0000093751-20-000921.txt : 20200814 0000093751-20-000921.hdr.sgml : 20200814 20200814101556 ACCESSION NUMBER: 0000093751-20-000921 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200814 DATE AS OF CHANGE: 20200814 EFFECTIVENESS DATE: 20200814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE STREET CORP CENTRAL INDEX KEY: 0000093751 STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022] IRS NUMBER: 042456637 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00399 FILM NUMBER: 201102277 BUSINESS ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617 786-3000 MAIL ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET Corp DATE OF NAME CHANGE: 20090218 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET CORP DATE OF NAME CHANGE: 19970424 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET BOSTON FINANCIAL CORP DATE OF NAME CHANGE: 19780525 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000093751 XXXXXXXX 06-30-2020 06-30-2020 STATE STREET CORP

ONE LINCOLN STREET BOSTON MA 02111

13F HOLDINGS REPORT 028-00399 N Sonia Shah 1-617-664-7797 Sonia Shah Boston X1 08-14-2020 11 3809 1375551649 false 1 0000093748 028-00733 STATE STREET BANK & TRUST CO 2 0001257442 028-11338 SSGA FUNDS MANAGEMENT INC 5 0001324602 028-11326 State Street Global Advisors LTD 6 0001324601 028-11327 State Street Global Advisors Ltd. 8 0001324595 028-11330 State Street Global Advisors, Australia 10 0001324600 028-11332 State Street Global Advisors (Japan) Co., Ltd. 11 0001324599 028-18493 State Street Global Advisors Singapore LTD 12 0001324598 028-11331 State Street Global Advisors Asia LTD 13 0001324597 028-11334 State Street Global Advisors GmbH 19 0001520010 028-14459 State Street Global Advisors Ireland Ltd 20 0001714343 028-18135 State Street Global Advisors Trust Co INFORMATION TABLE 2 lasr_reportsInfoTable_100_v1.xml 10X GENOMICS INC CL A COM 88025U109 43940 491990 SH DFND 2,20 418413 0 73577 360 FINANCE INC ADS 88557W101 5601 522928 SH DFND 13,2,20,5 387497 0 135431 AGROFRESH SOLUTIONS INC COM 00856G109 1070 353277 SH DFND 2,20 285700 0 67577 DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 1206 135016 SH DFND 2,20 105755 0 29261 DASEKE INC COM 23753F107 3633 924320 SH DFND 2,20,5 758870 0 165450 DATADOG INC CL A COM 23804L103 206077 2370061 SH DFND 10,11,12,13,19,2,20,5,6,8 2013342 62398 294321 DAVE & BUSTERS ENTMT INC COM 238337109 17716 1329041 SH DFND 2,20,5,8 1145186 0 183855 DAVITA INC COM 23918K108 335704 4241902 SH DFND 10,11,12,13,19,2,20,5,6,8 3520890 117234 603778 DAWSON GEOPHYSICAL CO NEW COM 239360100 14 10036 SH DFND 20 10036 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 3419 115070 SH DFND 5 115070 0 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 102757 1720638 SH DFND 2,20,5,8 1554774 400 165464 DECKERS OUTDOOR CORP COM 243537107 183253 933110 SH DFND 12,13,19,2,20,5,6,8 794267 293 138550 DEERE & CO COM 244199105 1965830 12450017 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10696572 152176 1601269 AIMMUNE THERAPEUTICS INC COM 00900T107 62247 3725138 SH DFND 2,20,5,8 3514147 0 210991 DEL TACO RESTAURANTS INC NEW COM 245496104 3297 555916 SH DFND 2,20,5 445730 0 110186 DELEK US HLDGS INC NEW COM 24665A103 59833 3436688 SH DFND 10,12,2,20,5,8 3115837 19333 301518 DELL TECHNOLOGIES INC CL C 24703L202 238676 4344308 SH DFND 1,10,11,12,13,19,2,20,5,6,8 3350719 139235 854354 DELMAR BANCORP COM NEW 247035207 609 92700 SH DFND 2,20 70000 0 22700 DELPHI TECHNOLOGIES PL SHS G2709G107 17923 1261288 SH DFND 12,13,2,20,5,6,8 1195456 2033 63799 DELTA AIR LINES INC DEL COM NEW 247361702 549786 19600218 SH DFND 1,10,11,12,13,19,2,20,5,6,8 17430817 145592 2023809 DELUXE CORP COM 248019101 32880 1396761 SH DFND 2,20,5,6,8 1195943 7967 192851 DENALI THERAPEUTICS INC COM 24823R105 54291 2245280 SH DFND 2,20,5,8 1948358 800 296122 DENBURY RES INC COM NEW 247916208 3109 11258772 SH DFND 2,20,5 11258772 0 0 DENNYS CORP COM 24869P104 12722 1259638 SH DFND 2,20,5,8 999411 0 260227 AIR LEASE CORP CL A 00912X302 39233 1332529 SH DFND 13,2,20,5,8 1111074 1500 219955 DENTSPLY SIRONA INC COM 24906P109 448420 10154665 SH DFND 10,11,12,13,19,2,20,5,6,8 8617850 221680 1315135 DERMTECH INC COM 24984K105 1353 102249 SH DFND 2,20 83350 0 18899 DESIGNER BRANDS INC CL A 250565108 17621 2602746 SH DFND 12,2,20,5,8 2324269 106 278371 DESPEGAR COM CORP ORD SHS G27358103 1209 168405 SH DFND 2,20,5 136593 0 31812 DESTINATION XL GROUP INC COM 25065K104 14 22082 SH DFND 20 22082 0 0 DEVON ENERGY CORP NEW COM 25179M103 266426 23494373 SH DFND 1,10,12,13,19,2,20,5,6,8 22243467 6588 1244318 DEXCOM INC COM 252131107 1576244 3888121 SH DFND 10,11,12,13,19,2,20,5,6,8 3365986 45264 476871 DEXCOM INC NOTE 0.750%12/0 252131AH0 53903 21740000 PRN DFND 2,5 21740000 0 0 DHI GROUP INC COM 23331S100 2262 1077352 SH DFND 2,20 885089 0 192263 DHT HOLDINGS INC SHS NEW Y2065G121 10626 2071296 SH DFND 2,20,5 1696013 0 375283 AIR PRODS & CHEMS INC COM 009158106 2439871 10049312 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8724030 224781 1100501 DIAGEO P L C SPON ADR NEW 25243Q205 1099 8180 SH DFND 20 8180 0 0 DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 9083 79904 SH DFND 2,20,5,8 65064 0 14840 DIAMOND S SHIPPING INC COM Y20676105 4173 522286 SH DFND 2,20,5,8 410814 0 111472 DIAMONDBACK ENERGY INC COM 25278X109 441500 10557158 SH DFND 10,11,12,13,19,2,20,5,6,8 9352834 92141 1112183 DIAMONDROCK HOSPITALITY CO COM 252784301 60620 10961970 SH DFND 10,13,2,20,5,8 8868607 57808 2035555 DICERNA PHARMACEUTICALS INC COM 253031108 72827 2867195 SH DFND 2,20,5,8 2574709 600 291886 DICKS SPORTING GOODS INC COM 253393102 69551 1685677 SH DFND 10,12,13,19,2,20,5,6,8 1518012 21286 146379 DIEBOLD NXDF INC COM 253651103 14078 2323146 SH DFND 2,20,5,8 1987134 2012 334000 DIGI INTL INC COM 253798102 9756 837420 SH DFND 2,20,5 740081 0 97339 DIGIMARC CORP NEW COM 25381B101 3630 226998 SH DFND 2,20,5 185100 0 41898 AIR TRANSPORT SERVICES GRP I COM 00922R105 29341 1317530 SH DFND 2,20,5,8 1094907 0 222623 DIGITAL RLTY TR INC COM 253868103 2430317 17101663 SH DFND 10,11,12,13,19,2,20,5,6,8 13910861 218606 2972196 DIGITAL TURBINE INC COM NEW 25400W102 25230 2007163 SH DFND 2,20,5,8 1629481 0 377682 DILLARDS INC CL A 254067101 5371 207047 SH DFND 12,13,2,20,5,8 166373 349 40325 DIME CMNTY BANCSHARES INC COM 253922108 15617 1137426 SH DFND 2,20,5,8 1005712 874 130840 DINE BRANDS GLOBAL INC COM 254423106 21327 506584 SH DFND 2,20,5,8 431929 2047 72608 DIODES INC COM 254543101 81590 1609277 SH DFND 2,20,5,8 1412266 263 196748 DISCOVER FINL SVCS COM 254709108 665309 13282272 SH DFND 10,11,12,13,19,2,20,5,6,8 11591049 199682 1491541 DISCOVERY INC COM SER A 25470F104 168164 7969872 SH DFND 10,11,12,13,19,2,20,5,6,8 6759133 161291 1049448 DISCOVERY INC COM SER C 25470F302 395544 20537072 SH DFND 10,11,12,13,19,2,20,5,6,8 16384843 355080 3797149 DISH NETWORK CORPORATION CL A 25470M109 410729 11901738 SH DFND 10,11,12,13,19,2,20,5,6,8 10606768 143736 1151234 AKAMAI TECHNOLOGIES INC COM 00971T101 766776 7160105 SH DFND 10,11,12,13,19,2,20,5,6,8 5923837 199462 1036806 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 23982 26397000 PRN DFND 2,5 26397000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 70972 75872000 PRN DFND 2,5 75872000 0 0 DISNEY WALT CO COM DISNEY 254687106 8443679 75721269 SH DFND 1,10,11,12,13,19,2,20,5,6,8 59958129 1204033 14559107 DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 60514 13675509 SH DFND 10,12,13,2,20,5,8 11274777 68571 2332161 DMC GLOBAL INC COM 23291C103 16482 597191 SH DFND 2,20,5,8 537406 0 59785 DOCUSIGN INC COM 256163106 621388 3608316 SH DFND 10,11,12,13,19,2,20,5,6,8 2982434 83696 542186 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 36589 15056000 PRN DFND 2,5 15056000 0 0 DOLBY LABORATORIES INC COM CL A 25659T107 58542 888755 SH DFND 13,19,2,20,5,8 708238 562 179955 DOLLAR GEN CORP NEW COM 256677105 2145362 11261151 SH DFND 10,11,12,13,19,2,20,5,6,8 9766374 185298 1309479 DOLLAR TREE INC COM 256746108 957750 10333943 SH DFND 10,11,12,13,19,2,20,5,6,8 8901701 141816 1290426 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 36598 29393000 PRN DFND 2,5 29393000 0 0 DOMINION ENERGY INC COM 25746U109 3667150 45173071 SH DFND 10,11,12,13,19,2,20,5,6,8 39191255 450109 5531707 DOMINION ENERGY INC UNIT 99/99/9999 25746U133 31543 312000 SH DFND 2 312000 0 0 DOMINOS PIZZA INC COM 25754A201 624004 1689055 SH DFND 10,11,12,13,19,2,20,5,6,8 1469259 25761 194035 DOMO INC COM CL B 257554105 16587 515608 SH DFND 2,20,5,8 411755 0 103853 DOMTAR CORP COM NEW 257559203 50332 2384276 SH DFND 12,13,2,20,5,6,8 2124804 2050 257422 DONALDSON INC COM 257651109 245349 5274044 SH DFND 13,19,2,20,5,6,8 4997308 1696 275040 DONEGAL GROUP INC CL A 257701201 3660 257381 SH DFND 13,2,20,5,8 199902 0 57479 DONNELLEY FINL SOLUTIONS INC COM 25787G100 7954 946899 SH DFND 2,20,5 835171 0 111728 DONNELLEY R R & SONS CO COM 257867200 967 812723 SH DFND 2,20,5 812723 0 0 DORIAN LPG LTD SHS USD Y2106R110 7098 917066 SH DFND 2,20,5,8 792625 0 124441 AKCEA THERAPEUTICS INC COM 00972L107 4360 318260 SH DFND 2,20,5,8 254210 0 64050 DORMAN PRODUCTS INC COM 258278100 60170 897118 SH DFND 19,2,20,5,8 750878 100 146140 DOUGLAS DYNAMICS INC COM 25960R105 17050 485487 SH DFND 2,20,5,8 378215 8300 98972 DOUGLAS EMMETT INC COM 25960P109 237239 7668169 SH DFND 10,12,13,19,2,20,5,6,8 6245129 48266 1374774 DOUYU INTERNATIONAL HLDNGS L SPONSORED ADS 25985W105 5855 507357 SH DFND 2 507357 0 0 DOVER CORP COM 260003108 718566 7441656 SH DFND 1,10,11,12,13,19,2,20,5,6,8 6474199 207389 760068 DOW INC COM 260557103 1533301 37617779 SH DFND 10,11,12,13,19,2,20,5,6,8 27992653 389084 9236042 DR REDDYS LABS LTD ADR 256135203 54243 1023261 SH DFND 12,13,19,2,20,5,8 639461 0 383800 DRAFTKINGS INC COM CL A 26142R104 4287 128900 SH DFND 20 128900 0 0 DRIL QUIP INC COM 262037104 39693 1332432 SH DFND 2,20,5,8 1168357 496 163579 DRIVE SHACK INC COM 262077100 78 42253 SH DFND 20 42253 0 0 AKEBIA THERAPEUTICS INC COM 00972D105 68063 5012038 SH DFND 2,20,5,8 4432842 1272 577924 DROPBOX INC CL A 26210C104 108274 4973540 SH DFND 10,11,12,13,19,2,20,5,6,8 4050929 129431 793180 DSP GROUP INC COM 23332B106 14642 922061 SH DFND 2,20,5,8 838356 0 83705 DTE ENERGY CO COM 233331107 1082790 9979284 SH DFND 10,11,12,13,19,2,20,5,6,8 8847446 168812 963026 DTE ENERGY CO UNIT 11/01/2022S 233331842 22318 527000 SH DFND 2 527000 0 0 DUCOMMUN INC DEL COM 264147109 17382 498492 SH DFND 2,20,5,8 454234 0 44258 DUKE ENERGY CORP NEW COM NEW 26441C204 3180558 39811721 SH DFND 1,10,11,12,13,19,2,20,5,6,8 34495926 464422 4851373 DUKE REALTY CORP COM NEW 264411505 832715 23529678 SH DFND 10,11,12,13,19,2,20,5,6,8 19303282 316421 3909975 DULUTH HLDGS INC COM CL B 26443V101 1369 185762 SH DFND 2,20 141387 0 44375 DUNKIN BRANDS GROUP INC COM 265504100 128731 1973501 SH DFND 13,2,20,5,6,8 1785386 900 187215 DUPONT DE NEMOURS INC COM 26614N102 1975754 37187169 SH DFND 10,11,12,13,19,2,20,5,6,8 25989212 453496 10744461 AKERNA CORP COM 00973W102 765 86877 SH DFND 2,20 65621 0 21256 DURECT CORP COM 266605104 7242 3121506 SH DFND 2,20,5,8 2513571 0 607935 DXC TECHNOLOGY CO COM 23355L106 144801 8775839 SH DFND 1,10,12,13,19,2,20,5,6,8 7628017 5062 1142760 DXP ENTERPRISES INC NEW COM NEW 233377407 10664 535615 SH DFND 2,20,5,8 462297 0 73318 DYADIC INTL INC DEL COM 26745T101 1857 214445 SH DFND 2,20 165779 0 48666 DYCOM INDS INC COM 267475101 40087 980360 SH DFND 13,2,20,5,6,8 841849 805 137706 DYNATRACE INC COM 268150109 109166 2688816 SH DFND 10,11,12,13,19,2,20,5,6,8 2350969 59677 278170 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 44871 5058784 SH DFND 2,20,5,8 4658485 0 400299 DYNEX CAP INC COM 26817Q886 8857 613846 SH DFND 2,20,5,8 500823 0 113023 E L F BEAUTY INC COM 26856L103 11647 610735 SH DFND 2,20,5,8 417403 0 193332 E TRADE FINANCIAL CORP COM NEW 269246401 470958 9470290 SH DFND 10,12,13,19,2,20,5,6,8 8184079 202587 1083624 3M CO COM 88579Y101 6510453 41736351 SH DFND 1,10,11,12,13,19,2,20,5,6,8 21273008 11807829 8655514 AKERO THERAPEUTICS INC COM 00973Y108 4675 187590 SH DFND 2,20,5,8 151173 0 36417 EAGLE 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10,11,12,13,19,2,20,5,6,8 5303816 190417 680738 EASTMAN KODAK CO COM NEW 277461406 371 166160 SH DFND 2,20 138660 0 27500 EATON CORP PLC SHS G29183103 1539778 17601482 SH DFND 10,11,12,13,19,2,20,5,6,8 14961770 491643 2148069 EATON VANCE CORP COM NON VTG 278265103 350997 9093191 SH DFND 10,13,2,20,5,6,8 8808676 25739 258776 EBAY INC. COM 278642103 1687988 32182801 SH DFND 10,11,12,13,19,2,20,5,6,8 26640232 627777 4914792 EBIX INC COM NEW 278715206 20379 911385 SH DFND 2,20,5,8 795375 500 115510 ECHO GLOBAL LOGISTICS INC COM 27875T101 20546 950338 SH DFND 2,20,5,8 824070 0 126268 ECHOSTAR CORP CL A 278768106 22137 791741 SH DFND 13,2,20,5,8 630891 307 160543 ECOLAB INC COM 278865100 2254288 11304597 SH DFND 10,11,12,13,19,2,20,5,6,8 9733700 232494 1338403 ECOPETROL S A SPONSORED ADS 279158109 21875 1965424 SH DFND 10,13,19,2,20,5 1788065 111406 65953 ALAMO GROUP INC COM 011311107 31133 303318 SH DFND 2,20,5,8 259480 0 43838 EDGEWELL PERS CARE CO COM 28035Q102 54308 1742890 SH DFND 12,13,2,20,5,6,8 1500814 850 241226 EDISON INTL COM 281020107 1510105 27805287 SH DFND 10,11,12,13,19,2,20,5,6,8 18157164 7277114 2371009 EDITAS MEDICINE INC COM 28106W103 91157 3081699 SH DFND 2,20,5,8 2830391 600 250708 EDWARDS LIFESCIENCES CORP COM 28176E108 1883111 27248020 SH DFND 10,11,12,13,19,2,20,5,6,8 23279375 630273 3338372 EGAIN CORP COM NEW 28225C806 4279 385154 SH DFND 2,20,5 312860 0 72294 EHEALTH INC COM 28238P109 85847 873847 SH DFND 2,20,5,8 760078 300 113469 EIDOS THERAPEUTICS INC COM 28249H104 10627 222936 SH DFND 2,20,5,8 176913 0 46023 EIGER BIOPHARMACEUTICALS INC COM 28249U105 4415 459865 SH DFND 2,20,5 378407 0 81458 EL PASO ELEC CO COM NEW 283677854 90183 1346017 SH DFND 12,2,20,5,8 1119671 500 225846 EL POLLO LOCO HLDGS INC COM 268603107 9081 615213 SH DFND 2,20,5,8 533297 0 81916 ALARM COM HLDGS INC COM 011642105 90533 1396899 SH DFND 2,20,5,8 1191299 0 205600 ELANCO ANIMAL HEALTH INC COM 28414H103 316735 14766208 SH DFND 10,11,12,13,19,2,20,5,6,8 13404815 186790 1174603 ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 9402 243200 SH DFND 2 243200 0 0 ELASTIC N V ORD SHS N14506104 64357 697943 SH DFND 19,2,20,5,8 582570 0 115373 ELBIT SYS LTD ORD M3760D101 5966 43533 SH DFND 2,20 43533 0 0 ELDORADO RESORTS INC COM 28470R102 105097 2623478 SH DFND 2,20,5,6,8 2254152 500 368826 ELECTROMED INC COM 285409108 1351 87763 SH DFND 2,20 71617 0 16146 ELECTRONIC ARTS INC COM 285512109 1920017 14540077 SH DFND 10,11,12,13,19,2,20,5,6,8 12535994 433432 1570651 ELEMENT SOLUTIONS INC COM 28618M106 28955 2668683 SH DFND 2,20,5,8 2183590 4200 480893 ELLINGTON FINANCIAL INC COM 28852N109 14017 1180941 SH DFND 2,20,5,8 1005864 0 175077 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1358 128457 SH DFND 2,20,5 107957 0 20500 ALASKA AIR GROUP INC COM 011659109 141771 3909859 SH DFND 10,12,13,19,2,20,5,6,8 3486142 955 422762 ELOXX PHARMACEUTICALS INC COM 29014R103 1313 433363 SH DFND 2,20,5 338256 0 95107 EMBRAER S.A. SPONSORED ADS 29082A107 2133 356707 SH DFND 10,2,20,8 356707 0 0 EMCOR GROUP INC COM 29084Q100 118746 1795381 SH DFND 10,12,13,2,20,5,6,8 1522799 10810 261772 EMCORE CORP COM NEW 290846203 70 22165 SH DFND 20 22165 0 0 EMERALD HOLDING INC COM 29103W104 2854 926499 SH DFND 2,20 847960 0 78539 EMERGENT BIOSOLUTIONS INC COM 29089Q105 175772 2222710 SH DFND 2,20,5,8 1982557 500 239653 EMERSON ELEC CO COM 291011104 1775486 28623024 SH DFND 1,10,11,12,13,19,2,20,5,6,8 24937583 597565 3087876 EMPIRE ST RLTY TR INC CL A 292104106 34959 4994206 SH DFND 10,2,20,5,8 3824600 45684 1123922 EMPLOYERS HOLDINGS INC COM 292218104 30544 1013075 SH DFND 2,20,5,8 878520 0 134555 EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 271 68702 SH DFND 2,20,5 59702 0 9000 ALASKA COMMUNICATIONS SYS GR COM 01167P101 1753 628363 SH DFND 2,20 511563 0 116800 ENANTA PHARMACEUTICALS INC COM 29251M106 53177 1059096 SH DFND 2,20,5,6,8 972043 0 87053 ENBRIDGE INC COM 29250N105 59628 1959950 SH DFND 1,10,12,2,20,5 1697922 218762 43266 ENCOMPASS HEALTH CORP COM 29261A100 150861 2425039 SH DFND 13,2,20,5,6,8 2209446 852 214741 ENCORE CAP GROUP INC COM 292554102 33285 973819 SH DFND 2,20,5,8 834205 900 138714 ENCORE WIRE CORP COM 292562105 31449 644176 SH DFND 2,20,5,8 555594 400 88182 ENDO INTL PLC SHS G30401106 30654 8937051 SH DFND 13,2,20,5,8 7853531 6160 1077360 ENDURANCE INTL GROUP HLDGS I COM 29272B105 5797 1438569 SH DFND 2,20,5,8 1146989 0 291580 ENEL AMERICAS S A SPONSORED ADR 29274F104 43616 5488690 SH DFND 10,13,19,2,20,5 4753047 37643 698000 ENEL CHILE S.A. SPONSORED ADR 29278D105 10846 2738768 SH DFND 10,13,19,2,20,5 2642740 0 96028 ENERGIZER HLDGS INC NEW COM 29272W109 74703 1573035 SH DFND 13,2,20,5,6,8 1441114 650 131271 ALBANY INTL CORP CL A 012348108 57654 978873 SH DFND 2,20,5,8 810603 136 168134 ENERGOUS CORP COM 29272C103 96 34196 SH DFND 20 34196 0 0 ENERGY FUELS INC COM NEW 292671708 2322 1537968 SH DFND 2,20,5,6 1139196 0 398772 ENERGY RECOVERY INC COM 29270J100 6458 850316 SH DFND 2,20,5,8 673267 0 177049 ENERPAC TOOL GROUP CORP CL A COM 292765104 30812 1750686 SH DFND 2,20,5,8 1504310 271 246105 ENERSYS COM 29275Y102 86328 1340907 SH DFND 13,2,20,5,6,8 1150825 605 189477 ENI S P A SPONSORED ADR 26874R108 297 15391 SH DFND 1,20 6360 0 9031 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1557 638038 SH DFND 19,20,5,8 398080 3325 236633 ENNIS INC COM 293389102 11632 641249 SH DFND 2,20,5,8 535701 1458 104090 ENOCHIAN BIOSCIENCES INC COM 29350E104 651 154517 SH DFND 2,20 107212 0 47305 ENOVA INTL INC COM 29357K103 14187 954101 SH DFND 2,20,5,8 807800 0 146301 ALBEMARLE CORP COM 012653101 572849 7382212 SH DFND 10,11,12,13,19,2,20,5,6,8 6523222 64972 794018 ENPHASE ENERGY INC COM 29355A107 104127 2188922 SH DFND 2,20,5,6,8 1965001 1500 222421 ENPRO INDS INC COM 29355X107 32013 649491 SH DFND 2,20,5,8 556902 43 92546 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 3209 21030000 PRN DFND 2 21030000 0 0 ENSIGN GROUP INC COM 29358P101 70258 1676799 SH DFND 2,20,5,8 1445110 300 231389 ENSTAR GROUP LIMITED SHS G3075P101 51149 334812 SH DFND 19,2,20,5,8 275169 100 59543 ENTEGRIS INC COM 29362U104 98096 1661243 SH DFND 13,19,2,20,5,8 1338880 1169 321194 ENTERCOM COMMUNICATIONS CORP CL A 293639100 3854 2793010 SH DFND 13,2,20,5 2317830 0 475180 ENTERGY CORP NEW COM 29364G103 1015739 10827617 SH DFND 10,11,12,13,19,2,20,5,6,8 9115426 122758 1589433 ENTERPRISE BANCORP INC MASS COM 293668109 4064 170620 SH DFND 2,20,5 140017 0 30603 ENTERPRISE FINL SVCS CORP COM 293712105 20794 668202 SH DFND 2,20,5,8 472252 0 195950 ALBIREO PHARMA INC COM 01345P106 6003 226624 SH DFND 2,20,5 184758 0 41866 ENTRAVISION COMMUNICATIONS C CL A 29382R107 1276 892457 SH DFND 2,20,5 677431 0 215026 ENVELA CORP COM 29402E102 452 74090 SH DFND 2,20 59871 0 14219 ENVESTNET INC COM 29404K106 81353 1106246 