SEC FORM 13-F Information Table

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
1ST CONSTITUTION BANCORP	COM	31986N102	2,199	117,289	SH		DFND	2,20	96,535	0	20,754
51JOB INC	SPONSORED ADS	316827104	39,013	527,197	SH		DFND	1,2,5,8,10,11,12,13,19,20	441,460	10,900	74,837
AK STL HLDG CORP	COM	001547108	36,803	16,212,733	SH		DFND	2,5,12,13,20	15,298,353	5,075	909,305
DELEK US HLDGS INC NEW	COM	24665A103	97,497	2,685,881	SH		DFND	2,5,8,12,20	2,453,866	1,400	230,615
DELL TECHNOLOGIES INC	CL C	24703L202	191,595	3,694,473	SH		DFND	1,2,5,6,8,10,12,13,19,20	3,161,963	108,533	423,977
DELPHI TECHNOLOGIES PLC	SHS	G2709G107	16,387	1,222,887	SH		DFND	2,5,6,8,11,12,13,20	1,204,827	4,049	14,011
DELTA AIR LINES INC DEL	COM NEW	247361702	1,150,965	19,982,024	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	18,040,430	225,459	1,716,135
DELTA APPAREL INC	COM	247368103	1,979	83,340	SH		DFND	2,20	83,340	0	0
DELUXE CORP	COM	248019101	73,477	1,494,652	SH		DFND	2,5,6,8,10,11,20	1,351,105	7,967	135,580
DENALI THERAPEUTICS INC	COM	24823R105	24,391	1,592,093	SH		DFND	2,5,8,20	1,445,983	0	146,110
DENBURY RES INC	COM NEW	247916208	29,181	24,521,487	SH		DFND	2,5,20	23,138,309	13,143	1,370,035
DENNYS CORP	COM	24869P104	28,398	1,247,456	SH		DFND	2,5,8,20	1,064,957	0	182,499
DENTSPLY SIRONA INC	COM	24906P109	513,734	9,618,875	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,529,159	148,121	941,595
AKAMAI TECHNOLOGIES INC	COM	00971T101	650,388	7,117,398	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,036,744	188,221	892,433
DERMIRA INC	COM	24983L104	6,020	942,061	SH		DFND	2,5,8,20	791,764	0	150,297
DESIGNER BRANDS INC	CL A	250565108	35,773	2,059,680	SH		DFND	2,5,8,12,20	2,059,680	0	0
DESPEGAR COM CORP	ORD SHS	G27358103	1,692	149,500	SH		DFND	5,20	149,500	0	0
DESTINATION XL GROUP INC	COM	25065K104	37	22,082	SH		DFND	20	22,082	0	0
DEVON ENERGY CORP NEW	COM	25179M103	514,131	21,368,724	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	19,408,632	341,959	1,618,133
DEXCOM INC	COM	252131107	302,018	2,023,709	SH		DFND	2,5,6,8,10,12,13,19,20	1,748,675	47,790	227,244
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	19,730	12,410,000	SH		DFND	2,5	12,410,000	0	0
DHI GROUP INC	COM	23331S100	3,785	983,238	SH		DFND	2,20	983,238	0	0
DHT HOLDINGS INC	SHS NEW	Y2065G121	10,239	1,664,885	SH		DFND	2,5,20	1,404,677	0	260,208
DIAGEO P L C	SPON ADR NEW	25243Q205	2,461	15,013	SH		DFND	1,20	15,013	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	41,086	35,825,000	SH		DFND	2,5	35,825,000	0	0
DIAMOND HILL INVESTMENT GROU	COM NEW	25264R207	9,573	69,301	SH		DFND	2,5,8,20	59,270	0	10,031
DIAMOND OFFSHORE DRILLING IN	COM	25271C102	15,193	2,732,558	SH		DFND	2,5,8,12,13,20	2,529,589	2,974	199,995
DIAMOND S SHIPPING INC	COM	Y20676105	4,048	367,327	SH		DFND	2,5,20	367,327	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	709,374	7,889,827	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,231,917	109,650	548,260
DIAMONDROCK HOSPITALITY CO	COM	252784301	112,959	10,888,835	SH		DFND	2,5,8,10,13,20	10,020,618	48,608	819,609
DIANA SHIPPING INC	COM	Y2066G104	95	28,009	SH		DFND	2,20	28,009	0	0
DICERNA PHARMACEUTICALS INC	COM	253031108	25,603	1,782,945	SH		DFND	2,5,8,20	1,617,209	0	165,736
DICKS SPORTING GOODS INC	COM	253393102	78,561	1,925,044	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,832,943	3,507	88,594
DIEBOLD NXDF INC	COM	253651103	26,446	2,361,214	SH		DFND	2,5,8,20	2,127,311	2,012	231,891
DIGI INTL INC	COM	253798102	10,212	749,783	SH		DFND	2,5,20	677,204	0	72,579
AKCEA THERAPEUTICS INC	COM	00972L107	9,494	616,881	SH		DFND	2,5,8,20	573,321	0	43,560
DIGIMARC CORP NEW	COM	25381B101	9,439	241,464	SH		DFND	2,5,20	207,200	0	34,264
DIGITAL RLTY TR INC	COM	253868103	1,900,778	14,642,768	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,316,724	171,990	1,154,054
DIGITAL TURBINE INC	COM NEW	25400W102	11,116	1,724,788	SH		DFND	2,5,20	1,724,788	0	0
DILLARDS INC	CL A	254067101	28,574	431,254	SH		DFND	2,5,6,8,11,12,13,20	395,885	349	35,020
DIME CMNTY BANCSHARES	COM	253922108	20,112	939,367	SH		DFND	2,5,8,20	847,590	874	90,903
DINE BRANDS GLOBAL INC	COM	254423106	38,108	497,726	SH		DFND	2,5,8,20	442,075	3,647	52,004
DIODES INC	COM	254543101	59,564	1,483,533	SH		DFND	2,5,8,20	1,355,122	1,663	126,748
DIPLOMAT PHARMACY INC	COM	25456K101	9,542	1,947,256	SH		DFND	2,5,8,20	1,765,450	0	181,806
DISCOVER FINL SVCS	COM	254709108	1,133,964	13,984,019	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,454,936	258,632	1,270,451
DISCOVERY INC	COM SER A	25470F104	194,284	7,295,682	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,365,459	107,331	822,892
AKEBIA THERAPEUTICS INC	COM	00972D105	14,291	3,645,657	SH		DFND	2,5,8,20	3,275,532	1,272	368,853
DISCOVERY INC	COM SER C	25470F302	469,403	19,065,920	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,913,499	386,251	2,766,170
DISH NETWORK CORP	CL A	25470M109	349,062	10,245,445	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,221,123	158,184	866,138
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	27,913	31,700,000	SH		DFND	2,5	31,700,000	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	84,632	91,902,000	SH		DFND	2,5	91,902,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	9,715,766	74,553,147	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	60,159,420	1,897,301	12,496,426
DMC GLOBAL INC	COM	23291C103	22,296	505,523	SH		DFND	2,5,8,20	463,302	0	42,221
DNB FINL CORP	COM	233237106	2,372	53,299	SH		DFND	2,20	47,829	0	5,470
DOCUSIGN INC	COM	256163106	159,899	2,582,355	SH		DFND	2,5,6,8,10,12,13,19,20	2,411,279	0	171,076
DOLBY LABORATORIES INC	COM CL A	25659T107	56,246	870,144	SH		DFND	2,5,8,13,19,20	797,058	562	72,524
DOLLAR GEN CORP NEW	COM	256677105	1,805,702	11,360,904	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,941,707	400,891	1,018,306
AKERO THERAPEUTICS INC	COM	00973Y108	1,580	69,454	SH		DFND	2,20	69,454	0	0
DOLLAR TREE INC	COM	256746108	1,190,397	10,427,444	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,256,415	150,436	1,020,593
DOMINION ENERGY INC	COM	25746U109	3,392,875	41,866,675	SH		DFND	2,5,6,8,10,11,12,13,19,20	37,810,288	460,070	3,596,317
DOMINION ENERGY INC	UNIT 99/99/9999	25746U133	43,845	415,000	SH		DFND	2	415,000	0	0
DOMINOS PIZZA INC	COM	25754A201	326,012	1,332,890	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,199,995	31,088	101,807
DOMO INC	COM CL B	257554105	5,456	341,428	SH		DFND	2,5,8,20	298,955	0	42,473
DOMTAR CORP	COM NEW	257559203	59,250	1,654,577	SH		DFND	2,5,6,8,11,12,13,19,20	1,567,161	550	86,866
DONALDSON INC	COM	257651109	303,850	5,834,296	SH		DFND	2,5,6,8,11,13,19,20	5,660,677	1,696	171,923
DONEGAL GROUP INC	CL A	257701201	3,194	217,875	SH		DFND	2,5,8,20	192,285	0	25,590
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	11,417	926,665	SH		DFND	2,5,8,20	832,735	504	93,426
DONNELLEY R R & SONS CO	COM	257867200	8,755	2,322,168	SH		DFND	2,5,8,20	2,127,580	1,344	193,244
AKORN INC	COM	009728106	12,464	3,279,921	SH		DFND	2,5,8,13,20	2,967,190	2,800	309,931
DORIAN LPG LTD	SHS USD	Y2106R110	5,551	535,844	SH		DFND	2,5,20	451,647	0	84,197
DORMAN PRODUCTS INC	COM	258278100	64,451	810,291	SH		DFND	2,5,8,20	726,291	100	83,900
DOUGLAS DYNAMICS INC	COM	25960R105	21,630	485,311	SH		DFND	2,5,8,20	408,414	8,300	68,597
DOUGLAS EMMETT INC	COM	25960P109	377,432	8,759,829	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,290,330	44,166	425,333
DOVA PHARMACEUTICALS INC	COM	25985T102	5,333	190,818	SH		DFND	2,20	162,151	0	28,667
DOVER CORP	COM	260003108	780,582	7,840,321	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	7,070,530	173,978	595,813
DOW INC	COM	260557103	1,722,859	36,156,533	SH		DFND	2,5,6,8,10,11,12,13,19,20	36,156,533	0	0
DR REDDYS LABS LTD	ADR	256135203	20,539	542,063	SH		DFND	1,2,5,8,13,19,20	511,698	0	30,365
DRIL QUIP INC	COM	262037104	58,714	1,170,073	SH		DFND	2,5,6,8,20	1,056,779	1,296	111,998
DRIVE SHACK INC	COM	262077100	4,541	1,053,605	SH		DFND	2,5,20	900,742	0	152,863
AKOUSTIS TECHNOLOGIES INC	COM	00973N102	2,988	385,580	SH		DFND	2,20	385,580	0	0
DROPBOX INC	CL A	26210C104	83,173	4,123,611	SH		DFND	2,5,6,8,10,12,13,19,20	4,123,611	0	0
DRYSHIPS INC	COM PAR NEW	Y2109Q705	121	23,200	SH		DFND	2	23,200	0	0
DSP GROUP INC	COM	23332B106	8,328	591,248	SH		DFND	2,5,20	591,248	0	0
DTE ENERGY CO	COM	233331107	1,322,038	9,873,342	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,016,652	168,649	688,041
DUCOMMUN INC DEL	COM	264147109	9,165	216,161	SH		DFND	2,5,8,20	186,461	0	29,700
DUKE ENERGY CORP NEW	COM NEW	26441C204	3,618,862	37,751,534	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	34,064,057	517,702	3,169,775
DUKE REALTY CORP	COM NEW	264411505	864,830	25,458,650	SH		DFND	2,5,6,8,10,11,12,13,19,20	23,195,751	323,399	1,939,500
DULUTH HLDGS INC	COM CL B	26443V101	1,630	192,230	SH		DFND	2,8,20	160,941	0	31,289
DUNKIN BRANDS GROUP INC	COM	265504100	155,053	1,953,795	SH		DFND	2,5,6,8,11,13,20	1,844,693	900	108,202
DUPONT DE NEMOURS INC	COM	26614N102	2,845,866	39,908,368	SH		DFND	2,5,6,8,10,11,12,13,19,20	39,908,368	0	0
ALAMO GROUP INC	COM	011311107	33,879	287,796	SH		DFND	2,5,8,20	256,197	0	31,599
DURECT CORP	COM	266605104	198	107,701	SH		DFND	5,20	107,701	0	0
DXC TECHNOLOGY CO	COM	23355L106	327,975	11,040,549	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,864,728	186,577	989,244
DXP ENTERPRISES INC NEW	COM NEW	233377407	15,653	450,825	SH		DFND	2,5,8,20	403,418	0	47,407
DYCOM INDS INC	COM	267475101	50,038	980,186	SH		DFND	2,5,6,8,11,13,20	886,611	805	92,770
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	14,089	14,760,000	SH		DFND	2,5	14,760,000	0	0
DYNATRACE INC	COM	268150109	6,266	335,612	SH		DFND	2,20	335,612	0	0
DYNAVAX TECHNOLOGIES CORP	COM NEW	268158201	5,270	1,474,025	SH		DFND	2,5,8,20	1,236,363	0	237,662
DYNEX CAP INC	COM	26817Q886	8,352	559,496	SH		DFND	2,5,8,20	559,496	0	0
E L F BEAUTY INC	COM	26856L103	8,641	493,469	SH		DFND	2,5,8,20	417,578	0	75,891
E TRADE FINANCIAL CORP	COM NEW	269246401	452,397	10,354,693	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,260,940	174,664	919,089
ALARM COM HLDGS INC	COM	011642105	49,775	1,067,223	SH		DFND	2,5,8,20	955,876	0	111,347
EAGLE BANCORP INC MD	COM	268948106	50,386	1,129,235	SH		DFND	2,5,8,20	1,024,970	800	103,465
EAGLE BULK SHIPPING INC	SHS NEW	Y2187A143	3,389	774,575	SH		DFND	2,20	640,511	0	134,064
EAGLE MATERIALS INC	COM	26969P108	96,237	1,069,185	SH		DFND	2,5,6,11,13,19,20	1,015,413	738	53,034
EAGLE PHARMACEUTICALS INC	COM	269796108	30,623	541,327	SH		DFND	2,5,8,20	509,736	0	31,591
EARTHSTONE ENERGY INC	CL A	27032D304	1,066	328,049	SH		DFND	2,20	266,065	0	61,984
EAST WEST BANCORP INC	COM	27579R104	266,979	6,027,966	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,542,569	126,222	359,175
EASTERLY GOVT PPTYS INC	COM	27616P103	85,354	4,007,248	SH		DFND	2,5,6,8,10,20	3,697,434	19,500	290,314
EASTERN CO	COM	276317104	2,062	83,093	SH		DFND	2,20	71,495	0	11,598
EASTGROUP PPTY INC	COM	277276101	286,096	2,274,896	SH		DFND	2,5,6,8,10,11,19,20	2,120,496	9,629	144,771
EASTMAN CHEMICAL CO	COM	277432100	484,169	6,503,974	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,658,417	100,642	744,915
58 COM INC	SPON ADR REP A	31680Q104	96,474	1,956,481	SH		DFND	1,2,5,8,10,11,12,13,19,20	1,598,853	50,503	307,125
ALASKA AIR GROUP INC	COM	011659109	257,364	3,964,939	SH		DFND	2,5,6,10,11,12,13,19,20	3,619,094	555	345,290
EASTMAN KODAK CO	COM NEW	277461406	124	47,136	SH		DFND	2,20	47,136	0	0
EATON CORP PLC	SHS	G29183103	1,525,069	18,341,178	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,031,846	490,691	1,818,641
EATON VANCE CORP	COM NON VTG	278265103	446,703	9,942,202	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,323,742	171,959	446,501
EBAY INC	COM	278642103	1,425,242	36,563,413	SH		DFND	2,5,6,8,10,11,12,13,19,20	31,924,765	704,134	3,934,514
EBIX INC	COM NEW	278715206	29,919	710,656	SH		DFND	2,5,8,20	638,797	500	71,359
ECHO GLOBAL LOGISTICS INC	COM	27875T101	18,513	817,335	SH		DFND	2,5,8,20	732,488	0	84,847
ECHOSTAR CORP	CL A	278768106	28,761	725,915	SH		DFND	2,5,8,13,20	668,800	307	56,808
ECOLAB INC	COM	278865100	2,290,945	11,541,394	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,208,741	184,252	1,148,401
ECOPETROL S A	SPONSORED ADS	279158109	31,855	1,870,498	SH		DFND	2,5,10,13,19,20	1,709,939	116,906	43,653
EDGEWELL PERS CARE CO	COM	28035Q102	58,590	1,803,310	SH		DFND	2,5,6,8,11,12,13,20	1,636,519	850	165,941
ALASKA COMMUNICATIONS SYS GR	COM	01167P101	53	30,563	SH		DFND	20	30,563	0	0
EDISON INTL	COM	281020107	1,976,858	26,002,843	SH		DFND	2,5,6,8,10,11,12,13,19,20	17,714,398	6,956,528	1,331,917
EDITAS MEDICINE INC	COM	28106W103	49,721	2,186,517	SH		DFND	2,5,8,20	2,034,499	0	152,018
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,934,273	8,795,746	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,745,844	228,853	821,049
EGAIN CORP	COM NEW	28225C806	3,207	400,592	SH		DFND	2,5,20	336,338	0	64,254
EHEALTH INC	COM	28238P109	40,796	610,808	SH		DFND	2,5,8,20	545,745	0	65,063
EIDOS THERAPEUTICS INC	COM	28249H104	7,853	218,320	SH		DFND	2,5,20	193,785	0	24,535
EIGER BIOPHARMACEUTICALS INC	COM	28249U105	4,419	431,092	SH		DFND	2,5,20	431,092	0	0
EKSO BIONICS HLDGS INC	COM NEW	282644202	14	26,600	SH		DFND	20	26,600	0	0
EL PASO ELEC CO	COM NEW	283677854	82,133	1,224,408	SH		DFND	2,5,8,20	1,105,167	500	118,741
EL POLLO LOCO HLDGS INC	COM	268603107	6,147	560,818	SH		DFND	2,5,8,20	507,952	0	52,866
ALBANY INTL CORP	CL A	012348108	78,605	870,144	SH		DFND	2,5,8,20	780,892	136	89,116
ELANCO ANIMAL HEALTH INC	COM	28414H103	259,608	9,763,351	SH		DFND	2,5,6,8,10,12,13,19,20	9,534,166	0	229,185
ELASTIC N V	ORD SHS	N14506104	42,681	518,348	SH		DFND	2,5,8,19,20	492,520	0	25,828
ELBIT SYS LTD	ORD	M3760D101	307	1,862	SH		DFND	2	1,862	0	0
ELDORADO GOLD CORP NEW	COM	284902509	511	65,800	SH		DFND	8,20	65,800	0	0
ELDORADO RESORTS INC	COM	28470R102	81,339	2,040,113	SH		DFND	2,5,6,8,20	1,840,681	0	199,432
ELECTROCORE INC	COM	28531P103	453	206,659	SH		DFND	2,20	182,556	0	24,103
ELECTRONIC ARTS INC	COM	285512109	1,272,077	13,004,258	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,687,376	212,988	1,103,894
ELEMENT SOLUTIONS INC	COM	28618M106	30,623	3,008,182	SH		DFND	2,5,8,20	3,008,182	0	0
ELEVATE CREDIT INC	COM	28621V101	1,243	295,364	SH		DFND	2,20	253,289	0	42,075
ELLINGTON FINANCIAL INC	COM	28852N109	11,170	613,522	SH		DFND	2,5,20	613,522	0	0
ALBEMARLE CORP	COM	012653101	507,101	7,256,385	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,797,815	59,128	399,442
ELLINGTON RESIDENTIAL MTG RE	COM SHS BEN INT	288578107	350	32,366	SH		DFND	2,20	32,366	0	0
ELOXX PHARMACEUTICALS INC	COM	29014R103	1,724	381,493	SH		DFND	2,5,20	312,116	0	69,377
EMBRAER S A	SPONSORED ADS	29082A107	9,785	567,258	SH		DFND	2,8,10,19,20	490,239	68,254	8,765
EMCOR GROUP INC	COM	29084Q100	156,599	1,818,378	SH		DFND	2,5,6,8,10,11,12,13,20	1,645,473	1,018	171,887
EMCORE CORP	COM NEW	290846203	110	35,746	SH		DFND	2,20	35,746	0	0
EMERALD EXPOSITIONS EVENTS I	COM	29103B100	5,663	581,977	SH		DFND	2,5,8,20	520,851	0	61,126
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	96,634	1,848,386	SH		DFND	2,5,8,20	1,705,525	900	141,961
EMERSON ELEC CO	COM	291011104	1,957,194	29,273,013	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	26,112,622	650,210	2,510,181
EMPIRE RESORTS INC	COM PAR $0 01	292052305	529	54,942	SH		DFND	2,20	45,011	0	9,931
EMPIRE ST RLTY OP L P	UNIT LTD PRTNSP	292102100	1,028	72,264	SH		DFND	2	72,264	0	0
ALBIREO PHARMA INC	COM	01345P106	3,895	194,752	SH		DFND	2,5,20	164,694	0	30,058
EMPIRE ST RLTY TR INC	CL A	292104106	82,259	5,764,478	SH		DFND	2,5,8,10,19,20	5,421,935	35,384	307,159
EMPLOYERS HOLDINGS INC	COM	292218104	41,218	945,808	SH		DFND	2,5,8,20	853,018	0	92,790
EMPRESA DIST Y COMERCIAL NOR	SPON ADR	29244A102	396	56,300	SH		DFND	5,20	56,300	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	53,053	883,036	SH		DFND	2,5,8,20	832,508	0	50,528
ENBRIDGE INC	COM	29250N105	74,921	2,135,626	SH		DFND	1,2,5,6,10,12,19,20	1,767,141	285,972	82,513
ENCANA CORP	COM	292505104	7,947	1,727,625	SH		DFND	2,5,20	1,727,625	0	0
ENCOMPASS HEALTH CORP	COM	29261A100	155,286	2,443,219	SH		DFND	2,5,6,8,11,13,20	2,317,357	1,452	124,410
ENCORE CAP GROUP INC	COM	292554102	28,226	847,003	SH		DFND	2,5,8,20	750,770	900	95,333
ENCORE WIRE CORP	COM	292562105	34,821	618,704	SH		DFND	2,5,8,20	554,012	400	64,292
ENDO INTL PLC	SHS	G30401106	24,409	7,603,927	SH		DFND	2,5,8,13,20	6,916,249	6,160	681,518
ALCOA CORP	COM	013872106	66,400	3,308,415	SH		DFND	2,5,8,12,13,19,20	3,084,197	2,121	222,097
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	5,322	1,419,189	SH		DFND	2,5,8,20	1,212,248	0	206,941
ENEL AMERICAS S A	SPONSORED ADR	29274F104	52,850	5,801,342	SH		DFND	1,2,5,8,10,13,19,20	5,620,702	0	180,640
ENEL CHILE S A	SPONSORED ADR	29278D105	9,300	2,209,129	SH		DFND	2,5,8,10,13,19,20	2,112,724	0	96,405
ENERGIZER HLDGS INC NEW	COM	29272W109	68,553	1,573,030	SH		DFND	2,5,6,8,11,13,20	1,500,006	650	72,374
ENERGOUS CORP	COM	29272C103	1,392	419,998	SH		DFND	2,5,20	348,468	0	71,530
ENERGY FOCUS INC	COM NEW	29268T300	5	10,200	SH		DFND	20	10,200	0	0
ENERGY FUELS INC	COM NEW	292671708	3,298	1,708,708	SH		DFND	2,5,6,20	1,428,638	0	280,070
ENERGY RECOVERY INC	COM	29270J100	6,633	715,974	SH		DFND	2,5,8,20	603,415	0	112,559
ENERSYS	COM	29275Y102	90,674	1,375,100	SH		DFND	2,5,6,8,11,13,20	1,242,548	305	132,247
ENI S P A	SPONSORED ADR	26874R108	225	7,170	SH		DFND	20	7,170	0	0
ALCON INC	ORD SHS	H01301128	17,772	304,886	SH		DFND	20	304,886	0	0
ENLINK MIDSTREAM LLC	COM UNIT REP LTD	29336T100	4,564	536,955	SH		DFND	5,8,19,20	498,930	3,325	34,700
ENNIS INC	COM	293389102	11,659	576,904	SH		DFND	2,5,8,20	496,689	1,458	78,757
ENOCHIAN BIOSCIENCES INC	COM	29350E104	175	31,805	SH		DFND	2,20	31,805	0	0
ENOVA INTL INC	COM	29357K103	20,664	995,848	SH		DFND	2,5,8,20	900,047	0	95,801
ENPHASE ENERGY INC	COM	29355A107	40,993	1,844,051	SH		DFND	2,5,8,20	1,578,910	0	265,141
ENPRO INDS INC	COM	29355X107	41,875	609,981	SH		DFND	2,5,8,20	544,982	843	64,156
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	17,009	25,330,000	SH		DFND	2,5	25,330,000	0	0
ENSIGN GROUP INC	COM	29358P101	71,868	1,513,730	SH		DFND	2,5,8,20	1,355,719	1,400	156,611
ENSTAR GROUP LIMITED	SHS	G3075P101	54,590	287,435	SH		DFND	2,5,8,19,20	251,595	300	35,540
ENTEGRA FINL CORP	COM	29363J108	3,090	102,856	SH		DFND	2,13,20	86,535	0	16,321
ALDER BIOPHARMACEUTICALS INC	COM	014339105	54,446	2,886,854	SH		DFND	2,5,8,20	2,667,256	0	219,598
ENTEGRIS INC	COM	29362U104	82,703	1,757,394	SH		DFND	2,5,8,13,19,20	1,622,313	2,169	132,912
ENTERCOM COMMUNICATIONS CORP	CL A	293639100	10,482	3,138,453	SH		DFND	2,5,8,13,20	2,750,734	0	387,719
ENTERGY CORP NEW	COM	29364G103	1,265,314	10,781,472	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,624,123	111,906	1,045,443
ENTERPRISE BANCORP INC MASS	COM	293668109	5,301	176,818	SH		DFND	2,5,20	151,006	0	25,812
ENTERPRISE FINL SVCS CORP	COM	293712105	24,886	610,707	SH		DFND	2,5,8,20	495,132	0	115,575
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	4,050	1,273,556	SH		DFND	2,5,8,20	1,084,405	0	189,151
ENVESTNET INC	COM	29404K106	56,611	998,428	SH		DFND	2,5,8,20	852,811	1,000	144,617
ENVIVA PARTNERS LP	COM UNIT	29414J107	559	17,485	SH		DFND	20	0	0	17,485
ENZO BIOCHEM INC	COM	294100102	2,806	779,419	SH		DFND	2,5,20	655,743	0	123,676
EOG RES INC	COM	26875P101	2,018,453	27,195,543	SH		DFND	2,5,6,8,10,11,12,13,19,20	24,715,157	414,534	2,065,852
ALDEYRA THERAPEUTICS INC	COM	01438T106	2,102	398,856	SH		DFND	2,20	339,227	0	59,629
EPAM SYS INC	COM	29414B104	197,672	1,084,205	SH		DFND	2,5,6,8,10,12,13,19,20	1,021,716	800	61,689
EPIZYME INC	COM	29428V104	29,463	2,856,309	SH		DFND	2,5,8,20	2,628,426	0	227,883
EPLUS INC	COM	294268107	30,371	399,149	SH		DFND	2,5,8,20	358,031	0	41,118
EPR PPTYS	COM SH BEN INT	26884U109	251,000	3,249,996	SH		DFND	2,5,6,8,10,11,13,19,20	3,030,752	20,440	198,804
EQT CORP	COM	26884L109	132,832	12,484,185	SH		DFND	2,5,6,8,11,12,13,19,20	11,103,004	7,022	1,374,159
EQUIFAX INC	COM	294429105	661,279	4,700,926	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,185,573	85,146	430,207
EQUINIX INC	COM	29444U700	2,003,674	3,473,776	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,071,958	45,881	355,937
EQUITRANS MIDSTREAM CORPORAT	COM	294600101	102,658	7,055,538	SH		DFND	2,5,6,8,11,12,13,19,20	6,858,368	5,617	191,553
EQUITY BANCSHARES INC	COM CL A	29460X109	8,930	333,102	SH		DFND	2,5,8,20	279,803	0	53,299
EQUITY COMWLTH	COM SH BEN INT	294628102	186,448	5,443,727	SH		DFND	2,5,8,10,13,19,20	5,159,428	31,849	252,450
ALECTOR INC	COM	014442107	6,902	478,667	SH		DFND	2,20	478,667	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	596,735	4,446,451	SH		DFND	2,5,6,8,10,12,13,19,20	4,196,075	22,799	227,577
EQUITY RESIDENTIAL	SH BEN INT	29476L107	2,239,171	25,789,666	SH		DFND	2,5,6,8,10,11,12,13,19,20	23,167,424	335,227	2,287,015
ERA GROUP INC	COM	26885G109	5,856	554,505	SH		DFND	2,20	502,132	0	52,373
ERIE INDTY CO	CL A	29530P102	139,819	753,134	SH		DFND	2,5,6,8,10,12,13,19,20	722,848	700	29,586
EROS INTL PLC	SHS NEW	G3788M114	1,761	921,752	SH		DFND	2,5,20	744,953	0	176,799
ESCALADE INC	COM	296056104	1,695	155,638	SH		DFND	2,20	132,688	0	22,950
ESCO TECHNOLOGIES INC	COM	296315104	59,974	753,815	SH		DFND	2,5,8,20	675,692	21	78,102
ESPERION THERAPEUTICS INC NE	COM	29664W105	52,877	1,442,360	SH		DFND	2,5,8,20	1,366,246	900	75,214
ESQUIRE FINL HLDGS INC	COM	29667J101	2,129	85,851	SH		DFND	2,20	71,134	0	14,717
ESSA BANCORP INC	COM	29667D104	2,413	146,962	SH		DFND	2,6,20	125,143	0	21,819
8X8 INC NEW	COM	282914100	58,271	2,812,288	SH		DFND	2,5,8,20	2,529,334	300	282,654
ALEXANDER & BALDWIN INC NEW	COM	014491104	55,086	2,247,481	SH		DFND	2,5,6,8,11,20	2,005,037	2,282	240,162
ESSENT GROUP LTD	COM	G3198U102	114,948	2,411,336	SH		DFND	2,5,8,10,13,20	2,114,332	1,700	295,304
ESSENTIAL PPTYS RLTY TR INC	COM	29670E107	59,725	2,582,494	SH		DFND	2,5,8,10,20	2,370,122	0	212,372
ESSEX PPTY TR INC	COM	297178105	1,803,505	5,488,791	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,104,631	52,133	332,027
ETHAN ALLEN INTERIORS INC	COM	297602104	16,507	864,239	SH		DFND	2,5,8,20	793,913	1,000	69,326
ETSY INC	COM	29786A106	163,112	2,886,938	SH		DFND	2,5,6,8,11,13,19,20	2,767,076	1,600	118,262
EURONAV NV ANTWERPEN	SHS	B38564108	425	45,930	SH		DFND	8,20	30,449	0	15,481
EURONET WORLDWIDE INC	COM	298736109	96,171	657,352	SH		DFND	2,5,8,13,19,20	593,793	800	62,759
EVANS BANCORP INC	COM NEW	29911Q208	3,505	92,444	SH		DFND	2,20	68,562	0	23,882
EVELO BIOSCIENCES INC	COM	299734103	1,351	221,452	SH		DFND	2,20	187,743	0	33,709
EVENTBRITE INC	COM CL A	29975E109	12,264	692,478	SH		DFND	2,5,8,20	692,478	0	0
ALEXANDERS INC	COM	014752109	26,362	75,665	SH		DFND	2,5,8,10,20	66,308	677	8,680
EVERBRIDGE INC	COM	29978A104	42,552	689,548	SH		DFND	2,5,8,20	592,960	0	96,588
EVERCORE INC	CLASS A	29977A105	79,671	994,643	SH		DFND	2,5,6,8,11,13,20	945,945	300	48,398
EVEREST RE GROUP LTD	COM	G3223R108	562,606	2,114,343	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,900,072	25,315	188,956
EVERGY INC	COM	30034W106	806,298	12,113,859	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,154,284	181,541	778,034
EVERI HLDGS INC	COM	30034T103	11,420	1,349,920	SH		DFND	2,5,8,20	1,160,851	0	189,069
EVERQUOTE INC	COM CL A	30041R108	3,282	153,793	SH		DFND	2,20	153,793	0	0
EVERSOURCE ENERGY	COM	30040W108	1,479,841	17,314,154	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,750,808	276,352	1,286,994
EVERSPIN TECHNOLOGIES INC	COM	30041T104	72	11,674	SH		DFND	2,20	11,674	0	0
EVERTEC INC	COM	30040P103	57,614	1,845,407	SH		DFND	2,5,8,20	1,656,409	2,000	186,998
EVI INDUSTRIES INC	COM	26929N102	1,637	51,277	SH		DFND	2,20	43,018	0	8,259
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	1,003,875	6,475,125	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,829,789	88,337	556,999
EVO PMTS INC	CL A COM	26927E104	19,357	688,374	SH		DFND	2,5,8,20	594,486	0	93,888
EVOFEM BIOSCIENCES INC	COM	30048L104	1,060	210,293	SH		DFND	2,20	210,293	0	0
EVOLENT HEALTH INC	CL A	30050B101	10,580	1,471,441	SH		DFND	2,5,8,20	1,260,216	0	211,225
EVOLUS INC	COM	30052C107	3,608	230,987	SH		DFND	2,5,20	192,511	0	38,476
EVOLUTION PETROLEUM CORP	COM	30049A107	3,105	531,737	SH		DFND	2,20	454,939	0	76,798
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	26,307	1,545,634	SH		DFND	2,5,8,20	1,317,720	0	227,914
EXACT SCIENCES CORP	COM	30063P105	291,572	3,226,430	SH		DFND	2,5,6,8,10,12,13,19,20	3,066,849	1,874	157,707
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	25,498	23,600,000	SH		DFND	2,5	23,600,000	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	17,273	12,225,000	SH		DFND	2,5	12,225,000	0	0
EXANTAS CAP CORP	COM NEW	30068N105	7,170	617,057	SH		DFND	2,5,8,20	516,299	0	100,758
ALEXION PHARMACEUTICALS INC	COM	015351109	1,064,626	10,870,182	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,741,795	156,307	972,080
EXELA TECHNOLOGIES INC	COM	30162V102	967	819,597	SH		DFND	2,5,20	674,883	0	144,714
EXELIXIS INC	COM	30161Q104	184,822	10,450,777	SH		DFND	2,5,6,8,11,13,19,20	10,080,351	8,870	361,556
EXELON CORP	COM	30161N101	2,946,675	60,995,136	SH		DFND	2,5,6,8,10,11,12,13,19,20	46,957,123	1,155,787	12,882,226
EXLSERVICE HOLDINGS INC	COM	302081104	67,824	1,012,901	SH		DFND	2,5,8,19,20	905,889	1,200	105,812
EXONE CO	COM	302104104	128	14,473	SH		DFND	2,20	14,473	0	0
EXP WORLD HOLDINGS INC	COM	30212W100	2,397	286,086	SH		DFND	2,8,20	286,086	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	785,847	5,846,641	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,232,642	100,398	513,601
EXPEDITORS INTL WASH INC	COM	302130109	706,340	9,507,874	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	8,238,040	285,029	984,805
EXPONENT INC	COM	30214U102	106,831	1,528,344	SH		DFND	2,5,8,20	1,366,983	584	160,777
EXPRESS INC	COM	30219E103	8,948	2,601,271	SH		DFND	2,5,8,20	2,375,822	4,100	221,349
ALGONQUIN PWR UTILS CORP	COM	015857105	271	19,559	SH		DFND	2	19,559	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	34,920	2,385,231	SH		DFND	2,5,8,20	2,177,824	4,800	202,607
EXTERRAN CORP	COM	30227H106	12,865	985,097	SH		DFND	2,5,8,20	890,502	1,325	93,270
EXTRA SPACE STORAGE INC	COM	30225T102	1,045,586	8,950,403	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,205,346	98,397	646,660
EXTRACTION OIL AND GAS INC	COM	30227M105	18,171	6,180,769	SH		DFND	2,5,20	6,048,058	1,600	131,111
EXTREME NETWORKS INC	COM	30226D106	26,213	3,603,174	SH		DFND	2,5,8,20	3,240,765	0	362,409
EXXON MOBIL CORP	COM	30231G102	13,928,698	197,262,395	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	174,828,015	3,138,687	19,295,693
EYEPOINT PHARMACEUTICALS INC	COM	30233G100	1,629	900,256	SH		DFND	2,20	900,256	0	0
EZCORP INC	CL A NON VTG	302301106	9,419	1,459,137	SH		DFND	2,5,8,20	1,315,011	2,136	141,990
F M C CORP	COM NEW	302491303	568,703	6,456,950	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,758,798	70,765	627,387
F5 NETWORKS INC	COM	315616102	432,802	3,082,194	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,708,314	91,659	282,221
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	5,017,117	30,001,297	SH		DFND	1,2,5,8,10,11,12,13,19,20	24,583,339	748,224	4,669,734
FABRINET	SHS	G3323L100	55,397	1,059,208	SH		DFND	2,5,8,20	949,896	0	109,312
FACEBOOK INC	CL A	30303M102	16,639,053	93,435,833	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	81,625,871	2,574,979	9,234,983
FACTSET RESH SYS INC	COM	303075105	311,361	1,281,478	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	1,234,099	598	46,781
FAIR ISAAC CORP	COM	303250104	210,727	694,278	SH		DFND	2,5,6,8,11,13,19,20	655,972	484	37,822
FALCON MINERALS CORP	CL A COM	30607B109	4,232	735,983	SH		DFND	2,5,20	735,983	0	0
FANG HLDGS LTD	ADR NEW	30711Y201	337	151,878	SH		DFND	2,5,20	151,878	0	0
FANHUA INC	SPONSORED ADR	30712A103	7,885	296,087	SH		DFND	1,2,5,20	296,087	0	0
FARFETCH LTD	ORD SH CL A	30744W107	519	60,033	SH		DFND	1,2,19	60,033	0	0
FARMER & MERCHANTS BANCORP I	COM	30779N105	4,461	170,848	SH		DFND	2,5,20	139,958	0	30,890
FARMER BROS CO	COM	307675108	2,629	203,011	SH		DFND	2,5,20	181,168	0	21,843
ALICO INC	COM	016230104	2,154	63,199	SH		DFND	2,20	52,160	0	11,039
FARMERS NATL BANC CORP	COM	309627107	7,503	518,133	SH		DFND	2,5,20	446,851	0	71,282
FARMLAND PARTNERS INC	COM	31154R109	4,052	602,082	SH		DFND	2,5,20	519,369	0	82,713
FARO TECHNOLOGIES INC	COM	311642102	24,452	505,726	SH		DFND	2,5,8,20	453,419	373	51,934
FASTENAL CO	COM	311900104	1,014,938	31,066,372	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	28,035,842	925,988	2,104,542
FASTLY INC	CL A	31188V100	814	33,905	SH		DFND	2,20	33,905	0	0
FATE THERAPEUTICS INC	COM	31189P102	42,098	2,710,736	SH		DFND	2,5,8,20	2,554,795	0	155,941
FB FINL CORP	COM	30257X104	14,154	376,945	SH		DFND	2,5,8,20	329,051	0	47,894
FBL FINL GROUP INC	CL A	30239F106	12,462	209,406	SH		DFND	2,5,8,20	180,857	400	28,149
FEDERAL AGRIC MTG CORP	CL C	313148306	15,211	186,269	SH		DFND	2,5,8,20	157,367	0	28,902
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	990,662	7,220,855	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,780,939	68,328	371,588
ALIGN TECHNOLOGY INC	COM	016255101	556,476	3,075,815	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,714,288	81,540	279,987
FEDERAL SIGNAL CORP	COM	313855108	57,755	1,764,065	SH		DFND	2,5,8,20	1,575,076	2,400	186,589
FEDERATED INVS INC PA	CL B	314211103	101,774	3,140,204	SH		DFND	2,5,6,8,10,11,12,20	2,843,754	597	295,853
FEDEX CORP	COM	31428X106	1,451,039	9,924,233	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,824,925	178,177	921,131
FEDNAT HLDG CO	COM	31431B109	2,872	205,291	SH		DFND	2,5,20	174,026	0	31,265
FERRARI N V	COM	N3167Y103	371	2,408	SH		DFND	6,12,20	622	41	1,745
FERRO CORP	COM	315405100	27,692	2,334,886	SH		DFND	2,5,8,20	2,085,470	317	249,099
FGL HLDGS	ORD SHS	G3402M102	23,830	2,986,182	SH		DFND	2,5,8,20	2,555,619	0	430,563
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	765	59,036	SH		DFND	2,6,20	59,036	0	0
FIBROGEN INC	COM	31572Q808	105,496	2,852,785	SH		DFND	2,5,8,13,19,20	2,610,703	1,800	240,282
FIDELITY D & D BANCORP INC	COM	31609R100	3,036	48,769	SH		DFND	2,20	40,494	0	8,275
ALJ REGIONAL HLDGS INC	COM	001627108	19	13,800	SH		DFND	20	13,800	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	308,909	6,955,833	SH		DFND	2,5,6,8,10,12,13,19,20	6,056,831	304,023	594,979
FIDELITY NATL INFORMATION SV	COM	31620M106	3,328,462	25,071,270	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,989,285	437,172	2,644,813
FIESTA RESTAURANT GROUP INC	COM	31660B101	7,060	677,511	SH		DFND	2,5,8,20	609,042	0	68,469
FIFTH THIRD BANCORP	COM	316773100	956,543	34,631,863	SH		DFND	2,5,6,8,10,11,12,13,19,20	31,322,058	593,913	2,715,892
FINANCIAL INSTNS INC	COM	317585404	10,515	345,571	SH		DFND	2,5,20	299,825	0	45,746
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	18,480	18,525,000	SH		DFND	2,5	18,525,000	0	0
FINJAN HLDGS INC	COM NEW	31788H303	28	13,981	SH		DFND	2	13,981	0	0
FIREEYE INC	COM	31816Q101	36,702	2,751,253	SH		DFND	2,5,8,20	2,493,748	1,300	256,205
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	16,198	17,204,000	SH		DFND	2,5	17,204,000	0	0
