 6,294 386,750 SH   DFND 2,5,10,20 384,542 0 2,208
SKECHERS U S A INC CL A 830566105 118,633 4,997,190 SH   DFND 2,5,6,8,11,12,13,19,20 4,820,504 1,936 174,750
SKYLINE CHAMPION CORPORATION COM 830830105 18,835 1,201,227 SH   DFND 2,5,8,20 1,031,259 0 169,968
SKYWEST INC COM 830879102 44,998 1,709,121 SH   DFND 2,5,8,10,13,20 1,527,655 13,335 168,131
SKYWORKS SOLUTIONS INC COM 83088M102 714,059 7,989,026 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,142,463 253,609 592,954
SL GREEN RLTY CORP COM 78440X101 250,255 5,768,163 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,312,440 77,996 377,727
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 274 73,165 SH   DFND 5,20 73,165 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 3,916 145,889 SH   DFND 2,19,20 145,889 0 0
SLEEP NUMBER CORP COM 83125X103 16,443 858,176 SH   DFND 2,5,8,20 759,174 0 99,002
SLM CORP COM 78442P106 76,179 10,595,125 SH   DFND 1,2,5,6,8,11,12,13,20 9,606,898 5,927 982,300
SM ENERGY CO COM 78454L100 13,282 10,886,485 SH   DFND 2,5,8,12,20 10,729,697 2,492 154,296
SMART GLOBAL HLDGS INC SHS G8232Y101 14,466 595,298 SH   DFND 2,5,8,20 549,324 0 45,974
SMART SAND INC COM 83191H107 401 385,723 SH   DFND 2,20 294,448 0 91,275
SMARTFINANCIAL INC COM NEW 83190L208 3,240 213,024 SH   DFND 2,20 169,689 0 43,335
SMARTSHEET INC COM CL A 83200N103 48,857 1,176,993 SH   DFND 2,5,8,13,19,20 1,176,993 0 0
SMILEDIRECTCLUB INC CL A COM 83192H106 174 37,200 SH   DFND 20 37,200 0 0
SMITH & NEPHEW GROUP PLC SPDN ADR NEW 83175M205 1,741 48,544 SH   DFND 1,2,20 48,544 0 0
ASGN INC COM 00191U102 57,827 1,637,245 SH   DFND 2,5,6,8,11,13,19,20 1,456,274 476 180,495
SMITH A O CORP COM 831865209 368,037 9,733,848 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,096,578 146,774 490,496
SMUCKER J M CO COM NEW 832696405 923,268 8,317,734 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,656,900 87,377 573,457
SNAP INC CL A 83304A106 98,290 8,266,608 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,253,208 0 13,400
SNAP ON INC COM 833034101 261,217 2,400,452 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,074,680 76,849 248,923
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 1,311 128,000 SH   DFND 1,2,5,20 128,000 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 22,653 1,004,557 SH   DFND 1,2,5,8,13,19,20 1,001,550 0 3,007
SOGOU INC ADR REPSTG A 83409V104 198 58,893 SH   DFND 2,13 58,893 0 0
SOHU COM LTD SPONSORED ADS 83410S108 1,293 207,545 SH   DFND 1,2,5,20 204,278 700 2,567
SOLAREDGE TECHNOLOGIES INC COM 83417M104 56,155 685,820 SH   DFND 2,5,6,8,11,13,20 677,220 0 8,600
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 4,394 836,993 SH   DFND 2,5,8,20 729,546 0 107,447
ASHFORD HOSPITALITY TR INC COM SHS 044103109 2,336 3,160,209 SH   DFND 2,5,8,20 2,773,286 3,161 383,762
SOLARWINDS CORP COM 83417Q105 8,611 549,521 SH   DFND 2,20 514,796 0 34,725
SOLID BIOSCIENCES INC COM 83422E105 854 357,274 SH   DFND 2,5,8,20 286,442 0 70,832
SOLITARIO ZINC CORP COM 8342EP107 2 11,586 SH   DFND 20 11,586 0 0
SOLITON INC COM 834251100 701 86,543 SH   DFND 2,20 86,543 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 12,359 923,679 SH   DFND 2,5,8,20 842,084 0 81,595
SONIM TECHNOLOGIES INC COM 83548F101 60 86,361 SH   DFND 2,20 86,361 0 0
SONOCO PRODS CO COM 835495102 297,566 6,419,970 SH   DFND 2,5,6,8,11,12,13,19,20 6,268,281 864 150,825
SONOS INC COM 83570H108 12,120 1,429,296 SH   DFND 2,5,8,20 1,192,303 0 236,993
SONY CORP SPONSORED ADR 835699307 1,010 17,067 SH   DFND 1,2,20 17,067 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 4,235 2,301,587 SH   DFND 2,5,20 1,863,505 0 438,082
ASHLAND GLOBAL HLDGS INC COM 044186104 80,312 1,603,991 SH   DFND 2,5,6,8,11,12,13,20 1,369,836 899 233,256
SOUTH JERSEY INDS INC COM 838518108 222,129 8,781,365 SH   DFND 2,5,8,12,20 8,456,719 1,376 323,270
SOUTH PLAINS FINANCIAL INC COM 83946P107 2,128 137,409 SH   DFND 2,20 137,409 0 0
SOUTH ST CORP COM 840441109 53,300 907,537 SH   DFND 2,5,8,20 789,047 600 117,890
SOUTHERN CO COM 842587107 3,126,922 57,756,219 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 52,920,498 562,283 4,273,438
SOUTHERN CO UNIT 08/01/2022 842587602 35,317 769,100 SH   DFND 2 769,100 0 0
SOUTHERN COPPER CORP COM 84265V105 110,311 3,917,300 SH   DFND 2,5,8,10,12,13,19,20 2,297,027 48,976 1,571,297
SOUTHERN FIRST BANCSHARES IN COM 842873101 3,581 126,240 SH   DFND 2,5,20 104,268 0 21,972
SOUTHERN MO BANCORP INC COM 843380106 4,067 167,565 SH   DFND 2,20 119,648 0 47,917
SOUTHERN NATL BANCORP OF VA COM 843395104 4,448 452,043 SH   DFND 2,20 356,580 0 95,463
SOUTHSIDE BANCSHARES INC COM 84470P109 34,771 1,144,156 SH   DFND 2,5,8,20 1,031,506 0 112,650
ASML HOLDING N V N Y REGISTRY SHS N07059210 53,733 205,341 SH   DFND 2,5,20 205,298 43 0
SOUTHWEST AIRLS CO COM 844741108 1,382,039 38,810,414 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 37,303,518 186,708 1,320,188
SOUTHWEST GAS HOLDINGS INC COM 844895102 125,541 1,804,792 SH   DFND 2,5,6,8,11,13,19,20 1,612,691 773 191,328
SOUTHWESTERN ENERGY CO COM 845467109 95,035 56,233,635 SH   DFND 2,5,12,13,20 54,327,705 13,572 1,892,358
SP PLUS CORP COM 78469C103 10,387 500,591 SH   DFND 2,5,8,20 417,372 0 83,219
SPARK ENERGY INC CL A COM 846511103 1,365 217,702 SH   DFND 2,5,20 180,014 0 37,688
SPARTAN MTRS INC COM 846819100 8,637 669,011 SH   DFND 2,5,8,20 565,535 0 103,476
SPARTANNASH CO COM 847215100 19,756 1,379,627 SH   DFND 2,5,8,20 1,254,765 1,026 123,836
SPDR GOLD TRUST GOLD SHS 78463V107 79,526 537,154 SH   DFND 8,10,12,20 396,476 0 140,678
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 103,267 2,868,532 SH   DFND 1,2,5 2,861,731 37 6,764
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 101,160 3,778,861 SH   DFND 1,2,12,20 3,759,676 4,346 14,839
ACACIA COMMUNICATIONS INC COM 00401C108 53,395 794,803 SH   DFND 2,5,8,20 667,094 0 127,709
ASPEN TECHNOLOGY INC COM 045327103 87,114 916,319 SH   DFND 2,5,8,13,19,20 820,312 768 95,239
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4,136 140,160 SH   DFND 10 0 0 140,160
SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 4,666 59,600 SH   DFND 10 0 0 59,600
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 18,836 955,178 SH   DFND 1 951,864 0 3,314
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 125,643 5,248,239 SH   DFND 2,12,20 1,028,371 0 4,219,868
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 45,638 1,603,591 SH   DFND 2,5,12,19 433,292 0 1,170,299
SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 3,611 92,488 SH   DFND 5 92,488 0 0
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 6,400 133,500 SH   DFND 10 0 0 133,500
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 351 11,446 SH   DFND 1 7,172 0 4,274
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 80,555 3,537,772 SH   DFND 1,2,19,20 3,331,113 37,068 169,591
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,105,701 4,269,599 SH   DFND 1,2,10,12,20 3,415,508 1,264 852,827
ASSEMBLY BIOSCIENCES INC COM 045396108 8,176 551,324 SH   DFND 2,5,8,20 451,748 0 99,576
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 37,138 141,093 SH   DFND 1,20 92,976 1,280 46,837
SPDR SER TR BLOMBERG 1 10 YR 78468R861 276,422 14,081,112 SH   DFND 2 14,081,112 0 0
SPDR SER TR BLOMBERG BRC INT 78464A334 205 6,903 SH   DFND 1 6,903 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 5,013 170,525 SH   DFND 20 0 0 170,525
SPDR SER TR BLOMBERG INTL TR 78464A516 7,152 257,252 SH   DFND 1,20 19,634 0 237,618
SPDR SER TR BLOMBRG BRC EMRG 78464A391 3,851 157,264 SH   DFND 1 157,264 0 0
SPDR SER TR BLOMBRG BRC INTL 78464A151 2,636 84,805 SH   DFND 20 0 0 84,805
SPDR SER TR BLOOMBERG BRCLYS 78468R622 657,366 6,938,629 SH   DFND 2,5,8,19,20 6,938,629 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 5,956 252,806 SH   DFND 12,20 994 0 251,812
SPDR SER TR DJ REIT ETF 78464A607 102,440 1,418,832 SH   DFND 1,2,20 983,516 14,557 420,759
ASSERTIO THERAPEUTICS INC COM 04545L107 814 1,252,893 SH   DFND 2,5,20 957,232 0 295,661
SPDR SER TR FTSE INT GVT ETF 78464A490 22,978 470,960 SH   DFND 20 470,960 0 0
SPDR SER TR PORTFLI HIGH YLD 78468R606 2,364 104,800 SH   DFND 10 0 0 104,800
SPDR SER TR PORTFLI INTRMDIT 78464A672 54,787 1,653,688 SH   DFND 1,2,12 1,653,688 0 0
SPDR SER TR PORTFLI MORTGAGE 78464A383 10,702 400,957 SH   DFND 2 400,957 0 0
SPDR SER TR PORTFLI TIPS ETF 78464A656 151,578 5,219,616 SH   DFND 1,2,20 1,357,152 0 3,862,464
SPDR SER TR PORTFOLIO AGRGTE 78464A649 360,955 11,944,257 SH   DFND 1,2,20 1,272,255 4,900 10,667,102
SPDR SER TR PORTFOLIO INTRMD 78464A375 29,123 856,305 SH   DFND 1,2,12 750,307 104,767 1,231
SPDR SER TR PORTFOLIO LN COR 78464A367 27,037 949,681 SH   DFND 12,20 29,081 0 920,600
SPDR SER TR PORTFOLIO LN TSR 78464A664 431,441 9,132,960 SH   DFND 2,12,20 8,607,117 0 525,843
SPDR SER TR PORTFOLIO S&P500 78464A854 31,038 1,026,058 SH   DFND 12 1,026,058 0 0
ASSETMARK FINL HLDGS INC COM 04546L106 5,591 274,198 SH   DFND 2,5,8,20 274,198 0 0
SPDR SER TR PORTFOLIO SH TSR 78468R101 100,706 3,278,180 SH   DFND 1,2 3,278,180 0 0
SPDR SER TR PORTFOLIO SHORT 78464A474 265,426 8,774,406 SH   DFND 1,2,20 1,080,404 0 7,694,002
SPDR SER TR S&P 600 SML CAP 78464A813 7,511 155,093 SH   DFND 20 0 0 155,093
SPDR SER TR S&P DIVID ETF 78464A763 6,070 76,006 SH   DFND 1 71,219 0 4,787
SPDR SER TR S&P REGL BKG 78464A698 629 19,311 SH   DFND 20 19,311 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 380 4,144 SH   DFND 2,12 4,144 0 0
SPDR SER TR WELLS FG PFD ETF 78464A292 780 19,898 SH   DFND 1 19,898 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 22,256 611,925 SH   DFND 2,5,8,12,13,20 551,341 271 60,313
SPECTRUM PHARMACEUTICALS INC COM 84763A108 12,238 5,252,365 SH   DFND 2,5,8,20 4,841,458 0 410,907
SPERO THERAPEUTICS INC COM 84833T103 2,250 278,443 SH   DFND 2,20 240,792 0 37,651
ASSOCIATED BANC CORP COM 045487105 70,076 5,478,950 SH   DFND 2,5,6,8,11,12,13,20 5,278,105 1,561 199,284
SPIRE INC COM 84857L101 135,913 1,811,305 SH   DFND 2,5,6,8,11,13,19,20 1,635,149 439 175,717
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 89,431 3,735,693 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,150,998 148,175 436,520
SPIRIT AIRLS INC COM 848577102 17,748 1,376,903 SH   DFND 2,5,8,13,20 1,151,661 0 225,242
SPIRIT OF TEX BANCSHARES INC COM 84861D103 2,615 252,935 SH   DFND 2,20 192,777 0 60,158
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 101,874 3,808,765 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,535,755 28,753 244,257
SPLUNK INC COM 848637104 418,947 3,318,920 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,915,731 74,228 328,961
SPLUNK INC NOTE 0.500% 9/1 848637AC8 38,255 35,703,000 SH   DFND 2,5 35,703,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 27,377 24,900,000 SH   DFND 2,5 24,900,000 0 0
SPOK HLDGS INC COM 84863T106 6,818 637,834 SH   DFND 2,5,6,20 575,602 0 62,232
SPORTSMANS WHSE HLDGS INC COM 84920Y106 4,566 741,167 SH   DFND 2,5,20 607,928 0 133,239
ASSOCIATED CAP GROUP INC CL A 045528106 1,345 43,943 SH   DFND 2,20 35,259 0 8,684
SPOTIFY TECHNOLOGY S A SHS L8681T102 164,873 1,357,646 SH   DFND 2,5,8,10,12,13,19,20 1,355,546 0 2,100
SPRINGWORKS THERAPEUTICS INC COM 85205L107 4,682 173,419 SH   DFND 2,20 173,419 0 0
SPRINT CORPORATION COM 85207U105 185,020 21,464,007 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,027,594 385,988 2,050,425
SPROUT SOCIAL INC COM CL A 85209W109 2,194 137,448 SH   DFND 2,20 137,448 0 0
SPROUTS FMRS MKT INC COM 85208M102 59,335 3,191,755 SH   DFND 2,5,6,8,11,12,13,19,20 3,030,679 900 160,176
SPS COMMERCE INC COM 78463M107 51,565 1,108,676 SH   DFND 2,5,8,13,20 982,820 200 125,656
SPX CORP COM 784635104 43,943 1,346,304 SH   DFND 2,5,8,20 1,192,253 951 153,100
SPX FLOW INC COM 78469X107 37,196 1,308,806 SH   DFND 2,5,8,12,20 1,154,022 951 153,833
SQUARE INC CL A 852234103 376,465 7,187,181 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,289,717 169,210 728,254
SQUARE INC NOTE 0.500% 5/1 852234AD5 25,977 25,185,000 SH   DFND 2,5 25,185,000 0 0
ASSURANT INC COM 04621X108 317,619 3,051,393 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,717,074 67,888 266,431
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 207,078 4,725,647 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,112,315 107,730 505,602
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 2,073 51,800 SH   DFND 10 0 0 51,800
SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 43,911 1,596,763 SH   DFND 1 1,492,978 54,031 49,754
SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 553 28,924 SH   DFND 1 28,924 0 0
ST JOE CO COM 790148100 17,060 1,016,689 SH   DFND 2,5,8,13,20 898,064 0 118,625
STAAR SURGICAL CO COM PAR $0.01 852312305 35,188 1,090,772 SH   DFND 2,5,8,20 936,942 97 153,733
STAG INDL INC COM 85254J102 113,908 5,032,481 SH   DFND 2,5,8,10,19,20 4,345,894 42,913 643,674
STAGE STORES INC COM NEW 85254C305 6 15,674 SH   DFND 20 15,674 0 0
STAMPS COM INC COM NEW 852857200 75,716 582,072 SH   DFND 2,5,8,13,20 522,450 200 59,422
STANDARD DIVERSIFIED INC COM CL A 85336L109 212 19,430 SH   DFND 2 19,430 0 0
ASSURED GUARANTY LTD COM G0585R106 45,954 1,781,870 SH   DFND 2,5,8,10,12,13,19,20 1,664,048 806 117,016
STANDARD MTR PRODS INC COM 853666105 28,333 681,582 SH   DFND 2,5,8,20 605,233 800 75,549
STANDEX INTL CORP COM 854231107 21,229 433,063 SH   DFND 2,5,8,20 389,504 14 43,545
STANLEY BLACK & DECKER INC COM 854502101 694,111 6,941,114 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,286,733 103,760 550,621
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 12,338 171,129 SH   DFND 2 171,129 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 11,450 163,500 SH   DFND 2 163,500 0 0
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 490 86,853 SH   DFND 2 86,853 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 790 102,627 SH   DFND 5,8,20 102,627 0 0
STARBUCKS CORP COM 855244109 3,381,914 51,443,782 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,304,651 823,257 4,315,874
STARS GROUP INC COM 85570W100 3,088 151,220 SH   DFND 20 151,220 0 0
STARTEK INC COM 85569C107 1,127 299,825 SH   DFND 2,20 299,825 0 0
ASTEC INDS INC COM 046224101 25,306 723,646 SH   DFND 2,5,8,20 643,939 463 79,244
STARWOOD PPTY TR INC COM 85571B105 47,418 4,422,488 SH   DFND 2,5,8,12,13,19,20 4,049,306 2,400 370,782
STATE AUTO FINL CORP COM 855707105 10,060 362,008 SH   DFND 2,5,8,20 298,114 0 63,894
STATE STR CORP COM 857477103 934,656 17,376,819 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 13,836,671 2,368,703 1,171,445
STEALTHGAS INC SHS Y81669106 149 74,435 SH   DFND 2 74,435 0 0
STEEL CONNECT INC COM 858098106 21 27,998 SH   DFND 20 27,998 0 0
STEEL DYNAMICS INC COM 858119100 199,228 8,744,794 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,953,757 172,823 618,214
STEELCASE INC CL A 858155203 18,870 1,911,885 SH   DFND 2,5,8,20 1,603,986 1,300 306,599
STEIN MART INC COM 858375108 8 17,338 SH   DFND 20 17,338 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 10,658 2,202,069 SH   DFND 2,5,8,20 2,059,065 0 143,004
STEPAN CO COM 858586100 125,176 1,415,054 SH   DFND 2,5,8,20 1,342,770 24 72,260
ASTRAZENECA PLC SPONSORED ADR 046353108 3,840 85,988 SH   DFND 1,20 85,988 0 0
STERICYCLE INC COM 858912108 103,842 2,137,554 SH   DFND 2,5,6,8,11,12,13,20 2,023,086 1,151 113,317
STERIS PLC SHS USD G8473T100 513,916 3,671,585 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,671,585 0 0
STERLING BANCORP DEL COM 85917A100 69,610 6,661,247 SH   DFND 2,5,6,8,11,13,20 6,382,957 2,059 276,231
STERLING BANCORP INC COM 85917W102 1,629 378,872 SH   DFND 2,5,20 325,440 0 53,432
STERLING CONSTRUCTION CO INC COM 859241101 5,078 534,514 SH   DFND 2,5,8,20 448,354 0 86,160
STEWART INFORMATION SVCS COR COM 860372101 21,595 809,715 SH   DFND 2,5,8,20 726,588 200 82,927
STIFEL FINL CORP COM 860630102 89,897 2,177,740 SH   DFND 2,5,6,8,11,13,20 1,938,818 861 238,061
STITCH FIX INC COM CL A 860897107 13,015 1,024,795 SH   DFND 2,5,8,20 1,024,795 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 5,439 254,499 SH   DFND 2,20 254,499 0 0
STOCK YDS BANCORP INC COM 861025104 12,852 440,216 SH   DFND 2,5,8,20 365,972 591 73,653
ACACIA RESH CORP ACACIA TCH COM 003881307 2,038 918,166 SH   DFND 2,5,20 758,358 0 159,808
ASTRONICS CORP COM 046433108 11,013 1,199,666 SH   DFND 2,5,8,20 1,094,084 1,240 104,342
STOKE THERAPEUTICS INC COM 86150R107 6,739 294,281 SH   DFND 2,5,20 294,281 0 0
STONERIDGE INC COM 86183P102 9,129 545,029 SH   DFND 2,5,8,20 455,096 0 89,933
STORE CAP CORP COM 862121100 107,262 5,813,456 SH   DFND 2,5,8,10,12,19,20 5,222,856 62,345 528,255
STRATASYS LTD SHS M85548101 17,017 1,066,881 SH   DFND 2,5,8,10,20 890,867 0 176,014
STRATEGIC ED INC COM 86272C103 96,728 692,103 SH   DFND 2,5,8,20 609,325 190 82,588
STRATUS PPTYS INC COM NEW 863167201 1,730 97,823 SH   DFND 2,20 78,989 0 18,834
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 1,431 756,940 SH   DFND 2,20 756,940 0 0
STRYKER CORP COM 863667101 2,307,526 13,812,677 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,372,933 245,390 1,194,354
STURM RUGER & CO INC COM 864159108 26,276 516,133 SH   DFND 2,5,20 467,390 0 48,743
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 1,847 385,654 SH   DFND 1,20 385,654 0 0
ASTRONOVA INC COM 04638F108 920 117,559 SH   DFND 2,20 117,559 0 0
SUMMIT FINL GROUP INC COM 86606G101 4,139 195,148 SH   DFND 2,5,20 162,765 0 32,383
SUMMIT HOTEL PPTYS INC COM 866082100 27,716 6,567,708 SH   DFND 2,5,8,10,20 6,072,922 29,106 465,680
SUMMIT MATLS INC CL A 86614U100 35,167 2,344,481 SH   DFND 2,5,8,20 1,947,199 2,052 395,230
SUN CMNTYS INC COM 866674104 549,091 4,371,563 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,123,605 26,657 221,301
