0000093751-20-000992.txt : 20201110 0000093751-20-000992.hdr.sgml : 20201110 20201110091535 ACCESSION NUMBER: 0000093751-20-000992 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201110 DATE AS OF CHANGE: 20201110 EFFECTIVENESS DATE: 20201110 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: 201299792 BUSINESS ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617 786-3000 MAIL ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET Corp DATE OF NAME CHANGE: 20090218 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET CORP DATE OF NAME CHANGE: 19970424 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET BOSTON FINANCIAL CORP DATE OF NAME CHANGE: 19780525 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000093751 XXXXXXXX 09-30-2020 09-30-2020 STATE STREET CORP

ONE LINCOLN STREET BOSTON MA 02111

13F HOLDINGS REPORT 028-00399 N Sonia Shah 1-617-664-7797 Sonia Shah Boston X1 11-10-2020 11 3832 1464764525 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 70244 563394 SH DFND 13,19,2,20,5 480217 0 83177 360 DIGITECH INC AMERICAN DEP 88557W101 6558 549273 SH DFND 13,2,20,5 413842 0 135431 AIR LEASE CORP CL A 00912X302 39298 1328914 SH DFND 13,2,20,5,8 1077959 1500 249455 DAKTRONICS INC COM 234264109 4808 1214203 SH DFND 2,20,5 1085383 0 128820 DANA INCORPORATED COM 235825205 59009 4789695 SH DFND 12,13,2,20,5,6,8 4119136 2077 668482 DANAHER CORPORATION 4.75 MND CV PFD 235851300 48395 32800 SH DFND 2 32800 0 0 DANAHER CORPORATION COM 235851102 5647121 26203707 SH DFND 1,10,11,12,13,19,2,20,5,6,8 22628435 402659 3172613 DANAHER CORPORATION DBCV 1/2 235851AF9 214 26000 PRN DFND 1 26000 0 0 DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 32361 239287 SH DFND 13,2,20,5 194083 0 45204 DARDEN RESTAURANTS INC COM 237194105 592215 5878650 SH DFND 10,11,12,13,19,2,20,5,6,8 5144439 121588 612623 DARLING INGREDIENTS INC COM 237266101 176406 4896096 SH DFND 12,2,20,5,6,8 4131570 1184 763342 DASEKE INC COM 23753F107 4502 838429 SH DFND 2,20,5 696029 0 142400 DATADOG INC CL A COM 23804L103 293864 2876511 SH DFND 10,11,12,13,19,2,20,5,6,8 2357398 77985 441128 AIR PRODS & CHEMS INC COM 009158106 2896174 9680026 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8383598 226622 1069806 DAVE & BUSTERS ENTMT INC COM 238337109 20671 1363534 SH DFND 2,20,5,8 1145290 0 218244 DAVITA INC COM 23918K108 339027 3958289 SH DFND 10,11,12,13,19,2,20,5,6,8 3248878 119724 589687 DAWSON GEOPHYSICAL CO NEW COM 239360100 18 10036 SH DFND 20 10036 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 3968 115070 SH DFND 5 115070 0 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 90758 1769162 SH DFND 2,20,5,8 1602063 400 166699 DECKERS OUTDOOR CORP COM 243537107 189417 860946 SH DFND 12,13,19,2,20,5,6,8 729877 293 130776 DEERE & CO COM 244199105 2787701 12535526 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10810507 148402 1576617 DEL TACO RESTAURANTS INC NEW COM 245496104 4468 544830 SH DFND 2,20,5 434644 0 110186 DELEK US HLDGS INC NEW COM 24665A103 33662 3024460 SH DFND 12,2,20,5,8 2709642 1400 313418 DELL TECHNOLOGIES INC CL C 24703L202 362847 5360425 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4140359 162073 1057993 AIR TRANSPORT 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DFND 2,5 28571000 0 0 DIANA SHIPPING INC COM Y2066G104 39 27781 SH DFND 2,20 27781 0 0 DICERNA PHARMACEUTICALS INC COM 253031108 56477 3139373 SH DFND 2,20,5,8 2839472 600 299301 DICKS SPORTING GOODS INC COM 253393102 93698 1618832 SH DFND 10,12,13,19,2,20,5,6,8 1442166 18687 157979 DIEBOLD NXDF INC COM 253651103 17079 2235421 SH DFND 2,20,5,8 1878756 2012 354653 DIGI INTL INC COM 253798102 12906 825694 SH DFND 2,20,5 719955 0 105739 DIGIMARC CORP NEW COM 25381B101 4926 220614 SH DFND 2,20,5 178994 0 41620 DIGITAL RLTY TR INC COM 253868103 2284570 15566707 SH DFND 10,11,12,13,19,2,20,5,6,8 12858834 213116 2494757 DIGITAL TURBINE INC COM NEW 25400W102 63334 1934462 SH DFND 2,20,5,8 1547676 800 385986 DILLARDS INC CL A 254067101 6864 187189 SH DFND 12,13,19,2,20,5,8 146515 349 40325 DIME CMNTY BANCSHARES INC COM 253922108 12248 1082932 SH DFND 2,20,5,8 951218 874 130840 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 31842 27545000 PRN DFND 2,5 27545000 0 0 DINE BRANDS GLOBAL INC COM 254423106 26688 488872 SH DFND 2,20,5,8 410456 2047 76369 DIODES INC COM 254543101 86005 1523562 SH DFND 2,20,5,8 1325810 263 197489 DISCOVER FINL SVCS COM 254709108 743543 12868513 SH DFND 10,11,12,13,19,2,20,5,6,8 11262050 198421 1408042 DISCOVERY INC COM SER A 25470F104 170090 7813057 SH DFND 10,11,12,13,19,2,20,5,6,8 6593563 161291 1058203 DISCOVERY INC COM SER C 25470F302 401312 20475093 SH DFND 10,11,12,13,19,2,20,5,6,8 15660876 345134 4469083 DISH NETWORK CORPORATION CL A 25470M109 334206 11512430 SH DFND 10,11,12,13,19,2,20,5,6,8 10169109 144566 1198755 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 22783 25097000 PRN DFND 2,5 25097000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 69216 75168000 PRN DFND 2,5 75168000 0 0 DISNEY WALT CO COM DISNEY 254687106 9231164 74396877 SH DFND 1,10,11,12,13,19,2,20,5,6,8 58864780 1236602 14295495 DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 45070 12804115 SH DFND 10,12,13,2,20,5,8 10836943 63971 1903201 AKCEA THERAPEUTICS INC COM 00972L107 5591 308217 SH DFND 2,20,5,8 243378 0 64839 DMC GLOBAL INC COM 23291C103 18233 553535 SH DFND 2,20,5,8 488466 0 65069 DOCUSIGN INC COM 256163106 789288 3667014 SH DFND 10,11,12,13,19,2,20,5,6,8 3001983 82647 582384 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 42502 14056000 PRN DFND 2,5 14056000 0 0 DOLBY LABORATORIES INC COM CL A 25659T107 57819 872344 SH DFND 13,19,2,20,5,8 680374 562 191408 DOLLAR GEN CORP NEW COM 256677105 2331144 11120810 SH DFND 10,11,12,13,19,2,20,5,6,8 9647889 181084 1291837 DOLLAR TREE INC COM 256746108 946364 10360895 SH DFND 10,11,12,13,19,2,20,5,6,8 8895177 139636 1326082 DOMINION ENERGY INC COM 25746U109 3451907 43733782 SH DFND 10,11,12,13,19,2,20,5,6,8 38457211 441740 4834831 DOMINION ENERGY INC UNIT 99/99/9999 25746U133 29573 290500 SH DFND 2 290500 0 0 DOMINOS PIZZA INC COM 25754A201 755124 1775592 SH DFND 10,11,12,13,19,2,20,5,6,8 1485071 31832 258689 DOMO INC COM CL B 257554105 20443 533348 SH DFND 2,20,5,8 420802 0 112546 AKEBIA 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21219 DOVER CORP COM 260003108 802905 7410972 SH DFND 1,10,11,12,13,19,2,20,5,6,8 6431405 235568 743999 DOW INC COM 260557103 1704637 36230322 SH DFND 10,11,12,13,19,2,20,5,6,8 26906152 380376 8943794 DR REDDYS LABS LTD ADR 256135203 76297 1096854 SH DFND 1,12,13,19,2,20,5,8 696511 0 400343 DRAFTKINGS INC COM CL A 26142R104 9326 158495 SH DFND 13,20,5,8 145895 0 12600 DRIL QUIP INC COM 262037104 30798 1243843 SH DFND 2,20,5,8 1081868 496 161479 DRIVE SHACK INC COM 262077100 47 42253 SH DFND 20 42253 0 0 DROPBOX INC CL A 26210C104 96514 5011093 SH DFND 10,11,12,13,19,2,20,5,6,8 3984327 136431 890335 DSP GROUP INC COM 23332B106 11710 888468 SH DFND 2,20,5,8 805128 0 83340 DTE ENERGY CO COM 233331107 1133514 9766909 SH DFND 10,11,12,13,19,2,20,5,6,8 8668875 152561 945473 DTE ENERGY CO UNIT 11/01/2022S 233331842 23088 509000 SH DFND 2 509000 0 0 AKERO THERAPEUTICS INC COM 00973Y108 6700 217613 SH DFND 2,20,5,8 168565 0 49048 DUCK CREEK TECHNOLOGIES INC SHS 264120106 4648 102312 SH DFND 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COM 278642103 1661590 31892330 SH DFND 10,11,12,13,19,2,20,5,6,8 26710089 702012 4480229 EBIX INC COM NEW 278715206 18808 913024 SH DFND 2,20,5,8 797358 500 115166 ECHO GLOBAL LOGISTICS INC COM 27875T101 24187 938578 SH DFND 2,20,5,8 805410 0 133168 ECHOSTAR CORP CL A 278768106 18341 736897 SH DFND 13,2,20,5,8 605847 307 130743 ECOLAB INC COM 278865100 2191860 10942475 SH DFND 10,11,12,13,19,2,20,5,6,8 9400329 231220 1310926 ECOPETROL S A SPONSORED ADS 279158109 18894 1920152 SH DFND 10,13,19,2,20,5 1699493 111406 109253 EDGEWELL PERS CARE CO COM 28035Q102 46871 1681159 SH DFND 12,13,2,20,5,6,8 1421383 850 258926 ALARM COM HLDGS INC COM 011642105 77894 1409840 SH DFND 2,20,5,8 1193868 500 215472 EDISON INTL COM 281020107 1416677 27523884 SH DFND 10,11,12,13,19,2,20,5,6,8 18000905 7357237 2165742 EDITAS MEDICINE INC COM 28106W103 81614 2908563 SH DFND 2,20,5,8 2624166 600 283797 EDWARDS LIFESCIENCES CORP COM 28176E108 2135581 26754959 SH DFND 10,11,12,13,19,2,20,5,6,8 22808080 615529 3331350 EGAIN CORP COM NEW 28225C806 5397 380881 SH DFND 2,20,5 308874 0 72007 EHEALTH INC COM 28238P109 70922 897743 SH DFND 2,20,5,8 782775 300 114668 EIDOS THERAPEUTICS INC COM 28249H104 10766 213069 SH DFND 2,20,5,8 164159 0 48910 EIGER BIOPHARMACEUTICALS INC COM 28249U105 3764 462433 SH DFND 2,20,5 381357 0 81076 EL POLLO LOCO HLDGS INC COM 268603107 9563 590301 SH DFND 2,20,5,8 504012 0 86289 ELANCO ANIMAL HEALTH INC COM 28414H103 404040 14466168 SH DFND 10,11,12,13,19,2,20,5,6,8 13053700 184090 1228378 ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 8143 182700 SH DFND 2 182700 0 0 ALASKA AIR GROUP INC COM 011659109 147473 4026006 SH DFND 10,12,13,19,2,20,5,6,8 3609679 1164 415163 ELASTIC N V ORD SHS N14506104 83744 776201 SH DFND 13,19,2,20,5,8 637155 500 138546 ELBIT SYS LTD ORD M3760D101 5211 43316 SH DFND 2,20 43316 0 0 ELECTROMED INC COM 285409108 985 94617 SH DFND 2,20 78418 0 16199 ELECTRONIC ARTS INC COM 285512109 1871880 14353805 SH DFND 10,11,12,13,19,2,20,5,6,8 12276484 513379 1563942 ELEMENT SOLUTIONS INC COM 28618M106 27534 2619787 SH DFND 2,20,5,8 2103794 4200 511793 ELLINGTON FINANCIAL INC COM 28852N109 13880 1123696 SH DFND 2,20,5,8 925819 0 197877 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1426 125350 SH DFND 2,20,5 104850 0 20500 ELOXX PHARMACEUTICALS INC COM 29014R103 1171 445336 SH DFND 2,20,5 350649 0 94687 EMBRAER S.A. SPONSORED ADS 29082A107 1349 305899 SH DFND 2,20,8 305899 0 0 EMCOR GROUP INC COM 29084Q100 115244 1702029 SH DFND 10,12,13,2,20,5,6,8 1427522 10810 263697 ALASKA COMMUNICATIONS SYS GR COM 01167P101 1232 615863 SH DFND 2,20 499063 0 116800 EMCORE CORP COM NEW 290846203 72 22165 SH DFND 20 22165 0 0 EMERALD HOLDING INC COM 29103W104 1851 907119 SH DFND 2,20 828580 0 78539 EMERGENT BIOSOLUTIONS INC COM 29089Q105 192418 1862168 SH DFND 19,2,20,5,6,8 1642113 500 219555 EMERSON ELEC CO COM 291011104 1843552 28115792 SH DFND 1,10,11,12,13,19,2,20,5,6,8 24320568 702380 3092844 EMPIRE ST RLTY TR INC CL A 292104106 29503 4820767 SH DFND 10,2,20,5,8 3739728 42784 1038255 EMPLOYERS HOLDINGS INC COM 292218104 28782 951484 SH DFND 2,20,5,8 811529 0 139955 EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 214 68702 SH DFND 2,20,5 59702 0 9000 ENANTA PHARMACEUTICALS INC COM 29251M106 44110 963518 SH DFND 2,20,5,6,8 871184 0 92334 ENBRIDGE INC COM 29250N105 39701 1359428 SH DFND 1,10,12,2,20,5 1113400 202762 43266 ENCOMPASS HEALTH CORP COM 29261A100 149758 2294829 SH DFND 13,2,20,5,6,8 2056626 1052 237151 ALBANY INTL CORP CL A 012348108 45792 921256 SH DFND 2,20,5,8 772301 136 148819 ENCORE CAP GROUP INC COM 292554102 37603 974431 SH DFND 2,20,5,8 828717 900 144814 ENCORE WIRE CORP COM 292562105 28939 623411 SH DFND 2,20,5,8 531329 400 91682 ENDO INTL PLC SHS G30401106 28115 8519755 SH DFND 13,2,20,5,8 7430683 6160 1082912 ENDURANCE INTL GROUP HLDGS I COM 29272B105 10960 1909348 SH DFND 10,2,20,5,8 1436828 145503 327017 ENEL AMERICAS S A SPONSORED ADR 29274F104 26184 4053244 SH DFND 10,13,19,2,20,5 3784001 29843 239400 ENEL CHILE S.A. SPONSORED ADR 29278D105 9517 2766600 SH DFND 10,13,19,2,20,5 2697465 0 69135 ENERGIZER HLDGS INC NEW COM 29272W109 55471 1417237 SH DFND 13,2,20,5,6,8 1270936 650 145651 ENERGOUS CORP COM 29272C103 101 34196 SH DFND 20 34196 0 0 ENERGY FUELS INC COM NEW 292671708 2912 1733395 SH DFND 2,20,5,6 1334623 0 398772 ENERGY RECOVERY INC COM 29270J100 6909 842516 SH DFND 2,20,5,8 666326 0 176190 ALBEMARLE CORP COM 012653101 581176 6481679 SH DFND 10,11,12,13,19,2,20,5,6,8 5621823 81202 778654 ENERPAC TOOL GROUP CORP CL A COM 292765104 33044 1756727 SH DFND 2,20,5,8 1496624 271 259832 ENERSYS COM 29275Y102 86424 1287599 SH DFND 13,2,20,5,6,8 1089182 605 197812 ENI S P A SPONSORED ADR 26874R108 544 34895 SH DFND 1,20 6360 0 28535 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1565 665953 SH DFND 19,20,5,8 379095 3325 283533 ENNIS INC COM 293389102 11010 631334 SH DFND 2,20,5,8 515986 1458 113890 ENOCHIAN BIOSCIENCES INC COM 29350E104 689 192572 SH DFND 2,20 145267 0 47305 ENOVA INTL INC COM 29357K103 14509 885226 SH DFND 2,20,5,8 738925 0 146301 ENPHASE ENERGY INC COM 29355A107 216779 2624762 SH DFND 13,19,2,20,5,6,8 2378213 1500 245049 ENPRO INDS INC COM 29355X107 35516 629607 SH DFND 2,20,5,8 533792 43 95772 ENSIGN GROUP INC COM 29358P101 92290 1616011 SH DFND 2,20,5,8 1376641 300 239070 ALBERTSONS COS INC COMMON STOCK 013091103 3965 286269 SH DFND 2,20 252743 0 33526 ENSTAR GROUP LIMITED SHS G3075P101 50212 310911 SH DFND 19,2,20,5,8 250568 100 60243 ENTEGRIS INC COM 29362U104 120962 1627140 SH DFND 13,19,2,20,5,8 1285248 1169 340723 ENTERCOM COMMUNICATIONS CORP CL A 293639100 4314 2679409 SH DFND 13,2,20,5 2204229 0 475180 ENTERGY CORP NEW COM 29364G103 1035464 10509125 SH DFND 10,11,12,13,19,2,20,5,6,8 8929128 122193 1457804 ENTERPRISE BANCORP INC MASS COM 293668109 3512 167092 SH DFND 2,20,5 136489 0 30603 ENTERPRISE FINL SVCS CORP COM 293712105 17401 638118 SH DFND 2,20,5,8 436010 0 202108 ENTRAVISION COMMUNICATIONS C CL A 29382R107 1410 927575 SH DFND 2,20,5 712549 0 215026 ENVELA CORP COM 29402E102 299 69596 SH DFND 2,20 50277 0 19319 ENVESTNET INC COM 29404K106 81650 1058193 SH DFND 2,20,5,8 814090 400 243703 ENVISTA HOLDINGS CORPORATION COM 29415F104 55933 2266344 SH DFND 2,20,5,8 1930922 1700 333722 ALBIREO PHARMA INC COM 01345P106 7463 223648 SH DFND 2,20,5 178927 0 44721 ENVIVA PARTNERS LP COM UNIT 29414J107 1407 34940 SH DFND 20 0 0 34940 ENZO BIOCHEM INC COM 294100102 1708 809383 SH DFND 2,20,5 644720 0 164663 EOG RES INC COM 26875P101 1150019 31998309 SH DFND 10,11,12,13,19,2,20,5,6,8 29411576 351097 2235636 EPAM SYS INC COM 29414B104 365475 1130523 SH DFND 10,11,12,13,19,2,20,5,6,8 903914 57536 169073 EPIZYME INC COM 29428V104 52998 4442413 SH DFND 2,20,5,8 4048101 0 394312 EPLUS INC COM 294268107 31705 433124 SH DFND 2,20,5,8 361191 0 71933 EPR PPTYS COM SH BEN INT 26884U109 91340 3321441 SH DFND 10,13,19,2,20,5,6,8 2826525 21040 473876 EQT CORP COM 26884L109 155540 12029414 SH DFND 12,13,2,20,5,6,8 10102229 2922 1924263 EQUIFAX INC COM 294429105 759488 4840589 SH DFND 10,11,12,13,19,2,20,5,6,8 4216865 58832 564892 EQUINIX INC COM 29444U700 2694245 3544453 SH DFND 10,11,12,13,19,2,20,5,6,8 3017128 49276 478049 500 COM LTD SPON ADR REP A 33829R100 88 29176 SH DFND 2 29176 0 0 ALCOA CORP COM 013872106 67175 5776009 SH DFND 12,13,19,2,20,5,8 4885380 2121 888508 EQUITABLE HLDGS INC COM 29452E101 191455 10496450 SH DFND 10,11,12,13,19,2,20,5,6,8 8719744 266752 1509954 EQUITRANS MIDSTREAM CORP COM 294600101 80515 9517085 SH DFND 12,13,2,20,5,6,8 8618382 2337 896366 EQUITY BANCSHARES INC COM CL A 29460X109 4612 297533 SH DFND 2,20,5,8 224041 0 73492 EQUITY COMWLTH COM SH BEN INT 294628102 122404 4075502 SH DFND 10,13,19,2,20,5,6,8 3198654 33449 843399 EQUITY LIFESTYLE PPTYS INC COM 29472R108 452985 7349480 SH DFND 10,11,12,13,19,2,20,5,6,8 5757717 132277 1459486 EQUITY RESIDENTIAL SH BEN INT 29476L107 1108321 21345245 SH DFND 10,11,12,13,19,2,20,5,6,8 17424288 284196 3636761 ERICSSON ADR B SEK 10 294821608 630 57828 SH DFND 1,20 4069 0 53759 ERIE INDTY CO CL A 29530P102 144285 686155 SH DFND 10,11,12,13,19,2,20,5,6,8 527988 50066 108101 EROS STX GLOBAL CORPORATION SHS NEW G3788M114 4940 2235270 SH DFND 2,20,5 1785406 0 449864 ESCALADE INC COM 296056104 3319 181463 SH DFND 2,20 138559 0 42904 ALCON AG ORD SHS H01301128 309 5423 SH DFND 20 5423 0 0 ESCO TECHNOLOGIES INC COM 296315104 63369 785826 SH DFND 2,20,5,8 667029 521 118276 ESPERION THERAPEUTICS INC NE COM 29664W105 67008 1802750 SH DFND 2,20,5,8 1679263 300 123187 ESQUIRE FINL HLDGS INC COM 29667J101 1700 113320 SH DFND 2,20 85949 0 27371 ESSA BANCORP INC COM 29667D104 2428 196888 SH DFND 2,20,6 160184 0 36704 ESSENT GROUP LTD COM G3198U102 146486 3958018 SH DFND 13,2,20,5,6,8 3447838 700 509480 ESSENTIAL PPTYS RLTY TR INC COM 29670E107 85477 4608831 SH DFND 10,2,20,5,8 3853886 24600 730345 ESSENTIAL UTILS INC COM 29670G102 394770 9807945 SH DFND 10,11,12,13,19,2,20,5,6,8 8821094 118378 868473 ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 6663 122800 SH DFND 2 122800 0 0 ESSEX PPTY TR INC COM 297178105 973406 4798917 SH DFND 10,11,12,13,19,2,20,5,6,8 4169829 58358 570730 ETHAN ALLEN INTERIORS INC COM 297602104 11780 870039 SH DFND 2,20,5,8 766276 1000 102763 ALDEYRA THERAPEUTICS INC COM 01438T106 142 19100 SH DFND 20 19100 0 0 ETON PHARMACEUTICALS INC COM 29772L108 1405 177876 SH DFND 2,20 143499 0 34377 ETSY INC COM 29786A106 494038 4061811 SH DFND 10,12,13,19,2,20,5,6,8 3585244 1775 474792 EURONAV NV SHS B38564108 140 15865 SH DFND 20,8 14219 0 1646 EURONET WORLDWIDE INC COM 298736109 55932 613958 SH DFND 13,19,2,20,5,8 495947 500 117511 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 12281 12861000 PRN DFND 2,5 12861000 0 0 EVANS BANCORP INC COM NEW 29911Q208 2826 123792 SH DFND 2,20 70020 0 53772 EVELO BIOSCIENCES INC COM 299734103 1380 261794 SH DFND 2,20 214945 0 46849 EVENTBRITE INC COM CL A 29975E109 13611 1254452 SH DFND 2,20,5,8 972295 0 282157 EVERBRIDGE INC COM 29978A104 56079 446030 SH DFND 13,2,20,5,8 362384 300 83346 EVERCORE INC CLASS A 29977A105 61128 933820 SH DFND 13,2,20,5,6,8 835742 300 97778 ALECTOR INC COM 014442107 37783 3586396 SH DFND 2,20,5,8 3372432 500 213464 EVEREST RE GROUP LTD COM G3223R108 374485 1895744 SH DFND 10,11,12,13,19,2,20,5,6,8 1601890 46049 247805 EVERGY INC COM 30034W106 588812 11586235 SH DFND 10,11,12,13,19,2,20,5,6,8 10319040 147611 1119584 EVERI HLDGS INC COM 30034T103 13251 1606207 SH DFND 2,20,5,8 1206024 0 400183 EVERQUOTE INC COM CL A 30041R108 11008 284895 SH DFND 2,20,5,8 227191 0 57704 EVERSOURCE ENERGY COM 30040W108 1649440 19741951 SH DFND 10,11,12,13,19,2,20,5,6,8 17705740 260611 1775600 EVERTEC INC COM 30040P103 65090 1875249 SH DFND 2,20,5,8 1550049 900 324300 EVI INDS INC COM 26929N102 1878 70565 SH DFND 2,20 56376 0 14189 EVO PMTS INC CL A COM 26927E104 22976 924574 SH DFND 2,20,5,8 742915 0 181659 EVOFEM BIOSCIENCES INC COM 30048L104 2245 951464 SH DFND 2,20 752981 0 198483 EVOLENT HEALTH INC CL A 30050B101 21705 1749009 SH DFND 2,20,5,8 1420823 0 328186 ALERUS FINL CORP COM 01446U103 4471 226441 SH DFND 2,20,5 176776 0 49665 EVOLUS INC COM 30052C107 1364 348776 SH DFND 2,20 281661 0 67115 EVOLUTION PETE CORP COM 30049A107 1225 546972 SH DFND 2,20 440324 0 106648 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 38762 1826657 SH DFND 2,20,5,8 1414899 1100 410658 EXACT SCIENCES CORP COM 30063P105 368938 3618812 SH DFND 10,11,12,13,19,2,20,5,6,8 3074465 68386 475961 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 38056 35138000 PRN DFND 2,5 35138000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 22338 19025000 PRN DFND 2,5 19025000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 3157 2040000 PRN DFND 2,5 2040000 0 0 EXAGEN INC COM 30068X103 683 63021 SH DFND 2,20 49076 0 13945 EXANTAS CAP CORP COM NEW 30068N105 983 470451 SH DFND 2,20 470451 0 0 EXELA TECHNOLOGIES INC COM 30162V102 8 20900 SH DFND 20 20900 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 26515 2365269 SH DFND 2,20,5,8 1998771 982 365516 EXELIXIS INC COM 30161Q104 223830 9154586 SH DFND 13,19,2,20,5,6,8 8393533 8870 752183 EXELON CORP COM 30161N101 2235843 62523576 SH DFND 10,11,12,13,19,2,20,5,6,8 47373326 1156728 13993522 EXICURE INC COM 30205M101 1186 677634 SH DFND 2,20 542381 0 135253 EXLSERVICE HOLDINGS INC COM 302081104 68131 1032751 SH DFND 19,2,20,5,8 863604 200 168947 EXONE CO COM 302104104 1816 148611 SH DFND 2,20 121622 0 26989 EXP WORLD HLDGS INC COM 30212W100 17888 443421 SH DFND 2,20,5,8 345097 0 98324 EXPEDIA GROUP INC COM NEW 30212P303 542132 5912662 SH DFND 10,11,12,13,19,2,20,5,6,8 5120791 89925 701946 EXPEDITORS INTL WASH INC COM 302130109 828059 9147803 SH DFND 10,11,12,13,19,2,20,5,6,8 7731587 263602 1152614 EXPONENT INC COM 30214U102 111453 1547316 SH DFND 2,20,5,8 1306691 584 240041 EXPRESS INC COM 30219E103 549 899231 SH DFND 2,20 658543 0 240688 ALEXANDERS INC COM 014752109 16502 67294 SH DFND 10,2,20,5,8 48924 577 17793 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 29481 2466989 SH DFND 12,2,20,5,8 2049137 12200 405652 EXTERRAN CORP COM 30227H106 3475 835352 SH DFND 2,20,5 721400 0 113952 EXTRA SPACE STORAGE INC COM 30225T102 816484 7631404 SH DFND 10,11,12,13,19,2,20,5,6,8 6392126 95496 1143782 EXTREME NETWORKS INC COM 30226D106 15932 3963240 SH DFND 13,2,20,5,8 3338139 0 625101 EXXON MOBIL CORP COM 30231G102 7505325 218622927 SH DFND 1,10,11,12,13,19,2,20,5,6,8 201965449 2739274 13918204 EYEPOINT PHARMACEUTICALS INC COM 30233G100 16 31700 SH DFND 20 31700 0 0 EZCORP INC CL A NON VTG 302301106 8286 1647299 SH DFND 2,20,5,8 1428994 2136 216169 F M C CORP COM NEW 302491303 686850 6458635 SH DFND 10,11,12,13,19,2,20,5,6,8 5595794 78001 784840 F N B CORP COM 302520101 70232 10358639 SH DFND 13,2,20,5,6,8 9453789 2953 901897 F5 NETWORKS INC COM 315616102 389879 3175684 SH DFND 10,11,12,13,19,2,20,5,6,8 2711162 94271 370251 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1137695 7064687 SH DFND 10,11,12,13,19,2,20,5,6,8 5853343 96517 1114827 FABRINET SHS G3323L100 70024 1110957 SH DFND 2,20,5,8 937444 700 172813 FACEBOOK INC CL A 30303M102 25016222 95518219 SH DFND 10,11,12,13,19,2,20,5,6,8 81483402 2356218 11678599 FACTSET RESH SYS INC COM 303075105 478097 1427666 SH DFND 10,11,12,13,19,2,20,5,6,8 1203784 76016 147866 FAIR ISAAC CORP COM 303250104 395112 928844 SH DFND 10,11,12,13,19,2,20,5,6,8 785072 40515 103257 FALCON MINERALS CORP CL A COM 30607B109 2067 847227 SH DFND 2,20,5 686634 0 160593 FANHUA INC SPONSORED ADR 30712A103 5637 336563 SH DFND 1,2,20,5 248541 700 87322 FARFETCH LTD ORD SH CL A 30744W107 2163 85988 SH DFND 19,2,20,5,8 85988 0 0 FARMER BROS CO COM 307675108 1333 301527 SH DFND 2,20 250014 0 51513 FARMERS & MERCHANTS BANCORP COM 30779N105 3493 173104 SH DFND 2,20,5 138530 0 34574 FARMERS NATIONAL BANC CORP COM 309627107 5138 470475 SH DFND 2,20,5 383444 0 87031 ALEXION PHARMACEUTICALS INC COM 015351109 1274687 11139445 SH DFND 10,11,12,13,19,2,20,5,6,8 9400384 322812 1416249 FARMLAND PARTNERS INC COM 31154R109 3973 592144 SH DFND 2,20,5 493455 0 98689 FARO TECHNOLOGIES INC COM 311642102 34662 568412 SH DFND 2,20,5,8 463134 373 104905 FASTENAL CO COM 311900104 1226635 27204152 SH DFND 1,10,11,12,13,19,2,20,5,6,8 23433134 898852 2872166 FASTLY INC CL A 31188V100 88207 941580 SH DFND 13,19,2,20,5,8 763281 700 177599 FATE THERAPEUTICS INC COM 31189P102 115997 2902108 SH DFND 2,20,5,8 2575376 600 326132 FATHOM HOLDINGS INC COM 31189V109 631 40059 SH DFND 20 31500 0 8559 FB FINL CORP COM 30257X104 25834 1028420 SH DFND 2,20,5,8 890034 0 138386 FBL FINL GROUP INC CL A 30239F106 10895 226037 SH DFND 2,20,5,8 184182 400 41455 FEDERAL AGRIC MTG CORP CL C 313148306 12184 191388 SH DFND 2,20,5,8 147434 0 43954 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 617667 8292704 SH DFND 10,11,12,13,19,2,20,5,6,8 7540796 66163 685745 ALGONQUIN PWR UTILS CORP COM 015857105 4476 304608 SH DFND 2 304608 0 0 FEDERAL SIGNAL CORP COM 313855108 54834 1874678 SH DFND 2,20,5,8 1532192 300 342186 FEDERATED HERMES INC CL B 314211103 65656 3052354 SH DFND 10,12,2,20,5,6,8 2581949 22411 447994 FEDEX CORP COM 31428X106 2576892 10219307 SH DFND 10,11,12,13,19,2,20,5,6,8 8903018 163319 1152970 FEDNAT HLDG CO COM 31431B109 1375 217567 SH DFND 2,20,5 175622 0 41945 FENNEC PHARMACEUTICALS INC COM 31447P100 1990 328306 SH DFND 2,20 264615 0 63691 FERRARI N V COM N3167Y103 759 4123 SH DFND 12,20,6 2337 41 1745 FERRO CORP COM 315405100 31752 2560684 SH DFND 2,20,5,8 2201061 317 359306 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 6285 514307 SH DFND 2,20,6 514307 0 0 FIBROGEN INC COM 31572Q808 115263 2803092 SH DFND 13,19,2,20,5,8 2411240 1200 390652 FIDELITY D & D BANCORP INC COM 31609R100 3011 61814 SH DFND 2,20,5 50471 0 11343 51JOB INC SPONSORED ADS 316827104 40187 515280 SH DFND 10,12,13,19,2,20,5,8 397132 12200 105948 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10999858 37417032 SH DFND 1,10,11,12,13,19,2,20,5,8 28516713 991347 7908972 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 237452 7583908 SH DFND 10,11,12,13,19,2,20,5,6,8 5726326 611917 1245665 FIDELITY NATL INFORMATION SV COM 31620M106 3713766 25227676 SH DFND 10,11,12,13,19,2,20,5,6,8 21663721 304773 3259182 FIESTA RESTAURANT GROUP INC COM 31660B101 5343 570276 SH DFND 2,20,5 489337 0 80939 FIFTH THIRD BANCORP COM 316773100 736890 34563305 SH DFND 10,12,13,19,2,20,5,6,8 30820127 512899 3230279 FINANCIAL INSTNS INC COM 317585404 5565 355137 SH DFND 2,20,5,8 284855 0 70282 FINVOLUTION GROUP SPONSORED ADS 31810T101 3023 1642888 SH DFND 13,2,20,5 1253435 0 389453 FIREEYE INC COM 31816Q101 36872 2986799 SH DFND 19,2,20,5,8 2452409 1300 533090 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 14194 15171000 PRN DFND 2,5 15171000 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 8999 9205000 PRN DFND 2,5 9205000 0 0 FIRST AMERN FINL CORP COM 31847R102 144167 2831809 SH DFND 12,13,2,20,5,6,8 2573343 985 257481 ALICO INC COM 016230104 3333 116092 SH DFND 2,20 98495 0 17597 FIRST BANCORP INC ME COM 31866P102 4162 197424 SH DFND 2,20,5 163824 0 33600 FIRST BANCORP N C COM 318910106 13838 655387 SH DFND 2,20,5,8 525020 0 130367 FIRST BANCORP P R COM NEW 318672706 43352 8304933 SH DFND 2,20,5,8 7327142 2000 975791 FIRST BANCSHARES INC MS COM 318916103 8964 427477 SH DFND 2,20,5,8 344300 0 83177 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 2019 325693 SH DFND 2,20 262344 0 63349 FIRST BUS FINL SVCS INC WIS COM 319390100 2221 155400 SH DFND 13,2,20 124708 0 30692 FIRST BUSEY CORP COM NEW 319383204 18273 1149945 SH DFND 2,20,5,8 908413 0 241532 FIRST CAPITAL INC COM 31942S104 2981 53177 SH DFND 2,20,5 43044 0 10133 FIRST CHOICE BANCORP COM 31948P104 2258 169932 SH DFND 2,20 137813 0 32119 FIRST CMNTY BANKSHARES INC V COM 31983A103 6512 360751 SH DFND 2,20,5,8 283164 0 77587 ALIGN TECHNOLOGY INC COM 016255101 1006079 3073311 SH DFND 10,11,12,13,19,2,20,5,6,8 2645824 80610 346877 FIRST CMNTY CORP S C COM 319835104 1022 75001 SH DFND 2,20 58801 0 16200 FIRST COMWLTH FINL CORP PA COM 319829107 26325 3401135 SH DFND 2,20,5,8 2951387 0 449748 FIRST CTZNS BANCSHARES INC N CL A 31946M103 43404 135988 SH DFND 13,2,20,5,8 121306 113 14569 FIRST FINL BANCORP OH COM 320209109 43970 3662632 SH DFND 2,20,5,8 3197450 1282 463900 FIRST FINL BANKSHARES COM 32020R109 129876 4630476 SH DFND 13,2,20,5,6,8 4022645 900 606931 FIRST FINL CORP IND COM 320218100 9296 296037 SH DFND 2,20,5,8 235505 351 60181 FIRST FNDTN INC COM 32026V104 11573 885462 SH DFND 2,20,5,8 711152 0 174310 FIRST GTY BANCSHARES INC COM 32043P106 875 72215 SH DFND 2,20 55495 0 16720 FIRST HAWAIIAN INC COM 32051X108 64672 4469391 SH DFND 2,20,5,8 4174647 2300 292444 FIRST HORIZON NATL CORP COM 320517105 182822 19109272 SH DFND 12,13,2,20,5,6,8 17745992 5079 1358201 ALJ REGL HLDGS INC COM 001627108 10 13800 SH DFND 20 13800 0 0 FIRST INDL RLTY TR INC COM 32054K103 217893 5441217 SH DFND 10,19,2,20,5,6,8 4557002 36465 847750 FIRST INTERNET BANCORP COM 320557101 2552 172556 SH DFND 2,20 141057 0 31499 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 32527 1021261 SH DFND 2,20,5,8 781997 0 239264 FIRST LONG IS CORP COM 320734106 7103 479606 SH DFND 2,20,5,8 374235 0 105371 FIRST MERCHANTS CORP COM 320817109 32813 1416779 SH DFND 2,20,5,8 1105190 300 311289 FIRST MID BANCSHARES INC COM 320866106 8023 321554 SH DFND 2,20,5,8 256639 0 64915 FIRST MIDWEST BANCORP DEL COM 320867104 47137 4316292 SH DFND 2,20,5,8 3794418 1700 520174 FIRST NORTHWEST BANCORP COM 335834107 1862 188095 SH DFND 2,20 154239 0 33856 FIRST REP BK SAN FRANCISCO C COM 33616C100 1012578 9284599 SH DFND 10,12,13,19,2,20,5,6,8 8353725 79913 850961 FIRST SAVINGS FINL GROUP INC COM 33621E109 1087 19995 SH DFND 2,20 12800 0 7195 ALKERMES PLC SHS G01767105 77858 4698739 SH DFND 13,19,2,20,5,8 4322663 1630 374446 FIRST SOLAR INC COM 336433107 146079 2206625 SH DFND 12,13,19,2,20,5,6,8 1992773 773 213079 FIRST UTD CORP COM 33741H107 815 69621 SH DFND 2,20 54421 0 15200 FIRST WESTN FINL INC COM 33751L105 941 72627 SH DFND 2,20 44744 0 27883 FIRSTCASH INC COM 33767D105 71820 1255382 SH DFND 13,2,20,5,6,8 1064023 541 190818 FIRSTENERGY CORP COM 337932107 1115599 38857508 SH DFND 10,11,12,13,19,2,20,5,6,8 24808360 9780917 4268231 FISERV INC COM 337738108 2340032 22707731 SH DFND 10,11,12,13,19,2,20,5,6,8 19426910 283024 2997797 FITBIT INC CL A 33812L102 44009 6323148 SH DFND 19,2,20,5,8 5005626 3400 1314122 FIVE BELOW INC COM 33829M101 160429 1263223 SH DFND 13,19,2,20,5,6,8 1128601 700 133922 FIVE POINT HOLDINGS LLC COM CL A 33833Q106 333 79928 SH DFND 20,5,8 55762 0 24166 FIVE PRIME THERAPEUTICS INC COM 33830X104 3369 716824 SH DFND 2,20,5 614457 0 102367 ALLAKOS INC COM 01671P100 80496 988283 SH DFND 2,20,5,8 878648 300 109335 FIVE STAR SENIOR LIVING INC COM NEW 33832D205 1071 211257 SH DFND 2,20 155457 0 55800 FIVE9 INC COM 338307101 98788 761780 SH DFND 13,19,2,20,5,8 607146 600 154034 FIVERR INTL LTD ORD SHS M4R82T106 7749 55759 SH DFND 2,20,5,8 42459 0 13300 FLAGSTAR BANCORP INC COM PAR .001 337930705 36706 1238821 SH DFND 2,20,5,8 1054068 0 184753 FLEETCOR TECHNOLOGIES INC COM 339041105 784907 3296544 SH DFND 10,11,12,13,19,2,20,5,6,8 2844079 52404 400061 FLEX LTD ORD Y2573F102 53121 4768464 SH DFND 10,12,13,19,2,20,5,8 2020092 5900 2742472 FLEXION THERAPEUTICS INC COM 33938J106 24311 2335341 SH DFND 2,20,5,8 2170850 0 164491 FLIR SYS INC COM 302445101 196406 5478552 SH DFND 10,11,12,13,19,2,20,5,6,8 4579286 142659 756607 FLOOR & DECOR HLDGS INC CL A 339750101 131893 1763269 SH DFND 13,19,2,20,5,8 1551609 800 210860 FLOTEK INDS INC DEL COM 343389102 198 73178 SH DFND 20 73178 0 0 ALLEGHANY CORP DEL COM 017175100 265324 509797 SH DFND 10,11,12,13,19,2,20,5,6,8 437879 14828 57090 FLOWERS FOODS INC COM 343498101 113320 4657622 SH DFND 12,13,19,2,20,5,6,8 4062339 1467 593816 FLOWSERVE CORP COM 34354P105 114865 4178454 SH DFND 10,12,13,19,2,20,5,6,8 3698127 2087 478240 FLUENT INC COM 34380C102 1496 603134 SH DFND 2,20 455033 0 148101 FLUIDIGM CORP DEL COM 34385P108 9262 1246591 SH DFND 2,20,5 999748 0 246843 FLUOR CORP NEW COM 343412102 39646 4500169 SH DFND 12,13,2,20,5,6,8 3845330 2243 652596 FLUSHING FINL CORP COM 343873105 4921 467769 SH DFND 2,20,5,8 352076 882 114811 FLWS/1-800 FLOWERS CL A 68243Q106 19658 788211 SH DFND 2,20,5,8 657700 0 130511 FLY LEASING LTD SPONSORED ADR 34407D109 160 22065 SH DFND 2 22065 0 0 FNCB BANCORP INC COM 302578109 1522 286108 SH DFND 2,20,5 220848 0 65260 FOCUS FINL PARTNERS INC COM CL A 34417P100 20462 624046 SH DFND 2,20,5,8 485637 0 138409 ALLEGHENY TECHNOLOGIES INC COM 01741R102 64781 7429020 SH DFND 12,13,2,20,5,8 6845399 945 582676 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 10894 193870 SH DFND 1,13,2,20,5 162768 1000 30102 FONAR CORP COM NEW 344437405 1971 94373 SH DFND 2,20 77373 0 17000 FOOT LOCKER INC COM 344849104 86266 2611739 SH DFND 12,13,19,2,20,5,6,8 2354341 1255 256143 FORD MTR CO DEL COM 345370860 1181013 177329314 SH DFND 10,11,12,13,19,2,20,5,6,8 152121548 2030835 23176931 FORESTAR GROUP INC COM 346232101 5649 319135 SH DFND 2,20,5,8 247969 203 70963 FORMA THERAPEUTICS HLDGS INC SHS 34633R104 10483 210328 SH DFND 2,20,5 156718 0 53610 FORMFACTOR INC COM 346375108 56866 2281027 SH DFND 2,20,5,8 1926604 1294 353129 FORRESTER RESH INC COM 346563109 11120 339142 SH DFND 2,20,5,8 291100 0 48042 FORTE BIOSCIENCES INC COM 34962G109 201 4139 SH DFND 20 4139 0 0 FORTERRA INC COM 34960W106 4286 362642 SH DFND 2,20,5,8 284426 0 78216 ALLEGIANCE BANCSHARES INC COM 01748H107 14869 636260 SH DFND 2,20,5,8 553979 0 82281 FORTINET INC COM 34959E109 644473 5470443 SH DFND 10,11,12,13,19,2,20,5,6,8 4667964 94401 708078 FORTIS INC COM 349553107 544 13321 SH DFND 20 4523 323 8475 FORTIVE CORP COM 34959J108 991776 13013724 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11447946 186642 1379136 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 31605 31499000 PRN DFND 2,5 31499000 0 0 FORTRESS BIOTECH INC COM 34960Q109 4701 1163578 SH DFND 2,20,5 948726 0 214852 FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 700 40841 SH DFND 2,20 40479 0 362 FORTUNE BRANDS HOME & SEC IN COM 34964C106 572134 6612733 SH DFND 10,11,12,13,19,2,20,5,6,8 5586661 232280 793792 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 33 59359 SH DFND 20 59359 0 0 FORWARD AIR CORP COM 349853101 53125 925851 SH DFND 2,20,5,8 793030 84 132737 FOSSIL GROUP INC COM 34988V106 18197 3170177 SH DFND 2,20,5 2956606 0 213571 ALLEGIANT TRAVEL CO COM 01748X102 51230 427633 SH DFND 2,20,5,8 376445 0 51188 FOSTER L B CO COM 350060109 2293 170852 SH DFND 2,20 135263 0 35589 FOUNDATION BLDG MATLS INC COM 350392106 9866 627619 SH DFND 2,20,5,8 541026 0 86593 FOUR CORNERS PPTY TR INC COM 35086T109 91422 3531397 SH DFND 10,2,20,5,6,8 3039827 20370 471200 FOX CORP CL A COM 35137L105 460847 16422230 SH DFND 10,11,12,13,19,2,20,5,6,8 14554340 217766 1650124 FOX CORP CL B COM 35137L204 213340 7564763 SH DFND 10,11,12,13,19,2,20,5,6,8 6627035 98879 838849 FOX FACTORY HLDG CORP COM 35138V102 89981 1210557 SH DFND 2,20,5,6,8 1025597 300 184660 FRANCHISE GROUP INC COM 35180X105 7759 303425 SH DFND 2,20,5 239821 0 63604 FRANKLIN COVEY CO COM 353469109 4031 227213 SH DFND 2,20,5,8 175825 0 51388 FRANKLIN ELEC INC COM 353514102 145656 2475888 SH DFND 2,20,5,8 2268895 80 206913 FRANKLIN FINL SVCS CORP COM 353525108 1307 61152 SH DFND 2,20 47990 0 13162 89BIO INC COM 282559103 2154 83960 SH DFND 2,20,5 67101 0 16859 ALLEGION PLC ORD SHS G0176J109 436305 4411130 SH DFND 10,11,12,13,19,2,20,5,6,8 3834024 90338 486768 FRANKLIN RESOURCES INC COM 354613101 566838 27494255 SH DFND 10,12,13,19,2,20,5,6,8 25447844 435896 1610515 FRANKLIN STR PPTYS CORP COM 35471R106 19765 5400146 SH DFND 10,2,20,5,8 4478783 31622 889741 FRANKS INTL N V COM N33462107 4046 2620634 SH DFND 2,20,5,8 2049155 0 571479 FREEDOM HLDG CORP NEV COM 356390104 302 12600 SH DFND 20,8 10800 0 1800 FREEPORT-MCMORAN INC CL B 35671D857 1000518 63971760 SH DFND 10,11,12,13,19,2,20,5,6,8 55894458 870269 7207033 FREQUENCY THERAPEUTICS INC COM 35803L108 8525 443805 SH DFND 2,20,5 351161 0 92644 FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 440 10354 SH DFND 20 10354 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 22918 999905 SH DFND 2,20,5,8 838603 38 161264 FRESHPET INC COM 358039105 84612 757834 SH DFND 2,20,5,8 582265 600 174969 FRONT YD RESIDENTIAL CORP COM 35904G107 13535 1548582 SH DFND 2,20,5,8 1249580 333 298669 ALLETE INC COM NEW 018522300 87527 1691672 SH DFND 13,2,20,5,6,8 1475013 600 216059 FRONTDOOR INC COM 35905A109 39371 1011840 SH DFND 13,19,2,20,5,8 814265 1050 196525 FRONTLINE LTD SHS NEW G3682E192 13084 2012869 SH DFND 2,20,5,8 1586769 0 426100 FRP HLDGS INC COM 30292L107 5911 141854 SH DFND 2,20,5,8 113243 0 28611 FS BANCORP INC COM 30263Y104 3024 73760 SH DFND 2,20 58222 0 15538 FTI CONSULTING INC COM 302941109 89854 847919 SH DFND 13,2,20,5,6,8 754970 602 92347 FUELCELL ENERGY INC COM 35952H601 10402 4860819 SH DFND 2,20,5 4259485 0 601334 FULCRUM THERAPEUTICS INC COM 359616109 1682 212055 SH DFND 2,20 170035 0 42020 FULGENT GENETICS INC COM 359664109 10637 265664 SH DFND 2,20,5 233072 0 32592 FULLER H B CO COM 359694106 154014 3364225 SH DFND 2,20,5,8 3120406 337 243482 FULTON FINL CORP PA COM 360271100 58619 6282851 SH DFND 2,20,5,6,8 5535543 2356 744952 ALLIANCE DATA SYSTEMS CORP COM 018581108 47007 1119753 SH DFND 12,13,19,2,20,5,6,8 1012309 612 106832 FUNKO INC COM CL A 361008105 2115 365338 SH DFND 2,20,5 290737 0 74601 FUTUREFUEL CORP COM 36116M106 9626 846601 SH DFND 2,20,5,8 732849 0 113752 FVCBANKCORP INC COM 36120Q101 1703 170347 SH DFND 2,20 124588 0 45759 G III APPAREL GROUP LTD COM 36237H101 20767 1584084 SH DFND 2,20,5,8 1394243 660 189181 G1 THERAPEUTICS INC COM 3621LQ109 27319 2365259 SH DFND 2,20,5,8 2210599 0 154660 GAIA INC NEW CL A 36269P104 1853 188472 SH DFND 2,20 147257 0 41215 GALECTIN THERAPEUTICS INC COM NEW 363225202 1864 698113 SH DFND 2,20 537440 0 160673 GALERA THERAPEUTICS INC COM 36338D108 748 82772 SH DFND 2,20 60192 0 22580 GALLAGHER ARTHUR J & CO COM 363576109 902679 8549720 SH DFND 10,11,12,13,19,2,20,5,6,8 7266766 114897 1168057 GAMCO INVS INC CL A COM 361438104 1191 102909 SH DFND 2,20 76227 0 26682 ALLIANT ENERGY CORP COM 018802108 674338 13055923 SH DFND 10,11,12,13,19,2,20,5,6,8 11662410 207589 1185924 GAMESTOP CORP NEW CL A 36467W109 26617 2609487 SH DFND 13,19,2,20,5,8 2310028 1932 297527 GAMIDA CELL LTD SHS M47364100 118 28357 SH DFND 2 28357 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 174504 4725255 SH DFND 10,12,13,19,2,20,5,8 