FIREEYE INC	NOTE 1.625% 6/0	31816QAD3	13,739	14,475,000	SH		DFND	2,5	14,475,000	0	0
ALKERMES PLC	SHS	G01767105	103,836	5,322,208	SH		DFND	2,5,6,8,10,12,13,19,20	4,778,377	79,062	464,769
FIRST AMERN FINL CORP	COM	31847R102	185,876	3,149,909	SH		DFND	2,5,6,8,11,12,13,20	3,013,012	2,185	134,712
FIRST BANCORP INC ME	COM	31866P102	5,249	190,924	SH		DFND	2,5,20	162,518	0	28,406
FIRST BANCORP N C	COM	318910106	23,871	662,707	SH		DFND	2,5,8,20	576,104	0	86,603
FIRST BANCORP P R	COM NEW	318672706	84,421	8,458,981	SH		DFND	2,5,8,20	7,825,466	0	633,515
FIRST BANCSHARES INC MS	COM	318916103	11,203	346,831	SH		DFND	2,5,8,20	296,330	0	50,501
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	3,326	307,124	SH		DFND	2,20	254,583	0	52,541
FIRST BUS FINL SVCS INC WIS	COM	319390100	4,081	169,470	SH		DFND	2,13,20	137,029	0	32,441
FIRST BUSEY CORP	COM NEW	319383204	26,076	1,031,500	SH		DFND	2,5,8,20	876,029	0	155,471
FIRST CAPITAL INC	COM	31942S104	2,668	46,136	SH		DFND	2,20	46,136	0	0
FIRST CHOICE BANCORP	COM	31948P104	3,247	152,302	SH		DFND	2,20	132,767	0	19,535
A10 NETWORKS INC	COM	002121101	9,299	1,339,981	SH		DFND	2,5,8,20	1,164,096	0	175,885
ALLAKOS INC	COM	01671P100	60,365	767,711	SH		DFND	2,5,8,20	711,745	0	55,966
FIRST CMNTY BANKSHARES INC V	COM	31983A103	11,292	348,849	SH		DFND	2,5,8,20	299,929	0	48,920
FIRST COMWLTH FINL CORP PA	COM	319829107	41,497	3,124,772	SH		DFND	2,5,8,20	2,825,852	0	298,920
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	88,984	188,562	SH		DFND	2,5,8,13,20	179,280	113	9,169
FIRST DEFIANCE FINL CORP	COM	32006W106	11,869	409,768	SH		DFND	2,5,8,20	353,072	0	56,696
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	2,227	150,707	SH		DFND	2,20	133,978	0	16,729
FIRST FINL BANCORP OH	COM	320209109	81,704	3,338,246	SH		DFND	2,5,8,20	3,025,152	1,282	311,812
FIRST FINL BANKSHARES	COM	32020R109	158,973	4,751,094	SH		DFND	2,5,6,8,11,13,20	4,352,130	2,400	396,564
FIRST FINL CORP IND	COM	320218100	13,799	317,444	SH		DFND	2,5,8,20	276,795	351	40,298
FIRST FNDTN INC	COM	32026V104	12,689	830,712	SH		DFND	2,5,8,20	723,278	0	107,434
FIRST GTY BANCSHARES INC	COM	32043P106	1,505	67,958	SH		DFND	2,20	55,736	0	12,222
ALLEGHANY CORP DEL	COM	017175100	438,573	549,756	SH		DFND	2,5,6,8,10,11,12,13,19,20	501,882	10,377	37,497
FIRST HAWAIIAN INC	COM	32051X108	76,287	2,857,199	SH		DFND	2,5,8,20	2,709,712	2,300	145,187
FIRST HORIZON NATL CORP	COM	320517105	195,106	11,938,354	SH		DFND	2,5,6,8,11,12,13,20	11,551,994	2,907	383,453
FIRST INDUSTRIAL REALTY TRUS	COM	32054K103	305,190	7,670,373	SH		DFND	2,5,6,8,10,11,19,20	7,075,489	31,665	563,219
FIRST INTERNET BANCORP	COM	320557101	3,269	152,241	SH		DFND	2,20	126,384	0	25,857
FIRST INTST BANCSYSTEM INC	COM CL A	32055Y201	37,051	920,741	SH		DFND	2,5,8,20	807,641	0	113,100
FIRST LONG IS CORP	COM	320734106	10,845	476,687	SH		DFND	2,5,8,20	406,760	0	69,927
FIRST MERCHANTS CORP	COM	320817109	57,442	1,526,296	SH		DFND	2,5,8,20	1,305,492	0	220,804
FIRST MID BANCSHARES INC	COM	320866106	10,476	302,593	SH		DFND	2,5,8,20	263,052	0	39,541
FIRST MIDWEST BANCORP DEL	COM	320867104	79,591	4,056,334	SH		DFND	2,5,8,20	3,738,166	3,100	315,068
FIRST NORTHWEST BANCORP	COM	335834107	3,125	180,449	SH		DFND	2,20	153,425	0	27,024
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	99,377	4,907,501	SH		DFND	2,5,6,8,11,12,13,20	4,519,323	945	387,233
FIRST REP BK SAN FRANCISCO C	COM	33616C100	924,816	9,563,764	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,891,696	86,698	585,370
FIRST SAVINGS FINL GROUP INC	COM	33621E109	351	5,561	SH		DFND	2,20	2,241	0	3,320
FIRST SOLAR INC	COM	336433107	117,487	2,025,290	SH		DFND	2,5,6,8,11,12,13,20	1,927,054	773	97,463
FIRST WESTN FINL INC	COM	33751L105	174	10,153	SH		DFND	20	0	0	10,153
FIRSTCASH INC	COM	33767D105	125,168	1,365,414	SH		DFND	2,5,6,8,11,13,20	1,234,447	541	130,426
FIRSTENERGY CORP	COM	337932107	1,824,774	37,834,841	SH		DFND	2,5,6,8,10,11,12,13,19,20	24,326,694	11,166,004	2,342,143
FISERV INC	COM	337738108	2,452,315	23,673,283	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,639,084	546,006	2,488,193
FITBIT INC	CL A	33812L102	17,506	4,594,751	SH		DFND	2,5,8,20	3,938,570	0	656,181
FIVE BELOW INC	COM	33829M101	165,413	1,311,758	SH		DFND	2,5,6,8,11,13,19,20	1,256,497	700	54,561
FIVE POINT HOLDINGS LLC	COM CL A	33833Q106	724	96,540	SH		DFND	2,5,8,20	96,540	0	0
ALLEGIANCE BANCSHARES INC	COM	01748H107	11,473	357,512	SH		DFND	2,5,20	295,789	0	61,723
FIVE PRIME THERAPEUTICS INC	COM	33830X104	2,571	663,359	SH		DFND	2,5,8,20	566,657	0	96,702
FIVE STAR SENIOR LIVING INC	COM	33832D106	10	21,088	SH		DFND	20	21,088	0	0
FIVE9 INC	COM	338307101	67,540	1,256,786	SH		DFND	2,5,8,20	1,076,400	0	180,386
FLAGSTAR BANCORP INC	COM PAR .001	337930705	30,879	826,744	SH		DFND	2,5,8,20	742,183	0	84,561
FLEETCOR TECHNOLOGIES INC	COM	339041105	966,448	3,369,998	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,995,078	47,109	327,811
FLEX LTD	ORD	Y2573F102	107,788	10,299,891	SH		DFND	2,5,6,8,10,12,13,19,20	5,664,231	577,532	4,058,128
FLEXION THERAPEUTICS INC	COM	33938J106	20,320	1,482,641	SH		DFND	2,5,8,20	1,392,024	0	90,617
FLEXSTEEL INDS INC	COM	339382103	1,990	132,340	SH		DFND	2,5,20	113,032	0	19,308
FLIR SYS INC	COM	302445101	296,172	5,631,711	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,862,817	154,224	614,670
FLOOR & DECOR HLDGS INC	CL A	339750101	62,735	1,226,487	SH		DFND	2,5,8,19,20	1,149,675	0	76,812
ALLEGIANT TRAVEL CO	COM	01748X102	57,609	384,932	SH		DFND	2,5,8,20	346,335	0	38,597
FLOTEK INDS INC DEL	COM	343389102	2,251	1,023,204	SH		DFND	2,5,20	876,926	0	146,278
FLOWERS FOODS INC	COM	343498101	110,989	4,798,469	SH		DFND	2,5,6,8,11,12,13,19,20	4,567,206	4,167	227,096
FLOWSERVE CORP	COM	34354P105	248,704	5,302,972	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,555,797	87,948	659,227
FLUENT INC	COM	34380C102	2,093	765,118	SH		DFND	2,20	690,060	0	75,058
FLUIDIGM CORP DEL	COM	34385P108	6,351	1,371,740	SH		DFND	2,5,8,20	1,164,699	0	207,041
FLUOR CORP NEW	COM	343412102	94,258	4,874,813	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,416,131	150,649	308,033
FLUSHING FINL CORP	COM	343873105	11,878	587,893	SH		DFND	2,5,8,20	503,619	882	83,392
FLWS/1-800 FLOWERS	CL A	68243Q106	9,655	652,569	SH		DFND	2,5,8,20	572,522	0	80,047
FLY LEASING LTD	SPONSORED ADR	34407D109	538	26,254	SH		DFND	2	26,254	0	0
FNB CORP PA	COM	302520101	123,728	10,730,962	SH		DFND	2,5,6,8,11,13,20	10,236,232	2,953	491,777
ALLEGION PUB LTD CO	ORD SHS	G0176J109	436,391	4,210,239	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,678,854	63,768	467,617
FNCB BANCORP INC	COM	302578109	1,554	198,919	SH		DFND	2,20	198,919	0	0
FOAMIX PHARMACEUTICALS LTD	SHS	M46135105	151	49,508	SH		DFND	2	49,508	0	0
FOCUS FINL PARTNERS INC	COM CL A	34417P100	13,465	565,775	SH		DFND	2,5,20	473,011	0	92,764
FOMENTO ECONOMICO MEXICANO S	SPON ADR UNITS	344419106	17,353	189,482	SH		DFND	5,8,13,20	182,914	0	6,568
FOOT LOCKER INC	COM	344849104	128,295	2,972,553	SH		DFND	2,5,6,8,11,12,13,19,20	2,847,307	4,155	121,091
FORD MTR CO DEL	COM	345370860	1,635,696	178,569,474	SH		DFND	2,5,6,8,10,11,12,13,19,20	156,699,989	2,913,376	18,956,109
FORESCOUT TECHNOLOGIES INC	COM	34553D101	32,100	846,506	SH		DFND	2,5,8,20	726,483	0	120,023
FORESTAR GROUP INC	COM	346232101	3,112	170,218	SH		DFND	2,5,20	144,818	203	25,197
FORMFACTOR INC	COM	346375108	43,431	2,329,390	SH		DFND	2,5,8,20	2,106,765	1,294	221,331
FORRESTER RESH INC	COM	346563109	10,165	316,284	SH		DFND	2,5,8,20	283,316	1,090	31,878
ALLERGAN PLC	SHS	G0177J108	2,493,128	14,814,455	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,327,174	235,548	1,251,733
FORTERRA INC	COM	34960W106	2,258	312,303	SH		DFND	2,5,20	261,423	0	50,880
FORTINET INC	COM	34959E109	448,647	5,844,807	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,087,646	158,062	599,099
FORTIS INC	COM	349553107	1,227	28,884	SH		DFND	20	17,522	3,123	8,239
FORTIVE CORP	5% PFD CNV SER A	34959J207	30,670	34,050	SH		DFND	2	34,050	0	0
FORTIVE CORP	COM	34959J108	794,629	11,590,275	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,400,014	214,579	975,682
FORTRESS BIOTECH INC	COM	34960Q109	108	76,495	SH		DFND	2,20	76,495	0	0
FORTRESS TRANS INFRST INVS L	COM REP LTD LIAB	34960P101	721	47,561	SH		DFND	2	47,561	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	338,362	6,185,784	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,460,571	132,858	592,355
FORTY SEVEN INC	COM	34983P104	2,013	313,510	SH		DFND	2,5,20	281,237	0	32,273
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	3,022	1,949,792	SH		DFND	2,5,8,20	1,666,982	0	282,810
ALLETE INC	COM NEW	018522300	149,212	1,707,041	SH		DFND	2,5,6,8,11,13,20	1,553,215	600	153,226
FORWARD AIR CORP	COM	349853101	55,063	864,141	SH		DFND	2,5,8,20	775,225	84	88,832
FOSSIL GROUP INC	COM	34988V106	17,616	1,408,165	SH		DFND	2,5,8,20	1,269,291	1,924	136,950
FOSTER L B CO	COM	350060109	3,588	165,579	SH		DFND	2,20	135,374	0	30,205
FOUNDATION BLDG MATLS INC	COM	350392106	4,654	300,435	SH		DFND	2,5,8,20	256,719	0	43,716
FOUR CORNERS PPTY TR INC	COM	35086T109	67,321	2,356,702	SH		DFND	2,5,6,8,10,19,20	2,060,406	17,570	278,726
FOX CORP	CL A COM	35137L105	494,102	15,557,386	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,557,386	0	0
FOX CORP	CL B COM	35137L204	226,593	7,133,634	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,133,634	0	0
FOX FACTORY HLDG CORP	COM	35138V102	66,585	1,069,816	SH		DFND	2,5,8,20	953,301	0	116,515
FRANKLIN COVEY CO	COM	353469109	6,361	181,757	SH		DFND	2,20	156,211	0	25,546
FRANKLIN ELEC INC	COM	353514102	59,908	1,253,051	SH		DFND	2,5,8,20	1,111,292	80	141,679
ALLIANCE DATA SYSTEMS CORP	COM	018581108	239,470	1,868,962	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,620,022	29,392	219,548
FRANKLIN FINL NETWORK INC	COM	35352P104	12,285	406,653	SH		DFND	2,5,8,20	369,203	0	37,450
FRANKLIN FINL SVCS CORP	COM	353525108	1,989	55,954	SH		DFND	2,20	55,954	0	0
FRANKLIN RES INC	COM	354613101	621,616	21,348,789	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,572,376	452,310	1,324,103
FRANKLIN STREET PPTYS CORP	COM	35471R106	49,700	5,874,684	SH		DFND	2,5,8,10,20	5,423,865	31,022	419,797
FRANKS INTL N V	COM	N33462107	10,633	2,235,203	SH		DFND	2,5,8,20	1,907,730	0	327,473
FREEPORT-MCMORAN INC	CL B	35671D857	646,736	67,579,507	SH		DFND	2,5,6,8,10,11,12,13,19,20	61,449,690	998,291	5,131,526
FRESENIUS MED CARE AG&CO KGA	SPONSORED ADR	358029106	220	6,562	SH		DFND	20	6,562	0	0
FRESH DEL MONTE PRODUCE INC	ORD	G36738105	32,834	962,589	SH		DFND	2,5,8,20	860,914	1,338	100,337
FRESHPET INC	COM	358039105	33,208	667,239	SH		DFND	2,5,8,20	571,539	0	95,700
FRONT YD RESIDENTIAL CORP	COM	35904G107	19,674	1,680,095	SH		DFND	2,5,8,20	1,505,582	333	174,180
ALLIANT ENERGY CORP	COM	018802108	667,081	12,369,383	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,276,601	188,702	904,080
FRONTDOOR INC	COM	35905A109	52,195	1,074,638	SH		DFND	2,5,8,13,20	977,651	1,050	95,937
FRONTIER COMMUNICATIONS CORP	COM NEW	35906A306	3,266	3,766,723	SH		DFND	1,2,5,8,13,20	3,458,228	2,106	306,389
FRONTLINE LTD	SHS NEW	G3682E192	268	29,409	SH		DFND	20	29,409	0	0
FRP HLDGS INC	COM	30292L107	6,905	143,796	SH		DFND	2,5,20	123,202	0	20,594
FS BANCORP INC	COM	30263Y104	4,137	78,805	SH		DFND	2,20	66,938	0	11,867
FTI CONSULTING INC	COM	302941109	116,231	1,096,620	SH		DFND	2,5,8,20	983,842	1,302	111,476
FTS INTERNATIONAL INC	COM	30283W104	1,385	618,231	SH		DFND	2,5,20	517,249	0	100,982
FULLER H B CO	COM	359694106	200,315	4,302,290	SH		DFND	2,5,8,19,20	4,145,647	337	156,306
FULTON FINL CORP PA	COM	360271100	106,596	6,535,483	SH		DFND	2,5,6,8,11,20	6,035,156	2,356	497,971
FUNKO INC	COM CL A	361008105	6,331	307,717	SH		DFND	2,5,20	261,424	0	46,293
AAC HLDGS INC	COM	000307108	16	24,280	SH		DFND	20	24,280	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	4,129	116,923	SH		DFND	2,20	98,189	0	18,734
FUTUREFUEL CORPORATION	COM	36116M106	8,751	732,888	SH		DFND	2,5,8,20	660,947	0	71,941
FVCBANKCORP INC	COM	36120Q101	2,668	151,939	SH		DFND	2,20	137,361	0	14,578
G-III APPAREL GROUP LTD	COM	36237H101	32,728	1,270,014	SH		DFND	2,5,8,20	1,133,141	660	136,213
G1 THERAPEUTICS INC	COM	3621LQ109	26,149	1,147,895	SH		DFND	2,5,8,20	1,047,330	0	100,565
GAIA INC NEW	CL A	36269P104	1,221	186,820	SH		DFND	2,20	156,981	0	29,839
GAIN CAP HLDGS INC	COM	36268W100	2,579	488,541	SH		DFND	2,5,20	404,781	0	83,760
GALAPAGOS NV	SPON ADR	36315X101	6,045	39,599	SH		DFND	1	39,599	0	0
GALECTIN THERAPEUTICS INC	COM NEW	363225202	2,041	556,124	SH		DFND	2,20	556,124	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	788,021	8,797,827	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,742,768	128,449	926,610
GAMCO INVESTORS INC	CL A COM	361438104	2,779	142,158	SH		DFND	2,5,8,20	117,071	0	25,087
ALLISON TRANSMISSION HLDGS I	COM	01973R101	75,226	1,598,860	SH		DFND	2,5,8,13,20	1,448,467	2,400	147,993
GAMESTOP CORP NEW	CL A	36467W109	23,399	4,238,913	SH		DFND	2,5,8,12,13,20	3,906,004	1,932	330,977
GAMING & LEISURE PPTYS INC	COM	36467J108	175,633	4,592,910	SH		DFND	2,5,8,10,12,13,19,20	4,013,400	52,578	526,932
GANNETT CO INC	COM	36473H104	39,330	3,662,022	SH		DFND	2,5,8,12,20	3,326,141	4,464	331,417
GAP INC	COM	364760108	201,392	11,600,926	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,216,851	339,405	1,044,670
GARDNER DENVER HLDGS INC	COM	36555P107	45,102	1,594,275	SH		DFND	2,5,8,13,19,20	1,444,264	2,100	147,911
GARMIN LTD	SHS	H2906T109	530,350	6,262,187	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,434,969	195,877	631,341
GARRETT MOTION INC	COM	366505105	9,849	988,862	SH		DFND	1,2,5,8,12,20	974,124	3,987	10,751
GARTNER INC	COM	366651107	509,496	3,563,157	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,168,278	47,890	346,989
GASLOG LTD	SHS	G37585109	13,842	1,077,161	SH		DFND	2,5,10,20	957,855	0	119,306
GATES INDUSTRIAL CORPRATIN P	ORD SHS	G39108108	6,042	600,042	SH		DFND	2,5,8,20	548,842	0	51,200
ALLOGENE THERAPEUTICS INC	COM	019770106	36,625	1,343,795	SH		DFND	2,5,8,19,20	1,229,433	0	114,362
GATX CORP	COM	361448103	92,586	1,194,197	SH		DFND	2,5,6,8,11,20	1,084,898	337	108,962
GCI LIBERTY INC	COM CLASS A	36164V305	78,789	1,269,360	SH		DFND	2,5,8,13,20	1,153,889	943	114,528
GCP APPLIED TECHNOLOGIES INC	COM	36164Y101	35,598	1,849,263	SH		DFND	2,5,8,13,20	1,668,291	1,704	179,268
GDS HLDGS LTD	SPONSORED ADS	36165L108	58,665	1,463,709	SH		DFND	1,2,5,8,10,11,12,13,19,20	1,264,309	26,400	173,000
GENCO SHIPPING & TRADING LTD	SHS	Y2685T131	2,416	262,614	SH		DFND	2,20	219,300	0	43,314
GENCOR INDS INC	COM	368678108	1,495	128,778	SH		DFND	2,20	108,063	0	20,715
GENERAC HLDGS INC	COM	368736104	100,428	1,281,950	SH		DFND	2,5,8,19,20	1,093,814	1,200	186,936
GENERAL DYNAMICS CORP	COM	369550108	1,970,961	10,786,192	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,848,022	269,582	668,588
GENERAL ELECTRIC CO	COM	369604103	3,067,663	342,760,408	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	304,954,905	4,865,488	32,940,015
GENERAL FIN CORP DEL	COM	369822101	1,378	155,901	SH		DFND	2,20	127,464	0	28,437
ALLOT LTD	SHS	M0854Q105	376	46,643	SH		DFND	2	46,643	0	0
GENERAL MLS INC	COM	370334104	1,950,256	35,381,995	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	24,601,029	8,320,815	2,460,151
GENERAL MOLY INC	COM	370373102	11	42,932	SH		DFND	20	42,932	0	0
GENERAL MTRS CO	COM	37045V100	2,143,191	57,182,258	SH		DFND	2,5,6,8,10,11,12,13,19,20	50,555,502	1,084,685	5,542,071
GENESCO INC	COM	371532102	24,768	618,887	SH		DFND	2,5,8,20	564,943	904	53,040
GENESEE & WYO INC	CL A	371559105	150,958	1,366,014	SH		DFND	2,5,6,8,11,13,20	1,298,236	583	67,195
GENESIS HEALTHCARE INC	CL A COM	37185X106	1,262	1,137,367	SH		DFND	2,20	956,857	0	180,510
GENIE ENERGY LTD	CL B	372284208	1,920	257,338	SH		DFND	2,20	257,338	0	0
GENMARK DIAGNOSTICS INC	COM	372309104	6,694	1,104,573	SH		DFND	2,5,8,20	937,067	0	167,506
GENOMIC HEALTH INC	COM	37244C101	98,164	1,447,416	SH		DFND	2,5,8,20	1,364,487	0	82,929
GENPACT LIMITED	SHS	G3922B107	77,682	2,004,693	SH		DFND	2,5,8,13,19,20	1,813,025	0	191,668
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	59,085	5,381,152	SH		DFND	2,5,6,8,11,20	4,865,928	845	514,379
GENTEX CORP	COM	371901109	181,456	6,590,018	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,268,074	10,554	311,390
GENTHERM INC	COM	37253A103	40,261	979,932	SH		DFND	2,5,8,20	874,119	1,140	104,673
GENUINE PARTS CO	COM	372460105	914,276	9,111,435	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,329,305	252,954	529,176
GENWORTH FINL INC	COM CL A	37247D106	82,822	18,823,071	SH		DFND	2,5,6,8,11,12,13,20	17,202,577	17,784	1,602,710
GEO GROUP INC NEW	COM	36162J106	65,907	3,800,844	SH		DFND	2,5,6,8,11,13,20	3,486,863	814	313,167
GEOSPACE TECHNOLOGIES CORP	COM	37364X109	5,136	334,126	SH		DFND	2,20	334,126	0	0
GERDAU S A	SPON ADR REP PFD	373737105	12,776	4,055,939	SH		DFND	1,2,10,12,19,20	3,516,666	465,625	73,648
GERMAN AMERN BANCORP INC	COM	373865104	15,753	491,524	SH		DFND	2,5,8,20	418,254	0	73,270
GERON CORP	COM	374163103	4,666	3,508,374	SH		DFND	2,5,8,20	3,014,085	0	494,289
GETTY RLTY CORP NEW	COM	374297109	49,440	1,525,651	SH		DFND	2,5,8,10,20	1,377,207	10,009	138,435
ALLSTATE CORP	COM	020002101	1,776,699	16,275,227	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,334,954	433,901	1,506,372
GIBRALTAR INDS INC	COM	374689107	42,977	935,493	SH		DFND	2,5,8,20	837,639	1,270	96,584
GILAT SATELLITE NETWORKS LTD	SHS NEW	M51474118	344	41,074	SH		DFND	2,20	41,074	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	330	9,296	SH		DFND	20	9,296	0	0
GILEAD SCIENCES INC	COM	375558103	3,636,877	57,382,100	SH		DFND	2,5,6,8,10,11,12,13,19,20	50,659,823	1,021,178	5,701,099
GLACIER BANCORP INC NEW	COM	37637Q105	117,636	2,907,452	SH		DFND	2,5,8,20	2,644,703	1,085	261,664
GLADSTONE COML CORP	COM	376536108	16,762	713,261	SH		DFND	2,5,8,20	603,200	9,600	100,461
GLADSTONE LD CORP	COM	376549101	3,467	291,509	SH		DFND	2,20	248,763	0	42,746
GLATFELTER	COM	377316104	19,740	1,282,666	SH		DFND	2,5,8,20	1,154,548	2,208	125,910
GLAUKOS CORP	COM	377322102	53,698	859,037	SH		DFND	2,5,8,20	750,364	0	108,673
GLAXOSMITHKLINE PLC	SPONSORED ADR	37733W105	406,683	9,425,973	SH		DFND	1,20	75,530	9,149,758	200,685
ALLY FINL INC	COM	02005N100	383,330	11,560,017	SH		DFND	2,5,6,8,10,12,13,19,20	9,035,688	523,158	2,001,171
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	115,064	2,371,467	SH		DFND	2,5,8,20	2,199,974	0	171,493
GLOBAL EAGLE ENTMT INC	COM	37951D102	22	29,907	SH		DFND	20	29,907	0	0
GLOBAL INDTY LTD CAYMAN	USD CL A SHS	G3933F105	4,397	174,342	SH		DFND	2,5,8,20	147,482	0	26,860
GLOBAL MED REIT INC	COM NEW	37954A204	8,284	714,435	SH		DFND	2,5,20	631,504	0	82,931
GLOBAL NET LEASE INC	COM NEW	379378201	72,069	3,695,848	SH		DFND	2,5,8,10,19,20	3,337,727	20,000	338,121
GLOBAL PMTS INC	COM	37940X102	1,846,693	11,614,424	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,374,243	158,693	1,081,488
GLOBAL WTR RES INC	COM	379463102	2,182	184,295	SH		DFND	2,5,20	156,696	0	27,599
GLOBALSTAR INC	COM	378973408	536	1,295,145	SH		DFND	5,8,20	1,242,445	0	52,700
GLOBANT S A	COM	L44385109	94,702	1,034,088	SH		DFND	2,5,8,10,12,13,19,20	1,034,088	0	0
GLOBE LIFE INC	COM	37959E102	505,144	5,275,107	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,275,107	0	0
ALNYLAM PHARMACEUTICALS INC	COM	02043Q107	241,353	3,001,157	SH		DFND	2,5,6,8,10,12,13,19,20	2,670,025	59,103	272,029
GLOBUS MED INC	CL A	379577208	131,300	2,568,476	SH		DFND	2,5,6,8,11,19,20	2,336,338	600	231,538
GLU MOBILE INC	COM	379890106	13,189	2,643,083	SH		DFND	2,5,8,20	2,295,947	0	347,136
GLYCOMIMETICS INC	COM	38000Q102	2,873	666,526	SH		DFND	2,5,8,20	564,525	0	102,001
GMS INC	COM	36251C103	28,978	1,008,991	SH		DFND	2,5,8,20	913,709	0	95,282
GNC HLDGS INC	COM CL A	36191G107	3,214	1,501,843	SH		DFND	2,5,20	1,247,782	0	254,061
GODADDY INC	CL A	380237107	252,633	3,828,939	SH		DFND	2,5,6,8,10,12,13,19,20	3,179,866	84,547	564,526
GOGO INC	COM	38046C109	6,964	1,154,939	SH		DFND	2,5,8,20	987,730	0	167,209
GOL LINHAS AEREAS INTLG S A	SPON ADR PFD NEW	38045R206	166	10,732	SH		DFND	1,10,20	10,732	0	0
GOLAR LNG LTD BERMUDA	NOTE 2.750% 2/1	38046YAB7	11,013	12,535,000	SH		DFND	2,5	12,535,000	0	0
GOLAR LNG LTD BERMUDA	SHS	G9456A100	22,129	1,703,536	SH		DFND	2,5,20	1,426,784	0	276,752
ALPHA & OMEGA SEMICONDUCTOR	SHS	G6331P104	6,777	551,870	SH		DFND	2,5,20	496,373	0	55,497
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	1,587	322,641	SH		DFND	1,5,8,20	322,641	0	0
GOLD RESOURCE CORP	COM	38068T105	3,986	1,307,007	SH		DFND	2,5,6,20	1,133,321	0	173,686
GOLDEN ENTMT INC	COM	381013101	4,383	329,801	SH		DFND	2,5,8,20	282,935	0	46,866
GOLDEN MINERALS CO	COM	381119106	7	28,779	SH		DFND	20	28,779	0	0
GOLDEN OCEAN GROUP LTD	SHS NEW	G39637205	241	41,341	SH		DFND	2,5,20	41,341	0	0
GOLDEN STAR RES LTD CDA	COM	38119T807	160	55,845	SH		DFND	2	55,845	0	0
GOLDFIELD CORP	COM	381370105	25	11,419	SH		DFND	20	11,419	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	4,166,145	20,103,967	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	12,687,373	801,209	6,615,385
GOODRICH PETE CORP	COM PAR	382410843	1,528	143,775	SH		DFND	2,20	118,311	0	25,464
GOODYEAR TIRE & RUBR CO	COM	382550101	86,779	6,024,209	SH		DFND	2,5,6,8,11,12,13,20	5,786,335	8,009	229,865
ALPHABET INC	CAP STK CL A	02079K305	14,130,110	11,571,245	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,091,123	306,756	1,173,366
GOOSEHEAD INS INC	COM CL A	38267D109	10,413	211,010	SH		DFND	2,5,20	178,293	0	32,717
GOPRO INC	CL A	38268T103	12,398	2,391,181	SH		DFND	2,5,8,20	2,030,552	0	360,629
GORMAN RUPP CO	COM	383082104	12,902	370,867	SH		DFND	2,5,8,20	322,536	0	48,331
GOSSAMER BIO INC	COM	38341P102	12,558	747,938	SH		DFND	2,5,8,20	747,938	0	0
GP STRATEGIES CORP	COM	36225V104	2,939	228,894	SH		DFND	2,5,20	194,963	0	33,931
GPO AEROPORTUARIO DEL PAC SA	SPON ADR B	400506101	20,900	216,537	SH		DFND	2,5,13,19,20	215,537	0	1,000
GRACE W R & CO DEL NEW	COM	38388F108	53,080	795,089	SH		DFND	2,5,8,13,20	715,906	3,104	76,079
GRACO INC	COM	384109104	186,726	4,055,728	SH		DFND	2,5,6,8,11,13,19,20	3,839,909	2,301	213,518
GRAFTECH INTL LTD	COM	384313508	10,169	794,482	SH		DFND	2,5,8,20	723,611	0	70,871
GRAHAM CORP	COM	384556106	3,686	185,620	SH		DFND	2,5,20	157,831	0	27,789
AAON INC	COM PAR $0.004	000360206	55,356	1,204,971	SH		DFND	2,5,8,20	1,074,870	0	130,101
ALPHABET INC	CAP STK CL C	02079K107	14,341,133	11,764,670	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,188,098	341,710	1,234,862
GRAHAM HLDGS CO	COM	384637104	78,803	118,778	SH		DFND	2,5,6,8,10,11,12,13,19,20	113,579	65	5,134
GRAINGER W W INC	COM	384802104	753,695	2,536,412	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,276,478	73,873	186,061
GRAN TIERRA ENERGY INC	COM	38500T101	1,232	985,463	SH		DFND	2,5,20	976,263	0	9,200
GRAND CANYON ED INC	COM	38526M106	60,699	618,117	SH		DFND	2,5,8,13,19,20	561,800	600	55,717
GRANITE CONSTR INC	COM	387328107	47,057	1,458,740	SH		DFND	2,5,6,8,11,20	1,309,078	1,209	148,453
GRANITE PT MTG TR INC	COM	38741L107	31,985	1,706,791	SH		DFND	2,5,6,8,20	1,545,600	606	160,585
GRAPHIC PACKAGING HLDG CO	COM	388689101	56,763	3,828,786	SH		DFND	2,5,8,12,13,20	3,477,819	4,200	346,767
GRAY TELEVISION INC	COM	389375106	29,837	1,828,218	SH		DFND	2,5,8,20	1,542,743	0	285,475
GREAT AJAX CORP	COM	38983D300	7,787	502,391	SH		DFND	2,5,20	453,794	0	48,597
GREAT LAKES DREDGE & DOCK CO	COM	390607109	12,871	1,231,628	SH		DFND	2,5,8,20	1,037,749	0	193,879
ALPHATEC HOLDINGS INC	COM NEW	02081G201	3,153	628,101	SH		DFND	2,20	628,101	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	14,067	245,550	SH		DFND	2,5,8,20	212,559	0	32,991
GREAT WESTN BANCORP INC	COM	391416104	72,988	2,211,761	SH		DFND	2,5,8,20	2,038,304	1,600	171,857
GREEN BRICK PARTNERS INC	COM	392709101	4,448	415,721	SH		DFND	2,5,20	351,061	0	64,660
GREEN DOT CORP	CL A	39304D102	38,715	1,533,273	SH		DFND	2,5,6,8,11,13,20	1,374,997	900	157,376
GREEN PLAINS INC	COM	393222104	12,270	1,158,104	SH		DFND	2,5,8,20	1,033,954	0	124,150
GREENBRIER COS INC	COM	393657101	30,723	1,020,032	SH		DFND	2,5,8,20	919,333	0	100,699
GREENE COUNTY BANCORP INC	COM	394357107	1,202	43,866	SH		DFND	2,20	31,275	0	12,591
GREENHILL & CO INC	COM	395259104	6,958	530,330	SH		DFND	2,5,8,20	472,626	2,100	55,604
GREENLANE HLDGS INC	CL A	395330103	232	68,389	SH		DFND	2,20	68,389	0	0
GREENLIGHT CAPITAL RE LTD	CLASS A	G4095J109	5,858	557,925	SH		DFND	2,5,8,20	471,382	1,200	85,343
ALTABA INC	COM	021346101	1,996	102,486	SH		DFND	20	102,486	0	0
GREENSKY INC	CL A	39572G100	2,149	313,984	SH		DFND	2,8,20	313,984	0	0
GREENTREE HOSPITALTY GROUP L	SPONSORED ADS	39579V100	164	16,404	SH		DFND	2	16,404	0	0
GREIF INC	CL A	397624107	33,778	881,299	SH		DFND	2,5,6,8,11,20	802,067	83	79,149
GREIF INC	CL B	397624206	5,259	113,809	SH		DFND	2,5,20	98,592	0	15,217
GRIDSUM HLDG INC	SPONSORED ADR	398132100	44	25,600	SH		DFND	2	25,600	0	0
GRIFFIN INL RLTY INC	COM	398231100	323	8,512	SH		DFND	2,20	7,345	0	1,167
GRIFFON CORP	COM	398433102	23,673	1,128,908	SH		DFND	2,5,8,20	1,018,958	0	109,950
GRIFOLS S A	SP ADR REP B NVT	398438408	5,559	277,378	SH		DFND	1,2,10,13,20	271,378	0	6,000
GRITSTONE ONCOLOGY INC	COM	39868T105	3,808	441,012	SH		DFND	2,5,20	386,881	0	54,131
GROCERY OUTLET HLDG CORP	COM	39874R101	5,968	172,092	SH		DFND	2,20	172,092	0	0
ALTAIR ENGR INC	COM CL A	021369103	27,250	787,129	SH		DFND	2,5,8,20	673,937	0	113,192
GROUP 1 AUTOMOTIVE INC	COM	398905109	56,482	611,871	SH		DFND	2,5,8,12,20	558,087	705	53,079
GROUPON INC	COM	399473107	28,689	10,785,475	SH		DFND	2,5,8,20	9,396,974	1,800	1,386,701
GRUBHUB INC	COM	400110102	163,192	2,903,252	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,645,920	64,772	192,560
GRUPO AEROPORTUARIO CTR NORT	SPON ADR	400501102	11,105	233,536	SH		DFND	2,19,20	233,536	0	0
GRUPO AEROPORTUARIO DEL SURE	SPON ADR SER B	40051E202	16,864	110,544	SH		DFND	2,13,19,20	109,864	0	680
GRUPO AVAL ACCIONES Y VALORE	SPONSORED ADS	40053W101	135	17,964	SH		DFND	5	17,964	0	0
GRUPO FINANCIERO GALICIA S A	SPONSORED ADR	399909100	41,540	3,195,390	SH		DFND	2,5,8,10,12,13,19,20	3,195,390	0	0
GRUPO SUPERVIELLE S A	SPONSORED ADR	40054A108	592	184,391	SH		DFND	2,5,20	184,391	0	0
GRUPO TELEVISA SA	SPON ADR REP ORD	40049J206	12,867	1,315,677	SH		DFND	1,5,20	1,315,677	0	0
GSI TECHNOLOGY	COM	36241U106	1,923	219,468	SH		DFND	2,20	219,468	0	0
ALTERYX INC	COM CL A	02156B103	67,923	632,252	SH		DFND	2,5,8,13,19,20	595,098	0	37,154
GTT COMMUNICATIONS INC	COM	362393100	7,337	778,844	SH		DFND	2,5,8,20	673,678	0	105,166
GTY TECHNOLOGY HOLDINGS INC	COM	362409104	3,683	587,326	SH		DFND	2,20	587,326	0	0
GUARANTY BANCSHARES INC TEX	COM	400764106	4,470	145,273	SH		DFND	2,20	121,899	0	23,374
GUARANTY FED BANCSHARES INC	COM	40108P101	311	12,811	SH		DFND	20	2,300	0	10,511
GUARDANT HEALTH INC	COM	40131M109	32,074	502,485	SH		DFND	2,5,8,13,19,20	474,985	0	27,500
GUESS INC	COM	401617105	31,066	1,676,546	SH		DFND	2,5,8,12,20	1,504,095	6,337	166,114
GUIDEWIRE SOFTWARE INC	COM	40171V100	108,741	1,031,895	SH		DFND	2,5,8,13,19,20	928,214	1,300	102,381
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	14,620	12,758,000	SH		DFND	2,5	12,758,000	0	0
GULF ISLAND FABRICATION INC	COM	402307102	720	134,500	SH		DFND	2,20	134,500	0	0
GULFPORT ENERGY CORP	COM NEW	402635304	28,411	10,483,714	SH		DFND	2,5,20	9,969,778	3,200	510,736
ALTICE USA INC	CL A	02156K103	175,855	6,131,635	SH		DFND	2,5,6,8,10,12,13,19,20	6,131,635	0	0
GW PHARMACEUTICALS PLC	ADS	36197T103	1,000	8,694	SH		DFND	2,5,13,20	8,694	0	0
GWG HLDGS INC	COM	36192A109	218	21,876	SH		DFND	2,20	21,876	0	0
H & E EQUIPMENT SERVICES INC	COM	404030108	19,459	674,246	SH		DFND	2,5,8,20	571,962	0	102,284
HABIT RESTAURANTS INC	COM CL A	40449J103	3,114	356,287	SH		DFND	2,5,20	305,845	0	50,442
HACKETT GROUP INC	COM	404609109	9,375	569,566	SH		DFND	2,5,8,20	496,023	0	73,543
HAEMONETICS CORP	COM	405024100	212,228	1,682,482	SH		DFND	2,5,6,8,11,13,19,20	1,524,919	604	156,959
HAILIANG ED GROUP INC	SPONSORED ADR	40522L108	217	3,355	SH		DFND	2,19	3,355	0	0
HAIN CELESTIAL GROUP INC	COM	405217100	44,875	2,089,646	SH		DFND	2,5,6,8,11,13,19,20	1,978,162	666	110,818
HALLADOR ENERGY COMPANY	COM	40609P105	1,109	306,218	SH		DFND	2,20	267,613	0	38,605
HALLIBURTON CO	COM	406216101	785,602	41,676,516	SH		DFND	2,5,6,8,10,11,12,13,19,20	37,593,063	627,844	3,455,609
ALTISOURCE PORTFOLIO SOLNS S	REG SHS	L0175J104	3,385	167,429	SH		DFND	2,5,8,20	134,702	1,000	31,727
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	4,605	240,740	SH		DFND	2,20	204,073	0	36,667
HALOZYME THERAPEUTICS INC	COM	40637H109	69,964	4,510,918	SH		DFND	2,5,8,20	4,071,100	0	439,818
HAMILTON BEACH BRANDS HLDG C	COM CL A	40701T104	2,335	144,414	SH		DFND	2,5,20	119,929	536	23,949
HAMILTON LANE INC	CL A	407497106	24,494	427,976	SH		DFND	2,5,8,20	364,598	0	63,378
HANCOCK WHITNEY CORPORATION	COM	410120109	134,295	3,506,842	SH		DFND	2,5,6,8,11,12,13,20	3,228,476	1,000	277,366
HANESBRANDS INC	COM	410345102	317,137	20,700,855	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	18,919,685	238,338	1,542,832
HANGER INC	COM NEW	41043F208	14,976	734,822	SH		DFND	2,5,8,20	734,822	0	0
HANMI FINL CORP	COM NEW	410495204	19,836	1,056,218	SH		DFND	2,5,8,20	965,091	0	91,127
HANNON ARMSTRONG SUST INFR C	COM	41068X100	37,577	1,289,106	SH		DFND	2,5,8,20	1,074,781	0	214,325
HANOVER INS GROUP INC	COM	410867105	164,710	1,215,216	SH		DFND	2,5,6,8,11,12,13,19,20	1,164,250	900	50,066
ALTRA INDL MOTION CORP	COM	02208R106	35,897	1,288,444	SH		DFND	2,5,6,8,13,20	1,089,804	199	198,441
HARBORONE BANCORP INC NEW	COM NEW	41165Y100	5,409	537,380	SH		DFND	2,5,20	537,380	0	0
HARLEY DAVIDSON INC	COM	412822108	271,052	7,535,509	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	6,752,536	115,900	667,073
HARMONIC INC	COM	413160102	16,642	2,529,165	SH		DFND	2,5,8,20	2,288,955	0	240,210
HARMONY GOLD MNG LTD	SPONSORED ADR	413216300	195	68,691	SH		DFND	1,8,20	68,691	0	0
HARPOON THERAPEUTICS INC	COM	41358P106	1,465	107,227	SH		DFND	2,20	107,227	0	0
HARROW HEALTH INC	COM	415858109	149	26,500	SH		DFND	2,20	26,500	0	0
HARSCO CORP	COM	415864107	43,334	2,285,549	SH		DFND	2,5,8,20	2,047,437	3,081	235,031
HARTFORD FINL SVCS GROUP INC	COM	416515104	1,285,929	21,114,376	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,859,152	3,939,155	1,316,069
HARVARD BIOSCIENCE INC	COM	416906105	118	38,460	SH		DFND	2,20	38,460	0	0
HASBRO INC	COM	418056107	595,683	5,018,811	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,430,078	132,336	456,397
ALTRIA GROUP INC	COM	02209S103	3,286,972	78,832,176	SH		DFND	1,2,5,6,8,10,12,13,19,20	72,191,036	1,171,015	5,470,125
HAVERTY FURNITURE INC	COM	419596101	12,120	597,928	SH		DFND	2,5,8,20	542,888	0	55,040
HAWAIIAN ELEC INDUSTRIES	COM	419870100	139,167	3,051,228	SH		DFND	2,5,6,8,11,12,13,19,20	2,912,822	1,256	137,150
HAWAIIAN HOLDINGS INC	COM	419879101	39,637	1,509,393	SH		DFND	2,5,8,13,20	1,370,553	0	138,840
HAWKINS INC	COM	420261109	11,936	280,849	SH		DFND	2,5,8,10,20	251,442	349	29,058
HAWTHORN BANCSHARES INC	COM	420476103	2,294	95,788	SH		DFND	2,20	74,646	0	21,142
HAYNES INTERNATIONAL INC	COM NEW	420877201	15,260	425,778	SH		DFND	2,5,8,20	388,956	900	35,922