SH DFND 2,20,5,8 859878 400 245968 ENVISTA HOLDINGS CORPORATION COM 29415F104 47892 2270859 SH DFND 2,20,5,8 1986837 1200 282822 ENVIVA PARTNERS LP COM UNIT 29414J107 686 19023 SH DFND 20 0 0 19023 ENZO BIOCHEM INC COM 294100102 1806 806072 SH DFND 2,20,5 641409 0 164663 EOG RES INC COM 26875P101 1612132 31822575 SH DFND 10,11,12,13,19,2,20,5,6,8 29277678 350071 2194826 EPAM SYS INC COM 29414B104 280038 1111218 SH DFND 10,11,12,13,19,2,20,5,6,8 895120 57274 158824 EPIZYME INC COM 29428V104 61377 3821715 SH DFND 2,20,5,8 3453074 0 368641 EPLUS INC COM 294268107 31969 452311 SH DFND 2,20,5,8 382058 0 70253 ALCOA CORP COM 013872106 63492 5648760 SH DFND 12,13,2,20,5,8 4759331 2121 887308 EPR PPTYS COM SH BEN INT 26884U109 121050 3653795 SH DFND 10,13,19,2,20,5,6,8 3009014 22640 622141 EQT CORP COM 26884L109 144553 12147304 SH DFND 12,13,2,20,5,6,8 10690519 2922 1453863 EQUIFAX INC COM 294429105 821783 4781143 SH DFND 10,11,12,13,19,2,20,5,6,8 4163934 60157 557052 EQUINIX INC COM 29444U700 2639623 3758540 SH DFND 10,11,12,13,19,2,20,5,6,8 3234482 48031 476027 EQUITABLE HLDGS INC COM 29452E101 202589 10502257 SH DFND 10,11,12,13,19,2,20,5,6,8 8784316 256352 1461589 EQUITRANS MIDSTREAM CORP COM 294600101 77524 9329022 SH DFND 12,13,2,20,5,6,8 8531275 2337 795410 EQUITY BANCSHARES INC COM CL A 29460X109 5278 302642 SH DFND 2,20,5,8 225026 0 77616 EQUITY COMWLTH COM SH BEN INT 294628102 141120 4382596 SH DFND 10,13,19,2,20,5,6,8 3283095 34049 1065452 EQUITY LIFESTYLE PPTYS INC COM 29472R108 502646 8000935 SH DFND 10,11,12,13,19,2,20,5,6,8 6069623 134877 1796435 EQUITY RESIDENTIAL SH BEN INT 29476L107 1387675 23347529 SH DFND 10,11,12,13,19,2,20,5,6,8 18691510 291331 4364688 500 COM LTD SPON ADR REP A 33829R100 115 29766 SH DFND 2 29766 0 0 ALCON AG ORD SHS H01301128 311 5423 SH DFND 20 5423 0 0 ERIE INDTY CO CL A 29530P102 138242 720385 SH DFND 10,11,12,13,19,2,20,5,6,8 571371 49866 99148 EROS INTL PLC SHS NEW G3788M114 4046 1280490 SH DFND 2,20,5 1056626 0 223864 ESCALADE INC COM 296056104 2380 170484 SH DFND 2,20 134580 0 35904 ESCO TECHNOLOGIES INC COM 296315104 68555 811010 SH DFND 2,20,5,8 692727 521 117762 ESPERION THERAPEUTICS INC NE COM 29664W105 89674 1747696 SH DFND 2,20,5,8 1633792 100 113804 ESQUIRE FINL HLDGS INC COM 29667J101 1807 106932 SH DFND 2,20 86042 0 20890 ESSA BANCORP INC COM 29667D104 2841 204080 SH DFND 2,20,6 167079 0 37001 ESSENT GROUP LTD COM G3198U102 147125 4056385 SH DFND 13,2,20,5,6,8 3563905 700 491780 ESSENTIAL PPTYS RLTY TR INC COM 29670E107 71561 4749218 SH DFND 10,2,20,5,8 3850710 25800 872708 ESSENTIAL UTILS INC COM 29670G102 415245 9830615 SH DFND 10,11,12,13,19,2,20,5,6,8 8676860 118378 1035377 ALDEYRA THERAPEUTICS INC COM 01438T106 80 19100 SH DFND 20 19100 0 0 ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 12940 229800 SH DFND 2 229800 0 0 ESSEX PPTY TR INC COM 297178105 1139611 4928593 SH DFND 10,11,12,13,19,2,20,5,6,8 4168663 58863 701067 ETHAN ALLEN INTERIORS INC COM 297602104 11353 959637 SH DFND 2,20,5,8 855874 1000 102763 ETON PHARMACEUTICALS INC COM 29772L108 822 150896 SH DFND 2,20 116284 0 34612 ETSY INC COM 29786A106 305272 2873685 SH DFND 13,19,2,20,5,6,8 2600292 1200 272193 EURONAV NV ANTWERPEN SHS B38564108 181 22251 SH DFND 20,8 14219 0 8032 EURONET WORLDWIDE INC COM 298736109 58808 613737 SH DFND 13,19,2,20,5,8 506726 500 106511 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 11816 12270000 PRN DFND 2,5 12270000 0 0 EVANS BANCORP INC COM NEW 29911Q208 3007 129281 SH DFND 2,20 74019 0 55262 EVELO BIOSCIENCES INC COM 299734103 1130 230607 SH DFND 2,20 183532 0 47075 ALECTOR INC COM 014442107 44246 1810395 SH DFND 2,20,5,8 1636015 500 173880 EVENTBRITE INC COM CL A 29975E109 9597 1119793 SH DFND 2,20,5,8 889840 0 229953 EVERBRIDGE INC COM 29978A104 62017 448229 SH DFND 13,2,20,5,8 369890 300 78039 EVERCORE INC CLASS A 29977A105 57594 977493 SH DFND 13,2,20,5,6,8 889115 300 88078 EVEREST RE GROUP LTD COM G3223R108 400696 1943238 SH DFND 10,11,12,13,19,2,20,5,6,8 1647549 42586 253103 EVERGY INC COM 30034W106 709397 11964865 SH DFND 10,11,12,13,19,2,20,5,6,8 10443355 164641 1356869 EVERI HLDGS INC COM 30034T103 8660 1678284 SH DFND 2,20,5,8 1323159 0 355125 EVERQUOTE INC COM CL A 30041R108 15197 261289 SH DFND 2,20,5,8 209106 0 52183 EVERSOURCE ENERGY COM 30040W108 1656831 19897094 SH DFND 10,11,12,13,19,2,20,5,6,8 17591996 250629 2054469 EVERTEC INC COM 30040P103 54856 1952188 SH DFND 2,20,5,8 1627160 900 324128 EVI INDUSTRIES INC COM 26929N102 1539 70902 SH DFND 2,20 56639 0 14263 ALERUS FINL CORP COM 01446U103 4338 218895 SH DFND 2,20,5 168230 0 50665 EVO PMTS INC CL A COM 26927E104 21978 962663 SH DFND 2,20,5,8 789954 0 172709 EVOFEM BIOSCIENCES INC COM 30048L104 2125 750894 SH DFND 2,20 623016 0 127878 EVOLENT HEALTH INC CL A 30050B101 13502 1896406 SH DFND 2,20,5,8 1567619 0 328787 EVOLUS INC COM 30052C107 1828 344865 SH DFND 2,20 281909 0 62956 EVOLUTION PETROLEUM CORP COM 30049A107 1529 546076 SH DFND 2,20 439428 0 106648 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 33839 1819291 SH DFND 2,20,5,8 1434509 1100 383682 EXACT SCIENCES CORP COM 30063P105 313824 3609663 SH DFND 10,11,12,13,19,2,20,5,6,8 3094946 66386 448331 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 27238 28438000 PRN DFND 2,5 28438000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 21297 20525000 PRN DFND 2,5 20525000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 11497 8440000 PRN DFND 2,5 8440000 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 28610 2346992 SH DFND 2,20,5,8 1998094 982 347916 EXAGEN INC COM 30068X103 684 55136 SH DFND 2,20 41124 0 14012 EXANTAS CAP CORP COM NEW 30068N105 1489 561974 SH DFND 2,20,5 561974 0 0 EXELA TECHNOLOGIES INC COM 30162V102 12 20900 SH DFND 20 20900 0 0 EXELIXIS INC COM 30161Q104 229617 9672153 SH DFND 13,19,2,20,5,6,8 8980544 8870 682739 EXELON CORP COM 30161N101 2298622 63340361 SH DFND 10,11,12,13,19,2,20,5,6,8 48171881 1064387 14104093 EXICURE INC COM 30205M101 1596 654065 SH DFND 2,20 517990 0 136075 EXLSERVICE HOLDINGS INC COM 302081104 68511 1080623 SH DFND 19,2,20,5,8 912889 200 167534 EXONE CO COM 302104104 1058 123690 SH DFND 2,20 97640 0 26050 EXP WORLD HLDGS INC COM 30212W100 7551 442869 SH DFND 2,20,5,8 356776 0 86093 EXPEDIA GROUP INC COM NEW 30212P303 480373 5843951 SH DFND 10,11,12,13,19,2,20,5,6,8 5132617 84625 626709 ALEXANDERS INC COM 014752109 17780 73806 SH DFND 10,2,20,5,8 52498 677 20631 EXPEDITORS INTL WASH INC COM 302130109 688971 9060633 SH DFND 10,11,12,13,19,2,20,5,6,8 7674011 254814 1131808 EXPONENT INC COM 30214U102 129599 1601368 SH DFND 2,20,5,8 1362713 584 238071 EXPRESS INC COM 30219E103 2758 1790648 SH DFND 2,20,5 1549960 0 240688 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 27252 2435362 SH DFND 12,2,20,5,8 2040110 12200 383052 EXTERRAN CORP COM 30227H106 4745 880408 SH DFND 2,20,5 766456 0 113952 EXTRA SPACE STORAGE INC COM 30225T102 767949 8313836 SH DFND 10,11,12,13,19,2,20,5,6,8 6807599 99776 1406461 EXTREME NETWORKS INC COM 30226D106 16973 3910839 SH DFND 13,2,20,5,8 3317084 0 593755 EXXON MOBIL CORP COM 30231G102 9887545 221098938 SH DFND 1,10,11,12,13,19,2,20,5,6,8 198859453 2745006 19494479 EYEPOINT PHARMACEUTICALS INC COM 30233G100 24 31700 SH DFND 20 31700 0 0 EZCORP INC CL A NON VTG 302301106 10374 1646661 SH DFND 2,20,5,8 1428356 2136 216169 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1284901 7868420 SH DFND 10,11,12,13,19,2,20,5,6,8 6450728 93474 1324218 F M C CORP COM NEW 302491303 652536 6521591 SH DFND 10,11,12,13,19,2,20,5,6,8 5681350 68122 772119 F N B CORP COM 302520101 82455 10993983 SH DFND 13,2,20,5,6,8 10138859 2953 852171 F5 NETWORKS INC COM 315616102 437068 3133553 SH DFND 10,11,12,13,19,2,20,5,6,8 2649637 102727 381189 FABRINET SHS G3323L100 72052 1154314 SH DFND 2,20,5,8 982445 700 171169 FACEBOOK INC CL A 30303M102 22003743 96902907 SH DFND 1,10,11,12,13,19,2,20,5,6,8 82820358 2292972 11789577 FACTSET RESH SYS INC COM 303075105 486487 1481071 SH DFND 10,11,12,13,19,2,20,5,6,8 1275894 67264 137913 FAIR ISAAC CORP COM 303250104 394125 942793 SH DFND 10,11,12,13,19,2,20,5,6,8 815385 33470 93938 FALCON MINERALS CORP CL A COM 30607B109 2620 818641 SH DFND 2,20,5 658048 0 160593 FANHUA INC SPONSORED ADR 30712A103 5628 281275 SH DFND 2,20,5 246253 700 34322 FARFETCH LTD ORD SH CL A 30744W107 2042 118249 SH DFND 1,19,2,5 53107 0 65142 ALEXION PHARMACEUTICALS INC COM 015351109 1242788 11072591 SH DFND 10,11,12,13,19,2,20,5,6,8 9519528 282737 1270326 FARMER BROS CO COM 307675108 2195 299106 SH DFND 2,20,5 253493 0 45613 FARMERS & MERCHANTS BANCORP COM 30779N105 3706 173211 SH DFND 2,20,5 138637 0 34574 FARMERS NATIONAL BANC CORP COM 309627107 5629 474644 SH DFND 2,20,5 379913 0 94731 FARMLAND PARTNERS INC COM 31154R109 4108 595310 SH DFND 2,20,5 496621 0 98689 FARO TECHNOLOGIES INC COM 311642102 30974 577865 SH DFND 2,20,5,8 478865 373 98627 FASTENAL CO COM 311900104 1204923 28126132 SH DFND 1,10,11,12,13,19,2,20,5,6,8 24411766 896140 2818226 FASTLY INC CL A 31188V100 71457 839387 SH DFND 2,20,5,8 681933 0 157454 FATE THERAPEUTICS INC COM 31189P102 106417 3101641 SH DFND 2,20,5,8 2822634 600 278407 FB FINL CORP COM 30257X104 11032 445381 SH DFND 2,20,5,8 371229 0 74152 FBL FINL GROUP INC CL A 30239F106 8626 240340 SH DFND 2,20,5,8 199379 400 40561 ALGONQUIN PWR UTILS CORP COM 015857105 3548 270938 SH DFND 2 270938 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 12367 193201 SH DFND 2,20,5,8 149517 0 43684 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 706327 8188284 SH DFND 10,11,12,13,19,2,20,5,6,8 7286867 65073 836344 FEDERAL SIGNAL CORP COM 313855108 58282 1960380 SH DFND 2,20,5,8 1599403 300 360677 FEDERATED HERMES INC CL B 314211103 76798 3240401 SH DFND 10,12,2,20,5,6,8 2778226 22411 439764 FEDEX CORP COM 31428X106 1421254 10089527 SH DFND 10,11,12,13,19,2,20,5,6,8 8777999 152633 1158895 FEDNAT HLDG CO COM 31431B109 2494 225302 SH DFND 2,20,5 187142 0 38160 FENNEC PHARMACEUTICALS INC COM 31447P100 2354 281868 SH DFND 2,20 227234 0 54634 FERRARI N V COM N3167Y103 705 4123 SH DFND 12,20,6 2337 41 1745 FERRO CORP COM 315405100 31748 2658929 SH DFND 2,20,5,8 2312994 317 345618 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 5160 503892 SH DFND 2,20,6 503892 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8197934 38006186 SH DFND 10,11,12,13,19,2,20,5,8 29200949 957224 7848013 FIBROGEN INC COM 31572Q808 126009 3109040 SH DFND 13,19,2,20,5,8 2732665 1200 375175 FIDELITY D & D BANCORP INC COM 31609R100 3013 62644 SH DFND 2,20,5 50801 0 11843 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 218968 7141816 SH DFND 10,11,12,13,19,2,20,5,6,8 5699716 391184 1050916 FIDELITY NATL INFORMATION SV COM 31620M106 3429745 25577933 SH DFND 10,11,12,13,19,2,20,5,6,8 21954163 315005 3308765 FIESTA RESTAURANT GROUP INC COM 31660B101 4401 689764 SH DFND 2,20,5 608825 0 80939 FIFTH THIRD BANCORP COM 316773100 640832 32784798 SH DFND 10,12,13,19,2,20,5,6,8 29023815 476519 3284464 FINANCIAL INSTNS INC COM 317585404 7148 378859 SH DFND 2,20,5,8 308577 0 70282 FINVOLUTION GROUP SPONSORED ADS 31810T101 3015 1665855 SH DFND 13,2,20,5 1201702 0 464153 FIREEYE INC COM 31816Q101 35711 2933182 SH DFND 19,2,20,5,8 2487683 1300 444199 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 13735 15171000 PRN DFND 2,5 15171000 0 0 51JOB INC SPONSORED ADS 316827104 38082 530461 SH DFND 10,11,12,13,19,2,20,5,8 409846 12200 108415 ALICO INC COM 016230104 3796 121503 SH DFND 2,20 103906 0 17597 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 11037 11655000 PRN DFND 2,5 11655000 0 0 FIRST AMERN FINL CORP COM 31847R102 140241 2920467 SH DFND 12,13,2,20,5,6,8 2677501 985 241981 FIRST BANCORP INC ME COM 31866P102 4281 197298 SH DFND 2,20,5 159698 0 37600 FIRST BANCORP N C COM 318910106 17133 678338 SH DFND 2,20,5,8 547971 0 130367 FIRST BANCORP P R COM NEW 318672706 52050 9311264 SH DFND 2,20,5,8 8359873 2000 949391 FIRST BANCSHARES INC MS COM 318916103 9576 425590 SH DFND 2,20,5,8 342413 0 83177 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 2200 337441 SH DFND 2,20 274092 0 63349 FIRST BUS FINL SVCS INC WIS COM 319390100 2691 163614 SH DFND 13,2,20 132922 0 30692 FIRST BUSEY CORP COM NEW 319383204 22904 1228082 SH DFND 2,20,5,8 1003350 0 224732 FIRST CAPITAL INC COM 31942S104 3794 54607 SH DFND 2,20,5 44474 0 10133 ALIGN TECHNOLOGY INC COM 016255101 852815 3107473 SH DFND 10,11,12,13,19,2,20,5,6,8 2682383 76499 348591 FIRST CHOICE BANCORP COM 31948P104 2839 173332 SH DFND 2,20 141213 0 32119 FIRST CMNTY BANKSHARES INC V COM 31983A103 8496 378429 SH DFND 2,20,5,8 300842 0 77587 FIRST CMNTY CORP S C COM 319835104 1117 73700 SH DFND 2,20 57500 0 16200 FIRST COMWLTH FINL CORP PA COM 319829107 29347 3544378 SH DFND 2,20,5,8 3103830 0 440548 FIRST CTZNS BANCSHARES INC N CL A 31946M103 55437 136729 SH DFND 13,2,20,5,8 122155 113 14461 FIRST FINANCIAL NORTHWEST IN COM 32022K102 160 16548 SH DFND 20 16548 0 0 FIRST FINL BANCORP OH COM 320209109 56822 4090883 SH DFND 2,20,5,8 3642971 1282 446630 FIRST FINL BANKSHARES COM 32020R109 149054 5137332 SH DFND 13,2,20,5,6,8 4532266 900 604166 FIRST FINL CORP IND COM 320218100 11119 297566 SH DFND 2,20,5,8 236802 351 60413 FIRST FNDTN INC COM 32026V104 14337 877415 SH DFND 2,20,5,8 716358 0 161057 ALJ REGIONAL HLDGS INC COM 001627108 7 13800 SH DFND 20 13800 0 0 FIRST GTY BANCSHARES INC COM 32043P106 973 79537 SH DFND 2,20,5 62817 0 16720 FIRST HAWAIIAN INC COM 32051X108 55417 3214464 SH DFND 2,20,5,8 2933920 2300 278244 FIRST HORIZON NATL CORP COM 320517105 120738 11935598 SH DFND 12,13,2,20,5,6,8 11287901 2907 644790 FIRST INDL RLTY TR INC COM 32054K103 225686 5833605 SH DFND 10,19,2,20,5,6,8 4718518 37365 1077722 FIRST INTERNET BK IND COM 320557101 2906 174236 SH DFND 2,20 144967 0 29269 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 34200 1104649 SH DFND 2,20,5,8 862985 0 241664 FIRST LONG IS CORP COM 320734106 7978 488271 SH DFND 2,20,5,8 382900 0 105371 FIRST MERCHANTS CORP COM 320817109 41132 1491909 SH DFND 2,20,5,8 1190172 300 301437 FIRST MID BANCSHARES INC COM 320866106 8528 325128 SH DFND 2,20,5,8 266913 0 58215 FIRST MIDWEST BANCORP DEL COM 320867104 63361 4698033 SH DFND 2,20,5,8 4191118 1700 505215 ALKERMES PLC SHS G01767105 101074 5208665 SH DFND 13,19,2,20,5,8 4861089 1630 345946 FIRST NORTHWEST BANCORP COM 335834107 2329 187538 SH DFND 2,20 153682 0 33856 FIRST REP BK SAN FRANCISCO C COM 33616C100 969040 9142750 SH DFND 10,12,13,19,2,20,5,6,8 8283562 83050 776138 FIRST SAVINGS FINL GROUP INC COM 33621E109 866 19997 SH DFND 2,20 12600 0 7397 FIRST SOLAR INC COM 336433107 108638 2194716 SH DFND 12,13,19,2,20,5,6,8 1997364 773 196579 FIRST UTD CORP COM 33741H107 989 74156 SH DFND 2,20 58956 0 15200 FIRST WESTN FINL INC COM 33751L105 1012 71012 SH DFND 2,20 45100 0 25912 FIRSTCASH INC COM 33767D105 88448 1310731 SH DFND 13,2,20,5,6,8 1124330 541 185860 FIRSTENERGY CORP COM 337932107 1526865 39372491 SH DFND 10,11,12,13,19,2,20,5,6,8 25291349 9450765 4630377 FISERV INC COM 337738108 2281193 23368093 SH DFND 10,11,12,13,19,2,20,5,6,8 20014411 292744 3060938 FITBIT INC CL A 33812L102 40808 6317085 SH DFND 19,2,20,5,8 5103102 3400 1210583 ALLAKOS INC COM 01671P100 84996 1182796 SH DFND 2,20,5,8 1077861 300 104635 FIVE BELOW INC COM 33829M101 142194 1330032 SH DFND 13,19,2,20,5,6,8 1204781 700 124551 FIVE POINT HOLDINGS LLC COM CL A 33833Q106 367 79838 SH DFND 20,5,8 55672 0 24166 FIVE PRIME THERAPEUTICS INC COM 33830X104 4098 671840 SH DFND 2,20,5 560173 0 111667 FIVE STAR SENIOR LIVING INC COM NEW 33832D205 805 206356 SH DFND 2,20 163056 0 43300 FIVE9 INC COM 338307101 84734 765645 SH DFND 13,2,20,5,8 623053 600 141992 FIVERR INTL LTD ORD SHS M4R82T106 2836 38416 SH DFND 2,20,8 25616 0 12800 FLAGSTAR BANCORP INC COM PAR .001 337930705 32524 1105140 SH DFND 2,20,5,8 944487 0 160653 FLEETCOR TECHNOLOGIES INC COM 339041105 850463 3381161 SH DFND 10,11,12,13,19,2,20,5,6,8 2916846 52559 411756 FLEX LTD ORD Y2573F102 47763 4659821 SH DFND 10,12,13,19,2,20,5,8 1962449 5900 2691472 FLEXION THERAPEUTICS INC COM 33938J106 31167 2370134 SH DFND 2,20,5,8 2224216 0 145918 ALLEGHANY CORP DEL COM 017175100 261450 534509 SH DFND 10,11,12,13,19,2,20,5,6,8 464433 14528 55548 FLIR SYS INC COM 302445101 228365 5628917 SH DFND 10,11,12,13,19,2,20,5,6,8 4707054 139549 782314 FLOOR & DECOR HLDGS INC CL A 339750101 81976 1421961 SH DFND 19,2,20,5,8 1248397 1300 172264 FLOTEK INDS INC DEL COM 343389102 88 73178 SH DFND 20 73178 0 0 FLOWERS FOODS INC COM 343498101 105255 4707293 SH DFND 12,13,19,2,20,5,6,8 4150510 1467 555316 FLOWSERVE CORP COM 34354P105 120153 4184360 SH DFND 10,12,13,19,2,20,5,6,8 3681086 2137 501137 FLUENT INC COM 34380C102 954 535874 SH DFND 2,20 387773 0 148101 FLUIDIGM CORP DEL COM 34385P108 5226 1303192 SH DFND 2,20,5 1056321 0 246871 FLUOR CORP NEW COM 343412102 58099 4809531 SH DFND 12,13,2,20,5,6,8 4182192 2243 625096 FLUSHING FINL CORP COM 343873105 6145 533407 SH DFND 2,20,5,8 417714 882 114811 FLWS/1-800 FLOWERS CL A 68243Q106 15138 756133 SH DFND 2,20,5,8 642723 0 113410 ALLEGHENY TECHNOLOGIES INC COM 01741R102 65191 6397555 SH DFND 12,13,2,20,5,6,8 5827634 945 568976 FLY LEASING LTD SPONSORED ADR 34407D109 188 22938 SH DFND 2 22938 0 0 FNCB BANCORP INC COM 302578109 1660 288736 SH DFND 2,20,5 223476 0 65260 FOCUS FINL PARTNERS INC COM CL A 34417P100 21131 639360 SH DFND 2,20,5,8 507005 0 132355 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 10385 167479 SH DFND 13,20,5 115474 1000 51005 FONAR CORP COM NEW 344437405 1700 79555 SH DFND 2,20 65355 0 14200 FOOT LOCKER INC COM 344849104 77888 2671062 SH DFND 12,13,19,2,20,5,6,8 2446064 1255 223743 FORD MTR CO DEL COM 345370860 1075426 176879312 SH DFND 10,11,12,13,19,2,20,5,6,8 151788485 2080921 23009906 FORESCOUT TECHNOLOGIES INC COM 34553D101 21245 1002124 SH DFND 2,20,5,8 824043 0 178081 FORESTAR GROUP INC COM 346232101 4775 316672 SH DFND 2,20,5 256006 203 60463 FORMFACTOR INC COM 346375108 69283 2362183 SH DFND 2,20,5,8 2005386 1294 355503 ALLEGIANCE BANCSHARES INC COM 01748H107 16971 668396 SH DFND 2,20,5,8 587615 0 80781 FORRESTER RESH INC COM 346563109 11058 345120 SH DFND 2,20,5,8 296845 0 48275 FORTERRA INC COM 34960W106 4323 387355 SH DFND 2,20,5,8 308823 0 78532 FORTINET INC COM 34959E109 773352 5633804 SH DFND 10,11,12,13,19,2,20,5,6,8 4814276 94769 724759 FORTIS INC COM 349553107 507 13321 SH DFND 20 4523 323 8475 FORTIVE CORP COM 34959J108 800005 11823904 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10355035 186227 1282642 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 33972 34537000 PRN DFND 2,5 34537000 0 0 FORTRESS BIOTECH INC COM 34960Q109 2400 895471 SH DFND 2,20 761639 0 133832 FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 674 51916 SH DFND 2,20 51492 0 424 FORTUNE BRANDS HOME & SEC IN COM 34964C106 416301 6511830 SH DFND 10,11,12,13,19,2,20,5,6,8 5511978 193552 806300 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 43 81759 SH DFND 20 81759 0 0 