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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
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hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM INC CL A 68243Q106 21,008 760,896 SH   DFND 2,20,5,8 666,700 0 94,196
3-D SYS CORP DEL COM NEW 88554D205 136,409 4,971,177 SH   DFND 2,20,5,8 4,536,457 3,366 431,354
AGNC INVT CORP COM 00123Q104 225,895 13,386,044 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,642,639 250,785 4,492,620
CREE INC COM 225447101 307,348 2,842,396 SH   DFND 13,19,2,20,5,8 2,607,868 960 233,568
CREE INC NOTE 0.875% 9/0 225447AB7 19,393 10,572,000 PRN   DFND 2,5 10,572,000 0 0
CRH PLC ADR 12626K203 505 10,536 SH   DFND 20 10,536 0 0
CRINETICS PHARMACEUTICALS IN COM 22663K107 7,221 472,561 SH   DFND 2,20,5,8 398,503 0 74,058
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 18,187 149,255 SH   DFND 1,2,5,8,13,19,20 96,061 1,200 51,994
CRITEO S A SPONS ADS 226718104 6,782 195,271 SH   DFND 1,2,20,5,8 46,774 0 148,497
CROCS INC COM 227046109 161,562 2,008,225 SH   DFND 2,20,5,8 1,769,287 968 237,970
CROSS CTRY HEALTHCARE INC COM 227483104 13,603 1,089,118 SH   DFND 2,20,5 1,003,173 0 85,945
CROSSFIRST BANKSHARES INC COM 22766M109 11,312 820,331 SH   DFND 19,2,20,5,8 697,810 0 122,521
CROWDSTRIKE HLDGS INC CL A 22788C105 582,549 3,191,876 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,577,178 91,374 523,324
AGORA INC ADS 00851L103 5,696 113,304 SH   DFND 1,10,19,2,8 99,604 0 13,700
CROWN CASTLE INTL CORP NEW COM 22822V101 3,006,225 17,464,855 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,904,215 1,112,977 2,447,663
CROWN HLDGS INC COM 228368106 256,742 2,645,730 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,995,076 163,489 487,165
CRYOLIFE INC COM 228903100 32,870 1,455,733 SH   DFND 2,20,5,8 1,317,599 0 138,134
CRYOPORT INC COM PAR $0.001 229050307 46,570 895,414 SH   DFND 2,20,5,8 762,211 300 132,903
CSG SYS INTL INC COM 126349109 48,895 1,089,225 SH   DFND 19,2,20,5,8 979,538 20 109,667
CSW INDUSTRIALS INC COM 126402106 37,552 278,162 SH   DFND 2,20,5,8 231,543 0 46,619
CSX CORP COM 126408103 3,042,017 31,549,644 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,393,452 525,184 3,631,008
CTI BIOPHARMA CORP COM 12648L601 62 21,152 SH   DFND 20 21,152 0 0
CTO REALTY GROWTH INC COM 22948Q101 5,616 107,976 SH   DFND 13,2,20,5 90,510 0 17,466
CTS CORP COM 126501105 31,472 1,011,965 SH   DFND 2,20,5,8 897,271 1,122 113,572
AGREE REALTY CORP COM 008492100 214,317 3,174,298 SH   DFND 10,19,2,20,5,8 2,775,706 14,900 383,692
CUBESMART COM 229663109 249,545 6,537,570 SH   DFND 10,12,13,19,2,20,5,8 5,454,559 46,994 1,036,017
CUBIC CORP COM 229669106 133,608 1,791,717 SH   DFND 19,2,20,5,8 1,677,379 566 113,772
CUE BIOPHARMA INC COM 22978P106 16,721 1,370,605 SH   DFND 2,20,5,8 1,301,242 0 69,363
CULLEN FROST BANKERS INC COM 229899109 552,088 5,076,201 SH   DFND 12,13,2,20,5,8 4,955,435 3,910 116,856
CULLINAN ONCOLOGY INC COM 230031106 8,118 194,815 SH   DFND 2,20,5 165,406 0 29,409
CUMMINS INC COM 231021106 1,794,996 6,927,543 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,807,125 274,512 845,906
CUREVAC N V COM N2451R105 796 8,700 SH   DFND 10 8,700 0 0
CURIS INC COM NEW 231269200 51,470 4,546,824 SH   DFND 2,20 4,546,824 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 4,015 275,163 SH   DFND 2,20 236,737 0 38,426
CURTISS WRIGHT CORP COM 231561101 162,409 1,367,441 SH   DFND 13,19,2,20,5,8 1,283,437 413 83,591
AGRIFY CORP COM 00853E107 580 46,500 SH   DFND 2,20 37,600 0 8,900
CUSHMAN WAKEFIELD PLC SHS G2717B108 34,161 2,093,191 SH   DFND 2,20,5,8 1,714,311 0 378,880
CUSTOMERS BANCORP INC COM 23204G100 41,958 1,318,614 SH   DFND 19,2,20,5,8 1,222,663 0 95,951
CUTERA INC COM 232109108 19,984 665,018 SH   DFND 2,20,5 623,276 0 41,742
CVB FINL CORP COM 126600105 124,172 5,576,088 SH   DFND 2,20,5,8 5,116,911 631 458,546
CVR ENERGY INC COM 12662P108 26,286 1,370,505 SH   DFND 2,20,5,8 1,267,481 0 103,024
CVS HEALTH CORP COM 126650100 4,000,168 53,172,515 SH   DFND 10,11,12,13,19,2,20,5,6,8 45,900,116 846,679 6,425,720
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 14,956 13,857,000 PRN   DFND 2,5 13,857,000 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 100,974 780,684 SH   DFND 10,12,13,19,2,20,5,6,8 549,723 18,800 212,161
CYBEROPTICS CORP COM 232517102 4,626 178,114 SH   DFND 13,2,20,5 160,398 0 17,716
CYCLERION THERAPEUTICS INC COM 23255M105 1,116 400,146 SH   DFND 2,20,5 344,416 0 55,730
AGROFRESH SOLUTIONS INC COM 00856G109 921 460,626 SH   DFND 2,20 403,548 0 57,078
CYMABAY THERAPEUTICS INC COM 23257D103 5,860 1,290,846 SH   DFND 2,20,5,8 1,100,610 0 190,236
CYRUSONE INC COM 23283R100 282,391 4,139,035 SH   DFND 10,12,19,2,20,5,8 3,651,583 29,300 458,152
CYTOKINETICS INC COM NEW 23282W605 96,342 4,141,970 SH   DFND 19,2,20,5,8 3,924,791 0 217,179
CYTOMX THERAPEUTICS INC COM 23284F105 25,964 3,358,865 SH   DFND 19,2,20,5,8 3,182,585 0 176,280
CYTOSORBENTS CORP COM NEW 23283X206 5,710 657,786 SH   DFND 2,20,5 568,945 0 88,841
D R HORTON INC COM 23331A109 1,355,033 15,204,587 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,776,272 595,435 1,832,880
DADA NEXUS LTD ADS 23344D108 1,207 44,491 SH   DFND 10,19,2,20 16,791 0 27,700
DAILY JOURNAL CORP COM 233912104 6,132 19,378 SH   DFND 2,20 16,561 0 2,817
DAKTRONICS INC COM 234264109 7,344 1,171,357 SH   DFND 2,20,5 1,076,787 0 94,570
DANA INC COM 235825205 117,878 4,844,985 SH   DFND 12,13,19,2,20,5,8 4,325,084 2,077 517,824
AIR LEASE CORP CL A 00912X302 66,982 1,362,561 SH   DFND 12,13,2,20,5,8 1,143,727 900 217,934
DANAHER CORPORATION COM 235851102 5,583,895 24,785,456 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,264,020 392,270 3,129,166
DANIMER SCIENTIFIC INC COM CL A 236272100 1,457 38,600 SH   DFND 20 38,600 0 0
DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 100,178 1,326,855 SH   DFND 1,10,12,13,19,2,20,5,8 1,045,385 27,200 254,270
DARDEN RESTAURANTS INC COM 237194105 751,658 5,293,368 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,571,172 111,959 610,237
DARLING INGREDIENTS INC COM 237266101 357,956 4,864,856 SH   DFND 12,13,2,20,5,8 4,287,318 1,184 576,354
DASEKE INC COM 23753F107 6,688 787,776 SH   DFND 2,20,5 684,843 0 102,933
DATADOG INC CL A COM 23804L103 276,606 3,319,012 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,653,476 140,417 525,119
DATTO HLDG CORP COM 23821D100 7,021 306,462 SH   DFND 2,20 292,766 0 13,696
DAVE & BUSTERS ENTMT INC COM 238337109 70,515 1,472,124 SH   DFND 2,20,5,8 1,318,120 400 153,604
DAVITA INC COM 23918K108 362,924 3,367,576 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,756,780 104,347 506,449
AIR PRODS & CHEMS INC COM 009158106 2,957,838 10,458,248 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,191,640 207,126 1,059,482
DAWSON GEOPHYSICAL CO NEW COM 239360100 25 10,036 SH   DFND 20 10,036 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 4,707 121,870 SH   DFND 5 121,870 0 0
DECIBEL THERAPEUTICS INC COM 24343R106 661 58,218 SH   DFND 2,20 47,900 0 10,318
DECIPHERA PHARMACEUTICALS IN COM 24344T101 83,359 1,859,037 SH   DFND 2,20,5,8 1,728,559 400 130,078
DECKERS OUTDOOR CORP COM 243537107 283,567 858,203 SH   DFND 12,13,19,2,20,5,8 757,134 293 100,776
DEERE & CO COM 244199105 4,653,182 12,407,492 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,705,074 147,265 1,555,153
DEL TACO RESTAURANTS INC NEW COM 245496104 5,103 532,673 SH   DFND 2,20,5 447,976 0 84,697
DELEK US HLDGS INC NEW COM 24665A103 63,907 2,934,189 SH   DFND 12,2,20,5,8 2,693,601 1,400 239,188
DELL TECHNOLOGIES INC CL C 24703L202 502,742 5,703,252 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,359,950 174,873 1,168,429
DELTA AIR LINES INC DEL COM NEW 247361702 1,050,522 21,758,955 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 19,768,532 83,147 1,907,276
AIR TRANSPORT SERVICES GRP I COM 00922R105 45,191 1,544,469 SH   DFND 2,20,5,8 1,376,388 0 168,081
DELUXE CORP COM 248019101 61,236 1,459,389 SH   DFND 19,2,20,5,8 1,301,298 7,967 150,124
DENALI THERAPEUTICS INC COM 24823R105 115,152 2,016,667 SH   DFND 13,19,2,20,5,8 1,772,224 800 243,643
DENBURY INC COM 24790A101 35,544 742,204 SH   DFND 2,20 742,204 0 0
DENNYS CORP COM 24869P104 21,389 1,181,068 SH   DFND 2,20,5,8 949,891 0 231,177
DENTSPLY SIRONA INC COM 24906P109 609,735 9,540,678 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,939,652 275,931 1,325,095
DERMTECH INC COM 24984K105 55,186 1,086,560 SH   DFND 2,20,5 1,064,681 0 21,879
DESIGNER BRANDS INC CL A 250565108 42,699 2,453,958 SH   DFND 12,2,20,5,8 2,274,388 106 179,464
DESKTOP METAL INC COM CL A 25058X105 1,088 73,000 SH   DFND 20 73,000 0 0
DESPEGAR COM CORP ORD SHS G27358103 3,021 221,614 SH   DFND 2,20,5 160,902 0 60,712
DEVON ENERGY CORP NEW COM 25179M103 872,287 39,921,603 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 37,158,302 346,941 2,416,360
AIRBNB INC COM CL A 009066101 91,915 489,065 SH   DFND 10,11,12,13,19,20,5,6,8 343,418 29,747 115,900
DEXCOM INC COM 252131107 1,355,651 3,772,089 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,233,637 45,662 492,790
DEXCOM INC NOTE 0.750%12/0 252131AH0 52,774 23,840,000 PRN   DFND 2,5 23,840,000 0 0
DHI GROUP INC COM 23331S100 3,074 917,706 SH   DFND 2,20 800,647 0 117,059
DHT HOLDINGS INC SHS NEW Y2065G121 11,883 2,003,910 SH   DFND 2,20,5 1,724,920 0 278,990
DIAGEO PLC SPON ADR NEW 25243Q205 1,362 8,220 SH   DFND 20 8,220 0 0
DIAMOND HILL INVT GROUP INC COM NEW 25264R207 10,784 69,126 SH   DFND 2,20,5,8 58,657 0 10,469
DIAMOND S SHIPPING INC COM Y20676105 4,670 465,626 SH   DFND 2,20,5 397,695 0 67,931
DIAMONDBACK ENERGY INC COM 25278X109 801,406 10,904,963 SH   DFND 10,12,13,19,2,20,5,6,8 10,166,494 1,971 736,498
DIAMONDROCK HOSPITALITY CO COM 252784301 110,194 10,698,467 SH   DFND 10,13,19,2,20,5,8 9,477,081 47,508 1,173,878
DIANA SHIPPING INC COM Y2066G104 65 21,744 SH   DFND 2,20 21,744 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 695,351 6,823,857 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,659,843 162,927 1,001,087
DICERNA PHARMACEUTICALS INC COM 253031108 77,875 3,045,557 SH   DFND 19,2,20,5,8 2,813,184 600 231,773
DICKS SPORTING GOODS INC COM 253393102 122,589 1,609,838 SH   DFND 12,13,19,2,20,5,8 1,469,952 457 139,429
DIEBOLD INC COM 253651103 33,272 2,354,711 SH   DFND 19,2,20,5,8 2,080,034 2,012 272,665
DIGI INTL INC COM 253798102 17,524 922,816 SH   DFND 2,20,5,8 851,923 0 70,893
DIGIMARC CORP NEW COM 25381B101 8,475 285,736 SH   DFND 2,20,5 256,033 0 29,703
DIGITAL RLTY TR INC COM 253868103 2,220,541 15,766,410 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,331,907 208,834 2,225,669
DIGITAL TURBINE INC COM NEW 25400W102 139,588 1,737,030 SH   DFND 13,2,20,5,8 1,435,699 800 300,531
DIGITALOCEAN HLDGS INC COM 25402D102 506 12,000 SH   DFND 20 0 0 12,000
DILLARDS INC CL A 254067101 22,968 237,476 SH   DFND 13,2,20,5,8 211,118 349 26,009
DIME CMNTY BANCSHARES INC COM 25432X102 34,831 1,155,636 SH   DFND 2,20,5,8 1,037,893 566 117,177
360 DIGITECH INC AMERICAN DEP 88557W101 16,171 621,709 SH   DFND 13,2,20,5 478,878 0 142,831
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 38,297 31,671,000 PRN   DFND 2,5 31,671,000 0 0
DINE BRANDS GLOBAL INC COM 254423106 43,647 484,808 SH   DFND 2,20,5,8 424,167 2,047 58,594
DIODES INC COM 254543101 126,611 1,585,812 SH   DFND 2,20,5,8 1,425,135 263 160,414
DISCOVER FINL SVCS COM 254709108 1,280,105 13,476,213 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,854,481 181,926 1,439,806
DISCOVERY INC COM SER A 25470F104 325,373 7,486,718 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,392,555 166,791 927,372
DISCOVERY INC COM SER C 25470F302 652,296 17,682,200 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,665,697 326,933 3,689,570
DISH NETWORK CORPORATION CL A 25470M109 393,446 10,868,674 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,568,693 159,366 1,140,615
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 28,440 29,597,000 PRN   DFND 2,5 29,597,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 77,731 80,318,000 PRN   DFND 2,5 80,318,000 0 0
DISNEY WALT CO COM 254687106 13,019,602 70,559,302 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 55,026,931 959,261 14,573,110
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 59,751 12,500,247 SH   DFND 10,13,19,2,20,5,8 11,094,298 61,271 1,344,678
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 35,498 32,645,000 PRN   DFND 2,5 32,645,000 0 0
DMC GLOBAL INC COM 23291C103 27,721 510,883 SH   DFND 2,20,5,8 459,551 0 51,332
DOCUSIGN INC COM 256163106 722,165 3,567,129 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,896,920 82,956 587,253
DOLBY LABORATORIES INC COM CL A 25659T107 84,043 851,329 SH   DFND 13,19,2,20,5,8 700,672 562 150,095
DOLLAR GEN CORP NEW COM 256677105 2,075,911 10,245,343 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,678,433 262,392 1,304,518
DOLLAR TREE INC COM 256746108 1,116,550 9,754,935 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,291,561 164,021 1,299,353
DOMINION ENERGY INC COM 25746U109 3,065,786 40,360,537 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,024,337 422,428 4,913,772
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 31,238 315,500 SH   DFND 2 315,500 0 0
DOMINOS PIZZA INC COM 25754A201 604,800 1,644,417 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,331,449 27,401 285,567
DOMO INC COM CL B 257554105 30,447 540,889 SH   DFND 2,20,5,8 453,605 0 87,284
DOMTAR CORP COM NEW 257559203 63,233 1,711,310 SH   DFND 12,13,2,20,5,8 1,511,979 2,050 197,281
AKEBIA THERAPEUTICS INC COM 00972D105 57,695 17,044,176 SH   DFND 2,20,5,8 16,542,003 1,272 500,901
DONALDSON INC COM 257651109 280,320 4,819,816 SH   DFND 13,19,2,20,5,8 4,567,929 1,096 250,791
DONEGAL GROUP INC CL A 257701201 3,068 206,487 SH   DFND 13,2,20,5,8 160,198 0 46,289
DONNELLEY FINL SOLUTIONS INC COM 25787G100 25,024 899,166 SH   DFND 2,20,5 820,251 0 78,915
DONNELLEY R R & SONS CO COM 257867200 280 69,044 SH   DFND 20,5 69,044 0 0
DOORDASH INC CL A 25809K105 13,070 99,671 SH   DFND 10,19,2,20,8 99,671 0 0
DORIAN LPG LTD SHS USD Y2106R110 15,149 1,153,798 SH   DFND 2,20,5,8 1,039,756 0 114,042
DORMAN PRODS INC COM 258278100 87,112 848,711 SH   DFND 19,2,20,5,8 731,883 100 116,728
DOUGLAS DYNAMICS INC COM 25960R105 20,644 447,329 SH   DFND 2,20,5,8 355,961 8,300 83,068
DOUGLAS EMMETT INC COM 25960P109 230,703 7,282,530 SH   DFND 10,12,13,19,2,20,5,8 6,422,286 40,366 819,878
DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 21,448 2,060,292 SH   DFND 10,12,13,19,2,20,5,8 1,714,592 41,200 304,500
AKERNA CORP COM 00973W102 1,460 295,601 SH   DFND 2,20,5 262,482 0 33,119
DOVER CORP COM 260003108 989,992 7,219,366 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,228,926 223,002 767,438
DOW INC COM 260557103 2,411,753 37,719,005 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,834,283 481,483 9,403,239
DR REDDYS LABS LTD ADR 256135203 55,374 902,000 SH   DFND 1,12,13,19,2,20,5,8 518,835 0 383,165
DRAFTKINGS INC COM CL A 26142R104 121,563 1,982,121 SH   DFND 10,12,13,19,2,20,5,6,8 1,400,340 106,735 475,046
DRIL-QUIP INC COM 262037104 44,159 1,328,897 SH   DFND 2,20,5,8 1,209,174 496 119,227
DRIVE SHACK INC COM 262077100 219 68,353 SH   DFND 20,5 68,353 0 0
DRIVEN BRANDS HLDGS INC COM 26210V102 6,271 246,690 SH   DFND 2,20 229,506 0 17,184
DROPBOX INC CL A 26210C104 146,565 5,497,571 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,251,798 166,090 1,079,683
DSP GROUP INC COM 23332B106 13,364 937,852 SH   DFND 2,20,5,8 882,729 0 55,123
DTE ENERGY CO COM 233331107 1,260,352 9,390,478 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,295,684 149,557 945,237
AKERO THERAPEUTICS INC COM 00973Y108 27,271 940,046 SH   DFND 2,20,5,8 901,698 0 38,348
DTE ENERGY CO UNIT 11/01/2022S 233331842 25,843 518,000 SH   DFND 2 518,000 0 0
DUCK CREEK TECHNOLOGIES INC SHS 264120106 29,910 662,605 SH   DFND 2,20 600,151 0 62,454
DUCOMMUN INC DEL COM 264147109 19,933 332,214 SH   DFND 2,20,5,8 297,610 0 34,604
DUKE ENERGY CORP NEW COM NEW 26441C204 3,671,303 38,032,772 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,383,696 450,233 4,198,843
DUKE REALTY CORP COM NEW 264411505 891,137 21,252,964 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,208,769 309,561 2,734,634
DULUTH HLDGS INC COM CL B 26443V101 3,202 189,034 SH   DFND 2,20,5,8 158,718 0 30,316
DUN & BRADSTREET HLDGS INC COM 26484T106 26,244 1,102,244 SH   DFND 19,2,20 1,017,575 0 84,669
DUPONT DE NEMOURS INC COM 26614N102 2,147,919 27,793,981 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,448,176 329,385 8,016,420
DURECT CORP COM 266605104 7,891 3,985,308 SH   DFND 19,2,20,5,8 3,336,942 0 648,366
DXC TECHNOLOGY CO COM 23355L106 255,484 8,172,862 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,256,489 3,884 912,489
AKOUOS INC COM 00973J101 4,682 337,539 SH   DFND 2,20,5 287,985 0 49,554
DXP ENTERPRISES INC COM NEW 233377407 16,217 537,530 SH   DFND 2,20,5,8 484,412 0 53,118
DYADIC INTL INC DEL COM 26745T101 1,769 322,215 SH   DFND 2,20 275,853 0 46,362
DYCOM INDS INC COM 267475101 85,328 918,990 SH   DFND 13,2,20,5,8 808,786 405 109,799
DYNATRACE INC COM NEW 268150109 169,867 3,521,292 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,812,563 97,524 611,205
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 69,633 7,083,764 SH   DFND 2,20,5,8 6,727,498 0 356,266
DYNE THERAPEUTICS INC COM 26818M108 3,532 227,404 SH   DFND 2,20 190,543 0 36,861
DYNEX CAP INC COM 26817Q886 13,527 710,632 SH   DFND 2,20,5,8 625,211 0 85,421
DZS INC COM 268211109 2,816 181,115 SH   DFND 2,20 153,053 0 28,062
E L F BEAUTY INC COM 26856L103 34,241 1,276,211 SH   DFND 2,20,5,8 1,118,197 0 158,014
EAGLE BANCORP INC MD COM 268948106 67,012 1,259,389 SH   DFND 2,20,5,8 1,148,401 800 110,188
AKOUSTIS TECHNOLOGIES INC COM 00973N102 7,450 558,447 SH   DFND 2,20,5 477,922 0 80,525
EAGLE BANCORP MONT INC COM 26942G100 2,513 103,319 SH   DFND 2,20 89,719 0 13,600
EAGLE BULK SHIPPING INC COM Y2187A150 3,740 103,546 SH   DFND 2,20 88,007 0 15,539
EAGLE MATLS INC COM 26969P108 129,652 964,604 SH   DFND 13,19,2,20,5 884,331 438 79,835
EAGLE PHARMACEUTICALS INC COM 269796108 33,500 802,584 SH   DFND 2,20,5,8 765,307 0 37,277
EARGO INC COM 270087109 14,356 287,408 SH   DFND 2,20,5 268,278 0 19,130
EARTHSTONE ENERGY INC CL A 27032D304 2,895 404,836 SH   DFND 2,20 340,123 0 64,713
EAST WEST BANCORP INC COM 27579R104 399,391 5,411,799 SH   DFND 12,13,2,20,5,8 5,122,502 1,680 287,617
EASTERLY GOVT PPTYS INC COM 27616P103 87,671 4,229,168 SH   DFND 10,19,2,20,5,8 3,714,520 21,300 493,348
EASTERN BANKSHARES INC COM 27627N105 140,847 7,301,571 SH   DFND 2,20,5 6,819,742 0 481,829
EASTERN CO COM 276317104 2,327 86,821 SH   DFND 2,20 73,801 0 13,020
ALAMO GROUP INC COM 011311107 45,826 293,474 SH   DFND 2,20,5,8 259,327 0 34,147
EASTGROUP PPTYS INC COM 277276101 286,211 1,986,606 SH   DFND 10,19,2,20,5,8 1,730,970 9,629 246,007
EASTMAN CHEM CO COM 277432100 698,586 6,305,836 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,290,453 279,785 735,598
EASTMAN KODAK CO COM NEW 277461406 4,075 517,785 SH   DFND 2,20,5,8 459,285 0 58,500
EATON CORP PLC SHS G29183103 2,360,085 17,067,436 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,590,037 501,803 1,975,596
EBANG INTL HLDGS INC CL A SHS G3R33A106 2,086 262,438 SH   DFND 2,20,5 248,638 0 13,800
EBAY INC. COM 278642103 1,819,403 29,709,395 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,840,497 943,766 3,925,132
EBIX INC COM NEW 278715206 29,363 916,744 SH   DFND 2,20,5,8 821,925 500 94,319
ECHO GLOBAL LOGISTICS INC COM 27875T101 32,024 1,019,538 SH   DFND 2,20,5,8 921,361 0 98,177
ECHOSTAR CORP CL A 278768106 18,653 777,212 SH   DFND 13,2,20,5,8 685,734 307 91,171
ECOLAB INC COM 278865100 2,393,471 11,156,228 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,617,327 224,737 1,314,164
ALARM COM HLDGS INC COM 011642105 129,643 1,500,841 SH   DFND 2,20,5,8 1,329,836 500 170,505
ECOPETROL S A SPONSORED ADS 279158109 22,763 1,775,547 SH   DFND 10,13,2,20,5 1,581,540 108,287 85,720
EDGEWELL PERS CARE CO COM 28035Q102 70,263 1,770,364 SH   DFND 12,13,19,2,20,5,8 1,577,786 850 191,728
EDISON INTL COM 281020107 1,574,369 26,569,880 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,205,550 7,107,504 2,256,826
EDITAS MEDICINE INC COM 28106W103 97,596 2,323,718 SH   DFND 19,2,20,5,8 2,093,063 600 230,055
EDWARDS LIFESCIENCES CORP COM 28176E108 2,151,797 25,726,891 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,798,260 577,690 3,350,941
EGAIN CORP COM NEW 28225C806 3,351 353,152 SH   DFND 2,20,5 304,844 0 48,308
EHANG HLDGS LTD ADS 26853E102 1,111 30,000 SH   DFND 1 0 0 30,000
EHEALTH INC COM 28238P109 65,110 895,234 SH   DFND 19,2,20,5,8 803,921 300 91,013
EIGER BIOPHARMACEUTICALS INC COM 28249U105 4,517 510,366 SH   DFND 2,20,5 443,589 0 66,777
EL POLLO LOCO HLDGS INC COM 268603107 9,263 574,650 SH   DFND 2,20,5,8 509,539 0 65,111
ALASKA AIR GROUP INC COM 011659109 291,272 4,208,531 SH   DFND 10,12,13,2,20,5,6,8 3,887,771 951 319,809
ELANCO ANIMAL HEALTH INC COM 28414H103 418,455 14,209,011 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,546,105 189,490 1,473,416
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 11,450 251,200 SH   DFND 2 251,200 0 0
ELASTIC N V ORD SHS N14506104 92,945 835,835 SH   DFND 13,19,2,20,5,8 708,897 500 126,438
ELBIT SYS LTD ORD M3760D101 10,667 74,592 SH   DFND 2 74,592 0 0
ELECTROMED INC COM 285409108 1,065 101,082 SH   DFND 2,20 87,293 0 13,789
ELECTRONIC ARTS INC COM 285512109 1,885,692 13,929,909 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,717,686 508,682 1,703,541
ELEMENT SOLUTIONS INC COM 28618M106 48,926 2,675,040 SH   DFND 2,20,5,8 2,215,416 4,200 455,424
ELLINGTON FINANCIAL INC COM 28852N109 13,753 853,719 SH   DFND 2,20,5,8 706,241 0 147,478
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 2,204 174,960 SH   DFND 2,20,5 155,760 0 19,200
ELOXX PHARMACEUTICALS INC COM 29014R103 1,453 437,719 SH   DFND 2,20,5 371,231 0 66,488
3M CO COM 88579Y101 5,953,263 30,897,152 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,616,996 617,005 8,663,151
ALASKA COMMUNICATIONS SYS GR COM 01167P101 2,847 876,151 SH   DFND 2,20 765,450 0 110,701
EMAGIN CORP COM NEW 29076N206 44 11,693 SH   DFND 20 11,693 0 0
EMBRAER S.A. SPONSORED ADS 29082A107 2,475 247,210 SH   DFND 2,20 247,210 0 0
EMCOR GROUP INC COM 29084Q100 186,490 1,662,711 SH   DFND 12,13,19,2,20,5,8 1,454,498 418 207,795
EMCORE CORP COM NEW 290846203 121 22,165 SH   DFND 20 22,165 0 0
EMERALD HOLDING INC COM 29103W104 2,300 416,742 SH   DFND 2,20 356,580 0 60,162
EMERGENT BIOSOLUTIONS INC COM 29089Q105 177,781 1,913,479 SH   DFND 13,19,2,20,5,8 1,747,102 500 165,877
EMERSON ELEC CO COM 291011104 2,431,255 26,948,074 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,282,596 674,332 2,991,146
EMPIRE ST RLTY TR INC CL A 292104106 53,962 4,848,371 SH   DFND 10,19,2,20,5,8 4,177,787 38,784 631,800
EMPLOYERS HLDGS INC COM 292218104 43,389 1,007,644 SH   DFND 2,20,5,8 904,057 0 103,587
ENANTA PHARMACEUTICALS INC COM 29251M106 54,159 1,098,124 SH   DFND 2,20,5,8 1,029,184 0 68,940
ALBANY INTL CORP CL A 012348108 80,512 962,236 SH   DFND 2,20,5,8 854,347 136 107,753
ENBRIDGE INC COM 29250N105 43,035 1,182,177 SH   DFND 1,10,12,19,2,20 968,406 192,131 21,640
ENCOMPASS HEALTH CORP COM 29261A100 193,044 2,349,078 SH   DFND 12,13,2,20,5,8 2,147,883 1,052 200,143
ENCORE CAP GROUP INC COM 292554102 40,556 1,008,113 SH   DFND 19,2,20,5,8 897,793 200 110,120
ENCORE WIRE CORP COM 292562105 44,892 668,539 SH   DFND 2,20,5,8 601,653 400 66,486
ENDO INTL PLC SHS G30401106 58,815 7,937,228 SH   DFND 13,19,2,20,5,8 7,097,547 6,160 833,521
ENEL AMERICAS S A SPONSORED ADR 29274F104 39,790 4,692,269 SH   DFND 10,13,19,2,20,5 4,378,553 29,843 283,873
ENEL CHILE S.A. SPONSORED ADR 29278D105 10,593 2,702,279 SH   DFND 10,13,19,2,20,5 2,580,518 0 121,761
ENERGIZER HLDGS INC NEW COM 29272W109 68,892 1,451,580 SH   DFND 13,2,20,5,8 1,311,726 650 139,204
ENERGOUS CORP COM 29272C103 75 18,496 SH   DFND 20 18,496 0 0
ENERGY FUELS INC COM NEW 292671708 12,072 2,125,325 SH   DFND 2,20,5 1,816,850 0 308,475
ALBEMARLE CORP COM 012653101 775,325 5,292,883 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,514,832 85,220 692,831
ENERGY RECOVERY INC COM 29270J100 15,404 839,888 SH   DFND 2,20,5,8 723,189 0 116,699
ENERPAC TOOL GROUP CORP CL A COM 292765104 47,576 1,821,446 SH   DFND 2,20,5,8 1,613,567 271 207,608
ENERSYS COM 29275Y102 116,135 1,279,023 SH   DFND 13,19,2,20,5,8 1,125,221 605 153,197
ENETI INC COM Y2294C107 2,759 131,196 SH   DFND 2,20,5 109,558 0 21,638
ENI S P A SPONSORED ADR 26874R108 348 14,097 SH   DFND 1,20 6,300 0 7,797
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 2,596 605,117 SH   DFND 19,20,5,8 316,959 3,325 284,833
ENNIS INC COM 293389102 14,147 662,645 SH   DFND 2,20,5,8 572,263 1,458 88,924
ENOCHIAN BIOSCIENCES INC COM 29350E104 666 188,172 SH   DFND 2,20 159,667 0 28,505
ENOVA INTL INC COM 29357K103 40,383 1,138,197 SH   DFND 2,20,5,8 1,017,235 0 120,962
ENPHASE ENERGY INC COM 29355A107 758,083 4,674,906 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,000,104 70,551 604,251
ALBERTSONS COS INC COMMON STOCK 013091103 33,143 1,737,978 SH   DFND 2,20 1,602,653 0 135,325
ENPRO INDS INC COM 29355X107 56,966 668,069 SH   DFND 2,20,5,8 597,535 43 70,491
ENSIGN GROUP INC COM 29358P101 148,760 1,584,359 SH   DFND 2,20,5,8 1,400,357 300 183,702
ENSTAR GROUP LIMITED SHS G3075P101 71,746 290,788 SH   DFND 19,2,20,5,8 242,581 100 48,107
ENTEGRIS INC COM 29362U104 184,552 1,650,736 SH   DFND 13,19,2,20,5,8 1,356,858 1,169 292,709
ENTERCOM COMMUNICATIONS CORP CL A 293639100 11,106 2,115,442 SH   DFND 13,2,20,5 1,828,806 0 286,636
ENTERGY CORP NEW COM 29364G103 1,060,593 10,662,436 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,957,932 118,002 1,586,502
ENTERPRISE BANCORP INC MASS COM 293668109 5,175 159,126 SH   DFND 2,20,5 137,119 0 22,007
ENTERPRISE FINL SVCS CORP COM 293712105 36,839 745,124 SH   DFND 2,20,5,8 578,096 0 167,028
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,663 1,154,199 SH   DFND 2,20,5 1,004,118 0 150,081
ENVELA CORP COM 29402E102 426 84,896 SH   DFND 2,20 68,177 0 16,719
ALBIREO PHARMA INC COM 01345P106 35,309 1,001,660 SH   DFND 2,20,5,8 961,139 0 40,521
ENVESTNET INC COM 29404K106 76,219 1,055,229 SH   DFND 19,2,20,5,8 862,205 400 192,624
ENVISTA HOLDINGS CORPORATION COM 29415F104 89,697 2,198,450 SH   DFND 12,2,20,5,8 1,912,082 1,700 284,668
ENZO BIOCHEM INC COM 294100102 2,746 798,318 SH   DFND 2,20,5 676,409 0 121,909
EOG RES INC COM 26875P101 2,683,001 36,991,603 SH   DFND 10,11,12,13,19,2,20,5,6,8 34,453,530 346,810 2,191,263
EOS ENERGY ENTERPRISES INC COM CL A 29415C101 459 23,300 SH   DFND 20 23,300 0 0
EPAM SYS INC COM 29414B104 439,550 1,108,045 SH   DFND 10,11,12,13,19,2,20,5,6,8 878,888 56,271 172,886
EPIZYME INC COM 29428V104 49,411 5,672,854 SH   DFND 2,20,5,8 5,369,931 0 302,923
EPLUS INC COM 294268107 46,585 467,533 SH   DFND 2,20,5,8 408,788 0 58,745
EPR PPTYS COM SH BEN INT 26884U109 150,499 3,230,296 SH   DFND 10,12,13,19,2,20,5,8 2,893,287 17,940 319,069
EQT CORP COM 26884L109 256,721 13,817,069 SH   DFND 12,13,2,20,5,8 12,063,272 2,922 1,750,875
ALCOA CORP COM 013872106 204,265 6,287,005 SH   DFND 12,13,19,2,20,5,8 5,611,508 2,121 673,376
EQUIFAX INC COM 294429105 872,619 4,817,638 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,216,426 57,392 543,820
EQUINIX INC COM 29444U700 2,273,638 3,345,602 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,832,193 43,601 469,808
EQUITABLE HLDGS INC COM 29452E101 337,813 10,356,001 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,619,115 410,649 1,326,237
EQUITRANS MIDSTREAM CORP COM 294600101 85,147 10,434,657 SH   DFND 12,13,2,20,5,8 9,604,641 2,337 827,679
EQUITY BANCSHARES INC COM CL A 29460X109 7,048 257,217 SH   DFND 2,20,5 213,563 0 43,654
EQUITY COMWLTH COM SH BEN INT 294628102 115,270 4,146,401 SH   DFND 10,13,19,2,20,5,8 3,498,697 28,949 618,755
EQUITY LIFESTYLE PPTYS INC COM 29472R108 447,993 6,999,621 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,765,177 123,477 1,110,967
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,525,882 21,126,599 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,932,212 303,938 2,890,449
ERICSSON ADR B SEK 10 294821608 1,277 96,718 SH   DFND 1,20 10,710 0 86,008
ERIE INDTY CO CL A 29530P102 141,494 640,506 SH   DFND 10,11,12,13,19,2,20,5,6,8 485,727 50,966 103,813
ALCON AG ORD SHS H01301128 430 6,123 SH   DFND 20 6,123 0 0
EROS STX GLOBAL CORPORATION SHS NEW G3788M114 4,498 2,485,210 SH   DFND 2,20,5 2,093,622 0 391,588
ESCALADE INC COM 296056104 3,606 172,448 SH   DFND 2,20,5 147,733 0 24,715
ESCO TECHNOLOGIES INC COM 296315104 89,408 820,482 SH   DFND 2,20,5,8 724,732 521 95,229
ESPERION THERAPEUTICS INC NE COM 29664W105 59,422 2,118,446 SH   DFND 19,2,20,5,8 2,021,539 300 96,607
ESQUIRE FINL HLDGS INC COM 29667J101 2,292 100,479 SH   DFND 2,20 85,149 0 15,330
ESSA BANCORP INC COM 29667D104 2,428 151,749 SH   DFND 2,20 126,349 0 25,400
ESSENT GROUP LTD COM G3198U102 215,252 4,532,568 SH   DFND 13,2,20,5,8 4,140,478 700 391,390
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 117,004 5,071,678 SH   DFND 10,19,2,20,5,8 4,484,422 24,200 563,056
ESSENTIAL UTILS INC COM 29670G102 480,661 10,741,027 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,606,074 116,178 1,018,775
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 7,904 137,300 SH   DFND 2 137,300 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 28,786 2,423,024 SH   DFND 2,20 2,423,024 0 0
ESSEX PPTY TR INC COM 297178105 1,317,613 4,810,370 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,280,111 54,034 476,225
ETHAN ALLEN INTERIORS INC COM 297602104 21,241 769,306 SH   DFND 2,20,5,8 690,989 1,000 77,317
ETON PHARMACEUTICALS INC COM 29772L108 1,949 266,295 SH   DFND 2,20 228,418 0 37,877
ETSY INC COM 29786A106 982,319 4,870,925 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,141,251 76,987 652,687
ETSY INC NOTE 0.125%10/0 29786AAJ5 34,946 14,790,000 PRN   DFND 2,5 14,790,000 0 0
EURONET WORLDWIDE INC COM 298736109 86,915 628,452 SH   DFND 12,13,19,2,20,5,8 526,877 500 101,075
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 14,827 13,006,000 PRN   DFND 2,5 13,006,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 3,965 114,931 SH   DFND 2,20 68,211 0 46,720
EVELO BIOSCIENCES INC COM 299734103 3,440 321,518 SH   DFND 2,20,5 273,053 0 48,465
EVENTBRITE INC COM CL A 29975E109 27,838 1,256,243 SH   DFND 2,20,5,8 1,045,431 0 210,812
ALECTOR INC COM 014442107 54,642 2,713,096 SH   DFND 2,20,5,8 2,557,717 500 154,879
EVERBRIDGE INC COM 29978A104 58,300 481,102 SH   DFND 13,19,2,20,5,8 400,586 300 80,216
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 16,457 12,917,000 PRN   DFND 2,5 12,917,000 0 0
EVERCORE INC CLASS A 29977A105 127,553 968,216 SH   DFND 13,2,20,5,8 884,456 300 83,460
EVEREST RE GROUP LTD COM G3223R108 468,236 1,889,497 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,607,092 39,866 242,539
EVERGY INC COM 30034W106 693,035 11,641,784 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,371,142 152,964 1,117,678
EVERI HLDGS INC COM 30034T103 22,117 1,567,466 SH   DFND 19,2,20,5,8 1,255,722 0 311,744
EVERQUOTE INC COM CL A 30041R108 14,560 401,221 SH   DFND 2,20,5,8 355,509 0 45,712
EVERSOURCE ENERGY COM 30040W108 1,739,779 20,092,149 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,943,405 244,730 1,904,014
EVERTEC INC COM 30040P103 72,409 1,945,428 SH   DFND 19,2,20,5,8 1,683,946 900 260,582
EVI INDS INC COM 26929N102 2,088 72,569 SH   DFND 2,20 60,939 0 11,630
ALERUS FINL CORP COM 01446U103 7,691 256,887 SH   DFND 2,20,5 222,922 0 33,965
EVO PMTS INC CL A COM 26927E104 25,893 940,862 SH   DFND 2,20,5,8 796,964 0 143,898
EVOFEM BIOSCIENCES INC COM 30048L104 2,048 1,170,062 SH   DFND 2,20,5 1,002,446 0 167,616
EVOLENT HEALTH INC CL A 30050B101 29,379 1,454,405 SH   DFND 2,20,5,8 1,186,481 0 267,924
EVOLUS INC COM 30052C107 5,136 395,415 SH   DFND 13,2,20,5 336,621 0 58,794
EVOLUTION PETE CORP COM 30049A107 1,743 515,758 SH   DFND 2,20 431,863 0 83,895
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 59,583 2,265,523 SH   DFND 2,20,5,8 1,852,515 1,100 411,908
EXACT SCIENCES CORP COM 30063P105 440,208 3,340,479 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,753,705 75,198 511,576
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 48,308 37,638,000 PRN   DFND 2,5 37,638,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 28,360 20,775,000 PRN   DFND 2,5 20,775,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 9,241 4,940,000 PRN   DFND 2,5 4,940,000 0 0
4D MOLECULAR THERAPEUTICS IN COM 35104E100 4,634 106,833 SH   DFND 2,20 90,869 0 15,964
ALEXANDER & BALDWIN INC NEW COM 014491104 42,386 2,502,103 SH   DFND 2,20,5,8 2,211,896 982 289,225
EXAGEN INC COM 30068X103 1,185 67,722 SH   DFND 2,20 58,252 0 9,470
EXELIXIS INC COM 30161Q104 208,742 9,240,463 SH   DFND 13,19,2,20,5,8 8,584,872 8,870 646,721
EXELON CORP COM 30161N101 2,608,256 59,630,914 SH   DFND 10,11,12,13,19,2,20,5,6,8 45,464,049 678,967 13,487,898
EXICURE INC COM 30205M101 2,215 1,015,888 SH   DFND 2,20,5 889,334 0 126,554
EXLSERVICE HOLDINGS INC COM 302081104 94,168 1,044,459 SH   DFND 19,2,20,5,8 901,301 200 142,958
EXONE CO COM 302104104 13,912 443,635 SH   DFND 2,20,5 409,809 0 33,826
EXP WORLD HLDGS INC COM 30212W100 44,731 982,020 SH   DFND 2,20,5,8 810,919 400 170,701
EXPEDIA GROUP INC COM NEW 30212P303 934,199 5,427,600 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,595,837 90,157 741,606
EXPEDITORS INTL WASH INC COM 302130109 966,851 8,978,095 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,543,312 248,646 1,186,137
EXPONENT INC COM 30214U102 151,750 1,557,204 SH   DFND 2,20,5,8 1,371,748 584 184,872
ALEXANDERS INC COM 014752109 18,287 65,948 SH   DFND 10,19,2,20,5,8 53,923 577 11,448
EXPRESS INC COM 30219E103 4,428 1,101,445 SH   DFND 2,20,5 973,481 0 127,964
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 49,794 2,521,236 SH   DFND 12,2,20,5,8 2,143,321 12,200 365,715
EXTERRAN CORP COM 30227H106 1,753 521,802 SH   DFND 2,20,5 446,274 0 75,528
EXTRA SPACE STORAGE INC COM 30225T102 992,446 7,487,330 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,388,079 90,396 1,008,855
EXTREME NETWORKS INC COM 30226D106 35,889 4,101,630 SH   DFND 13,2,20,5,8 3,607,369 0 494,261
EXXON MOBIL CORP COM 30231G102 13,822,131 247,575,341 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 231,534,605 2,664,249 13,376,487
EZCORP INC CL A NON VTG 302301106 7,783 1,565,914 SH   DFND 2,20,5 1,448,726 0 117,188
F N B CORP COM 302520101 205,237 16,160,362 SH   DFND 12,13,19,2,20,5,8 15,219,962 2,953 937,447
F5 NETWORKS INC COM 315616102 593,680 2,845,749 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,427,041 81,327 337,381
FABRINET SHS G3323L100 103,619 1,146,352 SH   DFND 19,2,20,5,8 1,007,377 700 138,275
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,209,201 7,311,543 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,220,211 94,055 997,277
FACEBOOK INC CL A 30303M102 27,060,587 91,877,184 SH   DFND 10,11,12,13,19,2,20,5,6,8 78,014,222 2,292,859 11,570,103
FACTSET RESH SYS INC COM 303075105 446,610 1,447,260 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,241,021 59,545 146,694
FAIR ISAAC CORP COM 303250104 426,678 877,847 SH   DFND 10,11,12,13,19,2,20,5,6,8 755,743 26,106 95,998
FALCON MINERALS CORP CL A COM 30607B109 3,423 762,309 SH   DFND 2,20,5 659,415 0 102,894
FANHUA INC SPONSORED ADR 30712A103 5,199 367,403 SH   DFND 1,2,20,5 271,381 700 95,322
FARFETCH LTD ORD SH CL A 30744W107 134,804 2,542,521 SH   DFND 1,10,12,13,19,2,20,5,6,8 277,448 0 2,265,073
FARMER BROS CO COM 307675108 2,825 270,577 SH   DFND 2,20 244,359 0 26,218
FARMERS & MERCHANTS BANCORP COM 30779N105 4,176 164,991 SH   DFND 2,20,5 141,677 0 23,314
FARMERS NATIONAL BANC CORP COM 309627107 8,075 483,506 SH   DFND 2,20,5 424,315 0 59,191
FARMLAND PARTNERS INC COM 31154R109 5,774 512,763 SH   DFND 2,20,5 449,033 0 63,730
ALEXION PHARMACEUTICALS INC COM 015351109 1,510,374 9,877,534 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,183,007 355,260 1,339,267
FARO TECHNOLOGIES INC COM 311642102 49,642 573,435 SH   DFND 2,20,5,8 488,408 373 84,654
FASTENAL CO COM 311900104 1,390,897 27,663,029 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 24,045,221 842,704 2,775,104
FASTLY INC CL A 31188V100 70,029 1,040,856 SH   DFND 13,19,2,20,5,8 864,163 1,900 174,793
FATE THERAPEUTICS INC COM 31189P102 163,515 1,983,196 SH   DFND 13,19,2,20,5,8 1,708,774 600 273,822
FATHOM HOLDINGS INC COM 31189V109 2,403 65,611 SH   DFND 2,20 55,643 0 9,968
FB FINL CORP COM 30257X104 56,028 1,260,200 SH   DFND 2,20,5,8 1,151,466 0 108,734
FBL FINL GROUP INC CL A 30239F106 12,577 224,906 SH   DFND 2,20,5,8 193,212 400 31,294
FEDERAL AGRIC MTG CORP CL C 313148306 17,859 177,310 SH   DFND 2,20,5,8 145,161 0 32,149
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 839,728 8,193,030 SH   DFND 10,12,13,19,2,20,5,6,8 7,712,566 19,355 461,109
FEDERAL SIGNAL CORP COM 313855108 70,977 1,853,190 SH   DFND 2,20,5,8 1,609,918 300 242,972
ALGONQUIN PWR UTILS CORP COM 015857105 10,239 640,127 SH   DFND 2 640,127 0 0
FEDERATED HERMES INC CL B 314211103 92,249 2,947,245 SH   DFND 12,2,20,5,8 2,593,092 1,397 352,756
FEDEX CORP COM 31428X106 2,907,219 10,212,399 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,804,620 259,912 1,147,867
FEDNAT HLDG CO COM 31431B109 941 203,254 SH   DFND 2,20 173,386 0 29,868
FENNEC PHARMACEUTICALS INC COM 31447P100 2,032 327,151 SH   DFND 2,20 274,159 0 52,992
FERRARI N V COM N3167Y103 1,088 5,201 SH   DFND 12,19,20,6 2,608 41 2,552
FERRO CORP COM 315405100 43,288 2,567,478 SH   DFND 2,20,5,8 2,279,605 317 287,556
FIBROGEN INC COM 31572Q808 104,859 3,021,009 SH   DFND 13,19,2,20,5,8 2,706,579 1,200 313,230
FIDELITY D & D BANCORP INC COM 31609R100 4,073 66,225 SH   DFND 2,20,5 57,882 0 8,343
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 284,531 6,997,805 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,278,179 499,630 1,219,996
FIDELITY NATL INFORMATION SV COM 31620M106 3,392,825 24,129,329 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,468,772 298,684 3,361,873
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,444,441 32,833,946 SH   DFND 1,10,11,12,13,19,2,20,5,8 25,411,680 964,347 6,457,919
FIESTA RESTAURANT GROUP INC COM 31660B101 7,261 576,702 SH   DFND 2,20,5 531,369 0 45,333
FIFTH THIRD BANCORP COM 316773100 1,407,416 37,313,887 SH   DFND 10,12,13,19,2,20,5,6,8 33,340,034 573,764 3,400,089
FINANCIAL INSTNS INC COM 317585404 10,739 352,056 SH   DFND 2,20,5 314,912 0 37,144
FINVOLUTION GROUP SPONSORED ADS 31810T101 13,666 1,949,555 SH   DFND 12,13,2,20,5 1,616,502 0 333,053
FIREEYE INC COM 31816Q101 62,211 3,178,876 SH   DFND 19,2,20,5,8 2,716,603 1,300 460,973
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 18,300 16,221,000 PRN   DFND 2,5 16,221,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 11,305 11,355,000 PRN   DFND 2,5 11,355,000 0 0
FIRST AMERN FINL CORP COM 31847R102 159,970 2,823,833 SH   DFND 12,13,19,2,20,5,8 2,605,349 985 217,499
FIRST BANCORP INC ME COM 31866P102 5,477 187,639 SH   DFND 2,20,5 163,038 0 24,601
FIRST BANCORP N C COM 318910106 50,408 1,153,505 SH   DFND 2,20,5,8 1,050,914 0 102,591
ALICO INC COM 016230104 2,654 88,357 SH   DFND 2,20 76,032 0 12,325
FIRST BANCORP P R COM NEW 318672706 142,950 12,695,426 SH   DFND 2,20,5,8 11,943,117 2,000 750,309
FIRST BANCSHARES INC MS COM 318916103 13,675 373,543 SH   DFND 2,20,5,8 315,900 0 57,643
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3,167 260,267 SH   DFND 2,20 221,623 0 38,644
FIRST BUS FINL SVCS INC WIS COM 319390100 3,420 138,274 SH   DFND 13,2,20 118,424 0 19,850
FIRST BUSEY CORP COM NEW 319383204 35,540 1,385,577 SH   DFND 2,20,5,8 1,207,803 0 177,774
FIRST CAPITAL INC COM 31942S104 2,653 54,474 SH   DFND 2,20,5 46,841 0 7,633
FIRST CHOICE BANCORP COM 31948P104 3,837 157,832 SH   DFND 2,20 134,713 0 23,119
FIRST CMNTY BANKSHARES INC V COM 31983A103 10,708 357,066 SH   DFND 2,20,5,8 297,851 0 59,215
FIRST CMNTY CORP S C COM 319835104 2,183 109,431 SH   DFND 2,20 94,466 0 14,965
FIRST COMWLTH FINL CORP PA COM 319829107 58,556 4,074,872 SH   DFND 2,20,5,8 3,730,994 0 343,878
ALIGN TECHNOLOGY INC COM 016255101 1,549,139 2,860,671 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,468,820 48,894 342,957
FIRST CTZNS BANCSHARES INC N CL A 31946M103 193,565 231,517 SH   DFND 13,2,20,5,8 218,818 113 12,586
FIRST FINANCIAL NORTHWEST IN COM 32022K102 156 10,929 SH   DFND 20 7,824 0 3,105
FIRST FINL BANCORP OH COM 320209109 110,852 4,618,846 SH   DFND 2,20,5,8 4,267,146 1,282 350,418
FIRST FINL BANKSHARES COM 32020R109 254,129 5,424,401 SH   DFND 13,2,20,5,8 4,941,708 900 481,793
FIRST FINL CORP IND COM 320218100 16,604 368,896 SH   DFND 2,20,5,8 325,449 351 43,096
FIRST FNDTN INC COM 32026V104 22,607 963,654 SH   DFND 2,20,5,8 828,845 0 134,809
FIRST GTY BANCSHARES INC COM 32043P106 1,123 62,718 SH   DFND 2,20 53,895 0 8,823
FIRST HAWAIIAN INC COM 32051X108 154,440 5,642,662 SH   DFND 12,2,20,5,8 5,360,934 2,300 279,428
FIRST HORIZON CORPORATION COM 320517105 384,119 22,494,540 SH   DFND 12,13,19,2,20,5,8 21,293,604 15,379 1,185,557
FIRST INDL RLTY TR INC COM 32054K103 256,778 5,574,837 SH   DFND 10,19,2,20,5,8 4,922,426 31,965 620,446
ALIGOS THERAPEUTICS INC COM 01626L105 3,914 172,140 SH   DFND 2,20,5 146,379 0 25,761
FIRST INTERNET BANCORP COM 320557101 5,340 151,316 SH   DFND 2,20 132,401 0 18,915
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 55,897 1,214,093 SH   DFND 2,20,5,8 1,038,081 0 176,012
FIRST LONG IS CORP COM 320734106 9,834 462,761 SH   DFND 2,20,5,8 386,157 0 76,604
FIRST MERCHANTS CORP COM 320817109 77,460 1,665,810 SH   DFND 2,20,5,8 1,422,687 300 242,823
FIRST MID ILL BANCSHARES INC COM 320866106 12,941 294,580 SH   DFND 2,20,5,8 243,876 0 50,704
FIRST MIDWEST BANCORP DEL COM 320867104 131,898 5,982,294 SH   DFND 2,20,5,8 5,589,768 1,700 390,826
FIRST NORTHWEST BANCORP COM 335834107 2,854 171,743 SH   DFND 2,20 149,525 0 22,218
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,676,276 10,052,631 SH   DFND 10,12,13,19,2,20,5,6,8 9,149,427 81,046 822,158
FIRST SOLAR INC COM 336433107 219,140 2,510,194 SH   DFND 12,13,19,2,20,5,8 2,324,965 773 184,456
FIRST SVGS FINL GROUP INC COM 33621E109 1,998 29,761 SH   DFND 2,20 22,951 0 6,810
ALJ REGL HLDGS INC COM 001627108 20 13,800 SH   DFND 20 13,800 0 0
FIRST UTD CORP COM 33741H107 1,799 102,093 SH   DFND 2,20 87,893 0 14,200
FIRST WESTN FINL INC COM 33751L105 2,466 98,617 SH   DFND 2,20 76,028 0 22,589
FIRSTCASH INC COM 33767D105 81,171 1,236,048 SH   DFND 13,2,20,5,8 1,076,463 541 159,044
FIRSTENERGY CORP COM 337932107 1,346,587 38,817,725 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,983,717 10,126,817 4,707,191
FISERV INC COM 337738108 2,629,858 22,092,218 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,787,841 276,389 3,027,988
FISKER INC CL A COM STK 33813J106 1,505 87,400 SH   DFND 20 87,400 0 0
FIVE BELOW INC COM 33829M101 246,531 1,292,159 SH   DFND 13,19,2,20,5,8 1,178,325 700 113,134
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 537 71,078 SH   DFND 20,5,8 46,912 0 24,166
FIVE PRIME THERAPEUTICS INC COM 33830X104 70,046 1,859,461 SH   DFND 2,20,5 1,788,268 0 71,193
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 1,763 288,056 SH   DFND 2,20 247,256 0 40,800
500 COM LTD SPON ADR REP A 33829R100 632 29,579 SH   DFND 2 29,579 0 0
ALKERMES PLC SHS G01767105 83,959 4,494,601 SH   DFND 13,19,2,20,5,8 4,146,279 1,630 346,692
FIVE9 INC COM 338307101 121,809 779,179 SH   DFND 13,19,2,20,5,8 646,354 1,400 131,425
FIVERR INTL LTD ORD SHS M4R82T106 22,972 105,775 SH   DFND 10,13,2,20,5,6,8 78,875 0 26,900
FLAGSTAR BANCORP INC COM PAR .001 337930705 104,513 2,317,369 SH   DFND 2,20,5,8 2,137,540 500 179,329
FLEETCOR TECHNOLOGIES INC COM 339041105 824,912 3,070,813 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,646,618 50,221 373,974
FLEX LTD ORD Y2573F102 74,391 4,062,878 SH   DFND 10,12,13,19,2,20,5,8 1,830,306 5,900 2,226,672
FLEXION THERAPEUTICS INC COM 33938J106 24,364 2,722,208 SH   DFND 2,20,5,8 2,593,693 0 128,515
FLEXSTEEL INDS INC COM 339382103 358 10,285 SH   DFND 20,5 10,285 0 0
FLIR SYS INC COM 302445101 241,353 4,273,999 SH   DFND 10,12,13,19,2,20,5,6,8 3,820,357 2,377 451,265
FLOOR & DECOR HLDGS INC CL A 339750101 159,637 1,671,939 SH   DFND 13,19,2,20,5,8 1,488,746 800 182,393
FLOTEK INDS INC DEL COM 343389102 100 59,678 SH   DFND 20 59,678 0 0
ALLAKOS INC COM 01671P100 102,467 892,725 SH   DFND 2,20,5,8 801,380 300 91,045
FLOWERS FOODS INC COM 343498101 113,893 4,785,435 SH   DFND 12,13,19,2,20,5,8 4,254,625 1,467 529,343
FLOWSERVE CORP COM 34354P105 119,070 3,052,406 SH   DFND 12,13,19,2,20,5,8 2,787,268 1,146 263,992
FLUENT INC COM 34380C102 2,864 698,482 SH   DFND 2,20 583,652 0 114,830
FLUIDIGM CORP DEL COM 34385P108 5,758 1,273,850 SH   DFND 2,20,5,8 1,092,702 0 181,148
FLUOR CORP NEW COM 343412102 99,492 4,308,896 SH   DFND 12,13,2,20,5,8 3,812,483 2,243 494,170
FLUSHING FINL CORP COM 343873105 17,545 826,435 SH   DFND 2,20,5,8 738,079 882 87,474
FLY LEASING LTD SPONSORED ADR 34407D109 844 50,117 SH   DFND 1,2 21,379 0 28,738
FMC CORP COM NEW 302491303 714,505 6,431,856 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,590,425 60,401 781,030
FNCB BANCORP INC COM 302578109 2,167 287,414 SH   DFND 2,20,5 247,304 0 40,110
FOCUS FINL PARTNERS INC COM CL A 34417P100 29,944 719,451 SH   DFND 2,20,5,8 594,189 0 125,262
ALLEGHANY CORP DEL COM 017175100 276,961 442,225 SH   DFND 10,11,12,13,19,2,20,5,6,8 384,745 8,428 49,052
FOGHORN THERAPEUTICS INC COM 344174107 1,438 109,099 SH   DFND 2,20 93,535 0 15,564
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 14,177 188,202 SH   DFND 1,13,2,20,5 135,658 1,000 51,544
FONAR CORP COM NEW 344437405 2,009 111,076 SH   DFND 2,20 97,476 0 13,600
FOOT LOCKER INC COM 344849104 148,483 2,639,705 SH   DFND 12,13,2,20,5,8 2,416,946 1,255 221,504
FORD MTR CO DEL COM 345370860 2,023,084 165,149,702 SH   DFND 10,11,12,13,19,2,20,5,6,8 141,663,992 2,405,410 21,080,300
FORESTAR GROUP INC COM 346232101 6,914 297,003 SH   DFND 2,20,5,8 248,192 203 48,608
FORMA THERAPEUTICS HLDGS INC SHS 34633R104 52,442 1,871,595 SH   DFND 2,20,5,8 1,804,454 0 67,141
FORMFACTOR INC COM 346375108 104,911 2,325,675 SH   DFND 2,20,5,8 2,039,264 1,294 285,117
FORRESTER RESH INC COM 346563109 14,097 331,849 SH   DFND 2,20,5,8 295,078 0 36,771
FORTERRA INC COM 34960W106 11,752 505,479 SH   DFND 2,20,5,8 419,101 0 86,378
ALLEGHENY TECHNOLOGIES INC COM 01741R102 167,264 7,942,281 SH   DFND 12,13,2,20,5,8 7,499,938 945 441,398
FORTINET INC COM 34959E109 957,196 5,190,303 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,398,565 133,602 658,136
FORTIS INC COM 349553107 682 15,726 SH   DFND 20 15,490 0 236
FORTIVE CORP COM 34959J108 914,507 12,946,020 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,427,412 181,842 1,336,766
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 31,091 30,549,000 PRN   DFND 2,5 30,549,000 0 0
FORTRESS BIOTECH INC COM 34960Q109 3,907 1,106,770 SH   DFND 2,20,5 940,716 0 166,054
FORTUNE BRANDS HOME & SEC IN COM 34964C106 621,419 6,485,275 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,602,033 193,558 689,684
FORWARD AIR CORP COM 349853101 85,801 966,124 SH   DFND 2,20,5,8 868,543 84 97,497
FOSSIL GROUP INC COM 34988V106 28,933 2,333,301 SH   DFND 2,20,5 2,179,800 0 153,501
FOSTER L B CO COM 350060109 3,087 172,438 SH   DFND 2,20,5 150,655 0 21,783