HC2 HLDGS INC	COM	404139107	74	31,647	SH		DFND	2,20	31,647	0	0
HCA HEALTHCARE INC	COM	40412C101	1,412,682	11,731,288	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,257,261	352,731	1,121,296
HCI GROUP INC	COM	40416E103	8,308	197,626	SH		DFND	2,5,8,20	175,574	0	22,052
HCP INC	COM	40414L109	1,287,652	36,139,545	SH		DFND	2,5,6,8,10,11,12,13,19,20	33,015,532	459,596	2,664,417
ALTUS MIDSTREAM CO	CL A	02215L100	2,559	904,134	SH		DFND	2,20	904,134	0	0
HD SUPPLY HLDGS INC	COM	40416M105	151,897	3,877,391	SH		DFND	2,5,6,8,10,12,13,19,20	3,113,143	195,777	568,471
HDFC BANK LTD	SPONSORED ADS	40415F101	50,440	884,145	SH		DFND	1,8,20	884,145	0	0
HEALTH CATALYST INC	COM	42225T107	4,119	130,185	SH		DFND	2,20	130,185	0	0
HEALTH INS INNOVATIONS INC	COM CL A	42225K106	5,261	211,030	SH		DFND	2,5,20	181,212	0	29,818
HEALTHCARE RLTY TR	COM	421946104	261,653	7,810,526	SH		DFND	2,5,6,8,10,11,13,19,20	7,201,748	33,334	575,444
HEALTHCARE SVCS GRP INC	COM	421906108	57,028	2,347,812	SH		DFND	2,5,6,8,11,13,20	2,124,491	1,025	222,296
HEALTHCARE TR AMER INC	CL A NEW	42225P501	186,076	6,333,418	SH		DFND	2,5,8,10,12,13,19,20	5,746,578	51,390	535,450
HEALTHEQUITY INC	COM	42226A107	125,100	2,189,161	SH		DFND	2,5,6,8,11,13,20	1,978,769	1,200	209,192
HEALTHSTREAM INC	COM	42222N103	20,742	801,152	SH		DFND	2,5,8,20	723,854	800	76,498
HEARTLAND EXPRESS INC	COM	422347104	31,592	1,467,343	SH		DFND	2,5,8,20	1,323,096	2,724	141,523
AAR CORP	COM	000361105	69,257	1,680,586	SH		DFND	2,5,8,20	1,564,069	786	115,731
ALUMINUM CORP CHINA LTD	SPON ADR H SHS	022276109	256	32,745	SH		DFND	5	32,745	0	0
HEARTLAND FINL USA INC	COM	42234Q102	33,481	748,337	SH		DFND	2,5,8,20	648,345	0	99,992
HECLA MNG CO	COM	422704106	34,891	19,824,159	SH		DFND	2,5,8,20	18,384,160	9,381	1,430,618
HEICO CORP NEW	CL A	422806208	154,164	1,584,261	SH		DFND	2,5,6,8,10,12,13,19,20	1,514,195	1,718	68,348
HEICO CORP NEW	COM	422806109	190,872	1,528,440	SH		DFND	2,5,6,8,10,12,13,19,20	1,489,778	775	37,887
HEIDRICK & STRUGGLES INTL IN	COM	422819102	14,915	546,331	SH		DFND	2,5,8,20	486,225	5,400	54,706
HELEN OF TROY CORP LTD	COM	G4388N106	138,365	877,618	SH		DFND	2,5,6,8,11,13,19,20	799,382	388	77,848
HELIOS TECHNOLOGIES INC	COM	42328H109	23,756	585,558	SH		DFND	2,5,8,20	585,558	0	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	35,766	4,437,414	SH		DFND	2,5,8,20	3,992,730	3,985	440,699
HELMERICH & PAYNE INC	COM	423452101	252,661	6,305,496	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,436,418	71,806	797,272
HEMISPHERE MEDIA GROUP INC	CL A	42365Q103	4,178	341,926	SH		DFND	2,20	295,891	0	46,035
AMAG PHARMACEUTICALS INC	COM	00163U106	29,066	2,516,564	SH		DFND	2,5,8,20	2,411,905	342	104,317
HENRY JACK & ASSOC INC	COM	426281101	521,626	3,573,512	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,077,758	110,600	385,154
HENRY SCHEIN INC	COM	806407102	488,849	7,698,402	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,847,161	209,910	641,331
HERBALIFE NUTRITION LTD	COM SHS	G4412G101	65,457	1,728,921	SH		DFND	2,5,6,8,12,13,19,20	1,306,425	1,210	421,286
HERBALIFE NUTRITION LTD	NOTE 2.625% 3/1	42703MAD5	16,486	17,625,000	SH		DFND	2,5	17,625,000	0	0
HERC HLDGS INC	COM	42704L104	24,391	524,427	SH		DFND	2,5,8,13,20	448,506	623	75,298
HERITAGE COMMERCE CORP	COM	426927109	11,245	956,637	SH		DFND	2,5,8,20	842,392	0	114,245
HERITAGE CRYSTAL CLEAN INC	COM	42726M106	7,978	301,044	SH		DFND	2,5,8,20	254,859	0	46,185
HERITAGE FINL CORP WASH	COM	42722X106	30,792	1,142,149	SH		DFND	2,5,8,20	1,036,763	0	105,386
HERITAGE INS HLDGS INC	COM	42727J102	7,628	508,222	SH		DFND	2,5,8,20	420,712	0	87,510
HERON THERAPEUTICS INC	COM	427746102	50,190	2,712,994	SH		DFND	2,5,8,20	2,482,715	0	230,279
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	3,649	227,782	SH		DFND	2,20	195,040	0	32,742
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	30,135	1,987,942	SH		DFND	2,5,8,10,20	1,833,057	10,249	144,636
HERSHEY CO	COM	427866108	1,171,011	7,555,394	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,492,135	142,134	921,125
HERTZ GLOBAL HLDGS INC	COM	42806J106	37,214	2,688,849	SH		DFND	2,5,8,12,13,20	2,361,722	3,159	323,968
HESKA CORP	COM RESTRC NEW	42805E306	21,103	297,775	SH		DFND	2,5,8,20	275,640	0	22,135
HESS CORP	COM	42809H107	776,765	12,843,332	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,677,775	146,465	1,019,092
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	1,012,120	66,225,210	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	52,537,935	6,504,155	7,183,120
HEXCEL CORP NEW	COM	428291108	192,932	2,349,102	SH		DFND	2,5,8,13,19,20	2,226,617	1,771	120,714
HF FOODS GROUP INC	COM	40417F109	1,668	97,804	SH		DFND	2,20	97,804	0	0
HIBBETT SPORTS INC	COM	428567101	17,038	744,029	SH		DFND	2,5,8,20	687,684	1,262	55,083
HIGHPOINT RES CORP	COM	43114K108	5,184	3,260,152	SH		DFND	2,5,20	2,947,018	2,400	310,734
AMARIN CORP PLC	SPONS ADR NEW	023111206	1,714	113,035	SH		DFND	1,2,5,13,19,20	106,735	0	6,300
HIGHWOODS PPTYS INC	COM	431284108	247,092	5,498,258	SH		DFND	2,5,6,8,10,11,13,19,20	5,200,960	25,534	271,764
HILL ROM HLDGS INC	COM	431475102	180,420	1,714,531	SH		DFND	2,5,6,8,11,13,20	1,631,974	1,000	81,557
HILLENBRAND INC	COM	431571108	56,478	1,828,935	SH		DFND	2,5,8,19,20	1,634,686	595	193,654
HILLTOP HOLDINGS INC	COM	432748101	45,741	1,914,648	SH		DFND	2,5,8,10,20	1,693,016	1,279	220,353
HILTON GRAND VACATIONS INC	COM	43283X105	38,286	1,196,440	SH		DFND	2,5,8,13,20	1,082,912	1,690	111,838
HILTON WORLDWIDE HLDGS INC	COM	43300A203	1,093,161	11,740,528	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,538,821	148,782	1,052,925
HIMAX TECHNOLOGIES INC	SPONSORED ADR	43289P106	485	213,562	SH		DFND	2	213,562	0	0
HINGHAM INSTN SVGS MASS	COM	433323102	4,437	23,477	SH		DFND	2,5,20	19,423	0	4,054
HMS HLDGS CORP	COM	40425J101	86,177	2,500,420	SH		DFND	2,5,8,20	2,228,328	2,919	269,173
HNI CORP	COM	404251100	49,546	1,395,669	SH		DFND	2,5,6,8,11,20	1,257,012	7,217	131,440
AMAZON COM INC	COM	023135106	29,000,029	16,705,952	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	14,840,254	285,672	1,580,026
HOLLYFRONTIER CORP	COM	436106108	487,559	9,089,474	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,736,796	200,918	1,151,760
HOLLYSYS AUTOMATION TECHNOLO	SHS	G45667105	3,045	200,474	SH		DFND	2,5,13,20	200,474	0	0
HOLOGIC INC	COM	436440101	565,792	11,206,029	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,841,171	194,470	1,170,388
HOME BANCORP INC	COM	43689E107	6,022	154,462	SH		DFND	2,5,20	111,336	0	43,126
HOME BANCSHARES INC	COM	436893200	111,262	5,919,748	SH		DFND	2,5,6,8,11,13,20	5,440,520	3,300	475,928
HOME DEPOT INC	COM	437076102	12,111,619	52,200,756	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	41,593,230	836,243	9,771,283
HOMESTREET INC	COM	43785V102	19,065	697,836	SH		DFND	2,5,8,20	625,896	0	71,940
HOMETRUST BANCSHARES INC	COM	437872104	9,948	381,575	SH		DFND	2,5,20	331,974	0	49,601
HOMOLOGY MEDICINES INC	COM	438083107	15,386	850,047	SH		DFND	2,5,8,20	775,853	0	74,194
HONDA MOTOR LTD	AMERN SHS	438128308	562	21,567	SH		DFND	2,20	21,567	0	0
AMBAC FINL GROUP INC	COM NEW	023139884	26,575	1,359,346	SH		DFND	2,5,8,20	1,227,040	0	132,306
HONEYWELL INTL INC	COM	438516106	4,921,210	29,085,164	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	26,011,985	782,994	2,290,185
HOOKER FURNITURE CORP	COM	439038100	4,959	231,292	SH		DFND	2,5,8,13,20	195,592	0	35,700
HOOKIPA PHARMA INC	COM	43906K100	182	24,203	SH		DFND	2,20	24,203	0	0
HOPE BANCORP INC	COM	43940T109	64,748	4,515,212	SH		DFND	2,5,8,13,20	4,136,964	1,800	376,448
HORACE MANN EDUCATORS CORP N	COM	440327104	58,236	1,256,982	SH		DFND	2,5,8,20	1,131,585	77	125,320
HORIZON BANCORP INC	COM	440407104	14,603	841,184	SH		DFND	2,5,8,20	633,273	0	207,911
HORIZON GLOBAL CORP	COM	44052W104	70	18,292	SH		DFND	20	18,292	0	0
HORIZON PHARMA INVT LTD	NOTE 2.500% 3/1	44052TAB7	14,605	12,550,000	SH		DFND	2,5	12,550,000	0	0
HORIZON THERAPEUTICS PUB LTD	SHS	G46188101	70,388	2,584,939	SH		DFND	2,5,8,13,20	2,584,939	0	0
HORMEL FOODS CORP	COM	440452100	1,271,218	29,069,704	SH		DFND	2,5,6,8,10,12,13,19,20	16,715,959	10,337,043	2,016,702
AMBARELLA INC	SHS	G037AX101	40,768	648,808	SH		DFND	2,5,8,20	550,873	100	97,835
HORNBECK OFFSHORE SVCS INC N	COM	440543106	20	26,475	SH		DFND	20	26,475	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	864,735	49,444,998	SH		DFND	2,5,6,8,10,11,12,13,19,20	44,684,347	986,554	3,774,097
HOSTESS BRANDS INC	CL A	44109J106	33,340	2,383,959	SH		DFND	2,5,8,20	2,043,401	0	340,558
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	11,551	2,167,245	SH		DFND	2,5,8,20	1,858,435	5,100	303,710
HOULIHAN LOKEY INC	CL A	441593100	37,101	822,649	SH		DFND	2,5,8,20	705,592	0	117,057
HOWARD BANCORP INC	COM	442496105	3,697	221,539	SH		DFND	2,20	185,822	0	35,717
HOWARD HUGHES CORP	COM	44267D107	67,419	520,205	SH		DFND	2,5,8,13,20	470,357	560	49,288
HP INC	COM	40434L105	1,375,127	72,072,025	SH		DFND	2,5,6,8,10,11,12,13,19,20	56,703,066	7,670,322	7,698,637
HSBC HLDGS PLC	ADR A 1/40PF A	404280604	16,149	613,788	SH		DFND	2	613,788	0	0
HTG MOLECULAR DIAGNOSTICS IN	COM	40434H104	22	32,507	SH		DFND	2,20	32,507	0	0
AMBEV SA	SPONSORED ADR	02319V103	109,903	23,788,525	SH		DFND	2,5,8,10,13,19,20	21,414,514	2,053,652	320,359
HUAMI CORP	SPONSORED ADS	44331K103	121	12,125	SH		DFND	2	12,125	0	0
HUANENG PWR INTL INC	SPON ADR H SHS	443304100	389	20,404	SH		DFND	5,20	20,404	0	0
HUAZHU GROUP LTD	NOTE 0.375%11/0	16949NAC3	15,639	15,035,000	SH		DFND	2,5	15,035,000	0	0
HUAZHU GROUP LTD	SPONSORED ADS	44332N106	89,217	2,701,921	SH		DFND	1,2,5,8,10,11,12,13,19,20	2,250,455	66,700	384,766
HUB GROUP INC	CL A	443320106	47,759	1,027,070	SH		DFND	2,5,8,12,20	924,127	55	102,888
HUBBELL INC	COM	443510607	173,027	1,316,795	SH		DFND	2,5,6,8,11,12,13,19,20	1,247,860	691	68,244
HUBSPOT INC	COM	443573100	77,765	512,931	SH		DFND	2,5,8,13,19,20	472,246	800	39,885
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	21,403	12,766,000	SH		DFND	2,5	12,766,000	0	0
HUDSON LTD	COM CL A	G46408103	8,543	696,269	SH		DFND	2,5,20	588,902	0	107,367
HUDSON PAC PPTYS INC	COM	444097109	215,058	6,427,331	SH		DFND	2,5,8,10,19,20	5,988,961	39,604	398,766
AMC ENTMT HLDGS INC	CL A COM	00165C104	11,752	1,098,291	SH		DFND	2,5,8,20	942,436	320	155,535
HUDSON TECHNOLOGIES INC	COM	444144109	21	29,255	SH		DFND	20	29,255	0	0
HUMANA INC	COM	444859102	1,491,699	5,822,087	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,101,458	104,401	616,228
HUNT COS FIN TR INC	COM	44558T100	205	59,628	SH		DFND	20	2,209	0	57,419
HUNT J B TRANS SVCS INC	COM	445658107	399,831	3,613,477	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,144,562	121,856	347,059
HUNTINGTON BANCSHARES INC	COM	446150104	734,114	50,910,513	SH		DFND	2,5,6,8,10,11,12,13,19,20	46,512,323	602,774	3,795,416
HUNTINGTON INGALLS INDS INC	COM	446413106	714,486	3,373,559	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	1,980,191	1,020,205	373,163
HUNTSMAN CORP	COM	447011107	70,898	3,048,084	SH		DFND	2,5,8,12,13,20	2,769,842	12,636	265,606
HURCO COMPANIES INC	COM	447324104	3,721	115,250	SH		DFND	2,5,20	98,720	0	16,530
HURON CONSULTING GROUP INC	COM	447462102	28,009	456,623	SH		DFND	2,5,8,20	388,159	902	67,562
HUTCHISON CHINA MEDITECH LTD	SPONSORED ADR	44842L103	17,706	992,473	SH		DFND	1,2,5,8,10,11,12,13,19,20	809,673	24,500	158,300
AMC NETWORKS INC	CL A	00164V103	56,066	1,140,489	SH		DFND	2,5,6,8,11,13,20	1,085,947	293	54,249
HUTTIG BLDG PRODS INC	COM	448451104	49	23,289	SH		DFND	2,20	23,289	0	0
HUYA INC	ADS REP SHS A	44852D108	1,023	43,276	SH		DFND	1,2,19,20	43,276	0	0
HYATT HOTELS CORP	COM CL A	448579102	35,277	478,851	SH		DFND	2,5,10,13,20	436,232	0	42,619
HYSTER YALE MATLS HANDLING I	CL A	449172105	11,920	217,801	SH		DFND	2,5,8,20	186,455	536	30,810
I D SYSTEMS INC	COM	449489103	106	19,340	SH		DFND	2,20	19,340	0	0
I3 VERTICALS INC	COM CL A	46571Y107	4,034	200,489	SH		DFND	2,5,20	164,699	0	35,790
IAA INC	COM	449253103	77,121	1,848,103	SH		DFND	2,5,8,13,19,20	1,848,103	0	0
IAC INTERACTIVECORP	COM	44919P508	368,293	1,689,649	SH		DFND	2,5,6,8,10,12,13,19,20	1,421,300	93,977	174,372
IBERIABANK CORP	COM	450828108	116,496	1,532,991	SH		DFND	2,5,8,13,20	1,370,828	474	161,689
ICF INTL INC	COM	44925C103	33,845	400,036	SH		DFND	2,5,8,19,20	344,670	0	55,366
AARONS INC	COM PAR $0.50	002535300	155,390	2,416,860	SH		DFND	2,5,6,8,10,11,19,20	2,211,105	804	204,951
AMCOR PLC	ORD	G0250X107	682,614	69,170,494	SH		DFND	2,5,6,8,10,11,12,13,19,20	69,170,494	0	0
ICHOR HOLDINGS	SHS	G4740B105	15,839	655,066	SH		DFND	2,5,8,20	587,933	0	67,133
ICICI BK LTD	ADR	45104G104	105,756	8,682,787	SH		DFND	1,2,5,8,13,19,20	8,619,365	0	63,422
ICON PLC	SHS	G4705A100	15,567	105,652	SH		DFND	2,5,8,10,13,19,20	103,669	0	1,983
ICU MED INC	COM	44930G107	81,119	508,266	SH		DFND	2,5,6,8,11,19,20	485,416	300	22,550
IDACORP INC	COM	451107106	150,224	1,333,313	SH		DFND	2,5,6,8,11,12,13,20	1,293,758	490	39,065
IDEANOMICS INC	COM	45166V106	1,323	879,087	SH		DFND	2,20	879,087	0	0
IDERA PHARMACEUTICALS INC	COM PAR	45168K405	79	27,212	SH		DFND	20	27,212	0	0
IDEX CORP	COM	45167R104	508,696	3,104,075	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,812,867	104,879	186,329
IDEXX LABS INC	COM	45168D104	992,530	3,649,946	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,206,266	60,860	382,820
IDT CORP	CL B NEW	448947507	3,061	290,691	SH		DFND	2,20	290,691	0	0
AMDOCS LTD	SHS	G02602103	129,923	1,956,847	SH		DFND	2,5,6,8,10,12,13,19,20	1,844,603	0	112,244
IES HLDGS INC	COM	44951W106	2,993	145,378	SH		DFND	2,20	120,882	0	24,496
IHEARTMEDIA INC	COM CL A	45174J509	538	35,860	SH		DFND	2,20	35,860	0	0
IHS MARKIT LTD	SHS	G47567105	1,028,402	15,376,831	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,668,669	211,381	1,496,781
II VI INC	COM	902104108	101,502	2,882,762	SH		DFND	2,5,6,8,11,13,20	2,608,539	1,013	273,210
ILLINOIS TOOL WKS INC	COM	452308109	2,190,412	13,902,535	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	12,298,102	348,424	1,256,009
ILLUMINA INC	COM	452327109	1,835,848	6,034,606	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,316,252	145,866	572,488
ILLUMINA INC	NOTE 8/1	452327AK5	25,686	23,215,000	SH		DFND	2,5	23,215,000	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	21,140	15,925,000	SH		DFND	2,5	15,925,000	0	0
IMAX CORP	COM	45245E109	22,956	1,045,848	SH		DFND	2,5,8,20	886,082	1,600	158,166
IMMERSION CORP	COM	452521107	4,326	565,501	SH		DFND	2,5,20	475,654	0	89,847
AMEDISYS INC	COM	023436108	132,265	1,009,576	SH		DFND	2,5,6,8,11,19,20	913,058	574	95,944
IMMUNOGEN INC	COM	45253H101	15,027	6,209,347	SH		DFND	2,5,8,20	5,760,580	1,976	446,791
IMMUNOMEDICS INC	COM	452907108	87,386	6,590,176	SH		DFND	2,5,8,19,20	6,052,631	3,000	534,545
IMPINJ INC	COM	453204109	15,064	488,619	SH		DFND	2,5,20	442,603	0	46,016
INCYTE CORP	COM	45337C102	603,447	8,129,426	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,356,364	98,631	674,431
INDEPENDENCE CONTRACT DRIL I	COM	453415309	958	798,204	SH		DFND	2,20	662,468	0	135,736
INDEPENDENCE HLDG CO NEW	COM NEW	453440307	4,317	111,859	SH		DFND	2,20	97,923	0	13,936
INDEPENDENCE RLTY TR INC	COM	45378A106	72,558	5,008,133	SH		DFND	2,5,8,10,20	4,597,903	50,800	359,430
INDEPENDENT BANK CORP MASS	COM	453836108	83,879	1,117,034	SH		DFND	2,5,8,20	1,015,724	247	101,063
INDEPENDENT BANK CORP MICH	COM NEW	453838609	14,119	662,411	SH		DFND	2,5,20	519,127	0	143,284
INDEPENDENT BK GROUP INC	COM	45384B106	53,642	1,019,625	SH		DFND	2,5,8,20	890,215	0	129,410
AMERANT BANCORP INC	CL A	023576101	6,709	319,913	SH		DFND	2,5,20	319,913	0	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	47,118	2,217,330	SH		DFND	2,5,8,10,20	1,933,503	17,004	266,823
INFINERA CORPORATION	COM	45667G103	20,139	3,695,179	SH		DFND	2,5,8,20	3,123,337	4,811	567,031
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	10,238	11,700,000	SH		DFND	2,5	11,700,000	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	57	55,289	SH		DFND	20	55,289	0	0
INFORMATION SERVICES GROUP I	COM	45675Y104	1,293	520,413	SH		DFND	2,20	425,788	0	94,625
INFOSYS LTD	SPONSORED ADR	456788108	181,099	15,927,815	SH		DFND	1,2,5,8,10,13,19,20	14,527,786	0	1,400,029
ING GROEP N V	SPONSORED ADR	456837103	271	25,956	SH		DFND	1,2,20	25,956	0	0
INGERSOLL-RAND PLC	SHS	G47791101	1,339,015	10,867,714	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,684,456	185,188	998,070
INGEVITY CORP	COM	45688C107	112,571	1,326,868	SH		DFND	2,5,6,8,11,13,20	1,195,098	1,113	130,657
INGLES MKTS INC	CL A	457030104	14,804	380,968	SH		DFND	2,5,8,20	339,184	0	41,784
AMERCO	COM	023586100	93,619	240,023	SH		DFND	2,5,6,8,10,12,13,19,20	179,059	8,123	52,841
INGREDION INC	COM	457187102	216,502	2,628,851	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,315,557	93,276	220,018
INNERWORKINGS INC	COM	45773Y105	3,336	752,968	SH		DFND	2,5,20	634,576	0	118,392
INNOPHOS HOLDINGS INC	COM	45774N108	19,814	610,403	SH		DFND	2,5,8,20	543,970	400	66,033
INNOSPEC INC	COM	45768S105	63,287	709,972	SH		DFND	2,5,8,20	637,468	400	72,104
INNOVATIVE INDL PPTYS INC	COM	45781V101	40,593	435,834	SH		DFND	2,5,8,10,20	406,395	0	29,439
INNOVIVA INC	COM	45781M101	22,043	2,091,340	SH		DFND	2,5,8,20	1,876,235	2,787	212,318
INOGEN INC	COM	45780L104	34,680	723,852	SH		DFND	2,5,8,20	667,799	200	55,853
INOVALON HLDGS INC	COM CL A	45781D101	23,228	1,417,223	SH		DFND	2,5,8,20	1,205,843	0	211,380
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	3,576	1,744,448	SH		DFND	2,5,8,20	1,504,769	0	239,679
INPHI CORP	COM	45772F107	70,145	1,148,983	SH		DFND	2,5,8,20	1,011,025	0	137,958
AMEREN CORP	COM	023608102	1,029,214	12,857,141	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,608,619	331,560	916,962
INSEEGO CORP	COM	45782B104	3,942	821,243	SH		DFND	2,20	821,243	0	0
INSIGHT ENTERPRISES INC	COM	45765U103	61,707	1,108,044	SH		DFND	2,5,8,20	997,943	65	110,036
INSMED INC	COM PAR $.01	457669307	71,463	4,051,169	SH		DFND	2,5,8,20	3,788,496	2,000	260,673
INSMED INC	NOTE 1.750% 1/1	457669AA7	12,207	14,525,000	SH		DFND	2,5	14,525,000	0	0
INSPERITY INC	COM	45778Q107	119,429	1,211,003	SH		DFND	2,5,6,8,11,19,20	1,091,356	500	119,147
INSPIRE MED SYS INC	COM	457730109	16,551	271,242	SH		DFND	2,5,8,20	231,729	0	39,513
INSPIRED ENTMT INC	COM	45782N108	899	124,977	SH		DFND	2,20	124,977	0	0
INSTALLED BLDG PRODS INC	COM	45780R101	39,754	693,309	SH		DFND	2,5,8,20	624,307	0	69,002
INSTEEL INDUSTRIES INC	COM	45774W108	13,006	633,506	SH		DFND	2,5,8,20	578,299	0	55,207
INSTRUCTURE INC	COM	45781U103	28,556	737,118	SH		DFND	2,5,8,20	636,018	0	101,100
AMERESCO INC	CL A	02361E108	6,539	406,895	SH		DFND	2,5,8,20	334,305	0	72,590
INSULET CORP	COM	45784P101	134,767	817,116	SH		DFND	2,5,8,13,19,20	742,259	803	74,054
INSULET CORP	NOTE 1.375%11/1	45784PAH4	22,715	12,325,000	SH		DFND	2,5	12,325,000	0	0
INTEGER HLDGS CORP	COM	45826H109	80,648	1,067,337	SH		DFND	2,5,8,20	968,743	343	98,251
INTEGRA LIFESCIENCES HLDGS C	COM NEW	457985208	110,487	1,839,311	SH		DFND	2,5,6,8,11,13,19,20	1,755,598	1,374	82,339
INTEL CORP	COM	458140100	10,054,026	195,110,143	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	165,359,073	5,958,087	23,792,983
INTELLIA THERAPEUTICS INC	COM	45826J105	24,381	1,826,317	SH		DFND	2,5,8,20	1,708,814	0	117,503
INTELLIGENT SYS CORP NEW	COM	45816D100	5,292	127,398	SH		DFND	2,20	127,398	0	0
INTELSAT S A	COM	L5140P101	26,715	1,171,719	SH		DFND	2,5,8,20	974,148	0	197,571
INTELSAT S A	NOTE 4.500% 6/1	45790VAB6	18,408	12,400,000	SH		DFND	2,5	12,400,000	0	0
INTER PARFUMS INC	COM	458334109	36,448	518,870	SH		DFND	2,5,8,20	462,891	0	55,979
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	22,911	1,541,758	SH		DFND	1,5,8,13,20	1,440,233	0	101,525
INTERACTIVE BROKERS GROUP IN	COM CL A	45841N107	96,574	1,795,731	SH		DFND	2,5,6,8,11,13,20	1,731,593	625	63,513
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	96,910	1,460,366	SH		DFND	2,5,8,19,20	1,383,001	500	76,865
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	11,860	13,700,000	SH		DFND	2,5	13,700,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	2,254,460	24,433,289	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,571,995	402,906	2,458,388
INTERCONTINENTAL HOTELS GROU	SPONSORED ADS	45857P806	255	4,073	SH		DFND	20	4,073	0	0
INTERDIGITAL INC	COM	45867G101	58,134	1,107,948	SH		DFND	2,5,6,8,11,13,19,20	1,009,994	498	97,456
INTERFACE INC	COM	458665304	25,033	1,733,580	SH		DFND	2,5,8,20	1,536,888	2,324	194,368
INTERNAP CORP	COM PAR	45885A409	90	34,739	SH		DFND	2,20	34,739	0	0
INTERNATIONAL BANCSHARES COR	COM	459044103	76,684	1,957,767	SH		DFND	2,5,6,8,11,20	1,783,631	270	173,866
INTERNATIONAL BUSINESS MACHS	COM	459200101	7,832,332	53,860,075	SH		DFND	2,5,6,8,10,11,12,13,19,20	35,789,439	8,912,258	9,158,378
AMERICAN AIRLS GROUP INC	COM	02376R102	362,753	13,450,257	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,042,117	82,475	1,325,665
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	555,581	4,501,856	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,896,466	54,640	550,750
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	20,028	427,500	SH		DFND	2	427,500	0	0
INTERNATIONAL GAME TECHNOLOG	SHS USD	G4863A108	14,946	1,051,793	SH		DFND	2,5,12,13,20	948,115	0	103,678
INTERNATIONAL MNY EXPRESS IN	COM	46005L101	3,087	224,666	SH		DFND	2,20	224,666	0	0
INTERNATIONAL SEAWAYS INC	COM	Y41053102	9,645	500,790	SH		DFND	2,5,8,20	423,762	0	77,028
INTERNATIONAL SPEEDWAY CORP	CL A	460335201	33,866	752,417	SH		DFND	2,5,6,8,11,20	685,262	375	66,780
INTERPUBLIC GROUP COS INC	COM	460690100	405,734	18,818,824	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,681,877	572,210	1,564,737
INTERSECT ENT INC	COM	46071F103	12,362	726,772	SH		DFND	2,5,8,20	633,624	0	93,148
INTERXION HOLDING N.V	SHS	N47279109	33,946	416,718	SH		DFND	2,5,8,13,20	326,223	1,329	89,166
INTEVAC INC	COM	461148108	85	16,248	SH		DFND	2,5,20	16,248	0	0
AMERICAN ASSETS TR INC	COM	024013104	119,542	2,557,602	SH		DFND	2,5,8,10,20	2,359,607	13,075	184,920
INTL FCSTONE INC	COM	46116V105	19,927	485,310	SH		DFND	2,5,8,20	434,533	0	50,777
INTL PAPER CO	COM	460146103	1,051,352	25,139,940	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,930,260	7,794,332	1,415,348
INTRA CELLULAR THERAPIES INC	COM	46116X101	8,643	1,157,047	SH		DFND	2,5,8,20	1,016,910	0	140,137
INTREPID POTASH INC	COM	46121Y102	5,933	1,814,239	SH		DFND	2,5,8,20	1,571,713	0	242,526
INTREXON CORP	COM	46122T102	24,996	4,369,936	SH		DFND	2,5,8,20	4,143,850	1,500	224,586
INTRICON CORP	COM	46121H109	2,692	138,475	SH		DFND	2,20	116,153	0	22,322
INTUIT	COM	461202103	2,968,794	11,163,398	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,664,205	439,747	1,059,446
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,560,491	4,742,265	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,191,129	116,155	434,981
INVACARE CORP	COM	461203101	8,538	1,138,448	SH		DFND	2,5,20	1,049,215	0	89,233
INVESCO ACTIVELY MANAGD ETF	OPTIMUM YIELD	46090F100	69,060	4,421,263	SH		DFND	2,19,20	4,421,263	0	0
ABB LTD	SPONSORED ADR	000375204	1,570	79,820	SH		DFND	2,20	79,820	0	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	28,712	3,493,004	SH		DFND	2,5,8,20	3,156,114	3,329	333,561
INVESCO DB COMMDY INDX TRCK	UNIT	46138B103	1,232	81,900	SH		DFND	8	81,900	0	0
INVESCO LTD	SHS	G491BT108	318,509	18,802,188	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,975,735	282,632	1,543,821
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	71,129	4,516,262	SH		DFND	2,5,8,13,19,20	4,075,500	600	440,162
INVESTAR HLDG CORP	COM	46134L105	3,990	167,636	SH		DFND	2,13,20	138,764	0	28,872
INVESTORS BANCORP INC NEW	COM	46146L101	85,022	7,484,303	SH		DFND	2,5,8,13,20	6,748,077	5,800	730,426
INVESTORS REAL ESTATE TR	SH BEN INT	461730509	31,098	416,468	SH		DFND	2,5,8,10,20	367,092	3,497	45,879
INVESTORS TITLE CO	COM	461804106	3,727	23,282	SH		DFND	2,5,20	19,377	0	3,905
INVITAE CORP	COM	46185L103	92,276	4,788,585	SH		DFND	2,5,8,20	4,529,219	0	259,366
INVITATION HOMES INC	COM	46187W107	704,978	23,808,797	SH		DFND	2,5,6,8,10,12,13,19,20	21,524,424	354,334	1,930,039
ION GEOPHYSICAL CORP	COM NEW	462044207	164	17,975	SH		DFND	2,20	17,975	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	352,433	7,330,145	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,939,484	35,556	355,105
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	86,600	4,758,219	SH		DFND	2,5,8,20	4,415,334	0	342,885
IPG PHOTONICS CORP	COM	44980X109	192,869	1,422,337	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,233,972	35,979	152,386
IQIYI INC	SPONSORED ADS	46267X108	40,715	2,524,200	SH		DFND	2,5,8,10,11,12,13,19,20	2,524,200	0	0
IQVIA HLDGS INC	COM	46266C105	1,096,237	7,338,578	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,508,604	92,901	737,073
IRADIMED CORP	COM	46266A109	1,209	57,538	SH		DFND	2,20	47,952	0	9,586
IRHYTHM TECHNOLOGIES INC	COM	450056106	46,136	622,535	SH		DFND	2,5,8,20	546,834	0	75,701
IRIDIUM COMMUNICATIONS INC	COM	46269C102	62,528	2,938,332	SH		DFND	2,5,8,20	2,632,524	0	305,808
IROBOT CORP	COM	462726100	48,372	784,363	SH		DFND	2,5,8,20	699,338	1,000	84,025
IRON MTN INC NEW	COM	46284V101	428,457	12,986,239	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,447,160	163,176	1,375,903
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	50,023	5,826,773	SH		DFND	2,5,8,20	5,344,604	3,300	478,869
AMERICAN EAGLE OUTFITTERS IN	COM	02553E106	87,486	5,393,688	SH		DFND	2,5,6,8,11,12,13,19,20	4,889,392	1,874	502,422
IRSA INVERSIONES Y REP S A	GLOBL DEP RCPT	450047204	897	170,441	SH		DFND	5,13,20	170,441	0	0
ISHARES INC	CORE MSCI EMKT	46434G103	209,043	4,264,440	SH		DFND	1,2,20	4,264,440	0	0
ISHARES INC	MSCI CDA ETF	464286509	39,979	1,383,370	SH		DFND	2	1,383,370	0	0
ISHARES INC	MSCI FRNTR100ETF	464286145	1,002	35,600	SH		DFND	10	0	0	35,600
ISHARES INC	MSCI GBL ETF NEW	46434G848	1,813	68,100	SH		DFND	10	0	0	68,100
ISHARES INC	MSCI JPN ETF NEW	46434G822	9,814	172,961	SH		DFND	12	0	0	172,961
ISHARES INC	MSCI PAC JP ETF	464286665	12,040	269,163	SH		DFND	12	0	0	269,163
ISHARES INC	MSCI STH KOR ETF	464286772	1,391	24,693	SH		DFND	20	24,693	0	0
ISHARES S&P GSCI COMMODITY I	UNIT BEN INT	46428R107	4,035	268,100	SH		DFND	10	0	0	268,100
ISHARES TR	1 3 YR TREAS BD	464287457	166,964	1,968,450	SH		DFND	2	1,968,450	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	2,382,774	25,432,534	SH		DFND	2,5,6,8,10,11,12,13,19,20	22,785,264	360,120	2,287,150
ISHARES TR	3 7 YR TREAS BD	464288661	28,073	221,427	SH		DFND	1,2	221,427	0	0
ISHARES TR	BARCLAYS 7 10 YR	464287440	126,291	1,122,883	SH		DFND	1,2	1,122,883	0	0
ISHARES TR	CORE MSCI EAFE	46432F842	892	14,607	SH		DFND	1	14,607	0	0
ISHARES TR	CORE S&P MCP ETF	464287507	90,196	466,783	SH		DFND	1,2	451,665	15,117	1
ISHARES TR	CORE S&P SCP ETF	464287804	142,996	1,837,051	SH		DFND	1,2,20	1,835,620	1,431	0
ISHARES TR	CORE US AGGBD ET	464287226	2,075	18,331	SH		DFND	1,20	2,899	0	15,432
ISHARES TR	EAFE SML CP ETF	464288273	58,316	1,018,974	SH		DFND	1,6,12,20	954,424	0	64,550
ISHARES TR	FLTG RATE NT ETF	46429B655	10,581	207,595	SH		DFND	1	207,595	0	0
ISHARES TR	INTRM GOV CR ETF	464288612	14,964	132,171	SH		DFND	1	34,933	97,238	0
ISHARES TR	INTRM TR CRP ETF	464288638	1,051	18,153	SH		DFND	1	18,153	0	0
AMERICAN ELEC PWR CO INC	UNIT 03/15/2022	025537127	22,897	416,000	SH		DFND	2	416,000	0	0
ISHARES TR	MSCI ACWI ETF	464288257	4,011	54,392	SH		DFND	6	0	0	54,392
ISHARES TR	MSCI EAFE ETF	464287465	370,182	5,676,772	SH		DFND	1,2,6,20	5,578,233	0	98,539
ISHARES TR	MSCI EMG MKT ETF	464287234	26,153	639,913	SH		DFND	1,6	2,283	0	637,630
ISHARES TR	MSCI INDIA ETF	46429B598	156,576	4,664,177	SH		DFND	2,5,8,12,19,20	3,586,963	0	1,077,214
ISHARES TR	MSCI INDIA SM CP	46429B614	34,119	970,400	SH		DFND	20	0	0	970,400
ISHARES TR	MSCI MIN VOL ETF	46429B697	539	8,407	SH		DFND	1	8,407	0	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	8,141	267,083	SH		DFND	2	267,083	0	0
ISHARES TR	RUS 1000 ETF	464287622	2,035	12,365	SH		DFND	1,6	11,665	0	700
ISHARES TR	RUS 1000 VAL ETF	464287598	789	6,151	SH		DFND	1	6,151	0	0
ISHARES TR	RUS 2000 VAL ETF	464287630	8,930	74,785	SH		DFND	20	6	0	74,779
AMERICAN EQTY INVT LIFE HLD	COM	025676206	73,723	3,046,398	SH		DFND	2,5,8,12,13,20	2,770,734	2,200	273,464
ISHARES TR	RUS MID CAP ETF	464287499	3,482	62,236	SH		DFND	1,20	62,236	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	22,799	150,648	SH		DFND	1,6	118,031	0	32,617
ISHARES TR	RUSSELL 3000 ETF	464287689	21,170	121,830	SH		DFND	1	120,816	0	1,014
ISHARES TR	SELECT DIVID ETF	464287168	1,859	18,232	SH		DFND	1	18,232	0	0
ISHARES TR	TIPS BD ETF	464287176	203,244	1,747,731	SH		DFND	1,2,20	1,747,731	0	0
ISIS PHARMACEUTICALS INC DEL	COM	462222100	218,718	3,650,783	SH		DFND	2,5,6,8,10,12,13,19,20	3,490,625	1,805	158,353
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	23,878	20,890,000	SH		DFND	2,5	20,890,000	0	0
ISORAY INC	COM	46489V104	3	10,577	SH		DFND	20	10,577	0	0
ISRAMCO INC	COM NEW	465141406	1,900	15,484	SH		DFND	2,20	13,678	0	1,806
ISTAR INC	COM	45031U101	26,767	2,051,109	SH		DFND	2,5,8,20	1,819,074	4,567	227,468
AMERICAN EXPRESS CO	COM	025816109	4,209,994	35,593,453	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	26,776,623	538,002	8,278,828
ITAU CORPBANCA	SPONSORED ADR	45033E105	1,473	131,956	SH		DFND	2,5,19,20	130,256	0	1,700
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	215,607	25,626,014	SH		DFND	1,2,5,8,10,13,19,20	22,631,815	2,117,148	877,051
ITERIS INC	COM	46564T107	2,801	487,593	SH		DFND	2,20	407,064	0	80,529
ITRON INC	COM	465741106	75,930	1,026,640	SH		DFND	2,5,8,20	919,832	343	106,465
ITT INC	COM	45073V108	134,254	2,188,770	SH		DFND	2,5,6,8,11,13,19,20	2,078,991	1,092	108,687
ITURAN LOCATION AND CONTROL	SHS	M6158M104	3,098	123,791	SH		DFND	2,5,8,20	106,713	0	17,078
IVERIC BIO INC	COM	46583P102	47	41,652	SH		DFND	20	41,652	0	0
J & J SNACK FOODS CORP	COM	466032109	88,506	459,792	SH		DFND	2,5,8,19,20	412,032	500	47,260
J ALEXANDERS HLDGS INC	COM	46609J106	2,785	237,661	SH		DFND	2,5,20	205,308	0	32,353
J JILL INC	COM	46620W102	572	301,142	SH		DFND	2,20	263,065	0	38,077
AMERICAN FIN TR INC	COM CLASS A	02607T109	47,854	3,427,935	SH		DFND	2,5,8,10,20	3,370,031	0	57,904
J2 GLOBAL INC	COM	48123V102	139,782	1,539,105	SH		DFND	2,5,6,8,11,13,19,20	1,393,621	882	144,602
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	17,962	12,590,000	SH		DFND	2,5	12,590,000	0	0
JABIL INC	COM	466313103	181,252	5,067,159	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,828,770	34,133	204,256
JACK IN THE BOX INC	COM	466367109	76,830	843,170	SH		DFND	2,5,6,8,11,19,20	762,066	161	80,943
JACOBS ENGR GROUP INC	COM	469814107	850,707	9,297,339	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,822,654	4,044,386	430,299
JAGGED PEAK ENERGY INC	COM	47009K107	22,099	3,043,989	SH		DFND	2,5,20	2,834,253	0	209,736
JAKKS PAC INC	COM	47012E106	11	12,513	SH		DFND	20	12,513	0	0
JAMES HARDIE INDS PLC	SPONSORED ADR	47030M106	250	14,900	SH		DFND	20	14,900	0	0
JAMES RIV GROUP LTD	COM	G5005R107	42,980	838,805	SH		DFND	2,5,8,20	748,219	0	90,586
JANUS HENDERSON GROUP PLC	ORD SHS	G4474Y214	88,316	3,932,165	SH		DFND	2,5,6,8,11,12,13,19,20	3,896,503	2,845	32,817
AMERICAN FINL GROUP INC OHIO	COM	025932104	319,816	2,965,381	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,642,747	50,510	272,124
