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
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false
false
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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
Senior Vice President, Head of Global Regulatory Reporting
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 BANCORP INC MD
COM
268948106
37839
1155391
SH
DFND
2,20,5,8
1010790
800
143801
EAGLE BANCORP MONT INC
COM
26942G100
1237
71200
SH
DFND
2,20
56900
0
14300
EAGLE BULK SHIPPING INC
SHS NEW
Y2187A143
1794
819324
SH
DFND
2,20
625416
0
193908
EAGLE MATERIALS INC
COM
26969P108
69923
995777
SH
DFND
13,2,20,5,6
911760
738
83279
EAGLE PHARMACEUTICALS INC
COM
269796108
37415
779797
SH
DFND
2,20,5,8
728907
0
50890
EARTHSTONE ENERGY INC
CL A
27032D304
1010
355707
SH
DFND
2,20
265752
0
89955
EAST WEST BANCORP INC
COM
27579R104
208156
5743826
SH
DFND
10,12,13,19,2,20,5,6,8
5152619
126422
464785
EASTERLY GOVT PPTYS INC
COM
27616P103
95936
4149497
SH
DFND
10,19,2,20,5,6,8
3335726
22600
791171
EASTERN CO
COM
276317104
1597
89347
SH
DFND
2,20
71884
0
17463
EASTGROUP PPTY INC
COM
277276101
255282
2138862
SH
DFND
10,19,2,20,5,6,8
1723313
11229
404320
AKOUSTIS TECHNOLOGIES INC
COM
00973N102
4681
564706
SH
DFND
2,20,5
464897
0
99809
EASTMAN CHEM CO
COM
277432100
434078
6174971
SH
DFND
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
6066
2720013
SH
DFND
2,20,5
2420069
0
299944
NEWS CORP NEW
CL A
65249B109
232150
19574176
SH
DFND
10,11,12,13,19,2,20,5,6,8
16595780
222449
2755947
NEWS CORP NEW
CL B
65249B208
56145
4698331
SH
DFND
10,12,13,19,2,20,5,6
4240707
1000
456624
NEXA RES S A
COM
L67359106
487
73305
SH
DFND
13,2,5
49105
0
24200
NEXPOINT RESIDENTIAL TR INC
COM
65341D102
32434
917508
SH
DFND
2,20,5,8
800580
0
116928
ABB LTD
SPONSORED ADR
000375204
9714
430604
SH
DFND
1,2,20
427240
0
3364
ANTERIX INC
COM
03676C100
12272
270658
SH
DFND
2,20,5,8
212116
0
58542
NEXSTAR MEDIA GROUP INC
CL A
65336K103
46403
554463
SH
DFND
13,2,20,5,8
451239
612
102612
NEXTCURE INC
COM
65343E108
6080
283567
SH
DFND
2,20,5,8
222107
0
61460
NEXTDECADE CORP
COM
65342K105
723
334595
SH
DFND
2,20
262818
0
71777
NEXTERA ENERGY INC
COM
65339F101
6344174
26415348
SH
DFND
10,11,12,13,19,2,20,5,6,8
23082548
305645
3027155
NEXTERA ENERGY INC
UNIT 09/01/2022S
65339F796
27961
574150
SH
DFND
2
574150
0
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F770
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 TR CORP
COM
665859104
717668
8965378
SH
DFND
10,12,13,19,2,20,5,6,8
7855035
120377
989966
NORTHFIELD BANCORP INC DEL
COM
66611T108
17435
1513416
SH
DFND
2,20,5,8
1306540
0
206876
ANWORTH MTG ASSET CORP
COM
037347101
3529
2016700
SH
DFND
2,20,5
1680840
0
335860
NORTHRIM BANCORP INC
COM
666762109
3606
143430
SH
DFND
2,20,5
121499
0
21931
NORTHROP GRUMMAN CORP
COM
666807102
5081412
16528142
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
5674110
10391733
462299
NORTHWEST BANCSHARES INC MD
COM
667340103
47536
4648953
SH
DFND
2,20,5,8
4021583
1598
625772
NORTHWEST NAT HLDG CO
COM
66765N105
175981
3154347
SH
DFND
19,2,20,5,8
3007842
38
146467
NORTHWEST PIPE CO
COM
667746101
4527
180562
SH
DFND
2,20,5
146251
0
34311
NORTHWESTERN CORP
COM NEW
668074305
91015
1669394
SH
DFND
12,13,19,2,20,5,6,8
1409238
700
259456
NORTONLIFELOCK INC
COM
668771108
564115
28447549
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
21910728
860843
5675978
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
137622
8376274
SH
DFND
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
OPTION CARE HEALTH INC
COM NEW
68404L201
9576
689886
SH
DFND
2,20,5,8
547244
0
142642
ORACLE CORP
COM
68389X105
5074192
91807338
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
77991591
2459100
11356647
ORASURE TECHNOLOGIES INC
COM
68554V108
35174
3024448
SH
DFND
2,20,5,8
2740172
1058
283218
ORBCOMM INC
COM
68555P100
8326
2162568
SH
DFND
2,20,5
1912381
0
250187
ORCHARD THERAPEUTICS PLC
ADS
68570P101
1210
201609
SH
DFND
2,5
201609
0
0
ORCHID IS CAP INC
COM
68571X103
5966
1252115
SH
DFND
2,20,5
1012244
0
239871
OREILLY AUTOMOTIVE INC
COM
67103H107
1393195
3303993
SH
DFND
10,11,12,13,19,2,20,5,6,8
2871557
47180
385256
ORGANOGENESIS HLDGS INC
COM
68621F102
747
194521
SH
DFND
2,20
142948
0
51573
ORGANOVO HLDGS INC
COM
68620A104
35
63907
SH
DFND
20
63907
0
0
APPFOLIO INC
COM CL A
03783C100
57066
350720
SH
DFND
2,20,5,8
278264
0
72456
ORGENESIS INC
COM NEW
68619K204
1454
239197
SH
DFND
2,20
198280
0
40917
ORIC PHARMACEUTICALS INC
COM
68622P109
3305
97991
SH
DFND
2,20,5
72291
0
25700
ORIGIN BANCORP INC
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
PACWEST BANCORP DEL
COM
695263103
95484
4844465
SH
DFND
12,13,2,20,5,6,8
4554946
33879
255640
PAE INC
COM CL A
69290Y109
9078
949570
SH
DFND
2,20,5,8
731748
0
217822
PAGERDUTY INC
COM
69553P100
19267
673199
SH
DFND
2,20,5,8
585072
0
88127
PAGSEGURO DIGITAL LTD
COM CL A
G68707101
9903
280226
SH
DFND
10,19,2,20,8
280226
0
0
PALATIN TECHNOLOGIES INC
COM PAR $ .01
696077403
36
69822
SH
DFND
20
69822
0
0
APPLIED GENETIC TECHNOLOGIES
COM
03820J100
1788
322810
SH
DFND
2,20
270410
0
52400
PALO ALTO NETWORKS INC
COM
697435105
489446
2131085
SH
DFND
10,11,12,13,19,2,20,5,6,8
1708953
47939
374193
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
47718
44171000
PRN
DFND
2,5
44171000
0
0
PALOMAR HLDGS INC
COM
69753M105
49880
581620
SH
DFND
2,20,5,8
494001
0
87619
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
5205
496182
SH
DFND
13,2,20,5
393938
900
101344
PANGAEA LOGISTICS SOLUTION L
SHS
G6891L105
264
105200
SH
DFND
2,20
86300
0
18900
PANHANDLE OIL AND GAS INC
CL A
698477106
67
25028
SH
DFND
20
25028
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
103237
645276
PARSLEY ENERGY INC
CL A
701877102
112935
10574405
SH
DFND
13,2,20,5
10139415
2300
432690
ABBVIE INC
COM
00287Y109
7827406
79725055
SH
DFND
10,11,12,13,19,2,20,5,6,8
69352732
1250621
9121702
APPLIED MATLS INC
COM
038222105
2666267
44106974
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
38027655
1269016
4810303
PARSONS CORPORATION
COM
70202L102
44639
1231754
SH
DFND
2,20,5,8
1129983
0
101771
PARTY CITY HOLDCO INC
COM
702149105
71
47364
SH
DFND
20
47364
0
0
PASSAGE BIO INC
COM
702712100
5438
198966
SH
DFND
2,20,5,8
158951
0
40015
PATRICK INDS INC
COM
703343103
42181
688673
SH
DFND
2,20,5,8
594855
0
93818
PATTERSON COS INC
COM
703395103
66541
3024575
SH
DFND
12,13,2,20,5,6,8
2631243
3564
389768
PATTERSON UTI ENERGY INC
COM
703481101
26869
7743153
SH
DFND
12,13,2,20,5,8
7060446
2087
680620
PAVMED INC
COM
70387R106
754
357173
SH
DFND
2,20
272980
0
84193
PAYCHEX INC
COM
704326107
1058004
13967049
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
11946306
373748
1646995
PAYCOM SOFTWARE INC
COM
70432V102
617689
1994283
SH
DFND
10,11,12,13,19,2,20,5,6,8
1709707
52453
232123
PAYLOCITY HLDG CORP
COM
70438V106
125057
857200
SH
DFND
19,2,20,5,6,8
777201
300
79699
APPLIED OPTOELECTRONICS INC
COM
03823U102
6487
596746
SH
DFND
2,20,5
529519
0
67227
PAYPAL HLDGS INC
COM
70450Y103
8198440
47055270
SH
DFND
10,11,12,13,19,2,20,5,6,8
40507233
1029250
5518787
PAYSIGN INC
COM
70451A104
5798
597136
SH
DFND
2,20,5,8
471119
0
126017
PBF ENERGY INC
CL A
69318G106
81533
7962193
SH
DFND
12,13,2,20,5,6,8
7488771
1000
472422
PC CONNECTION INC
COM
69318J100
18421
397356
SH
DFND
2,20,5,8
347757
0
49599
PCB BANCORP
COM
69320M109
2412
234164
SH
DFND
2,20
197109
0
37055
PCSB FINL CORP
COM
69324R104
4707
371217
SH
DFND
13,2,20,5,6
303168
0
68049
PCTEL INC
COM
69325Q105
1345
201362
SH
DFND
2,20
161662
0
39700
PDC ENERGY INC
COM
69327R101
56941
4577232
SH
DFND
12,13,2,20,5
4175126
1703
400403
PDF SOLUTIONS INC
COM
693282105
17707
905284
SH
DFND
2,20,5,8
766968
0
138316
PDL BIOPHARMA INC
COM
69329Y104
17385
5974200
SH
DFND
2,20,5,8
5427600
4743
541857
APPLIED THERAPEUTICS INC
COM
03828A101
8767
242526
SH
DFND
2,20,5,8
197420
0
45106
PDL CMNTY BANCORP
COM
69290X101
1507
148038
SH
DFND
2,20,6
117991
0
30047
PEABODY ENERGY CORP NEW
COM
704551100
5125
1779598
SH
DFND
13,2,20,5
1560653
2400
216545
PEAPACK-GLADSTONE FINL CORP
COM
704699107
7837
418393
SH
DFND
2,20,5,8
344399
0
73994
PEARSON PLC
SPONSORED ADR
705015105
97
13363
SH
DFND
20
13363
0
0
PEBBLEBROOK HOTEL TR
COM
70509V100
89988
6582902
SH
DFND
10,13,2,20,5,6,8
5678228
37446
867228
PEGASYSTEMS INC
COM
705573103
50845
502420
SH
DFND
19,2,20,5,8
411141
226
91053
PELOTON INTERACTIVE INC
CL A COM
70614W100
48748
843825
SH
DFND
19,2,20
757693
0
86132
PENN NATL GAMING INC
COM
707569109
125890
4122150
SH
DFND
2,20,5,6,8
3521863
2250
598037
PENN VA CORP
COM
70788V102
4120
432349
SH
DFND
2,20
381713
0
50636
PENNANT GROUP INC
COM
70805E109
17936
793646
SH
DFND
2,20,5,8
680563
700
112383
APREA THERAPEUTICS INC
COM
03836J102
4768
122939
SH
DFND
2,20,5,8
98729
0
24210
PENNS WOODS BANCORP INC
COM
708430103
2874
126566
SH
DFND
2,20
105646
0
20920
PENNSYLVANIA REAL ESTATE INV
SH BEN INT
709102107
1996
1467420
SH
DFND
2,20,5,8
1428479
0
38941
PENNYMAC FINL SVCS INC NEW
COM
70932M107
41086
983154
SH
DFND
2,20,5,8
731768
700
250686
PENNYMAC MTG INVT TR
COM
70931T103
61294
3496524
SH
DFND
13,2,20,5,8
3017589
500
478435
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
22591
583594
SH
DFND
13,2,20,5,8
512916
217
70461
PENTAIR PLC
SHS
G7S00T104
413223
10877139
SH
DFND
10,11,12,13,19,2,20,5,6,8
9578465
270613
1028061
PENUMBRA INC
COM
70975L107
148683
831466
SH
DFND
13,19,2,20,5,6,8
759933
300
71233
PEOPLES BANCORP INC
COM
709789101
9164
430627
SH
DFND
13,2,20,5,8
341091
0
89536
PEOPLES BANCORP N C INC
COM
710577107
1362
77093
SH
DFND
2,20
60950
0
16143
PEOPLES FINL SVCS CORP
COM
711040105
5041
131999
SH
DFND
2,20,5
106475
0
25524
APTARGROUP INC
COM
038336103
246269
2199226
SH
DFND
12,13,19,2,20,5,6,8
2043610
810
154806
PEOPLES UNITED FINANCIAL INC
COM
712704105
586043
50651963
SH
DFND
10,12,13,19,2,20,5,6,8
48252173
249509
2150281
PEOPLES UTAH BANCORP
COM
712706209
6981
310672
SH
DFND
2,20,5,8
244884
0
65788
PEPSICO INC
COM
713448108
8591204
64956931
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
56141301
1459606
7356024
PERDOCEO ED CORP
COM
71363P106
35524
2229991
SH
DFND
2,20,5,8
1920160
0
309831
PERFICIENT INC
COM
71375U101
37919
1059790
SH
DFND
2,20,5,8
919537
0
140253
PERFORMANCE FOOD GROUP CO
COM
71377A103
81012
2780108
SH
DFND
12,13,2,20,5,8
2182187
900
597021
PERFORMANT FINL CORP
COM
71377E105
10
14799
SH
DFND
20
14799
0
0
PERKINELMER INC
COM
714046109
450824
4596021
SH
DFND
10,11,12,13,19,2,20,5,6,8
3963320
67787
564914
PERMIAN BASIN RTY TR
UNIT BEN INT
714236106
283
85612
SH
DFND
2
85612
0
0
PERRIGO CO PLC
SHS
G97822103
351468
6359104
SH
DFND
10,11,12,13,19,2,20,5,6,8
5132334
137656
1089114
APTINYX INC
COM
03836N103
1129
270700
SH
DFND
2,20
215000
0
55700
PERSONALIS INC
COM
71535D106
4502
347106
SH
DFND
2,20,5
283204
0
63902
PERSPECTA INC
COM
715347100
109090
4682124
SH
DFND
1,12,13,2,20,5,6,8
4038995
2838
640291
PETIQ INC
COM CL A
71639T106
16535
474604
SH
DFND
2,20,5,8
386979
0
87625
PETMED EXPRESS INC
COM
716382106
29147
817804
SH
DFND
2,20,5,8
732637
1400
83767
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
75418
9462785
SH
DFND
10,19,2,20,5
8456588
878359
127838
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
59901
7243211
SH
DFND
10,13,2,20,5
6291054
839034
113123
PFENEX INC
COM
717071104
5052
605024
SH
DFND
2,20,5
497249
0
107775
PFIZER INC
COM
717081103
9774106
298902327
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
208472055
5920196
84510076
PFSWEB INC
COM NEW
717098206
1095
163857
SH
DFND
2,20
131527
0
32330
PG&E CORP
COM
69331C108
60287
6796776
SH
DFND
1,12,19,2,20,5,8
5471614
0
1325162
APTIV PLC
SHS
G6095L109
847202
10872713
SH
DFND
10,11,12,13,19,2,20,5,6,8
9341457
274606
1256650
PGT INNOVATIONS INC
COM
69336V101
29542
1884061
SH
DFND
2,20,5,8
1632332
0
251729
PHASEBIO PHARMACEUTICALS INC
COM
717224109
1187
258083
SH
DFND
2,20
197718
0
60365
PHATHOM PHARMACEUTICALS INC
COM
71722W107
7003
212807
SH
DFND
2,20,5,8
176675
0
36132
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
20634
785472
SH
DFND
2,20,5,8
642604
0
142868
PHILIP MORRIS INTL INC
COM
718172109
4336960
60897581
SH
DFND
10,12,13,19,2,20,5,6,8
55409192
938975
4549414
PHILLIPS 66
COM
718546104
1828176
25426645
SH
DFND
10,11,12,13,19,2,20,5,6,8
22547885
419081
2459679
PHOENIX NEW MEDIA LTD
SPONSORED ADS
71910C103
67
45023
SH
DFND
2,20
45023
0
0
PHOTRONICS INC
COM
719405102
24788
2227097
SH
DFND
2,20,5,8
1890414
140
336543
PHREESIA INC
COM
71944F106
16171
571820
SH
DFND
2,20,5,8
440234
0
131586
PHYSICIANS RLTY TR
COM
71943U104
157959
9015903
SH
DFND
10,19,2,20,5,6,8
7005997
59749
1950157
APYX MED CORP
COM
03837C106
3331
600150
SH
DFND
2,20
483089
0
117061
PICO HLDGS INC
COM NEW
693366205
3448
409067
SH
DFND
2,20,5
325224
0
83843
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
90595
5454223
SH
DFND
10,12,13,2,20,5,8
4127610
37654
1288959
PIERIS PHARMACEUTICALS INC
COM
720795103
2861
923058
SH
DFND
2,20,5
727209
0
195849
PILGRIMS PRIDE CORP
COM
72147K108
21298
1260985
SH
DFND
13,2,20,5,6,8
1148623
0
112362
PINDUODUO INC
SPONSORED ADS
722304102
443379
5165181
SH
DFND
10,11,12,13,19,2,20,5,8
4032541
119300
1013340
PING IDENTITY HLDG CORP
COM
72341T103
10551
328783
SH
DFND
2,20,5,8
274941
0
53842
PINNACLE FINL PARTNERS INC
COM
72346Q104
98712
2350856
SH
DFND
13,2,20,5,6,8
2202181
1000
147675
PINNACLE WEST CAP CORP
COM
723484101
460677
6285673
SH
DFND
10,11,12,13,19,2,20,5,6,8
5388304
141379
755990
PINTEREST INC
CL A
72352L106
155591
7018071
SH
DFND
10,11,12,13,19,2,20,5,6,8
5887792
169963
960316
PIONEER BANCORP INC
COM
723561106
1807
197484
SH
DFND
2,20
138028
0
59456
AQUESTIVE THERAPEUTICS INC
COM
03843E104
1403
288730
SH
DFND
2,20
242575
0
46155
PIONEER NAT RES CO
COM
723787107
962188
9793956
SH
DFND
10,11,12,13,19,2,20,5,6,8
8791158
101249
901549
PIPER SANDLER COMPANIES
COM
724078100
30514
515789
SH
DFND
2,20,5,8
437644
0
78145
PITNEY BOWES INC
COM
724479100
17119
6584347
SH
DFND
12,13,2,20,5,8
5787965
3874
792508
PIXELWORKS INC
COM NEW
72581M305
1332
412376
SH
DFND
2,20
324799
0
87577
PJT PARTNERS INC
COM CL A
69343T107
26047
507335
SH
DFND
2,20,5,8
380279
0
127056
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
3953
444136
SH
DFND
20,5,8
259675
1200
183261
PLANET FITNESS INC
CL A
72703H101
60119
992562
SH
DFND
13,19,2,20,5,8
808289
1200
183073
PLANTRONICS INC NEW
COM
727493108
18426
1255166
SH
DFND
2,20,5,8
1113827
211
141128
PLAYA HOTELS & RESORTS NV
SHS
N70544106
1014
280084
SH
DFND
2,20,5,8
245086
0
34998
PLAYAGS INC
COM
72814N104
1774
524994
SH
DFND
2,20,5
422131
0
102863
ARAMARK
COM
03852U106
115190
5103675
SH
DFND
10,11,12,13,19,2,20,5,6,8
4141876
140668
821131
PLDT INC
SPONSORED ADR
69344D408
675
27655
SH
DFND
2,20,5
27655
0
0
PLEXUS CORP
COM
729132100
66155
937565
SH
DFND
2,20,5,8
794182
186
143197
PLUG POWER INC
COM NEW
72919P202
63004
7674023
SH
DFND
2,20,5,8
6236553
0
1437470
PLUMAS BANCORP
COM
729273102
1071
48400
SH
DFND
2,20
37900
0
10500
PLURALSIGHT INC
COM CL A
72941B106
18775
1040156
SH
DFND
19,2,20,5,8
870425
0
169731
PLURALSIGHT INC
NOTE 0.375% 3/0
72941BAB2
13656
15521000
PRN
DFND
2,5
15521000
0
0
PLYMOUTH INDL REIT INC
COM
729640102
2497
192079
SH
DFND
2,20,5
158351
0
33728
PNC FINL SVCS GROUP INC
COM
693475105
1945165
18488402
SH
DFND
10,12,13,19,2,20,5,6,8
16058036
288182
2142184
PNM RES INC
COM
69349H107
103135
2683003
SH
DFND
12,13,2,20,5,6,8
2251758
1065
430180
POINTS INTL LTD
COM NEW
730843208
191
20927
SH
DFND
13,2
19227
0
1700
ABEONA THERAPEUTICS INC
COM
00289Y107
2824
968758
SH
DFND
2,20,5
768953
0
199805
ARAVIVE INC
COM
03890D108
1979
170041
SH
DFND
2,20
139180
0
30861
POLARIS INC
COM
731068102
470551
5084285
SH
DFND
12,13,19,2,20,5,6,8
4960235
590
123460
POLARITYTE INC
COM
731094108
20
16175
SH
DFND
20
16175
0
0
POLYONE CORP
COM
73179P106
76678
2900949
SH
DFND
2,20,5,6,8
2487287
1060
412602
POOL CORPORATION
COM
73278L105
258581
951121
SH
DFND
13,19,2,20,5,6,8
861942
429
88750
POPULAR INC
COM NEW
733174700
87758
2337794
SH
DFND
12,13,2,20,5,8
2133453
1367
202974
PORTLAND GEN ELEC CO
COM NEW
736508847
87199
2066441
SH
DFND
12,13,2,20,5,8
1563744
1400
501297
PORTOLA PHARMACEUTICALS INC
COM
737010108
63305
3518906
SH
DFND
13,2,20,5,8
3182853
700
335353
POSCO
SPONSORED ADR
693483109
17804
480657
SH
DFND
19,2,20,5
469431
9518
1708
POST HLDGS INC
COM
737446104
131897
1505332
SH
DFND
13,2,20,5,6,8
1367259
623
137450
POTBELLY CORP
COM
73754Y100
74
32338
SH
DFND
20
32338
0
0
ARBOR RLTY TR INC
COM
038923108
17836
1870578
SH
DFND
2,20,5,8
1407388
0
463190
POTLATCHDELTIC CORPORATION
COM
737630103
80560
2118322
SH
DFND
19,2,20,5,6,8
1805112
653
312557
POWELL INDS INC
COM
739128106
7524
274714
SH
DFND
2,20,5,8
236510
0
38204
POWER INTEGRATIONS INC
COM
739276103
123307
1043822
SH
DFND
2,20,5,8
909023
200
134599
POWERFLEET INC
COM
73931J109
1340
290004
SH
DFND
2,20
228404
0
61600
PPD INC
COM
69355F102
18101
675411
SH
DFND
2,20
581196
0
94215
PPG INDS INC
COM
693506107
1207751
11387430
SH
DFND
10,11,12,13,19,2,20,5,6,8
9962148
236924
1188358
PPL CORP
COM
69351T106
1121929
42726033
SH
DFND
10,11,12,13,19,2,20,5,6,8
37125824
460980
5139229
PQ GROUP HLDGS INC
COM
73943T103
10715
809292
SH
DFND
2,20,5,8
628608
0
180684
PRA GROUP INC
COM
69354N106
56600
1464042
SH
DFND
2,20,5,8
1256699
634
206709
PRA HEALTH SCIENCES INC
COM
69354M108
146414
1504924
SH
DFND
13,19,2,20,5,6,8
1364372
900
139652
ARC DOCUMENT SOLUTIONS INC
COM
00191G103
38
38476
SH
DFND
20
38476
0
0
PRECIGEN INC
COM
74017N105
7410
1484910
SH
DFND
2,20,5,8
1158741
1500
324669
PRECISION BIOSCIENCES INC
COM
74019P108
6350
762295
SH
DFND
2,20,5,8
613328
0
148967
PREFERRED APT CMNTYS INC
COM
74039L103
8150
1049163
SH
DFND
2,20,5,8
834459
0
214704
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
20448
477189
SH
DFND
2,20,5,8
417277
0
59912
PREFORMED LINE PRODS CO
COM
740444104
2831
56387
SH
DFND
2,20
46672
0
9715
PREMIER FINANCIAL CORP
COM
74052F108
14930
844952
SH
DFND
2,20,5,8
626499
0
218453
PREMIER FINL BANCORP INC
COM
74050M105
2914
227328
SH
DFND
13,2,20,5
186958
0
40370
PREMIER INC
CL A
74051N102
32696
953784
SH
DFND
19,2,20,5,8
761375
1400
191009
PRESTIGE CONSMR HEALTHCARE I
COM
74112D101
69466
1849480
SH
DFND
2,20,5,6,8
1615003
300
234177
PREVAIL THERAPEUTICS INC
COM
74140Y101
3652
245109
SH
DFND
2,20,5
197930
0
47179
ARCBEST CORP
COM
03937C105
26438
997270
SH
DFND
2,20,5,8
878969
1000
117301
PRICE T ROWE GROUP INC
COM
74144T108
1516160
12276603
SH
DFND
10,12,13,19,2,20,5,6,8
10606662
410734
1259207
PRICELINE GRP INC
COM
09857L108
2810982
1765315
SH
DFND
10,11,12,13,19,2,20,5,6,8
1522566
43169
199580
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
26133
24575000
PRN
DFND
2,5
24575000
0
0
PRICESMART INC
COM
741511109
46327
767887
SH
DFND
2,20,5,8
668090
365
99432
PRIMEENERGY RESOURCES CORP
COM
74158E104
577
8122
SH
DFND
2,20
6101
0
2021
PRIMERICA INC
COM
74164M108
124759
1069973
SH
DFND
12,13,2,20,5,6,8
979171
300
90502
PRIMO WATER CORPORATION
COM
74167P108
35701
2596437
SH
DFND
2,20,5
2025237
0
571200
PRIMORIS SVCS CORP
COM
74164F103
17033
955845
SH
DFND
2,20,5,8
742383
1300
212162
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
528010
12710885
SH
DFND
10,11,12,13,19,2,20,5,6,8
11224404
192215
1294266
PRINCIPIA BIOPHARMA INC
COM
74257L108
73591
1230831
SH
DFND
2,20,5,8
1101090
300
129441
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L203
1331
124014
SH
DFND
2,20
124014
0
0
PRIORITY TECHNOLOGY HLDGS IN
COM
74275G107
194
74993
SH
DFND
2,20
49864
0
25129
PROASSURANCE CORP
COM
74267C106
25542
1759036
SH
DFND
13,2,20,5,8
1515312
648
243076
PROCTER AND GAMBLE CO
COM
742718109
13946316
116637252
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
95527456
2527818
18581978
PROFESSIONAL HLDG CORP
CL A COM
743139107
730
52600
SH
DFND
2,20
39400
0
13200
PROGRESS SOFTWARE CORP
COM
743312100
57440
1482313
SH
DFND
10,2,20,5,8
1268091
7463
206759
PROGRESSIVE CORP OHIO
COM
743315103
2045807
25537478
SH
DFND
10,11,12,13,19,2,20,5,6,8
22052583
599245
2885650
PROGYNY INC
COM
74340E103
10919
423053
SH
DFND
2,20,5,8
340130
0
82923
PROLOGIS INC.