FOUR CORNERS PPTY TR INC COM 35086T109 104,318 3,763,503 SH   DFND 10,19,2,20,5,8 3,336,705 18,470 408,328
ALLEGIANCE BANCSHARES INC COM 01748H107 31,084 766,755 SH   DFND 2,20,5,8 708,611 0 58,144
FOX CORP CL A COM 35137L105 547,518 15,063,958 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,271,689 209,037 1,583,232
FOX CORP CL B COM 35137L204 249,202 7,086,508 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,141,955 95,279 849,274
FOX FACTORY HLDG CORP COM 35138V102 155,915 1,227,097 SH   DFND 13,2,20,5,8 1,078,778 300 148,019
FRANCHISE GROUP INC COM 35180X105 15,374 421,423 SH   DFND 2,20,5,8 371,718 0 49,705
FRANKLIN COVEY CO COM 353469109 5,998 212,032 SH   DFND 2,20,5 180,261 0 31,771
FRANKLIN ELEC INC COM 353514102 173,617 2,199,350 SH   DFND 2,20,5,8 2,037,847 80 161,423
FRANKLIN FINL SVCS CORP COM 353525108 2,118 67,921 SH   DFND 2,20 58,475 0 9,446
FRANKLIN RESOURCES INC COM 354613101 813,545 27,231,612 SH   DFND 10,12,13,19,2,20,5,6,8 25,423,147 316,496 1,491,969
FRANKLIN STR PPTYS CORP COM 35471R106 30,039 5,511,727 SH   DFND 10,19,2,20,5,8 4,860,760 28,522 622,445
FRANKS INTL N V COM N33462107 11,795 3,319,668 SH   DFND 2,20,5,8 2,899,001 0 420,667
ALLEGIANT TRAVEL CO COM 01748X102 114,425 468,838 SH   DFND 2,20,5,8 431,219 0 37,619
FREEDOM HLDG CORP NEV COM 356390104 1,222 22,900 SH   DFND 20,5,8 10,900 0 12,000
FREEPORT-MCMORAN INC CL B 35671D857 2,123,122 64,473,808 SH   DFND 10,11,12,13,19,2,20,5,6,8 56,918,602 808,366 6,746,840
FREQUENCY THERAPEUTICS INC COM 35803L108 13,170 1,386,272 SH   DFND 2,20,5,8 1,322,380 0 63,892
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 382 10,354 SH   DFND 20 10,354 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 29,479 1,026,101 SH   DFND 2,20,5,8 901,442 38 124,621
FRESHPET INC COM 358039105 123,311 776,471 SH   DFND 13,2,20,5,8 629,986 600 145,885
FRONTDOOR INC COM 35905A109 54,583 1,015,506 SH   DFND 13,19,2,20,5,8 849,577 1,050 164,879
FRONTLINE LTD SHS NEW G3682E192 13,699 1,915,911 SH   DFND 2,20,5 1,613,308 0 302,603
FRP HLDGS INC COM 30292L107 6,768 137,514 SH   DFND 2,20,5,8 118,977 0 18,537
FS BANCORP INC COM 30263Y104 4,265 63,465 SH   DFND 2,20 54,327 0 9,138
ALLEGION PLC ORD SHS G0176J109 567,196 4,515,175 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,936,660 84,038 494,477
FTI CONSULTING INC COM 302941109 116,290 829,994 SH   DFND 12,13,19,2,20,5,8 747,657 602 81,735
FUBOTV INC COM 35953D104 2,547 115,137 SH   DFND 2,20 115,137 0 0
FUELCELL ENERGY INC COM 35952H601 115,501 8,015,334 SH   DFND 13,19,2,20,5,8 6,888,317 2,900 1,124,117
FULCRUM THERAPEUTICS INC COM 359616109 2,998 254,497 SH   DFND 2,20,5 220,177 0 34,320
FULGENT GENETICS INC COM 359664109 44,360 459,117 SH   DFND 2,20,5,8 413,848 200 45,069
FULLER H B CO COM 359694106 213,603 3,395,368 SH   DFND 19,2,20,5,8 3,199,586 337 195,445
FULTON FINL CORP PA COM 360271100 136,359 7,941,873 SH   DFND 2,20,5,8 7,389,522 2,356 549,995
FUNKO INC COM CL A 361008105 7,221 366,921 SH   DFND 2,20,5 312,919 0 54,002
FUTU HLDGS LTD SPON ADS CL A 36118L106 37,007 233,013 SH   DFND 13,19,2,20,5,8 158,313 200 74,500
FUTUREFUEL CORP COM 36116M106 14,238 979,915 SH   DFND 2,20,5,8 898,150 0 81,765
ALLEGRO MICROSYSTEMS INC COM 01749D105 34,369 1,355,765 SH   DFND 2,20 1,312,802 0 42,963
FVCBANKCORP INC COM 36120Q101 3,159 182,392 SH   DFND 2,20 157,029 0 25,363
G III APPAREL GROUP LTD COM 36237H101 44,397 1,473,037 SH   DFND 2,20,5,8 1,328,281 660 144,096
G1 THERAPEUTICS INC COM 3621LQ109 65,706 2,730,936 SH   DFND 2,20,5,8 2,617,741 0 113,195
GAIA INC NEW CL A 36269P104 2,168 182,353 SH   DFND 2,20 153,357 0 28,996
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,335 614,994 SH   DFND 2,20 520,520 0 94,474
GALERA THERAPEUTICS INC COM 36338D108 1,128 127,941 SH   DFND 2,20 108,461 0 19,480
GALLAGHER ARTHUR J & CO COM 363576109 1,119,214 8,970,219 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,676,846 112,197 1,181,176
GAMCO INVS INC CL A COM 361438104 1,912 103,099 SH   DFND 2,20 86,792 0 16,307
GAMESTOP CORP NEW CL A 36467W109 352,787 1,858,535 SH   DFND 12,13,19,2,20,5,8 1,645,118 632 212,785
GAMIDA CELL LTD SHS M47364100 222 27,472 SH   DFND 2 27,472 0 0
ALLETE INC COM NEW 018522300 122,346 1,820,899 SH   DFND 12,13,2,20,5,8 1,647,823 600 172,476
GAMING & LEISURE PPTYS INC COM 36467J108 222,556 5,245,253 SH   DFND 10,12,13,19,2,20,5,8 4,324,282 69,650 851,321
GAN LTD ORD SHS G3728V109 8,481 465,964 SH   DFND 2,20,5 398,141 0 67,823
GANNETT CO INC COM 36472T109 23,388 4,347,187 SH   DFND 2,20,5 3,986,016 0 361,171
GAP INC COM 364760108 207,970 6,983,539 SH   DFND 10,12,13,19,2,20,5,6,8 6,219,372 2,266 761,901
GARMIN LTD SHS H2906T109 836,690 6,345,732 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,455,425 194,997 695,310
GARTNER INC COM 366651107 601,370 3,294,273 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,844,564 43,881 405,828
GASLOG LTD SHS G37585109 253 43,765 SH   DFND 1,2 43,765 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 11,738 734,068 SH   DFND 19,2,20,5,8 615,200 0 118,868
GATOS SILVER INC COM 368036109 3,835 384,689 SH   DFND 2,20,5 326,451 0 58,238
GATX CORP COM 361448103 100,076 1,079,100 SH   DFND 19,2,20,5,8 953,080 337 125,683
ALLIANCE DATA SYSTEMS CORP COM 018581108 131,482 1,173,004 SH   DFND 12,13,2,20,5,8 1,070,307 612 102,085
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 44,655 1,819,665 SH   DFND 13,2,20,5,8 1,350,679 1,704 467,282
GDS HLDGS LTD SPONSORED ADS 36165L108 206,737 2,549,475 SH   DFND 1,10,12,13,19,2,20,5,8 1,258,445 34,300 1,256,730
GEMINI THERAPEUTICS INC COM 36870G105 255 18,800 SH   DFND 20 18,800 0 0
GENASYS INC COM 36872P103 3,355 501,508 SH   DFND 2,20 431,182 0 70,326
GENCO SHIPPING & TRADING LTD SHS Y2685T131 3,037 301,251 SH   DFND 2,20,5 245,159 9,100 46,992
GENCOR INDS INC COM 368678108 1,925 143,577 SH   DFND 2,20 119,834 0 23,743
GENERAC HLDGS INC COM 368736104 822,103 2,510,621 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,134,603 78,337 297,681
GENERAL DYNAMICS CORP COM 369550108 2,091,386 11,518,979 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,384,763 223,139 911,077
GENERAL ELECTRIC CO COM 369604103 4,617,438 351,409,726 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 303,146,905 5,228,878 43,033,943
GENERAL FIN CORP DEL COM 369822101 2,020 166,220 SH   DFND 2,20 140,826 0 25,394
51JOB INC SPONSORED ADS 316827104 35,958 574,403 SH   DFND 1,10,12,13,19,2,20,5,8 399,766 12,200 162,437
ALLIANT ENERGY CORP COM 018802108 670,856 12,386,556 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,967,614 205,789 1,213,153
GENERAL MLS INC COM 370334104 1,984,968 32,370,651 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,459,244 7,474,960 3,436,447
GENERAL MTRS CO COM 37045V100 3,070,128 53,430,707 SH   DFND 10,11,12,13,19,2,20,5,6,8 46,067,256 994,881 6,368,570
GENERATION BIO CO COM 37148K100 60,125 2,112,627 SH   DFND 2,20,5,8 2,011,788 0 100,839
GENESCO INC COM 371532102 26,288 553,430 SH   DFND 2,20,5,8 501,582 4 51,844
GENETRON HLDGS LTD ADS 37186H100 906 42,200 SH   DFND 2,20,5 42,200 0 0
GENIE ENERGY LTD CL B 372284208 1,829 288,445 SH   DFND 2,20 256,519 0 31,926
GENIUS BRANDS INTL INC COM 37229T301 210 108,000 SH   DFND 20 108,000 0 0
GENMAB A/S SPONSORED ADS 372303206 632 19,257 SH   DFND 1,20 3,470 0 15,787
GENMARK DIAGNOSTICS INC COM 372309104 42,439 1,775,671 SH   DFND 2,20,5,8 1,557,673 0 217,998
GENPACT LIMITED SHS G3922B107 84,989 1,984,800 SH   DFND 12,13,19,2,20,5,8 1,794,516 0 190,284
ALLIED MOTION TECHNOLOGIES I COM 019330109 6,385 124,326 SH   DFND 2,20,5 107,141 0 17,185
GENPREX INC COM 372446104 2,394 555,372 SH   DFND 2,20,5 491,060 0 64,312
GENTEX CORP COM 371901109 218,616 6,128,848 SH   DFND 12,13,19,2,20,5,8 5,599,405 7,354 522,089
GENTHERM INC COM 37253A103 83,942 1,132,665 SH   DFND 2,20,5,8 1,022,068 140 110,457
GENUINE PARTS CO COM 372460105 947,251 8,137,913 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,364,815 89,515 683,583
GENWORTH FINL INC COM CL A 37247D106 59,267 17,851,485 SH   DFND 12,13,2,20,5,8 16,041,557 2,984 1,806,944
GEO GROUP INC NEW COM 36162J106 33,284 4,289,217 SH   DFND 12,13,2,20,5,8 4,027,315 814 261,088
GEOSPACE TECHNOLOGIES CORP COM 37364X109 201 22,004 SH   DFND 20,5 22,004 0 0
GERDAU SA SPON ADR REP PFD 373737105 21,769 4,036,621 SH   DFND 10,2,20 3,542,196 433,825 60,600
GERMAN AMERN BANCORP INC COM 373865104 22,731 491,806 SH   DFND 2,20,5,8 400,304 0 91,502
GERON CORP COM 374163103 26,267 16,624,380 SH   DFND 2,20,5,8 15,668,224 0 956,156
ALLISON TRANSMISSION HLDGS I COM 01973R101 66,989 1,640,693 SH   DFND 12,13,2,20,5,8 1,417,933 900 221,860
GETTY RLTY CORP NEW COM 374297109 53,216 1,853,303 SH   DFND 10,19,2,20,5,8 1,647,053 9,909 196,341
GEVO INC COM PAR 374396406 111,321 11,347,682 SH   DFND 2,20 11,347,682 0 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 24,647 303,500 SH   DFND 2 303,500 0 0
GIBRALTAR INDS INC COM 374689107 89,504 978,076 SH   DFND 2,20,5,8 864,055 170 113,851
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 4,895 467,977 SH   DFND 2,20 467,977 0 0
GILEAD SCIENCES INC COM 375558103 3,455,751 53,469,772 SH   DFND 10,11,12,13,19,2,20,5,6,8 45,656,374 824,932 6,988,466
GLACIER BANCORP INC NEW COM 37637Q105 217,108 3,803,574 SH   DFND 2,20,5,8 3,464,970 1,085 337,519
GLADSTONE COMMERCIAL CORP COM 376536108 15,088 771,350 SH   DFND 2,20,5,8 625,031 9,600 136,719
GLADSTONE LD CORP COM 376549101 7,332 400,650 SH   DFND 2,20,5 351,641 0 49,009
GLATFELTER CORPORATION COM 377320106 27,041 1,564,746 SH   DFND 19,2,20,5,8 1,403,275 8 161,463
ALLOGENE THERAPEUTICS INC COM 019770106 82,383 2,333,796 SH   DFND 19,2,20,5,8 2,148,765 600 184,431
GLAUKOS CORP COM 377322102 121,865 1,451,978 SH   DFND 2,20,5,8 1,296,525 700 154,753
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 340,424 9,373,894 SH   DFND 1,20 41,572 9,077,237 255,085
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 75,445 1,851,408 SH   DFND 13,2,20,5,8 1,723,549 500 127,359
GLOBAL MED REIT INC COM NEW 37954A204 12,808 962,081 SH   DFND 2,20,5,8 804,300 3,300 154,481
GLOBAL NET LEASE INC COM NEW 379378201 85,244 4,720,070 SH   DFND 10,19,2,20,5,8 4,181,249 36,400 502,421
GLOBAL PMTS INC COM 37940X102 2,213,837 10,982,424 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,465,924 142,559 1,373,941
GLOBAL WTR RES INC COM 379463102 3,311 203,010 SH   DFND 2,20,5 173,165 0 29,845
GLOBALSTAR INC COM 378973408 4,170 3,088,538 SH   DFND 2,20,5,8 2,665,977 0 422,561
GLOBANT S A COM L44385109 300,090 1,445,449 SH   DFND 10,12,13,19,2,20,5,8 793,143 15,800 636,506
GLOBE LIFE INC COM 37959E102 437,809 4,530,777 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,833,427 132,580 564,770
ALLOT LTD SHS M0854Q105 747 46,775 SH   DFND 2 46,775 0 0
GLOBUS MED INC CL A 379577208 119,524 1,938,130 SH   DFND 13,19,2,20,5,8 1,781,652 600 155,878
GLU MOBILE INC COM 379890106 67,243 5,388,082 SH   DFND 19,2,20,5,8 4,870,412 0 517,670
GLYCOMIMETICS INC COM 38000Q102 1,969 654,162 SH   DFND 2,20,5 569,537 0 84,625
GMS INC COM 36251C103 56,110 1,343,944 SH   DFND 2,20,5,8 1,201,627 0 142,317
GODADDY INC CL A 380237107 289,437 3,728,903 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,793,359 181,238 754,306
GOGO INC COM 38046C109 11,704 1,211,567 SH   DFND 2,20,5,8 1,067,180 0 144,387
GOHEALTH INC COM CL A 38046W105 4,618 395,009 SH   DFND 2,20,5,8 366,967 0 28,042
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 356 46,551 SH   DFND 1,10,20 5,300 0 41,251
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 9,938 10,185,000 PRN   DFND 2,5 10,185,000 0 0
GOLAR LNG LTD SHS G9456A100 16,346 1,597,826 SH   DFND 2,20,5 1,340,453 0 257,373
ALLOVIR INC COM 019818103 36,605 1,564,335 SH   DFND 2,20,5,8 1,493,909 0 70,426
GOLD FIELDS LTD SPONSORED ADR 38059T106 9,077 956,468 SH   DFND 2,20,5,8 944,448 0 12,020
GOLD RESOURCE CORP COM 38068T105 2,920 1,105,968 SH   DFND 2,20,5 941,266 0 164,702
GOLDEN ENTMT INC COM 381013101 6,946 274,983 SH   DFND 2,20,5 236,617 0 38,366
GOLDEN MINERALS CO COM 381119106 19 28,779 SH   DFND 20 28,779 0 0
GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 273 20,200 SH   DFND 20 20,200 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 229 34,119 SH   DFND 2,20,5 34,119 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 193 65,274 SH   DFND 2,5 65,274 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,875,136 21,024,882 SH   DFND 1,10,12,13,19,2,20,5,6,8 12,992,886 704,442 7,327,554
GOODRICH PETE CORP COM PAR 382410843 1,427 150,838 SH   DFND 2,20 127,105 0 23,733
GOODRX HLDGS INC COM CL A 38246G108 4,272 109,492 SH   DFND 2,20 109,492 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 68,300 4,548,792 SH   DFND 19,2,20,5,8 3,987,051 845 560,896
GOODYEAR TIRE & RUBR CO COM 382550101 128,574 7,317,799 SH   DFND 12,13,19,2,20,5,8 6,448,206 12,259 857,334
GOOSEHEAD INS INC COM CL A 38267D109 32,990 307,798 SH   DFND 2,20,5,8 256,731 0 51,067
GOPRO INC CL A 38268T103 26,929 2,313,514 SH   DFND 19,2,20,5,8 1,841,762 0 471,752
GORMAN RUPP CO COM 383082104 11,681 352,780 SH   DFND 2,20,5,8 287,399 0 65,381
GOSSAMER BIO INC COM 38341P102 35,758 3,865,681 SH   DFND 2,20,5,8 3,681,241 0 184,440
GP STRATEGIES CORP COM 36225V104 3,822 219,024 SH   DFND 2,20,5 187,995 0 31,029
GRACE W R & CO DEL NEW COM 38388F108 42,770 714,497 SH   DFND 13,2,20,5,8 589,344 504 124,649
GRACO INC COM 384109104 353,778 4,939,655 SH   DFND 13,19,2,20,5,6,8 4,604,067 1,501 334,087
GRAFTECH INTL LTD COM 384313508 20,643 1,687,938 SH   DFND 2,20,5,8 1,433,565 0 254,373
GRAHAM CORP COM 384556106 2,223 156,105 SH   DFND 2,20,5 131,534 0 24,571
ALLSTATE CORP COM 020002101 1,750,755 15,133,024 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,941,037 432,278 1,759,709
GRAHAM HLDGS CO COM CL B 384637104 54,558 97,002 SH   DFND 12,13,19,2,20,5,8 89,118 100 7,784
GRAINGER W W INC COM 384802104 899,117 2,242,579 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,928,048 75,097 239,434
GRAND CANYON ED INC COM 38526M106 113,515 1,059,893 SH   DFND 13,19,2,20,5,8 969,804 600 89,489
GRANITE CONSTR INC COM 387328107 62,259 1,541,843 SH   DFND 19,2,20,5,8 1,370,111 1,209 170,523
GRANITE PT MTG TR INC COM STK 38741L107 23,662 1,936,477 SH   DFND 2,20,5,8 1,753,086 606 182,785
GRAPHIC PACKAGING HLDG CO COM 388689101 68,616 3,763,063 SH   DFND 12,13,2,20,5,8 3,197,441 4,200 561,422
GRAVITY CO LTD SPONSORED ADS NE 38911N206 5,130 44,610 SH   DFND 1,2 44,260 0 350
GRAY TELEVISION INC COM 389375106 34,996 1,901,930 SH   DFND 10,2,20,5,8 1,589,485 5,754 306,691
GRAYBUG VISION INC COM SHS 38942Q103 600 108,119 SH   DFND 2,20 95,267 0 12,852
GREAT AJAX CORP COM 38983D300 3,721 341,369 SH   DFND 2,20,5 295,252 0 46,117
ALLY FINL INC COM 02005N100 408,269 9,030,496 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,567,918 462,562 2,000,016
GREAT LAKES DREDGE & DOCK CO COM 390607109 17,948 1,230,969 SH   DFND 2,20,5,8 1,013,992 0 216,977
GREAT SOUTHN BANCORP INC COM 390905107 12,570 220,545 SH   DFND 2,20,5,8 180,579 0 39,966
GREAT WESTERN BANCORP INC COM 391416104 72,409 2,390,537 SH   DFND 2,20,5,8 2,149,041 300 241,196
GREAT WESTN NATL BK PORTLAND COM 695263103 226,344 5,933,011 SH   DFND 12,13,2,20,5,8 5,642,444 33,879 256,688
GREEN BRICK PARTNERS INC COM 392709101 23,083 1,017,761 SH   DFND 19,2,20,5,8 929,662 0 88,099
GREEN DOT CORP CL A 39304D102 82,866 1,809,704 SH   DFND 13,2,20,5,8 1,435,593 900 373,211
GREEN PLAINS INC COM 393222104 52,283 1,931,401 SH   DFND 2,20,5,8 1,836,753 0 94,648
GREENBRIER COS INC COM 393657101 51,390 1,088,310 SH   DFND 2,20,5,8 975,637 0 112,673
GREENE COUNTY BANCORP INC COM 394357107 1,017 40,680 SH   DFND 2,20 33,792 0 6,888
GREENHILL & CO INC COM 395259104 7,202 437,036 SH   DFND 2,20,5 397,165 0 39,871
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 371,451 2,630,856 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,163,320 62,687 404,849
GREENLANE HLDGS INC CL A 395330103 807 152,084 SH   DFND 2,20 136,292 0 15,792
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4,358 500,937 SH   DFND 1,2,5,20 433,236 0 67,701
GREENSKY INC CL A 39572G100 6,154 994,171 SH   DFND 2,20,5 854,118 0 140,053
GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 592 44,984 SH   DFND 2,20,5 44,984 0 0
GREIF INC CL A 397624107 47,677 829,886 SH   DFND 19,2,20,5,8 731,193 83 98,610
GREIF INC CL B 397624206 6,544 113,012 SH   DFND 2,20,5 94,223 1,400 17,389
GRID DYNAMICS HLDGS INC CL A 39813G109 6,163 386,855 SH   DFND 2,20 327,952 0 58,903
GRIFFON CORP COM 398433102 43,045 1,584,288 SH   DFND 2,20,5,8 1,436,993 0 147,295
GRIFOLS S A SP ADR REP B NVT 398438408 5,634 325,846 SH   DFND 1,10,13,2,20,5,8 272,319 0 53,527
GRITSTONE ONCOLOGY INC COM 39868T105 5,131 544,122 SH   DFND 2,20,5 472,163 0 71,959
89BIO INC COM 282559103 2,883 121,748 SH   DFND 2,20,5 105,278 0 16,470
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 26,697 816,429 SH   DFND 2,20,5 768,146 0 48,283
GROCERY OUTLET HLDG CORP COM 39874R101 73,451 1,991,076 SH   DFND 2,20,5,8 1,847,562 1,100 142,414
GROUP 1 AUTOMOTIVE INC COM 398905109 99,679 631,721 SH   DFND 12,2,20,5,8 570,613 105 61,003
GROUPON INC COM NEW 399473206 29,246 578,611 SH   DFND 2,20,5,8 494,231 90 84,290
GROWGENERATION CORP COM 39986L109 40,246 809,950 SH   DFND 19,2,20,5,8 665,172 600 144,178
GRUBHUB INC COM 400110102 135,157 2,252,612 SH   DFND 13,19,2,20,5,8 2,070,220 1,000 181,392
GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 14,127 279,640 SH   DFND 19,2,20 279,640 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 24,047 135,253 SH   DFND 19,2,20 135,253 0 0
GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 27,150 258,109 SH   DFND 19,2,20,5 256,269 700 1,140
GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 8,476 1,113,665 SH   DFND 13,2,20,5 831,795 1,500 280,370
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 117 13,212 SH   DFND 20,5 2,612 10,600 0
ALPHA PRO TECH LTD COM 020772109 1,980 202,895 SH   DFND 2,20,5 171,331 0 31,564
GSE SYS INC COM 36227K106 22 12,854 SH   DFND 20 12,854 0 0
GSI TECHNOLOGY COM 36241U106 1,803 269,444 SH   DFND 2,20 231,896 0 37,548
GSX TECHEDU INC SPONSORED ADS 36257Y109 53,759 1,586,747 SH   DFND 10,12,13,19,2,20,5,8 1,240,420 36,000 310,327
GTT COMMUNICATIONS INC COM 362393100 1,182 645,649 SH   DFND 2,20,5,8 546,355 0 99,294
GTY TECHNOLOGY HOLDINGS INC COM 362409104 4,971 777,964 SH   DFND 2,20,5 678,235 0 99,729
GUARANTY BANCSHARES INC TEX COM 400764106 5,309 143,637 SH   DFND 2,20 124,521 0 19,116
GUARANTY FED BANCSHARES INC COM 40108P101 243 12,541 SH   DFND 20 2,300 0 10,241
GUARDANT HEALTH INC COM 40131M109 151,771 994,245 SH   DFND 13,19,2,20,5,8 835,344 700 158,201
GUESS INC COM 401617105 35,835 1,524,877 SH   DFND 2,20,5,8 1,384,895 137 139,845
GUIDEWIRE SOFTWARE INC COM 40171V100 163,363 1,607,425 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,286,315 40,748 280,362
ALPHABET INC CAP STK CL A 02079K305 22,863,913 11,085,426 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,341,486 275,087 1,468,853
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 11,233 9,955,000 PRN   DFND 2,5 9,955,000 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 6,856 31,611 SH   DFND 1,13,19,2,20,5 14,529 0 17,082
GWG HLDGS INC COM 36192A109 230 32,859 SH   DFND 2,20 24,985 0 7,874
H & E EQUIPMENT SERVICES INC COM 404030108 23,355 614,610 SH   DFND 2,20,5,8 498,576 0 116,034
HACKETT GROUP INC COM 404609109 8,550 518,661 SH   DFND 2,20,5,8 445,842 0 72,819
HAEMONETICS CORP MASS COM 405024100 136,218 1,227,079 SH   DFND 13,19,2,20,5,8 1,122,859 604 103,616
HAIN CELESTIAL GROUP INC COM 405217100 85,129 1,952,496 SH   DFND 13,19,2,20,5,8 1,763,003 666 188,827
HALLIBURTON CO COM 406216101 1,176,802 54,837,003 SH   DFND 10,11,12,13,19,2,20,5,6,8 49,668,212 516,931 4,651,860
HALOZYME THERAPEUTICS INC COM 40637H109 209,835 5,033,216 SH   DFND 2,20,5,8 4,544,065 1,000 488,151
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2,394 132,063 SH   DFND 2,20,5 116,073 0 15,990
ALPHABET INC CAP STK CL C 02079K107 22,263,246 10,762,314 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,006,331 288,756 1,467,227
HAMILTON LANE INC CL A 407497106 52,609 591,971 SH   DFND 2,20,5,8 485,778 300 105,893
HANCOCK WHITNEY CORPORATION COM 410120109 172,852 4,114,556 SH   DFND 12,13,19,2,20,5,8 3,785,332 1,000 328,224
HANESBRANDS INC COM 410345102 302,216 15,364,309 SH   DFND 1,10,12,13,19,2,20,5,6,8 14,206,947 4,964 1,152,398
HANGER INC COM NEW 41043F208 27,034 1,184,655 SH   DFND 2,20,5,8 1,050,788 0 133,867
HANMI FINL CORP COM NEW 410495204 27,031 1,370,032 SH   DFND 2,20,5 1,292,793 0 77,239
HANNON ARMSTRONG SUST INFR C COM 41068X100 80,149 1,428,683 SH   DFND 19,2,20,5,8 1,156,420 1,200 271,063
HANOVER INS GROUP INC COM 410867105 132,756 1,025,459 SH   DFND 12,13,19,2,20,5,8 925,002 600 99,857
HARBORONE BANCORP INC NEW COM NEW 41165Y100 18,387 1,365,067 SH   DFND 2,20,5,8 1,224,200 0 140,867
HARLEY DAVIDSON INC COM 412822108 142,805 3,561,216 SH   DFND 1,12,13,2,20,5,8 3,258,551 1,284 301,381
HARMONIC INC COM 413160102 24,556 3,132,194 SH   DFND 2,20,5,8 2,780,343 0 351,851
ALPHATEC HLDGS INC COM NEW 02081G201 23,650 1,497,773 SH   DFND 2,20,5,8 1,360,837 0 136,936
HARMONY BIOSCIENCES HLDGS IN COM 413197104 2,890 87,478 SH   DFND 2,20 74,526 0 12,952
HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 1,010 231,600 SH   DFND 1 0 0 231,600
HARPOON THERAPEUTICS INC COM 41358P106 4,282 204,667 SH   DFND 2,20,5 176,895 0 27,772
HARROW HEALTH INC COM 415858109 2,352 348,423 SH   DFND 2,20 300,516 0 47,907
HARSCO CORP COM 415864107 43,862 2,557,554 SH   DFND 2,20,5,8 2,280,351 381 276,822
HARTFORD FINL SVCS GROUP INC COM 416515104 1,382,398 20,592,453 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,089,252 3,717,267 1,785,934
HARVARD BIOSCIENCE INC COM 416906105 3,254 596,034 SH   DFND 2,20 516,833 0 79,201
HASBRO INC COM 418056107 479,901 4,992,725 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,291,290 78,976 622,459
HAVERTY FURNITURE COS INC COM 419596101 20,391 548,289 SH   DFND 2,20,5,8 491,051 0 57,238
HAWAIIAN ELEC INDUSTRIES COM 419870100 125,386 2,822,095 SH   DFND 12,13,19,2,20,5,8 2,533,606 1,256 287,233
ALPINE INCOME PPTY TR INC COM 02083X103 1,885 108,582 SH   DFND 2,20 94,282 0 14,300
HAWAIIAN HOLDINGS INC COM 419879101 58,196 2,182,059 SH   DFND 13,2,20,5,8 2,059,419 0 122,640
HAWKINS INC COM 420261109 20,435 609,649 SH   DFND 2,20,5,8 540,637 698 68,314
HAWTHORN BANCSHARES INC COM 420476103 2,467 115,147 SH   DFND 2,20 79,355 0 35,792
HAYNES INTERNATIONAL INC COM NEW 420877201 11,870 400,051 SH   DFND 2,20,5 367,809 0 32,242
HBT FINL INC. COM 404111106 2,580 150,683 SH   DFND 2,20 129,189 0 21,494
HC2 HLDGS INC COM 404139107 3,309 839,869 SH   DFND 2,20,5 750,053 0 89,816
HCA HEALTHCARE INC COM 40412C101 2,027,114 10,763,058 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,069,110 347,270 1,346,678
HCI GROUP INC COM 40416E103 14,273 185,796 SH   DFND 2,20,5,8 166,213 0 19,583
HDFC BANK LTD SPONSORED ADS 40415F101 88,955 1,145,005 SH   DFND 1,12,20,5,8 363,101 0 781,904
HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 357 10,521 SH   DFND 2 10,521 0 0
ALSET EHOME INTERNATIONAL IN COM 02116A104 141 12,200 SH   DFND 2,20 9,100 0 3,100
HEALTH CATALYST INC COM 42225T107 31,573 675,077 SH   DFND 2,20,5,8 581,125 0 93,952
HEALTHCARE RLTY TR COM 421946104 213,060 7,027,044 SH   DFND 10,13,19,2,20,5,8 6,125,638 34,534 866,872
HEALTHCARE SVCS GROUP INC COM 421906108 62,486 2,229,253 SH   DFND 13,2,20,5,8 1,971,997 1,025 256,231
HEALTHCARE TR AMER INC CL A NEW 42225P501 198,776 7,124,472 SH   DFND 10,12,13,19,2,20,5,8 6,055,370 53,990 1,015,112
HEALTHEQUITY INC COM 42226A107 166,490 2,448,379 SH   DFND 13,2,20,5,8 2,169,395 600 278,384
HEALTHPEAK PROPERTIES INC COM 42250P103 1,006,339 31,705,714 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,108,587 439,233 4,157,894
HEALTHSTREAM INC COM 42222N103 21,254 951,367 SH   DFND 2,20,5,8 861,872 800 88,695
HEARTLAND EXPRESS INC COM 422347104 38,104 1,944,069 SH   DFND 2,20,5,8 1,765,036 24 179,009
HEARTLAND FINL USA INC COM 42234Q102 49,101 976,947 SH   DFND 19,2,20,5,8 859,982 0 116,965
HEAT BIOLOGICS INC COM 42237K409 127 17,456 SH   DFND 20 17,456 0 0
ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 3,446 265,097 SH   DFND 2,20 229,235 0 35,862
HECLA MNG CO COM 422704106 128,229 22,535,768 SH   DFND 19,2,20,5,8 20,580,371 9,381 1,946,016
HEICO CORP NEW CL A 422806208 172,247 1,516,262 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,197,966 55,967 262,329
HEICO CORP NEW COM 422806109 183,999 1,462,629 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,168,895 47,409 246,325
HEIDRICK & STRUGGLES INTL IN COM 422819102 22,278 623,693 SH   DFND 2,20,5,8 554,182 5,400 64,111
HELEN OF TROY LTD COM G4388N106 156,581 743,288 SH   DFND 13,19,2,20,5,8 653,742 288 89,258
HELIOS TECHNOLOGIES INC COM 42328H109 43,229 593,233 SH   DFND 2,20,5,8 476,133 300 116,800
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 32,727 6,480,643 SH   DFND 19,2,20,5,8 5,948,598 3,985 528,060
HELMERICH & PAYNE INC COM 423452101 85,542 3,172,925 SH   DFND 12,13,2,20,5,8 2,959,289 1,181 212,455
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4,035 346,388 SH   DFND 2,20 293,575 0 52,813
HENRY JACK & ASSOC INC COM 426281101 490,097 3,230,271 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,669,405 100,208 460,658
ALTABANCORP COM 021347109 12,747 303,214 SH   DFND 2,20,5,8 254,824 0 48,390
HENRY SCHEIN INC COM 806407102 506,631 7,317,032 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,441,534 281,632 1,593,866
HERBALIFE NUTRITION LTD COM SHS G4412G101 72,304 1,629,944 SH   DFND 13,2,20,5,8 978,898 1,210 649,836
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 16,833 16,100,000 PRN   DFND 2,5 16,100,000 0 0
HERC HLDGS INC COM 42704L104 47,108 464,892 SH   DFND 13,19,2,20,5,8 376,603 623 87,666
HERITAGE COMM CORP COM 426927109 21,939 1,795,340 SH   DFND 2,20,5,8 1,590,879 0 204,461
HERITAGE CRYSTAL CLEAN INC COM 42726M106 7,855 289,550 SH   DFND 2,20,5,8 235,527 0 54,023
HERITAGE FINL CORP WASH COM 42722X106 40,721 1,441,950 SH   DFND 2,20,5,8 1,317,161 0 124,789
HERITAGE INS HLDGS INC COM 42727J102 5,296 475,459 SH   DFND 2,20,5,8 399,398 0 76,061
HERON THERAPEUTICS INC COM 427746102 74,311 4,584,299 SH   DFND 2,20,5,8 4,280,472 900 302,927
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 17,679 1,675,692 SH   DFND 2,20,5,8 1,561,850 0 113,842
ALTAIR ENGR INC COM CL A 021369103 53,637 857,224 SH   DFND 2,20,5,8 709,311 400 147,513
HERSHEY CO COM 427866108 1,065,427 6,736,385 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,415,301 149,460 1,171,624
HESKA CORP COM RESTRC NEW 42805E306 49,011 290,938 SH   DFND 2,20,5,8 264,465 0 26,473
HESS CORP COM 42809H107 1,281,107 18,104,967 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,905,099 126,680 1,073,188
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,006,803 63,486,159 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 50,271,433 5,494,284 7,720,442
HEXCEL CORP NEW COM 428291108 158,539 2,831,046 SH   DFND 13,19,2,20,5,8 2,642,431 671 187,944
HF FOODS GROUP INC COM 40417F109 4,310 597,007 SH   DFND 2,20,5 514,465 0 82,542
HIBBETT SPORTS INC COM 428567101 40,995 595,076 SH   DFND 2,20,5,8 533,674 162 61,240
HIGHWOODS PPTYS INC COM 431284108 209,316 4,874,606 SH   DFND 10,12,13,19,2,20,5,8 4,352,469 24,934 497,203
HILL ROM HLDGS INC COM 431475102 182,451 1,651,435 SH   DFND 12,13,19,2,20,5,8 1,513,922 700 136,813
HILLENBRAND INC COM 431571108 111,180 2,330,323 SH   DFND 2,20,5,8 2,048,913 595 280,815
8X8 INC NEW COM 282914100 114,134 3,518,321 SH   DFND 2,20,5,8 3,121,483 1,000 395,838
ALTERYX INC COM CL A 02156B103 61,861 745,677 SH   DFND 13,19,2,20,5,8 634,910 1,400 109,367
HILLTOP HOLDINGS INC COM 432748101 126,010 3,692,054 SH   DFND 2,20,5,8 3,458,208 0 233,846
HILTON GRAND VACATIONS INC COM 43283X105 60,882 1,623,943 SH   DFND 13,2,20,5,8 1,319,578 1,690 302,675
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,263,379 10,448,059 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,948,722 207,054 1,292,283
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 9,099 666,564 SH   DFND 1,2,20 665,819 0 745
HINGHAM INSTN SVGS MASS COM 433323102 6,977 24,587 SH   DFND 13,2,20 20,562 0 4,025
HMS HLDGS CORP COM 40425J101 65,568 1,773,297 SH   DFND 19,2,20,5,8 1,427,488 519 345,290
HNI CORP COM 404251100 58,131 1,469,440 SH   DFND 19,2,20,5,8 1,307,655 6,117 155,668
HOLLYFRONTIER CORP COM 436106108 465,447 13,008,593 SH   DFND 10,12,13,19,2,20,5,6,8 11,630,634 5,993 1,371,966
HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 1,657 132,362 SH   DFND 2,5 132,362 0 0
HOLOGIC INC COM 436440101 825,457 11,097,835 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,223,586 337,546 1,536,703
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 9,850 10,525,000 PRN   DFND 2,5 10,525,000 0 0
HOME BANCORP INC COM 43689E107 5,151 142,890 SH   DFND 2,20,5 112,666 0 30,224
HOME BANCSHARES INC COM 436893200 172,691 6,384,151 SH   DFND 13,2,20,5,8 5,801,861 1,100 581,190
HOME DEPOT INC COM 437076102 14,661,032 48,029,589 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 36,255,767 760,017 11,013,805
HOME PT CAPITAL INCORPORATED COM 43734L106 423 45,500 SH   DFND 2,20 35,100 0 10,400
HOMESTREET INC COM 43785V102 31,619 717,482 SH   DFND 2,20,5,8 637,176 0 80,306
HOMETRUST BANCSHARES INC COM 437872104 7,648 314,075 SH   DFND 13,2,20,5 255,039 0 59,036
HOMOLOGY MEDICINES INC COM 438083107 6,430 683,360 SH   DFND 2,20,5,8 580,824 0 102,536
HONDA MOTOR LTD AMERN SHS 438128308 9,714 321,647 SH   DFND 2,20 321,647 0 0
HONEYWELL INTL INC COM 438516106 7,583,664 34,936,491 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,690,977 717,396 8,528,118
HOOKER FURNITURE CORP COM 439038100 7,355 201,715 SH   DFND 13,2,20,5 171,617 0 30,098
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 9,732 10,743,000 PRN   DFND 2,5 10,743,000 0 0
HOOKIPA PHARMA INC COM 43906K100 2,647 196,798 SH   DFND 2,20 165,793 0 31,005
HOPE BANCORP INC COM 43940T109 93,297 6,195,023 SH   DFND 13,2,20,5,8 5,784,926 1,800 408,297
HORACE MANN EDUCATORS CORP N COM 440327104 61,548 1,424,400 SH   DFND 2,20,5,8 1,285,533 77 138,790
HORIZON BANCORP INC COM 440407104 15,971 853,660 SH   DFND 2,20,5,8 638,386 0 215,274
HORIZON GLOBAL CORP COM 44052W104 189 18,292 SH   DFND 20 18,292 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 401,997 4,367,633 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,416,808 240,565 710,260
HORMEL FOODS CORP COM 440452100 1,264,628 26,467,722 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,200,537 9,337,264 2,929,921
HOST HOTELS & RESORTS INC COM 44107P104 697,608 41,401,078 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,294,355 577,643 5,529,080
HOSTESS BRANDS INC CL A 44109J106 35,182 2,453,404 SH   DFND 19,2,20,5,8 1,954,608 0 498,796
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 13,732 1,802,082 SH   DFND 2,20,5 1,534,815 0 267,267
ALTICE USA INC CL A 02156K103 163,064 5,012,717 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,834,094 329,807 848,816
HOULIHAN LOKEY INC CL A 441593100 69,853 1,050,269 SH   DFND 19,2,20,5,8 844,788 300 205,181
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 346 3,275 SH   DFND 20 3,275 0 0
HOWARD BANCORP INC COM 442496105 3,495 212,565 SH   DFND 2,20 181,603 0 30,962
HOWARD HUGHES CORP COM 44267D107 46,751 491,448 SH   DFND 13,2,20,5,8 412,076 260 79,112
HOWMET AEROSPACE INC COM 443201108 578,683 18,010,673 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,524,817 277,775 2,208,081
HP INC COM 40434L105 1,892,242 59,219,979 SH   DFND 10,11,12,13,19,2,20,5,6,8 45,081,470 6,921,561 7,216,948
HSBC HLDGS PLC SPON ADR NEW 404280406 781 26,195 SH   DFND 20 26,195 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 491 34,361 SH   DFND 20,5 34,361 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 15,289 11,690,000 PRN   DFND 2,5 11,690,000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 171,140 3,117,305 SH   DFND 1,10,12,13,19,2,20,5,8 2,089,757 72,800 954,748
ALTIMMUNE INC COM NEW 02155H200 41,573 2,942,179 SH   DFND 2,20 2,942,179 0 0
HUB GROUP INC CL A 443320106 87,933 1,306,969 SH   DFND 12,2,20,5,8 1,194,310 55 112,604
HUBBELL INC COM 443510607 243,549 1,303,167 SH   DFND 12,13,19,2,20,5,8 1,191,100 691 111,376
HUBSPOT INC COM 443573100 368,573 811,459 SH   DFND 10,11,12,13,19,2,20,5,6,8 645,740 20,586 145,133
HUDSON PAC PPTYS INC COM 444097109 179,332 6,610,114 SH   DFND 10,12,19,2,20,5,8 5,846,527 37,404 726,183
HUDSON TECHNOLOGIES INC COM 444144109 47 29,255 SH   DFND 20 29,255 0 0
HUMANA INC COM 444859102 2,296,261 5,468,063 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,574,375 148,400 745,288
HUMANIGEN INC COM NEW 444863203 59,033 3,090,737 SH   DFND 2,20 3,090,737 0 0
HUNT J B TRANS SVCS INC COM 445658107 608,898 3,622,882 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,101,984 118,882 402,016
HUNTINGTON BANCSHARES INC COM 446150104 902,674 56,852,498 SH   DFND 10,12,13,19,2,20,5,6,8 51,464,424 631,135 4,756,939
HUNTINGTON INGALLS INDS INC COM 446413106 656,284 3,188,168 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 1,768,743 978,167 441,258
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 916 99,667 SH   DFND 2,20 84,505 0 15,162
HUNTSMAN CORP COM 447011107 90,641 3,143,986 SH   DFND 10,12,13,2,20,5,8 2,688,893 14,815 440,278
HURCO COMPANIES INC COM 447324104 4,051 114,293 SH   DFND 2,20,5 98,277 0 16,016
HURON CONSULTING GROUP INC COM 447462102 21,716 431,038 SH   DFND 2,20,5,8 350,647 102 80,289
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 30,621 1,083,946 SH   DFND 1,10,12,13,19,2,20,5,8 820,047 30,600 233,299
HUYA INC ADS REP SHS A 44852D108 25,974 1,333,378 SH   DFND 10,12,13,19,2,20,5,8 1,056,921 34,400 242,057
HYATT HOTELS CORP COM CL A 448579102 35,414 428,221 SH   DFND 13,2,20,5,8 355,792 300 72,129
HYCROFT MINING HOLDING CORP COM CL A 44862P109 45 12,800 SH   DFND 20 12,800 0 0
HYDROFARM HLDGS GROUP INC COM 44888K209 7,990 132,464 SH   DFND 2,20,5 110,857 0 21,607
HYLIION HOLDINGS CORP COMMON STOCK 449109107 635 59,500 SH   DFND 20 59,500 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 28,912 331,865 SH   DFND 2,20,5,8 302,634 536 28,695
ALTRA INDL MOTION CORP COM 02208R106 67,801 1,224,302 SH   DFND 13,2,20,5,8 999,386 199 224,717
I MAB SPONSORED ADS 44975P103 852 17,587 SH   DFND 2 17,587 0 0
I3 VERTICALS INC COM CL A 46571Y107 15,227 489,207 SH   DFND 2,20,5 446,246 0 42,961
IAA INC COM 449253103 168,717 3,059,785 SH   DFND 13,19,2,20,5,8 2,790,010 1,500 268,275
IAC INTERACTIVECORP NEW COM 44891N109 338,598 1,565,336 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,261,898 46,635 256,803
IBEX LTD SHS NEW G4690M101 1,530 69,529 SH   DFND 2,20 57,702 0 11,827
IBIO INC COM NEW 451033203 4,516 2,932,181 SH   DFND 2,20,5 2,459,282 0 472,899
ICAD INC COM NEW 44934S206 6,915 325,877 SH   DFND 2,20,5 280,600 0 45,277
ICF INTL INC COM 44925C103 31,133 355,648 SH   DFND 19,2,20,5,8 286,439 0 69,209
ICHOR HOLDINGS SHS G4740B105 43,461 807,822 SH   DFND 2,20,5,8 723,853 300 83,669
ICICI BANK LIMITED ADR 45104G104 291,245 18,168,726 SH   DFND 1,12,13,2,20,5,8 6,229,614 0 11,939,112
ALTRIA GROUP INC COM 02209S103 3,545,936 68,163,190 SH   DFND 10,12,13,19,2,20,5,6,8 62,343,564 1,021,875 4,797,751
ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 2,553 216,899 SH   DFND 2,20,5 198,399 0 18,500
ICON PLC SHS G4705A100 13,919 70,881 SH   DFND 10,13,19,2,20,5,6,8 68,898 0 1,983
ICU MED INC COM 44930G107 105,127 511,716 SH   DFND 19,2,20,5,8 469,082 300 42,334
IDACORP INC COM 451107106 126,881 1,269,191 SH   DFND 12,13,2,20,5,8 1,186,228 790 82,173
IDEANOMICS INC COM 45166V106 1,067 365,391 SH   DFND 2 365,391 0 0
IDEAYA BIOSCIENCES INC COM 45166A102 5,900 251,068 SH   DFND 2,20,5 212,834 0 38,234
IDERA PHARMACEUTICALS INC COM PAR 45168K405 27 20,410 SH   DFND 20 20,410 0 0
IDEX CORP COM 45167R104 659,787 3,152,051 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,701,001 96,499 354,551
IDEXX LABS INC COM 45168D104 1,710,244 3,495,215 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,944,146 80,679 470,390
IDT CORP CL B NEW 448947507 10,642 469,645 SH   DFND 2,20 424,042 0 45,603
ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 336 32,165 SH   DFND 5 32,165 0 0
IES HLDGS INC COM 44951W106 8,601 170,615 SH   DFND 2,20,5,8 139,256 0 31,359
IGM BIOSCIENCES INC COM 449585108 52,703 687,215 SH   DFND 2,20,5,8 665,765 0 21,450
IHEARTMEDIA INC COM CL A 45174J509 23,310 1,284,295 SH   DFND 2,20,5,8 1,076,168 0 208,127
IHS MARKIT LTD SHS G47567105 1,450,608 14,988,715 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,924,600 182,974 1,881,141
II-VI INC COM 902104108 211,177 3,088,736 SH   DFND 13,19,2,20,5,8 2,718,916 1,013 368,807
ILLINOIS TOOL WKS INC COM 452308109 2,917,436 13,103,682 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,241,544 313,267 1,548,871
ILLUMINA INC COM 452327109 2,215,035 5,767,420 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,913,134 127,875 726,411
ILLUMINA INC NOTE 8/1 452327AK5 25,940 21,823,000 PRN   DFND 2,5 21,823,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 18,856 12,510,000 PRN   DFND 2,5 12,510,000 0 0
IMARA INC COM 45249V107 933 110,585 SH   DFND 2,20 93,859 0 16,726
ALX ONCOLOGY HLDGS INC COM 00166B105 68,389 927,439 SH   DFND 2,20,5,8 879,686 0 47,753
IMAX CORP COM 45245E109 19,973 993,704 SH   DFND 2,20,5,8 779,008 1,600 213,096
IMMERSION CORP COM 452521107 6,462 674,516 SH   DFND 2,20,5 628,638 0 45,878
IMMUNIC INC COM 4525EP101 3,969 249,019 SH   DFND 2,20 238,291 0 10,728
IMMUNITYBIO INC COM 45256X103 55,375 2,332,572 SH   DFND 2,20,5,8 2,243,106 0 89,466
IMMUNOGEN INC COM 45253H101 73,090 9,023,479 SH   DFND 2,20,5,8 8,421,781 0 601,698
IMMUNOME INC COM 45257U108 1,103 32,550 SH   DFND 2,20 28,500 0 4,050
IMMUNOVANT INC COM 45258J102 57,997 3,615,760 SH   DFND 19,2,20,5,8 3,482,893 0 132,867
IMPINJ INC COM 453204109 41,397 727,916 SH   DFND 2,20,5,8 673,938 0 53,978
INARI MED INC COM 45332Y109 40,294 376,581 SH   DFND 2,20,5,8 317,854 0 58,727
INCYTE CORP COM 45337C102 678,706 8,351,249 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,294,251 134,026 922,972
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 10,641 7,665,000 PRN   DFND 2 7,665,000 0 0
AMALGAMATED FINANCIAL CORP COM 022671101 4,222 254,505 SH   DFND 2,20,5,8 213,017 0 41,488
INDEPENDENCE CONTRACT DRILLI COM 453415606 72 21,944 SH   DFND 20 21,944 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 3,784 94,955 SH   DFND 2,20,5 76,784 0 18,171
INDEPENDENCE RLTY TR INC COM 45378A106 77,380 5,051,022 SH   DFND 10,19,2,20,5,8 4,441,033 52,000 557,989
INDEPENDENT BANK CORP MASS COM 453836108 125,076 1,477,302 SH   DFND 2,20,5,8 1,358,345 247 118,710
INDEPENDENT BK CORP MICH COM NEW 453838609 18,427 779,494 SH   DFND 2,20,5,8 655,893 0 123,601
INDEPENDENT BK GROUP INC COM 45384B106 134,135 1,856,800 SH   DFND 2,20,5,8 1,714,571 0 142,229
INDUS REALTY TRUST INC COM 45580R103 2,997 49,815 SH   DFND 2,20 42,976 0 6,839
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 79,244 3,426,024 SH   DFND 10,19,2,20,5,8 3,049,655 16,504 359,865
INFINERA CORP COM 45667G103 36,498 3,790,043 SH   DFND 19,2,20,5,8 3,170,328 2,611 617,104
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 12,578 10,665,000 PRN   DFND 2,5 10,665,000 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 1,561 251,340 SH   DFND 1,13,19,2,20,5 139,640 0 111,700
INFINITY PHARMACEUTICALS INC COM 45665G303 186 57,589 SH   DFND 20 57,589 0 0
INFORMATION SVCS GROUP INC COM 45675Y104 2,426 551,393 SH   DFND 2,20 466,664 0 84,729
INFOSYS LTD SPONSORED ADR 456788108 308,669 16,488,723 SH   DFND 1,10,12,13,19,2,20,5,8 11,883,697 0 4,605,026
INFUSYSTEM HLDGS INC COM 45685K102 4,783 234,913 SH   DFND 2,20 201,899 0 33,014
ING GROEP N.V. SPONSORED ADR 456837103 10,387 849,304 SH   DFND 2,20 849,304 0 0
INGERSOLL RAND INC COM 45687V106 703,040 14,286,526 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,488,774 213,906 1,583,846
INGEVITY CORP COM 45688C107 103,128 1,365,388 SH   DFND 13,19,2,20,5,8 1,205,420 613 159,355
INGLES MKTS INC CL A 457030104 23,305 378,020 SH   DFND 2,20,5,8 322,560 0 55,460
INGREDION INC COM 457187102 173,008 1,910,807 SH   DFND 10,12,13,19,2,20,5,8 1,775,668 1,104 134,035
INHIBRX INC COM 45720L107 3,211 160,007 SH   DFND 2,20,5,8 139,498 0 20,509
AMAZON COM INC COM 023135106 49,113,975 15,873,531 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,542,753 275,840 2,054,938
INMODE LTD SHS M5425M103 7,651 105,723 SH   DFND 10,2,20,8 78,513 0 27,210
INNOSPEC INC COM 45768S105 81,488 793,535 SH   DFND 19,2,20,5,8 693,014 400 100,121
INNOVATIVE INDL PPTYS INC COM 45781V101 210,549 1,160,215 SH   DFND 10,19,2,20,5,8 1,014,546 5,700 139,969
INNOVIVA INC COM 45781M101 27,864 2,331,683 SH   DFND 19,2,20,5,8 2,088,227 687 242,769
INOGEN INC COM 45780L104 39,360 749,430 SH   DFND 2,20,5,8 687,817 200 61,413
INOVALON HLDGS INC COM CL A 45781D101 41,151 1,429,836 SH   DFND 19,2,20,5,8 1,173,528 0 256,308
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 76,611 8,255,537 SH   DFND 19,2,20,5,8 7,602,451 5,000 648,086
INOZYME PHARMA INC COM 45790W108 2,618 132,219 SH   DFND 2,20,5 109,766 0 22,453
INPHI CORP COM 45772F107 131,087 734,751 SH   DFND 13,19,2,20,5,8 635,746 400 98,605
INSEEGO CORP COM 45782B104 14,976 1,497,610 SH   DFND 13,2,20,5,8 1,256,513 0 241,097
AMBAC FINL GROUP INC COM NEW 023139884 23,949 1,430,638 SH   DFND 2,20,5,8 1,270,178 0 160,460
INSIGHT ENTERPRISES INC COM 45765U103 113,331 1,187,711 SH   DFND 12,19,2,20,5,8 1,055,613 265 131,833
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 14,122 9,619,000 PRN   DFND 2,5 9,619,000 0 0
INSMED INC COM PAR $.01 457669307 110,017 3,230,105 SH   DFND 19,2,20,5,8 2,844,623 800 384,682
INSMED INC NOTE 1.750% 1/1 457669AA7 14,421 12,890,000 PRN   DFND 2,5 12,890,000 0 0
INSPERITY INC COM 45778Q107 89,445 1,068,122 SH   DFND 19,2,20,5,8 934,275 500 133,347
INSPIRE MED SYS INC COM 457730109 102,347 494,455 SH   DFND 2,20,5,8 405,686 200 88,569
INSPIRED ENTMT INC COM 45782N108 96 10,300 SH   DFND 20 10,300 0 0
INSTALLED BLDG PRODS INC COM 45780R101 91,477 825,006 SH   DFND 2,20,5,8 742,242 200 82,564
INSTEEL INDS INC COM 45774W108 18,352 595,083 SH   DFND 2,20,5,8 542,810 0 52,273
INSULET CORP COM 45784P101 330,963 1,268,445 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,032,517 30,186 205,742
AMBARELLA INC SHS G037AX101 113,951 1,135,085 SH   DFND 2,20,5,8 1,004,158 300 130,627
INSULET CORP NOTE 0.375% 9/0 45784PAK7 29,121 22,000,000 PRN   DFND 2,5 22,000,000 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 29,933 10,725,000 PRN   DFND 2,5 10,725,000 0 0
INTEGER HLDGS CORP COM 45826H109 108,233 1,175,170 SH   DFND 19,2,20,5,8 1,051,852 343 122,975
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 120,321 1,741,509 SH   DFND 13,2,20,5,8 1,603,831 574 137,104
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 17,950 16,071,000 PRN   DFND 2,5 16,071,000 0 0
INTEL CORP COM 458140100 10,971,590 171,431,095 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 140,089,335 5,184,006 26,157,754
INTELLIA THERAPEUTICS INC COM 45826J105 146,757 1,828,639 SH   DFND 19,2,20,5,8 1,634,797 600 193,242
INTELLICHECK INC COM NEW 45817G201 2,472 295,012 SH   DFND 2,20 257,252 0 37,760
INTELLIGENT SYS CORP NEW COM 45816D100 5,153 125,969 SH   DFND 2,20,5 107,874 0 18,095
INTER PARFUMS INC COM 458334109 39,991 563,812 SH   DFND 2,20,5,8 500,153 0 63,659
AMBEV SA SPONSORED ADR 02319V103 50,751 18,522,238 SH   DFND 10,13,19,2,20,5,8 15,031,936 1,881,752 1,608,550
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 131,134 1,795,373 SH   DFND 13,2,20,5,6,8 1,656,414 625 138,334
INTERCEPT PHARMACEUTICALS IN COM 45845P108 65,440 2,835,342 SH   DFND 19,2,20,5,8 2,741,234 500 93,608
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 8,864 10,663,000 PRN   DFND 2,5 10,663,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,760,807 24,720,695 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,349,145 345,884 3,025,666
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 278 4,033 SH   DFND 20 4,033 0 0
INTERCORP FINL SVCS INC SHS P5626F128 2,503 83,702 SH   DFND 2,20,5 72,802 0 10,900
INTERDIGITAL INC COM 45867G101 65,742 1,036,119 SH   DFND 13,19,2,20,5,8 901,715 498 133,906
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 11,900 11,128,000 PRN   DFND 2,5 11,128,000 0 0
INTERFACE INC COM 458665304 23,608 1,890,129 SH   DFND 19,2,20,5,8 1,692,924 2,324 194,881
INTERNATIONAL BANCSHARES COR COM 459044103 90,477 1,949,087 SH   DFND 2,20,5,8 1,767,770 270 181,047
AMC ENTMT HLDGS INC CL A COM 00165C104 66,739 6,536,661 SH   DFND 2,20,5,8 5,497,918 320 1,038,423
INTERNATIONAL BUSINESS MACHS COM 459200101 6,903,124 51,801,919 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,643,629 7,866,608 10,291,682
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,447,429 10,311,688 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,789,541 123,477 1,398,670
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 16,201 331,250 SH   DFND 2 331,250 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 30,232 1,883,592 SH   DFND 12,13,2,20,5,8 1,640,731 0 242,861
INTERNATIONAL MNY EXPRESS IN COM 46005L101 8,471 564,363 SH   DFND 2,20,5,8 491,372 0 72,991
INTERNATIONAL PAPER CO COM 460146103 1,309,501 24,218,627 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,743,532 6,582,049 1,893,046
INTERNATIONAL SEAWAYS INC COM Y41053102 11,162 575,935 SH   DFND 19,2,20,5,8 491,303 0 84,632
INTERPUBLIC GROUP COS INC COM 460690100 572,586 19,609,093 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,245,899 357,241 2,005,953
INTERSECT ENT INC COM 46071F103 19,572 937,376 SH   DFND 19,2,20,5,8 819,555 0 117,821
INTEVAC INC COM 461148108 2,610 364,971 SH   DFND 2,20,5 313,852 0 51,119
AMC NETWORKS INC CL A 00164V103 54,851 1,031,810 SH   DFND 12,13,2,20,5,8 917,562 293 113,955
INTRA CELLULAR THERAPIES INC COM 46116X101 50,341 1,483,659 SH   DFND 19,2,20,5,8 1,244,383 700 238,576
INTREPID POTASH INC COM 46121Y201 6,123 188,064 SH   DFND 2,20,5 166,164 0 21,900
INTRICON CORP COM 46121H109 3,413 133,103 SH   DFND 2,20 113,875 0 19,228
INTRUSION INC COM NEW 46121E205 290 12,400 SH   DFND 20 12,400 0 0
INTUIT COM 461202103 4,068,626 10,621,380 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,048,195 284,389 1,288,796
INTUITIVE SURGICAL INC COM NEW 46120E602 3,424,730 4,634,652 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,988,464 102,927 543,261
INUVO INC COM NEW 46122W204 15 14,252 SH   DFND 20 14,252 0 0
INVACARE CORP COM 461203101 10,842 1,351,922 SH   DFND 2,20,5 1,263,870 0 88,052
INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 254,199 14,749,012 SH   DFND 19,2,20 14,055,192 0 693,820
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 15,625 940,719 SH   DFND 12,8 940,719 0 0
AMCOR PLC ORD G0250X107 1,129,985 96,745,278 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 88,361,161 539,856 7,844,261
INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 711 11,486 SH   DFND 20 0 0 11,486
INVESCO LTD SHS G491BT108 498,765 19,776,547 SH   DFND 10,12,13,19,2,20,5,6,8 16,968,743 473,091 2,334,713
INVESCO MORTGAGE CAPITAL INC COM 46131B100 27,650 6,895,195 SH   DFND 12,13,2,20,5,8 6,120,408 658 774,129
INVESTAR HLDG CORP COM 46134L105 3,018 146,382 SH   DFND 13,2,20 122,963 0 23,419
INVESTORS BANCORP INC NEW COM 46146L101 226,212 15,399,081 SH   DFND 13,2,20,5,8 14,535,846 1,600 861,635
