0000093751-20-000012.txt : 20200206 0000093751-20-000012.hdr.sgml : 20200206 20200206101115 ACCESSION NUMBER: 0000093751-20-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200206 DATE AS OF CHANGE: 20200206 EFFECTIVENESS DATE: 20200206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE STREET CORP CENTRAL INDEX KEY: 0000093751 STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022] IRS NUMBER: 042456637 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00399 FILM NUMBER: 20581575 BUSINESS ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617 786-3000 MAIL ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET Corp DATE OF NAME CHANGE: 20090218 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET CORP DATE OF NAME CHANGE: 19970424 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET BOSTON FINANCIAL CORP DATE OF NAME CHANGE: 19780525 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000093751 XXXXXXXX 12-31-2019 12-31-2019 STATE STREET CORP

ONE LINCOLN STREET BOSTON MA 02111

13F HOLDINGS REPORT 028-00399 N Sonia Shah 1-617-664-7797 Sonia Shah Boston X1 01-29-2020 11 3806 1460053171 false 1 0000093748 028-00733 STATE STREET BANK & TRUST CO 2 0001257442 028-11338 SSGA FUNDS MANAGEMENT INC 5 0001324602 028-11326 State Street Global Advisors LTD 6 0001324601 028-11327 State Street Global Advisors Ltd. 8 0001324595 028-11330 State Street Global Advisors, Australia 10 0001324600 028-11332 State Street Global Advisors (Japan) Co., Ltd. 11 0001324599 028-18493 State Street Global Advisors Singapore LTD 12 0001324598 028-11331 State Street Global Advisors Asia LTD 13 0001324597 028-11334 State Street Global Advisors GmbH 19 0001520010 028-14459 State Street Global Advisors Ireland Ltd 20 0001714343 028-18135 State Street Global Advisors Trust Co INFORMATION TABLE 2 lasr_reportsInfoTable_100_v1.xml 10X GENOMICS INC CL A COM 88025U109 358 4700 SH DFND 20 4700 0 0 500 COM LTD SPON ADR REP A 33829R100 770 89580 SH DFND 2,5,20 89580 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 28325 1207371 SH DFND 2,5,8,20 1033183 0 174188 DELTA APPAREL INC COM 247368103 2996 96324 SH DFND 2,20 96324 0 0 DELUXE CORP COM 248019101 71837 1439036 SH DFND 2,5,6,8,10,11,20 1297389 7967 133680 DENALI THERAPEUTICS INC COM 24823R105 27910 1602182 SH DFND 2,5,8,20 1457772 0 144410 DENBURY RES INC COM NEW 247916208 37077 26295533 SH DFND 2,5,20 24833955 13143 1448435 DENNYS CORP COM 24869P104 25680 1291727 SH DFND 2,5,8,20 1109385 0 182342 DENTSPLY SIRONA INC COM 24906P109 550700 9714353 SH DFND 2,5,6,8,10,11,12,13,19,20 8650157 137371 926825 DERMIRA INC COM 24983L104 14855 979896 SH DFND 2,5,8,20 822299 0 157597 DESIGNER BRANDS INC CL A 250565108 33885 2121223 SH DFND 2,5,8,12,20 2121223 0 0 DESPEGAR COM CORP ORD SHS G27358103 2045 151678 SH DFND 2,5,20 151678 0 0 DESTINATION XL GROUP INC COM 25065K104 28 22082 SH DFND 20 22082 0 0 AIRCASTLE LTD COM G0129K104 40587 1267960 SH DFND 2,5,8,20 1094295 2600 171065 DEVON ENERGY CORP NEW COM 25179M103 563239 21688072 SH DFND 1,2,5,6,8,10,11,12,13,19,20 19865829 311883 1510360 DEXCOM INC COM 252131107 444056 2030065 SH DFND 2,5,6,8,10,11,12,13,19,20 1761623 44090 224352 DEXCOM INC NOTE 0.750% 5/1 252131AF4 29819 13360000 SH DFND 2,5 13360000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 38433 25900000 SH DFND 2,5 25900000 0 0 DHI GROUP INC COM 23331S100 3001 997104 SH DFND 2,20 997104 0 0 DHT HOLDINGS INC SHS NEW Y2065G121 14057 1697715 SH DFND 2,5,20 1420007 0 277708 DIAGEO P L C SPON ADR NEW 25243Q205 2208 13110 SH DFND 1,20 13110 0 0 DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 9807 69824 SH DFND 2,5,8,20 59812 0 10012 DIAMOND OFFSHORE DRILLING IN COM 25271C102 23980 3335147 SH DFND 2,5,8,12,20 3138111 2974 194062 DIAMOND S SHIPPING INC COM Y20676105 6989 417484 SH DFND 2,5,20 417484 0 0 AIRGAIN INC COM 00938A104 1570 146849 SH DFND 2,20 146849 0 0 DIAMONDBACK ENERGY INC COM 25278X109 780121 8401045 SH DFND 2,5,6,8,10,11,12,13,19,20 7784845 80980 535220 DIAMONDROCK HOSPITALITY CO COM 252784301 114524 10221153 SH DFND 2,5,8,10,13,20 9338736 51208 831209 DIANA SHIPPING INC COM Y2066G104 36 11551 SH DFND 2,20 11551 0 0 DICERNA PHARMACEUTICALS INC COM 253031108 36532 1658270 SH DFND 2,5,8,20 1494393 0 163877 DICKS SPORTING GOODS INC COM 253393102 87841 1774928 SH DFND 2,5,6,8,10,11,12,13,19,20 1687477 1857 85594 DIEBOLD NXDF INC COM 253651103 24242 2295661 SH DFND 2,5,8,20 2061758 2012 231891 DIGI INTL INC COM 253798102 13193 744546 SH DFND 2,5,20 672167 0 72379 DIGIMARC CORP NEW COM 25381B101 8944 266520 SH DFND 2,5,8,20 232242 0 34278 DIGITAL RLTY TR INC COM 253868103 1655635 13700405 SH DFND 2,5,6,8,10,11,12,13,19,20 12464745 164605 1071055 DIGITAL TURBINE INC COM NEW 25400W102 13175 1847792 SH DFND 2,5,8,20 1847792 0 0 AK STL HLDG CORP COM 001547108 56707 17236219 SH DFND 2,5,12,13,20 16322439 5075 908705 DILLARDS INC CL A 254067101 29961 406925 SH DFND 2,5,6,8,11,12,13,20 371556 349 35020 DIME CMNTY BANCSHARES COM 253922108 22448 1074573 SH DFND 2,5,8,20 982796 874 90903 DINE BRANDS GLOBAL INC COM 254423106 40795 484090 SH DFND 2,5,8,20 427669 3647 52774 DIODES INC COM 254543101 81859 1452182 SH DFND 2,5,8,20 1323821 1663 126698 DIPLOMAT PHARMACY INC COM 25456K101 8178 2044470 SH DFND 2,5,8,20 1862664 0 181806 DISCOVER FINL SVCS COM 254709108 1180282 13915133 SH DFND 2,5,6,8,10,11,12,13,19,20 12458535 233699 1222899 DISCOVERY INC COM SER A 25470F104 243253 7429846 SH DFND 2,5,6,8,10,11,12,13,19,20 6553333 100831 775682 DISCOVERY INC COM SER C 25470F302 596591 19566781 SH DFND 2,5,6,8,10,11,12,13,19,20 16234458 378053 2954270 DISH NETWORK CORP CL A 25470M109 397582 11208969 SH DFND 2,5,6,8,10,11,12,13,19,20 10173481 156373 879115 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 29387 31950000 SH DFND 2,5 31950000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 624152 7225652 SH DFND 2,5,6,8,10,11,12,13,19,20 6173970 181584 870098 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 94273 96402000 SH DFND 2,5 96402000 0 0 DISNEY WALT CO COM DISNEY 254687106 10823337 74386874 SH DFND 1,2,5,6,8,10,11,12,13,19,20 60818501 1295850 12272523 DMC GLOBAL INC COM 23291C103 22994 510229 SH DFND 2,5,8,20 468073 0 42156 DOCUSIGN INC COM 256163106 196164 2646933 SH DFND 2,5,6,8,10,11,12,13,19,20 2472509 0 174424 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 24165 19425000 SH DFND 2,5 19425000 0 0 DOLBY LABORATORIES INC COM CL A 25659T107 60801 883729 SH DFND 2,5,8,13,19,20 806943 562 76224 DOLLAR GEN CORP NEW COM 256677105 1770257 11349258 SH DFND 2,5,6,8,10,11,12,13,19,20 9981780 389604 977874 DOLLAR TREE INC COM 256746108 981642 10437445 SH DFND 2,5,6,8,10,11,12,13,19,20 9311496 139587 986362 DOMINION ENERGY INC COM 25746U109 3693420 44595752 SH DFND 2,5,6,8,10,11,12,13,19,20 40631281 425390 3539081 DOMINION ENERGY INC UNIT 99/99/9999 25746U133 44918 422000 SH DFND 2 422000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 40901 36975000 SH DFND 2,5 36975000 0 0 DOMINOS PIZZA INC COM 25754A201 394242 1341963 SH DFND 2,5,6,8,10,11,12,13,19,20 1213463 28688 99812 DOMO INC COM CL B 257554105 7667 352993 SH DFND 2,5,8,20 305120 0 47873 DOMTAR CORP COM NEW 257559203 58598 1514200 SH DFND 2,5,6,8,11,12,13,19,20 1430884 550 82766 DONALDSON INC COM 257651109 324511 5631922 SH DFND 2,5,6,8,11,13,19,20 5460145 1696 170081 DONEGAL GROUP INC CL A 257701201 3755 253350 SH DFND 2,5,8,13,20 227760 0 25590 DONNELLEY FINL SOLUTIONS INC COM 25787G100 10257 979649 SH DFND 2,5,8,20 885719 504 93426 DONNELLEY R R & SONS CO COM 257867200 8788 2224856 SH DFND 2,5,8,20 2024893 1344 198619 DORIAN LPG LTD SHS USD Y2106R110 8468 547007 SH DFND 2,5,20 461110 0 85897 DORMAN PRODUCTS INC COM 258278100 62997 831970 SH DFND 2,5,8,20 748015 100 83855 DOUGLAS DYNAMICS INC COM 25960R105 27115 493008 SH DFND 2,5,8,20 414272 8300 70436 AKCEA THERAPEUTICS INC COM 00972L107 11258 664610 SH DFND 2,5,8,20 621050 0 43560 DOUGLAS EMMETT INC COM 25960P109 351287 7951102 SH DFND 2,5,6,8,10,11,12,13,19,20 7529648 44066 377388 DOUYU INTERNATIONAL HLDNGS L SPONSORED ADS 25985W105 639 75446 SH DFND 2 75446 0 0 DOVER CORP COM 260003108 908658 7883553 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7137813 166379 579361 DOW INC COM 260557103 1989212 36345925 SH DFND 2,5,6,8,10,11,12,13,19,20 36345925 0 0 DR REDDYS LABS LTD ADR 256135203 29870 736066 SH DFND 1,2,5,8,12,13,19,20 708292 0 27774 DRIL QUIP INC COM 262037104 60615 1292159 SH DFND 2,5,6,8,20 1179665 496 111998 DRIVE SHACK INC COM 262077100 3943 1077279 SH DFND 2,5,20 924416 0 152863 DROPBOX INC CL A 26210C104 81523 4551799 SH DFND 2,5,6,8,10,11,12,13,19,20 4551799 0 0 DSP GROUP INC COM 23332B106 10325 655987 SH DFND 2,5,20 655987 0 0 DTE ENERGY CO COM 233331107 1329552 10160610 SH DFND 2,5,6,8,10,11,12,13,19,20 9326287 160721 673602 AKEBIA THERAPEUTICS INC COM 00972D105 21753 3441996 SH DFND 2,5,8,20 3071871 1272 368853 DTE ENERGY CO UNIT 11/01/2022S 233331842 35390 690000 SH DFND 2 690000 0 0 DUCOMMUN INC DEL COM 264147109 22839 451987 SH DFND 2,5,8,20 420087 0 31900 DUKE ENERGY CORP NEW COM NEW 26441C204 3635139 39854611 SH DFND 1,2,5,6,8,10,11,12,13,19,20 36262257 488872 3103482 DUKE REALTY CORP COM NEW 264411505 837121 24145390 SH DFND 2,5,6,8,10,11,12,13,19,20 22020253 318089 1807048 DULUTH HLDGS INC COM CL B 26443V101 2200 208897 SH DFND 2,5,8,20 167708 0 41189 DUNKIN BRANDS GROUP INC COM 265504100 146040 1933275 SH DFND 2,5,6,8,11,13,20 1826057 900 106318 DUPONT DE NEMOURS INC COM 26614N102 2481875 38658492 SH DFND 2,5,6,8,10,11,12,13,19,20 38658492 0 0 DURECT CORP COM 266605104 534 140581 SH DFND 2,5,20 140581 0 0 DXC TECHNOLOGY CO COM 23355L106 417070 11033765 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9929438 171516 932811 DXP ENTERPRISES INC NEW COM NEW 233377407 19138 480734 SH DFND 2,5,8,20 433327 0 47407 AKERO THERAPEUTICS INC COM 00973Y108 1953 88014 SH DFND 2,20 88014 0 0 DYCOM INDS INC COM 267475101 46282 981584 SH DFND 2,5,6,8,11,13,20 886064 805 94715 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 13695 14135000 SH DFND 2,5 14135000 0 0 DYNATRACE INC COM 268150109 18225 720350 SH DFND 2,19,20 720350 0 0 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 19692 3442677 SH DFND 2,5,8,20 3184115 0 258562 DYNEX CAP INC COM 26817Q886 9885 578324 SH DFND 2,5,8,20 578324 0 0 E L F BEAUTY INC COM 26856L103 8335 516758 SH DFND 2,5,8,20 440867 0 75891 E TRADE FINANCIAL CORP COM NEW 269246401 448465 9884615 SH DFND 2,5,6,8,10,11,12,13,19,20 8849357 161014 874244 EAGLE BANCORP INC MD COM 268948106 57090 1173973 SH DFND 2,5,8,20 1067608 800 105565 EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3596 781712 SH DFND 2,20 647648 0 134064 EAGLE MATERIALS INC COM 26969P108 93289 1027868 SH DFND 2,5,6,11,13,19,20 974301 738 52829 AKORN INC COM 009728106 5057 3371517 SH DFND 2,5,8,13,20 3057285 2800 311432 EAGLE PHARMACEUTICALS INC COM 269796108 36684 610591 SH DFND 2,5,8,20 579000 0 31591 EARTHSTONE ENERGY INC CL A 27032D304 2171 343011 SH DFND 2,20 281027 0 61984 EAST WEST BANCORP INC COM 27579R104 293852 6033920 SH DFND 2,5,6,8,10,11,12,13,19,20 5557723 121522 354675 EASTERLY GOVT PPTYS INC COM 27616P103 91081 3838223 SH DFND 2,5,6,8,10,19,20 3519175 19500 299548 EASTERN CO COM 276317104 2670 87454 SH DFND 2,20 75230 0 12224 EASTGROUP PPTY INC COM 277276101 284625 2133284 SH DFND 2,5,6,8,10,11,19,20 1973082 10029 150173 EASTMAN CHEMICAL CO COM 277432100 505233 6322546 SH DFND 2,5,6,8,10,11,12,13,19,20 5498581 95175 728790 EASTMAN KODAK CO COM NEW 277461406 234 50264 SH DFND 2,20 50264 0 0 EATON CORP PLC SHS G29183103 1730318 18267712 SH DFND 2,5,6,8,10,11,12,13,19,20 16047242 469493 1750977 EATON VANCE CORP COM NON VTG 278265103 460504 9863022 SH DFND 2,5,6,8,10,11,12,13,19,20 9252062 166059 444901 51JOB INC SPONSORED ADS 316827104 46397 546493 SH DFND 1,2,5,8,10,11,12,13,19,20 454656 10500 81337 AKOUSTIS TECHNOLOGIES INC COM 00973N102 3407 425919 SH DFND 2,20 425919 0 0 EBAY INC COM 278642103 1280635 35464818 SH DFND 2,5,6,8,10,11,12,13,19,20 31055834 639198 3769786 EBIX INC COM NEW 278715206 24147 722748 SH DFND 2,5,8,20 650289 500 71959 ECHO GLOBAL LOGISTICS INC COM 27875T101 18166 877573 SH DFND 2,5,8,20 792726 0 84847 ECHOSTAR CORP CL A 278768106 31510 727555 SH DFND 2,5,8,13,20 670440 307 56808 ECOLAB INC COM 278865100 2206569 11406173 SH DFND 2,5,6,8,10,11,12,13,19,20 10120901 171730 1113542 ECOPETROL S A SPONSORED ADS 279158109 38514 1881432 SH DFND 2,5,10,13,19,20 1726373 111406 43653 EDGEWELL PERS CARE CO COM 28035Q102 55622 1796571 SH DFND 2,5,6,8,11,12,13,20 1629780 850 165941 EDISON INTL COM 281020107 2061617 27110949 SH DFND 2,5,6,8,10,11,12,13,19,20 18875510 6938775 1296664 EDITAS MEDICINE INC COM 28106W103 58920 1989858 SH DFND 2,5,8,20 1833440 0 156418 EDWARDS LIFESCIENCES CORP COM 28176E108 2080231 8916931 SH DFND 2,5,6,8,10,11,12,13,19,20 7899256 219839 797836 ALAMO GROUP INC COM 011311107 35857 285599 SH DFND 2,5,8,20 254225 0 31374 EGAIN CORP COM NEW 28225C806 3374 425967 SH DFND 2,5,20 361204 0 64763 EHEALTH INC COM 28238P109 59149 615622 SH DFND 2,5,8,20 550859 0 64763 EIDOS THERAPEUTICS INC COM 28249H104 12441 216778 SH DFND 2,5,8,20 192231 0 24547 EIGER BIOPHARMACEUTICALS INC COM 28249U105 6594 442550 SH DFND 2,5,20 442550 0 0 EKSO BIONICS HLDGS INC COM NEW 282644202 10 26600 SH DFND 20 26600 0 0 EL PASO ELEC CO COM NEW 283677854 91990 1354986 SH DFND 2,5,8,20 1232945 500 121541 EL POLLO LOCO HLDGS INC COM 268603107 8648 571232 SH DFND 2,5,8,20 516566 0 54666 ELANCO ANIMAL HEALTH INC COM 28414H103 299435 10167561 SH DFND 2,5,6,8,10,11,12,13,19,20 9929265 0 238296 ELASTIC N V ORD SHS N14506104 35618 553927 SH DFND 2,5,8,19,20 528119 0 25808 ELBIT SYS LTD ORD M3760D101 486 3126 SH DFND 2 3126 0 0 ALAMOS GOLD INC NEW COM CL A 011532108 88 14566 SH DFND 20 14566 0 0 ELDORADO GOLD CORP NEW COM 284902509 705 87847 SH DFND 8,20 87847 0 0 ELDORADO RESORTS INC COM 28470R102 119948 2011201 SH DFND 2,5,6,8,20 1811943 0 199258 ELECTROCORE INC COM 28531P103 337 211849 SH DFND 2,20 187746 0 24103 ELECTRONIC ARTS INC COM 285512109 1426490 13268443 SH DFND 2,5,6,8,10,11,12,13,19,20 12013697 198777 1055969 ELEMENT SOLUTIONS INC COM 28618M106 33789 2892881 SH DFND 2,5,8,20 2892881 0 0 ELEVATE CREDIT INC COM 28621V101 1331 299120 SH DFND 2,20 257045 0 42075 ELLINGTON FINANCIAL INC COM 28852N109 13435 727387 SH DFND 2,5,8,20 727387 0 0 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 480 43120 SH DFND 2,20 43120 0 0 ELOXX PHARMACEUTICALS INC COM 29014R103 3089 419738 SH DFND 2,5,20 346761 0 72977 EMBRAER S A SPONSORED ADS 29082A107 11292 579358 SH DFND 2,8,10,19,20 501239 69354 8765 ALARM COM HLDGS INC COM 011642105 46625 1085054 SH DFND 2,5,8,20 973776 0 111278 EMCOR GROUP INC COM 29084Q100 155920 1806726 SH DFND 2,5,6,8,10,11,12,13,20 1632051 1018 173657 EMCORE CORP COM NEW 290846203 67 22165 SH DFND 20 22165 0 0 EMERALD EXPOSITIONS EVENTS I COM 29103B100 6279 595165 SH DFND 2,5,8,20 534039 0 61126 EMERGENT BIOSOLUTIONS INC COM 29089Q105 111347 2063889 SH DFND 2,5,8,20 1916861 900 146128 EMERSON ELEC CO COM 291011104 2232687 29277303 SH DFND 1,2,5,6,8,10,11,12,13,19,20 26239293 616284 2421726 EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 1182 84918 SH DFND 2 84918 0 0 EMPIRE ST RLTY TR INC CL A 292104106 70522 5051723 SH DFND 2,5,8,10,20 4704280 36984 310459 EMPLOYERS HOLDINGS INC COM 292218104 41722 999341 SH DFND 2,5,8,19,20 906751 0 92590 EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 359 57400 SH DFND 5,20 57400 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 51330 830853 SH DFND 2,5,8,20 777125 0 53728 ALASKA AIR GROUP INC COM 011659109 260691 3847833 SH DFND 2,5,6,10,11,12,13,19,20 3500788 555 346490 ENBRIDGE INC COM 29250N105 79306 1993952 SH DFND 1,2,5,10,12,19,20 1682107 258872 52973 ENCANA CORP COM 292505104 5471 1166608 SH DFND 2,5,20 1166608 0 0 ENCOMPASS HEALTH CORP COM 29261A100 166646 2395958 SH DFND 2,5,6,8,11,13,20 2270880 1452 123626 ENCORE CAP GROUP INC COM 292554102 31550 892242 SH DFND 2,5,8,20 795809 900 95533 ENCORE WIRE CORP COM 292562105 35557 619458 SH DFND 2,5,8,20 554766 400 64292 ENDO INTL PLC SHS G30401106 39025 8320810 SH DFND 2,5,8,13,20 7627032 6160 687618 ENDURANCE INTL GROUP HLDGS I COM 29272B105 6807 1448257 SH DFND 2,5,8,20 1237916 0 210341 ENEL AMERICAS S A SPONSORED ADR 29274F104 60667 5525193 SH DFND 2,5,8,10,13,19,20 5344553 0 180640 ENEL CHILE S A SPONSORED ADR 29278D105 10576 2226481 SH DFND 2,5,8,10,13,19,20 2142276 0 84205 ENERGIZER HLDGS INC NEW COM 29272W109 76836 1529990 SH DFND 2,5,6,8,11,13,20 1455866 650 73474 ALASKA COMMUNICATIONS SYS GR COM 01167P101 54 30563 SH DFND 20 30563 0 0 ENERGOUS CORP COM 29272C103 757 427491 SH DFND 2,5,20 355961 0 71530 ENERGY FOCUS INC COM NEW 29268T300 5 10200 SH DFND 20 10200 0 0 ENERGY FUELS INC COM NEW 292671708 3339 1748052 SH DFND 2,5,6,20 1467982 0 280070 ENERGY RECOVERY INC COM 29270J100 7425 758413 SH DFND 2,5,8,20 645854 0 112559 ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1472 114709 SH DFND 2,20 114709 0 0 ENERSYS COM 29275Y102 99656 1331764 SH DFND 2,5,6,8,11,13,20 1197559 605 133600 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 3682 600700 SH DFND 5,8,19,20 562675 3325 34700 ENNIS INC COM 293389102 12552 579784 SH DFND 2,5,8,20 499569 1458 78757 ENOCHIAN BIOSCIENCES INC COM 29350E104 308 61441 SH DFND 2,20 61441 0 0 ENOVA INTL INC COM 29357K103 23726 986136 SH DFND 2,5,8,20 885746 0 100390 ALBANY INTL CORP CL A 012348108 67836 891176 SH DFND 2,5,8,20 795369 136 95671 ENPHASE ENERGY INC COM 29355A107 49047 1877056 SH DFND 2,5,8,20 1611915 0 265141 ENPRO INDS INC COM 29355X107 42383 633715 SH DFND 2,5,8,20 568516 843 64356 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 18410 25480000 SH DFND 2,5 25480000 0 0 ENSIGN GROUP INC COM 29358P101 70279 1547297 SH DFND 2,5,8,20 1389666 1400 156231 ENSTAR GROUP LIMITED SHS G3075P101 59743 288810 SH DFND 2,5,8,19,20 252470 300 36040 ENTEGRA FINL CORP COM 29363J108 3340 110753 SH DFND 2,13,20 94432 0 16321 ENTEGRIS INC COM 29362U104 85276 1702452 SH DFND 2,5,8,13,19,20 1567302 2169 132981 ENTERCOM COMMUNICATIONS CORP CL A 293639100 14357 3094098 SH DFND 2,5,8,13,20 2706379 0 387719 ENTERGY CORP NEW COM 29364G103 1362643 11374316 SH DFND 2,5,6,8,10,11,12,13,19,20 10274289 103156 996871 ENTERPRISE BANCORP INC MASS COM 293668109 5980 176548 SH DFND 2,5,20 150736 0 25812 ALBEMARLE CORP COM 012653101 548276 7469623 SH DFND 2,5,6,8,10,11,12,13,19,20 7037530 54878 377215 ENTERPRISE FINL SVCS CORP COM 293712105 30871 640340 SH DFND 2,5,8,20 521920 0 118420 ENTRAVISION COMMUNICATIONS C CL A 29382R107 3161 1206470 SH DFND 2,5,20 1024019 0 182451 ENVESTNET INC COM 29404K106 71112 1021280 SH DFND 2,5,8,20 873199 1000 147081 ENVISTA HLDGS CORP COM 29415F104 44878 1514088 SH DFND 2,5,8,10,20 1514088 0 0 ENVIVA PARTNERS LP COM UNIT 29414J107 799 21425 SH DFND 20 0 0 21425 ENZO BIOCHEM INC COM 294100102 2094 796152 SH DFND 2,5,20 672476 0 123676 EOG RES INC COM 26875P101 2362173 28201688 SH DFND 2,5,6,8,10,11,12,13,19,20 25816050 388328 1997310 EPAM SYS INC COM 29414B104 233659 1101332 SH DFND 2,5,6,8,10,11,12,13,19,20 1037792 800 62740 EPIZYME INC COM 29428V104 60616 2464076 SH DFND 2,5,8,20 2236140 0 227936 EPLUS INC COM 294268107 34771 412521 SH DFND 2,5,8,20 371436 0 41085 ALBIREO PHARMA INC COM 01345P106 4922 193626 SH DFND 2,5,20 163568 0 30058 EPR PPTYS COM SH BEN INT 26884U109 209371 2948293 SH DFND 2,5,6,8,10,11,13,19,20 2751060 21540 175693 EQT CORP COM 26884L109 157163 14418578 SH DFND 2,5,6,8,11,12,13,20 12323197 2922 2092459 EQUIFAX INC COM 294429105 666477 4756475 SH DFND 2,5,6,8,10,11,12,13,19,20 4273959 65876 416640 EQUINIX INC COM 29444U700 2036214 3488459 SH DFND 2,5,6,8,10,11,12,13,19,20 3093877 42326 352256 EQUINOR ASA SPONSORED ADR 29446M102 1059 53189 SH DFND 1,20 53189 0 0 EQUITRANS MIDSTREAM CORPORAT COM 294600101 71858 5378626 SH DFND 2,5,6,8,11,12,13,19,20 5184736 2337 191553 EQUITY BANCSHARES INC COM CL A 29460X109 10183 329864 SH DFND 2,5,8,20 276790 0 53074 EQUITY COMWLTH COM SH BEN INT 294628102 160788 4897579 SH DFND 2,5,8,10,13,19,20 4609780 31549 256250 EQUITY LIFESTYLE PPTYS INC COM 29472R108 589997 8345858 SH DFND 2,5,6,8,10,11,12,13,19,20 7897560 46698 401600 EQUITY RESIDENTIAL SH BEN INT 29476L107 1952293 23959308 SH DFND 2,5,6,8,10,11,12,13,19,20 21565740 284143 2109425 ALCOA CORP COM 013872106 81799 3802828 SH DFND 2,5,8,12,13,19,20 3579299 2121 221408 ERA GROUP INC COM 26885G109 5826 572833 SH DFND 2,20 520460 0 52373 ERIE INDTY CO CL A 29530P102 127093 765623 SH DFND 2,5,6,8,10,11,12,13,19,20 734660 700 30263 EROS INTL PLC SHS NEW G3788M114 3597 1060915 SH DFND 2,5,20 864816 0 196099 ESCALADE INC COM 296056104 1586 161381 SH DFND 2,20 138431 0 22950 ESCO TECHNOLOGIES INC COM 296315104 69602 751805 SH DFND 2,5,8,20 673982 21 77802 ESPERION THERAPEUTICS INC NE COM 29664W105 65683 1101509 SH DFND 2,5,8,20 1024895 900 75714 ESQUIRE FINL HLDGS INC COM 29667J101 2542 97508 SH DFND 2,20 81581 0 15927 ESSA BANCORP INC COM 29667D104 2692 158833 SH DFND 2,6,20 137014 0 21819 ESSENT GROUP LTD COM G3198U102 121825 2343230 SH DFND 2,5,8,10,13,20 2048186 1700 293344 ESSENTIAL PPTYS RLTY TR INC COM 29670E107 76003 3034863 SH DFND 2,5,8,10,20 2807491 0 227372 58 COM INC SPON ADR REP A 31680Q104 123769 1912074 SH DFND 1,2,5,8,10,11,12,13,19,20 1553546 48803 309725 ALDEYRA THERAPEUTICS INC COM 01438T106 2424 417207 SH DFND 2,20 357578 0 59629 ESSEX PPTY TR INC COM 297178105 1528052 5046587 SH DFND 2,5,6,8,10,11,12,13,19,20 4690511 49181 306895 ETHAN ALLEN INTERIORS INC COM 297602104 16778 880251 SH DFND 2,5,8,20 805225 1000 74026 ETSY INC COM 29786A106 123779 2794100 SH DFND 2,5,6,8,11,13,19,20 2673389 1600 119111 EURONAV NV ANTWERPEN SHS B38564108 577 45930 SH DFND 8,20 30449 0 15481 EURONET WORLDWIDE INC COM 298736109 103903 659453 SH DFND 2,5,8,13,19,20 594841 800 63812 EVANS BANCORP INC COM NEW 29911Q208 3661 91291 SH DFND 2,20 66378 0 24913 EVELO BIOSCIENCES INC COM 299734103 930 228980 SH DFND 2,20 195271 0 33709 EVENTBRITE INC COM CL A 29975E109 15898 788179 SH DFND 2,5,8,20 788179 0 0 EVERBRIDGE INC COM 29978A104 55243 707516 SH DFND 2,5,8,20 610520 0 96996 EVERCORE INC CLASS A 29977A105 71613 957899 SH DFND 2,5,6,8,11,13,20 909942 300 47657 ALECTOR INC COM 014442107 17932 1040743 SH DFND 2,20 1040743 0 0 EVEREST RE GROUP LTD COM G3223R108 589297 2128654 SH DFND 2,5,6,8,10,11,12,13,19,20 1916190 26415 186049 EVERGY INC COM 30034W106 803241 12340471 SH DFND 2,5,6,8,10,11,12,13,19,20 11441082 168641 730748 EVERI HLDGS INC COM 30034T103 18998 1414615 SH DFND 2,5,8,20 1213596 0 201019 EVERQUOTE INC COM CL A 30041R108 5837 169926 SH DFND 2,5,20 169926 0 0 EVERSOURCE ENERGY COM 30040W108 1548963 18208105 SH DFND 2,5,6,8,10,11,12,13,19,20 16705432 253922 1248751 EVERTEC INC COM 30040P103 62564 1837959 SH DFND 2,5,8,20 1649169 900 187890 EVI INDUSTRIES INC COM 26929N102 1511 55871 SH DFND 2,20 47112 0 8759 EVO PMTS INC CL A COM 26927E104 19825 750651 SH DFND 2,5,8,20 648139 0 102512 EVOFEM BIOSCIENCES INC COM 30048L104 1728 280114 SH DFND 2,20 280114 0 0 EVOLENT HEALTH INC CL A 30050B101 13493 1490992 SH DFND 2,5,8,20 1279767 0 211225 ALERUS FINL CORP COM 01446U103 668 29198 SH DFND 2,20 29198 0 0 EVOLUS INC COM 30052C107 3628 298146 SH DFND 2,5,8,20 256302 0 41844 EVOLUTION PETROLEUM CORP COM 30049A107 2851 521155 SH DFND 2,20 444357 0 76798 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 29945 1580229 SH DFND 2,5,8,20 1349597 0 230632 EXACT SCIENCES CORP COM 30063P105 346436 3746065 SH DFND 2,5,6,8,10,11,12,13,19,20 3574967 1874 169224 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 26795 23600000 SH DFND 2,5 23600000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 18536 12775000 SH DFND 2,5 12775000 0 0 EXAGEN INC COM 30068X103 586 23065 SH DFND 2,20 23065 0 0 EXANTAS CAP CORP COM NEW 30068N105 8176 676247 SH DFND 2,5,8,20 574714 0 101533 EXELA TECHNOLOGIES INC COM 30162V102 332 813883 SH DFND 2,5,20 669169 0 144714 EXELIXIS INC COM 30161Q104 194912 11061947 SH DFND 2,5,6,8,11,13,19,20 10688616 8870 364461 ALEXANDER & BALDWIN INC NEW COM 014491104 46752 2230532 SH DFND 2,5,6,8,11,20 1983188 982 246362 EXELON CORP COM 30161N101 2738185 60061090 SH DFND 2,5,6,8,10,11,12,13,19,20 46603749 1042461 12414880 EXLSERVICE HOLDINGS INC COM 302081104 69694 1003372 SH DFND 2,5,8,19,20 896383 1200 105789 EXONE CO COM 302104104 117 15718 SH DFND 2,20 15718 0 0 EXP WORLD HOLDINGS INC COM 30212W100 3831 338105 SH DFND 2,8,20 338105 0 0 EXPEDIA GROUP INC COM NEW 30212P303 642620 5942486 SH DFND 2,5,6,8,10,11,12,13,19,20 5356881 94794 490811 EXPEDITORS INTL WASH INC COM 302130109 741702 9506562 SH DFND 2,5,6,8,10,11,12,13,19,20 8270487 274741 961334 EXPONENT INC COM 30214U102 105509 1528896 SH DFND 2,5,8,20 1367475 584 160837 EXPRESS INC COM 30219E103 12060 2476428 SH DFND 2,5,20 2266479 0 209949 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 34673 2333341 SH DFND 2,5,8,20 2122920 4800 205621 EXTERRAN CORP COM 30227H106 7417 947271 SH DFND 2,5,8,20 852676 1325 93270 ALEXANDERS INC COM 014752109 23126 70005 SH DFND 2,5,8,10,20 60648 677 8680 EXTRA SPACE STORAGE INC COM 30225T102 893285 8457532 SH DFND 2,5,6,8,10,11,12,13,19,20 7755011 94723 607798 EXTRACTION OIL AND GAS INC COM 30227M105 4386 2069035 SH DFND 2,5,20 1936324 1600 131111 EXTREME NETWORKS INC COM 30226D106 26828 3640122 SH DFND 2,5,8,20 3260813 0 379309 EXXON MOBIL CORP COM 30231G102 14115225 202281808 SH DFND 1,2,5,6,8,10,11,12,13,19,20 180842667 2927974 18511167 EYEPOINT PHARMACEUTICALS INC COM 30233G100 1705 1099951 SH DFND 2,20 1099951 0 0 EZCORP INC CL A NON VTG 302301106 10046 1473044 SH DFND 2,5,8,20 1328918 2136 141990 F M C CORP COM NEW 302491303 640511 6388776 SH DFND 2,5,6,8,10,11,12,13,19,20 5712690 64865 611221 F5 NETWORKS INC COM 315616102 427790 3063298 SH DFND 2,5,6,8,10,11,12,13,19,20 2712985 90155 260158 FABRINET SHS G3323L100 67590 1042417 SH DFND 2,5,8,20 930805 0 111612 FACEBOOK INC CL A 30303M102 19358554 94316951 SH DFND 2,5,6,8,10,11,12,13,19,20 82883031 2403513 9030407 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 992712 6105211 SH DFND 2,5,6,8,10,11,12,13,19,20 5504878 84647 515686 FACTSET RESH SYS INC COM 303075105 333983 1244812 SH DFND 2,5,6,8,10,11,12,13,19,20 1197308 598 46906 FAIR ISAAC CORP COM 303250104 254251 678581 SH DFND 2,5,6,8,11,13,19,20 640463 484 37634 FALCON MINERALS CORP CL A COM 30607B109 5285 748513 SH DFND 2,5,20 748513 0 0 FANG HLDGS LTD ADR NEW 30711Y201 70 24333 SH DFND 2 24333 0 0 FANHUA INC SPONSORED ADR 30712A103 8199 315718 SH DFND 1,2,5,20 315718 0 0 FARFETCH LTD ORD SH CL A 30744W107 645 62300 SH DFND 1,19 62300 0 0 FARMER & MERCHANTS BANCORP I COM 30779N105 5411 178520 SH DFND 2,5,20 147630 0 30890 FARMER BROS CO COM 307675108 3212 213295 SH DFND 2,5,20 191452 0 21843 FARMERS NATL BANC CORP COM 309627107 9060 555121 SH DFND 2,5,20 477739 0 77382 FARMLAND PARTNERS INC COM 31154R109 4087 598397 SH DFND 2,5,20 515684 0 82713 ALEXION PHARMACEUTICALS INC COM 015351109 1185447 10961134 SH DFND 2,5,6,8,10,11,12,13,19,20 9826953 148357 985824 FARO TECHNOLOGIES INC COM 311642102 26171 519779 SH DFND 2,5,8,20 467223 373 52183 FASTENAL CO COM 311900104 1124079 30421624 SH DFND 1,2,5,6,8,10,11,12,13,19,20 27446949 898096 2076579 FASTLY INC CL A 31188V100 355 17665 SH DFND 2,20 17665 0 0 FATE THERAPEUTICS INC COM 31189P102 46657 2384132 SH DFND 2,5,8,20 2212365 0 171767 FB FINL CORP COM 30257X104 15344 387561 SH DFND 2,5,8,20 339667 0 47894 FBL FINL GROUP INC CL A 30239F106 12748 216320 SH DFND 2,5,8,20 187771 400 28149 FEDERAL AGRIC MTG CORP CL C 313148306 15863 189975 SH DFND 2,5,8,20 161073 0 28902 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 872444 6723202 SH DFND 2,5,6,8,10,11,12,13,19,20 6316178 65628 341396 FEDERAL SIGNAL CORP COM 313855108 56428 1749699 SH DFND 2,5,8,20 1559963 2400 187336 FEDERATED INVS INC PA CL B 314211103 101132 3103165 SH DFND 2,5,6,8,10,11,12,20 2805590 1397 296178 ALGONQUIN PWR UTILS CORP COM 015857105 937 65566 SH DFND 2 65566 0 0 FEDEX CORP COM 31428X106 1523004 10029674 SH DFND 2,5,6,8,10,11,12,13,19,20 8976416 166404 886854 FEDNAT HLDG CO COM 31431B109 3494 210092 SH DFND 2,5,20 172604 0 37488 FERRARI N V COM N3167Y103 399 2408 SH DFND 6,12,20 622 41 1745 FERRO CORP COM 315405100 36287 2446882 SH DFND 2,5,8,20 2206966 317 239599 FGL HLDGS ORD SHS G3402M102 43106 4047505 SH DFND 2,5,8,20 3628142 0 419363 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1138 77401 SH DFND 2,6,20 77401 0 0 FIBROGEN INC COM 31572Q808 113105 2637099 SH DFND 2,5,8,13,19,20 2388583 1200 247316 FIDELITY D & D BANCORP INC COM 31609R100 3257 52360 SH DFND 2,20 44085 0 8275 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 318354 7019931 SH DFND 2,5,6,8,10,11,12,13,19,20 6128597 295423 595911 FIDELITY NATL INFORMATION SV COM 31620M106 3551670 25535048 SH DFND 2,5,6,8,10,11,12,13,19,20 22699759 409479 2425810 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12969965 35607263 SH DFND 1,2,5,8,10,11,12,13,19,20 29030555 853324 5723384 FIESTA RESTAURANT GROUP INC COM 31660B101 6430 650140 SH DFND 2,5,20 584771 0 65369 FIFTH THIRD BANCORP COM 316773100 1063850 34339705 SH DFND 2,5,6,8,10,11,12,13,19,20 31209442 546671 2583592 FINANCIAL INSTNS INC COM 317585404 11891 367573 SH DFND 2,5,8,20 318227 0 49346 FINVOLUTION GROUP SPONSORED ADS 31810T101 2055 775578 SH DFND 2,5,13,20 775578 0 0 FIREEYE INC COM 31816Q101 46249 2797897 SH DFND 2,5,8,20 2543548 1300 253049 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 18326 18204000 SH DFND 2,5 18204000 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 14258 14775000 SH DFND 2,5 14775000 0 0 FIRST AMERN FINL CORP COM 31847R102 182059 3121726 SH DFND 2,5,6,8,11,12,13,20 2985429 1685 134612 FIRST BANCORP INC ME COM 31866P102 5961 197183 SH DFND 2,5,20 168777 0 28406 FIRST BANCORP N C COM 318910106 27031 674204 SH DFND 2,5,8,20 587201 0 87003 ALICO INC COM 016230104 2708 75391 SH DFND 2,20 64352 0 11039 FIRST BANCORP P R COM NEW 318672706 88029 8312448 SH DFND 2,5,8,20 7670133 0 642315 FIRST BANCSHARES INC MS COM 318916103 13210 371891 SH DFND 2,5,8,20 321390 0 50501 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3685 333496 SH DFND 2,20 280955 0 52541 FIRST BUS FINL SVCS INC WIS COM 319390100 4416 167732 SH DFND 2,13,20 138417 0 29315 FIRST BUSEY CORP COM NEW 319383204 30313 1102304 SH DFND 2,5,8,20 946833 0 155471 FIRST CAPITAL INC COM 31942S104 3586 49125 SH DFND 2,20 49125 0 0 FIRST CHOICE BANCORP COM 31948P104 4494 166678 SH DFND 2,20 142543 0 24135 FIRST CMNTY BANKSHARES INC V COM 31983A103 11018 355202 SH DFND 2,5,8,20 306282 0 48920 FIRST COMWLTH FINL CORP PA COM 319829107 46812 3226201 SH DFND 2,5,8,20 2927281 0 298920 FIRST CTZNS BANCSHARES INC N CL A 31946M103 81712 153390 SH DFND 2,5,8,13,20 144208 113 9069 89BIO INC COM 282559103 549 20864 SH DFND 2,20 20864 0 0 ALIGN TECHNOLOGY INC COM 016255101 864581 3098413 SH DFND 2,5,6,8,10,11,12,13,19,20 2739304 79630 279479 FIRST DEFIANCE FINL CORP COM 32006W106 13242 420504 SH DFND 2,5,8,20 363808 0 56696 FIRST FINANCIAL NORTHWEST IN COM 32022K102 2262 151373 SH DFND 2,20 134644 0 16729 FIRST FINL BANCORP OH COM 320209109 90463 3555925 SH DFND 2,5,8,20 3243575 1282 311068 FIRST FINL BANKSHARES COM 32020R109 168047 4771232 SH DFND 2,5,6,8,11,13,20 4369620 2400 399212 FIRST FINL CORP IND COM 320218100 14869 325228 SH DFND 2,5,8,20 283879 351 40998 FIRST FNDTN INC COM 32026V104 15031 863854 SH DFND 2,5,8,20 749930 0 113924 FIRST GTY BANCSHARES INC COM 32043P106 1720 79023 SH DFND 2,20 65581 0 13442 FIRST HAWAIIAN INC COM 32051X108 78811 2731747 SH DFND 2,5,8,20 2581134 2300 148313 FIRST HORIZON NATL CORP COM 320517105 205846 12329025 SH DFND 2,5,6,8,11,12,13,20 11942589 2907 383529 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 293828 7039230 SH DFND 2,5,6,8,10,11,19,20 6481945 33065 524220 ALJ REGIONAL HLDGS INC COM 001627108 16 13800 SH DFND 20 13800 0 0 FIRST INTERNET BANCORP COM 320557101 3686 155074 SH DFND 2,20 131196 0 23878 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 41777 996598 SH DFND 2,5,8,20 883698 0 112900 FIRST LONG IS CORP COM 320734106 12261 488860 SH DFND 2,5,8,20 418933 0 69927 FIRST MERCHANTS CORP COM 320817109 59897 1440189 SH DFND 2,5,8,20 1220785 0 219404 FIRST MID BANCSHARES INC COM 320866106 11244 318966 SH DFND 2,5,8,20 281050 0 37916 FIRST MIDWEST BANCORP DEL COM 320867104 93696 4038939 SH DFND 2,5,8,20 3711671 1700 325568 FIRST NORTHWEST BANCORP COM 335834107 3474 191605 SH DFND 2,20 164581 0 27024 FIRST REP BK SAN FRANCISCO C COM 33616C100 1122123 9554046 SH DFND 2,5,6,8,10,11,12,13,19,20 8896469 80798 576779 FIRST SAVINGS FINL GROUP INC COM 33621E109 397 5920 SH DFND 2,20 2285 0 3635 FIRST SOLAR INC COM 336433107 118049 2109525 SH DFND 2,5,6,8,11,12,13,19,20 2009689 773 99063 ALKERMES PLC SHS G01767105 94878 4650861 SH DFND 2,5,8,13,19,20 4475956 1630 173275 FIRST WESTN FINL INC COM 33751L105 183 11114 SH DFND 20 0 0 11114 FIRSTCASH INC COM 33767D105 106907 1325896 SH DFND 2,5,6,8,11,13,20 1193794 541 131561 FIRSTENERGY CORP COM 337932107 1926498 39639882 SH DFND 2,5,6,8,10,11,12,13,19,20 26205482 11149707 2284693 FISERV INC COM 337738108 2738203 23680732 SH DFND 2,5,6,8,10,11,12,13,19,20 20791650 543745 2345337 FITBIT INC CL A 33812L102 32098 4885490 SH DFND 2,5,8,20 4187041 0 698449 FIVE BELOW INC COM 33829M101 164313 1285102 SH DFND 2,5,6,8,11,13,19,20 1229293 700 55109 FIVE POINT HOLDINGS LLC COM CL A 33833Q106 570 82048 SH DFND 5,8,20 82048 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 2876 626555 SH DFND 2,5,20 536853 0 89702 FIVE9 INC COM 338307101 83031 1266099 SH DFND 2,5,8,13,20 1086004 0 180095 FLAGSTAR BANCORP INC COM PAR .001 337930705 36466 953352 SH DFND 2,5,8,20 854091 0 99261 ALLAKOS INC COM 01671P100 77210 809665 SH DFND 2,5,8,20 750899 0 58766 FLEETCOR TECHNOLOGIES INC COM 339041105 984199 3420684 SH DFND 2,5,6,8,10,11,12,13,19,20 3062316 42969 315399 FLEX LTD ORD Y2573F102 126910 10056285 SH DFND 2,5,6,8,10,11,12,13,19,20 5574986 554982 3926317 FLEXION THERAPEUTICS INC COM 33938J106 34484 1665898 SH DFND 2,5,8,20 1568247 0 97651 FLEXSTEEL INDS INC COM 339382103 2700 134051 SH DFND 2,5,20 112543 0 21508 FLIR SYS INC COM 302445101 297642 5716185 SH DFND 2,5,6,8,10,11,12,13,19,20 4946898 148924 620363 FLOOR & DECOR HLDGS INC CL A 339750101 68322 1344659 SH DFND 2,5,8,19,20 1263050 0 81609 FLOTEK INDS INC DEL COM 343389102 2035 1017703 SH DFND 2,5,20 871425 0 146278 FLOWERS FOODS INC COM 343498101 102887 4732621 SH DFND 2,5,6,8,11,12,13,19,20 4500996 4167 227458 FLOWSERVE CORP COM 34354P105 268369 5371921 SH DFND 2,5,6,8,10,11,12,13,19,20 4636146 82448 653327 FLUENT INC COM 34380C102 1797 718864 SH DFND 2,20 638406 0 80458 ALLEGHANY CORP DEL COM 017175100 440619 551070 SH DFND 2,5,6,8,10,11,12,13,19,20 504836 9697 36537 FLUIDIGM CORP DEL COM 34385P108 4906 1409638 SH DFND 2,5,8,20 1202597 0 207041 FLUOR CORP NEW COM 343412102 67599 3561581 SH DFND 2,5,6,8,11,12,13,19,20 3420170 2243 139168 FLUSHING FINL CORP COM 343873105 13019 602577 SH DFND 2,5,8,20 518303 882 83392 FLWS/1-800 FLOWERS CL A 68243Q106 9004 620973 