COM
74340W103
4346784
46574344
SH
DFND
10,11,12,13,19,2,20,5,6,8
37847041
658900
8068403
PROOFPOINT INC
COM
743424103
81684
735101
SH
DFND
13,19,2,20,5,8
609322
500
125279
PROPETRO HLDG CORP
COM
74347M108
17416
3388391
SH
DFND
2,20,5,8
3055120
0
333271
ARCH CAP GROUP LTD
ORD
G0450A105
275281
9608422
SH
DFND
10,11,12,13,19,2,20,5,6,8
7787650
415226
1405546
PROQR THRAPEUTICS N V
SHS EURO
N71542109
64
10486
SH
DFND
2
10486
0
0
PROS HOLDINGS INC
COM
74346Y103
36579
823294
SH
DFND
2,20,5,8
643974
800
178520
PROSIGHT GLOBAL INC
COM
74349J103
1337
150197
SH
DFND
2,20,5
116796
0
33401
PROSPERITY BANCSHARES INC
COM
743606105
370177
6184186
SH
DFND
13,2,20,5,6,8
5988318
793
195075
PROTAGONIST THERAPEUTICS INC
COM
74366E102
6762
382894
SH
DFND
2,20,5
310118
0
72776
PROTARA THERAPEUTICS INC
COM STK
74365U107
532
18157
SH
DFND
2,20
14431
0
3726
PROTECTIVE INS CORP
CL B
74368L203
3075
204054
SH
DFND
2,20,5
170011
0
34043
PROTEOSTASIS THERAPEUTICS IN
COM
74373B109
15
11200
SH
DFND
20
11200
0
0
PROTHENA CORP PLC
SHS
G72800108
15038
1437625
SH
DFND
2,20,5,8
1277471
94
160060
PROTO LABS INC
COM
743713109
96260
855873
SH
DFND
2,20,5,8
740022
300
115551
ARCH RESOURCES INC
CL A
03940R107
24434
860032
SH
DFND
2,20,5
810690
0
49342
PROVENTION BIO INC
COM
74374N102
12214
865599
SH
DFND
2,20,5,8
720174
0
145425
PROVIDENCE SVC CORP
COM
743815102
31976
405227
SH
DFND
2,20,5,8
350775
0
54452
PROVIDENT BANCORP INC
COM NEW
74383L105
1273
161990
SH
DFND
2,20
134317
0
27673
PROVIDENT FINL HLDGS INC
COM
743868101
1434
106929
SH
DFND
2,20
84269
0
22660
PROVIDENT FINL SVCS INC
COM
74386T105
30059
2080223
SH
DFND
2,20,5,8
1793129
300
286794
PRUDENTIAL BANCORP INC NEW
COM
74431A101
1644
136505
SH
DFND
2,20
110185
0
26320
PRUDENTIAL FINL INC
COM
744320102
1106664
18171818
SH
DFND
10,11,12,13,19,2,20,5,6,8
15825428
247019
2099371
PRUDENTIAL PLC
ADR
74435K204
558
18364
SH
DFND
20
18364
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
146244
1104560
SH
DFND
10,2,20,5,6,8
895479
5948
203133
PTC INC
COM
69370C100
271310
3487727
SH
DFND
10,11,12,13,19,2,20,5,6,8
3051171
66211
370345
ARCHER DANIELS MIDLAND CO
COM
039483102
1395215
34967793
SH
DFND
10,11,12,13,19,2,20,5,6,8
31054758
597493
3315542
PTC THERAPEUTICS INC
COM
69366J200
118568
2336783
SH
DFND
2,20,5,8
2062715
300
273768
PUBLIC STORAGE
COM
74460D109
1977348
10304592
SH
DFND
10,11,12,13,19,2,20,5,6,8
8202265
278196
1824131
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
1383519
28143194
SH
DFND
10,11,12,13,19,2,20,5,6,8
23842702
589795
3710697
PULSE BIOSCIENCES INC
COM
74587B101
2420
231336
SH
DFND
2,20,5
186593
0
44743
PULTE GROUP INC
COM
745867101
443673
12992225
SH
DFND
10,11,12,13,19,2,20,5,6,8
11177471
349487
1465267
PUMA BIOTECHNOLOGY INC
COM
74587V107
35189
3373857
SH
DFND
13,2,20,5,8
3242439
1000
130418
PURE STORAGE INC
CL A
74624M102
52358
3021260
SH
DFND
19,2,20,5,8
2493715
2000
525545
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
14631
14858000
PRN
DFND
2,5
14858000
0
0
PURECYCLE CORP
COM NEW
746228303
3205
348716
SH
DFND
2,20,5
286418
0
62298
PURPLE INNOVATION INC
COM
74640Y106
4069
226073
SH
DFND
2,20,5
177442
0
48631
ARCHROCK INC
COM
03957W106
34145
5261180
SH
DFND
2,20,5,8
4693837
2651
564692
PUXIN LTD
ADS
74704P108
123
23901
SH
DFND
2
23901
0
0
PVH CORPORATION
COM
693656100
118302
2462052
SH
DFND
10,12,13,19,2,20,5,6,8
2171722
1484
288846
PZENA INVESTMENT MGMT INC
CLASS A
74731Q103
1655
304161
SH
DFND
2,20
241837
0
62324
Q2 HLDGS INC
COM
74736L109
89995
1049012
SH
DFND
2,20,5,8
824585
800
223627
QAD INC
CL A
74727D306
11539
279052
SH
DFND
2,20,5,8
223575
0
55477
QCR HOLDINGS INC
COM
74727A104
11259
360416
SH
DFND
2,20,5,8
292749
0
67667
QEP RESOURCES INC
COM
74733V100
8077
6260866
SH
DFND
12,13,2,20,5
6259366
0
1500
QIAGEN NV
SHS NEW
N72482123
98027
2289826
SH
DFND
2,20,6
2001254
0
288572
QIWI PLC
SPON ADR REP B
74735M108
3350
193415
SH
DFND
2
193415
0
0
QORVO INC
COM
74736K101
564986
5111605
SH
DFND
10,11,12,13,19,2,20,5,6,8
4276858
124209
710538
ARCONIC CORPORATION
COM
03966V107
59594
4278076
SH
DFND
12,13,19,2,20,5,8
3827342
891
449843
QTS RLTY TR INC
COM CL A
74736A103
159346
2467949
SH
DFND
10,2,20,5,8
1863798
17474
586677
QUAD / GRAPHICS INC
COM CL A
747301109
2044
628796
SH
DFND
2,20,5
508483
0
120313
QUAKER CHEM CORP
COM
747316107
80392
433030
SH
DFND
2,20,5,8
371492
108
61430
QUALCOMM INC
COM
747525103
4327240
47442606
SH
DFND
10,11,12,13,19,2,20,5,6,8
40942608
755404
5744594
QUALYS INC
COM
74758T303
118912
1143167
SH
DFND
2,20,5,6,8
987130
400
155637
QUANEX BUILDING PRODUCTS COR
COM
747619104
15037
1083363
SH
DFND
2,20,5,8
950501
0
132862
QUANTA SVCS INC
COM
74762E102
180155
4586474
SH
DFND
10,12,13,2,20,5,6,8
3984498
2218
599758
QUANTERIX CORP
COM
74766Q101
9101
332289
SH
DFND
2,20,5,8
258187
0
74102
QUANTUM CORP
COM NEW
747906501
1187
307631
SH
DFND
2,20
241407
0
66224
QUDIAN INC
ADR
747798106
3096
1821234
SH
DFND
13,2,20,5
1653423
0
167811
ABERCROMBIE & FITCH CO
CL A
002896207
39196
3683874
SH
DFND
12,2,20,5,8
3386095
11030
286749
ARCOS DORADOS HOLDINGS INC
SHS CLASS -A -
G0457F107
1744
416251
SH
DFND
2,20,5
337985
0
78266
QUEST DIAGNOSTICS INC
COM
74834L100
760442
6672888
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
5741883
175201
755804
QUIDEL CORP
COM
74838J101
212895
951527
SH
DFND
13,2,20,5,6,8
865639
405
85483
QUINSTREET INC
COM
74874Q100
15267
1459523
SH
DFND
2,20,5,8
1264478
0
195045
QUOTIENT LTD
SHS
G73268107
7745
1046569
SH
DFND
2,20,5,8
831096
0
215473
QUOTIENT TECHNOLOGY INC
COM
749119103
14492
1979716
SH
DFND
2,20,5,8
1632093
0
347623
QURATE RETAIL INC
COM SER A
74915M100
57319
6033608
SH
DFND
12,13,2,20,5,8
5143538
5279
884791
QUTOUTIAO INC
ADS REP SHS A
74915J107
850
285070
SH
DFND
2,20,5
266570
0
18500
R1 RCM INC
COM
749397105
25597
2295694
SH
DFND
2,20,5,8
1848375
0
447319
RADA ELECTR INDS LTD
COM PAR NEW
M81863124
787
120341
SH
DFND
2
120341
0
0
RADIAN GROUP INC
COM
750236101
84926
5475563
SH
DFND
13,2,20,5,8
4562628
1653
911282
ARCOSA INC
COM
039653100
73953
1752437
SH
DFND
13,2,20,5,8
1500743
786
250908
RADIANT LOGISTICS INC
COM
75025X100
2869
730107
SH
DFND
2,20,5
604431
0
125676
RADIUS HEALTH INC
COM NEW
750469207
35419
2598610
SH
DFND
2,20,5,8
2396346
0
202264
RADNET INC
COM
750491102
21827
1375367
SH
DFND
2,20,5,8
1183532
0
191835
RADWARE LTD
ORD
M81873107
9061
384109
SH
DFND
2,20,5,8
271398
500
112211
RAFAEL HLDGS INC
COM CL B
75062E106
2678
186366
SH
DFND
2,20,5
154057
0
32309
RALPH LAUREN CORP
CL A
751212101
188489
2599133
SH
DFND
10,11,12,13,19,2,20,5,6,8
1866470
82050
650613
RAMBUS INC DEL
COM
750917106
65735
4324665
SH
DFND
2,20,5,8
3837704
485
486476
RANGE RES CORP
COM
75281A109
106412
18900851
SH
DFND
12,13,2,20,5,8
14959875
5410
3935566
RANPAK HLDGS CORP
COM CL A
75321W103
2650
356183
SH
DFND
2,20,5,8
269183
0
87000
RAPID7 INC
COM
753422104
56334
1104154
SH
DFND
2,20,5,8
879386
900
223868
ARCTURUS THERAPEUTICS HLDG I
COM
03969T109
12060
258022
SH
DFND
2,20,5,8
218414
0
39608
RAPT THERAPEUTICS INC
COM
75382E109
5164
177949
SH
DFND
2,20,5
144188
0
33761
RATTLER MIDSTREAM LP
COM UNITS
75419T103
897
92425
SH
DFND
20,5,8
64707
0
27718
RAVEN INDS INC
COM
754212108
23545
1094621
SH
DFND
2,20,5,8
929372
0
165249
RAYMOND JAMES FINL INC
COM
754730109
357002
5159255
SH
DFND
10,12,13,19,2,20,5,6,8
4512826
74607
571822
RAYONIER ADVANCED MATLS INC
COM
75508B104
4810
1711709
SH
DFND
2,20,5
1509611
0
202098
RAYONIER INC
COM
754907103
83199
3356151
SH
DFND
12,13,19,2,20,5,6,8
3088699
1214
266238
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
7836809
127179629
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
54293854
60854131
12031644
RBB BANCORP
COM
74930B105
3958
289949
SH
DFND
2,20,5
235683
0
54266
RBC BEARINGS INC
COM
75524B104
67758
505507
SH
DFND
13,2,20,5,8
391932
200
113375
RCI HOSPITALITY HLDGS INC
COM
74934Q108
2372
171151
SH
DFND
2,20,5
140215
0
30936
ARCUS BIOSCIENCES INC
COM
03969F109
39275
1587499
SH
DFND
2,20,5,8
1422873
0
164626
RE MAX HLDGS INC
CL A
75524W108
17440
554883
SH
DFND
2,20,5,8
473333
0
81550
READING INTERNATIONAL INC
CL A
755408101
385
90600
SH
DFND
2,20
90600
0
0
READY CAPITAL CORP
COM
75574U101
15627
1748123
SH
DFND
2,20,5,8
1560440
0
187683
REALNETWORKS INC
COM NEW
75605L708
20
15119
SH
DFND
20
15119
0
0
REALOGY HLDGS CORP
COM
75605Y106
28815
3888728
SH
DFND
12,13,2,20,5,8
3373927
1100
513701
REALPAGE INC
COM
75606N109
72431
1114152
SH
DFND
19,2,20,5,6,8
923648
1300
189204
REALTY INCOME CORP
COM
756109104
1595359
26709344
SH
DFND
10,11,12,13,19,2,20,5,6,8
22855910
295879
3557555
REATA PHARMACEUTICALS INC
CL A
75615P103
56366
361277
SH
DFND
13,2,20,5,8
307082
200
53995
RECRO PHARMA INC
COM
75629F109
1858
408273
SH
DFND
2,20
336670
0
71603
RED LION HOTELS CORP
COM
756764106
29
12239
SH
DFND
20
12239
0
0
ARCUTIS BIOTHERAPEUTICS INC
COM
03969K108
5642
186580
SH
DFND
2,20,5,8
152697
0
33883
RED RIVER BANCSHARES INC
COM
75686R202
3516
80098
SH
DFND
2,20,5
64757
0
15341
RED ROBIN GOURMET BURGERS IN
COM
75689M101
4306
422174
SH
DFND
2,20,5
368286
0
53888
RED ROCK RESORTS INC
CL A
75700L108
15646
1434107
SH
DFND
2,20,5,8
1130826
400
302881
RED VIOLET INC
COM
75704L104
1285
72829
SH
DFND
2,20
57339
0
15490
REDFIN CORP
COM
75737F108
81266
1939057
SH
DFND
2,20,5,8
1508999
900
429158
REDHILL BIOPHARMA LTD
SPONSORED ADS
757468103
80
11967
SH
DFND
2,20
11967
0
0
REDWOOD TR INC
COM
758075402
38129
5446994
SH
DFND
2,20,5,8
4908276
2059
536659
REEDS INC
COM
758338107
12
12500
SH
DFND
20
12500
0
0
REGAL BELOIT CORP
COM
758750103
85659
977540
SH
DFND
10,13,2,20,5,6,8
887773
1966
87801
REGENCY CTRS CORP
COM
758849103
519763
11326280
SH
DFND
10,11,12,13,19,2,20,5,6,8
9275489
145341
1905450
ARDAGH GROUP S A
CL A
L0223L101
2395
185493
SH
DFND
2,20,5
167194
0
18299
REGENERON PHARMACEUTICALS
COM
75886F107
2838646
4551665
SH
DFND
10,11,12,13,19,2,20,5,6,8
3874642
130966
546057
REGENXBIO INC
COM
75901B107
82707
2245640
SH
DFND
13,2,20,5,8
2095436
500
149704
REGIONAL MGMT CORP
COM
75902K106
2849
160882
SH
DFND
2,20,5
130519
0
30363
REGIONS FINANCIAL CORP NEW
COM
7591EP100
600433
53259357
SH
DFND
10,12,13,19,2,20,5,6,8
47242151
716273
5300933
REGIS CORP MINN
COM
758932107
6971
852163
SH
DFND
2,20,5,8
727267
2156
122740
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
182069
2321128
SH
DFND
10,11,12,13,19,2,20,5,6,8
2040325
65138
215665
RELIANCE STEEL & ALUMINUM CO
COM
759509102
180023
1896381
SH
DFND
10,12,13,19,2,20,5,6,8
1724753
8859
162769
RELIANT BANCORP INC
COM
75956B101
4688
287769
SH
DFND
2,20,5
240399
0
47370
RELMADA THERAPEUTICS INC
COM
75955J402
12744
284771
SH
DFND
2,20,5,8
235400
0
49371
RELX PLC
SPONSORED ADR
759530108
1058
44910
SH
DFND
20
44910
0
0
ARDELYX INC
COM
039697107
21186
3061550
SH
DFND
2,20,5,8
2806734
0
254816
REMARK HLDGS INC
COM
75955K102
26
11100
SH
DFND
20
11100
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
357100
2087939
SH
DFND
10,11,12,13,19,2,20,5,6,8
1826781
27295
233863
RENASANT CORP
COM
75970E107
32049
1287093
SH
DFND
2,20,5,8
1044972
385
241736
RENESOLA LTD
SPONSORED ADS
75971T301
33
29091
SH
DFND
2
29091
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
49003
1977520
SH
DFND
10,2,20,5,8
1778951
26239
172330
RENT A CTR INC NEW
COM
76009N100
47204
1696755
SH
DFND
10,2,20,5,8
1462922
17809
216024
REPAY HLDGS CORP
COM CL A
76029L100
17098
694181
SH
DFND
2,20,5,8
532310
0
161871
REPLIGEN CORP
COM
759916109
146277
1183375
SH
DFND
13,19,2,20,5,6,8
1064719
500
118156
REPLIMUNE GROUP INC
COM
76029N106
7067
284374
SH
DFND
2,20,5,8
227879
0
56495
REPRO MED SYS INC
COM
759910102
3337
371638
SH
DFND
2,20,5,8
294026
0
77612
ARDMORE SHIPPING CORP
COM
Y0207T100
2555
588692
SH
DFND
2,20,5
461876
0
126816
REPUBLIC BANCORP INC KY
CL A
760281204
7935
240495
SH
DFND
2,20,5,8
196528
666
43301
REPUBLIC FIRST BANCORP INC
COM
760416107
2212
906750
SH
DFND
2,20,5
745007
0
161743
REPUBLIC SVCS INC
COM
760759100
884804
10731577
SH
DFND
10,11,12,13,19,2,20,5,6,8
8777725
251380
1702472
RESEARCH FRONTIERS INC
COM
760911107
1208
297652
SH
DFND
2,20
236205
0
61447
RESIDEO TECHNOLOGIES INC
COM
76118Y104
53916
4600301
SH
DFND
1,12,13,2,20,5,8
3913342
1670
685289
RESMED INC
COM
761152107
1288993
6713506
SH
DFND
10,11,12,13,19,2,20,5,6,8
5680797
239004
793705
RESOLUTE FST PRODS INC
COM
76117W109
147
69603
SH
DFND
20,5
69603
0
0
RESONANT INC
COM
76118L102
1675
719006
SH
DFND
2,20
603468
0
115538
RESOURCES CONNECTION INC
COM
76122Q105
14332
1197349
SH
DFND
2,20,5,8
1059325
743
137281
RESTAURANT BRANDS INTL INC
COM
76131D103
1888
34559
SH
DFND
20,5,8
34331
0
228
ARENA PHARMACEUTICALS INC
COM NEW
040047607
130678
2075906
SH
DFND
2,20,5,8
1825244
890
249772
RESTORBIO INC
COM
76133L103
233
108280
SH
DFND
20
108280
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
70234
6198917
SH
DFND
10,2,20,5,8
5031854
33754
1133309
RETAIL PPTYS AMER INC
CL A
76131V202
85623
11697182
SH
DFND
10,12,13,2,20,5,8
9515044
71890
2110248
RETAIL VALUE INC
COM
76133Q102
4061
328564
SH
DFND
13,2,20,5
264871
0
63693
RETRACTABLE TECHNOLOGIES INC
COM
76129W105
1316
187489
SH
DFND
2,20
156406
0
31083
RETROPHIN INC
COM
761299106
37516
1838106
SH
DFND
2,20,5,8
1634522
0
203584
REV GROUP INC
COM
749527107
3554
582612
SH
DFND
2,20,5,8
463453
0
119159
REVANCE THERAPEUTICS INC
COM
761330109
32969
1350080
SH
DFND
2,20,5,8
1091210
0
258870
REVLON INC
CL A NEW
761525609
1559
157524
SH
DFND
2,20,5
125169
0
32355
REVOLUTION MEDICINES INC
COM
76155X100
8280
262289
SH
DFND
2,20,5,8
214188
0
48101
ARES CAPITAL CORP
COM
04010L103
1230
85087
SH
DFND
20
85087
0
0
REVOLVE GROUP INC
CL A
76156B107
284
19100
SH
DFND
20,8
13100
0
6000
REX AMERICAN RESOURCES CORP
COM
761624105
15650
225604
SH
DFND
2,20,5,8
203051
0
22553
REXFORD INDL RLTY INC
COM
76169C100
168531
4047118
SH
DFND
10,19,2,20,5,8
3039524
34575
973019
REXNORD CORP
COM
76169B102
66132
2268680
SH
DFND
2,20,5,8
1766456
800
501424
REYNOLDS CONSUMER PRODS INC
COM
76171L106
18015
518556
SH
DFND
2,20,6
449901
0
68655
RGC RES INC
COM
74955L103
3774
156150
SH
DFND
2,20,5
127439
0
28711
RH
COM
74967X103
136007
546431
SH
DFND
13,2,20,5,6,8
469107
100
77224
RHYTHM PHARMACEUTICALS INC
COM
76243J105
25344
1136492
SH
DFND
2,20,5,8
990200
0
146292
RIBBON COMMUNICATIONS INC
COM
762544104
6720
1709993
SH
DFND
2,20,5,8
1391905
2643
315445
RICHMOND MUT BANCORPORATION
COM
76525P100
2502
222596
SH
DFND
2,20
181949
0
40647
ABIOMED INC
COM
003654100
479580
1985345
SH
DFND
10,11,12,13,19,2,20,5,6,8
1658131
26200
301014
ARES CAPITAL CORP
NOTE 3.750% 2/0
04010LAT0
8967
8900000
PRN
DFND
2,5
8900000
0
0
RIGEL PHARMACEUTICALS INC
COM NEW
766559603
6522
3563702
SH
DFND
2,20,5,8
2682435
0
881267
RIGNET INC
COM
766582100
28
12867
SH
DFND
20
12867
0
0
RIMINI STR INC DEL
COM
76674Q107
1832
355701
SH
DFND
2,20
290367
0
65334
RING ENERGY INC
COM
76680V108
860
741282
SH
DFND
2,20
741282
0
0
RINGCENTRAL INC
CL A
76680R206
442177
1551444
SH
DFND
10,11,12,13,19,2,20,5,6,8
1282994
36121
232329
RINGCENTRAL INC
NOTE 3/1
76680RAD9
24772
7118000
PRN
DFND
2,5
7118000
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
1850
32924
SH
DFND
1,20
4603
0
28321
RITE AID CORP
COM
767754872
26074
1528384
SH
DFND
13,2,20,5,8
1277174
1202
250008
RIVERVIEW BANCORP INC
COM
769397100
2417
427772
SH
DFND
13,2,20
299571
0
128201
RLI CORP
COM
749607107
393846
4797148
SH
DFND
12,13,19,2,20,5,6,8
1893489
2712782
190877
ARES CAPITAL CORP
NOTE 4.625% 3/0
04010LAW3
9682
9658000
PRN
DFND
2,5
9658000
0
0
RLJ LODGING TR
COM
74965L101
68303
7227864
SH
DFND
10,13,2,20,5,8
5506576
47083
1674205
RMR GROUP INC
CL A
74967R106
9047
306985
SH
DFND
2,20,5,8
244980
893
61112
ROBERT HALF INTL INC
COM
770323103
270870
5127194
SH
DFND
10,11,12,13,19,2,20,5,6,8
4182987
180626
763581
ROCKET PHARMACEUTICALS INC
COM
77313F106
33245
1588389
SH
DFND
2,20,5,8
1421214
0
167175
ROCKWELL AUTOMATION INC
COM
773903109
1012372
4752921
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
4091932
76704
584285
ROCKWELL MED INC
COM
774374102
1689
866138
SH
DFND
2,20,5
655116
0
211022
ROCKY BRANDS INC
COM
774515100
2970
144474
SH
DFND
2,20
117494
0
26980
ROGERS COMMUNICATIONS INC
CL B
775109200
1494
36694
SH
DFND
2,20
36694
0
0
ROGERS CORP
COM
775133101
71061
570310
SH
DFND
2,20,5,8
486010
168
84132
ROKU INC
COM CL A
77543R102
222492
1909314
SH
DFND
10,11,12,13,19,2,20,5,6,8
1588497
42566
278251
ARES COML REAL ESTATE CORP
COM
04013V108
8388
887716
SH
DFND
2,20,5,8
725827
0
161889
ROLLINS INC
COM
775711104
313206
7388686
SH
DFND
10,11,12,13,19,2,20,5,6,8
5481502
255060
1652124
ROPER TECHNOLOGIES INC
COM
776696106
1686045
4342567
SH
DFND
10,11,12,13,19,2,20,5,6,8
3779166
63461
499940
ROSETTA STONE INC
COM
777780107
8783
520955
SH
DFND
2,20,5,8
428763
0
92192
ROSS STORES INC
COM
778296103
1322145
15510854
SH
DFND
10,11,12,13,19,2,20,5,6,8
13325068
427795
1757991
ROYAL BK CDA
COM
780087102
646
9523
SH
DFND
12,2,20
9256
0
267
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
396570
7884087
SH
DFND
10,11,12,13,19,2,20,5,6,8
6819327
126671
938089
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
580
19051
SH
DFND
20
19051
0
0
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
1064
32550
SH
DFND
2,20
32550
0
0
ROYAL GOLD INC
COM
780287108
221197
1779252
SH
DFND
13,19,2,20,5,6,8
1587853
599
190800
ROYALTY PHARMA PLC
SHS CL A
G7709Q104
1981
40800
SH
DFND
20,8
40800
0
0
ARES MANAGEMENT CORPORATION
CL A COM STK
03990B101
43983
1107884
SH
DFND
2,20,5,8
892916
3700
211268
RPC INC
COM
749660106
6146
1995449
SH
DFND
2,20,5,8
1706356
0
289093
RPM INTL INC
COM
749685103
440994
5875220
SH
DFND
10,11,12,13,19,2,20,5,6,8
5272068
77977
525175
RPT REALTY
SH BEN INT
74971D101
31957
4591452
SH
DFND
10,2,20,5,8
3790260
22121
779071
RTI SURGICAL HOLDINGS INC
COM
74975N105
3515
1105485
SH
DFND
2,20,5
898035
0
207450
RUBICON PROJ INC
COM
78112V102
17489
2621971
SH
DFND
2,20,5,8
2169691
0
452280
RUBIUS THERAPEUTICS INC
COM
78116T103
4079
682024
SH
DFND
2,20,5,8
541175
0
140849
RUSH ENTERPRISES INC
CL A
781846209
26335
635195
SH
DFND
10,2,20,5,8
496340
23434
115421
RUSH ENTERPRISES INC
CL B
781846308
4243
118975
SH
DFND
10,2,20,5
81966
7029
29980
RUTHS HOSPITALITY GROUP INC
COM
783332109
8241
1009892
SH
DFND
2,20,5,8
882375
9000
118517
RYANAIR HOLDINGS PLC
SPONSORED ADS
783513203
4256
64152
SH
DFND
2,20,8
64152
0
0
ARGAN INC
COM
04010E109
14934
315186
SH
DFND
2,20,5,8
246825
0
68361
RYDER SYS INC
COM
783549108
54768
1460089
SH
DFND
12,13,2,20,5,6,8
1342203
831
117055
RYERSON HLDG CORP
COM
783754104
1572
279227
SH
DFND
2,20
231162
0
48065
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
67899
1962386
SH
DFND
10,13,2,20,5,8
1616111
17279
328996
S & T BANCORP INC
COM
783859101
32754
1396775
SH
DFND
2,20,5,8
1224896
536
171343
S&P GLOBAL INC
COM
78409V104
3639064
11044870
SH
DFND
10,11,12,13,19,2,20,5,6,8
9574313
182898
1287659
SABINE ROYALTY TR
UNIT BEN INT
785688102
454
16376
SH
DFND
2
16376
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
133479
9250077
SH
DFND
10,19,2,20,5,6,8
7176410
59983
2013684
SABRE CORP
COM
78573M104
52724
6541429
SH
DFND
13,2,20,5,6,8
5958213
3300
579916
SACHEM CAP CORP
COM
78590A109
32
10700
SH
DFND
20
10700
0
0
SAFE BULKERS INC
COM
Y7388L103
778
637641
SH
DFND
2,20
469682
0
167959
ARGENX SE
SPONSORED ADR
04016X101
360
1599
SH
DFND
13,20
399
0
1200
SAFEGUARD SCIENTIFICS INC
COM NEW
786449207
2568
366924
SH
DFND
2,20,5
298110
0
68814
SAFEHOLD INC
COM
78645L100
27779
481848
SH
DFND
2,20,5,8
403417
0
78431
SAFETY INS GROUP INC
COM
78648T100
39537
518446
SH
DFND
13,19,2,20,5,8
435088
6200
77158
SAGA COMMUNICATIONS INC
CL A NEW
786598300
1828
71393
SH
DFND
2,20
56344
0
15049
SAGE THERAPEUTICS INC
COM
78667J108
88039
2117336
SH
DFND
13,19,2,20,5,8
2009593
800
106943
SAIA INC
COM
78709Y105
93198
838261
SH
DFND
2,20,5,8
719375
500
118386
SAILPOINT TECHNLGIES HLDGS I
COM
78781P105
50815
1919708
SH
DFND
2,20,5,8
1513906
0
405802
SALESFORCE COM INC
COM
79466L302
6825342
36434857
SH
DFND
10,11,12,13,19,2,20,5,6,8
31727628
444251
4262978
SALISBURY BANCORP INC
COM
795226109
1086
26500
SH
DFND
2,20
20800
0
5700
SALLY BEAUTY HLDGS INC
COM
79546E104
49205
3926975
SH
DFND
12,13,2,20,5,6,8
3403530
646
522799
ARGO GROUP INTL HLDGS LTD
COM
G0464B107
30321
870529
SH
DFND
19,2,20,5,8
705469
217
164843
SANDERSON FARMS INC
COM
800013104
112124
967505
SH
DFND
12,19,2,20,5,6,8
868067
144
99294
SANDRIDGE ENERGY INC
COM NEW
80007P869
69
53643
SH
DFND
20
53643
0
0
SANDY SPRING BANCORP INC
COM
800363103
25573
1031991
SH
DFND
2,20,5,8
841866
0
190125
SANFILIPPO JOHN B & SON INC
COM
800422107
23903
280120
SH
DFND
2,20,5,6,8
238605
0
41515
SANGAMO THERAPEUTICS INC
COM
800677106
58141
6488918
SH
DFND
2,20,5,8
5986318
100
502500
SANMINA CORPORATION
COM
801056102
58774
2347188
SH
DFND
12,2,20,5,8
2023237
833
323118
SANOFI
SPONSORED ADR
80105N105
4175
81773
SH
DFND
2,20
81773
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
18150
985891
SH
DFND
12,13,19,2,20,5,8
833629
0
152262
SAP SE
SPON ADR
803054204
7745
55323
SH
DFND
2,20
55323
0
0
SAPIENS INTL CORP N V
SHS
G7T16G103
9576
342254
SH
DFND
2,20,5
302670
0
39584
ARISTA NETWORKS INC
COM
040413106
476668
2269523
SH
DFND
10,11,12,13,19,2,20,5,6,8
1962407
52288
254828
SAREPTA THERAPEUTICS INC
COM
803607100
294375
1835945
SH
DFND
10,11,12,13,19,2,20,5,6,8
1553181
37154
245610
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
34600
15030000
PRN
DFND
2,5
15030000
0
0
SASOL LTD
SPONSORED ADR
803866300
79
10218
SH
DFND
5
10218
0
0
SATSUMA PHARMACEUTICALS INC
COM
80405P107
3947
137230
SH
DFND
2,20,5
110696
0
26534
SAUL CTRS INC
COM
804395101
18508
573540
SH
DFND
10,2,20,5,8
457168
3393
112979
SAVARA INC
COM
805111101
1839
738562
SH
DFND
2,20
611055
0
127507
SB FINL GROUP INC
COM
78408D105
1274
76680
SH
DFND
2,20
55968
0
20712
SB ONE BANCORP
COM
78413T103
3348
169948
SH
DFND
2,20
132859
0
37089
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
1469621
4932937
SH
DFND
10,11,12,13,19,2,20,5,6,8
4110381
61772
760784
SCANSOURCE INC
COM
806037107
22847
948408
SH
DFND
2,20,5,8
820225
1058
127125
ARLINGTON ASSET INVST CORP
CL A NEW
041356205
2434
819557
SH
DFND
2,20,5
703102
0
116455
SCHLUMBERGER LTD
COM
806857108
1431089
77291021
SH
DFND
10,11,12,13,19,2,20,5,6,8
70569076
683344
6038601
SCHNEIDER NATIONAL INC
CL B
80689H102
23473
949078
SH
DFND
2,20,5,8
832594
0
116484
SCHNITZER STL INDS
CL A
806882106
30253
1715017
SH
DFND
2,20,5,8
1589117
314
125586
SCHOLAR ROCK HLDG CORP
COM
80706P103
7759
426101
SH
DFND
2,20,5,8
332212
0
93889
SCHOLASTIC CORP
COM
807066105
30288
1011622
SH
DFND
2,20,5,6,8
875008
73
136541