SUNCOKE ENERGY INC COM 86722A103 17,258 4,482,536 SH   DFND 2,5,8,13,20 4,224,146 2,348 256,042
SUNESIS PHARMACEUTICALS INC COM 867328700 5 12,201 SH   DFND 20 12,201 0 0
SUNNOVA ENERGY INTL INC COM 86745K104 5,853 581,253 SH   DFND 2,20 581,253 0 0
SUNOPTA INC COM 8676EP108 56 32,741 SH   DFND 2,5 32,741 0 0
SUNPOWER CORP COM 867652406 17,129 3,378,498 SH   DFND 2,5,8,20 3,114,126 0 264,372
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 118 125,000 SH   DFND 2 125,000 0 0
AT HOME GROUP INC COM 04650Y100 2,750 1,361,569 SH   DFND 2,5,8,20 1,194,414 0 167,155
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 15,602 19,570,000 SH   DFND 2 19,570,000 0 0
SUNRUN INC COM 86771W105 31,799 3,148,408 SH   DFND 2,5,8,20 2,777,926 0 370,482
SUNSTONE HOTEL INVS INC NEW COM 867892101 82,512 9,421,700 SH   DFND 2,5,8,10,13,20 8,281,784 64,737 1,075,179
SUPERIOR GRP OF COMPANIES IN COM 868358102 1,511 178,600 SH   DFND 2,20 148,483 0 30,117
SUPERIOR INDS INTL INC COM 868168105 31 26,092 SH   DFND 20 26,092 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 33,217 1,846,437 SH   DFND 2,5,8,20 1,659,671 300 186,466
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 9,689 11,900,000 SH   DFND 2,5 11,900,000 0 0
SURGERY PARTNERS INC COM 86881A100 3,023 462,980 SH   DFND 2,5,8,20 381,359 0 81,621
SURMODICS INC COM 868873100 16,571 497,340 SH   DFND 2,5,8,20 453,347 0 43,993
SUTRO BIOPHARMA INC COM 869367102 1,822 178,605 SH   DFND 2,20 154,165 0 24,440
AT&T INC COM 00206R102 8,629,314 296,031,342 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 264,727,738 5,250,751 26,052,853
SUZANO S A SPON ADS 86959K105 3,182 463,198 SH   DFND 2,10,19,20 463,198 0 0
SVB FINANCIAL GROUP COM 78486Q101 392,233 2,596,197 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,386,492 34,225 175,480
SVMK INC COM 78489X103 22,881 1,693,640 SH   DFND 2,5,8,20 1,499,766 0 193,874
SWITCH INC CL A 87105L104 10,704 741,791 SH   DFND 2,5,8,20 684,482 0 57,309
SYKES ENTERPRISES INC COM 871237103 35,952 1,325,657 SH   DFND 2,5,8,20 1,185,303 129 140,225
SYNALLOY CP DEL COM 871565107 1,185 135,729 SH   DFND 2,20 109,000 0 26,729
SYNAPTICS INC COM 87157D109 74,283 1,283,625 SH   DFND 2,5,6,8,11,20 1,163,135 224 120,266
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 15,527 14,950,000 SH   DFND 2,5 14,950,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,233 732,224 SH   DFND 2,5,20 732,224 0 0
SYNCHRONY FINL COM 87165B103 420,398 26,127,917 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,342,383 650,629 2,134,905
ATARA BIOTHERAPEUTICS INC COM 046513107 19,111 2,245,710 SH   DFND 2,5,8,20 2,074,929 0 170,781
SYNDAX PHARMACEUTICALS INC COM 87164F105 4,826 439,902 SH   DFND 2,20 374,727 0 65,175
SYNEOS HEALTH INC CL A 87166B102 78,148 1,982,438 SH   DFND 2,5,6,8,11,13,20 1,761,627 500 220,311
SYNLOGIC INC COM 87166L100 521 302,915 SH   DFND 2,20 245,551 0 57,364
SYNNEX CORP COM 87162W100 73,544 1,006,073 SH   DFND 2,5,6,8,11,12,13,20 964,306 364 41,403
SYNOPSYS INC COM 871607107 849,944 6,599,460 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,840,759 162,369 596,332
SYNOVUS FINL CORP COM NEW 87161C501 93,486 5,223,302 SH   DFND 2,5,6,8,11,13,20 5,032,174 1,890 189,238
SYROS PHARMACEUTICALS INC COM 87184Q107 3,873 653,131 SH   DFND 2,5,20 531,482 0 121,649
SYSCO CORP COM 871829107 1,204,671 26,400,859 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,068,407 409,766 1,922,686
SYSTEMAX INC COM 871851101 4,825 272,112 SH   DFND 2,5,8,20 223,235 0 48,877
T MOBILE US INC COM 872590104 1,303,847 15,540,491 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,650,918 222,450 667,123
ATHENE HLDG LTD CL A G0684D107 91,070 3,669,203 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,120,504 192,159 356,540
T2 BIOSYSTEMS INC COM 89853L104 14 21,700 SH   DFND 20 21,700 0 0
TABULA RASA HEALTHCARE INC COM 873379101 32,184 615,488 SH   DFND 2,5,8,20 549,436 0 66,052
TACTILE SYS TECHNOLOGY INC COM 87357P100 27,832 693,031 SH   DFND 2,5,8,20 629,886 0 63,145
TAILORED BRANDS INC COM 87403A107 2,734 1,571,069 SH   DFND 2,5,20 1,400,653 0 170,416
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 122,598 2,544,804 SH   DFND 1,2,5,8,10,13,19,20 2,240,254 0 304,550
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 658,757 5,553,974 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,054,591 56,646 442,737
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 737 48,527 SH   DFND 1,20 48,527 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 483,183 9,072,161 SH   DFND 1,2,5,8,10,11,12,13,19,20 7,393,585 180,200 1,498,376
TALEND S A ADS 874224207 574 25,570 SH   DFND 2 25,570 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 6,029 366,290 SH   DFND 5,8,20 332,428 2,000 31,862
ATHENEX INC COM 04685N103 19,109 2,468,820 SH   DFND 2,5,8,20 2,251,075 0 217,745
TALOS ENERGY INC COM 87484T108 5,473 951,826 SH   DFND 2,5,20 877,133 0 74,693
TANDEM DIABETES CARE INC COM NEW 875372203 84,405 1,311,652 SH   DFND 2,5,8,13,20 1,114,207 0 197,445
TANGER FACTORY OUTLET CTRS I COM 875465106 26,363 5,272,600 SH   DFND 2,5,8,10,12,20 4,856,229 25,842 390,529
TAPESTRY INC COM 876030107 192,267 14,846,841 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,759,623 267,548 1,819,670
TARGA RES CORP COM 87612G101 45,928 6,646,619 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,981,844 104,792 559,983
TARGET CORP COM 87612E106 3,797,611 40,847,704 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,384,664 16,087,561 2,375,479
TARGET HOSPITALITY CORP COM 87615L107 1,205 605,436 SH   DFND 2,5,20 605,436 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 384 6,270 SH   DFND 5,8,10,20 6,270 0 0
TATA MTRS LTD SPONSORED ADR 876568502 15,351 3,252,408 SH   DFND 1,2,5,8,12,13,19,20 3,195,917 0 56,491
TAUBMAN CTRS INC COM 876664103 120,095 2,867,592 SH   DFND 2,5,6,8,10,11,13,20 2,703,533 16,973 147,086
ATHERSYS INC NEW COM 04744L106 8,503 2,834,191 SH   DFND 2,6,20 2,365,767 0 468,424
TAYLOR MORRISON HOME CORP COM 87724P106 56,301 5,118,297 SH   DFND 2,5,6,8,11,20 4,658,390 1,500 458,407
TCF FINANCIAL CORPORATION NE COM 872307103 107,760 4,755,533 SH   DFND 2,5,6,8,11,13,20 4,755,533 0 0
TCR2 THERAPEUTICS INC COM 87808K106 1,572 203,155 SH   DFND 2,20 203,155 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 260,350 7,511,546 SH   DFND 2,5,6,8,10,12,13,19,20 6,453,788 267,678 790,080
TE CONNECTIVITY LTD REG SHS H84989104 823,411 13,074,160 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,872,753 231,435 969,972
TEAM INC COM 878155100 6,469 995,198 SH   DFND 2,5,8,20 889,977 573 104,648
TECH DATA CORP COM 878237106 157,373 1,202,698 SH   DFND 2,5,6,8,11,12,13,20 1,074,649 315 127,734
TECHNIPFMC PLC COM G87110105 155,357 22,639,204 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,995,218 131,394 2,512,592
TECHTARGET INC COM 87874R100 14,112 684,736 SH   DFND 2,5,8,20 605,133 0 79,603
TEEKAY CORPORATION COM Y8564W103 4,443 1,405,977 SH   DFND 2,5,20 1,172,396 0 233,581
ATKORE INTL GROUP INC COM 047649108 20,598 977,606 SH   DFND 2,5,8,20 818,326 0 159,280
TEEKAY TANKERS LTD CL A Y8565N300 9,444 424,621 SH   DFND 2,5,20 424,621 0 0
TEGNA INC COM 87901J105 100,937 9,231,970 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,460,737 1,629 769,604
TEJON RANCH CO COM 879080109 5,753 409,203 SH   DFND 2,5,8,20 335,262 936 73,005
TELADOC HEALTH INC COM 87918A105 230,542 1,487,275 SH   DFND 2,5,8,13,19,20 1,233,278 650 253,347
TELARIA INC COM 879181105 4,915 819,180 SH   DFND 2,5,20 686,202 0 132,978
TELECOM ARGENTINA S A SPON ADR REP B 879273209 23,586 2,558,096 SH   DFND 2,5,8,10,12,13,19,20 2,558,096 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 450,023 1,513,854 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,465,520 388 47,946
TELEFLEX INCORPORATED COM 879369106 560,821 1,914,980 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,795,267 29,849 89,864
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 29,830 3,015,839 SH   DFND 1,2,5,10,13,19,20 2,771,814 180,504 63,521
TELENAV INC COM 879455103 4,244 982,467 SH   DFND 2,5,20 885,760 0 96,707
ATLANTIC CAP BANCSHARES INC COM 048269203 5,972 503,076 SH   DFND 2,5,8,20 421,658 0 81,418
TELEPHONE & DATA SYS INC COM NEW 879433829 186,174 11,108,225 SH   DFND 2,5,6,8,11,12,13,20 10,975,540 647 132,038
TELIGENT INC NEW COM 87960W104 9 32,800 SH   DFND 20 32,800 0 0
TELLURIAN INC NEW COM 87968A104 3,499 3,871,542 SH   DFND 2,5,8,20 3,550,200 0 321,342
TEMPUR SEALY INTL INC COM 88023U101 60,446 1,382,886 SH   DFND 2,5,6,8,11,13,20 1,321,280 372 61,234
TENABLE HLDGS INC COM 88025T102 18,795 859,775 SH   DFND 2,5,8,20 736,077 0 123,698
TENARIS S A SPONSORED ADS 88031M109 450 37,334 SH   DFND 1,20 37,334 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 18,851 1,873,906 SH   DFND 2,5,8,10,11,12,13,19,20 1,873,906 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 49,551 3,441,032 SH   DFND 1,2,5,6,8,11,12,13,20 3,079,987 681 360,364
TENNANT CO COM 880345103 31,662 546,363 SH   DFND 2,5,8,20 481,664 278 64,421
TENNECO INC CL A VTG COM STK 880349105 3,762 1,044,988 SH   DFND 2,5,8,12,13,20 864,358 623 180,007
ACADIA HEALTHCARE COMPANY IN COM 00404A109 41,551 2,264,334 SH   DFND 2,5,6,8,11,13,20 2,152,771 1,700 109,863
ATLANTIC POWER CORP COM NEW 04878Q863 4,745 2,217,499 SH   DFND 2,5,20 1,851,170 0 366,329
TERADATA CORP DEL COM 88076W103 58,748 2,867,151 SH   DFND 1,2,5,6,8,11,13,19,20 2,706,598 1,664 158,889
TERADYNE INC COM 880770102 305,302 5,635,997 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,413,226 1,574 221,197
TERADYNE INC NOTE 1.250%12/1 880770AG7 23,308 13,003,000 SH   DFND 2,5 13,003,000 0 0
TEREX CORP NEW COM 880779103 31,702 2,207,633 SH   DFND 2,5,6,8,11,12,13,20 2,117,462 695 89,476
TERNIUM SA SPONSORED ADS 880890108 4,813 404,417 SH   DFND 2,5,13,20 404,417 0 0
TERRAFORM PWR INC COM CL A 88104R209 29,261 1,855,503 SH   DFND 2,5,8,20 1,579,353 0 276,150
TERRENO RLTY CORP COM 88146M101 118,511 2,278,394 SH   DFND 2,5,8,10,19,20 1,971,286 18,552 288,556
TERRITORIAL BANCORP INC COM 88145X108 5,262 214,319 SH   DFND 2,5,6,13,20 185,993 0 28,326
TESLA INC COM 88160R101 1,622,226 3,095,851 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,713,578 68,859 313,414
TESLA INC NOTE 1.250% 3/0 88160RAC5 58,863 37,615,000 SH   DFND 2,5 37,615,000 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 45,747 2,088,919 SH   DFND 2,5,8,20 2,088,919 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 95,841 52,260,000 SH   DFND 2,5 52,260,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 45,027 26,275,000 SH   DFND 2,5 26,275,000 0 0
TESSCO TECHNOLOGIES INC COM 872386107 549 112,168 SH   DFND 2,20 112,168 0 0
TETRA TECH INC NEW COM 88162G103 122,825 1,739,245 SH   DFND 2,5,6,8,11,13,19,20 1,548,759 472 190,014
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,212 3,788,357 SH   DFND 2,5,20 3,346,353 0 442,004
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 12,365 13,257,000 SH   DFND 2,5 13,257,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 138,319 15,402,985 SH   DFND 1,2,5,6,8,10,12,13,19,20 14,379,162 148,936 874,887
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 42,118 1,899,759 SH   DFND 2,5,6,8,11,13,20 1,833,294 800 65,665
TEXAS INSTRS INC COM 882508104 4,084,587 40,874,487 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 36,058,656 1,131,404 3,684,427
TEXAS PAC LD TR SUB CTF PROP I T 882610108 5,417 14,256 SH   DFND 5,8,20 12,752 100 1,404
ATLANTICA YIELD PLC SHS G0751N103 5,363 240,473 SH   DFND 2,5,20 240,473 0 0
TEXAS ROADHOUSE INC COM 882681109 86,648 2,098,022 SH   DFND 2,5,6,8,11,13,20 1,862,459 800 234,763
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 7,395 899,645 SH   DFND 2,5,20 730,570 0 169,075
TEXTRON INC COM 883203101 281,357 10,541,579 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,888,735 118,489 534,355
TFS FINL CORP COM 87240R107 12,475 816,964 SH   DFND 2,5,6,8,20 741,639 0 75,325
TG THERAPEUTICS INC COM 88322Q108 34,387 3,494,653 SH   DFND 2,5,8,20 3,198,587 0 296,066
THE REALREAL INC COM 88339P101 6,255 892,361 SH   DFND 2,5,8,20 892,361 0 0
THE TRADE DESK INC COM CL A 88339J105 98,605 510,909 SH   DFND 2,5,8,13,19,20 468,334 400 42,175
THERAPEUTICSMD INC COM 88338N107 5,799 5,470,534 SH   DFND 2,5,8,20 4,682,905 0 787,629
THERAVANCE BIOPHARMA INC COM G8807B106 24,387 1,055,268 SH   DFND 2,5,8,20 874,721 882 179,665
THERMO FISHER SCIENTIFIC INC COM 883556102 4,684,029 16,503,764 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,835,253 279,792 1,388,719
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 24,216 943,364 SH   DFND 2,5,8,20 865,697 0 77,667
THERMON GROUP HLDGS INC COM 88362T103 10,180 675,547 SH   DFND 2,5,8,20 561,683 0 113,864
THIRD PT REINS LTD COM G8827U100 19,276 2,601,361 SH   DFND 2,5,8,20 2,337,026 0 264,335
THOMSON REUTERS CORP COM NEW 884903709 791 11,657 SH   DFND 20 2,125 9,532 0
THOR INDS INC COM 885160101 55,812 1,323,180 SH   DFND 2,5,6,8,11,13,20 1,252,763 3,845 66,572
TIDEWATER INC NEW COM 88642R109 6,280 886,982 SH   DFND 2,5,8,20 756,761 0 130,221
TIFFANY & CO NEW COM 886547108 600,708 4,618,388 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,152,102 77,563 388,723
TILLYS INC CL A 886885102 1,449 350,949 SH   DFND 2,20 277,767 0 73,182
TILRAY INC COM CL 2 88688T100 277 40,332 SH   DFND 5,20 40,332 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 3,280 9,697,000 SH   DFND 2 9,697,000 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 10,990 903,756 SH   DFND 2,10,20 787,049 64,969 51,738
ATLAS CORP SHS Y0436Q109 13,890 1,806,199 SH   DFND 2,5,13,20 1,806,199 0 0
TIMBERLAND BANCORP INC COM 887098101 2,296 125,528 SH   DFND 2,20 102,530 0 22,998
TIMKEN CO COM 887389104 55,600 1,719,218 SH   DFND 2,5,6,8,11,12,20 1,633,825 1,191 84,202
TIMKENSTEEL CORP COM 887399103 4,278 1,324,359 SH   DFND 2,5,8,20 1,180,543 1,545 142,271
TIPTREE INC COM 88822Q103 2,327 445,808 SH   DFND 2,20 366,110 0 79,698
TITAN INTL INC ILL COM 88830M102 2,367 1,522,246 SH   DFND 2,5,20 1,357,368 0 164,878
TITAN MACHY INC COM 88830R101 3,143 361,724 SH   DFND 2,5,8,20 297,731 0 63,993
TIVITY HEALTH INC COM 88870R102 11,383 1,809,624 SH   DFND 2,5,8,20 1,645,252 1,282 163,090
TIVO CORP COM 88870P106 30,177 4,262,244 SH   DFND 2,5,8,20 3,829,419 1,794 431,031
TJX COS INC NEW COM 872540109 2,713,044 56,746,381 SH   DFND 2,5,6,8,10,11,12,13,19,20 50,490,619 1,671,246 4,584,516
TOCAGEN INC COM 888846102 430 352,565 SH   DFND 2,20 271,375 0 81,190
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 6 18,350 SH   DFND 20 18,350 0 0
TOLL BROTHERS INC COM 889478103 74,232 3,856,183 SH   DFND 2,5,6,8,11,12,13,19,20 3,682,607 1,126 172,450
TOMPKINS FINANCIAL CORPORATI COM 890110109 31,857 443,686 SH   DFND 2,5,8,20 392,888 0 50,798
TOOTSIE ROLL INDS INC COM 890516107 20,807 578,607 SH   DFND 2,5,6,8,11,20 521,172 748 56,687
TOPBUILD CORP COM 89055F103 84,019 1,172,796 SH   DFND 2,5,8,20 1,053,213 340 119,243
TORCHLIGHT ENERGY RES INC COM 89102U103 6 15,300 SH   DFND 20 15,300 0 0
TORO CO COM 891092108 177,155 2,711,384 SH   DFND 2,5,6,8,11,13,19,20 2,562,770 972 147,642
TORONTO DOMINION BK ONT COM NEW 891160509 391 9,229 SH   DFND 20 9,229 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 5 10,900 SH   DFND 20 10,900 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 25,996 1,422,977 SH   DFND 2,5,8,20 1,181,018 1,500 240,459
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 3,190 26,597 SH   DFND 1,2,20 26,597 0 0
ATLASSIAN CORP PLC CL A G06242104 181,258 1,320,544 SH   DFND 2,5,8,10,12,13,19,20 1,224,018 0 96,526
TPG RE FIN TR INC COM 87266M107 8,245 1,501,852 SH   DFND 2,5,8,20 1,329,738 0 172,114
TPI COMPOSITES INC COM 87266J104 9,763 660,584 SH   DFND 2,5,8,20 559,755 0 100,829
TRACTOR SUPPLY CO COM 892356106 457,055 5,405,735 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,812,648 189,180 403,907
TRADEWEB MKTS INC CL A 892672106 22,282 530,027 SH   DFND 2,5,8,20 530,027 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 879,895 10,653,770 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,653,770 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 2 11,625 SH   DFND 20 11,625 0 0
TRANSCAT INC COM 893529107 3,564 134,501 SH   DFND 2,5,20 134,501 0 0
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 497 24,242 SH   DFND 2,20 21,256 0 2,986
TRANSDIGM GROUP INC COM 893641100 669,863 2,092,079 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,888,565 38,279 165,235
TRANSENTERIX INC COM 89366M300 100 284,185 SH   DFND 2,5,20 284,185 0 0
ATMOS ENERGY CORP COM 049560105 881,863 8,887,062 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,435,163 149,541 302,358
TRANSLATE BIO INC COM 89374L104 7,110 713,107 SH   DFND 2,5,6,8,20 618,497 0 94,610
TRANSMEDICS GROUP INC COM 89377M109 2,831 234,394 SH   DFND 2,20 234,394 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 8,306 23,225,000 SH   DFND 2,5 23,225,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 18,481 15,932,229 SH   DFND 2,5,6,8,11,13,20 15,103,443 0 828,786
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1,441 313,254 SH   DFND 2,5,20 313,254 0 0
TRANSUNION COM 89400J107 259,330 3,918,548 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,451,499 89,005 378,044
TRAVELERS COMPANIES INC COM 89417E109 1,731,143 17,424,692 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,637,886 286,223 6,500,583
TRAVELZOO COM NEW 89421Q205 309 78,720 SH   DFND 2,20 62,137 0 16,583
TRECORA RES COM 894648104 2,495 419,398 SH   DFND 2,5,20 350,608 0 68,790
TREDEGAR CORP COM 894650100 13,076 830,317 SH   DFND 2,5,8,20 729,341 1,576 99,400
ATN INTL INC COM 00215F107 24,687 419,292 SH   DFND 2,5,8,20 378,114 0 41,178
TREEHOUSE FOODS INC COM 89469A104 60,224 1,364,083 SH   DFND 2,5,6,8,11,12,13,20 1,291,494 871 71,718