INVESTORS TITLE CO NC COM 461804106 3,689 22,221 SH   DFND 2,20 18,996 0 3,225
INVITAE CORP COM 46185L103 136,183 3,564,075 SH   DFND 13,2,20,5,8 3,102,500 3,200 458,375
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 14,493 9,611,000 PRN   DFND 2,5 9,611,000 0 0
INVITATION HOMES INC COM 46187W107 708,569 22,149,716 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,510,676 395,085 3,243,955
IOVANCE BIOTHERAPEUTICS INC COM 462260100 97,375 3,075,651 SH   DFND 13,19,2,20,5,8 2,817,442 2,700 255,509
AMDOCS LTD SHS G02602103 114,172 1,619,028 SH   DFND 1,2,5,8,12,13,19,20 1,460,315 0 158,713
IPG PHOTONICS CORP COM 44980X109 289,612 1,372,960 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,153,386 37,089 182,485
IQIYI INC NOTE 2.000% 4/0 46267XAD0 29,765 31,774,000 PRN   DFND 2,5 31,774,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 22,559 22,214,000 PRN   DFND 2,5 22,214,000 0 0
IQIYI INC NOTE 4.000%12/1 46267XAE8 26,113 24,975,000 SH   DFND 2,5 24,975,000 0 0
IQIYI INC SPONSORED ADS 46267X108 87,578 5,269,449 SH   DFND 1,10,12,13,19,2,20,5,8 3,843,615 120,700 1,305,134
IQVIA HLDGS INC COM 46266C105 1,568,014 8,118,536 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,115,062 92,102 911,372
IRADIMED CORP COM 46266A109 2,357 91,445 SH   DFND 2,20 77,848 0 13,597
IRHYTHM TECHNOLOGIES INC COM 450056106 88,747 639,108 SH   DFND 13,2,20,5,8 538,590 800 99,718
IRIDIUM COMMUNICATIONS INC COM 46269C102 154,138 3,736,688 SH   DFND 2,20,5,8 3,312,438 1,700 422,550
IROBOT CORP COM 462726100 106,481 871,508 SH   DFND 2,20,5,8 770,976 100 100,432
908 DEVICES INC COM 65443P102 4,364 89,974 SH   DFND 2,20 75,120 0 14,854
AMEDISYS INC COM 023436108 200,320 756,523 SH   DFND 13,19,2,20,5,8 690,524 374 65,625
IRON MTN INC NEW COM 46284V101 474,585 12,615,525 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,680,091 235,942 1,699,492
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 82,509 7,380,026 SH   DFND 2,20,5,8 6,812,185 3,300 564,541
ISHARES INC CORE MSCI EMKT 46434G103 414,401 6,438,798 SH   DFND 1,2,20 6,438,798 0 0
ISHARES INC MSCI CDA ETF 464286509 40,779 1,197,616 SH   DFND 2 1,197,616 0 0
ISHARES INC MSCI FRONTIER 464286145 914 31,000 SH   DFND 10 0 0 31,000
ISHARES INC MSCI GBL ETF NEW 46434G848 1,517 36,000 SH   DFND 10 0 0 36,000
ISHARES INC MSCI JPN ETF NEW 46434G822 18,025 263,061 SH   DFND 12 0 0 263,061
ISHARES INC MSCI PAC JP ETF 464286665 22,772 453,353 SH   DFND 12 0 0 453,353
ISHARES INC MSCI TAIWAN ETF 46434G772 107,066 1,785,624 SH   DFND 20 0 0 1,785,624
ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 3,339 239,000 SH   DFND 10 0 0 239,000
AMER SOFTWARE INC CL A 029683109 14,496 700,298 SH   DFND 2,20,5,8 590,820 0 109,478
ISHARES TR 1 3 YR TREAS BD 464287457 169,836 1,969,114 SH   DFND 1,2 1,969,114 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 28,731 221,212 SH   DFND 1,2 221,212 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 126,784 1,122,678 SH   DFND 1,2 1,122,678 0 0
ISHARES TR CORE INTL AGGR 46435G672 1,026 18,695 SH   DFND 12 18,695 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,528 21,211 SH   DFND 1 21,211 0 0
ISHARES TR CORE MSCI PAC 46434V696 8,465 127,155 SH   DFND 12 127,155 0 0
ISHARES TR CORE S&P MCP ETF 464287507 94,858 364,446 SH   DFND 1,2 351,612 12,834 0
ISHARES TR CORE S&P SCP ETF 464287804 326,160 3,005,250 SH   DFND 1,2,20 3,003,848 1,402 0
ISHARES TR CORE S&P500 ETF 464287200 21,253 53,423 SH   DFND 1,12 53,423 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,170 19,067 SH   DFND 1,20 2,984 0 16,083
AMER STATES WTR CO COM 029899101 211,431 2,795,967 SH   DFND 19,2,20,5,6,8 2,643,966 200 151,801
ISHARES TR CRE U S REIT ETF 464288521 922 17,600 SH   DFND 10 0 17,600 0
ISHARES TR EAFE SML CP ETF 464288273 65,503 911,793 SH   DFND 1,20,6 911,793 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 14,300 281,615 SH   DFND 1 281,615 0 0
ISHARES TR INTRM GOV CR ETF 464288612 14,486 126,115 SH   DFND 1 28,802 97,313 0
ISHARES TR ISHS 5-10YR INVT 464288638 1,048 17,701 SH   DFND 1 17,701 0 0
ISHARES TR MSCI ACWI ETF 464288257 37,922 398,552 SH   DFND 6 398,552 0 0
ISHARES TR MSCI EAFE ETF 464287465 461,950 6,088,701 SH   DFND 1,2,20,6 6,053,242 0 35,459
ISHARES TR MSCI EMG MKT ETF 464287234 42,729 801,075 SH   DFND 1,6 801,075 0 0
ISHARES TR MSCI INDIA ETF 46429B598 97,530 2,312,229 SH   DFND 12,19,5 896,829 0 1,415,400
ISHARES TR MSCI USA MIN VOL 46429B697 524 7,569 SH   DFND 1 7,569 0 0
AMERANT BANCORP INC CL A 023576101 7,461 401,775 SH   DFND 2,20,5,8 347,413 0 54,362
ISHARES TR RUS 1000 ETF 464287622 2,425 10,834 SH   DFND 1,6 10,134 0 700
ISHARES TR RUS 1000 GRW ETF 464287614 408 1,680 SH   DFND 1 1,680 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,331 8,783 SH   DFND 1 8,783 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 2,296 14,395 SH   DFND 20 0 0 14,395
ISHARES TR RUS MID CAP ETF 464287499 2,724 36,845 SH   DFND 1,20 13,405 0 23,440
ISHARES TR RUSSELL 2000 ETF 464287655 39,199 177,421 SH   DFND 1,20,6 154,759 0 22,662
ISHARES TR RUSSELL 3000 ETF 464287689 22,766 95,966 SH   DFND 1 95,106 0 860
ISHARES TR SELECT DIVID ETF 464287168 3,057 26,789 SH   DFND 1 26,789 0 0
ISHARES TR SHORT TREAS BD 464288679 7,884 71,342 SH   DFND 12 71,342 0 0
ISHARES TR TIPS BD ETF 464287176 209,700 1,670,918 SH   DFND 1,2,20 1,670,918 0 0
AMERCO COM 023586100 131,802 215,152 SH   DFND 10,11,12,13,19,2,20,5,6,8 155,194 8,883 51,075
ISIS PHARMACEUTICALS INC DEL COM 462222100 153,294 3,409,571 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,904,405 67,202 437,964
ISIS PHARMACEUTICALS INC DEL NOTE 0.125%12/1 462222AB6 7,384 7,725,000 PRN   DFND 2,5 7,725,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 14,941 14,690,000 PRN   DFND 2,5 14,690,000 0 0
ISORAY INC COM 46489V104 12 10,577 SH   DFND 20 10,577 0 0
ISTAR INC COM 45031U101 45,047 2,533,605 SH   DFND 2,20,5,8 2,256,836 67 276,702
ITAU CORPBANCA SPONSORED ADR 45033E105 432 73,650 SH   DFND 20,5 73,650 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 92,191 18,544,883 SH   DFND 10,13,19,2,20,5,8 14,982,435 2,051,384 1,511,064
ITEOS THERAPEUTICS INC COM 46565G104 24,029 703,010 SH   DFND 2,20,5,8 659,346 0 43,664
ITERIS INC NEW COM 46564T107 3,949 640,008 SH   DFND 2,20 535,714 0 104,294
ITRON INC COM 465741106 123,814 1,396,662 SH   DFND 19,2,20,5,8 1,238,753 343 157,566
AMEREN CORP COM 023608102 995,873 12,240,321 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,777,331 310,981 1,152,009
ITT INC COM 45073V108 183,592 2,014,643 SH   DFND 13,19,2,20,5,8 1,830,992 1,092 182,559
ITURAN LOCATION AND CONTROL SHS M6158M104 3,153 145,004 SH   DFND 2,20,5,8 95,198 0 49,806
IVERIC BIO INC COM 46583P102 22,835 3,694,983 SH   DFND 2,20,5,8 3,497,081 0 197,902
J & J SNACK FOODS CORP COM 466032109 76,674 486,495 SH   DFND 19,2,20,5,8 422,945 100 63,450
J ALEXANDERS HLDGS INC COM 46609J106 100 10,382 SH   DFND 20 10,382 0 0
J2 GLOBAL INC COM 48123V102 168,448 1,405,377 SH   DFND 12,13,2,20,5,8 1,220,015 382 184,980
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 20,711 11,644,000 PRN   DFND 2,5 11,644,000 0 0
JABIL INC COM 466313103 226,563 4,343,623 SH   DFND 12,13,19,2,20,5,8 4,039,663 1,396 302,564
JACK IN THE BOX INC COM 466367109 79,595 725,044 SH   DFND 10,2,20,5,8 639,344 3,849 81,851
JACOBS ENGR GROUP INC COM 469814107 1,099,987 8,509,222 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,739,233 3,218,139 551,850
AMERESCO INC CL A 02361E108 21,684 445,888 SH   DFND 2,20,5,8 365,245 0 80,643
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 443 14,160 SH   DFND 20 14,160 0 0
JAMES RIV GROUP LTD COM G5005R107 43,762 959,267 SH   DFND 2,20,5,8 856,485 0 102,782
JAMF HLDG CORP COM 47074L105 15,485 438,425 SH   DFND 2,20 398,661 0 39,764
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 82,018 2,632,990 SH   DFND 1,2,5,8,10,12,13,19,20 2,375,419 66,820 190,751
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 13,950 12,853,000 PRN   DFND 2,5 12,853,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 361,829 2,201,311 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,695,639 111,592 394,080
JBG SMITH PPTYS COM 46590V100 160,108 5,036,427 SH   DFND 10,13,19,2,20,5,8 4,428,757 29,577 578,093
JD.COM INC SPON ADR CL A 47215P106 1,515,195 17,967,444 SH   DFND 1,10,11,12,13,19,2,20,5,8 13,332,801 461,906 4,172,737
JEFFERIES FINL GROUP INC COM 47233W109 150,725 5,007,479 SH   DFND 12,13,2,20,5,8 4,545,868 2,434 459,177
JELD-WEN HLDG INC COM 47580P103 36,089 1,303,323 SH   DFND 2,20,5,8 1,061,359 0 241,964
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 15,726 1,158,000 SH   DFND 1,13,20,5,8 457,143 54,800 646,057
JETBLUE AWYS CORP COM 477143101 153,037 7,523,938 SH   DFND 13,2,20,5,8 7,145,184 0 378,754
JFROG LTD ORD SHS M6191J100 7,240 163,175 SH   DFND 2,20,6 155,693 0 7,482
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 25,278 606,334 SH   DFND 1,13,2,20,5 495,730 0 110,604
JOHN BEAN TECHNOLOGIES CORP COM 477839104 132,454 993,354 SH   DFND 13,2,20,5,8 878,516 321 114,517
JOHNSON & JOHNSON COM 478160104 23,053,472 140,270,595 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 90,075,871 32,410,952 17,783,772
JOHNSON CTLS INTL PLC SHS G51502105 1,928,409 32,173,654 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,653,474 628,538 3,891,642
JOHNSON OUTDOORS INC CL A 479167108 15,675 109,806 SH   DFND 2,20,5,8 90,639 0 19,167
JOINT CORP COM 47973J102 11,330 234,228 SH   DFND 2,20,5 205,167 0 29,061
JONES LANG LASALLE INC COM 48020Q107 211,732 1,182,594 SH   DFND 12,13,19,2,20,5,8 1,070,696 452 111,446
JOUNCE THERAPEUTICS INC COM 481116101 3,145 306,279 SH   DFND 2,20 269,265 0 37,014
AMERICAN AIRLS GROUP INC COM 02376R102 479,756 20,073,471 SH   DFND 10,12,13,19,2,20,5,6,8 18,442,942 3,538 1,626,991
JPMORGAN CHASE & CO COM 46625H100 21,601,922 141,903,189 SH   DFND 1,10,12,13,19,2,20,5,6,8 119,293,361 2,189,110 20,420,718
JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 5,179 146,045 SH   DFND 2,5 146,045 0 0
JUNIPER NETWORKS INC COM 48203R104 356,319 14,067,093 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,704,078 372,900 1,990,115
KADANT INC COM 48282T104 43,194 233,471 SH   DFND 2,20,5,8 179,522 0 53,949
KADMON HLDGS INC COM 48283N106 50,299 12,930,224 SH   DFND 2,20,5,8 12,337,089 0 593,135
KAISER ALUMINUM CORP COM PAR $0.01 483007704 112,810 1,020,904 SH   DFND 13,2,20,5,8 963,451 100 57,353
KALA PHARMACEUTICALS INC COM 483119103 4,716 699,746 SH   DFND 2,20,5,8 603,034 0 96,712
KALEIDO BIOSCIENCES INC COM 483347100 1,625 200,664 SH   DFND 2,20,5 170,400 0 30,264
KALVISTA PHARMACEUTICALS INC COM 483497103 15,195 591,472 SH   DFND 2,20,5 551,820 0 39,652
KAMAN CORP COM 483548103 62,036 1,204,579 SH   DFND 2,20,5,8 1,103,747 0 100,832
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 48,183 27,850,000 PRN   DFND 2,5 27,850,000 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 7,098 1,135,699 SH   DFND 1,2 985,799 0 149,900
KANSAS CITY SOUTHERN COM NEW 485170302 1,086,631 4,108,941 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,501,005 108,543 499,393
KAR AUCTION SVCS INC COM 48238T109 57,605 3,840,303 SH   DFND 13,2,20,5,8 3,374,421 1,500 464,382
KARUNA THERAPEUTICS INC COM 48576A100 85,009 707,052 SH   DFND 13,2,20,5,8 655,537 0 51,515
KARYOPHARM THERAPEUTICS INC COM 48576U106 56,096 5,332,280 SH   DFND 2,20,5,8 5,092,177 2,800 237,303
KB FINL GROUP INC SPONSORED ADR 48241A105 9,101 184,109 SH   DFND 1,2,20,5,8 107,098 16,900 60,111
KB HOME COM 48666K109 125,387 2,694,757 SH   DFND 19,2,20,5,8 2,370,387 909 323,461
KBR INC COM 48242W106 162,780 4,240,157 SH   DFND 12,19,2,20,5,8 3,737,007 1,104 502,046
KBR INC NOTE 2.500%11/0 48242WAB2 16,062 10,100,000 PRN   DFND 2,5 10,100,000 0 0
KE HLDGS INC SPONSORED ADS 482497104 122,720 2,153,734 SH   DFND 10,12,13,19,2,20,5,8 1,568,358 53,800 531,576
10X GENOMICS INC CL A COM 88025U109 204,607 1,130,423 SH   DFND 10,11,12,13,19,2,20,5,6,8 891,454 36,233 202,736
A-MARK PRECIOUS METALS INC COM 00181T107 2,534 70,379 SH   DFND 2,20 59,578 0 10,801
AMERICAN ASSETS TR INC COM 024013104 84,072 2,591,625 SH   DFND 10,19,2,20,5,8 2,293,984 12,375 285,266
KEARNY FINL CORP MD COM 48716P108 19,235 1,592,301 SH   DFND 2,20,5,8 1,313,483 0 278,818
KELLOGG CO COM 487836108 784,957 12,400,577 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,604,792 151,191 2,644,594
KELLY SVCS INC CL A 488152208 24,338 1,092,873 SH   DFND 2,20,5,8 983,390 453 109,030
KEMPER CORP COM 488401100 119,845 1,503,327 SH   DFND 13,2,20,5,8 1,378,505 954 123,868
KENNAMETAL INC COM 489170100 99,164 2,480,950 SH   DFND 2,20,5,8 2,170,211 5,460 305,279
KENNEDY-WILSON HOLDINGS INC COM 489398107 67,011 3,280,378 SH   DFND 19,2,20,5,8 2,763,823 2,500 514,055
KEROS THERAPEUTICS INC COM 492327101 44,551 723,823 SH   DFND 2,20,5,8 689,898 0 33,925
KEURIG DR PEPPER INC COM 49271V100 428,972 12,427,554 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,347,435 263,311 1,816,808
KEYCORP COM 493267108 1,077,252 53,916,492 SH   DFND 10,12,13,19,2,20,5,6,8 48,093,477 897,685 4,925,330
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,194,498 8,329,832 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,964,845 231,693 1,133,294
AMERICAN AXLE & MFG HLDGS IN COM 024061103 47,262 4,892,588 SH   DFND 12,2,20,5,8 4,493,965 3,329 395,294
KEZAR LIFE SCIENCES INC COM 49372L100 2,808 471,141 SH   DFND 2,20,5 407,637 0 63,504
KFORCE INC COM 493732101 23,006 429,217 SH   DFND 10,2,20,5,8 352,880 5,164 71,173
KILROY RLTY CORP COM 49427F108 313,624 4,742,629 SH   DFND 10,12,13,19,2,20,5,8 4,176,109 28,655 537,865
KIMBALL ELECTRONICS INC COM 49428J109 14,104 546,655 SH   DFND 2,20,5,8 465,653 44 80,958
KIMBALL INTL INC CL B 494274103 12,704 902,900 SH   DFND 2,20,5,8 795,873 59 106,968
KIMBERLY-CLARK CORP COM 494368103 2,345,667 16,733,122 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 13,970,684 490,892 2,271,546
KIMCO RLTY CORP COM 49446R109 439,704 23,450,858 SH   DFND 10,12,13,19,2,20,5,6,8 20,720,283 114,281 2,616,294
KINDER MORGAN INC DEL COM 49456B101 2,181,308 131,009,510 SH   DFND 10,11,12,13,19,2,20,5,6,8 117,995,168 1,420,503 11,593,839
KINDRED BIOSCIENCES INC COM 494577109 3,314 666,846 SH   DFND 2,20,5 583,766 0 83,080
KINGSOFT CLOUD HLDGS LTD ADS 49639K101 37,323 949,201 SH   DFND 10,12,13,19,2,20,5,8 690,751 41,400 217,050
AMERICAN CAMPUS CMNTYS INC COM 024835100 258,062 5,977,799 SH   DFND 10,12,13,19,2,20,5,8 5,298,816 33,356 645,627
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 26,188 1,414,782 SH   DFND 2,20,5,8 1,341,108 0 73,674
KINNATE BIOPHARMA INC COM 49705R105 5,711 183,282 SH   DFND 2,20 152,991 0 30,291
KINSALE CAP GROUP INC COM 49714P108 113,502 688,728 SH   DFND 2,20,5,8 605,615 200 82,913
KINTARA THERAPEUTICS INC COM 49720K101 24 13,700 SH   DFND 20 13,700 0 0
KIRBY CORP COM 497266106 93,899 1,557,714 SH   DFND 12,13,2,20,5,8 1,486,360 0 71,354
KIRKLANDS INC COM 497498105 270 9,618 SH   DFND 20 9,618 0 0
KITE RLTY GROUP TR COM NEW 49803T300 85,085 4,410,842 SH   DFND 10,19,2,20,5,8 3,897,409 46,212 467,221
KKR & CO INC COM 48251W104 481,880 9,864,478 SH   DFND 10,12,13,19,2,20,5,6,8 8,138,048 234,488 1,491,942
KKR REAL ESTATE FIN TR INC COM 48251K100 19,768 1,048,529 SH   DFND 19,2,20,5,8 923,482 11,900 113,147
KLA CORP COM NEW 482480100 2,050,539 6,206,233 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,222,551 213,825 769,857
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 140,931 4,819,816 SH   DFND 12,13,2,20,5,8 4,250,193 1,874 567,749
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 235,469 4,896,421 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,939,229 266,201 690,991
KNOLL INC COM NEW 498904200 15,634 946,917 SH   DFND 19,2,20,5,8 773,454 700 172,763
KNOWLES CORP COM 49926D109 61,584 2,943,808 SH   DFND 1,2,20,5,8 2,626,779 528 316,501
KODIAK SCIENCES INC COM 50015M109 113,950 1,004,937 SH   DFND 19,2,20,5,8 886,753 800 117,384
KOHLS CORP COM 500255104 270,395 4,536,066 SH   DFND 1,12,13,19,2,20,5,8 3,550,090 1,410 984,566
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 5,743 100,705 SH   DFND 1,2,20 100,683 0 22
KONTOOR BRANDS INC COM 50050N103 84,280 1,736,661 SH   DFND 12,13,2,20,5,8 1,435,616 8,998 292,047
KOPIN CORP COM 500600101 24,283 2,314,825 SH   DFND 2,20 2,314,825 0 0
KOPPERS HOLDINGS INC COM 50060P106 23,221 668,049 SH   DFND 2,20,5,8 601,070 0 66,979
KOREA ELECTRIC PWR SPONSORED ADR 500631106 6,487 632,236 SH   DFND 2,5 632,236 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,054,996 24,262,051 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,408,924 298,143 2,554,984
KORN FERRY COM NEW 500643200 107,550 1,721,623 SH   DFND 2,20,5,8 1,516,388 513 204,722
KORNIT DIGITAL LTD SHS M6372Q113 28,869 291,248 SH   DFND 10,2,20,5,6,8 183,221 600 107,427
KOSMOS ENERGY LTD COM 500688106 58,826 19,161,438 SH   DFND 19,2,20,5,8 18,046,956 0 1,114,482
KRAFT HEINZ CO COM 500754106 1,148,802 28,720,048 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,220,987 471,827 3,027,234
KRATON CORPORATION COM 50077C106 40,150 1,097,306 SH   DFND 19,2,20,5,8 976,035 600 120,671
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 119,590 4,383,780 SH   DFND 2,20,5,8 3,948,505 500 434,775
KROGER CO COM 501044101 1,381,698 38,391,169 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,782,931 1,169,907 6,438,331
KRONOS BIO INC COM 50107A104 6,562 224,205 SH   DFND 2,20 188,620 0 35,585
KRONOS WORLDWIDE INC COM 50105F105 9,209 601,899 SH   DFND 2,20,5,8 516,893 11,494 73,512
KRYSTAL BIOTECH INC COM 501147102 50,766 658,958 SH   DFND 2,20,5,8 610,737 0 48,221
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 14,684 300,400 SH   DFND 2 300,400 0 0
KULICKE & SOFFA INDS INC COM 501242101 47,820 970,962 SH   DFND 10,2,20,5,8 888,673 16,676 65,613
KURA ONCOLOGY INC COM 50127T109 80,107 2,833,650 SH   DFND 2,20,5,8 2,627,882 0 205,768
KURA SUSHI USA INC CL A COM 501270102 1,403 44,336 SH   DFND 2,20 36,376 0 7,960
KVH INDS INC COM 482738101 3,558 280,595 SH   DFND 2,20,5 237,925 0 42,670
KYMERA THERAPEUTICS INC COM 501575104 36,409 936,915 SH   DFND 2,20,5,8 912,395 0 24,520
L BRANDS INC COM 501797104 496,453 8,025,424 SH   DFND 10,12,13,19,2,20,5,6,8 6,707,514 3,864 1,314,046
L3HARRIS TECHNOLOGIES INC COM 502431109 1,767,856 8,722,399 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 7,675,998 133,507 912,894
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,677 395,520 SH   DFND 2,20,5 347,044 0 48,476
LA Z BOY INC COM 505336107 60,704 1,428,996 SH   DFND 2,20,5,8 1,270,989 169 157,838
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,028,884 4,034,363 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,493,687 72,374 468,302
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 18,604 381,000 SH   DFND 2 381,000 0 0
LADDER CAP CORP CL A 505743104 24,623 2,052,296 SH   DFND 2,20,5,8 1,699,694 2,000 350,602
LAIRD SUPERFOOD INC COM STK 50736T102 1,591 42,453 SH   DFND 2,20 35,709 0 6,744
LAKELAND BANCORP INC COM 511637100 21,400 1,227,778 SH   DFND 2,20,5,8 1,057,492 0 170,286
LAKELAND FINL CORP COM 511656100 46,513 672,246 SH   DFND 2,20,5,8 588,559 0 83,687
LAKELAND INDS INC COM 511795106 3,182 114,210 SH   DFND 2,20,5 98,010 0 16,200
LAM RESEARCH CORP COM 512807108 3,530,119 5,917,849 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,900,739 235,882 781,228
LAMAR ADVERTISING CO NEW CL A 512816109 193,940 2,064,948 SH   DFND 12,13,2,20,5,8 1,891,420 773 172,755
LAMB WESTON HLDGS INC COM 513272104 439,373 5,670,795 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,903,609 69,885 697,301
LANCASTER COLONY CORP COM 513847103 228,945 1,305,572 SH   DFND 13,19,2,20,5,6,8 1,215,699 300 89,573
LANDEC CORP COM 514766104 5,165 487,224 SH   DFND 2,20,5,8 407,585 1,589 78,050
AMERICAN EQTY INVT LIFE HLD COM 025676206 102,714 3,257,669 SH   DFND 12,13,2,20,5,8 2,939,047 600 318,022
LANDMARK BANCORP INC COM 51504L107 1,471 55,686 SH   DFND 2,20 47,326 0 8,360
LANDOS BIOPHARMA INC COM 515069102 473 49,095 SH   DFND 2,20 40,000 0 9,095
LANDS END INC NEW COM 51509F105 9,537 384,418 SH   DFND 13,2,20,5,8 338,337 422 45,659
LANDSTAR SYS INC COM 515098101 174,317 1,056,082 SH   DFND 13,19,2,20,5,8 974,752 292 81,038
LANNET INC COM 516012101 5,711 1,081,665 SH   DFND 2,20,5 998,721 0 82,944
LANTHEUS HLDGS INC COM 516544103 58,344 2,730,200 SH   DFND 2,20,5,8 2,503,698 0 226,502
LAREDO PETROLEUM INC COM 516806205 4,184 139,173 SH   DFND 2,20,5 139,173 0 0
LAS VEGAS SANDS CORP COM 517834107 773,190 12,725,315 SH   DFND 10,12,13,19,2,20,5,6,8 10,904,446 203,462 1,617,407
LATTICE SEMICONDUCTOR CORP COM 518415104 140,942 3,130,643 SH   DFND 19,2,20,5,8 2,643,684 1,881 485,078
LAUDER ESTEE COS INC CL A 518439104 2,658,071 9,138,975 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 7,854,841 185,379 1,098,755
AMERICAN EXPRESS CO COM 025816109 4,871,522 34,338,847 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 24,969,948 406,703 8,962,196
LAUREATE EDUCATION INC CL A 518613203 27,122 1,995,700 SH   DFND 2,20,5,8 1,649,975 700 345,025
LAWSON PRODS INC COM 520776105 3,963 76,419 SH   DFND 2,20,5 65,864 0 10,555
LAZARD LTD SHS A G54050102 51,759 1,189,591 SH   DFND 12,13,2,20,5 1,091,123 0 98,468
LCI INDS COM 50189K103 98,724 746,329 SH   DFND 13,2,20,5,8 654,430 247 91,652
LCNB CORP COM 50181P100 3,634 207,648 SH   DFND 2,20,5 176,851 0 30,797
LEAR CORP COM NEW 521865204 433,200 2,390,067 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,074,949 75,244 239,874
LEGACY HOUSING CORP COM 52472M101 1,902 107,299 SH   DFND 2,20 91,096 0 16,203
LEGEND BIOTECH CORP SPONSORED ADS 52490G102 2,635 90,811 SH   DFND 19,2 90,811 0 0
LEGGETT & PLATT INC COM 524660107 511,098 11,100,581 SH   DFND 10,12,13,2,20,5,6,8 10,646,759 10,939 442,883
LEIDOS HOLDINGS INC COM 525327102 517,204 5,371,877 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,696,056 107,437 568,384
AMERICAN FIN TR INC COM CLASS A 02607T109 34,933 3,557,334 SH   DFND 10,19,2,20,5,8 3,000,144 25,100 532,090
LEMAITRE VASCULAR INC COM 525558201 33,137 679,320 SH   DFND 2,20,5,8 623,552 0 55,768
LEMONADE INC COM 52567D107 41,659 447,318 SH   DFND 2,20,5,8 390,236 100 56,982
LENDINGCLUB CORP COM NEW 52603A208 27,346 1,655,348 SH   DFND 2,20,5,8 1,430,556 0 224,792
LENDINGTREE INC NEW COM 52603B107 55,557 260,832 SH   DFND 2,20,5,8 237,230 100 23,502
LENNAR CORP CL A 526057104 1,249,018 12,338,417 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,889,027 197,640 1,251,750
LENNAR CORP CL B 526057302 5,419 65,810 SH   DFND 10,12,13,2,20,5,6,8 51,345 0 14,465
LENNOX INTL INC COM 526107107 386,364 1,236,947 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,089,410 21,360 126,177
LENSAR INC COM 52634L108 1,195 164,566 SH   DFND 2,20,5 139,912 0 24,654
LESLIES INC COM 527064109 23,537 961,097 SH   DFND 2,20 880,847 0 80,250
LEVEL ONE BANCORP INC COM 52730D208 2,002 77,474 SH   DFND 2,20 66,128 0 11,346
A10 NETWORKS INC COM 002121101 14,142 1,471,577 SH   DFND 2,20,5,8 1,266,043 0 205,534
AMERICAN FINL GROUP INC OHIO COM 025932104 307,405 2,694,168 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,134,781 133,005 426,382
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 4,391 183,644 SH   DFND 19,20,5,8 117,144 0 66,500
LEXICON PHARMACEUTICALS INC COM NEW 528872302 4,405 750,385 SH   DFND 2,20,5 634,508 0 115,877
LEXINFINTECH HLDGS LTD ADR 528877103 11,005 1,093,937 SH   DFND 2,20,5 978,637 0 115,300
LEXINGTON REALTY TRUST COM 529043101 157,477 14,038,557 SH   DFND 10,13,19,2,20,5,8 12,394,530 66,321 1,577,706
LG DISPLAY CO LTD SPONS ADR REP 50186V102 5,868 587,389 SH   DFND 1,2,5 565,262 0 22,127
LGI HOMES INC COM 50187T106 123,615 827,906 SH   DFND 2,20,5,8 752,406 200 75,300
LHC GROUP INC COM 50187A107 180,377 943,347 SH   DFND 13,19,2,20,5,8 832,966 300 110,081
LI AUTO INC SPONSORED ADS 50202M102 86,556 3,462,221 SH   DFND 10,12,13,19,2,20,5,8 2,473,021 72,400 916,800
LIBERTY BROADBAND CORP COM SER A 530307107 77,334 532,787 SH   DFND 10,11,12,13,19,2,20,5,6,8 395,592 11,500 125,695
LIBERTY BROADBAND CORP COM SER C 530307305 486,261 3,238,504 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,659,148 77,715 501,641
AMERICAN HOMES 4 RENT CL A 02665T306 299,654 8,987,819 SH   DFND 10,12,19,2,20,5,8 7,522,345 67,750 1,397,724
LIBERTY GLOBAL PLC SHS CL A G5480U104 54,708 2,132,041 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 1,325,711 94,819 711,511
LIBERTY GLOBAL PLC SHS CL C G5480U120 119,942 4,696,250 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,209,217 232,945 1,254,088
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 12,512 975,205 SH   DFND 12,13,2,20,5,8 780,375 0 194,830
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 40,534 3,122,826 SH   DFND 12,13,2,20,5,8 2,548,552 2,596 571,678
LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 9,597 9,684,000 PRN   DFND 2,5 9,684,000 0 0
LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 5,828 204,402 SH   DFND 13,2,20,5,8 162,113 370 41,919
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 85,532 1,940,370 SH   DFND 10,12,13,19,2,20,5,6,8 1,381,622 47,249 511,499
LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 20,737 745,399 SH   DFND 13,19,2,20,5,8 575,192 880 169,327
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 159,474 3,615,362 SH   DFND 10,12,13,19,2,20,5,6,8 2,945,025 113,711 556,626
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 9,914 259,400 SH   DFND 12,13,2,20 234,015 0 25,385
AMERICAN INTL GROUP INC COM NEW 026874784 1,846,390 39,956,502 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,284,683 520,038 4,151,781
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 157,612 3,640,839 SH   DFND 10,12,13,19,2,20,5,6,8 2,893,842 92,348 654,649
LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 6,936 9,039,203 PRN   DFND 2 9,039,203 0 0
LIBERTY MEDIA CORP DEL DEB 4.000%11/1 530715AG6 8,117 10,407,000 PRN   DFND 2 10,407,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 14,615 11,482,000 PRN   DFND 2,5 11,482,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 38,019 29,402,000 PRN   DFND 2,5 29,402,000 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 24,154 2,139,425 SH   DFND 2,20,5,8 1,882,940 0 256,485
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 8,445 1,323,606 SH   DFND 2,20,5 1,159,701 0 163,905
LIFE STORAGE INC COM 53223X107 280,949 3,268,755 SH   DFND 10,12,13,19,2,20,5,8 2,884,765 17,941 366,049
LIFETIME BRANDS INC COM 53222Q103 2,949 200,744 SH   DFND 2,20 168,755 0 31,989
LIFEVANTAGE CORP COM NEW 53222K205 2,299 245,844 SH   DFND 2,20,5 211,734 0 34,110
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 12,699 117,726 SH   DFND 2,20,5,8 104,996 0 12,730
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 119,332 782,760 SH   DFND 13,2,20,5,8 724,663 148 57,949
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 12,186 11,772,000 PRN   DFND 2,5 11,772,000 0 0
LILLY ELI & CO COM 532457108 6,072,790 32,506,101 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 27,452,111 599,909 4,454,081
LIMELIGHT NETWORKS INC COM 53261M104 10,396 2,912,105 SH   DFND 19,2,20,5,8 2,452,966 0 459,139
LIMESTONE BANCORP INC COM 53262L105 1,193 75,252 SH   DFND 2,20 62,785 0 12,467
LIMONEIRA CO COM 532746104 4,958 283,340 SH   DFND 2,20,5 242,558 0 40,782
LINCOLN EDL SVCS CORP COM 533535100 74 11,584 SH   DFND 20 11,584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 303,047 2,454,955 SH   DFND 13,19,2,20,5,8 2,329,944 695 124,316
LINCOLN NATL CORP IND COM 534187109 583,735 9,374,254 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,229,173 123,999 1,021,082
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9,273 490,651 SH   DFND 2,20,5,8 411,136 0 79,515
AMERICAN NATL BANKSHARES INC COM 027745108 6,617 200,089 SH   DFND 13,2,20,5 160,845 0 39,244
LINDE PLC SHS G5494J103 5,941,305 21,208,344 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,452,219 163,590 2,592,535
LINDSAY CORP COM 535555106 57,178 343,166 SH   DFND 2,20,5,8 303,665 400 39,101
LINEAGE CELL THERAPEUTICS IN COM 53566P109 154 65,654 SH   DFND 20 65,654 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 12,112 810,190 SH   DFND 13,19,2,20,5,8 650,974 1,200 158,016
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 18,679 1,447,988 SH   DFND 13,19,2,20,5,8 1,238,313 612 209,063
LIPOCINE INC NEW COM 53630X104 19 12,400 SH   DFND 20 12,400 0 0
LIQUIDIA CORPORATION COM NEW 53635D202 1,362 506,279 SH   DFND 2,20 446,591 0 59,688
LIQUIDITY SERVICES INC COM 53635B107 19,255 1,036,329 SH   DFND 2,20,5 962,953 0 73,376
LITHIA MTRS INC CL A 536797103 316,527 811,421 SH   DFND 12,13,2,20,5,8 717,137 235 94,049
LITTELFUSE INC COM 537008104 146,855 555,343 SH   DFND 13,19,2,20,5,8 505,376 349 49,618
AMERICAN OUTDOOR BRANDS INC COM 02875D109 5,536 219,688 SH   DFND 2,20,5 193,680 0 26,008
LIVANOVA PLC SHS G5509L101 121,077 1,642,172 SH   DFND 1,2,5,8,13,20 1,453,531 2,276 186,365
LIVE NATION ENTERTAINMENT IN COM 538034109 530,906 6,271,783 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,516,686 74,805 680,292
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 10,554 9,608,000 PRN   DFND 2,5 9,608,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 22,511 16,170,000 PRN   DFND 2,5 16,170,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 73,536 1,073,671 SH   DFND 19,2,20,5,8 973,348 0 100,323
LIVENT CORP COM 53814L108 77,269 4,461,253 SH   DFND 19,2,20,5,8 3,918,399 1,460 541,394
LIVEPERSON INC COM 538146101 101,013 1,915,310 SH   DFND 2,20,5,8 1,694,065 636 220,609
LIVERAMP HLDGS INC COM 53815P108 105,473 2,033,009 SH   DFND 13,19,2,20,5,8 1,803,302 665 229,042
LIVEXLIVE MEDIA INC COM NEW 53839L208 2,964 682,941 SH   DFND 2,20,5 582,533 0 100,408
LKQ CORP COM 501889208 474,556 11,210,861 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,519,928 193,896 1,497,037
AMERICAN PUBLIC EDUCATION IN COM 02913V103 18,233 511,725 SH   DFND 19,2,20,5,8 453,658 0 58,067
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 50 21,454 SH   DFND 20 21,454 0 0
LOCKHEED MARTIN CORP COM 539830109 15,053,951 40,741,411 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,923,877 29,958,167 859,367
LOEWS CORP COM 540424108 553,033 10,784,575 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,309,366 155,412 1,319,797
LOGICBIO THERAPEUTICS INC COM 54142F102 1,700 233,539 SH   DFND 2,20,5 200,866 0 32,673
LOGITECH INTL S A SHS H50430232 6,253 59,810 SH   DFND 1,2,20 59,810 0 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 1,357 214,314 SH   DFND 2,20,5 178,685 0 35,629
LORAL SPACE & COM INC COM 543881106 8,999 238,898 SH   DFND 2,20,5,8 199,825 562 38,511
LORDSTOWN MOTORS CORP COM CL A 54405Q100 767 65,200 SH   DFND 20 65,200 0 0
LOUISIANA PAC CORP COM 546347105 184,082 3,319,192 SH   DFND 13,19,2,20,5,8 2,925,967 1,353 391,872
LOVESAC COMPANY COM 54738L109 9,693 171,262 SH   DFND 2,20,5,8 140,513 0 30,749
AMERICAN RIV BANKSHARES COM 029326105 330 20,238 SH   DFND 20 2,233 0 18,005
LOWES COS INC COM 548661107 5,974,846 31,416,794 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 27,148,496 525,419 3,742,879
LPL FINL HLDGS INC COM 50212V100 146,322 1,029,275 SH   DFND 12,13,19,2,20,5,8 862,200 6,300 160,775
LSB INDS INC COM 502160104 89 17,289 SH   DFND 20 17,289 0 0
LSI INDS INC COM 50216C108 3,417 400,598 SH   DFND 2,20 346,597 0 54,001
LTC PPTYS INC COM 502175102 101,466 2,432,078 SH   DFND 10,19,2,20,5,8 2,204,127 10,127 217,824
LUCIRA HEALTH INC COM 54948U105 982 81,191 SH   DFND 2,20 65,994 0 15,197
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 40,806 2,810,353 SH   DFND 10,12,13,19,2,20,5,8 2,000,553 92,100 717,700
LULULEMON ATHLETICA INC COM 550021109 830,328 2,707,208 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,023,374 190,160 493,674
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 20,730 825,238 SH   DFND 2,20,5,8 743,975 0 81,263
LUMEN TECHNOLOGIES INC COM 550241103 803,415 60,180,908 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 43,930,962 705,784 15,544,162
AMERICAN RLTY INVS INC COM 029174109 139 15,794 SH   DFND 2,20 12,931 0 2,863
LUMENT FINANCE TRUST INC COM 55025L108 195 53,824 SH   DFND 20 2,209 0 51,615
LUMENTUM HLDGS INC COM 55024U109 161,261 1,765,314 SH   DFND 13,19,2,20,5,8 1,606,926 671 157,717
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 21,624 13,488,000 PRN   DFND 2,5 13,488,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 31,521 27,121,000 PRN   DFND 2,5 27,121,000 0 0
LUMINAR TECHNOLOGIES INC COM CL A 550424105 2,781 114,400 SH   DFND 20 114,400 0 0
LUMINEX CORP DEL COM 55027E102 49,089 1,534,050 SH   DFND 2,20,5,8 1,388,566 0 145,484
LUNA INNOVATIONS COM 550351100 4,791 455,015 SH   DFND 2,20 383,815 0 71,200
LUTHER BURBANK CORP COM 550550107 4,666 394,383 SH   DFND 2,20,5 323,265 0 71,118
LUXFER HOLDINGS PLC SHS G5698W116 15,658 735,821 SH   DFND 2,20,5,8 645,493 0 90,328
LYDALL INC DEL COM 550819106 16,757 496,655 SH   DFND 2,20,5 452,593 0 44,062
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 18,219 960,911 SH   DFND 2,20,5 899,582 0 61,329
LYFT INC CL A COM 55087P104 248,058 3,926,208 SH   DFND 12,13,19,2,20,5,8 3,710,095 0 216,113
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,193,587 11,471,279 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,857,805 394,497 1,218,977
LYRA THERAPEUTICS INC COM 55234L105 1,115 96,246 SH   DFND 2,20 82,473 0 13,773
M & T BK CORP COM 55261F104 1,107,574 7,305,415 SH   DFND 10,12,13,19,2,20,5,6,8 6,580,657 98,904 625,854
M D C HLDGS INC COM 552676108 132,824 2,236,102 SH   DFND 2,20,5,8 2,029,322 0 206,780
M/I HOMES INC COM 55305B101 69,492 1,176,441 SH   DFND 2,20,5,8 1,082,159 0 94,282
MACATAWA BK CORP COM 554225102 5,026 505,112 SH   DFND 13,2,20,5 414,377 0 90,735
MACERICH CO COM 554382101 83,676 7,151,820 SH   DFND 10,12,13,19,2,20,5,8 6,337,312 36,267 778,241
MACK CALI RLTY CORP COM 554489104 69,819 4,510,255 SH   DFND 10,13,19,2,20,5,8 3,993,236 20,628 496,391
MACKINAC FINL CORP COM 554571109 2,204 157,233 SH   DFND 2,20 127,384 0 29,849
AAON INC COM PAR $0.004 000360206 86,823 1,240,145 SH   DFND 2,20,5,8 1,091,362 800 147,983
AMERICAN TOWER CORP NEW COM 03027X100 4,120,965 17,238,204 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,804,682 219,532 2,213,990
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 74,478 1,283,655 SH   DFND 2,20,5,8 1,111,094 527 172,034
MACQUARIE INFRASTRUCTURE COR COM 55608B105 65,918 2,072,231 SH   DFND 12,13,19,2,20,5,8 1,922,685 600 148,946
MACROGENICS INC COM 556099109 85,013 2,669,170 SH   DFND 19,2,20,5,8 2,486,891 0 182,279
MACYS INC COM 55616P104 220,684 13,630,859 SH   DFND 12,13,19,2,20,5,8 9,977,171 2,513 3,651,175
MADDEN STEVEN LTD COM 556269108 94,913 2,547,307 SH   DFND 2,20,5,8 2,256,280 430 290,597
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 18,452 225,570 SH   DFND 13,2,20,5,8 188,818 216 36,536
MADISON SQUARE GRDN SPRT COR CL A 55825T103 43,549 242,665 SH   DFND 13,19,2,20,5,8 192,976 216 49,473
MADRIGAL PHARMACEUTICALS INC COM 558868105 68,515 585,750 SH   DFND 2,20,5,8 553,232 0 32,518
MAGELLAN HEALTH INC COM NEW 559079207 87,518 938,633 SH   DFND 12,19,2,20,5,8 753,706 98 184,829
MAGENTA THERAPEUTICS INC COM 55910K108 4,286 362,003 SH   DFND 2,20,5 312,296 0 49,707
AMERICAN VANGUARD CORP COM 030371108 17,306 847,100 SH   DFND 2,20,5,8 753,216 953 92,931
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 574 36,981 SH   DFND 2,20 36,981 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 7,263 291,671 SH   DFND 2,20,5,8 269,871 0 21,800
MAGNITE INC COM 55955D100 94,251 2,265,109 SH   DFND 13,2,20,5,8 1,868,369 900 395,840
MAGNOLIA OIL & GAS CORP CL A 559663109 53,539 4,663,656 SH   DFND 2,20,5 4,315,969 0 347,687
MAGYAR BANCORP INC COM 55977T109 462 33,479 SH   DFND 20 0 0 33,479
MAIDEN HOLDINGS LTD SHS G5753U112 175 53,087 SH   DFND 20 53,087 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 2,228 107,307 SH   DFND 2,20 91,978 0 15,329
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2,973 94,142 SH   DFND 2,20 94,142 0 0
MALIBU BOATS INC COM CL A 56117J100 30,534 383,214 SH   DFND 2,20,5,8 316,504 0 66,710
MALVERN BANCORP INC COM 561409103 900 48,345 SH   DFND 20 2,000 0 46,345
AMERICAN WELL CORP CL A 03044L105 10,002 575,847 SH   DFND 2,20 513,514 0 62,333
MAMMOTH ENERGY SVCS INC COM 56155L108 58 10,900 SH   DFND 20 10,900 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 310 19,665 SH   DFND 2 19,665 0 0
MANHATTAN ASSOCIATES INC COM 562750109 179,629 1,530,324 SH   DFND 13,19,2,20,5,8 1,398,817 700 130,807
MANITOWOC CO INC COM NEW 563571405 12,984 629,690 SH   DFND 2,20,5,8 522,506 1,196 105,988
MANNKIND CORP COM NEW 56400P706 63,537 16,208,491 SH   DFND 2,20,5 15,693,654 0 514,837
MANPOWERGROUP INC COM 56418H100 160,360 1,621,438 SH   DFND 12,13,19,2,20,5,8 1,491,330 6,532 123,576
MANTECH INTERNATIONAL CORP CL A 564563104 79,811 917,901 SH   DFND 2,20,5,8 825,479 407 92,015
MARATHON DIGITAL HOLDINGS IN COM 565788106 5,732 119,358 SH   DFND 2,20 119,358 0 0
MARATHON OIL CORP COM 565849106 570,057 53,376,170 SH   DFND 1,10,12,13,2,20,5,6,8 49,333,525 9,667 4,032,978
MARATHON PETE CORP COM 56585A102 2,292,998 42,867,795 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 39,340,019 365,269 3,162,507
AMERICAN WOODMARK CORPORATIO COM 030506109 51,289 520,281 SH   DFND 2,20,5,8 464,850 261 55,170
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 23,114 648,529 SH   DFND 2,20 590,530 0 57,999
MARCHEX INC CL B 56624R108 45 16,014 SH   DFND 20 16,014 0 0
MARCUS & MILLICHAP INC COM 566324109 24,246 719,473 SH   DFND 2,20,5,8 641,333 0 78,140
MARCUS CORP DEL COM 566330106 14,824 741,559 SH   DFND 2,20,5 685,226 0 56,333
MARINE PRODS CORP COM 568427108 2,379 146,211 SH   DFND 2,20,5 127,760 0 18,451
MARINEMAX INC COM 567908108 37,645 762,665 SH   DFND 2,20,5,8 685,230 0 77,435
MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 7,910 510,950 SH   DFND 2,20,5 447,386 0 63,564
MARKEL CORP COM 570535104 342,330 300,390 SH   DFND 10,11,12,13,19,2,20,5,6,8 239,719 7,833 52,838
MARKER THERAPEUTICS INC COM 57055L107 1,291 576,225 SH   DFND 2,20 501,328 0 74,897
MARKETAXESS HLDGS INC COM 57060D108 878,551 1,764,442 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,491,036 53,977 219,429
AMERICAN WTR WKS CO INC NEW COM 030420103 1,389,072 9,265,424 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,086,898 113,723 1,064,803
MARLIN BUSINESS SVCS CORP COM 571157106 2,019 148,004 SH   DFND 2,20 124,783 0 23,221
MARRIOTT INTL INC NEW CL A 571903202 1,671,270 11,283,981 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,801,092 134,580 1,348,309
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 213,492 1,225,695 SH   DFND 1,12,13,2,20,5,8 1,075,739 515 149,441
MARRONE BIO INNOVATIONS INC COM 57165B106 2,094 1,001,879 SH   DFND 2,20 854,884 0 146,995
MARSH & MCLENNAN COS INC COM 571748102 2,823,439 23,180,946 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,753,930 448,073 2,978,943
MARTEN TRANS LTD COM 573075108 38,129 2,246,826 SH   DFND 2,20,5,8 2,027,180 0 219,646
MARTIN MARIETTA MATLS INC COM 573284106 1,103,872 3,287,093 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,855,007 36,494 395,592
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 690,356 14,094,656 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,520,083 399,480 2,175,093
MASCO CORP COM 574599106 733,512 12,245,603 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,471,172 387,680 1,386,751
MASIMO CORP COM 574795100 374,209 1,629,406 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,409,410 52,714 167,282
AMERICAS CAR-MART INC COM 03062T105 31,686 207,957 SH   DFND 2,20,5,8 186,362 0 21,595
MASONITE INTL CORP COM 575385109 54,533 473,215 SH   DFND 2,20,5,8 389,635 200 83,380
MASTEC INC COM 576323109 158,172 1,688,067 SH   DFND 12,13,2,20,5,8 1,476,818 487 210,762
MASTECH DIGITAL INC COM 57633B100 1,024 58,144 SH   DFND 2,20 50,463 0 7,681
MASTERCARD INCORPORATED CL A 57636Q104 12,050,953 33,846,237 SH   DFND 10,11,12,13,19,2,20,5,6,8 28,681,675 894,426 4,270,136
MASTERCRAFT BOAT HLDGS INC COM 57637H103 8,376 315,014 SH   DFND 2,20,5 268,370 0 46,644
MATADOR RES CO COM 576485205 141,432 6,031,204 SH   DFND 2,20,5 5,728,222 2,200 300,782
MATCH GROUP INC NEW COM 57667L107 647,850 4,715,755 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,812,317 149,965 753,473
MATERIALISE NV SPONSORED ADS 57667T100 2,990 83,181 SH   DFND 2,5 83,181 0 0
MATERION CORP COM 576690101 70,139 1,058,869 SH   DFND 2,20,5,8 985,154 87 73,628
MATINAS BIOPHARMA HLDGS INC COM 576810105 142 135,000 SH   DFND 20 135,000 0 0
AMERICOLD RLTY TR COM 03064D108 291,878 7,544,068 SH   DFND 10,19,2,20,5,8 6,394,333 58,000 1,091,735
MATRIX SVC CO COM 576853105 10,912 832,332 SH   DFND 2,20,5 764,853 0 67,479
MATSON INC COM 57686G105 98,177 1,471,919 SH   DFND 2,20,5,8 1,351,891 0 120,028
MATTEL INC COM 577081102 158,619 7,962,808 SH   DFND 12,13,19,2,20,5,8 7,284,108 3,270 675,430
MATTHEWS INTL CORP CL A 577128101 40,175 1,015,794 SH   DFND 2,20,5,8 906,792 71 108,931
MAUI LD & PINEAPPLE INC COM 577345101 1,147 99,312 SH   DFND 2,20 86,872 0 12,440
MAXAR TECHNOLOGIES INC COM 57778K105 93,916 2,483,241 SH   DFND 13,19,2,20,5,8 2,243,748 250 239,243
MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 25,097 795,209 SH   DFND 2,20,5 769,619 0 25,590
MAXIM INTEGRATED PRODS INC COM 57772K101 1,261,001 13,801,043 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,596,538 402,605 1,801,900
MAXIMUS INC COM 577933104 222,031 2,493,613 SH   DFND 12,13,19,2,20,5,8 2,229,380 510 263,723
MAXLINEAR INC COM 57776J100 92,449 2,712,714 SH   DFND 2,20,5,8 2,464,331 500 247,883
AMERIPRISE FINL INC COM 03076C106 1,276,208 5,490,249 SH   DFND 1,10,12,13,19,2,20,5,6,8 4,659,417 176,632 654,200
MAYVILLE ENGINEERING CO INC COM 578605107 1,584 110,180 SH   DFND 2,20 93,751 0 16,429
MBIA INC COM 55262C100 10,598 1,101,714 SH   DFND 2,20,5,8 914,948 0 186,766
MCAFEE CORP COM CL A 579063108 10,152 444,144 SH   DFND 2,20 428,227 0 15,917
MCCORMICK & CO INC COM NON VTG 579780206 1,085,214 12,171,539 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,147,350 150,184 1,874,005
MCDONALDS CORP COM 580135101 8,064,300 35,978,852 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 26,050,871 502,812 9,425,169
MCEWEN MNG INC COM 58039P107 700 672,948 SH   DFND 2,20,5,8 492,749 0 180,199
MCGRATH RENTCORP COM 580589109 38,407 476,220 SH   DFND 2,20,5,8 391,321 167 84,732
MCKESSON CORP COM 58155Q103 1,358,830 6,951,842 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,872,765 157,832 921,245
MDU RES GROUP INC COM 552690109 427,092 13,422,890 SH   DFND 12,13,2,20,5,8 12,987,623 1,690 433,577
MECHEL PAO SPONSORED ADR NE 583840608 1,826 1,055,236 SH   DFND 2,20,5 932,219 4,600 118,417
AMERIS BANCORP COM 03076K108 186,494 3,541,481 SH   DFND 2,20,5,8 3,250,491 1,400 289,590
MEDALLIA INC COM 584021109 31,887 1,143,325 SH   DFND 19,2,20,5,8 976,751 800 165,774
MEDIAALPHA INC CL A 58450V104 9,390 265,039 SH   DFND 2,20,5 229,319 0 35,720
MEDICAL PPTYS TRUST INC COM 58463J304 498,206 23,112,254 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,824,618 450,015 2,837,621
MEDICINOVA INC COM NEW 58468P206 3,528 698,545 SH   DFND 2,20,5 601,896 0 96,649
MEDIFAST INC COM 58470H101 75,804 355,502 SH   DFND 2,20,5,8 310,971 4,418 40,113
MEDNAX INC COM 58502B106 78,945 3,099,547 SH   DFND 12,13,2,20,5,8 2,469,757 892 628,898
MEDPACE HLDGS INC COM 58506Q109 136,050 829,322 SH   DFND 2,20,5,8 732,105 400 96,817
MEDTRONIC PLC SHS G5960L103 6,495,575 54,719,311 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 47,180,046 883,400 6,655,865
MEI PHARMA INC COM NEW 55279B202 6,071 1,770,116 SH   DFND 2,20,5 1,517,579 0 252,537
MEIRAGTX HLDGS PLC COM G59665102 5,322 368,849 SH   DFND 19,2,20,5,8 307,248 0 61,601
AMERISAFE INC COM 03071H100 40,340 630,312 SH   DFND 2,20,5,8 563,199 500 66,613
MELCO RESORTS AND ENTMNT LTD ADR 585464100 111,966 5,623,593 SH   DFND 1,10,12,13,19,2,20,5,6,8 2,675,874 309,408 2,638,311
MERCADOLIBRE INC COM 58733R102 683,703 464,428 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 312,009 23,716 128,703
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 35,969 10,796,000 PRN   DFND 2,5 10,796,000 0 0
MERCANTILE BANK CORP COM 587376104 10,379 319,650 SH   DFND 2,20,5,8 266,486 0 53,164
MERCER INTL INC COM 588056101 9,409 650,904 SH   DFND 2,20,5,8 617,903 0 33,001
MERCHANTS BANCORP IND COM 58844R108 7,626 181,440 SH   DFND 19,2,20,5 151,199 0 30,241
MERCK & CO. INC COM 58933Y105 8,759,110 112,688,934 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 91,484,818 2,628,900 18,575,216
MERCURY GENL CORP NEW COM 589400100 53,627 881,871 SH   DFND 12,2,20,5,8 828,355 2,734 50,782
MERCURY SYS INC COM 589378108 146,518 2,073,857 SH   DFND 13,19,2,20,5,8 1,950,234 399 123,224
MEREDITH CORP COM 589433101 41,077 1,379,340 SH   DFND 12,2,20,5,8 1,240,977 1,362 137,001
AAR CORP COM 000361105 70,590 1,694,842 SH   DFND 19,2,20,5,8 1,567,543 786 126,513
AMERISOURCEBERGEN CORP COM 03073E105 761,011 6,445,424 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,365,748 98,281 981,395
MERIDIAN BANCORP INC MD COM 58958U103 18,365 991,569 SH   DFND 2,20,5,8 801,796 0 189,773
MERIDIAN BIOSCIENCE INC COM 589584101 44,057 1,678,375 SH   DFND 2,20,5,8 1,530,462 500 147,413
MERIDIAN CORPORATION COM 58958P104 2,043 78,590 SH   DFND 2,20 67,340 0 11,250
MERIT MED SYS INC COM 589889104 112,876 1,885,033 SH   DFND 19,2,20,5,8 1,520,380 372 364,281
MERITAGE HOMES CORP COM 59001A102 108,198 1,177,086 SH   DFND 12,2,20,5,8 1,037,187 564 139,335
MERITOR INC COM 59001K100 76,209 2,590,381 SH   DFND 2,20,5,8 2,342,243 303 247,835
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 70 11,185 SH   DFND 20 11,185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 60,610 3,746,000 SH   DFND 13,19,2,20,5,8 3,558,506 100 187,394
MERUS N V COM N5749R100 772 36,972 SH   DFND 19,2,20,5,8 20,372 0 16,600
MESA AIR GROUP INC COM NEW 590479135 10,480 779,195 SH   DFND 2,20,5 701,890 0 77,305
AMES NATL CORP COM 031001100 4,156 162,478 SH   DFND 2,20,5 141,168 0 21,310
MESA LABS INC COM 59064R109 43,830 180,001 SH   DFND 2,20,5,8 162,770 0 17,231
META FINL GROUP INC COM 59100U108 45,264 997,841 SH   DFND 2,20,5,8 881,998 0 115,843
METACRINE INC COM 59101E103 512 82,630 SH   DFND 2,20 73,027 0 9,603
METHODE ELECTRS INC COM 591520200 52,125 1,241,666 SH   DFND 2,20,5,8 1,108,425 108 133,133
METLIFE INC COM 59156R108 2,237,362 36,804,774 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,707,090 879,746 4,217,938
METROCITY BANKSHARES INC COM 59165J105 4,299 279,488 SH   DFND 2,20,5 240,074 0 39,414
METROMILE INC COM 591697107 491 47,700 SH   DFND 20 47,700 0 0
METROPOLITAN BK HLDG CORP COM 591774104 5,863 116,424 SH   DFND 2,20,5 101,166 0 15,258
METTLER TOLEDO INTERNATIONAL COM 592688105 1,116,067 965,715 SH   DFND 10,11,12,13,19,2,20,5,6,8 815,147 27,094 123,474
MFA FINL INC COM 55272X102 37,490 9,046,672 SH   DFND 12,13,2,20,5,8 7,262,071 3,263 1,781,338
AMETEK INC COM 031100100 1,190,019 9,316,677 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,125,082 180,460 1,011,135
MGE ENERGY INC COM 55277P104 56,513 791,610 SH   DFND 2,20,5,8 648,906 548 142,156
MGIC INVT CORP WIS COM 552848103 170,434 12,305,738 SH   DFND 1,12,13,2,20,5,8 11,618,511 2,870 684,357
MGM GROWTH PPTYS LLC CL A COM 55303A105 17,312 522,802 SH   DFND 20,5,8 317,213 1,800 203,789
MGM RESORTS INTERNATIONAL COM 552953101 628,119 16,533,788 SH   DFND 10,12,13,19,2,20,5,6,8 14,067,269 290,293 2,176,226
MGP INGREDIENTS INC NEW COM 55303J106 25,165 425,436 SH   DFND 2,20,5,8 377,222 0 48,214
MICHAELS COS INC COM 59408Q106 58,605 2,671,171 SH   DFND 12,2,20,5,8 2,407,419 600 263,152
