0000093751-21-000441.txt : 20210216
0000093751-21-000441.hdr.sgml : 20210216
20210216104337
ACCESSION NUMBER: 0000093751-21-000441
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210216
DATE AS OF CHANGE: 20210216
EFFECTIVENESS DATE: 20210216
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: 21634091
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
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false
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0000093751
XXXXXXXX
12-31-2020
12-31-2020
STATE STREET CORP
ONE LINCOLN STREET
BOSTON
MA
02111
13F HOLDINGS REPORT
028-00399
N
Elizabeth Schaefer
SENIOR VICE PRESIDENT, DEPUTY CONTROLLER
617-664-5273
Elizabeth Schaefer
Boston
X1
02-16-2021
11
3886
1633220122
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
InfoTable_100_v1.xml
10X GENOMICS INC
CL A COM
88025U109
151731
1071547
SH
DFND
10,11,12,13,19,2,20,5,6,8
898086
36533
136928
360 DIGITECH INC
AMERICAN DEP
88557W101
6698
568286
SH
DFND
1,13,2,20,5
444278
0
124008
AIR PRODS & CHEMS INC
COM
009158106
2612162
9514672
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
8307931
214670
992071
CURTISS WRIGHT CORP
COM
231561101
160815
1382162
SH
DFND
13,19,2,20,5,8
1290570
413
91179
CUSHMAN WAKEFIELD PLC
SHS
G2717B108
31883
2149894
SH
DFND
2,20,5,8
1704614
0
445280
CUSTOMERS BANCORP INC
COM
23204G100
19234
1057999
SH
DFND
19,2,20,5,8
952471
0
105528
CUTERA INC
COM
232109108
15469
641581
SH
DFND
2,20,5
591684
0
49897
CVB FINL CORP
COM
126600105
93073
4729567
SH
DFND
2,20,5,8
4215718
631
513218
CVR ENERGY INC
COM
12662P108
17809
1195248
SH
DFND
2,20,5,8
1067797
0
127451
CVS HEALTH CORP
COM
126650100
3719697
54461163
SH
DFND
10,11,12,13,19,2,20,5,6,8
47318435
876662
6266066
CYBERARK SOFTWARE LTD
NOTE 11/1
23248VAB1
21466
17657000
PRN
DFND
2,5
17657000
0
0
CYBERARK SOFTWARE LTD
SHS
M2682V108
125938
779366
SH
DFND
10,12,13,19,2,20,5,6,8
566304
18700
194362
CYBEROPTICS CORP
COM
232517102
4195
184889
SH
DFND
13,2,20,5
162175
0
22714
AIR TRANSPORT SERVICES GRP I
COM
00922R105
43190
1378106
SH
DFND
2,20,5,8
1177285
0
200821
CYCLERION THERAPEUTICS INC
COM
23255M105
1308
427301
SH
DFND
2,20,5
345274
0
82027
CYMABAY THERAPEUTICS INC
COM
23257D103
10380
1808347
SH
DFND
2,20,5,8
1577511
0
230836
CYRUSONE INC
COM
23283R100
297711
4041838
SH
DFND
10,19,2,20,5,8
3534206
32100
475532
CYTOKINETICS INC
COM NEW
23282W605
96438
4640923
SH
DFND
19,2,20,5,8
4384539
0
256384
CYTOMX THERAPEUTICS INC
COM
23284F105
13431
2050597
SH
DFND
19,2,20,5,8
1863260
0
187337
CYTOSORBENTS CORP
COM NEW
23283X206
5136
644410
SH
DFND
2,20,5
530069
0
114341
D R HORTON INC
COM
23331A109
1073127
15570625
SH
DFND
10,11,12,13,19,2,20,5,6,8
13220110
601561
1748954
DADA NEXUS LTD
ADS
23344D108
240
6572
SH
DFND
19,2
6572
0
0
DAILY JOURNAL CORP
COM
233912104
8065
19964
SH
DFND
2,20
16430
0
3534
DAKTRONICS INC
COM
234264109
5285
1129356
SH
DFND
2,20,5
1013035
0
116321
AIRBNB INC
COM CL A
009066101
4712
32101
SH
DFND
20,8
32101
0
0
DANA INC
COM
235825205
96861
4962143
SH
DFND
12,13,19,2,20,5,8
4358980
2077
601086
DANAHER CORPORATION
COM
235851102
5644706
25390195
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
21915468
404267
3070460
DANAHER CORPORATION
DBCV 1/2
235851AF9
220
26000
PRN
DFND
1
26000
0
0
DAQO NEW ENERGY CORP
SPNSRD ADS NEW
23703Q203
49803
868317
SH
DFND
1,13,2,20,5
694297
0
174020
DARDEN RESTAURANTS INC
COM
237194105
641509
5385398
SH
DFND
10,11,12,13,19,2,20,5,6,8
4698719
105039
581640
DARLING INGREDIENTS INC
COM
237266101
286447
4966144
SH
DFND
12,13,2,20,5,8
4300448
1184
664512
DASEKE INC
COM
23753F107
4889
841428
SH
DFND
2,20,5
711147
0
130281
DATADOG INC
CL A COM
23804L103
302532
3073264
SH
DFND
10,11,12,13,19,2,20,5,6,8
2461583
120509
491172
DATTO HLDG CORP
COM
23821D100
5368
198832
SH
DFND
2,20
182143
0
16689
DAVE & BUSTERS ENTMT INC
COM
238337109
43015
1432875
SH
DFND
2,20,5,8
1242030
0
190845
AKAMAI TECHNOLOGIES INC
COM
00971T101
714104
6801638
SH
DFND
10,11,12,13,19,2,20,5,6,8
5651659
166168
983811
DAVITA INC
COM
23918K108
422386
3597833
SH
DFND
10,11,12,13,19,2,20,5,6,8
2960991
111267
525575
DAWSON GEOPHYSICAL CO NEW
COM
239360100
21
10036
SH
DFND
20
10036
0
0
DBX ETF TR
XTRACK HRVST CSI
233051879
4502
112370
SH
DFND
5
112370
0
0
DECIPHERA PHARMACEUTICALS IN
COM
24344T101
104671
1834075
SH
DFND
2,20,5,8
1683027
400
150648
DECKERS OUTDOOR CORP
COM
243537107
250031
871855
SH
DFND
12,13,19,2,20,5,8
756425
293
115137
DEERE & CO
COM
244199105
3352494
12425723
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
10768736
148946
1508041
DEL TACO RESTAURANTS INC NEW
COM
245496104
5054
557809
SH
DFND
2,20,5
455322
0
102487
DELEK US HLDGS INC NEW
COM
24665A103
38310
2383949
SH
DFND
12,2,20,5,8
2096829
1400
285720
DELL TECHNOLOGIES INC
CL C
24703L202
399984
5457554
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
4222624
161697
1073233
DELTA AIR LINES INC DEL
COM NEW
247361702
869038
21612484
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
19644526
83147
1884811
AKAMAI TECHNOLOGIES INC
NOTE 0.125% 5/0
00971TAJ0
39648
32071000
PRN
DFND
2,5
32071000
0
0
DELUXE CORP
COM
248019101
39835
1364216
SH
DFND
19,2,20,5,8
1184297
7967
171952
DENALI THERAPEUTICS INC
COM
24823R105
173138
2067073
SH
DFND
13,19,2,20,5,8
1792220
800
274053
DENBURY INC
COM
24790A101
873
34000
SH
DFND
20
34000
0
0
DENNYS CORP
COM
24869P104
18498
1260054
SH
DFND
2,20,5,8
994231
0
265823
DENTSPLY SIRONA INC
COM
24906P109
517440
9863750
SH
DFND
10,11,12,13,19,2,20,5,6,8
8238778
286897
1338075
DERMTECH INC
COM
24984K105
4174
128679
SH
DFND
2,20
112712
0
15967
DESIGNER BRANDS INC
CL A
250565108
23790
3109847
SH
DFND
12,2,20,5,8
2875968
106
233773
DESPEGAR COM CORP
ORD SHS
G27358103
2454
191582
SH
DFND
2,20,5
144570
0
47012
DEVON ENERGY CORP NEW
COM
25179M103
372732
23575723
SH
DFND
1,10,12,13,2,20,5,6
22542867
4779
1028077
DEXCOM INC
COM
252131107
1427791
3861817
SH
DFND
10,11,12,13,19,2,20,5,6,8
3340241
46262
475314
AKAMAI TECHNOLOGIES INC
NOTE 0.375% 9/0
00971TAL5
35319
31745000
PRN
DFND
2,5
31745000
0
0
DEXCOM INC
NOTE 0.750%12/0
252131AH0
47555
21040000
PRN
DFND
2,5
21040000
0
0
DHI GROUP INC
COM
23331S100
2296
1034100
SH
DFND
2,20
861436
0
172664
DHT HOLDINGS INC
SHS NEW
Y2065G121
10224
1954868
SH
DFND
2,20,5
1593782
0
361086
DIAGEO PLC
SPON ADR NEW
25243Q205
1305
8220
SH
DFND
20
8220
0
0
DIAMOND HILL INVT GROUP INC
COM NEW
25264R207
10946
73328
SH
DFND
2,20,5,8
60188
0
13140
DIAMOND S SHIPPING INC
COM
Y20676105
3198
480141
SH
DFND
2,20,5
392375
0
87766
DIAMONDBACK ENERGY INC
COM
25278X109
463002
9566156
SH
DFND
10,12,13,19,2,20,5,6,8
8633576
1971
930609
DIAMONDROCK HOSPITALITY CO
COM
252784301
84156
10200743
SH
DFND
10,13,19,2,20,5,8
8883991
51508
1265244
DIANA SHIPPING INC
COM
Y2066G104
54
27781
SH
DFND
2,20
27781
0
0
DICERNA PHARMACEUTICALS INC
COM
253031108
62127
2820099
SH
DFND
19,2,20,5,8
2554419
600
265080
AKEBIA THERAPEUTICS INC
COM
00972D105
62934
22476534
SH
DFND
2,20,5,8
21888422
1272
586840
DICKS SPORTING GOODS INC
COM
253393102
96015
1708151
SH
DFND
10,12,13,19,2,20,5,8
1540206
17966
149979
DIEBOLD NXDF INC
COM
253651103
24320
2281443
SH
DFND
19,2,20,5,8
1973083
2012
306348
DIGI INTL INC
COM
253798102
16475
871710
SH
DFND
2,20,5,8
783670
0
88040
DIGIMARC CORP NEW
COM
25381B101
12045
254974
SH
DFND
2,20,5
219327
0
35647
DIGITAL RLTY TR INC
COM
253868103
2189472
15573220
SH
DFND
10,11,12,13,19,2,20,5,6,8
13257287
211934
2103999
DIGITAL TURBINE INC
COM NEW
25400W102
100966
1785111
SH
DFND
2,20,5,8
1442436
800
341875
DILLARDS INC
CL A
254067101
11213
177413
SH
DFND
12,13,2,20,5,8
143839
349
33225
DIME CMNTY BANCSHARES INC
COM
253922108
16256
1030807
SH
DFND
2,20,5,8
915392
874
114541
DINE BRANDS GLOBAL INC
COM
254423106
28361
488987
SH
DFND
2,20,5,8
417747
2047
69193
DIODES INC
COM
254543101
115156
1633413
SH
DFND
2,20,5,8
1449466
263
183684
AKERNA CORP
COM
00973W102
526
162416
SH
DFND
2,20
144297
0
18119
DISCOVER FINL SVCS
COM
254709108
1158958
12801925
SH
DFND
10,11,12,13,19,2,20,5,6,8
11230381
185470
1386074
DISCOVERY INC
COM SER A
25470F104
235434
7824314
SH
DFND
10,11,12,13,19,2,20,5,6,8
6695489
153691
975134
DISCOVERY INC
COM SER C
25470F302
522437
19947948
SH
DFND
10,11,12,13,19,2,20,5,6,8
15291526
336033
4320389
DISH NETWORK CORPORATION
CL A
25470M109
364160
11260348
SH
DFND
10,11,12,13,19,2,20,5,6,8
10030553
142666
1087129
DISH NETWORK CORPORATION
NOTE 2.375% 3/1
25470MAD1
30714
32397000
PRN
DFND
2,5
32397000
0
0
DISH NETWORK CORPORATION
NOTE 3.375% 8/1
25470MAB5
76177
78568000
PRN
DFND
2,5
78568000
0
0
DISNEY WALT CO
COM
254687106
12921402
71318038
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
56534824
954111
13829103
DIVERSIFIED HEALTHCARE TR
COM SH BEN INT
25525P107
52891
12837725
SH
DFND
10,12,13,19,2,20,5,8
11284729
63571
1489425
DMC GLOBAL INC
COM
23291C103
24389
563906
SH
DFND
2,20,5,8
502621
0
61285
DOCUSIGN INC
COM
256163106
790237
3554824
SH
DFND
10,11,12,13,19,2,20,5,6,8
2891043
83656
580125
AKERO THERAPEUTICS INC
COM
00973Y108
21359
827884
SH
DFND
2,20,5,8
781336
0
46548
DOCUSIGN INC
NOTE 0.500% 9/1
256163AB2
50474
16106000
PRN
DFND
2,5
16106000
0
0
DOLBY LABORATORIES INC
COM CL A
25659T107
84306
867970
SH
DFND
13,19,2,20,5,8
708443
562
158965
DOLLAR GEN CORP NEW
COM
256677105
2214529
10530332
SH
DFND
10,11,12,13,19,2,20,5,6,8
8969445
269781
1291106
DOLLAR TREE INC
COM
256746108
1061989
9829588
SH
DFND
10,11,12,13,19,2,20,5,6,8
8368752
167817
1293019
DOMINION ENERGY INC
COM
25746U109
3115297
41426817
SH
DFND
10,11,12,13,19,2,20,5,6,8
36355480
433728
4637609
DOMINION ENERGY INC
UNIT 99/99/9999
25746U133
33545
338500
SH
DFND
2
338500
0
0
DOMINOS PIZZA INC
COM
25754A201
667826
1741580
SH
DFND
10,11,12,13,19,2,20,5,6,8
1446815
30617
264148
DOMO INC
COM CL B
257554105
34592
542449
SH
DFND
2,20,5,8
444229
0
98220
DOMTAR CORP
COM NEW
257559203
57284
1809908
SH
DFND
12,13,2,20,5,8
1570935
2050
236923
DONALDSON INC
COM
257651109
280900
5026846
SH
DFND
13,19,2,20,5,8
4750182
1096
275568
AKOUOS INC
COM
00973J101
4847
244412
SH
DFND
2,20,5
197654
0
46758
DONEGAL GROUP INC
CL A
257701201
3432
243926
SH
DFND
13,2,20,5,8
190147
0
53779
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
14579
859126
SH
DFND
2,20,5
760597
0
98529
DONNELLEY R R & SONS CO
COM
257867200
150
66544
SH
DFND
20,5
66544
0
0
DOORDASH INC
CL A
25809K105
3098
21702
SH
DFND
20,8
21702
0
0
DORIAN LPG LTD
SHS USD
Y2106R110
12520
1027045
SH
DFND
2,20,5,8
906723
0
120322
DORMAN PRODS INC
COM
258278100
72685
837192
SH
DFND
19,2,20,5,8
707214
100
129878
DOUGLAS DYNAMICS INC
COM
25960R105
19618
458684
SH
DFND
2,20,5,8
355665
8300
94719
DOUGLAS EMMETT INC
COM
25960P109
214121
7268957
SH
DFND
10,12,13,19,2,20,5,8
6326408
44566
897983
DOUYU INTL HLDGS LTD
SPONSORED ADS
25985W105
21133
1910766
SH
DFND
10,12,13,19,2,20,5,8
1655266
41200
214300
DOVER CORP
COM
260003108
911656
7221034
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
6269841
228299
722894
3M CO
COM
88579Y101
5252088
30047988
SH
DFND
10,11,12,13,19,2,20,5,6,8
21337903
610217
8099868
AKOUSTIS TECHNOLOGIES INC
COM
00973N102
6471
529123
SH
DFND
2,20,5
434498
0
94625
DOW INC
COM
260557103
1981279
35698718
SH
DFND
10,11,12,13,19,2,20,5,6,8
26650291
409898
8638529
DR REDDYS LABS LTD
ADR
256135203
59200
830412
SH
DFND
12,13,19,2,20,5,8
469395
0
361017
DRAFTKINGS INC
COM CL A
26142R104
82016
1761502
SH
DFND
10,12,13,19,2,20,5,6,8
1270538
197263
293701
DRIL QUIP INC
COM
262037104
38539
1301100
SH
DFND
2,20,5,8
1157624
496
142980
DRIVE SHACK INC
COM
262077100
101
42253
SH
DFND
20
42253
0
0
DROPBOX INC
CL A
26210C104
120537
5432035
SH
DFND
10,11,12,13,19,2,20,5,6,8
4328337
139431
964267
DSP GROUP INC
COM
23332B106
13990
843251
SH
DFND
2,20,5,8
771428
0
71823
DTE ENERGY CO
COM
233331107
1160755
9475621
SH
DFND
10,11,12,13,19,2,20,5,6,8
8393481
150836
931304
DTE ENERGY CO
UNIT 11/01/2022S
233331842
27275
573000
SH
DFND
2
573000
0
0
DUCK CREEK TECHNOLOGIES INC
SHS
264120106
10564
243976
SH
DFND
2,20
230187
0
13789
ALAMO GROUP INC
COM
011311107
40483
293465
SH
DFND
2,20,5,8
253438
0
40027
DUCOMMUN INC DEL
COM
264147109
17312
322378
SH
DFND
2,20,5,8
281020
0
41358
DUKE ENERGY CORP NEW
COM NEW
26441C204
3414378
37291150
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
32835083
464088
3991979
DUKE REALTY CORP
COM NEW
264411505
851046
21292115
SH
DFND
10,11,12,13,19,2,20,5,6,8
18318394
321861
2651860
DULUTH HLDGS INC
COM CL B
26443V101
2111
199941
SH
DFND
2,20,5,8
162866
0
37075
DUN & BRADSTREET HLDGS INC
COM
26484T106
19936
800639
SH
DFND
19,2,20
717170
0
83469
DUPONT DE NEMOURS INC
COM
26614N102
2577722
36249776
SH
DFND
10,11,12,13,19,2,20,5,6,8
25998931
453119
9797726
DURECT CORP
COM
266605104
7390
3570173
SH
DFND
19,2,20,5,8
3025007
0
545166
DXC TECHNOLOGY CO
COM
23355L106
213554
8293371
SH
DFND
1,10,12,13,19,2,20,5,6,8
7295463
3884
994024
DXP ENTERPRISES INC
COM NEW
233377407
11716
527025
SH
DFND
2,20,5,8
461307
0
65718
DYADIC INTL INC DEL
COM
26745T101
1743
323915
SH
DFND
2,20
273653
0
50262
ALARM COM HLDGS INC
COM
011642105
152584
1474958
SH
DFND
2,20,5,8
1279821
500
194637
DYCOM INDS INC
COM
267475101
71499
946755
SH
DFND
13,2,20,5,8
818804
405
127546
DYNATRACE INC
COM NEW
268150109
153528
3548150
SH
DFND
10,11,12,13,19,2,20,5,6,8
2837685
100409
610056
DYNAVAX TECHNOLOGIES CORP
COM NEW
268158201
48448
10887296
SH
DFND
2,20,5,8
10487577
0
399719
DYNE THERAPEUTICS INC
COM
26818M108
4662
222004
SH
DFND
2,20
190443
0
31561
DYNEX CAP INC
COM
26817Q886
11497
641301
SH
DFND
2,20,5,8
540277
0
101024
DZS INC
COM
268211109
2630
170034
SH
DFND
2,20
141953
0
28081
E L F BEAUTY INC
COM
26856L103
21767
864098
SH
DFND
2,20,5,8
674853
0
189245
EAGLE BANCORP INC MD
COM
268948106
45219
1094894
SH
DFND
2,20,5,8
964248
800
129846
EAGLE BANCORP MONT INC
COM
26942G100
2309
108808
SH
DFND
2,20
94408
0
14400
EAGLE BULK SHIPPING INC
COM
Y2187A150
2101
110603
SH
DFND
2,20
89407
0
21196
ALASKA AIR GROUP INC
COM
011659109
212712
4090616
SH
DFND
10,12,13,2,20,5,6,8
3759559
551
330506
EAGLE MATLS INC
COM
26969P108
97390
960924
SH
DFND
13,2,20,5
872127
438
88359
EAGLE PHARMACEUTICALS INC
COM
269796108
37913
814101
SH
DFND
2,20,5,8
767624
0
46477
EARGO INC
COM
270087109
5478
122217
SH
DFND
2,20
104707
0
17510
EARTHSTONE ENERGY INC
CL A
27032D304
2166
406450
SH
DFND
2,20
324394
0
82056
EAST WEST BANCORP INC
COM
27579R104
238363
4700511
SH
DFND
12,13,2,20,5,8
4384247
1680
314584
EASTERLY GOVT PPTYS INC
COM
27616P103
94621
4177533
SH
DFND
10,19,2,20,5,6,8
3615678
22200
539655
EASTERN BANKSHARES INC
COM
27627N105
43935
2693747
SH
DFND
2,20,5
2266317
0
427430
EASTERN CO
COM
276317104
2216
91964
SH
DFND
2,20
76301
0
15663
EASTGROUP PPTYS INC
COM
277276101
277895
2001471
SH
DFND
10,19,2,20,5,8
1725305
10529
265637
EASTMAN CHEM CO
COM
277432100
614651
6087965
SH
DFND
10,11,12,13,19,2,20,5,6,8
5090771
290383
706811
ALASKA COMMUNICATIONS SYS GR
COM
01167P101
3347
906951
SH
DFND
2,20
788450
0
118501
EASTMAN KODAK CO
COM NEW
277461406
4012
492931
SH
DFND
2,20,5,8
455231
0
37700
EATON CORP PLC
SHS
G29183103
2068260
17215419
SH
DFND
10,11,12,13,19,2,20,5,6,8
14724679
516845
1973895
EATON VANCE CORP
COM NON VTG
278265103
401768
5914440
SH
DFND
13,2,20,5,8
5648278
954
265208
EBAY INC.
COM
278642103
1541375
30674135
SH
DFND
10,11,12,13,19,2,20,5,6,8
25579358
961263
4133514
EBIX INC
COM NEW
278715206
34827
917221
SH
DFND
2,20,5,8
809154
500
107567
ECHO GLOBAL LOGISTICS INC
COM
27875T101
24424
910661
SH
DFND
2,20,5,8
796992
0
113669
ECHOSTAR CORP
CL A
278768106
15199
717256
SH
DFND
13,2,20,5,8
601106
307
115843
ECOLAB INC
COM
278865100
2378671
10969686
SH
DFND
10,11,12,13,19,2,20,5,6,8
9472974
228593
1268119
ECOPETROL S A
SPONSORED ADS
279158109
21159
1638925
SH
DFND
10,13,2,20,5
1425566
111406
101953
EDGEWELL PERS CARE CO
COM
28035Q102
57386
1652413
SH
DFND
12,13,19,2,20,5,8
1429236
850
222327
ALBANY INTL CORP
CL A
012348108
69736
947242
SH
DFND
2,20,5,8
820421
136
126685
EDISON INTL
COM
281020107
1704366
26849401
SH
DFND
10,11,12,13,19,2,20,5,6,8
17469054
7188566
2191781
EDITAS MEDICINE INC
COM
28106W103
158822
2265332
SH
DFND
19,2,20,5,8
2010747
600
253985
EDWARDS LIFESCIENCES CORP
COM
28176E108
2359363
25861706
SH
DFND
10,11,12,13,19,2,20,5,6,8
22039414
595877
3226415
EGAIN CORP
COM NEW
28225C806
4376
370552
SH
DFND
2,20,5
305644
0
64908
EHANG HLDGS LTD
ADS
26853E102
888
40000
SH
DFND
1
0
0
40000
EHEALTH INC
COM
28238P109
60513
857007
SH
DFND
19,2,20,5,8
752681
300
104026
EIDOS THERAPEUTICS INC
COM
28249H104
28356
215507
SH
DFND
2,20,5,8
172854
0
42653
EIGER BIOPHARMACEUTICALS INC
COM
28249U105
6118
497774
SH
DFND
2,20,5
420597
0
77177
EL POLLO LOCO HLDGS INC
COM
268603107
10464
578147
SH
DFND
2,20,5,8
496958
0
81189
ELANCO ANIMAL HEALTH INC
COM
28414H103
485158
15818660
SH
DFND
10,11,12,13,19,2,20,5,6,8
14161626
182990
1474044
ALBEMARLE CORP
COM
012653101
830192
5613399
SH
DFND
10,11,12,13,19,2,20,5,6,8
4777712
89054
746633
ELANCO ANIMAL HEALTH INC
UNIT 02/01/2023T
28414H202
12581
264700
SH
DFND
2
264700
0
0
ELASTIC N V
ORD SHS
N14506104
119372
816887
SH
DFND
13,19,2,20,5,8
678811
500
137576
ELBIT SYS LTD
ORD
M3760D101
9920
75635
SH
DFND
2
75635
0
0
ELECTROMED INC
COM
285409108
905
92207
SH
DFND
2,20
78418
0
13789
ELECTRONIC ARTS INC
COM
285512109
2095506
14592663
SH
DFND
10,11,12,13,19,2,20,5,6,8
12466751
506606
1619306
ELEMENT SOLUTIONS INC
COM
28618M106
46838
2641728
SH
DFND
2,20,5,8
2138935
4200
498593
ELLINGTON FINANCIAL INC
COM
28852N109
15664
1048417
SH
DFND
2,20,5,8
870839
0
177578
ELLINGTON RESIDENTIAL MTG RE
COM SHS BEN INT
288578107
2168
162793
SH
DFND
2,20,5
145393
0
17400
ELOXX PHARMACEUTICALS INC
COM
29014R103
1784
448291
SH
DFND
2,20,5
362703
0
85588
EMBRAER S.A.
SPONSORED ADS
29082A107
1706
250467
SH
DFND
2,20
250467
0
0
ALBERTSONS COS INC
COMMON STOCK
013091103
16554
941643
SH
DFND
2,20
908052
0
33591
EMCOR GROUP INC
COM
29084Q100
155460
1699762
SH
DFND
10,12,13,19,2,20,5,8
1455929
7983
235850
EMCORE CORP
COM NEW
290846203
121
22165
SH
DFND
20
22165
0
0
EMERALD HOLDING INC
COM
29103W104
4788
883476
SH
DFND
2,20
807236
0
76240
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
192245
2145591
SH
DFND
19,2,20,5,8
1950246
500
194845
EMERSON ELEC CO
COM
291011104
2207437
27465933
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
23879682
674550
2911701
EMPIRE ST RLTY TR INC
CL A
292104106
45418
4873205
SH
DFND
10,19,2,20,5,8
3941849
40184
891172
EMPLOYERS HOLDINGS INC
COM
292218104
29928
929728
SH
DFND
2,20,5,8
807572
0
122156
ENANTA PHARMACEUTICALS INC
COM
29251M106
49393
1173240
SH
DFND
2,20,5,6,8
1093206
0
80034
ENBRIDGE INC
COM
29250N105
34458
1076958
SH
DFND
1,10,12,19,2,20
832961
200731
43266
ENCOMPASS HEALTH CORP
COM
29261A100
193892
2336862
SH
DFND
13,2,20,5,8
2113373
1052
222437
ALBIREO PHARMA INC
COM
01345P106
29324
781765
SH
DFND
2,20,5,8
735244
0
46521
ENCORE CAP GROUP INC
COM
292554102
38167
979895
SH
DFND
19,2,20,5,8
853180
200
126515
ENCORE WIRE CORP
COM
292562105
39235
647548
SH
DFND
2,20,5,8
566065
400
81083
ENDO INTL PLC
SHS
G30401106
58336
8124833
SH
DFND
13,19,2,20,5,8
7150812
6160
967861
ENDURANCE INTL GROUP HLDGS I
COM
29272B105
12994
1375031
SH
DFND
2,20,5,8
1060765
0
314266
ENEL AMERICAS S A
SPONSORED ADR
29274F104
34505
4197722
SH
DFND
10,13,19,2,20,5
3889728
29843
278151
ENEL CHILE S.A.
SPONSORED ADR
29278D105
9471
2434586
SH
DFND
10,13,19,2,20,5
2346238
0
88348
ENERGIZER HLDGS INC NEW
COM
29272W109
60203
1427299
SH
DFND
13,2,20,5,8
1278943
650
147706
ENERGOUS CORP
COM
29272C103
29
16096
SH
DFND
20
16096
0
0
ENERGY FUELS INC
COM NEW
292671708
9319
2187663
SH
DFND
2,20,5,6
1812688
0
374975
ENERGY RECOVERY INC
COM
29270J100
11589
849658
SH
DFND
2,20,5,8
711099
0
138559
ALCOA CORP
COM
013872106
129763
5629652
SH
DFND
12,13,2,20,5,8
4859191
2121
768340
ENERPAC TOOL GROUP CORP
CL A COM
292765104
39842
1762123
SH
DFND
2,20,5,8
1527457
271
234395
ENERSYS
COM
29275Y102
107356
1292516
SH
DFND
13,19,2,20,5,8
1116207
605
175704
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
2279
614397
SH
DFND
19,20,5,8
327539
3325
283533
ENNIS INC
COM
293389102
11332
634843
SH
DFND
2,20,5,8
531094
1458
102291
ENOCHIAN BIOSCIENCES INC
COM
29350E104
554
187872
SH
DFND
2,20
145267
0
42605
ENOVA INTL INC
COM
29357K103
27595
1114044
SH
DFND
2,20,5,8
972542
0
141502
ENPHASE ENERGY INC
COM
29355A107
640297
3649042
SH
DFND
10,11,12,13,19,2,20,5,6,8
3143453
76021
429568
ENPRO INDS INC
COM
29355X107
49090
650020
SH
DFND
2,20,5,8
567904
43
82073
ENSIGN GROUP INC
COM
29358P101
115904
1588324
SH
DFND
2,20,5,8
1375589
300
212435
ENSTAR GROUP LIMITED
SHS
G3075P101
61698
301127
SH
DFND
19,2,20,5,8
245184
100
55843
500 COM LTD
SPON ADR REP A
33829R100
267
29620
SH
DFND
2
29620
0
0
ALCON AG
ORD SHS
H01301128
358
5423
SH
DFND
20
5423
0
0
ENTEGRIS INC
COM
29362U104
160443
1669538
SH
DFND
13,19,2,20,5,8
1341914
1169
326455
ENTERCOM COMMUNICATIONS CORP
CL A
293639100
7665
3103171
SH
DFND
13,2,20,5
2668088
0
435083
ENTERGY CORP NEW
COM
29364G103
1011657
10132784
SH
DFND
10,11,12,13,19,2,20,5,6,8
8573871
123821
1435092
ENTERPRISE BANCORP INC MASS
COM
293668109
4241
165990
SH
DFND
2,20,5
140387
0
25603
ENTERPRISE FINL SVCS CORP
COM
293712105
22234
636165
SH
DFND
2,20,5,8
450585
0
185580
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
3314
1205043
SH
DFND
2,20,5
1010116
0
194927
ENVELA CORP
COM
29402E102
454
87396
SH
DFND
2,20
70677
0
16719
ENVESTNET INC
COM
29404K106
87477
1063028
SH
DFND
19,2,20,5,8
843580
400
219048
ENVISTA HOLDINGS CORPORATION
COM
29415F104
76446
2266415
SH
DFND
2,20,5,8
1947593
1700
317122
ENZO BIOCHEM INC
COM
294100102
2136
847546
SH
DFND
2,20,5
662382
0
185164
ALDEYRA THERAPEUTICS INC
COM
01438T106
142
20700
SH
DFND
20
20700
0
0
EOG RES INC
COM
26875P101
1680571
33699044
SH
DFND
10,11,12,13,19,2,20,5,6,8
31216371
353010
2129663
EPAM SYS INC
COM
29414B104
398950
1113297
SH
DFND
10,11,12,13,19,2,20,5,6,8
879149
56736
177412
EPIZYME INC
COM
29428V104
46914
4319923
SH
DFND
2,20,5,8
3976248
0
343675
EPLUS INC
COM
294268107
38171
434005
SH
DFND
2,20,5,8
368735
0
65270
EPR PPTYS
COM SH BEN INT
26884U109
107038
3293483
SH
DFND
10,13,19,2,20,5,8
2911764
19440
362279
EQT CORP
COM
26884L109
170796
13437892
SH
DFND
12,13,2,20,5,8
11449386
2922
1985584
EQUIFAX INC
COM
294429105
921766
4779950
SH
DFND
10,11,12,13,19,2,20,5,6,8
4173363
57592
548995
EQUINIX INC
COM
29444U700
2431796
3405018
SH
DFND
10,11,12,13,19,2,20,5,6,8
2892346
48587
464085
EQUINOR ASA
SPONSORED ADR
29446M102
1533
93359
SH
DFND
1,20
4307
0
89052
EQUITABLE HLDGS INC
COM
29452E101
275930
10782731
SH
DFND
10,11,12,13,19,2,20,5,6,8
9045084
415549
1322098
ALECTOR INC
COM
014442107
46170
3051531
SH
DFND
2,20,5,8
2868852
500
182179
EQUITRANS MIDSTREAM CORP
COM
294600101
79007
9826715
SH
DFND
12,13,2,20,5,8
8915855
2337
908523
EQUITY BANCSHARES INC
COM CL A
29460X109
5885
272601
SH
DFND
2,20,5
218359
0
54242
EQUITY COMWLTH
COM SH BEN INT
294628102
113059
4144377
SH
DFND
10,13,19,2,20,5,6,8
3409078
31449
703850
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
448831
7046262
SH
DFND
10,11,12,13,19,2,20,5,6,8
5818175
128577
1099510
EQUITY RESIDENTIAL
SH BEN INT
29476L107
1225543
20468246
SH
DFND
10,11,12,13,19,2,20,5,6,8
17237658
316748
2913840
ERICSSON
ADR B SEK 10
294821608
1297
109517
SH
DFND
1,20
5910
0
103607
ERIE INDTY CO
CL A
29530P102
161152
656155
SH
DFND
10,11,12,13,19,2,20,5,6,8
501975
48266
105914
EROS STX GLOBAL CORPORATION
SHS NEW
G3788M114
4670
2566058
SH
DFND
2,20,5
2096990
0
469068
ESCALADE INC
COM
296056104
3886
183562
SH
DFND
2,20
149358
0
34204
ESCO TECHNOLOGIES INC
COM
296315104
83050
803969
SH
DFND
2,20,5,8
693291
521
110157
ALERUS FINL CORP
COM
01446U103
7513
273179
SH
DFND
2,20,5
234014
0
39165
ESPERION THERAPEUTICS INC NE
COM
29664W105
65586
2522544
SH
DFND
19,2,20,5,8
2410912
300
111332
ESQUIRE FINL HLDGS INC
COM
29667J101
2099
109386
SH
DFND
2,20
85949
0
23437
ESSA BANCORP INC
COM
29667D104
2855
190322
SH
DFND
2,20,6
157250
0
33072
ESSENT GROUP LTD
COM
G3198U102
179256
4149450
SH
DFND
13,2,20,5,8
3696967
700
451783
ESSENTIAL PPTYS RLTY TR INC
COM
29670E107
105615
4926501
SH
DFND
10,19,2,20,5,8
4301945
26800
597756
ESSENTIAL UTILS INC
COM
29670G102
503691
10651104
SH
DFND
10,11,12,13,19,2,20,5,6,8
9528694
116178
1006232
ESSENTIAL UTILS INC
UNIT 04/30/2022
29670G201
11953
194800
SH
DFND
2
194800
0
0
ESSEX PPTY TR INC
COM
297178105
1195373
4991757
SH
DFND
10,11,12,13,19,2,20,5,6,8
4460086
56634
475037
ETHAN ALLEN INTERIORS INC
COM
297602104
17306
856327
SH
DFND
2,20,5,8
763763
1000
91564
ETON PHARMACEUTICALS INC
COM
29772L108
1987
244395
SH
DFND
2,20
203918
0
40477
ALEXANDER & BALDWIN INC NEW
COM
014491104
41932
2419710
SH
DFND
2,20,5,8
2084795
982
333933
ETSY INC
COM
29786A106
864911
4861507
SH
DFND
10,11,12,13,19,2,20,5,6,8
4185615
72348
603544
ETSY INC
NOTE 0.125%10/0
29786AAJ5
36663
17299000
PRN
DFND
2,5
17299000
0
0
EURONET WORLDWIDE INC
COM
298736109
89897
620320
SH
DFND
13,19,2,20,5,8
508542
500
111278
EURONET WORLDWIDE INC
NOTE 0.750% 3/1
298736AL3
15245
13506000
PRN
DFND
2,5
13506000
0
0
EVANS BANCORP INC
COM NEW
29911Q208
3347
121524
SH
DFND
2,20
70611
0
50913
EVELO BIOSCIENCES INC
COM
299734103
3559
294360
SH
DFND
2,20,5
240511
0
53849
EVENTBRITE INC
COM CL A
29975E109
23619
1304941
SH
DFND
2,20,5,8
1053487
0
251454
EVERBRIDGE INC
COM
29978A104
70555
473303
SH
DFND
13,19,2,20,5,8
386416
300
86587
EVERBRIDGE INC
NOTE 0.125%12/1
29978AAC8
13610
9167000
PRN
DFND
2
9167000
0
0
EVERCORE INC
CLASS A
29977A105
104390
952113
SH
DFND
13,2,20,5,8
861835
300
89978
ALEXANDERS INC
COM
014752109
18353
66172
SH
DFND
10,19,2,20,5,8
52728
577
12867
EVEREST RE GROUP LTD
COM
G3223R108
425965
1819664
SH
DFND
10,11,12,13,19,2,20,5,6,8
1537792
41666
240206
EVERGY INC
COM
30034W106
614728
11074179
SH
DFND
10,11,12,13,19,2,20,5,6,8
9823685
146111
1104383
EVERI HLDGS INC
COM
30034T103
23282
1685902
SH
DFND
19,2,20,5,8
1326909
0
358993
EVERQUOTE INC
COM CL A
30041R108
15882
425225
SH
DFND
2,20,5,8
372413
0
52812
EVERSOURCE ENERGY
COM
30040W108
1692408
19563153
SH
DFND
10,11,12,13,19,2,20,5,6,8
17449357
258606
1855190
EVERTEC INC
COM
30040P103
74489
1894419
SH
DFND
19,2,20,5,8
1602496
900
291023
EVI INDS INC
COM
26929N102
2260
75534
SH
DFND
2,20
63045
0
12489
EVO PMTS INC
CL A COM
26927E104
25600
947798
SH
DFND
2,20,5,8
790200
0
157598
EVOFEM BIOSCIENCES INC
COM
30048L104
2786
1156035
SH
DFND
2,20
983689
0
172346
EVOLENT HEALTH INC
CL A
30050B101
28366
1769539
SH
DFND
2,20,5,8
1473251
0
296288
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
1271578
7092007
SH
DFND
10,11,12,13,19,2,20,5,6,8
6042082
96655
953270
EVOLUS INC
COM
30052C107
1147
341377
SH
DFND
2,20
281661
0
59716
EVOLUTION PETE CORP
COM
30049A107
1469
515460
SH
DFND
2,20
412592
0
102868
EVOQUA WATER TECHNOLOGIES CO
COM
30057T105
53189
1971417
SH
DFND
2,20,5,8
1564997
1100
405320
EXACT SCIENCES CORP
COM
30063P105
458699
3462138
SH
DFND
10,11,12,13,19,2,20,5,6,8
2865438
69898
526802
EXACT SCIENCES CORP
NOTE 0.375% 3/0
30063PAC9
50374
38588000
PRN
DFND
2,5
38588000
0
0
EXACT SCIENCES CORP
NOTE 0.375% 3/1
30063PAB1
27680
19875000
PRN
DFND
2,5
19875000
0
0
EXACT SCIENCES CORP
NOTE 1.000% 1/1
30063PAA3
5764
3040000
PRN
DFND
2,5
3040000
0
0
EXAGEN INC
COM
30068X103
812
61513
SH
DFND
2,20
49176
0
12337
EXANTAS CAP CORP
COM NEW
30068N105
1783
446961
SH
DFND
2,20
446961
0
0
EXELA TECHNOLOGIES INC
COM
30162V102
9
20900
SH
DFND
20
20900
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
1660649
10628834
SH
DFND
10,11,12,13,19,2,20,5,6,8
8915063
367213
1346558
EXELIXIS INC
COM
30161Q104
205258
10227119
SH
DFND
13,19,2,20,5,8
9510000
8870
708249
EXELON CORP
COM
30161N101
2526762
59847506
SH
DFND
10,11,12,13,19,2,20,5,6,8
45879913
717351
13250242
EXICURE INC
COM
30205M101
1651
932563
SH
DFND
2,20
817609
0
114954
EXLSERVICE HOLDINGS INC
COM
302081104
87624
1029299
SH
DFND
19,2,20,5,8
869624
200
159475
EXONE CO
COM
302104104
4061
427899
SH
DFND
2,20
404810
0
23089
EXP WORLD HLDGS INC
COM
30212W100
30432
482137
SH
DFND
2,20,5,8
379800
0
102337
EXPEDIA GROUP INC
COM NEW
30212P303
740512
5592988
SH
DFND
10,11,12,13,19,2,20,5,6,8
4770884
91957
730147
EXPEDITORS INTL WASH INC
COM
302130109
840891
8841250
SH
DFND
10,11,12,13,19,2,20,5,6,8
7435308
252300
1153642
EXPONENT INC
COM
30214U102
139960
1554590
SH
DFND
2,20,5,8
1342235
584
211771
EXPRESS INC
COM
30219E103
1050
1154033
SH
DFND
2,20
935043
0
218990
ALGONQUIN PWR UTILS CORP
COM
015857105
7558
454885
SH
DFND
2
454885
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
37271
2516632
SH
DFND
12,2,20,5,8
2096980
12200
407452
EXTERRAN CORP
COM
30227H106
3551
803411
SH
DFND
2,20,5
698358
0
105053
EXTRA SPACE STORAGE INC
COM
30225T102
868375
7495035
SH
DFND
10,11,12,13,19,2,20,5,6,8
6431434
92796
970805
EXTREME NETWORKS INC
COM
30226D106
27407
3977809
SH
DFND
13,2,20,5,8
3384023
0
593786
EXXON MOBIL CORP
COM
30231G102
9956243
241539137
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
225994773
2675948
12868416
EZCORP INC
CL A NON VTG
302301106
7290
1521817
SH
DFND
2,20,5
1363684
0
158133
F N B CORP
COM
302520101
115981
12208566
SH
DFND
13,19,2,20,5,8
11211421
2953
994192
F5 NETWORKS INC
COM
315616102
515886
2932172
SH
DFND
10,11,12,13,19,2,20,5,6,8
2513605
82427
336140
FABRINET
SHS
G3323L100
88728
1143555
SH
DFND
19,2,20,5,8
983021
700
159834
FACEBOOK INC
CL A
30303M102
25488151
93308506
SH
DFND
10,11,12,13,19,2,20,5,6,8
79783513
2330582
11194411
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
8212524
35287693
SH
DFND
1,10,11,12,13,19,2,20,5,8
26530291
968347
7789055
FACTSET RESH SYS INC
COM
303075105
476228
1432265
SH
DFND
10,11,12,13,19,2,20,5,6,8
1212857
73315
146093
FAIR ISAAC CORP
COM
303250104
462399
904819
SH
DFND
10,11,12,13,19,2,20,5,6,8
768567
36961
99291
FALCON MINERALS CORP
CL A COM
30607B109
2635
836597
SH
DFND
2,20,5
689003
0
147594
FANHUA INC
SPONSORED ADR
30712A103
4191
348145
SH
DFND
1,2,20,5
262770
700
84675
FARFETCH LTD
ORD SH CL A
30744W107
6070
95121
SH
DFND
13,19,2,20,5,6,8
88521
0
6600
FARMER BROS CO
COM
307675108
1329
284679
SH
DFND
2,20
238666
0
46013
FARMERS & MERCHANTS BANCORP
COM
30779N105
4068
175563
SH
DFND
2,20,5
142589
0
32974
FARMERS NATIONAL BANC CORP
COM
309627107
6146
463115
SH
DFND
2,20,5
384983
0
78132
FARMLAND PARTNERS INC
COM
31154R109
5096
582426
SH
DFND
2,20,5
492636
0
89790
FARO TECHNOLOGIES INC
COM
311642102
40077
567427
SH
DFND
2,20,5,8
469340
373
97714
51JOB INC
SPONSORED ADS
316827104
51108
730692
SH
DFND
1,10,12,13,19,2,20,5,8
408235
12200
310257
ALICO INC
COM
016230104
3341
107070
SH
DFND
2,20
91273
0
15797
FASTENAL CO
COM
311900104
1345178
27548194
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
23925336
860032
2762826
FASTLY INC
CL A
31188V100
88291
1010538
SH
DFND
13,19,2,20,5,8
833108
1900
175530
FATE THERAPEUTICS INC
COM
31189P102
191623
2107373
SH
DFND
13,19,2,20,5,8
1813960
600
292813
FATHOM HOLDINGS INC
COM
31189V109
2310
64102
SH
DFND
2,20
55043
0
9059
FB FINL CORP
COM
30257X104
37819
1088953
SH
DFND
2,20,5,8
964566
0
124387
FBL FINL GROUP INC
CL A
30239F106
11983
228206
SH
DFND
2,20,5,8
189651
400
38155
FEDERAL AGRIC MTG CORP
CL C
313148306
13805
185925
SH
DFND
2,20,5,8
146580
0
39345
FEDERAL RLTY INVT TR
SH BEN INT NEW
313747206
728249
8451842
SH
DFND
10,12,13,19,2,20,5,6,8
7941505
20855
489482
FEDERAL SIGNAL CORP
COM
313855108
61266
1847027
SH
DFND
2,20,5,8
1552695
300
294032
FEDERATED HERMES INC
CL B
314211103
86880
3007267
SH
DFND
10,12,2,20,5,8
2582836
22411
402020
ALIGN TECHNOLOGY INC
COM
016255101
1569175
2936441
SH
DFND
10,11,12,13,19,2,20,5,6,8
2548606
49889
337946
FEDEX CORP
COM
31428X106
2664174
10261823
SH
DFND
10,11,12,13,19,2,20,5,6,8
8875225
264992
1121606
FEDNAT HLDG CO
COM
31431B109
1251
211281
SH
DFND
2,20
173536
0
37745
FENNEC PHARMACEUTICALS INC
COM
31447P100
2541
341051
SH
DFND
2,20
284659
0
56392
FERRARI N V
COM
N3167Y103
988
4303
SH
DFND
12,20,6
2517
41
1745
FERRO CORP
COM
315405100
36821
2516801
SH
DFND
2,20,5,8
2191456
317
325028
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
14830
819784
SH
DFND
2,20,6
819784
0
0
FIBROGEN INC
COM
31572Q808
118082
3183655
SH
DFND
13,19,2,20,5,8
2824153
1200
358302
FIDELITY D & D BANCORP INC
COM
31609R100
4481
69621
SH
DFND
2,20,5
59578
0
10043
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
275074
7036952
SH
DFND
10,11,12,13,19,2,20,5,6,8
5317345
508930
1210677
FIDELITY NATL INFORMATION SV
COM
31620M106
3490625
24675701
SH
DFND
10,11,12,13,19,2,20,5,6,8
21211350
302889
3161462
ALIGOS THERAPEUTICS INC
COM
01626L105
4422
159922
SH
DFND
2,20
145073
0
14849
FIESTA RESTAURANT GROUP INC
COM
31660B101
6428
563898
SH
DFND
2,20,5
496959
0
66939
FIFTH THIRD BANCORP
COM
316773100
1025629
36843308
SH
DFND
10,12,13,19,2,20,5,6,8
32496163
751861
3595284
FINANCIAL INSTNS INC
COM
317585404
7427
326343
SH
DFND
2,20,5
273593
0
52750
FINVOLUTION GROUP
SPONSORED ADS
31810T101
5168
1935670
SH
DFND
13,2,20,5
1546217
0
389453
FIREEYE INC
COM
31816Q101
73190
3173897
SH
DFND
19,2,20,5,8
2681187
1300
491410
FIREEYE INC
NOTE 0.875% 6/0
31816QAF8
21052
17321000
PRN
DFND
2,5
17321000
0
0
FIREEYE INC
NOTE 1.625% 6/0
31816QAD3
9470
9605000
PRN
DFND
2,5
9605000
0
0
FIRST AMERN FINL CORP
COM
31847R102
143774
2784706
SH
DFND
12,13,19,2,20,5,8
2542640
985
241081
FIRST BANCORP INC ME
COM
31866P102
4963
195382
SH
DFND
2,20,5
165282
0
30100
FIRST BANCORP N C
COM
318910106
33313
979499
SH
DFND
2,20,5,8
862331
0
117168
ALJ REGL HLDGS INC
COM
001627108
15
13800
SH
DFND
20
13800
0
0
FIRST BANCORP P R
COM NEW
318672706
83487
9055023
SH
DFND
2,20,5,8
8181627
2000
871396
FIRST BANCSHARES INC MS
COM
318916103
12939
418994
SH
DFND
2,20,5,8
341216
0
77778
FIRST BANK WILLIAMSTOWN NJ
COM
31931U102
2988
318596
SH
DFND
2,20
260747
0
57849
FIRST BUS FINL SVCS INC WIS
COM
319390100
2834
153939
SH
DFND
13,2,20
126047
0
27892
FIRST BUSEY CORP
COM NEW
319383204
24312
1128186
SH
DFND
2,20,5,8
917353
0
210833
FIRST CAPITAL INC
COM
31942S104
3523
58170
SH
DFND
2,20,5
47937
0
10233
FIRST CHOICE BANCORP
COM
31948P104
3024
163532
SH
DFND
2,20
134913
0
28619
FIRST CMNTY BANKSHARES INC V
COM
31983A103
7911
366580
SH
DFND
2,20,5,8
293493
0
73087
FIRST CMNTY CORP S C
COM
319835104
1957
115166
SH
DFND
2,20
101366
0
13800
FIRST COMWLTH FINL CORP PA
COM
319829107
38104
3483005
SH
DFND
2,20,5,8
3086655
0
396350
ALKERMES PLC
SHS
G01767105
97005
4862428
SH
DFND
13,19,2,20,5,8
4483704
1630
377094
FIRST CTZNS BANCSHARES INC N
CL A
31946M103
74420
129467
SH
DFND
13,2,20,5,8
116314
113
13040
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
124
10836
SH
DFND
20
7824
0
3012
FIRST FINL BANCORP OH
COM
320209109
67848
3870388
SH
DFND
2,20,5,8
3471510
1282
397596
FIRST FINL BANKSHARES
COM
32020R109
174811
4815221
SH
DFND
13,2,20,5,8
4262727
900
551594
FIRST FINL CORP IND
COM
320218100
11486
295643
SH
DFND
2,20,5,8
242028
351
53264
FIRST FNDTN INC
COM
32026V104
17198
859923
SH
DFND
2,20,5,8
699949
0
159974
FIRST GTY BANCSHARES INC
COM
32043P106
1260
70915
SH
DFND
2,20
55395
0
15520
FIRST HAWAIIAN INC
COM
32051X108
118215
5013364
SH
DFND
2,20,5,8
4705720
2300
305344
FIRST HORIZON CORPORATION
COM
320517105
271816
21056736
SH
DFND
12,13,19,2,20,5,8
19741477
15379
1299880
FIRST INDL RLTY TR INC
COM
32054K103
233035
5498843
SH
DFND
10,19,2,20,5,8
4824248
34965
639630
ALLAKOS INC
COM
01671P100
128981
921290
SH
DFND
2,20,5,8
817599
300
103391
FIRST INTERNET BANCORP
COM
320557101
4816
167206
SH
DFND
2,20
139000
0
28206
FIRST INTST BANCSYSTEM INC
COM CL A
32055Y201
42211
1035351
SH
DFND
2,20,5,8
838586
0
196765
FIRST LONG IS CORP
COM
320734106
8397
470422
SH
DFND
2,20,5,8
378150
0
92272
FIRST MERCHANTS CORP
COM
320817109
54555
1458296
SH
DFND
2,20,5,8
1182271
300
275725
FIRST MID ILL BANCSHARES INC
COM
320866106
10711
318226
SH
DFND
2,20,5,8
258311
0
59915
FIRST MIDWEST BANCORP DEL
COM
320867104
73417
4569592
SH
DFND
2,20,5,8
4108348
1700
459544
FIRST NORTHWEST BANCORP
COM
335834107
2854
182949
SH
DFND
2,20
152093
0
30856
FIRST REP BK SAN FRANCISCO C
COM
33616C100
1489843
10139813
SH
DFND
10,12,13,19,2,20,5,6,8
9246131
78946
814736
FIRST SOLAR INC
COM
336433107
237782
2403779
SH
DFND
12,13,19,2,20,5,8
2202527
773
200479
FIRST SVGS FINL GROUP INC
COM
33621E109
1899
29215
SH
DFND
2,20
22873
0
6342
ALLEGHANY CORP DEL
COM
017175100
275484
456334
SH
DFND
10,11,12,13,19,2,20,5,6,8
398006
8528
49800
FIRST UTD CORP
COM
33741H107
1552
100143
SH
DFND
2,20
87243
0
12900
FIRST WESTN FINL INC
COM
33751L105
1910
97600
SH
DFND
2,20
73998
0
23602
FIRSTCASH INC
COM
33767D105
87718
1252397
SH
DFND
13,2,20,5,8
1070727
541
181129
FIRSTENERGY CORP
COM
337932107
1170269
38231583
SH
DFND
10,11,12,13,19,2,20,5,6,8
24043703
9978799
4209081
FISERV INC
COM
337738108
2560400
22487265
SH
DFND
10,11,12,13,19,2,20,5,6,8
19294189
279751
2913325
FISKER INC
CL A COM STK
33813J106
1340
91500
SH
DFND
20
91500
0
0
FITBIT INC
CL A
33812L102
42889
6307152
SH
DFND
19,2,20,5,8
5146396
3400
1157356
FIVE BELOW INC
COM
33829M101
228071
1303413
SH
DFND
13,19,2,20,5,8
1175738
700
126975
FIVE POINT HOLDINGS LLC
COM CL A
33833Q106
387
70808
SH
DFND
20,5,8
46642
0
24166
FIVE PRIME THERAPEUTICS INC
COM
33830X104
16703
981924
SH
DFND
2,20,5
895663
0
86261
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
112000
6678608
SH
DFND
12,13,2,20,5,8
6159184
945
518479
FIVE STAR SENIOR LIVING INC
COM NEW
33832D205
2165
313746
SH
DFND
2,20
264446
0
49300
FIVE9 INC
COM
338307101
135018
774186
SH
DFND
13,19,2,20,5,8
625348
1400
147438
FIVERR INTL LTD
ORD SHS
M4R82T106
17523
89818
SH
DFND
13,2,20,5,8
70118
0
19700
FLAGSTAR BANCORP INC
COM PAR .001
337930705
58173
1427214
SH
DFND
2,20,5,8
1242054
0
185160
FLEETCOR TECHNOLOGIES INC
COM
339041105
863631
3165453
SH
DFND
10,11,12,13,19,2,20,5,6,8
2734373
51721
379359
FLEX LTD
ORD
Y2573F102
72970
4058413
SH
DFND
10,12,13,19,2,20,5,8
1808241
5900
2244272
FLEXION THERAPEUTICS INC
COM
33938J106
28963
2509784
SH
DFND
2,20,5,8
2360527
0
149257
FLEXSTEEL INDS INC
COM
339382103
273
7785
SH
DFND
20
7785
0
0
FLIR SYS INC
COM
302445101
187765
4283935
SH
DFND
10,12,13,19,2,20,5,6,8
3821848
2377
459710
FLOOR & DECOR HLDGS INC
CL A
339750101
147602
1589677
SH
DFND
13,19,2,20,5,8
1379805
800
209072
ALLEGIANCE BANCSHARES INC
COM
01748H107
21780
638157
SH
DFND
2,20,5,8
567076
0
71081
FLOTEK INDS INC DEL
COM
343389102
154
73178
SH
DFND
20
73178
0
0
FLOWERS FOODS INC
COM
343498101
107990
4771988
SH
DFND
12,13,19,2,20,5,6,8
4208805
1467