SH DFND 2,5,8,20 540926 0 80047 FLY LEASING LTD SPONSORED ADR 34407D109 507 25866 SH DFND 2 25866 0 0 FNB CORP PA COM 302520101 135449 10665289 SH DFND 2,5,6,8,11,13,20 10164208 2953 498128 FNCB BANCORP INC COM 302578109 1747 206769 SH DFND 2,20 206769 0 0 FOAMIX PHARMACEUTICALS LTD SHS M46135105 162 48776 SH DFND 2 48776 0 0 FOCUS FINL PARTNERS INC COM CL A 34417P100 17540 595168 SH DFND 2,5,8,20 502404 0 92764 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 20445 216323 SH DFND 1,5,8,13,20 209755 0 6568 ALLEGHENY TECHNOLOGIES INC COM 01741R102 106062 5133708 SH DFND 2,5,6,8,11,12,13,20 4743230 945 389533 FOOT LOCKER INC COM 344849104 112541 2886411 SH DFND 2,5,6,8,10,11,12,13,19,20 2764365 1255 120791 FORD MTR CO DEL COM 345370860 1670551 179629126 SH DFND 2,5,6,8,10,11,12,13,19,20 158308037 2735964 18585125 FORESCOUT TECHNOLOGIES INC COM 34553D101 29108 887426 SH DFND 2,5,8,20 765303 0 122123 FORESTAR GROUP INC COM 346232101 3718 178307 SH DFND 2,5,20 152907 203 25197 FORMFACTOR INC COM 346375108 58086 2236674 SH DFND 2,5,8,20 2009649 1294 225731 FORRESTER RESH INC COM 346563109 13475 323148 SH DFND 2,5,8,20 290180 1090 31878 FORTERRA INC COM 34960W106 4033 348898 SH DFND 2,5,20 289567 0 59331 FORTINET INC COM 34959E109 618591 5794225 SH DFND 2,5,6,8,10,11,12,13,19,20 5139685 94842 559698 FORTIS INC COM 349553107 1092 26184 SH DFND 20 14822 3123 8239 FORTIVE CORP 5% PFD CNV SER A 34959J207 35499 36550 SH DFND 2 36550 0 0 ALLEGIANCE BANCSHARES INC COM 01748H107 26561 706400 SH DFND 2,5,8,20 641967 0 64433 FORTIVE CORP COM 34959J108 894740 11712790 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10590603 199299 922888 FORTRESS BIOTECH INC COM 34960Q109 145 56513 SH DFND 20 56513 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 409006 6259663 SH DFND 2,5,6,8,10,11,12,13,19,20 5584533 95958 579172 FORTY SEVEN INC COM 34983P104 16809 426959 SH DFND 2,5,20 377386 0 49573 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2801 1667063 SH DFND 2,5,20 1394653 0 272410 FORWARD AIR CORP COM 349853101 60692 867652 SH DFND 2,5,8,20 779776 84 87792 FOSSIL GROUP INC COM 34988V106 12013 1524522 SH DFND 2,5,8,20 1385748 1924 136850 FOSTER L B CO COM 350060109 3374 174096 SH DFND 2,20 143891 0 30205 FOUNDATION BLDG MATLS INC COM 350392106 9935 513428 SH DFND 2,5,8,20 451412 0 62016 FOUR CORNERS PPTY TR INC COM 35086T109 68503 2430060 SH DFND 2,5,6,8,10,19,20 2131487 18770 279803 ALLEGIANT TRAVEL CO COM 01748X102 65830 378244 SH DFND 2,5,8,20 339351 0 38893 FOX CORP CL A COM 35137L105 591776 15963753 SH DFND 2,5,6,8,10,11,12,13,19,20 15963753 0 0 FOX CORP CL B COM 35137L204 268744 7383086 SH DFND 2,5,6,8,10,11,12,13,19,20 7383086 0 0 FOX FACTORY HLDG CORP COM 35138V102 74752 1074493 SH DFND 2,5,8,20 958024 0 116469 FRANKLIN COVEY CO COM 353469109 6253 194017 SH DFND 2,8,20 167971 0 26046 FRANKLIN ELEC INC COM 353514102 71696 1250809 SH DFND 2,5,8,20 1107594 80 143135 FRANKLIN FINL NETWORK INC COM 35352P104 15190 442471 SH DFND 2,5,8,20 405021 0 37450 FRANKLIN FINL SVCS CORP COM 353525108 2278 58888 SH DFND 2,20 58888 0 0 FRANKLIN RES INC COM 354613101 642487 24478938 SH DFND 2,5,6,8,10,11,12,13,19,20 22755875 433610 1289453 FRANKLIN STREET PPTYS CORP COM 35471R106 48624 5680406 SH DFND 2,5,8,10,20 5226087 31022 423297 FRANKS INTL N V COM N33462107 11922 2303917 SH DFND 2,5,8,20 1976444 0 327473 ALLEGION PUB LTD CO ORD SHS G0176J109 523737 4205369 SH DFND 2,5,6,8,10,11,12,13,19,20 3692639 60148 452582 FREEPORT-MCMORAN INC CL B 35671D857 874473 66651882 SH DFND 2,5,6,8,10,11,12,13,19,20 60763743 724394 5163745 FREQUENCY THERAPEUTICS INC COM 35803L108 784 44734 SH DFND 2,20 44734 0 0 FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 242 6562 SH DFND 20 6562 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 34761 993731 SH DFND 2,5,8,20 891256 1338 101137 FRESHPET INC COM 358039105 42054 711691 SH DFND 2,5,8,20 605598 0 106093 FRONT YD RESIDENTIAL CORP COM 35904G107 20889 1692771 SH DFND 2,5,8,20 1518258 333 174180 FRONTDOOR INC COM 35905A109 52726 1111888 SH DFND 2,5,8,13,19,20 1014707 1050 96131 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2439 2741668 SH DFND 1,2,5,13,20 2449534 0 292134 FRONTLINE LTD SHS NEW G3682E192 391 30378 SH DFND 20 30378 0 0 FRP HLDGS INC COM 30292L107 7488 150325 SH DFND 2,5,8,20 129731 0 20594 ALLERGAN PLC SHS G0177J108 2752067 14395890 SH DFND 2,5,6,8,10,11,12,13,19,20 12967601 219481 1208808 FS BANCORP INC COM 30263Y104 5362 84050 SH DFND 2,20 71083 0 12967 FS KKR CAPITAL CORP COM 302635107 69 10956 SH DFND 20 10956 0 0 FTI CONSULTING INC COM 302941109 130117 1175829 SH DFND 2,5,6,8,11,20 1061751 602 113476 FTS INTERNATIONAL INC COM 30283W104 594 570936 SH DFND 2,20 469954 0 100982 FUELCELL ENERGY INC COM 35952H601 2175 866691 SH DFND 2,20 866691 0 0 FULCRUM THERAPEUTICS INC COM 359616109 650 39049 SH DFND 2,20 39049 0 0 FULLER H B CO COM 359694106 225735 4377255 SH DFND 2,5,8,19,20 4213073 337 163845 FULTON FINL CORP PA COM 360271100 114987 6547061 SH DFND 2,5,6,8,11,20 6051334 2356 493371 FUNKO INC COM CL A 361008105 5868 341987 SH DFND 2,5,20 294994 0 46993 FUTUREFUEL CORPORATION COM 36116M106 9678 781077 SH DFND 2,5,8,20 699936 0 81141 8X8 INC NEW COM 282914100 51736 2827102 SH DFND 2,5,8,20 2544314 300 282488 ALLETE INC COM NEW 018522300 149607 1843129 SH DFND 2,5,6,8,11,13,20 1688503 600 154026 FVCBANKCORP INC COM 36120Q101 3043 174178 SH DFND 2,20 161972 0 12206 G-III APPAREL GROUP LTD COM 36237H101 44399 1325352 SH DFND 2,5,8,20 1190479 660 134213 G1 THERAPEUTICS INC COM 3621LQ109 36350 1375328 SH DFND 2,5,8,20 1274871 0 100457 GAIA INC NEW CL A 36269P104 1427 178635 SH DFND 2,20 148796 0 29839 GAIN CAP HLDGS INC COM 36268W100 1892 478944 SH DFND 2,5,20 395184 0 83760 GALECTIN THERAPEUTICS INC COM NEW 363225202 1919 671117 SH DFND 2,20 671117 0 0 GALLAGHER ARTHUR J & CO COM 363576109 842769 8849827 SH DFND 2,5,6,8,10,11,12,13,19,20 7814998 119159 915670 GAMCO INVESTORS INC CL A COM 361438104 2810 144175 SH DFND 2,5,8,20 119088 0 25087 GAMESTOP CORP NEW CL A 36467W109 23392 3847409 SH DFND 2,5,8,12,13,20 3514500 1932 330977 GAMING & LEISURE PPTYS INC COM 36467J108 196800 4571423 SH DFND 2,5,8,10,12,13,19,20 4056258 53678 461487 ALLIANCE DATA SYSTEMS CORP COM 018581108 208057 1854340 SH DFND 2,5,6,8,10,11,12,13,19,20 1613963 26492 213885 GANNETT CO INC NEW COM 36472T109 25987 4073133 SH DFND 2,5,8,20 4073133 0 0 GAP INC COM 364760108 207720 11748889 SH DFND 2,5,6,8,10,11,12,13,19,20 10419230 327005 1002654 GARDNER DENVER HLDGS INC COM 36555P107 59445 1620646 SH DFND 2,5,8,13,19,20 1467935 2100 150611 GARMIN LTD SHS H2906T109 607086 6222634 SH DFND 2,5,6,8,10,11,12,13,19,20 5479159 194888 548587 GARRETT MOTION INC COM 366505105 10548 1055814 SH DFND 1,2,5,8,12,20 1042641 2422 10751 GARTNER INC COM 366651107 552699 3586626 SH DFND 2,5,6,8,10,11,12,13,19,20 3213290 43630 329706 GASLOG LTD SHS G37585109 10728 1095778 SH DFND 2,5,10,20 976472 0 119306 GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 8110 589366 SH DFND 2,5,8,20 538166 0 51200 GATX CORP COM 361448103 95584 1153697 SH DFND 2,5,6,8,11,20 1045398 337 107962 GCI LIBERTY INC COM CLASS A 36164V305 89766 1266984 SH DFND 2,5,8,13,20 1149513 943 116528 ALLIANT ENERGY CORP COM 018802108 714969 13065953 SH DFND 2,5,6,8,10,11,12,13,19,20 11971358 201902 892693 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 44362 1953432 SH DFND 2,5,8,13,20 1768583 1704 183145 GDS HLDGS LTD SPONSORED ADS 36165L108 80471 1560114 SH DFND 1,2,5,8,10,11,12,13,19,20 1339414 25400 195300 GENCO SHIPPING & TRADING LTD SHS Y2685T131 3121 293870 SH DFND 2,20 250556 0 43314 GENCOR INDS INC COM 368678108 1566 134215 SH DFND 2,20 113500 0 20715 GENERAC HLDGS INC COM 368736104 129500 1287405 SH DFND 2,5,8,13,19,20 1098727 1200 187478 GENERAL DYNAMICS CORP COM 369550108 1942802 11016742 SH DFND 2,5,6,8,10,11,12,13,19,20 10122748 256960 637034 GENERAL ELECTRIC CO COM 369604103 3875290 346942917 SH DFND 1,2,5,6,8,10,11,12,13,19,20 311071008 4434787 31437122 GENERAL FIN CORP DEL COM 369822101 1731 156360 SH DFND 2,20 126323 0 30037 GENERAL MLS INC COM 370334104 1945964 36332406 SH DFND 1,2,5,6,8,10,11,12,13,19,20 25656689 8175754 2499963 GENERAL MOLY INC COM 370373102 10 42932 SH DFND 20 42932 0 0 ALLIED MOTION TECHNOLOGIES I COM 019330109 5951 122703 SH DFND 2,20 103369 0 19334 GENERAL MTRS CO COM 37045V100 2096992 57294867 SH DFND 2,5,6,8,10,11,12,13,19,20 50953569 1007348 5333950 GENESCO INC COM 371532102 27146 566485 SH DFND 2,5,8,20 513241 904 52340 GENESIS HEALTHCARE INC CL A COM 37185X106 1979 1206536 SH DFND 2,20 1009830 0 196706 GENIE ENERGY LTD CL B 372284208 2117 273841 SH DFND 2,20 273841 0 0 GENMARK DIAGNOSTICS INC COM 372309104 5282 1098056 SH DFND 2,5,8,20 930550 0 167506 GENPACT LIMITED SHS G3922B107 89101 2112907 SH DFND 2,5,8,13,19,20 1905772 0 207135 GENTEX CORP COM 371901109 186389 6431649 SH DFND 2,5,6,8,11,12,13,19,20 6108890 10554 312205 GENTHERM INC COM 37253A103 43144 971938 SH DFND 2,5,8,20 866125 1140 104673 GENUINE PARTS CO COM 372460105 969718 9064220 SH DFND 2,5,6,8,10,11,12,13,19,20 8297036 251449 515735 GENWORTH FINL INC COM CL A 37247D106 80956 18399183 SH DFND 2,5,6,8,11,12,13,20 16767789 17784 1613610 ALLISON TRANSMISSION HLDGS I COM 01973R101 75941 1571619 SH DFND 2,5,8,13,20 1422144 2400 147075 GEO GROUP INC NEW COM 36162J106 62544 3765456 SH DFND 2,5,6,8,11,13,20 3451671 814 312971 GEOSPACE TECHNOLOGIES CORP COM 37364X109 5547 330785 SH DFND 2,20 330785 0 0 GERDAU S A SPON ADR REP PFD 373737105 20558 4195542 SH DFND 2,10,12,19,20 3675469 446425 73648 GERMAN AMERN BANCORP INC COM 373865104 18466 518406 SH DFND 2,5,8,20 442436 0 75970 GERON CORP COM 374163103 4949 3639024 SH DFND 2,5,8,20 3131035 0 507989 GETTY RLTY CORP NEW COM 374297109 49263 1482167 SH DFND 2,5,8,10,20 1330923 8809 142435 GIBRALTAR INDS INC COM 374689107 47419 940098 SH DFND 2,5,8,20 837044 1270 101784 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 370 47125 SH DFND 2,20 47125 0 0 GILDAN ACTIVEWEAR INC COM 375916103 275 9296 SH DFND 20 9296 0 0 GILEAD SCIENCES INC COM 375558103 3773308 58068763 SH DFND 2,5,6,8,10,11,12,13,19,20 51578651 957670 5532442 ALLOGENE THERAPEUTICS INC COM 019770106 43632 1679450 SH DFND 2,5,8,19,20 1565186 0 114264 GLACIER BANCORP INC NEW COM 37637Q105 138876 3019698 SH DFND 2,5,8,20 2755449 1085 263164 GLADSTONE COML CORP COM 376536108 16561 757607 SH DFND 2,5,8,20 633446 9600 114561 GLADSTONE LD CORP COM 376549101 4429 341449 SH DFND 2,20 296203 0 45246 GLATFELTER COM 377316104 24660 1347527 SH DFND 2,5,8,20 1198209 2208 147110 GLAUKOS CORP COM 377322102 52631 966235 SH DFND 2,5,8,20 847981 0 118254 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 433074 9121751 SH DFND 1,20 34550 8880116 207085 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 171526 2157828 SH DFND 2,5,8,13,20 1979273 0 178555 GLOBAL EAGLE ENTMT INC COM 37951D102 15 29907 SH DFND 20 29907 0 0 GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 5245 177010 SH DFND 2,5,8,20 150150 0 26860 GLOBAL MED REIT INC COM NEW 37954A204 10592 788722 SH DFND 2,5,8,20 700391 0 88331 ALLOT LTD SHS M0854Q105 466 54798 SH DFND 2 54798 0 0 GLOBAL NET LEASE INC COM NEW 379378201 73116 3605316 SH DFND 2,5,8,10,19,20 3242895 23200 339221 GLOBAL PMTS INC COM 37940X102 2149323 11773243 SH DFND 2,5,6,8,10,11,12,13,19,20 10584438 146433 1042372 GLOBAL WTR RES INC COM 379463102 2642 200878 SH DFND 2,5,20 173279 0 27599 GLOBALSTAR INC COM 378973408 672 1295145 SH DFND 5,8,20 1242445 0 52700 GLOBANT S A COM L44385109 112546 1061253 SH DFND 2,5,8,10,12,13,19,20 1061253 0 0 GLOBE LIFE INC COM 37959E102 555402 5276982 SH DFND 2,5,6,8,10,11,12,13,19,20 5276982 0 0 GLOBUS MED INC CL A 379577208 149469 2538538 SH DFND 2,5,6,8,11,19,20 2300952 600 236986 GLU MOBILE INC COM 379890106 21727 3591297 SH DFND 2,5,8,20 3240661 0 350636 GLYCOMIMETICS INC COM 38000Q102 3387 640183 SH DFND 2,5,20 538182 0 102001 GMS INC COM 36251C103 29877 1103280 SH DFND 2,5,8,20 997793 0 105487 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 50954 5191424 SH DFND 2,5,6,8,11,20 4672200 845 518379 GNC HLDGS INC COM CL A 36191G107 4161 1541211 SH DFND 2,5,20 1287150 0 254061 GODADDY INC CL A 380237107 253002 3725001 SH DFND 2,5,6,8,10,11,12,13,19,20 3186507 81147 457347 GOGO INC COM 38046C109 7239 1131046 SH DFND 2,5,8,20 963837 0 167209 GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 269 14902 SH DFND 1,10,20 14902 0 0 GOLAR LNG LTD BERMUDA NOTE 2.750% 2/1 38046YAB7 12634 14110000 SH DFND 2,5 14110000 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 24276 1707172 SH DFND 2,5,20 1430420 0 276752 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1997 302619 SH DFND 5,8,20 302619 0 0 GOLD RESOURCE CORP COM 38068T105 7424 1340017 SH DFND 2,5,6,20 1116831 0 223186 GOLDEN ENTMT INC COM 381013101 6539 340211 SH DFND 2,5,8,20 293345 0 46866 GOLDEN MINERALS CO COM 381119106 9 28779 SH DFND 20 28779 0 0 ALLSTATE CORP COM 020002101 1832538 16224366 SH DFND 2,5,6,8,10,11,12,13,19,20 14358220 412094 1454052 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 237 40765 SH DFND 2,5,20 40765 0 0 GOLDEN STAR RES LTD CDA COM 38119T807 210 55021 SH DFND 2 55021 0 0 GOLDFIELD CORP COM 381370105 41 11419 SH DFND 20 11419 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4611662 20056809 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12700178 766255 6590376 GOODRICH PETE CORP COM PAR 382410843 1493 148696 SH DFND 2,20 123232 0 25464 GOODYEAR TIRE & RUBR CO COM 382550101 98052 6303558 SH DFND 2,5,6,8,10,11,12,13,20 6062734 2559 238265 GOOSEHEAD INS INC COM CL A 38267D109 9754 230041 SH DFND 2,5,8,20 197324 0 32717 GOPRO INC CL A 38268T103 11181 2576265 SH DFND 2,5,8,20 2152636 0 423629 GORMAN RUPP CO COM 383082104 14159 377567 SH DFND 2,5,8,20 326536 0 51031 GOSSAMER BIO INC COM 38341P102 25715 1645249 SH DFND 2,5,8,20 1645249 0 0 ALLY FINL INC COM 02005N100 348309 11397559 SH DFND 2,5,6,8,10,11,12,13,19,20 8916151 499746 1981662 GP STRATEGIES CORP COM 36225V104 3129 236525 SH DFND 2,5,20 202594 0 33931 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 26284 221597 SH DFND 2,5,13,19,20 220597 0 1000 GRACE W R & CO DEL NEW COM 38388F108 53982 772823 SH DFND 2,5,8,13,20 697169 1204 74450 GRACO INC COM 384109104 209423 4027369 SH DFND 2,5,6,8,11,13,19,20 3809805 2301 215263 GRAFTECH INTL LTD COM 384313508 9420 810674 SH DFND 2,5,8,20 739803 0 70871 GRAHAM CORP COM 384556106 4128 188659 SH DFND 2,5,20 160870 0 27789 GRAHAM HLDGS CO COM 384637104 73689 115321 SH DFND 2,5,6,8,11,12,13,19,20 110244 65 5012 GRAINGER W W INC COM 384802104 841450 2485674 SH DFND 2,5,6,8,10,11,12,13,19,20 2227574 72894 185206 GRAN TIERRA ENERGY INC COM 38500T101 1372 1063432 SH DFND 2,5,20 1054232 0 9200 GRAND CANYON ED INC COM 38526M106 106539 1112210 SH DFND 2,5,6,8,11,13,19,20 1055693 600 55917 A10 NETWORKS INC COM 002121101 9116 1326979 SH DFND 2,5,8,20 1150398 0 176581 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 333825 2898538 SH DFND 2,5,6,8,10,11,12,13,19,20 2569308 56103 273127 GRANITE CONSTR INC COM 387328107 39501 1420928 SH DFND 2,5,8,20 1271266 1209 148453 GRANITE PT MTG TR INC COM 38741L107 32569 1732465 SH DFND 2,5,6,8,20 1569374 606 162485 GRAPHIC PACKAGING HLDG CO COM 388689101 63761 3812074 SH DFND 2,5,8,12,13,20 3459407 4200 348467 GRAY TELEVISION INC COM 389375106 39681 1850804 SH DFND 2,5,8,20 1573829 0 276975 GREAT AJAX CORP COM 38983D300 7403 499841 SH DFND 2,5,20 453896 0 45945 GREAT LAKES DREDGE & DOCK CO COM 390607109 14195 1252833 SH DFND 2,5,8,20 1058954 0 193879 GREAT SOUTHN BANCORP INC COM 390905107 15680 246311 SH DFND 2,5,8,20 212155 0 34156 GREAT WESTN BANCORP INC COM 391416104 73335 2110974 SH DFND 2,5,8,20 1935017 1600 174357 GREEN BRICK PARTNERS INC COM 392709101 5040 439008 SH DFND 2,5,20 374348 0 64660 GREEN DOT CORP CL A 39304D102 36129 1550622 SH DFND 2,5,6,8,11,13,20 1392451 900 157271 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 7758 569585 SH DFND 2,5,20 514088 0 55497 GREEN PLAINS INC COM 393222104 27188 1761992 SH DFND 2,5,8,20 1639742 0 122250 GREENBRIER COS INC COM 393657101 33908 1045581 SH DFND 2,5,8,20 943882 0 101699 GREENE COUNTY BANCORP INC COM 394357107 1191 41375 SH DFND 2,20 33984 0 7391 GREENHILL & CO INC COM 395259104 8471 495968 SH DFND 2,5,8,20 438423 2100 55445 GREENLANE HLDGS INC CL A 395330103 234 72031 SH DFND 2,20 72031 0 0 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 5934 586974 SH DFND 2,5,8,20 500431 1200 85343 GREENSKY INC CL A 39572G100 2752 309167 SH DFND 2,8,20 309167 0 0 GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 177 16124 SH DFND 2 16124 0 0 GREIF INC CL A 397624107 39400 882765 SH DFND 2,5,6,8,11,20 803533 83 79149 GREIF INC CL B 397624206 6079 115960 SH DFND 2,5,20 100743 0 15217 ALPHABET INC CAP STK CL A 02079K305 15595067 11643410 SH DFND 2,5,6,8,10,11,12,13,19,20 10206516 292534 1144360 GRIDSUM HLDG INC SPONSORED ADR 398132100 38 31049 SH DFND 2 31049 0 0 GRIFFIN INL RLTY INC COM 398231100 359 9087 SH DFND 2,20 7920 0 1167 GRIFFON CORP COM 398433102 22992 1130945 SH DFND 2,5,8,20 1020995 0 109950 GRIFOLS S A SP ADR REP B NVT 398438408 6373 273602 SH DFND 1,2,10,13,20 267602 0 6000 GRITSTONE ONCOLOGY INC COM 39868T105 4215 469950 SH DFND 2,5,20 415819 0 54131 GROCERY OUTLET HLDG CORP COM 39874R101 15451 476158 SH DFND 2,8,20 476158 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 61978 619784 SH DFND 2,5,8,10,12,20 564900 705 54179 GROUPON INC COM 399473107 25394 10625005 SH DFND 2,5,8,20 9204704 1800 1418501 GRUBHUB INC COM 400110102 140137 2881101 SH DFND 2,5,6,8,10,11,12,13,19,20 2634047 50472 196582 GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 14363 239617 SH DFND 2,19,20 239617 0 0 ALPHABET INC CAP STK CL C 02079K107 15664449 11715942 SH DFND 2,5,6,8,10,11,12,13,19,20 10195028 325282 1195632 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 21444 114435 SH DFND 2,13,19,20 113755 0 680 GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 54212 3340258 SH DFND 2,5,8,10,12,13,19,20 3340258 0 0 GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 683 185582 SH DFND 2,5,20 185582 0 0 GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 564311 1198769 SH DFND 1,5,20 1198769 0 0 GSI TECHNOLOGY COM 36241U106 1684 237580 SH DFND 2,20 237580 0 0 GSX TECHEDU INC SPONSORED ADS 36257Y109 671 30700 SH DFND 5,19 30700 0 0 GTT COMMUNICATIONS INC COM 362393100 9839 866906 SH DFND 2,5,8,20 761740 0 105166 GTY TECHNOLOGY HOLDINGS INC COM 362409104 3961 672495 SH DFND 2,20 672495 0 0 GUARANTY BANCSHARES INC TEX COM 400764106 5209 157577 SH DFND 2,20 134203 0 23374 GUARANTY FED BANCSHARES INC COM 40108P101 348 13806 SH DFND 20 2300 0 11506 ALPHATEC HOLDINGS INC COM NEW 02081G201 4913 692504 SH DFND 2,20 692504 0 0 GUARDANT HEALTH INC COM 40131M109 40899 523408 SH DFND 2,5,8,13,19,20 494718 0 28690 GUESS INC COM 401617105 36101 1605506 SH DFND 2,5,8,12,20 1446155 6337 153014 GUIDEWIRE SOFTWARE INC COM 40171V100 178067 1622184 SH DFND 2,5,6,8,10,11,12,13,19,20 1522328 1300 98556 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 15617 13258000 SH DFND 2,5 13258000 0 0 GULFPORT ENERGY CORP COM NEW 402635304 34963 11501138 SH DFND 2,5,20 10987202 3200 510736 GW PHARMACEUTICALS PLC ADS 36197T103 976 9333 SH DFND 2,5,13,20 9333 0 0 GWG HLDGS INC COM 36192A109 222 22563 SH DFND 2,20 22563 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 22579 675408 SH DFND 2,5,8,10,20 575005 0 100403 HABIT RESTAURANTS INC COM CL A 40449J103 3813 365579 SH DFND 2,5,20 315137 0 50442 HACKETT GROUP INC COM 404609109 9532 584049 SH DFND 2,5,8,20 510506 0 73543 ALTAIR ENGR INC COM CL A 021369103 29819 830381 SH DFND 2,5,8,20 717589 0 112792 HAEMONETICS CORP COM 405024100 189845 1652266 SH DFND 2,5,6,8,11,13,19,20 1493663 604 157999 HAILIANG ED GROUP INC SPONSORED ADR 40522L108 216 3309 SH DFND 2,19 3309 0 0 HAIN CELESTIAL GROUP INC COM 405217100 52657 2028766 SH DFND 2,5,6,8,11,13,19,20 1917882 666 110218 HALLADOR ENERGY COMPANY COM 40609P105 897 302016 SH DFND 2,20 263411 0 38605 HALLIBURTON CO COM 406216101 1049208 42877333 SH DFND 2,5,6,8,10,11,12,13,19,20 38928114 589344 3359875 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 4323 246059 SH DFND 2,20 208592 0 37467 HALOZYME THERAPEUTICS INC COM 40637H109 79623 4490873 SH DFND 2,5,8,20 4053884 0 436989 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2797 146458 SH DFND 2,5,20 122118 536 23804 HAMILTON LANE INC CL A 407497106 26676 445549 SH DFND 2,5,8,20 381371 0 64178 HANCOCK WHITNEY CORPORATION COM 410120109 151603 3454935 SH DFND 2,5,6,8,11,12,13,20 3186469 1000 267466 ALTERYX INC COM CL A 02156B103 63987 639426 SH DFND 2,5,8,13,19,20 601922 0 37504 HANESBRANDS INC COM 410345102 317770 21398663 SH DFND 1,2,5,6,8,10,11,12,13,19,20 19601363 237088 1560212 HANGER INC COM NEW 41043F208 29177 1056753 SH DFND 2,5,8,20 1056753 0 0 HANMI FINL CORP COM NEW 410495204 21897 1095123 SH DFND 2,5,8,20 1003996 0 91127 HANNON ARMSTRONG SUST INFR C COM 41068X100 44083 1355835 SH DFND 2,5,8,20 1132410 0 223425 HANOVER INS GROUP INC COM 410867105 162018 1185472 SH DFND 2,5,6,8,11,12,13,19,20 1133801 600 51071 HARBORONE BANCORP INC NEW COM NEW 41165Y100 6452 587118 SH DFND 2,5,20 587118 0 0 HARLEY DAVIDSON INC COM 412822108 282740 7602568 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6844545 106350 651673 HARMONIC INC COM 413160102 19631 2516739 SH DFND 2,5,8,20 2249529 0 267210 HARPOON THERAPEUTICS INC COM 41358P106 1832 123887 SH DFND 2,20 123887 0 0 HARROW HEALTH INC COM 415858109 255 32838 SH DFND 2,20 32838 0 0 ALTICE USA INC CL A 02156K103 150346 5499112 SH DFND 2,5,6,8,10,11,12,13,19,20 5499112 0 0 HARSCO CORP COM 415864107 54058 2349321 SH DFND 2,5,8,20 2106785 3081 239455 HARTFORD FINL SVCS GROUP INC COM 416515104 1306053 21387051 SH DFND 2,5,6,8,10,11,12,13,19,20 16203425 3840336 1343290 HARVARD BIOSCIENCE INC COM 416906105 129 42254 SH DFND 2,20 42254 0 0 HASBRO INC COM 418056107 562036 5321804 SH DFND 2,5,6,8,10,11,12,13,19,20 4751750 127786 442268 HAVERTY FURNITURE INC COM 419596101 11867 588651 SH DFND 2,5,8,20 533611 0 55040 HAWAIIAN ELEC INDUSTRIES COM 419870100 156045 3330017 SH DFND 2,5,6,8,11,12,13,19,20 3187537 1256 141224 HAWAIIAN HOLDINGS INC COM 419879101 44689 1525756 SH DFND 2,5,8,13,20 1382516 0 143240 HAWKINS INC COM 420261109 13685 298734 SH DFND 2,5,8,10,20 269327 349 29058 HAWTHORN BANCSHARES INC COM 420476103 2643 103180 SH DFND 2,20 81605 0 21575 HAYNES INTERNATIONAL INC COM NEW 420877201 17652 493348 SH DFND 2,5,8,20 456526 900 35922 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3221 166653 SH DFND 2,5,8,20 133926 1000 31727 HBT FINL INC COM 404111106 1368 72027 SH DFND 2,20 72027 0 0 HC2 HLDGS INC COM 404139107 72 33139 SH DFND 2,20 33139 0 0 HCA HEALTHCARE INC COM 40412C101 1731505 11714400 SH DFND 2,5,6,8,10,11,12,13,19,20 10324345 320301 1069754 HCI GROUP INC COM 40416E103 9317 204102 SH DFND 2,5,8,20 182050 0 22052 HD SUPPLY HLDGS INC COM 40416M105 151522 3767340 SH DFND 2,5,6,8,10,11,12,13,19,20 3048563 187977 530800 HDFC BANK LTD SPONSORED ADS 40415F101 63567 1003106 SH DFND 1,8,12,20 1003106 0 0 HEALTH CATALYST INC COM 42225T107 6192 178430 SH DFND 2,8,20 178430 0 0 HEALTH INS INNOVATIONS INC COM CL A 42225K106 4061 210506 SH DFND 2,5,20 180623 0 29883 HEALTHCARE RLTY TR COM 421946104 246023 7372587 SH DFND 2,5,6,8,10,11,13,19,20 6796964 35334 540289 HEALTHCARE SVCS GRP INC COM 421906108 57963 2383342 SH DFND 2,5,6,8,11,13,20 2155151 1025 227166 ALTRA INDL MOTION CORP COM 02208R106 47684 1310696 SH DFND 2,5,6,8,13,20 1115856 199 194641 HEALTHCARE TR AMER INC CL A NEW 42225P501 170697 5579750 SH DFND 2,5,8,10,12,13,19,20 5049800 54990 474960 HEALTHEQUITY INC COM 42226A107 162238 2190328 SH DFND 2,5,6,8,11,13,20 1976590 1200 212538 HEALTHPEAK PPTYS INC COM 42250P103 1204659 34948056 SH DFND 2,5,6,8,10,11,12,13,19,20 34948056 0 0 HEALTHSTREAM INC COM 42222N103 22019 809521 SH DFND 2,5,8,20 732120 800 76601 HEARTLAND EXPRESS INC COM 422347104 32052 1522637 SH DFND 2,5,8,20 1377190 2724 142723 HEARTLAND FINL USA INC COM 42234Q102 39211 788314 SH DFND 2,5,8,20 687322 0 100992 HECLA MNG CO COM 422704106 62543 18449118 SH DFND 2,5,8,20 17030719 9381 1409018 HEICO CORP NEW CL A 422806208 142238 1588722 SH DFND 2,5,6,8,10,11,12,13,19,20 1517156 1718 69848 HEICO CORP NEW COM 422806109 182427 1598138 SH DFND 2,5,6,8,10,11,12,13,19,20 1559285 775 38078 HEIDRICK & STRUGGLES INTL IN COM 422819102 18528 570107 SH DFND 2,5,8,20 510001 5400 54706 AAON INC COM PAR $0.004 000360206 58848 1191022 SH DFND 2,5,8,20 1060292 0 130730 ALTRIA GROUP INC COM 02209S103 3864621 76154552 SH DFND 2,5,6,8,10,12,13,19,20 69798071 1053618 5302863 HELEN OF TROY CORP LTD COM G4388N106 149995 834281 SH DFND 2,5,6,8,11,13,19,20 756178 388 77715 HELIOS TECHNOLOGIES INC COM 42328H109 27985 605345 SH DFND 2,5,8,20 605345 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 44071 4576423 SH DFND 2,5,8,20 4130139 3985 442299 HELMERICH & PAYNE INC COM 423452101 241533 5316592 SH DFND 2,5,6,8,10,11,12,13,19,20 4998686 1538 316368 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 5213 351072 SH DFND 2,20 305215 0 45857 HENRY JACK & ASSOC INC COM 426281101 522357 3585892 SH DFND 2,5,6,8,10,11,12,13,19,20 3103222 106871 375799 HENRY SCHEIN INC COM 806407102 510715 7654599 SH DFND 2,5,6,8,10,11,12,13,19,20 6824640 200566 629393 HERBALIFE NUTRITION LTD COM SHS G4412G101 86221 1808712 SH DFND 2,5,6,8,12,13,19,20 1282816 1210 524686 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 17906 17150000 SH DFND 2,5 17150000 0 0 HERC HLDGS INC COM 42704L104 25778 526726 SH DFND 2,5,8,13,20 450305 623 75798 ALTUS MIDSTREAM CO CL A 02215L100 2503 875246 SH DFND 2,20 875246 0 0 HERITAGE COMMERCE CORP COM 426927109 14586 1136878 SH DFND 2,5,8,20 1000433 0 136445 HERITAGE CRYSTAL CLEAN INC COM 42726M106 9662 308000 SH DFND 2,5,8,20 261115 0 46885 HERITAGE FINL CORP WASH COM 42722X106 34207 1208719 SH DFND 2,5,8,20 1102433 0 106286 HERITAGE INS HLDGS INC COM 42727J102 6982 524511 SH DFND 2,5,8,20 437001 0 87510 HERON THERAPEUTICS INC COM 427746102 79337 3376057 SH DFND 2,5,8,20 3126716 0 249341 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 27148 1865851 SH DFND 2,5,8,10,20 1709266 10249 146336 HERSHEY CO COM 427866108 1136052 7729298 SH DFND 2,5,6,8,10,11,12,13,19,20 6704967 135752 888579 HERTZ GLOBAL HLDGS INC COM 42806J106 41562 2638859 SH DFND 2,5,8,12,13,20 2318032 3159 317668 HESKA CORP COM RESTRC NEW 42805E306 27235 283879 SH DFND 2,5,8,20 263080 0 20799 HESS CORP COM 42809H107 901185 13488778 SH DFND 2,5,6,8,10,11,12,13,19,20 12362265 134941 991572 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 280 32165 SH DFND 5 32165 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 1051676 65820461 SH DFND 1,2,5,6,8,10,11,12,13,19,20 52785465 6222805 6812191 HEXCEL CORP NEW COM 428291108 177532 2421661 SH DFND 2,5,8,13,19,20 2298952 1771 120938 HF FOODS GROUP INC COM 40417F109 2612 133974 SH DFND 2,20 133974 0 0 HIBBETT SPORTS INC COM 428567101 18058 643992 SH DFND 2,5,8,20 585847 1262 56883 HIGHPOINT RES CORP COM 43114K108 5389 3188569 SH DFND 2,5,20 2881635 0 306934 HIGHWOODS PPTYS INC COM 431284108 244975 5008680 SH DFND 2,5,6,8,10,11,13,19,20 4745626 26034 237020 HILL ROM HLDGS INC COM 431475102 188984 1664616 SH DFND 2,5,6,8,11,13,20 1581063 1000 82553 HILLENBRAND INC COM 431571108 74228 2228389 SH DFND 2,5,8,19,20 2002340 595 225454 HILLTOP HOLDINGS INC COM 432748101 48873 1960413 SH DFND 2,5,8,10,20 1740081 1279 219053 HILTON GRAND VACATIONS INC COM 43283X105 39642 1152706 SH DFND 2,5,8,13,20 1041030 1690 109986 AMAG PHARMACEUTICALS INC COM 00163U106 33031 2714099 SH DFND 2,5,8,20 2607954 342 105803 HILTON WORLDWIDE HLDGS INC COM 43300A203 1283406 11571595 SH DFND 2,5,6,8,10,11,12,13,19,20 10442310 137766 991519 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 685 257487 SH DFND 2 257487 0 0 HINGHAM INSTN SVGS MASS COM 433323102 5277 25105 SH DFND 2,5,20 21051 0 4054 HMS HLDGS CORP COM 40425J101 75344 2545422 SH DFND 2,5,8,20 2272105 2919 270398 HNI CORP COM 404251100 52056 1389631 SH DFND 2,5,6,8,11,20 1246944 7217 135470 HOLLYFRONTIER CORP COM 436106108 478144 9428992 SH DFND 2,5,6,8,10,11,12,13,19,20 8113197 191268 1124527 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3120 190156 SH DFND 2,5,13,20 190156 0 0 HOLOGIC INC COM 436440101 597649 11447014 SH DFND 2,5,6,8,10,11,12,13,19,20 10102043 181567 1163404 HOME BANCORP INC COM 43689E107 6283 160324 SH DFND 2,5,20 115492 0 44832 HOME BANCSHARES INC COM 436893200 112377 5716020 SH DFND 2,5,6,8,11,13,20 5232692 3300 480028 AMALGAMATED BK NEW YORK N Y CLASS A 022663108 4988 256458 SH DFND 2,20 220116 0 36342 HOME DEPOT INC COM 437076102 11390643 52159736 SH DFND 1,2,5,6,8,10,11,12,13,19,20 41734599 777984 9647153 HOMESTREET INC COM 43785V102 24832 730361 SH DFND 2,5,8,20 659521 0 70840 HOMETRUST BANCSHARES INC COM 437872104 11029 411077 SH DFND 2,5,13,20 361476 0 49601 HOMOLOGY MEDICINES INC COM 438083107 16959 819269 SH DFND 2,5,8,20 745075 0 74194 HONDA MOTOR LTD AMERN SHS 438128308 720 25434 SH DFND 2,20 25434 0 0 HONEYWELL INTL INC COM 438516106 5271911 29784808 SH DFND 1,2,5,6,8,10,11,12,13,19,20 26861448 744793 2178567 HOOKER FURNITURE CORP COM 439038100 6109 237785 SH DFND 2,5,8,13,20 202225 0 35560 HOOKIPA PHARMA INC COM 43906K100 1133 92668 SH DFND 2,20 92668 0 0 HOPE BANCORP INC COM 43940T109 71530 4813564 SH DFND 2,5,8,13,20 4435316 1800 376448 HORACE MANN EDUCATORS CORP N COM 440327104 56755 1299925 SH DFND 2,5,8,20 1174528 77 125320 AMARIN CORP PLC SPONS ADR NEW 023111206 1925 89772 SH DFND 2,5,13,19,20 83472 0 6300 HORIZON BANCORP INC COM 440407104 16534 870203 SH DFND 2,5,8,20 662021 0 208182 HORIZON GLOBAL CORP COM 44052W104 64 18292 SH DFND 20 18292 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 18920 14225000 SH DFND 2,5 14225000 0 0 HORIZON THERAPEUTICS PUB LTD SHS G46188101 94030 2597510 SH DFND 2,5,8,13,20 2597510 0 0 HORMEL FOODS CORP COM 440452100 1298917 28794438 SH DFND 2,5,6,8,10,11,12,13,19,20 16806113 9934215 2054110 HOST HOTELS & RESORTS INC COM 44107P104 907214 48258502 SH DFND 2,5,6,8,10,11,12,13,19,20 43892219 954512 3411771 HOSTESS BRANDS INC CL A 44109J106 37578 2584426 SH DFND 2,5,8,19,20 2215868 0 368558 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 13788 2206082 SH DFND 2,5,8,20 1879372 5100 321610 HOULIHAN LOKEY INC CL A 441593100 42091 861291 SH DFND 2,5,8,20 742120 0 119171 HOWARD BANCORP INC COM 442496105 3942 233560 SH DFND 2,20 197843 0 35717 AMAZON COM INC COM 023135106 31239688 16906057 SH DFND 2,5,6,8,10,11,12,13,19,20 15097633 273830 1534594 HOWARD HUGHES CORP COM 44267D107 66575 525037 SH DFND 2,5,8,13,20 473826 560 50651 HP INC COM 40434L105 1460751 70485044 SH DFND 2,5,6,8,10,11,12,13,19,20 57027498 7205587 6251959 HSBC HLDGS PLC ADR A 1/40PF A 404280604 18588 691532 SH DFND 2 691532 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 232 5933 SH DFND 1,20 5933 0 0 HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 16 22700 SH DFND 20 22700 0 0 HUAMI CORP SPONSORED ADS 44331K103 652 54252 SH DFND 2,5,20 54252 0 0 HUANENG PWR INTL INC SPON ADR H SHS 443304100 405 20150 SH DFND 5,20 20150 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 16956 15085000 SH DFND 2,5 15085000 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 105267 2627081 SH DFND 1,2,5,8,10,11,12,13,19,20 2164715 63200 399166 HUB GROUP INC CL A 443320106 55401 1080160 SH DFND 2,5,8,12,20 979217 55 100888 AMBAC FINL GROUP INC COM NEW 023139884 29870 1384795 SH DFND 2,5,8,20 1249918 0 134877 HUBBELL INC COM 443510607 192270 1300702 SH DFND 2,5,6,8,11,12,13,19,20 1231507 691 68504 HUBSPOT INC COM 443573100 82088 517903 SH DFND 2,5,8,13,19,20 476929 800 40174 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 22523 13028000 SH DFND 2,5 13028000 0 0 HUDSON LTD COM CL A G46408103 10801 704092 SH DFND 2,5,20 596724 0 107368 HUDSON PAC PPTYS INC COM 444097109 214267 5691019 SH DFND 2,5,8,10,19,20 5302263 40804 347952 HUDSON TECHNOLOGIES INC COM 444144109 29 29255 SH DFND 20 29255 0 0 HUMANA INC COM 444859102 2121663 5780059 SH DFND 2,5,6,8,10,11,12,13,19,20 5083705 97890 598464 HUNT COS FIN TR INC COM 44558T100 197 59628 SH DFND 20 2209 0 57419 HUNT J B TRANS SVCS INC COM 445658107 420117 3597510 SH DFND 2,5,6,8,10,11,12,13,19,20 3139740 119606 338164 HUNTINGTON BANCSHARES INC COM 446150104 786835 51665218 SH DFND 2,5,6,8,10,11,12,13,19,20 47296258 706044 3662916 AMBARELLA INC SHS G037AX101 56446 932063 SH DFND 2,5,8,20 833776 100 98187 HUNTINGTON INGALLS INDS INC COM 446413106 781496 3115020 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1933660 831749 349611 HUNTSMAN CORP COM 447011107 73830 3055872 SH DFND 2,5,8,12,13,20 2787030 12636 256206 HURCO COMPANIES INC COM 447324104 4528 117664 SH DFND 2,5,20 101134 0 16530 HURON CONSULTING GROUP INC COM 447462102 31735 461803 SH DFND 2,5,8,20 393339 902 67562 HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 25631 1022389 SH DFND 1,2,5,8,10,11,12,13,19,20 820589 23500 178300 HUYA INC ADS REP SHS A 44852D108 16872 939969 SH DFND 1,2,5,8,10,11,12,13,19,20 939969 0 0 HYATT HOTELS CORP COM CL A 448579102 40294 449156 SH DFND 2,5,10,13,20 406337 0 42819 HYSTER YALE MATLS HANDLING I CL A 449172105 12971 220000 SH DFND 2,5,8,20 188654 536 30810 I3 VERTICALS INC COM CL A 46571Y107 7561 267630 SH DFND 2,5,20 221340 0 46290 IAA INC COM 449253103 88159 1873325 SH DFND 2,5,8,13,19,20 1873325 0 0 AMBEV SA SPONSORED ADR 02319V103 116822 24493113 SH DFND 2,5,8,10,13,19,20 22196302 1939552 357259 IAC INTERACTIVECORP COM 44919P508 406354 1631223 SH DFND 2,5,6,8,10,11,12,13,19,20 1406760 54791 169672 IBERIABANK CORP COM 450828108 124865 1658495 SH DFND 2,5,8,13,20 1495632 474 162389 ICF INTL INC COM 44925C103 36996 403178 SH DFND 2,5,8,19,20 346743 0 56435 ICHOR HOLDINGS SHS G4740B105 22640 680482 SH DFND 2,5,8,10,20 611249 0 69233 ICICI BK LTD ADR 45104G104 161831 10724411 SH DFND 1,2,5,8,12,13,19,20 10660989 0 63422 ICON PLC SHS G4705A100 18930 109912 SH DFND 2,5,8,10,13,19,20 107929 0 1983 ICU MED INC COM 44930G107 93822 501402 SH DFND 2,5,6,8,11,19,20 478752 300 22350 IDACORP INC COM 451107106 155456 1455582 SH DFND 2,5,6,8,11,12,13,20 1415127 790 39665 IDEANOMICS INC COM 45166V106 892 1042383 SH DFND 2,20 1042383 0 0 IDERA PHARMACEUTICALS INC COM PAR 45168K405 42 23212 SH DFND 20 23212 0 0 AAR CORP COM 000361105 73210 1623281 SH DFND 2,5,8,20 1506664 786 115831 AMC ENTMT HLDGS INC CL A COM 00165C104 7987 1103132 SH DFND 2,5,8,20 947277 320 155535 IDEX CORP COM 45167R104 541870 3150409 SH DFND 2,5,6,8,10,11,12,13,19,20 2867183 101456 181770 IDEXX LABS INC COM 45168D104 984943 3771848 SH DFND 2,5,6,8,10,11,12,13,19,20 3339786 57682 374380 IDT CORP CL B NEW 448947507 2120 294061 SH DFND 2,20 294061 0 0 IES HLDGS INC COM 44951W106 4010 156268 SH DFND 2,20 131772 0 24496 IGM BIOSCIENCES INC COM 449585108 2090 54775 SH DFND 2,20 54775 0 0 IHEARTMEDIA INC COM CL A 45174J509 2281 134947 SH DFND 2,5,8,20 134947 0 0 IHS MARKIT LTD SHS G47567105 1168319 15505227 SH DFND 2,5,6,8,10,11,12,13,19,20 13855905 194546 1454776 