0000093751-21-000556.txt : 20210517 0000093751-21-000556.hdr.sgml : 20210517 20210517115117 ACCESSION NUMBER: 0000093751-21-000556 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210517 DATE AS OF CHANGE: 20210517 EFFECTIVENESS DATE: 20210517 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: 21928755 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 03-31-2021 03-31-2021 STATE STREET CORP

ONE LINCOLN STREET BOSTON MA 02111

13F HOLDINGS REPORT 028-00399 N Elizabeth Schaefer 617-664-5273 Elizabeth Schaefer Boston X1 05-17-2021 11 3965 1743808902 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 1 800 FLOWERS COM INC CL A 68243Q106 21008 760896 SH DFND 2,20,5,8 666700 0 94196 3-D SYS CORP DEL COM NEW 88554D205 136409 4971177 SH DFND 2,20,5,8 4536457 3366 431354 AGNC INVT CORP COM 00123Q104 225895 13386044 SH DFND 10,11,12,13,19,2,20,5,6,8 8642639 250785 4492620 CREE INC COM 225447101 307348 2842396 SH DFND 13,19,2,20,5,8 2607868 960 233568 CREE INC NOTE 0.875% 9/0 225447AB7 19393 10572000 PRN DFND 2,5 10572000 0 0 CRH PLC ADR 12626K203 505 10536 SH DFND 20 10536 0 0 CRINETICS PHARMACEUTICALS IN COM 22663K107 7221 472561 SH DFND 2,20,5,8 398503 0 74058 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 17326 142189 SH DFND 13,19,2,20,5,8 88995 1200 51994 CRITEO S A SPONS ADS 226718104 6782 195271 SH DFND 1,2,20,5,8 46774 0 148497 CROCS INC COM 227046109 161562 2008225 SH DFND 2,20,5,8 1769287 968 237970 CROSS CTRY HEALTHCARE INC COM 227483104 13603 1089118 SH DFND 2,20,5 1003173 0 85945 CROSSFIRST BANKSHARES INC COM 22766M109 11312 820331 SH DFND 19,2,20,5,8 697810 0 122521 CROWDSTRIKE HLDGS INC CL A 22788C105 582549 3191876 SH DFND 10,11,12,13,19,2,20,5,6,8 2577178 91374 523324 AGORA INC ADS 00851L103 5696 113304 SH DFND 1,10,19,2,8 99604 0 13700 CROWN CASTLE INTL CORP NEW COM 22822V101 3006225 17464855 SH DFND 10,11,12,13,19,2,20,5,6,8 13904215 207198 3353442 CROWN HLDGS INC COM 228368106 256742 2645730 SH DFND 10,11,12,13,19,2,20,5,6,8 1995076 163489 487165 CRYOLIFE INC COM 228903100 32870 1455733 SH DFND 2,20,5,8 1317599 0 138134 CRYOPORT INC COM PAR $0.001 229050307 46570 895414 SH DFND 2,20,5,8 762211 300 132903 CSG SYS INTL INC COM 126349109 48895 1089225 SH DFND 19,2,20,5,8 979538 20 109667 CSW INDUSTRIALS INC COM 126402106 37552 278162 SH DFND 2,20,5,8 231543 0 46619 CSX CORP COM 126408103 3042017 31549644 SH DFND 10,11,12,13,19,2,20,5,6,8 27393452 525184 3631008 CTI BIOPHARMA CORP COM 12648L601 62 21152 SH DFND 20 21152 0 0 CTO REALTY GROWTH INC COM 22948Q101 5616 107976 SH DFND 13,2,20,5 90510 0 17466 CTS CORP COM 126501105 31472 1011965 SH DFND 2,20,5,8 897271 1122 113572 AGREE REALTY CORP COM 008492100 214317 3174298 SH DFND 10,19,2,20,5,8 2775706 14900 383692 CUBESMART COM 229663109 249545 6537570 SH DFND 10,12,13,19,2,20,5,8 5454559 46994 1036017 CUBIC CORP COM 229669106 133608 1791717 SH DFND 19,2,20,5,8 1677379 566 113772 CUE BIOPHARMA INC COM 22978P106 16721 1370605 SH DFND 2,20,5,8 1301242 0 69363 CULLEN FROST BANKERS INC COM 229899109 552088 5076201 SH DFND 12,13,2,20,5,8 4955435 3910 116856 CULLINAN ONCOLOGY INC COM 230031106 8118 194815 SH DFND 2,20,5 165406 0 29409 CUMMINS INC COM 231021106 1794996 6927543 SH DFND 10,11,12,13,19,2,20,5,6,8 5807125 274512 845906 CUREVAC N V COM N2451R105 796 8700 SH DFND 10 8700 0 0 CURIS INC COM NEW 231269200 51470 4546824 SH DFND 2,20 4546824 0 0 CURO GROUP HOLDINGS CORP COM 23131L107 4015 275163 SH DFND 2,20 236737 0 38426 CURTISS WRIGHT CORP COM 231561101 162409 1367441 SH DFND 13,19,2,20,5,8 1283437 413 83591 AGRIFY CORP COM 00853E107 580 46500 SH DFND 2,20 37600 0 8900 CUSHMAN WAKEFIELD PLC SHS G2717B108 34161 2093191 SH DFND 2,20,5,8 1714311 0 378880 CUSTOMERS BANCORP INC COM 23204G100 41958 1318614 SH DFND 19,2,20,5,8 1222663 0 95951 CUTERA INC COM 232109108 19984 665018 SH DFND 2,20,5 623276 0 41742 CVB FINL CORP COM 126600105 124172 5576088 SH DFND 2,20,5,8 5116911 631 458546 CVR ENERGY INC COM 12662P108 26286 1370505 SH DFND 2,20,5,8 1267481 0 103024 CVS HEALTH CORP COM 126650100 4000168 53172515 SH DFND 10,11,12,13,19,2,20,5,6,8 45900116 846679 6425720 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 14956 13857000 PRN DFND 2,5 13857000 0 0 CYBERARK SOFTWARE LTD SHS M2682V108 100974 780684 SH DFND 10,12,13,19,2,20,5,6,8 549723 18800 212161 CYBEROPTICS CORP COM 232517102 4626 178114 SH DFND 13,2,20,5 160398 0 17716 CYCLERION THERAPEUTICS INC COM 23255M105 1116 400146 SH DFND 2,20,5 344416 0 55730 AGROFRESH SOLUTIONS INC COM 00856G109 921 460626 SH DFND 2,20 403548 0 57078 CYMABAY THERAPEUTICS INC COM 23257D103 5860 1290846 SH DFND 2,20,5,8 1100610 0 190236 CYRUSONE INC COM 23283R100 282391 4139035 SH DFND 10,12,19,2,20,5,8 3651583 29300 458152 CYTOKINETICS INC COM NEW 23282W605 96342 4141970 SH DFND 19,2,20,5,8 3924791 0 217179 CYTOMX THERAPEUTICS INC COM 23284F105 25964 3358865 SH DFND 19,2,20,5,8 3182585 0 176280 CYTOSORBENTS CORP COM NEW 23283X206 5710 657786 SH DFND 2,20,5 568945 0 88841 D R HORTON INC COM 23331A109 1355033 15204587 SH DFND 10,11,12,13,19,2,20,5,6,8 12776272 595435 1832880 DADA NEXUS LTD ADS 23344D108 1207 44491 SH DFND 10,19,2,20 16791 0 27700 DAILY JOURNAL CORP COM 233912104 6132 19378 SH DFND 2,20 16561 0 2817 DAKTRONICS INC COM 234264109 7344 1171357 SH DFND 2,20,5 1076787 0 94570 DANA INC COM 235825205 117878 4844985 SH DFND 12,13,19,2,20,5,8 4325084 2077 517824 AIR LEASE CORP CL A 00912X302 66982 1362561 SH DFND 12,13,2,20,5,8 1143727 900 217934 DANAHER CORPORATION COM 235851102 5583895 24785456 SH DFND 1,10,11,12,13,19,2,20,5,6,8 21264020 392270 3129166 DANIMER SCIENTIFIC INC COM CL A 236272100 1457 38600 SH DFND 20 38600 0 0 DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 100178 1326855 SH DFND 1,10,12,13,19,2,20,5,8 1045385 27200 254270 DARDEN RESTAURANTS INC COM 237194105 751658 5293368 SH DFND 10,11,12,13,19,2,20,5,6,8 4571172 111959 610237 DARLING INGREDIENTS INC COM 237266101 357956 4864856 SH DFND 12,13,2,20,5,8 4287318 1184 576354 DASEKE INC COM 23753F107 6688 787776 SH DFND 2,20,5 684843 0 102933 DATADOG INC CL A COM 23804L103 276606 3319012 SH DFND 10,11,12,13,19,2,20,5,6,8 2653476 140417 525119 DATTO HLDG CORP COM 23821D100 7021 306462 SH DFND 2,20 292766 0 13696 DAVE & BUSTERS ENTMT INC COM 238337109 70515 1472124 SH DFND 2,20,5,8 1318120 400 153604 DAVITA INC COM 23918K108 362924 3367576 SH DFND 10,11,12,13,19,2,20,5,6,8 2756780 104347 506449 AIR PRODS & CHEMS INC COM 009158106 2957838 10458248 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9191640 207126 1059482 DAWSON GEOPHYSICAL CO NEW COM 239360100 25 10036 SH DFND 20 10036 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 4707 121870 SH DFND 5 121870 0 0 DECIBEL THERAPEUTICS INC COM 24343R106 661 58218 SH DFND 2,20 47900 0 10318 DECIPHERA PHARMACEUTICALS IN COM 24344T101 83359 1859037 SH DFND 2,20,5,8 1728559 400 130078 DECKERS OUTDOOR CORP COM 243537107 283567 858203 SH DFND 12,13,19,2,20,5,8 757134 293 100776 DEERE & CO COM 244199105 4653182 12407492 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10705074 147265 1555153 DEL TACO RESTAURANTS INC NEW COM 245496104 5103 532673 SH DFND 2,20,5 447976 0 84697 DELEK US HLDGS INC NEW COM 24665A103 63907 2934189 SH DFND 12,2,20,5,8 2693601 1400 239188 DELL TECHNOLOGIES INC CL C 24703L202 502742 5703252 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4359950 174873 1168429 DELTA AIR LINES INC DEL COM NEW 247361702 1050522 21758955 SH DFND 1,10,11,12,13,19,2,20,5,6,8 19768532 83147 1907276 AIR TRANSPORT SERVICES GRP I COM 00922R105 45191 1544469 SH DFND 2,20,5,8 1376388 0 168081 DELUXE CORP COM 248019101 61236 1459389 SH DFND 19,2,20,5,8 1301298 7967 150124 DENALI THERAPEUTICS INC COM 24823R105 115152 2016667 SH DFND 13,19,2,20,5,8 1772224 800 243643 DENBURY INC COM 24790A101 35544 742204 SH DFND 2,20 742204 0 0 DENNYS CORP COM 24869P104 21389 1181068 SH DFND 2,20,5,8 949891 0 231177 DENTSPLY SIRONA INC COM 24906P109 609735 9540678 SH DFND 10,11,12,13,19,2,20,5,6,8 7939652 275931 1325095 DERMTECH INC COM 24984K105 55186 1086560 SH DFND 2,20,5 1064681 0 21879 DESIGNER BRANDS INC CL A 250565108 42699 2453958 SH DFND 12,2,20,5,8 2274388 106 179464 DESKTOP METAL INC COM CL A 25058X105 1088 73000 SH DFND 20 73000 0 0 DESPEGAR COM CORP ORD SHS G27358103 3021 221614 SH DFND 2,20,5 160902 0 60712 DEVON ENERGY CORP NEW COM 25179M103 872287 39921603 SH DFND 1,10,11,12,13,19,2,20,5,6,8 37158302 346941 2416360 AIRBNB INC COM CL A 009066101 91915 489065 SH DFND 10,11,12,13,19,20,5,6,8 343418 29747 115900 DEXCOM INC COM 252131107 1355651 3772089 SH DFND 10,11,12,13,19,2,20,5,6,8 3233637 45662 492790 DEXCOM INC NOTE 0.750%12/0 252131AH0 52774 23840000 PRN DFND 2,5 23840000 0 0 DHI GROUP INC COM 23331S100 3074 917706 SH DFND 2,20 800647 0 117059 DHT HOLDINGS INC SHS NEW Y2065G121 11883 2003910 SH DFND 2,20,5 1724920 0 278990 DIAGEO PLC SPON ADR NEW 25243Q205 1362 8220 SH DFND 20 8220 0 0 DIAMOND HILL INVT GROUP INC COM NEW 25264R207 10784 69126 SH DFND 2,20,5,8 58657 0 10469 DIAMOND S SHIPPING INC COM Y20676105 4670 465626 SH DFND 2,20,5 397695 0 67931 DIAMONDBACK ENERGY INC COM 25278X109 801406 10904963 SH DFND 10,12,13,19,2,20,5,6,8 10166494 1971 736498 DIAMONDROCK HOSPITALITY CO COM 252784301 110194 10698467 SH DFND 10,13,19,2,20,5,8 9477081 47508 1173878 DIANA SHIPPING INC COM Y2066G104 65 21744 SH DFND 2,20 21744 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 695351 6823857 SH DFND 10,11,12,13,19,2,20,5,6,8 5659843 162927 1001087 DICERNA PHARMACEUTICALS INC COM 253031108 77875 3045557 SH DFND 19,2,20,5,8 2813184 600 231773 DICKS SPORTING GOODS INC COM 253393102 122589 1609838 SH DFND 12,13,19,2,20,5,8 1469952 457 139429 DIEBOLD INC COM 253651103 33272 2354711 SH DFND 19,2,20,5,8 2080034 2012 272665 DIGI INTL INC COM 253798102 17524 922816 SH DFND 2,20,5,8 851923 0 70893 DIGIMARC CORP NEW COM 25381B101 8475 285736 SH DFND 2,20,5 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DONNELLEY R R & SONS CO COM 257867200 280 69044 SH DFND 20,5 69044 0 0 DOORDASH INC CL A 25809K105 13070 99671 SH DFND 10,19,2,20,8 99671 0 0 DORIAN LPG LTD SHS USD Y2106R110 15149 1153798 SH DFND 2,20,5,8 1039756 0 114042 DORMAN PRODS INC COM 258278100 87112 848711 SH DFND 19,2,20,5,8 731883 100 116728 DOUGLAS DYNAMICS INC COM 25960R105 20644 447329 SH DFND 2,20,5,8 355961 8300 83068 DOUGLAS EMMETT INC COM 25960P109 230703 7282530 SH DFND 10,12,13,19,2,20,5,8 6422286 40366 819878 DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 21448 2060292 SH DFND 10,12,13,19,2,20,5,8 1714592 41200 304500 AKERNA CORP COM 00973W102 1460 295601 SH DFND 2,20,5 262482 0 33119 DOVER CORP COM 260003108 989992 7219366 SH DFND 1,10,11,12,13,19,2,20,5,6,8 6228926 223002 767438 DOW INC COM 260557103 2411753 37719005 SH DFND 10,11,12,13,19,2,20,5,6,8 27834283 481483 9403239 DR REDDYS LABS LTD ADR 256135203 55374 902000 SH DFND 1,12,13,19,2,20,5,8 518835 0 383165 DRAFTKINGS INC COM CL A 26142R104 121563 1982121 SH DFND 10,12,13,19,2,20,5,6,8 1400340 106735 475046 DRIL-QUIP INC COM 262037104 44159 1328897 SH DFND 2,20,5,8 1209174 496 119227 DRIVE SHACK INC COM 262077100 219 68353 SH DFND 20,5 68353 0 0 DRIVEN BRANDS HLDGS INC COM 26210V102 6271 246690 SH DFND 2,20 229506 0 17184 DROPBOX INC CL A 26210C104 146565 5497571 SH DFND 10,11,12,13,19,2,20,5,6,8 4251798 166090 1079683 DSP GROUP INC COM 23332B106 13364 937852 SH DFND 2,20,5,8 882729 0 55123 DTE ENERGY CO COM 233331107 1260352 9390478 SH DFND 10,11,12,13,19,2,20,5,6,8 8295684 149557 945237 AKERO THERAPEUTICS INC COM 00973Y108 27271 940046 SH DFND 2,20,5,8 901698 0 38348 DTE ENERGY CO UNIT 11/01/2022S 233331842 25843 518000 SH DFND 2 518000 0 0 DUCK CREEK TECHNOLOGIES INC SHS 264120106 29910 662605 SH DFND 2,20 600151 0 62454 DUCOMMUN INC DEL COM 264147109 19933 332214 SH DFND 2,20,5,8 297610 0 34604 DUKE ENERGY CORP NEW COM NEW 26441C204 3671303 38032772 SH DFND 1,10,11,12,13,19,2,20,5,6,8 33383696 450233 4198843 DUKE REALTY CORP COM NEW 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7083764 SH DFND 2,20,5,8 6727498 0 356266 DYNE THERAPEUTICS INC COM 26818M108 3532 227404 SH DFND 2,20 190543 0 36861 DYNEX CAP INC COM 26817Q886 13527 710632 SH DFND 2,20,5,8 625211 0 85421 DZS INC COM 268211109 2816 181115 SH DFND 2,20 153053 0 28062 E L F BEAUTY INC COM 26856L103 34241 1276211 SH DFND 2,20,5,8 1118197 0 158014 EAGLE BANCORP INC MD COM 268948106 67012 1259389 SH DFND 2,20,5,8 1148401 800 110188 AKOUSTIS TECHNOLOGIES INC COM 00973N102 7450 558447 SH DFND 2,20,5 477922 0 80525 EAGLE BANCORP MONT INC COM 26942G100 2513 103319 SH DFND 2,20 89719 0 13600 EAGLE BULK SHIPPING INC COM Y2187A150 3740 103546 SH DFND 2,20 88007 0 15539 EAGLE MATLS INC COM 26969P108 129652 964604 SH DFND 13,19,2,20,5 884331 438 79835 EAGLE PHARMACEUTICALS INC COM 269796108 33500 802584 SH DFND 2,20,5,8 765307 0 37277 EARGO INC COM 270087109 14356 287408 SH DFND 2,20,5 268278 0 19130 EARTHSTONE ENERGY INC CL A 27032D304 2895 404836 SH DFND 2,20 340123 0 64713 EAST WEST BANCORP INC COM 27579R104 399391 5411799 SH DFND 12,13,2,20,5,8 5122502 1680 287617 EASTERLY GOVT PPTYS INC COM 27616P103 87671 4229168 SH DFND 10,19,2,20,5,8 3714520 21300 493348 EASTERN BANKSHARES INC COM 27627N105 140847 7301571 SH DFND 2,20,5 6819742 0 481829 EASTERN CO COM 276317104 2327 86821 SH DFND 2,20 73801 0 13020 ALAMO GROUP INC COM 011311107 45826 293474 SH DFND 2,20,5,8 259327 0 34147 EASTGROUP PPTYS INC COM 277276101 286211 1986606 SH DFND 10,19,2,20,5,8 1730970 9629 246007 EASTMAN CHEM CO COM 277432100 698586 6305836 SH DFND 10,11,12,13,19,2,20,5,6,8 5290453 279785 735598 EASTMAN KODAK CO COM NEW 277461406 4075 517785 SH DFND 2,20,5,8 459285 0 58500 EATON CORP PLC SHS G29183103 2360085 17067436 SH DFND 10,11,12,13,19,2,20,5,6,8 14590037 501803 1975596 EBANG INTL HLDGS INC CL A SHS G3R33A106 2086 262438 SH DFND 2,20,5 248638 0 13800 EBAY INC. COM 278642103 1819403 29709395 SH DFND 10,11,12,13,19,2,20,5,6,8 24840497 943766 3925132 EBIX INC COM NEW 278715206 29363 916744 SH DFND 2,20,5,8 821925 500 94319 ECHO GLOBAL LOGISTICS INC COM 27875T101 32024 1019538 SH DFND 2,20,5,8 921361 0 98177 ECHOSTAR CORP CL A 278768106 18653 777212 SH DFND 13,2,20,5,8 685734 307 91171 ECOLAB INC COM 278865100 2393471 11156228 SH DFND 10,11,12,13,19,2,20,5,6,8 9617327 224737 1314164 ALARM COM HLDGS INC COM 011642105 129643 1500841 SH DFND 2,20,5,8 1329836 500 170505 ECOPETROL S A SPONSORED ADS 279158109 22763 1775547 SH DFND 10,13,2,20,5 1581540 108287 85720 EDGEWELL PERS CARE CO COM 28035Q102 70263 1770364 SH DFND 12,13,19,2,20,5,8 1577786 850 191728 EDISON INTL COM 281020107 1574369 26569880 SH DFND 10,11,12,13,19,2,20,5,6,8 17205550 175646 9188684 EDITAS MEDICINE INC COM 28106W103 97596 2323718 SH DFND 19,2,20,5,8 2093063 600 230055 EDWARDS LIFESCIENCES CORP COM 28176E108 2151797 25726891 SH DFND 10,11,12,13,19,2,20,5,6,8 21798260 577690 3350941 EGAIN CORP COM NEW 28225C806 3351 353152 SH DFND 2,20,5 304844 0 48308 EHANG HLDGS LTD ADS 26853E102 1111 30000 SH DFND 1 0 0 30000 EHEALTH INC COM 28238P109 65110 895234 SH DFND 19,2,20,5,8 803921 300 91013 EIGER BIOPHARMACEUTICALS INC COM 28249U105 4517 510366 SH DFND 2,20,5 443589 0 66777 EL POLLO LOCO HLDGS INC COM 268603107 9263 574650 SH DFND 2,20,5,8 509539 0 65111 ALASKA AIR GROUP INC COM 011659109 291272 4208531 SH DFND 10,12,13,2,20,5,6,8 3887771 951 319809 ELANCO ANIMAL HEALTH INC COM 28414H103 418455 14209011 SH DFND 10,11,12,13,19,2,20,5,6,8 12546105 189490 1473416 ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 11450 251200 SH DFND 2 251200 0 0 ELASTIC N V ORD SHS N14506104 92945 835835 SH DFND 13,19,2,20,5,8 708897 500 126438 ELBIT SYS LTD ORD M3760D101 10667 74592 SH DFND 2 74592 0 0 ELECTROMED INC COM 285409108 1065 101082 SH DFND 2,20 87293 0 13789 ELECTRONIC ARTS INC COM 285512109 1885692 13929909 SH DFND 10,11,12,13,19,2,20,5,6,8 11717686 508682 1703541 ELEMENT SOLUTIONS INC COM 28618M106 48926 2675040 SH DFND 2,20,5,8 2215416 4200 455424 ELLINGTON FINANCIAL INC COM 28852N109 13753 853719 SH DFND 2,20,5,8 706241 0 147478 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 2204 174960 SH DFND 2,20,5 155760 0 19200 ELOXX PHARMACEUTICALS INC COM 29014R103 1453 437719 SH DFND 2,20,5 371231 0 66488 3M CO COM 88579Y101 5953263 30897152 SH DFND 10,11,12,13,19,2,20,5,6,8 21616996 617005 8663151 ALASKA COMMUNICATIONS SYS GR COM 01167P101 2847 876151 SH DFND 2,20 765450 0 110701 EMAGIN CORP COM NEW 29076N206 44 11693 SH DFND 20 11693 0 0 EMBRAER S.A. SPONSORED ADS 29082A107 2475 247210 SH DFND 2,20 247210 0 0 EMCOR GROUP INC COM 29084Q100 186490 1662711 SH DFND 12,13,19,2,20,5,8 1454498 418 207795 EMCORE CORP COM NEW 290846203 121 22165 SH DFND 20 22165 0 0 EMERALD HOLDING INC COM 29103W104 2300 416742 SH DFND 2,20 356580 0 60162 EMERGENT BIOSOLUTIONS INC COM 29089Q105 177781 1913479 SH DFND 13,19,2,20,5,8 1747102 500 165877 EMERSON ELEC CO COM 291011104 2431255 26948074 SH DFND 1,10,11,12,13,19,2,20,5,6,8 23282596 674332 2991146 EMPIRE ST RLTY TR INC CL A 292104106 53962 4848371 SH DFND 10,19,2,20,5,8 4177787 38784 631800 EMPLOYERS HLDGS INC COM 292218104 43389 1007644 SH DFND 2,20,5,8 904057 0 103587 ENANTA PHARMACEUTICALS INC COM 29251M106 54159 1098124 SH DFND 2,20,5,8 1029184 0 68940 ALBANY INTL CORP CL A 012348108 80512 962236 SH DFND 2,20,5,8 854347 136 107753 ENBRIDGE INC COM 29250N105 43035 1182177 SH DFND 1,10,12,19,2,20 968406 192131 21640 ENCOMPASS HEALTH CORP COM 29261A100 193044 2349078 SH DFND 12,13,2,20,5,8 2147883 1052 200143 ENCORE CAP GROUP INC COM 292554102 40556 1008113 SH DFND 19,2,20,5,8 897793 200 110120 ENCORE WIRE CORP COM 292562105 44892 668539 SH DFND 2,20,5,8 601653 400 66486 ENDO INTL PLC SHS G30401106 58815 7937228 SH DFND 13,19,2,20,5,8 7097547 6160 833521 ENEL AMERICAS S A SPONSORED ADR 29274F104 39790 4692269 SH DFND 10,13,19,2,20,5 4378553 29843 283873 ENEL CHILE S.A. SPONSORED ADR 29278D105 10593 2702279 SH DFND 10,13,19,2,20,5 2580518 0 121761 ENERGIZER HLDGS INC NEW COM 29272W109 68892 1451580 SH DFND 13,2,20,5,8 1311726 650 139204 ENERGOUS CORP COM 29272C103 75 18496 SH DFND 20 18496 0 0 ENERGY FUELS INC COM NEW 292671708 12072 2125325 SH DFND 2,20,5 1816850 0 308475 ALBEMARLE CORP COM 012653101 775325 5292883 SH DFND 10,11,12,13,19,2,20,5,6,8 4514832 85220 692831 ENERGY RECOVERY INC COM 29270J100 15404 839888 SH DFND 2,20,5,8 723189 0 116699 ENERPAC TOOL GROUP CORP CL A COM 292765104 47576 1821446 SH DFND 2,20,5,8 1613567 271 207608 ENERSYS COM 29275Y102 116135 1279023 SH DFND 13,19,2,20,5,8 1125221 605 153197 ENETI INC COM Y2294C107 2759 131196 SH DFND 2,20,5 109558 0 21638 ENI S P A SPONSORED ADR 26874R108 348 14097 SH DFND 1,20 6300 0 7797 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 2596 605117 SH DFND 19,20,5,8 316959 3325 284833 ENNIS INC COM 293389102 14147 662645 SH DFND 2,20,5,8 572263 1458 88924 ENOCHIAN BIOSCIENCES INC COM 29350E104 666 188172 SH DFND 2,20 159667 0 28505 ENOVA INTL INC COM 29357K103 40383 1138197 SH DFND 2,20,5,8 1017235 0 120962 ENPHASE ENERGY INC COM 29355A107 758083 4674906 SH DFND 10,11,12,13,19,2,20,5,6,8 4000104 70551 604251 ALBERTSONS COS INC COMMON STOCK 013091103 33143 1737978 SH DFND 2,20 1602653 0 135325 ENPRO INDS INC COM 29355X107 56966 668069 SH DFND 2,20,5,8 597535 43 70491 ENSIGN GROUP INC COM 29358P101 148760 1584359 SH DFND 2,20,5,8 1400357 300 183702 ENSTAR GROUP LIMITED SHS G3075P101 71746 290788 SH DFND 19,2,20,5,8 242581 100 48107 ENTEGRIS INC COM 29362U104 184552 1650736 SH DFND 13,19,2,20,5,8 1356858 1169 292709 ENTERCOM COMMUNICATIONS CORP CL A 293639100 11106 2115442 SH DFND 13,2,20,5 1828806 0 286636 ENTERGY CORP NEW COM 29364G103 1060593 10662436 SH DFND 10,11,12,13,19,2,20,5,6,8 8957932 118002 1586502 ENTERPRISE BANCORP INC MASS COM 293668109 5175 159126 SH DFND 2,20,5 137119 0 22007 ENTERPRISE FINL SVCS CORP COM 293712105 36839 745124 SH DFND 2,20,5,8 578096 0 167028 ENTRAVISION COMMUNICATIONS C CL A 29382R107 4663 1154199 SH DFND 2,20,5 1004118 0 150081 ENVELA CORP COM 29402E102 426 84896 SH DFND 2,20 68177 0 16719 ALBIREO PHARMA INC COM 01345P106 35309 1001660 SH DFND 2,20,5,8 961139 0 40521 ENVESTNET INC COM 29404K106 76219 1055229 SH DFND 19,2,20,5,8 862205 400 192624 ENVISTA HOLDINGS CORPORATION COM 29415F104 89697 2198450 SH DFND 12,2,20,5,8 1912082 1700 284668 ENZO BIOCHEM INC COM 294100102 2746 798318 SH DFND 2,20,5 676409 0 121909 EOG RES INC COM 26875P101 2683001 36991603 SH DFND 10,11,12,13,19,2,20,5,6,8 34453530 346810 2191263 EOS ENERGY ENTERPRISES INC COM CL A 29415C101 459 23300 SH DFND 20 23300 0 0 EPAM SYS INC COM 29414B104 439550 1108045 SH DFND 10,11,12,13,19,2,20,5,6,8 878888 56271 172886 EPIZYME INC COM 29428V104 49411 5672854 SH DFND 2,20,5,8 5369931 0 302923 EPLUS INC COM 294268107 46585 467533 SH DFND 2,20,5,8 408788 0 58745 EPR PPTYS COM SH BEN INT 26884U109 150499 3230296 SH DFND 10,12,13,19,2,20,5,8 2893287 17940 319069 EQT CORP COM 26884L109 256721 13817069 SH DFND 12,13,2,20,5,8 12063272 2922 1750875 ALCOA CORP COM 013872106 204265 6287005 SH DFND 12,13,19,2,20,5,8 5611508 2121 673376 EQUIFAX INC COM 294429105 872619 4817638 SH DFND 10,11,12,13,19,2,20,5,6,8 4216426 57392 543820 EQUINIX INC COM 29444U700 2273638 3345602 SH DFND 10,11,12,13,19,2,20,5,6,8 2832193 43601 469808 EQUITABLE HLDGS INC COM 29452E101 337813 10356001 SH DFND 10,11,12,13,19,2,20,5,6,8 8619115 410649 1326237 EQUITRANS MIDSTREAM CORP COM 294600101 85147 10434657 SH DFND 12,13,2,20,5,8 9604641 2337 827679 EQUITY BANCSHARES INC COM CL A 29460X109 7048 257217 SH DFND 2,20,5 213563 0 43654 EQUITY COMWLTH COM SH BEN INT 294628102 115270 4146401 SH DFND 10,13,19,2,20,5,8 3498697 28949 618755 EQUITY LIFESTYLE PPTYS INC COM 29472R108 447993 6999621 SH DFND 10,11,12,13,19,2,20,5,6,8 5765177 123477 1110967 EQUITY RESIDENTIAL SH BEN INT 29476L107 1525882 21126599 SH DFND 10,11,12,13,19,2,20,5,6,8 17932212 303938 2890449 ERICSSON ADR B SEK 10 294821608 1277 96718 SH DFND 1,20 10710 0 86008 ERIE INDTY CO CL A 29530P102 141494 640506 SH DFND 10,11,12,13,19,2,20,5,6,8 485727 50966 103813 ALCON AG ORD SHS H01301128 430 6123 SH DFND 20 6123 0 0 EROS STX GLOBAL CORPORATION SHS NEW G3788M114 4498 2485210 SH DFND 2,20,5 2093622 0 391588 ESCALADE INC COM 296056104 3606 172448 SH DFND 2,20,5 147733 0 24715 ESCO TECHNOLOGIES INC COM 296315104 89408 820482 SH DFND 2,20,5,8 724732 521 95229 ESPERION THERAPEUTICS INC NE COM 29664W105 59422 2118446 SH DFND 19,2,20,5,8 2021539 300 96607 ESQUIRE FINL HLDGS INC COM 29667J101 2292 100479 SH DFND 2,20 85149 0 15330 ESSA BANCORP INC COM 29667D104 2428 151749 SH DFND 2,20 126349 0 25400 ESSENT GROUP LTD COM G3198U102 215252 4532568 SH DFND 13,2,20,5,8 4140478 700 391390 ESSENTIAL PPTYS RLTY TR INC COM 29670E107 117004 5071678 SH DFND 10,19,2,20,5,8 4484422 24200 563056 ESSENTIAL UTILS INC COM 29670G102 480661 10741027 SH DFND 10,11,12,13,19,2,20,5,6,8 9606074 116178 1018775 ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 7904 137300 SH DFND 2 137300 0 0 ALDEYRA THERAPEUTICS INC COM 01438T106 28786 2423024 SH DFND 2,20 2423024 0 0 ESSEX PPTY TR INC COM 297178105 1317613 4810370 SH DFND 10,11,12,13,19,2,20,5,6,8 4280111 54034 476225 ETHAN ALLEN INTERIORS INC COM 297602104 21241 769306 SH DFND 2,20,5,8 690989 1000 77317 ETON PHARMACEUTICALS INC COM 29772L108 1949 266295 SH DFND 2,20 228418 0 37877 ETSY INC COM 29786A106 982319 4870925 SH DFND 10,11,12,13,19,2,20,5,6,8 4141251 76987 652687 ETSY INC NOTE 0.125%10/0 29786AAJ5 34946 14790000 PRN DFND 2,5 14790000 0 0 EURONET WORLDWIDE INC COM 298736109 86915 628452 SH DFND 12,13,19,2,20,5,8 526877 500 101075 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 14827 13006000 PRN DFND 2,5 13006000 0 0 EVANS BANCORP INC COM NEW 29911Q208 3965 114931 SH DFND 2,20 68211 0 46720 EVELO BIOSCIENCES INC COM 299734103 3440 321518 SH DFND 2,20,5 273053 0 48465 EVENTBRITE INC COM CL A 29975E109 27838 1256243 SH DFND 2,20,5,8 1045431 0 210812 ALECTOR INC COM 014442107 54642 2713096 SH DFND 2,20,5,8 2557717 500 154879 EVERBRIDGE INC COM 29978A104 58300 481102 SH DFND 13,19,2,20,5,8 400586 300 80216 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 16457 12917000 PRN DFND 2,5 12917000 0 0 EVERCORE INC CLASS A 29977A105 127553 968216 SH DFND 13,2,20,5,8 884456 300 83460 EVEREST RE GROUP LTD COM G3223R108 468236 1889497 SH DFND 10,11,12,13,19,2,20,5,6,8 1607092 39866 242539 EVERGY INC COM 30034W106 693035 11641784 SH DFND 10,11,12,13,19,2,20,5,6,8 10371142 152964 1117678 EVERI HLDGS INC COM 30034T103 22117 1567466 SH DFND 