MICRO FOCUS INTL PLC SPON ADR NEW 594837403 495 63,179 SH   DFND 2,20 20,460 568 42,151
MICROCHIP TECHNOLOGY INC. COM 595017104 1,566,511 10,092,195 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,752,274 161,975 1,177,946
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 15,219 12,950,000 PRN   DFND 2 12,950,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 21,506 9,459,000 PRN   DFND 2,5 9,459,000 0 0
AMGEN INC COM 031162100 7,387,936 29,693,084 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 20,310,884 605,444 8,776,756
MICRON TECHNOLOGY INC COM 595112103 3,996,859 45,310,723 SH   DFND 10,11,12,13,19,2,20,5,6,8 38,630,094 1,166,018 5,514,611
MICROSOFT CORP COM 594918104 68,980,562 292,575,655 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 243,912,020 6,360,492 42,303,143
MICROSTRATEGY INC CL A NEW 594972408 154,590 227,740 SH   DFND 13,2,20,5,8 199,488 100 28,152
MICROVISION INC DEL COM NEW 594960304 32,226 1,737,239 SH   DFND 2,20,5 1,737,239 0 0
MID PENN BANCORP INC COM 59540G107 2,989 111,482 SH   DFND 2,20 94,354 0 17,128
MID-AMER APT CMNTYS INC COM 59522J103 939,146 6,505,582 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,560,135 98,284 847,163
MIDDLEBY CORP COM 596278101 207,874 1,254,143 SH   DFND 12,13,19,2,20,5,8 1,145,686 479 107,978
MIDDLEFIELD BANC CORP COM NEW 596304204 1,896 90,477 SH   DFND 2,20 77,577 0 12,900
MIDDLESEX WTR CO COM 596680108 27,373 346,402 SH   DFND 19,2,20,5,8 285,747 200 60,455
MIDLAND STS BANCORP INC ILL COM 597742105 17,084 615,871 SH   DFND 2,20,5,8 519,922 0 95,949
AMICUS THERAPEUTICS INC COM 03152W109 94,225 9,536,942 SH   DFND 13,19,2,20,5,8 8,615,596 3,500 917,846
MIDWEST HLDG INC COM NEW 59833J206 270 5,400 SH   DFND 2,20 4,000 0 1,400
MIDWESTONE FINL GROUP INC NE COM 598511103 8,508 274,725 SH   DFND 2,20,5,8 231,343 0 43,382
MILESTONE PHARMACEUTICALS IN COM 59935V107 99 17,016 SH   DFND 2 17,016 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 2,262 633,505 SH   DFND 2,20 542,750 0 90,755
MILLER HERMAN INC COM 600544100 75,557 1,828,082 SH   DFND 19,2,20,5,8 1,610,211 347 217,524
MILLER INDS INC TENN COM NEW 600551204 11,657 252,373 SH   DFND 2,20,5 224,535 0 27,838
MIMECAST LTD ORD SHS G14838109 50,588 1,258,083 SH   DFND 19,2,20,5,8 1,046,093 1,100 210,890
MIMEDX GROUP INC COM 602496101 723 70,200 SH   DFND 20 70,200 0 0
MINERALS TECHNOLOGIES INC COM 603158106 75,712 1,005,211 SH   DFND 2,20,5,8 885,532 914 118,765
MINERVA NEUROSCIENCES INC COM 603380106 1,664 569,788 SH   DFND 2,20,5 491,271 0 78,517
AMKOR TECHNOLOGY INC COM 031652100 76,022 3,206,308 SH   DFND 2,20,5,8 2,852,474 432 353,402
MIRATI THERAPEUTICS INC COM 60468T105 181,265 1,058,171 SH   DFND 13,19,2,20,5,8 916,766 300 141,105
MIRUM PHARMACEUTICALS INC COM 604749101 1,796 90,618 SH   DFND 2,20 79,612 0 11,006
MISONIX INC COM 604871103 3,826 195,310 SH   DFND 2,20,5 169,400 0 25,910
MISSION PRODUCE INC COM 60510V108 1,896 99,743 SH   DFND 2,20 84,855 0 14,888
MISTRAS GROUP INC COM 60649T107 3,617 316,959 SH   DFND 2,20 272,444 0 44,515
MITEK SYS INC COM NEW 606710200 17,034 1,168,346 SH   DFND 2,20,5,8 1,020,507 0 147,839
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 137 25,470 SH   DFND 20 25,470 0 0
MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 38 13,100 SH   DFND 20 13,100 0 0
MKS INSTRS INC COM 55306N104 235,627 1,270,776 SH   DFND 13,19,2,20,5,8 1,152,652 601 117,523
MMA CAPITAL HOLDINGS INC COM 55315D105 1,759 77,136 SH   DFND 2,20 66,223 0 10,913
AMN HEALTHCARE SVCS INC COM 001744101 111,690 1,515,471 SH   DFND 13,19,2,20,5,8 1,330,945 705 183,821
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 80,811 9,689,553 SH   DFND 10,12,13,19,2,20,5,8 6,874,754 308,393 2,506,406
MODEL N INC COM 607525102 24,950 708,203 SH   DFND 2,20,5,8 595,792 0 112,411
MODERNA INC COM 60770K107 786,862 6,008,874 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,898,871 141,731 968,272
MODINE MFG CO COM 607828100 19,648 1,330,232 SH   DFND 2,20,5 1,208,592 0 121,640
MODIVCARE INC COM 60783X104 57,304 386,875 SH   DFND 2,20,5,8 345,831 0 41,044
MOELIS & CO CL A 60786M105 57,491 1,047,570 SH   DFND 2,20,5,8 849,838 600 197,132
MOHAWK INDS INC COM 608190104 525,247 2,731,254 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,387,718 59,904 283,632
MOLECULAR TEMPLATES INC COM 608550109 5,741 454,933 SH   DFND 2,20,5,8 390,122 0 64,811
MOLINA HEALTHCARE INC COM 60855R100 435,671 1,863,752 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,544,388 98,724 220,640
MOLSON COORS BEVERAGE CO CL B 60871R209 420,536 8,221,631 SH   DFND 10,12,13,19,2,20,5,6,8 7,017,490 110,591 1,093,550
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 16,388 2,435,002 SH   DFND 13,2,20,5,8 2,072,815 2,533 359,654
MOMO INC ADR 60879B107 66,011 4,478,343 SH   DFND 1,10,12,13,19,2,20,5,8 3,088,171 109,800 1,280,372
MOMO INC NOTE 1.250% 7/0 60879BAB3 14,464 16,472,000 PRN   DFND 2,5 16,472,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 25,190 415,547 SH   DFND 2,20,5,8 354,552 0 60,995
MONDELEZ INTL INC CL A 609207105 3,624,618 61,598,456 SH   DFND 10,11,12,13,19,2,20,5,6,8 53,140,487 1,040,477 7,417,492
MONEYGRAM INTL INC COM NEW 60935Y208 8,932 1,359,578 SH   DFND 2,20,5 1,218,076 0 141,502
MONGODB INC CL A 60937P106 274,251 1,025,507 SH   DFND 10,11,12,13,19,2,20,5,6,8 821,433 26,453 177,621
MONMOUTH REAL ESTATE INVT CO CL A 609720107 65,347 3,694,009 SH   DFND 10,19,2,20,5,8 3,143,890 22,205 527,914
MONOLITHIC PWR SYS INC COM 609839105 596,467 1,685,861 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,425,824 53,758 206,279
MONRO INC COM 610236101 77,276 1,174,403 SH   DFND 2,20,5,8 1,054,134 329 119,940
MONSTER BEVERAGE CORP NEW COM 61174X109 1,429,849 15,697,104 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,094,241 562,727 2,040,136
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 25,739 1,404,953 SH   DFND 19,2,20,5,8 1,219,467 0 185,486
MONTROSE ENVIRONMENTAL GROUP COM 615111101 16,495 328,647 SH   DFND 2,20,5,8 276,776 0 51,871
MOODYS CORP COM 615369105 2,144,287 7,180,896 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,191,676 119,066 870,154
MOOG INC CL A 615394202 103,294 1,242,266 SH   DFND 13,2,20,5,8 1,138,503 288 103,475
MORGAN STANLEY COM NEW 617446448 10,277,377 132,338,102 SH   DFND 10,12,13,19,2,20,5,6,8 56,596,056 67,978,099 7,763,947
MORNINGSTAR INC COM 617700109 62,799 279,058 SH   DFND 19,2,20,5,8 231,172 126 47,760
MORPHIC HLDG INC COM 61775R105 15,284 241,527 SH   DFND 2,20,5,8 206,502 0 35,025
MOSAIC CO NEW COM 61945C103 535,397 16,937,592 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,025,190 170,855 2,741,547
MOTORCAR PTS AMER INC COM 620071100 12,800 568,909 SH   DFND 2,20,5 526,755 0 42,154
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,345,582 7,128,965 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,793,824 143,143 1,191,998
MOVADO GROUP INC COM 624580106 14,244 500,667 SH   DFND 2,20,5 460,583 0 40,084
AMPHENOL CORP NEW CL A 032095101 1,674,055 25,321,485 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,596,773 560,758 3,163,954
MP MATERIALS CORP COM CL A 553368101 1,373 38,200 SH   DFND 20 38,200 0 0
MR COOPER GROUP INC COM 62482R107 117,878 3,391,198 SH   DFND 2,20,5,8 3,126,266 500 264,432
MRC GLOBAL INC COM 55345K103 13,959 1,545,835 SH   DFND 2,20,5,8 1,256,023 200 289,612
MSA SAFETY INC COM 553498106 205,834 1,372,042 SH   DFND 13,19,2,20,5,6,8 1,295,914 326 75,802
MSC INDL DIRECT INC CL A 553530106 100,920 1,118,970 SH   DFND 13,19,2,20,5,8 1,023,632 748 94,590
MSCI INC COM 55354G100 1,529,761 3,648,542 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,225,017 70,996 352,529
MSG NETWORK INC CL A 553573106 10,771 716,154 SH   DFND 2,20,5,8 582,831 1,848 131,475
MTS SYS CORP COM 553777103 36,321 624,079 SH   DFND 19,2,20,5,8 554,506 561 69,012
MUELLER INDS INC COM 624756102 75,060 1,809,468 SH   DFND 2,20,5,8 1,612,709 218 196,541
MUELLER WTR PRODS INC COM SER A 624758108 45,658 3,287,143 SH   DFND 2,20,5,8 2,722,701 2,315 562,127
ABB LTD SPONSORED ADR 000375204 24,348 776,878 SH   DFND 2,20 776,878 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 95 56,138 SH   DFND 20 56,138 0 0
MULTIPLAN CORPORATION COM 62548M100 936 168,700 SH   DFND 20 168,700 0 0
MURPHY OIL CORP COM 626717102 150,361 9,162,781 SH   DFND 12,13,2,20,5,8 8,961,771 1,579 199,431
MURPHY USA INC COM 626755102 125,271 866,567 SH   DFND 12,2,20,5,8 768,470 269 97,828
MUSTANG BIO INC COM 62818Q104 2,339 704,541 SH   DFND 2,20,5 592,804 0 111,737
MVB FINL CORP COM 553810102 4,926 145,752 SH   DFND 2,20 123,440 0 22,312
MYERS INDS INC COM 628464109 22,405 1,126,159 SH   DFND 2,20,5,8 1,017,435 0 108,724
MYOVANT SCIENCES LTD COM G637AM102 3,818 185,515 SH   DFND 1,2,5,8,19,20 142,298 0 43,217
MYR GROUP INC DEL COM 55405W104 36,676 511,731 SH   DFND 2,20,5,8 449,017 0 62,714
MYRIAD GENETICS INC COM 62855J104 122,855 4,034,657 SH   DFND 2,20,5,8 3,773,877 1,182 259,598
NABORS INDUSTRIES LTD SHS G6359F137 26,631 284,977 SH   DFND 12,13,2,20,5 266,877 0 18,100
AMPLIFY ENERGY CORP NEW COM 03212B103 547 196,675 SH   DFND 2,20 196,675 0 0
NABRIVA THERAPEUTICS PLC SHS G63637113 178 107,436 SH   DFND 2,5 107,436 0 0
NACCO INDS INC CL A 629579103 1,793 71,871 SH   DFND 2,20,5 59,719 0 12,152
NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 24,127 2,808,714 SH   DFND 1,2,5 2,712,714 0 96,000
NANO X IMAGING LTD ORD SHS M70700105 2,130 51,389 SH   DFND 2,20,6,8 37,789 0 13,600
NANOSTRING TECHNOLOGIES INC COM 63009R109 55,684 847,416 SH   DFND 19,2,20,5,8 681,142 300 165,974
NANTHEALTH INC COM 630104107 1,406 438,054 SH   DFND 2,20 383,614 0 54,440
NAPCO SEC TECHNOLOGIES INC COM 630402105 7,718 221,587 SH   DFND 2,20,5,8 179,196 0 42,391
NASDAQ INC COM 631103108 796,468 5,401,249 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,570,238 122,252 708,759
NATERA INC COM 632307104 193,865 1,909,243 SH   DFND 13,2,20,5,8 1,645,499 700 263,044
NATHANS FAMOUS INC NEW COM 632347100 3,207 50,826 SH   DFND 2,20 43,963 0 6,863
AMYRIS INC COM NEW 03236M200 42,398 2,219,780 SH   DFND 2,20,5,8 1,838,962 0 380,818
NATIONAL BANKSHARES INC VA COM 634865109 3,919 110,370 SH   DFND 2,20,5 93,160 0 17,210
NATIONAL BEVERAGE CORP COM 635017106 35,569 727,228 SH   DFND 2,20,5,8 639,891 0 87,337
NATIONAL BK HLDGS CORP CL A 633707104 46,663 1,175,982 SH   DFND 2,20,5,8 1,066,695 0 109,287
NATIONAL CINEMEDIA INC COM 635309107 5,465 1,170,298 SH   DFND 2,20,5 1,005,361 0 164,937
NATIONAL ENERGY SERVICES REU SHS G6375R107 4,190 338,728 SH   DFND 2,20 295,301 0 43,427
NATIONAL FUEL GAS CO COM 636180101 324,463 6,434,464 SH   DFND 12,13,19,2,20,5,8 6,340,103 1,287 93,074
NATIONAL GRID PLC SPONSORED ADR NE 636274409 3,034 51,222 SH   DFND 2,20 51,222 0 0
NATIONAL HEALTH INVS INC COM 63633D104 131,696 1,794,590 SH   DFND 10,19,2,20,5,8 1,524,883 10,398 259,309
NATIONAL HEALTHCARE CORP COM 635906100 23,077 294,315 SH   DFND 2,20,5,8 250,299 0 44,016
NATIONAL INSTRS CORP COM 636518102 133,874 3,100,004 SH   DFND 13,19,2,20,5,8 2,769,307 1,055 329,642
ANALOG DEVICES INC COM 032654105 1,950,561 12,577,774 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,945,815 230,031 1,401,928
NATIONAL PRESTO INDS INC COM 637215104 25,057 245,491 SH   DFND 2,20,5 229,601 157 15,733
NATIONAL RESH CORP COM NEW 637372202 12,499 266,896 SH   DFND 2,20,5,8 216,228 0 50,668
NATIONAL RETAIL PROPERTIES I COM 637417106 743,359 16,867,681 SH   DFND 10,12,13,19,2,20,5,8 15,991,185 42,744 833,752
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 127,551 3,194,363 SH   DFND 10,19,2,20,5,8 2,802,973 15,200 376,190
NATIONAL VISION HLDGS INC COM 63845R107 73,593 1,679,062 SH   DFND 13,19,2,20,5,8 1,387,801 900 290,361
NATIONAL WESTN LIFE GROUP IN CL A 638517102 11,856 47,616 SH   DFND 2,20,5,8 38,463 0 9,153
NATURA &CO HLDG S A ADS 63884N108 1,360 80,052 SH   DFND 1,19,2,20,8 21,380 1,374 57,298
NATURAL GAS SVCS GROUP INC COM 63886Q109 128 13,599 SH   DFND 20 13,599 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 3,117 177,622 SH   DFND 2,20 156,221 0 21,401
NATURES SUNSHINE PRODS INC COM 639027101 3,006 143,486 SH   DFND 2,20 120,822 0 22,664
ANAPLAN INC COM 03272L108 90,207 1,675,150 SH   DFND 13,19,2,20,5,8 1,431,040 1,000 243,110
NATUS MED INC DEL COM 639050103 34,289 1,338,896 SH   DFND 2,20,5,8 1,227,598 0 111,298
NAUTILUS INC COM 63910B102 8,129 519,731 SH   DFND 2,20,5,8 444,430 0 75,301
NAVIENT CORPORATION COM 63938C108 86,420 6,039,151 SH   DFND 1,12,13,19,2,20,5,8 5,343,340 2,877 692,934
NAVISTAR INTL CORP NEW COM 63934E108 41,824 949,893 SH   DFND 12,13,19,2,20,5,8 772,772 356 176,765
NBT BANCORP INC COM 628778102 68,572 1,718,605 SH   DFND 2,20,5,8 1,562,903 323 155,379
NCINO INC COM 63947U107 26,580 398,386 SH   DFND 2,20 359,963 0 38,423
NCR CORP NEW COM 62886E108 175,670 4,628,980 SH   DFND 1,12,13,19,2,20,5,8 4,347,501 1,952 279,527
NEENAH INC COM 640079109 29,018 564,766 SH   DFND 2,20,5,8 502,439 0 62,327
NEKTAR THERAPEUTICS COM 640268108 87,572 4,378,595 SH   DFND 13,19,2,20,5,8 4,009,062 1,889 367,644
NELNET INC CL A 64031N108 24,981 343,422 SH   DFND 2,20,5,8 271,512 60 71,850
ANAPTYSBIO INC COM 032724106 37,961 1,761,515 SH   DFND 2,20,5,8 1,683,270 0 78,245
NEMAURA MED INC COM NEW 640442208 810 105,981 SH   DFND 2,20 92,668 0 13,313
NEOGAMES S A SHS L6673X107 2,297 64,218 SH   DFND 2,20 56,250 0 7,968
NEOGEN CORP COM 640491106 151,031 1,699,080 SH   DFND 19,2,20,5,8 1,511,746 613 186,721
NEOGENOMICS INC COM NEW 64049M209 159,129 3,299,376 SH   DFND 19,2,20,5,8 2,917,162 1,700 380,514
NEOLEUKIN THERAPEUTICS INC COM 64049K104 19,438 1,579,068 SH   DFND 19,2,20,5,8 1,501,024 0 78,044
NEOPHOTONICS CORP COM 64051T100 30,669 2,566,414 SH   DFND 2,20,5,8 2,419,030 0 147,384
NESCO HLDGS INC COM 64083J104 1,736 185,642 SH   DFND 2,20 160,342 0 25,300
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 593 105,944 SH   DFND 2 105,944 0 0
NETAPP INC COM 64110D104 669,031 9,206,425 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,777,164 290,314 1,138,947
NETEASE INC SPONSORED ADS 64110W102 880,240 8,524,506 SH   DFND 1,10,12,13,19,2,20,5,8 6,250,542 232,480 2,041,484
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 41,070 2,747,179 SH   DFND 2,20,5 2,619,738 0 127,441
NETFLIX INC COM 64110L106 8,264,523 15,842,738 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,484,437 230,225 2,128,076
NETGEAR INC COM 64111Q104 45,994 1,119,067 SH   DFND 19,2,20,5,8 1,003,261 96 115,710
NETSCOUT SYS INC COM 64115T104 65,291 2,318,558 SH   DFND 13,19,2,20,5,8 1,992,578 1,165 324,815
NETSTREIT CORP COM 64119V303 4,960 268,228 SH   DFND 2,20 221,882 0 46,346
NEUBASE THERAPEUTICS INC COM 64132K102 1,908 258,126 SH   DFND 2,20 220,984 0 37,142
NEUROBO PHARMACEUTICALS INC COM 64132R107 326 74,062 SH   DFND 2,20 64,594 0 9,468
NEUROCRINE BIOSCIENCES INC COM 64125C109 317,749 3,267,343 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,922,989 50,228 294,126
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 13,095 9,637,000 PRN   DFND 2,5 9,637,000 0 0
NEVRO CORP COM 64157F103 99,080 710,251 SH   DFND 13,2,20,5,8 590,324 400 119,527
NEW FORTRESS ENERGY INC COM CL A 644393100 43,698 951,814 SH   DFND 2,20 951,814 0 0
ANDERSONS INC COM 034164103 28,599 1,037,928 SH   DFND 2,20,5,8 928,051 1,437 108,440
NEW FRONTIER HEALTH CORP ORD SHS G6461G106 687 60,800 SH   DFND 2 60,800 0 0
NEW HOME CO INC COM 645370107 62 11,900 SH   DFND 20 11,900 0 0
NEW JERSEY RES CORP COM 646025106 335,717 8,351,516 SH   DFND 12,13,19,2,20,5,8 8,003,419 1,356 346,741
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 404,770 28,912,142 SH   DFND 1,10,11,12,13,19,2,20,5,8 21,318,202 687,130 6,906,810
NEW RELIC INC COM 64829B100 42,158 685,718 SH   DFND 13,19,2,20,5,8 571,934 800 112,984
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 12,792 13,070,000 PRN   DFND 2,5 13,070,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 65,298 5,804,272 SH   DFND 12,13,2,20,5,8 4,915,213 3,500 885,559
NEW SR INVT GROUP INC COM 648691103 9,099 1,460,456 SH   DFND 2,20,5 1,253,754 0 206,702
NEW YORK CMNTY BANCORP INC COM 649445103 194,420 15,405,741 SH   DFND 12,13,2,20,5,8 14,436,357 15,517 953,867
NEW YORK MTG TR INC COM PAR $.02 649604501 57,004 12,472,219 SH   DFND 2,20,5,8 11,025,081 0 1,447,138
ANGI INC COM CL A NEW 00183L102 7,197 553,619 SH   DFND 2,20,5,8 494,043 0 59,576
NEW YORK TIMES CO CL A 650111107 177,540 3,507,308 SH   DFND 13,19,2,20,5,8 3,188,885 1,200 317,223
NEWAGE INC COM 650194103 4,488 1,569,090 SH   DFND 2,20,5 1,365,446 0 203,644
NEWATER TECHNOLOGY INC SHS G64335105 101 30,241 SH   DFND 2 30,241 0 0
NEWELL BRANDS INC COM 651229106 483,441 18,052,307 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,574,770 257,138 3,220,399
NEWMARK GROUP INC CL A 65158N102 27,621 2,760,679 SH   DFND 13,2,20,5,8 2,254,586 36,443 469,650
NEWMARKET CORP COM 651587107 70,838 185,435 SH   DFND 13,19,2,20,5,8 163,371 83 21,981
NEWMONT CORP COM 651639106 2,215,359 36,757,248 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 31,401,404 347,884 5,007,960
NEWPARK RES INC COM PAR $.01NEW 651718504 5,351 1,704,109 SH   DFND 2,20,5 1,494,227 0 209,882
NEWS CORP NEW CL A 65249B109 450,021 17,626,072 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,175,044 223,049 2,227,979
NEWS CORP NEW CL B 65249B208 101,747 4,318,180 SH   DFND 10,12,13,19,2,20,5,6 3,954,087 1,000 363,093
ANGIODYNAMICS INC COM 03475V101 48,337 2,065,677 SH   DFND 2,20,5,8 1,959,081 0 106,596
NEXA RES S A COM L67359106 636 62,068 SH   DFND 13,2,5 52,520 0 9,548
NEXIMMUNE INC COM 65344D109 925 48,454 SH   DFND 2,20 39,240 0 9,214
NEXPOINT RESIDENTIAL TR INC COM 65341D102 52,723 1,143,906 SH   DFND 10,19,2,20,5,8 1,016,519 5,000 122,387
NEXSTAR MEDIA GROUP INC CL A 65336K103 73,707 524,865 SH   DFND 12,13,19,2,20,5,8 435,063 612 89,190
NEXTCURE INC COM 65343E108 2,746 274,279 SH   DFND 2,20,5,8 234,306 0 39,973
NEXTDECADE CORP COM 65342K105 895 335,223 SH   DFND 2,20 294,445 0 40,778
NEXTERA ENERGY INC COM 65339F101 7,340,432 97,082,826 SH   DFND 10,11,12,13,19,2,20,5,6,8 86,061,055 1,202,628 9,819,143
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 36,754 638,650 SH   DFND 2 638,650 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 41,092 829,300 SH   DFND 2 829,300 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 50,345 1,013,800 SH   DFND 2 1,013,800 0 0
ABBOTT LABS COM 002824100 8,451,446 70,522,748 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 60,566,362 1,251,455 8,704,931
ANGION BIOMEDICA CORP COM 03476J107 849 47,005 SH   DFND 2,20 38,606 0 8,399
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 9,605 131,798 SH   DFND 19,20,5,8 66,679 400 64,719
NEXTGEN HEALTHCARE INC COM 65343C102 31,777 1,755,655 SH   DFND 2,20,5,8 1,546,752 1,604 207,299
NEXTIER OILFIELD SOLUTIONS COM 65290C105 17,058 4,585,513 SH   DFND 19,2,20,5,8 4,044,051 0 541,462
NGM BIOPHARMACEUTICALS INC COM 62921N105 14,177 487,682 SH   DFND 2,20,5 428,447 0 59,235
NI HLDGS INC COM 65342T106 2,759 149,281 SH   DFND 2,20 127,876 0 21,405
NIC INC COM 62914B100 70,165 2,067,924 SH   DFND 2,20,5,8 1,836,213 1,718 229,993
NICE LTD SPONSORED ADR 653656108 59,019 270,767 SH   DFND 1,20 5,036 0 265,731
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 3,436 1,313,000 PRN   DFND 5 1,313,000 0 0
NICOLET BANKSHARES INC COM 65406E102 19,454 233,096 SH   DFND 2,20,5,8 203,064 0 30,032
NIELSEN HLDGS PLC SHS EUR G6518L108 304,681 12,114,571 SH   DFND 10,12,13,19,2,20,5,6,8 10,793,053 5,518 1,316,000
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 10,243 456,559 SH   DFND 2,20,5,8 432,438 0 24,121
NIKE INC CL B 654106103 7,330,593 55,051,069 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 41,944,860 1,183,489 11,922,720
NIKOLA CORP COM 654110105 11,154 803,045 SH   DFND 19,2,20,5,8 679,145 1,600 122,300
NINE ENERGY SERVICE INC COM 65441V101 32 13,990 SH   DFND 20 13,990 0 0
NIO INC SPON ADS 62914V106 993,370 25,484,086 SH   DFND 1,10,12,13,19,2,20,5,8 18,919,849 555,000 6,009,237
NISOURCE INC COM 65473P105 455,549 18,894,628 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,563,139 272,468 2,059,021
NIU TECHNOLOGIES ADS 65481N100 22,542 615,072 SH   DFND 1,13,2,20,5 546,426 0 68,646
NKARTA INC COM 65487U108 39,953 1,214,390 SH   DFND 2,20,5,8 1,171,337 0 43,053
NL INDS INC COM NEW 629156407 995 133,580 SH   DFND 2,20 114,411 0 19,169
NLIGHT INC COM 65487K100 22,144 683,461 SH   DFND 2,20,5,8 543,171 0 140,290
NMI HLDGS INC CL A 629209305 86,309 3,650,993 SH   DFND 19,2,20,5,8 3,371,112 0 279,881
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 222 3,540 SH   DFND 20 3,540 0 0
NN INC COM 629337106 5,031 711,605 SH   DFND 2,20,5 613,967 0 97,638
NOAH HLDGS LTD SPON ADS CL A 65487X102 25,857 582,362 SH   DFND 10,12,13,19,2,20,5,8 438,671 19,100 124,591
NOKIA CORP SPONSORED ADR 654902204 43 10,898 SH   DFND 1,20 10,898 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,619 58,963 SH   DFND 12,2,20,5,8 58,963 0 0
NOODLES & CO COM CL A 65540B105 5,056 488,487 SH   DFND 2,20 409,568 0 78,919
NORDIC AMERICAN TANKERS LIMI COM G65773106 8,640 2,658,478 SH   DFND 2,20,5 2,300,389 0 358,089
NORDSON CORP COM 655663102 386,446 1,945,067 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,717,868 45,470 181,729
NORDSTROM INC COM 655664100 129,441 3,418,038 SH   DFND 12,13,19,2,20,5,8 2,558,907 852 858,279
NORFOLK SOUTHN CORP COM 655844108 2,848,076 10,606,568 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,223,391 178,810 1,204,367
NORTHEAST BK LEWISTON ME COM 66405S100 3,323 125,926 SH   DFND 2,20 107,829 0 18,097
ANI PHARMACEUTICALS INC COM 00182C103 14,275 394,992 SH   DFND 13,2,20,5,8 344,972 0 50,020
NORTHERN OIL AND GAS INC MN COM 665531307 21,261 1,759,992 SH   DFND 2,20 1,759,992 0 0
NORTHERN TR CORP COM 665859104 1,008,230 9,529,113 SH   DFND 10,12,13,19,2,20,5,6,8 8,437,698 118,879 972,536
NORTHFIELD BANCORP INC DEL COM 66611T108 24,867 1,561,989 SH   DFND 2,20,5,8 1,405,462 0 156,527
NORTHRIM BANCORP INC COM 666762109 5,511 129,648 SH   DFND 2,20,5 115,211 0 14,437
NORTHROP GRUMMAN CORP COM 666807102 5,111,667 15,794,300 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,682,670 9,613,030 498,600
NORTHWEST BANCSHARES INC MD COM 667340103 66,684 4,614,777 SH   DFND 2,20,5,8 4,154,388 1,598 458,791
NORTHWEST NAT HLDG CO COM 66765N105 64,418 1,194,040 SH   DFND 19,2,20,5,8 1,095,542 38 98,460
NORTHWEST PIPE CO COM 667746101 5,701 170,596 SH   DFND 2,20,5 147,024 0 23,572
NORTHWESTERN CORP COM NEW 668074305 101,684 1,559,575 SH   DFND 12,13,19,2,20,5,8 1,393,387 700 165,488
NORTONLIFELOCK INC COM 668771108 549,273 25,835,962 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 20,491,971 658,625 4,685,366
ANIKA THERAPEUTICS INC COM 035255108 38,398 941,353 SH   DFND 2,20,5,8 893,184 0 48,169
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 306,278 11,101,064 SH   DFND 10,12,13,2,20,5,6,8 9,950,004 3,537 1,147,523
NORWOOD FINL CORP COM 669549107 2,545 95,652 SH   DFND 2,20 80,722 0 14,930
NOV INC COM 62955J103 318,889 23,242,657 SH   DFND 10,12,13,19,2,20,5,6,8 19,790,561 5,911 3,446,185
NOVA MEASURING INSTRUMENTS L COM M7516K103 457 5,026 SH   DFND 2 5,026 0 0
NOVAGOLD RES INC COM NEW 66987E206 34,230 3,907,508 SH   DFND 2,20,5 3,301,981 0 605,527
NOVAN INC COM 66988N106 101 64,500 SH   DFND 20 64,500 0 0
NOVANTA INC COM 67000B104 87,408 662,737 SH   DFND 13,19,2,20,5,8 534,114 300 128,323
NOVARTIS AG SPONSORED ADR 66987V109 171,535 2,006,725 SH   DFND 1,2,20 34,118 0 1,972,607
NOVAVAX INC COM NEW 670002401 261,440 1,441,953 SH   DFND 13,19,2,20,5,8 1,214,420 1,100 226,433
NOVO-NORDISK A S ADR 670100205 274,534 4,017,159 SH   DFND 20 23,874 0 3,993,285
ANNALY CAPITAL MANAGEMENT IN COM 035710409 272,095 30,861,439 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,941,173 1,052,457 5,867,809
NOVOCURE LTD ORD SHS G6674U108 270,691 2,047,896 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 1,649,439 85,558 312,899
NOW INC COM 67011P100 36,370 3,604,534 SH   DFND 12,2,20,5,8 3,210,460 290 393,784
NRG ENERGY INC COM NEW 629377508 459,139 12,169,074 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,549,427 387,986 1,231,661
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 17,186 14,640,000 PRN   DFND 2,5 14,640,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 71,460 1,351,102 SH   DFND 10,12,13,2,20,5,8 1,219,613 21,934 109,555
NUANCE COMMUNICATIONS INC COM 67020Y100 155,007 3,551,954 SH   DFND 12,13,19,2,20,5,8 2,927,038 2,633 622,283
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 43,023 23,244,000 PRN   DFND 2,5 23,244,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,736 2,515,000 PRN   DFND 2,5 2,515,000 0 0
NUCOR CORP COM 670346105 1,512,896 18,754,220 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,849,965 193,520 1,710,735
NURIX THERAPEUTICS INC COM 67080M103 42,838 1,377,862 SH   DFND 2,20,5,8 1,324,346 0 53,516
ANNEXON INC COM 03589W102 21,105 758,092 SH   DFND 2,20,5,8 699,314 0 58,778
NUTANIX INC CL A 67059N108 64,464 2,427,112 SH   DFND 13,19,2,20,5,8 2,060,524 1,400 365,188
NUTANIX INC NOTE 1/1 67059NAB4 13,405 13,755,000 PRN   DFND 2,5 13,755,000 0 0
NUTRIEN LTD COM 67077M108 162,996 2,998,899 SH   DFND 10,2,20 1,141,338 1,857,561 0
NUVASIVE INC COM 670704105 109,290 1,667,029 SH   DFND 13,2,20,5,8 1,476,996 761 189,272
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 12,682 12,414,000 PRN   DFND 2 12,414,000 0 0
NUVATION BIO INC COM CL A 67080N101 444 42,500 SH   DFND 20 42,500 0 0
NV5 GLOBAL INC COM 62945V109 23,046 238,649 SH   DFND 2,20,5,8 199,164 0 39,485
NVE CORP COM NEW 629445206 9,182 130,986 SH   DFND 2,20,5 118,820 0 12,166
NVENT ELECTRIC PLC SHS G6700G107 108,946 3,903,486 SH   DFND 1,2,5,8,12,13,19,20 3,580,739 2,864 319,883
NVIDIA CORPORATION COM 67066G104 12,931,900 24,220,217 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,528,828 599,622 3,091,767
ANSYS INC COM 03662Q105 1,162,031 3,422,168 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,925,627 106,921 389,620
NVR INC COM 62944T105 721,281 153,108 SH   DFND 10,11,12,13,19,2,20,5,6,8 131,908 4,969 16,231
NXP SEMICONDUCTORS N V COM N6596X109 2,036,462 10,105,131 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,786,362 194,997 1,123,772
NYMOX PHARMACEUTICAL CORP COM P73398102 1,455 655,393 SH   DFND 2,20 578,916 0 76,477
O-I GLASS INC COM 67098H104 77,733 5,273,614 SH   DFND 12,13,2,20,5,8 4,719,592 2,286 551,736
OAK STR HEALTH INC COM 67181A107 42,944 791,309 SH   DFND 2,20 726,380 0 64,929
OAK VY BANCORP OAKDALE CALIF COM 671807105 1,820 106,099 SH   DFND 2,20 90,901 0 15,198
OASIS PETROLEUM INC COM NEW 674215207 778 13,100 SH   DFND 20 13,100 0 0
OBSEVA SA COM H5861P103 157 48,444 SH   DFND 2 48,444 0 0
OCCIDENTAL PETE CORP COM 674599105 1,440,847 54,106,385 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 50,409,638 445,700 3,251,047
OCEANEERING INTL INC COM 675232102 46,836 4,101,241 SH   DFND 12,2,20,5,8 3,782,358 2,087 316,796
ANTARES PHARMA INC COM 036642106 19,362 4,710,985 SH   DFND 2,20,5,8 4,150,089 0 560,896
OCEANFIRST FINL CORP COM 675234108 38,920 1,625,738 SH   DFND 2,20,5,8 1,353,341 0 272,397
OCONEE FED FINL CORP COM 675607105 263 10,093 SH   DFND 2,20 8,593 0 1,500
OCUGEN INC COM 67577C105 34,180 5,033,935 SH   DFND 2,20 5,033,935 0 0
OCULAR THERAPEUTIX INC COM 67576A100 24,904 1,517,617 SH   DFND 19,2,20,5,8 1,328,035 0 189,582
OCWEN FINL CORP COM NEW 675746606 220 7,733 SH   DFND 20,5 7,733 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,303 381,118 SH   DFND 2,20,5,8 332,347 0 48,771
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 71,269 2,589,703 SH   DFND 10,19,2,20,5,8 2,309,450 11,941 268,312
OFG BANCORP COM 67103X102 46,666 2,055,781 SH   DFND 2,20,5,8 1,880,038 111 175,632
OGE ENERGY CORP COM 670837103 208,197 6,433,767 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,570,641 198,535 664,591
OHIO VY BANC CORP COM 677719106 1,550 63,820 SH   DFND 2,20 54,267 0 9,553
ANTERIX INC COM 03676C100 11,049 234,288 SH   DFND 19,2,20,5,8 196,189 0 38,099
OI SA SPONSORED ADR NE 670851500 1,225 737,829 SH   DFND 2 737,829 0 0
OIL DRI CORP AMER COM 677864100 3,578 103,877 SH   DFND 13,2,20,5 87,822 0 16,055
OIL STS INTL INC COM 678026105 17,288 2,866,959 SH   DFND 2,20,5 2,703,084 0 163,875
OKTA INC CL A 679295105 520,684 2,362,129 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,911,680 56,579 393,870
OKTA INC NOTE 0.125% 9/0 679295AD7 37,423 27,735,000 PRN   DFND 2,5 27,735,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 995,714 4,141,733 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,523,179 150,363 468,191
OLD NATL BANCORP IND COM 680033107 148,668 7,687,048 SH   DFND 19,2,20,5,8 7,089,043 700 597,305
OLD POINT FINL CORP COM 680194107 1,007 42,820 SH   DFND 20 2,301 0 40,519
OLD REP INTL CORP COM 680223104 544,171 24,916,236 SH   DFND 12,13,2,20,5,8 24,294,930 58,786 562,520
OLD SECOND BANCORP INC ILL COM 680277100 7,105 537,861 SH   DFND 2,20,5 424,416 0 113,445
ABBVIE INC COM 00287Y109 8,170,171 75,495,948 SH   DFND 10,11,12,13,19,2,20,5,6,8 64,415,211 2,129,891 8,950,846
ANTERO MIDSTREAM CORP COM 03676B102 65,241 7,224,928 SH   DFND 19,2,20,5,8 6,714,048 4,900 505,980
OLEMA PHARMACEUTICALS INC COM 68062P106 5,768 173,846 SH   DFND 2,20,5 145,956 0 27,890
OLIN CORP COM PAR $1 680665205 215,080 5,664,472 SH   DFND 12,13,2,20,5,8 3,090,561 2,439,084 134,827
OLLIES BARGAIN OUTLET HLDGS COM 681116109 117,894 1,355,098 SH   DFND 19,2,20,5,8 1,242,074 400 112,624
OLYMPIC STEEL INC COM 68162K106 8,727 296,322 SH   DFND 2,20 273,166 0 23,156
OMEGA FLEX INC COM 682095104 8,629 54,658 SH   DFND 2,20,5,8 45,374 0 9,284
OMEGA HEALTHCARE INVS INC COM 681936100 420,859 11,489,467 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,810,456 289,205 1,389,806
OMEROS CORP COM 682143102 23,021 1,293,301 SH   DFND 2,20,5,8 1,088,758 0 204,543
OMNICELL COM COM 68213N109 169,915 1,308,347 SH   DFND 2,20,5,8 1,143,794 602 163,951
OMNICOM GROUP INC COM 681919106 892,897 11,928,529 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,436,043 290,824 1,201,662
ON SEMICONDUCTOR CORP COM 682189105 397,208 9,545,965 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,327,700 256,044 1,962,221
ANTERO RESOURCES CORP COM 03674X106 164,075 16,085,819 SH   DFND 12,13,2,20,5,8 15,432,505 4,100 649,214
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 32,679 15,742,000 PRN   DFND 2,5 15,742,000 0 0
ON24 INC COM 68339B104 5,841 120,416 SH   DFND 2,20 101,851 0 18,565
ONCOCYTE CORP COM 68235C107 5,758 1,109,356 SH   DFND 2,20,5 968,005 0 141,351
ONCONOVA THERAPEUTICS INC COM PAR 68232V405 93 92,900 SH   DFND 20 92,900 0 0
ONCORUS INC COM 68236R103 1,372 98,586 SH   DFND 2,20 81,328 0 17,258
ONCTERNAL THERAPEUTICS INC COM 68236P107 161 19,314 SH   DFND 20 19,314 0 0
ONE GAS INC COM 68235P108 127,456 1,657,206 SH   DFND 13,19,2,20,5,8 1,463,009 545 193,652
ONE LIBERTY PPTYS INC COM 682406103 10,812 477,945 SH   DFND 2,20,5,8 410,993 4,365 62,587
ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 5,944 402,178 SH   DFND 10,19,2,20 336,578 0 65,600
ONEMAIN HLDGS INC COM 68268W103 53,436 994,710 SH   DFND 10,12,13,2,20,5,8 818,489 11,598 164,623
ANTHEM INC COM 036752103 3,731,265 10,394,944 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,789,353 345,028 1,260,563
ONEOK INC NEW COM 682680103 1,457,636 28,772,919 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,292,713 274,038 2,206,168
ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 618 266,511 SH   DFND 2,20,5 205,343 0 61,168
ONESPAN INC COM 68287N100 28,211 1,151,479 SH   DFND 2,20,5,8 1,028,208 1,012 122,259
ONESPAWORLD HOLDINGS LIMITED COM P73684113 9,032 848,074 SH   DFND 2,20,5,8 722,779 0 125,295
ONEWATER MARINE INC CL A COM 68280L101 4,908 122,825 SH   DFND 2,20 101,372 0 21,453
ONTO INNOVATION INC COM 683344105 95,292 1,450,193 SH   DFND 2,20,5,8 1,250,747 709 198,737
ONTRAK INC COM 683373104 7,286 223,784 SH   DFND 2,20,5,8 198,303 0 25,481
OOMA INC COM 683416101 7,490 472,529 SH   DFND 2,20,5 417,044 0 55,485
OP BANCORP COM 67109R109 2,054 195,225 SH   DFND 2,20 166,841 0 28,384
OPEN LENDING CORP COM CL A 68373J104 13,720 387,349 SH   DFND 2,20,5,8 318,649 0 68,700
AON PLC SHS CL A G0403H108 2,135,495 9,280,319 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,124,508 204,327 951,484
OPENDOOR TECHNOLOGIES INC COM 683712103 4,395 207,400 SH   DFND 20 207,400 0 0
OPERA LTD SPONSORED ADS 68373M107 258 25,806 SH   DFND 2,20 25,806 0 0
OPKO HEALTH INC COM 68375N103 82,835 19,308,756 SH   DFND 13,2,20,5,8 17,865,409 7,225 1,436,122
OPORTUN FINL CORP COM 68376D104 6,980 337,035 SH   DFND 2,20,5 295,118 0 41,917
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 8,548 213,425 SH   DFND 2,20,5 193,383 0 20,042
OPTIMIZERX CORP COM NEW 68401U204 13,358 274,010 SH   DFND 2,20,5 238,276 0 35,734
OPTINOSE INC COM 68404V100 2,132 577,811 SH   DFND 2,20,5 493,828 0 83,983
OPTION CARE HEALTH INC COM NEW 68404L201 26,510 1,494,338 SH   DFND 2,20,5,8 1,265,817 0 228,521
ORACLE CORP COM 68389X105 5,364,186 76,445,578 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 64,874,084 1,518,402 10,053,092
ORANGE SPONSORED ADR 684060106 262 21,280 SH   DFND 1,20 4,780 0 16,500
APA CORPORATION COM 03743Q108 449,269 25,098,815 SH   DFND 10,12,13,19,2,20,5,6,8 24,124,893 6,360 967,562
ORASURE TECHNOLOGIES INC COM 68554V108 34,936 2,993,684 SH   DFND 2,20,5,8 2,749,555 1,058 243,071
ORBCOMM INC COM 68555P100 17,855 2,340,147 SH   DFND 2,20,5 2,166,312 0 173,835
ORCHARD THERAPEUTICS PLC ADS 68570P101 1,530 210,740 SH   DFND 2,5 210,740 0 0
ORCHID IS CAP INC COM 68571X103 8,220 1,352,724 SH   DFND 2,20,5 1,148,546 0 204,178
OREILLY AUTOMOTIVE INC COM 67103H107 1,453,189 2,864,837 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,482,628 43,998 338,211
ORGANOGENESIS HLDGS INC COM 68621F102 6,985 383,379 SH   DFND 2,20,5 330,572 0 52,807
ORGENESIS INC COM NEW 68619K204 1,636 285,441 SH   DFND 2,20 247,024 0 38,417
ORIC PHARMACEUTICALS INC COM 68622P109 33,456 1,365,565 SH   DFND 2,20,5,8 1,308,717 0 56,848
ORIGIN BANCORP INC COM 68621T102 17,162 404,673 SH   DFND 2,20,5,8 332,264 0 72,409
ORION ENERGY SYSTEMS INC COM 686275108 5,981 859,408 SH   DFND 2,20 791,700 0 67,708
APARTMENT INCOME REIT CORP COM 03750L109 276,839 6,474,242 SH   DFND 10,12,13,19,2,20,5,8 5,718,984 41,683 713,575
ORION ENGINEERED CARBONS S A COM L72967109 22,195 1,125,487 SH   DFND 2,20,5,8 930,997 0 194,490
ORION GROUP HLDGS INC COM 68628V308 87 14,324 SH   DFND 20 14,324 0 0
ORIX CORP SPONSORED ADR 686330101 7,716 91,004 SH   DFND 2,20 91,004 0 0
ORMAT TECHNOLOGIES INC COM 686688102 82,200 1,046,735 SH   DFND 13,19,2,20,5,8 884,895 700 161,140
ORRSTOWN FINL SVCS INC COM 687380105 3,856 172,911 SH   DFND 2,20 147,497 0 25,414
ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 24,128 1,250,469 SH   DFND 2,20,5 1,052,284 0 198,185
ORTHOFIX MED INC COM 68752M108 33,729 778,072 SH   DFND 2,20,5,8 712,213 859 65,000
ORTHOPEDIATRICS CORP COM 68752L100 21,429 439,567 SH   DFND 2,20,5,8 399,121 0 40,446
OSHKOSH CORP COM 688239201 192,035 1,618,366 SH   DFND 12,13,19,2,20,5,8 1,474,787 586 142,993
OSI SYSTEMS INC COM 671044105 53,439 556,081 SH   DFND 2,20,5,8 496,923 0 59,158
APARTMENT INVT & MGMT CO CL A 03748R747 33,405 5,440,565 SH   DFND 10,13,19,2,20,5,8 4,878,979 44,083 517,503
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 680 208,703 SH   DFND 2,20 180,579 0 28,124
OTIS WORLDWIDE CORP COM 68902V107 1,818,820 26,571,516 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,965,274 10,815,025 1,791,217
OTONOMY INC COM 68906L105 110 43,090 SH   DFND 20 43,090 0 0
OTTER TAIL CORP COM 689648103 36,849 798,114 SH   DFND 13,2,20,5 658,984 0 139,130
OUTFRONT MEDIA INC COM 69007J106 40,429 1,852,005 SH   DFND 12,13,2,20,5,8 1,525,818 12,802 313,385
OUTSET MED INC COM 690145107 18,572 341,456 SH   DFND 2,20,5 317,884 0 23,572
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,107 1,022,946 SH   DFND 2,20 843,742 0 179,204
OVERSTOCK COM INC DEL COM 690370101 67,587 1,020,028 SH   DFND 2,20,5,8 882,432 500 137,096
OVID THERAPEUTICS INC COM 690469101 4,842 1,204,365 SH   DFND 2,20,5 1,098,091 0 106,274
OVINTIV INC COM 69047Q102 214,008 8,984,375 SH   DFND 12,13,2,20,5,8 8,269,377 2,491 712,507
APELLIS PHARMACEUTICALS INC COM 03753U106 94,341 2,198,573 SH   DFND 2,20,5,8 1,978,919 600 219,054
OWENS & MINOR INC NEW COM 690732102 90,448 2,406,160 SH   DFND 12,19,2,20,5,8 2,147,183 900 258,077
OWENS CORNING NEW COM 690742101 408,527 4,424,193 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,712,789 142,482 568,922
OXFORD INDS INC COM 691497309 46,830 535,687 SH   DFND 2,20,5,8 475,416 41 60,230
OYSTER PT PHARMA INC COM 69242L106 1,975 108,033 SH   DFND 13,2,20 92,343 0 15,690
P A M TRANSN SVCS INC COM 693149106 1,706 27,654 SH   DFND 2,20 23,487 0 4,167
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 12,121 512,719 SH   DFND 1,13,19,2,20,5 405,323 0 107,396
PACCAR INC COM 693718108 1,402,334 15,091,847 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,952,717 320,089 1,819,041
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 134,272 4,030,973 SH   DFND 13,2,20,5,8 3,409,815 1,700 619,458
PACIFIC PREMIER BANCORP COM 69478X105 184,905 4,256,556 SH   DFND 2,20,5,8 3,937,724 900 317,932
PACIRA BIOSCIENCES INC COM 695127100 100,358 1,431,840 SH   DFND 2,20,5,8 1,277,816 1,000 153,024
API GROUP CORP COM STK 00187Y100 48,723 2,356,032 SH   DFND 2,20,5,8 2,022,929 0 333,103
PACKAGING CORP AMER COM 695156109 571,990 4,222,365 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,626,987 127,153 468,225
PACTIV EVERGREEN INC COM 69526K105 8,478 617,020 SH   DFND 2,20 525,281 0 91,739
PAE INC COM CL A 69290Y109 17,708 1,963,176 SH   DFND 19,2,20,5,8 1,776,340 0 186,836
PAGERDUTY INC COM 69553P100 36,223 900,404 SH   DFND 2,20,5,8 811,734 0 88,670
PAGSEGURO DIGITAL LTD COM CL A G68707101 16,057 346,800 SH   DFND 10,19,2,20,8 346,800 0 0
PALANTIR TECHNOLOGIES INC CL A 69608A108 8,661 371,883 SH   DFND 19,2,20,8 371,883 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 48 69,822 SH   DFND 20 69,822 0 0
PALO ALTO NETWORKS INC COM 697435105 615,655 1,911,617 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,519,627 59,941 332,049
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 58,518 44,115,000 PRN   DFND 2,5 44,115,000 0 0
PALOMAR HLDGS INC COM 69753M105 40,983 611,326 SH   DFND 19,2,20,5,8 543,601 0 67,725
APOGEE ENTERPRISES INC COM 037598109 52,574 1,286,066 SH   DFND 2,20,5,8 831,886 328 453,852
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 8,605 579,871 SH   DFND 13,2,20,5 395,027 900 183,944
PANDION THERAPEUTICS INC COM 698340106 11,393 189,721 SH   DFND 2,20,5 163,659 0 26,062
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 361 114,300 SH   DFND 2,20 96,100 0 18,200
PAPA JOHNS INTL INC COM 698813102 86,190 972,355 SH   DFND 2,20,5,8 858,146 458 113,751
PAR PAC HOLDINGS INC COM NEW 69888T207 23,390 1,656,484 SH   DFND 19,2,20,5 1,548,004 0 108,480
PAR TECHNOLOGY CORP COM 698884103 22,879 349,779 SH   DFND 2,20,5,8 285,325 0 64,454
PARAMOUNT GROUP INC COM 69924R108 63,343 6,210,500 SH   DFND 10,13,19,2,20,5,8 5,329,256 44,475 836,769
PARATEK PHARMACEUTICALS INC COM 699374302 4,871 689,881 SH   DFND 2,20,5 586,125 0 103,756
PARK AEROSPACE CORP COM 70014A104 8,694 652,633 SH   DFND 13,2,20,5 553,500 0 99,133
PARK CITY GROUP INC COM NEW 700215304 1,175 192,267 SH   DFND 2,20 167,734 0 24,533
ABEONA THERAPEUTICS INC COM 00289Y107 2,715 1,444,090 SH   DFND 2,20,5 1,297,121 0 146,969
APOLLO COML REAL EST FIN INC COM 03762U105 64,031 4,471,848 SH   DFND 2,20,5,8 3,946,316 1,600 523,932
PARK HOTELS & RESORTS INC COM 700517105 229,137 10,618,034 SH   DFND 10,12,13,19,2,20,5,8 9,437,656 57,046 1,123,332
PARK NATL CORP COM 700658107 68,956 533,306 SH   DFND 2,20,5,8 481,814 0 51,492
PARK-OHIO HLDGS CORP COM 700666100 4,891 155,320 SH   DFND 2,20,5 133,361 0 21,959
PARKE BANCORP INC COM 700885106 3,314 165,782 SH   DFND 2,20 141,015 0 24,767
PARKER-HANNIFIN CORP COM 701094104 1,656,217 5,250,665 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,495,340 112,955 642,370
PARSONS CORPORATION COM 70202L102 69,870 1,727,736 SH   DFND 19,2,20,5,8 1,642,544 0 85,192
PARTNERS BANCORP COM 70213Q108 1,059 144,316 SH   DFND 2,20 125,016 0 19,300
PARTY CITY HOLDCO INC COM 702149105 6,339 1,092,905 SH   DFND 2,20,5 1,092,905 0 0
PASSAGE BIO INC COM 702712100 31,206 1,785,237 SH   DFND 2,20,5,8 1,706,573 0 78,664
PATRICK INDS INC COM 703343103 55,748 655,853 SH   DFND 2,20,5,8 580,033 0 75,820
APOLLO GLOBAL MGMT INC COM CL A 03768E105 150,451 3,200,401 SH   DFND 10,12,13,19,2,20,5,6,8 2,587,927 85,024 527,450
PATTERSON COS INC COM 703395103 85,648 2,680,676 SH   DFND 12,13,2,20,5,8 2,363,695 3,564 313,417
PATTERSON-UTI ENERGY INC COM 703481101 53,825 7,549,089 SH   DFND 12,13,19,2,20,5,8 7,015,643 2,087 531,359
PAVMED INC COM 70387R106 3,693 831,703 SH   DFND 2,20,5 715,711 0 115,992
PAYA HOLDINGS INC COM CL A 70434P103 2,557 233,269 SH   DFND 2,20 233,269 0 0
PAYCHEX INC COM 704326107 1,284,499 13,104,462 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,137,424 344,836 1,622,202
PAYCOM SOFTWARE INC COM 70432V102 700,589 1,893,177 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,603,354 60,932 228,891
PAYLOCITY HLDG CORP COM 70438V106 157,785 877,414 SH   DFND 13,19,2,20,5,8 796,285 300 80,829
PAYPAL HLDGS INC COM 70450Y103 10,835,146 44,618,456 SH   DFND 10,11,12,13,19,2,20,5,6,8 37,992,704 1,093,832 5,531,920
PAYSIGN INC COM 70451A104 2,258 516,638 SH   DFND 2,20,5 442,564 0 74,074
PBF ENERGY INC CL A 69318G106 133,640 9,444,522 SH   DFND 12,13,2,20,5,8 9,077,613 1,000 365,909
APOLLO MED HLDGS INC COM NEW 03763A207 9,981 368,433 SH   DFND 2,20,5,8 302,832 0 65,601
PC CONNECTION INC COM 69318J100 19,661 423,813 SH   DFND 2,20,5,8 380,449 0 43,364
PCB BANCORP COM 69320M109 2,855 190,305 SH   DFND 2,20 161,185 0 29,120
PCSB FINL CORP COM 69324R104 4,710 283,551 SH   DFND 13,2,20,5 234,061 0 49,490
PCTEL INC COM 69325Q105 1,976 284,261 SH   DFND 2,20 247,061 0 37,200
PDC ENERGY INC COM 69327R101 145,188 4,220,578 SH   DFND 12,13,2,20,5 3,943,970 1,703 274,905
PDF SOLUTIONS INC COM 693282105 15,788 887,955 SH   DFND 2,20,5,8 784,610 0 103,345
PDL CMNTY BANCORP COM 69290X101 1,397 125,773 SH   DFND 2,20 110,059 0 15,714
PEABODY ENGR CORP COM 704551100 3,882 1,268,783 SH   DFND 13,2,20,5 1,142,851 0 125,932
PEAPACK-GLADSTONE FINL CORP COM 704699107 10,377 336,048 SH   DFND 2,20,5,8 281,429 0 54,619
PEARSON PLC SPONSORED ADR 705015105 221 20,530 SH   DFND 1,20 6,230 0 14,300
APPFOLIO INC COM CL A 03783C100 49,828 352,367 SH   DFND 2,20,5,8 293,449 200 58,718
PEBBLEBROOK HOTEL TR COM 70509V100 159,698 6,571,970 SH   DFND 10,12,13,19,2,20,5,8 5,786,930 31,746 753,294
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 21,901 18,550,000 PRN   DFND 2,5 18,550,000 0 0
PEGASYSTEMS INC COM 705573103 58,361 510,280 SH   DFND 19,2,20,5,8 427,415 426 82,439
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 16,463 14,905,000 PRN   DFND 2,5 14,905,000 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 545,019 4,847,196 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,930,588 122,701 793,907
PENN NATL GAMING INC COM 707569109 593,739 5,663,286 SH   DFND 10,12,13,19,2,20,5,6,8 4,905,593 3,447 754,246
PENN VA CORP COM 70788V102 6,960 519,423 SH   DFND 2,20,5 482,374 0 37,049
PENNANT GROUP INC COM 70805E109 35,777 781,158 SH   DFND 19,2,20,5,8 687,553 300 93,305
PENNS WOODS BANCORP INC COM 708430103 2,764 114,742 SH   DFND 2,20 100,014 0 14,728
PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 21 10,987 SH   DFND 20 10,987 0 0
APPHARVEST INC COM 03783T103 714 39,000 SH   DFND 20 39,000 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 117,156 1,751,995 SH   DFND 10,2,20,5,8 1,571,174 6,551 174,270
PENNYMAC MTG INVT TR COM 70931T103 63,943 3,262,388 SH   DFND 13,2,20,5,8 2,904,103 500 357,785
PENSKE AUTOMOTIVE GRP INC COM 70959W103 41,585 518,256 SH   DFND 12,13,2,20,5,8 452,376 217 65,663
PENTAIR PLC SHS G7S00T104 584,213 9,374,398 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,055,876 297,312 1,021,210
PENUMBRA INC COM 70975L107 220,646 815,455 SH   DFND 13,19,2,20,5,8 745,576 300 69,579
PEOPLES BANCORP INC COM 709789101 12,484 376,350 SH   DFND 13,2,20,5,8 309,789 0 66,561
PEOPLES BANCORP N C INC COM 710577107 1,653 69,935 SH   DFND 2,20 59,832 0 10,103
PEOPLES FINL SVCS CORP COM 711040105 5,052 119,601 SH   DFND 2,20,5 102,518 0 17,083
PEOPLES UNITED FINANCIAL INC COM 712704105 1,019,048 56,930,031 SH   DFND 10,12,13,2,20,5,6,8 55,522,963 6,618 1,400,450
PEPSICO INC COM 713448108 8,149,677 57,615,246 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 49,096,796 1,332,543 7,185,907
APPIAN CORP CL A 03782L101 94,643 711,870 SH   DFND 13,19,2,20,5,8 588,024 900 122,946
PERDOCEO ED CORP COM 71363P106 28,388 2,373,599 SH   DFND 2,20,5,8 2,134,650 0 238,949
PERFICIENT INC COM 71375U101 60,102 1,023,529 SH   DFND 2,20,5,8 912,103 0 111,426
PERFORMANCE FOOD GROUP CO COM 71377A103 146,149 2,536,866 SH   DFND 12,13,19,2,20,5,8 2,087,677 900 448,289
PERFORMANT FINL CORP COM 71377E105 32 14,799 SH   DFND 20 14,799 0 0
PERION NETWORK LTD SHS NEW M78673114 376 21,003 SH   DFND 2 21,003 0 0
PERKINELMER INC COM 714046109 560,790 4,371,270 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,734,242 67,935 569,093
PERRIGO CO PLC SHS G97822103 202,668 5,007,864 SH   DFND 10,12,13,19,2,20,5,6,8 4,161,589 2,031 844,244
PERSONALIS INC COM 71535D106 11,501 467,348 SH   DFND 2,20,5,8 405,788 0 61,560
PERSPECTA INC COM 715347100 125,512 4,310,143 SH   DFND 1,12,13,19,2,20,5,8 3,787,932 2,838 519,373
PETCO HEALTH & WELLNESS CO I COM 71601V105 8,452 381,392 SH   DFND 2,20 332,787 0 48,605
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 99,638 6,833,879 SH   DFND 10,12,13,19,2,20,5,8 5,915,198 50,558 868,123
PETIQ INC COM CL A 71639T106 16,572 470,008 SH   DFND 2,20,5,8 394,904 0 75,104
PETMED EXPRESS INC COM 716382106 29,309 833,233 SH   DFND 2,20,5,8 761,256 1,400 70,577
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,391 38,482 SH   DFND 1,5 2,793 0 35,689
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 68,937 8,072,271 SH   DFND 1,10,2,20,5 6,985,420 897,509 189,342
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 60,843 7,174,887 SH   DFND 1,10,2,20,5 5,803,075 813,534 558,278
PFIZER INC COM 717081103 9,959,151 274,886,855 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 192,366,251 5,711,853 76,808,751
PFSWEB INC COM NEW 717098206 1,690 250,389 SH   DFND 2,20 219,230 0 31,159
PG&E CORP COM 69331C108 326,484 27,880,761 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 22,742,128 703,584 4,435,049
PG&E CORP UNIT 99/99/9999 69331C140 37,777 331,000 SH   DFND 2 331,000 0 0
PGT INNOVATIONS INC COM 69336V101 43,926 1,739,637 SH   DFND 2,20,5,8 1,544,086 0 195,551
APPLE INC COM 037833100 76,098,747 622,994,241 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 523,061,877 14,342,451 85,589,913
PHASEBIO PHARMACEUTICALS INC COM 717224109 1,193 344,657 SH   DFND 2,20 304,731 0 39,926
PHATHOM PHARMACEUTICALS INC COM 71722W107 8,158 217,198 SH   DFND 19,2,20,5,8 189,665 0 27,533
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 18,525 759,233 SH   DFND 2,20,5,8 656,370 0 102,863
PHILIP MORRIS INTL INC COM 718172109 4,829,061 53,689,829 SH   DFND 10,12,13,19,2,20,5,6,8 48,636,405 882,431 4,170,993
PHILLIPS 66 COM 718546104 2,371,357 29,082,129 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,493,817 271,892 2,316,420
PHOTRONICS INC COM 719405102 28,159 2,189,655 SH   DFND 2,20,5,8 1,960,704 140 228,811