II VI INC COM 902104108 91660 2722309 SH DFND 2,5,6,8,11,13,20 2449785 1013 271511 ILLINOIS TOOL WKS INC COM 452308109 2529093 13996643 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12454884 330995 1210764 ILLUMINA INC COM 452327109 2042740 6157653 SH DFND 2,5,6,8,10,11,12,13,19,20 5462302 141820 553531 AMC NETWORKS INC CL A 00164V103 43719 1106805 SH DFND 2,5,6,8,11,13,20 1052264 293 54248 ILLUMINA INC NOTE 8/1 452327AK5 26610 24065000 SH DFND 2,5 24065000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 22672 16375000 SH DFND 2,5 16375000 0 0 IMAX CORP COM 45245E109 21805 1067304 SH DFND 2,5,8,20 907538 1600 158166 IMMERSION CORP COM 452521107 4599 619023 SH DFND 2,5,20 529176 0 89847 IMMUNOGEN INC COM 45253H101 27294 5346426 SH DFND 2,5,8,20 4897358 1976 447092 IMMUNOMEDICS INC COM 452907108 143506 6781951 SH DFND 2,5,8,19,20 6240073 3000 538878 IMPINJ INC COM 453204109 14463 559272 SH DFND 2,5,8,20 513256 0 46016 INCYTE CORP COM 45337C102 722918 8278953 SH DFND 2,5,6,8,10,11,12,13,19,20 7520496 91611 666846 INDEPENDENCE CONTRACT DRIL I COM 453415309 763 765043 SH DFND 2,20 629307 0 135736 INDEPENDENCE HLDG CO NEW COM NEW 453440307 4926 116505 SH DFND 2,20 102569 0 13936 AMCOR PLC ORD G0250X107 1050851 96941975 SH DFND 2,5,6,8,10,11,12,13,19,20 96941975 0 0 INDEPENDENCE RLTY TR INC COM 45378A106 67341 4722687 SH DFND 2,5,8,10,20 4306257 48400 368030 INDEPENDENT BANK CORP MASS COM 453836108 97823 1168787 SH DFND 2,5,8,20 1066844 247 101696 INDEPENDENT BANK CORP MICH COM NEW 453838609 15288 674980 SH DFND 2,5,20 530420 0 144560 INDEPENDENT BK GROUP INC COM 45384B106 60975 1099832 SH DFND 2,5,8,20 967907 0 131925 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 57774 2576911 SH DFND 2,5,8,10,20 2291284 17004 268623 INFINERA CORPORATION COM 45667G103 30024 3781347 SH DFND 2,5,8,20 3209505 4811 567031 INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 12701 12150000 SH DFND 2,5 12150000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 53 55289 SH DFND 20 55289 0 0 INFORMATION SERVICES GROUP I COM 45675Y104 1308 516863 SH DFND 2,20 422238 0 94625 INFOSYS LTD SPONSORED ADR 456788108 170025 16475284 SH DFND 1,2,5,8,10,12,13,19,20 15097977 0 1377307 AMDOCS LTD SHS G02602103 143206 1975940 SH DFND 2,5,6,8,10,12,13,19,20 1867287 0 108653 ING GROEP N V SPONSORED ADR 456837103 134 11095 SH DFND 1,2,20 11095 0 0 INGERSOLL-RAND PLC SHS G47791101 1446359 10881393 SH DFND 2,5,6,8,10,11,12,13,19,20 9737965 172619 970809 INGEVITY CORP COM 45688C107 115245 1318898 SH DFND 2,5,6,8,11,13,20 1186657 613 131628 INGLES MKTS INC CL A 457030104 18580 391073 SH 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45845PAA6 14189 13855000 SH DFND 2,5 13855000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2269190 24518530 SH DFND 2,5,6,8,10,11,12,13,19,20 21747540 374978 2396012 INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 280 4073 SH DFND 20 4073 0 0 INTERDIGITAL INC COM 45867G101 58396 1071676 SH DFND 2,5,6,8,11,13,19,20 973270 498 97908 AMEREN CORP COM 023608102 1016545 13236258 SH DFND 2,5,6,8,10,11,12,13,19,20 12075931 325450 834877 INTERFACE INC COM 458665304 29029 1749783 SH DFND 2,5,8,20 1562782 2324 184677 INTERNAP CORP COM PAR 45885A409 18 16083 SH DFND 20 16083 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 84831 1969617 SH DFND 2,5,6,8,11,20 1795681 270 173666 INTERNATIONAL BUSINESS MACHS COM 459200101 7304347 54493784 SH DFND 2,5,6,8,10,11,12,13,19,20 36586823 8836974 9069987 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 579669 4467080 SH DFND 2,5,6,8,10,11,12,13,19,20 3863475 51065 552540 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 22490 470500 SH DFND 2 470500 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 15573 1040277 SH DFND 2,5,12,13,20 936599 0 103678 INTERNATIONAL MNY EXPRESS IN COM 46005L101 3062 254357 SH DFND 2,8,20 254357 0 0 INTERNATIONAL SEAWAYS INC COM Y41053102 15766 529780 SH DFND 2,5,8,20 452752 0 77028 INTERPUBLIC GROUP COS INC COM 460690100 435409 18848864 SH DFND 2,5,6,8,10,11,12,13,19,20 17038301 310699 1499864 AMERESCO INC CL A 02361E108 7530 430278 SH DFND 2,5,8,20 357688 0 72590 INTERSECT ENT INC COM 46071F103 17750 712847 SH DFND 2,5,8,20 616252 0 96595 INTERXION HOLDING N.V SHS N47279109 39024 465623 SH DFND 2,5,8,13,20 361428 1329 102866 INTEVAC INC COM 461148108 115 16357 SH DFND 2,5,20 16357 0 0 INTL FCSTONE INC COM 46116V105 24501 501757 SH DFND 2,5,8,20 453880 0 47877 INTL PAPER CO COM 460146103 1118474 24288260 SH DFND 2,5,6,8,10,11,12,13,19,20 15617919 7243774 1426567 INTRA CELLULAR THERAPIES INC COM 46116X101 38202 1113444 SH DFND 2,5,8,20 972507 0 140937 INTREPID POTASH INC COM 46121Y102 5094 1879874 SH DFND 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93459 454083 SH DFND 1,2 439285 14797 1 ISHARES TR CORE S&P SCP ETF 464287804 149898 1787692 SH DFND 1,2,20 1786261 1431 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 310272 6597318 SH DFND 2,5,6,8,10,11,12,13,19,20 6250515 36356 310447 ISHARES TR CORE S&P500 ETF 464287200 6962 21539 SH DFND 1,6,12 21539 0 0 ISHARES TR CORE US AGGBD ET 464287226 2105 18737 SH DFND 1,20 3049 0 15688 ISHARES TR EAFE SML CP ETF 464288273 61562 988467 SH DFND 1,6,20 832592 0 155875 ISHARES TR EUROPE ETF 464287861 9111 194007 SH DFND 12 194007 0 0 ISHARES TR FLTG RATE NT ETF 46429B655 10774 211579 SH DFND 1 211579 0 0 ISHARES TR INTRM GOV CR ETF 464288612 15357 136310 SH DFND 1 36053 100257 0 ISHARES TR INTRM TR CRP ETF 464288638 1053 18153 SH DFND 1 18153 0 0 ISHARES TR JPMORGAN USD EMG 464288281 8770 76554 SH DFND 12 76554 0 0 ISHARES TR MBS ETF 464288588 3028 28023 SH DFND 12 28023 0 0 ISHARES TR MSCI ACWI ETF 464288257 5891 74337 SH DFND 6 0 0 74337 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 77841 5295323 SH DFND 2,5,6,8,11,12,13,19,20 4792412 1874 501037 ISHARES TR MSCI EAFE ETF 464287465 362026 5213501 SH DFND 1,2,6,20 5197692 0 15809 ISHARES TR MSCI EMG MKT ETF 464287234 22927 510963 SH DFND 1,6 2283 0 508680 ISHARES TR MSCI INDIA ETF 46429B598 165989 4722294 SH DFND 2,5,8,12,19,20 3645080 0 1077214 ISHARES TR MSCI INDIA SM CP 46429B614 34876 970400 SH DFND 20 0 0 970400 ISHARES TR MSCI MIN VOL ETF 46429B697 541 8241 SH DFND 1 8241 0 0 ISHARES TR RUS 1000 ETF 464287622 2204 12353 SH DFND 1,6 11653 0 700 ISHARES TR RUS 1000 GRW ETF 464287614 296 1680 SH DFND 1 1680 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 826 6051 SH DFND 1 6051 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 10685 83102 SH DFND 20 6 0 83096 ISHARES TR RUS MID CAP ETF 464287499 3408 57165 SH DFND 1,20 57165 0 0 AMERICAN ELEC PWR CO INC COM 025537101 2527608 26744349 SH DFND 2,5,6,8,10,11,12,13,19,20 24179270 333802 2231277 ISHARES TR RUSSELL 2000 ETF 464287655 32151 194066 SH DFND 1,6 119076 0 74990 ISHARES TR RUSSELL 3000 ETF 464287689 21186 112397 SH DFND 1 111407 0 990 ISHARES TR SELECT DIVID ETF 464287168 1898 17960 SH DFND 1 17960 0 0 ISHARES TR SHORT TREAS BD 464288679 7378 66796 SH DFND 12 66796 0 0 ISHARES TR TIPS BD ETF 464287176 206537 1771782 SH DFND 1,2,20 1771782 0 0 ISIS PHARMACEUTICALS INC DEL COM 462222100 232421 3847385 SH DFND 2,5,6,8,10,11,12,13,19,20 3687750 1805 157830 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 25505 22290000 SH DFND 2,5 22290000 0 0 ISORAY INC COM 46489V104 7 10577 SH DFND 20 10577 0 0 ISTAR INC COM 45031U101 30024 2069165 SH DFND 2,5,8,20 1840030 4567 224568 ITAU CORPBANCA SPONSORED ADR 45033E105 1134 131740 SH DFND 2,5,19,20 130040 0 1700 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 22953 426000 SH DFND 2 426000 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 225206 24579367 SH DFND 2,5,8,10,13,19,20 21719868 2001648 857851 ITERIS INC COM 46564T107 3272 655654 SH DFND 2,20 566616 0 89038 ITRON INC COM 465741106 84083 1001589 SH DFND 2,5,8,20 893515 343 107731 ITT INC COM 45073V108 155184 2099638 SH DFND 2,5,6,8,11,13,19,20 1990259 1092 108287 ITURAN LOCATION AND CONTROL SHS M6158M104 3592 141606 SH DFND 2,5,8,20 121628 0 19978 J & J SNACK FOODS CORP COM 466032109 85071 460264 SH DFND 2,5,8,19,20 412114 500 47650 J ALEXANDERS HLDGS INC COM 46609J106 2320 242694 SH DFND 2,5,20 210341 0 32353 J JILL INC COM 46620W102 288 255059 SH DFND 2,20 216982 0 38077 J2 GLOBAL INC COM 48123V102 142475 1520377 SH DFND 2,5,6,8,11,13,19,20 1374347 882 145148 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 19921 13740000 SH DFND 2,5 13740000 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 93465 3122782 SH DFND 2,5,8,12,13,20 2841718 2200 278864 JABIL INC COM 466313103 176223 4263796 SH DFND 2,5,6,8,10,11,12,13,19,20 4039187 27693 196916 JACK IN THE BOX INC COM 466367109 62932 806515 SH DFND 2,5,6,8,11,19,20 725591 161 80763 JACOBS ENGR GROUP INC COM 469814107 839110 9341093 SH DFND 2,5,6,8,10,11,12,13,19,20 5038956 3880124 422013 JAGGED PEAK ENERGY INC COM 47009K107 39590 4663183 SH DFND 2,5,20 4453029 0 210154 JAKKS PAC INC COM 47012E106 13 12513 SH DFND 20 12513 0 0 JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 293 14900 SH DFND 20 14900 0 0 JAMES RIV GROUP LTD COM G5005R107 34897 846798 SH DFND 2,5,8,20 756212 0 90586 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 95390 3901415 SH DFND 2,5,6,8,10,11,12,13,19,20 3865753 2845 32817 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 19968 19725000 SH DFND 2,5 19725000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 18094 17497000 SH DFND 2,5 17497000 0 0 AMERICAN EXPRESS CO COM 025816109 4338001 34846177 SH DFND 1,2,5,6,8,10,11,12,13,19,20 26298015 474898 8073264 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 219627 1471245 SH DFND 2,5,6,8,10,11,12,13,19,20 1157268 60002 253975 JBG SMITH PPTYS COM 46590V100 232395 5793242 SH DFND 2,5,6,8,10,11,13,19,20 5499972 32277 260993 JD COM INC SPON ADR CL A 47215P106 605944 17199658 SH DFND 1,2,5,8,10,11,12,13,19,20 14282182 433108 2484368 JEFFERIES FINL GROUP INC COM 47233W109 179821 8414626 SH DFND 2,5,6,8,10,11,12,13,19,20 7635382 177925 601319 JELD-WEN HLDG INC COM 47580P103 32785 1400490 SH DFND 2,5,8,20 1190334 0 210156 JERNIGAN CAP INC COM 476405105 10229 524859 SH DFND 2,5,8,20 461854 0 63005 JETBLUE AWYS CORP COM 477143101 124881 6671018 SH DFND 2,5,6,11,13,19,20 6353774 0 317244 JIANPU TECHNOLOGY INC ADR 47738D101 284 190361 SH DFND 2,5,20 190361 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 8326 370200 SH DFND 1,2,5,20 370200 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 101123 897596 SH DFND 2,5,8,13,20 800394 321 96881 AMERICAN FIN TR INC COM CLASS A 02607T109 44155 3329922 SH DFND 2,5,8,10,20 3272018 0 57904 JOHNSON & JOHNSON COM 478160104 22125387 151678805 SH DFND 1,2,5,6,8,10,11,12,13,19,20 100797555 35651695 15229555 JOHNSON CTLS INTL PLC SHS G51502105 1385797 33823514 SH DFND 2,5,6,8,10,11,12,13,19,20 29968571 405184 3449759 JOHNSON OUTDOORS INC CL A 479167108 7904 103046 SH DFND 2,5,8,20 88131 0 14915 JOINT CORP COM 47973J102 4070 252138 SH DFND 2,5,20 252138 0 0 JONES LANG LASALLE INC COM 48020Q107 307227 1764760 SH DFND 2,5,6,8,10,11,12,13,19,20 1553204 51568 159988 JOUNCE THERAPEUTICS INC COM 481116101 3568 408691 SH DFND 2,20 356170 0 52521 JOYY INC ADS REPSTG COM A 46591M109 62865 1190853 SH DFND 1,2,5,8,10,11,12,13,19,20 1190853 0 0 JPMORGAN CHASE & CO COM 46625H100 20163480 144644766 SH DFND 1,2,5,6,8,10,11,12,13,19,20 124977029 2399162 17268575 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 602 293418 SH DFND 2,5,20 293418 0 0 JUNIPER NETWORKS INC COM 48203R104 391538 15896802 SH DFND 2,5,6,8,10,11,12,13,19,20 14062623 381429 1452750 ABB LTD SPONSORED ADR 000375204 1954 81128 SH DFND 2,20 81128 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 322868 2944530 SH DFND 2,5,6,8,10,11,12,13,19,20 2655200 49885 239445 K12 INC COM 48273U102 15841 778423 SH DFND 2,5,8,20 664366 0 114057 KADANT INC COM 48282T104 25514 242206 SH DFND 2,5,8,20 206802 0 35404 KADMON HLDGS INC COM 48283N106 15707 3467389 SH DFND 2,20 3028689 0 438700 KAISER ALUMINUM CORP COM PAR $0.01 483007704 74336 670360 SH DFND 2,5,6,8,13,20 620499 100 49761 KALA PHARMACEUTICALS INC COM 483119103 1339 362838 SH DFND 2,20 306924 0 55914 KALEIDO BIOSCIENCES INC COM 483347100 596 118823 SH DFND 2,20 118823 0 0 KALVISTA PHARMACEUTICALS INC COM 483497103 4131 231941 SH DFND 2,5,20 231941 0 0 KAMAN CORP COM 483548103 57782 874159 SH DFND 2,5,8,20 787944 0 86215 KANDI TECHNOLOGIES GROUP INC COM 483709101 265 56052 SH DFND 2 56052 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 695131 4526866 SH DFND 2,5,6,8,10,11,12,13,19,20 4011772 109204 405890 AMERICAN HOMES 4 RENT CL A 02665T306 251010 9558666 SH DFND 2,5,8,10,19,20 8885139 67750 605777 KAR AUCTION SVCS INC COM 48238T109 71732 3263812 SH DFND 2,5,6,8,11,13,20 3090767 1500 171545 KARUNA THERAPEUTICS INC COM 48576A100 9061 120267 SH DFND 2,20 120267 0 0 KARYOPHARM THERAPEUTICS INC COM 48576U106 61888 3228366 SH DFND 2,5,8,20 3047513 0 180853 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 3854 93168 SH DFND 2,5,19,20 92378 0 790 KB HOME COM 48666K109 94347 2753043 SH DFND 2,5,6,8,11,20 2493357 309 259377 KBR INC COM 48242W106 141698 4633816 SH DFND 2,5,6,8,11,12,20 4216766 2804 414246 KEARNY FINL CORP MD COM 48716P108 27402 1981339 SH DFND 2,5,6,8,20 1721515 0 259824 KELLOGG CO COM 487836108 938332 13567548 SH DFND 2,5,6,8,10,11,12,13,19,20 11771341 187990 1608217 KELLY SVCS INC CL A 488152208 22846 1011797 SH DFND 2,5,8,20 908653 453 102691 KEMET CORP COM NEW 488360207 46028 1701586 SH DFND 2,5,8,20 1525824 0 175762 AMERICAN INTL GROUP INC COM NEW 026874784 1981526 38603669 SH DFND 1,2,5,6,8,10,11,12,13,19,20 34820382 574441 3208846 KEMPER CORP DEL COM 488401100 131946 1702523 SH DFND 2,5,6,8,11,13,20 1647212 954 54357 KENNAMETAL INC COM 489170100 94165 2552593 SH DFND 2,5,6,8,11,19,20 2291321 5460 255812 KENNEDY-WILSON HLDGS INC COM 489398107 65868 2924556 SH DFND 2,5,8,20 2481919 2500 440137 KEURIG DR PEPPER INC COM 49271V100 71136 2457203 SH DFND 2,5,8,10,12,13,19,20 2310797 0 146406 KEYCORP NEW COM 493267108 1002958 49553257 SH DFND 2,5,6,8,10,11,12,13,19,20 45171339 692085 3689833 KEYSIGHT TECHNOLOGIES INC COM 49338L103 799002 7785263 SH DFND 2,5,6,8,10,11,12,13,19,20 6886760 122428 776075 KEZAR LIFE SCIENCES INC COM 49372L100 915 228184 SH DFND 2,20 198999 0 29185 KFORCE INC COM 493732101 19773 498068 SH DFND 2,5,8,10,20 431999 0 66069 KILROY RLTY CORP COM 49427F108 403908 4786617 SH DFND 2,5,6,8,10,11,13,19,20 4520767 28155 237695 KIMBALL ELECTRONICS INC COM 49428J109 11237 640268 SH DFND 2,5,8,20 568776 44 71448 AMERICAN NATL BANKSHARES INC COM 027745108 9473 239388 SH DFND 2,5,13,20 205968 0 33420 KIMBALL INTL INC CL B 494274103 15483 745856 SH DFND 2,5,8,10,20 639484 59 106313 KIMBERLY CLARK CORP COM 494368103 2562917 18496938 SH DFND 1,2,5,6,8,10,11,12,13,19,20 16514675 245142 1737121 KIMCO RLTY CORP COM 49446R109 669484 31899905 SH DFND 2,5,6,8,10,11,12,13,19,20 29167117 375288 2357500 KINDER MORGAN INC DEL COM 49456B101 2215447 104650289 SH DFND 2,5,6,8,10,11,12,13,19,20 95441963 1354993 7853333 KINDRED BIOSCIENCES INC COM 494577109 5933 699702 SH DFND 2,5,20 597554 0 102148 KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 2491 225232 SH DFND 2,20 197436 0 27796 KINROSS GOLD CORP COM 496902404 280 59021 SH DFND 5,20 59021 0 0 KINSALE CAP GROUP INC COM 49714P108 73075 718817 SH DFND 2,5,8,20 656567 0 62250 KIRBY CORP COM 497266106 122093 1363716 SH DFND 2,5,6,8,11,13,19,20 1299733 0 63983 KITE RLTY GROUP TR COM NEW 49803T300 83955 4298786 SH DFND 2,5,8,10,20 3934287 21812 342687 AMERICAN NATL INS CO COM 028591105 17244 146534 SH DFND 2,5,8,20 136069 0 10465 KKR & CO INC CL A 48251W104 151855 5205874 SH DFND 2,5,6,8,10,12,13,19,20 4716130 0 489744 KKR REAL ESTATE FIN TR INC COM 48251K100 18747 899198 SH DFND 2,5,8,20 823232 0 75966 KLA CORPORATION COM NEW 482480100 1220664 6851118 SH DFND 2,5,6,8,10,11,12,13,19,20 6028718 207224 615176 KLX ENERGY SERVICS HOLDNGS I COM 48253L106 3769 585195 SH DFND 2,5,20 526973 0 58222 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 152913 4266549 SH DFND 2,5,6,8,10,11,12,13,19,20 3759330 82559 424660 KNOLL INC COM NEW 498904200 26348 1043083 SH DFND 2,5,8,20 887723 700 154660 KNOWLES CORP COM 49926D109 52295 2472568 SH DFND 1,2,5,8,20 2217720 3428 251420 KODIAK SCIENCES INC COM 50015M109 48017 667372 SH DFND 2,5,8,20 623088 0 44284 KOHLS CORP COM 500255104 435916 8555757 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7313182 196003 1046572 KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2381 48783 SH DFND 1,2,20 48783 0 0 AMERICAN OUTDOOR BRANDS CORP COM 02874P103 9571 1031306 SH DFND 2,5,20 894796 2400 134110 KONTOOR BRANDS INC COM 50050N103 368558 8777285 SH DFND 2,5,8,12,13,20 8777285 0 0 KOPIN CORP COM 500600101 15 36243 SH DFND 20 36243 0 0 KOPPERS HOLDINGS INC COM 50060P106 23002 601826 SH DFND 2,5,8,20 542367 800 58659 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4315 364744 SH DFND 2,5 364744 0 0 KORN FERRY COM NEW 500643200 72666 1710146 SH DFND 2,5,8,19,20 1528009 513 181624 KORNIT DIGITAL LTD SHS M6372Q113 7537 220183 SH DFND 2,5,8,20 177725 0 42458 KOSMOS ENERGY LTD COM 500688106 66053 11588266 SH DFND 2,5,20 11226942 0 361324 KRAFT HEINZ CO COM 500754106 970569 30207574 SH DFND 2,5,6,8,10,11,12,13,19,20 27395267 331224 2481083 KRATON CORPORATION COM 50077C106 24373 962580 SH DFND 2,5,8,20 869551 600 92429 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 99413 5519889 SH DFND 2,5,8,20 5241581 2900 275408 AMERICAN PUBLIC EDUCATION IN COM 02913V103 13171 480883 SH DFND 2,5,8,20 434098 0 46785 KROGER CO COM 501044101 1172279 40437342 SH DFND 2,5,6,8,10,11,12,13,19,20 35903305 984364 3549673 KRONOS WORLDWIDE INC COM 50105F105 8476 632532 SH DFND 2,5,8,20 546236 11494 74802 KRYSTAL BIOTECH INC COM 501147102 25266 456225 SH DFND 2,5,8,20 456225 0 0 KT CORP SPONSORED ADR 48268K101 5635 485770 SH DFND 2 485770 0 0 KULICKE & SOFFA INDS INC COM 501242101 21271 778640 SH DFND 2,5,8,10,20 771014 226 7400 KURA ONCOLOGY INC COM 50127T109 14579 1060283 SH DFND 2,5,8,20 959748 0 100535 KURA SUSHI USA INC CL A COM 501270102 990 38881 SH DFND 2,20 38881 0 0 KVH INDS INC COM 482738101 3541 318111 SH DFND 2,20 269346 0 48765 L BRANDS INC COM 501797104 189479 10456886 SH DFND 2,5,6,8,10,11,12,13,19,20 9714994 3533 738359 L3HARRIS TECHNOLOGIES INC COM 502431109 1847553 9337207 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9337207 0 0 AMERICAN RENAL ASSOCIATES HO COM 029227105 3625 349523 SH DFND 2,20 294029 0 55494 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1686 429058 SH DFND 2,5,20 364579 0 64479 LA Z BOY INC COM 505336107 43968 1396706 SH DFND 2,5,8,20 1252922 2069 141715 LABORATORY CORP AMER HLDGS COM NEW 50540R409 738050 4362770 SH DFND 2,5,6,8,10,11,12,13,19,20 3927511 75200 360059 LADDER CAP CORP CL A 505743104 43056 2342636 SH DFND 2,5,8,19,20 2035090 0 307546 LADENBURG THALMAN FIN SVCS I COM 50575Q102 8178 2350128 SH DFND 2,5,8,20 1996600 0 353528 LAKELAND BANCORP INC COM 511637100 19065 1096969 SH DFND 2,5,8,20 937553 0 159416 LAKELAND FINL CORP COM 511656100 26523 542058 SH DFND 2,5,8,20 464498 0 77560 LAM RESEARCH CORP COM 512807108 1892306 6447102 SH DFND 2,5,6,8,10,11,12,13,19,20 5637707 163104 646291 LAMAR ADVERTISING CO NEW CL A 512816109 184016 2061569 SH DFND 2,5,6,8,11,12,13,20 1950297 1473 109799 LAMB WESTON HLDGS INC COM 513272104 581546 6759808 SH DFND 2,5,6,8,10,11,12,13,19,20 6124416 73509 561883 AMERICAN RLTY INVS INC COM 029174109 301 17581 SH DFND 2,20 12881 0 4700 LANCASTER COLONY CORP COM 513847103 286577 1789986 SH DFND 2,5,6,8,11,13,19,20 1730684 300 59002 LANDEC CORP COM 514766104 6719 594072 SH DFND 2,5,8,20 512640 1589 79843 LANDS END INC NEW COM 51509F105 4211 250625 SH DFND 2,5,8,20 210320 422 39883 LANDSTAR SYS INC COM 515098101 116336 1021658 SH DFND 2,5,6,8,11,13,19,20 969859 692 51107 LANNET INC COM 516012101 11434 1296410 SH DFND 2,5,8,20 1202474 0 93936 LANTHEUS HLDGS INC COM 516544103 30265 1475606 SH DFND 2,5,8,20 1364431 0 111175 LAREDO PETROLEUM INC COM 516806106 33593 11705031 SH DFND 2,5,20 11172195 2700 530136 LAS VEGAS SANDS CORP COM 517834107 994593 14406033 SH DFND 2,5,6,8,10,12,13,19,20 13303044 375110 727879 LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 9405 925708 SH DFND 2,5,13,19,20 916914 0 8794 LATTICE SEMICONDUCTOR CORP COM 518415104 64488 3369266 SH DFND 2,5,8,20 2991056 1881 376329 AMERICAN SOFTWARE INC CL A 029683109 9314 625914 SH DFND 2,5,8,20 538240 0 87674 LAUDER ESTEE COS INC CL A 518439104 2087368 10106362 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8975645 274678 856039 LAUREATE EDUCATION INC CL A 518613203 40787 2316105 SH DFND 2,5,8,20 1974534 0 341571 LAWSON PRODS INC COM 520776105 4726 90718 SH DFND 2,20 75635 0 15083 LAZARD LTD SHS A G54050102 51301 1283807 SH DFND 2,5,13,20 1164609 0 119198 LCI INDS COM 50189K103 75095 700969 SH DFND 2,5,8,13,20 624184 247 76538 LCNB CORP COM 50181P100 4828 250161 SH DFND 2,20 214744 0 35417 LEAF GROUP LTD COM 52177G102 980 244970 SH DFND 2,20 215135 0 29835 LEAR CORP COM NEW 521865204 342032 2492942 SH DFND 2,5,6,8,10,11,12,13,19,20 2240368 101206 151368 LEE ENTERPRISES INC COM 523768109 1130 795534 SH DFND 2,20 795534 0 0 LEGACY HOUSING CORP COM 52472M101 1587 95356 SH DFND 2,20 95356 0 0 1ST CONSTITUTION BANCORP COM 31986N102 2873 129810 SH DFND 2,20 109056 0 20754 ABBOTT LABS COM 002824100 6389044 73555650 SH DFND 1,2,5,6,8,10,11,12,13,19,20 65675060 1180624 6699966 AMERICAN STS WTR CO COM 029899101 213671 2466199 SH DFND 2,5,8,13,19,20 2352019 200 113980 LEGG MASON INC COM 524901105 78945 2173935 SH DFND 2,5,6,8,11,12,13,20 2065683 698 107554 LEGGETT & PLATT INC COM 524660107 741000 14466837 SH DFND 2,5,6,8,10,11,12,13,19,20 13669112 138299 659426 LEIDOS HLDGS INC COM 525327102 547466 5592664 SH DFND 2,5,6,8,10,11,12,13,19,20 5276198 67483 248983 LEMAITRE VASCULAR INC COM 525558201 23596 656359 SH DFND 2,5,8,20 608403 0 47956 LENDINGCLUB CORP COM NEW 52603A208 17469 1384219 SH DFND 2,5,8,20 1384219 0 0 LENDINGTREE INC NEW COM 52603B107 86400 284734 SH DFND 2,5,6,8,11,20 276970 100 7664 LENNAR CORP CL A 526057104 697163 12496201 SH DFND 2,5,6,8,10,11,12,13,19,20 11357681 152067 986453 LENNAR CORP CL B 526057302 2835 63413 SH DFND 2,8,10,13,20 54169 0 9244 LENNOX INTL INC COM 526107107 314355 1284433 SH DFND 2,5,6,8,10,11,12,13,19,20 1150623 23468 110342 LEVEL ONE BANCORP INC COM 52730D208 1997 79255 SH DFND 2,20 65851 0 13404 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2891 368287 SH DFND 2,20 368287 0 0 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 1746 90519 SH DFND 2,8,19,20 90519 0 0 LEXICON PHARMACEUTICALS INC COM NEW 528872302 3719 896170 SH DFND 2,5,8,20 767070 1485 127615 LEXINFINTECH HLDGS LTD ADR 528877103 2400 172808 SH DFND 2,5,20 172808 0 0 LEXINGTON REALTY TRUST COM 529043101 103522 9652853 SH DFND 2,5,8,10,13,20 8667595 68221 917037 LG DISPLAY CO LTD SPONS ADR REP 50186V102 2592 373522 SH DFND 2,5,19 364514 0 9008 LGI HOMES INC COM 50187T106 48675 688959 SH DFND 2,5,8,20 627910 0 61049 LHC GROUP INC COM 50187A107 120291 873193 SH DFND 2,5,8,20 780028 600 92565 LIBBEY INC COM 529898108 23 15548 SH DFND 20 15548 0 0 LIBERTY BROADBAND CORP COM SER A 530307107 36972 296823 SH DFND 2,5,8,10,12,13,19,20 277072 0 19751 LIBERTY BROADBAND CORP COM SER C 530307305 290803 2312552 SH DFND 2,5,6,8,10,11,12,13,19,20 1993804 51860 266888 AMERICAN TOWER CORP NEW COM 03027X100 4588391 19878737 SH DFND 1,2,5,6,8,10,11,12,13,19,20 17975213 224179 1679345 LIBERTY GLOBAL PLC SHS CL A G5480U104 55691 2449022 SH DFND 2,5,6,8,10,11,12,13,19,20 1677973 107254 663795 LIBERTY GLOBAL PLC SHS CL C G5480U120 115335 5291818 SH DFND 2,5,6,8,10,11,12,13,19,20 4481777 238222 571819 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 18595 963446 SH DFND 2,5,8,12,13,20 823762 1326 138358 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 45522 2339262 SH DFND 2,5,8,13,20 1987254 1765 350243 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6455 7300000 SH DFND 2 7300000 0 0 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 8308 11800000 SH DFND 2 11800000 0 0 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 7335 10407000 SH DFND 2 10407000 0 0 LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 6223 209884 SH DFND 2,5,8,13,20 181098 370 28416 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 105178 2175794 SH DFND 2,5,6,8,10,12,13,19,20 1693192 43449 439153 LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 21765 736793 SH DFND 2,5,8,13,20 623938 880 111975 AMERICAN VANGUARD CORP COM 030371108 15849 813167 SH DFND 2,5,8,20 725082 953 87132 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 180080 3740766 SH DFND 2,5,6,8,10,12,13,19,20 3291248 89455 360063 LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 12693 289937 SH DFND 2,12,13,20 265710 0 24227 LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 181050 3938869 SH DFND 2,5,6,8,10,12,13,19,20 3358730 97848 482291 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 19264 14450000 SH DFND 2,5 14450000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 41035 30677000 SH DFND 2,5 30677000 0 0 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 15806 1421421 SH DFND 2,5,8,20 1250568 0 170853 LIBERTY PPTY TR SH BEN INT 531172104 559704 9257759 SH DFND 2,5,6,8,10,11,12,13,19,20 8370296 229111 658352 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 11758 1599731 SH DFND 2,5,8,20 1381144 3014 215573 LIFE STORAGE INC COM 53223X107 250352 2312081 SH DFND 2,5,6,8,10,11,12,13,19,20 2194350 12661 105070 LIFETIME BRANDS INC COM 53222Q103 1419 204142 SH DFND 2,20 170316 0 33826 AMERICAN WOODMARK CORPORATIO COM 030506109 49100 469810 SH DFND 2,5,8,20 416873 261 52676 LIFEVANTAGE CORP COM NEW 53222K205 3901 249902 SH DFND 2,20 249902 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 130750 1253712 SH DFND 2,5,6,8,11,13,20 1199404 448 53860 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 20905 24150000 SH DFND 2,5 24150000 0 0 LILIS ENERGY INC COM NEW 532403201 8 20100 SH DFND 20 20100 0 0 LILLY ELI & CO COM 532457108 4884828 37166765 SH DFND 1,2,5,6,8,10,11,12,13,19,20 32382277 1005536 3778952 LIMELIGHT NETWORKS INC COM 53261M104 9297 2278761 SH DFND 2,5,8,20 1924798 0 353963 LIMONEIRA CO COM 532746104 5713 295939 SH DFND 2,5,20 245922 0 50017 LINCOLN EDL SVCS CORP COM 533535100 31 11584 SH DFND 20 11584 0 0 LINCOLN ELEC HLDGS INC COM 533900106 343908 3537621 SH DFND 2,5,6,8,11,13,19,20 3457570 895 79156 LINCOLN NATL CORP IND COM 534187109 557638 9449890 SH DFND 2,5,6,8,10,11,12,13,19,20 8485134 225623 739133 AMERICAN WTR WKS CO INC NEW COM 030420103 1212090 9866422 SH DFND 2,5,6,8,10,11,12,13,19,20 9090263 113471 662688 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9329 570557 SH DFND 2,5,8,20 466657 0 103900 LINDE PLC SHS G5494J103 4602472 21618001 SH DFND 2,5,6,8,10,11,12,13,19,20 19396490 157249 2064262 LINDSAY CORP COM 535555106 32136 334786 SH DFND 2,5,8,20 300103 400 34283 LINE CORP SPONSORED ADR 53567X101 558 11376 SH DFND 2 11376 0 0 LINEAGE CELL THERAPEUTICS IN COM 53566P109 1600 1797923 SH DFND 2,5,20 1797923 0 0 LIONS GATE ENTMNT CORP CL A VTG 535919401 7549 708142 SH DFND 2,5,8,20 643127 1200 63815 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 13382 1347636 SH DFND 2,5,8,13,20 1211509 612 135515 LIPOCINE INC NEW COM 53630X104 5 12400 SH DFND 20 12400 0 0 LIQTECH INTL INC COM 53632A201 213 36368 SH DFND 2,20 36368 0 0 LIQUIDIA TECHNOLOGIES INC COM 53635D202 791 185015 SH DFND 2,20 164186 0 20829 AMERICAS CAR MART INC COM 03062T105 16390 149461 SH DFND 2,5,8,20 131880 0 17581 LIQUIDITY SERVICES INC COM 53635B107 4170 699725 SH DFND 2,20 633166 0 66559 LITHIA MTRS INC CL A 536797103 100006 680314 SH DFND 2,5,8,12,20 612070 435 67809 LITTELFUSE INC COM 537008104 107597 562453 SH DFND 2,5,6,8,11,13,19,20 533596 349 28508 LIVANOVA PLC SHS G5509L101 119553 1584955 SH DFND 2,5,6,8,11,13,19,20 1433626 476 150853 LIVE NATION ENTERTAINMENT IN COM 538034109 443946 6211636 SH DFND 2,5,6,8,10,11,12,13,19,20 5852095 69376 290165 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 20684 16820000 SH DFND 2,5 16820000 0 0 LIVE OAK BANCSHARES INC COM 53803X105 12345 649384 SH DFND 2,5,8,20 570987 0 78397 LIVENT CORP COM 53814L108 37985 4442683 SH DFND 2,5,8,20 4013402 0 429281 LIVEPERSON INC COM 538146101 66183 1788722 SH DFND 2,5,8,20 1597785 1936 189001 LIVERAMP HLDGS INC COM 53815P108 101373 2108871 SH DFND 2,5,6,8,11,13,19,20 1905243 365 203263 AMERICOLD RLTY TR COM 03064D108 220246 6246363 SH DFND 2,5,8,10,20 5841662 49700 355001 LIVEXLIVE MEDIA INC COM NEW 53839L208 668 432490 SH DFND 2,20 358123 0 74367 LIVONGO HEALTH INC COM 539183103 6503 259487 SH DFND 2,20 259487 0 0 LKQ CORP COM 501889208 470800 13187682 SH DFND 2,5,6,8,10,11,12,13,19,20 11801043 208699 1177940 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 88 26579 SH DFND 20 26579 0 0 LOCKHEED MARTIN CORP COM 539830109 16871304 43328635 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10653394 32068113 607128 LOEWS CORP COM 540424108 667202 12711027 SH DFND 2,5,6,8,10,11,12,13,19,20 11149891 296221 1264915 LOGICBIO THERAPEUTICS INC COM 54142F102 918 127448 SH DFND 2,20 112332 0 15116 LOGITECH INTL S A SHS H50430232 446 9454 SH DFND 2 9454 0 0 LOGMEIN INC COM 54142L109 100462 1171708 SH DFND 2,5,6,8,11,13,19,20 1110322 829 60557 LOMA NEGRA CORP SPONSORED ADS 54150E104 1350 172629 SH DFND 5,20 172629 0 0 AMERIPRISE FINL INC COM 03076C106 982390 5897405 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5182109 193487 521809 LONESTAR RES US INC CL A VTG 54240F103 30 11500 SH DFND 20 11500 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 10552 326500 SH DFND 2,5,8,20 286918 562 39020 LOUISIANA PAC CORP COM 546347105 110261 3716241 SH DFND 2,5,6,8,11,13,19,20 3349122 2053 365066 LOVESAC COMPANY COM 54738L109 2135 133023 SH DFND 2,5,20 111746 0 21277 LOWES COS INC COM 548661107 4130685 34491355 SH DFND 1,2,5,6,8,10,11,12,13,19,20 30954505 548405 2988445 LPL FINL HLDGS INC COM 50212V100 103655 1123634 SH DFND 2,5,8,13,20 1007905 6500 109229 LRAD CORP COM 50213V109 59 17980 SH DFND 2,20 17980 0 0 LSB INDS INC COM 502160104 2432 579058 SH DFND 2,5,20 521034 0 58024 LSI INDS INC COM 50216C108 295 48783 SH DFND 2,20 48783 0 0 LTC PPTYS INC COM 502175102 105991 2367464 SH DFND 2,5,8,10,19,20 2197394 10127 159943 AMERIS BANCORP COM 03076K108 104626 2450792 SH DFND 2,5,8,20 2226696 0 224096 LUCKIN COFFEE INC SPONSORED ADS 54951L109 760 19300 SH DFND 2 19300 0 0 LULULEMON ATHLETICA INC COM 550021109 637418 2751406 SH DFND 2,5,6,8,10,11,12,13,19,20 2221805 162928 366673 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 8406 860411 SH DFND 2,5,8,20 771584 900 87927 LUMENTUM HLDGS INC COM 55024U109 192014 2421361 SH DFND 2,5,6,8,11,13,19,20 2184481 1471 235409 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20181 13730000 SH DFND 2,5 13730000 0 0 LUMINEX CORP DEL COM 55027E102 30023 1292371 SH DFND 2,5,8,20 1165921 2378 124072 LUNA INNOVATIONS COM 550351100 109 14932 SH DFND 2,20 14932 0 0 LUTHER BURBANK CORP COM 550550107 4321 374736 SH DFND 2,20 333092 0 41644 LUXFER HOLDINGS PLC SHS G5698W116 9445 510244 SH DFND 2,5,8,20 510244 0 0 LYDALL INC DEL COM 550819106 10467 510102 SH DFND 2,5,8,20 459847 0 50255 ABBVIE INC COM 00287Y109 6093388 68820739 SH DFND 2,5,6,8,10,11,12,13,19,20 62052222 1044872 5723645 AMERISAFE INC COM 03071H100 39884 604028 SH DFND 2,5,8,20 547220 500 56308 LYFT INC CL A COM 55087P104 139782 3249242 SH DFND 2,5,6,8,12,13,19,20 3249242 0 0 LYON WILLIAM HOMES CL A NEW 552074700 22868 1144535 SH DFND 2,5,8,20 1055009 0 89526 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1135973 12023427 SH DFND 2,5,6,8,10,11,12,13,19,20 10427011 511309 1085107 M & T BK CORP COM 55261F104 1058062 6233062 SH DFND 2,5,6,8,10,11,12,13,19,20 5673949 88433 470680 M D C HLDGS INC COM 552676108 68955 1806991 SH DFND 2,5,8,20 1659082 0 147909 M/I HOMES INC COM 55305B101 39168 995382 SH DFND 2,5,8,20 915675 0 79707 MACATAWA BK CORP COM 554225102 6991 628162 SH DFND 2,5,13,20 550788 0 77374 MACERICH CO COM 554382101 166858 6198275 SH DFND 2,5,6,8,10,11,12,13,19,20 5895698 36171 266406 MACK CALI RLTY CORP COM 554489104 107843 4662489 SH DFND 2,5,6,8,10,11,13,20 4280792 22928 358769 MACKINAC FINL CORP COM 554571109 2506 142359 SH DFND 2,20 130461 0 11898 AMERISOURCEBERGEN CORP COM 03073E105 610086 7175794 SH DFND 2,5,6,8,10,11,12,13,19,20 6205642 99877 870275 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 34336 1290828 SH DFND 2,5,8,20 1147308 527 142993 MACQUARIE INFRASTRUCTURE COR COM 55608B105 86784 2025781 SH DFND 2,5,8,12,13,20 1935951 600 89230 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 11331 11850000 SH DFND 2,5 11850000 0 0 MACROGENICS INC COM 556099109 21005 1930610 SH DFND 2,5,8,20 1778643 0 151967 MACYS INC COM 55616P104 244919 14104808 SH DFND 2,5,6,8,10,11,12,13,19,20 13288346 5950 810512 MADDEN STEVEN LTD COM 556269108 103446 2405155 SH DFND 2,5,8,19,20 2149067 430 255658 MADISON SQUARE GARDEN CO NEW CL A 55825T103 72232 245527 SH DFND 2,5,8,13,19,20 222065 216 23246 MADRIGAL PHARMACEUTICALS INC COM 558868105 41763 458378 SH DFND 2,5,8,20 434455 0 23923 MAGELLAN HEALTH INC COM NEW 559079207 69573 889116 SH DFND 2,5,8,12,20 822740 98 66278 MAGENTA THERAPEUTICS INC COM 55910K108 5511 363517 SH DFND 2,5,20 355717 0 7800 AMES NATL CORP COM 031001100 5385 191903 SH DFND 2,5,20 166622 0 25281 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 721 62128 SH DFND 2 62128 0 0 MAGNOLIA OIL & GAS CORP CL A 559663109 42840 3405401 SH DFND 2,5,20 3405401 0 0 MAGYAR BANCORP INC COM 55977T109 448 37285 SH DFND 20 0 0 37285 MAIDEN HOLDINGS LTD SHS G5753U112 40 53087 SH DFND 20 53087 0 0 MAINSTREET BANCSHARES INC COM 56064Y100 1924 83672 SH DFND 2,20 83672 0 0 MAJESCO COM 56068V102 873 105770 SH DFND 2,20 92346 0 13424 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1727 75432 SH DFND 2,20 75432 0 0 MALIBU BOATS INC COM CL A 56117J100 16921 413203 SH DFND 2,5,8,20 352315 0 60888 MALLINCKRODT PUB LTD CO SHS G5785G107 7076 2027550 SH DFND 2,5,12,13,20 1785592 0 241958 MALVERN BANCORP INC COM 561409103 2865 124092 SH DFND 2,20 88457 0 35635 AMETEK INC NEW COM 031100100 908761 9111303 SH DFND 2,5,6,8,10,11,12,13,19,20 8179905 148455 782943 MAMMOTH ENERGY SVCS INC COM 56155L108 681 309529 SH DFND 2,20 271739 0 37790 MANCHESTER UTD PLC NEW ORD CL A G5784H106 607 30318 SH DFND 2 30318 0 0 MANHATTAN ASSOCS INC COM 562750109 125376 1572108 SH DFND 2,5,6,8,11,13,19,20 1489162 900 82046 MANITEX INTL INC COM 563420108 120 20170 SH DFND 2,20 20170 0 0 MANITOWOC CO INC COM NEW 563571405 12317 703846 SH DFND 2,5,8,20 599045 1196 103605 MANNKIND CORP COM NEW 56400P706 4414 3421541 SH DFND 2,5,20 2904495 0 517046 MANPOWERGROUP INC COM 56418H100 268014 2760182 SH DFND 2,5,6,8,10,11,12,13,19,20 2169858 90094 500230 MANTECH INTL CORP CL A 564563104 69997 876282 SH DFND 2,5,8,20 792777 407 83098 MARATHON OIL CORP COM 565849106 591461 43553862 SH DFND 1,2,5,6,8,10,11,12,13,19,20 39882087 556214 3115561 MARATHON PETE CORP COM 56585A102 1951368 32387849 SH DFND 