561716
FLOWSERVE CORP
COM
34354P105
158724
4284098
SH
DFND
10,12,13,19,2,20,5,6,8
3832893
1528
449677
FLUENT INC
COM
34380C102
3953
744497
SH
DFND
2,20
603095
0
141402
FLUIDIGM CORP DEL
COM
34385P108
7888
1314723
SH
DFND
2,20,5,8
1086378
0
228345
FLUOR CORP NEW
COM
343412102
70695
4426731
SH
DFND
12,13,2,20,5,8
3840288
2243
584200
FLUSHING FINL CORP
COM
343873105
9236
555046
SH
DFND
2,20,5,8
445452
882
108712
FLWS/1-800 FLOWERS
CL A
68243Q106
24859
956124
SH
DFND
2,20,5,8
843738
0
112386
FLY LEASING LTD
SPONSORED ADR
34407D109
211
21379
SH
DFND
2
21379
0
0
FMC CORP
COM NEW
302491303
739080
6404301
SH
DFND
10,11,12,13,19,2,20,5,6,8
5556547
76901
770853
ALLEGIANT TRAVEL CO
COM
01748X102
85384
451194
SH
DFND
2,20,5,8
406124
0
45070
FNCB BANCORP INC
COM
302578109
2004
313140
SH
DFND
2,20,5
253680
0
59460
FOCUS FINL PARTNERS INC
COM CL A
34417P100
27114
623320
SH
DFND
2,20,5,8
497932
0
125388
FOGHORN THERAPEUTICS INC
COM
344174107
2063
101796
SH
DFND
2,20
91232
0
10564
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS
344419106
12405
163681
SH
DFND
1,13,2,20,5
137612
1000
25069
FONAR CORP
COM NEW
344437405
2081
119892
SH
DFND
2,20
105092
0
14800
FOOT LOCKER INC
COM
344849104
109946
2718752
SH
DFND
12,13,19,2,20,5,8
2477356
1255
240141
FORD MTR CO DEL
COM
345370860
1488596
169351028
SH
DFND
10,11,12,13,19,2,20,5,6,8
145074222
2470219
21806587
FORESTAR GROUP INC
COM
346232101
6407
317480
SH
DFND
2,20,5,8
252014
203
65263
FORMA THERAPEUTICS HLDGS INC
SHS
34633R104
29853
855375
SH
DFND
2,20,5,8
804249
0
51126
FORMFACTOR INC
COM
346375108
99091
2303370
SH
DFND
2,20,5,8
1974154
1294
327922
89BIO INC
COM
282559103
2965
121672
SH
DFND
2,20,5
102702
0
18970
ALLEGION PLC
ORD SHS
G0176J109
503047
4322452
SH
DFND
10,11,12,13,19,2,20,5,6,8
3752915
88038
481499
FORRESTER RESH INC
COM
346563109
13699
326957
SH
DFND
2,20,5,8
282621
0
44336
FORTERRA INC
COM
34960W106
8933
519511
SH
DFND
2,20,5,8
429218
0
90293
FORTINET INC
COM
34959E109
792871
5338118
SH
DFND
10,11,12,13,19,2,20,5,6,8
4540540
133831
663747
FORTIS INC
COM
349553107
642
15726
SH
DFND
20
7251
0
8475
FORTIVE CORP
COM
34959J108
911335
12868330
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
11375285
184542
1308503
FORTIVE CORP
NOTE 0.875% 2/1
34959JAK4
37498
36399000
PRN
DFND
2,5
36399000
0
0
FORTRESS BIOTECH INC
COM
34960Q109
3681
1161303
SH
DFND
2,20,5
967849
0
193454
FORTRESS TRANS INFRST INVS L
COM REP LTD LIAB
34960P101
850
36224
SH
DFND
2,20
35898
0
326
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
557549
6504308
SH
DFND
10,11,12,13,19,2,20,5,6,8
5554993
225979
723336
FORWARD AIR CORP
COM
349853101
71988
936856
SH
DFND
2,20,5,8
824454
84
112318
ALLEGRO MICROSYSTEMS INC
COM
01749D105
6415
240641
SH
DFND
2,20
220744
0
19897
FOSSIL GROUP INC
COM
34988V106
23083
2662356
SH
DFND
2,20,5
2464784
0
197572
FOSTER L B CO
COM
350060109
2845
189032
SH
DFND
2,20,5
156843
0
32189
FOUNDATION BLDG MATLS INC
COM
350392106
12471
649189
SH
DFND
2,20,5,8
565646
0
83543
FOUR CORNERS PPTY TR INC
COM
35086T109
108935
3620909
SH
DFND
10,19,2,20,5,8
3155239
20470
445200
FOX CORP
CL A COM
35137L105
463596
15920176
SH
DFND
10,11,12,13,19,2,20,5,6,8
14128784
217237
1574155
FOX CORP
CL B COM
35137L204
214903
7441239
SH
DFND
10,11,12,13,19,2,20,5,6,8
6528786
98879
813574
FOX FACTORY HLDG CORP
COM
35138V102
131216
1241285
SH
DFND
2,20,5,8
1077127
300
163858
FRANCHISE GROUP INC
COM
35180X105
11455
371661
SH
DFND
2,20,5,8
307656
0
64005
FRANKLIN COVEY CO
COM
353469109
4906
220309
SH
DFND
2,20,5
180973
0
39336
FRANKLIN ELEC INC
COM
353514102
157319
2273073
SH
DFND
2,20,5,8
2087886
80
185107
ALLETE INC
COM NEW
018522300
109636
1770039
SH
DFND
13,2,20,5,8
1570408
600
199031
FRANKLIN FINL SVCS CORP
COM
353525108
1950
72141
SH
DFND
2,20
60379
0
11762
FRANKLIN RESOURCES INC
COM
354613101
692377
27403029
SH
DFND
10,12,13,19,2,20,5,6,8
25559519
329296
1514214
FRANKLIN STR PPTYS CORP
COM
35471R106
23520
5382178
SH
DFND
10,19,2,20,5,8
4653347
28522
700309
FRANKS INTL N V
COM
N33462107
7797
2841802
SH
DFND
2,20,5,8
2323219
0
518583
FREEDOM HLDG CORP NEV
COM
356390104
652
12700
SH
DFND
20,5,8
10900
0
1800
FREEPORT-MCMORAN INC
CL B
35671D857
1636494
62893709
SH
DFND
10,11,12,13,19,2,20,5,6,8
55247367
843566
6802776
FREQUENCY THERAPEUTICS INC
COM
35803L108
28203
799857
SH
DFND
2,20,5,8
728165
0
71692
FRESENIUS MED CARE AG&CO KGA
SPONSORED ADR
358029106
430
10354
SH
DFND
20
10354
0
0
FRESH DEL MONTE PRODUCE INC
ORD
G36738105
23907
993243
SH
DFND
2,20,5,8
853340
38
139865
FRESHPET INC
COM
358039105
108045
760932
SH
DFND
2,20,5,8
604453
600
155879
ALLIANCE DATA SYSTEMS CORP
COM
018581108
85592
1155089
SH
DFND
12,13,2,20,5,8
1043174
612
111303
FRONT YD RESIDENTIAL CORP
COM
35904G107
25185
1554625
SH
DFND
2,20,5,8
1275622
333
278670
FRONTDOOR INC
COM
35905A109
50909
1013926
SH
DFND
13,19,2,20,5,8
825934
1050
186942
FRONTLINE LTD
SHS NEW
G3682E192
12618
2028566
SH
DFND
2,20,5,8
1641663
0
386903
FRP HLDGS INC
COM
30292L107
6302
138352
SH
DFND
2,20,5,8
111941
0
26411
FS BANCORP INC
COM
30263Y104
3856
70365
SH
DFND
2,20
57027
0
13338
FTI CONSULTING INC
COM
302941109
93735
839019
SH
DFND
13,19,2,20,5,8
750170
602
88247
FUBOTV INC
COM
35953D104
930
33200
SH
DFND
20
33200
0
0
FUELCELL ENERGY INC
COM
35952H601
76752
6871301
SH
DFND
2,20,5,8
5920799
0
950502
FULCRUM THERAPEUTICS INC
COM
359616109
2804
239449
SH
DFND
2,20,5
198329
0
41120
FULGENT GENETICS INC
COM
359664109
21458
411857
SH
DFND
2,20,5,8
375987
0
35870
ALLIANT ENERGY CORP
COM
018802108
645237
12521586
SH
DFND
10,11,12,13,19,2,20,5,6,8
11149287
205989
1166310
FULLER H B CO
COM
359694106
171811
3311693
SH
DFND
19,2,20,5,8
3091971
337
219385
FULTON FINL CORP PA
COM
360271100
84383
6566804
SH
DFND
2,20,5,8
5923092
2356
641356
FUNKO INC
COM CL A
361008105
3826
368585
SH
DFND
2,20,5
297483
0
71102
FUTU HLDGS LTD
SPON ADS CL A
36118L106
7319
159980
SH
DFND
2,20,5,8
117880
0
42100
FUTUREFUEL CORP
COM
36116M106
10374
816880
SH
DFND
2,20,5,8
711927
0
104953
FVCBANKCORP INC
COM
36120Q101
3134
213188
SH
DFND
2,20
167529
0
45659
G III APPAREL GROUP LTD
COM
36237H101
38321
1614212
SH
DFND
2,20,5,8
1444470
660
169082
G1 THERAPEUTICS INC
COM
3621LQ109
46411
2579819
SH
DFND
2,20,5,8
2443858
0
135961
GAIA INC NEW
CL A
36269P104
1907
192999
SH
DFND
2,20
151857
0
41142
GALECTIN THERAPEUTICS INC
COM NEW
363225202
1504
671394
SH
DFND
2,20
523420
0
147974
ALLIED MOTION TECHNOLOGIES I
COM
019330109
6651
130147
SH
DFND
2,20,5
106349
0
23798
GALERA THERAPEUTICS INC
COM
36338D108
1239
121141
SH
DFND
2,20
101561
0
19580
GALLAGHER ARTHUR J & CO
COM
363576109
1060741
8574413
SH
DFND
10,11,12,13,19,2,20,5,6,8
7310755
114297
1149361
GAMCO INVS INC
CL A COM
361438104
1999
112668
SH
DFND
2,20
87892
0
24776
GAMESTOP CORP NEW
CL A
36467W109
46068
2445216
SH
DFND
2,20,5,8
2192217
1932
251067
GAMIDA CELL LTD
SHS
M47364100
231
27475
SH
DFND
2
27475
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
221362
5220795
SH
DFND
10,12,13,19,2,20,5,8
4256076
75350
889369
GAN LTD
ORD SHS
G3728V109
7196
354822
SH
DFND
2,20
303630
0
51192
GANNETT CO INC
COM
36472T109
14501
4315828
SH
DFND
2,20,5
3852893
0
462935
GAP INC
COM
364760108
149761
7417603
SH
DFND
10,12,13,19,2,20,5,6,8
6570148
2266
845189
GARMIN LTD
SHS
H2906T109
746496
6238427
SH
DFND
10,11,12,13,19,2,20,5,6,8
5378886
196541
663000
ALLISON TRANSMISSION HLDGS I
COM
01973R101
67760
1571075
SH
DFND
13,2,20,5,8
1320798
900
249377
GARTNER INC
COM
366651107
542335
3385574
SH
DFND
10,11,12,13,19,2,20,5,6,8
2945538
42961
397075
GASLOG LTD
SHS
G37585109
153
41188
SH
DFND
2
41188
0
0
GATES INDUSTRIAL CORPRATIN P
ORD SHS
G39108108
7258
568775
SH
DFND
19,2,20,5,8
446807
0
121968
GATOS SILVER INC
COM
368036109
4340
333104
SH
DFND
2,20
298866
0
34238
GATX CORP
COM
361448103
90671
1090063
SH
DFND
19,2,20,5,8
941967
337
147759
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
42682
1804750
SH
DFND
13,2,20,5,8
1290843
1704
512203
GDS HLDGS LTD
SPONSORED ADS
36165L108
166042
1772182
SH
DFND
1,10,12,13,19,2,20,5,8
1187366
34200
550616
GENASYS INC
COM
36872P103
3481
533940
SH
DFND
2,20
435682
0
98258
GENCO SHIPPING & TRADING LTD
SHS
Y2685T131
2157
293036
SH
DFND
2,20,5
225500
9100
58436
GENCOR INDS INC
COM
368678108
1905
154895
SH
DFND
2,20
122934
0
31961
ALLOGENE THERAPEUTICS INC
COM
019770106
85146
3373461
SH
DFND
19,2,20,5,8
3146943
600
225918
GENERAC HLDGS INC
COM
368736104
447241
1966674
SH
DFND
10,11,12,13,19,2,20,5,6,8
1674258
78184
214232
GENERAL DYNAMICS CORP
COM
369550108
1705390
11459416
SH
DFND
10,11,12,13,19,2,20,5,6,8
10324327
226668
908421
GENERAL ELECTRIC CO
COM
369604103
3771099
348850569
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
301904685
5358642
41587242
GENERAL FIN CORP DEL
COM
369822101
1464
172018
SH
DFND
2,20
131691
0
40327
GENERAL MLS INC
COM
370334104
1992362
33883715
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
22871981
7585325
3426409
GENERAL MTRS CO
COM
37045V100
2279075
54732834
SH
DFND
10,11,12,13,19,2,20,5,6,8
47240154
1043920
6448760
GENERATION BIO CO
COM
37148K100
15140
534056
SH
DFND
2,20,5,8
495565
0
38491
GENESCO INC
COM
371532102
17977
597455
SH
DFND
2,20,5,8
533725
4
63726
GENESIS HEALTHCARE INC
CL A COM
37185X106
7
13699
SH
DFND
20
13699
0
0
GENIE ENERGY LTD
CL B
372284208
2329
323018
SH
DFND
2,20
273818
0
49200
ALLOT LTD
SHS
M0854Q105
486
46172
SH
DFND
2
46172
0
0
GENIUS BRANDS INTL INC
COM
37229T301
149
108000
SH
DFND
20
108000
0
0
GENMAB A/S
SPONSORED ADS
372303206
2616
64342
SH
DFND
1,20
3470
0
60872
GENMARK DIAGNOSTICS INC
COM
372309104
29526
2022331
SH
DFND
2,20,5,8
1762881
0
259450
GENPACT LIMITED
SHS
G3922B107
83408
2016633
SH
DFND
13,19,2,20,5,8
1787824
0
228809
GENPREX INC
COM
372446104
1911
460456
SH
DFND
2,20,5
403644
0
56812
GENTEX CORP
COM
371901109
208075
6132465
SH
DFND
12,13,19,2,20,5,8
5546380
7354
578731
GENTHERM INC
COM
37253A103
71040
1089243
SH
DFND
2,20,5,8
963368
140
125735
GENUINE PARTS CO
COM
372460105
813292
8033470
SH
DFND
10,11,12,13,19,2,20,5,6,8
7277579
92729
663162
GENWORTH FINL INC
COM CL A
37247D106
64614
17093615
SH
DFND
12,13,2,20,5,8
15002113
2984
2088518
GEO GROUP INC NEW
COM
36162J106
35115
3963345
SH
DFND
12,13,2,20,5,8
3634724
814
327807
ALLOVIR INC
COM
019818103
29011
754702
SH
DFND
2,20,5,8
702906
0
51796
GEOSPACE TECHNOLOGIES CORP
COM
37364X109
120
14004
SH
DFND
20
14004
0
0
GERDAU SA
SPON ADR REP PFD
373737105
19279
4100508
SH
DFND
10,2,20
3606083
433825
60600
GERMAN AMERN BANCORP INC
COM
373865104
16793
507492
SH
DFND
2,20,5,8
400785
0
106707
GERON CORP
COM
374163103
21556
13557159
SH
DFND
2,20,5,8
12464583
0
1092576
GETTY RLTY CORP NEW
COM
374297109
50928
1823714
SH
DFND
10,19,2,20,5,8
1598231
9909
215574
GEVO INC
COM PAR
374396406
420
98800
SH
DFND
20
98800
0
0
GFL ENVIRONMENTAL INC
UNIT 99/99/9999T
36168Q120
22504
324500
SH
DFND
2
324500
0
0
GIBRALTAR INDS INC
COM
374689107
69061
959981
SH
DFND
2,20,5,8
832558
170
127253
GILAT SATELLITE NETWORKS LTD
SHS NEW
M51474118
2456
376730
SH
DFND
2,20
376730
0
0
GILEAD SCIENCES INC
COM
375558103
3216334
55206559
SH
DFND
10,11,12,13,19,2,20,5,6,8
47285458
917084
7004017
8X8 INC NEW
COM
282914100
119016
3452755
SH
DFND
2,20,5,8
3003719
300
448736
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
71671
4963391
SH
DFND
19,2,20,5,8
4326205
845
636341
GLACIER BANCORP INC NEW
COM
37637Q105
160093
3479517
SH
DFND
2,20,5,8
3091475
1085
386957
GLADSTONE COMMERCIAL CORP
COM
376536108
14437
802061
SH
DFND
2,20,5,8
635361
9600
157100
GLADSTONE LD CORP
COM
376549101
5523
377236
SH
DFND
2,20,5
316697
0
60539
GLATFELTER CORPORATION
COM
377320106
23166
1402777
SH
DFND
19,2,20,5,8
1209095
8
193674
GLAUKOS CORP
COM
377322102
108523
1441971
SH
DFND
2,20,5,8
1263290
700
177981
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
354623
9510345
SH
DFND
1,20
40172
9058639
411534
GLOBAL BLOOD THERAPEUTICS IN
COM
37890U108
98561
2275709
SH
DFND
13,2,20,5,8
2132069
500
143140
GLOBAL MED REIT INC
COM NEW
37954A204
13032
982923
SH
DFND
2,20,5,8
797612
3300
182011
GLOBAL NET LEASE INC
COM NEW
379378201
78218
4563474
SH
DFND
10,19,2,20,5,8
3986490
37800
539184
GLOBAL PMTS INC
COM
37940X102
2438146
11318104
SH
DFND
10,11,12,13,19,2,20,5,6,8
9843646
144835
1329623
ALLSTATE CORP
COM
020002101
1616119
14628266
SH
DFND
10,11,12,13,19,2,20,5,6,8
12408533
432297
1787436
GLOBAL WTR RES INC
COM
379463102
3011
208922
SH
DFND
2,20,5
172314
0
36608
GLOBALSTAR INC
COM
378973408
477
1408696
SH
DFND
2,20,5,8
1102435
0
306261
GLOBANT S A
COM
L44385109
335813
1543186
SH
DFND
10,12,13,19,2,20,5,8
726137
15200
801849
GLOBE LIFE INC
COM
37959E102
419497
4417620
SH
DFND
10,11,12,13,19,2,20,5,6,8
3713336
136348
567936
GLOBUS MED INC
CL A
379577208
125500
1924251
SH
DFND
13,19,2,20,5,8
1754983
600
168668
GLU MOBILE INC
COM
379890106
49748
5521443
SH
DFND
19,2,20,5,8
4921246
0
600197
GLYCOMIMETICS INC
COM
38000Q102
2643
703035
SH
DFND
2,20,5
585410
0
117625
GMS INC
COM
36251C103
39994
1312140
SH
DFND
2,20,5,8
1141844
0
170296
GODADDY INC
CL A
380237107
318001
3833650
SH
DFND
10,11,12,13,19,2,20,5,6,8
2922460
166207
744983
GOGO INC
COM
38046C109
11494
1193598
SH
DFND
2,20,5,8
1013117
0
180481
ALLY FINL INC
COM
02005N100
356758
10004431
SH
DFND
10,11,12,13,19,2,20,5,6,8
7460240
488407
2055784
GOHEALTH INC
COM CL A
38046W105
4939
361587
SH
DFND
2,20,5,8
327445
0
34142
GOL LINHAS AEREAS INTELIGENT
SPON ADR PFD NEW
38045R206
462
47558
SH
DFND
1,10,20
5300
0
42258
GOLAR LNG LTD
NOTE 2.750% 2/1
38046YAB7
9387
10185000
PRN
DFND
2,5
10185000
0
0
GOLAR LNG LTD
SHS
G9456A100
15215
1578351
SH
DFND
2,20,5
1277029
0
301322
GOLD FIELDS LTD
SPONSORED ADR
38059T106
8409
905225
SH
DFND
1,2,20,5,8
844496
0
60729
GOLD RESOURCE CORP
COM
38068T105
3460
1188900
SH
DFND
2,20,5,6
956007
0
232893
GOLDEN ENTMT INC
COM
381013101
5839
293569
SH
DFND
2,20,5
242946
0
50623
GOLDEN MINERALS CO
COM
381119106
22
28779
SH
DFND
20
28779
0
0
GOLDEN OCEAN GROUP LTD
SHS NEW
G39637205
158
34119
SH
DFND
2,20,5
34119
0
0
GOLDEN STAR RES LTD CDA
COM
38119T807
169
45474
SH
DFND
2
45474
0
0
ALNYLAM PHARMACEUTICALS INC
COM
02043Q107
364527
2804704
SH
DFND
10,11,12,13,19,2,20,5,6,8
2348269
63887
392548
GOLDMAN SACHS GROUP INC
COM
38141G104
5234751
19850406
SH
DFND
1,10,12,13,19,2,20,5,6,8
12347381
721564
6781461
GOODRICH PETE CORP
COM PAR
382410843
1590
157538
SH
DFND
2,20
123505
0
34033
GOODRX HLDGS INC
COM CL A
38246G108
4799
118962
SH
DFND
2,20
118962
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
81235
7445965
SH
DFND
12,13,19,2,20,5,8
6476410
12259
957296
GOOSEHEAD INS INC
COM CL A
38267D109
33662
269818
SH
DFND
2,20,5,8
212131
0
57687
GOPRO INC
CL A
38268T103
19868
2399530
SH
DFND
19,2,20,5,8
1863389
0
536141
GORMAN RUPP CO
COM
383082104
11760
362394
SH
DFND
2,20,5,8
284172
0
78222
GOSSAMER BIO INC
COM
38341P102
26407
2730854
SH
DFND
2,20,5,8
2517653
0
213201
GP STRATEGIES CORP
COM
36225V104
2850
240316
SH
DFND
2,20,5
198327
0
41989
GRACE W R & CO DEL NEW
COM
38388F108
38811
707978
SH
DFND
13,2,20,5,8
571870
504
135604
ALPHA & OMEGA SEMICONDUCTOR
SHS
G6331P104
8984
380029
SH
DFND
2,20,5
317822
0
62207
GRACO INC
COM
384109104
362956
5016663
SH
DFND
13,19,2,20,5,8
4645036
1501
370126
GRAFTECH INTL LTD
COM
384313508
9043
848348
SH
DFND
2,20,5,8
706375
0
141973
GRAHAM CORP
COM
384556106
2750
181180
SH
DFND
2,20,5
150654
0
30526
GRAHAM HLDGS CO
COM CL B
384637104
50045
93827
SH
DFND
12,13,19,2,20,5,6,8
85251
0
8576
GRAINGER W W INC
COM
384802104
934808
2289288
SH
DFND
10,11,12,13,19,2,20,5,6,8
1967411
76114
245763
GRAND CANYON ED INC
COM
38526M106
98869
1061851
SH
DFND
13,19,2,20,5,8
962724
600
98527
GRANITE CONSTR INC
COM
387328107
40426
1506161
SH
DFND
19,2,20,5,8
1308217
1209
196735
GRANITE PT MTG TR INC
COM STK
38741L107
22278
2133771
SH
DFND
2,20,5,8
1921748
606
211417
GRAPHIC PACKAGING HLDG CO
COM
388689101
63796
3749192
SH
DFND
12,13,2,20,5,8
3123060
4200
621932
GRAVITY CO LTD
SPONSORED ADS NE
38911N206
8523
47157
SH
DFND
2
47157
0
0
ALPHA PRO TECH LTD
COM
020772109
2363
211899
SH
DFND
2,20,5
177359
0
34540
GRAY TELEVISION INC
COM
389375106
32939
1841220
SH
DFND
10,2,20,5,8
1476321
5754
359145
GRAYBUG VISION INC
COM SHS
38942Q103
2363
81419
SH
DFND
2,20
71867
0
9552
GREAT AJAX CORP
COM
38983D300
6561
627233
SH
DFND
2,20,5
570632
0
56601
GREAT LAKES DREDGE & DOCK CO
COM
390607109
16900
1283214
SH
DFND
2,20,5,8
1022427
0
260787
GREAT SOUTHN BANCORP INC
COM
390905107
10625
215807
SH
DFND
2,20,5,8
171623
0
44184
GREAT WESTN BANCORP INC
COM
391416104
42572
2036942
SH
DFND
2,20,5,8
1774375
300
262267
GREEN BRICK PARTNERS INC
COM
392709101
11225
488896
SH
DFND
19,2,20,5,8
394569
0
94327
GREEN DOT CORP
CL A
39304D102
101549
1819867
SH
DFND
13,2,20,5,8
1405027
900
413940
GREEN PLAINS INC
COM
393222104
20689
1570896
SH
DFND
2,20,5,8
1446556
0
124340
GREENBRIER COS INC
COM
393657101
41390
1137718
SH
DFND
2,20,5,8
1001599
0
136119
ALPHABET INC
CAP STK CL A
02079K305
19895752
11351876
SH
DFND
10,11,12,13,19,2,20,5,6,8
9650261
277883
1423732
GREENE COUNTY BANCORP INC
COM
394357107
1073
42087
SH
DFND
2,20
32296
0
9791
GREENHILL & CO INC
COM
395259104
5161
425156
SH
DFND
2,20,5
374241
0
50915
GREENLANE HLDGS INC
CL A
395330103
542
136884
SH
DFND
2,20
106892
0
29992
GREENLIGHT CAPITAL RE LTD
CLASS A
G4095J109
3968
542795
SH
DFND
2,20,5
447331
0
95464
GREENSKY INC
CL A
39572G100
4780
1032295
SH
DFND
2,20,5
844042
0
188253
GREENTREE HOSPITALITY GROUP
SPONSORED ADS
39579V100
550
41064
SH
DFND
2,20,5
41064
0
0
GREIF INC
CL A
397624107
40868
863640
SH
DFND
19,2,20,5,8
750869
83
112688
GREIF INC
CL B
397624206
5846
119268
SH
DFND
2,20,5
95620
1400
22248
GRID DYNAMICS HLDGS INC
CL A
39813G109
4974
394755
SH
DFND
2,20
325752
0
69003
GRIDSUM HLDG INC
SPONSORED ADR
398132100
64
39759
SH
DFND
2
39759
0
0
ALPHABET INC
CAP STK CL C
02079K107
19437932
11095470
SH
DFND
10,11,12,13,19,2,20,5,6,8
9375265
294509
1425696
GRIFFIN INDL RLTY INC
COM
398231100
3175
50803
SH
DFND
2,20
43269
0
7534
GRIFFON CORP
COM
398433102
29106
1428155
SH
DFND
2,20,5,8
1259369
0
168786
GRIFOLS S A
SP ADR REP B NVT
398438408
7469
404810
SH
DFND
1,10,13,2,20,5
334341
0
70469
GRITSTONE ONCOLOGY INC
COM
39868T105
2029
514882
SH
DFND
2,20
431018
0
83864
GROCERY OUTLET HLDG CORP
COM
39874R101
78090
1989542
SH
DFND
2,20,5,6,8
1832161
1100
156281
GROUP 1 AUTOMOTIVE INC
COM
398905109
83320
635352
SH
DFND
12,2,20,5,8
562187
105
73060
GROUPON INC
COM NEW
399473206
27036
711562
SH
DFND
2,20,5,8
612561
90
98911
GROWGENERATION CORP
COM
39986L109
26776
665736
SH
DFND
19,2,20,5
546192
0
119544
GRUBHUB INC
COM
400110102
166777
2245546
SH
DFND
13,19,2,20,5,8
2044812
1000
199734
GRUPO AEROPORTUARIO DEL CENT
SPON ADR
400501102
11703
226447
SH
DFND
19,2,20
226447
0
0
ALPHATEC HLDGS INC
COM NEW
02081G201
24398
1680279
SH
DFND
2,20,5,8
1528896
0
151383
GRUPO AEROPORTUARIO DEL SURE
SPON ADR SER B
40051E202
17369
105309
SH
DFND
19,2,20
105309
0
0
GRUPO AEROPUERTO DEL PACIFIC
SPON ADR B
400506101
23529
211423
SH
DFND
19,2,20,5
210723
700
0
GRUPO FINANCIERO GALICIA S.A
SPONSORED ADR
399909100
9527
1089898
SH
DFND
13,2,20,5
806228
1500
282170
GSI TECHNOLOGY
COM
36241U106
2121
286687
SH
DFND
2,20
232996
0
53691
GSX TECHEDU INC
SPONSORED ADS
36257Y109
79579
1538951
SH
DFND
10,12,13,19,2,20,5,8
1190724
36400
311827
GTT COMMUNICATIONS INC
COM
362393100
2288
640776
SH
DFND
2,20,5,8
517375
0
123401
GTY TECHNOLOGY HOLDINGS INC
COM
362409104
4376
844730
SH
DFND
2,20,5
723801
0
120929
GUARANTY BANCSHARES INC TEX
COM
400764106
4310
142936
SH
DFND
2,20
122457
0
20479
GUARANTY FED BANCSHARES INC
COM
40108P101
211
12292
SH
DFND
20
2300
0
9992
GUARDANT HEALTH INC
COM
40131M109
126842
984183
SH
DFND
13,19,2,20,5,8
816391
700
167092
ALPINE INCOME PPTY TR INC
COM
02083X103
1580
105382
SH
DFND
2,20
92382
0
13000
GUESS INC
COM
401617105
37118
1631830
SH
DFND
2,20,5,8
1470339
137
161354
GUIDEWIRE SOFTWARE INC
COM
40171V100
207561
1612373
SH
DFND
10,11,12,13,19,2,20,5,6,8
1300177
42648
269548
GUIDEWIRE SOFTWARE INC
NOTE 1.250% 3/1
40171VAA8
14242
11005000
PRN
DFND
2,5
11005000
0
0
GW PHARMACEUTICALS PLC
ADS
36197T103
1710
14821
SH
DFND
13,19,2,20,5
13821
0
1000
GWG HLDGS INC
COM
36192A109
264
37759
SH
DFND
2,20
24985
0
12774
H & E EQUIPMENT SERVICES INC
COM
404030108
19228
645023
SH
DFND
2,20,5,8
513794
0
131229
HACKETT GROUP INC
COM
404609109
7991
555317
SH
DFND
2,20,5,8
460174
0
95143
HAEMONETICS CORP
COM
405024100
145024
1221253
SH
DFND
13,19,2,20,5,8
1107565
604
113084
HAIN CELESTIAL GROUP INC
COM
405217100
79182
1972154
SH
DFND
13,19,2,20,5,6,8
1766005
666
205483
HALLIBURTON CO
COM
406216101
927363
49066807
SH
DFND
10,11,12,13,19,2,20,5,6,8
43996455
518531
4551821
8X8 INC NEW
NOTE 0.500% 2/0
282914AB6
11323
7765000
PRN
DFND
2
7765000
0
0
ALTA EQUIPMENT GROUP INC
COMMON STOCK
02128L106
2581
261197
SH
DFND
2,20
228635
0
32562
HALOZYME THERAPEUTICS INC
COM
40637H109
236007
5525812
SH
DFND
2,20,5,8
4973196
1000
551616
HAMILTON BEACH BRANDS HLDG C
COM CL A
40701T104
2435
139041
SH
DFND
2,20,5
115701
0
23340
HAMILTON LANE INC
CL A
407497106
46747
596688
SH
DFND
2,20,5,8
475945
300
120443
HANCOCK WHITNEY CORPORATION
COM
410120109
114605
3368754
SH
DFND
12,13,19,2,20,5,8
2991573
1000
376181
HANESBRANDS INC
COM
410345102
230277
15794046
SH
DFND
1,10,12,13,19,2,20,5,6,8
14522277
4964
1266805
HANGER INC
COM NEW
41043F208
25585
1163487
SH
DFND
2,20,5,8
1003034
0
160453
HANMI FINL CORP
COM NEW
410495204
12138
1070369
SH
DFND
2,20,5
968546
0
101823
HANNON ARMSTRONG SUST INFR C
COM
41068X100
94179
1476857
SH
DFND
19,2,20,5,8
1165100
1200
310557
HANOVER INS GROUP INC
COM
410867105
122257
1045648
SH
DFND
12,13,19,2,20,5,6,8
937153
600
107895
HARBORONE BANCORP INC NEW
COM NEW
41165Y100
13231
1215021
SH
DFND
2,20,5,8
1032852
0
182169
ALTABANCORP
COM
021347109
8652
309868
SH
DFND
2,20,5,8
250880
0
58988
HARLEY DAVIDSON INC
COM
412822108
130049
3543575
SH
DFND
1,12,13,2,20,5,8
3212059
1284
330232
HARMONIC INC
COM
413160102
22218
3006468
SH
DFND
2,20,5,8
2598024
0
408444
HARMONY BIOSCIENCES HLDGS IN
COM
413197104
2992
82778
SH
DFND
2,20
73626
0
9152
HARPOON THERAPEUTICS INC
COM
41358P106
2841
171027
SH
DFND
2,20,5
147851
0
23176
HARROW HEALTH INC
COM
415858109
2391
348567
SH
DFND
2,20
303716
0
44851
HARSCO CORP
COM
415864107
45078
2507115
SH
DFND
2,20,5,8
2180231
381
326503
HARTFORD FINL SVCS GROUP INC
COM
416515104
971242
19698477
SH
DFND
10,11,12,13,19,2,20,5,6,8
14110397
3864005
1724075
HARVARD BIOSCIENCE INC
COM
416906105
2731
636713
SH
DFND
2,20
562812
0
73901
HASBRO INC
COM
418056107
487083
5207215
SH
DFND
10,11,12,13,19,2,20,5,6,8
4523643
80976
602596
HAVERTY FURNITURE INC
COM
419596101
15211
549726
SH
DFND
2,20,5,8
476270
0
73456
ALTAIR ENGR INC
COM CL A
021369103
50051
860285
SH
DFND
2,20,5,8
689799
400
170086
HAWAIIAN ELEC INDUSTRIES
COM
419870100
99116
2800671
SH
DFND
12,13,19,2,20,5,6,8
2491714
1256
307701
HAWAIIAN HOLDINGS INC
COM
419879101
37289
2106731
SH
DFND
13,2,20,5,8
1956033
0
150698
HAWKINS INC
COM
420261109
15825
302514
SH
DFND
2,20,5,8
260841
349
41324
HAWTHORN BANCSHARES INC
COM
420476103
2715
123351
SH
DFND
2,20
79055
0
44296
HAYNES INTERNATIONAL INC
COM NEW
420877201
9211
386370
SH
DFND
2,20,5
345097
0
41273
HBT FINL INC.
COM
404111106
2622
173062
SH
DFND
2,20
137975
0
35087
HC2 HLDGS INC
COM
404139107
2907
891703
SH
DFND
2,20
783087
0
108616
HCA HEALTHCARE INC
COM
40412C101
1841634
11182000
SH
DFND
10,11,12,13,19,2,20,5,6,8
9534390
351168
1296442
HCI GROUP INC
COM
40416E103
9710
185653
SH
DFND
2,20,5,8
160713
0
24940
HDFC BANK LTD
SPONSORED ADS
40415F101
81615
1132321
SH
DFND
1,12,20,5,8
338201
0
794120
ALTERYX INC
COM CL A
02156B103
89272
733002
SH
DFND
13,19,2,20,5,8
608219
1400
123383
HEADHUNTER GROUP PLC
SPONSORED ADS
42207L106
393
13008
SH
DFND
2,20
13008
0
0
HEALTH CATALYST INC
COM
42225T107
30463
699808
SH
DFND
2,20,5,8
583500
0
116308
HEALTHCARE RLTY TR
COM
421946104
202907
6854963
SH
DFND
10,13,19,2,20,5,8
5859942
36734
958287
HEALTHCARE SVCS GROUP INC
COM
421906108
63093
2245290
SH
DFND
13,2,20,5,8
1940234
1025
304031
HEALTHCARE TR AMER INC
CL A NEW
42225P501
193853
7038968
SH
DFND
10,12,13,19,2,20,5,8
5878262
59290
1101416
HEALTHEQUITY INC
COM
42226A107
164633
2361681
SH
DFND
13,2,20,5,8
2054908
600
306173
HEALTHPEAK PROPERTIES INC
COM
42250P103
954990
31590790
SH
DFND
10,11,12,13,19,2,20,5,6,8
26975206
455533
4160051
HEALTHSTREAM INC
COM
42222N103
18634
853186
SH
DFND
2,20,5,6,8
743830
800
108556
HEARTLAND EXPRESS INC
COM
422347104
32866
1815814
SH
DFND
2,20,5,8
1604386
24
211404
HEARTLAND FINL USA INC
COM
42234Q102
30815
763315
SH
DFND
19,2,20,5,8
620486
0
142829
ALTERYX INC
NOTE 0.500% 8/0
02156BAD5
9822
9425000
PRN
DFND
2,5
9425000
0
0
HEAT BIOLOGICS INC
COM
42237K409
87
16256
SH
DFND
20
16256
0
0
HECLA MNG CO
COM
422704106
119051
18372122
SH
DFND
19,2,20,5,8
16118875
9381
2243866
HEICO CORP NEW
CL A
422806208
182633
1560165
SH
DFND
10,11,12,13,19,2,20,5,6,8
1240576
57767
261822
HEICO CORP NEW
COM
422806109
191670
1447659
SH
DFND
10,11,12,13,19,2,20,5,6,8
1161225
48809
237625
HEIDRICK & STRUGGLES INTL IN
COM
422819102
19863
676061
SH
DFND
2,20,5,8
591202
5400
79459
HELEN OF TROY LTD
COM
G4388N106
197711
889830
SH
DFND
13,19,2,20,5,8
783679
288
105863
HELIOS TECHNOLOGIES INC
COM
42328H109
32562
611038
SH
DFND
2,20,5,8
477896
300
132842
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
25321
6028723
SH
DFND
19,2,20,5,8
5419503
3985
605235
HELMERICH & PAYNE INC
COM
423452101
68152
2942650
SH
DFND
12,13,2,20,5,8
2716515
1181
224954
HEMISPHERE MEDIA GROUP INC
CL A
42365Q103
3443
332353
SH
DFND
2,20
271675
0
60678
ALTERYX INC
NOTE 1.000% 8/0
02156BAF0
14537
13693000
PRN
DFND
2,5
13693000
0
0
HENRY JACK & ASSOC INC
COM
426281101
548355
3385117
SH
DFND
10,11,12,13,19,2,20,5,6,8
2830959
101838
452320
HENRY SCHEIN INC
COM
806407102
489662
7323697
SH
DFND
10,11,12,13,19,2,20,5,6,8
5479986
307219
1536492
HERBALIFE NUTRITION LTD
COM SHS
G4412G101
79765
1660034
SH
DFND
12,13,19,2,20,5,8
993163
1210
665661
HERBALIFE NUTRITION LTD
NOTE 2.625% 3/1
42703MAD5
14862
13850000
PRN
DFND
2,5
13850000
0
0
HERC HLDGS INC
COM
42704L104
31662
476772
SH
DFND
13,19,2,20,5,8
375116
623
101033
HERITAGE COMM CORP
COM
426927109
11264
1269919
SH
DFND
2,20,5,8
1031599
0
238320
HERITAGE CRYSTAL CLEAN INC
COM
42726M106
6250
296612
SH
DFND
2,20,5,8
234038
0
62574
HERITAGE FINL CORP WASH
COM
42722X106
29164
1246856
SH
DFND
2,20,5,8
1103970
0
142886
HERITAGE INS HLDGS INC
COM
42727J102
5128
503300
SH
DFND
2,20,5,8
406254
0
97046
HERON THERAPEUTICS INC
COM
427746102
84275
3981804
SH
DFND
2,20,5,8
3628927
900
351977
ALTICE USA INC
CL A
02156K103
127884
3376929
SH
DFND
10,12,13,19,2,20,5,6,8
2521960
334971
519998
HERSHA HOSPITALITY TR
PR SHS BEN INT
427825500
12624
1600002
SH
DFND
2,20,5,8
1452658
0
147344
HERSHEY CO
COM
427866108
1090089
7156099
SH
DFND
10,11,12,13,19,2,20,5,6,8
5865334
152025
1138740
HESKA CORP
COM RESTRC NEW
42805E306
41375
284073
SH
DFND
2,20,5,8
253541
0
30532
HESS CORP
COM
42809H107
872478
16527335
SH
DFND
10,11,12,13,19,2,20,5,6,8
15373369
129280
1024686
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
772572
64538707
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
51143775
5662259
7732673
HEXCEL CORP NEW
COM
428291108
140948
2906750
SH
DFND
13,19,2,20,5,8
2699367
671
206712
HF FOODS GROUP INC
COM
40417F109
4538
603403
SH
DFND
2,20,5
506499
0
96904
HIBBETT SPORTS INC
COM
428567101
30636
663394
SH
DFND
2,20,5,8
593610
162
69622
HIGHWOODS PPTYS INC
COM
431284108
177637
4482392
SH
DFND
10,13,19,2,20,5,8
3941938
27734
512720
HILL ROM HLDGS INC
COM
431475102
159787
1630974
SH
DFND
13,19,2,20,5,8
1478667
700
151607
ALTISOURCE PORTFOLIO SOLNS S
REG SHS
L0175J104
1414
109749
SH
DFND
2,20
85305
0
24444
HILLENBRAND INC
COM
431571108
94182
2366387
SH
DFND
2,20,5,8
2043755
595
322037
HILLTOP HOLDINGS INC
COM
432748101
46882
1704191
SH
DFND
2,20,5,8
1480445
0
223746
HILTON GRAND VACATIONS INC
COM
43283X105
51602
1645984
SH
DFND
13,2,20,5,8
1299071
1690
345223
HILTON WORLDWIDE HLDGS INC
COM
43300A203
1187463
10672866
SH
DFND
10,11,12,13,19,2,20,5,6,8
9178176
220555
1274135
HIMAX TECHNOLOGIES INC
SPONSORED ADR
43289P106
5013
678389
SH
DFND
2,20
678389
0
0
HINGHAM INSTN SVGS MASS
COM
433323102
5701
26250
SH
DFND
13,2,20
21134
0
5116
HMS HLDGS CORP
COM
40425J101
98761
2687368
SH
DFND
19,2,20,5,6,8
2299439
519
387410
HNI CORP
COM
404251100
46260
1342428
SH
DFND
19,2,20,5,8
1151138
6117
185173
HOLLYFRONTIER CORP
COM
436106108
300481
11624008
SH
DFND
10,12,13,19,2,20,5,6,8
10012903
5993
1605112
HOLLYSYS AUTOMATION TCHNGY L
SHS
G45667105
1550
105492
SH
DFND
2,5
105492
0
0
ALTRA INDL MOTION CORP
COM
02208R106
70093
1263169
SH
DFND
13,2,20,5,8
1003115
199
259855
HOLOGIC INC
COM
436440101
821056
11273590
SH
DFND
10,11,12,13,19,2,20,5,6,8
9475260
302621
1495709
HOME BANCORP INC
COM
43689E107
4838
172844
SH
DFND
2,20,5
131566
0
41278
HOME BANCSHARES INC
COM
436893200
112694
5785108
SH
DFND
13,2,20,5,8
5117768
1100
666240
HOME DEPOT INC
COM
437076102
12877142
48479566
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
37255375
781815
10442376
HOMESTREET INC
COM
43785V102
23665
701190
SH
DFND
2,20,5,8
608215
0
92975
HOMETRUST BANCSHARES INC
COM
437872104
6590
341254
SH
DFND
13,2,20,5
273797
0
67457
HOMOLOGY MEDICINES INC
COM
438083107
7950
704120
SH
DFND
2,20,5,8
586061
0
118059
HONDA MOTOR LTD
AMERN SHS
438128308
7309
258738
SH
DFND
2,20
258738
0
0
HONEYWELL INTL INC
COM
438516106
7354597
34577327
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
25856312
731277
7989738
HOOKER FURNITURE CORP
COM
439038100
9601
297696
SH
DFND
13,2,20,5
257838
0
39858
ALTRIA GROUP INC
COM
02209S103
3084021
73679670
SH
DFND
10,12,13,19,2,20,5,6,8
67841274
1031042
4807354
HOOKIPA PHARMA INC
COM
43906K100
2216
199827
SH
DFND
2,20
165093
0
34734
HOPE BANCORP INC
COM
43940T109
57332
5254981
SH
DFND
13,2,20,5,8
4781786
1800
471395
HORACE MANN EDUCATORS CORP N
COM
440327104
56257
1338181
SH
DFND
2,20,5,8
1173417
77
164687
HORIZON BANCORP INC
COM
440407104
13888
875658
SH
DFND
2,20,5,8
636852
0
238806
HORIZON GLOBAL CORP
COM
44052W104
157
18292
SH
DFND
20
18292
0
0
HORIZON THERAPEUTICS PUB L
SHS
G46188101
322956
4414988
SH
DFND
10,11,12,13,19,2,20,5,6,8
3434075
243395
737518
HORMEL FOODS CORP
COM
440452100
1213704
26039554
SH
DFND
10,11,12,13,19,2,20,5,6,8
14087799
9410520
2541235
HOST HOTELS & RESORTS INC
COM
44107P104
620353
42402806
SH
DFND
10,11,12,13,19,2,20,5,6,8
36275013
616246
5511547
HOSTESS BRANDS INC
CL A
44109J106
36737
2509337
SH
DFND
19,2,20,5,8
1936329
0
573008
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
6190
1858913
SH
DFND
2,20,5
1502254
0
356659
A-MARK PRECIOUS METALS INC
COM
00181T107
1926
75106
SH
DFND
2,20
62705
0
12401
ALUMINUM CORP CHINA LIMITED
SPON ADR H SHS
022276109
279
32165
SH
DFND
5
32165
0
0
HOULIHAN LOKEY INC
CL A
441593100
72634
1080387
SH
DFND
19,2,20,5,6,8
845351
300
234736
HOWARD BANCORP INC
COM
442496105
2970
251476
SH
DFND
2,20
212208
0
39268
HOWARD HUGHES CORP
COM
44267D107
38508
487875
SH
DFND
13,2,20,5,8
402337
260
85278
HOWMET AEROSPACE INC
COM
443201108
522695
18314475
SH
DFND
10,11,12,13,19,2,20,5,6,8
15800227
283275
2230973
HP INC
COM
40434L105
1583819
63901727
SH
DFND
10,11,12,13,19,2,20,5,6,8
49467452
7081384
7352891
HSBC HLDGS PLC
SPON ADR NEW
404280406
2034
78431
SH
DFND
1,20
23595
0
54836
HUAMI CORP
SPONSORED ADS
44331K103
6961
587431
SH
DFND
13,2,20,5
493516
0
93915
HUANENG PWR INTL INC
SPON ADR H SHS
443304100
487
33827
SH
DFND
20,5
33827
0
0
HUAZHU GROUP LTD
NOTE 0.375%11/0
16949NAC3
14148
12240000
PRN
DFND
2,5
12240000
0
0
HUAZHU GROUP LTD
SPONSORED ADS
44332N106
123263
2737163
SH
DFND
1,10,12,13,19,2,20,5,8
2027969
68200
640994
ALX ONCOLOGY HLDGS INC
COM
00166B105
32975
382539
SH
DFND
2,20,5,8
353472
0
29067
HUB GROUP INC
CL A
443320106
70114
1230065
SH
DFND
12,2,20,5,8
1093824
55
136186
HUBBELL INC
COM
443510607
204156
1302097
SH
DFND
12,13,19,2,20,5,8
1178983
691
122423
HUBSPOT INC
COM
443573100
323109
815026
SH
DFND
10,11,12,13,19,2,20,5,6,8
644020
20786
150220
HUDSON PAC PPTYS INC
COM
444097109
157115
6541003
SH
DFND
10,19,2,20,5,8
5684856
41304
814843
HUDSON TECHNOLOGIES INC
COM
444144109
32
29255
SH
DFND
20
29255
0
0
HUMANA INC
COM
444859102
2365140
5756149
SH
DFND
10,11,12,13,19,2,20,5,6,8
4869365
154945
731839
HUMANIGEN INC
COM NEW
444863203
481
27500
SH
DFND
20
27500
0
0
HUNT J B TRANS SVCS INC
COM
445658107
489913
3585169
SH
DFND
10,11,12,13,19,2,20,5,6,8
3069976
120864
394329
HUNTINGTON BANCSHARES INC
COM
446150104
703066
55022177
SH
DFND
10,12,13,19,2,20,5,6,8
49793303
662535
4566339
HUNTINGTON INGALLS INDS INC
COM
446413106
559643
3282746
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
1775086
1059835
447825
AMALGAMATED BK NEW YORK N Y
CLASS A
022663108
3564
259406
SH
DFND
2,20,5
205418
0
53988
HUNTSMAN CORP
COM
447011107
77385
3078180
SH
DFND
10,12,13,2,20,5,8
2585243
14815
478122
HURCO COMPANIES INC
COM
447324104
3732
124414
SH
DFND
2,20,5
101613
0
22801
HURON CONSULTING GROUP INC
COM
447462102
26250
445295
SH
DFND
2,20,5,8
351748
102
93445
HUTCHISON CHINA MEDITECH LTD
SPONSORED ADR
44842L103
34195
1068207
SH
DFND
1,10,12,13,19,2,20,5,8
766691
30600
270916
HUYA INC
ADS REP SHS A
44852D108
24950
1251904
SH
DFND
10,12,13,19,2,20,5,8
984777
41370
225757
HYATT HOTELS CORP
COM CL A
448579102
30048
404693
SH
DFND
13,2,20,5,8
358389
0
46304
HYCROFT MINING HOLDING CORP
COM CL A
44862P109
90
11500
SH
DFND
20
11500
0
0
HYLIION HOLDINGS CORP
COMMON STOCK
449109107
981
59500
SH
DFND
20
59500
0
0
HYSTER YALE MATLS HANDLING I
CL A
449172105
18969
318545
SH
DFND
2,20,5,8
284887
536
33122
I MAB
SPONSORED ADS
44975P103
721
15292
SH
DFND
2
15292
0
0
AMARIN CORP PLC
SPONS ADR NEW
023111206
657
134272
SH
DFND
13,19,2,20,5
127972
0
6300
I3 VERTICALS INC
COM CL A
46571Y107
15831
476830
SH
DFND
2,20,5
425369
0
51461
IAA INC
COM
449253103
198646
3057028
SH
DFND
13,19,2,20,5,8
2758344
1500
297184
IAC INTERACTIVECORP NEW
COM
44891N109
302122
1595573
SH
DFND
10,11,12,13,19,2,20,5,6,8
1299474
48735
247364
IBEX LTD
SHS NEW
G4690M101
1210
64711
SH
DFND
2,20
55384
0
9327
IBIO INC
COM NEW
451033203
2216
2110575
SH
DFND
2,20,5
1804120
0
306455
ICAD INC
COM NEW
44934S206
4437
336131
SH
DFND
2,20,5
283704
0
52427
ICF INTL INC
COM
44925C103
27302
366624
SH
DFND
19,2,20,5,8
288086
0
78538
ICHOR HOLDINGS
SHS
G4740B105
20312
673804
SH
DFND
2,20,5,8
585949
0
87855
ICICI BANK LIMITED
ADR
45104G104
259638
17612665
SH
DFND
1,12,13,2,20,5,8
5704372
0
11908293
ICLICK INTERACTIVE ASIA GROU
SPONSORED ADR
45113Y104
685
80207
SH
DFND
2,20,5
80207
0
0
AMAZON COM INC
COM
023135106
51962644
15954486
SH
DFND
10,11,12,13,19,2,20,5,6,8
13692783
281589
1980114
ICON PLC
SHS
G4705A100
13558
69537
SH
DFND
10,13,19,2,20,5,6,8
67554
0
1983
ICU MED INC
COM
44930G107
106379
495962
SH
DFND
19,2,20,5,8
449905
300
45757
IDACORP INC
COM
451107106
119449
1243874
SH
DFND
12,13,2,20,5,8
1152679
790
90405
IDEANOMICS INC
COM
45166V106
687
345096
SH
DFND
2
345096
0
0
IDEAYA BIOSCIENCES INC
COM
45166A102
3219
229924
SH
DFND
2,20,5
187390
0
42534
IDERA PHARMACEUTICALS INC
COM PAR
45168K405
68
18410
SH
DFND
20
18410
0
0
IDEX CORP
COM
45167R104
627631
3150758
SH
DFND
10,11,12,13,19,2,20,5,6,8
2711202
98099
341457
IDEXX LABS INC
COM
45168D104
1778788
3558502
SH
DFND
10,11,12,13,19,2,20,5,6,8
3034104
65934
458464
IDT CORP
CL B NEW
448947507
6052
489618
SH
DFND
2,20,6
433459
0
56159
IES HLDGS INC
COM
44951W106
8430
183093
SH
DFND
2,20,5,8
143556
0
39537
AMBAC FINL GROUP INC
COM NEW
023139884
21668
1408861
SH
DFND
2,20,5,8
1212337
0
196524
IGM BIOSCIENCES INC
COM
449585108
48080
544573
SH
DFND
2,20,5,8
524023
0
20550
IHEARTMEDIA INC
COM CL A
45174J509
15716
1210796
SH
DFND
2,20,5,8
962669
0
248127
IHS MARKIT LTD
SHS
G47567105
1352116
15051937
SH
DFND
10,11,12,13,19,2,20,5,6,8
13022381
184774
1844782
II-VI INC
COM
902104108
238297
3137137
SH
DFND
13,19,2,20,5,8
2711937
1013
424187
ILLINOIS TOOL WKS INC
COM
452308109
2658693
12968771
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
11156510
317042
1495219
ILLUMINA INC
COM
452327109
2176506
5882448
SH
DFND
10,11,12,13,19,2,20,5,6,8
5059378
129966
693104
ILLUMINA INC
NOTE 8/1
452327AK5
22778
20273000
PRN
DFND
2,5
20273000
0
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
18994
13110000
PRN
DFND
2,5
13110000
0
0
IMARA INC
COM
45249V107
2322
105305
SH
DFND
2,20,5
90679
0
14626
IMAX CORP
COM
45245E109
18423
1022368
SH
DFND
2,20,5,8
774455
1600
246313
AMBARELLA INC
SHS
G037AX101
108728
1184141
SH
DFND
2,20,5,8
1033348
100
150693
IMMERSION CORP
COM
452521107
7855
695760
SH
DFND
2,20,5
634595
0
61165
IMMUNIC INC
COM
4525EP101
1320
86300
SH
DFND
2,20
77372
0
8928
IMMUNOGEN INC
COM
45253H101
56785
8803841
SH
DFND
2,20,5,8
8095420
0
708421
IMMUNOVANT INC
COM
45258J102
86330
1869020
SH
DFND
19,2,20,5,8
1716853
0
152167
IMPINJ INC
COM
453204109
23452
560122
SH
DFND
2,20,5,8
495496
0
64626
INARI MED INC
COM
45332Y109
23416
268257
SH
DFND
2,20,5,8
244242
0
24015
INCYTE CORP
COM
45337C102
755780
8689125
SH
DFND
10,11,12,13,19,2,20,5,6,8
7655176
136426
897523
INDEPENDENCE CONTRACT DRILLI
COM
453415606
65
21944
SH
DFND
20
21944
0
0
INDEPENDENCE HLDG CO NEW
COM NEW
453440307
4381
106290
SH
DFND
2,20,5
83750
0
22540
INDEPENDENCE RLTY TR INC
COM
45378A106
64428
4755051
SH
DFND
10,19,2,20,5,8
4132489
51100
571462
AMBEV SA
SPONSORED ADR
02319V103
60290
19207031
SH
DFND
10,13,2,20,5,8
15580351
1919252
1707428
INDEPENDENT BANK CORP MASS
COM
453836108
93985
1278705
SH
DFND
2,20,5,8
1145592
247
132866
INDEPENDENT BK CORP MICH
COM NEW
453838609
11448
619808
SH
DFND
2,20,5,8
481959
0
137849
INDEPENDENT BK GROUP INC
COM
45384B106
96950
1550706
SH
DFND
2,20,5,8
1373346
0
177360
INDUSTRIAL LOGISTICS PPTYS T
COM SHS BEN INT
456237106
75498
3241638
SH
DFND
10,19,2,20,5,8
2828405
17504
395729
INFINERA CORP
COM
45667G103
39460
3765297
SH
DFND
19,2,20,5,8
3071818
2611
690868
INFINERA CORP
NOTE 2.125% 9/0
45667GAC7
9904
7931000
PRN
DFND
2,5
7931000
0
0
INFINITY PHARMACEUTICALS INC
COM
45665G303
117
55289
SH
DFND
20
55289
0
0
INFORMATION SVCS GROUP INC
COM
45675Y104
1871
570461
SH
DFND
2,20
464049
0
106412
INFOSYS LTD
SPONSORED ADR
456788108
257613
15198485
SH
DFND
1,10,12,13,19,2,20,5,8
11572319
0
3626166
INFUSYSTEM HLDGS INC
COM
45685K102
4918
261856
SH
DFND
2,20
218742
0
43114
AMC ENTMT HLDGS INC
CL A COM
00165C104
2735
1289950
SH
DFND
2,20,5,8
1003520
320
286110
ING GROEP N.V.