PHREESIA INC COM 71944F106 32,658 626,824 SH   DFND 2,20,5,8 512,256 0 114,568
PHX MINERALS INC CL A 69291A100 35 12,328 SH   DFND 20 12,328 0 0
PHYSICIANS RLTY TR COM 71943U104 148,785 8,313,357 SH   DFND 10,19,2,20,5,8 7,263,238 50,849 999,270
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 86,338 4,970,523 SH   DFND 10,12,13,19,2,20,5,8 4,215,466 31,154 723,903
APPLIED GENETIC TECHNOLOGIES COM 03820J100 3,786 746,696 SH   DFND 2,20,5 670,095 0 76,601
PIERIS PHARMACEUTICALS INC COM 720795103 2,357 917,247 SH   DFND 2,20,5 772,026 0 145,221
PILGRIMS PRIDE CORP COM 72147K108 27,178 1,142,429 SH   DFND 13,2,20,5,8 1,036,542 0 105,887
PINDUODUO INC NOTE 10/0 722304AB8 23,397 7,465,000 PRN   DFND 2,5 7,465,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 56,586 53,550,000 PRN   DFND 2,5 53,550,000 0 0
PINDUODUO INC SPONSORED ADS 722304102 6,877,622 8,208,834 SH   DFND 1,10,12,13,19,2,20,5,8 5,587,669 179,100 2,442,065
PING IDENTITY HLDG CORP COM 72341T103 17,197 784,187 SH   DFND 2,20,5,8 661,404 0 122,783
PINNACLE FINL PARTNERS INC COM 72346Q104 262,489 2,960,624 SH   DFND 13,2,20,5,8 2,812,059 1,000 147,565
PINNACLE WEST CAP CORP COM 723484101 512,852 6,304,267 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,513,596 117,527 673,144
PINTEREST INC CL A 72352L106 670,009 9,050,504 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,189,171 301,394 1,559,939
PIONEER BANCORP INC COM 723561106 2,140 183,677 SH   DFND 2,20 132,128 0 51,549
APPLIED INDL TECHNOLOGIES IN COM 03820C105 110,626 1,213,405 SH   DFND 19,2,20,5,8 1,065,118 295 147,992
PIONEER NAT RES CO COM 723787107 2,147,488 13,474,358 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,372,208 142,138 960,012
PIPER SANDLER COMPANIES COM 724078100 56,180 512,354 SH   DFND 2,20,5,8 451,132 0 61,222
PITNEY BOWES INC COM 724479100 47,740 5,793,688 SH   DFND 12,13,19,2,20,5,8 5,152,175 3,874 637,639
PIXELWORKS INC COM NEW 72581M305 2,039 616,143 SH   DFND 2,20 524,186 0 91,957
PJT PARTNERS INC COM CL A 69343T107 31,064 459,180 SH   DFND 2,20,5,8 375,659 0 83,521
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 4,090 435,091 SH   DFND 20,5,8 249,730 1,200 184,161
PLANET FITNESS INC CL A 72703H101 77,077 997,120 SH   DFND 13,19,2,20,5,8 830,752 800 165,568
PLANTRONICS INC NEW COM 727493108 45,988 1,181,897 SH   DFND 19,2,20,5,8 1,039,606 211 142,080
PLAYA HOTELS & RESORTS NV SHS N70544106 1,293 177,074 SH   DFND 20,5,8 125,976 0 51,098
PLAYAGS INC COM 72814N104 3,707 458,847 SH   DFND 2,20,5 396,144 0 62,703
ABERCROMBIE & FITCH CO CL A 002896207 78,400 2,285,050 SH   DFND 12,2,20,5,8 2,051,575 11,030 222,445
APPLIED MATLS INC COM 038222105 5,381,585 40,281,324 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 34,350,344 1,196,699 4,734,281
PLAYTIKA HLDG CORP COM 72815L107 19,173 704,631 SH   DFND 10,2,20 656,993 0 47,638
PLDT INC SPONSORED ADR 69344D408 667 24,766 SH   DFND 2,20,5 24,766 0 0
PLEXUS CORP COM 729132100 85,990 936,304 SH   DFND 19,2,20,5,8 830,889 186 105,229
PLIANT THERAPEUTICS INC COM 729139105 14,955 380,249 SH   DFND 2,20,5,8 326,358 0 53,891
PLUG POWER INC COM NEW 72919P202 433,141 12,085,398 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,656,526 277,052 2,151,820
PLUMAS BANCORP COM 729273102 1,990 68,030 SH   DFND 2,20 58,230 0 9,800
PLURALSIGHT INC COM CL A 72941B106 31,852 1,425,797 SH   DFND 19,2,20,5,8 1,231,879 1,100 192,818
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 12,702 12,959,000 PRN   DFND 2,5 12,959,000 0 0
PLURISTEM THERAPEUTICS INC COM NEW 72940R300 185 38,858 SH   DFND 2 38,858 0 0
PLYMOUTH INDL REIT INC COM 729640102 6,449 378,261 SH   DFND 2,20,5 319,449 0 58,812
APPLIED MOLECULAR TRANS INC COM 03824M109 23,719 538,940 SH   DFND 2,20,5,8 487,135 0 51,805
PMV PHARMACEUTICALS INC COM 69353Y103 20,067 610,120 SH   DFND 2,20,5 578,039 0 32,081
PNC FINL SVCS GROUP INC COM 693475105 3,385,137 19,298,427 SH   DFND 10,12,13,19,2,20,5,6,8 16,941,450 264,339 2,092,638
PNM RES INC COM 69349H107 128,239 2,614,453 SH   DFND 12,13,2,20,5,8 2,305,356 1,065 308,032
POINTS INTL LTD COM NEW 730843208 294 19,615 SH   DFND 13,2 17,915 0 1,700
POLARIS INC COM 731068102 463,872 3,474,694 SH   DFND 12,13,19,2,20,5,8 3,361,675 590 112,429
POLARITYTE INC COM 731094108 18 16,175 SH   DFND 20 16,175 0 0
POOL CORP COM 73278L105 556,828 1,612,872 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,368,299 54,613 189,960
POPULAR INC COM NEW 733174700 204,357 2,892,817 SH   DFND 10,12,13,2,20,5,8 2,708,801 5,799 178,217
PORCH GROUP INC COM 733245104 738 41,700 SH   DFND 20 41,700 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 91,832 1,918,587 SH   DFND 12,13,2,20,5,8 1,568,195 1,400 348,992
APPLIED OPTOELECTRONICS INC COM 03823U102 5,618 671,968 SH   DFND 2,20,5 617,911 0 54,057
POSCO SPONSORED ADR 693483109 43,120 597,229 SH   DFND 1,2,20,5 576,322 9,518 11,389
POSEIDA THERAPEUTICS INC COM 73730P108 4,314 451,678 SH   DFND 2,20,5 387,301 0 64,377
POST HLDGS INC COM 737446104 149,511 1,414,216 SH   DFND 12,13,2,20,5,8 1,287,491 623 126,102
POTBELLY CORP COM 73754Y100 178 30,138 SH   DFND 20 30,138 0 0
POTLATCHDELTIC CORPORATION COM 737630103 108,333 2,047,113 SH   DFND 19,2,20,5,8 1,796,034 653 250,426
POWELL INDS INC COM 739128106 11,889 351,008 SH   DFND 2,20,5 329,039 0 21,969
POWER INTEGRATIONS INC COM 739276103 172,373 2,115,521 SH   DFND 19,2,20,5,8 1,896,705 400 218,416
POWERFLEET INC COM 73931J109 3,661 445,382 SH   DFND 2,20 381,366 0 64,016
PPD INC COM 69355F102 99,631 2,632,956 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,096,740 55,552 480,664
PPG INDS INC COM 693506107 1,653,190 11,002,198 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,558,961 247,091 1,196,146
APPLIED THERAPEUTICS INC COM 03828A101 4,511 240,515 SH   DFND 19,2,20,5,8 204,861 0 35,654
PPL CORP COM 69351T106 1,190,847 40,714,097 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,247,133 473,646 4,993,318
PQ GROUP HLDGS INC COM 73943T103 12,364 740,368 SH   DFND 2,20,5,8 591,066 0 149,302
PRA GROUP INC COM 69354N106 50,666 1,366,756 SH   DFND 2,20,5,8 1,205,703 634 160,419
PRA HEALTH SCIENCES INC COM 69354M108 223,752 1,459,285 SH   DFND 13,19,2,20,5,8 1,329,791 900 128,594
PRAXIS PRECISION MEDICINES I COM 74006W108 23,920 730,157 SH   DFND 2,20,5 704,059 0 26,098
PRECIGEN INC COM 74017N105 47,365 6,874,445 SH   DFND 2,20,5,8 6,644,092 1,500 228,853
PRECISION BIOSCIENCES INC COM 74019P108 53,290 5,148,759 SH   DFND 19,2,20,5,8 5,023,806 0 124,953
PREFERRED APT CMNTYS INC COM 74039L103 10,734 1,075,071 SH   DFND 2,20,5 957,216 0 117,855
PREFERRED BK LOS ANGELES CA COM NEW 740367404 36,406 571,703 SH   DFND 2,20,5,8 522,111 0 49,592
PREFORMED LINE PRODS CO COM 740444104 3,573 51,816 SH   DFND 2,20 44,849 0 6,967
APREA THERAPEUTICS INC COM 03836J102 635 124,592 SH   DFND 2,20,8 106,860 0 17,732
PRELUDE THERAPEUTICS INC COM 74065P101 37,843 873,376 SH   DFND 2,20,5 851,070 0 22,306
PREMIER FINANCIAL CORP COM 74052F108 25,013 752,047 SH   DFND 2,20,5,8 577,597 0 174,450
PREMIER FINL BANCORP INC COM 74050M105 3,973 213,732 SH   DFND 13,2,20,5 186,589 0 27,143
PREMIER INC CL A 74051N102 56,598 1,672,029 SH   DFND 12,19,2,20,5,8 1,382,930 1,400 287,699
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 80,479 1,825,751 SH   DFND 2,20,5,8 1,647,369 300 178,082
PRICE T ROWE GROUP INC COM 74144T108 2,035,046 11,859,244 SH   DFND 10,12,13,19,2,20,5,6,8 10,292,033 380,736 1,186,475
PRICELINE GRP INC COM 09857L108 3,766,925 1,616,817 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,382,859 40,763 193,195
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 33,541 28,485,000 PRN   DFND 2,5 28,485,000 0 0
PRICESMART INC COM 741511109 76,747 793,246 SH   DFND 2,20,5,8 715,465 365 77,416
PRIMEENERGY RESOURCES CORP COM 74158E104 403 7,701 SH   DFND 2,20 6,289 0 1,412
APRIA INC COM 03836A101 1,704 61,010 SH   DFND 2,20 50,060 0 10,950
PRIMERICA INC COM 74164M108 141,587 957,837 SH   DFND 12,13,2,20,5,8 874,496 300 83,041
PRIMIS FINANCIAL CORP COM 74167B109 5,290 363,837 SH   DFND 2,20 283,116 0 80,721
PRIMO WATER CORPORATION COM 74167P108 41,045 2,524,292 SH   DFND 2,20,5 2,140,388 0 383,904
PRIMORIS SVCS CORP COM 74164F103 33,080 996,733 SH   DFND 10,2,20,5,8 813,414 6,143 177,176
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 766,152 12,777,726 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,310,881 183,905 1,282,940
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 750 108,032 SH   DFND 2,20 90,975 0 17,057
PROASSURANCE CORP COM 74267C106 47,111 1,757,214 SH   DFND 13,2,20,5,8 1,559,464 648 197,102
PROCTER AND GAMBLE CO COM 742718109 14,120,375 104,263,273 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 83,651,207 2,498,461 18,113,605
PROFESSIONAL HLDG CORP CL A COM 743139107 2,511 136,664 SH   DFND 2,20 107,194 0 29,470
PROG HOLDINGS INC COM NPV 74319R101 87,867 2,029,728 SH   DFND 19,2,20,5,8 1,786,396 804 242,528
APTARGROUP INC COM 038336103 301,360 2,127,197 SH   DFND 12,13,19,2,20,5,6,8 1,987,226 610 139,361
PROGENITY INC COM 74319F107 411 86,338 SH   DFND 2,20 60,812 0 25,526
PROGRESS SOFTWARE CORP COM 743312100 64,661 1,467,575 SH   DFND 10,2,20,5,8 1,296,562 7,963 163,050
PROGRESSIVE CORP COM 743315103 2,523,404 26,392,676 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,966,392 565,757 2,860,527
PROGYNY INC COM 74340E103 23,666 531,691 SH   DFND 2,20,5,8 457,692 0 73,999
PROLOGIS INC. COM 74340W103 4,433,859 41,828,859 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,611,581 615,644 5,601,634
PROOFPOINT INC COM 743424103 95,737 761,087 SH   DFND 13,19,2,20,5,8 644,223 500 116,364
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 27,148 25,564,000 PRN   DFND 2,5 25,564,000 0 0
PROPETRO HLDG CORP COM 74347M108 34,858 3,270,014 SH   DFND 2,20,5,8 2,989,790 0 280,224
PROS HOLDINGS INC COM 74346Y103 34,613 814,422 SH   DFND 19,2,20,5,8 667,031 800 146,591
PROSIGHT GLOBAL INC COM 74349J103 1,881 149,297 SH   DFND 2,20,5 123,396 0 25,901
APTINYX INC COM 03836N103 1,448 482,580 SH   DFND 2,20 415,079 0 67,501
PROSPERITY BANCSHARES INC COM 743606105 492,827 6,541,126 SH   DFND 12,13,2,20,5,8 6,357,364 793 182,969
PROTAGONIST THERAPEUTICS INC COM 74366E102 44,358 1,712,683 SH   DFND 19,2,20,5,8 1,623,227 0 89,456
PROTARA THERAPEUTICS INC COM STK 74365U107 946 60,133 SH   DFND 2,20 53,216 0 6,917
PROTECTIVE INS CORP CL B 74368L203 3,748 163,900 SH   DFND 2,20,5 140,883 0 23,017
PROTHENA CORP PLC SHS G72800108 30,252 1,204,292 SH   DFND 19,2,20,5,8 1,101,223 94 102,975
PROTO LABS INC COM 743713109 100,048 821,748 SH   DFND 13,2,20,5,8 725,597 300 95,851
PROVENTION BIO INC COM 74374N102 11,393 1,085,609 SH   DFND 19,2,20,5,8 945,891 0 139,718
PROVIDENT BANCORP INC COM NEW 74383L105 3,177 220,613 SH   DFND 2,20 183,871 0 36,742
PROVIDENT FINL HLDGS INC COM 743868101 1,536 90,897 SH   DFND 2,20 74,022 0 16,875
PROVIDENT FINL SVCS INC COM 74386T105 66,162 2,969,586 SH   DFND 19,2,20,5,8 2,706,377 300 262,909
APTIV PLC SHS G6095L109 1,443,844 10,470,225 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,987,733 186,295 1,296,197
PRUDENTIAL BANCORP INC NEW COM 74431A101 1,881 127,434 SH   DFND 2,20 108,695 0 18,739
PRUDENTIAL FINL INC COM 744320102 1,699,790 18,658,509 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,163,386 394,304 2,100,819
PRUDENTIAL PLC ADR 74435K204 788 18,364 SH   DFND 20 18,364 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 157,308 1,017,649 SH   DFND 10,19,2,20,5,8 893,757 4,948 118,944
PTC INC COM 69370C100 449,584 3,266,138 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,815,277 65,682 385,179
PTC THERAPEUTICS INC COM 69366J200 96,208 2,031,858 SH   DFND 2,20,5,8 1,809,544 300 222,014
PUBLIC STORAGE COM 74460D109 2,368,861 9,599,860 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,906,631 256,534 1,436,695
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,562,381 25,948,867 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,240,619 349,723 3,358,525
PULMONX CORP COM 745848101 15,487 338,581 SH   DFND 2,20,5 311,359 0 27,222
PULSE BIOSCIENCES INC COM 74587B101 5,436 229,569 SH   DFND 2,20,5 198,259 0 31,310
APYX MEDICAL CORPORATION COM 03837C106 4,977 515,263 SH   DFND 2,20 432,199 0 83,064
PULTE GROUP INC COM 745867101 664,011 12,628,088 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,918,346 451,857 1,257,885
PUMA BIOTECHNOLOGY INC COM 74587V107 22,581 2,323,155 SH   DFND 13,19,2,20,5,8 2,217,366 1,000 104,789
PURE CYCLE CORP COM NEW 746228303 4,664 347,547 SH   DFND 2,20,5 299,328 0 48,219
PURE STORAGE INC CL A 74624M102 66,142 3,070,656 SH   DFND 19,2,20,5,8 2,571,958 2,000 496,698
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 17,159 15,608,000 PRN   DFND 2,5 15,608,000 0 0
PURPLE INNOVATION INC COM 74640Y106 18,396 581,228 SH   DFND 19,2,20,5,8 472,354 0 108,874
PUXIN LTD ADS 74704P108 528 132,119 SH   DFND 2,20,5 132,119 0 0
PVH CORPORATION COM 693656100 237,003 2,242,221 SH   DFND 10,12,13,19,2,20,5,6,8 1,989,213 819 252,189
PZENA INVT MGMT INC CLASS A 74731Q103 3,166 300,619 SH   DFND 2,20 256,531 0 44,088
Q2 HLDGS INC COM 74736L109 99,507 993,086 SH   DFND 2,20,5,8 816,863 500 175,723
ABIOMED INC COM 003654100 605,222 1,898,855 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,560,237 57,718 280,900
AQUA METALS INC COM 03837J101 124 30,700 SH   DFND 20 30,700 0 0
QAD INC CL A 74727D306 17,558 263,720 SH   DFND 2,20,5,8 221,407 0 42,313
QCR HOLDINGS INC COM 74727A104 18,545 392,286 SH   DFND 2,20,5,8 338,621 0 53,665
QIAGEN NV SHS NEW N72482123 104,443 2,145,052 SH   DFND 2,20,8 1,909,792 0 235,260
QIWI PLC SPON ADR REP B 74735M108 2,437 228,807 SH   DFND 1,2 222,646 0 6,161
QORVO INC COM 74736K101 867,097 4,746,016 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,014,652 151,700 579,664
QTS RLTY TR INC COM CL A 74736A103 157,734 2,522,876 SH   DFND 10,19,2,20,5,8 2,112,572 15,774 394,530
QUAD / GRAPHICS INC COM CL A 747301109 2,243 635,377 SH   DFND 2,20,5 545,351 0 90,026
QUAKER CHEM CORP COM 747316107 97,683 400,717 SH   DFND 2,20,5,8 350,280 108 50,329
QUALCOMM INC COM 747525103 6,233,877 47,016,190 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,329,838 841,261 5,845,091
QUALTRICS INTL INC COM CL A 747601201 4,308 130,917 SH   DFND 10,2,20 130,917 0 0
AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 176 26,229 SH   DFND 20 26,229 0 0
QUALYS INC COM 74758T303 114,270 1,090,568 SH   DFND 2,20,5,8 967,809 400 122,359
QUANEX BUILDING PRODUCTS COR COM 747619104 29,082 1,108,741 SH   DFND 2,20,5,8 1,000,954 0 107,787
QUANTA SVCS INC COM 74762E102 401,749 4,566,364 SH   DFND 10,12,13,2,20,5,6,8 4,089,684 1,698 474,982
QUANTERIX CORP COM 74766Q101 25,773 440,783 SH   DFND 2,20,5,8 361,499 0 79,284
QUANTUM CORP COM NEW 747906501 4,228 507,535 SH   DFND 2,20 418,010 0 89,525
QUANTUMSCAPE CORP COM CL A 74767V109 3,786 84,600 SH   DFND 20 84,600 0 0
QUDIAN INC ADR 747798106 4,167 1,827,445 SH   DFND 13,2,20,5 1,659,634 0 167,811
QUEST DIAGNOSTICS INC COM 74834L100 778,204 6,063,610 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,153,594 163,506 746,510
QUIDEL CORP COM 74838J101 121,755 951,733 SH   DFND 13,19,2,20,5,8 873,069 905 77,759
QUINSTREET INC COM 74874Q100 30,466 1,500,765 SH   DFND 19,2,20,5,8 1,333,712 0 167,053
AQUESTIVE THERAPEUTICS INC COM 03843E104 1,683 323,643 SH   DFND 2,20,5 284,167 0 39,476
QUOTIENT LTD SHS G73268107 10,846 2,947,258 SH   DFND 1,2,5,8,20 2,748,487 0 198,771
QUOTIENT TECHNOLOGY INC COM 749119103 36,040 2,205,617 SH   DFND 2,20,5,8 1,914,051 0 291,566
QURATE RETAIL INC COM SER A 74915M100 74,955 6,373,759 SH   DFND 10,12,13,2,20,5,8 5,541,124 18,107 814,528
QUTOUTIAO INC ADS REP SHS A 74915J107 888 387,850 SH   DFND 2,20,5 369,350 0 18,500
R1 RCM INC COM 749397105 85,867 3,479,195 SH   DFND 2,20,5,8 3,103,617 0 375,578
RACKSPACE TECHNOLOGY INC COM 750102105 14,983 630,051 SH   DFND 2,20,5,8 545,546 0 84,505
RADA ELECTR INDS LTD COM PAR NEW M81863124 2,473 205,886 SH   DFND 2 205,886 0 0
RADIAN GROUP INC COM 750236101 137,660 5,920,876 SH   DFND 12,13,2,20,5,8 5,191,830 1,653 727,393
RADIANT LOGISTICS INC COM 75025X100 5,065 728,760 SH   DFND 2,20,5 633,688 0 95,072
RADIUS GLOBAL INFRASTRCTRE I COM CL A 750481103 1,298 88,328 SH   DFND 2,20 88,328 0 0
ARAMARK COM 03852U106 168,265 4,453,818 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,528,138 136,268 789,412
RADIUS HEALTH INC COM NEW 750469207 45,388 2,175,858 SH   DFND 2,20,5,8 2,020,578 0 155,280
RADNET INC COM 750491102 30,227 1,389,725 SH   DFND 2,20,5,8 1,241,503 0 148,222
RADWARE LTD ORD M81873107 10,503 402,737 SH   DFND 2,20,5,8 278,626 500 123,611
RAFAEL HLDGS INC COM CL B 75062E106 6,491 162,609 SH   DFND 2,20,5 138,540 0 24,069
RALPH LAUREN CORP CL A 751212101 230,156 1,868,758 SH   DFND 10,12,13,2,20,5,6,8 1,380,498 688 487,572
RAMBUS INC DEL COM 750917106 93,358 4,802,347 SH   DFND 2,20,5,8 4,412,269 485 389,593
RANDOLPH BANCORP INC COM 752378109 298 14,908 SH   DFND 20 2,000 0 12,908
RANGE RES CORP COM 75281A109 207,175 20,055,628 SH   DFND 12,13,2,20,5,8 16,858,153 5,410 3,192,065
RANPAK HOLDINGS CORP COM CL A 75321W103 10,172 507,089 SH   DFND 2,20,5,8 422,788 0 84,301
RAPID7 INC COM 753422104 79,563 1,066,379 SH   DFND 2,20,5,8 886,687 500 179,192
ARAVIVE INC COM 03890D108 1,360 206,349 SH   DFND 2,20 179,886 0 26,463
RAPT THERAPEUTICS INC COM 75382E109 4,310 194,166 SH   DFND 2,20,5,8 166,505 0 27,661
RAVEN INDS INC COM 754212108 42,826 1,117,300 SH   DFND 19,2,20,5,8 983,252 0 134,048
RAYMOND JAMES FINL INC COM 754730109 678,488 5,518,631 SH   DFND 10,12,13,19,2,20,5,6,8 4,813,479 124,310 580,842
RAYONIER ADVANCED MATLS INC COM 75508B104 17,692 1,950,579 SH   DFND 2,20,5 1,815,233 0 135,346
RAYONIER INC COM 754907103 106,308 3,296,372 SH   DFND 12,13,2,20,5,8 3,026,484 1,214 268,674
RAYTHEON TECHNOLOGIES CORP COM 75513E101 10,918,246 141,299,933 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 53,117,955 61,141,506 27,040,472
RBB BANCORP COM 74930B105 5,070 250,115 SH   DFND 2,20,5 213,090 0 37,025
RBC BEARINGS INC COM 75524B104 92,259 468,866 SH   DFND 13,2,20,5,8 379,000 200 89,666
RCI HOSPITALITY HLDGS INC COM 74934Q108 9,698 152,501 SH   DFND 2,20,5 132,165 0 20,336
RE MAX HLDGS INC CL A 75524W108 22,230 564,348 SH   DFND 2,20,5,8 499,892 0 64,456
ARBOR REALTY TRUST INC COM 038923108 35,186 2,212,943 SH   DFND 2,20,5,8 1,804,735 1,900 406,308
READY CAPITAL CORP COM 75574U101 28,600 2,131,116 SH   DFND 2,20,5,8 1,931,800 0 199,316
REALNETWORKS INC COM NEW 75605L708 64 15,119 SH   DFND 20 15,119 0 0
REALOGY HLDGS CORP COM 75605Y106 58,333 3,855,463 SH   DFND 12,13,2,20,5,8 3,464,792 1,100 389,571
REALPAGE INC COM 75606N109 100,041 1,147,259 SH   DFND 19,2,20,5,8 965,321 1,300 180,638
REALTY INCOME CORP COM 756109104 1,710,671 26,842,199 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,993,354 286,808 2,562,037
REATA PHARMACEUTICALS INC CL A 75615P103 37,925 380,389 SH   DFND 13,19,2,20,5,8 325,329 200 54,860
RECRO PHARMA INC COM 75629F109 1,024 367,159 SH   DFND 2,20 316,574 0 50,585
RED RIVER BANCSHARES INC COM 75686R202 4,603 82,174 SH   DFND 2,20,5 71,142 0 11,032
RED ROBIN GOURMET BURGERS IN COM 75689M101 19,612 491,645 SH   DFND 2,20,5 452,211 0 39,434
RED ROCK RESORTS INC CL A 75700L108 40,863 1,253,857 SH   DFND 2,20,5,8 1,016,472 400 236,985
ARBUTUS BIOPHARMA CORP COM 03879J100 189 56,610 SH   DFND 20 56,610 0 0
RED VIOLET INC COM 75704L104 1,865 101,270 SH   DFND 2,20 87,772 0 13,498
REDFIN CORP COM 75737F108 125,335 1,882,189 SH   DFND 2,20,5,8 1,538,042 900 343,247
REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 690 94,284 SH   DFND 1,2 24,284 0 70,000
REDWOOD TR INC COM 758075402 39,202 3,765,761 SH   DFND 2,20,5,8 3,319,846 2,059 443,856
REEDS INC COM 758338107 15 12,500 SH   DFND 20 12,500 0 0
REGAL BELOIT CORP COM 758750103 141,601 990,357 SH   DFND 10,13,19,2,20,5,8 894,345 9,250 86,762
REGENCY CTRS CORP COM 758849103 573,760 10,013,147 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,576,152 137,429 1,299,566
REGENERON PHARMACEUTICALS COM 75886F107 2,151,510 4,547,301 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,774,474 159,508 613,319
REGENXBIO INC COM 75901B107 78,309 2,295,787 SH   DFND 13,2,20,5,8 2,162,828 500 132,459
REGIONAL MGMT CORP COM 75902K106 5,139 148,265 SH   DFND 2,20,5 129,931 0 18,334
ARC DOCUMENT SOLUTIONS INC COM 00191G103 81 38,476 SH   DFND 20 38,476 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,305,198 62,729,865 SH   DFND 10,12,13,19,2,20,5,6,8 56,754,722 682,593 5,292,550
REGIS CORP MINN COM 758932107 9,044 720,075 SH   DFND 2,20,5 654,614 0 65,461
REINSURANCE GRP OF AMERICA I COM NEW 759351604 308,524 2,447,630 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,151,465 65,738 230,427
REKOR SYSTEMS INC COM 759419104 362 18,100 SH   DFND 20 18,100 0 0
RELAY THERAPEUTICS INC COM 75943R102 69,678 2,015,576 SH   DFND 2,20,5,8 1,900,203 0 115,373
RELIANCE STEEL & ALUMINUM CO COM 759509102 321,179 2,108,997 SH   DFND 12,13,19,2,20,5,8 1,969,686 552 138,759
RELIANT BANCORP INC COM 75956B101 7,221 251,441 SH   DFND 13,2,20,5 203,224 0 48,217
RELMADA THERAPEUTICS INC COM 75955J402 10,231 290,585 SH   DFND 19,2,20,5,8 249,386 0 41,199
RELX PLC SPONSORED ADR 759530108 1,130 44,910 SH   DFND 20 44,910 0 0
REMARK HLDGS INC COM 75955K102 106 46,600 SH   DFND 20 46,600 0 0
ARCBEST CORP COM 03937C105 73,316 1,041,864 SH   DFND 2,20,5,8 954,729 1,000 86,135
RENAISSANCERE HLDGS LTD COM G7496G103 389,934 2,433,286 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,829,610 28,010 575,666
RENASANT CORP COM 75970E107 113,832 2,750,891 SH   DFND 2,20,5,8 2,564,927 385 185,579
RENESOLA LTD SPONSORED ADS 75971T301 38,926 3,157,018 SH   DFND 2 3,157,018 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 178,352 2,700,662 SH   DFND 2,20,5,8 2,544,560 400 155,702
RENT A CTR INC NEW COM 76009N100 93,473 1,621,110 SH   DFND 10,2,20,5,8 1,428,169 17,809 175,132
REPAY HLDGS CORP COM CL A 76029L100 33,312 1,418,725 SH   DFND 2,20,5,8 1,207,001 0 211,724
REPLIGEN CORP COM 759916109 231,292 1,189,714 SH   DFND 13,19,2,20,5,8 1,082,858 1,100 105,756
REPLIMUNE GROUP INC COM 76029N106 57,232 1,875,832 SH   DFND 2,20,5,8 1,803,098 0 72,734
REPRO MED SYS INC COM 759910102 1,489 423,086 SH   DFND 2,20,5 360,486 0 62,600
REPUBLIC BANCORP INC KY CL A 760281204 9,178 205,701 SH   DFND 2,20,5,8 172,664 666 32,371
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 12,550 430,232 SH   DFND 1,2,20 377,616 0 52,616
REPUBLIC FIRST BANCORP INC COM 760416107 2,864 759,564 SH   DFND 2,20,5 648,281 0 111,283
REPUBLIC SVCS INC COM 760759100 1,040,388 10,428,388 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,594,663 242,209 1,591,516
RESEARCH FRONTIERS INC COM 760911107 1,189 418,548 SH   DFND 2,20 361,452 0 57,096
RESIDEO TECHNOLOGIES INC COM 76118Y104 182,393 6,456,389 SH   DFND 1,12,13,19,2,20,5,8 5,939,901 1,670 514,818
RESMED INC COM 761152107 1,198,259 6,175,956 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,140,077 239,036 796,843
RESOLUTE FST PRODS INC COM 76117W109 872 79,603 SH   DFND 20,5,8 79,603 0 0
RESONANT INC COM 76118L102 3,472 818,813 SH   DFND 13,2,20,5 680,096 0 138,717
RESOURCES CONNECTION INC COM 76122Q105 16,536 1,221,299 SH   DFND 2,20,5,8 1,113,559 743 106,997
RESTAURANT BRANDS INTL INC COM 76131D103 2,154 32,877 SH   DFND 20,8 32,877 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 97,076 6,074,707 SH   DFND 10,19,2,20,5,8 5,394,602 30,054 650,051
111 INC ADS 68247Q102 1,023 74,155 SH   DFND 2,20,5 74,155 0 0
ABM INDS INC COM 000957100 283,079 5,529,236 SH   DFND 12,19,2,20,5,8 5,275,203 676 253,357
ARCH CAP GROUP LTD ORD G0450A105 308,560 8,041,702 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,547,108 246,019 1,248,575
RETAIL PPTYS AMER INC CL A 76131V202 118,070 11,191,161 SH   DFND 10,12,13,19,2,20,5,8 9,939,305 61,390 1,190,466
RETAIL VALUE INC COM 76133Q102 8,625 460,982 SH   DFND 13,2,20,5 412,141 0 48,841
RETRACTABLE TECHNOLOGIES INC COM 76129W105 3,160 246,505 SH   DFND 2,20,5 219,981 0 26,524
REV GROUP INC COM 749527107 9,990 521,411 SH   DFND 2,20,5,8 429,613 0 91,798
REVANCE THERAPEUTICS INC COM 761330109 37,765 1,351,166 SH   DFND 19,2,20,5,8 1,137,122 0 214,044
REVLON INC CL A NEW 761525609 1,553 125,968 SH   DFND 2,20 104,362 0 21,606
REVOLUTION MEDICINES INC COM 76155X100 81,583 1,778,180 SH   DFND 2,20,5,8 1,650,935 0 127,245
REVOLVE GROUP INC CL A 76156B107 9,654 214,860 SH   DFND 2,20,5,8 202,860 0 12,000
REX AMERICAN RES CORP COM 761624105 17,591 208,995 SH   DFND 2,20,5,8 192,704 0 16,291
REXFORD INDL RLTY INC COM 76169C100 284,212 5,612,723 SH   DFND 10,19,2,20,5,8 4,978,235 32,475 602,013
ARCH RESOURCES INC CL A 03940R107 78,827 1,894,878 SH   DFND 2,20,5 1,862,961 0 31,917
REXNORD CORP COM 76169B102 108,008 2,293,660 SH   DFND 2,20,5,8 1,869,801 800 423,059
REYNOLDS CONSUMER PRODS INC COM 76171L106 15,098 506,978 SH   DFND 2,20,5 453,147 0 53,831
RGC RES INC COM 74955L103 3,077 138,751 SH   DFND 2,20,5 117,684 0 21,067
RH COM 74967X103 365,884 613,282 SH   DFND 13,19,2,20,5,8 555,376 100 57,806
RH NOTE 9/1 74967XAD5 22,060 7,819,000 PRN   DFND 2 7,819,000 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 51,928 2,441,380 SH   DFND 2,20,5,8 2,327,541 0 113,839
RIBBON COMMUNICATIONS INC COM 762544104 12,341 1,503,112 SH   DFND 2,20,5,8 1,261,407 2,643 239,062
RICHMOND MUT BANCORPORATION COM 76525P100 2,684 197,953 SH   DFND 2,20 167,268 0 30,685
RIGEL PHARMACEUTICALS INC COM NEW 766559603 42,807 12,516,725 SH   DFND 19,2,20,5,8 11,920,332 0 596,393
RIGNET INC COM 766582100 112 12,867 SH   DFND 20 12,867 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,759,489 30,868,235 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,154,601 735,099 2,978,535
RIMINI STR INC DEL COM 76674Q107 3,312 369,273 SH   DFND 2,20 316,782 0 52,491
RING ENERGY INC COM 76680V108 258 111,643 SH   DFND 20 111,643 0 0
RINGCENTRAL INC CL A 76680R206 464,931 1,560,800 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,234,375 35,321 291,104
RINGCENTRAL INC NOTE 3/0 76680RAF4 22,822 20,890,000 PRN   DFND 2 20,890,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 12,094 155,515 SH   DFND 1,20 4,603 0 150,912
RIOT BLOCKCHAIN INC COM 767292105 68,211 1,280,482 SH   DFND 2,20 1,280,482 0 0
RITE AID CORP COM 767754872 29,640 1,448,665 SH   DFND 12,13,2,20,5,8 1,246,292 1,202 201,171
RIVERVIEW BANCORP INC COM 769397100 2,859 412,609 SH   DFND 13,2,20 310,171 0 102,438
RLI CORP COM 749607107 509,535 4,566,957 SH   DFND 12,13,19,2,20,5,8 1,784,406 2,627,477 155,074
RLJ LODGING TR COM 74965L101 97,799 6,313,697 SH   DFND 10,13,19,2,20,5,8 5,373,685 40,083 899,929
ARCHROCK INC COM 03957W106 48,342 5,093,952 SH   DFND 2,20,5,8 4,645,692 2,651 445,609
RLX TECHNOLOGY INC SPONSORED ADS 74969N103 15,848 1,529,748 SH   DFND 10,12,13,19,2,20,5,8 1,263,248 47,400 219,100
RMR GROUP INC CL A 74967R106 12,402 303,893 SH   DFND 2,20,5,8 252,215 893 50,785
ROBERT HALF INTL INC COM 770323103 397,174 5,087,406 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,140,358 207,441 739,607
ROCKET COS INC COM CL A 77311W101 90,186 3,905,833 SH   DFND 10,2,20,5,6,8 3,697,545 0 208,288
ROCKET PHARMACEUTICALS INC COM 77313F106 71,573 1,613,088 SH   DFND 2,20,5,8 1,477,246 0 135,842
ROCKWELL AUTOMATION INC COM 773903109 1,253,624 4,722,814 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,079,983 74,334 568,497
ROCKWELL MED INC COM 774374102 1,283 1,106,218 SH   DFND 2,20 940,811 0 165,407
ROCKY BRANDS INC COM 774515100 6,676 123,488 SH   DFND 2,20 107,108 0 16,380
ROGERS COMMUNICATIONS INC CL B 775109200 5,115 110,022 SH   DFND 2,20 110,022 0 0
ROGERS CORP COM 775133101 110,090 584,931 SH   DFND 19,2,20,5,8 514,848 168 69,915
ARCIMOTO INC COM 039587100 159 12,000 SH   DFND 20 12,000 0 0
ROKU INC COM CL A 77543R102 685,705 2,104,875 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,702,148 52,779 349,948
ROLLINS INC COM 775711104 379,609 11,028,732 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,240,426 345,984 2,442,322
ROMEO POWER INC COM 776153108 476 57,200 SH   DFND 20 57,200 0 0
ROOT INC COM CL A 77664L108 257 20,200 SH   DFND 20 20,200 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,763,716 4,372,778 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,800,659 61,363 510,756
ROSS STORES INC COM 778296103 1,913,325 15,956,341 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,860,618 306,794 1,788,929
ROYAL BK CDA COM 780087102 2,414 26,183 SH   DFND 12,2,20 25,916 0 267
ROYAL CARIBBEAN GROUP COM V7780T103 690,086 8,060,809 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,976,975 109,920 973,914
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 341 9,267 SH   DFND 20 9,267 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 31,871 812,836 SH   DFND 1,2,20 93,943 0 718,893
ARCO PLATFORM LTD COM CL A G04553106 248 9,773 SH   DFND 2 9,773 0 0
ROYAL GOLD INC COM 780287108 246,598 2,285,026 SH   DFND 13,19,2,20,5,8 2,111,162 599 173,265
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 204,397 4,685,863 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,899,279 178,854 607,730
RPC INC COM 749660106 11,050 2,046,218 SH   DFND 2,20,5,8 1,835,067 0 211,151
RPM INTL INC COM 749685103 489,308 5,327,250 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,748,185 77,177 501,888
RPT REALTY SH BEN INT 74971D101 50,600 4,405,545 SH   DFND 10,19,2,20,5,8 3,923,807 18,721 463,017
RUBIUS THERAPEUTICS INC COM 78116T103 17,010 641,886 SH   DFND 2,20,5,8 533,467 0 108,419
RUSH ENTERPRISES INC CL A 781846209 45,673 916,571 SH   DFND 10,2,20,5,8 755,408 24,416 136,747
RUSH ENTERPRISES INC CL B 781846308 6,926 153,596 SH   DFND 10,2,20,5 105,103 13,659 34,834
RUSH STREET INTERACTIVE INC COM 782011100 498 30,500 SH   DFND 20 30,500 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 26,214 1,055,729 SH   DFND 2,20,5,8 943,326 9,000 103,403
ARCONIC CORPORATION COM 03966V107 147,272 5,800,405 SH   DFND 12,13,19,2,20,5,8 5,424,981 891 374,533
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 13,633 118,547 SH   DFND 1,2,20,6,8 68,477 0 50,070
RYDER SYS INC COM 783549108 120,581 1,593,929 SH   DFND 10,12,13,2,20,5,8 1,469,300 4,615 120,014
RYERSON HLDG CORP COM 783754104 4,570 268,199 SH   DFND 2,20 234,323 0 33,876
RYMAN HOSPITALITY PPTYS INC COM 78377T107 158,895 2,049,996 SH   DFND 10,13,19,2,20,5,8 1,707,877 15,179 326,940
S & T BANCORP INC COM 783859101 51,280 1,530,744 SH   DFND 2,20,5,8 1,392,982 536 137,226
S&P GLOBAL INC COM 78409V104 3,858,569 10,934,818 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,590,646 147,568 1,196,604
S&W SEED CO COM 785135104 43 12,035 SH   DFND 20 12,035 0 0
SABINE ROYALTY TR UNIT BEN INT 785688102 632 20,806 SH   DFND 2 20,806 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 145,878 8,403,095 SH   DFND 10,19,2,20,5,8 7,358,770 50,983 993,342
SABRE CORP COM 78573M104 109,229 7,375,382 SH   DFND 12,13,2,20,5,8 6,756,181 3,300 615,901
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2,628 516,279 SH   DFND 2,20,5 396,972 0 119,307
SACHEM CAP CORP COM 78590A109 56 10,700 SH   DFND 20 10,700 0 0
SAFE BULKERS INC COM Y7388L103 2,499 1,019,982 SH   DFND 2,20 899,368 0 120,614
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 2,376 348,402 SH   DFND 2,20,5 299,194 0 49,208
SAFEHOLD INC COM 78645L100 48,005 683,239 SH   DFND 10,19,2,20,5,8 595,656 4,500 83,083
SAFETY INS GROUP INC COM 78648T100 41,838 496,588 SH   DFND 13,2,20,5,8 438,269 6,200 52,119
SAGA COMMUNICATIONS INC CL A NEW 786598300 1,405 64,307 SH   DFND 2,20 55,082 0 9,225
SAGE THERAPEUTICS INC COM 78667J108 94,116 1,257,390 SH   DFND 13,2,20,5,8 1,149,981 800 106,609
SAIA INC COM 78709Y105 201,420 873,537 SH   DFND 13,2,20,5,8 775,705 300 97,532
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 136,488 2,695,252 SH   DFND 2,20,5,8 2,383,902 900 310,450
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 18,478 9,933,000 PRN   DFND 2,5 9,933,000 0 0
ARCOSA INC COM 039653100 117,195 1,800,512 SH   DFND 13,2,20,5,8 1,616,941 786 182,785
SALESFORCE COM INC COM 79466L302 8,623,474 40,701,721 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,158,651 457,903 10,085,167
SALISBURY BANCORP INC COM 795226109 1,649 37,132 SH   DFND 2,20 31,832 0 5,300
SALLY BEAUTY HLDGS INC COM 79546E104 81,234 4,035,457 SH   DFND 12,13,2,20,5,8 3,646,101 646 388,710
SANA BIOTECHNOLOGY INC COM 799566104 7,068 211,161 SH   DFND 2,20 198,192 0 12,969
SANDERSON FARMS INC COM 800013104 140,061 899,095 SH   DFND 12,19,2,20,5,8 815,869 144 83,082
SANDRIDGE ENERGY INC COM NEW 80007P869 117 30,043 SH   DFND 20 30,043 0 0
SANDY SPRING BANCORP INC COM 800363103 49,684 1,143,992 SH   DFND 2,20,5,8 996,332 0 147,660
SANFILIPPO JOHN B & SON INC COM 800422107 26,358 291,672 SH   DFND 2,20,5,8 257,084 0 34,588
SANGAMO THERAPEUTICS INC COM 800677106 81,980 6,542,667 SH   DFND 19,2,20,5,8 6,132,986 100 409,581
SANMINA CORPORATION COM 801056102 100,495 2,428,586 SH   DFND 12,2,20,5,8 2,197,384 833 230,369
ARCTURUS THERAPEUTICS HLDGS COM 03969T109 57,739 1,398,035 SH   DFND 19,2,20,5,8 1,323,153 300 74,582
SANOFI SPONSORED ADR 80105N105 5,154 104,227 SH   DFND 1,2,20 57,643 0 46,584
SANTANDER CONSUMER USA HLDGS COM 80283M101 22,048 814,765 SH   DFND 12,13,19,2,20,5,8 727,611 0 87,154
SAP SE SPON ADR 803054204 33,298 271,180 SH   DFND 1,2,20 60,445 0 210,735
SAPIENS INTL CORP N V SHS G7T16G103 13,809 434,397 SH   DFND 2,20,5 372,758 0 61,639
SAREPTA THERAPEUTICS INC COM 803607100 151,393 2,031,305 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,726,587 36,854 267,864
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 20,751 15,830,000 PRN   DFND 2,5 15,830,000 0 0
SATSUMA PHARMACEUTICALS INC COM 80405P107 1,134 191,887 SH   DFND 2,20 171,561 0 20,326
SAUL CTRS INC COM 804395101 16,788 418,539 SH   DFND 2,20,5,8 369,634 0 48,905
SAVARA INC COM 805111101 1,675 805,438 SH   DFND 2,20 702,230 0 103,208
SB FINL GROUP INC COM 78408D105 2,003 109,688 SH   DFND 2,20 94,463 0 15,225
AC IMMUNE SA SHS H00263105 215 28,314 SH   DFND 2,20 28,314 0 0
ARCUS BIOSCIENCES INC COM 03969F109 60,804 2,165,394 SH   DFND 19,2,20,5,8 2,014,752 0 150,642
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,201,991 4,330,717 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,558,756 53,920 718,041
SCANSOURCE INC COM 806037107 25,097 837,953 SH   DFND 2,20,5,8 747,002 1,058 89,893
SCHLUMBERGER LTD COM 806857108 2,390,205 87,530,462 SH   DFND 10,11,12,13,19,2,20,5,6,8 80,530,154 790,400 6,209,908
SCHNEIDER NATIONAL INC CL B 80689H102 38,075 1,520,676 SH   DFND 2,20,5,8 1,408,778 0 111,898
SCHNITZER STEEL INDS INC CL A 806882106 65,440 1,565,931 SH   DFND 19,2,20,5,8 1,476,048 314 89,569
SCHOLAR ROCK HLDG CORP COM 80706P103 62,263 1,229,027 SH   DFND 19,2,20,5,8 1,127,273 0 101,754
SCHOLASTIC CORP COM 807066105 29,185 969,263 SH   DFND 2,20,5,8 872,703 73 96,487
SCHRODINGER INC COM 80810D103 44,823 587,533 SH   DFND 2,20,5,8 474,080 400 113,053
SCHWAB CHARLES CORP COM 808513105 4,260,068 65,358,510 SH   DFND 10,12,13,19,2,20,5,6,8 57,560,058 735,600 7,062,852
SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 81,795 1,450,000 SH   DFND 2 1,450,000 0 0
ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 28,004 967,982 SH   DFND 2,20,5,8 908,528 0 59,454
SCHWAB STRATEGIC TR US REIT ETF 808524847 817 19,879 SH   DFND 1 19,879 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 61,390 1,253,622 SH   DFND 2,20,5 1,163,472 64 90,086
SCIENCE APPLICATIONS INTL CO COM 808625107 114,053 1,364,430 SH   DFND 1,12,13,2,20,5,8 1,252,809 833 110,788
SCIENTIFIC GAMES CORP COM 80874P109 65,195 1,692,496 SH   DFND 13,19,2,20,5,8 1,472,820 700 218,976
SCIPLAY CORPORATION CL A 809087109 2,745 169,665 SH   DFND 2,20 169,665 0 0
SCOPUS BIOPHARMA INC COM 809171101 344 40,754 SH   DFND 2,20 32,800 0 7,954
SCORPIO TANKERS INC SHS Y7542C130 17,705 959,086 SH   DFND 1,2,5,20 834,338 0 124,748
SCOTTS MIRACLE-GRO CO CL A 810186106 249,725 1,019,412 SH   DFND 13,19,2,20,5,8 934,461 385 84,566
SCPHARMACEUTICALS INC COM 810648105 692 104,119 SH   DFND 2,20 92,498 0 11,621
SCRIPPS E W CO OHIO CL A NEW 811054402 34,766 1,804,151 SH   DFND 2,20,5,8 1,618,787 1,039 184,325
ARDAGH GROUP S A CL A L0223L101 4,248 166,197 SH   DFND 2,20,5 152,997 0 13,200
SCULPTOR CAP MGMT COM CL A 811246107 6,588 301,086 SH   DFND 2,20,5 258,116 0 42,970
SEA LTD NOTE 1.000%12/0 81141RAD2 116,527 26,147,000 PRN   DFND 2,5 26,147,000 0 0
SEA LTD SPONSORD ADS 81141R100 672,187 3,011,187 SH   DFND 1,10,13,2,20,5,8 553,068 0 2,458,119
SEABOARD CORP DEL COM 811543107 11,686 3,167 SH   DFND 2,20,5,8 2,605 1 561
SEACHANGE INTL INC COM 811699107 843 543,637 SH   DFND 2,20 480,936 0 62,701
SEACOAST BKG CORP FLA COM NEW 811707801 78,220 2,158,383 SH   DFND 2,20,5,8 1,979,189 0 179,194
SEACOR HOLDINGS INC COM 811904101 25,008 613,700 SH   DFND 2,20,5,8 545,243 100 68,357
SEACOR MARINE HLDGS INC COM 78413P101 63 11,860 SH   DFND 20 11,860 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 711,402 9,189,794 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,554,273 299,711 1,335,810
SEAGEN INC COM 81181C104 404,667 2,914,205 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,409,493 73,258 431,454
ARDELYX INC COM 039697107 24,926 3,765,222 SH   DFND 2,20,5,8 3,566,083 0 199,139
SEALED AIR CORP NEW COM 81211K100 337,951 7,375,619 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,054,854 183,632 1,137,133
SEASPINE HLDGS CORP COM 81255T108 7,649 439,599 SH   DFND 2,20,5 383,664 0 55,935
SEAWORLD ENTMT INC COM 81282V100 48,986 986,224 SH   DFND 2,20,5,8 801,083 0 185,141
SECUREWORKS CORP CL A 81374A105 1,858 138,855 SH   DFND 2,20 120,194 0 18,661
SECURITY NATL FINL CORP CL A NEW 814785309 1,431 153,021 SH   DFND 2,20 134,386 0 18,635
SEER INC COM CL A 81578P106 11,292 225,759 SH   DFND 2,20,5 193,202 0 32,557
SEI INVTS CO COM 784117103 330,807 5,429,295 SH   DFND 10,12,13,19,2,20,5,6,8 4,763,596 172,717 492,982
SELECT BANCORP INC NEW COM 81617L108 2,906 262,510 SH   DFND 2,20 216,285 0 46,225
SELECT ENERGY SVCS INC CL A COM 81617J301 6,143 1,233,440 SH   DFND 2,20,5,8 1,055,908 0 177,532
SELECT INTERIOR CONCEPTS INC CL A 816120307 78 10,800 SH   DFND 20 10,800 0 0
ARDMORE SHIPPING CORP COM Y0207T100 2,550 561,698 SH   DFND 2,20,5 478,097 0 83,601
SELECT MED HLDGS CORP COM 81619Q105 120,084 3,521,514 SH   DFND 19,2,20,5,8 3,105,262 2,000 414,252
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 49,466 674,663 SH   DFND 2 674,663 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 94,089 1,917,835 SH   DFND 1,12,2,20 1,564,314 0 353,521
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1,179 29,864 SH   DFND 12 29,864 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 20,573 122,405 SH   DFND 2 122,405 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 118,192 3,471,127 SH   DFND 1,2,20 2,921,066 0 550,061
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 15,053 191,029 SH   DFND 12,2 191,029 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 174,860 1,316,621 SH   DFND 1,12,2,20 1,168,013 0 148,608
SELECTA BIOSCIENCES INC COM 816212104 5,433 1,200,760 SH   DFND 2,20,5 1,040,479 0 160,281
SELECTIVE INS GROUP INC COM 816300107 134,562 1,855,004 SH   DFND 12,13,2,20,5,8 1,645,121 741 209,142
ARENA PHARMACEUTICALS INC COM NEW 040047607 121,349 1,748,792 SH   DFND 19,2,20,5,8 1,542,485 890 205,417
SELECTQUOTE INC COM 816307300 63,458 2,150,377 SH   DFND 2,20,5,8 1,759,524 0 390,853
SEMPRA ENERGY COM 816851109 2,160,535 16,163,253 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,438,713 185,089 1,539,451
SEMTECH CORP COM 816850101 159,776 2,315,599 SH   DFND 13,19,2,20,5,8 2,071,515 651 243,433
SENDAS DISTRIBUIDORA S A SPON ADS 81689T104 3,619 278,375 SH   DFND 10,2,20 278,375 0 0
SENECA FOODS CORP NEW CL A 817070501 10,473 222,400 SH   DFND 2,20,5 202,839 0 19,561
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 184,049 3,175,994 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,522,153 88,259 565,582
SENSEI BIOTHERAPEUTICS INC COM 81728A108 854 58,771 SH   DFND 2,20 47,841 0 10,930
SENSEONICS HLDGS INC COM 81727U105 8,031 3,042,065 SH   DFND 2,20 3,042,065 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 100,296 1,285,842 SH   DFND 13,2,20,5,8 1,125,701 760 159,381
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323207 129 21,400 SH   DFND 2 21,400 0 0
ARES CAPITAL CORP COM 04010L103 1,592 85,087 SH   DFND 20 85,087 0 0
SERES THERAPEUTICS INC COM 81750R102 69,405 3,370,820 SH   DFND 19,2,20,5,8 3,194,860 1,000 174,960
SERITAGE GROWTH PPTYS CL A 81752R100 19,201 1,046,403 SH   DFND 2,20,5,8 868,782 300 177,321
SERVICE CORP INTL COM 817565104 206,767 4,050,277 SH   DFND 12,13,2,20,5,8 3,715,559 2,037 332,681
SERVICE PPTYS TR COM SH BEN INT 81761L102 100,572 8,479,959 SH   DFND 10,12,13,19,2,20,5,8 7,541,577 40,729 897,653
SERVICENOW INC COM 81762P102 3,752,310 7,502,970 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,471,097 117,872 914,001
SERVICESOURCE INTL INC COM 81763U100 1,886 1,282,968 SH   DFND 2,20 1,102,553 0 180,415
SERVISFIRST BANCSHARES INC COM 81768T108 102,260 1,661,983 SH   DFND 2,20,5,8 1,496,886 0 165,097
SESEN BIO INC COM 817763105 305 117,300 SH   DFND 20 117,300 0 0
SFL CORPORATION LTD SHS G7738W106 13,419 1,673,247 SH   DFND 2,20,5 1,420,774 0 252,473
SHAKE SHACK INC CL A 819047101 119,406 1,058,843 SH   DFND 19,2,20,5,8 928,770 400 129,673
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 10,680 10,300,000 PRN   DFND 2,5 10,300,000 0 0
SHARPS COMPLIANCE CORP COM 820017101 2,954 205,536 SH   DFND 2,20 175,277 0 30,259
SHATTUCK LABS INC COM 82024L103 22,287 762,225 SH   DFND 2,20,5 730,079 0 32,146
SHAW COMMUNICATIONS INC CL B CONV 82028K200 253 9,633 SH   DFND 20 9,633 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 76,529 1,567,887 SH   DFND 19,2,20,5,8 1,369,758 900 197,229
SHERWIN WILLIAMS CO COM 824348106 2,582,301 3,499,006 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,002,208 62,621 434,177
SHIFT TECHNOLOGIES INC CL A 82452T107 5,830 700,778 SH   DFND 2,20 700,778 0 0
SHIFT4 PMTS INC CL A 82452J109 13,736 167,489 SH   DFND 13,2,20,5,8 135,189 0 32,300
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 2,132 63,569 SH   DFND 1,2,20,5 24,802 0 38,767
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 27,099 779,159 SH   DFND 19,2,20 703,128 0 76,031
SHOCKWAVE MED INC COM 82489T104 80,515 618,110 SH   DFND 2,20,5,8 520,284 200 97,626
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 11,271 10,303,000 PRN   DFND 2,5 10,303,000 0 0
SHOE CARNIVAL INC COM 824889109 21,562 348,454 SH   DFND 19,2,20,5,8 315,227 0 33,227
SHOPIFY INC CL A 82509L107 26,147 23,630 SH   DFND 2 23,630 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 27,843 24,525,000 PRN   DFND 2,5 24,525,000 0 0
SHORE BANCSHARES INC COM 825107105 3,961 232,709 SH   DFND 13,2,20,5 191,187 0 41,522
SHOTSPOTTER INC COM 82536T107 5,220 148,849 SH   DFND 2,20,5,8 125,492 0 23,357
SHUTTERSTOCK INC COM 825690100 64,930 729,220 SH   DFND 2,20,5,8 653,914 0 75,306
SHYFT GROUP INC COM 825698103 23,976 644,505 SH   DFND 2,20,5,8 528,892 0 115,613
SI BONE INC COM 825704109 25,474 800,830 SH   DFND 19,2,20,5,8 713,973 0 86,857
SIEBERT FINL CORP COM 826176109 574 141,809 SH   DFND 2,20 124,692 0 17,117
SIENTRA INC COM 82621J105 5,599 767,982 SH   DFND 2,20,5 658,872 0 109,110
ARES COML REAL ESTATE CORP COM 04013V108 8,867 629,895 SH   DFND 2,20,5,8 501,919 1,800 126,176
SIERRA BANCORP COM 82620P102 7,707 287,561 SH   DFND 13,2,20,5 219,391 0 68,170
SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 424 120,140 SH   DFND 20 120,140 0 0
SIGA TECHNOLOGIES INC COM 826917106 6,606 1,016,273 SH   DFND 2,20,5,8 868,107 0 148,166
SIGILON THERAPEUTICS INC COM 82657L107 1,706 76,334 SH   DFND 2,20 65,169 0 11,165
SIGNATURE BK NEW YORK N Y COM 82669G104 442,257 1,956,024 SH   DFND 12,13,2,20,5,8 1,842,707 599 112,718
SIGNET JEWELERS LIMITED SHS G81276100 109,592 1,890,162 SH   DFND 12,13,19,2,20,5,8 1,692,654 659 196,849
SIGNIFY HEALTH INC CL A COM 82671G100 4,265 145,754 SH   DFND 2,20 135,020 0 10,734
SILGAN HOLDINGS INC COM 827048109 77,201 1,836,809 SH   DFND 2,20,5,8 1,643,110 484 193,215
SILICOM LTD ORD M84116108 268 5,930 SH   DFND 2 5,930 0 0
SILICON LABORATORIES INC COM 826919102 216,130 1,532,075 SH   DFND 13,19,2,20,5,8 1,362,136 505 169,434
ACACIA RESH CORP ACACIA TCH COM 003881307 5,838 877,843 SH   DFND 2,20,5 750,837 0 127,006
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 68,123 1,215,839 SH   DFND 2,20,5,8 1,012,351 3,700 199,788
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 6,569 110,606 SH   DFND 1,10,13,19,2,20,5 81,241 0 29,365
SILK RD MED INC COM 82710M100 35,181 694,587 SH   DFND 2,20,5,8 604,884 0 89,703
SILVERBACK THERAPEUTICS INC COM 82835W108 8,384 192,164 SH   DFND 2,20,5 163,657 0 28,507
SILVERBOW RES INC COM 82836G102 131 16,823 SH   DFND 20 16,823 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 1,958 136,196 SH   DFND 2,20 113,078 0 23,118
SILVERGATE CAP CORP CL A 82837P408 212,436 1,494,237 SH   DFND 2,20,5 1,447,472 0 46,765
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 154,340 5,173,726 SH   DFND 2,20,5,8 4,793,562 1,400 378,764
SIMON PPTY GROUP INC NEW COM 828806109 2,182,399 19,182,555 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,464,796 271,562 2,446,197
SIMPLY GOOD FOODS CO COM 82900L102 80,487 2,645,864 SH   DFND 2,20,5,8 2,332,599 0 313,265
SIMPSON MFG INC COM 829073105 136,386 1,311,938 SH   DFND 2,20,5,8 1,157,540 680 153,718
ARGAN INC COM 04010E109 15,097 282,987 SH   DFND 2,20,5,8 232,408 0 50,579
SIMULATIONS PLUS INC COM 829214105 30,976 489,812 SH   DFND 2,20,5,8 440,035 0 49,777
SINCLAIR BROADCAST GROUP INC CL A 829226109 26,157 893,953 SH   DFND 2,20,5,8 723,070 10,238 160,645
SINOVAC BIOTECH LTD SHS P8696W104 1,822 281,640 SH   DFND 1,2 281,640 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 172,875 28,386,722 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,070,422 665,606 7,650,694
SITE CTRS CORP COM 82981J109 113,515 8,303,493 SH   DFND 10,12,13,19,2,20,5,8 7,387,725 37,741 878,027
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 142,244 833,105 SH   DFND 13,19,2,20,5,8 674,140 300 158,665
SITIME CORP COM 82982T106 43,595 442,145 SH   DFND 2,20,5,8 414,436 0 27,709
SIX FLAGS ENTMT CORP NEW COM 83001A102 87,484 1,882,584 SH   DFND 12,13,2,20,5,8 1,719,179 700 162,705
SJW GROUP COM 784305104 34,668 550,371 SH   DFND 13,19,2,20,5,8 446,960 0 103,411
SK TELECOM LTD SPONSORED ADR 78440P108 19,647 721,509 SH   DFND 1,10,2,20,5 670,680 0 50,829
ARGENX SE SPONSORED ADR 04016X101 15,376 55,833 SH   DFND 1,13,20 399 0 55,434
SKECHERS U S A INC CL A 830566105 192,494 4,615,048 SH   DFND 12,13,19,2,20,5,8 4,341,994 1,936 271,118
SKILLZ INC COM 83067L109 2,388 125,400 SH   DFND 20 125,400 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 55,913 1,235,370 SH   DFND 2,20,5,8 1,052,763 0 182,607
SKYWEST INC COM 830879102 102,576 1,882,822 SH   DFND 13,19,2,20,5,8 1,752,773 0 130,049
SKYWORKS SOLUTIONS INC COM 83088M102 1,347,140 7,342,161 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,058,215 322,997 960,949
SL GREEN RLTY CORP COM 78440X804 226,112 3,216,884 SH   DFND 10,12,13,19,2,20,5,8 2,846,371 17,201 353,312
SLACK TECHNOLOGIES INC COM CL A 83088V102 448,048 11,027,516 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,785,849 220,816 2,020,851
SLEEP NUMBER CORP COM 83125X103 113,456 790,686 SH   DFND 2,20,5,8 691,789 300 98,597
SLM CORP COM 78442P106 144,653 8,049,672 SH   DFND 1,13,19,2,20,5,8 7,192,510 4,742 852,420
SM ENERGY CO COM 78454L100 137,918 8,425,055 SH   DFND 12,2,20,5,8 8,132,417 0 292,638