1,2,5,6,8,10,11,12,13,19,20 29692606 497990 2197253 AMGEN INC COM 031162100 6322385 26226343 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23058361 652339 2515643 MARCHEX INC CL B 56624R108 2333 617222 SH DFND 2,20 617222 0 0 MARCUS & MILLICHAP INC COM 566324109 24225 650340 SH DFND 2,5,8,20 579360 0 70980 MARCUS CORP COM 566330106 21615 680371 SH DFND 2,5,8,20 611272 1684 67415 MARINE PRODS CORP COM 568427108 2219 154071 SH DFND 2,20 133843 0 20228 MARINEMAX INC COM 567908108 11877 711618 SH DFND 2,5,8,20 640317 0 71301 MARINUS PHARMACEUTICALS INC COM 56854Q101 1978 915859 SH DFND 2,5,20 742519 0 173340 MARKEL CORP COM 570535104 407587 356541 SH DFND 2,5,6,8,10,11,12,13,19,20 319145 6662 30734 MARKER THERAPEUTICS INC COM 57055L107 1642 569995 SH DFND 2,20 569995 0 0 MARKETAXESS HLDGS INC COM 57060D108 654934 1727556 SH DFND 2,5,6,8,10,11,12,13,19,20 1690375 600 36581 MARLIN BUSINESS SVCS CORP COM 571157106 4089 186016 SH DFND 2,5,20 157576 0 28440 AMICUS THERAPEUTICS INC COM 03152W109 107108 10996724 SH DFND 2,5,8,13,20 10211708 3500 781516 MARRIOTT INTL INC NEW CL A 571903202 1750824 11561933 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10400950 148068 1012915 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 162865 1259637 SH DFND 1,2,5,6,8,11,13,20 1132529 515 126593 MARRONE BIO INNOVATIONS INC COM 57165B106 817 808826 SH DFND 2,20 620259 0 188567 MARSH & MCLENNAN COS INC COM 571748102 2597096 23311154 SH DFND 2,5,6,8,10,11,12,13,19,20 20339340 504495 2467319 MARTEN TRANS LTD COM 573075108 26354 1226347 SH DFND 2,5,8,20 1108016 0 118331 MARTIN MARIETTA MATLS INC COM 573284106 732892 2620842 SH DFND 2,5,6,8,10,11,12,13,19,20 2373504 30967 216371 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 377426 14178569 SH DFND 2,5,6,8,10,11,12,13,19,20 12368793 314690 1495086 MASCO CORP COM 574599106 611224 12736477 SH DFND 2,5,6,8,10,11,12,13,19,20 11372390 205680 1158407 MASIMO CORP COM 574795100 188375 1191792 SH DFND 2,5,6,8,11,13,19,20 1131626 744 59422 MASONITE INTL CORP NEW COM 575385109 37932 525301 SH DFND 2,5,8,20 446378 200 78723 AMKOR TECHNOLOGY INC COM 031652100 31385 2414244 SH DFND 2,5,8,20 2088921 5032 320291 MASTEC INC COM 576323109 121175 1888640 SH DFND 2,5,6,8,11,13,20 1698209 487 189944 MASTERCARD INC CL A 57636Q104 11027054 36930418 SH DFND 2,5,6,8,10,11,12,13,19,20 32452089 1080668 3397661 MASTERCRAFT BOAT HLDGS INC COM 57637H103 6045 383798 SH DFND 2,5,8,20 323759 0 60039 MATADOR RES CO COM 576485205 116290 6471321 SH DFND 2,5,6,11,20 6131232 2200 337889 MATCH GROUP INC COM 57665R106 90442 1101479 SH DFND 2,5,6,8,10,11,12,13,19,20 1060501 0 40978 MATERIALISE NV SPONSORED ADS 57667T100 1581 86362 SH DFND 1,2 86362 0 0 MATERION CORP COM 576690101 47194 793851 SH DFND 2,5,8,20 730254 1087 62510 MATINAS BIOPHARMA HLDGS INC COM 576810105 38 16700 SH DFND 20 16700 0 0 MATRIX SVC CO COM 576853105 20639 902051 SH DFND 2,5,8,20 820713 1000 80338 MATSON INC COM 57686G105 52497 1286686 SH DFND 2,5,8,20 1160480 0 126206 AMN HEALTHCARE SERVICES INC COM 001744101 88157 1414816 SH DFND 2,5,8,20 1272060 705 142051 MATTEL INC COM 577081102 113310 8362360 SH DFND 2,5,6,8,11,12,13,20 8024686 3270 334404 MATTHEWS INTL CORP CL A 577128101 36582 958394 SH DFND 2,5,8,20 864107 71 94216 MAUI LD & PINEAPPLE INC COM 577345101 1020 90700 SH DFND 2,20 76973 0 13727 MAXAR TECHNOLOGIES INC COM 57778K105 89058 5683323 SH DFND 2,5,8,13,20 5683323 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 717925 11671676 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10264819 325917 1080940 MAXIMUS INC COM 577933104 155011 2083760 SH DFND 2,5,6,8,11,13,19,20 1886489 1410 195861 MAXLINEAR INC COM 57776J100 49498 2332598 SH DFND 2,5,8,20 2126437 500 205661 MAYVILLE ENGINEERING CO INC COM 578605107 887 94568 SH DFND 2,20 94568 0 0 MBIA INC COM 55262C100 17582 1890520 SH DFND 2,5,8,12,20 1625118 5003 260399 MCCORMICK & CO INC COM NON VTG 579780206 1158202 6799333 SH DFND 2,5,6,8,10,11,12,13,19,20 5964754 77282 757297 AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 10944 2270522 SH DFND 2,5,8,20 1928543 2533 339446 MCDERMOTT INTL INC COM 580037703 3873 5723871 SH DFND 2,5,8,12,13,20 5178104 4007 541760 MCDONALDS CORP COM 580135101 7736535 39150523 SH DFND 1,2,5,6,8,10,11,12,13,19,20 30304275 438175 8408073 MCEWEN MNG INC COM 58039P107 13513 10640073 SH DFND 2,5,8,20 10576773 0 63300 MCGRATH RENTCORP COM 580589109 42239 549140 SH DFND 2,5,8,10,20 472855 1067 75218 MCKESSON CORP COM 58155Q103 1163873 8389781 SH DFND 2,5,6,8,10,11,12,13,19,20 7355847 129413 904521 MDC PARTNERS INC CL A SUB VTG 552697104 2811 1011164 SH DFND 2,5,20 859819 0 151345 MDU RES GROUP INC COM 552690109 411030 13740378 SH DFND 2,5,6,11,12,13,19,20 13511159 3190 226029 MECHEL PAO SPONSORED ADR NE 583840608 1500 728291 SH DFND 2,5,20 723691 4600 0 MEDALLIA INC COM 584021109 8724 280435 SH DFND 2,8,20 280435 0 0 MEDALLION FINL CORP COM 583928106 2220 305403 SH DFND 2,20 305403 0 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 21422 1110501 SH DFND 2,5,8,20 989480 0 121021 MEDICAL PPTYS TRUST INC COM 58463J304 491555 22999468 SH DFND 2,5,6,8,10,11,12,13,19,20 21732538 137300 1129630 MEDICINES CO COM 584688105 262047 3085089 SH DFND 2,5,8,13,20 2848978 400 235711 MEDICINES CO NOTE 2.500% 1/1 584688AE5 31873 12530000 SH DFND 2,5 12530000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 23670 13500000 SH DFND 2,5 13500000 0 0 MEDICINOVA INC COM NEW 58468P206 5115 758889 SH DFND 2,5,20 651917 0 106972 MEDIFAST INC COM 58470H101 36665 331144 SH DFND 2,5,8,20 291019 4818 35307 MEDNAX INC COM 58502B106 60655 2182606 SH DFND 2,5,6,8,11,12,13,20 2077717 892 103997 MEDPACE HLDGS INC COM 58506Q109 67022 797306 SH DFND 2,5,8,20 713947 0 83359 MEDTRONIC PLC SHS G5960L103 6595491 57863179 SH DFND 2,5,6,8,10,11,12,13,19,20 51712532 953603 5197044 MEET GROUP INC COM 58513U101 7857 1568254 SH DFND 2,5,20 1340978 0 227276 ABEONA THERAPEUTICS INC COM 00289Y107 2000 611566 SH DFND 2,5,20 530984 0 80582 AMPHENOL CORP NEW CL A 032095101 1428530 13168997 SH DFND 2,5,6,8,10,11,12,13,19,20 11588074 304248 1276675 MEI PHARMA INC COM NEW 55279B202 2961 1193827 SH DFND 2,20 1193827 0 0 MEIRAGTX HOLDINGS PLC COM G59665102 6804 339839 SH DFND 2,5,8,20 304398 0 35441 MELCO RESORTS AND ENTMT LTD ADR 585464100 114919 4754595 SH DFND 1,2,5,6,8,10,12,13,19,20 3894300 338920 521375 MELLANOX TECHNOLOGIES LTD SHS M51363113 17092 145863 SH DFND 2,5,8,10,13,19,20 137131 1100 7632 MENLO THERAPEUTICS INC COM 586858102 1214 261724 SH DFND 2,20 213295 0 48429 MERCADOLIBRE INC COM 58733R102 272688 476778 SH DFND 2,5,6,8,10,11,12,13,19,20 386681 21883 68214 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 43255 28850000 SH DFND 2,5 28850000 0 0 MERCANTILE BANK CORP COM 587376104 13222 362546 SH DFND 2,5,20 317940 0 44606 MERCER INTL INC COM 588056101 5942 483067 SH DFND 2,5,8,20 480167 0 2900 MERCHANTS BANCORP IND COM 58844R108 4337 219251 SH DFND 2,5,20 181017 0 38234 AMPIO PHARMACEUTICALS INC COM 03209T109 27 46838 SH DFND 20 46838 0 0 MERCK & CO INC COM 58933Y105 10665449 116493884 SH DFND 1,2,5,6,8,10,11,12,13,19,20 99204132 1862635 15427117 MERCURY GENL CORP NEW COM 589400100 49746 1020851 SH DFND 2,5,6,8,11,12,20 982304 4634 33913 MERCURY SYS INC COM 589378108 190352 2754330 SH DFND 2,5,6,8,11,13,19,20 2583851 399 170080 MEREDITH CORP COM 589433101 324638 9998076 SH DFND 2,5,6,8,11,20 9876074 1362 120640 MEREO BIOPHARMA GROUP PLC ADS 589492107 54 16516 SH DFND 1 16516 0 0 MERIDIAN BANCORP INC MD COM 58958U103 23511 1165593 SH DFND 2,5,6,8,20 1007402 0 158191 MERIDIAN BIOSCIENCE INC COM 589584101 15612 1597948 SH DFND 2,5,8,20 1470770 500 126678 MERIT MED SYS INC COM 589889104 61119 1957692 SH DFND 2,5,8,20 1790855 372 166465 MERITAGE HOMES CORP COM 59001A102 70674 1156502 SH DFND 2,5,8,12,20 1042644 564 113294 MERITOR INC COM 59001K100 42995 1641660 SH DFND 2,5,8,20 1405085 303 236272 AMPLIFY ENERGY CORP NEW COM 03212B103 2808 424744 SH DFND 2,20 424744 0 0 MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 35 11185 SH DFND 20 11185 0 0 MERSANA THERAPEUTICS INC COM 59045L106 3557 620685 SH DFND 2,13,20 505458 0 115227 MESA AIR GROUP INC COM NEW 590479135 3140 351216 SH DFND 2,20 284609 0 66607 MESA LABS INC COM 59064R109 36258 145379 SH DFND 2,5,8,20 134181 0 11198 META FINL GROUP INC COM 59100U108 36426 996586 SH DFND 2,5,8,20 887654 0 108932 METHANEX CORP COM 59151K108 359 9301 SH DFND 5,8,20 9301 0 0 METHODE ELECTRS INC COM 591520200 45003 1143654 SH DFND 2,5,8,20 1026560 1308 115786 METLIFE INC COM 59156R108 1927996 37826098 SH DFND 2,5,6,8,10,11,12,13,19,20 33754706 543472 3527920 METROCITY BANKSHARES INC COM 59165J105 2812 160614 SH DFND 2,20 160614 0 0 METROPOLITAN BK HLDG CORP COM 591774104 5810 120467 SH DFND 2,5,20 99941 0 20526 AMYRIS INC COM NEW 03236M200 2721 880717 SH DFND 2,20 698454 0 182263 METTLER TOLEDO INTERNATIONAL COM 592688105 831580 1048280 SH DFND 2,5,6,8,10,11,12,13,19,20 920791 26405 101084 MFA FINL INC COM 55272X102 61673 7852879 SH DFND 2,5,8,12,13,19,20 7265538 10663 576678 MGE ENERGY INC COM 55277P104 71452 906525 SH DFND 2,5,8,13,20 800629 548 105348 MGIC INVT CORP WIS COM 552848103 99624 7030618 SH DFND 1,2,5,8,12,13,20 6708790 9270 312558 MGM GROWTH PPTYS LLC CL A COM 55303A105 10698 340342 SH DFND 2,5,8,19,20 274052 0 66290 MGM RESORTS INTERNATIONAL COM 552953101 701478 21084415 SH DFND 2,5,6,8,10,12,13,19,20 19112787 259498 1712130 MGP INGREDIENTS INC NEW COM 55303J106 18767 387348 SH DFND 2,5,8,20 346524 0 40824 MICHAELS COS INC COM 59408Q106 25245 3120569 SH DFND 2,5,8,12,20 2998262 2800 119507 MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 21662 1543974 SH DFND 2,5,6,8,10,12,13,20 1543974 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1011349 9657648 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8655460 134475 867713 ANALOG DEVICES INC COM 032654105 1800617 15151609 SH DFND 2,5,6,8,10,11,12,13,19,20 13607057 261421 1283131 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 117866 54805000 SH DFND 2,5 54805000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 95465 66950000 SH DFND 2,5 66950000 0 0 MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 32878 22585000 SH DFND 2,5 22585000 0 0 MICRON TECHNOLOGY 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SH DFND 2,20 72610 0 0 MOSAIC CO NEW COM 61945C103 430672 19901685 SH DFND 2,5,6,8,10,11,12,13,19,20 17374256 228803 2298626 MOTORCAR PTS AMER INC COM 620071100 12430 564238 SH DFND 2,5,8,20 506558 1500 56180 MOTOROLA SOLUTIONS INC COM NEW 620076307 1258346 7779631 SH DFND 2,5,6,8,10,11,12,13,19,20 6705849 177047 896735 ABERCROMBIE & FITCH CO CL A 002896207 38225 2210790 SH DFND 2,5,8,12,20 2000790 15330 194670 ANGIODYNAMICS INC COM 03475V101 24473 1528594 SH DFND 2,5,8,20 1414613 0 113981 MOVADO GROUP INC COM 624580106 10613 488196 SH DFND 2,5,8,20 436475 1300 50421 MR COOPER GROUP INC COM 62482R107 19657 1571342 SH DFND 2,5,8,20 1349590 0 221752 MRC GLOBAL INC COM 55345K103 23910 1752920 SH DFND 2,5,8,20 1496182 3600 253138 MSA SAFETY INC COM 553498106 287796 2277586 SH DFND 2,5,6,8,11,13,19,20 2166842 326 110418 MSC INDL DIRECT INC CL A 553530106 86208 1098611 SH DFND 2,5,6,8,11,13,19,20 1042765 748 55098 MSCI INC COM 55354G100 995749 3856800 SH DFND 2,5,6,8,10,11,12,13,19,20 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14020 0 0 NAPCO SEC TECHNOLOGIES INC COM 630402105 6884 234226 SH DFND 2,5,8,20 204752 0 29474 ANI PHARMACEUTICALS INC COM 00182C103 19109 309863 SH DFND 2,5,8,20 279681 0 30182 NASDAQ INC COM 631103108 563208 5258710 SH DFND 2,5,6,8,10,11,12,13,19,20 4697366 77609 483735 NATERA INC COM 632307104 83908 2490597 SH DFND 2,5,8,20 2311660 0 178937 NATHANS FAMOUS INC NEW COM 632347100 3699 52187 SH DFND 2,20 44238 0 7949 NATIONAL BANKSHARES INC VA COM 634865109 6019 133963 SH DFND 2,5,20 114156 0 19807 NATIONAL BEVERAGE CORP COM 635017106 17558 344135 SH DFND 2,5,8,20 308163 0 35972 NATIONAL BK HLDGS CORP CL A 633707104 34658 984042 SH DFND 2,5,8,20 883066 0 100976 NATIONAL CINEMEDIA INC COM 635309107 11533 1582069 SH DFND 2,5,8,20 1364640 2300 215129 NATIONAL ENERGY SERVICES REU SHS G6375R107 3763 412560 SH DFND 2,20 412560 0 0 NATIONAL FUEL GAS CO N J COM 636180101 424669 9041697 SH DFND 2,5,6,11,12,13,19,20 8950860 1287 89550 NATIONAL GEN HLDGS CORP COM 636220303 31015 1400238 SH DFND 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MGMT INC COM 035710409 461354 47730515 SH DFND 2,5,6,8,10,11,12,13,19,20 36431712 748689 10550114 NCS MULTISTAGE HLDGS INC COM 628877102 399 190048 SH DFND 2,5,20 169575 0 20473 NEENAH INC COM 640079109 37394 530940 SH DFND 2,5,8,20 476570 0 54370 NEKTAR THERAPEUTICS COM 640268108 98214 4550105 SH DFND 2,5,6,8,11,13,19,20 4455817 1889 92399 NELNET INC CL A 64031N108 23106 396744 SH DFND 2,5,8,20 340296 1060 55388 NEOGEN CORP COM 640491106 108068 1655963 SH DFND 2,5,8,19,20 1496531 613 158819 NEOGENOMICS INC COM NEW 64049M209 81050 2770947 SH DFND 2,5,8,20 2478415 0 292532 NEOLEUKIN THERAPEUTICS INC COM 64049K104 150 12153 SH DFND 20 12153 0 0 NEON THERAPEUTICS INC COM 64050Y100 254 215069 SH DFND 2,20 173897 0 41172 NEOPHOTONICS CORP COM 64051T100 6363 721441 SH DFND 2,5,20 607236 0 114205 NEOS THERAPEUTICS INC COM 64052L106 37 24425 SH DFND 20 24425 0 0 ANSYS INC COM 03662Q105 928694 3607838 SH DFND 2,5,6,8,10,11,12,13,19,20 3154384 114825 338629 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 594 159580 SH DFND 2,20 159580 0 0 NETAPP INC COM 64110D104 613975 9863048 SH DFND 2,5,6,8,10,11,12,13,19,20 8702446 271963 888639 NETEASE INC SPONSORED ADS 64110W102 484364 1579584 SH DFND 1,2,5,8,10,11,12,13,19,20 1294196 41858 243530 NETFLIX INC COM 64110L106 5374505 16610022 SH DFND 2,5,6,8,10,11,12,13,19,20 14749660 230299 1630063 NETGEAR INC COM 64111Q104 24109 983628 SH DFND 2,5,8,20 887456 96 96076 NETSCOUT SYS INC COM 64115T104 56782 2359039 SH DFND 2,5,6,8,11,13,19,20 2131330 1165 226544 NEUROCRINE BIOSCIENCES INC COM 64125C109 263738 2453608 SH DFND 2,5,6,8,10,11,12,13,19,20 2337273 3500 112835 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 23989 15625000 SH DFND 2,5 15625000 0 0 NEURONETICS INC COM 64131A105 956 213016 SH DFND 2,20 180551 0 32465 NEVRO CORP COM 64157F103 83514 710518 SH DFND 2,5,8,13,20 616446 600 93472 ANTARES PHARMA INC COM 036642106 19269 4099790 SH DFND 2,5,8,20 3613310 0 486480 NEW AGE BEVERAGES CORP COM 64157V108 2601 1429220 SH DFND 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65249B208 64961 4476999 SH DFND 2,5,6,10,11,12,13,19,20 4106223 1000 369776 NEXA RES S A COM L67359106 628 77089 SH DFND 2,5,20 77089 0 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 21025 467224 SH DFND 2,5,8,20 400049 0 67175 NEXSTAR MEDIA GROUP INC CL A 65336K103 74859 638458 SH DFND 2,5,8,10,13,20 594319 612 43527 NEXTCURE INC COM 65343E108 23465 416562 SH DFND 2,20 416562 0 0 NEXTDECADE CORP COM 65342K105 1595 259716 SH DFND 2,20 240245 0 19471 NEXTERA ENERGY INC COM 65339F101 6470377 26719430 SH DFND 1,2,5,6,8,10,11,12,13,19,20 24532849 321198 1865383 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 42178 828000 SH DFND 2 828000 0 0 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 5285 100381 SH DFND 5,8,20 90659 1200 8522 NEXTGEN HEALTHCARE INC COM 65343C102 24895 1549165 SH DFND 2,5,8,20 1376190 1604 171371 ANTERO RES CORP COM 03674X106 51966 18233518 SH DFND 2,5,12,13,20 17951923 4100 277495 NEXTIER OILFIELD SOLUTIONS I COM 65290C105 26341 3931460 SH DFND 2,5,8,20 3931460 0 0 NGM BIOPHARMACEUTICALS INC COM 62921N105 6965 376673 SH DFND 2,20 376673 0 0 NI HLDGS INC COM 65342T106 2436 141646 SH DFND 2,20 119802 0 21844 NIC INC COM 62914B100 44628 1996799 SH DFND 2,5,8,20 1789092 1718 205989 NICE LTD SPONSORED ADR 653656108 1024 6598 SH DFND 20 6598 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 3102 1620000 SH DFND 5 1620000 0 0 NICOLET BANKSHARES INC COM 65406E102 14723 199365 SH DFND 2,5,8,20 174630 0 24735 NIELSEN HLDGS PLC SHS EUR G6518L108 329562 16234559 SH DFND 2,5,6,8,10,11,12,13,19,20 14518505 195833 1520221 NII HLDGS INC COM PAR 62913F508 40 18225 SH DFND 2,20 18225 0 0 NIKE INC CL B 654106103 5989790 58981327 SH DFND 1,2,5,6,8,10,11,12,13,19,20 47347551 1491431 10142345 ANTHEM INC COM 036752103 3333170 11035889 SH DFND 2,5,6,8,10,11,12,13,19,20 9826172 203831 1005886 NINE ENERGY SVC INC COM 65441V101 3212 410774 SH DFND 2,5,20 354479 0 56295 NIO INC SPON ADS 62914V106 49406 12290093 SH DFND 2,5,8,10,11,12,13,19,20 12290093 0 0 NISOURCE INC COM 65473P105 559427 20094350 SH DFND 2,5,6,8,10,11,12,13,19,20 18412789 272918 1408643 NIU TECHNOLOGIES ADS 65481N100 165 19384 SH DFND 2 19384 0 0 NL INDS INC COM NEW 629156407 556 142132 SH DFND 2,20 118734 0 23398 NLIGHT INC COM 65487K100 13115 646720 SH DFND 2,5,8,20 554896 0 91824 NMI HLDGS INC CL A 629209305 71329 2149769 SH DFND 2,5,8,20 1951452 0 198317 NN INC COM 629337106 9886 1068748 SH DFND 2,5,8,20 948423 0 120325 NOAH HLDGS LTD SPON ADS CL A 65487X102 21214 599770 SH DFND 2,5,8,10,11,12,13,19,20 487719 18600 93451 NOBLE CORP PLC SHS USD G65431101 10577 8669330 SH DFND 2,5,8,12,13,20 7865648 6589 797093 ANWORTH MORTGAGE ASSET CP COM 037347101 11694 3238427 SH DFND 2,5,8,20 2935278 0 303149 NOBLE ENERGY INC COM 655044105 616528 24819965 SH DFND 2,5,6,8,10,11,12,13,19,20 23001571 245564 1572830 NOKIA CORP SPONSORED ADR 654902204 38 10205 SH DFND 1,20 10205 0 0 NOMAD FOODS LTD USD ORD SHS G6564A105 2105 94085 SH DFND 2,5,8,20 94085 0 0 NOODLES & CO COM CL A 65540B105 2872 518370 SH DFND 2,20 433683 0 84687 NORDIC AMERICAN TANKERS LIMI COM G65773106 13613 2766819 SH DFND 2,5,8,20 2345340 0 421479 NORDSON CORP COM 655663102 300741 1842657 SH DFND 2,5,6,8,11,13,19,20 1768117 926 73614 NORDSTROM INC COM 655664100 269338 6580448 SH DFND 2,5,6,8,10,11,12,13,19,20 5745147 162944 672357 NORFOLK SOUTHERN CORP COM 655844108 2275416 11721095 SH DFND 2,5,6,8,10,11,12,13,19,20 10508233 202314 1010548 NORTHEAST BK LEWISTON ME COM 66405S100 2462 111982 SH DFND 2,20 111982 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 30029 12832978 SH DFND 2,5,20 11978924 0 854054 AON PLC SHS CL A G0408V102 2195706 10541582 SH DFND 2,5,6,8,10,11,12,13,19,20 9393328 230228 918026 NORTHERN TR CORP COM 665859104 989444 9251929 SH DFND 2,5,6,8,10,11,12,13,19,20 8340854 136284 774791 NORTHFIELD BANCORP INC DEL COM 66611T108 25149 1482852 SH DFND 2,5,6,8,20 1351503 0 131349 NORTHRIM BANCORP INC COM 666762109 5513 143942 SH DFND 2,5,20 125635 0 18307 NORTHROP GRUMMAN CORP COM 666807102 5829350 16947262 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5863101 10696306 387855 NORTHWEST BANCSHARES INC MD COM 667340103 54506 3277586 SH DFND 2,5,6,8,19,20 2968162 1598 307826 NORTHWEST NAT HLDG CO COM 66765N105 75369 1022225 SH DFND 2,5,8,19,20 928420 38 93767 NORTHWEST PIPE CO COM 667746101 8434 253195 SH DFND 2,5,20 226389 0 26806 NORTHWESTERN CORP COM NEW 668074305 130034 1814341 SH DFND 2,5,6,8,11,12,13,19,20 1657723 700 155918 NORTONLIFELOCK INC COM 668771108 662260 25950645 SH DFND 1,2,5,6,8,10,11,12,13,19,20 25950645 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 528681 9051203 SH DFND 2,5,6,8,10,11,12,13,19,20 8175660 144136 731407 APACHE CORP COM 037411105 526912 20590533 SH DFND 2,5,6,8,10,11,12,13,19,20 18981612 250687 1358234 NORWOOD FINANCIAL CORP COM 669549107 4082 104946 SH DFND 2,20 89790 0 15156 NOVA MEASURING INSTRUMENTS L COM M7516K103 723 19112 SH DFND 2 19112 0 0 NOVAGOLD RES INC COM NEW 66987E206 37948 4235294 SH DFND 2,5,6,20 4235294 0 0 NOVANTA INC COM 67000B104 61486 695223 SH DFND 2,5,8,20 591808 0 103415 NOVARTIS A G SPONSORED ADR 66987V109 210066 2218465 SH DFND 1,2,20 110687 0 2107778 NOVAVAX INC COM NEW 670002401 1700 427076 SH DFND 2,5,20 427076 0 0 NOVO-NORDISK A S ADR 670100205 254134 4390706 SH DFND 1,20 45837 0 4344869 NOVOCURE LTD ORD SHS G6674U108 140614 1668610 SH DFND 2,5,8,20 1401821 0 266789 NOW INC COM 67011P100 39339 3499903 SH DFND 2,5,6,8,11,12,20 3166352 4090 329461 NRG ENERGY INC COM NEW 629377508 508957 12803949 SH DFND 2,5,6,8,10,11,12,13,19,20 11567764 292234 943951 APARTMENT INVT & MGMT CO CL A 03748R754 444560 8607169 SH DFND 2,5,6,8,10,11,12,13,19,20 8607169 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 20886 18375000 SH DFND 2,5 18375000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 55439 1352832 SH DFND 2,5,6,8,11,13,19,20 1284294 640 67898 NUANCE COMMUNICATIONS INC COM 67020Y100 67331 3776263 SH DFND 2,5,8,12,13,20 3431920 2633 341710 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 21482 21320000 SH DFND 2,5 21320000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 12220 10975000 SH DFND 2,5 10975000 0 0 NUCOR CORP COM 670346105 1095614 19331055 SH DFND 2,5,6,8,10,11,12,13,19,20 17743251 230286 1357518 NUTANIX INC CL A 67059N108 67100 2146506 SH DFND 2,5,8,13,19,20 1943737 1400 201369 NUTANIX INC NOTE 1/1 67059NAB4 18687 18875000 SH DFND 2,5 18875000 0 0 NUTRIEN LTD COM 67077M108 47491 982026 SH DFND 2,10 982026 0 0 NUVASIVE INC COM 670704105 135550 1752651 SH DFND 2,5,6,8,11,13,19,20 1590510 761 161380 APELLIS PHARMACEUTICALS INC COM 03753U106 70403 2299235 SH DFND 2,5,8,20 2151055 0 148180 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 27361 20417000 SH DFND 2,5 20417000 0 0 NV5 GLOBAL INC COM 62945V109 10655 211191 SH DFND 2,5,8,20 179377 0 31814 NVE CORP COM NEW 629445206 8157 114246 SH DFND 2,5,8,20 99520 0 14726 NVENT ELECTRIC PLC SHS G6700G107 409350 16002728 SH DFND 2,5,6,8,11,12,13,19,20 15813682 2864 186182 NVIDIA CORP COM 67066G104 5880071 24989675 SH DFND 2,5,6,8,10,11,12,13,19,20 22039324 571986 2378365 NVR INC COM 62944T105 627005 164637 SH DFND 2,5,6,8,10,11,12,13,19,20 152238 3756 8643 NXP SEMICONDUCTORS N V COM N6596X109 886428 6944848 SH DFND 2,5,6,8,10,11,12,13,19,20 5038638 454190 1452020 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1470805 3356011 SH DFND 2,5,6,8,10,11,12,13,19,20 3010465 52226 293320 O-I GLASS INC COM 67098H104 45347 3801072 SH DFND 2,5,6,8,11,12,13,20 3801072 0 0 OAK VALLEY BANCORP OAKDALE C COM 671807105 2187 112375 SH DFND 2,20 95397 0 16978 APERGY CORP COM 03755L104 73527 2176633 SH DFND 1,2,5,6,8,11,12,13,19,20 2075682 3728 97223 OASIS PETE INC NEW COM 674215108 83941 25748868 SH DFND 2,5,12,13,20 24785249 2400 961219 OCCIDENTAL PETE CORP COM 674599105 1904338 45365155 SH DFND 1,2,5,6,8,10,11,12,13,19,20 41657157 593209 3114789 OCEANEERING INTL INC COM 675232102 54712 3669481 SH DFND 2,5,8,12,20 3370383 2087 297011 OCEANFIRST FINL CORP COM 675234108 28042 1097972 SH DFND 2,5,8,20 890795 0 207177 OCULAR THERAPEUTIX INC COM 67576A100 2791 706567 SH DFND 2,5,20 597860 0 108707 OCWEN FINL CORP COM NEW 675746309 3738 2728829 SH DFND 2,5,8,20 2326169 5379 397281 ODONATE THERAPEUTICS INC COM 676079106 7815 240818 SH DFND 2,5,8,20 214268 0 26550 OFFICE DEPOT INC COM 676220106 52263 19074103 SH DFND 2,5,8,12,13,20 17374277 8740 1691086 OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 79562 2475487 SH DFND 2,5,8,10,20 2475487 0 0 OFG BANCORP COM 67103X102 43027 1817043 SH DFND 2,5,8,20 1656562 3711 156770 APOGEE ENTERPRISES INC COM 037598109 40367 1242068 SH DFND 2,5,8,20 762998 1128 477942 OGE ENERGY CORP COM 670837103 336775 7573088 SH DFND 2,5,6,8,10,11,12,13,19,20 6882898 264107 426083 OHIO VY BANC CORP COM 677719106 2726 68795 SH DFND 2,20 57365 0 11430 OI S A SPONSORED ADR NE 670851500 470 504097 SH DFND 2 504097 0 0 OIL DRI CORP AMER COM 677864100 3900 107576 SH DFND 2,5,13,20 87617 0 19959 OIL STS INTL INC COM 678026105 33921 2079758 SH DFND 2,5,8,20 1891776 2097 185885 OKTA INC CL A 679295105 254175 2203130 SH DFND 2,5,6,8,10,11,12,13,19,20 2082872 0 120258 OLD DOMINION FREIGHT LINE IN COM 679580100 509705 2685768 SH DFND 2,5,6,8,10,11,12,13,19,20 2455345 88625 141798 OLD NATL BANCORP IND COM 680033107 120524 6589586 SH DFND 2,5,8,20 6066255 700 522631 OLD POINT FINL CORP COM 680194107 1184 43084 SH DFND 20 1701 0 41383 OLD REP INTL CORP COM 680223104 476148 21285124 SH DFND 2,5,6,8,11,12,13,19,20 20169694 60786 1054644 ABM INDS INC COM 000957100 235632 6218426 SH DFND 2,5,8,20 6013132 1976 203318 APOLLO COML REAL EST FIN INC COM 03762U105 93824 5003077 SH DFND 2,5,6,8,19,20 4538958 0 464119 OLD SECOND BANCORP INC ILL COM 680277100 7766 576574 SH DFND 2,5,20 468266 0 108308 OLIN CORP COM PAR $1 680665205 109521 6349028 SH DFND 2,5,6,11,12,13,20 3525662 2642488 180878 OLLIES BARGAIN OUTLT HLDGS I COM 681116109 84104 1287765 SH DFND 2,5,6,8,11,19,20 1234241 1300 52224 OLYMPIC STEEL INC COM 68162K106 5225 291557 SH DFND 2,20 261716 0 29841 OMEGA FLEX INC COM 682095104 6426 59738 SH DFND 2,5,20 50442 0 9296 OMEGA HEALTHCARE INVS INC COM 681936100 412425 9738487 SH DFND 2,5,6,8,10,11,12,13,19,20 9200018 57971 480498 OMEROS CORP COM 682143102 15612 1108020 SH DFND 2,5,8,20 958552 0 149468 OMNICELL INC COM 68213N109 98622 1206824 SH DFND 2,5,8,20 1081839 602 124383 OMNICOM GROUP INC COM 681919106 937267 11478145 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10370028 234907 873210 OMNOVA SOLUTIONS INC COM 682129101 9050 895151 SH DFND 2,5,8,20 731437 3146 160568 APOLLO GLOBAL MGMT INC COM CL A 03768E105 5601 117400 SH DFND 20 117400 0 0 ON DECK CAP INC COM 682163100 5138 1241000 SH DFND 2,5,20 1039345 0 201655 ON SEMICONDUCTOR CORP COM 682189105 251252 10305673 SH DFND 2,5,6,8,10,11,12,13,19,20 8838677 283105 1183891 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 31878 23415000 SH DFND 2,5 23415000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 24524 17735000 SH DFND 2,5 17735000 0 0 ONCOCYTE CORPORATION COM 68235C107 979 435208 SH DFND 2,20 435208 0 0 ONCTERNAL THERAPEUTICS INC COM 68236P107 92 23299 SH DFND 20 23299 0 0 ONE GAS INC COM 68235P108 172306 1841470 SH DFND 2,5,6,8,11,13,19,20 1679263 545 161662 ONE LIBERTY PPTYS INC COM 682406103 11523 416960 SH DFND 2,5,8,20 358000 0 58960 ONEMAIN HLDGS INC COM 68268W103 38524 913964 SH DFND 2,5,8,13,20 824772 1100 88092 ONEOK INC NEW COM 682680103 1644664 21734695 SH DFND 2,5,6,8,10,11,12,13,19,20 19950822 210899 1572974 APOLLO MEDICAL HLDGS INC COM NEW 03763A207 4248 230741 SH DFND 2,5,8,20 212693 0 18048 ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 1760 263838 SH DFND 2,5,20 263838 0 0 ONESPAN INC COM 68287N100 17389 1015694 SH DFND 2,5,8,20 910684 1012 103998 ONESPAWORLD HOLDINGS LIMITED COM P73684113 14380 853924 SH DFND 2,5,8,20 853924 0 0 ONTO INNOVATION INC COM 683344105 52978 1449866 SH DFND 2,5,8,20 1449866 0 0 OOMA INC COM 683416101 4934 372952 SH DFND 2,20 299447 0 73505 OP BANCORP COM 67109R109 2099 202414 SH DFND 2,20 161877 0 40537 OPERA LTD SPONSORED ADS 68373M107 211 22760 SH DFND 2 22760 0 0 OPKO HEALTH INC COM 68375N103 26311 17898336 SH DFND 2,5,8,13,20 16730552 12625 1155159 OPORTUN FINL CORP COM 68376D104 1376 57795 SH DFND 2,20 57795 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 5676 206558 SH DFND 2,20 175753 0 30805 APPFOLIO INC COM CL A 03783C100 37272 338993 SH DFND 2,5,8,20 292927 0 46066 OPTIMIZERX CORP COM NEW 68401U204 2454 238909 SH DFND 2,20 238909 0 0 OPTINOSE INC COM 68404V100 4366 473574 SH DFND 2,5,20 397561 0 76013 OPTION CARE HEALTH INC COM 68404L102 9284 2488875 SH DFND 2,5,8,20 2488875 0 0 OPUS BK IRVINE CALIF COM 684000102 21585 834351 SH DFND 2,5,8,20 763566 1600 69185 ORACLE CORP COM 68389X105 4990742 94200485 SH DFND 1,2,5,6,8,10,11,12,13,19,20 82552446 2442440 9205599 ORASURE TECHNOLOGIES INC COM 68554V108 20660 2572896 SH DFND 2,5,8,20 2385028 1058 186810 ORBCOMM INC COM 68555P100 7284 1730062 SH DFND 2,5,8,20 1513582 0 216480 ORCHARD THERAPEUTICS PLC ADS 68570P101 559 40653 SH DFND 2 40653 0 0 ORCHID IS CAP INC COM 68571X103 6582 1109914 SH DFND 2,5,20 929821 0 180093 ORGANOGENESIS HLDGS INC COM 68621F102 792 164760 SH DFND 2,20 164760 0 0 APPIAN CORP CL A 03782L101 26576 695522 SH DFND 2,5,8,20 695522 0 0 ORGANOVO HLDGS INC COM 68620A104 23 63907 SH DFND 20 63907 0 0 ORIGIN BANCORP INC COM 68621T102 14045 371161 SH DFND 2,5,8,20 313569 0 57592 ORION ENGINEERED CARBONS S A COM L72967109 21295 1103356 SH DFND 2,5,20 1103356 0 0 ORION GROUP HOLDINGS INC COM 68628V308 95 18314 SH DFND 2,20 18314 0 0 ORIX CORP SPONSORED ADR 686330101 457 5478 SH DFND 2,20 5478 0 0 ORMAT TECHNOLOGIES INC COM 686688102 62569 839621 SH DFND 2,5,8,20 718517 100 121004 ORRSTOWN FINL SVCS INC COM 687380105 3855 170436 SH DFND 2,20 142505 0 27931 ORTHOFIX MED INC COM 68752M108 31630 684924 SH DFND 2,5,8,20 624552 859 59513 ORTHOPEDIATRICS CORP COM 68752L100 7920 168539 SH DFND 2,5,8,20 142515 0 26024 OSHKOSH CORP COM 688239201 196032 2071127 SH DFND 2,5,6,8,10,11,12,13,19,20 1982731 1186 87210 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 139007 8554288 SH DFND 2,5,8,10,12,13,19,20 8018037 57458 478793 OSI SYSTEMS INC COM 671044105 51794 514140 SH DFND 2,5,8,19,20 462803 0 51337 OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 1016 145299 SH DFND 2,20 145299 0 0 OTONOMY INC COM 68906L105 132 34590 SH DFND 20 34590 0 0 OTTER TAIL CORP COM 689648103 45989 896644 SH DFND 2,5,13,20 773885 0 122759 OUTFRONT MEDIA INC COM 69007J106 54397 2028219 SH DFND 2,5,8,13,20 1858231 2802 167186 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2424 1053792 SH DFND 2,20 826729 0 227063 OVERSTOCK COM INC DEL COM 690370101 4158 589726 SH DFND 2,5,20 510711 0 79015 OWENS & MINOR INC NEW COM 690732102 14028 2713354 SH DFND 2,5,8,20 2531643 0 181711 OWENS CORNING NEW COM 690742101 287216 4410566 SH DFND 2,5,6,8,10,11,12,13,19,20 4011605 120273 278688 OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 579 34850 SH DFND 2 34850 0 0 APPLE INC COM 037833100 53695306 182854781 SH DFND 2,5,6,8,10,11,12,13,19,20 156491105 4249275 22114401 OXFORD INDS INC COM 691497309 38527 510833 SH DFND 2,5,8,20 458690 641 51502 OYSTER POINT PHARMA INC COM 69242L106 1037 42430 SH DFND 2,20 42430 0 0 P A M TRANSN SVCS INC COM 693149106 1482 25678 SH DFND 2,20 21920 0 3758 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 18125 635979 SH DFND 1,2,5,20 635979 0 0 PACCAR INC COM 693718108 1213512 14915784 SH DFND 2,5,6,8,10,11,12,13,19,20 13384270 230684 1300830 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 16664 3241960 SH DFND 2,5,8,20 2757761 0 484199 PACIFIC DRILLING SA LUXEMBOU COM L7257P205 2111 517294 SH DFND 2,5,20 517294 0 0 PACIFIC ETHANOL INC COM 69423U305 19 29552 SH DFND 20 29552 0 0 PACIFIC MERCANTILE BANCORP COM 694552100 2437 300079 SH DFND 2,20 224760 0 75319 PACIFIC PREMIER BANCORP COM 69478X105 66991 2054630 SH DFND 2,5,8,20 1853268 0 201362 APPLIED INDL TECHNOLOGIES IN COM 03820C105 76564 1148051 SH DFND 2,5,8,20 1031154 295 116602 PACIRA BIOSCIENCES COM 695127100 60233 1329650 SH DFND 2,5,8,20 1197705 1000 130945 PACKAGING CORP AMER COM 695156109 465671 4129190 SH DFND 2,5,6,8,10,11,12,13,19,20 3678576 93394 357220 PACWEST BANCORP DEL COM 695263103 158271 4135653 SH DFND 2,5,6,8,11,12,13,20 3990972 1379 143302 PAGERDUTY INC COM 69553P100 9944 425160 SH DFND 2,5,8,20 425160 0 0 PAGSEGURO DIGITAL LTD COM CL A G68707101 5283 154653 SH DFND 2,8,10,19,20 154653 0 0 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2786 3561118 SH DFND 2,5,20 3046091 0 515027 PALO ALTO NETWORKS INC COM 697435105 476461 2060370 SH DFND 2,5,6,8,10,11,12,13,19,20 1788777 47659 223934 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 60042 54225000 SH DFND 2,5 54225000 0 0 PALOMAR HLDGS INC COM 69753M105 10235 202704 SH DFND 2,8,20 202704 0 0 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 2992 182114 SH DFND 2,5,20 182114 0 0 APPLIED MATLS INC COM 038222105 2710702 44408614 SH DFND 1,2,5,6,8,10,11,12,13,19,20 39469484 1083750 3855380 PAN AMERICAN SILVER CORP COM 697900108 203 8569 SH DFND 20 8569 0 0 PANHANDLE OIL AND GAS INC CL A 698477106 3600 321144 SH DFND 2,5,20 271043 0 50101 PAPA JOHNS INTL INC COM 698813102 44464 704098 SH DFND 2,5,6,8,11,20 635754 458 67886 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 32486 1397851 SH DFND 2,5,20 1292607 0 105244 PAR TECHNOLOGY CORP COM 698884103 6692 217697 SH DFND 2,5,20 185090 0 32607 PARAMOUNT GROUP INC COM 69924R108 93475 6666851 SH DFND 2,5,8,10,13,20 6193562 55075 418214 PARATEK PHARMACEUTICALS INC COM 699374302 2737 679099 SH DFND 2,5,20 590642 0 88457 PARETEUM CORP COM NEW 69946T207 855 1955128 SH DFND 2,5,20 1955128 0 0 PARK AEROSPACE CORP COM 70014A104 11059 675571 SH DFND 2,5,8,20 675571 0 0 PARK CITY GROUP INC COM NEW 700215304 119 23584 SH DFND 2,20 23584 0 0 APPLIED OPTOELECTRONICS INC COM 03823U102 6352 534668 SH DFND 2,5,20 486432 0 48236 PARK HOTELS RESORTS INC COM 700517105 280122 10602246 SH DFND 2,5,6,8,10,11,12,13,19,20 9980529 63146 558571 PARK NATL CORP COM 700658107 31610 308752 SH DFND 2,5,8,20 267473 0 41279 PARK OHIO HLDGS CORP COM 700666100 5774 171604 SH DFND 2,5,20 147612 0 23992 PARKE BANCORP INC COM 700885106 4538 178714 SH DFND 2,20 154735 0 23979 PARKER DRILLING CO COM 701081507 3478 154590 SH DFND 2,20 154590 0 0 PARKER HANNIFIN CORP COM 701094104 1054177 5121840 SH DFND 1,2,5,6,8,10,11,12,13,19,20 4570287 90438 461115 PARSLEY ENERGY INC CL A 701877102 133263 7047206 SH DFND 2,5,13,19,20 6721897 5100 320209 PARSONS CORPORATION COM 70202L102 55875 1353564 SH DFND 2,5,8,20 1353564 0 0 PARTY CITY HOLDCO INC COM 702149105 2696 1152026 SH DFND 2,5,8,20 993859 0 158167 PATRICK INDS INC COM 703343103 33958 647676 SH DFND 2,5,8,20 578319 0 69357 ABRAXAS PETE CORP COM 003830106 983 2800566 SH DFND 2,5,20 2345555 0 455011 APPLIED THERAPEUTICS INC COM 03828A101 2287 83832 SH DFND 2,20 83832 0 0 PATTERN ENERGY GROUP INC CL A 70338P100 54988 2022983 SH DFND 2,5,8,20 1754851 0 268132 PATTERSON COMPANIES INC COM 703395103 62007 3027678 SH DFND 2,5,6,8,11,12,13,20 2764117 1064 262497 PATTERSON UTI ENERGY INC COM 703481101 57741 5499097 SH DFND 2,5,6,8,11,12,13,19,20 5243809 2087 253201 PAYCHEX INC COM 704326107 1216255 14298785 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12547718 469033 1282034 PAYCOM SOFTWARE INC COM 70432V102 282093 1065468 SH DFND 2,5,6,8,10,11,12,13,19,20 1003554 800 61114 PAYLOCITY HLDG CORP COM 70438V106 54336 449729 SH DFND 2,5,8,19,20 418693 0 31036 PAYPAL HLDGS INC COM 70450Y103 5011224 46327303 SH DFND 2,5,6,8,10,11,12,13,19,20 41376346 752078 4198879 PAYSIGN INC COM 70451A104 6153 606241 SH DFND 2,5,8,20 606241 0 0 PBF ENERGY INC CL A 69318G106 152056 4847170 SH DFND 2,5,6,8,11,12,13,20 4693082 1000 153088 PC CONNECTION INC COM 69318J100 12138 242850 SH DFND 2,5,8,20 211764 0 31086 APREA THERAPEUTICS INC COM 03836J102 3906 85110 SH DFND 2,20 85110 0 0 PC-TEL INC COM 69325Q105 116 13727 SH DFND 2,20 13727 0 0 PCB BANCORP COM 69320M109 3334 192936 SH DFND 2,20 192936 0 0 PCSB FINL CORP COM 69324R104 6573 324589 SH DFND 2,5,6,13,20 277880 0 46709 PDC ENERGY INC COM 69327R101 100467 3839025 SH DFND 2,5,13,20 3641482 1214 196329 PDF SOLUTIONS INC COM 693282105 13904 823211 SH DFND 2,5,8,20 732363 0 90848 PDL BIOPHARMA INC COM 69329Y104 10728 3306012 SH DFND 2,5,8,20 2897575 4743 403694 PDL CMNTY BANCORP COM 69290X101 2122 144361 SH DFND 2,6,20 122450 0 21911 PEABODY ENERGY CORP NEW COM 704551100 35966 3943604 SH DFND 2,5,13,20 3759013 2400 182191 PEAPACK-GLADSTONE FINL CORP COM 704699107 13002 