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 false false false 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 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