3777901 74841 872513 GAN LTD ORD SHS G3728V109 1744 103188 SH DFND 2,20 82554 0 20634 GANNETT CO INC COM 36472T109 5016 3858398 SH DFND 2,20,5 3350566 0 507832 GAP INC COM 364760108 132487 7779641 SH DFND 10,12,13,19,2,20,5,6,8 6807555 2266 969820 GARMIN LTD SHS H2906T109 619636 6532048 SH DFND 10,11,12,13,19,2,20,5,6,8 5637098 223254 671696 GARTNER INC COM 366651107 435201 3483004 SH DFND 10,11,12,13,19,2,20,5,6,8 3022445 43414 417145 GASLOG LTD SHS G37585109 110 40593 SH DFND 2 40593 0 0 GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 6476 582390 SH DFND 2,20,5,8 454622 0 127768 ALLIED MOTION TECHNOLOGIES I COM 019330109 5332 129162 SH DFND 2,20,5 102064 0 27098 GATX CORP COM 361448103 69657 1092665 SH DFND 2,20,5,6,8 927170 337 165158 GCI LIBERTY INC COM CLASS A 36164V305 102143 1246249 SH DFND 13,2,20,5,8 1015197 943 230109 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 40783 1946687 SH DFND 13,2,20,5,8 1318268 1704 626715 GDS HLDGS LTD SPONSORED ADS 36165L108 125746 1536673 SH DFND 1,10,12,13,19,2,20,5,8 1104834 34200 397639 GENASYS INC COM 36872P103 2537 412470 SH DFND 2,20 302013 0 110457 GENCO SHIPPING & TRADING LTD SHS Y2685T131 1932 280020 SH DFND 2,20,5 210984 9100 59936 GENCOR INDS INC COM 368678108 1725 156395 SH DFND 2,20 127934 0 28461 GENERAC HLDGS INC COM 368736104 274431 1417223 SH DFND 13,19,2,20,5,6,8 1256174 900 160149 GENERAL DYNAMICS CORP COM 369550108 1553886 11225066 SH DFND 10,11,12,13,19,2,20,5,6,8 10027308 243685 954073 GENERAL ELECTRIC CO COM 369604103 2190277 351013062 SH DFND 1,10,11,12,13,19,2,20,5,6,8 302792518 4312074 43908470 ALLISON TRANSMISSION HLDGS I COM 01973R101 50483 1436631 SH DFND 13,2,20,5,8 1176916 900 258815 GENERAL FIN CORP DEL COM 369822101 1112 175618 SH DFND 2,20 131691 0 43927 GENERAL MLS INC COM 370334104 2157490 34978763 SH DFND 1,10,11,12,13,19,2,20,5,6,8 23765359 7620979 3592425 GENERAL MOLY INC COM 370373102 5 42932 SH DFND 20 42932 0 0 GENERAL MTRS CO COM 37045V100 1710027 57790708 SH DFND 10,11,12,13,19,2,20,5,6,8 49909663 1014109 6866936 GENERATION BIO CO COM 37148K100 4456 144162 SH DFND 2,20,5 106084 0 38078 GENESCO INC COM 371532102 10060 467022 SH DFND 2,20,5,8 394992 4 72026 GENESIS HEALTHCARE INC CL A COM 37185X106 19 35499 SH DFND 20 35499 0 0 GENIE ENERGY LTD CL B 372284208 3310 413809 SH DFND 2,20 360095 0 53714 GENIUS BRANDS INTL INC COM 37229T301 114 96200 SH DFND 20 96200 0 0 GENMAB A/S SPONSORED ADS 372303206 3481 95081 SH DFND 1,20 2070 0 93011 ALLOGENE THERAPEUTICS INC COM 019770106 96675 2563632 SH DFND 19,2,20,5,8 2316750 600 246282 GENMARK DIAGNOSTICS INC COM 372309104 27980 1970417 SH DFND 2,20,5,8 1673348 0 297069 GENPACT LIMITED SHS G3922B107 77459 1988680 SH DFND 13,19,2,20,5,8 1737085 0 251595 GENPREX INC COM 372446104 1442 429128 SH DFND 2,20 362617 0 66511 GENTEX CORP COM 371901109 155575 6041758 SH DFND 12,13,19,2,20,5,6,8 5423698 7354 610706 GENTHERM INC COM 37253A103 42193 1031611 SH DFND 2,20,5,8 881472 140 149999 GENUINE PARTS CO COM 372460105 828833 8637766 SH DFND 10,11,12,13,19,2,20,5,6,8 7867893 94129 675744 GENWORTH FINL INC COM CL A 37247D106 56851 16970385 SH DFND 12,13,19,2,20,5,6,8 14646996 2984 2320405 GEO GROUP INC NEW COM 36162J106 43032 3794730 SH DFND 12,13,2,20,5,6,8 3421612 814 372304 GEOSPACE TECHNOLOGIES CORP COM 37364X109 940 152117 SH DFND 2,20 152117 0 0 GERDAU SA SPON ADR REP PFD 373737105 15914 4300977 SH DFND 10,2,20 3806552 433825 60600 ALLOT LTD SHS M0854Q105 466 51226 SH DFND 2 51226 0 0 GERMAN AMERN BANCORP INC COM 373865104 14205 523413 SH DFND 2,20,5,8 401507 0 121906 GERON CORP COM 374163103 20267 11647638 SH DFND 2,20,5,8 10453769 0 1193869 GETTY RLTY CORP NEW COM 374297109 47684 1807779 SH DFND 10,2,20,5,8 1511111 10509 286159 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 13499 253500 SH DFND 2 253500 0 0 GIBRALTAR INDS INC COM 374689107 63970 982036 SH DFND 2,20,5,8 834864 170 147002 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 736 135092 SH DFND 2,20 135092 0 0 GILEAD SCIENCES INC COM 375558103 3601408 56993329 SH DFND 10,11,12,13,19,2,20,5,6,8 48455749 1352493 7185087 GLACIER BANCORP INC NEW COM 37637Q105 106336 3317813 SH DFND 2,20,5,6,8 2873973 1085 442755 GLADSTONE COMMERCIAL CORP COM 376536108 13785 818088 SH DFND 2,20,5,8 639889 9600 168599 GLADSTONE LD CORP COM 376549101 5540 368857 SH DFND 2,20,5 305018 0 63839 ALLOVIR INC COM 019818103 6876 250052 SH DFND 2,20,5 193989 0 56063 GLATFELTER COM 377316104 19600 1423386 SH DFND 2,20,5,8 1200005 8 223373 GLAUKOS CORP COM 377322102 70749 1428697 SH DFND 2,20,5,8 1236067 700 191930 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 357910 9390232 SH DFND 1,20 39912 8963244 387076 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 90438 1640159 SH DFND 13,2,20,5,8 1489421 500 150238 GLOBAL MED REIT INC COM NEW 37954A204 13123 957937 SH DFND 2,20,5,8 762127 3300 192510 GLOBAL NET LEASE INC COM NEW 379378201 73402 4616485 SH DFND 10,2,20,5,8 3844149 38800 733536 GLOBAL PMTS INC COM 37940X102 2067092 11640345 SH DFND 10,11,12,13,19,2,20,5,6,8 10106018 145748 1388579 GLOBAL WTR RES INC COM 379463102 2179 202166 SH DFND 2,20,5 161158 0 41008 GLOBALSTAR INC COM 378973408 428 1393764 SH DFND 2,20,5,8 1087503 0 306261 GLOBANT S A COM L44385109 274724 1532888 SH DFND 10,12,13,19,2,20,5,8 739164 15700 778024 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 44687 5489843 SH DFND 2,20,5,8 4713661 845 775337 GLOBE LIFE INC COM 37959E102 369276 4621730 SH DFND 10,11,12,13,19,2,20,5,6,8 3881627 138748 601355 GLOBUS MED INC CL A 379577208 91905 1855916 SH DFND 19,2,20,5,6,8 1683048 600 172268 GLU MOBILE INC COM 379890106 37286 4858099 SH DFND 2,20,5,8 4192169 0 665930 GLYCOMIMETICS INC COM 38000Q102 2063 672110 SH DFND 2,20,5 549486 0 122624 GMS INC COM 36251C103 30464 1264083 SH DFND 2,20,5,8 1075156 0 188927 GODADDY INC CL A 380237107 300613 3956993 SH DFND 10,11,12,13,19,2,20,5,6,8 3025232 179379 752382 GOGO INC COM 38046C109 8800 952433 SH DFND 2,20,5 767153 0 185280 GOHEALTH INC COM CL A 38046W105 3683 282749 SH DFND 2,20 252307 0 30442 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 125 20490 SH DFND 1,10,20 5300 0 15190 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 7869 10185000 PRN DFND 2,5 10185000 0 0 8X8 INC NEW COM 282914100 54039 3475157 SH DFND 2,20,5,8 2993170 300 481687 ALLSTATE CORP COM 020002101 1418784 14985032 SH DFND 10,11,12,13,19,2,20,5,6,8 12665128 448453 1871451 GOLAR LNG LTD SHS G9456A100 9733 1607381 SH DFND 2,20,5 1264761 0 342620 GOLD FIELDS LTD SPONSORED ADR 38059T106 10137 824580 SH DFND 2,20,5,8 812560 0 12020 GOLD RESOURCE CORP COM 38068T105 4178 1225233 SH DFND 2,20,5,6 970042 0 255191 GOLDEN ENTMT INC COM 381013101 4188 302848 SH DFND 2,20,5 246525 0 56323 GOLDEN MINERALS CO COM 381119106 12 28779 SH DFND 20 28779 0 0 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 134 35134 SH DFND 2,20,5 35134 0 0 GOLDEN STAR RES LTD CDA COM 38119T807 202 46930 SH DFND 2 46930 0 0 GOLDFIELD CORP COM 381370105 48 11419 SH DFND 20 11419 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4030150 20053490 SH DFND 1,10,12,13,19,2,20,5,6,8 12252258 739567 7061665 GOODRICH PETE CORP COM PAR 382410843 1236 160738 SH DFND 2,20 127305 0 33433 ALLY FINL INC COM 02005N100 261685 10438189 SH DFND 10,11,12,13,19,2,20,5,6,8 7820605 341206 2276378 GOODYEAR TIRE & RUBR CO COM 382550101 56613 7381030 SH DFND 12,13,19,2,20,5,6,8 6282081 12259 1086690 GOOSEHEAD INS INC COM CL A 38267D109 22561 260550 SH DFND 2,20,5,8 195863 0 64687 GOPRO INC CL A 38268T103 11104 2451250 SH DFND 2,20,5,8 1852353 0 598897 GORMAN RUPP CO COM 383082104 10933 371097 SH DFND 2,20,5,8 287772 0 83325 GOSSAMER BIO INC COM 38341P102 26743 2154989 SH DFND 2,20,5,8 1922389 0 232600 GP STRATEGIES CORP COM 36225V104 2273 235741 SH DFND 2,20,5 192952 0 42789 GRACE W R & CO DEL NEW COM 38388F108 27717 687939 SH DFND 13,2,20,5,8 558117 504 129318 GRACO INC COM 384109104 326382 5320005 SH DFND 13,19,2,20,5,6,8 4928329 1501 390175 GRAFTECH INTL LTD COM 384313508 5484 801683 SH DFND 2,20,5,8 660610 0 141073 GRAHAM CORP COM 384556106 2318 181521 SH DFND 2,20,5 147395 0 34126 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 406537 2792152 SH DFND 10,11,12,13,19,2,20,5,6,8 2340013 56687 395452 GRAHAM HLDGS CO COM CL B 384637104 40786 100929 SH DFND 12,13,19,2,20,5,6,8 87988 65 12876 GRAINGER W W INC COM 384802104 822565 2305588 SH DFND 10,11,12,13,19,2,20,5,6,8 1965525 81022 259041 GRAND CANYON ED INC COM 38526M106 83939 1050022 SH DFND 13,19,2,20,5,6,8 944641 600 104781 GRANITE CONSTR INC COM 387328107 26642 1501717 SH DFND 2,20,5,8 1278774 1209 221734 GRANITE PT MTG TR INC COM STK 38741L107 14623 2062545 SH DFND 2,20,5,8 1822723 606 239216 GRAPHIC PACKAGING HLDG CO COM 388689101 55285 3902626 SH DFND 10,12,13,2,20,5,8 3200364 29910 672352 GRAVITY CO LTD SPONSORED ADS NE 38911N206 2649 18479 SH DFND 2 18479 0 0 GRAY TELEVISION INC COM 389375106 24658 1790703 SH DFND 10,2,20,5,8 1378306 5754 406643 GREAT AJAX CORP COM 38983D300 5257 634185 SH DFND 2,20,5 571345 0 62840 GREAT LAKES DREDGE & DOCK CO COM 390607109 12398 1303632 SH DFND 2,20,5,8 1027037 0 276595 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 4803 374610 SH DFND 2,20,5 295504 0 79106 GREAT SOUTHN BANCORP INC COM 390905107 8042 219973 SH DFND 2,20,5,8 169089 0 50884 GREAT WESTN BANCORP INC COM 391416104 27133 2179354 SH DFND 2,20,5,8 1922078 300 256976 GREEN BRICK PARTNERS INC COM 392709101 7737 480549 SH DFND 2,20,5,8 369158 0 111391 GREEN DOT CORP CL A 39304D102 100722 1990158 SH DFND 13,2,20,5,8 1489325 900 499933 GREEN PLAINS INC COM 393222104 24024 1551968 SH DFND 2,20,5 1418729 0 133239 GREENBRIER COS INC COM 393657101 33803 1149776 SH DFND 2,20,5,8 993558 0 156218 GREENE COUNTY BANCORP INC COM 394357107 935 43087 SH DFND 2,20 32296 0 10791 GREENHILL & CO INC COM 395259104 5039 443953 SH DFND 2,20,5 381738 0 62215 GREENLANE HLDGS INC CL A 395330103 308 137584 SH DFND 2,20 104092 0 33492 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 3787 562639 SH DFND 2,20,5,8 444917 1200 116522 ALPHA PRO TECH LTD COM 020772109 2955 199960 SH DFND 2,20,5 161206 0 38754 GREENSKY INC CL A 39572G100 3568 803522 SH DFND 2,20,5 593364 0 210158 GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 562 41364 SH DFND 2,20,5 41364 0 0 GREIF INC CL A 397624107 32105 875824 SH DFND 2,20,5,6,8 747754 83 127987 GREIF INC CL B 397624206 4935 122911 SH DFND 2,20,5 97263 1400 24248 GRID DYNAMICS HLDGS INC CL A 39813G109 1934 250136 SH DFND 2,20 192934 0 57202 GRIDSUM HLDG INC SPONSORED ADR 398132100 47 38604 SH DFND 2 38604 0 0 GRIFFIN INL RLTY INC COM 398231100 1654 30938 SH DFND 2,20 23904 0 7034 GRIFFON CORP COM 398433102 25588 1309494 SH DFND 2,20,5,8 1136309 0 173185 GRIFOLS S A SP ADR REP B NVT 398438408 6071 349870 SH DFND 1,10,13,2,20,5 279963 0 69907 GRITSTONE ONCOLOGY INC COM 39868T105 1337 504378 SH DFND 2,20 410188 0 94190 ALPHABET INC CAP STK CL A 02079K305 17194456 11732025 SH DFND 10,11,12,13,19,2,20,5,6,8 9962433 292385 1477207 GROCERY OUTLET HLDG CORP COM 39874R101 70547 1794167 SH DFND 2,20,5,6,8 1630224 1100 162843 GROUP 1 AUTOMOTIVE INC COM 398905109 55067 623005 SH DFND 12,2,20,5,8 537640 105 85260 GROUPON INC COM NEW 399473206 12354 605592 SH DFND 2,20,5,8 499192 90 106310 GROWGENERATION CORP COM 39986L109 8668 542453 SH DFND 2,20,5 431975 0 110478 GRUBHUB INC COM 400110102 154039 2129667 SH DFND 13,19,2,20,5,6,8 1917377 1000 211290 GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 7496 203927 SH DFND 19,2,20 203927 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 10976 94599 SH DFND 19,2,20 94599 0 0 GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 15546 192779 SH DFND 19,2,20,5 192079 700 0 GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 8220 1135410 SH DFND 13,2,20,5 851740 1500 282170 GRUPO SUPERVIELLE S.A. SPONSORED ADR 40054A108 765 422534 SH DFND 2,20,5 235505 0 187029 ALPHABET INC CAP STK CL C 02079K107 17031480 11589194 SH DFND 10,11,12,13,19,2,20,5,6,8 9781331 315967 1491896 GSI TECHNOLOGY COM 36241U106 1648 292287 SH DFND 2,20 232996 0 59291 GSX TECHEDU INC SPONSORED ADS 36257Y109 137530 1526251 SH DFND 10,12,13,19,2,20,5,8 1173124 36700 316427 GTT COMMUNICATIONS INC COM 362393100 3392 657319 SH DFND 2,20,5,8 523019 0 134300 GTY TECHNOLOGY HOLDINGS INC COM 362409104 2199 829757 SH DFND 2,20,5 693729 0 136028 GUARANTY BANCSHARES INC TEX COM 400764106 3808 151778 SH DFND 2,20 125899 0 25879 GUARANTY FED BANCSHARES INC COM 40108P101 186 13402 SH DFND 20 2300 0 11102 GUARDANT HEALTH INC COM 40131M109 97207 869631 SH DFND 13,19,2,20,5,8 709642 700 159289 GUESS INC COM 401617105 19188 1632780 SH DFND 2,20,5,8 1435390 137 197253 GUIDEWIRE SOFTWARE INC COM 40171V100 178317 1710151 SH DFND 10,11,12,13,19,2,20,5,6,8 1388210 42648 279293 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 12391 10855000 PRN DFND 2,5 10855000 0 0 ALPHATEC HLDGS INC COM NEW 02081G201 5064 762716 SH DFND 2,20,5 621434 0 141282 GULF ISLAND FABRICATION INC COM 402307102 59 18774 SH DFND 20 18774 0 0 GULFPORT ENERGY CORP COM NEW 402635304 2455 4658093 SH DFND 2,20,5,6 3840310 3200 814583 GW PHARMACEUTICALS PLC ADS 36197T103 1867 19175 SH DFND 1,13,19,2,20,5 14172 0 5003 GWG HLDGS INC COM 36192A109 319 37049 SH DFND 2,20 24775 0 12274 H & E EQUIPMENT SERVICES INC COM 404030108 13009 661686 SH DFND 2,20,5,8 512858 0 148828 HACKETT GROUP INC COM 404609109 6161 546470 SH DFND 2,20,5,8 442713 0 103757 HAEMONETICS CORP COM 405024100 106643 1222269 SH DFND 13,19,2,20,5,6,8 1099643 604 122022 HAIN CELESTIAL GROUP INC COM 405217100 65163 1899801 SH DFND 13,19,2,20,5,6,8 1688052 666 211083 HALLIBURTON CO COM 406216101 564312 46830842 SH DFND 10,11,12,13,19,2,20,5,6,8 41487324 420019 4923499 HALOZYME THERAPEUTICS INC COM 40637H109 119716 4555413 SH DFND 2,20,5,8 3867946 1000 686467 ALPINE INCOME PPTY TR INC COM 02083X103 1287 82780 SH DFND 2,20 67480 0 15300 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2686 138096 SH DFND 2,20,5 112450 0 25646 HAMILTON LANE INC CL A 407497106 35931 554066 SH DFND 2,20,5,8 423868 300 129898 HANCOCK WHITNEY CORPORATION COM 410120109 61119 3249261 SH DFND 12,13,2,20,5,6,8 2836082 1000 412179 HANESBRANDS INC COM 410345102 260495 16539336 SH DFND 1,10,12,13,19,2,20,5,6,8 15105567 4964 1428805 HANGER INC COM NEW 41043F208 18214 1151298 SH DFND 2,20,5,8 973090 0 178208 HANMI FINL CORP COM NEW 410495204 8305 1011629 SH DFND 2,20,5,8 885431 0 126198 HANNON ARMSTRONG SUST INFR C COM 41068X100 61304 1450287 SH DFND 2,20,5,8 1100975 1200 348112 HANOVER INS GROUP INC COM 410867105 99509 1067926 SH DFND 12,13,19,2,20,5,6,8 950831 600 116495 HARBORONE BANCORP INC NEW COM NEW 41165Y100 8696 1077526 SH DFND 2,20,5,8 877258 0 200268 HARLEY DAVIDSON INC COM 412822108 86465 3523437 SH DFND 1,12,13,19,2,20,5,6,8 3167556 1284 354597 ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 1546 197400 SH DFND 2,20 159100 0 38300 HARMONIC INC COM 413160102 16639 2981947 SH DFND 2,20,5,8 2527005 0 454942 HARPOON THERAPEUTICS INC COM 41358P106 3006 176918 SH DFND 2,20,5 147642 0 29276 HARROW HEALTH INC COM 415858109 1473 263566 SH DFND 2,20 211116 0 52450 HARSCO CORP COM 415864107 33939 2439888 SH DFND 2,20,5,8 2091006 381 348501 HARTFORD FINL SVCS GROUP INC COM 416515104 744894 20032659 SH DFND 10,11,12,13,19,2,20,5,6,8 14164838 3940215 1927606 HARVARD BIOSCIENCE INC COM 416906105 1398 464325 SH DFND 2,20 378525 0 85800 HASBRO INC COM 418056107 456243 5515508 SH DFND 10,11,12,13,19,2,20,5,6,8 4813713 81576 620219 HAVERTY FURNITURE INC COM 419596101 12518 597817 SH DFND 2,20,5,8 515061 0 82756 HAWAIIAN ELEC INDUSTRIES COM 419870100 93881 2824328 SH DFND 12,13,19,2,20,5,6,8 2482309 1256 340763 HAWAIIAN HOLDINGS INC COM 419879101 26485 2054724 SH DFND 13,2,20,5,8 1872327 0 182397 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 4751 5111000 PRN DFND 2 5111000 0 0 ALTABANCORP COM 021347109 6218 309052 SH DFND 2,20,5,8 243264 0 65788 HAWKINS INC COM 420261109 14905 323316 SH DFND 10,2,20,5,8 274449 3482 45385 HAWTHORN BANCSHARES INC COM 420476103 2007 105286 SH DFND 2,20 57535 0 47751 HAYNES INTERNATIONAL INC COM NEW 420877201 6718 393079 SH DFND 2,20,5,8 340228 900 51951 HBT FINL INC. COM 404111106 1973 175824 SH DFND 2,20 136596 0 39228 HC2 HLDGS INC COM 404139107 1232 508894 SH DFND 2,20 408758 0 100136 HCA HEALTHCARE INC COM 40412C101 1431452 11481011 SH DFND 10,11,12,13,19,2,20,5,6,8 9840645 343985 1296381 HCI GROUP INC COM 40416E103 9908 201020 SH DFND 2,20,5,8 172880 0 28140 HD SUPPLY HLDGS INC COM 40416M105 145114 3518780 SH DFND 10,11,12,13,19,2,20,5,6,8 2597737 250087 670956 HDFC BANK LTD SPONSORED ADS 40415F101 54324 1087347 SH DFND 1,12,20,5,8 213069 0 874278 HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 318 13008 SH DFND 2,20 13008 0 0 ALTAIR ENGR INC COM CL A 021369103 36483 869060 SH DFND 2,20,5,8 668881 400 199779 HEALTH CATALYST INC COM 42225T107 23086 630774 SH DFND 2,20,5,8 502332 0 128442 HEALTHCARE RLTY TR COM 421946104 204794 6799286 SH DFND 10,13,19,2,20,5,6,8 5575561 38834 1184891 HEALTHCARE SVCS GROUP INC COM 421906108 48751 2264333 SH DFND 13,2,20,5,6,8 1909543 1025 353765 HEALTHCARE TR AMER INC CL A NEW 42225P501 181751 6990438 SH DFND 10,12,13,19,2,20,5,8 5524700 62690 1403048 HEALTHEQUITY INC COM 42226A107 118021 2297466 SH DFND 13,2,20,5,6,8 1953756 600 343110 HEALTHPEAK PROPERTIES INC COM 42250P103 869984 32043606 SH DFND 10,11,12,13,19,2,20,5,6,8 26769621 464382 4809603 HEALTHSTREAM INC COM 42222N103 17056 849833 SH DFND 2,20,5,6,8 731678 800 117355 HEARTLAND EXPRESS INC COM 422347104 32634 1752684 SH DFND 2,20,5,8 1531557 24 221103 HEARTLAND FINL USA INC COM 42234Q102 22418 747395 SH DFND 2,20,5,8 589967 0 157428 HEAT BIOLOGICS INC COM NEW 42237K300 141 113800 SH DFND 20 113800 0 0 ALTERYX INC COM CL A 02156B103 79968 704256 SH DFND 13,19,2,20,5,8 575427 600 128229 HECLA MNG CO COM 422704106 77023 15161919 SH DFND 2,20,5,8 12720285 9381 2432253 HEICO CORP NEW CL A 422806208 140237 1581744 SH DFND 10,11,12,13,19,2,20,5,6,8 1252633 57869 271242 HEICO CORP NEW COM 422806109 155628 1486984 SH DFND 10,11,12,13,19,2,20,5,6,8 1187033 49409 250542 HEIDRICK & STRUGGLES INTL IN COM 422819102 13567 690429 SH DFND 2,20,5,8 598970 5400 86059 HELEN OF TROY LTD COM G4388N106 168014 868202 SH DFND 13,19,2,20,5,6,8 744221 288 123693 HELIOS TECHNOLOGIES INC COM 42328H109 22061 606070 SH DFND 2,20,5,8 465919 300 139851 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 13250 5498000 SH DFND 2,20,5,8 4814484 3985 679531 HELMERICH & PAYNE INC COM 423452101 43131 2944121 SH DFND 12,13,19,2,20,5,8 2690353 1181 252587 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3045 350457 SH DFND 2,20 284179 0 66278 HENRY JACK & ASSOC INC COM 426281101 571091 3512460 SH DFND 10,11,12,13,19,2,20,5,6,8 2935672 106238 470550 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 10078 10125000 PRN DFND 2,5 10125000 0 0 HENRY SCHEIN INC COM 806407102 439629 7479220 SH DFND 10,11,12,13,19,2,20,5,6,8 5675986 220569 1582665 HERBALIFE NUTRITION LTD COM SHS G4412G101 77969 1671360 SH DFND 12,13,19,2,20,5,8 995543 1210 674607 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 12121 12050000 PRN DFND 2,5 12050000 0 0 HERC HLDGS INC COM 42704L104 19226 485391 SH DFND 13,2,20,5,8 368936 623 115832 HERITAGE COMM CORP COM 426927109 8528 1281511 SH DFND 2,20,5,8 1012827 0 268684 HERITAGE CRYSTAL CLEAN INC COM 42726M106 4059 304068 SH DFND 2,20,5,8 236294 0 67774 HERITAGE FINL CORP WASH COM 42722X106 22992 1250260 SH DFND 2,20,5,8 1088175 0 162085 HERITAGE INS HLDGS INC COM 42727J102 5114 502369 SH DFND 2,20,5,8 390324 0 112045 HERON THERAPEUTICS INC COM 427746102 65360 4410234 SH DFND 2,20,5,8 4010578 900 398756 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 8491 1532652 SH DFND 2,20,5,8 1375409 0 157243 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 10026 9993000 PRN DFND 2,5 9993000 0 0 HERSHEY CO COM 427866108 1086790 7581901 SH DFND 10,11,12,13,19,2,20,5,6,8 6248411 160851 1172639 HERTZ GLOBAL HLDGS INC COM 42806J106 1831 1649363 SH DFND 12,13,19,2,20,5 1406697 0 242666 HESKA CORP COM RESTRC NEW 42805E306 29622 299852 SH DFND 2,20,5,8 266394 0 33458 HESS CORP COM 42809H107 641063 15662424 SH DFND 10,11,12,13,19,2,20,5,6,8 14383592 166987 1111845 HEWLETT PACKARD ENTERPRISE C COM 42824C109 632082 66602751 SH DFND 1,10,11,12,13,19,2,20,5,6,8 52323675 6050647 8228429 HEXCEL CORP NEW COM 428291108 100173 2985785 SH DFND 13,19,2,20,5,6,8 2772002 671 213112 HF FOODS GROUP INC COM 40417F109 3729 564217 SH DFND 2,20,5 455214 0 109003 HIBBETT SPORTS INC COM 428567101 23231 592313 SH DFND 2,20,5,8 511229 162 80922 HIGHPOINT RES CORP COM 43114K108 48 206776 SH DFND 20 206776 0 0 HIGHWOODS PPTYS INC COM 431284108 149605 4456514 SH DFND 10,13,19,2,20,5,6,8 3767537 29334 659643 ALTICE USA INC CL A 02156K103 175628 6754925 SH DFND 10,11,12,13,19,2,20,5,6,8 5273897 400126 1080902 HILL ROM HLDGS INC COM 431475102 133840 1602680 SH DFND 13,19,2,20,5,6,8 1441323 700 160657 HILLENBRAND INC COM 431571108 69770 2460160 SH DFND 2,20,5,8 2120330 595 339235 HILLTOP HOLDINGS INC COM 432748101 33767 1640775 SH DFND 2,20,5,8 1314673 1279 324823 HILTON GRAND VACATIONS INC COM 43283X105 35255 1680416 SH DFND 13,2,20,5,8 1276311 1690 402415 HILTON WORLDWIDE HLDGS INC COM 43300A203 967272 11336994 SH DFND 10,11,12,13,19,2,20,5,6,8 9788386 210401 1338207 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 3778 1061222 SH DFND 2,20 1061222 0 0 HINGHAM INSTN SVGS MASS COM 433323102 4766 25902 SH DFND 13,2,20 20286 0 5616 HMS HLDGS CORP COM 40425J101 66291 2767909 SH DFND 2,20,5,6,8 2355206 519 412184 HNI CORP COM 404251100 41552 1324143 SH DFND 2,20,5,6,8 1115954 6117 202072 HOLLYFRONTIER CORP COM 436106108 219658 11144505 SH DFND 10,12,13,19,2,20,5,6,8 9802300 5993 1336212 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1478 116649 SH DFND 2,20 90605 0 26044 HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 995 90086 SH DFND 2,5 90086 0 0 HOLOGIC INC COM 436440101 764105 11495494 SH DFND 10,11,12,13,19,2,20,5,6,8 9627350 286824 1581320 HOME BANCORP INC COM 43689E107 4260 176379 SH DFND 2,20,5 130670 0 45709 HOME BANCSHARES INC COM 436893200 85477 5638357 SH DFND 13,2,20,5,6,8 4928321 1100 708936 HOME DEPOT INC COM 437076102 14281395 51425569 SH DFND 1,10,11,12,13,19,2,20,5,6,8 39747167 794578 10883824 HOMESTREET INC COM 43785V102 18848 731666 SH DFND 2,20,5,8 622392 0 109274 HOMETRUST BANCSHARES INC COM 437872104 5157 379775 SH DFND 13,2,20,5 295095 0 84680 HOMOLOGY MEDICINES INC COM 438083107 7693 718996 SH DFND 2,20,5,8 589318 0 129678 HONDA MOTOR LTD AMERN SHS 438128308 2349 99093 SH DFND 2,20 99093 0 0 HONEYWELL INTL INC COM 438516106 5766921 35033843 SH DFND 1,10,11,12,13,19,2,20,5,6,8 25930741 745849 8357253 ALTRA INDL MOTION CORP COM 02208R106 46788 1264187 SH DFND 13,2,20,5,8 966035 199 297953 HOOKER FURNITURE CORP COM 439038100 8009 310074 SH DFND 13,2,20,5 266216 0 43858 HOOKIPA PHARMA INC COM 43906K100 1902 200807 SH DFND 2,20 163973 0 36834 HOPE BANCORP INC COM 43940T109 38117 5025369 SH DFND 13,2,20,5,8 4471577 1800 551992 HORACE MANN EDUCATORS CORP N COM 440327104 44452 1330907 SH DFND 2,20,5,8 1138044 77 192786 HORIZON BANCORP INC COM 440407104 8767 868853 SH DFND 2,20,5,8 606327 0 262526 HORIZON GLOBAL CORP COM 44052W104 105 18292 SH DFND 20 18292 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 194045 2498003 SH DFND 13,19,2,20,5,8 2017774 2000 478229 HORMEL FOODS CORP COM 440452100 1286362 26311343 SH DFND 10,11,12,13,19,2,20,5,6,8 14353139 9359420 2598784 HOST HOTELS & RESORTS INC COM 44107P104 464903 43086506 SH DFND 10,11,12,13,19,2,20,5,6,8 36490446 940446 5655614 HOSTESS BRANDS INC CL A 44109J106 31047 2518011 SH DFND 19,2,20,5,8 1858957 0 659054 ALTRIA GROUP INC COM 02209S103 3064431 77572514 SH DFND 10,12,13,19,2,20,5,6,8 71260448 1045637 5266429 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3422 1977986 SH DFND 2,20,5 1585330 0 392656 HOULIHAN LOKEY INC CL A 441593100 59807 1012817 SH DFND 2,20,5,6,8 774664 300 237853 HOWARD BANCORP INC COM 442496105 2336 260133 SH DFND 2,20 216365 0 43768 HOWARD HUGHES CORP COM 44267D107 27149 471342 SH DFND 13,2,20,5,8 383804 560 86978 HOWMET AEROSPACE INC COM 443201108 318661 19058645 SH DFND 10,11,12,13,19,2,20,5,6,8 16295338 236383 2526924 HP INC COM 40434L105 1270506 66278474 SH DFND 10,11,12,13,19,2,20,5,6,8 50884800 7475696 7917978 HSBC HLDGS PLC SPON ADR NEW 404280406 381 19484 SH DFND 1,20 19120 0 364 HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 8 22700 SH DFND 20 22700 0 0 HUAMI CORP SPONSORED ADS 44331K103 7360 572732 SH DFND 13,2,20,5 478817 0 93915 HUANENG PWR INTL INC SPON ADR H SHS 443304100 382 24739 SH DFND 20,5 24739 0 0 ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 167 32165 SH DFND 5 32165 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 15066 13340000 PRN DFND 2,5 13340000 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 110003 2544012 SH DFND 10,12,13,19,2,20,5,8 1951318 63100 529594 HUB GROUP INC CL A 443320106 60925 1213770 SH DFND 12,2,20,5,8 1056230 55 157485 HUBBELL INC COM 443510607 174768 1277174 SH DFND 12,13,19,2,20,5,6,8 1145770 691 130713 HUBSPOT INC COM 443573100 148329 507576 SH DFND 13,19,2,20,5,8 406156 400 101020 HUDSON LTD COM CL A G46408103 5172 680586 SH DFND 2,20,5 536309 0 144277 HUDSON PAC PPTYS INC COM 444097109 142652 6504859 SH DFND 10,19,2,20,5,6,8 5456247 43604 1005008 HUDSON TECHNOLOGIES INC COM 444144109 34 29255 SH DFND 20 29255 0 0 HUMANA INC COM 444859102 2487319 6000654 SH DFND 10,11,12,13,19,2,20,5,6,8 5084852 156585 759217 HUNT COS FIN TR INC COM 44558T100 167 59217 SH DFND 20 2209 0 57008 A-MARK PRECIOUS METALS INC COM 00181T107 1608 47683 SH DFND 2,20 33683 0 14000 ALX ONCOLOGY HLDGS INC COM 00166B105 4284 113523 SH DFND 2,20,5 83930 0 29593 HUNT J B TRANS SVCS INC COM 445658107 462195 3657183 SH DFND 10,11,12,13,19,2,20,5,6,8 3100101 127370 429712 HUNTINGTON BANCSHARES INC COM 446150104 491923 52814163 SH DFND 10,12,13,19,2,20,5,6,8 47436786 667035 4710342 HUNTINGTON INGALLS INDS INC COM 446413106 467769 3323405 SH DFND 1,10,11,12,13,19,2,20,5,6,8 1786587 1084539 452279 HUNTSMAN CORP COM 447011107 65039 2928347 SH DFND 10,12,13,19,2,20,5,8 2404986 12614 510747 HURCO COMPANIES INC COM 447324104 3443 121238 SH DFND 2,20,5 98696 0 22542 HURON CONSULTING GROUP INC COM 447462102 18053 459009 SH DFND 2,20,5,8 353259 102 105648 HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 35526 1099877 SH DFND 1,10,12,13,19,2,20,5,8 795050 30600 274227 HUYA INC ADS REP SHS A 44852D108 33162 1384637 SH DFND 1,10,12,13,19,2,20,5,8 1051810 59470 273357 HYATT HOTELS CORP COM CL A 448579102 18832 352864 SH DFND 13,19,2,20,5 304560 0 48304 HYSTER YALE MATLS HANDLING I CL A 449172105 10649 286651 SH DFND 2,20,5,8 244893 536 41222 AMAG PHARMACEUTICALS INC COM 00163U106 12312 1309753 SH DFND 2,20,5,8 1159206 342 150205 I3 VERTICALS INC COM CL A 46571Y107 10102 400084 SH DFND 2,20,5 349080 0 51004 IAA INC COM 449253103 154870 2974275 SH DFND 13,19,2,20,5,6,8 2654021 1500 318754 IAC INTERACTIVECORP NEW COM 44891N109 192402 1606297 SH DFND 10,11,12,13,19,2,20,5,6,8 1310696 48735 246866 IBIO INC COM NEW 451033203 1724 849282 SH DFND 2,20,5 723455 0 125827 ICAD INC COM NEW 44934S206 2615 296826 SH DFND 2,20,5 237500 0 59326 ICF INTL INC COM 44925C103 23396 379349 SH DFND 19,2,20,5,8 279843 0 99506 ICHOR HOLDINGS SHS G4740B105 15273 708047 SH DFND 2,20,5,8 603752 0 104295 ICICI BANK LIMITED ADR 45104G104 166437 16931549 SH DFND 1,12,13,19,2,20,5,8 5478874 0 11452675 ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 137 20570 SH DFND 2 20570 0 0 ICON PLC SHS G4705A100 17219 90111 SH DFND 10,13,19,2,20,5,8 88085 0 2026 AMALGAMATED BK NEW YORK N Y CLASS A 022663108 2767 261507 SH DFND 2,20,5 200219 0 61288 ICU MED INC COM 44930G107 88955 486732 SH DFND 19,2,20,5,6,8 436583 300 49849 IDACORP INC COM 451107106 97439 1219513 SH DFND 12,13,2,20,5,6,8 1133299 790 85424 IDEANOMICS INC COM 45166V106 356 391516 SH DFND 2 391516 0 0 IDEAYA BIOSCIENCES INC COM 45166A102 2614 208084 SH DFND 2,20,5 172450 0 35634 IDERA PHARMACEUTICALS INC COM PAR 45168K405 39 18410 SH DFND 20 18410 0 0 IDEX CORP COM 45167R104 577005 3163231 SH DFND 10,11,12,13,19,2,20,5,6,8 2706889 100899 355443 IDEXX LABS INC COM 45168D104 1445489 3677061 SH DFND 10,11,12,13,19,2,20,5,6,8 3131634 68782 476645 IDT CORP CL B NEW 448947507 1767 268603 SH DFND 2,20,6 212459 0 56144 IES HLDGS INC COM 44951W106 5261 165584 SH DFND 2,20,5 125347 0 40237 IGM BIOSCIENCES INC COM 449585108 24296 329166 SH DFND 2,20,5,8 305774 0 23392 AMARIN CORP PLC SPONS ADR NEW 023111206 575 136698 SH DFND 13,19,2,20,5 130398 0 6300 IHEARTMEDIA INC COM CL A 45174J509 8593 1058227 SH DFND 2,20,5,8 789701 0 268526 IHS MARKIT LTD SHS G47567105 1195848 15231790 SH DFND 10,11,12,13,19,2,20,5,6,8 13165178 187476 1879136 II-VI INC COM 902104108 122005 3008002 SH DFND 13,2,20,5,6,8 2548783 1013 458206 ILLINOIS TOOL WKS INC COM 452308109 2565513 13201117 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11323847 335388 1541882 ILLUMINA INC COM 452327109 1887550 6106994 SH DFND 10,11,12,13,19,2,20,5,6,8 5250765 137206 719023 ILLUMINA INC NOTE 8/1 452327AK5 20045 18923000 PRN DFND 2,5 18923000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 15116 11735000 PRN DFND 2,5 11735000 0 0 IMARA INC COM 45249V107 1302 64013 SH DFND 2,20,5 51587 0 12426 IMAX CORP COM 45245E109 12485 1043911 SH DFND 2,20,5,8 779099 1600 263212 IMMERSION CORP COM 452521107 3675 521267 SH DFND 2,20,5 453591 0 67676 AMAZON COM INC COM 023135106 51465935 16344982 SH DFND 10,11,12,13,19,2,20,5,6,8 14002179 284210 2058593 IMMUNIC INC COM 4525EP101 1312 70625 SH DFND 2,20 63705 0 6920 IMMUNOGEN INC COM 45253H101 32270 8964006 SH DFND 2,20,5,8 8203142 0 760864 IMMUNOMEDICS INC COM 452907108 310196 3648078 SH DFND 13,19,2,20,5,8 3143405 2700 501973 IMMUNOVANT INC COM 45258J102 40520 1151465 SH DFND 2,20,5,8 1002402 0 149063 IMPINJ INC COM 453204109 15181 576124 SH DFND 2,20,5,8 507711 0 68413 INARI MED INC COM 45332Y109 8063 116826 SH DFND 2,20 91004 0 25822 INCYTE CORP COM 45337C102 782961 8724776 SH DFND 10,11,12,13,19,2,20,5,6,8 7597898 176831 950047 INDEPENDENCE CONTRACT DRILLI COM 453415606 55 22744 SH DFND 20 22744 0 0 INDEPENDENCE HLDG CO NEW COM NEW 453440307 4146 109937 SH DFND 2,20,5 83697 0 26240 INDEPENDENCE RLTY TR INC COM 45378A106 55963 4828577 SH DFND 10,2,20,5,8 3999701 52600 776276 AMBAC FINL GROUP INC COM NEW 023139884 18490 1447891 SH DFND 2,20,5,8 1234468 0 213423 INDEPENDENT BANK CORP MASS COM 453836108 61970 1172739 SH DFND 2,20,5,8 1020026 247 152466 INDEPENDENT BK CORP MICH COM NEW 453838609 7880 626910 SH DFND 2,20,5,8 476066 0 150844 INDEPENDENT BK GROUP INC COM 45384B106 68614 1553055 SH DFND 2,20,5,8 1347651 0 205404 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 72538 3316772 SH DFND 10,2,20,5,8 2778177 18204 520391 INFINERA CORP COM 45667G103 21021 3412514 SH DFND 2,20,5,8 2637702 4811 770001 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 9311 10081000 PRN DFND 2,5 10081000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 65 55289 SH DFND 20 55289 0 0 INFORMATION SVCS GROUP INC COM 45675Y104 827 392060 SH DFND 2,20 273349 0 118711 INFOSYS LTD SPONSORED ADR 456788108 232727 16852060 SH DFND 1,10,12,13,19,2,20,5,8 13681466 0 3170594 INFUSYSTEM HLDGS INC COM 45685K102 2458 191738 SH DFND 2,20 143567 0 48171 AMBARELLA INC SHS G037AX101 55455 1062769 SH DFND 2,20,5,8 901137 100 161532 ING GROEP N.V. SPONSORED ADR 456837103 7036 993756 SH DFND 2,20 993756 0 0 INGERSOLL RAND INC COM 45687V106 493512 13862700 SH DFND 10,11,12,13,19,2,20,5,6,8 12073870 218506 1570324 INGEVITY CORP COM 45688C107 67169 1358602 SH DFND 13,2,20,5,6,8 1160597 613 197392 INGLES MKTS INC CL A 457030104 14902 391734 SH DFND 10,2,20,5,8 313956 6299 71479 INGREDION INC COM 457187102 202122 2648935 SH DFND 10,11,12,13,19,2,20,5,6,8 2285734 71984 291217 INMODE LTD SHS M5425M103 2570 71023 SH DFND 2,20,8 52323 0 18700 INNERWORKINGS INC COM 45773Y105 115 38324 SH DFND 20 38324 0 0 INNOSPEC INC COM 45768S105 47617 752012 SH DFND 2,20,5,8 623443 400 128169 INNOVATIVE INDL PPTYS INC COM 45781V101 126214 1007728 SH DFND 10,2,20,5,8 836498 5800 165430 INNOVIVA INC COM 45781M101 22453 2148627 SH DFND 2,20,5,8 1841958 687 305982 AMBEV SA SPONSORED ADR 02319V103 50138 22184996 SH DFND 10,13,2,20,5,8 18458297 1954052 1772647 INOGEN INC COM 45780L104 24656 850212 SH DFND 2,20,5,8 769369 200 80643 INOVALON HLDGS INC COM CL A 45781D101 39194 1481829 SH DFND 2,20,5,8 1142427 0 339402 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 92816 8001420 SH DFND 2,20,5,8 7254343 1500 745577 INOZYME PHARMA INC COM 45790W108 1856 70585 SH DFND 2,20 51752 0 18833 INPHI CORP COM 45772F107 82720 736930 SH DFND 19,2,20,5,8 623726 400 112804 INSEEGO CORP COM 45782B104 14385 1393926 SH DFND 2,20,5,8 1092706 0 301220 INSIGHT ENTERPRISES INC COM 45765U103 64910 1147217 SH DFND 2,20,5,8 976764 65 170388 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 7765 7399000 PRN DFND 2,5 7399000 0 0 INSMED INC COM PAR $.01 457669307 119777 3726739 SH DFND 2,20,5,8 3244927 800 481012 INSMED INC NOTE 1.750% 1/1 457669AA7 13327 12233000 PRN DFND 2,5 12233000 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 5446 1156301 SH DFND 2,20,5,8 894972 320 261009 INSPERITY INC COM 45778Q107 70477 1076154 SH DFND 19,2,20,5,6,8 910549 500 165105 INSPIRE MED SYS INC COM 457730109 65160 504917 SH DFND 2,20,5,8 387872 200 116845 INSTALLED BLDG PRODS INC COM 45780R101 80887 794957 SH DFND 2,20,5,8 684747 0 110210 INSTEEL INDS INC COM 45774W108 11155 596526 SH DFND 2,20,5,8 516366 0 80160 INSULET CORP COM 45784P101 313989 1327146 SH DFND 10,11,12,13,19,2,20,5,6,8 1097509 30286 199351 INSULET CORP NOTE 1.375%11/1 45784PAH4 26850 10475000 PRN DFND 2,5 10475000 0 0 INTEGER HLDGS CORP COM 45826H109 71013 1203405 SH DFND 2,20,5,8 1049590 343 153472 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 83777 1774190 SH DFND 13,19,2,20,5,6,8 1612588 574 161028 INTEL CORP COM 458140100 9629976 185978674 SH DFND 1,10,11,12,13,19,2,20,5,6,8 153577675 5354935 27046064 INTELLIA THERAPEUTICS INC COM 45826J105 60805 3058598 SH DFND 2,20,5,8 2832130 0 226468 AMC NETWORKS INC CL A 00164V103 31182 1261910 SH DFND 13,2,20,5,6,8 1072337 293 189280 INTELLICHECK INC COM NEW 45817G201 1391 208605 SH DFND 2,20 171965 0 36640 INTELLIGENT SYS CORP NEW COM 45816D100 5154 132225 SH DFND 2,20,5 107256 0 24969 INTER PARFUMS INC COM 458334109 20861 558525 SH DFND 2,20,5,8 462834 0 95691 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 81531 1686963 SH DFND 13,2,20,5,6,8 1542005 625 144333 INTERCEPT PHARMACEUTICALS IN COM 45845P108 70070 1690053 SH DFND 2,20,5,8 1568935 500 120618 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 7531 9263000 PRN DFND 2,5 9263000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2353258 23520815 SH DFND 1,10,11,12,13,19,2,20,5,6,8 20161775 354767 3004273 INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 302 5747 SH DFND 20 5747 0 0 INTERDIGITAL INC COM 45867G101 57704 1011293 SH DFND 13,19,2,20,5,6,8 843823 498 166972 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 10590 10228000 PRN DFND 2,5 10228000 0 0 A10 NETWORKS INC COM 002121101 9898 1553769 SH DFND 2,20,5,8 1276560 0 277209 AMCOR PLC ORD G0250X107 921440 83388262 SH DFND 10,11,12,13,19,2,20,5,6,8 75499459 532445 7356358 INTERFACE INC COM 458665304 11039 1803744 SH DFND 2,20,5,8 1540843 2324 260577 INTERNATIONAL BANCSHARES COR COM 459044103 47578 1786161 SH DFND 2,20,5,6,8 1532440 270 253451 INTERNATIONAL BUSINESS MACHS COM 459200101 6446482 52983332 SH DFND 10,11,12,13,19,2,20,5,6,8 34252513 8490835 10239984 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 545645 4428436 SH DFND 10,11,12,13,19,2,20,5,6,8 3683605 43715 701116 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 13299 299250 SH DFND 2 299250 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 21477 1929638 SH DFND 12,13,2,20,5,8 1575188 0 354450 INTERNATIONAL MNY EXPRESS IN COM 46005L101 5905 411081 SH DFND 2,20,8 343625 0 67456 INTERNATIONAL PAPER CO COM 460146103 1016698 25078885 SH DFND 10,11,12,13,19,2,20,5,6,8 15941676 7234961 1902248 INTERNATIONAL SEAWAYS INC COM Y41053102 6978 477649 SH DFND 2,20,5,8 368364 0 109285 INTERPUBLIC GROUP COS INC COM 460690100 327769 19662210 SH DFND 10,11,12,13,19,2,20,5,6,8 17370043 308852 1983315 AMDOCS LTD SHS G02602103 98902 1713019 SH DFND 12,13,19,2,20,5,6,8 1506590 0 206429 INTERSECT ENT INC COM 46071F103 11512 705848 SH DFND 2,20,5,8 553694 0 152154 INTEVAC INC COM 461148108 1352 245397 SH DFND 2,20,5 192879 0 52518 INTRA CELLULAR THERAPIES INC COM 46116X101 36435 1419918 SH DFND 2,20,5,8 1116792 0 303126 INTREPID POTASH INC COM 46121Y201 1255 148749 SH DFND 2,20 118509 0 30240 INTRICON CORP COM 46121H109 1707 140144 SH DFND 2,20 113186 0 26958 INTUIT COM 461202103 3628813 11124161 SH DFND 10,11,12,13,19,2,20,5,6,8 9408210 437947 1278004 INTUITIVE SURGICAL INC COM