420792 SH DFND 2,5,8,20 364081 0 56711 PEBBLEBROOK HOTEL TR COM 70509V100 181219 6664378 SH DFND 2,5,6,8,10,11,13,19,20 6110760 33646 519972 APTARGROUP INC COM 038336103 285863 2472434 SH DFND 2,5,6,8,11,12,13,19,20 2394511 810 77113 PEGASYSTEMS INC COM 705573103 41775 524281 SH DFND 2,5,8,19,20 476124 226 47931 PELOTON INTERACTIVE INC CL A COM 70614W100 611 21500 SH DFND 20 21500 0 0 PENN NATL GAMING INC COM 707569109 86819 3396665 SH DFND 2,5,6,8,20 3053578 3150 339937 PENN VA CORP NEW COM 70788V102 18494 609346 SH DFND 2,5,20 564978 0 44368 PENNANT GROUP INC COM 70805E109 24397 737724 SH DFND 2,5,8,20 737724 0 0 PENNEY J C CORP INC COM 708160106 10267 9166546 SH DFND 1,2,5,8,20 8232230 11544 922772 PENNS WOODS BANCORP INC COM 708430103 4641 130507 SH DFND 2,20 111503 0 19004 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 14988 2812031 SH DFND 2,5,8,20 2581072 2539 228420 PENNYMAC FINL SVCS INC COM 70932M107 20681 607549 SH DFND 2,5,8,20 531768 0 75781 PENNYMAC MTG INVT TR COM 70931T103 67071 2947061 SH DFND 2,5,8,13,19,20 2653983 29100 263978 APTEVO THERAPEUTICS INC COM 03835L108 8 12061 SH DFND 20 12061 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 31978 636756 SH DFND 2,5,8,13,20 591572 1317 43867 PENTAIR PLC SHS G7S00T104 503374 10973922 SH DFND 2,5,6,8,10,11,12,13,19,20 10049506 177041 747375 PENUMBRA INC COM 70975L107 132922 809168 SH DFND 2,5,6,8,11,13,19,20 768650 700 39818 PEOPLES BANCORP INC COM 709789101 13852 399657 SH DFND 2,5,8,13,20 340475 0 59182 PEOPLES BANCORP N C INC COM 710577107 2403 73148 SH DFND 2,20 62973 0 10175 PEOPLES FINL SVCS CORP COM 711040105 6298 125093 SH DFND 2,5,20 104438 0 20655 PEOPLES UTAH BANCORP COM 712706209 9756 323894 SH DFND 2,5,8,20 276637 0 47257 PEOPLES UTD FINL INC COM 712704105 835301 49426116 SH DFND 2,5,6,8,10,11,12,13,19,20 47406352 247845 1771919 PEPSICO INC COM 713448108 9052417 65779456 SH DFND 1,2,5,6,8,10,11,12,13,19,20 59098011 1033096 5648349 PERFICIENT INC COM 71375U101 46023 998986 SH DFND 2,5,8,20 904408 0 94578 APTIV PLC SHS G6095L109 1025718 10800440 SH DFND 2,5,6,8,10,11,12,13,19,20 9602999 267411 930030 PERFORMANCE FOOD GROUP CO COM 71377A103 113867 2211868 SH DFND 2,5,8,12,13,20 1889535 2800 319533 PERFORMANT FINL CORP COM 71377E105 15 14799 SH DFND 20 14799 0 0 PERKINELMER INC COM 714046109 430192 4430398 SH DFND 2,5,6,8,10,11,12,13,19,20 4148044 2117 280237 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 200 51335 SH DFND 2 51335 0 0 PERRIGO CO PLC SHS G97822103 324766 6286612 SH DFND 2,5,6,8,10,11,12,13,19,20 5162671 81480 1042461 PERSONALIS INC COM 71535D106 1512 138761 SH DFND 2,20 138761 0 0 PERSPECTA INC COM 715347100 120232 4537344 SH DFND 1,2,5,6,8,11,12,13,20 4099078 2838 435428 PETIQ INC COM CL A 71639T106 11532 460349 SH DFND 2,5,8,20 403362 0 56987 PETMED EXPRESS INC COM 716382106 18045 767206 SH DFND 2,5,8,20 706989 1400 58817 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 137651 9042469 SH DFND 1,2,5,10,19,20 8075022 847709 119738 APYX MED CORP COM 03837C106 5208 615646 SH DFND 2,20 615646 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 118436 7385059 SH DFND 1,2,5,8,10,20 6645702 612134 127223 PFENEX INC COM 717071104 6314 575021 SH DFND 2,20 510722 0 64299 PFIZER INC COM 717081103 11432375 291791099 SH DFND 1,2,5,6,8,10,11,12,13,19,20 211472662 4049343 76269094 PFSWEB INC COM NEW 717098206 49 12722 SH DFND 20 12722 0 0 PG&E CORP COM 69331C108 86972 8001105 SH DFND 1,2,5,8,12,19,20 7732010 0 269095 PGT INNOVATIONS INC COM 69336V101 25701 1723731 SH DFND 2,5,8,20 1550782 0 172949 PHASEBIO PHARMACEUTICALS INC COM 717224109 1404 229779 SH DFND 2,20 229779 0 0 PHATHOM PHARMACEUTICALS INC COM 71722W107 3900 125243 SH DFND 2,20 125243 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 17139 690254 SH DFND 2,5,8,20 625732 0 64522 PHILIP MORRIS INTL INC COM 718172109 5217002 60475743 SH DFND 2,5,6,8,10,12,13,19,20 55273688 881253 4320802 AQUA AMERICA INC COM 03836W103 528027 11248979 SH DFND 2,5,6,8,10,11,12,13,19,20 11000868 3476 244635 PHILLIPS 66 COM 718546104 2522585 22642358 SH DFND 2,5,6,8,10,11,12,13,19,20 20508574 434286 1699498 PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 101 51511 SH DFND 2,20 51511 0 0 PHOTRONICS INC COM 719405102 36595 2322034 SH DFND 2,5,8,20 2126609 3340 192085 PHREESIA INC COM 71944F106 4830 181293 SH DFND 2,8,20 181293 0 0 PHUNWARE INC COM 71948P100 389 326965 SH DFND 2,20 326965 0 0 PHYSICIANS RLTY TR COM 71943U104 106888 5643482 SH DFND 2,5,8,10,20 4855249 50149 738084 PICO HLDGS INC COM NEW 693366205 4587 412486 SH DFND 2,5,20 351418 0 61068 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 119998 5339987 SH DFND 2,5,8,10,12,13,20 4797167 33754 509066 PIERIS PHARMACEUTICALS INC COM 720795103 3572 986703 SH DFND 2,5,20 838335 0 148368 PILGRIMS PRIDE CORP NEW COM 72147K108 41767 1276703 SH DFND 2,5,6,8,11,13,20 1212483 0 64220 AQUA AMERICA INC UNIT 04/30/2022 03836W202 18419 294000 SH DFND 2 294000 0 0 PINDUODUO INC SPONSORED ADS 722304102 151137 3996229 SH DFND 1,2,5,8,10,11,12,13,19,20 3996229 0 0 PING IDENTITY HLDG CORP COM 72341T103 3845 158242 SH DFND 2,20 158242 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 150862 2357223 SH DFND 2,5,6,8,11,13,20 2252849 1000 103374 PINNACLE WEST CAP CORP COM 723484101 586577 6522593 SH DFND 2,5,6,8,10,11,12,13,19,20 5925187 142390 455016 PINTEREST INC CL A 72352L106 25083 1345670 SH DFND 2,5,6,8,10,11,12,13,19,20 1345670 0 0 PIONEER BANCORP INC COM 723561106 2617 170917 SH DFND 2,20 170917 0 0 PIONEER NAT RES CO COM 723787107 1274323 8394206 SH DFND 2,5,6,8,10,11,12,13,19,20 7700828 108202 585176 PIPER JAFFRAY COS COM 724078100 35267 441167 SH DFND 2,5,8,20 398958 0 42209 PITNEY BOWES INC COM 724479100 22573 5601196 SH DFND 2,5,8,12,13,20 5026158 3874 571164 PIXELWORKS INC COM NEW 72581M305 146 37118 SH DFND 2,20 37118 0 0 AQUAVENTURE HLDGS LTD SHS G0443N107 7645 281880 SH DFND 2,5,8,20 244634 0 37246 PJT PARTNERS INC COM CL A 69343T107 20457 453294 SH DFND 2,5,8,20 382555 0 70739 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 8058 425234 SH DFND 5,8,10,20 326800 3700 94734 PLANET FITNESS INC CL A 72703H101 80379 1076307 SH DFND 2,5,8,13,19,20 989810 1200 85297 PLANTRONICS INC NEW COM 727493108 30230 1105711 SH DFND 2,5,8,20 1004900 211 100600 PLAYA HOTELS & RESORTS NV SHS N70544106 2840 338070 SH DFND 2,5,8,20 338070 0 0 PLAYAGS INC COM 72814N104 6453 532022 SH DFND 2,5,8,20 450114 0 81908 PLDT INC SPONSORED ADR 69344D408 808 40444 SH DFND 2,5,20 40444 0 0 PLEXUS CORP COM 729132100 68548 890927 SH DFND 2,5,8,20 800039 186 90702 PLUG POWER INC COM NEW 72919P202 16295 5156720 SH DFND 2,5,8,20 4442118 0 714602 PLURALSIGHT INC COM CL A 72941B106 16243 943804 SH DFND 2,5,8,19,20 883423 0 60381 ARAMARK COM 03852U106 227821 5249329 SH DFND 2,5,6,8,10,11,12,13,19,20 4515278 119511 614540 PLYMOUTH INDL REIT INC COM 729640102 378 20165 SH DFND 2,20 20165 0 0 PNC FINL SVCS GROUP INC COM 693475105 3195833 20020254 SH DFND 2,5,6,8,10,11,12,13,19,20 17903651 336434 1780169 PNM RES INC COM 69349H107 141975 2799735 SH DFND 2,5,6,8,11,12,13,20 2559961 1065 238709 POINTS INTL LTD COM NEW 730843208 357 23375 SH DFND 2,13 21675 0 1700 POLARIS INC COM 731068102 488509 4803432 SH DFND 2,5,6,8,10,11,12,13,19,20 4601429 37482 164521 POLARITYTE INC COM 731094108 462 177733 SH DFND 2,20 151944 0 25789 POLYONE CORP COM 73179P106 91419 2471122 SH DFND 2,5,6,8,11,20 2228399 1060 241663 POOL CORPORATION COM 73278L105 197511 929988 SH DFND 2,5,6,8,11,13,19,20 878301 829 50858 POPULAR INC COM NEW 733174700 130963 2218620 SH DFND 2,5,8,12,13,20 2100634 1367 116619 PORTLAND GEN ELEC CO COM NEW 736508847 126412 2250271 SH DFND 2,5,8,12,13,20 1982356 1400 266515 AC IMMUNE SA SHS H00263105 272 31959 SH DFND 2 31959 0 0 ARBOR RLTY TR INC COM 038923108 6923 482444 SH DFND 2,5,8,20 482444 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 77054 3226702 SH DFND 2,5,8,13,19,20 2991932 700 234070 POSCO SPONSORED ADR 693483109 23232 458958 SH DFND 2,5,19,20 447732 0 11226 POST HLDGS INC COM 737446104 166990 1530610 SH DFND 2,5,6,8,11,13,20 1448260 1423 80927 POTBELLY CORP COM 73754Y100 2095 496395 SH DFND 2,5,20 430845 0 65550 POTLATCHDELTIC CORPORATION COM 737630103 89194 2061338 SH DFND 2,5,6,8,11,19,20 1860280 653 200405 POWELL INDS INC COM 739128106 13024 265849 SH DFND 2,5,8,20 239766 0 26083 POWER INTEGRATIONS INC COM 739276103 96027 970856 SH DFND 2,5,8,20 881719 200 88937 PPG INDS INC COM 693506107 1521912 11400945 SH DFND 2,5,6,8,10,11,12,13,19,20 10344041 162328 894576 PPL CORP COM 69351T106 1463505 40349781 SH DFND 2,5,6,8,10,11,12,13,19,20 36637090 490802 3221889 PQ GROUP HLDGS INC COM 73943T103 13191 767829 SH DFND 2,5,8,20 653115 0 114714 ARBUTUS BIOPHARMA CORP COM 03879J100 32 11686 SH DFND 2,20 11686 0 0 PRA GROUP INC COM 69354N106 49797 1371818 SH DFND 2,5,8,20 1230944 634 140240 PRA HEALTH SCIENCES INC COM 69354M108 159618 1436056 SH DFND 2,5,6,8,11,13,19,20 1353529 900 81627 PRECISION BIOSCIENCES INC COM 74019P108 7704 554627 SH DFND 2,20 554627 0 0 PREFERRED APT CMNTYS INC COM 74039L103 12852 946472 SH DFND 2,5,8,20 795619 0 150853 PREFERRED BK LOS ANGELES CA COM NEW 740367404 25833 429905 SH DFND 2,5,8,20 388469 0 41436 PREFORMED LINE PRODS CO COM 740444104 3303 54543 SH DFND 2,20 47670 0 6873 PREMIER FINL BANCORP INC COM 74050M105 4007 220887 SH DFND 2,5,13,20 189664 0 31223 PREMIER INC CL A 74051N102 34426 908810 SH DFND 2,5,8,19,20 834715 0 74095 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 72010 1778036 SH DFND 2,5,6,8,11,20 1611734 2000 164302 PREVAIL THERAPEUTICS INC COM 74140Y101 1660 104886 SH DFND 2,20 104886 0 0 ARC DOCUMENT SOLUTIONS INC COM 00191G103 53 38476 SH 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SH DFND 2,5,6,8,10,11,12,13,19,20 11708583 192856 975007 PRINCIPIA BIOPHARMA INC COM 74257L108 33419 610061 SH DFND 2,5,8,20 575130 0 34931 PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 179 72967 SH DFND 2,20 72967 0 0 PROASSURANCE CORP COM 74267C106 67226 1844239 SH DFND 2,5,6,8,13,20 1678412 648 165179 PROCTER & GAMBLE CO COM 742718109 14638049 117198152 SH DFND 1,2,5,6,8,10,11,12,13,19,20 99415858 2565999 15216295 PROGENICS PHARMACEUTICALS IN COM 743187106 22371 4395011 SH DFND 2,5,8,20 4144149 0 250862 PROGRESS SOFTWARE CORP COM 743312100 58059 1397323 SH DFND 2,5,8,10,20 1260197 0 137126 PROGRESSIVE CORP OHIO COM 743315103 1887695 26076740 SH DFND 2,5,6,8,10,11,12,13,19,20 23327380 604662 2144698 PROGYNY INC COM 74340E103 3958 144202 SH DFND 2,20 144202 0 0 PROLOGIS INC COM 74340W103 3654131 40993167 SH DFND 2,5,6,8,10,11,12,13,19,20 37284905 575426 3132836 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 320 18239 SH DFND 1,2,20 18239 0 0 PROOFPOINT INC COM 743424103 83701 729226 SH DFND 2,5,8,13,19,20 658776 1000 69450 PROPETRO HLDG CORP COM 74347M108 36102 3209084 SH DFND 2,5,8,20 2957046 0 252038 PROQR THRAPEUTICS N V SHS EURO N71542109 117 11824 SH DFND 2 11824 0 0 PROS HOLDINGS INC COM 74346Y103 42869 715440 SH DFND 2,5,8,20 612247 0 103193 PROSIGHT GLOBAL INC COM 74349J103 2217 137449 SH DFND 2,20 137449 0 0 PROSPERITY BANCSHARES INC COM 743606105 221461 3061778 SH DFND 2,5,6,8,11,13,20 2951859 1593 108326 PROTAGONIST THERAPEUTICS INC COM 74366E102 2384 338170 SH DFND 2,20 338170 0 0 PROTECTIVE INS CORP CL B 74368L203 3464 215272 SH DFND 2,5,20 185988 0 29284 PROTEOSTASIS THERAPEUTICS IN COM 74373B109 26 11200 SH DFND 20 11200 0 0 PROTHENA CORP PLC SHS G72800108 16436 1038272 SH DFND 2,5,8,20 917579 94 120599 ARCH CAP GROUP LTD ORD G0450A105 448487 10456675 SH DFND 2,5,6,8,10,11,12,13,19,20 9255384 267311 933980 PROTO LABS INC COM 743713109 78394 771975 SH DFND 2,5,8,20 688142 300 83533 PROVENTION BIO INC COM 74374N102 339 22730 SH DFND 2,20 22730 0 0 PROVIDENCE SVC CORP COM 743815102 21879 369711 SH DFND 2,5,8,20 333451 0 36260 PROVIDENT BANCORP INC COM NEW 74383L105 2471 198490 SH DFND 2,20 198490 0 0 PROVIDENT FINL HLDGS INC COM 743868101 1711 78137 SH DFND 2,20 78137 0 0 PROVIDENT FINL SVCS INC COM 74386T105 48239 1956960 SH DFND 2,5,8,19,20 1765825 2100 189035 PRUDENTIAL BANCORP INC NEW COM 74431A101 2307 124514 SH DFND 2,20 107392 0 17122 PRUDENTIAL FINL INC COM 744320102 1735252 18511333 SH DFND 2,5,6,8,10,11,12,13,19,20 16496305 271481 1743547 PRUDENTIAL PLC ADR 74435K204 262 6880 SH DFND 20 6880 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 177472 1076438 SH DFND 2,5,6,8,10,11,20 990725 5348 80365 ARCH COAL INC CL A 039380407 48831 680664 SH DFND 2,5,20 637469 0 43195 PTC INC COM 69370C100 253840 3389502 SH DFND 2,5,6,8,10,11,12,13,19,20 3040145 71411 277946 PTC THERAPEUTICS INC COM 69366J200 112340 2338946 SH DFND 2,5,8,20 2160463 0 178483 PUBLIC STORAGE COM 74460D109 2229254 10467948 SH DFND 2,5,6,8,10,11,12,13,19,20 9398728 209852 859368 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1682259 28488727 SH DFND 2,5,6,8,10,11,12,13,19,20 25422595 594044 2472088 PULSE BIOSCIENCES INC COM 74587B101 2554 190444 SH DFND 2,5,20 156822 0 33622 PULTE GROUP INC COM 745867101 480352 12341851 SH DFND 2,5,6,8,10,11,12,13,19,20 11150971 180053 1010827 PUMA BIOTECHNOLOGY INC COM 74587V107 30688 3507152 SH DFND 2,5,8,13,20 3408893 1000 97259 PURE STORAGE INC CL A 74624M102 50858 2972394 SH DFND 2,5,8,19,20 2688483 2000 281911 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 18028 18100000 SH DFND 2,5 18100000 0 0 PURECYCLE CORP COM NEW 746228303 3577 284104 SH DFND 2,20 247371 0 36733 ARCHER DANIELS MIDLAND CO COM 039483102 1717211 37048786 SH DFND 2,5,6,8,10,11,12,13,19,20 33762121 595595 2691070 PURPLE INNOVATION INC COM 74640Y106 668 76637 SH DFND 2,20 69803 0 6834 PUXIN LTD ADS 74704P108 168 20544 SH DFND 2 20544 0 0 PVH CORP COM 693656100 350430 3332663 SH DFND 2,5,6,8,10,11,12,13,19,20 2946260 48676 337727 PYXUS INTL INC COM 74737V106 1511 168967 SH DFND 2,5,20 143830 0 25137 PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2906 337104 SH DFND 2,20 288482 0 48622 Q2 HLDGS INC COM 74736L109 73442 905798 SH DFND 2,5,8,20 775112 800 129886 QAD INC CL A 74727D306 12758 250143 SH DFND 2,5,8,20 214994 0 35149 QCR HOLDINGS INC COM 74727A104 16154 367807 SH DFND 2,5,8,20 321125 0 46682 QEP RES INC COM 74733V100 67695 15043268 SH DFND 2,5,8,12,13,20 14734943 5899 302426 QIAGEN NV SHS NEW N72482123 73401 2171635 SH DFND 2,20 1922517 0 249118 ARCHROCK INC COM 03957W106 43572 4339793 SH DFND 2,5,8,20 3950126 2651 387016 QIWI PLC SPON ADR REP B 74735M108 995 51393 SH DFND 2 51393 0 0 QORVO INC COM 74736K101 597670 5142135 SH DFND 2,5,6,8,10,11,12,13,19,20 4476322 79054 586759 QTS RLTY TR INC COM CL A 74736A103 126798 2317682 SH DFND 2,5,8,10,20 2078422 15274 223986 QUAD / GRAPHICS INC COM CL A 747301109 3879 830626 SH DFND 2,5,8,20 738908 0 91718 QUAKER CHEM CORP COM 747316107 65988 401093 SH DFND 2,5,8,20 360534 108 40451 QUALCOMM INC COM 747525103 4233858 47986598 SH DFND 2,5,6,8,10,11,12,13,19,20 42594841 807344 4584413 QUALYS INC COM 74758T303 81853 981799 SH DFND 2,5,8,20 876606 400 104793 QUANEX BUILDING PRODUCTS COR COM 747619104 18020 1055029 SH DFND 2,5,8,10,20 955763 2705 96561 QUANTA SVCS INC COM 74762E102 191028 4686679 SH DFND 2,5,6,8,10,11,12,13,20 4260517 3418 422744 QUANTERIX CORP COM 74766Q101 5679 240332 SH DFND 2,5,8,20 208181 0 32151 ARCONIC INC COM 03965L100 625337 20322935 SH DFND 2,5,6,8,10,11,12,13,19,20 18254295 264358 1804282 QUDIAN INC ADR 747798106 17435 3701769 SH DFND 1,2,5,8,10,11,12,13,19,20 3701769 0 0 QUEST DIAGNOSTICS INC COM 74834L100 709036 6639535 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5939873 142670 556992 QUIDEL CORP COM 74838J101 65273 869963 SH DFND 2,5,8,20 762791 705 106467 QUINSTREET INC COM 74874Q100 19965 1304048 SH DFND 2,5,8,20 1173976 0 130072 QUINTANA ENERGY SVCS INC COM 74875T103 44 15500 SH DFND 20 15500 0 0 QUORUM HEALTH CORP COM 74909E106 19 20327 SH DFND 1,20 20327 0 0 QUOTIENT LTD SHS G73268107 1073 112817 SH DFND 2,8,20 112817 0 0 QUOTIENT TECHNOLOGY INC COM 749119103 17373 1761996 SH DFND 2,5,8,20 1514675 0 247321 QURATE RETAIL INC COM SER A 74915M100 52974 6283970 SH DFND 2,5,8,12,13,19,20 5922220 5279 356471 QUTOUTIAO INC ADS REP SHS A 74915J107 924 270966 SH DFND 2,5,20 270966 0 0 ACACIA COMMUNICATIONS INC COM 00401C108 53757 792764 SH DFND 2,5,8,20 680336 0 112428 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2903 358349 SH DFND 2,5,20 358349 0 0 R1 RCM INC COM 749397105 29296 2257033 SH DFND 2,5,8,20 1930190 0 326843 RA PHARMACEUTICALS INC COM 74933V108 76822 1636941 SH DFND 2,5,8,20 1537048 0 99893 RADA ELECTR INDS LTD COM PAR NEW M81863124 183 35233 SH DFND 2 35233 0 0 RADIAN GROUP INC COM 750236101 129776 5158017 SH DFND 2,5,8,10,13,20 4525935 3853 628229 RADIANT LOGISTICS INC COM 75025X100 3670 658830 SH DFND 2,20 552200 0 106630 RADIUS HEALTH INC COM NEW 750469207 47629 2362558 SH DFND 2,5,8,20 2220459 0 142099 RADNET INC COM 750491102 24721 1217776 SH DFND 2,5,8,20 1087160 0 130616 RADWARE LTD ORD M81873107 7288 282691 SH DFND 2,5,8,20 224925 500 57266 RAFAEL HLDGS INC COM CL B 75062E106 3298 184883 SH DFND 2,5,20 184883 0 0 RALPH LAUREN CORP CL A 751212101 321712 2728757 SH DFND 2,5,6,8,10,11,12,13,19,20 2180546 60096 488115 ARCOSA INC COM 039653100 67624 1517927 SH DFND 2,5,8,13,20 1454626 786 62515 RAMACO RES INC COM 75134P303 396 110632 SH DFND 2,20 95859 0 14773 RAMBUS INC DEL COM 750917106 54584 3962554 SH DFND 2,5,8,20 3610336 4085 348133 RANGE RES CORP COM 75281A109 116665 24054685 SH DFND 2,5,8,12,13,20 19091068 5410 4958207 RAPID7 INC COM 753422104 57371 1024111 SH DFND 2,5,8,20 879885 0 144226 RAPT THERAPEUTICS INC COM 75382E109 271 9800 SH DFND 20 9800 0 0 RATTLER MIDSTREAM LP COM UNITS 75419T103 708 39800 SH DFND 5,8,20 39800 0 0 RAVEN INDS INC COM 754212108 34686 1006551 SH DFND 2,5,8,20 889147 0 117404 RAYMOND JAMES FINANCIAL INC COM 754730109 477338 5313899 SH DFND 2,5,6,8,10,11,12,13,19,20 4784109 83907 445883 RAYONIER ADVANCED MATLS INC COM 75508B104 6573 1711651 SH DFND 2,5,8,20 1556142 1704 153805 RAYONIER INC COM 754907103 103413 3156683 SH DFND 2,5,6,8,11,12,13,19,20 3003609 1214 151860 ARCUS BIOSCIENCES INC COM 03969F109 6469 640467 SH DFND 2,5,20 551574 0 88893 RAYTHEON CO COM NEW 755111507 2579214 11737573 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10603173 294894 839506 RBB BANCORP COM 74930B105 6338 299395 SH DFND 2,5,20 239039 0 60356 RBC BEARINGS INC COM 75524B104 79668 503142 SH DFND 2,5,8,13,20 428418 200 74524 RCI HOSPITALITY HLDGS INC COM 74934Q108 3322 162046 SH DFND 2,5,20 134304 0 27742 RE MAX HLDGS INC CL A 75524W108 19267 500572 SH DFND 2,5,8,20 449820 0 50752 READING INTERNATIONAL INC CL A 755408101 3507 313445 SH DFND 2,5,20 267812 0 45633 READY CAP CORP COM 75574U101 19635 1241340 SH DFND 2,5,8,20 1143298 0 98042 REALNETWORKS INC COM NEW 75605L708 18 15119 SH DFND 20 15119 0 0 REALOGY HLDGS CORP COM 75605Y106 37135 3836253 SH DFND 2,5,8,12,13,20 3689039 1100 146114 REALPAGE INC COM 75606N109 55626 1034911 SH DFND 2,5,8,19,20 934678 1300 98933 ARDAGH GROUP S A CL A L0223L101 3815 194847 SH DFND 2,20 173248 0 21599 REALTY INCOME CORP COM 756109104 1602540 21698482 SH DFND 2,5,6,8,10,11,12,13,19,20 19908716 292386 1497380 REATA PHARMACEUTICALS INC CL A 75615P103 104417 510771 SH DFND 2,5,8,13,20 443473 0 67298 RECRO PHARMA INC COM 75629F109 7453 406581 SH DFND 2,20 356022 0 50559 RED LION HOTELS CORP COM 756764106 1505 403610 SH DFND 2,20 327956 0 75654 RED RIVER BANCSHARES INC COM 75686R202 3055 54495 SH DFND 2,20 54495 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 12765 386591 SH DFND 2,5,8,20 347638 601 38352 RED ROCK RESORTS INC CL A 75700L108 34783 1452299 SH DFND 2,5,8,20 1235096 400 216803 REDFIN CORP COM 75737F108 37715 1784041 SH DFND 2,5,8,20 1514227 0 269814 REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 484 79656 SH DFND 1,2 79656 0 0 REDWOOD TR INC COM 758075402 60093 3633179 SH DFND 2,5,8,19,20 3310227 2059 320893 ARDELYX INC COM 039697107 6652 886408 SH DFND 2,20 739858 0 146550 REEDS INC COM 758338107 11 12500 SH DFND 20 12500 0 0 REGAL BELOIT CORP COM 758750103 85742 997952 SH DFND 2,5,6,8,11,13,20 945004 398 52550 REGENCY CTRS CORP COM 758849103 733360 11624034 SH DFND 2,5,6,8,10,11,12,13,19,20 10641409 142355 840270 REGENERON PHARMACEUTICALS COM 75886F107 1342009 3574117 SH DFND 2,5,6,8,10,11,12,13,19,20 3150315 80105 343697 REGENXBIO INC COM 75901B107 76906 1877130 SH DFND 2,5,8,13,20 1772867 0 104263 REGIONAL MGMT CORP COM 75902K106 5610 186800 SH DFND 2,5,20 159278 0 27522 REGIONS FINL CORP NEW COM 7591EP100 919938 53121080 SH DFND 2,5,6,8,10,11,12,13,19,20 48344008 742656 4034416 REGIS CORP MINN COM 758932107 14669 820863 SH DFND 2,5,8,20 733774 2156 84933 REINSURANCE GRP OF AMERICA I COM NEW 759351604 385969 2367036 SH DFND 2,5,6,8,10,11,12,13,19,20 2135264 65638 166134 RELIANCE STEEL & ALUMINUM CO COM 759509102 233522 1949916 SH DFND 2,5,6,8,10,11,12,13,19,20 1864320 1452 84144 ARDMORE SHIPPING CORP COM Y0207T100 5536 611745 SH DFND 2,5,20 511301 0 100444 RELIANT BANCORP INC COM 75956B101 3897 175232 SH DFND 2,20 143684 0 31548 RELX PLC SPONSORED ADR 759530108 1221 48321 SH DFND 1,20 48321 0 0 REMARK HLDGS INC COM 75955K102 6 11100 SH DFND 20 11100 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 409904 2091134 SH DFND 2,5,6,8,10,11,12,13,19,20 1906982 21025 163127 RENASANT CORP COM 75970E107 46787 1312835 SH DFND 2,5,8,20 1140240 385 172210 RENESOLA LTD SPONSORED ADS 75971T301 34 24141 SH DFND 2 24141 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 48293 1791944 SH DFND 2,5,8,20 1677489 0 114455 RENT A CTR INC NEW COM 76009N100 43179 1497193 SH DFND 2,5,8,20 1346048 2030 149115 REPAY HLDGS CORP COM CL A 76029L100 512 34930 SH DFND 2,8,20 34930 0 0 REPLIGEN CORP COM 759916109 143935 1556050 SH DFND 2,5,6,8,11,19,20 1392390 1100 162560 ARENA PHARMACEUTICALS INC COM NEW 040047607 83786 1844701 SH DFND 2,5,8,20 1687612 890 156199 REPLIMUNE GROUP INC COM 76029N106 2798 194981 SH DFND 2,20 168398 0 26583 REPUBLIC BANCORP KY CL A 760281204 11972 254367 SH DFND 2,5,8,20 224482 666 29219 REPUBLIC FIRST BANCORP INC COM 760416107 4299 1028403 SH DFND 2,5,20 892751 0 135652 REPUBLIC SVCS INC COM 760759100 974761 10827082 SH DFND 2,5,6,8,10,11,12,13,19,20 9445131 195682 1186269 RESIDEO TECHNOLOGIES INC COM 76118Y104 36783 3083205 SH DFND 1,2,5,6,8,11,12,13,20 2970437 1670 111098 RESMED INC COM 761152107 997803 6438687 SH DFND 2,5,6,8,10,11,12,13,19,20 5618655 223527 596505 RESOLUTE FST PRODS INC COM 76117W109 689 164019 SH DFND 2,5,8,20 164019 0 0 RESOURCES CONNECTION INC COM 76122Q105 16824 1030242 SH DFND 2,5,8,20 927786 743 101713 RESTAURANT BRANDS INTL INC COM 76131D103 2504 38975 SH DFND 5,8,20 38747 0 228 RESTORBIO INC COM 76133L103 508 340832 SH DFND 2,20 303945 0 36887 ARES CAP CORP COM 04010L103 1723 92405 SH DFND 20 88914 0 3491 RETAIL OPPORTUNITY INVTS COR COM 76131N101 102749 5818156 SH DFND 2,5,8,10,20 5333546 29854 454756 RETAIL PPTYS AMER INC CL A 76131V202 101406 7475237 SH DFND 2,5,8,10,12,13,20 6966470 54490 454277 RETAIL VALUE INC COM 76133Q102 27379 702624 SH DFND 2,5,8,10,13,20 664235 4031 34358 RETRACTABLE TECHNOLOGIES INC COM 76129W105 18 11683 SH DFND 20 11683 0 0 RETROPHIN INC COM 761299106 24671 1737401 SH DFND 2,5,8,20 1615050 0 122351 REV GROUP INC COM 749527107 9338 763520 SH DFND 2,5,8,20 684221 0 79299 REVANCE THERAPEUTICS INC COM 761330109 17129 1055390 SH DFND 2,5,8,20 905593 0 149797 REVLON INC CL A NEW 761525609 3422 159755 SH DFND 2,5,20 132209 0 27546 REVOLVE GROUP INC CL A 76156B107 195 10600 SH DFND 20 10600 0 0 REX AMERICAN RESOURCES CORP COM 761624105 18375 224196 SH DFND 2,5,6,8,20 206286 0 17910 ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 12981 12375000 SH DFND 2,5 12375000 0 0 REXFORD INDL RLTY INC COM 76169C100 206913 4512371 SH DFND 2,5,8,10,19,20 4046339 29475 436557 REXNORD CORP NEW COM 76169B102 71026 2177370 SH DFND 2,5,8,20 1852950 2700 321720 RGC RES INC COM 74955L103 3841 134405 SH DFND 2,5,20 116424 0 17981 RH COM 74967X103 111038 520086 SH DFND 2,5,6,8,11,13,20 468039 300 51747 RHYTHM PHARMACEUTICALS INC COM 76243J105 21411 932520 SH DFND 2,5,8,20 852411 0 80109 RIBBON COMMUNICATIONS INC COM 762544104 4032 1300788 SH DFND 2,5,8,20 1081732 2643 216413 RICHMOND MUT BANCORPORATIN I COM 76525P100 3324 208287 SH DFND 2,20 208287 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 7868 3676582 SH DFND 2,5,8,20 3082612 0 593970 RIGNET INC COM 766582100 1758 266412 SH DFND 2,5,20 229897 0 36515 RIMINI STR INC DEL COM 76674Q107 1347 347150 SH DFND 2,20 308491 0 38659 ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 12840 11875000 SH DFND 2,5 11875000 0 0 RING ENERGY INC COM 76680V108 4583 1735969 SH DFND 2,5,20 1557045 0 178924 RINGCENTRAL INC CL A 76680R206 248162 1471286 SH DFND 2,5,6,8,10,11,12,13,19,20 1379066 1100 91120 RINGCENTRAL INC NOTE 3/1 76680RAD9 29637 14150000 SH DFND 2,5 14150000 0 0 RIO TINTO PLC SPONSORED ADR 767204100 14061 236869 SH DFND 1,20 236869 0 0 RISE ED CAYMAN LTD SPONSORED ADR 76761L102 452 64713 SH DFND 2,5,20 64713 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 405 9431 SH DFND 8,20 9431 0 0 RITE AID CORP COM 767754872 25050 1619280 SH DFND 2,5,8,12,13,20 1619280 0 0 RIVERVIEW BANCORP INC COM 769397100 3096 377055 SH DFND 2,13,20 271894 0 105161 RLI CORP COM 749607107 452371 5025232 SH DFND 2,5,6,8,11,12,13,19,20 2142245 2759256 123731 RLJ LODGING TR COM 74965L101 113106 6264710 SH DFND 2,5,8,10,13,20 5538265 44783 681662 ACACIA RESH CORP ACACIA TCH COM 003881307 2491 936381 SH DFND 2,5,20 813098 0 123283 ARES COML REAL ESTATE CORP COM 04013V108 13552 838151 SH DFND 2,5,20 759922 0 78229 RMR GROUP INC CL A 74967R106 13867 303840 SH DFND 2,5,8,20 256469 893 46478 ROADRUNNER TRANSN SYS INC COM NEW 76973Q204 524 56866 SH DFND 2,20 56866 0 0 ROBERT HALF INTL INC COM 770323103 328473 5201468 SH DFND 2,5,6,8,10,11,12,13,19,20 4399286 172139 630043 ROCKET PHARMACEUTICALS INC COM 77313F106 20702 909562 SH DFND 2,5,8,20 829422 0 80140 ROCKWELL AUTOMATION INC COM 773903109 997434 4921470 SH DFND 1,2,5,6,8,10,11,12,13,19,20 4326177 136468 458825 ROCKWELL MED INC COM 774374102 2549 1044547 SH DFND 2,5,20 867885 0 176662 ROCKY BRANDS INC COM 774515100 4104 139462 SH DFND 2,20 119102 0 20360 ROGERS COMMUNICATIONS INC CL B 775109200 509 10187 SH DFND 2,20 10187 0 0 ROGERS CORP COM 775133101 66614 534063 SH DFND 2,5,8,20 477978 168 55917 ROKU INC COM CL A 77543R102 235241 1756840 SH DFND 2,5,6,8,10,11,12,13,19,20 1687138 0 69702 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 50979 1428388 SH DFND 2,5,8,20 1423088 0 5300 ROLLINS INC COM 775711104 230012 6936428 SH DFND 2,5,6,8,10,11,12,13,19,20 5891811 238360 806257 ROPER TECHNOLOGIES INC COM 776696106 1539917 4347223 SH DFND 2,5,6,8,10,11,12,13,19,20 3921603 68073 357547 ROSEHILL RES INC CL A 777385105 74 57516 SH DFND 2,20 51033 0 6483 ROSETTA STONE INC COM 777780107 8929 492238 SH DFND 2,5,8,20 432877 0 59361 ROSS STORES INC COM 778296103 1976359 16976114 SH DFND 2,5,6,8,10,11,12,13,19,20 14978226 612151 1385737 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1020802 7601737 SH DFND 2,5,6,8,10,11,12,13,19,20 6831815 124920 645002 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 4869 82552 SH DFND 1,2,20 82552 0 0 ROYAL GOLD INC COM 780287108 220756 1805776 SH DFND 2,5,6,8,11,13,19,20 1723238 1299 81239 RPC INC COM 749660106 9587 1829488 SH DFND 2,5,8,20 1752070 0 77418 RPM INTL INC COM 749685103 517199 6737866 SH DFND 2,5,6,8,10,11,12,13,19,20 6574374 2249 161243 ARGAN INC COM 04010E109 13666 340464 SH DFND 2,5,8,20 298210 0 42254 RPT REALTY SH BEN INT 74971D101 63096 4138302 SH DFND 2,5,8,10,20 3798816 22421 317065 RTI SURGICAL HOLDINGS INC COM 74975N105 3231 1179291 SH DFND 2,5,20 1023074 0 156217 RTW RETAILWINDS INC COM 74980D100 361 450479 SH DFND 2,5,20 382845 0 67634 RUBICON PROJ INC COM 78112V102 9684 1186726 SH DFND 2,5,8,20 1186726 0 0 RUBIUS THERAPEUTICS INC COM 78116T103 6301 663278 SH DFND 2,5,8,20 570372 0 92906 RUSH ENTERPRISES INC CL A 781846209 29105 625905 SH DFND 2,5,8,10,20 540294 1100 84511 RUSH ENTERPRISES INC CL B 781846308 4896 107142 SH DFND 2,5,10,20 92403 0 14739 RUTHS HOSPITALITY GROUP INC COM 783332109 18320 841721 SH DFND 2,5,8,20 758716 0 83005 RYANAIR HLDGS PLC SPONSORED ADS 783513203 6329 72237 SH DFND 1,2,8,20 72237 0 0 RYDER SYS INC COM 783549108 88628 1631885 SH DFND 2,5,6,8,11,12,13,20 1568560 831 62494 ARGO GROUP INTL HLDGS LTD COM G0464B107 53334 811157 SH DFND 2,5,8,19,20 711387 217 99553 RYERSON HLDG CORP COM 783754104 3473 293586 SH DFND 2,5,20 255332 0 38254 RYMAN HOSPITALITY PPTYS INC COM 78377T107 175394 2003115 SH DFND 2,5,8,10,13,19,20 1802340 11879 188896 S & T BANCORP INC COM 783859101 47970 1190615 SH DFND 2,5,8,19,20 1075450 536 114629 S&P GLOBAL INC COM 78409V104 3185755 11667297 SH DFND 2,5,6,8,10,11,12,13,19,20 10489816 169665 1007816 SABINE ROYALTY TR UNIT BEN INT 785688102 455 11298 SH DFND 2 11298 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 169158 7926810 SH DFND 2,5,6,8,10,11,20 7118788 52083 755939 SABRE CORP COM 78573M104 201432 8976475 SH DFND 2,5,6,8,10,11,12,13,19,20 7680370 179976 1116129 SACHEM CAP CORP COM 78590A109 58 13265 SH DFND 2,20 13265 0 0 SAFE BULKERS INC COM Y7388L103 1300 764977 SH DFND 2,20 654226 0 110751 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 3875 352935 SH DFND 2,5,20 299180 0 53755 ARISTA NETWORKS INC COM 040413106 441286 2169548 SH DFND 2,5,6,8,10,11,12,13,19,20 1925689 52829 191030 SAFEHOLD INC COM 78645L100 12341 306231 SH DFND 2,5,8,20 306231 0 0 SAFETY INS GROUP INC COM 78648T100 45777 494731 SH DFND 2,5,8,13,19,20 442567 6200 45964 SAGA COMMUNICATIONS INC CL A NEW 786598300 1994 64941 SH DFND 2,20 53667 0 11274 SAGE THERAPEUTICS INC COM 78667J108 119682 1657872 SH DFND 2,5,8,13,19,20 1591299 1600 64973 SAIA INC COM 78709Y105 71858 771667 SH DFND 2,5,8,20 691081 0 80586 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 43406 1839235 SH DFND 2,5,8,20 1577881 0 261354 SALESFORCE COM INC COM 79466L302 5762334 35429991 SH DFND 2,5,6,8,10,11,12,13,19,20 31823201 442533 3164257 SALLY BEAUTY HLDGS INC COM 79546E104 72783 3988128 SH DFND 2,5,6,8,11,12,13,20 3620468 646 367014 SANDERSON FARMS INC COM 800013104 152595 865934 SH DFND 2,5,6,8,11,12,19,20 804368 544 61022 SANDRIDGE ENERGY INC COM NEW 80007P869 2750 648695 SH DFND 2,5,20 529656 0 119039 ARLINGTON ASSET INVT CORP CL A NEW 041356205 4365 753316 SH DFND 2,5,20 652011 0 101305 SANDY SPRING BANCORP INC COM 800363103 33866 894034 SH DFND 2,5,8,20 791570 0 102464 SANFILIPPO JOHN B & SON INC COM 800422107 22929 251190 SH DFND 2,5,8,20 224061 0 27129 SANGAMO THERAPEUTICS INC COM 800677106 40298 4814626 SH DFND 2,5,8,20 4455202 100 359324 SANMINA CORPORATION COM 801056102 73317 2141280 SH DFND 2,5,8,12,20 1934665 833 205782 SANOFI SPONSORED ADR 80105N105 692 13775 SH DFND 1,2,20 13775 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 33098 1416249 SH DFND 2,5,8,12,13,19,20 1292508 0 123741 SAP SE SPON ADR 803054204 4458 33269 SH DFND 1,20 33269 0 0 SAREPTA THERAPEUTICS INC COM 803607100 260456 2018411 SH DFND 2,5,6,8,10,11,12,13,19,20 1929414 2300 86697 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 36087 18458000 SH DFND 2,5 18458000 0 0 SASOL LTD SPONSORED ADR 803866300 6749 312322 SH DFND 5,13,20 284793 0 27529 ARLO TECHNOLOGIES INC COM 04206A101 9044 2148131 SH DFND 2,5,8,20 1968608 0 179523 SATSUMA PHARMACEUTICALS INC COM 80405P107 805 40893 SH DFND 2,20 40893 0 0 SAUL CTRS INC COM 804395101 26720 506243 SH DFND 2,5,8,10,20 453691 3627 48925 SAVARA INC COM 805111101 2454 547749 SH DFND 2,20 466458 0 81291 SB ONE BANCORP COM 78413T103 3874 155448 SH DFND 2,20 126112 0 29336 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1232807 5115596 SH DFND 2,5,6,8,10,11,12,13,19,20 4491325 58956 565315 SCANSOURCE INC COM 806037107 31808 860844 SH DFND 2,5,8,20 773967 1058 85819 SCHLUMBERGER LTD COM 806857108 2737517 67271012 SH DFND 2,5,6,8,10,11,12,13,19,20 61192126 704969 5373917 SCHNEIDER NATIONAL INC CL B 80689H102 18562 848343 SH DFND 2,5,8,20 792957 0 55386 SCHNITZER STL INDS CL A 806882106 22811 1052187 SH DFND 2,5,8,20 968652 314 83221 SCHOLAR ROCK HLDG CORP COM 80706P103 4672 354477 SH DFND 2,5,20 313498 0 40979 ARMADA HOFFLER PPTYS INC COM 04208T108 40417 2179930 SH DFND 2,5,8,10,20 1990886 0 189044 SCHOLASTIC CORP COM 807066105 36729 955251 SH DFND 2,5,6,8,20 857546 1273 96432 SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 79649 1450000 SH DFND 2 1450000 0 0 SCHWAB STRATEGIC TR US REIT ETF 808524847 640 13931 SH DFND 1 13931 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 39404 938411 SH DFND 2,5,20 856000 1364 81047 SCIENCE APPLICATNS INTL CP N COM 808625107 147678 1697054 SH DFND 1,2,5,6,8,11,13,20 1519321 833 176900 SCIENTIFIC GAMES CORP COM 80874P109 46031 1718871 SH DFND 2,5,6,8,13,20 1543236 1300 174335 SCORPIO BULKERS INC COM Y7546A122 6162 967383 SH DFND 2,5,20 804781 0 162602 SCORPIO TANKERS INC SHS Y7542C130 31192 792892 SH DFND 2,5,20 792892 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 103942 978918 SH DFND 2,5,6,8,11,13,20 927806 385 50727 SCRIPPS E W CO OHIO CL A NEW 811054402 25244 1606895 SH DFND 2,5,8,20 1436133 1039 169723 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 35765 2001410 SH DFND 2,5,6,8,20 1816776 1237 183397 SCULPTOR CAP MGMT COM CL A 811246107 6461 292356 SH DFND 2,5,20 292356 0 0 SEA LTD NOTE 2.250% 7/0 81141RAB6 35608 16525000 SH DFND 2,5 16525000 0 0 SEA LTD SPONSORED ADS 81141R100 6662 165650 SH DFND 1,2,5,8,10,13,20 165650 0 0 SEABOARD CORP COM 811543107 14656 3448 SH DFND 2,5,8,20 3129 12 307 SEACHANGE INTL INC COM 811699107 222 52993 SH DFND 2,20 52993 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 50734 1659605 SH DFND 2,5,8,20 1504706 0 154899 SEACOR HOLDINGS INC COM 811904101 25633 594047 SH DFND 2,5,6,8,20 539483 100 54464 SEACOR MARINE HLDGS INC COM 78413P101 5041 365568 SH DFND 2,5,20 308795 0 56773 SEADRILL LTD COM G7998G106 2601 1024083 SH DFND 2,5,20 1024083 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 634623 10551343 SH DFND 2,5,6,8,10,11,12,13,19,20 8858571 319193 1373579 ARMSTRONG FLOORING INC COM 04238R106 2045 478960 SH DFND 2,5,20 386833 0 92127 SEALED AIR CORP NEW COM 81211K100 273589 6868911 SH DFND 2,5,6,8,10,11,12,13,19,20 6031665 89261 747985 SEASPAN CORP SHS Y75638109 23650 1664319 SH DFND 2,5,8,13,20 1199926 0 464393 SEASPINE HLDGS CORP COM 81255T108 3451 287353 SH DFND 2,20 243334 0 44019 SEATTLE GENETICS INC COM 812578102 355573 3111963 SH DFND 2,5,6,8,10,11,12,13,19,20 2749050 58242 304671 SEAWORLD ENTMT INC COM 81282V100 32979 1040008 SH DFND 2,5,8,20 890342 0 149666 SECOND SIGHT MED PRODS INC COM 81362J100 16 21233 SH DFND 20 21233 0 0 SECUREWORKS CORP CL A 81374A105 2593 155665 SH DFND 2,20 138979 0 16686 SEI INVESTMENTS CO COM 784117103 406326 6172587 SH DFND 2,5,6,8,10,11,12,13,19,20 5569813 190015 412759 SELECT BANCORP INC NEW COM 81617L108 4051 329338 SH DFND 2,20 292895 0 36443 SELECT ENERGY SVCS INC CL A COM 81617J301 13019 1402870 SH DFND 2,5,8,20 1230340 0 172530 1ST SOURCE CORP COM 336901103 18205 350915 SH DFND 2,5,8,20 302621 0 48294 ACADIA HEALTHCARE