ALLEGIANT TRAVEL CO COM 01748X102 46917 429608 SH DFND 2,20,5,8 380183 0 49425 FORWARD AIR CORP COM 349853101 46574 934852 SH DFND 2,20,5,8 810284 84 124484 FOSSIL GROUP INC COM 34988V106 15042 3234751 SH DFND 2,20,5 3030180 0 204571 FOSTER L B CO COM 350060109 2278 178352 SH DFND 2,20 142763 0 35589 FOUNDATION BLDG MATLS INC COM 350392106 9494 608206 SH DFND 2,20,5,8 510637 0 97569 FOUR CORNERS PPTY TR INC COM 35086T109 89664 3631081 SH DFND 10,2,20,5,6,8 3170759 21270 439052 FOX CORP CL A COM 35137L105 455207 16972668 SH DFND 10,11,12,13,19,2,20,5,6,8 15016087 225266 1731315 FOX CORP CL B COM 35137L204 206942 7710209 SH DFND 10,11,12,13,19,2,20,5,6,8 6773327 111223 825659 FOX FACTORY HLDG CORP COM 35138V102 97542 1180753 SH DFND 2,20,5,8 1011630 300 168823 FRANCHISE GROUP INC COM 35180X105 4919 224816 SH DFND 2,20,5 170074 0 54742 FRANKLIN COVEY CO COM 353469109 4932 230457 SH DFND 2,20,5,8 178869 0 51588 ALLEGION PLC ORD SHS G0176J109 437370 4278711 SH DFND 10,11,12,13,19,2,20,5,6,8 3639636 89278 549797 FRANKLIN ELEC INC COM 353514102 131760 2508764 SH DFND 2,20,5,8 2302673 80 206011 FRANKLIN FINL NETWORK INC COM 35352P104 12041 467624 SH DFND 2,20,5,8 410752 0 56872 FRANKLIN FINL SVCS CORP COM 353525108 1621 62584 SH DFND 2,20 49422 0 13162 FRANKLIN RESOURCES INC COM 354613101 676429 32256973 SH DFND 10,12,13,19,2,20,5,6,8 30209039 429686 1618248 FRANKLIN STR PPTYS CORP COM 35471R106 30453 5982908 SH DFND 10,2,20,5,8 4874905 31622 1076381 FRANKS INTL N V COM N33462107 5801 2596403 SH DFND 2,20,5,8 2049724 0 546679 FREEDOM HLDG CORP NEV COM 356390104 222 11900 SH DFND 20,8 10800 0 1100 FREEPORT-MCMORAN INC CL B 35671D857 767374 66324423 SH DFND 10,11,12,13,19,2,20,5,6,8 58181335 831075 7312013 FREQUENCY THERAPEUTICS INC COM 35803L108 10223 439693 SH DFND 2,20,5 354171 0 85522 FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 518 11963 SH DFND 20 11963 0 0 58 COM INC SPON ADR REP A 31680Q104 100508 1863334 SH DFND 1,10,11,12,13,19,2,20,5,8 1416021 52803 394510 ALLETE INC COM NEW 018522300 97226 1780369 SH DFND 13,2,20,5,6,8 1507896 600 271873 FRESH DEL MONTE PRODUCE INC ORD G36738105 24877 1010446 SH DFND 2,20,5,8 857544 38 152864 FRESHPET INC COM 358039105 65955 788366 SH DFND 2,20,5,8 612122 600 175644 FRONT YD RESIDENTIAL CORP COM 35904G107 14202 1632425 SH DFND 2,20,5,8 1352623 333 279469 FRONTDOOR INC COM 35905A109 46440 1047603 SH DFND 13,19,2,20,5,8 860035 1050 186518 FRONTLINE LTD SHS NEW G3682E192 14051 2012994 SH DFND 2,20,5,8 1586894 0 426100 FRP HLDGS INC COM 30292L107 5808 143124 SH DFND 2,20,5,8 114513 0 28611 FS BANCORP INC COM 30263Y104 2865 74292 SH DFND 2,20 58754 0 15538 FTI CONSULTING INC COM 302941109 104121 908960 SH DFND 13,2,20,5,6,8 820111 602 88247 FUELCELL ENERGY INC COM 35952H601 11050 4889220 SH DFND 2,20,5 4284749 0 604471 FULCRUM THERAPEUTICS INC COM 359616109 3788 207098 SH DFND 2,20,5 164879 0 42219 ALLIANCE DATA SYSTEMS CORP COM 018581108 49989 1107923 SH DFND 12,13,19,2,20,5,6,8 1001286 612 106025 FULGENT GENETICS INC COM 359664109 2157 134783 SH DFND 2,20 112476 0 22307 FULLER H B CO COM 359694106 213651 4790390 SH DFND 2,20,5,8 4547825 337 242228 FULTON FINL CORP PA COM 360271100 72027 6757243 SH DFND 2,20,5,6,8 5998235 2356 756652 FUNKO INC COM CL A 361008105 2146 369944 SH DFND 2,20,5 295343 0 74601 FUTUREFUEL CORP COM 36116M106 10097 844949 SH DFND 2,20,5,8 731197 0 113752 FVCBANKCORP INC COM 36120Q101 1931 179421 SH DFND 2,20 133662 0 45759 G III APPAREL GROUP LTD COM 36237H101 21622 1626972 SH DFND 2,20,5,8 1428816 660 197496 G1 THERAPEUTICS INC COM 3621LQ109 33016 1360913 SH DFND 2,20,5,8 1205799 0 155114 GAIA INC NEW CL A 36269P104 1543 184172 SH DFND 2,20 142957 0 41215 GAIN CAP HLDGS INC COM 36268W100 2532 420560 SH DFND 2,20,5 342717 0 77843 ALLIANT ENERGY CORP COM 018802108 642332 13426673 SH DFND 10,11,12,13,19,2,20,5,6,8 11787532 200319 1438822 GALECTIN THERAPEUTICS INC COM NEW 363225202 2106 688083 SH DFND 2,20 526898 0 161185 GALERA THERAPEUTICS INC COM 36338D108 610 85421 SH DFND 2,20 62704 0 22717 GALLAGHER ARTHUR J & CO COM 363576109 842640 8643347 SH DFND 10,11,12,13,19,2,20,5,6,8 7349268 130633 1163446 GAMCO INVS INC CL A COM 361438104 1464 110024 SH DFND 2,20,5 83271 0 26753 GAMESTOP CORP NEW CL A 36467W109 10269 2366089 SH DFND 13,2,20,5,8 2032130 1932 332027 GAMING & LEISURE PPTYS INC COM 36467J108 162601 4699462 SH DFND 10,12,13,19,2,20,5,8 3806533 76202 816727 GAN LTD ORD SHS G3728V109 1910 75049 SH DFND 2,20 57676 0 17373 GANNETT CO INC COM 36472T109 4896 3547481 SH DFND 2,20,5 3039649 0 507832 GAP INC COM 364760108 104885 8311006 SH DFND 10,12,13,19,2,20,5,6,8 7250113 3401 1057492 GARMIN LTD SHS H2906T109 636520 6528347 SH DFND 10,11,12,13,19,2,20,5,6,8 5586710 220144 721493 ALLIED MOTION TECHNOLOGIES I COM 019330109 4621 130905 SH DFND 2,20,5 103638 0 27267 GARRETT MOTION INC COM 366505105 8671 1565167 SH DFND 1,12,2,20,5,8 1514937 1002 49228 GARTNER INC COM 366651107 431933 3559989 SH DFND 10,11,12,13,19,2,20,5,6,8 3071895 44431 443663 GASLOG LTD SHS G37585109 1305 464490 SH DFND 10,2,20 464490 0 0 GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 6097 593076 SH DFND 2,20,5,8 489208 0 103868 GATX CORP COM 361448103 69924 1146663 SH DFND 2,20,5,6,8 981368 337 164958 GCI LIBERTY INC COM CLASS A 36164V305 91228 1282739 SH DFND 13,2,20,5,8 1051887 943 229909 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 39385 2119742 SH DFND 13,2,20,5,8 1517497 1704 600541 GDS HLDGS LTD SPONSORED ADS 36165L108 114547 1437951 SH DFND 10,11,12,13,19,2,20,5,8 1107910 31500 298541 GENASYS INC COM 36872P103 1765 363155 SH DFND 2,20 287511 0 75644 GENCO SHIPPING & TRADING LTD SHS Y2685T131 1752 278953 SH DFND 2,20,5 209917 9100 59936 ALLISON TRANSMISSION HLDGS I COM 01973R101 56645 1540113 SH DFND 13,2,20,5,8 1237733 900 301480 GENCOR INDS INC COM 368678108 1998 158105 SH DFND 2,20 129644 0 28461 GENERAC HLDGS INC COM 368736104 182922 1500218 SH DFND 13,19,2,20,5,6,8 1345925 900 153393 GENERAL DYNAMICS CORP COM 369550108 1673706 11198352 SH DFND 10,11,12,13,19,2,20,5,6,8 10001246 243360 953746 GENERAL ELECTRIC CO COM 369604103 2369412 346410337 SH DFND 1,10,11,12,13,19,2,20,5,6,8 298276525 4436397 43697415 GENERAL FIN CORP DEL COM 369822101 1178 175618 SH DFND 2,20 131691 0 43927 GENERAL MLS INC COM 370334104 2255083 36578798 SH DFND 1,10,11,12,13,19,2,20,5,6,8 25216593 7713995 3648210 GENERAL MOLY INC COM 370373102 9 42932 SH DFND 20 42932 0 0 GENERAL MTRS CO COM 37045V100 1453827 57463530 SH DFND 10,11,12,13,19,2,20,5,6,8 49800208 877639 6785683 GENESCO INC COM 371532102 10393 479831 SH DFND 2,20,5,8 407801 4 72026 GENESIS HEALTHCARE INC CL A COM 37185X106 24 35499 SH DFND 20 35499 0 0 ALLOGENE THERAPEUTICS INC COM 019770106 96679 2257791 SH DFND 19,2,20,5,8 2033743 600 223448 GENIE ENERGY LTD CL B 372284208 3110 422612 SH DFND 2,20 368397 0 54215 GENMARK DIAGNOSTICS INC COM 372309104 29189 1984263 SH DFND 2,20,5,8 1718356 0 265907 GENPACT LIMITED SHS G3922B107 74871 2050138 SH DFND 13,19,2,20,5,8 1809887 0 240251 GENPREX INC COM 372446104 1363 433918 SH DFND 2,20 366951 0 66967 GENTEX CORP COM 371901109 160349 6222326 SH DFND 12,13,19,2,20,5,6,8 5650319 7354 564653 GENTHERM INC COM 37253A103 41081 1056060 SH DFND 2,20,5,8 917179 140 138741 GENUINE PARTS CO COM 372460105 811188 9245170 SH DFND 10,11,12,13,19,2,20,5,6,8 8445829 114579 684762 GENWORTH FINL INC COM CL A 37247D106 45276 19600099 SH DFND 12,13,2,20,5,6,8 17334810 2984 2262305 GEO GROUP INC NEW COM 36162J106 47441 4010201 SH DFND 12,13,2,20,5,6,8 3640883 814 368504 GEOSPACE TECHNOLOGIES CORP COM 37364X109 1118 148641 SH DFND 2,20 148641 0 0 ALLOT LTD SHS M0854Q105 460 43913 SH DFND 2 43913 0 0 GERDAU SA SPON ADR REP PFD 373737105 12714 4295349 SH DFND 10,12,19,2,20 3779776 433825 81748 GERMAN AMERN BANCORP INC COM 373865104 16142 519039 SH DFND 2,20,5,8 406733 0 112306 GERON CORP COM 374163103 8735 4006717 SH DFND 2,20,5,8 3048248 0 958469 GETTY RLTY CORP NEW COM 374297109 56855 1892460 SH DFND 10,2,20,5,8 1546992 10309 335159 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 16185 327500 SH DFND 2 327500 0 0 GIBRALTAR INDS INC COM 374689107 48812 1016706 SH DFND 2,20,5,8 873992 170 142544 GIGAMEDIA LTD SHS NEW Y2711Y112 142 45212 SH DFND 20 45212 0 0 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 846 132795 SH DFND 2,20 132795 0 0 GILEAD SCIENCES INC COM 375558103 4464575 58026712 SH DFND 10,11,12,13,19,2,20,5,6,8 49618191 1307995 7100526 GLACIER BANCORP INC NEW COM 37637Q105 121481 3442353 SH DFND 2,20,5,6,8 3026293 1085 414975 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 38418 5674708 SH DFND 2,20,5,8 4961892 845 711971 GLADSTONE COMMERCIAL CORP COM 376536108 16467 878251 SH DFND 2,20,5,8 699942 9600 168709 GLADSTONE LD CORP COM 376549101 6063 382291 SH DFND 2,20,5 318312 0 63979 GLATFELTER COM 377316104 22812 1421333 SH DFND 2,20,5,8 1221752 8 199573 GLAUKOS CORP COM 377322102 54616 1421554 SH DFND 2,20,5,8 1239599 700 181255 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 384283 9317126 SH DFND 1,20 39912 8893514 383700 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 99064 1569205 SH DFND 13,2,20,5,8 1429486 500 139219 GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 4248 177459 SH DFND 2,20,5,8 141624 0 35835 GLOBAL MED REIT INC COM NEW 37954A204 11151 967990 SH DFND 2,20,5,8 792014 3300 172676 GLOBAL NET LEASE INC COM NEW 379378201 82123 4908748 SH DFND 10,2,20,5,8 3982019 40000 886729 GLOBAL PMTS INC COM 37940X102 2002877 11808024 SH DFND 10,11,12,13,19,2,20,5,6,8 10249032 147865 1411127 ALLSTATE CORP COM 020002101 1487265 15248676 SH DFND 10,11,12,13,19,2,20,5,6,8 12899581 420630 1928465 GLOBAL WTR RES INC COM 379463102 2139 202901 SH DFND 2,20,5 161708 0 41193 GLOBALSCAPE INC COM 37940G109 1565 160481 SH DFND 2,20 127615 0 32866 GLOBALSTAR INC COM 378973408 454 1391247 SH DFND 2,20,5,8 1084986 0 306261 GLOBANT S A COM L44385109 229719 1532992 SH DFND 10,12,13,19,2,20,5,8 712012 15100 805880 GLOBE LIFE INC COM 37959E102 363892 4902222 SH DFND 10,11,12,13,19,2,20,5,6,8 4125196 138187 638839 GLOBUS MED INC CL A 379577208 93125 1951896 SH DFND 19,2,20,5,6,8 1789028 600 162268 GLU MOBILE INC COM 379890106 41690 4497282 SH DFND 2,20,5,8 3896852 0 600430 GLYCOMIMETICS INC COM 38000Q102 2456 653204 SH DFND 2,20,5 530580 0 122624 GMS INC COM 36251C103 31900 1297293 SH DFND 2,20,5,8 1119666 0 177627 GODADDY INC CL A 380237107 291785 3979067 SH DFND 10,11,12,13,19,2,20,5,6,8 3139710 101296 738061 ALLY FINL INC COM 02005N100 213108 10746771 SH DFND 10,11,12,13,19,2,20,5,6,8 8056626 301767 2388378 GOGO INC COM 38046C109 3345 1058530 SH DFND 2,20,5 859625 0 198905 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 7867 10685000 PRN DFND 2,5 10685000 0 0 GOLAR LNG LTD SHS G9456A100 12531 1730737 SH DFND 2,20,5 1388117 0 342620 GOLD FIELDS LTD SPONSORED ADR 38059T106 3213 341844 SH DFND 20,5,8 305724 0 36120 GOLD RESOURCE CORP COM 38068T105 5044 1227179 SH DFND 2,20,5,6 971988 0 255191 GOLDEN ENTMT INC COM 381013101 2751 308376 SH DFND 2,20,5 251978 0 56398 GOLDEN MINERALS CO COM 381119106 12 28779 SH DFND 20 28779 0 0 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 142 36645 SH DFND 2,20,5 36645 0 0 GOLDEN STAR RES LTD CDA COM 38119T807 141 48793 SH DFND 2 48793 0 0 GOLDFIELD CORP COM 381370105 42 11419 SH DFND 20 11419 0 0 89BIO INC COM 282559103 1033 51834 SH DFND 2,20 41451 0 10383 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 412878 2787646 SH DFND 10,11,12,13,19,2,20,5,6,8 2373459 56087 358100 GOLDMAN SACHS GROUP INC COM 38141G104 3889718 19682817 SH DFND 1,10,12,13,19,2,20,5,6,8 11635644 750727 7296446 GOODRICH PETE CORP COM PAR 382410843 1157 160649 SH DFND 2,20 127192 0 33457 GOODYEAR TIRE & RUBR CO COM 382550101 68600 7669107 SH DFND 12,13,2,20,5,6,8 6572058 12259 1084790 GOOSEHEAD INS INC COM CL A 38267D109 19580 260510 SH DFND 2,20,5,8 201995 0 58515 GOPRO INC CL A 38268T103 11951 2510752 SH DFND 2,20,5,8 1963278 0 547474 GORMAN RUPP CO COM 383082104 11576 372453 SH DFND 2,20,5,8 294685 0 77768 GOSSAMER BIO INC COM 38341P102 24707 1900572 SH DFND 2,20,5,8 1667043 0 233529 GP STRATEGIES CORP COM 36225V104 2024 235851 SH DFND 2,20,5 193062 0 42789 GRACE W R & CO DEL NEW COM 38388F108 35345 695624 SH DFND 13,2,20,5,8 575296 504 119824 GRACO INC COM 384109104 261382 5446591 SH DFND 13,19,2,20,5,6,8 5071099 1501 373991 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 4076 374587 SH DFND 2,20,5 298881 0 75706 GRAFTECH INTL LTD COM 384313508 6497 814151 SH DFND 2,20,5,8 675978 0 138173 GRAHAM CORP COM 384556106 2361 185303 SH DFND 2,20,5 145477 0 39826 GRAHAM HLDGS CO COM CL B 384637104 36879 107622 SH DFND 12,13,19,2,20,5,6,8 94478 65 13079 GRAINGER W W INC COM 384802104 739922 2355240 SH DFND 10,11,12,13,19,2,20,5,6,8 2034543 71607 249090 GRAND CANYON ED INC COM 38526M106 97473 1076688 SH DFND 13,19,2,20,5,6,8 972207 600 103881 GRANITE CONSTR INC COM 387328107 29831 1548009 SH DFND 2,20,5,8 1336879 1209 209921 GRANITE PT MTG TR INC COM STK 38741L107 14545 2025764 SH DFND 2,20,5,8 1785942 606 239216 GRAPHIC PACKAGING HLDG CO COM 388689101 56250 3999335 SH DFND 10,12,13,2,20,5,8 3325288 29910 644137 GRAVITY CO LTD SPONSORED ADS NE 38911N206 964 17471 SH DFND 2 17471 0 0 GRAY TELEVISION INC COM 389375106 26087 1870061 SH DFND 2,20,5,8 1479501 0 390560 ALPHA PRO TECH LTD COM 020772109 2431 137367 SH DFND 2,20,5 102912 0 34455 GREAT AJAX CORP COM 38983D300 6163 669856 SH DFND 2,20,5 609716 0 60140 GREAT LAKES DREDGE & DOCK CO COM 390607109 12273 1325382 SH DFND 2,20,5,8 1050787 0 274595 GREAT SOUTHN BANCORP INC COM 390905107 9884 242870 SH DFND 2,20,5,8 191986 0 50884 GREAT WESTN BANCORP INC COM 391416104 32357 2351532 SH DFND 2,20,5,8 2105256 300 245976 GREEN BRICK PARTNERS INC COM 392709101 5992 505623 SH DFND 2,20,5,8 392497 0 113126 GREEN DOT CORP CL A 39304D102 98078 1998334 SH DFND 13,2,20,5,8 1486371 900 511063 GREEN PLAINS INC COM 393222104 11322 1108402 SH DFND 2,20,5 975163 0 133239 GREENBRIER COS INC COM 393657101 26658 1171772 SH DFND 2,20,5,8 1026354 0 145418 GREENE COUNTY BANCORP INC COM 394357107 990 44387 SH DFND 2,20 33596 0 10791 GREENHILL & CO INC COM 395259104 4641 464585 SH DFND 2,20,5 400345 0 64240 ALPHABET INC CAP STK CL A 02079K305 16774661 11829386 SH DFND 10,11,12,13,19,2,20,5,6,8 10069693 281763 1477930 GREENLANE HLDGS INC CL A 395330103 547 137444 SH DFND 2,20 103903 0 33541 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 3800 582863 SH DFND 2,20,5,8 465141 1200 116522 GREENSKY INC CL A 39572G100 3502 714641 SH DFND 2,20,5 532689 0 181952 GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 387 28722 SH DFND 2,20,5 28722 0 0 GREIF INC CL A 397624107 31882 914744 SH DFND 2,20,5,6,8 793174 83 121487 GREIF INC CL B 397624206 5572 131154 SH DFND 2,20,5 106406 1400 23348 GRID DYNAMICS HLDGS INC CL A 39813G109 1533 222194 SH DFND 2,20 172243 0 49951 GRIDSUM HLDG INC SPONSORED ADR 398132100 27 37449 SH DFND 2 37449 0 0 GRIFFIN INL RLTY INC COM 398231100 1676 30945 SH DFND 2,20 23889 0 7056 GRIFFON CORP COM 398433102 23663 1277726 SH DFND 2,20,5,8 1114541 0 163185 ALPHABET INC CAP STK CL C 02079K107 16592399 11737607 SH DFND 10,11,12,13,19,2,20,5,6,8 9917052 307776 1512779 GRIFOLS S A SP ADR REP B NVT 398438408 5124 280870 SH DFND 10,13,2,20,5 274870 0 6000 GRITSTONE ONCOLOGY INC COM 39868T105 3277 493516 SH DFND 2,20,5 399326 0 94190 GROCERY OUTLET HLDG CORP COM 39874R101 68127 1669779 SH DFND 2,20,5,6,8 1521305 1100 147374 GROUP 1 AUTOMOTIVE INC COM 398905109 42640 646358 SH DFND 10,12,2,20,5,8 565264 1234 79860 GROUPON INC COM NEW 399473206 11198 618014 SH DFND 2,20,5,8 518114 90 99810 GROWGENERATION CORP COM 39986L109 2027 296415 SH DFND 2,20 230504 0 65911 GRUBHUB INC COM 400110102 155186 2207481 SH DFND 13,19,2,20,5,6,8 2013610 1300 192571 GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 7160 192727 SH DFND 19,2,20 192727 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 10185 90699 SH DFND 19,2,20 90699 0 0 GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 12885 179406 SH DFND 13,19,2,20,5 178006 1000 400 ALPHATEC HLDGS INC COM NEW 02081G201 3294 700923 SH DFND 2,20,5 559008 0 141915 GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 7034 725128 SH DFND 2,20,5 630858 1500 92770 GRUPO SUPERVIELLE S.A. SPONSORED ADR 40054A108 922 419070 SH DFND 2,20,5 232041 0 187029 GSI TECHNOLOGY COM 36241U106 2122 295587 SH DFND 2,20 236296 0 59291 GSX TECHEDU INC SPONSORED ADS 36257Y109 80180 1336561 SH DFND 10,11,12,13,19,2,20,5,8 1065911 35100 235550 GTT COMMUNICATIONS INC COM 362393100 5938 727671 SH DFND 2,20,5,8 563645 0 164026 GTY TECHNOLOGY HOLDINGS INC COM 362409104 3386 812950 SH DFND 2,20,5 676922 0 136028 GUARANTY BANCSHARES INC TEX COM 400764106 4094 157061 SH DFND 2,20 131182 0 25879 GUARANTY FED BANCSHARES INC COM 40108P101 216 14149 SH DFND 20 2300 0 11849 GUARDANT HEALTH INC COM 40131M109 67585 833044 SH DFND 13,19,2,20,5,8 683184 700 149160 GUESS INC COM 401617105 17919 1853088 SH DFND 2,20,5,8 1650398 137 202553 ALPINE INCOME PPTY TR INC COM 02083X103 1182 72680 SH DFND 2,20 57380 0 15300 GUIDEWIRE SOFTWARE INC COM 40171V100 193257 1743411 SH DFND 10,11,12,13,19,2,20,5,6,8 1439553 42948 260910 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 12777 10948000 PRN DFND 2,5 10948000 0 0 GULF ISLAND FABRICATION INC COM 402307102 99 32174 SH DFND 20 32174 0 0 GULFPORT ENERGY CORP COM NEW 402635304 5072 4653313 SH DFND 2,20,5,6 3835530 3200 814583 GW PHARMACEUTICALS PLC ADS 36197T103 2422 19738 SH DFND 1,13,19,2,20,5 12738 0 7000 GWG HLDGS INC COM 36192A109 287 37402 SH DFND 2,20 25128 0 12274 H & E EQUIPMENT SERVICES INC COM 404030108 12523 677632 SH DFND 2,20,5,8 536404 0 141228 HACKETT GROUP INC COM 404609109 7587 556613 SH DFND 2,20,5,8 439356 0 117257 HAEMONETICS CORP COM 405024100 112865 1260222 SH DFND 13,19,2,20,5,6,8 1143353 604 116265 HAIN CELESTIAL GROUP INC COM 405217100 59626 1892304 SH DFND 13,19,2,20,5,6,8 1698455 666 193183 ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 1357 174700 SH DFND 2,20 136400 0 38300 HALLIBURTON CO COM 406216101 609113 46927059 SH DFND 10,11,12,13,19,2,20,5,6,8 41788287 432464 4706308 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 49 14059 SH DFND 20 14059 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 140297 5233006 SH DFND 2,20,5,8 4541584 1000 690422 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 1691 142085 SH DFND 2,20,5 113507 0 28578 HAMILTON LANE INC CL A 407497106 31746 469063 SH DFND 2,20,5,8 369022 300 99741 HANCOCK WHITNEY CORPORATION COM 410120109 78879 3720726 SH DFND 12,13,2,20,5,6,8 3316147 1000 403579 HANESBRANDS INC COM 410345102 219816 19469941 SH DFND 1,10,12,13,19,2,20,5,6,8 16511758 8394 2949789 HANGER INC COM NEW 41043F208 19521 1178826 SH DFND 2,20,5,8 1011048 0 167778 HANMI FINL CORP COM NEW 410495204 10030 1032922 SH DFND 2,20,5,8 906724 0 126198 HANNON ARMSTRONG SUST INFR C COM 41068X100 45440 1596639 SH DFND 2,20,5,8 1226284 1200 369155 ALTAIR ENGR INC COM