ARGO GROUP INTL HLDGS LTD COM G0464B107 33,726 670,228 SH   DFND 2,20,5,8 556,397 217 113,614
SMART GLOBAL HLDGS INC SHS G8232Y101 37,318 810,900 SH   DFND 2,20,5,8 766,055 0 44,845
SMART SAND INC COM 83191H107 43 16,800 SH   DFND 20 16,800 0 0
SMARTFINANCIAL INC COM NEW 83190L208 4,964 229,285 SH   DFND 2,20,5 197,929 0 31,356
SMARTSHEET INC COM CL A 83200N103 91,413 1,430,112 SH   DFND 13,19,2,20,5,8 1,206,694 1,100 222,318
SMILEDIRECTCLUB INC CL A COM 83192H106 9,584 929,570 SH   DFND 2,20,5,8 886,370 0 43,200
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6,075 160,288 SH   DFND 2,20 160,288 0 0
SMITH & WESSON BRANDS INC COM 831754106 16,145 925,243 SH   DFND 2,20,5 821,204 100 103,939
SMITH A O CORP COM 831865209 597,335 8,835,010 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,044,687 182,404 607,919
SMITH MICRO SOFTWARE INC COM NEW 832154207 2,898 526,345 SH   DFND 2,20 455,175 0 71,170
SMUCKER J M CO COM NEW 832696405 927,220 7,328,066 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,357,011 129,953 841,102
ARISTA NETWORKS INC COM 040413106 630,767 2,089,394 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,786,636 50,901 251,857
SNAP INC CL A 83304A106 499,853 9,559,250 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,947,417 438,772 2,173,061
SNAP INC NOTE 0.750% 8/0 83304AAB2 82,253 34,850,000 PRN   DFND 2,5 34,850,000 0 0
SNAP ON INC COM 833034101 568,226 2,462,626 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,026,037 103,744 332,845
SNOWFLAKE INC CL A 833445109 81,900 357,206 SH   DFND 10,11,12,13,19,2,20,5,6,8 271,018 12,938 73,250
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 3,647 369,513 SH   DFND 1,2,20,5 362,726 0 6,787
SOC TELEMED INC COM CL A 78472F101 194 30,800 SH   DFND 20 30,800 0 0
SOCIEDAD QUIMICA Y MINERA DE RIGHT 04/19/2021 833636111 620 199,910 SH   DFND 13,19,2,20,5,8 198,572 0 1,338
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 55,847 1,052,319 SH   DFND 13,19,2,20,5,8 1,045,130 0 7,189
SOGOU INC ADR REPSTG A 83409V104 682 90,325 SH   DFND 1,2 46,766 0 43,559
SOHU COM LTD SPONSORED ADS 83410S108 8,246 524,537 SH   DFND 13,2,20,5 389,210 700 134,627
ARKO CORP COM 041242108 475 47,800 SH   DFND 20 47,800 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 470,350 1,636,342 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,398,361 43,597 194,384
SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 7,293 594,341 SH   DFND 2,20,5 523,941 0 70,400
SOLARWINDS CORP COM 83417Q105 12,598 722,386 SH   DFND 2,20,5,8 631,974 0 90,412
SOLENO THERAPEUTICS INC COM NEW 834203200 1,066 846,387 SH   DFND 2,20 732,169 0 114,218
SOLID BIOSCIENCES INC COM 83422E105 2,590 468,364 SH   DFND 2,20,5 412,202 0 56,162
SOLITARIO ZINC CORP COM 8342EP107 10 11,586 SH   DFND 20 11,586 0 0
SOLITON INC COM 834251100 1,784 101,565 SH   DFND 2,20 87,785 0 13,780
SONIC AUTOMOTIVE INC CL A 83545G102 45,099 907,898 SH   DFND 2,20,5,8 822,705 0 85,193
SONOCO PRODS CO COM 835495102 376,405 5,946,361 SH   DFND 12,13,19,2,20,5,8 5,725,543 864 219,954
SONOS INC COM 83570H108 82,929 2,213,207 SH   DFND 19,2,20,5,8 1,781,636 0 431,571
ARLINGTON ASSET INVST CORP CL A NEW 041356205 3,257 806,274 SH   DFND 2,20,5 731,960 0 74,314
SONY CORP SPONSORED ADR 835699307 4,951 46,700 SH   DFND 2,20 46,700 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 80,937 9,786,760 SH   DFND 19,2,20,5,8 8,778,013 3,500 1,005,247
SOTERA HEALTH CO COM 83601L102 15,551 623,046 SH   DFND 2,20 561,559 0 61,487
SOUND FINL BANCORP INC COM 83607A100 241 5,792 SH   DFND 20 600 0 5,192
SOUTH JERSEY INDS INC COM 838518108 298,606 13,053,591 SH   DFND 12,19,2,20,5,8 12,733,469 1,376 318,746
SOUTH PLAINS FINANCIAL INC COM 83946P107 3,748 164,958 SH   DFND 2,20 134,449 0 30,509
SOUTH ST CORP COM 840441109 192,103 2,446,854 SH   DFND 13,2,20,5,8 2,172,595 1,110 273,149
SOUTHERN CO COM 842587107 3,225,273 51,886,632 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 45,874,307 663,314 5,349,011
SOUTHERN CO UNIT 08/01/2022 842587602 36,921 724,500 SH   DFND 2 724,500 0 0
SOUTHERN COPPER CORP COM 84265V105 229,698 3,384,377 SH   DFND 10,12,13,19,2,20,5,6,8 1,895,396 36,076 1,452,905
ARLO TECHNOLOGIES INC COM 04206A101 13,989 2,227,508 SH   DFND 2,20,5 2,037,171 0 190,337
SOUTHERN FIRST BANCSHARES COM 842873101 6,556 139,848 SH   DFND 2,20,5 120,669 0 19,179
SOUTHERN MO BANCORP INC COM 843380106 5,553 140,859 SH   DFND 2,20 105,958 0 34,901
SOUTHSIDE BANCSHARES INC COM 84470P109 47,882 1,243,377 SH   DFND 2,20,5,8 1,129,450 0 113,927
SOUTHWEST AIRLS CO COM 844741108 2,512,936 41,155,199 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,156,270 90,671 22,908,258
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 111,340 64,600,000 PRN   DFND 2,5 64,600,000 0 0
SOUTHWEST GAS HLDGS INC COM 844895102 118,189 1,720,114 SH   DFND 12,13,19,2,20,5,8 1,517,193 773 202,148
SOUTHWESTERN ENERGY CO COM 845467109 213,193 45,847,969 SH   DFND 12,13,2,20,5 44,058,795 13,572 1,775,602
SP PLUS CORP COM 78469C103 14,092 429,779 SH   DFND 19,2,20,5,8 358,575 0 71,204
SPARK ENERGY INC CL A COM 846511103 2,428 227,382 SH   DFND 2,20,5 201,117 0 26,265
SPARTANNASH CO COM 847215100 26,600 1,355,046 SH   DFND 2,20,5,8 1,232,939 1,026 121,081
ARMADA HOFFLER PPTYS INC COM 04208T108 33,519 2,641,617 SH   DFND 10,19,2,20,5,8 2,338,372 13,900 289,345
SPDR GOLD TR GOLD SHS 78463V107 110,542 691,059 SH   DFND 10,12,20,8 346,148 0 344,911
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 144,352 3,057,019 SH   DFND 1,2 3,052,570 7 4,442
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 15,020 436,002 SH   DFND 1,12,20 432,607 0 3,395
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4,857 109,120 SH   DFND 10 0 0 109,120
SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 37,716 315,600 SH   DFND 10 0 0 315,600
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 25,767 891,290 SH   DFND 1 888,230 0 3,060
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 164,444 4,650,552 SH   DFND 12,2,20 957,306 0 3,693,246
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 84,372 1,927,185 SH   DFND 12,19,2,20,5 1,030,906 0 896,279
SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 7,955 154,640 SH   DFND 5 154,640 0 0
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 8,826 133,500 SH   DFND 10 0 0 133,500
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 25,299 2,073,685 SH   DFND 2,20,5,8 1,844,099 1,237 228,349
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 458 12,008 SH   DFND 1 7,454 0 4,554
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 109,544 2,931,337 SH   DFND 1,2,20 2,783,592 35,201 112,544
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,549,722 3,899,167 SH   DFND 1,10,12,2,20 3,356,899 1,288 540,980
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 56,110 117,806 SH   DFND 1,20 83,239 1,274 33,293
SPDR SER TR BLOMBERG 1 10 YR 78468R861 489,408 23,450,334 SH   DFND 2 23,450,334 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 33,239 1,084,816 SH   DFND 20 0 0 1,084,816
SPDR SER TR BLOMBERG INTL TR 78464A516 1,882 64,590 SH   DFND 1,20 2,235 0 62,355
SPDR SER TR BLOMBRG BRC EMRG 78464A391 5,139 197,514 SH   DFND 1 197,514 0 0
SPDR SER TR BLOMBRG BRC INTL 78464A151 1,812 50,579 SH   DFND 20 0 0 50,579
SPDR SER TR BLOOMBERG BRCLYS 78468R622 1,124,846 10,338,659 SH   DFND 19,2,20,5,8 8,760,576 0 1,578,083
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 19,063 706,309 SH   DFND 2,20 638,572 0 67,737
ARMSTRONG FLOORING INC COM 04238R106 147 30,087 SH   DFND 20 30,087 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 9,708 355,228 SH   DFND 12,20 196,371 0 158,857
SPDR SER TR DJ REIT ETF 78464A607 19,870 209,891 SH   DFND 1,2,20 92,890 0 117,001
SPDR SER TR FTSE INT GVT ETF 78464A490 13,602 244,954 SH   DFND 20 244,954 0 0
SPDR SER TR PORTFLI HIGH YLD 78468R606 2,788 105,000 SH   DFND 10 0 0 105,000
SPDR SER TR PORTFLI INTRMDIT 78464A672 227,069 7,078,220 SH   DFND 1,12,2 7,078,220 0 0
SPDR SER TR PORTFLI MORTGAGE 78464A383 17,252 665,337 SH   DFND 2 665,337 0 0
SPDR SER TR PORTFLI TIPS ETF 78464A656 130,934 4,285,903 SH   DFND 1,2,20 93,797 0 4,192,106
SPDR SER TR PORTFOLIO AGRGTE 78464A649 295,679 9,972,323 SH   DFND 1,2,20 40,155 5,169 9,926,999
SPDR SER TR PORTFOLIO INTRMD 78464A375 133,417 3,680,456 SH   DFND 1,12,2,20 3,203,161 128,509 348,786
SPDR SER TR PORTFOLIO LN COR 78464A367 140,241 4,648,343 SH   DFND 12,2,20 3,274,297 0 1,374,046
ARMSTRONG WORLD INDS INC NEW COM 04247X102 52,285 580,360 SH   DFND 19,2,20,5,8 486,855 351 93,154
SPDR SER TR PORTFOLIO LN TSR 78464A664 512,078 13,136,934 SH   DFND 12,2,20 12,657,995 0 478,939
SPDR SER TR PORTFOLIO S&P500 78464A854 25,630 549,873 SH   DFND 12 549,873 0 0
SPDR SER TR PORTFOLIO S&P600 78468R853 53,216 1,258,947 SH   DFND 2 0 0 1,258,947
SPDR SER TR PORTFOLIO SH TSR 78468R101 175,853 5,735,589 SH   DFND 1,2 5,735,589 0 0
SPDR SER TR PORTFOLIO SHORT 78464A474 380,864 12,164,283 SH   DFND 1,2,20 1,553,628 0 10,610,655
SPDR SER TR S&P 600 SML CAP 78464A813 26,628 283,340 SH   DFND 20 0 0 283,340
SPDR SER TR S&P DIVID ETF 78464A763 9,902 83,890 SH   DFND 1 79,230 0 4,660
SPDR SER TR SPDR BLOOMBERG 78468R663 15,691 171,483 SH   DFND 12,2 171,483 0 0
SPDR SER TR WELLS FG PFD ETF 78464A292 1,178 27,114 SH   DFND 1 27,114 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 48,841 574,599 SH   DFND 10,12,13,2,20,5,8 466,389 16,077 92,133
ARRAY TECHNOLOGIES INC COM SHS 04271T100 31,589 1,059,310 SH   DFND 19,2,20 965,949 0 93,361
SPECTRUM PHARMACEUTICALS INC COM 84763A108 42,793 13,126,592 SH   DFND 2,20,5,8 12,635,983 0 490,609
SPERO THERAPEUTICS INC COM 84833T103 19,968 1,356,543 SH   DFND 2,20,5 1,310,958 0 45,585
SPIRE INC COM 84857L101 119,621 1,604,921 SH   DFND 12,13,19,2,20,5,8 1,372,312 439 232,170
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 113,509 2,332,627 SH   DFND 12,13,19,2,20,5,8 2,090,217 887 241,523
SPIRIT AIRLS INC COM 848577102 80,126 2,171,430 SH   DFND 13,2,20,5,8 1,919,022 0 252,408
SPIRIT OF TEX BANCSHARES INC COM 84861D103 4,710 211,095 SH   DFND 2,20 180,326 0 30,769
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 213,389 4,948,435 SH   DFND 10,12,13,19,2,20,5,8 4,399,915 27,453 521,067
SPLUNK INC COM 848637104 470,530 3,473,058 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,896,393 75,349 501,316
SPLUNK INC NOTE 0.500% 9/1 848637AC8 23,240 20,273,000 PRN   DFND 2,5 20,273,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 26,694 22,576,000 PRN   DFND 2,5 22,576,000 0 0
ARROW ELECTRS INC COM 042735100 337,982 3,049,828 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,216,036 79,614 754,178
SPOK HLDGS INC COM 84863T106 5,942 566,418 SH   DFND 2,20,5 519,241 0 47,177
SPORTSMANS WHSE HLDGS INC COM 84920Y106 19,731 1,144,513 SH   DFND 2,20,5,8 1,037,666 0 106,847
SPOTIFY TECHNOLOGY S A SHS L8681T102 377,634 1,409,344 SH   DFND 10,12,13,19,2,20,5,6,8 1,286,007 0 123,337
SPRINGWORKS THERAPEUTICS INC COM 85205L107 79,424 1,079,568 SH   DFND 2,20,5,8 998,939 0 80,629
SPROUT SOCIAL INC COM CL A 85209W109 32,517 562,967 SH   DFND 19,2,20,5,8 469,796 0 93,171
SPROUTS FMRS MKT INC COM 85208M102 83,736 3,145,603 SH   DFND 12,13,19,2,20,5,8 2,823,524 900 321,179
SPRUCE BIOSCIENCES INC COM 85209E109 1,573 94,749 SH   DFND 2,20 80,489 0 14,260
SPS COMM INC COM 78463M107 110,964 1,117,354 SH   DFND 13,19,2,20,5,8 969,162 200 147,992
SPX CORP COM 784635104 81,761 1,403,145 SH   DFND 19,2,20,5,8 1,216,949 951 185,245
SPX FLOW INC COM 78469X107 84,032 1,325,016 SH   DFND 2,20,5,8 1,174,814 551 149,651
ARROW FINL CORP COM 042744102 10,557 316,933 SH   DFND 13,2,20,5,8 244,818 53 72,062
SQUARE INC CL A 852234103 1,676,566 7,384,128 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,914,021 199,143 1,270,964
SQUARE INC NOTE 0.500% 5/1 852234AD5 71,039 24,321,000 PRN   DFND 2,5 24,321,000 0 0
SQZ BIOTECHNOLOGIES CO COM 78472W104 929 67,921 SH   DFND 2,20 58,527 0 9,394
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 357,347 5,114,462 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,994,806 174,659 944,997
SSGA ACTIVE ETF TR BLACKSTONE SENR 78467V608 5,443 119,000 SH   DFND 10 0 0 119,000
SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 51,544 1,489,349 SH   DFND 1 1,388,713 51,330 49,306
SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 790 29,642 SH   DFND 1 29,642 0 0
ST JOE CO COM 790148100 41,545 968,425 SH   DFND 13,2,20,5,8 842,402 300 125,723
STAAR SURGICAL CO COM PAR $0.01 852312305 152,797 1,449,548 SH   DFND 2,20,5,8 1,296,608 297 152,643
STAG INDL INC COM 85254J102 206,598 6,125,111 SH   DFND 10,19,2,20,5,8 5,130,262 38,713 956,136
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 247,609 3,734,120 SH   DFND 13,2,20,5,8 3,376,147 1,000 356,973
STAMPS COM INC COM NEW 852857200 113,295 567,866 SH   DFND 13,2,20,5,8 507,271 400 60,195
STANDARD AVB FINL CORP COM 85303B100 1,904 58,328 SH   DFND 2,20 49,928 0 8,400
STANDARD MTR PRODS INC COM 853666105 31,358 754,161 SH   DFND 2,20,5,8 679,847 200 74,114
STANDEX INTL CORP COM 854231107 40,910 428,064 SH   DFND 2,20,5,8 382,878 14 45,172
STANLEY BLACK & DECKER INC COM 854502101 1,431,163 7,167,642 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,294,173 109,817 763,652
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 18,687 161,500 SH   DFND 2 161,500 0 0
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 1,464 99,750 SH   DFND 1,2 99,750 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 655 61,838 SH   DFND 10,20,5,8 37,419 4,905 19,514
STARBUCKS CORP COM 855244109 5,081,410 46,503,246 SH   DFND 10,11,12,13,19,2,20,5,6,8 39,540,203 837,412 6,125,631
STARTEK INC COM 85569C107 2,187 275,125 SH   DFND 2,20 235,497 0 39,628
ARTESIAN RES CORP CL A 043113208 6,504 165,149 SH   DFND 13,2,20,5 137,680 0 27,469
STARWOOD PPTY TR INC COM 85571B105 94,077 3,730,412 SH   DFND 12,13,2,20,5,8 3,126,963 2,400 601,049
STATE AUTO FINL CORP COM 855707105 6,569 333,297 SH   DFND 2,20,5,8 278,623 0 54,674
STATE STR CORP COM 857477103 1,469,935 17,390,522 SH   DFND 1,10,12,13,19,2,20,5,6,8 13,508,089 2,325,467 1,556,966
STEEL CONNECT INC COM 858098106 55 27,998 SH   DFND 20 27,998 0 0
STEEL DYNAMICS INC COM 858119100 468,326 9,180,506 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,431,029 238,638 1,510,839
STEELCASE INC CL A 858155203 26,855 1,866,235 SH   DFND 19,2,20,5,8 1,547,846 1,300 317,089
STELLANTIS N.V SHS N82405106 16,051 902,264 SH   DFND 19,2,20,6 893,859 0 8,405
STEPAN CO COM 858586100 165,744 1,303,939 SH   DFND 19,2,20,5,8 1,221,077 24 82,838
STEPSTONE GROUP INC COM CL A 85914M107 11,541 327,205 SH   DFND 2,20 282,214 0 44,991
STEREOTAXIS INC COM NEW 85916J409 4,875 725,455 SH   DFND 2,20,5 617,039 0 108,416
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 60,808 1,165,577 SH   DFND 2,20,5,8 927,261 21,100 217,216
STERICYCLE INC COM 858912108 141,136 2,090,591 SH   DFND 12,13,2,20,5,8 1,907,337 1,151 182,103
STERIS PLC SHS USD G8473T100 672,806 3,532,072 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,033,050 87,978 411,044
STERLING BANCORP DEL COM 85917A100 254,841 11,070,414 SH   DFND 12,13,2,20,5,8 10,673,893 2,059 394,462
STERLING BANCORP INC COM 85917W102 1,703 300,934 SH   DFND 2,20 236,837 0 64,097
STERLING CONSTR INC COM 859241101 11,742 506,137 SH   DFND 2,20,5,8 420,809 0 85,328
STEWART INFORMATION SVCS COR COM 860372101 46,218 888,296 SH   DFND 2,20,5,8 798,817 200 89,279
STIFEL FINL CORP COM 860630102 198,230 3,094,445 SH   DFND 13,2,20,5,8 2,711,836 1,291 381,318
STITCH FIX INC COM CL A 860897107 62,708 1,265,814 SH   DFND 2,20,5,8 1,056,321 500 208,993
STMICROELECTRONICS N V NY REGISTRY 861012102 22,715 592,626 SH   DFND 2,20 592,626 0 0
STOCK YDS BANCORP INC COM 861025104 20,976 408,584 SH   DFND 2,20,5,8 331,308 591 76,685
ARVINAS INC COM 04335A105 53,034 802,334 SH   DFND 19,2,20,5,8 679,079 300 122,955
STOKE THERAPEUTICS INC COM 86150R107 29,025 747,288 SH   DFND 2,20,5,8 707,637 0 39,651
STONECO LTD COM CL A G85158106 144,117 2,354,082 SH   DFND 1,2,5,8,10,12,19,20 2,140,865 0 213,217
STONEMOR INC COM 86184W106 84 44,403 SH   DFND 20 44,403 0 0
STONERIDGE INC COM 86183P102 16,065 505,032 SH   DFND 2,20,5,8 408,088 0 96,944
STONEX GROUP INC COM 861896108 32,397 495,516 SH   DFND 2,20,5,8 433,828 0 61,688
STORE CAP CORP COM 862121100 351,749 10,388,546 SH   DFND 10,12,19,2,20,5,8 9,199,011 59,045 1,130,490
STRATASYS LTD SHS M85548101 5,576 215,297 SH   DFND 2,20,5 215,297 0 0
STRATEGIC ED INC COM 86272C103 67,411 733,444 SH   DFND 19,2,20,5,8 650,619 190 82,635
STRATUS PPTYS INC COM NEW 863167201 2,789 91,441 SH   DFND 2,20 77,830 0 13,611
STRIDE INC COM 86333M108 23,462 779,218 SH   DFND 2,20,5,8 639,737 0 139,481
ASANA INC CL A 04342Y104 3,789 132,562 SH   DFND 2,20 132,562 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 2,054 744,143 SH   DFND 2,20 646,899 0 97,244
STRYKER CORPORATION COM 863667101 3,163,988 12,956,381 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,117,361 205,560 1,633,460
STURM RUGER & CO INC COM 864159108 33,968 514,118 SH   DFND 2,20,5 482,268 0 31,850
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 101 13,954 SH   DFND 20 13,954 0 0
SUMMIT FINL GROUP INC COM 86606G101 5,206 196,097 SH   DFND 2,20,5 170,647 0 25,450
SUMMIT HOTEL PPTYS INC COM 866082100 56,991 5,609,309 SH   DFND 10,19,2,20,5,8 5,014,527 23,906 570,876
SUMMIT MATLS INC CL A 86614U100 61,701 2,202,050 SH   DFND 2,20,5,8 1,776,425 2,052 423,573
SUMO LOGIC INC COM 86646P103 8,941 474,077 SH   DFND 2,20 440,205 0 33,872
SUN CMNTYS INC COM 866674104 640,238 4,243,644 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,543,255 73,280 627,109
SUNCOKE ENERGY INC COM 86722A103 44,801 6,390,958 SH   DFND 13,19,2,20,5 6,093,343 26,248 271,367
ACADIA HEALTHCARE COMPANY IN COM 00404A109 120,159 2,102,892 SH   DFND 12,13,2,20,5,8 1,933,360 1,100 168,432
ASBURY AUTOMOTIVE GROUP INC COM 043436104 132,804 675,848 SH   DFND 12,2,20,5,8 603,212 159 72,477
SUNCOR ENERGY INC NEW COM 867224107 4,027 192,661 SH   DFND 2 192,661 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 57,399 1,406,156 SH   DFND 19,2,20,5,8 1,209,568 500 196,088
SUNOPTA INC COM 8676EP108 431 29,209 SH   DFND 2,5 29,209 0 0
SUNPOWER CORP COM 867652406 97,304 2,908,933 SH   DFND 19,2,20,5,8 2,593,135 1,000 314,798
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 12,658 8,020,000 PRN   DFND 2 8,020,000 0 0
SUNRUN INC COM 86771W105 346,470 5,728,674 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,902,168 57,300 769,206
SUNSTONE HOTEL INVS INC NEW COM 867892101 103,875 8,336,676 SH   DFND 10,12,13,19,2,20,5,8 7,011,969 51,737 1,272,970
SUPER MICRO COMPUTER INC COM 86800U104 35,698 913,919 SH   DFND 19,2,20,5,8 764,963 0 148,956
SUPERIOR GROUP OF CO INC COM 868358102 4,580 180,167 SH   DFND 2,20,5 155,161 0 25,006
SUPERIOR INDS INTL INC COM 868168105 148 26,092 SH   DFND 20 26,092 0 0
ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3,082 23,917 SH   DFND 1,13,19,2,20,5 17,910 0 6,007
SUPERNUS PHARMACEUTICALS INC COM 868459108 46,539 1,777,662 SH   DFND 2,20,5,8 1,599,253 300 178,109
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 10,934 11,300,000 PRN   DFND 2,5 11,300,000 0 0
SURFACE ONCOLOGY INC COM 86877M209 140 18,000 SH   DFND 20 18,000 0 0
SURGALIGN HOLDINGS INC COM 86882C105 2,615 1,199,624 SH   DFND 2,20,5 998,194 0 201,430
SURGERY PARTNERS INC COM 86881A100 24,128 545,133 SH   DFND 2,20,5,8 450,669 0 94,464
SURMODICS INC COM 868873100 26,167 466,684 SH   DFND 2,20,5,8 420,006 0 46,678
SUTRO BIOPHARMA INC COM 869367102 57,222 2,514,164 SH   DFND 2,20,5 2,441,875 0 72,289
SUZANO S A SPON ADS 86959K105 3,353 274,373 SH   DFND 10,2,20 225,557 42,592 6,224
SVB FINANCIAL GROUP COM 78486Q101 1,319,048 2,671,977 SH   DFND 10,12,13,19,2,20,5,6,8 2,369,024 54,137 248,816
SVMK INC COM 78489X103 45,237 2,469,278 SH   DFND 19,2,20,5,8 2,039,539 1,100 428,639
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 88 11,460 SH   DFND 20 11,460 0 0
SWITCH INC CL A 87105L104 16,163 994,006 SH   DFND 2,20,5,8 867,971 0 126,035
SWK HLDGS CORP COM NEW 78501P203 855 58,783 SH   DFND 2,20 50,883 0 7,900
SYKES ENTERPRISES INC COM 871237103 60,565 1,373,975 SH   DFND 2,20,5,8 1,247,306 129 126,540
SYNACOR INC COM 871561106 23 10,492 SH   DFND 20 10,492 0 0
SYNAPTICS INC COM 87157D109 171,646 1,267,505 SH   DFND 2,20,5,8 1,137,776 224 129,505
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 22,629 12,308,000 PRN   DFND 2,5 12,308,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 4,506 1,262,261 SH   DFND 2,20,5 1,168,938 0 93,323
SYNCHRONY FINANCIAL COM 87165B103 1,019,228 25,067,087 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,432,045 585,437 3,049,605
SYNDAX PHARMACEUTICALS INC COM 87164F105 59,332 2,653,471 SH   DFND 2,20,5,8 2,582,272 0 71,199
SYNEOS HEALTH INC CL A 87166B102 138,842 1,830,487 SH   DFND 13,19,2,20,5,8 1,692,462 500 137,525
ASENSUS SURGICAL INC COM 04367G103 220 67,728 SH   DFND 20 67,622 0 106
SYNNEX CORP COM 87162W100 113,715 990,201 SH   DFND 12,13,2,20,5,8 902,197 364 87,640
SYNOPSYS INC COM 871607107 1,544,679 6,234,076 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,261,206 200,705 772,165
SYNOVUS FINL CORP COM NEW 87161C501 284,869 6,182,758 SH   DFND 12,13,2,20,5,8 5,886,928 1,890 293,940
SYROS PHARMACEUTICALS INC COM 87184Q107 5,949 795,345 SH   DFND 2,20,5 687,489 0 107,856
SYSCO CORP COM 871829107 1,782,878 22,514,993 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,744,497 294,082 2,476,414
SYSTEMAX INC COM 871851101 9,624 234,051 SH   DFND 2,20,5,8 191,545 0 42,506
T-MOBILE US INC COM 872590104 3,050,168 24,344,863 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,370,965 294,746 2,679,152
T2 BIOSYSTEMS INC COM 89853L104 184 113,600 SH   DFND 20 113,600 0 0
TABULA RASA HEALTHCARE INC COM 873379101 29,260 635,406 SH   DFND 2,20,5,8 560,987 0 74,419
TACTILE SYS TECHNOLOGY INC COM 87357P100 40,288 739,369 SH   DFND 19,2,20,5,8 669,614 0 69,755
ASGN INC COM 00191U102 149,688 1,568,395 SH   DFND 13,19,2,20,5,8 1,380,795 476 187,124
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 220,889 1,861,146 SH   DFND 1,10,13,19,2,20,8 1,246,264 0 614,882
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 944,393 5,344,614 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,575,145 135,559 633,910
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,162 63,633 SH   DFND 1,20 24,648 0 38,985
TAL EDUCATION GROUP SPONSORED ADS 874080104 399,718 7,422,808 SH   DFND 10,11,12,13,19,2,20,5,8 5,530,513 172,300 1,719,995
TALEND S A ADS 874224207 7,838 123,166 SH   DFND 1,2,5 103,938 0 19,228
TALIS BIOMEDICAL CORP COM 87424L108 1,890 147,067 SH   DFND 2,20 128,001 0 19,066
TALOS ENERGY INC COM 87484T108 8,504 706,324 SH   DFND 2,20,5 663,828 0 42,496
TANDEM DIABETES CARE INC COM NEW 875372203 74,493 844,116 SH   DFND 13,19,2,20,5,8 724,561 600 118,955
TANGER FACTORY OUTLET CTRS I COM 875465106 72,505 4,792,130 SH   DFND 10,12,19,2,20,5,8 4,267,993 23,042 501,095
TAPESTRY INC COM 876030107 411,736 9,991,177 SH   DFND 10,12,13,19,2,20,5,6,8 7,812,434 8,840 2,169,903
ASHFORD HOSPITALITY TR INC COM SHS 044103877 150 51,000 SH   DFND 20 51,000 0 0
TARGA RES CORP COM 87612G101 133,945 4,218,735 SH   DFND 10,12,13,19,2,20,5,8 3,111,929 13,867 1,092,939
TARGET CORP COM 87612E106 7,247,170 36,588,931 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,924,169 14,774,819 2,889,943
TARGET HOSPITALITY CORP COM 87615L107 1,298 517,100 SH   DFND 2,20,5 443,377 0 73,723
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 3,641 49,372 SH   DFND 10,2,20,5,8 39,072 0 10,300
TARSUS PHARMACEUTICALS INC COM 87650L103 3,235 100,384 SH   DFND 2,20 85,433 0 14,951
TATA MTRS LTD SPONSORED ADR 876568502 59,761 2,874,527 SH   DFND 1,12,13,19,2,20,5,8 1,661,732 0 1,212,795
TATTOOED CHEF INC COM CL A 87663X102 307 15,800 SH   DFND 20 15,800 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 145,306 4,716,196 SH   DFND 12,19,2,20,5,8 4,236,757 1,500 477,939
TAYSHA GENE THERAPIES INC COM SHS 877619106 2,479 122,141 SH   DFND 2,20 105,034 0 17,107
TCF FINL CORP COM 872307103 314,153 6,761,796 SH   DFND 12,13,19,2,20,5,8 6,431,673 1,317 328,806
ASHLAND GLOBAL HLDGS INC COM 044186104 134,783 1,518,341 SH   DFND 1,12,13,2,20,5,8 1,194,383 899 323,059
TCR2 THERAPEUTICS INC COM 87808K106 48,319 2,188,354 SH   DFND 2,20,5,8 2,123,334 0 65,020
TE CONNECTIVITY LTD REG SHS H84989104 1,624,062 12,578,903 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,712,230 365,312 1,501,361
TEAM INC COM 878155100 11,375 986,567 SH   DFND 2,20,5 909,232 0 77,335
TECHNIPFMC PLC COM G87110105 20,813 2,695,981 SH   DFND 1,2,5,8,12,13,20 2,188,593 4,293 503,095
TECHTARGET INC COM 87874R100 49,858 717,902 SH   DFND 2,20,5,8 630,359 0 87,543
TEGNA INC COM 87901J105 171,933 9,097,773 SH   DFND 10,12,13,19,2,20,5,8 8,251,740 25,600 820,433
TEJON RANCH CO COM 879080109 7,029 419,898 SH   DFND 2,20,5,8 355,501 936 63,461
TELA BIO INC COM 872381108 1,547 103,796 SH   DFND 2,20 89,646 0 14,150
TELADOC HEALTH INC COM 87918A105 392,611 2,160,169 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,733,740 55,273 371,156
TELECOM ARGENTINA S A SPON ADR REP B 879273209 13,580 2,460,188 SH   DFND 10,12,13,19,2,20,5,8 984,931 92,000 1,383,257
ASLAN PHARMACEUTICALS LTD ADS 04522R101 108 32,379 SH   DFND 2 32,379 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 703,490 1,700,690 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,465,338 30,987 204,365
TELEFLEX INCORPORATED COM 879369106 761,384 1,832,630 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,589,547 26,683 216,400
TELEFONICA BRASIL SA NEW ADR 87936R205 12,338 1,530,568 SH   DFND 1,10,13,19,2,20,5 1,077,969 191,542 261,057
TELEFONICA S A SPONSORED ADR 879382208 67 14,800 SH   DFND 20 14,800 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 234,606 10,218,029 SH   DFND 12,2,20,5,8 10,031,015 647 186,367
TELLURIAN INC NEW COM 87968A104 54,947 23,481,581 SH   DFND 2,20,5 23,056,876 0 424,705
TELOS CORP MD COM 87969B101 8,626 227,475 SH   DFND 2,20 189,138 0 38,337
TEMPUR SEALY INTL INC COM 88023U101 202,188 5,530,302 SH   DFND 10,13,2,20,5,8 5,125,656 5,699 398,947
TENABLE HLDGS INC COM 88025T102 54,131 1,495,962 SH   DFND 2,20,5,8 1,244,652 0 251,310
TENARIS S A SPONSORED ADS 88031M109 1,927 84,916 SH   DFND 1,20 5,200 0 79,716
ASML HOLDING N V N Y REGISTRY SHS N07059210 28,438 46,064 SH   DFND 1,2,5,20 46,064 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 153,248 7,479,141 SH   DFND 1,10,12,13,19,2,20,5,8 5,547,345 170,300 1,761,496
TENET HEALTHCARE CORP COM NEW 88033G407 168,526 3,240,876 SH   DFND 1,12,13,19,2,20,5,8 2,880,706 681 359,489
TENNANT CO COM 880345103 45,704 572,091 SH   DFND 19,2,20,5,8 505,720 278 66,093
TENNECO INC CL A VTG COM STK 880349105 11,139 1,039,073 SH   DFND 12,13,19,2,20,5,8 852,219 623 186,231
TERADATA CORP DEL COM 88076W103 107,412 2,787,028 SH   DFND 1,13,19,2,20,5,8 2,506,997 1,664 278,367
TERADYNE INC COM 880770102 817,914 6,721,843 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,627,991 239,076 854,776
TERADYNE INC NOTE 1.250%12/1 880770AG7 42,129 10,969,000 PRN   DFND 2,5 10,969,000 0 0
TEREX CORP NEW COM 880779103 94,215 2,045,037 SH   DFND 12,13,2,20,5,8 1,806,541 695 237,801
TERMINIX GLOBAL HOLDINGS INC COM 88087E100 76,436 1,603,431 SH   DFND 12,13,19,2,20,5,8 1,357,721 1,400 244,310
TERNIUM SA SPONSORED ADS 880890108 4,674 120,350 SH   DFND 13,2,20,5 96,750 0 23,600
ASPEN AEROGELS INC COM 04523Y105 10,662 524,197 SH   DFND 2,20,5 475,120 0 49,077
TERNS PHARMACEUTICALS INC COM 880881107 2,170 98,647 SH   DFND 2,20 86,075 0 12,572
TERRENO RLTY CORP COM 88146M101 152,243 2,622,328 SH   DFND 10,19,2,20,5,8 2,209,974 16,552 395,802
TERRITORIAL BANCORP INC COM 88145X108 3,955 149,461 SH   DFND 13,2,20,5 127,815 0 21,646
TESLA INC COM 88160R101 19,657,572 29,430,587 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,358,544 503,217 3,568,826
TESLA INC NOTE 2.000% 5/1 88160RAG6 130,761 12,142,000 PRN   DFND 2,5 12,142,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 87,176 8,570,000 PRN   DFND 2,5 8,570,000 0 0
TETRA TECH INC NEW COM 88162G103 225,847 1,664,065 SH   DFND 13,19,2,20,5,8 1,464,733 472 198,860
TETRA TECHNOLOGIES INC DEL COM 88162F105 304 126,484 SH   DFND 20,5 126,484 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 191,071 16,557,283 SH   DFND 1,10,12,13,19,2,20,5,6,8 11,586,261 399,619 4,571,403
TEXAS CAP BANCSHARES INC COM 88224Q107 194,222 2,738,605 SH   DFND 12,13,2,20,5,8 2,548,470 800 189,335
ACADIA PHARMACEUTICALS INC COM 004225108 82,783 3,208,638 SH   DFND 13,19,2,20,5,8 2,972,146 2,700 233,792
ASPEN GROUP INC COM NEW 04530L203 1,991 331,846 SH   DFND 2,20,5 278,581 0 53,265
TEXAS INSTRS INC COM 882508104 7,257,444 38,401,207 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 32,326,908 1,338,722 4,735,577
TEXAS PACIFIC LAND CORPORATI COM 88262P102 31,166 19,608 SH   DFND 19,20,5,8 12,322 100 7,186
TEXAS ROADHOUSE INC COM 882681109 191,810 1,999,273 SH   DFND 13,2,20,5,8 1,754,356 800 244,117
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 23,033 803,938 SH   DFND 2,20,5 689,540 0 114,398
TEXTRON INC COM 883203101 557,213 9,932,497 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,929,507 140,520 862,470
TFS FINL CORP COM 87240R107 13,271 651,521 SH   DFND 2,20,5,8 510,353 0 141,168
TG THERAPEUTICS INC COM 88322Q108 157,097 3,259,281 SH   DFND 13,2,20,5,8 2,834,121 800 424,360
THE AARONS COMPANY INC COM 00258W108 30,525 1,184,422 SH   DFND 19,2,20,5,8 1,084,172 402 99,848
THE ODP CORP COM 88337F105 87,432 2,019,680 SH   DFND 12,13,2,20,5,8 1,827,531 874 191,275
THE REALREAL INC COM 88339P101 32,670 1,443,648 SH   DFND 2,20,5,8 1,259,735 0 183,913
ASPEN TECHNOLOGY INC COM 045327103 122,896 851,490 SH   DFND 13,19,2,20,5,8 711,352 768 139,370
THE TRADE DESK INC COM CL A 88339J105 533,152 818,145 SH   DFND 10,11,12,13,19,2,20,5,6,8 661,018 19,762 137,365
THERAPEUTICSMD INC COM 88338N107 9,626 7,183,617 SH   DFND 2,20,5,8 6,224,628 0 958,989
THERAVANCE BIOPHARMA INC COM G8807B106 23,525 1,152,619 SH   DFND 1,2,5,8,20 991,717 882 160,020
THERMO FISHER SCIENTIFIC INC COM 883556102 6,956,774 15,234,728 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,080,252 262,266 1,892,210
THERMON GROUP HLDGS INC COM 88362T103 12,031 617,310 SH   DFND 19,2,20,5,8 506,675 0 110,635
THIRD PT REINS LTD COM G8192H106 27,874 2,740,855 SH   DFND 2,20,5,8 2,446,036 0 294,819
THOMSON REUTERS CORP. COM NEW 884903709 1,021 11,657 SH   DFND 20 2,125 9,532 0
THOR INDS INC COM 885160101 169,460 1,253,871 SH   DFND 12,13,2,20,5,8 1,144,748 3,845 105,278
TIDEWATER INC NEW COM 88642R109 10,528 840,262 SH   DFND 2,20,5 737,200 0 103,062
TILLYS INC CL A 886885102 3,996 353,045 SH   DFND 2,20 296,831 0 56,214
ASPIRA WOMENS HEALTH INC COM 04537Y109 14,559 2,156,885 SH   DFND 2,20,5 1,974,075 0 182,810
TILRAY INC COM CL 2 88688T100 7,703 338,896 SH   DFND 19,2,20,5 216,305 0 122,591
TILRAY INC NOTE 5.000%10/0 88688TAB6 6,769 7,022,000 PRN   DFND 2 7,022,000 0 0
TIM S A SPONSORED ADR 88706T108 8,735 769,646 SH   DFND 1,10,2,20 588,382 64,969 116,295
TIMBERLAND BANCORP INC COM 887098101 3,209 115,385 SH   DFND 2,20 97,022 0 18,363
TIMKEN CO COM 887389104 133,947 1,650,207 SH   DFND 10,12,2,20,5,8 1,503,214 15,943 131,050
TIMKENSTEEL CORPORATION COM 887399103 15,092 1,284,454 SH   DFND 2,20,5 1,167,522 0 116,932
TIPTREE INC COM 88822Q103 3,628 405,395 SH   DFND 2,20 346,411 0 58,984
TITAN INTL INC ILL COM 88830M102 6,240 672,433 SH   DFND 2,20 672,433 0 0
TITAN MACHY INC COM 88830R101 8,256 323,764 SH   DFND 2,20,5 277,608 0 46,156
TIVITY HEALTH INC COM 88870R102 30,120 1,349,472 SH   DFND 19,2,20,5,8 1,202,033 0 147,439
ASSEMBLY BIOSCIENCES INC COM 045396108 2,819 612,736 SH   DFND 19,2,20,5,8 491,944 0 120,792
TIZIANA LIFE SCIENCES PLC SPONSORED ADS 88875G101 574 207,158 SH   DFND 2 207,158 0 0
TJX COS INC NEW COM 872540109 3,094,259 46,776,407 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,149,091 735,700 5,891,616
TOLL BROTHERS INC COM 889478103 217,242 3,829,407 SH   DFND 12,13,2,20,5,8 3,585,095 1,126 243,186
TOMPKINS FINL CORP COM 890110109 109,809 1,327,798 SH   DFND 2,20,5,8 455,457 0 872,341
TONIX PHARMACEUTICALS HLDG C COM 890260706 99 77,600 SH   DFND 20 77,600 0 0
TOOTSIE ROLL INDS INC COM 890516107 17,576 530,517 SH   DFND 2,20,5,8 467,039 770 62,708
TOPBUILD CORP COM 89055F103 254,849 1,216,870 SH   DFND 13,19,2,20,5,8 1,092,905 340 123,625
TORCHLIGHT ENERGY RES INC COM 89102U103 36 19,900 SH   DFND 20 19,900 0 0
TORO CO COM 891092108 263,494 2,554,722 SH   DFND 13,19,2,20,5,8 2,335,620 972 218,130
TORONTO DOMINION BK ONT COM NEW 891160509 527 8,086 SH   DFND 20 8,086 0 0
ASSERTIO HOLDINGS INC COM STK 04546C106 32 46,559 SH   DFND 20,5 46,559 0 0
TOTAL SE SPONSORED ADS 89151E109 6,036 129,621 SH   DFND 1,20 4,800 0 124,821
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 252 8,977 SH   DFND 20 8,977 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 40,789 1,334,015 SH   DFND 2,20,5,8 1,075,773 1,500 256,742
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 17,878 114,557 SH   DFND 2,20 114,557 0 0
TPG RE FIN TR INC COM 87266M107 15,203 1,337,490 SH   DFND 2,20,5,8 1,121,049 0 216,441
TPI COMPOSITES INC COM 87266J104 52,125 923,718 SH   DFND 19,2,20,5,8 816,567 0 107,151
TRACTOR SUPPLY CO COM 892356106 851,493 4,808,523 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,089,439 171,192 547,892
TRADEWEB MKTS INC CL A 892672106 142,213 1,921,804 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,543,944 86,739 291,121
TRANE TECHNOLOGIES PLC SHS G8994E103 1,936,658 11,697,623 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,270,029 173,975 1,253,619
TRANSCAT INC COM 893529107 5,520 112,462 SH   DFND 2,20,5 97,090 0 15,372
ASSETMARK FINL HLDGS INC COM 04546L106 7,142 305,994 SH   DFND 2,20,5,8 253,295 0 52,699
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 440 20,462 SH   DFND 2,20 17,676 0 2,786
TRANSDIGM GROUP INC COM 893641100 1,301,048 2,212,968 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,944,690 28,575 239,703
TRANSLATE BIO INC COM 89374L104 54,365 3,296,834 SH   DFND 19,2,20,5,8 3,084,402 0 212,432
TRANSMEDICS GROUP INC COM 89377M109 21,671 522,320 SH   DFND 2,20,5 464,915 0 57,405
TRANSOCEAN LTD REG SHS H8817H100 54,247 15,280,933 SH   DFND 12,13,19,2,20,5,8 12,994,242 0 2,286,691
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1,557 322,286 SH   DFND 2,20,5 222,344 0 99,942
TRANSUNION COM 89400J107 332,743 3,697,140 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,961,279 108,760 627,101
TRAVEL PLUS LEISURE CO COM 894164102 131,572 2,151,281 SH   DFND 12,13,19,2,20,5,8 1,953,870 4,995 192,416
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 2,596 95,689 SH   DFND 2,20 95,689 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,617,506 17,403,630 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,251,938 153,817 6,997,875
ASSOCIATED BANC CORP COM 045487105 170,983 8,012,310 SH   DFND 12,13,2,20,5,8 7,643,535 1,561 367,214
TRAVERE THERAPEUTICS INC COM 89422G107 60,915 2,439,527 SH   DFND 2,20,5,8 2,235,400 0 204,127
TREAN INS GROUP INC COM 89457R101 2,635 163,184 SH   DFND 2,20 137,915 0 25,269
TRECORA RES COM 894648104 3,092 397,924 SH   DFND 2,20,5 338,032 0 59,892
TREDEGAR CORP COM 894650100 12,868 850,489 SH   DFND 2,20,5,8 753,243 1,576 95,670
TREEHOUSE FOODS INC COM 89469A104 67,279 1,287,889 SH   DFND 12,13,2,20,5,8 1,177,136 871 109,882
TREVENA INC COM 89532E109 155 86,731 SH   DFND 20 86,731 0 0
TREX CO INC COM 89531P105 291,157 3,180,651 SH   DFND 13,19,2,20,5,8 2,937,424 1,200 242,027
TRI POINTE HOMES INC COM 87265H109 104,795 5,147,084 SH   DFND 10,12,2,20,5,8 4,643,765 59,334 443,985
TRIBUNE PUBG CO NEW COM 89609W107 5,836 324,408 SH   DFND 2,20,5 264,771 8,800 50,837
TRICIDA INC COM 89610F101 2,818 532,616 SH   DFND 19,2,20,5,8 438,193 0 94,423
ASSOCIATED CAP GROUP INC CL A 045528106 1,379 38,451 SH   DFND 2,20 31,456 0 6,995
TRICO BANCSHARES COM 896095106 33,177 700,377 SH   DFND 2,20,5,8 555,278 0 145,099
TRIMAS CORP COM NEW 896215209 24,584 810,826 SH   DFND 2,20,5,8 654,824 200 155,802
TRIMBLE INC COM 896239100 758,458 9,750,077 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,174,161 145,778 1,430,138
TRINET GROUP INC COM 896288107 64,259 824,256 SH   DFND 2,20,5,8 666,713 600 156,943
TRINITY INDS INC COM 896522109 67,480 2,368,560 SH   DFND 13,2,20,5,8 1,990,960 658 376,942
TRINSEO S A SHS L9340P101 83,461 1,310,842 SH   DFND 12,2,20,5,8 1,173,788 2,400 134,654
TRIP COM GROUP LTD ADS 89677Q107 358,148 9,037,296 SH   DFND 10,12,13,19,2,20,5,8 6,683,744 274,571 2,078,981
TRIPADVISOR INC COM 896945201 121,969 2,267,507 SH   DFND 13,19,2,20,5,8 2,055,054 1,093 211,360
TRIPLE-S MGMT CORP CL B 896749108 13,970 536,688 SH   DFND 2,20,5,8 463,723 0 72,965
TRISTATE CAP HLDGS INC COM 89678F100 16,102 698,279 SH   DFND 2,20,5,8 608,399 0 89,880
ASSURANT INC COM 04621X108 422,459 2,979,887 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,346,717 36,422 596,748
TRITON INTL LTD CL A G9078F107 72,350 1,315,691 SH   DFND 10,2,20,5,8 1,062,253 21,468 231,970
TRIUMPH BANCORP INC COM 89679E300 71,482 923,657 SH   DFND 2,20,5,8 842,229 0 81,428
TRIUMPH GROUP INC NEW COM 896818101 66,058 3,594,007 SH   DFND 2,20,5,8 3,408,144 202 185,661
TRONOX HOLDINGS PLC SHS G9087Q102 40,431 2,209,327 SH   DFND 1,2,5,8,20 1,831,057 1,600 376,670
TRUEBLUE INC COM 89785X101 25,508 1,158,418 SH   DFND 19,2,20,5,8 1,015,029 1,702 141,687
TRUECAR INC COM 89785L107 9,769 2,041,501 SH   DFND 2,20,5,8 1,716,390 0 325,111
TRUIST FINL CORP COM 89832Q109 3,612,625 61,944,875 SH   DFND 10,12,13,19,2,20,5,6,8 54,931,563 656,449 6,356,863
TRUPANION INC COM 898202106 77,973 1,023,136 SH   DFND 19,2,20,5,8 913,036 200 109,900
TRUSTCO BK CORP N Y COM 898349105 23,519 3,161,905 SH   DFND 2,20,5,8 2,837,639 1,400 322,866
TRUSTMARK CORP COM 898402102 88,181 2,619,742 SH   DFND 2,20,5,8 2,399,734 895 219,113
ASSURED GUARANTY LTD COM G0585R106 97,246 2,300,056 SH   DFND 12,13,19,2,20,5,8 2,134,699 806 164,551
TSAKOS ENERGY NAVIGATION LTD SHS G9108L173 374 39,505 SH   DFND 2,20 13,705 0 25,800
TTEC HLDGS INC COM 89854H102 55,871 556,209 SH   DFND 2,20,5,8 493,681 0 62,528
TTM TECHNOLOGIES INC COM 87305R109 50,121 3,456,590 SH   DFND 2,20,5,8 3,125,519 700 330,371
TUCOWS INC COM NEW 898697206 14,137 182,410 SH   DFND 2,20,5,8 151,585 0 30,825
TUFIN SOFTWARE TECHNOLOGIE SHS M8893U102 160 15,230 SH   DFND 2 15,230 0 0
TUPPERWARE BRANDS CORP COM 899896104 41,711 1,579,356 SH   DFND 13,2,20,5,8 1,423,657 800 154,899
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1,360 291,242 SH   DFND 2,20 291,242 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 108,737 1,149,563 SH   DFND 13,2,20,5,8 1,013,063 300 136,200
TURNING PT BRANDS INC COM 90041L105 10,478 200,634 SH   DFND 2,20,5 178,884 0 21,750
TURTLE BEACH CORP COM NEW 900450206 5,825 218,406 SH   DFND 2,20,5 186,606 0 31,800
ACADIA RLTY TR COM SH BEN INT 004239109 87,092 4,555,221 SH   DFND 10,19,2,20,5,8 4,048,656 20,056 486,509
ASTEC INDS INC COM 046224101 51,501 682,858 SH   DFND 2,20,5,8 609,434 463 72,961
TUTOR PERINI CORP COM 901109108 14,297 754,466 SH   DFND 2,20,5,8 614,627 800 139,039
TWILIO INC CL A 90138F102 945,493 2,774,660 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,259,103 68,341 447,216
TWILIO INC NOTE 0.250% 6/0 90138FAB8 33,850 7,038,000 PRN   DFND 2,5 7,038,000 0 0
TWIST BIOSCIENCE CORP COM 90184D100 149,659 1,208,290 SH   DFND 13,19,2,20,5,8 1,057,517 400 150,373
TWITTER INC COM 90184L102 2,193,240 34,468,642 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,889,047 510,251 4,069,344
TWITTER INC NOTE 0.250% 6/1 90184LAF9 42,616 32,014,000 PRN   DFND 2,5 32,014,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 27,223 26,230,000 PRN   DFND 2,5 26,230,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 42,847 5,714,550 SH   DFND 12,13,2,20,5,8 4,688,782 2,027 1,023,741
TYLER TECHNOLOGIES INC COM 902252105 688,868 1,622,660 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,371,199 26,571 224,890
TYME TECHNOLOGIES INC COM 90238J103 2,014 1,131,596 SH   DFND 2,20 977,178 0 154,418
ASTRAZENECA PLC SPONSORED ADR 046353108 14,447 290,566 SH   DFND 1,20 30,374 0 260,192
TYSON FOODS INC CL A 902494103 967,860 13,026,374 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,840,103 312,724 1,873,547
U S CONCRETE INC COM 90333L201 38,139 520,172 SH   DFND 2,20,5,8 468,756 0 51,416
U S PHYSICAL THERAPY INC COM 90337L108 42,941 411,112 SH   DFND 2,20,5,8 366,237 300 44,575
U S SILICA HLDGS INC COM 90346E103 37,467 3,048,600 SH   DFND 13,2,20,5 2,854,681 0 193,919
U S XPRESS ENTERPRISES INC COM CL A 90338N202 3,958 336,890 SH   DFND 2,20 288,036 0 48,854
UBER TECHNOLOGIES INC COM 90353T100 1,316,206 24,146,142 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,966,818 458,167 3,721,157
UBIQUITI INC COM 90353W103 28,082 94,140 SH   DFND 12,19,2,20,5,6,8 85,991 0 8,149
UDR INC COM 902653104 727,685 16,591,084 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,156,376 239,912 2,194,796
UFP INDUSTRIES INC COM 90278Q108 147,237 1,941,411 SH   DFND 2,20,5,8 1,718,309 651 222,451
UFP TECHNOLOGIES INC COM 902673102 5,971 119,851 SH   DFND 2,20,5 102,500 0 17,351
ASTRONICS CORP COM 046433108 7,879 436,730 SH   DFND 2,20,5 367,626 0 69,104
UGI CORP NEW COM 902681105 585,563 14,166,933 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,276,279 180,575 710,079
ULTA BEAUTY INC COM 90384S303 668,832 2,163,314 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,849,473 68,153 245,688
ULTRA CLEAN HLDGS INC COM 90385V107 74,183 1,278,130 SH   DFND 2,20,5,8 1,140,996 0 137,134
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 183,410 1,610,839 SH   DFND 13,19,2,20,5,8 1,381,728 600 228,511
ULTRALIFE CORP COM 903899102 1,089 131,478 SH   DFND 2,20 113,578 0 17,900
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 10,026 2,624,681 SH   DFND 10,13,2,20 2,276,697 288,060 59,924
UMB FINL CORP COM 902788108 176,178 1,902,022 SH   DFND 12,13,2,20,5,8 1,728,746 308 172,968
UMH PPTYS INC COM 903002103 15,356 801,066 SH   DFND 2,20,5,8 652,036 0 149,030
UMPQUA HLDGS CORP COM 904214103 182,937 10,423,789 SH   DFND 12,13,2,20,5,8 9,927,271 2,162 494,356
UNDER ARMOUR INC CL A 904311107 166,808 7,527,417 SH   DFND 10,12,13,19,2,20,5,6,8 5,194,104 2,010 2,331,303
ASURE SOFTWARE INC COM 04649U102 1,690 221,204 SH   DFND 2,20 189,004 0 32,200
UNDER ARMOUR INC CL C 904311206 111,405 6,034,917 SH   DFND 10,12,13,19,2,20,5,6,8 5,372,452 2,047 660,418
UNIFI INC COM NEW 904677200 12,269 445,167 SH   DFND 2,20,5 414,614 0 30,553
UNIFIRST CORP MASS COM 904708104 106,908 477,885 SH   DFND 2,20,5,8 422,011 143 55,731
UNILEVER PLC SPON ADR NEW 904767704 2,151 38,521 SH   DFND 1,20 38,521 0 0
UNION PAC CORP COM 907818108 6,169,016 27,988,821 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 24,113,352 685,456 3,190,013
UNIQURE NV SHS N90064101 52,531 1,559,236 SH   DFND 2,20,5,8 1,524,386 700 34,150
UNISYS CORP COM NEW 909214306 52,336 2,058,869 SH   DFND 19,2,20,5,8 1,830,451 1,550 226,868
UNITED AIRLS HLDGS INC COM 910047109 567,022 9,854,394 SH   DFND 10,12,13,19,2,20,5,6,8 9,195,997 952 657,445
UNITED BANKSHARES INC WEST V COM 909907107 419,204 10,772,926 SH   DFND 12,13,2,20,5,8 10,328,132 1,845 442,949
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 149,431 4,358,675 SH   DFND 2,20,5,8 4,075,697 529 282,449
AT HOME GROUP INC COM 04650Y100 28,006 975,816 SH   DFND 2,20,5,8 821,673 0 154,143
UNITED FIRE GROUP INC COM 910340108 25,126 722,019 SH   DFND 2,20,5,8 642,779 0 79,240
UNITED INS HLDGS CORP COM 910710102 4,565 633,188 SH   DFND 2,20,5 581,911 0 51,277
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 31,653 3,474,531 SH   DFND 2,20,5 3,474,531 0 0
UNITED NAT FOODS INC COM 911163103 60,251 1,829,101 SH   DFND 12,19,2,20,5,8 1,610,575 256 218,270
UNITED PARCEL SERVICE INC CL B 911312106 5,036,985 29,631,069 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,661,296 510,086 3,459,687
UNITED RENTALS INC COM 911363109 1,340,556 4,070,804 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,562,586 108,979 399,239
UNITED SEC BANCSHARES CALIF COM 911460103 1,740 212,404 SH   DFND 2,20 181,862 0 30,542
UNITED STATES ANTIMONY CORP COM 911549103 29 24,057 SH   DFND 20 24,057 0 0
UNITED STATES CELLULAR CORP COM 911684108 10,110 277,151 SH   DFND 2,20,5,8 252,608 0 24,543
UNITED STATES STL CORP NEW COM 912909108 293,637 11,220,348 SH   DFND 1,12,13,2,20,5,8 10,300,280 1,861 918,207
AT&T INC COM 00206R102 8,718,758 288,032,979 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 248,904,678 4,571,163 34,557,138
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 21,847 10,011,000 PRN   DFND 2,5 10,011,000 0 0
UNITED STS LIME & MINERALS I COM 911922102 5,058 37,831 SH   DFND 2,20,5 30,307 0 7,524
UNITED THERAPEUTICS CORP DEL COM 91307C102 230,847 1,380,087 SH   DFND 12,13,2,20,5,8 1,288,587 457 91,043
UNITEDHEALTH GROUP INC COM 91324P102 16,256,331 43,691,594 SH   DFND 10,11,12,13,19,2,20,5,6,8 32,477,470 950,033 10,264,091
UNITI GROUP INC COM 91325V108 74,225 6,639,503 SH   DFND 12,13,2,20,5,8 5,924,156 3,741 711,606
UNITIL CORP COM 913259107 14,743 322,668 SH   DFND 13,19,2,20,5,8 262,491 0 60,177
UNITY BANCORP INC COM 913290102 2,961 134,598 SH   DFND 2,20 115,271 0 19,327
UNITY BIOTECHNOLOGY INC COM 91381U101 3,577 596,179 SH   DFND 2,20,5 518,008 0 78,171
UNITY SOFTWARE INC COM 91332U101 27,086 270,025 SH   DFND 19,2,20,5,6 248,325 0 21,700
UNIVAR SOLUTIONS USA INC COM 91336L107 82,389 3,824,909 SH   DFND 12,13,19,2,20,5,8 3,432,249 2,000 390,660
ATARA BIOTHERAPEUTICS INC COM 046513107 63,367 4,412,774 SH   DFND 2,20,5,8 4,138,478 0 274,296
UNIVERSAL CORP VA COM 913456109 68,835 1,166,888 SH   DFND 2,20,5,8 1,120,696 112 46,080
UNIVERSAL DISPLAY CORP COM 91347P105 263,913 1,114,637 SH   DFND 13,19,2,20,5,8 1,025,538 410 88,689
UNIVERSAL ELECTRS INC COM 913483103 27,234 495,430 SH   DFND 13,2,20,5,8 443,797 436 51,197
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 45,293 668,229 SH   DFND 10,19,2,20,5,8 589,127 3,200 75,902
UNIVERSAL HLTH SVCS INC CL B 913903100 422,902 3,170,416 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,725,097 79,511 365,808
UNIVERSAL INS HLDGS INC COM 91359V107 13,883 968,154 SH   DFND 2,20,5,8 856,040 8,300 103,814
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3,531 133,652 SH   DFND 2,20 117,586 0 16,066
UNIVERSAL TECHNICAL INST INC COM 913915104 2,755 471,700 SH   DFND 2,20,5 397,335 0 74,365
UNIVEST FINANCIAL CORPORATIO COM 915271100 22,343 781,503 SH   DFND 2,20,5,8 662,598 0 118,905
UNUM GROUP COM 91529Y106 271,957 9,772,093 SH   DFND 10,12,13,19,2,20,5,6,8 9,099,397 3,261 669,435
ATEA PHARMACEUTICALS INC COM 04683R106 17,569 284,523 SH   DFND 2,20,5 252,390 0 32,133
UNUM THERAPEUTICS INC COM 19240Q201 177 20,200 SH   DFND 20 20,200 0 0
UP FINTECH HLDG LTD SPONSORED ADS 91531W106 1,350 75,871 SH   DFND 2 75,871 0 0
UPLAND SOFTWARE INC COM 91544A109 29,629 627,872 SH   DFND 2,20,5,8 536,366 0 91,506
UPSTART HLDGS INC COM 91680M107 15,601 121,072 SH   DFND 2,20 112,991 0 8,081
UPWORK INC COM 91688F104 78,152 1,745,640 SH   DFND 19,2,20,5,8 1,409,879 700 335,061
URANIUM ENERGY CORP COM 916896103 53,999 18,880,893 SH   DFND 2,20,5 18,415,355 0 465,538
URBAN EDGE PPTYS COM 91704F104 91,543 5,541,356 SH   DFND 10,13,19,2,20,5,8 4,849,162 29,192 663,002
URBAN ONE INC CL D NON VTG 91705J204 30 17,372 SH   DFND 20 17,372 0 0
URBAN OUTFITTERS INC COM 917047102 94,789 2,548,781 SH   DFND 12,2,20,5,8 1,981,906 1,466 565,409
UROGEN PHARMA LTD COM M96088105 8,597 441,339 SH   DFND 2,20,5,8 349,226 300 91,813