COMPANY IN COM 00404A109 73139 2201667 SH DFND 2,5,6,8,11,13,20 2094604 1700 105363 ARMSTRONG WORLD INDS INC NEW COM 04247X102 75903 807734 SH DFND 2,5,8,19,20 745203 851 61680 SELECT INTERIOR CONCEPTS INC CL A 816120307 3100 344783 SH DFND 2,20 344783 0 0 SELECT MED HLDGS CORP COM 81619Q105 80907 3466458 SH DFND 2,5,8,20 3119120 0 347338 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 1999 37272 SH DFND 2 37272 0 0 SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 9529 246416 SH DFND 12 246416 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2180 17383 SH DFND 2 17383 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2477 39324 SH DFND 2 39324 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 136792 1332965 SH DFND 1,2,12,20 1332965 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 132839 4315757 SH DFND 1,2,12,20 4315757 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 143474 1565119 SH DFND 1,2,12,20 1329355 0 235764 SELECTIVE INS GROUP INC COM 816300107 138513 2124753 SH DFND 2,5,6,8,11,12,13,20 1945254 741 178758 ARQULE INC COM 04269E107 84161 4216472 SH DFND 2,5,8,20 3882933 0 333539 SEMPRA ENERGY 6% PFD CONV A 816851406 55845 466150 SH DFND 2 466150 0 0 SEMPRA ENERGY 6.75% CNV PFD B 816851505 19100 160500 SH DFND 2 160500 0 0 SEMPRA ENERGY COM 816851109 2356091 15454977 SH DFND 2,5,6,8,10,11,12,13,19,20 14235163 198723 1021091 SEMTECH CORP COM 816850101 125651 2375252 SH DFND 2,5,6,8,11,13,19,20 2166313 451 208488 SENECA FOODS CORP NEW CL A 817070501 8604 210936 SH DFND 2,5,20 187931 0 23005 SENIOR HSG PPTYS TR SH BEN INT 81721M109 108006 12796945 SH DFND 2,5,6,8,10,11,12,13,20 12217558 58771 520616 SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 180996 3359860 SH DFND 2,5,6,8,10,11,12,13,19,20 2845646 104938 409276 SENSEONICS HLDGS INC COM 81727U105 1698 1854197 SH DFND 2,5,20 1645882 0 208315 SENSIENT TECHNOLOGIES CORP COM 81725T100 88633 1341101 SH DFND 2,5,6,8,11,13,19,20 1207874 760 132467 SEQUENTIAL BRNDS GROUP INC N COM 81734P107 6 18575 SH DFND 20 18575 0 0 ARROW ELECTRS INC COM 042735100 305389 3603834 SH DFND 2,5,6,8,10,11,12,13,19,20 2624457 190505 788872 SERES THERAPEUTICS INC COM 81750R102 2427 703400 SH DFND 2,5,20 594680 0 108720 SERITAGE GROWTH PPTYS CL A 81752R100 55889 1394442 SH DFND 2,5,8,10,20 1257161 8600 128681 SERVICE CORP INTL COM 817565104 203019 4410587 SH DFND 2,5,6,8,11,13,20 4186272 2037 222278 SERVICE PPTYS TR COM SH BEN INT 81761L102 197945 8135841 SH DFND 2,5,6,8,10,11,12,13,19,20 8135841 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 66919 1730951 SH DFND 2,5,8,12,13,19,20 1567926 2100 160925 SERVICENOW INC COM 81762P102 2168073 7679487 SH DFND 2,5,6,8,10,11,12,13,19,20 7235748 95206 348533 SERVICENOW INC NOTE 6/0 81762PAC6 52118 24725000 SH DFND 2,5 24725000 0 0 SERVICESOURCE INTL INC COM 81763U100 67 40399 SH DFND 20 40399 0 0 SERVISFIRST BANCSHARES INC COM 81768T108 54511 1439964 SH DFND 2,5,8,20 1286527 0 153437 SESEN BIO INC COM 817763105 13 12790 SH DFND 2 12790 0 0 ARROW FINL CORP COM 042744102 12716 336393 SH DFND 2,5,8,13,20 293766 52 42575 SFL CORPORATION LTD SHS G7738W106 23275 1600764 SH DFND 2,5,10,20 1600764 0 0 SHAKE SHACK INC CL A 819047101 49519 831266 SH DFND 2,5,8,20 743776 0 87490 SHARPSPRING INC COM 820054104 1921 167440 SH DFND 2,20 167440 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 58983 1417529 SH DFND 2,5,8,20 1264303 0 153226 SHERWIN WILLIAMS CO COM 824348106 2077229 3559702 SH DFND 2,5,6,8,10,11,12,13,19,20 3169747 41917 348038 SHILOH INDS INC COM 824543102 66 18494 SH DFND 20 18494 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1024 26900 SH DFND 2,5,20 26900 0 0 SHOCKWAVE MED INC COM 82489T104 18960 431705 SH DFND 2,5,20 431705 0 0 SHOE CARNIVAL INC COM 824889109 12906 346196 SH DFND 2,5,8,10,20 313814 0 32382 SHOPIFY INC CL A 82509L107 13820 34761 SH DFND 2,8,20 34761 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 261615 4124470 SH DFND 2,5,6,8,11,13,20 3842658 0 281812 SHORE BANCSHARES INC COM 825107105 5194 299180 SH DFND 2,5,13,20 246272 0 52908 SHOTSPOTTER INC COM 82536T107 3777 148111 SH DFND 2,5,20 124243 0 23868 SHUTTERSTOCK INC COM 825690100 25007 583196 SH DFND 2,5,8,20 522489 0 60707 SI BONE INC COM 825704109 6248 290601 SH DFND 2,5,20 250725 0 39876 SIEBERT FINL CORP COM 826176109 995 114977 SH DFND 2,20 99599 0 15378 SIENTRA INC COM 82621J105 6500 727107 SH DFND 2,5,20 617536 0 109571 SIERRA BANCORP COM 82620P102 8688 298347 SH DFND 2,5,13,20 255102 0 43245 SIGA TECHNOLOGIES INC COM 826917106 5327 1116732 SH DFND 2,5,20 947959 0 168773 SIGNATURE BK NEW YORK N Y COM 82669G104 301556 2207421 SH DFND 2,5,6,8,10,11,12,13,19,20 2038038 34474 134909 SIGNET JEWELERS LIMITED SHS G81276100 39563 1819820 SH DFND 2,5,8,12,13,20 1645830 1559 172431 ARTESIAN RESOURCES CORP CL A 043113208 6402 172061 SH DFND 2,5,13,20 144844 0 27217 SILGAN HOLDINGS INC COM 827048109 62186 2000845 SH DFND 2,5,6,8,11,20 1907238 2484 91123 SILICOM LTD ORD M84116108 239 7172 SH DFND 2 7172 0 0 SILICON LABORATORIES INC COM 826919102 171380 1477672 SH DFND 2,5,6,8,11,13,19,20 1343210 505 133957 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 17138 12874000 SH DFND 2,5 12874000 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2186 43112 SH DFND 2,10,19 43112 0 0 SILK ROAD MEDICAL INC COM 82710M100 11297 279770 SH DFND 2,5,8,20 279770 0 0 SILVERBOW RES INC COM 82836G102 1497 151183 SH DFND 2,20 122730 0 28453 SILVERCREST ASSET MGMT GROUP CL A 828359109 1437 114195 SH DFND 2,20 93943 0 20252 SILVERGATE CAP CORP CL A 82837P408 355 22300 SH DFND 2,20 22300 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 102427 3801895 SH DFND 2,5,8,20 3514326 1400 286169 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 35950 1112329 SH DFND 2,5,8,20 958791 100 153438 SIMON PPTY GROUP INC NEW COM 828806109 3038083 20395295 SH DFND 1,2,5,6,8,10,11,12,13,19,20 18574154 283316 1537825 SIMPLY GOOD FOODS CO COM 82900L102 48090 1685020 SH DFND 2,5,8,20 1441794 0 243226 SIMPSON MANUFACTURING CO INC COM 829073105 100592 1250192 SH DFND 2,5,8,20 1111950 180 138062 SIMULATIONS PLUS INC COM 829214105 7652 263231 SH DFND 2,5,8,20 228203 0 35028 SINA CORP ORD G81477104 50908 1274939 SH DFND 2,5,8,10,11,12,13,19,20 1055820 46400 172719 SINCLAIR BROADCAST GROUP INC CL A 829226109 29186 875393 SH DFND 2,5,8,20 803372 10238 61783 SINOVAC BIOTECH LTD SHS P8696W104 1041 160875 SH DFND 2 160875 0 0 SIRIUS XM HLDGS INC COM 82968B103 262698 36740926 SH DFND 2,5,6,8,10,11,12,13,19,20 29816534 1123923 5800469 SITE CENTERS CORP COM 82981J109 74350 5223223 SH DFND 2,5,8,10,12,13,20 4871276 40641 311306 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 76032 838747 SH DFND 2,5,8,13,19,20 710989 300 127458 ARVINAS INC COM 04335A105 18024 438648 SH DFND 2,5,8,20 402043 0 36605 SITO MOBILE LTD COM NEW 82988R203 4 13300 SH DFND 20 13300 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 85369 1892471 SH DFND 2,5,6,8,11,13,20 1793464 6800 92207 SJW GROUP COM 784305104 45660 642561 SH DFND 2,5,8,13,19,20 560956 0 81605 SK TELECOM LTD SPONSORED ADR 78440P108 6564 284015 SH DFND 2,5,10,20 281807 0 2208 SKECHERS U S A INC CL A 830566105 209832 4858355 SH DFND 2,5,6,8,10,11,12,13,19,20 4692947 1936 163472 SKYLINE CHAMPION CORPORATION COM 830830105 38152 1203536 SH DFND 2,5,8,20 1050975 0 152561 SKYWEST INC COM 830879102 102298 1579855 SH DFND 2,5,8,10,13,20 1415329 15810 148716 SKYWORKS SOLUTIONS INC COM 83088M102 970490 8028543 SH DFND 2,5,6,8,10,11,12,13,19,20 7130291 251809 646443 SL GREEN RLTY CORP COM 78440X101 547002 5896990 SH DFND 2,5,6,8,10,11,12,13,19,20 5405406 79496 412088 SLACK TECHNOLOGIES INC COM CL A 83088V102 4022 178926 SH DFND 2,20 178926 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 69226 619254 SH DFND 2,5,8,12,20 559732 759 58763 SLEEP NUMBER CORP COM 83125X103 40969 832027 SH DFND 2,5,8,20 742081 0 89946 SLM CORP COM 78442P106 92930 10429815 SH DFND 1,2,5,6,8,11,12,13,20 9508257 5927 915631 SM ENERGY CO COM 78454L100 89732 7983290 SH DFND 2,5,8,12,20 7840702 2492 140096 SMART GLOBAL HLDGS INC SHS G8232Y101 21968 579017 SH DFND 2,5,8,20 537211 0 41806 SMART SAND INC COM 83191H107 839 332813 SH DFND 2,20 278409 0 54404 SMARTFINANCIAL INC COM NEW 83190L208 5007 211711 SH DFND 2,20 171527 0 40184 SMARTSHEET INC COM CL A 83200N103 53881 1199494 SH DFND 2,5,8,13,19,20 1199494 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 3212 66810 SH DFND 1,2,20 66810 0 0 SMITH A O CORP COM 831865209 441909 9276007 SH DFND 2,5,6,8,10,11,12,13,19,20 8588702 147180 540125 SMUCKER J M CO COM NEW 832696405 860131 8260167 SH DFND 2,5,6,8,10,11,12,13,19,20 7571510 86647 602010 ASCENDIS PHARMA A S SPONSORED ADR 04351P101 13291 95537 SH DFND 1,2,5,20 95537 0 0 SNAP INC CL A 83304A106 121669 7450655 SH DFND 2,5,6,8,10,11,12,13,19,20 7437255 0 13400 SNAP ON INC COM 833034101 425918 2514275 SH DFND 2,5,6,8,10,11,12,13,19,20 2174755 77778 261742 SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 662 54200 SH DFND 1,5,20 54200 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 24186 906173 SH DFND 1,2,5,8,13,19,20 903166 0 3007 SOGOU INC ADR REPSTG A 83409V104 156 34235 SH DFND 2 34235 0 0 SOHU COM LTD SPONSORED ADS 83410S108 1932 172838 SH DFND 1,2,5,20 169571 700 2567 SOLAREDGE TECHNOLOGIES INC COM 83417M104 62326 655440 SH DFND 2,5,6,8,11,13,20 649440 0 6000 SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 11394 813890 SH DFND 2,5,8,20 716136 0 97754 SOLARWINDS CORP COM 83417Q105 10538 568084 SH DFND 2,20 535559 0 32525 SOLID BIOSCIENCES INC COM 83422E105 1550 348297 SH DFND 2,5,8,20 292937 0 55360 ACADIA PHARMACEUTICALS INC COM 004225108 171277 4003677 SH DFND 2,5,8,13,19,20 3657610 3000 343067 ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 407 73165 SH DFND 5,20 73165 0 0 SOLITARIO ZINC CORP COM 8342EP107 3 11586 SH DFND 20 11586 0 0 SOLITON INC COM 834251100 919 83709 SH DFND 2,20 83709 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 31705 1019598 SH DFND 2,5,8,20 945451 1513 72634 SONIM TECHNOLOGIES INC COM 83548F101 192 52936 SH DFND 2,20 52936 0 0 SONOCO PRODS CO COM 835495102 425166 6888633 SH DFND 2,5,6,8,11,12,13,19,20 6747044 1764 139825 SONOS INC COM 83570H108 20444 1308843 SH DFND 2,5,8,20 1121057 0 187786 SONY CORP SPONSORED ADR 835699307 3274 48146 SH DFND 1,2,20 48146 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 7730 2286913 SH DFND 2,5,20 1910484 0 376429 SOUND FINL BANCORP INC COM 83607A100 210 5829 SH DFND 20 600 0 5229 SOUTH JERSEY INDS INC COM 838518108 88991 2698325 SH DFND 2,5,8,12,20 2413869 1376 283080 ASGN INC COM 00191U102 114347 1611197 SH DFND 2,5,6,8,11,13,19,20 1451812 476 158909 SOUTH PLAINS FINANCIAL INC COM 83946P107 2628 125904 SH DFND 2,20 125904 0 0 SOUTH ST CORP COM 840441109 82413 950001 SH DFND 2,5,8,20 844183 600 105218 SOUTHERN CO COM 842587107 3644596 57215014 SH DFND 1,2,5,6,8,10,11,12,13,19,20 52308244 566158 4340612 SOUTHERN CO UNIT 08/01/2022 842587602 49248 920000 SH DFND 2 920000 0 0 SOUTHERN COPPER CORP COM 84265V105 157255 3701868 SH DFND 2,5,8,10,12,13,19,20 2237195 46476 1418197 SOUTHERN FIRST BANCSHARES IN COM 842873101 5396 126985 SH DFND 2,5,20 108921 0 18064 SOUTHERN MO BANCORP INC COM 843380106 6808 177471 SH DFND 2,20 135996 0 41475 SOUTHERN NATL BANCORP OF VA COM 843395104 7357 449948 SH DFND 2,20 362312 0 87636 SOUTHSIDE BANCSHARES INC COM 84470P109 39299 1058130 SH DFND 2,5,8,20 960264 0 97866 SOUTHWEST AIRLS CO COM 844741108 2097599 38729343 SH DFND 1,2,5,6,8,10,11,12,13,19,20 37119235 191124 1418984 ASHFORD HOSPITALITY TR INC COM SHS 044103109 9161 3214401 SH DFND 2,5,8,20 2882032 3161 329208 SOUTHWEST GAS HOLDINGS INC COM 844895102 132741 1747278 SH DFND 2,5,6,8,11,13,19,20 1582544 773 163961 SOUTHWESTERN ENERGY CO COM 845467109 104857 43329349 SH DFND 2,5,13,20 41660779 13572 1654998 SP PLUS CORP COM 78469C103 21032 495683 SH DFND 2,5,8,20 426840 0 68843 SPARK ENERGY INC CL A COM 846511103 2034 220401 SH DFND 2,5,20 190294 0 30107 SPARTAN MTRS INC COM 846819100 11975 662333 SH DFND 2,5,8,20 569304 0 93029 SPARTANNASH CO COM 847215100 18339 1287883 SH DFND 2,5,8,20 1175268 1026 111589 SPDR GOLD TRUST GOLD SHS 78463V107 76270 533733 SH DFND 1,8,10,12,20 351655 0 182078 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 136748 2654263 SH DFND 1,2,5 2646246 48 7969 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 127781 3294169 SH DFND 1,2,12,20 3268962 5679 19528 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4871 119410 SH DFND 10 0 0 119410 ASHLAND GLOBAL HLDGS INC COM 044186104 128122 1674141 SH DFND 2,5,6,8,11,12,13,19,20 1438478 899 234764 SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 318 6892 SH DFND 1 6892 0 0 SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 47227 476600 SH DFND 10 0 0 476600 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 24453 948884 SH DFND 1 945709 0 3175 SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 135378 4318280 SH DFND 2,12,20 488293 0 3829987 SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 65413 1740177 SH DFND 2,5,12,19 606077 0 1134100 SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 5091 92488 SH DFND 5 92488 0 0 SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 9538 133500 SH DFND 10 0 0 133500 SPDR INDEX SHS FDS S&P INTL ETF 78463X772 456 11350 SH DFND 1 7076 0 4274 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 105007 3295899 SH DFND 1,2,19,20 3092292 39351 164256 SPDR S&P 500 ETF TR TR UNIT 78462F103 1388981 4297075 SH DFND 1,2,10,12,20 3418026 1264 877785 ASML HOLDING N V N Y REGISTRY SHS N07059210 91510 309182 SH DFND 2,5,6,20 309139 43 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 50678 134848 SH DFND 1,20 92681 1280 40887 SPDR SERIES TRUST BLOMBERG 1 10 YR 78468R861 221963 11318874 SH DFND 2 11318874 0 0 SPDR SERIES TRUST BLOMBERG BRC INT 78464A334 211 6824 SH DFND 1 6824 0 0 SPDR SERIES TRUST BLOMBERG BRC INV 78468R200 10480 341034 SH DFND 20 0 0 341034 SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 7441 258269 SH DFND 1,20 19448 0 238821 SPDR SERIES TRUST BLOMBRG BRC EMRG 78464A391 4407 157891 SH DFND 1 157891 0 0 SPDR SERIES TRUST BLOMBRG BRC INTL 78464A151 3262 95485 SH DFND 20 0 0 95485 SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 1070331 9771144 SH DFND 2,5,8,19,20 9771144 0 0 SPDR SERIES TRUST BLOOMBERG SRT TR 78468R408 27539 1022229 SH DFND 12,20 517060 0 505169 SPDR SERIES TRUST DJ REIT ETF 78464A607 159054 1559048 SH DFND 1,2,20 1131478 14557 413013 ASPEN AEROGELS INC COM 04523Y105 84 10864 SH DFND 2,20 10864 0 0 SPDR SERIES TRUST FTSE INT GVT ETF 78464A490 51422 933031 SH DFND 2,20 617068 0 315963 SPDR SERIES TRUST NUVEEN BRC MUNIC 78468R721 28792 569242 SH DFND 2 569242 0 0 SPDR SERIES TRUST PORTFLI HIGH YLD 78468R606 2763 104800 SH DFND 10 0 0 104800 SPDR SERIES TRUST PORTFLI INTRMDIT 78464A672 9830 317805 SH DFND 1,2,12 317805 0 0 SPDR SERIES TRUST PORTFLI MORTGAGE 78464A383 8172 312979 SH DFND 2 312979 0 0 SPDR SERIES TRUST PORTFLI TIPS ETF 78464A656 264922 9279239 SH DFND 1,2,20 5108848 0 4170391 SPDR SERIES TRUST PORTFOLIO AGRGTE 78464A649 327398 11143575 SH DFND 1,2,20 22579 4900 11116096 SPDR SERIES TRUST PORTFOLIO INTRMD 78464A375 56019 1586491 SH DFND 1,2,12 1480405 104855 1231 SPDR SERIES TRUST PORTFOLIO LN COR 78464A367 59121 1963494 SH DFND 2,12,20 1046879 0 916615 SPDR SERIES TRUST PORTFOLIO LN TSR 78464A664 460042 11835394 SH DFND 2,12,20 11312567 0 522827 ASPEN TECHNOLOGY INC COM 045327103 112019 926313 SH DFND 2,5,8,13,19,20 834976 1068 90269 SPDR SERIES TRUST PORTFOLIO LR ETF 78464A854 22569 596736 SH DFND 12 596736 0 0 SPDR SERIES TRUST PORTFOLIO SH TSR 78468R101 85165 2842629 SH DFND 1,2 2842629 0 0 SPDR SERIES TRUST PORTFOLIO SHORT 78464A474 261952 8493916 SH DFND 1,2,20 906473 0 7587443 SPDR SERIES TRUST S&P 600 SML CAP 78464A813 9576 132177 SH DFND 20 0 0 132177 SPDR SERIES TRUST S&P DIVID ETF 78464A763 9274 86217 SH DFND 1 81430 0 4787 SPDR SERIES TRUST S&P REGL BKG 78464A698 1174 20158 SH DFND 20 20158 0 0 SPDR SERIES TRUST SPDR BLOOMBERG 78468R663 12490 136603 SH DFND 2,12 136603 0 0 SPDR SERIES TRUST WELLS FG PFD ETF 78464A292 876 19903 SH DFND 1 19903 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 41311 642578 SH DFND 2,5,8,12,13,20 587294 1271 54013 SPECTRUM PHARMACEUTICALS INC COM 84763A108 17625 4842001 SH DFND 2,5,8,20 4482900 0 359101 ASSEMBLY BIOSCIENCES INC COM 045396108 9528 465702 SH DFND 2,5,8,20 399899 0 65803 SPERO THERAPEUTICS INC COM 84833T103 2006 208591 SH DFND 2,20 182848 0 25743 SPIRE INC COM 84857L101 149469 1782087 SH DFND 2,5,6,8,11,13,19,20 1628444 1239 152404 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 273389 3745147 SH DFND 2,5,6,8,10,11,12,13,19,20 3157825 143175 444147 SPIRIT AIRLS INC COM 848577102 56300 1396675 SH DFND 2,5,8,13,20 1197659 0 199016 SPIRIT MTA REIT COM SHS BEN IN 84861U105 8 10430 SH DFND 20 10430 0 0 SPIRIT OF TEX BANCSHARES INC COM 84861D103 5842 253983 SH DFND 2,20 199789 0 54194 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 162769 3268180 SH DFND 2,5,6,8,10,11,12,13,20 3045459 25753 196968 SPLUNK INC COM 848637104 482575 3222107 SH DFND 2,5,6,8,10,11,12,13,19,20 2805696 73472 342939 SPLUNK INC NOTE 0.500% 9/1 848637AC8 47186 39150000 SH DFND 2,5 39150000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 34281 27675000 SH DFND 2,5 27675000 0 0 ASSERTIO THERAPEUTICS INC COM 04545L107 1987 1589438 SH DFND 2,5,20 1356225 0 233213 SPOK HLDGS INC COM 84863T106 7429 607402 SH DFND 2,5,20 554137 0 53265 SPORTSMANS WHSE HLDGS INC COM 84920Y106 5981 744866 SH DFND 2,5,20 597733 0 147133 SPOTIFY TECHNOLOGY S A SHS L8681T102 184419 1233161 SH DFND 2,5,8,10,12,13,19,20 1230461 0 2700 SPRINGWORKS THERAPEUTICS INC COM 85205L107 5591 145253 SH DFND 2,20 145253 0 0 SPRINT CORPORATION COM 85207U105 102977 19765178 SH DFND 2,5,6,8,10,11,12,13,19,20 17073558 395767 2295853 SPROUTS FMRS MKT INC COM 85208M102 59313 3065247 SH DFND 2,5,6,8,11,12,13,19,20 2912871 900 151476 SPS COMMERCE INC COM 78463M107 57934 1045365 SH DFND 2,5,8,13,20 931151 1200 113014 SPX CORP COM 784635104 64317 1264094 SH DFND 2,5,8,20 1125614 951 137529 SPX FLOW INC COM 78469X107 59397 1215404 SH DFND 2,5,8,12,20 1085309 951 129144 SQUARE INC CL A 852234103 440660 7043796 SH DFND 2,5,6,8,10,11,12,13,19,20 6126381 171012 746403 ASSETMARK FINL HLDGS INC COM 04546L106 6844 235846 SH DFND 2,8,20 235846 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 31150 27950000 SH DFND 2,5 27950000 0 0 SRC ENERGY INC COM 78470V108 52635 12775475 SH DFND 2,5,20 12040196 3100 732179 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 286943 4673342 SH DFND 2,5,6,8,10,11,12,13,19,20 4045176 106130 522036 SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 3820 82000 SH DFND 10 0 0 82000 SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 55631 1622382 SH DFND 1 1518299 54329 49754 SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 807 31780 SH DFND 1 31780 0 0 ST JOE CO COM 790148100 20063 1011733 SH DFND 2,5,8,13,20 899880 0 111853 STAAR SURGICAL CO COM PAR $0.01 852312305 40054 1138875 SH DFND 2,5,8,20 996786 2097 139992 STAG INDL INC COM 85254J102 123540 3898547 SH DFND 2,5,8,10,20 3348004 34813 515730 STAGE STORES INC COM NEW 85254C305 127 15674 SH DFND 20 15674 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 111977 4270937 SH DFND 2,5,8,10,20 3923717 23456 323764 ASSOCIATED BANC CORP COM 045487105 120762 5479229 SH DFND 2,5,6,8,11,12,13,20 5290384 1561 187284 STAMPS COM INC COM NEW 852857200 45355 543044 SH DFND 2,5,8,13,20 490560 200 52284 STANDARD DIVERSIFIED INC COM CL A 85336L109 259 17680 SH DFND 2 17680 0 0 STANDARD MTR PRODS INC COM 853666105 33543 630268 SH DFND 2,5,8,20 565414 800 64054 STANDEX INTL CORP COM 854231107 31299 394446 SH DFND 2,5,8,20 354765 14 39667 STANLEY BLACK & DECKER INC COM 854502101 1194749 7208575 SH DFND 2,5,6,8,10,11,12,13,19,20 6516486 104200 587889 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 26290 241129 SH DFND 2 241129 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 19005 175000 SH DFND 2 175000 0 0 STAR BULK CARRIERS CORP SHS PAR Y8162K204 1013 85742 SH DFND 2 85742 0 0 STAR GROUP L P UNIT LTD PARTNR 85512C105 565 59727 SH DFND 5,8,20 59727 0 0 STARBUCKS CORP COM 855244109 4580780 52101678 SH DFND 2,5,6,8,10,11,12,13,19,20 46563288 853519 4684871 ASSOCIATED CAP GROUP INC CL A 045528106 2037 51829 SH DFND 2,20 44624 0 7205 STARS GROUP INC COM 85570W100 3621 138778 SH DFND 20 138778 0 0 STARTEK INC COM 85569C107 2031 254460 SH DFND 2,20 254460 0 0 STARWOOD PPTY TR INC COM 85571B105 105934 4179781 SH DFND 2,5,6,8,12,13,19,20 3805499 39700 334582 STATE AUTO FINL CORP COM 855707105 11356 366092 SH DFND 2,5,8,20 309130 0 56962 STATE STR CORP COM 857477103 1414719 17768794 SH DFND 1,2,5,6,8,10,11,12,13,19,20 14092970 2389458 1286366 STEALTHGAS INC SHS Y81669106 255 74438 SH DFND 2 74438 0 0 STEEL CONNECT INC COM 858098106 41 27998 SH DFND 20 27998 0 0 STEEL DYNAMICS INC COM 858119100 292218 8525181 SH DFND 2,5,6,8,10,11,12,13,19,20 7754295 150746 620140 STEELCASE INC CL A 858155203 39555 1919564 SH DFND 2,5,8,20 1648609 1300 269655 STEIN MART INC COM 858375108 12 17338 SH DFND 20 17338 0 0 ASSURANT INC COM 04621X108 407451 3108411 SH DFND 2,5,6,8,10,11,12,13,19,20 2762518 67868 278025 STEMLINE THERAPEUTICS INC COM 85858C107 22969 2160745 SH DFND 2,5,8,20 2031990 0 128755 STEPAN CO COM 858586100 61868 603946 SH DFND 2,5,8,20 540660 24 63262 STERICYCLE INC COM 858912108 134127 2101972 SH DFND 2,5,6,8,11,12,13,20 1997904 1151 102917 STERIS PLC SHS USD G8473T100 546856 3587820 SH DFND 2,5,6,8,10,11,12,13,19,20 3587820 0 0 STERLING BANCORP DEL COM 85917A100 143343 6799933 SH DFND 2,5,6,8,11,13,20 6539611 2059 258263 STERLING BANCORP INC COM 85917W102 3071 379114 SH DFND 2,5,20 330790 0 48324 STERLING CONSTRUCTION CO INC COM 859241101 7219 512710 SH DFND 2,5,8,20 440693 0 72017 STEWART INFORMATION SVCS COR COM 860372101 29846 731702 SH DFND 2,5,8,20 657645 200 73857 STIFEL FINL CORP COM 860630102 128834 2124228 SH DFND 2,5,6,8,11,13,20 1916853 861 206514 STITCH FIX INC COM CL A 860897107 25277 985093 SH DFND 2,5,8,20 985093 0 0 ASSURED GUARANTY LTD COM G0585R106 87416 1783273 SH DFND 2,5,8,10,12,13,19,20 1662851 2306 118116 STMICROELECTRONICS N V NY REGISTRY 861012102 1601 59487 SH DFND 2,20 59487 0 0 STOCK YDS BANCORP INC COM 861025104 18182 442817 SH DFND 2,5,8,20 375374 591 66852 STOKE THERAPEUTICS INC COM 86150R107 4807 169744 SH DFND 2,20 169744 0 0 STONERIDGE INC COM 86183P102 16320 556605 SH DFND 2,5,8,20 477511 0 79094 STORE CAP CORP COM 862121100 214557 5708459 SH DFND 2,5,8,10,12,19,20 5165976 57845 484638 STRATASYS LTD SHS M85548101 20868 1031776 SH DFND 2,5,8,10,20 874857 0 156919 STRATEGIC ED INC COM 86272C103 100748 634036 SH DFND 2,5,8,20 562518 490 71028 STRATUS PPTYS INC COM NEW 863167201 3011 97185 SH DFND 2,20 80182 0 17003 STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 1414 676371 SH DFND 2,20 676371 0 0 STRYKER CORP COM 863667101 2879007 13676289 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12167106 242709 1266474 ASTEC INDS INC COM 046224101 28117 669452 SH DFND 2,5,8,20 599124 463 69865 STURM RUGER & CO INC COM 864159108 23393 497412 SH DFND 2,5,8,20 453957 0 43455 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 103 13954 SH DFND 20 13954 0 0 SUMMIT FINANCIAL GROUP INC COM 86606G101 5463 201679 SH DFND 2,5,20 172668 0 29011 SUMMIT HOTEL PPTYS INC COM 866082100 68925 5585516 SH DFND 2,5,8,10,20 5127912 24606 432998 SUMMIT MATLS INC CL A 86614U100 55499 2322150 SH DFND 2,5,8,20 1974561 2052 345537 SUN CMNTYS INC COM 866674104 634543 4206652 SH DFND 2,5,6,8,10,11,12,13,19,20 3981863 24257 200532 SUNCOKE ENERGY INC COM 86722A103 26852 4310155 SH DFND 2,5,8,20 4063948 2348 243859 SUNESIS PHARMACEUTICALS INC COM 867328700 4 12201 SH DFND 20 12201 0 0 SUNNOVA ENERGY INTL INC COM 86745K104 2569 230166 SH DFND 2,20 230166 0 0 SUNOPTA INC COM 8676EP108 88 35009 SH DFND 2,5 35009 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 2976 59694 SH DFND 1,20 59694 0 0 SUNPOWER CORP COM 867652406 26597 3409910 SH DFND 2,5,8,20 3216119 0 193791 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 92 100000 SH DFND 2 100000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 17532 20945000 SH DFND 2 20945000 0 0 SUNRUN INC COM 86771W105 30900 2237503 SH DFND 2,5,8,20 1905211 0 332292 SUNSTONE HOTEL INVS INC NEW COM 867892101 135719 9352631 SH DFND 2,5,8,10,13,19,20 8352942 57637 942052 SUPERIOR GRP OF COMPANIES IN COM 868358102 2142 158169 SH DFND 2,20 135195 0 22974 SUPERIOR INDS INTL INC COM 868168105 301 81590 SH DFND 20 81590 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 39962 1684725 SH DFND 2,5,8,20 1523774 300 160651 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 10548 11625000 SH DFND 2,5 11625000 0 0 SURGERY PARTNERS INC COM 86881A100 7827 499971 SH DFND 2,5,20 425814 0 74157 ASTRONICS CORP COM 046433108 34753 1243411 SH DFND 2,5,8,20 1152805 1240 89366 SURMODICS INC COM 868873100 20070 484421 SH DFND 2,5,8,20 444499 0 39922 SUTRO BIOPHARMA INC COM 869367102 1864 169466 SH DFND 2,20 148398 0 21068 SUZANO SA SPON ADS 86959K105 4430 450198 SH DFND 2,10,19,20 450198 0 0 SVB FINL GROUP COM 78486Q101 682777 2719793 SH DFND 2,5,6,8,10,11,12,13,19,20 2494512 34497 190784 SVMK INC COM 78489X103 30956 1732301 SH DFND 2,5,8,20 1568275 0 164026 SWITCH INC CL A 87105L104 11155 752700 SH DFND 2,8,20 698018 0 54682 SYKES ENTERPRISES INC COM 871237103 46335 1252633 SH DFND 2,5,8,20 1133105 1429 118099 SYNALLOY CP DEL COM 871565107 1685 130550 SH DFND 2,20 106424 0 24126 SYNAPTICS INC COM 87157D109 86411 1313843 SH DFND 2,5,6,8,11,20 1207622 1424 104797 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 17197 15450000 SH DFND 2,5 15450000 0 0 ASTRONOVA INC COM 04638F108 1614 117646 SH DFND 2,20 117646 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3630 764150 SH DFND 2,5,20 764150 0 0 SYNCHRONY FINL COM 87165B103 981103 27245288 SH DFND 2,5,6,8,10,11,12,13,19,20 24148880 672898 2423510 SYNDAX PHARMACEUTICALS INC COM 87164F105 3868 440535 SH DFND 2,20 384176 0 56359 SYNEOS HEALTH INC CL A 87166B102 118583 1993834 SH DFND 2,5,6,8,11,13,20 1801812 1200 190822 SYNLOGIC INC COM 87166L100 763 295753 SH DFND 2,20 263908 0 31845 SYNNEX CORP COM 87162W100 129107 1002387 SH DFND 2,5,6,8,11,12,13,20 963915 864 37608 SYNOPSYS INC COM 871607107 919496 6605573 SH DFND 2,5,6,8,10,11,12,13,19,20 5805966 160742 638865 SYNOVUS FINL CORP COM NEW 87161C501 212273 5373266 SH DFND 2,5,6,8,11,13,20 5193738 1890 177638 SYNTHORX INC COM 87167A103 10997 157350 SH DFND 2,20 157350 0 0 SYROS PHARMACEUTICALS INC COM 87184Q107 4719 682962 SH DFND 2,5,20 572009 0 110953 AT HOME GROUP INC COM 04650Y100 5207 946800 SH DFND 2,5,8,20 802089 0 144711 SYSCO CORP COM 871829107 2254135 26351821 SH DFND 2,5,6,8,10,11,12,13,19,20 23856605 426854 2068362 SYSTEMAX INC COM 871851101 8311 330308 SH DFND 2,5,8,20 294609 0 35699 T MOBILE US INC COM 872590104 1157368 14758582 SH DFND 2,5,6,8,10,11,12,13,19,20 13843529 223802 691251 T2 BIOSYSTEMS INC COM 89853L104 69 59072 SH DFND 2,20 59072 0 0 TABULA RASA HEALTHCARE INC COM 873379101 27708 569183 SH DFND 2,5,8,20 509091 0 60092 TACTILE SYS TECHNOLOGY INC COM 87357P100 45270 670569 SH DFND 2,5,8,20 614043 0 56526 TAILORED BRANDS INC COM 87403A107 5909 1427346 SH DFND 2,5,20 1285848 0 141498 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 165270 2826489 SH DFND 1,2,5,8,10,13,19,20 2459567 0 366922 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 643941 5259664 SH DFND 2,5,6,8,10,11,12,13,19,20 4735493 56530 467641 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1974 100056 SH DFND 1,20 100056 0 0 AT&T INC COM 00206R102 11599530 296815003 SH DFND 1,2,5,6,8,10,11,12,13,19,20 263916554 5216806 27681643 TAL EDUCATION GROUP SPONSORED ADS 874080104 414590 8601457 SH DFND 1,2,5,8,10,11,12,13,19,20 7135681 182800 1282976 TALEND S A ADS 874224207 1006 25734 SH DFND 2 25734 0 0 TALLGRASS ENERGY LP CLASS A SHS 874696107 6680 301999 SH DFND 5,8,20 276537 2000 23462 TALOS ENERGY INC COM 87484T108 25060 831177 SH DFND 2,5,20 768188 0 62989 TANDEM DIABETES CARE INC COM NEW 875372203 79505 1333759 SH DFND 2,5,8,13,20 1162296 0 171463 TANGER FACTORY OUTLET CTRS I COM 875465106 436652 29643729 SH DFND 2,5,6,8,10,11,12,20 29251414 22142 370173 TAPESTRY INC COM 876030107 388786 14415500 SH DFND 2,5,6,8,10,11,12,13,19,20 12235448 267766 1912286 TARGA RES CORP COM 87612G101 237781 5823692 SH DFND 2,5,6,8,10,11,12,13,19,20 5087144 106892 629656 TARGET CORP COM 87612E106 5371076 41892802 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22915472 16456950 2520380 TARGET HOSPITALITY CORP COM 87615L107 3003 600655 SH DFND 2,5,20 600655 0 0 ACCELERATE DIAGNOSTICS INC COM 00430H102 10127 599223 SH DFND 2,5,8,20 516437 0 82786 ATARA BIOTHERAPEUTICS INC COM 046513107 36242 2200472 SH DFND 2,5,8,20 2045657 0 154815 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 551 6270 SH DFND 5,8,10,20 6270 0 0 TATA MTRS LTD SPONSORED ADR 876568502 26173 2024213 SH DFND 1,2,5,8,12,13,19,20 1967722 0 56491 TAUBMAN CTRS INC COM 876664103 83258 2677983 SH DFND 2,5,6,8,10,11,13,20 2532905 15173 129905 TAYLOR MORRISON HOME CORP COM 87724P106 67797 3101411 SH DFND 2,5,8,20 2771800 1500 328111 TCF FINANCIAL CORPORATION NE COM 872307103 228349 4879250 SH DFND 2,5,6,8,11,13,20 4879250 0 0 TCR2 THERAPEUTICS INC COM 87808K106 2904 203352 SH DFND 2,20 203352 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 299165 6019422 SH DFND 2,5,6,8,10,12,13,19,20 5137028 272602 609792 TE CONNECTIVITY LTD REG SHS H84989104 1232271 12857587 SH DFND 2,5,6,8,10,11,12,13,19,20 11580718 229444 1047425 TEAM INC COM 878155100 14604 914466 SH DFND 2,5,8,20 818454 573 95439 TECH DATA CORP COM 878237106 174137 1212652 SH DFND 2,5,6,8,11,12,13,20 1099054 315 113283 ATHENE HLDG LTD CL A G0684D107 171284 3642011 SH DFND 2,5,6,8,10,11,12,13,19,20 3069167 197259 375585 TECHNIPFMC PLC COM G87110105 457751 21350343 SH DFND 2,5,6,8,10,11,12,13,19,20 18680889 132465 2536989 TECHTARGET INC COM 87874R100 16915 648073 SH DFND 2,5,8,20 575043 0 73030 TECK RESOURCES LTD CL B 878742204 1040 59883 SH DFND 5,8,20 59883 0 0 TEEKAY CORPORATION COM Y8564W103 7615 1431419 SH DFND 2,5,20 1219164 0 212255 TEEKAY TANKERS LTD CL A Y8565N300 10759 448867 SH DFND 2,5,20 448867 0 0 TEGNA INC COM 87901J105 166373 9928253 SH DFND 2,5,6,8,11,12,13,19,20 9257583 5029 665641 TEJON RANCH CO COM 879080109 7267 454752 SH DFND 2,5,8,13,20 387306 936 66510 TELADOC HEALTH INC COM 87918A105 123781 1478511 SH DFND 2,5,8,13,19,20 1256566 650 221295 TELARIA INC COM 879181105 7554 857405 SH DFND 2,5,20 738094 0 119311 TELECOM ARGENTINA S A SPON ADR REP B 879273209 28057 2471958 SH DFND 2,5,8,10,12,13,19,20 2471958 0 0 ATHENEX INC COM 04685N103 37382 2448064 SH DFND 2,5,8,20 2251548 0 196516 TELEDYNE TECHNOLOGIES INC COM 879360105 481783 1390267 SH DFND 2,5,6,8,10,11,12,13,19,20 1345725 488 44054 TELEFLEX INC COM 879369106 717956 1907226 SH DFND 2,5,6,8,10,11,12,13,19,20 1780470 29956 96800 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 31499 2159553 SH DFND 2,5,10,13,19,20 1917828 180504 61221 TELEFONICA S A SPONSORED ADR 879382208 479 68650 SH DFND 1,20 68650 0 0 TELENAV INC COM 879455103 3946 811851 SH DFND 2,5,20 733351 0 78500 TELEPHONE & DATA SYS INC COM NEW 879433829 278638 10957063 SH DFND 2,5,6,8,11,12,13,20 10828178 2647 126238 TELIGENT INC NEW COM 87960W104 15 34300 SH DFND 20 34300 0 0 TELLURIAN INC NEW COM 87968A104 24271 3333889 SH DFND 2,5,8,20 3052821 0 281068 TEMPUR SEALY INTL INC COM 88023U101 120498 1384075 SH DFND 2,5,6,8,11,13,19,20 1323452 1172 59451 TENABLE HLDGS INC COM 88025T102 19991 834332 SH DFND 2,5,8,20 725665 0 108667 ATHERSYS INC COM 04744L106 2950 2398123 SH DFND 2,20 1999439 0 398684 TENARIS S A SPONSORED ADS 88031M109 719 31759 SH DFND 1,20 31759 0 0 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 20616 1756016 SH DFND 2,5,8,10,11,12,13,19,20 1756016 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 129317 3400402 SH DFND 1,2,5,6,8,11,12,13,20 3076923 2081 321398 TENNANT CO COM 880345103 40857 524343 SH DFND 2,5,8,20 465266 278 58799 TENNECO INC CL A VTG COM STK 880349105 15240 1163336 SH DFND 2,5,8,12,13,20 998507 623 164206 TERADATA CORP DEL COM 88076W103 73911 2760971 SH DFND 1,2,5,6,8,11,13,19,20 2613467 1664 145840 TERADYNE INC COM 880770102 372086 5456613 SH DFND 2,5,6,8,10,11,12,13,19,20 5242178 2174 212261 TERADYNE INC NOTE 1.250%12/1 880770AG7 31148 14190000 SH DFND 2,5 14190000 0 0 TEREX CORP NEW COM 880779103 62379 2094665 SH DFND 2,5,6,8,11,12,13,20 2011394 695 82576 TERNIUM SA SPONSORED ADS 880890108 9054 411555 SH DFND 2,5,13,20 411555 0 0 ATKORE INTL GROUP INC COM 047649108 40755 1007279 SH DFND 2,5,8,10,20 866540 0 140739 TERRAFORM PWR INC COM CL A 88104R209 26232 1704466 SH DFND 2,5,8,20 1470874 0 233592 TERRENO RLTY CORP COM 88146M101 108476 1993651 SH DFND 2,5,8,10,20 1716596 16552 260503 TERRITORIAL BANCORP INC COM 88145X108 6689 216205 SH DFND 2,5,6,13,20 191789 0 24416 TESLA INC COM 88160R101 1252985 2995206 SH DFND 2,5,6,8,10,11,12,13,19,20 2595996 68944 330266 TESLA INC NOTE 1.250% 3/0 88160RAC5 55862 43655000 SH DFND 2,5 43655000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 90935 59885000 SH DFND 2,5 59885000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 44365 31225000 SH DFND 2,5 31225000 0 0 TESSCO TECHNOLOGIES INC COM 872386107 1225 109152 SH DFND 2,20 109152 0 0 TETRA TECH INC NEW COM 88162G103 149707 1737542 SH DFND 2,5,6,8,11,13,19,20 1569504 1372 166666 TETRA TECHNOLOGIES INC DEL COM 88162F105 6938 3539668 SH DFND 2,5,20 3163154 0 376514 ATLANTIC CAP BANCSHARES INC COM 048269203 10074 548993 SH DFND 2,5,8,20 474252 0 74741 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 15000 15782000 SH DFND 2,5 15782000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 122887 12539520 SH DFND 1,2,5,6,8,10,12,13,19,20 11511513 147255 880752 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 114207 2011746 SH DFND 2,5,6,8,11,13,20 1948681 800 62265 TEXAS INSTRS INC COM 882508104 5144979 40104285 SH DFND 1,2,5,6,8,10,11,12,13,19,20 35035273 1142194 3926818 TEXAS PAC LD TR SUB CTF PROP I T 882610108 8766 11221 SH DFND 5,8,20 10217 100 904 TEXAS ROADHOUSE INC COM 882681109 114924 2040551 SH DFND 2,5,6,8,11,13,20 1834972 800 204779 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 7763 724844 SH DFND 2,5,20 595895 0 128949 TEXTRON INC COM 883203101 479545 10747469 SH DFND 2,5,6,8,10,11,12,13,19,20 10050709 123102 573658 TFS FINL CORP COM 87240R107 15470 786075 SH DFND 2,5,6,8,20 710350 0 75725 TG THERAPEUTICS INC COM 88322Q108 37799 3405305 SH DFND 2,5,8,20 3153432 0 251873 ATLANTIC PWR CORP COM NEW 04878Q863 5200 2231925 SH DFND 2,5,20 1898553 0 333372 THE CHARLES SCHWAB CORPORATI COM 808513105 2369659 49824621 SH DFND 2,5,6,8,10,11,12,13,19,20 44766150 775225 4283246 THE REALREAL INC COM 88339P101 6042 320550 SH DFND 2,8,20 320550 0 0 THE TRADE DESK INC COM CL A 88339J105 131197 505032 SH DFND 2,5,8,13,19,20 465841 600 38591 THERAPEUTICSMD INC COM 88338N107 