NEW 46120E602 3464884 4883282 SH DFND 10,11,12,13,19,2,20,5,6,8 4233201 108977 541104 INVACARE CORP COM 461203101 9572 1272860 SH DFND 2,20,5 1140951 0 131909 INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 51051 3734517 SH DFND 19,2,20 3734517 0 0 INVESCO DB COMMDY INDX TRCK UNIT 46138B103 2439 186724 SH DFND 12,8 186724 0 0 AMEDISYS INC COM 023436108 173389 733364 SH DFND 13,19,2,20,5,6,8 656221 374 76769 INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 476 12685 SH DFND 20 0 0 12685 INVESCO LTD SHS G491BT108 218648 19162815 SH DFND 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10,11,12,13,19,2,20,5,6,8 1210150 22989 184050 IQIYI INC NOTE 2.000% 4/0 46267XAD0 32331 33674000 PRN DFND 2,5 33674000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 16104 14914000 PRN DFND 2,5 14914000 0 0 IQIYI INC SPONSORED ADS 46267X108 95858 4245258 SH DFND 10,12,13,19,2,20,5,8 3334808 129000 781450 IQVIA HLDGS INC COM 46266C105 1302967 8265984 SH DFND 10,11,12,13,19,2,20,5,6,8 7269691 94847 901446 IRADIMED CORP COM 46266A109 1855 86758 SH DFND 2,20 68661 0 18097 IRHYTHM TECHNOLOGIES INC COM 450056106 150346 631414 SH DFND 13,2,20,5,8 506043 500 124871 IRIDIUM COMMUNICATIONS INC COM 46269C102 94566 3696878 SH DFND 2,20,5,8 3146270 1700 548908 IROBOT CORP COM 462726100 65770 866537 SH DFND 2,20,5,8 740135 100 126302 AMERANT BANCORP INC CL A 023576101 3726 400234 SH DFND 2,20,5,8 322273 0 77961 IRON MTN INC NEW COM 46284V101 361491 13192041 SH DFND 10,11,12,13,19,2,20,5,6,8 11049262 248045 1894734 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 71818 7984250 SH DFND 2,20,5,8 7221381 3300 759569 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 523 185621 SH DFND 13,2,20,5 152421 0 33200 ISHARES INC CORE MSCI EMKT 46434G103 345267 6539146 SH DFND 1,2,20 6539146 0 0 ISHARES INC MSCI CDA ETF 464286509 37010 1350227 SH DFND 2 1350227 0 0 ISHARES INC MSCI FRNTR100ETF 464286145 589 23000 SH DFND 10 0 0 23000 ISHARES INC MSCI GBL ETF NEW 46434G848 819 30600 SH DFND 10 0 0 30600 ISHARES INC MSCI JPN ETF NEW 46434G822 15462 261761 SH DFND 12 0 0 261761 ISHARES INC MSCI PAC JP ETF 464286665 18582 457903 SH DFND 12 0 0 457903 ISHARES INC MSCI TAIWAN ETF 46434G772 160995 3585624 SH DFND 20 0 0 3585624 AMERCO COM 023586100 88878 249670 SH DFND 10,11,12,13,19,2,20,5,6,8 181799 9283 58588 ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 2720 253000 SH DFND 10 0 0 253000 ISHARES TR 1 3 YR TREAS BD 464287457 170347 1969097 SH DFND 1,2 1969097 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 29445 220396 SH DFND 1,2 220396 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 136604 1121356 SH DFND 1,2 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EAFE ETF 464287465 308974 4854271 SH DFND 1,2,20,6 4738247 0 116024 ISHARES TR MSCI EMG MKT ETF 464287234 16862 382448 SH DFND 1,6 382448 0 0 ISHARES TR MSCI INDIA ETF 46429B598 134166 3962385 SH DFND 12,19,2,20,5 1761529 0 2200856 ISHARES TR MSCI USA MIN VOL 46429B697 496 7788 SH DFND 1 7788 0 0 AMERESCO INC CL A 02361E108 15758 471808 SH DFND 2,20,5,8 361700 0 110108 ISHARES TR RUS 1000 ETF 464287622 2008 10728 SH DFND 1,6 10028 0 700 ISHARES TR RUS 1000 GRW ETF 464287614 364 1680 SH DFND 1 1680 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 980 8300 SH DFND 1 8300 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 5773 58123 SH DFND 20 0 0 58123 ISHARES TR RUS MID CAP ETF 464287499 1708 29773 SH DFND 1,20 4755 0 25018 ISHARES TR RUSSELL 2000 ETF 464287655 26848 179240 SH DFND 1,20,6 159244 0 19996 ISHARES TR RUSSELL 3000 ETF 464287689 20171 103065 SH DFND 1 102134 0 931 ISHARES TR SELECT DIVID ETF 464287168 2387 29271 SH DFND 1 29271 0 0 ISHARES TR SHORT TREAS BD 464288679 6595 59578 SH DFND 12 59578 0 0 ISHARES TR TIPS BD ETF 464287176 199494 1577026 SH DFND 1,2,20 1577026 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 14610 1169746 SH DFND 1,13,20,5,8 1029542 54800 85404 ISIS PHARMACEUTICALS INC DEL COM 462222100 168680 3554894 SH DFND 10,11,12,13,19,2,20,5,6,8 3021816 67802 465276 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 13338 13015000 PRN DFND 2,5 13015000 0 0 ISORAY INC COM 46489V104 6 10577 SH DFND 20 10577 0 0 ISTAR INC COM 45031U101 29176 2470464 SH DFND 2,20,5,8 2112741 67 357656 ITAU CORPBANCA SPONSORED ADR 45033E105 284 73650 SH DFND 20,5 73650 0 0 ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 83132 20872770 SH DFND 1,10,13,2,20,5,8 17365470 2081584 1425716 ITEOS THERAPEUTICS INC COM 46565G104 3237 131229 SH DFND 2,20,5 96204 0 35025 ITERIS INC NEW COM 46564T107 2723 664050 SH DFND 2,20 527001 0 137049 ITRON INC COM 465741106 72991 1201702 SH DFND 2,20,5,8 1011176 343 190183 ITT INC COM 45073V108 118000 1992599 SH DFND 13,19,2,20,5,6,8 1780904 1092 210603 AMERICAN AIRLS GROUP INC COM 02376R102 187647 15268274 SH DFND 10,12,13,19,2,20,5,6,8 13750068 3538 1514668 ITURAN LOCATION AND CONTROL SHS M6158M104 3164 227296 SH DFND 2,20,5,8 177590 0 49706 IVERIC BIO INC COM 46583P102 6573 1165414 SH DFND 2,20,5 949914 0 215500 J & J SNACK FOODS CORP COM 466032109 60666 463222 SH DFND 19,2,20,5,8 381593 100 81529 J ALEXANDERS HLDGS INC COM 46609J106 54 10415 SH DFND 20 10415 0 0 J JILL INC COM 46620W102 10 19200 SH DFND 20 19200 0 0 J2 GLOBAL INC COM 48123V102 101645 1468436 SH DFND 13,2,20,5,6,8 1229590 382 238464 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 8605 7494000 PRN DFND 2,5 7494000 0 0 JABIL INC COM 466313103 159385 4652215 SH DFND 10,12,13,19,2,20,5,6,8 4274829 24922 352464 JACK IN THE BOX INC COM 466367109 60402 761589 SH DFND 10,2,20,5,6,8 645112 5966 110511 JACOBS ENGR GROUP INC COM 469814107 811262 8744870 SH DFND 10,11,12,13,19,2,20,5,6,8 4713131 3439947 591792 AAON INC COM PAR $0.004 000360206 73440 1218921 SH DFND 2,20,5,8 1031563 800 186558 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 23358 24850000 PRN DFND 2,5 24850000 0 0 JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 451 18930 SH DFND 20 18930 0 0 JAMES RIV GROUP LTD COM G5005R107 40209 902959 SH DFND 2,20,5,8 763715 0 139244 JAMF HLDG CORP COM 47074L105 5327 141641 SH DFND 2,20 124584 0 17057 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 69921 3219209 SH DFND 10,12,13,2,20,5,6,8 2922438 95620 201151 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 12244 12053000 PRN DFND 2,5 12053000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 308112 2160823 SH DFND 10,11,12,13,19,2,20,5,6,8 1681499 85787 393537 JBG SMITH PPTYS COM 46590V100 132353 4949611 SH DFND 10,13,19,2,20,5,6,8 4144463 34577 770571 JD.COM INC SPON ADR CL A 47215P106 1393256 17952018 SH DFND 1,10,11,12,13,19,2,20,5,8 13749882 485406 3716730 JEFFERIES FINL GROUP INC COM 47233W109 91104 5061360 SH DFND 12,13,19,2,20,5,6,8 4509998 3534 547828 JELD-WEN HLDG INC COM 47580P103 30215 1336936 SH DFND 2,20,5,8 1016151 0 320785 AMERICAN ASSETS TR INC COM 024013104 60063 2493293 SH DFND 10,2,20,5,8 2082010 14675 396608 JERNIGAN CAP INC COM 476405105 10440 609121 SH DFND 2,20,5,8 512518 0 96603 JETBLUE AWYS CORP COM 477143101 69795 6160225 SH DFND 13,19,2,20,5,6,8 5718747 0 441478 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 18768 472029 SH DFND 1,2,20,5 394025 0 78004 JOHN BEAN TECHNOLOGIES CORP COM 477839104 87308 950131 SH DFND 13,2,20,5,8 802490 321 147320 JOHNSON & JOHNSON COM 478160104 22290662 149722339 SH DFND 1,10,11,12,13,19,2,20,5,6,8 97671586 33983882 18066871 JOHNSON CTLS INTL PLC SHS G51502105 1384944 33690977 SH DFND 10,11,12,13,19,2,20,5,6,8 28803715 690275 4196987 JOHNSON OUTDOORS INC CL A 479167108 9136 111566 SH DFND 2,20,5,8 87227 0 24339 JOINT CORP COM 47973J102 4225 242957 SH DFND 2,20,5 196560 0 46397 JONES LANG LASALLE INC COM 48020Q107 163404 1708174 SH DFND 10,11,12,13,19,2,20,5,6,8 1422580 53427 232167 JOUNCE THERAPEUTICS INC COM 481116101 2738 335546 SH DFND 2,20 279514 0 56032 AMERICAN AXLE & MFG HLDGS IN COM 024061103 24437 4235149 SH DFND 12,2,20,5,8 3710143 3329 521677 JPMORGAN CHASE & CO COM 46625H100 13009316 135133642 SH DFND 1,10,12,13,19,2,20,5,6,8 112513699 2296072 20323871 JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 197 24645 SH DFND 2 24645 0 0 JUNIPER NETWORKS INC COM 48203R104 324184 15078333 SH DFND 10,11,12,13,19,2,20,5,6,8 12529927 470855 2077551 K12 INC COM 48273U102 20813 790153 SH DFND 2,20,5,8 606926 0 183227 KADANT INC COM 48282T104 28512 260096 SH DFND 2,20,5,8 178809 0 81287 KADMON HLDGS INC COM 48283N106 33852 8635710 SH DFND 2,20,5,8 7850021 0 785689 KAISER ALUMINUM CORP COM PAR $0.01 483007704 51522 961415 SH DFND 13,2,20,5,8 887580 100 73735 KALA PHARMACEUTICALS INC COM 483119103 5556 740754 SH DFND 2,20,5,8 606447 0 134307 KALEIDO BIOSCIENCES INC COM 483347100 1854 167443 SH DFND 2,20 126979 0 40464 KALVISTA PHARMACEUTICALS INC COM 483497103 3281 260565 SH DFND 2,20,5 216413 0 44152 AMERICAN CAMPUS CMNTYS INC COM 024835100 204788 5864497 SH DFND 10,12,13,19,2,20,5,6,8 4937546 38756 888195 KAMAN CORP COM 483548103 48926 1250690 SH DFND 2,20,5,8 1121431 0 129259 KANDI TECHNOLOGIES GROUP INC COM 483709101 1080 174197 SH DFND 2 174197 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 775108 4277054 SH DFND 10,11,12,13,19,2,20,5,6,8 3630426 116850 529778 KAR AUCTION SVCS INC COM 48238T109 57169 3970062 SH DFND 13,2,20,5,6,8 3372383 1500 596179 KARUNA THERAPEUTICS INC COM 48576A100 61828 799636 SH DFND 2,20,5,8 732509 0 67127 KARYOPHARM THERAPEUTICS INC COM 48576U106 69919 4788974 SH DFND 2,20,5,8 4483735 2800 302439 KB FINL GROUP INC SPONSORED ADR 48241A105 3872 120548 SH DFND 2,20,5,8 101948 0 18600 KB HOME COM 48666K109 102731 2675982 SH DFND 2,20,5,6,8 2265702 309 409971 KBR INC COM 48242W106 99627 4435594 SH DFND 12,2,20,5,6,8 3773125 1104 661365 KBR INC NOTE 2.500%11/0 48242WAB2 8684 7600000 PRN DFND 2,5 7600000 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 75752 5114953 SH DFND 12,13,2,20,5,6,8 4409728 1874 703351 KE HLDGS INC SPONSORED ADS 482497104 84112 1372140 SH DFND 10,12,19,2,20,5,8 1094764 39400 237976 KEARNY FINL CORP MD COM 48716P108 12288 1704314 SH DFND 2,20,5,8 1328166 0 376148 KELLOGG CO COM 487836108 840255 13009060 SH DFND 10,11,12,13,19,2,20,5,6,8 10501347 170147 2337566 KELLY SVCS INC CL A 488152208 20430 1198958 SH DFND 2,20,5,8 1053670 453 144835 KEMPER CORP COM 488401100 101598 1520247 SH DFND 13,2,20,5,6,8 1378582 954 140711 KENNAMETAL INC COM 489170100 72732 2513198 SH DFND 2,20,5,6,8 2119630 5460 388108 KENNEDY-WILSON HOLDINGS INC COM 489398107 47215 3203213 SH DFND 2,20,5,8 2547554 2500 653159 KEROS THERAPEUTICS INC COM 492327101 3827 99226 SH DFND 2,20,5 76329 0 22897 KEURIG DR PEPPER INC COM 49271V100 198725 7200191 SH DFND 10,11,12,13,19,2,20,5,6,8 5973371 170746 1056074 KEYCORP COM 493267108 588829 49356975 SH DFND 10,12,13,19,2,20,5,6,8 43735775 881574 4739626 AMERICAN ELEC PWR CO INC COM 025537101 2060677 25213230 SH DFND 10,11,12,13,19,2,20,5,6,8 22489121 308951 2415158 KEYSIGHT TECHNOLOGIES INC COM 49338L103 810049 8200534 SH DFND 10,11,12,13,19,2,20,5,6,8 6890179 194461 1115894 KEZAR LIFE SCIENCES INC COM 49372L100 2453 506747 SH DFND 2,20,5 404944 0 101803 KFORCE INC COM 493732101 13748 427344 SH DFND 10,2,20,5,8 330487 5164 91693 KILROY RLTY CORP COM 49427F108 242915 4631522 SH DFND 10,13,19,2,20,5,6,8 3872665 32955 725902 KIMBALL ELECTRONICS INC COM 49428J109 7348 635649 SH DFND 2,20,5,8 518847 44 116758 KIMBALL INTL INC CL B 494274103 7903 743467 SH DFND 10,2,20,5,8 591445 5654 146368 KIMBERLY CLARK CORP COM 494368103 2585796 17387396 SH DFND 1,10,11,12,13,19,2,20,5,6,8 14844528 360139 2182729 KIMCO RLTY CORP COM 49446R109 240503 21359088 SH DFND 10,12,13,19,2,20,5,6,8 17800309 130681 3428098 KINDER MORGAN INC DEL COM 49456B101 1354841 109881696 SH DFND 10,11,12,13,19,2,20,5,6,8 97712526 1450045 10719125 KINDRED BIOSCIENCES INC COM 494577109 3002 699692 SH DFND 2,20,5 580007 0 119685 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 14575 300400 SH DFND 2 300400 0 0 KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 6349 414453 SH DFND 2,20,5,8 331794 0 82659 KINSALE CAP GROUP INC COM 49714P108 131560 691767 SH DFND 2,20,5,8 587093 200 104474 KINTARA THERAPEUTICS INC COM 49720K101 19 13700 SH DFND 20 13700 0 0 KIRBY CORP COM 497266106 52357 1447537 SH DFND 13,2,20,5,6,8 1359544 200 87793 KITE RLTY GROUP TR COM NEW 49803T300 50095 4325970 SH DFND 10,2,20,5,8 3615774 48812 661384 KKR & CO INC COM 48251W104 343275 9996363 SH DFND 10,12,13,19,2,20,5,6,8 8234585 239988 1521790 KKR REAL ESTATE FIN TR INC COM 48251K100 18880 1113013 SH DFND 2,20,5,8 961066 11900 140047 KLA CORP COM NEW 482480100 1280209 6607871 SH DFND 10,11,12,13,19,2,20,5,6,8 5598841 221892 787138 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 183074 4498121 SH DFND 10,11,12,13,19,2,20,5,6,8 3700805 234653 562663 KNOLL INC COM NEW 498904200 13431 1113686 SH DFND 2,20,5,8 893004 700 219982 AMERICAN ELEC PWR CO INC UNIT 99/99/9999 02557T307 14782 301000 SH DFND 2 301000 0 0 KNOWLES CORP COM 49926D109 40231 2700097 SH DFND 1,2,20,5,8 2295513 528 404056 KODIAK SCIENCES INC COM 50015M109 72889 1231025 SH DFND 2,20,5,8 1102352 800 127873 KOHLS CORP COM 500255104 88716 4787701 SH DFND 1,12,13,19,2,20,5,6,8 3531747 1410 1254544 KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 4634 98288 SH DFND 2,20 98288 0 0 KONTOOR BRANDS INC COM 50050N103 41173 1701378 SH DFND 12,13,2,20,5,8 1338174 8998 354206 KOPIN CORP COM 500600101 49 35543 SH DFND 20 35543 0 0 KOPPERS HOLDINGS INC COM 50060P106 11969 572385 SH DFND 2,20,5 499128 0 73257 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4860 557985 SH DFND 2,5 557985 0 0 KORN FERRY COM NEW 500643200 52138 1791658 SH DFND 2,20,5,8 1527689 513 263456 KORNIT DIGITAL LTD SHS M6372Q113 16291 251132 SH DFND 2,20,5,8 153005 600 97527 AMERICAN EQTY INVT LIFE HLD COM 025676206 71877 3268640 SH DFND 13,2,20,5,8 2842435 600 425605 KOSMOS ENERGY LTD COM 500688106 18826 19297188 SH DFND 2,20,5 17734223 0 1562965 KRAFT HEINZ CO COM 500754106 924989 30884425 SH DFND 10,11,12,13,19,2,20,5,6,8 27078940 546831 3258654 KRATON CORPORATION COM 50077C106 18824 1056363 SH DFND 2,20,5,8 910496 600 145267 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 85490 4434142 SH DFND 2,20,5,8 3885303 500 548339 KROGER CO COM 501044101 1412372 41650602 SH DFND 10,11,12,13,19,2,20,5,6,8 34377088 1240475 6033039 KRONOS WORLDWIDE INC COM 50105F105 8816 685499 SH DFND 2,20,5,8 566905 11494 107100 KRYSTAL BIOTECH INC COM 501147102 25500 592336 SH DFND 2,20,5,8 533749 0 58587 KULICKE & SOFFA INDS INC COM 501242101 19058 846281 SH DFND 2,20,5,8 777842 226 68213 KURA ONCOLOGY INC COM 50127T109 53044 1731199 SH DFND 2,20,5,8 1498618 0 232581 KURA SUSHI USA INC CL A COM 501270102 556 42436 SH DFND 2,20 30476 0 11960 AMERICAN EXPRESS CO COM 025816109 3316566 33082954 SH DFND 1,10,11,12,13,19,2,20,5,6,8 23893386 428024 8761544 KVH INDS INC COM 482738101 2764 306729 SH DFND 2,20,5 246725 0 60004 L BRANDS INC COM 501797104 282374 8876883 SH DFND 10,12,13,19,2,20,5,6,8 7005346 3864 1867673 L3HARRIS TECHNOLOGIES INC COM 502431109 1559756 9183678 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8080138 164435 939105 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1644 408031 SH DFND 2,20,5 331784 0 76247 LA Z BOY INC COM 505336107 44764 1415242 SH DFND 2,20,5,8 1195132 169 219941 LABORATORY CORP AMER HLDGS COM NEW 50540R409 783344 4160749 SH DFND 10,11,12,13,19,2,20,5,6,8 3616701 81551 462497 LADDER CAP CORP CL A 505743104 15101 2059057 SH DFND 2,20,5,8 1598118 0 460939 LAKELAND BANCORP INC COM 511637100 10934 1098906 SH DFND 2,20,5,8 871758 0 227148 LAKELAND FINL CORP COM 511656100 23538 571307 SH DFND 2,20,5,8 456473 0 114834 LAKELAND INDS INC COM 511795106 2214 111820 SH DFND 2,20 91320 0 20500 111 INC ADS 68247Q102 299 48216 SH DFND 2,20,5 48216 0 0 AAR CORP COM 000361105 36201 1925564 SH DFND 2,20,5,8 1775003 786 149775 AMERICAN FIN TR INC COM CLASS A 02607T109 21505 3429793 SH DFND 10,2,20,5,8 2584131 30000 815662 LAM RESEARCH CORP COM 512807108 2099509 6304137 SH DFND 10,11,12,13,19,2,20,5,6,8 5236292 268263 799582 LAMAR ADVERTISING CO NEW CL A 512816109 134155 2027432 SH DFND 12,13,2,20,5,6,8 1826247 773 200412 LAMB WESTON HLDGS INC COM 513272104 423258 6386870 SH DFND 10,11,12,13,19,2,20,5,6,8 5496840 150785 739245 LANCASTER COLONY CORP COM 513847103 222806 1246116 SH DFND 13,19,2,20,5,6,8 1136197 300 109619 LANDEC CORP COM 514766104 5421 557745 SH DFND 2,20,5,8 448344 1589 107812 LANDMARK BANCORP INC COM 51504L107 784 36702 SH DFND 2,20 28202 0 8500 LANDS END INC NEW COM 51509F105 3205 245950 SH DFND 13,2,20,5,8 184015 422 61513 LANDSTAR SYS INC COM 515098101 122861 979051 SH DFND 13,19,2,20,5,6,8 882345 292 96414 LANNET INC COM 516012101 7868 1287697 SH DFND 2,20,5,8 1155032 0 132665 LANTHEUS HLDGS INC COM 516544103 33624 2653856 SH DFND 2,20,5,8 2337100 0 316756 AMERICAN FINL GROUP INC OHIO COM 025932104 198073 2957192 SH DFND 10,11,12,13,19,2,20,5,6,8 2349608 135093 472491 LAREDO PETROLEUM INC COM 516806205 1198 122252 SH DFND 2,20,5 122252 0 0 LAS VEGAS SANDS CORP COM 517834107 671099 14382737 SH DFND 10,12,13,19,2,20,5,6,8 12353206 351197 1678334 LATTICE SEMICONDUCTOR CORP COM 518415104 92049 3178478 SH DFND 2,20,5,8 2561332 1881 615265 LAUDER ESTEE COS INC CL A 518439104 2183063 10002579 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8665902 240728 1095949 LAUREATE EDUCATION INC CL A 518613203 28052 2112358 SH DFND 2,20,5,8 1646444 2400 463514 LAWSON PRODS INC COM 520776105 3299 80398 SH DFND 2,20,5 64080 0 16318 LAZARD LTD SHS A G54050102 36010 1089561 SH DFND 13,2,20,5 963090 0 126471 LCI INDS COM 50189K103 78987 743128 SH DFND 13,2,20,5,8 628053 247 114828 LCNB CORP COM 50181P100 3406 249502 SH DFND 2,20,5 207927 0 41575 LEAR CORP COM NEW 521865204 258923 2374351 SH DFND 10,11,12,13,19,2,20,5,6,8 2038591 102001 233759 AMERICAN HOMES 4 RENT CL A 02665T306 240820 8455767 SH DFND 10,19,2,20,5,8 6616220 74850 1764697 LEE ENTERPRISES INC COM 523768109 27 32231 SH DFND 20 32231 0 0 LEGACY HOUSING CORP COM 52472M101 1473 107641 SH DFND 2,20 87234 0 20407 LEGGETT & PLATT INC COM 524660107 527894 12698690 SH DFND 10,12,13,2,20,5,6,8 12146983 11449 540258 LEIDOS HOLDINGS INC COM 525327102 503282 5645338 SH DFND 10,11,12,13,19,2,20,5,6,8 4863183 152204 629951 LEMAITRE VASCULAR INC COM 525558201 21574 663192 SH DFND 2,20,5,8 590421 0 72771 LEMONADE INC COM 52567D107 4304 86567 SH DFND 2,20 77467 0 9100 LENDINGCLUB CORP COM NEW 52603A208 7145 1516944 SH DFND 2,20,5,8 1223097 0 293847 LENDINGTREE INC NEW COM 52603B107 56344 183598 SH DFND 2,20,5,6,8 164542 100 18956 LENNAR CORP CL A 526057104 1087920 13319296 SH DFND 10,11,12,13,19,2,20,5,6,8 11832674 210040 1276582 LENNAR CORP CL B 526057302 4375 66626 SH DFND 10,12,13,2,20,5,8 46441 0 20185 AMERICAN INTL GROUP INC COM NEW 026874784 1043035 37887215 SH DFND 1,10,11,12,13,19,2,20,5,6,8 33267049 527808 4092358 LENNOX INTL INC COM 526107107 336601 1231297 SH DFND 10,11,12,13,19,2,20,5,6,8 1077492 21760 132045 LEVEL ONE BANCORP INC COM 52730D208 1270 81124 SH DFND 2,20 64178 0 16946 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 2217 165476 SH DFND 20,5,8 99276 0 66200 LEXICON PHARMACEUTICALS INC COM NEW 528872302 1080 749860 SH DFND 2,20 599232 0 150628 LEXINFINTECH HLDGS LTD ADR 528877103 1120 163510 SH DFND 2 163510 0 0 LEXINGTON REALTY TRUST COM 529043101 143972 13642713 SH DFND 10,13,2,20,5,8 11362822 75921 2203970 LG DISPLAY CO LTD SPONS ADR REP 50186V102 3381 517752 SH DFND 2,5 510764 0 6988 LGI HOMES INC COM 50187T106 96079 827053 SH DFND 2,20,5,8 729184 0 97869 LHC GROUP INC COM 50187A107 201299 947021 SH DFND 13,19,2,20,5,6,8 804136 300 142585 LIBERTY BROADBAND CORP COM SER A 530307107 69476 489923 SH DFND 10,11,12,13,19,2,20,5,6,8 407039 11500 71384 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 7677 113683 SH DFND 2,20,5,8 96061 0 17622 LIBERTY BROADBAND CORP COM SER C 530307305 348655 2440363 SH DFND 10,11,12,13,19,2,20,5,6,8 2002876 49487 388000 LIBERTY GLOBAL PLC SHS CL A G5480U104 50693 2412789 SH DFND 10,11,12,13,19,2,20,5,6,8 1596292 108119 708378 LIBERTY GLOBAL PLC SHS CL C G5480U120 111997 5453980 SH DFND 10,11,12,13,19,2,20,5,6,8 3972913 201445 1279622 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 8465 1026089 SH DFND 12,13,2,20,5,8 772734 1326 252029 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 29068 3571037 SH DFND 12,13,2,20,5,8 2824868 2595 743574 LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 9435 11469000 PRN DFND 2,5 11469000 0 0 LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 4363 208964 SH DFND 13,2,20,5,8 155366 370 53228 LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 71437 2153671 SH DFND 10,12,13,19,2,20,5,6,8 1522586 49749 581336 LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 16341 777781 SH DFND 13,2,20,5,8 564761 880 212140 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 131912 3987661 SH DFND 10,12,13,19,2,20,5,6,8 3221385 122285 643991 AMERICAN NATL BANKSHARES INC COM 027745108 4524 216258 SH DFND 13,2,20,5 162727 0 53531 LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 8558 255385 SH DFND 12,13,2,20 221199 0 34186 LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 140810 3882263 SH DFND 10,12,13,19,2,20,5,6,8 3103517 96548 682198 LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 6735 9050000 PRN DFND 2 9050000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 13545 11375000 PRN DFND 2,5 11375000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 29208 26477000 PRN DFND 2,5 26477000 0 0 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 13867 1735571 SH DFND 2,20,5,8 1479188 0 256383 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2700 1560645 SH DFND 2,20,5,8 1287063 3014 270568 LIFE STORAGE INC COM 53223X107 217293 2064152 SH DFND 10,12,13,19,2,20,5,6,8 1720149 13161 330842 LIFETIME BRANDS INC COM 53222Q103 1978 209315 SH DFND 2,20 165183 0 44132 LIFEVANTAGE CORP COM NEW 53222K205 3221 266819 SH DFND 2,20,5 210438 0 56381 AMERICAN OUTDOOR BRANDS INC COM 02875D109 3271 251001 SH DFND 2,20,5 209308 25 41668 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 92615 971627 SH DFND 13,2,20,5,6,8 898390 148 73089 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 8940 9825000 PRN DFND 2,5 9825000 0 0 LILLY ELI & CO COM 532457108 5171096 34935118 SH DFND 1,10,11,12,13,19,2,20,5,6,8 29717659 663890 4553569 LIMELIGHT NETWORKS INC COM 53261M104 15704 2726441 SH DFND 2,20,5,8 2117735 0 608706 LIMESTONE BANCORP INC COM 53262L105 515 48988 SH DFND 2,20 36785 0 12203 LIMONEIRA CO COM 532746104 4265 298252 SH DFND 2,20,5 240249 0 58003 LINCOLN EDL SVCS CORP COM 533535100 64 11584 SH DFND 20 11584 0 0 LINCOLN ELEC HLDGS INC COM 533900106 254413 2749676 SH DFND 13,19,2,20,5,6,8 2603848 895 144933 LINCOLN NATL CORP IND COM 534187109 287908 9189525 SH DFND 10,11,12,13,19,2,20,5,6,8 7955366 218099 1016060 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 5184 609122 SH DFND 2,20,5,8 463409 0 145713 AMERICAN PUBLIC EDUCATION IN COM 02913V103 14194 503503 SH DFND 2,20,5,8 425138 0 78365 LINDE PLC SHS G5494J103 4995239 20976943 SH DFND 10,11,12,13,19,2,20,5,6,8 18158537 164516 2653890 LINDSAY CORP COM 535555106 33361 345062 SH DFND 2,20,5,8 292476 400 52186 LINE CORP SPONSORED ADR 53567X101 2899 57071 SH DFND 2,20 57071 0 0 LINEAGE CELL THERAPEUTICS IN COM 53566P109 54 58154 SH DFND 20 58154 0 0 LIONS GATE ENTMNT CORP CL A VTG 535919401 6796 716875 SH DFND 13,2,20,5,8 532094 1200 183581 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 13132 1505915 SH DFND 13,2,20,5,8 1246293 612 259010 LIPOCINE INC NEW COM 53630X104 17 12400 SH DFND 20 12400 0 0 LIQUIDIA TECHNOLOGIES INC COM 53635D202 1611 327483 SH DFND 2,20,5 266776 0 60707 LIQUIDITY SERVICES INC COM 53635B107 5927 794476 SH DFND 2,20 698009 0 96467 LITHIA MTRS INC CL A 536797103 164478 721586 SH DFND 10,12,2,20,5,6,8 614386 1980 105220 AMERICAN RENAL ASSOCS HLDGS COM 029227105 2026 293626 SH DFND 2,20 234647 0 58979 LITTELFUSE INC COM 537008104 99997 563872 SH DFND 13,19,2,20,5,6,8 500922 349 62601 LIVANOVA PLC SHS G5509L101 74845 1655492 SH DFND 13,2,20,5,6,8 1422731 2276 230485 LIVE NATION ENTERTAINMENT IN COM 538034109 351723 6527888 SH DFND 10,11,12,13,19,2,20,5,6,8 5785516 69705 672667 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 16121 14570000 PRN DFND 2,5 14570000 0 0 LIVE OAK BANCSHARES INC COM 53803X105 15371 606832 SH DFND 2,20,5,8 473659 0 133173 LIVENT CORP COM 53814L108 41714 4650351 SH DFND 2,20,5,8 3978940 1460 669951 LIVEPERSON INC COM 538146101 96578 1857628 SH DFND 2,20,5,8 1565598 636 291394 LIVERAMP HLDGS INC COM 53815P108 102248 1975053 SH DFND 13,19,2,20,5,6,8 1681758 665 292630 LIVEXLIVE MEDIA INC COM NEW 53839L208 1485 572363 SH DFND 2,20 480156 0 92207 LIVONGO HEALTH INC COM 539183103 90114 643441 SH DFND 13,2,20,5,8 524723 400 118318 AMERICAN RIV BANKSHARES COM 029326105 220 22119 SH DFND 20 2233 0 19886 LKQ CORP COM 501889208 339717 12250877 SH DFND 10,11,12,13,19,2,20,5,6,8 10436340 207460 1607077 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 45 34285 SH DFND 20 34285 0 0 LOCKHEED MARTIN CORP COM 539830109 16184338 42225887 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10158028 31155660 912199 LOEWS CORP COM 540424108 397797 11447406 SH DFND 10,11,12,13,19,2,20,5,6,8 9719255 273212 1454939 LOGICBIO THERAPEUTICS INC COM 54142F102 1432 157665 SH DFND 2,20 119992 0 37673 LOGITECH INTL S A SHS H50430232 2287 29577 SH DFND 2,20 29577 0 0 LOMA NEGRA CORP SPONSORED ADS 54150E104 921 213628 SH DFND 2,20,5 177999 0 35629 LORAL SPACE & COMMUNICATNS I COM 543881106 4969 271555 SH DFND 2,20,5,8 218132 562 52861 LOUISIANA PAC CORP COM 546347105 103232 3498210 SH DFND 13,19,2,20,5,6,8 2966821 2053 529336 LOVESAC COMPANY COM 54738L109 4315 155704 SH DFND 2,20,5 125520 0 30184 AARONS INC COM PAR $0.50 002535300 116949 2062949 SH DFND 19,2,20,5,6,8 1749540 804 312605 AMERICAN RLTY INVS INC COM 029174109 198 21803 SH DFND 2,20 12231 0 9572 LOWES COS INC COM 548661107 5592306 33717026 SH DFND 1,10,11,12,13,19,2,20,5,6,8 29368888 561168 3786970 LPL FINL HLDGS INC COM 50212V100 78380 1022298 SH DFND 13,2,20,5,8 825389 6500 190409 LSB INDS INC COM 502160104 28 17289 SH DFND 20 17289 0 0 LSI INDS INC COM 50216C108 2227 329942 SH DFND 2,20 248042 0 81900 LTC PPTYS INC COM 502175102 89325 2562405 SH DFND 1,10,2,20,5,8 2227926 11427 323052 LULULEMON ATHLETICA INC COM 550021109 959640 2913562 SH DFND 10,11,12,13,19,2,20,5,6,8 2193010 206243 514309 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 18937 858830 SH DFND 2,20,5 755773 0 103057 LUMEN TECHNOLOGIES INC COM 156700106 612993 60752486 SH DFND 1,10,11,12,13,19,2,20,5,6,8 44003817 640646 16108023 LUMENTUM HLDGS INC COM 55024U109 129104 1718409 SH DFND 13,19,2,20,5,6,8 1535230 671 182508 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 11931 8538000 PRN DFND 2,5 8538000 0 0 AMERICAN SOFTWARE INC CL A 029683109 9080 646741 SH DFND 2,20,5,8 506430 0 140311 LUMINEX CORP DEL COM 55027E102 39402 1495920 SH DFND 2,20,5,6,8 1301950 0 193970 LUNA INNOVATIONS COM 550351100 2042 341499 SH DFND 2,20 262569 0 78930 LUTHER BURBANK CORP COM 550550107 3323 397993 SH DFND 2,20,5 305348 0 92645 LUXFER HOLDINGS PLC SHS G5698W116 7856 625937 SH DFND 2,20,5,8 501823 0 124114 LYDALL INC DEL COM 550819106 8484 512911 SH DFND 2,20,5 445543 0 67368 LYFT INC CL A COM 55087P104 94692 3437085 SH DFND 12,13,19,2,20,5 3206457 0 230628 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 847668 12025364 SH DFND 10,11,12,13,19,2,20,5,6,8 10118950 500534 1405880 LYRA THERAPEUTICS INC COM 55234L105 509 45506 SH DFND 2,20 35533 0 9973 M & T BK CORP COM 55261F104 601142 6527766 SH DFND 10,12,13,19,2,20,5,6,8 5850870 80765 596131 M D C HLDGS INC COM 552676108 87204 1851457 SH DFND 2,20,5,8 1609801 0 241656 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 7678 530234 SH DFND 2,20 455006 0 75228 M/I HOMES INC COM 55305B101 47245 1025957 SH DFND 2,20,5,8 890756 0 135201 MACATAWA BK CORP COM 554225102 3828 586221 SH DFND 13,2,20,5 469449 0 116772 MACERICH CO COM 554382101 48398 7127771 SH DFND 10,12,13,2,20,5,6,8 5852371 41167 1234233 MACK CALI RLTY CORP COM 554489104 55429 4392122 SH DFND 10,13,2,20,5,8 3671127 23628 697367 MACKINAC FINL CORP COM 554571109 1689 172485 SH DFND 2,20 126884 0 45601 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 47480 1396065 SH DFND 2,20,5,8 1177132 527 218406 MACQUARIE INFRASTRUCTURE COR COM 55608B105 44132 1641215 SH DFND 12,13,2,20,5,8 1471281 600 169334 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 9189 9975000 PRN DFND 2,5 9975000 0 0 MACROGENICS INC COM 556099109 58181 2309668 SH DFND 2,20,5,8 2076313 0 233355 MACYS INC COM 55616P104 81843 14358368 SH DFND 12,13,19,2,20,5,8 9805558 2513 4550297 AMERICAN TOWER CORP NEW COM 03027X100 4285678 17646573 SH DFND 10,11,12,13,19,2,20,5,6,8 15266475 226181 2153917 MADDEN STEVEN LTD COM 556269108 46925 2406404 SH DFND 2,20,5,8 2037113 430 368861 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 15480 226021 SH DFND 13,2,20,5,6,8 185161 216 40644 MADISON SQUARE GRDN SPRT COR CL A 55825T103 35322 234730 SH DFND 13,19,2,20,5,8 183770 216 50744 MADRIGAL PHARMACEUTICALS INC COM 558868105 51202 431244 SH DFND 2,20,5,8 390525 0 40719 MAGELLAN HEALTH INC COM NEW 559079207 72524 957031 SH DFND 12,2,20,5,8 704913 98 252020 MAGENTA THERAPEUTICS INC COM 55910K108 2411 354567 SH DFND 2,20,5 291447 0 63120 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 863 65756 SH DFND 2,20 65756 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 4478 326885 SH DFND 2,20,5,8 323385 0 3500 MAGNITE INC COM 55955D100 19644 2828477 SH DFND 2,20,5,8 2389625 0 438852 MAGNOLIA OIL & GAS CORP CL A 559663109 20834 4029794 SH DFND 2,20,5 3527377 0 502417 AMERICAN VANGUARD CORP COM 030371108 11539 878151 SH DFND 2,20,5,8 748605 953 128593 MAGYAR BANCORP INC COM 55977T109 304 36978 SH DFND 20 0 0 36978 MAIDEN HOLDINGS LTD SHS G5753U112 65 53087 SH DFND 20 53087 0 0 MAINSTREET BANCSHARES INC COM 56064Y100 1496 122253 SH DFND 2,20 96378 0 25875 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1499 97606 SH DFND 2,20 97606 0 0 MALIBU BOATS INC COM CL A 56117J100 19653 396541 SH DFND 2,20,5,8 310226 0 86315 MALVERN BANCORP INC COM 561409103 279 23632 SH DFND 20 2100 0 21532 MANCHESTER UTD PLC NEW ORD CL A G5784H106 370 25477 SH DFND 2 25477 0 0 MANHATTAN ASSOCS INC COM 562750109 144416 1512364 SH DFND 13,19,2,20,5,6,8 1357864 900 153600 MANITOWOC CO INC COM NEW 563571405 6987 830846 SH DFND 2,20,5,8 682966 1196 146684 MANNKIND CORP COM NEW 56400P706 7007 3727072 SH DFND 2,20,5 3045642 0 681430 AMERICAN WOODMARK CORPORATIO COM 030506109 38772 493659 SH DFND 2,20,5,8 420828 261 72570 MANPOWERGROUP INC COM 56418H100 134310 1831590 SH DFND 12,13,19,2,20,5,6,8 1684508 6532 140550 MANTECH INTL CORP CL A 564563104 61288 889780 SH DFND 2,20,5,8 767519 407 121854 MARATHON OIL CORP COM 565849106 211135 51622230 SH DFND 1,10,12,13,19,2,20,5,6,8 46554975 9667 5057588 MARATHON PETE CORP COM 56585A102 1102108 37563314 SH DFND 1,10,11,12,13,19,2,20,5,6,8 33899634 494777 3168903 MARCHEX INC CL B 56624R108 27 12614 SH DFND 20 12614 0 0 MARCUS & MILLICHAP INC COM 566324109 19470 707490 SH DFND 2,20,5,8 602252 0 105238 MARCUS CORP DEL COM 566330106 6260 809784 SH DFND 2,20,5,8 714554 0 95230 MARINE PRODS CORP COM 568427108 2250 143874 SH DFND 2,20,5 117398 0 26476 MARINEMAX INC COM 567908108 20749 808288 SH DFND 2,20,5,8 704422 0 103866 MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 4925 383295 SH DFND 2,20,5 309584 0 73711 AMERICAN WTR WKS CO INC NEW COM 030420103 1383000 9545830 SH DFND 10,11,12,13,19,2,20,5,6,8 8431887 111391 1002552 MARKEL CORP COM 570535104 330893 339831 SH DFND 10,11,12,13,19,2,20,5,6,8 279306 6603 53922 MARKER THERAPEUTICS INC COM 57055L107 844 562503 SH DFND 2,20 450228 0 112275 MARKETAXESS HLDGS INC COM 57060D108 818522 1699624 SH DFND 10,11,12,13,19,2,20,5,6,8 1419360 57975 222289 MARLIN BUSINESS SVCS CORP COM 571157106 1013 143748 SH DFND 2,20 107833 0 35915 MARRIOTT INTL INC NEW CL A 571903202 1051465 11357365 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9887797 142208 1327360 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 113851 1253729 SH DFND 1,13,2,20,5,6,8 1056839 515 196375 MARRONE BIO INNOVATIONS INC COM 57165B106 816 669048 SH DFND 2,20 446733 0 222315 MARSH & MCLENNAN COS INC COM 571748102 2555411 22279083 SH DFND 10,11,12,13,19,2,20,5,6,8 18917832 350903 3010348 MARTEN TRANS LTD COM 573075108 34937 2140775 SH DFND 2,20,5,8 1860215 0 280560 MARTIN MARIETTA MATLS INC COM 573284106 733509 3116540 SH DFND 10,11,12,13,19,2,20,5,6,8 2657725 37785 421030 AMERICAS CAR-MART INC COM 03062T105 17526 206481 SH DFND 2,20,5,8 178733 0 27748 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 562213 14161531 SH DFND 10,11,12,13,19,2,20,5,6,8 11623782 404600 2133149 MASCO CORP COM 574599106 676591 12272655 SH DFND 10,11,12,13,19,2,20,5,6,8 10496976 397988 1377691 MASIMO CORP COM 574795100 388339 1645085 SH DFND 10,11,12,13,19,2,20,5,6,8 1434205 53552 157328 MASONITE INTL CORP COM 575385109 48029 488100 SH DFND 2,20,5,8 377753 200 110147 MASTEC INC COM 576323109 72257 1712258 SH DFND 13,2,20,5,6,8 1442856 487 268915 MASTECH DIGITAL INC COM 57633B100 807 44794 SH DFND 2,20 35713 0 9081 MASTERCARD INCORPORATED CL A 57636Q104 12219003 36132723 SH DFND 10,11,12,13,19,2,20,5,6,8 30835038 980955 4316730 MASTERCRAFT BOAT HLDGS INC COM 57637H103 6005 343318 SH DFND 2,20,5 276639 0 66679 MATADOR RES CO COM 576485205 56695 6863752 SH DFND 2,20,5 6434634 2200 426918 MATCH GROUP INC NEW COM 57667L107 520700 4705833 SH DFND 10,11,12,13,19,2,20,5,6,8 3824889 144236 736708 AMERICOLD RLTY TR COM 03064D108 233850 6504264 SH DFND 10,19,2,20,5,8 5127050 58000 1319214 MATERIALISE NV SPONSORED ADS 57667T100 3628 98299 SH DFND 1,2,20 68299 0 30000 MATERION CORP COM 576690101 53524 1028721 SH DFND 2,20,5,8 932352 87 96282 MATINAS BIOPHARMA HLDGS INC COM 576810105 97 126700 SH DFND 20 126700 0 0 MATRIX SVC CO COM 576853105 11396 1364783 SH DFND 2,20,5,8 1240665 1000 123118 MATSON INC COM 57686G105 56487 1409010 SH DFND 2,20,5,8 1243903 0 165107 MATTEL INC COM 577081102 91124 7788358 SH DFND 12,13,19,2,20,5,6,8 6964159 3270 820929 MATTHEWS INTL CORP CL A 577128101 22345 999329 SH DFND 2,20,5,8 850661 71 148597 MAUI LD & PINEAPPLE INC COM 577345101 1114 102981 SH DFND 2,20 83751 0 19230 MAXAR TECHNOLOGIES INC COM 57778K105 76908 3083704 SH DFND 13,2,20,5,8 2782813 250 300641 MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 4190 247066 SH DFND 2,20,5 214079 0 32987 AMERIPRISE FINL INC COM 03076C106 838971 5443976 SH DFND 1,10,12,13,19,2,20,5,6,8 4560924 193048 690004 MAXIM INTEGRATED PRODS INC COM 57772K101 783449 11587762 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9880086 423241 1284435 MAXIMUS INC COM 577933104 165064 2412867 SH DFND 13,19,2,20,5,6,8 2079553 510 332804 MAXLINEAR INC COM 57776J100 59852 2575400 SH DFND 2,20,5,8 2269389 500 305511 MAYVILLE ENGINEERING CO INC COM 578605107 882 96017 SH DFND 2,20 72299 0 23718 MBIA INC COM 55262C100 7319 1207797 SH DFND 2,20,5,8 949404 0 258393 MCCORMICK & CO INC COM NON VTG 579780206 1237986 6378082 SH DFND 10,11,12,13,19,2,20,5,6,8 5407440 76135 894507 MCDONALDS CORP COM 580135101 8375854 38160528 SH DFND 1,10,11,12,13,19,2,20,5,6,8 28454666 453122 9252740 MCEWEN MNG INC COM 58039P107 810 763919 SH DFND 2,20,5,8 583720 0 180199 MCGRATH RENTCORP COM 580589109 31522 528976 SH DFND 10,2,20,5,8 400718 12225 116033 MCKESSON CORP COM 58155Q103 1130579 7570266 SH DFND 10,11,12,13,19,2,20,5,6,8 6450387 134759 985120 ABB LTD SPONSORED ADR 000375204 12219 480101 SH DFND 1,2,20 437816 0 42285 AMERIS BANCORP COM 03076K108 58456 2549322 SH DFND 2,20,5,8 2184751 1400 363171 MDU RES GROUP INC COM 552690109 320880 14131104 SH DFND 13,2,20,5,6,8 13638654 1690 490760 MECHEL PAO SPONSORED ADR NE 583840608 1524 1009295 SH DFND 2,20,5 886278 4600 118417 MEDALLIA INC COM 584021109 28052 1023056 SH DFND 2,20,5,8 829424 800 192832 MEDICAL PPTYS TRUST INC COM 58463J304 401129 22410386 SH DFND 10,11,12,13,19,2,20,5,6,8 18550985 455281 3404120 MEDICINOVA INC COM NEW 58468P206 3995 762428 SH DFND 2,20,5 619924 0 142504 MEDIFAST INC COM 58470H101 56623 341965 SH DFND 2,20,5,8 287210 4318 50437 MEDNAX INC COM 58502B106 53035 3257648 SH DFND 12,13,2,20,5,6,8 2380349 892 876407 MEDPACE HLDGS INC COM 58506Q109 94119 842227 SH DFND 2,20,5,6,8 715328 400 126499 MEDTRONIC PLC SHS G5960L103 6060169 57994497 SH DFND 10,11,12,13,19,2,20,5,6,8 50441211 911823 6641463 MEI PHARMA INC COM NEW 55279B202 5645 1809409 SH DFND 2,20,5 1465774 0 343635 AMERISAFE INC COM 03071H100 35515 619158 SH DFND 2,20,5,8 528157 500 90501 MEIRAGTX HLDGS PLC COM G59665102 5010 378373 SH DFND 2,20,5,8 302682 0 75691 MELCO RESORTS AND ENTMNT LTD ADR 585464100 83860 5036627 SH DFND 1,10,12,13,19,2,20,5,6,8 3032857 336808 1666962 MERCADOLIBRE INC COM 58733R102 537709 496738 SH DFND 10,11,12,13,19,2,20,5,6,8 369765 22478 104495 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 53073 