SCHRODINGER INC
COM
80810D103
25368
277031
SH
DFND
2,20,5,8
227279
0
49752
SCHWAB CHARLES CORP
COM
808513105
1593995
47243490
SH
DFND
10,12,13,19,2,20,5,6,8
41058334
1002589
5182567
SCHWAB STRATEGIC TR
INTRM TRM TRES
808524854
85231
1450000
SH
DFND
2
1450000
0
0
SCHWAB STRATEGIC TR
US REIT ETF
808524847
627
17797
SH
DFND
1
17797
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
43035
1288090
SH
DFND
2,20,5
1161734
64
126292
ARLO TECHNOLOGIES INC
COM
04206A101
5815
2253923
SH
DFND
2,20,5
1976285
0
277638
SCIENCE APPLICATIONS INTL CO
COM
808625107
99957
1286780
SH
DFND
1,13,2,20,5,6,8
1168945
833
117002
SCIENTIFIC GAMES CORP
COM
80874P109
27739
1794237
SH
DFND
13,2,20,5,6,8
1539377
1300
253560
SCIPLAY CORP
CL A
809087109
203
13700
SH
DFND
20
13700
0
0
SCORPIO BULKERS INC
COM
Y7546A130
1531
100052
SH
DFND
2,20,5
79355
0
20697
SCORPIO TANKERS INC
SHS
Y7542C130
11081
865064
SH
DFND
2,20,5
687100
0
177964
SCOTTS MIRACLE GRO CO
CL A
810186106
136393
1014302
SH
DFND
13,2,20,5,6,8
921052
385
92865
SCPHARMACEUTICALS INC
COM
810648105
388
52681
SH
DFND
2,20
42732
0
9949
SCRIPPS E W CO OHIO
CL A NEW
811054402
15008
1715186
SH
DFND
2,20,5,8
1494344
1039
219803
SCULPTOR CAP MGMT
COM CL A
811246107
4054
313573
SH
DFND
2,20,5
252203
0
61370
SEA LTD
NOTE 2.250% 7/0
81141RAB6
65306
12035000
PRN
DFND
2,5
12035000
0
0
1LIFE HEALTHCARE INC
COM
68269G107
14716
405174
SH
DFND
2,20,5,8
322254
0
82920
ABM INDS INC
COM
000957100
230745
6356606
SH
DFND
2,20,5,6,8
6034756
376
321474
ARMADA HOFFLER PPTYS INC
COM
04208T108
27159
2729519
SH
DFND
10,2,20,5,8
2198865
15700
514954
SEA LTD
SPONSORED ADS
81141R100
28304
263929
SH
DFND
10,13,2,20,5,8
258429
0
5500
SEABOARD CORP
COM
811543107
9288
3166
SH
DFND
2,20,5,8
2620
1
545
SEACHANGE INTL INC
COM
811699107
514
340203
SH
DFND
2,20
286303
0
53900
SEACOAST BKG CORP FLA
COM NEW
811707801
36804
1804109
SH
DFND
2,20,5,8
1578294
0
225815
SEACOR HOLDINGS INC
COM
811904101
21333
753300
SH
DFND
2,20,5,8
672641
100
80559
SEACOR MARINE HLDGS INC
COM
78413P101
35
13602
SH
DFND
20,5
13602
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
525963
10722797
SH
DFND
10,11,12,13,19,2,20,5,6,8
8846006
372231
1504560
SEALED AIR CORP NEW
COM
81211K100
237477
7229132
SH
DFND
10,11,12,13,19,2,20,5,6,8
6032923
102868
1093341
SEASPINE HLDGS CORP
COM
81255T108
4687
447617
SH
DFND
2,20,5
366683
0
80934
SEATTLE GENETICS INC
COM
812578102
500891
2947802
SH
DFND
10,11,12,13,19,2,20,5,6,8
2503668
58058
386076
ARMOUR RESIDENTIAL REIT INC
COM NEW
042315507
19760
2104383
SH
DFND
2,20,5,8
1842063
1237
261083
SEAWORLD ENTMT INC
COM
81282V100
15645
1056351
SH
DFND
2,20,5,8
832188
0
224163
SECUREWORKS CORP
CL A
81374A105
1840
161013
SH
DFND
2,20
128694
0
32319
SECURITY NATL FINL CORP
CL A NEW
814785309
651
96570
SH
DFND
2,20
75170
0
21400
SEI INVTS CO
COM
784117103
311849
5672037
SH
DFND
10,12,13,19,2,20,5,6,8
4983025
184334
504678
SELECT BANCORP INC NEW
COM
81617L108
2642
324535
SH
DFND
2,20
273384
0
51151
SELECT ENERGY SVCS INC
CL A COM
81617J301
10520
2146857
SH
DFND
2,20,5,8
1902366
0
244491
SELECT MED HLDGS CORP
COM
81619Q105
53592
3638298
SH
DFND
2,20,5,8
3150966
2000
485332
SELECT SECTOR SPDR TR
COMMUNICATION
81369Y852
8864
164031
SH
DFND
2
164031
0
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
1851
48903
SH
DFND
2
48903
0
0
SELECT SECTOR SPDR TR
RL EST SEL SEC
81369Y860
1676
48134
SH
DFND
12
48134
0
0
ARMSTRONG FLOORING INC
COM
04238R106
148
49592
SH
DFND
20,5
40607
0
8985
SELECT SECTOR SPDR TR
SBI CONS DISCR
81369Y407
1014
7943
SH
DFND
2
7943
0
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
1719
29312
SH
DFND
2
29312
0
0
SELECT SECTOR SPDR TR
SBI HEALTHCARE
81369Y209
129217
1291268
SH
DFND
1,12,2,20
1117420
0
173848
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
111934
4837252
SH
DFND
1,12,2,20
4159177
0
678075
SELECT SECTOR SPDR TR
SBI INT-UTILS
81369Y886
1608
28492
SH
DFND
2
28492
0
0
SELECT SECTOR SPDR TR
TECHNOLOGY
81369Y803
144146
1379524
SH
DFND
1,12,2,20
1203694
0
175830
SELECTA BIOSCIENCES INC
COM
816212104
3184
1121231
SH
DFND
2,20,5
920435
0
200796
SELECTIVE INS GROUP INC
COM
816300107
109170
2069973
SH
DFND
12,13,2,20,5,6,8
1809350
741
259882
SEMPRA ENERGY
6% PFD CONV A
816851406
36440
374400
SH
DFND
2
374400
0
0
SEMPRA ENERGY
6.75% CNV PFD B
816851505
8525
87000
SH
DFND
2
87000
0
0
ARMSTRONG WORLD INDS INC
COM
04247X102
59265
760201
SH
DFND
19,2,20,5,8
656376
351
103474
SEMPRA ENERGY
COM
816851109
1924433
16271322
SH
DFND
10,11,12,13,19,2,20,5,6,8
14364780
196403
1710139
SEMTECH CORP
COM
816850101
123469
2364403
SH
DFND
13,19,2,20,5,6,8
2069421
451
294531
SENECA FOODS CORP NEW
CL A
817070501
7567
223809
SH
DFND
2,20,5
197559
0
26250
SENSATA TECHNOLOGIES HLDNG P
SHS
G8060N102
123031
3304609
SH
DFND
10,11,12,13,19,2,20,5,6,8
2680749
93738
530122
SENSEONICS HLDGS INC
COM
81727U105
37
94000
SH
DFND
20
94000
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
70591
1353357
SH
DFND
13,19,2,20,5,6,8
1150338
760
202259
SEQUENTIAL BRNDS GROUP INC N
COM
81734P107
4
18575
SH
DFND
20
18575
0
0
SERES THERAPEUTICS INC
COM
81750R102
3889
816919
SH
DFND
2,20,5
670517
0
146402
SERITAGE GROWTH PPTYS
CL A
81752R100
12526
1098790
SH
DFND
2,20,5,8
911246
300
187244
SERVICE CORP INTL
COM
817565104
168488
4332414
SH
DFND
13,2,20,5,6,8
3943616
2037
386761
ARROW ELECTRS INC
COM
042735100
235852
3433577
SH
DFND
10,11,12,13,19,2,20,5,6,8
2470121
85552
877904
SERVICE PPTYS TR
COM SH BEN INT
81761L102
66057
9316948
SH
DFND
10,12,13,2,20,5,6,8
7654664
48829
1613455
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
57372
1607521
SH
DFND
12,13,19,2,20,5,8
1315704
2100
289717
SERVICENOW INC
COM
81762P102
3155240
7789561
SH
DFND
10,11,12,13,19,2,20,5,6,8
6784622
105563
899376
SERVICENOW INC
NOTE 6/0
81762PAC6
59826
19940000
PRN
DFND
2,5
19940000
0
0
SERVICESOURCE INTL INC
COM
81763U100
1499
948699
SH
DFND
2,20
753599
0
195100
SERVISFIRST BANCSHARES INC
COM
81768T108
56849
1582023
SH
DFND
2,20,5,8
1374235
0
207788
SFL CORPORATION LTD
SHS
G7738W106
16913
1820535
SH
DFND
10,2,20,5,8
1486737
0
333798
SHAKE SHACK INC
CL A
819047101
54038
1019964
SH
DFND
2,20,5,8
870599
0
149365
SHARPS COMPLIANCE CORP
COM
820017101
1147
163227
SH
DFND
2,20
130031
0
33196
SHENANDOAH TELECOMMUNICATION
COM
82312B106
77349
1569259
SH
DFND
19,2,20,5,8
1321547
900
246812
ARROW FINL CORP
COM
042744102
10171
342120
SH
DFND
13,2,20,5,8
259277
52
82791
SHERWIN WILLIAMS CO
COM
824348106
2067287
3577549
SH
DFND
10,11,12,13,19,2,20,5,6,8
3099330
41187
437032
SHILOH INDS INC
COM
824543102
30
18494
SH
DFND
20
18494
0
0
SHINHAN FINANCIAL GROUP CO L
SPN ADR RESTRD
824596100
772
32076
SH
DFND
2,20,5
32076
0
0
SHOCKWAVE MED INC
COM
82489T104
24966
527041
SH
DFND
2,20,5,8
409762
0
117279
SHOE CARNIVAL INC
COM
824889109
9581
327348
SH
DFND
2,20,5,8
282491
0
44857
SHOPIFY INC
CL A
82509L107
28215
29725
SH
DFND
2
29725
0
0
SHORE BANCSHARES INC
COM
825107105
3108
280231
SH
DFND
13,2,20,5
222014
0
58217
SHOTSPOTTER INC
COM
82536T107
4070
161521
SH
DFND
2,20,5,8
129231
0
32290
SHUTTERSTOCK INC
COM
825690100
23271
665443
SH
DFND
2,20,5,6,8
579954
0
85489
SHYFT GROUP INC
COM
825698103
11749
697696
SH
DFND
2,20,5,8
548256
0
149440
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
211262
4891447
SH
DFND
13,2,20,5,6,8
4438122
700
452625
SI BONE INC
COM
825704109
6828
428340
SH
DFND
2,20,5,8
342678
0
85662
SIEBERT FINL CORP
COM
826176109
652
128936
SH
DFND
2,20
99684
0
29252
SIENTRA INC
COM
82621J105
2813
726756
SH
DFND
2,20,5
583405
0
143351
SIERRA BANCORP
COM
82620P102
5851
309881
SH
DFND
13,2,20,5
226203
0
83678
SIGA TECHNOLOGIES INC
COM
826917106
6589
1114891
SH
DFND
2,20,5,8
900428
0
214463
SIGNATURE BK NEW YORK N Y
COM
82669G104
229076
2142503
SH
DFND
10,12,13,19,2,20,5,6,8
1895663
64558
182282
SIGNET JEWELERS LIMITED
SHS
G81276100
23675
2305242
SH
DFND
12,13,2,20,5,8
2055553
1559
248130
SILGAN HOLDINGS INC
COM
827048109
63589
1963243
SH
DFND
2,20,5,6,8
1765280
484
197479
SILICOM LTD
ORD
M84116108
233
6362
SH
DFND
2
6362
0
0
SILICON LABORATORIES INC
COM
826919102
158066
1576405
SH
DFND
13,19,2,20,5,6,8
1365284
505
210616
ARTESIAN RESOURCES CORP
CL A
043113208
6448
177674
SH
DFND
13,2,20,5
142113
0
35561
SILICON LABORATORIES INC
NOTE 1.375% 3/0
826919AB8
9827
8087000
PRN
DFND
2
8087000
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
6687
137110
SH
DFND
10,13,19,2,20,5
115510
0
21600
SILK RD MED INC
COM
82710M100
31567
753564
SH
DFND
2,20,5,8
624663
0
128901
SILVERBOW RES INC
COM
82836G102
67
20732
SH
DFND
20
20732
0
0
SILVERCREST ASSET MGMT GROUP
CL A
828359109
1559
122695
SH
DFND
2,20
94493
0
28202
SILVERGATE CAP CORP
CL A
82837P408
3121
222926
SH
DFND
2,20,5
148691
0
74235
SIMMONS 1ST NATL CORP
CL A $1 PAR
828730200
78780
4561826
SH
DFND
2,20,5,8
4066983
1400
493443
SIMON PPTY GROUP INC NEW
COM
828806109
1350588
19751218
SH
DFND
10,11,12,13,19,2,20,5,6,8
16199762
272758
3278698
SIMPLY GOOD FOODS CO
COM
82900L102
33155
1784433
SH
DFND
2,20,5,8
1410870
0
373563
SIMPSON MANUFACTURING CO INC
COM
829073105
110399
1308662
SH
DFND
2,20,5,8
1099513
680
208469
ARTISAN PARTNERS ASSET MGMT
CL A
04316A108
40138
1235022
SH
DFND
2,20,5,8
963445
22400
249177
SIMULATIONS PLUS INC
COM
829214105
28251
472270
SH
DFND
2,20,5,8
418375
0
53895
SINA CORP
ORD
G81477104
49938
1390645
SH
DFND
10,11,12,13,19,2,20,5,8
1098231
48300
244114
SINCLAIR BROADCAST GROUP INC
CL A
829226109
20814
1127541
SH
DFND
2,20,5,8
890164
10238
227139
SINOVAC BIOTECH LTD
SHS
P8696W104
1041
160875
SH
DFND
2
160875
0
0
SIRIUS XM HOLDINGS INC
COM
82968B103
181352
30894669
SH
DFND
10,11,12,13,19,2,20,5,6,8
23314034
753406
6827229
SITE CENTERS CORP
COM
82981J109
66066
8156330
SH
DFND
10,12,13,2,20,5,8
6590048
44641
1521641
SITEONE LANDSCAPE SUPPLY INC
COM
82982L103
98518
864422
SH
DFND
13,19,2,20,5,8
671263
300
192859
SITIME CORP
COM
82982T106
3959
83513
SH
DFND
2,20,5
65001
0
18512
SIX FLAGS ENTMT CORP NEW
COM
83001A102
37953
1975669
SH
DFND
12,13,2,20,5,6,8
1808651
700
166318
SJW GROUP
COM
784305104
37111
597501
SH
DFND
13,19,2,20,5,8
450273
0
147228
ARVINAS INC
COM
04335A105
23529
701511
SH
DFND
2,20,5,8
582899
0
118612
SK TELECOM LTD
SPONSORED ADR
78440P108
9210
476699
SH
DFND
10,2,20,5
474491
0
2208
SKECHERS U S A INC
CL A
830566105
154062
4909569
SH
DFND
12,13,19,2,20,5,6,8
4622750
1936
284883
SKYLINE CHAMPION CORPORATION
COM
830830105
31461
1292583
SH
DFND
2,20,5,8
1059931
0
232652
SKYWEST INC
COM
830879102
58019
1778648
SH
DFND
10,13,2,20,5,8
1575911
13335
189402
SKYWORKS SOLUTIONS INC
COM
83088M102
1005392
7863226
SH
DFND
10,11,12,13,19,2,20,5,6,8
6515042
328989
1019195
SL GREEN RLTY CORP
COM
78440X101
244464
4930478
SH
DFND
10,12,13,19,2,20,5,6,8
4068189
23134
839155
SLACK TECHNOLOGIES INC
COM CL A
83088V102
206737
6649617
SH
DFND
10,11,12,13,19,2,20,5,6,8
5761992
150138
737487
SLEEP NUMBER CORP
COM
83125X103
35003
840611
SH
DFND
2,20,5,8
716929
300
123382
SLM CORP
COM
78442P106
65639
9336964
SH
DFND
1,12,13,2,20,5,6,8
8221399
5927
1109638
SM ENERGY CO
COM
78454L100
34327
9153789
SH
DFND
12,2,20,5,8
8730013
0
423776
ABRAXAS PETE CORP
COM
003830106
27
115453
SH
DFND
20
115453
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
52499
678892
SH
DFND
12,2,20,5,8
594181
159
84552
SMART GLOBAL HLDGS INC
SHS
G8232Y101
18279
672514
SH
DFND
2,20,5,8
613223
0
59291
SMART SAND INC
COM
83191H107
18
16800
SH
DFND
20
16800
0
0
SMARTFINANCIAL INC
COM NEW
83190L208
3787
234024
SH
DFND
2,20,5
185589
0
48435
SMARTSHEET INC
COM CL A
83200N103
66708
1310063
SH
DFND
13,19,2,20,5,8
1069161
700
240202
SMILEDIRECTCLUB INC
CL A COM
83192H106
8225
1041129
SH
DFND
2,20,5,8
1036929
0
4200
SMITH & NEPHEW GROUP PLC
SPDN ADR NEW
83175M205
5017
131607
SH
DFND
1,2,20
116710
0
14897
SMITH & WESSON BRANDS INC
COM
831754106
21970
1020900
SH
DFND
2,20,5
854121
100
166679
SMITH A O CORP
COM
831865209
425703
9034438
SH
DFND
10,11,12,13,19,2,20,5,6,8
8161412
195774
677252
SMITH MICRO SOFTWARE INC
COM NEW
832154207
1593
357213
SH
DFND
2,20
280031
0
77182
SMUCKER J M CO
COM NEW
832696405
750765
7095404
SH
DFND
10,11,12,13,19,2,20,5,6,8
6172367
131977
791060
ASCENA RETAIL GROUP INC
COM NEW
04351G200
28
19218
SH
DFND
2,20
19218
0
0
SNAP INC
CL A
83304A106
231665
9862284
SH
DFND
10,11,12,13,19,2,20,5,6,8
7726388
412245
1723651
SNAP ON INC
COM
833034101
332987
2404062
SH
DFND
10,11,12,13,19,2,20,5,6,8
2006328
74892
322842
SOCIEDAD QUIMICA Y MINERA DE
SPON ADR SER B
833635105
24953
957169
SH
DFND
13,19,2,20,5,8
954562
0
2607
SOGOU INC
ADR REPSTG A
83409V104
282
67539
SH
DFND
13,2,5
42439
0
25100
SOHU COM LTD
SPONSORED ADS
83410S108
6856
744415
SH
DFND
13,2,20,5
670121
700
73594
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
166511
1199819
SH
DFND
13,2,20,5,6,8
1088461
500
110858
SOLARIS OILFIELD INFRSTR INC
COM CL A
83418M103
4701
633616
SH
DFND
2,20,5
522892
0
110724
SOLARWINDS CORP
COM
83417Q105
10943
619273
SH
DFND
2,20,5,8
562061
0
57212
SOLENO THERAPEUTICS INC
COM NEW
834203200
663
298860
SH
DFND
2,20
218636
0
80224
SOLID BIOSCIENCES INC
COM
83422E105
940
320772
SH
DFND
2,20
244040
0
76732
ASCENDIS PHARMA A S
SPONSORED ADR
04351P101
2718
18379
SH
DFND
13,19,2,20,5
15279
0
3100
SOLITARIO ZINC CORP
COM
8342EP107
4
11586
SH
DFND
20
11586
0
0
SOLITON INC
COM
834251100
680
87370
SH
DFND
2,20
65968
0
21402
SONIC AUTOMOTIVE INC
CL A
83545G102
29201
912128
SH
DFND
2,20,5,8
803260
0
108868
SONOCO PRODS CO
COM
835495102
308037
5890934
SH
DFND
12,13,19,2,20,5,6,8
5644043
864
246027
SONOS INC
COM
83570H108
24307
1661426
SH
DFND
2,20,5,8
1250545
0
410881
SONY CORP
SPONSORED ADR
835699307
3052
44147
SH
DFND
2,20
44147
0
0
SORRENTO THERAPEUTICS INC
COM NEW
83587F202
62740
9990515
SH
DFND
2,20,5,8
9390872
0
599643
SOUTH JERSEY INDS INC
COM
838518108
264554
10463604
SH
DFND
12,2,20,5,8
10094495
1376
367733
SOUTH PLAINS FINANCIAL INC
COM
83946P107
2456
172470
SH
DFND
2,20
135449
0
37021
SOUTH ST CORP
COM
840441109
89306
1873820
SH
DFND
2,20,5,8
1541573
1110
331137
ASE TECHNOLOGY HOLDING CO LT
SPONSORED ADS
00215W100
143
31388
SH
DFND
20
31388
0
0
SOUTHERN CO
COM
842587107
2898298
55897740
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
48932632
610176
6354932
SOUTHERN CO
UNIT 08/01/2022
842587602
29536
669000
SH
DFND
2
669000
0
0
SOUTHERN COPPER CORP
COM
84265V105
160521
4036237
SH
DFND
10,12,13,19,2,20,5,8
1954424
50676
2031137
SOUTHERN FIRST BANCSHARES IN
COM
842873101
3636
131212
SH
DFND
2,20,5
107840
0
23372
SOUTHERN MO BANCORP INC
COM
843380106
3832
157713
SH
DFND
2,20
111313
0
46400
SOUTHERN NATL BANCORP OF VA
COM
843395104
4403
454413
SH
DFND
2,20
356544
0
97869
SOUTHSIDE BANCSHARES INC
COM
84470P109
32759
1181775
SH
DFND
2,20,5,8
1039453
0
142322
SOUTHWEST AIRLS CO
COM
844741108
1495475
43752940
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
15901778
187308
27663854
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
70375
58700000
PRN
DFND
2,5
58700000
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
123884
1794119
SH
DFND
13,19,2,20,5,6,8
1539823
773
253523
ASGN INC
COM
00191U102
112420
1685963
SH
DFND
13,19,2,20,5,6,8
1448522
476
236965
SOUTHWESTERN ENERGY CO
COM
845467109
90042
35172798
SH
DFND
10,12,13,2,20,5
32922104
69442
2181252
SP PLUS CORP
COM
78469C103
10165
490849
SH
DFND
2,20,5,8
385040
0
105809
SPARK ENERGY INC
CL A COM
846511103
1629
230458
SH
DFND
2,20,5
192714
0
37744
SPARTANNASH CO
COM
847215100
29865
1405396
SH
DFND
10,2,20,5,8
1233967
7123
164306
SPDR GOLD TR
GOLD SHS
78463V107
82619
493632
SH
DFND
10,12,20,8
264742
0
228890
SPDR INDEX SHS FDS
DJ GLB RL ES ETF
78463X749
102925
2637083
SH
DFND
1,2
2631381
20
5682
SPDR INDEX SHS FDS
DJ INTL RL ETF
78463X863
57218
1985351
SH
DFND
1,12,2,20
1973580
1922
9849
SPDR INDEX SHS FDS
EURO STOXX 50
78463X202
4734
133240
SH
DFND
10
0
0
133240
SPDR INDEX SHS FDS
LOW CARBON ETF
78463X194
9923
107100
SH
DFND
10
0
0
107100
SPDR INDEX SHS FDS
MSCI ACWI EXUS
78463X848
22862
1008917
SH
DFND
1
1005406
0
3511
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
69
94979
SH
DFND
20
94979
0
0
SPDR INDEX SHS FDS
PORTFOLIO DEVLPD
78463X889
124964
4524406
SH
DFND
12,2,20
1031257
0
3493149
SPDR INDEX SHS FDS
PORTFOLIO EMG MK
78463X509
51057
1525920
SH
DFND
12,19,2,5
433292
0
1092628
SPDR INDEX SHS FDS
S&P GBLINF ETF
78463X855
5121
117018
SH
DFND
5
117018
0
0
SPDR INDEX SHS FDS
S&P GLBDIV ETF
78463X459
7033
133500
SH
DFND
10
0
0
133500
SPDR INDEX SHS FDS
S&P INTL ETF
78463X772
417
12576
SH
DFND
1
7960
0
4616
SPDR INDEX SHS FDS
S&P INTL SMLCP
78463X871
90893
3323313
SH
DFND
1,2,20
3150143
41478
131692
SPDR S&P 500 ETF TR
TR UNIT
78462F103
1840262
5943690
SH
DFND
1,10,12,2,20
5429872
1401
512417
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
44926
138312
SH
DFND
1,20
96318
1611
40383
SPDR SER TR
BLMBRG BRC CNVRT
78464A359
40794
674289
SH
DFND
2
674289
0
0
SPDR SER TR
BLOMBERG 1 10 YR
78468R861
315932
15540180
SH
DFND
2
15540180
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
112170
1623303
SH
DFND
10,12,13,2,20,5,6,8
1279113
15118
329072
SPDR SER TR
BLOMBERG BRC INV
78468R200
5396
177043
SH
DFND
20
0
0
177043
SPDR SER TR
BLOMBERG INTL TR
78464A516
7037
243423
SH
DFND
1,20
18720
0
224703
SPDR SER TR
BLOMBRG BRC EMRG
78464A391
3985
152052
SH
DFND
1
152052
0
0
SPDR SER TR
BLOMBRG BRC INTL
78464A151
3005
89377
SH
DFND
20
0
0
89377
SPDR SER TR
BLOOMBERG BRCLYS
78468R622
921765
9111956
SH
DFND
19,2,20,5,8
7833586
0
1278370
SPDR SER TR
BLOOMBERG SRT TR
78468R408
11333
449704
SH
DFND
12,20
174247
0
275457
SPDR SER TR
DJ REIT ETF
78464A607
37093
475370
SH
DFND
1,2,20
251108
9836
214426
SPDR SER TR
FTSE INT GVT ETF
78464A490
32211
613546
SH
DFND
20
613546
0
0
SPDR SER TR
PORTFLI HIGH YLD
78468R606
2765
112800
SH
DFND
10
0
0
112800
SPDR SER TR
PORTFLI INTRMDIT
78464A672
13664
411312
SH
DFND
1,12,2
411312
0
0
ASML HOLDING N V
N Y REGISTRY SHS
N07059210
71405
194004
SH
DFND
2,20,5
193961
43
0
SPDR SER TR
PORTFLI MORTGAGE
78464A383
15507
578818
SH
DFND
2
578818
0
0
SPDR SER TR
PORTFLI TIPS ETF
78464A656
129743
4304686
SH
DFND
1,2,20
81995
0
4222691
SPDR SER TR
PORTFOLIO AGRGTE
78464A649
331739
10749797
SH
DFND
1,2,20
1227062
4618
9518117
SPDR SER TR
PORTFOLIO INTRMD
78464A375
325917
8921887
SH
DFND
1,12,2,20
7935567
112360
873960
SPDR SER TR
PORTFOLIO LN COR
78464A367
100342
3165355
SH
DFND
12,2,20
1989514
0
1175841
SPDR SER TR
PORTFOLIO LN TSR
78464A664
456812
9738062
SH
DFND
12,2,20
9261582
0
476480
SPDR SER TR
PORTFOLIO S&P500
78464A854
30306
836038
SH
DFND
12
836038
0
0
SPDR SER TR
PORTFOLIO SH TSR
78468R101
113907
3707919
SH
DFND
1,2
3707919
0
0
SPDR SER TR
PORTFOLIO SHORT
78464A474
318787
10171898
SH
DFND
1,2,20
1050013
0
9121885
SPDR SER TR
S&P 600 SML CAP
78464A813
4892
82882
SH
DFND
20
0
0
82882
ASPEN AEROGELS INC
COM
04523Y105
1471
223506
SH
DFND
2,20
177148
0
46358
SPDR SER TR
S&P DIVID ETF
78464A763
7425
81416
SH
DFND
1
76581
0
4835
SPDR SER TR
S&P REGL BKG
78464A698
788
20516
SH
DFND
20
0
0
20516
SPDR SER TR
WELLS FG PFD ETF
78464A292
38022
908526
SH
DFND
1,2
908526
0
0
SPECTRUM BRANDS HLDGS INC NE
COM
84790A105
25770
561441
SH
DFND
12,13,2,20,5,8
463563
271
97607
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
22935
6785536
SH
DFND
2,20,5,8
6283039
0
502497
SPERO THERAPEUTICS INC
COM
84833T103
3904
288574
SH
DFND
2,20
239055
0
49519
SPIRE INC
COM
84857L101
112977
1702113
SH
DFND
13,19,2,20,5,6,8
1385442
439
316232
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
77067
3218277
SH
DFND
12,13,2,20,5,8
2988600
887
228790
SPIRIT AIRLS INC
COM
848577102
31502
1769798
SH
DFND
13,2,20,5,8
1455011
0
314787
SPIRIT OF TEX BANCSHARES INC
COM
84861D103
2985
242480
SH
DFND
2,20
187626
0
54854
ASPEN GROUP INC
COM NEW
04530L203
1908
210821
SH
DFND
2,20,5
168050
0
42771
SPIRIT RLTY CAP INC NEW
COM NEW
84860W300
168874
4759929
SH
DFND
10,12,13,19,2,20,5,6,8
3909801
29853
820275
SPLUNK INC
COM
848637104
656803
3305502
SH
DFND
10,11,12,13,19,2,20,5,6,8
2741694
74749
489059
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
28025
19523000
PRN
DFND
2,5
19523000
0
0
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
34863
23652000
PRN
DFND
2,5
23652000
0
0
SPOK HLDGS INC
COM
84863T106
5717
611460
SH
DFND
2,20,5
542605
0
68855
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
12787
897331
SH
DFND
2,20,5
746233
0
151098
SPOTIFY TECHNOLOGY S A
SHS
L8681T102
349422
1353354
SH
DFND
10,12,13,19,2,20,5,6,8
1214027
0
139327
SPRINGWORKS THERAPEUTICS INC
COM
85205L107
15773
375536
SH
DFND
2,20,5,8
302678
0
72858
SPROUT SOCIAL INC
COM CL A
85209W109
4704
174210
SH
DFND
2,20,5,8
142712
0
31498
SPROUTS FMRS MKT INC
COM
85208M102
79699
3114441
SH
DFND
12,13,19,2,20,5,6,8
2783792
900
329749
AC IMMUNE SA
SHS
H00263105
204
30241
SH
DFND
2,20
30241
0
0
ASPEN TECHNOLOGY INC
COM
045327103
88528
854434
SH
DFND
13,19,2,20,5,8
701296
768
152370
SPS COMMERCE INC
COM
78463M107
85064
1132377
SH
DFND
13,2,20,5,8
948599
200
183578
SPX CORP
COM
784635104
59257
1440019
SH
DFND
2,20,5,8
1168322
951
270746
SPX FLOW INC
COM
78469X107
48814
1303780
SH
DFND
12,2,20,5,8
1111525
951
191304
SQUARE INC
CL A
852234103
775459
7389544
SH
DFND
10,11,12,13,19,2,20,5,6,8
6081494
207120
1100930
SQUARE INC
NOTE 0.500% 5/1
852234AD5
32058
21577000
PRN
DFND
2,5
21577000
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
269404
4769894
SH
DFND
10,11,12,13,19,2,20,5,6,8
3916666
130062
723166
SSGA ACTIVE ETF TR
BLKSTN GSOSRLN
78467V608
2377
54800
SH
DFND
10
0
0
54800
SSGA ACTIVE ETF TR
INCOM ALLO ETF
78467V202
46891
1544363
SH
DFND
1
1441561
52683
50119
SSGA ACTIVE ETF TR
MULT ASS RLRTN
78467V103
684
32183
SH
DFND
1
32183
0
0
ST JOE CO
COM
790148100
19818
1020479
SH
DFND
13,2,20,5,8
860671
0
159808
ASPIRA WOMENS HEALTH INC
COM
04537Y109
2993
779323
SH
DFND
2,20,5
660237
0
119086
STAAR SURGICAL CO
COM PAR $0.01
852312305
65402
1062756
SH
DFND
2,20,5,8
873622
97
189037
STAG INDL INC
COM
85254J102
186707
6342305
SH
DFND
10,19,2,20,5,8
4736312
43213
1562780
STAMPS COM INC
COM NEW
852857200
99819
543409
SH
DFND
13,2,20,5,8
468940
400
74069
STANDARD AVB FINL CORP
COM
85303B100
928
40017
SH
DFND
2,20
31217
0
8800
STANDARD DIVERSIFIED INC
COM CL A
85336L109
239
18520
SH
DFND
2
18520
0
0
STANDARD MTR PRODS INC
COM
853666105
27320
663097
SH
DFND
2,20,5,8
567448
800
94849
STANDEX INTL CORP
COM
854231107
25331
440157
SH
DFND
2,20,5,8
382847
14
57296
STANLEY BLACK & DECKER INC
COM
854502101
1041573
7472903
SH
DFND
10,11,12,13,19,2,20,5,6,8
6573665
120285
778953
STANLEY BLACK & DECKER INC
UNIT 11/15/2022
854502846
15588
175500
SH
DFND
2
175500
0
0
STAR BULK CARRIERS CORP.