19,2,20,5,8 1255722 0 311744 EVERQUOTE INC COM CL A 30041R108 14560 401221 SH DFND 2,20,5,8 355509 0 45712 EVERSOURCE ENERGY COM 30040W108 1739779 20092149 SH DFND 10,11,12,13,19,2,20,5,6,8 17943405 244730 1904014 EVERTEC INC COM 30040P103 72409 1945428 SH DFND 19,2,20,5,8 1683946 900 260582 EVI INDS INC COM 26929N102 2088 72569 SH DFND 2,20 60939 0 11630 ALERUS FINL CORP COM 01446U103 7691 256887 SH DFND 2,20,5 222922 0 33965 EVO PMTS INC CL A COM 26927E104 25893 940862 SH DFND 2,20,5,8 796964 0 143898 EVOFEM BIOSCIENCES INC COM 30048L104 2048 1170062 SH DFND 2,20,5 1002446 0 167616 EVOLENT HEALTH INC CL A 30050B101 29379 1454405 SH DFND 2,20,5,8 1186481 0 267924 EVOLUS INC COM 30052C107 5136 395415 SH DFND 13,2,20,5 336621 0 58794 EVOLUTION PETE CORP COM 30049A107 1743 515758 SH DFND 2,20 431863 0 83895 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 59583 2265523 SH DFND 2,20,5,8 1852515 1100 411908 EXACT SCIENCES CORP COM 30063P105 440208 3340479 SH DFND 10,11,12,13,19,2,20,5,6,8 2753705 75198 511576 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 48308 37638000 PRN DFND 2,5 37638000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 28360 20775000 PRN DFND 2,5 20775000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 9241 4940000 PRN DFND 2,5 4940000 0 0 4D MOLECULAR THERAPEUTICS IN COM 35104E100 4634 106833 SH DFND 2,20 90869 0 15964 ALEXANDER & BALDWIN INC NEW COM 014491104 42386 2502103 SH DFND 2,20,5,8 2211896 982 289225 EXAGEN INC COM 30068X103 1185 67722 SH DFND 2,20 58252 0 9470 EXELIXIS INC COM 30161Q104 208742 9240463 SH DFND 13,19,2,20,5,8 8584872 8870 646721 EXELON CORP COM 30161N101 2608256 59630914 SH DFND 10,11,12,13,19,2,20,5,6,8 45464049 678967 13487898 EXICURE INC COM 30205M101 2215 1015888 SH DFND 2,20,5 889334 0 126554 EXLSERVICE HOLDINGS INC COM 302081104 94168 1044459 SH DFND 19,2,20,5,8 901301 200 142958 EXONE CO COM 302104104 13912 443635 SH DFND 2,20,5 409809 0 33826 EXP WORLD HLDGS INC COM 30212W100 44731 982020 SH DFND 2,20,5,8 810919 400 170701 EXPEDIA GROUP INC COM NEW 30212P303 934199 5427600 SH DFND 10,11,12,13,19,2,20,5,6,8 4595837 90157 741606 EXPEDITORS INTL WASH INC COM 302130109 966851 8978095 SH DFND 10,11,12,13,19,2,20,5,6,8 7543312 248646 1186137 EXPONENT INC COM 30214U102 151750 1557204 SH DFND 2,20,5,8 1371748 584 184872 ALEXANDERS INC COM 014752109 18287 65948 SH DFND 10,19,2,20,5,8 53923 577 11448 EXPRESS INC COM 30219E103 4428 1101445 SH DFND 2,20,5 973481 0 127964 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 49794 2521236 SH DFND 12,2,20,5,8 2143321 12200 365715 EXTERRAN CORP COM 30227H106 1753 521802 SH DFND 2,20,5 446274 0 75528 EXTRA SPACE STORAGE INC COM 30225T102 992446 7487330 SH DFND 10,11,12,13,19,2,20,5,6,8 6388079 90396 1008855 EXTREME NETWORKS INC COM 30226D106 35889 4101630 SH DFND 13,2,20,5,8 3607369 0 494261 EXXON MOBIL CORP COM 30231G102 13822131 247575341 SH DFND 1,10,11,12,13,19,2,20,5,6,8 231534605 2664249 13376487 EZCORP INC CL A NON VTG 302301106 7783 1565914 SH DFND 2,20,5 1448726 0 117188 F N B CORP COM 302520101 205237 16160362 SH DFND 12,13,19,2,20,5,8 15219962 2953 937447 F5 NETWORKS INC COM 315616102 593680 2845749 SH DFND 10,11,12,13,19,2,20,5,6,8 2427041 81327 337381 FABRINET SHS G3323L100 103619 1146352 SH DFND 19,2,20,5,8 1007377 700 138275 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1209201 7311543 SH DFND 10,11,12,13,19,2,20,5,6,8 6220211 94055 997277 FACEBOOK INC CL A 30303M102 27060587 91877184 SH DFND 10,11,12,13,19,2,20,5,6,8 78014222 2292859 11570103 FACTSET RESH SYS INC COM 303075105 446610 1447260 SH DFND 10,11,12,13,19,2,20,5,6,8 1241021 59545 146694 FAIR ISAAC CORP COM 303250104 426678 877847 SH DFND 10,11,12,13,19,2,20,5,6,8 755743 26106 95998 FALCON MINERALS CORP CL A COM 30607B109 3423 762309 SH DFND 2,20,5 659415 0 102894 FANHUA INC SPONSORED ADR 30712A103 5199 367403 SH DFND 1,2,20,5 271381 700 95322 FARFETCH LTD ORD SH CL A 30744W107 134804 2542521 SH DFND 1,10,12,13,19,2,20,5,6,8 277448 0 2265073 FARMER BROS CO COM 307675108 2825 270577 SH DFND 2,20 244359 0 26218 FARMERS & MERCHANTS BANCORP COM 30779N105 4176 164991 SH DFND 2,20,5 141677 0 23314 FARMERS NATIONAL BANC CORP COM 309627107 8075 483506 SH DFND 2,20,5 424315 0 59191 FARMLAND PARTNERS INC COM 31154R109 5774 512763 SH DFND 2,20,5 449033 0 63730 ALEXION PHARMACEUTICALS INC COM 015351109 1510374 9877534 SH DFND 10,11,12,13,19,2,20,5,6,8 8183007 355260 1339267 FARO TECHNOLOGIES INC COM 311642102 49642 573435 SH DFND 2,20,5,8 488408 373 84654 FASTENAL CO COM 311900104 1390897 27663029 SH DFND 1,10,11,12,13,19,2,20,5,6,8 24045221 842704 2775104 FASTLY INC CL A 31188V100 70029 1040856 SH DFND 13,19,2,20,5,8 864163 1900 174793 FATE THERAPEUTICS INC COM 31189P102 163515 1983196 SH DFND 13,19,2,20,5,8 1708774 600 273822 FATHOM HOLDINGS INC COM 31189V109 2403 65611 SH DFND 2,20 55643 0 9968 FB FINL CORP COM 30257X104 56028 1260200 SH DFND 2,20,5,8 1151466 0 108734 FBL FINL GROUP INC CL A 30239F106 12577 224906 SH DFND 2,20,5,8 193212 400 31294 FEDERAL AGRIC MTG CORP CL C 313148306 17859 177310 SH DFND 2,20,5,8 145161 0 32149 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 839728 8193030 SH DFND 10,12,13,19,2,20,5,6,8 7712566 19355 461109 FEDERAL SIGNAL CORP COM 313855108 70977 1853190 SH DFND 2,20,5,8 1609918 300 242972 ALGONQUIN PWR UTILS CORP COM 015857105 10239 640127 SH DFND 2 640127 0 0 FEDERATED HERMES INC CL B 314211103 92249 2947245 SH DFND 12,2,20,5,8 2593092 1397 352756 FEDEX CORP COM 31428X106 2907219 10212399 SH DFND 10,11,12,13,19,2,20,5,6,8 8804620 259912 1147867 FEDNAT HLDG CO COM 31431B109 941 203254 SH DFND 2,20 173386 0 29868 FENNEC PHARMACEUTICALS INC COM 31447P100 2032 327151 SH DFND 2,20 274159 0 52992 FERRARI N V COM N3167Y103 1088 5201 SH DFND 12,19,20,6 2608 41 2552 FERRO CORP COM 315405100 43288 2567478 SH DFND 2,20,5,8 2279605 317 287556 FIBROGEN INC COM 31572Q808 104859 3021009 SH DFND 13,19,2,20,5,8 2706579 1200 313230 FIDELITY D & D BANCORP INC COM 31609R100 4073 66225 SH DFND 2,20,5 57882 0 8343 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 284531 6997805 SH DFND 10,11,12,13,19,2,20,5,6,8 5278179 499630 1219996 FIDELITY NATL INFORMATION SV COM 31620M106 3392825 24129329 SH DFND 10,11,12,13,19,2,20,5,6,8 20468772 298684 3361873 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7444441 32833946 SH DFND 1,10,11,12,13,19,2,20,5,8 25411680 964347 6457919 FIESTA RESTAURANT GROUP INC COM 31660B101 7261 576702 SH DFND 2,20,5 531369 0 45333 FIFTH THIRD BANCORP COM 316773100 1407416 37313887 SH DFND 10,12,13,19,2,20,5,6,8 33340034 573764 3400089 FINANCIAL INSTNS INC COM 317585404 10739 352056 SH DFND 2,20,5 314912 0 37144 FINVOLUTION GROUP SPONSORED ADS 31810T101 13666 1949555 SH DFND 12,13,2,20,5 1616502 0 333053 FIREEYE INC COM 31816Q101 62211 3178876 SH DFND 19,2,20,5,8 2716603 1300 460973 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 18300 16221000 PRN DFND 2,5 16221000 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 11305 11355000 PRN DFND 2,5 11355000 0 0 FIRST AMERN FINL CORP COM 31847R102 159970 2823833 SH DFND 12,13,19,2,20,5,8 2605349 985 217499 FIRST BANCORP INC ME COM 31866P102 5477 187639 SH DFND 2,20,5 163038 0 24601 FIRST BANCORP N C COM 318910106 50408 1153505 SH DFND 2,20,5,8 1050914 0 102591 ALICO INC COM 016230104 2654 88357 SH DFND 2,20 76032 0 12325 FIRST BANCORP P R COM NEW 318672706 142950 12695426 SH DFND 2,20,5,8 11943117 2000 750309 FIRST BANCSHARES INC MS COM 318916103 13675 373543 SH DFND 2,20,5,8 315900 0 57643 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3167 260267 SH DFND 2,20 221623 0 38644 FIRST BUS FINL SVCS INC WIS COM 319390100 3420 138274 SH DFND 13,2,20 118424 0 19850 FIRST BUSEY CORP COM NEW 319383204 35540 1385577 SH DFND 2,20,5,8 1207803 0 177774 FIRST CAPITAL INC COM 31942S104 2653 54474 SH DFND 2,20,5 46841 0 7633 FIRST CHOICE BANCORP COM 31948P104 3837 157832 SH DFND 2,20 134713 0 23119 FIRST CMNTY BANKSHARES INC V COM 31983A103 10708 357066 SH DFND 2,20,5,8 297851 0 59215 FIRST CMNTY CORP S C COM 319835104 2183 109431 SH DFND 2,20 94466 0 14965 FIRST COMWLTH FINL CORP PA COM 319829107 58556 4074872 SH DFND 2,20,5,8 3730994 0 343878 ALIGN TECHNOLOGY INC COM 016255101 1549139 2860671 SH DFND 10,11,12,13,19,2,20,5,6,8 2468820 48894 342957 FIRST CTZNS BANCSHARES INC N CL A 31946M103 193565 231517 SH DFND 13,2,20,5,8 218818 113 12586 FIRST FINANCIAL NORTHWEST IN COM 32022K102 156 10929 SH DFND 20 7824 0 3105 FIRST FINL BANCORP OH COM 320209109 110852 4618846 SH 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320817109 77460 1665810 SH DFND 2,20,5,8 1422687 300 242823 FIRST MID ILL BANCSHARES INC COM 320866106 12941 294580 SH DFND 2,20,5,8 243876 0 50704 FIRST MIDWEST BANCORP DEL COM 320867104 131898 5982294 SH DFND 2,20,5,8 5589768 1700 390826 FIRST NORTHWEST BANCORP COM 335834107 2854 171743 SH DFND 2,20 149525 0 22218 FIRST REP BK SAN FRANCISCO C COM 33616C100 1676276 10052631 SH DFND 10,12,13,19,2,20,5,6,8 9149427 81046 822158 FIRST SOLAR INC COM 336433107 219140 2510194 SH DFND 12,13,19,2,20,5,8 2324965 773 184456 FIRST SVGS FINL GROUP INC COM 33621E109 1998 29761 SH DFND 2,20 22951 0 6810 ALJ REGL HLDGS INC COM 001627108 20 13800 SH DFND 20 13800 0 0 FIRST UTD CORP COM 33741H107 1799 102093 SH DFND 2,20 87893 0 14200 FIRST WESTN FINL INC COM 33751L105 2466 98617 SH DFND 2,20 76028 0 22589 FIRSTCASH INC COM 33767D105 81171 1236048 SH DFND 13,2,20,5,8 1076463 541 159044 FIRSTENERGY CORP COM 337932107 1346587 38817725 SH DFND 10,11,12,13,19,2,20,5,6,8 23983717 258125 14575883 FISERV INC COM 337738108 2629858 22092218 SH DFND 10,11,12,13,19,2,20,5,6,8 18787841 276389 3027988 FISKER INC CL A COM STK 33813J106 1505 87400 SH DFND 20 87400 0 0 FIVE BELOW INC COM 33829M101 246531 1292159 SH DFND 13,19,2,20,5,8 1178325 700 113134 FIVE POINT HOLDINGS LLC COM CL A 33833Q106 537 71078 SH DFND 20,5,8 46912 0 24166 FIVE PRIME THERAPEUTICS INC COM 33830X104 70046 1859461 SH DFND 2,20,5 1788268 0 71193 FIVE STAR SENIOR LIVING INC COM NEW 33832D205 1763 288056 SH DFND 2,20 247256 0 40800 500 COM LTD SPON ADR REP A 33829R100 632 29579 SH DFND 2 29579 0 0 ALKERMES PLC SHS G01767105 83959 4494601 SH DFND 13,19,2,20,5,8 4146279 1630 346692 FIVE9 INC COM 338307101 121809 779179 SH DFND 13,19,2,20,5,8 646354 1400 131425 FIVERR INTL LTD ORD SHS M4R82T106 22972 105775 SH DFND 10,13,2,20,5,6,8 78875 0 26900 FLAGSTAR BANCORP INC COM PAR .001 337930705 104513 2317369 SH DFND 2,20,5,8 2137540 500 179329 FLEETCOR TECHNOLOGIES INC COM 339041105 824912 3070813 SH DFND 10,11,12,13,19,2,20,5,6,8 2646618 50221 373974 FLEX LTD ORD Y2573F102 74391 4062878 SH DFND 10,12,13,19,2,20,5,8 1830306 5900 2226672 FLEXION THERAPEUTICS INC COM 33938J106 24364 2722208 SH DFND 2,20,5,8 2593693 0 128515 FLEXSTEEL INDS INC COM 339382103 358 10285 SH DFND 20,5 10285 0 0 FLIR SYS INC COM 302445101 241353 4273999 SH DFND 10,12,13,19,2,20,5,6,8 3820357 2377 451265 FLOOR & DECOR HLDGS INC CL A 339750101 159637 1671939 SH DFND 13,19,2,20,5,8 1488746 800 182393 FLOTEK INDS INC DEL COM 343389102 100 59678 SH DFND 20 59678 0 0 ALLAKOS INC COM 01671P100 102467 892725 SH DFND 2,20,5,8 801380 300 91045 FLOWERS FOODS INC COM 343498101 113893 4785435 SH DFND 12,13,19,2,20,5,8 4254625 1467 529343 FLOWSERVE CORP COM 34354P105 119070 3052406 SH DFND 12,13,19,2,20,5,8 2787268 1146 263992 FLUENT INC COM 34380C102 2864 698482 SH DFND 2,20 583652 0 114830 FLUIDIGM CORP DEL COM 34385P108 5758 1273850 SH DFND 2,20,5,8 1092702 0 181148 FLUOR CORP NEW COM 343412102 99492 4308896 SH DFND 12,13,2,20,5,8 3812483 2243 494170 FLUSHING FINL CORP COM 343873105 17545 826435 SH DFND 2,20,5,8 738079 882 87474 FLY LEASING LTD SPONSORED ADR 34407D109 844 50117 SH DFND 1,2 21379 0 28738 FMC CORP COM NEW 302491303 714505 6431856 SH DFND 10,11,12,13,19,2,20,5,6,8 5590425 60401 781030 FNCB BANCORP INC COM 302578109 2167 287414 SH DFND 2,20,5 247304 0 40110 FOCUS FINL PARTNERS INC COM CL A 34417P100 29944 719451 SH DFND 2,20,5,8 594189 0 125262 ALLEGHANY CORP DEL COM 017175100 276961 442225 SH DFND 10,11,12,13,19,2,20,5,6,8 384745 8428 49052 FOGHORN THERAPEUTICS INC COM 344174107 1438 109099 SH DFND 2,20 93535 0 15564 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 14177 188202 SH DFND 1,13,2,20,5 135658 1000 51544 FONAR CORP COM NEW 344437405 2009 111076 SH DFND 2,20 97476 0 13600 FOOT LOCKER INC COM 344849104 148483 2639705 SH DFND 12,13,2,20,5,8 2416946 1255 221504 FORD MTR CO DEL COM 345370860 2023084 165149702 SH DFND 10,11,12,13,19,2,20,5,6,8 141663992 2405410 21080300 FORESTAR GROUP INC COM 346232101 6914 297003 SH DFND 2,20,5,8 248192 203 48608 FORMA THERAPEUTICS HLDGS INC SHS 34633R104 52442 1871595 SH DFND 2,20,5,8 1804454 0 67141 FORMFACTOR INC COM 346375108 104911 2325675 SH DFND 2,20,5,8 2039264 1294 285117 FORRESTER RESH INC COM 346563109 14097 331849 SH DFND 2,20,5,8 295078 0 36771 FORTERRA INC COM 34960W106 11752 505479 SH DFND 2,20,5,8 419101 0 86378 ALLEGHENY TECHNOLOGIES INC COM 01741R102 167264 7942281 SH DFND 12,13,2,20,5,8 7499938 945 441398 FORTINET INC COM 34959E109 957196 5190303 SH DFND 10,11,12,13,19,2,20,5,6,8 4398565 133602 658136 FORTIS INC COM 349553107 682 15726 SH DFND 20 15490 0 236 FORTIVE CORP COM 34959J108 914507 12946020 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11427412 181842 1336766 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 31091 30549000 PRN DFND 2,5 30549000 0 0 FORTRESS BIOTECH INC COM 34960Q109 3907 1106770 SH DFND 2,20,5 940716 0 166054 FORTUNE BRANDS HOME & SEC IN COM 34964C106 621419 6485275 SH DFND 10,11,12,13,19,2,20,5,6,8 5602033 193558 689684 FORWARD AIR CORP COM 349853101 85801 966124 SH DFND 2,20,5,8 868543 84 97497 FOSSIL GROUP INC COM 34988V106 28933 2333301 SH DFND 2,20,5 2179800 0 153501 FOSTER L B CO COM 350060109 3087 172438 SH DFND 2,20,5 150655 0 21783 FOUR CORNERS PPTY TR INC COM 35086T109 104318 3763503 SH DFND 10,19,2,20,5,8 3336705 18470 408328 ALLEGIANCE BANCSHARES INC COM 01748H107 31084 766755 SH DFND 2,20,5,8 708611 0 58144 FOX CORP CL A COM 35137L105 547518 15063958 SH DFND 10,11,12,13,19,2,20,5,6,8 13271689 209037 1583232 FOX CORP CL B COM 35137L204 249202 7086508 SH DFND 10,11,12,13,19,2,20,5,6,8 6141955 95279 849274 FOX FACTORY HLDG CORP COM 35138V102 155915 1227097 SH DFND 13,2,20,5,8 1078778 300 148019 FRANCHISE GROUP INC COM 35180X105 15374 421423 SH DFND 2,20,5,8 371718 0 49705 FRANKLIN COVEY CO COM 353469109 5998 212032 SH DFND 2,20,5 180261 0 31771 FRANKLIN ELEC INC COM 353514102 173617 2199350 SH DFND 2,20,5,8 2037847 80 161423 FRANKLIN FINL SVCS CORP COM 353525108 2118 67921 SH DFND 2,20 58475 0 9446 FRANKLIN RESOURCES INC COM 354613101 813545 27231612 SH DFND 10,12,13,19,2,20,5,6,8 25423147 316496 1491969 FRANKLIN STR PPTYS CORP COM 35471R106 30039 5511727 SH DFND 10,19,2,20,5,8 4860760 28522 622445 FRANKS INTL N V COM N33462107 11795 3319668 SH DFND 2,20,5,8 2899001 0 420667 ALLEGIANT TRAVEL CO COM 01748X102 114425 468838 SH DFND 2,20,5,8 431219 0 37619 FREEDOM HLDG CORP NEV COM 356390104 1222 22900 SH DFND 20,5,8 10900 0 12000 FREEPORT-MCMORAN INC CL B 35671D857 2123122 64473808 SH DFND 10,11,12,13,19,2,20,5,6,8 56918602 808366 6746840 FREQUENCY THERAPEUTICS INC COM 35803L108 13170 1386272 SH DFND 2,20,5,8 1322380 0 63892 FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 382 10354 SH DFND 20 10354 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 29479 1026101 SH DFND 2,20,5,8 901442 38 124621 FRESHPET INC COM 358039105 123311 776471 SH DFND 13,2,20,5,8 629986 600 145885 FRONTDOOR INC COM 35905A109 54583 1015506 SH DFND 13,19,2,20,5,8 849577 1050 164879 FRONTLINE LTD SHS NEW G3682E192 13699 1915911 SH DFND 2,20,5 1613308 0 302603 FRP HLDGS INC COM 30292L107 6768 137514 SH DFND 2,20,5,8 118977 0 18537 FS BANCORP INC COM 30263Y104 4265 63465 SH DFND 2,20 54327 0 9138 ALLEGION PLC ORD SHS G0176J109 567196 4515175 SH DFND 10,11,12,13,19,2,20,5,6,8 3936660 84038 494477 FTI CONSULTING INC COM 302941109 116290 829994 SH DFND 12,13,19,2,20,5,8 747657 602 81735 FUBOTV INC COM 35953D104 2547 115137 SH DFND 2,20 115137 0 0 FUELCELL ENERGY INC COM 35952H601 115501 8015334 SH DFND 13,19,2,20,5,8 6888317 2900 1124117 FULCRUM THERAPEUTICS INC COM 359616109 2998 254497 SH DFND 2,20,5 220177 0 34320 FULGENT GENETICS INC COM 359664109 44360 459117 SH DFND 2,20,5,8 413848 200 45069 FULLER H B CO COM 359694106 213603 3395368 SH DFND 19,2,20,5,8 3199586 337 195445 FULTON FINL CORP PA COM 360271100 136359 7941873 SH DFND 2,20,5,8 7389522 2356 549995 FUNKO INC COM CL A 361008105 7221 366921 SH DFND 2,20,5 312919 0 54002 FUTU HLDGS LTD SPON ADS CL A 36118L106 37007 233013 SH DFND 13,19,2,20,5,8 158313 200 74500 FUTUREFUEL CORP COM 36116M106 14238 979915 SH DFND 2,20,5,8 898150 0 81765 ALLEGRO MICROSYSTEMS INC COM 01749D105 34369 1355765 SH DFND 2,20 1312802 0 42963 FVCBANKCORP INC COM 36120Q101 3159 182392 SH DFND 2,20 157029 0 25363 G III APPAREL GROUP LTD COM 36237H101 44397 1473037 SH DFND 2,20,5,8 1328281 660 144096 G1 THERAPEUTICS INC COM 3621LQ109 65706 2730936 SH DFND 2,20,5,8 2617741 0 113195 GAIA INC NEW CL A 36269P104 2168 182353 SH DFND 2,20 153357 0 28996 GALECTIN THERAPEUTICS INC COM NEW 363225202 1335 614994 SH DFND 2,20 520520 0 94474 GALERA THERAPEUTICS INC COM 36338D108 1128 127941 SH DFND 2,20 108461 0 19480 GALLAGHER ARTHUR J & CO COM 363576109 1119214 8970219 SH DFND 10,11,12,13,19,2,20,5,6,8 7676846 112197 1181176 GAMCO INVS INC CL A COM 361438104 1912 103099 SH DFND 2,20 86792 0 16307 GAMESTOP CORP NEW CL A 36467W109 352787 1858535 SH DFND 12,13,19,2,20,5,8 1645118 632 212785 GAMIDA CELL LTD SHS M47364100 222 27472 SH DFND 2 27472 0 0 ALLETE INC COM NEW 018522300 122346 1820899 SH DFND 12,13,2,20,5,8 1647823 600 172476 GAMING & LEISURE PPTYS INC COM 36467J108 222556 5245253 SH DFND 10,12,13,19,2,20,5,8 4324282 69650 851321 GAN LTD ORD SHS G3728V109 8481 465964 SH DFND 2,20,5 398141 0 67823 GANNETT CO INC COM 36472T109 23388 4347187 SH DFND 2,20,5 3986016 0 361171 GAP INC COM 364760108 207970 6983539 SH DFND 10,12,13,19,2,20,5,6,8 6219372 2266 761901 GARMIN LTD SHS H2906T109 831141 6303646 SH DFND 10,11,12,13,19,2,20,5,6,8 5413339 194997 695310 GARTNER INC COM 366651107 601370 3294273 SH DFND 10,11,12,13,19,2,20,5,6,8 2844564 43881 405828 GASLOG LTD SHS G37585109 247 42834 SH DFND 2 42834 0 0 GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 11738 734068 SH DFND 19,2,20,5,8 615200 0 118868 GATOS SILVER INC COM 368036109 3835 384689 SH DFND 2,20,5 326451 0 58238 GATX CORP COM 361448103 100076 1079100 SH DFND 19,2,20,5,8 953080 337 125683 ALLIANCE DATA SYSTEMS CORP COM 018581108 131482 1173004 SH DFND 12,13,2,20,5,8 1070307 612 102085 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 44655 1819665 SH DFND 13,2,20,5,8 1350679 1704 467282 GDS HLDGS LTD SPONSORED ADS 36165L108 206737 2549475 SH DFND 1,10,12,13,19,2,20,5,8 1258445 34300 1256730 GEMINI THERAPEUTICS INC COM 36870G105 255 18800 SH DFND 20 18800 0 0 GENASYS INC COM 36872P103 3355 501508 SH DFND 2,20 431182 0 70326 GENCO SHIPPING & TRADING LTD SHS Y2685T131 3037 301251 SH DFND 2,20,5 245159 9100 46992 GENCOR INDS INC COM 368678108 1925 143577 SH DFND 2,20 119834 0 23743 GENERAC HLDGS INC COM 368736104 822103 2510621 SH DFND 10,11,12,13,19,2,20,5,6,8 2134603 78337 297681 GENERAL DYNAMICS CORP COM 369550108 2091386 11518979 SH DFND 10,11,12,13,19,2,20,5,6,8 10384763 223139 911077 GENERAL ELECTRIC CO COM 369604103 4617438 351409726 SH DFND 1,10,11,12,13,19,2,20,5,6,8 303146905 5228878 43033943 GENERAL FIN CORP DEL COM 369822101 2020 166220 SH DFND 2,20 140826 0 25394 51JOB INC SPONSORED ADS 316827104 35958 574403 SH DFND 1,10,12,13,19,2,20,5,8 399766 12200 162437 ALLIANT ENERGY CORP COM 018802108 670856 12386556 SH DFND 10,11,12,13,19,2,20,5,6,8 10967614 205789 1213153 GENERAL MLS INC COM 370334104 1984968 32370651 SH DFND 1,10,11,12,13,19,2,20,5,6,8 21459244 504559 10406848 GENERAL MTRS CO COM 37045V100 3070128 53430707 SH DFND 10,11,12,13,19,2,20,5,6,8 46067256 994881 6368570 GENERATION BIO CO COM 37148K100 60125 2112627 SH DFND 2,20,5,8 2011788 0 100839 GENESCO INC COM 371532102 26288 553430 SH DFND 2,20,5,8 501582 4 51844 GENETRON HLDGS LTD ADS 37186H100 906 42200 SH DFND 2,20,5 42200 0 0 GENIE ENERGY LTD CL B 372284208 1829 288445 SH DFND 2,20 256519 0 31926 GENIUS BRANDS INTL INC COM 37229T301 210 108000 SH DFND 20 108000 0 0 GENMAB A/S SPONSORED ADS 372303206 632 19257 SH DFND 1,20 3470 0 15787 GENMARK DIAGNOSTICS INC COM 372309104 42439 1775671 SH DFND 2,20,5,8 1557673 0 217998 GENPACT LIMITED SHS G3922B107 84989 1984800 SH DFND 12,13,19,2,20,5,8 1794516 0 190284 ALLIED MOTION TECHNOLOGIES I COM 019330109 6385 124326 SH DFND 2,20,5 107141 0 17185 GENPREX INC COM 372446104 2394 555372 SH DFND 2,20,5 491060 0 64312 GENTEX CORP COM 371901109 218616 6128848 SH DFND 12,13,19,2,20,5,8 5599405 7354 522089 GENTHERM INC COM 37253A103 83942 1132665 SH DFND 2,20,5,8 1022068 140 110457 GENUINE PARTS CO COM 372460105 947251 8137913 SH DFND 10,11,12,13,19,2,20,5,6,8 7364815 89515 683583 GENWORTH FINL INC COM CL A 37247D106 59267 17851485 SH DFND 12,13,2,20,5,8 16041557 2984 1806944 GEO GROUP INC NEW COM 36162J106 33284 4289217 SH DFND 12,13,2,20,5,8 4027315 814 261088 GEOSPACE TECHNOLOGIES CORP COM 37364X109 201 22004 SH DFND 20,5 22004 0 0 GERDAU SA SPON ADR REP PFD 373737105 21769 4036621 SH DFND 10,2,20 3542196 433825 60600 GERMAN AMERN BANCORP INC COM 373865104 22731 491806 SH DFND 2,20,5,8 400304 0 91502 GERON CORP COM 374163103 26267 16624380 SH DFND 2,20,5,8 15668224 0 956156 ALLISON TRANSMISSION HLDGS I COM 01973R101 66989 1640693 SH DFND 12,13,2,20,5,8 1417933 900 221860 GETTY RLTY CORP NEW COM 374297109 53216 1853303 SH DFND 10,19,2,20,5,8 1647053 9909 196341 GEVO INC COM PAR 374396406 111321 11347682 SH DFND 2,20 11347682 0 0 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 24647 303500 SH DFND 2 303500 0 0 GIBRALTAR INDS INC COM 374689107 89504 978076 SH DFND 2,20,5,8 864055 170 113851 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 4895 467977 SH DFND 2,20 467977 0 0 GILEAD SCIENCES INC COM 375558103 3455751 53469772 SH DFND 10,11,12,13,19,2,20,5,6,8 45656374 824932 6988466 GLACIER BANCORP INC NEW COM 37637Q105 217108 3803574 SH DFND 2,20,5,8 3464970 1085 337519 GLADSTONE COMMERCIAL CORP COM 376536108 15088 771350 SH DFND 2,20,5,8 625031 9600 136719 GLADSTONE LD CORP COM 376549101 7332 400650 SH DFND 2,20,5 351641 0 49009 GLATFELTER CORPORATION COM 377320106 27041 1564746 SH DFND 19,2,20,5,8 1403275 8 161463 ALLOGENE THERAPEUTICS INC COM 019770106 82383 2333796 SH DFND 19,2,20,5,8 2148765 600 184431 GLAUKOS CORP COM 377322102 121865 1451978 SH DFND 2,20,5,8 1296525 700 154753 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 340424 9373894 SH DFND 1,20 41572 0 9332322 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 75445 1851408 SH DFND 13,2,20,5,8 1723549 500 127359 GLOBAL MED REIT INC COM NEW 37954A204 12808 962081 SH DFND 2,20,5,8 804300 3300 154481 GLOBAL NET LEASE INC COM NEW 379378201 85244 4720070 SH DFND 10,19,2,20,5,8 4181249 36400 502421 GLOBAL PMTS INC COM 37940X102 2213837 10982424 SH DFND 10,11,12,13,19,2,20,5,6,8 9465924 142559 1373941 GLOBAL WTR RES INC COM 379463102 3311 203010 SH DFND 2,20,5 173165 0 29845 GLOBALSTAR INC COM 378973408 4170 3088538 SH DFND 2,20,5,8 2665977 0 422561 GLOBANT S A COM L44385109 300090 1445449 SH DFND 10,12,13,19,2,20,5,8 793143 15800 636506 GLOBE LIFE INC COM 37959E102 437809 4530777 SH DFND 10,11,12,13,19,2,20,5,6,8 3833427 132580 564770 ALLOT LTD SHS M0854Q105 747 46775 SH DFND 2 46775 0 0 GLOBUS MED INC CL A 379577208 119524 1938130 SH DFND 13,19,2,20,5,8 1781652 600 155878 GLU MOBILE INC COM 379890106 67243 5388082 SH DFND 19,2,20,5,8 4870412 0 517670 GLYCOMIMETICS INC COM 38000Q102 1969 654162 SH DFND 2,20,5 569537 0 84625 GMS INC COM 36251C103 56110 1343944 SH DFND 2,20,5,8 1201627 0 142317 GODADDY INC CL A 380237107 289437 3728903 SH DFND 10,11,12,13,19,2,20,5,6,8 2793359 181238 754306 GOGO INC COM 38046C109 11704 1211567 SH DFND 2,20,5,8 1067180 0 144387 GOHEALTH INC COM CL A 38046W105 4618 395009 SH DFND 2,20,5,8 366967 0 28042 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 356 46551 SH DFND 1,10,20 5300 0 41251 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 9938 10185000 PRN DFND 2,5 10185000 0 0 GOLAR LNG LTD SHS G9456A100 16346 1597826 SH DFND 2,20,5 1340453 0 257373 ALLOVIR INC COM 019818103 36605 1564335 SH DFND 2,20,5,8 1493909 0 70426 GOLD FIELDS LTD SPONSORED