TREVENA INC COM 89532E109 14 24,531 SH   DFND 20 24,531 0 0
TREX CO INC COM 89531P105 166,724 2,080,415 SH   DFND 2,5,6,8,11,13,19,20 1,872,224 600 207,591
TRI POINTE GROUP INC COM 87265H109 48,033 5,477,018 SH   DFND 2,5,6,8,10,11,20 4,979,920 864 496,234
TRIBUNE PUBG CO NEW COM 89609W107 4,385 540,653 SH   DFND 2,5,20 475,708 0 64,945
TRICIDA INC COM 89610F101 10,872 494,166 SH   DFND 2,5,8,20 414,506 0 79,660
TRICO BANCSHARES COM 896095106 17,404 583,630 SH   DFND 2,5,8,20 489,571 0 94,059
TRIMAS CORP COM NEW 896215209 22,482 973,253 SH   DFND 2,5,8,20 806,315 200 166,738
TRIMBLE INC COM 896239100 266,350 8,367,884 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,406,858 162,502 798,524
TRINET GROUP INC COM 896288107 34,224 908,770 SH   DFND 2,5,8,20 752,069 0 156,701
ATRECA INC CL A COM 04965G109 4,682 282,909 SH   DFND 2,5,20 282,909 0 0
TRINITY INDS INC COM 896522109 46,314 2,882,032 SH   DFND 2,5,6,8,11,13,20 2,460,123 2,358 419,551
TRINSEO S A SHS L9340P101 25,890 1,429,587 SH   DFND 2,5,8,12,20 1,286,675 800 142,112
TRIP COM GROUP LTD ADS 89677Q107 239,265 10,203,181 SH   DFND 1,2,5,8,10,11,12,13,19,20 10,203,181 0 0
TRIP COM GROUP LTD DBCV 1.990% 7/0 22943FAH3 11,666 11,915,000 SH   DFND 2,5 11,915,000 0 0
TRIP COM GROUP LTD NOTE 1.000% 7/0 22943FAF7 19,040 19,517,000 SH   DFND 2,5 19,517,000 0 0
TRIPADVISOR INC COM 896945201 60,645 3,487,322 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,119,187 71,043 297,092
TRIPLE-S MGMT CORP CL B 896749108 8,815 625,183 SH   DFND 2,5,8,20 542,291 0 82,892
TRISTATE CAP HLDGS INC COM 89678F100 6,109 631,767 SH   DFND 2,5,8,20 526,171 0 105,596
TRITON INTL LTD CL A G9078F107 32,006 1,237,191 SH   DFND 2,5,8,20 1,025,648 12,500 199,043
TRIUMPH BANCORP INC COM 89679E300 20,755 798,286 SH   DFND 2,5,8,20 719,795 0 78,491
ACADIA PHARMACEUTICALS INC COM 004225108 170,787 4,042,296 SH   DFND 2,5,8,13,19,20 3,645,030 1,700 395,566
ATRICURE INC COM 04963C209 32,146 957,005 SH   DFND 2,5,8,20 823,363 0 133,642
TRIUMPH GROUP INC NEW COM 896818101 18,373 2,717,937 SH   DFND 2,5,8,20 2,520,595 202 197,140
TRIVAGO N V SPON ADS A SHS 89686D105 23 15,888 SH   DFND 2 15,888 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 9,322 1,871,823 SH   DFND 2,5,20 1,871,823 0 0
TRUEBLUE INC COM 89785X101 16,831 1,319,051 SH   DFND 2,5,8,20 1,182,992 1,702 134,357
TRUECAR INC COM 89785L107 5,187 2,143,193 SH   DFND 2,5,8,20 1,777,608 0 365,585
TRUIST FINL CORP COM 89832Q109 1,776,244 57,595,449 SH   DFND 2,5,6,8,10,11,12,13,19,20 57,595,449 0 0
TRUPANION INC COM 898202106 15,037 577,666 SH   DFND 2,5,8,20 481,509 0 96,157
TRUSTCO BK CORP N Y COM 898349105 17,225 3,145,238 SH   DFND 2,5,8,20 2,805,630 1,400 338,208
TRUSTMARK CORP COM 898402102 55,270 2,372,112 SH   DFND 2,5,6,8,11,20 2,146,179 895 225,038
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 375 115,128 SH   DFND 2,20 115,128 0 0
ATRION CORP COM 049904105 31,344 48,221 SH   DFND 2,5,6,8,20 43,122 0 5,099
TTEC HLDGS INC COM 89854H102 19,584 528,464 SH   DFND 2,5,8,20 470,116 0 58,348
TTM TECHNOLOGIES INC COM 87305R109 35,454 3,428,857 SH   DFND 2,5,8,20 3,091,320 700 336,837
TUCOWS INC COM NEW 898697206 9,094 188,440 SH   DFND 2,5,8,20 156,638 0 31,802
TUESDAY MORNING CORP COM NEW 899035505 22 37,344 SH   DFND 20 37,344 0 0
TUNIU CORP SPONSORED ADS A 89977P106 99 99,652 SH   DFND 2 99,652 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,872 1,772,639 SH   DFND 2,5,8,13,20 1,586,354 765 185,520
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 328 70,507 SH   DFND 20 70,507 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 47,729 1,068,714 SH   DFND 2,5,8,20 1,068,714 0 0
TURNING PT BRANDS INC COM 90041L105 3,281 155,066 SH   DFND 2,5,20 132,567 0 22,499
TUTOR PERINI CORP COM 901109108 5,468 813,750 SH   DFND 2,5,8,12,20 671,846 800 141,104
AUDIOCODES LTD ORD M15342104 455 19,026 SH   DFND 2,20 19,026 0 0
TWILIO INC CL A 90138F102 221,475 2,474,863 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,359,843 1,500 113,520
TWILIO INC NOTE 0.250% 6/0 90138FAB8 22,043 15,705,000 SH   DFND 2,5 15,705,000 0 0
TWIN DISC INC COM 901476101 1,140 163,378 SH   DFND 2,20 123,569 0 39,809
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 5,039 387,350 SH   DFND 2,5,8,20 387,350 0 0
TWIST BIOSCIENCE CORP COM 90184D100 29,331 959,140 SH   DFND 2,5,8,20 900,514 0 58,626
TWITTER INC COM 90184L102 875,646 35,653,348 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,652,550 490,491 2,510,307
TWITTER INC NOTE 0.250% 6/1 90184LAF9 29,491 32,985,000 SH   DFND 2,5 32,985,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 25,792 27,110,000 SH   DFND 2,5 27,110,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 15,998 4,199,021 SH   DFND 2,5,8,13,19,20 3,845,372 2,027 351,622
TYLER TECHNOLOGIES INC COM 902252105 381,382 1,286,021 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,235,335 428 50,258
AURORA MOBILE LTD ADS 051857100 199 87,111 SH   DFND 2,5,20 87,111 0 0
TYME TECHNOLOGIES INC COM 90238J103 1,554 1,412,561 SH   DFND 2,20 1,186,583 0 225,978
TYSON FOODS INC CL A 902494103 826,533 14,282,578 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,786,043 200,783 1,295,752
U S CONCRETE INC COM NEW 90333L201 9,508 524,167 SH   DFND 2,5,8,20 469,225 0 54,942
U S PHYSICAL THERAPY INC COM 90337L108 30,204 435,774 SH   DFND 2,5,8,20 392,307 300 43,167
U S SILICA HLDGS INC COM 90346E103 6,734 3,700,609 SH   DFND 2,5,8,13,20 3,434,411 2,100 264,098
U S WELL SVCS INC CL A 91274U101 89 295,618 SH   DFND 2,20 295,618 0 0
UBER TECHNOLOGIES INC COM 90353T100 388,773 13,924,530 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,924,530 0 0
UBIQUITI INC COM 90353W103 14,917 105,361 SH   DFND 2,5,19,20 105,361 0 0
UDR INC COM 902653104 726,301 19,876,886 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,321,022 256,635 1,299,229
UFP TECHNOLOGIES INC COM 902673102 5,460 143,337 SH   DFND 2,5,20 122,940 0 20,397
AUTODESK INC COM 052769106 1,371,580 8,786,549 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,948,486 109,146 728,917
UGI CORP NEW COM 902681105 338,585 12,545,470 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,817,386 249,575 478,509
ULTA BEAUTY INC COM 90384S303 425,589 2,422,246 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,153,878 83,854 184,514
ULTRA CLEAN HLDGS INC COM 90385V107 17,108 1,239,726 SH   DFND 2,5,8,20 1,106,889 0 132,837
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 99,050 2,229,351 SH   DFND 2,5,8,13,19,20 2,033,094 900 195,357
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 7,375 3,035,047 SH   DFND 2,10,13,19,20 2,671,691 293,460 69,896
UMB FINL CORP COM 902788108 78,529 1,682,169 SH   DFND 2,5,6,8,11,12,13,20 1,524,937 308 156,924
UMH PPTYS INC COM 903002103 9,717 894,749 SH   DFND 2,5,8,20 756,797 0 137,952
UMPQUA HLDGS CORP COM 904214103 87,430 7,869,311 SH   DFND 2,5,6,8,11,12,13,20 7,586,742 2,162 280,407
UNDER ARMOUR INC CL A 904311107 79,284 8,608,430 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,963,531 88,987 1,555,912
UNDER ARMOUR INC CL C 904311206 63,651 7,897,138 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,000,057 87,239 809,842
AUTOHOME INC SP ADR RP CL A 05278C107 101,813 1,433,576 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,171,133 30,900 231,543
UNIFI INC COM NEW 904677200 5,993 518,853 SH   DFND 2,5,8,20 455,563 843 62,447
UNIFIRST CORP MASS COM 904708104 73,332 485,355 SH   DFND 2,5,8,20 432,506 143 52,706
UNILEVER N V N Y SHS NEW 904784709 1,094 22,424 SH   DFND 1,20 22,424 0 0
UNILEVER PLC SPON ADR NEW 904767704 364 7,189 SH   DFND 20 7,189 0 0
UNION BANKSHARES INC COM 905400107 1,418 63,010 SH   DFND 2,20 46,048 0 16,962
UNION PAC CORP COM 907818108 4,271,022 30,282,344 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 27,039,058 767,552 2,475,734
UNIQURE NV SHS N90064101 4,861 102,437 SH   DFND 2,5,8,20 102,437 0 0
UNISYS CORP COM NEW 909214306 22,289 1,804,799 SH   DFND 2,5,8,20 1,611,521 1,550 191,728
UNIT CORPORATION COM 909218109 288 1,108,352 SH   DFND 2,5,20 814,021 0 294,331
UNITED AIRLS HLDGS INC COM 910047109 250,766 7,948,198 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,135,101 72,164 740,933
AUTOLIV INC COM 052800109 46,906 1,019,468 SH   DFND 2,5,6,8,10,11,12,13,19,20 829,005 55,030 135,433
UNITED BANKSHARES INC WEST V COM 909907107 203,440 8,682,502 SH   DFND 2,5,6,8,11,13,20 8,338,359 1,845 342,298
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 55,253 2,987,886 SH   DFND 2,5,8,20 2,710,519 529 276,838
UNITED FIRE GROUP INC COM 910340108 22,674 695,316 SH   DFND 2,5,8,20 619,743 0 75,573
UNITED INS HLDGS CORP COM 910710102 5,942 643,109 SH   DFND 2,5,8,20 580,703 0 62,406
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 8,643 3,983,169 SH   DFND 2,5,20 3,801,644 0 181,525
UNITED NAT FOODS INC COM 911163103 16,629 1,811,488 SH   DFND 2,5,8,20 1,625,793 256 185,439
UNITED PARCEL SERVICE INC CL B 911312106 2,625,703 28,106,436 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,088,434 474,657 2,543,345
UNITED RENTALS INC COM 911363109 456,570 4,437,023 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,062,532 85,891 288,600
UNITED SECURITY BANCSHARES C COM 911460103 1,347 210,449 SH   DFND 2,20 175,813 0 34,636
UNITED STATES ANTIMONY CORP COM 911549103 8 24,057 SH   DFND 20 24,057 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 71 11,844 SH   DFND 2 11,844 0 0
UNITED STATES CELLULAR CORP COM 911684108 6,951 237,324 SH   DFND 2,5,8,20 219,706 0 17,618
UNITED STATES LIME & MINERAL COM 911922102 3,332 45,124 SH   DFND 2,6,20 37,999 0 7,125
UNITED STATES STL CORP NEW COM 912909108 36,173 5,732,611 SH   DFND 1,2,5,6,11,12,13,20 5,505,442 1,861 225,308
UNITED TECHNOLOGIES CORP COM 913017109 8,542,511 90,559,856 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 30,607,793 52,036,288 7,915,775
UNITED THERAPEUTICS CORP DEL COM 91307C102 181,735 1,916,532 SH   DFND 2,5,6,8,10,11,12,13,20 1,863,370 557 52,605
UNITEDHEALTH GROUP INC COM 91324P102 11,472,427 46,003,796 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,178,417 998,436 8,826,943
UNITI GROUP INC COM 91325V108 41,893 6,780,270 SH   DFND 2,5,8,13,20 6,531,081 3,741 245,448
UNITIL CORP COM 913259107 20,276 387,542 SH   DFND 2,5,8,13,19,20 334,432 0 53,110
UNITY BANCORP INC COM 913290102 1,488 127,186 SH   DFND 2,20 106,799 0 20,387
UNITY BIOTECHNOLOGY INC COM 91381U101 2,694 464,541 SH   DFND 2,5,20 376,503 0 88,038
AUTOMATIC DATA PROCESSING IN COM 053015103 2,638,350 19,178,132 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 17,024,606 567,605 1,585,921
UNIVAR SOLUTIONS INC COM 91336L107 23,138 2,158,355 SH   DFND 2,5,8,12,13,20 1,945,347 2,000 211,008
UNIVERSAL CORP VA COM 913456109 51,473 1,164,278 SH   DFND 2,5,8,20 1,101,289 112 62,877
UNIVERSAL DISPLAY CORP COM 91347P105 141,671 1,075,058 SH   DFND 2,5,6,8,11,13,19,20 1,015,753 410 58,895
UNIVERSAL ELECTRS INC COM 913483103 17,242 449,373 SH   DFND 2,5,8,20 402,049 436 46,888
UNIVERSAL FST PRODS INC COM 913543104 69,432 1,866,943 SH   DFND 2,5,8,20 1,660,041 651 206,251
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 70,882 703,121 SH   DFND 2,5,8,10,20 640,626 3,900 58,595
UNIVERSAL HLTH SVCS INC CL B 913903100 363,423 3,667,973 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,304,600 86,715 276,658
UNIVERSAL INS HLDGS INC COM 91359V107 18,505 1,032,622 SH   DFND 2,5,8,20 914,678 8,300 109,644
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,072 156,891 SH   DFND 2,20 131,260 0 25,631
UNIVERSAL TECHNICAL INST INC COM 913915104 107 18,018 SH   DFND 20 18,018 0 0
AUTONATION INC COM 05329W102 43,118 1,536,641 SH   DFND 2,5,6,8,11,12,13,20 1,461,369 742 74,530
UNIVEST FINANCIAL CORPORATIO COM 915271100 11,406 690,584 SH   DFND 2,5,8,20 592,689 0 97,895
UNUM GROUP COM 91529Y106 165,670 11,037,284 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,076,056 227,369 733,859
UPLAND SOFTWARE INC COM 91544A109 13,883 517,620 SH   DFND 2,5,8,20 441,511 0 76,109
UPWORK INC COM 91688F104 7,486 1,160,595 SH   DFND 2,5,8,20 992,104 0 168,491
URANIUM ENERGY CORP COM 916896103 1,862 3,324,131 SH   DFND 2,5,20 2,625,594 0 698,537
URBAN EDGE PPTYS COM 91704F104 55,756 6,328,757 SH   DFND 2,5,6,8,10,11,13,20 5,769,947 32,992 525,818
URBAN ONE INC CL D NON VTG 91705J204 17 17,372 SH   DFND 20 17,372 0 0
URBAN OUTFITTERS INC COM 917047102 31,321 2,199,487 SH   DFND 2,5,6,8,11,12,19,20 2,104,556 1,466 93,465
UROGEN PHARMA LTD COM M96088105 7,067 396,145 SH   DFND 2,5,8,20 378,145 0 18,000
URSTADT BIDDLE PPTYS INC CL A 917286205 18,698 1,326,090 SH   DFND 2,5,8,10,20 1,191,810 8,300 125,980
ACADIA RLTY TR COM SH BEN INT 004239109 59,547 4,702,180 SH   DFND 2,5,8,10,20 4,306,200 24,456 371,524
AUTOZONE INC COM 053332102 924,198 1,092,433 SH   DFND 2,5,6,8,10,11,12,13,19,20 968,908 19,164 104,361
US BANCORP DEL COM NEW 902973304 2,122,200 60,866,546 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 54,575,645 1,027,436 5,263,465
US ECOLOGY INC COM 91734M103 24,017 790,049 SH   DFND 2,5,8,20 790,049 0 0
US FOODS HLDG CORP COM 912008109 54,664 3,086,621 SH   DFND 2,5,8,12,13,20 2,793,926 1,900 290,795
US XPRESS ENTERPRISES INC COM CL A 90338N202 1,188 355,623 SH   DFND 2,20 265,970 0 89,653
USANA HEALTH SCIENCES INC COM 90328M107 24,406 422,545 SH   DFND 2,5,6,8,20 377,625 0 44,920
UTAH MED PRODS INC COM 917488108 7,148 75,779 SH   DFND 2,5,20 63,434 0 12,345
UXIN LTD ADS 91818X108 157 101,942 SH   DFND 2 101,942 0 0
V F CORP COM 918204108 935,212 17,293,123 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,805,425 397,290 2,090,408
VAALCO ENERGY INC COM NEW 91851C201 25 27,558 SH   DFND 20 27,558 0 0
VAIL RESORTS INC COM 91879Q109 144,463 967,001 SH   DFND 2,5,6,8,10,11,12,13,19,20 844,481 20,950 101,570
AVALARA INC COM 05338G106 40,001 536,207 SH   DFND 2,5,13,19,20 498,784 0 37,423
VALARIS PLC SHS CLASS A G9402V109 2,071 4,600,553 SH   DFND 2,5,8,12,13,20 4,600,553 0 0
VALE S A SPONSORED ADS 91912E105 134,952 15,651,654 SH   DFND 1,2,5,8,10,19,20 14,191,177 1,303,589 156,888
VALERO ENERGY CORP COM 91913Y100 1,060,637 23,382,644 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,356,654 361,728 1,664,262
VALHI INC NEW COM 918905100 442 428,921 SH   DFND 2,20 333,105 0 95,816
VALLEY NATL BANCORP COM 919794107 110,659 14,915,852 SH   DFND 2,5,6,8,11,20 13,555,756 6,253 1,353,843
VALMONT INDS INC COM 920253101 56,298 528,994 SH   DFND 2,5,6,8,11,13,19,20 500,396 216 28,382
VALUE LINE INC COM 920437100 402 12,442 SH   DFND 2,20 10,546 0 1,896
VALVOLINE INC COM 92047W101 61,395 4,690,191 SH   DFND 2,5,6,8,11,13,19,20 4,452,142 1,813 236,236
VANDA PHARMACEUTICALS INC COM 921659108 29,380 2,835,916 SH   DFND 2,5,8,20 2,646,388 0 189,528
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 488 9,500 SH   DFND 10 0 0 9,500
AVALON GLOBOCARE CORP COM 05344R104 514 331,429 SH   DFND 2,20 331,429 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 352,358 4,128,390 SH   DFND 1,2,12 4,128,390 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 22,409 398,319 SH   DFND 12 398,319 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 167,416 2,396,789 SH   DFND 1,2,10,20 2,349,389 47,400 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 93,218 393,622 SH   DFND 1,2 393,622 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 9,676 75,057 SH   DFND 1 75,057 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 28,499 320,000 SH   DFND 20 320,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 25,879 771,351 SH   DFND 1,20 763,106 8,245 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 99,729 2,304,268 SH   DFND 2,20 2,304,268 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 837 13,325 SH   DFND 1 13,325 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 21,738 249,603 SH   DFND 1,20 249,603 0 0
AVALONBAY CMNTYS INC COM 053484101 1,403,584 9,438,460 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,656,238 132,481 649,741
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 479,740 6,800,000 SH   DFND 2 6,800,000 0 0
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 467,550 7,500,000 SH   DFND 2 7,500,000 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,149 214,415 SH   DFND 1,20 163,938 4,780 45,697
VAPOTHERM INC COM 922107107 4,805 255,184 SH   DFND 2,5,20 220,677 0 34,507
VAREX IMAGING CORP COM 92214X106 32,329 1,423,579 SH   DFND 2,5,8,13,20 1,284,796 1,161 137,622
VARIAN MED SYS INC COM 92220P105 432,552 4,213,447 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,716,929 136,793 359,725
VARONIS SYS INC COM 922280102 41,834 657,042 SH   DFND 2,5,8,20 551,731 0 105,311
VBI VACCINES INC COM NEW 91822J103 2,244 2,362,367 SH   DFND 2,20 2,362,367 0 0
VECTOR GROUP LTD COM 92240M108 32,746 3,476,224 SH   DFND 2,5,20 3,172,616 1,706 301,902
VECTRUS INC COM 92242T101 20,067 484,595 SH   DFND 2,5,8,20 444,831 0 39,764
AVANGRID INC COM 05351W103 43,739 990,930 SH   DFND 2,5,8,10,12,13,19,20 944,984 0 45,946
VEDANTA LTD SPONSORED ADR 92242Y100 12,882 3,618,610 SH   DFND 2,5,8,12,13,20 3,611,542 0 7,068
VEECO INSTRS INC DEL COM 922417100 13,921 1,454,702 SH   DFND 2,5,8,20 1,288,892 1,747 164,063
VEEVA SYS INC CL A COM 922475108 446,527 2,855,580 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,522,756 62,091 270,733
VELOCITY FINL INC COM 92262D101 895 118,849 SH   DFND 2,20 118,849 0 0
VENATOR MATLS PLC SHS G9329Z100 208 120,937 SH   DFND 5,8,20 120,937 0 0
VENTAS INC COM 92276F100 690,868 25,059,448 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,036,120 343,000 1,680,328
VEON LTD SPONSORED ADR 91822M106 1,108 731,602 SH   DFND 2,5,8,20 731,602 0 0
VEONEER INCORPORATED COM 92336X109 3,058 417,799 SH   DFND 2,5,8,13,20 392,900 1,000 23,899
VERA BRADLEY INC COM 92335C106 3,075 746,366 SH   DFND 2,5,8,20 666,098 0 80,268