SHS PAR
Y8162K204
744
112718
SH
DFND
2
112718
0
0
ASSEMBLY BIOSCIENCES INC
COM
045396108
24005
1029383
SH
DFND
2,20,5,8
889560
0
139823
STAR GROUP L P
UNIT LTD PARTNR
85512C105
763
87051
SH
DFND
20,5,8
67537
0
19514
STARBUCKS CORP
COM
855244109
3736652
50776625
SH
DFND
10,11,12,13,19,2,20,5,6,8
43837597
836524
6102504
STARTEK INC
COM
85569C107
1523
299825
SH
DFND
2,20
236397
0
63428
STARWOOD PPTY TR INC
COM
85571B105
62329
4036900
SH
DFND
12,13,2,20,5,8
3387876
2400
646624
STATE AUTO FINL CORP
COM
855707105
6492
363678
SH
DFND
2,20,5,8
284847
0
78831
STATE STR CORP
COM
857477103
1091129
17031287
SH
DFND
1,10,12,13,19,2,20,5,6,8
13051040
2317106
1663141
STEEL CONNECT INC
COM
858098106
17
27998
SH
DFND
20
27998
0
0
STEEL DYNAMICS INC
COM
858119100
230759
8762428
SH
DFND
10,11,12,13,19,2,20,5,6,8
7072896
242878
1446654
STEELCASE INC
CL A
858155203
22086
1831360
SH
DFND
2,20,5,8
1434865
1300
395195
STEIN MART INC
COM
858375108
7
17338
SH
DFND
20
17338
0
0
ASSERTIO HOLDINGS INC
COM
04546C106
40
46559
SH
DFND
20,5
46559
0
0
STEPAN CO
COM
858586100
122371
1260262
SH
DFND
2,20,5,8
1148698
24
111540
STEREOTAXIS INC
COM NEW
85916J409
2636
591037
SH
DFND
2,20,5
459713
0
131324
STERICYCLE INC
COM
858912108
118806
2122292
SH
DFND
12,13,2,20,5,6,8
1928911
1151
192230
STERIS PLC
SHS USD
G8473T100
580246
3781527
SH
DFND
10,11,12,13,19,2,20,5,6,8
3291324
58640
431563
STERLING BANCORP DEL
COM
85917A100
90674
7736656
SH
DFND
13,2,20,5,6,8
7299292
2059
435305
STERLING BANCORP INC
COM
85917W102
1218
340233
SH
DFND
2,20
282801
0
57432
STERLING CONSTRUCTION CO INC
COM
859241101
5603
535130
SH
DFND
2,20,5,8
417866
0
117264
STEWART INFORMATION SVCS COR
COM
860372101
26341
810230
SH
DFND
2,20,5,8
705903
200
104127
STIFEL FINL CORP
COM
860630102
103313
2178222
SH
DFND
13,2,20,5,6,8
1864477
861
312884
STITCH FIX INC
COM CL A
860897107
29682
1190132
SH
DFND
2,20,5,8
950913
0
239219
ASSETMARK FINL HLDGS INC
COM
04546L106
8617
315759
SH
DFND
2,20,5,8
248046
0
67713
STMICROELECTRONICS N V
NY REGISTRY
861012102
9901
361226
SH
DFND
2,20
361226
0
0
STOCK YDS BANCORP INC
COM
861025104
18481
456691
SH
DFND
2,20,5,8
359413
591
96687
STOKE THERAPEUTICS INC
COM
86150R107
6366
267139
SH
DFND
2,20,5,8
214748
0
52391
STONECO LTD
COM CL A
G85158106
56146
1448557
SH
DFND
10,2,20,8
1238833
0
209724
STONERIDGE INC
COM
86183P102
10866
525943
SH
DFND
2,20,5,8
403644
0
122299
STORE CAP CORP
COM
862121100
249861
10343274
SH
DFND
10,12,19,2,20,5,6,8
8433573
65445
1844256
STRATASYS LTD
SHS
M85548101
5271
332316
SH
DFND
10,2,20,5,8
302908
0
29408
STRATEGIC ED INC
COM
86272C103
108909
708814
SH
DFND
2,20,5,6,8
606733
190
101891
STRATUS PPTYS INC
COM NEW
863167201
1958
98823
SH
DFND
2,20
79089
0
19734
STRONGBRIDGE BIOPHARMA PLC
SHS USD
G85347105
2787
737303
SH
DFND
2,20
604539
0
132764
ASSOCIATED BANC CORP
COM
045487105
77246
5646637
SH
DFND
12,13,2,20,5,6,8
5256641
1561
388435
STRYKER CORPORATION
COM
863667101
2514770
13912105
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
12027325
226736
1658044
STURM RUGER & CO INC
COM
864159108
39153
515168
SH
DFND
2,20,5
468123
0
47045
SUMITOMO MITSUI FINL GROUP I
SPONSORED ADR
86562M209
81
13954
SH
DFND
20
13954
0
0
SUMMIT FINL GROUP INC
COM
86606G101
3328
201940
SH
DFND
2,20,5
168157
0
33783
SUMMIT HOTEL PPTYS INC
COM
866082100
37907
6392431
SH
DFND
10,2,20,5,8
5314597
29106
1048728
SUMMIT MATLS INC
CL A
86614U100
39246
2440645
SH
DFND
2,20,5,8
1895599
2052
542994
SUN CMNTYS INC
COM
866674104
575828
4219698
SH
DFND
10,11,12,13,19,2,20,5,6,8
3230086
71920
917692
SUNCOKE ENERGY INC
COM
86722A103
8911
3010449
SH
DFND
13,2,20,5
2625602
26248
358599
SUNCOR ENERGY INC NEW
COM
867224107
1025
60790
SH
DFND
2
60790
0
0
SUNESIS PHARMACEUTICALS INC
COM
867328700
3
12201
SH
DFND
20
12201
0
0
ASSOCIATED CAP GROUP INC
CL A
045528106
1667
45443
SH
DFND
2,20
33256
0
12187
SUNNOVA ENERGY INTL INC
COM
86745K104
14042
822595
SH
DFND
2,20,5,8
702952
0
119643
SUNOPTA INC
COM
8676EP108
147
31227
SH
DFND
2,5
31227
0
0
SUNPOWER CORP
COM
867652406
31403
4099661
SH
DFND
2,20,5,8
3735380
0
364281
SUNPOWER CORP
DBCV 0.875% 6/0
867652AJ8
115
125000
PRN
DFND
2
125000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
11950
14570000
PRN
DFND
2
14570000
0
0
SUNRUN INC
COM
86771W105
66205
3357249
SH
DFND
2,20,5,8
2876275
0
480974
SUNSTONE HOTEL INVS INC NEW
COM
867892101
69863
8572173
SH
DFND
10,13,2,20,5,8
7029911
61037
1481225
SUPER MICRO COMPUTER INC
COM
86800U104
22632
797183
SH
DFND
2,20,5,8
625586
0
171597
SUPERIOR GRP OF COMPANIES IN
COM
868358102
2779
207396
SH
DFND
2,20
172089
0
35307
SUPERIOR INDS INTL INC
COM
868168105
44
26092
SH
DFND
20
26092
0
0
ASSURANT INC
COM
04621X108
309326
2994738
SH
DFND
10,11,12,13,19,2,20,5,6,8
2389660
64788
540290
SUPERNUS PHARMACEUTICALS INC
COM
868459108
43673
1838873
SH
DFND
2,20,5,8
1622436
300
216137
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
8740
9900000
PRN
DFND
2,5
9900000
0
0
SURGERY PARTNERS INC
COM
86881A100
5638
487257
SH
DFND
2,20,5,8
386072
0
101185
SURMODICS INC
COM
868873100
21105
488089
SH
DFND
2,20,5,8
429420
0
58669
SUTRO BIOPHARMA INC
COM
869367102
1607
207107
SH
DFND
2,20
160602
0
46505
SUZANO S A
SPON ADS
86959K105
3229
477609
SH
DFND
10,19,2,20
427695
42592
7322
SVB FINANCIAL GROUP
COM
78486Q101
541460
2512225
SH
DFND
10,12,13,19,2,20,5,6,8
2221555
45931
244739
SVMK INC
COM
78489X103
55096
2340540
SH
DFND
2,20,5,8
1825711
0
514829
SWITCH INC
CL A
87105L104
15354
861614
SH
DFND
2,20,5,8
727877
0
133737
SWK HLDGS CORP
COM NEW
78501P203
403
33600
SH
DFND
2,20
26700
0
6900
ASSURED GUARANTY LTD
COM
G0585R106
38474
1576162
SH
DFND
12,13,2,20,5,8
1373625
806
201731
SYKES ENTERPRISES INC
COM
871237103
36228
1309773
SH
DFND
2,20,5,8
1145074
129
164570
SYNAPTICS INC
COM
87157D109
83616
1390826
SH
DFND
2,20,5,6,8
1231213
224
159389
SYNAPTICS INC
NOTE 0.500% 6/1
87157DAD1
13779
12958000
PRN
DFND
2,5
12958000
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
3219
911963
SH
DFND
2,20,5
764641
0
147322
SYNCHRONY FINANCIAL
COM
87165B103
551066
24867593
SH
DFND
10,11,12,13,19,2,20,5,6,8
21453519
442115
2971959
SYNDAX PHARMACEUTICALS INC
COM
87164F105
7012
473120
SH
DFND
2,20,5
386159
0
86961
SYNEOS HEALTH INC
CL A
87166B102
86001
1476416
SH
DFND
13,2,20,5,6,8
1342485
500
133431
SYNLOGIC INC
COM
87166L100
27
13310
SH
DFND
20
13310
0
0
SYNNEX CORP
COM
87162W100
120054
1002372
SH
DFND
12,13,2,20,5,6,8
908148
364
93860
SYNOPSYS INC
COM
871607107
1278156
6554645
SH
DFND
10,11,12,13,19,2,20,5,6,8
5585712
176223
792710
ASTEC INDS INC
COM
046224101
33451
722337
SH
DFND
2,20,5,8
624054
463
97820
SYNOVUS FINL CORP
COM NEW
87161C501
116031
5562746
SH
DFND
13,2,20,5,6,8
5269714
1890
291142
SYROS PHARMACEUTICALS INC
COM
87184Q107
9009
845149
SH
DFND
2,20,5
701816
0
143333
SYSCO CORP
COM
871829107
1453821
26597532
SH
DFND
10,11,12,13,19,2,20,5,6,8
23468389
535394
2593749
SYSTEMAX INC
COM
871851101
5091
247837
SH
DFND
2,20,5,8
189631
0
58206
T-MOBILE US INC
COM
872590104
2443929
23465471
SH
DFND
10,11,12,13,19,2,20,5,6,8
20732400
267014
2466057
T-MOBILE US INC
RIGHT 07/27/2020
872590112
2466
14678493
SH
DFND
10,11,12,13,19,2,20,5,6,8
12505729
214420
1958344
T2 BIOSYSTEMS INC
COM
89853L104
28
21700
SH
DFND
20
21700
0
0
TABULA RASA HEALTHCARE INC
COM
873379101
35280
644618
SH
DFND
2,20,5,8
558528
0
86090
TACTILE SYS TECHNOLOGY INC
COM
87357P100
31355
756809
SH
DFND
2,20,5,8
675991
0
80818
TAILORED BRANDS INC
COM
87403A107
38
40640
SH
DFND
20,5
40640
0
0
ACACIA COMMUNICATIONS INC
COM
00401C108
55724
829349
SH
DFND
19,2,20,5,8
625641
600
203108
ASTRAZENECA PLC
SPONSORED ADR
046353108
4834
91395
SH
DFND
1,20
30234
0
61161
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
144136
2522630
SH
DFND
1,10,19,2,20,5,8
1572022
0
950608
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
789899
5659515
SH
DFND
10,11,12,13,19,2,20,5,6,8
4920847
116810
621858
TAKEDA PHARMACEUTICAL CO LTD
SPONSORED ADS
874060205
1134
63075
SH
DFND
1,20
23723
0
39352
TAL EDUCATION GROUP
SPONSORED ADS
874080104
532587
7788636
SH
DFND
10,11,12,13,19,2,20,5,8
5984484
190900
1613252
TALEND S A
ADS
874224207
1362
39309
SH
DFND
2,20
39309
0
0
TALOS ENERGY INC
COM
87484T108
5104
554836
SH
DFND
2,20,5
511335
0
43501
TANDEM DIABETES CARE INC
COM NEW
875372203
80133
810074
SH
DFND
13,2,20,5,8
678610
600
130864
TANGER FACTORY OUTLET CTRS I
COM
875465106
35895
5034327
SH
DFND
10,12,2,20,5,8
4135428
25842
873057
TAPESTRY INC
COM
876030107
148568
11187324
SH
DFND
10,12,13,19,2,20,5,6,8
8332025
10228
2845071
TARGA RES CORP
COM
87612G101
102279
5096128
SH
DFND
10,12,13,19,2,20,5,8
3053898
2100
2040130
ASTRONICS CORP
COM
046433108
5075
480605
SH
DFND
2,20,5,8
371475
1240
107890
TARGET CORP
COM
87612E106
4828453
40260594
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
21306564
15854751
3099279
TARGET HOSPITALITY CORP
COM
87615L107
748
442788
SH
DFND
2,20
315966
0
126822
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
420
6319
SH
DFND
10,20,5,8
6319
0
0
TATA MTRS LTD
SPONSORED ADR
876568502
22204
3379611
SH
DFND
1,12,13,19,2,20,5,8
1963182
0
1416429
TAUBMAN CTRS INC
COM
876664103
102815
2722844
SH
DFND
10,13,2,20,5,6,8
2244572
17473
460799
TAYLOR MORRISON HOME CORP
COM
87724P106
94588
4903494
SH
DFND
2,20,5,6,8
4305609
1500
596385
TCF FINANCIAL CORPORATION NE
COM
872307103
139457
4740205
SH
DFND
13,2,20,5,6,8
4359549
1317
379339
TCR2 THERAPEUTICS INC
COM
87808K106
3973
258683
SH
DFND
2,20,5
207464
0
51219
TD AMERITRADE HLDG CORP
COM
87236Y108
252265
6934155
SH
DFND
10,12,13,19,2,20,5,6,8
5418923
250352
1264880
TE CONNECTIVITY LTD
REG SHS
H84989104
1064299
13050881
SH
DFND
10,11,12,13,19,2,20,5,6,8
11184821
464135
1401925
ASURE SOFTWARE INC
COM
04649U102
874
135984
SH
DFND
2,20
105384
0
30600
TEAM INC
COM
878155100
5377
965279
SH
DFND
2,20,5
855357
0
109922
TECHNIPFMC PLC
COM
G87110105
137932
20165513
SH
DFND
10,12,13,19,2,20,5,6,8
17438778
7562
2719173
TECHTARGET INC
COM
87874R100
21361
711331
SH
DFND
2,20,5,8
605398
0
105933
TEEKAY CORPORATION
COM
Y8564W103
36
15068
SH
DFND
20,5
15068
0
0
TEEKAY TANKERS LTD
CL A
Y8565N300
170
13286
SH
DFND
20
13286
0
0
TEGNA INC
COM
87901J105
112179
10010287
SH
DFND
12,13,19,2,20,5,6,8
8970920
1629
1037738
TEJON RANCH CO
COM
879080109
5953
413393
SH
DFND
2,20,5,8
328538
936
83919
TELA BIO INC
COM
872381108
797
61513
SH
DFND
2,20
48876
0
12637
TELADOC HEALTH INC
COM
87918A105
279446
1464296
SH
DFND
10,11,12,13,19,2,20,5,6,8
1197200
35167
231929
TELECOM ARGENTINA S A
SPON ADR REP B
879273209
25491
2848189
SH
DFND
10,12,13,19,2,20,5,8
1001300
103300
1743589
AT HOME GROUP INC
COM
04650Y100
8882
1368573
SH
DFND
2,20,5
1195753
0
172820
TELEDYNE TECHNOLOGIES INC
COM
879360105
552851
1777941
SH
DFND
10,11,12,13,19,2,20,5,6,8
1528508
41571
207862
TELEFLEX INCORPORATED
COM
879369106
715287
1965182
SH
DFND
10,11,12,13,19,2,20,5,6,8
1714452
27782
222948
TELEFONICA BRASIL SA
SPONSORED ADR
87936R106
23107
2334381
SH
DFND
10,13,19,2,20,5
1940156
191542
202683
TELENAV INC
COM
879455103
5610
1021861
SH
DFND
2,20,5
918653
0
103208
TELEPHONE & DATA SYS INC
COM NEW
879433829
213936
10761363
SH
DFND
12,13,2,20,5,6,8
10548762
647
211954
TELLURIAN INC NEW
COM
87968A104
2332
2027811
SH
DFND
2,20,5
1547420
0
480391
TEMPUR SEALY INTL INC
COM
88023U101
103157
1433733
SH
DFND
13,2,20,5,6,8
1333840
372
99521
TENABLE HLDGS INC
COM
88025T102
37588
1260929
SH
DFND
2,20,5,8
1003689
0
257240
TENCENT MUSIC ENTMT GROUP
SPON ADS
88034P109
89952
6682931
SH
DFND
10,11,12,13,19,2,20,5,8
5201446
172900
1308585
TENET HEALTHCARE CORP
COM NEW
88033G407
63273
3493835
SH
DFND
1,12,13,2,20,5,6,8
3024860
681
468294
AT&T INC
COM
00206R102
8879553
293733156
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
253450001
4922764
35360391
TENNANT CO
COM
880345103
36391
559783
SH
DFND
2,20,5,8
476124
278
83381
TENNECO INC
CL A VTG COM STK
880349105
8299
1097747
SH
DFND
12,13,2,20,5,8
871893
623
225231
TERADATA CORP DEL
COM
88076W103
58752
2824629
SH
DFND
1,13,19,2,20,5,6,8
2511018
1664
311947
TERADYNE INC
COM
880770102
481544
5698075
SH
DFND
10,11,12,13,19,2,20,5,6,8
4863724
254734
579617
TERADYNE INC
NOTE 1.250%12/1
880770AG7
31122
11643000
PRN
DFND
2,5
11643000
0
0
TEREX CORP NEW
COM
880779103
40997
2184164
SH
DFND
12,13,2,20,5,6,8
1897924
695
285545
TERNIUM SA
SPONSORED ADS
880890108
4934
325255
SH
DFND
13,2,20,5
322955
0
2300
TERRAFORM PWR INC
COM CL A
88104R209
37452
2031024
SH
DFND
2,20,5,8
1642195
0
388829
TERRENO RLTY CORP
COM
88146M101
153258
2896731
SH
DFND
10,19,2,20,5,8
2146615
19352
730764
TERRITORIAL BANCORP INC
COM
88145X108
4462
187550
SH
DFND
13,2,20,5,6
159288
0
28262
ATARA BIOTHERAPEUTICS INC
COM
046513107
47584
3265858
SH
DFND
2,20,5,8
3009143
0
256715
TESLA INC
COM
88160R101
3419899
3167130
SH
DFND
10,11,12,13,19,2,20,5,6,8
2612386
94117
460627
TESLA INC
NOTE 1.250% 3/0
88160RAC5
94773
31525000
PRN
DFND
2,5
31525000
0
0
TESLA INC
NOTE 2.000% 5/1
88160RAG6
147930
42151000
PRN
DFND
2,5
42151000
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
73754
22258000
PRN
DFND
2,5
22258000
0
0
TETRA TECH INC NEW
COM
88162G103
139199
1759338
SH
DFND
13,19,2,20,5,6,8
1507770
472
251096
TETRA TECHNOLOGIES INC DEL
COM
88162F105
79
148184
SH
DFND
20
148184
0
0
TEVA PHARMACEUTICAL FIN LLC
DBCV 0.250% 2/0
88163VAE9
12962
13257000
PRN
DFND
2,5
13257000
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADS
881624209
193148
15664855
SH
DFND
1,10,12,13,19,2,20,5,6,8
11217558
427938
4019359
TEXAS CAP BANCSHARES INC
COM
88224Q107
76357
2473513
SH
DFND
13,2,20,5,6,8
2249945
800
222768
TEXAS INSTRS INC
COM
882508104
5195753
40921106
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
34527408
1450643
4943055
ATHENE HLDG LTD
CL A
G0684D107
104024
3335176
SH
DFND
10,11,12,13,19,2,20,5,6,8
2572607
207799
554770
TEXAS PAC LD TR
SUB CTF PROP I T
882610108
8002
13456
SH
DFND
20,5,8
7700
100
5656
TEXAS ROADHOUSE INC
COM
882681109
112806
2145819
SH
DFND
13,2,20,5,6,8
1816843
800
328176
TEXTAINER GROUP HOLDINGS LTD
SHS
G8766E109
7533
920943
SH
DFND
2,20,5
741424
0
179519
TEXTRON INC
COM
883203101
353143
10724095
SH
DFND
10,11,12,13,19,2,20,5,6,8
9692989
120889
910217
TFS FINL CORP
COM
87240R107
10536
736300
SH
DFND
2,20,5,6,8
597838
4300
134162
TG THERAPEUTICS INC
COM
88322Q108
97928
5027127
SH
DFND
2,20,5,8
4609187
800
417140
THE REALREAL INC
COM
88339P101
13767
1076389
SH
DFND
2,20,5,8
855524
0
220865
THE TRADE DESK INC
COM CL A
88339J105
330282
812501
SH
DFND
10,11,12,13,19,2,20,5,6,8
667534
19975
124992
THERAPEUTICSMD INC
COM
88338N107
5705
4563682
SH
DFND
2,20,5,8
3542051
0
1021631
THERAVANCE BIOPHARMA INC
COM
G8807B106
23211
1105831
SH
DFND
2,20,5,8
896374
882
208575
ATHENEX INC
COM
04685N103
34680
2520378
SH
DFND
2,20,5,8
2233758
0
286620
THERMO FISHER SCIENTIFIC INC
COM
883556102
6004838
16562306
SH
DFND
10,11,12,13,19,2,20,5,6,8
14375525
266738
1920043
THERMON GROUP HLDGS INC
COM
88362T103
9743
668690
SH
DFND
2,20,5,8
530734
0
137956
THIRD PT REINS LTD
COM
G8827U100
19673
2619509
SH
DFND
2,20,5,8
2278491
0
341018
THOMSON REUTERS CORP.
COM NEW
884903709
792
11657
SH
DFND
20
2125
9532
0
THOR INDS INC
COM
885160101
136893
1280222
SH
DFND
12,13,2,20,5,6,8
1162698
3845
113679
TIDEWATER INC NEW
COM
88642R109
4113
735767
SH
DFND
2,20,5
590346
0
145421
TIFFANY & CO NEW
COM
886547108
582884
4757852
SH
DFND
10,11,12,13,19,2,20,5,6,8
4125428
69588
562836
TILLYS INC
CL A
886885102
2114
372788
SH
DFND
2,20
299606
0
73182
TILRAY INC
COM CL 2
88688T100
444
62404
SH
DFND
2,20,5
35513
0
26891
TILRAY INC
NOTE 5.000%10/0
88688TAB6
4476
9697000
PRN
DFND
2
9697000
0
0
ATHERSYS INC NEW
COM
04744L106
32950
11938428
SH
DFND
2,20,5,6,8
11270046
0
668382
TIM PARTICIPACOES S A
SPONSORED ADR
88706P205
12021
928995
SH
DFND
10,2,20
683109
64969
180917
TIMBERLAND BANCORP INC
COM
887098101
2304
126528
SH
DFND
2,20
98730
0
27798
TIMKEN CO
COM
887389104
76596
1683788
SH
DFND
12,2,20,5,6,8
1552106
1191
130491
TIMKENSTEEL CORP
COM
887399103
4868
1251420
SH
DFND
2,20,5
1095051
0
156369
TIPTREE INC
COM
88822Q103
2935
455008
SH
DFND
2,20
367810
0
87198
TITAN INTL INC ILL
COM
88830M102
978
670175
SH
DFND
2,20
670175
0
0
TITAN MACHY INC
COM
88830R101
3872
356499
SH
DFND
2,20,5
284211
0
72288
TIVITY HEALTH INC
COM
88870R102
21257
1876180
SH
DFND
2,20,5,8
1665482
1282
209416
TJX COS INC NEW
COM
872540109
2683116
53067963
SH
DFND
10,11,12,13,19,2,20,5,6,8
45303502
1515294
6249167
TOLL BROTHERS INC
COM
889478103
123911
3802117
SH
DFND
12,13,19,2,20,5,6,8
3502546
1126
298445
ATKORE INTL GROUP INC
COM
047649108
28798
1052955
SH
DFND
2,20,5,8
845740
0
207215
TOMPKINS FINANCIAL CORPORATI
COM
890110109
31005
478695
SH
DFND
2,20,5,8
414221
0
64474
TOOTSIE ROLL INDS INC
COM
890516107
20760
604249
SH
DFND
2,20,5,6,8
533162
748
70339
TOPBUILD CORP
COM
89055F103
140172
1232062
SH
DFND
2,20,5,6,8
1068326
340
163396
TORCHLIGHT ENERGY RES INC
COM
89102U103
6
15300
SH
DFND
20
15300
0
0
TORO CO
COM
891092108
177192
2660650
SH
DFND
13,19,2,20,5,6,8
2418654
972
241024
TORONTO DOMINION BK ONT
COM NEW
891160509
409
9162
SH
DFND
20
9162
0
0
TOWER SEMICONDUCTOR LTD
SHS NEW
M87915274
394
20663
SH
DFND
20
20663
0
0
TOWN SPORTS INTL HLDGS INC
COM
89214A102
6
10900
SH
DFND
20
10900
0
0
TOWNEBANK PORTSMOUTH VA
COM
89214P109
26807
1409339
SH
DFND
2,20,5,8
1101946
1500
305893
TOYOTA MOTOR CORP
SP ADR REP2COM
892331307
6261
49839
SH
DFND
1,2,20
49283
0
556
ACACIA RESH CORP
ACACIA TCH COM
003881307
3901
953674
SH
DFND
2,20,5
775840
0
177834
ATLANTIC CAP BANCSHARES INC
COM
048269203
5347
439761
SH
DFND
2,20,5,8
337100
0
102661
TPG RE FIN TR INC
COM
87266M107
14674
1597768
SH
DFND
2,20,5,8
1310141
0
287627
TPI COMPOSITES INC
COM
87266J104
18160
777060
SH
DFND
2,20,5,8
649882
0
127178
TRACTOR SUPPLY CO
COM
892356106
711372
5397770
SH
DFND
10,11,12,13,19,2,20,5,6,8
4649277
178980
569513
TRADEWEB MKTS INC
CL A
892672106
106992
1840254
SH
DFND
10,11,12,13,19,2,20,5,6,8
1572409
46839
221006
TRANE TECHNOLOGIES PLC
SHS
G8994E103
1025079
11520269
SH
DFND
10,11,12,13,19,2,20,5,6,8
10066897
212697
1240675
TRANSALTA CORP
COM
89346D107
2488
419584
SH
DFND
2
419584
0
0
TRANSATLANTIC PETROLEUM LTD
SHS NEW
G89982113
3
11625
SH
DFND
20
11625
0
0
TRANSCAT INC
COM
893529107
3933
152078
SH
DFND
2,20,5
123989
0
28089
TRANSCONTINENTAL RLTY INVS
COM NEW
893617209
685
22822
SH
DFND
2,20
16436
0
6386
TRANSDIGM GROUP INC
COM
893641100
941089
2128920
SH
DFND
10,11,12,13,19,2,20,5,6,8
1859222
31779
237919
ATLANTIC POWER CORP
COM NEW
04878Q863
3436
1718131
SH
DFND
2,20,5
1326396
0
391735
TRANSENTERIX INC
COM
89366M300
8
14622
SH
DFND
20
14622
0
0
TRANSLATE BIO INC
COM
89374L104
34286
1913281
SH
DFND
2,20,5,6,8
1712132
0
201149
TRANSMEDICS GROUP INC
COM
89377M109
5575
311095
SH
DFND
2,20,5
249914
0
61181
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
6537
15825000
PRN
DFND
2
15825000
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
39909
21807934
SH
DFND
13,2,20,5,6,8
19140424
0
2667510
TRANSPORTADORA DE GAS SUR
SPONSORED ADS B
893870204
1662
295163
SH
DFND
2,20,5
237221
0
57942
TRANSUNION
COM
89400J107
338949
3894180
SH
DFND
10,11,12,13,19,2,20,5,6,8
3218643
89460
586077
TRAVELERS COMPANIES INC
COM
89417E109
1977912
17342500
SH
DFND
10,11,12,13,19,2,20,5,6,8
10027574
272092
7042834
TRECORA RES
COM
894648104
2585
412205
SH
DFND
2,20,5
331084
0
81121
TREDEGAR CORP
COM
894650100
13528
871658
SH
DFND
10,2,20,5,8
712488
34848
124322
ATLANTIC UN BANKSHARES CORP
COM
04911A107
51045
2204014
SH
DFND
2,20,5,8
1833204
500
370310
TREEHOUSE FOODS INC
COM
89469A104
57209
1306134
SH
DFND
12,13,2,20,5,6,8
1188454
871
116809
TREVENA INC
COM
89532E109
76
50831
SH
DFND
20
50831
0
0
TREX CO INC
COM
89531P105
215534
1657060
SH
DFND
13,19,2,20,5,6,8
1521354
600
135106
TRI POINTE GROUP INC
COM
87265H109
74209
5051675
SH
DFND
10,2,20,5,6,8
4355344
62794
633537
TRIBUNE PUBG CO NEW
COM
89609W107
5586
559191
SH
DFND
2,20,5
471641
8800
78750
TRICIDA INC
COM
89610F101
16546
602121
SH
DFND
2,20,5,8
485438
0
116683
TRICO BANCSHARES
COM
896095106
21727
713517
SH
DFND
2,20,5,8
544068
0
169449
TRIMAS CORP
COM NEW
896215209
22314
931687
SH
DFND
2,20,5,8
722644
200
208843
TRIMBLE INC
COM
896239100
361490
8369764
SH
DFND
10,11,12,13,19,2,20,5,6,8
7157670
148878
1063216
TRINET GROUP INC
COM
896288107
52827
866866
SH
DFND
2,20,5,8
670019
900
195947
ATLANTICA SUSTAINABLE INFR P
SHS
G0751N103
7022
241316
SH
DFND
2,20,5
241316
0
0
TRINITY INDS INC
COM
896522109
55153
2590581
SH
DFND
13,2,20,5,6,8
2171747
658
418176
TRINSEO S A
SHS
L9340P101
31048
1401085
SH
DFND
12,2,20,5,8
1225478
2400
173207
TRIP COM GROUP LTD
ADS
89677Q107
242836
9368681
SH
DFND
10,11,12,13,19,2,20,5,8
7223707
309071
1835903
TRIP COM GROUP LTD
DBCV 1.990% 7/0
22943FAH3
7679
7665000
PRN
DFND
2
7665000
0
0
TRIPADVISOR INC
COM
896945201
44434
2337386
SH
DFND
13,19,2,20,5,6,8
2103937
1093
232356
TRIPLE-S MGMT CORP
CL B
896749108
11766
618599
SH
DFND
2,20,5,8
524781
0
93818
TRISTATE CAP HLDGS INC
COM
89678F100
11238
715318
SH
DFND
2,20,5,8
600896
0
114422
TRITON INTL LTD
CL A
G9078F107
37259
1232116
SH
DFND
2,20,5,8
977380
12500
242236
TRIUMPH BANCORP INC
COM
89679E300
19777
814863
SH
DFND
2,20,5,8
715906
0
98957
TRIUMPH GROUP INC NEW
COM
896818101
36385
4038299
SH
DFND
2,20,5,8
3805580
202
232517
ATLANTICUS HLDGS CORP
COM
04914Y102
538
52050
SH
DFND
2,20
40120
0
11930
TRIVAGO N V
SPON ADS A SHS
89686D105
31
15696
SH
DFND
2
15696
0
0
TRONOX HOLDINGS PLC
SHS
G9087Q102
13597
1883210
SH
DFND
2,20,5,8
1476704
1600
404906
TRUEBLUE INC
COM
89785X101
18657
1221794
SH
DFND
2,20,5,6,8
1025773
1702
194319
TRUECAR INC
COM
89785L107
5972
2314550
SH
DFND
2,20,5,8
1894441
0
420109
TRUIST FINL CORP
COM
89832Q109
2147584
57192651
SH
DFND
10,12,13,19,2,20,5,6,8
50110264
679101
6403286
TRUPANION INC
COM
898202106
25179
589818
SH
DFND
2,20,5,8
463044
0
126774
TRUSTCO BK CORP N Y
COM
898349105
20224
3160997
SH
DFND
2,20,5,8
2699772
1400
459825
TRUSTMARK CORP
COM
898402102
60212
2455632
SH
DFND
2,20,5,6,8
2174718
895
280019
TSAKOS ENERGY NAVIGATION LTD
SHS
G9108L108
203
100828
SH
DFND
2,20
100828
0
0
TTEC HLDGS INC
COM
89854H102
26057
559646
SH
DFND
2,20,5,8
486071
0
73575
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW
049164205
43005
999426
SH
DFND
2,20,5,8
898412
0
101014
TTM TECHNOLOGIES INC
COM
87305R109
41235
3476834
SH
DFND
2,20,5,8
3021715
700
454419
TUCOWS INC
COM NEW
898697206
10479
182822
SH
DFND
2,20,5,8
145706
0
37116
TUNIU CORP
SPONSORED ADS A
89977P106
123
99652
SH
DFND
2
99652
0
0
TUPPERWARE BRANDS CORP
COM
899896104
8100
1705282
SH
DFND
13,2,20,5
1512346
0
192936
TURKCELL ILETISIM HIZMETLERI
SPON ADR NEW
900111204
1975
342805
SH
DFND
2,20
342805
0
0
TURNING POINT THERAPEUTICS I
COM
90041T108
74043
1146356
SH
DFND
2,20,5,8
1011073
300
134983
TURNING PT BRANDS INC
COM
90041L105
3836
153691
SH
DFND
2,20,5
128875
0
24816
TURTLE BEACH CORP
COM NEW
900450206
2083
141540
SH
DFND
2,20
111440
0
30100
TUTOR PERINI CORP
COM
901109108
10167
834707
SH
DFND
12,2,20,5,8
663384
800
170523
TWILIO INC
CL A
90138F102
569683
2596313
SH
DFND
10,11,12,13,19,2,20,5,6,8
2169640
56291
370382
ATLAS CORP
SHS
Y0436Q109
12600
1657862
SH
DFND
13,2,20,5
1077043
1300
579519