ADR 38059T106 9077 956468 SH DFND 2,20,5,8 944448 0 12020 GOLD RESOURCE CORP COM 38068T105 2920 1105968 SH DFND 2,20,5 941266 0 164702 GOLDEN ENTMT INC COM 381013101 6946 274983 SH DFND 2,20,5 236617 0 38366 GOLDEN MINERALS CO COM 381119106 19 28779 SH DFND 20 28779 0 0 GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 273 20200 SH DFND 20 20200 0 0 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 229 34119 SH DFND 2,20,5 34119 0 0 GOLDEN STAR RES LTD CDA COM 38119T807 193 65274 SH DFND 2,5 65274 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 6875136 21024882 SH DFND 1,10,12,13,19,2,20,5,6,8 12992886 196513 7835483 GOODRICH PETE CORP COM PAR 382410843 1427 150838 SH DFND 2,20 127105 0 23733 GOODRX HLDGS INC COM CL A 38246G108 4272 109492 SH DFND 2,20 109492 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 68300 4548792 SH DFND 19,2,20,5,8 3987051 845 560896 GOODYEAR TIRE & RUBR CO COM 382550101 128574 7317799 SH DFND 12,13,19,2,20,5,8 6448206 12259 857334 GOOSEHEAD INS INC COM CL A 38267D109 32990 307798 SH DFND 2,20,5,8 256731 0 51067 GOPRO INC CL A 38268T103 26929 2313514 SH DFND 19,2,20,5,8 1841762 0 471752 GORMAN RUPP CO COM 383082104 11681 352780 SH DFND 2,20,5,8 287399 0 65381 GOSSAMER BIO INC COM 38341P102 35758 3865681 SH DFND 2,20,5,8 3681241 0 184440 GP STRATEGIES CORP COM 36225V104 3822 219024 SH DFND 2,20,5 187995 0 31029 GRACE W R & CO DEL NEW COM 38388F108 42770 714497 SH DFND 13,2,20,5,8 589344 504 124649 GRACO INC COM 384109104 353778 4939655 SH DFND 13,19,2,20,5,6,8 4604067 1501 334087 GRAFTECH INTL LTD COM 384313508 20643 1687938 SH DFND 2,20,5,8 1433565 0 254373 GRAHAM CORP COM 384556106 2223 156105 SH DFND 2,20,5 131534 0 24571 ALLSTATE CORP COM 020002101 1750755 15133024 SH DFND 10,11,12,13,19,2,20,5,6,8 12941037 432278 1759709 GRAHAM HLDGS CO COM CL B 384637104 54558 97002 SH DFND 12,13,19,2,20,5,8 89118 100 7784 GRAINGER W W INC COM 384802104 899117 2242579 SH DFND 10,11,12,13,19,2,20,5,6,8 1928048 75097 239434 GRAND CANYON ED INC COM 38526M106 113515 1059893 SH DFND 13,19,2,20,5,8 969804 600 89489 GRANITE CONSTR INC COM 387328107 62259 1541843 SH DFND 19,2,20,5,8 1370111 1209 170523 GRANITE PT MTG TR INC COM STK 38741L107 23662 1936477 SH DFND 2,20,5,8 1753086 606 182785 GRAPHIC PACKAGING HLDG CO COM 388689101 68616 3763063 SH DFND 12,13,2,20,5,8 3197441 4200 561422 GRAVITY CO LTD SPONSORED ADS NE 38911N206 5130 44610 SH DFND 1,2 44260 0 350 GRAY TELEVISION INC COM 389375106 34996 1901930 SH DFND 10,2,20,5,8 1589485 5754 306691 GRAYBUG VISION INC COM SHS 38942Q103 600 108119 SH DFND 2,20 95267 0 12852 GREAT AJAX CORP COM 38983D300 3721 341369 SH DFND 2,20,5 295252 0 46117 ALLY FINL INC COM 02005N100 408269 9030496 SH DFND 10,11,12,13,19,2,20,5,6,8 6567918 462562 2000016 GREAT LAKES DREDGE & DOCK CO COM 390607109 17948 1230969 SH DFND 2,20,5,8 1013992 0 216977 GREAT SOUTHN BANCORP INC COM 390905107 12570 220545 SH DFND 2,20,5,8 180579 0 39966 GREAT WESTERN BANCORP INC COM 391416104 72409 2390537 SH DFND 2,20,5,8 2149041 300 241196 GREAT WESTN NATL BK PORTLAND COM 695263103 226344 5933011 SH DFND 12,13,2,20,5,8 5642444 33879 256688 GREEN BRICK PARTNERS INC COM 392709101 23083 1017761 SH DFND 19,2,20,5,8 929662 0 88099 GREEN DOT CORP CL A 39304D102 82866 1809704 SH DFND 13,2,20,5,8 1435593 900 373211 GREEN PLAINS INC COM 393222104 52283 1931401 SH DFND 2,20,5,8 1836753 0 94648 GREENBRIER COS INC COM 393657101 51390 1088310 SH DFND 2,20,5,8 975637 0 112673 GREENE COUNTY BANCORP INC COM 394357107 1017 40680 SH DFND 2,20 33792 0 6888 GREENHILL & CO INC COM 395259104 7202 437036 SH DFND 2,20,5 397165 0 39871 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 371451 2630856 SH DFND 10,11,12,13,19,2,20,5,6,8 2163320 62687 404849 GREENLANE HLDGS INC CL A 395330103 807 152084 SH DFND 2,20 136292 0 15792 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4352 500224 SH DFND 2,20,5 432523 0 67701 GREENSKY INC CL A 39572G100 6154 994171 SH DFND 2,20,5 854118 0 140053 GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 592 44984 SH DFND 2,20,5 44984 0 0 GREIF INC CL A 397624107 47677 829886 SH DFND 19,2,20,5,8 731193 83 98610 GREIF INC CL B 397624206 6544 113012 SH DFND 2,20,5 94223 1400 17389 GRID DYNAMICS HLDGS INC CL A 39813G109 6163 386855 SH DFND 2,20 327952 0 58903 GRIFFON CORP COM 398433102 43045 1584288 SH DFND 2,20,5,8 1436993 0 147295 GRIFOLS S A SP ADR REP B NVT 398438408 5634 325846 SH DFND 1,10,13,2,20,5,8 272319 0 53527 GRITSTONE ONCOLOGY INC COM 39868T105 5131 544122 SH DFND 2,20,5 472163 0 71959 89BIO INC COM 282559103 2883 121748 SH DFND 2,20,5 105278 0 16470 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 26697 816429 SH DFND 2,20,5 768146 0 48283 GROCERY OUTLET HLDG CORP COM 39874R101 73451 1991076 SH DFND 2,20,5,8 1847562 1100 142414 GROUP 1 AUTOMOTIVE INC COM 398905109 99679 631721 SH DFND 12,2,20,5,8 570613 105 61003 GROUPON INC COM NEW 399473206 29246 578611 SH DFND 2,20,5,8 494231 90 84290 GROWGENERATION CORP COM 39986L109 40246 809950 SH DFND 19,2,20,5,8 665172 600 144178 GRUBHUB INC COM 400110102 135157 2252612 SH DFND 13,19,2,20,5,8 2070220 1000 181392 GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 14127 279640 SH DFND 19,2,20 279640 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 24047 135253 SH DFND 19,2,20 135253 0 0 GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 27150 258109 SH DFND 19,2,20,5 256269 700 1140 GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 8476 1113665 SH DFND 13,2,20,5 831795 1500 280370 GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 117 13212 SH DFND 20,5 2612 10600 0 ALPHA PRO TECH LTD COM 020772109 1980 202895 SH DFND 2,20,5 171331 0 31564 GSE SYS INC COM 36227K106 22 12854 SH DFND 20 12854 0 0 GSI TECHNOLOGY COM 36241U106 1803 269444 SH DFND 2,20 231896 0 37548 GSX TECHEDU INC SPONSORED ADS 36257Y109 53759 1586747 SH DFND 10,12,13,19,2,20,5,8 1240420 36000 310327 GTT COMMUNICATIONS INC COM 362393100 1182 645649 SH DFND 2,20,5,8 546355 0 99294 GTY TECHNOLOGY HOLDINGS INC COM 362409104 4971 777964 SH DFND 2,20,5 678235 0 99729 GUARANTY BANCSHARES INC TEX COM 400764106 5309 143637 SH DFND 2,20 124521 0 19116 GUARANTY FED BANCSHARES INC COM 40108P101 243 12541 SH DFND 20 2300 0 10241 GUARDANT HEALTH INC COM 40131M109 151771 994245 SH DFND 13,19,2,20,5,8 835344 700 158201 GUESS INC COM 401617105 35835 1524877 SH DFND 2,20,5,8 1384895 137 139845 GUIDEWIRE SOFTWARE INC COM 40171V100 163363 1607425 SH DFND 10,11,12,13,19,2,20,5,6,8 1286315 40748 280362 ALPHABET INC CAP STK CL A 02079K305 22863913 11085426 SH DFND 10,11,12,13,19,2,20,5,6,8 9341486 275087 1468853 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 11233 9955000 PRN DFND 2,5 9955000 0 0 GW PHARMACEUTICALS PLC ADS 36197T103 6856 31611 SH DFND 1,13,19,2,20,5 14529 0 17082 GWG HLDGS INC COM 36192A109 230 32859 SH DFND 2,20 24985 0 7874 H & E EQUIPMENT SERVICES INC COM 404030108 23355 614610 SH DFND 2,20,5,8 498576 0 116034 HACKETT GROUP INC COM 404609109 8550 518661 SH DFND 2,20,5,8 445842 0 72819 HAEMONETICS CORP MASS COM 405024100 136218 1227079 SH DFND 13,19,2,20,5,8 1122859 604 103616 HAIN CELESTIAL GROUP INC COM 405217100 85129 1952496 SH DFND 13,19,2,20,5,8 1763003 666 188827 HALLIBURTON CO COM 406216101 1176802 54837003 SH DFND 10,11,12,13,19,2,20,5,6,8 49668212 516931 4651860 HALOZYME THERAPEUTICS INC COM 40637H109 209835 5033216 SH DFND 2,20,5,8 4544065 1000 488151 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2394 132063 SH DFND 2,20,5 116073 0 15990 ALPHABET INC CAP STK CL C 02079K107 22263246 10762314 SH DFND 10,11,12,13,19,2,20,5,6,8 9006331 288756 1467227 HAMILTON LANE INC CL A 407497106 52609 591971 SH DFND 2,20,5,8 485778 300 105893 HANCOCK WHITNEY CORPORATION COM 410120109 172852 4114556 SH DFND 12,13,19,2,20,5,8 3785332 1000 328224 HANESBRANDS INC COM 410345102 302216 15364309 SH DFND 1,10,12,13,19,2,20,5,6,8 14206947 4964 1152398 HANGER INC COM NEW 41043F208 27034 1184655 SH DFND 2,20,5,8 1050788 0 133867 HANMI FINL CORP COM NEW 410495204 27031 1370032 SH DFND 2,20,5 1292793 0 77239 HANNON ARMSTRONG SUST INFR C COM 41068X100 80149 1428683 SH DFND 19,2,20,5,8 1156420 1200 271063 HANOVER INS GROUP INC COM 410867105 132756 1025459 SH DFND 12,13,19,2,20,5,8 925002 600 99857 HARBORONE BANCORP INC NEW COM NEW 41165Y100 18387 1365067 SH DFND 2,20,5,8 1224200 0 140867 HARLEY DAVIDSON INC COM 412822108 142805 3561216 SH DFND 1,12,13,2,20,5,8 3258551 1284 301381 HARMONIC INC COM 413160102 24556 3132194 SH DFND 2,20,5,8 2780343 0 351851 ALPHATEC HLDGS INC COM NEW 02081G201 23650 1497773 SH DFND 2,20,5,8 1360837 0 136936 HARMONY BIOSCIENCES HLDGS IN COM 413197104 2890 87478 SH DFND 2,20 74526 0 12952 HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 1010 231600 SH DFND 1 0 0 231600 HARPOON THERAPEUTICS INC COM 41358P106 4282 204667 SH DFND 2,20,5 176895 0 27772 HARROW HEALTH INC COM 415858109 2352 348423 SH DFND 2,20 300516 0 47907 HARSCO CORP COM 415864107 43862 2557554 SH DFND 2,20,5,8 2280351 381 276822 HARTFORD FINL SVCS GROUP INC COM 416515104 1382398 20592453 SH DFND 10,11,12,13,19,2,20,5,6,8 15089252 366269 5136932 HARVARD BIOSCIENCE INC COM 416906105 3254 596034 SH DFND 2,20 516833 0 79201 HASBRO INC COM 418056107 479901 4992725 SH DFND 10,11,12,13,19,2,20,5,6,8 4291290 78976 622459 HAVERTY FURNITURE COS INC COM 419596101 20391 548289 SH DFND 2,20,5,8 491051 0 57238 HAWAIIAN ELEC INDUSTRIES COM 419870100 125386 2822095 SH DFND 12,13,19,2,20,5,8 2533606 1256 287233 ALPINE INCOME PPTY TR INC COM 02083X103 1885 108582 SH DFND 2,20 94282 0 14300 HAWAIIAN HOLDINGS INC COM 419879101 58196 2182059 SH DFND 13,2,20,5,8 2059419 0 122640 HAWKINS INC COM 420261109 20435 609649 SH DFND 2,20,5,8 540637 698 68314 HAWTHORN BANCSHARES INC COM 420476103 2467 115147 SH DFND 2,20 79355 0 35792 HAYNES INTERNATIONAL INC COM NEW 420877201 11870 400051 SH DFND 2,20,5 367809 0 32242 HBT FINL INC. COM 404111106 2580 150683 SH DFND 2,20 129189 0 21494 HC2 HLDGS INC COM 404139107 3309 839869 SH DFND 2,20,5 750053 0 89816 HCA HEALTHCARE INC COM 40412C101 2027114 10763058 SH DFND 10,11,12,13,19,2,20,5,6,8 9069110 347270 1346678 HCI GROUP INC COM 40416E103 14273 185796 SH DFND 2,20,5,8 166213 0 19583 HDFC BANK LTD SPONSORED ADS 40415F101 88955 1145005 SH DFND 1,12,20,5,8 363101 0 781904 HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 357 10521 SH DFND 2 10521 0 0 ALSET EHOME INTERNATIONAL IN COM 02116A104 141 12200 SH DFND 2,20 9100 0 3100 HEALTH CATALYST INC COM 42225T107 31573 675077 SH DFND 2,20,5,8 581125 0 93952 HEALTHCARE RLTY TR COM 421946104 213060 7027044 SH DFND 10,13,19,2,20,5,8 6125638 34534 866872 HEALTHCARE SVCS GROUP INC COM 421906108 62486 2229253 SH DFND 13,2,20,5,8 1971997 1025 256231 HEALTHCARE TR AMER INC CL A NEW 42225P501 198776 7124472 SH DFND 10,12,13,19,2,20,5,8 6055370 53990 1015112 HEALTHEQUITY INC COM 42226A107 166490 2448379 SH DFND 13,2,20,5,8 2169395 600 278384 HEALTHPEAK PROPERTIES INC COM 42250P103 1006339 31705714 SH DFND 10,11,12,13,19,2,20,5,6,8 27108587 439233 4157894 HEALTHSTREAM INC COM 42222N103 21254 951367 SH DFND 2,20,5,8 861872 800 88695 HEARTLAND EXPRESS INC COM 422347104 38104 1944069 SH DFND 2,20,5,8 1765036 24 179009 HEARTLAND FINL USA INC COM 42234Q102 49101 976947 SH DFND 19,2,20,5,8 859982 0 116965 HEAT BIOLOGICS INC COM 42237K409 127 17456 SH DFND 20 17456 0 0 ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 3446 265097 SH DFND 2,20 229235 0 35862 HECLA MNG CO COM 422704106 128229 22535768 SH DFND 19,2,20,5,8 20580371 9381 1946016 HEICO CORP NEW CL A 422806208 172247 1516262 SH DFND 10,11,12,13,19,2,20,5,6,8 1197966 55967 262329 HEICO CORP NEW COM 422806109 183999 1462629 SH DFND 10,11,12,13,19,2,20,5,6,8 1168895 47409 246325 HEIDRICK & STRUGGLES INTL IN COM 422819102 22278 623693 SH DFND 2,20,5,8 554182 5400 64111 HELEN OF TROY LTD COM G4388N106 156581 743288 SH DFND 13,19,2,20,5,8 653742 288 89258 HELIOS TECHNOLOGIES INC COM 42328H109 43229 593233 SH DFND 2,20,5,8 476133 300 116800 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 32727 6480643 SH DFND 19,2,20,5,8 5948598 3985 528060 HELMERICH & PAYNE INC COM 423452101 85542 3172925 SH DFND 12,13,2,20,5,8 2959289 1181 212455 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4035 346388 SH DFND 2,20 293575 0 52813 HENRY JACK & ASSOC INC COM 426281101 490097 3230271 SH DFND 10,11,12,13,19,2,20,5,6,8 2669405 100208 460658 ALTABANCORP COM 021347109 12747 303214 SH DFND 2,20,5,8 254824 0 48390 HENRY SCHEIN INC COM 806407102 506631 7317032 SH DFND 10,11,12,13,19,2,20,5,6,8 5441534 281632 1593866 HERBALIFE NUTRITION LTD COM SHS G4412G101 72304 1629944 SH DFND 13,2,20,5,8 978898 1210 649836 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 16833 16100000 PRN DFND 2,5 16100000 0 0 HERC HLDGS INC COM 42704L104 47108 464892 SH DFND 13,19,2,20,5,8 376603 623 87666 HERITAGE COMM CORP COM 426927109 21939 1795340 SH DFND 2,20,5,8 1590879 0 204461 HERITAGE CRYSTAL CLEAN INC COM 42726M106 7855 289550 SH DFND 2,20,5,8 235527 0 54023 HERITAGE FINL CORP WASH COM 42722X106 40721 1441950 SH DFND 2,20,5,8 1317161 0 124789 HERITAGE INS HLDGS INC COM 42727J102 5296 475459 SH DFND 2,20,5,8 399398 0 76061 HERON THERAPEUTICS INC COM 427746102 74311 4584299 SH DFND 2,20,5,8 4280472 900 302927 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 17679 1675692 SH DFND 2,20,5,8 1561850 0 113842 ALTAIR ENGR INC COM CL A 021369103 53637 857224 SH DFND 2,20,5,8 709311 400 147513 HERSHEY CO COM 427866108 1065427 6736385 SH DFND 10,11,12,13,19,2,20,5,6,8 5415301 149460 1171624 HESKA CORP COM RESTRC NEW 42805E306 49011 290938 SH DFND 2,20,5,8 264465 0 26473 HESS CORP COM 42809H107 1281107 18104967 SH DFND 10,11,12,13,19,2,20,5,6,8 16905099 126680 1073188 HEWLETT PACKARD ENTERPRISE C COM 42824C109 1006803 63486159 SH DFND 1,10,11,12,13,19,2,20,5,6,8 50271433 1351943 11862783 HEXCEL CORP NEW COM 428291108 158539 2831046 SH DFND 13,19,2,20,5,8 2642431 671 187944 HF FOODS GROUP INC COM 40417F109 4310 597007 SH DFND 2,20,5 514465 0 82542 HIBBETT SPORTS INC COM 428567101 40995 595076 SH DFND 2,20,5,8 533674 162 61240 HIGHWOODS PPTYS INC COM 431284108 209316 4874606 SH DFND 10,12,13,19,2,20,5,8 4352469 24934 497203 HILL ROM HLDGS INC COM 431475102 182451 1651435 SH DFND 12,13,19,2,20,5,8 1513922 700 136813 HILLENBRAND INC COM 431571108 111180 2330323 SH DFND 2,20,5,8 2048913 595 280815 8X8 INC NEW COM 282914100 114134 3518321 SH DFND 2,20,5,8 3121483 1000 395838 ALTERYX INC COM CL A 02156B103 61861 745677 SH DFND 13,19,2,20,5,8 634910 1400 109367 HILLTOP HOLDINGS INC COM 432748101 126010 3692054 SH DFND 2,20,5,8 3458208 0 233846 HILTON GRAND VACATIONS INC COM 43283X105 60882 1623943 SH DFND 13,2,20,5,8 1319578 1690 302675 HILTON WORLDWIDE HLDGS INC COM 43300A203 1263379 10448059 SH DFND 10,11,12,13,19,2,20,5,6,8 8948722 207054 1292283 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 9099 666564 SH DFND 1,2,20 665819 0 745 HINGHAM INSTN SVGS MASS COM 433323102 6977 24587 SH DFND 13,2,20 20562 0 4025 HMS HLDGS CORP COM 40425J101 65568 1773297 SH DFND 19,2,20,5,8 1427488 519 345290 HNI CORP COM 404251100 58131 1469440 SH DFND 19,2,20,5,8 1307655 6117 155668 HOLLYFRONTIER CORP COM 436106108 465447 13008593 SH DFND 10,12,13,19,2,20,5,6,8 11630634 5993 1371966 HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 1657 132362 SH DFND 2,5 132362 0 0 HOLOGIC INC COM 436440101 825457 11097835 SH DFND 10,11,12,13,19,2,20,5,6,8 9223586 337546 1536703 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 9850 10525000 PRN DFND 2,5 10525000 0 0 HOME BANCORP INC COM 43689E107 5151 142890 SH DFND 2,20,5 112666 0 30224 HOME BANCSHARES INC COM 436893200 172691 6384151 SH DFND 13,2,20,5,8 5801861 1100 581190 HOME DEPOT INC COM 437076102 14661032 48029589 SH DFND 1,10,11,12,13,19,2,20,5,6,8 36255767 760017 11013805 HOME PT CAPITAL INCORPORATED COM 43734L106 423 45500 SH DFND 2,20 35100 0 10400 HOMESTREET INC COM 43785V102 31619 717482 SH DFND 2,20,5,8 637176 0 80306 HOMETRUST BANCSHARES INC COM 437872104 7648 314075 SH DFND 13,2,20,5 255039 0 59036 HOMOLOGY MEDICINES INC COM 438083107 6430 683360 SH DFND 2,20,5,8 580824 0 102536 HONDA MOTOR LTD AMERN SHS 438128308 9714 321647 SH DFND 2,20 321647 0 0 HONEYWELL INTL INC COM 438516106 7583664 34936491 SH DFND 1,10,11,12,13,19,2,20,5,6,8 25690977 717396 8528118 HOOKER FURNITURE CORP COM 439038100 7355 201715 SH DFND 13,2,20,5 171617 0 30098 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 9732 10743000 PRN DFND 2,5 10743000 0 0 HOOKIPA PHARMA INC COM 43906K100 2647 196798 SH DFND 2,20 165793 0 31005 HOPE BANCORP INC COM 43940T109 93297 6195023 SH DFND 13,2,20,5,8 5784926 1800 408297 HORACE MANN EDUCATORS CORP N COM 440327104 61548 1424400 SH DFND 2,20,5,8 1285533 77 138790 HORIZON BANCORP INC COM 440407104 15971 853660 SH DFND 2,20,5,8 638386 0 215274 HORIZON GLOBAL CORP COM 44052W104 189 18292 SH DFND 20 18292 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 401997 4367633 SH DFND 10,11,12,13,19,2,20,5,6,8 3416808 240565 710260 HORMEL FOODS CORP COM 440452100 1264628 26467722 SH DFND 10,11,12,13,19,2,20,5,6,8 14200537 434789 11832396 HOST HOTELS & RESORTS INC COM 44107P104 697608 41401078 SH DFND 10,11,12,13,19,2,20,5,6,8 35294355 577643 5529080 HOSTESS BRANDS INC CL A 44109J106 35182 2453404 SH DFND 19,2,20,5,8 1954608 0 498796 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 13732 1802082 SH DFND 2,20,5 1534815 0 267267 ALTICE USA INC CL A 02156K103 163064 5012717 SH DFND 10,11,12,13,19,2,20,5,6,8 3834094 329807 848816 HOULIHAN LOKEY INC CL A 441593100 69853 1050269 SH DFND 19,2,20,5,8 844788 300 205181 HOVNANIAN ENTERPRISES INC CL A NEW 442487401 346 3275 SH DFND 20 3275 0 0 HOWARD BANCORP INC COM 442496105 3495 212565 SH DFND 2,20 181603 0 30962 HOWARD HUGHES CORP COM 44267D107 46751 491448 SH DFND 13,2,20,5,8 412076 260 79112 HOWMET AEROSPACE INC COM 443201108 578683 18010673 SH DFND 10,11,12,13,19,2,20,5,6,8 15524817 277775 2208081 HP INC COM 40434L105 1892242 59219979 SH DFND 10,11,12,13,19,2,20,5,6,8 45081470 1802080 12336429 HSBC HLDGS PLC SPON ADR NEW 404280406 781 26195 SH DFND 20 26195 0 0 HUANENG PWR INTL INC SPON ADR H SHS 443304100 491 34361 SH DFND 20,5 34361 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 15289 11690000 PRN DFND 2,5 11690000 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 171140 3117305 SH DFND 1,10,12,13,19,2,20,5,8 2089757 72800 954748 ALTIMMUNE INC COM NEW 02155H200 41573 2942179 SH DFND 2,20 2942179 0 0 HUB GROUP INC CL A 443320106 87933 1306969 SH DFND 12,2,20,5,8 1194310 55 112604 HUBBELL INC COM 443510607 243549 1303167 SH DFND 12,13,19,2,20,5,8 1191100 691 111376 HUBSPOT INC COM 443573100 368573 811459 SH DFND 10,11,12,13,19,2,20,5,6,8 645740 20586 145133 HUDSON PAC PPTYS INC COM 444097109 179332 6610114 SH DFND 10,12,19,2,20,5,8 5846527 37404 726183 HUDSON TECHNOLOGIES INC COM 444144109 47 29255 SH DFND 20 29255 0 0 HUMANA INC COM 444859102 2296261 5468063 SH DFND 10,11,12,13,19,2,20,5,6,8 4574375 148400 745288 HUMANIGEN INC COM NEW 444863203 59033 3090737 SH DFND 2,20 3090737 0 0 HUNT J B TRANS SVCS INC COM 445658107 608898 3622882 SH DFND 10,11,12,13,19,2,20,5,6,8 3101984 118882 402016 HUNTINGTON BANCSHARES INC COM 446150104 902674 56852498 SH DFND 10,12,13,19,2,20,5,6,8 51464424 631135 4756939 HUNTINGTON INGALLS INDS INC COM 446413106 656284 3188168 SH DFND 1,10,11,12,13,19,2,20,5,6,8 1768743 74858 1344567 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 916 99667 SH DFND 2,20 84505 0 15162 HUNTSMAN CORP COM 447011107 90641 3143986 SH DFND 10,12,13,2,20,5,8 2688893 14815 440278 HURCO COMPANIES INC COM 447324104 4051 114293 SH DFND 2,20,5 98277 0 16016 HURON CONSULTING GROUP INC COM 447462102 21716 431038 SH DFND 2,20,5,8 350647 102 80289 HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 30621 1083946 SH DFND 1,10,12,13,19,2,20,5,8 820047 30600 233299 HUYA INC ADS REP SHS A 44852D108 25974 1333378 SH DFND 10,12,13,19,2,20,5,8 1056921 34400 242057 HYATT HOTELS CORP COM CL A 448579102 35414 428221 SH DFND 13,2,20,5,8 355792 300 72129 HYCROFT MINING HOLDING CORP COM CL A 44862P109 45 12800 SH DFND 20 12800 0 0 HYDROFARM HLDGS GROUP INC COM 44888K209 7990 132464 SH DFND 2,20,5 110857 0 21607 HYLIION HOLDINGS CORP COMMON STOCK 449109107 635 59500 SH DFND 20 59500 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 28912 331865 SH DFND 2,20,5,8 302634 536 28695 ALTRA INDL MOTION CORP COM 02208R106 67801 1224302 SH DFND 13,2,20,5,8 999386 199 224717 I MAB SPONSORED ADS 44975P103 852 17587 SH DFND 2 17587 0 0 I3 VERTICALS INC COM CL A 46571Y107 15227 489207 SH DFND 2,20,5 446246 0 42961 IAA INC COM 449253103 168717 3059785 SH DFND 13,19,2,20,5,8 2790010 1500 268275 IAC INTERACTIVECORP NEW COM 44891N109 338598 1565336 SH DFND 10,11,12,13,19,2,20,5,6,8 1261898 46635 256803 IBEX LTD SHS NEW G4690M101 1530 69529 SH DFND 2,20 57702 0 11827 IBIO INC COM NEW 451033203 4516 2932181 SH DFND 2,20,5 2459282 0 472899 ICAD INC COM NEW 44934S206 6915 325877 SH DFND 2,20,5 280600 0 45277 ICF INTL INC COM 44925C103 31133 355648 SH DFND 19,2,20,5,8 286439 0 69209 ICHOR HOLDINGS SHS G4740B105 43461 807822 SH DFND 2,20,5,8 723853 300 83669 ICICI BANK LIMITED ADR 45104G104 291245 18168726 SH DFND 1,12,13,2,20,5,8 6229614 0 11939112 ALTRIA GROUP INC COM 02209S103 3545936 68163190 SH DFND 10,12,13,19,2,20,5,6,8 62343564 1021875 4797751 ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 2553 216899 SH DFND 2,20,5 198399 0 18500 ICON PLC SHS G4705A100 13919 70881 SH DFND 10,13,19,2,20,5,6,8 68898 0 1983 ICU MED INC COM 44930G107 105127 511716 SH DFND 19,2,20,5,8 469082 300 42334 IDACORP INC COM 451107106 126881 1269191 SH DFND 12,13,2,20,5,8 1186228 790 82173 IDEANOMICS INC COM 45166V106 1067 365391 SH DFND 2 365391 0 0 IDEAYA BIOSCIENCES INC COM 45166A102 5900 251068 SH DFND 2,20,5 212834 0 38234 IDERA PHARMACEUTICALS INC COM PAR 45168K405 27 20410 SH DFND 20 20410 0 0 IDEX CORP COM 45167R104 659787 3152051 SH DFND 10,11,12,13,19,2,20,5,6,8 2701001 96499 354551 IDEXX LABS INC COM 45168D104 1710244 3495215 SH DFND 10,11,12,13,19,2,20,5,6,8 2944146 80679 470390 IDT CORP CL B NEW 448947507 10642 469645 SH DFND 2,20 424042 0 45603 ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 336 32165 SH DFND 5 32165 0 0 IES HLDGS INC COM 44951W106 8601 170615 SH DFND 2,20,5,8 139256 0 31359 IGM BIOSCIENCES INC COM 449585108 52703 687215 SH DFND 2,20,5,8 665765 0 21450 IHEARTMEDIA INC COM CL A 45174J509 23310 1284295 SH DFND 2,20,5,8 1076168 0 208127 IHS MARKIT LTD SHS G47567105 1450608 14988715 SH DFND 10,11,12,13,19,2,20,5,6,8 12924600 182974 1881141 II-VI INC COM 902104108 211177 3088736 SH DFND 13,19,2,20,5,8 2718916 1013 368807 ILLINOIS TOOL WKS INC COM 452308109 2917436 13103682 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11241544 313267 1548871 ILLUMINA INC COM 452327109 2215035 5767420 SH DFND 10,11,12,13,19,2,20,5,6,8 4913134 127875 726411 ILLUMINA INC NOTE 8/1 452327AK5 25940 21823000 PRN DFND 2,5 21823000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 18856 12510000 PRN DFND 2,5 12510000 0 0 IMARA INC COM 45249V107 933 110585 SH DFND 2,20 93859 0 16726 ALX ONCOLOGY HLDGS INC COM 00166B105 68389 927439 SH DFND 2,20,5,8 879686 0 47753 IMAX CORP COM 45245E109 19973 993704 SH DFND 2,20,5,8 779008 1600 213096 IMMERSION CORP COM 452521107 6462 674516 SH DFND 2,20,5 628638 0 45878 IMMUNIC INC COM 4525EP101 3969 249019 SH DFND 2,20 238291 0 10728 IMMUNITYBIO INC COM 45256X103 55375 2332572 SH DFND 2,20,5,8 2243106 0 89466 IMMUNOGEN INC COM 45253H101 73090 9023479 SH DFND 2,20,5,8 8421781 0 601698 IMMUNOME INC COM 45257U108 1103 32550 SH DFND 2,20 28500 0 4050 IMMUNOVANT INC COM 45258J102 57997 3615760 SH DFND 19,2,20,5,8 3482893 0 132867 IMPINJ INC COM 453204109 41397 727916 SH DFND 2,20,5,8 673938 0 53978 INARI MED INC COM 45332Y109 40294 376581 SH DFND 2,20,5,8 317854 0 58727 INCYTE CORP COM 45337C102 678706 8351249 SH DFND 10,11,12,13,19,2,20,5,6,8 7294251 134026 922972 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 10641 7665000 PRN DFND 2 7665000 0 0 AMALGAMATED FINANCIAL CORP COM 022671101 4222 254505 SH DFND 2,20,5,8 213017 0 41488 INDEPENDENCE CONTRACT DRILLI COM 453415606 72 21944 SH DFND 20 21944 0 0 INDEPENDENCE HLDG CO NEW COM NEW 453440307 3784 94955 SH DFND 2,20,5 76784 0 18171 INDEPENDENCE RLTY TR INC COM 45378A106 77380 5051022 SH DFND 10,19,2,20,5,8 4441033 52000 557989 INDEPENDENT BANK CORP MASS COM 453836108 125076 1477302 SH DFND 2,20,5,8 1358345 247 