JAZZ INVESTMENTS I LTD	NOTE 1.500% 8/1	472145AD3	18,353	19,025,000	SH		DFND	2,5	19,025,000	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	16,962	16,897,000	SH		DFND	2,5	16,897,000	0	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	184,752	1,441,799	SH		DFND	2,5,6,8,10,12,13,19,20	1,143,649	61,002	237,148
JBG SMITH PPTYS	COM	46590V100	251,144	6,405,112	SH		DFND	2,5,6,8,10,11,13,19,20	6,116,570	31,677	256,865
JD COM INC	SPON ADR CL A	47215P106	483,530	17,141,066	SH		DFND	1,2,5,8,10,11,12,13,19,20	14,279,290	459,208	2,402,568
JEFFERIES FINL GROUP INC	COM	47233W109	156,572	8,509,336	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,646,842	195,575	666,919
JELD-WEN HLDG INC	COM	47580P103	26,643	1,381,203	SH		DFND	2,5,8,20	1,174,816	0	206,387
JERNIGAN CAP INC	COM	476405105	10,010	511,069	SH		DFND	2,5,20	450,764	0	60,305
JETBLUE AWYS CORP	COM	477143101	118,321	7,063,954	SH		DFND	2,5,6,11,13,19,20	6,730,010	0	333,944
JIANPU TECHNOLOGY INC	ADR	47738D101	441	176,284	SH		DFND	2,5,20	176,284	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	279,584	10,798,935	SH		DFND	2,5,8,10,19,20	10,039,827	68,050	691,058
JINKOSOLAR HLDG CO LTD	SPONSORED ADR	47759T100	5,839	366,079	SH		DFND	1,2,5,20	366,079	0	0
JOHN BEAN TECHNOLOGIES CORP	COM	477839104	90,339	908,567	SH		DFND	2,5,8,13,20	811,042	321	97,204
JOHNSON & JOHNSON	COM	478160104	19,604,924	151,529,786	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	98,618,476	37,235,452	15,675,858
JOHNSON CTLS INTL PLC	SHS	G51502105	1,479,975	33,522,254	SH		DFND	2,5,6,8,10,11,12,13,19,20	29,540,096	445,446	3,536,712
JOHNSON OUTDOORS INC	CL A	479167108	6,580	112,370	SH		DFND	2,5,8,20	98,461	0	13,909
JOINT CORP	COM	47973J102	4,577	245,935	SH		DFND	2,5,20	245,935	0	0
JONES LANG LASALLE INC	COM	48020Q107	243,262	1,749,334	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,542,620	50,668	156,046
JOUNCE THERAPEUTICS INC	COM	481116101	1,401	420,677	SH		DFND	2,20	385,356	0	35,321
JPMORGAN CHASE & CO	COM	46625H100	17,223,558	146,346,827	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	125,919,419	2,581,496	17,845,912
JUMEI INTL HLDG LTD	SPONSORED ADR	48138L107	704	332,001	SH		DFND	2,5,20	332,001	0	0
ABBOTT LABS	COM	002824100	6,072,524	72,577,075	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	64,402,964	1,256,892	6,917,219
AMERICAN INTL GROUP INC	COM NEW	026874784	2,142,375	38,462,740	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	34,495,644	618,507	3,348,589
JUNIPER NETWORKS INC	COM	48203R104	389,527	15,738,452	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,878,835	399,166	1,460,451
K12 INC	COM	48273U102	20,722	784,930	SH		DFND	2,5,8,20	673,673	0	111,257
KADANT INC	COM	48282T104	20,916	238,248	SH		DFND	2,5,8,20	202,817	0	35,431
KADMON HLDGS INC	COM	48283N106	5,756	2,284,164	SH		DFND	2,20	1,920,110	0	364,054
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	60,607	612,381	SH		DFND	2,5,6,8,13,20	562,220	100	50,061
KALA PHARMACEUTICALS INC	COM	483119103	1,228	322,639	SH		DFND	2,20	266,725	0	55,914
KALEIDO BIOSCIENCES INC	COM	483347100	598	79,475	SH		DFND	2,20	79,475	0	0
KALVISTA PHARMACEUTICALS INC	COM	483497103	2,647	228,151	SH		DFND	2,5,20	228,151	0	0
KAMAN CORP	COM	483548103	50,345	843,878	SH		DFND	1,2,5,8,20	758,705	0	85,173
KANDI TECHNOLOGIES GROUP INC	COM	483709101	286	61,389	SH		DFND	2	61,389	0	0
AMERICAN NATL BANKSHARES INC	COM	027745108	7,885	222,308	SH		DFND	2,5,13,20	188,988	0	33,320
KANSAS CITY SOUTHERN	COM NEW	485170302	565,201	4,237,983	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,720,750	113,854	403,379
KAR AUCTION SVCS INC	COM	48238T109	85,361	3,461,253	SH		DFND	2,5,6,8,10,11,13,20	3,282,856	1,500	176,897
KARUNA THERAPEUTICS INC	COM	48576A100	985	60,330	SH		DFND	2,20	60,330	0	0
KARYOPHARM THERAPEUTICS INC	COM	48576U106	30,289	3,148,516	SH		DFND	2,5,8,20	2,973,972	0	174,544
KB FINANCIAL GROUP INC	SPONSORED ADR	48241A105	3,650	102,172	SH		DFND	2,5,19,20	101,382	0	790
KB HOME	COM	48666K109	94,125	2,768,372	SH		DFND	2,5,6,8,11,20	2,506,923	309	261,140
KBR INC	COM	48242W106	115,918	4,708,271	SH		DFND	2,5,6,8,11,12,20	4,290,616	2,804	414,851
KEANE GROUP INC	COM	48669A108	6,133	1,011,978	SH		DFND	2,5,8,20	864,255	0	147,723
KEARNY FINL CORP MD	COM	48716P108	25,278	1,938,468	SH		DFND	2,5,6,8,20	1,675,850	0	262,618
KELLOGG CO	COM	487836108	834,212	12,963,660	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,176,267	181,242	1,606,151
AMERICAN NATL INS CO	COM	028591105	17,675	142,851	SH		DFND	2,5,8,20	133,286	0	9,565
KELLY SVCS INC	CL A	488152208	23,495	970,068	SH		DFND	2,5,8,20	865,624	1,753	102,691
KEMET CORP	COM NEW	488360207	31,518	1,733,651	SH		DFND	2,5,8,20	1,559,889	0	173,762
KEMPER CORP DEL	COM	488401100	135,482	1,738,069	SH		DFND	2,5,6,8,11,13,20	1,683,753	954	53,362
KENNAMETAL INC	COM	489170100	79,940	2,600,514	SH		DFND	2,5,6,8,11,19,20	2,344,638	5,460	250,416
KENNEDY-WILSON HLDGS INC	COM	489398107	64,731	2,925,267	SH		DFND	2,5,8,20	2,480,130	2,500	442,637
KEURIG DR PEPPER INC	COM	49271V100	66,978	2,451,611	SH		DFND	2,5,8,10,12,13,19,20	2,302,155	4,050	145,406
KEYCORP NEW	COM	493267108	899,380	50,413,657	SH		DFND	2,5,6,8,10,11,12,13,19,20	45,912,751	728,373	3,772,533
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	750,843	7,720,750	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	6,796,557	131,019	793,174
KEZAR LIFE SCIENCES INC	COM	49372L100	763	232,714	SH		DFND	2,20	203,529	0	29,185
KFORCE INC	COM	493732101	17,824	471,104	SH		DFND	2,5,8,20	404,261	0	66,843
AMERICAN OUTDOOR BRANDS CORP	COM	02874P103	5,922	1,012,315	SH		DFND	2,5,20	875,805	2,400	134,110
KILROY RLTY CORP	COM	49427F108	398,936	5,090,403	SH		DFND	2,5,6,8,10,11,13,19,20	4,800,299	25,955	264,149
KIMBALL ELECTRONICS INC	COM	49428J109	9,211	634,834	SH		DFND	2,5,8,20	562,842	44	71,948
KIMBALL INTL INC	CL B	494274103	14,152	729,890	SH		DFND	2,5,8,10,20	623,934	59	105,897
KIMBERLY CLARK CORP	COM	494368103	2,658,616	18,583,584	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	16,529,338	260,440	1,793,806
KIMCO RLTY CORP	COM	49446R109	690,725	33,080,708	SH		DFND	2,5,6,8,10,11,12,13,19,20	30,195,338	388,753	2,496,617
KINDER MORGAN INC DEL	COM	49456B101	1,989,121	96,512,411	SH		DFND	2,5,6,8,10,11,12,13,19,20	87,025,634	1,444,571	8,042,206
KINDRED BIOSCIENCES INC	COM	494577109	4,416	644,689	SH		DFND	2,5,20	542,222	0	102,467
KINGSTONE COS INC	COM	496719105	116	13,664	SH		DFND	2,20	13,664	0	0
KINIKSA PHARMACEUTICALS LTD	COM CL A	G5269C101	1,953	229,477	SH		DFND	2,20	201,681	0	27,796
KINROSS GOLD CORP	COM	496902404	237	51,600	SH		DFND	5,20	51,600	0	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	10,408	465,894	SH		DFND	2,5,8,20	419,109	0	46,785
KINSALE CAP GROUP INC	COM	49714P108	42,978	416,012	SH		DFND	2,5,8,20	357,770	0	58,242
KIRBY CORP	COM	497266106	113,670	1,383,524	SH		DFND	2,5,6,8,11,13,20	1,319,641	0	63,883
KIRKLANDS INC	COM	497498105	82	53,391	SH		DFND	2,20	53,391	0	0
KITE RLTY GROUP TR	COM NEW	49803T300	73,861	4,573,413	SH		DFND	2,5,8,10,20	4,226,614	20,412	326,387
KKR & CO INC	CL A	48251W104	141,137	5,256,493	SH		DFND	2,5,6,8,10,12,13,19,20	4,720,592	0	535,901
KKR REAL ESTATE FIN TR INC	COM	48251K100	12,275	615,127	SH		DFND	2,5,8,20	539,161	0	75,966
KLA CORPORATION	COM NEW	482480100	1,106,136	6,937,198	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,087,497	211,970	637,731
KLX ENERGY SERVICS HOLDNGS I	COM	48253L106	5,056	584,823	SH		DFND	2,5,8,20	523,532	254	61,037
KNIGHT SWIFT TRANSN HLDGS IN	CL A	499049104	155,370	4,280,173	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,752,654	89,959	437,560
KNOLL INC	COM NEW	498904200	26,657	1,051,558	SH		DFND	2,5,8,20	895,806	1,800	153,952
AMERICAN RENAL ASSOCIATES HO	COM	029227105	1,935	306,227	SH		DFND	2,20	242,333	0	63,894
KNOWLES CORP	COM	49926D109	50,395	2,477,632	SH		DFND	1,2,5,8,20	2,222,384	3,428	251,820
KODIAK SCIENCES INC	COM	50015M109	6,036	419,748	SH		DFND	2,5,20	371,964	0	47,784
KOHLS CORP	COM	500255104	427,133	8,601,143	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	7,344,892	186,739	1,069,512
KONINKLIJKE PHILIPS N V	NY REG SH NEW	500472303	2,768	60,015	SH		DFND	1,2,20	60,015	0	0
KONTOOR BRANDS INC	COM	50050N103	66,953	1,907,500	SH		DFND	2,5,8,12,13,19,20	1,907,500	0	0
KOPIN CORP	COM	500600101	60	88,786	SH		DFND	2,20	88,786	0	0
KOPPERS HOLDINGS INC	COM	50060P106	18,032	617,339	SH		DFND	2,5,8,20	557,880	800	58,659
KOREA ELECTRIC PWR	SPONSORED ADR	500631106	4,083	376,668	SH		DFND	2,5	376,668	0	0
KORN FERRY	COM NEW	500643200	63,424	1,637,192	SH		DFND	2,5,8,19,20	1,454,982	513	181,697
KORNIT DIGITAL LTD	SHS	M6372Q113	6,749	219,251	SH		DFND	2,5,8,20	181,293	0	37,958
AMERICAN RLTY INVS INC	COM	029174109	250	16,242	SH		DFND	2,20	11,851	0	4,391
KOSMOS ENERGY LTD	COM	500688106	47,209	7,565,574	SH		DFND	2,5,20	7,205,983	0	359,591
KRAFT HEINZ CO	COM	500754106	832,777	29,811,249	SH		DFND	2,5,6,8,10,11,12,13,19,20	26,970,783	361,383	2,479,083
KRATON CORPORATION	COM	50077C106	29,942	927,292	SH		DFND	2,5,8,20	834,263	600	92,429
KRATOS DEFENSE & SEC SOLUTIO	COM NEW	50077B207	101,298	5,447,570	SH		DFND	2,5,8,20	5,169,096	2,900	275,574
KROGER CO	COM	501044101	1,046,033	40,575,378	SH		DFND	2,5,6,8,10,11,12,13,19,20	35,895,337	1,024,308	3,655,733
KRONOS WORLDWIDE INC	COM	50105F105	7,573	612,183	SH		DFND	2,5,8,20	527,687	11,494	73,002
KRYSTAL BIOTECH INC	COM	501147102	16,197	466,444	SH		DFND	2,5,8,20	466,444	0	0
KT CORP	SPONSORED ADR	48268K101	5,500	486,254	SH		DFND	2	486,254	0	0
KULICKE & SOFFA INDS INC	COM	501242101	17,965	761,239	SH		DFND	2,5,8,20	753,613	226	7,400
KURA ONCOLOGY INC	COM	50127T109	18,606	1,226,528	SH		DFND	2,5,8,20	1,135,176	0	91,352
AMERICAN SOFTWARE INC	CL A	029683109	8,629	574,531	SH		DFND	2,5,20	486,857	0	87,674
KVH INDS INC	COM	482738101	3,182	298,769	SH		DFND	2,20	250,004	0	48,765
L BRANDS INC	COM	501797104	233,685	11,928,770	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,619,565	155,373	1,153,832
L3HARRIS TECHNOLOGIES INC	COM	502431109	1,949,311	9,342,940	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,342,940	0	0
LA JOLLA PHARMACEUTICAL CO	COM PAR $.0001 2	503459604	3,762	427,553	SH		DFND	2,5,20	363,074	0	64,479
LA Z BOY INC	COM	505336107	45,936	1,367,545	SH		DFND	2,5,8,20	1,227,883	2,069	137,593
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	724,195	4,310,686	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,864,379	80,100	366,207
LADDER CAP CORP	CL A	505743104	40,068	2,277,116	SH		DFND	2,5,8,19,20	1,969,570	0	307,546
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	5,135	2,166,760	SH		DFND	2,5,8,20	1,890,532	0	276,228
LAKELAND BANCORP INC	COM	511637100	16,348	1,059,497	SH		DFND	2,5,8,20	906,681	0	152,816
LAKELAND FINL CORP	COM	511656100	22,992	522,791	SH		DFND	2,5,8,20	445,731	0	77,060
AMERICAN STS WTR CO	COM	029899101	246,997	2,748,683	SH		DFND	2,5,8,13,19,20	2,634,972	200	113,511
LAM RESEARCH CORP	COM	512807108	1,491,793	6,423,664	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,579,195	175,888	668,581
LAMAR ADVERTISING CO NEW	CL A	512816109	171,578	2,094,205	SH		DFND	2,5,6,8,11,12,13,20	1,982,549	1,473	110,183
LAMB WESTON HLDGS INC	COM	513272104	476,946	6,558,669	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,910,492	77,039	571,138
LANCASTER COLONY CORP	COM	513847103	223,374	1,611,065	SH		DFND	2,5,6,8,11,19,20	1,551,943	300	58,822
LANDEC CORP	COM	514766104	6,325	581,884	SH		DFND	2,5,8,20	501,652	1,589	78,643
LANDS END INC NEW	COM	51509F105	2,786	245,588	SH		DFND	2,5,8,20	205,283	422	39,883
LANDSTAR SYS INC	COM	515098101	116,438	1,034,273	SH		DFND	2,5,6,8,11,13,19,20	983,011	692	50,570
LANNET INC	COM	516012101	13,973	1,247,578	SH		DFND	2,5,20	1,153,642	0	93,936
LANTHEUS HLDGS INC	COM	516544103	36,948	1,474,082	SH		DFND	2,5,8,20	1,362,907	0	111,175
LAREDO PETROLEUM INC	COM	516806106	25,066	10,400,705	SH		DFND	2,5,20	9,913,469	2,700	484,536
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	2,980	380,043	SH		DFND	2,20	380,043	0	0
LAS VEGAS SANDS CORP	COM	517834107	442,005	7,652,445	SH		DFND	2,5,6,8,10,12,13,19,20	6,424,055	400,110	828,280
LATAM AIRLS GROUP S A	SPONSORED ADR	51817R106	10,275	925,685	SH		DFND	2,5,13,19,20	911,591	0	14,094
LATTICE SEMICONDUCTOR CORP	COM	518415104	56,047	3,065,195	SH		DFND	2,5,8,20	2,680,051	5,981	379,163
LAUDER ESTEE COS INC	CL A	518439104	2,001,883	10,062,243	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	8,906,526	273,759	881,958
LAUREATE EDUCATION INC	CL A	518613203	34,710	2,094,123	SH		DFND	2,5,8,20	1,796,352	0	297,771
LAWSON PRODS INC	COM	520776105	3,771	97,362	SH		DFND	2,20	82,279	0	15,083
LAZARD LTD	SHS A	G54050102	46,099	1,317,119	SH		DFND	2,5,13,20	1,197,932	0	119,187
LCI INDS	COM	50189K103	65,673	715,008	SH		DFND	2,5,8,13,20	638,100	247	76,661
LCNB CORP	COM	50181P100	4,048	228,185	SH		DFND	2,20	192,768	0	35,417
LEAF GROUP LTD	COM	52177G102	996	237,105	SH		DFND	2,20	207,270	0	29,835
1ST SOURCE CORP	COM	336901103	14,780	323,198	SH		DFND	2,5,8,20	274,304	0	48,894
ABBVIE INC	COM	00287Y109	5,208,289	68,783,527	SH		DFND	2,5,6,8,10,11,12,13,19,20	61,811,474	1,114,902	5,857,151
AMERICAN TOWER CORP NEW	COM	03027X100	4,133,390	18,612,680	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,630,036	244,424	1,738,220
LEAR CORP	COM NEW	521865204	191,060	1,620,526	SH		DFND	2,5,6,8,10,12,13,19,20	1,358,392	105,306	156,828
LEE ENTERPRISES INC	COM	523768109	1,450	710,815	SH		DFND	2,20	710,815	0	0
LEGACY HOUSING CORP	COM	52472M101	1,383	85,373	SH		DFND	2,20	85,373	0	0
LEGACY TEX FINL GROUP INC	COM	52471Y106	69,827	1,604,119	SH		DFND	2,5,8,20	1,457,377	1,200	145,542
LEGG MASON INC	COM	524901105	84,250	2,206,083	SH		DFND	2,5,6,8,11,12,13,20	2,097,439	698	107,946
LEGGETT & PLATT INC	COM	524660107	642,806	15,550,846	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,738,877	143,079	668,890
LEIDOS HLDGS INC	COM	525327102	482,067	5,613,257	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,300,800	74,283	238,174
LEMAITRE VASCULAR INC	COM	525558201	21,097	617,246	SH		DFND	2,5,8,20	572,190	0	45,056
LENDINGCLUB CORP	COM NEW	52603A208	17,765	1,358,144	SH		DFND	2,5,8,20	1,358,144	0	0
LENDINGTREE INC NEW	COM	52603B107	85,538	275,548	SH		DFND	2,5,6,8,11,20	267,972	100	7,476
AMERICAN VANGUARD CORP	COM	030371108	12,475	794,573	SH		DFND	2,5,8,20	706,488	953	87,132
LENNAR CORP	CL A	526057104	698,535	12,507,334	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,326,845	162,717	1,017,772
LENNAR CORP	CL B	526057302	2,795	62,995	SH		DFND	2,5,8,10,13,20	53,678	73	9,244
LENNOX INTL INC	COM	526107107	320,486	1,314,909	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,176,516	25,168	113,225
LEVEL ONE BANCORP INC	COM	52730D208	1,909	79,011	SH		DFND	2,20	61,904	0	17,107
LEVI STRAUSS & CO NEW	CL A COM STK	52736R102	607	31,900	SH		DFND	20	31,900	0	0
LEXICON PHARMACEUTICALS INC	COM NEW	528872302	2,867	952,606	SH		DFND	2,5,8,20	823,506	1,485	127,615
LEXINFINTECH HLDGS LTD	ADR	528877103	1,753	174,747	SH		DFND	2,5,20	174,747	0	0
LEXINGTON REALTY TRUST	COM	529043101	106,202	10,259,765	SH		DFND	2,5,8,10,13,20	9,308,607	62,121	889,037
LG DISPLAY CO LTD	SPONS ADR REP	50186V102	2,205	370,636	SH		DFND	2,5,19,20	361,628	0	9,008
LGI HOMES INC	COM	50187T106	54,566	654,902	SH		DFND	2,5,8,20	593,811	0	61,091
AMERICAN WOODMARK CORPORATIO	COM	030506109	41,380	465,416	SH		DFND	2,5,8,20	416,253	661	48,502
LHC GROUP INC	COM	50187A107	100,001	880,598	SH		DFND	2,5,8,20	787,792	600	92,206
LIBBEY INC	COM	529898108	52	15,548	SH		DFND	20	15,548	0	0
LIBERTY BROADBAND CORP	COM SER A	530307107	31,071	297,269	SH		DFND	2,5,8,10,12,13,19,20	277,603	0	19,666
LIBERTY BROADBAND CORP	COM SER C	530307305	241,345	2,305,770	SH		DFND	2,5,6,8,10,12,13,19,20	1,981,322	55,360	269,088
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	48,220	1,948,297	SH		DFND	2,5,8,10,12,13,19,20	1,489,813	121,134	337,350
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	112,345	4,722,348	SH		DFND	2,5,6,8,10,12,13,19,20	3,912,286	299,843	510,219
LIBERTY LATIN AMERICA LTD	COM CL A	G9001E102	16,155	946,404	SH		DFND	2,5,8,12,13,20	812,720	1,326	132,358
LIBERTY LATIN AMERICA LTD	COM CL C	G9001E128	39,139	2,289,481	SH		DFND	2,5,8,13,20	1,935,073	3,465	350,943
LIBERTY MEDIA CORP	DEB 3.500% 1/1	530715AN1	6,710	7,300,000	SH		DFND	2	7,300,000	0	0
LIBERTY MEDIA CORP	DEB 3.750% 2/1	530715AL5	8,399	11,757,856	SH		DFND	2	11,757,856	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	1,164,635	9,374,832	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,565,152	122,021	687,659
LIBERTY MEDIA CORP	DEB 4.000%11/1	530715AG6	7,646	10,407,000	SH		DFND	2	10,407,000	0	0
LIBERTY MEDIA CORP DELAWARE	COM A BRAVES GRP	531229706	5,499	197,580	SH		DFND	2,5,8,13,20	168,990	370	28,220
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	89,448	2,151,753	SH		DFND	2,5,6,8,10,12,13,19,20	1,661,001	47,099	443,653
LIBERTY MEDIA CORP DELAWARE	COM C BRAVES GRP	531229888	20,245	729,540	SH		DFND	2,5,8,13,20	620,493	880	108,167
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	162,242	3,866,597	SH		DFND	2,5,6,8,10,12,13,19,20	3,400,341	99,155	367,101
LIBERTY MEDIA CORP DELAWARE	COM SER A FRMLA	531229870	11,288	285,113	SH		DFND	2,12,13,20	260,986	0	24,127
LIBERTY MEDIA CORP DELAWARE	COM SER C FRMLA	531229854	164,253	3,949,341	SH		DFND	2,5,6,8,10,12,13,19,20	3,312,702	101,448	535,191
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	17,603	14,050,000	SH		DFND	2,5	14,050,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	36,777	30,577,000	SH		DFND	2,5	30,577,000	0	0
LIBERTY OILFIELD SVCS INC	COM CL A	53115L104	12,204	1,126,852	SH		DFND	2,5,8,20	991,992	0	134,860
AMERICAS CAR MART INC	COM	03062T105	14,382	156,836	SH		DFND	2,5,8,20	139,555	0	17,281
LIBERTY PPTY TR	SH BEN INT	531172104	532,438	10,292,083	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,236,795	231,061	824,227
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	15,014	1,595,585	SH		DFND	2,5,8,20	1,376,698	3,014	215,873
LIFE STORAGE INC	COM	53223X107	266,973	2,532,710	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,398,524	12,161	122,025
LIFETIME BRANDS INC	COM	53222Q103	1,745	197,178	SH		DFND	2,20	163,352	0	33,826
LIFEVANTAGE CORP	COM NEW	53222K205	3,250	237,192	SH		DFND	2,20	237,192	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	126,484	1,270,690	SH		DFND	2,5,6,8,11,13,20	1,210,759	448	59,483
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	18,357	22,000,000	SH		DFND	2,5	22,000,000	0	0
LILIS ENERGY INC	COM NEW	532403201	24	70,614	SH		DFND	2,20	70,614	0	0
LILLY ELI & CO	COM	532457108	4,150,058	37,110,415	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	32,190,393	1,035,813	3,884,209
LIMELIGHT NETWORKS INC	COM	53261M104	6,625	2,186,491	SH		DFND	2,5,8,20	1,886,312	0	300,179
AMERICOLD RLTY TR	COM	03064D108	265,326	7,119,547	SH		DFND	2,5,8,10,20	6,719,162	49,000	351,385
LIMONEIRA CO	COM	532746104	5,143	280,139	SH		DFND	2,5,20	235,322	0	44,817
LINCOLN EDL SVCS CORP	COM	533535100	24	11,584	SH		DFND	20	11,584	0	0
LINCOLN ELEC HLDGS INC	COM	533900106	316,945	3,633,744	SH		DFND	2,5,6,8,11,13,19,20	3,552,756	595	80,393
LINCOLN NATL CORP IND	COM	534187109	563,612	9,343,699	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,277,075	238,273	828,351
LINDBLAD EXPEDITIONS HLDGS I	COM	535219109	9,005	537,295	SH		DFND	2,5,8,20	433,677	0	103,618
LINDE PLC	SHS	G5494J103	4,257,548	21,977,844	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,746,503	168,538	2,062,803
LINDSAY CORP	COM	535555106	30,241	325,702	SH		DFND	2,5,8,20	291,019	400	34,283
LINE CORP	SPONSORED ADR	53567X101	581	16,154	SH		DFND	2	16,154	0	0
LINEAGE CELL THERAPEUTICS IN	COM	53566P109	1,738	1,773,907	SH		DFND	2,5,20	1,773,907	0	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	6,550	708,129	SH		DFND	2,5,8,20	643,114	1,200	63,815
AMERIPRISE FINL INC	COM	03076C106	885,006	6,016,354	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,301,451	157,638	557,265
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	11,434	1,308,211	SH		DFND	2,5,8,13,20	1,172,084	612	135,515
LIPOCINE INC NEW	COM	53630X104	35	12,400	SH		DFND	20	12,400	0	0
LIQTECH INTL INC	COM	53632A201	252	31,931	SH		DFND	2,20	31,931	0	0
LIQUIDIA TECHNOLOGIES INC	COM	53635D202	614	172,462	SH		DFND	2,20	151,633	0	20,829
LIQUIDITY SERVICES INC	COM	53635B107	5,003	676,087	SH		DFND	2,20	609,528	0	66,559
LITHIA MTRS INC	CL A	536797103	92,852	701,405	SH		DFND	2,5,8,20	633,245	435	67,725
LITTELFUSE INC	COM	537008104	102,940	580,563	SH		DFND	2,5,6,8,11,13,19,20	551,406	349	28,808
LIVANOVA PLC	SHS	G5509L101	117,628	1,594,094	SH		DFND	2,5,6,8,11,13,19,20	1,443,828	476	149,790
LIVE NATION ENTERTAINMENT IN	COM	538034109	292,077	4,402,721	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,985,579	71,976	345,166
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	19,290	16,450,000	SH		DFND	2,5	16,450,000	0	0
AMERIS BANCORP	COM	03076K108	96,685	2,393,731	SH		DFND	2,5,8,20	2,179,628	0	214,103
LIVE OAK BANCSHARES INC	COM	53803X105	10,861	600,039	SH		DFND	2,5,8,20	526,642	0	73,397
LIVENT CORP	COM	53814L108	28,003	4,185,744	SH		DFND	2,5,8,20	3,768,563	0	417,181
LIVEPERSON INC	COM	538146101	63,581	1,780,968	SH		DFND	2,5,8,20	1,593,431	1,936	185,601
LIVERAMP HLDGS INC	COM	53815P108	92,818	2,160,559	SH		DFND	2,5,6,8,11,13,20	1,955,731	365	204,463
LIVEXLIVE MEDIA INC	COM NEW	53839L208	861	429,536	SH		DFND	2,20	355,169	0	74,367
LIVONGO HEALTH INC	COM	539183103	3,689	211,516	SH		DFND	2,20	211,516	0	0
LKQ CORP	COM	501889208	408,150	12,977,749	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,590,657	222,129	1,164,963
LLOYDS BANKING GROUP PLC	SPONSORED ADR	539439109	47	17,941	SH		DFND	20	17,941	0	0
LOCKHEED MARTIN CORP	COM	539830109	16,974,388	43,517,377	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,506,505	32,380,677	630,195
LOEWS CORP	COM	540424108	669,695	13,008,836	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,383,870	309,430	1,315,536
AMERISAFE INC	COM	03071H100	39,685	600,281	SH		DFND	2,5,8,20	543,073	500	56,708
LOGICBIO THERAPEUTICS INC	COM	54142F102	1,289	119,273	SH		DFND	2,20	104,157	0	15,116
LOGITECH INTL S A	SHS	H50430232	358	8,777	SH		DFND	2	8,777	0	0
LOGMEIN INC	COM	54142L109	86,094	1,213,270	SH		DFND	2,5,6,8,11,13,19,20	1,152,584	829	59,857
LOMA NEGRA CORP	SPONSORED ADS	54150E104	929	161,500	SH		DFND	5,20	161,500	0	0
LONESTAR RES US INC	CL A VTG	54240F103	31	11,500	SH		DFND	20	11,500	0	0
LORAL SPACE & COMMUNICATNS I	COM	543881106	11,787	284,719	SH		DFND	2,5,8,20	245,137	562	39,020
LOUISIANA PAC CORP	COM	546347105	97,514	3,967,194	SH		DFND	2,5,6,8,11,13,19,20	3,580,282	2,053	384,859
LOVESAC COMPANY	COM	54738L109	2,101	112,538	SH		DFND	2,5,20	92,761	0	19,777
LOWES COS INC	COM	548661107	3,836,655	34,891,371	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	31,165,896	598,218	3,127,257
LPL FINL HLDGS INC	COM	50212V100	93,967	1,147,338	SH		DFND	2,5,8,13,20	1,030,426	6,500	110,412
AMERISOURCEBERGEN CORP	COM	03073E105	589,459	7,159,714	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,156,246	109,413	894,055
LRAD CORP	COM	50213V109	45	13,450	SH		DFND	20	13,450	0	0
LSB INDS INC	COM	502160104	2,947	568,933	SH		DFND	2,5,20	515,985	0	52,948
LSC COMMUNICATIONS INC	COM	50218P107	1,126	815,654	SH		DFND	2,5,20	730,874	0	84,780
LSI INDS INC	COM	50216C108	237	45,415	SH		DFND	2,20	45,415	0	0
LTC PPTYS INC	COM	502175102	125,754	2,455,170	SH		DFND	2,5,8,10,19,20	2,284,800	10,827	159,543
LULULEMON ATHLETICA INC	COM	550021109	524,708	2,725,333	SH		DFND	2,5,6,8,10,12,13,19,20	2,192,578	163,558	369,197
LUMBER LIQUIDATORS HLDGS INC	COM	55003T107	8,083	818,993	SH		DFND	2,5,8,20	740,366	900	77,727
LUMENTUM HLDGS INC	COM	55024U109	130,005	2,427,283	SH		DFND	2,5,6,8,11,13,19,20	2,193,629	1,471	232,183
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	15,423	13,280,000	SH		DFND	2,5	13,280,000	0	0
LUMINEX CORP DEL	COM	55027E102	25,074	1,208,959	SH		DFND	2,5,8,20	1,083,709	2,378	122,872
ABEONA THERAPEUTICS INC	COM	00289Y107	1,437	635,774	SH		DFND	2,5,20	555,192	0	80,582
AMES NATL CORP	COM	031001100	5,113	178,702	SH		DFND	2,5,20	153,421	0	25,281
LUNA INNOVATIONS	COM	550351100	65	11,302	SH		DFND	20	11,302	0	0
LUTHER BURBANK CORP	COM	550550107	3,695	326,151	SH		DFND	2,20	284,507	0	41,644
LUXFER HOLDINGS PLC	SHS	G5698W116	7,429	476,845	SH		DFND	2,5,20	476,845	0	0
LYDALL INC DEL	COM	550819106	12,447	499,661	SH		DFND	2,5,8,20	450,306	0	49,355
LYFT INC	CL A COM	55087P104	66,534	1,629,130	SH		DFND	2,5,6,8,19,20	1,629,130	0	0
LYON WILLIAM HOMES	CL A NEW	552074700	21,742	1,067,880	SH		DFND	2,5,8,20	978,354	0	89,526
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	1,128,056	12,608,199	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,780,112	563,279	1,264,808
M & T BK CORP	COM	55261F104	987,366	6,250,341	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,657,754	95,952	496,635
M D C HLDGS INC	COM	552676108	73,543	1,706,330	SH		DFND	2,5,8,20	1,558,621	0	147,709
M/I HOMES INC	COM	55305B101	36,208	961,712	SH		DFND	2,5,8,20	881,745	0	79,967
AMETEK INC NEW	COM	031100100	827,153	9,008,415	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,051,057	159,002	798,356
MACATAWA BK CORP	COM	554225102	5,834	561,544	SH		DFND	2,5,20	484,170	0	77,374
MACERICH CO	COM	554382101	292,450	9,257,683	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,339,530	97,094	821,059
MACK CALI RLTY CORP	COM	554489104	110,695	5,110,567	SH		DFND	2,5,6,8,10,11,13,20	4,733,970	22,928	353,669
MACKINAC FINL CORP	COM	554571109	2,005	128,502	SH		DFND	2,20	117,083	0	11,419
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	27,840	1,295,169	SH		DFND	2,5,8,20	1,151,849	527	142,793
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	72,676	1,841,297	SH		DFND	2,5,8,12,13,20	1,748,467	2,100	90,730
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	11,865	12,900,000	SH		DFND	2,5	12,900,000	0	0
MACROGENICS INC	COM	556099109	24,073	1,886,618	SH		DFND	2,5,8,20	1,734,651	0	151,967
MACYS INC	COM	55616P104	263,677	16,572,198	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,734,084	327,582	1,510,532
MADDEN STEVEN LTD	COM	556269108	87,494	2,444,661	SH		DFND	2,5,8,19,20	2,191,188	430	253,043
AMGEN INC	COM	031162100	5,029,238	25,989,552	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	22,693,379	681,471	2,614,702
MADISON SQUARE GARDEN CO NEW	CL A	55825T103	64,354	244,210	SH		DFND	2,5,8,13,19,20	221,730	216	22,264
MADRIGAL PHARMACEUTICALS INC	COM	558868105	43,305	502,265	SH		DFND	2,5,8,20	478,942	0	23,323
MAGELLAN HEALTH INC	COM NEW	559079207	52,798	850,214	SH		DFND	2,5,8,12,20	785,363	98	64,753
MAGENTA THERAPEUTICS INC	COM	55910K108	3,408	332,151	SH		DFND	2,5,20	324,351	0	7,800
MAGNACHIP SEMICONDUCTOR CORP	COM	55933J203	573	56,502	SH		DFND	2	56,502	0	0
MAGNOLIA OIL & GAS CORP	CL A	559663109	35,779	3,223,339	SH		DFND	2,5,20	3,223,339	0	0
MAGYAR BANCORP INC	COM	55977T109	449	37,285	SH		DFND	20	0	0	37,285
MAIDEN HOLDINGS LTD	SHS	G5753U112	40	53,087	SH		DFND	20	53,087	0	0
MAINSTREET BANCSHARES INC	COM	56064Y100	1,815	86,234	SH		DFND	2,20	86,234	0	0
MAJESCO	COM	56068V102	849	100,596	SH		DFND	2,20	87,872	0	12,724
AMICUS THERAPEUTICS INC	COM	03152W109	92,881	11,581,181	SH		DFND	2,5,8,13,20	10,809,956	3,500	767,725
MAKEMYTRIP LIMITED MAURITIUS	SHS	V5633W109	1,448	63,832	SH		DFND	2	63,832	0	0
MALIBU BOATS INC	COM CL A	56117J100	12,878	419,755	SH		DFND	2,5,8,20	355,197	0	64,558
MALLINCKRODT PUB LTD CO	SHS	G5785G107	4,999	2,074,330	SH		DFND	2,5,8,12,13,20	1,804,805	5,147	264,378
MALVERN BANCORP INC	COM	561409103	2,539	116,318	SH		DFND	2,20	82,264	0	34,054
MAMMOTH ENERGY SVCS INC	COM	56155L108	795	320,701	SH		DFND	2,5,20	282,911	0	37,790
MANCHESTER UTD PLC NEW	ORD CL A	G5784H106	427	25,984	SH		DFND	2	25,984	0	0
MANHATTAN ASSOCS INC	COM	562750109	129,577	1,606,266	SH		DFND	2,5,6,8,11,13,19,20	1,522,651	900	82,715
MANITEX INTL INC	COM	563420108	124	18,615	SH		DFND	2,20	18,615	0	0
MANITOWOC CO INC	COM NEW	563571405	8,830	706,416	SH		DFND	2,5,8,20	601,615	1,196	103,605
MANNKIND CORP	COM NEW	56400P706	4,164	3,330,958	SH		DFND	2,5,20	2,813,912	0	517,046
AMKOR TECHNOLOGY INC	COM	031652100	22,096	2,428,182	SH		DFND	2,5,8,20	2,109,059	5,032	314,091
MANPOWERGROUP INC	COM	56418H100	232,518	2,760,191	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,153,479	94,194	512,518
MANTECH INTL CORP	CL A	564563104	64,373	901,461	SH		DFND	2,5,8,20	817,656	707	83,098
MARATHON OIL CORP	COM	565849106	511,788	41,710,484	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	37,890,226	637,764	3,182,494
MARATHON PETE CORP	COM	56585A102	1,945,349	32,022,211	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	29,128,060	543,573	2,350,578
MARCHEX INC	CL B	56624R108	1,700	541,372	SH		DFND	2,20	541,372	0	0
MARCUS & MILLICHAP INC	COM	566324109	22,306	628,505	SH		DFND	2,5,8,20	557,951	0	70,554
MARCUS CORP	COM	566330106	23,259	628,457	SH		DFND	2,5,8,20	561,858	1,684	64,915
MARINE PRODS CORP	COM	568427108	2,124	150,034	SH		DFND	2,20	129,806	0	20,228
MARINEMAX INC	COM	567908108	11,220	724,833	SH		DFND	2,5,8,20	651,832	0	73,001
MARINUS PHARMACEUTICALS INC	COM	56854Q101	1,434	931,433	SH		DFND	2,5,20	758,093	0	173,340
AMN HEALTHCARE SERVICES INC	COM	001744101	79,585	1,382,652	SH		DFND	2,5,8,20	1,240,508	205	141,939
MARKEL CORP	COM	570535104	418,758	354,309	SH		DFND	2,5,6,8,10,12,13,19,20	315,713	7,542	31,054
MARKER THERAPEUTICS INC	COM	57055L107	2,782	544,503	SH		DFND	2,20	544,503	0	0
MARKETAXESS HLDGS INC	COM	57060D108	545,721	1,666,324	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,629,505	600	36,219
MARLIN BUSINESS SVCS CORP	COM	571157106	4,584	181,995	SH		DFND	2,5,20	153,425	0	28,570
MARRIOTT INTL INC NEW	CL A	571903202	1,449,950	11,658,356	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,433,789	167,563	1,057,004
MARRIOTT VACTINS WORLDWID CO	COM	57164Y107	135,769	1,304,634	SH		DFND	1,2,5,6,8,11,13,20	1,171,899	515	132,220
MARRONE BIO INNOVATIONS INC	COM	57165B106	1,083	767,887	SH		DFND	2,20	579,320	0	188,567
MARSH & MCLENNAN COS INC	COM	571748102	2,331,419	23,302,535	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,258,102	520,440	2,523,993
MARTEN TRANS LTD	COM	573075108	25,350	1,219,917	SH		DFND	2,5,8,20	1,101,586	0	118,331
MARTIN MARIETTA MATLS INC	COM	573284106	733,722	2,676,839	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,421,464	33,397	221,978
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	5,355	1,846,439	SH		DFND	2,5,8,20	1,556,593	2,533	287,313
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	347,489	13,916,248	SH		DFND	2,5,6,8,10,12,13,19,20	11,937,258	423,740	1,555,250
MASCO CORP	COM	574599106	529,353	12,700,398	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,329,254	222,080	1,149,064
MASIMO CORP	COM	574795100	179,820	1,208,550	SH		DFND	2,5,6,8,11,13,19,20	1,148,740	744	59,066
MASONITE INTL CORP NEW	COM	575385109	30,361	523,468	SH		DFND	2,5,8,20	444,421	200	78,847
MASTEC INC	COM	576323109	122,955	1,893,655	SH		DFND	2,5,6,8,11,13,20	1,704,176	487	188,992
MASTERCARD INC	CL A	57636Q104	9,990,338	36,787,339	SH		DFND	2,5,6,8,10,11,12,13,19,20	32,137,311	1,120,921	3,529,107
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	5,550	371,869	SH		DFND	2,5,8,20	317,930	0	53,939