VERACYTE INC COM 92337F107 48,623 2,000,110 SH   DFND 2,5,8,20 1,843,968 0 156,142
AVANOS MED INC COM 05350V106 48,023 1,783,254 SH   DFND 1,2,5,6,8,11,19,20 1,609,865 257 173,132
VERASTEM INC COM 92337C104 141 53,378 SH   DFND 20 53,378 0 0
VEREIT INC COM 92339V100 232,095 46,284,345 SH   DFND 2,5,6,8,10,11,12,13,19,20 39,800,033 848,363 5,635,949
VEREIT INC NOTE 3.750%12/1 02917TAB0 7,193 7,340,000 SH   DFND 2 7,340,000 0 0
VERICEL CORP COM 92346J108 16,315 1,779,185 SH   DFND 2,5,8,20 1,630,564 0 148,621
VERINT SYS INC COM 92343X100 61,871 1,438,851 SH   DFND 2,5,8,19,20 1,208,644 500 229,707
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 11,256 11,585,000 SH   DFND 2,5 11,585,000 0 0
VERISIGN INC COM 92343E102 788,795 4,380,003 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,846,176 70,786 463,041
VERISK ANALYTICS INC COM 92345Y106 947,478 6,797,808 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,905,431 78,092 814,285
VERITEX HLDGS INC COM 923451108 25,865 1,851,469 SH   DFND 2,5,8,20 1,596,130 0 255,339
VERITIV CORP COM 923454102 3,161 402,199 SH   DFND 2,5,20 360,807 0 41,392
AVANTOR INC 6.25 PFD CNV SR 05352A209 20,334 447,000 SH   DFND 2 447,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,818,090 164,118,549 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 140,120,375 3,035,547 20,962,627
VERRA MOBILITY CORP COM 92511U102 20,423 2,860,340 SH   DFND 2,5,8,20 2,860,340 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 2,566 234,801 SH   DFND 2,20 194,367 0 40,434
VERSO CORP CL A 92531L207 8,203 727,191 SH   DFND 2,5,8,20 607,851 0 119,340
VERTEX PHARMACEUTICALS INC COM 92532F100 2,724,347 11,449,243 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,387,565 175,394 886,284
VERU INC COM 92536C103 42 12,708 SH   DFND 20 12,708 0 0
VIACOMCBS INC CL A 92556H107 687 38,067 SH   DFND 2,20 38,067 0 0
VIACOMCBS INC CL B 92556H206 452,761 31,808,407 SH   DFND 2,5,6,8,10,11,12,13,19,20 31,808,407 0 0
VIAD CORP COM NEW 92552R406 14,219 666,770 SH   DFND 2,5,8,20 600,363 478 65,929
VIASAT INC COM 92552V100 49,970 1,391,150 SH   DFND 2,5,6,8,11,12,13,19,20 1,337,698 727 52,725
AVANTOR INC COM 05352A100 48,548 3,886,927 SH   DFND 2,5,20 3,886,927 0 0
VIAVI SOLUTIONS INC COM 925550105 82,661 7,373,905 SH   DFND 2,5,8,19,20 6,551,779 1,657 820,469
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 12,922 12,175,000 SH   DFND 2,5 12,175,000 0 0
VICI PPTYS INC COM 925652109 256,528 15,174,606 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,929,396 135,400 1,109,810
VICOR CORP COM 925815102 24,223 543,854 SH   DFND 2,5,8,20 481,253 0 62,601
VICTORY CAP HLDGS INC COM CL A 92645B103 596 36,410 SH   DFND 20 36,410 0 0
VIELA BIO INC COM 926613100 3,627 95,451 SH   DFND 2,5,20 95,451 0 0
VIEWRAY INC COM 92672L107 4,958 1,983,181 SH   DFND 2,5,8,20 1,652,153 0 331,028
VIKING THERAPEUTICS INC COM 92686J106 17,044 3,641,950 SH   DFND 2,5,8,20 3,425,104 0 216,846
VILLAGE SUPER MKT INC CL A NEW 927107409 6,414 260,954 SH   DFND 2,5,6,8,20 236,299 0 24,655
VINCE HLDG CORP COM NEW 92719W207 173 44,700 SH   DFND 2,20 44,700 0 0
AVAYA HLDGS CORP COM 05351X101 17,831 2,204,116 SH   DFND 2,5,8,20 1,856,748 0 347,368
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 941 141,902 SH   DFND 5,8,20 141,902 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 166,470 10,684,840 SH   DFND 1,2,5,8,10,11,12,13,19,20 8,742,127 316,000 1,626,713
VIR BIOTECHNOLOGY INC COM 92764N102 4,331 126,378 SH   DFND 2,5,20 126,378 0 0
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 662 44,800 SH   DFND 20 44,800 0 0
VIRNETX HLDG CORP COM 92823T108 6,282 1,148,416 SH   DFND 2,5,20 938,970 0 209,446
VIRTU FINL INC CL A 928254101 15,326 736,113 SH   DFND 2,5,8,20 678,045 0 58,068
VIRTUS INVT PARTNERS INC COM 92828Q109 16,359 214,938 SH   DFND 2,5,8,20 192,896 0 22,042
VIRTUSA CORP COM 92827P102 26,752 941,963 SH   DFND 2,5,8,20 845,646 700 95,617
VISA INC COM CL A 92826C839 12,447,152 77,253,925 SH   DFND 2,5,6,8,10,11,12,13,19,20 63,699,902 1,894,350 11,659,673
VISHAY INTERTECHNOLOGY INC COM 928298108 63,106 4,379,341 SH   DFND 2,5,6,8,11,19,20 3,911,292 789 467,260
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 8,690 11,163,000 SH   DFND 2,5 11,163,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 15,654 17,420,000 SH   DFND 2,5 17,420,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 5,422 270,019 SH   DFND 2,5,8,20 231,071 0 38,948
VISTA OUTDOOR INC COM 928377100 15,778 1,792,927 SH   DFND 2,5,20 1,625,244 2,386 165,297
VISTEON CORP COM NEW 92839U206 47,118 982,038 SH   DFND 2,5,6,8,11,12,13,20 938,568 459 43,011
VISTRA ENERGY CORP COM 92840M102 138,382 8,670,563 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,661,851 172,047 836,665
VIVINT SOLAR INC COM 92854Q106 4,591 1,050,469 SH   DFND 2,5,8,20 905,965 0 144,504
VMWARE INC CL A COM 928563402 236,947 1,956,623 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,593,685 63,794 299,144
VOCERA COMMUNICATIONS INC COM 92857F107 13,755 647,581 SH   DFND 2,5,8,20 540,496 0 107,085
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1,311 95,234 SH   DFND 1,2,20 95,234 0 0
VONAGE HLDGS CORP COM 92886T201 53,964 7,463,943 SH   DFND 2,5,8,20 6,668,213 4,300 791,430
ACCELERATE DIAGNOSTICS INC COM 00430H102 5,179 621,685 SH   DFND 2,5,8,20 526,966 0 94,719
AVERY DENNISON CORP COM 053611109 388,778 3,816,412 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,147,837 91,621 576,954
VORNADO RLTY TR SH BEN INT 929042109 416,888 11,513,057 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,629,498 130,426 753,133
VOXX INTL CORP CL A 91829F104 31 10,829 SH   DFND 20 10,829 0 0
VOYA FINANCIAL INC COM 929089100 162,495 4,007,270 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,255,515 97,963 653,792
VOYAGER THERAPEUTICS INC COM 92915B106 12,532 1,369,650 SH   DFND 2,5,8,20 1,282,223 0 87,427
VSE CORP COM 918284100 3,380 206,223 SH   DFND 2,5,8,20 177,586 0 28,637
VULCAN MATLS CO COM 929160109 578,536 5,353,347 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,745,477 66,175 541,695
VUZIX CORP COM NEW 92921W300 29 23,900 SH   DFND 20 23,900 0 0
W & T OFFSHORE INC COM 92922P106 10,195 5,997,274 SH   DFND 2,5,20 5,689,490 0 307,784
WABASH NATL CORP COM 929566107 14,342 1,986,429 SH   DFND 2,5,8,20 1,795,728 2,200 188,501
WABCO HLDGS INC COM 92927K102 167,590 1,240,949 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,050,841 51,571 138,537
AVID BIOSERVICES INC COM 05368M106 5,308 1,038,673 SH   DFND 2,5,20 839,599 0 199,074
WABTEC COM 929740108 340,160 7,067,534 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,627,741 90,773 349,020
WADDELL & REED FINL INC CL A 930059100 28,290 2,485,911 SH   DFND 2,5,8,20 2,242,835 243 242,833
WAITR HLDGS INC COM 930752100 1,181 960,311 SH   DFND 2,5,20 960,311 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,135,694 46,681,845 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 37,651,814 546,722 8,483,309
WALKER & DUNLOP INC COM 93148P102 35,190 873,841 SH   DFND 2,5,8,10,20 774,739 0 99,102
WALMART INC COM 931142103 8,094,312 70,902,390 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 59,621,653 1,411,198 9,869,539
WARRIOR MET COAL INC COM 93627C101 28,820 2,713,731 SH   DFND 2,5,20 2,540,242 0 173,489
WASHINGTON FED INC COM 938824109 72,438 2,790,368 SH   DFND 2,5,6,8,11,20 2,514,265 1,029 275,074
WASHINGTON PRIME GROUP NEW COM 93964W108 7,183 8,922,335 SH   DFND 2,5,8,13,20 8,157,647 6,992 757,696
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 105,936 4,438,054 SH   DFND 2,5,8,10,12,13,19,20 4,057,561 23,487 357,006
AVID TECHNOLOGY INC COM 05367P100 3,307 491,342 SH   DFND 2,5,20 385,546 0 105,796
WASHINGTON TR BANCORP COM 940610108 12,404 334,781 SH   DFND 2,5,8,13,20 278,965 0 55,816
WASTE CONNECTIONS INC COM 94106B101 225,044 2,903,787 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,430,650 151,382 321,755
WASTE MGMT INC DEL COM 94106L109 1,870,634 20,209,966 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,045,925 2,485,388 1,678,653
WATERS CORP COM 941848103 524,844 2,882,966 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,558,605 75,880 248,481
WATERSTONE FINL INC MD COM 94188P101 10,497 697,735 SH   DFND 2,5,6,8,20 616,167 0 81,568
WATFORD HOLDINGS LTD SHS G94787101 5,341 364,579 SH   DFND 2,5,8,20 364,579 0 0
WATSCO INC COM 942622200 131,591 832,698 SH   DFND 2,5,6,8,11,13,19,20 789,090 487 43,121
WATTS WATER TECHNOLOGIES INC CL A 942749102 72,689 858,705 SH   DFND 2,5,8,20 762,762 144 95,799
WAVE LIFE SCIENCES LTD SHS Y95308105 4,772 509,236 SH   DFND 2,5,8,20 429,886 0 79,350
WAYFAIR INC CL A 94419L101 70,223 1,314,059 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,179,899 29,143 105,017
AVIS BUDGET GROUP COM 053774105 28,609 2,058,177 SH   DFND 2,5,6,8,11,12,13,20 1,850,726 1,388 206,063
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 10,153 13,194,000 SH   DFND 2,5 13,194,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 11,797 17,234,000 SH   DFND 2,5 17,234,000 0 0
WD-40 CO COM 929236107 90,633 451,249 SH   DFND 2,5,6,8,20 402,294 235 48,720
WEBSTER FINL CORP CONN COM 947890109 68,234 2,979,665 SH   DFND 2,5,6,8,11,13,20 2,863,851 1,374 114,440
WEC ENERGY GROUP INC COM 92939U106 1,593,100 18,076,710 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,370,683 186,891 1,519,136
WEIBO CORP NOTE 1.250%11/1 948596AC5 23,859 27,809,000 SH   DFND 2,5 27,809,000 0 0
WEIBO CORP SPONSORED ADR 948596101 42,836 1,293,755 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,080,153 30,330 183,272
WEINGARTEN RLTY INVS SH BEN INT 948741103 87,169 6,040,785 SH   DFND 2,5,6,8,10,11,13,20 5,708,587 35,144 297,054
WEIS MKTS INC COM 948849104 12,241 293,829 SH   DFND 2,5,6,8,20 259,501 370 33,958
WELBILT INC COM 949090104 13,882 2,705,974 SH   DFND 2,5,8,20 2,527,895 886 177,193
AVISTA CORP COM 05379B107 108,841 2,561,579 SH   DFND 2,5,8,13,19,20 2,331,950 920 228,709
WELLS FARGO CO NEW COM 949746101 4,700,464 163,779,226 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 147,877,277 2,885,889 13,016,060
WELLS FARGO CO NEW PERP PFD CNV A 949746804 116,662 91,872 SH   DFND 2 91,872 0 0
WELLTOWER INC COM 95040Q104 1,241,386 27,116,340 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,863,701 386,331 1,866,308
WENDYS CO COM 95058W100 69,264 4,654,862 SH   DFND 2,5,6,8,11,20 4,391,828 2,941 260,093
WERNER ENTERPRISES INC COM 950755108 57,682 1,590,796 SH   DFND 2,5,6,8,11,20 1,430,961 242 159,593
WESBANCO INC COM 950810101 34,074 1,420,045 SH   DFND 2,5,8,20 1,194,060 137 225,848
WESCO INTL INC COM 95082P105 14,570 637,623 SH   DFND 2,5,8,12,20 583,106 361 54,156
WEST BANCORPORATION INC CAP STK 95123P106 5,307 324,594 SH   DFND 2,5,13,20 273,379 0 51,215
WEST PHARMACEUTICAL SVSC INC COM 955306105 424,416 2,787,626 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,690,297 968 96,361
WESTAMERICA BANCORPORATION COM 957090103 53,985 918,433 SH   DFND 2,5,8,20 826,181 10 92,242
AVNET INC COM 053807103 94,588 3,768,430 SH   DFND 2,5,6,8,11,12,13,19,20 3,628,456 1,129 138,845
WESTERN ALLIANCE BANCORP COM 957638109 70,069 2,289,104 SH   DFND 2,5,8,13,20 2,166,015 1,500 121,589
WESTERN ASSET MTG CAP CORP COM 95790D105 3,464 1,512,549 SH   DFND 2,5,8,20 1,306,846 3,510 202,193
WESTERN DIGITAL CORP. COM 958102105 516,271 12,404,386 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,159,106 149,104 1,096,176
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 27,855 31,538,000 SH   DFND 2,5 31,538,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 3,783 559,689 SH   DFND 2,5,6,20 481,207 0 78,482
WESTERN UN CO COM 959802109 431,600 23,805,845 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 20,844,361 294,423 2,667,061
WESTLAKE CHEM CORP COM 960413102 34,805 911,853 SH   DFND 2,5,6,8,10,11,12,13,19,20 714,836 24,886 172,131
WESTROCK CO COM 96145D105 334,251 11,827,700 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,802,280 121,972 903,448
WESTWOOD HLDGS GROUP INC COM 961765104 3,172 169,305 SH   DFND 2,5,20 142,900 0 26,405
WEX INC COM 96208T104 108,014 1,033,137 SH   DFND 2,5,6,8,11,13,20 974,106 427 58,604
AVROBIO INC COM 05455M100 10,841 696,739 SH   DFND 2,5,8,20 628,306 0 68,433
WEYCO GROUP INC COM 962149100 2,759 136,811 SH   DFND 2,20 115,403 0 21,408
WEYERHAEUSER CO COM 962166104 526,608 31,068,314 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,140,425 363,128 2,564,761
WHIRLPOOL CORP COM 963320106 262,946 3,064,640 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,745,455 44,418 274,767
WHITE MTNS INS GROUP LTD COM G9618E107 54,010 59,352 SH   DFND 2,5,6,8,13,19,20 55,099 51 4,202
WHITESTONE REIT COM 966084204 8,880 1,432,196 SH   DFND 2,5,8,20 1,288,243 0 143,953
WHITING PETE CORP NEW COM NEW 966387409 12,270 18,303,222 SH   DFND 2,5,12,13,20 18,169,474 1,496 132,252
WIDEOPENWEST INC COM 96758W101 2,447 514,119 SH   DFND 2,5,20 421,946 0 92,173
WIDEPOINT CORP COM 967590100 9 24,908 SH   DFND 20 24,908 0 0
WILEY JOHN & SONS INC CL A 968223206 158,593 4,192,801 SH   DFND 2,5,6,8,11,19,20 4,134,470 435 57,896
WILLDAN GROUP INC COM 96924N100 4,125 193,040 SH   DFND 2,5,8,20 162,167 0 30,873
AXALTA COATING SYS LTD COM G0750C108 81,398 4,713,250 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,780,611 102,750 829,889
WILLIAMS COS INC COM 969457100 951,031 67,210,691 SH   DFND 2,5,6,8,10,11,12,13,19,20 62,175,834 607,249 4,427,608
WILLIAMS SONOMA INC COM 969904101 106,064 2,494,458 SH   DFND 2,5,6,8,11,12,13,19,20 2,391,772 601 102,085
WILLIS LEASE FINANCE CORP COM 970646105 1,579 59,344 SH   DFND 2,20 48,548 0 10,796
WILLIS TOWERS WATSON PLC LTD SHS G96629103 954,214 5,595,706 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,095,056 85,426 415,224
WILLSCOT CORP COM 971375126 10,866 1,072,657 SH   DFND 2,5,8,20 899,984 0 172,673
WINGSTOP INC COM 974155103 70,291 881,942 SH   DFND 2,5,8,20 781,093 0 100,849
WINMARK CORP COM 974250102 7,001 54,941 SH   DFND 2,5,6,8,20 47,158 0 7,783
WINNEBAGO INDS INC COM 974637100 27,473 987,900 SH   DFND 2,5,8,20 875,951 0 111,949
WINTRUST FINL CORP COM 97650W108 63,272 1,925,511 SH   DFND 2,5,6,8,11,13,20 1,853,466 539 71,506
WIPRO LTD SPON ADR 1 SH 97651M109 37,511 12,100,248 SH   DFND 2,5,8,12,13,19,20 11,771,113 0 329,135
AXCELIS TECHNOLOGIES INC COM NEW 054540208 18,310 1,000,001 SH   DFND 2,5,8,20 896,274 0 103,727
WISDOMTREE INVTS INC COM 97717P104 9,913 4,254,425 SH   DFND 2,5,8,20 3,776,450 3,600 474,375
WIX COM LTD NOTE 7/0 92940WAB5 11,422 11,575,000 SH   DFND 2,5 11,575,000 0 0
WIX COM LTD SHS M98068105 94,731 939,609 SH   DFND 2,5,6,8,10,12,13,19,20 822,297 23,700 93,612
WNS HOLDINGS LTD SPON ADR 92932M101 606 14,099 SH   DFND 2,13 14,099 0 0
WOLVERINE WORLD WIDE INC COM 978097103 41,277 2,698,020 SH   DFND 2,5,8,19,20 2,412,608 828 284,584
WOODWARD INC COM 980745103 79,161 1,331,783 SH   DFND 2,5,6,8,11,13,19,20 1,273,272 449 58,062
WORKDAY INC CL A 98138H101 464,282 3,565,365 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,148,438 81,991 334,936
WORKDAY INC NOTE 0.250%10/0 98138HAF8 35,551 31,925,000 SH   DFND 2,5 31,925,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 1,235 682,353 SH   DFND 2,20 682,353 0 0
WORKIVA INC COM CL A 98139A105 24,749 765,501 SH   DFND 2,5,8,20 643,690 0 121,811
AXCELLA HEALTH INC COM 05454B105 396 115,765 SH   DFND 2,20 115,765 0 0
WORLD ACCEP CORP DEL COM 981419104 10,637 194,785 SH   DFND 2,5,8,20 173,172 0 21,613
WORLD FUEL SVCS CORP COM 981475106 71,078 2,811,657 SH   DFND 2,5,6,8,11,12,13,20 2,575,614 246 235,797
WORLD WRESTLING ENTMT INC CL A 98156Q108 36,430 1,073,686 SH   DFND 2,5,6,8,11,20 1,020,215 6,700 46,771
WORTHINGTON INDS INC COM 981811102 38,583 1,469,844 SH   DFND 2,5,6,8,11,19,20 1,330,008 200 139,636
WP CAREY INC COM 92936U109 386,752 6,547,471 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,838,092 140,549 568,830
WPX ENERGY INC COM 98212B103 55,307 18,133,398 SH   DFND 2,5,6,11,12,13,20 17,624,750 6,336 502,312
WRAP TECHNOLOGIES INC COM 98212N107 620 145,477 SH   DFND 2,20 145,477 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 15,911 11,490,000 SH   DFND 2,5 11,490,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 83,957 2,930,450 SH   DFND 2,5,6,8,13,20 2,488,641 1,154 440,655
WSFS FINL CORP COM 929328102 30,539 1,225,482 SH   DFND 2,5,8,20 1,041,672 0 183,810
ACCELERON PHARMA INC COM 00434H108 132,731 1,476,926 SH   DFND 2,5,8,13,20 1,318,532 0 158,394
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 56,316 1,441,740 SH   DFND 2,5,8,12,13,19,20 1,334,657 1,101 105,982
WW INTL INC COM 98262P101 24,681 1,459,560 SH   DFND 2,5,6,8,11,13,20 1,459,560 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 52,227 2,406,782 SH   DFND 2,5,6,8,11,13,20 2,282,443 1,695 122,644
WYNDHAM HOTELS & RESORTS INC COM 98311A105 77,309 2,453,487 SH   DFND 2,5,6,8,11,12,13,19,20 2,305,116 1,795 146,576
WYNN RESORTS LTD COM 983134107 238,092 3,955,681 SH   DFND 2,5,6,8,10,12,13,19,20 3,598,942 47,824 308,915
X FINANCIAL SPONSORED ADS 98372W103 160 152,032 SH   DFND 2,5,20 152,032 0 0
X4 PHARMACEUTICALS INC COM 98420X103 2,750 274,955 SH   DFND 2,20 274,955 0 0
XBIOTECH INC COM 98400H102 2,830 266,469 SH   DFND 2,20 266,469 0 0
XCEL ENERGY INC COM 98389B100 1,762,219 29,027,578 SH   DFND 2,5,6,8,10,11,12,13,19,20 26,923,417 388,736 1,715,425
XENCOR INC COM 98401F105 62,990 2,108,091 SH   DFND 2,5,8,20 1,939,412 0 168,679
XENIA HOTELS & RESORTS INC COM 984017103 64,576 6,116,927 SH   DFND 2,5,8,10,12,13,20 5,580,029 32,412 504,486
AXOGEN INC COM 05463X106 9,898 951,695 SH   DFND 2,5,8,20 838,305 0 113,390
XENON PHARMACEUTICALS INC COM 98420N105 215 18,978 SH   DFND 2 18,978 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 1,057 542,031 SH   DFND 2,5,20 458,846 0 83,185