20966000 PRN DFND 2,5 20966000 0 0 MERCANTILE BANK CORP COM 587376104 6214 344865 SH DFND 2,20,5,8 273962 0 70903 MERCER INTL INC COM 588056101 3727 559126 SH DFND 2,20,5,8 526125 0 33001 MERCHANTS BANCORP IND COM 58844R108 4148 209600 SH DFND 2,20,5 160359 0 49241 MERCK & CO. INC COM 58933Y105 9778775 117030114 SH DFND 1,10,11,12,13,19,2,20,5,6,8 95766590 2883524 18380000 MERCURY GENL CORP NEW COM 589400100 49215 1189633 SH DFND 12,2,20,5,6,8 1128304 2734 58595 MERCURY SYS INC COM 589378108 144101 1860327 SH DFND 13,19,2,20,5,6,8 1718282 399 141646 AMERISOURCEBERGEN CORP COM 03073E105 688249 7101212 SH DFND 10,11,12,13,19,2,20,5,6,8 5939594 137601 1024017 MEREDITH CORP COM 589433101 19106 1456255 SH DFND 2,20,5,8 1280058 1362 174835 MERIDIAN BANCORP INC MD COM 58958U103 11416 1094420 SH DFND 2,20,5,8 840069 0 254351 MERIDIAN BIOSCIENCE INC COM 589584101 35747 2105259 SH DFND 2,20,5,8 1908214 500 196545 MERIDIAN CORPORATION COM 58958P104 875 54246 SH DFND 2,20 40757 0 13489 MERIT MED SYS INC COM 589889104 90565 2081959 SH DFND 2,20,5,8 1577121 372 504466 MERITAGE HOMES CORP COM 59001A102 132670 1201829 SH DFND 10,12,2,20,5,8 1019813 6580 175436 MERITOR INC COM 59001K100 47153 2251804 SH DFND 2,20,5,8 1913799 303 337702 MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 45 11185 SH DFND 20 11185 0 0 MERSANA THERAPEUTICS INC COM 59045L106 54872 2946913 SH DFND 13,2,20,5,8 2703173 100 243640 MERUS N V COM N5749R100 315 26268 SH DFND 2,20,5,8 22568 0 3700 AMES NATL CORP COM 031001100 2865 169629 SH DFND 2,20,5 139950 0 29679 MESA AIR GROUP INC COM NEW 590479135 2377 805821 SH DFND 2,20 700817 0 105004 MESA LABS INC COM 59064R109 43920 172397 SH DFND 2,20,5,8 151485 0 20912 MESOBLAST LTD SPONS ADR 590717104 1021 55000 SH DFND 1 0 0 55000 META FINL GROUP INC COM 59100U108 19459 1009797 SH DFND 2,20,5,8 850777 0 159020 METHODE ELECTRS INC COM 591520200 33682 1181811 SH DFND 2,20,5,8 1004069 108 177634 METLIFE INC COM 59156R108 1332047 35836620 SH DFND 10,11,12,13,19,2,20,5,6,8 30861170 551687 4423763 METROCITY BANKSHARES INC COM 59165J105 3165 240312 SH DFND 2,20,5 181498 0 58814 METROPOLITAN BK HLDG CORP COM 591774104 3436 122731 SH DFND 2,20,5 99073 0 23658 METTLER TOLEDO INTERNATIONAL COM 592688105 999062 1034493 SH DFND 10,11,12,13,19,2,20,5,6,8 879824 30429 124240 MFA FINL INC COM 55272X102 36579 13398682 SH DFND 12,13,2,20,5,8 11127020 3263 2268399 AMETEK INC COM 031100100 928906 9345130 SH DFND 10,11,12,13,19,2,20,5,6,8 8180591 138587 1025952 MGE ENERGY INC COM 55277P104 48567 775093 SH DFND 2,20,5,8 610601 548 163944 MGIC INVT CORP WIS COM 552848103 61554 6947350 SH DFND 1,12,13,2,20,5,8 6135763 2870 808717 MGM GROWTH PPTYS LLC CL A COM 55303A105 14366 504697 SH DFND 20,5,8 308884 1800 194013 MGM RESORTS INTERNATIONAL COM 552953101 390690 17962746 SH DFND 10,12,13,19,2,20,5,6,8 15424988 300740 2237018 MGP INGREDIENTS INC NEW COM 55303J106 16942 426314 SH DFND 2,20,5,8 363210 0 63104 MICHAELS COS INC COM 59408Q106 27005 2797021 SH DFND 12,2,20,5,8 2437102 2800 357119 MICRO FOCUS INTL PLC SPON ADR NEW 594837403 243 75559 SH DFND 2,20 28168 568 46823 MICROCHIP TECHNOLOGY INC. COM 595017104 1014648 9873962 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8581572 127741 1164649 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 17318 7741000 PRN DFND 2,5 7741000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 39331 25545000 PRN DFND 2,5 25545000 0 0 AMGEN INC COM 031162100 7949870 31278999 SH DFND 1,10,11,12,13,19,2,20,5,6,8 22031823 659546 8587630 MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 27216 18085000 PRN DFND 2,5 18085000 0 0 MICRON TECHNOLOGY INC COM 595112103 2213536 47136625 SH DFND 10,11,12,13,19,2,20,5,6,8 40180213 1216864 5739548 MICROSOFT CORP COM 594918104 64992834 309004107 SH DFND 1,10,11,12,13,19,2,20,5,6,8 259902043 6715661 42386403 MICROSTRATEGY INC CL A NEW 594972408 39334 261252 SH DFND 2,20,5,6,8 223764 0 37488 MICROVISION INC DEL COM NEW 594960304 72 36802 SH DFND 20 36802 0 0 MID PENN BANCORP INC COM 59540G107 2032 117369 SH DFND 2,20 94643 0 22726 MID-AMER APT CMNTYS INC COM 59522J103 781522 6740166 SH DFND 10,11,12,13,19,2,20,5,6,8 5633983 98980 1007203 MIDDLEBY CORP COM 596278101 109589 1221594 SH DFND 13,2,20,5,6,8 1098121 479 122994 MIDDLEFIELD BANC CORP COM NEW 596304204 1229 63700 SH DFND 2,20 50200 0 13500 MIDDLESEX WTR CO COM 596680108 21955 353261 SH DFND 2,20,5,8 275601 200 77460 AMICUS THERAPEUTICS INC COM 03152W109 126078 8929059 SH DFND 13,2,20,5,8 7720920 3500 1204639 MIDLAND STS BANCORP INC ILL COM 597742105 6793 528612 SH DFND 2,20,5,8 395148 0 133464 MIDWESTONE FINL GROUP INC NE COM 598511103 4898 274072 SH DFND 2,20,5,8 210955 0 63117 MILESTONE PHARMACEUTICALS IN COM 59935V107 129 17562 SH DFND 2 17562 0 0 MILESTONE SCIENTIFIC INC COM NEW 59935P209 466 335313 SH DFND 2,20 253859 0 81454 MILLER HERMAN INC COM 600544100 54314 1800866 SH DFND 2,20,5,6,8 1519326 347 281193 MILLER INDS INC TENN COM NEW 600551204 7552 247041 SH DFND 2,20,5 205892 0 41149 MIMECAST LTD ORD SHS G14838109 54745 1166777 SH DFND 2,20,5,8 893557 1100 272120 MINERALS TECHNOLOGIES INC COM 603158106 52988 1036954 SH DFND 2,20,5,6,8 873509 914 162531 MINERVA NEUROSCIENCES INC COM 603380106 1942 610589 SH DFND 2,20,5 506921 0 103668 MIRAGEN THERAPEUTICS INC COM 60463E103 10 12400 SH DFND 20 12400 0 0 AMKOR TECHNOLOGY INC COM 031652100 23674 2113713 SH DFND 2,20,5,8 1642869 432 470412 MIRATI THERAPEUTICS INC COM 60468T105 180636 1087840 SH DFND 13,2,20,5,8 922180 500 165160 MIRUM PHARMACEUTICALS INC COM 604749101 1981 102803 SH DFND 2,20 86797 0 16006 MISONIX INC COM 604871103 2156 183776 SH DFND 2,20,5 140614 0 43162 MISTRAS GROUP INC COM 60649T107 1281 327593 SH DFND 2,20 266486 0 61107 MITEK SYS INC COM NEW 606710200 11761 923121 SH DFND 2,20,5,8 723357 0 199764 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 102 25470 SH DFND 20 25470 0 0 MIX TELEMATICS LTD SPONSORED ADR 60688N102 835 93387 SH DFND 2 93387 0 0 MIZUHO FINANCIAL GROUP INC. SPONSORED ADR 60687Y109 33 13100 SH DFND 20 13100 0 0 MKS INSTRS INC COM 55306N104 137290 1256887 SH DFND 13,19,2,20,5,6,8 1111349 601 144937 MMA CAPITAL HOLDINGS INC COM 55315D105 1539 68373 SH DFND 2,20 51140 0 17233 AMN HEALTHCARE SVCS INC COM 001744101 87518 1497065 SH DFND 13,2,20,5,8 1265933 705 230427 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 100241 11482404 SH DFND 1,10,12,13,19,2,20,5,8 7843505 368093 3270806 MOBILEIRON INC COM NEW 60739U204 17897 2553001 SH DFND 2,20,5,8 1955920 0 597081 MODEL N INC COM 607525102 24847 704277 SH DFND 2,20,5,8 556011 0 148266 MODERNA INC COM 60770K107 465813 6583927 SH DFND 10,11,12,13,19,2,20,5,6,8 5524062 140359 919506 MODINE MFG CO COM 607828100 7277 1164274 SH DFND 2,20,5 983965 0 180309 MOELIS & CO CL A 60786M105 37590 1069725 SH DFND 2,20,5,8 824284 0 245441 MOHAWK INDS INC COM 608190104 311664 3193606 SH DFND 10,11,12,13,19,2,20,5,6,8 2817999 63504 312103 MOLECULAR TEMPLATES INC COM 608550109 4923 450847 SH DFND 2,20,5,8 371090 0 79757 MOLINA HEALTHCARE INC COM 60855R100 345148 1885640 SH DFND 10,11,12,13,19,2,20,5,6,8 1587476 95877 202287 MOLSON COORS BEVERAGE CO CL B 60871R209 302651 9018221 SH DFND 10,12,13,19,2,20,5,6,8 7732108 114072 1172041 AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 9673 2493033 SH DFND 2,20,5,8 2030553 2533 459947 MOMENTA PHARMACEUTICALS INC COM 60877T100 238099 4536941 SH DFND 13,2,20,5,8 3980863 1100 554978 MOMO INC ADR 60879B107 43450 3157684 SH DFND 1,10,12,13,19,2,20,5,8 2451583 97100 609001 MOMO INC NOTE 1.250% 7/0 60879BAB3 12535 15922000 PRN DFND 2,5 15922000 0 0 MONARCH CASINO & RESORT INC COM 609027107 18853 422702 SH DFND 2,20,5,8 344845 0 77857 MONDELEZ INTL INC CL A 609207105 3844810 66562091 SH DFND 10,11,12,13,19,2,20,5,6,8 58190665 1079234 7292192 MONEYGRAM INTL INC COM NEW 60935Y208 2593 918006 SH DFND 2,20,5 734906 0 183100 MONGODB INC CL A 60937P106 226340 977667 SH DFND 10,11,12,13,19,2,20,5,6,8 780255 22875 174537 MONMOUTH REAL ESTATE INVT CO CL A 609720107 52468 3788317 SH DFND 10,2,20,5,8 3002096 25705 760516 MONOLITHIC PWR SYS INC COM 609839105 291550 1040853 SH DFND 13,19,2,20,5,6,8 931460 500 108893 MONRO INC COM 610236101 44737 1102704 SH DFND 2,20,5,8 949674 329 152701 ABBOTT LABS COM 002824100 8018025 73674771 SH DFND 1,10,11,12,13,19,2,20,5,6,8 63790024 1228008 8656739 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 24197 1290490 SH DFND 2,20,5,8 1068590 0 221900 MONSTER BEVERAGE CORP NEW COM 61174X109 1385573 17276467 SH DFND 10,11,12,13,19,2,20,5,6,8 14665554 574654 2036259 MONTAGE RES CORP COM 61179L100 1776 404537 SH DFND 2,20 323583 0 80954 MONTROSE ENVIRONMENTAL GROUP COM 615111101 3178 133428 SH DFND 2,20 97775 0 35653 MOODYS CORP COM 615369105 2000481 6901779 SH DFND 10,11,12,13,19,2,20,5,6,8 5902209 122783 876787 MOOG INC CL A 615394202 83157 1308946 SH DFND 13,2,20,5,8 1170015 288 138643 MORGAN STANLEY COM NEW 617446448 5368521 111034564 SH DFND 10,12,13,19,2,20,5,6,8 43579857 60636169 6818538 MORNINGSTAR INC COM 617700109 46077 286890 SH DFND 19,2,20,5,8 229697 126 57067 MORPHIC HLDG INC COM 61775R105 6228 227790 SH DFND 2,20,5 183174 0 44616 MOSAIC CO NEW COM 61945C103 331331 18135253 SH DFND 10,11,12,13,19,2,20,5,6,8 14503038 230950 3401265 MOTORCAR PTS AMER INC COM 620071100 8994 578029 SH DFND 2,20,5 513471 0 64558 AMPHENOL CORP NEW CL A 032095101 1398926 12890875 SH DFND 10,11,12,13,19,2,20,5,6,8 11021222 305595 1564058 MOTOROLA SOLUTIONS INC COM NEW 620076307 1181413 7503595 SH DFND 10,11,12,13,19,2,20,5,6,8 6192306 118372 1192917 MOVADO GROUP INC COM 624580106 6288 632622 SH DFND 2,20,5 570540 0 62082 MR COOPER GROUP INC COM 62482R107 52222 2339690 SH DFND 2,20,5,8 1990825 0 348865 MRC GLOBAL INC COM 55345K103 7108 1660643 SH DFND 2,20,5,8 1258461 200 401982 MSA SAFETY INC COM 553498106 205200 1529404 SH DFND 13,19,2,20,5,6,8 1442780 326 86298 MSC INDL DIRECT INC CL A 553530106 67872 1072572 SH DFND 13,19,2,20,5,6,8 962720 748 109104 MSCI INC COM 55354G100 1283944 3598699 SH DFND 10,11,12,13,19,2,20,5,6,8 3135999 78940 383760 MSG NETWORK INC CL A 553573106 8341 871530 SH DFND 2,20,5,8 667493 1848 202189 MTS SYS CORP COM 553777103 13517 707339 SH DFND 2,20,5,8 611767 561 95011 MUELLER INDS INC COM 624756102 47424 1752565 SH DFND 2,20,5,8 1488651 218 263696 AMPIO PHARMACEUTICALS INC COM 03209T109 45 46838 SH DFND 20 46838 0 0 MUELLER WTR PRODS INC COM SER A 624758108 34814 3350689 SH DFND 2,20,5,8 2601544 2315 746830 MURPHY OIL CORP COM 626717102 65751 7371140 SH DFND 12,13,19,2,20,5,6,8 7134960 1579 234601 MURPHY USA INC COM 626755102 116757 910243 SH DFND 12,13,19,2,20,5,6,8 777723 269 132251 MUSTANG BIO INC COM 62818Q104 1652 524436 SH DFND 2,20 435757 0 88679 MVB FINL CORP COM 553810102 2409 150831 SH DFND 2,20 121406 0 29425 MYERS INDS INC COM 628464109 15483 1158448 SH DFND 2,20,5,8 1008642 0 149806 MYLAN NV SHS EURO N59465109 356666 24050293 SH DFND 10,11,12,13,19,2,20,5,6,8 20790797 533005 2726491 MYOKARDIA INC COM 62857M105 146444 1074189 SH DFND 13,2,20,5,8 836061 400 237728 MYOVANT SCIENCES LTD COM G637AM102 1255 89294 SH DFND 2,20,5,8 46077 0 43217 MYR GROUP INC DEL COM 55405W104 19077 513101 SH DFND 2,20,5,8 438496 0 74605 AMPLIFY ENERGY CORP NEW COM 03212B103 175 205375 SH DFND 2,20 205375 0 0 MYRIAD GENETICS INC COM 62855J104 56566 4337882 SH DFND 2,20,5,8 3996998 1182 339702 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 1312 5800000 PRN DFND 2 5800000 0 0 NABORS INDUSTRIES LTD SHS G6359F137 5430 222159 SH DFND 12,13,2,20,5 195190 0 26969 NABRIVA THERAPEUTICS PLC SHS G63637105 455 853069 SH DFND 2 853069 0 0 NACCO INDS INC CL A 629579103 1424 78200 SH DFND 2,20,5 62547 0 15653 NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 208 72847 SH DFND 2 72847 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 33152 741666 SH DFND 2,20,5,8 570026 0 171640 NANTHEALTH INC COM 630104107 989 422750 SH DFND 2,20 359111 0 63639 NANTKWEST INC COM 63016Q102 3699 533314 SH DFND 2,20,5 436061 0 97253 NAPCO SEC TECHNOLOGIES INC COM 630402105 5453 232050 SH DFND 2,20,5,8 180842 0 51208 AMYRIS INC COM NEW 03236M200 4631 1585994 SH DFND 2,20,5,8 1264062 0 321932 NASDAQ INC COM 631103108 632009 5150429 SH DFND 10,11,12,13,19,2,20,5,6,8 4316626 127183 706620 NATERA INC COM 632307104 158781 2197962 SH DFND 2,20,5,8 1878855 700 318407 NATHANS FAMOUS INC NEW COM 632347100 2676 52224 SH DFND 2,20 42953 0 9271 NATIONAL BANKSHARES INC VA COM 634865109 2993 118161 SH DFND 2,20,5 92053 0 26108 NATIONAL BEVERAGE CORP COM 635017106 24978 367270 SH DFND 2,20,5,8 310095 0 57175 NATIONAL BK HLDGS CORP CL A 633707104 25904 986818 SH DFND 2,20,5,8 836258 0 150560 NATIONAL CINEMEDIA INC COM 635309107 3817 1406004 SH DFND 2,20,5,8 1084943 2300 318761 NATIONAL ENERGY SERVICES REU SHS G6375R107 2374 372087 SH DFND 2,20 282101 0 89986 NATIONAL FUEL GAS CO N J COM 636180101 312827 7624608 SH DFND 12,13,19,2,20,5,6 7505178 1287 118143 NATIONAL GEN HLDGS CORP COM 636220303 45147 1335719 SH DFND 2,20,5,8 1030785 0 304934 ANALOG DEVICES INC COM 032654105 1767402 15139641 SH DFND 10,11,12,13,19,2,20,5,6,8 13063772 270819 1805050 NATIONAL GRID PLC SPONSORED ADR NE 636274409 8459 146382 SH DFND 1,2,20 27527 0 118855 NATIONAL HEALTH INVS INC COM 63633D104 113139 1844299 SH DFND 10,2,20,5,8 1472258 12098 359943 NATIONAL HEALTHCARE CORP COM 635906100 19024 302746 SH DFND 2,20,5,6,8 247511 0 55235 NATIONAL INSTRS CORP COM 636518102 108747 3046128 SH DFND 13,19,2,20,5,6,8 2670686 1055 374387 NATIONAL OILWELL VARCO INC COM 637071101 183467 20250224 SH DFND 10,11,12,13,19,2,20,5,6,8 17945513 184705 2120006 NATIONAL PRESTO INDS INC COM 637215104 20156 246226 SH DFND 2,20,5 223856 157 22213 NATIONAL RESH CORP COM NEW 637372202 13515 274641 SH DFND 2,20,5,8 210247 0 64394 NATIONAL RETAIL PROPERTIES I COM 637417106 622891 18049584 SH DFND 10,11,12,13,19,2,20,5,6,8 16571894 216822 1260868 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 102756 3141432 SH DFND 10,19,2,20,5,8 2568539 17300 555593 NATIONAL VISION HLDGS INC COM 63845R107 64244 1680009 SH DFND 19,2,20,5,8 1305303 1400 373306 ANAPLAN INC COM 03272L108 97229 1553668 SH DFND 13,19,2,20,5,8 1260338 1000 292330 NATIONAL WESTN LIFE GROUP IN CL A 638517102 8991 49193 SH DFND 2,20,5,8 37793 0 11400 NATURA &CO HLDG S A ADS 63884N108 2565 140869 SH DFND 1,2,20,8 77745 4976 58148 NATURAL GAS SERVICES GROUP COM 63886Q109 144 16999 SH DFND 20 16999 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 1857 188379 SH DFND 2,20 156971 0 31408 NATURES SUNSHINE PRODS INC COM 639027101 1894 163704 SH DFND 2,20 125509 0 38195 NATUS MED INC DEL COM 639050103 23450 1368923 SH DFND 2,20,5,8 1218542 0 150381 NAUTILUS INC COM 63910B102 8223 479180 SH DFND 2,20,5 380280 0 98900 NAVIENT CORPORATION COM 63938C108 53882 6376609 SH DFND 1,12,13,19,2,20,5,6,8 5426527 2877 947205 NAVISTAR INTL CORP NEW COM 63934E108 42810 983241 SH DFND 13,2,20,5,8 746189 356 236696 NBT BANCORP INC COM 628778102 39380 1468305 SH DFND 19,2,20,5,8 1239175 323 228807 ANAPTYSBIO INC COM 032724106 17606 1193596 SH DFND 2,20,5,8 1090210 0 103386 NCINO INC COM 63947U107 4305 54031 SH DFND 2,20 46999 0 7032 NCR CORP NEW COM 62886E108 115204 5203427 SH DFND 1,12,13,19,2,20,5,6,8 4820699 1952 380776 NEENAH INC COM 640079109 21299 568441 SH DFND 2,20,5,8 488391 0 80050 NEKTAR THERAPEUTICS COM 640268108 70510 4250121 SH DFND 13,19,2,20,5,6,8 3835151 1889 413081 NELNET INC CL A 64031N108 22189 368282 SH DFND 2,20,5,8 276093 60 92129 NEMAURA MED INC COM NEW 640442208 237 66881 SH DFND 2,20 51068 0 15813 NEOGEN CORP COM 640491106 134676 1721099 SH DFND 19,2,20,5,8 1479247 613 241239 NEOGENOMICS INC COM NEW 64049M209 115724 3137014 SH DFND 2,20,5,8 2647896 1700 487418 NEOLEUKIN THERAPEUTICS INC COM 64049K104 6679 556577 SH DFND 2,20,5,8 452688 0 103889 NEOPHOTONICS CORP COM 64051T100 6975 1145355 SH DFND 2,20,5,8 977526 0 167829 ANAVEX LIFE SCIENCES CORP COM NEW 032797300 4052 890490 SH DFND 2,20,5 716435 0 174055 NEOS THERAPEUTICS INC COM 64052L106 13 24425 SH DFND 20 24425 0 0 NESCO HLDGS INC COM 64083J104 535 129000 SH DFND 2,20 97400 0 31600 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1403 416458 SH DFND 2 416458 0 0 NETAPP INC COM 64110D104 448374 10227507 SH DFND 10,11,12,13,19,2,20,5,6,8 8772488 367277 1087742 NETEASE INC SPONSORED ADS 64110W102 795481 1749578 SH DFND 1,10,11,12,13,19,2,20,5,8 1267607 47796 434175 NETFLIX INC COM 64110L106 8246401 16491812 SH DFND 10,11,12,13,19,2,20,5,6,8 14131466 237927 2122419 NETGEAR INC COM 64111Q104 32893 1067252 SH DFND 2,20,5,6,8 918914 96 148242 NETSCOUT SYS INC COM 64115T104 51156 2343392 SH DFND 13,19,2,20,5,6,8 1937102 1165 405125 NETSTREIT CORP COM 64119V303 2202 120568 SH DFND 2,20 91822 0 28746 NEUBASE THERAPEUTICS INC COM 64132K102 2107 277645 SH DFND 2,20 236639 0 41006 ANDERSONS INC COM 034164103 21184 1094915 SH DFND 2,20,5,8 942732 1437 150746 NEUROBO PHARMACEUTICALS INC COM 64132R107 233 41439 SH DFND 2,20 30471 0 10968 NEUROCRINE BIOSCIENCES INC COM 64125C109 218994 2277389 SH DFND 10,11,12,13,19,2,20,5,6,8 1919169 46472 311748 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 17599 12687000 PRN DFND 2,5 12687000 0 0 NEVRO CORP COM 64157F103 99974 717689 SH DFND 13,2,20,5,8 562689 200 154800 NEW FORTRESS ENERGY INC COM CL A 644393100 251 5700 SH DFND 20 5700 0 0 NEW HOME CO INC COM 645370107 70 12900 SH DFND 20 12900 0 0 NEW JERSEY RES COM 646025106 235016 8593148 SH DFND 13,19,2,20,5,6,8 8152177 1356 439615 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 456427 3053023 SH DFND 10,11,12,13,19,2,20,5,8 2416600 70913 565510 NEW RELIC INC COM 64829B100 36616 649686 SH DFND 13,19,2,20,5,8 522863 800 126023 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 10443 10920000 PRN DFND 2,5 10920000 0 0 ABBVIE INC COM 00287Y109 6850279 78208461 SH DFND 10,11,12,13,19,2,20,5,6,8 67722416 1348162 9137883 ANGI HOMESERVICES INC COM CL A 00183L102 5035 453786 SH DFND 2,20,5,8 394610 0 59176 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 47009 5913047 SH DFND 12,13,19,2,20,5,8 4877580 3500 1031967 NEW SR INVT GROUP INC COM 648691103 6289 1572166 SH DFND 2,20,5 1277068 0 295098 NEW YORK CMNTY BANCORP INC COM 649445103 106523 12880684 SH DFND 12,13,19,2,20,5,6,8 11775488 5017 1100179 NEW YORK MTG TR INC COM PAR $.02 649604501 33132 12619763 SH DFND 2,20,5,8 10744643 0 1875120 NEW YORK TIMES CO CL A 650111107 145578 3402161 SH DFND 13,19,2,20,5,6,8 3031587 1200 369374 NEWAGE INC COM 650194103 2329 1346179 SH DFND 2,20,5 1062292 0 283887 NEWATER TECHNOLOGY INC SHS G64335105 69 19466 SH DFND 2 19466 0 0 NEWELL BRANDS INC COM 651229106 337071 19642845 SH DFND 10,11,12,13,19,2,20,5,6,8 15969093 264438 3409314 NEWMARK GROUP INC CL A 65158N102 12157 2814170 SH DFND 13,2,20,5,8 2180628 36443 597099 NEWMARKET CORP COM 651587107 62180 180641 SH DFND 13,19,2,20,5,6,8 156389 83 24169 ANGIODYNAMICS INC COM 03475V101 22161 1837599 SH DFND 2,20,5,8 1687451 0 150148 NEWMONT CORP COM 651639106 2290233 36095084 SH DFND 1,10,11,12,13,19,2,20,5,6,8 30676326 425402 4993356 NEWPARK RES INC COM PAR $.01NEW 651718504 2814 2680441 SH DFND 2,20,5 2380497 0 299944 NEWS CORP NEW CL A 65249B109 266017 18837409 SH DFND 10,11,12,13,19,2,20,5,6,8 15910542 232749 2694118 NEWS CORP NEW CL B 65249B208 64768 4599470 SH DFND 10,12,13,19,2,20,5,6 4078476 1000 519994 NEXA RES S A COM L67359106 405 76481 SH DFND 13,2,5 52281 0 24200 NEXPOINT RESIDENTIAL TR INC COM 65341D102 46502 1048519 SH DFND 10,2,20,5,8 892420 5800 150299 NEXSTAR MEDIA GROUP INC CL A 65336K103 47773 531229 SH DFND 13,2,20,5,8 423893 612 106724 NEXTCURE INC COM 65343E108 2488 282742 SH DFND 2,20,5,8 229528 0 53214 NEXTDECADE CORP COM 65342K105 1038 348164 SH DFND 2,20 276387 0 71777 NEXTERA ENERGY INC COM 65339F101 7085432 25527568 SH DFND 10,11,12,13,19,2,20,5,6,8 22717733 308397 2501438 ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 9890 374896 SH DFND 1,2,20,5,8 349918 0 24978 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 30515 564150 SH DFND 2 564150 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 35595 750000 SH DFND 2 750000 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 44725 957300 SH DFND 2 957300 0 0 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 8060 134429 SH DFND 20,5,8 72910 400 61119 NEXTGEN HEALTHCARE INC COM 65343C102 23461 1841535 SH DFND 2,20,5,8 1580546 1604 259385 NEXTIER OILFIELD SOLUTIONS COM 65290C105 10198 5512666 SH DFND 2,20,5,8 4777890 0 734776 NGM BIOPHARMACEUTICALS INC COM 62921N105 7027 441700 SH DFND 2,20,5 361123 0 80577 NI HLDGS INC COM 65342T106 2783 164775 SH DFND 2,20 131188 0 33587 NIC INC COM 62914B100 41895 2126671 SH DFND 19,2,20,5,8 1752047 1718 372906 NICE LTD SPONSORED ADR 653656108 4180 18410 SH DFND 1,20 5686 0 12724 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4523 83941 SH DFND 1,20 3540 0 80401 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 4414 1613000 PRN DFND 5 1613000 0 0 NICOLET BANKSHARES INC COM 65406E102 11968 219155 SH DFND 2,20,5,8 177505 0 41650 NIELSEN HLDGS PLC SHS EUR G6518L108 213803 15077805 SH DFND 10,11,12,13,19,2,20,5,6,8 12644179 209233 2224393 NIKE INC CL B 654106103 7397955 58813727 SH DFND 1,10,11,12,13,19,2,20,5,6,8 45774221 1456945 11582561 NIKOLA CORP COM 654110105 3149 153772 SH DFND 20 69400 0 84372 NINE ENERGY SERVICE INC COM 65441V101 16 13990 SH DFND 20 13990 0 0 NIO INC NOTE 4.500% 2/0 62914VAB2 33806 14200000 PRN DFND 2 14200000 0 0 NIO INC SPON ADS 62914V106 437682 20625932 SH DFND 10,12,13,19,2,20,5,8 15883800 502500 4239632 NISOURCE INC COM 65473P105 426817 19400778 SH DFND 10,11,12,13,19,2,20,5,6,8 17038301 276868 2085609 NIU TECHNOLOGIES ADS 65481N100 4828 251439 SH DFND 13,2,20,5 233539 0 17900 ANI PHARMACEUTICALS INC COM 00182C103 8529 302337 SH DFND 2,20,5,8 244855 0 57482 NKARTA INC COM 65487U108 6910 229864 SH DFND 2,20,5 175456 0 54408 NL INDS INC COM NEW 629156407 675 158870 SH DFND 2,20 115611 0 43259 NLIGHT INC COM 65487K100 16075 684606 SH DFND 2,20,5,8 516276 0 168330 NMI HLDGS INC CL A 629209305 51342 2884405 SH DFND 2,20,5,8 2521140 0 363265 NN INC COM 629337106 3730 722865 SH DFND 2,20,5 578872 0 143993 NOAH HLDGS LTD SPON ADS CL A 65487X102 15811 606496 SH DFND 10,12,13,19,2,20,5,8 461501 19100 125895 NOBLE ENERGY INC COM 655044105 237406 27766754 SH DFND 10,12,13,19,2,20,5,6 26374302 6175 1386277 NOKIA CORP SPONSORED ADR 654902204 1303 333185 SH DFND 1,20 13216 0 319969 NOMAD FOODS LTD USD ORD SHS G6564A105 1205 47300 SH DFND 12,20,5,8 47300 0 0 NOODLES & CO COM CL A 65540B105 3533 514293 SH DFND 2,20 405309 0 108984 ANIKA THERAPEUTICS INC COM 035255108 27540 778193 SH DFND 2,20,5,8 709009 0 69184 NORDIC AMERICAN TANKERS LIMI COM G65773106 9648 2764355 SH DFND 2,20,5 2262578 0 501777 NORDSON CORP COM 655663102 365455 1905197 SH DFND 10,11,12,13,19,2,20,5,6,8 1666775 47770 190652 NORDSTROM INC COM 655664100 46093 3866862 SH DFND 12,13,19,2,20,5,6,8 2594018 852 1271992 NORFOLK SOUTHN CORP COM 655844108 2319523 10839401 SH DFND 10,11,12,13,19,2,20,5,6,8 9421223 188821 1229357 NORTHEAST BK LEWISTON ME COM 66405S100 2407 130839 SH DFND 2,20 106554 0 24285 NORTHERN OIL AND GAS INC MN COM 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5661650 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 146665 8571906 SH DFND 10,12,13,19,2,20,5,6,8 7591927 3537 976442 NORWOOD FINANCIAL CORP COM 669549107 2518 103535 SH DFND 2,20 82045 0 21490 NOVA MEASURING INSTRUMENTS L COM M7516K103 467 8953 SH DFND 2,20 8953 0 0 NOVAGOLD RES INC COM NEW 66987E206 49155 4134124 SH DFND 2,20,5,6 3276269 0 857855 NOVANTA INC COM 67000B104 71420 677992 SH DFND 13,2,20,5,8 513379 300 164313 ANNEXON INC COM 03589W102 5495 181778 SH DFND 2,20,5 129708 0 52070 NOVARTIS AG SPONSORED ADR 66987V109 182849 2102679 SH DFND 1,2,20 38583 0 2064096 NOVAVAX INC COM NEW 670002401 185155 1708859 SH DFND 13,2,20,5,8 1427828 500 280531 NOVO-NORDISK A S ADR 670100205 290000 4176870 SH DFND 1,20 23874 0 4152996 NOVOCURE LTD ORD SHS G6674U108 128205 1151780 SH DFND 13,19,2,20,5,8 925204 700 225876 NOW INC COM 67011P100 16199 3568171 SH DFND 12,2,20,5,8 3035546 290 532335 NRG ENERGY INC COM NEW 629377508 401903 13074253 SH DFND 10,11,12,13,19,2,20,5,6,8 11307173 448238 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97393 0 8400 OAK VALLEY BANCORP OAKDALE C COM 671807105 1322 115383 SH DFND 2,20 91785 0 23598 OBSEVA SA COM H5861P103 124 49994 SH DFND 2 49994 0 0 OCCIDENTAL PETE CORP COM 674599105 509733 50872519 SH DFND 1,10,11,12,13,19,2,20,5,6,8 46896491 435032 3540996 ABEONA THERAPEUTICS INC COM 00289Y107 1013 992946 SH DFND 2,20,5 793223 0 199723 ANTERIX INC COM 03676C100 7634 233373 SH DFND 2,20,5,8 183198 0 50175 OCEANEERING INTL INC COM 675232102 15709 4462850 SH DFND 12,2,20,5,8 4035266 2087 425497 OCEANFIRST FINL CORP COM 675234108 18819 1374680 SH DFND 2,20,5,8 1038534 0 336146 OCONEE FED FINL CORP COM 675607105 220 10100 SH DFND 2,20 8200 0 1900 OCULAR THERAPEUTIX INC COM 67576A100 8747 1149467 SH DFND 2,20,5 957239 0 192228 ODONATE THERAPEUTICS INC COM 676079106 3340 248662 SH DFND 2,20,5,8 193791 0 54871 OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 51604 2490558 SH DFND 10,2,20,5,8 2079831 13841 396886 OFG BANCORP COM 67103X102 22560 1800366 SH DFND 2,20,5,8 1571304 111 228951 OGE ENERGY CORP COM 670837103 199952 6667275 SH DFND 10,11,12,13,19,2,20,5,6,8 5829737 203735 633803 OHIO VY BANC CORP COM 677719106 1456 70470 SH DFND 2,20 55888 0 14582 OI SA SPONSORED ADR NE 670851500 911 628025 SH DFND 2 628025 0 0 ANTERO MIDSTREAM CORP COM 03676B102 36299 6759644 SH DFND 19,2,20,5,6,8 6153764 4900 600980 OIL DRI CORP AMER COM 677864100 4011 112141 SH DFND 13,2,20,5,6 89636 0 22505 OIL STS INTL INC COM 678026105 5752 2107020 SH DFND 2,20,5 1875977 0 231043 OKTA INC CL A 679295105 518747 2425753 SH DFND 10,11,12,13,19,2,20,5,6,8 1989625 56579 379549 OKTA INC NOTE 0.125% 9/0 679295AD7 25070 18985000 PRN DFND 2 18985000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 758170 4190638 SH DFND 10,11,12,13,19,2,20,5,6,8 3546878 160553 483207 OLD NATL BANCORP IND COM 680033107 78159 6222855 SH DFND 2,20,5,8 5457147 700 765008 OLD POINT FINL CORP COM 680194107 689 45473 SH DFND 20 1701 0 43772 OLD REP INTL CORP COM 680223104 362300 24579389 SH DFND 1,12,13,19,2,20,5,6,8 23825021 58786 695582 OLD SECOND BANCORP INC ILL COM 680277100 4264 568951 SH DFND 2,20,5 423172 0 145779 OLIN CORP COM PAR $1 680665205 87515 7069069 SH DFND 12,13,2,20,5,6,8 3912300 2970624 186145 ANTERO RESOURCES CORP COM 03674X106 49308 17930098 SH DFND 12,13,19,2,20,5 16948098 4100 977900 OLLIES BARGAIN OUTLET HLDGS COM 681116109 112205 1284542 SH DFND 19,2,20,5,6,8 1154749 400 129393 OLYMPIC STEEL INC COM 68162K106 3492 307402 SH DFND 2,20 272055 0 35347 OMEGA FLEX INC COM 682095104 9281 59222 SH DFND 2,20,5,8 47334 0 11888 OMEGA HEALTHCARE INVS INC COM 681936100 356312 11900852 SH DFND 10,11,12,13,19,2,20,5,6,8 9918575 304305 1677972 OMEROS CORP COM 682143102 12205 1207816 SH DFND 2,20,5,8 953767 0 254049 OMNICELL COM COM 68213N109 99113 1327529 SH DFND 2,20,5,8 1116096 602 210831 OMNICOM GROUP INC COM 681919106 603486 12033565 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10648371 234865 1150329 ON SEMICONDUCTOR CORP COM 682189105 203823 9397088 SH DFND 10,11,12,13,19,2,20,5,6,8 7529443 248542 1619103 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 20515 17060000 PRN DFND 2,5 17060000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 17257 12985000 PRN DFND 2,5 12985000 0 0 ANTHEM INC COM 036752103 2934520 10925649 SH DFND 10,11,12,13,19,2,20,5,6,8 9371097 286566 1267986 ONCOCYTE CORP COM 68235C107 952 684637 SH DFND 2,20 556309 0 128328 ONCTERNAL THERAPEUTICS INC COM 68236P107 30 17914 SH DFND 20 17914 0 0 ONE GAS INC COM 68235P108 113864 1649963 SH DFND 13,19,2,20,5,6,8 1406147 545 243271 ONE LIBERTY PPTYS INC COM 682406103 7294 433472 SH DFND 2,20,5,8 348901 4345 80226 ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 3685 173013 SH DFND 19,2,20,5 173013 0 0 ONEMAIN HLDGS INC COM 68268W103 29124 931952 SH DFND 13,2,20,5,8 745519 1100 185333 ONEOK INC NEW COM 682680103 635382 24456597 SH DFND 10,11,12,13,19,2,20,5,6,8 22052795 249333 2154469 ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 1330 296114 SH DFND 2,20,5 234946 0 61168 ONESPAN INC COM 68287N100 23745 1132882 SH DFND 2,20,5,8 975479 1012 156391 ONESPAWORLD HOLDINGS LIMITED COM P73684113 5830 896937 SH DFND 2,20,5,8 706843 0 190094 ANWORTH MTG ASSET CORP COM 037347101 3277 1939303 SH DFND 2,20,5 1603443 0 335860 ONEWATER MARINE INC CL A COM 68280L101 1333 65071 SH DFND 2,20 52954 0 12117 ONTO INNOVATION INC COM 683344105 44882 1507133 SH DFND 2,20,5,8 1240065 709 266359 ONTRAK INC COM 683373104 8597 143285 SH DFND 2,20,5,8 107655 0 35630 OOMA INC COM 683416101 6240 478148 SH DFND 2,20,5 390297 0 87851 OP BANCORP COM 67109R109 1200 209875 SH DFND 2,20 162091 0 47784 OPEN LENDING CORP COM CL A 68373J104 933 36600 SH DFND 20,5 36600 0 0 OPERA LTD SPONSORED ADS 68373M107 223 22810 SH DFND 2,20 22810 0 0 OPKO HEALTH INC COM 68375N103 92618 25099813 SH DFND 13,2,20,5,8 23250042 12625 1837146 OPORTUN FINL CORP COM 68376D104 3039 257780 SH DFND 2,20,5 199163 0 58617 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4032 180633 SH DFND 2,20,5 146141 0 34492 AON PLC SHS CL A G0403H108 1845844 8947378 SH DFND 10,11,12,13,19,2,20,5,6,8 7758949 217945 970484 OPTIMIZERX CORP COM NEW 68401U204 5207 249731 SH DFND 2,20,5 198157 0 51574 OPTINOSE INC COM 68404V100 2197 563252 SH DFND 2,20,5 460070 0 103182 OPTION CARE HEALTH INC COM NEW 68404L201 11119 831634 SH DFND 2,20,5,8 658095 0 173539 ORACLE CORP COM 68389X105 5077066 85042978 SH DFND 1,10,11,12,13,19,2,20,5,6,8 72038950 2447831 10556197 ORASURE TECHNOLOGIES INC COM 68554V108 37574 3087453 SH DFND 2,20,5,8 2755677 1058 330718 ORBCOMM INC COM 68555P100 7198 2116931 SH DFND 2,20,5 1866805 0 250126 ORCHARD THERAPEUTICS PLC ADS 68570P101 705 171547 SH DFND 2,5 171547 0 0 ORCHID IS CAP INC COM 68571X103 6403 1262101 SH DFND 2,20,5 1019230 0 242871 OREILLY AUTOMOTIVE INC COM 67103H107 1514280 3284202 SH DFND 10,11,12,13,19,2,20,5,6,8 2855603 47073 381526 ORGANOGENESIS HLDGS INC COM 68621F102 995 259014 SH DFND 2,20 207758 0 51256 APACHE CORP COM 037411105 204319 21575373 SH DFND 10,12,13,19,2,20,5,6,8 20399826 6360 1169187 ORGENESIS INC COM NEW 68619K204 1185 235077 SH DFND 2,20 194160 0 40917 ORIC PHARMACEUTICALS INC COM 68622P109 3009 120320 SH DFND 2,20,5 94748 0 25572 ORIGIN BANCORP INC COM 68621T102 8820 412925 SH DFND 2,20,5,8 323117 0 89808 ORION ENERGY SYSTEMS INC COM 686275108 3920 517812 SH DFND 2,20 437561 0 80251 ORION ENGINEERED CARBONS S A COM L72967109 13649 1091069 SH DFND 2,20,5,8 869597 0 221472 ORION GROUP HOLDINGS INC COM 68628V308 39 14324 SH DFND 20 14324 0 0 ORIX CORP SPONSORED ADR 686330101 1872 29922 SH DFND 2,20 29922 0 0 ORMAT TECHNOLOGIES INC COM 686688102 53547 905895 SH DFND 13,2,20,5,8 711981 700 193214 ORRSTOWN FINL SVCS INC COM 687380105 2593 202617 SH DFND 2,20 168402 0 34215 ORTHOFIX MED INC COM 68752M108 23201 745069 SH DFND 2,20,5,8 658478 859 85732 APARTMENT INVT & MGMT CO CL A 03748R754 274547 8141976 SH DFND 10,12,13,19,2,20,5,6,8 6932035 43833 1166108 ORTHOPEDIATRICS CORP COM 68752L100 16718 364061 SH DFND 2,20,5,8 314884 0 49177 OSHKOSH CORP COM 688239201 118390 1610742 SH DFND 12,13,19,2,20,5,6,8 1442439 586 167717 OSI SYSTEMS INC COM 671044105 42343 545581 SH DFND 19,2,20,5,8 457557 0 88024 OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 1170 216269 SH DFND 2,20 176417 0 39852 OTIS WORLDWIDE CORP COM 68902V107 2184033 34989320 SH DFND 10,11,12,13,19,2,20,5,6,8 15538669 17585646 1865005 OTTER TAIL CORP COM 689648103 30599 845976 SH DFND 13,2,20,5 666155 0 179821 OUTFRONT MEDIA INC COM 69007J106 26287 1806655 SH DFND 13,2,20,5,8 1468824 12802 325029 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1941 907052 SH DFND 2,20 634742 0 272310 OVERSTOCK COM INC DEL COM 690370101 81199 1117667 SH DFND 2,20,5,8 936749 0 180918 OVID THERAPEUTICS INC COM 690469101 4174 727232 SH DFND 2,20,5 584659 0 142573 APELLIS PHARMACEUTICALS INC COM 03753U106 86412 2864159 SH DFND 2,20,5,8 2588356 600 275203 OVINTIV INC COM 69047Q102 85052 10423052 SH DFND 19,2,20,5,8 9460087 1091 961874 OWENS & MINOR INC NEW COM 690732102 62122 2473987 SH DFND 2,20,5,8 2179267 0 294720 OWENS CORNING NEW COM 690742101 306870 4459666 SH DFND 10,11,12,13,19,2,20,5,6,8 3692882 163087 603697 OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 365 31218 SH DFND 2 31218 0 0 OXFORD INDS INC COM 691497309 20887 517517 SH DFND 2,20,5,8 439400 41 78076 OYSTER PT PHARMA INC COM 69242L106 2156 102132 SH DFND 2,20 84046 0 18086 P A M TRANSN SVCS INC COM 693149106 1118 29731 SH DFND 2,20 23787 0 5944 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 11526 663531 SH DFND 1,13,2,20,5 478933 0 184598 PACCAR INC COM 693718108 1296380 15201454 SH DFND 10,11,12,13,19,2,20,5,6,8 12958394 332701 1910359 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 42767 4332986 SH DFND 2,20,5,8 3649937 0 683049 API GROUP CORP COM STK 00187Y100 30489 2142607 SH DFND 2,20,5 1741807 0 400800 PACIFIC ETHANOL INC COM 69423U305 216 29552 SH DFND 20 29552 0 0 PACIFIC PREMIER BANCORP COM 69478X105 63176 3136851 SH DFND 2,20,5,8 2686833 900 449118 PACIRA BIOSCIENCES COM 695127100 84944 1412910 SH DFND 2,20,5,8 1220056 1000 191854 PACKAGING CORP AMER COM 695156109 459351 4182222 SH DFND 10,11,12,13,19,2,20,5,6,8 3522258 133911 526053 PACWEST BANCORP DEL COM 695263103 72989 4273352 SH DFND 12,13,2,20,5,6,8 3969533 33879 269940 PAE INC COM CL A 69290Y109 16108 1895111 SH DFND 2,20,5,8 1679321 0 215790 PAGERDUTY INC COM 69553P100 20944 772544 SH DFND 2,20,5,8 669455 0 103089 PAGSEGURO DIGITAL LTD COM CL A G68707101 10762 285385 SH DFND 10,19,2,20,8 285385 0 0 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 33 69822 SH DFND 20 69822 0 0 PALO ALTO NETWORKS INC COM 697435105 505965 2067272 SH DFND 10,11,12,13,19,2,20,5,6,8 1630808 46939 389525 ABERCROMBIE & FITCH CO CL A 002896207 34448 2472927 SH DFND 12,2,20,5,8 2163848 11030 298049 APOGEE ENTERPRISES INC COM 037598109 25426 1189782 SH DFND 2,20,5,8 671331 1128 517323 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 45578 40321000 PRN DFND 2,5 40321000 0 0 PALOMAR HLDGS INC COM 69753M105 64350 617325 SH DFND 2,20,5,8 526680 0 90645 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 5793 560807 SH DFND 13,2,20,5 390263 900 169644 PANDION THERAPEUTICS INC COM 698340106 760 66283 SH DFND 20 52768 0 13515 PANGAEA LOGISTICS SOLUTION L SHS G6891L105 272 105200 SH DFND 2,20 86300 0 18900 PANHANDLE OIL & GAS INC CL A 698477106 18 12328 SH DFND 20 12328 0 0 PAPA JOHNS INTL INC COM 698813102 79150 961956 SH DFND 2,20,5,6,8 816372 458 145126 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 11145 1646230 SH DFND 2,20,5 1501033 0 145197 PAR TECHNOLOGY CORP COM 698884103 10303 254330 SH DFND 2,20,5 202375 0 51955 PARAMOUNT GROUP INC COM 69924R108 42887 5975703 SH DFND 10,13,2,20,5,8 4640075 53975 1281653 APOLLO COML REAL EST FIN INC COM 03762U105 44827 4789551 SH DFND 2,20,5,8 4093854 1600 694097 PARATEK PHARMACEUTICALS INC COM 699374302 3742 691766 SH DFND 2,20,5 555615 0 136151 PARETEUM CORP COM NEW 69946T207 47 69403 SH DFND 20 69403 0 0 PARK AEROSPACE CORP COM 70014A104 7382 669931 SH DFND 13,2,20,5,8 541733 861 127337 PARK CITY GROUP INC COM NEW 700215304 628 127467 SH DFND 2,20 98734 0 28733 PARK HOTELS RESORTS INC COM 700517105 102166 10226784 SH DFND 10,13,19,2,20,5,6,8 9008150 66646 1151988 PARK NATL CORP COM 700658107 40212 490634 SH DFND 2,20,5,8 423261 0 67373 PARK OHIO HLDGS CORP COM 700666100 3816 237431 SH DFND 2,20,5 207207 0 30224 PARKE BANCORP INC COM 700885106 2080 174220 SH DFND 2,20 141640 0 32580 PARKER-HANNIFIN CORP COM 701094104 1074007 5307931 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4530113 119193 658625 PARSLEY ENERGY INC CL A 701877102 99086 10586100 SH DFND 13,2,20,5 10135310 2300 448490 APOLLO GLOBAL MGMT INC COM CL A 03768E105 150552 3364283 SH DFND 10,12,13,19,2,20,5,6,8 2679216 157491 527576 PARSONS CORPORATION COM 70202L102 39366 1173689 SH DFND 2,20,5,8 1066663 0 107026 PARTNERS BANCORP COM 70213Q108 532 94100 SH DFND 2,20 71400 0 22700 PARTY CITY HOLDCO INC COM 702149105 123 47364 SH DFND 20 47364 0 0 PASSAGE BIO INC COM 702712100 3018 230211 SH DFND 2,20,5,8 190328 0 39883 PATRICK INDS INC COM 703343103 39587 688227 SH DFND 2,20,5,8 584830 0 103397 PATTERSON COS INC COM 703395103 68587 2845324 SH DFND 12,13,2,20,5,6,8 2445592 3564 396168 PATTERSON UTI ENERGY INC COM 703481101 21868 7673035 SH DFND 12,13,2,20,5,8 6918628 2087 752320 PAVMED INC COM 70387R106 742 416769 SH DFND 2,20 333178 0 83591 PAYCHEX INC COM 704326107 1096214 13742183 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11746182 373940 1622061 PAYCOM SOFTWARE INC COM 70432V102 609801 1958884 SH DFND 10,11,12,13,19,2,20,5,6,8 1670179 52053 236652 APOLLO MED HLDGS INC COM NEW 03763A207 5903 329064 SH DFND 2,20,5,8 251118 0 77946 PAYLOCITY HLDG CORP COM 70438V106 