SPONSORED ADR
456837103
8220
870733
SH
DFND
2,20
870733
0
0
INGERSOLL RAND INC
COM
45687V106
640606
14060722
SH
DFND
10,11,12,13,19,2,20,5,6,8
12331380
214506
1514836
INGEVITY CORP
COM
45688C107
105794
1396990
SH
DFND
13,19,2,20,5,8
1215178
613
181199
INGLES MKTS INC
CL A
457030104
16840
394742
SH
DFND
2,20,5,8
330963
0
63779
INGREDION INC
COM
457187102
153051
1930039
SH
DFND
10,12,13,19,2,20,5,8
1766326
1724
161989
INHIBRX INC
COM
45720L107
4369
132527
SH
DFND
2,20,5,8
113618
0
18909
INMODE LTD
SHS
M5425M103
4346
91523
SH
DFND
2,20,8
60713
0
30810
INNOSPEC INC
COM
45768S105
70219
773932
SH
DFND
19,2,20,5,8
660173
400
113359
INNOVATIVE INDL PPTYS INC
COM
45781V101
192568
1044506
SH
DFND
10,19,2,20,5,8
906623
5600
132283
INNOVIVA INC
COM
45781M101
27105
2187643
SH
DFND
19,2,20,5,8
1899661
687
287295
AMC NETWORKS INC
CL A
00164V103
36563
1022156
SH
DFND
13,2,20,5,8
888502
293
133361
INOGEN INC
COM
45780L104
32824
734650
SH
DFND
2,20,5,8
659884
200
74566
INOVALON HLDGS INC
COM CL A
45781D101
26901
1480507
SH
DFND
19,2,20,5,8
1180308
0
300199
INOVIO PHARMACEUTICALS INC
COM NEW
45773H201
78717
8894555
SH
DFND
19,2,20,5,8
8229462
5000
660093
INOZYME PHARMA INC
COM
45790W108
2427
117579
SH
DFND
2,20
93426
0
24153
INPHI CORP
COM
45772F107
119180
742694
SH
DFND
13,19,2,20,5,8
632418
400
109876
INSEEGO CORP
COM
45782B104
21770
1407263
SH
DFND
2,20,5,8
1136466
0
270797
INSIGHT ENTERPRISES INC
COM
45765U103
89824
1180494
SH
DFND
19,2,20,5,8
1029495
65
150934
INSIGHT ENTERPRISES INC
NOTE 0.750% 2/1
45765UAB9
11071
8719000
PRN
DFND
2,5
8719000
0
0
INSMED INC
COM PAR $.01
457669307
119633
3593670
SH
DFND
19,2,20,5,8
3153375
800
439495
INSMED INC
NOTE 1.750% 1/1
457669AA7
12836
11240000
PRN
DFND
2,5
11240000
0
0
A10 NETWORKS INC
COM
002121101
14687
1489578
SH
DFND
2,20,5,8
1241417
0
248161
AMCOR PLC
ORD
G0250X107
991755
84261234
SH
DFND
10,11,12,13,19,2,20,5,6,8
76054786
546752
7659696
INSPERITY INC
COM
45778Q107
88683
1089210
SH
DFND
19,2,20,5,8
937003
500
151707
INSPIRE MED SYS INC
COM
457730109
95275
506540
SH
DFND
2,20,5,8
404226
200
102114
INSTALLED BLDG PRODS INC
COM
45780R101
84569
829679
SH
DFND
2,20,5,8
735272
200
94207
INSTEEL INDS INC
COM
45774W108
12913
579818
SH
DFND
2,20,5,8
514458
0
65360
INSULET CORP
COM
45784P101
333945
1306361
SH
DFND
10,11,12,13,19,2,20,5,6,8
1063309
30486
212566
INSULET CORP
NOTE 0.375% 9/0
45784PAK7
23657
17800000
PRN
DFND
2,5
17800000
0
0
INSULET CORP
NOTE 1.375%11/1
45784PAH4
34655
12625000
PRN
DFND
2,5
12625000
0
0
INTEGER HLDGS CORP
COM
45826H109
94821
1167892
SH
DFND
19,2,20,5,8
1026285
343
141264
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
113659
1750757
SH
DFND
13,2,20,5,8
1601255
574
148928
INTEL CORP
COM
458140100
8838503
177408741
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
146518559
5349864
25540318
AMDOCS LTD
SHS
G02602103
119188
1672574
SH
DFND
12,13,19,2,20,5,6,8
1480426
0
192148
INTELLIA THERAPEUTICS INC
COM
45826J105
122005
2242740
SH
DFND
19,2,20,5,8
2039012
0
203728
INTELLICHECK INC
COM NEW
45817G201
3530
309540
SH
DFND
2,20
277680
0
31860
INTELLIGENT SYS CORP NEW
COM
45816D100
5235
130506
SH
DFND
2,20,5
107646
0
22860
INTER PARFUMS INC
COM
458334109
33858
559733
SH
DFND
2,20,5,8
487540
0
72193
INTERACTIVE BROKERS GROUP IN
COM CL A
45841N107
108743
1785008
SH
DFND
13,2,20,5,6,8
1637450
625
146933
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
63004
2550750
SH
DFND
19,2,20,5,8
2442798
500
107452
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
8281
10263000
PRN
DFND
2,5
10263000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
2711694
23520633
SH
DFND
10,11,12,13,19,2,20,5,6,8
20270244
349866
2900523
INTERCONTINENTAL HOTELS GROU
SPONSORED ADS
45857P806
263
4033
SH
DFND
20
4033
0
0
INTERCORP FINL SVCS INC
SHS
P5626F128
332
10278
SH
DFND
20
6578
0
3700
AMEDISYS INC
COM
023436108
221525
755209
SH
DFND
13,19,2,20,5,8
682399
374
72436
INTERDIGITAL INC
COM
45867G101
61322
1010581
SH
DFND
13,19,2,20,5,8
857777
498
152306
INTERDIGITAL INC
NOTE 2.000% 6/0
45867GAB7
10363
9878000
PRN
DFND
2,5
9878000
0
0
INTERFACE INC
COM
458665304
19364
1844159
SH
DFND
19,2,20,5,8
1624068
2324
217767
INTERNATIONAL BANCSHARES COR
COM
459044103
67414
1800583
SH
DFND
2,20,5,8
1589061
270
211252
INTERNATIONAL BUSINESS MACHS
COM
459200101
6538441
51941856
SH
DFND
10,11,12,13,19,2,20,5,6,8
33885316
8195815
9860725
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
484064
4416622
SH
DFND
10,11,12,13,19,2,20,5,6,8
3676031
43715
696876
INTERNATIONAL FLAVORS&FRAGRA
UNIT 09/15/2021
459506309
13574
334250
SH
DFND
2
334250
0
0
INTERNATIONAL GAME TECHNOLOG
SHS USD
G4863A108
32971
1946335
SH
DFND
12,13,2,20,5,8
1647383
0
298952
INTERNATIONAL MNY EXPRESS IN
COM
46005L101
8957
577121
SH
DFND
2,20,5,8
492930
0
84191
INTERNATIONAL PAPER CO
COM
460146103
1226454
24667209
SH
DFND
10,11,12,13,19,2,20,5,6,8
15852285
6946224
1868700
AMER SOFTWARE INC
CL A
029683109
12417
723189
SH
DFND
2,20,5,8
591484
0
131705
INTERNATIONAL SEAWAYS INC
COM
Y41053102
7767
475644
SH
DFND
19,2,20,5,8
374558
0
101086
INTERPUBLIC GROUP COS INC
COM
460690100
471302
20038349
SH
DFND
10,11,12,13,19,2,20,5,6,8
17631369
397025
2009955
INTERSECT ENT INC
COM
46071F103
20155
880125
SH
DFND
19,2,20,5,8
741059
0
139066
INTEVAC INC
COM
461148108
2667
369871
SH
DFND
2,20,5
325252
0
44619
INTRA CELLULAR THERAPIES INC
COM
46116X101
51281
1612601
SH
DFND
19,2,20,5,8
1337791
0
274810
INTREPID POTASH INC
COM
46121Y201
4882
202152
SH
DFND
2,20,5
175212
0
26940
INTRICON CORP
COM
46121H109
2545
140603
SH
DFND
2,20
112475
0
28128
INTRUSION INC
COM NEW
46121E205
218
12400
SH
DFND
20
12400
0
0
INTUIT
COM
461202103
4034614
10621599
SH
DFND
10,11,12,13,19,2,20,5,6,8
9092626
295410
1233563
INTUITIVE SURGICAL INC
COM NEW
46120E602
3877061
4739104
SH
DFND
10,11,12,13,19,2,20,5,6,8
4111711
104466
522927
AMER STATES WTR CO
COM
029899101
203005
2553198
SH
DFND
19,2,20,5,6,8
2385360
200
167638
INVACARE CORP
COM
461203101
11179
1249069
SH
DFND
2,20,5
1128659
0
120410
INVESCO ACTIVLY MANGD ETC FD
OPTIMUM YIELD
46090F100
146883
9625342
SH
DFND
19,2,20
9625342
0
0
INVESCO DB COMMDY INDX TRCK
UNIT
46138B103
11401
775574
SH
DFND
12,8
775574
0
0
INVESCO EXCH TRADED FD TR II
KBW BK ETF
46138E628
561
11144
SH
DFND
20
0
0
11144
INVESCO LTD
SHS
G491BT108
348206
19977416
SH
DFND
10,12,13,19,2,20,5,6,8
17096088
485546
2395782
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
20117
5951716
SH
DFND
13,2,20,5,8
5118623
658
832435
INVESTAR HLDG CORP
COM
46134L105
2942
177163
SH
DFND
13,2,20
147745
0
29418
INVESTORS BANCORP INC NEW
COM
46146L101
75250
7125940
SH
DFND
13,2,20,5,8
6156577
1600
967763
INVESTORS TITLE CO NC
COM
461804106
3667
23965
SH
DFND
2,20
19671
0
4294
INVITAE CORP
COM
46185L103
144093
3446374
SH
DFND
13,2,20,5,8
2954049
3200
489125
AMERANT BANCORP INC
CL A
023576101
6339
417057
SH
DFND
2,20,5,8
346795
0
70262
INVITAE CORP
NOTE 2.000% 9/0
46185LAB9
14571
9011000
PRN
DFND
2,5
9011000
0
0
INVITATION HOMES INC
COM
46187W107
667710
22481805
SH
DFND
10,11,12,13,19,2,20,5,6,8
18764281
416394
3301130
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
134424
2897079
SH
DFND
13,19,2,20,5,8
2607480
2700
286899
IPG PHOTONICS CORP
COM
44980X109
313356
1400222
SH
DFND
10,11,12,13,19,2,20,5,6,8
1184785
37989
177448
IQIYI INC
NOTE 2.000% 4/0
46267XAD0
28832
32524000
PRN
DFND
2,5
32524000
0
0
IQIYI INC
NOTE 3.750%12/0
46267XAB4
17201
16964000
PRN
DFND
2,5
16964000
0
0
IQIYI INC
NOTE 4.000%12/1
46267XAE8
18816
19000000
SH
DFND
2
19000000
0
0
IQIYI INC
SPONSORED ADS
46267X108
76265
4362961
SH
DFND
10,12,13,19,2,20,5,8
3452411
117800
792750
IQVIA HLDGS INC
COM
46266C105
1493318
8334645
SH
DFND
10,11,12,13,19,2,20,5,6,8
7354447
93708
886490
IRADIMED CORP
COM
46266A109
2129
93394
SH
DFND
2,20
77297
0
16097
AMERCO
COM
023586100
109917
242129
SH
DFND
10,11,12,13,19,2,20,5,6,8
181248
9183
51698
IRHYTHM TECHNOLOGIES INC
COM
450056106
151642
639275
SH
DFND
13,2,20,5,8
523378
800
115097
IRIDIUM COMMUNICATIONS INC
COM
46269C102
147034
3738934
SH
DFND
2,20,5,8
3256850
1700
480384
IROBOT CORP
COM
462726100
69085
860444
SH
DFND
2,20,5,8
749272
100
111072
IRON MTN INC NEW
COM
46284V101
383420
12740120
SH
DFND
10,11,12,13,19,2,20,5,6,8
10759101
246745
1734274
IRONWOOD PHARMACEUTICALS INC
COM CL A
46333X108
86386
7584369
SH
DFND
2,20,5,8
6932364
3300
648705
ISHARES INC
CORE MSCI EMKT
46434G103
381794
6153997
SH
DFND
1,2,20
6153997
0
0
ISHARES INC
MSCI CDA ETF
464286509
39565
1282928
SH
DFND
2
1282928
0
0
ISHARES INC
MSCI FRNTR100ETF
464286145
709
25000
SH
DFND
10
0
0
25000
ISHARES INC
MSCI GBL ETF NEW
46434G848
1363
37000
SH
DFND
10
0
0
37000
ISHARES INC
MSCI JPN ETF NEW
46434G822
17860
264361
SH
DFND
12
0
0
264361
AMEREN CORP
COM
023608102
961107
12312408
SH
DFND
10,11,12,13,19,2,20,5,6,8
10879302
313681
1119425
ISHARES INC
MSCI PAC JP ETF
464286665
22260
465003
SH
DFND
12
0
0
465003
ISHARES INC
MSCI TAIWAN ETF
46434G772
190325
3585624
SH
DFND
20
0
0
3585624
ISHARES S&P GSCI COMMODITY-
UNIT BEN INT
46428R107
2565
208000
SH
DFND
10
0
0
208000
ISHARES TR
1 3 YR TREAS BD
464287457
170087
1969054
SH
DFND
1,2
1969054
0
0
ISHARES TR
3 7 YR TREAS BD
464288661
29286
220243
SH
DFND
1,2
220243
0
0
ISHARES TR
BARCLAYS 7 10 YR
464287440
134507
1121356
SH
DFND
1,2
1121356
0
0
ISHARES TR
CORE MSCI EAFE
46432F842
1494
21626
SH
DFND
1
21626
0
0
ISHARES TR
CORE MSCI PAC
46434V696
3625
56266
SH
DFND
12
56266
0
0
ISHARES TR
CORE S&P MCP ETF
464287507
91810
399469
SH
DFND
1,2
384801
14668
0
ISHARES TR
CORE S&P SCP ETF
464287804
251828
2740244
SH
DFND
1,2,20
2738563
1681
0
AMERESCO INC
CL A
02361E108
24708
472973
SH
DFND
2,20,5,8
379676
0
93297
ISHARES TR
CORE S&P500 ETF
464287200
19455
51825
SH
DFND
1,12
51825
0
0
ISHARES TR
CORE US AGGBD ET
464287226
2228
18847
SH
DFND
1,20
2817
0
16030
ISHARES TR
EAFE SML CP ETF
464288273
62824
918847
SH
DFND
1,20,6
918847
0
0
ISHARES TR
EUROPE ETF
464287861
3754
78329
SH
DFND
12
78329
0
0
ISHARES TR
FLTG RATE NT ETF
46429B655
12291
242339
SH
DFND
1
242339
0
0
ISHARES TR
INTRM GOV CR ETF
464288612
13676
116251
SH
DFND
1
27052
89199
0
ISHARES TR
ISHS 5-10YR INVT
464288638
1080
17477
SH
DFND
1
17477
0
0
ISHARES TR
MSCI ACWI ETF
464288257
21762
239877
SH
DFND
6
239877
0
0
ISHARES TR
MSCI EAFE ETF
464287465
604291
8282502
SH
DFND
1,2,20,6
8200213
0
82289
ISHARES TR
MSCI EMG MKT ETF
464287234
29253
566148
SH
DFND
1,6
566148
0
0
AMERICA MOVIL SAB DE CV
SPON ADR L SHS
02364W105
11351
779124
SH
DFND
1,13,20,5,8
519155
54800
205169
ISHARES TR
MSCI INDIA ETF
46429B598
155627
3869385
SH
DFND
12,19,2,20,5
1759829
0
2109556
ISHARES TR
MSCI USA MIN VOL
46429B697
514
7569
SH
DFND
1
7569
0
0
ISHARES TR
RUS 1000 ETF
464287622
2298
10850
SH
DFND
1,6
10150
0
700
ISHARES TR
RUS 1000 GRW ETF
464287614
405
1680
SH
DFND
1
1680
0
0
ISHARES TR
RUS 1000 VAL ETF
464287598
1070
7823
SH
DFND
1
7823
0
0
ISHARES TR
RUS 2000 VAL ETF
464287630
5874
44585
SH
DFND
20
0
0
44585
ISHARES TR
RUS MID CAP ETF
464287499
1886
27506
SH
DFND
1,20
6945
0
20561
ISHARES TR
RUSSELL 2000 ETF
464287655
33789
172339
SH
DFND
1,20,6
158320
0
14019
ISHARES TR
RUSSELL 3000 ETF
464287689
22477
100547
SH
DFND
1
99643
0
904
ISHARES TR
SELECT DIVID ETF
464287168
2601
27039
SH
DFND
1
27039
0
0
AAON INC
COM PAR $0.004
000360206
81953
1229978
SH
DFND
2,20,5,8
1059175
800
170003
AMERICAN AIRLS GROUP INC
COM
02376R102
292713
18561369
SH
DFND
10,12,13,19,2,20,5,6,8
17015752
3538
1542079
ISHARES TR
SHORT TREAS BD
464288679
14887
134685
SH
DFND
12
134685
0
0
ISHARES TR
TIPS BD ETF
464287176
211524
1657062
SH
DFND
1,2,20
1657062
0
0
ISIS PHARMACEUTICALS INC DEL
COM
462222100
221260
3913328
SH
DFND
10,11,12,13,19,2,20,5,6,8
3403283
67702
442343
ISIS PHARMACEUTICALS INC DEL
NOTE 0.125%12/1
462222AB6
4602
4475000
PRN
DFND
2
4475000
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
17895
16415000
PRN
DFND
2,5
16415000
0
0
ISORAY INC
COM
46489V104
5
10577
SH
DFND
20
10577
0
0
ISTAR INC
COM
45031U101
36989
2490861
SH
DFND
2,20,5,8
2167036
67
323758
ITAU CORPBANCA
SPONSORED ADR
45033E105
365
73650
SH
DFND
20,5
73650
0
0
ITAU UNIBANCO HLDG S A
SPON ADR REP PFD
465562106
113207
18542481
SH
DFND
1,10,13,2,20,5,8
15119687
2062484
1360310
ITEOS THERAPEUTICS INC
COM
46565G104
6392
189002
SH
DFND
2,20,5,8
154766
0
34236
AMERICAN AIRLS GROUP INC
NOTE 6.500% 7/0
02376RAF9
33063
25450000
PRN
DFND
2,5
25450000
0
0
ITERIS INC NEW
COM
46564T107
3765
666364
SH
DFND
2,20
534914
0
131450
ITRON INC
COM
465741106
122492
1277293
SH
DFND
19,2,20,5,8
1106547
343
170403
ITT INC
COM
45073V108
155225
2015386
SH
DFND
13,19,2,20,5,8
1815990
1092
198304
ITURAN LOCATION AND CONTROL
SHS
M6158M104
3111
163301
SH
DFND
2,20,5,8
113495
0
49806
IVERIC BIO INC
COM
46583P102
23600
3415272
SH
DFND
2,20,5,8
3162570
0
252702
J & J SNACK FOODS CORP
COM
466032109
74153
475589
SH
DFND
19,2,20,5,8
404183
100
71306
J ALEXANDERS HLDGS INC
COM
46609J106
76
10415
SH
DFND
20
10415
0
0
J2 GLOBAL INC
COM
48123V102
142069
1454286
SH
DFND
13,2,20,5,8
1245546
382
208358
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
13877
9494000
PRN
DFND
2,5
9494000
0
0
JABIL INC
COM
466313103
186863
4393668
SH
DFND
12,13,19,2,20,5,8
4058283
1396
333989
AMERICAN ASSETS TR INC
COM
024013104
73738
2553255
SH
DFND
10,19,2,20,5,8
2231929
13975
307351
JACK IN THE BOX INC
COM
466367109
69515
749086
SH
DFND
10,2,20,5,8
649505
5966
93615
JACOBS ENGR GROUP INC
COM
469814107
923872
8478997
SH
DFND
10,11,12,13,19,2,20,5,6,8
4611434
3315386
552177
JAMES HARDIE INDS PLC
SPONSORED ADR
47030M106
420
14160
SH
DFND
20
14160
0
0
JAMES RIV GROUP LTD
COM
G5005R107
45544
926629
SH
DFND
2,20,5,8
805741
0
120888
JAMF HLDG CORP
COM
47074L105
9499
317471
SH
DFND
2,20
299430
0
18041
JANUS HENDERSON GROUP PLC
ORD SHS
G4474Y214
103615
3187167
SH
DFND
10,12,13,19,2,20,5,8
2929196
66820
191151
JAZZ INVESTMENTS I LTD
NOTE 1.500% 8/1
472145AD3
15106
14053000
PRN
DFND
2,5
14053000
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
372125
2254618
SH
DFND
10,11,12,13,19,2,20,5,6,8
1736715
114092
403811
JBG SMITH PPTYS
COM
46590V100
157476
5000427
SH
DFND
10,13,19,2,20,5,8
4369700
32677
598050
JD.COM INC
SPON ADR CL A
47215P106
1521115
17302581
SH
DFND
1,10,11,12,13,19,2,20,5,8
13172702
457706
3672173
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
38473
4613129
SH
DFND
12,2,20,5,8
4124320
3329
485480
JEFFERIES FINL GROUP INC
COM
47233W109
123637
5025910
SH
DFND
12,13,2,20,5,8
4519548
2434
503928
JELD-WEN HLDG INC
COM
47580P103
34168
1347300
SH
DFND
2,20,5,8
1063713
0
283587
JETBLUE AWYS CORP
COM
477143101
104849
7211098
SH
DFND
13,2,20,5,8
6788009
0
423089
JFROG LTD
ORD SHS
M6191J100
10304
163993
SH
DFND
2,20
154746
0
9247
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
31865
514706
SH
DFND
1,13,2,20,5
423402
0
91304
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
111583
979916
SH
DFND
13,2,20,5,8
846938
321
132657
JOHNSON & JOHNSON
COM
478160104
22661064
143989480
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
93239439
33446665
17303376
JOHNSON CTLS INTL PLC
SHS
G51502105
1513165
32293989
SH
DFND
10,11,12,13,19,2,20,5,6,8
27681454
682915
3929620
JOHNSON OUTDOORS INC
CL A
479167108
12992
115351
SH
DFND
2,20,5,8
93047
0
22304
JOINT CORP
COM
47973J102
6240
237612
SH
DFND
2,20,5
195751
0
41861
AMERICAN CAMPUS CMNTYS INC
COM
024835100
252985
5915017
SH
DFND
10,12,13,19,2,20,5,8
5170720
36656
707641
JONES LANG LASALLE INC
COM
48020Q107
174470
1175913
SH
DFND
13,19,2,20,5,8
1055944
452
119517
JOUNCE THERAPEUTICS INC
COM
481116101
2301
328706
SH
DFND
2,20
275374
0
53332
JPMORGAN CHASE & CO
COM
46625H100
17199696
135356075
SH
DFND
1,10,12,13,19,2,20,5,6,8
113615874
2256733
19483468
JUMIA TECHNOLOGIES AG
SPONSORED ADS
48138M105
5922
146755
SH
DFND
2,5
146755
0
0
JUNIPER NETWORKS INC
COM
48203R104
325582
14463888
SH
DFND
10,11,12,13,19,2,20,5,6,8
12130948
389136
1943804
KADANT INC
COM
48282T104
35952
255014
SH
DFND
2,20,5,8
181692
0
73322
KADMON HLDGS INC
COM
48283N106
40733
9815097
SH
DFND
2,20,5,8
9112562
0
702535
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
95024
960808
SH
DFND
13,2,20,5,8
894873
100
65835
KALA PHARMACEUTICALS INC
COM
483119103
4867
717778
SH
DFND
2,20,5,8
603711
0
114067
KALEIDO BIOSCIENCES INC
COM
483347100
1719
188943
SH
DFND
2,20
149279
0
39664
AMERICAN EAGLE OUTFITTERS IN
COM
02553E106
105107
5237029
SH
DFND
12,13,2,20,5,8
4578300
1874
656855
KALVISTA PHARMACEUTICALS INC
COM
483497103
5083
267654
SH
DFND
2,20,5
228002
0
39652
KAMAN CORP
COM
483548103
70324
1226661
SH
DFND
2,20,5,8
1109444
0
117217
KANDI TECHNOLOGIES GROUP INC
COM
483709101
6127
879543
SH
DFND
1,2
755943
0
123600
KANSAS CITY SOUTHERN
COM NEW
485170302
844990
4130638
SH
DFND
10,11,12,13,19,2,20,5,6,8
3523570
111431
495637
KAR AUCTION SVCS INC
COM
48238T109
74896
4024505
SH
DFND
13,2,20,5,8
3495723
1500
527282
KARUNA THERAPEUTICS INC
COM
48576A100
78689
774579
SH
DFND
2,20,5,8
716638
0
57941
KARYOPHARM THERAPEUTICS INC
COM
48576U106
82661
5339859
SH
DFND
2,20,5,8
5070136
2800
266923
KB FINL GROUP INC
SPONSORED ADR
48241A105
5759
145437
SH
DFND
2,20,5,8
116715
11900
16822
KB HOME
COM
48666K109
90194
2690753
SH
DFND
19,2,20,5,8
2313278
309
377166
KBR INC
COM
48242W106
136251
4391758
SH
DFND
12,19,2,20,5,8
3811095
1104
579559
AMERICAN ELEC PWR CO INC
COM
025537101
2020658
24266340
SH
DFND
10,11,12,13,19,2,20,5,6,8
21618766
306147
2341427
KBR INC
NOTE 2.500%11/0
48242WAB2
13377
9750000
PRN
DFND
2,5
9750000
0
0
KE HLDGS INC
SPONSORED ADS
482497104
93533
1519879
SH
DFND
10,12,13,19,2,20,5,8
1162203
41200
316476
KEARNY FINL CORP MD
COM
48716P108
17873
1692543
SH
DFND
2,20,5,8
1349630
0
342913
KELLOGG CO
COM
487836108
774134
12439882
SH
DFND
10,11,12,13,19,2,20,5,6,8
10015372
151291
2273219
KELLY SVCS INC
CL A
488152208
24838
1207505
SH
DFND
2,20,5,8
1073716
453
133336
KEMPER CORP
COM
488401100
113190
1473250
SH
DFND
13,2,20,5,8
1337085
954
135211
KENNAMETAL INC
COM
489170100
91261
2518227
SH
DFND
2,20,5,8
2160557
5460
352210
KENNEDY-WILSON HOLDINGS INC
COM
489398107
59479
3284432
SH
DFND
19,2,20,5,8
2698970
2500
582962
KEROS THERAPEUTICS INC
COM
492327101
30056
426091
SH
DFND
2,20,5,8
391381
0
34710
KEURIG DR PEPPER INC
COM
49271V100
318547
9954607
SH
DFND
10,11,12,13,19,2,20,5,6,8
8220900
264011
1469696
AMERICAN ELEC PWR CO INC
UNIT 08/01/2021
025537127
13074
265400
SH
DFND
2
265400
0
0
KEYCORP
COM
493267108
844870
51485081
SH
DFND
10,12,13,19,2,20,5,6,8
46031383
833842
4619856
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
1118704
8469255
SH
DFND
10,11,12,13,19,2,20,5,6,8
7136109
235085
1098061
KEZAR LIFE SCIENCES INC
COM
49372L100
2631
504107
SH
DFND
2,20,5
413003
0
91104
KFORCE INC
COM
493732101
18425
437758
SH
DFND
10,2,20,5,8
351808
5164
80786
KILROY RLTY CORP
COM
49427F108
269955
4662712
SH
DFND
10,13,19,2,20,5,8
4080170
31155
551387
KIMBALL ELECTRONICS INC
COM
49428J109
9927
620800
SH
DFND
2,20,5,8
519697
44
101059
KIMBALL INTL INC
CL B
494274103
9002
747697
SH
DFND
2,20,5,8
616569
59
131069
KIMBERLY-CLARK CORP
COM
494368103
2307863
16981199
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
14374156
501351
2105692
KIMCO RLTY CORP
COM
49446R109
318628
21227729
SH
DFND
10,12,13,19,2,20,5,6,8
18385149
124281
2718299
KINDER MORGAN INC DEL
COM
49456B101
1589039
116242779
SH
DFND
10,11,12,13,19,2,20,5,6,8
103969960
1443403
10829416
AMERICAN ELEC PWR CO INC
UNIT 08/15/2025
02557T307
21882
441000
SH
DFND
2
441000
0
0
KINDRED BIOSCIENCES INC
COM
494577109
3081
714811
SH
DFND
2,20,5
601048
0
113763
KINGSOFT CLOUD HLDGS LTD
ADS
49639K101
34705
796895
SH
DFND
10,12,13,19,2,20,5,8
640995
39200
116700
KINIKSA PHARMACEUTICALS LTD
COM CL A
G5269C101
27892
1578512
SH
DFND
2,20,5,8
1506352
0
72160
KINSALE CAP GROUP INC
COM
49714P108
138134
690222
SH
DFND
2,20,5,8
596546
200
93476
KINTARA THERAPEUTICS INC
COM
49720K101
18
13700
SH
DFND
20
13700
0
0
KIRBY CORP
COM
497266106
76020
1466721
SH
DFND
13,2,20,5,8
1385628
0
81093
KITE RLTY GROUP TR
COM NEW
49803T300
64457
4308600
SH
DFND
10,19,2,20,5,8
3748804
47012
512784
KKR & CO INC
COM
48251W104
394800
9750550
SH
DFND
10,12,13,19,2,20,5,6,8
7973410
236888
1540252
KKR REAL ESTATE FIN TR INC
COM
48251K100
20028
1091564
SH
DFND
19,2,20,5,8
947516
11900
132148
KLA CORP
COM NEW
482480100
1655364
6393590
SH
DFND
10,11,12,13,19,2,20,5,6,8
5403634
223512
766444
AMERICAN EQTY INVT LIFE HLD
COM
025676206
88364
3194646
SH
DFND
13,2,20,5,8
2825139
600
368907
KNIGHT-SWIFT TRANSN HLDGS IN
CL A
499049104
206635
4941048
SH
DFND
10,11,12,13,19,2,20,5,6,8
3889500
330702
720846
KNOLL INC
COM NEW
498904200
16591
1130196
SH
DFND
19,2,20,5,8
926613
700
202883
KNOWLES CORP
COM
49926D109
52433
2844957
SH
DFND
1,2,20,5,8
2481973
528
362456
KODIAK SCIENCES INC
COM
50015M109
165421
1126003
SH
DFND
19,2,20,5,8
999263
800
125940
KOHLS CORP
COM
500255104
204073
5015317
SH
DFND
1,12,13,19,2,20,5,8
3648784
1410
1365123
KONINKLIJKE PHILIPS N V
NY REG SH NEW
500472303
5627
103872
SH
DFND
1,2,20
103850
0
22
KONTOOR BRANDS INC
COM
50050N103
69196
1706023
SH
DFND
12,13,2,20,5,8
1370186
8998
326839
KOPIN CORP
COM
500600101
83
34243
SH
DFND
20
34243
0
0
KOPPERS HOLDINGS INC
COM
50060P106
19622
629715
SH
DFND
2,20,5,8
564457
0
65258
KOREA ELECTRIC PWR
SPONSORED ADR
500631106
7366
600359
SH
DFND
2,5
600359
0
0
111 INC
ADS
68247Q102
181
26084
SH
DFND
2,20,5
26084
0
0
AAR CORP
COM
000361105
53376
1473653
SH
DFND
19,2,20,5,8
1340491
786
132376
AMERICAN EXPRESS CO
COM
025816109
3966227
32803133
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
23985604
416857
8400672
KORN FERRY
COM NEW
500643200
74018
1697274
SH
DFND
2,20,5,8
1461804
513
234957
KORNIT DIGITAL LTD
SHS
M6372Q113
23492
263571
SH
DFND
2,20,5,6,8
157744
600
105227
KOSMOS ENERGY LTD
COM
500688106
27828
11841849
SH
DFND
19,2,20,5
10532874
0
1308975
KRAFT HEINZ CO
COM
500754106
1034631
29850876
SH
DFND
10,11,12,13,19,2,20,5,6,8
26315603
481664
3053609
KRATON CORPORATION
COM
50077C106
29655
1067112
SH
DFND
19,2,20,5,8
933144
600
133368
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
117658
4289402
SH
DFND
2,20,5,8
3790564
500
498338
KROGER CO
COM
501044101
1308206
41190361
SH
DFND
10,11,12,13,19,2,20,5,6,8
33848166
1206685
6135510
KRONOS BIO INC
COM
50107A104
6709
224605
SH
DFND
2,20
188220
0
36385
KRONOS WORLDWIDE INC
COM
50105F105
9041
606400
SH
DFND
2,20,5,8
503205
11494
91701
KRYSTAL BIOTECH INC
COM
501147102
33615
560250
SH
DFND
2,20,5,8
508129
0
52121
AMERICAN FIN TR INC
COM CLASS A
02607T109
24672
3320625
SH
DFND
10,19,2,20,5,8
2703735
28700
588190
KULICKE & SOFFA INDS INC
COM
501242101
26968
844098
SH
DFND
2,20,5,8
787759
226
56113
KURA ONCOLOGY INC
COM
50127T109
87438
2677220
SH
DFND
2,20,5,8
2443655
0
233565
KURA SUSHI USA INC
CL A COM
501270102
804
41236
SH
DFND
2,20
30476
0
10760
KVH INDS INC
COM
482738101
3426
301829
SH
DFND
2,20,5
243425
0
58404
KYMERA THERAPEUTICS INC
COM
501575104
9954
160545
SH
DFND
2,20,5,8
134874
0
25671
L BRANDS INC
COM
501797104
310146
8339501
SH
DFND
10,12,13,19,2,20,5,6,8
6913424
3864
1422213
L3HARRIS TECHNOLOGIES INC
COM
502431109
1676714
8870563
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
7854108
135185
881270
LA JOLLA PHARMACEUTICAL CO
COM PAR $.0001 2
503459604
1714
441651
SH
DFND
2,20,5
371604
0
70047
LA Z BOY INC
COM
505336107
56361
1414681
SH
DFND
2,20,5,8
1226570
169
187942
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
827532
4065498
SH
DFND
10,11,12,13,19,2,20,5,6,8
3543886
63671
457941
AMERICAN FINL GROUP INC OHIO
COM
025932104
240908
2749465
SH
DFND
10,11,12,13,19,2,20,5,6,8
2180875
126281
442309
LADDER CAP CORP
CL A
505743104
20775
2081391
SH
DFND
2,20,5,8
1668249
0
413142
LAIRD SUPERFOOD INC
COM STK
50736T102
1883
39789
SH
DFND
2,20
35245
0
4544
LAKELAND BANCORP INC
COM
511637100
13827
1088710
SH
DFND
2,20,5,8
886861
0
201849
LAKELAND FINL CORP
COM
511656100
30923
577130
SH
DFND
2,20,5,8
475795
0
101335
LAKELAND INDS INC
COM
511795106
2927
107400
SH
DFND
2,20
89500
0
17900
LAM RESEARCH CORP
COM
512807108
2874201
6069151
SH
DFND
10,11,12,13,19,2,20,5,6,8
5057473
249385
762293
LAMAR ADVERTISING CO NEW
CL A
512816109
170985
2054613
SH
DFND
12,13,2,20,5,8
1862528
773
191312
LAMB WESTON HLDGS INC
COM
513272104
471855
5992573
SH
DFND
10,11,12,13,19,2,20,5,6,8
5226074
71785
694714
LANCASTER COLONY CORP
COM
513847103
207798
1130997
SH
DFND
13,19,2,20,5,6,8
1030572
300
100125
LANDEC CORP
COM
514766104
5754
530293
SH
DFND
2,20,5,8
434691
1589
94013
AMERICAN HOMES 4 RENT
CL A
02665T306
263776
8778021
SH
DFND
10,19,2,20,5,8
7275579
74050
1428392
LANDMARK BANCORP INC
COM
51504L107
1261
55186
SH
DFND
2,20
47626
0
7560
LANDS END INC NEW
COM
51509F105
9072
420596
SH
DFND
13,2,20,5,8
362661
422
57513
LANDSTAR SYS INC
COM
515098101
136943
1016954
SH
DFND
13,19,2,20,5,6,8
925913
292
90749
LANNET INC
COM
516012101
8142
1248729
SH
DFND
2,20,5
1132870
0
115859
LANTHEUS HLDGS INC
COM
516544103
34659
2569222
SH
DFND
2,20,5,8
2309837
0
259385
LAREDO PETROLEUM INC
COM
516806205
2412
122431
SH
DFND
2,20,5
122431
0
0
LAS VEGAS SANDS CORP
COM
517834107
794256
13326442
SH
DFND
10,12,13,19,2,20,5,6,8
11489342
207562
1629538
LATTICE SEMICONDUCTOR CORP
COM
518415104
147105
3210504
SH
DFND
19,2,20,5,8
2657122
1881
551501
LAUDER ESTEE COS INC
CL A
518439104
2537358
9532131
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
8280313
187588
1064230
LAUREATE EDUCATION INC
CL A
518613203
30581
2100310
SH
DFND
2,20,5,8
1691593
700
408017
AMERICAN INTL GROUP INC
COM NEW
026874784
1426312
37673326
SH
DFND
10,11,12,13,19,2,20,5,6,8
33192181
526505
3954640
LAWSON PRODS INC
COM
520776105
4035
79266
SH
DFND
2,20,5
64448
0
14818
LAZARD LTD
SHS A
G54050102
48070
1136404
SH
DFND
13,2,20,5
1016933
0
119471
LCI INDS
COM
50189K103
96109
741128
SH
DFND
13,2,20,5,8
635772
247
105109
LCNB CORP
COM
50181P100
3691
251289
SH
DFND
2,20,5
210814
0
40475
LEAR CORP
COM NEW
521865204
382586
2405745
SH
DFND
10,11,12,13,19,2,20,5,6,8
2090023
81295
234427
LEE ENTERPRISES INC
COM
523768109
41
32231
SH
DFND
20
32231
0
0
LEGACY HOUSING CORP
COM
52472M101
1649
109137
SH
DFND
2,20
91534
0
17603
LEGEND BIOTECH CORP
SPONSORED ADS
52490G102
2314
82181
SH
DFND
19,2
82181
0
0
LEGGETT & PLATT INC
COM
524660107
482655
10798342
SH
DFND
10,12,13,2,20,5,6,8
10307145
10739
480458
LEIDOS HOLDINGS INC
COM
525327102
563957
5364887
SH
DFND
10,11,12,13,19,2,20,5,6,8
4640041
142591
582255
AMERICAN NATIONAL GROUP INC
COM NEW
02772A109
11495
119588
SH
DFND
2,20,5,8
103166
0
16422
LEMAITRE VASCULAR INC
COM
525558201
26657
658190
SH
DFND
2,20,5,8
590222
0
67968
LEMONADE INC
COM
52567D107
15083
123125
SH
DFND
2,20,5,8
114325
0
8800
LENDINGCLUB CORP
COM NEW
52603A208
18175
1721129
SH
DFND
2,20,5,8
1449280
0
271849
LENDINGTREE INC NEW
COM
52603B107
71507
261174
SH
DFND
2,20,5,8
235563
100
25511
LENNAR CORP
CL A
526057104
972668
12759647
SH
DFND
10,11,12,13,19,2,20,5,6,8
11309706
208577
1241364
LENNAR CORP
CL B
526057302
4288
70065
SH
DFND
10,12,13,2,20,5,6,8
49080
0
20985
LENNOX INTL INC
COM
526107107
334679
1218176
SH
DFND
10,11,12,13,19,2,20,5,6,8
1069855
21660
126661
LENSAR INC
COM
52634L108
1506
207740
SH
DFND
2,20,5
175341
0
32399
LESLIES INC
COM
527064109
10607
382226
SH
DFND
2,20
351550
0
30676
LEVEL ONE BANCORP INC
COM
52730D208
1649
81324
SH
DFND
2,20
66078
0
15246
AMERICAN NATL BANKSHARES INC
COM
027745108
5600
213668
SH
DFND
13,2,20,5
167639
0
46029
LEVI STRAUSS & CO NEW
CL A COM STK
52736R102
3805
189495
SH
DFND
19,20,5,8
123295
0
66200
LEXICON PHARMACEUTICALS INC
COM NEW
528872302
2492
728594
SH
DFND
2,20
592065
0
136529
LEXINFINTECH HLDGS LTD
ADR
528877103
5362
800288
SH
DFND
2,20,5
800288
0
0
LEXINGTON REALTY TRUST
COM
529043101
147458
13747025
SH
DFND
10,13,19,2,20,5,8
11946368
73321
1727336
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
4493
532293
SH
DFND
2,5
525305
0
6988
LGI HOMES INC
COM
50187T106
85330
806145
SH
DFND
2,20,5,8
718380
0
87765
LHC GROUP INC
COM
50187A107
204912
960583
SH
DFND
13,19,2,20,5,8
834367
300
125916
LI AUTO INC
SPONSORED ADS
50202M102
7903
274123
SH
DFND
19,2,5,8
274123
0
0
LIBERTY BROADBAND CORP
COM SER A
530307107
76247
482538
SH
DFND
10,11,12,13,19,2,20,5,6,8
395828
11500
75210
LIBERTY BROADBAND CORP
COM SER C
530307305
522914
3301849
SH
DFND
10,11,12,13,19,2,20,5,6,8
2710180
75733
515936
AMERICAN OUTDOOR BRANDS INC
COM
02875D109
3973
233268
SH
DFND
2,20,5
196300
0
36968
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
52063
2149579
SH
DFND
10,11,12,13,19,2,20,5,6,8
1371196
97719
680664
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
119184
5039486
SH
DFND
10,11,12,13,19,2,20,5,6,8
3556225
243345
1239916
LIBERTY LATIN AMERICA LTD
COM CL A
G9001E102
11287
1014117
SH
DFND
12,13,2,20,5,8
786087
0
228030
LIBERTY LATIN AMERICA LTD
COM CL C
G9001E128
37388
3371339
SH
DFND
12,13,2,20,5,8
2695857
2596
672886
LIBERTY LATIN AMERICA LTD
NOTE 2.000% 7/1
53069QAB5
9370
9784000
PRN
DFND
2,5
9784000
0
0
LIBERTY MEDIA CORP DEL
COM A BRAVES GRP
531229706
5149
207039
SH
DFND
13,2,20,5,8
158325
370
48344
LIBERTY MEDIA CORP DEL
COM A SIRIUSXM
531229409
86190
1995611
SH
DFND
10,12,13,19,2,20,5,6,8
1426877
48449
520285
LIBERTY MEDIA CORP DEL
COM C BRAVES GRP
531229888
19093
767422
SH
DFND
13,19,2,20,5,8
572314
880
194228
LIBERTY MEDIA CORP DEL
COM C SIRIUSXM
531229607
164995
3792108
SH
DFND
10,12,13,19,2,20,5,6,8
3084107
121085
586916
LIBERTY MEDIA CORP DEL
COM SER A FRMLA
531229870
10117
266312
SH
DFND
12,13,2,20
231626
0
34686
AMERICAN PUBLIC EDUCATION IN
COM
02913V103
14374
471585
SH
DFND
19,2,20,5,8
404420
0
67165
LIBERTY MEDIA CORP DEL
COM SER C FRMLA
531229854
160808
3774844
SH
DFND
10,12,13,19,2,20,5,6,8
3012409
96548
665887
LIBERTY MEDIA CORP DEL
DEB 3.750% 2/1
530715AL5
7068
9050000
PRN
DFND
2
9050000
0
0
LIBERTY MEDIA CORP DEL
DEB 4.000%11/1
530715AG6
7986
10407000
PRN
DFND
2
10407000
0
0
LIBERTY MEDIA CORP DEL
NOTE 1.000% 1/3
531229AF9
15036
11632000
PRN
DFND
2,5
11632000
0
0
LIBERTY MEDIA CORP DEL
NOTE 1.375%10/1
531229AB8
35323
27702000
PRN
DFND
2,5
27702000
0
0
LIBERTY OILFIELD SVCS INC
COM CL A
53115L104
20575
1995591
SH
DFND
2,20,5,8
1721706
0
273885
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
5898
1359064
SH
DFND
2,20,5
1151033
0
208031
LIFE STORAGE INC
COM
53223X107
251220
2104194
SH
DFND
10,12,13,19,2,20,5,8
1847111
12861
244222
LIFETIME BRANDS INC
COM
53222Q103
3306
217487
SH
DFND
2,20
177455
0
40032
LIFEVANTAGE CORP
COM NEW
53222K205
2466
264600
SH
DFND
2,20,5
215990
0
48610
AMERICAN RENAL ASSOCS HLDGS
COM
029227105
2887
252127
SH
DFND
2,20
206648
0
45479
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
115898
1165390
SH
DFND
13,2,20,5,8
1099841
148
65401
LIGAND PHARMACEUTICALS INC
NOTE 0.750% 5/1
53220KAF5
12169
12825000
PRN
DFND
2,5
12825000
0
0
LILLY ELI & CO
COM
532457108
5650886
33468880
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
28575505
589466
4303909
LIMELIGHT NETWORKS INC
COM
53261M104
11702
2932778
SH
DFND
19,2,20,5,8
2383970
0
548808
LIMESTONE BANCORP INC
COM
53262L105
920
73288
SH
DFND
2,20
60885
0
12403
LIMONEIRA CO
COM
532746104
5045
301680
SH
DFND
2,20,5
246377
0
55303
LINCOLN EDL SVCS CORP
COM
533535100
75
11584
SH
DFND
20
11584
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
309896
2654200
SH
DFND
13,19,2,20,5,8
2517888
695
135617
LINCOLN NATL CORP IND
COM
534187109
448593
8916578
SH
DFND
10,11,12,13,19,2,20,5,6,8
7768559
129399
1018620
LINDBLAD EXPEDITIONS HLDGS I
COM
535219109
9829
574100
SH
DFND
2,20,5,8
472931
0
101169
ABB LTD
SPONSORED ADR
000375204
19222
687494
SH
DFND
2,20
687494
0
0
AMERICAN RIV BANKSHARES
COM
029326105
259
19701
SH
DFND
20
2233
0
17468
LINDE PLC
SHS
G5494J103
5496340
20858185
SH
DFND
10,11,12,13,19,2,20,5,6,8
18202131
165363
2490691
LINDSAY CORP
COM
535555106
43769
340724
SH
DFND
2,20,5,8
295093
400
45231
LINEAGE CELL THERAPEUTICS IN
COM
53566P109
102
58154
SH
DFND
20
58154
0
0
LIONS GATE ENTMNT CORP
CL A VTG
535919401
9276
815865
SH
DFND
13,19,2,20,5,8
629284
1200
185381
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
15093
1454073
SH
DFND
13,19,2,20,5,8
1206751
612
246710
LIPOCINE INC NEW
COM
53630X104
17
12400
SH
DFND
20
12400
0
0
LIQUIDIA CORPORATION
COM NEW
53635D202
1030
349099
SH
DFND
2,20
285291
0
63808
LIQUIDITY SERVICES INC
COM
53635B107
11926
749596
SH
DFND
2,20
656728
0
92868
LITHIA MTRS INC
CL A
536797103
247668
846236
SH
DFND
10,12,13,2,20,5,8
737930
1980
106326
LITTELFUSE INC
COM
537008104
142513
559620
SH
DFND
13,19,2,20,5,8
506230
349
53041
AMERICAN RLTY INVS INC
COM
029174109
233
21403
SH
DFND
2,20
12231
0
9172
LIVANOVA PLC
SHS
G5509L101
107628
1625559
SH
DFND
13,2,20,5,8
1406299
2276
216984
LIVE NATION ENTERTAINMENT IN
COM
538034109
479701
6528321
SH
DFND
10,11,12,13,19,2,20,5,6,8
5794201
69705
664415
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
22940
17570000
PRN
DFND
2,5
17570000
0
0
LIVE OAK BANCSHARES INC
COM
53803X105
37143
782627
SH
DFND
19,2,20,5,8
669053
0
113574
LIVENT CORP
COM
53814L108
82992
4405099
SH
DFND
19,2,20,5,8
3780484
1460
623155
LIVEPERSON INC
COM
538146101
116937
1879106
SH
DFND
2,20,5,8
1621841
636
256629
LIVERAMP HLDGS INC
COM
53815P108
146083
1995940
SH
DFND
13,19,2,20,5,8
1736017
665
259258
LIVEXLIVE MEDIA INC
COM NEW
53839L208
1939
591081
SH
DFND
2,20
480473
0
110608
LKQ CORP
COM
501889208
408275
11585557
SH
DFND
10,11,12,13,19,2,20,5,6,8
9855146
203860
1526551
LLOYDS BANKING GROUP PLC
SPONSORED ADR
539439109
42
21454
SH
DFND
20
21454
0
0
AMERICAN SUPERCONDUCTOR CORP
SHS NEW
030111207
20634
881047
SH
DFND
2,20
801818
0
79229
LOCKHEED MARTIN CORP
COM
539830109
14724195
41478942
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
10028469
30589899
860574
LOEWS CORP
COM
540424108
480169
10665693
SH
DFND
10,11,12,13,19,2,20,5,6,8
9176503
158612
1330578
LOGICBIO THERAPEUTICS INC
COM
54142F102
1639
214758
SH
DFND
2,20
172785
0
41973
LOGITECH INTL S A
SHS
H50430232
4733
48697
SH
DFND
2,20
48697
0
0
LOMA NEGRA CORP
SPONSORED ADS
54150E104
1311
213217
SH
DFND
2,20,5
177588
0
35629
LORAL SPACE & COM INC
COM
543881106
5575
265585
SH
DFND
2,20,5,8
216562
562
48461
LORDSTOWN MOTORS CORP
COM CL A
54405Q100
1308
65200
SH
DFND
20
65200
0
0
LOUISIANA PAC CORP
COM
546347105
126420
3401130
SH
DFND
13,19,2,20,5,8
2949731
1353
450046
LOVESAC COMPANY
COM
54738L109
7197
167029
SH
DFND
2,20,5,8
137145
0
29884
LOWES COS INC
COM
548661107
5124780
31928107
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
27741855
543370
3642882
AMERICAN TOWER CORP NEW
COM
03027X100
3897055
17269884
SH
DFND
10,11,12,13,19,2,20,5,6,8
14929708
222632
2117544
LPL FINL HLDGS INC
COM
50212V100
107972
1036000
SH
DFND
13,19,2,20,5,8
850927
6300
178773
LSB INDS INC
COM
502160104
59
17289
SH
DFND
20
17289
0
0
LSI INDS INC
COM
50216C108
3625
423489
SH
DFND
2,20
350388
0
73101
LTC PPTYS INC
COM
502175102
99410
2554872
SH
DFND
10,19,2,20,5,8
2304628
10627
239617
LUFAX HOLDING LTD
ADS REP SHS CL A
54975P102
29330
2065500
SH
DFND
10,12,13,19,2,20,5,8
1662800
84700
318000
LULULEMON ATHLETICA INC
COM
550021109
974200
2799183
SH
DFND
10,11,12,13,19,2,20,5,6,8
2090034
196554
512595
LUMBER LIQUIDATORS HLDGS INC
COM
55003T107
24934
811119
SH
DFND
2,20,5,8
719161
0
91958
LUMEN TECHNOLOGIES INC
COM
156700106
590505
60564601
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
44135848
724315
15704438
LUMENT FINANCE TRUST INC
COM
55025L108
178
52285
SH
DFND
20
2209
0
50076
LUMENTUM HLDGS INC
COM
55024U109
166778
1759265
SH
DFND
13,19,2,20,5,8
1585243
671
173351
AMERICAN VANGUARD CORP
COM
030371108
13338
858267
SH
DFND
2,20,5,8
744234
953
113080
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
15360
9288000
PRN
DFND
2,5
9288000
0
0
LUMENTUM HLDGS INC
NOTE 0.500%12/1
55024UAD1
34717
28421000
PRN
DFND
2
28421000
0
0
LUMINEX CORP DEL
COM
55027E102
36436
1569181
SH
DFND
2,20,5,6,8
1399088
0
170093
LUNA INNOVATIONS
COM
550351100
4748
480615
SH
DFND
2,20
399115
0
81500
LUTHER BURBANK CORP
COM
550550107
3839
391712
SH
DFND
2,20,5
305367
0
86345
LUXFER HOLDINGS PLC
SHS
G5698W116
10518
640588
SH
DFND
2,20,5,8
526373
0
114215
LYDALL INC DEL
COM
550819106
14641
487561
SH
DFND
2,20,5
428193
0
59368
LYFT INC
CL A COM
55087P104
182179
3708102
SH
DFND
12,13,19,2,20,5
3483374
0
224728
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
1049884
11454117
SH
DFND
10,11,12,13,19,2,20,5,6,8
9838153
405726
1210238
LYRA THERAPEUTICS INC
COM
55234L105
885
77646
SH
DFND
2,20
69073
0
8573
AMERICAN WELL CORP
CL A
03044L105
9621
379826
SH
DFND
2,20
349575
0
30251
M & T BK CORP
COM
55261F104
882476
6932252
SH
DFND
10,12,13,19,2,20,5,6,8
6229496
98065
604691
M D C HLDGS INC
COM
552676108
95444
1963867
SH
DFND
2,20,5,8
1743710
0
220157
M/I HOMES INC
COM
55305B101
47336
1068781
SH
DFND
2,20,5,8
956179
0
112602
MACATAWA BK CORP
COM
554225102
4879
582856
SH
DFND
13,2,20,5
475083
0
107773
MACERICH CO
COM
554382101
77668
7279117
SH
DFND
10,12,13,19,2,20,5,8
6192079
39267
1047771
MACK CALI RLTY CORP
COM
554489104
54551
4378053
SH
DFND
10,13,19,2,20,5,8
3821502
23228
533323
MACKINAC FINL CORP
COM
554571109
2181
169090
SH
DFND
2,20
129884
0
39206
MACOM TECH SOLUTIONS HLDGS I
COM
55405Y100
77039
1399698
SH
DFND
2,20,5,8
1209635
527
189536
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
64064
1706104
SH
DFND
12,13,19,2,20,5,8
1535670
600
169834
MACQUARIE INFRASTRUCTURE COR
NOTE 2.000%10/0
55608BAB1
9982
9975000
PRN
DFND
2,5
9975000
0
0
AMERICAN WOODMARK CORPORATIO
COM
030506109
47879
510170
SH
DFND
2,20,5,8
445139
261
64770
MACROGENICS INC
COM
556099109
58919
2577363
SH
DFND
19,2,20,5,8
2363407
0
213956
MACYS INC
COM
55616P104
169185
15038623
SH
DFND
12,13,19,2,20,5,8
10021405
2513
5014705
MADDEN STEVEN LTD
COM
556269108
88636
2509506
SH
DFND
2,20,5,8
2178232
430
330844
MADISON SQUARE GRDN ENTERTNM
CL A
55826T102
24468
232939
SH
DFND
13,2,20,5,6,8
193979
216
38744
MADISON SQUARE GRDN SPRT COR
CL A
55825T103
44312
240695
SH
DFND
13,19,2,20,5,8
188135
216
52344
MADRIGAL PHARMACEUTICALS INC
COM
558868105
71528
643415
SH
DFND
2,20,5,8
606944
0
36471
MAGELLAN HEALTH INC
COM NEW
559079207
77633
937142
SH
DFND
12,19,2,20,5,8
731538
98
205506
MAGENTA THERAPEUTICS INC
COM
55910K108
2826
360462
SH
DFND
2,20,5
304000
0
56462
MAGIC SOFTWARE ENTERPRISES L
ORD
559166103
914
58427
SH
DFND
2
58427
0
0
MAGNACHIP SEMICONDUCTOR CORP
COM
55933J203
3800
281063
SH
DFND
2,20,5,8
277563
0
3500
AMERICAN WTR WKS CO INC NEW
COM
030420103
1439420
9379162
SH
DFND
10,11,12,13,19,2,20,5,6,8
8233287
115323
1030552
MAGNITE INC
COM
55955D100
78207
2546636
SH
DFND
2,20,5,8
2099973
0
446663
MAGNOLIA OIL & GAS CORP
CL A
559663109
26843
3802065
SH
DFND
2,20,5
3373715
0
428350
MAGYAR BANCORP INC
COM
55977T109
313
32481
SH
DFND
20
0
0
32481
MAIDEN HOLDINGS LTD
SHS
G5753U112
132
53087
SH
DFND
20
53087
0
0
MAINSTREET BANCSHARES INC
COM
56064Y100
1994
117907
SH
DFND
2,20
95478
0
22429
MAKEMYTRIP LIMITED MAURITIUS
SHS
V5633W109
2689
91049
SH
DFND
2,20
91049
0
0
MALIBU BOATS INC
COM CL A
56117J100
24753
396428
SH
DFND
2,20,5,8
320020
0
76408
MALVERN BANCORP INC
COM
561409103
728
46965
SH
DFND
20
2000
0
44965
MANCHESTER UTD PLC NEW
ORD CL A
G5784H106
373
22136
SH
DFND
2
22136
0
0
MANHATTAN ASSOCS INC
COM
562750109
160647
1527354
SH
DFND
13,19,2,20,5,8
1379815
700
146839
AMERICAS CAR-MART INC
COM
03062T105
23361
212678
SH
DFND
2,20,5,8
186630
0
26048
MANITOWOC CO INC
COM NEW
563571405
10790
810634
SH
DFND
2,20,5,8
674353
1196
135085
MANNKIND CORP
COM NEW
56400P706
27692
8847183
SH
DFND
2,20,5
8226646
0
620537
MANPOWERGROUP INC
COM
56418H100
163478
1812798
SH
DFND
12,13,19,2,20,5,8
1672194
6532
134072
MANTECH INTL CORP
CL A
564563104
80015
899653
SH
DFND
2,20,5,8
791258
407
107988
MARATHON OIL CORP
COM
565849106
354451
53141151
SH
DFND
1,10,12,13,2,20,5,6,8
47702228
9667
5429256
MARATHON PATENT GROUP INC
COM
56585W401
349
33400
SH
DFND
20
33400
0
0
MARATHON PETE CORP
COM
56585A102
1602923
38755401
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
35216996
383313
3155092
MARCHEX INC
CL B
56624R108
25
12614
SH
DFND
20
12614
0
0
MARCUS & MILLICHAP INC
COM
566324109
26459
710703
SH
DFND
2,20,5,8
617873
0
92830
MARCUS CORP DEL
COM
566330106
10128
751317
SH
DFND
2,20,5
677041
0
74276
AMERICOLD RLTY TR
COM
03064D108
246259
6560224
SH
DFND
10,19,2,20,5,8
5499392
54800
1006032
MARINE PRODS CORP
COM
568427108
2197
151128
SH
DFND
2,20,5
127052
0
24076
MARINEMAX INC
COM
567908108
29025
828583
SH
DFND
2,20,5,8
741016
0
87567
MARINUS PHARMACEUTICALS INC
COM NEW
56854Q200
7599
622907
SH
DFND
2,20,5
546873
0
76034
MARKEL CORP
COM
570535104
318207
307952
SH
DFND
10,11,12,13,19,2,20,5,6,8
248013
7983
51956
MARKER THERAPEUTICS INC
COM
57055L107
784
540604
SH
DFND
2,20
438428
0
102176
MARKETAXESS HLDGS INC
COM
57060D108
969797
1699728
SH
DFND
10,11,12,13,19,2,20,5,6,8
1428387
54764
216577
MARLIN BUSINESS SVCS CORP
COM
571157106
1915
156448
SH
DFND
2,20
123433
0
33015
MARRIOTT INTL INC NEW
CL A
571903202
1399071
10605449
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
9219516
136380
1249553
MARRIOTT VACTINS WORLDWID CO
COM
57164Y107
171107
1246951
SH
DFND
1,13,2,20,5,8
1074490
515
171946
MARRONE BIO INNOVATIONS INC
COM
57165B106
1222
977871
SH
DFND
2,20
778554
0
199317
ABBOTT LABS
COM
002824100
7810049
71331163
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
61820579
1214470
8296114
AMERIPRISE FINL INC
COM
03076C106
1029657
5298495
SH
DFND
1,10,12,13,19,2,20,5,6,8
4475899
177681
644915
MARSH & MCLENNAN COS INC
COM
571748102
2612085
22325512
SH
DFND
10,11,12,13,19,2,20,5,6,8
18912547
480313
2932652
MARTEN TRANS LTD
COM
573075108
36404
2112834
SH
DFND
2,20,5,8
1864264
0
248570
MARTIN MARIETTA MATLS INC
COM
573284106
944226
3325090
SH
DFND
10,11,12,13,19,2,20,5,6,8
2889670
37394
398026
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
676655
14215491
SH
DFND
10,11,12,13,19,2,20,5,6,8
11682467
405300
2127724
MASCO CORP
COM
574599106
671747
12229155
SH
DFND
10,11,12,13,19,2,20,5,6,8
10454984
385726
1388445
MASIMO CORP
COM
574795100
447403
1667049
SH
DFND
10,11,12,13,19,2,20,5,6,8
1448608
53052
165389
MASONITE INTL CORP
COM
575385109
47805
486116
SH
DFND
2,20,5,8
387984
200
97932
MASTEC INC
COM
576323109
116576
1709826
SH
DFND
13,2,20,5,8
1467367
487
241972
MASTECH DIGITAL INC
COM
57633B100
895
56294
SH
DFND
2,20
48613
0
7681
MASTERCARD INCORPORATED
CL A
57636Q104
12412042
34773470
SH
DFND
10,11,12,13,19,2,20,5,6,8
29704944
916819
4151707
AMERIS BANCORP
COM
03076K108
102437
2680173
SH
DFND
2,20,5,8
2363287
1400
315486
MASTERCRAFT BOAT HLDGS INC
COM
57637H103
8086
325529
SH
DFND
2,20,5
268750
0
56779
MATADOR RES CO
COM
576485205
65972
5470321
SH
DFND
2,20,5
5098200
2200
369921
MATCH GROUP INC NEW
COM
57667L107
710170
4697201
SH
DFND
10,11,12,13,19,2,20,5,6,8
3804463
146936
745802
MATERIALISE NV
SPONSORED ADS
57667T100
4399
81140
SH
DFND
2,5
81140
0
0
MATERION CORP
COM
576690101
69836
1095975
SH
DFND
2,20,5,8
1010705
87
85183
MATINAS BIOPHARMA HLDGS INC
COM
576810105
172
126700
SH
DFND
20
126700
0
0
MATRIX SVC CO
COM
576853105
8867
804642
SH
DFND
2,20,5
711762
0
92880
MATSON INC
COM
57686G105
78464
1377280
SH
DFND
2,20,5,8
1232872
0
144408
MATTEL INC
COM
577081102
139093
7970974
SH
DFND
12,13,19,2,20,5,8
7220267
3270
747437
MATTHEWS INTL CORP
CL A
577128101
29051
988118
SH
DFND
2,20,5,8
856649
71
131398
AMERISAFE INC
COM
03071H100
35681
621292
SH
DFND
2,20,5,8
542591
500
78201
MAUI LD & PINEAPPLE INC
COM
577345101
1156
100222
SH
DFND
2,20
83292
0
16930
MAXAR TECHNOLOGIES INC
COM
57778K105
100556
2605750
SH
DFND
13,19,2,20,5,8
2357857
250
247643
MAXEON SOLAR TECHNOLOGIES LT
SHS
Y58473102
18855
664623
SH
DFND
2,20,5
636539
0
28084
MAXIM INTEGRATED PRODS INC
COM
57772K101
1306109
14733322
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
12525060
408305
1799957
MAXIMUS INC
COM
577933104
189185
2584846
SH
DFND
13,19,2,20,5,8
2288078
510
296258
MAXLINEAR INC
COM
57776J100
98752
2585811
SH
DFND
2,20,5,8
2305185
500
280126
MAYVILLE ENGINEERING CO INC
COM
578605107
1225
91300
SH
DFND
2,20
73182
0
18118
MBIA INC
COM
55262C100
7745
1177099
SH
DFND
2,20,5,8
934605
0
242494
MCAFEE CORP
COM CL A
579063108
5381
320774
SH
DFND
2,20
294573
0
26201
MCCORMICK & CO INC
COM NON VTG
579780206
1183121
12332394
SH
DFND
10,11,12,13,19,2,20,5,6,8
10414829
150384
1767181
AMERISOURCEBERGEN CORP
COM
03073E105
672413
6878199
SH
DFND
10,11,12,13,19,2,20,5,6,8
5750530
134947
992722
MCDONALDS CORP
COM
580135101
7737161
36057231
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
26632690
532580
8891961
MCEWEN MNG INC
COM
58039P107
727
737693
SH
DFND
2,20,5,8
557494
0
180199
MCGRATH RENTCORP
COM
580589109
34111
508357
SH
DFND
2,20,5,8
411231
167
96959
MCKESSON CORP
COM
58155Q103
1282557
7356569
SH
DFND
10,11,12,13,19,2,20,5,6,8
6245330
174816
936423
MDU RES GROUP INC
COM
552690109
363676
13699907
SH
DFND
13,2,20,5,8
13226857
1690
471360
MECHEL PAO
SPONSORED ADR NE
583840608
2125
1036668
SH
DFND
2,20,5
913651
4600
118417
MEDALLIA INC
COM
584021109
36418
1096261
SH
DFND
19,2,20,5,8
907842
800
187619
MEDIAALPHA INC
CL A
58450V104
6323
161840
SH
DFND
2,20
138294
0
23546
MEDICAL PPTYS TRUST INC
COM
58463J304
490755
22253061
SH
DFND
10,11,12,13,19,2,20,5,6,8
19095990
446781
2710290
MEDICINOVA INC
COM NEW
58468P206
3909
743089
SH
DFND
2,20,5
614984
0
128105
AMES NATL CORP
COM
031001100
4141
172407
SH
DFND
2,20,5
145728
0
26679
MEDIFAST INC
COM
58470H101
68697
347893
SH
DFND
2,20,5,8
299488
4318
44087
MEDNAX INC
COM
58502B106
77680
3165441
SH
DFND
12,13,2,20,5,8
2456777
892
707772
MEDPACE HLDGS INC
COM
58506Q109
120005
862103
SH
DFND
2,20,5,8
748734
400
112969
MEDTRONIC PLC
SHS
G5960L103
6584303
55934696
SH
DFND
10,11,12,13,19,2,20,5,6,8
48611986
902063
6420647
MEI PHARMA INC
COM NEW
55279B202
4805
1820218
SH
DFND
2,20,5
1503780
0
316438
MEIRAGTX HLDGS PLC
COM
G59665102
5681
375229
SH
DFND
19,2,20,5,8
306728
0
68501
MELCO RESORTS AND ENTMNT LTD
ADR
585464100
93224
5025592
SH
DFND
1,10,12,13,19,2,20,5,6,8
2783332
325108
1917152
MERCADOLIBRE INC
COM
58733R102
995146
591431
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
348281
22322
220828
MERCADOLIBRE INC
NOTE 2.000% 8/1
58733RAD4
90230
23766000
PRN
DFND
2,5
23766000
0
0
MERCANTILE BANK CORP
COM
587376104
9061
333500
SH
DFND
2,20,5,8
276097
0
57403
AMETEK INC
COM
031100100
1127877
9325922
SH
DFND
10,11,12,13,19,2,20,5,6,8
8160975
185087
979860
MERCER INTL INC
COM
588056101
5948
580318
SH
DFND
2,20,5,8
547317
0
33001
MERCHANTS BANCORP IND
COM
58844R108
5390
194521
SH
DFND
19,2,20,5
156080
0
38441
MERCK & CO. INC
COM
58933Y105
9411944
114152445
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
93839232
2664343
17648870
MERCURY GENL CORP NEW
COM
589400100
57996
1110831
SH
DFND
12,2,20,5,8
1051202
2734
56895
MERCURY SYS INC
COM
589378108
168502
1913490
SH
DFND
13,19,2,20,5,8
1777983
399
135108
MEREDITH CORP
COM
589433101
27618
1438454
SH
DFND
2,20,5,8
1277270
1362
159822
MERIDIAN BANCORP INC MD
COM
58958U103
15801
1054191
SH
DFND
2,20,5,8
837539
0
216652
MERIDIAN BIOSCIENCE INC
COM
589584101
36659
1961405
SH
DFND
2,20,5,8
1785774
500
175131
MERIDIAN CORPORATION
COM
58958P104
1571
75517
SH
DFND
2,20
65067
0
10450
MERIT MED SYS INC
COM
589889104
106087
1911134
SH
DFND
19,2,20,5,8
1484125
372
426637
AMGEN INC
COM
031162100
6919014
30093136
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
21225260
619614
8248262
MERITAGE HOMES CORP
COM
59001A102
97399
1176028
SH
DFND
10,12,2,20,5,8
1008411
6580
161037
MERITOR INC
COM
59001K100
68581
2457217
SH
DFND
2,20,5,8
2170111
303
286803
MERRIMACK PHARMACEUTICALS IN
COM NEW
590328209
77
11185
SH
DFND
20
11185
0
0
MERSANA THERAPEUTICS INC
COM
59045L106
83951
3154884
SH
DFND
13,19,2,20,5,8
2942920
100
211864
MERUS N V
COM
N5749R100
458
26137
SH
DFND
19,2,20,5,8
22437
0
3700
MESA AIR GROUP INC
COM NEW
590479135
5653
845054
SH
DFND
2,20
747849
0
97205
MESA LABS INC
COM
59064R109
50125
174871
SH
DFND
2,20,5,8
155452
0
19419
MESOBLAST LTD
SPONS ADR
590717104
469
55000
SH
DFND
1
0
0
55000
META FINL GROUP INC
COM
59100U108
37403
1021686
SH
DFND
2,20,5,8
882165
0
139521
METACRINE INC
COM
59101E103
580
73803
SH
DFND
2,20
64200
0
9603
AMICUS THERAPEUTICS INC
COM
03152W109
182628
7909391
SH
DFND
13,19,2,20,5,8
6860196
3500
1045695
METHODE ELECTRS INC
COM
591520200
45521
1189156
SH
DFND
2,20,5,8
1032713
108
156335
METLIFE INC
COM
59156R108
1678413
35748956
SH
DFND
10,11,12,13,19,2,20,5,6,8
30657860
929656
4161440
METROCITY BANKSHARES INC
COM
59165J105
4307
298686
SH
DFND
2,20,5
245772
0
52914
METROPOLITAN BK HLDG CORP
COM
591774104
4485
123652
SH
DFND
2,20,5
102394
0
21258
METTLER TOLEDO INTERNATIONAL
COM
592688105
1141867
1001919
SH
DFND
10,11,12,13,19,2,20,5,6,8
851472
27494
122953
MFA FINL INC
COM
55272X102
51344
12948028
SH
DFND
12,13,2,20,5,8
10872175
3263
2072590
MGE ENERGY INC
COM
55277P104
56192
802404
SH
DFND
2,20,5,8
638829
548
163027
MGIC INVT CORP WIS
COM
552848103
151904
12103942
SH
DFND
1,10,12,13,2,20,5,8
11293033
40092
770817
MGM GROWTH PPTYS LLC
CL A COM
55303A105
15591
490524
SH
DFND
20,5,8
292981
1800
195743
MGM RESORTS INTERNATIONAL
COM
552953101
531981
16882918
SH
DFND
10,12,13,19,2,20,5,6,8
14456201
296716
2130001
AMKOR TECHNOLOGY INC
COM
031652100
31643
2092863
SH
DFND
2,20,5,8
1688024
432
404407
MGP INGREDIENTS INC NEW
COM
55303J106
19852
421851
SH
DFND
2,20,5,8
364047
0
57804
MICHAELS COS INC
COM
59408Q106
38489
2958430
SH
DFND
12,2,20,5,8
2647209
600
310621
MICRO FOCUS INTL PLC
SPON ADR NEW
594837403
387
67851
SH
DFND
2,20
20460
568
46823
MICROCHIP TECHNOLOGY INC.
COM
595017104
1371620
9931361
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
8640571
156075
1134715
MICROCHIP TECHNOLOGY INC.
NOTE 1.625% 2/1
595017AF1
29432
14545000
PRN
DFND
2,5
14545000
0
0
MICROCHIP TECHNOLOGY INC.
NOTE 2.250% 2/1
595017AH7
17366
8535000
PRN
DFND
2,5
8535000
0
0
MICRON TECHNOLOGY INC
COM
595112103
3477015
46249199
SH
DFND
10,11,12,13,19,2,20,5,6,8
39663595
1186459
5399145
MICROSOFT CORP
COM
594918104
66531687
299126371
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
251863305
6501762
40761304
MICROSTRATEGY INC
CL A NEW
594972408
91338
235074
SH
DFND
2,20,5,6,8
204420
0
30654
MICROVISION INC DEL
COM NEW
594960304
9635
1790914
SH
DFND
2,20
1790914
0
0
AMN HEALTHCARE SVCS INC
COM
001744101
102118
1496235
SH
DFND
13,19,2,20,5,8
1283536
705
211994
MID PENN BANCORP INC
COM
59540G107
2619
119582
SH
DFND
2,20
94854
0
24728
MID-AMER APT CMNTYS INC
COM
59522J103
833093
6575838
SH
DFND
10,11,12,13,19,2,20,5,6,8
5645124
97780
832934
MIDDLEBY CORP
COM
596278101
161151
1250010
SH
DFND
13,19,2,20,5,8
1133211
479
116320
MIDDLEFIELD BANC CORP
COM NEW
596304204
2153
95677
SH
DFND
2,20
81977
0
13700
MIDDLESEX WTR CO
COM
596680108
25740
355186
SH
DFND
19,2,20,5,8
286006
200
68980
MIDLAND STS BANCORP INC ILL
COM
597742105
9374
524571
SH
DFND
2,20,5,8
407598
0
116973
MIDWESTONE FINL GROUP INC NE
COM
598511103
7209
294232
SH
DFND
2,20,5,8
234530
0
59702
MILESTONE PHARMACEUTICALS IN
COM
59935V107
114
17016
SH
DFND
2
17016
0
0
MILESTONE SCIENTIFIC INC
COM NEW
59935P209
1150
542233
SH
DFND
2,20
475078
0
67155
MILLER HERMAN INC
COM
600544100
61651
1814595
SH
DFND
19,2,20,5,8
1563154
347
251094
ABBVIE INC
COM
00287Y109
8375065
78162064
SH
DFND
10,11,12,13,19,2,20,5,6,8
67292015
2154331
8715718
AMNEAL PHARMACEUTICALS INC
COM STK CL A
03168L105
12043
2635270
SH
DFND
2,20,5,8
2228947
2533
403790
MILLER INDS INC TENN
COM NEW
600551204
9174
241297
SH
DFND
2,20,5
206748
0
34549
MIMECAST LTD
ORD SHS
G14838109
71767
1262619
SH
DFND
19,2,20,5,8
1020227
1100
241292
MIMEDX GROUP INC
COM
602496101
536
59000
SH
DFND
20
59000
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
63468
1021692
SH
DFND
2,20,5,8
883846
914
136932
MINERVA NEUROSCIENCES INC
COM
603380106
1395
596041
SH
DFND
2,20,5
493556
0
102485
MIRATI THERAPEUTICS INC
COM
60468T105
236340
1076033
SH
DFND
13,19,2,20,5,8
913751
300
161982
MIRUM PHARMACEUTICALS INC
COM
604749101
1659
95018
SH
DFND
2,20
76912
0
18106
MISONIX INC
COM
604871103
2420
193618
SH
DFND
2,20,5
161356
0
32262
MISSION PRODUCE INC
COM
60510V108
1298
86252
SH
DFND
2,20
75664
0
10588
MISTRAS GROUP INC
COM
60649T107
2494
321393
SH
DFND
2,20
266486
0
54907
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
25804
1283164
SH
DFND
19,2,20,5,8
1074629
0
208535
MITEK SYS INC
COM NEW
606710200
20806
1170194
SH
DFND
2,20,5,8
1011960
0
158234
MITSUBISHI UFJ FINL GROUP IN
SPONSORED ADS
606822104
113
25470
SH
DFND
20
25470
0
0
MIZUHO FINANCIAL GROUP INC.