118710 INDEPENDENT BK CORP MICH COM NEW 453838609 18427 779494 SH DFND 2,20,5,8 655893 0 123601 INDEPENDENT BK GROUP INC COM 45384B106 134135 1856800 SH DFND 2,20,5,8 1714571 0 142229 INDUS REALTY TRUST INC COM 45580R103 2997 49815 SH DFND 2,20 42976 0 6839 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 79244 3426024 SH DFND 10,19,2,20,5,8 3049655 16504 359865 INFINERA CORP COM 45667G103 36498 3790043 SH DFND 19,2,20,5,8 3170328 2611 617104 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 12578 10665000 PRN DFND 2,5 10665000 0 0 AMARIN CORP PLC SPONS ADR NEW 023111206 1561 251340 SH DFND 1,13,19,2,20,5 139640 0 111700 INFINITY PHARMACEUTICALS INC COM 45665G303 186 57589 SH DFND 20 57589 0 0 INFORMATION SVCS GROUP INC COM 45675Y104 2426 551393 SH DFND 2,20 466664 0 84729 INFOSYS LTD SPONSORED ADR 456788108 308669 16488723 SH DFND 1,10,12,13,19,2,20,5,8 11883697 0 4605026 INFUSYSTEM HLDGS INC COM 45685K102 4783 234913 SH DFND 2,20 201899 0 33014 ING GROEP N.V. SPONSORED ADR 456837103 10387 849304 SH DFND 2,20 849304 0 0 INGERSOLL RAND INC COM 45687V106 703040 14286526 SH DFND 10,11,12,13,19,2,20,5,6,8 12488774 213906 1583846 INGEVITY CORP COM 45688C107 103128 1365388 SH DFND 13,19,2,20,5,8 1205420 613 159355 INGLES MKTS INC CL A 457030104 23305 378020 SH DFND 2,20,5,8 322560 0 55460 INGREDION INC COM 457187102 173008 1910807 SH DFND 10,12,13,19,2,20,5,8 1775668 1104 134035 INHIBRX INC COM 45720L107 3211 160007 SH DFND 2,20,5,8 139498 0 20509 AMAZON COM INC COM 023135106 49113975 15873531 SH DFND 10,11,12,13,19,2,20,5,6,8 13542753 275840 2054938 INMODE LTD SHS M5425M103 7651 105723 SH DFND 10,2,20,8 78513 0 27210 INNOSPEC INC COM 45768S105 81488 793535 SH DFND 19,2,20,5,8 693014 400 100121 INNOVATIVE INDL PPTYS INC COM 45781V101 210549 1160215 SH DFND 10,19,2,20,5,8 1014546 5700 139969 INNOVIVA INC COM 45781M101 27864 2331683 SH DFND 19,2,20,5,8 2088227 687 242769 INOGEN INC COM 45780L104 39360 749430 SH DFND 2,20,5,8 687817 200 61413 INOVALON HLDGS INC COM CL A 45781D101 41151 1429836 SH DFND 19,2,20,5,8 1173528 0 256308 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 76611 8255537 SH DFND 19,2,20,5,8 7602451 5000 648086 INOZYME PHARMA INC COM 45790W108 2618 132219 SH DFND 2,20,5 109766 0 22453 INPHI CORP COM 45772F107 131087 734751 SH DFND 13,19,2,20,5,8 635746 400 98605 INSEEGO CORP COM 45782B104 14976 1497610 SH DFND 13,2,20,5,8 1256513 0 241097 AMBAC FINL GROUP INC COM NEW 023139884 23949 1430638 SH DFND 2,20,5,8 1270178 0 160460 INSIGHT ENTERPRISES INC COM 45765U103 113331 1187711 SH DFND 12,19,2,20,5,8 1055613 265 131833 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 14122 9619000 PRN DFND 2,5 9619000 0 0 INSMED INC COM PAR $.01 457669307 110017 3230105 SH DFND 19,2,20,5,8 2844623 800 384682 INSMED INC NOTE 1.750% 1/1 457669AA7 14421 12890000 PRN DFND 2,5 12890000 0 0 INSPERITY INC COM 45778Q107 89445 1068122 SH DFND 19,2,20,5,8 934275 500 133347 INSPIRE MED SYS INC COM 457730109 102347 494455 SH DFND 2,20,5,8 405686 200 88569 INSPIRED ENTMT INC COM 45782N108 96 10300 SH DFND 20 10300 0 0 INSTALLED BLDG PRODS INC COM 45780R101 91477 825006 SH DFND 2,20,5,8 742242 200 82564 INSTEEL INDS INC COM 45774W108 18352 595083 SH DFND 2,20,5,8 542810 0 52273 INSULET CORP COM 45784P101 330963 1268445 SH DFND 10,11,12,13,19,2,20,5,6,8 1032517 30186 205742 AMBARELLA INC SHS G037AX101 113951 1135085 SH DFND 2,20,5,8 1004158 300 130627 INSULET CORP NOTE 0.375% 9/0 45784PAK7 29121 22000000 PRN DFND 2,5 22000000 0 0 INSULET CORP NOTE 1.375%11/1 45784PAH4 29933 10725000 PRN DFND 2,5 10725000 0 0 INTEGER HLDGS CORP COM 45826H109 108233 1175170 SH DFND 19,2,20,5,8 1051852 343 122975 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 120321 1741509 SH DFND 13,2,20,5,8 1603831 574 137104 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 17950 16071000 PRN DFND 2,5 16071000 0 0 INTEL CORP COM 458140100 10971590 171431095 SH DFND 1,10,11,12,13,19,2,20,5,6,8 140089335 5184006 26157754 INTELLIA THERAPEUTICS INC COM 45826J105 146757 1828639 SH DFND 19,2,20,5,8 1634797 600 193242 INTELLICHECK INC COM NEW 45817G201 2472 295012 SH DFND 2,20 257252 0 37760 INTELLIGENT SYS CORP NEW COM 45816D100 5153 125969 SH DFND 2,20,5 107874 0 18095 INTER PARFUMS INC COM 458334109 39991 563812 SH DFND 2,20,5,8 500153 0 63659 AMBEV SA SPONSORED ADR 02319V103 50751 18522238 SH DFND 10,13,19,2,20,5,8 15031936 1881752 1608550 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 131134 1795373 SH DFND 13,2,20,5,6,8 1656414 625 138334 INTERCEPT PHARMACEUTICALS IN COM 45845P108 65440 2835342 SH DFND 19,2,20,5,8 2741234 500 93608 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 8864 10663000 PRN DFND 2,5 10663000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2760807 24720695 SH DFND 10,11,12,13,19,2,20,5,6,8 21349145 345884 3025666 INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 278 4033 SH DFND 20 4033 0 0 INTERCORP FINL SVCS INC SHS P5626F128 2503 83702 SH DFND 2,20,5 72802 0 10900 INTERDIGITAL INC COM 45867G101 65742 1036119 SH DFND 13,19,2,20,5,8 901715 498 133906 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 11900 11128000 PRN DFND 2,5 11128000 0 0 INTERFACE INC COM 458665304 23608 1890129 SH DFND 19,2,20,5,8 1692924 2324 194881 INTERNATIONAL BANCSHARES COR COM 459044103 90477 1949087 SH DFND 2,20,5,8 1767770 270 181047 AMC ENTMT HLDGS INC CL A COM 00165C104 66739 6536661 SH DFND 2,20,5,8 5497918 320 1038423 INTERNATIONAL BUSINESS MACHS COM 459200101 6903124 51801919 SH DFND 10,11,12,13,19,2,20,5,6,8 33643629 552833 17605457 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1447429 10311688 SH DFND 10,11,12,13,19,2,20,5,6,8 8789541 123477 1398670 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 16201 331250 SH DFND 2 331250 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 30232 1883592 SH DFND 12,13,2,20,5,8 1640731 0 242861 INTERNATIONAL MNY EXPRESS IN COM 46005L101 8471 564363 SH DFND 2,20,5,8 491372 0 72991 INTERNATIONAL PAPER CO COM 460146103 1309501 24218627 SH DFND 10,11,12,13,19,2,20,5,6,8 15743532 377609 8097486 INTERNATIONAL SEAWAYS INC COM Y41053102 11162 575935 SH DFND 19,2,20,5,8 491303 0 84632 INTERPUBLIC GROUP COS INC COM 460690100 572586 19609093 SH DFND 10,11,12,13,19,2,20,5,6,8 17245899 357241 2005953 INTERSECT ENT INC COM 46071F103 19572 937376 SH DFND 19,2,20,5,8 819555 0 117821 INTEVAC INC COM 461148108 2610 364971 SH DFND 2,20,5 313852 0 51119 AMC NETWORKS INC CL A 00164V103 54851 1031810 SH DFND 12,13,2,20,5,8 917562 293 113955 INTRA CELLULAR THERAPIES INC COM 46116X101 50341 1483659 SH DFND 19,2,20,5,8 1244383 700 238576 INTREPID POTASH INC COM 46121Y201 6123 188064 SH DFND 2,20,5 166164 0 21900 INTRICON CORP COM 46121H109 3413 133103 SH DFND 2,20 113875 0 19228 INTRUSION INC COM NEW 46121E205 290 12400 SH DFND 20 12400 0 0 INTUIT COM 461202103 4068626 10621380 SH DFND 10,11,12,13,19,2,20,5,6,8 9048195 284389 1288796 INTUITIVE SURGICAL INC COM NEW 46120E602 3424730 4634652 SH DFND 10,11,12,13,19,2,20,5,6,8 3988464 102927 543261 INUVO INC COM NEW 46122W204 15 14252 SH DFND 20 14252 0 0 INVACARE CORP COM 461203101 10842 1351922 SH DFND 2,20,5 1263870 0 88052 INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 254199 14749012 SH DFND 19,2,20 14055192 0 693820 INVESCO DB COMMDY INDX TRCK UNIT 46138B103 15625 940719 SH DFND 12,8 940719 0 0 AMCOR PLC ORD G0250X107 1085660 92950333 SH DFND 10,11,12,13,19,2,20,5,6,8 84566216 539856 7844261 INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 711 11486 SH DFND 20 0 0 11486 INVESCO LTD SHS G491BT108 498765 19776547 SH DFND 10,12,13,19,2,20,5,6,8 16968743 473091 2334713 INVESCO MORTGAGE CAPITAL INC COM 46131B100 27650 6895195 SH DFND 12,13,2,20,5,8 6120408 658 774129 INVESTAR HLDG CORP COM 46134L105 3018 146382 SH DFND 13,2,20 122963 0 23419 INVESTORS BANCORP INC NEW COM 46146L101 226212 15399081 SH DFND 13,2,20,5,8 14535846 1600 861635 INVESTORS TITLE CO NC COM 461804106 3689 22221 SH DFND 2,20 18996 0 3225 INVITAE CORP COM 46185L103 136183 3564075 SH DFND 13,2,20,5,8 3102500 3200 458375 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 14493 9611000 PRN DFND 2,5 9611000 0 0 INVITATION HOMES INC COM 46187W107 708569 22149716 SH DFND 10,11,12,13,19,2,20,5,6,8 18510676 395085 3243955 IOVANCE BIOTHERAPEUTICS INC COM 462260100 97375 3075651 SH DFND 13,19,2,20,5,8 2817442 2700 255509 AMDOCS LTD SHS G02602103 114082 1617744 SH DFND 12,13,19,2,20,5,8 1459031 0 158713 IPG PHOTONICS CORP COM 44980X109 289612 1372960 SH DFND 10,11,12,13,19,2,20,5,6,8 1153386 37089 182485 IQIYI INC NOTE 2.000% 4/0 46267XAD0 29765 31774000 PRN DFND 2,5 31774000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 22559 22214000 PRN DFND 2,5 22214000 0 0 IQIYI INC NOTE 4.000%12/1 46267XAE8 26113 24975000 SH DFND 2,5 24975000 0 0 IQIYI INC SPONSORED ADS 46267X108 87578 5269449 SH DFND 1,10,12,13,19,2,20,5,8 3843615 120700 1305134 IQVIA HLDGS INC COM 46266C105 1568014 8118536 SH DFND 10,11,12,13,19,2,20,5,6,8 7115062 92102 911372 IRADIMED CORP COM 46266A109 2357 91445 SH DFND 2,20 77848 0 13597 IRHYTHM TECHNOLOGIES INC COM 450056106 88747 639108 SH DFND 13,2,20,5,8 538590 800 99718 IRIDIUM COMMUNICATIONS INC COM 46269C102 154138 3736688 SH DFND 2,20,5,8 3312438 1700 422550 IROBOT CORP COM 462726100 106481 871508 SH DFND 2,20,5,8 770976 100 100432 908 DEVICES INC COM 65443P102 4364 89974 SH DFND 2,20 75120 0 14854 AMEDISYS INC COM 023436108 200320 756523 SH DFND 13,19,2,20,5,8 690524 374 65625 IRON MTN INC NEW COM 46284V101 474585 12615525 SH DFND 10,11,12,13,19,2,20,5,6,8 10680091 235942 1699492 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 82509 7380026 SH DFND 2,20,5,8 6812185 3300 564541 ISHARES INC CORE MSCI EMKT 46434G103 414401 6438798 SH DFND 1,2,20 6438798 0 0 ISHARES INC MSCI CDA ETF 464286509 40779 1197616 SH DFND 2 1197616 0 0 ISHARES INC MSCI FRONTIER 464286145 914 31000 SH DFND 10 0 0 31000 ISHARES INC MSCI GBL ETF NEW 46434G848 1517 36000 SH DFND 10 0 0 36000 ISHARES INC MSCI JPN ETF NEW 46434G822 18025 263061 SH DFND 12 0 0 263061 ISHARES INC MSCI PAC JP ETF 464286665 22772 453353 SH DFND 12 0 0 453353 ISHARES INC MSCI TAIWAN ETF 46434G772 107066 1785624 SH DFND 20 0 0 1785624 ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 3339 239000 SH DFND 10 0 0 239000 AMER SOFTWARE INC CL A 029683109 14496 700298 SH DFND 2,20,5,8 590820 0 109478 ISHARES TR 1 3 YR TREAS BD 464287457 169836 1969114 SH DFND 1,2 1969114 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 28731 221212 SH DFND 1,2 221212 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 126784 1122678 SH DFND 1,2 1122678 0 0 ISHARES TR CORE INTL AGGR 46435G672 1026 18695 SH DFND 12 18695 0 0 ISHARES TR CORE MSCI EAFE 46432F842 1528 21211 SH DFND 1 21211 0 0 ISHARES TR CORE MSCI PAC 46434V696 8465 127155 SH DFND 12 127155 0 0 ISHARES TR CORE S&P MCP ETF 464287507 94858 364446 SH DFND 1,2 351612 12834 0 ISHARES TR CORE S&P SCP ETF 464287804 326160 3005250 SH DFND 1,2,20 3003848 1402 0 ISHARES TR CORE S&P500 ETF 464287200 21253 53423 SH DFND 1,12 53423 0 0 ISHARES TR CORE US AGGBD ET 464287226 2170 19067 SH 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ISHARES TR RUS 1000 GRW ETF 464287614 408 1680 SH DFND 1 1680 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 1331 8783 SH DFND 1 8783 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 2296 14395 SH DFND 20 0 0 14395 ISHARES TR RUS MID CAP ETF 464287499 2724 36845 SH DFND 1,20 13405 0 23440 ISHARES TR RUSSELL 2000 ETF 464287655 39199 177421 SH DFND 1,20,6 154759 0 22662 ISHARES TR RUSSELL 3000 ETF 464287689 22766 95966 SH DFND 1 95106 0 860 ISHARES TR SELECT DIVID ETF 464287168 3057 26789 SH DFND 1 26789 0 0 ISHARES TR SHORT TREAS BD 464288679 7884 71342 SH DFND 12 71342 0 0 ISHARES TR TIPS BD ETF 464287176 209700 1670918 SH DFND 1,2,20 1670918 0 0 AMERCO COM 023586100 131802 215152 SH DFND 10,11,12,13,19,2,20,5,6,8 155194 8883 51075 ISIS PHARMACEUTICALS INC DEL COM 462222100 153294 3409571 SH DFND 10,11,12,13,19,2,20,5,6,8 2904405 67202 437964 ISIS PHARMACEUTICALS INC DEL NOTE 0.125%12/1 462222AB6 7384 7725000 PRN DFND 2,5 7725000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 14941 14690000 PRN DFND 2,5 14690000 0 0 ISORAY INC COM 46489V104 12 10577 SH DFND 20 10577 0 0 ISTAR INC COM 45031U101 45047 2533605 SH DFND 2,20,5,8 2256836 67 276702 ITAU CORPBANCA SPONSORED ADR 45033E105 432 73650 SH DFND 20,5 73650 0 0 ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 92191 18544883 SH DFND 10,13,19,2,20,5,8 14982435 2051384 1511064 ITEOS THERAPEUTICS INC COM 46565G104 24029 703010 SH DFND 2,20,5,8 659346 0 43664 ITERIS INC NEW COM 46564T107 3949 640008 SH DFND 2,20 535714 0 104294 ITRON INC COM 465741106 123814 1396662 SH DFND 19,2,20,5,8 1238753 343 157566 AMEREN CORP COM 023608102 995873 12240321 SH DFND 10,11,12,13,19,2,20,5,6,8 10777331 310981 1152009 ITT INC COM 45073V108 183592 2014643 SH DFND 13,19,2,20,5,8 1830992 1092 182559 ITURAN LOCATION AND CONTROL SHS M6158M104 3153 145004 SH DFND 2,20,5,8 95198 0 49806 IVERIC BIO INC COM 46583P102 22835 3694983 SH DFND 2,20,5,8 3497081 0 197902 J & J SNACK FOODS CORP COM 466032109 76674 486495 SH DFND 19,2,20,5,8 422945 100 63450 J ALEXANDERS HLDGS INC COM 46609J106 100 10382 SH DFND 20 10382 0 0 J2 GLOBAL INC COM 48123V102 168448 1405377 SH DFND 12,13,2,20,5,8 1220015 382 184980 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 20711 11644000 PRN DFND 2,5 11644000 0 0 JABIL INC COM 466313103 226563 4343623 SH DFND 12,13,19,2,20,5,8 4039663 1396 302564 JACK IN THE BOX INC COM 466367109 79595 725044 SH DFND 10,2,20,5,8 639344 3849 81851 JACOBS ENGR GROUP INC COM 469814107 1099987 8509222 SH DFND 10,11,12,13,19,2,20,5,6,8 4739233 77651 3692338 AMERESCO INC CL A 02361E108 21684 445888 SH DFND 2,20,5,8 365245 0 80643 JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 443 14160 SH DFND 20 14160 0 0 JAMES RIV GROUP LTD COM G5005R107 43762 959267 SH DFND 2,20,5,8 856485 0 102782 JAMF HLDG CORP COM 47074L105 15485 438425 SH DFND 2,20 398661 0 39764 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 81285 2609464 SH DFND 10,12,13,19,2,20,5,8 2351893 66820 190751 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 13950 12853000 PRN DFND 2,5 12853000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 361829 2201311 SH DFND 10,11,12,13,19,2,20,5,6,8 1695639 111592 394080 JBG SMITH PPTYS COM 46590V100 160108 5036427 SH DFND 10,13,19,2,20,5,8 4428757 29577 578093 JD.COM INC SPON ADR CL A 47215P106 1515195 17967444 SH DFND 1,10,11,12,13,19,2,20,5,8 13332801 461906 4172737 JEFFERIES FINL GROUP INC COM 47233W109 150725 5007479 SH DFND 12,13,2,20,5,8 4545868 2434 459177 JELD-WEN HLDG INC COM 47580P103 36089 1303323 SH DFND 2,20,5,8 1061359 0 241964 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 15726 1158000 SH DFND 1,13,20,5,8 457143 54800 646057 JETBLUE AWYS CORP COM 477143101 153037 7523938 SH DFND 13,2,20,5,8 7145184 0 378754 JFROG LTD ORD SHS M6191J100 7240 163175 SH DFND 2,20,6 155693 0 7482 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 25278 606334 SH DFND 1,13,2,20,5 495730 0 110604 JOHN BEAN TECHNOLOGIES CORP COM 477839104 132454 993354 SH DFND 13,2,20,5,8 878516 321 114517 JOHNSON & JOHNSON COM 478160104 23053472 140270595 SH DFND 1,10,11,12,13,19,2,20,5,6,8 90075871 2662189 47532535 JOHNSON CTLS INTL PLC SHS G51502105 1928409 32173654 SH DFND 10,11,12,13,19,2,20,5,6,8 27653474 628538 3891642 JOHNSON OUTDOORS INC CL A 479167108 15675 109806 SH DFND 2,20,5,8 90639 0 19167 JOINT CORP COM 47973J102 11330 234228 SH DFND 2,20,5 205167 0 29061 JONES LANG LASALLE INC COM 48020Q107 211732 1182594 SH DFND 12,13,19,2,20,5,8 1070696 452 111446 JOUNCE THERAPEUTICS INC COM 481116101 3145 306279 SH DFND 2,20 269265 0 37014 AMERICAN AIRLS GROUP INC COM 02376R102 479756 20073471 SH DFND 10,12,13,19,2,20,5,6,8 18442942 3538 1626991 JPMORGAN CHASE & CO COM 46625H100 21601922 141903189 SH DFND 1,10,12,13,19,2,20,5,6,8 119293361 2189110 20420718 JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 5179 146045 SH DFND 2,5 146045 0 0 JUNIPER NETWORKS INC COM 48203R104 356319 14067093 SH DFND 10,11,12,13,19,2,20,5,6,8 11704078 372900 1990115 KADANT INC COM 48282T104 43194 233471 SH DFND 2,20,5,8 179522 0 53949 KADMON HLDGS INC COM 48283N106 50299 12930224 SH DFND 2,20,5,8 12337089 0 593135 KAISER ALUMINUM CORP COM PAR $0.01 483007704 112810 1020904 SH DFND 13,2,20,5,8 963451 100 57353 KALA PHARMACEUTICALS INC COM 483119103 4716 699746 SH DFND 2,20,5,8 603034 0 96712 KALEIDO BIOSCIENCES INC COM 483347100 1625 200664 SH DFND 2,20,5 170400 0 30264 KALVISTA PHARMACEUTICALS INC COM 483497103 15195 591472 SH DFND 2,20,5 551820 0 39652 KAMAN CORP COM 483548103 62036 1204579 SH DFND 2,20,5,8 1103747 0 100832 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 48183 27850000 PRN DFND 2,5 27850000 0 0 KANDI TECHNOLOGIES GROUP INC COM 483709101 7098 1135699 SH DFND 1,2 985799 0 149900 KANSAS CITY SOUTHERN COM NEW 485170302 1086631 4108941 SH DFND 10,11,12,13,19,2,20,5,6,8 3501005 108543 499393 KAR AUCTION SVCS INC COM 48238T109 57605 3840303 SH DFND 13,2,20,5,8 3374421 1500 464382 KARUNA THERAPEUTICS INC COM 48576A100 85009 707052 SH DFND 13,2,20,5,8 655537 0 51515 KARYOPHARM THERAPEUTICS INC COM 48576U106 56096 5332280 SH DFND 2,20,5,8 5092177 2800 237303 KB FINL GROUP INC SPONSORED ADR 48241A105 9101 184109 SH DFND 1,2,20,5,8 107098 16900 60111 KB HOME COM 48666K109 125387 2694757 SH DFND 19,2,20,5,8 2370387 909 323461 KBR INC COM 48242W106 162780 4240157 SH DFND 12,19,2,20,5,8 3737007 1104 502046 KBR INC NOTE 2.500%11/0 48242WAB2 16062 10100000 PRN DFND 2,5 10100000 0 0 KE HLDGS INC SPONSORED ADS 482497104 122720 2153734 SH DFND 10,12,13,19,2,20,5,8 1568358 53800 531576 10X GENOMICS INC CL A COM 88025U109 204607 1130423 SH DFND 10,11,12,13,19,2,20,5,6,8 891454 36233 202736 A-MARK PRECIOUS METALS INC COM 00181T107 2534 70379 SH DFND 2,20 59578 0 10801 AMERICAN ASSETS TR INC COM 024013104 84072 2591625 SH DFND 10,19,2,20,5,8 2293984 12375 285266 KEARNY FINL CORP MD COM 48716P108 19235 1592301 SH DFND 2,20,5,8 1313483 0 278818 KELLOGG CO COM 487836108 784957 12400577 SH DFND 10,11,12,13,19,2,20,5,6,8 9604792 151191 2644594 KELLY SVCS INC CL A 488152208 24338 1092873 SH DFND 2,20,5,8 983390 453 109030 KEMPER CORP COM 488401100 119845 1503327 SH DFND 13,2,20,5,8 1378505 954 123868 KENNAMETAL INC COM 489170100 99164 2480950 SH DFND 2,20,5,8 2170211 5460 305279 KENNEDY-WILSON HOLDINGS INC COM 489398107 67011 3280378 SH DFND 19,2,20,5,8 2763823 2500 514055 KEROS THERAPEUTICS INC COM 492327101 44551 723823 SH DFND 2,20,5,8 689898 0 33925 KEURIG DR PEPPER INC COM 49271V100 428972 12427554 SH DFND 10,11,12,13,19,2,20,5,6,8 10347435 263311 1816808 KEYCORP COM 493267108 1077252 53916492 SH DFND 10,12,13,19,2,20,5,6,8 48093477 897685 4925330 KEYSIGHT TECHNOLOGIES INC COM 49338L103 1194498 8329832 SH DFND 10,11,12,13,19,2,20,5,6,8 6964845 231693 1133294 AMERICAN AXLE & MFG HLDGS IN COM 024061103 47262 4892588 SH DFND 12,2,20,5,8 4493965 3329 395294 KEZAR LIFE SCIENCES INC COM 49372L100 2808 471141 SH DFND 2,20,5 407637 0 63504 KFORCE INC COM 493732101 23006 429217 SH DFND 10,2,20,5,8 352880 5164 71173 KILROY RLTY CORP COM 49427F108 313624 4742629 SH DFND 10,12,13,19,2,20,5,8 4176109 28655 537865 KIMBALL ELECTRONICS INC COM 49428J109 14104 546655 SH DFND 2,20,5,8 465653 44 80958 KIMBALL INTL INC CL B 494274103 12704 902900 SH DFND 2,20,5,8 795873 59 106968 KIMBERLY-CLARK CORP COM 494368103 2345667 16733122 SH DFND 1,10,11,12,13,19,2,20,5,6,8 13970684 490892 2271546 KIMCO RLTY CORP COM 49446R109 439704 23450858 SH DFND 10,12,13,19,2,20,5,6,8 20720283 114281 2616294 KINDER MORGAN INC DEL COM 49456B101 2181308 131009510 SH DFND 10,11,12,13,19,2,20,5,6,8 117995168 1420503 11593839 KINDRED BIOSCIENCES INC COM 494577109 3314 666846 SH DFND 2,20,5 583766 0 83080 KINGSOFT CLOUD HLDGS LTD ADS 49639K101 37323 949201 SH DFND 10,12,13,19,2,20,5,8 690751 41400 217050 AMERICAN CAMPUS CMNTYS INC COM 024835100 258062 5977799 SH DFND 10,12,13,19,2,20,5,8 5298816 33356 645627 KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 26188 1414782 SH DFND 2,20,5,8 1341108 0 73674 KINNATE BIOPHARMA INC COM 49705R105 5711 183282 SH DFND 2,20 152991 0 30291 KINSALE CAP GROUP INC COM 49714P108 113502 688728 SH DFND 2,20,5,8 605615 200 82913 KINTARA THERAPEUTICS INC COM 49720K101 24 13700 SH DFND 20 13700 0 0 KIRBY CORP COM 497266106 93899 1557714 SH DFND 12,13,2,20,5,8 1486360 0 71354 KIRKLANDS INC COM 497498105 270 9618 SH DFND 20 9618 0 0 KITE RLTY GROUP TR COM NEW 49803T300 85085 4410842 SH DFND 10,19,2,20,5,8 3897409 46212 467221 KKR & CO INC COM 48251W104 481880 9864478 SH DFND 10,12,13,19,2,20,5,6,8 8138048 234488 1491942 KKR REAL ESTATE FIN TR INC COM 48251K100 19768 1048529 SH DFND 19,2,20,5,8 923482 11900 113147 KLA CORP COM NEW 482480100 2050539 6206233 SH DFND 10,11,12,13,19,2,20,5,6,8 5222551 213825 769857 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 140931 4819816 SH DFND 12,13,2,20,5,8 4250193 1874 567749 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 235469 4896421 SH DFND 10,11,12,13,19,2,20,5,6,8 3939229 266201 690991 KNOLL INC COM NEW 498904200 15634 946917 SH DFND 19,2,20,5,8 773454 700 172763 KNOWLES CORP COM 49926D109 61584 2943808 SH DFND 1,2,20,5,8 2626779 528 316501 KODIAK SCIENCES INC COM 50015M109 113950 1004937 SH DFND 19,2,20,5,8 886753 800 117384 KOHLS CORP COM 500255104 270395 4536066 SH DFND 1,12,13,19,2,20,5,8 3550090 1410 984566 KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 5743 100705 SH DFND 1,2,20 100683 0 22 KONTOOR BRANDS INC COM 50050N103 84280 1736661 SH DFND 12,13,2,20,5,8 1435616 8998 292047 KOPIN CORP COM 500600101 24283 2314825 SH DFND 2,20 2314825 0 0 KOPPERS HOLDINGS INC COM 50060P106 23221 668049 SH DFND 2,20,5,8 601070 0 66979 KOREA ELECTRIC PWR SPONSORED ADR 500631106 6487 632236 SH DFND 2,5 632236 0 0 AMERICAN ELEC PWR CO INC COM 025537101 2054996 24262051 SH DFND 10,11,12,13,19,2,20,5,6,8 21408924 298143 2554984 KORN FERRY COM NEW 500643200 107550 1721623 SH DFND 2,20,5,8 1516388 513 204722 KORNIT DIGITAL LTD SHS M6372Q113 28869 291248 SH DFND 10,2,20,5,6,8 183221 600 107427 KOSMOS ENERGY LTD COM 500688106 58826 19161438 SH DFND 19,2,20,5,8 18046956 0 1114482 KRAFT HEINZ CO COM 500754106 1148802 28720048 SH DFND 10,11,12,13,19,2,20,5,6,8 25220987 471827 3027234 KRATON CORPORATION COM 50077C106 40150 1097306 SH DFND 19,2,20,5,8 976035 600 120671 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 119590 4383780 SH DFND 2,20,5,8 3948505 500 434775 KROGER CO COM 501044101 1381698 38391169 SH DFND 10,11,12,13,19,2,20,5,6,8 30782931 1169907 6438331 KRONOS BIO INC COM 50107A104 6562 224205 SH DFND 2,20 188620 0 35585 KRONOS WORLDWIDE INC COM 50105F105 9209 601899 SH DFND 2,20,5,8 516893 11494 73512 KRYSTAL BIOTECH INC COM 501147102 50766 658958 SH DFND 2,20,5,8 610737 0 48221 AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 14684 300400 SH DFND 2 300400 0 0 KULICKE & SOFFA INDS INC COM 501242101 47820 970962 SH DFND 10,2,20,5,8 888673 16676 65613 KURA ONCOLOGY INC COM 50127T109 80107 2833650 SH DFND 2,20,5,8 2627882 0 205768 KURA SUSHI USA INC CL A COM 501270102 1403 44336 SH DFND 2,20 36376 0 7960 KVH INDS INC COM 482738101 3558 280595 SH DFND 2,20,5 237925 0 42670 KYMERA THERAPEUTICS INC COM 501575104 36409 936915 SH DFND 2,20,5,8 912395 0 24520 L BRANDS INC COM 501797104 496453 8025424 SH DFND 10,12,13,19,2,20,5,6,8 6707514 3864 1314046 L3HARRIS TECHNOLOGIES INC COM 502431109 1767856 8722399 SH DFND 1,10,11,12,13,19,2,20,5,6,8 7675998 133507 912894 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1677 395520 SH DFND 2,20,5 347044 0 48476 LA Z BOY INC COM 505336107 60704 1428996 SH DFND 2,20,5,8 1270989 169 157838 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1028884 4034363 SH DFND 10,11,12,13,19,2,20,5,6,8 3493687 72374 468302 AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 18604 381000 SH DFND 2 381000 0 0 LADDER CAP CORP CL A 505743104 24623 2052296 SH DFND 2,20,5,8 1699694 2000 350602 LAIRD SUPERFOOD INC COM STK 50736T102 1591 42453 SH DFND 2,20 35709 0 6744 LAKELAND BANCORP INC COM 511637100 21400 1227778 SH DFND 2,20,5,8 1057492 0 170286 LAKELAND FINL CORP COM 511656100 46513 672246 SH DFND 2,20,5,8 588559 0 83687 LAKELAND INDS INC COM 511795106 3182 114210 SH DFND 2,20,5 98010 0 16200 LAM RESEARCH CORP COM 512807108 3530119 5917849 SH DFND 10,11,12,13,19,2,20,5,6,8 4900739 235882 781228 LAMAR ADVERTISING CO