MATADOR RES CO	COM	576485205	96,404	5,832,042	SH		DFND	2,5,6,11,20	5,491,953	2,200	337,889
MATCH GROUP INC	COM	57665R106	46,952	657,226	SH		DFND	2,5,8,10,13,19,20	616,873	0	40,353
MATERIALISE NV	SPONSORED ADS	57667T100	1,507	81,561	SH		DFND	1,2	81,561	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	21,178	1,067,962	SH		DFND	2,5,8,20	949,741	0	118,221
MATERION CORP	COM	576690101	45,960	749,015	SH		DFND	2,5,8,20	686,918	1,087	61,010
MATRIX SVC CO	COM	576853105	14,347	837,022	SH		DFND	2,5,8,20	755,684	1,000	80,338
MATSON INC	COM	57686G105	45,560	1,214,606	SH		DFND	2,5,8,20	1,091,000	0	123,606
MATTEL INC	COM	577081102	96,959	8,512,633	SH		DFND	2,5,6,8,11,12,13,20	8,167,361	10,370	334,902
MATTHEWS INTL CORP	CL A	577128101	32,875	928,946	SH		DFND	2,5,8,20	835,459	71	93,416
MAUI LD & PINEAPPLE INC	COM	577345101	961	88,331	SH		DFND	2,20	74,383	0	13,948
MAXAR TECHNOLOGIES INC	COM	57778K105	8,065	1,061,185	SH		DFND	2,5,13,20	1,061,185	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	662,733	11,444,189	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,016,225	330,960	1,097,004
MAXIMUS INC	COM	577933104	162,106	2,098,193	SH		DFND	2,5,6,8,11,13,19,20	1,900,271	1,410	196,512
MAXLINEAR INC	COM	57776J100	47,043	2,101,994	SH		DFND	2,5,8,20	1,897,233	500	204,261
AMPHENOL CORP NEW	CL A	032095101	1,269,863	13,125,357	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,487,882	313,569	1,323,906
MAYVILLE ENGINEERING CO INC	COM	578605107	920	69,712	SH		DFND	2,20	69,712	0	0
MBIA INC	COM	55262C100	17,837	1,932,462	SH		DFND	2,5,8,12,20	1,663,260	5,003	264,199
MCCORMICK & CO INC	COM NON VTG	579780206	1,064,485	6,810,527	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,957,266	82,702	770,559
MCDERMOTT INTL INC	COM	580037703	13,505	6,685,772	SH		DFND	2,5,8,12,13,20	6,139,942	4,007	541,823
MCDONALDS CORP	COM	580135101	8,425,951	39,243,405	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	30,255,049	511,923	8,476,433
MCEWEN MNG INC	COM	58039P107	8,862	5,680,659	SH		DFND	2,5,8,20	5,617,359	0	63,300
MCGRATH RENTCORP	COM	580589109	38,569	554,232	SH		DFND	2,5,8,10,20	477,915	1,067	75,250
MCKESSON CORP	COM	58155Q103	1,174,872	8,571,619	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,493,878	139,743	937,998
MDC PARTNERS INC	CL A SUB VTG	552697104	2,643	937,385	SH		DFND	2,5,20	786,040	0	151,345
MDU RES GROUP INC	COM	552690109	429,856	15,141,290	SH		DFND	2,5,6,11,12,13,19,20	14,911,725	3,190	226,375
AMPIO PHARMACEUTICALS INC	COM	03209T109	23	46,838	SH		DFND	20	46,838	0	0
MECHEL PAO	SPONSORED ADR NE	583840608	1,241	663,602	SH		DFND	2,5,20	659,002	4,600	0
MEDALLIA INC	COM	584021109	4,062	148,093	SH		DFND	2,20	148,093	0	0
MEDALLION FINL CORP	COM	583928106	1,821	284,552	SH		DFND	2,20	284,552	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	369,012	18,621,664	SH		DFND	2,5,6,8,10,11,13,19,20	17,343,214	115,900	1,162,550
MEDICINES CO	COM	584688105	175,413	3,508,265	SH		DFND	2,5,8,13,20	3,276,303	400	231,562
MEDICINES CO	NOTE 2.500% 1/1	584688AE5	17,756	11,730,000	SH		DFND	2,5	11,730,000	0	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	16,311	13,400,000	SH		DFND	2,5	13,400,000	0	0
MEDICINOVA INC	COM NEW	58468P206	5,892	740,656	SH		DFND	2,5,20	633,684	0	106,972
MEDIDATA SOLUTIONS INC	COM	58471A105	133,566	1,459,739	SH		DFND	2,5,6,8,11,13,19,20	1,398,646	1,100	59,993
MEDIFAST INC	COM	58470H101	35,113	336,399	SH		DFND	2,5,8,20	296,241	4,818	35,340
ABERCROMBIE & FITCH CO	CL A	002896207	33,970	2,177,547	SH		DFND	2,5,8,12,20	1,968,647	15,330	193,570
AMPLIFY ENERGY CORP NEW	COM	03212B103	2,685	435,137	SH		DFND	2,20	435,137	0	0
MEDNAX INC	COM	58502B106	51,602	2,281,254	SH		DFND	2,5,6,8,11,12,13,20	2,178,465	2,892	99,897
MEDPACE HLDGS INC	COM	58506Q109	66,586	792,313	SH		DFND	2,5,8,20	708,723	0	83,590
MEDTRONIC PLC	SHS	G5960L103	6,254,133	57,295,315	SH		DFND	2,5,6,8,10,11,12,13,19,20	50,936,027	1,019,418	5,339,870
MEET GROUP INC	COM	58513U101	4,927	1,504,494	SH		DFND	2,5,20	1,327,218	0	177,276
MEI PHARMA INC	COM NEW	55279B202	1,820	1,083,220	SH		DFND	2,20	1,083,220	0	0
MEIRAGTX HOLDINGS PLC	COM	G59665102	5,076	318,242	SH		DFND	2,5,8,20	283,601	0	34,641
MELCO RESORTS AND ENTMT LTD	ADR	585464100	93,472	4,815,666	SH		DFND	1,2,5,6,8,10,12,13,19,20	3,914,166	341,725	559,775
MELINTA THERAPEUTICS INC	COM NEW	58549G209	39	10,201	SH		DFND	20	10,201	0	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	12,578	114,770	SH		DFND	2,5,8,10,13,20	106,038	1,100	7,632
MENLO THERAPEUTICS INC	COM	586858102	1,078	240,520	SH		DFND	2,20	196,391	0	44,129
AMYRIS INC	COM NEW	03236M200	3,189	669,921	SH		DFND	2,20	558,858	0	111,063
MERCADOLIBRE INC	COM	58733R102	254,120	461,005	SH		DFND	2,5,6,8,10,12,13,19,20	366,137	23,583	71,285
MERCADOLIBRE INC	NOTE 2.000% 8/1	58733RAD4	34,042	23,050,000	SH		DFND	2	23,050,000	0	0
MERCANTILE BANK CORP	COM	587376104	11,295	344,348	SH		DFND	2,5,20	299,742	0	44,606
MERCER INTL INC	COM	588056101	5,987	472,267	SH		DFND	2,5,8,20	469,367	0	2,900
MERCHANTS BANCORP IND	COM	58844R108	3,593	217,249	SH		DFND	2,5,20	179,015	0	38,234
MERCK & CO INC	COM	58933Y105	9,768,882	115,297,160	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	97,544,956	1,997,105	15,755,099
MERCURY GENL CORP NEW	COM	589400100	59,743	1,069,124	SH		DFND	2,5,6,8,11,12,20	1,028,577	6,634	33,913
MERCURY SYS INC	COM	589378108	200,415	2,469,082	SH		DFND	2,5,8,13,19,20	2,298,877	399	169,806
MEREDITH CORP	COM	589433101	206,691	5,638,049	SH		DFND	2,5,6,8,11,20	5,516,447	3,662	117,940
MEREO BIOPHARMA GROUP PLC	ADS	589492107	48	16,516	SH		DFND	1	16,516	0	0
ANALOG DEVICES INC	COM	032654105	1,660,296	14,859,890	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,247,524	277,937	1,334,429
MERIDIAN BANCORP INC MD	COM	58958U103	21,132	1,122,894	SH		DFND	2,5,6,8,20	964,503	0	158,391
MERIDIAN BIOSCIENCE INC	COM	589584101	14,796	1,559,101	SH		DFND	2,5,8,20	1,431,923	500	126,678
MERIT MED SYS INC	COM	589889104	57,870	1,899,874	SH		DFND	2,5,8,20	1,734,048	372	165,454
MERITAGE HOMES CORP	COM	59001A102	82,326	1,170,228	SH		DFND	2,5,8,12,20	1,057,370	1,564	111,294
MERITOR INC	COM	59001K100	31,081	1,680,037	SH		DFND	2,5,8,20	1,432,080	303	247,654
MERRIMACK PHARMACEUTICALS IN	COM NEW	590328209	50	11,185	SH		DFND	20	11,185	0	0
MERSANA THERAPEUTICS INC	COM	59045L106	947	599,660	SH		DFND	2,13,20	453,933	0	145,727
MESA AIR GROUP INC	COM NEW	590479135	2,098	310,988	SH		DFND	2,20	244,381	0	66,607
MESA LABS INC	COM	59064R109	34,509	145,137	SH		DFND	2,5,8,20	134,655	0	10,482
META FINL GROUP INC	COM	59100U108	32,302	989,136	SH		DFND	2,5,8,20	879,304	0	109,832
ANAPLAN INC	COM	03272L108	46,614	991,784	SH		DFND	2,19,20	929,924	0	61,860
METHANEX CORP	COM	59151K108	275	7,755	SH		DFND	5,8,20	7,755	0	0
METHODE ELECTRS INC	COM	591520200	38,189	1,135,219	SH		DFND	2,5,8,20	1,019,825	1,308	114,086
METLIFE INC	COM	59156R108	1,786,555	37,882,850	SH		DFND	2,5,6,8,10,11,12,13,19,20	33,640,093	599,681	3,643,076
METROPOLITAN BK HLDG CORP	COM	591774104	4,391	111,650	SH		DFND	2,5,20	93,724	0	17,926
METTLER TOLEDO INTERNATIONAL	COM	592688105	741,606	1,052,819	SH		DFND	2,5,6,8,10,11,12,13,19,20	920,947	27,645	104,227
MFA FINL INC	COM	55272X102	59,253	7,840,129	SH		DFND	2,5,8,12,13,19,20	7,222,602	10,663	606,864
MGE ENERGY INC	COM	55277P104	63,500	795,047	SH		DFND	2,5,8,13,20	690,451	148	104,448
MGIC INVT CORP WIS	COM	552848103	87,651	6,967,516	SH		DFND	1,2,5,8,12,13,20	6,641,188	9,270	317,058
MGM GROWTH PPTYS LLC	CL A COM	55303A105	8,349	273,539	SH		DFND	2,5,8,19,20	221,249	0	52,290
MGM RESORTS INTERNATIONAL	COM	552953101	581,295	20,970,239	SH		DFND	2,5,6,8,10,12,13,19,20	18,927,726	282,998	1,759,515
ANAPTYSBIO INC	COM	032724106	38,173	1,090,980	SH		DFND	2,5,8,20	1,019,466	0	71,514
MGP INGREDIENTS INC NEW	COM	55303J106	18,662	375,643	SH		DFND	2,5,8,20	334,819	0	40,824
MICHAELS COS INC	COM	59408Q106	28,971	2,959,255	SH		DFND	2,5,8,12,20	2,836,948	2,800	119,507
MICRO FOCUS INTERNATIONAL PL	SPON ADR NEW	594837403	24,727	1,680,931	SH		DFND	2,5,6,8,10,12,13,20	1,680,931	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	879,499	9,466,138	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	8,395,179	173,975	896,984
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	101,786	53,655,000	SH		DFND	2,5	53,655,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	81,454	63,125,000	SH		DFND	2,5	63,125,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 2.250% 2/1	595017AH7	28,814	22,285,000	SH		DFND	2,5	22,285,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	2,024,459	47,245,251	SH		DFND	2,5,6,8,10,11,12,13,19,20	41,213,830	1,322,739	4,708,682
MICROSOFT CORP	COM	594918104	43,637,588	313,871,742	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	271,222,598	7,460,552	35,188,592
MICROSTRATEGY INC	CL A NEW	594972408	39,398	265,540	SH		DFND	2,5,8,20	238,286	373	26,881
ANAVEX LIFE SCIENCES CORP	COM NEW	032797300	2,477	783,926	SH		DFND	2,20	783,926	0	0
MICROVISION INC DEL	COM NEW	594960304	19	32,402	SH		DFND	20	32,402	0	0
MID AMER APT CMNTYS INC	COM	59522J103	1,064,918	8,191,047	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,502,595	94,459	593,993
MID PENN BANCORP INC	COM	59540G107	2,539	99,066	SH		DFND	2,20	81,960	0	17,106
MIDDLEBY CORP	COM	596278101	136,283	1,165,808	SH		DFND	2,5,6,8,10,12,13,19,20	957,049	37,053	171,706
MIDDLESEX WATER CO	COM	596680108	22,423	345,182	SH		DFND	2,5,8,20	293,376	600	51,206
MIDLAND STS BANCORP INC ILL	COM	597742105	13,110	503,267	SH		DFND	2,5,8,20	410,598	0	92,669
MIDWESTONE FINL GROUP INC NE	COM	598511103	6,534	214,090	SH		DFND	2,5,20	171,554	0	42,536
MILACRON HLDGS CORP	COM	59870L106	23,300	1,397,714	SH		DFND	2,5,8,20	1,187,905	0	209,809
MILLENDO THERAPEUTICS INC	COM	60040X103	1,033	145,243	SH		DFND	2,20	145,243	0	0
MILLER HERMAN INC	COM	600544100	86,304	1,863,956	SH		DFND	2,5,6,8,11,19,20	1,686,204	2,047	175,705
ANDERSONS INC	COM	034164103	20,389	902,198	SH		DFND	2,5,8,20	805,867	1,437	94,894
MILLER INDS INC TENN	COM NEW	600551204	7,143	214,511	SH		DFND	2,5,20	181,368	0	33,143
MIMECAST LTD	ORD SHS	G14838109	3,754	105,238	SH		DFND	2,5,8,20	101,938	0	3,300
MINERALS TECHNOLOGIES INC	COM	603158106	59,150	1,114,151	SH		DFND	2,5,6,8,11,20	1,005,459	914	107,778
MINERVA NEUROSCIENCES INC	COM	603380106	4,760	614,231	SH		DFND	2,5,20	539,778	0	74,453
MIRAGEN THERAPEUTICS INC	COM	60463E103	9	12,400	SH		DFND	20	12,400	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	103,096	1,323,270	SH		DFND	2,5,8,13,20	1,244,090	0	79,180
MIRUM PHARMACEUTICALS INC	COM	604749101	197	19,616	SH		DFND	20	19,616	0	0
MISTRAS GROUP INC	COM	60649T107	5,680	346,356	SH		DFND	2,5,8,20	297,426	1,600	47,330
MITEK SYS INC	COM NEW	606710200	7,695	797,394	SH		DFND	2,5,8,20	666,681	0	130,713
MITSUBISHI UFJ FINL GROUP IN	SPONSORED ADS	606822104	130	25,536	SH		DFND	20	25,536	0	0
ANGI HOMESERVICES INC	COM CL A	00183L102	2,131	300,770	SH		DFND	2,5,8,20	295,470	0	5,300
MIZUHO FINL GROUP INC	SPONSORED ADR	60687Y109	137	44,519	SH		DFND	20	44,519	0	0
MKS INSTRUMENT INC	COM	55306N104	124,497	1,349,126	SH		DFND	2,5,6,8,11,13,19,20	1,287,067	901	61,158
MMA CAPITAL HOLDINGS INC	COM	55315D105	1,737	57,893	SH		DFND	2,20	57,893	0	0
MOBILE MINI INC	COM	60740F105	48,195	1,307,519	SH		DFND	2,5,8,20	1,161,926	248	145,345
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	87,862	10,847,131	SH		DFND	1,2,5,8,10,12,13,19,20	8,009,628	427,393	2,410,110
MOBILEIRON INC	COM NEW	60739U204	13,599	2,077,832	SH		DFND	2,5,8,20	1,784,648	0	293,184
MODEL N INC	COM	607525102	20,179	726,892	SH		DFND	2,5,8,20	628,207	0	98,685
MODERNA INC	COM	60770K107	34,248	2,151,260	SH		DFND	2,19,20	2,151,260	0	0
MODINE MFG CO	COM	607828100	11,245	988,995	SH		DFND	2,5,8,20	838,255	2,378	148,362
MOELIS & CO	CL A	60786M105	33,743	1,027,175	SH		DFND	2,5,8,20	879,123	0	148,052
ANGIODYNAMICS INC	COM	03475V101	25,599	1,389,746	SH		DFND	2,5,8,20	1,282,365	0	107,381
MOHAWK INDS INC	COM	608190104	353,792	2,851,554	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,581,606	41,066	228,882
MOLECULAR TEMPLATES INC	COM	608550109	1,519	230,480	SH		DFND	2,20	204,911	0	25,569
MOLINA HEALTHCARE INC	COM	60855R100	165,274	1,506,321	SH		DFND	2,5,6,8,11,12,13,20	1,427,326	700	78,295
MOLSON COORS BREWING CO	CL B	60871R209	523,612	9,106,295	SH		DFND	2,5,6,8,10,12,13,19,20	8,235,062	135,947	735,286
MOMENTA PHARMACEUTICALS INC	COM	60877T100	46,403	3,580,501	SH		DFND	2,5,8,20	3,276,678	0	303,823
MOMO INC	ADR	60879B107	105,786	3,414,645	SH		DFND	1,2,5,8,10,11,12,13,19,20	2,903,980	76,900	433,765
MOMO INC	NOTE 1.250% 7/0	60879BAB3	20,531	22,780,000	SH		DFND	2,5	22,780,000	0	0
MONARCH CASINO & RESORT INC	COM	609027107	14,393	345,231	SH		DFND	2,5,8,20	312,969	0	32,262
MONDELEZ INTL INC	CL A	609207105	3,734,164	67,155,778	SH		DFND	2,5,6,8,10,11,12,13,19,20	60,236,597	1,066,592	5,852,589
MONEYGRAM INTL INC	COM NEW	60935Y208	222	55,690	SH		DFND	2,20	55,690	0	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	4,100	224,424	SH		DFND	1,5,8,20	224,424	0	0
MONGODB INC	CL A	60937P106	98,811	820,143	SH		DFND	2,5,6,8,10,12,13,19,20	820,143	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	46,031	3,194,348	SH		DFND	2,5,8,10,20	2,801,434	27,605	365,309
MONOLITHIC PWR SYS INC	COM	609839105	164,014	1,051,188	SH		DFND	2,5,6,8,11,13,19,20	997,379	500	53,309
MONOTYPE IMAGING HOLDINGS IN	COM	61022P100	25,259	1,275,054	SH		DFND	2,5,8,20	1,143,957	1,500	129,597
MONRO INC	COM	610236101	78,740	996,577	SH		DFND	2,5,8,20	895,315	729	100,533
MONSTER BEVERAGE CORP NEW	COM	61174X109	1,030,856	17,755,020	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	15,621,865	430,355	1,702,800
MONTAGE RES CORP	COM	61179L100	1,535	406,196	SH		DFND	2,5,20	406,196	0	0
MOODYS CORP	COM	615369105	1,454,436	7,100,698	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,359,500	96,457	644,741
MOOG INC	CL A	615394202	109,458	1,349,336	SH		DFND	2,5,8,13,19,20	1,247,093	288	101,955
MORGAN STANLEY	COM NEW	617446448	5,117,724	119,937,277	SH		DFND	2,5,6,8,10,11,12,13,19,20	49,133,387	64,888,911	5,914,979
ABIOMED INC	COM	003654100	352,442	1,981,238	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,785,893	29,707	165,638
ANHEUSER BUSCH INBEV SA/NV	SPONSORED ADR	03524A108	2,682	28,186	SH		DFND	1,20	28,186	0	0
MORNINGSTAR INC	COM	617700109	39,513	270,381	SH		DFND	2,5,8,19,20	245,933	126	24,322
MORPHIC HLDG INC	COM	61775R105	963	53,155	SH		DFND	2,20	53,155	0	0
MOSAIC CO NEW	COM	61945C103	412,120	20,103,438	SH		DFND	2,5,6,8,10,11,12,13,19,20	17,601,373	242,339	2,259,726
MOTORCAR PTS AMER INC	COM	620071100	9,143	540,998	SH		DFND	2,5,8,20	483,318	1,500	56,180
MOTOROLA SOLUTIONS INC	COM NEW	620076307	1,311,584	7,671,732	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,565,425	184,146	922,161
MOVADO GROUP INC	COM	624580106	11,500	462,606	SH		DFND	2,5,8,20	415,847	1,300	45,459
MR COOPER GROUP INC	COM	62482R107	15,813	1,488,976	SH		DFND	2,5,8,20	1,265,124	0	223,852
MRC GLOBAL INC	COM	55345K103	20,878	1,721,161	SH		DFND	2,5,8,20	1,466,423	3,600	251,138
MSA SAFETY INC	COM	553498106	253,610	2,324,349	SH		DFND	2,5,6,8,11,13,19,20	2,213,959	326	110,064
MSC INDL DIRECT INC	CL A	553530106	82,383	1,135,849	SH		DFND	2,5,6,8,11,13,19,20	1,081,103	748	53,998
ANI PHARMACEUTICALS INC	COM	00182C103	22,071	302,834	SH		DFND	2,5,8,20	271,952	0	30,882
MSCI INC	COM	55354G100	844,853	3,879,920	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,450,164	62,126	367,630
MSG NETWORK INC	CL A	553573106	20,634	1,272,112	SH		DFND	2,5,8,20	1,095,655	1,848	174,609
MTS SYS CORP	COM	553777103	28,840	521,989	SH		DFND	2,5,8,20	463,936	561	57,492
MUELLER INDS INC	COM	624756102	48,274	1,683,203	SH		DFND	2,5,8,20	1,511,143	2,118	169,942
MUELLER WTR PRODS INC	COM SER A	624758108	38,289	3,406,464	SH		DFND	2,5,8,20	2,902,721	4,315	499,428
MURPHY OIL CORP	COM	626717102	129,871	5,873,867	SH		DFND	2,5,6,8,11,12,13,20	5,665,603	5,029	203,235
MURPHY USA INC	COM	626755102	91,697	1,074,998	SH		DFND	2,5,6,8,11,12,13,20	977,644	669	96,685
MUSTANG BIO INC	COM	62818Q104	1,557	477,694	SH		DFND	2,20	403,546	0	74,148
MUTUALFIRST FINL INC	COM	62845B104	4,705	149,272	SH		DFND	2,5,20	78,692	0	70,580
MVB FINANCIAL CORP	COM	553810102	2,396	120,717	SH		DFND	2,20	99,693	0	21,024
ANIKA THERAPEUTICS INC	COM	035255108	41,192	750,445	SH		DFND	2,5,8,20	709,501	0	40,944
MYERS INDS INC	COM	628464109	18,082	1,016,764	SH		DFND	2,5,8,20	904,077	0	112,687
MYLAN N V	SHS EURO	N59465109	454,143	22,959,707	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,738,556	347,470	1,873,681
MYOKARDIA INC	COM	62857M105	50,834	974,772	SH		DFND	2,5,8,20	836,696	0	138,076
MYOVANT SCIENCES LTD	COM	G637AM102	299	57,500	SH		DFND	2,5,20	57,200	0	300
MYR GROUP INC DEL	COM	55405W104	15,075	481,793	SH		DFND	2,5,8,20	432,005	0	49,788
MYRIAD GENETICS INC	COM	62855J104	102,291	3,572,866	SH		DFND	2,5,8,19,20	3,354,029	1,182	217,655
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	11,824	18,450,000	SH		DFND	2,5	18,450,000	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	27,790	14,785,023	SH		DFND	2,5,8,12,13,20	14,300,072	4,258	480,693
NABRIVA THERAPEUTICS PLC	SHS	G63637105	65	32,300	SH		DFND	2	32,300	0	0
NACCO INDS INC	CL A	629579103	4,857	76,002	SH		DFND	2,5,20	63,916	0	12,086
ANIXTER INTL INC	COM	035290105	65,117	942,088	SH		DFND	2,5,8,12,20	845,825	143	96,120
NAM TAI PPTY INC	SHS	G63907102	536	59,571	SH		DFND	5,20	59,571	0	0
NANOMETRICS INC	COM	630077105	21,868	670,389	SH		DFND	2,5,8,20	595,968	1,700	72,721
NANOSTRING TECHNOLOGIES INC	COM	63009R109	14,422	667,984	SH		DFND	2,5,8,20	571,914	0	96,070
NANTHEALTH INC	COM	630104107	7	10,100	SH		DFND	20	10,100	0	0
NANTKWEST INC	COM	63016Q102	27	21,945	SH		DFND	2,20	21,945	0	0
NAPCO SEC TECHNOLOGIES INC	COM	630402105	5,657	221,675	SH		DFND	2,5,20	192,201	0	29,474
NASDAQ INC	COM	631103108	512,159	5,155,100	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,589,605	82,709	482,786
NATERA INC	COM	632307104	67,749	2,065,518	SH		DFND	2,5,8,20	1,899,190	0	166,328
NATHANS FAMOUS INC NEW	COM	632347100	3,586	49,914	SH		DFND	2,20	41,965	0	7,949
NATIONAL BANKSHARES INC VA	COM	634865109	5,447	136,014	SH		DFND	2,5,20	116,207	0	19,807
ANNALY CAP MGMT INC	COM	035710409	423,170	46,809,567	SH		DFND	2,5,6,8,10,12,13,19,20	35,547,554	817,648	10,444,365
NATIONAL BEVERAGE CORP	COM	635017106	15,244	343,653	SH		DFND	2,5,8,20	307,681	0	35,972
NATIONAL BK HLDGS CORP	CL A	633707104	32,087	938,477	SH		DFND	2,5,8,20	840,114	0	98,363
NATIONAL CINEMEDIA INC	COM	635309107	12,940	1,578,066	SH		DFND	2,5,8,20	1,360,637	2,300	215,129
NATIONAL ENERGY SERVICES REU	SHS	G6375R107	2,550	381,699	SH		DFND	2,20	381,699	0	0
NATIONAL FUEL GAS CO N J	COM	636180101	373,930	7,897,674	SH		DFND	2,5,6,11,12,13,19,20	7,805,480	1,287	90,907
NATIONAL GEN HLDGS CORP	COM	636220303	31,666	1,375,574	SH		DFND	2,5,8,20	1,168,477	0	207,097
NATIONAL GRID PLC	SPONSORED ADR NE	636274409	3,906	72,166	SH		DFND	1,20	72,166	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	134,324	1,610,192	SH		DFND	2,5,8,10,19,20	1,433,514	10,798	165,880
NATIONAL HEALTHCARE CORP	COM	635906100	27,155	329,676	SH		DFND	2,5,6,8,20	291,419	0	38,257
NATIONAL INSTRS CORP	COM	636518102	127,735	3,042,030	SH		DFND	2,5,6,8,11,13,19,20	2,889,256	2,055	150,719
ANSYS INC	COM	03662Q105	783,108	3,537,712	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,041,858	118,628	377,226
NATIONAL OILWELL VARCO INC	COM	637071101	379,224	17,887,916	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,086,901	247,622	1,553,393
NATIONAL PRESTO INDS INC	COM	637215104	41,824	469,459	SH		DFND	2,5,20	451,891	357	17,211
NATIONAL RESH CORP	COM NEW	637372202	13,475	232,568	SH		DFND	2,5,8,20	195,571	0	36,997
NATIONAL RETAIL PPTYS INC	COM	637417106	838,280	14,863,122	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,905,025	157,844	800,253
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	104,906	3,143,735	SH		DFND	2,5,8,10,19,20	2,901,692	14,600	227,443
NATIONAL VISION HLDGS INC	COM	63845R107	39,749	1,651,392	SH		DFND	2,5,8,19,20	1,409,181	0	242,211
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	12,708	47,354	SH		DFND	2,5,8,20	40,059	0	7,295
NATURAL GAS SERVICES GROUP	COM	63886Q109	3,107	242,565	SH		DFND	2,5,20	205,644	0	36,921
NATURAL GROCERS BY VITAMIN C	COM	63888U108	1,835	183,667	SH		DFND	2,20	157,145	0	26,522
NATURES SUNSHINE PRODUCTS IN	COM	639027101	1,428	172,228	SH		DFND	2,20	144,166	0	28,062
ANTARES PHARMA INC	COM	036642106	13,330	3,984,965	SH		DFND	2,5,8,20	3,487,111	0	497,854
NATUS MEDICAL INC	COM	639050103	37,729	1,184,967	SH		DFND	2,5,8,20	1,078,679	0	106,288
NAUTILUS INC	COM	63910B102	97	71,641	SH		DFND	2,20	71,641	0	0
NAVIENT CORPORATION	COM	63938C108	74,105	5,789,421	SH		DFND	1,2,5,6,8,11,12,13,20	5,500,158	12,827	276,436
NAVIGANT CONSULTING INC	COM	63935N107	33,629	1,203,172	SH		DFND	2,5,8,20	1,076,691	2,630	123,851
NAVISTAR INTL CORP NEW	COM	63934E108	29,284	1,041,759	SH		DFND	2,5,8,13,20	892,288	356	149,115
NBT BANCORP INC	COM	628778102	47,533	1,299,059	SH		DFND	2,5,8,20	1,165,695	323	133,041
NCR CORP NEW	COM	62886E108	142,166	4,504,627	SH		DFND	1,2,5,6,8,11,12,13,19,20	4,351,188	1,952	151,487
NCS MULTISTAGE HLDGS INC	COM	628877102	370	184,845	SH		DFND	2,5,20	164,372	0	20,473
NEENAH INC	COM	640079109	34,522	530,132	SH		DFND	2,5,8,20	479,515	0	50,617
NEKTAR THERAPEUTICS	COM	640268108	135,146	7,419,493	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,673,391	105,029	641,073
ANTERO MIDSTREAM CORP	COM	03676B102	41,584	5,619,519	SH		DFND	2,5,6,8,11,19,20	5,619,519	0	0
NELNET INC	CL A	64031N108	24,506	385,321	SH		DFND	2,5,8,20	328,873	1,060	55,388
NEOGEN CORP	COM	640491106	109,354	1,605,544	SH		DFND	2,5,8,19,20	1,447,673	613	157,258
NEOGENOMICS INC	COM NEW	64049M209	51,652	2,701,490	SH		DFND	2,5,8,20	2,432,340	0	269,150
NEOLEUKIN THERAPEUTICS INC	COM	64049K104	35	12,153	SH		DFND	20	12,153	0	0
NEON THERAPEUTICS INC	COM	64050Y100	381	221,268	SH		DFND	2,20	180,096	0	41,172
NEOPHOTONICS CORP	COM	64051T100	3,950	648,572	SH		DFND	2,5,20	534,367	0	114,205
NEOS THERAPEUTICS INC	COM	64052L106	58	39,386	SH		DFND	2,20	39,386	0	0
NET 1 UEPS TECHNOLOGIES INC	COM NEW	64107N206	578	161,979	SH		DFND	2	161,979	0	0
NETAPP INC	COM	64110D104	537,613	10,238,300	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,926,654	384,118	927,528
NETEASE INC	SPONSORED ADS	64110W102	417,703	1,569,251	SH		DFND	1,2,5,8,10,11,12,13,19,20	1,288,163	44,858	236,230
ANTERO RES CORP	COM	03674X106	44,057	14,588,393	SH		DFND	2,5,12,13,20	14,302,798	8,100	277,495
NETFLIX INC	COM	64110L106	4,403,160	16,453,029	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,509,168	250,351	1,693,510
NETGEAR INC	COM	64111Q104	30,413	943,904	SH		DFND	2,5,8,20	848,632	96	95,176
NETSCOUT SYS INC	COM	64115T104	55,079	2,388,504	SH		DFND	2,5,6,8,11,13,19,20	2,162,195	2,065	224,244
NEUROCRINE BIOSCIENCES INC	COM	64125C109	164,681	1,827,556	SH		DFND	2,5,8,13,19,20	1,707,034	3,500	117,022
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	22,353	16,225,000	SH		DFND	2,5	16,225,000	0	0
NEURONETICS INC	COM	64131A105	1,712	205,961	SH		DFND	2,20	173,496	0	32,465
NEVRO CORP	COM	64157F103	61,492	715,275	SH		DFND	2,5,8,20	623,498	600	91,177
NEW AGE BEVERAGES CORP	COM	64157V108	3,453	1,251,069	SH		DFND	2,5,20	1,251,069	0	0
NEW GOLD INC CDA	COM	644535106	35	34,800	SH		DFND	20	34,800	0	0
NEW HOME CO INC	COM	645370107	98	22,500	SH		DFND	20	22,500	0	0
ANTHEM INC	COM	036752103	2,667,080	11,108,206	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,756,979	321,555	1,029,672
NEW JERSEY RES	COM	646025106	301,779	6,628,362	SH		DFND	2,5,6,8,11,13,19,20	6,357,042	1,356	269,964
NEW MEDIA INVT GROUP INC	COM	64704V106	16,705	1,896,124	SH		DFND	2,5,8,20	1,712,450	476	183,198
NEW ORIENTAL ED & TECH GRP I	SPON ADR	647581107	313,309	2,828,718	SH		DFND	1,2,5,8,10,11,12,13,19,20	2,309,499	79,713	439,506
NEW RELIC INC	COM	64829B100	40,667	661,787	SH		DFND	2,5,8,13,19,20	613,243	800	47,744
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	15,207	16,025,000	SH		DFND	2,5	16,025,000	0	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	88,735	5,659,108	SH		DFND	2,5,8,12,13,19,20	5,161,873	6,800	490,435
NEW SR INVT GROUP INC	COM	648691103	13,785	2,063,568	SH		DFND	2,5,8,20	1,784,797	1,100	277,671
NEW YORK CMNTY BANCORP INC	COM	649445103	167,233	13,325,345	SH		DFND	2,5,6,8,11,12,13,20	12,697,020	13,767	614,558
NEW YORK MTG TR INC	COM PAR $.02	649604501	43,341	6,910,066	SH		DFND	2,5,8,20	6,264,510	0	645,556
NEW YORK TIMES CO	CL A	650111107	102,954	3,614,964	SH		DFND	2,5,6,8,11,13,19,20	3,474,145	2,700	138,119
ABM INDS INC	COM	000957100	196,751	5,417,161	SH		DFND	2,5,8,20	5,214,267	1,976	200,918
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	27,147	8,086,000	SH		DFND	2,5	8,086,000	0	0
NEWATER TECHNOLOGY INC	SHS	G64335105	80	12,926	SH		DFND	2	12,926	0	0
NEWELL BRANDS INC	COM	651229106	355,276	18,978,411	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,990,700	248,852	1,738,859
NEWLINK GENETICS CORP	COM	651511107	42	26,145	SH		DFND	20	26,145	0	0
NEWMARK GROUP INC	CL A	65158N102	26,742	2,951,681	SH		DFND	2,5,8,13,20	2,501,628	2,543	447,510
NEWMARKET CORP	COM	651587107	88,232	186,078	SH		DFND	2,5,6,8,11,13,19,20	176,744	183	9,151
NEWMONT GOLDCORP CORPORATION	COM	651639106	1,444,220	38,085,968	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	33,807,848	345,341	3,932,779
NEWPARK RES INC	COM PAR $.01NEW	651718504	20,797	2,729,247	SH		DFND	2,5,8,20	2,449,441	4,148	275,658
NEWS CORP NEW	CL A	65249B109	248,628	17,735,544	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,628,236	258,073	1,849,235
NEWS CORP NEW	CL B	65249B208	62,726	4,357,951	SH		DFND	2,5,6,10,11,12,13,19,20	4,002,775	1,000	354,176
NEXA RES S A	COM	L67359106	698	74,153	SH		DFND	2,5,20	74,153	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	10,164	2,989,551	SH		DFND	2,5,8,20	2,686,402	0	303,149
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	21,260	454,659	SH		DFND	2,5,8,20	387,484	0	67,175
NEXSTAR MEDIA GROUP INC	CL A	65336K103	62,607	611,939	SH		DFND	2,5,8,10,13,20	568,753	612	42,574
NEXTCURE INC	COM	65343E108	1,716	55,638	SH		DFND	2,20	55,638	0	0
NEXTDECADE CORP	COM	65342K105	1,284	222,905	SH		DFND	2,20	203,434	0	19,471
NEXTERA ENERGY INC	COM	65339F101	5,947,017	25,524,772	SH		DFND	2,5,6,8,10,11,12,13,19,20	23,271,273	342,279	1,911,220
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	38,473	767,000	SH		DFND	2	767,000	0	0
NEXTERA ENERGY PARTNERS LP	COM UNIT PART IN	65341B106	4,851	91,809	SH		DFND	5,8,20	82,087	1,200	8,522
NEXTGEN HEALTHCARE INC	COM	65343C102	23,301	1,486,979	SH		DFND	2,5,8,20	1,322,704	1,604	162,671
NGM BIOPHARMACEUTICALS INC	COM	62921N105	1,798	129,820	SH		DFND	2,20	129,820	0	0
NI HLDGS INC	COM	65342T106	2,339	136,476	SH		DFND	2,20	114,632	0	21,844
AON PLC	SHS CL A	G0408V102	2,034,204	10,508,882	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,317,068	239,517	952,297
NIC INC	COM	62914B100	41,804	2,024,408	SH		DFND	2,5,8,20	1,820,865	1,718	201,825
NICE LTD	SPONSORED ADR	653656108	949	6,598	SH		DFND	20	6,598	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	2,892	1,620,000	SH		DFND	5	1,620,000	0	0
NICOLET BANKSHARES INC	COM	65406E102	12,563	188,725	SH		DFND	2,5,8,20	163,990	0	24,735
NIELSEN HLDGS PLC	SHS EUR	G6518L108	337,017	15,859,616	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,132,462	209,333	1,517,821
NII HLDGS INC	COM PAR	62913F508	216	110,442	SH		DFND	2,20	110,442	0	0
NIKE INC	CL B	654106103	5,577,311	59,383,635	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	47,237,179	1,534,740	10,611,716
NINE ENERGY SVC INC	COM	65441V101	2,076	336,488	SH		DFND	2,5,8,20	280,193	0	56,295
NIO INC	SPON ADS	62914V106	18,073	11,585,393	SH		DFND	2,5,8,10,11,12,13,19,20	11,585,393	0	0
NISOURCE INC	COM	65473P105	572,498	19,134,303	SH		DFND	2,5,6,8,10,11,12,13,19,20	17,402,961	287,718	1,443,624
APACHE CORP	COM	037411105	485,005	18,945,518	SH		DFND	2,5,6,8,10,11,12,13,19,20	17,302,796	266,037	1,376,685
NIU TECHNOLOGIES	ADS	65481N100	104	12,300	SH		DFND	2	12,300	0	0
NL INDS INC	COM NEW	629156407	515	137,034	SH		DFND	2,20	113,636	0	23,398
NLIGHT INC	COM	65487K100	9,571	611,155	SH		DFND	2,5,8,20	512,131	0	99,024
NMI HLDGS INC	CL A	629209305	49,647	1,890,583	SH		DFND	2,5,8,20	1,699,496	0	191,087
NN INC	COM	629337106	7,433	1,042,450	SH		DFND	2,5,8,20	935,025	0	107,425
NOAH HLDGS LTD	SPON ADS CL A	65487X102	18,325	627,577	SH		DFND	2,5,8,10,11,12,13,19,20	526,726	14,400	86,451
NOBLE CORP PLC	SHS USD	G65431101	12,537	9,871,910	SH		DFND	2,5,8,12,13,20	9,068,228	6,589	797,093
NOBLE ENERGY INC	COM	655044105	545,389	24,282,693	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,315,949	324,814	2,641,930
NOKIA CORP	SPONSORED ADR	654902204	3,062	605,118	SH		DFND	1,20	605,118	0	0
NOMAD FOODS LTD	USD ORD SHS	G6564A105	1,737	84,725	SH		DFND	2,5,8,20	84,725	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	490,759	9,412,335	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,412,335	0	0
NOMURA HLDGS INC	SPONSORED ADR	65535H208	152	35,760	SH		DFND	20	35,760	0	0
NOODLES & CO	COM CL A	65540B105	2,753	486,331	SH		DFND	2,20	401,644	0	84,687
NORDIC AMERICAN TANKERS LIMI	COM	G65773106	5,858	2,711,887	SH		DFND	2,5,20	2,282,008	0	429,879
NORDSON CORP	COM	655663102	272,154	1,860,753	SH		DFND	2,5,6,8,11,13,19,20	1,786,739	926	73,088
NORDSTROM INC	COM	655664100	250,040	7,426,203	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,562,221	168,344	695,638
NORFOLK SOUTHERN CORP	COM	655844108	1,981,466	11,028,978	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,744,381	217,722	1,066,875
NORTHEAST BK LEWISTON ME	COM	66405S100	2,550	115,039	SH		DFND	2,20	115,039	0	0
NORTHERN OIL & GAS INC NEV	COM	665531109	20,181	10,296,356	SH		DFND	2,5,20	9,442,302	0	854,054
NORTHERN TR CORP	COM	665859104	875,367	9,310,825	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,355,130	146,104	809,591
NORTHFIELD BANCORP INC DEL	COM	66611T108	22,846	1,422,534	SH		DFND	2,5,6,8,20	1,289,485	0	133,049
APELLIS PHARMACEUTICALS INC	COM	03753U106	37,401	1,552,557	SH		DFND	2,5,8,20	1,407,877	0	144,680
NORTHRIM BANCORP INC	COM	666762109	5,687	143,365	SH		DFND	2,5,20	125,058	0	18,307
NORTHROP GRUMMAN CORP	COM	666807102	6,336,438	16,906,635	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,769,427	10,729,502	407,706
NORTHWEST BANCSHARES INC MD	COM	667340103	51,049	3,114,669	SH		DFND	2,5,6,8,19,20	2,805,245	1,598	307,826
NORTHWEST NAT HLDG CO	COM	66765N105	63,765	893,820	SH		DFND	2,5,8,19,20	802,215	38	91,567
NORTHWEST PIPE CO	COM	667746101	6,929	246,130	SH		DFND	2,5,20	220,024	0	26,106
NORTHWESTERN CORP	COM NEW	668074305	125,776	1,675,896	SH		DFND	2,5,6,8,11,12,13,19,20	1,519,478	700	155,718
NORWEGIAN CRUISE LINE HLDG L	SHS	G66721104	480,943	9,289,989	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,368,925	152,826	768,238
NORWOOD FINANCIAL CORP	COM	669549107	3,075	97,275	SH		DFND	2,20	82,119	0	15,156
NOVA MEASURING INSTRUMENTS L	COM	M7516K103	522	16,417	SH		DFND	2	16,417	0	0
NOVAGOLD RES INC	COM NEW	66987E206	25,644	4,224,687	SH		DFND	2,5,6,20	4,224,687	0	0
APERGY CORP	COM	03755L104	57,118	2,111,589	SH		DFND	1,2,5,6,8,11,12,13,19,20	2,008,359	5,503	97,727