131352 813726 SH DFND 19,2,20,5,6,8 729538 300 83888 PAYPAL HLDGS INC COM 70450Y103 9139864 46388186 SH DFND 10,11,12,13,19,2,20,5,6,8 39817860 1095736 5474590 PAYSIGN INC COM 70451A104 3275 576499 SH DFND 2,20,5,8 450984 0 125515 PBF ENERGY INC CL A 69318G106 50552 8884283 SH DFND 12,13,19,2,20,5,8 8410861 1000 472422 PC CONNECTION INC COM 69318J100 15843 385861 SH DFND 2,20,5,8 332062 0 53799 PCB BANCORP COM 69320M109 1941 220852 SH DFND 2,20 183797 0 37055 PCSB FINL CORP COM 69324R104 4068 337050 SH DFND 13,2,20,5 269001 0 68049 PCTEL INC COM 69325Q105 1210 213862 SH DFND 2,20 174162 0 39700 PDC ENERGY INC COM 69327R101 56447 4554006 SH DFND 12,13,2,20,5 4152300 1703 400003 PDF SOLUTIONS INC COM 693282105 16573 885770 SH DFND 2,20,5,8 741785 0 143985 APPFOLIO INC COM CL A 03783C100 48504 342032 SH DFND 2,20,5,8 267583 200 74249 PDL BIOPHARMA INC COM 69329Y104 16596 5268663 SH DFND 2,20,5,8 4676963 4743 586957 PDL CMNTY BANCORP COM 69290X101 1257 142543 SH DFND 2,20,6 112496 0 30047 PEABODY ENERGY CORP NEW COM 704551100 3990 1734835 SH DFND 13,2,20,5 1515890 2400 216545 PEAPACK-GLADSTONE FINL CORP COM 704699107 5504 363273 SH DFND 2,20,5,8 289279 0 73994 PEBBLEBROOK HOTEL TR COM 70509V100 81561 6504145 SH DFND 10,13,2,20,5,6,8 5475583 36346 992216 PEGASYSTEMS INC COM 705573103 59795 493889 SH DFND 19,2,20,5,8 395121 426 98342 PELOTON INTERACTIVE INC CL A COM 70614W100 273853 2759501 SH DFND 10,11,12,13,19,2,20,5,6,8 2251373 120372 387756 PENN NATL GAMING INC COM 707569109 315346 4337629 SH DFND 12,13,2,20,5,6,8 3673084 1350 663195 PENN VA CORP COM 70788V102 4296 436124 SH DFND 2,20 385488 0 50636 PENNANT GROUP INC COM 70805E109 29401 762467 SH DFND 2,20,5,8 646001 700 115766 APPIAN CORP CL A 03782L101 47004 725923 SH DFND 2,20,5,8 574144 400 151379 PENNS WOODS BANCORP INC COM 708430103 2437 122766 SH DFND 2,20 101846 0 20920 PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 50 89992 SH DFND 20,5 89992 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 75383 1297032 SH DFND 10,2,20,5,8 1062415 6551 228066 PENNYMAC MTG INVT TR COM 70931T103 53804 3348128 SH DFND 13,2,20,5,8 2843493 500 504135 PENSKE AUTOMOTIVE GRP INC COM 70959W103 27052 567610 SH DFND 13,19,2,20,5,8 489332 217 78061 PENTAIR PLC SHS G7S00T104 467449 10212999 SH DFND 10,11,12,13,19,2,20,5,6,8 8754337 358058 1100604 PENUMBRA INC COM 70975L107 156230 803737 SH DFND 13,19,2,20,5,6,8 721817 300 81620 PEOPLES BANCORP INC COM 709789101 7777 407404 SH DFND 13,2,20,5,8 317868 0 89536 PEOPLES BANCORP N C INC COM 710577107 1178 76370 SH DFND 2,20 60227 0 16143 PEOPLES FINL SVCS CORP COM 711040105 4593 132129 SH DFND 2,20,5 106605 0 25524 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 67601 7034440 SH DFND 10,12,13,2,20,5,8 5829210 59258 1145972 PEOPLES UNITED FINANCIAL INC COM 712704105 553791 53714005 SH DFND 10,12,13,19,2,20,5,6,8 51378002 260599 2075404 PEPSICO INC COM 713448108 8832586 63727171 SH DFND 1,10,11,12,13,19,2,20,5,6,8 54973416 1508077 7245678 PERDOCEO ED CORP COM 71363P106 26635 2176102 SH DFND 2,20,5,8 1860751 0 315351 PERFICIENT INC COM 71375U101 44072 1031157 SH DFND 2,20,5,8 880852 0 150305 PERFORMANCE FOOD GROUP CO COM 71377A103 90970 2627667 SH DFND 12,13,2,20,5,8 2013646 900 613121 PERFORMANT FINL CORP COM 71377E105 14 14799 SH DFND 20 14799 0 0 PERION NETWORK LTD SHS NEW M78673114 151 21677 SH DFND 2 21677 0 0 PERKINELMER INC COM 714046109 566459 4513261 SH DFND 10,11,12,13,19,2,20,5,6,8 3881152 68297 563812 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 166 66425 SH DFND 2 66425 0 0 PERRIGO CO PLC SHS G97822103 291085 6340346 SH DFND 10,11,12,13,19,2,20,5,6,8 5096765 137586 1105995 APPLE INC COM 037833100 77875836 672444836 SH DFND 10,11,12,13,19,2,20,5,6,8 569158815 15949425 87336596 PERSONALIS INC COM 71535D106 7835 361557 SH DFND 2,20,5 285868 0 75689 PERSPECTA INC COM 715347100 86045 4407834 SH DFND 1,12,13,2,20,5,6,8 3740964 2838 664032 PETIQ INC COM CL A 71639T106 15749 478403 SH DFND 2,20,5,8 385096 0 93307 PETMED EXPRESS INC COM 716382106 27311 863736 SH DFND 2,20,5,8 773666 1400 88670 PETROCHINA CO LTD SPONSORED ADR 71646E100 1121 38021 SH DFND 1,5 2332 0 35689 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 65604 9318459 SH DFND 10,2,20,5 8293908 917009 107542 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 52088 7228168 SH DFND 1,10,2,20,5 6298408 828834 100926 PFIZER INC COM 717081103 10609652 289091326 SH DFND 1,10,11,12,13,19,2,20,5,6,8 204939601 6136258 78015467 PFSWEB INC COM NEW 717098206 1205 180105 SH DFND 2,20 147938 0 32167 PG&E CORP COM 69331C108 223814 23835348 SH DFND 1,10,11,12,13,19,2,20,5,6,8 18993341 655984 4186023 APPLIED GENETIC TECHNOLOGIES COM 03820J100 1901 391228 SH DFND 2,20 337928 0 53300 PG&E CORP UNIT 99/99/9999 69331C140 25485 260000 SH DFND 2 260000 0 0 PGT INNOVATIONS INC COM 69336V101 32271 1841963 SH DFND 2,20,5,8 1577181 0 264782 PHASEBIO PHARMACEUTICALS INC COM 717224109 1056 300757 SH DFND 2,20 240631 0 60126 PHATHOM PHARMACEUTICALS INC COM 71722W107 7859 214307 SH DFND 2,20,5,8 178188 0 36119 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 13236 760683 SH DFND 2,20,5,8 618224 0 142459 PHILIP MORRIS INTL INC COM 718172109 4507631 59160761 SH DFND 10,12,13,19,2,20,5,6,8 53752304 905941 4502516 PHILLIPS 66 COM 718546104 1318628 25436492 SH DFND 10,11,12,13,19,2,20,5,6,8 22723878 327063 2385551 PHOTRONICS INC COM 719405102 21552 2163855 SH DFND 2,20,5,8 1805672 140 358043 PHREESIA INC COM 71944F106 17717 551424 SH DFND 2,20,5,8 419803 0 131621 PHYSICIANS RLTY TR COM 71943U104 152633 8522241 SH DFND 10,19,2,20,5,6,8 6838290 59549 1624402 APPLIED INDL TECHNOLOGIES IN COM 03820C105 65960 1197096 SH DFND 2,20,5,8 1013916 295 182885 PICO HLDGS INC COM NEW 693366205 3391 378503 SH DFND 2,20,5 294660 0 83843 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 67890 5002943 SH DFND 10,12,13,2,20,5,8 3941849 36354 1024740 PIERIS PHARMACEUTICALS INC COM 720795103 1913 924369 SH DFND 2,20,5 729306 0 195063 PILGRIMS PRIDE CORP COM 72147K108 16956 1133037 SH DFND 13,19,2,20,5,6,8 1004037 0 129000 PINDUODUO INC NOTE 10/0 722304AB8 43303 23915000 PRN DFND 2,5 23915000 0 0 PINDUODUO INC SPONSORED ADS 722304102 492779 6645698 SH DFND 1,10,12,13,19,2,20,5,8 4197079 124100 2324519 PING IDENTITY HLDG CORP COM 72341T103 21836 699659 SH DFND 2,20,5,8 546156 0 153503 PINNACLE FINL PARTNERS INC COM 72346Q104 73849 2074983 SH DFND 13,2,20,5,6,8 1901908 1000 172075 PINNACLE WEST CAP CORP COM 723484101 473247 6348049 SH DFND 10,11,12,13,19,2,20,5,6,8 5591127 117561 639361 PINTEREST INC CL A 72352L106 324961 7828492 SH DFND 10,11,12,13,19,2,20,5,6,8 6366694 229086 1232712 ABIOMED INC COM 003654100 539929 1948779 SH DFND 10,11,12,13,19,2,20,5,6,8 1639867 26960 281952 APPLIED MATLS INC COM 038222105 2610328 43907962 SH DFND 1,10,11,12,13,19,2,20,5,6,8 37651542 1342883 4913537 PIONEER BANCORP INC COM 723561106 1740 195914 SH DFND 2,20 138028 0 57886 PIONEER NAT RES CO COM 723787107 849353 9815300 SH DFND 10,11,12,13,19,2,20,5,6,8 8743135 153615 918550 PIPER SANDLER COMPANIES COM 724078100 35966 492684 SH DFND 2,20,5,8 414939 0 77745 PITNEY BOWES INC COM 724479100 34611 6518051 SH DFND 12,13,2,20,5,8 5711448 3874 802729 PIXELWORKS INC COM NEW 72581M305 910 443944 SH DFND 2,20 356905 0 87039 PJT PARTNERS INC COM CL A 69343T107 29105 480209 SH DFND 2,20,5,8 357421 0 122788 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 2598 426624 SH DFND 20,5,8 242163 1200 183261 PLANET FITNESS INC CL A 72703H101 60220 977288 SH DFND 13,19,2,20,5,8 774551 800 201937 PLANTRONICS INC NEW COM 727493108 15522 1310973 SH DFND 2,20,5,8 1152415 211 158347 PLAYA HOTELS & RESORTS NV SHS N70544106 1020 243417 SH DFND 2,20,5,8 208419 0 34998 APPLIED MOLECULAR TRANS INC COM 03824M109 5074 159469 SH DFND 2,20,5 120883 0 38586 PLAYAGS INC COM 72814N104 1891 534225 SH DFND 2,20,5 431123 0 103102 PLDT INC SPONSORED ADR 69344D408 756 27962 SH DFND 2,20,5 27962 0 0 PLEXUS CORP COM 729132100 62891 890429 SH DFND 2,20,5,8 748200 186 142043 PLIANT THERAPEUTICS INC COM 729139105 2723 120207 SH DFND 2,20 86209 0 33998 PLUG POWER INC COM NEW 72919P202 105372 7857720 SH DFND 13,2,20,5,8 6291492 0 1566228 PLUMAS BANCORP COM 729273102 953 48400 SH DFND 2,20 37900 0 10500 PLURALSIGHT INC COM CL A 72941B106 22000 1284299 SH DFND 19,2,20,5,8 1060366 1100 222833 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 12094 13609000 PRN DFND 2,5 13609000 0 0 PLURISTEM THERAPEUTICS INC COM NEW 72940R300 124 11774 SH DFND 2 11774 0 0 PLYMOUTH INDL REIT INC COM 729640102 3054 243740 SH DFND 2,20,5 188354 0 55386 APPLIED OPTOELECTRONICS INC COM 03823U102 6816 605852 SH DFND 2,20,5 538625 0 67227 PNC FINL SVCS GROUP INC COM 693475105 2038143 18543748 SH DFND 10,12,13,19,2,20,5,6,8 16147167 288853 2107728 PNM RES INC COM 69349H107 103034 2492967 SH DFND 12,13,2,20,5,6,8 2129851 1065 362051 POINTS INTL LTD COM NEW 730843208 195 20189 SH DFND 13,2 18489 0 1700 POLARIS INC COM 731068102 272885 2892567 SH DFND 12,13,19,2,20,5,6,8 2760136 590 131841 POLARITYTE INC COM 731094108 17 16175 SH DFND 20 16175 0 0 POOL CORP COM 73278L105 304382 909852 SH DFND 13,19,2,20,5,6,8 814067 429 95356 POPULAR INC COM NEW 733174700 70800 1926526 SH DFND 12,13,2,20,5,8 1708185 1367 216974 PORTLAND GEN ELEC CO COM NEW 736508847 68291 1901974 SH DFND 12,13,2,20,5,8 1478354 1400 422220 POSCO SPONSORED ADR 693483109 19756 471952 SH DFND 2,20,5 461857 9518 577 POSEIDA THERAPEUTICS INC COM 73730P108 1168 131648 SH DFND 20 107463 0 24185 APPLIED THERAPEUTICS INC COM 03828A101 4963 239045 SH DFND 2,20,5,8 194152 0 44893 POST HLDGS INC COM 737446104 123948 1441254 SH DFND 13,2,20,5,6,8 1289181 623 151450 POTBELLY CORP COM 73754Y100 114 30138 SH DFND 20 30138 0 0 POTLATCHDELTIC CORPORATION COM 737630103 84379 2004249 SH DFND 19,2,20,5,6,8 1688439 653 315157 POWELL INDS INC COM 739128106 6422 266158 SH DFND 2,20,5,8 227954 0 38204 POWER INTEGRATIONS INC COM 739276103 115591 2086472 SH DFND 19,2,20,5,8 1805466 400 280606 POWERFLEET INC COM 73931J109 1697 301378 SH DFND 2,20 239778 0 61600 PPD INC COM 69355F102 48919 1322486 SH DFND 2,20,5 1130578 0 191908 PPG INDS INC COM 693506107 1336721 10949546 SH DFND 10,11,12,13,19,2,20,5,6,8 9462930 264662 1221954 PPL CORP COM 69351T106 1148941 41584550 SH DFND 10,11,12,13,19,2,20,5,6,8 36353141 503255 4728154 PQ GROUP HLDGS INC COM 73943T103 8179 797218 SH DFND 2,20,5,8 601217 0 196001 APREA THERAPEUTICS INC COM 03836J102 3082 128112 SH DFND 2,20,5,8 104014 0 24098 PRA GROUP INC COM 69354N106 55954 1400590 SH DFND 2,20,5,8 1193847 634 206109 PRA HEALTH SCIENCES INC COM 69354M108 144852 1427954 SH DFND 13,19,2,20,5,6,8 1273405 900 153649 PRECIGEN INC COM 74017N105 13128 3750882 SH DFND 2,20,5,8 3421653 1500 327729 PRECISION BIOSCIENCES INC COM 74019P108 4758 772349 SH DFND 2,20,5,8 624068 0 148281 PREFERRED APT CMNTYS INC COM 74039L103 5642 1012003 SH DFND 2,20,5,8 797299 0 214704 PREFERRED BK LOS ANGELES CA COM NEW 740367404 14843 462112 SH DFND 2,20,5,8 396900 0 65212 PREFORMED LINE PRODS CO COM 740444104 2690 54987 SH DFND 2,20 45272 0 9715 PREMIER FINANCIAL CORP COM 74052F108 12295 789411 SH DFND 2,20,5,8 581922 0 207489 PREMIER FINL BANCORP INC COM 74050M105 2438 225758 SH DFND 13,2,20,5 185388 0 40370 PREMIER INC CL A 74051N102 31306 953576 SH DFND 19,2,20,5,8 760367 1400 191809 APTARGROUP INC COM 038336103 242468 2141942 SH DFND 12,13,19,2,20,5,6,8 1977526 810 163606 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 62622 1719429 SH DFND 2,20,5,6,8 1484409 300 234720 PREVAIL THERAPEUTICS INC COM 74140Y101 2573 252770 SH DFND 2,20,5 205816 0 46954 PRICE T ROWE GROUP INC COM 74144T108 1491114 11629341 SH DFND 10,12,13,19,2,20,5,6,8 9977867 411287 1240187 PRICELINE GRP INC COM 09857L108 3006479 1757476 SH DFND 10,11,12,13,19,2,20,5,6,8 1517356 43440 196680 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 24112 22643000 PRN DFND 2,5 22643000 0 0 PRICESMART INC COM 741511109 49161 739826 SH DFND 2,20,5,8 633955 365 105506 PRIMEENERGY RESOURCES CORP COM 74158E104 538 8122 SH DFND 2,20 6101 0 2021 PRIMERICA INC COM 74164M108 109720 969775 SH DFND 12,13,2,20,5,6,8 873487 300 95988 PRIMO WATER CORPORATION COM 74167P108 36990 2604960 SH DFND 2,20,5 2027860 0 577100 PRIMORIS SVCS CORP COM 74164F103 17108 945180 SH DFND 10,2,20,5,8 717515 4486 223179 APTINYX INC COM 03836N103 1051 311000 SH DFND 2,20 255300 0 55700 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 497543 12355179 SH DFND 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SH DFND 2,20,5 149384 0 36944 RATTLER MIDSTREAM LP COM UNITS 75419T103 551 92680 SH DFND 20,5,8 64962 0 27718 RAVEN INDS INC COM 754212108 22943 1066109 SH DFND 2,20,5,8 894025 0 172084 RAYMOND JAMES FINL INC COM 754730109 371105 5074737 SH DFND 10,12,13,19,2,20,5,6,8 4432467 76157 566113 RAYONIER ADVANCED MATLS INC COM 75508B104 5979 1868320 SH DFND 2,20,5 1663222 0 205098 RAYONIER INC COM 754907103 84210 3184946 SH DFND 12,13,2,20,5,6,8 2868594 1214 315138 ARCBEST CORP COM 03937C105 31416 1011455 SH DFND 2,20,5,8 886554 1000 123901 RAYTHEON TECHNOLOGIES CORP COM 75513E101 7107033 123514657 SH DFND 1,10,11,12,13,19,2,20,5,6,8 56240661 61003603 6270394 RBB BANCORP COM 74930B105 2976 262399 SH DFND 2,20,5 208133 0 54266 RBC BEARINGS INC COM 75524B104 58721 484459 SH DFND 13,2,20,5,8 368784 200 115475 RCI HOSPITALITY HLDGS INC COM 74934Q108 3563 174651 SH DFND 2,20,5 143715 0 30936 RE MAX HLDGS INC CL A 75524W108 17670 539863 SH DFND 2,20,5,8 454313 0 85550 READING INTERNATIONAL INC CL A 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1314854 SH DFND 2,20,5,8 1002486 400 311968 RED VIOLET INC COM 75704L104 1413 76552 SH DFND 2,20 61166 0 15386 REDFIN CORP COM 75737F108 93921 1881044 SH DFND 2,20,5,8 1440768 900 439376 REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 1039 101643 SH DFND 1,2,20 11643 0 90000 ARCH CAP GROUP LTD ORD G0450A105 275488 9418385 SH DFND 10,11,12,13,19,2,20,5,6,8 7539641 424626 1454118 REDWOOD TR INC COM 758075402 42337 5629943 SH DFND 2,20,5,8 5048525 2059 579359 REEDS INC COM 758338107 12 12500 SH DFND 20 12500 0 0 REGAL BELOIT CORP COM 758750103 93331 991107 SH DFND 10,13,2,20,5,6,8 878391 11615 101101 REGENCY CTRS CORP COM 758849103 384888 10123309 SH DFND 10,11,12,13,19,2,20,5,6,8 8405900 146569 1570840 REGENERON PHARMACEUTICALS COM 75886F107 2607197 4657538 SH DFND 10,11,12,13,19,2,20,5,6,8 3954258 140212 563068 REGENXBIO INC COM 75901B107 59000 2143897 SH DFND 13,2,20,5,8 1981860 500 161537 REGIONAL MGMT CORP COM 75902K106 2605 156352 SH DFND 2,20,5 125989 0 30363 REGIONS FINANCIAL CORP 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2,20,5,8 947914 385 263436 RENESOLA LTD SPONSORED ADS 75971T301 62 29984 SH DFND 2 29984 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 88232 1651665 SH DFND 10,2,20,5,8 1461990 3445 186230 ARCHER DANIELS MIDLAND CO COM 039483102 1604138 34505017 SH DFND 10,11,12,13,19,2,20,5,6,8 30540474 669381 3295162 RENT A CTR INC NEW COM 76009N100 49766 1664978 SH DFND 10,2,20,5,8 1414504 17809 232665 REPAY HLDGS CORP COM CL A 76029L100 25948 1104162 SH DFND 2,20,5,8 866191 0 237971 REPLIGEN CORP COM 759916109 167693 1136596 SH DFND 13,19,2,20,5,6,8 1007413 500 128683 REPLIMUNE GROUP INC COM 76029N106 7057 306581 SH DFND 2,20,5,8 239051 0 67530 REPRO MED SYS INC COM 759910102 3007 416537 SH DFND 2,20,5,8 326715 0 89822 REPUBLIC BANCORP INC KY CL A 760281204 6675 234648 SH DFND 2,20,5,8 190681 666 43301 REPUBLIC FIRST BANCORP INC COM 760416107 1694 855719 SH DFND 2,20,5 693976 0 161743 REPUBLIC SVCS INC COM 760759100 1007337 10742789 SH DFND 10,11,12,13,19,2,20,5,6,8 8844182 271864 1626743 RESEARCH FRONTIERS INC COM 760911107 886 328059 SH DFND 2,20 267037 0 61022 RESIDEO TECHNOLOGIES INC COM 76118Y104 48606 4418760 SH DFND 1,12,13,2,20,5,8 3834852 1670 582238 ABRAXAS PETE CORP COM 003830106 17 115453 SH DFND 20 115453 0 0 ARCHROCK INC COM 03957W106 26672 4957665 SH DFND 2,20,5,8 4356722 2651 598292 RESMED INC COM 761152107 1130560 6594878 SH DFND 10,11,12,13,19,2,20,5,6,8 5541479 253021 800378 RESOLUTE FST PRODS INC COM 76117W109 155 34703 SH DFND 20,5 34703 0 0 RESONANT INC COM 76118L102 1777 746748 SH DFND 2,20 632030 0 114718 RESOURCES CONNECTION INC COM 76122Q105 13196 1142532 SH DFND 2,20,5,8 1004508 743 137281 RESTAURANT BRANDS INTL INC COM 76131D103 2005 34559 SH DFND 19,20,8 34331 0 228 RETAIL OPPORTUNITY INVTS COR COM 76131N101 60485 5807448 SH DFND 10,2,20,5,8 4880259 33554 893635 RETAIL PPTYS AMER INC CL A 76131V202 64051 10931430 SH DFND 10,12,13,2,20,5,8 9175022 68990 1687418 RETAIL VALUE INC COM 76133Q102 3578 284650 SH DFND 13,2,20,5 220957 0 63693 RETRACTABLE TECHNOLOGIES INC COM 76129W105 1512 226978 SH DFND 2,20 192700 0 34278 RETROPHIN INC COM 761299106 35451 1920415 SH DFND 2,20,5,8 1682674 0 237741 ARCO PLATFORM LTD COM CL A G04553106 267 6546 SH DFND 2 6546 0 0 REV GROUP INC COM 749527107 3953 501017 SH DFND 2,20,5,8 382100 0 118917 REVANCE THERAPEUTICS INC COM 761330109 33698 1340406 SH DFND 2,20,5,8 1059135 0 281271 REVLON INC CL A NEW 761525609 940 148759 SH DFND 2,20 116404 0 32355 REVOLUTION MEDICINES INC COM 76155X100 37267 1070902 SH DFND 2,20,5,8 926604 0 144298 REVOLVE GROUP INC CL A 76156B107 314 19100 SH DFND 20,8 13100 0 6000 REX AMERICAN RESOURCES CORP COM 761624105 13213 201383 SH DFND 2,20,5,8 178930 0 22453 REXFORD INDL RLTY INC COM 76169C100 240371 5229037 SH DFND 10,19,2,20,5,6,8 4347284 35575 846178 REXNORD CORP COM 76169B102 70759 2371264 SH DFND 2,20,5,8 1817482 800 552982 REYNOLDS CONSUMER PRODS INC COM 76171L106 15511 506554 SH DFND 2,20,5,6 437601 0 68953 RGC RES INC COM 74955L103 3480 148384 SH DFND 2,20,5 119728 0 28656 ARCONIC CORPORATION COM 03966V107 83521 4384297 SH DFND 12,13,19,2,20,5,8 3932390 891 451016 RH COM 74967X103 236658 618520 SH DFND 13,2,20,5,6,8 544688 100 73732 RHYTHM PHARMACEUTICALS INC COM 76243J105 19156 883980 SH DFND 2,20,5,8 744548 0 139432 RIBBON COMMUNICATIONS INC COM 762544104 6569 1697509 SH DFND 2,20,5,8 1379421 2643 315445 RICHMOND MUT BANCORPORATION COM 76525P100 2343 221496 SH DFND 2,20 180849 0 40647 RIGEL PHARMACEUTICALS INC COM NEW 766559603 24255 10106345 SH DFND 2,20,5,8 9264933 0 841412 RIGNET INC COM 766582100 53 12867 SH DFND 20 12867 0 0 RIMINI STR INC DEL COM 76674Q107 1147 356309 SH DFND 2,20 291219 0 65090 RING ENERGY INC COM 76680V108 72 106343 SH DFND 20 106343 0 0 RINGCENTRAL INC CL A 76680R206 422596 1538896 SH DFND 10,11,12,13,19,2,20,5,6,8 1257923 35721 245252 RIO TINTO PLC SPONSORED ADR 767204100 534 8835 SH DFND 1,20 4603 0 4232 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1746 425769 SH DFND 2,20,5 346462 0 79307 RITE AID CORP COM 767754872 14454 1523070 SH DFND 13,2,20,5,8 1257060 1202 264808 RIVERVIEW BANCORP INC COM 769397100 1755 422869 SH DFND 13,2,20 298121 0 124748 RLI CORP COM 749607107 389716 4654434 SH DFND 12,13,19,2,20,5,6,8 1803509 2655341 195584 RLJ LODGING TR COM 74965L101 56835 6555426 SH DFND 10,13,2,20,5,8 5218177 45883 1291366 RMR GROUP INC CL A 74967R106 7981 290545 SH DFND 2,20,5,8 224918 893 64734 ROBERT HALF INTL INC COM 770323103 274850 5191732 SH DFND 10,11,12,13,19,2,20,5,6,8 4222349 184616 784767 ROCKET COS INC COM CL A 77311W101 37073 1860162 SH DFND 2,20,5 1761674 0 98488 ROCKET PHARMACEUTICALS INC COM 77313F106 37332 1633055 SH DFND 2,20,5,8 1467756 0 165299 ROCKWELL AUTOMATION INC COM 773903109 1056959 4789557 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4113799 76951 598807 ROCKWELL MED INC COM 774374102 888 829703 SH DFND 2,20 619664 0 210039 ARCOSA INC COM 039653100 75179 1705124 SH DFND 13,2,20,5,8 1460330 786 244008 ROCKY BRANDS INC COM 774515100 3524 141923 SH DFND 2,20 114943 0 26980 ROGERS COMMUNICATIONS INC CL B 775109200 1472 36787 SH DFND 2,20 36787 0 0 ROGERS CORP COM 775133101 54515 555936 SH DFND 2,20,5,8 469509 168 86259 ROKU INC COM CL A 77543R102 382736 2027202 SH DFND 10,11,12,13,19,2,20,5,6,8 1662389 49866 314947 ROLLINS INC COM 775711104 406245 7496671 SH DFND 10,11,12,13,19,2,20,5,6,8 5599372 253413 1643886 ROPER TECHNOLOGIES INC COM 776696106 1725046 4365988 SH DFND 10,11,12,13,19,2,20,5,6,8 3801049 63808 501131 ROSETTA STONE INC COM 777780107 14545 485147 SH DFND 2,20,5,8 386996 0 98151 ROSS STORES INC COM 778296103 1429205 15315100 SH DFND 10,11,12,13,19,2,20,5,6,8 13196822 390012 1728266 ROYAL BK CDA COM 780087102 662 9445 SH DFND 12,2,20 9178 0 267 ROYAL CARIBBEAN GROUP COM V7780T103 510158 7881327 SH DFND 10,11,12,13,19,2,20,5,6,8 6882585 110363 888379 ARCTURUS THERAPEUTICS HLDGS COM 03969T109 66935 1560254 SH DFND 2,20,5,8 1492979 0 67275 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 326 13450 SH DFND 20 13450 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 19965 793208 SH DFND 1,2,20 33730 0 759478 ROYAL GOLD INC COM 780287108 209922 1746873 SH DFND 13,19,2,20,5,6,8 1543247 599 203027 ROYALTY PHARMA PLC SHS CL A G7709Q104 42835 1018194 SH DFND 19,2,20,5,8 935033 0 83161 RPC INC COM 749660106 5399 2045044 SH DFND 2,20,5,8 1745051 0 299993 RPM INTL INC COM 749685103 447410 5400888 SH DFND 10,11,12,13,19,2,20,5,6,8 4751939 90454 558495 RPT REALTY SH BEN INT 74971D101 23497 4319248 SH DFND 10,2,20,5,8 3690541 22121 606586 RUBIUS THERAPEUTICS INC COM 78116T103 3379 674461 SH DFND 2,20,5,8 533642 0 140819 RUSH ENTERPRISES INC CL A 781846209 30352 600550 SH DFND 10,2,20,5,8 458694 21435 120421 RUSH ENTERPRISES INC CL B 781846308 5081 114685 SH DFND 10,2,20,5 75599 9106 29980 ARCUS BIOSCIENCES INC COM 03969F109 43167 2518468 SH DFND 2,20,5,8 2320109 0 198359 RUTHS HOSPITALITY GROUP INC COM 783332109 11301 1021828 SH DFND 2,20,5,8 894558 9000 118270 RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 8289 101380 SH DFND 1,2,20,8 66490 0 34890 RYDER SYS INC COM 783549108 63581 1505233 SH DFND 12,13,19,2,20,5,6,8 1379347 831 125055 RYERSON HLDG CORP COM 783754104 1603 279837 SH DFND 2,20 231772 0 48065 RYMAN HOSPITALITY PPTYS INC COM 78377T107 70632 1919358 SH DFND 10,13,2,20,5,8 1562435 17179 339744 S & T BANCORP INC COM 783859101 23396 1322534 SH DFND 2,20,5,8 1141855 536 180143 S&P GLOBAL INC COM 78409V104 3874547 10744722 SH DFND 10,11,12,13,19,2,20,5,6,8 9296490 181292 1266940 SABINE ROYALTY TR UNIT BEN INT 785688102 377 12955 SH DFND 2 12955 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 117724 8540001 SH DFND 10,19,2,20,5,6,8 6857175 59283 1623543 SABRE CORP COM 78573M104 44197 6789093 SH DFND 13,2,20,5,6,8 6162277 3300 623516 ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 7777 265434 SH DFND 2,20,5,8 212890 0 52544 SACHEM CAP CORP COM 78590A109 42 10700 SH DFND 20 10700 0 0 SAFE BULKERS INC COM Y7388L103 660 640556 SH DFND 2,20 472597 0 167959 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1989 362955 SH DFND 2,20,5 294141 0 68814 SAFEHOLD INC COM 78645L100 38000 610371 SH DFND 10,2,20,5,8 505039 4600 100732 SAFETY INS GROUP INC COM 78648T100 34314 496662 SH DFND 13,19,2,20,5,8 409504 6200 80958 SAGA COMMUNICATIONS INC CL A NEW 786598300 1423 71593 SH DFND 2,20 56544 0 15049 SAGE THERAPEUTICS INC COM 78667J108 90971 1488399 SH DFND 13,2,20,5,8 1364318 800 123281 SAIA INC COM 78709Y105 105342 835121 SH DFND 2,20,5,8 711331 500 123290 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 72657 1836164 SH DFND 2,20,5,8 1424511 900 410753 SALESFORCE COM INC COM 79466L302 10472833 41671306 SH DFND 10,11,12,13,19,2,20,5,6,8 31340454 480674 9850178 ARDAGH GROUP S A CL A L0223L101 2384 167840 SH DFND 2,20,5 146985 0 20855 SALISBURY BANCORP INC COM 795226109 838 26500 SH DFND 2,20 20800 0 5700 SALLY BEAUTY HLDGS INC COM 79546E104 33167 3816713 SH DFND 12,13,2,20,5,6,8 3270168 646 545899 SANDERSON FARMS INC COM 800013104 109742 930253 SH DFND 12,19,2,20,5,6,8 829540 144 100569 SANDRIDGE ENERGY INC COM NEW 80007P869 50 30043 SH DFND 20 30043 0 0 SANDY SPRING BANCORP INC COM 800363103 23266 1008063 SH DFND 2,20,5,8 806938 0 201125 SANFILIPPO JOHN B & SON INC COM 800422107 20492 271852 SH DFND 2,20,5,6,8 228214 0 43638 SANGAMO THERAPEUTICS INC COM 800677106 66388 7025167 SH DFND 2,20,5,8 6493146 100 531921 SANMINA CORPORATION COM 801056102 61434 2271129 SH DFND 12,2,20,5,8 1947778 833 322518 SANOFI SPONSORED ADR 80105N105 3315 66084 SH DFND 2,20 66084 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 15460 849896 SH DFND 12,13,19,2,20,5,8 728837 0 121059 ARDELYX INC COM 039697107 14067 2679461 SH DFND 2,20,5,8 2429793 0 249668 SAP SE SPON ADR 803054204 25175 161575 SH DFND 1,2,20 52990 0 108585 SAPIENS INTL CORP N V SHS G7T16G103 11127 363872 SH DFND 2,20,5 324797 0 39075 SAREPTA THERAPEUTICS INC COM 803607100 266712 1899252 SH DFND 10,11,12,13,19,2,20,5,6,8 1595922 36854 266476 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 28608 13780000 PRN DFND 2,5 13780000 0 0 SATSUMA PHARMACEUTICALS INC COM 80405P107 627 161108 SH DFND 2,20 134611 0 26497 SAUL CTRS INC COM 804395101 11114 418148 SH DFND 2,20,5,8 355977 0 62171 SAVARA INC COM 805111101 791 725322 SH DFND 2,20 597815 0 127507 SB FINL GROUP INC COM 78408D105 1031 76416 SH DFND 2,20 55968 0 20448 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1430594 4491944 SH DFND 10,11,12,13,19,2,20,5,6,8 3770428 57704 663812 SCANSOURCE INC COM 806037107 18091 912305 SH DFND 2,20,5,8 792922 1058 118325 1LIFE HEALTHCARE INC COM 68269G107 39440 1390697 SH DFND 19,2,20,5,8 1100652 0 290045 AC IMMUNE SA SHS H00263105 142 29161 SH DFND 2,20 29161 0 0 ARDMORE SHIPPING CORP COM Y0207T100 2084 585425 SH DFND 2,20,5 458674 0 126751 SCHLUMBERGER LTD COM 806857108 1189927 75862867 SH DFND 10,11,12,13,19,2,20,5,6,8 68883254 782234 6197379 SCHNEIDER NATIONAL INC CL B 80689H102 27433 1106366 SH DFND 2,20,5,8 976182 0 130184 SCHNITZER STL INDS CL A 806882106 24815 1290407 SH DFND 2,20,5,8 1156407 314 133686 SCHOLAR ROCK HLDG CORP COM 80706P103 7211 407650 SH DFND 2,20,5,8 315507 0 92143 SCHOLASTIC CORP COM 807066105 19692 938157 SH DFND 2,20,5,8 801543 73 136541 SCHRODINGER INC COM 80810D103 24526 516219 SH DFND 2,20,5,8 404514 0 111705 SCHWAB CHARLES CORP COM 808513105 1704743 47053341 SH DFND 10,12,13,19,2,20,5,6,8 40928507 992100 5132734 SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 85086 1450000 SH DFND 2 1450000 0 0 SCHWAB STRATEGIC TR US REIT ETF 808524847 647 18303 SH DFND 1 18303 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 41251 1357387 SH DFND 2,20,5 1231331 64 125992 ARENA PHARMACEUTICALS INC COM NEW 040047607 144788 1935924 SH DFND 2,20,5,8 1669336 890 265698 SCIENCE APPLICATIONS INTL CO COM 808625107 103576 1320786 SH DFND 1,13,2,20,5,6,8 1194003 833 125950 SCIENTIFIC GAMES CORP COM 80874P109 59564 1706211 SH DFND 13,2,20,5,6,8 1437757 1300 267154 SCIPLAY CORP CL A 809087109 222 13700 SH DFND 20 13700 0 0 SCORPIO BULKERS INC COM Y7546A130 1557 109962 SH DFND 2,20,5 89265 0 20697 SCORPIO TANKERS INC SHS Y7542C130 9251 835700 SH DFND 2,20,5 650436 0 185264 SCOTTS MIRACLE GRO CO CL A 810186106 152840 999544 SH DFND 13,19,2,20,5,6,8 898775 385 100384 SCPHARMACEUTICALS INC COM 810648105 399 53619 SH DFND 2,20 42498 0 11121 SCRIPPS E W CO OHIO CL A NEW 811054402 19472 1702079 SH DFND 2,20,5,8 1459937 1039 241103 SCULPTOR CAP MGMT COM CL A 811246107 3608 307348 SH DFND 2,20,5 245978 0 61370 SEA LTD SPONSORD ADS 81141R100 301187 1955254 SH DFND 1,10,13,2,20,5,8 339991 0 1615263 ARES CAPITAL CORP COM 04010L103 1187 85087 SH DFND 20 85087 0 0 SEABOARD CORP COM 811543107 8394 2959 SH DFND 2,20,5,8 2337 1 621 SEACHANGE INTL INC COM 811699107 351 403603 SH DFND 2,20 330603 0 73000 SEACOAST BKG CORP FLA COM NEW 811707801 31270 1734326 SH DFND 2,20,5,8 1498311 0 236015 SEACOR HOLDINGS INC COM 811904101 20937 719973 SH DFND 2,20,5,8 634914 100 84959 SEACOR MARINE HLDGS INC COM 78413P101 24 11860 SH DFND 20 11860 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 511680 10250208 SH DFND 10,11,12,13,19,2,20,5,6,8 8431451 334948 1483809 SEALED AIR CORP NEW COM 81211K100 276823 7132771 SH DFND 10,11,12,13,19,2,20,5,6,8 5862939 104718 1165114 SEASPINE HLDGS CORP COM 81255T108 6226 435357 SH DFND 2,20,5 352823 0 82534 SEATTLE GENETICS INC COM 812578102 575279 2939746 SH DFND 10,11,12,13,19,2,20,5,6,8 2453608 72558 413580 SEAWORLD ENTMT INC COM 81282V100 20246 1026664 SH DFND 2,20,5,8 791835 0 234829 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 11929 11650000 PRN DFND 2,5 11650000 0 0 SECUREWORKS CORP CL A 81374A105 1834 161013 SH DFND 2,20 128694 0 32319 SECURITY NATL FINL CORP CL A NEW 814785309 633 98983 SH DFND 2,20 77048 0 21935 SEI INVTS CO COM 784117103 271825 5359323 SH DFND 10,12,13,19,2,20,5,6,8 4646336 188573 524414 SELECT BANCORP INC NEW COM 81617L108 2249 312785 SH DFND 2,20 261634 0 51151 SELECT ENERGY SVCS INC CL A COM 81617J301 8429 2195113 SH DFND 2,20,5,8 1950622 0 244491 SELECT MED HLDGS CORP COM 81619Q105 72669 3490322 SH DFND 2,20,5,8 2985419 2000 502903 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 72703 494643 SH DFND 1,2,20 433646 0 60997 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 135307 2110868 SH DFND 1,12,2,20 1833008 0 277860 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 74662 969885 SH DFND 1,12,2,20 853587 0 116298 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 155107 1329106 SH DFND 1,12,2,20 1173682 0 155424 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 8843 8503000 PRN DFND 2,5 8503000 0 0 SELECTA BIOSCIENCES INC COM 816212104 2938 1184555 SH DFND 2,20,5 984276 0 200279 SELECTIVE INS GROUP INC COM 816300107 99354 1929587 SH DFND 12,13,2,20,5,6,8 1653664 741 275182 SELECTQUOTE INC COM 816307300 9623 475201 SH DFND 2,20 374184 0 101017 SEMPRA ENERGY 6% PFD CONV A 816851406 35162 356400 SH DFND 2 356400 0 0 SEMPRA ENERGY 6.75% CNV PFD B 816851505 8529 87000 SH DFND 2 87000 0 0 SEMPRA ENERGY COM 816851109 1886360 15798184 SH DFND 10,11,12,13,19,2,20,5,6,8 14157698 192548 1447938 SEMTECH CORP COM 816850101 118658 2240526 SH DFND 13,19,2,20,5,6,8 1930051 651 309824 SENECA FOODS CORP NEW CL A 817070501 7948 222448 SH DFND 2,20,5 196198 0 26250 SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 140742 3262454 SH DFND 10,11,12,13,19,2,20,5,6,8 2614319 97005 551130 SENSEONICS HLDGS INC COM 81727U105 32 82800 SH DFND 20 82800 0 0 ARES COML REAL ESTATE CORP COM 04013V108 7900 834284 SH DFND 2,20,5,8 672395 0 161889 SENSIENT TECHNOLOGIES CORP COM 81725T100 74485 1290013 SH DFND 13,2,20,5,6,8 1083080 760 206173 SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323207 132 22086 SH DFND 2 22086 0 0 SERES THERAPEUTICS INC COM 81750R102 26030 919469 SH DFND 2,20,5 735924 0 183545 SERITAGE GROWTH PPTYS CL A 81752R100 14109 1048978 SH DFND 2,20,5,8 844334 300 204344 SERVICE CORP INTL COM 817565104 173285 4108233 SH DFND 13,2,20,5,6,8 3711535 2037 394661 SERVICE PPTYS TR COM SH BEN INT 81761L102 69470 8738337 SH DFND 10,12,13,2,20,5,6,8 7417892 46629 1273816 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 62810 1574967 SH DFND 12,13,19,2,20,5,8 1281750 1400 291817 SERVICENOW INC COM 81762P102 3734751 7700517 SH DFND 10,11,12,13,19,2,20,5,6,8 6675056 106823 918638 SERVICENOW INC NOTE 6/0 81762PAC6 5215 1450000 PRN DFND 5 1450000 0 0 SERVICESOURCE INTL INC COM 81763U100 1419 965199 SH DFND 2,20 770099 0 195100 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 46809 1158068 SH DFND 2,20,5,8 917471 3700 236897 SERVISFIRST BANCSHARES INC COM 81768T108 51627 1509286 SH DFND 2,20,5,8 1285413 0 223873 SFL CORPORATION LTD SHS G7738W106 13174 1758860 SH DFND 2,20,5,8 1414562 0 344298 SHAKE SHACK INC CL A 819047101 65740 1019547 SH DFND 2,20,5,8 856427 0 163120 SHARPS COMPLIANCE CORP COM 820017101 951 151673 SH DFND 2,20 118710 0 32963 SHENANDOAH TELECOMMUNICATION COM 82312B106 70042 1576281 SH DFND 19,2,20,5,6,8 1326450 900 248931 SHERWIN WILLIAMS CO COM 824348106 2420992 3474743 SH DFND 10,11,12,13,19,2,20,5,6,8 3001316 39935 433492 SHIFT4 PMTS INC CL A 82452J109 426 8800 SH DFND 20 8800 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 724 31533 SH DFND 2,20,5 31533 0 0 SHOCKWAVE MED INC COM 82489T104 49823 657300 SH DFND 2,20,5,8 532498 0 124802 SHOE CARNIVAL INC COM 824889109 10104 300886 SH DFND 2,20,5,8 256029 0 44857 ARGAN INC COM 04010E109 12830 306130 SH DFND 2,20,5,8 237269 0 68861 SHOPIFY INC CL A 82509L107 32796 32060 SH DFND 2 32060 0 0 SHORE BANCSHARES INC COM 825107105 2958 269370 SH DFND 13,2,20,5 212401 0 56969 SHOTSPOTTER INC COM 82536T107 4934 158947 SH DFND 2,20,5,8 126785 0 32162 SHUTTERSTOCK INC COM 825690100 35685 685726 SH DFND 2,20,5,6,8 589834 0 95892 SHYFT GROUP INC COM 825698103 12653 670169 SH DFND 2,20,5,8 526320 0 143849 SI BONE INC COM 825704109 13497 569017 SH DFND 2,20,5,8 474261 0 94756 SIEBERT FINL CORP COM 826176109 414 128309 SH DFND 2,20 99092 0 29217 SIENTRA INC COM 82621J105 2615 768996 SH DFND 2,20,5 626256 0 142740 SIERRA BANCORP COM 82620P102 5189 309051 SH DFND 13,2,20,5 225373 0 83678 SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 123 120140 SH DFND 20 120140 0 0 ARGENX SE SPONSORED ADR 04016X101 7575 28856 SH DFND 1,13,20 399 0 28457 SIGA TECHNOLOGIES INC COM 826917106 7209 1049340 SH DFND 2,20,5,8 839000 0 210340 SIGNATURE BK NEW YORK N Y COM 82669G104 179508 2163010 SH DFND 10,12,13,19,2,20,5,6,8 1897000 63958 202052 SIGNET JEWELERS LIMITED SHS G81276100 40154 2147297 SH DFND 12,13,19,2,20,5,8 1886208 1559 259530 SILGAN HOLDINGS INC COM 827048109 69494 1889978 SH DFND 2,20,5,6,8 1682815 484 206679 SILICON LABORATORIES INC COM 826919102 146894 1501214 SH DFND 13,19,2,20,5,6,8 1288073 505 212636 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 4085 108124 SH DFND 10,13,19,2,20,5 93224 0 14900 SILK RD MED INC COM 82710M100 43603 648761 SH DFND 2,20,5,8 529591 0 119170 SILVERBOW RES INC COM 82836G102 66 16823 SH DFND 20 16823 0 0 SILVERCREST ASSET MGMT GROUP CL A 828359109 1285 122882 SH DFND 2,20 92938 0 29944 SILVERGATE CAP CORP CL A 82837P408 3449 239536 SH DFND 2,20,5 167067 0 72469 ARGO GROUP INTL HLDGS LTD COM G0464B107 26342 765085 SH DFND 19,2,20,5,8 595225 217 169643 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 67279 4195238 SH DFND 2,20,5,8 3688895 1400 504943 SIMON PPTY GROUP INC NEW COM 828806109 1186685 18347009 SH DFND 10,11,12,13,19,2,20,5,6,8 15342195 271908 2732906 SIMPLY GOOD FOODS CO COM 82900L102 37803 1714402 SH DFND 2,20,5,8 1320539 0 393863 SIMPSON MANUFACTURING CO INC COM 829073105 126244 1296282 SH DFND 2,20,5,8 1087108 680 208494 SIMULATIONS PLUS INC COM 829214105 38600 512208 SH DFND 2,20,5,8 448509 0 63699 SINA CORP ORD G81477104 50175 1177547 SH DFND 10,12,13,19,2,20,5,8 909661 46400 221486 SINCLAIR BROADCAST GROUP INC CL A 829226109 18248 948949 SH DFND 2,20,5,8 721472 10238 217239 SINOVAC BIOTECH LTD SHS P8696W104 1041 160875 SH DFND 2 160875 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 163150 30438385 SH DFND 10,11,12,13,19,2,20,5,6,8 22508733 748906 7180746 SITE CTRS CORP COM 82981J109 55149 7659631 SH DFND 10,12,13,2,20,5,8 6414017 44141 1201473 ACACIA COMMUNICATIONS INC COM 00401C108 53983 800942 SH DFND 19,2,20,5,8 591969 600 208373 ARISTA NETWORKS INC COM 040413106 463546 2240108 SH DFND 10,11,12,13,19,2,20,5,6,8 1931928 53028 255152 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 102934 844064 SH DFND 13,19,2,20,5,8 640677 300 203087 SITIME CORP COM 82982T106 11607 138129 SH DFND 2,20,5 108763 0 29366 SIX FLAGS ENTMT CORP NEW COM 83001A102 38142 1878913 SH DFND 12,13,2,20,5,6,8 1699995 700 178218 SJW GROUP COM 784305104 33783 555098 SH DFND 13,19,2,20,5,8 424666 0 130432 SK TELECOM LTD SPONSORED ADR 78440P108 11524 513990 SH DFND 10,2,20,5 511782 0 2208 SKECHERS U S A INC CL A 830566105 151886 5026007 SH DFND 12,13,19,2,20,5,6,8 4718988 1936 305083 SKYLINE CHAMPION CORPORATION COM 830830105 36106 1348753 SH DFND 2,20,5,8 1101464 0 247289 SKYWEST INC COM 830879102 53749 1800039 SH DFND 13,2,20,5,8 1604837 0 195202 SKYWORKS SOLUTIONS INC COM 83088M102 1137555 7818249 SH DFND 10,11,12,13,19,2,20,5,6,8 6449646 358131 1010472 SL GREEN RLTY CORP COM 78440X101 206179 4418706 SH DFND 10,12,13,19,2,20,5,6,8 3742933 21326 654447 ARLINGTON ASSET INVST CORP CL A NEW 041356205 2329 820187 SH DFND 2,20,5 703732 0 116455 SLACK TECHNOLOGIES INC COM CL A 83088V102 210727 7845400 SH DFND 10,11,12,13,19,2,20,5,6,8 6503770 184738 1156892 SLEEP NUMBER CORP COM 83125X103 39704 811780 SH DFND 2,20,5,8 680506 300 130974 SLM CORP COM 78442P106 72123 8915088 SH DFND 1,12,13,2,20,5,6,8 7740049 5927 1169112 SM ENERGY CO COM 78454L100 7133 4486263 SH DFND 12,2,20,5 4040187 0 446076 SMART GLOBAL HLDGS INC SHS G8232Y101 16888 617693 SH DFND 2,20,5,8 558698 0 58995 SMART SAND INC COM 83191H107 22 16800 SH DFND 20 16800 0 0 SMARTFINANCIAL INC COM NEW 83190L208 3202 235624 SH DFND 2,20,5 185489 0 50135 SMARTSHEET INC COM CL A 83200N103 67351 1362825 SH DFND 13,19,2,20,5,8 1093905 1100 267820 SMILEDIRECTCLUB INC CL A COM 83192H106 10312 882836 SH DFND 2,20,5,8 820036 0 62800 SMITH & NEPHEW GROUP PLC SPDN ADR NEW 83175M205 5109 130665 SH DFND 1,2,20 116428 0 14237 ARLO TECHNOLOGIES INC COM 04206A101 11931 2268309 SH DFND 2,20,5 1994271 0 274038 SMITH & WESSON BRANDS INC COM 831754106 15249 979352 SH DFND 