XEROX HOLDINGS CORP COM NEW 98421M106 178,299 9,292,016 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,292,016 0 0
XILINX INC COM 983919101 808,689 10,375,791 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,267,880 274,160 833,751
XPERI CORP COM 98421B100 22,116 1,589,951 SH   DFND 2,5,8,20 1,420,741 50 169,160
XPO LOGISTICS INC COM 983793100 152,638 3,131,028 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,881,998 51,159 197,871
XUNLEI LTD SPONSORED ADR 98419E108 1,099 333,048 SH   DFND 2 333,048 0 0
XYLEM INC COM 98419M100 499,165 7,664,126 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,885,453 116,171 662,502
Y-MABS THERAPEUTICS INC COM 984241109 20,577 788,395 SH   DFND 2,5,8,20 735,457 0 52,938
YANDEX N V SHS CLASS A N97284108 16,044 471,203 SH   DFND 2,5,8,10,12,19,20 459,614 0 11,589
AXON ENTERPRISE INC COM 05464C101 201,441 2,846,422 SH   DFND 2,5,6,8,11,13,19,20 2,633,329 500 212,593
YATRA ONLINE INC ORD SHS G98338109 16 15,567 SH   DFND 20 15,567 0 0
YELP INC CL A 985817105 39,219 2,175,231 SH   DFND 2,5,6,8,11,13,19,20 1,927,913 600 246,718
YETI HLDGS INC COM 98585X104 21,555 1,104,273 SH   DFND 2,5,8,20 942,779 0 161,494
YEXT INC COM 98585N106 20,666 2,028,105 SH   DFND 2,5,8,20 1,713,277 0 314,828
YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 297 47,841 SH   DFND 2,20 47,841 0 0
YIREN DIGITAL LTD SPONSORED ADS 98585L100 42 10,368 SH   DFND 2 10,368 0 0
YORK WTR CO COM 987184108 11,713 268,425 SH   DFND 2,5,8,20 224,057 0 44,368
YOUNGEVITY INTL INC COM NEW 987537206 94 134,460 SH   DFND 2,20 134,460 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 23,164 5,554,907 SH   DFND 1,2,5,8,10,12,13,19,20 5,554,907 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,035 616,227 SH   DFND 2,5,20 505,641 0 110,586
AXONICS MODULATION TECHNOLOG COM 05465P101 8,971 353,067 SH   DFND 2,5,8,20 310,858 0 42,209
YUM BRANDS INC COM 988498101 962,716 14,048,095 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,507,213 248,906 1,291,976
YUM CHINA HLDGS INC COM 98850P109 545,543 12,797,155 SH   DFND 2,5,8,10,11,12,13,19,20 10,910,047 228,271 1,658,837
ZAFGEN INC COM 98885E103 19 24,100 SH   DFND 20 24,100 0 0
ZAGG INC COM 98884U108 1,495 480,702 SH   DFND 2,5,20 394,653 0 86,049
ZAI LAB LTD ADR 98887Q104 34,069 661,787 SH   DFND 2,5,8,10,11,12,19,20 661,787 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 389,317 2,120,464 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,063,855 569 56,040
ZENDESK INC COM 98936J101 93,137 1,455,032 SH   DFND 2,5,8,13,19,20 1,297,117 1,000 156,915
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 17,180 14,510,000 SH   DFND 2,5 14,510,000 0 0
ZILLOW GROUP INC CL A 98954M101 22,265 655,432 SH   DFND 2,5,12,13,19,20 592,942 0 62,490
ZILLOW GROUP INC CL C CAP STK 98954M200 95,624 2,654,743 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,281,208 57,930 315,605
AXOS FINL INC COM 05465C100 35,403 1,952,720 SH   DFND 2,5,8,20 1,747,598 1,600 203,522
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 9,909 11,680,000 SH   DFND 2,5 11,680,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 14,162 13,925,000 SH   DFND 2,5 13,925,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 865,503 8,542,497 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,741,913 137,757 662,827
ZION OIL & GAS INC COM 989696109 8 43,166 SH   DFND 20 43,166 0 0
ZIONS BANCORPORATION N A COM 989701107 233,841 8,738,448 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,960,319 117,352 660,777
ZIOPHARM ONCOLOGY INC COM 98973P101 15,676 6,398,385 SH   DFND 2,5,8,20 5,750,372 0 648,013
ZIX CORP COM 98974P100 5,135 1,191,398 SH   DFND 2,5,20 1,022,891 0 168,507
ZOETIS INC CL A 98978V103 2,362,425 20,073,288 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,014,773 339,763 1,718,752
ZOGENIX INC COM NEW 98978L204 24,360 985,021 SH   DFND 2,5,8,20 829,203 0 155,818
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 7,926 54,244 SH   DFND 2,5,8,13,19,20 54,244 0 0
AXSOME THERAPEUTICS INC COM 05464T104 38,905 661,315 SH   DFND 2,5,8,20 661,315 0 0
ZOVIO INC COM 98979V102 50 30,394 SH   DFND 20 30,394 0 0
ZSCALER INC COM 98980G102 56,915 935,181 SH   DFND 2,5,8,13,19,20 863,840 0 71,341
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 186,820 7,055,126 SH   DFND 1,2,5,8,10,11,12,13,19,20 7,055,126 0 0
ZUMIEZ INC COM 989817101 12,758 736,629 SH   DFND 2,5,8,20 667,949 0 68,680
ZUORA INC COM CL A 98983V106 15,542 1,930,743 SH   DFND 2,5,8,20 1,930,743 0 0
ZYMEWORKS INC COM 98985W102 418 11,788 SH   DFND 2,5 11,788 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 1,627 424,725 SH   DFND 2,5,20 423,625 0 1,100
ZYNEX INC COM 98986M103 3,679 332,376 SH   DFND 2,20 332,376 0 0
ZYNGA INC CL A 98986T108 80,698 11,780,706 SH   DFND 2,5,8,13,19,20 10,692,257 6,900 1,081,549
AXT INC COM 00246W103 2,107 656,510 SH   DFND 2,5,20 546,497 0 110,013
AZURE PWR GLOBAL LTD SHS V0393H103 398 26,010 SH   DFND 2,20 26,010 0 0
AZZ INC COM 002474104 24,122 857,807 SH   DFND 2,5,8,20 762,706 94 95,007
B & G FOODS INC NEW COM 05508R106 40,984 2,208,315 SH   DFND 2,5,8,12,20 1,982,725 700 224,890
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,406,390 26,989,659 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,809,078 776,750 2,403,831
B. RILEY FINANCIAL INC COM 05580M108 7,681 416,982 SH   DFND 2,5,8,20 346,598 0 70,384
BABCOCK & WILCOX ENTERPRIS I COM 05614L209 16 15,843 SH   DFND 5,20 15,843 0 0
BADGER METER INC COM 056525108 53,009 988,982 SH   DFND 2,5,8,19,20 888,173 120 100,689
BAIDU INC SPON ADR REP A 056752108 657,618 6,524,736 SH   DFND 1,2,5,8,10,11,12,13,19,20 5,292,510 192,327 1,039,899
BAKER HUGHES COMPANY CL A 05722G100 361,242 34,403,965 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,651,589 323,816 3,428,560
BALCHEM CORP COM 057665200 98,151 994,232 SH   DFND 2,5,8,13,20 880,612 416 113,204
BALL CORP COM 058498106 878,251 13,582,608 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,329,021 156,289 1,097,298
BALLARD PWR SYS INC NEW COM 058586108 3,294 432,888 SH   DFND 2 432,888 0 0
BANC OF CALIFORNIA INC COM 05990K106 15,186 1,883,689 SH   DFND 2,5,8,20 1,504,864 0 378,825
BANCFIRST CORP COM 05945F103 13,289 394,349 SH   DFND 2,5,8,20 332,113 0 62,236
ACCO BRANDS CORP COM 00081T108 11,842 2,345,029 SH   DFND 2,5,8,20 1,990,676 77 354,276
BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 867 330,815 SH   DFND 5,20 330,815 0 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 48 15,823 SH   DFND 12,20 12,434 0 3,389
BANCO BRADESCO S A SP ADR PFD NEW 059460303 91,128 22,422,809 SH   DFND 2,5,10,13,20 20,282,836 1,667,133 472,840
BANCO DE CHILE SPONSORED ADS 059520106 2,134 126,017 SH   DFND 2,5,10,13,19,20 120,662 2,121 3,234
BANCO MACRO SA SPON ADR B 05961W105 27,122 1,597,300 SH   DFND 2,5,8,10,12,13,19,20 1,597,300 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 10,745 2,078,340 SH   DFND 2,5,10,13,20 1,674,603 175,207 228,530
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,232 279,741 SH   DFND 2,5,10,13,19,20 269,448 0 10,293
BANCO SANTANDER SA ADR 05964H105 3,361 1,430,005 SH   DFND 2,10,12,19,20 1,330,580 0 99,425
BANCOLOMBIA S A SPON ADR PREF 05968L102 26,534 1,032,462 SH   DFND 2,5,10,12,13,19,20 946,807 68,505 17,150
BANCORP INC DEL COM 05969A105 7,061 1,163,310 SH   DFND 2,5,8,20 1,003,540 0 159,770
1ST SOURCE CORP COM 336901103 11,469 353,654 SH   DFND 2,5,8,20 299,298 0 54,356
ACCURAY INC COM 004397105 3,178 1,672,496 SH   DFND 2,5,20 1,403,539 0 268,957
BANCORPSOUTH BK TUPELO MISS COM 05971J102 69,453 3,635,661 SH   DFND 2,5,6,8,11,20 3,289,294 672 345,695
BANDWIDTH INC COM CL A 05988J103 25,005 371,601 SH   DFND 2,5,6,8,20 371,601 0 0
BANK COMM HLDGS COM 06424J103 2,258 285,262 SH   DFND 2,20 240,298 0 44,964
BANK FIRST CORP COM 06211J100 5,806 103,324 SH   DFND 2,5,20 103,324 0 0
BANK HAWAII CORP COM 062540109 69,108 1,251,052 SH   DFND 2,5,6,8,11,13,19,20 1,199,514 566 50,972
BANK MONTREAL COM 063671101 769 15,300 SH   DFND 2,12,20 13,941 0 1,359
BANK NEW YORK MELLON CORP COM 064058100 1,243,167 36,911,123 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 33,314,610 572,485 3,024,028
BANK OF MARIN BANCORP COM 063425102 9,217 307,245 SH   DFND 2,5,8,20 260,700 0 46,545
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 16,159 948,843 SH   DFND 2,5,20 765,923 0 182,920
BANK OZK COM 06417N103 232,369 13,914,334 SH   DFND 2,5,6,8,11,13,20 13,764,870 1,000 148,464
ACELRX PHARMACEUTICALS INC COM 00444T100 1,676 1,420,595 SH   DFND 2,20 1,420,595 0 0
BANK PRINCETON NEW JERSEY COM 064520109 2,041 87,779 SH   DFND 2,20 69,866 0 17,913
BANK7 CORP COM 06652N107 545 67,831 SH   DFND 2,20 42,069 0 25,762
BANKFINANCIAL CORP COM 06643P104 3,739 424,383 SH   DFND 2,5,6,13,20 296,570 0 127,813
BANKUNITED INC COM 06652K103 37,572 2,009,222 SH   DFND 2,5,8,12,13,20 1,888,520 1,400 119,302
BANKWELL FINL GROUP INC COM 06654A103 1,706 111,792 SH   DFND 2,13,20 91,141 0 20,651
BANNER CORP COM NEW 06652V208 48,144 1,457,128 SH   DFND 2,5,8,20 1,334,707 0 122,421
BAOZUN INC SPONSORED ADR 06684L103 22,265 796,884 SH   DFND 2,5,8,10,11,12,13,19,20 651,684 15,700 129,500
BAR HBR BANKSHARES COM 066849100 5,513 319,054 SH   DFND 2,5,8,20 270,866 0 48,188
BARCLAYS BANK PLC DJUBS CMDT ETN36 06738C778 15,484 936,737 SH   DFND 1,20 871,747 71 64,919
BARNES & NOBLE ED INC COM 06777U101 1,604 1,179,281 SH   DFND 2,5,20 1,055,541 0 123,740
ACER THERAPEUTICS INC COM 00444P108 272 136,735 SH   DFND 2,20 136,735 0 0
BARNES GROUP INC COM 067806109 63,622 1,520,973 SH   DFND 2,5,8,19,20 1,350,375 388 170,210
BARRETT BUSINESS SVCS INC COM 068463108 6,722 169,579 SH   DFND 2,5,8,20 142,680 2,500 24,399
BARRICK GOLD CORPORATION COM 067901108 22,814 1,245,282 SH   DFND 2,5,8,20 1,245,282 0 0
BASSETT FURNITURE INDS INC COM 070203104 1,078 197,786 SH   DFND 2,5,20 161,334 0 36,452
BAUDAX BIO INC COM 07160F107 421 169,815 SH   DFND 2,20 169,815 0 0
BAUSCH HEALTH COS INC COM 071734107 231 14,889 SH   DFND 5,20 14,489 0 400
BAXTER INTL INC COM 071813109 1,918,906 23,572,658 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,615,899 2,168,363 1,788,396
BAYCOM CORP COM 07272M107 2,941 244,084 SH   DFND 2,20 190,070 0 54,014
BBX CAP CORP NEW CL A 05491N104 4,181 1,809,909 SH   DFND 2,5,8,20 1,591,790 0 218,119
BCB BANCORP INC COM 055298103 3,504 329,012 SH   DFND 2,5,13,20 284,963 0 44,049
ACI WORLDWIDE INC COM 004498101 90,937 3,765,512 SH   DFND 2,5,6,8,11,13,20 3,362,685 1,265 401,562
BEACON ROOFING SUPPLY INC COM 073685109 19,774 1,195,516 SH   DFND 2,5,8,13,20 994,001 552 200,963
BEAM THERAPEUTICS INC COM 07373V105 3,409 189,381 SH   DFND 2,20 189,381 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 5,210 809,054 SH   DFND 2,5,8,20 708,331 0 100,723
BECTON DICKINSON & CO COM 075887109 2,640,166 11,490,473 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,415,087 144,846 930,540
BECTON DICKINSON & CO PFD SHS CONV A 075887208 61,040 1,111,639 SH   DFND 2 1,111,639 0 0
BED BATH & BEYOND INC COM 075896100 19,178 4,384,767 SH   DFND 1,2,5,6,8,11,12,13,20 3,907,596 723 476,448
BEIGENE LTD SPONSORED ADR 07725L102 104,518 848,980 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 716,066 54,829 78,085
BEL FUSE INC CL B 077347300 3,112 319,545 SH   DFND 2,5,20 287,350 0 32,195
BELDEN INC COM 077454106 46,754 1,294,103 SH   DFND 2,5,6,8,11,13,20 1,153,084 791 140,228
BELLRING BRANDS INC COM CL A 079823100 12,539 735,436 SH   DFND 2,5,20 735,436 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 694 667,188 SH   DFND 2,5,20 532,153 0 135,035
BENCHMARK ELECTRS INC COM 08160H101 27,618 1,370,563 SH   DFND 2,5,8,20 1,238,047 115 132,401
BENEFITFOCUS INC COM 08180D106 5,886 660,585 SH   DFND 2,5,8,20 564,171 0 96,414
BENEFYTT TECHNOLOGIES INC COM CL A 08182C106 4,347 194,142 SH   DFND 2,5,20 194,142 0 0
BERKLEY W R CORP COM 084423102 426,658 8,178,234 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,102,007 152,834 923,393
BERKSHIRE HATHAWAY INC DEL CL A 084670108 82,960 305 SH   DFND 1,5,12,19,20 294 0 11
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13,978,530 76,456,433 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 67,279,941 2,944,820 6,231,672
BERKSHIRE HILLS BANCORP INC COM 084680107 23,910 1,609,000 SH   DFND 2,5,8,20 1,454,909 0 154,091
BERRY CORP COM 08579X101 4,401 1,761,592 SH   DFND 2,5,20 1,558,664 0 202,928
BERRY GLOBAL GROUP INC COM 08579W103 58,182 1,725,949 SH   DFND 2,5,8,12,13,20 1,553,289 1,400 171,260
BEST BUY INC COM 086516101 647,755 11,257,860 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,714,842 440,574 1,102,444
ACM RESEARCH INC COM CL A 00108J109 308 10,400 SH   DFND 20 10,400 0 0
BEST INC SPONSORED ADS 08653C106 18,386 3,436,681 SH   DFND 2,5,8,10,11,12,13,19,20 3,436,681 0 0
BEYOND MEAT INC COM 08862E109 33,948 509,723 SH   DFND 2,5,8,20 509,723 0 0
BEYONDSPRING INC SHS G10830100 2,643 206,339 SH   DFND 2,20 206,339 0 0
BG STAFFING INC COM 05544A109 1,399 187,081 SH   DFND 2,20 154,747 0 32,334
BGC PARTNERS INC CL A 05541T101 10,301 4,087,692 SH   DFND 2,5,8,13,20 3,690,379 5,482 391,831
BHP GROUP LTD SPONSORED ADS 088606108 658 17,933 SH   DFND 19,20 8,994 0 8,939
BIG 5 SPORTING GOODS CORP COM 08915P101 58 54,159 SH   DFND 20 54,159 0 0
BIG LOTS INC COM 089302103 22,870 1,575,607 SH   DFND 2,5,8,12,20 1,434,384 921 140,302
BIGLARI HLDGS INC COM STK CL B 08986R309 912 17,750 SH   DFND 2,5,20 14,252 0 3,498
BILIBILI INC SPONS ADS REP Z 090040106 8,175 349,066 SH   DFND 1,2,5,19,20 349,066 0 0
ACNB CORP COM 000868109 3,810 126,985 SH   DFND 2,20 105,158 0 21,827
BILL COM HLDGS INC COM 090043100 3,113 91,034 SH   DFND 2,20 91,034 0 0
BIO RAD LABS INC CL A 090572207 240,725 686,687 SH   DFND 2,5,6,8,10,11,12,13,19,20 660,653 281 25,753
BIO-TECHNE CORP COM 09073M104 174,509 920,310 SH   DFND 2,5,6,8,11,13,19,20 866,367 514 53,429
BIOCRYST PHARMACEUTICALS INC COM 09058V103 11,492 5,746,052 SH   DFND 2,5,8,20 5,226,921 0 519,131
BIODELIVERY SCIENCES INTL IN COM 09060J106 7,251 1,913,229 SH   DFND 2,5,8,20 1,913,229 0 0
BIOGEN INC COM 09062X103 2,614,008 8,262,242 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,270,698 297,420 694,124
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 67,241 1,975,941 SH   DFND 2,5,8,20 1,835,232 0 140,709
BIOLIFE SOLUTIONS INC COM NEW 09062W204 1,134 119,418 SH   DFND 2,20 119,418 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 468,092 5,539,545 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,093,451 86,406 359,688
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 13,171 12,650,000 SH   DFND 2,5 12,650,000 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,392 1,492,994 SH   DFND 2,5,20 1,323,567 0 169,427
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 11,304 10,600,000 SH   DFND 2,5 10,600,000 0 0
BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1,169 279,024 SH   DFND 2,20 279,024 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 7,653 135,277 SH   DFND 2,5,20 114,568 0 20,709
BIOTELEMETRY INC COM 090672106 40,838 1,060,456 SH   DFND 2,5,8,20 938,309 0 122,147
BIOXCEL THERAPEUTICS INC COM 09075P105 2,820 126,190 SH   DFND 2,5,20 126,190 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,232 214,838 SH   DFND 1,2,5,20 213,978 0 860
BJS RESTAURANTS INC COM 09180C106 9,353 673,367 SH   DFND 2,5,8,20 604,317 0 69,050
BJS WHSL CLUB HLDGS INC COM 05550J101 100,435 3,943,269 SH   DFND 2,5,6,8,11,12,13,20 3,551,475 0 391,794
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 91,800 71,362 SH   DFND 2 71,362 0 0
BK OF AMERICA CORP COM 060505104 7,367,132 347,015,170 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 311,888,235 5,948,179 29,178,756
ACTIVISION BLIZZARD INC COM 00507V109 1,979,962 33,287,868 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,179,790 514,642 2,593,436
BLACK DIAMOND THERAPEUTICS I COM 09203E105 4,716 189,023 SH   DFND 2,20 189,023 0 0
BLACK HILLS CORP COM 092113109 313,325 4,893,412 SH   DFND 2,5,6,8,11,12,13,20 4,683,336 480 209,596
BLACK KNIGHT INC COM 09215C105 210,786 3,630,480 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,435,650 1,950 192,880
BLACKBAUD INC COM 09227Q100 88,095 1,585,877 SH   DFND 2,5,6,8,11,13,19,20 1,411,761 3,629 170,487
BLACKLINE INC COM 09239B109 48,156 915,348 SH   DFND 2,5,8,20 770,247 0 145,101
BLACKROCK INC COM 09247X101 2,192,076 4,982,330 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,475,357 79,600 427,373
BLACKSTONE GROUP INC COM CL A 09260D107 327,536 7,187,527 SH   DFND 2,5,6,8,10,12,13,19,20 7,187,527 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 57,619 2,996,388 SH   DFND 2,5,8,13,19,20 2,543,167 1,900 451,321
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 9,088 11,300,000 SH   DFND 2,5 11,300,000 0 0
BLOCK H & R INC COM 093671105 144,335 10,070,691 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,645,822 3,718 1,421,151
ACUITY BRANDS INC COM 00508Y102 119,784 1,398,364 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,215,834 55,977 126,553
BLOOM ENERGY CORP COM CL A 093712107 5,707 1,091,261 SH   DFND 2,5,8,20 1,091,261 0 0
BLOOMIN BRANDS INC COM 094235108 20,474 2,867,456 SH   DFND 2,5,8,10,20 2,564,857 600 301,999
BLUCORA INC COM 095229100 18,953 1,572,890 SH   DFND 2,5,8,20 1,404,443 1,243 167,204
BLUE BIRD CORP COM 095306106 3,115 284,998 SH   DFND 2,5,20 239,700 0 45,298
BLUEBIRD BIO INC COM 09609G100 70,869 1,541,969 SH   DFND 2,5,8,13,19,20 1,468,349 900 72,720
BLUEGREEN VACATIONS CORP COM 09629F108 662 114,606 SH   DFND 2,20 90,511 0 24,095
BLUELINX HLDGS INC COM NEW 09624H208 791 159,704 SH   DFND 2,5,20 127,292 0 32,412
BLUEPRINT MEDICINES CORP COM 09627Y109 114,612 1,959,841 SH   DFND 2,5,8,13,19,20 1,771,988 400 187,453
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 3,223 562,425 SH   DFND 2,5,20 488,242 0 74,183