NEW CL A 512816109 193940 2064948 SH DFND 12,13,2,20,5,8 1891420 773 172755 LAMB WESTON HLDGS INC COM 513272104 439373 5670795 SH DFND 10,11,12,13,19,2,20,5,6,8 4903609 69885 697301 LANCASTER COLONY CORP COM 513847103 228945 1305572 SH DFND 13,19,2,20,5,6,8 1215699 300 89573 LANDEC CORP COM 514766104 5165 487224 SH DFND 2,20,5,8 407585 1589 78050 AMERICAN EQTY INVT LIFE HLD COM 025676206 102714 3257669 SH DFND 12,13,2,20,5,8 2939047 600 318022 LANDMARK BANCORP INC COM 51504L107 1471 55686 SH DFND 2,20 47326 0 8360 LANDOS BIOPHARMA INC COM 515069102 473 49095 SH DFND 2,20 40000 0 9095 LANDS END INC NEW COM 51509F105 9537 384418 SH DFND 13,2,20,5,8 338337 422 45659 LANDSTAR SYS INC COM 515098101 174317 1056082 SH DFND 13,19,2,20,5,8 974752 292 81038 LANNET INC COM 516012101 5711 1081665 SH DFND 2,20,5 998721 0 82944 LANTHEUS HLDGS INC COM 516544103 58344 2730200 SH DFND 2,20,5,8 2503698 0 226502 LAREDO PETROLEUM INC COM 516806205 4184 139173 SH DFND 2,20,5 139173 0 0 LAS VEGAS SANDS CORP COM 517834107 773190 12725315 SH DFND 10,12,13,19,2,20,5,6,8 10904446 203462 1617407 LATTICE SEMICONDUCTOR CORP COM 518415104 140942 3130643 SH DFND 19,2,20,5,8 2643684 1881 485078 LAUDER ESTEE COS INC CL A 518439104 2658071 9138975 SH DFND 1,10,11,12,13,19,2,20,5,6,8 7854841 185379 1098755 AMERICAN EXPRESS CO COM 025816109 4871522 34338847 SH DFND 1,10,11,12,13,19,2,20,5,6,8 24969948 406703 8962196 LAUREATE EDUCATION INC CL A 518613203 27122 1995700 SH DFND 2,20,5,8 1649975 700 345025 LAWSON PRODS INC COM 520776105 3963 76419 SH DFND 2,20,5 65864 0 10555 LAZARD LTD SHS A G54050102 51759 1189591 SH DFND 12,13,2,20,5 1091123 0 98468 LCI INDS COM 50189K103 98724 746329 SH DFND 13,2,20,5,8 654430 247 91652 LCNB CORP COM 50181P100 3634 207648 SH DFND 2,20,5 176851 0 30797 LEAR CORP COM NEW 521865204 433200 2390067 SH DFND 10,11,12,13,19,2,20,5,6,8 2074949 75244 239874 LEGACY HOUSING CORP COM 52472M101 1902 107299 SH DFND 2,20 91096 0 16203 LEGEND BIOTECH CORP SPONSORED ADS 52490G102 2635 90811 SH DFND 19,2 90811 0 0 LEGGETT & PLATT INC COM 524660107 511098 11100581 SH DFND 10,12,13,2,20,5,6,8 10646759 10939 442883 LEIDOS HOLDINGS INC COM 525327102 517204 5371877 SH DFND 10,11,12,13,19,2,20,5,6,8 4696056 107437 568384 AMERICAN FIN TR INC COM CLASS A 02607T109 34933 3557334 SH DFND 10,19,2,20,5,8 3000144 25100 532090 LEMAITRE VASCULAR INC COM 525558201 33137 679320 SH DFND 2,20,5,8 623552 0 55768 LEMONADE INC COM 52567D107 41659 447318 SH DFND 2,20,5,8 390236 100 56982 LENDINGCLUB CORP COM NEW 52603A208 27346 1655348 SH DFND 2,20,5,8 1430556 0 224792 LENDINGTREE INC NEW COM 52603B107 55557 260832 SH DFND 2,20,5,8 237230 100 23502 LENNAR CORP CL A 526057104 1249018 12338417 SH DFND 10,11,12,13,19,2,20,5,6,8 10889027 197640 1251750 LENNAR CORP CL B 526057302 5419 65810 SH DFND 10,12,13,2,20,5,6,8 51345 0 14465 LENNOX INTL INC COM 526107107 386364 1236947 SH DFND 10,11,12,13,19,2,20,5,6,8 1089410 21360 126177 LENSAR INC COM 52634L108 1195 164566 SH DFND 2,20,5 139912 0 24654 LESLIES INC COM 527064109 23537 961097 SH DFND 2,20 880847 0 80250 LEVEL ONE BANCORP INC COM 52730D208 2002 77474 SH DFND 2,20 66128 0 11346 A10 NETWORKS INC COM 002121101 14142 1471577 SH DFND 2,20,5,8 1266043 0 205534 AMERICAN FINL GROUP INC OHIO COM 025932104 307405 2694168 SH DFND 10,11,12,13,19,2,20,5,6,8 2134781 133005 426382 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 4391 183644 SH DFND 19,20,5,8 117144 0 66500 LEXICON PHARMACEUTICALS INC COM NEW 528872302 4405 750385 SH DFND 2,20,5 634508 0 115877 LEXINFINTECH HLDGS LTD ADR 528877103 11005 1093937 SH DFND 2,20,5 978637 0 115300 LEXINGTON REALTY TRUST COM 529043101 157477 14038557 SH DFND 10,13,19,2,20,5,8 12394530 66321 1577706 LG DISPLAY CO LTD SPONS ADR REP 50186V102 5868 587389 SH DFND 1,2,5 565262 0 22127 LGI HOMES INC COM 50187T106 123615 827906 SH DFND 2,20,5,8 752406 200 75300 LHC GROUP INC COM 50187A107 180377 943347 SH DFND 13,19,2,20,5,8 832966 300 110081 LI AUTO INC SPONSORED ADS 50202M102 86556 3462221 SH DFND 10,12,13,19,2,20,5,8 2473021 72400 916800 LIBERTY BROADBAND CORP COM SER A 530307107 77334 532787 SH DFND 10,11,12,13,19,2,20,5,6,8 395592 11500 125695 LIBERTY BROADBAND CORP COM SER C 530307305 486261 3238504 SH DFND 10,11,12,13,19,2,20,5,6,8 2659148 77715 501641 AMERICAN HOMES 4 RENT CL A 02665T306 299654 8987819 SH DFND 10,12,19,2,20,5,8 7522345 67750 1397724 LIBERTY GLOBAL PLC SHS CL A G5480U104 53348 2079041 SH DFND 10,11,12,13,19,2,20,5,6,8 1272711 94819 711511 LIBERTY GLOBAL PLC SHS CL C G5480U120 119942 4696250 SH DFND 10,11,12,13,19,2,20,5,6,8 3209217 232945 1254088 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 12512 975205 SH DFND 12,13,2,20,5,8 780375 0 194830 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 40534 3122826 SH DFND 12,13,2,20,5,8 2548552 2596 571678 LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 9597 9684000 PRN DFND 2,5 9684000 0 0 LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 5828 204402 SH DFND 13,2,20,5,8 162113 370 41919 LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 85532 1940370 SH DFND 10,12,13,19,2,20,5,6,8 1381622 47249 511499 LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 20737 745399 SH DFND 13,19,2,20,5,8 575192 880 169327 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 159474 3615362 SH DFND 10,12,13,19,2,20,5,6,8 2945025 113711 556626 LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 9914 259400 SH DFND 12,13,2,20 234015 0 25385 AMERICAN INTL GROUP INC COM NEW 026874784 1846390 39956502 SH DFND 10,11,12,13,19,2,20,5,6,8 35284683 520038 4151781 LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 157612 3640839 SH DFND 10,12,13,19,2,20,5,6,8 2893842 92348 654649 LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 6936 9039203 PRN DFND 2 9039203 0 0 LIBERTY MEDIA CORP DEL DEB 4.000%11/1 530715AG6 8117 10407000 PRN DFND 2 10407000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 14615 11482000 PRN DFND 2,5 11482000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 38019 29402000 PRN DFND 2,5 29402000 0 0 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 24154 2139425 SH DFND 2,20,5,8 1882940 0 256485 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 8445 1323606 SH DFND 2,20,5 1159701 0 163905 LIFE STORAGE INC COM 53223X107 280949 3268755 SH DFND 10,12,13,19,2,20,5,8 2884765 17941 366049 LIFETIME BRANDS INC COM 53222Q103 2949 200744 SH DFND 2,20 168755 0 31989 LIFEVANTAGE CORP COM NEW 53222K205 2299 245844 SH DFND 2,20,5 211734 0 34110 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 12699 117726 SH DFND 2,20,5,8 104996 0 12730 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 119332 782760 SH DFND 13,2,20,5,8 724663 148 57949 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 12186 11772000 PRN DFND 2,5 11772000 0 0 LILLY ELI & CO COM 532457108 6072790 32506101 SH DFND 1,10,11,12,13,19,2,20,5,6,8 27452111 599909 4454081 LIMELIGHT NETWORKS INC COM 53261M104 10396 2912105 SH DFND 19,2,20,5,8 2452966 0 459139 LIMESTONE BANCORP INC COM 53262L105 1193 75252 SH DFND 2,20 62785 0 12467 LIMONEIRA CO COM 532746104 4958 283340 SH DFND 2,20,5 242558 0 40782 LINCOLN EDL SVCS CORP COM 533535100 74 11584 SH DFND 20 11584 0 0 LINCOLN ELEC HLDGS INC COM 533900106 303047 2454955 SH DFND 13,19,2,20,5,8 2329944 695 124316 LINCOLN NATL CORP IND COM 534187109 583735 9374254 SH DFND 10,11,12,13,19,2,20,5,6,8 8229173 123999 1021082 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9273 490651 SH DFND 2,20,5,8 411136 0 79515 AMERICAN NATL BANKSHARES INC COM 027745108 6617 200089 SH DFND 13,2,20,5 160845 0 39244 LINDE PLC SHS G5494J103 5930859 21171053 SH DFND 10,11,12,13,19,2,20,5,6,8 18414928 163590 2592535 LINDSAY CORP COM 535555106 57178 343166 SH DFND 2,20,5,8 303665 400 39101 LINEAGE CELL THERAPEUTICS IN COM 53566P109 154 65654 SH DFND 20 65654 0 0 LIONS GATE ENTMNT CORP CL A VTG 535919401 12112 810190 SH DFND 13,19,2,20,5,8 650974 1200 158016 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 18679 1447988 SH DFND 13,19,2,20,5,8 1238313 612 209063 LIPOCINE INC NEW COM 53630X104 19 12400 SH DFND 20 12400 0 0 LIQUIDIA CORPORATION COM NEW 53635D202 1362 506279 SH DFND 2,20 446591 0 59688 LIQUIDITY SERVICES INC COM 53635B107 19255 1036329 SH DFND 2,20,5 962953 0 73376 LITHIA MTRS INC CL A 536797103 316527 811421 SH DFND 12,13,2,20,5,8 717137 235 94049 LITTELFUSE INC COM 537008104 146855 555343 SH DFND 13,19,2,20,5,8 505376 349 49618 AMERICAN OUTDOOR BRANDS INC COM 02875D109 5536 219688 SH DFND 2,20,5 193680 0 26008 LIVANOVA PLC SHS G5509L101 115007 1559838 SH DFND 13,2,20,5,8 1371197 2276 186365 LIVE NATION ENTERTAINMENT IN COM 538034109 530906 6271783 SH DFND 10,11,12,13,19,2,20,5,6,8 5516686 74805 680292 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 10554 9608000 PRN DFND 2,5 9608000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 22511 16170000 PRN DFND 2,5 16170000 0 0 LIVE OAK BANCSHARES INC COM 53803X105 73536 1073671 SH DFND 19,2,20,5,8 973348 0 100323 LIVENT CORP COM 53814L108 77269 4461253 SH DFND 19,2,20,5,8 3918399 1460 541394 LIVEPERSON INC COM 538146101 101013 1915310 SH DFND 2,20,5,8 1694065 636 220609 LIVERAMP HLDGS INC COM 53815P108 105473 2033009 SH DFND 13,19,2,20,5,8 1803302 665 229042 LIVEXLIVE MEDIA INC COM NEW 53839L208 2964 682941 SH DFND 2,20,5 582533 0 100408 LKQ CORP COM 501889208 474556 11210861 SH DFND 10,11,12,13,19,2,20,5,6,8 9519928 193896 1497037 AMERICAN PUBLIC EDUCATION IN COM 02913V103 18233 511725 SH DFND 19,2,20,5,8 453658 0 58067 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 50 21454 SH DFND 20 21454 0 0 LOCKHEED MARTIN CORP COM 539830109 15053951 40741411 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8668915 189898 31882598 LOEWS CORP COM 540424108 553033 10784575 SH DFND 10,11,12,13,19,2,20,5,6,8 9309366 155412 1319797 LOGICBIO THERAPEUTICS INC COM 54142F102 1700 233539 SH DFND 2,20,5 200866 0 32673 LOGITECH INTL S A SHS H50430232 5292 50643 SH DFND 2,20 50643 0 0 LOMA NEGRA CORP SPONSORED ADS 54150E104 1357 214314 SH DFND 2,20,5 178685 0 35629 LORAL SPACE & COM INC COM 543881106 8999 238898 SH DFND 2,20,5,8 199825 562 38511 LORDSTOWN MOTORS CORP COM CL A 54405Q100 767 65200 SH DFND 20 65200 0 0 LOUISIANA PAC CORP COM 546347105 184082 3319192 SH DFND 13,19,2,20,5,8 2925967 1353 391872 LOVESAC COMPANY COM 54738L109 9693 171262 SH DFND 2,20,5,8 140513 0 30749 AMERICAN RIV BANKSHARES COM 029326105 330 20238 SH DFND 20 2233 0 18005 LOWES COS INC COM 548661107 5974846 31416794 SH DFND 1,10,11,12,13,19,2,20,5,6,8 27148496 525419 3742879 LPL FINL HLDGS INC COM 50212V100 146322 1029275 SH DFND 12,13,19,2,20,5,8 862200 6300 160775 LSB INDS INC COM 502160104 89 17289 SH DFND 20 17289 0 0 LSI INDS INC COM 50216C108 3417 400598 SH DFND 2,20 346597 0 54001 LTC PPTYS INC COM 502175102 101466 2432078 SH DFND 10,19,2,20,5,8 2204127 10127 217824 LUCIRA HEALTH INC COM 54948U105 982 81191 SH DFND 2,20 65994 0 15197 LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 40806 2810353 SH DFND 10,12,13,19,2,20,5,8 2000553 92100 717700 LULULEMON ATHLETICA INC COM 550021109 830328 2707208 SH DFND 10,11,12,13,19,2,20,5,6,8 2023374 190160 493674 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 20730 825238 SH DFND 2,20,5,8 743975 0 81263 LUMEN TECHNOLOGIES INC COM 550241103 803415 60180908 SH DFND 1,10,11,12,13,19,2,20,5,6,8 43930962 705784 15544162 AMERICAN RLTY INVS INC COM 029174109 139 15794 SH DFND 2,20 12931 0 2863 LUMENT FINANCE TRUST INC COM 55025L108 195 53824 SH DFND 20 2209 0 51615 LUMENTUM HLDGS INC COM 55024U109 161261 1765314 SH DFND 13,19,2,20,5,8 1606926 671 157717 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 21624 13488000 PRN DFND 2,5 13488000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 31521 27121000 PRN DFND 2,5 27121000 0 0 LUMINAR TECHNOLOGIES INC COM CL A 550424105 2781 114400 SH DFND 20 114400 0 0 LUMINEX CORP DEL COM 55027E102 49089 1534050 SH DFND 2,20,5,8 1388566 0 145484 LUNA INNOVATIONS COM 550351100 4791 455015 SH DFND 2,20 383815 0 71200 LUTHER BURBANK CORP COM 550550107 4666 394383 SH DFND 2,20,5 323265 0 71118 LUXFER HOLDINGS PLC SHS G5698W116 15658 735821 SH DFND 2,20,5,8 645493 0 90328 LYDALL INC DEL COM 550819106 16757 496655 SH DFND 2,20,5 452593 0 44062 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 18219 960911 SH DFND 2,20,5 899582 0 61329 LYFT INC CL A COM 55087P104 248058 3926208 SH DFND 12,13,19,2,20,5,8 3710095 0 216113 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1193587 11471279 SH DFND 10,11,12,13,19,2,20,5,6,8 9857805 394497 1218977 LYRA THERAPEUTICS INC COM 55234L105 1115 96246 SH DFND 2,20 82473 0 13773 M & T BK CORP COM 55261F104 1107574 7305415 SH DFND 10,12,13,19,2,20,5,6,8 6580657 98904 625854 M D C HLDGS INC COM 552676108 132824 2236102 SH DFND 2,20,5,8 2029322 0 206780 M/I HOMES INC COM 55305B101 69492 1176441 SH DFND 2,20,5,8 1082159 0 94282 MACATAWA BK CORP COM 554225102 5026 505112 SH DFND 13,2,20,5 414377 0 90735 MACERICH CO COM 554382101 83676 7151820 SH DFND 10,12,13,19,2,20,5,8 6337312 36267 778241 MACK CALI RLTY CORP COM 554489104 69819 4510255 SH DFND 10,13,19,2,20,5,8 3993236 20628 496391 MACKINAC FINL CORP COM 554571109 2204 157233 SH DFND 2,20 127384 0 29849 AAON INC COM PAR $0.004 000360206 86823 1240145 SH DFND 2,20,5,8 1091362 800 147983 AMERICAN TOWER CORP NEW COM 03027X100 4120965 17238204 SH DFND 10,11,12,13,19,2,20,5,6,8 14804682 219532 2213990 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 74478 1283655 SH DFND 2,20,5,8 1111094 527 172034 MACQUARIE INFRASTRUCTURE COR COM 55608B105 65918 2072231 SH DFND 12,13,19,2,20,5,8 1922685 600 148946 MACROGENICS INC COM 556099109 85013 2669170 SH DFND 19,2,20,5,8 2486891 0 182279 MACYS INC COM 55616P104 220684 13630859 SH DFND 12,13,19,2,20,5,8 9977171 2513 3651175 MADDEN STEVEN LTD COM 556269108 94913 2547307 SH DFND 2,20,5,8 2256280 430 290597 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 18452 225570 SH DFND 13,2,20,5,8 188818 216 36536 MADISON SQUARE GRDN SPRT COR CL A 55825T103 43549 242665 SH DFND 13,19,2,20,5,8 192976 216 49473 MADRIGAL PHARMACEUTICALS INC COM 558868105 68515 585750 SH DFND 2,20,5,8 553232 0 32518 MAGELLAN HEALTH INC COM NEW 559079207 87518 938633 SH DFND 12,19,2,20,5,8 753706 98 184829 MAGENTA THERAPEUTICS INC COM 55910K108 4286 362003 SH DFND 2,20,5 312296 0 49707 AMERICAN VANGUARD CORP COM 030371108 17306 847100 SH DFND 2,20,5,8 753216 953 92931 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 574 36981 SH DFND 2,20 36981 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 7263 291671 SH DFND 2,20,5,8 269871 0 21800 MAGNITE INC COM 55955D100 94251 2265109 SH DFND 13,2,20,5,8 1868369 900 395840 MAGNOLIA OIL & GAS CORP CL A 559663109 53539 4663656 SH DFND 2,20,5 4315969 0 347687 MAGYAR BANCORP INC COM 55977T109 462 33479 SH DFND 20 0 0 33479 MAIDEN HOLDINGS LTD SHS G5753U112 175 53087 SH DFND 20 53087 0 0 MAINSTREET BANCSHARES INC COM 56064Y100 2228 107307 SH DFND 2,20 91978 0 15329 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2973 94142 SH DFND 2,20 94142 0 0 MALIBU BOATS INC COM CL A 56117J100 30534 383214 SH DFND 2,20,5,8 316504 0 66710 MALVERN BANCORP INC COM 561409103 900 48345 SH DFND 20 2000 0 46345 AMERICAN WELL CORP CL A 03044L105 10002 575847 SH DFND 2,20 513514 0 62333 MAMMOTH ENERGY SVCS INC COM 56155L108 58 10900 SH DFND 20 10900 0 0 MANCHESTER UTD PLC NEW ORD CL A G5784H106 310 19665 SH DFND 2 19665 0 0 MANHATTAN ASSOCIATES INC COM 562750109 179629 1530324 SH DFND 13,19,2,20,5,8 1398817 700 130807 MANITOWOC CO INC COM NEW 563571405 12984 629690 SH DFND 2,20,5,8 522506 1196 105988 MANNKIND CORP COM NEW 56400P706 63537 16208491 SH DFND 2,20,5 15693654 0 514837 MANPOWERGROUP INC COM 56418H100 160360 1621438 SH DFND 12,13,19,2,20,5,8 1491330 6532 123576 MANTECH INTERNATIONAL CORP CL A 564563104 79811 917901 SH DFND 2,20,5,8 825479 407 92015 MARATHON DIGITAL HOLDINGS IN COM 565788106 5732 119358 SH DFND 2,20 119358 0 0 MARATHON OIL CORP COM 565849106 570057 53376170 SH DFND 1,10,12,13,2,20,5,6,8 49333525 9667 4032978 MARATHON PETE CORP COM 56585A102 2292998 42867795 SH DFND 1,10,11,12,13,19,2,20,5,6,8 39340019 365269 3162507 AMERICAN WOODMARK CORPORATIO COM 030506109 51289 520281 SH DFND 2,20,5,8 464850 261 55170 MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 23114 648529 SH DFND 2,20 590530 0 57999 MARCHEX INC CL B 56624R108 45 16014 SH DFND 20 16014 0 0 MARCUS & MILLICHAP INC COM 566324109 24246 719473 SH DFND 2,20,5,8 641333 0 78140 MARCUS CORP DEL COM 566330106 14824 741559 SH DFND 2,20,5 685226 0 56333 MARINE PRODS CORP COM 568427108 2379 146211 SH DFND 2,20,5 127760 0 18451 MARINEMAX INC COM 567908108 37645 762665 SH DFND 2,20,5,8 685230 0 77435 MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 7910 510950 SH DFND 2,20,5 447386 0 63564 MARKEL CORP COM 570535104 342330 300390 SH DFND 10,11,12,13,19,2,20,5,6,8 239719 7833 52838 MARKER THERAPEUTICS INC COM 57055L107 1291 576225 SH DFND 2,20 501328 0 74897 MARKETAXESS HLDGS INC COM 57060D108 878551 1764442 SH DFND 10,11,12,13,19,2,20,5,6,8 1491036 53977 219429 AMERICAN WTR WKS CO INC NEW COM 030420103 1389072 9265424 SH DFND 10,11,12,13,19,2,20,5,6,8 8086898 113723 1064803 MARLIN BUSINESS SVCS CORP COM 571157106 2019 148004 SH DFND 2,20 124783 0 23221 MARRIOTT INTL INC NEW CL A 571903202 1671270 11283981 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9801092 134580 1348309 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 213492 1225695 SH DFND 1,12,13,2,20,5,8 1075739 515 149441 MARRONE BIO INNOVATIONS INC COM 57165B106 2094 1001879 SH DFND 2,20 854884 0 146995 MARSH & MCLENNAN COS INC COM 571748102 2823439 23180946 SH DFND 10,11,12,13,19,2,20,5,6,8 19753930 448073 2978943 MARTEN TRANS LTD COM 573075108 38129 2246826 SH DFND 2,20,5,8 2027180 0 219646 MARTIN MARIETTA MATLS INC COM 573284106 1103872 3287093 SH DFND 10,11,12,13,19,2,20,5,6,8 2855007 36494 395592 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 690356 14094656 SH DFND 10,11,12,13,19,2,20,5,6,8 11520083 399480 2175093 MASCO CORP COM 574599106 733512 12245603 SH DFND 10,11,12,13,19,2,20,5,6,8 10471172 387680 1386751 MASIMO CORP COM 574795100 374209 1629406 SH DFND 10,11,12,13,19,2,20,5,6,8 1409410 52714 167282 AMERICAS CAR-MART INC COM 03062T105 31686 207957 SH DFND 2,20,5,8 186362 0 21595 MASONITE INTL CORP COM 575385109 54533 473215 SH DFND 2,20,5,8 389635 200 83380 MASTEC INC COM 576323109 158172 1688067 SH DFND 12,13,2,20,5,8 1476818 487 210762 MASTECH DIGITAL INC COM 57633B100 1024 58144 SH DFND 2,20 50463 0 7681 MASTERCARD INCORPORATED CL A 57636Q104 12050953 33846237 SH DFND 10,11,12,13,19,2,20,5,6,8 28681675 894426 4270136 MASTERCRAFT BOAT HLDGS INC COM 57637H103 8376 315014 SH DFND 2,20,5 268370 0 46644 MATADOR RES CO COM 576485205 141432 6031204 SH DFND 2,20,5 5728222 2200 300782 MATCH GROUP INC NEW COM 57667L107 647850 4715755 SH DFND 10,11,12,13,19,2,20,5,6,8 3812317 149965 753473 MATERIALISE NV SPONSORED ADS 57667T100 2990 83181 SH DFND 2,5 83181 0 0 MATERION CORP COM 576690101 70139 1058869 SH DFND 2,20,5,8 985154 87 73628 MATINAS BIOPHARMA HLDGS INC COM 576810105 142 135000 SH DFND 20 135000 0 0 AMERICOLD RLTY TR COM 03064D108 291878 7544068 SH DFND 10,19,2,20,5,8 6394333 58000 1091735 MATRIX SVC CO COM 576853105 10912 832332 SH DFND 2,20,5 764853 0 67479 MATSON INC COM 57686G105 98177 1471919 SH DFND 2,20,5,8 1351891 0 120028 MATTEL INC COM 577081102 158619 7962808 SH DFND 12,13,19,2,20,5,8 7284108 3270 675430 MATTHEWS INTL CORP CL A 577128101 40175 1015794 SH DFND 2,20,5,8 906792 71 108931 MAUI LD & PINEAPPLE INC COM 577345101 1147 99312 SH DFND 2,20 86872 0 12440 MAXAR TECHNOLOGIES INC COM 57778K105 93916 2483241 SH DFND 13,19,2,20,5,8 2243748 250 239243 MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 25097 795209 SH DFND 2,20,5 769619 0 25590 MAXIM INTEGRATED PRODS INC COM 57772K101 1261001 13801043 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11596538 402605 1801900 MAXIMUS INC COM 577933104 222031 2493613 SH DFND 12,13,19,2,20,5,8 2229380 510 263723 MAXLINEAR INC COM 57776J100 92449 2712714 SH DFND 2,20,5,8 2464331 500 247883 AMERIPRISE FINL INC COM 03076C106 1276208 5490249 SH DFND 1,10,12,13,19,2,20,5,6,8 4659417 176632 654200 MAYVILLE ENGINEERING CO INC COM 578605107 1584 110180 SH DFND 2,20 93751 0 16429 MBIA INC COM 55262C100 10598 1101714 SH DFND 2,20,5,8 914948 0 186766 MCAFEE CORP COM CL A 579063108 10152 444144 SH DFND 2,20 428227 0 15917 MCCORMICK & CO INC COM NON VTG 579780206 1085214 12171539 SH DFND 10,11,12,13,19,2,20,5,6,8 10147350 150184 1874005 MCDONALDS CORP COM 580135101 8064300 35978852 SH DFND 1,10,11,12,13,19,2,20,5,6,8 26050871 502812 9425169 MCEWEN MNG INC COM 58039P107 700 672948 SH DFND 2,20,5,8 492749 0 180199 MCGRATH RENTCORP COM 580589109 38407 476220 SH DFND 2,20,5,8 391321 167 84732 MCKESSON CORP COM 58155Q103 1358830 6951842 SH DFND 10,11,12,13,19,2,20,5,6,8 5872765 157832 921245 MDU RES GROUP INC COM 552690109 427092 13422890 SH DFND 12,13,2,20,5,8 12987623 1690 433577 MECHEL PAO SPONSORED ADR NE 583840608 1826 1055236 SH DFND 2,20,5 932219 4600 118417 AMERIS BANCORP COM 03076K108 186494 3541481 SH DFND 2,20,5,8 3250491 1400 289590 MEDALLIA INC COM 584021109 31887 1143325 SH DFND 19,2,20,5,8 976751 800 165774 MEDIAALPHA INC CL A 58450V104 9390 265039 SH DFND 2,20,5 229319 0 35720 MEDICAL PPTYS TRUST INC COM 58463J304 498206 23112254 SH DFND 10,11,12,13,19,2,20,5,6,8 19824618 450015 2837621 MEDICINOVA INC COM NEW 58468P206 3528 698545 SH DFND 2,20,5 601896 0 96649 MEDIFAST INC COM 58470H101 75804 355502 SH DFND 2,20,5,8 310971 4418 40113 MEDNAX INC COM 58502B106 78945 3099547 SH DFND 12,13,2,20,5,8 2469757 892 628898 MEDPACE HLDGS INC COM 58506Q109 136050 829322 SH DFND 2,20,5,8 732105 400 96817 MEDTRONIC PLC SHS G5960L103 6495493 54718621 SH DFND 10,11,12,13,19,2,20,5,6,8 47179356 883400 6655865 MEI PHARMA INC COM NEW 55279B202 6071 1770116 SH DFND 2,20,5 1517579 0 252537 MEIRAGTX HLDGS PLC COM G59665102 5322 368849 SH DFND 19,2,20,5,8 307248 0 61601 AMERISAFE INC COM 03071H100 40340 630312 SH DFND 2,20,5,8 563199 500 66613 MELCO RESORTS AND ENTMNT LTD ADR 585464100 111966 5623593 SH DFND 1,10,12,13,19,2,20,5,6,8 2675874 309408 2638311 MERCADOLIBRE INC COM 58733R102 683703 464428 SH DFND 1,10,11,12,13,19,2,20,5,6,8 312009 23716 128703 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 35969 10796000 PRN DFND 2,5 10796000 0 0 MERCANTILE BANK CORP COM 587376104 10379 319650 SH DFND 2,20,5,8 266486 0 53164 MERCER INTL INC COM 588056101 9409 650904 SH DFND 2,20,5,8 617903 0 33001 MERCHANTS BANCORP IND COM 58844R108 7626 181440 SH DFND 19,2,20,5 151199 0 30241 MERCK & CO. INC COM 58933Y105 8759110 112688934 SH DFND 1,10,11,12,13,19,2,20,5,6,8 91484818 2628900 18575216 MERCURY GENL CORP NEW COM 589400100 53627 881871 SH DFND 12,2,20,5,8 828355 2734 50782 MERCURY SYS INC COM 589378108 146518 2073857 SH DFND 13,19,2,20,5,8 1950234 399 123224 MEREDITH CORP COM 589433101 41077 1379340 SH DFND 12,2,20,5,8 1240977 1362 137001 AAR CORP COM 000361105 70590 1694842 SH DFND 19,2,20,5,8 1567543 786 126513 AMERISOURCEBERGEN CORP COM 03073E105 761011 6445424 SH DFND 10,11,12,13,19,2,20,5,6,8 5365748 98281 981395 MERIDIAN BANCORP INC MD COM 58958U103 18365 991569 SH DFND 2,20,5,8 801796 0 189773 MERIDIAN BIOSCIENCE INC COM 589584101 44057 1678375 SH DFND 2,20,5,8 1530462 500 147413 MERIDIAN CORPORATION COM 58958P104 2043 78590 SH DFND 2,20 67340 0 11250 MERIT MED SYS INC COM 589889104 112876 1885033 SH DFND 19,2,20,5,8 1520380 372 364281 MERITAGE HOMES CORP COM 59001A102 108198 1177086 SH DFND 12,2,20,5,8 1037187 564 139335 MERITOR INC COM 59001K100 76209 2590381 SH DFND 2,20,5,8 2342243 303 247835 MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 70 11185 SH DFND 20 11185 0 0 MERSANA THERAPEUTICS INC COM 59045L106 60610 3746000 SH DFND 13,19,2,20,5,8 3558506 100 187394 MERUS N V COM N5749R100 772 36972 SH DFND 19,2,20,5,8 20372 0 16600 MESA AIR GROUP INC COM NEW 590479135 10480 779195 SH DFND 2,20,5 701890 0 77305 AMES NATL CORP COM 031001100 4156 162478 SH DFND 2,20,5 141168 0 21310 MESA LABS INC COM 59064R109 43830 180001 SH DFND 2,20,5,8 162770 0 17231 META FINL GROUP INC COM 59100U108 45264 997841 SH DFND 2,20,5,8 881998 0 115843 METACRINE INC COM 59101E103 512 82630 SH DFND 2,20 73027 0 9603 METHODE ELECTRS INC COM 591520200 52125 1241666 SH DFND 2,20,5,8 1108425 108 133133 METLIFE INC COM 59156R108 2237362 36804774 SH DFND 10,11,12,13,19,2,20,5,6,8 