CL A 021369103 35281 887583 SH DFND 2,20,5,8 703585 400 183598 HANOVER INS GROUP INC COM 410867105 110040 1085958 SH DFND 12,13,19,2,20,5,6,8 975363 600 109995 HARBORONE BANCORP INC NEW COM NEW 41165Y100 9193 1076413 SH DFND 2,20,5,8 884545 0 191868 HARLEY DAVIDSON INC COM 412822108 88033 3703522 SH DFND 1,12,13,19,2,20,5,6,8 3344525 1284 357713 HARMONIC INC COM 413160102 14164 2981977 SH DFND 2,20,5,8 2564935 0 417042 HARPOON THERAPEUTICS INC COM 41358P106 2803 168876 SH DFND 2,20 142043 0 26833 HARROW HEALTH INC COM 415858109 1329 255163 SH DFND 2,20 203370 0 51793 HARSCO CORP COM 415864107 34138 2526898 SH DFND 2,20,5,8 2189616 381 336901 HARTFORD FINL SVCS GROUP INC COM 416515104 790137 20326876 SH DFND 10,11,12,13,19,2,20,5,6,8 14395228 3988427 1943221 HARVARD BIOSCIENCE INC COM 416906105 1295 417859 SH DFND 2,20 332659 0 85200 HASBRO INC COM 418056107 414969 5536608 SH DFND 10,11,12,13,19,2,20,5,6,8 4830446 80606 625556 ALTERYX INC COM CL A 02156B103 112759 686380 SH DFND 13,19,2,20,5,8 571062 600 114718 HAVERTY FURNITURE INC COM 419596101 10203 637677 SH DFND 2,20,5,8 554921 0 82756 HAWAIIAN ELEC INDUSTRIES COM 419870100 109168 3027393 SH DFND 12,13,19,2,20,5,6,8 2589937 1256 436200 HAWAIIAN HOLDINGS INC COM 419879101 26607 1895105 SH DFND 13,2,20,5,8 1712708 0 182397 HAWKINS INC COM 420261109 14001 328823 SH DFND 10,2,20,5,8 283379 3482 41962 HAWTHORN BANCSHARES INC COM 420476103 2139 107997 SH DFND 2,20 59051 0 48946 HAYNES INTERNATIONAL INC COM NEW 420877201 9439 404084 SH DFND 2,20,5,8 352933 900 50251 HBT FINL INC. COM 404111106 2548 191135 SH DFND 2,20 138184 0 52951 HC2 HLDGS INC COM 404139107 1638 490568 SH DFND 2,20 389716 0 100852 HCA HEALTHCARE INC COM 40412C101 1136919 11713574 SH DFND 10,11,12,13,19,2,20,5,6,8 10009362 330699 1373513 HCI GROUP INC COM 40416E103 9566 207150 SH DFND 2,20,5,8 178967 0 28183 8X8 INC NEW COM 282914100 56744 3546494 SH DFND 2,20,5,8 3092135 300 454059 ALTICE USA INC CL A 02156K103 156257 6932428 SH DFND 10,11,12,13,19,2,20,5,6,8 5639267 296900 996261 HD SUPPLY HLDGS INC COM 40416M105 121637 3510442 SH DFND 10,11,12,13,19,2,20,5,6,8 2645617 183409 681416 HDFC BANK LTD SPONSORED ADS 40415F101 42240 929177 SH DFND 1,12,20,5,8 123138 0 806039 HEALTH CATALYST INC COM 42225T107 17095 586060 SH DFND 2,20,5,8 463752 0 122308 HEALTHCARE RLTY TR COM 421946104 212154 7243228 SH DFND 10,13,19,2,20,5,6,8 5779730 39934 1423564 HEALTHCARE SVCS GROUP INC COM 421906108 57507 2351049 SH DFND 13,2,20,5,6,8 2009984 1025 340040 HEALTHCARE TR AMER INC CL A NEW 42225P501 198873 7498992 SH DFND 10,12,13,19,2,20,5,8 5685928 64590 1748474 HEALTHEQUITY INC COM 42226A107 135269 2305585 SH DFND 13,2,20,5,6,8 1985947 600 319038 HEALTHPEAK PROPERTIES INC COM 42250P103 950160 34476046 SH DFND 10,11,12,13,19,2,20,5,6,8 28245926 444790 5785330 HEALTHSTREAM INC COM 42222N103 19324 873185 SH DFND 2,20,5,6,8 755930 800 116455 HEARTLAND EXPRESS INC COM 422347104 34555 1658099 SH DFND 2,20,5,8 1453772 24 204303 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1798 121954 SH DFND 2,20,5 104010 0 17944 HEARTLAND FINL USA INC COM 42234Q102 27021 808045 SH DFND 2,20,5,8 658702 0 149343 HECLA MNG CO COM 422704106 54048 16528295 SH DFND 2,20,5,8 14195361 9381 2323553 HEICO CORP NEW CL A 422806208 130447 1604097 SH DFND 10,11,12,13,19,2,20,5,6,8 1281302 55969 266826 HEICO CORP NEW COM 422806109 161431 1618694 SH DFND 10,11,12,13,19,2,20,5,6,8 1326606 49409 242679 HEIDRICK & STRUGGLES INTL IN COM 422819102 15324 708794 SH DFND 2,20,5,8 617335 5400 86059 HELEN OF TROY CORP LTD COM G4388N106 166798 884586 SH DFND 13,19,2,20,5,6,8 758396 388 125802 HELIOS TECHNOLOGIES INC COM 42328H109 22898 614716 SH DFND 2,20,5,8 481856 300 132560 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 19049 5489638 SH DFND 2,20,5,8 4858422 3985 627231 HELMERICH & PAYNE INC COM 423452101 58205 2983365 SH DFND 12,13,19,2,20,5,8 2737097 1181 245087 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3558 361941 SH DFND 2,20 295663 0 66278 ALTRA INDL MOTION CORP COM 02208R106 43239 1355457 SH DFND 13,2,20,5,6,8 1057205 199 298053 HENRY JACK & ASSOC INC COM 426281101 645610 3508176 SH DFND 10,11,12,13,19,2,20,5,6,8 2936258 105688 466230 HENRY SCHEIN INC COM 806407102 448242 7676693 SH DFND 10,11,12,13,19,2,20,5,6,8 5839133 219449 1618111 HERBALIFE NUTRITION LTD COM SHS G4412G101 83047 1846305 SH DFND 12,13,19,2,20,5,8 1127961 1210 717134 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 13581 13700000 PRN DFND 2,5 13700000 0 0 HERC HLDGS INC COM 42704L104 15427 502033 SH DFND 13,2,20,5,8 389650 623 111760 HERITAGE COMMERCE CORP COM 426927109 10096 1345171 SH DFND 2,20,5,8 1091258 0 253913 HERITAGE CRYSTAL CLEAN INC COM 42726M106 5379 308069 SH DFND 2,20,5,8 240295 0 67774 HERITAGE FINL CORP WASH COM 42722X106 26198 1309881 SH DFND 2,20,5,8 1156396 0 153485 HERITAGE INS HLDGS INC COM 42727J102 6932 527128 SH DFND 2,20,5,8 415113 0 112015 HERON THERAPEUTICS INC COM 427746102 56493 3840458 SH DFND 2,20,5,8 3457963 900 381595 ALTRIA GROUP INC COM 02209S103 3174465 79158705 SH DFND 10,12,13,19,2,20,5,6,8 72965497 1028601 5164607 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 9131 1585282 SH DFND 2,20,5,8 1435239 0 150043 HERSHEY CO COM 427866108 1007238 7770696 SH DFND 10,11,12,13,19,2,20,5,6,8 6426324 176982 1167390 HERTZ GLOBAL HLDGS INC COM 42806J106 1872 1327703 SH DFND 12,13,2,20,5 1085037 0 242666 HESKA CORP COM RESTRC NEW 42805E306 26707 286643 SH DFND 2,20,5,8 255746 0 30897 HESS CORP COM 42809H107 793189 15309565 SH DFND 10,11,12,13,19,2,20,5,6,8 14079264 161361 1068940 HEWLETT PACKARD ENTERPRISE C COM 42824C109 642752 65263865 SH DFND 1,10,11,12,13,19,2,20,5,6,8 50512046 6071056 8680763 HEXCEL CORP NEW COM 428291108 150198 3321494 SH DFND 13,19,2,20,5,6,8 3121811 671 199012 HF FOODS GROUP INC COM 40417F109 4877 538881 SH DFND 2,20,5 434278 0 104603 HIBBETT SPORTS INC COM 428567101 13118 626442 SH DFND 2,20,5,8 546858 1262 78322 HIGHPOINT RES CORP COM 43114K108 61 206976 SH DFND 20 206976 0 0 ALTUS MIDSTREAM CO CL A 02215L100 25 40000 SH DFND 20 40000 0 0 HIGHWOODS PPTYS INC COM 431284108 176979 4740926 SH DFND 10,13,19,2,20,5,6,8 3868128 29734 843064 HILL ROM HLDGS INC COM 431475102 183113 1667999 SH DFND 13,19,2,20,5,6,8 1519785 600 147614 HILLENBRAND INC COM 431571108 69065 2551360 SH DFND 2,20,5,8 2202930 595 347835 HILLTOP HOLDINGS INC COM 432748101 33910 1837915 SH DFND 2,20,5,8 1526913 1279 309723 HILTON GRAND VACATIONS INC COM 43283X105 35248 1802978 SH DFND 13,2,20,5,8 1407790 1690 393498 HILTON WORLDWIDE HLDGS INC COM 43300A203 840914 11448793 SH DFND 10,11,12,13,19,2,20,5,6,8 9884834 212079 1351880 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 4333 1046664 SH DFND 2 1046664 0 0 HINGHAM INSTN SVGS MASS COM 433323102 4318 25734 SH DFND 2,20 20818 0 4916 HMS HLDGS CORP COM 40425J101 92549 2857333 SH DFND 2,20,5,6,8 2444170 519 412644 HNI CORP COM 404251100 41613 1361239 SH DFND 2,20,5,6,8 1159650 6117 195472 ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 151 32165 SH DFND 5 32165 0 0 HOLLYFRONTIER CORP COM 436106108 336514 11524442 SH DFND 10,11,12,13,19,2,20,5,6,8 9800059 192897 1531486 HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 1294 97275 SH DFND 13,2,5 90475 0 6800 HOLOGIC INC COM 436440101 655529 11500502 SH DFND 10,11,12,13,19,2,20,5,6,8 9740391 246157 1513954 HOME BANCORP INC COM 43689E107 4908 183475 SH DFND 2,20,5 136534 0 46941 HOME BANCSHARES INC COM 436893200 94426 6139558 SH DFND 13,2,20,5,6,8 5417322 1100 721136 HOME DEPOT INC COM 437076102 13003374 51907605 SH DFND 1,10,11,12,13,19,2,20,5,6,8 39894680 771306 11241619 HOMESTREET INC COM 43785V102 19056 774313 SH DFND 2,20,5,8 665039 0 109274 HOMETRUST BANCSHARES INC COM 437872104 6374 398387 SH DFND 13,2,20,5 313707 0 84680 HOMOLOGY MEDICINES INC COM 438083107 22435 1476969 SH DFND 2,20,5,8 1347469 0 129500 HONDA MOTOR LTD AMERN SHS 438128308 2368 92661 SH DFND 2,20 92661 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 11003 1438277 SH DFND 2,20,5,8 1287730 342 150205 HONEYWELL INTL INC COM 438516106 4272501 29549076 SH DFND 1,10,11,12,13,19,2,20,5,6,8 25834582 745984 2968510 HOOKER FURNITURE CORP COM 439038100 6280 322875 SH DFND 13,2,20,5 279017 0 43858 HOOKIPA PHARMA INC COM 43906K100 2239 192722 SH DFND 2,20 155704 0 37018 HOPE BANCORP INC COM 43940T109 48392 5248597 SH DFND 13,2,20,5,8 4714105 1800 532692 HORACE MANN EDUCATORS CORP N COM 440327104 50968 1387651 SH DFND 2,20,5,8 1207288 77 180286 HORIZON BANCORP INC COM 440407104 9734 910574 SH DFND 2,20,5,8 642978 0 267596 HORIZON GLOBAL CORP COM 44052W104 40 18292 SH DFND 20 18292 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 2729 1400000 PRN DFND 5 1400000 0 0 HORIZON THERAPEUTICS PUB LTD SHS G46188101 140450 2526987 SH DFND 13,19,2,20,5,8 2094628 2000 430359 HORMEL FOODS CORP COM 440452100 1264924 26205178 SH DFND 10,11,12,13,19,2,20,5,6,8 14268051 9463592 2473535 AMALGAMATED BK NEW YORK N Y CLASS A 022663108 3361 265890 SH DFND 2,20,5 206002 0 59888 HOST HOTELS & RESORTS INC COM 44107P104 491755 45575040 SH DFND 10,11,12,13,19,2,20,5,6,8 39190375 935256 5449409 HOSTESS BRANDS INC CL A 44109J106 31861 2607253 SH DFND 19,2,20,5,8 1976784 0 630469 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3517 1943359 SH DFND 2,20,5 1565303 0 378056 HOULIHAN LOKEY INC CL A 441593100 52877 950335 SH DFND 2,20,5,6,8 746554 300 203481 HOWARD BANCORP INC COM 442496105 2851 268418 SH DFND 2,20 224650 0 43768 HOWARD HUGHES CORP COM 44267D107 24463 470890 SH DFND 13,2,20,5,8 384439 560 85891 HOWMET AEROSPACE INC COM 443201108 339158 21397959 SH DFND 10,11,12,13,19,2,20,5,6,8 18561805 240285 2595869 HP INC COM 40434L105 1199888 68145030 SH DFND 10,11,12,13,19,2,20,5,6,8 53136755 7428714 7579561 HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 16 22700 SH DFND 20 22700 0 0 HUAMI CORP SPONSORED ADS 44331K103 5709 461858 SH DFND 13,2,20,5 430543 0 31315 AMARIN CORP PLC SPONS ADR NEW 023111206 903 130500 SH DFND 13,19,2,20,5 124200 0 6300 HUANENG PWR INTL INC SPON ADR H SHS 443304100 364 24131 SH DFND 20,5 24131 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 12589 12640000 PRN DFND 2,5 12640000 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 86869 2478430 SH DFND 10,11,12,13,19,2,20,5,8 1899400 65300 513730 HUB GROUP INC CL A 443320106 57458 1200551 SH DFND 12,2,20,5,8 1054111 55 146385 HUBBELL INC COM 443510607 168393 1343279 SH DFND 12,13,19,2,20,5,6,8 1223775 691 118813 HUBSPOT INC COM 443573100 116322 518486 SH DFND 13,19,2,20,5,8 423418 400 94668 HUDSON LTD COM CL A G46408103 3299 677349 SH DFND 2,20,5 533072 0 144277 HUDSON PAC PPTYS INC COM 444097109 173632 6901107 SH DFND 10,19,2,20,5,6,8 5623314 44804 1232989 HUDSON TECHNOLOGIES INC COM 444144109 30 29255 SH DFND 20 29255 0 0 HUMANA INC COM 444859102 2352876 6058418 SH DFND 10,11,12,13,19,2,20,5,6,8 5144345 155908 758165 AMAZON COM INC COM 023135106 45092460 16344836 SH DFND 10,11,12,13,19,2,20,5,6,8 14016983 271616 2056237 HUNT COS FIN TR INC COM 44558T100 166 60820 SH DFND 20 2209 0 58611 HUNT J B TRANS SVCS INC COM 445658107 435051 3615178 SH DFND 10,11,12,13,19,2,20,5,6,8 3059583 127881 427714 HUNTINGTON BANCSHARES INC COM 446150104 475170 51725630 SH DFND 10,12,13,19,2,20,5,6,8 46294700 660195 4770735 HUNTINGTON INGALLS INDS INC COM 446413106 585707 3356680 SH DFND 1,10,11,12,13,19,2,20,5,6,8 1843619 1064869 448192 HUNTSMAN CORP COM 447011107 52334 2912283 SH DFND 10,12,13,2,20,5,8 2426422 12614 473247 HURCO COMPANIES INC COM 447324104 3448 122700 SH DFND 2,20,5 100158 0 22542 HURON CONSULTING GROUP INC COM 447462102 20562 464683 SH DFND 2,20,5,8 365701 102 98880 HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 29372 1064974 SH DFND 10,11,12,13,19,2,20,5,8 797276 29400 238298 HUYA INC ADS REP SHS A 44852D108 20917 1120369 SH DFND 10,11,12,13,19,2,20,5,8 901833 34400 184136 HYATT HOTELS CORP COM CL A 448579102 19045 378711 SH DFND 10,13,2,20,5 334807 0 43904 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 6506 7211000 PRN DFND 2 7211000 0 0 AMBAC FINL GROUP INC COM NEW 023139884 21279 1485995 SH DFND 2,20,5,8 1276772 0 209223 HYSTER YALE MATLS HANDLING I CL A 449172105 11649 301326 SH DFND 2,20,5,8 258968 536 41822 I3 VERTICALS INC COM CL A 46571Y107 12264 405412 SH DFND 2,20,5 348482 0 56930 IAA INC COM 449253103 62651 1624347 SH DFND 13,19,2,20,5,8 1330550 1500 292297 IBERIABANK CORP COM 450828108 81427 1788023 SH DFND 13,2,20,5,8 1529544 474 258005 IBIO INC COM NEW 451033203 1097 494183 SH DFND 2,20 380587 0 113596 ICAD INC COM NEW 44934S206 2861 286375 SH DFND 2,20,5 235427 0 50948 ICF INTL INC COM 44925C103 25879 398316 SH DFND 19,2,20,5,8 302866 0 95450 ICHOR HOLDINGS SHS G4740B105 19727 742181 SH DFND 2,20,5,8 638742 0 103439 ICICI BANK LIMITED ADR 45104G104 166144 17884154 SH DFND 1,12,13,19,2,20,5,8 5314370 0 12569784 ICON PLC SHS G4705A100 23320 138431 SH DFND 10,13,19,2,20,5,8 136448 0 1983 AMBARELLA INC SHS G037AX101 49667 1084427 SH DFND 2,20,5,8 927290 100 157037 ICU MED INC COM 44930G107 95490 518092 SH DFND 19,2,20,5,6,8 469838 300 47954 IDACORP INC COM 451107106 116484 1333227 SH DFND 12,13,2,20,5,6,8 1206051 790 126386 IDEANOMICS INC COM 45166V106 757 376622 SH DFND 2 376622 0 0 IDEAYA BIOSCIENCES INC COM 45166A102 2388 168026 SH DFND 2,20,5 140881 0 27145 IDERA PHARMACEUTICALS INC COM PAR 45168K405 42 23212 SH DFND 20 23212 0 0 IDEX CORP COM 45167R104 497899 3150460 SH DFND 10,11,12,13,19,2,20,5,6,8 2692434 101040 356986 IDEXX LABS INC COM 45168D104 1235887 3743296 SH DFND 10,11,12,13,19,2,20,5,6,8 3215206 59735 468355 IDT CORP CL B NEW 448947507 1870 286311 SH DFND 2,20,6 230012 0 56299 IES HLDGS INC COM 44951W106 4072 175736 SH DFND 2,20,5 134707 0 41029 IGM BIOSCIENCES INC COM 449585108 22346 306116 SH DFND 2,20,5,8 283784 0 22332 AMBEV SA SPONSORED ADR 02319V103 61250 23200668 SH DFND 10,13,19,2,20,5,8 19508202 1954052 1738414 IHEARTMEDIA INC COM CL A 45174J509 7797 933725 SH DFND 2,20,5,8 718099 0 215626 IHS MARKIT LTD SHS G47567105 1188464 15741245 SH DFND 10,11,12,13,19,2,20,5,6,8 13639685 193324 1908236 II-VI INC COM 902104108 132752 2811352 SH DFND 13,2,20,5,6,8 2392259 1013 418080 ILLINOIS TOOL WKS INC COM 452308109 2329901 13245513 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11361608 313655 1570250 ILLUMINA INC COM 452327109 2293023 6191502 SH DFND 10,11,12,13,19,2,20,5,6,8 5330167 137131 724204 ILLUMINA INC NOTE 8/1 452327AK5 20743 19123000 PRN DFND 2,5 19123000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 18899 12735000 PRN DFND 2,5 12735000 0 0 IMARA INC COM 45249V107 1556 56302 SH DFND 2,20,5 43797 0 12505 IMAX CORP COM 45245E109 12820 1143659 SH DFND 2,20,5,8 868347 1600 273712 IMMERSION CORP COM 452521107 4097 657615 SH DFND 2,20,5 549122 0 108493 AMC ENTMT HLDGS INC CL A COM 00165C104 4989 1163053 SH DFND 2,20,5,8 901724 320 261009 IMMUNIC INC COM 4525EP101 404 33360 SH DFND 2,20 27131 0 6229 IMMUNOGEN INC COM 45253H101 42243 9183306 SH DFND 2,20,5,8 8390754 0 792552 IMMUNOMEDICS INC COM 452907108 151317 4269661 SH DFND 13,19,2,20,5,8 3802090 2700 464871 IMMUNOVANT INC COM 45258J102 8074 331575 SH DFND 2,20,5,8 272994 0 58581 IMPINJ INC COM 453204109 16111 586504 SH DFND 2,20,5,8 518456 0 68048 INCYTE CORP COM 45337C102 882107 8484243 SH DFND 10,11,12,13,19,2,20,5,6,8 7429585 140675 913983 INDEPENDENCE CONTRACT DRILLI COM 453415606 91 23464 SH DFND 20 23464 0 0 INDEPENDENCE HLDG CO NEW COM NEW 453440307 3511 114785 SH DFND 2,20,5 89745 0 25040 INDEPENDENCE RLTY TR INC COM 45378A106 58501 5091489 SH DFND 10,2,20,5,8 4123152 52500 915837 INDEPENDENT BANK CORP MASS COM 453836108 89367 1323007 SH DFND 2,20,5,8 1171258 247 151502 AMC NETWORKS INC CL A 00164V103 30145 1288796 SH DFND 13,2,20,5,6,8 1107600 293 180903 INDEPENDENT BK CORP MICH COM NEW 453838609 9747 656351 SH DFND 2,20,5 505120 0 151231 INDEPENDENT BK GROUP INC COM 45384B106 78955 1948540 SH DFND 2,20,5,8 1761829 0 186711 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 72391 3522668 SH DFND 10,2,20,5,8 2864173 19104 639391 INFINERA CORP COM 45667G103 22288 3764856 SH DFND 2,20,5,8 3018637 4811 741408 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 8365 9731000 PRN DFND 2,5 9731000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 50 55289 SH DFND 20 55289 0 0 INFORMATION SVCS GROUP INC COM 45675Y104 812 392060 SH DFND 2,20 273349 0 118711 INFOSYS LTD SPONSORED ADR 456788108 176830 18099416 SH DFND 10,12,13,19,2,20,5,8 14119526 0 3979890 INFUSYSTEM HLDGS INC COM 45685K102 2176 188570 SH DFND 2,20 151863 0 36707 ING GROEP N.V. SPONSORED ADR 456837103 6854 993261 SH DFND 1,2,20 993236 0 25 AMCOR PLC ORD G0250X107 951341 93177413 SH DFND 10,11,12,13,19,2,20,5,6,8 85594896 528638 7053879 INGERSOLL RAND INC COM 45687V106 377245 13415550 SH DFND 10,11,12,13,19,2,20,5,6,8 11634003 214866 1566681 INGEVITY CORP COM 45688C107 75684 1439671 SH DFND 13,2,20,5,6,8 1243610 613 195448 INGLES MKTS INC CL A 457030104 17031 395415 SH DFND 10,2,20,5,8 321637 6299 67479 INGREDION INC COM 457187102 226945 2714097 SH DFND 10,11,12,13,19,2,20,5,6,8 2362454 69591 282052 INMODE LTD SHS M5425M103 1617 57113 SH DFND 2,20,8 39613 0 17500 INNERWORKINGS INC COM 45773Y105 51 38324 SH DFND 20 38324 0 0 INNOSPEC INC COM 45768S105 60064 777530 SH DFND 2,20,5,8 650668 400 126462 INNOVATIVE INDL PPTYS INC COM 45781V101 79608 893801 SH DFND 10,2,20,5,8 723535 4600 165666 INNOVIVA INC COM 45781M101 31965 2286467 SH DFND 2,20,5,8 1991236 687 294544 INOGEN INC COM 45780L104 27908 785711 SH DFND 2,20,5,8 704596 200 80915 AMDOCS LTD SHS G02602103 109193 1783862 SH DFND 10,12,13,19,2,20,5,6,8 1586267 0 197595 INOVALON HLDGS INC COM CL A 45781D101 29231 1517710 SH DFND 2,20,5,8 1201848 0 315862 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 190501 7068695 SH DFND 2,20,5,8 6495957 800 571938 INPHI CORP COM 45772F107 84878 722362 SH DFND 2,20,5,8 619775 400 102187 INSEEGO CORP COM 45782B104 15737 1356666 SH DFND 2,20,5,8 1101869 0 254797 INSIGHT ENTERPRISES INC COM 45765U103 58011 1179076 SH DFND 2,20,5,8 1011819 65 167192 INSMED INC COM PAR $.01 457669307 110734 4020847 SH DFND 2,20,5,8 3548991 800 471056 INSMED INC NOTE 1.750% 1/1 457669AA7 10742 10973000 PRN DFND 2,5 10973000 0 0 INSPERITY INC COM 45778Q107 73911 1141841 SH DFND 19,2,20,5,6,8 974270 500 167071 INSPIRE MED SYS INC COM 457730109 42543 488892 SH DFND 2,20,5,8 378371 0 110521 INSTALLED BLDG PRODS INC COM 45780R101 53868 783189 SH DFND 2,20,5,8 666311 0 116878 AMEDISYS INC COM 023436108 154289 777118 SH DFND 13,19,2,20,5,6,8 703523 274 73321 INSTEEL INDUSTRIES INC COM 45774W108 11273 591153 SH DFND 2,20,5,8 510993 0 80160 INSULET CORP COM 45784P101 246125 1266988 SH DFND 10,11,12,13,19,2,20,5,6,8 1056641 30238 180109 INSULET CORP NOTE 1.375%11/1 45784PAH4 22342 10475000 PRN DFND 2,5 10475000 0 0 INTEGER HLDGS CORP COM 45826H109 88757 1215016 SH DFND 2,20,5,8 1060291 343 154382 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 85307 1815419 SH DFND 13,19,2,20,5,6,8 1674117 574 140728 