ATHENE HOLDING LTD CL A G0684D107 138,436 2,746,750 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,050,171 189,635 506,944
URSTADT BIDDLE PPTYS INC CL A 917286205 17,319 1,031,520 SH   DFND 2,20,5,8 917,968 0 113,552
US BANCORP DEL COM NEW 902973304 3,401,996 61,049,917 SH   DFND 1,10,12,13,19,2,20,5,6,8 53,580,248 826,601 6,643,068
US ECOLOGY INC COM 91734M103 40,716 977,807 SH   DFND 2,20,5,8 874,343 400 103,064
US FOODS HLDG CORP COM 912008109 107,642 2,823,759 SH   DFND 12,13,19,2,20,5,8 2,386,313 1,900 435,546
US WELL SERVICES INC CL A 91274U101 11 11,000 SH   DFND 20 11,000 0 0
USA TECHNOLOGIES INC COM 90328S500 377 32,200 SH   DFND 20 32,200 0 0
USANA HEALTH SCIENCES INC COM 90328M107 35,366 362,357 SH   DFND 2,20,5,8 322,153 0 40,204
UTAH MED PRODS INC COM 917488108 6,008 69,141 SH   DFND 2,20,5 60,239 0 8,902
UTZ BRANDS INC COM CL A 918090101 1,948 78,584 SH   DFND 20,5,8 65,384 0 13,200
UWM HOLDINGS CORPORATION COM CL A 91823B109 212 26,700 SH   DFND 20 26,700 0 0
ATHENEX INC COM 04685N103 43,513 10,119,332 SH   DFND 2,20,5,8 9,880,834 0 238,498
UXIN LTD ADS 91818X108 554 473,520 SH   DFND 2,20,5 473,520 0 0
V F CORP COM 918204108 1,250,525 15,647,205 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,848,079 235,337 2,563,789
VAALCO ENERGY INC COM NEW 91851C201 62 27,558 SH   DFND 20 27,558 0 0
VAIL RESORTS INC COM 91879Q109 268,983 922,250 SH   DFND 10,11,12,13,19,2,20,5,6,8 628,263 20,250 273,737
VALE S A SPONSORED ADS 91912E105 221,937 12,769,660 SH   DFND 1,10,2,20,5,8 11,016,605 1,394,889 358,166
VALERO ENERGY CORP COM 91913Y100 1,979,563 27,647,531 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,130,020 420,228 2,097,283
VALLEY NATL BANCORP COM 919794107 253,968 18,355,646 SH   DFND 19,2,20,5,8 16,948,096 6,253 1,401,297
VALMONT INDS INC COM 920253101 132,248 555,273 SH   DFND 13,19,2,20,5,8 510,289 216 44,768
VALUE LINE INC COM 920437100 283 10,036 SH   DFND 2,20 8,236 0 1,800
VALVOLINE INC COM 92047W101 113,253 4,344,193 SH   DFND 13,19,2,20,5,8 3,955,370 1,813 387,010
ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 9,260 847,197 SH   DFND 19,2,20,5,8 701,764 0 145,433
ATHERSYS INC NEW COM 04744L106 22,296 12,386,510 SH   DFND 2,20,5,8 11,814,006 0 572,504
VANDA PHARMACEUTICALS INC COM 921659108 49,751 3,312,339 SH   DFND 2,20,5,8 3,114,689 0 197,650
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,570 17,900 SH   DFND 10 0 0 17,900
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 302,740 3,573,421 SH   DFND 1,12,2 3,573,421 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 12,682 222,029 SH   DFND 12 222,029 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 224 1,014 SH   DFND 1 1,014 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 47,855 520,955 SH   DFND 1,10,2,20 472,855 48,100 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 6,741 18,504 SH   DFND 1 18,504 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 25,340 118,367 SH   DFND 1,20 118,367 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 12,316 59,589 SH   DFND 1 59,589 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 32,875 250,077 SH   DFND 20 250,077 0 0
ATHIRA PHARMA INC COM 04746L104 3,907 212,351 SH   DFND 2,20,5 180,318 0 32,033
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 38,940 748,125 SH   DFND 1,20 736,588 7,856 3,681
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 217,054 2,658,017 SH   DFND 2,20 2,248,318 0 409,699
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,086 11,165 SH   DFND 1 11,165 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23,190 249,279 SH   DFND 1,20 249,279 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 457,164 6,800,000 SH   DFND 2 6,800,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 55,965 552,740 SH   DFND 12,2 552,740 0 0
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 461,400 7,500,000 SH   DFND 2 7,500,000 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 9,953 202,670 SH   DFND 1,20 52,091 112,208 38,371
VAPOTHERM INC COM 922107107 16,851 701,541 SH   DFND 19,2,20,5,8 640,198 0 61,343
VAREX IMAGING CORP COM 92214X106 34,518 1,684,605 SH   DFND 13,19,2,20,5,8 1,541,823 1,161 141,621
ATKORE INC COM 047649108 66,953 931,200 SH   DFND 2,20,5,8 760,432 0 170,768
VARIAN MED SYS INC COM 92220P105 664,651 3,765,087 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,228,174 117,543 419,370
VARONIS SYS INC COM 922280102 104,726 2,039,850 SH   DFND 2,20,5,8 1,681,986 900 356,964
VAXART INC COM NEW 92243A200 51,342 8,486,301 SH   DFND 2,20,5,8 8,249,251 1,300 235,750
VAXCYTE INC COM 92243G108 34,999 1,772,076 SH   DFND 2,20,5,8 1,712,659 0 59,417
VBI VACCINES INC CDA COM NEW 91822J103 58,099 18,681,256 SH   DFND 2,20,5,8 18,170,632 0 510,624
VECTOR GROUP LTD COM 92240M108 55,868 4,004,884 SH   DFND 2,20,5 3,743,786 1,706 259,392
VECTRUS INC COM 92242T101 20,749 388,272 SH   DFND 19,2,20,5,8 347,538 0 40,734
VEDANTA LIMITED SPONSORED ADR 92242Y100 43,788 3,483,566 SH   DFND 1,12,13,2,20,5,8 1,351,425 0 2,132,141
VEECO INSTRS INC DEL COM 922417100 31,176 1,503,200 SH   DFND 2,20,5,8 1,342,276 1,747 159,177
VEEVA SYS INC CL A COM 922475108 714,031 2,733,237 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,164,684 122,603 445,950
ATLANTIC CAP BANCSHARES INC COM 048269203 8,697 360,892 SH   DFND 2,20,5 310,362 0 50,530
VELODYNE LIDAR INC COM 92259F101 335 29,400 SH   DFND 20 29,400 0 0
VENATOR MATLS PLC SHS G9329Z100 187 40,300 SH   DFND 20 40,300 0 0
VENTAS INC COM 92276F100 1,202,924 22,364,115 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,122,358 454,468 2,787,289
VENUS CONCEPT INC COM 92332W105 735 312,819 SH   DFND 2,20 266,685 0 46,134
VEON LTD SPONSORED ADR 91822M106 7,845 4,430,490 SH   DFND 13,2,20,5,8 2,618,290 0 1,812,200
VEONEER INC COM 92336X109 22,309 911,324 SH   DFND 13,2,20,5,8 793,154 1,000 117,170
VERA BRADLEY INC COM 92335C106 6,689 662,293 SH   DFND 2,20,5 612,819 0 49,474
VERACYTE INC COM 92337F107 116,365 2,164,933 SH   DFND 2,20,5,8 1,928,582 500 235,851
VERASTEM INC COM 92337C104 6,950 2,813,752 SH   DFND 2,20,5 2,417,752 0 396,000
VEREIT INC COM 92339V308 353,477 9,045,592 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,293,418 174,694 1,577,480
ATLANTIC POWER CORP COM NEW 04878Q863 4,863 1,682,571 SH   DFND 2,20,5 1,480,566 0 202,005
VERICEL CORP COM 92346J108 134,985 2,429,979 SH   DFND 2,20,5,8 2,265,611 0 164,368
VERICITY INC COM 92347D100 197 19,950 SH   DFND 2,20 17,250 0 2,700
VERINT SYS INC COM 92343X100 59,993 1,318,812 SH   DFND 19,2,20,5,8 1,073,241 500 245,071
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 9,460 8,385,000 PRN   DFND 2,5 8,385,000 0 0
VERISIGN INC COM 92343E102 775,078 3,899,565 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,348,731 78,687 472,147
VERISK ANALYTICS INC COM 92345Y106 1,208,232 6,838,144 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,706,621 92,220 1,039,303
VERITEX HLDGS INC COM 923451108 70,057 2,141,108 SH   DFND 2,20,5,8 1,898,233 0 242,875
VERITIV CORP COM 923454102 17,704 416,162 SH   DFND 2,20,5 383,147 0 33,015
VERITONE INC COM 92347M100 12,248 510,741 SH   DFND 2,20,5 453,446 0 57,295
VERIZON COMMUNICATIONS INC COM 92343V104 9,292,038 159,794,293 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 129,733,107 2,912,985 27,148,201
ATLANTIC UN BANKSHARES CORP COM 04911A107 88,246 2,300,472 SH   DFND 2,20,5,8 2,018,385 500 281,587
VERRA MOBILITY CORP COM 92511U102 35,843 2,648,161 SH   DFND 2,20,5,8 2,202,473 0 445,688
VERRICA PHARMACEUTICALS INC COM 92511W108 3,308 218,350 SH   DFND 2,20 186,622 0 31,728
VERSO CORP CL A 92531L207 10,028 687,301 SH   DFND 2,20,5 603,537 0 83,764
VERTEX INC CL A 92538J106 3,139 142,792 SH   DFND 2,20,5,8 137,492 0 5,300
VERTEX PHARMACEUTICALS INC COM 92532F100 2,401,404 11,175,038 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,540,283 171,909 1,462,846
VERTIV HOLDINGS CO COM CL A 92537N108 54,405 2,720,232 SH   DFND 2,20,5,8 2,312,681 0 407,551
VERU INC COM 92536C103 9,397 872,075 SH   DFND 2,20,5 756,501 0 115,574
VIACOMCBS INC CL A 92556H107 2,893 61,014 SH   DFND 2,20,6 45,693 0 15,321
VIACOMCBS INC CL B 92556H206 1,388,340 30,619,438 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,789,062 353,954 7,476,422
VIAD CORP COM NEW 92552R406 26,322 630,457 SH   DFND 2,20,5,8 571,352 478 58,627
ATLANTICA SUSTAINABLE INFR P SHS G0751N103 18,065 493,166 SH   DFND 2,20,5 493,166 0 0
VIANT TECHNOLOGY INC COM CL A 92557A101 8,107 153,281 SH   DFND 2,20,5 129,146 0 24,135
VIASAT INC COM 92552V100 70,278 1,461,993 SH   DFND 12,13,2,20,5,8 1,351,406 727 109,860
VIATRIS INC COM 92556V106 736,920 52,750,213 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 45,704,342 1,242,446 5,803,425
VIAVI SOLUTIONS INC COM 925550105 114,023 7,262,624 SH   DFND 19,2,20,5,8 6,224,641 1,657 1,036,326
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 15,900 12,076,000 PRN   DFND 2,5 12,076,000 0 0
VICI PPTYS INC COM 925652109 471,328 16,498,169 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,437,938 364,530 2,695,701
VICOR CORP COM 925815102 49,977 587,762 SH   DFND 19,2,20,5,8 520,962 0 66,800
VICTORY CAP HLDGS INC COM CL A 92645B103 932 36,468 SH   DFND 20,5,8 24,958 0 11,510
VIDLER WATER RESOUCES INC COM 92660E107 3,159 354,970 SH   DFND 2,20,5 299,871 0 55,099
VIEMED HEALTHCARE INC COM 92663R105 5,349 528,510 SH   DFND 2,20,5 447,142 0 81,368
ATLANTICUS HOLDINGS CORP COM 04914Y102 2,255 74,358 SH   DFND 2,20 63,416 0 10,942
VIEWRAY INC COM 92672L107 17,381 3,995,594 SH   DFND 2,20,5,8 3,647,293 0 348,301
VIKING THERAPEUTICS INC COM 92686J106 42,912 6,784,444 SH   DFND 2,20,5,8 6,537,979 0 246,465
VILLAGE SUPER MKT INC CL A NEW 927107409 3,919 164,468 SH   DFND 2,20,5,8 133,158 0 31,310
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,055 72,492 SH   DFND 20,5 59,268 0 13,224
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 264,693 8,864,482 SH   DFND 1,10,12,13,19,2,20,5,8 6,354,145 302,595 2,207,742
VIR BIOTECHNOLOGY INC COM 92764N102 96,322 1,878,727 SH   DFND 19,2,20,5 1,744,201 0 134,526
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 77,243 2,521,798 SH   DFND 19,2,20,5,8 2,314,217 1,700 205,881
VIRNETX HLDG CORP COM 92823T108 11,826 2,123,195 SH   DFND 13,2,20,5,8 1,939,042 0 184,153
VIRTU FINL INC CL A 928254101 25,677 826,960 SH   DFND 2,20,5,8 704,478 0 122,482
VIRTUS INVT PARTNERS INC COM 92828Q109 54,421 231,086 SH   DFND 10,2,20,5,8 201,285 2,683 27,118
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 73,696 1,219,320 SH   DFND 2,20,5,8 1,148,042 0 71,278
VISA INC COM CL A 92826C839 15,413,442 72,797,628 SH   DFND 10,11,12,13,19,2,20,5,6,8 57,036,183 1,735,257 14,026,188
VISHAY INTERTECHNOLOGY INC COM 928298108 99,974 4,151,761 SH   DFND 2,20,5,8 3,670,194 789 480,778
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 15,761 14,395,000 PRN   DFND 2,5 14,395,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 6,861 222,703 SH   DFND 2,20,5,8 183,124 0 39,579
VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 92 35,799 SH   DFND 2 35,799 0 0
VISTA OUTDOOR INC COM 928377100 52,989 1,652,303 SH   DFND 2,20,5 1,540,619 586 111,098
VISTEON CORP COM NEW 92839U206 123,729 1,014,585 SH   DFND 12,13,19,2,20,5,8 909,082 459 105,044
VISTRA CORP COM 92840M102 164,866 9,324,976 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,063,760 242,580 1,018,636
VITAL FARMS INC COM 92847W103 6,823 312,426 SH   DFND 2,20,5,8 261,574 0 50,852
VIVINT SMART HOME INC COM CL A 928542109 22,025 1,538,033 SH   DFND 2,20,5 1,334,800 0 203,233
ATLAS CORP SHARES Y0436Q109 9,437 691,360 SH   DFND 2,20,5,8 467,060 1,300 223,000
VMWARE INC CL A COM 928563402 284,804 1,893,015 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,301,958 48,287 542,770
VOCERA COMMUNICATIONS INC COM 92857F107 24,017 624,472 SH   DFND 19,2,20,5,8 506,660 0 117,812
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 3,418 185,457 SH   DFND 1,2,20 178,323 0 7,134
VOLITIONRX LTD COM 928661107 1,614 427,092 SH   DFND 2,20 369,792 0 57,300
VONAGE HLDGS CORP COM 92886T201 89,789 7,596,340 SH   DFND 2,20,5,8 6,714,050 4,300 877,990
VONTIER CORPORATION COM 928881101 124,921 4,126,902 SH   DFND 1,10,12,13,19,2,20,5,8 3,780,999 1,539 344,364
VOR BIOPHARMA INC COM 929033108 7,307 169,531 SH   DFND 2,20,5 143,937 0 25,594
VORNADO RLTY TR SH BEN INT 929042109 470,674 10,369,557 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,908,674 138,656 1,322,227
VOXELJET AG ADS 92912L206 303 19,410 SH   DFND 1 0 0 19,410
VOXX INTL CORP CL A 91829F104 5,776 303,036 SH   DFND 2,20,5 261,969 0 41,067
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,683 803,236 SH   DFND 19,2,20,5,8 704,139 0 99,097
ATLASSIAN CORP PLC CL A G06242104 325,421 1,544,035 SH   DFND 1,2,5,6,8,10,12,13,19,20 1,400,034 0 144,001
VOYA FINANCIAL INC COM 929089100 244,361 3,839,733 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,932,077 133,898 773,758
VOYAGER THERAPEUTICS INC COM 92915B106 2,310 490,470 SH   DFND 2,20,5,8 411,241 0 79,229
VROOM INC COM 92918V109 47,300 1,213,130 SH   DFND 2,20,5,8 1,051,204 0 161,926
VSE CORP COM 918284100 6,273 158,817 SH   DFND 2,20,5 134,323 0 24,494
VTV THERAPEUTICS INC CL A 918385105 786 278,766 SH   DFND 2,20 264,411 0 14,355
VULCAN MATLS CO COM 929160109 943,556 5,591,444 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,805,664 78,767 707,013
VUZIX CORP COM NEW 92921W300 119,054 4,679,808 SH   DFND 2,20,5 4,679,808 0 0
VYNE THERAPEUTICS INC COM 92941V209 6,566 959,198 SH   DFND 2,20,5 878,044 0 81,154
W & T OFFSHORE INC COM 92922P106 6,320 1,760,458 SH   DFND 2,20,5 1,500,370 0 260,088
WABASH NATL CORP COM 929566107 32,376 1,722,140 SH   DFND 2,20,5,8 1,533,349 2,200 186,591
ATMOS ENERGY CORP COM 049560105 907,743 9,183,031 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,438,092 101,901 643,038
WABTEC COM 929740108 581,602 7,347,166 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,435,385 106,846 804,935
WADDELL & REED FINL INC CL A 930059100 54,190 2,163,271 SH   DFND 2,20,5,8 1,933,107 2,643 227,521
WAITR HLDGS INC COM 930752100 3,995 1,363,497 SH   DFND 2,20,5 1,175,540 0 187,957
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,462,929 44,862,094 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 35,141,578 463,560 9,256,956
WALKER & DUNLOP INC COM 93148P102 119,141 1,159,633 SH   DFND 2,20,5,8 1,054,317 0 105,316
WALMART INC COM 931142103 8,430,913 61,820,260 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 48,337,591 1,795,192 11,687,477
WARNER MUSIC GROUP CORP COM CL A 934550203 3,302 96,189 SH   DFND 10,20,5,6,8 96,189 0 0
WARRIOR MET COAL INC COM 93627C101 95,373 5,567,577 SH   DFND 2,20,5,8 5,385,139 0 182,438
WASHINGTON FED INC COM 938824109 90,070 2,924,354 SH   DFND 2,20,5,8 2,648,195 1,029 275,130
WASHINGTON PRIME GROUP NEW COM 93964W405 499 223,569 SH   DFND 13,2,20,5,8 206,896 0 16,673
ATN INTL INC COM 00215F107 22,160 449,588 SH   DFND 13,2,20,5,8 409,054 0 40,534
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 96,985 4,329,778 SH   DFND 10,12,13,19,2,20,5,8 3,825,382 19,987 484,409
WASHINGTON TR BANCORP COM 940610108 24,482 469,432 SH   DFND 13,2,20,5,8 393,583 0 75,849
WASTE CONNECTIONS INC COM 94106B101 265,047 2,454,597 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,658,710 149,766 646,121
WASTE MGMT INC DEL COM 94106L109 2,649,814 20,538,008 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,877,302 2,293,425 2,367,281
WATERS CORP COM 941848103 730,589 2,570,959 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,196,302 52,262 322,395
WATERSTONE FINL INC MD COM 94188P101 10,372 507,924 SH   DFND 2,20,5,8 421,329 0 86,595
WATFORD HLDGS LTD SHS G94787101 10,955 316,536 SH   DFND 2,20,5,8 263,970 0 52,566
WATSCO INC COM 942622200 203,970 782,245 SH   DFND 12,13,19,2,20,5,8 715,701 987 65,557
WATTS WATER TECHNOLOGIES INC CL A 942749102 102,001 858,524 SH   DFND 19,2,20,5,8 753,977 144 104,403
WAVE LIFE SCIENCES LTD SHS Y95308105 3,283 585,191 SH   DFND 19,2,20,5,8 491,952 0 93,239
ATOMERA INC COM 04965B100 6,974 284,673 SH   DFND 2,20,5 245,627 0 39,046
WAYFAIR INC CL A 94419L101 433,357 1,376,828 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,109,832 43,445 223,551
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 60,775 27,300,000 PRN   DFND 2,5 27,300,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 41,194 15,024,000 PRN   DFND 2,5 15,024,000 0 0
WD-40 CO COM 929236107 130,686 426,826 SH   DFND 2,20,5,8 374,557 235 52,034
WEBSTER FINL CORP CONN COM 947890109 215,212 3,905,133 SH   DFND 12,13,2,20,5,8 3,716,773 1,374 186,986
WEC ENERGY GROUP INC COM 92939U106 1,539,093 16,445,057 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,050,067 219,291 2,175,699
WEIBO CORP NOTE 1.250%11/1 948596AC5 23,331 23,819,000 PRN   DFND 2,5 23,819,000 0 0
WEIBO CORP SPONSORED ADR 948596101 62,739 1,243,334 SH   DFND 10,12,13,19,2,20,5,8 952,817 30,330 260,187
WEINGARTEN RLTY INVS SH BEN INT 948741103 142,339 5,289,441 SH   DFND 10,12,13,19,2,20,5,8 4,742,408 36,444 510,589
WEIS MKTS INC COM 948849104 17,759 314,214 SH   DFND 2,20,5,8 268,307 370 45,537
ATRECA INC CL A COM 04965G109 17,269 1,126,500 SH   DFND 2,20,5,8 1,061,947 0 64,553
WELBILT INC COM 949090104 40,435 2,488,317 SH   DFND 2,20,5,8 2,007,948 886 479,483
WELLS FARGO CO NEW COM 949746101 6,877,325 176,025,734 SH   DFND 1,10,12,13,19,2,20,5,6,8 155,679,474 2,365,163 17,981,097
WELLTOWER INC COM 95040Q104 1,714,412 23,934,274 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,507,241 353,837 3,073,196
WENDYS CO COM 95058W100 88,065 4,346,735 SH   DFND 2,20,5,8 3,955,976 1,941 388,818
WERNER ENTERPRISES INC COM 950755108 104,228 2,209,620 SH   DFND 2,20,5,8 1,993,072 242 216,306
WESBANCO INC COM 950810101 68,163 1,874,949 SH   DFND 2,20,5,8 1,645,986 137 228,826
WESCO INTL INC COM 95082P105 85,773 991,251 SH   DFND 12,19,2,20,5,8 803,897 491 186,863
WEST BANCORPORATION INC CAP STK 95123P106 8,329 345,757 SH   DFND 13,2,20,5 261,696 0 84,061
WEST PHARMACEUTICAL SVSC INC COM 955306105 928,488 3,295,082 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,746,259 133,116 415,707
WESTAMERICA BANCORPORATION COM 957090103 66,269 1,055,569 SH   DFND 2,20,5,8 962,786 10 92,773
ATRICURE INC COM 04963C209 64,824 989,384 SH   DFND 19,2,20,5,8 823,731 500 165,153
WESTERN ALLIANCE BANCORP COM 957638109 267,986 2,837,636 SH   DFND 13,2,20,5,8 2,646,207 1,500 189,929
WESTERN ASSET MTG CAP CORP COM 95790D105 3,652 1,124,046 SH   DFND 2,20,5 976,974 0 147,072
WESTERN DIGITAL CORP. COM 958102105 787,218 11,793,527 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,160,237 174,722 1,458,568
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 30,094 29,398,000 PRN   DFND 2,5 29,398,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 3,545 420,492 SH   DFND 2,20,5 367,506 0 52,986
WESTERN UN CO COM 959802109 511,367 20,736,715 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 17,033,338 435,903 3,267,474
WESTLAKE CHEM CORP COM 960413102 40,278 453,632 SH   DFND 12,13,19,2,20,5,8 371,264 500 81,868
WESTPAC BANKING CORP SPONSORED ADR 961214301 722 38,921 SH   DFND 20 38,921 0 0
WESTROCK CO COM 96145D105 595,532 11,441,536 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,022,172 258,822 1,160,542
WESTWOOD HLDGS GROUP INC COM 961765104 2,121 145,676 SH   DFND 2,20,5 126,572 0 19,104
ATRION CORP COM 049904105 25,386 39,584 SH   DFND 2,20,5,8 34,482 0 5,102
WEX INC COM 96208T104 212,597 1,016,142 SH   DFND 13,2,20,5,8 929,823 427 85,892
WEYCO GROUP INC COM 962149100 2,272 105,062 SH   DFND 2,20 89,873 0 15,189
WEYERHAEUSER CO MTN BE COM NEW 962166104 1,001,009 28,118,219 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,846,733 560,184 3,711,302
WHIRLPOOL CORP COM 963320106 660,583 2,997,882 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,549,638 103,792 344,452
WHITE MTNS INS GROUP LTD COM G9618E107 53,381 47,880 SH   DFND 13,19,2,20,5,8 38,759 51 9,070
WHITESTONE REIT COM 966084204 14,945 1,540,771 SH   DFND 2,20,5 1,442,849 0 97,922
WHITING PETE CORP NEW COM NEW 966387508 30,869 870,764 SH   DFND 2,20,5 867,827 0 2,937
WHOLE EARTH BRANDS INC COM CL A 96684W100 189 14,493 SH   DFND 20 14,493 0 0
WIDEOPENWEST INC COM 96758W101 13,035 959,153 SH   DFND 19,2,20,5,8 799,292 0 159,861
WILEY JOHN & SONS INC CL A 968223206 177,155 3,268,535 SH   DFND 19,2,20,5,6,8 3,171,966 435 96,134
AUBURN NATL BANCORP COM 050473107 1,398 36,422 SH   DFND 2,20 31,922 0 4,500
WILLDAN GROUP INC COM 96924N100 7,694 187,420 SH   DFND 2,20,5,8 155,731 0 31,689
WILLIAMS COS INC COM 969457100 1,853,341 78,233,042 SH   DFND 10,11,12,13,19,2,20,5,6,8 71,144,285 744,788 6,343,969
WILLIAMS SONOMA INC COM 969904101 424,831 2,370,709 SH   DFND 10,12,13,19,2,20,5,8 2,197,157 6,445 167,107
WILLIS LEASE FIN CORP COM 970646105 2,007 46,172 SH   DFND 2,20 38,945 0 7,227
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,457,735 6,349,491 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,542,402 76,771 730,318
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 90,782 3,271,407 SH   DFND 2,20,5,8 2,654,863 596 615,948
WIMI HOLOGRAM CLOUD INC SPON ADS CL B 97264L100 396 60,000 SH   DFND 1 0 0 60,000
WINGSTOP INC COM 974155103 112,276 882,881 SH   DFND 2,20,5,8 776,779 200 105,902
WINMARK CORP COM 974250102 12,754 68,411 SH   DFND 2,20,5,8 56,132 0 12,279
WINNEBAGO INDS INC COM 974637100 77,442 1,009,540 SH   DFND 2,20,5,8 900,592 0 108,948
AUDIOCODES LTD ORD M15342104 371 13,762 SH   DFND 2 13,762 0 0
WINTRUST FINL CORP COM 97650W108 199,397 2,630,571 SH   DFND 12,13,2,20,5,8 2,513,403 539 116,629
WIPRO LTD SPON ADR 1 SH 97651M109 72,496 11,434,631 SH   DFND 1,12,13,19,2,20,5,8 6,931,587 0 4,503,044
WISDOMTREE INVTS INC COM 97717P104 25,425 4,068,012 SH   DFND 2,20,5,8 3,575,789 3,600 488,623
WIX COM LTD NOTE 7/0 92940WAB5 21,739 10,838,000 PRN   DFND 2,5 10,838,000 0 0
WIX COM LTD SHS M98068105 291,637 1,044,472 SH   DFND 10,12,13,19,2,20,5,6,8 737,153 26,100 281,219
WNS HLDGS LTD SPON ADR 92932M101 3,654 50,437 SH   DFND 19,2,20 50,437 0 0
WOLVERINE WORLD WIDE INC COM 978097103 99,789 2,597,320 SH   DFND 2,20,5,8 2,289,127 828 307,365
WOODWARD INC COM 980745103 156,353 1,296,135 SH   DFND 13,19,2,20,5,8 1,182,645 449 113,041
WORKDAY INC CL A 98138H101 887,562 3,572,684 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,869,347 87,407 615,930
WORKDAY INC NOTE 0.250%10/0 98138HAF8 52,899 30,751,000 PRN   DFND 2,5 30,751,000 0 0
AUTODESK INC COM 052769106 2,345,286 8,462,155 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,138,699 188,060 1,135,396
WORKHORSE GROUP INC COM NEW 98138J206 32,367 2,350,518 SH   DFND 2,20,5,8 1,992,816 1,100 356,602
WORKIVA INC COM CL A 98139A105 68,553 776,717 SH   DFND 19,2,20,5,8 633,158 500 143,059
WORLD ACCEP CORPORATION COM 981419104 17,636 135,915 SH   DFND 2,20,5,8 119,839 0 16,076
WORLD FUEL SVCS CORP COM 981475106 91,434 2,588,786 SH   DFND 10,12,13,2,20,5,8 2,332,913 30,723 225,150
WORLD GOLD TR SPDR GLD MINIS 98149E204 2,692 158,354 SH   DFND 20 158,354 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 57,117 1,052,654 SH   DFND 19,2,20,5,8 949,349 6,700 96,605
WORTHINGTON INDS INC COM 981811102 147,513 2,198,733 SH   DFND 2,20,5,8 2,072,498 200 126,035
WP CAREY INC COM 92936U109 498,620 6,944,174 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,784,774 141,214 1,018,186
WRAP TECHNOLOGIES INC COM 98212N107 1,046 188,040 SH   DFND 2,20 166,988 0 21,052
WSFS FINL CORP COM 929328102 103,228 2,073,272 SH   DFND 2,20,5,8 1,862,342 662 210,268
ACCELERON PHARMA INC COM 00434H108 135,194 996,933 SH   DFND 13,19,2,20,5,8 890,723 1,400 104,810
AUTOHOME INC SP ADS RP CL A 05278C107 125,061 1,340,847 SH   DFND 1,10,12,13,19,2,20,5,8 992,449 36,300 312,098
WW INTL INC COM 98262P101 43,016 1,375,194 SH   DFND 13,2,20,5,8 1,208,048 336 166,810
WYNDHAM HOTELS & RESORTS INC COM 98311A105 154,582 2,215,278 SH   DFND 12,13,19,2,20,5,8 2,023,612 1,795 189,871
WYNN RESORTS LTD COM 983134107 486,537 3,880,806 SH   DFND 10,12,13,19,2,20,5,6,8 3,346,408 45,667 488,731
X4 PHARMACEUTICALS INC COM 98420X103 2,384 276,840 SH   DFND 2,20 238,874 0 37,966
XBIOTECH INC COM 98400H102 6,616 385,340 SH   DFND 2,20,5,8 349,664 0 35,676
XCEL ENERGY INC COM 98389B100 1,783,355 26,634,296 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,585,666 362,192 2,686,438
XENCOR INC COM 98401F105 111,390 2,586,846 SH   DFND 2,20,5,8 2,395,976 1,200 189,670
XENIA HOTELS & RESORTS INC COM 984017103 114,946 5,894,662 SH   DFND 10,12,13,19,2,20,5,8 5,228,781 26,912 638,969
XENON PHARMACEUTICALS INC COM 98420N105 1,756 98,088 SH   DFND 2,20,5,8 96,388 0 1,700
XERIS PHARMACEUTICALS INC COM 98422L107 3,538 784,539 SH   DFND 2,20,5 676,832 0 107,707
AUTOLIV INC COM 052800109 90,516 975,389 SH   DFND 10,11,12,13,19,2,20,5,6,8 635,646 89,930 249,813
XEROX HOLDINGS CORP COM NEW 98421M106 102,200 4,168,822 SH   DFND 1,12,13,19,2,20,5,8 3,723,913 2,277 442,632
XILINX INC COM 983919101 1,209,427 9,761,319 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,306,724 334,815 1,119,780
XL FLEET CORP COM CL A 9837FR100 553 61,600 SH   DFND 20 61,600 0 0
XOMA CORP DEL COM NEW 98419J206 4,324 105,949 SH   DFND 2,20 89,773 0 16,176
XP INC CL A G98239109 7,179 190,579 SH   DFND 10,2,20,8 190,579 0 0
XPEL INC COM 98379L100 13,938 268,391 SH   DFND 2,20,5,8 226,979 0 41,412
XPENG INC ADS 98422D105 109,582 3,001,428 SH   DFND 1,10,12,13,19,2,20,5,8 2,186,896 72,300 742,232
XPERI HOLDING CORP COM 98390M103 84,126 3,864,322 SH   DFND 2,20,5,8 3,486,878 866 376,578
XPO LOGISTICS INC COM 983793100 379,164 3,075,135 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,677,419 62,550 335,166
XUNLEI LTD SPONSORED ADR 98419E108 1,946 297,619 SH   DFND 2 297,619 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 129 22,534 SH   DFND 2 22,534 0 0
XYLEM INC COM 98419M100 867,153 8,244,469 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,107,470 103,549 1,033,450
Y-MABS THERAPEUTICS INC COM 984241109 51,693 1,709,421 SH   DFND 2,20,5,8 1,609,634 0 99,787
YAMANA GOLD INC COM 98462Y100 75 17,098 SH   DFND 20 17,098 0 0
YANDEX N V SHS CLASS A N97284108 214,003 3,340,670 SH   DFND 10,12,13,19,2,20,5,8 2,991,738 125,550 223,382
YATRA ONLINE INC ORD SHS G98338109 216 92,731 SH   DFND 20 92,731 0 0
YELP INC CL A 985817105 97,229 2,493,058 SH   DFND 13,2,20,5,8 2,235,460 600 256,998
YETI HLDGS INC COM 98585X104 165,175 2,287,427 SH   DFND 13,2,20,5,8 2,009,142 400 277,885
YEXT INC COM 98585N106 33,377 2,305,071 SH   DFND 2,20,5,8 1,967,636 0 337,435
YORK WTR CO COM 987184108 12,416 252,589 SH   DFND 19,2,20,5,8 208,104 0 44,485
YOUDAO INC SPONSORED ADS 98741T104 223 9,380 SH   DFND 19,2 9,380 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,413,792 18,025,450 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 15,296,492 488,852 2,240,106
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 21,566 5,247,251 SH   DFND 10,12,13,19,2,20,5,8 1,896,757 581,040 2,769,454
YUM BRANDS INC COM 988498101 1,327,452 12,270,774 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,160,828 197,221 1,912,725
YUM CHINA HLDGS INC COM 98850P109 649,254 10,965,270 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,960,166 204,171 1,800,933
YY INC ADS REPSTG COM A 46591M109 116,438 1,242,274 SH   DFND 1,10,12,13,19,2,20,5,8 949,928 49,837 242,509
YY INC NOTE 0.750% 6/1 98426TAD8 17,030 14,140,000 PRN   DFND 2,5 14,140,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 15,487 13,035,000 PRN   DFND 2,5 13,035,000 0 0
ZAI LAB LTD ADR 98887Q104 183,905 1,378,291 SH   DFND 1,10,12,13,19,2,20,5,8 973,929 33,800 370,562
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 980,893 2,021,710 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,697,087 62,684 261,939
ZENDESK INC COM 98936J101 294,872 2,223,439 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,774,173 55,436 393,830
ZENTALIS PHARMACEUTICALS INC COM 98943L107 63,748 1,469,191 SH   DFND 2,20,5,8 1,387,973 0 81,218
AUTONATION INC COM 05329W102 139,063 1,491,775 SH   DFND 10,12,13,2,20,5,8 1,358,058 15,598 118,119
ZEPP HEALTH CORPORATION SPONSORED ADS 98945L105 4,385 407,105 SH   DFND 2,20,5 398,390 0 8,715
ZILLOW GROUP INC CL A 98954M101 156,294 1,189,632 SH   DFND 10,11,12,13,19,2,20,5,6,8 954,545 29,689 205,398
ZILLOW GROUP INC CL C CAP STK 98954M200 374,673 2,890,104 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,291,369 68,515 530,220
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 57,962 19,550,000 PRN   DFND 2,5 19,550,000 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 41,519 13,860,000 PRN   DFND 2,5 13,860,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 12,820 7,655,000 PRN   DFND 2,5 7,655,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 28,931 14,000,000 PRN   DFND 2,5 14,000,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 1,336,167 8,334,460 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,257,271 121,298 955,891
ZIONS BANCORPORATION N A COM 989701107 485,932 8,841,551 SH   DFND 10,12,13,19,2,20,5,6,8 8,259,240 2,177 580,134
ZIOPHARM ONCOLOGY INC COM 98973P101 43,925 12,201,348 SH   DFND 2,20,5,8 11,492,574 0 708,774
AUTOZONE INC COM 053332102 1,277,438 909,662 SH   DFND 10,11,12,13,19,2,20,5,6,8 765,125 14,459 130,078
ZIX CORP COM 98974P100 9,610 1,272,830 SH   DFND 2,20,5 1,144,799 0 128,031
ZOETIS INC CL A 98978V103 2,989,256 18,981,811 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,238,956 418,416 2,324,439
ZOGENIX INC COM NEW 98978L204 25,677 1,315,403 SH   DFND 19,2,20,5,8 1,125,001 0 190,402
ZOMEDICA PHARMACEUTICALS COR COM 98980M109 8,490 5,373,337 SH   DFND 2,20 5,373,337 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,261,953 3,927,768 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,092,823 182,256 652,689
ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 17,980 367,692 SH   DFND 10,19,2,20,5,6,8 292,592 400 74,700
ZOVIO INC COM 98979V102 130 32,094 SH   DFND 20 32,094 0 0
ZSCALER INC COM 98980G102 258,245 1,504,311 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,213,762 42,047 248,502
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 256,792 8,809,345 SH   DFND 1,10,12,13,19,2,20,5,8 6,142,171 187,000 2,480,174
ZUMIEZ INC COM 989817101 35,480 827,033 SH   DFND 2,20,5,8 748,151 0 78,882
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 1,091 120,693 SH   DFND 1,2 17,278 0 103,415
ZUORA INC COM CL A 98983V106 32,214 2,176,601 SH   DFND 2,20,5,8 1,814,954 0 361,647
ZYMEWORKS INC COM 98985W102 3,445 109,091 SH   DFND 2,20,5,8 73,891 0 35,200
ZYNERBA PHARMACEUTICALS INC COM 98986X109 54 11,600 SH   DFND 20 11,600 0 0
ZYNEX INC COM 98986M103 7,916 518,400 SH   DFND 2,20,5,8 476,435 0 41,965
ZYNGA INC CL A 98986T108 127,533 12,490,990 SH   DFND 13,19,2,20,5,8 10,621,432 8,800 1,860,758
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 26,365 19,313,000 PRN   DFND 2,5 19,313,000 0 0
ALTO INGREDIENTS INC COM 021513106 51,109 9,412,406 SH   DFND 2,5,8,20 9,406,006 0 6,400
CLOVER HEALTH INVESTMENTS CO COM CL A 18914F103 549 72,600 SH   DFND 20 72,600 0 0
E2OPEN PARENT HOLDINGS INC COM CL A 29788T103 819 82,200 SH   DFND 20 82,200 0 0
HIMS & HERS HEALTH INC COM CL A 433000106 574 43,400 SH   DFND 20 43,400 0 0
AVALARA INC COM 05338G106 201,817 1,512,530 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,235,335 36,624 240,571
YELLOW CORP COM 985510106 238 27,099 SH   DFND 20 27,099 0 0
GLOBAL BLUE GROUP HOLDING AG ORD SHS H33700107 892 73,272 SH   DFND 1 73,272 0 0
CASTOR MARITIME INC SHS Y1146L109 457 600,000 SH   DFND 1 600,000 0 0
NISUN INTL ENT DVPMT GP CO L COM CL A G6593L106 822 49,597 SH   DFND 1,2 49,597 0 0
AVALON GLOBOCARE CORP COM 05344R104 306 286,145 SH   DFND 2,20 236,514 0 49,631
AVALONBAY CMNTYS INC COM 053484101 1,544,653 8,301,360 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,116,544 115,073 1,069,743
1LIFE HEALTHCARE INC COM 68269G107 59,926 1,533,421 SH   DFND 19,2,20,5,8 1,278,899 400 254,122
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,953,298 25,170,168 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,154,434 703,759 3,311,975
AVANGRID INC COM 05351W103 49,464 984,453 SH   DFND 10,12,13,19,2,20,5,6,8 894,260 0 90,193
AVANOS MED INC COM 05350V106 73,782 1,686,825 SH   DFND 1,19,2,20,5,8 1,515,121 257 171,447
AVANTOR INC COM 05352A100 273,709 9,461,091 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,604,178 240,341 1,616,572
AVAYA HLDGS CORP COM 05351X101 56,806 2,026,602 SH   DFND 12,19,2,20,5,8 1,704,929 400 321,273
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 10,389 8,333,000 PRN   DFND 2,5 8,333,000 0 0
AVENUE THERAPEUTICS INC COM NEW 05360L205 873 143,801 SH   DFND 2,20 130,533 0 13,268
AVEO PHARMACEUTICALS INC COM NEW 053588307 2,307 315,187 SH   DFND 2,20,5 273,493 0 41,694
AVERY DENNISON CORP COM 053611109 692,478 3,770,641 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,067,042 90,367 613,232
AVIAT NETWORKS INC COM NEW 05366Y201 208 2,932 SH   DFND 20 2,932 0 0
AVID BIOSERVICES INC COM 05368M106 17,713 971,659 SH   DFND 2,20,5 830,805 0 140,854
ACCO BRANDS CORP COM 00081T108 17,926 2,123,970 SH   DFND 19,2,20,5,8 1,792,523 77 331,370
AVID TECHNOLOGY INC COM 05367P100 12,183 577,115 SH   DFND 2,20,5 505,236 0 71,879
AVIDITY BIOSCIENCES INC COM 05370A108 29,415 1,348,673 SH   DFND 2,20,5,8 1,282,941 0 65,732
AVIENT CORPORATION COM 05368V106 130,341 2,745,052 SH   DFND 2,20,5,8 2,418,396 1,060 325,596
AVIS BUDGET GROUP COM 053774105 164,037 2,261,328 SH   DFND 12,13,2,20,5,8 2,057,884 588 202,856
AVISTA CORP COM 05379B107 114,116 2,389,874 SH   DFND 12,13,19,2,20,5,8 2,076,549 920 312,405
AVITA MEDICAL INC COM 05380C102 8,815 444,749 SH   DFND 2,20 444,749 0 0
AVNET INC COM 053807103 168,393 4,056,682 SH   DFND 12,13,19,2,20,5,8 3,829,949 429 226,304
AVROBIO INC COM 05455M100 29,007 2,285,801 SH   DFND 2,20,5,8 2,182,792 0 103,009
AXALTA COATING SYS LTD COM G0750C108 146,296 4,945,780 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,506,749 272,362 1,166,669
AXCELIS TECHNOLOGIES INC COM NEW 054540208 42,201 1,027,042 SH   DFND 2,20,5,8 907,600 0 119,442
ACCOLADE INC COM 00437E102 25,596 564,164 SH   DFND 2,20,5,8 486,716 0 77,448
AXCELLA HEALTH INC COM 05454B105 1,067 224,102 SH   DFND 2,20 195,268 0 28,834
AXIS CAP HLDGS LTD SHS G0692U109 61,820 1,236,781 SH   DFND 12,13,19,2,20,5,8 1,043,577 1,101 192,103
AXOGEN INC COM 05463X106 19,924 983,435 SH   DFND 2,20,5,8 871,799 0 111,636
AXON ENTERPRISE INC COM 05464C101 251,307 1,764,546 SH   DFND 13,19,2,20,5,8 1,633,655 500 130,391
AXONICS MODULATION TECHNOLOG COM 05465P101 43,486 726,098 SH   DFND 2,20,5,8 625,784 0 100,314
AXOS FINANCIAL INC COM 05465C100 98,055 2,085,843 SH   DFND 2,20,5,8 1,884,736 1,600 199,507
AXSOME THERAPEUTICS INC COM 05464T104 35,623 629,168 SH   DFND 19,2,20,5,8 530,797 500 97,871
AXT INC COM 00246W103 7,657 656,648 SH   DFND 2,20,5 545,334 0 111,314
AYTU BIOPHARMA INC COM NEW 054754874 1,348 177,311 SH   DFND 2,20,5 144,571 0 32,740
AZEK CO INC CL A 05478C105 44,530 1,058,971 SH   DFND 2,20,5,8 896,510 0 162,461
ACCURAY INC COM 004397105 9,047 1,827,759 SH   DFND 2,20,5 1,612,444 0 215,315
AZIYO BIOLOGICS INC COM CL A 05479K106 214 15,467 SH   DFND 2,20 12,267 0 3,200
AZUL S A SPONSR ADR PFD 05501U106 596 29,507 SH   DFND 1,10 8,900 0 20,607
AZURE PWR GLOBAL LTD SHS V0393H103 8,620 317,018 SH   DFND 2,20 317,018 0 0
AZZ INC COM 002474104 39,992 794,285 SH   DFND 2,20,5,8 700,640 94 93,551
B & G FOODS INC NEW COM 05508R106 87,927 2,791,022 SH   DFND 12,2,20,5,8 2,543,699 13,700 233,623
B. RILEY FINANCIAL INC COM 05580M108 21,778 386,273 SH   DFND 2,20,5,8 314,503 4,600 67,170
BABCOCK & WILCOX ENTERPRISES COM 05614L209 310 32,743 SH   DFND 20,5 32,743 0 0
BADGER METER INC COM 056525108 143,177 1,538,385 SH   DFND 19,2,20,5,8 1,411,463 120 126,802
BAIDU INC SPON ADR REP A 056752108 1,238,285 5,691,958 SH   DFND 1,10,11,12,13,19,2,20,5,8 4,146,031 178,602 1,367,325
BAKER HUGHES COMPANY CL A 05722G100 1,046,343 48,419,371 SH   DFND 10,11,12,13,19,2,20,5,6,8 43,039,469 336,021 5,043,881
ACELRX PHARMACEUTICALS INC COM 00444T100 2,319 1,364,020 SH   DFND 2,20,5 1,175,599 0 188,421
BALCHEM CORP COM 057665200 121,346 967,593 SH   DFND 13,2,20,5,8 847,878 416 119,299
BALL CORP COM 058498106 1,206,791 14,241,106 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,058,647 154,332 2,028,127
BALLARD PWR SYS INC NEW COM 058586108 29,228 1,200,829 SH   DFND 2 1,200,829 0 0
BALLYS CORPORATION COM 05875B106 21,641 333,034 SH   DFND 2,20,5,8 274,615 0 58,419
BANC OF CALIFORNIA INC COM 05990K106 36,972 2,038,519 SH   DFND 2,20,5,8 1,643,723 0 394,796
BANCFIRST CORP COM 05945F103 53,152 748,326 SH   DFND 2,20,5,8 681,730 0 66,596
BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 1,517 555,505 SH   DFND 13,2,20,5 371,490 0 184,015
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 95 18,223 SH   DFND 12,20 14,834 0 3,389
BANCO BRADESCO S A SP ADR PFD NEW 059460303 86,629 18,418,975 SH   DFND 10,13,19,2,20,5 15,170,188 1,878,739 1,370,048
BANCO DE CHILE SPONSORED ADS 059520106 2,403 99,288 SH   DFND 10,13,2,20,5 87,449 840 10,999
ACI WORLDWIDE INC COM 004498101 155,182 4,078,367 SH   DFND 13,2,20,5,8 3,201,204 1,265 875,898
BANCO MACRO SA SPON ADR B 05961W105 2,612 195,671 SH   DFND 2,20,5 144,216 700 50,755
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 13,862 1,966,191 SH   DFND 10,13,2,20,5 1,327,754 169,707 468,730
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6,374 256,688 SH   DFND 1,10,13,2,20 205,535 0 51,153
BANCO SANTANDER S.A. ADR 05964H105 7,400 2,157,292 SH   DFND 12,2,20 2,154,018 0 3,274
BANCOLOMBIA S A SPON ADR PREF 05968L102 29,630 926,214 SH   DFND 1,10,13,19,2,20,5 745,705 65,305 115,204
BANCORP INC DEL COM 05969A105 33,328 1,608,498 SH   DFND 19,2,20,5,8 1,419,986 0 188,512
BANCORPSOUTH BK TUPELO MISS COM 05971J102 140,908 4,315,528 SH   DFND 2,20,5,8 3,936,350 672 378,506
BANDWIDTH INC COM CL A 05988J103 49,729 392,369 SH   DFND 2,20,5,8 320,770 100 71,499
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 13,746 9,024,000 PRN   DFND 2,5 9,024,000 0 0
BANK COMM HLDGS COM 06424J103 3,467 270,629 SH   DFND 2,20 231,128 0 39,501
ACLARIS THERAPEUTICS INC COM 00461U105 4,862 192,942 SH   DFND 2,20 192,942 0 0
BANK FIRST CORP COM 06211J100 9,365 124,554 SH   DFND 2,20,5,8 105,973 0 18,581
BANK HAWAII CORP COM 062540109 160,969 1,798,733 SH   DFND 13,19,2,20,5,8 1,675,920 566 122,247
BANK MARIN BANCORP COM 063425102 10,553 269,496 SH   DFND 2,20,5,8 225,939 0 43,557
BANK MONTREAL QUE COM 063671101 904 10,148 SH   DFND 12,20 7,496 0 2,652
BANK NEW YORK MELLON CORP COM 064058100 1,792,472 37,903,829 SH   DFND 1,10,12,13,19,2,20,5,6,8 33,266,720 494,338 4,142,771
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 31,389 821,269 SH   DFND 2,20,5 692,547 0 128,722
BANK OZK COM 06417N103 484,361 11,857,072 SH   DFND 12,13,2,20,5,8 11,620,750 1,000 235,322
BANK PRINCETON NEW JERSEY COM 064520109 2,395 83,667 SH   DFND 2,20 70,654 0 13,013
BANK7 CORP COM 06652N107 1,113 62,792 SH   DFND 2,20 48,458 0 14,334
BANKFINANCIAL CORP COM 06643P104 3,379 327,397 SH   DFND 13,2,20,5 226,326 0 101,071
ACM RESEARCH INC COM CL A 00108J109 6,160 76,245 SH   DFND 19,2,20,5,8 68,445 0 7,800
BANKUNITED INC COM 06652K103 208,641 4,747,231 SH   DFND 12,13,2,20,5,8 4,397,103 1,400 348,728
BANKWELL FINL GROUP INC COM 06654A103 2,689 99,789 SH   DFND 13,2,20 84,434 0 15,355
BANNER CORP COM NEW 06652V208 94,079 1,764,083 SH   DFND 19,2,20,5,8 1,631,329 0 132,754
BAOZUN INC SPONSORED ADR 06684L103 30,567 801,445 SH   DFND 10,12,13,19,2,20,5,8 611,886 23,500 166,059
BAR HBR BANKSHARES COM 066849100 8,383 284,952 SH   DFND 2,20,5,8 238,906 0 46,046
BARCLAYS BANK PLC DJUBS CMDT ETN36 06738C778 26,771 1,131,480 SH   DFND 1,20 1,070,546 84 60,850
BARNES & NOBLE ED INC COM 06777U101 3,459 424,879 SH   DFND 2,20,5 424,879 0 0
BARNES GROUP INC COM 067806109 77,921 1,572,886 SH   DFND 2,20,5,8 1,413,120 388 159,378
BARRETT BUSINESS SVCS INC COM 068463108 10,537 152,367 SH   DFND 2,20,5,8 121,783 2,500 28,084
BARRICK GOLD CORP COM 067901108 19,962 1,008,203 SH   DFND 2,20,8 1,008,203 0 0
ACNB CORP COM 000868109 4,266 145,601 SH   DFND 2,20,5 126,961 0 18,640
BASSETT FURNITURE INDS INC COM 070203104 371 15,270 SH   DFND 20 15,270 0 0
BAUSCH HEALTH COS INC COM 071734107 3,978 125,331 SH   DFND 20 817 0 124,514
BAXTER INTL INC COM 071813109 1,735,851 20,521,987 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 17,625,307 331,053 2,565,627
BAYCOM CORP COM 07272M107 3,422 189,893 SH   DFND 2,20 150,227 0 39,666
BCB BANCORP INC COM 055298103 4,172 302,283 SH   DFND 13,2,20,5 215,885 0 86,398
BEACON ROOFING SUPPLY INC COM 073685109 54,872 1,048,781 SH   DFND 13,19,2,20,5,8 846,616 552 201,613
BEAM GLOBAL COM 07373B109 243 5,600 SH   DFND 20 5,600 0 0
BEAM THERAPEUTICS INC COM 07373V105 97,510 1,218,271 SH   DFND 2,20,5,8 1,092,272 200 125,799
BEAZER HOMES USA INC COM NEW 07556Q881 12,882 615,764 SH   DFND 2,20,5 544,382 0 71,382
BECTON DICKINSON & CO COM 075887109 2,905,639 11,949,984 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,384,329 154,896 1,410,759
ACTIVISION BLIZZARD INC COM 00507V109 3,117,181 33,518,078 SH   DFND 10,11,12,13,19,2,20,5,6,8 28,739,975 637,449 4,140,654
BED BATH & BEYOND INC COM 075896100 124,253 4,262,537 SH   DFND 1,12,13,2,20,5,8 3,791,489 723 470,325
BEIGENE LTD SPONSORED ADR 07725L102 287,684 826,489 SH   DFND 1,10,12,13,19,2,20,5,8 580,082 19,200 227,207
BEL FUSE INC CL B 077347300 6,260 314,711 SH   DFND 2,20,5 289,964 0 24,747
BELDEN INC COM 077454106 58,817 1,324,114 SH   DFND 13,2,20,5,8 1,163,795 791 159,528
BELLEROPHON THERAPEUTICS INC COM NEW 078771300 296 56,996 SH   DFND 2,20 49,895 0 7,101
BELLRING BRANDS INC COM CL A 079823100 17,309 733,114 SH   DFND 19,2,20,5,8 621,331 0 111,783
BENCHMARK ELECTRS INC COM 08160H101 40,790 1,312,555 SH   DFND 2,20,5,8 1,177,196 115 135,244
BENEFITFOCUS INC COM 08180D106 9,801 709,720 SH   DFND 2,20,5,8 618,971 0 90,749
BERKELEY LTS INC COM 084310101 11,780 234,529 SH   DFND 2,20 209,018 0 25,511
BERKLEY W R CORP COM 084423102 529,850 7,031,854 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,592,739 83,034 1,356,081
1ST CONSTITUTION BANCORP COM 31986N102 2,301 130,638 SH   DFND 2,20 109,187 0 21,451
ACUITY BRANDS INC COM 00508Y102 149,899 908,477 SH   DFND 10,12,13,19,2,20,5,8 833,337 680 74,460
BERKSHIRE HATHAWAY INC DEL CL A 084670108 81,769 212 SH   DFND 1,12,19,20,5 194 0 18
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 20,054,624 78,500,895 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 69,136,685 2,780,452 6,583,758
BERKSHIRE HILLS BANCORP INC COM 084680107 48,709 2,182,311 SH   DFND 19,2,20,5,8 2,024,479 500 157,332
BERRY CORP COM 08579X101 8,990 1,619,835 SH   DFND 2,20,5 1,463,005 0 156,830
BERRY GLOBAL GROUP INC COM 08579W103 100,955 1,644,212 SH   DFND 12,13,2,20,5,8 1,378,186 1,400 264,626
BEST BUY INC COM 086516101 1,196,336 10,358,005 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,653,944 410,446 1,293,615
BEST INC SPONSORED ADS 08653C106 2,290 1,218,210 SH   DFND 2,20,5 1,023,819 2,900 191,491
BEYOND AIR INC COM 08862L103 1,290 234,465 SH   DFND 2,20 207,162 0 27,303
BEYOND MEAT INC COM 08862E109 76,241 585,930 SH   DFND 13,19,2,20,5,8 506,006 300 79,624
BEYONDSPRING INC SHS G10830100 3,397 306,893 SH   DFND 2,20,5 266,165 0 40,728
ACUSHNET HOLDINGS CORP COM 005098108 27,049 654,476 SH   DFND 2,20,5,8 539,386 400 114,690
BGC PARTNERS INC CL A 05541T101 29,507 6,109,114 SH   DFND 13,2,20,5,8 4,998,707 5,482 1,104,925
BGSF INC COM 05601C105 2,246 160,436 SH   DFND 2,20 136,815 0 23,621
BHP GROUP LTD SPONSORED ADS 088606108 7,989 115,129 SH   DFND 1,20 8,874 0 106,255
BHP GROUP PLC SPONSORED ADR 05545E209 681 11,766 SH   DFND 1,20 1,060 0 10,706
BIG 5 SPORTING GOODS CORP COM 08915P101 386 24,606 SH   DFND 20,5 24,606 0 0
BIG LOTS INC COM 089302103 85,529 1,246,246 SH   DFND 12,2,20,5,8 1,118,118 421 127,707
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 25,646 443,694 SH   DFND 2,20,5,8 394,997 0 48,697
BIGLARI HLDGS INC COM STK CL A 08986R408 723 1,071 SH   DFND 2,20 961 0 110
BIGLARI HLDGS INC COM STK CL B 08986R309 2,200 16,569 SH   DFND 2,20 14,124 0 2,445
BILIBILI INC NOTE 1.375% 4/0 090040AB2 53,821 12,525,000 PRN   DFND 2,5 12,525,000 0 0
ACUTUS MED INC COM 005111109 2,421 181,111 SH   DFND 2,20,8 149,600 0 31,511
BILIBILI INC SPONS ADS REP Z 090040106 658,935 6,154,853 SH   DFND 1,10,12,13,19,2,20,5,8 2,179,703 67,100 3,908,050
BILL COM HLDGS INC COM 090043100 127,720 877,800 SH   DFND 13,2,20,5,8 757,398 1,400 119,002
BIO RAD LABS INC CL A 090572207 555,028 971,739 SH   DFND 10,11,12,13,19,2,20,5,6,8 803,388 32,345 136,006
BIO-TECHNE CORP COM 09073M104 342,268 896,154 SH   DFND 13,19,2,20,5,8 817,094 414 78,646
BIOATLA INC COM 09077B104 8,647 170,082 SH   DFND 2,20,5 144,116 0 25,966
BIOCRYST PHARMACEUTICALS INC COM 09058V103 74,331 7,308,816 SH   DFND 19,2,20,5,8 6,649,974 1,700 657,142
BIODELIVERY SCIENCES INTL IN COM 09060J106 7,749 1,981,817 SH   DFND 2,20,5,8 1,720,825 0 260,992
BIODESIX INC COM 09075X108 788 38,781 SH   DFND 2,20 33,023 0 5,758
BIOGEN INC COM 09062X103 1,866,641 6,672,533 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,657,395 230,498 784,640
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 104,900 1,534,744 SH   DFND 19,2,20,5,8 1,356,806 800 177,138
ADAMAS PHARMACEUTICALS INC COM 00548A106 78 16,183 SH   DFND 20 16,183 0 0
BIOLASE INC COM NEW 090911207 10 12,171 SH   DFND 20 12,171 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 18,007 500,197 SH   DFND 2,20,5,8 460,896 0 39,301
BIOMARIN PHARMACEUTICAL INC COM 09061G101 352,964 4,674,402 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,945,790 102,300 626,312
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 13,568 13,225,000 PRN   DFND 2,5 13,225,000 0 0
BIONANO GENOMICS INC COM 09075F107 904 111,860 SH   DFND 20 111,860 0 0
BIONDVAX PHARMACEUTICALS LTD SPOND ADS 09073Q105 296 77,911 SH   DFND 2 77,911 0 0
BIONTECH SE SPONSORED ADS 09075V102 849 7,779 SH   DFND 10,2,5,6 7,779 0 0
BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1,621 376,153 SH   DFND 2,20,5 324,715 0 51,438
BIOVENTUS INC COM CL A 09075A108 963 63,043 SH   DFND 2,20 52,020 0 11,023
BIOXCEL THERAPEUTICS INC COM 09075P105 55,068 1,275,906 SH   DFND 19,2,20,5,8 1,237,008 0 38,898
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 42 44,900 SH   DFND 20 44,900 0 0
BJS RESTAURANTS INC COM 09180C106 42,829 737,422 SH   DFND 2,20,5,8 658,047 0 79,375
BJS WHSL CLUB HLDGS INC COM 05550J101 191,359 4,265,697 SH   DFND 12,13,2,20,5,8 3,775,554 1,200 488,943
BK OF AMERICA CORP COM 060505104 12,969,639 335,219,414 SH   DFND 1,10,12,13,19,2,20,5,6,8 292,871,284 5,280,134 37,067,996
BLACK DIAMOND THERAPEUTICS I COM 09203E105 43,538 1,794,638 SH   DFND 2,20,5,8 1,753,691 0 40,947
BLACK HILLS CORP COM 092113109 395,952 5,930,090 SH   DFND 12,13,2,20,5,8 5,727,545 480 202,065
BLACK KNIGHT INC COM 09215C105 255,569 3,454,107 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,662,416 155,189 636,502
BLACKBAUD INC COM 09227Q100 112,187 1,578,325 SH   DFND 13,19,2,20,5,8 1,391,961 3,629 182,735
BLACKLINE INC COM 09239B109 109,996 1,014,726 SH   DFND 2,20,5,8 836,263 700 177,763
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 17,422 11,018,000 PRN   DFND 2,5 11,018,000 0 0
BLACKROCK INC COM 09247X101 4,788,363 6,350,951 SH   DFND 10,12,13,19,2,20,5,6,8 5,468,521 144,031 738,399
ADAMS RES & ENERGY INC COM NEW 006351308 938 33,487 SH   DFND 2,20 28,587 0 4,900
BLACKSTONE GROUP INC COM 09260D107 514,026 6,896,907 SH   DFND 10,12,13,19,2,20,5,6,8 4,802,913 495,032 1,598,962
BLACKSTONE MTG TR INC COM CL A 09257W100 84,506 2,673,071 SH   DFND 12,13,2,20,5,8 2,151,462 1,900 519,709