BMC STK HLDGS INC COM 05591B109 25,554 1,441,265 SH   DFND 2,5,8,10,20 1,205,190 0 236,075
21VIANET GROUP INC SPONSORED ADS A 90138A103 4,985 359,653 SH   DFND 2,5,20 355,884 0 3,769
ACUSHNET HOLDINGS CORP COM 005098108 18,779 730,141 SH   DFND 2,5,8,20 612,140 0 118,001
BOEING CO COM 097023105 3,899,473 26,146,396 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,889,049 279,423 6,977,924
BOINGO WIRELESS INC COM 09739C102 9,465 892,096 SH   DFND 2,5,8,20 750,618 0 141,478
BOISE CASCADE CO DEL COM 09739D100 30,998 1,303,517 SH   DFND 2,5,8,20 1,165,957 100 137,460
BOK FINL CORP COM NEW 05561Q201 25,905 608,663 SH   DFND 2,5,8,20 567,993 306 40,364
BONANZA CREEK ENERGY INC COM NEW 097793400 11,074 984,389 SH   DFND 2,5,20 920,471 0 63,918
BOOT BARN HLDGS INC COM 099406100 12,307 951,838 SH   DFND 2,5,8,20 857,774 0 94,064
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 255,111 3,716,646 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,538,421 1,800 176,425
BORGWARNER INC COM 099724106 221,155 9,074,900 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,118,120 207,003 749,777
BOSTON BEER INC CL A 100557107 103,078 280,439 SH   DFND 2,5,6,8,13,20 250,864 111 29,464
BOSTON OMAHA CORP COM 101044105 3,484 192,376 SH   DFND 2,20 163,647 0 28,729
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,279 442,509 SH   DFND 2,5,20 363,608 0 78,901
BOSTON PRIVATE FINL HLDGS IN COM 101119105 23,036 3,221,767 SH   DFND 2,5,8,20 2,925,533 1,448 294,786
BOSTON PROPERTIES INC COM 101121101 906,168 9,725,129 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,896,053 143,256 685,820
BOSTON SCIENTIFIC CORP COM 101137107 2,030,349 62,223,383 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 56,610,616 928,996 4,683,771
BOTTOMLINE TECH DEL INC COM 101388106 48,461 1,322,259 SH   DFND 2,5,8,20 1,171,524 250 150,485
BOX INC CL A 10316T104 48,135 3,428,396 SH   DFND 2,5,8,13,20 2,916,510 1,500 510,386
BOYD GAMING CORP COM 103304101 36,716 2,546,153 SH   DFND 2,5,6,8,20 2,258,534 532 287,087
BP PLC SPONSORED ADR 055622104 694,435 28,472,105 SH   DFND 20 76,582 28,395,523 0
BRADY CORP CL A 104674106 167,462 3,710,649 SH   DFND 2,5,8,20 3,541,650 292 168,707
BRAEMAR HOTELS & RESORTS INC COM 10482B101 1,164 684,706 SH   DFND 2,5,8,20 555,650 761 128,295
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 81,947 7,789,614 SH   DFND 2,5,8,10,13,20 7,349,112 52,349 388,153
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 14 38,500 SH   DFND 20 38,500 0 0
BRASKEM S A SP ADR PFD A 105532105 2,996 451,185 SH   DFND 1,2,5,10,13,20 410,121 36,864 4,200
BRF SA SPONSORED ADR 10552T107 5,937 2,047,293 SH   DFND 2,5,8,10,20 1,786,038 233,763 27,492
BRIDGE BANCORP INC COM 108035106 7,167 338,724 SH   DFND 2,5,8,20 279,906 0 58,818
BRIDGEBIO PHARMA INC COM 10806X102 49,698 1,713,716 SH   DFND 2,5,20 1,713,716 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 3,881 398,093 SH   DFND 2,20 330,033 0 68,060
BRIDGFORD FOODS CORP COM 108763103 631 27,362 SH   DFND 2,20 27,362 0 0
BRIGGS & STRATTON CORP COM 109043109 2,826 1,561,428 SH   DFND 2,5,8,20 1,399,197 2,098 160,133
BRIGHAM MINERALS INC CL A COM 10918L103 4,241 512,814 SH   DFND 2,5,8,20 512,814 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 85,635 839,561 SH   DFND 2,5,8,13,19,20 759,305 800 79,456
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 773 114,811 SH   DFND 2,5,20 114,811 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 19,832 713,896 SH   DFND 2,20 713,896 0 0
BRIGHTCOVE INC COM 10921T101 5,011 718,871 SH   DFND 2,5,20 584,032 0 134,839
BRIGHTHOUSE FINL INC COM 10922N103 74,117 3,066,502 SH   DFND 2,5,6,8,11,12,13,20 2,958,696 913 106,893
BRIGHTSPHERE INVT GROUP INC COM 10948W103 9,121 1,427,425 SH   DFND 2,5,8,20 1,427,425 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 7,301 660,089 SH   DFND 2,5,8,20 557,919 0 102,170
BRINKER INTL INC COM 109641100 16,357 1,361,966 SH   DFND 2,5,6,8,10,11,20 1,223,603 5,427 132,936
BRINKS CO COM 109696104 82,219 1,579,625 SH   DFND 2,5,6,8,11,13,20 1,401,830 594 177,201
BRISTOL-MYERS SQUIBB CO COM 110122108 5,621,522 100,852,572 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 90,144,852 2,286,757 8,420,963
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 163 42,838 SH   DFND 5,8,12,19,20 42,838 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 87,367 2,506,428 SH   DFND 1,2,5,8,10,12,20 2,352,392 132,430 21,606
BRIXMOR PPTY GROUP INC COM 11120U105 143,186 15,072,242 SH   DFND 2,5,6,8,10,11,13,19,20 14,252,017 86,450 733,775
ADDUS HOMECARE CORP COM 006739106 27,827 411,643 SH   DFND 2,5,8,20 370,549 0 41,094
BROADCOM INC 8% CNV PFD SER A 11135F200 80,141 85,700 SH   DFND 2 85,700 0 0
BROADCOM INC COM 11135F101 3,849,892 16,237,418 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,647,609 209,509 1,380,300
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 474,181 4,972,478 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,408,344 119,861 444,273
BROOKDALE SR LIVING INC COM 112463104 13,187 4,226,648 SH   DFND 2,5,8,12,20 3,584,624 496 641,528
BROOKFIELD PPTY REIT INC CL A 11282X103 13,888 1,635,837 SH   DFND 2,5,8,10,20 1,506,355 18,490 110,992
BROOKLINE BANCORP INC DEL COM 11373M107 31,440 2,787,247 SH   DFND 2,5,8,20 2,509,433 0 277,814
BROOKS AUTOMATION INC NEW COM 114340102 67,875 2,225,416 SH   DFND 2,5,8,20 1,974,391 459 250,566
BROWN & BROWN INC COM 115236101 388,944 10,738,379 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,431,825 3,130 303,424
BROWN FORMAN CORP CL A 115637100 7,858 152,431 SH   DFND 2,20 128,405 0 24,026
BROWN FORMAN CORP CL B 115637209 612,670 11,003,249 SH   DFND 2,5,6,8,10,12,13,19,20 9,976,884 300,198 726,167
ADECOAGRO S A COM L00849106 1,283 329,861 SH   DFND 2,5,20 329,861 0 0
BRP GROUP INC COM CL A 05589G102 3,004 284,705 SH   DFND 2,20 284,705 0 0
BRT APARTMENTS CORP COM 055645303 2,920 280,549 SH   DFND 2,20 249,800 0 30,749
BRUKER CORP COM 116794108 56,190 1,566,923 SH   DFND 2,5,8,13,19,20 1,424,264 892 141,767
BRUNSWICK CORP COM 117043109 68,958 1,949,628 SH   DFND 2,5,6,8,11,13,19,20 1,843,453 657 105,518
BRYN MAWR BK CORP COM 117665109 11,963 421,546 SH   DFND 2,5,8,20 354,367 497 66,682
BUCKLE INC COM 118440106 15,320 1,117,449 SH   DFND 2,5,8,20 1,013,198 956 103,295
BUILD A BEAR WORKSHOP COM 120076104 18 12,665 SH   DFND 20 12,665 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 29,052 2,375,502 SH   DFND 2,5,8,20 1,978,750 0 396,752
BUNGE LIMITED COM G16962105 197,371 4,810,411 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,979,945 104,161 726,305
BURLINGTON STORES INC COM 122017106 228,211 1,440,178 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,238,312 44,904 156,962
ADESTO TECHNOLOGIES CORP COM 00687D101 5,262 470,218 SH   DFND 2,20 394,622 0 75,596
BUSINESS FIRST BANCSHARES IN COM 12326C105 2,844 210,685 SH   DFND 2,5,20 171,270 0 39,415
BWX TECHNOLOGIES INC COM 05605H100 116,695 2,395,717 SH   DFND 2,5,8,13,19,20 2,274,224 1,259 120,234
BYLINE BANCORP INC COM 124411109 4,598 442,163 SH   DFND 2,5,20 366,021 0 76,142
C & F FINL CORP COM 12466Q104 2,119 52,604 SH   DFND 2,20 43,078 0 9,526
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 609,201 9,202,429 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,188,379 174,568 839,482
CABALETTA BIO INC COM 12674W109 769 105,399 SH   DFND 2,20 105,399 0 0
CABLE ONE INC COM 12685J105 202,795 123,354 SH   DFND 2,5,6,8,11,13,19,20 117,068 65 6,221
CABOT CORP COM 127055101 38,590 1,477,413 SH   DFND 2,5,6,11,13,20 1,403,947 863 72,603
CABOT MICROELECTRONICS CORP COM 12709P103 104,910 915,736 SH   DFND 2,5,6,8,11,20 813,193 452 102,091
CABOT OIL & GAS CORP COM 127097103 463,358 26,955,097 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,240,516 278,052 2,436,529
ADIENT PLC ORD SHS G0084W101 26,715 2,945,457 SH   DFND 2,5,6,8,11,12,13,20 2,803,312 974 141,171
CACI INTL INC CL A 127190304 130,555 618,305 SH   DFND 2,5,6,8,11,13,19,20 594,772 310 23,223
CACTUS INC CL A 127203107 12,815 1,104,764 SH   DFND 2,5,8,20 943,248 0 161,516
CADENCE BANCORPORATION CL A 12739A100 47,110 7,192,353 SH   DFND 2,5,8,20 6,749,136 0 443,217
CADENCE DESIGN SYSTEM INC COM 127387108 815,679 12,351,292 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,815,046 407,878 1,128,368
CADIZ INC COM NEW 127537207 4,083 349,906 SH   DFND 2,5,20 293,113 0 56,793
CAESARS ENTMT CORP COM 127686103 89,418 13,227,559 SH   DFND 2,5,6,8,13,20 12,481,254 4,600 741,705
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 35,771 32,631,020 SH   DFND 2,5 32,631,020 0 0
CAESARSTONE LTD ORD SHS M20598104 5,175 489,581 SH   DFND 2,5,8,20 420,504 0 69,077
CAI INTERNATIONAL INC COM 12477X106 4,891 345,921 SH   DFND 2,5,8,20 288,313 0 57,608
CAL MAINE FOODS INC COM NEW 128030202 78,807 1,791,876 SH   DFND 2,5,8,19,20 1,677,823 700 113,353
ADMA BIOLOGICS INC COM 000899104 3,434 1,192,476 SH   DFND 2,13,20 985,072 0 207,404
CALAMP CORP COM 128126109 5,465 1,214,355 SH   DFND 2,5,8,20 1,100,034 400 113,921
CALAVO GROWERS INC COM 128246105 29,497 511,300 SH   DFND 2,5,8,20 452,969 0 58,331
CALERES INC COM 129500104 8,846 1,681,398 SH   DFND 2,5,8,20 1,539,092 1,545 140,761
CALIFORNIA RES CORP COM NEW 13057Q206 5,718 5,717,658 SH   DFND 2,5,13,20 5,550,496 1,320 165,842
CALIFORNIA WTR SVC GROUP COM 130788102 201,294 4,000,278 SH   DFND 2,5,8,13,19,20 3,828,124 600 171,554
CALITHERA BIOSCIENCES INC COM 13089P101 4,428 997,206 SH   DFND 2,5,20 804,171 0 193,035
CALIX INC COM 13100M509 5,976 844,104 SH   DFND 2,5,20 676,922 0 167,182
CALLAWAY GOLF CO COM 131193104 28,918 2,829,537 SH   DFND 2,5,8,20 2,497,923 1,582 330,032
CALLON PETE CO DEL COM 13123X102 17,559 32,048,340 SH   DFND 2,5,20 30,706,698 6,984 1,334,658
CALYXT INC COM 13173L107 539 161,790 SH   DFND 2,5,20 136,601 0 25,189
ADOBE INC COM 00724F101 6,331,666 19,895,885 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,679,460 495,002 1,721,423
CAMBIUM NETWORKS CORP SHS G17766109 250 44,613 SH   DFND 2,20 44,613 0 0
CAMBRIDGE BANCORP COM 132152109 4,617 88,796 SH   DFND 2,5,20 74,227 0 14,569
CAMDEN NATL CORP COM 133034108 9,664 307,267 SH   DFND 2,5,8,20 257,547 0 49,720
CAMDEN PPTY TR SH BEN INT 133131102 455,249 5,688,018 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,230,326 105,833 351,859
CAMPBELL SOUP CO COM 134429109 399,974 8,664,940 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,817,542 114,942 732,456
CAMPING WORLD HLDGS INC CL A 13462K109 3,827 672,540 SH   DFND 2,5,8,20 564,075 0 108,465
CAMTEK LTD ORD M20791105 703 83,468 SH   DFND 2 83,468 0 0
CANADIAN IMP BK COMM COM 136069101 982 16,648 SH   DFND 20 2,248 538 13,862
CANADIAN NATL RY CO COM 136375102 9,710 125,083 SH   DFND 20 678 0 124,405
CANADIAN PAC RY LTD COM 13645T100 15,393 69,912 SH   DFND 8,20 3,229 0 66,683
22ND CENTY GROUP INC COM 90137F103 1,498 1,997,740 SH   DFND 2,5,20 1,681,303 0 316,437
ADT INC COM 00090Q103 7,765 1,783,733 SH   DFND 2,5,8,20 1,668,933 0 114,800
CANADIAN SOLAR INC COM 136635109 2,050 128,841 SH   DFND 2,5,20 128,841 0 0
CANNAE HLDGS INC COM 13765N107 51,892 1,549,492 SH   DFND 2,5,8,19,20 1,292,783 392 256,317
CANON INC SPONSORED ADR 138006309 296 13,250 SH   DFND 20 13,250 0 0
CANTEL MEDICAL CORP COM 138098108 36,346 1,012,432 SH   DFND 2,5,6,8,11,13,19,20 961,235 500 50,697
CAPITAL BANCORP INC MD COM 139737100 1,670 133,394 SH   DFND 2,20 96,272 0 37,122
CAPITAL CITY BK GROUP INC COM 139674105 5,968 296,606 SH   DFND 2,5,20 247,032 0 49,574
CAPITAL ONE FINL CORP COM 14040H105 1,028,231 20,393,320 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,124,385 390,470 1,878,465
CAPITAL SR LIVING CORP COM 140475104 17 30,088 SH   DFND 20 30,088 0 0
CAPITOL FED FINL INC COM 14057J101 37,293 3,212,153 SH   DFND 2,5,6,8,12,19,20 2,738,975 0 473,178
CAPRI HOLDINGS LIMITED SHS G1890L107 74,709 6,923,932 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,923,932 0 0
ADTALEM GLOBAL ED INC COM 00737L103 46,414 1,732,530 SH   DFND 2,5,6,8,11,19,20 1,543,125 394 189,011
CAPSTAR FINL HLDGS INC COM 14070T102 2,490 251,788 SH   DFND 2,13,20 204,421 0 47,367
CAPSTEAD MTG CORP COM NO PAR 14067E506 14,616 3,361,600 SH   DFND 2,5,8,13,20 3,032,923 4,493 324,184
CARA THERAPEUTICS INC COM 140755109 13,488 1,021,070 SH   DFND 2,5,8,20 893,347 0 127,723
CARDINAL HEALTH INC COM 14149Y108 968,171 19,997,142 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,123,037 312,810 1,561,295
CARDIOVASCULAR SYS INC DEL COM 141619106 43,336 1,230,795 SH   DFND 2,5,8,20 1,109,586 800 120,409
CARDLYTICS INC COM 14161W105 11,080 316,923 SH   DFND 2,5,8,20 280,489 0 36,434
CARDTRONICS PLC SHS CL A G1991C105 24,541 1,173,080 SH   DFND 2,5,8,20 1,043,726 200 129,154
CAREDX INC COM 14167L103 56,163 2,572,766 SH   DFND 2,5,8,20 2,434,089 0 138,677
CARETRUST REIT INC COM 14174T107 62,906 4,187,061 SH   DFND 2,5,8,10,20 3,744,232 27,720 415,109
CARGURUS INC COM CL A 141788109 29,414 1,552,993 SH   DFND 2,5,8,19,20 1,310,084 0 242,909
ADTRAN INC COM 00738A106 12,476 1,624,427 SH   DFND 2,5,8,20 1,465,581 1,818 157,028
CARLISLE COS INC COM 142339100 253,966 2,027,189 SH   DFND 2,5,6,8,11,13,19,20 1,950,916 647 75,626
CARMAX INC COM 143130102 371,162 6,895,076 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,277,125 88,256 529,695
CARNIVAL CORP UNIT 99/99/9999 143658300 248,586 18,875,172 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,264,694 282,029 1,328,449
CARNIVAL PLC ADR 14365C103 221 18,580 SH   DFND 1,20 18,580 0 0
CAROLINA FINL CORP NEW COM 143873107 12,967 499,307 SH   DFND 2,5,8,20 423,728 0 75,579
CARPENTER TECHNOLOGY CORP COM 144285103 38,090 1,953,339 SH   DFND 2,5,6,8,11,19,20 1,783,912 314 169,113
CARRIAGE SVCS INC COM 143905107 5,971 369,706 SH   DFND 2,5,8,20 312,926 0 56,780
CARROLS RESTAURANT GROUP INC COM 14574X104 1,301 714,969 SH   DFND 2,5,8,20 598,112 0 116,857
CARS COM INC COM 14575E105 6,034 1,403,208 SH   DFND 2,5,8,12,13,20 1,165,027 1,676 236,505
CARTER BK & TR MARTINSVILLE COM 146102108 4,241 461,942 SH   DFND 2,5,8,20 461,942 0 0
ADURO BIOTECH INC COM 00739L101 3,274 1,194,766 SH   DFND 2,5,20 969,530 0 225,236
CARTERS INC COM 146229109 73,365 1,116,160 SH   DFND 2,5,6,8,11,13,19,20 1,056,505 675 58,980
CARVANA CO CL A 146869102 34,900 633,504 SH   DFND 2,5,8,13,19,20 595,169 0 38,335
CASA SYS INC COM 14713L102 2,415 690,088 SH   DFND 2,5,8,20 589,687 0 100,401
CASELLA WASTE SYS INC CL A 147448104 37,459 959,022 SH   DFND 2,5,8,20 803,941 0 155,081
CASEYS GEN STORES INC COM 147528103 178,497 1,347,246 SH   DFND 2,5,6,8,11,12,13,20 1,298,959 439 47,848
CASI PHARMACEUTICALS INC COM 14757U109 1,852 907,963 SH   DFND 2,5,20 733,599 0 174,364
CASPER SLEEP INC COM 147626105 402 93,600 SH   DFND 2,20 93,600 0 0
CASS INFORMATION SYS INC COM 14808P109 12,835 365,042 SH   DFND 2,5,8,20 315,470 0 49,572
CASTLE BIOSCIENCES INC COM 14843C105 4,471 149,979 SH   DFND 2,20 149,979 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 1,314 1,817,018 SH   DFND 2,5,20 1,485,511 0 331,507
ADVANCE AUTO PARTS INC COM 00751Y106 301,647 3,223,958 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,653,592 75,876 494,490
CATALENT INC COM 148806102 195,614 3,765,432 SH   DFND 2,5,6,8,11,12,13,20 3,560,853 1,300 203,279
CATALYST PHARMACEUTICALS INC COM 14888U101 28,647 7,440,822 SH   DFND 2,5,8,20 7,115,879 0 324,943
CATASYS INC COM PAR 149049504 1,893 124,292 SH   DFND 2,20 124,292 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 7,464 1,033,789 SH   DFND 2,5,8,20 854,037 0 179,752
CATERPILLAR INC DEL COM 149123101 5,165,984 44,518,992 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,215,807 385,952 22,917,233
CATHAY GEN BANCORP COM 149150104 65,897 2,871,338 SH   DFND 2,5,6,8,11,20 2,604,247 454 266,637
CATO CORP NEW CL A 149205106 9,733 912,225 SH   DFND 2,5,8,20 831,315 1,391 79,519
CAVCO INDS INC DEL COM 149568107 41,728 287,895 SH   DFND 2,5,8,20 257,442 31 30,422
CBDMD INC COM 12482W101 317 340,677 SH   DFND 2,20 340,677 0 0
CBIZ INC COM 124805102 23,870 1,141,014 SH   DFND 2,5,8,20 965,602 0 175,412
ADVANCED DISP SVCS INC DEL COM 00790X101 52,378 1,596,896 SH   DFND 2,5,8,19,20 1,338,499 0 258,397
CBL & ASSOC PPTYS INC COM 124830100 1,496 7,474,912 SH   DFND 2,5,8,13,20 6,778,236 0 696,676
CBOE GLOBAL MARKETS INC COM 12503M108 426,098 4,774,211 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,358,294 60,148 355,769
CBRE GROUP INC CL A 12504L109 551,699 14,630,049 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,753,408 535,274 1,341,367
CBTX INC COM 12481V104 7,298 408,440 SH   DFND 2,5,8,20 345,861 0 62,579
CDK GLOBAL INC COM 12508E101 142,326 4,332,617 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,840,394 88,254 403,969
CDW CORP COM 12514G108 564,225 6,049,374 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,656,469 100,733 292,172
CECO ENVIRONMENTAL CORP COM 125141101 2,618 560,544 SH   DFND 2,5,20 456,544 0 104,000
CEDAR REALTY TRUST INC COM NEW 150602209 3,041 3,258,987 SH   DFND 2,5,8,20 2,881,655 6,921 370,411
CEL SCI CORP COM PAR NEW 150837607 6,593 571,332 SH   DFND 2,5,20 571,332 0 0
CELANESE CORP DEL COM 150870103 396,547 5,403,285 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,502,309 368,345 532,631
ADVANCED DRAIN SYS INC DEL COM 00790R104 27,123 921,285 SH   DFND 2,5,8,20 770,877 0 150,408
CELCUITY INC COM 15102K100 583 89,657 SH   DFND 2,20 72,069 0 17,588
CELLCOM ISRAEL LTD SHS M2196U109 99 34,102 SH   DFND 20 34,102 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 3,444 217,730 SH   DFND 2,20 175,796 0 41,934
CELSIUS HLDGS INC COM NEW 15118V207 1,815 431,056 SH   DFND 2,20 352,218 0 78,838
CEMEX SAB DE CV SPON ADR NEW 151290889 77 36,317 SH   DFND 1,5,20 36,317 0 0
CENTENE CORP DEL COM 15135B101 1,453,058 24,458,142 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,177,315 285,862 1,994,965