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
42963
13835000
PRN
DFND
2,5
13835000
0
0
TWIN RIV WORLDWIDE HLDGS INC
COM
90171V204
8173
366676
SH
DFND
2,20,5,8
285445
0
81231
TWIST BIOSCIENCE CORP
COM
90184D100
72640
1603531
SH
DFND
2,20,5,8
1476456
0
127075
TWITTER INC
COM
90184L102
1069715
35908521
SH
DFND
10,11,12,13,19,2,20,5,6,8
31916645
450809
3541067
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
26741
28365000
PRN
DFND
2,5
28365000
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
25522
25980000
PRN
DFND
2,5
25980000
0
0
TWO HBRS INVT CORP
COM NEW
90187B408
32521
6278907
SH
DFND
13,2,20,5,8
4972684
2027
1304196
TYLER TECHNOLOGIES INC
COM
902252105
590956
1703631
SH
DFND
10,11,12,13,19,2,20,5,6,8
1475599
27091
200941
TYME TECHNOLOGIES INC
COM
90238J103
1152
866041
SH
DFND
2,20
578704
0
287337
TYSON FOODS INC
CL A
902494103
832897
13949032
SH
DFND
10,11,12,13,19,2,20,5,6,8
11932823
313670
1702539
ATLAS FINANCIAL HOLDINGS INC
SHS NEW
G06207115
12
18350
SH
DFND
20
18350
0
0
U S CONCRETE INC
COM NEW
90333L201
12762
514599
SH
DFND
2,20,5,8
448482
0
66117
U S PHYSICAL THERAPY INC
COM
90337L108
35786
441691
SH
DFND
2,20,5,8
387683
300
53708
U S SILICA HLDGS INC
COM
90346E103
8760
2426593
SH
DFND
13,2,20,5
2169884
0
256709
U S WELL SVCS INC
CL A
91274U101
5
11000
SH
DFND
20
11000
0
0
U.S. AUTO PARTS NETWORK INC
COM
90343C100
2090
241284
SH
DFND
2,20,5
192969
0
48315
UBER TECHNOLOGIES INC
COM
90353T100
710544
22861787
SH
DFND
10,11,12,13,19,2,20,5,6,8
19021390
466325
3374072
UBIQUITI INC
COM
90353W103
17034
97582
SH
DFND
19,2,20,5
89175
0
8407
UDR INC
COM
902653104
697151
18650379
SH
DFND
10,11,12,13,19,2,20,5,6,8
15259014
258642
3132723
UFP INDUSTRIES INC
COM
90278Q108
91882
1855837
SH
DFND
2,20,5,8
1594809
651
260377
UFP TECHNOLOGIES INC
COM
902673102
6291
142777
SH
DFND
2,20,5
119551
0
23226
ATLASSIAN CORP PLC
CL A
G06242104
246231
1365900
SH
DFND
10,12,13,19,2,20,5,8
1236272
0
129628
UGI CORP NEW
COM
902681105
469356
14606953
SH
DFND
10,11,12,13,19,2,20,5,6,8
13736573
173075
697305
ULTA BEAUTY INC
COM
90384S303
492104
2419151
SH
DFND
10,11,12,13,19,2,20,5,6,8
2080731
79103
259317
ULTRA CLEAN HLDGS INC
COM
90385V107
29513
1304147
SH
DFND
2,20,5,8
1124976
0
179171
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
154738
1978244
SH
DFND
13,19,2,20,5,8
1715267
900
262077
ULTRALIFE CORP
COM
903899102
640
91298
SH
DFND
2,20
70298
0
21000
ULTRAPAR PARTICIPACOES SA
SP ADR REP COM
90400P101
8437
2488699
SH
DFND
10,13,19,2,20
2125343
299660
63696
UMB FINL CORP
COM
902788108
92527
1784536
SH
DFND
12,13,2,20,5,6,8
1569273
308
214955
UMH PPTYS INC
COM
903002103
11469
886998
SH
DFND
2,20,5,8
720550
0
166448
UMPQUA HLDGS CORP
COM
904214103
92311
8675805
SH
DFND
12,13,2,20,5,6,8
8195543
2162
478100
UNDER ARMOUR INC
CL A
904311107
79267
8138303
SH
DFND
10,12,13,19,2,20,5,6,8
5515338
4320
2618645
ATMOS ENERGY CORP
COM
049560105
826259
8297437
SH
DFND
10,11,12,13,19,2,20,5,6,8
7404571
151476
741390
UNDER ARMOUR INC
CL C
904311206
56079
6343822
SH
DFND
10,12,13,19,2,20,5,6,8
5645947
2047
695828
UNIFI INC
COM NEW
904677200
6025
467764
SH
DFND
2,20,5
410835
0
56929
UNIFIRST CORP MASS
COM
904708104
85885
479937
SH
DFND
2,20,5,8
409877
143
69917
UNILEVER N V
N Y SHS NEW
904784709
1099
20626
SH
DFND
1,20
20626
0
0
UNILEVER PLC
SPON ADR NEW
904767704
1869
34048
SH
DFND
1,20
17698
0
16350
UNION PAC CORP
COM
907818108
4915919
29076234
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
24254690
747022
4074522
UNIQURE NV
SHS
N90064101
5236
116194
SH
DFND
2,20,5,8
82144
700
33350
UNISYS CORP
COM NEW
909214306
21472
1968108
SH
DFND
2,20,5,8
1691462
1550
275096
UNITED AIRLS HLDGS INC
COM
910047109
271032
7831038
SH
DFND
10,12,13,19,2,20,5,6,8
7106134
1702
723202
UNITED BANKSHARES INC WEST V
COM
909907107
345642
12344852
SH
DFND
13,2,20,5,6,8
11769155
1845
573852
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
55707
2217630
SH
DFND
13,2,20,5,6,8
2030227
1700
185703
ATN INTL INC
COM
00215F107
26647
438708
SH
DFND
2,20,5,6,8
388815
0
49893
UNITED CMNTY BKS BLAIRSVLE G
COM
90984P303
63896
3148616
SH
DFND
2,20,5,8
2806250
529
341837
UNITED FIRE GROUP INC
COM
910340108
19002
685737
SH
DFND
2,20,5,8
586812
0
98925
UNITED INS HLDGS CORP
COM
910710102
5218
667222
SH
DFND
2,20,5,8
586511
0
80711
UNITED MICROELECTRONICS CORP
SPON ADR NEW
910873405
10966
4153943
SH
DFND
2,20,5
3972418
0
181525
UNITED NAT FOODS INC
COM
911163103
33788
1855450
SH
DFND
2,20,5,8
1584250
256
270944
UNITED PARCEL SERVICE INC
CL B
911312106
3208631
28859787
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
24929060
459289
3471438
UNITED RENTALS INC
COM
911363109
623889
4186052
SH
DFND
10,11,12,13,19,2,20,5,6,8
3701580
80510
403962
UNITED SEC BANCSHARES CALIF
COM
911460103
1449
216528
SH
DFND
2,20
177292
0
39236
UNITED STATES ANTIMONY CORP
COM
911549103
12
24057
SH
DFND
20
24057
0
0
UNITED STATES CELLULAR CORP
COM
911684108
5517
178732
SH
DFND
2,20,5,8
154009
0
24723
ATOMERA INC
COM
04965B100
1785
198309
SH
DFND
2,20
165311
0
32998
UNITED STATES LIME & MINERAL
COM
911922102
3728
44148
SH
DFND
2,20,6
33784
0
10364
UNITED STATES STL CORP NEW
COM
912909108
63323
8770550
SH
DFND
1,12,13,2,20,5,6,8
7736928
1861
1031761
UNITED THERAPEUTICS CORP DEL
COM
91307C102
183151
1513643
SH
DFND
12,13,2,20,5,6,8
1418126
457
95060
UNITEDHEALTH GROUP INC
COM
91324P102
13789858
46753204
SH
DFND
10,11,12,13,19,2,20,5,6,8
35407310
991375
10354519
UNITI GROUP INC
COM
91325V108
62720
6603696
SH
DFND
12,13,2,20,5,8
5558770
3741
1041185
UNITIL CORP
COM
913259107
17031
379996
SH
DFND
13,19,2,20,5,8
305152
0
74844
UNITY BANCORP INC
COM
913290102
1959
136986
SH
DFND
2,20
112599
0
24387
UNITY BIOTECHNOLOGY INC
COM
91381U101
5001
576128
SH
DFND
2,20,5
469878
0
106250
UNIVAR SOLUTIONS INC
COM
91336L107
59823
3548217
SH
DFND
12,13,2,20,5,6,8
3074493
2000
471724
UNIVERSAL CORP VA
COM
913456109
51836
1219373
SH
DFND
12,2,20,5,8
1150375
112
68886
ATRECA INC
CL A COM
04965G109
7651
359524
SH
DFND
2,20,5,8
286580
0
72944
UNIVERSAL DISPLAY CORP
COM
91347P105
165312
1104877
SH
DFND
13,19,2,20,5,6,8
1006162
410
98305
UNIVERSAL ELECTRS INC
COM
913483103
21755
464660
SH
DFND
2,20,5,8
402436
436
61788
UNIVERSAL HEALTH RLTY INCM T
SH BEN INT
91359E105
54455
685060
SH
DFND
10,2,20,5,8
551648
3900
129512
UNIVERSAL HLTH SVCS INC
CL B
913903100
340080
3661100
SH
DFND
10,11,12,13,19,2,20,5,6,8
3189421
83831
387848
UNIVERSAL INS HLDGS INC
COM
91359V107
17788
1002165
SH
DFND
2,20,5,8
851529
8300
142336
UNIVERSAL LOGISTICS HLDGS IN
COM
91388P105
2532
145704
SH
DFND
2,20
120107
0
25597
UNIVERSAL TECHNICAL INST INC
COM
913915104
2233
321307
SH
DFND
2,20,5
255198
0
66109
UNIVEST FINANCIAL CORPORATIO
COM
915271100
11821
723923
SH
DFND
2,20,5,8
593459
0
130464
UNUM GROUP
COM
91529Y106
155077
9347606
SH
DFND
10,12,13,19,2,20,5,6,8
8563408
4280
779918
UPLAND SOFTWARE INC
COM
91544A109
19287
554853
SH
DFND
2,20,5,8
453155
0
101698
ATRICURE INC
COM
04963C209
44597
992142
SH
DFND
2,20,5,8
802157
0
189985
UPWORK INC
COM
91688F104
23695
1640958
SH
DFND
2,20,5,8
1264054
0
376904
URANIUM ENERGY CORP
COM
916896103
2153
2452742
SH
DFND
2,20,5
1685066
0
767676
URBAN EDGE PPTYS
COM
91704F104
71898
6057140
SH
DFND
10,13,2,20,5,6,8
4853207
33792
1170141
URBAN ONE INC
CL D NON VTG
91705J204
33
17372
SH
DFND
20
17372
0
0
URBAN OUTFITTERS INC
COM
917047102
42301
2779325
SH
DFND
12,19,2,20,5,6,8
2108886
1466
668973
UROGEN PHARMA LTD
COM
M96088105
11106
425201
SH
DFND
2,20,5,8
348041
300
76860
URSTADT BIDDLE PPTYS INC
CL A
917286205
16614
1398479
SH
DFND
10,2,20,5,8
1105911
8300
284268
US BANCORP DEL
COM NEW
902973304
2177479
58477385
SH
DFND
1,10,12,13,19,2,20,5,6,8
50672832
854347
6950206
US ECOLOGY INC
COM
91734M103
29640
874867
SH
DFND
2,20,5,8
747805
400
126662
US FOODS HLDG CORP
COM
912008109
57137
2897428
SH
DFND
12,13,2,20,5,8
2402706
1900
492822
ATRION CORP
COM
049904105
27031
42434
SH
DFND
2,20,5,6,8
36362
0
6072
US XPRESS ENTERPRISES INC
COM CL A
90338N202
2201
366813
SH
DFND
2,20
271860
0
94953
USANA HEALTH SCIENCES INC
COM
90328M107
29429
400783
SH
DFND
2,20,5,8
349113
0
51670
UTAH MED PRODS INC
COM
917488108
6826
76787
SH
DFND
2,20,5
63902
0
12885
UXIN LTD
ADS
91818X108
405
283157
SH
DFND
2,20,5
283157
0
0
V F CORP
COM
918204108
1098231
18021520
SH
DFND
10,11,12,13,19,2,20,5,6,8
14780103
341425
2899992
VAALCO ENERGY INC
COM NEW
91851C201
34
27558
SH
DFND
20
27558
0
0
VAIL RESORTS INC
COM
91879Q109
183073
1005068
SH
DFND
10,11,12,13,19,2,20,5,6,8
705082
20950
279036
VALARIS PLC
SHS CLASS A
G9402V109
2059
3158432
SH
DFND
12,13,2,20,5
3119057
0
39375
VALE S A
SPONSORED ADS
91912E105
160166
15030685
SH
DFND
10,19,2,20,5,8
13416608
1448789
165288
VALERO ENERGY CORP
COM
91913Y100
1441477
24506573
SH
DFND
10,11,12,13,19,2,20,5,6,8
21616218
335139
2555216
AUBURN NATL BANCORP
COM
050473107
1466
25682
SH
DFND
2,20
20382
0
5300
VALLEY NATL BANCORP
COM
919794107
122883
15496111
SH
DFND
2,20,5,6,8
13748134
6253
1741724
VALMONT INDS INC
COM
920253101
61992
543422
SH
DFND
13,19,2,20,5,6,8
496599
216
46607
VALUE LINE INC
COM
920437100
336
12449
SH
DFND
2,20
8346
0
4103
VALVOLINE INC
COM
92047W101
86279
4463479
SH
DFND
13,2,20,5,6,8
4039552
1813
422114
VANDA PHARMACEUTICALS INC
COM
921659108
42083
3678612
SH
DFND
2,20,5,8
3430459
0
248153
VANECK VECTORS ETF TR
AGRIBUSINESS ETF
92189F700
547
9100
SH
DFND
10
0
0
9100
VANGUARD BD INDEX FDS
TOTAL BND MRKT
921937835
379066
4290984
SH
DFND
1,12,2
4290984
0
0
VANGUARD CHARLOTTE FDS
INTL BD IDX ETF
92203J407
22995
398319
SH
DFND
12
398319
0
0
VANGUARD INDEX FDS
REAL ESTATE ETF
922908553
86069
1096004
SH
DFND
1,10,2,20
1053104
42900
0
VANGUARD INDEX FDS
S&P 500 ETF SHS
922908363
5270
18592
SH
DFND
1
18592
0
0
AUDIOCODES LTD
ORD
M15342104
546
17170
SH
DFND
2,20
17170
0
0
VANGUARD INDEX FDS
TOTAL STK MKT
922908769
11259
71930
SH
DFND
1
71930
0
0
VANGUARD INDEX FDS
VALUE ETF
922908744
32149
322815
SH
DFND
20
322815
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EMR MKT ETF
922042858
30953
781440
SH
DFND
1,20
768938
9700
2802
VANGUARD INTL EQUITY INDEX F
FTSE EUROPE ETF
922042874
92777
1843366
SH
DFND
2,20
1551987
0
291379
VANGUARD INTL EQUITY INDEX F
TT WRLD ST ETF
922042742
1006
13449
SH
DFND
1
13449
0
0
VANGUARD SCOTTSDALE FDS
INT-TERM CORP
92206C870
72306
759991
SH
DFND
1,20
759991
0
0
VANGUARD SCOTTSDALE FDS
INTER TERM TREAS
92206C706
479876
6800000
SH
DFND
2
6800000
0
0
VANGUARD SCOTTSDALE FDS
LG-TERM COR BD
92206C813
30831
290062
SH
DFND
12,2
290062
0
0
VANGUARD SCOTTSDALE FDS
SHORT TERM TREAS
92206C102
466500
7500000
SH
DFND
2
7500000
0
0
VANGUARD TAX-MANAGED FDS
FTSE DEV MKT ETF
921943858
8057
207703
SH
DFND
1,20
49477
119098
39128
AURORA MOBILE LTD
ADS
051857100
21
13368
SH
DFND
2
13368
0
0
VAPOTHERM INC
COM
922107107
13604
331889
SH
DFND
2,20,5,8
272503
0
59386
VAREX IMAGING CORP
COM
92214X106
25420
1677887
SH
DFND
13,2,20,5,8
1496698
1161
180028
VARIAN MED SYS INC
COM
92220P105
518113
4228806
SH
DFND
10,11,12,13,19,2,20,5,6,8
3517430
160617
550759
VARONIS SYS INC
COM
922280102
61758
697983
SH
DFND
2,20,5,8
554447
600
142936
VAXART INC
COM NEW
92243A200
6907
780422
SH
DFND
2,20,6
662591
0
117831
VBI VACCINES INC
COM NEW
91822J103
9148
2950823
SH
DFND
2,20,5
2379920
0
570903
VECTOR GROUP LTD
COM
92240M108
37818
3759266
SH
DFND
2,20,5
3397507
1706
360053
VECTRUS INC
COM
92242T101
28312
576264
SH
DFND
2,20,5,8
522423
0
53841
VEDANTA LTD
SPONSORED ADR
92242Y100
20435
3642515
SH
DFND
12,13,2,20,5,8
1920617
0
1721898
VEECO INSTRS INC DEL
COM
922417100
20066
1487496
SH
DFND
2,20,5,8
1271423
1747
214326
AUTODESK INC
COM
052769106
2114099
8838576
SH
DFND
10,11,12,13,19,2,20,5,6,8
7628707
110619
1099250
VEEVA SYS INC
CL A COM
922475108
665138
2837378
SH
DFND
10,11,12,13,19,2,20,5,6,8
2299470
121644
416264
VENATOR MATLS PLC
SHS
G9329Z100
67
37500
SH
DFND
20
37500
0
0
VENTAS INC
COM
92276F100
906769
24464531
SH
DFND
10,11,12,13,19,2,20,5,6,8
20005829
332600
4126102
VENUS CONCEPT INC
COM
92332W105
583
166989
SH
DFND
2,20
124144
0
42845
VEON LTD
SPONSORED ADR
91822M106
11886
6601430
SH
DFND
13,2,20,5,8
4374230
0
2227200
VEONEER INC
COM
92336X109
5808
543341
SH
DFND
13,2,20,5,8
461071
1000
81270
VERA BRADLEY INC
COM
92335C106
3127
704293
SH
DFND
2,20,5
621753
0
82540
VERACYTE INC
COM
92337F107
57495
2219884
SH
DFND
2,20,5,8
1996662
0
223222
VERASTEM INC
COM
92337C104
3672
2134765
SH
DFND
2,20,5,8
1626392
0
508373
VEREIT INC
COM
92339V100
328408
50476697
SH
DFND
10,11,12,13,19,2,20,5,6,8
37944736
942848
11589113
AUTOHOME INC
SP ADR RP CL A
05278C107
100647
1333075
SH
DFND
10,11,12,13,19,2,20,5,8
1058165
32600
242310
VEREIT INC
NOTE 3.750%12/1
02917TAB0
6293
6340000
PRN
DFND
2
6340000
0
0
VERICEL CORP
COM
92346J108
39596
2865097
SH
DFND
2,20,5,8
2655886
0
209211
VERICITY INC
COM
92347D100
215
20200
SH
DFND
2,20
16900
0
3300
VERINT SYS INC
COM
92343X100
65074
1440319
SH
DFND
19,2,20,5,8
1142366
500
297453
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
9860
9885000
PRN
DFND
2,5
9885000
0
0
VERISIGN INC
COM
92343E102
883859
4273362
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
3698685
64774
509903
VERISK ANALYTICS INC
COM
92345Y106
1175674
6907603
SH
DFND
10,11,12,13,19,2,20,5,6,8
5718456
98735
1090412
VERITEX HLDGS INC
COM
923451108
32944
1861264
SH
DFND
2,20,5,8
1559122
0
302142
VERITIV CORP
COM
923454102
6899
406807
SH
DFND
2,20,5
360648
0
46159
VERITONE INC
COM
92347M100
5558
374031
SH
DFND
2,20,5
307105
0
66926
ACADIA PHARMACEUTICALS INC
COM
004225108
124459
2567744
SH
DFND
13,19,2,20,5,8
2305225
2700
259819
AUTOLIV INC
COM
052800109
68141
1056289
SH
DFND
10,11,12,13,19,2,20,5,6,8
780687
58330
217272
VERIZON COMMUNICATIONS INC
COM
92343V104
9245657
167706459
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
137320496
2981670
27404293
VERRA MOBILITY CORP
COM
92511U102
30864
3002311
SH
DFND
2,20,5,8
2395496
0
606815
VERRICA PHARMACEUTICALS INC
COM
92511W108
2604
236495
SH
DFND
2,20
192640
0
43855
VERSO CORP
CL A
92531L207
8288
693011
SH
DFND
2,20,5,8
533678
0
159333
VERTEX PHARMACEUTICALS INC
COM
92532F100
3387408
11668245
SH
DFND
10,11,12,13,19,2,20,5,6,8
10172211
170550
1325484
VERTIV HOLDINGS CO
COM CL A
92537N108
26850
1980076
SH
DFND
2,20,5,8
1696853
0
283223
VERU INC
COM
92536C103
1777
532174
SH
DFND
2,20
417888
0
114286
VIACOMCBS INC
CL A
92556H107
1077
41714
SH
DFND
2,20
23348
0
18366
VIACOMCBS INC
CL B
92556H206
761348
32308282
SH
DFND
10,11,12,13,19,2,20,5,6,8
23735834
329599
8242849
VIAD CORP
COM NEW
92552R406
12459
655044
SH
DFND
2,20,5,8
572099
478
82467
AUTOLUS THERAPEUTICS PLC
SPON ADS
05280R100
181
11268
SH
DFND
2
11268
0
0
VIASAT INC
COM
92552V100
55146
1437228
SH
DFND
12,13,19,2,20,5,6,8
1293727
727
142774
VIAVI SOLUTIONS INC
COM
925550105
95323
7482152
SH
DFND
19,2,20,5,8
6221202
1657
1259293
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
12915
11185000
PRN
DFND
2,5
11185000
0
0
VICI PPTYS INC
COM
925652109
301166
14702359
SH
DFND
10,11,12,13,19,2,20,5,6,8
12013805
408087
2280467
VICOR CORP
COM
925815102
40122
557636
SH
DFND
2,20,5,8
472593
0
85043
VICTORY CAP HLDGS INC
COM CL A
92645B103
545
31676
SH
DFND
20,5,8
20166
0
11510
VIELA BIO INC
COM
926613100
27466
634026
SH
DFND
2,20,5
561518
0
72508
VIEMED HEALTHCARE INC
COM
92663R105
3972
413734
SH
DFND
2,20,5
313710
0
100024
VIEWRAY INC
COM
92672L107
4662
2081034
SH
DFND
2,20,5,8
1662852
0
418182
VIKING THERAPEUTICS INC
COM
92686J106
30835
4276762
SH
DFND
2,20,5,8
3987078
0
289684
AUTOMATIC DATA PROCESSING IN
COM
053015103
2836949
18939672
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
16249875
515163
2174634
VILLAGE SUPER MKT INC
CL A NEW
927107409
7592
273894
SH
DFND
2,20,5,6,8
234091
0
39803
VIPER ENERGY PARTNERS LP
COM UNT RP INT
92763M105
1076
103833
SH
DFND
20,5
88909
0
14924
VIPSHOP HOLDINGS LIMITED
SPONSORED ADS A
92763W103
205563
10324617
SH
DFND
10,11,12,13,19,2,20,5,8
7888914
329700
2106003
VIR BIOTECHNOLOGY INC
COM
92764N102
34224
835344
SH
DFND
2,20,5
663027
0
172317
VIRGIN GALACTIC HOLDINGS INC
COM
92766K106
71544
4378478
SH
DFND
2,20,5,8
4298346
0
80132
VIRNETX HLDG CORP
COM
92823T108
11026
1696329
SH
DFND
2,20,5,8
1461186
0
235143
VIRTU FINL INC
CL A
928254101
16851
714014
SH
DFND
2,20,5,8
587026
0
126988
VIRTUS INVT PARTNERS INC
COM
92828Q109
28154
242101
SH
DFND
10,2,20,5,8
200077
8479
33545
VIRTUSA CORP
COM
92827P102
35346
1088565
SH
DFND
2,20,5,8
956469
700
131396
VISA INC
COM CL A
92826C839
14901242
77140560
SH
DFND
10,11,12,13,19,2,20,5,6,8
61121322
1907120
14112118
AUTONATION INC
COM
05329W102
57466
1529155
SH
DFND
10,12,13,2,20,5,6,8
1383797
15598
129760
VISHAY INTERTECHNOLOGY INC
COM
928298108
66852
4377983
SH
DFND
19,2,20,5,6,8
3767300
789
609894
VISHAY INTERTECHNOLOGY INC
NOTE 2.250% 6/1
928298AP3
14057
15020000
PRN
DFND
2,5
15020000
0
0
VISHAY PRECISION GROUP INC
COM
92835K103
7389
300591
SH
DFND
2,20,5,8
247552
0
53039
VISTA OUTDOOR INC
COM
928377100
26238
1815748
SH
DFND
2,20,5
1634841
2386
178521
VISTEON CORP
COM NEW
92839U206
71875
1049270
SH
DFND
12,13,2,20,5,6,8
914379
459
134432
VISTRA ENERGY CORP
COM
92840M102
176273
9466857
SH
DFND
10,11,12,13,19,2,20,5,6,8
8202655
221980
1042222
VIVINT SMART HOME INC
COM CL A
928542109
21602
1246495
SH
DFND
2,20,5
989692
0
256803
VIVINT SOLAR INC
COM
92854Q106
13782
1392118
SH
DFND
2,20,5,8
1196354
0
195764
VMWARE INC
CL A COM
928563402
298967
1930561
SH
DFND
10,11,12,13,19,2,20,5,6,8
1428442
49949
452170
VOCERA COMMUNICATIONS INC
COM
92857F107
14164
668133
SH
DFND
2,20,5,8
536759
0
131374
AUTOZONE INC
COM
053332102
1197243
1061273
SH
DFND
10,11,12,13,19,2,20,5,6,8
898473
17150
145650
VODAFONE GROUP PLC NEW
SPONSORED ADR
92857W308
2459
150729
SH
DFND
1,2,20
150729
0
0
VOLITIONRX LTD
COM
928661107
917
235661
SH
DFND
2,20
180880
0
54781
VONAGE HLDGS CORP
COM
92886T201
81350
8086486
SH
DFND
2,20,5,8
7038075
4300
1044111
VORNADO RLTY TR
SH BEN INT
929042109
440194
11520386
SH
DFND
10,11,12,13,19,2,20,5,6,8
9399922
215426
1905038
VOXX INTL CORP
CL A
91829F104
1304
225629
SH
DFND
2,20
180829
0
44800
VOYA FINANCIAL INC
COM
929089100
174127
3732629
SH
DFND
10,11,12,13,19,2,20,5,6,8
2778242
142063
812324
VOYAGER THERAPEUTICS INC
COM
92915B106
16177
1281866
SH
DFND
2,20,5,8
1175836
0
106030
VSE CORP
COM
918284100
5207
165869
SH
DFND
2,20,5
132570
0
33299
VTV THERAPEUTICS INC
CL A
918385105
397
176407
SH
DFND
2,20
157965
0
18442
VULCAN MATLS CO
COM
929160109
647113
5585786
SH
DFND
10,11,12,13,19,2,20,5,6,8
4796311
79984
709491
AVADEL PHARMACEUTICALS PLC
SPONSORED ADR
05337M104
150
18542
SH
DFND
2
18542
0
0
VUZIX CORP
COM NEW
92921W300
50
21000
SH
DFND
20
21000
0
0
W & T OFFSHORE INC
COM
92922P106
4509
1977680
SH
DFND
2,20,5
1601081
0
376599
WABASH NATL CORP
COM
929566107
20370
1918079
SH
DFND
2,20,5,8
1666781
2200
249098
WABTEC
COM
929740108
416899
7241594
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
6280210
91446
869938
WADDELL & REED FINL INC
CL A
930059100
36833
2374810
SH
DFND
2,20,5,8
2075105
2643
297062
WAITR HLDGS INC
COM
930752100
2788
1060250
SH
DFND
2,20,5
842105
0
218145
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1921502
45329142
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
34967016
807938
9554188
WALKER & DUNLOP INC
COM
93148P102
44568
877145
SH
DFND
2,20,5,8
751861
0
125284
WALMART INC
COM
931142103
8356014
69761343
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
56275903
1392835
12092605
WARNER MUSIC GROUP CORP
COM CL A
934550203
1224
41500
SH
DFND
20
41500
0
0
AVALARA INC
COM
05338G106
188416
1415704
SH
DFND
10,11,12,13,19,2,20,5,6,8
1197349
35924
182431
WARRIOR MET COAL INC
COM
93627C101
43617
2834105
SH
DFND
2,20,5,8
2604000
0
230105
WASHINGTON FED INC
COM
938824109
75536
2814325
SH
DFND
2,20,5,6,8
2448170
1029
365126
WASHINGTON PRIME GROUP NEW
COM
93964W108
3605
4287334
SH
DFND
13,2,20,5,8
4137284
0
150050
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
99327
4413040
SH
DFND
10,12,13,19,2,20,5,8
3507140
23187
882713
WASHINGTON TR BANCORP
COM
940610108
12290
369527
SH
DFND
13,2,20,5,8
282952
0
86575
WASTE CONNECTIONS INC
COM
94106B101
271969
2899768
SH
DFND
10,11,12,13,19,2,20,5,6,8
2153927
154882
590959
WASTE MGMT INC DEL
COM
94106L109
2159630
20391177
SH
DFND
10,11,12,13,19,2,20,5,6,8
15504930
2435382
2450865
WATERS CORP
COM
941848103
508002
2815976
SH
DFND
10,11,12,13,19,2,20,5,6,8
2412791
73980
329205
WATERSTONE FINL INC MD
COM
94188P101
10077
679475
SH
DFND
2,20,5,6,8
565929
0
113546
WATFORD HOLDINGS LTD
SHS
G94787101
5946
356245
SH
DFND
2,20,5,8
283151
0
73094
AVALON GLOBOCARE CORP
COM
05344R104
439
231272
SH
DFND
2,20
148365
0
82907
WATSCO INC
COM
942622200
143976
810220
SH
DFND
13,19,2,20,5,6,8
737562
487
72171
WATTS WATER TECHNOLOGIES INC
CL A
942749102
68769
849006
SH
DFND
2,20,5,8
717869
144
130993
WAVE LIFE SCIENCES LTD
SHS
Y95308105
4883
469081
SH
DFND
2,20,5,8
373593
0
95488
WAYFAIR INC
CL A
94419L101
263131
1331567
SH
DFND
10,11,12,13,19,2,20,5,6,8
1101567
31041
198959
WAYFAIR INC
NOTE 0.375% 9/0
94419LAB7
22028
11544000
PRN
DFND
2,5
11544000
0
0
WAYFAIR INC
NOTE 1.125%11/0
94419LAD3
25895
14474000
PRN
DFND
2,5
14474000
0
0
WD-40 CO
COM
929236107
88217
444865
SH
DFND
2,20,5,6,8
379233
235
65397
WEBSTER FINL CORP CONN
COM
947890109
90878
3176442
SH
DFND
10,13,2,20,5,6,8
2988452
5374
182616
WEC ENERGY GROUP INC
COM
92939U106
1533053
17490621
SH
DFND
10,11,12,13,19,2,20,5,6,8
14938035
218262
2334324
WEIBO CORP
NOTE 1.250%11/1
948596AC5
21774
23319000
PRN
DFND
2,5
23319000
0
0
AVALONBAY CMNTYS INC
COM
053484101
1407844
9012296
SH
DFND
10,11,12,13,19,2,20,5,6,8
7328942
124249
1559105
WEIBO CORP
SPONSORED ADR
948596101
45179
1344599
SH
DFND
10,11,12,13,19,2,20,5,8
1078023
30330
236246
WEINGARTEN RLTY INVS
SH BEN INT
948741103
106909
5647600
SH
DFND
10,13,2,20,5,6,8
4682623
42244
922733
WEIS MKTS INC
COM
948849104
15308
305433
SH
DFND
2,20,5,6,8
254595
370
50468
WELBILT INC
COM
949090104
16340
2683080
SH
DFND
2,20,5,8
2122647
886
559547
WELLS FARGO CO NEW
COM
949746101
4075428
159196393
SH
DFND
1,10,12,13,19,2,20,5,6,8
138662723
2556645
17977025
WELLS FARGO CO NEW
PERP PFD CNV A
949746804
100171
76522
SH
DFND
2
76522
0
0
WELLTOWER INC
COM
95040Q104
1368301
26440590
SH
DFND
10,11,12,13,19,2,20,5,6,8
21603369
365006
4472215
WENDYS CO
COM
95058W100
96346
4423584
SH
DFND
2,20,5,6,8
3997562
2941
423081
WERNER ENTERPRISES INC
COM
950755108
87121
2001401
SH
DFND
2,20,5,6,8
1731580
242
269579
WESBANCO INC
COM
950810101
31487
1528113
SH
DFND
2,20,5,8
1247831
137
280145
AVANGRID INC
COM
05351W103
35755
841349
SH
DFND
10,12,13,19,2,20,5,8
708512
0
132837
WESCO INTL INC
COM
95082P105
37675
1073053
SH
DFND
12,2,20,5,8
858951
491
213611
WEST BANCORPORATION INC
CAP STK
95123P106
6569
375592
SH
DFND
13,2,20,5
282312
0
93280
WEST PHARMACEUTICAL SVSC INC
COM
955306105
789428
3475054
SH
DFND
10,11,12,13,19,2,20,5,6,8
2938991
110006
426057
WESTAMERICA BANCORPORATION
COM
957090103
54765
953760
SH
DFND
2,20,5,8
837326
10
116424
WESTERN ALLIANCE BANCORP
COM
957638109
93572
2470876
SH
DFND
13,2,20,5,8
2261676
1500
207700
WESTERN ASSET MTG CAP CORP
COM
95790D105
3417
1246949
SH
DFND
2,20,5
1045646
0
201303
WESTERN DIGITAL CORP.