SPONSORED ADR
60687Y109
33
13100
SH
DFND
20
13100
0
0
MKS INSTRS INC
COM
55306N104
192136
1277073
SH
DFND
13,19,2,20,5,8
1140132
601
136340
MMA CAPITAL HOLDINGS INC
COM
55315D105
2139
86961
SH
DFND
2,20
70723
0
16238
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
100660
11246954
SH
DFND
10,12,13,19,2,20,5,8
7463803
308393
3474758
MODEL N INC
COM
607525102
25423
712522
SH
DFND
2,20,5,8
580163
0
132359
MODERNA INC
COM
60770K107
629399
6024687
SH
DFND
10,11,12,13,19,2,20,5,6,8
4937434
142559
944694
MODINE MFG CO
COM
607828100
15845
1261528
SH
DFND
2,20,5
1098118
0
163410
MOELIS & CO
CL A
60786M105
50469
1079319
SH
DFND
2,20,5,8
855416
600
223303
AMPHENOL CORP NEW
CL A
032095101
1678777
12809254
SH
DFND
10,11,12,13,19,2,20,5,6,8
10999243
285059
1524952
MOHAWK INDS INC
COM
608190104
390014
2767035
SH
DFND
10,11,12,13,19,2,20,5,6,8
2414425
61804
290806
MOLECULAR TEMPLATES INC
COM
608550109
4309
458891
SH
DFND
2,20,5,8
388133
0
70758
MOLINA HEALTHCARE INC
COM
60855R100
412766
1940783
SH
DFND
10,11,12,13,19,2,20,5,6,8
1619342
103167
218274
MOLSON COORS BEVERAGE CO
CL B
60871R209
401331
8880964
SH
DFND
10,12,13,19,2,20,5,6,8
7669683
114391
1096890
MOMO INC
ADR
60879B107
49596
3555068
SH
DFND
1,10,12,13,19,2,20,5,8
2771296
104200
679572
MOMO INC
NOTE 1.250% 7/0
60879BAB3
16157
19122000
PRN
DFND
2,5
19122000
0
0
MONARCH CASINO & RESORT INC
COM
609027107
26115
426573
SH
DFND
2,20,5,8
357616
0
68957
MONDELEZ INTL INC
CL A
609207105
3798191
64612846
SH
DFND
10,11,12,13,19,2,20,5,6,8
56436590
1064142
7112114
MONEYGRAM INTL INC
COM NEW
60935Y208
5629
1029949
SH
DFND
2,20,5
874847
0
155102
MONGODB INC
CL A
60937P106
342946
955176
SH
DFND
10,11,12,13,19,2,20,5,6,8
756509
23375
175292
AMPIO PHARMACEUTICALS INC
COM
03209T109
89
56138
SH
DFND
20
56138
0
0
MONMOUTH REAL ESTATE INVT CO
CL A
609720107
64379
3717014
SH
DFND
10,19,2,20,5,8
3116528
24305
576181
MONOLITHIC PWR SYS INC
COM
609839105
516178
1407529
SH
DFND
10,11,12,13,19,2,20,5,6,8
1212593
53558
141378
MONRO INC
COM
610236101
64356
1207432
SH
DFND
2,20,5,8
1069900
329
137203
MONSTER BEVERAGE CORP NEW
COM
61174X109
1532113
16566970
SH
DFND
10,11,12,13,19,2,20,5,6,8
14036171
570664
1960135
MONTROSE ENVIRONMENTAL GROUP
COM
615111101
5926
191393
SH
DFND
2,20,5,8
155328
0
36065
MOODYS CORP
COM
615369105
1996045
6877223
SH
DFND
10,11,12,13,19,2,20,5,6,8
5903920
121360
851943
MOOG INC
CL A
615394202
97562
1230285
SH
DFND
13,2,20,5,8
1108853
288
121144
MORGAN STANLEY
COM NEW
617446448
8265952
120618007
SH
DFND
10,12,13,19,2,20,5,6,8
51539514
61648909
7429584
MORNINGSTAR INC
COM
617700109
66078
284959
SH
DFND
19,2,20,5,8
232761
126
52072
MORPHIC HLDG INC
COM
61775R105
8167
243432
SH
DFND
2,20,5,8
202516
0
40916
AMPLIFY ENERGY CORP NEW
COM
03212B103
258
196675
SH
DFND
2,20
196675
0
0
MOSAIC CO NEW
COM
61945C103
397932
17293851
SH
DFND
10,11,12,13,19,2,20,5,6,8
14162715
176755
2954381
MOTORCAR PTS AMER INC
COM
620071100
10862
553607
SH
DFND
2,20,5
495449
0
58158
MOTOROLA SOLUTIONS INC
COM NEW
620076307
1244033
7285142
SH
DFND
10,11,12,13,19,2,20,5,6,8
5991692
130988
1162462
MOVADO GROUP INC
COM
624580106
10133
609686
SH
DFND
2,20,5
558004
0
51682
MR COOPER GROUP INC
COM
62482R107
68928
2221319
SH
DFND
2,20,5,8
1912352
0
308967
MRC GLOBAL INC
COM
55345K103
10779
1625723
SH
DFND
2,20,5,8
1279439
200
346084
MSA SAFETY INC
COM
553498106
203807
1364259
SH
DFND
13,19,2,20,5,6,8
1281283
326
82650
MSC INDL DIRECT INC
CL A
553530106
93039
1102493
SH
DFND
13,19,2,20,5,8
998441
748
103304
MSCI INC
COM
55354G100
1577672
3533182
SH
DFND
10,11,12,13,19,2,20,5,6,8
3103367
74025
355790
MSG NETWORK INC
CL A
553573106
11132
755210
SH
DFND
2,20,5,8
608372
1848
144990
AMYRIS INC
COM NEW
03236M200
11759
1904245
SH
DFND
2,20,5,8
1559127
0
345118
MTS SYS CORP
COM
553777103
39176
673596
SH
DFND
19,2,20,5,8
596034
561
77001
MUELLER INDS INC
COM
624756102
62642
1784174
SH
DFND
2,20,5,8
1554959
218
228997
MUELLER WTR PRODS INC
COM SER A
624758108
41494
3351671
SH
DFND
2,20,5,8
2714378
2315
634978
MULTIPLAN CORPORATION
COM
62548M100
1348
168700
SH
DFND
20
168700
0
0
MURPHY OIL CORP
COM
626717102
85321
7051325
SH
DFND
12,13,2,20,5,8
6820045
1579
229701
MURPHY USA INC
COM
626755102
119627
914093
SH
DFND
12,2,20,5,8
801052
269
112772
MUSTANG BIO INC
COM
62818Q104
2461
650181
SH
DFND
2,20
534801
0
115380
MVB FINL CORP
COM
553810102
3448
152031
SH
DFND
2,20
120806
0
31225
MYERS INDS INC
COM
628464109
23136
1106017
SH
DFND
2,20,5,8
971560
0
134457
MYOVANT SCIENCES LTD
COM
G637AM102
2625
95054
SH
DFND
19,2,20,5,8
51837
0
43217
ANALOG DEVICES INC
COM
032654105
1881295
12734683
SH
DFND
10,11,12,13,19,2,20,5,6,8
11119398
241231
1374054
MYR GROUP INC DEL
COM
55405W104
30205
502577
SH
DFND
2,20,5,8
433625
0
68952
MYRIAD GENETICS INC
COM
62855J104
73475
3715530
SH
DFND
2,20,5,8
3410644
1182
303704
NABORS INDUSTRIES LTD
SHS
G6359F137
12555
215618
SH
DFND
12,13,2,20,5
192649
0
22969
NABRIVA THERAPEUTICS PLC
SHS NEW
G63637113
208
85936
SH
DFND
2
85936
0
0
NACCO INDS INC
CL A
629579103
2118
80522
SH
DFND
2,20,5
64369
0
16153
NANO DIMENSION LTD
SPONSORD ADS NEW
63008G203
25127
2761198
SH
DFND
2
2761198
0
0
NANO X IMAGING LTD
ORD SHS
M70700105
2474
54189
SH
DFND
2,20,8
40589
0
13600
NANOSTRING TECHNOLOGIES INC
COM
63009R109
57689
862582
SH
DFND
19,2,20,5,8
681532
0
181050
NANTHEALTH INC
COM
630104107
1405
435003
SH
DFND
2,20
380563
0
54440
NANTKWEST INC
COM
63016Q102
8893
667161
SH
DFND
2,20,5,8
571123
0
96038
ANAPLAN INC
COM
03272L108
117086
1629586
SH
DFND
13,19,2,20,5,8
1351449
1000
277137
NAPCO SEC TECHNOLOGIES INC
COM
630402105
5735
218710
SH
DFND
2,20,5,8
171516
0
47194
NASDAQ INC
COM
631103108
683929
5152396
SH
DFND
10,11,12,13,19,2,20,5,6,8
4353207
125020
674169
NATERA INC
COM
632307104
210691
2117069
SH
DFND
13,2,20,5,8
1818704
700
297665
NATHANS FAMOUS INC NEW
COM
632347100
2813
50934
SH
DFND
2,20
42663
0
8271
NATIONAL BANKSHARES INC VA
COM
634865109
3790
121062
SH
DFND
2,20,5
97154
0
23908
NATIONAL BEVERAGE CORP
COM
635017106
32663
361534
SH
DFND
19,2,20,5,8
311122
0
50412
NATIONAL BK HLDGS CORP
CL A
633707104
32832
1002198
SH
DFND
2,20,5,8
871112
0
131086
NATIONAL CINEMEDIA INC
COM
635309107
4523
1215994
SH
DFND
2,20,5
990649
0
225345
NATIONAL ENERGY SERVICES REU
SHS
G6375R107
3512
353628
SH
DFND
2,20
281601
0
72027
NATIONAL FUEL GAS CO N J
COM
636180101
286417
6890119
SH
DFND
12,13,19,2,20,5,8
6779989
1287
108843
ANAPTYSBIO INC
COM
032724106
26135
1215576
SH
DFND
2,20,5,8
1123089
0
92487
NATIONAL GEN HLDGS CORP
COM
636220303
45528
1330056
SH
DFND
2,20,5,8
1056300
0
273756
NATIONAL GRID PLC
SPONSORED ADR NE
636274409
2829
47331
SH
DFND
2,20
47331
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
128155
1824089
SH
DFND
10,19,2,20,5,8
1533858
11398
278833
NATIONAL HEALTHCARE CORP
COM
635906100
19553
292125
SH
DFND
2,20,5,6,8
242090
0
50035
NATIONAL INSTRS CORP
COM
636518102
135337
3080030
SH
DFND
13,19,2,20,5,8
2726878
1055
352097
NATIONAL OILWELL VARCO INC
COM
637071101
288095
20982884
SH
DFND
10,12,13,19,2,20,5,6,8
17127551
5911
3849422
NATIONAL PRESTO INDS INC
COM
637215104
21598
244236
SH
DFND
2,20,5
223566
157
20513
NATIONAL RESH CORP
COM NEW
637372202
11787
275727
SH
DFND
2,20,5,8
217819
0
57908
NATIONAL RETAIL PROPERTIES I
COM
637417106
722655
17660187
SH
DFND
10,13,19,2,20,5,8
16759956
46944
853287
NATIONAL STORAGE AFFILIATES
COM SHS BEN IN
637870106
111559
3096293
SH
DFND
10,19,2,20,5,8
2679394
16700
400199
ANAVEX LIFE SCIENCES CORP
COM NEW
032797300
4723
874565
SH
DFND
2,20,5
718887
0
155678
NATIONAL VISION HLDGS INC
COM
63845R107
79028
1744934
SH
DFND
19,2,20,5,8
1410961
900
333073
NATIONAL WESTN LIFE GROUP IN
CL A
638517102
10516
50939
SH
DFND
2,20,5,8
40439
0
10500
NATURA &CO HLDG S A
ADS
63884N108
1405
70261
SH
DFND
1,2,20,8
21239
1374
47648
NATURAL GAS SERVICES GROUP
COM
63886Q109
161
16999
SH
DFND
20
16999
0
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
2573
187279
SH
DFND
2,20
156971
0
30308
NATURES SUNSHINE PRODS INC
COM
639027101
2403
160704
SH
DFND
2,20
125509
0
35195
NATUS MED INC DEL
COM
639050103
26377
1316200
SH
DFND
2,20,5,8
1179632
0
136568
NAUTILUS INC
COM
63910B102
9781
539180
SH
DFND
2,20,5,8
454179
0
85001
NAVIENT CORPORATION
COM
63938C108
60328
6143429
SH
DFND
1,12,13,19,2,20,5,8
5335442
2877
805110
NAVISTAR INTL CORP NEW
COM
63934E108
42861
974996
SH
DFND
13,19,2,20,5,8
769643
356
204997
ABEONA THERAPEUTICS INC
COM
00289Y107
1947
1240131
SH
DFND
2,20,5
1061006
0
179125
ANDERSONS INC
COM
034164103
26706
1081882
SH
DFND
2,20,5,8
949498
1437
130947
NBT BANCORP INC
COM
628778102
47856
1490838
SH
DFND
2,20,5,8
1310307
323
180208
NCINO INC
COM
63947U107
9206
127133
SH
DFND
2,20
110308
0
16825
NCR CORP NEW
COM
62886E108
174146
4635253
SH
DFND
1,12,13,19,2,20,5,8
4333713
1952
299588
NEENAH INC
COM
640079109
31586
570962
SH
DFND
2,20,5,8
500212
0
70750
NEKTAR THERAPEUTICS
COM
640268108
76085
4475576
SH
DFND
13,19,2,20,5,8
4063006
1889
410681
NELNET INC
CL A
64031N108
25349
355819
SH
DFND
2,20,5,8
274330
60
81429
NEMAURA MED INC
COM NEW
640442208
243
64381
SH
DFND
2,20
51068
0
13313
NEOGEN CORP
COM
640491106
137706
1736525
SH
DFND
19,2,20,5,8
1523244
613
212668
NEOGENOMICS INC
COM NEW
64049M209
169913
3155896
SH
DFND
19,2,20,5,8
2725879
1700
428317
NEOLEUKIN THERAPEUTICS INC
COM
64049K104
16601
1177350
SH
DFND
19,2,20,5,8
1086006
0
91344
ANGI HOMESERVICES INC
COM CL A
00183L102
8249
625142
SH
DFND
2,20,5,8
565966
0
59176
NEOPHOTONICS CORP
COM
64051T100
14276
1570548
SH
DFND
2,20,5,8
1419926
0
150622
NEOS THERAPEUTICS INC
COM
64052L106
15
24425
SH
DFND
20
24425
0
0
NESCO HLDGS INC
COM
64083J104
1351
183342
SH
DFND
2,20
156242
0
27100
NET 1 UEPS TECHNOLOGIES INC
COM NEW
64107N206
515
104774
SH
DFND
2
104774
0
0
NETAPP INC
COM
64110D104
653643
9867793
SH
DFND
10,11,12,13,19,2,20,5,6,8
8527694
280454
1059645
NETEASE INC
SPONSORED ADS
64110W102
780097
8145422
SH
DFND
1,10,12,13,19,2,20,5,8
6098952
233280
1813190
NETFLIX INC
COM
64110L106
8678828
16050207
SH
DFND
10,11,12,13,19,2,20,5,6,8
13778535
232264
2039408
NETGEAR INC
COM
64111Q104
42985
1057958
SH
DFND
19,2,20,5,6,8
926119
96
131743
NETSCOUT SYS INC
COM
64115T104
63636
2320777
SH
DFND
13,19,2,20,5,8
1951785
1165
367827
NETSTREIT CORP
COM
64119V303
4053
207928
SH
DFND
2,20
172482
0
35446
ANGIODYNAMICS INC
COM
03475V101
29646
1933886
SH
DFND
2,20,5,8
1806837
0
127049
NEUBASE THERAPEUTICS INC
COM
64132K102
1785
255390
SH
DFND
2,20
220084
0
35306
NEUROBO PHARMACEUTICALS INC
COM
64132R107
243
46357
SH
DFND
2,20
36889
0
9468
NEUROCRINE BIOSCIENCES INC
COM
64125C109
237452
2477331
SH
DFND
10,11,12,13,19,2,20,5,6,8
2103296
70413
303622
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
18873
13537000
PRN
DFND
2,5
13537000
0
0
NEVRO CORP
COM
64157F103
124370
718485
SH
DFND
13,2,20,5,8
580940
400
137145
NEW FORTRESS ENERGY INC
COM CL A
644393100
23585
440095
SH
DFND
2,20
440095
0
0
NEW HOME CO INC
COM
645370107
56
11900
SH
DFND
20
11900
0
0
NEW JERSEY RES CORP
COM
646025106
284483
7930197
SH
DFND
13,19,2,20,5,8
7528624
1356
400217
NEW ORIENTAL ED & TECHNOLOGY
SPON ADR
647581107
513000
2762143
SH
DFND
1,10,11,12,13,19,2,20,5,8
2066460
68013
627670
NEW RELIC INC
COM
64829B100
43671
667752
SH
DFND
13,19,2,20,5,8
539780
800
127172
ANGLOGOLD ASHANTI LIMITED
SPONSORED ADR
035128206
9469
417556
SH
DFND
1,2,20,5,8
368106
0
49450
NEW RELIC INC
NOTE 0.500% 5/0
64829BAB6
12700
12920000
PRN
DFND
2,5
12920000
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
58837
5801614
SH
DFND
12,13,2,20,5,8
4820647
3500
977467
NEW SR INVT GROUP INC
COM
648691103
8008
1545968
SH
DFND
2,20,5
1277668
0
268300
NEW YORK CMNTY BANCORP INC
COM
649445103
159359
15105136
SH
DFND
12,13,2,20,5,8
14050886
15517
1038733
NEW YORK MTG TR INC
COM PAR $.02
649604501
46894
12372550
SH
DFND
2,20,5,8
10697921
0
1674629
NEW YORK TIMES CO
CL A
650111107
181369
3503359
SH
DFND
13,19,2,20,5,8
3151779
1200
350380
NEWAGE INC
COM
650194103
4237
1610918
SH
DFND
2,20,5
1348774
0
262144
NEWATER TECHNOLOGY INC
SHS
G64335105
66
20026
SH
DFND
2
20026
0
0
NEWELL BRANDS INC
COM
651229106
395846
18645602
SH
DFND
10,11,12,13,19,2,20,5,6,8
15101744
263438
3280420
NEWMARK GROUP INC
CL A
65158N102
20861
2861608
SH
DFND
13,2,20,5,8
2263662
36443
561503
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
1624
23021
SH
DFND
1,20
3540
0
19481
NEWMARKET CORP
COM
651587107
73065
182585
SH
DFND
13,19,2,20,5,6,8
159071
83
23431
NEWMONT CORP
COM
651639106
2180411
36406930
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
31116408
423625
4866897
NEWPARK RES INC
COM PAR $.01NEW
651718504
3343
1741242
SH
DFND
2,20,5
1493096
0
248146
NEWS CORP NEW
CL A
65249B109
334649
18622634
SH
DFND
10,11,12,13,19,2,20,5,6,8
15962864
232749
2427021
NEWS CORP NEW
CL B
65249B208
80986
4557431
SH
DFND
10,12,13,19,2,20,5,6
4145437
1000
410994
NEXA RES S A
COM
L67359106
651
67481
SH
DFND
13,2,5
43281
0
24200
NEXPOINT RESIDENTIAL TR INC
COM
65341D102
46763
1105250
SH
DFND
10,19,2,20,5,8
966950
5700
132600
NEXSTAR MEDIA GROUP INC
CL A
65336K103
57662
528085
SH
DFND
13,19,2,20,5,8
428431
612
99042
NEXTCURE INC
COM
65343E108
2934
269137
SH
DFND
2,20,5,8
221545
0
47592
NEXTDECADE CORP
COM
65342K105
757
362119
SH
DFND
2,20
297541
0
64578
ANI PHARMACEUTICALS INC
COM
00182C103
9145
314909
SH
DFND
2,20,5,8
260627
0
54282
NEXTERA ENERGY INC
COM
65339F101
7603696
98557310
SH
DFND
10,11,12,13,19,2,20,5,6,8
87829938
1233373
9493999
NEXTERA ENERGY INC
UNIT 09/01/2022S
65339F796
36584
626650
SH
DFND
2
626650
0
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F739
41373
817000
SH
DFND
2
817000
0
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F770
54321
1079300
SH
DFND
2
1079300
0
0
NEXTERA ENERGY PARTNERS LP
COM UNIT PART IN
65341B106
8803
131295
SH
DFND
19,20,5,8
69776
400
61119
NEXTGEN HEALTHCARE INC
COM
65343C102
33566
1840267
SH
DFND
2,20,5,8
1595477
1604
243186
NEXTIER OILFIELD SOLUTIONS
COM
65290C105
16995
4940449
SH
DFND
19,2,20,5,8
4302069
0
638380
NGM BIOPHARMACEUTICALS INC
COM
62921N105
14093
465203
SH
DFND
2,20,5
395941
0
69262
NI HLDGS INC
COM
65342T106
2702
164563
SH
DFND
2,20
134076
0
30487
NIC INC
COM
62914B100
53486
2070684
SH
DFND
2,20,5,8
1803278
1718
265688
ANIKA THERAPEUTICS INC
COM
035255108
37147
820746
SH
DFND
2,20,5,8
758662
0
62084
NICE LTD
SPONSORED ADR
653656108
83543
295388
SH
DFND
1,20
5536
0
289852
NICE SYS INC
NOTE 1.250% 1/1
65366HAB9
5831
1713000
PRN
DFND
5
1713000
0
0
NICOLET BANKSHARES INC
COM
65406E102
14684
221307
SH
DFND
2,20,5,8
185057
0
36250
NIELSEN HLDGS PLC
SHS EUR
G6518L108
249483
11954127
SH
DFND
10,12,13,19,2,20,5,6,8
10526851
5518
1421758
NIKE INC
CL B
654106103
7727102
54620076
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
42173009
1203063
11244004
NIKOLA CORP
COM
654110105
8898
583076
SH
DFND
19,2,20,5,8
572776
0
10300
NINE ENERGY SERVICE INC
COM
65441V101
38
13990
SH
DFND
20
13990
0
0
NIO INC
NOTE 4.500% 2/0
62914VAB2
82360
15700000
PRN
DFND
2
15700000
0
0
NIO INC
SPON ADS
62914V106
1320419
27123122
SH
DFND
1,10,12,13,19,2,20,5,8
17159473
552200
9411449
NISOURCE INC
COM
65473P105
433854
18912558
SH
DFND
10,11,12,13,19,2,20,5,6,8
16648457
274168
1989933
ANNALY CAPITAL MANAGEMENT IN
COM
035710409
272124
31395262
SH
DFND
10,11,12,13,19,2,20,5,6,8
24963819
698871
5732572
NISUN INTL ENT DVPMT GP CO L
COM CL A
G6593L106
203
11142
SH
DFND
2
11142
0
0
NIU TECHNOLOGIES
ADS
65481N100
14732
524478
SH
DFND
1,13,2,20,5
462575
0
61903
NKARTA INC
COM
65487U108
31669
515202
SH
DFND
2,20,5
468950
0
46252
NL INDS INC
COM NEW
629156407
746
155970
SH
DFND
2,20
115611
0
40359
NLIGHT INC
COM
65487K100
22771
697423
SH
DFND
2,20,5,8
539150
0
158273
NMI HLDGS INC
CL A
629209305
72480
3200006
SH
DFND
19,2,20,5,8
2866516
0
333490
NN INC
COM
629337106
4767
725637
SH
DFND
2,20,5
595943
0
129694
NOAH HLDGS LTD
SPON ADS CL A
65487X102
26669
557822
SH
DFND
10,12,13,19,2,20,5,8
420327
19100
118395
NOKIA CORP
SPONSORED ADR
654902204
9228
2372220
SH
DFND
1,20
10898
0
2361322
NOMAD FOODS LTD
USD ORD SHS
G6564A105
1279
50300
SH
DFND
12,20,5,8
50300
0
0
ANNEXON INC
COM
03589W102
6480
258894
SH
DFND
2,20,5,8
209200
0
49694
NOODLES & CO
COM CL A
65540B105
3993
505443
SH
DFND
2,20
406668
0
98775
NORDIC AMERICAN TANKERS LIMI
COM
G65773106
7982
2705720
SH
DFND
2,20,5
2253239
0
452481
NORDSON CORP
COM
655663102
382542
1899994
SH
DFND
10,11,12,13,19,2,20,5,6,8
1667682
46170
186142
NORDSTROM INC
COM
655664100
129763
4157727
SH
DFND
12,13,19,2,20,5,8
2608683
852
1548192
NORFOLK SOUTHN CORP
COM
655844108
2529031
10643620
SH
DFND
10,11,12,13,19,2,20,5,6,8
9296312
185468
1161840
NORTHEAST BK LEWISTON ME
COM
66405S100
2913
129354
SH
DFND
2,20
106569
0
22785
NORTHERN OIL AND GAS INC MN
COM
665531307
423
48261
SH
DFND
20
48261
0
0
NORTHERN TR CORP
COM
665859104
849372
9052230
SH
DFND
10,12,13,19,2,20,5,6,8
7985949
120879
945402
NORTHFIELD BANCORP INC DEL
COM
66611T108
19195
1556788
SH
DFND
2,20,5,8
1359511
0
197277
NORTHRIM BANCORP INC
COM
666762109
4969
146359
SH
DFND
2,20,5
126528
0
19831
ANSYS INC
COM
03662Q105
1266255
3480635
SH
DFND
10,11,12,13,19,2,20,5,6,8
2982954
107821
389860
NORTHROP GRUMMAN CORP
COM
666807102
4905111
16097110
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
5630896
10004504
461710
NORTHWEST BANCSHARES INC MD
COM
667340103
61842
4854167
SH
DFND
2,20,5,8
4321589
1598
530980
NORTHWEST NAT HLDG CO
COM
66765N105
126374
2747853
SH
DFND
19,2,20,5,8
2635723
38
112092
NORTHWEST PIPE CO
COM
667746101
5201
183775
SH
DFND
2,20,5
151364
0
32411
NORTHWESTERN CORP
COM NEW
668074305
91967
1577202
SH
DFND
12,13,19,2,20,5,8
1381779
700
194723
NORTONLIFELOCK INC
COM
668771108
567681
27318620
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
22012878
856989
4448753
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
250580
9853700
SH
DFND
10,12,13,2,20,5,6,8
8794544
3537
1055619
NORWOOD FINL CORP
COM
669549107
2719
103912
SH
DFND
2,20
82922
0
20990
NOVA MEASURING INSTRUMENTS L
COM
M7516K103
543
7686
SH
DFND
2
7686
0
0
NOVAGOLD RES INC
COM NEW
66987E206
40072
4143947
SH
DFND
2,20,5,6
3404237
0
739710
ABERCROMBIE & FITCH CO
CL A
002896207
51779
2543182
SH
DFND
12,2,20,5,8
2270301
11030
261851
ANTARES PHARMA INC
COM
036642106
16294
4083650
SH
DFND
2,20,5,8
3377914
0
705736
NOVANTA INC
COM
67000B104
80488
680833
SH
DFND
13,19,2,20,5,8
533745
300
146788
NOVARTIS AG
SPONSORED ADR
66987V109
191908
2032291
SH
DFND
1,2,20
34400
0
1997891
NOVAVAX INC
COM NEW
670002401
192487
1726182
SH
DFND
13,19,2,20,5,8
1473335
1000
251847
NOVO-NORDISK A S
ADR
670100205
291076
4167040
SH
DFND
1,20
23874
0
4143166
NOVOCURE LTD
ORD SHS
G6674U108
334777
1934681
SH
DFND
10,11,12,13,19,2,20,5,6,8
1487845
86913
359923
NOW INC
COM
67011P100
25102
3496031
SH
DFND
12,2,20,5,8
3040603
290
455138
NRG ENERGY INC
COM NEW
629377508
452315
12045685
SH
DFND
10,11,12,13,19,2,20,5,6,8
10585412
305019
1155254
NRG ENERGY INC
DBCV 2.750% 6/0
629377CG5
16828
14765000
PRN
DFND
2,5
14765000
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
77665
1421654
SH
DFND
10,12,13,2,20,5,8
1288924
16298
116432
NUANCE COMMUNICATIONS INC
COM
67020Y100
157283
3567308
SH
DFND
12,13,19,2,20,5,8
2886028
2633
678647
ANTERIX INC
COM
03676C100
8856
235544
SH
DFND
19,2,20,5,8
186477
0
49067
NUANCE COMMUNICATIONS INC
DBCV 1.000%12/1
67020YAK6
40269
21644000
PRN
DFND
2,5
21644000
0
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
8029
3515000
PRN
DFND
2,5
3515000
0
0
NUCOR CORP
COM
670346105
983783
18357795
SH
DFND
10,11,12,13,19,2,20,5,6,8
16443184
199820
1714791
NURIX THERAPEUTICS INC
COM
67080M103
14837
451232
SH
DFND
2,20,5,8
416873
0
34359
NUTANIX INC
CL A
67059N108
76035
2385778
SH
DFND
13,19,2,20,5,8
1975269
1400
409109
NUTANIX INC
NOTE 1/1
67059NAB4
17658
17455000
PRN
DFND
2,5
17455000
0
0
NUTRIEN LTD
COM
67077M108
138923
2857638
SH
DFND
10,2,20
911994
1945644
0
NUVASIVE INC
COM
670704105
98777
1753543
SH
DFND
13,2,20,5,8
1538400
761
214382
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
18424
18069000
PRN
DFND
2,5
18069000
0
0
NV5 GLOBAL INC
COM
62945V109
19253
244391
SH
DFND
2,20,5,8
200004
0
44387
ANTERO MIDSTREAM CORP
COM
03676B102
54140
7022109
SH
DFND
19,2,20,5,8
6441629
4900
575580
NVE CORP
COM NEW
629445206
8216
146251
SH
DFND
2,20,5
130507
0
15744
NVENT ELECTRIC PLC
SHS
G6700G107
319312
13710246
SH
DFND
12,13,19,2,20,5,8
13354088
2864
353294
NVIDIA CORPORATION
COM
67066G104
12900604
24704336
SH
DFND
10,11,12,13,19,2,20,5,6,8
21083115
609911
3011310
NVR INC
COM
62944T105
638849
156586
SH
DFND
10,11,12,13,19,2,20,5,6,8
134608
5313
16665
NXP SEMICONDUCTORS N V
COM
N6596X109
588121
3689815
SH
DFND
10,11,12,13,19,2,20,5,6,8
2777614
219528
692673
NYMOX PHARMACEUTICAL CORP
COM
P73398102
1500
605015
SH
DFND
2,20
528538
0
76477
O-I GLASS INC
COM
67098H104
58642
4927931
SH
DFND
12,13,2,20,5,8
4275567
2286
650078
OAK STR HEALTH INC
COM
67181A107
11091
181343
SH
DFND
2,20
172743
0
8600
OAK VY BANCORP OAKDALE CALIF
COM
671807105
1883
113299
SH
DFND
2,20
92001
0
21298
OBSEVA SA
COM
H5861P103
101
48447
SH
DFND
2
48447
0
0
ANTERO RESOURCES CORP
COM
03674X106
67733
12428026
SH
DFND
12,13,2,20,5
11615220
4100
808706
OCCIDENTAL PETE CORP
COM
674599105
875098
50524646
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
46905721
436032
3182893
OCEANEERING INTL INC
COM
675232102
34154
4296146
SH
DFND
12,2,20,5,8
3921460
2087
372599
OCEANFIRST FINL CORP
COM
675234108
25873
1388805
SH
DFND
2,20,5,8
1082945
0
305860
OCONEE FED FINL CORP
COM
675607105
245
9700
SH
DFND
2,20
8200
0
1500
OCUGEN INC
COM
67577C105
19
10300
SH
DFND
20
10300
0
0
OCULAR THERAPEUTIX INC
COM
67576A100
30118
1454954
SH
DFND
19,2,20,5,8
1247685
0
207269
OCWEN FINL CORP
COM NEW
675746606
224
7733
SH
DFND
20,5
7733
0
0
ODONATE THERAPEUTICS INC
COM
676079106
5048
262916
SH
DFND
2,20,5,8
208745
0
54171
OFFICE PPTYS INCOME TR
COM SHS BEN INT
67623C109
55960
2463010
SH
DFND
10,19,2,20,5,8
2153329
13241
296440
OFG BANCORP
COM
67103X102
32917
1768824
SH
DFND
2,20,5,8
1560261
111
208452
ANTHEM INC
COM
036752103
3446234
10732922
SH
DFND
10,11,12,13,19,2,20,5,6,8
9147504
351141
1234277
OGE ENERGY CORP
COM
670837103
205320
6444445
SH
DFND
10,11,12,13,19,2,20,5,6,8
5638807
198535
607103
OHIO VY BANC CORP
COM
677719106
1637
69349
SH
DFND
2,20
56267
0
13082
OI SA
SPONSORED ADR NE
670851500
1312
646437
SH
DFND
2
646437
0
0
OIL DRI CORP AMER
COM
677864100
3876
113743
SH
DFND
13,2,20,5,6
92162
0
21581
OIL STS INTL INC
COM
678026105
10565
2104533
SH
DFND
2,20,5
1894088
0
210445
OKTA INC
CL A
679295105
617772
2429687
SH
DFND
10,11,12,13,19,2,20,5,6,8
1983697
57079
388911
OKTA INC
NOTE 0.125% 9/0
679295AD7
41157
27435000
PRN
DFND
2,5
27435000
0
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
813222
4166521
SH
DFND
10,11,12,13,19,2,20,5,6,8
3550051
152903
463567
OLD NATL BANCORP IND
COM
680033107
106668
6441297
SH
DFND
19,2,20,5,8
5755985
700
684612
OLD POINT FINL CORP
COM
680194107
769
40545
SH
DFND
20
1701
0
38844
ANWORTH MTG ASSET CORP
COM
037347101
6261
2268646
SH
DFND
2,20,5
1957884
0
310762
OLD REP INTL CORP
COM
680223104
481703
24439498
SH
DFND
12,13,2,20,5,8
23759599
58786
621113
OLD SECOND BANCORP INC ILL
COM
680277100
5803
574532
SH
DFND
2,20,5
434964
0
139568
OLIN CORP
COM PAR $1
680665205
171186
6970115
SH
DFND
12,13,2,20,5,8
4055467
2745312
169336
OLLIES BARGAIN OUTLET HLDGS
COM
681116109
112471
1375460
SH
DFND
19,2,20,5,8
1248807
400
126253
OLYMPIC STEEL INC
COM
68162K106
3861
289674
SH
DFND
2,20
260127
0
29547
OMEGA FLEX INC
COM
682095104
8515
58209
SH
DFND
2,20,5,8
47121
0
11088
OMEGA HEALTHCARE INVS INC
COM
681936100
427430
11768448
SH
DFND
10,11,12,13,19,2,20,5,6,8
10106343
296905
1365200
OMEROS CORP
COM
682143102
18961
1327337
SH
DFND
2,20,5,8
1093379
0
233958
OMNICELL COM
COM
68213N109
154457
1286930
SH
DFND
2,20,5,8
1100533
602
185795
OMNICOM GROUP INC
COM
681919106
775222
12303250
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
10831129
298013
1174108
AON PLC
SHS CL A
G0403H108
1885676
8925432
SH
DFND
10,11,12,13,19,2,20,5,6,8
7802288
208784
914360
ON SEMICONDUCTOR CORP
COM
682189105
307032
9380739
SH
DFND
10,11,12,13,19,2,20,5,6,8
7568741
264420
1547578
ON SEMICONDUCTOR CORP
NOTE 1.625%10/1
682189AP0
26833
15842000
PRN
DFND
2,5
15842000
0
0
ONCOCYTE CORP
COM
68235C107
2229
932480
SH
DFND
2,20,5
781350
0
151130
ONCORUS INC
COM
68236R103
2904
89820
SH
DFND
2,20
80062
0
9758
ONCTERNAL THERAPEUTICS INC
COM
68236P107
88
17914
SH
DFND
20
17914
0
0
ONE GAS INC
COM
68235P108
127006
1654373
SH
DFND
13,19,2,20,5,8
1431197
545
222631
ONE LIBERTY PPTYS INC
COM
682406103
9049
441249
SH
DFND
2,20,5,8
361777
4365
75107
ONECONNECT FINL TECHNOLOGY C
SPONSORED ADS
68248T105
6471
328299
SH
DFND
19,2,20
328299
0
0
ONEMAIN HLDGS INC
COM
68268W103
44285
919544
SH
DFND
10,13,2,20,5,8
729040
11598
178906
ONEOK INC NEW
COM
682680103
996856
25973327
SH
DFND
10,11,12,13,19,2,20,5,6,8
23622357
260738
2090232
APACHE CORP
COM
037411105
326558
23013277
SH
DFND
10,12,13,2,20,5,6,8
21993530
6360
1013387
ONESMART INTL ED GROUP LTD
SPONSORED ADS
68276W103
676
177814
SH
DFND
2,20,5
116646
0
61168
ONESPAN INC
COM
68287N100
23405
1131775
SH
DFND
2,20,5,8
989582
1012
141181
ONESPAWORLD HOLDINGS LIMITED
COM
P73684113
8914
879067
SH
DFND
2,20,5,8
725072
0
153995
ONEWATER MARINE INC
CL A COM
68280L101
3335
114649
SH
DFND
2,20
97938
0
16711
ONTO INNOVATION INC
COM
683344105
68056
1431260
SH
DFND
2,20,5,8
1203995
709
226556
ONTRAK INC
COM
683373104
8859
143366
SH
DFND
2,20,5,8
112685
0
30681
OOMA INC
COM
683416101
7198
499880
SH
DFND
2,20,5
429647
0
70233
OP BANCORP
COM
67109R109
1594
206975
SH
DFND
2,20
163391
0
43584
OPEN LENDING CORP
COM CL A
68373J104
10785
308490
SH
DFND
2,20,5,8
303590
0
4900
OPERA LTD
SPONSORED ADS
68373M107
179
19608
SH
DFND
2,20
19608
0
0
APARTMENT INCOME REIT CORP
COM
03750L109
249398
6493036
SH
DFND
10,12,13,19,2,20,5,8
5706301
45183
741552
OPKO HEALTH INC
COM
68375N103
90326
22867350
SH
DFND
13,2,20,5,8
21229469
7225
1630656
OPORTUN FINL CORP
COM
68376D104
6599
340704
SH
DFND
2,20,5
288587
0
52117
OPPENHEIMER HLDGS INC
CL A NON VTG
683797104
5526
175829
SH
DFND
2,20,5
147537
0
28292
OPTIMIZERX CORP
COM NEW
68401U204
7892
253270
SH
DFND
2,20,5
210296
0
42974
OPTINOSE INC
COM
68404V100
2378
574467
SH
DFND
2,20,5
483184
0
91283
OPTION CARE HEALTH INC
COM NEW
68404L201
14414
921601
SH
DFND
2,20,5,8
757239
0
164362
ORACLE CORP
COM
68389X105
5191348
80249616
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
68684989
1581663
9982964
ORASURE TECHNOLOGIES INC
COM
68554V108
31914
3015037
SH
DFND
2,20,5,8
2724153
1058
289826
ORBCOMM INC
COM
68555P100
16792
2263075
SH
DFND
2,20,5
2043947
0
219128
ORCHARD THERAPEUTICS PLC
ADS
68570P101
857
198317
SH
DFND
2,5
198317
0
0
APARTMENT INVT & MGMT CO
CL A
03748R747
27744
5254540
SH
DFND
10,12,13,19,2,20,5,8
4536195
44083
674262
ORCHID IS CAP INC
COM
68571X103
6789
1284687
SH
DFND
2,20,5
1049714
0
234973
OREILLY AUTOMOTIVE INC
COM
67103H107
1368278
3023351
SH
DFND
10,11,12,13,19,2,20,5,6,8
2641759
45920
335672
ORGANOGENESIS HLDGS INC
COM
68621F102
2672
354829
SH
DFND
2,20
301372
0
53457
ORGENESIS INC
COM NEW
68619K204
1219
270833
SH
DFND
2,20
236116
0
34717
ORIC PHARMACEUTICALS INC
COM
68622P109
12154
359043
SH
DFND
2,20,5,8
306395
0
52648
ORIGIN BANCORP INC
COM
68621T102
11864
427223
SH
DFND
2,20,5,8
341314
0
85909
ORION ENERGY SYSTEMS INC
COM
686275108
8754
886939
SH
DFND
2,20
815887
0
71052
ORION ENGINEERED CARBONS S A
COM
L72967109
19674
1147822
SH
DFND
2,20,5,8
919032
0
228790
ORION GROUP HOLDINGS INC
COM
68628V308
71
14324
SH
DFND
20
14324
0
0
ORIX CORP
SPONSORED ADR
686330101
6564
84881
SH
DFND
2,20
84881
0
0
ABIOMED INC
COM
003654100
631771
1948708
SH
DFND
10,11,12,13,19,2,20,5,6,8
1605613
58918
284177
APELLIS PHARMACEUTICALS INC
COM
03753U106
139039
2430753
SH
DFND
2,20,5,8
2177093
600
253060
ORMAT TECHNOLOGIES INC
COM
686688102
88453
979767
SH
DFND
13,19,2,20,5,8
803351
700
175716
ORRSTOWN FINL SVCS INC
COM
687380105
3215
194254
SH
DFND
2,20
166039
0
28215
ORTHOFIX MED INC
COM
68752M108
30997
721207
SH
DFND
2,20,5,8
642016
859
78332
ORTHOPEDIATRICS CORP
COM
68752L100
17611
426922
SH
DFND
2,20,5,8
378776
0
48146
OSHKOSH CORP
COM
688239201
138536
1609579
SH
DFND
12,13,19,2,20,5,8
1451636
586
157357
OSI SYSTEMS INC
COM
671044105
51061
547747
SH
DFND
2,20,5,8
478320
0
69427
OSMOTICA PHARMACEUTICALS PLC
SHS
G6S41R101
910
220820
SH
DFND
2,20
181768
0
39052
OTIS WORLDWIDE CORP
COM
68902V107
2269544
33597988
SH
DFND
10,11,12,13,19,2,20,5,6,8
15204338
16655569
1738081
OTONOMY INC
COM
68906L105
279
43090
SH
DFND
20
43090
0
0
OTTER TAIL CORP
COM
689648103
36049
846015
SH
DFND
13,2,20,5
684029
0
161986
API GROUP CORP
COM STK
00187Y100
42261
2328409
SH
DFND
2,20,5,8
1991706
0
336703
OUTFRONT MEDIA INC
COM
69007J106
36114
1846301
SH
DFND
13,2,20,5,8
1492170
12802
341329
OUTSET MED INC
COM
690145107
8869
156041
SH
DFND
2,20
131274
0
24767
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
2472
1155154
SH
DFND
2,20
905342
0
249812
OVERSTOCK COM INC DEL
COM
690370101
52496
1094360
SH
DFND
2,20,5,8
933118
0
161242
OVID THERAPEUTICS INC
COM
690469101
1708
739440
SH
DFND
2,20,5
611466
0
127974
OVINTIV INC
COM
69047Q102
121990
8495132
SH
DFND
2,20,5,8
7671360
1091
822681
OWENS & MINOR INC NEW
COM
690732102
70445
2604260
SH
DFND
19,2,20,5,8
2307638
0
296622
OWENS CORNING NEW
COM
690742101
326004
4303110
SH
DFND
10,11,12,13,19,2,20,5,6,8
3570480
160887
571743
OXFORD IMMUNOTEC GLOBAL PLC
ORD SHS
G6855A103
503
28779
SH
DFND
2
28779
0
0
OXFORD INDS INC
COM
691497309
34120
520838
SH
DFND
2,20,5,8
451121
41
69676
APOGEE ENTERPRISES INC
COM
037598109
38447
1213607
SH
DFND
2,20,5,8
722802
328
490477
OYSTER PT PHARMA INC
COM
69242L106
2088
110956
SH
DFND
2,20
93743
0
17213
P A M TRANSN SVCS INC
COM
693149106
1374
28031
SH
DFND
2,20
23787
0
4244
P T TELEKOMUNIKASI INDONESIA
SPONSORED ADR
715684106
12542
533176
SH
DFND
1,13,2,20,5
413811
0
119365
PACCAR INC
COM
693718108
1310069
15063966
SH
DFND
10,11,12,13,19,2,20,5,6,8
12876580
334110
1853276
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
104400
4024690
SH
DFND
2,20,5,8
3322174
0
702516
PACIFIC ETHANOL INC
COM
69423U305
474
87248
SH
DFND
2,20,5,8
82548
0
4700
PACIFIC PREMIER BANCORP
COM
69478X105
111621
3562764
SH
DFND
2,20,5,8
3170233
900
391631
PACIRA BIOSCIENCES INC
COM
695127100
85191
1423654
SH
DFND
2,20,5,8
1255091
1000
167563
PACKAGING CORP AMER
COM
695156109
571831
4116597
SH
DFND
10,11,12,13,19,2,20,5,6,8
3504242
129411
482944
PACTIV EVERGREEN INC
COM
69526K105
11120
613036
SH
DFND
2,20
516497
0
96539
APOLLO COML REAL EST FIN INC
COM
03762U105
51837
4498547
SH
DFND
2,20,5,8
3905646
1600
591301
PACWEST BANCORP DEL
COM
695263103
122805
4834831
SH
DFND
12,13,2,20,5,8
4514612
33879
286340
PAE INC
COM CL A
69290Y109
16045
1747854
SH
DFND
19,2,20,5,8
1559018
0
188836
PAGERDUTY INC
COM
69553P100
36184
867712
SH
DFND
2,20,5,8
768401
0
99311
PAGSEGURO DIGITAL LTD
COM CL A
G68707101
17694
311069
SH
DFND
10,19,2,20,8
311069
0
0
PALANTIR TECHNOLOGIES INC
CL A
69608A108
5348
227100
SH
DFND
20
227100
0
0
PALATIN TECHNOLOGIES INC
COM PAR $ .01
696077403
47
69822
SH
DFND
20
69822
0
0
PALO ALTO NETWORKS INC
COM
697435105
718773
2022490
SH
DFND
10,11,12,13,19,2,20,5,6,8
1564870
59883
397737
PALO ALTO NETWORKS INC
NOTE 0.750% 7/0
697435AD7
63220
44621000
PRN
DFND
2,5
44621000
0
0
PALOMAR HLDGS INC
COM
69753M105
54539
613901
SH
DFND
19,2,20,5,8
533941
0
79960
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
7655
555539
SH
DFND
13,2,20,5
375095
900
179544
APOLLO GLOBAL MGMT INC
COM CL A
03768E105
162408
3315795
SH
DFND
10,12,13,19,2,20,5,6,8
2667550
114209
534036
PANDION THERAPEUTICS INC
COM
698340106
1480
99673
SH
DFND
2,20
85558
0
14115
PANGAEA LOGISTICS SOLUTION L
SHS
G6891L105
289
104500
SH
DFND
2,20
86300
0
18200
PAPA JOHNS INTL INC
COM
698813102
84064
990741
SH
DFND
2,20,5,8
858902
458
131381
PAR PAC HOLDINGS INC
COM NEW
69888T207
21710
1552919
SH
DFND
2,20,5
1421421
0
131498
PAR TECHNOLOGY CORP
COM
698884103
20851
332082
SH
DFND
2,20,5,8
279920
0
52162
PARAMOUNT GROUP INC
COM
69924R108
55839
6130218
SH
DFND
10,13,19,2,20,5,8
5001150
49775
1079293
PARATEK PHARMACEUTICALS INC
COM
699374302
4436
708689
SH
DFND
2,20,5
587437
0
121252
PARK AEROSPACE CORP
COM
70014A104
8423
623494
SH
DFND
13,2,20,5
509057
0
114437
PARK CITY GROUP INC
COM NEW
700215304
863
180067
SH
DFND
2,20
155534
0
24533
PARK HOTELS RESORTS INC
COM
700517105
182082
10617011
SH
DFND
10,13,19,2,20,5,8
9400333
62946
1153732
APOLLO MED HLDGS INC
COM NEW
03763A207
6874
376269
SH
DFND
2,20,5,8
300674
0
75595
PARK NATL CORP
COM
700658107
52618
501079
SH
DFND
2,20,5,8
441106
0
59973
PARK-OHIO HLDGS CORP
COM
700666100
7507
242938
SH
DFND
2,20,5
213814
0
29124
PARKE BANCORP INC
COM
700885106
2800
179475
SH
DFND
2,20
145165
0
34310
PARKER-HANNIFIN CORP
COM
701094104
1429561
5247829
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
4503722
115069
629038
PARSLEY ENERGY INC
CL A
701877102
142605
10042573
SH
DFND
13,2,20,5
9607983
2300
432290
PARSONS CORPORATION
COM
70202L102
60148
1651969
SH
DFND
19,2,20,5,8
1554877
0
97092
PARTNERS BANCORP
COM
70213Q108
880
134800
SH
DFND
2,20
115500
0
19300
PARTY CITY HOLDCO INC
COM
702149105
8658
1407808
SH
DFND
2,20
1407808
0
0
PASSAGE BIO INC
COM
702712100
10072
393916
SH
DFND
2,20,5,8
337152
0
56764
PATRICK INDS INC
COM
703343103
46102
674496
SH
DFND
2,20,5,8
586107
0
88389
APPFOLIO INC
COM CL A
03783C100
63160
350811
SH
DFND
2,20,5,8
282848
200
67763
PATTERSON COS INC
COM
703395103
84172
2840784
SH
DFND
12,13,2,20,5,8
2476350
3564
360870
PATTERSON-UTI ENERGY INC
COM
703481101
40421
7684666
SH
DFND
12,13,19,2,20,5,8
7024954
2087
657625
PAVMED INC
COM
70387R106
1087
512770
SH
DFND
2,20
441578
0
71192
PAYA HOLDINGS INC
COM CL A
70434P103
496
36553
SH
DFND
20
33300
0
3253
PAYCHEX INC
COM
704326107
1239209
13299091
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
11359842
348236
1591013
PAYCOM SOFTWARE INC
COM
70432V102
875261
1935347
SH
DFND
10,11,12,13,19,2,20,5,6,8
1632011
63646
239690
PAYLOCITY HLDG CORP
COM
70438V106
176721
858245
SH
DFND
19,2,20,5,8
776094
300
81851
PAYPAL HLDGS INC
COM
70450Y103
10563714
45105524
SH
DFND
10,11,12,13,19,2,20,5,6,8
38770610
1069988
5264926
PAYSIGN INC
COM
70451A104
2500
538752
SH
DFND
2,20,5
441344
0
97408
PBF ENERGY INC
CL A
69318G106
58525
8242898
SH
DFND
12,13,2,20,5,8
7789974
1000
451924
APPIAN CORP
CL A
03782L101
117266
723464
SH
DFND
19,2,20,5,8
584058
900
138506
PC CONNECTION INC
COM
69318J100
18618
393698
SH
DFND
2,20,5,8
341899
0
51799
PCB BANCORP
COM
69320M109
2218
219412
SH
DFND
2,20
178531
0
40881
PCSB FINL CORP
COM
69324R104
5248
329254
SH
DFND
13,2,20,5
266305
0
62949
PCTEL INC
COM
69325Q105
1887
287161
SH
DFND
2,20
253461
0
33700
PDC ENERGY INC
COM
69327R101
84491
4115504
SH
DFND
12,13,2,20,5
3779996
1703
333805
PDF SOLUTIONS INC
COM
693282105
19033
881145
SH
DFND
2,20,5,8
757924
0
123221
PDL CMNTY BANCORP
COM
69290X101
1464
139311
SH
DFND
2,20,6
111864
0
27447
PEABODY ENGR CORP
COM
704551100
4171
1730727
SH
DFND
13,2,20,5
1546400
0
184327
PEAPACK-GLADSTONE FINL CORP
COM
704699107
8123
356895
SH
DFND
2,20,5,8
293201
0
63694
PEBBLEBROOK HOTEL TR
COM
70509V100
126749
6738454
SH
DFND
10,13,19,2,20,5,8
5770202
34346
933906
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
90918
7042434
SH
DFND
10,12,13,19,2,20,5,8
6079313
55958
907163
PEBBLEBROOK HOTEL TR
NOTE 1.750%12/1
70509VAA8
9610
9000000
PRN
DFND
2
9000000
0
0
PEGASYSTEMS INC
COM
705573103
66815
501274
SH
DFND
19,2,20,5,8
408001
426
92847
PELOTON INTERACTIVE INC
CL A COM
70614W100
653499
4307273
SH
DFND
10,11,12,13,19,2,20,5,6,8
3533014
105972
668287
PENN NATL GAMING INC
COM
707569109
399127
4621128
SH
DFND
12,13,19,2,20,5,8
3980600
2850
637678
PENN VA CORP
COM
70788V102
5124
504843
SH
DFND
2,20,5
458207
0
46636
PENNANT GROUP INC
COM
70805E109
44400
764728
SH
DFND
19,2,20,5,8
658413
300
106015
PENNS WOODS BANCORP INC
COM
708430103
3201
123056
SH
DFND
2,20
102414
0
20642
PENNSYLVANIA REAL ESTATE INV
SH BEN INT
709102107
56
55663
SH
DFND
20
55663
0
0
PENNYMAC FINL SVCS INC NEW
COM
70932M107
112332
1711861
SH
DFND
10,2,20,5,8
1505436
6551
199874
PENNYMAC MTG INVT TR
COM
70931T103
61892
3426876
SH
DFND
13,2,20,5,8
2996039
500
430337
APPLE INC
COM
037833100
84678320
638166552
SH
DFND
10,11,12,13,19,2,20,5,6,8
540259805
14733269
83173478
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
36483
614299
SH
DFND
13,2,20,5,8
538721
217
75361
PENTAIR PLC
SHS
G7S00T104
494346
9311468
SH
DFND
10,11,12,13,19,2,20,5,6,8
7984388
303425
1023655
PENUMBRA INC
COM
70975L107
144836
827633
SH
DFND
13,19,2,20,5,8
750979
300
76354
PEOPLES BANCORP INC
COM
709789101
10827
399666
SH
DFND
13,2,20,5,8
316430
0
83236
PEOPLES BANCORP N C INC
COM
710577107
1700
73870
SH
DFND
2,20
59227
0
14643
PEOPLES FINL SVCS CORP
COM
711040105
4765
129627
SH
DFND
2,20,5
106503
0
23124
PEOPLES UNITED FINANCIAL INC
COM
712704105
785798
60773210
SH
DFND
10,12,13,2,20,5,6,8
59256695
6618
1509897
PEPSICO INC
COM
713448108
9117816
61055071
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
52641381
1373931
7039759
PERDOCEO ED CORP
COM
71363P106
26744
2117503
SH
DFND
2,20,5,8
1837357
0
280146
PERFICIENT INC
COM
71375U101
49349
1035653
SH
DFND
2,20,5,8
902622
0
133031
ABM INDS INC
COM
000957100
210560
5564478
SH
DFND
19,2,20,5,8
5270426
376
293676
APPLIED GENETIC TECHNOLOGIES
COM
03820J100
1592
389130
SH
DFND
2,20
344129
0
45001
PERFORMANCE FOOD GROUP CO
COM
71377A103
124966
2624785
SH
DFND
12,13,19,2,20,5,8
2078961
900
544924
PERFORMANT FINL CORP
COM
71377E105
13
14799
SH
DFND
20
14799
0
0
PERION NETWORK LTD
SHS NEW
M78673114
267
21005
SH
DFND
2
21005
0
0
PERKINELMER INC
COM
714046109
634898
4424376
SH
DFND
10,11,12,13,19,2,20,5,6,8
3815116
67397
541863
PERMIAN BASIN RTY TR
UNIT BEN INT
714236106
191
57551
SH
DFND
2
57551
0
0
PERRIGO CO PLC
SHS
G97822103
276573
6184552
SH
DFND
10,11,12,13,19,2,20,5,6,8
4996454
134886
1053212
PERSONALIS INC
COM
71535D106
15922
434903
SH
DFND
2,20,5,8
368743
0
66160
PERSPECTA INC
COM
715347100
105811
4381454
SH
DFND
1,12,13,19,2,20,5,8
3785025
2838
593591
PETIQ INC
COM CL A
71639T106
18488
480834
SH
DFND
2,20,5,8
392614
0
88220
PETMED EXPRESS INC
COM
716382106
30645
955878
SH
DFND
2,20,5,8
869638
1400
84840
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
93675
1201113
SH
DFND
19,2,20,5,8
1029516
295
171302
PETROCHINA CO LTD
SPONSORED ADR
71646E100
1175
38249
SH
DFND
1,5
2560
0
35689
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
89430
8085933
SH
DFND
10,2,20,5
7075582
902809
107542
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
80067
7130663
SH
DFND
1,10,2,20,5
5701274
817684
611705
PFIZER INC
COM
717081103
10291381
279581111
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
197936110
5798556
75846445
PFSWEB INC
COM NEW
717098206
1623
241089
SH
DFND
2,20
213030
0
28059
PG&E CORP
COM
69331C108
351011
28171067
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
22744740
647584
4778743
PG&E CORP
UNIT 99/99/9999
69331C140
43683
357000
SH
DFND
2
357000
0
0
PGT INNOVATIONS INC
COM
69336V101
34949
1718236
SH
DFND
2,20,5,8
1484614
0
233622
PHASEBIO PHARMACEUTICALS INC
COM
717224109
934
277957
SH
DFND
2,20
223031
0
54926
PHATHOM PHARMACEUTICALS INC
COM
71722W107
6945
209050
SH
DFND
19,2,20,5,8
174731
0
34319
APPLIED MATLS INC
COM
038222105
3659076
42399491
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
36498959
1239656
4660876
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
14671
755440
SH
DFND
2,20,5,8
626489
0
128951
PHILIP MORRIS INTL INC
COM
718172109
4738119
56414754
SH
DFND
10,12,13,19,2,20,5,6,8
51413700
885214
4115840
PHILLIPS 66
COM
718546104
1866066
26680953
SH
DFND
10,11,12,13,19,2,20,5,6,8
24020933
311635
2348385
PHOTRONICS INC
COM
719405102
23308
2088553
SH
DFND
2,20,5,8
1758868
140
329545
PHREESIA INC
COM
71944F106
34652
638625
SH
DFND
2,20,5,8
509002
0
129623
PHX MINERALS INC
CL A
69291A100
28
12328
SH
DFND
20
12328
0
0
PHYSICIANS RLTY TR
COM
71943U104
151675
8521050
SH
DFND
10,19,2,20,5,8
7234809
56249
1229992
PICO HLDGS INC
COM NEW
693366205
3578
382678
SH
DFND
2,20,5
304635
0
78043
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
81417
4953192
SH
DFND
10,12,13,19,2,20,5,8
4130728
34754
787710
PIERIS PHARMACEUTICALS INC
COM
720795103
2357
942822
SH
DFND
2,20,5
764658
0
178164
APPLIED MOLECULAR TRANS INC
COM
03824M109
16529
537194
SH
DFND
2,20,5,8
498395
0
38799
PILGRIMS PRIDE CORP
COM
72147K108
22458
1145217
SH
DFND
13,2,20,5,8
1016217
0
129000
PINDUODUO INC
NOTE 10/0
722304AB8
108112
26115000
PRN
DFND
2,5
26115000
0
0
PINDUODUO INC
NOTE 12/0
722304AC6
62067
50500000
PRN
DFND
2,5
50500000
0
0
PINDUODUO INC
SPONSORED ADS
722304102
1639000
9206568
SH
DFND
1,10,12,13,19,2,20,5,8
5308387
169000
3729181
PING IDENTITY HLDG CORP
COM
72341T103
21613
754655
SH
DFND
2,20,5,8
611972
0
142683
PINNACLE FINL PARTNERS INC
COM
72346Q104
155407
2413149
SH
DFND
13,2,20,5,8
2247474
1000
164675
PINNACLE WEST CAP CORP
COM
723484101
490122
6130358
SH
DFND
10,11,12,13,19,2,20,5,6,8
5385630
118327
626401
PINTEREST INC
CL A
72352L106
552027
8376744
SH
DFND
10,11,12,13,19,2,20,5,6,8
6665007
271553
1440184
PIONEER BANCORP INC
COM
723561106
2078
196576
SH
DFND
2,20
138028
0
58548
PIONEER NAT RES CO
COM
723787107
1174455
10263304
SH
DFND
10,11,12,13,19,2,20,5,6,8
9309451
104012
849841
APPLIED OPTOELECTRONICS INC
COM
03823U102
5201
611136
SH
DFND
2,20,5
543108
0
68028
PIPER SANDLER COMPANIES
COM
724078100
51196
507391
SH
DFND
2,20,5,8
436146
0
71245
PITNEY BOWES INC
COM
724479100
39872
6472653
SH
DFND
12,13,19,2,20,5,8
5748601
3874
720178
PIXELWORKS INC
COM NEW
72581M305
1623
575643
SH
DFND
2,20
501986
0
73657
PJT PARTNERS INC
COM CL A
69343T107
34368
456714
SH
DFND
2,20,5,8
360255
0
96459
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
3597
425667
SH
DFND
20,5,8
241206
1200
183261
PLANET FITNESS INC
CL A
72703H101
77648
1000228
SH
DFND
13,19,2,20,5,8
810020
800
189408
PLANTRONICS INC NEW
COM
727493108
30750
1137621
SH
DFND
19,2,20,5,8
985166
211
152244
PLAYA HOTELS & RESORTS NV
SHS
N70544106
1422
238936
SH
DFND
2,20,5,8
203938
0
34998
PLAYAGS INC
COM
72814N104
3652
507289
SH
DFND
2,20,5
413286
0
94003
PLDT INC
SPONSORED ADR
69344D408
655
23471
SH
DFND
2,20,5
23471
0
0
APPLIED THERAPEUTICS INC
COM
03828A101
5147
233835
SH
DFND
19,2,20,5,8
193781
0
40054
PLEXUS CORP
COM
729132100
71392
912827
SH
DFND
19,2,20,5,8
791638
186
121003
PLIANT THERAPEUTICS INC
COM
729139105
4112
180991
SH
DFND
2,20,5,8
148264
0
32727
PLUG POWER INC
COM NEW
72919P202
277340
8178716
SH
DFND
13,2,20,5,8
6607842
9300
1561574
PLUMAS BANCORP
COM
729273102
1622
69030
SH
DFND
2,20
60130
0
8900
PLURALSIGHT INC
COM CL A
72941B106
25684
1225360
SH
DFND
19,2,20,5,8
1024594
1100
199666
PLURALSIGHT INC
NOTE 0.375% 3/0
72941BAB2
15500
15709000
PRN
DFND
2,5
15709000
0
0
PLURISTEM THERAPEUTICS INC
COM NEW
72940R300
257
36410
SH
DFND
2
36410
0
0
PLYMOUTH INDL REIT INC
COM
729640102
5590
367790
SH
DFND
2,20,5
303304
0
64486
PMV PHARMACEUTICALS INC
COM
69353Y103
12760
207453
SH
DFND
2,20
173621
0
33832
PNC FINL SVCS GROUP INC
COM
693475105
2765191
18558326
SH
DFND
10,12,13,19,2,20,5,6,8
16254363
273069
2030894
APREA THERAPEUTICS INC
COM
03836J102
657
133527
SH
DFND
2,20,5,8
111964
0
21563
PNM RES INC
COM
69349H107
121626
2506201
SH
DFND
12,13,2,20,5,8
2163154
1065
341982
POINTS INTL LTD
COM NEW
730843208
282
19615
SH
DFND
13,2
17915
0
1700
POLARIS INC
COM
731068102
339106
3559052
SH
DFND
12,13,19,2,20,5,8
3433501
590
124961
POLARITYTE INC
COM
731094108
11
16175
SH
DFND
20
16175
0
0
POOL CORP
COM
73278L105
606119
1627166
SH
DFND
10,11,12,13,19,2,20,5,6,8
1381713
54713
190740
POPULAR INC
COM NEW
733174700
115872
2041905
SH
DFND
12,13,2,20,5,8
1843802
1367
196736
PORTLAND GEN ELEC CO
COM NEW
736508847
82621
1913692
SH
DFND
12,13,2,20,5,8
1517390
1400
394902
POSCO
SPONSORED ADR
693483109
31651
507960
SH
DFND
2,20,5
497865
9518
577
POSEIDA THERAPEUTICS INC
COM
73730P108
2049
186799
SH
DFND
2,20
156685
0
30114
POST HLDGS INC
COM
737446104
145081
1436303
SH
DFND
13,2,20,5,8
1293230
623
142450
APTARGROUP INC
COM
038336103
302708
2211321
SH
DFND
12,13,19,2,20,5,6,8
2059605
610
151106
POTBELLY CORP
COM
73754Y100
133
30138
SH
DFND
20
30138
0
0
POTLATCHDELTIC CORPORATION
COM
737630103
101438
2027945
SH
DFND
19,2,20,5,8
1739133
653
288159
POWELL INDS INC
COM
739128106
7884
267354
SH
DFND
2,20,5
238053
0
29301
POWER INTEGRATIONS INC
COM
739276103
174250
2128631
SH
DFND
19,2,20,5,8
1878321
400
249910
POWERFLEET INC
COM
73931J109
3408
458682
SH
DFND
2,20
396166
0
62516
PPD INC
COM
69355F102
87803
2565835
SH
DFND
10,11,12,13,19,2,20,5,6,8
2116233
55000
394602
PPG INDS INC
COM
693506107
1536368
10652945
SH
DFND
10,11,12,13,19,2,20,5,6,8
9205417
256621
1190907
PPL CORP
COM
69351T106
1155780
40391335
SH
DFND
10,11,12,13,19,2,20,5,6,8
35249463
483946
4657926
PQ GROUP HLDGS INC
COM
73943T103
11090
777673
SH
DFND
2,20,5,8
596871
0
180802
PRA GROUP INC
COM
69354N106
53627
1352162
SH
DFND
2,20,5,8
1166618
634
184910
APTINYX INC
COM
03836N103
1461
422280
SH
DFND
2,20
361479
0
60801
PRA HEALTH SCIENCES INC
COM
69354M108
182672
1456252
SH
DFND
13,19,2,20,5,8
1311764
900
143588
PRAXIS PRECISION MEDICINES I
COM
74006W108
9396
170769
SH
DFND
2,20
143377
0
27392
PRECIGEN INC
COM
74017N105
31534
3091605
SH
DFND
2,20,5,8
2830398
1500
259707
PRECISION BIOSCIENCES INC
COM
74019P108
21567
2585916
SH
DFND
19,2,20,5,8
2453963
0
131953
PREFERRED APT CMNTYS INC
COM
74039L103
6619
873740
SH
DFND
2,20,5
720537
0
153203
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
24611
487638
SH
DFND
2,20,5,8
426926
0
60712
PREFORMED LINE PRODS CO
COM
740444104
3758
54750
SH
DFND
2,20
45535
0
9215
PRELUDE THERAPEUTICS INC
COM
74065P101
10184
142333
SH
DFND
2,20
119886
0
22447
PREMIER FINANCIAL CORP
COM
74052F108
17883
777505
SH
DFND
2,20,5,8
582154
0
195351
PREMIER FINL BANCORP INC
COM
74050M105
3035
228403
SH
DFND
13,2,20,5
192533
0
35870
APTIV PLC
SHS
G6095L109
1385648
10635110
SH
DFND
10,11,12,13,19,2,20,5,6,8
9192954
190595
1251561
PREMIER INC
CL A
74051N102
53692
1529673
SH
DFND
19,2,20,5,8
1273099
1400
255174
PRESTIGE CONSMR HEALTHCARE I
COM
74112D101
61209
1755342
SH
DFND
2,20,5,8
1547024
300
208018
PREVAIL THERAPEUTICS INC
COM
74140Y101
5547
240454
SH
DFND
2,20,5
198563
0
41891
PRICE T ROWE GROUP INC
COM
74144T108
1733659
11451607
SH
DFND
10,12,13,19,2,20,5,6,8
9897260
389520
1164827
PRICELINE GRP INC
COM
09857L108
3695558
1659232
SH
DFND
10,11,12,13,19,2,20,5,6,8
1425817
43112
190303
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
32612
27985000
PRN
DFND
2,5
27985000
0
0
PRICESMART INC
COM
741511109
69879
767141
SH
DFND
2,20,5,8
677569
365
89207
PRIMEENERGY RESOURCES CORP
COM
74158E104
341
7910
SH
DFND
2,20
6089
0
1821
PRIMERICA INC
COM
74164M108
129043
963511
SH
DFND
12,13,2,20,5,8
872453
300
90758
PRIMO WATER CORPORATION
COM
74167P108
40812
2602819
SH
DFND
2,20,5
2114315
0
488504
AC IMMUNE SA
SHS
H00263105
146
28314
SH
DFND
2,20
28314
0
0
APYX MEDICAL CORPORATION
COM
03837C106
4175
579869
SH
DFND
2,20
466105
0
113764
PRIMORIS SVCS CORP
COM
74164F103
27637
998816
SH
DFND
10,2,20,5,8
791007
4486
203323
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
602045
12135559
SH
DFND
10,11,12,13,19,2,20,5,6,8
10703479
190605
1241475
PRIORITY TECHNOLOGY HLDGS IN
COM
74275G107
707
100404
SH
DFND
2,20
77875
0
22529
PROASSURANCE CORP
COM
74267C106
30583
1714312
SH
DFND
13,2,20,5,8
1485187
648
228477
PROCTER AND GAMBLE CO
COM
742718109
15166364
109000746
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
89022871
2554514
17423361
PROFESSIONAL HLDG CORP
CL A COM
743139107
2196
142297
SH
DFND
2,20
104903
0
37394
PROG HOLDINGS INC
COM NPV
74319R101
111375
2067484
SH
DFND
19,2,20,5,8
1790410
804
276270
PROGENITY INC
COM
74319F107
172
32440
SH
DFND
20
27314
0
5126
PROGRESS SOFTWARE CORP
COM
743312100
65469
1448752
SH
DFND
10,2,20,5,8
1253383
7963
187406
PROGRESSIVE CORP
COM
743315103
2507494
25358960
SH
DFND
10,11,12,13,19,2,20,5,6,8
22014011
581726
2763223
AQUABOUNTY TECHNOLOGIES INC
COM NEW
03842K200
241
27529
SH
DFND
20
27529
0
0
PROGYNY INC
COM
74340E103
23388
551731
SH
DFND
2,20,5,8
465672
0
86059
PROLOGIS INC.