INTEL CORP COM 458140100 11332421 189410341 SH DFND 1,10,11,12,13,19,2,20,5,6,8 156549416 5331241 27529684 INTELLIA THERAPEUTICS INC COM 45826J105 48751 2319288 SH DFND 2,20,5,8 2131798 0 187490 INTELLICHECK INC COM NEW 45817G201 1513 200410 SH DFND 2,20 163511 0 36899 INTELLIGENT SYS CORP NEW COM 45816D100 4637 136075 SH DFND 2,20,5 110951 0 25124 INTER PARFUMS INC COM 458334109 27930 580056 SH DFND 2,20,5,8 480413 0 99643 AMER STATES WTR CO COM 029899101 158372 2014145 SH DFND 19,2,20,5,8 1808485 200 205460 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 70143 1679258 SH DFND 13,2,20,5,6,8 1550100 625 128533 INTERCEPT PHARMACEUTICALS IN COM 45845P108 60096 1254351 SH DFND 19,2,20,5,8 1134918 500 118933 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 8705 11363000 PRN DFND 2,5 11363000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2176364 23759427 SH DFND 1,10,11,12,13,19,2,20,5,6,8 20355788 365571 3038068 INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 255 5747 SH DFND 20 5747 0 0 INTERDIGITAL INC COM 45867G101 59970 1058971 SH DFND 13,19,2,20,5,6,8 897505 498 160968 INTERFACE INC COM 458665304 15079 1852440 SH DFND 2,20,5,8 1578049 2324 272067 INTERNATIONAL BANCSHARES COR COM 459044103 62134 1940463 SH DFND 2,20,5,6,8 1695042 270 245151 INTERNATIONAL BUSINESS MACHS COM 459200101 6511380 53915540 SH DFND 10,11,12,13,19,2,20,5,6,8 34748350 8647969 10519221 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 556212 4514639 SH DFND 10,11,12,13,19,2,20,5,6,8 3791413 44295 678931 AMERANT BANCORP INC CL A 023576101 5840 388272 SH DFND 2,20,5,8 310311 0 77961 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 14635 329250 SH DFND 2 329250 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 18185 2043208 SH DFND 12,13,2,20,5 1690058 0 353150 INTERNATIONAL MNY EXPRESS IN COM 46005L101 4018 322502 SH DFND 2,20,8 255265 0 67237 INTERNATIONAL SEAWAYS INC COM Y41053102 8667 530398 SH DFND 2,20,5,8 411213 0 119185 INTERPUBLIC GROUP COS INC COM 460690100 354600 20664322 SH DFND 10,11,12,13,19,2,20,5,6,8 18351236 304106 2008980 INTERSECT ENT INC COM 46071F103 10887 804067 SH DFND 2,20,5,8 661965 0 142102 INTEVAC INC COM 461148108 1367 250366 SH DFND 2,20,5 197822 0 52544 INTL FCSTONE INC COM 46116V105 29777 541399 SH DFND 2,20,5,8 466517 0 74882 INTL PAPER CO COM 460146103 914174 25963484 SH DFND 10,11,12,13,19,2,20,5,6,8 16517526 7552969 1892989 INTRA CELLULAR THERAPIES INC COM 46116X101 35028 1364536 SH DFND 2,20,5,8 1110882 0 253654 9F INC SPONSORED ADS 65442R109 109 29524 SH DFND 2 29524 0 0 AMERCO COM 023586100 72302 239261 SH DFND 10,11,12,13,19,2,20,5,6,8 173143 8683 57435 INTREPID POTASH INC COM 46121Y102 1347 1360218 SH DFND 2,20,5 1057801 0 302417 INTRICON CORP COM 46121H109 1937 143244 SH DFND 2,20 116286 0 26958 INTUIT COM 461202103 3335627 11261782 SH DFND 10,11,12,13,19,2,20,5,6,8 9526702 436150 1298930 INTUITIVE SURGICAL INC COM NEW 46120E602 2811877 4934589 SH DFND 10,11,12,13,19,2,20,5,6,8 4281521 107884 545184 INVACARE CORP COM 461203101 8332 1307940 SH DFND 2,20,5 1181131 0 126809 INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 65157 5035347 SH DFND 19,2,20 5035347 0 0 INVESCO DB COMMDY INDX TRCK UNIT 46138B103 8472 688214 SH DFND 12,8 688214 0 0 INVESCO LTD SHS G491BT108 205819 19128131 SH DFND 10,12,13,19,2,20,5,6,8 16616918 237692 2273521 INVESCO MORTGAGE CAPITAL INC COM 46131B100 24613 6580883 SH DFND 13,2,20,5,8 5692396 658 887829 INVESTAR HLDG CORP COM 46134L105 2894 199586 SH DFND 13,2,20 163864 0 35722 AMEREN CORP COM 023608102 931030 13232374 SH DFND 10,11,12,13,19,2,20,5,6,8 11504979 317927 1409468 INVESTORS BANCORP INC NEW COM 46146L101 66711 7848398 SH DFND 13,2,20,5,8 6756401 1600 1090397 INVESTORS REAL ESTATE TRUST SH BEN INT 461730509 44800 629388 SH DFND 10,2,20,5,8 510174 3297 115917 INVESTORS TITLE CO COM 461804106 2981 24574 SH DFND 2,20 19878 0 4696 INVITAE CORP COM 46185L103 170412 5626016 SH DFND 2,20,5,8 5101330 1200 523486 INVITATION HOMES INC COM 46187W107 648998 23574213 SH DFND 10,11,12,13,19,2,20,5,6,8 18146720 440607 4986886 IOVANCE BIOTHERAPEUTICS INC COM 462260100 93403 3402673 SH DFND 13,2,20,5,8 3131637 2700 268336 IPG PHOTONICS CORP COM 44980X109 232329 1448523 SH DFND 10,11,12,13,19,2,20,5,6,8 1234659 22329 191535 IQIYI INC NOTE 2.000% 4/0 46267XAD0 29714 29751000 PRN DFND 2,5 29751000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 21795 19864000 PRN DFND 2,5 19864000 0 0 IQIYI INC SPONSORED ADS 46267X108 96409 4157344 SH DFND 10,11,12,13,19,2,20,5,8 3285384 118900 753060 AMERESCO INC CL A 02361E108 13534 487172 SH DFND 2,20,5,8 382078 0 105094 IQVIA HLDGS INC COM 46266C105 1150439 8108537 SH DFND 10,11,12,13,19,2,20,5,6,8 7126456 97451 884630 IRADIMED CORP COM 46266A109 1689 72782 SH DFND 2,20 55770 0 17012 IRHYTHM TECHNOLOGIES INC COM 450056106 77236 666462 SH DFND 2,20,5,8 550251 500 115711 IRIDIUM COMMUNICATIONS INC COM 46269C102 93224 3664473 SH DFND 2,20,5,8 3024983 1700 637790 IROBOT CORP COM 462726100 75467 899486 SH DFND 2,20,5,8 773813 100 125573 IRON MTN INC NEW COM 46284V101 381019 14265186 SH DFND 10,11,12,13,19,2,20,5,6,8 12231982 152739 1880465 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 84981 8234563 SH DFND 2,20,5,8 7521331 3300 709932 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 553 182461 SH DFND 13,2,20,5 149261 0 33200 ISHARES INC CORE MSCI EMKT 46434G103 326133 6851540 SH DFND 1,2,20 6851540 0 0 ISHARES INC MSCI CDA ETF 464286509 35358 1366218 SH DFND 2 1366218 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 12016 935526 SH DFND 1,13,20,5,8 779868 54800 100858 ISHARES INC MSCI FRNTR100ETF 464286145 411 17000 SH DFND 10 0 0 17000 ISHARES INC MSCI GBL ETF NEW 46434G848 552 22500 SH DFND 10 0 0 22500 ISHARES INC MSCI JPN ETF NEW 46434G822 13327 242661 SH DFND 12 0 0 242661 ISHARES INC MSCI PAC JP ETF 464286665 17073 429403 SH DFND 12 0 0 429403 ISHARES INC MSCI TAIWAN ETF 46434G772 148001 3679794 SH DFND 20 0 0 3679794 ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 2249 216900 SH DFND 10 0 0 216900 ISHARES TR 1 3 YR TREAS BD 464287457 170487 1968450 SH DFND 2 1968450 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 29355 219638 SH DFND 1,2 219638 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 136558 1120518 SH DFND 1,2 1120518 0 0 ISHARES TR CORE INTL AGGR 46435G672 7418 133221 SH DFND 12 133221 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 170162 13019253 SH DFND 10,12,13,19,2,20,5,6,8 11722892 4816 1291545 ISHARES TR CORE MSCI EAFE 46432F842 865 15140 SH DFND 1 15140 0 0 ISHARES TR CORE MSCI PAC 46434V696 735 13948 SH DFND 12 13948 0 0 ISHARES TR CORE S&P MCP ETF 464287507 78314 440413 SH DFND 1,2 425347 15066 0 ISHARES TR CORE S&P SCP ETF 464287804 85341 1249687 SH DFND 1,2,20 1247705 1982 0 ISHARES TR CORE S&P500 ETF 464287200 5403 17446 SH DFND 1,12 17446 0 0 ISHARES TR CORE US AGGBD ET 464287226 2202 18628 SH DFND 1,20 2780 0 15848 ISHARES TR EAFE SML CP ETF 464288273 56351 1050926 SH DFND 1,20,6 872976 0 177950 ISHARES TR EUROPE ETF 464287861 4981 123293 SH DFND 12 123293 0 0 ISHARES TR FLTG RATE NT ETF 46429B655 9988 197423 SH DFND 1 197423 0 0 ISHARES TR INTRM GOV CR ETF 464288612 14216 120761 SH DFND 1 32309 88452 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 17860 19000000 PRN DFND 2 19000000 0 0 ISHARES TR INTRM TR CRP ETF 464288638 1053 17435 SH DFND 1 17435 0 0 ISHARES TR MBS ETF 464288588 2235 20191 SH DFND 12 20191 0 0 ISHARES TR MSCI ACWI ETF 464288257 21446 290907 SH DFND 6 0 0 290907 ISHARES TR MSCI EAFE ETF 464287465 426631 7008880 SH DFND 1,2,20,6 6960806 0 48074 ISHARES TR MSCI EMG MKT ETF 464287234 30217 755613 SH DFND 1,6 2283 0 753330 ISHARES TR MSCI INDIA ETF 46429B598 115551 3981785 SH DFND 12,19,2,20,5 1720929 0 2260856 ISHARES TR MSCI INDIA SM CP 46429B614 4382 150000 SH DFND 20 0 0 150000 ISHARES TR MSCI MIN VOL ETF 46429B697 487 8027 SH DFND 1 8027 0 0 ISHARES TR RUS 1000 ETF 464287622 1847 10756 SH DFND 1,6 10056 0 700 ISHARES TR RUS 1000 GRW ETF 464287614 322 1680 SH DFND 1 1680 0 0 AMERICAN ASSETS TR INC COM 024013104 72952 2620407 SH DFND 10,2,20,5,8 2117124 15075 488208 ISHARES TR RUS 1000 VAL ETF 464287598 698 6198 SH DFND 1 6198 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 5372 55123 SH DFND 20 0 0 55123 ISHARES TR RUS MID CAP ETF 464287499 255 4755 SH DFND 1 4755 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 30436 212572 SH DFND 1,6 122177 0 90395 ISHARES TR RUSSELL 3000 ETF 464287689 19624 108984 SH DFND 1 107986 0 998 ISHARES TR SELECT DIVID ETF 464287168 1890 23415 SH DFND 1 23415 0 0 ISHARES TR SHORT TREAS BD 464288679 6598 59578 SH DFND 12 59578 0 0 ISHARES TR TIPS BD ETF 464287176 198005 1609795 SH DFND 1,2,20 1609795 0 0 ISIS PHARMACEUTICALS INC DEL COM 462222100 211691 3590423 SH DFND 10,11,12,13,19,2,20,5,6,8 3093549 66702 430172 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 14896 13515000 PRN DFND 2,5 13515000 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 32568 4285305 SH DFND 12,2,20,5,8 3786499 3329 495477 ISORAY INC COM 46489V104 6 10577 SH DFND 20 10577 0 0 ISTAR INC COM 45031U101 30900 2508138 SH DFND 2,20,5,8 2160615 67 347456 ITAU CORPBANCA SPONSORED ADR 45033E105 284 73650 SH DFND 20,5 73650 0 0 ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 108836 23192256 SH DFND 10,13,19,2,20,5,8 19468157 2124284 1599815 ITERIS INC COM 46564T107 3276 688932 SH DFND 2,20 551252 0 137680 ITRON INC COM 465741106 78693 1187812 SH DFND 2,20,5,8 999059 343 188410 ITT INC COM 45073V108 122215 2074384 SH DFND 13,19,2,20,5,6,8 1874989 1092 198303 ITURAN LOCATION AND CONTROL SHS M6158M104 3786 236334 SH DFND 2,20,5,8 186628 0 49706 IVERIC BIO INC COM 46583P102 3779 741035 SH DFND 2,20,5 610335 0 130700 J & J SNACK FOODS CORP COM 466032109 62802 491750 SH DFND 19,2,20,5,8 412342 100 79308 AMERICAN CAMPUS CMNTYS INC COM 024835100 219221 6270614 SH DFND 10,12,13,19,2,20,5,6,8 5116790 39856 1113968 J ALEXANDERS HLDGS INC COM 46609J106 68 13781 SH DFND 20,5 13781 0 0 J JILL INC COM 46620W102 13 19200 SH DFND 20 19200 0 0 J2 GLOBAL INC COM 48123V102 100067 1583090 SH DFND 13,2,20,5,6,8 1348362 382 234346 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 10723 9812000 PRN DFND 2,5 9812000 0 0 JABIL INC COM 466313103 154175 4805964 SH DFND 10,12,13,19,2,20,5,6,8 4437607 24622 343735 JACK IN THE BOX INC COM 466367109 59574 804078 SH DFND 10,2,20,5,6,8 694722 5966 103390 JACOBS ENGR GROUP INC COM 469814107 754299 8895041 SH DFND 10,11,12,13,19,2,20,5,6,8 4739120 3564144 591777 JAKKS PAC INC COM 47012E106 10 12513 SH DFND 20 12513 0 0 JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 364 18930 SH DFND 20 18930 0 0 JAMES RIV GROUP LTD COM G5005R107 41505 922333 SH DFND 2,20,5,8 792267 0 130066 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 59625 5470226 SH DFND 12,13,19,2,20,5,6,8 4758301 1874 710051 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 68106 3218608 SH DFND 10,12,13,2,20,5,6,8 2943944 89513 185151 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 12967 14000000 PRN DFND 2,5 14000000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1748 1775000 PRN DFND 5 1775000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 165179 1496999 SH DFND 10,11,12,13,19,2,20,5,6,8 1139346 57350 300303 JBG SMITH PPTYS COM 46590V100 159283 5386646 SH DFND 10,13,19,2,20,5,6,8 4355707 34977 995962 JD.COM INC SPON ADR CL A 47215P106 1077906 17911359 SH DFND 10,11,12,13,19,2,20,5,8 13988384 460608 3462367 JEFFERIES FINL GROUP INC COM 47233W109 85783 5516614 SH DFND 12,13,19,2,20,5,6,8 4966312 3534 546768 JELD-WEN HLDG INC COM 47580P103 22054 1368973 SH DFND 2,20,5,8 1076688 0 292285 JERNIGAN CAP INC COM 476405105 8937 642506 SH DFND 2,20,5,8 544630 0 97876 JETBLUE AWYS CORP COM 477143101 65421 6001956 SH DFND 13,2,20,5,6,8 5640478 0 361478 A MARK PRECIOUS METALS INC COM 00181T107 909 47700 SH DFND 2,20 36200 0 11500 AMERICAN ELEC PWR CO INC COM 025537101 2061669 25887358 SH DFND 10,11,12,13,19,2,20,5,6,8 22751332 307981 2828045 JIANPU TECHNOLOGY INC ADR 47738D101 25 38531 SH DFND 2 38531 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 8108 457824 SH DFND 1,2,20,5 355820 0 102004 JOHN BEAN TECHNOLOGIES CORP COM 477839104 83790 974074 SH DFND 13,2,20,5,8 834804 321 138949 JOHNSON & JOHNSON COM 478160104 21456173 152571802 SH DFND 1,10,11,12,13,19,2,20,5,6,8 99219578 34720688 18631536 JOHNSON CTLS INTL PLC SHS G51502105 1150979 33459354 SH DFND 10,11,12,13,19,2,20,5,6,8 28507105 628699 4323550 JOHNSON OUTDOORS INC CL A 479167108 10181 111857 SH DFND 2,20,5,8 90380 0 21477 JOINT CORP COM 47973J102 3761 246285 SH DFND 2,20,5 199674 0 46611 JONES LANG LASALLE INC COM 48020Q107 180169 1741435 SH DFND 10,11,12,13,19,2,20,5,6,8 1468216 51927 221292 JOUNCE THERAPEUTICS INC COM 481116101 2454 355716 SH DFND 2,20 299684 0 56032 JPMORGAN CHASE & CO COM 46625H100 12923758 137399081 SH DFND 1,10,12,13,19,2,20,5,6,8 114479968 2202452 20716661 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 20453 422400 SH DFND 2 422400 0 0 JUNIPER NETWORKS INC COM 48203R104 346222 15145330 SH DFND 10,11,12,13,19,2,20,5,6,8 12773686 365401 2006243 K12 INC COM 48273U102 22270 817558 SH DFND 2,20,5,8 642431 0 175127 KADANT INC COM 48282T104 26827 269184 SH DFND 2,20,5,8 189769 0 79415 KADMON HLDGS INC COM 48283N106 37108 7247647 SH DFND 2,20,5,8 6589920 0 657727 KAISER ALUMINUM CORP COM PAR $0.01 483007704 58644 796575 SH DFND 13,2,20,5,8 727840 100 68635 KALA PHARMACEUTICALS INC COM 483119103 7803 742394 SH DFND 2,20,5,8 606659 0 135735 KALEIDO BIOSCIENCES INC COM 483347100 1289 173445 SH DFND 2,20 132822 0 40623 KALVISTA PHARMACEUTICALS INC COM 483497103 3046 251770 SH DFND 2,20,5 207702 0 44068 KAMAN CORP COM 483548103 39635 948193 SH DFND 2,20,5,8 799183 0 149010 KANDI TECHNOLOGIES GROUP INC COM 483709101 743 176889 SH DFND 2 176889 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 84315 3412190 SH DFND 12,13,2,20,5,8 2986685 600 424905 KANSAS CITY SOUTHERN COM NEW 485170302 652005 4355346 SH DFND 10,11,12,13,19,2,20,5,6,8 3624726 116095 614525 KAR AUCTION SVCS INC COM 48238T109 55890 4061797 SH DFND 13,2,20,5,6,8 3471218 1500 589079 KARUNA THERAPEUTICS INC COM 48576A100 84860 761346 SH DFND 2,20,5,8 705523 0 55823 KARYOPHARM THERAPEUTICS INC COM 48576U106 87104 4598947 SH DFND 2,20,5,8 4315922 2800 280225 KB FINL GROUP INC SPONSORED ADR 48241A105 2853 102550 SH DFND 19,2,20,5 101760 0 790 KB HOME COM 48666K109 86903 2832546 SH DFND 2,20,5,6,8 2430319 309 401918 KBR INC COM 48242W106 106454 4700050 SH DFND 12,2,20,5,6,8 4078525 1104 620421 KBR INC NOTE 2.500%11/0 48242WAB2 9950 8850000 PRN DFND 2,5 8850000 0 0 KEARNY FINL CORP MD COM 48716P108 15118 1848174 SH DFND 2,20,5,6,8 1476400 0 371774 KELLOGG CO COM 487836108 911792 13802489 SH DFND 10,11,12,13,19,2,20,5,6,8 11293322 210158 2299009 AMERICAN EXPRESS CO COM 025816109 3239393 34027241 SH DFND 1,10,11,12,13,19,2,20,5,6,8 24505941 427129 9094171 KELLY SVCS INC CL A 488152208 19795 1251660 SH DFND 2,20,5,8 1093772 453 157435 KEMPER CORP DEL COM 488401100 114839 1583554 SH DFND 13,2,20,5,6,8 1449789 954 132811 KENNAMETAL INC COM 489170100 74745 2603464 SH DFND 19,2,20,5,6,8 2214396 5460 383608 KENNEDY-WILSON HOLDINGS INC COM 489398107 50970 3301380 SH DFND 2,20,5,8 2645821 2500 653059 KEROS THERAPEUTICS INC COM 492327101 3189 85011 SH DFND 2,20,5 64912 0 20099 KEURIG DR PEPPER INC COM 49271V100 189959 6688682 SH DFND 10,11,12,13,19,2,20,5,6,8 5591661 171546 925475 KEYCORP COM 493267108 584714 48006098 SH DFND 10,12,13,19,2,20,5,6,8 42595658 625022 4785418 KEYSIGHT TECHNOLOGIES INC COM 49338L103 841604 8350905 SH DFND 10,11,12,13,19,2,20,5,6,8 7035371 211555 1103979 KEZAR LIFE SCIENCES INC COM 49372L100 2659 513331 SH DFND 2,20,5 411528 0 101803 KFORCE INC COM 493732101 12769 436543 SH DFND 10,2,20,5,8 333193 5164 98186 AMERICAN FIN TR INC COM CLASS A 02607T109 29456 3712218 SH DFND 10,2,20,5,8 2697346 30000 984872 KILROY RLTY CORP COM 49427F108 291957 4933481 SH DFND 10,13,19,2,20,5,6,8 3993777 33855 905849 KIMBALL ELECTRONICS INC COM 49428J109 8789 649078 SH DFND 2,20,5,8 532076 44 116958 KIMBALL INTL INC CL B 494274103 8878 762347 SH DFND 10,2,20,5,8 606028 9951 146368 KIMBERLY CLARK CORP COM 494368103 2505743 17595042 SH DFND 1,10,11,12,13,19,2,20,5,6,8 15034358 346552 2214132 KIMCO RLTY CORP COM 49446R109 303921 23669832 SH DFND 10,12,13,19,2,20,5,6,8 19262277 134609 4272946 KINDER MORGAN INC DEL COM 49456B101 1697265 111882985 SH DFND 10,11,12,13,19,2,20,5,6,8 98322729 1447216 12113040 KINDRED BIOSCIENCES INC COM 494577109 3131 697248 SH DFND 2,20,5 577070 0 120178 KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 8252 323880 SH DFND 2,20,5,8 255668 0 68212 KINSALE CAP GROUP INC COM 49714P108 111708 719722 SH DFND 2,20,5,8 616936 200 102586 KIRBY CORP COM 497266106 74464 1390295 SH DFND 13,2,20,5,6,8 1304902 200 85193 AMERICAN FINL GROUP INC OHIO COM 025932104 183842 2896968 SH DFND 10,11,12,13,19,2,20,5,6,8 2463951 65389 367628 KITE RLTY GROUP TR COM NEW 49803T300 53666 4650452 SH DFND 10,2,20,5,8 3770264 49212 830976 KKR & CO INC COM 48251W104 305631 9897382 SH DFND 10,12,13,19,2,20,5,6,8 7877009 241988 1778385 KKR REAL ESTATE FIN TR INC COM 48251K100 18384 1081247 SH DFND 2,20,5,8 927900 11900 141447 KLA CORP COM NEW 482480100 1297948 6673941 SH DFND 10,11,12,13,19,2,20,5,6,8 5703512 197458 772971 KLX ENERGY SERVICS HOLDNGS I COM 48253L106 54 24910 SH DFND 20 24910 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 183603 4401890 SH DFND 10,11,12,13,19,2,20,5,6,8 3777844 116539 507507 KNOLL INC COM NEW 498904200 14383 1179927 SH DFND 2,20,5,8 959245 700 219982 KNOWLES CORP COM 49926D109 41557 2723260 SH DFND 1,2,20,5,8 2315876 528 406856 KODIAK SCIENCES INC COM 50015M109 67107 1239967 SH DFND 2,20,5,8 1114822 800 124345 KOHLS CORP COM 500255104 143378 6903114 SH DFND 1,10,12,13,19,2,20,5,6,8 5229950 2630 1670534 AMERICAN HOMES 4 RENT CL A 02665T306 241717 8985771 SH DFND 10,19,2,20,5,8 6691206 76350 2218215 KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 4900 102708 SH DFND 1,2,20 96708 0 6000 KONTOOR BRANDS INC COM 50050N103 30513 1713250 SH DFND 12,13,2,20,5,8 1368408 8998 335844 KOPIN CORP COM 500600101 47 35543 SH DFND 20 35543 0 0 KOPPERS HOLDINGS INC COM 50060P106 10959 581688 SH DFND 2,20,5 507030 0 74658 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4190 525090 SH DFND 2,5 525090 0 0 KORN FERRY COM NEW 500643200 55549 1807634 SH DFND 19,2,20,5,8 1563565 513 243556 KORNIT DIGITAL LTD SHS M6372Q113 13951 261355 SH DFND 2,20,5,8 169328 600 91427 KOSMOS ENERGY LTD COM 500688106 24558 14794092 SH DFND 2,20,5 13433727 0 1360365 KRAFT HEINZ CO COM 500754106 995828 31226954 SH DFND 10,11,12,13,19,2,20,5,6,8 27586397 404318 3236239 KRATON CORPORATION COM 50077C106 18626 1077872 SH DFND 2,20,5,8 944305 600 132967 AMERICAN INTL GROUP INC COM NEW 026874784 1174855 37679766 SH DFND 1,10,11,12,13,19,2,20,5,6,8 32995572 527268 4156926 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 