31707090 879746 4217938 METROCITY BANKSHARES INC COM 59165J105 4299 279488 SH DFND 2,20,5 240074 0 39414 METROMILE INC COM 591697107 491 47700 SH DFND 20 47700 0 0 METROPOLITAN BK HLDG CORP COM 591774104 5863 116424 SH DFND 2,20,5 101166 0 15258 METTLER TOLEDO INTERNATIONAL COM 592688105 1116067 965715 SH DFND 10,11,12,13,19,2,20,5,6,8 815147 27094 123474 MFA FINL INC COM 55272X102 37490 9046672 SH DFND 12,13,2,20,5,8 7262071 3263 1781338 AMETEK INC COM 031100100 1190019 9316677 SH DFND 10,11,12,13,19,2,20,5,6,8 8125082 180460 1011135 MGE ENERGY INC COM 55277P104 56513 791610 SH DFND 2,20,5,8 648906 548 142156 MGIC INVT CORP WIS COM 552848103 170434 12305738 SH DFND 1,12,13,2,20,5,8 11618511 2870 684357 MGM GROWTH PPTYS LLC CL A COM 55303A105 17312 522802 SH DFND 20,5,8 317213 1800 203789 MGM RESORTS INTERNATIONAL COM 552953101 628119 16533788 SH DFND 10,12,13,19,2,20,5,6,8 14067269 290293 2176226 MGP INGREDIENTS INC NEW COM 55303J106 25165 425436 SH DFND 2,20,5,8 377222 0 48214 MICHAELS COS INC COM 59408Q106 58605 2671171 SH DFND 12,2,20,5,8 2407419 600 263152 MICRO FOCUS INTL PLC SPON ADR NEW 594837403 495 63179 SH DFND 2,20 20460 568 42151 MICROCHIP TECHNOLOGY INC. COM 595017104 1566511 10092195 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8752274 161975 1177946 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 15219 12950000 PRN DFND 2 12950000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 21506 9459000 PRN DFND 2,5 9459000 0 0 AMGEN INC COM 031162100 7387936 29693084 SH DFND 1,10,11,12,13,19,2,20,5,6,8 20310884 605444 8776756 MICRON TECHNOLOGY INC COM 595112103 3996859 45310723 SH DFND 10,11,12,13,19,2,20,5,6,8 38630094 1166018 5514611 MICROSOFT CORP COM 594918104 68980562 292575655 SH DFND 1,10,11,12,13,19,2,20,5,6,8 243912020 6360492 42303143 MICROSTRATEGY INC CL A NEW 594972408 154590 227740 SH DFND 13,2,20,5,8 199488 100 28152 MICROVISION INC DEL COM NEW 594960304 32226 1737239 SH DFND 2,20,5 1737239 0 0 MID PENN BANCORP INC COM 59540G107 2989 111482 SH DFND 2,20 94354 0 17128 MID-AMER APT CMNTYS INC COM 59522J103 939146 6505582 SH DFND 10,11,12,13,19,2,20,5,6,8 5560135 98284 847163 MIDDLEBY CORP COM 596278101 207874 1254143 SH DFND 12,13,19,2,20,5,8 1145686 479 107978 MIDDLEFIELD BANC CORP COM NEW 596304204 1896 90477 SH DFND 2,20 77577 0 12900 MIDDLESEX WTR CO COM 596680108 27373 346402 SH DFND 19,2,20,5,8 285747 200 60455 MIDLAND STS BANCORP INC ILL COM 597742105 17084 615871 SH DFND 2,20,5,8 519922 0 95949 AMICUS THERAPEUTICS INC COM 03152W109 94225 9536942 SH DFND 13,19,2,20,5,8 8615596 3500 917846 MIDWEST HLDG INC COM NEW 59833J206 270 5400 SH DFND 2,20 4000 0 1400 MIDWESTONE FINL GROUP INC NE COM 598511103 8508 274725 SH DFND 2,20,5,8 231343 0 43382 MILESTONE PHARMACEUTICALS IN COM 59935V107 99 17016 SH DFND 2 17016 0 0 MILESTONE SCIENTIFIC INC COM NEW 59935P209 2262 633505 SH DFND 2,20 542750 0 90755 MILLER HERMAN INC COM 600544100 75557 1828082 SH DFND 19,2,20,5,8 1610211 347 217524 MILLER INDS INC TENN COM NEW 600551204 11657 252373 SH DFND 2,20,5 224535 0 27838 MIMECAST LTD ORD SHS G14838109 50588 1258083 SH DFND 19,2,20,5,8 1046093 1100 210890 MIMEDX GROUP INC COM 602496101 723 70200 SH DFND 20 70200 0 0 MINERALS TECHNOLOGIES INC COM 603158106 75712 1005211 SH DFND 2,20,5,8 885532 914 118765 MINERVA NEUROSCIENCES INC COM 603380106 1664 569788 SH DFND 2,20,5 491271 0 78517 AMKOR TECHNOLOGY INC COM 031652100 76022 3206308 SH DFND 2,20,5,8 2852474 432 353402 MIRATI THERAPEUTICS INC COM 60468T105 181265 1058171 SH DFND 13,19,2,20,5,8 916766 300 141105 MIRUM PHARMACEUTICALS INC COM 604749101 1796 90618 SH DFND 2,20 79612 0 11006 MISONIX INC COM 604871103 3826 195310 SH DFND 2,20,5 169400 0 25910 MISSION PRODUCE INC COM 60510V108 1896 99743 SH DFND 2,20 84855 0 14888 MISTRAS GROUP INC COM 60649T107 3617 316959 SH DFND 2,20 272444 0 44515 MITEK SYS INC COM NEW 606710200 17034 1168346 SH DFND 2,20,5,8 1020507 0 147839 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 137 25470 SH DFND 20 25470 0 0 MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 38 13100 SH DFND 20 13100 0 0 MKS INSTRS INC COM 55306N104 235627 1270776 SH DFND 13,19,2,20,5,8 1152652 601 117523 MMA CAPITAL HOLDINGS INC COM 55315D105 1759 77136 SH DFND 2,20 66223 0 10913 AMN HEALTHCARE SVCS INC COM 001744101 111690 1515471 SH DFND 13,19,2,20,5,8 1330945 705 183821 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 80811 9689553 SH DFND 10,12,13,19,2,20,5,8 6874754 308393 2506406 MODEL N INC COM 607525102 24950 708203 SH DFND 2,20,5,8 595792 0 112411 MODERNA INC COM 60770K107 786862 6008874 SH DFND 10,11,12,13,19,2,20,5,6,8 4898871 141731 968272 MODINE MFG CO COM 607828100 19648 1330232 SH DFND 2,20,5 1208592 0 121640 MODIVCARE INC COM 60783X104 57304 386875 SH DFND 2,20,5,8 345831 0 41044 MOELIS & CO CL A 60786M105 57491 1047570 SH DFND 2,20,5,8 849838 600 197132 MOHAWK INDS INC COM 608190104 525247 2731254 SH DFND 10,11,12,13,19,2,20,5,6,8 2387718 59904 283632 MOLECULAR TEMPLATES INC COM 608550109 5741 454933 SH DFND 2,20,5,8 390122 0 64811 MOLINA HEALTHCARE INC COM 60855R100 435671 1863752 SH DFND 10,11,12,13,19,2,20,5,6,8 1544388 98724 220640 MOLSON COORS BEVERAGE CO CL B 60871R209 420536 8221631 SH DFND 10,12,13,19,2,20,5,6,8 7017490 110591 1093550 AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 16388 2435002 SH DFND 13,2,20,5,8 2072815 2533 359654 MOMO INC ADR 60879B107 66011 4478343 SH DFND 1,10,12,13,19,2,20,5,8 3088171 109800 1280372 MOMO INC NOTE 1.250% 7/0 60879BAB3 14464 16472000 PRN DFND 2,5 16472000 0 0 MONARCH CASINO & RESORT INC COM 609027107 25190 415547 SH DFND 2,20,5,8 354552 0 60995 MONDELEZ INTL INC CL A 609207105 3624618 61598456 SH DFND 10,11,12,13,19,2,20,5,6,8 53140487 1040477 7417492 MONEYGRAM INTL INC COM NEW 60935Y208 8932 1359578 SH DFND 2,20,5 1218076 0 141502 MONGODB INC CL A 60937P106 274251 1025507 SH DFND 10,11,12,13,19,2,20,5,6,8 821433 26453 177621 MONMOUTH REAL ESTATE INVT CO CL A 609720107 65347 3694009 SH DFND 10,19,2,20,5,8 3143890 22205 527914 MONOLITHIC PWR SYS INC COM 609839105 596467 1685861 SH DFND 10,11,12,13,19,2,20,5,6,8 1425824 53758 206279 MONRO INC COM 610236101 77276 1174403 SH DFND 2,20,5,8 1054134 329 119940 MONSTER BEVERAGE CORP NEW COM 61174X109 1429849 15697104 SH DFND 10,11,12,13,19,2,20,5,6,8 13094241 562727 2040136 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 25739 1404953 SH DFND 19,2,20,5,8 1219467 0 185486 MONTROSE 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MATERIALS CORP COM CL A 553368101 1373 38200 SH DFND 20 38200 0 0 MR COOPER GROUP INC COM 62482R107 117878 3391198 SH DFND 2,20,5,8 3126266 500 264432 MRC GLOBAL INC COM 55345K103 13959 1545835 SH DFND 2,20,5,8 1256023 200 289612 MSA SAFETY INC COM 553498106 205834 1372042 SH DFND 13,19,2,20,5,6,8 1295914 326 75802 MSC INDL DIRECT INC CL A 553530106 100920 1118970 SH DFND 13,19,2,20,5,8 1023632 748 94590 MSCI INC COM 55354G100 1529761 3648542 SH DFND 10,11,12,13,19,2,20,5,6,8 3225017 70996 352529 MSG NETWORK INC CL A 553573106 10771 716154 SH DFND 2,20,5,8 582831 1848 131475 MTS SYS CORP COM 553777103 36321 624079 SH DFND 19,2,20,5,8 554506 561 69012 MUELLER INDS INC COM 624756102 75060 1809468 SH DFND 2,20,5,8 1612709 218 196541 MUELLER WTR PRODS INC COM SER A 624758108 45658 3287143 SH DFND 2,20,5,8 2722701 2315 562127 ABB LTD SPONSORED ADR 000375204 24348 776878 SH DFND 2,20 776878 0 0 AMPIO PHARMACEUTICALS INC COM 03209T109 95 56138 SH DFND 20 56138 0 0 MULTIPLAN CORPORATION COM 62548M100 936 168700 SH DFND 20 168700 0 0 MURPHY OIL CORP COM 626717102 150361 9162781 SH DFND 12,13,2,20,5,8 8961771 1579 199431 MURPHY USA INC COM 626755102 125271 866567 SH DFND 12,2,20,5,8 768470 269 97828 MUSTANG BIO INC COM 62818Q104 2339 704541 SH DFND 2,20,5 592804 0 111737 MVB FINL CORP COM 553810102 4926 145752 SH DFND 2,20 123440 0 22312 MYERS INDS INC COM 628464109 22405 1126159 SH DFND 2,20,5,8 1017435 0 108724 MYOVANT SCIENCES LTD COM G637AM102 2397 116454 SH DFND 19,2,20,5,8 73237 0 43217 MYR GROUP INC DEL COM 55405W104 36676 511731 SH DFND 2,20,5,8 449017 0 62714 MYRIAD GENETICS INC COM 62855J104 122855 4034657 SH DFND 2,20,5,8 3773877 1182 259598 NABORS INDUSTRIES LTD SHS G6359F137 26631 284977 SH DFND 12,13,2,20,5 266877 0 18100 AMPLIFY ENERGY CORP NEW COM 03212B103 547 196675 SH DFND 2,20 196675 0 0 NABRIVA THERAPEUTICS PLC SHS G63637113 178 107436 SH DFND 2,5 107436 0 0 NACCO INDS INC CL A 629579103 1793 71871 SH DFND 2,20,5 59719 0 12152 NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 24127 2808714 SH DFND 1,2,5 2712714 0 96000 NANO X IMAGING LTD ORD SHS M70700105 2130 51389 SH DFND 2,20,6,8 37789 0 13600 NANOSTRING TECHNOLOGIES INC COM 63009R109 55684 847416 SH DFND 19,2,20,5,8 681142 300 165974 NANTHEALTH INC COM 630104107 1406 438054 SH DFND 2,20 383614 0 54440 NAPCO SEC TECHNOLOGIES INC COM 630402105 7718 221587 SH DFND 2,20,5,8 179196 0 42391 NASDAQ INC COM 631103108 796468 5401249 SH DFND 10,11,12,13,19,2,20,5,6,8 4570238 122252 708759 NATERA INC COM 632307104 193865 1909243 SH DFND 13,2,20,5,8 1645499 700 263044 NATHANS FAMOUS INC NEW COM 632347100 3207 50826 SH DFND 2,20 43963 0 6863 AMYRIS INC COM NEW 03236M200 42398 2219780 SH DFND 2,20,5,8 1838962 0 380818 NATIONAL BANKSHARES INC VA COM 634865109 3919 110370 SH DFND 2,20,5 93160 0 17210 NATIONAL BEVERAGE CORP COM 635017106 35569 727228 SH DFND 2,20,5,8 639891 0 87337 NATIONAL BK HLDGS CORP CL A 633707104 46663 1175982 SH DFND 2,20,5,8 1066695 0 109287 NATIONAL CINEMEDIA INC COM 635309107 5465 1170298 SH DFND 2,20,5 1005361 0 164937 NATIONAL ENERGY SERVICES REU SHS G6375R107 4190 338728 SH DFND 2,20 295301 0 43427 NATIONAL FUEL GAS CO COM 636180101 324463 6434464 SH DFND 12,13,19,2,20,5,8 6340103 1287 93074 NATIONAL GRID PLC SPONSORED ADR NE 636274409 3034 51222 SH DFND 2,20 51222 0 0 NATIONAL HEALTH INVS INC COM 63633D104 131696 1794590 SH DFND 10,19,2,20,5,8 1524883 10398 259309 NATIONAL HEALTHCARE CORP COM 635906100 23077 294315 SH DFND 2,20,5,8 250299 0 44016 NATIONAL INSTRS CORP COM 636518102 133874 3100004 SH DFND 13,19,2,20,5,8 2769307 1055 329642 ANALOG DEVICES INC COM 032654105 1950561 12577774 SH DFND 10,11,12,13,19,2,20,5,6,8 10945815 230031 1401928 NATIONAL PRESTO INDS INC COM 637215104 25057 245491 SH DFND 2,20,5 229601 157 15733 NATIONAL RESH CORP COM NEW 637372202 12499 266896 SH DFND 2,20,5,8 216228 0 50668 NATIONAL RETAIL PROPERTIES I COM 637417106 743359 16867681 SH DFND 10,12,13,19,2,20,5,8 15991185 42744 833752 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 127551 3194363 SH DFND 10,19,2,20,5,8 2802973 15200 376190 NATIONAL VISION HLDGS INC COM 63845R107 73593 1679062 SH DFND 13,19,2,20,5,8 1387801 900 290361 NATIONAL WESTN LIFE GROUP IN CL A 638517102 11856 47616 SH DFND 2,20,5,8 38463 0 9153 NATURA &CO HLDG S A ADS 63884N108 1360 80052 SH DFND 1,19,2,20,8 21380 1374 57298 NATURAL GAS SVCS GROUP INC COM 63886Q109 128 13599 SH DFND 20 13599 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 3117 177622 SH DFND 2,20 156221 0 21401 NATURES SUNSHINE PRODS INC COM 639027101 3006 143486 SH DFND 2,20 120822 0 22664 ANAPLAN INC COM 03272L108 90207 1675150 SH DFND 13,19,2,20,5,8 1431040 1000 243110 NATUS MED INC DEL COM 639050103 34289 1338896 SH DFND 2,20,5,8 1227598 0 111298 NAUTILUS INC COM 63910B102 8129 519731 SH DFND 2,20,5,8 444430 0 75301 NAVIENT CORPORATION COM 63938C108 86420 6039151 SH DFND 1,12,13,19,2,20,5,8 5343340 2877 692934 NAVISTAR INTL CORP NEW COM 63934E108 41824 949893 SH DFND 12,13,19,2,20,5,8 772772 356 176765 NBT BANCORP INC COM 628778102 68572 1718605 SH DFND 2,20,5,8 1562903 323 155379 NCINO INC COM 63947U107 26580 398386 SH DFND 2,20 359963 0 38423 NCR CORP NEW COM 62886E108 175670 4628980 SH DFND 1,12,13,19,2,20,5,8 4347501 1952 279527 NEENAH INC COM 640079109 29018 564766 SH DFND 2,20,5,8 502439 0 62327 NEKTAR THERAPEUTICS COM 640268108 87572 4378595 SH DFND 13,19,2,20,5,8 4009062 1889 367644 NELNET INC CL A 64031N108 24981 343422 SH DFND 2,20,5,8 271512 60 71850 ANAPTYSBIO INC COM 032724106 37961 1761515 SH DFND 2,20,5,8 1683270 0 78245 NEMAURA MED INC COM NEW 640442208 810 105981 SH DFND 2,20 92668 0 13313 NEOGAMES S A SHS L6673X107 2297 64218 SH DFND 2,20 56250 0 7968 NEOGEN CORP COM 640491106 151031 1699080 SH DFND 19,2,20,5,8 1511746 613 186721 NEOGENOMICS INC COM NEW 64049M209 159129 3299376 SH DFND 19,2,20,5,8 2917162 1700 380514 NEOLEUKIN THERAPEUTICS INC COM 64049K104 19438 1579068 SH DFND 19,2,20,5,8 1501024 0 78044 NEOPHOTONICS CORP COM 64051T100 30669 2566414 SH DFND 2,20,5,8 2419030 0 147384 NESCO HLDGS INC COM 64083J104 1736 185642 SH DFND 2,20 160342 0 25300 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 593 105944 SH DFND 2 105944 0 0 NETAPP INC COM 64110D104 669031 9206425 SH DFND 10,11,12,13,19,2,20,5,6,8 7777164 290314 1138947 NETEASE INC SPONSORED ADS 64110W102 880240 8524506 SH DFND 1,10,12,13,19,2,20,5,8 6250542 232480 2041484 ANAVEX LIFE SCIENCES CORP COM NEW 032797300 41070 2747179 SH DFND 2,20,5 2619738 0 127441 NETFLIX INC COM 64110L106 8264523 15842738 SH DFND 10,11,12,13,19,2,20,5,6,8 13484437 230225 2128076 NETGEAR INC COM 64111Q104 45994 1119067 SH DFND 19,2,20,5,8 1003261 96 115710 NETSCOUT SYS INC COM 64115T104 65291 2318558 SH DFND 13,19,2,20,5,8 1992578 1165 324815 NETSTREIT CORP COM 64119V303 4960 268228 SH DFND 2,20 221882 0 46346 NEUBASE THERAPEUTICS INC COM 64132K102 1908 258126 SH DFND 2,20 220984 0 37142 NEUROBO PHARMACEUTICALS INC COM 64132R107 326 74062 SH DFND 2,20 64594 0 9468 NEUROCRINE BIOSCIENCES INC COM 64125C109 317749 3267343 SH DFND 10,11,12,13,19,2,20,5,6,8 2922989 50228 294126 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 13095 9637000 PRN DFND 2,5 9637000 0 0 NEVRO CORP COM 64157F103 99080 710251 SH DFND 13,2,20,5,8 590324 400 119527 NEW FORTRESS ENERGY INC COM CL A 644393100 43698 951814 SH DFND 2,20 951814 0 0 ANDERSONS INC COM 034164103 28599 1037928 SH DFND 2,20,5,8 928051 1437 108440 NEW FRONTIER HEALTH CORP ORD SHS G6461G106 687 60800 SH DFND 2 60800 0 0 NEW HOME CO INC COM 645370107 62 11900 SH DFND 20 11900 0 0 NEW JERSEY RES CORP COM 646025106 335717 8351516 SH DFND 12,13,19,2,20,5,8 8003419 1356 346741 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 404770 28912142 SH DFND 1,10,11,12,13,19,2,20,5,8 21318202 687130 6906810 NEW RELIC INC COM 64829B100 42158 685718 SH DFND 13,19,2,20,5,8 571934 800 112984 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 12792 13070000 PRN DFND 2,5 13070000 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 65298 5804272 SH DFND 12,13,2,20,5,8 4915213 3500 885559 NEW SR INVT GROUP INC COM 648691103 9099 1460456 SH DFND 2,20,5 1253754 0 206702 NEW YORK CMNTY BANCORP INC COM 649445103 194420 15405741 SH DFND 12,13,2,20,5,8 14436357 15517 953867 NEW YORK MTG TR INC COM PAR $.02 649604501 57004 12472219 SH DFND 2,20,5,8 11025081 0 1447138 ANGI INC COM CL A NEW 00183L102 7197 553619 SH DFND 2,20,5,8 494043 0 59576 NEW YORK TIMES CO CL A 650111107 177540 3507308 SH DFND 13,19,2,20,5,8 3188885 1200 317223 NEWAGE INC COM 650194103 4488 1569090 SH DFND 2,20,5 1365446 0 203644 NEWATER TECHNOLOGY INC SHS G64335105 101 30241 SH DFND 2 30241 0 0 NEWELL BRANDS INC COM 651229106 483441 18052307 SH DFND 10,11,12,13,19,2,20,5,6,8 14574770 257138 3220399 NEWMARK GROUP INC CL A 65158N102 27621 2760679 SH DFND 13,2,20,5,8 2254586 36443 469650 NEWMARKET CORP COM 651587107 70838 185435 SH DFND 13,19,2,20,5,8 163371 83 21981 NEWMONT CORP COM 651639106 2215359 36757248 SH DFND 1,10,11,12,13,19,2,20,5,6,8 31401404 347884 5007960 NEWPARK RES INC COM PAR $.01NEW 651718504 5351 1704109 SH DFND 2,20,5 1494227 0 209882 NEWS CORP NEW CL A 65249B109 450021 17626072 SH DFND 10,11,12,13,19,2,20,5,6,8 15175044 223049 2227979 NEWS CORP NEW CL B 65249B208 101747 4318180 SH DFND 10,12,13,19,2,20,5,6 3954087 1000 363093 ANGIODYNAMICS INC COM 03475V101 48337 2065677 SH DFND 2,20,5,8 1959081 0 106596 NEXA RES S A COM L67359106 636 62068 SH DFND 13,2,5 52520 0 9548 NEXIMMUNE INC COM 65344D109 925 48454 SH DFND 2,20 39240 0 9214 NEXPOINT RESIDENTIAL TR INC COM 65341D102 52723 1143906 SH DFND 10,19,2,20,5,8 1016519 5000 122387 NEXSTAR MEDIA GROUP INC CL A 65336K103 73707 524865 SH DFND 12,13,19,2,20,5,8 435063 612 89190 NEXTCURE INC COM 65343E108 2746 274279 SH DFND 2,20,5,8 234306 0 39973 NEXTDECADE CORP COM 65342K105 895 335223 SH DFND 2,20 294445 0 40778 NEXTERA ENERGY INC COM 65339F101 7340432 97082826 SH DFND 10,11,12,13,19,2,20,5,6,8 86061055 1202628 9819143 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 36754 638650 SH DFND 2 638650 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 41092 829300 SH DFND 2 829300 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 50345 1013800 SH DFND 2 1013800 0 0 ABBOTT LABS COM 002824100 8451446 70522748 SH DFND 1,10,11,12,13,19,2,20,5,6,8 60566362 1251455 8704931 ANGION BIOMEDICA CORP COM 03476J107 849 47005 SH DFND 2,20 38606 0 8399 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 9605 131798 SH DFND 19,20,5,8 66679 400 64719 NEXTGEN HEALTHCARE INC COM 65343C102 31777 1755655 SH DFND 2,20,5,8 1546752 1604 207299 NEXTIER OILFIELD SOLUTIONS COM 65290C105 17058 4585513 SH DFND 19,2,20,5,8 4044051 0 541462 NGM BIOPHARMACEUTICALS INC COM 62921N105 14177 487682 SH DFND 2,20,5 428447 0 59235 NI HLDGS INC COM 65342T106 2759 149281 SH DFND 2,20 127876 0 21405 NIC INC COM 62914B100 70165 2067924 SH DFND 2,20,5,8 1836213 1718 229993 NICE LTD SPONSORED ADR 653656108 59019 270767 SH DFND 1,20 5036 0 265731 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 3436 1313000 PRN DFND 5 1313000 0 0 NICOLET BANKSHARES INC COM 65406E102 19454 233096 SH DFND 2,20,5,8 203064 0 30032 NIELSEN HLDGS PLC SHS EUR G6518L108 304681 12114571 SH DFND 10,12,13,19,2,20,5,6,8 10793053 5518 1316000 ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 10243 456559 SH DFND 2,20,5,8 432438 0 24121 NIKE INC CL B 654106103 7330593 55051069 SH DFND 1,10,11,12,13,19,2,20,5,6,8 41944860 1183489 11922720 NIKOLA CORP COM 654110105 11154 803045 SH DFND 19,2,20,5,8 679145 1600 122300 NINE ENERGY SERVICE INC COM 65441V101 32 13990 SH DFND 20 13990 0 0 NIO INC SPON ADS 62914V106 993370 25484086 SH DFND 1,10,12,13,19,2,20,5,8 18919849 555000 6009237 NISOURCE INC COM 65473P105 455549 18894628 SH DFND 10,11,12,13,19,2,20,5,6,8 16563139 272468 2059021 NIU TECHNOLOGIES ADS 65481N100 22542 615072 SH DFND 1,13,2,20,5 546426 0 68646 NKARTA INC COM 65487U108 39953 1214390 SH DFND 2,20,5,8 1171337 0 43053 NL INDS INC COM NEW 629156407 995 133580 SH DFND 2,20 114411 0 19169 NLIGHT INC COM 65487K100 22144 683461 SH DFND 2,20,5,8 543171 0 140290 NMI HLDGS INC CL A 629209305 86309 3650993 SH DFND 19,2,20,5,8 3371112 0 279881 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 222 3540 SH DFND 20 3540 0 0 NN INC COM 629337106 5031 711605 SH DFND 2,20,5 613967 0 97638 NOAH HLDGS LTD SPON ADS CL A 65487X102 25857 582362 SH DFND 10,12,13,19,2,20,5,8 438671 19100 124591 NOKIA CORP SPONSORED ADR 654902204 43 10898 SH DFND 1,20 10898 0 0 NOMAD FOODS LTD USD ORD SHS G6564A105 1619 58963 SH DFND 12,2,20,5,8 58963 0 0 NOODLES & CO COM CL A 65540B105 5056 488487 SH DFND 2,20 409568 0 78919 NORDIC AMERICAN TANKERS LIMI COM G65773106 8640 2658478 SH DFND 2,20,5 2300389 0 358089 NORDSON CORP COM 655663102 386446 1945067 SH DFND 10,11,12,13,19,2,20,5,6,8 1717868 45470 181729 NORDSTROM INC COM 655664100 129441 3418038 SH DFND 12,13,19,2,20,5,8 2558907 852 858279 NORFOLK SOUTHN CORP COM 655844108 2848076 10606568 SH DFND 10,11,12,13,19,2,20,5,6,8 9223391 178810 1204367 NORTHEAST BK LEWISTON ME COM 66405S100 3323 125926 SH DFND 2,20 107829 0 18097 ANI PHARMACEUTICALS INC COM 00182C103 14275 394992 SH DFND 13,2,20,5,8 344972 0 50020 NORTHERN OIL AND GAS INC MN COM 665531307 21261 1759992 SH DFND 2,20 1759992 0 0 NORTHERN TR CORP COM 665859104 1008230 9529113 SH DFND 10,12,13,19,2,20,5,6,8 8437698 118879 972536 NORTHFIELD BANCORP INC DEL COM 66611T108 24867 1561989 SH DFND 2,20,5,8 1405462 0 156527 NORTHRIM BANCORP INC COM 666762109 5511 129648 SH DFND 2,20,5 115211 0 14437 NORTHROP GRUMMAN CORP COM 666807102 5111667 15794300 SH DFND 1,10,11,12,13,19,2,20,5,6,8 5682670 108882 10002748 NORTHWEST BANCSHARES INC MD COM 667340103 66684 4614777 SH DFND 2,20,5,8 4154388 1598 458791 NORTHWEST NAT HLDG CO COM 66765N105 64418 1194040 SH DFND 19,2,20,5,8 1095542 38 98460 NORTHWEST PIPE CO COM 667746101 5701 170596 SH DFND 2,20,5 147024 0 23572 NORTHWESTERN CORP COM NEW 668074305 101684 1559575 SH DFND 12,13,19,2,20,5,8 1393387 700 165488 NORTONLIFELOCK INC COM 668771108 549273 25835962 SH DFND 1,10,11,12,13,19,2,20,5,6,8 20491971 658625 4685366 ANIKA THERAPEUTICS INC COM 035255108 38398 941353 SH DFND 2,20,5,8 893184 0 48169 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 306278 11101064 SH DFND 10,12,13,2,20,5,6,8 9950004 3537 1147523 NORWOOD FINL CORP COM 669549107 2545 95652 SH DFND 2,20 80722 0 14930 NOV INC COM 62955J103 318889 23242657 SH DFND 10,12,13,19,2,20,5,6,8 19790561 5911 3446185 NOVA MEASURING INSTRUMENTS L COM M7516K103 457 5026 SH DFND 2 5026 0 0 NOVAGOLD RES INC COM NEW 66987E206 34230 3907508 SH DFND 2,20,5 3301981 0 605527 NOVAN INC COM 66988N106 101 64500 SH DFND 20 64500 0 0 NOVANTA INC COM 67000B104 87408 662737 SH DFND 13,19,2,20,5,8 534114 300 128323 NOVARTIS AG SPONSORED ADR 66987V109 171535 2006725 SH DFND 1,2,20 34118 0 1972607 NOVAVAX INC COM NEW 670002401 261440 1441953 SH DFND 13,19,2,20,5,8 1214420 1100 226433 NOVO-NORDISK A S ADR 670100205 274534 4017159 SH DFND 20 23874 0 3993285 ANNALY CAPITAL MANAGEMENT IN COM 035710409 272095 30861439 SH DFND 10,11,12,13,19,2,20,5,6,8 23941173 1052457 5867809 NOVOCURE LTD ORD SHS G6674U108 253765 1919847 SH DFND 10,11,12,13,19,2,20,5,6,8 1521390 85558 312899 NOW INC COM 67011P100 36370 3604534 SH DFND 12,2,20,5,8 3210460 290 393784 NRG ENERGY INC COM NEW 629377508 459139 12169074 SH DFND 10,11,12,13,19,2,20,5,6,8 10549427 387986 1231661 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 17186 14640000 PRN DFND 2,5 14640000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 71460 1351102 SH DFND 10,12,13,2,20,5,8 1219613 21934 109555 NUANCE COMMUNICATIONS INC COM 67020Y100 155007 3551954 SH DFND 12,13,19,2,20,5,8 2927038 2633 622283 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 43023 23244000 PRN DFND 2,5 23244000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5736 2515000 PRN DFND 2,5 2515000 0 0 NUCOR CORP COM 670346105 1512896 18754220 SH DFND 10,11,12,13,19,2,20,5,6,8 16849965 193520 1710735 NURIX THERAPEUTICS INC COM 67080M103 42838 1377862 SH DFND 2,20,5,8 1324346 0 53516 ANNEXON INC COM 03589W102 21105 758092 SH DFND 2,20,5,8 699314 0 58778 NUTANIX INC CL A 67059N108 64464 2427112 SH DFND 13,19,2,20,5,8 2060524 1400 365188 NUTANIX INC NOTE 1/1 67059NAB4 13405 13755000 PRN DFND 2,5 13755000 0 0 NUTRIEN LTD COM 67077M108 162996 2998899 SH DFND 10,2,20 1141338 0 1857561 NUVASIVE INC COM 670704105 109290 1667029 SH DFND 13,2,20,5,8 1476996 761 189272 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 12682 12414000 PRN DFND 2 12414000 0 0 NUVATION BIO INC COM CL A 67080N101 444 42500 SH DFND 20 42500 0 0 NV5 GLOBAL INC COM 62945V109 23046 238649 SH DFND 2,20,5,8 199164 0 39485 NVE CORP COM NEW 629445206 9182 130986 SH DFND 2,20,5 118820 0 12166 NVENT ELECTRIC PLC SHS G6700G107 108418 3884545 SH DFND 12,13,19,2,20,5,8 3561798 2864 319883 NVIDIA CORPORATION COM 67066G104 12931900 24220217 SH DFND 10,11,12,13,19,2,20,5,6,8 20528828 599622 3091767 ANSYS INC COM 03662Q105 1162031 3422168 SH DFND 10,11,12,13,19,2,20,5,6,8 2925627 106921 389620 NVR INC COM 62944T105 721281 153108 SH DFND 10,11,12,13,19,2,20,5,6,8 131908 4969 16231 NXP SEMICONDUCTORS N V COM N6596X109 2036462 10105131 SH DFND 10,11,12,13,19,2,20,5,6,8 8786362 194997 1123772 NYMOX PHARMACEUTICAL CORP COM P73398102 1455 655393 SH DFND 2,20 578916 0 76477 O-I GLASS INC COM 67098H104 77733 5273614 SH DFND 12,13,2,20,5,8 4719592 2286 551736 OAK STR HEALTH INC COM 67181A107 42944 791309 SH DFND 2,20 726380 0 64929 OAK VY BANCORP OAKDALE CALIF COM 671807105 1820 106099 SH DFND 2,20 90901 0 15198 OASIS PETROLEUM INC COM NEW 674215207 778 13100 SH DFND 20 13100 0 0 OBSEVA SA COM H5861P103 157 48444 SH DFND 2 48444 0 0 OCCIDENTAL PETE CORP COM 674599105 1440847 54106385 SH DFND 1,10,11,12,13,19,2,20,5,6,8 50409638 445700 3251047 OCEANEERING INTL INC COM 675232102 46836 4101241 SH DFND 12,2,20,5,8 3782358 2087 316796 ANTARES PHARMA INC COM 036642106 19362 4710985 