COM
74340W103
4166176
41803894
SH
DFND
10,11,12,13,19,2,20,5,6,8
35659419
643169
5501306
PROOFPOINT INC
COM
743424103
103378
757849
SH
DFND
13,19,2,20,5,8
627446
500
129903
PROOFPOINT INC
NOTE 0.250% 8/1
743424AF0
26393
23714000
PRN
DFND
2,5
23714000
0
0
PROPETRO HLDG CORP
COM
74347M108
25153
3403611
SH
DFND
2,20,5,8
3066138
0
337473
PROS HOLDINGS INC
COM
74346Y103
41423
815897
SH
DFND
19,2,20,5,8
651074
800
164023
PROSIGHT GLOBAL INC
COM
74349J103
1978
154172
SH
DFND
2,20,5
120471
0
33701
PROSPERITY BANCSHARES INC
COM
743606105
446022
6385543
SH
DFND
13,2,20,5,8
6184413
793
200337
PROTAGONIST THERAPEUTICS INC
COM
74366E102
29924
1484316
SH
DFND
19,2,20,5,8
1391078
0
93238
PROTARA THERAPEUTICS INC
COM STK
74365U107
1211
50033
SH
DFND
2,20
43116
0
6917
AQUESTIVE THERAPEUTICS INC
COM
03843E104
1685
314891
SH
DFND
2,20,5
272415
0
42476
PROTECTIVE INS CORP
CL B
74368L203
2693
196407
SH
DFND
2,20,5
163964
0
32443
PROTHENA CORP PLC
SHS
G72800108
7328
610150
SH
DFND
19,2,20,5,8
490695
94
119361
PROTO LABS INC
COM
743713109
123194
803088
SH
DFND
2,20,5,8
692714
300
110074
PROVENTION BIO INC
COM
74374N102
16872
995965
SH
DFND
19,2,20,5,8
836847
0
159118
PROVIDENT BANCORP INC
COM NEW
74383L105
2713
226085
SH
DFND
2,20
189112
0
36973
PROVIDENT FINL HLDGS INC
COM
743868101
1505
95782
SH
DFND
2,20
75122
0
20660
PROVIDENT FINL SVCS INC
COM
74386T105
42456
2363917
SH
DFND
19,2,20,5,8
2050927
300
312690
PRUDENTIAL BANCORP INC NEW
COM
74431A101
1898
137065
SH
DFND
2,20
113445
0
23620
PRUDENTIAL FINL INC
COM
744320102
1413312
18103144
SH
DFND
10,11,12,13,19,2,20,5,6,8
15595212
417816
2090116
PRUDENTIAL PLC
ADR
74435K204
678
18364
SH
DFND
20
18364
0
0
ARAMARK
COM
03852U106
177222
4605565
SH
DFND
10,11,12,13,19,2,20,5,6,8
3654983
141468
809114
PS BUSINESS PKS INC CALIF
COM
69360J107
136247
1025413
SH
DFND
10,19,2,20,5,8
892060
5348
128005
PTC INC
COM
69370C100
399669
3341433
SH
DFND
10,11,12,13,19,2,20,5,6,8
2878965
67682
394786
PTC THERAPEUTICS INC
COM
69366J200
133143
2181597
SH
DFND
2,20,5,8
1929888
300
251409
PUBLIC STORAGE
COM
74460D109
2220085
9613671
SH
DFND
10,11,12,13,19,2,20,5,6,8
7993626
261834
1358211
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
1534269
26316790
SH
DFND
10,11,12,13,19,2,20,5,6,8
22763364
356023
3197403
PULMONX CORP
COM
745848101
12244
177405
SH
DFND
2,20
148733
0
28672
PULSE BIOSCIENCES INC
COM
74587B101
5487
229968
SH
DFND
2,20,5
190145
0
39823
PULTE GROUP INC
COM
745867101
563430
13023775
SH
DFND
10,11,12,13,19,2,20,5,6,8
11225714
465307
1332754
PUMA BIOTECHNOLOGY INC
COM
74587V107
23003
2242037
SH
DFND
13,19,2,20,5,8
2121828
1000
119209
PURE CYCLE CORP
COM NEW
746228303
3922
349200
SH
DFND
2,20,5
294004
0
55196
ARAVIVE INC
COM
03890D108
1060
187949
SH
DFND
2,20
161486
0
26463
PURE STORAGE INC
CL A
74624M102
69166
3059077
SH
DFND
19,2,20,5,8
2514330
2000
542747
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
14438
13058000
PRN
DFND
2,5
13058000
0
0
PURPLE INNOVATION INC
COM
74640Y106
10790
327562
SH
DFND
19,2,20,5,8
275958
0
51604
PUXIN LTD
ADS
74704P108
349
59960
SH
DFND
2,20,5
59960
0
0
PVH CORPORATION
COM
693656100
212822
2266712
SH
DFND
10,12,13,19,2,20,5,6,8
2004123
819
261770
PZENA INVT MGMT INC
CLASS A
74731Q103
2205
302009
SH
DFND
2,20
242431
0
59578
Q2 HLDGS INC
COM
74736L109
128094
1012364
SH
DFND
2,20,5,8
809459
500
202405
QAD INC
CL A
74727D306
15703
248260
SH
DFND
2,20,5,8
199571
0
48689
QCR HOLDINGS INC
COM
74727A104
13665
344626
SH
DFND
2,20,5,8
281559
0
63067
QEP RESOURCES INC
COM
74733V100
14856
6215985
SH
DFND
12,13,2,20,5
6214485
0
1500
ARBOR REALTY TRUST INC
COM
038923108
32337
2280477
SH
DFND
2,20,5,8
1809284
0
471193
QIAGEN NV
SHS NEW
N72482123
111824
2115867
SH
DFND
2,20,6,8
1838219
0
277648
QIWI PLC
SPON ADR REP B
74735M108
2410
234001
SH
DFND
2
234001
0
0
QORVO INC
COM
74736K101
824882
4961099
SH
DFND
10,11,12,13,19,2,20,5,6,8
4139063
140423
681613
QTS RLTY TR INC
COM CL A
74736A103
150023
2406381
SH
DFND
10,19,2,20,5,8
2002724
17274
386383
QUAD / GRAPHICS INC
COM CL A
747301109
2395
627063
SH
DFND
2,20,5
529849
0
97214
QUAKER CHEM CORP
COM
747316107
100460
396462
SH
DFND
2,20,5,8
338558
108
57796
QUALCOMM INC
COM
747525103
7212733
47346283
SH
DFND
10,11,12,13,19,2,20,5,6,8
40942892
850762
5552629
QUALYS INC
COM
74758T303
136153
1117199
SH
DFND
2,20,5,6,8
975629
400
141170
QUANEX BUILDING PRODUCTS COR
COM
747619104
23739
1070781
SH
DFND
2,20,5,8
946418
0
124363
QUANTA SVCS INC
COM
74762E102
328941
4563576
SH
DFND
10,12,13,2,20,5,6,8
4043355
1698
518523
ARBUTUS BIOPHARMA CORP
COM
03879J100
201
56610
SH
DFND
20
56610
0
0
QUANTERIX CORP
COM
74766Q101
18368
395015
SH
DFND
2,20,5,8
313821
0
81194
QUANTUM CORP
COM NEW
747906501
3027
494635
SH
DFND
2,20
428210
0
66425
QUDIAN INC
ADR
747798106
2642
1914597
SH
DFND
13,2,20,5
1746786
0
167811
QUEST DIAGNOSTICS INC
COM
74834L100
757444
6355992
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
5441113
168692
746187
QUIDEL CORP
COM
74838J101
166130
924744
SH
DFND
13,19,2,20,5,8
837898
905
85941
QUINSTREET INC
COM
74874Q100
31620
1474791
SH
DFND
19,2,20,5,8
1278848
0
195943
QUOTIENT LTD
SHS
G73268107
9625
1847352
SH
DFND
2,20,5,8
1609781
0
237571
QUOTIENT TECHNOLOGY INC
COM
749119103
22778
2418079
SH
DFND
2,20,5,8
2067836
0
350243
QURATE RETAIL INC
COM SER A
74915M100
72701
6627263
SH
DFND
12,13,2,20,5,8
5706193
5279
915791
QUTOUTIAO INC
ADS REP SHS A
74915J107
469
294913
SH
DFND
2,20,5
276413
0
18500
ARC DOCUMENT SOLUTIONS INC
COM
00191G103
57
38476
SH
DFND
20
38476
0
0
R1 RCM INC
COM
749397105
80533
3352760
SH
DFND
2,20,5,8
2930533
0
422227
RACKSPACE TECHNOLOGY INC
COM
750102105
12138
636807
SH
DFND
2,20,5,8
532202
0
104605
RADA ELECTR INDS LTD
COM PAR NEW
M81863124
2071
212396
SH
DFND
2
212396
0
0
RADIAN GROUP INC
COM
750236101
119821
5917073
SH
DFND
13,2,20,5,8
5080954
1653
834466
RADIANT LOGISTICS INC
COM
75025X100
4186
721804
SH
DFND
2,20,5
601527
0
120277
RADIUS GLOBAL INFRASTRCTRE I
COM CL A
750481103
473
36800
SH
DFND
20
36800
0
0
RADIUS HEALTH INC
COM NEW
750469207
41794
2340062
SH
DFND
2,20,5,8
2155567
0
184495
RADNET INC
COM
750491102
26938
1376504
SH
DFND
2,20,5,8
1201137
0
175367
RADWARE LTD
ORD
M81873107
10366
373552
SH
DFND
2,20,5,8
249841
500
123211
RAFAEL HLDGS INC
COM CL B
75062E106
4111
176269
SH
DFND
2,20,5
147460
0
28809
ARCBEST CORP
COM
03937C105
44185
1035505
SH
DFND
2,20,5,8
933703
1000
100802
RALPH LAUREN CORP
CL A
751212101
199965
1927561
SH
DFND
10,12,13,19,2,20,5,6,8
1384719
688
542154
RAMBUS INC DEL
COM
750917106
74464
4264806
SH
DFND
2,20,5,8
3809842
485
454479
RANGE RES CORP
COM
75281A109
105590
15759774
SH
DFND
12,13,2,20,5,8
12481893
5410
3272471
RANPAK HOLDINGS CORP
COM CL A
75321W103
6860
510444
SH
DFND
2,20,5,8
420943
0
89501
RAPID7 INC
COM
753422104
98331
1090632
SH
DFND
2,20,5,8
882284
500
207848
RAPT THERAPEUTICS INC
COM
75382E109
3819
193372
SH
DFND
2,20,5,8
158333
0
35039
RAVEN INDS INC
COM
754212108
36209
1094253
SH
DFND
19,2,20,5,8
938868
0
155385
RAYMOND JAMES FINL INC
COM
754730109
496841
5193274
SH
DFND
10,12,13,19,2,20,5,6,8
4520525
116423
556326
RAYONIER ADVANCED MATLS INC
COM
75508B104
12384
1899331
SH
DFND
2,20,5
1716831
0
182500
RAYONIER INC
COM
754907103
94606
3220071
SH
DFND
12,13,2,20,5,8
2925219
1214
293638
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L203
9661
419312
SH
DFND
1,2,20
310312
0
109000
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
8609927
120401724
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
56199873
58324169
5877683
RBB BANCORP
COM
74930B105
4252
276471
SH
DFND
2,20,5
227905
0
48566
RBC BEARINGS INC
COM
75524B104
86126
481042
SH
DFND
13,2,20,5,8
379594
200
101248
RCI HOSPITALITY HLDGS INC
COM
74934Q108
6493
164626
SH
DFND
2,20,5
141366
0
23260
RE MAX HLDGS INC
CL A
75524W108
19938
548803
SH
DFND
2,20,5,8
472153
0
76650
READING INTL INC
CL A
755408101
307
61144
SH
DFND
2,20
61144
0
0
READY CAPITAL CORP
COM
75574U101
22054
1723158
SH
DFND
2,20,5,8
1532204
0
190954
REALNETWORKS INC
COM NEW
75605L708
24
15119
SH
DFND
20
15119
0
0
REALOGY HLDGS CORP
COM
75605Y106
51347
3913611
SH
DFND
12,13,2,20,5,8
3429507
1100
483004
REALPAGE INC
COM
75606N109
101487
1163309
SH
DFND
19,2,20,5,6,8
961517
1300
200492
ACACIA COMMUNICATIONS INC
COM
00401C108
58935
807769
SH
DFND
19,2,20,5,8
623896
600
183273
ARCH CAP GROUP LTD
ORD
G0450A105
300924
8342774
SH
DFND
10,11,12,13,19,2,20,5,6,8
6856310
246126
1240338
REALTY INCOME CORP
COM
756109104
1529582
24511953
SH
DFND
10,11,12,13,19,2,20,5,6,8
21737864
293108
2480981
REATA PHARMACEUTICALS INC
CL A
75615P103
47378
383259
SH
DFND
13,19,2,20,5,8
323695
200
59364
RECRO PHARMA INC
COM
75629F109
1033
362439
SH
DFND
2,20
297518
0
64921
RED LION HOTELS CORP
COM
756764106
42
12239
SH
DFND
20
12239
0
0
RED RIVER BANCSHARES INC
COM
75686R202
4106
82872
SH
DFND
2,20,5
68030
0
14842
RED ROBIN GOURMET BURGERS IN
COM
75689M101
9173
476999
SH
DFND
2,20,5
428411
0
48588
RED ROCK RESORTS INC
CL A
75700L108
32530
1299105
SH
DFND
2,20,5,8
1026043
400
272662
RED VIOLET INC
COM
75704L104
2714
103958
SH
DFND
2,20
90072
0
13886
REDFIN CORP
COM
75737F108
132021
1923664
SH
DFND
2,20,5,8
1529908
900
392856
REDHILL BIOPHARMA LTD
SPONSORED ADS
757468103
939
111191
SH
DFND
1,2,20
26191
0
85000
ARCH RESOURCES INC
CL A
03940R107
52668
1203281
SH
DFND
2,20,5
1165339
0
37942
REDWOOD TR INC
COM
758075402
47728
5435936
SH
DFND
2,20,5,8
4912115
2059
521762
REEDS INC
COM
758338107
7
12500
SH
DFND
20
12500
0
0
REGAL BELOIT CORP
COM
758750103
123589
1003889
SH
DFND
10,13,19,2,20,5,8
899006
9982
94901
REGENCY CTRS CORP
COM
758849103
458577
9930080
SH
DFND
10,11,12,13,19,2,20,5,6,8
8480737
148423
1300920
REGENERON PHARMACEUTICALS
COM
75886F107
2266456
4691387
SH
DFND
10,11,12,13,19,2,20,5,6,8
3952069
163943
575375
REGENXBIO INC
COM
75901B107
82630
1821656
SH
DFND
13,2,20,5,8
1676310
500
144846
REGIONAL MGMT CORP
COM
75902K106
4818
161341
SH
DFND
2,20,5
133878
0
27463
REGIONS FINANCIAL CORP NEW
COM
7591EP100
910145
55929881
SH
DFND
10,12,13,19,2,20,5,6,8
50479641
627457
4822783
REGIS CORP MINN
COM
758932107
6543
711992
SH
DFND
2,20,5
622551
0
89441
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
276216
2383225
SH
DFND
10,11,12,13,19,2,20,5,6,8
2089841
66638
226746
ARCHER DANIELS MIDLAND CO
COM
039483102
1603856
31816235
SH
DFND
10,11,12,13,19,2,20,5,6,8
28087530
647624
3081081
RELAY THERAPEUTICS INC
COM
75943R102
55138
1326705
SH
DFND
2,20,5,8
1213986
0
112719
RELIANCE STEEL & ALUMINUM CO
COM
759509102
230188
1922236
SH
DFND
10,12,13,19,2,20,5,6,8
1764108
8859
149269
RELIANT BANCORP INC
COM
75956B101
5646
303215
SH
DFND
2,20,5
250483
0
52732
RELMADA THERAPEUTICS INC
COM
75955J402
9764
304459
SH
DFND
19,2,20,5,8
254752
0
49707
RELX PLC
SPONSORED ADR
759530108
1376
55742
SH
DFND
1,20
44910
0
10832
REMARK HLDGS INC
COM
75955K102
21
11100
SH
DFND
20
11100
0
0
RENAISSANCERE HLDGS LTD
COM
G7496G103
373859
2254609
SH
DFND
10,11,12,13,19,2,20,5,6,8
1752110
28210
474289
RENASANT CORP
COM
75970E107
68566
2022915
SH
DFND
2,20,5,8
1805293
385
217237
RENESOLA LTD
SPONSORED ADS
75971T301
29706
2598990
SH
DFND
2
2598990
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
167244
2361538
SH
DFND
10,2,20,5,8
2191440
2467
167631
ARCHROCK INC
COM
03957W106
42870
4950385
SH
DFND
2,20,5,8
4413060
2651
534674
RENT A CTR INC NEW
COM
76009N100
66670
1727364
SH
DFND
10,2,20,5,8
1509622
17809
199933
REPARE THERAPEUTICS INC
COM
760273102
207
6035
SH
DFND
20,5,8
5035
0
1000
REPAY HLDGS CORP
COM CL A
76029L100
37926
1391785
SH
DFND
2,20,5,8
1155461
0
236324
REPLIGEN CORP
COM
759916109
225502
1176756
SH
DFND
13,19,2,20,5,8
1056821
1100
118835
REPLIMUNE GROUP INC
COM
76029N106
59815
1567887
SH
DFND
2,20,5,8
1484774
0
83113
REPRO MED SYS INC
COM
759910102
2649
440010
SH
DFND
2,20,5
360010
0
80000
REPUBLIC BANCORP INC KY
CL A
760281204
8534
234764
SH
DFND
2,20,5,8
194097
666
40001
REPUBLIC FIRST BANCORP INC
COM
760416107
2454
861030
SH
DFND
2,20,5
714786
0
146244
REPUBLIC SVCS INC
COM
760759100
1016854
10513534
SH
DFND
10,11,12,13,19,2,20,5,6,8
8671623
269664
1572247
RESEARCH FRONTIERS INC
COM
760911107
1122
399233
SH
DFND
2,20
347337
0
51896
ARCO PLATFORM LTD
COM CL A
G04553106
240
6756
SH
DFND
2
6756
0
0
RESIDEO TECHNOLOGIES INC
COM
76118Y104
104810
4929894
SH
DFND
1,12,13,2,20,5,8
4335783
1670
592441
RESMED INC
COM
761152107
1345079
6327999
SH
DFND
10,11,12,13,19,2,20,5,6,8
5307302
245071
775626
RESOLUTE FST PRODS INC
COM
76117W109
391
59803
SH
DFND
20,5
59803
0
0
RESONANT INC
COM
76118L102
1989
750597
SH
DFND
2,20
653086
0
97511
RESOURCES CONNECTION INC
COM
76122Q105
14481
1152004
SH
DFND
2,20,5,8
1022579
743
128682
RESTAURANT BRANDS INTL INC
COM
76131D103
2052
33305
SH
DFND
19,20,8
33077
0
228
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
79997
5974415
SH
DFND
10,19,2,20,5,8
5244065
31054
699296
RETAIL PPTYS AMER INC
CL A
76131V202
94892
11008911
SH
DFND
10,12,13,19,2,20,5,8
9641414
65790
1301707
RETAIL VALUE INC
COM
76133Q102
5107
321822
SH
DFND
13,2,20,5
263729
0
58093
RETRACTABLE TECHNOLOGIES INC
COM
76129W105
2720
253303
SH
DFND
2,20
223425
0
29878
ARCONIC CORPORATION
COM
03966V107
130247
4370715
SH
DFND
12,13,19,2,20,5,8
3937202
891
432622
REV GROUP INC
COM
749527107
4677
530891
SH
DFND
2,20,5,8
419273
0
111618
REVANCE THERAPEUTICS INC
COM
761330109
41668
1470276
SH
DFND
19,2,20,5,8
1219055
0
251221
REVLON INC
CL A NEW
761525609
1604
135017
SH
DFND
2,20
105062
0
29955
REVOLUTION MEDICINES INC
COM
76155X100
70911
1791132
SH
DFND
2,20,5,8
1651021
0
140111
REVOLVE GROUP INC
CL A
76156B107
1041
33400
SH
DFND
20,5,8
27400
0
6000
REX AMERICAN RES CORP
COM
761624105
15031
204586
SH
DFND
2,20,5,8
182433
0
22153
REXFORD INDL RLTY INC
COM
76169C100
267839
5430269
SH
DFND
10,19,2,20,5,8
4744975
33575
651719
REXNORD CORP
COM
76169B102
93229
2360834
SH
DFND
2,20,5,8
1875237
800
484797
REYNOLDS CONSUMER PRODS INC
COM
76171L106
15377
511884
SH
DFND
2,20,5,6
445555
0
66329
RGC RES INC
COM
74955L103
3550
149296
SH
DFND
2,20,5
123240
0
26056
ARCOS DORADOS HOLDINGS INC
SHS CLASS -A -
G0457F107
2019
401318
SH
DFND
2,20,5
322011
0
79307
RH
COM
74967X103
271065
605705
SH
DFND
13,2,20,5,8
539601
100
66004
RHYTHM PHARMACEUTICALS INC
COM
76243J105
38028
1279119
SH
DFND
2,20,5,8
1152680
0
126439
RIBBON COMMUNICATIONS INC
COM
762544104
10474
1596647
SH
DFND
2,20,5,8
1301857
2643
292147
RICHMOND MUT BANCORPORATION
COM
76525P100
3000
219615
SH
DFND
2,20
178568
0
41047
RIGEL PHARMACEUTICALS INC
COM NEW
766559603
32769
9362504
SH
DFND
19,2,20,5,8
8661127
0
701377
RIGNET INC
COM
766582100
76
12867
SH
DFND
20
12867
0
0
RIMINI STR INC DEL
COM
76674Q107
1550
349973
SH
DFND
2,20
292582
0
57391
RING ENERGY INC
COM
76680V108
70
106343
SH
DFND
20
106343
0
0
RINGCENTRAL INC
CL A
76680R206
563915
1488020
SH
DFND
10,11,12,13,19,2,20,5,6,8
1210228
35221
242571
RIO TINTO PLC
SPONSORED ADR
767204100
1315
17381
SH
DFND
1,20
4603
0
12778
ARCOSA INC
COM
039653100
94094
1712976
SH
DFND
13,2,20,5,8
1499481
786
212709
RIOT BLOCKCHAIN INC
COM
767292105
25429
1496717
SH
DFND
2,20
1496717
0
0
RITE AID CORP
COM
767754872
24860
1570453
SH
DFND
13,2,20,5,8
1342742
1202
226509
RIVERVIEW BANCORP INC
COM
769397100
2221
422300
SH
DFND
13,2,20
298121
0
124179
RLI CORP
COM
749607107
480481
4613360
SH
DFND
12,13,19,2,20,5,8
1827260
2612623
173477
RLJ LODGING TR
COM
74965L101
92375
6523670
SH
DFND
10,13,19,2,20,5,8
5489961
43483
990226
RMR GROUP INC
CL A
74967R106
11356
294049
SH
DFND
2,20,5,8
233719
893
59437
ROBERT HALF INTL INC
COM
770323103
323053
5170510
SH
DFND
10,11,12,13,19,2,20,5,6,8
4225379
206913
738218
ROCKET COS INC
COM CL A
77311W101
75390
3728492
SH
DFND
2,20,5,6,8
3619504
0
108988
ROCKET PHARMACEUTICALS INC
COM
77313F106
63398
1156045
SH
DFND
2,20,5,8
1005122
0
150923
ROCKWELL AUTOMATION INC
COM
773903109
1187610
4735098
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
4096597
75634
562867
ARCTURUS THERAPEUTICS HLDGS
COM
03969T109
43897
1011919
SH
DFND
19,2,20,5,8
929239
0
82680
ROCKWELL MED INC
COM
774374102
1214
1201622
SH
DFND
2,20
940485
0
261137
ROCKY BRANDS INC
COM
774515100
3934
140167
SH
DFND
2,20
115487
0
24680
ROGERS COMMUNICATIONS INC
CL B
775109200
4991
106732
SH
DFND
2,20
106732
0
0
ROGERS CORP
COM
775133101
89100
573765
SH
DFND
19,2,20,5,8
493538
168
80059
ROKU INC
COM CL A
77543R102
687746
2071400
SH
DFND
10,11,12,13,19,2,20,5,6,8
1687659
51725
332016
ROLLINS INC
COM
775711104
430570
11020484
SH
DFND
10,11,12,13,19,2,20,5,6,8
8397478
350118
2272888
ROOT INC
COM CL A
77664L108
317
20200
SH
DFND
20
20200
0
0
ROPER TECHNOLOGIES INC
COM
776696106
1872768
4344262
SH
DFND
10,11,12,13,19,2,20,5,6,8
3790389
63052
490821
ROSS STORES INC
COM
778296103
1962042
15976239
SH
DFND
10,11,12,13,19,2,20,5,6,8
13990235
312404
1673600
ROYAL BK CDA
COM
780087102
2243
27331
SH
DFND
12,2,20
27064
0
267
ARCUS BIOSCIENCES INC
COM
03969F109
47321
1822855
SH
DFND
19,2,20,5,8
1642619
0
180236
ROYAL CARIBBEAN GROUP
COM
V7780T103
557055
7458222
SH
DFND
10,11,12,13,19,2,20,5,6,8
6501295
110620
846307
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
311
9267
SH
DFND
20
9267
0
0
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
24641
686012
SH
DFND
1,2,20
85356
0
600656
ROYAL GOLD INC
COM
780287108
204942
1926874
SH
DFND
13,19,2,20,5,6,8
1737569
599
188706
ROYALTY PHARMA PLC
SHS CLASS A
G7709Q104
118005
2357742
SH
DFND
10,11,12,13,19,2,20,5,6,8
1919918
196300
241524
RPC INC
COM
749660106
6426
2039918
SH
DFND
2,20,5,8
1778024
0
261894
RPM INTL INC
COM
749685103
482130
5310971
SH
DFND
10,11,12,13,19,2,20,5,6,8
4642126
95131
573714
RPT REALTY
SH BEN INT
74971D101
37329
4315508
SH
DFND
10,19,2,20,5,8
3813165
21521
480822
RUBIUS THERAPEUTICS INC
COM
78116T103
5061
666740
SH
DFND
2,20,5,8
538120
0
128620
RUSH ENTERPRISES INC
CL A
781846209
37484
904978
SH
DFND
10,2,20,5,8
719832
24416
160730
1LIFE HEALTHCARE INC
COM
68269G107
66407
1521342
SH
DFND
19,2,20,5,8
1233090
0
288252
ACACIA RESH CORP
ACACIA TCH COM
003881307
3678
933562
SH
DFND
2,20,5
762727
0
170835
ARCUTIS BIOTHERAPEUTICS INC
COM
03969K108
23602
839022
SH
DFND
2,20,5,8
780068
0
58954
RUSH ENTERPRISES INC
CL B
781846308
6179
163072
SH
DFND
10,2,20,5
109043
13659
40370
RUTHS HOSPITALITY GROUP INC
COM
783332109
19288
1087858
SH
DFND
2,20,5,8
960415
9000
118443
RYANAIR HOLDINGS PLC
SPONSORED ADS
783513203
11557
104346
SH
DFND
1,2,20,6,8
64133
0
40213
RYDER SYS INC
COM
783549108
97198
1573800
SH
DFND
12,13,2,20,5,8
1441914
831
131055
RYERSON HLDG CORP
COM
783754104
3668
268937
SH
DFND
2,20
226372
0
42565
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
134070
1978598
SH
DFND
10,13,19,2,20,5,8
1641916
16379
320303
S & T BANCORP INC
COM
783859101
33785
1360118
SH
DFND
2,20,5,8
1199438
536
160144
S&P GLOBAL INC
COM
78409V104
3517921
10701550
SH
DFND
10,11,12,13,19,2,20,5,6,8
9316738
176330
1208482
SABINE ROYALTY TR
UNIT BEN INT
785688102
318
11255
SH
DFND
2
11255
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
148476
8547823
SH
DFND
10,19,2,20,5,8
7257733
56183
1233907
ARDAGH GROUP S A
CL A
L0223L101
2842
165119
SH
DFND
2,20,5
146020
0
19099
SABRE CORP
COM
78573M104
87686
7295008
SH
DFND
13,2,20,5,8
6633892
3300
657816
SACHEM CAP CORP
COM
78590A109
46
10700
SH
DFND
20
10700
0
0
SAFE BULKERS INC
COM
Y7388L103
1124
864656
SH
DFND
2,20
714396
0
150260
SAFEGUARD SCIENTIFICS INC
COM NEW
786449207
2348
367996
SH
DFND
2,20,5
302382
0
65614
SAFEHOLD INC
COM
78645L100
47998
660657
SH
DFND
10,19,2,20,5,8
567068
4500
89089
SAFETY INS GROUP INC
COM
78648T100
38200
490366
SH
DFND
13,2,20,5,8
422608
6200
61558
SAGA COMMUNICATIONS INC
CL A NEW
786598300
1655
68893
SH
DFND
2,20
55144
0
13749
SAGE THERAPEUTICS INC
COM
78667J108
132609
1532879
SH
DFND
13,2,20,5,8
1413239
800
118840
SAIA INC
COM
78709Y105
151144
835972
SH
DFND
2,20,5,8
727509
300
108163
SAILPOINT TECHNOLOGIES HLDGS
COM
78781P105
144938
2722343
SH
DFND
2,20,5,8
2357548
900
363895
ARDELYX INC
COM
039697107
15739
2432666
SH
DFND
2,20,5,8
2207996
0
224670
SAILPOINT TECHNOLOGIES HLDGS
NOTE 0.125% 9/1
78781PAB1
20745
10642000
PRN
DFND
2,5
10642000
0
0
SALESFORCE COM INC
COM
79466L302
9022928
40547020
SH
DFND
10,11,12,13,19,2,20,5,6,8
30578648
470398
9497974
SALISBURY BANCORP INC
COM
795226109
1395
37432
SH
DFND
2,20
32632
0
4800
SALLY BEAUTY HLDGS INC
COM
79546E104
55511
4257006
SH
DFND
12,13,2,20,5,8
3796358
646
460002
SANDERSON FARMS INC
COM
800013104
123854
936867
SH
DFND
12,19,2,20,5,8
844222
144
92501
SANDRIDGE ENERGY INC
COM NEW
80007P869
93
30043
SH
DFND
20
30043
0
0
SANDY SPRING BANCORP INC
COM
800363103
33100
1028272
SH
DFND
2,20,5,8
853139
0
175133
SANFILIPPO JOHN B & SON INC
COM
800422107
22799
289106
SH
DFND
2,20,5,6,8
248519
0
40587
SANGAMO THERAPEUTICS INC
COM
800677106
99514
6377057
SH
DFND
19,2,20,5,8
5904160
100
472797
SANMINA CORPORATION
COM
801056102
74486
2335705
SH
DFND
12,2,20,5,8
2069852
833
265020
ARDMORE SHIPPING CORP
COM
Y0207T100
1917
586305
SH
DFND
2,20,5
471061
0
115244
SANOFI
SPONSORED ADR
80105N105
3878
79884
SH
DFND
1,2,20
58207
0
21677
SANTANDER CONSUMER USA HDG I
COM
80283M101
18711
849716
SH
DFND
12,13,19,2,20,5,8
743257
0
106459
SAP SE
SPON ADR
803054204
33434
256047
SH
DFND
1,2,20
62401
0
193646
SAPIENS INTL CORP N V
SHS
G7T16G103
14188
463509
SH
DFND
2,20,5
385039
0
78470
SAREPTA THERAPEUTICS INC
COM
803607100
316953
1859072
SH
DFND
10,11,12,13,19,2,20,5,6,8
1552435
37154
269483
SAREPTA THERAPEUTICS INC
DBCV 1.500%11/1
803607AB6
38379
15680000
PRN
DFND
2,5
15680000
0
0
SATSUMA PHARMACEUTICALS INC
COM
80405P107
817
177308
SH
DFND
2,20
153911
0
23397
SAUL CTRS INC
COM
804395101
13343
421182
SH
DFND
2,20,5,8
363111
0
58071
SAVARA INC
COM
805111101
815
708923
SH
DFND
2,20
597815
0
111108
SB FINL GROUP INC
COM
78408D105
2071
113301
SH
DFND
2,20
94163
0
19138
ARENA PHARMACEUTICALS INC
COM NEW
040047607
159086
2070623
SH
DFND
19,2,20,5,8
1835478
890
234255
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
1230456
4361307
SH
DFND
10,11,12,13,19,2,20,5,6,8
3643545
54520
663242
SCANSOURCE INC
COM
806037107
22975
870938
SH
DFND
2,20,5,8
772754
1058
97126
SCHLUMBERGER LTD
COM
806857108
1773526
80786121
SH
DFND
10,11,12,13,19,2,20,5,6,8
73884637
798700
6102784
SCHNEIDER NATIONAL INC
CL B
80689H102
27778
1338381
SH
DFND
2,20,5,8
1213097
0
125284
SCHNITZER STEEL INDS INC
CL A
806882106
45980
1440925
SH
DFND
19,2,20,5,8
1331024
314
109587
SCHOLAR ROCK HLDG CORP
COM
80706P103
34432
709498
SH
DFND
19,2,20,5,8
615754
0
93744
SCHOLASTIC CORP
COM
807066105
23458
938330
SH
DFND
2,20,5,8
822715
73
115542
SCHRODINGER INC
COM
80810D103
47225
596425
SH
DFND
2,20,5,8
466823
0
129602
SCHWAB CHARLES CORP
COM
808513105
3275608
61757306
SH
DFND
10,12,13,19,2,20,5,6,8
54201188
729878
6826240
SCHWAB STRATEGIC TR
INTRM TRM TRES
808524854
84444
1450000
SH
DFND
2
1450000
0
0
ARES CAPITAL CORP
COM
04010L103
1437
85087
SH
DFND
20
85087
0
0
SCHWAB STRATEGIC TR
US REIT ETF
808524847
710
18708
SH
DFND
1
18708
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
57095
1419914
SH
DFND
2,20,5
1316472
64
103378
SCIENCE APPLICATIONS INTL CO
COM
808625107
129842
1371962
SH
DFND
1,13,2,20,5,8
1248417
833
122712
SCIENTIFIC GAMES CORP
COM
80874P109
70780
1705944
SH
DFND
13,19,2,20,5,8
1465899
700
239345
SCIPLAY CORPORATION
CL A
809087109
190
13700
SH
DFND
20
13700
0
0
SCORPIO BULKERS INC
COM
Y7546A130
2073
122463
SH
DFND
2,20,5
97966
0
24497
SCORPIO TANKERS INC
SHS
Y7542C130
9546
853090
SH
DFND
2,20,5
685125
0
167965
SCOTTS MIRACLE GRO CO
CL A
810186106
203020
1019483
SH
DFND
13,19,2,20,5,8
924093
385
95005
SCPHARMACEUTICALS INC
COM
810648105
408
77119
SH
DFND
2,20
68398
0
8721
SCRIPPS E W CO OHIO
CL A NEW
811054402
26701
1746273
SH
DFND
2,20,5,8
1523230
1039
222004
ARES CAPITAL CORP
NOTE 3.750% 2/0
04010LAT0
12109
11650000
PRN
DFND
2,5
11650000
0
0
SCULPTOR CAP MGMT
COM CL A
811246107
4685
308250
SH
DFND
2,20,5
252980
0
55270
SEA LTD
NOTE 1.000%12/0
81141RAD2
118204
30097000
PRN
DFND
2,5
30097000
0
0
SEA LTD
SPONSORD ADS
81141R100
319062
1616608
SH
DFND
1,10,13,2,20,5,8
423423
0
1193185
SEABOARD CORP DEL
COM
811543107
9648
3183
SH
DFND
2,20,5,8
2560
1
622
SEACHANGE INTL INC
COM
811699107
485
346104
SH
DFND
2,20
283403
0
62701
SEACOAST BKG CORP FLA
COM NEW
811707801
53527
1817565
SH
DFND
2,20,5,8
1608149
0
209416
SEACOR HOLDINGS INC
COM
811904101
24860
599752
SH
DFND
2,20,5,8
521293
100
78359
SEACOR MARINE HLDGS INC
COM
78413P101
32
11860
SH
DFND
20
11860
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
619060
9854079
SH
DFND
10,11,12,13,19,2,20,5,6,8
8159636
302381
1392062
SEAGEN INC
COM
81181C104
514552
2937945
SH
DFND
10,11,12,13,19,2,20,5,6,8
2442084
72358
423503
ARES CAPITAL CORP
NOTE 4.625% 3/0
04010LAW3
10487
9803000
PRN
DFND
2,5
9803000
0
0
SEALED AIR CORP NEW
COM
81211K100
333210
7276912
SH
DFND
10,11,12,13,19,2,20,5,6,8
5960713
189675
1126524
SEASPINE HLDGS CORP
COM
81255T108
7970
456718
SH
DFND
2,20,5
383183
0
73535
SEAWORLD ENTMT INC
COM
81282V100
32113
1016544
SH
DFND
2,20,5,8
801235
0
215309
SECUREWORKS CORP
CL A
81374A105
2076
146009
SH
DFND
2,20
122394
0
23615
SECURITY NATL FINL CORP
CL A NEW
814785309
1211
145003
SH
DFND
2,20
126368
0
18635
SEI INVTS CO
COM
784117103
316639
5474377
SH
DFND
10,12,13,19,2,20,5,6,8
4806826
177617
489934
SELECT BANCORP INC NEW
COM
81617L108
2864
302427
SH
DFND
2,20
255466
0
46961
SELECT ENERGY SVCS INC
CL A COM
81617J301
5136
1252754
SH
DFND
2,20,5,8
1028362
0
224392
SELECT MED HLDGS CORP
COM
81619Q105
97604
3528691
SH
DFND
19,2,20,5,8
3049378
2000
477313
SELECT SECTOR SPDR TR
COMMUNICATION
81369Y852
80223
1188836
SH
DFND
2,20
1051297
0
137539
ARES COML REAL ESTATE CORP
COM
04013V108
9811
801390
SH
DFND
2,20,5,8
650000
0
151390
SELECT SECTOR SPDR TR
RL EST SEL SEC
81369Y860
1690
46212
SH
DFND
12
46212
0
0
SELECT SECTOR SPDR TR
SBI CONS DISCR
81369Y407
152866
950780
SH
DFND
1,12,2,20
832976
0
117804
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
144794
2146687
SH
DFND
1,12,2,20
1877699
0
268988
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
82188
1135355
SH
DFND
1,12,2,20
1005857
0
129498
SELECT SECTOR SPDR TR
TECHNOLOGY
81369Y803
15494
119163
SH
DFND
2
119163
0
0
SELECTA BIOSCIENCES INC
COM
816212104
3433
1133063
SH
DFND
2,20,5
955982
0
177081
SELECTIVE INS GROUP INC
COM
816300107
126053
1881948
SH
DFND
12,13,2,20,5,8
1640224
741
240983
SELECTQUOTE INC
COM
816307300
11231
541269
SH
DFND
2,20,5,8
443022
0
98247
SEMPRA ENERGY
COM
816851109
2018148
15710893
SH
DFND
10,11,12,13,19,2,20,5,6,8
14049505
190346
1471042
SEMTECH CORP
COM
816850101
168056
2331203
SH
DFND
13,19,2,20,5,8
2053754
651
276798
ARES MANAGEMENT CORPORATION
CL A COM STK
03990B101
56842
1208111
SH
DFND
2,20,5,8
979998
3700
224413
SENECA FOODS CORP NEW
CL A
817070501
8937
223983
SH
DFND
2,20,5
199333
0
24650
SENSATA TECHNOLOGIES HLDG PL
SHS
G8060N102
168503
3194977
SH
DFND
10,11,12,13,19,2,20,5,6,8
2556396
96379
542202
SENSEONICS HLDGS INC
COM
81727U105
72
82800
SH
DFND
20
82800
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
96286
1305217
SH
DFND
13,2,20,5,8
1116444
760
188013
SEQUANS COMMUNICATIONS S A
SPONSORED ADS
817323207
129
21400
SH
DFND
2
21400
0
0
SERES THERAPEUTICS INC
COM
81750R102
88741
3622072
SH
DFND
19,2,20,5,8
3450239
0
171833
SERITAGE GROWTH PPTYS
CL A
81752R100
15590
1062012
SH
DFND
2,20,5,8
874767
300
186945
SERVICE CORP INTL
COM
817565104
200823
4090090
SH
DFND
13,2,20,5,8
3724698
2037
363355
SERVICE PPTYS TR
COM SH BEN INT
81761L102
100594
8754885
SH
DFND
10,12,13,19,2,20,5,8
7719864
44229
990792
SERVICENOW INC
COM
81762P102
4197391
7625659
SH
DFND
10,11,12,13,19,2,20,5,6,8
6628052
119251
878356
ACADEMY SPORTS & OUTDOORS IN
COM
00402L107
5645
272295
SH
DFND
2,20
233717
0
38578
ARGAN INC
COM
04010E109
13138
295301
SH
DFND
2,20,5,8
234440
0
60861
SERVICESOURCE INTL INC
COM
81763U100
2424
1377268
SH
DFND
2,20
1209553
0
167715
SERVISFIRST BANCSHARES INC
COM
81768T108
62015
1531636
SH
DFND
2,20,5,8
1338850
0
192786
SESEN BIO INC
COM
817763105
149
110500
SH
DFND
20
110500
0
0
SFL CORPORATION LTD
SHS
G7738W106
11024
1755410
SH
DFND
2,20,5,8
1437110
0
318300
SHAKE SHACK INC
CL A
819047101
87942
1037300
SH
DFND
19,2,20,5,8
888533
400
148367
SHARPS COMPLIANCE CORP
COM
820017101
2000
211640
SH
DFND
2,20
183577
0
28063
SHATTUCK LABS INC
COM
82024L103
10421
198833
SH
DFND
2,20
169187
0
29646
SHENANDOAH TELECOMMUNICATION
COM
82312B106
68256
1578179
SH
DFND
19,2,20,5,6,8
1353978
900
223301
SHERWIN WILLIAMS CO
COM
824348106
2539459
3455470
SH
DFND
10,11,12,13,19,2,20,5,6,8
2971747
63221
420502
SHIFT TECHNOLOGIES INC
CL A
82452T107
331
40000
SH
DFND
20
40000
0
0
ARGENX SE
SPONSORED ADR
04016X101
789
2671
SH
DFND
1,13,20
399
0
2272
SHIFT4 PMTS INC
CL A
82452J109
11727
155531
SH
DFND
2,20,5,8
153831
0
1700
SHINHAN FINANCIAL GROUP CO L
SPN ADR RESTRD
824596100
1257
42230
SH
DFND
2,20,5
42230
0
0
SHOCKWAVE MED INC
COM
82489T104
66914
645140
SH
DFND
2,20,5,8
531768
0
113372
SHOE CARNIVAL INC
COM
824889109
11504
293625
SH
DFND
19,2,20,5,8
251968
0
41657
SHOPIFY INC
CL A
82509L107
27947
24689
SH
DFND
2
24689
0
0
SHOPIFY INC
NOTE 0.125%11/0
82509LAA5
31098
26325000
PRN
DFND
2,5
26325000
0
0
SHORE BANCSHARES INC
COM
825107105
3954
270837
SH
DFND
13,2,20,5
222810
0
48027
SHOTSPOTTER INC
COM
82536T107
5835
154765
SH
DFND
2,20,5,8
126508
0
28257
SHUTTERSTOCK INC
COM
825690100
54872
765305
SH
DFND
2,20,5,6,8
676712
0
88593
SHYFT GROUP INC
COM
825698103
19075
672112
SH
DFND
2,20,5,8
535232
0
136880
ARGO GROUP INTL HLDGS LTD
COM
G0464B107
30201
691101
SH
DFND
2,20,5,8
559940
217
130944
SI BONE INC
COM
825704109
22184
741941
SH
DFND
19,2,20,5,8
650984
0
90957
SIEBERT FINL CORP
COM
826176109
523
124409
SH
DFND
2,20
99092
0
25317
SIENTRA INC
COM
82621J105
2952
758903
SH
DFND
2,20,5
631139
0
127764
SIERRA BANCORP
COM
82620P102
7218
301758
SH
DFND
13,2,20,5
222880
0
78878
SIFY TECHNOLOGIES LTD
SPONSORED ADS
82655M107
153
120140
SH
DFND
20
120140
0
0
SIGA TECHNOLOGIES INC
COM
826917106
7584
1043250
SH
DFND
2,20,5,8
866409
0
176841
SIGNATURE BK NEW YORK N Y
COM
82669G104
264574
1955609
SH
DFND
12,13,2,20,5,8
1841357
599
113653
SIGNET JEWELERS LIMITED
SHS
G81276100
60098
2203797
SH
DFND
12,13,19,2,20,5,8
1978607
659
224531
SILGAN HOLDINGS INC
COM
827048109
69108
1863767
SH
DFND
2,20,5,8
1659604
484
203679
SILICOM LTD
ORD
M84116108
248
5930
SH
DFND
2
5930
0
0
ARISTA NETWORKS INC
COM
040413106
636382
2190117
SH
DFND
10,11,12,13,19,2,20,5,6,8
1883836
51928
254353
SILICON LABORATORIES INC
COM
826919102
201395
1581557
SH
DFND
13,19,2,20,5,8
1387938
505
193114
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
5929
123213
SH
DFND
1,10,13,19,2,20,5
99306
0
23907
SILK RD MED INC
COM
82710M100
43158
685258
SH
DFND
2,20,5,8
581320
0
103938
SILVERBOW RES INC
COM
82836G102
89
16823
SH
DFND
20
16823
0
0
SILVERCREST ASSET MGMT GROUP
CL A
828359109
2080
149720
SH
DFND
2,20
117429
0
32291
SILVERGATE CAP CORP
CL A
82837P408
29428
396013
SH
DFND
2,20,5
328803
0
67210
SIMMONS 1ST NATL CORP
CL A $1 PAR
828730200
93449
4293978
SH
DFND
2,20,5,8
3859432
1400
433146
SIMON PPTY GROUP INC NEW
COM
828806109
1647518
19031583
SH
DFND
10,11,12,13,19,2,20,5,6,8
16352485
276008
2403090
SIMPLY GOOD FOODS CO
COM
82900L102
81959
2613482
SH
DFND
2,20,5,8
2251817
0
361665
SIMPSON MANUFACTURING CO INC
COM
829073105
124024
1327165
SH
DFND
2,20,5,8
1151130
680
175355
ARLINGTON ASSET INVST CORP
CL A NEW
041356205
3129
827749
SH
DFND
2,20,5
723193
0
104556
SIMULATIONS PLUS INC
COM
829214105
34900
485263
SH
DFND
2,20,5,8
429142
0
56121
SINA CORP
ORD
G81477104
48760
1150542
SH
DFND
10,12,13,19,2,20,5,8
909194
39500
201848
SINCLAIR BROADCAST GROUP INC
CL A
829226109
29366
922009
SH
DFND
2,20,5,8
719331
10238
192440
SINOVAC BIOTECH LTD
SHS
P8696W104
1041
160875
SH
DFND
2
160875
0
0
SIRIUS XM HOLDINGS INC
COM
82968B103
186123
29218686
SH
DFND
10,11,12,13,19,2,20,5,6,8
21469265
697806
7051615
SITE CTRS CORP
COM
82981J109
78498
7720195
SH
DFND
10,12,13,19,2,20,5,8
6750324
40841
929030
SITEONE LANDSCAPE SUPPLY INC
COM
82982L103
135685
855358
SH
DFND
13,19,2,20,5,8
672475
300
182583
SITIME CORP
COM
82982T106
36784
328638
SH
DFND
2,20,5,8
301498
0
27140
SIX FLAGS ENTMT CORP NEW
COM
83001A102
64133
1880737
SH
DFND
12,13,2,20,5,8
1707819
700
172218
SJW GROUP
COM
784305104
38529
555499
SH
DFND
13,19,2,20,5,8
437519
0
117980
ARLO TECHNOLOGIES INC
COM
04206A101
16962
2177380
SH
DFND
2,20,5
1942240
0
235140
SK TELECOM LTD
SPONSORED ADR
78440P108
15923
650450
SH
DFND
10,2,20,5
648242
0
2208
SKECHERS U S A INC
CL A
830566105
169077
4704427
SH
DFND
12,13,19,2,20,5,8
4405614
1936
296877
SKYLINE CHAMPION CORPORATION
COM
830830105
38215
1235142
SH
DFND
2,20,5,8
1023152
0
211990
SKYWEST INC
COM
830879102
73858
1832252
SH
DFND
13,19,2,20,5,8
1669249
0
163003
SKYWORKS SOLUTIONS INC
COM
83088M102
1165329
7622508
SH
DFND
10,11,12,13,19,2,20,5,6,8
6314607
339766
968135
SL GREEN RLTY CORP
COM
78440X101
264842
4301656
SH
DFND
10,12,13,19,2,20,5,6,8
3765410
19779
516467
SLACK TECHNOLOGIES INC
COM CL A
83088V102
327336
7749441
SH
DFND
10,11,12,13,19,2,20,5,6,8
6337873
183538
1228030
SLEEP NUMBER CORP
COM
83125X103
67435
823782
SH
DFND
2,20,5,8
713367
300
110115
SLM CORP
COM
78442P106
112290
9062929
SH
DFND
1,12,13,19,2,20,5,8
7923004
5927
1133998
SM ENERGY CO
COM
78454L100
38327
6262561
SH
DFND
12,2,20,5,8
5878982
0
383579
ARMADA HOFFLER PPTYS INC
COM
04208T108
29715
2622955
SH
DFND
10,19,2,20,5,8
2282461
13900
326594
SMART GLOBAL HLDGS INC
SHS
G8232Y101
23983
637335
SH
DFND
2,20,5,8
583148
0
54187
SMART SAND INC
COM
83191H107
29
16800
SH
DFND
20
16800
0
0
SMARTFINANCIAL INC
COM NEW
83190L208
4326
238504
SH
DFND
2,20,5
193169
0
45335
SMARTSHEET INC
COM CL A
83200N103
97955
1413692
SH
DFND
13,19,2,20,5,8
1163297
1100
249295
SMILEDIRECTCLUB INC
CL A COM
83192H106
11217
939425
SH
DFND
2,20,5,8
896225
0
43200
SMITH & NEPHEW PLC
SPDN ADR NEW
83175M205
6996
165898
SH
DFND
2,20
165898
0
0
SMITH & WESSON BRANDS INC
COM
831754106
17442
979890
SH
DFND
2,20,5
845210
100
134580
SMITH A O CORP
COM
831865209
464441
8472101
SH
DFND
10,11,12,13,19,2,20,5,6,8
7629220
184104
658777
SMITH MICRO SOFTWARE INC
COM NEW
832154207
2820
520371
SH
DFND
2,20
442675
0
77696
SMUCKER J M CO
COM NEW
832696405
845271
7312033
SH
DFND
10,11,12,13,19,2,20,5,6,8
6389740
133954
788339
ARMOUR RESIDENTIAL REIT INC
COM NEW
042315507
22728
2106438
SH
DFND
2,20,5,8
1831416
1237
273785
SNAP INC
CL A
83304A106
492131
9828866
SH
DFND
10,11,12,13,19,2,20,5,6,8
7434634
429939
1964293
SNAP INC
NOTE 0.750% 8/0
83304AAB2
76124
33600000
PRN
DFND
2,5
33600000
0
0
SNAP ON INC
COM
833034101
429011
2506781
SH
DFND
10,11,12,13,19,2,20,5,6,8
2051962
110206
344613
SNOWFLAKE INC
CL A
833445109
102629
364709
SH
DFND
10,11,12,13,19,2,20,5,6,8
285831
14238
64640
SO YOUNG INTERNATIONAL INC
SPONSORED ADS
83356Q108
4711
422660
SH
DFND
1,2,5
357660
0
65000
SOC TELEMED INC
COM CL A
78472F101
241
30800
SH
DFND
20
30800
0
0
SOCIEDAD QUIMICA Y MINERA DE
SPON ADR SER B
833635105
49337
1005032
SH
DFND
13,19,2,20,5,8
1000750
0
4282
SOGOU INC
ADR REPSTG A
83409V104
378
46435
SH
DFND
2
46435
0
0
SOHU COM LTD
SPONSORED ADS
83410S108
11365
712975
SH
DFND
1,13,2,20,5
518781
700
193494
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
520542
1631179
SH
DFND
10,11,12,13,19,2,20,5,6,8
1396885
43897
190397
ARMSTRONG FLOORING INC
COM
04238R106
184
48138
SH
DFND
20
39587
0
8551
SOLARIS OILFIELD INFRSTR INC
COM CL A
83418M103
5091
625410
SH
DFND
2,20,5
524485
0
100925
SOLARWINDS CORP
COM
83417Q105
9669
646785
SH
DFND
2,20,5,8
543873
0
102912
SOLENO THERAPEUTICS INC
COM NEW
834203200
1392
721387
SH
DFND
2,20
615469
0
105918
SOLID BIOSCIENCES INC
COM
83422E105
3141
414347
SH
DFND
2,20,5
336638
0
77709
SOLITARIO ZINC CORP
COM
8342EP107
7
11586
SH
DFND
20
11586
0
0
SOLITON INC
COM
834251100
643
83765
SH
DFND
2,20
64785
0
18980
SONIC AUTOMOTIVE INC
CL A
83545G102
36823
952235
SH
DFND
2,20,5,8
851066
0
101169
SONOCO PRODS CO
COM
835495102
364404
6150281
SH
DFND
12,13,2,20,5,8
5910513
864
238904
SONOS INC
COM
83570H108
37542
1605030
SH
DFND
19,2,20,5,8
1247036
0
357994
SONY CORP
SPONSORED ADR
835699307
5103
50484
SH
DFND
1,2,20
48056
0
2428
ARMSTRONG WORLD INDS INC
COM
04247X102
43197
580687
SH
DFND
19,2,20,5,8
473134
351
107202
SORRENTO THERAPEUTICS INC
COM NEW
83587F202
86508
12675183
SH
DFND
19,2,20,5,8
11726162
0
949021
SOUTH JERSEY INDS INC
COM
838518108
301849
14006928
SH
DFND
12,19,2,20,5,8
13626639
1376
378913
SOUTH PLAINS FINANCIAL INC
COM
83946P107
3275
172801
SH
DFND
2,20
134849
0
37952
SOUTH ST CORP
COM
840441109
140350
1941222
SH
DFND
2,20,5,8
1634178
1110
305934
SOUTHERN CO
COM
842587107
3207772
52218331
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
46212868
690494
5314969
SOUTHERN CO
UNIT 08/01/2022
842587602
36636
717500
SH
DFND
2
717500
0
0
SOUTHERN COPPER CORP
COM
84265V105
243291
3736047
SH
DFND
10,12,13,19,2,20,5,6,8
1811704
39876
1884467
SOUTHERN FIRST BANCSHARES
COM
842873101
4725
133669
SH
DFND
2,20,5
111297
0
22372
SOUTHERN MO BANCORP INC
COM
843380106
4580
150450
SH
DFND
2,20
109458
0
40992
SOUTHERN NATL BANCORP OF VA
COM
843395104
5183
428027
SH
DFND
2,20
339107
0
88920
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
109064
2169992
SH
DFND
13,2,20,5,8
1980589
1100
188303
ARRAY TECHNOLOGIES INC
COM SHS
04271T100
21990
509725
SH
DFND
2,20
460891
0
48834
SOUTHSIDE BANCSHARES INC
COM
84470P109
33900
1092481
SH
DFND
2,20,5,8
958858
0
133623
SOUTHWEST AIRLS CO
COM
844741108
1999226
42892644
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
18027206
90471
24774967
SOUTHWEST AIRLS CO
NOTE 1.250% 5/0
844741BG2
89902
61700000
PRN
DFND
2,5
61700000
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
106987
1761105
SH
DFND
13,19,2,20,5,8
1526113
773
234219
SOUTHWESTERN ENERGY CO
COM
845467109
106876
35864393
SH
DFND
10,12,13,2,20,5,8
33645109
28813
2190471
SP PLUS CORP
COM
78469C103
13227
458781
SH
DFND
19,2,20,5,8
369371
0
89410
SPARK ENERGY INC
CL A COM
846511103
2281
238354
SH
DFND
2,20,5
202025
0
36329
SPARTANNASH CO
COM
847215100
24150
1387150
SH
DFND
2,20,5,8
1232217
1026
153907
SPDR GOLD TR
GOLD SHS
78463V107
120836
677482
SH
DFND
10,12,20,8
353481
0
324001
SPDR INDEX SHS FDS
DJ GLB RL ES ETF
78463X749
125834
2830282
SH
DFND
1,2
2825833
7
4442
ARROW ELECTRS INC
COM
042735100
308119
3166689
SH
DFND
10,11,12,13,19,2,20,5,6,8
2289727
84151
792811
SPDR INDEX SHS FDS
DJ INTL RL ETF
78463X863
15099
442924
SH
DFND
1,12,20
439529
0
3395
SPDR INDEX SHS FDS
EURO STOXX 50
78463X202
5127
122890
SH
DFND
10
0
0
122890
SPDR INDEX SHS FDS
LOW CARBON ETF
78463X194
26825
235100
SH
DFND
10
0
0
235100
SPDR INDEX SHS FDS
MSCI ACWI EXUS
78463X848
25971
939281
SH
DFND
1
936050
0
3231
SPDR INDEX SHS FDS
PORTFOLIO DEVLPD
78463X889
175674
5205167
SH
DFND
12,2,20
1050383
0
4154784
SPDR INDEX SHS FDS
PORTFOLIO EMG MK
78463X509
62468
1481678
SH
DFND
12,19,2,5
550761
0
930917
SPDR INDEX SHS FDS
S&P GBLINF ETF
78463X855
8175
163856
SH
DFND
5
163856
0
0
SPDR INDEX SHS FDS
S&P GLBDIV ETF
78463X459
8055
133500
SH
DFND
10
0
0
133500
SPDR INDEX SHS FDS
S&P INTL ETF
78463X772
450
12310
SH
DFND
1
7694
0
4616
SPDR INDEX SHS FDS
S&P INTL SMLCP
78463X871
107733
3042458
SH
DFND
1,2,20
2886479
38896
117083
ARROW FINL CORP
COM
042744102
10192
340759
SH
DFND
13,2,20,5,8
259935
53
80771
SPDR INDEX SHS FDS
SOLACTIVE CANADA
78463X376
35147
550200
SH
DFND
20
550200
0
0
SPDR INDEX SHS FDS
SOLACTIVE GERMNY
78463X350
25346
400200
SH
DFND
20
400200
0
0
SPDR INDEX SHS FDS
SOLACTIVE JAPAN
78463X368
90781
1025200
SH
DFND
20
1025200
0
0
SPDR INDEX SHS FDS
SOLACTV HK ETF
78463X145
3321
50200
SH
DFND
20
25100
25100
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
1557199
4148502
SH
DFND
1,10,12,2,20
3480851
1298
666353
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
52997
126083
SH
DFND
1,20
88386
1410
36287
SPDR SER TR
BLMBRG BRC CNVRT
78464A359
33265
401794
SH
DFND
2
401794
0
0
SPDR SER TR
BLOMBERG 1 10 YR
78468R861
420362
20108226
SH
DFND
2
20108226
0
0
SPDR SER TR
BLOMBERG BRC INV
78468R200
27440
897025
SH
DFND
20
0
0
897025
SPDR SER TR
BLOMBERG INTL TR
78464A516
39655
1269775
SH
DFND
1,2,20
1155680
0
114095
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
301704
3932015
SH
DFND
13,2,20,5,8
3520923
1000
410092
SPDR SER TR
BLOMBRG BRC EMRG
78464A391
4860
173247
SH
DFND
1
173247
0
0
SPDR SER TR
BLOMBRG BRC INTL
78464A151
32749
864089
SH
DFND
2,20
793384
0
70705
SPDR SER TR
BLOOMBERG BRCLYS
78468R622
962326
8833538
SH
DFND
19,2,20,5,8
7460501
0
1373037
SPDR SER TR
BLOOMBERG SRT TR
78468R408
8017
297462
SH
DFND
12,20
67265
0
230197
SPDR SER TR
DJ REIT ETF
78464A607
19018
219351
SH
DFND
1,2,20
101123
0
118228
SPDR SER TR
FTSE INT GVT ETF
78464A490
18433
313967
SH
DFND
20
313967
0
0
SPDR SER TR
PORTFLI HIGH YLD
78468R606
2988
112800
SH
DFND
10
0
0
112800
SPDR SER TR
PORTFLI INTRMDIT
78464A672
10780
326061
SH
DFND
1,12,2
326061
0
0
SPDR SER TR
PORTFLI MORTGAGE
78464A383
19096
722786
SH
DFND
2
722786
0
0
SPDR SER TR
PORTFLI TIPS ETF
78464A656
129873
4166595
SH
DFND
1,2,20
85512
0
4081083
ARTESIAN RES CORP
CL A
043113208
6394
172435
SH
DFND
13,2,20,5
139680
0
32755
SPDR SER TR
PORTFOLIO AGRGTE
78464A649
289141
9390740
SH
DFND
1,2,20
36920
5169
9348651
SPDR SER TR
PORTFOLIO INTRMD
78464A375
118070
3175633
SH
DFND
1,12,2,20
2498360
118367
558906
SPDR SER TR
PORTFOLIO LN COR
78464A367
172220
5203030
SH
DFND
12,2,20
3876050
0
1326980
SPDR SER TR
PORTFOLIO LN TSR
78464A664
627900
13913148
SH
DFND
12,2,20
13436668
0
476480
SPDR SER TR
PORTFOLIO S&P500
78464A854
26963
613364
SH
DFND
12
613364
0
0
SPDR SER TR
PORTFOLIO S&P600
78468R853
40705
1137012
SH
DFND
2
0
0
1137012
SPDR SER TR
PORTFOLIO SH TSR
78468R101
149228
4859275
SH
DFND
1,2
4859275
0
0
SPDR SER TR
PORTFOLIO SHORT
78464A474
385944
12291224
SH
DFND
1,2,20
1325595
0
10965629
SPDR SER TR
S&P 600 SML CAP
78464A813
20102
252732
SH
DFND
20
0
0
252732
SPDR SER TR
S&P DIVID ETF
78464A763
8753
82629
SH
DFND
1
77479
0
5150
ARTISAN PARTNERS ASSET MGMT
CL A
04316A108
60771
1207219
SH
DFND
2,20,5,8
941206
21100
244913
SPDR SER TR
SPDR BLOOMBERG
78468R663
7872
86017
SH
DFND
12
86017
0
0
SPDR SER TR
WELLS FG PFD ETF
78464A292
30340
683172
SH
DFND
1,2
683172
0
0
SPECTRUM BRANDS HLDGS INC NE
COM
84790A105
43455
550198
SH
DFND
10,12,13,2,20,5,8
448860
2066
99272
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
36101
10586684
SH
DFND
2,20,5,8
10018483
0
568201
SPERO THERAPEUTICS INC
COM
84833T103
6570
338831
SH
DFND
2,20,5
285817
0
53014
SPIRE INC
COM
84857L101
104419
1614452
SH
DFND
13,19,2,20,5,8
1354471
439
259542
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
102286
2615873
SH
DFND
12,13,19,2,20,5,8
2349096
887
265890
SPIRIT AIRLS INC
COM
848577102
52183
2134262
SH
DFND
13,2,20,5,8
1834373
0
299889
SPIRIT OF TEX BANCSHARES INC
COM
84861D103
3798
226095
SH
DFND
2,20
186626
0
39469
SPIRIT RLTY CAP INC NEW
COM NEW
84860W300
195155
4784390
SH
DFND
10,12,13,19,2,20,5,8
4237264
28953
518173
ARVINAS INC
COM
04335A105
65116
766700
SH
DFND
19,2,20,5,8
639844
0
126856
SPLUNK INC
COM
848637104
615787
3624620
SH
DFND
10,11,12,13,19,2,20,5,6,8
3021267
75849
527504
SPLUNK INC
NOTE 0.500% 9/1
848637AC8
26961
20573000
PRN
DFND
2,5
20573000
0
0
SPLUNK INC
NOTE 1.125% 9/1
848637AD6
31383
23126000
PRN
DFND
2,5
23126000
0
0
SPOK HLDGS INC
COM
84863T106
6827
613378
SH
DFND
2,20,5,6
550523
0
62855
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
24714
1408217
SH
DFND
2,20,5,8
1285931
0
122286
SPOTIFY TECHNOLOGY S A
SHS
L8681T102
429270
1364235
SH
DFND
10,12,13,19,2,20,5,6,8
1220862
0
143373
SPRINGWORKS THERAPEUTICS INC
COM
85205L107
78173
1077952
SH
DFND
2,20,5,8
987632
0
90320
SPROUT SOCIAL INC
COM CL A
85209W109
25172
554329
SH
DFND
19,2,20,5,8
446816
0
107513
SPROUTS FMRS MKT INC
COM
85208M102
65606
3263987
SH
DFND
12,13,19,2,20,5,8
2917893
900
345194
SPRUCE BIOSCIENCES INC
COM
85209E109
2139
87978
SH
DFND
2,20
77818
0
10160
ASANA INC
CL A
04342Y104
4354
147336
SH
DFND
2,20
147336
0
0
SPS COMMERCE INC
COM
78463M107
120166
1106602
SH
DFND
13,19,2,20,5,8
935984
200
170418
SPX CORP
COM
784635104
75007
1375272
SH
DFND
19,2,20,5,8
1164495
951
209826
SPX FLOW INC
COM
78469X107
75739
1306746
SH
DFND
12,2,20,5,8
1131590
551
174605
SQUARE INC
CL A
852234103
1613013
7411379
SH
DFND
10,11,12,13,19,2,20,5,6,8
6011277
198043
1202059
SQUARE INC
NOTE 0.500% 5/1
852234AD5
64200
22927000
PRN
DFND
2,5
22927000
0
0
SQZ BIOTECHNOLOGIES CO
COM
78472W104
1603
55308
SH
DFND
2,20
48814
0
6494
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
338909
4658540
SH
DFND
10,11,12,13,19,2,20,5,6,8
3767005
107255
784280
SSGA ACTIVE ETF TR
BLKSTN GSOSRLN
78467V608
5638
123500
SH
DFND
10
0
0
123500
SSGA ACTIVE ETF TR
INCOM ALLO ETF
78467V202
51815
1529833
SH
DFND
1
1428384
51330
50119
SSGA ACTIVE ETF TR
MULT ASS RLRTN
78467V103
731
29656
SH
DFND
1
29656
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
99812
684866
SH
DFND
12,2,20,5,8
601851
159
82856
ST JOE CO
COM
790148100
40921
963970
SH
DFND
13,2,20,5,8
820819
0
143151
STAAR SURGICAL CO
COM PAR $0.01
852312305
78379
989384
SH
DFND
2,20,5,8
811319
97
177968
STAG INDL INC
COM
85254J102
185079
5886946
SH
DFND
10,19,2,20,5,8
4852021
40113
994812
STAMPS COM INC
COM NEW
852857200
110277
562091
SH
DFND
13,2,20,5,8
493419
400
68272
STANDARD AVB FINL CORP
COM
85303B100
1940
59528
SH
DFND
2,20
50628
0
8900
STANDARD MTR PRODS INC
COM
853666105
28873
713630
SH
DFND
10,2,20,5,8
609384
17713
86533
STANDEX INTL CORP
COM
854231107
32424
418272
SH
DFND
2,20,5,8
364562
14
53696
STANLEY BLACK & DECKER INC
COM
854502101
1260546
7059512
SH
DFND
10,11,12,13,19,2,20,5,6,8
6200149
109942
749421
STANLEY BLACK & DECKER INC
UNIT 11/15/2022
854502846
20333
185500
SH
DFND
2
185500
0
0
STAR BULK CARRIERS CORP.