72124 4614471 SH DFND 2,20,5,8 4125012 500 488959 KROGER CO COM 501044101 1433392 42345403 SH DFND 10,11,12,13,19,2,20,5,6,8 35175950 1174734 5994719 KRONOS WORLDWIDE INC COM 50105F105 6938 666486 SH DFND 2,20,5,8 549892 11494 105100 KRYSTAL BIOTECH INC COM 501147102 28780 694825 SH DFND 2,20,5,8 638549 0 56276 KULICKE & SOFFA INDS INC COM 501242101 17932 855944 SH DFND 2,20,5,8 804505 226 51213 KURA ONCOLOGY INC COM 50127T109 26955 1653701 SH DFND 2,20,5,8 1436982 0 216719 KURA SUSHI USA INC CL A COM 501270102 596 41736 SH DFND 2,20 29776 0 11960 KVH INDS INC COM 482738101 2739 306729 SH DFND 2,20,5 246725 0 60004 L BRANDS INC COM 501797104 136883 9143854 SH DFND 10,12,13,2,20,5,6,8 7071693 4533 2067628 L3HARRIS TECHNOLOGIES INC COM 502431109 1558973 9188268 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8098772 145179 944317 AMERICAN NATL BANKSHARES INC COM 027745108 5474 218617 SH DFND 13,2,20,5 166047 0 52570 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1728 405606 SH DFND 2,20,5 329069 0 76537 LA Z BOY INC COM 505336107 39155 1446966 SH DFND 2,20,5,8 1243156 169 203641 LABORATORY CORP AMER HLDGS COM NEW 50540R409 695638 4187816 SH DFND 10,11,12,13,19,2,20,5,6,8 3657942 62376 467498 LADDER CAP CORP CL A 505743104 18342 2210532 SH DFND 2,20,5,8 1743493 0 467039 LAKELAND BANCORP INC COM 511637100 13076 1144018 SH DFND 2,20,5,8 914470 0 229548 LAKELAND FINL CORP COM 511656100 28091 602942 SH DFND 2,20,5,8 495587 0 107355 LAKELAND INDS INC COM 511795106 1852 82550 SH DFND 2,20 65350 0 17200 LAM RESEARCH CORP COM 512807108 2073281 6387441 SH DFND 10,11,12,13,19,2,20,5,6,8 5320412 256095 810934 LAMAR ADVERTISING CO NEW CL A 512816109 142856 2139849 SH DFND 12,13,2,20,5,6,8 1953264 773 185812 LAMB WESTON HLDGS INC COM 513272104 418985 6553802 SH DFND 10,11,12,13,19,2,20,5,6,8 5646654 151885 755263 AMERICAN NATL INS CO COM 028591105 9028 125268 SH DFND 2,20,5,8 108145 0 17123 LANCASTER COLONY CORP COM 513847103 198823 1282810 SH DFND 13,19,2,20,5,6,8 1175011 300 107499 LANDEC CORP COM 514766104 4551 571712 SH DFND 2,20,5,8 462111 1589 108012 LANDMARK BANCORP INC COM 51504L107 924 37402 SH DFND 2,20 28902 0 8500 LANDS END INC NEW COM 51509F105 2018 251002 SH DFND 13,2,20,5,8 185667 422 64913 LANDSTAR SYS INC COM 515098101 111507 992849 SH DFND 13,19,2,20,5,6,8 902916 292 89641 LANNET INC COM 516012101 9521 1311418 SH DFND 2,20,5,8 1178753 0 132665 LANTHEUS HLDGS INC COM 516544103 34362 2402965 SH DFND 2,20,5,8 2124987 0 277978 LAREDO PETROLEUM INC COM 516806205 1652 119206 SH DFND 2,20,5 119206 0 0 LAS VEGAS SANDS CORP COM 517834107 671945 14755040 SH DFND 10,12,13,19,2,20,5,6,8 12711470 375086 1668484 LATTICE SEMICONDUCTOR CORP COM 518415104 94710 3336035 SH DFND 2,20,5,8 2716057 1881 618097 111 INC ADS 68247Q102 211 33200 SH DFND 2,20,5 33200 0 0 A10 NETWORKS INC COM 002121101 10583 1554043 SH DFND 2,20,5,8 1301372 0 252671 AMERICAN PUBLIC EDUCATION IN COM 02913V103 15186 513056 SH DFND 2,20,5,8 439791 0 73265 LAUDER ESTEE COS INC CL A 518439104 1902027 10080701 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8719704 272415 1088582 LAUREATE EDUCATION INC CL A 518613203 22111 2218888 SH DFND 2,20,5,8 1729521 2400 486967 LAWSON PRODS INC COM 520776105 2827 87633 SH DFND 2,20,5 71273 0 16360 LAZARD LTD SHS A G54050102 32297 1128097 SH DFND 13,2,20,5 1003126 0 124971 LCI INDS COM 50189K103 87938 764809 SH DFND 13,2,20,5,8 652842 247 111720 LCNB CORP COM 50181P100 4131 258850 SH DFND 2,20,5 217275 0 41575 LEAR CORP COM NEW 521865204 259958 2384496 SH DFND 10,11,12,13,19,2,20,5,6,8 2078843 92686 212967 LEE ENTERPRISES INC COM 523768109 32 32231 SH DFND 20 32231 0 0 LEGACY HOUSING CORP COM 52472M101 1511 106239 SH DFND 2,20 85832 0 20407 LEGG MASON INC COM 524901105 102075 2034809 SH DFND 12,13,2,20,5,6,8 1844658 698 189453 AMERICAN RENAL ASSOCS HLDGS COM 029227105 2142 328562 SH DFND 2,20 269583 0 58979 LEGGETT & PLATT INC COM 524660107 501879 14119258 SH DFND 10,12,13,19,2,20,5,6,8 13545769 11427 562062 LEIDOS HOLDINGS INC COM 525327102 536862 5731414 SH DFND 10,11,12,13,19,2,20,5,6,8 4968007 139597 623810 LEMAITRE VASCULAR INC COM 525558201 19163 725871 SH DFND 2,20,5,8 659589 0 66282 LENDINGCLUB CORP COM NEW 52603A208 6983 1534630 SH DFND 2,20,5,8 1240783 0 293847 LENDINGTREE INC NEW COM 52603B107 55445 191500 SH DFND 2,20,5,6,8 173190 100 18210 LENNAR CORP CL A 526057104 817385 13264936 SH DFND 10,11,12,13,19,2,20,5,6,8 11775969 189133 1299834 LENNAR CORP CL B 526057302 2283 49530 SH DFND 10,13,2,20,8 38837 0 10693 LENNOX INTL INC COM 526107107 296300 1267520 SH DFND 10,11,12,13,19,2,20,5,6,8 1112715 21560 133245 LEVEL ONE BANCORP INC COM 52730D208 1444 85985 SH DFND 2,20 69039 0 16946 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 2188 163302 SH DFND 20,5,8 99180 0 64122 AMERICAN RLTY INVS INC COM 029174109 196 21853 SH DFND 2,20 12281 0 9572 LEXICON PHARMACEUTICALS INC COM NEW 528872302 1488 745938 SH DFND 2,20 594693 0 151245 LEXINFINTECH HLDGS LTD ADR 528877103 1899 178481 SH DFND 13,2,5 166881 0 11600 LEXINGTON REALTY TRUST COM 529043101 149243 14007861 SH DFND 10,13,2,20,5,8 11429454 72221 2506186 LG DISPLAY CO LTD SPONS ADR REP 50186V102 2413 499632 SH DFND 19,2,5 490624 0 9008 LGI HOMES INC COM 50187T106 70889 805283 SH DFND 2,20,5,8 708656 0 96627 LHC GROUP INC COM 50187A107 172984 992334 SH DFND 13,2,20,5,6,8 850327 200 141807 LIBERTY BROADBAND CORP COM SER A 530307107 58413 478050 SH DFND 10,12,13,19,2,20,5,6,8 408550 11700 57800 LIBERTY BROADBAND CORP COM SER C 530307305 301640 2433366 SH DFND 10,11,12,13,19,2,20,5,6,8 2008908 51266 373192 LIBERTY GLOBAL PLC SHS CL A G5480U104 51486 2355265 SH DFND 10,11,12,13,19,2,20,5,6,8 1595359 108119 651787 LIBERTY GLOBAL PLC SHS CL C G5480U120 120350 5595051 SH DFND 10,11,12,13,19,2,20,5,6,8 4155680 208545 1230826 AMERICAN SOFTWARE INC CL A 029683109 10746 681849 SH DFND 2,20,5,8 542149 0 139700 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 10052 1034177 SH DFND 12,13,2,20,5,8 799922 1326 232929 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 24794 2626511 SH DFND 13,2,20,5,8 2118034 1765 506712 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 6284 9050000 PRN DFND 2 9050000 0 0 LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 4470 222589 SH DFND 13,2,20,5,8 168791 370 53428 LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 71468 2070350 SH DFND 10,12,13,19,2,20,5,6,8 1493777 49749 526824 LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 15517 786086 SH DFND 13,2,20,5,8 585264 880 199942 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 141249 4100117 SH DFND 10,12,13,19,2,20,5,6,8 3343770 119685 636662 LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 8690 297798 SH DFND 12,13,2,20 264612 0 33186 LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 124603 3929463 SH DFND 10,12,13,19,2,20,5,6,8 3173614 97448 658401 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 12187 11125000 PRN DFND 2,5 11125000 0 0 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 4335 533223 SH DFND 2,20 467395 0 65828 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 26291 24977000 PRN DFND 2,5 24977000 0 0 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 11301 2062298 SH DFND 2,20,5,8 1802215 0 260083 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 3371 1582749 SH DFND 2,20,5,8 1309167 3014 270568 LIFE STORAGE INC COM 53223X107 209618 2207670 SH DFND 10,12,13,19,2,20,5,6,8 1782633 13461 411576 LIFETIME BRANDS INC COM 53222Q103 1337 198945 SH DFND 2,20 154813 0 44132 LIFEVANTAGE CORP COM NEW 53222K205 3706 274108 SH DFND 2,20,5 217514 0 56594 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 112990 1010188 SH DFND 13,2,20,5,6,8 936169 148 73871 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 11518 13225000 PRN DFND 2,5 13225000 0 0 LILLY ELI & CO COM 532457108 6025085 36698045 SH DFND 1,10,11,12,13,19,2,20,5,6,8 31342657 650505 4704883 LIMELIGHT NETWORKS INC COM 53261M104 20058 2725339 SH DFND 2,20,5,8 2147932 0 577407 AMERICAN TOWER CORP NEW COM 03027X100 5021353 19338580 SH DFND 10,11,12,13,19,2,20,5,6,8 16476968 229451 2632161 LIMESTONE BANCORP INC COM 53262L105 644 48991 SH DFND 2,20 36785 0 12206 LIMONEIRA CO COM 532746104 4318 297995 SH DFND 2,20,5 239933 0 58062 LINCOLN EDL SVCS CORP COM 533535100 45 11584 SH DFND 20 11584 0 0 LINCOLN ELEC HLDGS INC COM 533900106 263206 3106666 SH DFND 13,19,2,20,5,6,8 2969627 895 136144 LINCOLN NATL CORP IND COM 534187109 330250 8976620 SH DFND 10,11,12,13,19,2,20,5,6,8 7693187 214989 1068444 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 4857 629198 SH DFND 2,20,5,8 481769 0 147429 LINDE PLC SHS G5494J103 4586481 21623125 SH DFND 10,11,12,13,19,2,20,5,6,8 18766276 165189 2691660 LINDSAY CORP COM 535555106 32688 354496 SH DFND 2,20,5,8 305382 400 48714 LINE CORP SPONSORED ADR 53567X101 2858 57080 SH DFND 2,20 57080 0 0 LINEAGE CELL THERAPEUTICS IN COM 53566P109 51 58154 SH DFND 20 58154 0 0 AMERICAN VANGUARD CORP COM 030371108 12306 894311 SH DFND 2,20,5,8 764692 953 128666 LIONS GATE ENTMNT CORP CL A VTG 535919401 5513 743968 SH DFND 13,2,20,5,8 595087 1200 147681 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 9763 1429387 SH DFND 13,2,20,5,8 1208873 612 219902 LIPOCINE INC NEW COM 53630X104 16 12400 SH DFND 20 12400 0 0 LIQUIDIA TECHNOLOGIES INC COM 53635D202 2621 311285 SH DFND 2,20,5 250254 0 61031 LIQUIDITY SERVICES INC COM 53635B107 4726 792877 SH DFND 2,20 696410 0 96467 LITHIA MTRS INC CL A 536797103 111070 733957 SH DFND 12,2,20,5,8 631588 435 101934 LITTELFUSE INC COM 537008104 99801 584897 SH DFND 13,19,2,20,5,6,8 525547 349 59001 LIVANOVA PLC SHS G5509L101 82953 1723521 SH DFND 13,19,2,20,5,6,8 1469087 2276 252158 LIVE NATION ENTERTAINMENT IN COM 538034109 294816 6650484 SH DFND 10,11,12,13,19,2,20,5,6,8 5900101 70735 679648 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 13410 13060000 PRN DFND 2,5 13060000 0 0 AMERICAN WOODMARK CORPORATIO COM 030506109 37676 498034 SH DFND 2,20,5,8 426803 261 70970 LIVE OAK BANCSHARES INC COM 53803X105 9994 688747 SH DFND 2,20,5,8 567374 0 121373 LIVENT CORP COM 53814L108 29668 4816263 SH DFND 2,20,5,8 4181552 1460 633251 LIVEPERSON INC COM 538146101 80834 1951096 SH DFND 2,20,5,8 1662047 336 288713 LIVERAMP HLDGS INC COM 53815P108 89489 2107104 SH DFND 13,19,2,20,5,6,8 1813204 365 293535 LIVEXLIVE MEDIA INC COM NEW 53839L208 2004 553663 SH DFND 2,20 461456 0 92207 LIVONGO HEALTH INC COM 539183103 45183 600924 SH DFND 2,20,5,8 517055 0 83869 LKQ CORP COM 501889208 342386 13068171 SH DFND 10,11,12,13,19,2,20,5,6,8 11228858 205631 1633682 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 51 34285 SH DFND 20 34285 0 0 LOCKHEED MARTIN CORP COM 539830109 15485518 42435377 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10203679 31301806 929892 LOEWS CORP COM 540424108 404774 11804435 SH DFND 10,11,12,13,19,2,20,5,6,8 10015514 278262 1510659 AMERICAN WTR WKS CO INC NEW COM 030420103 1272400 9889632 SH DFND 10,11,12,13,19,2,20,5,6,8 8604463 113879 1171290 LOGICBIO THERAPEUTICS INC COM 54142F102 1337 158085 SH DFND 2,20 120221 0 37864 LOGITECH INTL S A SHS H50430232 1927 29543 SH DFND 2,20 29543 0 0 LOGMEIN INC COM 54142L109 105634 1246122 SH DFND 13,19,2,20,5,6,8 1104161 529 141432 LOMA NEGRA CORP SPONSORED ADS 54150E104 898 210822 SH DFND 2,20,5 175193 0 35629 LONESTAR RES US INC CL A VTG 54240F103 5 11500 SH DFND 20 11500 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 5815 297887 SH DFND 2,20,5,8 231458 562 65867 LOUISIANA PAC CORP COM 546347105 95840 3736453 SH DFND 13,19,2,20,5,6,8 3203079 2053 531321 LOVESAC COMPANY COM 54738L109 4135 157643 SH DFND 2,20,5 127317 0 30326 LOWES COS INC COM 548661107 4685474 34676390 SH DFND 1,10,11,12,13,19,2,20,5,6,8 30326070 517099 3833221 LPL FINL HLDGS INC COM 50212V100 82473 1051954 SH DFND 13,2,20,5,8 871619 6500 173835 AMERICAS CAR MART INC COM 03062T105 18773 213646 SH DFND 2,20,5,8 185599 0 28047 LSB INDS INC COM 502160104 51 44339 SH DFND 20 44339 0 0 LSI INDS INC COM 50216C108 1871 289188 SH DFND 2,20 231888 0 57300 LTC PPTYS INC COM 502175102 97571 2590155 SH DFND 10,2,20,5,8 2194614 11827 383714 LULULEMON ATHLETICA INC COM 550021109 914451 2930839 SH DFND 10,11,12,13,19,2,20,5,6,8 2231737 190380 508722 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 12073 871046 SH DFND 2,20,5 770120 0 100926 LUMENTUM HLDGS INC COM 55024U109 146866 1803587 SH DFND 13,19,2,20,5,6,8 1635341 671 167575 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 16343 11138000 PRN DFND 2,5 11138000 0 0 LUMINEX CORP DEL COM 55027E102 50129 1536669 SH DFND 2,20,5,6,8 1344972 0 191697 LUNA INNOVATIONS COM 550351100 1797 307718 SH DFND 2,20 241127 0 66591 LUTHER BURBANK CORP COM 550550107 4055 405511 SH DFND 2,20,5 310266 0 95245 AAON INC COM PAR $0.004 000360206 68038 1248901 SH DFND 2,20,5,8 1062847 800 185254 AMERICOLD RLTY TR COM 03064D108 250170 6852522 SH DFND 10,19,2,20,5,8 5158628 58800 1635094 LUXFER HOLDINGS PLC SHS G5698W116 8755 618741 SH DFND 2,20,5,8 506519 0 112222 LYDALL INC DEL COM 550819106 7204 531237 SH DFND 2,20,5 466269 0 64968 LYFT INC CL A COM 55087P104 109570 3319291 SH DFND 10,12,13,19,2,20,5,8 3117363 0 201928 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 818115 12448491 SH DFND 10,11,12,13,19,2,20,5,6,8 10563950 450023 1434518 LYRA THERAPEUTICS INC COM 55234L105 481 42441 SH DFND 2,20 34908 0 7533 M & T BK CORP COM 55261F104 647711 6229787 SH DFND 10,12,13,19,2,20,5,6,8 5549485 80066 600236 M D C HLDGS INC COM 552676108 66332 1858046 SH DFND 2,20,5,8 1619190 0 238856 M/I HOMES INC COM 55305B101 34114 990532 SH DFND 2,20,5,8 870531 0 120001 MACATAWA BK CORP COM 554225102 4738 605941 SH DFND 13,2,20,5 489169 0 116772 MACERICH CO COM 554382101 66170 7376862 SH DFND 10,12,13,2,20,5,6,8 5966745 41267 1368850 AMERIPRISE FINL INC COM 03076C106 837962 5584927 SH DFND 1,10,12,13,19,2,20,5,6,8 4698275 192801 693851 MACK CALI RLTY CORP COM 554489104 72884 4766759 SH DFND 10,13,2,20,5,6,8 3847764 26328 892667 MACKINAC FINL CORP COM 554571109 1856 179002 SH DFND 2,20 132722 0 46280 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 48238 1404302 SH DFND 2,20,5,8 1188954 527 214821 MACQUARIE INFRASTRUCTURE COR COM 55608B105 46695 1521502 SH DFND 12,13,2,20,5,8 1353457 600 167445 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 9199 10475000 PRN DFND 2,5 10475000 0 0 MACROGENICS INC COM 556099109 43814 1569280 SH DFND 2,20,5,8 1356160 0 213120 MACYS INC COM 55616P104 104562 15197926 SH DFND 12,13,19,2,20,5,8 10163215 2513 5032198 MADDEN STEVEN LTD COM 556269108 62423 2528255 SH DFND 19,2,20,5,8 2126731 430 401094 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 18071 240949 SH DFND 13,2,20,5,6,8 204689 216 36044 MADISON SQUARE GRDN SPRT COR CL A 55825T103 35364 240751 SH DFND 13,19,2,20,5,8 191091 216 49444 AMERIS BANCORP COM 03076K108 64143 2702038 SH DFND 2,20,5,8 2360040 1400 340598 MADRIGAL PHARMACEUTICALS INC COM 558868105 68543 605235 SH DFND 2,20,5,8 566844 0 38391 MAGELLAN HEALTH INC COM NEW 559079207 70745 969373 SH DFND 12,2,20,5,8 731734 98 237541 MAGENTA THERAPEUTICS INC COM 55910K108 2719 362096 SH DFND 2,20,5 298754 0 63342 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 786 69553 SH DFND 2,20 69553 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3366 326802 SH DFND 2,20,5,8 324602 0 2200 MAGNOLIA OIL & GAS CORP CL A 559663109 27429 4526259 SH DFND 2,20,5 4038589 0 487670 MAGYAR BANCORP INC COM 55977T109 324 38060 SH DFND 20 0 0 38060 MAIDEN HOLDINGS LTD SHS G5753U112 66 53087 SH DFND 20 53087 0 0 MAINSTREET BANCSHARES INC COM 56064Y100 1623 122953 SH DFND 2,20 97078 0 25875 MAJESCO COM 56068V102 917 116611 SH DFND 2,20 91239 0 25372 AMERISAFE INC COM 03071H100 39165 640370 SH DFND 2,20,5,8 554569 500 85301 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1276 83285 SH DFND 2,20 83285 0 0 MALIBU BOATS INC COM CL A 56117J100 21685 417413 SH DFND 2,20,5,8 334079 0 83334 MALLINCKRODT PUB LTD CO SHS G5785G107 6818 2543950 SH DFND 13,2,20,5 2200437 0 343513 MALVERN BANCORP INC COM 561409103 300 23577 SH DFND 20 4700 0 18877 MANCHESTER UTD PLC NEW ORD CL A G5784H106 510 32245 SH DFND 2 32245 0 0 MANHATTAN ASSOCS INC COM 562750109 152273 1616489 SH DFND 13,19,2,20,5,6,8 1467024 900 148565 MANITOWOC CO INC COM NEW 563571405 9277 852629 SH DFND 2,20,5,8 708049 1196 143384 MANNKIND CORP COM NEW 56400P706 6698 3827419 SH DFND 2,20,5 3142605 0 684814 MANPOWERGROUP INC COM 56418H100 124288 1807820 SH DFND 12,13,19,2,20,5,6,8 1666315 6532 134973 MANTECH INTL CORP CL A 564563104 64769 945676 SH DFND 2,20,5,8 823585 407 121684 AMERISOURCEBERGEN CORP COM 03073E105 725363 7198208 SH DFND 10,11,12,13,19,2,20,5,6,8 6051939 122105 1024164 MARATHON OIL CORP COM 565849106 302537 49434117 SH DFND 1,10,12,13,19,2,20,5,6,8 44485863 13469 4934785 MARATHON PETE CORP COM 56585A102 1374560 36772618 SH DFND 1,10,11,12,13,19,2,20,5,6,8 33517832 475331 2779455 MARCHEX INC CL B 56624R108 20 12614 SH DFND 20 12614 0 0 MARCUS & MILLICHAP INC COM 566324109 20939 725547 SH DFND 2,20,5,8 629075 0 96472 MARCUS CORP COM 566330106 11252 847946 SH DFND 2,20,5,8 752716 0 95230 MARINE PRODS CORP COM 568427108 2101 151666 SH DFND 2,20,5 125089 0 26577 MARINEMAX INC COM 567908108 17206 768459 SH DFND 2,20,5,8 670293 0 98166 MARINUS PHARMACEUTICALS INC COM 56854Q101 3861 1519888 SH DFND 2,20,5 1223687 0 296201 MARKEL CORP COM 570535104 318745 345272 SH DFND 10,11,12,13,19,2,20,5,6,8 286695 6693 51884 MARKER THERAPEUTICS INC COM 57055L107 1096 529671 SH DFND 2,20 417310 0 112361 AMES NATL CORP COM 031001100 3389 171669 SH DFND 2,20,5 141990 0 29679 MARKETAXESS HLDGS INC COM 57060D108 866762 1730341 SH DFND 10,11,12,13,19,2,20,5,6,8 1451877 58052 220412 MARLIN BUSINESS SVCS CORP COM 571157106 1396 164996 SH DFND 2,20,5 129081 0 35915 MARRIOTT INTL INC NEW CL A 571903202 982845 11464425 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9987721 145854 1330850 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 106173 1291486 SH DFND 1,13,2,20,5,6,8 1098162 515 192809 MARRONE BIO INNOVATIONS INC COM 57165B106 731 624864 SH DFND 2,20 401600 0 223264 MARSH & MCLENNAN COS INC COM 571748102 2431540 22646364 SH DFND 10,11,12,13,19,2,20,5,6,8 19246453 348652 3051259 MARTEN TRANS LTD COM 573075108 35803 1423018 SH DFND 2,20,5,8 1242325 0 180693 MARTIN MARIETTA MATLS INC COM 573284106 634302 3070638 SH DFND 10,11,12,13,19,2,20,5,6,8 2662143 36877 371618 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 504384 14386305 SH DFND 10,11,12,13,19,2,20,5,6,8 11959218 376900 2050187 MASCO CORP COM 574599106 597900 11907995 SH DFND 10,11,12,13,19,2,20,5,6,8 10193755 314229 1400011 AMETEK INC COM 031100100 823600 9215622 SH DFND 10,11,12,13,19,2,20,5,6,8 8047105 138028 1030489 MASIMO CORP COM 574795100 377341 1655079 SH DFND 10,11,12,13,19,2,20,5,6,8 1465116 52052 137911 MASONITE INTL CORP NEW COM 575385109 40185 516652 SH DFND 2,20,5,8 410505 200 105947 MASTEC INC COM 576323109 83336 1857282 SH DFND 