SH DFND 2,20,5,8 4150089 0 560896 OCEANFIRST FINL CORP COM 675234108 38920 1625738 SH DFND 2,20,5,8 1353341 0 272397 OCONEE FED FINL CORP COM 675607105 263 10093 SH DFND 2,20 8593 0 1500 OCUGEN INC COM 67577C105 34180 5033935 SH DFND 2,20 5033935 0 0 OCULAR THERAPEUTIX INC COM 67576A100 24904 1517617 SH DFND 19,2,20,5,8 1328035 0 189582 OCWEN FINL CORP COM NEW 675746606 220 7733 SH DFND 20,5 7733 0 0 ODONATE THERAPEUTICS INC COM 676079106 1303 381118 SH DFND 2,20,5,8 332347 0 48771 OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 71269 2589703 SH DFND 10,19,2,20,5,8 2309450 11941 268312 OFG BANCORP COM 67103X102 46666 2055781 SH DFND 2,20,5,8 1880038 111 175632 OGE ENERGY CORP COM 670837103 208197 6433767 SH DFND 10,11,12,13,19,2,20,5,6,8 5570641 198535 664591 OHIO VY BANC CORP COM 677719106 1550 63820 SH DFND 2,20 54267 0 9553 ANTERIX INC COM 03676C100 11049 234288 SH DFND 19,2,20,5,8 196189 0 38099 OI SA SPONSORED ADR NE 670851500 1225 737829 SH DFND 2 737829 0 0 OIL DRI CORP AMER COM 677864100 3578 103877 SH DFND 13,2,20,5 87822 0 16055 OIL STS INTL INC COM 678026105 17288 2866959 SH DFND 2,20,5 2703084 0 163875 OKTA INC CL A 679295105 520684 2362129 SH DFND 10,11,12,13,19,2,20,5,6,8 1911680 56579 393870 OKTA INC NOTE 0.125% 9/0 679295AD7 37423 27735000 PRN DFND 2,5 27735000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 995714 4141733 SH DFND 10,11,12,13,19,2,20,5,6,8 3523179 150363 468191 OLD NATL BANCORP IND COM 680033107 148668 7687048 SH DFND 19,2,20,5,8 7089043 700 597305 OLD POINT FINL CORP COM 680194107 1007 42820 SH DFND 20 2301 0 40519 OLD REP INTL CORP COM 680223104 544171 24916236 SH DFND 12,13,2,20,5,8 24294930 58786 562520 OLD SECOND BANCORP INC ILL COM 680277100 7105 537861 SH DFND 2,20,5 424416 0 113445 ABBVIE INC COM 00287Y109 8170171 75495948 SH DFND 10,11,12,13,19,2,20,5,6,8 64415211 2129891 8950846 ANTERO MIDSTREAM CORP COM 03676B102 65241 7224928 SH DFND 19,2,20,5,8 6714048 4900 505980 OLEMA PHARMACEUTICALS INC COM 68062P106 5768 173846 SH DFND 2,20,5 145956 0 27890 OLIN CORP COM PAR $1 680665205 215080 5664472 SH DFND 12,13,2,20,5,8 3090561 1656 2572255 OLLIES BARGAIN OUTLET HLDGS COM 681116109 117894 1355098 SH DFND 19,2,20,5,8 1242074 400 112624 OLYMPIC STEEL INC COM 68162K106 8727 296322 SH DFND 2,20 273166 0 23156 OMEGA FLEX INC COM 682095104 8629 54658 SH DFND 2,20,5,8 45374 0 9284 OMEGA HEALTHCARE INVS INC COM 681936100 420859 11489467 SH DFND 10,11,12,13,19,2,20,5,6,8 9810456 289205 1389806 OMEROS CORP COM 682143102 23021 1293301 SH DFND 2,20,5,8 1088758 0 204543 OMNICELL COM COM 68213N109 169915 1308347 SH DFND 2,20,5,8 1143794 602 163951 OMNICOM GROUP INC COM 681919106 892897 11928529 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10436043 290824 1201662 ON SEMICONDUCTOR CORP COM 682189105 397208 9545965 SH DFND 10,11,12,13,19,2,20,5,6,8 7327700 256044 1962221 ANTERO RESOURCES CORP COM 03674X106 164075 16085819 SH DFND 12,13,2,20,5,8 15432505 4100 649214 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 32679 15742000 PRN DFND 2,5 15742000 0 0 ON24 INC COM 68339B104 5841 120416 SH DFND 2,20 101851 0 18565 ONCOCYTE CORP COM 68235C107 5758 1109356 SH DFND 2,20,5 968005 0 141351 ONCONOVA THERAPEUTICS INC COM PAR 68232V405 93 92900 SH DFND 20 92900 0 0 ONCORUS INC COM 68236R103 1372 98586 SH DFND 2,20 81328 0 17258 ONCTERNAL THERAPEUTICS INC COM 68236P107 161 19314 SH DFND 20 19314 0 0 ONE GAS INC COM 68235P108 127456 1657206 SH DFND 13,19,2,20,5,8 1463009 545 193652 ONE LIBERTY PPTYS INC COM 682406103 10812 477945 SH DFND 2,20,5,8 410993 4365 62587 ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 5944 402178 SH DFND 10,19,2,20 336578 0 65600 ONEMAIN HLDGS INC COM 68268W103 53436 994710 SH DFND 10,12,13,2,20,5,8 818489 11598 164623 ANTHEM INC COM 036752103 3731265 10394944 SH DFND 10,11,12,13,19,2,20,5,6,8 8789353 345028 1260563 ONEOK INC NEW COM 682680103 1457636 28772919 SH DFND 10,11,12,13,19,2,20,5,6,8 26292713 274038 2206168 ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 618 266511 SH DFND 2,20,5 205343 0 61168 ONESPAN INC COM 68287N100 28211 1151479 SH DFND 2,20,5,8 1028208 1012 122259 ONESPAWORLD HOLDINGS LIMITED COM P73684113 9032 848074 SH DFND 2,20,5,8 722779 0 125295 ONEWATER MARINE INC CL A COM 68280L101 4908 122825 SH DFND 2,20 101372 0 21453 ONTO INNOVATION INC COM 683344105 95292 1450193 SH DFND 2,20,5,8 1250747 709 198737 ONTRAK INC COM 683373104 7286 223784 SH DFND 2,20,5,8 198303 0 25481 OOMA INC COM 683416101 7490 472529 SH DFND 2,20,5 417044 0 55485 OP BANCORP COM 67109R109 2054 195225 SH DFND 2,20 166841 0 28384 OPEN LENDING CORP COM CL A 68373J104 13720 387349 SH DFND 2,20,5,8 318649 0 68700 AON PLC SHS CL A G0403H108 2135495 9280319 SH DFND 10,11,12,13,19,2,20,5,6,8 8124508 204327 951484 OPENDOOR TECHNOLOGIES INC COM 683712103 4395 207400 SH DFND 20 207400 0 0 OPERA LTD SPONSORED ADS 68373M107 258 25806 SH DFND 2,20 25806 0 0 OPKO HEALTH INC COM 68375N103 82835 19308756 SH DFND 13,2,20,5,8 17865409 7225 1436122 OPORTUN FINL CORP COM 68376D104 6980 337035 SH DFND 2,20,5 295118 0 41917 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 8548 213425 SH DFND 2,20,5 193383 0 20042 OPTIMIZERX CORP COM NEW 68401U204 13358 274010 SH DFND 2,20,5 238276 0 35734 OPTINOSE INC COM 68404V100 2132 577811 SH DFND 2,20,5 493828 0 83983 OPTION CARE HEALTH INC COM NEW 68404L201 26510 1494338 SH DFND 2,20,5,8 1265817 0 228521 ORACLE CORP COM 68389X105 5364186 76445578 SH DFND 1,10,11,12,13,19,2,20,5,6,8 64874084 1518402 10053092 ORANGE SPONSORED ADR 684060106 262 21280 SH DFND 1,20 4780 0 16500 APA CORPORATION COM 03743Q108 449269 25098815 SH DFND 10,12,13,19,2,20,5,6,8 24124893 6360 967562 ORASURE TECHNOLOGIES INC COM 68554V108 34936 2993684 SH DFND 2,20,5,8 2749555 1058 243071 ORBCOMM INC COM 68555P100 17855 2340147 SH DFND 2,20,5 2166312 0 173835 ORCHARD THERAPEUTICS PLC ADS 68570P101 1530 210740 SH DFND 2,5 210740 0 0 ORCHID IS CAP INC COM 68571X103 8220 1352724 SH DFND 2,20,5 1148546 0 204178 OREILLY AUTOMOTIVE INC COM 67103H107 1453189 2864837 SH DFND 10,11,12,13,19,2,20,5,6,8 2482628 43998 338211 ORGANOGENESIS HLDGS INC COM 68621F102 6985 383379 SH DFND 2,20,5 330572 0 52807 ORGENESIS INC COM NEW 68619K204 1636 285441 SH DFND 2,20 247024 0 38417 ORIC PHARMACEUTICALS INC COM 68622P109 33456 1365565 SH DFND 2,20,5,8 1308717 0 56848 ORIGIN BANCORP INC COM 68621T102 17162 404673 SH DFND 2,20,5,8 332264 0 72409 ORION ENERGY SYSTEMS INC COM 686275108 5981 859408 SH DFND 2,20 791700 0 67708 APARTMENT INCOME REIT CORP COM 03750L109 276839 6474242 SH DFND 10,12,13,19,2,20,5,8 5718984 41683 713575 ORION ENGINEERED CARBONS S A COM L72967109 22195 1125487 SH DFND 2,20,5,8 930997 0 194490 ORION GROUP HLDGS INC COM 68628V308 87 14324 SH DFND 20 14324 0 0 ORIX CORP SPONSORED ADR 686330101 7716 91004 SH DFND 2,20 91004 0 0 ORMAT TECHNOLOGIES INC COM 686688102 82200 1046735 SH DFND 13,19,2,20,5,8 884895 700 161140 ORRSTOWN FINL SVCS INC COM 687380105 3856 172911 SH DFND 2,20 147497 0 25414 ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 24128 1250469 SH DFND 2,20,5 1052284 0 198185 ORTHOFIX MED INC COM 68752M108 33729 778072 SH DFND 2,20,5,8 712213 859 65000 ORTHOPEDIATRICS CORP COM 68752L100 21429 439567 SH DFND 2,20,5,8 399121 0 40446 OSHKOSH CORP COM 688239201 192035 1618366 SH DFND 12,13,19,2,20,5,8 1474787 586 142993 OSI SYSTEMS INC COM 671044105 53439 556081 SH DFND 2,20,5,8 496923 0 59158 APARTMENT INVT & MGMT CO CL A 03748R747 33405 5440565 SH DFND 10,13,19,2,20,5,8 4878979 44083 517503 OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 680 208703 SH DFND 2,20 180579 0 28124 OTIS WORLDWIDE CORP COM 68902V107 1818820 26571516 SH DFND 10,11,12,13,19,2,20,5,6,8 13965274 246063 12360179 OTONOMY INC COM 68906L105 110 43090 SH DFND 20 43090 0 0 OTTER TAIL CORP COM 689648103 36849 798114 SH DFND 13,2,20,5 658984 0 139130 OUTFRONT MEDIA INC COM 69007J106 40429 1852005 SH DFND 12,13,2,20,5,8 1525818 12802 313385 OUTSET MED INC COM 690145107 18572 341456 SH DFND 2,20,5 317884 0 23572 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2107 1022946 SH DFND 2,20 843742 0 179204 OVERSTOCK COM INC DEL COM 690370101 67587 1020028 SH DFND 2,20,5,8 882432 500 137096 OVID THERAPEUTICS INC COM 690469101 4842 1204365 SH DFND 2,20,5 1098091 0 106274 OVINTIV INC COM 69047Q102 214008 8984375 SH DFND 12,13,2,20,5,8 8269377 2491 712507 APELLIS PHARMACEUTICALS INC COM 03753U106 94341 2198573 SH DFND 2,20,5,8 1978919 600 219054 OWENS & MINOR INC NEW COM 690732102 90448 2406160 SH DFND 12,19,2,20,5,8 2147183 900 258077 OWENS CORNING NEW COM 690742101 408527 4424193 SH DFND 10,11,12,13,19,2,20,5,6,8 3712789 142482 568922 OXFORD INDS INC COM 691497309 46830 535687 SH DFND 2,20,5,8 475416 41 60230 OYSTER PT PHARMA INC COM 69242L106 1975 108033 SH DFND 13,2,20 92343 0 15690 P A M TRANSN SVCS INC COM 693149106 1706 27654 SH DFND 2,20 23487 0 4167 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 12121 512719 SH DFND 1,13,19,2,20,5 405323 0 107396 PACCAR INC COM 693718108 1402334 15091847 SH DFND 10,11,12,13,19,2,20,5,6,8 12952717 320089 1819041 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 134272 4030973 SH DFND 13,2,20,5,8 3409815 1700 619458 PACIFIC PREMIER BANCORP COM 69478X105 184905 4256556 SH DFND 2,20,5,8 3937724 900 317932 PACIRA BIOSCIENCES INC COM 695127100 100358 1431840 SH DFND 2,20,5,8 1277816 1000 153024 API GROUP CORP COM STK 00187Y100 48723 2356032 SH DFND 2,20,5,8 2022929 0 333103 PACKAGING CORP AMER COM 695156109 571990 4222365 SH DFND 10,11,12,13,19,2,20,5,6,8 3626987 127153 468225 PACTIV EVERGREEN INC COM 69526K105 8478 617020 SH DFND 2,20 525281 0 91739 PAE INC COM CL A 69290Y109 17708 1963176 SH DFND 19,2,20,5,8 1776340 0 186836 PAGERDUTY INC COM 69553P100 36223 900404 SH DFND 2,20,5,8 811734 0 88670 PAGSEGURO DIGITAL LTD COM CL A G68707101 16057 346800 SH DFND 10,19,2,20,8 346800 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 8661 371883 SH DFND 19,2,20,8 371883 0 0 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 48 69822 SH DFND 20 69822 0 0 PALO ALTO NETWORKS INC COM 697435105 615655 1911617 SH DFND 10,11,12,13,19,2,20,5,6,8 1519627 59941 332049 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 58518 44115000 PRN DFND 2,5 44115000 0 0 PALOMAR HLDGS INC COM 69753M105 40983 611326 SH DFND 19,2,20,5,8 543601 0 67725 APOGEE ENTERPRISES INC COM 037598109 52574 1286066 SH DFND 2,20,5,8 831886 328 453852 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 8605 579871 SH DFND 13,2,20,5 395027 900 183944 PANDION THERAPEUTICS INC COM 698340106 11393 189721 SH DFND 2,20,5 163659 0 26062 PANGAEA LOGISTICS SOLUTION L SHS G6891L105 361 114300 SH DFND 2,20 96100 0 18200 PAPA JOHNS INTL INC COM 698813102 86190 972355 SH DFND 2,20,5,8 858146 458 113751 PAR PAC HOLDINGS INC COM NEW 69888T207 23390 1656484 SH DFND 19,2,20,5 1548004 0 108480 PAR TECHNOLOGY CORP COM 698884103 22879 349779 SH DFND 2,20,5,8 285325 0 64454 PARAMOUNT GROUP INC COM 69924R108 63343 6210500 SH DFND 10,13,19,2,20,5,8 5329256 44475 836769 PARATEK PHARMACEUTICALS INC COM 699374302 4871 689881 SH DFND 2,20,5 586125 0 103756 PARK AEROSPACE CORP COM 70014A104 8694 652633 SH DFND 13,2,20,5 553500 0 99133 PARK CITY GROUP INC COM NEW 700215304 1175 192267 SH DFND 2,20 167734 0 24533 ABEONA THERAPEUTICS INC COM 00289Y107 2715 1444090 SH DFND 2,20,5 1297121 0 146969 APOLLO COML REAL EST FIN INC COM 03762U105 64031 4471848 SH DFND 2,20,5,8 3946316 1600 523932 PARK HOTELS & RESORTS INC COM 700517105 229137 10618034 SH DFND 10,12,13,19,2,20,5,8 9437656 57046 1123332 PARK NATL CORP COM 700658107 68956 533306 SH DFND 2,20,5,8 481814 0 51492 PARK-OHIO HLDGS CORP COM 700666100 4891 155320 SH DFND 2,20,5 133361 0 21959 PARKE BANCORP INC COM 700885106 3314 165782 SH DFND 2,20 141015 0 24767 PARKER-HANNIFIN CORP COM 701094104 1656217 5250665 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4495340 112955 642370 PARSONS CORPORATION COM 70202L102 69870 1727736 SH DFND 19,2,20,5,8 1642544 0 85192 PARTNERS BANCORP COM 70213Q108 1059 144316 SH DFND 2,20 125016 0 19300 PARTY CITY HOLDCO INC COM 702149105 6339 1092905 SH DFND 2,20,5 1092905 0 0 PASSAGE BIO INC COM 702712100 31206 1785237 SH DFND 2,20,5,8 1706573 0 78664 PATRICK INDS INC COM 703343103 55748 655853 SH DFND 2,20,5,8 580033 0 75820 APOLLO GLOBAL MGMT INC COM CL A 03768E105 150451 3200401 SH DFND 10,12,13,19,2,20,5,6,8 2587927 85024 527450 PATTERSON COS INC COM 703395103 85648 2680676 SH DFND 12,13,2,20,5,8 2363695 3564 313417 PATTERSON-UTI ENERGY INC COM 703481101 53825 7549089 SH DFND 12,13,19,2,20,5,8 7015643 2087 531359 PAVMED INC COM 70387R106 3693 831703 SH DFND 2,20,5 715711 0 115992 PAYA HOLDINGS INC COM CL A 70434P103 2557 233269 SH DFND 2,20 233269 0 0 PAYCHEX INC COM 704326107 1284499 13104462 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11137424 344836 1622202 PAYCOM SOFTWARE INC COM 70432V102 700589 1893177 SH DFND 10,11,12,13,19,2,20,5,6,8 1603354 60932 228891 PAYLOCITY HLDG CORP COM 70438V106 157785 877414 SH DFND 13,19,2,20,5,8 796285 300 80829 PAYPAL HLDGS INC COM 70450Y103 10835146 44618456 SH DFND 10,11,12,13,19,2,20,5,6,8 37992704 1093832 5531920 PAYSIGN INC COM 70451A104 2258 516638 SH DFND 2,20,5 442564 0 74074 PBF ENERGY INC CL A 69318G106 133640 9444522 SH DFND 12,13,2,20,5,8 9077613 1000 365909 APOLLO MED HLDGS INC COM NEW 03763A207 9981 368433 SH DFND 2,20,5,8 302832 0 65601 PC CONNECTION INC COM 69318J100 19661 423813 SH DFND 2,20,5,8 380449 0 43364 PCB BANCORP COM 69320M109 2855 190305 SH DFND 2,20 161185 0 29120 PCSB FINL CORP COM 69324R104 4710 283551 SH DFND 13,2,20,5 234061 0 49490 PCTEL INC COM 69325Q105 1976 284261 SH DFND 2,20 247061 0 37200 PDC ENERGY INC COM 69327R101 145188 4220578 SH DFND 12,13,2,20,5 3943970 1703 274905 PDF SOLUTIONS INC COM 693282105 15788 887955 SH DFND 2,20,5,8 784610 0 103345 PDL CMNTY BANCORP COM 69290X101 1397 125773 SH DFND 2,20 110059 0 15714 PEABODY ENGR CORP COM 704551100 3882 1268783 SH DFND 13,2,20,5 1142851 0 125932 PEAPACK-GLADSTONE FINL CORP COM 704699107 10377 336048 SH DFND 2,20,5,8 281429 0 54619 PEARSON PLC SPONSORED ADR 705015105 221 20530 SH DFND 1,20 6230 0 14300 APPFOLIO INC COM CL A 03783C100 49828 352367 SH DFND 2,20,5,8 293449 200 58718 PEBBLEBROOK HOTEL TR COM 70509V100 159698 6571970 SH DFND 10,12,13,19,2,20,5,8 5786930 31746 753294 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 21901 18550000 PRN DFND 2,5 18550000 0 0 PEGASYSTEMS INC COM 705573103 58361 510280 SH DFND 19,2,20,5,8 427415 426 82439 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 16463 14905000 PRN DFND 2,5 14905000 0 0 PELOTON INTERACTIVE INC CL A COM 70614W100 545019 4847196 SH DFND 10,11,12,13,19,2,20,5,6,8 3930588 122701 793907 PENN NATL GAMING INC COM 707569109 593739 5663286 SH DFND 10,12,13,19,2,20,5,6,8 4905593 3447 754246 PENN VA CORP COM 70788V102 6960 519423 SH DFND 2,20,5 482374 0 37049 PENNANT GROUP INC COM 70805E109 35777 781158 SH DFND 19,2,20,5,8 687553 300 93305 PENNS WOODS BANCORP INC COM 708430103 2764 114742 SH DFND 2,20 100014 0 14728 PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 21 10987 SH DFND 20 10987 0 0 APPHARVEST INC COM 03783T103 714 39000 SH DFND 20 39000 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 117156 1751995 SH DFND 10,2,20,5,8 1571174 6551 174270 PENNYMAC MTG INVT TR COM 70931T103 63943 3262388 SH DFND 13,2,20,5,8 2904103 500 357785 PENSKE AUTOMOTIVE GRP INC COM 70959W103 41585 518256 SH DFND 12,13,2,20,5,8 452376 217 65663 PENTAIR PLC SHS G7S00T104 582989 9354761 SH DFND 10,11,12,13,19,2,20,5,6,8 8036239 297312 1021210 PENUMBRA INC COM 70975L107 220646 815455 SH DFND 13,19,2,20,5,8 745576 300 69579 PEOPLES BANCORP INC COM 709789101 12484 376350 SH DFND 13,2,20,5,8 309789 0 66561 PEOPLES BANCORP N C INC COM 710577107 1653 69935 SH DFND 2,20 59832 0 10103 PEOPLES FINL SVCS CORP COM 711040105 5052 119601 SH DFND 2,20,5 102518 0 17083 PEOPLES UNITED FINANCIAL INC COM 712704105 1019048 56930031 SH DFND 10,12,13,2,20,5,6,8 55522963 6618 1400450 PEPSICO INC COM 713448108 8149677 57615246 SH DFND 1,10,11,12,13,19,2,20,5,6,8 49096796 1332543 7185907 APPIAN CORP CL A 03782L101 94643 711870 SH DFND 13,19,2,20,5,8 588024 900 122946 PERDOCEO ED CORP COM 71363P106 28388 2373599 SH DFND 2,20,5,8 2134650 0 238949 PERFICIENT INC COM 71375U101 60102 1023529 SH DFND 2,20,5,8 912103 0 111426 PERFORMANCE FOOD GROUP CO COM 71377A103 146149 2536866 SH DFND 12,13,19,2,20,5,8 2087677 900 448289 PERFORMANT FINL CORP COM 71377E105 32 14799 SH DFND 20 14799 0 0 PERION NETWORK LTD SHS NEW M78673114 376 21003 SH DFND 2 21003 0 0 PERKINELMER INC COM 714046109 560790 4371270 SH DFND 10,11,12,13,19,2,20,5,6,8 3734242 67935 569093 PERRIGO CO PLC SHS G97822103 202668 5007864 SH DFND 10,12,13,19,2,20,5,6,8 4161589 2031 844244 PERSONALIS INC COM 71535D106 11501 467348 SH DFND 2,20,5,8 405788 0 61560 PERSPECTA INC COM 715347100 125512 4310143 SH DFND 1,12,13,19,2,20,5,8 3787932 2838 519373 PETCO HEALTH & WELLNESS CO I COM 71601V105 8452 381392 SH DFND 2,20 332787 0 48605 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 99638 6833879 SH DFND 10,12,13,19,2,20,5,8 5915198 50558 868123 PETIQ INC COM CL A 71639T106 16572 470008 SH DFND 2,20,5,8 394904 0 75104 PETMED EXPRESS INC COM 716382106 29309 833233 SH DFND 2,20,5,8 761256 1400 70577 PETROCHINA CO LTD SPONSORED ADR 71646E100 1391 38482 SH DFND 1,5 2793 0 35689 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 68937 8072271 SH DFND 1,10,2,20,5 6985420 897509 189342 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 60843 7174887 SH DFND 1,10,2,20,5 5803075 813534 558278 PFIZER INC COM 717081103 9959151 274886855 SH DFND 1,10,11,12,13,19,2,20,5,6,8 192366251 5711853 76808751 PFSWEB INC COM NEW 717098206 1690 250389 SH DFND 2,20 219230 0 31159 PG&E CORP COM 69331C108 326484 27880761 SH DFND 1,10,11,12,13,19,2,20,5,6,8 22742128 703584 4435049 PG&E CORP UNIT 99/99/9999 69331C140 37777 331000 SH DFND 2 331000 0 0 PGT INNOVATIONS INC COM 69336V101 43926 1739637 SH DFND 2,20,5,8 1544086 0 195551 APPLE INC COM 037833100 76098747 622994241 SH DFND 1,10,11,12,13,19,2,20,5,6,8 523061877 14342451 85589913 PHASEBIO PHARMACEUTICALS INC COM 717224109 1193 344657 SH DFND 2,20 304731 0 39926 PHATHOM PHARMACEUTICALS INC COM 71722W107 8158 217198 SH DFND 19,2,20,5,8 189665 0 27533 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 18525 759233 SH DFND 2,20,5,8 656370 0 102863 PHILIP MORRIS INTL INC COM 718172109 4829061 53689829 SH DFND 10,12,13,19,2,20,5,6,8 48636405 882431 4170993 PHILLIPS 66 COM 718546104 2371357 29082129 SH DFND 10,11,12,13,19,2,20,5,6,8 26493817 271892 2316420 PHOTRONICS INC COM 719405102 28159 2189655 SH DFND 2,20,5,8 1960704 140 228811 PHREESIA INC COM 71944F106 32658 626824 SH DFND 2,20,5,8 512256 0 114568 PHX MINERALS INC CL A 69291A100 35 12328 SH DFND 20 12328 0 0 PHYSICIANS RLTY TR COM 71943U104 148785 8313357 SH DFND 10,19,2,20,5,8 7263238 50849 999270 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 86338 4970523 SH DFND 10,12,13,19,2,20,5,8 4215466 31154 723903 APPLIED GENETIC TECHNOLOGIES COM 03820J100 3786 746696 SH DFND 2,20,5 670095 0 76601 PIERIS PHARMACEUTICALS INC COM 720795103 2357 917247 SH DFND 2,20,5 772026 0 145221 PILGRIMS PRIDE CORP COM 72147K108 27178 1142429 SH DFND 13,2,20,5,8 1036542 0 105887 PINDUODUO INC NOTE 10/0 722304AB8 23397 7465000 PRN DFND 2,5 7465000 0 0 PINDUODUO INC NOTE 12/0 722304AC6 56586 53550000 PRN DFND 2,5 53550000 0 0 PINDUODUO INC SPONSORED ADS 722304102 6877622 8208834 SH DFND 1,10,12,13,19,2,20,5,8 5587669 179100 2442065 PING IDENTITY HLDG CORP COM 72341T103 17197 784187 SH DFND 2,20,5,8 661404 0 122783 PINNACLE FINL PARTNERS INC COM 72346Q104 262489 2960624 SH DFND 13,2,20,5,8 2812059 1000 147565 PINNACLE WEST CAP CORP COM 723484101 512852 6304267 SH DFND 10,11,12,13,19,2,20,5,6,8 5513596 117527 673144 PINTEREST INC CL A 72352L106 670009 9050504 SH DFND 10,11,12,13,19,2,20,5,6,8 7189171 301394 1559939 PIONEER BANCORP INC COM 723561106 2140 183677 SH DFND 2,20 132128 0 51549 APPLIED INDL TECHNOLOGIES IN COM 03820C105 110626 1213405 SH DFND 19,2,20,5,8 1065118 295 147992 PIONEER NAT RES CO COM 723787107 2147488 13474358 SH DFND 10,11,12,13,19,2,20,5,6,8 12372208 142138 960012 PIPER SANDLER COMPANIES COM 724078100 56180 512354 SH DFND 2,20,5,8 451132 0 61222 PITNEY BOWES INC COM 724479100 47740 5793688 SH DFND 12,13,19,2,20,5,8 5152175 3874 637639 PIXELWORKS INC COM NEW 72581M305 2039 616143 SH DFND 2,20 524186 0 91957 PJT PARTNERS INC COM CL A 69343T107 31064 459180 SH DFND 2,20,5,8 375659 0 83521 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 4090 435091 SH DFND 20,5,8 249730 1200 184161 PLANET FITNESS INC CL A 72703H101 77077 997120 SH DFND 13,19,2,20,5,8 830752 800 165568 PLANTRONICS INC NEW COM 727493108 45988 1181897 SH DFND 19,2,20,5,8 1039606 211 142080 PLAYA HOTELS & RESORTS NV SHS N70544106 1293 177074 SH DFND 20,5,8 125976 0 51098 PLAYAGS INC COM 72814N104 3707 458847 SH DFND 2,20,5 396144 0 62703 ABERCROMBIE & FITCH CO CL A 002896207 78400 2285050 SH DFND 12,2,20,5,8 2051575 11030 222445 APPLIED MATLS INC COM 038222105 5381585 40281324 SH DFND 1,10,11,12,13,19,2,20,5,6,8 34350344 1196699 4734281 PLAYTIKA HLDG CORP COM 72815L107 19173 704631 SH DFND 10,2,20 656993 0 47638 PLDT INC SPONSORED ADR 69344D408 667 24766 SH DFND 2,20,5 24766 0 0 PLEXUS CORP COM 729132100 85990 936304 SH DFND 19,2,20,5,8 830889 186 105229 PLIANT THERAPEUTICS INC COM 729139105 14955 380249 SH DFND 2,20,5,8 326358 0 53891 PLUG POWER INC COM NEW 72919P202 433141 12085398 SH DFND 10,11,12,13,19,2,20,5,6,8 9656526 277052 2151820 PLUMAS BANCORP COM 729273102 1990 68030 SH DFND 2,20 58230 0 9800 PLURALSIGHT INC COM CL A 72941B106 31852 1425797 SH DFND 19,2,20,5,8 1231879 1100 192818 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 12702 12959000 PRN DFND 2,5 12959000 0 0 PLURISTEM THERAPEUTICS INC COM NEW 72940R300 185 38858 SH DFND 2 38858 0 0 PLYMOUTH INDL REIT INC COM 729640102 6449 378261 SH DFND 2,20,5 319449 0 58812 APPLIED MOLECULAR TRANS INC COM 03824M109 23719 538940 SH DFND 2,20,5,8 487135 0 51805 PMV PHARMACEUTICALS INC COM 69353Y103 20067 610120 SH DFND 2,20,5 578039 0 32081 PNC FINL SVCS GROUP INC COM 693475105 3385137 19298427 SH DFND 10,12,13,19,2,20,5,6,8 16941450 264339 2092638 PNM RES INC COM 69349H107 128239 2614453 SH DFND 12,13,2,20,5,8 2305356 1065 308032 POINTS INTL LTD COM NEW 730843208 294 19615 SH DFND 13,2 17915 0 1700 POLARIS INC COM 731068102 463872 3474694 SH DFND 12,13,19,2,20,5,8 3361675 590 112429 POLARITYTE INC COM 731094108 18 16175 SH DFND 20 16175 0 0 POOL CORP COM 73278L105 556828 1612872 SH DFND 10,11,12,13,19,2,20,5,6,8 1368299 54613 189960 POPULAR INC COM NEW 733174700 204357 2892817 SH DFND 10,12,13,2,20,5,8 2708801 5799 178217 PORCH GROUP INC COM 733245104 738 41700 SH DFND 20 41700 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 91832 1918587 SH DFND 12,13,2,20,5,8 1568195 1400 348992 APPLIED OPTOELECTRONICS INC COM 03823U102 5618 671968 SH DFND 2,20,5 617911 0 54057 POSCO SPONSORED ADR 693483109 43120 597229 SH DFND 1,2,20,5 576322 9518 11389 POSEIDA THERAPEUTICS INC COM 73730P108 4314 451678 SH DFND 2,20,5 387301 0 64377 POST HLDGS INC COM 737446104 149511 1414216 SH DFND 12,13,2,20,5,8 1287491 623 126102 POTBELLY CORP COM 73754Y100 178 30138 SH DFND 20 30138 0 0 POTLATCHDELTIC CORPORATION COM 737630103 108333 2047113 SH DFND 19,2,20,5,8 1796034 653 250426 POWELL INDS INC COM 739128106 11889 351008 SH DFND 2,20,5 329039 0 21969 POWER INTEGRATIONS INC COM 739276103 172373 2115521 SH DFND 19,2,20,5,8 1896705 400 218416 POWERFLEET INC COM 73931J109 3661 445382 SH DFND 2,20 381366 0 64016 PPD INC COM 69355F102 99631 2632956 SH DFND 10,11,12,13,19,2,20,5,6,8 2096740 55552 480664 PPG INDS INC COM 693506107 1653190 11002198 SH DFND 10,11,12,13,19,2,20,5,6,8 9558961 247091 1196146 APPLIED THERAPEUTICS INC COM 03828A101 4511 240515 SH DFND 19,2,20,5,8 204861 0 35654 PPL CORP COM 69351T106 1190847 40714097 SH DFND 10,11,12,13,19,2,20,5,6,8 35247133 473646 4993318 PQ GROUP HLDGS INC COM 73943T103 12364 740368 SH DFND 2,20,5,8 591066 0 149302 PRA GROUP INC COM 69354N106 50666 1366756 SH DFND 2,20,5,8 1205703 634 160419 PRA HEALTH SCIENCES INC COM 69354M108 223752 1459285 SH DFND 13,19,2,20,5,8 1329791 900 128594 PRAXIS PRECISION MEDICINES I COM 74006W108 23920 730157 SH DFND 2,20,5 704059 0 26098 PRECIGEN INC COM 74017N105 47365 6874445 SH DFND 2,20,5,8 6644092 1500 228853 PRECISION BIOSCIENCES INC COM 74019P108 