SHS PAR
Y8162K204
857
97074
SH
DFND
2
97074
0
0
ASCENDIS PHARMA A/S
SPONSORED ADR
04351P101
3606
21588
SH
DFND
1,13,19,2,20,5
16814
0
4774
STAR GROUP L P
UNIT LTD PARTNR
85512C105
499
53079
SH
DFND
20,5,8
33565
0
19514
STARBUCKS CORP
COM
855244109
5094458
47620659
SH
DFND
10,11,12,13,19,2,20,5,6,8
40874424
843924
5902311
STARTEK INC
COM
85569C107
2170
288525
SH
DFND
2,20
238397
0
50128
STARWOOD PPTY TR INC
COM
85571B105
79099
3998085
SH
DFND
12,13,2,20,5,8
3333554
2400
662131
STATE AUTO FINL CORP
COM
855707105
6364
358749
SH
DFND
2,20,5,8
285918
0
72831
STATE STR CORP
COM
857477103
1230059
16782007
SH
DFND
1,10,12,13,19,2,20,5,6,8
12870501
2376940
1534566
STEEL CONNECT INC
COM
858098106
22
27998
SH
DFND
20
27998
0
0
STEEL DYNAMICS INC
COM
858119100
319147
8599088
SH
DFND
10,11,12,13,19,2,20,5,6,8
6872974
224516
1501598
STEELCASE INC
CL A
858155203
23884
1749805
SH
DFND
19,2,20,5,8
1379008
1300
369497
STEPAN CO
COM
858586100
146562
1228312
SH
DFND
19,2,20,5,8
1133776
24
94512
ACADIA PHARMACEUTICALS INC
COM
004225108
139521
2609826
SH
DFND
13,19,2,20,5,8
2349384
2700
257742
ASE TECHNOLOGY HLDG CO LTD
SPONSORED ADS
00215W100
514
88035
SH
DFND
20
88035
0
0
STEPSTONE GROUP INC
COM CL A
85914M107
11919
299470
SH
DFND
2,20
251779
0
47691
STEREOTAXIS INC
COM NEW
85916J409
3738
734287
SH
DFND
2,20,5
618783
0
115504
STERICYCLE INC
COM
858912108
143735
2073195
SH
DFND
12,13,2,20,5,8
1872814
1151
199230
STERIS PLC
SHS USD
G8473T100
688102
3630302
SH
DFND
10,11,12,13,19,2,20,5,6,8
3115820
88442
426040
STERLING BANCORP DEL
COM
85917A100
173456
9647184
SH
DFND
13,2,20,5,8
9222406
2059
422719
STERLING BANCORP INC
COM
85917W102
1314
289369
SH
DFND
2,20
237537
0
51832
STERLING CONSTR INC
COM
859241101
9759
524393
SH
DFND
2,20,5,8
418498
0
105895
STEWART INFORMATION SVCS COR
COM
860372101
42759
884179
SH
DFND
2,20,5,8
779951
200
104028
STIFEL FINL CORP
COM
860630102
157782
3126870
SH
DFND
13,2,20,5,8
2688252
1291
437327
STITCH FIX INC
COM CL A
860897107
76183
1297393
SH
DFND
2,20,5,8
1049847
0
247546
ASGN INC
COM
00191U102
133505
1598293
SH
DFND
13,19,2,20,5,8
1384715
476
213102
STMICROELECTRONICS N V
NY REGISTRY
861012102
20609
555194
SH
DFND
2,20
555194
0
0
STOCK YDS BANCORP INC
COM
861025104
18005
444776
SH
DFND
2,20,5,8
352037
591
92148
STOKE THERAPEUTICS INC
COM
86150R107
26884
434108
SH
DFND
2,20,5,8
389057
0
45051
STONECO LTD
COM CL A
G85158106
169361
2018123
SH
DFND
10,2,20,8
1766207
0
251916
STONERIDGE INC
COM
86183P102
15454
511228
SH
DFND
2,20,5,8
399128
0
112100
STONEX GROUP INC
COM
861896108
28815
497665
SH
DFND
2,20,5,8
426504
0
71161
STORE CAP CORP
COM
862121100
349498
10178349
SH
DFND
10,12,19,2,20,5,8
8972287
64845
1141217
STRATASYS LTD
SHS
M85548101
5176
249831
SH
DFND
2,20,5
220423
0
29408
STRATEGIC ED INC
COM
86272C103
68602
719623
SH
DFND
19,2,20,5,8
622516
190
96917
STRATUS PPTYS INC
COM NEW
863167201
2377
93223
SH
DFND
2,20
75489
0
17734
ASHFORD HOSPITALITY TR INC
COM SHS
044103877
124
47800
SH
DFND
20
47800
0
0
STRIDE INC
COM
86333M108
17336
816602
SH
DFND
2,20,5,8
651874
0
164728
STRONGBRIDGE BIOPHARMA PLC
SHS USD
G85347105
1673
688402
SH
DFND
2,20
568268
0
120134
STRYKER CORPORATION
COM
863667101
3270355
13312221
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
11522574
210499
1579148
STURM RUGER & CO INC
COM
864159108
32393
497814
SH
DFND
2,20,5
456567
0
41247
SUMITOMO MITSUI FINL GROUP I
SPONSORED ADR
86562M209
971
157085
SH
DFND
1,20
13954
0
143131
SUMMIT FINL GROUP INC
COM
86606G101
4556
206350
SH
DFND
2,20,5
174067
0
32283
SUMMIT HOTEL PPTYS INC
COM
866082100
51758
5744483
SH
DFND
10,19,2,20,5,8
5089316
27106
628061
SUMMIT MATLS INC
CL A
86614U100
45184
2250223
SH
DFND
2,20,5,8
1773474
2052
474697
SUMO LOGIC INC
COM
86646P103
10313
360847
SH
DFND
2,20
329875
0
30972
SUN CMNTYS INC
COM
866674104
635254
4159333
SH
DFND
10,11,12,13,19,2,20,5,6,8
3489701
71520
598112
ASHLAND GLOBAL HLDGS INC
COM
044186104
119448
1508186
SH
DFND
1,12,13,2,20,5,8
1173688
899
333599
SUNCOKE ENERGY INC
COM
86722A103
12969
2981444
SH
DFND
13,2,20,5
2634295
26248
320901
SUNCOR ENERGY INC NEW
COM
867224107
3064
182589
SH
DFND
2
182589
0
0
SUNNOVA ENERGY INTL INC.
COM
86745K104
61324
1358824
SH
DFND
19,2,20,5,8
1139236
0
219588
SUNOPTA INC
COM
8676EP108
341
29211
SH
DFND
2,5
29211
0
0
SUNPOWER CORP
COM
867652406
82119
3202762
SH
DFND
19,2,20,5,8
2853022
0
349740
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
17760
13520000
PRN
DFND
2
13520000
0
0
SUNRUN INC
COM
86771W105
388661
5601910
SH
DFND
10,11,12,13,19,2,20,5,6,8
4760035
58200
783675
SUNSTONE HOTEL INVS INC NEW
COM
867892101
95583
8436253
SH
DFND
10,13,19,2,20,5,8
7023799
56237
1356217
SUPER MICRO COMPUTER INC
COM
86800U104
28171
889799
SH
DFND
19,2,20,5,8
716543
0
173256
SUPERIOR GROUP OF CO INC
COM
868358102
4628
199152
SH
DFND
2,20,5
165645
0
33507
ASLAN PHARMACEUTICALS LTD
ADS
04522R101
52
28400
SH
DFND
2
28400
0
0
SUPERIOR INDS INTL INC
COM
868168105
107
26092
SH
DFND
20
26092
0
0
SUPERNUS PHARMACEUTICALS INC
COM
868459108
44678
1775749
SH
DFND
2,20,5,8
1577705
300
197744
SUPERNUS PHARMACEUTICALS INC
NOTE 0.625% 4/0
868459AD0
8358
8850000
PRN
DFND
2,5
8850000
0
0
SURFACE ONCOLOGY INC
COM
86877M209
153
16600
SH
DFND
20
16600
0
0
SURGALIGN HOLDINGS INC
COM
86882C105
2296
1048341
SH
DFND
2,20,5
875290
0
173051
SURGERY PARTNERS INC
COM
86881A100
15026
517944
SH
DFND
2,20,5,8
434749
0
83195
SURMODICS INC
COM
868873100
20247
465227
SH
DFND
2,20,5,8
410499
0
54728
SUTRO BIOPHARMA INC
COM
869367102
9830
452770
SH
DFND
2,20,5
375234
0
77536
SUZANO S A
SPON ADS
86959K105
2698
241336
SH
DFND
10,2,20
192520
42592
6224
SVB FINANCIAL GROUP
COM
78486Q101
1018798
2626918
SH
DFND
10,12,13,19,2,20,5,6,8
2336094
55463
235361
ASML HOLDING N V
N Y REGISTRY SHS
N07059210
15894
32588
SH
DFND
20,5
32588
0
0
SVMK INC
COM
78489X103
63042
2467414
SH
DFND
19,2,20,5,8
1966058
1100
500256
SWITCH INC
CL A
87105L104
16219
990767
SH
DFND
2,20,5,8
847871
0
142896
SWK HLDGS CORP
COM NEW
78501P203
840
58383
SH
DFND
2,20
50483
0
7900
SYKES ENTERPRISES INC
COM
871237103
50102
1330028
SH
DFND
2,20,5,8
1176765
129
153134
SYNAPTICS INC
COM
87157D109
134815
1398494
SH
DFND
2,20,5,8
1252588
224
145682
SYNAPTICS INC
NOTE 0.500% 6/1
87157DAD1
19196
13858000
PRN
DFND
2,5
13858000
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
6121
1302307
SH
DFND
2,20,5
1168984
0
133323
SYNCHRONY FINANCIAL
COM
87165B103
850008
24488850
SH
DFND
10,11,12,13,19,2,20,5,6,8
21089862
583460
2815528
SYNDAX PHARMACEUTICALS INC
COM
87164F105
37802
1699720
SH
DFND
2,20,5,8
1619051
0
80669
SYNEOS HEALTH INC
CL A
87166B102
112198
1646823
SH
DFND
13,19,2,20,5,8
1499603
500
146720
ASPEN AEROGELS INC
COM
04523Y105
12765
764816
SH
DFND
2,20
706239
0
58577
SYNNEX CORP
COM
87162W100
79937
981541
SH
DFND
12,13,2,20,5,8
887017
364
94160
SYNOPSYS INC
COM
871607107
1644776
6344608
SH
DFND
10,11,12,13,19,2,20,5,6,8
5411167
192140
741301
SYNOVUS FINL CORP
COM NEW
87161C501
175442
5364834
SH
DFND
13,2,20,5,8
5042702
1890
320242
SYROS PHARMACEUTICALS INC
COM
87184Q107
7887
726939
SH
DFND
2,20,5
600797
0
126142
SYSCO CORP
COM
871829107
1766015
23781510
SH
DFND
10,11,12,13,19,2,20,5,6,8
21085655
299482
2396373
SYSTEMAX INC
COM
871851101
8751
243817
SH
DFND
2,20,5,8
193531
0
50286
T-MOBILE US INC
COM
872590104
3280053
24323712
SH
DFND
10,11,12,13,19,2,20,5,6,8
21427595
301900
2594217
T2 BIOSYSTEMS INC
COM
89853L104
141
113600
SH
DFND
20
113600
0
0
TABULA RASA HEALTHCARE INC
COM
873379101
26600
620921
SH
DFND
2,20,5,8
536132
0
84789
TACTILE SYS TECHNOLOGY INC
COM
87357P100
35522
790439
SH
DFND
19,2,20,5,8
710701
0
79738
ASPEN GROUP INC
COM NEW
04530L203
3908
351106
SH
DFND
2,20,5
284741
0
66365
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
199124
1819369
SH
DFND
1,10,13,19,2,20,5,8
1192006
0
627363
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
1157278
5569460
SH
DFND
10,11,12,13,19,2,20,5,6,8
4817111
128788
623561
TAKEDA PHARMACEUTICAL CO LTD
SPONSORED ADS
874060205
1086
59700
SH
DFND
1,20
20348
0
39352
TAL EDUCATION GROUP
SPONSORED ADS
874080104
505899
7074286
SH
DFND
1,10,11,12,13,19,2,20,5,8
5343823
173500
1556963
TALEND S A
ADS
874224207
4383
114307
SH
DFND
2,5
114307
0
0
TALOS ENERGY INC
COM
87484T108
4739
575121
SH
DFND
2,20,5
517420
0
57701
TANDEM DIABETES CARE INC
COM NEW
875372203
79999
836107
SH
DFND
13,19,2,20,5,8
701106
600
134401
TANGER FACTORY OUTLET CTRS I
COM
875465106
46617
4680374
SH
DFND
10,12,19,2,20,5,8
4107474
24042
548858
TAPESTRY INC
COM
876030107
324613
10444431
SH
DFND
10,12,13,19,2,20,5,6,8
7902794
8840
2532797
TARGA RES CORP
COM
87612G101
110624
4193469
SH
DFND
12,13,19,2,20,5,8
2909027
2100
1282342
ASPEN TECHNOLOGY INC
COM
045327103
110090
845218
SH
DFND
13,19,2,20,5,8
689382
768
155068
TARGET CORP
COM
87612E106
6628828
37550717
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
19621078
15051715
2877924
TARGET HOSPITALITY CORP
COM
87615L107
880
557227
SH
DFND
2,20
439504
0
117723
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
2773
37772
SH
DFND
10,2,20,5,8
27072
0
10700
TARSUS PHARMACEUTICALS INC
COM
87650L103
4004
96884
SH
DFND
2,20
83233
0
13651
TATA MTRS LTD
SPONSORED ADR
876568502
34350
2726212
SH
DFND
12,13,19,2,20,5,8
1648993
0
1077219
TATTOOED CHEF INC
COM CL A
87663X102
362
15800
SH
DFND
20
15800
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
117457
4579238
SH
DFND
19,2,20,5,8
4031358
1500
546380
TAYSHA GENE THERAPIES INC
COM SHS
877619106
2922
110106
SH
DFND
2,20
97399
0
12707
TCF FINL CORP
COM
872307103
174967
4726283
SH
DFND
13,19,2,20,5,8
4373027
1317
351939
TCR2 THERAPEUTICS INC
COM
87808K106
30220
977060
SH
DFND
2,20,5,8
901040
0
76020
ASPIRA WOMENS HEALTH INC
COM
04537Y109
8365
1246650
SH
DFND
2,20,5
1028596
0
218054
TE CONNECTIVITY LTD
REG SHS
H84989104
1514370
12508218
SH
DFND
10,11,12,13,19,2,20,5,6,8
10721143
370817
1416258
TEAM INC
COM
878155100
10317
946479
SH
DFND
2,20,5
846756
0
99723
TECHNIPFMC PLC
COM
G87110105
189854
20197269
SH
DFND
10,12,13,19,2,20,5,6,8
18967407
5742
1224120
TECHTARGET INC
COM
87874R100
41705
705551
SH
DFND
2,20,5,8
603100
0
102451
TEGNA INC
COM
87901J105
139285
9937883
SH
DFND
12,13,19,2,20,5,8
8983711
1629
952543
TEJON RANCH CO
COM
879080109
5840
404164
SH
DFND
2,20,5,8
326508
936
76720
TELA BIO INC
COM
872381108
1433
95262
SH
DFND
2,20
82412
0
12850
TELADOC HEALTH INC
COM
87918A105
443261
2216750
SH
DFND
10,11,12,13,19,2,20,5,6,8
1778507
55273
382970
TELECOM ARGENTINA S A
SPON ADR REP B
879273209
18193
2773344
SH
DFND
10,12,13,19,2,20,5,8
959865
74500
1738979
TELEDYNE TECHNOLOGIES INC
COM
879360105
669756
1708648
SH
DFND
10,11,12,13,19,2,20,5,6,8
1474644
32378
201626
ACADIA RLTY TR
COM SH BEN INT
004239109
63947
4506497
SH
DFND
10,19,2,20,5,8
3818090
22656
665751
ASSEMBLY BIOSCIENCES INC
COM
045396108
3836
633968
SH
DFND
19,2,20,5,8
495761
0
138207
TELEFLEX INCORPORATED
COM
879369106
775675
1884674
SH
DFND
10,11,12,13,19,2,20,5,6,8
1644096
27562
213016
TELEFONICA BRASIL SA
NEW ADR
87936R205
13024
1445671
SH
DFND
1,10,13,2,20,5
1081048
191542
173081
TELEFONICA S A
SPONSORED ADR
879382208
63
14800
SH
DFND
20
14800
0
0
TELENAV INC
COM
879455103
4852
1032322
SH
DFND
2,20,5
934219
0
98103
TELEPHONE & DATA SYS INC
COM NEW
879433829
179506
9666463
SH
DFND
10,12,2,20,5,8
9432465
27471
206527
TELLURIAN INC NEW
COM
87968A104
3453
2697582
SH
DFND
2,20,5
2229016
0
468566
TEMPUR SEALY INTL INC
COM
88023U101
153728
5693620
SH
DFND
13,2,20,5,8
5270999
1488
421133
TENABLE HLDGS INC
COM
88025T102
79390
1519129
SH
DFND
2,20,5,8
1229494
0
289635
TENARIS S A
SPONSORED ADS
88031M109
2489
154733
SH
DFND
1,20
4920
0
149813
TENCENT MUSIC ENTMT GROUP
SPON ADS
88034P109
135673
7051816
SH
DFND
1,10,12,13,19,2,20,5,8
5338546
170300
1542970
ASSERTIO HOLDINGS INC
COM STK
04546C106
17
46559
SH
DFND
20,5
46559
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
132462
3317346
SH
DFND
1,12,13,19,2,20,5,8
2899211
681
417454
TENNANT CO
COM
880345103
39095
557144
SH
DFND
19,2,20,5,8
478372
278
78494
TENNECO INC
CL A VTG COM STK
880349105
11600
1094313
SH
DFND
12,13,19,2,20,5,8
871472
623
222218
TERADATA CORP DEL
COM
88076W103
66028
2938518
SH
DFND
1,13,19,2,20,5,6,8
2634368
1664
302486
TERADYNE INC
COM
880770102
801715
6687090
SH
DFND
10,11,12,13,19,2,20,5,6,8
5585910
247659
853521
TERADYNE INC
NOTE 1.250%12/1
880770AG7
47366
12528000
PRN
DFND
2,5
12528000
0
0
TEREX CORP NEW
COM
880779103
75844
2173803
SH
DFND
12,13,2,20,5,8
1897761
695
275347
TERMINIX GLOBAL HOLDINGS INC
COM
88087E100
81441
1596567
SH
DFND
12,13,19,2,20,5,8
1323787
1400
271380
TERNIUM SA
SPONSORED ADS
880890108
2426
83431
SH
DFND
13,2,20,5
75331
0
8100
TERRENO RLTY CORP
COM
88146M101
159410
2711330
SH
DFND
10,19,2,20,5,8
2193156
17952
500222
ASSETMARK FINL HLDGS INC
COM
04546L106
7586
313473
SH
DFND
2,20,5,8
251974
0
61499
TERRITORIAL BANCORP INC
COM
88145X108
4182
174024
SH
DFND
13,2,20,5,6
148462
0
25562
TESLA INC
COM
88160R101
20852816
29550379
SH
DFND
10,11,12,13,19,2,20,5,6,8
25626327
509132
3414920
TESLA INC
NOTE 1.250% 3/0
88160RAC5
102806
10450000
PRN
DFND
2,5
10450000
0
0
TESLA INC
NOTE 2.000% 5/1
88160RAG6
357882
31451000
PRN
DFND
2,5
31451000
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
145701
13433000
PRN
DFND
2,5
13433000
0
0
TETRA TECH INC NEW
COM
88162G103
193798
1673845
SH
DFND
13,19,2,20,5,8
1446392
472
226981
TETRA TECHNOLOGIES INC DEL
COM
88162F105
84
96984
SH
DFND
20
96984
0
0
TEVA PHARMACEUTICAL FIN LLC
DBCV 0.250% 2/0
88163VAE9
12047
12157000
PRN
DFND
2,5
12157000
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADS
881624209
161417
16728885
SH
DFND
1,10,12,13,19,2,20,5,6,8
11392692
729825
4606368
TEXAS CAP BANCSHARES INC
COM
88224Q107
129860
2182528
SH
DFND
13,2,20,5,8
1964259
800
217469
ASSOCIATED BANC CORP
COM
045487105
107983
6333302
SH
DFND
12,13,2,20,5,8
5933691
1561
398050
TEXAS INSTRS INC
COM
882508104
6412099
39067199
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
33051807
1357988
4657404
TEXAS PAC LD TR
SUB CTF PROP I T
882610108
9533
13113
SH
DFND
19,20,5,8
5857
100
7156
TEXAS ROADHOUSE INC
COM
882681109
159385
2039209
SH
DFND
13,2,20,5,8
1759060
800
279349
TEXTAINER GROUP HOLDINGS LTD
SHS
G8766E109
16259
847722
SH
DFND
2,20,5
693589
0
154133
TEXTRON INC
COM
883203101
483842
10007082
SH
DFND
10,11,12,13,19,2,20,5,6,8
9017926
137929
851227
TFS FINL CORP
COM
87240R107
12632
716526
SH
DFND
2,20,5,6,8
565064
0
151462
TG THERAPEUTICS INC
COM
88322Q108
193142
3712842
SH
DFND
13,2,20,5,8
3238586
800
473456
THE AARONS COMPANY INC
COM
00258W108
20077
1058898
SH
DFND
19,2,20,5,8
935827
402
122669
THE ODP CORP
COM
88337F105
57441
1960437
SH
DFND
12,13,2,20,5,8
1740702
874
218861
THE PROVIDENCE SERVICE CORP
COM
743815102
54191
390905
SH
DFND
2,20,5,8
342154
0
48751
ASSOCIATED CAP GROUP INC
CL A
045528106
1519
43251
SH
DFND
2,20
33256
0
9995
THE REALREAL INC
COM
88339P101
31951
1635152
SH
DFND
2,20,5,8
1445140
0
190012
THE TRADE DESK INC
COM CL A
88339J105
647087
807849
SH
DFND
10,11,12,13,19,2,20,5,6,8
652354
19962
135533
THERAPEUTICSMD INC
COM
88338N107
5360
4429496
SH
DFND
2,20,5,8
3542885
0
886611
THERAVANCE BIOPHARMA INC
COM
G8807B106
18647
1049345
SH
DFND
2,20,5,8
848518
882
199945
THERMO FISHER SCIENTIFIC INC
COM
883556102
7352998
15778997
SH
DFND
10,11,12,13,19,2,20,5,6,8
13686108
266926
1825963
THERMON GROUP HLDGS INC
COM
88362T103
10032
641856
SH
DFND
19,2,20,5,8
513899
0
127957
THIRD PT REINS LTD
COM
G8827U100
24819
2607058
SH
DFND
2,20,5,8
2259038
0
348020
THOMSON REUTERS CORP.
COM NEW
884903709
955
11657
SH
DFND
20
2125
9532
0
THOR INDS INC
COM
885160101
117557
1258606
SH
DFND
12,13,2,20,5,8
1139982
3845
114779
TIDEWATER INC NEW
COM
88642R109
12043
1393840
SH
DFND
2,20,5
1266518
0
127322
ASSURANT INC
COM
04621X108
394611
2896867
SH
DFND
10,11,12,13,19,2,20,5,6,8
2260573
37422
598872
TIFFANY & CO NEW
COM
886547108
638231
4855317
SH
DFND
10,11,12,13,19,2,20,5,6,8
4135134
71448
648735
TILLYS INC
CL A
886885102
3036
372084
SH
DFND
2,20
300501
0
71583
TILRAY INC
COM CL 2
88688T100
1314
159119
SH
DFND
19,2,20,5
102628
0
56491
TILRAY INC
NOTE 5.000%10/0
88688TAB6
6013
6997000
PRN
DFND
2
6997000
0
0
TIM S A
SPONSORED ADR
88706T108
10487
741660
SH
DFND
10,2,20
557074
64969
119617
TIMBERLAND BANCORP INC
COM
887098101
3060
126128
SH
DFND
2,20
100830
0
25298
TIMKEN CO
COM
887389104
131586
1700962
SH
DFND
10,12,2,20,5,8
1542228
15943
142791
TIMKENSTEEL CORPORATION
COM
887399103
5645
1208791
SH
DFND
2,20,5
1061121
0
147670
TIPTREE INC
COM
88822Q103
2250
448210
SH
DFND
2,20
366411
0
81799
TITAN INTL INC ILL
COM
88830M102
2903
597382
SH
DFND
2,20
597382
0
0
ASSURED GUARANTY LTD
COM
G0585R106
69673
2212528
SH
DFND
12,13,19,2,20,5,8
2041619
806
170103
TITAN MACHY INC
COM
88830R101
6774
346471
SH
DFND
2,20,5
286383
0
60088
TIVITY HEALTH INC
COM
88870R102
30606
1562309
SH
DFND
19,2,20,5,8
1388736
0
173573
TIZIANA LIFE SCIENCES PLC
SPONSORED ADS
88875G101
387
191654
SH
DFND
2
191654
0
0
TJX COS INC NEW
COM
872540109
3268791
47866325
SH
DFND
10,11,12,13,19,2,20,5,6,8
41371116
801004
5694205
TOLL BROTHERS INC
COM
889478103
162031
3727432
SH
DFND
13,2,20,5,8
3455546
1126
270760
TOMPKINS FINL CORP
COM
890110109
89528
1268108
SH
DFND
2,20,5,8
405816
0
862292
TOOTSIE ROLL INDS INC
COM
890516107
17137
575221
SH
DFND
2,20,5,6,8
502431
748
72042
TOPBUILD CORP
COM
89055F103
222807
1210384
SH
DFND
19,2,20,5,8
1073281
340
136763
TORCHLIGHT ENERGY RES INC
COM
89102U103
11
15300
SH
DFND
20
15300
0
0
TORO CO
COM
891092108
244810
2574171
SH
DFND
13,19,2,20,5,8
2328273
972
244926
ASTEC INDS INC
COM
046224101
38650
667754
SH
DFND
2,20,5,8
580770
463
86521
TORONTO DOMINION BK ONT
COM NEW
891160509
463
8211
SH
DFND
20
8211
0
0
TOTAL SE
SPONSORED ADS
89151E109
205
4800
SH
DFND
20
4800
0
0
TOWER SEMICONDUCTOR LTD
SHS NEW
M87915274
232
8977
SH
DFND
20
8977
0
0
TOWNEBANK PORTSMOUTH VA
COM
89214P109
31769
1342772
SH
DFND
2,20,5,8
1058377
1500
282895
TOYOTA MOTOR CORP
SP ADR REP2COM
892331307
15966
103295
SH
DFND
2,20
103295
0
0
TPG RE FIN TR INC
COM
87266M107
15353
1395792
SH
DFND
2,20,5,8
1135764
0
260028
TPI COMPOSITES INC
COM
87266J104
45100
854495
SH
DFND
19,2,20,5,8
732268
0
122227
TRACTOR SUPPLY CO
COM
892356106
709991
5050439
SH
DFND
10,11,12,13,19,2,20,5,6,8
4302455
173489
574495
TRADEWEB MKTS INC
CL A
892672106
120743
1933439
SH
DFND
10,11,12,13,19,2,20,5,6,8
1568240
86739
278460
TRANE TECHNOLOGIES PLC
SHS
G8994E103
1697822
11696210
SH
DFND
10,11,12,13,19,2,20,5,6,8
10292602
181012
1222596
ASTRAZENECA PLC
SPONSORED ADR
046353108
22751
454935
SH
DFND
1,20
30374
0
424561
TRANSCAT INC
COM
893529107
4789
138078
SH
DFND
2,20,5
114806
0
23272
TRANSCONTINENTAL RLTY INVS
COM NEW
893617209
538
22322
SH
DFND
2,20
17836
0
4486
TRANSDIGM GROUP INC
COM
893641100
1359430
2196703
SH
DFND
10,11,12,13,19,2,20,5,6,8
1935673
29478
231552
TRANSENTERIX INC
COM
89366M300
7
11824
SH
DFND
20
11822
0
2
TRANSLATE BIO INC
COM
89374L104
56906
3087676
SH
DFND
19,2,20,5,6,8
2836864
0
250812
TRANSMEDICS GROUP INC
COM
89377M109
7772
390568
SH
DFND
2,20,5
318941
0
71627
TRANSOCEAN LTD
REG SHS
H8817H100
35723
15464572
SH
DFND
13,19,2,20,5,8
12867947
0
2596625
TRANSPORTADORA DE GAS SUR
SPONSORED ADS B
893870204
1587
305223
SH
DFND
2,20,5
208081
0
97142
TRANSUNION
COM
89400J107
371117
3740344
SH
DFND
10,11,12,13,19,2,20,5,6,8
3002172
110660
627512
TRAVELCENTERS OF AMERICA INC
COM NEW
89421B109
2965
90940
SH
DFND
2,20
90940
0
0
ASTRONICS CORP
COM
046433108
5774
436415
SH
DFND
2,20,5
352810
0
83605
TRAVELERS COMPANIES INC
COM
89417E109
2313278
16479860
SH
DFND
10,11,12,13,19,2,20,5,6,8
9821552
158026
6500282
TREAN INS GROUP INC
COM
89457R101
2167
165394
SH
DFND
2,20
138425
0
26969
TRECORA RES
COM
894648104
2905
415658
SH
DFND
2,20,5
338836
0
76822
TREDEGAR CORP
COM
894650100
13929
828818
SH
DFND
2,20,5,8
716419
1576
110823
TREEHOUSE FOODS INC
COM
89469A104
54781
1289275
SH
DFND
12,13,2,20,5,8
1171495
871
116909
TREVENA INC
COM
89532E109
186
86731
SH
DFND
20
86731
0
0
TREX CO INC
COM
89531P105
258451
3087090
SH
DFND
13,19,2,20,5,8
2813407
1200
272483
TRI POINTE GROUP INC
COM
87265H109
86303
5003082
SH
DFND
10,2,20,5,8
4422508
59334
521240
TRIBUNE PUBG CO NEW
COM
89609W107
7047
514374
SH
DFND
2,20,5
446024
8800
59550
TRICIDA INC
COM
89610F101
3724
528289
SH
DFND
19,2,20,5,8
421869
0
106420
ACCEL ENTERTAINMENT INC
COM CL A1
00436Q106
8701
861477
SH
DFND
19,2,20,5,8
692582
0
168895
ASURE SOFTWARE INC
COM
04649U102
1466
206504
SH
DFND
2,20
180504
0
26000
TRICO BANCSHARES
COM
896095106
23087
654388
SH
DFND
2,20,5,8
489738
0
164650
TRIMAS CORP
COM NEW
896215209
26444
834986
SH
DFND
2,20,5,8
655542
200
179244
TRIMBLE INC
COM
896239100
542174
8120029
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
6862405
148178
1109446
TRINET GROUP INC
COM
896288107
68546
850441
SH
DFND
2,20,5,8
671730
600
178111
TRINITY INDS INC
COM
896522109
63162
2393411
SH
DFND
13,2,20,5,8
1988912
658
403841
TRINSEO S A
SHS
L9340P101
68696
1341465
SH
DFND
12,2,20,5,8
1184624
2400
154441
TRIP COM GROUP LTD
ADS
89677Q107
290327
8608137
SH
DFND
1,10,12,13,19,2,20,5,8
6507186
275371
1825580
TRIPADVISOR INC
COM
896945201
64927
2255977
SH
DFND
13,19,2,20,5,8
2028912
1093
225972
TRIPLE-S MGMT CORP
CL B
896749108
12233
572986
SH
DFND
2,20,5,8
486077
0
86909
TRISTATE CAP HLDGS INC
COM
89678F100
10841
623065
SH
DFND
2,20,5,8
511342
0
111723
AT HOME GROUP INC
COM
04650Y100
21825
1411698
SH
DFND
2,20,5,8
1236677
0
175021
TRITON INTL LTD
CL A
G9078F107
65559
1351456
SH
DFND
2,20,5,8
1070318
12500
268638
TRIUMPH BANCORP INC
COM
89679E300
38671
796527
SH
DFND
2,20,5,8
700148
0
96379
TRIUMPH GROUP INC NEW
COM
896818101
51242
4079778
SH
DFND
2,20,5,8
3859358
202
220218
TRONOX HOLDINGS PLC
SHS
G9087Q102
25978
1776867
SH
DFND
2,20,5,8
1391887
1600
383380
TRUEBLUE INC
COM
89785X101
21647
1158213
SH
DFND
19,2,20,5,6,8
988691
1702
167820
TRUECAR INC
COM
89785L107
9116
2170542
SH
DFND
2,20,5,8
1764230
0
406312
TRUIST FINL CORP
COM
89832Q109
2801070
58440844
SH
DFND
10,12,13,19,2,20,5,6,8
51648452
663980
6128412
TRUPANION INC
COM
898202106
117810
984132
SH
DFND
19,2,20,5,8
859994
0
124138
TRUSTCO BK CORP N Y
COM
898349105
21088
3133235
SH
DFND
2,20,5,8
2750908
1400
380927
TRUSTMARK CORP
COM
898402102
62169
2276410
SH
DFND
2,20,5,8
2025894
895
249621
AT&T INC
COM
00206R102
8277639
287817755
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
249626661
4758831
33432263
TSAKOS ENERGY NAVIGATION LTD
SHS
G9108L173
324
40387
SH
DFND
2,20
14587
0
25800
TTEC HLDGS INC
COM
89854H102
40466
554866
SH
DFND
2,20,5,8
483046
0
71820
TTM TECHNOLOGIES INC
COM
87305R109
46353
3360157
SH
DFND
2,20,5,8
2958136
700
401321
TUCOWS INC
COM NEW
898697206
13426
181699
SH
DFND
2,20,5,8
145122
0
36577
TUFIN SOFTWARE TECHNOLOGIE
SHS
M8893U102
190
15230
SH
DFND
2
15230
0
0
TUPPERWARE BRANDS CORP
COM
899896104
50157
1548532
SH
DFND
13,2,20,5,8
1387795
0
160737
TURKCELL ILETISIM HIZMETLERI
SPON ADR NEW
900111204
1628
302118
SH
DFND
2,20
302118
0
0
TURNING POINT THERAPEUTICS I
COM
90041T108
153375
1258720
SH
DFND
13,2,20,5,8
1102860
300
155560
TURNING PT BRANDS INC
COM
90041L105
8964
200956
SH
DFND
2,20,5
174265
0
26691
TURTLE BEACH CORP
COM NEW
900450206
4838
224506
SH
DFND
2,20
183906
0
40600
ATARA BIOTHERAPEUTICS INC
COM
046513107
58585
2984441
SH
DFND
2,20,5,8
2672796
0
311645
TUTOR PERINI CORP
COM
901109108
10453
807203
SH
DFND
12,2,20,5,8
637179
800
169224
TWILIO INC
CL A
90138F102
904281
2671437
SH
DFND
10,11,12,13,19,2,20,5,6,8
2183374
60797
427266
TWILIO INC
NOTE 0.250% 6/0
90138FAB8
56641
11794000
PRN
DFND
2,5
11794000
0
0
TWIST BIOSCIENCE CORP
COM
90184D100
155643
1101583
SH
DFND
13,19,2,20,5,8
965847
0
135736
TWITTER INC
COM
90184L102
1937835
35786433
SH
DFND
10,11,12,13,19,2,20,5,6,8
31445053
490852
3850528
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
36748
30350000
PRN
DFND
2,5
30350000
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
27468
26880000
PRN
DFND
2,5
26880000
0
0
TWO HBRS INVT CORP
COM NEW
90187B408
37571
5746501
SH
DFND
13,2,20,5,8
4547471
2027
1197003
TYLER TECHNOLOGIES INC
COM
902252105
731387
1675495
SH
DFND
10,11,12,13,19,2,20,5,6,8
1430386
26971
218138
TYME TECHNOLOGIES INC
COM
90238J103
1451
1188936
SH
DFND
2,20
896571
0
292365
ATEA PHARMACEUTICALS INC
COM
04683R106
9303
222674
SH
DFND
2,20
186492
0
36182
TYSON FOODS INC
CL A
902494103
857336
13304406
SH
DFND
10,11,12,13,19,2,20,5,6,8
11282227
314049
1708130
U S CONCRETE INC
COM
90333L201
20279
507348
SH
DFND
2,20,5,8
447331
0
60017
U S PHYSICAL THERAPY INC
COM
90337L108
49811
414232
SH
DFND
2,20,5,8
365344
300
48588
U S SILICA HLDGS INC
COM
90346E103
16970
2417315
SH
DFND
13,2,20,5
2166004
0
251311
U S XPRESS ENTERPRISES INC
COM CL A
90338N202
2579
377090
SH
DFND
2,20
304336
0
72754
UBER TECHNOLOGIES INC
COM
90353T100
1213916
23802272
SH
DFND
10,11,12,13,19,2,20,5,6,8
19702667
496216
3603389
UBIQUITI INC
COM
90353W103
24929
89508
SH
DFND
19,2,20,5,8
81501
0
8007
UDR INC
COM
902653104
640353
16662840
SH
DFND
10,11,12,13,19,2,20,5,6,8
14245964
251712
2165164
UFP INDUSTRIES INC
COM
90278Q108
104586
1882730
SH
DFND
2,20,5,8
1626509
651
255570
UFP TECHNOLOGIES INC
COM
902673102
6403
137397
SH
DFND
2,20,5
116472
0
20925
ATHENE HOLDING LTD
CL A
G0684D107
123638
2865971
SH
DFND
10,11,12,13,19,2,20,5,6,8
2155446
199262
511263
UGI CORP NEW
COM
902681105
470068
13322171
SH
DFND
10,11,12,13,19,2,20,5,6,8
12514770
126175
681226
ULTA BEAUTY INC
COM
90384S303
640578
2230734
SH
DFND
10,11,12,13,19,2,20,5,6,8
1909642
68853
252239
ULTRA CLEAN HLDGS INC
COM
90385V107
40064
1286172
SH
DFND
2,20,5,8
1121904
0
164268
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
232050
1676299
SH
DFND
13,19,2,20,5,8
1418516
600
257183
ULTRALIFE CORP
COM
903899102
833
128683
SH
DFND
2,20
110783
0
17900
ULTRAPAR PARTICIPACOES SA
SP ADR REP COM
90400P101
11299
2494184
SH
DFND
10,13,2,20
2134600
299660
59924
UMB FINL CORP
COM
902788108
115591
1667583
SH
DFND
12,13,2,20,5,8
1466119
308
201156
UMH PPTYS INC
COM
903002103
12757
861398
SH
DFND
2,20,5,8
697317
0
164081
UMPQUA HLDGS CORP
COM
904214103
141534
9348339
SH
DFND
12,13,2,20,5,8
8816142
2162
530035
UNDER ARMOUR INC
CL A
904311107
132663
7726450
SH
DFND
10,12,13,19,2,20,5,6,8
5222411
2010
2502029
ATHENEX INC
COM
04685N103
36695
3317836
SH
DFND
2,20,5,8
3041841
0
275995
UNDER ARMOUR INC
CL C
904311206
89692
6027719
SH
DFND
10,12,13,19,2,20,5,6,8
5346281
2047
679391
UNIFI INC
COM NEW
904677200
7708
434521
SH
DFND
2,20,5
392959
0
41562
UNIFIRST CORP MASS
COM
904708104
101347
478211
SH
DFND
2,20,5,8
414166
143
63902
UNILEVER PLC
SPON ADR NEW
904767704
6444
106159
SH
DFND
1,20
38182
0
67977
UNION PAC CORP
COM
907818108
5823884
27969857
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
24111785
703216
3154856
UNIQURE NV
SHS
N90064101
39458
1092101
SH
DFND
2,20,5,8
1057451
700
33950
UNISYS CORP
COM NEW
909214306
39635
2013949
SH
DFND
19,2,20,5,8
1757303
1550
255096
UNITED AIRLS HLDGS INC
COM
910047109
402402
9304093
SH
DFND
10,12,13,19,2,20,5,6,8
8657897
952
645244
UNITED BANKSHARES INC WEST V
COM
909907107
303834
9280760
SH
DFND
13,2,20,5,8
8771960
1845
506955
UNITED CMNTY BKS BLAIRSVLE G
COM
90984P303
95812
3350216
SH
DFND
2,20,5,8
3030748
529
318939
ATHERSYS INC NEW
COM
04744L106
16938
9678651
SH
DFND
2,20,5,6,8
9038424
0
640227
UNITED FIRE GROUP INC
COM
910340108
17467
695898
SH
DFND
2,20,5,8
600027
0
95871
UNITED INS HLDGS CORP
COM
910710102
3474
607265
SH
DFND
2,20,5
545758
0
61507
UNITED MICROELECTRONICS CORP
SPON ADR NEW
910873405
26766
3175099
SH
DFND
2,20,5
2993574
0
181525
UNITED NAT FOODS INC
COM
911163103
28355
1775513
SH
DFND
19,2,20,5,8
1521612
256
253645
UNITED PARCEL SERVICE INC
CL B
911312106
4939698
29333122
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
25452355
519778
3360989
UNITED RENTALS INC
COM
911363109
972968
4195456
SH
DFND
10,11,12,13,19,2,20,5,6,8
3685074
114268
396114
UNITED SEC BANCSHARES CALIF
COM
911460103
1581
220789
SH
DFND
2,20
183362
0
37427
UNITED STATES ANTIMONY CORP
COM
911549103
13
24057
SH
DFND
20
24057
0
0
UNITED STATES CELLULAR CORP
COM
911684108
6845
223037
SH
DFND
2,20,5,8
193214
0
29823
UNITED STATES STL CORP NEW
COM
912909108
151952
9060959
SH
DFND
1,12,13,2,20,5,8
8132570
1861
926528
ATHIRA PHARMA INC
COM
04746L104
6742
196855
SH
DFND
2,20
168722
0
28133
UNITED STATES STL CORP NEW
NOTE 5.000%11/0
912909AT5
13656
9011000
PRN
DFND
2,5
9011000
0
0
UNITED STS LIME & MINERALS I
COM
911922102
4866
42684
SH
DFND
2,20,5,6
33920
0
8764
UNITED THERAPEUTICS CORP DEL
COM
91307C102
233678
1539482
SH
DFND
12,13,2,20,5,6,8
1439765
457
99260
UNITEDHEALTH GROUP INC
COM
91324P102
15509820
44227842
SH
DFND
10,11,12,13,19,2,20,5,6,8
33608100
968390
9651352
UNITI GROUP INC
COM
91325V108
76433
6436324
SH
DFND
12,13,2,20,5,8
5659794
3741
772789
UNITIL CORP
COM
913259107
15652
353563
SH
DFND
13,19,2,20,5,8
282519
0
71044
UNITY BANCORP INC
COM
913290102
2433
138641
SH
DFND
2,20
112199
0
26442
UNITY BIOTECHNOLOGY INC
COM
91381U101
3276
625176
SH
DFND
2,20,5
514344
0
110832
UNITY SOFTWARE INC
COM
91332U101
38533
251080
SH
DFND
2,20
228380
0
22700
UNIVAR SOLUTIONS USA INC
COM
91336L107
72581
3818053
SH
DFND
12,13,19,2,20,5,8
3398494
2000
417559
ATKORE INTL GROUP INC
COM
047649108
40176
977290
SH
DFND
2,20,5,8
785770
0
191520
UNIVERSAL CORP VA
COM
913456109
62888
1293731
SH
DFND
12,2,20,5,8
1235132
112
58487
UNIVERSAL DISPLAY CORP
COM
91347P105
254603
1107933
SH
DFND
13,19,2,20,5,8
1008377
410
99146
UNIVERSAL ELECTRS INC
COM
913483103
25215
480660
SH
DFND
2,20,5,8
422052
436
58172
UNIVERSAL HEALTH RLTY INCM T
SH BEN INT
91359E105
42012
653680
SH
DFND
10,19,2,20,5,8
565802
3700
84178
UNIVERSAL HLTH SVCS INC
CL B
913903100
462969
3367049
SH
DFND
10,11,12,13,19,2,20,5,6,8
2920749
81211
365089
UNIVERSAL INS HLDGS INC
COM
91359V107
14214
940716
SH
DFND
2,20,5,8
809405
8300
123011
UNIVERSAL LOGISTICS HLDGS IN
COM
91388P105
2852
137816
SH
DFND
2,20
114974
0
22842
UNIVERSAL TECHNICAL INST INC
COM
913915104
3126
483912
SH
DFND
2,20,5
407147
0
76765
UNIVEST FINANCIAL CORPORATIO
COM
915271100
13864
673684
SH
DFND
2,20,5,8
545808
0
127876
UNUM GROUP
COM
91529Y106
204583
8918196
SH
DFND
10,12,13,19,2,20,5,6,8
8187728
3261
727207
ACCELERATE DIAGNOSTICS INC
COM
00430H102
6207
818877
SH
DFND
19,2,20,5,8
705420
0
113457
ATLANTIC CAP BANCSHARES INC
COM
048269203
6135
385354
SH
DFND
2,20,5
317343
0
68011
UP FINTECH HLDG LTD
SPONSORED ADS
91531W106
452
56954
SH
DFND
2
56954
0
0
UPLAND SOFTWARE INC
COM
91544A109
29495
642736
SH
DFND
2,20,5,8
539553
0
103183
UPWORK INC
COM
91688F104
61188
1772538
SH
DFND
2,20,5,8
1404064
0
368474
URANIUM ENERGY CORP
COM
916896103
5716
3247745
SH
DFND
2,20,5
2639063
0
608682
URBAN EDGE PPTYS
COM
91704F104
74411
5554789
SH
DFND
10,13,19,2,20,5,8
4786091
30092
738606
URBAN ONE INC
CL D NON VTG
91705J204
20
17372
SH
DFND
20
17372
0
0
URBAN OUTFITTERS INC
COM
917047102
70095
2738087
SH
DFND
12,2,20,5,8
2109384
1466
627237
UROGEN PHARMA LTD
COM
M96088105
7936
440411
SH
DFND
2,20,5,8
333340
300
106771
URSTADT BIDDLE PPTYS INC
CL A
917286205
14199
1004877
SH
DFND
2,20,5,8
870284
0
134593
US BANCORP DEL
COM NEW
902973304
2739679
58282332
SH
DFND
1,10,12,13,19,2,20,5,6,8
50964172
847140
6471020
ATLANTIC POWER CORP
COM NEW
04878Q863
3858
1837362
SH
DFND
2,20,5
1505723
0
331639
US ECOLOGY INC
COM
91734M103
34898
960574
SH
DFND
2,20,5,8
839511
400
120663
US FOODS HLDG CORP
COM
912008109
93173
2797152
SH
DFND
12,13,19,2,20,5,8
2312930
1900
482322
US WELL SERVICES INC
CL A
91274U101
5
11000
SH
DFND
20
11000
0
0