NOVANTA INC	COM	67000B104	56,405	690,221	SH		DFND	2,5,8,20	586,079	0	104,142
NOVARTIS A G	SPONSORED ADR	66987V109	236,502	2,721,543	SH		DFND	1,2,20	155,824	0	2,565,719
NOVAVAX INC	COM NEW	670002401	2,129	424,189	SH		DFND	2,5,8,20	424,189	0	0
NOVO-NORDISK A S	ADR	670100205	240,358	4,649,095	SH		DFND	1,20	189,738	0	4,459,357
NOVOCURE LTD	ORD SHS	G6674U108	120,808	1,615,508	SH		DFND	2,5,8,20	1,357,105	0	258,403
NOW INC	COM	67011P100	40,310	3,514,401	SH		DFND	2,5,6,8,11,12,20	3,181,350	4,090	328,961
NRC GROUP HLDGS CORP	COM	629375106	2,066	166,049	SH		DFND	2,20	166,049	0	0
NRG ENERGY INC	COM NEW	629377508	510,760	12,897,982	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,590,468	302,234	1,005,280
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	19,585	17,275,000	SH		DFND	2,5	17,275,000	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	58,096	1,365,992	SH		DFND	2,5,6,8,11,13,19,20	1,297,454	640	67,898
APOGEE ENTERPRISES INC	COM	037598109	47,736	1,224,310	SH		DFND	2,5,8,20	753,693	1,128	469,489
NUANCE COMMUNICATIONS INC	COM	67020Y100	59,917	3,673,659	SH		DFND	2,5,8,12,13,20	3,322,966	8,683	342,010
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	19,990	21,070,000	SH		DFND	2,5	21,070,000	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	10,952	11,025,000	SH		DFND	2,5	11,025,000	0	0
NUCOR CORP	COM	670346105	957,529	18,663,092	SH		DFND	2,5,6,8,10,11,12,13,19,20	17,018,556	250,216	1,394,320
NUTANIX INC	CL A	67059N108	47,666	1,815,830	SH		DFND	2,5,8,13,19,20	1,639,621	1,100	175,109
NUTANIX INC	NOTE 1/1	67059NAB4	17,281	18,475,000	SH		DFND	2,5	18,475,000	0	0
NUTRIEN LTD	COM	67077M108	48,700	967,605	SH		DFND	2,10	967,605	0	0
NUVASIVE INC	COM	670704105	114,366	1,804,442	SH		DFND	2,5,6,8,11,13,19,20	1,644,162	761	159,519
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	23,577	20,007,000	SH		DFND	2,5	20,007,000	0	0
NUVECTRA CORP	COM	67075N108	50	36,659	SH		DFND	2,20	36,659	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	93,832	4,780,358	SH		DFND	2,5,6,8,19,20	4,321,939	0	458,419
NV5 GLOBAL INC	COM	62945V109	13,997	205,017	SH		DFND	2,5,8,20	173,211	0	31,806
NVE CORP	COM NEW	629445206	7,153	107,813	SH		DFND	2,5,8,20	93,087	0	14,726
NVENT ELECTRIC PLC	SHS	G6700G107	289,368	13,129,215	SH		DFND	2,5,6,8,11,12,13,19,20	12,937,707	7,326	184,182
NVIDIA CORP	COM	67066G104	4,290,273	24,646,826	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,551,003	648,414	2,447,409
NVR INC	COM	62944T105	588,404	158,286	SH		DFND	2,5,6,8,10,11,12,13,19,20	145,409	3,906	8,971
NXP SEMICONDUCTORS N V	COM	N6596X109	789,088	7,206,780	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,221,714	461,096	1,523,970
NXP SEMICONDUCTORS N V	NOTE 1.000%12/0	62952QAB6	39,625	36,240,000	SH		DFND	2,5	36,240,000	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	1,354,501	3,398,913	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,033,483	57,636	307,794
OAK VALLEY BANCORP OAKDALE C	COM	671807105	1,811	108,009	SH		DFND	2,20	91,031	0	16,978
OASIS PETE INC NEW	COM	674215108	70,203	20,289,819	SH		DFND	2,5,6,11,12,13,20	19,325,300	2,400	962,119
APOLLO MEDICAL HLDGS INC	COM NEW	03763A207	8,778	498,197	SH		DFND	2,5,8,20	425,694	0	72,503
OCCIDENTAL PETE CORP	COM	674599105	1,967,308	43,480,351	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	39,597,250	636,008	3,247,093
OCEANEERING INTL INC	COM	675232102	48,859	3,605,796	SH		DFND	2,5,6,8,11,12,20	3,306,698	2,087	297,011
OCEANFIRST FINL CORP	COM	675234108	24,347	1,031,640	SH		DFND	2,5,8,20	838,192	0	193,448
OCULAR THERAPEUTIX INC	COM	67576A100	2,046	672,896	SH		DFND	2,5,20	565,067	0	107,829
OCWEN FINL CORP	COM NEW	675746309	4,759	2,531,490	SH		DFND	2,5,8,20	2,128,830	5,379	397,281
ODONATE THERAPEUTICS INC	COM	676079106	5,365	206,111	SH		DFND	2,5,8,20	181,309	0	24,802
OFFICE DEPOT INC	COM	676220106	32,421	18,473,272	SH		DFND	2,5,8,12,13,20	16,828,646	8,740	1,635,886
OFFICE PPTYS INCOME TR	COM SHS BEN INT	67623C109	80,862	2,639,095	SH		DFND	2,5,8,10,20	2,639,095	0	0
OFG BANCORP	COM	67103X102	38,772	1,764,858	SH		DFND	2,5,8,20	1,605,077	3,711	156,070
OGE ENERGY CORP	COM	670837103	325,185	7,165,813	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,357,461	268,257	540,095
ABRAXAS PETE CORP	COM	003830106	1,473	2,902,957	SH		DFND	2,5,20	2,447,946	0	455,011
APPFOLIO INC	COM CL A	03783C100	31,855	334,825	SH		DFND	2,5,8,20	290,255	0	44,570
OHIO VY BANC CORP	COM	677719106	2,306	63,192	SH		DFND	2,20	51,762	0	11,430
OI S A	SPONSORED ADR NE	670851500	461	419,397	SH		DFND	2	419,397	0	0
OIL DRI CORP AMER	COM	677864100	3,403	99,898	SH		DFND	2,5,13,20	79,939	0	19,959
OIL STS INTL INC	COM	678026105	26,448	1,988,557	SH		DFND	2,5,8,20	1,806,075	2,097	180,385
OKTA INC	CL A	679295105	216,043	2,194,216	SH		DFND	2,5,6,8,10,12,13,19,20	2,077,004	0	117,212
OLD DOMINION FREIGHT LINE IN	COM	679580100	372,354	2,190,704	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,942,175	88,225	160,304
OLD LINE BANCSHARES INC	COM	67984M100	9,521	328,196	SH		DFND	2,5,20	280,783	0	47,413
OLD NATL BANCORP IND	COM	680033107	100,341	5,832,109	SH		DFND	2,5,8,20	5,311,735	700	519,674
OLD POINT FINL CORP	COM	680194107	953	40,086	SH		DFND	20	1,701	0	38,385
OLD REP INTL CORP	COM	680223104	508,438	21,571,413	SH		DFND	2,5,6,8,11,12,13,19,20	20,455,783	60,786	1,054,844
APPIAN CORP	CL A	03782L101	31,668	666,685	SH		DFND	2,5,8,20	666,685	0	0
OLD SECOND BANCORP INC ILL	COM	680277100	6,724	550,258	SH		DFND	2,5,20	446,978	0	103,280
OLIN CORP	COM PAR $1	680665205	122,776	6,558,544	SH		DFND	2,5,6,11,13,20	3,691,559	2,683,840	183,145
OLLIES BARGAIN OUTLT HLDGS I	COM	681116109	76,064	1,297,129	SH		DFND	2,5,6,8,11,19,20	1,244,130	1,300	51,699
OLYMPIC STEEL INC	COM	68162K106	4,040	280,524	SH		DFND	2,20	250,683	0	29,841
OMEGA FLEX INC	COM	682095104	6,053	59,044	SH		DFND	2,5,20	49,726	0	9,318
OMEGA HEALTHCARE INVS INC	COM	681936100	378,419	9,055,241	SH		DFND	2,5,6,8,10,11,13,19,20	8,447,826	55,271	552,144
OMEROS CORP	COM	682143102	17,191	1,052,724	SH		DFND	2,5,8,20	903,856	0	148,868
OMNICELL INC	COM	68213N109	85,176	1,178,574	SH		DFND	2,5,8,20	1,052,577	602	125,395
OMNICOM GROUP INC	COM	681919106	889,807	11,270,937	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,134,139	247,008	889,790
OMNOVA SOLUTIONS INC	COM	682129101	9,012	894,959	SH		DFND	2,5,8,20	753,645	3,146	138,168
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	160,485	9,679,447	SH		DFND	2,5,8,10,12,13,19,20	9,067,313	57,758	554,376
ON DECK CAP INC	COM	682163100	3,972	1,182,203	SH		DFND	2,5,20	980,548	0	201,655
ON SEMICONDUCTOR CORP	COM	682189105	197,326	10,272,024	SH		DFND	2,5,6,8,10,12,13,19,20	8,801,632	292,505	1,177,887
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	25,617	21,800,000	SH		DFND	2,5	21,800,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	19,931	16,450,000	SH		DFND	2,5	16,450,000	0	0
ONCOCYTE CORPORATION	COM	68235C107	884	420,833	SH		DFND	2,20	420,833	0	0
ONCTERNAL THERAPEUTICS INC	COM	68236P107	134	26,827	SH		DFND	20	26,827	0	0
ONE GAS INC	COM	68235P108	164,790	1,714,598	SH		DFND	2,5,6,8,11,13,19,20	1,553,391	545	160,662
ONE LIBERTY PPTYS INC	COM	682406103	10,749	384,230	SH		DFND	2,5,8,20	329,870	0	54,360
ONEMAIN HLDGS INC	COM	68268W103	34,536	941,559	SH		DFND	2,5,8,13,20	851,881	1,100	88,578
ONEOK INC NEW	COM	682680103	1,469,503	19,941,692	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,072,366	228,370	1,640,956
APPLE INC	COM	037833100	41,262,541	184,232,445	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	156,578,327	4,728,975	22,925,143
ONESMART INTL ED GROUP LTD	SPONSORED ADS	68276W103	1,760	238,178	SH		DFND	2,5,20	238,178	0	0
ONESPAN INC	COM	68287N100	14,736	1,016,263	SH		DFND	2,5,8,20	912,653	1,012	102,598
ONESPAWORLD HOLDINGS LIMITED	COM	P73684113	12,454	801,958	SH		DFND	2,5,20	801,958	0	0
OOMA INC	COM	683416101	3,442	330,977	SH		DFND	2,20	276,072	0	54,905
OP BANCORP	COM	67109R109	1,788	182,779	SH		DFND	2,20	151,642	0	31,137
OPKO HEALTH INC	COM	68375N103	29,354	14,044,875	SH		DFND	2,5,8,13,20	12,882,601	12,625	1,149,649
OPPENHEIMER HLDGS INC	CL A NON VTG	683797104	5,624	187,078	SH		DFND	2,20	159,573	0	27,505
OPTIMIZERX CORP	COM NEW	68401U204	3,355	231,665	SH		DFND	2,20	231,665	0	0
OPTINOSE INC	COM	68404V100	3,059	437,023	SH		DFND	2,5,20	361,340	0	75,683
OPTION CARE HEALTH INC	COM	68404L102	7,531	2,353,433	SH		DFND	2,5,20	2,353,433	0	0
APPLIED DNA SCIENCES INC	COM NEW	03815U201	3	12,700	SH		DFND	20	12,700	0	0
OPUS BK IRVINE CALIF	COM	684000102	15,996	734,793	SH		DFND	2,5,8,20	673,408	1,600	59,785
ORACLE CORP	COM	68389X105	5,265,375	95,681,892	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	83,226,820	2,723,957	9,731,115
ORASURE TECHNOLOGIES INC	COM	68554V108	18,676	2,500,082	SH		DFND	2,5,8,20	2,315,014	1,058	184,010
ORBCOMM INC	COM	68555P100	7,962	1,672,758	SH		DFND	2,5,8,20	1,456,278	0	216,480
ORCHARD THERAPEUTICS PLC	ADS	68570P101	386	32,500	SH		DFND	2	32,500	0	0
ORCHID IS CAP INC	COM	68571X103	6,484	1,113,167	SH		DFND	2,5,20	974,374	0	138,793
ORGANOGENESIS HLDGS INC	COM	68621F102	827	125,843	SH		DFND	2,20	125,843	0	0
ORGANOVO HLDGS INC	COM	68620A104	17	63,907	SH		DFND	20	63,907	0	0
ORIGIN BANCORP INC	COM	68621T102	11,767	348,768	SH		DFND	2,5,8,20	290,976	0	57,792
ORION ENGINEERED CARBONS S A	COM	L72967109	17,613	1,054,028	SH		DFND	2,5,20	1,054,028	0	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	64,456	1,134,790	SH		DFND	2,5,8,20	1,018,056	295	116,439
ORION GROUP HOLDINGS INC	COM	68628V308	65	14,384	SH		DFND	20	14,384	0	0
ORITANI FINL CORP DEL	COM	68633D103	22,684	1,281,964	SH		DFND	2,5,6,8,20	1,166,734	0	115,230
ORIX CORP	SPONSORED ADR	686330101	440	5,851	SH		DFND	2,20	5,851	0	0
ORMAT TECHNOLOGIES INC	COM	686688102	62,784	845,124	SH		DFND	2,5,8,20	723,320	100	121,704
ORRSTOWN FINL SVCS INC	COM	687380105	3,285	150,021	SH		DFND	2,20	127,690	0	22,331
ORTHOFIX MED INC	COM	68752M108	36,701	692,205	SH		DFND	2,5,8,20	636,733	859	54,613
ORTHOPEDIATRICS CORP	COM	68752L100	5,679	161,058	SH		DFND	2,5,8,20	135,548	0	25,510
OSHKOSH CORP	COM	688239201	165,824	2,187,658	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,100,162	1,186	86,310
OSI SYSTEMS INC	COM	671044105	52,796	519,854	SH		DFND	2,5,8,19,20	468,717	0	51,137
OSMOTICA PHARMACEUTICALS PLC	SHS	G6S41R101	463	120,682	SH		DFND	2,20	120,682	0	0
APPLIED MATLS INC	COM	038222105	2,261,233	45,315,294	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	40,172,246	1,145,890	3,997,158
OTONOMY INC	COM	68906L105	83	34,590	SH		DFND	20	34,590	0	0
OTTER TAIL CORP	COM	689648103	46,871	872,010	SH		DFND	2,5,20	755,451	0	116,559
OUTFRONT MEDIA INC	COM	69007J106	55,635	2,002,687	SH		DFND	2,5,8,13,20	1,838,299	2,802	161,586
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	1,707	975,558	SH		DFND	2,20	748,495	0	227,063
OVERSTOCK COM INC DEL	COM	690370101	7,463	704,701	SH		DFND	2,5,20	625,746	0	78,955
OWENS & MINOR INC NEW	COM	690732102	13,062	2,248,255	SH		DFND	2,5,20	2,076,144	0	172,111
OWENS CORNING NEW	COM	690742101	266,593	4,218,249	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,808,427	119,173	290,649
OWENS ILL INC	COM NEW	690768403	39,577	3,853,689	SH		DFND	2,5,6,8,11,12,13,20	3,670,499	2,286	180,904
OXFORD IMMUNOTEC GLOBAL PLC	ORD SHS	G6855A103	541	32,530	SH		DFND	2	32,530	0	0
OXFORD INDS INC	COM	691497309	34,650	483,270	SH		DFND	2,5,8,20	432,294	641	50,335
APPLIED OPTOELECTRONICS INC	COM	03823U102	6,150	548,152	SH		DFND	2,5,8,20	497,016	0	51,136
P A M TRANSN SVCS INC	COM	693149106	1,473	24,924	SH		DFND	2,20	21,166	0	3,758
P T TELEKOMUNIKASI INDONESIA	SPONSORED ADR	715684106	25,253	838,708	SH		DFND	2,5,13,20	801,891	0	36,817
PACCAR INC	COM	693718108	1,042,280	14,887,583	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,161,220	384,584	1,341,779
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	15,387	2,982,010	SH		DFND	2,5,8,20	2,514,511	0	467,499
PACIFIC DRILLING SA LUXEMBOU	COM	L7257P205	1,674	428,123	SH		DFND	2,5,20	428,123	0	0
PACIFIC ETHANOL INC	COM	69423U305	17	29,552	SH		DFND	20	29,552	0	0
PACIFIC MERCANTILE BANCORP	COM	694552100	2,001	266,391	SH		DFND	2,20	193,887	0	72,504
PACIFIC PREMIER BANCORP	COM	69478X105	62,477	2,003,111	SH		DFND	2,5,8,20	1,789,770	0	213,341
PACIRA BIOSCIENCES	COM	695127100	50,519	1,327,004	SH		DFND	2,5,8,20	1,197,119	1,000	128,885
PACKAGING CORP AMER	COM	695156109	440,724	4,123,418	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,660,502	92,744	370,172
APPLIED THERAPEUTICS INC	COM	03828A101	119	10,803	SH		DFND	20	10,803	0	0
PACWEST BANCORP DEL	COM	695263103	156,287	4,300,697	SH		DFND	2,5,6,8,11,12,13,20	4,159,316	1,379	140,002
PAGERDUTY INC	COM	69553P100	3,208	113,543	SH		DFND	2,20	113,543	0	0
PAGSEGURO DIGITAL LTD	COM CL A	G68707101	6,074	131,154	SH		DFND	2,8,10,19,20	131,154	0	0
PALATIN TECHNOLOGIES INC	COM PAR $ .01	696077403	3,145	3,460,794	SH		DFND	2,5,20	2,945,767	0	515,027
PALO ALTO NETWORKS INC	COM	697435105	414,027	2,031,239	SH		DFND	2,5,6,8,10,12,13,19,20	1,754,191	51,039	226,009
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	54,821	51,925,000	SH		DFND	2,5	51,925,000	0	0
PALOMAR HLDGS INC	COM	69753M105	3,955	100,329	SH		DFND	2,20	100,329	0	0
PAMPA ENERGIA S A	SPONS ADR LVL I	697660207	29,835	1,718,624	SH		DFND	2,5,8,10,12,13,19,20	1,718,624	0	0
PANHANDLE OIL AND GAS INC	CL A	698477106	4,321	309,081	SH		DFND	2,5,20	258,980	0	50,101
PAPA JOHNS INTL INC	COM	698813102	36,796	702,880	SH		DFND	2,5,6,8,11,20	634,398	458	68,024
APPROACH RESOURCES INC	COM	03834A103	4	26,043	SH		DFND	20	26,043	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	28,364	1,240,753	SH		DFND	2,5,20	1,135,509	0	105,244
PAR TECHNOLOGY CORP	COM	698884103	5,101	214,605	SH		DFND	2,5,20	182,548	0	32,057
PARAMOUNT GROUP INC	COM	69924R108	104,225	7,749,682	SH		DFND	2,5,8,10,13,20	7,279,393	55,275	415,014
PARATEK PHARMACEUTICALS INC	COM	699374302	2,911	673,779	SH		DFND	2,5,20	585,322	0	88,457
PARETEUM CORP	COM NEW	69946T207	2,458	1,905,561	SH		DFND	2,5,20	1,905,561	0	0
PARK AEROSPACE CORP	COM	70014A104	11,667	660,654	SH		DFND	2,5,8,20	660,654	0	0
PARK CITY GROUP INC	COM NEW	700215304	126	21,896	SH		DFND	2,20	21,896	0	0
PARK HOTELS RESORTS INC	COM	700517105	279,191	10,984,609	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,294,199	62,646	627,764
PARK NATL CORP	COM	700658107	28,830	304,082	SH		DFND	2,5,8,20	261,303	0	42,779
PARK OHIO HLDGS CORP	COM	700666100	4,947	165,658	SH		DFND	2,5,20	141,666	0	23,992
AC IMMUNE SA	SHS	H00263105	161	32,439	SH		DFND	2	32,439	0	0
APTARGROUP INC	COM	038336103	282,742	2,387,013	SH		DFND	2,5,6,8,11,12,13,19,20	2,309,990	810	76,213
PARKE BANCORP INC	COM	700885106	3,506	157,808	SH		DFND	2,20	127,829	0	29,979
PARKER DRILLING CO	COM	701081507	2,864	151,349	SH		DFND	2,20	151,349	0	0
PARKER HANNIFIN CORP	COM	701094104	920,158	5,094,722	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	4,515,526	97,312	481,884
PARSLEY ENERGY INC	CL A	701877102	133,690	7,957,716	SH		DFND	2,5,6,8,10,12,13,19,20	7,052,757	130,700	774,259
PARSONS CORPORATION	COM	70202L102	41,924	1,271,182	SH		DFND	2,5,20	1,271,182	0	0
PARTY CITY HOLDCO INC	COM	702149105	6,354	1,112,790	SH		DFND	2,5,8,20	954,623	0	158,167
PATRICK INDS INC	COM	703343103	28,173	657,025	SH		DFND	2,5,8,20	588,068	0	68,957
PATTERN ENERGY GROUP INC	CL A	70338P100	54,659	1,998,816	SH		DFND	2,5,8,20	1,730,184	0	268,632
PATTERSON COMPANIES INC	COM	703395103	53,159	2,983,118	SH		DFND	2,5,6,8,11,12,13,20	2,717,257	3,364	262,497
PATTERSON UTI ENERGY INC	COM	703481101	49,591	5,800,093	SH		DFND	2,5,6,8,11,12,13,19,20	5,543,132	2,087	254,874
APTEVO THERAPEUTICS INC	COM	03835L108	7	12,061	SH		DFND	20	12,061	0	0
PAYCHEX INC	COM	704326107	1,173,776	14,181,175	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	12,377,375	486,087	1,317,713
PAYCOM SOFTWARE INC	COM	70432V102	220,877	1,054,356	SH		DFND	2,5,6,8,10,12,13,19,20	993,071	800	60,485
PAYLOCITY HLDG CORP	COM	70438V106	42,169	432,148	SH		DFND	2,5,8,19,20	402,575	0	29,573
PAYPAL HLDGS INC	COM	70450Y103	4,779,920	46,142,679	SH		DFND	2,5,6,8,10,11,12,13,19,20	40,997,832	803,900	4,340,947
PAYSIGN INC	COM	70451A104	5,773	571,596	SH		DFND	2,5,20	571,596	0	0
PBF ENERGY INC	CL A	69318G106	120,409	4,428,420	SH		DFND	2,5,6,8,11,12,13,20	4,275,260	1,000	152,160
PC CONNECTION INC	COM	69318J100	8,986	231,004	SH		DFND	2,5,8,20	200,089	0	30,915
PC-TEL INC	COM	69325Q105	97	11,562	SH		DFND	20	11,562	0	0
PCSB FINL CORP	COM	69324R104	6,021	301,211	SH		DFND	2,5,6,20	254,502	0	46,709
PDC ENERGY INC	COM	69327R101	81,582	2,939,896	SH		DFND	2,5,13,20	2,746,553	1,214	192,129
APTIV PLC	SHS	G6095L109	951,451	10,883,663	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,650,514	280,181	952,968
PDF SOLUTIONS INC	COM	693282105	10,503	803,559	SH		DFND	2,5,20	727,011	0	76,548
PDL BIOPHARMA INC	COM	69329Y104	7,340	3,398,172	SH		DFND	2,5,8,20	2,977,135	4,743	416,294
PDL CMNTY BANCORP	COM	69290X101	1,855	131,962	SH		DFND	2,6,20	110,051	0	21,911
PEABODY ENERGY CORP NEW	COM	704551100	37,469	2,545,441	SH		DFND	2,5,8,13,20	2,361,950	2,400	181,091
PEAPACK-GLADSTONE FINL CORP	COM	704699107	11,352	404,993	SH		DFND	2,5,20	348,282	0	56,711
PEBBLEBROOK HOTEL TR	COM	70509V100	193,563	6,864,972	SH		DFND	2,5,6,8,10,11,13,19,20	6,316,254	32,646	516,072
PEGASYSTEMS INC	COM	705573103	35,438	520,539	SH		DFND	2,5,8,19,20	472,851	226	47,462
PENN NATL GAMING INC	COM	707569109	63,631	3,416,421	SH		DFND	2,5,6,8,20	3,074,859	3,150	338,412
PENN VA CORP NEW	COM	70788V102	16,163	555,990	SH		DFND	2,5,20	518,122	0	37,868
PENNEY J C CORP INC	COM	708160106	8,159	9,178,997	SH		DFND	1,2,5,8,20	8,257,282	11,544	910,171
APYX MED CORP	COM	03837C106	3,775	557,677	SH		DFND	2,20	557,677	0	0
PENNS WOODS BANCORP INC	COM	708430103	3,991	86,298	SH		DFND	2,20	74,628	0	11,670
PENNSYLVANIA RL ESTATE INVT	SH BEN INT	709102107	15,709	2,746,324	SH		DFND	2,5,8,20	2,514,911	2,539	228,874
PENNYMAC FINL SVCS INC	COM	70932M107	17,172	565,255	SH		DFND	2,5,8,20	490,474	0	74,781
PENNYMAC MTG INVT TR	COM	70931T103	61,640	2,772,844	SH		DFND	2,5,8,13,19,20	2,484,566	29,100	259,178
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	30,884	653,220	SH		DFND	2,5,8,13,20	607,836	1,317	44,067
PENTAIR PLC	SHS	G7S00T104	414,933	10,977,057	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,016,750	176,085	784,222
PENUMBRA INC	COM	70975L107	110,667	822,863	SH		DFND	2,5,6,8,11,13,19,20	782,241	700	39,922
PEOPLES BANCORP INC	COM	709789101	12,388	389,440	SH		DFND	2,5,8,20	327,022	0	62,418
PEOPLES BANCORP N C INC	COM	710577107	2,065	69,508	SH		DFND	2,20	59,333	0	10,175
PEOPLES FINL SVCS CORP	COM	711040105	5,478	120,951	SH		DFND	2,5,20	100,696	0	20,255
AQUA AMERICA INC	COM	03836W103	427,021	9,525,350	SH		DFND	2,5,6,8,11,12,13,19,20	9,262,714	3,476	259,160
PEOPLES UTAH BANCORP	COM	712706209	8,647	305,649	SH		DFND	2,5,8,20	258,392	0	47,257
PEOPLES UTD FINL INC	COM	712704105	709,659	45,389,130	SH		DFND	2,5,6,8,10,11,12,13,19,20	43,171,839	256,945	1,960,346
PEPSICO INC	COM	713448108	9,149,344	66,734,823	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	59,809,061	1,098,432	5,827,330
PERFICIENT INC	COM	71375U101	38,994	1,010,743	SH		DFND	2,5,8,20	916,090	0	94,653
PERFORMANCE FOOD GROUP CO	COM	71377A103	100,260	2,179,098	SH		DFND	2,5,8,12,13,20	1,856,756	2,800	319,542
PERFORMANT FINL CORP	COM	71377E105	16	14,799	SH		DFND	20	14,799	0	0
PERKINELMER INC	COM	714046109	369,155	4,334,330	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,046,843	2,007	285,480
PERMIAN BASIN RTY TR	UNIT BEN INT	714236106	221	42,244	SH		DFND	2	42,244	0	0
PERRIGO CO PLC	SHS	G97822103	350,434	6,270,068	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,914,015	86,517	1,269,536
PERSONALIS INC	COM	71535D106	1,698	115,718	SH		DFND	2,20	115,718	0	0
AQUA AMERICA INC	UNIT 04/30/2022	03836W202	21,406	354,000	SH		DFND	2	354,000	0	0
PERSPECTA INC	COM	715347100	120,887	4,617,398	SH		DFND	1,2,5,6,8,11,12,13,20	4,179,702	6,068	431,628
PETIQ INC	COM CL A	71639T106	11,974	439,235	SH		DFND	2,5,8,20	382,248	0	56,987
PETMED EXPRESS INC	COM	716382106	15,377	853,315	SH		DFND	2,5,8,20	794,121	1,400	57,794
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	118,976	8,984,524	SH		DFND	1,2,5,10,19,20	7,963,377	897,809	123,338
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	120,539	8,284,457	SH		DFND	1,2,5,8,10,20	7,507,850	647,184	129,423
PFENEX INC	COM	717071104	4,661	552,294	SH		DFND	2,20	489,241	0	63,053
PFIZER INC	COM	717081103	10,429,381	290,269,434	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	208,100,325	4,321,935	77,847,174
PFSWEB INC	COM NEW	717098206	64	25,389	SH		DFND	2,20	25,389	0	0
PG&E CORP	COM	69331C108	61,137	6,113,697	SH		DFND	1,2,5,8,12,19,20	5,852,263	10,050	251,384
PGT INNOVATIONS INC	COM	69336V101	27,859	1,613,153	SH		DFND	2,5,8,20	1,440,204	0	172,949
AQUAVENTURE HLDGS LTD	SHS	G0443N107	5,181	266,663	SH		DFND	2,5,8,20	229,417	0	37,246
PHASEBIO PHARMACEUTICALS INC	COM	717224109	923	221,242	SH		DFND	2,20	221,242	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	13,937	653,400	SH		DFND	2,5,8,20	591,578	0	61,822
PHILIP MORRIS INTL INC	COM	718172109	4,729,968	61,352,264	SH		DFND	2,5,6,8,10,12,13,19,20	55,933,348	954,583	4,464,333
PHILLIPS 66	COM	718546104	2,327,285	22,727,392	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,332,983	599,311	1,795,098
PHOENIX NEW MEDIA LTD	SPONSORED ADS	71910C103	123	48,002	SH		DFND	2,20	48,002	0	0
PHOTRONICS INC	COM	719405102	24,514	2,253,100	SH		DFND	2,5,8,20	2,057,675	3,340	192,085
PHREESIA INC	COM	71944F106	3,827	157,865	SH		DFND	2,20	157,865	0	0
PHUNWARE INC	COM	71948P100	170	117,850	SH		DFND	2,20	117,850	0	0
PHYSICIANS RLTY TR	COM	71943U104	111,163	6,262,695	SH		DFND	2,5,8,10,20	5,481,723	46,749	734,223
PICO HLDGS INC	COM NEW	693366205	4,094	405,793	SH		DFND	2,5,20	344,725	0	61,068
ARAMARK	COM	03852U106	227,417	5,218,376	SH		DFND	2,5,6,8,10,12,13,19,20	4,459,325	130,311	628,740
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	122,660	5,874,534	SH		DFND	2,5,8,10,12,13,20	5,331,014	33,854	509,666
PIERIS PHARMACEUTICALS INC	COM	720795103	3,312	971,245	SH		DFND	2,5,20	822,877	0	148,368
PILGRIMS PRIDE CORP NEW	COM	72147K108	41,033	1,280,486	SH		DFND	2,5,6,8,11,13,20	1,210,966	0	69,520
PINDUODUO INC	SPONSORED ADS	722304102	121,958	3,785,159	SH		DFND	1,2,5,8,10,11,12,13,19,20	3,785,159	0	0
PINNACLE FINL PARTNERS INC	COM	72346Q104	132,911	2,342,045	SH		DFND	2,5,6,8,11,13,20	2,237,142	1,000	103,903
PINNACLE WEST CAP CORP	COM	723484101	598,409	6,164,714	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,553,254	147,370	464,090
PINTEREST INC	CL A	72352L106	2,449	92,605	SH		DFND	2,19,20	92,605	0	0
PIONEER BANCORP INC	COM	723561106	1,243	99,525	SH		DFND	2,20	99,525	0	0
PIONEER NAT RES CO	COM	723787107	1,022,259	8,099,693	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,374,984	116,161	608,548
PIPER JAFFRAY COS	COM	724078100	33,082	438,292	SH		DFND	2,5,8,20	396,383	0	41,909
ARBOR RLTY TR INC	COM	038923108	5,576	425,336	SH		DFND	2,5,8,20	425,336	0	0
PITNEY BOWES INC	COM	724479100	24,779	5,422,136	SH		DFND	2,5,8,12,13,20	4,846,407	3,874	571,855
PIVOTAL SOFTWARE INC	COM CL A	72582H107	4,450	298,228	SH		DFND	2,5,8,20	298,228	0	0
PIXELWORKS INC	COM NEW	72581M305	126	34,017	SH		DFND	2,20	34,017	0	0
PJT PARTNERS INC	COM CL A	69343T107	18,289	449,358	SH		DFND	2,5,8,20	379,444	0	69,914
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	79,547	3,746,906	SH		DFND	2,5,6,8,10,12,13,19,20	1,266,645	430,422	2,049,839
PLANET FITNESS INC	CL A	72703H101	62,359	1,077,572	SH		DFND	2,5,8,13,19,20	987,987	2,200	87,385
PLANTRONICS INC NEW	COM	727493108	41,119	1,101,793	SH		DFND	2,5,6,8,11,20	1,001,497	211	100,085
PLAYA HOTELS & RESORTS NV	SHS	N70544106	2,615	333,939	SH		DFND	2,5,8,20	333,939	0	0
PLAYAGS INC	COM	72814N104	5,334	518,860	SH		DFND	2,5,8,20	436,952	0	81,908
PLDT INC	SPONSORED ADR	69344D408	952	43,290	SH		DFND	2,5,20	43,290	0	0
ARBUTUS BIOPHARMA CORP	COM	03879J100	18	11,686	SH		DFND	2,20	11,686	0	0
PLEXUS CORP	COM	729132100	56,863	909,662	SH		DFND	2,5,8,20	818,074	186	91,402
PLUG POWER INC	COM NEW	72919P202	12,742	4,845,012	SH		DFND	2,5,8,20	4,130,410	0	714,602
PLURALSIGHT INC	COM CL A	72941B106	14,763	878,991	SH		DFND	2,5,8,20	818,610	0	60,381
PNC FINL SVCS GROUP INC	COM	693475105	2,834,452	20,222,977	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,001,227	361,390	1,860,360
PNM RES INC	COM	69349H107	134,361	2,579,900	SH		DFND	2,5,6,8,11,12,13,20	2,341,426	1,065	237,409
POINTS INTL LTD	COM NEW	730843208	260	23,699	SH		DFND	2,13	21,999	0	1,700
POLARIS INC	COM	731068102	427,198	4,853,969	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,623,608	53,882	176,479
POLARITYTE INC	COM	731094108	584	180,708	SH		DFND	2,20	154,919	0	25,789
POLYONE CORP	COM	73179P106	81,587	2,483,847	SH		DFND	2,5,6,8,11,20	2,241,237	1,060	241,550
POOL CORPORATION	COM	73278L105	190,934	946,623	SH		DFND	2,5,6,8,11,13,19,20	895,600	829	50,194
ACACIA COMMUNICATIONS INC	COM	00401C108	50,114	766,264	SH		DFND	2,5,8,20	653,824	0	112,440
ARC DOCUMENT SOLUTIONS INC	COM	00191G103	52	38,476	SH		DFND	20	38,476	0	0
POPULAR INC	COM NEW	733174700	114,915	2,111,539	SH		DFND	2,5,8,12,13,20	1,989,168	1,367	121,004
PORTLAND GEN ELEC CO	COM NEW	736508847	112,668	1,985,216	SH		DFND	2,5,8,12,13,20	1,721,001	1,400	262,815
PORTOLA PHARMACEUTICALS INC	COM	737010108	85,586	3,191,127	SH		DFND	2,5,8,13,19,20	2,970,079	700	220,348
POSCO	SPONSORED ADR	693483109	22,761	482,627	SH		DFND	2,5,19,20	471,401	0	11,226
POST HLDGS INC	COM	737446104	168,641	1,593,356	SH		DFND	2,5,6,8,11,13,20	1,511,383	1,423	80,550
POTBELLY CORP	COM	73754Y100	2,071	474,939	SH		DFND	2,5,20	409,389	0	65,550
POTLATCHDELTIC CORPORATION	COM	737630103	85,829	2,089,064	SH		DFND	2,5,6,8,11,19,20	1,887,404	653	201,007
POWELL INDS INC	COM	739128106	10,131	258,767	SH		DFND	2,5,8,20	232,684	0	26,083
POWER INTEGRATIONS INC	COM	739276103	83,208	920,136	SH		DFND	2,5,8,20	833,071	200	86,865
PPDAI GROUP INC	SPONSORED ADR	69354V108	2,953	1,018,249	SH		DFND	2,5,13,20	1,018,249	0	0
ARCBEST CORP	COM	03937C105	24,608	808,145	SH		DFND	2,5,8,20	730,539	1,000	76,606
PPG INDS INC	COM	693506107	1,377,732	11,625,446	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,453,506	255,715	916,225
PPL CORP	COM	69351T106	1,215,277	38,103,348	SH		DFND	2,5,6,8,10,11,12,13,19,20	34,183,182	521,602	3,398,564
PQ GROUP HLDGS INC	COM	73943T103	11,815	741,240	SH		DFND	2,5,8,20	626,526	0	114,714
PRA GROUP INC	COM	69354N106	45,704	1,352,594	SH		DFND	2,5,8,20	1,215,020	134	137,440
PRA HEALTH SCIENCES INC	COM	69354M108	142,651	1,437,580	SH		DFND	2,5,6,8,11,13,19,20	1,356,333	900	80,347
PRECISION BIOSCIENCES INC	COM	74019P108	1,196	142,527	SH		DFND	2,20	142,527	0	0
PREFERRED APT CMNTYS INC	COM	74039L103	13,328	906,078	SH		DFND	2,5,8,20	756,925	0	149,153
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	23,411	446,941	SH		DFND	2,5,8,20	407,205	0	39,736
PREFORMED LINE PRODS CO	COM	740444104	2,877	52,508	SH		DFND	2,20	45,635	0	6,873
PREMIER FINL BANCORP INC	COM	74050M105	3,525	205,326	SH		DFND	2,5,13,20	174,103	0	31,223
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L203	371	26,045	SH		DFND	1,2,20	26,045	0	0
PREMIER INC	CL A	74051N102	25,313	875,277	SH		DFND	2,5,8,19,20	806,982	0	68,295
PRESIDIO INC	COM	74102M103	16,404	968,452	SH		DFND	2,5,8,20	829,348	0	139,104
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	63,353	1,826,257	SH		DFND	2,5,6,8,11,20	1,658,755	2,000	165,502
PREVAIL THERAPEUTICS INC	COM	74140Y101	763	62,119	SH		DFND	2,20	62,119	0	0
PRGX GLOBAL INC	COM NEW	69357C503	1,653	321,007	SH		DFND	2,20	267,591	0	53,416
PRICE T ROWE GROUP INC	COM	74144T108	1,498,485	13,115,845	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,775,296	382,737	957,812
PRICELINE GRP INC	COM	09857L108	3,657,816	1,863,751	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,645,536	48,989	169,226
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	45,723	30,602,000	SH		DFND	2,5	30,602,000	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	36,556	31,545,000	SH		DFND	2,5	31,545,000	0	0
PRICESMART INC	COM	741511109	48,829	686,762	SH		DFND	2,5,8,20	617,426	65	69,271
ARCH CAP GROUP LTD	ORD	G0450A105	435,153	10,365,711	SH		DFND	2,5,6,8,10,12,13,19,20	9,099,010	284,211	982,490
PRIMEENERGY RESOURCES CORP	COM	74158E104	859	7,473	SH		DFND	2,20	7,473	0	0
PRIMERICA INC	COM	74164M108	149,676	1,176,423	SH		DFND	2,5,6,8,11,12,13,20	1,135,131	1,000	40,292
PRIMO WTR CORP	COM	74165N105	8,517	693,555	SH		DFND	2,5,8,20	584,329	0	109,226
PRIMORIS SVCS CORP	COM	74164F103	17,342	881,637	SH		DFND	2,5,8,20	748,985	1,300	131,352
PRINCIPAL FINL GROUP INC	COM	74251V102	721,967	12,635,052	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,423,271	205,556	1,006,225
PRINCIPIA BIOPHARMA INC	COM	74257L108	7,082	250,774	SH		DFND	2,5,20	224,043	0	26,731
PRIORITY TECHNOLOGY HLDGS IN	COM	74275G107	300	62,201	SH		DFND	2,20	62,201	0	0
PROASSURANCE CORP	COM	74267C106	74,287	1,830,688	SH		DFND	2,5,6,8,13,20	1,664,861	648	165,179
PROCTER & GAMBLE CO	COM	742718109	14,733,332	118,454,191	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	100,281,769	2,651,900	15,520,522
PROGENICS PHARMACEUTICALS IN	COM	743187106	18,531	3,665,843	SH		DFND	2,5,8,20	3,414,981	0	250,862
ARCH COAL INC	CL A	039380407	45,030	606,879	SH		DFND	2,5,10,19,20	557,316	6,768	42,795
PROGRESS SOFTWARE CORP	COM	743312100	52,913	1,390,251	SH		DFND	2,5,8,10,20	1,255,344	0	134,907
PROGRESSIVE CORP OHIO	COM	743315103	2,021,320	26,165,952	SH		DFND	2,5,6,8,10,11,12,13,19,20	23,073,270	782,905	2,309,777
PROLOGIS INC	COM	74340W103	3,741,097	43,899,288	SH		DFND	2,5,6,8,10,11,12,13,19,20	39,883,922	597,912	3,417,454
PROOFPOINT INC	COM	743424103	92,037	713,190	SH		DFND	2,5,8,13,19,20	644,324	1,000	67,866
PROPETRO HLDG CORP	COM	74347M108	26,097	2,870,972	SH		DFND	2,5,8,20	2,630,334	0	240,638
PROQR THRAPEUTICS N V	SHS EURO	N71542109	713	123,870	SH		DFND	2,5,8,20	115,935	0	7,935
PROS HOLDINGS INC	COM	74346Y103	42,806	718,221	SH		DFND	2,5,8,20	614,972	0	103,249
PROSIGHT GLOBAL INC	COM	74349J103	2,192	113,240	SH		DFND	2,20	113,240	0	0
PROSPERITY BANCSHARES INC	COM	743606105	163,236	2,298,926	SH		DFND	2,5,6,8,11,13,20	2,220,799	960	77,167
PROTAGONIST THERAPEUTICS INC	COM	74366E102	3,784	315,043	SH		DFND	2,20	315,043	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	1,511,563	36,804,542	SH		DFND	2,5,6,8,10,11,12,13,19,20	33,428,828	623,100	2,752,614
PROTECTIVE INS CORP	CL B	74368L203	3,696	211,798	SH		DFND	2,5,20	181,739	775	29,284
PROTEOSTASIS THERAPEUTICS IN	COM	74373B109	9	11,200	SH		DFND	20	11,200	0	0
PROTHENA CORP PLC	SHS	G72800108	9,382	1,196,623	SH		DFND	2,5,8,20	1,075,930	94	120,599
PROTO LABS INC	COM	743713109	77,777	761,771	SH		DFND	2,5,8,20	677,907	300	83,564
PROVENTION BIO INC	COM	74374N102	117	17,100	SH		DFND	20	17,100	0	0
PROVIDENCE SVC CORP	COM	743815102	20,552	345,652	SH		DFND	2,5,8,20	312,692	0	32,960
PROVIDENT BANCORP INC	COM	74383X109	2,254	93,801	SH		DFND	2,20	65,723	0	28,078
PROVIDENT FINL HLDGS INC	COM	743868101	1,634	78,761	SH		DFND	2,20	78,761	0	0
PROVIDENT FINL SVCS INC	COM	74386T105	46,149	1,881,349	SH		DFND	2,5,8,19,20	1,690,214	2,100	189,035
PRUDENTIAL BANCORP INC NEW	COM	74431A101	2,196	129,108	SH		DFND	2,20	111,986	0	17,122