13,2,20,5,6,8 1591715 487 265080 MASTECH DIGITAL INC COM 57633B100 1106 42649 SH DFND 2,20 33505 0 9144 MASTERCARD INCORPORATED CL A 57636Q104 10877147 36784400 SH DFND 10,11,12,13,19,2,20,5,6,8 31411203 989388 4383809 MASTERCRAFT BOAT HLDGS INC COM 57637H103 6826 358299 SH DFND 2,20,5 291607 0 66692 MATADOR RES CO COM 576485205 62003 7294517 SH DFND 2,20,5 6865399 2200 426918 MATERIALISE NV SPONSORED ADS 57667T100 1553 68830 SH DFND 2,20 68830 0 0 MATERION CORP COM 576690101 60367 981743 SH DFND 2,20,5,8 887534 87 94122 MATINAS BIOPHARMA HLDGS INC COM 576810105 98 126700 SH DFND 20 126700 0 0 AMGEN INC COM 031162100 6194240 26262358 SH DFND 1,10,11,12,13,19,2,20,5,6,8 22451921 637201 3173236 MATRIX SVC CO COM 576853105 12848 1321836 SH DFND 2,20,5,8 1197618 1000 123218 MATSON INC COM 57686G105 41340 1420635 SH DFND 2,20,5,8 1262228 0 158407 MATTEL INC COM 577081102 77866 8052366 SH DFND 12,13,2,20,5,6,8 7335648 3270 713448 MATTHEWS INTL CORP CL A 577128101 19724 1032686 SH DFND 2,20,5,8 894418 71 138197 MAUI LD & PINEAPPLE INC COM 577345101 1154 103948 SH DFND 2,20 84704 0 19244 MAXAR TECHNOLOGIES INC COM 57778K105 80904 4504665 SH DFND 13,2,20,5,8 4219774 250 284641 MAXIM INTEGRATED PRODS INC COM 57772K101 736523 12151841 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10293617 491471 1366753 MAXIMUS INC COM 577933104 175503 2491167 SH DFND 13,19,2,20,5,6,8 2159625 510 331032 MAXLINEAR INC COM 57776J100 52756 2458341 SH DFND 2,20,5,8 2167643 500 290198 MAYVILLE ENGINEERING CO INC COM 578605107 777 98398 SH DFND 2,20 74680 0 23718 AMICUS THERAPEUTICS INC COM 03152W109 155075 10283507 SH DFND 13,2,20,5,8 9126349 3500 1153658 MBIA INC COM 55262C100 11945 1647583 SH DFND 2,20,5,8 1306590 0 340993 MCCORMICK & CO INC COM NON VTG 579780206 1180597 6580443 SH DFND 10,11,12,13,19,2,20,5,6,8 5600580 79303 900560 MCDONALDS CORP COM 580135101 7139333 38701866 SH DFND 1,10,11,12,13,19,2,20,5,6,8 28664730 445716 9591420 MCEWEN MNG INC COM 58039P107 782 773916 SH DFND 2,20,5,8 593717 0 180199 MCGRATH RENTCORP COM 580589109 29804 551828 SH DFND 10,2,20,5,8 430869 12225 108734 MCKESSON CORP COM 58155Q103 1170607 7609809 SH DFND 10,11,12,13,19,2,20,5,6,8 6522566 121217 966026 MDU RES GROUP INC COM 552690109 286754 12808601 SH DFND 12,13,19,2,20,5,6,8 12295181 1690 511730 MECHEL PAO SPONSORED ADR NE 583840608 1597 928458 SH DFND 2,20,5 805441 4600 118417 MEDALLIA INC COM 584021109 23720 939768 SH DFND 2,20,5,8 760446 0 179322 MEDICAL PPTYS TRUST INC COM 58463J304 454729 23839143 SH DFND 10,11,12,13,19,2,20,5,6,8 18973861 469200 4396082 AMKOR TECHNOLOGY INC COM 031652100 26885 2183971 SH DFND 2,20,5,8 1723760 432 459779 MEDICINOVA INC COM NEW 58468P206 4272 788157 SH DFND 2,20,5 644710 0 143447 MEDIFAST INC COM 58470H101 48891 349473 SH DFND 2,20,5,8 297486 4318 47669 MEDNAX INC COM 58502B106 58921 3445658 SH DFND 12,13,2,20,5,6,8 2634873 892 809893 MEDPACE HLDGS INC COM 58506Q109 80187 862044 SH DFND 2,20,5,8 737302 400 124342 MEDTRONIC PLC SHS G5960L103 5432385 58870029 SH DFND 10,11,12,13,19,2,20,5,6,8 51108892 949988 6811149 MEET GROUP INC COM 58513U101 12275 1967112 SH DFND 10,2,20,5,8 1700298 10404 256410 MEI PHARMA INC COM NEW 55279B202 7615 1843737 SH DFND 2,20,5 1498695 0 345042 MEIRAGTX HLDGS PLC COM G59665102 4573 365269 SH DFND 2,20,5,8 289285 0 75984 MELCO RESORTS AND ENTMNT LTD ADR 585464100 66625 4292856 SH DFND 10,12,13,19,2,20,5,6,8 3124795 339608 828453 MENLO THERAPEUTICS INC COM 586858102 2529 1461787 SH DFND 2,20,5 1143631 0 318156 AAR CORP COM 000361105 43364 2097902 SH DFND 2,20,5,8 1940637 786 156479 AMN HEALTHCARE SVCS INC COM 001744101 70412 1556410 SH DFND 13,2,20,5,8 1319731 705 235974 MERCADOLIBRE INC COM 58733R102 493020 500137 SH DFND 10,11,12,13,19,2,20,5,6,8 379185 21924 99028 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 52576 22916000 PRN DFND 2,5 22916000 0 0 MERCANTILE BANK CORP COM 587376104 7996 353784 SH DFND 2,20,5,8 282881 0 70903 MERCER INTL INC COM 588056101 4750 577560 SH DFND 2,20,5,8 544559 0 33001 MERCHANTS BANCORP IND COM 58844R108 3911 210636 SH DFND 2,20,5 165895 0 44741 MERCK & CO. INC COM 58933Y105 9258270 118791132 SH DFND 1,10,11,12,13,19,2,20,5,6,8 97235480 2799170 18756482 MERCURY GENL CORP NEW COM 589400100 49680 1219131 SH DFND 12,2,20,5,6,8 1162502 2734 53895 MERCURY SYS INC COM 589378108 160369 2038762 SH DFND 13,19,2,20,5,6,8 1906097 399 132266 MEREDITH CORP COM 589433101 20838 1432149 SH DFND 2,20,5,8 1255621 1362 175166 MERIDIAN BANCORP INC MD COM 58958U103 13145 1125509 SH DFND 2,20,5,8 886958 0 238551 AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 13213 2775931 SH DFND 2,20,5,8 2311876 2533 461522 MERIDIAN BIOSCIENCE INC COM 589584101 47998 2060903 SH DFND 2,20,5,8 1875421 500 184982 MERIDIAN BK PAOLI PA COM 58958P104 890 56174 SH DFND 2,20 40920 0 15254 MERIT MED SYS INC COM 589889104 101768 2229316 SH DFND 2,20,5,8 1709422 372 519522 MERITAGE HOMES CORP COM 59001A102 93812 1232426 SH DFND 10,12,2,20,5,8 1051974 6580 173872 MERITOR INC COM 59001K100 45682 2307159 SH DFND 2,20,5,8 1986488 303 320368 MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 37 11185 SH DFND 20 11185 0 0 MERSANA THERAPEUTICS INC COM 59045L106 36632 1565449 SH DFND 13,2,20,5,8 1386501 100 178848 MERUS N V COM N5749R100 217 13478 SH DFND 20,5,8 9778 0 3700 MESA AIR GROUP INC COM NEW 590479135 2987 868199 SH DFND 2,20 773995 0 94204 MESA LABS INC COM 59064R109 34484 159058 SH DFND 2,20,5,8 141191 0 17867 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 28304 1260218 SH DFND 2,20,5,8 1045757 0 214461 MESOBLAST LTD SPONS ADR 590717104 513 45025 SH DFND 1,20 25 0 45000 META FINL GROUP INC COM 59100U108 18733 1028053 SH DFND 2,20,5,8 879033 0 149020 METHODE ELECTRS INC COM 591520200 37852 1210861 SH DFND 2,20,5,8 1042008 108 168745 METLIFE INC COM 59156R108 1334869 36551714 SH DFND 10,11,12,13,19,2,20,5,6,8 31584525 550915 4416274 METROCITY BANKSHARES INC COM 59165J105 3223 224942 SH DFND 2,20,5 171828 0 53114 METROPOLITAN BK HLDG CORP COM 591774104 3949 123096 SH DFND 2,20,5 99438 0 23658 METTLER TOLEDO INTERNATIONAL COM 592688105 852406 1058166 SH DFND 10,11,12,13,19,2,20,5,6,8 904983 27575 125608 MFA FINL INC COM 55272X102 35490 14253070 SH DFND 12,13,2,20,5,8 12028808 3263 2220999 MGE ENERGY INC COM 55277P104 53653 831694 SH DFND 2,20,5,8 636776 548 194370 MGIC INVT CORP WIS COM 552848103 55878 6822767 SH DFND 1,12,13,2,20,5,8 6084480 2870 735417 AMPHENOL CORP NEW CL A 032095101 1258623 13103248 SH DFND 10,11,12,13,19,2,20,5,6,8 11204124 305197 1593927 MGM GROWTH PPTYS LLC CL A COM 55303A105 14019 506523 SH DFND 20,5,8 320425 1800 184298 MGM RESORTS INTERNATIONAL COM 552953101 349176 20784299 SH DFND 10,12,13,19,2,20,5,6,8 18010195 298109 2475995 MGP INGREDIENTS INC NEW COM 55303J106 16309 444330 SH DFND 2,20,5,8 386534 0 57796 MICHAELS COS INC COM 59408Q106 18031 2550296 SH DFND 12,2,20,5,8 2209177 2800 338319 MICRO FOCUS INTL PLC SPON ADR NEW 594837403 536 97793 SH DFND 12,2,20,8 47418 568 49807 MICROCHIP TECHNOLOGY INC. COM 595017104 1034494 9823321 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8532734 130373 1160214 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 57723 25891000 PRN DFND 2,5 25891000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 71579 48325000 PRN DFND 2,5 48325000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 25451 17385000 PRN DFND 2,5 17385000 0 0 MICRON TECHNOLOGY INC COM 595112103 2482405 48183329 SH DFND 10,11,12,13,19,2,20,5,6,8 40963665 1349065 5870599 AMPIO PHARMACEUTICALS INC COM 03209T109 30 46838 SH DFND 20 46838 0 0 MICROSOFT CORP COM 594918104 64015026 314554694 SH DFND 1,10,11,12,13,19,2,20,5,6,8 264975268 6505650 43073776 MICROSTRATEGY INC CL A NEW 594972408 33621 284228 SH DFND 2,20,5,6,8 246642 0 37586 MICROVISION INC DEL COM NEW 594960304 44 32402 SH DFND 20 32402 0 0 MID PENN BANCORP INC COM 59540G107 2198 119269 SH DFND 2,20 96543 0 22726 MID-AMER APT CMNTYS INC COM 59522J103 847513 7390887 SH DFND 10,11,12,13,19,2,20,5,6,8 6010960 102403 1277524 MIDDLEBY CORP COM 596278101 100204 1269374 SH DFND 13,2,20,5,6,8 1149601 479 119294 MIDDLEFIELD BANC CORP COM NEW 596304204 1351 65100 SH DFND 2,20 51600 0 13500 MIDDLESEX WATER CO COM 596680108 24750 368414 SH DFND 2,20,5,8 294707 200 73507 MIDLAND STS BANCORP INC ILL COM 597742105 9918 663429 SH DFND 2,20,5,8 525653 0 137776 MIDWESTONE FINL GROUP INC NE COM 598511103 5247 262363 SH DFND 2,20,5,8 201853 0 60510 AMPLIFY ENERGY CORP NEW COM 03212B103 253 205375 SH DFND 2,20 205375 0 0 MILESTONE SCIENTIFIC INC COM NEW 59935P209 673 344976 SH DFND 2,20 263011 0 81965 MILLENDO THERAPEUTICS INC COM 60040X103 26 14957 SH DFND 20 14957 0 0 MILLER HERMAN INC COM 600544100 44143 1869667 SH DFND 19,2,20,5,6,8 1604227 347 265093 MILLER INDS INC TENN COM NEW 600551204 7805 262193 SH DFND 2,20,5 221044 0 41149 MIMECAST LTD ORD SHS G14838109 47226 1133594 SH DFND 2,20,5,8 869393 1100 263101 MINERALS TECHNOLOGIES INC COM 603158106 50699 1080312 SH DFND 2,20,5,6,8 925267 914 154131 MINERVA NEUROSCIENCES INC COM 603380106 2011 557135 SH DFND 2,20,5 452942 0 104193 MIRAGEN THERAPEUTICS INC COM 60463E103 14 12400 SH DFND 20 12400 0 0 MIRATI THERAPEUTICS INC COM 60468T105 141137 1236198 SH DFND 13,2,20,5,8 1075316 500 160382 MIRUM PHARMACEUTICALS INC COM 604749101 1861 95655 SH DFND 2,20 78850 0 16805 AMYRIS INC COM NEW 03236M200 5986 1401831 SH DFND 2,20,5,8 1079899 0 321932 MISONIX INC COM 604871103 2893 213206 SH DFND 2,20,5 169942 0 43264 MISTRAS GROUP INC COM 60649T107 1332 337186 SH DFND 2,20,5 276079 0 61107 MITEK SYS INC COM NEW 606710200 7688 800005 SH DFND 2,20,5,8 623647 0 176358 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 103 25470 SH DFND 20 25470 0 0 MIX TELEMATICS LTD SPONSORED ADR 60688N102 772 89225 SH DFND 2 89225 0 0 MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 32 13100 SH DFND 20 13100 0 0 MKS INSTRS INC COM 55306N104 150074 1325274 SH DFND 13,19,2,20,5,6,8 1193201 401 131672 MMA CAPITAL HOLDINGS INC COM 55315D105 1641 70979 SH DFND 2,20 53746 0 17233 MOBILE MINI INC COM 60740F105 27286 924962 SH DFND 2,20,5,8 728847 248 195867 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 107547 11702582 SH DFND 10,12,13,19,2,20,5,8 7867972 379993 3454617 ANALOG DEVICES INC COM 032654105 1873736 15278343 SH DFND 10,11,12,13,19,2,20,5,6,8 13206439 267649 1804255 MOBILEIRON INC COM NEW 60739U204 13287 2695103 SH DFND 2,20,5,8 2089275 0 605828 MODEL N INC COM 607525102 25885 744673 SH DFND 2,20,5,8 602427 0 142246 MODERNA INC COM 60770K107 386992 6026974 SH DFND 10,11,12,13,19,2,20,5,6,8 5234517 142559 649898 MODINE MFG CO COM 607828100 6628 1200682 SH DFND 2,20,5 1027673 0 173009 MOELIS & CO CL A 60786M105 34443 1105352 SH DFND 2,20,5,8 865719 0 239633 MOHAWK INDS INC COM 608190104 302528 2972954 SH DFND 10,11,12,13,19,2,20,5,6,8 2606242 61490 305222 MOLECULAR TEMPLATES INC COM 608550109 5932 430152 SH DFND 2,20,5,8 350008 0 80144 MOLINA HEALTHCARE INC COM 60855R100 337856 1898282 SH DFND 10,11,12,13,19,2,20,5,6,8 1643930 65250 189102 MOLSON COORS BEVERAGE CO CL B 60871R209 317269 9233663 SH DFND 10,12,13,19,2,20,5,6,8 7998835 111004 1123824 MOMENTA PHARMACEUTICALS INC COM 60877T100 179866 5406248 SH DFND 13,2,20,5,8 4860670 1100 544478 ANAPLAN INC COM 03272L108 66389 1465217 SH DFND 13,19,2,20,5,8 1204994 1000 259223 MOMO INC ADR 60879B107 55435 3171316 SH DFND 10,11,12,13,19,2,20,5,8 2473150 91500 606666 MOMO INC NOTE 1.250% 7/0 60879BAB3 14092 18122000 PRN DFND 2,5 18122000 0 0 MONARCH CASINO & RESORT INC COM 609027107 14799 434256 SH DFND 2,20,5,8 357324 0 76932 MONDELEZ INTL INC CL A 609207105 3473025 67551360 SH DFND 10,11,12,13,19,2,20,5,6,8 59047894 1042382 7461084 MONEYGRAM INTL INC COM NEW 60935Y208 2547 793536 SH DFND 2,20,5 655136 0 138400 MONGODB INC CL A 60937P106 202961 896709 SH DFND 10,11,12,13,19,2,20,5,6,8 721622 21375 153712 MONMOUTH REAL ESTATE INVT CO CL A 609720107 58672 4049155 SH DFND 10,2,20,5,8 3093337 26905 928913 MONOLITHIC PWR SYS INC COM 609839105 261421 1100715 SH DFND 13,19,2,20,5,6,8 998132 500 102083 MONRO INC COM 610236101 61397 1117524 SH DFND 2,20,5,8 966769 729 150026 MONSTER BEVERAGE CORP NEW COM 61174X109 1229774 17740530 SH DFND 10,11,12,13,19,2,20,5,6,8 15132323 572011 2036196 ANAPTYSBIO INC COM 032724106 32086 1436276 SH DFND 2,20,5,8 1339390 0 96886 MONTAGE RES CORP COM 61179L100 1765 446737 SH DFND 2,20,5 365783 0 80954 MOODYS CORP COM 615369105 1916622 6976383 SH DFND 10,11,12,13,19,2,20,5,6,8 5978584 109255 888544 MOOG INC CL A 615394202 86806 1638465 SH DFND 13,2,20,5,8 1494634 288 143543 MORGAN STANLEY COM NEW 617446448 5408516 111977559 SH DFND 10,12,13,19,2,20,5,6,8 44300111 60926817 6750631 MORNINGSTAR INC COM 617700109 42011 298014 SH DFND 19,2,20,5,8 244657 126 53231 MORPHIC HLDG INC COM 61775R105 5999 221761 SH DFND 2,20,5 175975 0 45786 MOSAIC CO NEW COM 61945C103 264227 21121298 SH DFND 10,11,12,13,19,2,20,5,6,8 17473434 220143 3427721 MOTORCAR PTS AMER INC COM 620071100 10228 578826 SH DFND 2,20,5 505173 0 73653 MOTOROLA SOLUTIONS INC COM NEW 620076307 1075403 7639811 SH DFND 10,11,12,13,19,2,20,5,6,8 6376674 127383 1135754 MOVADO GROUP INC COM 624580106 7038 649237 SH DFND 2,20,5 587155 0 62082 AARONS INC COM PAR $0.50 002535300 98536 2168464 SH DFND 19,2,20,5,6,8 1874780 804 292880 ANAVEX LIFE SCIENCES CORP COM NEW 032797300 4312 876371 SH DFND 2,20,5 701491 0 174880 MR COOPER GROUP INC COM 62482R107 20150 1619787 SH DFND 2,20,5,8 1279522 0 340265 MRC GLOBAL INC COM 55345K103 10184 1723231 SH DFND 2,20,5,8 1351449 200 371582 MSA SAFETY INC COM 553498106 182491 1594640 SH DFND 13,19,2,20,5,6,8 1511954 326 82360 MSC INDL DIRECT INC CL A 553530106 84189 1156287 SH DFND 13,19,2,20,5,6,8 1063435 748 92104 MSCI INC COM 55354G100 1229872 3684238 SH DFND 10,11,12,13,19,2,20,5,6,8 3207362 82462 394414 MSG NETWORK INC CL A 553573106 9472 951953 SH DFND 2,20,5,8 745716 1848 204389 MTS SYS CORP COM 553777103 12386 704154 SH DFND 2,20,5,8 615682 561 87911 MUELLER INDS INC COM 624756102 47957 1804258 SH DFND 2,20,5,8 1558944 218 245096 MUELLER WTR PRODS INC COM SER A 624758108 32720 3469775 SH DFND 2,20,5,8 2772656 2315 694804 MURPHY OIL CORP COM 626717102 104937 7604150 SH DFND 12,13,2,20,5,6,8 7375570 1579 227001 ANDERSONS INC COM 034164103 15679 1139484 SH DFND 2,20,5,8 997401 1437 140646 MURPHY USA INC COM 626755102 110358 980173 SH DFND 12,13,2,20,5,6,8 851298 269 128606 MUSTANG BIO INC COM 62818Q104 1587 499088 SH DFND 2,20 409945 0 89143 MVB FINL CORP COM 553810102 2085 156777 SH DFND 2,20 127352 0 29425 MYERS INDS INC COM 628464109 16963 1155217 SH DFND 2,20,5,8 1016164 0 139053 MYLAN NV SHS EURO N59465109 389739 24237502 SH DFND 10,11,12,13,19,2,20,5,6,8 21073647 537065 2626790 MYOKARDIA INC COM 62857M105 107882 1116560 SH DFND 2,20,5,8 889777 400 226383 MYOVANT SCIENCES LTD COM G637AM102 1714 83143 SH DFND 2,20,5,8 51526 0 31617 MYR GROUP INC DEL COM 55405W104 16770 525556 SH DFND 2,20,5,8 448618 0 76938 MYRIAD GENETICS INC COM 62855J104 61016 5380598 SH DFND 19,2,20,5,8 5053814 1182 325602 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 3820 11000000 PRN DFND 2 11000000 0 0 ANGI HOMESERVICES INC COM CL A 00183L102 4403 362410 SH DFND 2,20,5,8 316534 0 45876 NABORS INDUSTRIES LTD SHS G6359F137 8404 227012 SH DFND 12,13,2,20,5 200043 0 26969 NABRIVA THERAPEUTICS PLC SHS G63637105 565 836815 SH DFND 2 836815 0 0 NACCO INDS INC CL A 629579103 1905 81773 SH DFND 2,20,5 66120 0 15653 NANOSTRING TECHNOLOGIES INC COM 63009R109 22219 757044 SH DFND 2,20,5,8 600453 0 156591 NANTHEALTH INC COM 630104107 1909 416705 SH DFND 2,20 354035 0 62670 NANTKWEST INC COM 63016Q102 6255 509341 SH DFND 2,20,5 425120 0 84221 NAPCO SEC TECHNOLOGIES INC COM 630402105 5454 233157 SH DFND 2,20,5,8 181684 0 51473 NASDAQ INC COM 631103108 621680 5203646 SH DFND 10,11,12,13,19,2,20,5,6,8 4358010 105791 739845 NATERA INC COM 632307104 134985 2707280 SH DFND 2,20,5,8 2395468 700 311112 NATHANS FAMOUS INC NEW COM 632347100 2965 52724 SH DFND 2,20 43453 0 9271 ANGIODYNAMICS INC COM 03475V101 19051 1873280 SH DFND 2,20,5,8 1723132 0 150148 NATIONAL BANKSHARES INC VA COM 634865109 3445 120456 SH DFND 2,20,5 94348 0 26108 NATIONAL BEVERAGE CORP COM 635017106 23012 377123 SH DFND 2,20,5,8 322611 0 54512 NATIONAL BK HLDGS CORP CL A 633707104 29423 1089724 SH DFND 2,20,5,8 937850 0 151874 NATIONAL CINEMEDIA INC COM 635309107 4247 1430116 SH DFND 2,20,5,8 1108455 2300 319361 NATIONAL ENERGY SERVICES REU SHS G6375R107 3008 437187 SH DFND 2,20 344501 0 92686 NATIONAL FUEL GAS CO N J COM 636180101 299463 7068147 SH DFND 12,13,19,2,20,5,6 6950117 1287 116743 NATIONAL GEN HLDGS CORP COM 636220303 30542 1410056 SH DFND 2,20,5,8 1110438 0 299618 NATIONAL GRID PLC SPONSORED ADR NE 636274409 6818 112244 SH DFND 1,2,20 27357 0 84887 NATIONAL HEALTH INVS INC COM 63633D104 121845 1971239 SH DFND 10,2,20,5,8 1524924 12298 434017 NATIONAL HEALTHCARE CORP COM 635906100 21681 338993 SH DFND 2,20,5,6,8 282658 0 56335 ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 5523 187283 SH DFND 20,5,8 114962 0 72321 NATIONAL INSTRS CORP COM 636518102 116089 2998942 SH DFND 13,19,2,20,5,6,8 2643300 1055 354587 NATIONAL OILWELL VARCO INC COM 637071101 255394 20848530 SH DFND 10,11,12,13,19,2,20,5,6,8 18308035 186385 2354110 NATIONAL PRESTO INDS INC COM 637215104 29314 335437 SH DFND 2,20,5 315967 157 19313 NATIONAL RESH CORP COM NEW 637372202 16409 281900 SH DFND 2,20,5,8 218039 0 63861 NATIONAL RETAIL PROPERTIES I COM 637417106 671179 18917096 SH DFND 10,11,12,13,19,2,20,5,6,8 17063971 218922 1634203 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 94922 3311991 SH DFND 10,19,2,20,5,8 2642894 18100 650997 NATIONAL VISION HLDGS INC COM 63845R107 54402 1782507 SH DFND 19,2,20,5,8 1418462 1400 362645 NATIONAL WESTN LIFE GROUP IN CL A 638517102 10346 50920 SH DFND 2,20,5,8 40520 0 10400 NATURA &CO HLDG S A ADS 63884N108 2547 175559 SH DFND 1,2,20,8 89397 4976 81186 NATURAL GAS SERVICES GROUP COM 63886Q109 107 16999 SH DFND 20 16999 0 0 ANI PHARMACEUTICALS INC COM 00182C103 9872 305272 SH DFND 2,20,5,8 247715 0 57557 NATURAL GROCERS BY VITAMIN C COM 63888U108 2885 193911 SH DFND 2,20 162401 0 31510 NATURES SUNSHINE PRODS INC COM 639027101 1646 182704 SH DFND 2,20 144509 0 38195 NATUS MED INC DEL COM 639050103 30490 1397330 SH DFND 2,20,5,8 1246779 0 150551 NAUTILUS INC COM 63910B102 4575 493557 SH DFND 2,20,5 407357 0 86200 NAVIENT CORPORATION COM 63938C108 44707 6359434 SH DFND 1,12,13,2,20,5,6,8 5426468 2877 930089 NAVISTAR INTL CORP NEW COM 63934E108 29621 1050387 SH DFND 13,2,20,5,8 815835 356 234196 NBT BANCORP INC COM 628778102 47749 1552307 SH DFND 19,2,20,5,8 1331577 323 220407 NCR CORP NEW COM 62886E108 89341 5158267 SH DFND 1,12,13,19,2,20,5,6,8 4794539 1952 361776 NEENAH INC COM 640079109 28229 570749 SH DFND 2,20,5,8 496199 0 74550 NEKTAR THERAPEUTICS COM 640268108 103401 4464647 SH DFND 13,19,2,20,5,6,8 4090977 1889 371781 ANIKA THERAPEUTICS INC COM 035255108 34919 925484 SH DFND 2,20,5,8 861500 0 63984 