13380 5528827 SH DFND 2,5,8,20 4847790 0 681037 THERAVANCE BIOPHARMA INC COM G8807B106 24843 959564 SH DFND 2,5,8,20 815645 882 143037 THERMO FISHER SCIENTIFIC INC COM 883556102 5310745 16337869 SH DFND 2,5,6,8,10,11,12,13,19,20 14590901 275709 1471259 THERMON GROUP HLDGS INC COM 88362T103 18760 699996 SH DFND 2,5,8,20 600413 0 99583 THIRD PT REINS LTD COM G8827U100 25257 2400903 SH DFND 2,5,8,20 2174142 0 226761 THOMSON REUTERS CORP COM NEW 884903709 835 11657 SH DFND 20 2125 9532 0 THOR INDS INC COM 885160101 97877 1310389 SH DFND 2,5,6,8,11,13,20 1243772 3845 62772 ATLANTIC UN BANKSHARES CORP COM 04911A107 80048 2131760 SH DFND 2,5,8,20 2131760 0 0 TIDEWATER INC NEW COM 88642R109 16547 858271 SH DFND 2,5,8,20 740263 0 118008 TIFFANY & CO NEW COM 886547108 622465 4637503 SH DFND 2,5,6,8,10,11,12,13,19,20 4146317 77969 413217 TILLYS INC CL A 886885102 4831 394355 SH DFND 2,20 338118 0 56237 TILRAY INC COM CL 2 88688T100 992 57883 SH DFND 2,5,20 57883 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 7012 13000000 SH DFND 2 13000000 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 17197 890524 SH DFND 2,10,20 773817 64969 51738 TIMBERLAND BANCORP INC COM 887098101 3690 124090 SH DFND 2,20 103404 0 20686 TIMKEN CO COM 887389104 94172 1672379 SH DFND 2,5,6,8,11,12,20 1589186 1191 82002 TIMKENSTEEL CORP COM 887399103 9818 1249114 SH DFND 2,5,8,20 1127330 1545 120239 TIPTREE INC COM 88822Q103 3652 448628 SH DFND 2,20 376640 0 71988 ATLANTICA YIELD PLC SHS G0751N103 5263 199444 SH DFND 2,5,20 199444 0 0 TITAN INTL INC ILL COM 88830M102 5099 1406604 SH DFND 2,5,20 1270331 0 136273 TITAN MACHY INC COM 88830R101 5663 383151 SH DFND 2,5,8,20 325036 0 58115 TIVITY HEALTH INC COM 88870R102 32493 1597092 SH DFND 2,5,8,20 1451355 1282 144455 TIVO CORP COM 88870P106 33715 3975859 SH DFND 2,5,8,20 3587014 1794 387051 TJX COS INC NEW COM 872540109 3507775 57448001 SH DFND 2,5,6,8,10,11,12,13,19,20 50811968 1680370 4955663 TOCAGEN INC COM 888846102 286 535557 SH DFND 2,20 487327 0 48230 TOLL BROTHERS INC COM 889478103 155785 3942921 SH DFND 2,5,6,8,11,12,13,19,20 3773945 3026 165950 TOMPKINS FINANCIAL CORPORATI COM 890110109 37424 409008 SH DFND 2,5,8,20 364269 0 44739 TOOTSIE ROLL INDS INC COM 890516107 20140 588344 SH DFND 2,5,6,8,11,20 537619 727 49998 TOPBUILD CORP COM 89055F103 110878 1075646 SH DFND 2,5,8,20 971224 340 104082 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 23870 865779 SH DFND 2,5,8,20 796985 0 68794 TORCHLIGHT ENERGY RES INC COM 89102U103 12 15300 SH DFND 20 15300 0 0 TORO CO COM 891092108 211106 2641393 SH DFND 2,5,6,8,11,13,19,20 2501047 2072 138274 TORONTO DOMINION BK ONT COM NEW 891160509 543 9666 SH DFND 20 9666 0 0 TOTAL S A SPONSORED ADS 89151E109 3524 63730 SH DFND 1,20 63730 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 19 10900 SH DFND 20 10900 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 38017 1357651 SH DFND 2,5,8,20 1151936 1500 204215 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2346 16695 SH DFND 1,2,20 16695 0 0 TPG RE FIN TR INC COM 87266M107 25660 1239612 SH DFND 2,5,6,8,20 1091211 0 148401 TPI COMPOSITES INC COM 87266J104 11176 603755 SH DFND 2,5,8,20 511941 0 91814 TRACTOR SUPPLY CO COM 892356106 490423 5248529 SH DFND 2,5,6,8,10,11,12,13,19,20 4622063 196030 430436 ACCELERON PHARMA INC COM 00434H108 77516 1462016 SH DFND 2,5,8,20 1325466 0 136550 ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 8 18350 SH DFND 20 18350 0 0 TRADEWEB MKTS INC CL A 892672106 24204 522205 SH DFND 2,5,8,20 522205 0 0 TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 6 11625 SH DFND 20 11625 0 0 TRANSCAT INC COM 893529107 3344 104955 SH DFND 2,20 104955 0 0 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 917 23003 SH DFND 2,20 20305 0 2698 TRANSDIGM GROUP INC COM 893641100 1247831 2106701 SH DFND 2,5,6,8,10,11,12,13,19,20 1894224 38988 173489 TRANSLATE BIO INC COM 89374L104 5050 620337 SH DFND 2,5,20 556023 0 64314 TRANSMEDICS GROUP INC COM 89377M109 3646 191784 SH DFND 2,20 191784 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 27686 27625000 SH DFND 2,5 27625000 0 0 TRANSOCEAN LTD REG SHS H8817H100 101620 14770286 SH DFND 2,5,6,8,11,13,20 14051300 0 718986 TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1927 268748 SH DFND 2,5,13,20 268748 0 0 ATLASSIAN CORP PLC CL A G06242104 154383 1282888 SH DFND 2,5,8,10,12,13,19,20 1193662 0 89226 TRANSUNION COM 89400J107 330606 3861764 SH DFND 2,5,6,8,10,11,12,13,19,20 3374836 90643 396285 TRAVELERS COMPANIES INC COM 89417E109 2403457 17549885 SH DFND 2,5,6,8,10,11,12,13,19,20 10867625 285348 6396912 TRAVELZOO COM NEW 89421Q205 781 73018 SH DFND 2,20 62973 0 10045 TRECORA RES COM 894648104 2964 414593 SH DFND 2,5,20 361629 0 52964 TREDEGAR CORP COM 894650100 17415 774974 SH DFND 2,5,8,20 682044 1576 91354 TREEHOUSE FOODS INC COM 89469A104 67762 1397160 SH DFND 2,5,6,8,11,12,13,20 1328871 871 67418 TREVENA INC COM 89532E109 21 24531 SH DFND 20 24531 0 0 TREX CO INC COM 89531P105 181891 2023705 SH DFND 2,5,6,8,11,13,19,20 1840108 600 182997 TRI POINTE GROUP INC COM 87265H109 84035 5393798 SH DFND 2,5,6,8,10,11,20 4955841 4064 433893 TRIBUNE PUBG CO NEW COM 89609W107 4784 363510 SH DFND 2,5,20 303961 0 59549 ATMOS ENERGY CORP COM 049560105 961874 8598910 SH DFND 2,5,6,8,10,11,12,13,19,20 8131369 147880 319661 TRICIDA INC COM 89610F101 19041 504518 SH DFND 2,5,8,20 435774 0 68744 TRICO BANCSHARES COM 896095106 24096 590449 SH DFND 2,5,8,20 505826 0 84623 TRIMAS CORP COM NEW 896215209 29872 951047 SH DFND 2,5,8,20 803168 1700 146179 TRIMBLE INC COM 896239100 348592 8361518 SH DFND 2,5,6,8,10,11,12,13,19,20 7363461 165502 832555 TRINET GROUP INC COM 896288107 52301 923877 SH DFND 2,5,8,20 786830 0 137047 TRINITY INDS INC COM 896522109 63475 2865702 SH DFND 2,5,6,8,11,13,20 2495319 2358 368025 TRINSEO S A SHS L9340P101 46326 1244988 SH DFND 2,5,8,10,20 1110449 7340 127199 TRIP COM GROUP LTD ADS 89677Q107 323144 9634593 SH DFND 1,2,5,8,10,11,12,13,19,20 9634593 0 0 TRIP COM GROUP LTD NOTE 1.000% 7/0 22943FAF7 22787 23000000 SH DFND 2,5 23000000 0 0 TRIP COM GROUP LTD NOTE 1.990% 7/0 22943FAH3 13745 12965000 SH DFND 2,5 12965000 0 0 ATN INTL INC COM 00215F107 21059 379028 SH DFND 2,5,8,20 342842 0 36186 TRIPADVISOR INC COM 896945201 106015 3489617 SH DFND 2,5,6,8,10,11,12,13,19,20 3101561 71343 316713 TRIPLE-S MGMT CORP CL B 896749108 11615 628190 SH DFND 2,5,8,20 552374 0 75816 TRISTATE CAP HLDGS INC COM 89678F100 15833 606154 SH DFND 2,5,8,20 519123 0 87031 TRITON INTL LTD CL A G9078F107 48853 1215261 SH DFND 2,5,8,20 1032287 12500 170474 TRIUMPH BANCORP INC COM 89679E300 29438 774280 SH DFND 2,5,8,20 704059 0 70221 TRIUMPH GROUP INC NEW COM 896818101 67327 2664290 SH DFND 2,5,8,20 2497361 1902 165027 TRIVAGO N V SPON ADS A SHS 89686D105 45 17044 SH DFND 2 17044 0 0 TRONOX HOLDINGS PLC SHS G9087Q102 21859 1914140 SH DFND 2,5,20 1914140 0 0 TRUEBLUE INC COM 89785X101 29721 1235290 SH DFND 2,5,8,20 1114651 1702 118937 TRUECAR INC COM 89785L107 10338 2176329 SH DFND 2,5,8,20 1861214 0 315115 ATRECA INC CL A COM 04965G109 1807 116809 SH DFND 2,20 116809 0 0 TRUIST FINL CORP COM 89832Q109 3326227 59059430 SH DFND 2,5,6,8,10,11,12,13,19,20 59059430 0 0 TRUPANION INC COM 898202106 21497 573874 SH DFND 2,5,8,20 489024 0 84850 TRUSTCO BK CORP N Y COM 898349105 25595 2929122 SH DFND 2,5,8,20 2628579 1400 299143 TRUSTMARK CORP COM 898402102 81716 2367883 SH DFND 2,5,6,8,11,20 2170219 895 196769 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 502 115133 SH DFND 2,20 115133 0 0 TTEC HLDGS INC COM 89854H102 18622 470021 SH DFND 2,5,8,20 425323 0 44698 TTM TECHNOLOGIES INC COM 87305R109 46968 3120798 SH DFND 2,5,8,20 2828989 700 291109 TUCOWS INC COM NEW 898697206 11953 193479 SH DFND 2,5,8,20 164585 0 28894 TUESDAY MORNING CORP COM NEW 899035505 69 37344 SH DFND 20 37344 0 0 TUNIU CORP SPONSORED ADS A 89977P106 251 99655 SH DFND 2 99655 0 0 ATRICURE INC COM 04963C209 31957 982991 SH DFND 2,5,8,20 864575 0 118416 TUPPERWARE BRANDS CORP COM 899896104 13472 1570159 SH DFND 2,5,8,13,20 1413195 765 156199 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 409 70507 SH DFND 20 70507 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 64324 1032651 SH DFND 2,5,8,20 1032651 0 0 TURNING PT BRANDS INC COM 90041L105 4465 155873 SH DFND 2,5,20 135977 0 19896 TURQUOISE HILL RES LTD COM 900435108 47 63600 SH DFND 5,20 63600 0 0 TURTLE BEACH CORP COM NEW 900450206 117 12401 SH DFND 2,20 12401 0 0 TUTOR PERINI CORP COM 901109108 11245 874437 SH DFND 2,5,8,12,20 750440 800 123197 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636134 2512974 SH DFND 2,5,6,8,10,11,12,13,19,20 2231235 83219 198520 ULTRA CLEAN HLDGS INC COM 90385V107 30304 1291179 SH DFND 2,5,8,20 1177853 0 113326 AUDIOCODES LTD ORD M15342104 751 29232 SH DFND 2,20 29232 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 93908 2198747 SH DFND 2,5,8,13,19,20 2031038 900 166809 ULTRALIFE CORP COM 903899102 99 13350 SH DFND 2,20 13350 0 0 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 18407 2940463 SH DFND 2,10,13,19,20 2577107 293460 69896 UMB FINL CORP COM 902788108 114236 1656898 SH DFND 2,5,6,8,11,12,13,20 1520131 308 136459 UMH PPTYS INC COM 903002103 13535 860463 SH DFND 2,5,8,20 739356 0 121107 UMPQUA HLDGS CORP COM 904214103 129159 7210944 SH DFND 2,5,6,8,11,12,13,20 6949075 2162 259707 UNDER ARMOUR INC CL A 904311107 185383 8582543 SH DFND 2,5,6,8,10,11,12,13,19,20 6906202 91187 1585154 UNDER ARMOUR INC CL C 904311206 152107 7930493 SH DFND 2,5,6,8,10,11,12,13,19,20 6968811 91544 870138 UNIFI INC COM NEW 904677200 12479 494041 SH DFND 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2609222 2129 242710 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5633592 26753807 SH DFND 2,5,6,8,10,11,12,13,19,20 23398492 783651 2571664 AUTODESK INC COM 052769106 1612618 8790023 SH DFND 2,5,6,8,10,11,12,13,19,20 7894364 109100 786559 UNITED CMNTY FINL CORP OHIO COM 909839102 13122 1125409 SH DFND 2,5,8,20 926168 0 199241 UNITED FIRE GROUP INC COM 910340108 28427 650053 SH DFND 2,5,8,20 587872 0 62181 UNITED INS HLDGS CORP COM 910710102 7538 597815 SH DFND 2,5,8,20 545169 0 52646 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 10281 3836054 SH DFND 2,5,20 3654529 0 181525 UNITED NAT FOODS INC COM 911163103 14943 1705802 SH DFND 2,5,8,12,20 1552182 256 153364 UNITED PARCEL SERVICE INC CL B 911312106 3334304 28483717 SH DFND 1,2,5,6,8,10,11,12,13,19,20 25303383 467996 2712338 UNITED RENTALS INC COM 911363109 727550 4362598 SH DFND 2,5,6,8,10,11,12,13,19,20 3959666 84191 318741 UNITED SECURITY BANCSHARES C COM 911460103 2252 207747 SH DFND 2,20 177255 0 30492 UNITED STATES ANTIMONY 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UNITY BIOTECHNOLOGY INC COM 91381U101 3521 488317 SH DFND 2,5,20 417745 0 70572 UNIVAR SOLUTIONS INC COM 91336L107 52197 2153350 SH DFND 2,5,8,12,13,20 1951549 2000 199801 AUTOLIV INC COM 052800109 84080 996095 SH DFND 2,5,6,8,10,11,12,13,19,20 798025 52059 146011 UNIVERSAL CORP VA COM 913456109 55305 969237 SH DFND 2,5,8,20 913806 912 54519 UNIVERSAL DISPLAY CORP COM 91347P105 220530 1070172 SH DFND 2,5,6,8,11,13,19,20 1013830 610 55732 UNIVERSAL ELECTRS INC COM 913483103 21085 403460 SH DFND 2,5,8,20 360304 436 42720 UNIVERSAL FST PRODS INC COM 913543104 83646 1753581 SH DFND 2,5,8,20 1570486 651 182444 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 76992 656029 SH DFND 2,5,8,10,20 597502 3400 55127 UNIVERSAL HLTH SVCS INC CL B 913903100 516778 3602242 SH DFND 2,5,6,8,10,11,12,13,19,20 3214792 86833 300617 UNIVERSAL INS HLDGS INC COM 91359V107 27120 968923 SH DFND 2,5,8,20 862288 8300 98335 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2987 156679 SH DFND 2,20 135754 0 20925 UNIVERSAL TECHNICAL INST INC COM 913915104 151 19583 SH DFND 2,20 19583 0 0 UNIVEST FINANCIAL CORPORATIO COM 915271100 19455 720944 SH DFND 2,5,8,10,20 634267 0 86677 AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 168 12708 SH DFND 2 12708 0 0 UNUM GROUP COM 91529Y106 295476 10132914 SH DFND 2,5,6,8,10,11,12,13,19,20 9123135 228769 781010 UPLAND SOFTWARE INC COM 91544A109 18566 519908 SH DFND 2,5,8,20 451975 0 67933 UPWORK INC COM 91688F104 12248 1147889 SH DFND 2,5,8,20 997234 0 150655 URANIUM ENERGY CORP COM 916896103 3022 3287843 SH DFND 2,5,20 2644331 0 643512 URBAN EDGE PPTYS COM 91704F104 115818 6038499 SH DFND 2,5,6,8,10,11,13,20 5531258 31892 475349 URBAN ONE INC CL D NON VTG 91705J204 33 17372 SH DFND 20 17372 0 0 URBAN OUTFITTERS INC COM 917047102 59195 2131604 SH DFND 2,5,6,8,11,12,19,20 2044273 1466 85865 UROGEN PHARMA LTD COM M96088105 13738 411694 SH DFND 2,5,8,20 393694 0 18000 URSTADT BIDDLE PPTYS INC CL A 917286205 30933 1245291 SH DFND 2,5,8,10,20 1119720 7100 118471 US BANCORP DEL COM NEW 902973304 3854164 64550087 SH DFND 1,2,5,6,8,10,11,12,13,19,20 57526403 1037365 5986319 AUTOMATIC DATA PROCESSING IN COM 053015103 3315953 19346773 SH DFND 1,2,5,6,8,10,11,12,13,19,20 17059325 565863 1721585 US ECOLOGY INC COM 91734M103 41356 714139 SH DFND 2,5,8,20 714139 0 0 US FOODS HLDG CORP COM 912008109 126823 3027516 SH DFND 2,5,8,12,13,20 2754718 3700 269098 US XPRESS ENTERPRISES INC COM CL A 90338N202 1842 366175 SH DFND 2,20 283267 0 82908 USANA HEALTH SCIENCES INC COM 90328M107 31247 397799 SH DFND 2,5,6,8,20 357046 0 40753 UTAH MED PRODS INC COM 917488108 8408 77721 SH DFND 2,5,20 67442 0 10279 UXIN LTD ADS 91818X108 223 98876 SH DFND 2 98876 0 0 V F CORP COM 918204108 1738620 17445515 SH DFND 2,5,6,8,10,11,12,13,19,20 14813799 396806 2234910 VAALCO ENERGY INC COM NEW 91851C201 79 35518 SH DFND 2,20 35518 0 0 VAIL RESORTS INC COM 91879Q109 230696 955015 SH DFND 2,5,6,8,10,11,12,13,19,20 826036 21700 107279 VALARIS PLC SHS CLASS A G9402V109 27641 4213563 SH DFND 2,5,8,12,13,20 4213563 0 0 AUTONATION INC COM 05329W102 74332 1528529 SH DFND 2,5,6,8,11,12,13,20 1456157 742 71630 VALE S A SPONSORED ADS 91912E105 247016 18319426 SH DFND 1,2,5,8,10,19,20 16853749 1312689 152988 VALERO ENERGY CORP NEW COM 91913Y100 2018898 21557904 SH DFND 2,5,6,8,10,11,12,13,19,20 19358644 412623 1786637 VALHI INC NEW COM 918905100 784 419298 SH DFND 2,20 332444 0 86854 VALLEY NATL BANCORP COM 919794107 176034 15228892 SH DFND 2,5,6,8,11,20 14062088 6253 1160551 VALMONT INDS INC COM 920253101 77981 519319 SH DFND 2,5,6,8,11,13,19,20 492821 216 26282 VALUE LINE INC COM 920437100 245 8467 SH DFND 2,20 6859 0 1608 VALVOLINE INC COM 92047W101 99537 4649098 SH DFND 2,5,6,8,11,13,19,20 4424749 1813 222536 VANDA PHARMACEUTICALS INC COM 921659108 41583 2534020 SH DFND 2,5,8,20 2360680 0 173340 VANECK VECTORS ETF TRUST AGRIBUSINESS ETF 92189F700 1993 29000 SH DFND 10 0 0 29000 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 397761 4743158 SH DFND 1,2,12 4743158 0 0 AUTOZONE INC COM 053332102 1324441 1111752 SH DFND 2,5,6,8,10,11,12,13,19,20 979535 19570 112647 VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 24151 426854 SH DFND 12 426854 0 0 VANGUARD INDEX FDS MID CAP ETF 922908629 225 1265 SH DFND 1 1265 0 0 VANGUARD INDEX FDS REAL ESTATE ETF 922908553 244353 2633401 SH DFND 1,2,10,20 2583301 50100 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5919 20009 SH DFND 1 20009 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 12376 75641 SH DFND 1 75641 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 98465 821566 SH DFND 20 821566 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 18208 338747 SH DFND 20 338747 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 33546 754362 SH DFND 1,20 746117 8245 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 245876 4195842 SH DFND 2,20 4195842 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1079 13325 SH DFND 1 13325 0 0 AVALARA INC COM 05338G106 42513 580383 SH DFND 2,5,13,19,20 545244 0 35139 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 329 3604 SH DFND 1 3604 0 0 VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 448120 6800000 SH DFND 2 6800000 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 1721 16978 SH DFND 12 16978 0 0 VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 456225 7500000 SH DFND 2 7500000 0 0 VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8627 195790 SH DFND 1,20 154097 4780 36913 VAPOTHERM INC COM 922107107 2591 213094 SH DFND 2,20 183212 0 29882 VAREX IMAGING CORP COM 92214X106 38978 1307542 SH DFND 2,5,8,13,20 1185888 1161 120493 VARIAN MED SYS INC COM 92220P105 599239 4219693 SH DFND 2,5,6,8,10,11,12,13,19,20 3699417 137803 382473 VARONIS SYS INC COM 922280102 50384 648360 SH DFND 2,5,8,20 556153 0 92207 VBI VACCINES INC COM NEW 91822J103 2832 2052366 SH DFND 2,20 2052366 0 0 AVALON GLOBOCARE CORP COM 05344R104 543 281180 SH DFND 2,20 281180 0 0 VECTOR GROUP LTD COM 92240M108 44323 3310124 SH DFND 2,5,20 3037525 1706 270893 VECTRUS INC COM 92242T101 23620 460785 SH DFND 2,5,8,20 424711 0 36074 VEDANTA LTD SPONSORED ADR 92242Y100 16383 1898328 SH DFND 2,5,8,12,13,20 1891260 0 7068 VEECO INSTRS INC DEL COM 922417100 20574 1401034 SH DFND 2,5,8,20 1257306 1747 141981 VEEVA SYS INC CL A COM 922475108 398341 2831945 SH DFND 2,5,6,8,10,11,12,13,19,20 2473519 61413 297013 VENATOR MATLS PLC SHS G9329Z100 429 112121 SH DFND 5,8,20 112121 0 0 VENTAS INC COM 92276F100 1459818 24942564 SH DFND 2,5,6,8,10,11,12,13,19,20 22905532 327354 1709678 VEON LTD SPONSORED ADR 91822M106 1664 657782 SH DFND 2,5,8,20 657782 0 0 VEONEER INCORPORATED COM 92336X109 5518 353286 SH DFND 2,5,8,13,20 336387 1000 15899 VERA BRADLEY INC COM 92335C106 8105 686885 SH DFND 2,5,8,20 618377 0 68508 AVALONBAY CMNTYS INC COM 053484101 2002729 9482203 SH DFND 2,5,6,8,10,11,12,13,19,20 8681166 125802 675235 VERACYTE INC COM 92337F107 55676 1994137 SH DFND 2,5,8,20 1855332 0 138805 VERASTEM INC COM 92337C104 61 45878 SH DFND 20 45878 0 0 VEREIT INC COM 92339V100 412881 44039791 SH DFND 2,5,6,8,10,11,12,13,19,20 37483993 816753 5739045 VEREIT INC NOTE 3.750%12/1 02917TAB0 9940 9775000 SH DFND 2 9775000 0 0 VERICEL CORP COM 92346J108 30605 1758892 SH DFND 2,5,8,20 1624132 0 134760 VERINT SYS INC COM 92343X100 77983 1408647 SH DFND 2,5,8,19,20 1210687 1300 196660 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 13544 12585000 SH DFND 2,5 12585000 0 0 VERISIGN INC COM 92343E102 852513 4424500 SH DFND 1,2,5,6,8,10,11,12,13,19,20 3861372 70504 492624 VERISK ANALYTICS INC COM 92345Y106 1029137 6891234 SH DFND 2,5,6,8,10,11,12,13,19,20 5972649 78544 840041 VERITEX HLDGS INC COM 923451108 52409 1799129 SH DFND 2,5,8,20 1558845 0 240284 ACCO BRANDS CORP COM 00081T108 21381 2284317 SH DFND 2,5,8,20 1959916 77 324324 AVANGRID INC COM 05351W103 50272 975566 SH DFND 2,5,8,10,12,13,19,20 931020 0 44546 VERITIV CORP COM 923454102 8314 422698 SH DFND 2,5,20 388753 0 33945 VERIZON COMMUNICATIONS INC COM 92343V104 10086720 164278821 SH DFND 1,2,5,6,8,10,11,12,13,19,20 139536064 3010535 21732222 VERRA MOBILITY CORP COM 92511U102 34543 2469110 SH DFND 2,5,8,20 2469110 0 0 VERRICA PHARMACEUTICALS INC COM 92511W108 3568 224524 SH DFND 2,20 188041 0 36483 VERSO CORP CL A 92531L207 13128 728137 SH DFND 2,5,8,20 619654 0 108483 VERTEX PHARMACEUTICALS INC COM 92532F100 2494831 11394525 SH DFND 2,5,6,8,10,11,12,13,19,20 10274853 172365 947307 VERU INC COM 92536C103 65 19403 SH DFND 2,20 19403 0 0 VIACOMCBS INC CL A 92556H107 1613 35773 SH DFND 2,20 35773 0 0 VIACOMCBS INC CL B 92556H206 1258085 29806175 SH DFND 2,5,6,8,10,11,12,13,19,20 29806175 0 0 VIAD CORP COM NEW 92552R406 41452 613164 SH DFND 2,5,8,20 553761 478 58925 AVANOS MED INC COM 05350V106 60983 1809589 SH DFND 1,2,5,6,8,11,19,20 1657935 257 151397 VIASAT INC COM 92552V100 99162 1354769 SH DFND 2,5,6,8,11,12,13,19,20 1305717 727 48325 VIAVI SOLUTIONS INC COM 925550105 102664 6844298 SH DFND 2,5,8,19,20 6126935 7357 710006 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 20016 15475000 SH DFND 2,5 15475000 0 0 VICI PPTYS INC COM 925652109 341185 13201849 SH DFND 2,5,6,8,10,11,12,13,19,20 12070966 121500 1009383 VICOR CORP COM 925815102 23931 512227 SH DFND 2,5,8,20 460951 0 51276 VICTORY CAP HLDGS INC COM CL A 92645B103 534 25465 SH DFND 2,20 25465 0 0 VIELA BIO INC COM 926613100 1559 57404 SH DFND 2,20 57404 0 0 VIEWRAY INC COM 92672L107 6016 1425487 SH DFND 2,5,8,20 1221738 0 203749 VIKING THERAPEUTICS INC COM 92686J106 28954 3610262 SH DFND 2,5,8,20 3420078 0 190184 VILLAGE SUPER MKT INC CL A NEW 927107409 4210 179529 SH DFND 2,5,20 157380 0 22149 AVANTOR INC 6.25 PFD CNV SR 05352A209 34162 542000 SH DFND 2 542000 0 0 VINCE HLDG CORP COM NEW 92719W207 743 42911 SH DFND 2,20 42911 0 0 VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1896 76878 SH DFND 5,8,20 76878 0 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 142092 10027677 SH DFND 1,2,5,8,10,11,12,13,19,20 8242664 313100 1471913 VIR BIOTECHNOLOGY INC COM 92764N102 513 40760 SH DFND 2,20 40760 0 0 VIRNETX HLDG CORP COM 92823T108 4780 1257864 SH DFND 2,5,20 1067302 0 190562 VIRTU FINL INC CL A 928254101 11951 747392 SH DFND 2,5,8,20 697024 0 50368 VIRTUS INVT PARTNERS INC COM 92828Q109 23736 195009 SH DFND 2,5,8,20 175303 0 19706 VIRTUSA CORP COM 92827P102 39109 862771 SH DFND 2,5,8,20 778055 700 84016 VISA INC COM CL A 92826C839 14574493 77565155 SH DFND 1,2,5,6,8,10,11,12,13,19,20 63688367 1895080 11981708 VISHAY INTERTECHNOLOGY INC COM 928298108 92285 4334671 SH DFND 2,5,6,8,11,19,20 3922219 789 411663 AVANTOR INC COM 05352A100 69213 3813366 SH DFND 2,5,20 3813366 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 19034 18925000 SH DFND 2,5 18925000 0 0 VISHAY PRECISION GROUP INC COM 92835K103 7605 223691 SH DFND 2,5,8,20 189542 0 34149 VISTA OUTDOOR INC COM 928377100 12518 1673484 SH DFND 2,5,20 1529434 2386 141664 VISTEON CORP COM NEW 92839U206 81686 943369 SH DFND 2,5,6,8,11,12,13,20 903399 459 39511 VISTRA ENERGY CORP COM 92840M102 196703 8556018 SH DFND 2,5,6,8,10,11,12,13,19,20 7558718 175947 821353 VIVINT SOLAR INC COM 92854Q106 6629 913066 SH DFND 2,5,8,20 786129 0 126937 VMWARE INC CL A COM 928563402 302273 1991390 SH DFND 2,5,6,8,10,11,12,13,19,20 1620251 62606 308533 VOCERA COMMUNICATIONS INC COM 92857F107 13219 636771 SH DFND 2,5,8,20 542255 0 94516 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1266 63785 SH DFND 1,2,20 63785 0 0 VOLITIONRX LTD COM 928661107 58 12230 SH DFND 2,20 12230 0 0 AVAYA HLDGS CORP COM 05351X101 34948 2588712 SH DFND 2,5,8,20 2249356 0 339356 VONAGE HLDGS CORP COM 92886T201 50681 6839582 SH DFND 2,5,8,20 6132306 4300 702976 VORNADO RLTY TR SH BEN INT 929042109 763806 11160595 SH DFND 2,5,6,8,10,11,12,13,19,20 10264765 123591 772239 VOXX INTL CORP CL A 91829F104 141 32279 SH DFND 2,20 32279 0 0 VOYA FINL INC COM 929089100 261069 4281225 SH DFND 2,5,6,8,10,11,12,13,19,20 3464948 103763 712514 VOYAGER THERAPEUTICS INC COM 92915B106 18493 1325648 SH DFND 2,5,8,20 1248385 0 77263 VSE CORP COM 918284100 8809 231571 SH DFND 2,5,8,20 207448 0 24123 VULCAN MATLS CO COM 929160109 793590 5511422 SH DFND 2,5,6,8,10,11,12,13,19,20 4870589 65958 574875 VUZIX CORP COM NEW 92921W300 50 25000 SH DFND 20 25000 0 0 W & T OFFSHORE INC COM 92922P106 26782 4816873 SH DFND 2,5,20 4538363 0 278510 W P CAREY INC COM 92936U109 539332 6653342 SH DFND 2,5,6,8,10,11,12,13,19,20 5965911 133791 553640 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 10240 11575000 SH DFND 2,5 11575000 0 0 WABASH NATL CORP COM 929566107 27283 1847227 SH DFND 2,5,8,20 1673199 2200 171828 WABCO HLDGS INC COM 92927K102 162283 1197657 SH DFND 2,5,6,8,10,11,12,13,19,20 994900 50271 152486 WABTEC CORP COM 929740108 558363 7176899 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6740988 90638 345273 WADDELL & REED FINL INC CL A 930059100 39225 2346002 SH DFND 2,5,8,20 2114645 3343 228014 WAITR HLDGS INC COM 930752100 286 887644 SH DFND 2,5,20 887644 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 2751455 46666467 SH DFND 1,2,5,6,8,10,11,12,13,19,20 37562510 552550 8551407 WALKER & DUNLOP INC COM 93148P102 52509 811823 SH DFND 2,5,8,10,20 728448 0 83375 WALMART INC COM 931142103 8363593 70066970 SH DFND 1,2,5,6,8,10,11,12,13,19,20 58737725 1414640 9914605 WARRIOR MET COAL INC COM 93627C101 60009 2839990 SH DFND 2,5,20 2684992 0 154998 WASHINGTON FED INC COM 938824109 102374 2793295 SH DFND 2,5,6,8,11,20 2548216 1029 244050 AVEO PHARMACEUTICALS INC COM 053588109 50 79611 SH DFND 20 79611 0 0 WASHINGTON PRIME GROUP NEW COM 93964W108 37748 10370233 SH DFND 2,5,8,10,13,20 9554463 50399 765371 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 121488 4119712 SH DFND 2,5,8,10,12,13,19,20 3774331 22587 322794 WASHINGTON TR BANCORP COM 940610108 18052 332460 SH DFND 2,5,8,13,20 282697 0 49763 WASTE CONNECTIONS INC COM 94106B101 247001 2720574 SH DFND 2,5,6,8,10,11,12,13,19,20 2259830 152285 308459 WASTE MGMT INC DEL COM 94106L109 2314933 20313559 SH DFND 2,5,6,8,10,11,12,13,19,20 15952822 2523685 1837052 WATERS CORP COM 941848103 678086 2902146 SH DFND 2,5,6,8,10,11,12,13,19,20 2543344 77351 281451 WATERSTONE FINL INC MD COM 94188P101 12940 679981 SH DFND 2,5,6,8,20 605780 0 74201 WATFORD HOLDINGS LTD SHS G94787101 9142 363356 SH DFND 2,5,8,20 363356 0 0 WATSCO INC COM 942622200 141087 783162 SH DFND 2,5,6,8,11,13,19,20 743809 487 38866 WATTS WATER TECHNOLOGIES INC CL A 942749102 80712 809057 SH DFND 2,5,8,20 724044 144 84869 AVERY DENNISON CORP COM 053611109 514181 3930443 SH DFND 2,5,6,8,10,11,12,13,19,20 3238497 92360 599586 WAVE LIFE SCIENCES LTD SHS Y95308105 3857 481256 SH DFND 2,5,8,20 412444 0 68812 WAYFAIR INC CL A 94419L101 114549 1267558 SH DFND 2,5,6,8,10,11,12,13,19,20 1132955 29343 105260 WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 16232 15094000 SH DFND 2,5 15094000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 19445 18750000 SH DFND 2,5 18750000 0 0 WD-40 CO COM 929236107 81657 420608 SH DFND 2,5,6,8,20 377405 35 43168 WEBSTER FINL CORP CONN COM 947890109 162055 3037011 SH DFND 2,5,6,8,11,13,20 2923297 5974 107740 WEC ENERGY GROUP INC COM 92939U106 1634356 17720442 SH DFND 2,5,6,8,10,11,12,13,19,20 15939285 187002 1594155 WEIBO CORP NOTE 1.250%11/1 948596AC5 27659 29300000 SH DFND 2,5 29300000 0 0 WEIBO CORP SPONSORED ADR 948596101 57259 1235365 SH DFND 1,2,5,8,10,11,12,13,19,20 1051563 27230 156572 WEINGARTEN RLTY INVS SH BEN INT 948741103 190417 6095282 SH DFND 2,5,6,8,10,11,13,19,20 5787985 31044 276253 AVID BIOSERVICES INC COM 05368M106 8134 1060544 SH DFND 2,5,20 889662 0 170882 WEIS MKTS INC COM 948849104 12811 316392 SH DFND 2,5,8,20 285069 370 30953 WELBILT INC COM 949090104 42709 2736011 SH DFND 2,5,8,20 2557907 886 177218 WELLCARE HEALTH PLANS INC COM 94946T106 712420 2157477 SH DFND 2,5,6,8,10,11,12,13,19,20 1925960 32708 198809 WELLS FARGO CO NEW COM 949746101 9129694 169696913 SH DFND 1,2,5,6,8,10,11,12,13,19,20 152273402 3001720 14421791 WELLS FARGO CO NEW PERP PFD CNV A 949746804 153254 105822 SH DFND 2 105822 0 0 WELLTOWER INC COM 95040Q104 2216511 27103341 SH DFND 2,5,6,8,10,11,12,13,19,20 24793881 369275 1940185 WENDYS CO COM 95058W100 103850 4675824 SH DFND 2,5,6,8,11,20 4431361 2941 241522 WERNER ENTERPRISES INC COM 950755108 57718 1586097 SH DFND 2,5,6,8,11,20 1441217 1842 143038 WESBANCO INC COM 950810101 50558 1326939 SH DFND 2,5,8,20 1128416 137 198386 WESCO AIRCRAFT HLDGS INC COM 950814103 37900 3439234 SH DFND 2,5,8,20 3235937 0 203297 AVID TECHNOLOGY INC COM 05367P100 4516 526372 SH DFND 2,5,20 431645 0 94727 WESCO INTL INC COM 95082P105 39548 665911 SH DFND 2,5,8,12,20 614194 361 51356 WEST BANCORPORATION INC CAP STK 95123P106 8289 323398 SH DFND 2,5,13,20 277127 0 46271 WEST PHARMACEUTICAL SVSC INC COM 955306105 411013 2734074 SH DFND 2,5,6,8,10,11,12,13,19,20 2644795 1468 87811 WESTAMERICA BANCORPORATION COM 957090103 59130 872513 SH DFND 2,5,8,20 789204 10 83299 WESTERN ALLIANCE BANCORP COM 957638109 136931 2402301 SH DFND 2,5,8,13,20 2289412 1500 111389 WESTERN ASSET MTG CAP CORP COM 95790D105 15564 1462804 SH DFND 2,5,8,20 1288389 3510 170905 WESTERN DIGITAL CORP COM 958102105 831864 13106408 SH DFND 2,5,6,8,10,11,12,13,19,20 11817382 145039 1143987 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 35616 36025000 SH DFND 2,5 36025000 0 0 WESTERN NEW ENG BANCORP INC COM 958892101 5625 584102 SH DFND 2,5,6,20 512944 0 71158 WESTERN UN CO COM 959802109 675814 25235780 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22116949 287277 2831554 ACCURAY INC COM 004397105 4513 1600229 SH DFND 2,5,20 1377850 0 222379 AVIS BUDGET GROUP INC COM 053774105 65778 2040275 SH DFND 2,5,6,8,11,12,13,20 1854923 1388 183964 WESTLAKE CHEM CORP COM 960413102 64426 918404 SH DFND 2,5,6,8,10,11,12,13,19,20 717194 24886 176324 WESTROCK CO COM 96145D105 519060 12096471 SH DFND 2,5,6,8,10,11,12,13,19,20 11024548 121326 950597 WESTWOOD HLDGS GROUP INC COM 961765104 5201 171431 SH DFND 2,5,20 147531 0 23900 WEX INC COM 96208T104 212173 1012950 SH DFND 2,5,6,8,11,13,20 957143 627 55180 WEYCO GROUP INC COM 962149100 3756 140712 SH DFND 2,20 122535 0 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2,5,8,20 161835 0 27771 WILLIAMS COS INC DEL COM 969457100 1474876 62178599 SH DFND 2,5,6,8,10,11,12,13,19,20 56866764 606867 4704968 WILLIAMS SONOMA INC COM 969904101 178376 2428865 SH DFND 2,5,6,8,11,12,13,19,20 2330479 1501 96885 WILLIS LEASE FINANCE CORP COM 970646105 3508 59554 SH DFND 2,20 50324 0 9230 WILLIS TOWERS WATSON PUB LTD SHS G96629103 1141065 5632471 SH DFND 2,5,6,8,10,11,12,13,19,20 5103323 83914 445234 AVNET INC COM 053807103 150810 3553484 SH DFND 2,5,6,8,11,12,13,19,20 3416618 1129 135737 WILLSCOT CORP COM 971375126 19388 1048545 SH DFND 2,5,8,20 891867 0 156678 WINGSTOP INC COM 974155103 71654 830965 SH DFND 2,5,8,20 741724 0 89241 WINMARK CORP COM 974250102 10110 50982 SH DFND 2,5,6,8,20 43975 0 7007 WINNEBAGO INDS INC COM 974637100 49075 926295 SH DFND 2,5,8,20 828239 0 98056 WINTRUST FINL CORP COM 97650W108 138490 1953310 SH DFND 2,5,6,8,11,13,20 1887965 539 64806 WIPRO LTD SPON ADR 1 SH 97651M109 27750 7400063 SH DFND 2,5,8,12,13,19,20 7010928 0 389135 WISDOMTREE INVTS INC COM 97717P104 19086 3943293 SH DFND 2,5,8,20 3506709 3600 432984 WIX COM LTD NOTE 7/0 92940WAB5 16933 14900000 SH DFND 2,5 14900000 0 0 WIX COM LTD SHS M98068105 100671 822610 SH DFND 2,5,6,8,10,12,13,19,20 700498 23500 98612 WNS HOLDINGS LTD SPON ADR 92932M101 903 13649 SH DFND 2,13 13649 0 0 AVON PRODS INC COM 054303102 30341 5364292 SH DFND 1,2,5,8,12,20 5275248 16589 72455 WOLVERINE WORLD WIDE INC COM 978097103 83161 2457376 SH DFND 2,5,8,19,20 2209443 828 247105 WOODWARD INC COM 980745103 153599 1296854 SH DFND 2,5,6,8,11,13,19,20 1243335 849 52670 WORKDAY INC CL A 98138H101 570397 3468516 SH DFND 2,5,6,8,10,11,12,13,19,20 3045875 82475 340166 WORKDAY INC NOTE 0.250%10/0 98138HAF8 47949 37500000 SH DFND 2,5 37500000 0 0 WORKHORSE GROUP INC COM NEW 98138J206 527 173418 SH DFND 2,20 173418 0 0 WORKIVA INC COM CL A 98139A105 32053 762250 SH DFND 2,5,8,20 655461 0 106789 WORLD ACCEP CORP DEL COM 981419104 16211 187625 SH DFND 2,5,8,20 168056 0 19569 WORLD FUEL 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WYNDHAM HOTELS & RESORTS INC COM 98311A105 150759 2400244 SH DFND 2,5,6,8,11,12,13,19,20 2254791 2695 142758 WYNN RESORTS LTD COM 983134107 551125 3968643 SH DFND 2,5,6,8,10,12,13,19,20 3585771 47535 335337 AVX CORP NEW COM 002444107 22990 1123114 SH DFND 2,5,8,20 983325 1140 138649 X FINANCIAL SPONSORED ADS 98372W103 201 118871 SH DFND 2,5,20 118871 0 0 X4 PHARMACEUTICALS INC COM 98420X103 1869 174664 SH DFND 2,20 174664 0 0 XBIOTECH INC COM 98400H102 6262 335479 SH DFND 2,20 335479 0 0 XCEL ENERGY INC COM 98389B100 1816902 28435978 SH DFND 2,5,6,8,10,11,12,13,19,20 26242048 378066 1815864 XENCOR INC COM 98401F105 68265 1985039 SH DFND 2,5,8,20 1837173 0 147866 XENIA HOTELS & RESORTS INC COM 984017103 113738 5196839 SH DFND 2,5,8,10,12,13,20 4712928 28912 454999 XENON PHARMACEUTICALS INC COM 98420N105 267 20360 SH DFND 2 20360 0 0 XERIS PHARMACEUTICALS INC COM 98422L107 3528 500401 SH DFND 2,5,20 436806 0 63595 XEROX HOLDINGS CORP COM NEW 98421M106 348467 9387706 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9387706 0 0 XILINX INC COM 983919101 1022972 10463043 SH DFND 2,5,6,8,10,11,12,13,19,20 9269852 273004 920187 AXA EQUITABLE HLDGS INC COM 054561105 273007 11017230 SH DFND 2,5,6,8,10,11,12,13,19,20 10057894 351573 607763 XPERI CORP COM 98421B100 28744 1553715 SH DFND 2,5,8,10,20 1406720 2350 144645 XPO LOGISTICS INC COM 983793100 243302 3052718 SH DFND 2,5,6,8,10,11,12,13,19,20 2773726 54694 224298 XUNLEI LTD SPONSORED ADR 98419E108 315 64361 SH DFND 2 64361 0 0 XYLEM INC COM 98419M100 647050 8212334 SH DFND 2,5,6,8,10,11,12,13,19,20 7382030 117214 713090 Y MABS THERAPEUTICS INC COM 984241109 23379 748116 SH DFND 2,5,8,20 705245 0 42871 YAMANA GOLD INC COM 98462Y100 882 222882 SH DFND 5,8,20 222882 0 0 YANDEX N V SHS CLASS A N97284108 19302 443828 SH DFND 2,5,8,10,12,19,20 431439 0 12389 YATRA ONLINE INC ORD SHS G98338109 49 15567 SH DFND 20 15567 0 0 YELP INC CL A 985817105 73855 2120443 SH DFND 2,5,6,8,11,13,19,20 1899419 600 220424 YETI HLDGS INC COM 98585X104 27307 785147 SH DFND 2,5,8,20 675448 0 109699 AXALTA COATING SYS LTD COM G0750C108 139173 4578074 SH DFND 2,5,6,8,10,11,12,13,19,20 3626407 105950 845717 YEXT INC COM 98585N106 28540 1979181 SH DFND 2,5,8,20 1699925 0 279256 YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 195 36500 SH DFND 2,20 36500 0 0 YIREN DIGITAL LTD SPONSORED ADS 98585L100 58 10368 SH DFND 2 10368 0 0 YORK WTR CO COM 987184108 13047 281839 SH DFND 2,5,8,13,20 234245 0 47594 YOUNGEVITY INTL INC COM NEW 987537206 436 133824 SH DFND 2,20 133824 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 59898 5172552 SH DFND 2,5,8,10,12,13,19,20 5172552 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 1667 653629 SH DFND 2,5,20 553354 0 100275 YUM BRANDS INC COM 988498101 1448604 14381056 SH DFND 2,5,6,8,10,11,12,13,19,20 12718627 252665 1409764 YUM CHINA HLDGS INC COM 98850P109 598408 12464238 SH DFND 2,5,8,10,12,13,19,20 10790230 229271 1444737 ZAFGEN INC COM 98885E103 28 25100 SH DFND 20 25100 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 22400 929655 SH DFND 2,5,8,20 838112 0 91543 ZAGG INC COM 98884U108 4011 494629 SH DFND 2,5,20 423653 0 70976 ZAI LAB LTD ADR 98887Q104 6634 159513 SH DFND 2,5,19,20 159513 0 0 ZAYO GROUP HLDGS INC COM 98919V105 168114 4851777 SH DFND 2,5,6,8,10,11,12,13,19,20 4101705 117151 632921 ZEBRA TECHNOLOGIES CORP CL A 989207105 533678 2089249 SH DFND 2,5,6,8,10,11,12,13,19,20 2035473 869 52907 ZENDESK INC COM 98936J101 108159 1411445 SH DFND 2,5,8,13,19,20 1268128 1600 141717 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 26495 19350000 SH DFND 2,5 19350000 0 0 ZILLOW GROUP INC CL A 98954M101 30342 663350 SH DFND 2,5,12,13,19,20 606560 0 56790 ZILLOW GROUP INC CL C CAP STK 98954M200 119245 2595678 SH DFND 2,5,6,8,10,11,12,13,19,20 2197322 55930 342426 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 11318 11725000 SH DFND 2,5 11725000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 17612 15675000 SH DFND 2,5 15675000 0 0 AXCELLA HEALTH INC COM 05454B105 230 57259 SH DFND 2,20 57259 0 0 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2,5,20 