ARCHROCK INC	COM	03957W106	40,146	4,026,677	SH		DFND	2,5,8,20	3,637,010	2,651	387,016
PRUDENTIAL FINL INC	COM	744320102	1,685,589	18,739,175	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,648,287	291,846	1,799,042
PRUDENTIAL PLC	ADR	74435K204	260	7,060	SH		DFND	20	7,060	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	212,723	1,169,127	SH		DFND	2,5,6,8,10,11,20	1,084,682	5,048	79,397
PTC INC	COM	69370C100	233,124	3,419,245	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,066,187	73,911	279,147
PTC THERAPEUTICS INC	COM	69366J200	70,173	2,074,902	SH		DFND	2,5,8,20	1,900,477	0	174,425
PUBLIC STORAGE	COM	74460D109	2,724,711	11,109,028	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,973,414	209,983	925,631
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	1,691,729	27,250,788	SH		DFND	2,5,6,8,10,11,12,13,19,20	24,051,806	611,984	2,586,998
PULSE BIOSCIENCES INC	COM	74587B101	2,830	183,291	SH		DFND	2,5,20	149,669	0	33,622
PULTE GROUP INC	COM	745867101	450,363	12,285,280	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,042,000	192,753	1,050,527
PUMA BIOTECHNOLOGY INC	COM	74587V107	31,925	2,965,656	SH		DFND	2,5,8,13,20	2,867,397	1,000	97,259
ARCONIC INC	COM	03965L100	552,292	21,242,013	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,042,844	288,708	1,910,461
PURE STORAGE INC	CL A	74624M102	48,558	2,866,497	SH		DFND	2,5,8,19,20	2,592,328	2,000	272,169
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	17,329	17,600,000	SH		DFND	2,5	17,600,000	0	0
PURECYCLE CORP	COM NEW	746228303	2,864	278,558	SH		DFND	2,20	241,825	0	36,733
PURPLE INNOVATION INC	COM	74640Y106	556	73,796	SH		DFND	2,20	66,962	0	6,834
PUXIN LTD	ADS	74704P108	167	20,900	SH		DFND	2	20,900	0	0
PVH CORP	COM	693656100	293,443	3,325,885	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,930,333	51,226	344,326
PYXUS INTL INC	COM	74737V106	1,882	143,867	SH		DFND	2,5,20	118,730	0	25,137
PZENA INVESTMENT MGMT INC	CLASS A	74731Q103	2,837	317,995	SH		DFND	2,20	269,373	0	48,622
Q2 HLDGS INC	COM	74736L109	70,015	887,723	SH		DFND	2,5,8,20	760,020	800	126,903
QAD INC	CL A	74727D306	10,279	222,592	SH		DFND	2,5,8,20	187,538	0	35,054
ARCOS DORADOS HOLDINGS INC	SHS CLASS -A -	G0457F107	2,239	333,222	SH		DFND	5,20	333,222	0	0
QCR HOLDINGS INC	COM	74727A104	13,051	343,096	SH		DFND	2,5,8,20	299,014	0	44,082
QEP RES INC	COM	74733V100	48,541	13,119,109	SH		DFND	2,5,8,12,13,20	12,833,184	5,899	280,026
QIAGEN NV	SHS NEW	N72482123	71,104	2,156,615	SH		DFND	2,20	1,904,090	0	252,525
QIWI PLC	SPON ADR REP B	74735M108	1,091	49,707	SH		DFND	2	49,707	0	0
QORVO INC	COM	74736K101	384,655	5,188,227	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,471,243	85,202	631,782
QTS RLTY TR INC	COM CL A	74736A103	128,689	2,482,288	SH		DFND	2,5,8,10,20	2,251,176	14,474	216,638
QUAD / GRAPHICS INC	COM CL A	747301109	8,613	819,484	SH		DFND	2,5,8,20	729,966	0	89,518
QUAKER CHEM CORP	COM	747316107	59,934	378,992	SH		DFND	2,5,8,20	339,022	108	39,862
QUALCOMM INC	COM	747525103	3,786,014	49,633,115	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	43,833,643	870,581	4,928,891
QUALYS INC	COM	74758T303	75,775	1,002,718	SH		DFND	2,5,8,20	898,061	400	104,257
ARCOSA INC	COM	039653100	50,163	1,466,329	SH		DFND	2,5,8,13,20	1,405,728	786	59,815
QUANEX BUILDING PRODUCTS COR	COM	747619104	18,809	1,040,326	SH		DFND	2,5,8,10,20	940,860	2,705	96,761
QUANTA SVCS INC	COM	74762E102	172,705	4,564,107	SH		DFND	2,5,6,8,10,11,12,13,20	4,171,888	3,418	388,801
QUANTERIX CORP	COM	74766Q101	4,617	210,246	SH		DFND	2,5,8,20	179,747	0	30,499
QUDIAN INC	ADR	747798106	6,936	1,006,636	SH		DFND	1,2,5,13,20	1,006,636	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	678,820	6,342,331	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,660,554	147,209	534,568
QUICKLOGIC CORP	COM	74837P108	17	47,713	SH		DFND	20	47,713	0	0
QUIDEL CORP	COM	74838J101	53,298	868,757	SH		DFND	2,5,8,20	762,150	705	105,902
QUINSTREET INC	COM	74874Q100	16,256	1,291,215	SH		DFND	2,5,8,20	1,161,143	0	130,072
QUINTANA ENERGY SVCS INC	COM	74875T103	32	15,500	SH		DFND	20	15,500	0	0
QUORUM HEALTH CORP	COM	74909E106	25	20,327	SH		DFND	1,20	20,327	0	0
ACACIA RESH CORP	ACACIA TCH COM	003881307	2,467	920,592	SH		DFND	2,5,20	797,309	0	123,283
ARCUS BIOSCIENCES INC	COM	03969F109	5,617	617,246	SH		DFND	2,5,20	528,353	0	88,893
QUOTIENT LTD	SHS	G73268107	792	101,937	SH		DFND	2,8,20	101,937	0	0
QUOTIENT TECHNOLOGY INC	COM	749119103	14,426	1,844,758	SH		DFND	2,5,8,20	1,585,237	0	259,521
QURATE RETAIL INC	COM SER A	74915M100	111,048	10,765,670	SH		DFND	2,5,6,8,10,12,13,19,20	8,693,318	285,299	1,787,053
QUTOUTIAO INC	ADS REP SHS A	74915J107	999	270,011	SH		DFND	2,5,20	270,011	0	0
R1 RCM INC	COM	749397105	19,605	2,195,456	SH		DFND	2,5,8,20	1,892,636	0	302,820
RA PHARMACEUTICALS INC	COM	74933V108	38,913	1,645,369	SH		DFND	2,5,8,20	1,549,260	0	96,109
RADIAN GROUP INC	COM	750236101	124,332	5,443,622	SH		DFND	2,5,8,10,13,20	4,810,840	3,853	628,929
RADIANT LOGISTICS INC	COM	75025X100	3,344	646,788	SH		DFND	2,20	540,158	0	106,630
RADIUS HEALTH INC	COM NEW	750469207	41,101	1,596,148	SH		DFND	2,5,8,20	1,454,249	0	141,899
RADNET INC	COM	750491102	12,778	889,809	SH		DFND	2,5,8,20	758,651	0	131,158
ARDAGH GROUP S A	CL A	L0223L101	3,153	201,065	SH		DFND	2,20	179,466	0	21,599
RADWARE LTD	ORD	M81873107	6,795	280,086	SH		DFND	2,5,8,20	225,820	500	53,766
RAFAEL HLDGS INC	COM CL B	75062E106	3,418	163,077	SH		DFND	2,5,20	163,077	0	0
RALPH LAUREN CORP	CL A	751212101	258,386	2,687,466	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,174,413	62,246	450,807
RAMACO RES INC	COM	75134P303	390	104,530	SH		DFND	2,20	89,757	0	14,773
RAMBUS INC DEL	COM	750917106	48,119	3,666,201	SH		DFND	2,5,8,20	3,323,583	4,085	338,533
RANGE RES CORP	COM	75281A109	66,463	17,398,629	SH		DFND	2,5,8,12,13,20	13,582,862	10,460	3,805,307
RAPID7 INC	COM	753422104	45,720	1,007,269	SH		DFND	2,5,8,20	864,227	0	143,042
RAVEN INDS INC	COM	754212108	34,497	1,030,999	SH		DFND	2,5,8,20	914,031	0	116,968
RAYMOND JAMES FINANCIAL INC	COM	754730109	443,323	5,354,264	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,805,064	89,317	459,883
RAYONIER ADVANCED MATLS INC	COM	75508B104	7,085	1,636,363	SH		DFND	2,5,8,20	1,480,854	1,704	153,805
ARDELYX INC	COM	039697107	4,328	920,901	SH		DFND	2,20	776,851	0	144,050
RAYONIER INC	COM	754907103	90,751	3,218,114	SH		DFND	2,5,6,8,11,12,13,19,20	3,066,901	1,214	149,999
RAYTHEON CO	COM NEW	755111507	2,289,933	11,672,018	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,511,083	305,627	855,308
RBB BANCORP	COM	74930B105	5,473	277,953	SH		DFND	2,5,20	213,421	0	64,532
RBC BEARINGS INC	COM	75524B104	81,921	493,768	SH		DFND	2,5,8,20	419,612	200	73,956
RCI HOSPITALITY HLDGS INC	COM	74934Q108	3,285	158,861	SH		DFND	2,5,20	131,119	0	27,742
RE MAX HLDGS INC	CL A	75524W108	16,279	506,191	SH		DFND	2,5,8,20	455,439	0	50,752
READING INTERNATIONAL INC	CL A	755408101	3,684	308,061	SH		DFND	2,5,20	262,428	0	45,633
READY CAP CORP	COM	75574U101	13,163	806,921	SH		DFND	2,5,8,20	708,879	0	98,042
REALNETWORKS INC	COM NEW	75605L708	52	31,238	SH		DFND	2,20	31,238	0	0
REALOGY HLDGS CORP	COM	75605Y106	24,664	3,692,278	SH		DFND	2,5,8,12,13,20	3,545,064	1,100	146,114
ARDMORE SHIPPING CORP	COM	Y0207T100	3,866	577,942	SH		DFND	2,5,20	489,498	0	88,444
REALPAGE INC	COM	75606N109	63,476	1,009,794	SH		DFND	2,5,8,19,20	909,234	1,300	99,260
REALTY INCOME CORP	COM	756109104	1,815,967	23,613,269	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,705,348	296,195	1,611,726
REATA PHARMACEUTICALS INC	CL A	75615P103	37,316	464,768	SH		DFND	2,5,8,20	402,641	0	62,127
RECRO PHARMA INC	COM	75629F109	4,376	394,904	SH		DFND	2,20	344,345	0	50,559
RED LION HOTELS CORP	COM	756764106	2,240	345,673	SH		DFND	2,20	283,319	0	62,354
RED ROBIN GOURMET BURGERS IN	COM	75689M101	12,578	378,175	SH		DFND	2,5,8,20	339,222	601	38,352
RED ROCK RESORTS INC	CL A	75700L108	29,200	1,438,093	SH		DFND	2,5,8,20	1,226,851	400	210,842
REDFIN CORP	COM	75737F108	29,160	1,731,594	SH		DFND	2,5,8,20	1,461,780	0	269,814
REDWOOD TR INC	COM	758075402	51,177	3,118,627	SH		DFND	2,5,8,19,20	2,828,175	2,059	288,393
REEDS INC	COM	758338107	16	12,500	SH		DFND	20	12,500	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	92,277	2,016,099	SH		DFND	2,5,8,20	1,860,810	1,190	154,099
REGAL BELOIT CORP	COM	758750103	76,880	1,051,001	SH		DFND	2,5,6,8,11,13,20	998,041	398	52,562
REGENCY CTRS CORP	COM	758849103	856,602	12,326,987	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,288,207	147,005	891,775
REGENERON PHARMACEUTICALS	COM	75886F107	979,183	3,529,859	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,101,762	83,760	344,337
REGENXBIO INC	COM	75901B107	74,707	2,098,508	SH		DFND	2,5,8,13,20	1,995,179	0	103,329
REGIONAL MGMT CORP	COM	75902K106	5,049	179,288	SH		DFND	2,5,20	151,766	0	27,522
REGIONS FINL CORP NEW	COM	7591EP100	853,156	53,420,120	SH		DFND	2,5,6,8,10,11,12,13,19,20	48,329,566	814,638	4,275,916
REGIS CORP MINN	COM	758932107	17,200	850,667	SH		DFND	2,5,8,20	749,278	2,156	99,233
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	374,594	2,342,968	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,102,363	67,838	172,767
RELIANCE STEEL & ALUMINUM CO	COM	759509102	193,320	1,939,800	SH		DFND	2,5,6,8,10,11,12,13,20	1,854,108	1,452	84,240
RELIANT BANCORP INC	COM	75956B101	4,127	172,102	SH		DFND	2,20	140,554	0	31,548
ARES CAP CORP	COM	04010L103	2,104	112,916	SH		DFND	20	88,914	0	24,002
RELX PLC	SPONSORED ADR	759530108	1,146	48,331	SH		DFND	1,20	48,331	0	0
REMARK HLDGS INC	COM	75955K102	12	11,100	SH		DFND	20	11,100	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	410,131	2,120,089	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,932,564	22,975	164,550
RENASANT CORP	COM	75970E107	44,952	1,283,968	SH		DFND	2,5,8,20	1,111,273	385	172,310
RENESOLA LTD	SPONSORED ADS	75971T301	30	19,861	SH		DFND	2	19,861	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	23,565	1,570,479	SH		DFND	2,5,8,20	1,456,114	0	114,365
RENT A CTR INC NEW	COM	76009N100	39,541	1,519,212	SH		DFND	2,5,8,20	1,371,267	2,030	145,915
REPLIGEN CORP	COM	759916109	180,088	2,348,254	SH		DFND	2,5,6,8,11,19,20	2,190,580	1,100	156,574
REPLIMUNE GROUP INC	COM	76029N106	2,553	183,687	SH		DFND	2,20	157,104	0	26,583
REPUBLIC BANCORP KY	CL A	760281204	10,804	247,171	SH		DFND	2,5,8,20	217,286	666	29,219
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	12,561	12,075,000	SH		DFND	2,5	12,075,000	0	0
REPUBLIC FIRST BANCORP INC	COM	760416107	3,974	946,223	SH		DFND	2,5,20	810,571	0	135,652
REPUBLIC SVCS INC	COM	760759100	937,044	10,776,550	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,379,119	207,941	1,189,490
RESIDEO TECHNOLOGIES INC	COM	76118Y104	44,541	3,103,911	SH		DFND	1,2,5,6,8,11,12,13,20	2,986,169	6,644	111,098
RESMED INC	COM	761152107	864,709	6,400,035	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,541,612	229,752	628,671
RESOLUTE FST PRODS INC	COM	76117W109	1,171	249,224	SH		DFND	2,5,8,20	232,783	5,146	11,295
RESONANT INC	COM	76118L102	51	17,165	SH		DFND	2,20	17,165	0	0
RESOURCES CONNECTION INC	COM	76122Q105	16,651	980,071	SH		DFND	2,5,8,20	883,915	743	95,413
RESTAURANT BRANDS INTL INC	COM	76131D103	2,637	36,810	SH		DFND	5,8,20	36,582	0	228
RESTORBIO INC	COM	76133L103	2,217	250,766	SH		DFND	2,20	213,879	0	36,887
RETAIL OPPORTUNITY INVTS COR	COM	76131N101	113,010	6,199,148	SH		DFND	2,5,8,10,20	5,718,238	29,454	451,456
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	12,303	11,625,000	SH		DFND	2,5	11,625,000	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	107,941	8,646,340	SH		DFND	2,5,8,10,12,13,20	8,145,573	54,790	445,977
RETAIL VALUE INC	COM	76133Q102	27,939	754,293	SH		DFND	2,5,8,10,13,20	716,704	4,031	33,558
RETRACTABLE TECHNOLOGIES INC	COM	76129W105	13	11,683	SH		DFND	20	11,683	0	0
RETROPHIN INC	COM	761299106	24,947	2,152,423	SH		DFND	2,5,8,20	2,030,072	0	122,351
REV GROUP INC	COM	749527107	8,560	748,879	SH		DFND	2,5,8,20	669,580	0	79,299
REVANCE THERAPEUTICS INC	COM	761330109	13,288	1,022,121	SH		DFND	2,5,8,20	875,024	0	147,097
REVLON INC	CL A NEW	761525609	3,759	160,007	SH		DFND	2,5,20	132,353	0	27,654
REX AMERICAN RESOURCES CORP	COM	761624105	16,946	222,009	SH		DFND	2,5,6,8,20	204,399	0	17,610
REXFORD INDL RLTY INC	COM	76169C100	215,825	4,882,728	SH		DFND	2,5,8,10,19,20	4,432,896	28,175	421,657
REXNORD CORP NEW	COM	76169B102	58,594	2,166,139	SH		DFND	2,5,8,20	1,840,619	2,700	322,820
ARES COML REAL ESTATE CORP	COM	04013V108	12,086	776,787	SH		DFND	2,5,20	697,858	0	78,929
RGC RES INC	COM	74955L103	3,723	127,328	SH		DFND	2,5,20	111,247	0	16,081
RH	COM	74967X103	84,241	493,129	SH		DFND	2,5,8,13,20	441,082	300	51,747
RHYTHM PHARMACEUTICALS INC	COM	76243J105	15,492	717,540	SH		DFND	2,5,8,20	651,400	0	66,140
RIBBON COMMUNICATIONS INC	COM	762544104	7,090	1,213,993	SH		DFND	2,5,8,20	994,937	2,643	216,413
RICHMOND MUT BANCORPORATIN I	COM	76525P100	1,877	134,160	SH		DFND	2,20	134,160	0	0
RIGEL PHARMACEUTICALS INC	COM NEW	766559603	6,367	3,404,639	SH		DFND	2,5,20	2,879,463	0	525,176
RIGNET INC	COM	766582100	2,023	261,086	SH		DFND	2,5,20	224,571	0	36,515
RIMINI STR INC DEL	COM	76674Q107	1,381	315,263	SH		DFND	2,20	276,604	0	38,659
RING ENERGY INC	COM	76680V108	3,027	1,845,535	SH		DFND	2,5,20	1,665,205	0	180,330
RINGCENTRAL INC	CL A	76680R206	117,226	932,883	SH		DFND	2,5,8,13,19,20	842,425	1,100	89,358
ARES MANAGEMENT CORPORATION	CL A COM STK	03990B101	35,697	1,331,484	SH		DFND	2,5,8,20	1,326,184	0	5,300
RINGCENTRAL INC	NOTE 3/1	76680RAD9	23,545	14,575,000	SH		DFND	2,5	14,575,000	0	0
RIO TINTO PLC	SPONSORED ADR	767204100	15,497	297,497	SH		DFND	1,20	297,497	0	0
RISE ED CAYMAN LTD	SPONSORED ADR	76761L102	485	57,900	SH		DFND	2,5,20	57,900	0	0
RITCHIE BROS AUCTIONEERS	COM	767744105	359	9,000	SH		DFND	8,20	9,000	0	0
RITE AID CORP	COM	767754872	11,405	1,640,953	SH		DFND	2,5,8,12,13,20	1,640,953	0	0
RIVERVIEW BANCORP INC	COM	769397100	2,622	355,296	SH		DFND	2,13,20	255,230	0	100,066
RLI CORP	COM	749607107	472,314	5,083,567	SH		DFND	2,5,8,12,20	2,156,411	2,803,797	123,359
RLJ LODGING TR	COM	74965L101	113,324	6,544,332	SH		DFND	2,5,8,10,13,20	5,812,087	44,783	687,462
RMR GROUP INC	CL A	74967R106	13,248	291,293	SH		DFND	2,5,8,20	245,122	893	45,278
ROADRUNNER TRANSN SYS INC	COM NEW	76973Q204	472	45,524	SH		DFND	2,20	45,524	0	0
ACADIA HEALTHCARE COMPANY IN	COM	00404A109	69,054	2,221,802	SH		DFND	2,5,6,8,11,13,20	2,114,842	1,700	105,260
ARGAN INC	COM	04010E109	15,770	401,384	SH		DFND	2,5,8,20	359,130	0	42,254
ROAN RES INC	CL A COM	769755109	1,006	817,851	SH		DFND	2,5,20	817,851	0	0
ROBERT HALF INTL INC	COM	770323103	291,209	5,231,929	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,434,042	177,439	620,448
ROCKET PHARMACEUTICALS INC	COM	77313F106	11,381	976,873	SH		DFND	2,5,8,20	896,963	0	79,910
ROCKWELL AUTOMATION INC	COM	773903109	809,759	4,913,584	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	4,300,449	150,615	462,520
ROCKWELL MED INC	COM	774374102	2,980	1,079,852	SH		DFND	2,5,8,20	906,327	0	173,525
ROCKY BRANDS INC	COM	774515100	4,501	135,439	SH		DFND	2,20	115,079	0	20,360
ROGERS COMMUNICATIONS INC	CL B	775109200	378	7,711	SH		DFND	2,20	7,711	0	0
ROGERS CORP	COM	775133101	73,298	536,158	SH		DFND	2,5,8,20	479,744	168	56,246
ROKU INC	COM CL A	77543R102	176,622	1,735,677	SH		DFND	2,5,6,8,10,12,13,19,20	1,667,511	0	68,166
ROLLINS INC	COM	775711104	240,782	7,067,273	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,900,168	241,910	925,195
ARGO GROUP INTL HLDGS LTD	COM	G0464B107	56,648	806,496	SH		DFND	2,5,8,19,20	706,526	217	99,753
ROPER TECHNOLOGIES INC	COM	776696106	1,528,287	4,285,719	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,845,828	72,743	367,148
ROSEHILL RES INC	CL A	777385105	107	54,707	SH		DFND	2,20	48,224	0	6,483
ROSETTA STONE INC	COM	777780107	8,206	471,634	SH		DFND	2,5,8,20	412,273	0	59,361
ROSS STORES INC	COM	778296103	1,896,215	17,261,854	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,189,681	628,002	1,444,171
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	821,311	7,527,405	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,724,161	131,962	671,282
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	5,285	89,801	SH		DFND	1,2,20	89,801	0	0
ROYAL GOLD INC	COM	780287108	217,262	1,763,345	SH		DFND	2,5,6,8,11,13,19,20	1,681,281	1,299	80,765
RPC INC	COM	749660106	13,696	2,441,270	SH		DFND	2,5,8,20	2,363,852	0	77,418
RPM INTL INC	COM	749685103	415,363	6,036,382	SH		DFND	2,5,6,8,11,12,13,19,20	5,840,583	2,249	193,550
RPT REALTY	SH BEN INT	74971D101	60,791	4,414,575	SH		DFND	2,5,8,10,20	4,080,789	24,621	309,165
ARISTA NETWORKS INC	COM	040413106	507,296	2,123,287	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,877,168	54,029	192,090
RTI SURGICAL HOLDINGS INC	COM	74975N105	3,130	1,098,418	SH		DFND	2,5,20	942,201	0	156,217
RTW RETAILWINDS INC	COM	74980D100	612	446,622	SH		DFND	2,5,20	378,988	0	67,634
RUBICON PROJ INC	COM	78112V102	9,482	1,088,673	SH		DFND	2,5,20	1,088,673	0	0
RUBIUS THERAPEUTICS INC	COM	78116T103	4,908	625,218	SH		DFND	2,5,8,20	532,312	0	92,906
RUDOLPH TECHNOLOGIES INC	COM	781270103	24,547	931,210	SH		DFND	2,5,8,20	840,533	1,753	88,924
RUSH ENTERPRISES INC	CL A	781846209	24,495	634,923	SH		DFND	2,5,8,10,20	551,912	1,100	81,911
RUSH ENTERPRISES INC	CL B	781846308	4,287	107,354	SH		DFND	2,5,10,20	91,415	0	15,939
RUTHS HOSPITALITY GROUP INC	COM	783332109	16,875	826,621	SH		DFND	2,5,8,20	742,516	0	84,105
RYANAIR HLDGS PLC	SPONSORED ADS	783513203	4,257	64,127	SH		DFND	1,2,8,20	64,127	0	0
RYDER SYS INC	COM	783549108	83,747	1,617,681	SH		DFND	2,5,6,8,11,12,13,20	1,553,465	831	63,385
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	4,260	745,488	SH		DFND	2,5,8,20	640,783	0	104,705
RYERSON HLDG CORP	COM	783754104	2,351	275,590	SH		DFND	2,5,20	237,336	0	38,254
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	166,197	2,009,578	SH		DFND	2,5,8,10,13,19,20	1,810,341	12,079	187,158
S & T BANCORP INC	COM	783859101	36,995	1,012,722	SH		DFND	2,5,8,20	910,024	536	102,162
S&P GLOBAL INC	COM	78409V104	2,898,783	11,832,733	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,620,197	181,544	1,030,992
SABINE ROYALTY TR	UNIT BEN INT	785688102	656	15,112	SH		DFND	2	15,112	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	194,517	8,471,993	SH		DFND	2,5,6,8,10,11,20	7,691,471	48,683	731,839
SABRE CORP	COM	78573M104	201,612	9,002,530	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,767,686	152,258	1,082,586
SACHEM CAP CORP	COM	78590A109	51	10,700	SH		DFND	20	10,700	0	0
SAFE BULKERS INC	COM	Y7388L103	1,335	763,116	SH		DFND	2,20	652,365	0	110,751
SAFEGUARD SCIENTIFICS INC	COM NEW	786449207	4,019	354,368	SH		DFND	2,5,20	301,913	0	52,455
ARLO TECHNOLOGIES INC	COM	04206A101	7,022	2,059,160	SH		DFND	2,5,8,20	1,879,637	0	179,523
SAFEHOLD INC	COM	78645L100	6,307	206,787	SH		DFND	2,20	206,787	0	0
SAFETY INS GROUP INC	COM	78648T100	49,254	486,077	SH		DFND	2,5,8,19,20	435,013	6,200	44,864
SAGA COMMUNICATIONS INC	CL A NEW	786598300	1,886	62,785	SH		DFND	2,20	51,511	0	11,274
SAGE THERAPEUTICS INC	COM	78667J108	145,845	1,039,599	SH		DFND	2,5,8,13,19,20	973,910	1,600	64,089
SAIA INC	COM	78709Y105	73,299	782,274	SH		DFND	2,5,8,20	701,662	0	80,612
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	33,390	1,786,541	SH		DFND	2,5,8,20	1,528,891	0	257,650
SALESFORCE COM INC	COM	79466L302	5,145,974	34,667,028	SH		DFND	2,5,6,8,10,11,12,13,19,20	30,942,421	490,727	3,233,880
SALLY BEAUTY HLDGS INC	COM	79546E104	61,473	4,128,479	SH		DFND	2,5,6,8,11,12,13,20	3,767,119	646	360,714
SANDERSON FARMS INC	COM	800013104	137,918	909,544	SH		DFND	2,5,6,8,11,12,19,20	847,778	544	61,222
SANDRIDGE ENERGY INC	COM NEW	80007P869	3,337	709,924	SH		DFND	2,5,20	590,885	0	119,039
ARMADA HOFFLER PPTYS INC	COM	04208T108	29,685	1,622,105	SH		DFND	2,5,8,20	1,434,761	0	187,344
SANDRIDGE PERMIAN TR	COM UNIT BEN INT	80007A102	68	40,520	SH		DFND	2	40,520	0	0
SANDY SPRING BANCORP INC	COM	800363103	28,135	834,608	SH		DFND	2,5,8,20	732,144	0	102,464
SANFILIPPO JOHN B & SON INC	COM	800422107	24,121	249,701	SH		DFND	2,5,8,20	223,647	0	26,054
SANGAMO THERAPEUTICS INC	COM	800677106	45,423	5,019,076	SH		DFND	2,5,8,20	4,659,652	100	359,324
SANMINA CORPORATION	COM	801056102	66,063	2,057,381	SH		DFND	2,5,8,12,20	1,855,466	833	201,082
SANOFI	SPONSORED ADR	80105N105	2,363	51,004	SH		DFND	1,2,20	51,004	0	0
SANTANDER CONSUMER USA HDG I	COM	80283M101	39,038	1,530,311	SH		DFND	2,5,8,12,13,19,20	1,405,977	0	124,334
SAP SE	SPON ADR	803054204	3,394	28,794	SH		DFND	1,20	28,794	0	0
SAREPTA THERAPEUTICS INC	COM	803607100	165,181	2,193,055	SH		DFND	2,5,6,8,10,12,13,19,20	2,105,961	2,300	84,794
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	24,210	18,258,000	SH		DFND	2,5	18,258,000	0	0
ARMOUR RESIDENTIAL REIT INC	COM NEW	042315507	31,029	1,852,492	SH		DFND	2,5,6,8,20	1,669,658	1,237	181,597
SASOL LTD	SPONSORED ADR	803866300	5,864	344,722	SH		DFND	5,13,20	317,193	0	27,529
SAUL CTRS INC	COM	804395101	29,305	537,611	SH		DFND	2,5,8,10,20	486,059	3,627	47,925
SAVARA INC	COM	805111101	1,460	551,099	SH		DFND	2,20	469,808	0	81,291
SB ONE BANCORP	COM	78413T103	3,224	142,912	SH		DFND	2,20	113,576	0	29,336
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	1,161,706	4,817,360	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,159,827	67,138	590,395
SCANSOURCE INC	COM	806037107	25,821	845,191	SH		DFND	2,5,8,20	760,714	1,058	83,419
SCHLUMBERGER LTD	COM	806857108	2,321,716	66,965,275	SH		DFND	2,5,6,8,10,11,12,13,19,20	60,349,710	980,425	5,635,140
SCHNEIDER NATIONAL INC	CL B	80689H102	17,943	823,775	SH		DFND	2,5,8,20	770,689	0	53,086
SCHNITZER STL INDS	CL A	806882106	20,252	980,265	SH		DFND	2,5,8,10,20	896,730	314	83,221
SCHOLAR ROCK HLDG CORP	COM	80706P103	2,887	322,531	SH		DFND	2,5,20	281,552	0	40,979
ARMSTRONG FLOORING INC	COM	04238R106	2,912	455,732	SH		DFND	2,5,8,20	360,680	125	94,927
SCHOLASTIC CORP	COM	807066105	34,393	910,822	SH		DFND	2,5,6,8,20	823,617	1,273	85,932
SCHWAB STRATEGIC TR	INTRM TRM TRES	808524854	80,562	1,450,000	SH		DFND	2	1,450,000	0	0
SCHWAB STRATEGIC TR	US REIT ETF	808524847	652	13,824	SH		DFND	1	13,824	0	0
SCHWEITZER-MAUDUIT INTL INC	COM	808541106	35,550	949,516	SH		DFND	2,5,20	869,105	1,364	79,047
SCIENCE APPLICATNS INTL CP N	COM	808625107	151,568	1,735,175	SH		DFND	1,2,5,6,8,11,13,20	1,554,640	833	179,702
SCIENTIFIC GAMES CORP	COM	80874P109	35,248	1,732,069	SH		DFND	2,5,6,8,13,20	1,561,216	1,300	169,553
SCIPLAY CORP	CL A	809087109	254	23,700	SH		DFND	20	23,700	0	0
SCORPIO BULKERS INC	COM	Y7546A122	5,786	951,636	SH		DFND	2,5,20	789,034	0	162,602
SCORPIO TANKERS INC	SHS	Y7542C130	22,970	771,839	SH		DFND	2,5,20	771,839	0	0
SCOTTS MIRACLE GRO CO	CL A	810186106	99,721	979,387	SH		DFND	2,5,6,8,11,13,20	929,033	385	49,969
ARMSTRONG WORLD INDS INC NEW	COM	04247X102	76,225	788,259	SH		DFND	2,5,8,19,20	725,681	851	61,727
SCRIPPS E W CO OHIO	CL A NEW	811054402	20,512	1,544,544	SH		DFND	2,5,8,20	1,370,282	1,039	173,223
SCULPTOR CAP MGMT	COM CL A	811246107	5,262	270,116	SH		DFND	2,5,20	270,116	0	0
SEA LTD	NOTE 2.250% 7/0	81141RAB6	27,667	15,825,000	SH		DFND	2,5	15,825,000	0	0
SEA LTD	SPONSORED ADS	81141R100	2,483	80,224	SH		DFND	1,2,5,8,10,13,20	80,224	0	0
SEABOARD CORP	COM	811543107	14,788	3,380	SH		DFND	2,5,8,20	3,061	12	307
SEACHANGE INTL INC	COM	811699107	115	39,799	SH		DFND	20	39,799	0	0
SEACOAST BKG CORP FLA	COM NEW	811707801	40,526	1,601,191	SH		DFND	2,5,8,20	1,447,492	0	153,699
SEACOR HOLDINGS INC	COM	811904101	26,590	564,902	SH		DFND	2,5,6,8,20	510,773	100	54,029
SEACOR MARINE HLDGS INC	COM	78413P101	4,368	347,476	SH		DFND	2,5,20	290,703	0	56,773
SEADRILL LTD	COM	G7998G106	2,612	1,243,657	SH		DFND	2,5,20	1,243,657	0	0
ARQULE INC	COM	04269E107	44,480	6,203,608	SH		DFND	2,5,8,20	5,889,865	0	313,743
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	568,553	10,448,503	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,792,162	301,870	1,354,471
SEALED AIR CORP NEW	COM	81211K100	293,067	7,060,158	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,185,245	96,361	778,552
SEASPAN CORP	SHS	Y75638109	14,609	1,374,280	SH		DFND	2,5,8,13,20	998,087	0	376,193
SEASPINE HLDGS CORP	COM	81255T108	3,331	272,816	SH		DFND	2,20	228,797	0	44,019
SEATTLE GENETICS INC	COM	812578102	281,154	3,292,202	SH		DFND	2,5,6,8,10,12,13,19,20	2,899,735	60,342	332,125
SEAWORLD ENTMT INC	COM	81282V100	28,124	1,068,538	SH		DFND	2,5,8,20	919,872	0	148,666
SECOND SIGHT MED PRODS INC	COM	81362J100	18	21,233	SH		DFND	20	21,233	0	0
SECUREWORKS CORP	CL A	81374A105	1,952	150,987	SH		DFND	2,20	134,301	0	16,686
SEI INVESTMENTS CO	COM	784117103	373,215	6,298,454	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,685,449	196,315	416,690
SELECT BANCORP INC NEW	COM	81617L108	3,657	315,282	SH		DFND	2,20	278,839	0	36,443
21VIANET GROUP INC	SPONSORED ADS A	90138A103	2,650	347,740	SH		DFND	2,5,20	343,971	0	3,769
ACADIA PHARMACEUTICALS INC	COM	004225108	124,360	3,455,400	SH		DFND	2,5,8,13,19,20	3,124,861	3,000	327,539
ARROW ELECTRS INC	COM	042735100	282,264	3,784,718	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,729,756	197,842	857,120
SELECT ENERGY SVCS INC	CL A COM	81617J301	11,627	1,342,632	SH		DFND	2,5,8,20	1,170,102	0	172,530
SELECT INTERIOR CONCEPTS INC	CL A	816120307	3,966	305,781	SH		DFND	2,20	305,781	0	0
SELECT MED HLDGS CORP	COM	81619Q105	56,669	3,419,967	SH		DFND	2,5,8,20	3,076,796	0	343,171
SELECT SECTOR SPDR TR	COMMUNICATION	81369Y852	102,088	2,061,546	SH		DFND	2,20	2,061,546	0	0
SELECT SECTOR SPDR TR	RL EST SEL SEC	81369Y860	106,243	2,700,638	SH		DFND	2,20	2,700,638	0	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	2,516	20,848	SH		DFND	2	20,848	0	0
SELECT SECTOR SPDR TR	SBI HEALTHCARE	81369Y209	5,163	57,286	SH		DFND	2	57,286	0	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	2,781	99,338	SH		DFND	2	99,338	0	0
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	4,018	51,764	SH		DFND	2	51,764	0	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	131,135	1,628,396	SH		DFND	1,2,20	1,360,161	0	268,235
ARROW FINL CORP	COM	042744102	10,138	303,635	SH		DFND	2,5,8,20	262,972	52	40,611
SELECTA BIOSCIENCES INC	COM	816212104	37	21,256	SH		DFND	2,20	21,256	0	0
SELECTIVE INS GROUP INC	COM	816300107	151,536	2,015,373	SH		DFND	2,5,6,8,11,12,13,20	1,836,974	741	177,658
SEMGROUP CORP	CL A	81663A105	29,409	1,799,844	SH		DFND	2,5,8,19,20	1,546,520	2,200	251,124
SEMPRA ENERGY	6% PFD CONV A	816851406	52,371	443,150	SH		DFND	2	443,150	0	0
SEMPRA ENERGY	6.75% CNV PFD B	816851505	17,411	148,000	SH		DFND	2	148,000	0	0
SEMPRA ENERGY	COM	816851109	2,159,044	14,531,936	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,326,464	168,585	1,036,887
SEMTECH CORP	COM	816850101	112,557	2,315,513	SH		DFND	2,5,6,8,11,13,19,20	2,108,664	451	206,398
SENECA FOODS CORP NEW	CL A	817070501	6,134	196,715	SH		DFND	2,5,20	173,710	0	23,005
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	128,912	13,928,937	SH		DFND	2,5,6,8,10,11,12,13,20	13,356,750	58,771	513,416
SENSATA TECHNOLOGIES HLDNG P	SHS	G8060N102	169,793	3,391,789	SH		DFND	2,5,6,8,10,12,13,19,20	2,865,408	112,188	414,193
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	137,649	4,884,636	SH		DFND	2,5,8,20	4,608,661	0	275,975
SENSEONICS HLDGS INC	COM	81727U105	1,925	1,947,801	SH		DFND	2,5,20	1,742,390	0	205,411
SENSIENT TECHNOLOGIES CORP	COM	81725T100	93,221	1,357,918	SH		DFND	2,5,6,8,11,13,19,20	1,224,646	760	132,512
SEQUENTIAL BRNDS GROUP INC N	COM	81734P107	12	54,399	SH		DFND	2,20	54,399	0	0
SERES THERAPEUTICS INC	COM	81750R102	2,299	573,351	SH		DFND	2,5,20	474,366	0	98,985
SERITAGE GROWTH PPTYS	CL A	81752R100	63,785	1,501,177	SH		DFND	2,5,8,10,20	1,366,496	8,600	126,081
SERVICE CORP INTL	COM	817565104	213,728	4,470,353	SH		DFND	2,5,6,8,11,13,20	4,250,085	2,037	218,231
SERVICE PPTYS TR	COM SH BEN INT	81761L102	231,808	8,988,273	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,988,273	0	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	95,270	1,704,289	SH		DFND	2,5,8,12,13,19,20	1,537,764	2,100	164,425
SERVICENOW INC	COM	81762P102	1,039,232	4,093,882	SH		DFND	2,5,6,8,10,12,13,19,20	3,597,040	102,502	394,340
SERVICENOW INC	NOTE 6/0	81762PAC6	47,093	24,575,000	SH		DFND	2,5	24,575,000	0	0
ARTESIAN RESOURCES CORP	CL A	043113208	6,145	166,085	SH		DFND	2,5,13,20	138,868	0	27,217
SERVICESOURCE INTL INC	COM	81763U100	36	40,399	SH		DFND	20	40,399	0	0
SERVISFIRST BANCSHARES INC	COM	81768T108	47,916	1,438,920	SH		DFND	2,5,8,20	1,290,200	0	148,720
SHAKE SHACK INC	CL A	819047101	80,305	819,104	SH		DFND	2,5,8,20	735,414	0	83,690
SHARPSPRING INC	COM	820054104	1,581	162,992	SH		DFND	2,20	162,992	0	0
SHENANDOAH TELECOMMUNICATION	COM	82312B106	32,183	1,013,007	SH		DFND	2,5,8,20	859,696	0	153,311
SHERWIN WILLIAMS CO	COM	824348106	2,006,417	3,648,894	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,249,345	45,919	353,630
SHILOH INDS INC	COM	824543102	129	31,161	SH		DFND	2,20	31,161	0	0
SHINHAN FINANCIAL GROUP CO L	SPN ADR RESTRD	824596100	1,085	31,004	SH		DFND	2,5,20	31,004	0	0
SHIP FINANCE INTERNATIONAL L	SHS	G81075106	22,442	1,598,424	SH		DFND	2,5,10,20	1,349,853	0	248,571
SHOCKWAVE MED INC	COM	82489T104	3,466	115,816	SH		DFND	2,5,20	115,816	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	29,916	1,059,353	SH		DFND	2,5,8,20	905,733	100	153,520
SHOE CARNIVAL INC	COM	824889109	9,539	294,308	SH		DFND	2,5,8,20	261,926	0	32,382
SHOPIFY INC	CL A	82509L107	2,713	8,705	SH		DFND	2,8,20	8,705	0	0
SHORE BANCSHARES INC	COM	825107105	4,409	286,125	SH		DFND	2,5,13,20	234,499	0	51,626
SHOTSPOTTER INC	COM	82536T107	3,530	153,262	SH		DFND	2,5,8,20	130,094	0	23,168
SHUTTERSTOCK INC	COM	825690100	21,467	594,336	SH		DFND	2,5,8,20	536,329	0	58,007
SI BONE INC	COM	825704109	4,823	272,956	SH		DFND	2,5,20	238,780	0	34,176
SIEBERT FINL CORP	COM	826176109	1,018	110,663	SH		DFND	2,20	95,285	0	15,378
SIENTRA INC	COM	82621J105	3,566	550,272	SH		DFND	2,5,20	453,441	0	96,831
SIERRA BANCORP	COM	82620P102	7,031	264,714	SH		DFND	2,5,20	224,769	0	39,945
SIGA TECHNOLOGIES INC	COM	826917106	5,123	1,000,539	SH		DFND	2,5,20	831,766	0	168,773
ARVINAS INC	COM	04335A105	7,412	343,938	SH		DFND	2,5,20	308,133	0	35,805
SIGNATURE BK NEW YORK N Y	COM	82669G104	269,065	2,256,882	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,086,851	32,674	137,357
SIGNET JEWELERS LIMITED	SHS	G81276100	30,674	1,830,196	SH		DFND	2,5,8,12,13,20	1,658,156	2,709	169,331
SILGAN HOLDINGS INC	COM	827048109	62,674	2,086,698	SH		DFND	2,5,6,8,11,20	1,996,191	2,484	88,023
SILICOM LTD	ORD	M84116108	230	7,280	SH		DFND	2	7,280	0	0
SILICON LABORATORIES INC	COM	826919102	162,090	1,455,676	SH		DFND	2,5,6,8,11,13,19,20	1,323,140	505	132,031
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	16,299	12,499,000	SH		DFND	2,5	12,499,000	0	0
SILICON MOTION TECHNOLOGY CO	SPONSORED ADR	82706C108	1,280	36,196	SH		DFND	2,10,19	36,196	0	0
SILK ROAD MEDICAL INC	COM	82710M100	6,089	187,184	SH		DFND	2,5,20	187,184	0	0
SILVERBOW RES INC	COM	82836G102	1,383	142,722	SH		DFND	2,20	114,269	0	28,453
SILVERCREST ASSET MGMT GROUP	CL A	828359109	1,373	111,598	SH		DFND	2,20	91,346	0	20,252
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	62,823	613,926	SH		DFND	2,5,8,12,20	554,081	759	59,086