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 9,317 8,950,000 PRN   DFND 2,5 8,950,000 0 0
BLINK CHARGING CO COM 09354A100 42,216 1,027,159 SH   DFND 2,20,5 1,027,159 0 0
BLOCK H & R INC COM 093671105 151,628 6,877,469 SH   DFND 12,13,19,2,20,5,8 4,421,114 1,596 2,454,759
BLOOM ENERGY CORP COM CL A 093712107 53,690 1,984,845 SH   DFND 19,2,20,5,8 1,665,133 900 318,812
BLOOMIN BRANDS INC COM 094235108 75,795 2,802,039 SH   DFND 2,20,5,8 2,497,753 9,100 295,186
BLUCORA INC COM 095229100 25,670 1,542,655 SH   DFND 2,20,5,8 1,366,166 1,243 175,246
BLUE BIRD CORP COM 095306106 7,173 286,564 SH   DFND 2,20,5 239,799 0 46,765
BLUEBIRD BIO INC COM 09609G100 73,016 2,421,753 SH   DFND 13,19,2,20,5,8 2,279,035 900 141,818
ADAPTHEALTH CORP COM CL A 00653Q102 47,363 1,288,438 SH   DFND 2,20,5 1,105,209 0 183,229
BLUEGREEN VACATIONS CORP COM 09629F108 1,144 106,106 SH   DFND 2,20 92,411 0 13,695
BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 4,116 222,016 SH   DFND 2,20,5 193,272 0 28,744
BLUELINX HLDGS INC COM NEW 09624H208 245 6,260 SH   DFND 20 6,260 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 147,547 1,517,505 SH   DFND 13,19,2,20,5,8 1,322,744 400 194,361
BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 4,246 413,189 SH   DFND 2,20,5 362,175 0 51,014
BM TECHNOLOGIES INC CL A COM 05591L107 2,099 180,166 SH   DFND 19,2,20,5 164,261 0 15,905
BOEING CO COM 097023105 6,855,367 26,913,345 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,829,668 261,225 7,822,452
BOGOTA FINL CORP COM 097235105 838 81,694 SH   DFND 2,20 69,894 0 11,800
BOINGO WIRELESS INC COM 09739C102 12,378 879,745 SH   DFND 2,20,5,8 729,234 0 150,511
BOISE CASCADE CO DEL COM 09739D100 77,401 1,293,685 SH   DFND 10,2,20,5,8 1,152,963 3,928 136,794
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 2,164 407,487 SH   DFND 1,2,5 362,713 0 44,774
BOK FINL CORP COM NEW 05561Q201 97,113 1,087,247 SH   DFND 2,20,5,8 1,022,541 306 64,400
BOLT BIOTHERAPEUTICS INC COM 097702104 5,692 172,964 SH   DFND 2,20 144,490 0 28,474
BONANZA CREEK ENERGY INC COM NEW 097793400 34,962 978,501 SH   DFND 2,20,5 926,418 0 52,083
BOOT BARN HLDGS INC COM 099406100 61,625 989,003 SH   DFND 19,2,20,5,8 882,610 0 106,393
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 255,252 3,169,646 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,326,941 229,469 613,236
BORGWARNER INC COM 099724106 473,500 10,213,548 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,626,214 357,049 1,230,285
BOSTON BEER INC CL A 100557107 255,858 212,105 SH   DFND 13,2,20,5,8 192,953 111 19,041
BOSTON OMAHA CORP COM 101044105 6,901 233,447 SH   DFND 2,20,5,8 196,681 0 36,766
BOSTON PRIVATE FINL HLDGS IN COM 101119105 61,858 4,643,988 SH   DFND 2,20,5,8 4,339,194 1,448 303,346
BOSTON PROPERTIES INC COM 101121101 931,267 9,110,905 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 7,727,891 125,000 1,258,014
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 38,390 953,543 SH   DFND 19,2,20,5,8 802,271 800 150,472
BOSTON SCIENTIFIC CORP COM 101137107 2,459,557 63,636,651 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 55,698,915 848,409 7,089,327
BOTTOMLINE TECH DEL INC COM 101388106 61,184 1,352,124 SH   DFND 2,20,5,8 1,195,333 250 156,541
BOX INC CL A 10316T104 77,029 3,354,939 SH   DFND 13,19,2,20,5,8 2,334,540 1,500 1,018,899
BOYD GAMING CORP COM 103304101 142,222 2,412,179 SH   DFND 2,20,5,8 2,119,290 532 292,357
BP PLC SPONSORED ADR 055622104 663,719 27,257,468 SH   DFND 1,2,20 228,169 26,593,671 435,628
BRADY CORP CL A 104674106 213,543 3,995,188 SH   DFND 19,2,20,5,8 3,821,925 292 172,971
BRAEMAR HOTELS & RESORTS INC COM 10482B101 118 19,515 SH   DFND 20 19,515 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 1,982 517,363 SH   DFND 2,20,5 452,663 0 64,700
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 121,622 9,420,738 SH   DFND 10,13,19,2,20,5,8 8,679,126 44,449 697,163
BRASKEM S A SP ADR PFD A 105532105 2,716 190,997 SH   DFND 13,2 187,897 0 3,100
ADDUS HOMECARE CORP COM 006739106 48,653 465,178 SH   DFND 2,20,5,8 412,867 0 52,311
BRF SA SPONSORED ADR 10552T107 8,207 1,827,951 SH   DFND 10,2,20,5,8 1,566,696 233,763 27,492
BRIDGEBIO PHARMA INC COM 10806X102 145,707 2,365,372 SH   DFND 13,2,20,5,8 2,095,791 500 269,081
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 18,948 11,480,000 PRN   DFND 2 11,480,000 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 6,520 403,712 SH   DFND 2,20,5 352,851 0 50,861
BRIDGFORD FOODS CORP COM 108763103 431 27,837 SH   DFND 2,20 24,029 0 3,808
BRIGHAM MINERALS INC CL A COM 10918L103 21,792 1,488,514 SH   DFND 2,20,5 1,384,115 3,100 101,299
BRIGHT HORIZONS FAM SOL IN D COM 109194100 125,113 729,732 SH   DFND 13,19,2,20,5,8 608,221 600 120,911
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 497 85,605 SH   DFND 2,20,5 61,274 0 24,331
BRIGHTCOVE INC COM 10921T101 14,263 708,895 SH   DFND 2,20,5 612,154 0 96,741
BRIGHTHOUSE FINL INC COM 10922N103 102,113 2,307,648 SH   DFND 12,13,2,20,5,8 2,095,123 913 211,612
1ST SOURCE CORP COM 336901103 21,995 462,281 SH   DFND 2,20,5,8 405,507 0 56,774
ADECOAGRO S A COM L00849106 3,439 437,566 SH   DFND 2,20,5 325,241 0 112,325
BRIGHTSPHERE INVT GROUP INC COM 10948W103 38,374 1,882,930 SH   DFND 10,2,20,5,8 1,629,690 7,449 245,791
BRIGHTVIEW HLDGS INC COM 10948C107 11,627 689,219 SH   DFND 2,20,5,8 576,950 0 112,269
BRINKER INTL INC COM 109641100 104,270 1,467,348 SH   DFND 2,20,5,8 1,300,549 201 166,598
BRINKS CO COM 109696104 116,356 1,468,580 SH   DFND 13,19,2,20,5,8 1,288,676 594 179,310
BRISTOL-MYERS SQUIBB CO COM 110122108 5,785,605 90,948,913 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 78,295,296 1,513,462 11,140,155
BRISTOW GROUP INC COM 11040G103 12,921 499,267 SH   DFND 2,20,5 482,464 0 16,803
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 54,473 1,379,588 SH   DFND 10,12,2,20,5,8 1,260,831 109,106 9,651
BRIXMOR PPTY GROUP INC COM 11120U105 267,803 13,237,896 SH   DFND 10,12,13,19,2,20,5,8 11,700,132 82,250 1,455,514
BROADCOM INC COM 11135F101 7,257,385 15,652,386 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,433,725 252,023 1,966,638
BROADMARK RLTY CAP INC COM 11135B100 28,968 2,753,160 SH   DFND 2,20,5,8 2,323,057 2,200 427,903
ADICET BIO INC COM 007002108 137 10,510 SH   DFND 20 10,510 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 742,110 4,829,706 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,081,545 108,743 639,418
BROADSTONE NET LEASE INC COM 11135E203 10,097 544,332 SH   DFND 2,20 462,107 0 82,225
BROOKDALE SR LIVING INC COM 112463104 25,967 4,291,992 SH   DFND 12,19,2,20,5,8 3,652,415 496 639,081
BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 40,760 533,722 SH   DFND 19,2,20,5 453,469 0 80,253
BROOKFIELD PPTY REIT INC CL A 11282X103 18,970 1,056,807 SH   DFND 10,19,2,20,5,8 990,427 10,090 56,290
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 95,755 2,046,046 SH   DFND 2,20,5 1,722,692 0 323,354
BROOKLINE BANCORP INC DEL COM 11373M107 48,502 3,233,437 SH   DFND 2,20,5,8 2,919,382 0 314,055
BROOKS AUTOMATION INC NEW COM 114340102 181,880 2,227,557 SH   DFND 2,20,5,8 1,967,517 459 259,581
BROWN & BROWN INC COM 115236101 421,154 9,213,607 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,986,516 246,496 980,595
BROWN FORMAN CORP CL A 115637100 8,686 136,041 SH   DFND 2,20,6 109,428 0 26,613
ADIENT PLC ORD SHS G0084W101 125,345 2,835,860 SH   DFND 12,13,19,2,20,5,8 2,476,655 974 358,231
BROWN FORMAN CORP CL B 115637209 665,272 9,620,995 SH   DFND 10,12,13,19,2,20,5,6,8 8,095,733 294,159 1,231,103
BRP GROUP INC COM CL A 05589G102 20,330 746,066 SH   DFND 2,20,5,8 622,779 0 123,287
BRT APARTMENTS CORP COM 055645303 2,791 163,532 SH   DFND 2,20 141,083 0 22,449
BRUKER CORP COM 116794108 96,990 1,508,866 SH   DFND 13,19,2,20,5,8 1,272,680 892 235,294
BRUNSWICK CORP COM 117043109 174,075 1,825,264 SH   DFND 12,13,19,2,20,5,8 1,675,090 657 149,517
BRYN MAWR BK CORP COM 117665109 23,723 521,280 SH   DFND 2,20,5,8 449,491 497 71,292
BTRS HOLDINGS INC COM CL 1 11778X104 577 39,900 SH   DFND 20 39,900 0 0
BUCKLE INC COM 118440106 44,376 1,129,726 SH   DFND 2,20,5,8 1,023,378 956 105,392
BUILD-A-BEAR WORKSHOP INC COM 120076104 87 12,665 SH   DFND 20 12,665 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 345,219 7,444,874 SH   DFND 12,13,2,20,5,8 6,697,306 2,681 744,887
ADMA BIOLOGICS INC COM 000899104 1,771 1,006,531 SH   DFND 13,2,20,5 844,239 0 162,292
BUMBLE INC COM CL A 12047B105 3,172 50,844 SH   DFND 2,20 50,844 0 0
BUNGE LIMITED COM G16962105 302,234 3,812,721 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,721,179 226,033 865,509
BURLINGTON STORES INC COM 122017106 373,144 1,248,810 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,005,032 39,510 204,268
BUSINESS FIRST BANCSHARES IN COM 12326C105 6,792 283,824 SH   DFND 2,20,5 241,209 0 42,615
BWX TECHNOLOGIES INC COM 05605H100 130,551 1,979,844 SH   DFND 13,19,2,20,5,8 1,797,349 1,259 181,236
BYLINE BANCORP INC COM 124411109 9,417 445,244 SH   DFND 2,20,5,8 368,397 0 76,847
C & F FINL CORP COM 12466Q104 2,269 50,796 SH   DFND 2,20 42,752 0 8,044
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 834,322 8,697,463 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,239,910 240,471 1,217,082
C3 AI INC CL A 12468P104 8,650 131,236 SH   DFND 2,20 126,036 0 5,200
C4 THERAPEUTICS INC COM STK 12529R107 31,931 863,233 SH   DFND 2,20,5 837,650 0 25,583
ADOBE SYSTEMS INCORPORATED COM 00724F101 8,956,029 18,840,122 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,949,815 480,353 2,409,954
CABALETTA BIO INC COM 12674W109 2,268 204,316 SH   DFND 2,20 176,192 0 28,124
CABLE ONE INC COM 12685J105 303,010 165,728 SH   DFND 10,11,12,13,19,2,20,5,6,8 143,778 2,709 19,241
CABOT CORP COM 127055101 71,665 1,366,606 SH   DFND 13,2,20,5 1,245,710 863 120,033
CABOT OIL & GAS CORP COM 127097103 602,841 32,100,147 SH   DFND 10,11,12,13,19,2,20,5,6,8 28,846,528 405,202 2,848,417
CACI INTL INC CL A 127190304 149,822 607,403 SH   DFND 12,13,19,2,20,5,8 543,887 310 63,206
CACTUS INC CL A 127203107 34,720 1,133,888 SH   DFND 2,20,5,8 973,865 0 160,023
CADENCE BANCORPORATION CL A 12739A100 174,878 8,436,006 SH   DFND 2,20,5,8 8,001,523 11,200 423,283
CADENCE DESIGN SYSTEM INC COM 127387108 1,601,138 11,687,992 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,732,786 472,995 1,482,211
CADIZ INC COM NEW 127537207 3,928 409,559 SH   DFND 2,20,5,8 359,614 0 49,945
CAE INC COM 124765108 388 13,628 SH   DFND 8 0 0 13,628
ADT INC DEL COM 00090Q103 22,070 2,604,179 SH   DFND 19,2,20,5,8 2,346,150 0 258,029
CAESARS ENTERTAINMENT CORP NOTE 5.000%10/0 127686AA1 23,029 9,181,020 PRN   DFND 2,5 9,181,020 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 656,525 7,507,437 SH   DFND 10,12,13,19,2,20,5,6,8 6,563,004 3,932 940,501
CAESARSTONE LTD ORD SHS M20598104 7,358 535,870 SH   DFND 2,20,5,8 432,591 0 103,279
CAI INTERNATIONAL INC COM 12477X106 17,153 376,828 SH   DFND 2,20,5,8 321,120 0 55,708
CAL MAINE FOODS INC COM NEW 128030202 81,246 2,114,681 SH   DFND 19,2,20,5,8 1,989,570 700 124,411
CALAMP CORP COM 128126109 16,467 1,517,709 SH   DFND 2,20,5 1,431,112 0 86,597
CALAVO GROWERS INC COM 128246105 40,177 517,477 SH   DFND 2,20,5,8 459,005 0 58,472
CALEDONIA MNG CORP PLC SHS NEW G1757E113 2,537 177,543 SH   DFND 2,20,5 150,565 0 26,978
CALERES INC COM 129500104 30,010 1,372,068 SH   DFND 2,20,5 1,277,648 0 94,420
CALIFORNIA BANCORP INC COM 13005U101 1,925 108,077 SH   DFND 2,20 92,177 0 15,900
ADTALEM GLOBAL ED INC COM 00737L103 61,971 1,567,297 SH   DFND 2,20,5,8 1,395,656 394 171,247
CALIFORNIA WTR SVC GROUP COM 130788102 198,231 3,518,484 SH   DFND 13,19,2,20,5,8 3,314,703 600 203,181
CALITHERA BIOSCIENCES INC COM 13089P101 2,915 1,204,561 SH   DFND 19,2,20,5,8 1,021,519 0 183,042
CALIX INC COM 13100M509 36,438 1,051,308 SH   DFND 2,20,5,8 873,985 0 177,323
CALLAWAY GOLF CO COM 131193104 75,848 2,835,429 SH   DFND 19,2,20,5,8 2,534,414 1,582 299,433
CALLON PETE CO DEL COM 13123X508 133,481 3,462,547 SH   DFND 12,2,20,5 3,462,547 0 0
CALYXT INC COM 13173L107 1,118 185,687 SH   DFND 2,20,5 166,005 0 19,682
CAMBIUM NETWORKS CORP SHS G17766109 4,822 103,218 SH   DFND 2,20,5 87,167 0 16,051
CAMBRIDGE BANCORP COM 132152109 10,100 119,781 SH   DFND 2,20,5 100,459 0 19,322
CAMDEN NATL CORP COM 133034108 17,807 372,072 SH   DFND 2,20,5,8 314,940 0 57,132
CAMDEN PPTY TR SH BEN INT 133131102 544,080 4,913,216 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,201,172 119,148 592,896
ADTRAN INC COM 00738A106 27,402 1,642,802 SH   DFND 2,20,5,8 1,445,348 1,818 195,636
CAMPBELL SOUP CO COM 134429109 487,052 9,688,730 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,406,792 148,719 2,133,219
CAMPING WORLD HLDGS INC CL A 13462K109 28,544 784,603 SH   DFND 2,20,5,8 665,389 0 119,214
CAMTEK LTD ORD M20791105 6,935 231,954 SH   DFND 2 231,954 0 0
CANAAN INC SPONSORED ADS 134748102 612 29,600 SH   DFND 1 0 0 29,600
CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 1,126 28,678 SH   DFND 2,20,5 28,678 0 0
CANADIAN IMP BK COMM COM 136069101 1,364 13,777 SH   DFND 20 12,872 538 367
CANADIAN NATL RY CO COM 136375102 14,458 124,662 SH   DFND 20 200 0 124,462
CANADIAN PAC RY LTD COM 13645T100 26,592 69,970 SH   DFND 20,8 3,034 0 66,936
CANADIAN SOLAR INC COM 136635109 21,922 441,707 SH   DFND 2,20,5,8 441,707 0 0
CANGO INC ADS 137586103 670 79,626 SH   DFND 13,2,5 44,726 0 34,900
ADVANCE AUTO PARTS INC COM 00751Y106 518,354 2,821,132 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,274,684 40,216 506,232
CANNAE HLDGS INC COM 13765N107 66,727 1,684,175 SH   DFND 19,2,20,5,8 1,345,590 392 338,193
CANON INC SPONSORED ADR 138006309 290 12,750 SH   DFND 20 12,750 0 0
CANOO INC COM CL A 13803R102 807 89,400 SH   DFND 20 89,400 0 0
CANTEL MED CORP COM 138098108 99,939 1,251,735 SH   DFND 13,19,2,20,5,8 1,106,412 500 144,823
CAPITAL BANCORP INC MD COM 139737100 2,508 130,011 SH   DFND 2,20 109,854 0 20,157
CAPITAL CITY BK GROUP INC COM 139674105 7,075 271,917 SH   DFND 2,20,5 227,374 0 44,543
CAPITAL ONE FINL CORP COM 14040H105 2,604,185 20,468,327 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,767,859 324,836 2,375,632
CAPITOL FED FINL INC COM 14057J101 58,902 4,447,080 SH   DFND 12,19,2,20,5,8 3,866,794 0 580,286
CAPRI HOLDINGS LIMITED SHS G1890L107 196,751 3,857,870 SH   DFND 1,2,5,8,12,13,20 3,044,312 1,700 811,858
CAPSTAR FINL HLDGS INC COM 14070T102 4,251 246,439 SH   DFND 13,2,20 205,839 0 40,600
ADVANCED DRAIN SYS INC DEL COM 00790R104 109,584 1,059,906 SH   DFND 19,2,20,5,8 860,767 500 198,639
CAPSTEAD MTG CORP COM NO PAR 14067E506 20,851 3,267,810 SH   DFND 13,2,20,5,8 2,855,737 16,793 395,280
CARA THERAPEUTICS INC COM 140755109 19,992 920,885 SH   DFND 19,2,20,5,8 763,969 0 156,916
CARDIFF ONCOLOGY INC COM 14147L108 101 10,956 SH   DFND 20 10,956 0 0
CARDINAL HEALTH INC COM 14149Y108 1,070,925 17,490,396 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,343,446 234,295 1,912,655
CARDIOVASCULAR SYS INC DEL COM 141619106 55,346 1,443,566 SH   DFND 19,2,20,5,8 1,309,581 800 133,185
CARDLYTICS INC COM 14161W105 61,283 558,645 SH   DFND 19,2,20,5,8 455,309 400 102,936
CARDTRONICS PLC SHS CL A G1991C105 47,941 1,235,597 SH   DFND 2,20,5,8 1,104,874 200 130,523
CAREDX INC COM 14167L103 113,316 1,664,206 SH   DFND 2,20,5,8 1,489,879 700 173,627
CARETRUST REIT INC COM 14174T107 113,910 4,836,963 SH   DFND 10,19,2,20,5,8 4,269,960 23,120 543,883
CARGURUS INC COM CL A 141788109 43,964 1,844,881 SH   DFND 19,2,20,5,8 1,533,482 900 310,499
21VIANET GROUP INC SPONSORED ADS A 90138A103 55,253 1,710,614 SH   DFND 1,10,12,19,2,20,5,8 977,606 39,600 693,408
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 1,529 277,956 SH   DFND 2,20 232,535 0 45,421
CARLISLE COS INC COM 142339100 315,054 1,914,288 SH   DFND 12,13,19,2,20,5,8 1,801,441 647 112,200
CARLOTZ INC COM CL A 142552108 297 41,700 SH   DFND 20 41,700 0 0
CARLYLE GROUP INC COM 14316J108 90,988 2,475,177 SH   DFND 10,12,13,19,2,20,5,6,8 1,865,811 66,004 543,362
CARMAX INC COM 143130102 835,775 6,300,130 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,431,037 98,667 770,426
CARNIVAL CORP UNIT 99/99/9999 143658300 771,789 29,080,233 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,251,455 434,900 3,393,878
CARPARTS COM INC COM 14427M107 15,326 1,073,243 SH   DFND 2,20,5,8 994,363 0 78,880
CARPENTER TECHNOLOGY CORP COM 144285103 136,677 3,321,440 SH   DFND 2,20,5,8 3,152,610 314 168,516
CARRIAGE SVCS INC COM 143905107 11,474 326,060 SH   DFND 2,20,5,8 271,779 0 54,281
CARRIER GLOBAL CORPORATION COM 14448C104 2,372,503 56,193,808 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,042,274 21,311,076 3,840,458
CARROLS RESTAURANT GROUP INC COM 14574X104 3,683 615,350 SH   DFND 2,20,5 527,066 0 88,284
ADVANCED ENERGY INDS COM 007973100 124,424 1,139,726 SH   DFND 19,2,20,5,8 999,987 400 139,339
CARS COM INC COM 14575E105 18,114 1,397,689 SH   DFND 13,2,20,5,8 1,167,796 1,676 228,217
CARTER BANKSHARES INC COM NEW 146103106 5,412 387,714 SH   DFND 2,20,5 334,489 0 53,225
CARTERS INC COM 146229109 93,713 1,053,789 SH   DFND 13,19,2,20,5,8 964,505 675 88,609
CARVANA CO CL A 146869102 301,976 1,150,822 SH   DFND 10,11,12,13,19,2,20,5,6,8 931,405 29,814 189,603
CASA SYS INC COM 14713L102 5,806 609,185 SH   DFND 2,20,5,8 497,853 0 111,332
CASELLA WASTE SYS INC CL A 147448104 60,133 945,932 SH   DFND 2,20,5,8 764,108 800 181,024
CASEYS GEN STORES INC COM 147528103 259,745 1,201,465 SH   DFND 12,13,2,20,5,8 1,126,519 439 74,507
CASI PHARMACEUTICALS INC COM 14757U109 2,495 1,039,742 SH   DFND 2,20,5 899,539 0 140,203
CASPER SLEEP INC COM 147626105 2,747 379,487 SH   DFND 2,20 326,793 0 52,694
CASS INFORMATION SYS INC COM 14808P109 18,053 390,168 SH   DFND 2,20,5,8 340,767 0 49,401
ADVANCED MICRO DEVICES INC COM 007903107 3,596,243 45,812,012 SH   DFND 10,11,12,13,19,2,20,5,6,8 39,377,760 738,722 5,695,530
CASSAVA SCIENCES INC COM 14817C107 30,850 686,310 SH   DFND 2,20,5 601,518 0 84,792
CASTLE BIOSCIENCES INC COM 14843C105 20,913 305,479 SH   DFND 2,20,5,8 258,625 0 46,854
CASTLIGHT HEALTH INC CL B 14862Q100 87 57,830 SH   DFND 20 57,830 0 0
CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 1,586 548,880 SH   DFND 2,20,5 513,884 0 34,996
CATALENT INC COM 148806102 671,123 6,372,835 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,535,593 82,223 755,019
CATALYST BIOSCIENCES INC COM NEW 14888D208 1,906 378,234 SH   DFND 2,20 321,833 0 56,401
CATALYST PHARMACEUTICALS INC COM 14888U101 41,186 8,933,983 SH   DFND 2,20,5,8 8,635,980 0 298,003
CATCHMARK TIMBER TR INC CL A 14912Y202 9,826 965,227 SH   DFND 2,20,5,8 804,154 0 161,073
CATERPILLAR INC COM 149123101 9,494,372 40,946,961 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,757,456 340,045 20,849,460
CATHAY GEN BANCORP COM 149150104 142,179 3,486,491 SH   DFND 2,20,5,8 3,208,006 454 278,031
ADVANSIX INC COM 00773T101 24,483 912,878 SH   DFND 1,13,2,20,5,8 820,455 785 91,638
CATO CORP NEW CL A 149205106 7,443 620,275 SH   DFND 2,20,5 566,575 0 53,700
CAVCO INDS INC DEL COM 149568107 68,383 303,104 SH   DFND 2,20,5,8 271,937 31 31,136
CB FINL SVCS INC COM 12479G101 1,608 72,674 SH   DFND 2,20 62,274 0 10,400
CBDMD INC COM 12482W101 48 11,700 SH   DFND 20 11,700 0 0
CBIZ INC COM 124805102 32,304 989,111 SH   DFND 2,20,5,8 806,827 0 182,284
CBOE GLOBAL MKTS INC COM 12503M108 469,750 4,759,852 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,172,820 52,792 534,240
CBRE GROUP INC CL A 12504L109 1,054,388 13,328,123 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,123,335 308,164 1,896,624
CBTX INC COM 12481V104 10,723 347,607 SH   DFND 2,20,5,8 284,956 0 62,651
CDK GLOBAL INC COM 12508E101 158,403 2,930,139 SH   DFND 1,13,2,20,5,8 2,674,985 7,735 247,419
CDW CORP COM 12514G108 879,200 5,304,376 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,569,514 86,453 648,409
ADVANTAGE SOLUTIONS INC COM CL A 00791N102 849 71,900 SH   DFND 20 71,900 0 0
CECO ENVIRONMENTAL CORP COM 125141101 4,423 557,770 SH   DFND 2,20,5 480,974 0 76,796
CEL-SCI CORP COM PAR NEW 150837607 42,503 2,794,436 SH   DFND 19,2,20,5,8 2,677,416 0 117,020
CELANESE CORP DEL COM 150870103 796,004 5,313,422 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,221,717 323,927 767,778
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 38,666 1,876,977 SH   DFND 19,2,20,5,8 1,846,977 0 30,000
CELLECTIS S A SPON ADS 15117K103 764 37,803 SH   DFND 2 37,803 0 0
CELSIUS HLDGS INC COM NEW 15118V207 46,140 960,250 SH   DFND 2,20,5,8 846,497 0 113,753
CEMEX SAB DE CV SPON ADR NEW 151290889 86 12,364 SH   DFND 20,5 12,364 0 0
CENTENE CORP DEL COM 15135B101 1,530,060 23,940,861 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,812,089 338,426 2,790,346
CENTENNIAL RESOURCE DEV INC CL A 15136A102 26,890 6,402,479 SH   DFND 13,2,20,5 6,395,479 0 7,000
CENTERPOINT ENERGY INC COM 15189T107 627,964 27,724,699 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,714,470 239,298 3,770,931
ADVENT TECHNOLOGIES HOLDNG I COM CL A 00788A105 230 17,200 SH   DFND 20 17,200 0 0
CENTERSPACE COM 15202L107 44,754 651,465 SH   DFND 10,19,2,20,5,8 576,435 3,397 71,633
CENTOGENE N V COM N1976T109 1,087 89,634 SH   DFND 2,20 73,367 0 16,267
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 2,141 355,104 SH   DFND 10,2,20 243,768 102,836 8,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 4,983 816,830 SH   DFND 2,20 816,830 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 66,719 1,285,786 SH   DFND 10,2,20,5,8 1,112,132 27,242 146,412
CENTRAL GARDEN & PET CO COM 153527106 19,481 335,818 SH   DFND 2,20,5,8 304,417 0 31,401
CENTRAL PAC FINL CORP COM NEW 154760409 35,076 1,314,683 SH   DFND 2,20,5,8 1,215,391 0 99,292
CENTRAL PUERTO S A SPONSORED ADR 155038201 810 358,539 SH   DFND 2,20,5 311,413 0 47,126
CENTRAL VY CMNTY BANCORP COM 155685100 3,666 199,130 SH   DFND 2,20,5 175,127 0 24,003
CENTRUS ENERGY CORP CL A 15643U104 249 10,517 SH   DFND 20 10,517 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 51,998 5,273,650 SH   DFND 19,2,20,5,8 4,982,561 600 290,489
CENTURY ALUM CO COM 156431108 90,597 5,130,048 SH   DFND 2,20,5,8 4,960,341 2,024 167,683
CENTURY BANCORPORATION INC CL A NON VTG 156432106 5,227 56,018 SH   DFND 2,20,5 45,837 0 10,181
CENTURY CASINOS INC COM 156492100 4,738 461,317 SH   DFND 2,20,5 401,276 0 60,041
CENTURY CMNTYS INC COM 156504300 69,045 1,144,641 SH   DFND 2,20,5,8 1,045,390 0 99,251
CERAGON NETWORKS LTD ORD M22013102 156 41,423 SH   DFND 2 41,423 0 0
CERECOR INC COM 15671L109 1,776 587,928 SH   DFND 2,20 503,789 0 84,139
CERENCE INC COM 156727109 69,663 777,662 SH   DFND 13,19,2,20,5,8 641,993 329 135,340
CEREVEL THERAPEUTICS HLDNG I COM 15678U128 12,798 932,136 SH   DFND 2,20 932,136 0 0
CERIDIAN HCM HLDG INC COM 15677J108 313,949 3,725,516 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,229,713 63,463 432,340
CERNER CORP COM 156782104 985,132 13,705,236 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,307,592 351,514 2,046,130
AECOM COM 00766T100 242,055 3,775,620 SH   DFND 12,13,2,20,5,8 3,132,783 1,595 641,242
CERTARA INC COM 15687V109 7,804 285,865 SH   DFND 2,20 270,502 0 15,363
CERUS CORP COM 157085101 27,401 4,559,218 SH   DFND 19,2,20,5,8 4,010,793 1,700 546,725
CEVA INC COM 157210105 61,034 1,086,981 SH   DFND 2,20,5,8 1,003,539 0 83,442
CF INDS HLDGS INC COM 125269100 429,221 9,458,369 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,892,143 159,718 1,406,508
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 1,147 101,463 SH   DFND 2,20 87,039 0 14,424
CHAMPIONX CORPORATION COM 15872M104 129,990 5,982,053 SH   DFND 1,13,2,20,5,8 5,316,049 1,331 664,673
CHANGE HEALTHCARE INC COM 15912K100 76,562 3,464,345 SH   DFND 13,19,2,20,5,8 2,919,863 2,511 541,971
CHANNELADVISOR CORP COM 159179100 14,974 635,826 SH   DFND 2,20,5,8 534,307 0 101,519
CHARLES RIV LABS INTL INC COM 159864107 333,462 1,150,543 SH   DFND 13,19,2,20,5,8 1,037,503 526 112,514
CHART INDS INC COM 16115Q308 152,132 1,068,717 SH   DFND 19,2,20,5,8 939,211 246 129,260
AEGION CORP COM 00770F104 30,716 1,068,388 SH   DFND 19,2,20,5,8 946,757 1,063 120,568
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,858,338 6,253,181 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,180,501 68,156 1,004,524
CHASE CORP COM 16150R104 17,849 153,359 SH   DFND 2,20,5,8 124,400 0 28,959
CHATHAM LODGING TR COM 16208T102 28,287 2,149,480 SH   DFND 2,20,5,8 1,920,996 0 228,484
CHECK POINT SOFTWARE TECH LT ORD M22465104 290,675 2,596,012 SH   DFND 10,12,13,19,2,20,5,6,8 1,862,456 109,275 624,281
CHECKMATE PHARMACEUTICALS IN COM 162818108 1,011 83,259 SH   DFND 2,20 68,014 0 15,245
CHECKPOINT THERAPEUTICS INC COM 162828107 2,678 852,987 SH   DFND 2,20,5 737,413 0 115,574
CHEESECAKE FACTORY INC COM 163072101 81,037 1,385,008 SH   DFND 2,20,5,8 1,236,015 294 148,699
CHEETAH MOBILE INC ADR 163075104 72 31,783 SH   DFND 2 31,783 0 0
CHEFS WHSE INC COM 163086101 31,509 1,034,444 SH   DFND 2,20,5,8 933,431 0 101,013
CHEGG INC COM 163092109 136,582 1,594,468 SH   DFND 13,19,2,20,5,8 1,328,607 1,200 264,661
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 5,690 718,475 SH   DFND 2,20,5 614,627 0 103,848
CHEGG INC NOTE 0.125% 3/1 163092AD1 36,856 21,338,000 PRN   DFND 2,5 21,338,000 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 1,003 285,880 SH   DFND 2,20 243,404 0 42,476
CHEMED CORP NEW COM 16359R103 180,091 391,656 SH   DFND 13,19,2,20,5,8 354,962 147 36,547
CHEMOCENTRYX INC COM 16383L106 92,558 1,806,368 SH   DFND 19,2,20,5,8 1,622,508 1,400 182,460
CHEMOURS CO COM 163851108 110,934 3,974,692 SH   DFND 12,13,2,20,5,8 3,623,149 11,943 339,600
CHEMUNG FINL CORP COM 164024101 2,181 51,810 SH   DFND 2,20 45,674 0 6,136
CHENIERE ENERGY INC COM NEW 16411R208 417,632 5,799,638 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,362,241 219,612 1,217,785
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 10,845 13,331,000 PRN   DFND 2,5 13,331,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 3,343 347,660 SH   DFND 2,20,5 304,550 0 43,110
CHESAPEAKE UTILS CORP COM 165303108 63,962 548,952 SH   DFND 19,2,20,5,8 491,084 36 57,832
22ND CENTY GROUP INC COM 90137F103 246 74,800 SH   DFND 20 74,800 0 0
AEGON N V NY REGISTRY SHS 007924103 62 13,095 SH   DFND 20 13,095 0 0
CHEVRON CORP NEW COM 166764100 14,439,678 137,796,337 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 110,046,199 15,348,207 12,401,931
CHEWY INC CL A 16679L109 74,791 882,911 SH   DFND 10,11,12,13,19,2,20,5,6,8 632,930 60,965 189,016
CHIASMA INC COM 16706W102 2,518 804,339 SH   DFND 2,20,5 694,035 0 110,304
CHICOS FAS INC COM 168615102 13,162 3,976,579 SH   DFND 2,20,5 3,678,105 0 298,474
CHILDRENS PL INC NEW COM 168905107 37,940 544,334 SH   DFND 2,20,5,8 495,383 137 48,814
CHIMERA INVT CORP COM NEW 16934Q208 53,970 4,152,405 SH   DFND 12,13,2,20,5,8 3,305,669 3,113 843,623
CHIMERIX INC COM 16934W106 27,869 2,890,962 SH   DFND 2,20,5 2,753,143 0 137,819
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 12,842 108,451 SH   DFND 1,2,5,10,19,20 78,571 0 29,880
CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 429 197,008 SH   DFND 2 197,008 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 150 14,454 SH   DFND 5 14,454 0 0
AERCAP HOLDINGS NV SHS N00985106 57,486 978,646 SH   DFND 12,13,2,20,5,6,8 676,137 1,106 301,403
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 388 19,067 SH   DFND 2,20,5 19,067 0 0
CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 6,548 124,187 SH   DFND 1,20,5,8 62,681 1,700 59,806
CHINA YUCHAI INTL LTD COM G21082105 2,617 169,065 SH   DFND 13,2,20,5 119,121 0 49,944
CHINOOK THERAPEUTICS INC COM 16961L106 4,117 264,900 SH   DFND 2,20,5 232,683 0 32,217
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,540,888 1,084,506 SH   DFND 10,11,12,13,19,2,20,5,6,8 925,754 17,534 141,218
CHOICE HOTELS INTL INC COM 169905106 79,370 739,769 SH   DFND 19,2,20,5,8 666,867 274 72,628
CHOICEONE FINL SVCS INC COM 170386106 2,870 119,336 SH   DFND 2,20,5 100,346 0 18,990
CHROMADEX CORP COM NEW 171077407 6,804 728,436 SH   DFND 2,20,5 636,122 0 92,314
CHUBB LIMITED COM H1467J104 3,497,926 22,035,782 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,484,036 273,496 2,278,250
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 7,136 182,327 SH   DFND 1,13,2,20,5 119,968 6,800 55,559
AERIE PHARMACEUTICALS INC COM 00771V108 14,930 835,459 SH   DFND 19,2,20,5,8 693,216 0 142,243
CHURCH & DWIGHT INC COM 171340102 1,008,863 11,549,659 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,962,036 222,566 1,365,057
CHURCHILL DOWNS INC COM 171484108 246,586 1,084,277 SH   DFND 13,2,20,5,8 948,257 501 135,519
CHUYS HLDGS INC COM 171604101 26,044 587,634 SH   DFND 2,20,5 541,007 0 46,627
CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 10,960 4,729,986 SH   DFND 10,2,20 4,287,535 383,423 59,028
CIDARA THERAPEUTICS INC COM 171757107 1,752 658,711 SH   DFND 2,20,5 594,284 0 64,427
CIENA CORP COM NEW 171779309 202,556 3,701,677 SH   DFND 12,13,19,2,20,5,8 3,306,692 1,603 393,382
CIGNA CORP NEW COM 125523100 3,573,615 14,782,887 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,639,849 250,343 1,892,695
CIM COML TR CORP COM NEW 125525584 2,635 204,441 SH   DFND 2,20,5 179,177 0 25,264
CIMAREX ENERGY CO COM 171798101 279,184 4,700,866 SH   DFND 12,13,2,20,5,8 3,997,309 1,047 702,510
CIMPRESS PLC SHS EURO G2143T103 34,442 343,972 SH   DFND 13,19,2,20,5,8 278,301 200 65,471
AEROJET ROCKETDYNE HLDGS INC COM 007800105 157,535 3,354,670 SH   DFND 13,2,20,5,8 3,097,197 555 256,918
CINCINNATI BELL INC NEW COM NEW 171871502 23,581 1,536,245 SH   DFND 19,2,20,5,8 1,373,046 0 163,199
CINCINNATI FINL CORP COM 172062101 940,694 9,070,518 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,224,734 102,268 743,516
CINEMARK HLDGS INC COM 17243V102 65,951 3,231,316 SH   DFND 12,13,2,20,5,8 2,845,393 800 385,123
CINTAS CORP COM 172908105 1,355,463 3,971,354 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,431,336 82,626 457,392
CIRCOR INTL INC COM 17273K109 21,327 612,507 SH   DFND 2,20,5,8 549,616 0 62,891
CIRRUS LOGIC INC COM 172755100 140,805 1,660,636 SH   DFND 13,19,2,20,5,8 1,542,813 424 117,399
CISCO SYS INC COM 17275R102 9,162,725 177,194,442 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 145,044,632 4,437,125 27,712,685
CIT GROUP INC COM NEW 125581801 297,807 5,781,531 SH   DFND 12,13,2,20,5,8 5,422,751 1,388 357,392
CITI TRENDS INC COM 17306X102 20,387 243,335 SH   DFND 2,20,5 219,351 0 23,984
CITIGROUP INC COM NEW 172967424 6,821,051 93,760,156 SH   DFND 1,10,12,13,19,2,20,5,6,8 81,962,533 1,413,421 10,384,202
AEROVIRONMENT INC COM 008073108 129,896 1,119,218 SH   DFND 19,2,20,5,8 1,036,664 0 82,554
CITIZENS & NORTHN CORP COM 172922106 5,425 228,135 SH   DFND 2,20,5 194,719 0 33,416
CITIZENS CMNTY BANCORP INC M COM 174903104 278 22,433 SH   DFND 20 522 0 21,911
CITIZENS FINANCIAL GROUP INC COM 174610105 1,066,732 24,161,537 SH   DFND 10,12,13,19,2,20,5,6,8 21,376,943 509,315 2,275,279
CITIZENS HLDG CO MISS COM 174715102 1,493 75,042 SH   DFND 2,20 66,042 0 9,000
CITIZENS INC CL A 174740100 5,578 963,330 SH   DFND 2,20,5,8 810,270 800 152,260
CITRIX SYS INC COM 177376100 764,180 5,444,431 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,473,380 183,059 787,992
CITY HLDG CO COM 177835105 49,989 611,267 SH   DFND 2,20,5,8 557,034 0 54,233
CITY OFFICE REIT INC COM 178587101 13,887 1,307,624 SH   DFND 2,20,5,8 1,110,064 0 197,560
CIVISTA BANCSHARES INC COM NO PAR 178867107 6,232 271,655 SH   DFND 2,20,5 235,540 0 36,115
CLARIVATE PLC ORD SHS G21810109 12,327 467,100 SH   DFND 10,12,13,20,5,6,8 396,200 0 70,900
AES CORP COM 00130H105 907,953 33,866,214 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,006,258 680,551 4,179,405
CLARUS CORP NEW COM 18270P109 7,066 414,413 SH   DFND 2,20,5 369,163 0 45,250
CLEAN ENERGY FUELS CORP COM 184499101 139,872 10,179,916 SH   DFND 19,2,20,5,8 9,632,761 1,400 545,755
CLEAN HARBORS INC COM 184496107 99,505 1,183,735 SH   DFND 12,13,2,20,5,8 1,069,711 746 113,278
CLEANSPARK INC COM NEW 18452B209 2,281 95,760 SH   DFND 2,20 95,760 0 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 1,746 970,020 SH   DFND 19,2,20,5,8 720,362 2,005 247,653
CLEARFIELD INC COM 18482P103 5,225 173,407 SH   DFND 2,20,5 148,082 0 25,325
CLEARSIDE BIOMEDICAL INC COM 185063104 98 39,740 SH   DFND 20 39,740 0 0
CLEARWATER PAPER CORP COM 18538R103 19,701 523,671 SH   DFND 19,2,20,5,8 463,046 0 60,625
CLEARWAY ENERGY INC CL A 18539C105 17,965 677,662 SH   DFND 13,2,20,5,8 563,447 0 114,215
CLEARWAY ENERGY INC CL C 18539C204 43,736 1,554,245 SH   DFND 2,20,5,8 1,265,538 800 287,907
AES CORP UNIT 99/99/9999 00130H204 21,569 210,000 SH   DFND 2 210,000 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 362,563 18,029,015 SH   DFND 12,13,2,20,5,8 16,427,725 5,059 1,596,231
CLIPPER RLTY INC COM 18885T306 2,269 286,497 SH   DFND 2,20,5 252,869 0 33,628
CLOROX CO DEL COM 189054109 1,395,757 7,236,403 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,547,698 147,276 1,541,429
CLOUDERA INC COM 18914U100 54,249 4,457,630 SH   DFND 19,2,20,5,8 3,673,013 2,300 782,317
CLOUDFLARE INC CL A COM 18915M107 213,095 3,032,945 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,270,176 181,568 581,201
CLOVIS ONCOLOGY INC COM 189464100 69,448 9,892,877 SH   DFND 13,2,20,5,8 9,574,714 0 318,163
CMC MATERIALS INC COM 12571T100 154,402 871,126 SH   DFND 19,2,20,5,8 766,224 452 104,450
CME GROUP INC COM 12572Q105 3,448,275 16,884,274 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,676,047 213,679 1,994,548
CMS ENERGY CORP COM 125896100 876,752 14,321,328 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,713,768 184,533 1,423,027
CNA FINL CORP COM 126117100 13,838 310,068 SH   DFND 12,13,19,2,20,5 274,887 0 35,181
AFFILIATED MANAGERS GROUP IN COM 008252108 202,086 1,356,008 SH   DFND 12,13,19,2,20,5,8 1,258,159 588 97,261
CNB FINL CORP PA COM 126128107 6,500 264,121 SH   DFND 2,20,5 227,517 0 36,604
CNH INDL N V SHS N20944109 32,749 2,093,915 SH   DFND 1,19,20 94,251 1,987,094 12,570
CNO FINL GROUP INC COM 12621E103 111,874 4,605,757 SH   DFND 12,13,2,20,5,8 4,062,060 1,024 542,673
CNX RES CORP COM 12653C108 186,402 12,680,442 SH   DFND 12,13,2,20,5,8 12,064,660 2,045 613,737
CO-DIAGNOSTICS INC COM 189763105 4,225 442,892 SH   DFND 19,2,20,5,8 379,610 0 63,282
COASTAL FINL CORP WA COM NEW 19046P209 4,202 160,260 SH   DFND 2,20 121,264 0 38,996
COCA COLA CO COM 191216100 8,720,440 164,136,605 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 135,307,586 3,842,304 24,986,715
COCA COLA CONS INC COM 191098102 43,099 149,246 SH   DFND 2,20,5,8 132,137 0 17,109
COCA COLA EUROPEAN PARTNERS SHS G25839104 234,676 4,499,154 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,685,412 177,653 1,636,089
CODEXIS INC COM 192005106 25,667 1,121,324 SH   DFND 2,20,5,8 916,210 0 205,114
AFFIMED N V COM N01045108 15,834 2,001,720 SH   DFND 13,2,20,5 1,762,781 0 238,939
CODIAK BIOSCIENCES INC COM 192010106 1,261 83,629 SH   DFND 2,20 71,724 0 11,905
CODORUS VY BANCORP INC COM 192025104 2,992 162,520 SH   DFND 2,20,5 141,814 0 20,706
COEUR MNG INC COM NEW 192108504 118,276 13,098,096 SH   DFND 19,2,20,5,8 12,247,959 3,121 847,016
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 94,184 1,369,752 SH   DFND 2,20,5,8 1,213,712 652 155,388
COGNEX CORP COM 192422103 435,677 5,249,756 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,435,468 217,769 596,519
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,729,828 22,143,219 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,856,475 707,551 2,579,193
COGNYTE SOFTWARE LTD ORD SHS M25133105 40,783 1,466,481 SH   DFND 2,20,5,8 1,164,899 500 301,082
COHBAR INC COM 19249J109 559 411,180 SH   DFND 2,20 362,406 0 48,774
COHEN & STEERS INC COM 19247A100 32,593 498,893 SH   DFND 2,20,5,8 410,817 300 87,776
COHERENT INC COM 192479103 140,435 555,322 SH   DFND 13,19,2,20,5,8 503,369 200 51,753
AFFIRM HLDGS INC COM CL A 00827B106 4,835 68,374 SH   DFND 10,2,20 68,374 0 0
COHERUS BIOSCIENCES INC COM 19249H103 70,601 4,832,381 SH   DFND 2,20,5,8 4,630,526 0 201,855
COHU INC COM 192576106 57,615 1,377,037 SH   DFND 2,20,5,8 1,225,237 577 151,223
COLFAX CORP COM 194014106 106,676 2,434,958 SH   DFND 12,13,2,20,5,8 2,232,750 700 201,508
COLFAX CORP UNIT 01/15/2022T 194014205 15,548 87,200 SH   DFND 2 87,200 0 0
COLGATE PALMOLIVE CO COM 194162103 3,801,370 48,222,372 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 31,650,524 11,999,853 4,571,995
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 25,980 1,096,202 SH   DFND 19,2,20,5,8 982,144 0 114,058
COLONY BANKCORP INC COM 19623P101 1,843 118,112 SH   DFND 2,20 100,433 0 17,679
COLONY CAP INC NEW CL A COM 19626G108 96,513 14,893,980 SH   DFND 10,12,13,19,2,20,5,8 12,358,215 114,708 2,421,057
COLONY CR REAL ESTATE INC COM CL A 19625T101 14,878 1,726,259 SH   DFND 2,20,5,8 1,412,739 0 313,520
COLUMBIA BKG SYS INC COM 197236102 148,085 3,436,645 SH   DFND 2,20,5,8 3,171,655 1,262 263,728
2U INC COM 90214J101 39,509 1,033,445 SH   DFND 13,2,20,5,8 885,966 500 146,979
AFLAC INC COM 001055102 1,793,002 35,033,261 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,685,868 781,710 3,565,683
COLUMBIA FINL INC COM 197641103 17,482 1,000,118 SH   DFND 2,20,5,8 794,665 0 205,453
COLUMBIA PPTY TR INC COM NEW 198287203 77,173 4,513,063 SH   DFND 10,12,13,19,2,20,5,8 3,882,976 29,011 601,076
COLUMBIA SPORTSWEAR CO COM 198516106 74,012 700,673 SH   DFND 19,2,20,5,8 617,535 188 82,950
COLUMBUS MCKINNON CORP N Y COM 199333105 22,730 430,824 SH   DFND 2,20,5,8 349,639 612 80,573
COMCAST CORP NEW CL A 20030N101 9,034,539 166,966,157 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 142,117,616 3,126,907 21,721,634
COMERICA INC COM 200340107 596,035 8,223,945 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,733,179 3,840 486,926
COMFORT SYS USA INC COM 199908104 81,932 1,095,788 SH   DFND 2,20,5,8 954,769 200 140,819
COMMERCE BANCSHARES INC COM 200525103 445,615 5,816,665 SH   DFND 12,13,19,2,20,5,6,8 5,582,503 1,192 232,970
COMMERCIAL METALS CO COM 201723103 198,899 6,424,848 SH   DFND 12,2,20,5,8 5,994,068 768 430,012
COMMERCIAL VEH GROUP INC COM 202608105 234 24,284 SH   DFND 20 24,284 0 0
AFYA LTD CL A COM G01125106 236 12,704 SH   DFND 13,2 10,804 0 1,900
COMMSCOPE HLDG CO INC COM 20337X109 40,718 2,650,883 SH   DFND 12,13,19,2,20,5,8 2,202,607 2,100 446,176
COMMUNITY BANKERS TR CORP COM 203612106 3,187 361,377 SH   DFND 2,20 306,811 0 54,566
COMMUNITY BK SYS INC COM 203607106 335,659 4,353,088 SH   DFND 2,20,5,8 4,159,013 375 193,700
COMMUNITY FINL CORP MD COM 20368X101 2,528 73,808 SH   DFND 2,20 61,713 0 12,095
COMMUNITY HEALTH SYS INC NEW COM 203668108 43,668 3,229,846 SH   DFND 1,12,19,2,20,5,8 2,908,224 3,578 318,044
COMMUNITY HEALTHCARE TR INC COM 20369C106 52,698 1,142,633 SH   DFND 10,19,2,20,5,8 1,015,439 5,600 121,594
COMMUNITY TR BANCORP INC COM 204149108 14,958 336,723 SH   DFND 2,20,5,8 279,316 0 57,407
COMMUNITY WEST BANCSHARES COM 204157101 226 17,609 SH   DFND 20 0 0 17,609
COMMVAULT SYSTEMS INC COM 204166102 100,749 1,561,996 SH   DFND 13,2,20,5,8 1,213,258 486 348,252
COMPANHIA BRASILEIRA DE DIST SPONSORED ADR 20440T300 1,620 278,375 SH   DFND 10,2,20 278,375 0 0
AG MTG INVT TR INC COM 001228105 135 33,100 SH   DFND 20,5 33,100 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 8,188 1,117,112 SH   DFND 10,13,19,2,20,5 926,165 148,988 41,959
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 16,886 12,891,942 SH   DFND 13,2,20,5 10,702,342 0 2,189,600
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 17,714 2,643,937 SH   DFND 1,10,2,20 2,183,287 238,450 222,200
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 4,607 260,697 SH   DFND 13,2,20,5,8 237,014 0 23,683
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 60,723 6,054,179 SH   DFND 10,12,13,19,2,20,5,8 2,461,930 90,300 3,501,949
COMPASS MINERALS INTL INC COM 20451N101 135,153 2,154,870 SH   DFND 19,2,20,5,8 2,031,918 195 122,757
COMPUGEN LTD ORD M25722105 5,003 582,386 SH   DFND 2,20,5,8 415,386 2,800 164,200
COMPUTER PROGRAMS & SYS INC COM 205306103 14,949 488,524 SH   DFND 2,20,5,8 449,103 100 39,321
COMPX INTL INC CL A 20563P101 230 12,780 SH   DFND 2,20 9,816 0 2,964
COMSCORE INC COM 20564W105 3,820 1,043,603 SH   DFND 2,20,5 847,130 0 196,473
AGCO CORP COM 001084102 232,871 1,621,097 SH   DFND 12,13,19,2,20,5,8 1,495,233 513 125,351
COMSTOCK RES INC COM 205768302 2,245 405,217 SH   DFND 2,20 348,667 0 56,550
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 20,680 832,523 SH   DFND 2,20,5,8 748,936 371 83,216
CONAGRA BRANDS INC COM 205887102 793,609 21,106,617 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,180,274 362,736 2,563,607
CONCENTRIX CORP COM 20602D101 147,952 988,193 SH   DFND 12,13,19,2,20,5,8 898,776 364 89,053
CONCERT PHARMACEUTICALS INC COM 206022105 2,343 469,455 SH   DFND 2,20,5 406,830 0 62,625
CONCRETE PUMPING HLDGS INC COM 206704108 3,078 415,374 SH   DFND 2,20 358,816 0 56,558
CONDUENT INC COM 206787103 24,028 3,607,821 SH   DFND 1,12,13,2,20,5,8 3,002,818 4,381 600,622
CONFORMIS INC COM 20717E101 51 51,627 SH   DFND 20 51,627 0 0
CONMED CORP COM 207410101 127,604 975,614 SH   DFND 2,20,5,8 872,950 100 102,564
CONNECTONE BANCORP INC COM 20786W107 22,938 904,842 SH   DFND 2,20,5,8 774,966 0 129,876
AGEAGLE AERIAL SYS INC NEW COM 00848K101 17,754 2,836,063 SH   DFND 2,20 2,836,063 0 0
CONNS INC COM 208242107 11,086 569,961 SH   DFND 2,20,5 522,323 0 47,638
CONOCOPHILLIPS COM 20825C104 3,765,764 71,092,384 SH   DFND 10,11,12,13,19,2,20,5,6,8 64,489,522 812,748 5,790,114
CONSOL ENERGY INC DISC COML COM 20854L108 8,636 888,523 SH   DFND 2,20,5 832,828 0 55,695
CONSOLIDATED COMM HLDGS INC COM 209034107 20,852 2,896,138 SH   DFND 2,20,5,8 2,639,638 1,045 255,455
CONSOLIDATED EDISON INC COM 209115104 1,831,894 24,490,562 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,238,505 229,046 3,023,011
CONSOLIDATED WATER CO INC ORD G23773107 3,292 243,264 SH   DFND 1,2,5,20 210,322 0 32,942
CONSTELLATION BRANDS INC CL A 21036P108 1,573,137 6,899,722 SH   DFND 10,12,13,19,2,20,5,6,8 5,804,574 102,402 992,746
CONSTELLATION PHARMCETICLS I COM 210373106 51,327 2,194,414 SH   DFND 19,2,20,5,8 2,098,946 0 95,468
CONSTELLIUM SE CL A SHS F21107101 1,766 120,137 SH   DFND 12,2,20,5 120,137 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 13,953 466,963 SH   DFND 2,20,5,8 389,148 0 77,815
AGENUS INC COM NEW 00847G705 34,483 12,677,420 SH   DFND 19,2,20,5,8 12,156,418 0 521,002
CONTAINER STORE GROUP INC COM 210751103 7,717 463,761 SH   DFND 2,20,5 392,897 0 70,864
CONTANGO OIL & GAS CO COM NEW 21075N204 6,924 1,775,327 SH   DFND 2,20,5 1,524,792 0 250,535
CONTEXTLOGIC INC COM CL A 21077C107 514 32,500 SH   DFND 20 32,500 0 0
CONTINENTAL RES INC COM 212015101 114,554 4,428,060 SH   DFND 13,2,20,5 4,321,268 978 105,814
CONTRAFECT CORP COM NEW 212326300 1,575 328,124 SH   DFND 2,20,5 280,724 0 47,400
COOPER COS INC COM NEW 216648402 791,407 2,060,473 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,742,264 52,966 265,243
COOPER STD HLDGS INC COM 21676P103 19,724 543,064 SH   DFND 2,20,5 504,055 0 39,009
COOPER TIRE & RUBR CO COM 216831107 93,440 1,669,159 SH   DFND 2,20,5,8 1,491,808 433 176,918
COPA HOLDINGS SA CL A P31076105 69,371 858,658 SH   DFND 19,2,20,5 825,770 0 32,888
COPART INC COM 217204106 952,200 8,767,147 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,528,566 295,814 942,767
AGILE THERAPEUTICS INC COM 00847L100 2,242 1,077,910 SH   DFND 2,20,5 922,190 0 155,720
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 3,053 1,549,815 SH   DFND 2,20,5 1,374,108 0 175,707
CORCEPT THERAPEUTICS INC COM 218352102 76,674 3,222,957 SH   DFND 2,20,5,8 2,841,774 1,100 380,083
CORE LABORATORIES N V COM N22717107 26,711 927,471 SH   DFND 13,19,2,20,5,8 880,019 400 47,052
CORE MARK HOLDING CO INC COM 218681104 57,261 1,479,982 SH   DFND 2,20,5,8 1,328,922 200 150,860
CORECIVIC INC COM 21871N101 37,905 4,188,369 SH   DFND 12,13,2,20,5,8 3,924,437 657 263,275
CORELOGIC INC COM 21871D103 135,674 1,711,972 SH   DFND 13,2,20,5,8 1,564,963 806 146,203
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,917 271,152 SH   DFND 2,20,5 237,264 0 33,888
COREPOINT LODGING INC COM 21872L104 7,271 805,231 SH   DFND 2,20,5 701,742 0 103,489
CORESITE RLTY CORP COM 21870Q105 125,687 1,038,213 SH   DFND 19,2,20,5,8 936,448 500 101,265
CORMEDIX INC COM 21900C308 6,659 666,611 SH   DFND 2,20,5 596,329 0 70,282
AGILENT TECHNOLOGIES INC COM 00846U101 1,638,560 12,887,839 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,732,152 475,858 1,679,829
CORNERSTONE BLDG BRANDS INC COM 21925D109 11,342 808,422 SH   DFND 2,20,5,8 665,896 0 142,526
CORNERSTONE ONDEMAND INC COM 21925Y103 53,138 1,219,328 SH   DFND 19,2,20,5,8 999,194 400 219,734
CORNING INC COM 219350105 1,657,498 38,094,649 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,538,276 597,624 3,958,749
CORPORACION AMER ARPTS S A COM L1995B107 982 200,100 SH   DFND 2,20 200,100 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 130,423 4,902,577 SH   DFND 10,13,19,2,20,5,8 4,382,621 27,495 492,461
CORSAIR GAMING INC COM 22041X102 12,234 367,495 SH   DFND 2,20,5 315,772 0 51,723
CORTEVA INC COM 22052L104 1,980,689 42,485,822 SH   DFND 10,11,12,13,19,2,20,5,6,8 32,267,048 765,388 9,453,386
CORTEXYME INC COM 22053A107 38,404 1,065,880 SH   DFND 2,20,5,8 1,022,012 0 43,868
CORVEL CORP COM 221006109 30,790 300,122 SH   DFND 2,20,5,8 264,896 0 35,226
COSAN S A ADS 22113B103 19,102 1,182,764 SH   DFND 12,13,2,20,5 815,809 0 366,955
AGILYSYS INC COM 00847J105 32,964 687,333 SH   DFND 2,20,5,8 613,329 0 74,004
COSTAMARE INC SHS Y1771G102 17,022 1,768,802 SH   DFND 1,2,5,13,20 1,386,125 0 382,677
COSTAR GROUP INC COM 22160N109 633,168 770,380 SH   DFND 10,11,12,13,19,2,20,5,6,8 622,280 23,572 124,528
COSTCO WHSL CORP NEW COM 22160K105 5,865,776 16,641,443 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,126,443 434,272 2,080,728
COTY INC COM CL A 222070203 60,014 6,660,820 SH   DFND 12,13,2,20,5,8 6,033,999 2,998 623,823
COUNTY BANCORP INC COM 221907108 1,736 72,421 SH   DFND 2,20 61,721 0 10,700
COUPA SOFTWARE INC COM 22266L106 340,752 1,339,014 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,093,656 32,416 212,942
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 38,194 22,518,000 PRN   DFND 2,5 22,518,000 0 0
COUSINS PPTYS INC COM NEW 222795502 227,068 6,423,417 SH   DFND 10,12,19,2,20,5,8 5,678,027 35,976 709,414
COVANTA HLDG CORP COM 22282E102 31,320 2,246,854 SH   DFND 2,20,5,8 1,841,166 614 405,074
COVENANT LOGISTICS GROUP INC CL A 22284P105 4,225 205,204 SH   DFND 2,20,5 175,995 0 29,209
AGIOS PHARMACEUTICALS INC COM 00847X104 89,471 1,732,590 SH   DFND 13,19,2,20,5,8 1,595,276 1,000 136,314
COVETRUS INC COM 22304C100 106,331 3,547,904 SH   DFND 12,13,2,20,5,8 3,134,721 1,060 412,123
COWEN INC CL A NEW 223622606 18,790 534,578 SH   DFND 2,20,5,8 444,436 0 90,142
CRA INTL INC COM 12618T105 13,015 174,364 SH   DFND 2,20,5 153,356 0 21,008
CRACKER BARREL OLD CTRY STOR COM 22410J106 126,079 729,288 SH   DFND 12,13,2,20,5,8 643,272 285 85,731
CRANE CO COM 224399105 108,337 1,153,623 SH   DFND 10,13,19,2,20,5,8 1,048,649 3,319 101,655
CRAWFORD & CO CL A 224633206 3,031 284,558 SH   DFND 2,20,5,8 224,662 0 59,896
CRAWFORD & CO CL B 224633107 143 14,722 SH   DFND 20 14,722 0 0
CREDICORP LTD COM G2519Y108 270,160 1,978,180 SH   DFND 10,12,13,19,2,20,5,8 879,501 32,000 1,066,679
CREDIT ACCEP CORP MICH COM 225310101 43,959 122,030 SH   DFND 13,19,2,20,5,8 100,058 83 21,889
CREDIT SUISSE GROUP SPONSORED ADR 225401108 3,180 300,004 SH   DFND 1,20 7,280 0 292,724