USANA HEALTH SCIENCES INC
COM
90328M107
27552
357360
SH
DFND
2,20,5,8
311303
0
46057
UTAH MED PRODS INC
COM
917488108
6545
77376
SH
DFND
2,20,5
65736
0
11640
UTZ BRANDS INC
COM CL A
918090101
1392
62989
SH
DFND
20,5,8
59689
0
3300
UXIN LTD
ADS
91818X108
224
256247
SH
DFND
2,20,5
256247
0
0
V F CORP
COM
918204108
1371362
16056224
SH
DFND
10,11,12,13,19,2,20,5,6,8
13281517
253858
2520849
VAALCO ENERGY INC
COM NEW
91851C201
49
27558
SH
DFND
20
27558
0
0
VAIL RESORTS INC
COM
91879Q109
261084
935919
SH
DFND
10,11,12,13,19,2,20,5,6,8
642762
20650
272507
ATLANTIC UN BANKSHARES CORP
COM
04911A107
63812
1937214
SH
DFND
2,20,5,8
1604858
500
331856
VALE S A
SPONSORED ADS
91912E105
208461
12434208
SH
DFND
1,10,2,20,5,8
10521702
1412789
499717
VALERO ENERGY CORP
COM
91913Y100
1437090
25403743
SH
DFND
10,11,12,13,19,2,20,5,6,8
22808448
441708
2153587
VALLEY NATL BANCORP
COM
919794107
149557
15165109
SH
DFND
19,2,20,5,8
13539422
6253
1619434
VALMONT INDS INC
COM
920253101
95152
542550
SH
DFND
13,19,2,20,5,8
493927
216
48407
VALUE LINE INC
COM
920437100
394
11936
SH
DFND
2,20
8236
0
3700
VALVOLINE INC
COM
92047W101
101512
4386867
SH
DFND
13,19,2,20,5,8
3959939
1813
425115
VANDA PHARMACEUTICALS INC
COM
921659108
42099
3203904
SH
DFND
2,20,5,8
2983770
0
220134
VANECK VECTORS ETF TR
AGRIBUSINESS ETF
92189F700
1246
16000
SH
DFND
10
0
0
16000
VANGUARD BD INDEX FDS
TOTAL BND MRKT
921937835
303827
3445140
SH
DFND
1,12,2
3445140
0
0
VANGUARD CHARLOTTE FDS
INTL BD IDX ETF
92203J407
16104
275049
SH
DFND
12
275049
0
0
ATLANTICA SUSTAINABLE INFR P
SHS
G0751N103
14535
382694
SH
DFND
2,20,5
382694
0
0
VANGUARD INDEX FDS
MID CAP ETF
922908629
228
1101
SH
DFND
1
1101
0
0
VANGUARD INDEX FDS
REAL ESTATE ETF
922908553
43551
512785
SH
DFND
1,10,2,20
473185
39600
0
VANGUARD INDEX FDS
S&P 500 ETF SHS
922908363
7009
20392
SH
DFND
1
20392
0
0
VANGUARD INDEX FDS
TOTAL STK MKT
922908769
12263
63005
SH
DFND
1
63005
0
0
VANGUARD INDEX FDS
VALUE ETF
922908744
39222
329706
SH
DFND
20
329706
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EMR MKT ETF
922042858
37654
751426
SH
DFND
1,20
740099
8809
2518
VANGUARD INTL EQUITY INDEX F
FTSE PACIFIC ETF
922042866
44290
556478
SH
DFND
2,20
477466
0
79012
VANGUARD INTL EQUITY INDEX F
TT WRLD ST ETF
922042742
1155
12471
SH
DFND
1
12471
0
0
VANGUARD SCOTTSDALE FDS
INT-TERM CORP
92206C870
83559
860195
SH
DFND
1,20
860195
0
0
VANGUARD SCOTTSDALE FDS
INTER TERM TREAS
92206C706
472056
6800000
SH
DFND
2
6800000
0
0
ATLANTICUS HLDGS CORP
COM
04914Y102
1866
75758
SH
DFND
2,20
65516
0
10242
VANGUARD SCOTTSDALE FDS
LG-TERM COR BD
92206C813
54032
486468
SH
DFND
12,2
486468
0
0
VANGUARD SCOTTSDALE FDS
SHORT TERM TREAS
92206C102
462000
7500000
SH
DFND
2
7500000
0
0
VANGUARD TAX-MANAGED INTL FD
FTSE DEV MKT ETF
921943858
10314
218469
SH
DFND
1,20
52268
124155
42046
VAPOTHERM INC
COM
922107107
18964
706028
SH
DFND
19,2,20,5,8
635585
0
70443
VAREX IMAGING CORP
COM
92214X106
28148
1687555
SH
DFND
13,19,2,20,5,8
1517865
1161
168529
VARIAN MED SYS INC
COM
92220P105
680041
3885726
SH
DFND
10,11,12,13,19,2,20,5,6,8
3342036
128223
415467
VARONIS SYS INC
COM
922280102
109385
668572
SH
DFND
2,20,5,8
537618
300
130654
VAXART INC
COM NEW
92243A200
53931
9444967
SH
DFND
2,20,5,6,8
9292217
0
152750
VAXCYTE INC
COM
92243G108
24493
921830
SH
DFND
2,20,5,8
866132
0
55698
VBI VACCINES INC
COM NEW
91822J103
61307
22293634
SH
DFND
2,20,5,8
21769610
0
524024
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW
049164205
59126
1084094
SH
DFND
2,20,5,8
998008
0
86086
VECTOR GROUP LTD
COM
92240M108
46373
3980480
SH
DFND
2,20,5
3648304
1706
330470
VECTRUS INC
COM
92242T101
21516
432735
SH
DFND
19,2,20,5,8
385313
0
47422
VEDANTA LIMITED
SPONSORED ADR
92242Y100
26010
2962379
SH
DFND
12,13,2,20,5,8
1379108
0
1583271
VEECO INSTRS INC DEL
COM
922417100
25631
1476468
SH
DFND
2,20,5,8
1290694
1747
184027
VEEVA SYS INC
CL A COM
922475108
750821
2757837
SH
DFND
10,11,12,13,19,2,20,5,6,8
2192283
123333
442221
VELODYNE LIDAR INC
COM
92259F101
566
24800
SH
DFND
20
24800
0
0
VENATOR MATLS PLC
SHS
G9329Z100
124
37500
SH
DFND
20
37500
0
0
VENTAS INC
COM
92276F100
1096451
22157227
SH
DFND
10,11,12,13,19,2,20,5,6,8
19050526
342512
2764189
VENUS CONCEPT INC
COM
92332W105
351
202702
SH
DFND
2,20
166368
0
36334
VEON LTD
SPONSORED ADR
91822M106
7181
4753541
SH
DFND
13,2,20,5,8
2683641
0
2069900
ATLAS CORP
SHARES
Y0436Q109
7405
683150
SH
DFND
2,20,5,8
457654
1300
224196
VEONEER INC
COM
92336X109
17598
826181
SH
DFND
13,2,20,5,8
723111
1000
102070
VERA BRADLEY INC
COM
92335C106
5221
655963
SH
DFND
2,20,5
580422
0
75541
VERACYTE INC
COM
92337F107
105819
2162211
SH
DFND
2,20,5,8
1920672
0
241539
VERASTEM INC
COM
92337C104
5962
2798845
SH
DFND
2,20,5
2340445
0
458400
VEREIT INC
COM
92339V308
357700
9371319
SH
DFND
10,11,12,13,19,2,20,5,6,8
7602474
189057
1579788
VERICEL CORP
COM
92346J108
67510
2186219
SH
DFND
2,20,5,8
1992793
0
193426
VERICITY INC
COM
92347D100
196
19600
SH
DFND
2,20
16900
0
2700
VERINT SYS INC
COM
92343X100
91281
1358752
SH
DFND
19,2,20,5,8
1078399
500
279853
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
11085
10185000
PRN
DFND
2,5
10185000
0
0
VERISIGN INC
COM
92343E102
866183
4002692
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
3474261
63652
464779
ATLASSIAN CORP PLC
CL A
G06242104
343291
1467870
SH
DFND
10,12,13,19,2,20,5,6,8
1314825
0
153045
VERISK ANALYTICS INC
COM
92345Y106
1420896
6844725
SH
DFND
10,11,12,13,19,2,20,5,6,8
5715009
97804
1031912
VERITEX HLDGS INC
COM
923451108
45789
1784439
SH
DFND
2,20,5,8
1515123
0
269316
VERITIV CORP
COM
923454102
8317
400059
SH
DFND
2,20,5
356100
0
43959
VERITONE INC
COM
92347M100
13195
463809
SH
DFND
2,20,5
395671
0
68138
VERIZON COMMUNICATIONS INC
COM
92343V104
9460499
161029777
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
131974014
3026690
26029073
VERRA MOBILITY CORP
COM
92511U102
37024
2758872
SH
DFND
2,20,5,8
2236857
0
522015
VERRICA PHARMACEUTICALS INC
COM
92511W108
2569
223178
SH
DFND
2,20
183722
0
39456
VERSO CORP
CL A
92531L207
6426
534629
SH
DFND
2,20,5
430613
0
104016
VERTEX INC
CL A
92538J106
3545
101727
SH
DFND
2,20,5,8
99727
0
2000
VERTEX PHARMACEUTICALS INC
COM
92532F100
2702799
11436064
SH
DFND
10,11,12,13,19,2,20,5,6,8
9848767
175931
1411366
ATMOS ENERGY CORP
COM
049560105
812194
8510890
SH
DFND
10,11,12,13,19,2,20,5,6,8
7779576
105686
625628
VERTIV HOLDINGS CO
COM CL A
92537N108
49422
2647147
SH
DFND
2,20,5,8
2192626
0
454521
VERU INC
COM
92536C103
7356
850414
SH
DFND
2,20,5
736240
0
114174
VIACOMCBS INC
CL A
92556H107
2822
74203
SH
DFND
2,20,6
55820
0
18383
VIACOMCBS INC
CL B
92556H206
1240290
33075418
SH
DFND
10,11,12,13,19,2,20,5,6,8
24772266
331154
7971998
VIAD CORP
COM NEW
92552R406
22878
632513
SH
DFND
2,20,5,8
560474
478
71561
VIASAT INC
COM
92552V100
46773
1432570
SH
DFND
12,13,2,20,5,8
1319169
727
112674
VIATRIS INC
COM
92556V106
984595
52539746
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
45498484
1294391
5746871
VIAVI SOLUTIONS INC
COM
925550105
106744
7128144
SH
DFND
19,2,20,5,8
5966196
1657
1160291
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
15213
11785000
PRN
DFND
2,5
11785000
0
0
VICI PPTYS INC
COM
925652109
433203
16772802
SH
DFND
10,11,12,13,19,2,20,5,6,8
13722764
365430
2684608
ATN INTL INC
COM
00215F107
18146
432779
SH
DFND
2,20,5,6,8
385286
0
47493
VICOR CORP
COM
925815102
53829
583707
SH
DFND
19,2,20,5,8
506461
0
77246
VICTORY CAP HLDGS INC
COM CL A
92645B103
877
35342
SH
DFND
20,5,8
23832
0
11510
VIELA BIO INC
COM
926613100
29279
813979
SH
DFND
2,20,5
746523
0
67456
VIEMED HEALTHCARE INC
COM
92663R105
4367
562816
SH
DFND
2,20,5
461038
0
101778
VIEWRAY INC
COM
92672L107
10610
2777528
SH
DFND
2,20,5,8
2345765
0
431763
VIKING THERAPEUTICS INC
COM
92686J106
28558
5072556
SH
DFND
2,20,5,8
4781491
0
291065
VILLAGE SUPER MKT INC
CL A NEW
927107409
5880
263579
SH
DFND
2,20,5,6,8
226676
0
36903
VIPER ENERGY PARTNERS LP
COM UNT RP INT
92763M105
844
72657
SH
DFND
20,5
59433
0
13224
VIPSHOP HOLDINGS LIMITED
SPONSORED ADS A
92763W103
241867
8604318
SH
DFND
10,12,13,19,2,20,5,8
6307280
316295
1980743
VIR BIOTECHNOLOGY INC
COM
92764N102
78618
2935704
SH
DFND
19,2,20,5,6
2768802
0
166902
ACCELERON PHARMA INC
COM
00434H108
145572
1137811
SH
DFND
13,19,2,20,5,8
1019642
1400
116769
ATOMERA INC
COM
04965B100
3947
245332
SH
DFND
2,20,5
206739
0
38593
VIRGIN GALACTIC HOLDINGS INC
COM
92766K106
60708
2558290
SH
DFND
19,2,20,5,8
2337090
1700
219500
VIRNETX HLDG CORP
COM
92823T108
7965
1580358
SH
DFND
2,20,5,8
1367380
0
212978
VIRTU FINL INC
CL A
928254101
20290
806134
SH
DFND
2,20,5,8
669764
0
136370
VIRTUS INVT PARTNERS INC
COM
92828Q109
50950
234792
SH
DFND
10,2,20,5,8
197104
5655
32033
VIRTUSA CORP
COM
92827P102
51382
1004928
SH
DFND
19,2,20,5,8
883048
700
121180
VISA INC
COM CL A
92826C839
16116032
73680026
SH
DFND
10,11,12,13,19,2,20,5,6,8
58630321
1759966
13289739
VISHAY INTERTECHNOLOGY INC
COM
928298108
86993
4200555
SH
DFND
2,20,5,8
3633369
789
566397
VISHAY INTERTECHNOLOGY INC
NOTE 2.250% 6/1
928298AP3
13283
12745000
PRN
DFND
2,5
12745000
0
0
VISHAY PRECISION GROUP INC
COM
92835K103
9218
292806
SH
DFND
2,20,5,8
244167
0
48639
VISTA OIL & GAS SAB DE CV
SPONSORED ADS
92837L109
98
38200
SH
DFND
2
38200
0
0
ATRECA INC
CL A COM
04965G109
15567
963921
SH
DFND
2,20,5,8
886668
0
77253
VISTA OUTDOOR INC
COM
928377100
39485
1661810
SH
DFND
2,20,5
1515802
586
145422
VISTEON CORP
COM NEW
92839U206
128831
1026379
SH
DFND
12,13,19,2,20,5,8
904574
459
121346
VISTRA CORP
COM
92840M102
182645
9290171
SH
DFND
10,11,12,13,19,2,20,5,6,8
8001807
242180
1046184
VITAL FARMS INC
COM
92847W103
4394
173615
SH
DFND
2,20,5,8
140837
0
32778
VIVINT SMART HOME INC
COM CL A
928542109
32354
1559206
SH
DFND
2,20,5
1313433
0
245773
VMWARE INC
CL A COM
928563402
260805
1859439
SH
DFND
10,11,12,13,19,2,20,5,6,8
1322524
48287
488628
VOCERA COMMUNICATIONS INC
COM
92857F107
27025
650736
SH
DFND
19,2,20,5,8
514740
0
135996
VODAFONE GROUP PLC NEW
SPONSORED ADR
92857W308
3082
180982
SH
DFND
1,2,20
179222
0
1760
VOLITIONRX LTD
COM
928661107
1448
372232
SH
DFND
2,20
306932
0
65300
VONAGE HLDGS CORP
COM
92886T201
95786
7439723
SH
DFND
2,20,5,8
6421047
4300
1014376
ATRICURE INC
COM
04963C209
58798
1056182
SH
DFND
19,2,20,5,8
865304
500
190378
VONTIER CORPORATION
COM
928881101
151722
4542562
SH
DFND
1,10,12,13,19,2,20,5,6,8
4066714
2141
473707
VORNADO RLTY TR
SH BEN INT
929042109
390474
10457253
SH
DFND
10,11,12,13,19,2,20,5,6,8
8978959
145356
1332938
VOXX INTL CORP
CL A
91829F104
3874
303626
SH
DFND
2,20
264909
0
38717
VOYA FINANCIAL INC
COM
929089100
228713
3889023
SH
DFND
10,11,12,13,19,2,20,5,6,8
2960787
134498
793738
VOYAGER THERAPEUTICS INC
COM
92915B106
3967
554880
SH
DFND
2,20,5,8
458093
0
96787
VROOM INC
COM
92918V109
20251
494282
SH
DFND
2,20,5,8
467465
0
26817
VSE CORP
COM
918284100
6289
163386
SH
DFND
2,20,5
133087
0
30299
VTV THERAPEUTICS INC
CL A
918385105
329
176703
SH
DFND
2,20
161911
0
14792
VULCAN MATLS CO
COM
929160109
804965
5427584
SH
DFND
10,11,12,13,19,2,20,5,6,8
4638197
80067
709320
VUZIX CORP
COM NEW
92921W300
43910
4835890
SH
DFND
2,20
4835890
0
0
ATRION CORP
COM
049904105
26832
41778
SH
DFND
2,20,5,6,8
35835
0
5943
VYNE THERAPEUTICS INC
COM NEW
92941V100
3823
2419912
SH
DFND
2,20,5
2045852
0
374060
W & T OFFSHORE INC
COM
92922P106
4041
1862262
SH
DFND
2,20,5
1516896
0
345366
WABASH NATL CORP
COM
929566107
32293
1874232
SH
DFND
2,20,5,8
1641033
2200
230999
WABTEC
COM
929740108
519976
7103502
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
6209554
109346
784602
WADDELL & REED FINL INC
CL A
930059100
53871
2115081
SH
DFND
2,20,5,8
1854074
2643
258364
WAITR HLDGS INC
COM
930752100
3890
1399111
SH
DFND
2,20,5
1174952
0
224159
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1867967
46839692
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
37641306
480616
8717770
WALKER & DUNLOP INC
COM
93148P102
94053
1022092
SH
DFND
2,20,5,8
899935
0
122157
WALMART INC
COM
931142103
9299788
64270877
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
51348034
1826789
11096054
WARNER MUSIC GROUP CORP
COM CL A
934550203
2065
54352
SH
DFND
20,5,6
54352
0
0
AUBURN NATL BANCORP
COM
050473107
1414
33922
SH
DFND
2,20
29422
0
4500
WARRIOR MET COAL INC
COM
93627C101
79433
3725752
SH
DFND
2,20,5,8
3511846
0
213906
WASHINGTON FED INC
COM
938824109
69480
2699290
SH
DFND
2,20,5,8
2377933
1029
320328
WASHINGTON PRIME GROUP NEW
COM
93964W405
1465
225060
SH
DFND
13,2,20,5,8
208389
0
16671
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
91422
4169341
SH
DFND
10,12,13,19,2,20,5,8
3626467
21387
521487
WASHINGTON TR BANCORP
COM
940610108
18654
411640
SH
DFND
13,2,20,5,8
325565
0
86075
WASTE CONNECTIONS INC
COM
94106B101
273193
2663476
SH
DFND
10,11,12,13,19,2,20,5,6,8
1930498
150266
582712
WASTE MGMT INC DEL
COM
94106L109
2412003
20452835
SH
DFND
10,11,12,13,19,2,20,5,6,8
15790617
2332302
2329916
WATERS CORP
COM
941848103
652745
2638205
SH
DFND
10,11,12,13,19,2,20,5,6,8
2273899
53890
310416
WATERSTONE FINL INC MD
COM
94188P101
11350
603097
SH
DFND
2,20,5,6,8
500450
0
102647
WATFORD HLDGS LTD
SHS
G94787101
11616
335723
SH
DFND
2,20,5,8
272733
0
62990
AUDIOCODES LTD
ORD
M15342104
379
13762
SH
DFND
2
13762
0
0
WATSCO INC
COM
942622200
180623
797275
SH
DFND
12,13,19,2,20,5,8
724417
987
71871
WATTS WATER TECHNOLOGIES INC
CL A
942749102
102282
840443
SH
DFND
19,2,20,5,8
722711
144
117588
WAVE LIFE SCIENCES LTD
SHS
Y95308105
4266
542061
SH
DFND
19,2,20,5,8
438896
0
103165
WAYFAIR INC
CL A
94419L101
312740
1384969
SH
DFND
10,11,12,13,19,2,20,5,6,8
1122506
43605
218858
WAYFAIR INC
NOTE 1.000% 8/1
94419LAF8
42859
25500000
PRN
DFND
2,5
25500000
0
0
WAYFAIR INC
NOTE 1.125%11/0
94419LAD3
33838
16574000
PRN
DFND
2,5
16574000
0
0
WD-40 CO
COM
929236107
113186
426025
SH
DFND
2,20,5,6,8
366617
235
59173
WEBSTER FINL CORP CONN
COM
947890109
121909
2892262
SH
DFND
13,2,20,5,8
2689372
1374
201516
WEC ENERGY GROUP INC
COM
92939U106
1516900
16482672
SH
DFND
10,11,12,13,19,2,20,5,6,8
14235776
211304
2035592
WEIBO CORP
NOTE 1.250%11/1
948596AC5
23467
24069000
PRN
DFND
2,5
24069000
0
0
AUTODESK INC
COM
052769106
2627519
8605223
SH
DFND
10,11,12,13,19,2,20,5,6,8
7319387
190312
1095524
WEIBO CORP
SPONSORED ADR
948596101
50932
1242552
SH
DFND
10,12,13,19,2,20,5,8
988599
30330
223623
WEINGARTEN RLTY INVS
SH BEN INT
948741103
114252
5272381
SH
DFND
10,13,19,2,20,5,8
4699530
39744
533107
WEIS MKTS INC
COM
948849104
14438
301984
SH
DFND
2,20,5,6,8
250246
370
51368
WELBILT INC
COM
949090104
33570
2543208
SH
DFND
2,20,5,8
2005059
886
537263
WELLS FARGO CO NEW
COM
949746101
5050820
167356515
SH
DFND
1,10,12,13,19,2,20,5,6,8
147320230
2404931
17631354
WELLTOWER INC
COM
95040Q104
1549130
23972915
SH
DFND
10,11,12,13,19,2,20,5,6,8
20553354
372412
3047149
WENDYS CO
COM
95058W100
95005
4334156
SH
DFND
2,20,5,8
3900396
1941
431819
WERNER ENTERPRISES INC
COM
950755108
84916
2160171
SH
DFND
2,20,5,8
1909068
242
250861
WESBANCO INC
COM
950810101
45148
1491160
SH
DFND
2,20,5,8
1223732
137
267291
WESCO INTL INC
COM
95082P105
80793
1029214
SH
DFND
12,19,2,20,5,8
815411
491
213312
AUTOHOME INC
SP ADR RP CL A
05278C107
122646
1231134
SH
DFND
1,10,12,13,19,2,20,5,8
954436
32600
244098
WEST BANCORPORATION INC
CAP STK
95123P106
7185
372258
SH
DFND
13,2,20,5
275278
0
96980
WEST PHARMACEUTICAL SVSC INC
COM
955306105
948304
3347231
SH
DFND
10,11,12,13,19,2,20,5,6,8
2799052
127484
420695
WESTAMERICA BANCORPORATION
COM
957090103
50440
912284
SH
DFND
2,20,5,8
805336
10
106938
WESTERN ALLIANCE BANCORP
COM
957638109
126433
2108973
SH
DFND
13,2,20,5,8
1895373
1500
212100
WESTERN ASSET MTG CAP CORP
COM
95790D105
4158
1252578
SH
DFND
2,20,5
1071574
0
181004
WESTERN DIGITAL CORP.
COM
958102105
666178
12027051
SH
DFND
10,11,12,13,19,2,20,5,6,8
10392223
179222
1455606
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
29591
29648000
PRN
DFND
2,5
29648000
0
0
WESTERN NEW ENG BANCORP INC
COM
958892101
3452
501006
SH
DFND
2,20,5
423923
0
77083
WESTERN UN CO
COM
959802109
489564
22313765
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
17910859
700541
3702365
WESTLAKE CHEM CORP
COM
960413102
36737
450208
SH
DFND
12,13,19,2,20,5,8
362432
500
87276
AUTOLIV INC
COM
052800109
90742
985256
SH
DFND
10,11,12,13,19,2,20,5,6,8
674517
93230
217509
WESTPAC BANKING CORP
SPONSORED ADR
961214301
494
33121
SH
DFND
20
33121
0
0
WESTROCK CO
COM
96145D105
503384
11564070
SH
DFND
10,11,12,13,19,2,20,5,6,8
10157510
262922
1143638
WESTWOOD HLDGS GROUP INC
COM
961765104
2210
152382
SH
DFND
2,20,5
126900
0
25482
WEX INC
COM
96208T104
205758
1010947
SH
DFND
13,2,20,5,8
917234
427
93286
WEYCO GROUP INC
COM
962149100
1991
123803
SH
DFND
2,20
102573
0
21230
WEYERHAEUSER CO MTN BE
COM NEW
962166104
926135
27621092
SH
DFND
10,11,12,13,19,2,20,5,6,8
23709358
468183
3443551
WHIRLPOOL CORP
COM
963320106
548046
3036434
SH
DFND
10,11,12,13,19,2,20,5,6,8
2589061
105828
341545
WHITE MTNS INS GROUP LTD
COM
G9618E107
49116
49084
SH
DFND
13,19,2,20,5,6,8
39172
51
9861
WHITESTONE REIT
COM
966084204
10055
1261552
SH
DFND
2,20,5
1129332
0
132220
WHITING PETE CORP NEW
COM NEW
966387508
1379
55140
SH
DFND
12,2,20,5
51414
0
3726
AUTOLUS THERAPEUTICS PLC
SPON ADS
05280R100
201
22534
SH
DFND
2
22534
0
0
WHOLE EARTH BRANDS INC
COM CL A
96684W100
153
14000
SH
DFND
20
14000
0
0
WIDEOPENWEST INC
COM
96758W101
10255
961096
SH
DFND
19,2,20,5,8
769789
0
191307
WILEY JOHN & SONS INC
CL A
968223206
169141
3677196
SH
DFND
19,2,20,5,6,8
3570602
435
106159
WILLDAN GROUP INC
COM
96924N100
8025
192457
SH
DFND
2,20,5,8
153778
0
38679
WILLIAMS COS INC
COM
969457100
1402206
69935473
SH
DFND
10,11,12,13,19,2,20,5,6,8
63119365
761188
6054920
WILLIAMS SONOMA INC
COM
969904101
247092
2426276
SH
DFND
10,12,13,19,2,20,5,8
2240499
6445
179332
WILLIS LEASE FINANCE CORP
COM
970646105
1472
48328
SH
DFND
2,20
37532
0
10796
WILLIS TOWERS WATSON PLC LTD
SHS
G96629103
1301026
6154774
SH
DFND
10,11,12,13,19,2,20,5,6,8
5354074
77971
722729
WILLSCOT MOBIL MINI HLDNG CO
COM CL A
971378104
73794
3184881
SH
DFND
2,20,5,8
2510669
596
673616
WINGSTOP INC
COM
974155103
118952
897409
SH
DFND
2,20,5,8
774692
200
122517
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
6715550
25709267
SH
DFND
10,11,12,13,19,2,20,5,6,8
21777561
724448
3207258
AUTOMATIC DATA PROCESSING IN
COM
053015103
3251711
18358141
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
15750102
494983
2113056
WINMARK CORP
COM
974250102
13251
71317
SH
DFND
2,20,5,6,8
57113
0
14204
WINNEBAGO INDS INC
COM
974637100
59167
987112
SH
DFND
2,20,5,8
862429
0
124683
WINTRUST FINL CORP
COM
97650W108
117475
1922986
SH
DFND
13,2,20,5,8
1787950
539
134497
WIPRO LTD
SPON ADR 1 SH
97651M109
67990
12033620
SH
DFND
12,13,19,2,20,5,8
7750731
0
4282889
WISDOMTREE INVTS INC
COM
97717P104
21192
3961033
SH
DFND
2,20,5,8
3390224
3600
567209
WIX COM LTD
NOTE 7/0
92940WAB5
17819
9588000
PRN
DFND
2,5
9588000
0
0
WIX COM LTD
SHS
M98068105
261289
1045322
SH
DFND
10,12,13,19,2,20,5,6,8
751787
26300
267235
WNS HLDGS LTD
SPON ADR
92932M101
3294
45715
SH
DFND
19,2,20
45715
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
80050
2553472
SH
DFND
2,20,5,8
2203350
828
349294
WOODWARD INC
COM
980745103
156685
1289271
SH
DFND
13,19,2,20,5,8
1165993
449
122829
AUTONATION INC
COM
05329W102
110791
1587494
SH
DFND
10,12,13,2,20,5,8
1443236
15598
128660
WORKDAY INC
CL A
98138H101
849394
3544904
SH
DFND
10,11,12,13,19,2,20,5,6,8
2867840
88189
588875
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
53240
31751000
PRN
DFND
2,5
31751000
0
0
WORKHORSE GROUP INC
COM NEW
98138J206
43685
2208551
SH
DFND
2,20,5,8
1883649
0
324902
WORKIVA INC
COM CL A
98139A105
73050
797313
SH
DFND
19,2,20,5,8
631823
500
164990
WORLD ACCEP CORP DEL
COM
981419104
13875
135738
SH
DFND
2,20,5,8
115719
0
20019
WORLD FUEL SVCS CORP
COM
981475106
74527
2384178
SH
DFND
10,12,13,2,20,5,8
2107544
16378
260256
WORLD WRESTLING ENTMT INC
CL A
98156Q108
50780
1056810
SH
DFND
19,2,20,5,8
944857
6700
105253
WORTHINGTON INDS INC
COM
981811102
99798
1943862
SH
DFND
2,20,5,8
1790742
200
152920
WP CAREY INC
COM
92936U109
510311
7125836
SH
DFND
10,11,12,13,19,2,20,5,6,8
5973371
146914
1005551
WPX ENERGY INC
COM
98212B103
121756
14939380
SH
DFND
12,13,2,20,5
14356078
6336
576966
AUTOZONE INC
COM
053332102
1151007
970953
SH
DFND
10,11,12,13,19,2,20,5,6,8
825992
15019
129942
WRAP TECHNOLOGIES INC
COM
98212N107
915
189450
SH
DFND
2,20
158488
0
30962
WSFS FINL CORP
COM
929328102
56572
1260510
SH
DFND
2,20,5,8
1019884
662
239964
WW INTL INC
COM
98262P101
34662
1420568
SH
DFND
13,2,20,5,8
1225494
336
194738
WYNDHAM DESTINATIONS INC
COM
98310W108
97393
2171036
SH
DFND
13,19,2,20,5,8
1946499
4995
219542
WYNDHAM HOTELS & RESORTS INC
COM
98311A105
131269
2208428
SH
DFND
12,13,19,2,20,5,8
1999244
1795
207389
WYNN RESORTS LTD
COM
983134107
420450
3726401
SH
DFND
10,12,13,19,2,20,5,6,8
3242129
46167
438105
X4 PHARMACEUTICALS INC
COM
98420X103
2636
409910
SH
DFND
2,20
365528
0
44382
XBIOTECH INC
COM
98400H102
4302
274910
SH
DFND
2,20,5,8
227556
0
47354
XCEL ENERGY INC
COM
98389B100
1789516
26669272
SH
DFND
10,11,12,13,19,2,20,5,6,8
23670248
368254
2630770
XENCOR INC
COM
98401F105
107232
2457759
SH
DFND
2,20,5,8
2239054
1200
217505
AVADEL PHARMACEUTICALS PLC
SPONSORED ADR
05337M104
624
93316
SH
DFND
1,2
17278
0
76038
XENIA HOTELS & RESORTS INC
COM
984017103
87495
5756266
SH
DFND
10,12,13,19,2,20,5,8
5015062
29212
711992
XENON PHARMACEUTICALS INC
COM
98420N105
1436
93386
SH
DFND
2,20,5,8
91686
0
1700
XERIS PHARMACEUTICALS INC
COM
98422L107
3779
768079
SH
DFND
2,20,5
648172
0
119907
XEROX HOLDINGS CORP
COM NEW
98421M106
171619
7321846
SH
DFND
1,10,12,13,19,2,20,5,6,8
6494037
2884
824925
XILINX INC
COM
983919101
1420174
10017450
SH
DFND
10,11,12,13,19,2,20,5,6,8
8534172
337315
1145963
XOMA CORP DEL
COM NEW
98419J206
4572
103600
SH
DFND
2,20
89473
0
14127
XP INC
CL A
G98239109
4069
102566
SH
DFND
2,20,8
102566
0
0
XPEL INC
COM
98379L100
13344
258812
SH
DFND
2,20,5,8
217000
0
41812
XPENG INC
ADS
98422D105
92159
2151738
SH
DFND
10,12,13,19,2,20,5,8
1616306
47200
488232
XPERI HOLDING CORP
COM
98390M103
78017
3732877
SH
DFND
2,20,5,8
3300873
866
431138
AVALARA INC
COM
05338G106
255547
1549801
SH
DFND
10,11,12,13,19,2,20,5,6,8
1258215
36824
254762
XPO LOGISTICS INC
COM
983793100
353521
2965777
SH
DFND
10,11,12,13,19,2,20,5,6,8
2549873
77442
338462
XUNLEI LTD
SPONSORED ADR
98419E108
901
311739
SH
DFND
2
311739
0
0
XYLEM INC
COM
98419M100
831452
8168303
SH
DFND
10,11,12,13,19,2,20,5,6,8
7068789
105849
993665
Y-MABS THERAPEUTICS INC
COM
984241109
46688
943003
SH
DFND
2,20,5,8
820538
0
122465
YAMANA GOLD INC
COM
98462Y100
98
17098
SH
DFND
20
17098
0
0
YANDEX N V
SHS CLASS A
N97284108
229537
3298897
SH
DFND
10,12,13,19,2,20,5,8
2924222
123904
250771
YATRA ONLINE INC
ORD SHS
G98338109
179
92731
SH
DFND
20
92731
0
0
YELP INC
CL A
985817105
83209
2546968
SH
DFND
13,2,20,5,8
2260800
600
285568
YETI HLDGS INC
COM
98585X104
154332
2254010
SH
DFND
2,20,5,8
1945288
0
308722
YEXT INC
COM
98585N106
36654
2331704
SH
DFND
2,20,5,8
1943715
0
387989
AVALON GLOBOCARE CORP
COM
05344R104
268
239345
SH
DFND
2,20
163214
0
76131
YORK WTR CO
COM
987184108
12372
264445
SH
DFND
19,2,20,5,8
212138
0
52307
YOUDAO INC
SPONSORED ADS
98741T104
223
8390
SH
DFND
2
8390
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
29016
6173204
SH
DFND
1,10,12,13,19,2,20,5,8
1999955
495940
3677309
YRC WORLDWIDE INC
COM PAR $.01
984249607
120
27099
SH
DFND
20
27099
0
0
YUM BRANDS INC
COM
988498101
1360580
12532976
SH
DFND
10,11,12,13,19,2,20,5,6,8
10502198
200821
1829957
YUM CHINA HLDGS INC
COM
98850P109
626251
10969541
SH
DFND
10,11,12,13,19,2,20,5,6,8
8704464
203271
2061806
YY INC
ADS REPSTG COM A
46591M109
102890
1286447
SH
DFND
1,10,12,13,19,2,20,5,8
950840
52637
282970
YY INC
NOTE 0.750% 6/1
98426TAD8
13059
12890000
PRN
DFND
2,5
12890000
0
0
YY INC
NOTE 1.375% 6/1
98426TAF3
11273
11335000
PRN
DFND
2,5
11335000
0
0
ZAGG INC
COM
98884U108
96
22912
SH
DFND
20
22912
0
0
AVALONBAY CMNTYS INC
COM
053484101
1332324
8223979
SH
DFND
10,11,12,13,19,2,20,5,6,8
7047392
120273
1056314
ZAI LAB LTD
ADR
98887Q104
166806
1232647
SH
DFND
1,10,12,13,19,2,20,5,8
912421
28800
291426
ZEBRA TECHNOLOGIES CORPORATI
CL A
989207105
788029
2050398
SH
DFND
10,11,12,13,19,2,20,5,6,8
1744869
54755
250774
ZENDESK INC
COM
98936J101
316535
2211677
SH
DFND
10,11,12,13,19,2,20,5,6,8
1764063
55636
391978
ZENTALIS PHARMACEUTICALS INC
COM
98943L107
46305
891509
SH
DFND
2,20,5,8
814623
0
76886
ZILLOW GROUP INC
CL A
98954M101
155751
1145736
SH
DFND
10,11,12,13,19,2,20,5,6,8
934771
30089
180876
ZILLOW GROUP INC
CL C CAP STK
98954M200
367757
2833256
SH
DFND
10,11,12,13,19,2,20,5,6,8
2247802
68015
517439
ZILLOW GROUP INC
NOTE 0.750% 9/0
98954MAE1
58775
19625000
PRN
DFND
2,5
19625000
0
0
ZILLOW GROUP INC
NOTE 1.375% 9/0
98954MAG6
48945
16241000
PRN
DFND
2,5
16241000
0
0
ZILLOW GROUP INC
NOTE 1.500% 7/0
98954MAC5
12113
7080000
PRN
DFND
2,5
7080000
0
0
ZILLOW GROUP INC
NOTE 2.750% 5/1
98954MAH4
31535
15150000
PRN
DFND
2,5
15150000
0
0
AVANGRID INC
COM
05351W103
40907
891959
SH
DFND
10,12,13,19,2,20,5,6,8
795068
0
96891
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
1280579
8297740
SH
DFND
10,11,12,13,19,2,20,5,6,8
7228285
123698
945757
ZIONS BANCORPORATION N A
COM
989701107
353856
8145848
SH
DFND
10,12,13,19,2,20,5,6,8
7541186
2177
602485
ZIOPHARM ONCOLOGY INC
COM
98973P101
22087
8764826
SH
DFND
2,20,5,8
7917031
0
847795
ZIX CORP
COM
98974P100
10960
1270037
SH
DFND
2,20,5
1103986
0
166051
ZOETIS INC
CL A
98978V103
3216912
19437536
SH
DFND
10,11,12,13,19,2,20,5,6,8
16759069
429793
2248674
ZOGENIX INC
COM NEW
98978L204
28433
1422384
SH
DFND
19,2,20,5,8
1199417
0
222967
ZOOM VIDEO COMMUNICATIONS IN
CL A
98980L101
1250353
3706726
SH
DFND
10,11,12,13,19,2,20,5,6,8
2963674
174884
568168
ZOOMINFO TECHNOLOGIES INC
COM CL A
98980F104
12549
260182
SH
DFND
2,20,5,6,8
254982
0
5200
ZOVIO INC
COM
98979V102
144
30394
SH
DFND
20
30394
0
0
ZSCALER INC
COM
98980G102
295502
1479658
SH
DFND
10,11,12,13,19,2,20,5,6,8
1176733
35547
267378
AVANOS MED INC
COM
05350V106
76482
1666990
SH
DFND
1,19,2,20,5,8
1468600
257
198133
ZTO EXPRESS CAYMAN INC
SPONSORED ADS A
98980A105
227542
7803735
SH
DFND
1,10,12,13,19,2,20,5,8
6094426
188400
1520909
ZUMIEZ INC
COM
989817101
30142
819528
SH
DFND
2,20,5,8
727970
0
91558
ZUORA INC
COM CL A
98983V106
30683
2202676
SH
DFND
2,20,5,8
1794662
0
408014
ZYMEWORKS INC
COM
98985W102
5083
107563
SH
DFND
2,20,5,8
72563
0
35000
ZYNEX INC
COM
98986M103
6944
515902
SH
DFND
2,20,5,8
460789
0
55113
ZYNGA INC
CL A
98986T108
124873
12651728
SH
DFND
13,19,2,20,5,6,8
10570932
6900
2073896
ZYNGA INC
NOTE 0.250% 6/0
98986TAB4
24748
18625000
PRN
DFND
2,5
18625000
0
0
AVANTOR INC
COM
05352A100
266357
9462072
SH
DFND
10,11,12,13,19,2,20,5,6,8
7594487
219541
1648044
ACCO BRANDS CORP
COM
00081T108
18361
2172957
SH
DFND
19,2,20,5,8
1772694
77
400186
AVAYA HLDGS CORP
COM
05351X101
41543
2169329
SH
DFND
12,19,2,20,5,8
1794029
400
374900
AVAYA HLDGS CORP
NOTE 2.250% 6/1
05351XAB7
9385
9033000
PRN
DFND
2,5
9033000
0
0
AVENUE THERAPEUTICS INC
COM NEW
05360L205
622
104601
SH
DFND
2,20
91333
0
13268
AVEO PHARMACEUTICALS INC
COM NEW
053588307
1606
278267
SH
DFND
2,20
240798
0
37469
AVERY DENNISON CORP
COM
053611109
573158
3695168
SH
DFND
10,11,12,13,19,2,20,5,6,8
2988566
91688
614914
AVID BIOSERVICES INC
COM
05368M106
10947
948612
SH
DFND
2,20,5
781384
0
167228
AVID TECHNOLOGY INC
COM
05367P100
9420
593565
SH
DFND
2,20,5
487279
0
106286
AVIDITY BIOSCIENCES INC
COM
05370A108
17379
680994
SH
DFND
2,20,5,8
629459
0
51535
AVIENT CORPORATION
COM
05368V106
113073
2792286
SH
DFND
2,20,5,8
2417922
1060
373304
AVIS BUDGET GROUP
COM
053774105
84712
2271091
SH
DFND
12,13,2,20,5,8
2044681
588
225822
1ST CONSTITUTION BANCORP
COM
31986N102
2598
163723
SH
DFND
2,20
132817
0
30906
ACCOLADE INC
COM
00437E102
9133
209959
SH
DFND
2,20,5,8
171315
0
38644
AVISTA CORP
COM
05379B107
93932
2340120
SH
DFND
13,19,2,20,5,8
1994052
920
345148
AVITA THERAPEUTICS INC
COM
05380C102
5447
293152
SH
DFND
2,20
293152
0
0
AVNET INC
COM
053807103
149189
4249202
SH
DFND
12,13,19,2,20,5,8
4000568
429
248205
AVROBIO INC
COM
05455M100
18524
1328837
SH
DFND
2,20,5,8
1215262
0
113575
AXALTA COATING SYS LTD
COM
G0750C108
138420
4848338
SH
DFND
10,11,12,13,19,2,20,5,6,8
3417607
275462
1155269
AXCELIS TECHNOLOGIES INC
COM NEW
054540208
29308
1006461
SH
DFND
2,20,5,8
869063
0
137398
AXCELLA HEALTH INC
COM
05454B105
1086
209288
SH
DFND
2,20
168954
0
40334
AXIS CAP HLDGS LTD
SHS
G0692U109
61113
1202754
SH
DFND
12,13,19,2,20,5,8
993088
1101
208565
AXOGEN INC
COM
05463X106
16191
904531
SH
DFND
2,20,5,8
771347
0
133184
AXON ENTERPRISE INC
COM
05464C101
224220
1829919
SH
DFND
13,19,2,20,5,8
1683582
500
145837
ACCURAY INC
COM
004397105
7858
1884309
SH
DFND
2,20,5
1599864
0
284445
AXONICS MODULATION TECHNOLOG
COM
05465P101
39530
791877
SH
DFND
2,20,5,8
675171
0
116706
AXOS FINANCIAL INC
COM
05465C100
70826
1887194
SH
DFND
2,20,5,8
1650641
1600
234953
AXSOME THERAPEUTICS INC
COM
05464T104
52435
643617
SH
DFND
19,2,20,5,8
530397
500
112720
AXT INC
COM
00246W103
6695
699574
SH
DFND
2,20,5
564758
0
134816
AYTU BIOSCIENCE INC
COM
054754874
295
49271
SH
DFND
2,20,6
44331
0
4940
AZEK CO INC
CL A
05478C105
29052
755566
SH
DFND
2,20,5,8
673716
0
81850
AZIYO BIOLOGICS INC
COM CL A
05479K106
139
10200
SH
DFND
2,20
10200
0
0
AZUL S A
SPONSR ADR PFD
05501U106
205
8975
SH
DFND
1,10
8900
0
75
AZURE PWR GLOBAL LTD
SHS
V0393H103
11485
281709
SH
DFND
2,20
281709
0
0
AZZ INC
COM
002474104
37740
795524
SH
DFND
2,20,5,8
684823
94
110607
ACELRX PHARMACEUTICALS INC
COM
00444T100
1599
1289486
SH
DFND
2,20
1056025
0
233461
B & G FOODS INC NEW
COM
05508R106
60229
2135587
SH
DFND
10,12,2,20,5,8
1812519
54714
268354
B. RILEY FINANCIAL INC
COM
05580M108
16874
381593
SH
DFND
2,20,5,8
300701
4600
76292
BABCOCK & WILCOX ENTERPRISES
COM
05614L209
56
15843
SH
DFND
20,5
15843
0
0
BADGER METER INC
COM
056525108
89722
953879
SH
DFND
19,2,20,5,8
813470
120
140289
BAIDU INC
SPON ADR REP A
056752108
1269794
5866300
SH
DFND
1,10,11,12,13,19,2,20,5,8
4134925
179902
1551473
BAKER HUGHES COMPANY
CL A
05722G100
870724
41761357
SH
DFND
10,11,12,13,19,2,20,5,6,8
36192421
318318
5250618
BALCHEM CORP
COM
057665200
110543
954600
SH
DFND
13,2,20,5,8
817806
416
136378
BALL CORP
COM
058498106
1297203
13921473
SH
DFND
10,11,12,13,19,2,20,5,6,8
11822682
156532
1942259
BALLARD PWR SYS INC NEW
COM
058586108
21910
936323
SH
DFND
2
936323
0
0
BALLYS CORPORATION
COM
05875B106
17359
345595
SH
DFND
2,20,5,8
278563
0
67032
ACI WORLDWIDE INC
COM
004498101
150704
3921517
SH
DFND
13,2,20,5,8
3175342
1265
744910
BANC OF CALIFORNIA INC
COM
05990K106
26085
1765991
SH
DFND
2,20,5,8
1377107
0
388884
BANCFIRST CORP
COM
05945F103
37417
633763
SH
DFND
2,20,5,8
554978
0
78785
BANCO BBVA ARGENTINA S A
SPONSORED ADS
058934100
1769
551105
SH
DFND
13,2,20,5
367090
0
184015
BANCO BILBAO VIZCAYA ARGENTA
SPONSORED ADR
05946K101
90
18223
SH
DFND
12,20
14834
0
3389
BANCO BRADESCO S A
SP ADR PFD NEW
059460303
99129
18583891
SH
DFND
10,13,2,20,5
15253804
1888739
1441348
BANCO DE CHILE
SPONSORED ADS
059520106
2060
101073
SH
DFND
10,13,2,20,5
87953
2121
10999
BANCO MACRO SA
SPON ADR B
05961W105
3123
200579
SH
DFND
2,20,5
135424
700
64455
BANCO SANTANDER BRASIL S A
ADS REP 1 UNIT
05967A107
17114
1970864
SH
DFND
10,13,2,20,5
1347827
169707
453330
BANCO SANTANDER CHILE NEW
SP ADR REP COM
05965X109
4416
232548
SH
DFND
10,13,2,20
205295
0
27253
BANCO SANTANDER S.A.