2,20,5 812373 100 166879 SMITH A O CORP COM 831865209 448871 8501346 SH DFND 10,11,12,13,19,2,20,5,6,8 7607510 199204 694632 SMITH MICRO SOFTWARE INC COM NEW 832154207 1430 383246 SH DFND 2,20 306603 0 76643 SMUCKER J M CO COM NEW 832696405 875218 7576335 SH DFND 10,11,12,13,19,2,20,5,6,8 6626435 136253 813647 SNAP INC CL A 83304A106 263299 10084221 SH DFND 10,11,12,13,19,2,20,5,6,8 7805781 426346 1852094 SNAP INC NOTE 0.750% 8/0 83304AAB2 42748 30850000 PRN DFND 2,5 30850000 0 0 SNAP ON INC COM 833034101 352447 2395478 SH DFND 10,11,12,13,19,2,20,5,6,8 2009098 75702 310678 SNOWFLAKE INC CL A 833445109 54538 217281 SH DFND 10,11,12,13,19,20,5,6,8 191651 13600 12030 SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 981 78572 SH DFND 1,2 3572 0 75000 SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 34095 1051669 SH DFND 13,19,2,20,5,8 1049062 0 2607 ARMADA HOFFLER PPTYS INC COM 04208T108 24272 2590530 SH DFND 10,2,20,5,8 2157354 15700 417476 SOGOU INC ADR REPSTG A 83409V104 564 63441 SH DFND 1,2 13477 0 49964 SOHU COM LTD SPONSORED ADS 83410S108 23435 1180014 SH DFND 1,13,2,20,5 968020 700 211294 SOLAREDGE TECHNOLOGIES INC COM 83417M104 279113 1171022 SH DFND 13,19,2,20,5,6,8 1050068 500 120454 SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 3979 627557 SH DFND 2,20,5 516833 0 110724 SOLARWINDS CORP COM 83417Q105 13247 651290 SH DFND 2,20,5,8 533178 0 118112 SOLENO THERAPEUTICS INC COM NEW 834203200 967 385331 SH DFND 2,20 305581 0 79750 SOLID BIOSCIENCES INC COM 83422E105 654 322248 SH DFND 2,20 245540 0 76708 SOLITARIO ZINC CORP COM 8342EP107 5 11586 SH DFND 20 11586 0 0 SOLITON INC COM 834251100 666 87165 SH DFND 2,20 65785 0 21380 SONIC AUTOMOTIVE INC CL A 83545G102 35709 886918 SH DFND 2,20,5,8 776050 0 110868 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 19787 2080641 SH DFND 2,20,5,8 1794221 1237 285183 SONOCO PRODS CO COM 835495102 291587 5709549 SH DFND 12,13,2,20,5,6,8 5455415 864 253270 SONOS INC COM 83570H108 24175 1592531 SH DFND 2,20,5,8 1178692 0 413839 SONY CORP SPONSORED ADR 835699307 3550 46254 SH DFND 1,2,20 43826 0 2428 SORRENTO THERAPEUTICS INC COM NEW 83587F202 130551 11708587 SH DFND 2,20,5,8 10800948 0 907639 SOUTH JERSEY INDS INC COM 838518108 220459 11270833 SH DFND 12,2,20,5,8 10863609 1376 405848 SOUTH PLAINS FINANCIAL INC COM 83946P107 2119 170757 SH DFND 2,20 134849 0 35908 SOUTH ST CORP COM 840441109 89280 1854207 SH DFND 2,20,5,8 1513553 1110 339544 SOUTHERN CO COM 842587107 2931632 54069197 SH DFND 1,10,11,12,13,19,2,20,5,6,8 47952138 566112 5550947 SOUTHERN CO UNIT 08/01/2022 842587602 28596 615500 SH DFND 2 615500 0 0 SOUTHERN COPPER CORP COM 84265V105 170168 3758951 SH DFND 10,12,13,19,2,20,5,8 1871959 50676 1836316 ARMSTRONG FLOORING INC COM 04238R106 168 48561 SH DFND 20 39587 0 8974 SOUTHERN FIRST BANCSHARES IN COM 842873101 3172 131347 SH DFND 2,20,5 107975 0 23372 SOUTHERN MO BANCORP INC COM 843380106 3652 154884 SH DFND 2,20 109613 0 45271 SOUTHERN NATL BANCORP OF VA COM 843395104 3797 437432 SH DFND 2,20 340405 0 97027 SOUTHSIDE BANCSHARES INC COM 84470P109 27178 1112503 SH DFND 2,20,5,8 958281 0 154222 SOUTHWEST AIRLS CO COM 844741108 1662402 44330727 SH DFND 1,10,11,12,13,19,2,20,5,6,8 17707292 188771 26434664 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 76580 58500000 PRN DFND 2,5 58500000 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 108952 1726664 SH DFND 13,19,2,20,5,6,8 1468570 773 257321 SOUTHWESTERN ENERGY CO COM 845467109 83005 35321196 SH DFND 10,12,13,2,20,5,8 32915502 69442 2336252 SP PLUS CORP COM 78469C103 8720 485771 SH DFND 2,20,5,8 375062 0 110709 SPARK ENERGY INC CL A COM 846511103 1895 227819 SH DFND 2,20,5 190267 0 37552 ARMSTRONG WORLD INDS INC COM 04247X102 38923 565665 SH DFND 19,2,20,5,8 455204 351 110110 SPARTANNASH CO COM 847215100 23054 1410025 SH DFND 10,2,20,5,8 1224906 11413 173706 SPDR GOLD TR GOLD SHS 78463V107 106260 599930 SH DFND 10,12,20,8 318567 0 281363 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 107958 2733107 SH DFND 1,2 2728658 7 4442 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 5664 190640 SH DFND 1,12,20 187245 0 3395 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4667 128390 SH DFND 10 0 0 128390 SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 27563 274100 SH DFND 10 0 0 274100 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 23351 970940 SH DFND 1 967576 0 3364 SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 92964 3177172 SH DFND 12,2,20 1046557 0 2130615 SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 53128 1453168 SH DFND 12,19,2,5 485540 0 967628 SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 5829 131127 SH DFND 5 131127 0 0 ARROW ELECTRS INC COM 042735100 259555 3299702 SH DFND 10,11,12,13,19,2,20,5,6,8 2359368 87752 852582 SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 7096 133500 SH DFND 10 0 0 133500 SPDR INDEX SHS FDS S&P INTL ETF 78463X772 415 12310 SH DFND 1 7694 0 4616 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 99010 3261196 SH DFND 1,2,20 3096946 38898 125352 SPDR INDEX SHS FDS SOLACTIVE CANADA 78463X376 31383 550200 SH DFND 20 550200 0 0 SPDR INDEX SHS FDS SOLACTIVE GERMNY 78463X350 23611 400200 SH DFND 20 400200 0 0 SPDR INDEX SHS FDS SOLACTIVE JAPAN 78463X368 79722 1025200 SH DFND 20 1025200 0 0 SPDR INDEX SHS FDS SOLACTV HK ETF 78463X145 2926 50200 SH DFND 20 25100 25100 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2736285 8140144 SH DFND 1,10,12,2,20 7632500 1302 506342 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 47254 139341 SH DFND 1,20 97257 1501 40583 SPDR SER TR BLMBRG BRC CNVRT 78464A359 29764 432045 SH DFND 2 432045 0 0 ARROW FINL CORP COM 042744102 8455 336967 SH DFND 13,2,20,5,8 251643 53 85271 SPDR SER TR BLOMBERG 1 10 YR 78468R861 362969 17509357 SH DFND 2 17509357 0 0 SPDR SER TR BLOMBERG BRC INT 78464A334 208 6635 SH DFND 1 6635 0 0 SPDR SER TR BLOMBERG BRC INV 78468R200 17234 563582 SH DFND 20 0 0 563582 SPDR SER TR BLOMBERG INTL TR 78464A516 5520 186033 SH DFND 1,20 19169 0 166864 SPDR SER TR BLOMBRG BRC EMRG 78464A391 4155 158114 SH DFND 1 158114 0 0 SPDR SER TR BLOMBRG BRC INTL 78464A151 33623 944736 SH DFND 2,20 853131 0 91605 SPDR SER TR BLOOMBERG BRCLYS 78468R622 1246238 11952029 SH DFND 19,2,20,5,8 9787206 0 2164823 SPDR SER TR BLOOMBERG SRT TR 78468R408 20955 809998 SH DFND 12,20 510160 0 299838 SPDR SER TR DJ REIT ETF 78464A607 14809 189934 SH DFND 1,2,20 102837 3603 83494 SPDR SER TR FTSE INT GVT ETF 78464A490 24933 459728 SH DFND 20 459728 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 195627 4543124 SH DFND 13,2,20,5,6,8 4081739 1000 460385 SPDR SER TR PORTFLI HIGH YLD 78468R606 2853 112800 SH DFND 10 0 0 112800 SPDR SER TR PORTFLI INTRMDIT 78464A672 14131 425117 SH DFND 1,12,2 425117 0 0 SPDR SER TR PORTFLI MORTGAGE 78464A383 18293 686686 SH DFND 2 686686 0 0 SPDR SER TR PORTFLI TIPS ETF 78464A656 125369 4061189 SH DFND 1,2,20 82320 0 3978869 SPDR SER TR PORTFOLIO AGRGTE 78464A649 280575 9106631 SH DFND 1,2,20 21077 4618 9080936 SPDR SER TR PORTFOLIO INTRMD 78464A375 319508 8691722 SH DFND 1,12,2,20 7705577 119220 866925 SPDR SER TR PORTFOLIO LN COR 78464A367 123391 3882670 SH DFND 12,2,20 2704161 0 1178509 SPDR SER TR PORTFOLIO LN TSR 78464A664 524360 11218657 SH DFND 12,2,20 10742177 0 476480 SPDR SER TR PORTFOLIO S&P500 78464A854 23510 597455 SH DFND 12 597455 0 0 SPDR SER TR PORTFOLIO SH TSR 78468R101 130494 4250619 SH DFND 1,2 4250619 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 3150 907651 SH DFND 2,20,5 720617 0 187034 ARTESIAN RES CORP CL A 043113208 5855 169860 SH DFND 13,2,20,5 134305 0 35555 SPDR SER TR PORTFOLIO SHORT 78464A474 329044 10489124 SH DFND 1,2,20 1184285 0 9304839 SPDR SER TR S&P 600 SML CAP 78464A813 12616 207266 SH DFND 2,20 0 0 207266 SPDR SER TR S&P DIVID ETF 78464A763 7602 82269 SH DFND 1 77119 0 5150 SPDR SER TR S&P REGL BKG 78464A698 245 6857 SH DFND 20 0 0 6857 SPDR SER TR WELLS FG PFD ETF 78464A292 31845 732572 SH DFND 1,2 732572 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 31602 552861 SH DFND 12,13,19,2,20,5,8 452218 271 100372 SPECTRUM PHARMACEUTICALS INC COM 84763A108 28066 6878822 SH DFND 2,20,5,8 6207725 0 671097 SPERO THERAPEUTICS INC COM 84833T103 3187 285592 SH DFND 2,20 236278 0 49314 SPIRE INC COM 84857L101 85630 1590962 SH DFND 13,19,2,20,5,6,8 1319971 439 270552 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 62190 3287238 SH DFND 12,13,19,2,20,5,8 3031261 887 255090 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 46583 1194733 SH DFND 2,20,5,8 912109 22400 260224 SPIRIT AIRLS INC COM 848577102 31753 1972206 SH DFND 13,2,20,5,8 1646919 0 325287 SPIRIT OF TEX BANCSHARES INC COM 84861D103 2626 235268 SH DFND 2,20 186626 0 48642 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 153505 4467443 SH DFND 10,12,13,19,2,20,5,6,8 3796775 29053 641615 SPLUNK INC COM 848637104 656310 3488596 SH DFND 10,11,12,13,19,2,20,5,6,8 2879274 75149 534173 SPLUNK INC NOTE 0.500% 9/1 848637AC8 26258 18873000 PRN DFND 2,5 18873000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 26137 18102000 PRN DFND 2,5 18102000 0 0 SPOK HLDGS INC COM 84863T106 5794 609262 SH DFND 2,20,5,6 540407 0 68855 SPORTSMANS WHSE HLDGS INC COM 84920Y106 14598 1020146 SH DFND 2,20,5 876617 0 143529 SPOTIFY TECHNOLOGY S A SHS L8681T102 327725 1351054 SH DFND 10,12,13,19,2,20,5,6,8 1204781 0 146273 SPRINGWORKS THERAPEUTICS INC COM 85205L107 37985 796842 SH DFND 2,20,5,8 708203 0 88639 ARVINAS INC COM 04335A105 15656 663088 SH DFND 2,20,5,8 538064 0 125024 SPROUT SOCIAL INC COM CL A 85209W109 17570 456357 SH DFND 2,20,5,8 351453 0 104904 SPROUTS FMRS MKT INC COM 85208M102 63670 3042025 SH DFND 12,13,19,2,20,5,6,8 2686848 900 354277 SPS COMMERCE INC COM 78463M107 85833 1102262 SH DFND 13,2,20,5,8 913480 200 188582 SPX CORP COM 784635104 63080 1360061 SH DFND 2,20,5,8 1105405 951 253705 SPX FLOW INC COM 78469X107 53990 1260859 SH DFND 12,2,20,5,8 1061704 951 198204 SQUARE INC CL A 852234103 1222515 7520857 SH DFND 10,11,12,13,19,2,20,5,6,8 6123567 224625 1172665 SQUARE INC NOTE 0.500% 5/1 852234AD5 47278 21877000 PRN DFND 2,5 21877000 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 288262 4763090 SH DFND 10,11,12,13,19,2,20,5,6,8 3869633 132862 760595 SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 3935 88000 SH DFND 10 0 0 88000 SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 47514 1529637 SH DFND 1 1427263 52255 50119 ASBURY AUTOMOTIVE GROUP INC COM 043436104 63298 649544 SH DFND 12,2,20,5,8 558288 159 91097 SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 648 29700 SH DFND 1 29700 0 0 ST JOE CO COM 790148100 19901 964654 SH DFND 13,2,20,5,8 803004 0 161650 STAAR SURGICAL CO COM PAR $0.01 852312305 57858 1022953 SH DFND 2,20,5,8 823494 97 199362 STAG INDL INC COM 85254J102 179761 5873001 SH DFND 1,10,19,2,20,5,8 4559930 42513 1270558 STAMPS COM INC COM NEW 852857200 131956 547649 SH DFND 13,2,20,5,8 470295 400 76954 STANDARD AVB FINL CORP COM 85303B100 1267 38817 SH DFND 2,20 30017 0 8800 STANDARD MTR PRODS INC COM 853666105 29247 655029 SH DFND 2,20,5,8 555655 200 99174 STANDEX INTL CORP COM 854231107 25434 429632 SH DFND 2,20,5,8 369422 14 60196 STANLEY BLACK & DECKER INC COM 854502101 1169113 7207851 SH DFND 10,11,12,13,19,2,20,5,6,8 6312131 118332 777388 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 14231 140500 SH DFND 2 140500 0 0 ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3340 21646 SH DFND 1,13,19,2,20,5 17160 0 4486 STAR BULK CARRIERS CORP. SHS PAR Y8162K204 767 111319 SH DFND 2 111319 0 0 STAR GROUP L P UNIT LTD PARTNR 85512C105 736 75437 SH DFND 20,5,8 55923 0 19514 STARBUCKS CORP COM 855244109 4327038 50361242 SH DFND 10,11,12,13,19,2,20,5,6,8 43422831 847602 6090809 STARTEK INC COM 85569C107 1486 283125 SH DFND 2,20 219697 0 63428 STARWOOD PPTY TR INC COM 85571B105 62239 3998080 SH DFND 12,13,2,20,5,8 3301314 2400 694366 STATE AUTO FINL CORP COM 855707105 4949 359688 SH DFND 2,20,5,8 280857 0 78831 STATE STR CORP COM 857477103 1001547 16735184 SH DFND 1,10,12,13,19,2,20,5,6,8 12796735 2296144 1642305 STEEL CONNECT INC COM 858098106 15 27998 SH DFND 20 27998 0 0 STEEL DYNAMICS INC COM 858119100 249724 8648702 SH DFND 10,11,12,13,19,2,20,5,6,8 6892427 231116 1525159 STEELCASE INC CL A 858155203 17614 1742246 SH DFND 2,20,5,8 1316051 1300 424895 ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 407 99697 SH DFND 20 99697 0 0 STEPAN CO COM 858586100 134858 1237233 SH DFND 2,20,5,8 1129793 24 107416 STEREOTAXIS INC COM NEW 85916J409 2185 610439 SH DFND 2,20,5 479816 0 130623 STERICYCLE INC COM 858912108 128665 2040362 SH DFND 12,13,2,20,5,6,8 1826481 1151 212730 STERIS PLC SHS USD G8473T100 654834 3716568 SH DFND 10,11,12,13,19,2,20,5,6,8 3219816 58724 438028 STERLING BANCORP DEL COM 85917A100 80021 7606583 SH DFND 13,2,20,5,6,8 7154957 2059 449567 STERLING BANCORP INC COM 85917W102 895 297369 SH DFND 2,20 239937 0 57432 STERLING CONSTRUCTION CO INC COM 859241101 7494 529224 SH DFND 2,20,5,8 412030 0 117194 STEWART INFORMATION SVCS COR COM 860372101 37926 867283 SH DFND 10,2,20,5,8 740775 2281 124227 STIFEL FINL CORP COM 860630102 105695 2090488 SH DFND 13,2,20,5,6,8 1762343 861 327284 STITCH FIX INC COM CL A 860897107 33134 1221317 SH DFND 2,20,5,8 966637 0 254680 ASGN INC COM 00191U102 101272 1593323 SH DFND 13,19,2,20,5,6,8 1352032 476 240815 STMICROELECTRONICS N V NY REGISTRY 861012102 12276 400006 SH DFND 1,2,20 366616 0 33390 STOCK YDS BANCORP INC COM 861025104 15496 451614 SH DFND 2,20,5,8 346576 591 104447 STOKE THERAPEUTICS INC COM 86150R107 7683 229412 SH DFND 2,20,5,8 178011 0 51401 STONECO LTD COM CL A G85158106 94673 1790001 SH DFND 10,2,20,8 1543981 0 246020 STONERIDGE INC COM 86183P102 9199 500767 SH DFND 2,20,5,8 369768 0 130999 STORE CAP CORP COM 862121100 271458 9771529 SH DFND 10,12,19,2,20,5,6,8 8240649 65845 1465035 STRATASYS LTD SHS M85548101 3836 307642 SH DFND 2,20,5 278234 0 29408 STRATEGIC ED INC COM 86272C103 65312 714022 SH DFND 2,20,5,6,8 603262 190 110570 STRATUS PPTYS INC COM NEW 863167201 2131 98823 SH DFND 2,20 79089 0 19734 STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 1519 723252 SH DFND 2,20 591019 0 132233 ASHFORD HOSPITALITY TR INC COM SHS 044103877 23 14186 SH DFND 20 14186 0 0 STRYKER CORPORATION COM 863667101 2876193 13765617 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11915411 212608 1637598 STURM RUGER & CO INC COM 864159108 31413 513622 SH DFND 2,20,5 464587 0 49035 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 541 96813 SH DFND 1,20 13954 0 82859 SUMMIT FINL GROUP INC COM 86606G101 2987 201708 SH DFND 2,20,5 167925 0 33783 SUMMIT HOTEL PPTYS INC COM 866082100 29962 5784229 SH DFND 10,2,20,5,8 4967597 26706 789926 SUMMIT MATLS INC CL A 86614U100 37132 2244953 SH DFND 2,20,5,8 1722407 2052 520494 SUN CMNTYS INC COM 866674104 569580 4028723 SH DFND 10,11,12,13,19,2,20,5,6,8 3201843 70620 756260 SUNCOKE ENERGY INC COM 86722A103 10146 2966587 SH DFND 13,2,20,5 2591540 26248 348799 SUNCOR ENERGY INC NEW COM 867224107 748 61170 SH DFND 2 61170 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 36784 1209601 SH DFND 2,20,5,8 984226 0 225375 ASHLAND GLOBAL HLDGS INC COM 044186104 107143 1510761 SH DFND 12,13,2,20,5,6,8 1172690 899 337172 SUNOPTA INC COM 8676EP108 223 30093 SH DFND 2,5 30093 0 0 SUNPOWER CORP COM 867652406 44235 3535936 SH DFND 2,20,5,8 3146826 0 389110 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 122 125000 PRN DFND 2 125000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 12103 12670000 PRN DFND 2 12670000 0 0 SUNRUN INC COM 86771W105 291944 3788040 SH DFND 13,2,20,5,6,8 3275633 900 511507 SUNSTONE HOTEL INVS INC NEW COM 867892101 65990 8311141 SH DFND 10,13,2,20,5,8 6742792 59337 1509012 SUPER MICRO COMPUTER INC COM 86800U104 22933 868684 SH DFND 2,20,5,8 658993 0 209691 SUPERIOR GRP OF COMPANIES IN COM 868358102 4572 196797 SH DFND 2,20,5 161490 0 35307 SUPERIOR INDS INTL INC COM 868168105 33 26092 SH DFND 20 26092 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 36952 1773136 SH DFND 2,20,5,8 1550470 300 222366 ASML HOLDING N V N Y REGISTRY SHS N07059210 23667 64079 SH DFND 2,20,5 64036 43 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 8195 8850000 PRN DFND 2,5 8850000 0 0 SURFACE ONCOLOGY INC COM 86877M209 115 16600 SH DFND 20 16600 0 0 SURGALIGN HOLDINGS INC COM 86882C105 1918 1059422 SH DFND 2,20,5 851972 0 207450 SURGERY PARTNERS INC COM 86881A100 9815 448179 SH DFND 2,20,5,8 348953 0 99226 SURMODICS INC COM 868873100 18939 486732 SH DFND 2,20,5,8 424624 0 62108 SUTRO BIOPHARMA INC COM 869367102 3256 324003 SH DFND 2,20,5 257493 0 66510 SUZANO S A SPON ADS 86959K105 2766 338498 SH DFND 10,2,20 289682 42592 6224 SVB FINANCIAL GROUP COM 78486Q101 610208 2535981 SH DFND 10,12,13,19,2,20,5,6,8 2249142 46363 240476 SVMK INC COM 78489X103 51884 2346612 SH DFND 2,20,5,8 1811972 1100 533540 SWITCH INC CL A 87105L104 14635 937560 SH DFND 2,20,5,8 779290 0 158270 ACADIA HEALTHCARE COMPANY IN COM 00404A109 63309 2147536 SH DFND 13,2,20,5,6,8 1950233 1700 195603 ASPEN AEROGELS INC COM 04523Y105 2549 232768 SH DFND 2,20 173616 0 59152 SWK HLDGS CORP COM NEW 78501P203 510 36400 SH DFND 2,20 27300 0 9100 SYKES ENTERPRISES INC COM 871237103 44355 1296540 SH DFND 2,20,5,8 1123078 129 173333 SYNAPTICS INC COM 87157D109 102324 1272369 SH DFND 2,20,5,6,8 1111200 224 160945 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 16039 12908000 PRN DFND 2,5 12908000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2677 889523 SH DFND 2,20,5 742201 0 147322 SYNCHRONY FINANCIAL COM 87165B103 630852 24105919 SH DFND 10,11,12,13,19,2,20,5,6,8 20818435 440155 2847329 SYNDAX PHARMACEUTICALS INC COM 87164F105 16512 1118720 SH DFND 2,20,5 1033395 0 85325 SYNEOS HEALTH INC CL A 87166B102 78746 1481311 SH DFND 13,2,20,5,6,8 1328991 500 151820 SYNNEX CORP COM 87162W100 136084 971613 SH DFND 12,13,19,2,20,5,6,8 871189 364 100060 SYNOPSYS INC COM 871607107 1393303 6511372 SH DFND 10,11,12,13,19,2,20,5,6,8 5541806 196819 772747 ASPEN GROUP INC COM NEW 04530L203 2690 240850 SH DFND 2,20,5 173285 0 67565 SYNOVUS FINL CORP COM NEW 87161C501 106523 4946705 SH DFND 13,2,20,5,6,8 4597373 1890 347442 SYROS PHARMACEUTICALS INC COM 87184Q107 15023 1699482 SH DFND 2,20,5 1558867 0 140615 SYSCO CORP COM 871829107 1591115 25572412 SH DFND 10,11,12,13,19,2,20,5,6,8 22601476 441796 2529140 SYSTEMAX INC COM 871851101 5700 238110 SH DFND 2,20,5,8 180024 0 58086 T-MOBILE US INC COM 872590104 2828155 24730280 SH DFND 10,11,12,13,19,2,20,5,6,8 21784062 286119 2660099 T2 BIOSYSTEMS INC COM 89853L104 30 21700 SH DFND 20 21700 0 0 TABULA RASA HEALTHCARE INC COM 873379101 25935 636121 SH DFND 2,20,5,8 543333 0 92788 TACTILE SYS TECHNOLOGY INC COM 87357P100 29806 814586 SH DFND 2,20,5,8 729242 0 85344 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 155333 1906746 SH DFND 1,10,13,19,2,20,5,8 1277938 0 628808 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 915590 5541642 SH DFND 10,11,12,13,19,2,20,5,6,8 4791246 130860 619536 ASPEN TECHNOLOGY INC COM 045327103 105614 834301 SH DFND 13,19,2,20,5,8 667758 768 165775 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1109 62152 SH DFND 1,20 22800 0 39352 TAL EDUCATION GROUP SPONSORED ADS 874080104 575343 7566319 SH DFND 1,10,11,12,13,19,2,20,5,8 5751056 182900 1632363 TALEND S A ADS 874224207 2263 57969 SH DFND 2,20,5 57969 0 0 TALOS ENERGY INC COM 87484T108 3234 501349 SH DFND 2,20,5 457848 0 43501 TANDEM DIABETES CARE INC COM NEW 875372203 89432 787946 SH DFND 13,19,2,20,5,8 645631 600 141715 TANGER FACTORY OUTLET CTRS I COM 875465106 28732 4764848 SH DFND 10,12,2,20,5,8 4066549 25842 672457 TAPESTRY INC COM 876030107 178937 11448312 SH DFND 10,12,13,19,2,20,5,6,8 8155754 8840 3283718 TARGA RES CORP COM 87612G101 58181 4146927 SH DFND 12,13,19,2,20,5,8 2888737 2100 1256090 TARGET CORP COM 87612E106 6232550 39591856 SH DFND 1,10,11,12,13,19,2,20,5,6,8 21098584 15450970 3042302 TARGET HOSPITALITY CORP COM 87615L107 562 460788 SH DFND 2,20 333966 0 126822 ASPIRA WOMENS HEALTH INC COM 04537Y109 3178 1030252 SH DFND 2,20,5 796942 0 233310 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 396 7228 SH DFND 10,20,5,8 6319 0 909 TATA MTRS LTD SPONSORED ADR 876568502 29616 3258065 SH DFND 12,13,19,2,20,5,8 1926711 0 1331354 TAUBMAN CTRS INC COM 876664103 85170 2558429 SH DFND 10,13,2,20,5,6,8 2170349 16973 371107 TAYLOR MORRISON HOME CORP COM 87724P106 117805 4790756 SH DFND 2,20,5,6,8 4185489 1500 603767 TCF FINL CORP COM 872307103 101223 4333167 SH DFND 13,2,20,5,6,8 3955111 1317 376739 TCR2 THERAPEUTICS INC COM 87808K106 7264 357463 SH DFND 2,20,5 277744 0 79719 TD AMERITRADE HLDG CORP COM 87236Y108 261370 6676118 SH DFND 10,12,13,19,2,20,5,6,8 5188188 252252 1235678 TE CONNECTIVITY LTD REG SHS H84989104 1266884 12961779 SH DFND 10,11,12,13,19,2,20,5,6,8 11003899 501657 1456223 TEAM INC COM 878155100 5292 962160 SH DFND 2,20,5 852238 0 109922 TECHNIPFMC PLC COM G87110105 132408 20983856 SH DFND 10,12,13,19,2,20,5,6,8 17098094 5742 3880020 ASSEMBLY BIOSCIENCES INC COM 045396108 19430 1181875 SH DFND 2,20,5,8 1033105 0 148770 TECHTARGET INC COM 87874R100 30581 695645 SH DFND 2,20,5,8 582684 0 112961 TEEKAY TANKERS LTD CL A Y8565N300 118 10886 SH DFND 20 10886 0 0 TEGNA INC COM 87901J105 119086 10077579 SH DFND 12,13,19,2,20,5,6,8 9018712 1629 1057238 TEJON RANCH CO COM 879080109 5768 407600 SH DFND 2,20,5,8 322745 936 83919 TELA BIO INC COM 872381108 1085 65610 SH DFND 2,20 53060 0 12550 TELADOC HEALTH INC COM 87918A105 329736 1503996 SH DFND 10,11,12,13,19,2,20,5,6,8 1217190 34967 251839 TELECOM ARGENTINA S A SPON ADR REP B 879273209 18242 2789267 SH DFND 10,12,13,19,2,20,5,8 998288 103300 1687679 TELEDYNE TECHNOLOGIES INC COM 879360105 543702 1752690 SH DFND 10,11,12,13,19,2,20,5,6,8 1499379 41278 212033 TELEFLEX INCORPORATED COM 879369106 659795 1938180 SH DFND 10,11,12,13,19,2,20,5,6,8 1688822 27762 221596 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 15936 1839173 SH DFND 10,13,2,20,5 1475848 191542 171783 ASSERTIO HOLDINGS INC COM STK 04546C106 31 46559 SH DFND 20,5 46559 0 0 TELENAV INC COM 879455103 3575 993188 SH DFND 2,20,5 872786 0 120402 TELEPHONE & DATA SYS INC COM NEW 879433829 186256 10100631 SH DFND 10,12,13,19,2,20,5,6,8 9853544 34933 212154 TELLURIAN INC NEW COM 87968A104 1631 2046820 SH DFND 2,20,5 1566429 0 480391 TEMPUR SEALY INTL INC COM 88023U101 125474 1406815 SH DFND 13,2,20,5,6,8 1292728 372 113715 TENABLE HLDGS INC COM 88025T102 53071 1405848 SH DFND 2,20,5,8 1117527 0 288321 TENARIS S A SPONSORED ADS 88031M109 699 70926 SH DFND 1,20 5390 0 65536 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 101704 6885849 SH DFND 1,10,12,13,19,2,20,5,8 5298744 172900 1414205 TENET HEALTHCARE CORP COM NEW 88033G407 81626 3330320 SH DFND 1,12,13,2,20,5,6,8 2856821 681 472818 TENNANT CO COM 880345103 32822 543778 SH DFND 2,20,5,8 455287 278 88213 TENNECO INC CL A VTG COM STK 880349105 7571 1090938 SH DFND 12,13,2,20,5,8 850698 623 239617 ASSETMARK FINL HLDGS INC COM 04546L106 6534 300566 SH DFND 2,20,5,8 233867 0 66699 TERADATA CORP DEL COM 88076W103 63574 2800601 SH DFND 1,13,2,20,5,6,8 2476776 1664 322161 TERADYNE INC COM 880770102 546574 6878602 SH DFND 10,11,12,13,19,2,20,5,6,8 5741659 255362 881581 TERADYNE INC NOTE 1.250%12/1 880770AG7 26742 10443000 PRN DFND 2,5 10443000 0 0 TEREX CORP NEW COM 880779103 42238 2181708 SH DFND 12,13,2,20,5,6,8 1859668 695 321345 TERNIUM SA SPONSORED ADS 880890108 202 10731 SH DFND 13,19,20,5 8431 0 2300 TERRENO RLTY CORP COM 88146M101 148759 2716563 SH DFND 10,19,2,20,5,8 2067193 19052 630318 TERRITORIAL BANCORP INC COM 88145X108 3668 181300 SH DFND 13,2,20,5,6 153038 0 28262 TESLA INC COM 88160R101 6758877 15754590 SH DFND 10,11,12,13,19,2,20,5,6,8 12855716 487627 2411247 TESLA INC NOTE 1.250% 3/0 88160RAC5 171223 28775000 PRN DFND 2,5 28775000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 265355 38326000 PRN DFND 2,5 38326000 0 0 ASSOCIATED BANC CORP COM 045487105 64838 5137753 SH DFND 12,13,2,20,5,6,8 4743142 1561 393050 TESLA INC NOTE 2.375% 3/1 88160RAD3 134865 20583000 PRN DFND 2,5 20583000 0 0 TETRA TECH INC NEW COM 88162G103 157961 1654041 SH DFND 13,19,2,20,5,6,8 1398666 472 254903 TETRA TECHNOLOGIES INC DEL COM 88162F105 50 96984 SH DFND 20 96984 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 11156 11357000 PRN DFND 2,5 11357000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 148504 16482123 SH DFND 1,10,12,13,19,2,20,5,6,8 11506087 802548 4173488 TEXAS CAP BANCSHARES INC COM 88224Q107 66716 2143132 SH DFND 13,2,20,5,6,8 1901364 800 240968 TEXAS INSTRS INC COM 882508104 5714854 40022791 SH DFND 1,10,11,12,13,19,2,20,5,6,8 33704557 1460848 4857386 TEXAS PAC LD TR SUB CTF PROP I T 882610108 6573 14556 SH DFND 20,5,8 7300 100 7156 TEXAS ROADHOUSE INC COM 882681109 121653 2001195 SH DFND 13,2,20,5,6,8 1680965 800 319430 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 12234 864008 SH DFND 2,20,5 684676 0 179332 ASSOCIATED CAP GROUP INC CL A 045528106 1642 45443 SH DFND 2,20 33256 0 12187 TEXTRON INC COM 883203101 365896 10132679 SH DFND 10,11,12,13,19,2,20,5,6,8 9090664 123727 918288 TFS FINL CORP COM 87240R107 10301 701245 SH DFND 2,20,5,6,8 550683 0 150562 TG THERAPEUTICS INC COM 88322Q108 109960 4109119 SH DFND 2,20,5,8 3591805 800 516514 THE ODP CORP COM 88337F105 37397 1922716 SH DFND 10,12,13,2,20,5,8 1657003 15853 249860 THE REALREAL INC COM 88339P101 15278 1055822 SH DFND 2,20,5,8 830888 0 224934 THE TRADE DESK INC COM CL A 88339J105 431932 832592 SH DFND 10,11,12,13,19,2,20,5,6,8 680759 19875 131958 THERAPEUTICSMD INC COM 88338N107 7033 4451440 SH DFND 2,20,5,8 3484135 0 967305 THERAVANCE BIOPHARMA INC COM G8807B106 16141 1091684 SH DFND 2,20,5,8 868884 882 221918 THERMO FISHER SCIENTIFIC INC COM 883556102 7197810 16294224 SH DFND 10,11,12,13,19,2,20,5,6,8 14123613 270253 1900358 THERMON GROUP HLDGS INC COM 88362T103 7310 650977 SH DFND 2,20,5,8 509421 0 141556 ASSURANT INC COM 04621X108 363140 2993485 SH DFND 10,11,12,13,19,2,20,5,6,8 2310367 64120 618998 THIRD PT REINS LTD COM G8827U100 18125 2607915 SH DFND 2,20,5,8 2235497 0 372418 THOMSON REUTERS CORP. COM NEW 884903709 930 11657 SH DFND 20 2125 9532 0 THOR INDS INC COM 885160101 119398 1253395 SH DFND 12,13,2,20,5,6,8 1124671 3845 124879 TIDEWATER INC NEW COM 88642R109 4951 737810 SH DFND 2,20,5 592389 0 145421 TIFFANY & CO NEW COM 886547108 554295 4760916 SH DFND 10,11,12,13,19,2,20,5,6,8 4125032 71648 564236 TILLYS INC CL A 886885102 2250 373088 SH DFND 2,20 299906 0 73182 TILRAY INC COM CL 2 88688T100 682 140678 SH DFND 2,20,5 84187 0 56491 TILRAY INC NOTE 5.000%10/0 88688TAB6 3501 7697000 PRN DFND 2 7697000 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 10078 874058 SH DFND 10,2,20 689472 64969 119617 TIMBERLAND BANCORP INC COM 887098101 2315 128628 SH DFND 2,20 100830 0 27798 ACADIA PHARMACEUTICALS INC COM 004225108 111482 2702584 SH DFND 13,19,2,20,5,8 2423111 2700 276773 ASSURED GUARANTY LTD COM G0585R106 30389 1414761 SH DFND 12,13,2,20,5,8 1226558 806 187397 TIMKEN CO COM 887389104 91098 1680147 SH DFND 10,12,2,20,5,6,8 1504792 20664 154691 TIMKENSTEEL CORP COM 887399103 4323 1217635 SH DFND 2,20,5 1054566 0 163069 TIPTREE INC COM 88822Q103 2249 454308 SH DFND 2,20 367110 0 87198 TITAN INTL INC ILL COM 88830M102 1851 640343 SH DFND 2,20 640343 0 0 TITAN MACHY INC COM 88830R101 4674 353259 SH DFND 2,20,5 280971 0 72288 TIVITY HEALTH INC COM 88870R102 23012 1641350 SH DFND 2,20,5,8 1440084 1282 199984 TIZIANA LIFE SCIENCES PLC SPONSORED ADS 88875G101 645 192616 SH DFND 2 192616 0 0 TJX COS INC NEW COM 872540109 2892706 51980346 SH DFND 10,11,12,13,19,2,20,5,6,8 44726412 1339523 5914411 TOLL BROTHERS INC COM 889478103 181483 3729610 SH DFND 13,19,2,20,5,6,8 3434827 1126 293657 TOMPKINS FINANCIAL CORPORATI COM 890110109 25471 448350 SH DFND 2,20,5,8 378476 0 69874 ASTEC INDS INC COM 046224101 37835 697426 SH DFND 2,20,5,8 600143 463 96820 TOOTSIE ROLL INDS INC COM 890516107 17982 581952 SH DFND 2,20,5,6,8 504927 748 76277 TOPBUILD CORP COM 89055F103 205504 1203963 SH DFND 2,20,5,6,8 1044408 340 159215 TORCHLIGHT ENERGY RES INC COM 89102U103 4 15300 SH DFND 20 15300 0 0 TORO CO COM 891092108 211657 2513779 SH DFND 13,19,2,20,5,6,8 2251675 972 261132 TORONTO DOMINION BK ONT COM NEW 891160509 380 8211 SH DFND 20 8211 0 0 TOTAL SE SPONSORED ADS 89151E109 1033 30007 SH DFND 1,20 4870 0 25137 TOWNEBANK PORTSMOUTH VA COM 89214P109 22103 1333195 SH DFND 2,20,5,8 1013902 1500 317793 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 6557 49506 SH DFND 2,20 49506 0 0 TPG RE FIN TR INC COM 87266M107 12698 1465965 SH DFND 2,20,5,8 1185838 0 280127 TPI COMPOSITES INC COM 87266J104 22141 764523 SH DFND 2,20,5,8 630551 0 133972 ASTRAZENECA PLC SPONSORED ADR 046353108 3951 72105 SH DFND 1,20 30234 0 41871 TRACTOR SUPPLY CO COM 892356106 777723 5425724 SH DFND 10,11,12,13,19,2,20,5,6,8 4657558 187262 580904 TRADEWEB MKTS INC CL A 892672106 106863 1842458 SH DFND 10,11,12,13,19,2,20,5,6,8 1543662 50139 248657 TRANE TECHNOLOGIES PLC SHS G8994E103 1411507 11641203 SH DFND 10,11,12,13,19,2,20,5,6,8 10143081 208210 1289912 TRANSALTA CORP COM 89346D107 2739 443068 SH DFND 2 443068 0 0 TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 3 11625 SH DFND 20 11625 0 0 TRANSCAT INC COM 893529107 4223 144120 SH DFND 2,20,5 116140 0 27980 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 569 22822 SH DFND 2,20 17836 0 4986 TRANSDIGM GROUP INC COM 893641100 1049908 2209774 SH DFND 10,11,12,13,19,2,20,5,6,8 1937152 30012 242610 TRANSENTERIX INC COM 89366M300 4 11823 SH DFND 20 11821 0 2 TRANSLATE BIO INC COM 89374L104 68821 5056617 SH DFND 2,20,5,6,8 4755051 0 301566 ASTRONICS CORP COM 046433108 3617 468478 SH DFND 2,20,5,8 362053 1240 105185 TRANSMEDICS GROUP INC COM 89377M109 4661 338228 SH DFND 2,20,5 260961 0 77267 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 2917 15825000 PRN DFND 2 15825000 0 0 TRANSOCEAN LTD REG SHS H8817H100 13513 16746724 SH DFND 13,19,2,20,5,8 13882514 0 2864210 TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1256 301978 SH DFND 2,20,5 244036 0 57942 TRANSUNION COM 89400J107 325506 3869086 SH DFND 10,11,12,13,19,2,20,5,6,8 3159798 89160 620128 TRAVELERS COMPANIES INC COM 89417E109 1828603 16901776 SH DFND 10,11,12,13,19,2,20,5,6,8 9862241 273088 6766447 TREAN INS GROUP INC COM 89457R101 1638 107429 SH DFND 20 85960 0 21469 TRECORA RES COM 894648104 2560 416951 SH DFND 2,20,5 331830 0 85121 TREDEGAR CORP COM 894650100 12536 836141 SH DFND 10,2,20,5,8 695790 15629 124722 TREEHOUSE FOODS INC COM 89469A104 52139 1286423 SH DFND 12,13,2,20,5,6,8 1160643 871 124909 ASURE SOFTWARE INC COM 04649U102 1176 155794 SH DFND 2,20 125194 0 30600 TREVENA INC COM 89532E109 297 99331 SH DFND 20 99331 0 0 TREX CO INC COM 89531P105 245674 3431203 SH DFND 13,19,2,20,5,6,8 3140070 1200 289933 TRI POINTE GROUP INC COM 87265H109 91508 5044558 SH DFND 10,2,20,5,6,8 4370687 59334 614537 TRIBUNE PUBG CO NEW COM 89609W107 6214 532966 SH DFND 2,20,5 445416 8800 78750 TRICIDA INC COM 89610F101 4900 540871 SH DFND 2,20,5,8 424739 0 116132 TRICO BANCSHARES COM 896095106 16190 661086 SH DFND 2,20,5,8 483837 0 177249 TRIMAS CORP COM NEW 896215209 20007 877507 SH DFND 2,20,5,8 666264 200 211043 TRIMBLE INC COM 896239100 395272 8116476 SH DFND 10,11,12,13,19,2,20,5,6,8 6839755 149078 1127643 TRINET GROUP INC COM 896288107 49346 831865 SH DFND 2,20,5,8 629355 900 201610 TRINITY INDS INC COM 896522109 48390 2481516 SH DFND 13,2,20,5,6,8 2062004 658 418854 AT HOME GROUP INC COM 04650Y100 19844 1335385 SH DFND 2,20,5 1156665 0 178720 TRINSEO S A SHS L9340P101 34726 1354373 SH DFND 12,2,20,5,8 1173461 2400 178512 TRIP COM GROUP LTD ADS 89677Q107 281486 9039369 SH DFND 10,12,13,19,2,20,5,8 6956413 303471 1779485 TRIPADVISOR INC COM 896945201 43976 2244811 SH DFND 13,19,2,20,5,6,8 2010362 1093 233356 TRIPLE-S MGMT CORP CL B 896749108 10606 593494 SH DFND 2,20,5,8 499686 0 93808 TRISTATE CAP HLDGS INC COM 89678F100 8227 621400 SH DFND 2,20,5,8 494678 0 126722 TRITON INTL LTD CL A G9078F107 46232 1136747 SH DFND 2,20,5,8 887811 12500 236436 TRIUMPH BANCORP INC COM 89679E300 22962 737383 SH DFND 2,20,5,8 633297 0 104086 TRIUMPH GROUP INC NEW COM 896818101 40901 6282775 SH DFND 2,20,5,8 6050556 202 232017 TRONOX HOLDINGS PLC SHS G9087Q102 14039 1783902 SH DFND 2,20,5,8 1355902 1600 426400 TRUEBLUE INC COM 89785X101 18234 1177178 SH DFND 2,20,5,6,8 981957 1702 193519 AT&T INC COM 00206R102 8381564 293986821 SH DFND 1,10,11,12,13,19,2,20,5,6,8 253759012 4928080 35299729 TRUECAR INC COM 89785L107 12163 2432501 SH DFND 2,20,5,8 2001492 0 431009 TRUIST FINL CORP COM 89832Q109 2190702 57574299 SH DFND 10,12,13,19,2,20,5,6,8 50573230 661899 6339170 TRUPANION INC COM 898202106 70529 893907 SH DFND 2,20,5,8 759148 0 134759 TRUSTCO BK CORP N Y COM 898349105 16046 3033822 SH DFND 2,20,5,8 2602797 1400 429625 TRUSTMARK CORP COM 898402102 49915 2331402 SH DFND 2,20,5,6,8 2029988 895 300519 TSAKOS ENERGY NAVIGATION LTD SHS G9108L173 116 14587 SH DFND 2,20 14587 0 0 TTEC HLDGS INC COM 89854H102 30103 551843 SH DFND 2,20,5,8 471726 0 80117 TTM TECHNOLOGIES INC COM 87305R109 38477 3372241 SH DFND 2,20,5,8 2913722 700 457819 TUCOWS INC COM NEW 898697206 12314 178730 SH DFND 2,20,5,8 138899 0 39831 TUFIN SOFTWARE TECHNOLOGIS L SHS M8893U102 130 15720 SH DFND 2 15720 0 0 ATARA BIOTHERAPEUTICS INC COM 046513107 41874 3231040 SH DFND 2,20,5,8 2900389 0 330651 TUPPERWARE BRANDS CORP COM 899896104 32166 1595544 SH DFND 13,2,20,5 1414808 0 180736 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1629 340179 SH DFND 2,20 340179 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 111515 1276504 SH DFND 2,20,5,8 1115903 300 160301 TURNING PT BRANDS INC COM 90041L105 5151 184310 SH DFND 2,20,5 153513 0 30797 TURTLE BEACH CORP COM NEW 900450206 3593 197406 SH DFND 2,20 152206 0 45200 TUTOR PERINI CORP COM 901109108 9179 824712 SH DFND 12,2,20,5,8 634189 800 189723 TWILIO INC CL A 90138F102 664479 2689218 SH DFND 10,11,12,13,19,2,20,5,6,8 2221372 59197 408649 TWILIO INC NOTE 0.250% 6/0 90138FAB8 46804 13444000 PRN DFND 2,5 13444000 0 0 TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 9323 354905 SH DFND 2,20,5,8 273973 0 80932 TWIST 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3800 106370 ATLANTIC UN BANKSHARES CORP COM 04911A107 41324 1933748 SH DFND 2,20,5,8 1562731 500 370517 UNIVERSAL HLTH SVCS INC CL B 913903100 378537 3537064 SH DFND 10,11,12,13,19,2,20,5,6,8 3070650 84611 381803 UNIVERSAL INS HLDGS INC COM 91359V107 13153 950345 SH DFND 2,20,5,8 799835 8300 142210 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2928 140388 SH DFND 2,20 114946 0 25442 UNIVERSAL TECHNICAL INST INC COM 913915104 1698 334156 SH DFND 2,20,5 247492 0 86664 UNIVEST FINANCIAL CORPORATIO COM 915271100 9751 668502 SH DFND 2,20,5,8 527213 0 141289 UNUM GROUP COM 91529Y106 152975 9089437 SH DFND 10,12,13,19,2,20,5,6,8 8248696 4109 836632 UP FINTECH HLDG LTD SPONSORED ADS 91531W106 173 36581 SH DFND 2 36581 0 0 UPLAND SOFTWARE INC COM 91544A109 21174 561641 SH DFND 2,20,5,8 454984 0 106657 UPWORK INC COM 91688F104 30047 1722850 SH DFND 2,20,5,8 1316108 0 406742 URANIUM ENERGY CORP COM 916896103 2375 2382863 SH DFND 2,20,5 1616286 0 766577 ATLANTICA SUSTAINABLE INFR P SHS G0751N103 7422 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0 60488 VBI VACCINES INC COM NEW 91822J103 53082 18560288 SH DFND 2,20,5 17991768 0 568520 VECTOR GROUP LTD COM 92240M108 36749 3792426 SH DFND 2,20,5 3412553 1706 378167 VECTRUS INC COM 92242T101 18550 488155 SH DFND 2,20,5,8 434023 0 54132 VEDANTA LIMITED SPONSORED ADR 92242Y100 25677 3474546 SH DFND 12,13,2,20,5,8 1836968 0 1637578 VEECO INSTRS INC DEL COM 922417100 16813 1440741 SH DFND 2,20,5,8 1224668 1747 214326 VEEVA SYS INC CL A COM 922475108 797260 2835306 SH DFND 10,11,12,13,19,2,20,5,6,8 2267417 126633 441256 VENATOR MATLS PLC SHS G9329Z100 72 37500 SH DFND 20 37500 0 0 ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 7685 717509 SH DFND 2,20,5,8 544499 0 173010 ATMOS ENERGY CORP COM 049560105 798446 8352823 SH DFND 10,11,12,13,19,2,20,5,6,8 7598548 153886 600389 VENTAS INC COM 92276F100 959339 22624810 SH DFND 10,11,12,13,19,2,20,5,6,8 18917158 352794 3354858 VENUS CONCEPT INC COM 92332W105 479 206646 SH DFND 2,20 163856 0 42790 VEON LTD SPONSORED ADR 91822M106 10091 8005606 SH DFND 13,19,2,20,5,8 4938306 0 3067300 VEONEER INC COM 92336X109 8212 558661 SH DFND 13,2,20,5,8 460191 1000 97470 VERA BRADLEY INC COM 92335C106 3888 636407 SH DFND 2,20,5 553867 0 82540 VERACYTE INC COM 92337F107 70965 2184202 SH DFND 2,20,5,8 1928299 0 255903 VERASTEM INC COM 92337C104 2781 2298512 SH DFND 2,20,5,8 1791716 0 506796 VEREIT INC COM 92339V100 312385 47511111 SH DFND 10,11,12,13,19,2,20,5,6,8 37251412 924394 9335305 VEREIT INC NOTE 3.750%12/1 02917TAB0 6432 6340000 PRN DFND 2 6340000 0 0 VERICEL CORP COM 92346J108 37536 2025687 SH DFND 2,20,5,8 1808878 0 216809 ATN INTL INC COM 00215F107 