COM
958102105
552422
12512399
SH
DFND
10,11,12,13,19,2,20,5,6,8
10785676
205832
1520891
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
25655
27048000
PRN
DFND
2,5
27048000
0
0
WESTERN NEW ENG BANCORP INC
COM
958892101
3159
545513
SH
DFND
2,20,5,6
467031
0
78482
WESTERN UN CO
COM
959802109
504073
23315129
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
18219980
765906
4329243
ACADIA RLTY TR
COM SH BEN INT
004239109
59018
4546812
SH
DFND
10,2,20,5,8
3683124
24356
839332
AVANOS MED INC
COM
05350V106
52628
1790673
SH
DFND
1,19,2,20,5,6,8
1552384
257
238032
WESTLAKE CHEM CORP
COM
960413102
26259
489444
SH
DFND
10,12,13,19,2,20,5,8
403545
500
85399
WESTPAC BANKING CORP
SPONSORED ADR
961214301
437
34942
SH
DFND
20
34942
0
0
WESTROCK CO
COM
96145D105
366310
12962136
SH
DFND
10,11,12,13,19,2,20,5,6,8
11426916
265564
1269656
WESTWOOD HLDGS GROUP INC
COM
961765104
2435
154590
SH
DFND
2,20,5
126408
0
28182
WEX INC
COM
96208T104
170764
1034872
SH
DFND
13,2,20,5,6,8
944215
427
90230
WEYCO GROUP INC
COM
962149100
2785
129007
SH
DFND
2,20
105677
0
23330
WEYERHAEUSER CO MTN BE
COM NEW
962166104
692018
30811117
SH
DFND
10,11,12,13,19,2,20,5,6,8
26835113
364346
3611658
WHIRLPOOL CORP
COM
963320106
404645
3123945
SH
DFND
10,11,12,13,19,2,20,5,6,8
2680548
84618
358779
WHITE MTNS INS GROUP LTD
COM
G9618E107
51360
57840
SH
DFND
13,19,2,20,5,6,8
47483
51
10306
WHITESTONE REIT
COM
966084204
10709
1472999
SH
DFND
2,20,5,8
1289683
0
183316
AVANTOR INC
COM
05352A100
128477
7557488
SH
DFND
10,11,12,13,19,2,20,5,6,8
6354428
202141
1000919
WHITING PETE CORP NEW
COM NEW
966387409
1312
1160794
SH
DFND
12,2,20,5
866442
0
294352
WIDEOPENWEST INC
COM
96758W101
4338
823168
SH
DFND
2,20,5,8
631525
0
191643
WIDEPOINT CORP
COM
967590100
17
24908
SH
DFND
20
24908
0
0
WILEY JOHN & SONS INC
CL A
968223206
163246
4185803
SH
DFND
19,2,20,5,6,8
4075209
435
110159
WILLDAN GROUP INC
COM
96924N100
5011
200367
SH
DFND
2,20,5,8
158072
0
42295
WILLIAMS COS INC
COM
969457100
1303516
68533985
SH
DFND
10,11,12,13,19,2,20,5,6,8
60121666
762829
7649490
WILLIAMS SONOMA INC
COM
969904101
196180
2392150
SH
DFND
10,12,13,19,2,20,5,6,8
2196222
12176
183752
WILLIS LEASE FINANCE CORP
COM
970646105
1296
53364
SH
DFND
2,20
41568
0
11796
WILLIS TOWERS WATSON PLC LTD
SHS
G96629103
1091022
5520682
SH
DFND
10,11,12,13,19,2,20,5,6,8
4814793
90016
615873
WILLSCOT CORP
COM
971375126
13940
1134235
SH
DFND
2,20,5,8
889733
0
244502
AVAYA HLDGS CORP
COM
05351X101
33741
2729876
SH
DFND
12,2,20,5,8
2272562
400
456914
WINGSTOP INC
COM
974155103
125754
904899
SH
DFND
2,20,5,8
767741
200
136958
WINMARK CORP
COM
974250102
9405
54920
SH
DFND
2,20,5,6,8
41203
0
13717
WINNEBAGO INDS INC
COM
974637100
67311
1008737
SH
DFND
2,20,5,8
866358
0
142379
WINTRUST FINL CORP
COM
97650W108
91407
2095521
SH
DFND
13,2,20,5,6,8
1964628
539
130354
WIPRO LTD
SPON ADR 1 SH
97651M109
46447
14032250
SH
DFND
12,13,19,2,20,5,8
9461779
0
4570471
WISDOMTREE INVTS INC
COM
97717P104
14987
4319107
SH
DFND
2,20,5,8
3750901
3600
564606
WIX COM LTD
NOTE 7/0
92940WAB5
19632
10595000
PRN
DFND
2,5
10595000
0
0
WIX COM LTD
SHS
M98068105
253394
988970
SH
DFND
10,12,13,19,2,20,5,6,8
740063
23700
225207
WNS HLDGS LTD
SPON ADR
92932M101
2200
40017
SH
DFND
19,2,20
40017
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
65126
2723794
SH
DFND
2,20,5,8
2302674
828
420292
AVAYA HLDGS CORP
NOTE 2.250% 6/1
05351XAB7
7242
8833000
PRN
DFND
2,5
8833000
0
0
WOODWARD INC
COM
980745103
102301
1319164
SH
DFND
13,19,2,20,5,6,8
1194601
449
124114
WORKDAY INC
CL A
98138H101
673519
3594786
SH
DFND
10,11,12,13,19,2,20,5,6,8
2976144
82189
536453
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
39534
28648000
PRN
DFND
2,5
28648000
0
0
WORKHORSE GROUP INC
COM NEW
98138J206
29203
1679314
SH
DFND
2,20,5
1501114
0
178200
WORKIVA INC
COM CL A
98139A105
43832
819448
SH
DFND
2,20,5,8
652043
500
166905
WORLD ACCEP CORP DEL
COM
981419104
11464
174975
SH
DFND
2,20,5,8
148256
0
26719
WORLD FUEL SVCS CORP
COM
981475106
70983
2744766
SH
DFND
12,13,2,20,5,6,8
2451666
246
292854
WORLD WRESTLING ENTMT INC
CL A
98156Q108
46832
1077835
SH
DFND
2,20,5,6,8
965502
6700
105633
WORTHINGTON INDS INC
COM
981811102
64520
1729751
SH
DFND
19,2,20,5,6,8
1558432
200
171119
WP CAREY INC
COM
92936U109
518309
7546626
SH
DFND
10,11,12,13,19,2,20,5,6,8
5863940
149714
1532972
AVENUE THERAPEUTICS INC
COM NEW
05360L205
721
66944
SH
DFND
2,20
51235
0
15709
WPX ENERGY INC
COM
98212B103
131977
20686073
SH
DFND
12,13,2,20,5,6
20096671
6336
583066
WRAP TECHNOLOGIES INC
COM
98212N107
1758
167713
SH
DFND
2,20
132639
0
35074
WRIGHT MED GROUP N V
NOTE 2.250%11/1
98236JAB4
14059
9938000
PRN
DFND
2,5
9938000
0
0
WRIGHT MED GROUP N V
ORD SHS
N96617118
89244
3002829
SH
DFND
13,2,20,5,6,8
2414903
1154
586772
WSFS FINL CORP
COM
929328102
37603
1310217
SH
DFND
2,20,5,8
1035392
662
274163
WW INTL INC
COM
98262P101
37933
1494599
SH
DFND
13,2,20,5,6,8
1282316
336
211947
WYNDHAM DESTINATIONS INC
COM
98310W108
62424
2215195
SH
DFND
13,2,20,5,6,8
2006358
4995
203842
WYNDHAM HOTELS & RESORTS INC
COM
98311A105
102544
2406017
SH
DFND
12,13,19,2,20,5,6,8
2168424
1795
235798
WYNN RESORTS LTD
COM
983134107
295180
3962675
SH
DFND
10,12,13,19,2,20,5,6,8
3433210
57637
471828
X FINANCIAL
SPONSORED ADS
98372W103
14
15041
SH
DFND
2
15041
0
0
AVEO PHARMACEUTICALS INC
COM NEW
053588307
677
131510
SH
DFND
2,20
99709
0
31801
X4 PHARMACEUTICALS INC
COM
98420X103
3917
420286
SH
DFND
2,20
370404
0
49882
XBIOTECH INC
COM
98400H102
3773
275230
SH
DFND
2,20,5,8
222977
0
52253
XCEL ENERGY INC
COM
98389B100
1776257
28221540
SH
DFND
10,11,12,13,19,2,20,5,6,8
24759187
362107
3100246
XENCOR INC
COM
98401F105
89476
2762461
SH
DFND
2,20,5,8
2523526
1200
237735
XENIA HOTELS & RESORTS INC
COM
984017103
53309
5713711
SH
DFND
10,12,13,2,20,5,8
4962110
32412
719189
XENON PHARMACEUTICALS INC
COM
98420N105
1087
86664
SH
DFND
2,20,8
84964
0
1700
XERIS PHARMACEUTICALS INC
COM
98422L107
1648
619398
SH
DFND
2,20,5
498663
0
120735
XEROX HOLDINGS CORP
COM NEW
98421M106
97413
6269302
SH
DFND
1,10,12,13,19,2,20,5,6,8
5455973
3776
809553
XILINX INC
COM
983919101
1019843
10365307
SH
DFND
10,11,12,13,19,2,20,5,6,8
8929591
257295
1178421
XOMA CORP DEL
COM NEW
98419J206
1295
65551
SH
DFND
2,20
51545
0
14006
AVERY DENNISON CORP
COM
053611109
443010
3882991
SH
DFND
10,11,12,13,19,2,20,5,6,8
3132970
96083
653938
XPEL INC
COM
98379L100
2690
172007
SH
DFND
2,20,5
130139
0
41868
XPERI HOLDING CORP
COM
98390M103
53861
3649091
SH
DFND
2,20,5,8
3159465
866
488760
XPO LOGISTICS INC
COM
983793100
238322
3085075
SH
DFND
10,11,12,13,19,2,20,5,6,8
2663242
94438
327395
XUNLEI LTD
SPONSORED ADR
98419E108
848
243543
SH
DFND
2
243543
0
0
XYLEM INC
COM
98419M100
507475
7812110
SH
DFND
10,11,12,13,19,2,20,5,6,8
6742983
108216
960911
Y-MABS THERAPEUTICS INC
COM
984241109
41281
955589
SH
DFND
2,20,5,8
828498
0
127091
YANDEX N V
SHS CLASS A
N97284108
29004
579843
SH
DFND
10,12,19,2,20,5,8
549849
0
29994
YATRA ONLINE INC
ORD SHS
G98338109
94
137967
SH
DFND
20
137967
0
0
YELP INC
CL A
985817105
55158
2384688
SH
DFND
13,19,2,20,5,6,8
2085790
600
298298
YETI HLDGS INC
COM
98585X104
91581
2143247
SH
DFND
2,20,5,8
1814377
0
328870
AVID BIOSERVICES INC
COM
05368M106
6947
1058202
SH
DFND
2,20,5
858366
0
199836
YEXT INC
COM
98585N106
36560
2201065
SH
DFND
2,20,5,8
1784377
0
416688
YINTECH INVT HLDGS LTD
SPONSORED ADR
98585M108
314
52037
SH
DFND
2,20
45225
0
6812
YIREN DIGITAL LTD
SPONSORED ADS
98585L100
43
10368
SH
DFND
2
10368
0
0
YORK WTR CO
COM
987184108
13280
275861
SH
DFND
2,20,5,8
222016
0
53845
YOUNGEVITY INTL INC
COM NEW
987537206
17
12100
SH
DFND
20
12100
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
36116
6281083
SH
DFND
10,12,13,19,2,20,5,8
2103062
466500
3711521
YRC WORLDWIDE INC
COM PAR $.01
984249607
46
24899
SH
DFND
20
24899
0
0
YUM BRANDS INC
COM
988498101
1174367
13512455
SH
DFND
10,11,12,13,19,2,20,5,6,8
11389877
205525
1917053
YUM CHINA HLDGS INC
COM
98850P109
568919
11835220
SH
DFND
10,11,12,13,19,2,20,5,8
9630066
225171
1979983
YY INC
ADS REPSTG COM A
46591M109
109996
1242189
SH
DFND
10,11,12,13,19,2,20,5,8
976561
43900
221728
AVID TECHNOLOGY INC
COM
05367P100
3854
530147
SH
DFND
2,20,5
417654
0
112493
YY INC
NOTE 0.750% 6/1
98426TAD8
13697
12390000
PRN
DFND
2,5
12390000
0
0
YY INC
NOTE 1.375% 6/1
98426TAF3
15406
14085000
PRN
DFND
2,5
14085000
0
0
ZAGG INC
COM
98884U108
72
22925
SH
DFND
20
22912
0
13
ZAI LAB LTD
ADR
98887Q104
72598
883945
SH
DFND
10,11,12,13,19,2,20,5,8
657089
21100
205756
ZEBRA TECHNOLOGIES CORPORATI
CL A
989207105
544316
2126650
SH
DFND
10,11,12,13,19,2,20,5,6,8
1845016
32771
248863
ZENDESK INC
COM
98936J101
126699
1431141
SH
DFND
13,19,2,20,5,8
1164035
1300
265806
ZENTALIS PHARMACEUTICALS INC
COM
98943L107
6592
137270
SH
DFND
2,20,5
107874
0
29396
ZILLOW GROUP INC
CL A
98954M101
34824
605847
SH
DFND
12,13,19,2,20,5
519765
0
86082
ZILLOW GROUP INC
CL C CAP STK
98954M200
162183
2815189
SH
DFND
10,11,12,13,19,2,20,5,6,8
2283432
57930
473827
ZILLOW GROUP INC
NOTE 1.500% 7/0
98954MAC5
10215
9730000
PRN
DFND
2,5
9730000
0
0
AVIS BUDGET GROUP
COM
053774105
49363
2156537
SH
DFND
12,13,2,20,5,6,8
1907594
1388
247555
ZILLOW GROUP INC
NOTE 2.000%12/0
98954MAB7
11618
9420000
PRN
DFND
2,5
9420000
0
0
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
12606
10750000
PRN
DFND
2,5
10750000
0
0
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
1055604
8826222
SH
DFND
10,11,12,13,19,2,20,5,6,8
7731269
124536
970417
ZION OIL & GAS INC
COM
989696109
13
43166
SH
DFND
20
43166
0
0
ZIONS BANCORPORATION N A
COM
989701107
288403
8482447
SH
DFND
10,12,13,19,2,20,5,6,8
7444182
111552
926713
ZIOPHARM ONCOLOGY INC
COM
98973P101
26435
8059494
SH
DFND
2,20,5,8
7144240
0
915254
ZIX CORP
COM
98974P100
8414
1219452
SH
DFND
2,20,5
1017356
0
202096
ZOETIS INC
CL A
98978V103
2803867
20460206
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
17642365
458109
2359732
ZOGENIX INC
COM NEW
98978L204
33859
1253571
SH
DFND
2,20,5,8
1019768
0
233803
ZOOM VIDEO COMMUNICATIONS IN
CL A
98980L101
678878
2677596
SH
DFND
10,11,12,13,19,2,20,5,6,8
2281708
67191
328697
ACCEL ENTERTAINMENT INC
COM CL A1
00436Q106
5429
563801
SH
DFND
2,20,5,8
429482
0
134319
AVISTA CORP
COM
05379B107
87583
2406778
SH
DFND
13,19,2,20,5,8
1985677
920
420181
ZOVIO INC
COM
98979V102
93
30394
SH
DFND
20
30394
0
0
ZSCALER INC
COM
98980G102
100484
917662
SH
DFND
13,19,2,20,5,8
757933
600
159129
ZTO EXPRESS CAYMAN INC
SPONSORED ADS A
98980A105
276719
7537978
SH
DFND
10,11,12,13,19,2,20,5,8
5936571
179500
1421907
ZUMIEZ INC
COM
989817101
19033
695153
SH
DFND
2,20,5,8
603796
0
91357
ZUORA INC
COM CL A
98983V106
27469
2154433
SH
DFND
2,20,5,8
1716397
0
438036
ZYMEWORKS INC
COM
98985W102
2957
81968
SH
DFND
2,20,5,8
67468
0
14500
ZYNERBA PHARMACEUTICALS INC
COM
98986X109
78
23250
SH
DFND
20
23250
0
0
ZYNEX INC
COM
98986M103
12412
499067
SH
DFND
2,20,5,8
441183
0
57884
ZYNGA INC
CL A
98986T108
116861
12249628
SH
DFND
13,2,20,5,6,8
9910563
6900
2332165
ZYNGA INC
NOTE 0.250% 6/0
98986TAB4
17299
13475000
PRN
DFND
2
13475000
0
0
AVNET INC
COM
053807103
107844
3867468
SH
DFND
12,13,19,2,20,5,6,8
3649234
1129
217105
AVROBIO INC
COM
05455M100
20378
1167766
SH
DFND
2,20,5,8
1045983
0
121783
AXALTA COATING SYS LTD
COM
G0750C108
118285
5245468
SH
DFND
10,11,12,13,19,2,20,5,6,8
3764384
365719
1115365
AXCELIS TECHNOLOGIES INC
COM NEW
054540208
28510
1023683
SH
DFND
2,20,5,8
875610
0
148073
AXCELLA HEALTH INC
COM
05454B105
784
141829
SH
DFND
2,20
107860
0
33969
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
57153
1394949
SH
DFND
12,13,19,2,20,5,8
1160584
1101
233264
AXOGEN INC
COM
05463X106
10945
1184530
SH
DFND
2,20,5,8
1044806
0
139724
AXON ENTERPRISE INC
COM
05464C101
201864
2057109
SH
DFND
13,19,2,20,5,6,8
1915062
500
141547
AXONICS MODULATION TECHNOLOG
COM
05465P101
26109
743624
SH
DFND
2,20,5,8
619969
0
123655
ACCELERATE DIAGNOSTICS INC
COM
00430H102
11130
734192
SH
DFND
2,20,5,8
611545
0
122647
AXOS FINANCIAL INC
COM
05465C100
44470
2014026
SH
DFND
2,20,5,8
1752102
1600
260324
AXSOME THERAPEUTICS INC
COM
05464T104
59301
720726
SH
DFND
2,20,5,8
594609
500
125617
AXT INC
COM
00246W103
3257
684310
SH
DFND
2,20,5
541397
0
142913
AYTU BIOSCIENCE INC
COM PAR
054754700
326
229410
SH
DFND
2,20
188510
0
40900
AZURE PWR GLOBAL LTD
SHS
V0393H103
849
53190
SH
DFND
2,20
53190
0
0
AZZ INC
COM
002474104
29100
847916
SH
DFND
2,20,5,8
729976
94
117846
B & G FOODS INC NEW
COM
05508R106
55200
2220934
SH
DFND
12,2,20,5,8
1920376
13700
286858
B. RILEY FINANCIAL INC
COM
05580M108
9146
420335
SH
DFND
2,20,5,8
322343
4600
93392
BABCOCK & WILCOX ENTERPRISES
COM
05614L209
36
15843
SH
DFND
20,5
15843
0
0
BADGER METER INC
COM
056525108
62570
994430
SH
DFND
19,2,20,5,8
841895
120
152415
1ST CONSTITUTION BANCORP
COM
31986N102
2087
168340
SH
DFND
2,20
141487
0
26853
ACCELERON PHARMA INC
COM
00434H108
107560
1129003
SH
DFND
13,2,20,5,8
1017736
1400
109867
BAIDU INC
SPON ADR REP A
056752108
733593
6118880
SH
DFND
10,11,12,13,19,2,20,5,8
4723192
196227
1199461
BAKER HUGHES COMPANY
CL A
05722G100
581164
37762460
SH
DFND
10,11,12,13,19,2,20,5,6,8
32044251
321135
5397074
BALCHEM CORP
COM
057665200
94161
992635
SH
DFND
13,2,20,5,8
846384
416
145835
BALL CORP
COM
058498106
1000776
14401732
SH
DFND
10,11,12,13,19,2,20,5,6,8
12252204
155920
1993608
BALLARD PWR SYS INC NEW
COM
058586108
6835
443834
SH
DFND
2
443834
0
0
BANC OF CALIFORNIA INC
COM
05990K106
20828
1912651
SH
DFND
2,20,5,8
1474948
0
437703
BANCFIRST CORP
COM
05945F103
19295
471935
SH
DFND
2,20,5,8
388350
0
83585
BANCO BBVA ARGENTINA S A
SPONSORED ADS
058934100
2324
619705
SH
DFND
13,2,20,5
435690
0
184015
BANCO BILBAO VIZCAYA ARGENTA
SPONSORED ADR
05946K101
54
15823
SH
DFND
12,20
12434
0
3389
BANCO BRADESCO S A
SP ADR PFD NEW
059460303
86320
22636155
SH
DFND
1,10,13,2,20,5
19052955
1949439
1633761
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
5829389
27148660
SH
DFND
10,11,12,13,19,2,20,5,6,8
23008604
778783
3361273
BANCO DE CHILE
SPONSORED ADS
059520106
2369
134245
SH
DFND
10,13,19,2,20,5
121472
2121
10652
BANCO MACRO SA
SPON ADR B
05961W105
4065
219164
SH
DFND
2,20,5
164809
700
53655
BANCO SANTANDER BRASIL S A
ADS REP 1 UNIT
05967A107
11222
2132034
SH
DFND
10,13,2,20,5
1669097
175207
287730
BANCO SANTANDER CHILE NEW
SP ADR REP COM
05965X109
3936
240000
SH
DFND
10,13,19,2,20
209844
0
30156
BANCO SANTANDER S.A.
ADR
05964H105
7909
3281646
SH
DFND
10,12,2,20
3278508
0
3138
BANCOLOMBIA S A
SPON ADR PREF
05968L102
27250
1023196
SH
DFND
10,13,19,2,20,5
896781
68505
57910
BANCORP INC DEL
COM
05969A105
13404
1367759
SH
DFND
10,2,20,5,8
1098387
41520
227852
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
91290
3983842
SH
DFND
2,20,5,6,8
3520318
672
462852
BANDWIDTH INC
COM CL A
05988J103
50881
400638
SH
DFND
2,20,5,6,8
315198
0
85440
BANK COMM HLDGS
COM
06424J103
2621
343523
SH
DFND
2,20
290259
0
53264
ACCO BRANDS CORP
COM
00081T108
16518
2326496
SH
DFND
2,20,5,8
1878235
77
448184
BANK FIRST CORP
COM
06211J100
7212
112159
SH
DFND
2,20,5,8
90712
0
21447
BANK HAWAII CORP
COM
062540109
85719
1395844
SH
DFND
13,19,2,20,5,6,8
1273925
566
121353
BANK MONTREAL QUE
COM
063671101
475
8955
SH
DFND
12,20
7596
0
1359
BANK NEW YORK MELLON CORP
COM
064058100
1380770
35724974
SH
DFND
1,10,12,13,19,2,20,5,6,8
31027369
514479
4183126
BANK OF MARIN BANCORP
COM
063425102
9888
296669
SH
DFND
2,20,5,8
240198
0
56471
BANK OF NT BUTTERFIELD&SON L
SHS NEW
G0772R208
23261
953698
SH
DFND
2,20,5
755222
0
198476
BANK OZK
COM
06417N103
420728
17926213
SH
DFND
13,2,20,5,6,8
17684529
1000
240684
BANK PRINCETON NEW JERSEY
COM
064520109
1874
93307
SH
DFND
2,20
73994
0
19313
BANK7 CORP
COM
06652N107
928
84691
SH
DFND
2,20
53314
0
31377
BANKFINANCIAL CORP
COM
06643P104
3561
423899
SH
DFND
13,2,20,5
292040
0
131859
ACCURAY INC
COM
004397105
3690
1817673
SH
DFND
2,20,5
1491373
0
326300
BANKUNITED INC
COM
06652K103
65198
3219638
SH
DFND
12,13,2,20,5,8
2787450
1400
430788
BANKWELL FINL GROUP INC
COM
06654A103
1731
108885
SH
DFND
13,2,20
86634
0
22251
BANNER CORP
COM NEW
06652V208
56318
1482055
SH
DFND
2,20,5,8
1325053
0
157002
BAOZUN INC
SPONSORED ADR
06684L103
31219
811938
SH
DFND
10,11,12,13,19,2,20,5,8
631130
20000
160808
BAR HBR BANKSHARES
COM
066849100
7007
312934
SH
DFND
2,20,5,8
244500
0
68434
BARCLAYS BANK PLC
DJUBS CMDT ETN36
06738C778
19111
1086465
SH
DFND
1,20
1014486
80
71899
BARNES & NOBLE ED INC
COM
06777U101
849
530828
SH
DFND
2,20,5
530828
0
0
BARNES GROUP INC
COM
067806109
60789
1536622
SH
DFND
19,2,20,5,8
1312455
388
223779
BARRETT BUSINESS SVCS INC
COM
068463108
9191
172991
SH
DFND
2,20,5,8
137489
2500
33002
BARRICK GOLD CORPORATION
COM
067901108
25183
934774
SH
DFND
2,20,5,8
934774
0
0
ACELRX PHARMACEUTICALS INC
COM
00444T100
1321
1092115
SH
DFND
2,20
769246
0
322869
BASSETT FURNITURE INDS INC
COM
070203104
130
17670
SH
DFND
20
17670
0
0
BAUDAX BIO INC
COM
07160F107
102
24540
SH
DFND
20
24540
0
0
BAUSCH HEALTH COS INC
COM
071734107
2645
144593
SH
DFND
20,5
9617
0
134976
BAXTER INTL INC
COM
071813109
2075464
24037245
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
19365487
1998443
2673315
BAYCOM CORP
COM
07272M107
3261
252594
SH
DFND
2,20
198941
0
53653
BBX CAP CORP NEW
CL A
05491N104
5125
2017901
SH
DFND
2,20,5
1798882
0
219019
BCB BANCORP INC
COM
055298103
3446
371385
SH
DFND
13,2,20,5
270036
0
101349
BEACON ROOFING SUPPLY INC
COM
073685109
30623
1161275
SH
DFND
13,2,20,5,8
915502
552
245221
BEAM THERAPEUTICS INC
COM
07373V105
6252
223299
SH
DFND
2,20,5,8
181138
0
42161
BEAZER HOMES USA INC
COM NEW
07556Q881
7829
777436
SH
DFND
2,20,5
678362
0
99074
ACER THERAPEUTICS INC
COM
00444P108
59
17259
SH
DFND
20
17259
0
0
BECTON DICKINSON & CO
COM
075887109
2918658
12198177
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
10676963
145075
1376139
BED BATH & BEYOND INC
COM
075896100
48095
4537289
SH
DFND
1,12,13,2,20,5,8
3940844
723
595722
BEIGENE LTD
SPONSORED ADR
07725L102
146890
779671
SH
DFND
10,11,12,13,19,2,20,5,6,8
582948
54929
141794
BEL FUSE INC
CL B
077347300
3477
324063
SH
DFND
2,20,5
287971
0
36092
BELDEN INC
COM
077454106
42926
1316806
SH
DFND
13,2,20,5,6,8
1113811
791
202204
BELLEROPHON THERAPEUTICS INC
COM NEW
078771300
405
32302
SH
DFND
2,20
25886
0
6416
BELLRING BRANDS INC
COM CL A
079823100
16036
804220
SH
DFND
10,2,20,5,8
645014
4595
154611
BENCHMARK ELECTRS INC
COM
08160H101
28811
1323959
SH
DFND
2,20,5,8
1150186
115
173658
BENEFITFOCUS INC
COM
08180D106
7899
734085
SH
DFND
2,20,5,8
612616
0
121469
BENEFYTT TECHNOLOGIES INC
COM CL A
08182C106
4019
196434
SH
DFND
2,20,5
161131
0
35303
ACI WORLDWIDE INC
COM
004498101
108242
4010446
SH
DFND
13,2,20,5,6,8
3371695
1265
637486
BERKLEY W R CORP
COM
084423102
444727
7762740
SH
DFND
10,11,12,13,19,2,20,5,6,8
6102148
238886
1421706
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
81527
305
SH
DFND
1,12,19,20,5
291
0
14
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
13470989
75463500
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
65642380
2932149
6888971
BERKSHIRE HILLS BANCORP INC
COM
084680107
19780
1755434
SH
DFND
2,20,5,8
1553732
500
201202
BERRY CORP
COM
08579X101
8625
1785739
SH
DFND
2,20,5
1569711
0
216028
BERRY GLOBAL GROUP INC
COM
08579W103
72693
1640190
SH
DFND
12,13,2,20,5,8
1352322
1400
286468
BEST BUY INC
COM
086516101
986490
11233539
SH
DFND
10,11,12,13,19,2,20,5,6,8
9310955
458735
1463849
BEST INC
SPONSORED ADS
08653C106
15206
3552768
SH
DFND
10,11,12,13,19,2,20,5,8
2695577
147800
709391
BEYOND AIR INC
COM
08862L103
791
109132
SH
DFND
2,20
101920
0
7212
BEYOND MEAT INC
COM
08862E109
72621
542030
SH
DFND
19,2,20,5,8
456041
0
85989
ACLARIS THERAPEUTICS INC
COM
00461U105
126
78040
SH
DFND
20
78040
0
0
BEYONDSPRING INC
SHS
G10830100
3266
216606
SH
DFND
2,20
171662
0
44944
BG STAFFING INC
COM
05544A109
2090
184618
SH
DFND
2,20
148215
0
36403
BGC PARTNERS INC
CL A
05541T101
17743
6475519
SH
DFND
13,2,20,5,8
5170240
5482
1299797
BHP GROUP LTD
SPONSORED ADS
088606108
960
19298
SH
DFND
19,20
10359
0
8939
BIG 5 SPORTING GOODS CORP
COM
08915P101
81
41544
SH
DFND
20
41544
0
0
BIG LOTS INC
COM
089302103
64030
1524531
SH
DFND
10,12,2,20,5,8
1344337
12223
167971
BIGLARI HLDGS INC
COM STK CL A
08986R408
261
780
SH
DFND
2,20
650
0
130
BIGLARI HLDGS INC
COM STK CL B
08986R309
1198
17368
SH
DFND
2,20
13540
0
3828
BILIBILI INC
NOTE 1.375% 4/0
090040AB2
25659
13425000
PRN
DFND
2,5
13425000
0
0
BILIBILI INC
SPONS ADS REP Z
090040106
86943
1877005
SH
DFND
10,11,12,13,19,2,20,5,8
1545205
43300
288500
ACM RESEARCH INC
COM CL A
00108J109
1406
22550
SH
DFND
2,20,5,8
21450
0
1100
BILL COM HLDGS INC
COM
090043100
13179
146088
SH
DFND
2,20,5,8
130311
0
15777
BIO RAD LABS INC
CL A
090572207
418505
926942
SH
DFND
10,11,12,13,19,2,20,5,6,8
787348
25665
113929
BIO-TECHNE CORP
COM
09073M104
245974
931472
SH
DFND
13,19,2,20,5,6,8
846632
414
84426
BIOCRYST PHARMACEUTICALS INC
COM
09058V103
74231
15578395
SH
DFND
2,20,5,8
14832523
0
745872
BIODELIVERY SCIENCES INTL IN
COM
09060J106
8794
2016973
SH
DFND
2,20,5,8
1665415
0
351558
BIOGEN INC
COM
09062X103
2096755
7836873
SH
DFND
10,11,12,13,19,2,20,5,6,8
6632070
293163
911640
BIOHAVEN PHARMACTL HLDG CO L
COM
G11196105
129457
1770709
SH
DFND
2,20,5,8
1548465
800
221444
BIOLIFE SOLUTIONS INC
COM NEW
09062W204
2185
133648
SH
DFND
2,20
108459
0
25189
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
634769
5146501
SH
DFND
10,11,12,13,19,2,20,5,6,8
4497481
87500
561520
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
14448
11750000
PRN
DFND
2,5
11750000
0
0
ACNB CORP
COM
000868109
4008
153085
SH
DFND
2,20,5
127958
0
25127
BIOMARIN PHARMACEUTICAL INC
NOTE 1.500%10/1
09061GAF8
12912
9800000
PRN
DFND
2,5
9800000
0
0
BIOSIG TECHNOLOGIES INC
COM NEW
09073N201
2249
312346
SH
DFND
2,20,5
249457
0
62889
BIOSPECIFICS TECHNOLOGIES CO
COM
090931106
8431
137586
SH
DFND
2,20,5,8
111304
0
26282
BIOTELEMETRY INC
COM
090672106
48434
1071787
SH
DFND
2,20,5,8
924989
0
146798
BIOXCEL THERAPEUTICS INC
COM
09075P105
51652
974381
SH
DFND
2,20,5,8
940001
0
34380
BITAUTO HLDGS LTD
SPONSORED ADS
091727107
3956
249619
SH
DFND
2,20,5
233885
0
15734
BJS RESTAURANTS INC
COM
09180C106
14481
691531
SH
DFND
2,20,5,8
611003
0
80528
BJS WHSL CLUB HLDGS INC
COM
05550J101
157648
4229891
SH
DFND
12,13,2,20,5,6,8
3600161
1200
628530
BK OF AMERICA CORP
7.25%CNV PFD L
060505682
79761
59287
SH
DFND
2
59287
0
0
BK OF AMERICA CORP
COM
060505104
7855408
330754010
SH
DFND
1,10,12,13,19,2,20,5,6,8
286968610
5269191
38516209
1ST SOURCE CORP
COM
336901103
15001
421614
SH
DFND
2,20,5,8
344839
0
76775
ACORDA THERAPEUTICS INC
COM
00484M106
27
36371
SH
DFND
20
36371
0
0
BLACK DIAMOND THERAPEUTICS I
COM
09203E105
9702
230118
SH
DFND
2,20,5,8
187660
0
42458
BLACK HILLS CORP
COM
092113109
250991
4429774
SH
DFND
12,13,2,20,5,6,8
4113601
480
315693
BLACK KNIGHT INC
COM
09215C105
261245
3600393
SH
DFND
10,11,12,13,19,2,20,5,6,8
2814312
154689
631392
BLACKBAUD INC
COM
09227Q100
93879
1644686
SH
DFND
13,19,2,20,5,6,8
1420346
3629
220711
BLACKLINE INC
COM
09239B109
85405
1030089
SH
DFND
2,20,5,8
804219
700
225170
BLACKROCK INC
COM
09247X101
3524068
6476994
SH
DFND
1,10,12,13,19,2,20,5,6,8
5561700
147516
767778
BLACKSTONE GROUP INC
COM CL A
09260D107
440453
7773620
SH
DFND
10,12,13,19,2,20,5,6,8
5962779
474642
1336199
BLACKSTONE MTG TR INC
COM CL A
09257W100
73284
2965777
SH
DFND
12,13,2,20,5,8
2338799
1900
625078
BLACKSTONE MTG TR INC
NOTE 4.375% 5/0
09257WAB6
9464
10000000
PRN
DFND
2,5
10000000
0
0
BLOCK H & R INC
COM
093671105
158136
10883862
SH
DFND
10,12,13,19,2,20,5,6,8
8309578
17912
2556372
ACTIVISION BLIZZARD INC
COM
00507V109
2591274
34140631
SH
DFND
10,11,12,13,19,2,20,5,6,8
29521635
537534
4081462
BLOOM ENERGY CORP
COM CL A
093712107
17964
1651122
SH
DFND
2,20,5,8