CENTENNIAL RESOURCE DEV INC CL A 15136A102 3,357 12,762,734 SH   DFND 2,5,13,20 12,532,942 700 229,092
CENTERPOINT ENERGY INC COM 15189T107 469,368 30,379,807 SH   DFND 2,5,6,8,10,11,12,13,19,20 27,540,434 394,198 2,445,175
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 13,210 448,700 SH   DFND 2 448,700 0 0
CENTERSTATE BK CORP COM 15201P109 58,545 3,397,828 SH   DFND 2,5,6,8,20 2,972,740 0 425,088
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 2,188 333,096 SH   DFND 2,5,20 277,697 0 55,399
CENTOGENE N V COM N1976T109 542 27,111 SH   DFND 2,20 27,111 0 0
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 2,150 409,603 SH   DFND 2,10,20 298,267 102,836 8,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 2,707 587,102 SH   DFND 2,20 587,102 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 5,838 1,865,303 SH   DFND 2,5,20 1,574,080 0 291,223
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 35,558 1,390,614 SH   DFND 2,5,6,8,20 1,242,276 0 148,338
CENTRAL GARDEN & PET CO COM 153527106 9,522 346,265 SH   DFND 2,5,20 310,806 0 35,459
CENTRAL PAC FINL CORP COM NEW 154760409 16,982 1,068,041 SH   DFND 2,5,8,20 974,379 0 93,662
CENTRAL PUERTO S A SPONSORED ADR 155038201 669 297,242 SH   DFND 5,20 297,242 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 2,695 206,641 SH   DFND 2,5,20 170,048 0 36,593
CENTRIC BRANDS INC COM 15644G104 303 270,091 SH   DFND 2,20 270,091 0 0
ADVANCED ENERGY INDS COM 007973100 56,343 1,161,961 SH   DFND 2,5,8,20 1,026,575 200 135,186
CENTURY ALUM CO COM 156431108 5,967 1,648,311 SH   DFND 2,5,8,20 1,475,707 2,024 170,580
CENTURY BANCORP INC MASS CL A NON VTG 156432106 3,648 58,615 SH   DFND 2,20 46,814 0 11,801
CENTURY CASINOS INC COM 156492100 1,507 625,317 SH   DFND 2,20 534,175 0 91,142
CENTURY CMNTYS INC COM 156504300 15,734 1,084,335 SH   DFND 2,5,8,20 986,891 0 97,444
CENTURYLINK INC COM 156700106 582,731 61,599,435 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 46,246,265 480,895 14,872,275
CERAGON NETWORKS LTD ORD M22013102 59 46,721 SH   DFND 2 46,721 0 0
CERECOR INC COM 15671L109 987 397,928 SH   DFND 2,20 397,928 0 0
CERENCE INC COM 156727109 9,236 599,716 SH   DFND 2,5,8,13,20 599,716 0 0
CERIDIAN HCM HLDG INC COM 15677J108 115,344 2,303,658 SH   DFND 2,5,6,8,11,13,19,20 2,204,518 0 99,140
CERNER CORP COM 156782104 926,807 14,713,553 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,838,091 435,097 1,440,365
ADVANCED MICRO DEVICES INC COM 007903107 2,062,861 45,357,547 SH   DFND 2,5,6,8,10,11,12,13,19,20 41,053,683 520,706 3,783,158
CERUS CORP COM 157085101 18,863 4,056,464 SH   DFND 2,5,8,20 3,503,894 0 552,570
CEVA INC COM 157210105 18,950 760,143 SH   DFND 2,5,8,20 684,906 1,237 74,000
CF INDS HLDGS INC COM 125269100 291,797 10,727,837 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,544,808 147,828 1,035,201
CHANGE HEALTHCARE INC COM 15912K100 36,168 3,620,382 SH   DFND 2,5,8,13,20 3,620,382 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,567 239,889 SH   DFND 2,5,13,20 221,489 0 18,400
CHANNELADVISOR CORP COM 159179100 3,739 515,037 SH   DFND 2,5,8,20 432,927 0 82,110
CHAPARRAL ENERGY INC COM CL A 15942R208 273 579,869 SH   DFND 2,20 579,869 0 0
CHARAH SOLUTIONS INC COM 15957P105 196 114,333 SH   DFND 2,20 82,716 0 31,617
CHARLES RIV LABS INTL INC COM 159864107 145,390 1,151,967 SH   DFND 2,5,6,8,11,13,20 1,083,652 426 67,889
CHART INDS INC COM PAR $0.01 16115Q308 32,593 1,124,683 SH   DFND 2,5,8,20 1,000,345 246 124,092
2U INC COM 90214J101 17,850 841,168 SH   DFND 2,5,8,13,20 764,152 500 76,516
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 41,380 7,236,000 SH   DFND 2,5 7,236,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,013,901 6,907,706 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,931,905 77,244 898,557
CHASE CORP COM 16150R104 13,112 159,344 SH   DFND 2,5,8,20 134,999 0 24,345
CHATHAM LODGING TR COM 16208T102 18,218 3,067,059 SH   DFND 2,5,8,10,20 2,851,931 12,874 202,254
CHECK POINT SOFTWARE TECH LT ORD M22465104 291,152 2,895,886 SH   DFND 2,5,6,8,10,12,13,19,20 2,504,450 132,794 258,642
CHECKPOINT THERAPEUTICS INC COM 162828107 780 516,761 SH   DFND 2,20 516,761 0 0
CHEESECAKE FACTORY INC COM 163072101 24,277 1,421,367 SH   DFND 2,5,6,8,11,20 1,277,212 294 143,861
CHEETAH MOBILE INC ADR 163075104 400 191,353 SH   DFND 2,5,20 191,353 0 0
CHEFS WHSE INC COM 163086101 8,205 814,786 SH   DFND 2,5,8,20 728,404 0 86,382
CHEGG INC COM 163092109 87,263 2,438,879 SH   DFND 2,5,8,13,19,20 2,027,665 1,200 410,014
CHEMED CORP NEW COM 16359R103 176,363 407,116 SH   DFND 2,5,6,8,11,13,19,20 385,092 147 21,877
ADVANSIX INC COM 00773T101 8,974 940,687 SH   DFND 1,2,5,8,13,20 837,749 1,353 101,585
CHEMOCENTRYX INC COM 16383L106 43,242 1,076,196 SH   DFND 2,5,8,20 942,251 0 133,945
CHEMOURS CO COM 163851108 35,685 4,023,131 SH   DFND 2,5,6,8,11,12,13,20 3,817,409 2,143 203,579
CHEMUNG FINL CORP COM 164024101 1,965 59,138 SH   DFND 2,20 47,305 0 11,833
CHENIERE ENERGY INC COM NEW 16411R208 208,902 6,235,883 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,517,700 113,247 604,936
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 12,577 19,275,000 SH   DFND 2,5 19,275,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 4,410 676,938 SH   DFND 2,5,20 619,331 0 57,607
CHESAPEAKE ENERGY CORP COM 165167107 22,546 130,550,298 SH   DFND 2,5,12,13,20 129,045,513 20,146 1,484,639
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 1,084 22,465,000 SH   DFND 2 22,465,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 31,085 361,039 SH   DFND 2,5,8,19,20 304,265 36 56,738
CHEVRON CORP NEW COM 166764100 8,481,831 117,055,351 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 90,151,202 15,461,013 11,443,136
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 32,652 3,342,089 SH   DFND 2,5,8,20 3,130,891 0 211,198
CHEWY INC CL A 16679L109 7,533 200,946 SH   DFND 2,19,20 200,946 0 0
CHIASMA INC COM 16706W102 2,267 621,227 SH   DFND 2,20 621,227 0 0
CHICOS FAS INC COM 168615102 5,898 4,571,865 SH   DFND 2,5,8,20 4,124,881 6,009 440,975
CHILDRENS PL INC COM 168905107 11,479 586,861 SH   DFND 2,5,8,20 532,818 137 53,906
CHIMERA INVT CORP COM NEW 16934Q208 34,587 3,608,282 SH   DFND 2,5,8,13,19,20 3,359,220 3,113 245,949
CHIMERIX INC COM 16934W106 1,789 1,242,019 SH   DFND 2,5,20 1,080,159 0 161,860
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 5,959 55,212 SH   DFND 2,5,13,19,20 54,512 0 700
CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 214 158,611 SH   DFND 2,20 158,611 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 101 10,352 SH   DFND 5 10,352 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3,016 80,061 SH   DFND 1,2,12,20 80,061 0 0
AECOM COM 00766T100 122,005 4,087,277 SH   DFND 2,5,6,8,11,12,13,20 3,901,613 1,595 184,069
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 2,600 53,382 SH   DFND 5,20 51,682 0 1,700
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 966 31,661 SH   DFND 5,20 29,261 0 2,400
CHINA UNICOM HONG KONG SPONSORED ADR 16945R104 523 88,906 SH   DFND 1 88,906 0 0
CHINA YUCHAI INTL LTD COM G21082105 652 60,580 SH   DFND 2,5,20 60,580 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 734,381 1,122,221 SH   DFND 2,5,6,8,10,11,12,13,19,20 998,055 17,967 106,199
CHOICE HOTELS INTL INC COM 169905106 48,980 799,672 SH   DFND 2,5,6,8,11,19,20 754,349 274 45,049
CHROMADEX CORP COM NEW 171077407 2,277 698,422 SH   DFND 2,20 569,937 0 128,485
CHUBB LIMITED COM H1467J104 2,342,939 20,839,431 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,904,656 310,953 1,623,822
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 8,467 238,047 SH   DFND 2,5,13,20 212,388 0 25,659
CHURCH & DWIGHT INC COM 171340102 853,062 13,291,718 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,139,822 275,309 876,587
AEGION CORP COM 00770F104 18,604 1,037,599 SH   DFND 2,5,8,20 928,682 1,063 107,854
CHURCHILL DOWNS INC COM 171484108 114,502 1,112,209 SH   DFND 2,5,6,8,13,20 988,804 501 122,904
CHUYS HLDGS INC COM 171604101 5,214 517,787 SH   DFND 2,5,8,20 460,826 0 56,961
CIENA CORP COM NEW 171779309 150,619 3,783,454 SH   DFND 2,5,6,8,11,13,19,20 3,624,534 1,303 157,617
CIGNA CORP NEW COM 125523100 2,894,314 16,331,881 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,616,266 252,987 1,462,628
CIM COML TR CORP COM NEW 125525584 1,535 138,409 SH   DFND 2,5,20 138,409 0 0
CIMAREX ENERGY CO COM 171798101 80,162 4,763,051 SH   DFND 2,5,6,8,11,12,13,19,20 4,263,435 1,047 498,569
CIMPRESS PLC SHS EURO G2143T103 21,474 403,649 SH   DFND 2,5,8,13,19,20 403,649 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 22,221 1,517,852 SH   DFND 2,5,20 1,352,522 0 165,330
CINCINNATI FINL CORP COM 172062101 643,632 8,464,369 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,817,487 115,448 531,434
CINEMARK HOLDINGS INC COM 17243V102 27,935 2,741,422 SH   DFND 2,5,6,8,11,12,13,20 2,603,971 800 136,651
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 2,198 471,698 SH   DFND 2,20 388,335 0 83,363
CINTAS CORP COM 172908105 671,179 3,874,721 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,448,762 86,905 339,054
CIRCOR INTL INC COM 17273K109 6,713 577,193 SH   DFND 2,5,8,20 506,740 409 70,044
CIRRUS LOGIC INC COM 172755100 134,768 2,053,455 SH   DFND 2,5,6,8,10,11,13,19,20 1,846,486 424 206,545
CISCO SYS INC COM 17275R102 7,305,195 185,835,548 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 159,861,194 4,744,338 21,230,016
CIT GROUP INC COM NEW 125581801 63,980 3,706,827 SH   DFND 2,5,6,8,11,12,13,20 3,582,767 1,388 122,672
CITI TRENDS INC COM 17306X102 2,198 246,918 SH   DFND 2,5,20 203,242 0 43,676
CITIGROUP INC COM NEW 172967424 3,977,704 94,437,421 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 84,583,012 1,537,310 8,317,099
CITIZENS & NORTHN CORP COM 172922106 4,514 225,701 SH   DFND 2,5,20 188,340 0 37,361
CITIZENS CMNTY BANCORP INC M COM 174903104 186 28,847 SH   DFND 20 923 0 27,924
CITIZENS FINANCIAL GROUP INC COM 174610105 397,369 21,125,430 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,250,525 299,283 1,575,622
AEGON N V NY REGISTRY SHS 007924103 132 53,096 SH   DFND 2,20 53,096 0 0
CITIZENS INC CL A 174740100 6,685 1,025,350 SH   DFND 2,5,8,20 851,622 800 172,928
CITRIX SYS INC COM 177376100 811,293 5,731,493 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,153,961 93,194 484,338
CITY HLDG CO COM 177835105 38,633 580,692 SH   DFND 2,5,8,20 525,286 0 55,406
CITY OFFICE REIT INC COM 178587101 9,537 1,319,066 SH   DFND 2,5,8,20 1,147,741 0 171,325
CIVEO CORP CDA COM 17878Y108 42 101,290 SH   DFND 2,20 101,290 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 3,998 267,231 SH   DFND 2,5,20 219,248 0 47,983
CLARUS CORP NEW COM 18270P109 3,815 389,274 SH   DFND 2,5,20 329,285 0 59,989
CLEAN ENERGY FUELS CORP COM 184499101 4,592 2,579,984 SH   DFND 2,5,8,20 2,132,556 0 447,428
CLEAN HARBORS INC COM 184496107 63,127 1,229,595 SH   DFND 2,5,6,8,11,13,20 1,164,314 746 64,535
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 1,191 1,860,173 SH   DFND 2,5,8,20 1,860,173 0 0
AEMETIS INC COM NEW 00770K202 45 86,900 SH   DFND 20 86,900 0 0
CLEARFIELD INC COM 18482P103 2,223 187,585 SH   DFND 2,5,20 149,843 0 37,742
CLEARSIDE BIOMEDICAL INC COM 185063104 91 53,700 SH   DFND 20 53,700 0 0
CLEARWATER PAPER CORP COM 18538R103 11,836 542,676 SH   DFND 2,5,8,20 486,056 998 55,622
CLEARWAY ENERGY INC CL A 18539C105 12,446 724,886 SH   DFND 2,5,20 605,123 0 119,763
CLEARWAY ENERGY INC CL C 18539C204 30,215 1,607,165 SH   DFND 2,5,20 1,340,810 0 266,355
CLEVELAND CLIFFS INC COM 185899101 59,317 15,017,071 SH   DFND 2,5,12,13,20 13,652,198 7,859 1,357,014
CLIPPER RLTY INC COM 18885T306 1,372 264,912 SH   DFND 2,20 224,577 0 40,335
CLOROX CO DEL COM 189054109 1,434,793 8,281,632 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,887,427 98,520 1,295,685
CLOUDERA INC COM 18914U100 40,650 5,165,185 SH   DFND 2,5,8,20 4,322,810 0 842,375
CLOUDFLARE INC CL A COM 18915M107 411 17,500 SH   DFND 20 17,500 0 0
AERCAP HOLDINGS NV SHS N00985106 82,380 3,614,755 SH   DFND 2,5,6,8,10,12,13,19,20 2,633,912 282,077 698,766
CLOVIS ONCOLOGY INC COM 189464100 23,343 3,670,251 SH   DFND 2,5,13,20 3,505,034 0 165,217
CME GROUP INC COM 12572Q105 2,770,395 16,022,178 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,505,270 241,420 1,275,488
CMS ENERGY CORP COM 125896100 955,474 16,263,394 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,121,032 185,746 956,616
CNA FINL CORP COM 126117100 16,689 537,660 SH   DFND 2,5,10,12,13,19,20 513,679 0 23,981
CNB FINL CORP PA COM 126128107 5,556 294,452 SH   DFND 2,5,8,20 249,039 0 45,413
CNH INDL N V SHS N20944109 536 95,578 SH   DFND 20 95,578 0 0
CNO FINL GROUP INC COM 12621E103 70,401 5,682,122 SH   DFND 2,5,6,8,11,12,13,20 5,139,917 1,024 541,181
CNOOC LIMITED SPONSORED ADR 126132109 797 7,700 SH   DFND 12,20 7,700 0 0
CNX RESOURCES CORPORATION COM 12653C108 69,017 12,973,167 SH   DFND 2,5,6,11,12,13,20 12,712,602 2,045 258,520
CNX RESOURCES CORPORATION COM 20854L108 5,373 1,456,162 SH   DFND 2,5,20 1,368,882 255 87,025
AERIE PHARMACEUTICALS INC COM 00771V108 15,922 1,179,431 SH   DFND 2,5,8,20 1,024,698 0 154,733
COASTAL FINL CORP WA COM NEW 19046P209 1,206 114,752 SH   DFND 2,20 76,860 0 37,892
COCA COLA CO COM 191216100 8,185,610 183,307,489 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 161,463,586 2,417,158 19,426,745
COCA COLA CONSOLIDATED INC COM 191098102 30,061 144,159 SH   DFND 2,5,8,20 127,944 0 16,215
COCA COLA EUROPEAN PARTNERS SHS G25839104 198,784 5,296,671 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,053,900 53,394 1,189,377
CODA OCTOPUS GROUP INC COM NEW 19188U206 485 86,492 SH   DFND 2,20 86,492 0 0
CODEXIS INC COM 192005106 12,383 1,109,608 SH   DFND 2,5,8,20 935,038 0 174,570
CODORUS VY BANCORP INC COM 192025104 2,721 169,032 SH   DFND 2,5,20 141,075 0 27,957
COEUR MNG INC COM NEW 192108504 24,597 7,662,711 SH   DFND 2,5,6,8,20 6,829,657 3,121 829,933
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 108,711 1,326,226 SH   DFND 2,5,8,20 1,178,305 652 147,269
COGNEX CORP COM 192422103 229,099 5,426,313 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,857,321 173,643 395,349
3-D SYS CORP DEL COM NEW 88554D205 32,084 4,161,314 SH   DFND 2,5,8,20 3,762,044 3,366 395,904
AEROJET ROCKETDYNE HLDGS INC COM 007800105 160,746 3,842,848 SH   DFND 2,5,8,13,20 3,588,439 555 253,854
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,084,414 23,335,779 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,845,145 550,578 1,940,056
COHEN & STEERS INC COM 19247A100 24,068 529,551 SH   DFND 2,5,8,20 447,318 0 82,233
COHERENT INC COM 192479103 60,835 571,706 SH   DFND 2,5,6,8,11,13,19,20 540,217 200 31,289
COHERUS BIOSCIENCES INC COM 19249H103 56,819 3,502,994 SH   DFND 2,5,8,20 3,291,362 0 211,632
COHU INC COM 192576106 16,412 1,319,467 SH   DFND 2,5,8,20 1,172,125 577 146,765
COLFAX CORP COM 194014106 40,939 2,067,605 SH   DFND 2,5,6,8,11,13,20 1,949,437 700 117,468
COLFAX CORP UNIT 01/15/2022T 194014205 8,786 96,200 SH   DFND 2 96,200 0 0
COLGATE PALMOLIVE CO COM 194162103 3,712,775 55,948,983 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 38,957,887 13,710,369 3,280,727
COLLECTORS UNIVERSE INC COM NEW 19421R200 2,421 154,484 SH   DFND 2,20 154,484 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 11,591 709,806 SH   DFND 2,5,8,20 597,559 0 112,247
AEROVIRONMENT INC COM 008073108 76,151 1,249,201 SH   DFND 2,5,8,20 1,167,749 0 81,452
COLONY BANKCORP INC COM 19623P101 1,183 94,631 SH   DFND 2,20 94,631 0 0
COLONY CAP INC NEW CL A COM 19626G108 24,306 13,151,645 SH   DFND 2,5,8,10,13,20 11,992,409 137,408 1,021,828
COLONY CAP INC NEW NOTE 3.875% 1/1 19624RAB2 10,621 13,112,000 SH   DFND 2,5 13,112,000 0 0
COLONY CR REAL ESTATE INC COM CL A 19625T101 7,006 1,735,352 SH   DFND 2,5,8,20 1,456,055 0 279,297
COLUMBIA BKG SYS INC COM 197236102 73,873 2,756,466 SH   DFND 2,5,8,20 2,501,148 1,262 254,056
COLUMBIA FINL INC COM 197641103 16,788 1,165,823 SH   DFND 2,5,6,8,20 990,188 0 175,635
COLUMBIA PPTY TR INC COM NEW 198287203 53,609 4,288,700 SH   DFND 2,5,8,10,12,13,20 4,007,435 33,411 247,854
COLUMBIA SPORTSWEAR CO COM 198516106 49,820 714,059 SH   DFND 2,5,6,8,11,19,20 674,314 188 39,557
COLUMBUS MCKINNON CORP N Y COM 199333105 11,543 461,721 SH   DFND 2,5,8,20 379,669 612 81,440
COMCAST CORP NEW CL A 20030N101 6,082,213 175,742,450 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 156,350,701 3,257,910 16,133,839
AES CORP COM 00130H105 478,256 35,165,849 SH   DFND 2,5,6,8,10,11,12,13,19,20 31,319,959 448,618 3,397,272
COMERICA INC COM 200340107 219,155 7,302,040 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,693,066 98,447 510,527
COMFORT SYS USA INC COM 199908104 41,499 1,135,417 SH   DFND 2,5,8,20 1,006,129 0 129,288
COMMERCE BANCSHARES INC COM 200525103 251,592 4,996,871 SH   DFND 2,5,6,8,11,12,13,19,20 4,858,515 1,136 137,220
COMMERCIAL METALS CO COM 201723103 75,261 4,766,392 SH   DFND 2,5,6,8,11,12,20 4,342,734 768 422,890
COMMERCIAL VEH GROUP INC COM 202608105 910 602,908 SH   DFND 2,5,20 503,647 0 99,261
COMMSCOPE HLDG CO INC COM 20337X109 25,102 2,755,462 SH   DFND 2,5,8,12,13,20 2,527,416 2,100 225,946
COMMUNITY BANKERS TR CORP COM 203612106 1,742 359,086 SH   DFND 2,20 299,746 0 59,340
COMMUNITY BK SYS INC COM 203607106 255,504 4,314,669 SH   DFND 2,5,6,8,20 4,133,714 375 180,580
COMMUNITY FINL CORP MD COM 20368X101 1,506 68,134 SH   DFND 2,20 57,113 0 11,021
COMMUNITY HEALTH SYS INC NEW COM 203668108 10,977 3,286,628 SH   DFND 1,2,5,8,20 2,956,662 3,578 326,388
AFFILIATED MANAGERS GROUP IN COM 008252108 99,580 1,683,809 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,653,042 688 30,079