576920 0 98160 AZUL S A SPONSR ADR PFD 05501U106 381 8900 SH DFND 10 8900 0 0 AZURE PWR GLOBAL LTD SHS V0393H103 294 23410 SH DFND 2,20 23410 0 0 AZZ INC COM 002474104 37129 808024 SH DFND 2,5,8,20 721169 994 85861 ACER THERAPEUTICS INC COM 00444P108 447 111579 SH DFND 2,20 111579 0 0 B & G FOODS INC NEW COM 05508R106 38455 2088805 SH DFND 2,5,8,20 1888493 700 199612 B RILEY FINL INC COM 05580M108 10221 405924 SH DFND 2,5,8,20 343938 0 61986 BABCOCK & WILCOX ENTERPRIS I COM 05614L209 73 20073 SH DFND 2,5,20 20073 0 0 BADGER METER INC COM 056525108 59603 917954 SH DFND 2,5,8,19,20 826957 1120 89877 BAIDU INC SPON ADR REP A 056752108 764933 6051687 SH DFND 1,2,5,8,10,11,12,13,19,20 4946361 194427 910899 BAKER HUGHES COMPANY CL A 05722G100 824125 32154699 SH DFND 2,5,6,8,10,11,12,13,19,20 28351615 309761 3493323 BALCHEM CORP COM 057665200 95564 935490 SH DFND 2,5,8,20 835520 416 99554 BALL CORP COM 058498106 913749 14129415 SH DFND 2,5,6,8,10,11,12,13,19,20 12771561 158419 1199435 BALLARD PWR SYS INC NEW COM 058586108 993 138315 SH DFND 2 138315 0 0 BANC OF CALIFORNIA INC COM 05990K106 31762 1842397 SH DFND 2,5,8,20 1469632 0 372765 21VIANET GROUP INC SPONSORED ADS A 90138A103 2528 348754 SH DFND 2,5,20 344985 0 3769 ACHILLION PHARMACEUTICALS IN COM 00448Q201 31017 5143739 SH DFND 2,5,8,20 4729967 0 413772 BANCFIRST CORP COM 05945F103 25840 411733 SH DFND 2,5,8,20 355515 798 55420 BANCO BBVA ARGENTINA SA SPONSORED ADS 058934100 1132 203200 SH DFND 5,20 203200 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 191355 21104476 SH DFND 2,5,10,13,20 19000903 1674433 429140 BANCO DE CHILE SPONSORED ADS 059520106 2623 124984 SH DFND 2,5,10,13,19,20 119629 2121 3234 BANCO MACRO SA SPON ADR B 05961W105 55437 1529305 SH DFND 2,5,8,10,12,19,20 1529305 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 24714 2037449 SH DFND 2,5,10,13,20 1622512 175207 239730 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 7015 304060 SH DFND 2,5,8,10,13,19,20 290166 0 13894 BANCO 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2724783 60256156 SH DFND 1,2,5,6,8,10,11,12,13,19,20 54345809 914411 4995936 BOTTOMLINE TECH DEL INC COM 101388106 66948 1249028 SH DFND 2,5,8,20 1115566 1250 132212 BOX INC CL A 10316T104 56296 3354933 SH DFND 2,5,8,13,20 2915518 1500 437915 BOYD GAMING CORP COM 103304101 75300 2509045 SH DFND 2,5,6,8,20 2249135 2132 257778 BP PLC SPONSORED ADR 055622104 1030342 27301049 SH DFND 1,20 180384 27120665 0 BRADY CORP CL A 104674106 221370 3866051 SH DFND 2,5,8,20 3721283 1792 142976 BRAEMAR HOTELS & RESORTS INC COM 10482B101 5939 653361 SH DFND 2,5,8,20 538957 761 113643 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 101042 6415386 SH DFND 2,5,8,10,13,20 5990084 46849 378453 ADDUS HOMECARE CORP COM 006739106 36464 375069 SH DFND 2,5,8,20 342063 0 33006 BRASKEM S A SP ADR PFD A 105532105 6533 431334 SH DFND 2,5,10,20 390270 36864 4200 BRF SA SPONSORED ADR 10552T107 17464 2007377 SH DFND 2,5,8,10,20 1746122 233763 27492 BRIDGE BANCORP INC COM 108035106 11772 351102 SH DFND 2,5,8,20 299187 0 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112463104 30949 4257022 SH DFND 2,5,8,12,20 3688886 6396 561740 BROOKFIELD PROPERTY REIT INC CL A 11282X103 26952 1461209 SH DFND 2,5,8,10,20 1335843 17990 107376 BROOKLINE BANCORP INC DEL COM 11373M107 43491 2642203 SH DFND 2,5,8,20 2402407 0 239796 BROOKS AUTOMATION INC COM 114340102 85738 2043326 SH DFND 2,5,8,20 1825293 459 217574 BROWN & BROWN INC COM 115236101 423448 10725629 SH DFND 2,5,6,8,10,11,12,13,19,20 10443675 3530 278424 BROWN FORMAN CORP CL A 115637100 10093 160336 SH DFND 2,20 136710 0 23626 BROWN FORMAN CORP CL B 115637209 747519 11030422 SH DFND 2,5,6,8,10,12,13,19,20 9931120 301622 797680 ADIENT PLC ORD SHS G0084W101 61802 2908338 SH DFND 2,5,6,8,11,12,13,20 2780693 974 126671 BRP GROUP INC COM CL A 05589G102 2480 154497 SH DFND 2,20 154497 0 0 BRT APARTMENTS CORP COM 055645303 3394 197462 SH DFND 2,20 169796 0 27666 BRUKER CORP COM 116794108 74332 1458346 SH DFND 2,5,8,13,19,20 1320860 2792 134694 BRUNSWICK CORP COM 117043109 117053 1951528 SH DFND 2,5,6,8,11,13,19,20 1848853 1857 100818 BRYN MAWR BK CORP COM 117665109 18150 440100 SH DFND 2,5,8,20 380525 497 59078 BUCKLE INC COM 118440106 29885 1105221 SH DFND 2,5,8,20 1018585 956 85680 BUILD A BEAR WORKSHOP COM 120076104 41 12665 SH DFND 20 12665 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 60741 2390436 SH DFND 2,5,8,20 2035226 0 355210 BUNGE LIMITED COM G16962105 275029 4778960 SH DFND 2,5,6,8,10,11,12,13,19,20 3930668 104504 743788 BURLINGTON STORES INC COM 122017106 322181 1412887 SH DFND 2,5,6,8,10,11,12,13,19,20 1204094 45459 163334 ADMA BIOLOGICS INC COM 000899104 3373 843366 SH DFND 2,13,20 713778 0 129588 BUSINESS FIRST BANCSHARES IN COM 12326C105 5086 204008 SH DFND 2,5,20 168471 0 35537 BWX TECHNOLOGIES INC COM 05605H100 149191 2403205 SH DFND 2,5,8,13,19,20 2292712 1259 109234 BYLINE BANCORP INC COM 124411109 8731 445458 SH DFND 2,5,20 371934 0 73524 C & F FINL CORP COM 12466Q104 3093 55511 SH DFND 2,20 46949 0 8562 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 681303 8712314 SH DFND 2,5,6,8,10,11,12,13,19,20 7719221 175268 817825 CABALETTA BIO INC COM 12674W109 633 45314 SH DFND 2,20 45314 0 0 CABLE ONE INC COM 12685J105 177756 119422 SH DFND 2,5,6,8,11,13,19,20 113751 65 5606 CABOT CORP COM 127055101 69418 1460816 SH DFND 2,5,6,11,13,20 1390850 863 69103 CABOT MICROELECTRONICS CORP COM 12709P103 130706 902965 SH DFND 2,5,6,8,11,20 812931 452 89582 CABOT OIL & GAS CORP COM 127097103 415912 23889239 SH DFND 2,5,6,8,10,11,12,13,19,20 21271160 277990 2340089 ADOBE INC COM 00724F101 6567161 19911953 SH DFND 2,5,6,8,10,11,12,13,19,20 17576787 490108 1845058 CACI INTL INC CL A 127190304 153540 614185 SH DFND 2,5,6,8,11,13,19,20 592952 310 20923 CACTUS INC CL A 127203107 38982 1135837 SH DFND 2,5,8,20 991958 0 143879 CADENCE BANCORPORATION CL A 12739A100 124714 6878891 SH DFND 2,5,8,20 6496141 0 382750 CADENCE DESIGN SYSTEM INC COM 127387108 857060 12356685 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10755294 405976 1195415 CADIZ INC COM NEW 127537207 4070 369285 SH DFND 2,5,20 322939 0 46346 CAESARS ENTMT CORP COM 127686103 175409 12897739 SH DFND 2,5,6,8,13,20 12210234 7800 679705 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 67440 34863020 SH DFND 2,5 34863020 0 0 CAESARSTONE LTD ORD SHS M20598104 7316 485451 SH DFND 2,5,8,20 421374 0 64077 CAI INTERNATIONAL INC COM 12477X106 12906 445338 SH DFND 2,5,8,20 394368 0 50970 CAL MAINE FOODS INC COM NEW 128030202 79083 1849898 SH DFND 2,5,8,19,20 1747936 700 101262 ADT INC COM 00090Q103 11689 1467502 SH DFND 2,5,8,20 1360202 0 107300 CALAMP CORP COM 128126109 10236 1068488 SH DFND 2,5,8,20 969241 400 98847 CALAVO GROWERS INC COM 128246105 43298 477951 SH DFND 2,5,8,20 426460 0 51491 CALERES INC COM 129500104 32788 1376475 SH DFND 2,5,8,20 1250082 1545 124848 CALIFORNIA RES CORP COM NEW 13057Q206 39258 4347487 SH DFND 2,5,13,20 4202950 1320 143217 CALIFORNIA WTR SVC GROUP COM 130788102 202256 3922734 SH DFND 2,5,8,13,19,20 3769507 600 152627 CALITHERA BIOSCIENCES INC COM 13089P101 4854 850076 SH DFND 2,5,20 690578 0 159498 CALIX INC COM 13100M509 7085 885652 SH DFND 2,5,20 723311 0 162341 CALLAWAY GOLF CO COM 131193104 56351 2658057 SH DFND 2,5,8,20 2363927 1582 292548 CALLON PETE CO DEL COM 13123X102 123512 25571822 SH DFND 2,5,20 24440306 6984 1124532 CALYXT INC COM 13173L107 1055 150450 SH DFND 2,5,20 136606 0 13844 2U INC COM 90214J101 20562 857102 SH DFND 2,5,8,13,20 786186 500 70416 ADTALEM GLOBAL ED INC COM 00737L103 59758 1708833 SH DFND 2,5,6,8,11,19,20 1536797 394 171642 CAMBIUM NETWORKS CORP SHS G17766109 331 37864 SH DFND 2,20 37864 0 0 CAMBRIDGE BANCORP COM 132152109 6051 75502 SH DFND 2,5,20 63190 0 12312 CAMDEN NATL CORP COM 133034108 14742 320064 SH DFND 2,5,8,20 275697 0 44367 CAMDEN PPTY TR SH BEN INT 133131102 597299 5585384 SH DFND 2,5,6,8,10,11,12,13,19,20 5138206 101148 346030 CAMECO CORP COM 13321L108 169 19005 SH DFND 8 19005 0 0 CAMPBELL SOUP CO COM 134429109 459096 9289679 SH DFND 2,5,6,8,10,11,12,13,19,20 8377765 118372 793542 CAMPING WORLD HLDGS INC CL A 13462K109 9824 666496 SH DFND 2,5,8,20 571160 0 95336 CAMTEK LTD ORD M20791105 174 16039 SH DFND 2 16039 0 0 CANADIAN NATL RY CO COM 136375102 11122 122958 SH DFND 20 678 0 122280 CANADIAN PAC RY LTD COM 13645T100 18507 72410 SH DFND 8,20 3229 0 69181 ADTRAN INC COM 00738A106 14668 1483161 SH DFND 2,5,8,20 1344846 1818 136497 CANADIAN SOLAR INC COM 136635109 1516 68596 SH DFND 2,5,20 68596 0 0 CANNAE HLDGS INC COM 13765N107 54185 1456989 SH DFND 2,5,8,19,20 1247015 1892 208082 CANON INC SPONSORED ADR 138006309 576 21050 SH DFND 1,20 21050 0 0 CANTEL MEDICAL CORP COM 138098108 72638 1024517 SH DFND 2,5,6,8,11,13,19,20 975720 500 48297 CAPITAL BANCORP INC MD COM 139737100 1879 126200 SH DFND 2,20 91272 0 34928 CAPITAL CITY BK GROUP INC COM 139674105 8691 284935 SH DFND 2,5,20 238829 0 46106 CAPITAL ONE FINL CORP COM 14040H105 2172940 21114958 SH DFND 2,5,6,8,10,11,12,13,19,20 18741442 386843 1986673 CAPITAL SR LIVING CORP COM 140475104 189 61026 SH DFND 2,20 61026 0 0 CAPITOL FED FINL INC COM 14057J101 43466 3165734 SH DFND 2,5,6,8,12,19,20 2751959 0 413775 CAPRI HOLDINGS LIMITED SHS G1890L107 262366 6877228 SH DFND 2,5,6,8,10,11,12,13,19,20 6877228 0 0 ADURO BIOTECH INC COM 00739L101 1416 1199939 SH DFND 2,5,20 994940 0 204999 CAPSTAR FINL HLDGS INC COM 14070T102 4207 252700 SH DFND 2,13,20 213062 0 39638 CAPSTEAD MTG CORP COM NO PAR 14067E506 26331 3262888 SH DFND 2,5,6,8,13,20 2971691 4493 286704 CARA THERAPEUTICS INC COM 140755109 16105 999682 SH DFND 2,5,8,20 886666 0 113016 CARDINAL HEALTH INC COM 14149Y108 1102158 21587288 SH DFND 2,5,6,8,10,11,12,13,19,20 19640362 318129 1628797 CARDIOVASCULAR SYS INC DEL COM 141619106 58332 1200486 SH DFND 2,5,8,20 1093682 800 106004 CARDLYTICS INC COM 14161W105 18916 300927 SH DFND 2,5,8,20 269752 0 31175 CARDTRONICS PLC SHS CL A G1991C105 49717 1113485 SH DFND 2,5,8,20 993949 1200 118336 CARE COM INC COM 141633107 10095 671686 SH DFND 2,5,8,20 613209 0 58477 CAREDX INC COM 14167L103 55324 2564843 SH DFND 2,5,8,20 2440461 0 124382 CAREER EDUCATION CORP COM 141665109 38075 2070393 SH DFND 2,5,8,20 1856572 0 213821 ADVANCE AUTO PARTS INC COM 00751Y106 523866 3269674 SH DFND 2,5,6,8,10,11,12,13,19,20 2700098 74738 494838 CARETRUST REIT INC COM 14174T107 76747 3680066 SH DFND 2,5,8,10,20 3279788 23820 376458 CARGURUS INC COM CL A 141788109 54783 1557206 SH DFND 2,5,8,19,20 1340861 0 216345 CARLISLE COS INC COM 142339100 344991 2131680 SH DFND 2,5,6,8,11,13,19,20 2059107 647 71926 CARMAX INC COM 143130102 608013 6935248 SH DFND 2,5,6,8,10,11,12,13,19,20 6248296 89828 597124 CARNIVAL CORP UNIT 99/99/9999 143658300 912268 17947440 SH DFND 2,5,6,8,10,11,12,13,19,20 16244036 272257 1431147 CARNIVAL PLC ADR 14365C103 938 19499 SH DFND 1,20 19499 0 0 CAROLINA FINL CORP NEW COM 143873107 20786 479737 SH DFND 2,5,8,20 415976 0 63761 CARPENTER TECHNOLOGY CORP COM 144285103 99051 1989775 SH DFND 2,5,6,8,10,11,19,20 1839685 314 149776 CARRIAGE SVCS INC COM 143905107 9766 381472 SH DFND 2,5,8,20 331230 0 50242 CARROLS RESTAURANT GROUP INC COM 14574X104 5110 724865 SH DFND 2,5,8,20 628801 0 96064 ADVANCED DISP SVCS INC DEL COM 00790X101 49771 1514167 SH DFND 2,5,8,19,20 1287536 0 226631 CARS COM INC COM 14575E105 19522 1597538 SH DFND 2,5,8,12,13,20 1384398 1676 211464 CARTER BK & TR MARTINSVILLE COM 146102108 10748 453124 SH DFND 2,5,8,20 453124 0 0 CARTERS INC COM 146229109 121654 1112617 SH DFND 2,5,6,8,11,13,19,20 1058453 675 53489 CARVANA CO CL A 146869102 57803 627953 SH DFND 2,5,8,13,19,20 591309 0 36644 CASA SYS INC COM 14713L102 2732 667997 SH DFND 2,5,8,20 577329 0 90668 CASELLA WASTE SYS INC CL A 147448104 43114 936654 SH DFND 2,5,8,20 800721 0 135933 CASEYS GEN STORES INC COM 147528103 148397 933371 SH DFND 2,5,6,8,11,12,13,20 888984 439 43948 CASI PHARMACEUTICALS INC COM 14757U109 2940 951326 SH DFND 2,5,20 813573 0 137753 CASS INFORMATION SYS INC COM 14808P109 18205 315296 SH DFND 2,5,8,20 270486 0 44810 CASTLE BIOSCIENCES INC COM 14843C105 1757 51113 SH DFND 2,20 51113 0 0 ADVANCED DRAIN SYS INC DEL COM 00790R104 33980 874878 SH DFND 2,5,8,20 748644 0 126234 CASTLIGHT HEALTH INC CL B 14862Q100 2435 1830678 SH DFND 2,5,20 1573283 0 257395 CATALENT INC COM 148806102 197232 3503227 SH DFND 2,5,6,8,11,12,13,20 3322857 2400 177970 CATALYST PHARMACEUTICALS INC COM 14888U101 27819 7418295 SH DFND 2,5,8,20 7130804 0 287491 CATASYS INC COM PAR 149049504 1983 121587 SH DFND 2,20 121587 0 0 CATCHMARK TIMBER TR INC CL A 14912Y202 11845 1032660 SH DFND 2,5,8,20 870727 0 161933 CATERPILLAR INC DEL COM 149123101 6613456 44782340 SH DFND 1,2,5,6,8,10,11,12,13,19,20 21940411 393980 22447949 CATHAY GEN BANCORP COM 149150104 107453 2824003 SH DFND 2,5,6,8,11,20 2590558 454 232991 CATO CORP NEW CL A 149205106 15963 901313 SH DFND 2,5,8,20 827285 1391 72637 CAVCO INDS INC DEL COM 149568107 52752 269999 SH DFND 2,5,8,20 243358 31 26610 CBDMD INC COM 12482W101 361 159899 SH DFND 2,20 159899 0 0 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 3517 334916 SH DFND 2,5,20 288425 0 46491 CBIZ INC COM 124805102 30887 1145673 SH DFND 2,5,8,20 988558 0 157115 CBL & ASSOC PPTYS INC COM 124830100 7590 7228441 SH DFND 2,5,8,13,20 6665592 0 562849 CBOE GLOBAL MARKETS INC COM 12503M108 584395 4869958 SH DFND 2,5,6,8,10,11,12,13,19,20 4430186 59424 380348 CBRE GROUP INC CL A 12504L109 898507 14659927 SH DFND 2,5,6,8,10,11,12,13,19,20 12719639 534768 1405520 CBTX INC COM 12481V104 12397 397073 SH DFND 2,5,8,20 341916 0 55157 CDK GLOBAL INC COM 12508E101 346129 6330080 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5824535 86016 419529 CDN IMPERIAL BK COMM TORONTO COM 136069101 1404 16648 SH DFND 20 2248 538 13862 CDW CORP COM 12514G108 870939 6097304 SH DFND 2,5,6,8,10,11,12,13,19,20 5675719 100244 321341 CECO ENVIRONMENTAL CORP COM 125141101 4402 574690 SH DFND 2,5,20 479434 0 95256 CEDAR REALTY TRUST INC COM NEW 150602209 8520 2888169 SH DFND 2,5,8,20 2553194 6921 328054 ADVANCED ENERGY INDS COM 007973100 77494 1088404 SH DFND 2,5,8,20 969238 200 118966 CEL SCI CORP COM PAR NEW 150837607 4818 526543 SH DFND 2,5,20 526543 0 0 CELANESE CORP DEL COM 150870103 700058 5685983 SH DFND 2,5,6,8,10,11,12,13,19,20 4732262 367238 586483 CELCUITY INC COM 15102K100 915 85974 SH DFND 2,20 73368 0 12606 CELLCOM ISRAEL LTD SHS M2196U109 107 34102 SH DFND 20 34102 0 0 CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 3718 228966 SH DFND 2,20 189690 0 39276 CELSIUS HOLDINGS INC COM NEW 15118V207 1834 379758 SH DFND 2,20 314486 0 65272 CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 1426 1408000 SH DFND 5 1408000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 423 111900 SH DFND 1,5,13,20 65805 0 46095 CENTENE CORP DEL COM 15135B101 1058754 16840368 SH DFND 2,5,6,8,10,11,12,13,19,20 15256554 201238 1382576 CENTENNIAL RESOURCE DEV INC CL A 15136A102 45692 9890089 SH DFND 2,5,13,20 9677497 700 211892 ADVANCED MICRO DEVICES INC COM 007903107 2000087 43612888 SH DFND 2,5,6,8,10,11,12,13,19,20 39218661 517208 3877019 CENTERPOINT ENERGY INC COM 15189T107 781969 28675076 SH DFND 2,5,6,8,10,11,12,13,19,20 25745884 393773 2535419 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 24835 511000 SH DFND 2 511000 0 0 CENTERSTATE BK CORP COM 15201P109 88145 3528614 SH DFND 2,5,6,8,20 3158643 0 369971 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4033 409547 SH DFND 2,10,20 298211 102836 8500 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 5029 528246 SH DFND 2,20 528246 0 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 8457 1866837 SH DFND 2,5,20 1612444 0 254393 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 36577 1245813 SH DFND 2,5,6,8,20 1116080 0 129733 CENTRAL GARDEN & PET CO COM 153527106 9987 321439 SH DFND 2,5,20 290976 0 30463 CENTRAL PAC FINL CORP COM NEW 154760409 29563 999417 SH DFND 2,5,8,20 916982 0 82435 CENTRAL PUERTO S A SPONSORED ADR 155038201 1378 283516 SH DFND 5,20 283516 0 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 47628 8225000 SH DFND 2,5 8225000 0 0 CENTRAL VALLEY CMNTY BANCORP COM 155685100 4693 216572 SH DFND 2,5,20 183449 0 33123 CENTRIC BRANDS INC COM 15644G104 419 192987 SH DFND 2,20 192987 0 0 CENTURY ALUM CO COM 156431108 11413 1518714 SH DFND 2,5,8,20 1369917 2024 146773 CENTURY BANCORP INC MASS CL A NON VTG 156432106 5098 56674 SH DFND 2,20 46241 0 10433 CENTURY CASINOS INC COM 156492100 4275 539726 SH DFND 2,20 463867 0 75859 CENTURY CMNTYS INC COM 156504300 27310 998539 SH DFND 2,5,8,20 917528 0 81011 CENTURYLINK INC COM 156700106 797385 60362201 SH DFND 1,2,5,6,8,10,11,12,13,19,20 44659634 492336 15210231 CERAGON NETWORKS LTD ORD M22013102 105 50115 SH DFND 2 50115 0 0 CERECOR INC COM 15671L109 2116 392645 SH DFND 2,20 392645 0 0 CERENCE INC COM 156727109 12264 541921 SH DFND 2,5,8,12,13,20 541921 0 0 3-D SYS CORP DEL COM NEW 88554D205 30045 3433667 SH DFND 2,5,8,20 3075169 3366 355132 ADVANSIX INC COM 00773T101 17731 888316 SH DFND 1,2,5,8,13,20 794005 1353 92958 CERIDIAN HCM HLDG INC COM 15677J108 144253 2125114 SH DFND 2,5,6,8,11,13,19,20 2030327 0 94787 CERNER CORP COM 156782104 1060969 14421703 SH DFND 2,5,6,8,10,11,12,13,19,20 12449767 435284 1536652 CERUS CORP COM 157085101 16915 4008223 SH DFND 2,5,8,20 3585474 0 422749 CEVA INC COM 157210105 19834 735682 SH DFND 2,5,8,20 670640 1237 63805 CF INDS HLDGS INC COM 125269100 524673 10990225 SH DFND 2,5,6,8,10,11,12,13,19,20 9763603 143058 1083564 CHANGE HEALTHCARE INC COM 15912K100 10094 615872 SH DFND 2,5,8,20 615872 0 0 CHANGYOU COM LTD ADS REP CL A 15911M107 2000 204274 SH DFND 1,2,5,13,20 185874 0 18400 CHANNELADVISOR CORP COM 159179100 4652 514568 SH DFND 2,5,8,20 442858 0 71710 CHAPARRAL ENERGY INC COM CL A 15942R208 1059 601589 SH DFND 2,20 601589 0 0 CHARAH SOLUTIONS INC COM 15957P105 237 97251 SH DFND 2,20 86266 0 10985 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 35974 3122773 SH DFND 2,5,8,20 2970236 0 152537 CHARLES RIV LABS INTL INC COM 159864107 170669 1117236 SH DFND 2,5,6,8,11,13,20 1054725 826 61685 CHART INDS INC COM PAR $0.01 16115Q308 69965 1036679 SH DFND 2,5,8,20 926888 1146 108645 CHARTER COMMUNICATIONS INC N CL A 16119P108 3436107 7083588 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6034085 80716 968787 CHASE CORP COM 16150R104 19252 162495 SH DFND 2,5,8,20 141180 0 21315 CHATHAM LODGING TR COM 16208T102 46439 2517035 SH DFND 2,5,8,10,20 2316856 10674 189505 CHECK POINT SOFTWARE TECH LT ORD M22465104 286690 2583721 SH DFND 2,5,6,8,10,12,13,19,20 2175564 133654 274503 CHECKPOINT THERAPEUTICS INC COM 162828107 842 489406 SH DFND 2,20 489406 0 0 CHEESECAKE FACTORY INC COM 163072101 54989 1415050 SH DFND 2,5,6,8,11,20 1286571 294 128185 CHEETAH MOBILE INC ADR 163075104 620 170698 SH DFND 2,5,20 170698 0 0 CHEFS WHSE INC COM 163086101 28481 747324 SH DFND 2,5,8,20 669903 0 77421 AECOM COM 00766T100 171195 3969274 SH DFND 2,5,6,8,11,12,13,20 3791774 1595 175905 CHEGG INC COM 163092109 90407 2384785 SH DFND 2,5,8,13,19,20 2032805 1200 350780 CHEMED CORP NEW COM 16359R103 175303 399086 SH DFND 2,5,6,8,11,13,19,20 378754 247 20085 CHEMOCENTRYX INC COM 16383L106 41552 1050619 SH DFND 2,5,8,20 934273 0 116346 CHEMOURS CO COM 163851108 71612 3958631 SH DFND 2,5,6,8,11,12,13,20 3765209 2143 191279 CHEMUNG FINL CORP COM 164024101 2468 57731 SH DFND 2,20 48057 0 9674 CHENIERE ENERGY INC COM NEW 16411R208 329564 5396500 SH DFND 2,5,6,8,10,11,12,13,19,20 4627783 112677 656040 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 15420 19400000 SH DFND 2,5 19400000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 7790 519669 SH DFND 2,5,20 470080 0 49589 CHESAPEAKE ENERGY CORP COM 165167107 86483 104751590 SH DFND 2,5,6,11,12,13,20 103409405 20146 1322039 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 17569 34200000 SH DFND 2,5 34200000 0 0 AEGION CORP COM 00770F104 21376 955553 SH DFND 2,5,8,20 859335 1063 95155 CHESAPEAKE UTILS CORP COM 165303108 34912 362802 SH DFND 2,5,8,19,20 312472 36 50294 CHEVRON CORP NEW COM 166764100 13755136 114141035 SH DFND 1,2,5,6,8,10,11,12,13,19,20 87075704 15460910 11604421 CHEWY INC CL A 16679L109 5110 176196 SH DFND 2,19,20 176196 0 0 CHIASMA INC COM 16706W102 2969 598524 SH DFND 2,20 598524 0 0 CHICOS FAS INC COM 168615102 18069 4742645 SH DFND 2,5,8,12,20 4343114 6009 393522 CHILDRENS PL INC COM 168905107 33494 535734 SH DFND 2,5,8,20 486441 137 49156 CHIMERA INVT CORP COM NEW 16934Q208 69055 3279014 SH DFND 2,5,6,8,13,19,20 3040052 3113 235849 CHIMERIX INC COM 16934W106 2480 1221900 SH DFND 2,5,20 1095580 0 126320 CHINA BIOLOGIC PRODS HLDGS I COM G21515104 6700 57566 SH DFND 2,5,13,19,20 56866 0 700 CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 414 113692 SH DFND 2,20 113692 0 0 AEGLEA BIOTHERAPEUTICS INC COM 00773J103 3551 464799 SH DFND 2,20 389531 0 75268 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3111 73594 SH DFND 2,12,20 73594 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 2878 47848 SH DFND 5,20 46148 0 1700 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1406 34144 SH DFND 1,5,20 31744 0 2400 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 239 25519 SH DFND 1 25519 0 0 CHINA YUCHAI INTL LTD COM G21082105 704 52818 SH DFND 2,5,20 52818 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 931686 1112979 SH DFND 2,5,6,8,10,11,12,13,19,20 982112 17895 112972 CHOICE HOTELS INTL INC COM 169905106 82686 797666 SH DFND 2,5,6,8,11,19,20 754969 274 42423 CHROMADEX CORP COM NEW 171077407 2941 682298 SH DFND 2,20 572058 0 110240 CHUBB LIMITED COM H1467J104 3330350 21292368 SH DFND 2,5,6,8,10,11,12,13,19,20 19243107 309107 1740154 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 9244 250522 SH DFND 2,5,13,20 224863 0 25659 AEGON N V NY REGISTRY SHS 007924103 58 12889 SH DFND 2,20 12889 0 0 CHURCH & DWIGHT INC COM 171340102 923729 13132340 SH DFND 2,5,6,8,10,11,12,13,19,20 11931589 272636 928115 CHURCHILL DOWNS INC COM 171484108 152366 1105785 SH DFND 2,5,6,8,13,20 995833 501 109451 CHUYS HLDGS INC COM 171604101 12053 465024 SH DFND 2,5,8,20 413201 0 51823 CIENA CORP COM NEW 171779309 157404 3687133 SH DFND 2,5,6,8,11,13,19,20 3549513 3103 134517 CIGNA CORP NEW COM 125523100 3344347 16354573 SH DFND 2,5,6,8,10,11,12,13,19,20 14548760 252921 1552892 CIM COML TR CORP COM NEW 125525584 305 21010 SH DFND 2,20 21010 0 0 CIMAREX ENERGY CO COM 171798101 290597 5536236 SH DFND 2,5,6,8,10,11,12,13,19,20 4891463 1494 643279 CIMPRESS PLC SHS EURO G2143T103 51877 412478 SH DFND 2,5,8,13,19,20 412478 0 0 CINCINNATI BELL INC NEW COM NEW 171871502 14829 1416356 SH DFND 2,5,20 1253139 0 163217 CINCINNATI FINL CORP COM 172062101 897503 8490621 SH DFND 2,5,6,8,10,11,12,13,19,20 7814328 113623 562670 AEMETIS INC COM NEW 00770K202 72 86900 SH DFND 20 86900 0 0 CINEMARK HOLDINGS INC COM 17243V102 90831 2683337 SH DFND 2,5,6,8,11,12,13,20 2548886 2500 131951 CINTAS CORP COM 172908105 1039729 3864015 SH DFND 1,2,5,6,8,10,11,12,13,19,20 3428476 86745 348794 CIRCOR INTL INC COM 17273K109 25301 547157 SH DFND 2,5,8,20 487111 409 59637 CIRRUS LOGIC INC COM 172755100 169243 2053671 SH DFND 2,5,6,8,10,11,13,19,20 1871829 1124 180718 CISCO SYS INC COM 17275R102 8994671 187545264 SH DFND 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194014106 74817 2056530 SH DFND 2,5,6,8,11,13,20 1952362 700 103468 COLFAX CORP UNIT 01/15/2022T 194014205 18925 119500 SH DFND 2 119500 0 0 COLGATE PALMOLIVE CO COM 194162103 3872213 56249456 SH DFND 1,2,5,6,8,10,11,12,13,19,20 38542722 14202316 3504418 AEVI GENOMIC MEDICINE INC COM 00835P105 3 17213 SH DFND 20 17213 0 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 3452 149744 SH DFND 2,20 149744 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 14924 725163 SH DFND 2,5,8,20 624825 0 100338 COLONY BANKCORP INC COM 19623P101 1510 91514 SH DFND 2,20 91514 0 0 COLONY CAP INC NEW CL A COM 19626G108 58703 12079915 SH DFND 2,5,8,10,13,20 10937639 129608 1012668 COLONY CAP INC NEW NOTE 3.875% 1/1 19624RAB2 12952 12900000 SH DFND 2,5 12900000 0 0 COLONY CR REAL ESTATE INC COM CL A 19625T101 23055 1738724 SH DFND 2,5,8,20 1487333 0 251391 COLUMBIA BKG SYS INC COM 197236102 106819 2625512 SH DFND 2,5,8,20 2405086 1262 219164 COLUMBIA FINL INC COM 197641103 19169 1131560 SH DFND 2,5,6,8,20 977913 0 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12431 927664 SH DFND 2,5,8,12,20 927664 0 0 CONSTRUCTION PARTNERS INC COM CL A 21044C107 4440 263211 SH DFND 2,8,20 263211 0 0 AGENUS INC COM NEW 00847G705 15995 3929918 SH DFND 2,5,8,20 3627245 0 302673 CONTAINER STORE GROUP INC COM 210751103 1268 300388 SH DFND 2,20 253087 0 47301 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 66 17988 SH DFND 2,20 17988 0 0 CONTINENTAL BLDG PRODS INC COM 211171103 26826 736360 SH DFND 2,5,8,20 620606 0 115754 CONTINENTAL RESOURCES INC COM 212015101 144519 4213390 SH DFND 2,5,6,8,10,11,12,13,19,20 3468424 57242 687724 CONTRAFECT CORP COM 212326102 17 27300 SH DFND 20 27300 0 0 CONTURA ENERGY INC COM 21241B100 3132 346100 SH DFND 2,5,8,20 346100 0 0 COOPER COS INC COM NEW 216648402 679308 2114314 SH DFND 2,5,6,8,10,11,12,13,19,20 1873006 52299 189009 COOPER STD HLDGS INC COM 21676P103 17057 514389 SH DFND 2,5,8,20 461672 0 52717 COOPER TIRE & RUBR CO COM 216831107 46704 1624491 SH DFND 2,5,8,20 1470270 33 154188 COPA HOLDINGS SA CL A P31076105 86652 801735 SH DFND 2,5,19,20 770303 0 31432 AGEX THERAPEUTICS INC COM 00848H108 478 262790 SH DFND 2,5,20 234038 0 28752 COPART INC COM 217204106 783357 8613997 SH DFND 2,5,6,8,10,11,12,13,19,20 7593207 315912 704878 CORBUS PHARMACEUTICALS HLDGS COM 21833P103 6124 1121673 SH DFND 2,5,20 961164 0 160509 CORCEPT THERAPEUTICS INC COM 218352102 36633 3027521 SH DFND 2,5,8,20 2711237 0 316284 CORE LABORATORIES N V COM N22717107 28457 754656 SH DFND 2,5,6,8,11,13,19,20 748265 400 5991 CORE MARK HOLDING CO INC COM 218681104 39163 1440338 SH DFND 2,5,8,12,20 1332593 1600 106145 CORECIVIC INC COM 21871N101 65636 3776506 SH DFND 2,5,6,8,11,12,13,20 3453490 657 322359 CORELOGIC INC COM 21871D103 85040 1945561 SH DFND 2,5,6,8,11,13,19,20 1849456 1306 94799 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 14279 319371 SH DFND 2,5,8,19,20 283359 0 36012 COREPOINT LODGING INC COM 21872L104 16480 1514322 SH DFND 2,5,8,20 1364841 0 149481 CORESITE RLTY CORP COM 21870Q105 105571 931350 SH DFND 2,5,6,8,11,19,20 867099 500 63751 3M CO COM 88579Y101 7465075 42314221 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22344268 12256890 7713063 AGILENT TECHNOLOGIES INC COM 00846U101 1156165 13524209 SH DFND 2,5,6,8,10,11,12,13,19,20 11926829 224457 1372923 CORMEDIX INC COM 21900C308 3241 445126 SH DFND 2,20 445126 0 0 CORNERSTONE BLDG BRANDS INC COM 21925D109 7937 932694 SH DFND 2,5,8,20 932694 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 70845 1209989 SH DFND 2,5,8,20 1032930 1700 175359 CORNING INC COM 219350105 1086035 37307956 SH DFND 2,5,6,8,10,11,12,13,19,20 33765190 563369 2979397 CORPORACION AMER ARPTS S A COM L1995B107 1669 278132 SH DFND 2,5,20 278132 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 149430 5038891 SH DFND 2,5,6,8,10,11,13,20 4772733 29195 236963 CORTEVA INC COM 22052L104 1307211 44222280 SH DFND 2,5,6,8,10,11,12,13,19,20 44222280 0 0 CORTEXYME INC COM 22053A107 9877 175927 SH DFND 2,20 175927 0 0 CORVEL CORP COM 221006109 26497 303305 SH DFND 2,5,8,20 274082 0 29223 COSAN LTD SHS A G25343107 22587 988911 SH DFND 2,5,12,13,20 988911 0 0 AGILYSYS INC COM 00847J105 17472 687602 SH DFND 2,5,8,20 625345 0 62257 COSTAMARE INC SHS Y1771G102 8661 908810 SH DFND 2,5,20 737809 0 171001 COSTAR GROUP INC COM 22160N109 463633 774918 SH DFND 2,5,6,8,10,11,12,13,19,20 673066 24240 77612 COSTCO WHSL CORP NEW COM 22160K105 5426041 18460945 SH DFND 2,5,6,8,10,11,12,13,19,20 16347649 499496 1613800 COTY INC COM CL A 222070203 182451 16217911 SH DFND 2,5,6,8,10,11,12,13,19,20 14686313 133176 1398422 COUPA SOFTWARE INC COM 22266L106 117132 800902 SH DFND 2,5,8,13,19,20 739426 1000 60476 COUSINS PPTYS INC COM NEW 222795502 288801 7009739 SH DFND 2,5,6,8,10,11,19,20 7009739 0 0 COVANTA HLDG CORP COM 22282E102 38895 2577590 SH DFND 2,5,8,20 2216607 3914 357069 COVENANT TRANSN GROUP INC CL A 22284P105 3324 257165 SH DFND 2,5,8,20 217530 0 39635 COVETRUS INC COM 22304C100 35704 2704812 SH DFND 2,5,6,8,13,20 2704812 0 0 COVIA HLDGS CORP COM 22305A103 1486 728422 SH DFND 2,5,20 575993 0 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4289365 CREE INC COM 225447101 130518 2828131 SH DFND 2,5,6,8,11,13,19,20 2732580 1660 93891 CREE INC NOTE 0.875% 9/0 225447AB7 20829 19575000 SH DFND 2,5 19575000 0 0 CRESUD S A C I F Y A SPONSORED ADR 226406106 1765 250671 SH DFND 1,2,5,13,20 250671 0 0 CRINETICS PHARMACEUTICALS IN COM 22663K107 5685 226601 SH DFND 2,5,20 193439 0 33162 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 2927 48052 SH DFND 2,5,8,20 44952 0 3100 CRITEO S A SPONS ADS 226718104 1176 67885 SH DFND 1,2,5,20 67885 0 0 CROCS INC COM 227046109 80482 1921273 SH DFND 2,5,8,20 1716305 968 204000 CROSS CTRY HEALTHCARE INC COM 227483104 15895 1367881 SH DFND 2,5,8,20 1264718 0 103163 CROSSFIRST BANKSHARES INC COM 22766M109 1427 98989 SH DFND 2,20 98989 0 0 CROWDSTRIKE HLDGS INC CL A 22788C105 3115 62464 SH DFND 2,20 62464 0 0 AGNICO EAGLE MINES LTD COM 008474108 742 12046 SH DFND 5,8,20 6246 5800 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 57107 44650 SH DFND 2 44650 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 2811941 19781504 SH DFND 2,5,6,8,10,11,12,13,19,20 16908552 973468 1899484 CROWN HOLDINGS INC COM 228368106 211161 2910965 SH DFND 2,5,6,8,10,11,12,13,19,20 2430667 67335 412963 CRYOLIFE INC COM 228903100 35260 1301591 SH DFND 2,5,8,20 1192375 0 109216 CRYOPORT INC COM PAR $0.001 229050307 19396 1178399 SH DFND 2,5,8,20 1084275 0 94124 CSG SYS INTL INC COM 126349109 53141 1026291 SH DFND 2,5,8,20 925479 20 100792 CSW INDUSTRIALS INC COM 126402106 24901 323384 SH DFND 2,5,8,20 276387 0 46997 CSX CORP COM 126408103 2456348 33946217 SH DFND 2,5,6,8,10,11,12,13,19,20 30273225 742529 2930463 CTI BIOPHARMA CORP COM 12648L601 29 18052 SH DFND 20 18052 0 0 CTS CORP COM 126501105 29410 978694 SH DFND 2,5,8,20 879119 1122 98453 AGREE REALTY CORP COM 008492100 115035 1625187 SH DFND 2,5,8,10,19,20 1450674 10400 164113 CUBESMART COM 229663109 231619 7281586 SH DFND 2,5,8,10,12,13,19,20 6797302 50994 433290 CUBIC CORP COM 229669106 116082 1826045 SH DFND 2,5,8,20 1719154 566 106325 CUE BIOPHARMA INC COM 22978P106 5298 333701 SH DFND 2,20 271242 0 62459 CULLEN FROST BANKERS INC COM 229899109 482767 4937279 SH DFND 2,5,6,8,11,12,13,20 4865058 3910 68311 CULP INC COM 230215105 3143 230764 SH DFND 2,5,20 201127 0 29637 CUMMINS INC COM 231021106 1269914 7096076 SH DFND 2,5,6,8,10,11,12,13,19,20 6224545 216889 654642 CUMULUS MEDIA INC COM CLASS A 231082801 4573 260257 SH DFND 2,20 260257 0 0 CURIS INC COM NEW 231269200 21 12288 SH DFND 20 12288 0 0 CURO GROUP HLDGS CORP COM 23131L107 3867 317503 SH DFND 2,5,20 266677 0 50826 CURTISS WRIGHT CORP COM 231561101 218850 1553341 SH DFND 2,5,6,8,10,11,13,19,20 1496829 413 56099 AGROFRESH SOLUTIONS COM 00856G109 149 57903 SH DFND 2,20 57903 0 0 CUSHMAN WAKEFIELD PLC SHS G2717B108 44715 2187631 SH DFND 2,5,8,20 1870155 0 317476 CUSTOMERS BANCORP INC COM 23204G100 23694 995140 SH DFND 2,5,8,20 905228 0 89912 CUTERA INC COM 232109108 18587 519042 SH DFND 2,5,8,20 479143 0 39899 CVB FINL CORP COM 126600105 103747 4807575 SH DFND 2,5,8,20 4404323 631 402621 CVR ENERGY INC COM 12662P108 54130 1338848 SH DFND 2,5,8,13,20 1238528 7700 92620 CVS HEALTH CORP COM 126650100 4144468 55787695 SH DFND 2,5,6,8,10,11,12,13,19,20 49856008 867398 5064289 CYBERARK SOFTWARE LTD SHS M2682V108 78865 676487 SH DFND 2,5,6,8,10,12,13,19,20 655672 500 20315 CYBEROPTICS CORP COM 232517102 280 15212 SH DFND 2,20 15212 0 0 CYCLERION THERAPEUTICS INC COM 23255M105 1433 526667 SH DFND 2,5,8,20 526667 0 0 CYMABAY THERAPEUTICS INC COM 23257D103 2763 1409914 SH DFND 2,5,8,20 1188798 0 221116 AIMMUNE THERAPEUTICS INC COM 00900T107 73702 2202022 SH DFND 2,5,8,20 2063700 0 138322 CYPRESS SEMICONDUCTOR CORP COM 232806109 222167 9477795 SH DFND 2,5,6,8,11,13,19,20 9032520 6158 439117 CYRUSONE INC COM 23283R100 271595 4119296 SH DFND 2,5,6,8,10,11,19,20 3832633 30000 256663 CYTOKINETICS INC COM NEW 23282W605 26947 2539766 SH DFND 2,5,8,20 2387542 0 152224 CYTOMX THERAPEUTICS INC COM 23284F105 8223 989570 SH DFND 2,5,8,20 851841 0 137729 CYTOSORBENTS CORP COM NEW 23283X206 2125 552076 SH DFND 2,5,20 461909 0 90167 D R HORTON INC COM 23331A109 822538 15593139 SH DFND 2,5,6,8,10,11,12,13,19,20 13970738 231390 1391011 DAILY JOURNAL CORP COM 233912104 5821 20042 SH DFND 2,5,20 16965 0 3077 DAKTRONICS INC COM 234264109 6903 1133477 SH DFND 2,5,8,20 1033659 1057 98761 DANA INCORPORATED COM 235825205 84128 4622431 SH DFND 2,5,6,8,11,12,13,20 4180378 2077 439976 DANAHER CORPORATION 4.75 MND CV PFD 235851300 53100 45150 SH DFND 2 45150 0 0 AIR LEASE CORP CL A 00912X302 68626 1439620 SH DFND 2,5,8,13,20 1313925 1500 124195 DANAHER CORPORATION COM 235851102 4089365 26615076 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23631022 439742 2544312 DANAHER CORPORATION DBCV 1/2 235851AF9 152 26000 SH DFND 1 26000 0 0 DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 11826 230967 SH DFND 2,5,13,20 182567 0 48400 DARDEN RESTAURANTS INC COM 237194105 629061 5770672 SH DFND 2,5,6,8,10,11,12,13,19,20 4917311 156221 697140 DARLING INGREDIENTS INC COM 237266101 139911 4982579 SH DFND 2,5,8,12,20 4481953 1184 499442 DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 981 110768 SH DFND 2,20 98235 0 12533 DASEKE INC COM 23753F107 2412 763323 SH DFND 2,5,20 624919 0 138404 DATADOG INC CL A COM 23804L103 544 14400 SH DFND 20 14400 0 0 DAVE & BUSTERS ENTMT INC COM 238337109 37278 927998 SH DFND 2,5,8,20 824830 0 103168 DAVITA INC COM 23918K108 357261 4761570 SH DFND 2,5,6,8,10,11,12,13,19,20 3811881 57374 892315 AIR PRODS & CHEMS INC COM 009158106 2399398 10160769 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9172051 152789 835929 DAWSON GEOPHYSICAL CO NEW COM 239360100 34 14036 SH DFND 20 14036 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 2302 77677 SH DFND 5 77677 0 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 64434 1035244 SH DFND 2,5,8,20 980678 0 54566 DECKERS OUTDOOR CORP COM 243537107 151696 898352 SH DFND 2,5,6,8,11,12,13,19,20 812130 293 85929 DEERE & CO COM 244199105 2179523 12524869 SH DFND 1,2,5,6,8,10,11,12,13,19,20 11202857 156718 1165294 DEL TACO RESTAURANTS INC COM 245496104 4763 602524 SH DFND 2,5,8,20 520304 0 82220 DELEK US HLDGS INC NEW COM 24665A103 104069 3103758 SH DFND 2,5,8,12,20 2870343 1400 232015 DELL TECHNOLOGIES INC CL C 24703L202 193675 3768727 SH DFND 1,2,5,6,8,10,11,12,13,19,20 3022949 98259 647519 DELPHI TECHNOLOGIES PLC SHS G2709G107 15317 1193861 SH DFND 2,5,6,8,11,12,13,20 1177817 2033 14011 DELTA AIR LINES INC DEL COM NEW 247361702 1166695 19950333 SH DFND 1,2,5,6,8,10,11,12,13,19,20 18070407 215469 1664457