21651 430340 SH DFND 2,20,5,6,8 377547 0 52793 VERICITY INC COM 92347D100 206 20200 SH DFND 2,20 16900 0 3300 VERINT SYS INC COM 92343X100 65663 1362876 SH DFND 19,2,20,5,8 1048890 500 313486 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 9575 9385000 PRN DFND 2,5 9385000 0 0 VERISIGN INC COM 92343E102 852533 4161745 SH DFND 1,10,11,12,13,19,2,20,5,6,8 3612559 65879 483307 VERISK ANALYTICS INC COM 92345Y106 1285754 6938396 SH DFND 10,11,12,13,19,2,20,5,6,8 5762484 98944 1076968 VERITEX HLDGS INC COM 923451108 28806 1691478 SH DFND 2,20,5,8 1400178 0 291300 VERITIV CORP COM 923454102 5029 397254 SH DFND 2,20,5 348895 0 48359 VERITONE INC COM 92347M100 3672 400826 SH DFND 2,20,5 323168 0 77658 VERIZON COMMUNICATIONS INC COM 92343V104 9829796 165234424 SH DFND 1,10,11,12,13,19,2,20,5,6,8 135233397 3033189 26967838 VERRA MOBILITY CORP COM 92511U102 27291 2825130 SH DFND 2,20,5,8 2204587 0 620543 ATOMERA INC COM 04965B100 2259 216203 SH DFND 2,20 177038 0 39165 VERRICA PHARMACEUTICALS INC COM 92511W108 1800 232577 SH DFND 2,20 188921 0 43656 VERSO CORP CL A 92531L207 5001 633800 SH DFND 2,20,5,8 474467 0 159333 VERTEX PHARMACEUTICALS INC COM 92532F100 3091813 11361946 SH DFND 10,11,12,13,19,2,20,5,6,8 9867985 171877 1322084 VERTIV HOLDINGS CO COM CL A 92537N108 43372 2504140 SH DFND 2,20,5,8 2027877 0 476263 VERU INC COM 92536C103 1451 553976 SH DFND 2,20 440488 0 113488 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COM 92672L107 7020 2005727 SH DFND 2,20,5,8 1551967 0 453760 VIKING THERAPEUTICS INC COM 92686J106 29439 5058164 SH DFND 2,20,5,8 4744701 0 313463 VILLAGE SUPER MKT INC CL A NEW 927107409 6631 266736 SH DFND 2,20,5,6,8 226933 0 39803 VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 770 102367 SH DFND 20,5 89143 0 13224 ATRICURE INC COM 04963C209 41548 1041312 SH DFND 2,20,5,8 834730 500 206082 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 155847 9964620 SH DFND 10,12,13,19,2,20,5,8 7642182 353895 1968543 VIR BIOTECHNOLOGY INC COM 92764N102 31887 928830 SH DFND 19,2,20,5 741736 0 187094 VIRGIN GALACTIC HOLDINGS INC COM 92766K106 64484 3353285 SH DFND 2,20,5,8 3137881 0 215404 VIRNETX HLDG CORP COM 92823T108 8695 1649930 SH DFND 2,20,5,8 1415322 0 234608 VIRTU FINL INC CL A 928254101 17523 761523 SH DFND 2,20,5,8 614228 0 147295 VIRTUS INVT PARTNERS INC COM 92828Q109 33562 242062 SH DFND 10,2,20,5,8 199755 7474 34833 VIRTUSA CORP COM 92827P102 50213 1021430 SH DFND 2,20,5,8 886114 700 134616 VISA INC COM CL A 92826C839 15110038 75561523 SH DFND 10,11,12,13,19,2,20,5,6,8 59863019 1906509 13791995 VISHAY INTERTECHNOLOGY INC COM 928298108 65251 4190786 SH DFND 2,20,5,6,8 3580203 789 609794 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 13652 14020000 PRN DFND 2,5 14020000 0 0 ATRION CORP COM 049904105 23916 38204 SH DFND 2,20,5,6,8 31652 0 6552 VISHAY PRECISION GROUP INC COM 92835K103 7314 288856 SH DFND 2,20,5,8 234817 0 54039 VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 86 38200 SH DFND 2 38200 0 0 VISTA OUTDOOR INC COM 928377100 35600 1764122 SH DFND 2,20,5 1591915 586 171621 VISTEON CORP COM NEW 92839U206 68588 990870 SH DFND 12,13,19,2,20,5,6,8 856347 459 134064 VISTRA CORP COM 92840M102 179496 9517297 SH DFND 10,11,12,13,19,2,20,5,6,8 8154421 240080 1122796 VITAL FARMS INC COM 92847W103 5337 131690 SH DFND 2,20 99834 0 31856 VIVINT SMART HOME INC COM CL A 928542109 21390 1252362 SH DFND 2,20,5 992591 0 259771 VIVINT SOLAR INC COM 92854Q106 60092 1418947 SH DFND 2,20,5,8 1206093 0 212854 VMWARE INC CL A COM 928563402 285071 1984210 SH DFND 10,11,12,13,19,2,20,5,6,8 1438648 49372 496190 VOCERA COMMUNICATIONS INC COM 92857F107 18901 649966 SH DFND 2,20,5,8 505616 0 144350 AUBURN NATL BANCORP COM 050473107 928 25605 SH DFND 2,20 20305 0 5300 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 2011 149819 SH DFND 1,2,20 149819 0 0 VOLITIONRX LTD COM 928661107 831 259032 SH DFND 2,20 204609 0 54423 VONAGE HLDGS CORP COM 92886T201 80153 7835102 SH DFND 2,20,5,8 6785417 4300 1045385 VORNADO RLTY TR SH BEN INT 929042109 360162 10684144 SH DFND 10,11,12,13,19,2,20,5,6,8 8900967 217356 1565821 VOXX INTL CORP CL A 91829F104 1789 232582 SH DFND 2,20 187782 0 44800 VOYA FINANCIAL INC COM 929089100 177599 3705380 SH DFND 10,11,12,13,19,2,20,5,6,8 2722465 138899 844016 VOYAGER THERAPEUTICS INC COM 92915B106 6045 566559 SH DFND 2,20,5,8 460941 0 105618 VROOM INC COM 92918V109 10536 203471 SH DFND 2,20 179902 0 23569 VSE CORP COM 918284100 4994 162999 SH DFND 2,20,5 129700 0 33299 VTV THERAPEUTICS INC CL A 918385105 311 175753 SH DFND 2,20 157311 0 18442 AUDIOCODES LTD ORD M15342104 447 14203 SH DFND 2 14203 0 0 VULCAN MATLS CO COM 929160109 742710 5479634 SH DFND 10,11,12,13,19,2,20,5,6,8 4671225 81730 726679 VUZIX CORP COM NEW 92921W300 96 21000 SH DFND 20 21000 0 0 VYNE THERAPEUTICS INC COM NEW 92941V100 3194 1924068 SH DFND 2,20,5 1537512 0 386556 W & T OFFSHORE INC COM 92922P106 3582 1989873 SH DFND 2,20,5 1598574 0 391299 WABASH NATL CORP COM 929566107 22547 1872691 SH DFND 2,20,5,8 1609193 2200 261298 WABTEC COM 929740108 447655 7234239 SH DFND 1,10,11,12,13,19,2,20,5,6,8 6315579 88946 829714 WADDELL & REED FINL INC CL A 930059100 33485 2254874 SH DFND 2,20,5,8 1924169 2643 328062 WAITR HLDGS INC COM 930752100 4273 1327133 SH DFND 2,20,5 1102300 0 224833 WALGREENS BOOTS ALLIANCE INC COM 931427108 1668294 46444706 SH DFND 1,10,11,12,13,19,2,20,5,6,8 36471924 808724 9164058 WALKER & DUNLOP INC COM 93148P102 45327 855224 SH DFND 2,20,5,8 720081 0 135143 AUTODESK INC COM 052769106 2018551 8737939 SH DFND 10,11,12,13,19,2,20,5,6,8 7507309 107479 1123151 WALMART INC COM 931142103 9426835 67377849 SH DFND 1,10,11,12,13,19,2,20,5,6,8 54313792 1403431 11660626 WARNER MUSIC GROUP CORP COM CL A 934550203 1325 46100 SH DFND 20,5 46100 0 0 WARRIOR MET COAL INC COM 93627C101 53046 3105746 SH DFND 2,20,5,8 2860041 0 245705 WASHINGTON FED INC COM 938824109 54946 2634048 SH DFND 2,20,5,6,8 2269193 1029 363826 WASHINGTON PRIME GROUP NEW COM 93964W108 2909 4493231 SH DFND 13,2,20,5,8 4343181 0 150050 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 84573 4139616 SH DFND 10,12,13,19,2,20,5,8 3393516 22587 723513 WASHINGTON TR BANCORP COM 940610108 11261 361282 SH DFND 13,2,20,5,8 269007 0 92275 WASTE CONNECTIONS INC COM 94106B101 296903 2860342 SH DFND 10,11,12,13,19,2,20,5,6,8 2107586 151966 600790 WASTE MGMT INC DEL COM 94106L109 2315461 20460028 SH DFND 10,11,12,13,19,2,20,5,6,8 15671283 2391303 2397442 WATERS CORP COM 941848103 539062 2754814 SH DFND 10,11,12,13,19,2,20,5,6,8 2343924 90027 320863 AUTOHOME INC SP ADR RP CL A 05278C107 125493 1307214 SH DFND 10,12,13,19,2,20,5,8 1037916 32600 236698 WATERSTONE FINL INC MD COM 94188P101 9659 623584 SH DFND 2,20,5,6,8 511838 0 111746 WATFORD HLDGS LTD SHS G94787101 7582 330499 SH DFND 2,20,5,8 257405 0 73094 WATSCO INC COM 942622200 182456 783442 SH DFND 12,13,19,2,20,5,6,8 707184 487 75771 WATTS WATER TECHNOLOGIES INC CL A 942749102 82236 821132 SH DFND 2,20,5,8 689025 144 131963 WAVE LIFE SCIENCES LTD SHS Y95308105 3933 463220 SH DFND 2,20,5,8 369156 0 94064 WAYFAIR INC CL A 94419L101 395469 1358955 SH DFND 10,11,12,13,19,2,20,5,6,8 1112978 36941 209036 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 46517 22450000 PRN DFND 2,5 22450000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 35763 13874000 PRN DFND 2,5 13874000 0 0 WD-40 CO COM 929236107 81881 432521 SH DFND 2,20,5,6,8 364853 235 67433 WEBSTER FINL CORP CONN COM 947890109 76675 2903245 SH DFND 13,2,20,5,6,8 2697355 1374 204516 ACCELERATE DIAGNOSTICS INC COM 00430H102 7945 745301 SH DFND 2,20,5,8 621245 0 124056 AUTOLIV INC COM 052800109 75448 1035230 SH DFND 10,11,12,13,19,2,20,5,6,8 752789 60430 222011 WEC ENERGY GROUP INC COM 92939U106 1649102 17018597 SH DFND 10,11,12,13,19,2,20,5,6,8 14737632 211420 2069545 WEIBO CORP NOTE 1.250%11/1 948596AC5 22230 23219000 PRN DFND 2,5 23219000 0 0 WEIBO CORP SPONSORED ADR 948596101 49029 1345841 SH DFND 10,12,13,19,2,20,5,8 1084225 30330 231286 WEINGARTEN RLTY INVS SH BEN INT 948741103 88726 5231485 SH DFND 10,13,2,20,5,6,8 4498813 41544 691128 WEIS MKTS INC COM 948849104 13979 291236 SH DFND 2,20,5,6,8 234798 370 56068 WELBILT INC COM 949090104 15717 2551419 SH DFND 2,20,5,8 1956684 886 593849 WELLS FARGO CO NEW COM 949746101 3902786 166005359 SH DFND 1,10,12,13,19,2,20,5,6,8 145246087 2407888 18351384 WELLS FARGO CO NEW PERP PFD CNV A 949746804 100216 74920 SH DFND 2 74920 0 0 WELLTOWER INC COM 95040Q104 1352055 24542656 SH DFND 10,11,12,13,19,2,20,5,6,8 20505147 366006 3671503 WENDYS CO COM 95058W100 94672 4246342 SH DFND 2,20,5,6,8 3787705 1941 456696 AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 282 24267 SH DFND 1,2 23255 0 1012 WERNER ENTERPRISES INC COM 950755108 84044 2001531 SH DFND 2,20,5,6,8 1717930 242 283359 WESBANCO INC COM 950810101 31220 1439289 SH DFND 2,20,5,8 1134307 137 304845 WESCO INTL INC COM 95082P105 47116 1070332 SH DFND 12,2,20,5,8 832030 491 237811 WEST BANCORPORATION INC CAP STK 95123P106 5947 375424 SH DFND 13,2,20,5 272944 0 102480 WEST PHARMACEUTICAL SVSC INC COM 955306105 956703 3480186 SH DFND 10,11,12,13,19,2,20,5,6,8 2918404 130959 430823 WESTAMERICA BANCORPORATION COM 957090103 48210 887029 SH DFND 2,20,5,8 761592 10 125427 WESTERN ALLIANCE BANCORP COM 957638109 62003 1960886 SH DFND 13,2,20,5,8 1729886 1500 229500 WESTERN ASSET MTG CAP CORP COM 95790D105 2326 1140283 SH DFND 2,20,5 938980 0 201303 WESTERN DIGITAL CORP. COM 958102105 450762 12332747 SH DFND 10,11,12,13,19,2,20,5,6,8 10608791 181732 1542224 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 27287 28548000 PRN DFND 2,5 28548000 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 2617714 18644816 SH DFND 1,10,11,12,13,19,2,20,5,6,8 16021615 488692 2134509 WESTERN NEW ENG BANCORP INC COM 958892101 2984 529954 SH DFND 2,20,5,6 445072 0 84882 WESTERN UN CO COM 959802109 511634 23874676 SH DFND 1,10,11,12,13,19,2,20,5,6,8 18906612 848893 4119171 WESTLAKE CHEM CORP COM 960413102 28750 454759 SH DFND 12,13,19,2,20,5,8 364083 500 90176 WESTPAC BANKING CORP SPONSORED ADR 961214301 399 33121 SH DFND 20 33121 0 0 WESTROCK CO COM 96145D105 405788 11680707 SH DFND 10,11,12,13,19,2,20,5,6,8 10170893 266122 1243692 WESTWOOD HLDGS GROUP INC COM 961765104 1759 157861 SH DFND 2,20,5 129679 0 28182 WEX INC COM 96208T104 138079 993587 SH DFND 13,2,20,5,6,8 894604 427 98556 WEYCO GROUP INC COM 962149100 2041 126215 SH DFND 2,20 102885 0 23330 WEYERHAEUSER CO MTN BE COM NEW 962166104 820384 28765214 SH DFND 10,11,12,13,19,2,20,5,6,8 24701844 409903 3653467 WHIRLPOOL CORP COM 963320106 587546 3195097 SH DFND 10,11,12,13,19,2,20,5,6,8 2725165 119454 350478 AUTONATION INC COM 05329W102 81985 1548928 SH DFND 10,12,13,19,2,20,5,6,8 1393170 15598 140160 WHITE MTNS INS GROUP LTD COM G9618E107 40099 51475 SH DFND 13,19,2,20,5,6,8 41663 51 9761 WHITESTONE REIT COM 966084204 8354 1392294 SH DFND 2,20,5,8 1206078 0 186216 WHITING PETE CORP NEW COM NEW 966387508 444 25685 SH DFND 12,2,20,5 21759 0 3926 WIDEOPENWEST INC COM 96758W101 4191 807455 SH DFND 2,20,5,8 619752 0 187703 WIDEPOINT CORP COM 967590100 12 24908 SH DFND 20 24908 0 0 WILEY JOHN & SONS INC CL A 968223206 143203 4516009 SH DFND 2,20,5,6,8 4400915 435 114659 WILLDAN GROUP INC COM 96924N100 5002 196077 SH DFND 2,20,5,8 153894 0 42183 WILLIAMS COS INC COM 969457100 1302528 66286431 SH DFND 10,11,12,13,19,2,20,5,6,8 59142880 766447 6377104 WILLIAMS SONOMA INC COM 969904101 226631 2505874 SH DFND 10,12,13,19,2,20,5,6,8 2300428 11445 194001 WILLIS LEASE FINANCE CORP COM 970646105 714 38683 SH DFND 2,20 26887 0 11796 AUTOZONE INC COM 053332102 1236411 1049906 SH DFND 10,11,12,13,19,2,20,5,6,8 888622 17149 144135 WILLIS TOWERS WATSON PLC LTD SHS G96629103 1319232 6297149 SH DFND 10,11,12,13,19,2,20,5,6,8 5445286 82872 768991 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 53675 3217936 SH DFND 2,20,5,8 2463491 596 753849 WINGSTOP INC COM 974155103 120614 882652 SH DFND 2,20,5,6,8 747000 200 135452 WINMARK CORP COM 974250102 10032 58267 SH DFND 2,20,5,6,8 42863 0 15404 WINNEBAGO INDS INC COM 974637100 50065 968947 SH DFND 2,20,5,8 828172 0 140775 WINTRUST FINL CORP COM 97650W108 68583 1712444 SH DFND 13,2,20,5,6,8 1574315 539 137590 WIPRO LTD SPON ADR 1 SH 97651M109 65840 14008546 SH DFND 12,13,19,2,20,5,8 9700542 0 4308004 WISDOMTREE INVTS INC COM 97717P104 13134 4104518 SH DFND 2,20,5,8 3461612 3600 639306 WIX COM LTD NOTE 7/0 92940WAB5 19958 10638000 PRN DFND 2,5 10638000 0 0 WIX COM LTD SHS M98068105 268223 1052475 SH DFND 10,12,13,19,2,20,5,6,8 770645 25900 255930 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 417 82798 SH DFND 1,2 17831 0 64967 WNS HLDGS LTD SPON ADR 92932M101 2857 44663 SH DFND 19,2,20 44663 0 0 WOLVERINE WORLD WIDE INC COM 978097103 67688 2609413 SH DFND 2,20,5,8 2222893 828 385692 WOODWARD INC COM 980745103 100916 1258926 SH DFND 13,19,2,20,5,6,8 1129963 449 128514 WORKDAY INC CL A 98138H101 782728 3638397 SH DFND 10,11,12,13,19,2,20,5,6,8 2976239 86189 575969 WORKDAY INC NOTE 0.250%10/0 98138HAF8 43891 28401000 PRN DFND 2,5 28401000 0 0 WORKHORSE GROUP INC COM NEW 98138J206 58466 2312751 SH DFND 2,20,5 1977151 0 335600 WORKIVA INC COM CL A 98139A105 43828 786020 SH DFND 2,20,5,8 611354 500 174166 WORLD ACCEP CORP DEL COM 981419104 15711 148850 SH DFND 2,20,5,8 126131 0 22719 WORLD FUEL SVCS CORP COM 981475106 51612 2424247 SH DFND 10,12,13,19,2,20,5,6,8 2098615 16378 309254 WORLD WRESTLING ENTMT INC CL A 98156Q108 41956 1036723 SH DFND 2,20,5,6,8 921045 6700 108978 AVALARA INC COM 05338G106 196992 1546976 SH DFND 10,11,12,13,19,2,20,5,6,8 1256921 35724 254331 WORTHINGTON INDS INC COM 981811102 73506 1802494 SH DFND 2,20,5,6,8 1624275 200 178019 WP CAREY INC COM 92936U109 474826 7175307 SH DFND 1,10,11,12,13,19,2,20,5,6,8 5803834 149214 1222259 WPX ENERGY INC COM 98212B103 104448 21315945 SH DFND 12,13,2,20,5,6 20681143 6336 628466 WRAP TECHNOLOGIES INC COM 98212N107 1197 176878 SH DFND 2,20 141988 0 34890 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 12647 8738000 PRN DFND 2,5 8738000 0 0 WRIGHT MED GROUP N V ORD SHS N96617118 93088 3048061 SH DFND 13,2,20,5,6,8 2442302 1154 604605 WSFS FINL CORP COM 929328102 33404 1238546 SH DFND 2,20,5,8 946621 662 291263 WW INTL INC COM 98262P101 26746 1417383 SH DFND 13,2,20,5,6,8 1198785 336 218262 WYNDHAM DESTINATIONS INC COM 98310W108 64933 2110950 SH DFND 13,2,20,5,6,8 1874913 4995 231042 WYNDHAM HOTELS & RESORTS INC COM 98311A105 111765 2213176 SH DFND 12,13,2,20,5,6,8 1969692 1795 241689 AVALON GLOBOCARE CORP COM 05344R104 291 232833 SH DFND 2,20 150015 0 82818 WYNN RESORTS LTD COM 983134107 282579 3935090 SH DFND 10,12,13,19,2,20,5,6,8 3410397 58797 465896 X4 PHARMACEUTICALS INC COM 98420X103 2864 423086 SH DFND 2,20 373204 0 49882 XBIOTECH INC COM 98400H102 5196 272180 SH DFND 2,20,5,8 219926 0 52254 XCEL ENERGY INC COM 98389B100 1901149 27377207 SH DFND 10,11,12,13,19,2,20,5,6,8 24393641 368439 2615127 XENCOR INC COM 98401F105 93343 2406367 SH DFND 2,20,5,8 2148866 1200 256301 XENIA HOTELS & RESORTS INC COM 984017103 49515 5639528 SH DFND 10,12,13,2,20,5,8 4835827 30912 772789 XENON PHARMACEUTICALS INC COM 98420N105 991 89547 SH DFND 2,20,5,8 87847 0 1700 XERIS PHARMACEUTICALS INC COM 98422L107 4006 675559 SH DFND 2,20,5 555378 0 120181 XEROX HOLDINGS CORP COM NEW 98421M106 145576 7654238 SH DFND 1,10,12,13,19,2,20,5,6,8 6852258 3537 798443 XILINX INC COM 983919101 1056520 10135456 SH DFND 10,11,12,13,19,2,20,5,6,8 8708784 257076 1169596 AVALONBAY CMNTYS INC COM 053484101 1277932 8468970 SH DFND 10,11,12,13,19,2,20,5,6,8 7061420 123550 1284000 XOMA CORP DEL COM NEW 98419J206 1290 68482 SH DFND 2,20 54555 0 13927 XP INC CL A G98239109 2318 55591 SH DFND 2,20,8 55591 0 0 XPEL INC COM 98379L100 4924 188811 SH DFND 2,20,5 142407 0 46404 XPENG INC ADS 98422D105 25132 1252232 SH DFND 10,12,19,2,20,5,8 1038800 43200 170232 XPERI HOLDING CORP COM 98390M103 40423 3518108 SH DFND 2,20,5,8 2988002 866 529240 XPO LOGISTICS INC COM 983793100 255954 3023312 SH DFND 10,11,12,13,19,2,20,5,6,8 2581854 92059 349399 XUNLEI LTD SPONSORED ADR 98419E108 830 241138 SH DFND 2 241138 0 0 XYLEM INC COM 98419M100 671309 7980371 SH DFND 10,11,12,13,19,2,20,5,6,8 6837073 107329 1035969 Y-MABS THERAPEUTICS INC COM 984241109 40307 1049936 SH DFND 2,20,5,8 916433 0 133503 YAMANA GOLD INC COM 98462Y100 103 18079 SH DFND 20 18079 0 0 AVANGRID INC COM 05351W103 41257 810669 SH DFND 10,12,13,19,2,20,5,8 726305 0 84364 YANDEX N V SHS CLASS A N97284108 211689 3244278 SH DFND 10,12,13,19,2,20,5,8 2893066 125722 225490 YATRA ONLINE INC ORD SHS G98338109 103 137967 SH DFND 20 137967 0 0 YELP INC CL A 985817105 46692 2324146 SH DFND 13,2,20,5,6,8 2000857 600 322689 YETI HLDGS INC COM 98585X104 100249 2212032 SH DFND 2,20,5,8 1861424 0 350608 YEXT INC COM 98585N106 32469 2138948 SH DFND 2,20,5,8 1704620 0 434328 YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 341 47366 SH DFND 2,20,5 40554 0 6812 YORK WTR CO COM 987184108 11241 264794 SH DFND 2,20,5,8 208005 0 56789 YOUNGEVITY INTL INC COM NEW 987537206 7 12100 SH DFND 20 12100 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 22759 6375208 SH DFND 10,12,13,19,2,20,5,8 2113818 645740 3615650 YRC WORLDWIDE INC COM PAR $.01 984249607 98 24899 SH DFND 20 24899 0 0 ACCELERON PHARMA INC COM 00434H108 129089 1147151 SH DFND 13,19,2,20,5,8 1024055 1400 121696 AVANOS MED INC COM 05350V106 57156 1720533 SH DFND 1,2,20,5,6,8 1484844 257 235432 YUM BRANDS INC COM 988498101 1218477 13345857 SH DFND 10,11,12,13,19,2,20,5,6,8 11213075 205594 1927188 YUM CHINA HLDGS INC COM 98850P109 650521 12285572 SH DFND 10,11,12,13,19,2,20,5,8 9986049 225171 2074352 YY INC ADS REPSTG COM A 46591M109 111233 1378866 SH DFND 1,10,12,13,19,2,20,5,8 1044981 54137 279748 YY INC NOTE 0.750% 6/1 98426TAD8 12267 11290000 PRN DFND 2,5 11290000 0 0 YY INC NOTE 1.375% 6/1 98426TAF3 14296 13235000 PRN DFND 2,5 13235000 0 0 ZAGG INC COM 98884U108 64 22925 SH DFND 20 22912 0 13 ZAI LAB LTD ADR 98887Q104 87931 1057241 SH DFND 10,12,13,19,2,20,5,8 802267 24600 230374 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 528659 2094030 SH DFND 10,11,12,13,19,2,20,5,6,8 1811311 33812 248907 ZENDESK INC COM 98936J101 144901 1407904 SH DFND 13,19,2,20,5,8 1121770 1300 284834 ZENTALIS PHARMACEUTICALS INC COM 98943L107 5283 161594 SH DFND 2,20,5 126951 0 34643 AVANTOR INC COM 05352A100 192332 8551903 SH DFND 10,11,12,13,19,2,20,5,6,8 6897847 204241 1449815 ZILLOW GROUP INC CL A 98954M101 61885 609468 SH DFND 12,13,19,2,20,5 526868 0 82600 ZILLOW GROUP INC CL C CAP STK 98954M200 294430 2898216 SH DFND 10,11,12,13,19,2,20,5,6,8 2309479 67815 520922 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 18243 7641000 PRN DFND 2 7641000 0 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 9412 6580000 PRN DFND 2,5 6580000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 16504 8520000 PRN DFND 2,5 8520000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 19903 11450000 PRN DFND 2,5 11450000 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 1166735 8555160 SH DFND 10,11,12,13,19,2,20,5,6,8 7458935 125156 971069 ZIONS BANCORPORATION N A COM 989701107 255655 8749331 SH DFND 10,12,13,19,2,20,5,6,8 7775317 107652 866362 ZIOPHARM ONCOLOGY INC COM 98973P101 23780 9436633 SH DFND 2,20,5,8 8516406 0 920227 ZIX CORP COM 98974P100 7532 1289680 SH DFND 2,20,5 1104567 0 185113 AVAYA HLDGS CORP COM 05351X101 38171 2511245 SH DFND 12,2,20,5,8 2052564 37934 420747 ZOETIS INC CL A 98978V103 3322061 20088655 SH DFND 1,10,11,12,13,19,2,20,5,6,8 17293393 458958 2336304 ZOGENIX INC COM NEW 98978L204 22850 1274425 SH DFND 2,20,5,8 1026327 0 248098 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1635705 3479409 SH DFND 10,11,12,13,19,2,20,5,6,8 2840770 107883 530756 ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 1251 29100 SH DFND 20 29100 0 0 ZOVIO INC COM 98979V102 122 30394 SH DFND 20 30394 0 0 ZSCALER INC COM 98980G102 214148 1522127 SH DFND 10,11,12,13,19,2,20,5,6,8 1214954 44047 263126 ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 226873 7582658 SH DFND 1,10,12,13,19,2,20,5,8 5979958 186800 1415900 ZUMIEZ INC COM 989817101 19517 701543 SH DFND 2,20,5,8 599686 0 101857 ZUORA INC COM CL A 98983V106 22334 2160008 SH DFND 2,20,5,8 1704077 0 455931 ZYMEWORKS INC COM 98985W102 5042 108244 SH DFND 2,20,5,8 74944 0 33300 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 8010 8433000 PRN DFND 2,5 8433000 0 0 ZYNEX INC COM 98986M103 8875 508584 SH DFND 2,20,5,8 450964 0 57620 ZYNGA INC CL A 98986T108 108595 11907314 SH DFND 13,2,20,5,6,8 9630207 6900 2270207 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 20445 16125000 PRN DFND 2,5 16125000 0 0 AVENUE THERAPEUTICS INC COM NEW 05360L205 794 73316 SH DFND 2,20 57712 0 15604 AVEO PHARMACEUTICALS INC COM NEW 053588307 1134 190934 SH DFND 2,20 159166 0 31768 AVERY DENNISON CORP COM 053611109 481595 3767173 SH DFND 10,11,12,13,19,2,20,5,6,8 3023513 95288 648372 AVID BIOSERVICES INC COM 05368M106 7561 992280 SH DFND 2,20,5 793445 0 198835 AVID TECHNOLOGY INC COM 05367P100 4542 530640 SH DFND 2,20,5 418644 0 111996 AVIDITY BIOSCIENCES INC COM 05370A108 6881 244437 SH DFND 2,20,5 188512 0 55925 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6029744 26681351 SH DFND 10,11,12,13,19,2,20,5,6,8 22575001 773331 3333019 AVIENT CORPORATION COM 05368V106 74374 2789124 SH DFND 2,20,5,6,8 2374562 1060 413502 AVIS BUDGET GROUP COM 053774105 56594 2150214 SH DFND 12,13,2,20,5,6,8 1892400 1388 256426 AVISTA CORP COM 05379B107 78580 2303054 SH DFND 13,19,2,20,5,8 1949066 920 353068 AVNET INC COM 053807103 105109 4067673 SH DFND 12,13,19,2,20,5,6,8 3817639 1129 248905 AVROBIO INC COM 05455M100 16919 1299467 SH DFND 2,20,5,8 1175184 0 124283 AXALTA COATING SYS LTD COM G0750C108 114980 5186306 SH DFND 10,11,12,13,19,2,20,5,6,8 3619405 399920 1166981 AXCELIS TECHNOLOGIES INC COM NEW 054540208 22475 1021608 SH DFND 2,20,5,8 864145 0 157463 AXCELLA HEALTH INC COM 05454B105 924 200088 SH DFND 2,20 166154 0 33934 AXIS CAP HLDGS LTD SHS G0692U109 57773 1311839 SH DFND 12,13,19,2,20,5,8 1060365 1101 250373 AXOGEN INC COM 05463X106 11759 1011063 SH DFND 2,20,5,8 865256 0 145807 1ST CONSTITUTION BANCORP COM 31986N102 1894 159179 SH DFND 2,20 132326 0 26853 ACCO BRANDS CORP COM 00081T108 12499 2155014 SH DFND 2,20,5,8 1706753 77 448184 AXON ENTERPRISE INC COM 05464C101 170244 1876996 SH DFND 13,19,2,20,5,6,8 1720808 500 155688 AXONICS MODULATION TECHNOLOG COM 05465P101 39905 781843 SH DFND 2,20,5,8 648473 0 133370 AXOS FINANCIAL INC COM 05465C100 43293 1857257 SH DFND 2,20,5,8 1598505 1600 257152 AXSOME THERAPEUTICS INC COM 05464T104 46593 653934 SH DFND 2,20,5,8 528482 500 124952 AXT INC COM 00246W103 4161 679886 SH DFND 2,20,5 536973 0 142913 AYTU BIOSCIENCE INC COM PAR 054754700 345 289910 SH DFND 2,20 232710 0 57200 AZEK CO INC CL A 05478C105 11357 326251 SH DFND 2,20 290917 0 35334 AZURE PWR GLOBAL LTD SHS V0393H103 1531 51383 SH DFND 2,20 51383 0 0 AZZ INC COM 002474104 28381 831785 SH DFND 2,20,5,8 706645 94 125046 B & G FOODS INC NEW COM 05508R106 63858 2261342 SH DFND 10,12,2,20,5,8 1949704 16870 294768 ACCOLADE INC COM 00437E102 5970 153589 SH DFND 2,20 114395 0 39194 B. RILEY FINANCIAL INC COM 05580M108 9687 386565 SH DFND 2,20,5,8 287773 4600 94192 BABCOCK & WILCOX ENTERPRISES COM 05614L209 37 15843 SH DFND 20,5 15843 0 0 BADGER METER INC COM 056525108 62311 953205 SH DFND 19,2,20,5,8 798966 120 154119 BAIDU INC SPON ADR REP A 056752108 761619 6016421 SH DFND 1,10,11,12,13,19,2,20,5,8 4595559 205402 1215460 BAKER HUGHES COMPANY CL A 05722G100 514146 38686685 SH DFND 10,11,12,13,19,2,20,5,6,8 33425600 320633 4940452 BALCHEM CORP COM 057665200 93350 956158 SH DFND 13,2,20,5,8 803904 416 151838 BALL CORP COM 058498106 1169010 14064126 SH DFND 10,11,12,13,19,2,20,5,6,8 11843575 157974 2062577 BALLARD PWR SYS INC NEW COM 058586108 7376 488472 SH DFND 2 488472 0 0 BANC OF CALIFORNIA INC COM 05990K106 18639 1830520 SH DFND 2,20,5,8 1381672 0 448848 BANCFIRST CORP COM 05945F103 26219 636612 SH DFND 2,20,5,8 548927 0 87685 ACCURAY INC COM 004397105 4293 1788880 SH DFND 2,20,5 1464737 0 324143 BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 1553 616405 SH DFND 13,2,20,5 432390 0 184015 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 43 15823 SH DFND 12,20 12434 0 3389 BANCO BRADESCO S A SP ADR PFD NEW 059460303 72008 20972372 SH DFND 10,13,2,20,5 17432085 1906339 1633948 BANCO DE CHILE SPONSORED ADS 059520106 2031 134304 SH DFND 10,13,19,2,20,5 116585 2121 15598 BANCO MACRO SA SPON ADR B 05961W105 3336 233272 SH DFND 2,20,5 168117 700 64455 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 11399 2289852 SH DFND 10,13,2,20,5 1663015 175207 451630 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3324 239840 SH DFND 10,13,19,2,20 209684 0 30156 BANCO SANTANDER S.A. ADR 05964H105 4828 2609999 SH DFND 12,2,20 2606861 0 3138 BANCOLOMBIA S A SPON ADR PREF 05968L102 26931 1041791 SH DFND 1,10,13,19,2,20,5 889148 65305 87338 BANCORP INC DEL COM 05969A105 12082 1398395 SH DFND 10,2,20,5,8 1109723 41520 247152 ACELRX PHARMACEUTICALS INC COM 00444T100 1534 1080509 SH DFND 2,20 757750 0 322759 BANCORPSOUTH BK TUPELO MISS COM 05971J102 69009 3523801 SH DFND 2,20,5,6,8 3063077 672 460052 BANDWIDTH INC COM CL A 05988J103 68086 390022 SH DFND 2,20,5,6,8 301268 0 88754 BANK COMM HLDGS COM 06424J103 2322 330700 SH DFND 2,20 272236 0 58464 BANK FIRST CORP COM 06211J100 7028 119324 SH DFND 2,20,5,8 91303 0 28021 BANK HAWAII CORP COM 062540109 64805 1282766 SH DFND 13,19,2,20,5,6,8 1158847 566 123353 BANK MARIN BANCORP COM 063425102 8366 288877 SH DFND 2,20,5,8 231206 0 57671 BANK MONTREAL QUE COM 063671101 599 10248 SH DFND 12,20 7596 0 2652 BANK NEW YORK MELLON CORP COM 064058100 1211975 35293395 SH DFND 1,10,12,13,19,2,20,5,6,8 30639208 515148 4139039 BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 19489 874737 SH DFND 2,20,5 686761 0 187976 BANK OZK COM 06417N103 306103 14357554 SH DFND 13,2,20,5,6,8 14078470 1000 278084 ACER THERAPEUTICS INC COM 00444P108 37 12849 SH DFND 20 12849 0 0 BANK PRINCETON NEW JERSEY COM 064520109 1682 92567 SH DFND 2,20 73254 0 19313 BANK7 CORP COM 06652N107 733 77107 SH DFND 2,20 44581 0 32526 BANKFINANCIAL CORP COM 06643P104 2811 389282 SH DFND 13,2,20,5 253835 0 135447 BANKUNITED INC COM 06652K103 84865 3873360 SH DFND 12,13,2,20,5,8 3441672 1400 430288 BANKWELL FINL GROUP INC COM 06654A103 1519 107385 SH DFND 13,2,20 85134 0 22251 BANNER CORP COM NEW 06652V208 43944 1362193 SH DFND 2,20,5,8 1198191 0 164002 BAOZUN INC SPONSORED ADR 06684L103 25852 795688 SH DFND 1,10,12,13,19,2,20,5,8 617252 20000 158436 BAR HBR BANKSHARES COM 066849100 6405 311699 SH DFND 2,20,5,8 243265 0 68434 BARCLAYS BANK PLC DJUBS CMDT ETN36 06738C778 16608 852576 SH DFND 1,20 798804 62 53710 BARNES & NOBLE ED INC COM 06777U101 963 373350 SH DFND 2,20,5 373350 0 0 ACI WORLDWIDE INC COM 004498101 100190 3834273 SH DFND 13,2,20,5,6,8 3127681 1265 705327 BARNES GROUP INC COM 067806109 52602 1471792 SH DFND 2,20,5,8 1250825 388 220579 BARRETT BUSINESS SVCS INC COM 068463108 8868 169109 SH DFND 2,20,5,8 130607 2500 36002 BARRICK GOLD CORP COM 067901108 21507 765091 SH DFND 19,2,20,8 765091 0 0 BASSETT FURNITURE INDS INC COM 070203104 209 15270 SH DFND 20 15270 0 0 BAUSCH HEALTH COS INC COM 071734107 2163 139200 SH DFND 19,20 9617 0 129583 BAXTER INTL INC COM 071813109 1792152 22217616 SH DFND 1,10,11,12,13,19,2,20,5,6,8 19109338 470007 2638271 BAYCOM CORP COM 07272M107 2468 239566 SH DFND 2,20 180444 0 59122 BBX CAP CORP NEW CL A 05491N302 5302 395935 SH DFND 2,20,5 352131 0 43804 BCB BANCORP INC COM 055298103 2804 350478 SH DFND 13,2,20,5 249129 0 101349 BEACON ROOFING SUPPLY INC COM 073685109 34359 1105860 SH DFND 13,2,20,5,8 843787 552 261521 ACLARIS THERAPEUTICS INC COM 00461U105 201 78040 SH DFND 20 78040 0 0 BEAM THERAPEUTICS INC COM 07373V105 13085 531478 SH DFND 2,20,5,8 413611 0 117867 BEAZER HOMES USA INC COM NEW 07556Q881 9936 752758 SH DFND 2,20,5 653684 0 99074 BECTON DICKINSON & CO COM 075887109 2870107 12334996 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10771764 170308 1392924 BED BATH & BEYOND INC COM 075896100 66536 4441653 SH DFND 1,12,13,19,2,20,5,8 3793708 723 647222 BEIGENE LTD SPONSORED ADR 07725L102 245172 855928 SH DFND 1,10,12,13,19,2,20,5,6,8 615258 58429 182241 BEL FUSE INC CL B 077347300 3452 323259 SH DFND 2,20,5 287167 0 36092 BELDEN INC COM 077454106 41777 1340372 SH DFND 13,2,20,5,6,8 1124277 791 215304 BELLEROPHON THERAPEUTICS INC COM NEW 078771300 601 59077 SH DFND 2,20,6 50476 0 8601 BELLRING BRANDS INC COM CL A 079823100 15415 743255 SH DFND 2,20,5,8 588244 0 155011 BENCHMARK ELECTRS INC COM 08160H101 25538 1257276 SH DFND 2,20,5,8 1081203 115 175958 ACM RESEARCH INC COM CL A 00108J109 1800 26053 SH DFND 2,20,5,8 16153 0 9900 BENEFITFOCUS INC COM 08180D106 8194 731621 SH DFND 2,20,5,8 610796 0 120825 BERKELEY LTS INC COM 084310101 4000 52377 SH DFND 2,20 44290 0 8087 BERKLEY W R CORP COM 084423102 449556 7351694 SH DFND 10,11,12,13,19,2,20,5,6,8 5795177 152134 1404383 BERKSHIRE HATHAWAY INC DEL CL A 084670108 104000 325 SH DFND 1,12,19,20,5 308 0 17 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 16108558 75648342 SH DFND 1,10,11,12,13,19,2,20,5,6,8 65634552 2937082 7076708 BERKSHIRE HILLS BANCORP INC COM 084680107 17583 1739180 SH DFND 2,20,5,8 1518978 500 219702 BERRY CORP COM 08579X101 5547 1749700 SH DFND 2,20,5 1533672 0 216028 BERRY GLOBAL GROUP INC COM 08579W103 79429 1643809 SH DFND 12,13,2,20,5,8 1332777 1400 309632 BEST BUY INC COM 086516101 1267263 11332159 SH DFND 10,11,12,13,19,2,20,5,6,8 9315110 540436 1476613 BEST INC SPONSORED ADS 08653C106 10556 3518588 SH DFND 10,12,13,19,2,20,5,8 2663007 147800 707781 ACNB CORP COM 000868109 3169 152370 SH DFND 2,20,5 127243 0 25127 BEYOND AIR INC COM 08862L103 635 122365 SH DFND 2,20 115362 0 7003 BEYOND MEAT INC COM 08862E109 92968 559846 SH DFND 13,19,2,20,5,8 464706 300 94840 BEYONDSPRING INC SHS G10830100 3065 230241 SH DFND 2,20,5 185496 0 44745 BG STAFFING INC COM 05544A109 1540 181818 SH DFND 2,20 145415 0 36403 BGC PARTNERS INC CL A 05541T101 15285 6368846 SH DFND 13,2,20,5,8 4942826 5482 1420538 BHP GROUP LTD SPONSORED ADS 088606108 875 16928 SH DFND 19,20 10359 0 6569 BIG 5 SPORTING GOODS CORP COM 08915P101 97 12995 SH DFND 20 12995 0 0 BIG LOTS INC COM 089302103 63515 1424098 SH DFND 10,12,2,20,5,8 1237956 11723 174419 BIGCOMMERCE HLDGS INC COM SER 1 08975P108 5883 70620 SH DFND 2,20 62734 0 7886 BIGLARI HLDGS INC COM STK CL A 08986R408 380 780 SH DFND 2,20 650 0 130 ACORDA THERAPEUTICS INC COM 00484M106 19 36371 SH DFND 20 36371 0 0 BIGLARI HLDGS INC COM STK CL B 08986R309 1597 17938 SH DFND 2,20 14110 0 3828 BILIBILI INC NOTE 1.375% 4/0 090040AB2 20928 12025000 PRN DFND 2,5 12025000 0 0 BILIBILI INC SPONS ADS REP Z 090040106 105019 2524526 SH DFND 1,10,12,13,19,2,20,5,8 1884040 49500 590986 BILL COM HLDGS INC COM 090043100 64201 640026 SH DFND 2,20,5,8 521688 0 118338 BIO RAD LABS INC CL A 090572207 494191 958737 SH DFND 10,11,12,13,19,2,20,5,6,8 808875 29205 120657 BIO-TECHNE CORP COM 09073M104 218731 882940 SH DFND 13,19,2,20,5,6,8 789630 414 92896 BIOCRYST PHARMACEUTICALS INC COM 09058V103 55592 16183973 SH DFND 2,20,5,8 15360935 0 823038 BIODELIVERY SCIENCES INTL IN COM 09060J106 7417 1988504 SH DFND 2,20,5,8 1638842 0 349662 BIOGEN INC COM 09062X103 2134322 7523696 SH DFND 10,11,12,13,19,2,20,5,6,8 6334439 300860 888397 BIOHAVEN PHARMACTL HLDG CO L COM G11196105 115274 1773172 SH DFND 2,20,5,8 1540738 800 231634 1ST SOURCE CORP COM 336901103 12165 394447 SH DFND 2,20,5,8 320972 0 73475 ACTIVISION BLIZZARD INC COM 00507V109 2790143 34467491 SH DFND 10,11,12,13,19,2,20,5,6,8 29809472 586924 4071095 BIOLIFE SOLUTIONS INC COM NEW 09062W204 5914 204337 SH DFND 2,20,5 166299 0 38038 BIOMARIN PHARMACEUTICAL INC COM 09061G101 372168 4891801 SH DFND 10,11,12,13,19,2,20,5,6,8 4168138 103400 620263 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 14589 13950000 PRN DFND 2,5 13950000 0 0 BIONDVAX PHARMACEUTICALS LTD SPOND ADS 09073Q105 645 16489 SH DFND 2 16489 0 0 BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1703 345459 SH DFND 2,20,5 280341 0 65118 BIOSPECIFICS TECHNOLOGIES CO COM 090931106 7296 138111 SH DFND 2,20,5,8 111962 0 26149 BIOTELEMETRY INC COM 090672106 48282 1059273 SH DFND 2,20,5,8 899345 0 159928 BIOXCEL THERAPEUTICS INC COM 09075P105 56102 1293856 SH DFND 2,20,5,8 1245138 0 48718 BITAUTO HLDGS LTD SPONSORED ADS 091727107 4520 286973 SH DFND 2,20,5 271239 0 15734 BJS RESTAURANTS INC COM 09180C106 20545 697870 SH DFND 2,20,5,8 605242 0 92628 ACUITY BRANDS INC COM 00508Y102 94245 920811 SH DFND 10,13,19,2,20,5,6,8 830530 680 89601 BJS WHSL CLUB HLDGS INC COM 05550J101 176727 4253357 SH DFND 12,13,2,20,5,6,8 3618764 1200 633393 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 88097 59273 SH DFND 2 59273 0 0 BK OF AMERICA CORP COM 060505104 7709696 320037197 SH DFND 1,10,12,13,19,2,20,5,6,8 277093355 5365959 37577883 BLACK DIAMOND THERAPEUTICS I COM 09203E105 8432 278919 SH DFND 2,20,5,8 222284 0 56635 BLACK HILLS CORP COM 092113109 285346 5334568 SH DFND 12,13,2,20,5,6,8 5081819 480 252269 BLACK KNIGHT INC COM 09215C105 312657 3591697 SH DFND 10,11,12,13,19,2,20,5,6,8 2789991 154789 646917 BLACKBAUD INC COM 09227Q100 86679 1552559 SH DFND 13,19,2,20,5,6,8 1320521 3629 228409 BLACKLINE INC COM 09239B109 90398 1008563 SH DFND 2,20,5,8 784697 700 223166 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 17458 12675000 PRN DFND 2,5 12675000 0 0 BLACKROCK INC COM 09247X101 3424818 6077222 SH DFND 1,10,12,13,19,2,20,5,6,8 5176448 151273 749501 ACUSHNET HOLDINGS CORP COM 005098108 23110 687603 SH DFND 2,20,5,8 533638 0 153965 BLACKSTONE GROUP INC COM CL A 09260D107 398993 7643542 SH DFND 10,12,13,19,2,20,5,6,8 5764477 466475 1412590 BLACKSTONE MTG TR INC COM CL A 09257W100 63759 2822512 SH DFND 12,13,2,20,5,8 2158834 1900 661778 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11042 11250000 PRN DFND 2,5 11250000 0 0 BLOCK H & R INC COM 093671105 115520 7033487 SH DFND 12,13,19,2,20,5,6,8 4661753 1596 2370138 BLOOM ENERGY CORP COM CL A 093712107 32529 1810170 SH DFND 2,20,5,8 1436784 0 373386 BLOOMIN BRANDS INC COM 094235108 41081 2690326 SH DFND 2,20,5,8 2291989 9100 389237 BLUCORA INC COM 095229100 14473 1536380 SH DFND 2,20,5,8 1313477 1243 221660 BLUE BIRD CORP COM 095306106 3457 284258 SH DFND 2,20,5 221373 0 62885 BLUEBIRD BIO INC COM 09609G100 92925 1722422 SH DFND 13,19,2,20,5,8 1570466 900 151056 BLUEGREEN VACATIONS CORP COM 09629F108 609 124206 SH DFND 2,20 98011 0 26195 ACUTUS MED INC COM 005111109 3589 120438 SH DFND 2,20 88254 0 32184 BLUEPRINT MEDICINES CORP COM 09627Y109 168092 1813288 SH DFND 13,19,2,20,5,8 1559531 400 253357 BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 3917 505941 SH DFND 2,20,5 426923 0 79018 BMC STK HLDGS INC COM 05591B109 55503 1295886 SH DFND 2,20,5,8 987680 0 308206 BOEING CO COM 097023105 4364872 26412153 SH DFND 1,10,11,12,13,19,2,20,5,6,8 18544700 268222 7599231 BOGOTA FINL CORP COM 097235105 436 57200 SH DFND 2,20 43400 0 13800 BOINGO WIRELESS INC COM 09739C102 9223 904668 SH DFND 2,20,5,8 708992 0 195676 BOISE CASCADE CO DEL COM 09739D100 50211 1257787 SH DFND 2,20,5,8 1078214 100 179473 BOK FINL CORP COM NEW 05561Q201 34314 666155 SH DFND 2,20,5,8 595879 306 69970 BONANZA CREEK ENERGY INC COM NEW 097793400 14326 762014 SH DFND 2,20,5 693992 0 68022 BOOT BARN HLDGS INC COM 099406100 27562 979458 SH DFND 2,20,5,8 842048 0 137410 ADAMAS PHARMACEUTICALS INC COM 00548A106 60 14583 SH DFND 20 14583 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 290425 3499938 SH DFND 10,11,12,13,19,2,20,5,6,8 2555121 270372 674445 BORGWARNER INC COM 099724106 372346 9611422 SH DFND 10,11,12,13,19,2,20,5,6,8 8052803 410255 1148364 BOSTON BEER INC CL A 100557107 184396 208744 SH DFND 13,2,20,5,6,8 185819 111 22814 BOSTON OMAHA CORP COM 101044105 3274 204620 SH DFND 2,20 165333 0 39287 BOSTON PRIVATE FINL HLDGS IN COM 101119105 16322 2956952 SH DFND 2,20,5,8 2573238 1448 382266 BOSTON PROPERTIES INC COM 101121101 721699 8881676 SH DFND 1,10,11,12,13,19,2,20,5,6,8 7323458 134820 1423398 BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 20351 183000 SH DFND 2 183000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2440500 63870702 SH DFND 1,10,11,12,13,19,2,20,5,6,8 56262716 871893 6736093 BOTTOMLINE TECH DEL INC COM 101388106 55101 1306941 SH DFND 2,20,5,8 1107922 250 198769 BOX INC CL A 10316T104 58954 3395957 SH DFND 13,2,20,5,8 2202611 1500 1191846 ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 30 38500 SH DFND 20 38500 0 0 BOYD GAMING CORP COM 103304101 75470 2459097 SH DFND 2,20,5,6,8 2078642 532 379923 BP PLC SPONSORED ADR 055622104 502335 28770602 SH DFND 1,2,20 126043 28455289 189270 BRADY CORP CL A 104674106 138731 3466540 SH DFND 2,20,5,8 3242571 292 223677 BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 7876 465492 SH DFND 2,20,5 375355 0 90137 