COMMUNITY HEALTHCARE TR INC COM 20369C106 27,245 711,726 SH   DFND 2,5,8,20 640,002 0 71,724
COMMUNITY TR BANCORP INC COM 204149108 12,422 386,210 SH   DFND 2,5,8,20 328,639 0 57,571
COMMVAULT SYSTEMS INC COM 204166102 54,914 1,356,566 SH   DFND 2,5,6,8,11,13,19,20 1,208,373 486 147,707
COMPANHIA BRASILEIRA DE DIST SPONSORED ADR 20440T300 8,502 674,230 SH   DFND 2,10,19,20 674,230 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 15,957 2,162,224 SH   DFND 2,5,10,13,19,20 1,940,577 145,846 75,801
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 8,117 4,597,055 SH   DFND 2,10,19,20 4,155,261 385,856 55,938
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 8,346 773,560 SH   DFND 2,5,13,20 646,460 0 127,100
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 3,934 3,002,884 SH   DFND 1,2,10,19,20 2,723,234 238,450 41,200
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 4,925 368,109 SH   DFND 2,5,8,13,19,20 351,126 0 16,983
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 53,473 7,335,059 SH   DFND 2,5,8,10,12,13,19,20 3,528,105 88,700 3,718,254
AFFIMED N V COM N01045108 1,881 1,190,695 SH   DFND 2,20 1,190,695 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 558 41,612 SH   DFND 2 41,612 0 0
COMPASS MINERALS INTL INC COM 20451N101 58,601 1,523,293 SH   DFND 2,5,6,8,11,20 1,398,204 195 124,894
COMPUGEN LTD ORD M25722105 145 20,023 SH   DFND 2 20,023 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 10,272 461,642 SH   DFND 2,5,8,20 419,021 100 42,521
COMPX INTL INC CL A 20563P101 308 20,280 SH   DFND 2,20 17,116 0 3,164
COMSCORE INC COM 20564W105 2,919 1,035,079 SH   DFND 2,5,20 1,035,079 0 0
COMSTOCK RES INC COM 205768302 1,369 254,016 SH   DFND 2,20 254,016 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 11,990 902,145 SH   DFND 2,5,8,20 816,988 371 84,786
CONAGRA BRANDS INC COM 205887102 641,563 21,866,481 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,020,597 254,348 1,591,536
CONATUS PHARMACEUTICALS INC COM 20600T108 5 16,600 SH   DFND 20 16,600 0 0
AFLAC INC COM 001055102 1,241,749 36,266,027 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,921,619 595,254 2,749,154
CONCERT PHARMACEUTICALS INC COM 206022105 4,146 469,020 SH   DFND 2,5,20 378,882 0 90,138
CONCHO RES INC COM 20605P101 478,511 11,167,125 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,401,692 131,081 634,352
CONCRETE PUMPING HLDGS INC COM 206704108 1,027 359,131 SH   DFND 2,20 359,131 0 0
CONDUENT INC COM 206787103 9,846 4,018,698 SH   DFND 1,2,5,8,12,13,20 3,786,920 4,381 227,397
CONFORMIS INC COM 20717E101 812 1,288,330 SH   DFND 2,5,20 1,288,330 0 0
CONMED CORP COM 207410101 54,444 947,386 SH   DFND 2,5,8,20 852,144 100 95,142
CONNECTONE BANCORP INC NEW COM 20786W107 10,168 756,570 SH   DFND 2,5,8,20 642,597 0 113,973
CONNS INC COM 208242107 4,915 1,175,813 SH   DFND 2,5,8,20 1,106,389 1,000 68,424
CONOCOPHILLIPS COM 20825C104 1,634,869 53,080,153 SH   DFND 2,5,6,8,10,11,12,13,19,20 48,442,687 757,334 3,880,132
CONSOLIDATED COMM HLDGS INC COM 209034107 11,579 2,544,914 SH   DFND 2,5,8,20 2,301,494 1,045 242,375
AG MTG INVT TR INC COM 001228105 2,673 975,570 SH   DFND 2,5,8,20 855,647 500 119,423
CONSOLIDATED EDISON INC COM 209115104 1,794,121 23,001,557 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 20,858,272 267,435 1,875,850
CONSOLIDATED TOMOKA LD CO COM 210226106 4,690 103,465 SH   DFND 2,5,13,20 85,756 0 17,709
CONSOLIDATED WATER CO INC ORD G23773107 3,742 226,974 SH   DFND 2,20 183,473 0 43,501
CONSTELLATION BRANDS INC CL A 21036P108 1,083,807 7,560,037 SH   DFND 2,5,6,8,10,12,13,19,20 6,772,776 83,843 703,418
CONSTELLATION PHARMCETICLS I COM 210373106 11,052 351,644 SH   DFND 2,5,20 311,306 0 40,338
CONSTELLIUM SE CL A SHS F21107101 5,133 985,208 SH   DFND 2,5,8,12,20 985,208 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 5,571 329,822 SH   DFND 2,8,20 329,822 0 0
CONTAINER STORE GROUP INC COM 210751103 692 293,249 SH   DFND 2,20 241,033 0 52,216
CONTANGO OIL & GAS CO COM NEW 21075N204 21 14,128 SH   DFND 20 14,128 0 0
CONTINENTAL RES INC COM 212015101 39,158 5,125,437 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,374,386 56,852 694,199
AGCO CORP COM 001084102 105,890 2,241,059 SH   DFND 2,5,6,8,11,12,13,19,20 2,154,328 513 86,218
CONTURA ENERGY INC COM 21241B100 853 363,124 SH   DFND 2,5,8,20 363,124 0 0
COOPER COS INC COM NEW 216648402 587,932 2,132,738 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,899,467 52,852 180,419
COOPER STD HLDGS INC COM 21676P103 6,870 668,903 SH   DFND 2,5,8,20 608,452 0 60,451
COOPER TIRE & RUBR CO COM 216831107 28,169 1,728,144 SH   DFND 2,5,8,20 1,550,416 33 177,695
COOTEK CAYMAN INC SPONSORED ADS 21718L102 72 10,300 SH   DFND 2 10,300 0 0
COPA HOLDINGS SA CL A P31076105 24,776 547,054 SH   DFND 2,5,19,20 515,622 0 31,432
COPART INC COM 217204106 594,038 8,669,550 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,690,237 319,448 659,865
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 6,061 1,156,624 SH   DFND 2,5,20 950,887 0 205,737
CORCEPT THERAPEUTICS INC COM 218352102 37,746 3,174,603 SH   DFND 2,5,8,20 2,823,287 0 351,316
CORE LABORATORIES N V COM N22717107 8,569 825,685 SH   DFND 2,5,6,8,11,13,19,20 819,294 400 5,991
AGENUS INC COM NEW 00847G705 9,478 3,868,605 SH   DFND 2,5,8,20 3,526,284 0 342,321
CORE MARK HOLDING CO INC COM 218681104 43,720 1,530,291 SH   DFND 2,5,8,12,20 1,402,787 1,600 125,904
CORECIVIC INC COM 21871N101 48,143 4,157,212 SH   DFND 2,5,6,8,11,12,13,20 3,784,167 657 372,388
CORELOGIC INC COM 21871D103 58,978 1,931,184 SH   DFND 2,5,6,8,11,13,19,20 1,829,079 1,306 100,799
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 4,855 264,124 SH   DFND 2,5,8,19,20 224,138 0 39,986
COREPOINT LODGING INC COM 21872L104 5,766 1,405,003 SH   DFND 2,5,8,20 1,234,615 0 170,388
CORESITE RLTY CORP COM 21870Q105 115,168 983,870 SH   DFND 2,5,6,8,11,19,20 915,119 500 68,251
CORMEDIX INC COM 21900C308 1,634 455,277 SH   DFND 2,20 455,277 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 4,354 954,915 SH   DFND 2,5,8,20 954,915 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 38,501 1,212,643 SH   DFND 2,5,8,20 1,014,964 400 197,279
CORNING INC COM 219350105 771,552 37,563,385 SH   DFND 2,5,6,8,10,11,12,13,19,20 34,270,124 544,146 2,749,115
AGEX THERAPEUTICS INC COM 00848H108 273 293,888 SH   DFND 2,5,20 218,983 0 74,905
CORPORACION AMER ARPTS S A COM L1995B107 518 280,234 SH   DFND 2,5,20 280,234 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 119,887 5,354,862 SH   DFND 2,5,6,8,10,11,13,20 5,079,904 32,895 242,063
CORTEVA INC COM 22052L104 1,002,266 42,649,622 SH   DFND 2,5,6,8,10,11,12,13,19,20 42,649,622 0 0
CORTEXYME INC COM 22053A107 8,851 194,052 SH   DFND 2,5,20 194,052 0 0
CORVEL CORP COM 221006109 17,115 313,974 SH   DFND 2,5,8,20 281,637 0 32,337
COSAN LTD SHS A G25343107 13,289 1,080,411 SH   DFND 2,5,12,13,20 1,080,411 0 0
COSTAMARE INC SHS Y1771G102 4,468 988,510 SH   DFND 2,5,20 790,714 0 197,796
COSTAR GROUP INC COM 22160N109 459,730 782,905 SH   DFND 2,5,6,8,10,11,12,13,19,20 686,070 24,163 72,672
COSTCO WHSL CORP NEW COM 22160K105 5,232,533 18,351,393 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,332,836 501,805 1,516,752
COTY INC COM CL A 222070203 86,628 16,788,409 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,362,820 132,042 1,293,547
360 FINANCE INC ADS 88557W101 1,279 159,823 SH   DFND 2,5,20 159,823 0 0
AGILE THERAPEUTICS INC COM 00847L100 89 47,800 SH   DFND 20 47,800 0 0
COUPA SOFTWARE INC COM 22266L106 114,795 821,551 SH   DFND 2,5,8,13,19,20 753,655 800 67,096
COUSINS PPTYS INC COM NEW 222795502 208,616 7,127,286 SH   DFND 2,5,6,8,10,11,19,20 7,127,286 0 0
COVANTA HLDG CORP COM 22282E102 22,297 2,534,549 SH   DFND 2,5,8,20 2,140,225 614 393,710
COVENANT TRANSN GROUP INC CL A 22284P105 2,167 249,963 SH   DFND 2,5,8,20 206,473 0 43,490
COVETRUS INC COM 22304C100 22,840 2,805,902 SH   DFND 2,5,6,8,13,20 2,805,902 0 0
COVIA HLDGS CORP COM 22305A103 411 719,244 SH   DFND 2,5,20 553,998 0 165,246
COWEN INC CL A NEW 223622606 5,674 587,348 SH   DFND 2,5,8,20 480,651 0 106,697
CRA INTL INC COM 12618T105 5,364 160,540 SH   DFND 2,5,20 135,846 0 24,694
CRACKER BARREL OLD CTRY STOR COM 22410J106 67,550 811,701 SH   DFND 2,5,6,8,11,13,19,20 728,034 285 83,382
CRAFT BREW ALLIANCE INC COM 224122101 3,398 228,076 SH   DFND 2,5,13,20 178,258 0 49,818
AGILENT TECHNOLOGIES INC COM 00846U101 974,623 13,574,513 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,072,190 225,258 1,277,065
CRANE CO COM 224399105 59,842 1,216,796 SH   DFND 2,5,6,8,11,13,19,20 1,151,811 622 64,363
CRAWFORD & CO CL A 224633206 1,703 236,593 SH   DFND 2,20 236,593 0 0
CRAWFORD & CO CL B 224633107 94 14,722 SH   DFND 20 14,722 0 0
CREDICORP LTD COM G2519Y108 344,546 2,408,235 SH   DFND 2,5,8,10,12,13,19,20 1,196,632 28,500 1,183,103
CREDIT ACCEP CORP MICH COM 225310101 34,035 133,111 SH   DFND 2,5,8,13,20 118,870 83 14,158
CREDIT SUISSE GROUP SPONSORED ADR 225401108 972 120,123 SH   DFND 1,20 120,123 0 0
CREE INC COM 225447101 101,549 2,863,775 SH   DFND 2,5,6,8,11,13,19,20 2,756,324 1,660 105,791
CREE INC NOTE 0.875% 9/0 225447AB7 14,746 15,995,000 SH   DFND 2,5 15,995,000 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 937 269,273 SH   DFND 1,2,5,13,20 269,273 0 0
CRINETICS PHARMACEUTICALS IN COM 22663K107 3,300 224,494 SH   DFND 2,5,20 187,960 0 36,534
AGILYSYS INC COM 00847J105 12,426 744,046 SH   DFND 2,5,8,20 675,413 0 68,633
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 3,020 71,211 SH   DFND 2,5,8,20 68,111 0 3,100
CRITEO S A SPONS ADS 226718104 287 36,110 SH   DFND 2,5,20 36,110 0 0
CROCS INC COM 227046109 35,209 2,072,308 SH   DFND 2,5,8,20 1,835,517 968 235,823
CROSS CTRY HEALTHCARE INC COM 227483104 7,988 1,185,092 SH   DFND 2,5,8,20 1,067,114 0 117,978
CROSSFIRST BANKSHARES INC COM 22766M109 6,503 774,157 SH   DFND 2,20 774,157 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 2,974 53,407 SH   DFND 2,5,19,20 53,407 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 48,017 37,050 SH   DFND 2 37,050 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,842,228 19,683,019 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,788,100 1,082,539 1,812,380
CROWN HLDGS INC COM 228368106 171,026 2,946,690 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,482,230 65,833 398,627
CRYOLIFE INC COM 228903100 22,642 1,338,161 SH   DFND 2,5,8,20 1,214,696 0 123,465
AGIOS PHARMACEUTICALS INC COM 00847X104 67,742 1,909,309 SH   DFND 2,5,8,13,19,20 1,830,588 1,000 77,721
CRYOPORT INC COM PAR $0.001 229050307 19,439 1,138,805 SH   DFND 2,5,8,20 1,029,963 0 108,842
CSG SYS INTL INC COM 126349109 43,807 1,046,754 SH   DFND 2,5,8,20 930,364 20 116,370
CSW INDUSTRIALS INC COM 126402106 21,147 326,088 SH   DFND 2,5,8,20 273,838 0 52,250
CSX CORP COM 126408103 1,904,039 33,229,296 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,785,573 739,810 2,703,913
CTI BIOPHARMA CORP COM 12648L601 17 18,052 SH   DFND 20 18,052 0 0
CTS CORP COM 126501105 26,217 1,051,674 SH   DFND 2,5,8,20 934,687 1,122 115,865
CUBESMART COM 229663109 201,760 7,443,734 SH   DFND 2,5,8,10,12,13,19,20 6,908,252 55,794 479,688
CUBIC CORP COM 229669106 77,574 1,877,841 SH   DFND 2,5,8,20 1,755,657 566 121,618
CUE BIOPHARMA INC COM 22978P106 5,276 371,783 SH   DFND 2,20 299,321 0 72,462
CULLEN FROST BANKERS INC COM 229899109 248,265 4,449,985 SH   DFND 2,5,6,8,11,12,13,20 4,374,964 3,910 71,111
AGNC INVT CORP COM 00123Q104 199,439 18,566,240 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,530,245 430,104 3,605,891
CULP INC COM 230215105 1,564 212,514 SH   DFND 2,5,20 176,241 0 36,273
CUMMINS INC COM 231021106 973,531 7,194,290 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,378,410 215,546 600,334
CUMULUS MEDIA INC COM CLASS A 231082801 2,285 421,642 SH   DFND 2,20 421,642 0 0
CURIS INC COM NEW 231269200 9 12,288 SH   DFND 20 12,288 0 0
CURO GROUP HLDGS CORP COM 23131L107 1,550 292,427 SH   DFND 2,5,20 234,783 0 57,644
CURTISS WRIGHT CORP COM 231561101 144,052 1,556,021 SH   DFND 2,5,6,8,11,13,19,20 1,495,309 413 60,299
CUSHMAN WAKEFIELD PLC SHS G2717B108 26,520 2,258,965 SH   DFND 2,5,8,20 1,885,496 0 373,469
CUSTOMERS BANCORP INC COM 23204G100 11,495 1,051,663 SH   DFND 2,5,8,20 950,430 0 101,233
CUTERA INC COM 232109108 6,932 530,797 SH   DFND 2,5,8,20 484,849 0 45,948
CVB FINL CORP COM 126600105 101,851 5,079,872 SH   DFND 2,5,8,20 4,614,632 631 464,609
AGNICO EAGLE MINES LTD COM 008474108 243 6,100 SH   DFND 8,20 300 5,800 0
CVR ENERGY INC COM 12662P108 25,577 1,547,294 SH   DFND 2,5,8,13,19,20 1,435,165 3,200 108,929
CVS HEALTH CORP COM 126650100 3,324,819 56,039,417 SH   DFND 2,5,6,8,10,11,12,13,19,20 50,379,965 874,109 4,785,343
CYBERARK SOFTWARE LTD SHS M2682V108 65,474 765,237 SH   DFND 2,5,6,8,10,12,13,19,20 743,722 500 21,015
CYCLERION THERAPEUTICS INC COM 23255M105 1,424 537,316 SH   DFND 2,5,8,20 537,316 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 2,104 1,421,566 SH   DFND 2,5,8,20 1,179,153 0 242,413
CYPRESS SEMICONDUCTOR CORP COM 232806109 218,620 9,331,637 SH   DFND 2,5,6,8,11,13,19,20 8,850,062 4,858 476,717
CYRUSONE INC COM 23283R100 262,991 4,225,345 SH   DFND 2,5,6,8,10,11,19,20 3,914,585 32,600 278,160
CYTOKINETICS INC COM NEW 23282W605 31,663 2,685,562 SH   DFND 2,5,8,20 2,501,038 0 184,524
CYTOMX THERAPEUTICS INC COM 23284F105 7,570 986,948 SH   DFND 2,5,8,20 831,060 0 155,888
CYTOSORBENTS CORP COM NEW 23283X206 4,167 539,082 SH   DFND 2,5,20 437,071 0 102,011
AGREE REALTY CORP COM 008492100 112,218 1,796,263 SH   DFND 2,5,8,10,19,20 1,602,466 11,600 182,197
D R HORTON INC COM 23331A109 537,765 15,816,620 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,278,455 231,894 1,306,271
DAILY JOURNAL CORP COM 233912104 4,812 21,078 SH   DFND 2,5,20 17,413 0 3,665
DAKTRONICS INC COM 234264109 6,325 1,282,895 SH   DFND 2,5,8,20 1,162,203 1,057 119,635
DANA INCORPORATED COM 235825205 38,345 4,909,704 SH   DFND 2,5,6,8,11,12,13,20 4,408,070 2,077 499,557
DANAHER CORPORATION 4.75 MND CV PFD 235851300 38,944 37,350 SH   DFND 2 37,350 0 0
DANAHER CORPORATION COM 235851102 3,675,815 26,523,281 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,754,615 428,542 2,340,124
DANAHER CORPORATION DBCV 1/2 235851AF9 137 26,000 SH   DFND 1 26,000 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 15,231 262,963 SH   DFND 2,5,13,20 214,563 0 48,400
DARDEN RESTAURANTS INC COM 237194105 335,262 6,156,113 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,335,292 155,609 665,212
DARLING INGREDIENTS INC COM 237266101 100,514 5,243,300 SH   DFND 2,5,6,8,12,20 4,660,886 1,184 581,230
AGROFRESH SOLUTIONS COM 00856G109 24 14,500 SH   DFND 20 14,500 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 482 115,019 SH   DFND 2,20 96,758 0 18,261
DASEKE INC COM 23753F107 1,048 748,826 SH   DFND 2,5,20 596,352 0 152,474
DATADOG INC CL A COM 23804L103 536 14,900 SH   DFND 20 14,900 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 12,822 980,290 SH   DFND 2,5,8,20 870,625 0 109,665
DAVITA INC COM 23918K108 343,893 4,521,338 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,682,420 49,266 789,652
DAWSON GEOPHYSICAL CO NEW COM 239360100 10 10,036 SH   DFND 20 10,036 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 2,893 111,727 SH   DFND 5 111,727 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 44,109 1,071,387 SH   DFND 2,5,8,20 1,002,477 0 68,910
DECKERS OUTDOOR CORP COM 243537107 122,564 914,653 SH   DFND 2,5,6,8,11,12,13,19,20 816,707 293 97,653
DEERE & CO COM 244199105 1,700,358 12,240,409 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,006,489 155,913 1,078,007
AIMMUNE THERAPEUTICS INC COM 00900T107 31,734 2,200,720 SH   DFND 2,5,8,20 2,047,439 0 153,281
DEL TACO RESTAURANTS INC COM 245496104 1,975 575,941 SH   DFND 2,5,8,20 484,855 0 91,086
DELEK US HLDGS INC NEW COM 24665A103 59,472 3,773,590 SH   DFND 2,5,8,12,20 3,506,801 1,400 265,389
DELL TECHNOLOGIES INC CL C 24703L202 146,755 3,710,611 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,075,143 103,547 531,921
DELPHI TECHNOLOGIES PL SHS G2709G107 10,155 1,261,444 SH   DFND 2,5,6,8,11,12,13,20 1,239,800 2,033 19,611
DELTA AIR LINES INC DEL COM NEW 247361702 551,369 19,325,923 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 17,574,681 198,507 1,552,735
DELTA APPAREL INC COM 247368103 1,144 109,939 SH   DFND 2,20 109,939 0 0
DELUXE CORP COM 248019101 36,533 1,408,895 SH   DFND 2,5,6,8,10,11,20 1,248,561 7,967 152,367
DENALI THERAPEUTICS INC COM 24823R105 29,588 1,689,756 SH   DFND 2,5,8,20 1,510,437 0 179,319
DENBURY RES INC COM NEW 247916208 6,753 36,581,667 SH   DFND 2,5,20 34,884,419 13,143 1,684,105
DENNYS CORP COM 24869P104 9,998 1,301,780 SH   DFND 2,5,8,20 1,101,208 0 200,572
AIR LEASE CORP CL A 00912X302 31,499 1,413,375 SH   DFND 2,5,8,13,20 1,280,080 1,500 131,795
DENTSPLY SIRONA INC COM 24906P109 380,856 9,783,406 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,772,199 135,632 875,575
DESIGNER BRANDS INC CL A 250565108 12,662 2,495,380 SH   DFND 2,5,8,12,20 2,495,380 0 0
DESPEGAR COM CORP ORD SHS G27358103 895 157,792 SH   DFND 2,5,20 157,792 0 0
DESTINATION XL GROUP INC COM 25065K104 8 22,082 SH   DFND 20 22,082 0 0
DEVON ENERGY CORP NEW COM 25179M103 169,294 24,499,871 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,885,749 294,908 1,319,214
DEXCOM INC COM 252131107 552,040 2,050,136 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,789,175 43,767 217,194
DEXCOM INC NOTE 0.750% 5/1 252131AF4 29,912 10,935,000 SH   DFND 2,5 10,935,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 41,849 24,100,000 SH   DFND 2,5 24,100,000 0 0
DHI GROUP INC COM 23331S100 2,156 998,313 SH   DFND 2,20 998,313 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 15,250 1,988,232 SH   DFND 2,5,20 1,625,222 0 363,010