1340165
0
310957
BLOOMIN BRANDS INC
COM
094235108
30706
2880509
SH
DFND
10,2,20,5,8
2474351
17751
388407
BLUCORA INC
COM
095229100
17931
1570127
SH
DFND
2,20,5,8
1363724
1243
205160
BLUE BIRD CORP
COM
095306106
4511
300951
SH
DFND
2,20,5
237959
0
62992
BLUEBIRD BIO INC
COM
09609G100
100257
1642482
SH
DFND
13,19,2,20,5,8
1497863
900
143719
BLUEGREEN VACATIONS CORP
COM
09629F108
615
113506
SH
DFND
2,20
87311
0
26195
BLUEPRINT MEDICINES CORP
COM
09627Y109
146784
1881846
SH
DFND
13,19,2,20,5,8
1634718
400
246728
BLUEROCK RESIDENTIAL GWT REI
COM CL A
09627J102
4307
523047
SH
DFND
2,20,5
443907
0
79140
BMC STK HLDGS INC
COM
05591B109
36095
1435751
SH
DFND
10,2,20,5,8
1122217
7628
305906
BOEING CO
COM
097023105
4890231
26678836
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
18515037
275463
7888336
ACUITY BRANDS INC
COM
00508Y102
91951
960419
SH
DFND
10,12,13,19,2,20,5,6,8
871072
680
88667
BOGOTA FINL CORP
COM
097235105
461
52800
SH
DFND
2,20
42500
0
10300
BOINGO WIRELESS INC
COM
09739C102
12586
944884
SH
DFND
2,20,5,8
768237
0
176647
BOISE CASCADE CO DEL
COM
09739D100
49505
1316262
SH
DFND
2,20,5,8
1134036
100
182126
BOK FINL CORP
COM NEW
05561Q201
43227
765890
SH
DFND
2,20,5,8
702714
306
62870
BONANZA CREEK ENERGY INC
COM NEW
097793400
12823
865252
SH
DFND
2,20,5
796030
0
69222
BOOT BARN HLDGS INC
COM
099406100
22374
1037776
SH
DFND
2,20,5,8
910435
0
127341
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
279704
3595626
SH
DFND
10,11,12,13,19,2,20,5,6,8
2666143
262918
666565
BORGWARNER INC
COM
099724106
333029
9434239
SH
DFND
10,11,12,13,19,2,20,5,6,8
8042820
275303
1116116
BOSTON BEER INC
CL A
100557107
121309
226049
SH
DFND
13,2,20,5,6,8
204906
111
21032
BOSTON OMAHA CORP
COM
101044105
3308
206720
SH
DFND
2,20
167433
0
39287
ACUSHNET HOLDINGS CORP
COM
005098108
25426
730846
SH
DFND
2,20,5,8
586723
0
144123
BOSTON PPTYS LTD PARTNERSHIP
COM
101121101
856440
9375432
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
7567523
134356
1673553
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
21561
3133812
SH
DFND
2,20,5,8
2780298
1448
352066
BOSTON SCIENTIFIC CORP
5.50% CNV PFD A
101137206
20890
200000
SH
DFND
2
200000
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
2270405
64665487
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
57119398
840928
6705161
BOTTOMLINE TECH DEL INC
COM
101388106
68760
1354346
SH
DFND
2,20,5,8
1155341
250
198755
BOX INC
CL A
10316T104
78125
3763247
SH
DFND
13,2,20,5,8
2427768
1500
1333979
BOYD GAMING CORP
COM
103304101
54713
2617823
SH
DFND
2,20,5,6,8
2248068
532
369223
BP PLC
SPONSORED ADR
055622104
676756
29020400
SH
DFND
1,2,20
148872
28706537
164991
BRADY CORP
CL A
104674106
166901
3564733
SH
DFND
2,20,5,8
3340995
292
223446
BRAEMAR HOTELS & RESORTS INC
COM
10482B101
171
59689
SH
DFND
20
59689
0
0
ADAMAS PHARMACEUTICALS INC
COM
00548A106
128
49883
SH
DFND
20
49883
0
0
BRAINSTORM CELL THERAPEUTICS
COM NEW
10501E201
4738
422678
SH
DFND
2,20,5
343233
0
79445
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
100001
9182869
SH
DFND
10,13,2,20,5,8
7828487
51249
1303133
BRASKEM S A
SP ADR PFD A
105532105
3654
422442
SH
DFND
10,13,2,20
378278
36864
7300
BRF SA
SPONSORED ADR
10552T107
8304
2091727
SH
DFND
10,2,20,5,8
1830472
233763
27492
BRIDGE BANCORP INC
COM
108035106
7834
343002
SH
DFND
2,20,5,8
266744
0
76258
BRIDGEBIO PHARMA INC
COM
10806X102
103906
3186321
SH
DFND
2,20,5
2921531
0
264790
BRIDGEWATER BANCSHARES INC
COM ACCD INV
108621103
4216
411293
SH
DFND
2,20,5
334733
0
76560
BRIDGFORD FOODS CORP
COM
108763103
515
31097
SH
DFND
2,20
23789
0
7308
BRIGHAM MINERALS INC
CL A COM
10918L103
7236
585882
SH
DFND
2,20,5
470311
11900
103671
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
88169
752294
SH
DFND
13,19,2,20,5,8
619207
800
132287
ADAMIS PHARMACEUTICALS CORP
COM NEW
00547W208
21
38500
SH
DFND
20
38500
0
0
BRIGHT SCHOLAR ED HLDGS LTD
SPONSORED ADS
109199109
827
105259
SH
DFND
2,20,5
80928
0
24331
BRIGHTCOVE INC
COM
10921T101
5852
742602
SH
DFND
2,20,5
596518
0
146084
BRIGHTHOUSE FINL INC
COM
10922N103
72779
2616069
SH
DFND
12,13,2,20,5,6,8
2401562
913
213594
BRIGHTSPHERE INVT GROUP INC
COM
10948W103
26259
2107456
SH
DFND
10,2,20,5,8
1738325
55133
313998
BRIGHTVIEW HLDGS INC
COM
10948C107
7022
626998
SH
DFND
2,20,5,8
491130
0
135868
BRINKER INTL INC
COM
109641100
37342
1555930
SH
DFND
10,2,20,5,8
1356413
5427
194090
BRINKS CO
COM
109696104
73737
1620244
SH
DFND
13,2,20,5,6,8
1387114
594
232536
BRISTOL-MYERS SQUIBB CO
COM
110122108
5825846
99079012
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
85917537
1546595
11614880
BRISTOL-MYERS SQUIBB CO
RIGHT 99/99/9999
110122157
101
28185
SH
DFND
19,20,5,8
24790
0
3395
BRISTOW GROUP INC
COM
11040G103
2998
215185
SH
DFND
2,20
191489
0
23696
ADAMS RES & ENERGY INC
COM NEW
006351308
608
22700
SH
DFND
2,20
17000
0
5700
BRITISH AMERN TOB PLC
SPONSORED ADR
110448107
88538
2280744
SH
DFND
10,12,2,20,5,8
2126523
132430
21791
BRIXMOR PPTY GROUP INC
COM
11120U105
179252
13982204
SH
DFND
10,13,19,2,20,5,6,8
11424655
96550
2460999
BROADCOM INC
COM
11135F101
5221025
16542649
SH
DFND
10,11,12,13,19,2,20,5,6,8
14287124
256334
1999191
BROADMARK RLTY CAP INC
COM
11135B100
21568
2263223
SH
DFND
2,20,5,8
1785223
0
478000
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
640562
5055000
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
4273118
114976
666906
BROOKDALE SR LIVING INC
COM
112463104
13544
4591244
SH
DFND
12,2,20,5,8
3719504
496
871244
BROOKFIELD INFRASTRUCTURE CO
COM SB VTG SHS A
11275Q107
24206
531523
SH
DFND
19,2,20,5
411132
0
120391
BROOKFIELD PPTY REIT INC
CL A
11282X103
13674
1372909
SH
DFND
10,2,20,5,8
1032621
15390
324898
BROOKLINE BANCORP INC DEL
COM
11373M107
29035
2880465
SH
DFND
2,20,5,8
2492625
0
387840
BROOKS AUTOMATION INC NEW
COM
114340102
99676
2253072
SH
DFND
2,20,5,8
1935297
459
317316
ADAPTHEALTH CORP
COM CL A
00653Q102
1293
80309
SH
DFND
2,20
62229
0
18080
BROWN & BROWN INC
COM
115236101
405738
9954322
SH
DFND
10,11,12,13,19,2,20,5,6,8
8757600
253243
943479
BROWN FORMAN CORP
CL A
115637100
10099
174998
SH
DFND
2,20
143212
0
31786
BROWN FORMAN CORP
CL B
115637209
680186
10655719
SH
DFND
10,12,13,19,2,20,5,6,8
9163918
274378
1217423
BRP GROUP INC
COM CL A
05589G102
5526
319995
SH
DFND
2,20,5
257572
0
62423
BRT APARTMENTS CORP
COM
055645303
3673
332699
SH
DFND
2,20
299550
0
33149
BRUKER CORP
COM
116794108
60744
1493213
SH
DFND
13,19,2,20,5,8
1224850
892
267471
BRUNSWICK CORP
COM
117043109
118690
1854235
SH
DFND
13,19,2,20,5,6,8
1687617
657
165961
BRYN MAWR BK CORP
COM
117665109
12590
455164
SH
DFND
2,20,5,8
368496
497
86171
BUCKLE INC
COM
118440106
17681
1127633
SH
DFND
2,20,5,8
995485
956
131192
BUILD A BEAR WORKSHOP
COM
120076104
28
12665
SH
DFND
20
12665
0
0
ADAPTIMMUNE THERAPEUTICS PLC
SPONDS ADR
00653A107
1724
172231
SH
DFND
2,20,5
172231
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
51640
2494678
SH
DFND
2,20,5,8
1964784
2100
527794
BUNGE LIMITED
COM
G16962105
187596
4561044
SH
DFND
10,11,12,13,19,2,20,5,6,8
3570301
68358
922385
BURLINGTON STORES INC
COM
122017106
268477
1363312
SH
DFND
10,11,12,13,19,2,20,5,6,8
1120788
40010
202514
BUSINESS FIRST BANCSHARES IN
COM
12326C105
3314
215915
SH
DFND
2,20,5
175700
0
40215
BWX TECHNOLOGIES INC
COM
05605H100
119216
2104794
SH
DFND
13,19,2,20,5,8
1905286
1259
198249
BYLINE BANCORP INC
COM
124411109
6034
459580
SH
DFND
2,20,5,8
366531
0
93049
C & F FINL CORP
COM
12466Q104
1824
54244
SH
DFND
2,20
43618
0
10626
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
700200
8856570
SH
DFND
10,11,12,13,19,2,20,5,6,8
7506253
258374
1091943
CABALETTA BIO INC
COM
12674W109
1487
133492
SH
DFND
2,20
100153
0
33339
CABLE ONE INC
COM
12685J105
302117
170221
SH
DFND
10,11,12,13,19,2,20,5,6,8
150231
2475
17515
ADAPTIVE BIOTECHNOLOGIES COR
COM
00650F109
39350
813357
SH
DFND
2,20,5,8
707232
0
106125
CABOT CORP
COM
127055101
52778
1424507
SH
DFND
13,2,20,5,6
1298989
863
124655
CABOT MICROELECTRONICS CORP
COM
12709P103
130872
934942
SH
DFND
2,20,5,6,8
800643
452
133847
CABOT OIL & GAS CORP
COM
127097103
443518
25815965
SH
DFND
10,11,12,13,19,2,20,5,6,8
22987635
452031
2376299
CACI INTL INC
CL A
127190304
137810
635421
SH
DFND
13,19,2,20,5,6,8
564772
310
70339
CACTUS INC
CL A
127203107
24893
1206623
SH
DFND
2,20,5,8
1009795
0
196828
CADENCE BANCORPORATION
CL A
12739A100
59456
6710645
SH
DFND
2,20,5,8
6144133
11200
555312
CADENCE DESIGN SYSTEM INC
COM
127387108
1188674
12387177
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
10394842
463446
1528889
CADIZ INC
COM NEW
127537207
4274
420711
SH
DFND
2,20,5,8
346128
0
74583
CAESARS ENTMT CORP
COM
127686103
166895
13758831
SH
DFND
13,2,20,5,6,8
12454723
4600
1299508
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
47632
28131020
PRN
DFND
2,5
28131020
0
0
21VIANET GROUP INC
SPONSORED ADS A
90138A103
8993
376926
SH
DFND
2,20,5
317881
0
59045
ADDUS HOMECARE CORP
COM
006739106
40811
440910
SH
DFND
2,20,5,8
378647
0
62263
CAESARSTONE LTD
ORD SHS
M20598104
5727
483220
SH
DFND
2,20,5,8
392654
0
90566
CAI INTERNATIONAL INC
COM
12477X106
5732
344065
SH
DFND
2,20,5,8
268794
0
75271
CAL MAINE FOODS INC
COM NEW
128030202
81573
1833927
SH
DFND
19,2,20,5,6,8
1690559
700
142668
CALAMP CORP
COM
128126109
10637
1327976
SH
DFND
2,20,5
1203330
0
124646
CALAVO GROWERS INC
COM
128246105
32024
509052
SH
DFND
2,20,5,8
438776
0
70276
CALEDONIA MNG CORP PLC
SHS NEW
G1757E113
2076
119838
SH
DFND
2,20,5
94595
0
25243
CALERES INC
COM
129500104
12421
1476865
SH
DFND
2,20,5
1330670
0
146195
CALIFORNIA BANCORP
COM
13005U101
1371
92017
SH
DFND
2,20
61900
0
30117
CALIFORNIA WTR SVC GROUP
COM
130788102
148468
3112545
SH
DFND
13,19,2,20,5,8
2833016
600
278929
CALITHERA BIOSCIENCES INC
COM
13089P101
6328
1198533
SH
DFND
2,20,5,8
969218
0
229315
ADECOAGRO S A
COM
L00849106
1481
341211
SH
DFND
2,20,5
292086
0
49125
CALIX INC
COM
13100M509
14817
994429
SH
DFND
2,20,5,8
824325
0
170104
CALLAWAY GOLF CO
COM
131193104
50484
2883172
SH
DFND
2,20,5,8
2443864
1582
437726
CALLON PETE CO DEL
COM
13123X102
5347
4649170
SH
DFND
2,20,5
4649170
0
0
CALYXT INC
COM
13173L107
843
170947
SH
DFND
2,20,5
136639
0
34308
CAMBIUM NETWORKS CORP
SHS
G17766109
418
56857
SH
DFND
2,20
38274
0
18583
CAMBRIDGE BANCORP
COM
132152109
6730
113605
SH
DFND
2,20,5
87040
0
26565
CAMDEN NATL CORP
COM
133034108
12232
354151
SH
DFND
2,20,5,8
286754
0
67397
CAMDEN PPTY TR
SH BEN INT
133131102
486406
5284562
SH
DFND
10,11,12,13,19,2,20,5,6,8
4262454
125248
896860
CAMPBELL SOUP CO
COM
134429109
455647
9180878
SH
DFND
10,11,12,13,19,2,20,5,6,8
7237377
146093
1797408
CAMPING WORLD HLDGS INC
CL A
13462K109
22161
815950
SH
DFND
2,20,5,8
670101
0
145849
ADIENT PLC
ORD SHS
G0084W101
47132
2870432
SH
DFND
12,13,2,20,5,6,8
2456375
974
413083
CAMTEK LTD
ORD
M20791105
1420
112869
SH
DFND
2
112869
0
0
CANADA GOOSE HLDGS INC
SHS SUB VTG
135086106
563
24316
SH
DFND
2,20,5
24316
0
0
CANADIAN IMP BK COMM
COM
136069101
1092
16048
SH
DFND
20
1481
538
14029
CANADIAN NATL RY CO
COM
136375102
11542
130319
SH
DFND
20
200
0
130119
CANADIAN PAC RY LTD
COM
13645T100
18709
73099
SH
DFND
20,8
3229
0
69870
CANADIAN SOLAR INC
COM
136635109
4628
240188
SH
DFND
2,20,5
240188
0
0
CANNAE HLDGS INC
COM
13765N107
71250
1733570
SH
DFND
19,2,20,5,8
1317290
392
415888
CANON INC
SPONSORED ADR
138006309
265
13250
SH
DFND
20
13250
0
0
CANTEL MED CORP
COM
138098108
61147
1382472
SH
DFND
13,19,2,20,5,6,8
1210598
500
171374
CAPITAL BANCORP INC MD
COM
139737100
1469
137265
SH
DFND
2,20
97072
0
40193
ADMA BIOLOGICS INC
COM
000899104
3619
1235059
SH
DFND
13,2,20
999651
0
235408
CAPITAL CITY BK GROUP INC
COM
139674105
5745
274224
SH
DFND
2,20,5
209141
0
65083
CAPITAL ONE FINL CORP
COM
14040H105
1250030
19971724
SH
DFND
10,11,12,13,19,2,20,5,6,8
17085334
378886
2507504
CAPITAL SR LIVING CORP
COM
140475104
21
30019
SH
DFND
20
30019
0
0
CAPITOL FED FINL INC
COM
14057J101
34591
3141807
SH
DFND
12,19,2,20,5,6,8
2424077
0
717730
CAPRI HOLDINGS LIMITED
SHS
G1890L107
73481
4701286
SH
DFND
12,13,19,2,20,5,8
3280828
1700
1418758
CAPSTAR FINL HLDGS INC
COM
14070T102
3151
262588
SH
DFND
13,2,20
206218
0
56370
CAPSTEAD MTG CORP
COM NO PAR
14067E506
19361
3432917
SH
DFND
13,2,20,5,8
2936399
16793
479725
CARA THERAPEUTICS INC
COM
140755109
17141
1002413
SH
DFND
2,20,5,8
810091
0
192322
CARDINAL HEALTH INC
COM
14149Y108
957881
18186822
SH
DFND
10,11,12,13,19,2,20,5,6,8
15769179
454471
1963172
CARDIOVASCULAR SYS INC DEL
COM
141619106
40413
1280918
SH
DFND
2,20,5,8
1127589
800
152529
ADOBE INC
COM
00724F101
8737217
20071252
SH
DFND
10,11,12,13,19,2,20,5,6,8
17182599
490873
2397780
CARDLYTICS INC
COM
14161W105
36025
514793
SH
DFND
2,20,5,8
402660
0
112133
CARDTRONICS PLC
SHS CL A
G1991C105
28425
1185380
SH
DFND
2,20,5,8
1024646
200
160534
CAREDX INC
COM
14167L103
76050
2146495
SH
DFND
2,20,5,8
1964082
0
182413
CARETRUST REIT INC
COM
14174T107
88155
5064049
SH
DFND
10,2,20,5,8
4091613
27320
945116
CARGURUS INC
COM CL A
141788109
45291
1786636
SH
DFND
19,2,20,5,8
1404443
1600
380593
CARLISLE COS INC
COM
142339100
226468
1892438
SH
DFND
13,19,2,20,5,6,8
1773811
647
117980
CARLYLE GROUP INC
COM
14316J108
64956
2328158
SH
DFND
10,12,13,19,2,20,5,6,8
1840725
82004
405429
CARMAX INC
COM
143130102
614499
6862076
SH
DFND
10,11,12,13,19,2,20,5,6,8
5990783
104120
767173
CARNIVAL CORP
UNIT 99/99/9999
143658300
350257
21331103
SH
DFND
10,11,12,13,19,2,20,5,6,8
18699751
269429
2361923
CARNIVAL PLC
ADR
14365C103
232
18420
SH
DFND
1,20
2320
0
16100
ADT INC DEL
COM
00090Q103
16656
2077504
SH
DFND
10,2,20,5,8
1759027
87548
230929
CARPENTER TECHNOLOGY CORP
COM
144285103
60403
2487775
SH
DFND
19,2,20,5,6,8
2276566
314
210895
CARRIAGE SVCS INC
COM
143905107
6517
359682
SH
DFND
2,20,5,8
283397
0
76285
CARRIER GLOBAL CORPORATION
COM
14448C104
1620503
72670623
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
31644796
37141341
3884486
CARROLS RESTAURANT GROUP INC
COM
14574X104
3230
667279
SH
DFND
2,20,5
541179
0
126100
CARS COM INC
COM
14575E105
8535
1481731
SH
DFND
12,13,2,20,5,8
1201831
1676
278224
CARTER BK & TR MARTINSVILLE
COM
146102108
3404
421820
SH
DFND
2,20,5
340296
0
81524
CARTERS INC
COM
146229109
85097
1054488
SH
DFND
13,19,2,20,5,6,8
957614
675
96199
CARVANA CO
CL A
146869102
81626
679086
SH
DFND
13,19,2,20,5,8
570503
400
108183
CASA SYS INC
COM
14713L102
2908
699087
SH
DFND
2,20,5,8
552820
0
146267
CASELLA WASTE SYS INC
CL A
147448104
51098
980394
SH
DFND
2,20,5,8
765668
800
213926
ADTALEM GLOBAL ED INC
COM
00737L103
52663
1690611
SH
DFND
19,2,20,5,6,8
1437261
394
252956
CASEYS GEN STORES INC
COM
147528103
181825
1216057
SH
DFND
12,13,2,20,5,6,8
1136827
439
78791
CASI PHARMACEUTICALS INC
COM
14757U109
2388
955232
SH
DFND
2,20,5
772868
0
182364
CASPER SLEEP INC
COM
147626105
1054
117543
SH
DFND
2,20
88119
0
29424
CASS INFORMATION SYS INC
COM
14808P109
15043
385413
SH
DFND
2,20,5,8
325743
0
59670
CASSAVA SCIENCES INC
COM
14817C107
723
234706
SH
DFND
2,20
180678
0
54028
CASTLE BIOSCIENCES INC
COM
14843C105
7043
186858
SH
DFND
2,20,5,8
145576
0
41282
CASTLIGHT HEALTH INC
CL B
14862Q100
44
52630
SH
DFND
20
52630
0
0
CATABASIS PHARMACEUTICALS IN
COM NEW
14875P206
1296
201549
SH
DFND
2,20
159746
0
41803
CATALENT INC
COM
148806102
371849
5072979
SH
DFND
10,11,12,13,19,2,20,5,6,8
4502512
75831
494636
CATALYST BIOSCIENCES INC
COM NEW
14888D208
1205
205286
SH
DFND
2,20
165786
0
39500
ADTRAN INC
COM
00738A106
18032
1649786
SH
DFND
2,20,5,8
1422176
1818
225792
CATALYST PHARMACEUTICALS INC
COM
14888U101
30846
6676601
SH
DFND
2,20,5,8
6282907
0
393694
CATASYS INC
COM PAR
149049504
3306
133644
SH
DFND
2,20,5
105881
0
27763
CATCHMARK TIMBER TR INC
CL A
14912Y202
8999
1016879
SH
DFND
2,20,5,8
817105
0
199774
CATERPILLAR INC DEL
COM
149123101
5583350
44137153
SH
DFND
10,11,12,13,19,2,20,5,6,8
20338081
348586
23450486
CATHAY GEN BANCORP
COM
149150104
79605
3026798
SH
DFND
2,20,5,6,8
2670873
454
355471
CATO CORP NEW
CL A
149205106
6791
830209
SH
DFND
2,20,5,8
727947
1391
100871
CAVCO INDS INC DEL
COM
149568107
55870
289707
SH
DFND
2,20,5,8
251036
31
38640
CB FINL SVCS INC
COM
12479G101
1189
54500
SH
DFND
2,20
43400
0
11100
CBIZ INC
COM
124805102
26724
1114891
SH
DFND
2,20,5,8
887956
0
226935
CBL & ASSOC PPTYS INC
COM
124830100
53
193539
SH
DFND
13,20
153039
0
40500
ADURO BIOTECH INC
COM
00739L101
3039
1315799
SH
DFND
2,20,5
1074279
0
241520
CBOE GLOBAL MARKETS INC
COM
12503M108
446205
4783502
SH
DFND
10,11,12,13,19,2,20,5,6,8
4162485
60631
560386
CBRE GROUP INC
CL A
12504L109
680518
15049041
SH
DFND
10,11,12,13,19,2,20,5,6,8
12579711
456274
2013056
CBTX INC
COM
12481V104
8940
423711
SH
DFND
2,20,5,8
340934
0
82777
CDK GLOBAL INC
COM
12508E101
177810
4292854
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
3596804
88547
607503
CDW CORP
COM
12514G108
692054
5956742
SH
DFND
10,11,12,13,19,2,20,5,6,8
5129396
95984
731362
CECO ENVIRONMENTAL CORP
COM
125141101
3892
590534
SH
DFND
2,20,5
472059
0
118475
CEDAR REALTY TRUST INC
COM NEW
150602209
1348
1361143
SH
DFND
2,20
1361143
0
0
CEL SCI CORP
COM PAR NEW
150837607
38135
2555977
SH
DFND
2,20,5,8
2420127
0
135850
CELANESE CORP DEL
COM
150870103
483857
5604092
SH
DFND
10,11,12,13,19,2,20,5,6,8
4478399
367879
757814
CELLCOM ISRAEL LTD
SHS
M2196U109
133
34102
SH
DFND
20
34102
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
463817
3250409
SH
DFND
10,11,12,13,19,2,20,5,6,8
2561984
42876
645549
CELLECTIS S A
SPON ADS
15117K103
1094
61434
SH
DFND
2
61434
0
0
CELLULAR BIOMEDICINE GROUP I
COM NEW
15117P102
3358
224318
SH
DFND
2,20
176955
0
47363
CELSIUS HLDGS INC
COM NEW
15118V207
6967
591929
SH
DFND
2,20,5
486462
0
105467
CEMEX SAB DE CV
SPON ADR NEW
151290889
59
20649
SH
DFND
1,20,5
10654
0
9995
CENTENE CORP DEL
COM
15135B101
1607876
25300962
SH
DFND
10,11,12,13,19,2,20,5,6,8
22182325
350780
2767857
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
103
115293
SH
DFND
13,20,5
108293
0
7000
CENTERPOINT ENERGY INC
COM
15189T107
583223
31238515
SH
DFND
10,11,12,13,19,2,20,5,6,8
26685335
298470
4254710
CENTERPOINT ENERGY INC
DEP RP PFD CV B
15189T503
15104
424500
SH
DFND
2
424500
0
0
CENTOGENE N V
COM
N1976T109
876
38296
SH
DFND
2,20
28628
0
9668
CENTRAIS ELETRICAS BRASILEIR
SPON ADR PFD B
15234Q108
2398
409183
SH
DFND
10,2,20
297847
102836
8500
22ND CENTY GROUP INC
COM
90137F103
53
69400
SH
DFND
20
69400
0
0
ADVANCED DISP SVCS INC DEL
COM
00790X101
47318
1568379
SH
DFND
12,19,2,20,5,8
1173918
1300
393161
CENTRAIS ELETRICAS BRASILEIR
SPONSORED ADR
15234Q207
2500
440971
SH
DFND
2
440971
0
0
CENTRAL EUROPEAN MEDIA ENTRP
CL A NEW
G20045202
6825
1928038
SH
DFND
2,20,5
1618072
0
309966
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
46032
1362303
SH
DFND
2,20,5,6,8
1174888
0
187415
CENTRAL GARDEN & PET CO
COM
153527106
12198
338930
SH
DFND
2,20,5,8
299306
0
39624
CENTRAL PAC FINL CORP
COM NEW
154760409
17787
1109593
SH
DFND
2,20,5,8
987813
0
121780
CENTRAL PUERTO S A
SPONSORED ADR
155038201
825
324639
SH
DFND
2,20,5
277513
0
47126
CENTRAL VALLEY CMNTY BANCORP
COM
155685100
3214
208867
SH
DFND
2,20,5
171274
0
37593
CENTURY ALUM CO
COM
156431108
11634
1631663
SH
DFND
2,20,5,8
1420857
2024
208782
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
4660
59965
SH
DFND
2,20,5
46897
0
13068
CENTURY CASINOS INC
COM
156492100
2722
655838
SH
DFND
2,20
562696
0
93142
ADVANCED DRAIN SYS INC DEL
COM
00790R104
49849
1009083
SH
DFND
2,20,5,8
785286
1000
222797
CENTURY CMNTYS INC
COM
156504300
32586
1062811
SH
DFND
2,20,5,8
938847
0
123964
CENTURYLINK INC
COM
156700106
623400
62153503
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
45183081
656545
16313877
CERAGON NETWORKS LTD
ORD
M22013102
96
44450
SH
DFND
2
44450
0
0
CERECOR INC
COM
15671L109
1025
394248
SH
DFND
2,20
314160
0
80088
CERENCE INC
COM
156727109
33928
830748
SH
DFND
13,2,20,5,8
664688
329
165731
CERIDIAN HCM HLDG INC
COM
15677J108
190200
2399390
SH
DFND
13,19,2,20,5,6,8
2158557
1400
239433
CERNER CORP
COM
156782104
1025939
14926968
SH
DFND
10,11,12,13,19,2,20,5,6,8
12311722
366331
2248915
CERUS CORP
COM
157085101
29099
4408899
SH
DFND
2,20,5,8
3723525
0
685374
CEVA INC
COM
157210105
30331
810556
SH
DFND
2,20,5,8
710775
0
99781
CF INDS HLDGS INC
COM
125269100
313525
11141604
SH
DFND
10,11,12,13,19,2,20,5,6,8
9467009
130428
1544167
ADVANCED EMISSIONS SOLUTS IN
COM
00770C101
1307
269524
SH
DFND
2,20,5
203425
0
66099
CHAMPIONS ONCOLOGY INC
COM NEW
15870P307
689
72070
SH
DFND
2,20
55035
0
17035
CHAMPIONX CORPORATION
COM
15872M104
64883
6647875
SH
DFND
1,13,19,2,20,5,6,8
5640400
1331
1006144
CHANGE HEALTHCARE INC
COM
15912K100
41765
3728991
SH
DFND
13,2,20,5,8
2998912
2511
727568
CHANNELADVISOR CORP
COM
159179100
8849
558636
SH
DFND
2,20,5,8
432417
0
126219
CHAPARRAL ENERGY INC
COM CL A
15942R208
10
14900
SH
DFND
20
14900
0
0
CHARLES RIV LABS INTL INC
COM
159864107
208637
1196656
SH
DFND
13,2,20,5,6,8
1073505
426
122725
CHART INDS INC
COM PAR $0.01
16115Q308
54339
1120629
SH
DFND
2,20,5,8
960912
246
159471
CHARTER COMMUNICATIONS INC N
CL A
16119P108
3519449
6900339
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
5737468
74410
1088461
CHASE CORP
COM
16150R104
16657
162511
SH
DFND
2,20,5,8
127396
0
35115
CHATHAM LODGING TR
COM
16208T102
15084
2464787
SH
DFND
2,20,5,8
2194935
0
269852
ADVANCED ENERGY INDS
COM
007973100
79362
1170709
SH
DFND
2,20,5,8
997926
200
172583
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
301888
2810090
SH
DFND
10,12,13,19,2,20,5,6,8
2098657
124694
586739
CHECKPOINT THERAPEUTICS INC
COM
162828107
1161
586183
SH
DFND
2,20
452135
0
134048
CHEESECAKE FACTORY INC
COM
163072101
33845
1476673
SH
DFND
2,20,5,8
1298211
294
178168
CHEETAH MOBILE INC
ADR
163075104
219
69794
SH
DFND
2
69794
0
0
CHEFS WHSE INC
COM
163086101
11945
879625
SH
DFND
2,20,5,8
768239
0
111386
CHEGG INC
COM
163092109
100727
1497582
SH
DFND
13,19,2,20,5,8
1214399
1200
281983
CHEGG INC
NOTE 0.125% 3/1
163092AD1
29375
20664000
PRN
DFND
2,5
20664000
0
0
CHEMBIO DIAGNOSTICS INC
COM NEW
163572209
580
178550
SH
DFND
2,20
132568
0
45982
CHEMED CORP NEW
COM
16359R103
180649
400490
SH
DFND
13,19,2,20,5,6,8
360290
147
40053
CHEMOCENTRYX INC
COM
16383L106
98948
1719631
SH
DFND
2,20,5,8
1522751
1400
195480
ADVANCED MICRO DEVICES INC
COM
007903107
2496712
47456989
SH
DFND
10,11,12,13,19,2,20,5,6,8
41173222
629522
5654245
CHEMOURS CO
COM
163851108
60663
3952008
SH
DFND
12,13,2,20,5,6,8
3576354
11943
363711
CHEMUNG FINL CORP
COM
164024101
1680
60967
SH
DFND
2,20
47834
0
13133
CHENIERE ENERGY INC
COM NEW
16411R208
284349
5884699
SH
DFND
10,11,12,13,19,2,20,5,6,8
4449189
113247
1322263
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
9832
15231000
PRN
DFND
2,5
15231000
0
0
CHERRY HILL MTG INVT CORP
COM
164651101
6832
735402
SH
DFND
2,20,5
670633
0
64769
CHESAPEAKE UTILS CORP
COM
165303108
30614
362569
SH
DFND
19,2,20,5,8
293031
36
69502
CHEVRON CORP NEW
COM
166764100
10709621
120022652
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
92017186
15361723
12643743
CHEWY INC
CL A
16679L109
5010
112096
SH
DFND
19,2,20,5
112096
0
0
CHIASMA INC
COM
16706W102
3614
671829
SH
DFND
2,20,5
543939
0
127890
CHICOS FAS INC
COM
168615102
4373
3168961
SH
DFND
2,20,5
2678943
0
490018
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
42571
6497000
PRN
DFND
2,5
6497000
0
0
CHILDRENS PL INC
COM
168905107
20731
553998
SH
DFND
2,20,5,8
487646
137
66215
CHIMERA INVT CORP
COM NEW
16934Q208
47109
4814205
SH
DFND
13,2,20,5,8
3795910
3113
1015182
CHIMERIX INC
COM
16934W106
3315
1069292
SH
DFND
2,20,5
905343
0
163949
CHINA BIOLOGIC PRODS HLDGS I
COM
G21515104
6183
60514
SH
DFND
10,13,19,2,20,5
59814
0
700
CHINA INDEX HLDGS LTD
SPNSRD ADS A
16954W101
211
98518
SH
DFND
2
98518
0
0
CHINA LIFE INS CO LTD
SPON ADR REP H
16939P106
118
11681
SH
DFND
5
11681