SIMMONS 1ST NATL CORP	CL A $1 PAR	828730200	83,599	3,334,399	SH		DFND	2,5,8,20	3,051,230	2,400	280,769
SIMON PPTY GROUP INC NEW	COM	828806109	3,433,794	22,060,993	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,067,021	308,260	1,685,712
SIMPLY GOOD FOODS CO	COM	82900L102	40,666	1,402,756	SH		DFND	2,5,8,20	1,193,430	0	209,326
SIMPSON MANUFACTURING CO INC	COM	829073105	87,696	1,264,180	SH		DFND	2,5,8,20	1,126,123	180	137,877
SIMULATIONS PLUS INC	COM	829214105	8,634	248,824	SH		DFND	2,5,20	213,796	0	35,028
SINA CORP	ORD	G81477104	49,593	1,265,448	SH		DFND	2,5,8,10,11,12,13,19,20	1,053,029	39,700	172,719
SINCLAIR BROADCAST GROUP INC	CL A	829226109	38,112	891,716	SH		DFND	2,5,8,20	819,701	10,238	61,777
SINOVAC BIOTECH LTD	SHS	P8696W104	1,041	160,875	SH		DFND	2	160,875	0	0
SIRIUS XM HLDGS INC	COM	82968B103	231,875	37,070,305	SH		DFND	2,5,6,8,10,12,13,19,20	30,064,873	993,723	6,011,709
SITE CENTERS CORP	COM	82981J109	86,915	5,677,040	SH		DFND	2,5,8,10,12,13,20	5,341,360	40,541	295,139
ASCENA RETAIL GROUP INC	COM	04351G101	953	3,607,382	SH		DFND	2,5,20	3,114,934	0	492,448
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	61,510	830,998	SH		DFND	2,5,8,19,20	704,208	300	126,490
SITO MOBILE LTD	COM NEW	82988R203	12	13,300	SH		DFND	20	13,300	0	0
SIX FLAGS ENTMT CORP NEW	COM	83001A102	97,039	1,910,602	SH		DFND	2,5,6,8,11,13,20	1,809,195	11,600	89,807
SJW GROUP	COM	784305104	37,769	553,069	SH		DFND	2,5,8,19,20	472,723	0	80,346
SK TELECOM LTD	SPONSORED ADR	78440P108	6,338	285,512	SH		DFND	1,2,5,10,20	283,304	0	2,208
SKECHERS U S A INC	CL A	830566105	185,994	4,979,757	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,819,207	1,336	159,214
SKYLINE CHAMPION CORPORATION	COM	830830105	35,574	1,182,243	SH		DFND	2,5,8,20	1,029,579	0	152,664
SKYWEST INC	COM	830879102	90,369	1,571,104	SH		DFND	2,5,8,10,13,20	1,407,678	15,810	147,616
SKYWORKS SOLUTIONS INC	COM	83088M102	624,598	7,881,357	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,971,746	262,215	647,396
SL GREEN RLTY CORP	COM	78440X101	521,580	6,315,114	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,779,805	83,146	452,163
ASCENDIS PHARMA A S	SPONSORED ADR	04351P101	901	9,352	SH		DFND	2,5,20	9,352	0	0
SLACK TECHNOLOGIES INC	COM CL A	83088V102	534	22,500	SH		DFND	20	22,500	0	0
SLEEP NUMBER CORP	COM	83125X103	35,989	870,978	SH		DFND	2,5,8,20	780,067	0	90,911
SLM CORP	COM	78442P106	95,512	10,822,875	SH		DFND	1,2,5,6,8,11,12,13,20	9,891,004	5,927	925,944
SM ENERGY CO	COM	78454L100	63,131	6,515,028	SH		DFND	2,5,8,12,20	6,376,140	2,492	136,396
SMART GLOBAL HLDGS INC	SHS	G8232Y101	9,079	356,317	SH		DFND	2,5,8,20	314,511	0	41,806
SMART SAND INC	COM	83191H107	1,028	363,111	SH		DFND	2,20	308,707	0	54,404
SMARTFINANCIAL INC	COM NEW	83190L208	4,159	199,676	SH		DFND	2,20	159,492	0	40,184
SMARTSHEET INC	COM CL A	83200N103	41,149	1,142,075	SH		DFND	2,5,8,19,20	1,142,075	0	0
SMITH & NEPHEW PLC	SPDN ADR NEW	83175M205	13,216	274,591	SH		DFND	1,2,20	274,591	0	0
SMITH A O CORP	COM	831865209	462,069	9,684,955	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,973,377	152,330	559,248
ASE TECHNOLOGY HOLDING CO LT	SPONSORED ADS	00215W100	326	73,165	SH		DFND	5,20	73,165	0	0
SMUCKER J M CO	COM NEW	832696405	865,885	7,870,250	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,181,593	91,712	596,945
SNAP INC	CL A	83304A106	112,520	7,121,513	SH		DFND	2,5,6,8,10,12,13,19,20	7,108,113	0	13,400
SNAP ON INC	COM	833034101	390,844	2,496,768	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,155,698	79,728	261,342
SOCIEDAD QUIMICA MINERA DE C	SPON ADR SER B	833635105	24,497	881,509	SH		DFND	1,2,5,8,13,19,20	878,502	0	3,007
SOGOU INC	ADR REPSTG A	83409V104	166	33,585	SH		DFND	2	33,585	0	0
SOHU COM LTD	SPONSORED ADS	83410S108	1,809	178,083	SH		DFND	1,2,5,20	174,816	700	2,567
SOLARCITY CORP	NOTE 1.625%11/0	83416TAC4	17,879	18,007,000	SH		DFND	2,5	18,007,000	0	0
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	44,670	533,560	SH		DFND	2,5,8,20	527,560	0	6,000
SOLARIS OILFIELD INFRSTR INC	COM CL A	83418M103	9,630	717,608	SH		DFND	2,5,8,20	633,954	0	83,654
SOLARWINDS CORP	COM	83417Q105	9,070	491,608	SH		DFND	2,20	459,223	0	32,385
ACADIA RLTY TR	COM SH BEN INT	004239109	130,111	4,508,868	SH		DFND	2,5,8,10,20	4,165,838	23,956	319,074
ASGN INC	COM	00191U102	102,936	1,637,543	SH		DFND	2,5,6,8,11,13,19,20	1,478,920	476	158,147
SOLID BIOSCIENCES INC	COM	83422E105	3,082	298,108	SH		DFND	2,5,8,20	246,748	0	51,360
SOLITARIO ZINC CORP	COM	8342EP107	3	11,586	SH		DFND	20	11,586	0	0
SOLITON INC	COM	834251100	644	60,225	SH		DFND	2,20	60,225	0	0
SONIC AUTOMOTIVE INC	CL A	83545G102	30,372	963,948	SH		DFND	2,5,8,20	887,401	1,513	75,034
SONIM TECHNOLOGIES INC	COM	83548F101	97	33,258	SH		DFND	2,20	33,258	0	0
SONOCO PRODS CO	COM	835495102	361,471	6,209,771	SH		DFND	2,5,6,8,11,12,13,19,20	6,064,872	1,764	143,135
SONOS INC	COM	83570H108	16,678	1,243,710	SH		DFND	2,5,20	1,055,924	0	187,786
SONY CORP	SPONSORED ADR	835699307	518	8,754	SH		DFND	2,20	8,754	0	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	4,868	2,274,705	SH		DFND	2,5,8,20	1,920,876	0	353,829
SOTHEBYS	COM	835898107	60,680	1,064,943	SH		DFND	2,5,6,8,11,20	965,862	84	98,997
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	10,787	3,200,106	SH		DFND	2,5,8,20	2,867,737	3,161	329,208
SOUTH JERSEY INDS INC	COM	838518108	89,995	2,711,049	SH		DFND	2,5,8,12,20	2,425,712	2,476	282,861
SOUTH PLAINS FINANCIAL INC	COM	83946P107	895	54,916	SH		DFND	2,20	54,916	0	0
SOUTH ST CORP	COM	840441109	73,579	977,143	SH		DFND	2,5,8,20	868,925	600	107,618
SOUTHERN CO	COM	842587107	3,352,314	54,270,904	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	49,143,454	611,612	4,515,838
SOUTHERN CO	UNIT 08/01/2022	842587602	47,606	890,000	SH		DFND	2	890,000	0	0
SOUTHERN COPPER CORP	COM	84265V105	125,488	3,676,771	SH		DFND	2,5,8,10,12,13,19,20	2,248,696	48,876	1,379,199
SOUTHERN FIRST BANCSHARES IN	COM	842873101	4,656	116,847	SH		DFND	2,5,20	100,283	0	16,564
SOUTHERN MO BANCORP INC	COM	843380106	5,937	162,966	SH		DFND	2,20	122,961	0	40,005
SOUTHERN NATL BANCORP OF VA	COM	843395104	6,518	423,539	SH		DFND	2,20	335,903	0	87,636
SOUTHSIDE BANCSHARES INC	COM	84470P109	34,451	1,009,989	SH		DFND	2,5,8,20	915,023	0	94,966
ASHLAND GLOBAL HLDGS INC	COM	044186104	131,704	1,709,331	SH		DFND	2,5,6,8,11,12,13,19,20	1,473,968	599	234,764
SOUTHWEST AIRLS CO	COM	844741108	2,142,510	39,668,763	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	38,009,221	197,624	1,461,918
SOUTHWEST GAS HOLDINGS INC	COM	844895102	158,781	1,744,078	SH		DFND	2,5,6,8,11,13,19,20	1,581,364	773	161,941
SOUTHWESTERN ENERGY CO	COM	845467109	67,245	34,841,715	SH		DFND	2,5,6,11,13,20	33,182,454	13,572	1,645,689
SP PLUS CORP	COM	78469C103	17,974	485,780	SH		DFND	2,5,8,20	417,537	0	68,243
SPARK ENERGY INC	CL A COM	846511103	2,312	219,182	SH		DFND	2,5,20	191,675	0	27,507
SPARK THERAPEUTICS INC	COM	84652J103	128,407	1,324,061	SH		DFND	2,5,8,13,20	1,216,062	700	107,299
SPARTAN MTRS INC	COM	846819100	8,845	644,715	SH		DFND	2,5,8,20	556,283	0	88,432
SPARTANNASH CO	COM	847215100	14,858	1,255,971	SH		DFND	2,5,8,20	1,150,556	1,026	104,389
SPDR GOLD TRUST	GOLD SHS	78463V107	86,228	620,923	SH		DFND	1,8,10,20	461,745	0	159,178
SPDR INDEX SHS FDS	DJ GLB RL ES ETF	78463X749	152,458	2,939,790	SH		DFND	1,2,5	2,931,588	49	8,153
ASML HOLDING N V	N Y REGISTRY SHS	N07059210	104,409	420,262	SH		DFND	2,5,6,20	420,219	43	0
SPDR INDEX SHS FDS	DJ INTL RL ETF	78463X863	129,239	3,270,222	SH		DFND	1,2,20	3,246,798	6,647	16,777
SPDR INDEX SHS FDS	EURO STOXX 50	78463X202	4,905	129,970	SH		DFND	10	0	0	129,970
SPDR INDEX SHS FDS	GLB NAT RESRCE	78463X541	280	6,491	SH		DFND	1	6,491	0	0
SPDR INDEX SHS FDS	LOW CARBON ETF	78463X194	41,155	446,600	SH		DFND	10	0	0	446,600
SPDR INDEX SHS FDS	MSCI ACWI EXUS	78463X848	24,178	1,005,721	SH		DFND	1	1,002,406	0	3,315
SPDR INDEX SHS FDS	PORTFOLIO DEVLPD	78463X889	108,889	3,708,744	SH		DFND	2,12,20	246,853	0	3,461,891
SPDR INDEX SHS FDS	PORTFOLIO EMG MK	78463X509	48,396	1,411,781	SH		DFND	2,5,12,19	573,850	0	837,931
SPDR INDEX SHS FDS	S&P GBLINF ETF	78463X855	4,562	85,436	SH		DFND	5	85,436	0	0
SPDR INDEX SHS FDS	S&P GLBDIV ETF	78463X459	9,014	133,500	SH		DFND	10	0	0	133,500
SPDR INDEX SHS FDS	S&P INTL ETF	78463X772	444	11,408	SH		DFND	1	7,134	0	4,274
ASPEN AEROGELS INC	COM	04523Y105	191	32,268	SH		DFND	2,20	32,268	0	0
SPDR INDEX SHS FDS	S&P INTL SMLCP	78463X871	100,725	3,427,197	SH		DFND	1,2,19,20	3,229,868	39,353	157,976
SPDR S&P 500 ETF TR	TR UNIT	78462F103	1,288,193	4,323,109	SH		DFND	1,2,10,12,20	3,339,528	1,501	982,080
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	48,598	137,713	SH		DFND	1,20	93,347	1,690	42,676
SPDR SERIES TRUST	BLOMBERG 1 10 YR	78468R861	269,065	13,752,346	SH		DFND	2	13,752,346	0	0
SPDR SERIES TRUST	BLOMBERG BRC INV	78468R200	18,034	586,297	SH		DFND	20	0	0	586,297
SPDR SERIES TRUST	BLOMBERG INTL TR	78464A516	7,221	251,586	SH		DFND	1,20	8,801	0	242,785
SPDR SERIES TRUST	BLOMBRG BRC EMRG	78464A391	3,909	143,654	SH		DFND	1	143,654	0	0
SPDR SERIES TRUST	BLOMBRG BRC INTL	78464A151	3,085	92,655	SH		DFND	20	0	0	92,655
SPDR SERIES TRUST	BLOOMBERG BRCLYS	78468R622	1,070,580	9,845,323	SH		DFND	2,5,8,12,19,20	9,845,323	0	0
SPDR SERIES TRUST	BLOOMBERG SRT TR	78468R408	9,621	356,219	SH		DFND	20	0	0	356,219
ASPEN TECHNOLOGY INC	COM	045327103	114,574	930,890	SH		DFND	2,5,8,13,19,20	839,744	1,368	89,778
SPDR SERIES TRUST	DJ REIT ETF	78464A607	215,650	2,062,258	SH		DFND	1,2,20	1,569,722	19,235	473,301
SPDR SERIES TRUST	FTSE INT GVT ETF	78464A490	50,279	919,078	SH		DFND	2,20	605,951	0	313,127
SPDR SERIES TRUST	NUVEEN BRC MUNIC	78468R721	28,286	558,010	SH		DFND	2	558,010	0	0
SPDR SERIES TRUST	PORTFLI HIGH YLD	78468R606	2,743	104,800	SH		DFND	10	0	0	104,800
SPDR SERIES TRUST	PORTFLI INTRMDIT	78464A672	6,520	208,510	SH		DFND	1,2	208,510	0	0
SPDR SERIES TRUST	PORTFLI MORTGAGE	78464A383	4,104	156,220	SH		DFND	2	156,220	0	0
SPDR SERIES TRUST	PORTFLI TIPS ETF	78464A656	284,478	9,974,679	SH		DFND	1,2,20	5,804,419	0	4,170,260
SPDR SERIES TRUST	PORTFOLIO AGRGTE	78464A649	338,759	11,429,121	SH		DFND	1,2,20	21,912	7,099	11,400,110
SPDR SERIES TRUST	PORTFOLIO INTRMD	78464A375	55,914	1,584,854	SH		DFND	1,2,12	1,480,605	103,018	1,231
SPDR SERIES TRUST	PORTFOLIO LN COR	78464A367	37,992	1,262,623	SH		DFND	2,20	120,609	0	1,142,014
ASSEMBLY BIOSCIENCES INC	COM	045396108	4,447	452,406	SH		DFND	2,5,8,20	390,403	0	62,003
SPDR SERIES TRUST	PORTFOLIO LN TSR	78464A664	566,113	13,797,538	SH		DFND	2,20	13,152,996	0	644,542
SPDR SERIES TRUST	PORTFOLIO LR ETF	78464A854	21,683	622,167	SH		DFND	12	622,167	0	0
SPDR SERIES TRUST	PORTFOLIO SH TSR	78468R101	91,008	3,031,582	SH		DFND	1,2	3,031,582	0	0
SPDR SERIES TRUST	PORTFOLIO SHORT	78464A474	259,938	8,425,855	SH		DFND	1,2,20	933,389	0	7,492,466
SPDR SERIES TRUST	PORTFOLIO SM ETF	78468R853	4,495	149,837	SH		DFND	12	149,837	0	0
SPDR SERIES TRUST	S&P 600 SML CAP	78464A813	34,504	513,378	SH		DFND	2,20	0	0	513,378
SPDR SERIES TRUST	S&P DIVID ETF	78464A763	9,199	89,657	SH		DFND	1	84,656	0	5,001
SPDR SERIES TRUST	S&P REGL BKG	78464A698	1,061	20,099	SH		DFND	20	20,099	0	0
SPDR SERIES TRUST	SPDR BLOOMBERG	78468R663	20,643	225,386	SH		DFND	2,12	225,386	0	0
SPDR SERIES TRUST	WELLS FG PFD ETF	78464A292	870	19,709	SH		DFND	1	19,709	0	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	2,888	2,256,435	SH		DFND	2,5,8,20	1,999,522	2,200	254,713
SPECTRUM BRANDS HLDGS INC NE	COM	84790A105	41,363	784,576	SH		DFND	2,5,6,8,10,11,12,13,19,20	729,077	1,904	53,595
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	36,041	4,344,953	SH		DFND	2,5,8,20	3,988,252	0	356,701
SPERO THERAPEUTICS INC	COM	84833T103	2,091	197,226	SH		DFND	2,20	174,883	0	22,343
SPIRE INC	COM	84857L101	145,312	1,654,678	SH		DFND	2,5,6,8,11,13,19,20	1,501,135	1,239	152,304
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	305,565	3,710,259	SH		DFND	2,5,6,8,10,12,13,19,20	3,118,578	146,875	444,806
SPIRIT AIRLS INC	COM	848577102	50,906	1,402,368	SH		DFND	2,5,8,13,20	1,203,752	0	198,616
SPIRIT MTA REIT	COM SHS BEN IN	84861U105	1,023	121,172	SH		DFND	5,8,13,20	92,598	0	28,574
SPIRIT OF TEX BANCSHARES INC	COM	84861D103	4,511	209,312	SH		DFND	2,20	172,525	0	36,787
SPIRIT RLTY CAP INC NEW	COM NEW	84860W300	162,879	3,359,961	SH		DFND	2,5,6,8,10,11,12,13,20	3,147,573	22,453	189,935
SPLUNK INC	COM	848637104	367,400	3,117,261	SH		DFND	2,5,6,8,10,12,13,19,20	2,694,369	79,352	343,540
ASSETMARK FINL HLDGS INC	COM	04546L106	5,061	194,293	SH		DFND	2,20	194,293	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	34,131	31,850,000	SH		DFND	2	31,850,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	24,181	22,075,000	SH		DFND	2	22,075,000	0	0
SPOK HLDGS INC	COM	84863T106	7,287	610,335	SH		DFND	2,5,8,20	552,169	2,501	55,665
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	3,561	687,364	SH		DFND	2,5,20	564,731	0	122,633
SPOTIFY TECHNOLOGY S A	SHS	L8681T102	138,412	1,214,142	SH		DFND	2,5,8,10,12,13,19,20	1,213,142	0	1,000
SPRING BK PHARMACEUTICALS IN	COM	849431101	46	13,121	SH		DFND	2,20	13,121	0	0
SPRINT CORPORATION	COM	85207U105	123,779	20,061,352	SH		DFND	2,5,6,8,10,12,13,19,20	17,107,293	436,977	2,517,082
SPROUTS FMRS MKT INC	COM	85208M102	63,120	3,263,696	SH		DFND	2,5,6,8,11,12,13,19,20	3,110,508	900	152,288
SPS COMMERCE INC	COM	78463M107	49,909	1,060,311	SH		DFND	2,5,8,13,20	945,332	1,200	113,779
SPX CORP	COM	784635104	50,669	1,266,410	SH		DFND	2,5,8,20	1,129,177	951	136,282
ASSOCIATED BANC CORP	COM	045487105	120,646	5,957,803	SH		DFND	2,5,6,8,11,12,13,20	5,770,558	1,561	185,684
SPX FLOW INC	COM	78469X107	48,809	1,236,923	SH		DFND	2,5,8,12,20	1,106,228	951	129,744
SQUARE INC	CL A	852234103	435,472	7,029,411	SH		DFND	2,5,6,8,10,12,13,19,20	6,105,313	176,812	747,286
SQUARE INC	NOTE 0.500% 5/1	852234AD5	28,770	25,825,000	SH		DFND	2,5	25,825,000	0	0
SRC ENERGY INC	COM	78470V108	52,428	11,250,610	SH		DFND	2,5,20	10,542,131	3,100	705,379
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	241,107	4,675,325	SH		DFND	2,5,6,8,10,12,13,19,20	3,989,541	115,330	570,454
SSGA ACTIVE ETF TR	BLKSTN GSOSRLN	78467V608	3,826	82,600	SH		DFND	10	0	0	82,600
SSGA ACTIVE ETF TR	INCOM ALLO ETF	78467V202	55,220	1,635,858	SH		DFND	1	1,530,109	55,995	49,754
SSGA ACTIVE ETF TR	MULT ASS RLRTN	78467V103	767	31,018	SH		DFND	1	31,018	0	0
ST JOE CO	COM	790148100	12,999	758,843	SH		DFND	2,5,8,20	646,990	0	111,853
STAAR SURGICAL CO	COM PAR $0.01	852312305	31,315	1,214,682	SH		DFND	2,5,8,20	1,072,528	2,097	140,057
ACCELERATE DIAGNOSTICS INC	COM	00430H102	10,900	586,952	SH		DFND	2,5,8,20	504,166	0	82,786
ASSOCIATED CAP GROUP INC	CL A	045528106	1,803	50,647	SH		DFND	2,20	43,442	0	7,205
STAG INDL INC	COM	85254J102	124,789	4,216,196	SH		DFND	2,5,8,10,20	3,685,203	31,513	499,480
STAGE STORES INC	COM NEW	85254C305	29	15,674	SH		DFND	20	15,674	0	0
STAMPS COM INC	COM NEW	852857200	41,142	552,618	SH		DFND	2,5,8,13,20	499,834	200	52,584
STANDARD DIVERSIFIED INC	COM CL A	85336L109	235	20,556	SH		DFND	2	20,556	0	0
STANDARD MTR PRODS INC	COM	853666105	29,542	608,481	SH		DFND	2,5,8,20	545,432	800	62,249
STANDEX INTL CORP	COM	854231107	26,902	368,825	SH		DFND	2,5,8,20	329,544	14	39,267
STANLEY BLACK & DECKER INC	COM	854502101	1,022,500	7,080,533	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,365,569	111,152	603,812
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	19,147	191,129	SH		DFND	2	191,129	0	0
STAR BULK CARRIERS CORP	SHS PAR	Y8162K204	856	85,028	SH		DFND	2	85,028	0	0
STAR GROUP L P	UNIT LTD PARTNR	85512C105	530	55,914	SH		DFND	8,20	55,914	0	0
ASSURANT INC	COM	04621X108	393,282	3,125,755	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,779,712	66,918	279,125
STARBUCKS CORP	COM	855244109	4,621,812	52,271,117	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	46,468,105	925,111	4,877,901
STARS GROUP INC	COM	85570W100	2,158	144,070	SH		DFND	20	144,070	0	0
STARTEK INC	COM	85569C107	1,486	229,736	SH		DFND	2,20	229,736	0	0
STARWOOD PPTY TR INC	COM	85571B105	102,202	4,138,587	SH		DFND	2,5,6,8,12,13,19,20	3,757,310	39,700	341,577
STATE AUTO FINL CORP	COM	855707105	11,346	350,308	SH		DFND	2,5,8,20	293,346	0	56,962
STATE STR CORP	COM	857477103	1,072,802	17,967,646	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	14,168,838	2,476,456	1,322,352
STEALTHGAS INC	SHS	Y81669106	229	75,726	SH		DFND	2	75,726	0	0
STEEL CONNECT INC	COM	858098106	48	27,998	SH		DFND	20	27,998	0	0
STEEL DYNAMICS INC	COM	858119100	257,164	8,561,838	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,717,349	199,846	644,643
STEELCASE INC	CL A	858155203	34,786	1,875,824	SH		DFND	2,5,8,20	1,608,169	3,400	264,255
ASSURED GUARANTY LTD	COM	G0585R106	83,469	1,877,402	SH		DFND	2,5,8,10,12,13,19,20	1,755,880	2,306	119,216
STEIN MART INC	COM	858375108	14	17,338	SH		DFND	20	17,338	0	0
STEMLINE THERAPEUTICS INC	COM	85858C107	20,920	2,009,596	SH		DFND	2,5,8,20	1,884,413	0	125,183
STEPAN CO	COM	858586100	58,251	600,156	SH		DFND	2,5,8,20	536,870	24	63,262
STERICYCLE INC	COM	858912108	105,852	2,078,385	SH		DFND	2,5,6,8,11,12,13,20	1,969,667	2,801	105,917
STERIS PLC	SHS USD	G8473T100	406,494	2,813,304	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,813,304	0	0
STERLING BANCORP DEL	COM	85917A100	145,661	7,261,265	SH		DFND	2,5,6,8,11,13,20	7,000,243	2,059	258,963
STERLING BANCORP INC	COM	85917W102	3,558	364,503	SH		DFND	2,5,20	316,179	0	48,324
STERLING CONSTRUCTION CO INC	COM	859241101	6,295	478,722	SH		DFND	2,5,20	406,888	0	71,834
STEWART INFORMATION SVCS COR	COM	860372101	27,590	711,272	SH		DFND	2,5,8,20	639,815	200	71,257
STIFEL FINL CORP	COM	860630102	125,728	2,191,152	SH		DFND	2,5,6,8,11,13,20	1,983,577	861	206,714
ASTEC INDS INC	COM	046224101	20,203	649,618	SH		DFND	2,5,8,20	581,390	463	67,765
STITCH FIX INC	COM CL A	860897107	19,808	1,028,967	SH		DFND	2,5,8,20	1,028,967	0	0
STMICROELECTRONICS N V	NY REGISTRY	861012102	769	39,743	SH		DFND	2,20	39,743	0	0
STOCK YDS BANCORP INC	COM	861025104	16,252	439,863	SH		DFND	2,5,8,20	372,420	591	66,852
STOKE THERAPEUTICS INC	COM	86150R107	2,987	138,979	SH		DFND	2,20	138,979	0	0
STONERIDGE INC	COM	86183P102	17,227	556,261	SH		DFND	2,5,8,20	475,967	0	80,294
STORE CAP CORP	COM	862121100	242,187	6,414,600	SH		DFND	2,5,8,10,12,19,20	5,827,200	55,645	531,755
STRATASYS LTD	SHS	M85548101	21,068	988,854	SH		DFND	2,5,8,10,20	836,735	0	152,119
STRATEGIC ED INC	COM	86272C103	83,627	615,448	SH		DFND	2,5,8,20	546,636	490	68,322
STRATUS PPTYS INC	COM NEW	863167201	2,664	90,690	SH		DFND	2,20	73,687	0	17,003
STRONGBRIDGE BIOPHARMA PLC	SHS USD	G85347105	1,518	635,087	SH		DFND	2,20	635,087	0	0
ASTRAZENECA PLC	SPONSORED ADR	046353108	9,159	205,500	SH		DFND	1,20	205,500	0	0
STRYKER CORP	COM	863667101	2,918,870	13,462,431	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	11,900,996	258,349	1,303,086
STURM RUGER & CO INC	COM	864159108	19,596	469,253	SH		DFND	2,5,8,20	426,098	0	43,155
SUMITOMO MITSUI FINL GROUP I	SPONSORED ADR	86562M209	81	11,865	SH		DFND	20	11,865	0	0
SUMMIT FINANCIAL GROUP INC	COM	86606G101	4,982	194,600	SH		DFND	2,5,20	165,589	0	29,011
SUMMIT HOTEL PPTYS INC	COM	866082100	69,069	5,954,222	SH		DFND	2,5,8,10,20	5,530,318	27,206	396,698
SUMMIT MATLS INC	CL A	86614U100	51,047	2,299,434	SH		DFND	2,5,8,20	1,957,929	2,052	339,453
SUN CMNTYS INC	COM	866674104	672,284	4,506,293	SH		DFND	2,5,6,8,10,12,13,19,20	4,255,812	23,157	227,324
SUNCOKE ENERGY INC	COM	86722A103	20,238	3,588,348	SH		DFND	2,5,8,20	3,344,541	2,348	241,459
SUNESIS PHARMACEUTICALS INC	COM	867328700	9	12,201	SH		DFND	20	12,201	0	0
SUNNOVA ENERGY INTL INC	COM	86745K104	1,524	141,730	SH		DFND	2,20	141,730	0	0
ASTRONICS CORP	COM	046433108	47,857	1,628,909	SH		DFND	2,5,8,20	1,541,483	1,240	86,186
SUNOPTA INC	COM	8676EP108	64	35,509	SH		DFND	2,5	35,509	0	0
SUNPOWER CORP	COM	867652406	25,048	2,283,318	SH		DFND	2,5,8,20	2,089,527	0	193,791
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	93	100,000	SH		DFND	2	100,000	0	0
SUNPOWER CORP	DBCV 4.000% 1/1	867652AL3	19,406	20,945,000	SH		DFND	2	20,945,000	0	0
SUNRUN INC	COM	86771W105	36,500	2,184,945	SH		DFND	2,5,8,20	1,854,453	0	330,492
SUNSTONE HOTEL INVS INC NEW	COM	867892101	131,921	9,566,712	SH		DFND	2,5,8,10,13,19,20	8,483,902	57,637	1,025,173
SUNTRUST BKS INC	COM	867914103	1,398,239	20,323,244	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,383,688	325,663	1,613,893
SUPERIOR GRP OF COMPANIES IN	COM	868358102	2,510	155,702	SH		DFND	2,20	133,336	0	22,366
SUPERIOR INDS INTL INC	COM	868168105	269	93,221	SH		DFND	2,20	93,221	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	43,450	1,581,161	SH		DFND	2,5,8,20	1,424,510	300	156,351
ASTRONOVA INC	COM	04638F108	1,840	113,802	SH		DFND	2,20	113,802	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	10,837	11,625,000	SH		DFND	2,5	11,625,000	0	0
SURFACE ONCOLOGY INC	COM	86877M209	18	12,724	SH		DFND	2	12,724	0	0
SURGERY PARTNERS INC	COM	86881A100	3,315	448,935	SH		DFND	2,5,20	374,778	0	74,157
SURMODICS INC	COM	868873100	21,742	475,338	SH		DFND	2,5,8,20	435,356	0	39,982
SUTRO BIOPHARMA INC	COM	869367102	1,417	155,838	SH		DFND	2,20	138,870	0	16,968
SUZANO SA	SPON ADS	86959K105	3,810	472,153	SH		DFND	2,10,19,20	472,153	0	0
SVB FINL GROUP	COM	78486Q101	560,624	2,683,051	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,451,929	37,097	194,025
SVMK INC	COM	78489X103	27,380	1,601,181	SH		DFND	2,5,8,20	1,438,055	0	163,126
SWITCH INC	CL A	87105L104	11,547	739,234	SH		DFND	2,8,20	686,852	0	52,382
SYKES ENTERPRISES INC	COM	871237103	38,159	1,245,384	SH		DFND	2,5,8,20	1,125,656	1,429	118,299
AT HOME GROUP INC	COM	04650Y100	8,755	910,058	SH		DFND	2,5,8,20	765,347	0	144,711
SYMANTEC CORP	COM	871503108	606,318	25,658,814	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	21,091,138	448,280	4,119,396
SYNALLOY CP DEL	COM	871565107	1,978	124,014	SH		DFND	2,20	99,888	0	24,126
SYNAPTICS INC	COM	87157D109	52,815	1,322,028	SH		DFND	2,5,6,8,11,20	1,213,007	1,424	107,597
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	13,587	14,550,000	SH		DFND	2,5	14,550,000	0	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	4,018	744,012	SH		DFND	2,5,20	744,012	0	0
SYNCHRONY FINL	COM	87165B103	935,010	27,427,690	SH		DFND	2,5,6,8,10,11,12,13,19,20	24,300,950	529,399	2,597,341
SYNDAX PHARMACEUTICALS INC	COM	87164F105	3,104	415,564	SH		DFND	2,20	368,364	0	47,200
SYNEOS HEALTH INC	CL A	87166B102	106,880	2,008,652	SH		DFND	2,5,6,8,11,13,20	1,815,330	1,200	192,122
SYNLOGIC INC	COM	87166L100	695	303,424	SH		DFND	2,20	271,579	0	31,845
SYNNEX CORP	COM	87162W100	114,360	1,012,931	SH		DFND	2,5,6,8,11,12,13,20	974,459	864	37,608
AT&T INC	COM	00206R102	11,215,347	296,388,672	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	262,335,019	5,404,555	28,649,098
SYNOPSYS INC	COM	871607107	904,602	6,590,909	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,753,154	166,658	671,097
SYNOVUS FINL CORP	COM NEW	87161C501	197,903	5,485,013	SH		DFND	2,5,6,8,11,13,20	5,304,684	1,890	178,439
SYNTHORX INC	COM	87167A103	2,359	144,988	SH		DFND	2,20	144,988	0	0
SYROS PHARMACEUTICALS INC	COM	87184Q107	6,999	674,261	SH		DFND	2,5,20	563,308	0	110,953
SYSCO CORP	COM	871829107	2,123,769	26,747,724	SH		DFND	2,5,6,8,10,11,12,13,19,20	24,170,360	448,303	2,129,061
SYSTEMAX INC	COM	871851101	7,292	331,294	SH		DFND	2,5,8,20	296,520	0	34,774
T MOBILE US INC	COM	872590104	1,139,903	14,471,279	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,529,771	238,821	702,687
T2 BIOSYSTEMS INC	COM	89853L104	229	91,528	SH		DFND	2,20	91,528	0	0
TABULA RASA HEALTHCARE INC	COM	873379101	30,025	546,513	SH		DFND	2,5,8,20	486,421	0	60,092
TACTILE SYS TECHNOLOGY INC	COM	87357P100	27,333	645,854	SH		DFND	2,5,8,20	592,928	0	52,926
ATARA BIOTHERAPEUTICS INC	COM	046513107	36,801	2,606,271	SH		DFND	2,5,8,20	2,454,561	0	151,710
TAILORED BRANDS INC	COM	87403A107	6,339	1,440,710	SH		DFND	2,5,8,20	1,290,809	1,769	148,132
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	165,821	3,544,113	SH		DFND	1,2,5,8,10,13,19,20	3,156,704	0	387,409
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	640,316	5,108,634	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,576,802	59,540	472,292
TAKEDA PHARMACEUTICAL CO LTD	SPONSORED ADS	874060205	1,726	100,358	SH		DFND	1,20	100,358	0	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	286,509	8,367,658	SH		DFND	1,2,5,8,10,11,12,13,19,20	6,983,982	192,900	1,190,776
TALEND S A	ADS	874224207	865	25,463	SH		DFND	2	25,463	0	0
TALLGRASS ENERGY LP	CLASS A SHS	874696107	5,380	267,116	SH		DFND	5,8,20	241,654	2,000	23,462
TALOS ENERGY INC	COM	87484T108	13,662	672,032	SH		DFND	2,5,20	609,043	0	62,989
TANDEM DIABETES CARE INC	COM NEW	875372203	77,588	1,315,492	SH		DFND	2,5,8,13,20	1,145,823	0	169,669
TANGER FACTORY OUTLET CTRS I	COM	875465106	425,589	27,492,799	SH		DFND	2,5,6,8,10,11,12,20	27,102,613	22,142	368,044
ACCELERON PHARMA INC	COM	00434H108	56,245	1,423,552	SH		DFND	2,5,8,20	1,288,144	0	135,408
ATHENE HLDG LTD	CL A	G0684D107	159,595	3,794,468	SH		DFND	2,5,6,8,10,12,13,19,20	3,213,884	167,859	412,725
TAPESTRY INC	COM	876030107	365,106	14,015,589	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,976,788	279,716	1,759,085
TARENA INTL INC	SPONSORED ADS	876108101	87	88,177	SH		DFND	5,20	86,900	0	1,277
TARGA RES CORP	COM	87612G101	219,729	5,469,988	SH		DFND	2,5,6,8,10,12,13,19,20	4,695,177	115,292	659,519
TARGET CORP	COM	87612E106	4,635,270	43,356,744	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	23,713,570	17,012,055	2,631,119
TARGET HOSPITALITY CORP	COM	87615L107	3,887	570,838	SH		DFND	2,5,20	570,838	0	0
TARO PHARMACEUTICAL INDS LTD	SHS	M8737E108	289	3,824	SH		DFND	5,8,10,20	3,508	316	0
TATA MTRS LTD	SPONSORED ADR	876568502	14,030	1,672,278	SH		DFND	1,2,5,8,13,19,20	1,615,787	0	56,491
TAUBMAN CTRS INC	COM	876664103	120,755	2,957,507	SH		DFND	2,5,6,8,10,11,13,20	2,814,188	15,173	128,146
TAYLOR MORRISON HOME CORP	COM	87724P106	71,083	2,740,278	SH		DFND	2,5,8,10,20	2,413,367	1,500	325,411
TCF FINANCIAL CORPORATION NE	COM	872307103	187,488	4,924,832	SH		DFND	2,5,6,8,11,13,20	4,924,832	0	0
ATHENEX INC	COM	04685N103	32,565	2,676,903	SH		DFND	2,5,8,20	2,484,235	0	192,668
TCR2 THERAPEUTICS INC	COM	87808K106	2,505	166,634	SH		DFND	2,20	166,634	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	282,020	6,038,979	SH		DFND	2,5,6,8,10,12,13,19,20	5,140,035	272,852	626,092
TE CONNECTIVITY LTD	REG SHS	H84989104	1,176,288	12,623,826	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,289,843	247,411	1,086,572
TEAM INC	COM	878155100	15,793	874,944	SH		DFND	2,5,8,20	784,332	573	90,039
TECH DATA CORP	COM	878237106	130,191	1,248,956	SH		DFND	2,5,6,8,11,12,13,20	1,134,358	315	114,283
TECHNIPFMC PLC	COM	G87110105	554,959	22,989,197	SH		DFND	2,5,6,8,10,11,12,13,19,20	17,384,742	169,247	5,435,208
TECHTARGET INC	COM	87874R100	14,525	644,853	SH		DFND	2,5,8,20	571,823	0	73,030
TECK RESOURCES LTD	CL B	878742204	873	53,768	SH		DFND	5,8,20	53,768	0	0
TEEKAY CORPORATION	COM	Y8564W103	5,161	1,290,333	SH		DFND	2,5,20	1,082,478	0	207,855
TEEKAY TANKERS LTD	CL A	Y8565N102	4,486	3,450,920	SH		DFND	2,5,20	2,950,099	0	500,821
ATHERSYS INC	COM	04744L106	3,102	2,332,227	SH		DFND	2,20	1,933,967	0	398,260
TEGNA INC	COM	87901J105	153,959	9,872,032	SH		DFND	2,5,6,8,11,12,13,19,20	9,198,662	5,029	668,341
TEJON RANCH CO	COM	879080109	7,174	422,725	SH		DFND	2,5,8,20	356,479	936	65,310
TELADOC HEALTH INC	COM	87918A105	98,087	1,448,425	SH		DFND	2,5,8,13,19,20	1,228,361	650	219,414
TELARIA INC	COM	879181105	5,796	838,828	SH		DFND	2,5,20	719,517	0	119,311
TELECOM ARGENTINA S A	SPON ADR REP B	879273209	24,330	2,433,036	SH		DFND	2,5,8,10,12,13,19,20	2,433,036	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	356,366	1,106,762	SH		DFND	2,5,6,8,11,12,13,19,20	1,060,255	488	46,019
TELEFLEX INC	COM	879369106	638,748	1,880,053	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,749,833	31,656	98,564
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	23,786	1,692,023	SH		DFND	1,2,5,10,13,19,20	1,436,098	194,704	61,221
TELEFONICA S A	SPONSORED ADR	879382208	1,120	147,375	SH		DFND	1,20	147,375	0	0
TELENAV INC	COM	879455103	3,599	752,843	SH		DFND	2,5,20	674,343	0	78,500
ATKORE INTL GROUP INC	COM	047649108	29,321	966,106	SH		DFND	2,5,8,10,20	825,094	0	141,012
TELEPHONE & DATA SYS INC	COM NEW	879433829	211,760	8,207,748	SH		DFND	2,5,6,8,11,12,13,20	8,078,863	2,647	126,238
TELIGENT INC NEW	COM	87960W104	33	34,300	SH		DFND	20	34,300	0	0
TELLURIAN INC NEW	COM	87968A104	27,782	3,341,155	SH		DFND	2,5,8,20	3,062,187	0	278,968
TEMPUR SEALY INTL INC	COM	88023U101	110,868	1,436,111	SH		DFND	2,5,6,8,11,13,19,20	1,376,030	1,172	58,909
TENABLE HLDGS INC	COM	88025T102	15,714	702,140	SH		DFND	2,5,8,20	594,273	0	107,867
TENARIS S A	SPONSORED ADS	88031M109	2,179	102,885	SH		DFND	1,20	102,885	0	0
TENCENT MUSIC ENTMT GROUP	SPON ADS	88034P109	21,425	1,677,758	SH		DFND	2,5,8,10,11,12,13,19,20	1,677,758	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	75,547	3,415,339	SH		DFND	1,2,5,6,8,11,12,20	3,103,869	2,081	309,389
TENNANT CO	COM	880345103	37,404	529,050	SH		DFND	2,5,8,20	469,932	278	58,840
TENNECO INC	CL A VTG COM STK	880349105	14,381	1,148,626	SH		DFND	2,5,8,12,13,20	992,797	623	155,206
ATLANTIC CAP BANCSHARES INC	COM	048269203	10,017	577,697	SH		DFND	2,5,8,20	501,356	0	76,341
TERADATA CORP DEL	COM	88076W103	89,234	2,878,510	SH		DFND	1,2,5,6,8,11,13,19,20	2,730,380	1,664	146,466
TERADYNE INC	COM	880770102	242,064	4,180,011	SH		DFND	2,5,6,8,11,13,19,20	3,951,517	2,174	226,320
TERADYNE INC	NOTE 1.250%12/1	880770AG7	27,808	14,590,000	SH		DFND	2,5	14,590,000	0	0
TEREX CORP NEW	COM	880779103	53,772	2,070,556	SH		DFND	2,5,6,8,11,12,13,20	1,986,685	695	83,176
TERNIUM SA	SPONSORED ADS	880890108	8,541	445,088	SH		DFND	2,5,13,20	435,559	0	9,529
TERRAFORM PWR INC	COM CL A	88104R209	29,339	1,609,822	SH		DFND	2,5,8,20	1,388,930	0	220,892
TERRENO RLTY CORP	COM	88146M101	110,368	2,160,268	SH		DFND	2,5,8,10,20	1,899,813	15,852	244,603
TERRITORIAL BANCORP INC	COM	88145X108	6,027	210,898	SH		DFND	2,5,6,13,20	186,482	0	24,416
TESLA INC	COM	88160R101	706,728	2,934,066	SH		DFND	2,5,6,8,10,12,13,19,20	2,528,683	72,393	332,990
TESLA INC	NOTE 1.250% 3/0	88160RAC5	41,688	42,630,000	SH		DFND	2,5	42,630,000	0	0
ATLANTIC PWR CORP	COM NEW	04878Q863	4,950	2,115,357	SH		DFND	2,5,20	1,781,985	0	333,372
TESLA INC	NOTE 2.000% 5/1	88160RAG6	57,870	56,535,000	SH		DFND	2,5	56,535,000	0	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	30,809	30,225,000	SH		DFND	2,5	30,225,000	0	0
TESSCO TECHNOLOGIES INC	COM	872386107	1,490	103,677	SH		DFND	2,20	103,677	0	0
TETRA TECH INC NEW	COM	88162G103	151,043	1,740,929	SH		DFND	2,5,6,8,11,19,20	1,573,639	1,372	165,918
TETRA TECHNOLOGIES INC DEL	COM	88162F105	7,291	3,627,332	SH		DFND	2,5,8,20	3,229,257	3,561	394,514
TEVA PHARMACEUTICAL FIN LLC	DBCV 0.250% 2/0	88163VAE9	14,125	15,542,000	SH		DFND	2,5	15,542,000	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	81,881	11,901,379	SH		DFND	1,2,5,6,8,10,12,13,19,20	10,844,105	153,973	903,301
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	118,712	2,172,226	SH		DFND	2,5,6,8,11,13,20	2,111,961	800	59,465
TEXAS INSTRS INC	COM	882508104	5,111,742	39,552,319	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	34,289,447