NELNET INC CL A 64031N108 18106 379254 SH DFND 2,20,5,8 291165 60 88029 NEMAURA MED INC COM NEW 640442208 629 67953 SH DFND 2,20 52140 0 15813 NEOGEN CORP COM 640491106 137801 1775791 SH DFND 19,2,20,5,8 1535379 613 239799 NEOGENOMICS INC COM NEW 64049M209 99498 3211693 SH DFND 2,20,5,8 2734801 1700 475192 NEOLEUKIN THERAPEUTICS INC COM 64049K104 8419 507140 SH DFND 2,20,5,8 415302 0 91838 NEOPHOTONICS CORP COM 64051T100 10394 1170466 SH DFND 2,20,5,8 1007468 0 162998 NEOS THERAPEUTICS INC COM 64052L106 17 24425 SH DFND 20 24425 0 0 NESCO HLDGS INC COM 64083J104 487 121100 SH DFND 2,20 97400 0 23700 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1291 424734 SH DFND 2 424734 0 0 NETAPP INC COM 64110D104 440876 9936360 SH DFND 10,11,12,13,19,2,20,5,6,8 8474461 367374 1094525 ANNALY CAPITAL MANAGEMENT IN COM 035710409 267049 39407360 SH DFND 10,11,12,13,19,2,20,5,6,8 28029852 715485 10662023 NETEASE INC SPONSORED ADS 64110W102 720539 1678091 SH DFND 10,11,12,13,19,2,20,5,8 1289718 44258 344115 NETFLIX INC COM 64110L106 7559691 16613245 SH DFND 10,11,12,13,19,2,20,5,6,8 14247895 234088 2131262 NETGEAR INC COM 64111Q104 28446 1098721 SH DFND 2,20,5,6,8 957083 96 141542 NETSCOUT SYS INC COM 64115T104 61151 2392450 SH DFND 13,19,2,20,5,6,8 1985760 1165 405525 NEUBASE THERAPEUTICS INC COM 64132K102 2184 248795 SH DFND 2,20 208722 0 40073 NEUROBO PHARMACEUTICALS INC COM 64132R107 311 38612 SH DFND 2,20 30644 0 7968 NEUROCRINE BIOSCIENCES INC COM 64125C109 279141 2288040 SH DFND 10,11,12,13,19,2,20,5,6,8 1949877 45672 292491 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 22898 13787000 PRN DFND 2,5 13787000 0 0 NEVRO CORP COM 64157F103 87882 735601 SH DFND 13,2,20,5,8 584429 200 150972 NEW AGE BEVERAGES CORP COM 64157V108 1791 1170881 SH DFND 2,20,5 862094 0 308787 ANSYS INC COM 03662Q105 1057059 3623416 SH DFND 10,11,12,13,19,2,20,5,6,8 3096982 112252 414182 NEW HOME CO INC COM 645370107 43 12900 SH DFND 20 12900 0 0 NEW JERSEY RES COM 646025106 268057 8131866 SH DFND 13,19,2,20,5,6,8 7703995 1356 426515 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 407580 3129695 SH DFND 10,11,12,13,19,2,20,5,8 2479487 71513 578695 NEW RELIC INC COM 64829B100 45289 657316 SH DFND 13,19,2,20,5,8 542912 800 113604 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 13311 13670000 PRN DFND 2,5 13670000 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 43545 5860680 SH DFND 12,13,2,20,5,8 4993213 3500 863967 NEW SR INVT GROUP INC COM 648691103 6106 1686845 SH DFND 2,20,5 1391747 0 295098 NEW YORK CMNTY BANCORP INC COM 649445103 132744 13014146 SH DFND 12,13,2,20,5,6,8 11987250 5017 1021879 NEW YORK MTG TR INC COM PAR $.02 649604501 34587 13003417 SH DFND 2,20,5,8 11232397 0 1771020 NEW YORK TIMES CO CL A 650111107 149481 3556530 SH DFND 13,19,2,20,5,6,8 3214156 1200 341174 ANTARES PHARMA INC COM 036642106 12599 4581279 SH DFND 2,20,5,8 3867851 0 713428 NEWATER TECHNOLOGY INC SHS G64335105 68 18871 SH DFND 2 18871 0 0 NEWELL BRANDS INC COM 651229106 301936 19013619 SH DFND 10,11,12,13,19,2,20,5,6,8 16639272 257603 2116744 NEWMARK GROUP INC CL A 65158N102 14534 2990465 SH DFND 13,2,20,5,8 2328973 36443 625049 NEWMARKET CORP COM 651587107 74883 186084 SH DFND 13,19,2,20,5,6,8 164394 83 21607 NEWMONT CORP COM 651639106 2284755 37006069 SH DFND 1,10,11,12,13,19,2,20,5,6,8 31526657 399563 5079849 NEWPARK RES INC COM PAR $.01NEW 651718504 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40576 956300 SH DFND 2 956300 0 0 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 6273 122327 SH DFND 20,5,8 75708 400 46219 NEXTGEN HEALTHCARE INC COM 65343C102 20016 1822906 SH DFND 2,20,5,8 1574817 1604 246485 NEXTIER OILFIELD SOLUTIONS COM 65290C105 12394 5058753 SH DFND 2,20,5,8 4323977 0 734776 NGM BIOPHARMACEUTICALS INC COM 62921N105 9172 464626 SH DFND 2,20,5 382601 0 82025 ANTERO MIDSTREAM CORP COM 03676B102 34420 6748980 SH DFND 19,2,20,5,6,8 6184600 4900 559480 NI HLDGS INC COM 65342T106 2446 165575 SH DFND 2,20 134288 0 31287 NIC INC COM 62914B100 50029 2178965 SH DFND 19,2,20,5,8 1827583 1718 349664 NICE LTD SPONSORED ADR 653656108 1356 7166 SH DFND 20 7166 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 3830 1663000 PRN DFND 5 1663000 0 0 NICOLET BANKSHARES INC COM 65406E102 12766 232953 SH DFND 2,20,5,8 191303 0 41650 NIELSEN HLDGS PLC SHS EUR G6518L108 220203 14818488 SH DFND 10,11,12,13,19,2,20,5,6,8 12424085 177809 2216594 NIKE INC CL B 654106103 5817632 59189236 SH DFND 1,10,11,12,13,19,2,20,5,6,8 45837284 1441526 11910426 NINE ENERGY SERVICE INC COM 65441V101 30 15600 SH DFND 20 15600 0 0 NIO INC NOTE 4.500% 2/0 62914VAB2 15146 15300000 PRN DFND 2 15300000 0 0 NIO INC SPON ADS 62914V106 125882 16305979 SH DFND 10,11,12,13,19,2,20,5,8 12489214 335800 3480965 ANTERO RESOURCES CORP COM 03674X106 36008 14176240 SH DFND 12,13,2,20,5 13212940 4100 959200 NISOURCE INC COM 65473P105 463243 20371305 SH DFND 10,11,12,13,19,2,20,5,6,8 17698432 276418 2396455 NIU TECHNOLOGIES ADS 65481N100 3668 229258 SH DFND 13,2,20,5 212258 0 17000 NL INDS INC COM NEW 629156407 539 157950 SH DFND 2,20 114691 0 43259 NLIGHT INC COM 65487K100 15560 699022 SH DFND 2,20,5,8 543799 0 155223 NMI HLDGS INC CL A 629209305 45386 2822510 SH DFND 2,20,5,8 2540944 0 281566 NN INC COM 629337106 3741 789225 SH DFND 2,20,5 652032 0 137193 NOAH HLDGS LTD SPON ADS CL A 65487X102 15387 604130 SH DFND 10,11,12,13,19,2,20,5,8 467038 19100 117992 NOBLE CORP PLC SHS USD G65431101 241 749446 SH DFND 13,20,5 712446 0 37000 NOBLE ENERGY INC COM 655044105 258235 28820858 SH DFND 10,12,13,19,2,20,5,6,8 27455754 8055 1357049 NOKIA CORP SPONSORED ADR 654902204 58 13216 SH DFND 1,20 13216 0 0 ANTHEM INC COM 036752103 2919396 11101210 SH DFND 10,11,12,13,19,2,20,5,6,8 9539363 284224 1277623 NOMAD FOODS LTD USD ORD SHS G6564A105 2538 118325 SH DFND 2,20,5,8 118325 0 0 NOODLES & CO COM CL A 65540B105 3222 532507 SH DFND 2,20 425147 0 107360 NORDIC AMERICAN TANKERS LIMI COM G65773106 12002 2956116 SH DFND 2,20,5 2454339 0 501777 NORDSON CORP COM 655663102 385717 2033195 SH DFND 10,11,12,13,19,2,20,5,6,8 1812334 47070 173791 NORDSTROM INC COM 655664100 57060 3683650 SH DFND 12,13,19,2,20,5,6,8 2653866 852 1028932 NORFOLK SOUTHERN CORP COM 655844108 1942782 11065568 SH DFND 10,11,12,13,19,2,20,5,6,8 9360816 181396 1523356 NORTHEAST BK LEWISTON ME COM 66405S100 2375 135304 SH DFND 2,20 109919 0 25385 NORTHERN OIL & GAS INC NEV COM 665531109 478 569877 SH DFND 2,20,5 523993 0 45884 NORTHERN 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10,12,13,19,2,20,5,6,8 7428608 3537 944129 NORWOOD FINANCIAL CORP COM 669549107 2569 103635 SH DFND 2,20 82145 0 21490 NOVA MEASURING INSTRUMENTS L COM M7516K103 546 11328 SH DFND 2,20 11328 0 0 AON PLC SHS CL A G0403H108 1970906 10233155 SH DFND 10,11,12,13,19,2,20,5,6,8 8761617 249928 1221610 NOVAGOLD RES INC COM NEW 66987E206 40920 4457484 SH DFND 2,20,5,6 3547471 0 910013 NOVANTA INC COM 67000B104 76345 715046 SH DFND 13,2,20,5,8 555043 300 159703 NOVARTIS AG SPONSORED ADR 66987V109 186405 2134244 SH DFND 1,2,20 41704 0 2092540 NOVAVAX INC COM NEW 670002401 192817 2313347 SH DFND 2,20,5,8 2087035 500 225812 NOVO-NORDISK A S ADR 670100205 276911 4228947 SH DFND 20 23874 0 4205073 NOVOCURE LTD ORD SHS G6674U108 64472 1087223 SH DFND 2,20,5,8 882311 700 204212 NOW INC COM 67011P100 31380 3636190 SH DFND 12,2,20,5,8 3129065 290 506835 NRG ENERGY INC COM NEW 629377508 427905 13142044 SH DFND 10,11,12,13,19,2,20,5,6,8 11485049 367257 1289738 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 14436 14215000 PRN DFND 2,5 14215000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 54566 1427298 SH DFND 10,12,13,19,2,20,5,6,8 1301317 8406 117575 APACHE CORP COM 037411105 300922 22290541 SH DFND 10,12,13,19,2,20,5,6,8 21164961 7830 1117750 NUANCE COMMUNICATIONS INC COM 67020Y100 93550 3696913 SH DFND 12,13,2,20,5,8 2990658 2633 703622 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 20736 17570000 PRN DFND 2,5 17570000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 8734 6265000 PRN DFND 2,5 6265000 0 0 NUCOR CORP COM 670346105 820959 19636549 SH DFND 10,11,12,13,19,2,20,5,6,8 17658348 216155 1762046 NUTANIX INC CL A 67059N108 54450 2296995 SH DFND 13,19,2,20,5,8 1903982 1400 391613 NUTANIX INC NOTE 1/1 67059NAB4 13283 14955000 PRN DFND 2,5 14955000 0 0 NUTRIEN LTD COM 67077M108 103098 3167408 SH DFND 10,2,20 1108317 2059091 0 NUVASIVE INC COM 670704105 99796 1792953 SH DFND 13,19,2,20,5,6,8 1539998 761 252194 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 18117 16419000 PRN DFND 2,5 16419000 0 0 NV5 GLOBAL INC COM 62945V109 11938 234859 SH DFND 2,20,5,8 190730 0 44129 APARTMENT INVT & MGMT CO CL A 03748R754 312644 8306171 SH DFND 10,12,13,19,2,20,5,6,8 6799994 44714 1461463 NVE CORP COM NEW 629445206 8342 134924 SH DFND 2,20,5,8 112791 1900 20233 NVENT ELECTRIC PLC SHS G6700G107 264799 14137669 SH DFND 12,13,19,2,20,5,6,8 13825911 2864 308894 NVIDIA CORPORATION COM 67066G104 9742407 25643988 SH DFND 10,11,12,13,19,2,20,5,6,8 21926781 599041 3118166 NVR INC COM 62944T105 535171 164226 SH DFND 10,11,12,13,19,2,20,5,6,8 139984 5674 18568 NXP SEMICONDUCTORS N V COM N6596X109 441526 3859533 SH DFND 10,11,12,13,19,2,20,5,6,8 3182486 198156 478891 NYMOX PHARMACEUTICAL CORP COM P73398102 1498 421983 SH DFND 2,20 331260 0 90723 O-I GLASS INC COM 67098H104 46189 5143578 SH DFND 12,13,2,20,5,6,8 4426843 2286 714449 OAK VALLEY BANCORP OAKDALE C COM 671807105 1461 115183 SH DFND 2,20 91585 0 23598 OASIS PETROLEUM INC COM 674215108 5719 7625188 SH DFND 12,13,2,20,5 7622288 0 2900 OCCIDENTAL PETE CORP COM 674599105 947161 51729525 SH DFND 1,10,11,12,13,19,2,20,5,6,8 47695050 441812 3592663 APELLIS PHARMACEUTICALS INC COM 03753U106 96243 2946814 SH DFND 2,20,5,8 2672248 600 273966 OCEANEERING INTL INC COM 675232102 27114 4243178 SH DFND 12,2,20,5,8 3789794 2087 451297 OCEANFIRST FINL CORP COM 675234108 25367 1438876 SH DFND 2,20,5,8 1114168 0 324708 OCONEE FED FINL CORP COM 675607105 260 10100 SH DFND 2,20 8200 0 1900 OCULAR THERAPEUTIX INC COM 67576A100 7547 905982 SH DFND 2,20,5 726903 0 179079 OCWEN FINL CORP COM NEW 675746309 83 125190 SH DFND 20,5 125190 0 0 ODONATE THERAPEUTICS INC COM 676079106 10466 247181 SH DFND 2,20,5,8 191502 0 55679 OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 69237 2666029 SH DFND 10,2,20,5,8 2176202 14441 475386 OFG BANCORP COM 67103X102 26571 1977130 SH DFND 2,20,5,8 1746268 111 230751 OGE ENERGY CORP COM 670837103 215556 7099998 SH DFND 10,11,12,13,19,2,20,5,6,8 6016564 263396 820038 OHIO VY BANC CORP COM 677719106 1619 71801 SH DFND 2,20 57219 0 14582 API GROUP CORP COM STK 00187Y100 23938 1970241 SH DFND 2,20,5 1618441 0 351800 OI SA SPONSORED ADR NE 670851500 640 609329 SH DFND 2 609329 0 0 OIL DRI CORP AMER COM 677864100 3963 114202 SH DFND 13,2,20,5,6 91697 0 22505 OIL STS INTL INC COM 678026105 9816 2066444 SH DFND 2,20,5 1835401 0 231043 OKTA INC CL A 679295105 480771 2401092 SH DFND 10,11,12,13,19,2,20,5,6,8 2002158 51179 347755 OLD DOMINION FREIGHT LINE IN COM 679580100 701558 4136791 SH DFND 10,11,12,13,19,2,20,5,6,8 3503513 147963 485315 OLD NATL BANCORP IND COM 680033107 90993 6612867 SH DFND 2,20,5,8 5832959 700 779208 OLD POINT FINL CORP COM 680194107 722 47340 SH DFND 20 1701 0 45639 OLD REP INTL CORP COM 680223104 394047 24159825 SH DFND 12,13,19,2,20,5,6,8 23407986 58786 693053 OLD SECOND BANCORP INC ILL COM 680277100 4448 571711 SH DFND 2,20,5 432266 0 139445 OLIN CORP COM PAR $1 680665205 82278 7160862 SH DFND 12,13,2,20,5,6,8 4024337 2957680 178845 ABBOTT LABS COM 002824100 6816657 74556021 SH DFND 1,10,11,12,13,19,2,20,5,6,8 64766838 1146265 8642918 APOGEE ENTERPRISES INC COM 037598109 27998 1215211 SH DFND 2,20,5,8 697842 1128 516241 OLLIES BARGAIN OUTLET HLDGS COM 681116109 128297 1313848 SH DFND 19,2,20,5,6,8 1194749 400 118699 OLYMPIC STEEL INC COM 68162K106 3573 304109 SH DFND 2,20 268762 0 35347 OMEGA FLEX INC COM 682095104 6513 61564 SH DFND 2,20,5,8 49613 0 11951 OMEGA HEALTHCARE INVS INC COM 681936100 375068 12615809 SH DFND 10,11,12,13,19,2,20,5,6,8 10257039 298817 2059953 OMEROS CORP COM 682143102 18178 1234901 SH DFND 2,20,5,8 996716 0 238185 OMNICELL INC COM 68213N109 96098 1360770 SH DFND 2,20,5,8 1162452 602 197716 OMNICOM GROUP INC COM 681919106 663962 12016616 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10548454 272035 1196127 ON DECK CAP INC COM 682163100 30 42168 SH DFND 20 42168 0 0 ON SEMICONDUCTOR CORP COM 682189105 192251 9699833 SH DFND 10,11,12,13,19,2,20,5,6,8 7859214 251805 1588814 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 20502 17560000 PRN DFND 2,5 17560000 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 52675 5184518 SH DFND 2,20,5,8 4500721 1600 682197 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 16842 13835000 PRN DFND 2,5 13835000 0 0 ONCOCYTE CORP COM 68235C107 1193 624652 SH DFND 2,20 495649 0 129003 ONCTERNAL THERAPEUTICS INC COM 68236P107 61 21428 SH DFND 20 21428 0 0 ONE GAS INC COM 68235P108 137600 1785848 SH DFND 13,19,2,20,5,6,8 1490888 545 294415 ONE LIBERTY PPTYS INC COM 682406103 8184 453157 SH DFND 2,20,5,8 369423 4300 79434 ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 2591 141907 SH DFND 19,2,5 141907 0 0 ONEMAIN HLDGS INC COM 68268W103 22230 905850 SH DFND 13,2,20,5,8 727010 1100 177740 ONEOK INC NEW COM 682680103 810980 24412407 SH DFND 10,11,12,13,19,2,20,5,6,8 21203514 244430 2964463 ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 1169 297424 SH DFND 2,20,5 236256 0 61168 ONESPAN INC COM 68287N100 31411 1124647 SH DFND 2,20,5,8 971973 1012 151662 APOLLO GLOBAL MGMT INC COM CL A 03768E105 164804 3301361 SH DFND 10,12,13,19,2,20,5,6,8 2660658 154691 486012 ONESPAWORLD HOLDINGS LIMITED COM P73684113 4400 922461 SH DFND 2,20,5,8 723538 0 198923 ONEWATER MARINE INC CL A COM 68280L101 1630 67138 SH DFND 2,20 54945 0 12193 ONTO INNOVATION INC COM 683344105 52509 1542565 SH DFND 2,20,5,8 1283735 709 258121 OOMA INC COM 683416101 7890 478771 SH DFND 2,20,5 395391 0 83380 OP BANCORP COM 67109R109 1461 211675 SH DFND 2,20 163891 0 47784 OPERA LTD SPONSORED ADS 68373M107 212 23584 SH DFND 2,20 23584 0 0 OPKO HEALTH INC COM 68375N103 103863 30458351 SH DFND 13,2,20,5,8 28599680 12625 1846046 OPORTUN FINL CORP COM 68376D104 3359 249892 SH DFND 2,20,5 191275 0 58617 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4289 196817 SH DFND 2,20,5 164025 0 32792 OPTIMIZERX CORP COM NEW 68401U204 3267 250763 SH DFND 2,20 198819 0 51944 APOLLO MED HLDGS INC COM NEW 03763A207 4394 266318 SH DFND 2,20,5,8 216070 0 50248 OPTINOSE INC COM 68404V100 3987 535880 SH DFND 2,20,5 435504 0 100376 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COM 68621T102 9197 418034 SH DFND 2,20,5,8 327026 0 91008 ORION ENERGY SYSTEMS INC COM 686275108 1655 478290 SH DFND 2,20 415795 0 62495 ORION ENGINEERED CARBONS S A COM L72967109 11744 1108965 SH DFND 2,20,5,8 894461 0 214504 ORION GROUP HOLDINGS INC COM 68628V308 45 14324 SH DFND 20 14324 0 0 ORIX CORP SPONSORED ADR 686330101 1775 28813 SH DFND 2,20 28813 0 0 ORMAT TECHNOLOGIES INC COM 686688102 60333 950268 SH DFND 13,2,20,5,8 754337 700 195231 ORRSTOWN FINL SVCS INC COM 687380105 3138 212771 SH DFND 2,20 178556 0 34215 ORTHOFIX MED INC COM 68752M108 24274 758578 SH DFND 2,20,5,8 678187 859 79532 APPIAN CORP CL A 03782L101 36914 720280 SH DFND 2,20,5,8 578347 400 141533 ORTHOPEDIATRICS CORP COM 68752L100 13541 309444 SH DFND 2,20,5,8 264126 0 45318 OSHKOSH CORP COM 688239201 123171 1719784 SH DFND 10,12,13,2,20,5,6,8 1552910 12257 154617 OSI SYSTEMS INC COM 671044105 41804 560077 SH DFND 19,2,20,5,8 474114 0 85963 OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 1215 180595 SH DFND 2,20 140706 0 39889 OTIS WORLDWIDE CORP COM 68902V107 1987949 34962166 SH DFND 10,11,12,13,19,2,20,5,6,8 14706923 18369405 1885838 OTONOMY INC COM 68906L105 125 34590 SH DFND 20 34590 0 0 OTTER TAIL CORP COM 689648103 34401 886864 SH DFND 13,2,20,5 714680 0 172184 OUTFRONT MEDIA INC COM 69007J106 28164 1987570 SH DFND 13,2,20,5,8 1634142 12802 340626 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1674 900197 SH DFND 2,20 627887 0 272310 OVERSTOCK COM INC DEL COM 690370101 34594 1216808 SH DFND 2,20,5 1059803 0 157005 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 74925 7756188 SH DFND 10,12,13,2,20,5,8 6116716 60858 1578614 OVID THERAPEUTICS INC COM 690469101 5424 735956 SH DFND 2,20,5 609996 0 125960 OVINTIV INC COM 69047Q102 46625 4882250 SH DFND 2,20,5,8 3910685 1091 970474 OWENS & MINOR INC NEW COM 690732102 20351 2670697 SH DFND 2,20,5,8 2390477 0 280220 OWENS CORNING NEW COM 690742101 247877 4445424 SH DFND 10,11,12,13,19,2,20,5,6,8 3708530 163587 573307 OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 468 35998 SH DFND 2 35998 0 0 OXFORD INDS INC COM 691497309 23817 541162 SH DFND 2,20,5,8 469045 41 72076 OYSTER PT PHARMA INC COM 69242L106 2772 95971 SH DFND 2,20 77806 0 18165 P A M TRANSN SVCS INC COM 693149106 957 31128 SH DFND 2,20 25184 0 5944 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 14192 648645 SH DFND 13,2,20,5 502345 0 146300 PACCAR INC COM 693718108 1108255 14806340 SH DFND 10,11,12,13,19,2,20,5,6,8 12708317 268597 1829426 APPLE INC COM 037833100 64666041 177264368 SH DFND 1,10,11,12,13,19,2,20,5,6,8 146777642 3878363 26608363 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 14634 4241829 SH DFND 2,20,5,8 3578336 0 663493 PACIFIC ETHANOL INC COM 69423U305 21 29552 SH DFND 20 29552 0 0 PACIFIC PREMIER BANCORP COM 69478X105 68830 3174833 SH DFND 2,20,5,8 2691523 0 483310 PACIRA BIOSCIENCES COM 695127100 78190 1490184 SH DFND 2,20,5,8 1297937 1000 191247 PACKAGING CORP AMER COM 695156109 431326 4288491 SH DFND 10,11,12,13,19,2,20,5,6,8 3642119 133093 513279 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0 0 PAPA JOHNS INTL INC COM 698813102 68947 868237 SH DFND 2,20,5,6,8 725507 458 142272 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 16765 1864845 SH DFND 2,20,5 1717248 0 147597 PAR TECHNOLOGY CORP COM 698884103 7766 259483 SH DFND 2,20,5 208808 0 50675 PARAMOUNT GROUP INC COM 69924R108 51186 6555634 SH DFND 10,13,2,20,5,8 4992235 53175 1510224 APPLIED INDL TECHNOLOGIES IN COM 03820C105 77755 1246268 SH DFND 2,20,5,8 1064981 295 180992 PARATEK PHARMACEUTICALS INC COM 699374302 3375 646633 SH DFND 2,20,5 509867 0 136766 PARETEUM CORP COM NEW 69946T207 43 69403 SH DFND 20 69403 0 0 PARK AEROSPACE CORP COM 70014A104 7949 713533 SH DFND 13,2,20,5,8 588535 861 124137 PARK CITY GROUP INC COM NEW 700215304 533 126034 SH DFND 2,20 97301 0 28733 PARK HOTELS RESORTS INC COM 700517105 104478 10563957 SH DFND 10,12,13,19,2,20,5,6,8 9408720 69346 1085891 PARK NATL CORP COM 700658107 25096 356582 SH DFND 2,20,5,8 291409 0 65173 PARK OHIO HLDGS CORP COM 700666100 4222 254475 SH DFND 2,20,5 224251 0 30224 PARKE BANCORP INC COM 700885106 2464 181819 SH DFND 2,20 149239 0 32580 PARKER HANNIFIN CORP COM 701094104 959069 5233092 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4484579