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 92008 8898234 SH DFND 10,13,2,20,5,8 7860539 49849 987846 BRASKEM S A SP ADR PFD A 105532105 3191 427202 SH DFND 10,13,2,20 383038 36864 7300 BRF SA SPONSORED ADR 10552T107 6908 2106137 SH DFND 10,2,20,5,8 1844882 233763 27492 BRIDGE BANCORP INC COM 108035106 5857 336030 SH DFND 2,20,5,8 259872 0 76158 BRIDGEBIO PHARMA INC COM 10806X102 88341 2354508 SH DFND 2,20,5 2088495 0 266013 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 3775 397827 SH DFND 2,20,5 317167 0 80660 ADAMS RES & ENERGY INC COM NEW 006351308 452 22700 SH DFND 2,20 17000 0 5700 BRIDGFORD FOODS CORP COM 108763103 573 31287 SH DFND 2,20 23979 0 7308 BRIGHAM MINERALS INC CL A COM 10918L103 5121 574087 SH DFND 2,20,5 458516 11900 103671 BRIGHT HORIZONS FAM SOL IN D COM 109194100 113539 746771 SH DFND 13,19,2,20,5,8 605239 600 140932 BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 675 105649 SH DFND 2,20,5 81318 0 24331 BRIGHTCOVE INC COM 10921T101 7223 705370 SH DFND 2,20,5 560119 0 145251 BRIGHTHOUSE FINL INC COM 10922N103 68714 2553464 SH DFND 12,13,19,2,20,5,6,8 2324457 913 228094 BRIGHTSPHERE INVT GROUP INC COM 10948W103 25917 2009051 SH DFND 10,2,20,5,8 1616454 55133 337464 BRIGHTVIEW HLDGS INC COM 10948C107 7303 640633 SH DFND 2,20,5,8 497665 0 142968 BRINKER INTL INC COM 109641100 65009 1521745 SH DFND 2,20,5,8 1311872 201 209672 BRINKS CO COM 109696104 62712 1526200 SH DFND 13,2,20,5,6,8 1291010 594 234596 ADAPTHEALTH CORP COM CL A 00653Q102 7851 359967 SH DFND 2,20,5 273671 0 86296 BRISTOL-MYERS SQUIBB CO COM 110122108 5877740 97491132 SH DFND 1,10,11,12,13,19,2,20,5,6,8 84445408 1611216 11434508 BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 60 26494 SH DFND 19,20,5,8 24790 0 1704 BRISTOW GROUP INC COM 11040G103 8407 395604 SH DFND 2,20 371908 0 23696 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 59239 1638713 SH DFND 10,12,2,20,5,8 1500445 116790 21478 BRIXMOR PPTY GROUP INC COM 11120U105 151730 12979455 SH DFND 10,13,19,2,20,5,6,8 10970275 94250 1914930 BROADCOM INC COM 11135F101 5930589 16278517 SH DFND 10,11,12,13,19,2,20,5,6,8 14041210 260866 1976441 BROADMARK RLTY CAP INC COM 11135B100 22960 2314527 SH DFND 2,20,5,8 1812627 0 501900 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 661555 4990071 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4211867 115659 662545 BROOKDALE SR LIVING INC COM 112463104 10632 4185894 SH DFND 12,2,20,5,8 3298954 496 886444 BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 30572 551941 SH DFND 19,2,20,5 431867 0 120074 ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 1642 205782 SH DFND 1,2,20,5 185159 0 20623 BROOKFIELD PPTY REIT INC CL A 11282X103 13517 1104296 SH DFND 10,2,20,5,8 825695 12290 266311 BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 66455 1134042 SH DFND 2,20,5 888522 0 245520 BROOKLINE BANCORP INC DEL COM 11373M107 23581 2727654 SH DFND 2,20,5,8 2303947 0 423707 BROOKS AUTOMATION INC NEW COM 114340102 101536 2194903 SH DFND 2,20,5,8 1855780 459 338664 BROWN & BROWN INC COM 115236101 425313 9395030 SH DFND 10,11,12,13,19,2,20,5,6,8 8155200 254143 985687 BROWN FORMAN CORP CL A 115637100 10074 146232 SH DFND 2,20 112046 0 34186 BROWN FORMAN CORP CL B 115637209 787137 10426615 SH DFND 10,12,13,19,2,20,5,6,8 8908425 270638 1247552 BRP GROUP INC COM CL A 05589G102 12598 505754 SH DFND 2,20,5 398086 0 107668 BRT APARTMENTS CORP COM 055645303 3722 310195 SH DFND 2,20 277046 0 33149 BRUKER CORP COM 116794108 58684 1476318 SH DFND 13,19,2,20,5,8 1194862 892 280564 ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 44767 920567 SH DFND 2,20,5,8 741676 800 178091 BRUNSWICK CORP COM 117043109 104708 1777419 SH DFND 13,19,2,20,5,6,8 1602601 657 174161 BRYN MAWR BK CORP COM 117665109 11038 443833 SH DFND 2,20,5,8 350065 497 93271 BUCKLE INC COM 118440106 21295 1044407 SH DFND 2,20,5,8 898659 956 144792 BUILD A BEAR WORKSHOP COM 120076104 32 12665 SH DFND 20 12665 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 114497 3510034 SH DFND 2,20,5,6,8 2965243 2100 542691 BUNGE LIMITED COM G16962105 168621 3689743 SH DFND 10,11,12,13,19,2,20,5,6,8 2695439 65658 928646 BURLINGTON STORES INC COM 122017106 275080 1334758 SH DFND 10,11,12,13,19,2,20,5,6,8 1083774 40610 210374 BUSINESS FIRST BANCSHARES IN COM 12326C105 3542 236116 SH DFND 2,20,5 195901 0 40215 BWX TECHNOLOGIES INC COM 05605H100 104732 1859922 SH DFND 13,19,2,20,5,8 1642384 1259 216279 BYLINE BANCORP INC COM 124411109 5132 453718 SH DFND 2,20,5,8 360669 0 93049 21VIANET GROUP INC SPONSORED ADS A 90138A103 9546 412170 SH DFND 2,20,5 317425 0 94745 ADDUS HOMECARE CORP COM 006739106 41760 441860 SH DFND 2,20,5,8 374372 0 67488 C & F FINL CORP COM 12466Q104 1578 52425 SH DFND 2,20 41799 0 10626 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 888677 8696317 SH DFND 10,11,12,13,19,2,20,5,6,8 7267553 264904 1163860 CABALETTA BIO INC COM 12674W109 1764 162714 SH DFND 2,20 125361 0 37353 CABLE ONE INC COM 12685J105 322397 170994 SH DFND 10,11,12,13,19,2,20,5,6,8 149008 2675 19311 CABOT CORP COM 127055101 49113 1363101 SH DFND 13,2,20,5,6 1232983 863 129255 CABOT MICROELECTRONICS CORP COM 12709P103 124347 870719 SH DFND 2,20,5,6,8 738706 452 131561 CABOT OIL & GAS CORP COM 127097103 444263 25591197 SH DFND 10,11,12,13,19,2,20,5,6,8 22525100 442431 2623666 CACI INTL INC CL A 127190304 127825 599667 SH DFND 13,19,2,20,5,6,8 524149 310 75208 CACTUS INC CL A 127203107 21450 1117787 SH DFND 2,20,5,8 915314 0 202473 CADENCE BANCORPORATION CL A 12739A100 53474 6225126 SH DFND 2,20,5,8 5640914 11200 573012 ADECOAGRO S A COM L00849106 1752 375264 SH DFND 2,20,5 284139 0 91125 CADENCE DESIGN SYSTEM INC COM 127387108 1315845 12340293 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10349713 490026 1500554 CADIZ INC COM NEW 127537207 4132 416080 SH DFND 2,20,5,8 342031 0 74049 CAESARS ENTERTAINMENT INC NE COM 12769G100 283454 5056264 SH DFND 13,2,20,5,6,8 4329206 1595 725463 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 32073 16131020 PRN DFND 2,5 16131020 0 0 CAESARSTONE LTD ORD SHS M20598104 4565 465743 SH DFND 2,20,5,8 376977 0 88766 CAI INTERNATIONAL INC COM 12477X106 9519 345759 SH DFND 2,20,5,8 271444 0 74315 CAL MAINE FOODS INC COM NEW 128030202 75264 1961545 SH DFND 19,2,20,5,6,8 1811498 700 149347 CALAMP CORP COM 128126109 9633 1339815 SH DFND 2,20,5 1215531 0 124284 CALAVO GROWERS INC COM 128246105 32874 496063 SH DFND 2,20,5,8 421414 0 74649 CALEDONIA MNG CORP PLC SHS NEW G1757E113 2553 150242 SH DFND 2,20,5 113164 0 37078 ADICET BIO INC COM 007002108 184 15466 SH DFND 20 15466 0 0 CALERES INC COM 129500104 13061 1355549 SH DFND 2,20,5 1209354 0 146195 CALIFORNIA BANCORP COM 13005U101 922 81359 SH DFND 2,20 60900 0 20459 CALIFORNIA WTR SVC GROUP COM 130788102 151381 3484034 SH DFND 13,19,2,20,5,8 3249933 600 233501 CALITHERA BIOSCIENCES INC COM 13089P101 4452 1290374 SH DFND 2,20,5,8 1057012 0 233362 CALIX INC COM 13100M509 18928 1064586 SH DFND 2,20,5,8 843619 0 220967 CALLAWAY GOLF CO COM 131193104 53167 2777799 SH DFND 2,20,5,8 2328891 1582 447326 CALLON PETE CO DEL COM 13123X508 2232 463058 SH DFND 2,20,5 463058 0 0 CALYXT INC COM 13173L107 943 171730 SH DFND 2,20,5 137578 0 34152 CAMBIUM NETWORKS CORP SHS G17766109 1220 72301 SH DFND 2,20 53802 0 18499 CAMBRIDGE BANCORP COM 132152109 6159 115867 SH DFND 2,20,5 87160 0 28707 ADIENT PLC ORD SHS G0084W101 49228 2840634 SH DFND 12,13,19,2,20,5,6,8 2400277 974 439383 CAMDEN NATL CORP COM 133034108 10461 346105 SH DFND 2,20,5,8 273208 0 72897 CAMDEN PPTY TR SH BEN INT 133131102 446218 4969537 SH DFND 10,11,12,13,19,2,20,5,6,8 4120695 125848 722994 CAMPBELL SOUP CO COM 134429109 479508 9913329 SH DFND 10,11,12,13,19,2,20,5,6,8 7889741 131645 1891943 CAMPING WORLD HLDGS INC CL A 13462K109 22524 757093 SH DFND 2,20,5,8 601398 0 155695 CAMTEK LTD ORD M20791105 1743 113316 SH DFND 2 113316 0 0 CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 843 26194 SH DFND 2,20,5 26194 0 0 CANADIAN IMP BK COMM COM 136069101 1217 16048 SH DFND 20 1481 538 14029 CANADIAN NATL RY CO COM 136375102 13369 125574 SH DFND 20 200 0 125374 CANADIAN PAC RY LTD COM 13645T100 21465 70344 SH DFND 20,8 3229 0 67115 CANADIAN SOLAR INC COM 136635109 10066 286781 SH DFND 2,20,5,8 286781 0 0 ADMA BIOLOGICS INC COM 000899104 2841 1188805 SH DFND 13,2,20 954229 0 234576 CANNAE HLDGS INC COM 13765N107 63400 1701570 SH DFND 19,2,20,5,8 1277390 392 423788 CANON INC SPONSORED ADR 138006309 220 13250 SH DFND 20 13250 0 0 CANTEL MED CORP COM 138098108 57106 1299636 SH DFND 13,2,20,5,6,8 1124643 500 174493 CAPITAL BANCORP INC MD COM 139737100 1292 136611 SH DFND 2,20 95272 0 41339 CAPITAL CITY BK GROUP INC COM 139674105 5129 272957 SH DFND 2,20,5 207874 0 65083 CAPITAL ONE FINL CORP COM 14040H105 1410306 19625743 SH DFND 10,11,12,13,19,2,20,5,6,8 16813031 370237 2442475 CAPITAL SR LIVING CORP COM 140475104 15 24219 SH DFND 20 24219 0 0 CAPITOL FED FINL INC COM 14057J101 28140 3037198 SH DFND 12,19,2,20,5,6,8 2293968 0 743230 CAPRI HOLDINGS LIMITED SHS G1890L107 80284 4460212 SH DFND 12,13,19,2,20,5,8 3211466 1700 1247046 CAPSTAR FINL HLDGS INC COM 14070T102 2569 261888 SH DFND 13,2,20 205518 0 56370 ADOBE SYSTEMS INCORPORATED COM 00724F101 9702654 19783974 SH DFND 10,11,12,13,19,2,20,5,6,8 16896511 500234 2387229 CAPSTEAD MTG CORP COM NO PAR 14067E506 19278 3340297 SH DFND 13,2,20,5,8 2820679 16793 502825 CARA THERAPEUTICS INC COM 140755109 12083 949533 SH DFND 2,20,5,8 747344 0 202189 CARDINAL HEALTH INC COM 14149Y108 822104 17332105 SH DFND 10,11,12,13,19,2,20,5,6,8 14878686 464997 1988422 CARDIOVASCULAR SYS INC DEL COM 141619106 53523 1360189 SH DFND 2,20,5,8 1179095 800 180294 CARDLYTICS INC COM 14161W105 35141 497954 SH DFND 2,20,5,8 380521 0 117433 CARDTRONICS PLC SHS CL A G1991C105 23068 1165044 SH DFND 2,20,5,8 996331 200 168513 CAREDX INC COM 14167L103 80412 2119441 SH DFND 2,20,5,8 1908901 0 210540 CARETRUST REIT INC COM 14174T107 85479 4738215 SH DFND 10,2,20,5,8 3958267 27120 752828 CARGURUS INC COM CL A 141788109 38157 1764079 SH DFND 19,2,20,5,8 1375265 1600 387214 CARLISLE COS INC COM 142339100 244503 1998067 SH DFND 13,19,2,20,5,6,8 1870340 647 127080 ADT INC DEL COM 00090Q103 20150 2456512 SH DFND 10,2,20,5,8 2118435 7348 330729 CARLYLE GROUP INC COM 14316J108 59737 2421447 SH DFND 10,12,13,19,2,20,5,6,8 1892198 83808 445441 CARMAX INC COM 143130102 627779 6830365 SH DFND 10,11,12,13,19,2,20,5,6,8 5946480 106167 777718 CARNIVAL CORP UNIT 99/99/9999 143658300 338116 22273809 SH DFND 10,11,12,13,19,2,20,5,6,8 19525691 268089 2480029 CARPARTS COM INC COM 14427M107 8760 810397 SH DFND 2,20,5 739397 0 71000 CARPENTER TECHNOLOGY CORP COM 144285103 55147 3036740 SH DFND 2,20,5,8 2812931 314 223495 CARRIAGE SVCS INC COM 143905107 7858 352227 SH DFND 2,20,5,8 276942 0 75285 CARRIER GLOBAL CORPORATION COM 14448C104 2228463 72968672 SH DFND 10,11,12,13,19,2,20,5,6,8 34202489 34878708 3887475 CARROLS RESTAURANT GROUP INC COM 14574X104 4239 657266 SH DFND 2,20,5 531166 0 126100 CARS COM INC COM 14575E105 12110 1498801 SH DFND 12,13,2,20,5,8 1199801 1676 297324 CARTER BK & TR MARTINSVILLE COM 146102108 2145 322533 SH DFND 2,20,5 241009 0 81524 ADTALEM GLOBAL ED INC COM 00737L103 39454 1607728 SH DFND 2,20,5,6,8 1372106 394 235228 CARTERS INC COM 146229109 87714 1013096 SH DFND 13,19,2,20,5,6,8 910522 675 101899 CARVANA CO CL A 146869102 149509 670263 SH DFND 13,19,2,20,5,8 552680 400 117183 CASA SYS INC COM 14713L102 2732 677963 SH DFND 2,20,5,8 532732 0 145231 CASELLA WASTE SYS INC CL A 147448104 52095 932758 SH DFND 2,20,5,8 710749 800 221209 CASEYS GEN STORES INC COM 147528103 208995 1176443 SH DFND 12,13,2,20,5,6,8 1089513 439 86491 CASI PHARMACEUTICALS INC COM 14757U109 1557 1017612 SH DFND 2,20,5 835968 0 181644 CASPER SLEEP INC COM 147626105 2252 313202 SH DFND 2,20 252393 0 60809 CASS INFORMATION SYS INC COM 14808P109 15025 373396 SH DFND 2,20,5,8 309408 0 63988 CASSAVA SCIENCES INC COM 14817C107 4057 352502 SH DFND 2,20,5 288124 0 64378 CASTLE BIOSCIENCES INC COM 14843C105 10708 208120 SH DFND 2,20,5,8 160600 0 47520 ADTRAN INC COM 00738A106 16928 1650713 SH DFND 2,20,5,8 1407903 1818 240992 CASTLIGHT HEALTH INC CL B 14862Q100 59 52630 SH DFND 20 52630 0 0 CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 1496 241712 SH DFND 2,20 200116 0 41596 CATALENT INC COM 148806102 559271 6528962 SH DFND 10,11,12,13,19,2,20,5,6,8 5678800 76123 774039 CATALYST BIOSCIENCES INC COM NEW 14888D208 1008 234386 SH DFND 2,20 194886 0 39500 CATALYST PHARMACEUTICALS INC COM 14888U101 22668 7632352 SH DFND 2,20,5,8 7240250 0 392102 CATCHMARK TIMBER TR INC CL A 14912Y202 8808 986295 SH DFND 2,20,5,8 770510 0 215785 CATERPILLAR INC DEL COM 149123101 6414635 43007942 SH DFND 10,11,12,13,19,2,20,5,6,8 20350606 356582 22300754 CATHAY GEN BANCORP COM 149150104 59589 2748554 SH DFND 2,20,5,6,8 2396729 454 351371 CATO CORP NEW CL A 149205106 6345 811428 SH DFND 2,20,5,8 709166 1391 100871 CAVCO INDS INC DEL COM 149568107 52711 292338 SH DFND 2,20,5,8 251222 31 41085 ADURO BIOTECH INC COM 00739L101 3268 1344833 SH DFND 2,20,5 1104156 0 240677 CB FINL SVCS INC COM 12479G101 1007 52760 SH DFND 2,20 41660 0 11100 CBIZ INC COM 124805102 24602 1075742 SH DFND 2,20,5,8 835032 0 240710 CBOE GLOBAL MARKETS INC COM 12503M108 407151 4640422 SH DFND 10,11,12,13,19,2,20,5,6,8 4057188 54492 528742 CBRE GROUP INC CL A 12504L109 663199 14119627 SH DFND 10,11,12,13,19,2,20,5,6,8 11650624 461959 2007044 CBTX INC COM 12481V104 6134 373143 SH DFND 2,20,5,8 290366 0 82777 CDK GLOBAL INC COM 12508E101 175310 4021797 SH DFND 1,10,11,12,13,19,2,20,5,6,8 3324736 92047 605014 CDW CORP COM 12514G108 682698 5711524 SH DFND 10,11,12,13,19,2,20,5,6,8 4964377 89167 657980 CECO ENVIRONMENTAL CORP COM 125141101 4287 588124 SH DFND 2,20,5 469649 0 118475 CEDAR REALTY TRUST INC COM NEW 150602209 24 30071 SH DFND 20 30071 0 0 CEL-SCI CORP COM PAR NEW 150837607 22831 1790676 SH DFND 2,20,5,8 1638773 0 151903 22ND CENTY GROUP INC COM 90137F103 44 69400 SH DFND 20 69400 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 497435 3235397 SH DFND 10,11,12,13,19,2,20,5,6,8 2551444 43016 640937 CELANESE CORP DEL COM 150870103 587459 5467277 SH DFND 10,11,12,13,19,2,20,5,6,8 4317195 370252 779830 CELLCOM ISRAEL LTD SHS M2196U109 139 34102 SH DFND 20 34102 0 0 CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 376 25387 SH DFND 20 25387 0 0 CELLECTIS S A SPON ADS 15117K103 1125 60836 SH DFND 2 60836 0 0 CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 4183 228070 SH DFND 2,20 180823 0 47247 CELSIUS HLDGS INC COM NEW 15118V207 12948 570143 SH DFND 2,20,5 458168 0 111975 CEMEX SAB DE CV SPON ADR NEW 151290889 56 14610 SH DFND 1,20,5 12850 0 1760 CENTENE CORP DEL COM 15135B101 1477228 25325355 SH DFND 10,11,12,13,19,2,20,5,6,8 22154687 368622 2802046 CENTENNIAL RESOURCE DEV INC CL A 15136A102 68 112493 SH DFND 13,20,5 105493 0 7000 CENTERPOINT ENERGY INC COM 15189T107 564058 29150290 SH DFND 10,11,12,13,19,2,20,5,6,8 24927765 295510 3927015 ADVANCED DISP SVCS INC DEL COM 00790X101 44906 1485477 SH DFND 12,19,2,20,5,8 1093974 1300 390203 CENTOGENE N V COM N1976T109 438 46292 SH DFND 2,20 35738 0 10554 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 2236 408703 SH DFND 10,2,20 297367 102836 8500 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 3361 608881 SH DFND 2,20 608881 0 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 7978 1903976 SH DFND 2,20,5 1594680 0 309296 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 48298 1336427 SH DFND 2,20,5,6,8 1139253 0 197174 CENTRAL GARDEN & PET CO COM 153527106 13297 333006 SH DFND 2,20,5,8 288731 0 44275 CENTRAL PAC FINL CORP COM NEW 154760409 14350 1057456 SH DFND 2,20,5,8 924876 0 132580 CENTRAL PUERTO S A SPONSORED ADR 155038201 727 324639 SH DFND 2,20,5 277513 0 47126 CENTRAL VY CMNTY BANCORP COM 155685100 2520 204038 SH DFND 2,20,5 166445 0 37593 CENTRUS ENERGY CORP CL A 15643U104 84 10017 SH DFND 20 10017 0 0 ADVANCED DRAIN SYS INC DEL COM 00790R104 65982 1056722 SH DFND 2,20,5,8 805591 1000 250131 CENTURY ALUM CO COM 156431108 30664 4306803 SH DFND 2,20,5,8 4078597 2024 226182 CENTURY BANCORP INC MASS CL A NON VTG 156432106 3838 58377 SH DFND 2,20,5 45372 0 13005 CENTURY CASINOS INC COM 156492100 3464 632202 SH DFND 2,20 539060 0 93142 CENTURY CMNTYS INC COM 156504300 47000 1110316 SH DFND 2,20,5,8 979752 0 130564 CERAGON NETWORKS LTD ORD M22013102 106 42749 SH DFND 2 42749 0 0 CERECOR INC COM 15671L109 983 432020 SH DFND 2,20 352382 0 79638 CERENCE INC COM 156727109 38698 791862 SH DFND 13,2,20,5,8 619002 329 172531 CERIDIAN HCM HLDG INC COM 15677J108 218674 2645783 SH DFND 13,19,2,20,5,6,8 2379446 1400 264937 CERNER CORP COM 156782104 1051253 14506613 SH DFND 10,11,12,13,19,2,20,5,6,8 11992247 365485 2148881 CERUS CORP COM 157085101 28447 4544241 SH DFND 2,20,5,8 3817554 1700 724987 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 889 218931 SH DFND 2,20 152832 0 66099 CEVA INC COM 157210105 31478 799555 SH DFND 2,20,5,8 694006 0 105549 CF INDS HLDGS INC COM 125269100 326091 10618404 SH DFND 10,11,12,13,19,2,20,5,6,8 8852111 232403 1533890 CHAMPIONS ONCOLOGY INC COM NEW 15870P307 642 69437 SH DFND 2,20 52513 0 16924 CHAMPIONX CORPORATION COM 15872M104 50350 6301594 SH DFND 1,13,2,20,5,6,8 5336920 1331 963343 CHANGE HEALTHCARE INC COM 15912K100 51510 3549962 SH DFND 13,2,20,5,8 2919444 2511 628007 CHANNELADVISOR CORP COM 159179100 9698 670218 SH DFND 2,20,5,8 539981 0 130237 CHARLES RIV LABS INTL INC COM 159864107 257061 1135176 SH DFND 13,2,20,5,6,8 999909 526 134741 CHART INDS INC COM PAR $0.01 16115Q308 76268 1085356 SH DFND 2,20,5,8 920039 246 165071 CHARTER COMMUNICATIONS INC N CL A 16119P108 4182432 6698965 SH DFND 1,10,11,12,13,19,2,20,5,6,8 5575989 71588 1051388 CHASE CORP COM 16150R104 15286 160226 SH DFND 2,20,5,8 123159 0 37067 ADVANCED ENERGY INDS COM 007973100 70980 1127738 SH DFND 2,20,5,8 952132 400 175206 CHATHAM LODGING TR COM 16208T102 17605 2310387 SH DFND 2,20,5,8 2040535 0 269852 CHECK POINT SOFTWARE TECH LT ORD M22465104 333688 2772881 SH DFND 10,12,13,19,2,20,5,6,8 2055933 124275 592673 CHECKMATE PHARMACEUTICALS IN COM 162818108 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SH DFND 2,20,5 869379 0 163949 CHINA BIOLOGIC PRODS HLDGS I COM G21515104 6942 62459 SH DFND 10,13,19,2,20,5 60679 0 1780 CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 144 99456 SH DFND 2 99456 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 132 11681 SH DFND 5 11681 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2232 67093 SH DFND 2,20 40762 0 26331 CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 2041 50453 SH DFND 20,5 48753 1700 0 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 57962 5627389 SH DFND 2,20,5,8 5273047 600 353742 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 871 28999 SH DFND 20,5 26497 2400 102 CHINA YUCHAI INTL LTD COM G21082105 1015 56396 SH DFND 2,20,5 43252 0 13144 CHIPOTLE MEXICAN GRILL INC COM 169656105 1452401 1167797 SH DFND 10,11,12,13,19,2,20,5,6,8 1003997 16492 147308 CHOICE HOTELS INTL INC COM 169905106 62784 730384 SH DFND 19,2,20,5,6,8 644387 274 85723 CHOICEONE FINL SVCS INC COM 170386106 2346 90171 SH DFND 2,20,5 64371 0 25800 CHROMADEX CORP COM 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CORP COM NEW 125525584 1961 198916 SH DFND 2,20,5 176519 0 22397 CIMAREX ENERGY CO COM 171798101 110794 4553797 SH DFND 13,2,20,5,6,8 3648158 1047 904592 CIMPRESS PLC SHS EURO G2143T103 26940 358437 SH DFND 13,2,20,5,8 269109 200 89128 CINCINNATI BELL INC NEW COM NEW 171871502 23678 1578534 SH DFND 2,20,5,8 1352613 0 225921 CINCINNATI FINL CORP COM 172062101 717531 9131734 SH DFND 10,11,12,13,19,2,20,5,6,8 8265257 106568 759909 AEGION CORP COM 00770F104 15191 1075069 SH DFND 2,20,5,8 917792 1063 156214 CINEMARK HLDGS INC COM 17243V102 33015 3301549 SH DFND 12,13,2,20,5,6,8 2797100 800 503649 CINTAS CORP COM 172908105 1303244 3915646 SH DFND 1,10,11,12,13,19,2,20,5,6,8 3362226 85992 467428 CIRCOR INTL INC COM 17273K109 14849 542943 SH DFND 2,20,5 471750 0 71193 CIRRUS LOGIC INC COM 172755100 108031 1601653 SH DFND 13,19,2,20,5,6,8 1465211 424 136018 CISCO SYS INC COM 17275R102 7256762 184228532 SH DFND 1,10,11,12,13,19,2,20,5,6,8 152107886 4745313 27375333 CIT GROUP INC COM NEW 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OFFICE REIT INC COM 178587101 11371 1512091 SH DFND 2,20,5,8 1254286 0 257805 CIVEO CORP CDA COM 17878Y108 63 93048 SH DFND 2,20 93048 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 3587 286528 SH DFND 2,20,5 235545 0 50983 CLARIVATE PLC ORD SHS G21810109 3517 113500 SH DFND 10,13,2,20,5,8 101600 0 11900 CLARUS CORP NEW COM 18270P109 5646 399876 SH DFND 2,20,5 334421 0 65455 AERCAP HOLDINGS NV SHS N00985106 83983 3333990 SH DFND 10,12,13,19,2,20,5,6,8 2175181 265272 893537 CLEAN ENERGY FUELS CORP COM 184499101 6409 2584236 SH DFND 2,20,5,8 1996329 0 587907 CLEAN HARBORS INC COM 184496107 66261 1182607 SH DFND 13,2,20,5,6,8 1049046 746 132815 CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 1037 1036952 SH DFND 2,20,5,8 722094 2005 312853 CLEARFIELD INC COM 18482P103 3830 189903 SH DFND 2,20,5 153839 0 36064 CLEARSIDE BIOMEDICAL INC COM 185063104 83 53700 SH DFND 20 53700 0 0 CLEARWATER PAPER CORP COM 18538R103 20053 528536 SH DFND 2,20,5,8 447028 0 81508 CLEARWAY ENERGY INC CL A 18539C105 16312 660422 SH DFND 13,2,20,5,8 496079 0 164343 CLEARWAY ENERGY INC CL C 18539C204 42638 1581534 SH DFND 2,20,5,8 1216384 0 365150 CLEVELAND-CLIFFS INC NEW COM 185899101 105664 16458566 SH DFND 12,13,2,20,5,8 14611621 7859 1839086 CLIPPER RLTY INC COM 18885T306 1745 288508 SH DFND 2,20 243558 0 44950 AERIE PHARMACEUTICALS INC COM 00771V108 11800 1002518 SH DFND 2,20,5,8 818867 0 183651 CLOROX CO DEL COM 189054109 1572838 7483645 SH DFND 10,11,12,13,19,2,20,5,6,8 5863311 97132 1523202 CLOUDERA INC COM 18914U100 47869 4395662 SH DFND 2,20,5,8 3434520 2300 958842 CLOUDFLARE INC CL A COM 18915M107 46018 1120745 SH DFND 19,2,20,5 971820 0 148925 CLOVIS ONCOLOGY INC COM 189464100 56240 9646730 SH DFND 13,2,20,5,8 9257748 0 388982 CME GROUP INC COM 12572Q105 2670882 15963675 SH DFND 10,11,12,13,19,2,20,5,6,8 13721183 220731 2021761 CMS ENERGY CORP COM 125896100 953632 15528930 SH DFND 10,11,12,13,19,2,20,5,6,8 13946768 188175 1393987 CNA FINL CORP COM 126117100 11681 389482 SH DFND 12,13,19,2,20,5 353544 0 35938 CNB FINL CORP PA COM 126128107 4409 296480 SH DFND 2,20,5,8 233187 0 63293 CNH INDL N V SHS N20944109 709 90602 SH DFND 20 90602 0 0 CNO FINL GROUP INC COM 12621E103 80390 5011835 SH DFND 12,13,19,2,20,5,6,8 4321352 1024 689459 AEROJET ROCKETDYNE HLDGS INC COM 007800105 126182 3163239 SH DFND 13,2,20,5,8 2823522 555 339162 CNOOC LIMITED SPONSORED ADR 126132109 1003 10213 SH DFND 12,20,5,8 6500 0 3713 CNX RES CORP COM 12653C108 90917 9631051 SH DFND 12,13,2,20,5,6,8 8786380 2045 842626 CO-DIAGNOSTICS INC COM 189763105 6253 460104 SH DFND 2,20,5,8 369912 0 90192 COASTAL FINL CORP WA COM NEW 19046P209 1882 153600 SH DFND 2,20 107343 0 46257 COCA COLA CO COM 191216100 8984990 180484070 SH DFND 1,10,11,12,13,19,2,20,5,6,8 151512808 3782581 25188681 COCA COLA CONS INC COM 191098102 34423 143022 SH DFND 2,20,5,8 119548 0 23474 COCA COLA EUROPEAN PARTNERS SHS G25839104 194697 5016677 SH DFND 10,12,13,19,2,20,5,6,8 3089993 154653 1772031 CODEXIS INC COM 192005106 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4504149 SH DFND 10,12,13,2,20,5,8 3500922 32611 970616 COLUMBIA SPORTSWEAR CO COM 198516106 58957 677822 SH DFND 19,2,20,5,6,8 585970 188 91664 AFFILIATED MANAGERS GROUP IN COM 008252108 102884 1504598 SH DFND 12,13,19,2,20,5,6,8 1391254 588 112756 COLUMBUS MCKINNON CORP N Y COM 199333105 15083 455670 SH DFND 2,20,5,8 346451 612 108607 COMCAST CORP NEW CL A 20030N101 8125242 175642924 SH DFND 1,10,11,12,13,19,2,20,5,6,8 150588787 3182748 21871389 COMERICA INC COM 200340107 326868 8402362 SH DFND 1,10,12,13,19,2,20,5,6,8 7431709 121557 849096 COMFORT SYS USA INC COM 199908104 57977 1125543 SH DFND 2,20,5,8 934296 200 191047 COMMERCE BANCSHARES INC COM 200525103 259548 4610903 SH DFND 12,13,19,2,20,5,6,8 4353345 1136 256422 COMMERCIAL METALS CO COM 201723103 98388 4924344 SH DFND 12,2,20,5,6,8 4372913 768 550663 COMMSCOPE HLDG CO INC COM 20337X109 24901 2766784 SH DFND 12,13,2,20,5,8 2305294 2100 459390 COMMUNITY BANKERS TR CORP COM 203612106 2238 440499 SH DFND 2,20 367659 0 72840 COMMUNITY BK SYS INC COM 203607106 250338 4560773 SH DFND 2,20,5,6,8 4318621 375 241777 COMMUNITY FINL CORP MD COM 20368X101 1707 79934 SH DFND 2,20 63713 0 16221 AFFIMED N V COM N01045108 5389 1589594 SH DFND 2,20,5 1337909 0 251685 COMMUNITY HEALTH SYS INC NEW COM 203668108 14300 3388695 SH DFND 1,2,20,5,8 2943062 3578 442055 COMMUNITY HEALTHCARE TR INC COM 20369C106 50615 1082435 SH DFND 10,2,20,5,8 911232 5800 165403 COMMUNITY TR BANCORP INC COM 204149108 10622 370704 SH DFND 2,20,5,8 294216 0 76488 COMMUNITY WEST BANCSHARES COM 204157101 99 12368 SH DFND 20 0 0 12368 COMMVAULT SYSTEMS INC COM 204166102 65865 1614336 SH DFND 13,2,20,5,6,8 1156425 486 457425 COMPANHIA BRASILEIRA DE DIST SPONSORED ADR 20440T300 8618 698392 SH DFND 10,2,20 624336 66814 7242 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 10143 1222107 SH DFND 1,10,13,19,2,20,5 1007809 160788 53510 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 15961 1439198 SH DFND 13,2,20,5,8 1219598 0 219600 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 8395 2853750 SH DFND 10,2,20 2577500 238450 37800 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 4891 377102 SH DFND 13,19,2,20,5,8 348319 0 28783 AFLAC INC COM 001055102 1234607 33964417 SH DFND 10,11,12,13,19,2,20,5,6,8 29802584 653362 3508471 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 85345 6984041 SH DFND 10,12,13,19,2,20,5,8 2549796 92000 4342245 COMPASS MINERALS INTL INC COM 20451N101 97185 1637494 SH DFND 2,20,5,6,8 1481886 195 155413 COMPUGEN LTD ORD M25722105 8210 505230 SH DFND 2,20,5,8 379930 0 125300 COMPUTER PROGRAMS & SYS INC COM 205306103 13177 477271 SH DFND 2,20,5,8 425629 100 51542 COMPX INTL INC CL A 20563P101 252 16880 SH DFND 2,20 9816 0 7064 COMSCORE INC COM 20564W105 2486 1218560 SH DFND 2,20,5 848195 0 370365 COMSTOCK RES INC COM 205768302 1491 340316 SH DFND 2,20 277367 0 62949 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 12106 864720 SH DFND 2,20,5,8 751107 371 113242 CONAGRA BRANDS INC COM 205887102 771248 21597535 SH DFND 10,11,12,13,19,2,20,5,6,8 19021400 234226 2341909 CONCERT PHARMACEUTICALS INC COM 206022105 4856 494454 SH DFND 2,20,5 399816 0 94638 AG MTG INVT TR INC COM 001228105 587 212823 SH DFND 2,20 212823 0 0 CONCHO RES INC COM 20605P101 536232 12153940 SH DFND 10,11,12,13,19,2,20,5,6,8 10882999 121019 1149922 CONCRETE PUMPING HLDGS INC COM 206704108 1489 417051 SH DFND 2,20 330694 0 86357 CONDUENT INC COM 206787103 12435 3910337 SH DFND 1,12,13,2,20,5,8 3104415 4381 801541 CONFORMIS INC COM 20717E101 37 44127 SH DFND 20 44127 0 0 CONMED CORP COM 207410101 74617 946027 SH DFND 2,20,5,8 820731 100 125196 CONNECTONE BANCORP INC COM 20786W107 11073 787017 SH DFND 2,20,5,8 624462 0 162555 CONNS INC COM 208242107 8685 820865 SH DFND 2,20,5 749173 0 71692 CONOCOPHILLIPS COM 20825C104 1805342 54973883 SH DFND 10,11,12,13,19,2,20,5,6,8 49329621 699590 4944672 CONSOL ENERGY INC DISC COML COM 20854L108 3662 826637 SH DFND 2,20,5 742169 0 84468 CONSOLIDATED COMM HLDGS INC COM 209034107 14656 2575774 SH DFND 10,2,20,5,8 2243486 12045 320243 3-D SYS CORP DEL COM NEW 88554D205 22777 4638815 SH DFND 2,20,5,8 4120202 3366 515247 AGCO CORP COM 001084102 144351 1943598 SH DFND 12,13,19,2,20,5,6,8 1798089 513 144996 CONSOLIDATED EDISON INC COM 209115104 1765096 22687615 SH DFND 1,10,11,12,13,19,2,20,5,6,8 19779335 243822 2664458 CONSOLIDATED WATER CO INC ORD G23773107 2676 255062 SH DFND 2,20,5 201561 0 53501 CONSTELLATION BRANDS INC CL A 21036P108 1405347 7415690 SH DFND 10,12,13,19,2,20,5,6,8 6340025 100645 975020 CONSTELLATION PHARMCETICLS I COM 210373106 43900 2166813 SH DFND 2,20,5,8 2034997 0 131816 CONSTELLIUM SE CL A SHS F21107101 961 122385 SH DFND 12,2,20,5 122385 0 0 CONSTRUCTION PARTNERS INC COM CL A 21044C107 7221 396752 SH DFND 2,20,5,8 312145 0 84607 CONTAINER STORE GROUP INC COM 210751103 1963 316049 SH DFND 2,20 258468 0 57581 CONTANGO OIL & GAS CO COM NEW 21075N204 1502 1120605 SH DFND 2,20,5 856377 0 264228 CONTINENTAL RES INC COM 212015101 68141 5548969 SH DFND 12,13,19,2,20,5 5417539 978 130452 CONTRAFECT CORP COM NEW 212326300 1097 207687 SH DFND 2,20 176415 0 31272 AGENUS INC COM NEW 00847G705 26901 6725238 SH DFND 2,20,5,8 6081775 0 643463 COOPER COS INC COM NEW 216648402 731896 2171026 SH DFND 10,11,12,13,19,2,20,5,6,8 1873088 52966 244972 COOPER STD HLDGS INC COM 21676P103 8872 671576 SH DFND 2,20,5 610441 0 61135 COOPER TIRE & RUBR CO COM 216831107 55196 1741184 SH DFND 10,2,20,5,8 1498042 3541 239601 COPA HOLDINGS SA CL A P31076105 42029 834909 SH DFND 19,2,20,5 792172 0 42737 COPART INC COM 217204106 928179 8826350 SH DFND 10,11,12,13,19,2,20,5,6,8 7553155 320478 952717 CORBUS PHARMACEUTICALS HLDGS COM 21833P103 29913 16618149 SH DFND 2,20,5,8 16334488 0 283661 CORCEPT THERAPEUTICS INC COM 218352102 55141 3168091 SH DFND 2,20,5,8 2703206 1100 463785 CORE LABORATORIES N V COM N22717107 13589 889138 SH DFND 13,2,20,5,8 845186 400 43552 CORE MARK HOLDING CO INC COM 218681104 41259 1426160 SH DFND 12,2,20,5,8 1222855 200 203105 CORECIVIC INC COM 21871N101 31572 3946556 SH DFND 12,13,2,20,5,8 3553609 657 392290 AGILE THERAPEUTICS INC COM 00847L100 3263 1073383 SH DFND 2,20,5 846570 0 226813 CORELOGIC INC COM 21871D103 119319 1763243 SH DFND 13,2,20,5,6,8 1584801 1306 177136 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1452 248649 SH DFND 19,2,20,5 204245 0 44404 COREPOINT LODGING INC COM 21872L104 4805 881657 SH DFND 2,20,5 715981 0 165676 CORESITE RLTY CORP COM 21870Q105 119249 992986 SH DFND 19,2,20,5,6,8 875845 500 116641 CORMEDIX INC COM 21900C308 3040 504145 SH DFND 2,20 422614 0 81531 CORNERSTONE BLDG BRANDS INC COM 21925D109 7065 885343 SH DFND 2,20,5,8 678516 0 206827 CORNERSTONE ONDEMAND INC COM 21925Y103 44893 1234674 SH DFND 2,20,5,8 954358 400 279916 CORNING INC COM 219350105 1224010 37766440 SH DFND 10,11,12,13,19,2,20,5,6,8 32935724 568720 4261996 CORPORACION AMER ARPTS S A COM L1995B107 373 167189 SH DFND 2,20,5 153389 0 13800 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 117760 4908891 SH DFND 10,13,2,20,5,6,8 4210690 32195 666006 AGILENT TECHNOLOGIES INC COM 00846U101 1378269 13654344 SH DFND 10,11,12,13,19,2,20,5,6,8 11456487 500546 1697311 CORTEVA INC COM 22052L104 1227657 42612197 SH DFND 10,11,12,13,19,2,20,5,6,8 31951628 456944 10203625 CORTEXYME INC COM 22053A107 14317 286330 SH DFND 2,20,5,8 226246 0 60084 CORVEL CORP COM 221006109 25770 301650 SH DFND 2,20,5,8 257166 0 44484 COSAN LTD SHS A G25343107 18952 1276214 SH DFND 12,13,2,20,5,8 886014 0 390200 COSTAMARE INC SHS Y1771G102 11008 1813583 SH DFND 13,2,20,5 1419535 0 394048 COSTAR GROUP INC COM 22160N109 683000 804940 SH DFND 10,11,12,13,19,2,20,5,6,8 657819 23572 123549 COSTCO WHSL CORP NEW COM 22160K105 6417251 18076763 SH DFND 10,11,12,13,19,2,20,5,6,8 15501179 470110 2105474 COTY INC COM CL A 222070203 17564 6505201 SH DFND 12,13,19,2,20,5,6,8 5866089 10398 628714 COUNTY BANCORP INC COM 221907108 1025 54500 SH DFND 2,20 43100 0 11400 COUPA SOFTWARE INC COM 22266L106 369372 1346895 SH DFND 10,11,12,13,19,2,20,5,6,8 1099587 32416 214892 AGILYSYS INC COM 00847J105 18319 758227 SH DFND 2,20,5,8 663102 0 95125 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 34452 18927000 PRN DFND 2,5 18927000 0 0 COUSINS PPTYS INC COM NEW 222795502 180411 6310280 SH DFND 10,19,2,20,5,6,8 5330315 41976 937989 COVANTA HLDG CORP COM 22282E102 18500 2362366 SH DFND 2,20,5 1843912 614 517840 COVENANT LOGISTICS GROUP INC CL A 22284P105 4012 229396 SH DFND 2,20,5 183357 0 46039 COVETRUS INC COM 22304C100 84652 3469347 SH DFND 12,13,2,20,5,6,8 3013554 1060 454733 COWEN INC CL A NEW 223622606 9264 569382 SH DFND 2,20,5,8 440690 0 128692 CRA INTL INC COM 12618T105 5917 157926 SH DFND 2,20,5 127793 0 30133 CRACKER BARREL OLD CTRY STOR COM 22410J106 85237 743392 SH DFND 13,2,20,5,6,8 633116 285 109991 CRAFT BREW ALLIANCE INC COM 224122101 4043 245023 SH DFND 13,2,20,5 193412 0 51611 CRANE CO COM 224399105 54543 1088034 SH DFND 13,19,2,20,5,6,8 977517 622 109895 AGIOS PHARMACEUTICALS INC COM 00847X104 72346 2067022 SH DFND 13,19,2,20,5,8 1927346 1000 138676 CRAWFORD & CO CL A 224633206 1932 295407 SH DFND 2,20,5 228395 0 67012 CRAWFORD & CO CL B 224633107 95 14722 SH DFND 20 14722 0 0 CREDICORP LTD COM G2519Y108 304424 2455229 SH DFND 10,12,13,19,2,20,5,8 1019591 33200 1402438 CREDIT ACCEP CORP MICH COM 225310101 40655 120054 SH DFND 13,2,20,5,8 95883 83 24088 CREDIT SUISSE GROUP SPONSORED ADR 225401108 2059 206458 SH DFND 1,20 7280 0 199178 CREE INC COM 225447101 171642 2692850 SH DFND 13,19,2,20,5,6,8 2435308 960 256582 CREE INC NOTE 0.875% 9/0 225447AB7 9297 7522000 PRN DFND 2,5 7522000 0 0 CRH PLC ADR 12626K203 565 15593 SH DFND 1,20 10536 0 5057 CRINETICS PHARMACEUTICALS IN COM 22663K107 6954 443775 SH DFND 2,20,5,8 342979 0 100796 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 11819 141311 SH DFND 19,2,20,5,8 94317 400 46594 AGNC INVT CORP COM 00123Q104 214563 15297466 SH DFND 10,11,12,13,19,2,20,5,6,8 10398164 390367 4508935 CRITEO S A SPONS ADS 226718104 468 38427 SH DFND 2,20,5 38427 0 0 CROCS INC COM 227046109 84785 1984206 SH DFND 2,20,5,8 1672698 968 310540 CROSS CTRY HEALTHCARE INC COM 227483104 7099 1093794 SH DFND 2,20,5 970526 0 123268 CROSSFIRST BANKSHARES INC COM 22766M109 7199 828425 SH DFND 2,20,5,8 658405 0 170020 CROWDSTRIKE HLDGS INC CL A 22788C105 389242 2834562 SH DFND 10,11,12,13,19,2,20,5,6,8 2326184 74195 434183 CROWN CASTLE INTL CORP NEW COM 22822V101 2925528 17570739 SH DFND 10,11,12,13,19,2,20,5,6,8 14221493 1035815 2313431 CROWN HLDGS INC COM 228368106 215176 2799589 SH DFND 10,11,12,13,19,2,20,5,6,8 2119744 157545 522300 CRYOLIFE INC COM 228903100 26896 1456215 SH DFND 2,20,5,8 1279937 0 176278 CRYOPORT INC COM PAR $0.001 229050307 38521 812689 SH DFND 2,20,5,8 656174 0 156515 CSG SYS INTL INC COM 126349109 42353 1034251 SH DFND 2,20,5,8 884056 20 150175 AGREE REALTY CORP COM 008492100 169311 2636091 SH DFND 10,19,2,20,5,8 2147910 14900 473281 CSW INDUSTRIALS INC COM 126402106 22510 291387 SH DFND 2,20,5,8 230138 0 61249 CSX CORP COM 126408103 2478855 31915212 SH DFND 10,11,12,13,19,2,20,5,6,8 27464297 749713 3701202 CTI BIOPHARMA CORP COM 12648L601 39 18052 SH DFND 20 18052 0 0 CTO REALTY GROWTH INC COM 22948P103 4558 103345 SH DFND 13,2,20,5 82176 0 21169 CTS CORP COM 126501105 22032 998274 SH DFND 2,20,5,8 846681 1122 150471 CUBESMART COM 229663109 208378 6385843 SH DFND 10,12,13,19,2,20,5,8 4971574 54594 1359675 CUBIC CORP COM 229669106 112454 1933195 SH DFND 2,20,5,8 1776645 566 155984 CUE BIOPHARMA INC COM 22978P106 20367 1353265 SH DFND 2,20,5,8 1257761 0 95504 CULLEN FROST BANKERS INC COM 229899109 292653 4576275 SH DFND 12,13,2,20,5,6,8 4438492 3910 133873 CUMMINS INC COM 231021106 1505143 7127976 SH DFND 10,11,12,13,19,2,20,5,6,8 5950416 294565 882995 AGROFRESH SOLUTIONS INC COM 00856G109 850 349961 SH DFND 2,20 282384 0 67577 CUMULUS MEDIA INC COM CL A 231082801 1463 272400 SH DFND 2,20 272400 0 0 CURIS INC COM NEW 231269200 14 12288 SH DFND 20 12288 0 0 CURO GROUP HOLDINGS CORP COM 23131L107 1700 241119 SH DFND 2,20 179882 0 61237 CURTISS WRIGHT CORP COM 231561101 128251 1372699 SH DFND 13,19,2,20,5,6,8 1271717 413 100569 CUSHMAN WAKEFIELD PLC SHS G2717B108 22731 2162789 SH DFND 2,20,5,8 1671106 0 491683 CUSTOMERS BANCORP INC COM 23204G100 12024 1073550 SH DFND 2,20,5,8 948556 0 124994 CUTERA INC COM 232109108 8816 464752 SH DFND 2,20,5 408785 0 55967 CVB FINL CORP COM 126600105 77916 4685285 SH DFND 2,20,5,8 4092539 631 592115 CVR ENERGY INC COM 12662P108 16720 1350559 SH DFND 13,19,2,20,5,8 1213509 0 137050 CVS HEALTH CORP COM 126650100 3299124 56491854 SH DFND 10,11,12,13,19,2,20,5,6,8 48961337 896449 6634068 AIMMUNE THERAPEUTICS INC COM 00900T107 70447 2044893 SH DFND 2,20,5,8 1827127 0 217766 CYBERARK SOFTWARE LTD SHS M2682V108 82486 797587 SH DFND 10,12,13,19,2,20,5,6,8 585103 19000 193484 CYBEROPTICS CORP COM 232517102 3861 121257 SH DFND 13,2,20,5 96131 0 25126 CYCLERION THERAPEUTICS INC COM 23255M105 2670 439072 SH DFND 2,20,5 349446 0 89626 CYMABAY THERAPEUTICS INC COM 23257D103 11877 1640514 SH DFND 2,20,5 1383880 0 256634 CYRUSONE INC COM 23283R100 273611 3879067 SH DFND 10,19,2,20,5,6,8 3206737 33000 639330 CYTOKINETICS INC COM NEW 23282W605 81843 3780260 SH DFND 2,20,5,8 3496771 0 283489 CYTOMX THERAPEUTICS INC COM 23284F105 14293 2149254 SH DFND 2,20,5,8 1946015 0 203239 CYTOSORBENTS CORP COM NEW 23283X206 4891 613230 SH DFND 2,20,5 496290 0 116940 D R HORTON INC COM 23331A109 1216327 16082599 SH DFND 10,11,12,13,19,2,20,5,6,8 13764012 471987 1846600 DAILY JOURNAL CORP COM 233912104 5004 20678 SH DFND 2,20 16534 0 4144