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
4614
133661
SH
DFND
1,12,2,20
100752
0
32909
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
2064
49201
SH
DFND
20,5
47501
1700
0
CHINA TELECOM CORP LTD
SPON ADR H SHS
169426103
880
29645
SH
DFND
20,5
25825
2400
1420
CHINA YUCHAI INTL LTD
COM
G21082105
815
56684
SH
DFND
2,20,5
43540
0
13144
ADVANSIX INC
COM
00773T101
10968
934254
SH
DFND
1,13,2,20,5,8
801633
785
131836
CHIPOTLE MEXICAN GRILL INC
COM
169656105
1162971
1105108
SH
DFND
10,11,12,13,19,2,20,5,6,8
943219
16480
145409
CHOICE HOTELS INTL INC
COM
169905106
63575
805773
SH
DFND
19,2,20,5,6,8
730276
274
75223
CHOICEONE FINL SVCS INC
COM
170386106
2184
73900
SH
DFND
2,20,5
58700
0
15200
CHROMADEX CORP
COM NEW
171077407
3355
730982
SH
DFND
2,20
587992
0
142990
CHUBB LIMITED
COM
H1467J104
2643140
20747431
SH
DFND
10,11,12,13,19,2,20,5,6,8
18209533
282556
2255342
CHUNGHWA TELECOM CO LTD
SPON ADR NEW11
17133Q502
10877
276289
SH
DFND
1,13,2,20,5
192930
9300
74059
CHURCH & DWIGHT INC
COM
171340102
981562
12698089
SH
DFND
10,11,12,13,19,2,20,5,6,8
11123381
262418
1312290
CHURCHILL DOWNS INC
COM
171484108
160285
1203789
SH
DFND
13,2,20,5,6,8
1010758
501
192530
CHUYS HLDGS INC
COM
171604101
7405
497662
SH
DFND
2,20,5
436626
0
61036
CIA ENERGETICA DE MINAS GERA
SP ADR N-V PFD
204409601
8741
4121895
SH
DFND
10,19,2,20
3680101
385856
55938
ADVERUM BIOTECHNOLOGIES INC
COM
00773U108
72560
3475116
SH
DFND
2,20,5,8
3173219
600
301297
CIDARA THERAPEUTICS INC
COM
171757107
1567
424692
SH
DFND
2,20
347836
0
76856
CIENA CORP
COM NEW
171779309
207220
3826077
SH
DFND
13,19,2,20,5,6,8
3415805
1303
408969
CIGNA CORP NEW
COM
125523100
3097080
16504557
SH
DFND
10,11,12,13,19,2,20,5,6,8
14284466
259172
1960919
CIM COML TR CORP
COM NEW
125525584
2203
204345
SH
DFND
2,20,5
181775
0
22570
CIMAREX ENERGY CO
COM
171798101
149929
5453942
SH
DFND
12,13,19,2,20,5,6,8
4395803
1047
1057092
CIMPRESS PLC
SHS EURO
G2143T103
29153
381886
SH
DFND
13,2,20,5,8
298642
200
83044
CINCINNATI BELL INC NEW
COM NEW
171871502
24054
1619765
SH
DFND
2,20,5,8
1394925
0
224840
CINCINNATI FINL CORP
COM
172062101
554845
8586478
SH
DFND
10,11,12,13,19,2,20,5,6,8
7765397
106448
714633
CINEMARK HLDGS INC
COM
17243V102
41045
3553712
SH
DFND
12,13,2,20,5,6,8
3059163
800
493749
CINTAS CORP
COM
172908105
1056614
3966866
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
3424780
81518
460568
AECOM
COM
00766T100
151525
4032055
SH
DFND
12,13,2,20,5,6,8
3368886
1595
661574
CIRCOR INTL INC
COM
17273K109
14541
570696
SH
DFND
2,20,5
499503
0
71193
CIRRUS LOGIC INC
COM
172755100
101600
1644538
SH
DFND
10,13,19,2,20,5,6,8
1513892
2828
127818
CISCO SYS INC
COM
17275R102
8732350
187228771
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
154959203
4595440
27674128
CIT GROUP INC
COM NEW
125581801
108924
5254418
SH
DFND
12,13,2,20,5,6,8
4780068
1388
472962
CITI TRENDS INC
COM
17306X102
4905
242575
SH
DFND
2,20,5
194486
0
48089
CITIGROUP INC
COM NEW
172967424
4620413
90419043
SH
DFND
1,10,12,13,19,2,20,5,6,8
78107763
1442504
10868776
CITIZENS & NORTHN CORP
COM
172922106
4847
234716
SH
DFND
2,20,5
189400
0
45316
CITIZENS CMNTY BANCORP INC M
COM
174903104
180
26276
SH
DFND
20
923
0
25353
CITIZENS FINANCIAL GROUP INC
COM
174610105
533473
21136019
SH
DFND
10,12,13,19,2,20,5,6,8
18589574
415789
2130656
CITIZENS HLDG CO MISS
COM
174715102
1283
51300
SH
DFND
2,20
40700
0
10600
AEGION CORP
COM
00770F104
16889
1064208
SH
DFND
2,20,5,8
920631
1063
142514
CITIZENS INC
CL A
174740100
6107
1019547
SH
DFND
2,20,5,8
814523
800
204224
CITRIX SYS INC
COM
177376100
866123
5855745
SH
DFND
10,11,12,13,19,2,20,5,6,8
4821118
200147
834480
CITY HLDG CO
COM
177835105
37958
582452
SH
DFND
2,20,5,8
510996
0
71456
CITY OFFICE REIT INC
COM
178587101
17173
1707072
SH
DFND
2,20,5,8
1433857
0
273215
CIVEO CORP CDA
COM
17878Y108
60
96572
SH
DFND
2,20
96572
0
0
CIVISTA BANCSHARES INC
COM NO PAR
178867107
4372
283866
SH
DFND
2,20,5
232883
0
50983
CLARIVATE PLC
ORD SHS
G21810109
2103
94200
SH
DFND
10,2,5,8
94200
0
0
CLARUS CORP NEW
COM
18270P109
4701
405998
SH
DFND
2,20,5
340678
0
65320
CLEAN ENERGY FUELS CORP
COM
184499101
5822
2622656
SH
DFND
2,20,5,8
2089249
0
533407
CLEAN HARBORS INC
COM
184496107
73906
1232174
SH
DFND
13,2,20,5,6,8
1118613
746
112815
2U INC
COM
90214J101
32565
857864
SH
DFND
13,2,20,5,8
717628
500
139736
AEGLEA BIOTHERAPEUTICS INC
COM
00773J103
6038
652803
SH
DFND
2,20,5
521884
0
130919
CLEAR CHANNEL OUTDOOR HLDGS
COM
18453H106
1125
1081703
SH
DFND
2,20,5,8
763945
2005
315753
CLEARFIELD INC
COM
18482P103
2708
193970
SH
DFND
2,20,5
157585
0
36385
CLEARSIDE BIOMEDICAL INC
COM
185063104
101
53700
SH
DFND
20
53700
0
0
CLEARWATER PAPER CORP
COM
18538R103
19296
534082
SH
DFND
2,20,5,8
459074
0
75008
CLEARWAY ENERGY INC
CL A
18539C105
13780
657134
SH
DFND
2,20,5,8
514503
0
142631
CLEARWAY ENERGY INC
CL C
18539C204
38109
1652613
SH
DFND
2,20,5,8
1298290
0
354323
CLEVELAND CLIFFS INC
COM
185899101
85131
15422322
SH
DFND
12,13,2,20,5,8
13536577
7859
1877886
CLIPPER RLTY INC
COM
18885T306
2347
289773
SH
DFND
2,20
244638
0
45135
CLOROX CO DEL
COM
189054109
1642479
7487254
SH
DFND
10,11,12,13,19,2,20,5,6,8
5859389
90262
1537603
CLOUDERA INC
COM
18914U100
57671
4533882
SH
DFND
2,20,5,8
3582675
2300
948907
AEMETIS INC
COM NEW
00770K202
69
86900
SH
DFND
20
86900
0
0
CLOUDFLARE INC
CL A COM
18915M107
37036
1030208
SH
DFND
19,2,20
882744
0
147464
CLOVIS ONCOLOGY INC
COM
189464100
62361
9238731
SH
DFND
13,2,20,5,8
8973723
0
265008
CME GROUP INC
COM
12572Q105
2609440
16054140
SH
DFND
10,11,12,13,19,2,20,5,6,8
13917702
226248
1910190
CMS ENERGY CORP
COM
125896100
929848
15916597
SH
DFND
10,11,12,13,19,2,20,5,6,8
14027325
191646
1697626
CNA FINL CORP
COM
126117100
14576
453365
SH
DFND
10,12,13,19,2,20,5
421205
0
32160
CNB FINL CORP PA
COM
126128107
5342
297922
SH
DFND
2,20,5,8
234629
0
63293
CNH INDL N V
SHS
N20944109
672
95578
SH
DFND
20
95578
0
0
CNO FINL GROUP INC
COM
12621E103
87246
5603452
SH
DFND
12,13,2,20,5,6,8
4806469
1024
795959
CNOOC LIMITED
SPONSORED ADR
126132109
1276
10873
SH
DFND
12,20,5
8600
0
2273
CNX RESOURCES CORPORATION
COM
12653C108
96070
11106389
SH
DFND
12,13,2,20,5,6,8
10354018
2045
750326
AERCAP HOLDINGS NV
SHS
N00985106
108898
3535655
SH
DFND
10,12,13,19,2,20,5,6,8
2393998
264672
876985
CO-DIAGNOSTICS INC
COM
189763105
9213
476111
SH
DFND
2,20,5,8
396806
0
79305
COASTAL FINL CORP WA
COM NEW
19046P209
2069
142464
SH
DFND
2,20
94988
0
47476
COCA COLA CO
COM
191216100
8309452
184298893
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
154763875
3777354
25757664
COCA COLA CONSOLIDATED INC
COM
191098102
33965
148196
SH
DFND
2,20,5,8
126510
0
21686
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
180601
4782865
SH
DFND
10,12,13,19,2,20,5,6,8
3020746
88427
1673692
CODEXIS INC
COM
192005106
14128
1239300
SH
DFND
2,20,5,8
998860
0
240440
CODORUS VY BANCORP INC
COM
192025104
2378
171965
SH
DFND
2,20,5
143567
0
28398
COEUR MNG INC
COM NEW
192108504
43815
8624974
SH
DFND
2,20,5,8
7556648
3121
1065205
COGENT COMMUNICATIONS HLDGS
COM NEW
19239V302
103375
1336289
SH
DFND
2,20,5,8
1141848
652
193789
COGNEX CORP
COM
192422103
334143
5595154
SH
DFND
10,11,12,13,19,2,20,5,6,8
4772702
234443
588009
AERIE PHARMACEUTICALS INC
COM
00771V108
16624
1126256
SH
DFND
2,20,5,8
950621
0
175635
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
1362907
23986387
SH
DFND
10,11,12,13,19,2,20,5,6,8
20587486
747947
2650954
COHBAR INC
COM
19249J109
315
203338
SH
DFND
20
158265
0
45073
COHEN & STEERS INC
COM
19247A100
36711
539466
SH
DFND
2,20,5,8
429112
300
110054
COHERENT INC
COM
192479103
76230
581999
SH
DFND
13,19,2,20,5,6,8
531800
200
49999
COHERUS BIOSCIENCES INC
COM
19249H103
92446
5176146
SH
DFND
2,20,5,8
4919995
0
256151
COHU INC
COM
192576106
23425
1350905
SH
DFND
2,20,5,8
1168720
577
181608
COLFAX CORP
COM
194014106
58457
2095243
SH
DFND
13,2,20,5,6,8
1887111
700
207432
COLFAX CORP
UNIT 01/15/2022T
194014205
13505
110700
SH
DFND
2
110700
0
0
COLGATE PALMOLIVE CO
COM
194162103
3952641
53953601
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
35829692
13427504
4696405
COLLECTORS UNIVERSE INC
COM NEW
19421R200
5482
159909
SH
DFND
2,20,5
127383
0
32526
AEROJET ROCKETDYNE HLDGS INC
COM
007800105
141938
3580679
SH
DFND
13,2,20,5,8
3255602
555
324522
COLLEGIUM PHARMACEUTICAL INC
COM
19459J104
14265
815143
SH
DFND
2,20,5,8
667883
0
147260
COLONY BANKCORP INC
COM
19623P101
1151
97810
SH
DFND
2,20
68494
0
29316
COLONY CAP INC NEW
CL A COM
19626G108
41322
17217326
SH
DFND
10,13,2,20,5,8
12559951
137908
4519467
COLONY CAP INC NEW
NOTE 3.875% 1/1
19624RAB2
7126
7512000
PRN
DFND
2
7512000
0
0
COLONY CR REAL ESTATE INC
COM CL A
19625T101
12494
1779760
SH
DFND
2,20,5,8
1396442
0
383318
COLUMBIA BKG SYS INC
COM
197236102
83645
2950976
SH
DFND
2,20,5,8
2614491
1262
335223
COLUMBIA FINL INC
COM
197641103
16140
1156565
SH
DFND
2,20,5,6,8
904545
0
252020
COLUMBIA PPTY TR INC
COM NEW
198287203
63753
4851806
SH
DFND
10,12,13,2,20,5,8
3685972
33711
1132123
COLUMBIA SPORTSWEAR CO
COM
198516106
55267
685865
SH
DFND
19,2,20,5,6,8
599913
188
85764
COLUMBUS MCKINNON CORP N Y
COM
199333105
15772
471503
SH
DFND
2,20,5,8
370684
612
100207
AEROVIRONMENT INC
COM
008073108
101962
1280449
SH
DFND
2,20,5,8
1179962
0
100487
COMCAST CORP NEW
CL A
20030N101
6969811
177764991
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
152368032
3097944
22299015
COMERICA INC
COM
200340107
286732
7395542
SH
DFND
1,10,12,13,19,2,20,5,6,8
6548903
92557
754082
COMFORT SYS USA INC
COM
199908104
48140
1181344
SH
DFND
2,20,5,8
979696
0
201648
COMMERCE BANCSHARES INC
COM
200525103
291728
4905457
SH
DFND
12,13,19,2,20,5,6,8
4662565
1136
241756
COMMERCIAL METALS CO
COM
201723103
97051
4757424
SH
DFND
12,2,20,5,6,8
4210593
768
546063
COMMERCIAL VEH GROUP INC
COM
202608105
36
12384
SH
DFND
20
12384
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
24116
2895039
SH
DFND
12,13,2,20,5,8
2443428
2100
449511
COMMUNITY BANKERS TR CORP
COM
203612106
2530
460010
SH
DFND
2,20
387170
0
72840
COMMUNITY BK SYS INC
COM
203607106
236019
4110057
SH
DFND
2,20,5,6,8
3883705
375
225977
COMMUNITY FINL CORP MD
COM
20368X101
1975
80934
SH
DFND
2,20
64713
0
16221
AES CORP
COM
00130H105
519191
35830973
SH
DFND
10,11,12,13,19,2,20,5,6,8
30707036
568997
4554940
COMMUNITY HEALTH SYS INC NEW
COM
203668108
9927
3298012
SH
DFND
1,2,20,5,8
2886379
3578
408055
COMMUNITY HEALTHCARE TR INC
COM
20369C106
45904
1122345
SH
DFND
10,2,20,5,8
925738
5800
190807
COMMUNITY TR BANCORP INC
COM
204149108
12568
379287
SH
DFND
2,20,5,8
308599
0
70688
COMMVAULT SYSTEMS INC
COM
204166102
63928
1651888
SH
DFND
13,19,2,20,5,6,8
1200893
486
450509
COMPANHIA BRASILEIRA DE DIST
SPONSORED ADR
20440T300
9063
693404
SH
DFND
10,19,2,20
618048
66814
8542
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
14463
1376091
SH
DFND
10,13,19,2,20,5
996265
160788
219038
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
16122
1410223
SH
DFND
13,2,20,5
1207223
0
203000
COMPANHIA SIDERURGICA NACION
SPONSORED ADR
20440W105
5558
2833130
SH
DFND
10,19,2,20
2553480
238450
41200
COMPANIA CERVECERIAS UNIDAS
SPONSORED ADR
204429104
5330
372228
SH
DFND
13,19,2,20,5,8
343445
0
28783
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
71273
7797905
SH
DFND
10,12,13,19,2,20,5,8
2847384
88700
4861821
AFFILIATED MANAGERS GROUP IN
COM
008252108
112826
1513224
SH
DFND
12,13,19,2,20,5,6,8
1409180
588
103456
COMPASS MINERALS INTL INC
COM
20451N101
77294
1585520
SH
DFND
2,20,5,6,8
1432605
195
152720
COMPUGEN LTD
ORD
M25722105
7198
479229
SH
DFND
2,20,5,8
356929
0
122300
COMPUTER PROGRAMS & SYS INC
COM
205306103
11054
485031
SH
DFND
2,20,5,8
433389
100
51542
COMPX INTL INC
CL A
20563P101
239
17280
SH
DFND
2,20
10216
0
7064
COMSCORE INC
COM
20564W105
3552
1145919
SH
DFND
2,20,5
787273
0
358646
COMSTOCK RES INC
COM
205768302
1269
289616
SH
DFND
2,20
226667
0
62949
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
14869
880354
SH
DFND
2,20,5,8
766741
371
113242
CONAGRA BRANDS INC
COM
205887102
769064
21867055
SH
DFND
10,11,12,13,19,2,20,5,6,8
19320112
240843
2306100
CONCERT PHARMACEUTICALS INC
COM
206022105
4823
484709
SH
DFND
2,20,5
390071
0
94638
CONCHO RES INC
COM
20605P101
602726
11703414
SH
DFND
10,11,12,13,19,2,20,5,6,8
10861297
118925
723192
AFFIMED N V
COM
N01045108
6893
1493695
SH
DFND
2,20,5
1235340
0
258355
CONCRETE PUMPING HLDGS INC
COM
206704108
1313
377420
SH
DFND
2,20
291063
0
86357
CONDUENT INC
COM
206787103
10277
4299841
SH
DFND
1,12,13,2,20,5,8
3560219
4381
735241
CONFORMIS INC
COM
20717E101
36
44127
SH
DFND
20
44127
0
0
CONMED CORP
COM
207410101
70913
982399
SH
DFND
2,20,5,8
857245
100
125054
CONNECTONE BANCORP INC NEW
COM
20786W107
13032
808467
SH
DFND
2,20,5,8
658312
0
150155
CONNS INC
COM
208242107
8881
880171
SH
DFND
2,20,5
808479
0
71692
CONOCOPHILLIPS
COM
20825C104
2262012
53831803
SH
DFND
10,11,12,13,19,2,20,5,6,8
48342253
691784
4797766
CONSOL ENERGY INC NEW
COM
20854L108
4307
849423
SH
DFND
2,20,5
764955
0
84468
CONSOLIDATED COMM HLDGS INC
COM
209034107
17670
2609982
SH
DFND
2,20,5,8
2314280
1045
294657
CONSOLIDATED EDISON INC
COM
209115104
1567300
21789244
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
18663741
252012
2873491
AFLAC INC
COM
001055102
1286228
35698819
SH
DFND
10,11,12,13,19,2,20,5,6,8
31383507
649489
3665823
CONSOLIDATED WATER CO INC
ORD
G23773107
3855
265607
SH
DFND
2,20,5
217906
0
47701
CONSTELLATION BRANDS INC
CL A
21036P108
1320517
7547969
SH
DFND
10,12,13,19,2,20,5,6,8
6474265
99946
973758
CONSTELLATION PHARMCETICLS I
COM
210373106
41459
1379671
SH
DFND
2,20,5,8
1281437
0
98234
CONSTELLIUM SE
CL A SHS
F21107101
946
123164
SH
DFND
12,2,20,5
123164
0
0
CONSTRUCTION PARTNERS INC
COM CL A
21044C107
6776
381528
SH
DFND
2,20,5,8
303187
0
78341
CONTAINER STORE GROUP INC
COM
210751103
1006
310449
SH
DFND
2,20
252868
0
57581
CONTANGO OIL & GAS CO
COM NEW
21075N204
2415
1054762
SH
DFND
2,20,5
790446
0
264316
CONTINENTAL RES INC
COM
212015101
100164
5713867
SH
DFND
10,12,13,19,2,20,5,8
5583437
978
129452
CONTRAFECT CORP
COM NEW
212326300
1159
181423
SH
DFND
2,20
149992
0
31431
COOPER COS INC
COM NEW
216648402
616299
2172822
SH
DFND
10,11,12,13,19,2,20,5,6,8
1877348
50972
244502
3-D SYS CORP DEL
COM NEW
88554D205
33047
4727705
SH
DFND
2,20,5,8
4208992
3366
515347
AFYA LTD
CL A COM
G01125106
340
14512
SH
DFND
2
14512
0
0
COOPER STD HLDGS INC
COM
21676P103
9134
689367
SH
DFND
2,20,5
631232
0
58135
COOPER TIRE & RUBR CO
COM
216831107
46620
1688526
SH
DFND
2,20,5,8
1465992
33
222501
COOTEK CAYMAN INC
SPONSORED ADS
21718L102
73
10300
SH
DFND
2
10300
0
0
COPA HOLDINGS SA
CL A
P31076105
42783
846176
SH
DFND
19,2,20,5
807539
0
38637
COPART INC
COM
217204106
735564
8833476
SH
DFND
10,11,12,13,19,2,20,5,6,8
7552357
318398
962721
CORBUS PHARMACEUTICALS HLDGS
COM
21833P103
25557
3046084
SH
DFND
2,20,5,8
2819672
0
226412
CORCEPT THERAPEUTICS INC
COM
218352102
55324
3289193
SH
DFND
2,20,5,8
2860350
0
428843
CORE LABORATORIES N V
COM
N22717107
17775
873719
SH
DFND
13,19,2,20,5,8
833667
400
39652
CORE MARK HOLDING CO INC
COM
218681104
36600
1466629
SH
DFND
12,2,20,5,8
1274866
200
191563
CORECIVIC INC
COM
21871N101
37309
3985952
SH
DFND
12,13,2,20,5,6,8
3593005
657
392290
AG MTG INVT TR INC
COM
001228105
798
250290
SH
DFND
2,20
250290
0
0
CORELOGIC INC
COM
21871D103
123286
1834072
SH
DFND
13,2,20,5,6,8
1669934
1306
162832
CORENERGY INFRASTRUCTURE TR
COM NEW
21870U502
2159
235991
SH
DFND
19,2,20,5
191587
0
44404
COREPOINT LODGING INC
COM
21872L104
3571
848176
SH
DFND
2,20,5
689900
0
158276
CORESITE RLTY CORP
COM
21870Q105
124371
1017170
SH
DFND
19,2,20,5,6,8
912202
500
104468
CORMEDIX INC
COM
21900C308
3013
478224
SH
DFND
2,20
396312
0
81912
CORNERSTONE BLDG BRANDS INC
COM
21925D109
5630
929045
SH
DFND
2,20,5,8
717616
0
211429
CORNERSTONE ONDEMAND INC
COM
21925Y103
49119
1273839
SH
DFND
2,20,5,8
1002078
400
271361
CORNING INC
COM
219350105
985350
38044405
SH
DFND
10,11,12,13,19,2,20,5,6,8
33847553
498246
3698606
CORPORACION AMER ARPTS S A
COM
L1995B107
425
194945
SH
DFND
2,20,5
181145
0
13800
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
132723
5182113
SH
DFND
10,13,2,20,5,6,8
4305575
32995
843543
AGCO CORP
COM
001084102
109958
1982655
SH
DFND
12,13,19,2,20,5,6,8
1840546
513
141596
CORTEVA INC
COM
22052L104
1176081
43899999
SH
DFND
10,11,12,13,19,2,20,5,6,8
32734378
469075
10696546
CORTEXYME INC
COM
22053A107
13204
285180
SH
DFND
2,20,5,8
227099
0
58081
CORVEL CORP
COM
221006109
22041
310918
SH
DFND
2,20,5,8
268458
0
42460
COSAN LTD
SHS A
G25343107
20467
1359031
SH
DFND
12,13,2,20,5,8
1047231
0
311800
COSTAMARE INC
SHS
Y1771G102
11959
2150860
SH
DFND
13,2,20,5
1657364
0
493496
COSTAR GROUP INC
COM
22160N109
569926
801956
SH
DFND
10,11,12,13,19,2,20,5,6,8
667849
22372
111735
COSTCO WHSL CORP NEW
COM
22160K105
5582166
18410229
SH
DFND
10,11,12,13,19,2,20,5,6,8
15809694
480537
2119998
COTY INC
COM CL A
222070203
51208
11456001
SH
DFND
10,12,13,19,2,20,5,6,8
10098517
36845
1320639
COUNTY BANCORP INC
COM
221907108
1168
55800
SH
DFND
2,20
44400
0
11400
COUPA SOFTWARE INC
COM
22266L106
365191
1318190
SH
DFND
10,11,12,13,19,2,20,5,6,8
1086955
32616
198619
AGENUS INC
COM NEW
00847G705
26019
6620729
SH
DFND
2,20,5,8
6074503
0
546226
COUPA SOFTWARE INC
NOTE 0.125% 6/1
22266LAC0
27867
15377000
PRN
DFND
2
15377000
0
0
COUSINS PPTYS INC
COM NEW
222795502
202608
6792102
SH
DFND
10,19,2,20,5,6,8
5551216
43176
1197710
COVANTA HLDG CORP
COM
22282E102
23914
2472703
SH
DFND
2,20,5,8
1977407
614
494682
COVENANT TRANSN GROUP INC
CL A
22284P105
3365
233173
SH
DFND
2,20,5
187134
0
46039
COVETRUS INC
COM
22304C100
63648
3557724
SH
DFND
12,13,2,20,5,6,8
3117331
1060
439333
COVIA HLDGS CORP
COM
22305A103
12
24153
SH
DFND
20
24153
0
0
COWEN INC
CL A NEW
223622606
9679
597124
SH
DFND
2,20,5,8
463097
0
134027
CRA INTL INC
COM
12618T105
6542
165624
SH
DFND
2,20,5
136302
0
29322
CRACKER BARREL OLD CTRY STOR
COM
22410J106
86898
783503
SH
DFND
13,2,20,5,6,8
682000
285
101218
CRAFT BREW ALLIANCE INC
COM
224122101
3878
252000
SH
DFND
13,2,20,5
200382
0
51618
AGILE THERAPEUTICS INC
COM
00847L100
2911
1047165
SH
DFND
2,20,5
875036
0
172129
CRANE CO
COM
224399105
66753
1122648
SH
DFND
13,19,2,20,5,6,8
1012031
622
109995
CRAWFORD & CO
CL A
224633206
2375
300996
SH
DFND
2,20,5
233884
0
67112
CRAWFORD & CO
CL B
224633107
103
14722
SH
DFND
20
14722
0
0
CREDICORP LTD
COM
G2519Y108
347170
2597218
SH
DFND
10,12,13,19,2,20,5,8
1033438
33200
1530580
CREDIT ACCEP CORP MICH
COM
225310101
52467
125217
SH
DFND
13,2,20,5,8
102176
83
22958
CREDIT SUISSE GROUP
SPONSORED ADR
225401108
400
38783
SH
DFND
1,20
7280
0
31503
CREE INC
COM
225447101
161560
2729514
SH
DFND
13,19,2,20,5,6,8
2484072
960
244482
CREE INC
NOTE 0.875% 9/0
225447AB7
12919
10944000
PRN
DFND
2,5
10944000
0
0
CRH PLC
ADR
12626K203
377
10995
SH
DFND
1,20
10536
0
459
CRINETICS PHARMACEUTICALS IN
COM
22663K107
7340
418975
SH
DFND
2,20,5,8
322659
0
96316
AGILENT TECHNOLOGIES INC
COM
00846U101
1225483
13839681
SH
DFND
10,11,12,13,19,2,20,5,6,8
11675378
467012
1697291
CRISPR THERAPEUTICS AG
NAMEN AKT
H17182108
8877
120789
SH
DFND
2,20,5,8
83895
400
36494
CRITEO S A
SPONS ADS
226718104
441
38717
SH
DFND
2,20,5
38717
0
0
CROCS INC
COM
227046109
76202
2069585
SH
DFND
2,20,5,8
1764543
968
304074
CROSS CTRY HEALTHCARE INC
COM
227483104
7080
1149392
SH
DFND
2,20,5
1010299
0
139093
CROSSFIRST BANKSHARES INC
COM
22766M109
8327
851449
SH
DFND
2,20,5,8
685429
0
166020
CROWDSTRIKE HLDGS INC
CL A
22788C105
201530
2009469
SH
DFND
10,11,12,13,19,2,20,5,6,8
1724541
50475
234453
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
48299
32400
SH
DFND
2
32400
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
3253143
19439159
SH
DFND
10,11,12,13,19,2,20,5,6,8
15646880
1066951
2725328
CROWN HLDGS INC
COM
228368106
186918
2869915
SH
DFND
10,11,12,13,19,2,20,5,6,8
2198290
159182
512443
CRYOLIFE INC
COM
228903100
27559
1437592
SH
DFND
2,20,5,8
1273626
0
163966
AGILYSYS INC
COM
00847J105
14629
815447
SH
DFND
2,20,5,8
727221
0
88226
CRYOPORT INC
COM PAR $0.001
229050307
29541
976568
SH
DFND
2,20,5,8
816398
0
160170
CSG SYS INTL INC
COM
126349109
44069
1064717
SH
DFND
2,20,5,8
922472
20
142225
CSW INDUSTRIALS INC
COM
126402106
21774
315062
SH
DFND
2,20,5,8
253698
0
61364
CSX CORP
COM
126408103
2254885
32332733
SH
DFND
10,11,12,13,19,2,20,5,6,8
27122703
686553
4523477
CTI BIOPHARMA CORP
COM
12648L601
21
18052
SH
DFND
20
18052
0
0
CTO REALTY GROWTH INC
COM
22948P103
4429
112131
SH
DFND
13,2,20,5
90962
0
21169
CTS CORP
COM
126501105
21097
1050627
SH
DFND
2,20,5,8
900434
1122
149071
CUBESMART
COM
229663109
186261
6818496
SH
DFND
10,12,13,19,2,20,5,8
5063855
55894
1698747
CUBIC CORP
COM
229669106
97202
2023779
SH
DFND
2,20,5,8
1877777
566
145436
CUE BIOPHARMA INC
COM
22978P106
25169
1026881
SH
DFND
2,20,5,8
930949
0
95932
AGIOS PHARMACEUTICALS INC
COM
00847X104
101325
1894628
SH
DFND
13,19,2,20,5,8
1765857
1000
127771
CULLEN FROST BANKERS INC
COM
229899109
418969
5607942
SH
DFND
12,13,2,20,5,6,8
5479459
3910
124573
CUMMINS INC
COM
231021106
1233236
7117835
SH
DFND
10,11,12,13,19,2,20,5,6,8
5927981
294025
895829
CUMULUS MEDIA INC
COM CLASS A
231082801
1163
294500
SH
DFND
2,20
294500
0
0
CURIS INC
COM NEW
231269200
15
12288
SH
DFND
20
12288
0
0
CURO GROUP HOLDINGS CORP
COM
23131L107
2231
273098
SH
DFND
2,20
214928
0
58170
CURTISS WRIGHT CORP
COM
231561101
140522
1570888
SH
DFND
13,19,2,20,5,6,8
1477106
413
93369
CUSHMAN WAKEFIELD PLC
SHS
G2717B108
28061
2252111
SH
DFND
2,20,5,8
1776873
0
475238
CUSTOMERS BANCORP INC
COM
23204G100
13819
1149665
SH
DFND
2,20,5,8
1017050
0
132615
CUTERA INC
COM
232109108
5926
486895
SH
DFND
2,20,5
430658
0
56237
CVB FINL CORP
COM
126600105
97765
5216924
SH
DFND
2,20,5,8
4613878
631
602415
AGNC INVT CORP
COM
00123Q104
202902
15586144
SH
DFND
10,11,12,13,19,2,20,5,6,8
11013294
331220
4241630
CVR ENERGY INC
COM
12662P108
35920
1786154
SH
DFND
13,2,20,5,8
1651104
0
135050
CVS HEALTH CORP
COM
126650100
3703203
56998660
SH
DFND
10,11,12,13,19,2,20,5,6,8
49504194
882376
6612090
CYBERARK SOFTWARE LTD
SHS
M2682V108
76650
772132
SH
DFND
10,12,13,19,2,20,5,6,8
573952
19200
178980
CYBEROPTICS CORP
COM
232517102
3322
103123
SH
DFND
2,20,5
82283
0
20840
CYCLERION THERAPEUTICS INC
COM
23255M105
2955
500080
SH
DFND
2,20,5
410454
0
89626
CYMABAY THERAPEUTICS INC
COM
23257D103
4937
1414471
SH
DFND
2,20,5
1153837
0
260634
CYRUSONE INC
COM
23283R100
307849
4202716
SH
DFND
10,19,2,20,5,6,8
3311618
33500
857598
CYTOKINETICS INC
COM NEW
23282W605
71677
3041032
SH
DFND
2,20,5,8
2791331
0
249701
CYTOMX THERAPEUTICS INC
COM
23284F105
18290
2195649
SH
DFND
2,20,5,8
1991695
0
203954
CYTOSORBENTS CORP
COM NEW
23283X206
5540
559612
SH
DFND
2,20,5
442119
0
117493
AGREE REALTY CORP
COM
008492100
179688
2711408
SH
DFND
10,19,2,20,5,8
2157263
15400
538745
D R HORTON INC
COM
23331A109
874800
15776373
SH
DFND
10,11,12,13,19,2,20,5,6,8
13602184
379775
1794414
DAILY JOURNAL CORP
COM
233912104
5722
21194
SH
DFND
2,20
17135
0
4059
DAKTRONICS INC
COM
234264109
5465
1256302
SH
DFND
2,20,5
1127482
0
128820
DANA INCORPORATED
COM
235825205
60473
4960844
SH
DFND
12,13,2,20,5,6,8
4281385
2077
677382
DANAHER CORPORATION
4.75 MND CV PFD
235851300
43604
34900
SH
DFND
2
34900
0
0
DANAHER CORPORATION
COM
235851102
4686945
26478587
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
22884979
390215
3203393
DANAHER CORPORATION
DBCV 1/2
235851AF9
175
26000
PRN
DFND
1
26000
0
0
DAQO NEW ENERGY CORP
SPNSRD ADR NEW
23703Q203
22034
296798
SH
DFND
13,2,20,5
233694
0
63104
DARDEN RESTAURANTS INC
COM
237194105
484570
6395280
SH
DFND
10,11,12,13,19,2,20,5,6,8
5246948
121105
1027227
DARLING INGREDIENTS INC
COM
237266101
126855
5152533
SH
DFND
12,2,20,5,6,8
4397169
1184
754180