ADR
05964H105
6307
2067816
SH
DFND
12,2,20
2064542
0
3274
ACLARIS THERAPEUTICS INC
COM
00461U105
505
78040
SH
DFND
20
78040
0
0
BANCOLOMBIA S A
SPON ADR PREF
05968L102
32578
804456
SH
DFND
10,13,19,2,20,5
683186
65305
55965
BANCORP INC DEL
COM
05969A105
17836
1306655
SH
DFND
19,2,20,5,8
1091302
0
215353
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
100690
3644201
SH
DFND
2,20,5,8
3208875
672
434654
BANDWIDTH INC
COM CL A
05988J103
61480
400076
SH
DFND
2,20,5,6,8
318945
0
81131
BANK COMM HLDGS
COM
06424J103
3219
323199
SH
DFND
2,20
270135
0
53064
BANK FIRST CORP
COM
06211J100
7683
118145
SH
DFND
2,20,5,8
95126
0
23019
BANK HAWAII CORP
COM
062540109
109780
1432780
SH
DFND
13,19,2,20,5,8
1303961
566
128253
BANK MARIN BANCORP
COM
063425102
9892
288053
SH
DFND
2,20,5,8
233282
0
54771
BANK MONTREAL QUE
COM
063671101
772
10148
SH
DFND
12,20
7496
0
2652
BANK NEW YORK MELLON CORP
COM
064058100
1538527
36251823
SH
DFND
1,10,12,13,19,2,20,5,6,8
31716939
506626
4028258
ACM RESEARCH INC
COM CL A
00108J109
6648
81816
SH
DFND
19,2,20,5,8
74116
0
7700
BANK OF NT BUTTERFIELD&SON L
SHS NEW
G0772R208
26398
847180
SH
DFND
2,20,5
688203
0
158977
BANK OZK
COM
06417N103
366835
11731197
SH
DFND
13,2,20,5,8
11471713
1000
258484
BANK PRINCETON NEW JERSEY
COM
064520109
2123
90667
SH
DFND
2,20
73254
0
17413
BANK7 CORP
COM
06652N107
989
69094
SH
DFND
2,20
44581
0
24513
BANKFINANCIAL CORP
COM
06643P104
3337
380084
SH
DFND
13,2,20,5
265033
0
115051
BANKUNITED INC
COM
06652K103
144730
4161304
SH
DFND
12,13,2,20,5,8
3758614
1400
401290
BANKWELL FINL GROUP INC
COM
06654A103
2093
107035
SH
DFND
13,2,20
83634
0
23401
BANNER CORP
COM NEW
06652V208
66067
1418052
SH
DFND
19,2,20,5,8
1269116
0
148936
BAOZUN INC
SPONSORED ADR
06684L103
26811
780627
SH
DFND
1,10,12,13,19,2,20,5,8
581059
21400
178168
BAR HBR BANKSHARES
COM
066849100
6860
303666
SH
DFND
2,20,5,8
245432
0
58234
ACNB CORP
COM
000868109
3919
156756
SH
DFND
2,20,5
132629
0
24127
BARCLAYS BANK PLC
DJUBS CMDT ETN36
06738C778
22778
1040101
SH
DFND
1,20
972385
74
67642
BARNES & NOBLE ED INC
COM
06777U101
1704
366524
SH
DFND
2,20,5
366524
0
0
BARNES GROUP INC
COM
067806109
77749
1533817
SH
DFND
2,20,5,8
1347549
388
185880
BARRETT BUSINESS SVCS INC
COM
068463108
11161
163622
SH
DFND
2,20,5,8
127720
2500
33402
BARRICK GOLD CORP
COM
067901108
18937
831310
SH
DFND
19,2,20,8
831310
0
0
BASSETT FURNITURE INDS INC
COM
070203104
307
15270
SH
DFND
20
15270
0
0
BAUSCH HEALTH COS INC
COM
071734107
3037
145997
SH
DFND
19,20
9517
0
136480
BAXTER INTL INC
COM
071813109
1694320
21051589
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
18260229
338508
2452852
BAYCOM CORP
COM
07272M107
3567
235144
SH
DFND
2,20
177230
0
57914
BCB BANCORP INC
COM
055298103
3852
348012
SH
DFND
13,2,20,5
251563
0
96449
ACORDA THERAPEUTICS INC
COM
00484M106
25
36371
SH
DFND
20
36371
0
0
BEACON ROOFING SUPPLY INC
COM
073685109
43754
1088679
SH
DFND
13,19,2,20,5,8
860703
552
227424
BEAM GLOBAL
COM
07373B109
428
5800
SH
DFND
20
5800
0
0
BEAM THERAPEUTICS INC
COM
07373V105
116779
1430410
SH
DFND
2,20,5,8
1297861
0
132549
BEAZER HOMES USA INC
COM NEW
07556Q881
11206
739668
SH
DFND
2,20,5
650293
0
89375
BECTON DICKINSON & CO
COM
075887109
3015558
12051626
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
10544140
157044
1350442
BED BATH & BEYOND INC
COM
075896100
77229
4348460
SH
DFND
1,12,13,2,20,5,8
3783512
723
564225
BEIGENE LTD
SPONSORED ADR
07725L102
192927
746652
SH
DFND
10,12,13,19,2,20,5,8
567300
18900
160452
BEL FUSE INC
CL B
077347300
4633
308230
SH
DFND
2,20,5
273038
0
35192
BELDEN INC
COM
077454106
56736
1352457
SH
DFND
13,2,20,5,8
1166261
791
185405
BELLEROPHON THERAPEUTICS INC
COM NEW
078771300
531
79577
SH
DFND
2,20,6
72476
0
7101
ACTIVISION BLIZZARD INC
COM
00507V109
3194480
34404738
SH
DFND
10,11,12,13,19,2,20,5,6,8
29754034
618720
4031984
BELLRING BRANDS INC
COM CL A
079823100
17930
737567
SH
DFND
19,2,20,5,8
606584
0
130983
BENCHMARK ELECTRS INC
COM
08160H101
34403
1266223
SH
DFND
2,20,5,8
1113649
115
152459
BENEFITFOCUS INC
COM
08180D106
10140
700300
SH
DFND
2,20,5,8
589391
0
110909
BERKELEY LTS INC
COM
084310101
10153
113561
SH
DFND
2,20
105023
0
8538
BERKLEY W R CORP
COM
084423102
451051
6790894
SH
DFND
10,11,12,13,19,2,20,5,6,8
5417820
88434
1284640
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
74085
213
SH
DFND
1,12,19,20,5
196
0
17
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
17420908
75132220
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
65669497
2883945
6578778
BERKSHIRE HILLS BANCORP INC
COM
084680107
30625
1788841
SH
DFND
19,2,20,5,8
1595238
500
193103
BERRY CORP
COM
08579X101
6355
1726975
SH
DFND
2,20,5
1533645
0
193330
BERRY GLOBAL GROUP INC
COM
08579W103
93790
1669159
SH
DFND
12,13,2,20,5,8
1375379
1400
292380
ACUITY BRANDS INC
COM
00508Y102
111605
921666
SH
DFND
10,13,19,2,20,5,8
839020
680
81966
BEST BUY INC
COM
086516101
1083702
10798760
SH
DFND
10,11,12,13,19,2,20,5,6,8
8892968
518425
1387367
BEST INC
SPONSORED ADS
08653C106
4684
2221997
SH
DFND
1,2,20,5
754906
2900
1464191
BEYOND AIR INC
COM
08862L103
992
188265
SH
DFND
2,20
160962
0
27303
BEYOND MEAT INC
COM
08862E109
72599
580793
SH
DFND
13,19,2,20,5,8
487997
300
92496
BEYONDSPRING INC
SHS
G10830100
2857
234166
SH
DFND
2,20,5
191121
0
43045
BG STAFFING INC
COM
05544A109
2330
172718
SH
DFND
2,20
139415
0
33303
BGC PARTNERS INC
CL A
05541T101
24336
6084031
SH
DFND
13,2,20,5,8
4806793
5482
1271756
BHP GROUP LTD
SPONSORED ADS
088606108
8608
130617
SH
DFND
1,20
8874
0
121743
BIG 5 SPORTING GOODS CORP
COM
08915P101
249
24390
SH
DFND
20
24390
0
0
BIG LOTS INC
COM
089302103
61078
1422740
SH
DFND
12,2,20,5,8
1265599
421
156720
1ST SOURCE CORP
COM
336901103
16415
407326
SH
DFND
2,20,5,8
339451
0
67875
ACUSHNET HOLDINGS CORP
COM
005098108
27535
679195
SH
DFND
2,20,5,8
545212
0
133983
BIGCOMMERCE HLDGS INC
COM SER 1
08975P108
8608
134180
SH
DFND
2,20,5,8
124672
0
9508
BIGLARI HLDGS INC
COM STK CL A
08986R408
618
1057
SH
DFND
2,20
947
0
110
BIGLARI HLDGS INC
COM STK CL B
08986R309
1959
17618
SH
DFND
2,20
14110
0
3508
BILIBILI INC
NOTE 1.375% 4/0
090040AB2
45636
12975000
PRN
DFND
2,5
12975000
0
0
BILIBILI INC
SPONS ADS REP Z
090040106
281866
3188584
SH
DFND
1,10,12,13,19,2,20,5,8
1737750
49500
1401334
BILL COM HLDGS INC
COM
090043100
117548
861156
SH
DFND
13,2,20,5,8
730270
1400
129486
BIO RAD LABS INC
CL A
090572207
569866
977572
SH
DFND
10,11,12,13,19,2,20,5,6,8
807594
35947
134031
BIO-TECHNE CORP
COM
09073M104
285268
898339
SH
DFND
13,19,2,20,5,6,8
810153
414
87772
BIOCRYST PHARMACEUTICALS INC
COM
09058V103
82374
11056979
SH
DFND
19,2,20,5,8
10292691
0
764288
BIODELIVERY SCIENCES INTL IN
COM
09060J106
8434
2008214
SH
DFND
2,20,5,8
1689222
0
318992
ACUTUS MED INC
COM
005111109
4688
162711
SH
DFND
2,20,8
129700
0
33011
BIODESIX INC
COM
09075X108
692
34334
SH
DFND
2,20
29976
0
4358
BIOGEN INC
COM
09062X103
1712065
6992015
SH
DFND
10,11,12,13,19,2,20,5,6,8
5969820
241052
781143
BIOHAVEN PHARMACTL HLDG CO L
COM
G11196105
143303
1671949
SH
DFND
19,2,20,5,8
1467458
800
203691
BIOLIFE SOLUTIONS INC
COM NEW
09062W204
18929
474532
SH
DFND
2,20,5,8
431931
0
42601
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
434923
4959779
SH
DFND
10,11,12,13,19,2,20,5,6,8
4222150
103400
634229
BIOMARIN PHARMACEUTICAL INC
NOTE 0.599% 8/0
09061GAH4
17825
16625000
PRN
DFND
2,5
16625000
0
0
BIONDVAX PHARMACEUTICALS LTD
SPOND ADS
09073Q105
200
71111
SH
DFND
2
71111
0
0
BIONTECH SE
SPONSORED ADS
09075V102
620
7600
SH
DFND
2,5,6
7600
0
0
BIOSIG TECHNOLOGIES INC
COM NEW
09073N201
1377
353069
SH
DFND
2,20,5
290650
0
62419
BIOTELEMETRY INC
COM
090672106
74493
1033483
SH
DFND
2,20,5,8
900239
0
133244
ADAMAS PHARMACEUTICALS INC
COM
00548A106
63
14583
SH
DFND
20
14583
0
0
BIOXCEL THERAPEUTICS INC
COM
09075P105
77339
1673996
SH
DFND
19,2,20,5,8
1631188
0
42808
BJS RESTAURANTS INC
COM
09180C106
28075
729418
SH
DFND
2,20,5,8
638689
0
90729
BJS WHSL CLUB HLDGS INC
COM
05550J101
164140
4402897
SH
DFND
12,13,2,20,5,6,8
3842720
1200
558977
BK OF AMERICA CORP
COM
060505104
9677750
319292299
SH
DFND
1,10,12,13,19,2,20,5,6,8
277928797
5383310
35980192
BLACK DIAMOND THERAPEUTICS I
COM
09203E105
26365
822617
SH
DFND
2,20,5,8
772670
0
49947
BLACK HILLS CORP
COM
092113109
340337
5538442
SH
DFND
12,13,2,20,5,8
5304841
480
233121
BLACK KNIGHT INC
COM
09215C105
319737
3618978
SH
DFND
10,11,12,13,19,2,20,5,6,8
2822183
155389
641406
BLACKBAUD INC
COM
09227Q100
93787
1629385
SH
DFND
13,19,2,20,5,8
1415510
3629
210246
BLACKLINE INC
COM
09239B109
137792
1033077
SH
DFND
2,20,5,8
829336
700
203041
BLACKLINE INC
NOTE 0.125% 8/0
09239BAB5
24987
13277000
PRN
DFND
2,5
13277000
0
0
ADAMIS PHARMACEUTICALS CORP
COM NEW
00547W208
19
38500
SH
DFND
20
38500
0
0
BLACKROCK INC
COM
09247X101
4407500
6108462
SH
DFND
10,12,13,19,2,20,5,6,8
5237395
146886
724181
BLACKSTONE GROUP INC
COM CL A
09260D107
460066
7098681
SH
DFND
10,12,13,19,2,20,5,6,8
5306487
375062
1417132
BLACKSTONE MTG TR INC
COM CL A
09257W100
78949
2804285
SH
DFND
12,13,2,20,5,8
2208004
1900
594381
BLACKSTONE MTG TR INC
NOTE 4.375% 5/0
09257WAB6
11314
11250000
PRN
DFND
2,5
11250000
0
0
BLINK CHARGING CO
COM
09354A100
44835
1048769
SH
DFND
2,20
1048769
0
0
BLOCK H & R INC
COM
093671105
110164
6839285
SH
DFND
12,13,19,2,20,5,8
4739884
1596
2097805
BLOOM ENERGY CORP
COM CL A
093712107
58279
2033459
SH
DFND
19,2,20,5,8
1679104
0
354355
BLOOMIN BRANDS INC
COM
094235108
54138
2787766
SH
DFND
2,20,5,8
2430995
9100
347671
BLUCORA INC
COM
095229100
23770
1494035
SH
DFND
2,20,5,8
1290731
1243
202061
BLUE BIRD CORP
COM
095306106
5466
299344
SH
DFND
2,20,5
241759
0
57585
ADAMS RES & ENERGY INC
COM NEW
006351308
771
31990
SH
DFND
2,20
27090
0
4900
BLUEBIRD BIO INC
COM
09609G100
99126
2290862
SH
DFND
13,19,2,20,5,8
2136964
900
152998
BLUEGREEN VACATIONS CORP
COM
09629F108
945
119006
SH
DFND
2,20
94311
0
24695
BLUEGREEN VACATIONS HLDG COR
CLASS A
096308101
5243
387493
SH
DFND
2,20,5
347989
0
39504
BLUEPRINT MEDICINES CORP
COM
09627Y109
182920
1631027
SH
DFND
13,19,2,20,5,8
1408783
400
221844
BLUEROCK RESIDENTIAL GWT REI
COM CL A
09627J102
6398
498595
SH
DFND
2,20,5
421043
0
77552
BMC STK HLDGS INC
COM
05591B109
70628
1315732
SH
DFND
2,20,5,8
1040224
900
274608
BOEING CO
COM
097023105
5538109
25871762
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
18335396
264985
7271381
BOGOTA FINL CORP
COM
097235105
702
78794
SH
DFND
2,20
66994
0
11800
BOINGO WIRELESS INC
COM
09739C102
11408
896886
SH
DFND
2,20,5,8
719571
0
177315
BOISE CASCADE CO DEL
COM
09739D100
60450
1264651
SH
DFND
2,20,5,8
1101477
100
163074
ADAPTHEALTH CORP
COM CL A
00653Q102
19431
517339
SH
DFND
2,20,5
447433
0
69906
BOK FINL CORP
COM NEW
05561Q201
51362
750031
SH
DFND
2,20,5,8
681555
306
68170
BONANZA CREEK ENERGY INC
COM NEW
097793400
13309
688534
SH
DFND
2,20,5
624712
0
63822
BOOT BARN HLDGS INC
COM
099406100
45661
1053075
SH
DFND
19,2,20,5,8
930506
0
122569
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
291338
3341793
SH
DFND
10,11,12,13,19,2,20,5,6,8
2454438
259411
627944
BORGWARNER INC
COM
099724106
407736
10552174
SH
DFND
10,11,12,13,19,2,20,5,6,8
8924045
414634
1213495
BOSTON BEER INC
CL A
100557107
212231
213450
SH
DFND
13,2,20,5,8
192117
111
21222
BOSTON OMAHA CORP
COM
101044105
6216
224815
SH
DFND
2,20,5,8
183149
0
41666
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
27031
3198902
SH
DFND
2,20,5,8
2857986
1448
339468
BOSTON PROPERTIES INC
COM
101121101
834357
8736685
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
7378664
130800
1227221
BOSTON SCIENTIFIC CORP
COM
101137107
2339363
65072688
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
57517727
868167
6686794
ADAPTIMMUNE THERAPEUTICS PLC
SPONDS ADR
00653A107
1943
360473
SH
DFND
1,2,5
358921
0
1552
BOTTOMLINE TECH DEL INC
COM
101388106
70040
1328021
SH
DFND
2,20,5,8
1143480
250
184291
BOX INC
CL A
10316T104
60719
3363913
SH
DFND
13,19,2,20,5,8
2324720
1500
1037693
BOYD GAMING CORP
COM
103304101
105620
2460866
SH
DFND
2,20,5,8
2123709
532
336625
BP PLC
SPONSORED ADR
055622104
583006
28403823
SH
DFND
1,2,20
216034
27875495
312294
BRADY CORP
CL A
104674106
191172
3619312
SH
DFND
19,2,20,5,8
3421952
292
197068
BRAINSTORM CELL THERAPEUTICS
COM NEW
10501E201
2148
474691
SH
DFND
2,20,5
390491
0
84200
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
107299
9009141
SH
DFND
10,13,19,2,20,5,8
8243542
46349
719250
BRASKEM S A
SP ADR PFD A
105532105
1511
167727
SH
DFND
13,2
164627
0
3100
BRF SA
SPONSORED ADR
10552T107
7376
1756288
SH
DFND
10,2,20,5,8
1495033
233763
27492
BRIDGE BANCORP INC
COM
108035106
8029
332051
SH
DFND
2,20,5,8
264693
0
67358
ADAPTIVE BIOTECHNOLOGIES COR
COM
00650F109
56489
955334
SH
DFND
19,2,20,5,8
782234
800
172300
BRIDGEBIO PHARMA INC
COM
10806X102
163306
2296523
SH
DFND
2,20,5
2072263
0
224260
BRIDGEWATER BANCSHARES INC
COM ACCD INV
108621103
4927
394481
SH
DFND
2,20,5
321320
0
73161
BRIDGFORD FOODS CORP
COM
108763103
559
30687
SH
DFND
2,20
23979
0
6708
BRIGHAM MINERALS INC
CL A COM
10918L103
7636
694854
SH
DFND
2,20,5
578155
3100
113599
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
130856
756435
SH
DFND
13,19,2,20,5,8
622578
600
133257
BRIGHT SCHOLAR ED HLDGS LTD
SPONSORED ADS
109199109
454
78837
SH
DFND
2,20,5
54506
0
24331
BRIGHTCOVE INC
COM
10921T101
13234
719249
SH
DFND
2,20,5
599797
0
119452
BRIGHTHOUSE FINL INC
COM
10922N103
86399
2386381
SH
DFND
12,13,2,20,5,8
2152348
913
233120
BRIGHTSPHERE INVT GROUP INC
COM
10948W103
36107
1872749
SH
DFND
10,2,20,5,8
1586880
7449
278420
BRIGHTVIEW HLDGS INC
COM
10948C107
11004
727777
SH
DFND
2,20,5,8
581308
0
146469
ADDUS HOMECARE CORP
COM
006739106
54450
465024
SH
DFND
2,20,5,8
405878
0
59146
BRINKER INTL INC
COM
109641100
82222
1453456
SH
DFND
2,20,5,8
1267616
201
185639
BRINKS CO
COM
109696104
107618
1494699
SH
DFND
13,19,2,20,5,8
1286681
594
207424
BRISTOL-MYERS SQUIBB CO
COM
110122108
5886575
94163885
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
81713682
1549073
10901130
BRISTOL-MYERS SQUIBB CO
RIGHT 99/99/9999
110122157
17
24039
SH
DFND
20,5,8
24039
0
0
BRISTOW GROUP INC
COM
11040G103
16108
612020
SH
DFND
2,20
590624
0
21396
BRITISH AMERN TOB PLC
SPONSORED ADR
110448107
53481
1399657
SH
DFND
1,10,12,2,20,5,8
1267812
115770
16075
BRIXMOR PPTY GROUP INC
COM
11120U105
217353
13133113
SH
DFND
10,13,19,2,20,5,8
11545351
89650
1498112
BROADCOM INC
COM
11135F101
6976797
15934217
SH
DFND
10,11,12,13,19,2,20,5,6,8
13768947
256120
1909150
BROADMARK RLTY CAP INC
COM
11135B100
25097
2446013
SH
DFND
2,20,5,8
2017610
0
428403
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
747176
4859057
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
4114605
109043
635409
ADECOAGRO S A
COM
L00849106
2544
374091
SH
DFND
2,20,5
282966
0
91125
BROADSTONE NET LEASE INC
CL A COM
11135E104
10911
550210
SH
DFND
2,20
463685
0
86525
BROOKDALE SR LIVING INC
COM
112463104
17814
4021236
SH
DFND
12,19,2,20,5,8
3273491
496
747249
BROOKFIELD INFRASTRUCTURE CO
COM SB VTG SHS A
11275Q107
40026
553614
SH
DFND
19,2,20,5
455835
0
97779
BROOKFIELD PPTY REIT INC
CL A
11282X103
15789
1056803
SH
DFND
10,19,2,20,5,8
833276
10090
213437
BROOKFIELD RENEWABLE CORP
CL A SUB VTG
11284V105
100365
1722408
SH
DFND
2,20,5
1409981
0
312427
BROOKLINE BANCORP INC DEL
COM
11373M107
34239
2843733
SH
DFND
2,20,5,8
2455177
0
388556
BROOKS AUTOMATION INC NEW
COM
114340102
149354
2201239
SH
DFND
2,20,5,8
1903681
459
297099
BROWN & BROWN INC
COM
115236101
437530
9228636
SH
DFND
10,11,12,13,19,2,20,5,6,8
7997809
249687
981140
BROWN FORMAN CORP
CL A
115637100
10579
143637
SH
DFND
2,20,6
109451
0
34186
BROWN FORMAN CORP
CL B
115637209
789696
9919554
SH
DFND
10,12,13,19,2,20,5,6,8
8405988
299438
1214128
21VIANET GROUP INC
SPONSORED ADS A
90138A103
15061
434122
SH
DFND
1,2,20,5
328477
0
105645
ADICET BIO INC
COM
007002108
217
15466
SH
DFND
20
15466
0
0
BRP GROUP INC
COM CL A
05589G102
21545
718869
SH
DFND
2,20,5,8
603469
0
115400
BRT APARTMENTS CORP
COM
055645303
4914
318934
SH
DFND
2,20
289285
0
29649
BRUKER CORP
COM
116794108
82152
1517672
SH
DFND
13,19,2,20,5,8
1254796
892
261984
BRUNSWICK CORP
COM
117043109
137904
1808820
SH
DFND
13,19,2,20,5,8
1644241
657
163922
BRYN MAWR BK CORP
COM
117665109
13801
451102
SH
DFND
2,20,5,8
364634
497
85971
BUCKLE INC
COM
118440106
34324
1175484
SH
DFND
2,20,5,8
1045735
956
128793
BUILD A BEAR WORKSHOP
COM
120076104
54
12665
SH
DFND
20
12665
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
182419
4469957
SH
DFND
2,20,5,8
3988004
1500
480453
BUNGE LIMITED
COM
G16962105
233561
3561470
SH
DFND
10,11,12,13,19,2,20,5,6,8
2564541
124543
872386
BURLINGTON STORES INC
COM
122017106
339319
1297340
SH
DFND
10,11,12,13,19,2,20,5,6,8
1043222
40010
214108
ADIENT PLC
ORD SHS
G0084W101
98088
2821066
SH
DFND
12,13,19,2,20,5,8
2423507
974
396585
BUSINESS FIRST BANCSHARES IN
COM
12326C105
6101
299673
SH
DFND
2,20,5
248558
0
51115
BWX TECHNOLOGIES INC
COM
05605H100
117469
1948729
SH
DFND
13,19,2,20,5,8
1741007
1259
206463
BYLINE BANCORP INC
COM
124411109
7191
464532
SH
DFND
2,20,5,8
373958
0
90574
C & F FINL CORP
COM
12466Q104
1973
52625
SH
DFND
2,20
42099
0
10526
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
782469
8291709
SH
DFND
10,11,12,13,19,2,20,5,6,8
6885656
248334
1157719
C4 THERAPEUTICS INC
COM STK
12529R107
5471
165131
SH
DFND
2,20
141655
0
23476
CABALETTA BIO INC
COM
12674W109
2491
199631
SH
DFND
2,20
166092
0
33539
CABLE ONE INC
COM
12685J105
376498
169006
SH
DFND
10,11,12,13,19,2,20,5,6,8
146507
2675
19824
CABOT CORP
COM
127055101
61075
1360841
SH
DFND
13,2,20,5
1238023
863
121955
CABOT OIL & GAS CORP
COM
127097103
469650
28848265
SH
DFND
10,11,12,13,19,2,20,5,6,8
25822262
468702
2557301
ADMA BIOLOGICS INC
COM
000899104
2120
1087179
SH
DFND
13,2,20,5
873287
0
213892
CACI INTL INC
CL A
127190304
151800
608830
SH
DFND
13,19,2,20,5,8
537207
310
71313
CACTUS INC
CL A
127203107
30146
1156340
SH
DFND
2,20,5,8
968917
0
187423
CADENCE BANCORPORATION
CL A
12739A100
103168
6283047
SH
DFND
2,20,5,8
5769132
11200
502715
CADENCE DESIGN SYSTEM INC
COM
127387108
1621840
11887710
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
9968986
463822
1454902
CADIZ INC
COM NEW
127537207
4425
415475
SH
DFND
2,20,5,8
354726
0
60749
CAESARS ENTERTAINMENT INC NE
COM
12769G100
423058
5696220
SH
DFND
13,2,20,5,8
4962485
3095
730640
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
18496
8381020
PRN
DFND
2,5
8381020
0
0
CAESARSTONE LTD
ORD SHS
M20598104
6793
526964
SH
DFND
2,20,5,8
405525
0
121439
CAI INTERNATIONAL INC
COM
12477X106
10782
345128
SH
DFND
2,20,5,8
276413
0
68715
CAL MAINE FOODS INC
COM NEW
128030202
80075
2133069
SH
DFND
19,2,20,5,6,8
1990346
700
142023
ADOBE SYSTEMS INCORPORATED
COM
00724F101
9615628
19226642
SH
DFND
10,11,12,13,19,2,20,5,6,8
16408441
487139
2331062
CALAMP CORP
COM
128126109
14563
1468049
SH
DFND
2,20,5
1355164
0
112885
CALAVO GROWERS INC
COM
128246105
34924
503011
SH
DFND
2,20,5,8
435551
0
67460
CALEDONIA MNG CORP PLC
SHS NEW
G1757E113
2900
182643
SH
DFND
2,20,5
149365
0
33278
CALERES INC
COM
129500104
25397
1615552
SH
DFND
2,20,5
1504456
0
111096
CALIFORNIA BANCORP INC
COM
13005U101
1750
112477
SH
DFND
2,20
98077
0
14400
CALIFORNIA WTR SVC GROUP
COM
130788102
203723
3770555
SH
DFND
13,19,2,20,5,8
3544544
600
225411
CALITHERA BIOSCIENCES INC
COM
13089P101
6174
1257395
SH
DFND
19,2,20,5,8
1054342
0
203053
CALIX INC
COM
13100M509
33174
1114717
SH
DFND
2,20,5,8
908011
0
206706
CALLAWAY GOLF CO
COM
131193104
67452
2809309
SH
DFND
19,2,20,5,8
2445885
1582
361842
CALLON PETE CO DEL
COM
13123X508
7033
534423
SH
DFND
2,20,5
534423
0
0
ADT INC DEL
COM
00090Q103
22256
2824258
SH
DFND
19,2,20,5,8
2531429
0
292829
CALYXT INC
COM
13173L107
737
174749
SH
DFND
2,20,5
144097
0
30652
CAMBIUM NETWORKS CORP
SHS
G17766109
2197
87581
SH
DFND
2,20
75276
0
12305
CAMBRIDGE BANCORP
COM
132152109
8307
119102
SH
DFND
2,20,5
93258
0
25844
CAMDEN NATL CORP
COM
133034108
12011
335681
SH
DFND
2,20,5,8
269884
0
65797
CAMDEN PPTY TR
SH BEN INT
133131102
496666
4930310
SH
DFND
10,11,12,13,19,2,20,5,6,8
4218371
123248
588691
CAMPBELL SOUP CO
COM
134429109
475737
9839437
SH
DFND
10,11,12,13,19,2,20,5,6,8
7836534
132445
1870458
CAMPING WORLD HLDGS INC
CL A
13462K109
23962
919845
SH
DFND
2,20,5,8
781935
0
137910
CAMTEK LTD
ORD
M20791105
5276
240794
SH
DFND
2
240794
0
0
CANADA GOOSE HLDGS INC
SHS SUB VTG
135086106
781
26230
SH
DFND
2,20,5
26230
0
0
CANADIAN IMP BK COMM
COM
136069101
1367
15777
SH
DFND
20
1210
538
14029
ADTALEM GLOBAL ED INC
COM
00737L103
53342
1571184
SH
DFND
2,20,5,8
1365761
394
205029
CANADIAN NATL RY CO
COM
136375102
13414
122114
SH
DFND
20
200
0
121914
CANADIAN PAC RY LTD
COM
13645T100
23860
68674
SH
DFND
20,8
3199
0
65475
CANADIAN SOLAR INC
COM
136635109
17925
349825
SH
DFND
2,20,5,8
349825
0
0
CANNAE HLDGS INC
COM
13765N107
76256
1722513
SH
DFND
19,2,20,5,8
1339431
392
382690
CANON INC
SPONSORED ADR
138006309
247
12750
SH
DFND
20
12750
0
0
CANTEL MED CORP
COM
138098108
100946
1280068
SH
DFND
13,19,2,20,5,8
1113149
500
166419
CAPITAL BANCORP INC MD
COM
139737100
1994
143141
SH
DFND
2,20
109072
0
34069
CAPITAL CITY BK GROUP INC
COM
139674105
6705
272800
SH
DFND
2,20,5
215617
0
57183
CAPITAL ONE FINL CORP
COM
14040H105
1922827
19451967
SH
DFND
10,11,12,13,19,2,20,5,6,8
16835145
337293
2279529
CAPITOL FED FINL INC
COM
14057J101
56570
4525609
SH
DFND
12,19,2,20,5,6,8
3857376
0
668233
ADTRAN INC
COM
00738A106
23680
1603276
SH
DFND
2,20,5,8
1376265
1818
225193
CAPRI HOLDINGS LIMITED
SHS
G1890L107
181784
4328194
SH
DFND
12,13,2,20,5,8
3248213
1700
1078281
CAPSTAR FINL HLDGS INC
COM
14070T102
3820
258988
SH
DFND
13,2,20
204218
0
54770
CAPSTEAD MTG CORP
COM NO PAR
14067E506
19729
3310451
SH
DFND
13,2,20,5,8
2823431
16793
470227
CARA THERAPEUTICS INC
COM
140755109
14563
962549
SH
DFND
19,2,20,5,8
779782
0
182767
CARDIFF ONCOLOGY INC
COM
14147L108
45852
2548772
SH
DFND
2,20
2548772
0
0
CARDINAL HEALTH INC
COM
14149Y108
983410
18198071
SH
DFND
10,11,12,13,19,2,20,5,6,8
15916029
332442
1949600
CARDIOVASCULAR SYS INC DEL
COM
141619106
63210
1444475
SH
DFND
19,2,20,5,8
1287957
800
155718
CARDLYTICS INC
COM
14161W105
72866
510373
SH
DFND
19,2,20,5,8
401183
400
108790
CARDTRONICS PLC
SHS CL A
G1991C105
41744
1182557
SH
DFND
2,20,5,8
1031799
200
150558
CAREDX INC
COM
14167L103
134167
1851855
SH
DFND
2,20,5,8
1661023
700
190132
ADVANCE AUTO PARTS INC
COM
00751Y106
472131
2992451
SH
DFND
10,11,12,13,19,2,20,5,6,8
2403036
42716
546699
CARETRUST REIT INC
COM
14174T107
105703
4712615
SH
DFND
10,19,2,20,5,8
4102560
25620
584435
CARGURUS INC
COM CL A
141788109
59869
1886816
SH
DFND
19,2,20,5,8
1532163
900
353753
CARLISLE COS INC
COM
142339100
315561
2020498
SH
DFND
13,19,2,20,5,8
1898477
647
121374
CARLYLE GROUP INC
COM
14316J108
78778
2505646
SH
DFND
10,12,13,19,2,20,5,6,8
1906677
66904
532065
CARMAX INC
COM
143130102
612841
6487833
SH
DFND
10,11,12,13,19,2,20,5,6,8
5630850
102067
754916
CARNIVAL CORP
UNIT 99/99/9999
143658300
576757
26627732
SH
DFND
10,11,12,13,19,2,20,5,6,8
23725904
285189
2616639
CARPARTS COM INC
COM
14427M107
14318
1155622
SH
DFND
2,20,5,8
1070421
0
85201
CARPENTER TECHNOLOGY CORP
COM
144285103
89754
3082215
SH
DFND
2,20,5,8
2884505
314
197396
CARRIAGE SVCS INC
COM
143905107
11027
352061
SH
DFND
2,20,5,8
282376
0
69685
CARRIER GLOBAL CORPORATION
COM
14448C104
2604012
68816684
SH
DFND
10,11,12,13,19,2,20,5,6,8
31895998
33187844
3732842
ADVANCED DRAIN SYS INC DEL
COM
00790R104
91237
1091610
SH
DFND
19,2,20,5,8
861809
500
229301
CARROLS RESTAURANT GROUP INC
COM
14574X104
4149
660739
SH
DFND
2,20,5
540838
0
119901
CARS COM INC
COM
14575E105
16779
1484855
SH
DFND
12,13,2,20,5,8
1205053
1676
278126
CARTER BANKSHARES INC
COM NEW
146103106
4242
395733
SH
DFND
2,20,5
321908
0
73825
CARTERS INC
COM
146229109
99075
1053205
SH
DFND
13,19,2,20,5,8
954231
675
98299
CARVANA CO
CL A
146869102
271622
1133931
SH
DFND
10,11,12,13,19,2,20,5,6,8
913661
29914
190356
CASA SYS INC
COM
14713L102
3921
635487
SH
DFND
2,20,5,8
514555
0
120932
CASELLA WASTE SYS INC
CL A
147448104
59857
966219
SH
DFND
2,20,5,8
755914
800
209505
CASEYS GEN STORES INC
COM
147528103
206832
1157947
SH
DFND
12,13,2,20,5,8
1076017
439
81491
CASI PHARMACEUTICALS INC
COM
14757U109
3168
1074024
SH
DFND
2,20,5
883242
0
190782
CASPER SLEEP INC
COM
147626105
2357
383287
SH
DFND
2,20
318993
0
64294
ADVANCED EMISSIONS SOLUTS IN
COM
00770C101
1602
291234
SH
DFND
2,20
230535
0
60699
CASS INFORMATION SYS INC
COM
14808P109
14191
364720
SH
DFND
2,20,5,8
306722
0
57998
CASSAVA SCIENCES INC
COM
14817C107
3059
448552
SH
DFND
2,20,5
378373
0
70179
CASTLE BIOSCIENCES INC
COM
14843C105
17555
261423
SH
DFND
2,20,5,8
216747
0
44676
CASTLIGHT HEALTH INC
CL B
14862Q100
68
52630
SH
DFND
20
52630
0
0
CATABASIS PHARMACEUTICALS IN
COM NEW
14875P206
783
365826
SH
DFND
2,20
330830
0
34996
CATALENT INC
COM
148806102
673153
6468274
SH
DFND
10,11,12,13,19,2,20,5,6,8
5635904
84023
748347
CATALYST BIOSCIENCES INC
COM NEW
14888D208
2085
330434
SH
DFND
2,20
289333
0
41101
CATALYST PHARMACEUTICALS INC
COM
14888U101
20421
6113930
SH
DFND
2,20,5,8
5768827
0
345103
CATCHMARK TIMBER TR INC
CL A
14912Y202
9449
1009526
SH
DFND
2,20,5,8
810340
0
199186
CATERPILLAR INC
COM
149123101
7506733
41241252
SH
DFND
10,11,12,13,19,2,20,5,6,8
19921837
348499
20970916
22ND CENTY GROUP INC
COM
90137F103
165
74800
SH
DFND
20
74800
0
0
ADVANCED ENERGY INDS
COM
007973100
109856
1132889
SH
DFND
19,2,20,5,8
971761
400
160728
CATHAY GEN BANCORP
COM
149150104
93545
2906029
SH
DFND
2,20,5,8
2601002
454
304573
CATO CORP NEW
CL A
149205106
7065
736739
SH
DFND
2,20,5
660263
0
76476
CAVCO INDS INC DEL
COM
149568107
53417
304455
SH
DFND
2,20,5,8
267986
31
36438
CB FINL SVCS INC
COM
12479G101
1456
72774
SH
DFND
2,20
63374
0
9400
CBIZ INC
COM
124805102
27871
1047392
SH
DFND
2,20,5,8
834312
0
213080
CBOE GLOBAL MKTS INC
COM
12503M108
429191
4609012
SH
DFND
10,11,12,13,19,2,20,5,6,8
4038329
53592
517091
CBRE GROUP INC
CL A
12504L109
841666
13419417
SH
DFND
10,11,12,13,19,2,20,5,6,8
11218422
311260
1889735
CBTX INC
COM
12481V104
9241
360811
SH
DFND
2,20,5,8
293834
0
66977
CDK GLOBAL INC
COM
12508E101
153444
2960522
SH
DFND
1,13,2,20,5,8
2677645
7735
275142
CDW CORP
COM
12514G108
723898
5492813
SH
DFND
10,11,12,13,19,2,20,5,6,8
4764382
88288
640143
ADVANCED MICRO DEVICES INC
COM
007903107
4245046
46287716
SH
DFND
10,11,12,13,19,2,20,5,6,8
40081304
741035
5465377
CECO ENVIRONMENTAL CORP
COM
125141101
4099
588966
SH
DFND
2,20,5
481090
0
107876
CEL-SCI CORP
COM PAR NEW
150837607
23069
1978479
SH
DFND
19,2,20,5,8
1840859
0
137620
CELANESE CORP DEL
COM
150870103
686189
5280817
SH
DFND
10,11,12,13,19,2,20,5,6,8
4215090
321178
744549
CELLCOM ISRAEL LTD
SHS
M2196U109
165
34102
SH
DFND
20
34102
0
0
CELLDEX THERAPEUTICS INC NEW
COM NEW
15117B202
31716
1810260
SH
DFND
19,2,20,5,8
1804160
0
6100
CELLECTIS S A
SPON ADS
15117K103
1073
39636
SH
DFND
2
39636
0
0
CELLULAR BIOMEDICINE GROUP I
COM NEW
15117P102
4166
226658
SH
DFND
2,20
183611
0
43047
CELSIUS HLDGS INC
COM NEW
15118V207
31814
632353
SH
DFND
2,20,5,8
514010
0
118343
CEMEX SAB DE CV
SPON ADR NEW
151290889
66
12850
SH
DFND
20,5
12850
0
0
CENTENE CORP DEL
COM
15135B101
1476483
24595748
SH
DFND
10,11,12,13,19,2,20,5,6,8
21527100
376353
2692295
ADVANSIX INC
COM
00773T101
17757
888311
SH
DFND
1,13,19,2,20,5,8
778689
785
108837
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
306
203693
SH
DFND
13,20,5
196693
0
7000
CENTERPOINT ENERGY INC
COM
15189T107
621177
28705052
SH
DFND
10,11,12,13,19,2,20,5,6,8
24653274
240598
3811180
CENTERSPACE
COM
15202L107
45137
632748
SH
DFND
10,19,2,20,5,8
550860
3397
78491
CENTOGENE N V
COM
N1976T109
879
81558
SH
DFND
2,20
65291
0
16267
CENTRAIS ELETRICAS BRASILEIR
SPON ADR PFD B
15234Q108
2355
354631
SH
DFND
10,2,20
243295
102836
8500
CENTRAIS ELETRICAS BRASILEIR
SPONSORED ADR
15234Q207
4481
641046
SH
DFND
2,20
641046
0
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
46256
1273219
SH
DFND
2,20,5,6,8
1105960
0
167259
CENTRAL GARDEN & PET CO
COM
153527106
12460
322702
SH
DFND
2,20,5,8
281327
0
41375
CENTRAL PAC FINL CORP
COM NEW
154760409
21038
1106658
SH
DFND
2,20,5,8
985077
0
121581
CENTRAL PUERTO S A
SPONSORED ADR
155038201
895
331639
SH
DFND
2,20,5
284513
0
47126
ADVANTAGE SOLUTIONS INC
COM CL A
00791N102
947
71900
SH
DFND
20
71900
0
0
CENTRAL VY CMNTY BANCORP
COM
155685100
3074
206478
SH
DFND
2,20,5
172485
0
33993
CENTRUS ENERGY CORP
CL A
15643U104
232
10017
SH
DFND
20
10017
0
0
CENTURY ALUM CO
COM
156431108
54164
4910626
SH
DFND
2,20,5,8
4710019
2024
198583
CENTURY BANCORPORATION INC
CL A NON VTG
156432106
4467
57741
SH
DFND
2,20,5
45850
0
11891
CENTURY CASINOS INC
COM
156492100
3805
595466
SH
DFND
2,20
508223
0
87243
CENTURY CMNTYS INC
COM
156504300
47414
1083001
SH
DFND
2,20,5,8
965353
0
117648
CERAGON NETWORKS LTD
ORD
M22013102
115
41426
SH
DFND
2
41426
0
0
CERECOR INC
COM
15671L109
1172
443998
SH
DFND
2,20
365859
0
78139
CERENCE INC
COM
156727109
80339
799556
SH
DFND
13,19,2,20,5,8
642795
329
156432
CERIDIAN HCM HLDG INC
COM
15677J108
391197
3671139
SH
DFND
10,11,12,13,19,2,20,5,6,8
3220554
68942
381643
ADVERUM BIOTECHNOLOGIES INC
COM
00773U108
46228
4264590
SH
DFND
19,2,20,5,8
3942201
600
321789
CERNER CORP
COM
156782104
1099310
13968981
SH
DFND
10,11,12,13,19,2,20,5,6,8
11591215
354440
2023326
CERUS CORP
COM
157085101
30243
4370443
SH
DFND
19,2,20,5,8
3738482
1700
630261
CEVA INC
COM
157210105
38436
844758
SH
DFND
2,20,5,8
749729
0
95029
CF INDS HLDGS INC
COM
125269100
390067
10076641
SH
DFND
10,11,12,13,19,2,20,5,6,8
8506289
168729
1401623
CHAMPIONS ONCOLOGY INC
COM NEW
15870P307
1032
95663
SH
DFND
2,20
81239
0
14424
CHAMPIONX CORPORATION
COM
15872M104
94596
6182773
SH
DFND
1,13,2,20,5,8
5418919
1331
762523
CHANGE HEALTHCARE INC
COM
15912K100
65430
3508306
SH
DFND
13,19,2,20,5,8
2909206
2511
596589
CHANNELADVISOR CORP
COM
159179100
10975
686777
SH
DFND
2,20,5,8
565948
0
120829
CHARLES RIV LABS INTL INC
COM
159864107
289766
1159713
SH
DFND
13,19,2,20,5,8
1034483
526
124704
CHART INDS INC
COM PAR $0.01
16115Q308
124620
1057983
SH
DFND
19,2,20,5,8
909065
246
148672
AECOM
COM
00766T100
192501
3867044
SH
DFND
12,13,2,20,5,8
3166496
1595
698953
CHARTER COMMUNICATIONS INC N
CL A
16119P108
4280481
6470382
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
5398157
70501
1001724
CHASE CORP
COM
16150R104
15963
158038
SH
DFND
2,20,5,8
125112
0
32926
CHATHAM LODGING TR
COM
16208T102
25396
2351438
SH
DFND
2,20,5,8
2106185
0
245253
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
352492
2652113
SH
DFND
10,12,13,19,2,20,5,6,8
1932648
111075
608390
CHECKMATE PHARMACEUTICALS IN
COM
162818108
856
58666
SH
DFND
2,20
51221
0
7445
CHECKPOINT THERAPEUTICS INC
COM
162828107
2069
780789
SH
DFND
2,20,5
638815
0
141974
CHEESECAKE FACTORY INC
COM
163072101
51216
1381975
SH
DFND
2,20,5,8
1213178
294
168503
CHEETAH MOBILE INC
ADR
163075104
87
48115
SH
DFND
2
48115
0
0
CHEFS WHSE INC
COM
163086101
25721
1001200
SH
DFND
2,20,5,8
884213
0
116987
CHEGG INC
COM
163092109
135446
1499459
SH
DFND
13,19,2,20,5,8
1213997
1200
284262
AEGION CORP
COM
00770F104
19862
1045918
SH
DFND
19,2,20,5,8
904640
1063
140215
CHEGG INC
NOTE 0.125% 3/1
163092AD1
37350
20438000
PRN
DFND
2,5
20438000
0
0
CHEMBIO DIAGNOSTICS INC
COM NEW
163572209
1199
252380
SH
DFND
2,20
212704
0
39676
CHEMED CORP NEW
COM
16359R103
205505
385845
SH
DFND
13,19,2,20,5,6,8
345331
147
40367
CHEMOCENTRYX INC
COM
16383L106
124630
2012764
SH
DFND
19,2,20,5,8
1800913
1400
210451
CHEMOURS CO
COM
163851108
98154
3959428
SH
DFND
12,13,2,20,5,8
3582247
11943
365238
CHEMUNG FINL CORP
COM
164024101
1991
58207
SH
DFND
2,20
46274
0
11933
CHENIERE ENERGY INC
COM NEW
16411R208
345016
5747387
SH
DFND
10,11,12,13,19,2,20,5,6,8
4340859
222836
1183692
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
10202
12831000
PRN
DFND
2,5
12831000
0
0
CHERRY HILL MTG INVT CORP
COM
164651101
6036
641520
SH
DFND
2,20,5
583851
0
57669
CHESAPEAKE UTILS CORP
COM
165303108
58859
541857
SH
DFND
19,2,20,5,8
474873
36
66948
AEGLEA BIOTHERAPEUTICS INC
COM
00773J103
5724
727334
SH
DFND
2,20,5
610283
0
117051
CHEVRON CORP NEW
COM
166764100
10802460
127915455
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
100783033
15366672
11765750
CHEWY INC
CL A
16679L109
71939
800305
SH
DFND
10,11,12,13,19,2,20,5,6,8
648439
43065
108801
CHIASMA INC
COM
16706W102
3284
754839
SH
DFND
2,20,5
621235
0
133604
CHICOS FAS INC
COM
168615102
6013
3781598
SH
DFND
2,20,5
3332177
0
449421
CHILDRENS PL INC
COM
168905107
31023
619213
SH
DFND
2,20,5,8
563051
137
56025
CHIMERA INVT CORP
COM NEW
16934Q208
47274
4481206
SH
DFND
13,2,20,5,8
3520706
3113
957387
CHIMERIX INC
COM
16934W106
4988
1032634
SH
DFND
2,20,5
875684
0
156950
CHINA BIOLOGIC PRODS HLDGS I
COM
G21515104
8392
71052
SH
DFND
10,19,2,20,5
69972
0
1080
CHINA INDEX HLDGS LTD
SPNSRD ADS A
16954W101
402
204024
SH
DFND
2
204024
0
0
CHINA LIFE INS CO LTD
SPON ADR REP H
16939P106
144
13055
SH
DFND
5
13055
0
0
AERCAP HOLDINGS NV
SHS
N00985106
43563
955747
SH
DFND
12,13,2,20,5,6,8
649393
1106
305248
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
2639
92466
SH
DFND
2,20
70485
0
21981
CHINA PETROLEUM & CHEMICAL C
SPON ADR H SHS
16941R108
3181
71315
SH
DFND
20,5,8
61315
1700
8300
CHINA TELECOM CORP LTD
SPON ADR H SHS
169426103
912
33113
SH
DFND
20,5
33011
0
102
CHINA YUCHAI INTL LTD
COM
G21082105
2537
155265
SH
DFND
13,2,20,5
113621
0
41644
CHINOOK THERAPEUTICS INC
COM
16961L106
4543
286457
SH
DFND
2,20,5
242824
0
43633
CHIPOTLE MEXICAN GRILL INC
COM
169656105
1528780
1102451
SH
DFND
10,11,12,13,19,2,20,5,6,8
946571
16692
139188
CHOICE HOTELS INTL INC
COM
169905106
78646
736868
SH
DFND
19,2,20,5,8
657971
274
78623
CHOICEONE FINL SVCS INC
COM
170386106
4110
133400
SH
DFND
2,20,5
109210
0
24190
CHROMADEX CORP
COM NEW
171077407
3427
713946
SH
DFND
2,20
585528
0
128418
CHUBB LIMITED
COM
H1467J104
3320599
21465067
SH
DFND
10,11,12,13,19,2,20,5,6,8
19001435
280062
2183570
AERIE PHARMACEUTICALS INC
COM
00771V108
13184
975893
SH
DFND
19,2,20,5,8
804982
0
170911
CHUNGHWA TELECOM CO LTD
SPON ADR NEW11
17133Q502
8644
223574
SH
DFND
1,13,2,20,5
151915
6800
64859
CHURCH & DWIGHT INC
COM
171340102
1037354
11892171
SH
DFND
10,11,12,13,19,2,20,5,6,8
10355522
222766
1313883
CHURCHILL DOWNS INC
COM
171484108
217999
1115625
SH
DFND
13,2,20,5,8
958924
501
156200
CHUYS HLDGS INC
COM
171604101
15572
587846
SH
DFND
2,20,5
528310
0
59536
CIA ENERGETICA DE MINAS GERA
SP ADR N-V PFD
204409601
11200
3749512
SH
DFND
10,2,20
3288761
401723
59028
CIDARA THERAPEUTICS INC
COM
171757107
1083
541361
SH
DFND
2,20
476934
0
64427
CIENA CORP
COM NEW
171779309
193331
3658102
SH
DFND
12,13,19,2,20,5,8
3237630
1603
418869
CIGNA CORP NEW
COM
125523100
3240709
15566860
SH
DFND
10,11,12,13,19,2,20,5,6,8
13450851
262354
1853655
CIM COML TR CORP
COM NEW
125525584
3004
210973
SH
DFND
2,20,5
179143
0
31830
CIMAREX ENERGY CO
COM
171798101
167188
4457153
SH
DFND
13,2,20,5,8
3472114
1047
983992
2U INC
COM
90214J101
40909
1022481
SH
DFND
13,2,20,5,8
860768
500
161213
AEROJET ROCKETDYNE HLDGS INC
COM
007800105
176379
3337351
SH
DFND
13,2,20,5,8
3045227
555
291569
CIMPRESS PLC
SHS EURO
G2143T103
31106
354522
SH
DFND
13,19,2,20,5,8
277830
200
76492
CINCINNATI BELL INC NEW
COM NEW
171871502
22784
1491116
SH
DFND
19,2,20,5,8
1294294
0
196822
CINCINNATI FINL CORP
COM
172062101
775866
8820468
SH
DFND
10,11,12,13,19,2,20,5,6,8
7982717
105268
732483
CINEMARK HLDGS INC
COM
17243V102
57528
3304281
SH
DFND
12,13,2,20,5,8
2850729
800
452752
CINTAS CORP
COM
172908105
1371263
3879541
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
3346911
83326
449304
CIRCOR INTL INC
COM
17273K109
22323
580717
SH
DFND
2,20,5,8
516024
0
64693
CIRRUS LOGIC INC
COM
172755100
134659
1638187
SH
DFND
13,19,2,20,5,8
1506345
424
131418
CISCO SYS INC
COM
17275R102
8024177
179311209
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
148493412
4503880
26313917
CIT GROUP INC
COM NEW
125581801
189807
5287105
SH
DFND
12,13,2,20,5,8
4866710
1388
419007
CITI TRENDS INC
COM
17306X102
9764
196547
SH
DFND
2,20,5
162758
0
33789
AEROVIRONMENT INC
COM
008073108
89217
1026660
SH
DFND
19,2,20,5,8
936344
0
90316
CITIGROUP INC
COM NEW
172967424
5472119
88746657
SH
DFND
1,10,12,13,19,2,20,5,6,8
77362169
1352289
10032199
CITIZENS & NORTHN CORP
COM
172922106
4780
240907
SH
DFND
2,20,5
197791
0
43116
CITIZENS CMNTY BANCORP INC M
COM
174903104
233
21379
SH
DFND
20
0
0
21379
CITIZENS FINL GROUP INC
COM
174610105
842523
23560477
SH
DFND
10,12,13,19,2,20,5,6,8
20921068
489511
2149898
CITIZENS HLDG CO MISS
COM
174715102
1425
68041
SH
DFND
2,20
59041
0
9000
CITIZENS INC
CL A
174740100
5732
1000302
SH
DFND
2,20,5,8
812177
800
187325
CITRIX SYS INC
COM
177376100
743613
5715707
SH
DFND
10,11,12,13,19,2,20,5,6,8
4705374
200812
809521
CITY HLDG CO
COM
177835105
38527
553950
SH
DFND
2,20,5,8
489494
0
64456
CITY OFFICE REIT INC
COM
178587101
13825
1414997
SH
DFND
2,20,5,8
1186691
0
228306
CIVISTA BANCSHARES INC
COM NO PAR
178867107
5032
287079
SH
DFND
2,20,5
240380
0
46699
AES CORP
COM
00130H105
800688
34071809
SH
DFND
10,11,12,13,19,2,20,5,6,8
29113398
700803
4257608
CLARIVATE PLC
ORD SHS
G21810109
3601
121220
SH
DFND
10,13,19,2,20,5,6,8
109320
0
11900
CLARUS CORP NEW
COM
18270P109
6244
405471
SH
DFND
2,20,5
346315
0
59156
CLEAN ENERGY FUELS CORP
COM
184499101
26286
3344325
SH
DFND
19,2,20,5,8
2800371
0
543954
CLEAN HARBORS INC
COM
184496107
90415
1188102
SH
DFND
13,2,20,5,8
1062741
746
124615
CLEANSPARK INC
COM NEW
18452B209
302
10400
SH
DFND
20
10400
0
0
CLEAR CHANNEL OUTDOOR HLDGS
COM
18453H106
1521
921673
SH
DFND
19,2,20,5,8
672015
2005
247653
CLEARFIELD INC
COM
18482P103
4555
184269
SH
DFND
2,20,5
150882
0
33387
CLEARSIDE BIOMEDICAL INC
COM
185063104
147
53700
SH
DFND
20
53700
0
0
CLEARWATER PAPER CORP
COM
18538R103
19737
522834
SH
DFND
19,2,20,5,8
452126
0
70708
CLEARWAY ENERGY INC
CL A
18539C105
21459
726204
SH
DFND
13,2,20,5,8
593060
0
133144
AFFILIATED MANAGERS GROUP IN
COM
008252108
148094
1456183
SH
DFND
12,13,19,2,20,5,8
1351139
588
104456
CLEARWAY ENERGY INC
CL C
18539C204
51910
1625758
SH
DFND
2,20,5,8
1294100
800
330858
CLEVELAND-CLIFFS INC NEW
COM
185899101
214812
14753543
SH
DFND
12,13,2,20,5,8
13097688
5059
1650796
CLIPPER RLTY INC
COM
18885T306
2013
285577
SH
DFND
2,20
242627
0
42950
CLOROX CO DEL
COM
189054109
1493286
7395434
SH
DFND
10,11,12,13,19,2,20,5,6,8
5763593
148530
1483311
CLOUDERA INC
COM
18914U100
63195
4543150
SH
DFND
19,2,20,5,8
3647213
2300
893637
CLOUDFLARE INC
CL A COM
18915M107
194891
2564694
SH
DFND
10,11,12,13,19,2,20,5,6,8
2041585
156194
366915
CLOVIS ONCOLOGY INC
COM
189464100
69772
14535872
SH
DFND
13,2,20,5,8
14175222
0
360650
CMC MATERIALS INC
COM
12571T100
134056
883478
SH
DFND
19,2,20,5,8
763208
452
119818
CME GROUP INC
COM
12572Q105
3043154
16491867
SH
DFND
10,11,12,13,19,2,20,5,6,8
14343672
219005
1929190
CMS ENERGY CORP
COM
125896100
952666
15614909
SH
DFND
10,11,12,13,19,2,20,5,6,8
14004933
185433
1424543
AFFIMED N V
COM
N01045108
9311
1599784
SH
DFND
2,20,5
1371697
0
228087
CNA FINL CORP
COM
126117100
16189
415527
SH
DFND
12,13,19,2,20,5
379089
0
36438
CNB FINL CORP PA
COM
126128107
5887
276520
SH
DFND
2,20,5
229937
0
46583
CNH INDL N V
SHS
N20944109
1258
97983
SH
DFND
20
97983
0
0
CNO FINL GROUP INC
COM
12621E103
106759
4802452
SH
DFND
12,13,2,20,5,8
4173765
1024
627663
CNOOC LIMITED
SPONSORED ADR
126132109
230
2513
SH
DFND
20
500
0
2013
CNX RES CORP
COM
12653C108
128239
11873960
SH
DFND
12,13,2,20,5,8
11116183
2045
755732
CO-DIAGNOSTICS INC
COM
189763105
4219
453668
SH
DFND
19,2,20,5,8
372588
0
81080
COASTAL FINL CORP WA
COM NEW
19046P209
3516
167444
SH
DFND
2,20
122964
0
44480
COCA COLA CO
COM
191216100
9392156
171264696
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
143348763
3915380
24000553
COCA COLA CONS INC
COM
191098102
39099
146839
SH
DFND
2,20,5,8
126889
0
19950
AFLAC INC
COM
001055102
1516760
34107499
SH
DFND
10,11,12,13,19,2,20,5,6,8
29768090
804176
3535233
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
240896
4834351
SH
DFND
10,12,13,19,2,20,5,6,8
2889132
170453
1774766
CODEXIS INC
COM
192005106
24309
1113560
SH
DFND
2,20,5,8
885575
0
227985
CODIAK BIOSCIENCES INC
COM
192010106
2166
67054
SH
DFND
2,20
58949
0
8105
CODORUS VY BANCORP INC
COM
192025104
2862
168752
SH
DFND
2,20,5
143554
0
25198
COEUR MNG INC
COM NEW
192108504
98435
9510668
SH
DFND
19,2,20,5,8
8519736
3121
987811
COGENT BIOSCIENCES INC
COM
19240Q201
227
20200
SH
DFND
20
20200
0
0
COGENT COMMUNICATIONS HLDGS
COM NEW
19239V302
79560
1328878
SH
DFND
2,20,5,8
1151025
652
177201
COGNEX CORP
COM
192422103
426828
5316411
SH
DFND
10,11,12,13,19,2,20,5,6,8
4492536
219669
604206
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
1855846
22646082
SH
DFND
10,11,12,13,19,2,20,5,6,8
19398114
718937
2529031
COHBAR INC
COM
19249J109
489
364880
SH
DFND
2,20
328606
0
36274
AFYA LTD
CL A COM
G01125106
237
9350
SH
DFND
13,2
7450
0
1900
COHEN & STEERS INC
COM
19247A100
38415
517026
SH
DFND
2,20,5,8
415883
300
100843
COHERENT INC
COM
192479103
83444
556218
SH
DFND
13,19,2,20,5,8
497634
200
58384
COHERUS BIOSCIENCES INC
COM
19249H103
80279
4619050
SH
DFND
2,20,5,8
4386450
0
232600
COHU INC
COM
192576106
50395
1319929
SH
DFND
2,20,5,8
1146261
577
173091
COLFAX CORP
COM
194014106
84443
2208230
SH
DFND
13,2,20,5,8
1996198
700
211332
COLFAX CORP
UNIT 01/15/2022T
194014205
16447
103200
SH
DFND
2
103200
0
0
COLGATE PALMOLIVE CO
COM
194162103
4319790
50517952
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
33721454
12326553
4469945
COLLECTORS UNIVERSE INC
COM NEW
19421R200
12282
162889
SH
DFND
2,20,5,8
136864
0
26025
COLLEGIUM PHARMACEUTICAL INC
COM
19459J104
15292
763468
SH
DFND
19,2,20,5,8
628500
0
134968
COLONY BANKCORP INC
COM
19623P101
1841
125649
SH
DFND
2,20
98933
0
26716
AG MTG INVT TR INC
COM
001228105
368
123445
SH
DFND
2,20
123445
0
0
COLONY CAP INC NEW
CL A COM
19626G108
72641
15102038
SH
DFND
10,13,19,2,20,5,8
12303165
126608
2672265
COLONY CR REAL ESTATE INC
COM CL A
19625T101
13378
1783705
SH
DFND
2,20,5,8
1414185
0
369520
COLUMBIA BKG SYS INC
COM
197236102
99229
2764040
SH
DFND
2,20,5,8
2462153
1262
300625
COLUMBIA FINL INC
COM
197641103
16804
1079918
SH
DFND
2,20,5,6,8
847464
0
232454
COLUMBIA PPTY TR INC
COM NEW
198287203
66142
4547952
SH
DFND
10,12,13,19,2,20,5,8
3713246
30211
804495
COLUMBIA SPORTSWEAR CO
COM
198516106
60586
693358
SH
DFND
19,2,20,5,8
605106
188
88064
COLUMBUS MCKINNON CORP N Y
COM
199333105
17314
450425
SH
DFND
2,20,5,8
354505
612
95308
COMCAST CORP NEW
CL A
20030N101
8912765
170090933
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
145895241
3169797
21025895
COMERICA INC
COM
200340107
438307
7755468
SH
DFND
1,10,12,13,19,2,20,5,6,8
7229823
3840
521805
COMFORT SYS USA INC
COM
199908104
57282
1087771
SH
DFND
2,20,5,8
923597
200
163974
AGCO CORP
COM
001084102
199742
1937550
SH
DFND
12,13,19,2,20,5,8
1798596
513
138441
COMMERCE BANCSHARES INC
COM
200525103
339851
5172770
SH
DFND
12,13,19,2,20,5,6,8
4914951
1192
256627
COMMERCIAL METALS CO
COM
201723103
116677
5680491
SH
DFND
12,2,20,5,8
5196357
768
483366
COMMERCIAL VEH GROUP INC
COM
202608105
210
24284
SH
DFND
20
24284
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
36900
2753731
SH
DFND
12,13,19,2,20,5,8
2270941
2100
480690
COMMUNITY BANKERS TR CORP
COM
203612106
2871
425264
SH
DFND
2,20
359823
0
65441
COMMUNITY BK SYS INC
COM
203607106
266447
4248564
SH
DFND
2,20,5,8
4024811
375
223378
COMMUNITY FINL CORP MD
COM
20368X101
2151
81234
SH
DFND
2,20
64013
0
17221
COMMUNITY HEALTH SYS INC NEW
COM
203668108
23141
3114523
SH
DFND
1,19,2,20,5,8
2744388
3578
366557
COMMUNITY HEALTHCARE TR INC
COM
20369C106
52915
1123231
SH
DFND
10,19,2,20,5,8
985005
5600
132626
COMMUNITY TR BANCORP INC
COM
204149108
13832
369527
SH
DFND
2,20,5,8
296939
0
72588
AGEAGLE AERIAL SYS INC NEW
COM
00848K101
13882
2313716
SH
DFND
2,20
2313716
0
0
COMMUNITY WEST BANCSHARES
COM
204157101
126
13876
SH
DFND
20
0
0
13876
COMMVAULT SYSTEMS INC
COM
204166102
86657
1565057
SH
DFND
13,2,20,5,8
1194627
486
369944
COMPANHIA BRASILEIRA DE DIST
SPONSORED ADR
20440T300
8404
586841
SH
DFND
10,2,20
512785
66814
7242
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
8802
1024717
SH
DFND
10,13,19,2,20,5
827970
148988
47759
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
16949
1139017
SH
DFND
13,2,20,5,8
917917
0
221100
COMPANHIA SIDERURGICA NACION
SPONSORED ADR
20440W105
13756
2311146
SH
DFND
10,2,20
2034896
238450
37800
COMPANIA CERVECERIAS UNIDAS
SPONSORED ADR
204429104
3897
262765
SH
DFND
13,2,20,5,8
236482
0
26283
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
83770
6872015
SH
DFND
10,12,13,19,2,20,5,8
2417570
90300
4364145
COMPASS MINERALS INTL INC
COM
20451N101
112574
1823952
SH
DFND
19,2,20,5,6,8
1681695
195
142062
COMPUGEN LTD
ORD
M25722105
6815
562786
SH
DFND
2,20,5,8
395786
2800
164200
3-D SYS CORP DEL
COM NEW
88554D205
50896
4856507
SH
DFND
2,20,5,8
4370191
3366
482950
AGENUS INC
COM NEW
00847G705
32756
10300531
SH
DFND
19,2,20,5,8
9700264
0
600267
COMPUTER PROGRAMS & SYS INC
COM
205306103
12346
459996
SH
DFND
2,20,5,8
411954
100
47942
COMPX INTL INC
CL A
20563P101
232
16280
SH
DFND
2,20
9816
0
6464
COMSCORE INC
COM
20564W105
2899
1164084
SH
DFND
2,20,5
845546
0
318538
COMSTOCK RES INC
COM
205768302
1676
383417
SH
DFND
2,20
317267
0
66150
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
18084
874066
SH
DFND
2,20,5,8
773152
371
100543
CONAGRA BRANDS INC
COM
205887102
776079
21403160
SH
DFND
10,11,12,13,19,2,20,5,6,8
18638854
364302
2400004
CONCENTRIX CORP
COM
20602D101
93826
950618
SH
DFND
12,13,2,20,5,8
885982
364
64272
CONCERT PHARMACEUTICALS INC
COM
206022105
6226
492588
SH
DFND
2,20,5
407749
0
84839
CONCHO RES INC
COM
20605P101
739382
12671497
SH
DFND
10,11,12,13,19,2,20,5,6,8
11389304
118242
1163951
CONCRETE PUMPING HLDGS INC
COM
206704108
1562
407952
SH
DFND
2,20
330694
0
77258
AGILE THERAPEUTICS INC
COM
00847L100
3307
1152380
SH
DFND
2,20,5
948765
0
203615
CONDUENT INC
COM
206787103
17843
3717289
SH
DFND
1,12,13,2,20,5,8
3027263
4381
685645
CONFORMIS INC
COM
20717E101
29
44127
SH
DFND
20
44127
0
0
CONMED CORP
COM
207410101
109101
972436
SH
DFND
2,20,5,8
855880
100
116456
CONNECTONE BANCORP INC
COM
20786W107
15730
794867
SH
DFND
2,20,5,8
644611
0
150256
CONNS INC
COM
208242107
9437
807237
SH
DFND
2,20,5
741545
0
65692
CONOCOPHILLIPS
COM
20825C104
2331202
58294628
SH
DFND
10,11,12,13,19,2,20,5,6,8
53015122
661432
4618074
CONSOL ENERGY INC DISC COML
COM
20854L108
5631
780949
SH
DFND
2,20,5
705380
0
75569
CONSOLIDATED COMM HLDGS INC
COM
209034107
12460
2547984
SH
DFND
2,20,5,8
2238794
1045
308145
CONSOLIDATED EDISON INC
COM
209115104
1615912
22359379
SH
DFND
1,10,11,12,13,19,2,20,5,6,8
19371934
241409
2746036
CONSOLIDATED WATER CO INC
ORD
G23773107
3199
263644
SH
DFND
2,20,5
215143
0
48501
AGILENT TECHNOLOGIES INC
COM
00846U101
1558919
13156544
SH
DFND
10,11,12,13,19,2,20,5,6,8
11045777
479577
1631190
CONSTELLATION BRANDS INC
CL A
21036P108
1568774
7161718
SH
DFND
10,12,13,19,2,20,5,6,8
6114247
103177
944294
CONSTELLATION PHARMCETICLS I
COM
210373106
47730
1657307
SH
DFND
19,2,20,5,8
1544939
0
112368
CONSTELLIUM SE
CL A SHS
F21107101
1646
117640
SH
DFND
12,2,20,5
117640
0
0
CONSTRUCTION PARTNERS INC
COM CL A
21044C107
13520
464461
SH
DFND
2,20,5,8
375246
0
89215
CONTAINER STORE GROUP INC
COM
210751103
3127
327808
SH
DFND
2,20
266727
0
61081
CONTANGO OIL & GAS CO
COM NEW
21075N204
3492
1524888
SH
DFND
2,20,5
1289704
0
235184
CONTINENTAL RES INC
COM
212015101
60284
3698380
SH
DFND
12,13,19,2,20,5
3574050
978
123352
CONTRAFECT CORP
COM NEW
212326300
1613
319382
SH
DFND
2,20,5
276476
0
42906
COOPER COS INC
COM NEW
216648402
775082
2133331
SH
DFND
10,11,12,13,19,2,20,5,6,8
1838043
53066
242222
COOPER STD HLDGS INC
COM
21676P103
22301
643239
SH
DFND
2,20,5
593404
0
49835
AGILYSYS INC
COM
00847J105
26461
689460
SH
DFND
2,20,5,8
607721
0
81739
COOPER TIRE & RUBR CO
COM
216831107
68596
1693734
SH
DFND
10,2,20,5,8
1488391
3541
201802
COPA HOLDINGS SA
CL A
P31076105
62017
803018
SH
DFND
19,2,20,5
762781
0
40237
COPART INC
COM
217204106
1120364
8804434
SH
DFND
10,11,12,13,19,2,20,5,6,8
7548310
306841
949283
CORBUS PHARMACEUTICALS HLDGS
COM
21833P103
1667
1333546
SH
DFND
2,20,5
1081734
0
251812
CORCEPT THERAPEUTICS INC
COM
218352102
84508
3230432
SH
DFND
2,20,5,8
2799029
1100
430303
CORE LABORATORIES N V
COM
N22717107
23386
881416
SH
DFND
13,19,2,20,5,8
837464
400
43552
CORE MARK HOLDING CO INC
COM
218681104
42401
1443683
SH
DFND
12,2,20,5,8
1266396
200
177087
CORECIVIC INC
COM
21871N101
26194
3999142
SH
DFND
12,13,2,20,5,8
3658792
657
339693
CORELOGIC INC
COM
21871D103
137485
1778125
SH
DFND
13,2,20,5,8
1612184
806
165135
CORENERGY INFRASTRUCTURE TR
COM NEW
21870U502
1715
250292
SH
DFND
2,20,5
207388
0
42904
AGIOS PHARMACEUTICALS INC
COM
00847X104
113623
2622281
SH
DFND
13,19,2,20,5,8
2479407
1000
141874
COREPOINT LODGING INC
COM
21872L104
5814
845056
SH
DFND
2,20,5
704079
0
140977
CORESITE RLTY CORP
COM
21870Q105
130459
1031202
SH
DFND
19,2,20,5,8
908343
500
122359
CORMEDIX INC
COM
21900C308
4055
545806
SH
DFND
2,20,5
457537
0
88269
CORNERSTONE BLDG BRANDS INC
COM
21925D109
7725
832489
SH
DFND
2,20,5,8
662327
0
170162
CORNERSTONE ONDEMAND INC
COM
21925Y103
54227
1231303
SH
DFND
19,2,20,5,8
984057
400
246846
CORNING INC
COM
219350105
1401787
38938533
SH
DFND
10,11,12,13,19,2,20,5,6,8
34337734
596211
4004588
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
127865
4852167
SH
DFND
10,13,19,2,20,5,8
4315178
30495
506494
CORSAIR GAMING INC
COM
22041X102
8595
237296
SH
DFND
2,20
199714
0
37582
CORTEVA INC
COM
22052L104
1639886
42352438
SH
DFND
10,11,12,13,19,2,20,5,6,8
31494192
779724
10078522
CORTEXYME INC
COM
22053A107
22909
824650
SH
DFND
2,20,5,8
769970
0
54680
AGNC INVT CORP
COM
00123Q104
220895
14054737
SH
DFND
10,11,12,13,19,2,20,5,6,8
9583165
264774
4206798
CORVEL CORP
COM
221006109
32545
307026
SH
DFND
2,20,5,8
266996
0
40030
COSAN LTD
SHS A
G25343107
25289
1306679
SH
DFND
12,13,2,20,5,8
904579
0
402100
COSTAMARE INC
SHS
Y1771G102
15244
1840736
SH
DFND
13,2,20,5
1413187
0
427549
COSTAR GROUP INC
COM
22160N109
723558
782834
SH
DFND
10,11,12,13,19,2,20,5,6,8
634815
23872
124147
COSTCO WHSL CORP NEW
COM
22160K105
6466123
17161534
SH
DFND
10,11,12,13,19,2,20,5,6,8
14692134
451135
2018265
COTY INC
COM CL A
222070203
46571
6633976
SH
DFND
12,13,2,20,5,8
5942037
2998
688941
COUNTY BANCORP INC
COM
221907108
1701
77021
SH
DFND
2,20
67321
0
9700
COUPA SOFTWARE INC
COM
22266L106
447719
1321056
SH
DFND
10,11,12,13,19,2,20,5,6,8
1069173
32716
219167
COUPA SOFTWARE INC
NOTE 0.125% 6/1
22266LAC0
47133
21477000
PRN
DFND
2,5
21477000
0
0
COUSINS PPTYS INC
COM NEW
222795502
213327
6311874
SH
DFND
10,19,2,20,5,8
5545467
39676
726731
AGORA INC
ADS
00851L103
3807
96388
SH
DFND
1,19,2
83748
0
12640
COVANTA HLDG CORP
COM
22282E102
31015
2347928
SH
DFND
2,20,5
1874850
614
472464
COVENANT LOGISTICS GROUP INC
CL A
22284P105
3281
221532
SH
DFND
2,20,5
184393
0
37139
COVETRUS INC
COM
22304C100
104067
3620990
SH
DFND
12,13,2,20,5,6,8
3147583
1060
472347
COWEN INC
CL A NEW
223622606
14496
557749
SH
DFND
2,20,5,8
449831
0
107918
CRA INTL INC
COM
12618T105
7845
154029
SH
DFND
2,20,5
128364
0
25665
CRACKER BARREL OLD CTRY STOR
COM
22410J106
98253
744793
SH
DFND
13,2,20,5,8
645669
285
98839
CRANE CO
COM
224399105
87123
1121849
SH
DFND
13,19,2,20,5,8
1010198
622
111029
CRAWFORD & CO
CL A
224633206
2152
291199
SH
DFND
2,20,5
240287
0
50912
CRAWFORD & CO
CL B
224633107
106
14722
SH
DFND
20
14722
0
0
CREDICORP LTD
COM
G2519Y108
375081
2286801
SH
DFND
10,12,13,19,2,20,5,8
858863
38500
1389438
AGREE REALTY CORP
COM
008492100
182653
2718363
SH
DFND
10,19,2,20,5,8
2357631
14500
346232
CREDIT ACCEP CORP MICH
COM
225310101
42359
122375
SH
DFND
13,19,2,20,5,8
98074
83
24218
CREDIT SUISSE GROUP
SPONSORED ADR
225401108
1168
91175
SH
DFND
1,20
7280
0
83895
CREE INC
COM
225447101
297185
2806280
SH
DFND
13,19,2,20,5,8
2561538
960
243782
CREE INC
NOTE 0.875% 9/0
225447AB7
21121
11522000
PRN
DFND
2,5
11522000
0
0
CRH PLC
ADR
12626K203
449
10536
SH
DFND
20
10536
0
0
CRINETICS PHARMACEUTICALS IN
COM
22663K107
6784
480799
SH
DFND
2,20,5,8
389218
0
91581
CRISPR THERAPEUTICS AG
NAMEN AKT
H17182108
20725
135361
SH
DFND
13,19,2,20,5,8
83267
1200
50894
CRITEO S A
SPONS ADS
226718104
903
44027
SH
DFND
2,20,5,8
44027
0
0
CROCS INC
COM
227046109
123944
1978041
SH
DFND
2,20,5,8
1703384
968
273689
CROSS CTRY HEALTHCARE INC
COM
227483104
9426
1062709
SH
DFND
2,20,5
951640
0
111069
AGROFRESH SOLUTIONS INC
COM
00856G109
1043
459426
SH
DFND
2,20
402348
0
57078
CROSSFIRST BANKSHARES INC
COM
22766M109
9006
837730
SH
DFND
19,2,20,5,8
691909
0
145821
CROWDSTRIKE HLDGS INC
CL A
22788C105
606208
2861903
SH
DFND
10,11,12,13,19,2,20,5,6,8
2323733
75195
462975
CROWN CASTLE INTL CORP NEW
COM
22822V101
2764092
17363477
SH
DFND
10,11,12,13,19,2,20,5,6,8
14034629
1018831
2310017
CROWN HLDGS INC
COM
228368106
270667
2701271
SH
DFND
10,11,12,13,19,2,20,5,6,8
2070031
143161
488079
CRYOLIFE INC
COM
228903100
33546
1420841
SH
DFND
2,20,5,8
1262257
0
158584
CRYOPORT INC
COM PAR $0.001
229050307
38674
881354
SH
DFND
2,20,5,8
737479
0
143875
CSG SYS INTL INC
COM
126349109
48044
1065983
SH
DFND
19,2,20,5,8
936886
20
129077
CSW INDUSTRIALS INC
COM
126402106
32254
288213
SH
DFND
2,20,5,8
232923
0
55290
CSX CORP
COM
126408103
2840363
31298761
SH
DFND
10,11,12,13,19,2,20,5,6,8
27249363
535964
3513434
CTI BIOPHARMA CORP
COM
12648L601
58
18052
SH
DFND
20
18052
0
0
AIR LEASE CORP
CL A
00912X302
60269
1352053
SH
DFND
13,2,20,5,8
1116455
900
234698
CTO REALTY GROWTH INC
COM
22948P103
5346
126803
SH
DFND
13,2,20,5
104472
0
22331
CTS CORP
COM
126501105
34089
991833
SH
DFND
2,20,5,8
856639
1122
134072
CUBESMART
COM
229663109
219004
6451344
SH
DFND
10,12,13,19,2,20,5,8
5328477
51494
1071373
CUBIC CORP
COM
229669106
112549
1814133
SH
DFND
19,2,20,5,8
1683389
566
130178
CUE BIOPHARMA INC
COM
22978P106
17409
1391578
SH
DFND
2,20,5,8
1310315
0
81263
CULLEN FROST BANKERS INC
COM
229899109
445260
5104437
SH
DFND
12,13,2,20,5,8
4972354
3910
128173
CUMMINS INC
COM
231021106
1591357
7007298
SH
DFND
10,11,12,13,19,2,20,5,6,8
5888424
283700
835174
CUMULUS MEDIA INC
COM CL A
231082801
2253
258388
SH
DFND
2,20
258388
0
0
CURIS INC
COM NEW
231269200
310
37888
SH
DFND
20
37888
0
0
CURO GROUP HOLDINGS CORP
COM
23131L107
3980
277711
SH
DFND
2,20
222885
0
54826