53290 5148759 SH DFND 19,2,20,5,8 5023806 0 124953 PREFERRED APT CMNTYS INC COM 74039L103 10734 1075071 SH DFND 2,20,5 957216 0 117855 PREFERRED BK LOS ANGELES CA COM NEW 740367404 36406 571703 SH DFND 2,20,5,8 522111 0 49592 PREFORMED LINE PRODS CO COM 740444104 3573 51816 SH DFND 2,20 44849 0 6967 APREA THERAPEUTICS INC COM 03836J102 635 124592 SH DFND 2,20,8 106860 0 17732 PRELUDE THERAPEUTICS INC COM 74065P101 37843 873376 SH DFND 2,20,5 851070 0 22306 PREMIER FINANCIAL CORP COM 74052F108 25013 752047 SH DFND 2,20,5,8 577597 0 174450 PREMIER FINL BANCORP INC COM 74050M105 3973 213732 SH DFND 13,2,20,5 186589 0 27143 PREMIER INC CL A 74051N102 56598 1672029 SH DFND 12,19,2,20,5,8 1382930 1400 287699 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 80479 1825751 SH DFND 2,20,5,8 1647369 300 178082 PRICE T ROWE GROUP INC COM 74144T108 2035046 11859244 SH DFND 10,12,13,19,2,20,5,6,8 10292033 380736 1186475 PRICELINE GRP INC COM 09857L108 3766925 1616817 SH DFND 10,11,12,13,19,2,20,5,6,8 1382859 40763 193195 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 33541 28485000 PRN DFND 2,5 28485000 0 0 PRICESMART INC COM 741511109 76747 793246 SH DFND 2,20,5,8 715465 365 77416 PRIMEENERGY RESOURCES CORP COM 74158E104 403 7701 SH DFND 2,20 6289 0 1412 APRIA INC COM 03836A101 1704 61010 SH DFND 2,20 50060 0 10950 PRIMERICA INC COM 74164M108 141587 957837 SH DFND 12,13,2,20,5,8 874496 300 83041 PRIMIS FINANCIAL CORP COM 74167B109 5290 363837 SH DFND 2,20 283116 0 80721 PRIMO WATER CORPORATION COM 74167P108 41045 2524292 SH DFND 2,20,5 2140388 0 383904 PRIMORIS SVCS CORP COM 74164F103 33080 996733 SH DFND 10,2,20,5,8 813414 6143 177176 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 766152 12777726 SH DFND 10,11,12,13,19,2,20,5,6,8 11310881 183905 1282940 PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 750 108032 SH DFND 2,20 90975 0 17057 PROASSURANCE CORP COM 74267C106 47111 1757214 SH DFND 13,2,20,5,8 1559464 648 197102 PROCTER AND GAMBLE CO COM 742718109 14120375 104263273 SH DFND 1,10,11,12,13,19,2,20,5,6,8 83651207 2498461 18113605 PROFESSIONAL HLDG CORP CL A COM 743139107 2511 136664 SH DFND 2,20 107194 0 29470 PROG HOLDINGS INC COM NPV 74319R101 87867 2029728 SH DFND 19,2,20,5,8 1786396 804 242528 APTARGROUP INC COM 038336103 301360 2127197 SH DFND 12,13,19,2,20,5,6,8 1987226 610 139361 PROGENITY INC COM 74319F107 411 86338 SH DFND 2,20 60812 0 25526 PROGRESS SOFTWARE CORP COM 743312100 64661 1467575 SH DFND 10,2,20,5,8 1296562 7963 163050 PROGRESSIVE CORP COM 743315103 2523404 26392676 SH DFND 10,11,12,13,19,2,20,5,6,8 22966392 565757 2860527 PROGYNY INC COM 74340E103 23666 531691 SH DFND 2,20,5,8 457692 0 73999 PROLOGIS INC. COM 74340W103 4433859 41828859 SH DFND 10,11,12,13,19,2,20,5,6,8 35611581 615644 5601634 PROOFPOINT INC COM 743424103 95737 761087 SH DFND 13,19,2,20,5,8 644223 500 116364 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 27148 25564000 PRN DFND 2,5 25564000 0 0 PROPETRO HLDG CORP COM 74347M108 34858 3270014 SH DFND 2,20,5,8 2989790 0 280224 PROS HOLDINGS INC COM 74346Y103 34613 814422 SH DFND 19,2,20,5,8 667031 800 146591 PROSIGHT GLOBAL INC COM 74349J103 1881 149297 SH DFND 2,20,5 123396 0 25901 APTINYX INC COM 03836N103 1448 482580 SH DFND 2,20 415079 0 67501 PROSPERITY BANCSHARES INC COM 743606105 492827 6541126 SH DFND 12,13,2,20,5,8 6357364 793 182969 PROTAGONIST THERAPEUTICS INC COM 74366E102 44358 1712683 SH DFND 19,2,20,5,8 1623227 0 89456 PROTARA THERAPEUTICS INC COM STK 74365U107 946 60133 SH DFND 2,20 53216 0 6917 PROTECTIVE INS CORP CL B 74368L203 3748 163900 SH DFND 2,20,5 140883 0 23017 PROTHENA CORP PLC SHS G72800108 30252 1204292 SH DFND 19,2,20,5,8 1101223 94 102975 PROTO LABS INC COM 743713109 100048 821748 SH DFND 13,2,20,5,8 725597 300 95851 PROVENTION BIO INC COM 74374N102 11393 1085609 SH DFND 19,2,20,5,8 945891 0 139718 PROVIDENT BANCORP INC COM NEW 74383L105 3177 220613 SH DFND 2,20 183871 0 36742 PROVIDENT FINL HLDGS INC COM 743868101 1536 90897 SH DFND 2,20 74022 0 16875 PROVIDENT FINL SVCS INC COM 74386T105 66162 2969586 SH DFND 19,2,20,5,8 2706377 300 262909 APTIV PLC SHS G6095L109 1443844 10470225 SH DFND 10,11,12,13,19,2,20,5,6,8 8987733 186295 1296197 PRUDENTIAL BANCORP INC NEW COM 74431A101 1881 127434 SH DFND 2,20 108695 0 18739 PRUDENTIAL FINL INC COM 744320102 1699790 18658509 SH DFND 10,11,12,13,19,2,20,5,6,8 16163386 394304 2100819 PRUDENTIAL PLC ADR 74435K204 788 18364 SH DFND 20 18364 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 157308 1017649 SH DFND 10,19,2,20,5,8 893757 4948 118944 PTC INC COM 69370C100 449584 3266138 SH DFND 10,11,12,13,19,2,20,5,6,8 2815277 65682 385179 PTC THERAPEUTICS INC COM 69366J200 96208 2031858 SH DFND 2,20,5,8 1809544 300 222014 PUBLIC STORAGE COM 74460D109 2368861 9599860 SH DFND 10,11,12,13,19,2,20,5,6,8 7906631 256534 1436695 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1562381 25948867 SH DFND 10,11,12,13,19,2,20,5,6,8 22240619 349723 3358525 PULMONX CORP COM 745848101 15487 338581 SH DFND 2,20,5 311359 0 27222 PULSE BIOSCIENCES INC COM 74587B101 5436 229569 SH DFND 2,20,5 198259 0 31310 APYX MEDICAL CORPORATION COM 03837C106 4977 515263 SH DFND 2,20 432199 0 83064 PULTE GROUP INC COM 745867101 664011 12628088 SH DFND 10,11,12,13,19,2,20,5,6,8 10918346 451857 1257885 PUMA BIOTECHNOLOGY INC COM 74587V107 22581 2323155 SH DFND 13,19,2,20,5,8 2217366 1000 104789 PURE CYCLE CORP COM NEW 746228303 4664 347547 SH DFND 2,20,5 299328 0 48219 PURE STORAGE INC CL A 74624M102 66142 3070656 SH DFND 19,2,20,5,8 2571958 2000 496698 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 17159 15608000 PRN DFND 2,5 15608000 0 0 PURPLE INNOVATION INC COM 74640Y106 18396 581228 SH DFND 19,2,20,5,8 472354 0 108874 PUXIN LTD ADS 74704P108 528 132119 SH DFND 2,20,5 132119 0 0 PVH CORPORATION COM 693656100 237003 2242221 SH DFND 10,12,13,19,2,20,5,6,8 1989213 819 252189 PZENA INVT MGMT INC CLASS A 74731Q103 3166 300619 SH DFND 2,20 256531 0 44088 Q2 HLDGS INC COM 74736L109 99507 993086 SH DFND 2,20,5,8 816863 500 175723 ABIOMED INC COM 003654100 605222 1898855 SH DFND 10,11,12,13,19,2,20,5,6,8 1560237 57718 280900 AQUA METALS INC COM 03837J101 124 30700 SH DFND 20 30700 0 0 QAD INC CL A 74727D306 17558 263720 SH DFND 2,20,5,8 221407 0 42313 QCR HOLDINGS INC COM 74727A104 18545 392286 SH DFND 2,20,5,8 338621 0 53665 QIAGEN NV SHS NEW N72482123 104443 2145052 SH DFND 2,20,8 1909792 0 235260 QIWI PLC SPON ADR REP B 74735M108 2437 228807 SH DFND 1,2 222646 0 6161 QORVO INC COM 74736K101 867097 4746016 SH DFND 10,11,12,13,19,2,20,5,6,8 4014652 151700 579664 QTS RLTY TR INC COM CL A 74736A103 157734 2522876 SH DFND 10,19,2,20,5,8 2112572 15774 394530 QUAD / GRAPHICS INC COM CL A 747301109 2243 635377 SH DFND 2,20,5 545351 0 90026 QUAKER CHEM CORP COM 747316107 97683 400717 SH DFND 2,20,5,8 350280 108 50329 QUALCOMM INC COM 747525103 6233877 47016190 SH DFND 10,11,12,13,19,2,20,5,6,8 40329838 841261 5845091 QUALTRICS INTL INC COM CL A 747601201 4308 130917 SH DFND 10,2,20 130917 0 0 AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 176 26229 SH DFND 20 26229 0 0 QUALYS INC COM 74758T303 114270 1090568 SH DFND 2,20,5,8 967809 400 122359 QUANEX BUILDING PRODUCTS COR COM 747619104 29082 1108741 SH DFND 2,20,5,8 1000954 0 107787 QUANTA SVCS INC COM 74762E102 401749 4566364 SH DFND 10,12,13,2,20,5,6,8 4089684 1698 474982 QUANTERIX CORP COM 74766Q101 25773 440783 SH DFND 2,20,5,8 361499 0 79284 QUANTUM CORP COM NEW 747906501 4228 507535 SH DFND 2,20 418010 0 89525 QUANTUMSCAPE CORP COM CL A 74767V109 3786 84600 SH DFND 20 84600 0 0 QUDIAN INC ADR 747798106 4167 1827445 SH DFND 13,2,20,5 1659634 0 167811 QUEST DIAGNOSTICS INC COM 74834L100 778204 6063610 SH DFND 1,10,11,12,13,19,2,20,5,6,8 5153594 163506 746510 QUIDEL CORP COM 74838J101 121755 951733 SH DFND 13,19,2,20,5,8 873069 905 77759 QUINSTREET INC COM 74874Q100 30466 1500765 SH DFND 19,2,20,5,8 1333712 0 167053 AQUESTIVE THERAPEUTICS INC COM 03843E104 1683 323643 SH DFND 2,20,5 284167 0 39476 QUOTIENT LTD SHS G73268107 10159 2760622 SH DFND 2,20,5,8 2561851 0 198771 QUOTIENT TECHNOLOGY INC COM 749119103 36040 2205617 SH DFND 2,20,5,8 1914051 0 291566 QURATE RETAIL INC COM SER A 74915M100 74955 6373759 SH DFND 10,12,13,2,20,5,8 5541124 18107 814528 QUTOUTIAO INC ADS REP SHS A 74915J107 888 387850 SH DFND 2,20,5 369350 0 18500 R1 RCM INC COM 749397105 85867 3479195 SH DFND 2,20,5,8 3103617 0 375578 RACKSPACE TECHNOLOGY INC COM 750102105 14983 630051 SH DFND 2,20,5,8 545546 0 84505 RADA ELECTR INDS LTD COM PAR NEW M81863124 2473 205886 SH DFND 2 205886 0 0 RADIAN GROUP INC COM 750236101 137660 5920876 SH DFND 12,13,2,20,5,8 5191830 1653 727393 RADIANT LOGISTICS INC COM 75025X100 5065 728760 SH DFND 2,20,5 633688 0 95072 RADIUS GLOBAL INFRASTRCTRE I COM CL A 750481103 1298 88328 SH DFND 2,20 88328 0 0 ARAMARK COM 03852U106 168265 4453818 SH DFND 10,11,12,13,19,2,20,5,6,8 3528138 136268 789412 RADIUS HEALTH INC COM NEW 750469207 45388 2175858 SH DFND 2,20,5,8 2020578 0 155280 RADNET INC COM 750491102 30227 1389725 SH DFND 2,20,5,8 1241503 0 148222 RADWARE LTD ORD M81873107 10503 402737 SH DFND 2,20,5,8 278626 500 123611 RAFAEL HLDGS INC COM CL B 75062E106 6491 162609 SH DFND 2,20,5 138540 0 24069 RALPH LAUREN CORP CL A 751212101 230156 1868758 SH DFND 10,12,13,2,20,5,6,8 1380498 688 487572 RAMBUS INC DEL COM 750917106 93358 4802347 SH DFND 2,20,5,8 4412269 485 389593 RANDOLPH BANCORP INC COM 752378109 298 14908 SH DFND 20 2000 0 12908 RANGE RES CORP COM 75281A109 207175 20055628 SH DFND 12,13,2,20,5,8 16858153 5410 3192065 RANPAK HOLDINGS CORP COM CL A 75321W103 10172 507089 SH DFND 2,20,5,8 422788 0 84301 RAPID7 INC COM 753422104 79563 1066379 SH DFND 2,20,5,8 886687 500 179192 ARAVIVE INC COM 03890D108 1360 206349 SH DFND 2,20 179886 0 26463 RAPT THERAPEUTICS INC COM 75382E109 4310 194166 SH DFND 2,20,5,8 166505 0 27661 RAVEN INDS INC COM 754212108 42826 1117300 SH DFND 19,2,20,5,8 983252 0 134048 RAYMOND JAMES FINL INC COM 754730109 678488 5518631 SH DFND 10,12,13,19,2,20,5,6,8 4813479 124310 580842 RAYONIER ADVANCED MATLS INC COM 75508B104 17692 1950579 SH DFND 2,20,5 1815233 0 135346 RAYONIER INC COM 754907103 106308 3296372 SH DFND 12,13,2,20,5,8 3026484 1214 268674 RAYTHEON TECHNOLOGIES CORP COM 75513E101 10918246 141299933 SH DFND 1,10,11,12,13,19,2,20,5,6,8 53117955 922159 87259819 RBB BANCORP COM 74930B105 5070 250115 SH DFND 2,20,5 213090 0 37025 RBC BEARINGS INC COM 75524B104 92259 468866 SH DFND 13,2,20,5,8 379000 200 89666 RCI HOSPITALITY HLDGS INC COM 74934Q108 9698 152501 SH DFND 2,20,5 132165 0 20336 RE MAX HLDGS INC CL A 75524W108 22230 564348 SH DFND 2,20,5,8 499892 0 64456 ARBOR REALTY TRUST INC COM 038923108 35186 2212943 SH DFND 2,20,5,8 1804735 1900 406308 READY CAPITAL CORP COM 75574U101 28600 2131116 SH DFND 2,20,5,8 1931800 0 199316 REALNETWORKS INC COM NEW 75605L708 64 15119 SH DFND 20 15119 0 0 REALOGY HLDGS CORP COM 75605Y106 58333 3855463 SH DFND 12,13,2,20,5,8 3464792 1100 389571 REALPAGE INC COM 75606N109 100041 1147259 SH DFND 19,2,20,5,8 965321 1300 180638 REALTY INCOME CORP COM 756109104 1710671 26842199 SH DFND 10,11,12,13,19,2,20,5,6,8 23993354 286808 2562037 REATA PHARMACEUTICALS INC CL A 75615P103 37925 380389 SH DFND 13,19,2,20,5,8 325329 200 54860 RECRO PHARMA INC COM 75629F109 1024 367159 SH DFND 2,20 316574 0 50585 RED RIVER BANCSHARES INC COM 75686R202 4603 82174 SH DFND 2,20,5 71142 0 11032 RED ROBIN GOURMET BURGERS IN COM 75689M101 19612 491645 SH DFND 2,20,5 452211 0 39434 RED ROCK RESORTS INC CL A 75700L108 40863 1253857 SH DFND 2,20,5,8 1016472 400 236985 ARBUTUS BIOPHARMA CORP COM 03879J100 189 56610 SH DFND 20 56610 0 0 RED VIOLET INC COM 75704L104 1865 101270 SH DFND 2,20 87772 0 13498 REDFIN CORP COM 75737F108 125335 1882189 SH DFND 2,20,5,8 1538042 900 343247 REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 690 94284 SH DFND 1,2 24284 0 70000 REDWOOD TR INC COM 758075402 39202 3765761 SH DFND 2,20,5,8 3319846 2059 443856 REEDS INC COM 758338107 15 12500 SH DFND 20 12500 0 0 REGAL BELOIT CORP COM 758750103 141601 990357 SH DFND 10,13,19,2,20,5,8 894345 9250 86762 REGENCY CTRS CORP COM 758849103 573760 10013147 SH DFND 10,11,12,13,19,2,20,5,6,8 8576152 137429 1299566 REGENERON PHARMACEUTICALS COM 75886F107 2151510 4547301 SH DFND 10,11,12,13,19,2,20,5,6,8 3774474 159508 613319 REGENXBIO INC COM 75901B107 78309 2295787 SH DFND 13,2,20,5,8 2162828 500 132459 REGIONAL MGMT CORP COM 75902K106 5139 148265 SH DFND 2,20,5 129931 0 18334 ARC DOCUMENT SOLUTIONS INC COM 00191G103 81 38476 SH DFND 20 38476 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1305198 62729865 SH DFND 10,12,13,19,2,20,5,6,8 56754722 682593 5292550 REGIS CORP MINN COM 758932107 9044 720075 SH DFND 2,20,5 654614 0 65461 REINSURANCE GRP OF AMERICA I COM NEW 759351604 308524 2447630 SH DFND 10,11,12,13,19,2,20,5,6,8 2151465 65738 230427 REKOR SYSTEMS INC COM 759419104 362 18100 SH DFND 20 18100 0 0 RELAY THERAPEUTICS INC COM 75943R102 69678 2015576 SH DFND 2,20,5,8 1900203 0 115373 RELIANCE STEEL & ALUMINUM CO COM 759509102 321179 2108997 SH DFND 12,13,19,2,20,5,8 1969686 552 138759 RELIANT BANCORP INC COM 75956B101 7221 251441 SH DFND 13,2,20,5 203224 0 48217 RELMADA THERAPEUTICS INC COM 75955J402 10231 290585 SH DFND 19,2,20,5,8 249386 0 41199 RELX PLC SPONSORED ADR 759530108 1130 44910 SH DFND 20 44910 0 0 REMARK HLDGS INC COM 75955K102 106 46600 SH DFND 20 46600 0 0 ARCBEST CORP COM 03937C105 73316 1041864 SH DFND 2,20,5,8 954729 1000 86135 RENAISSANCERE HLDGS LTD COM G7496G103 389934 2433286 SH DFND 10,11,12,13,19,2,20,5,6,8 1829610 28010 575666 RENASANT CORP COM 75970E107 113832 2750891 SH DFND 2,20,5,8 2564927 385 185579 RENESOLA LTD SPONSORED ADS 75971T301 38926 3157018 SH DFND 2 3157018 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 178352 2700662 SH DFND 2,20,5,8 2544560 400 155702 RENT A CTR INC NEW COM 76009N100 93473 1621110 SH DFND 10,2,20,5,8 1428169 17809 175132 REPAY HLDGS CORP COM CL A 76029L100 33312 1418725 SH DFND 2,20,5,8 1207001 0 211724 REPLIGEN CORP COM 759916109 231292 1189714 SH DFND 13,19,2,20,5,8 1082858 1100 105756 REPLIMUNE GROUP INC COM 76029N106 57232 1875832 SH DFND 2,20,5,8 1803098 0 72734 REPRO MED SYS INC COM 759910102 1489 423086 SH DFND 2,20,5 360486 0 62600 REPUBLIC BANCORP INC KY CL A 760281204 9178 205701 SH DFND 2,20,5,8 172664 666 32371 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 12550 430232 SH DFND 1,2,20 377616 0 52616 REPUBLIC FIRST BANCORP INC COM 760416107 2864 759564 SH DFND 2,20,5 648281 0 111283 REPUBLIC SVCS INC COM 760759100 1040388 10428388 SH DFND 10,11,12,13,19,2,20,5,6,8 8594663 242209 1591516 RESEARCH FRONTIERS INC COM 760911107 1189 418548 SH DFND 2,20 361452 0 57096 RESIDEO TECHNOLOGIES INC COM 76118Y104 182393 6456389 SH DFND 1,12,13,19,2,20,5,8 5939901 1670 514818 RESMED INC COM 761152107 1198259 6175956 SH DFND 10,11,12,13,19,2,20,5,6,8 5140077 239036 796843 RESOLUTE FST PRODS INC COM 76117W109 872 79603 SH DFND 20,5,8 79603 0 0 RESONANT INC COM 76118L102 3472 818813 SH DFND 13,2,20,5 680096 0 138717 RESOURCES CONNECTION INC COM 76122Q105 16536 1221299 SH DFND 2,20,5,8 1113559 743 106997 RESTAURANT BRANDS INTL INC COM 76131D103 2154 32877 SH DFND 20,8 32877 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 97076 6074707 SH DFND 10,19,2,20,5,8 5394602 30054 650051 111 INC ADS 68247Q102 1023 74155 SH DFND 2,20,5 74155 0 0 ABM INDS INC COM 000957100 283079 5529236 SH DFND 12,19,2,20,5,8 5275203 676 253357 ARCH CAP GROUP LTD ORD G0450A105 308560 8041702 SH DFND 10,11,12,13,19,2,20,5,6,8 6547108 246019 1248575 RETAIL PPTYS AMER INC CL A 76131V202 118070 11191161 SH DFND 10,12,13,19,2,20,5,8 9939305 61390 1190466 RETAIL VALUE INC COM 76133Q102 8625 460982 SH DFND 13,2,20,5 412141 0 48841 RETRACTABLE TECHNOLOGIES INC COM 76129W105 3160 246505 SH DFND 2,20,5 219981 0 26524 REV GROUP INC COM 749527107 9990 521411 SH DFND 2,20,5,8 429613 0 91798 REVANCE THERAPEUTICS INC COM 761330109 37765 1351166 SH DFND 19,2,20,5,8 1137122 0 214044 REVLON INC CL A NEW 761525609 1553 125968 SH DFND 2,20 104362 0 21606 REVOLUTION MEDICINES INC COM 76155X100 81583 1778180 SH DFND 2,20,5,8 1650935 0 127245 REVOLVE GROUP INC CL A 76156B107 9654 214860 SH DFND 2,20,5,8 202860 0 12000 REX AMERICAN RES CORP COM 761624105 17591 208995 SH DFND 2,20,5,8 192704 0 16291 REXFORD INDL RLTY INC COM 76169C100 284212 5612723 SH DFND 10,19,2,20,5,8 4978235 32475 602013 ARCH RESOURCES INC CL A 03940R107 78827 1894878 SH DFND 2,20,5 1862961 0 31917 REXNORD CORP COM 76169B102 108008 2293660 SH DFND 2,20,5,8 1869801 800 423059 REYNOLDS CONSUMER PRODS INC COM 76171L106 15098 506978 SH DFND 2,20,5 453147 0 53831 RGC RES INC COM 74955L103 3077 138751 SH DFND 2,20,5 117684 0 21067 RH COM 74967X103 365884 613282 SH DFND 13,19,2,20,5,8 555376 100 57806 RH NOTE 9/1 74967XAD5 22060 7819000 PRN DFND 2 7819000 0 0 RHYTHM PHARMACEUTICALS INC COM 76243J105 51928 2441380 SH DFND 2,20,5,8 2327541 0 113839 RIBBON COMMUNICATIONS INC COM 762544104 12341 1503112 SH DFND 2,20,5,8 1261407 2643 239062 RICHMOND MUT BANCORPORATION COM 76525P100 2684 197953 SH DFND 2,20 167268 0 30685 RIGEL PHARMACEUTICALS INC COM NEW 766559603 42807 12516725 SH DFND 19,2,20,5,8 11920332 0 596393 RIGNET INC COM 766582100 112 12867 SH DFND 20 12867 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1759489 30868235 SH DFND 10,11,12,13,19,2,20,5,6,8 27154601 735099 2978535 RIMINI STR INC DEL COM 76674Q107 3312 369273 SH DFND 2,20 316782 0 52491 RING ENERGY INC COM 76680V108 258 111643 SH DFND 20 111643 0 0 RINGCENTRAL INC CL A 76680R206 464931 1560800 SH DFND 10,11,12,13,19,2,20,5,6,8 1234375 35321 291104 RINGCENTRAL INC NOTE 3/0 76680RAF4 22822 20890000 PRN DFND 2 20890000 0 0 RIO TINTO PLC SPONSORED ADR 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135842 ROCKWELL AUTOMATION INC COM 773903109 1253624 4722814 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4079983 74334 568497 ROCKWELL MED INC COM 774374102 1283 1106218 SH DFND 2,20 940811 0 165407 ROCKY BRANDS INC COM 774515100 6676 123488 SH DFND 2,20 107108 0 16380 ROGERS COMMUNICATIONS INC CL B 775109200 5115 110022 SH DFND 2,20 110022 0 0 ROGERS CORP COM 775133101 110090 584931 SH DFND 19,2,20,5,8 514848 168 69915 ARCIMOTO INC COM 039587100 159 12000 SH DFND 20 12000 0 0 ROKU INC COM CL A 77543R102 685705 2104875 SH DFND 10,11,12,13,19,2,20,5,6,8 1702148 52779 349948 ROLLINS INC COM 775711104 379609 11028732 SH DFND 10,11,12,13,19,2,20,5,6,8 8240426 345984 2442322 ROMEO POWER INC COM 776153108 476 57200 SH DFND 20 57200 0 0 ROOT INC COM CL A 77664L108 257 20200 SH DFND 20 20200 0 0 ROPER TECHNOLOGIES INC COM 776696106 1763716 4372778 SH DFND 10,11,12,13,19,2,20,5,6,8 3800659 61363 510756 ROSS STORES INC COM 778296103 1913325 15956341 SH DFND 10,11,12,13,19,2,20,5,6,8 13860618 306794 1788929 ROYAL BK CDA COM 780087102 2414 26183 SH DFND 12,2,20 25916 0 267 ROYAL CARIBBEAN GROUP COM V7780T103 690086 8060809 SH DFND 10,11,12,13,19,2,20,5,6,8 6976975 109920 973914 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 341 9267 SH DFND 20 9267 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 31871 812836 SH DFND 1,2,20 93943 0 718893 ARCO PLATFORM LTD COM CL A G04553106 248 9773 SH DFND 2 9773 0 0 ROYAL GOLD INC COM 780287108 246598 2285026 SH DFND 13,19,2,20,5,8 2111162 599 173265 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 204397 4685863 SH DFND 10,11,12,13,19,2,20,5,6,8 3899279 178854 607730 RPC INC COM 749660106 11050 2046218 SH DFND 2,20,5,8 1835067 0 211151 RPM INTL INC COM 749685103 489308 5327250 SH DFND 10,11,12,13,19,2,20,5,6,8 4748185 77177 501888 RPT REALTY SH BEN INT 74971D101 50600 4405545 SH DFND 10,19,2,20,5,8 3923807 18721 463017 RUBIUS THERAPEUTICS INC COM 78116T103 17010 641886 SH DFND 2,20,5,8 533467 0 108419 RUSH ENTERPRISES INC CL A 781846209 45673 916571 SH DFND 10,2,20,5,8 755408 24416 136747 RUSH ENTERPRISES INC CL B 781846308 6926 153596 SH DFND 10,2,20,5 105103 13659 34834 RUSH STREET INTERACTIVE INC COM 782011100 498 30500 SH DFND 20 30500 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 26214 1055729 SH DFND 2,20,5,8 943326 9000 103403 ARCONIC CORPORATION COM 03966V107 147272 5800405 SH DFND 12,13,19,2,20,5,8 5424981 891 374533 RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 13633 118547 SH DFND 1,2,20,6,8 68477 0 50070 RYDER SYS INC COM 783549108 120581 1593929 SH DFND 10,12,13,2,20,5,8 1469300 4615 120014 RYERSON HLDG CORP COM 783754104 4570 268199 SH DFND 2,20 234323 0 33876 RYMAN HOSPITALITY PPTYS INC COM 78377T107 158895 2049996 SH DFND 10,13,19,2,20,5,8 1707877 15179 326940 S & T BANCORP INC COM 783859101 51280 1530744 SH DFND 2,20,5,8 1392982 536 137226 S&P GLOBAL INC COM 78409V104 3858569 10934818 SH DFND 10,11,12,13,19,2,20,5,6,8 9590646 147568 1196604 S&W SEED CO COM 785135104 43 12035 SH DFND 20 12035 0 0 SABINE ROYALTY TR UNIT BEN 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2695252 SH DFND 2,20,5,8 2383902 900 310450 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 18478 9933000 PRN DFND 2,5 9933000 0 0 ARCOSA INC COM 039653100 117195 1800512 SH DFND 13,2,20,5,8 1616941 786 182785 SALESFORCE COM INC COM 79466L302 8623474 40701721 SH DFND 10,11,12,13,19,2,20,5,6,8 30158651 457903 10085167 SALISBURY BANCORP INC COM 795226109 1649 37132 SH DFND 2,20 31832 0 5300 SALLY BEAUTY HLDGS INC COM 79546E104 81234 4035457 SH DFND 12,13,2,20,5,8 3646101 646 388710 SANA BIOTECHNOLOGY INC COM 799566104 7068 211161 SH DFND 2,20 198192 0 12969 SANDERSON FARMS INC COM 800013104 140061 899095 SH DFND 12,19,2,20,5,8 815869 144 83082 SANDRIDGE ENERGY INC COM NEW 80007P869 117 30043 SH DFND 20 30043 0 0 SANDY SPRING BANCORP INC COM 800363103 49684 1143992 SH DFND 2,20,5,8 996332 0 147660 SANFILIPPO JOHN B & SON INC COM 800422107 26358 291672 SH DFND 2,20,5,8 257084 0 34588 SANGAMO THERAPEUTICS INC COM 800677106 81980 6542667 SH DFND 19,2,20,5,8 6132986 100 409581 SANMINA CORPORATION COM 801056102 100495 2428586 SH DFND 12,2,20,5,8 2197384 833 230369 ARCTURUS THERAPEUTICS HLDGS COM 03969T109 57739 1398035 SH DFND 19,2,20,5,8 1323153 300 74582 SANOFI SPONSORED ADR 80105N105 5154 104227 SH DFND 1,2,20 57643 0 46584 SANTANDER CONSUMER USA HLDGS COM 80283M101 22048 814765 SH DFND 12,13,19,2,20,5,8 727611 0 87154 SAP SE SPON ADR 803054204 33298 271180 SH DFND 1,2,20 60445 0 210735 SAPIENS INTL CORP N V SHS G7T16G103 13809 434397 SH DFND 2,20,5 372758 0 61639 SAREPTA THERAPEUTICS INC COM 803607100 151393 2031305 SH DFND 10,11,12,13,19,2,20,5,6,8 1726587 36854 267864 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 20751 15830000 PRN DFND 2,5 15830000 0 0 SATSUMA PHARMACEUTICALS INC COM 80405P107 1134 191887 SH DFND 2,20 171561 0 20326 SAUL CTRS INC COM 804395101 16788 418539 SH DFND 2,20,5,8 369634 0 48905 SAVARA INC COM 805111101 1675 805438 SH DFND 2,20 702230 0 103208 SB FINL GROUP INC COM 78408D105 2003 109688 SH DFND 2,20 94463 0 15225 AC IMMUNE SA SHS H00263105 215 28314 SH DFND 2,20 28314 0 0 ARCUS BIOSCIENCES INC COM 03969F109 60804 2165394 SH DFND 19,2,20,5,8 2014752 0 150642 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1201991 4330717 SH DFND 10,11,12,13,19,2,20,5,6,8 3558756 53920 718041 SCANSOURCE INC COM 806037107 25097 837953 SH DFND 2,20,5,8 747002 1058 89893 SCHLUMBERGER LTD COM 806857108 2390205 87530462 SH DFND 10,11,12,13,19,2,20,5,6,8 80530154 790400 6209908 SCHNEIDER NATIONAL INC CL B 80689H102 38075 1520676 SH DFND 2,20,5,8 1408778 0 111898 SCHNITZER STEEL INDS INC CL A 806882106 65440 1565931 SH DFND 19,2,20,5,8 1476048 314 89569 SCHOLAR ROCK HLDG CORP COM 80706P103 62263 1229027 SH DFND 19,2,20,5,8 1127273 0 101754 SCHOLASTIC CORP COM 807066105 29185 969263 SH DFND 2,20,5,8 872703 73 96487 SCHRODINGER INC COM 80810D103 44823 587533 SH DFND 2,20,5,8 474080 400 113053 SCHWAB CHARLES CORP COM 808513105 4260068 65358510 SH DFND 10,12,13,19,2,20,5,6,8 57560058 735600 7062852 SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 81795 1450000 SH DFND 2 1450000 0 0 ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 28004 967982 SH DFND 2,20,5,8 908528 0 59454 SCHWAB STRATEGIC TR US REIT ETF 808524847 817 19879 SH DFND 1 19879 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 61390 1253622 SH DFND 2,20,5 1163472 64 90086 SCIENCE APPLICATIONS INTL CO COM 808625107 114053 1364430 SH DFND 1,12,13,2,20,5,8 1252809 833 110788 SCIENTIFIC GAMES CORP COM 80874P109 65195 1692496 SH DFND 13,19,2,20,5,8 1472820 700 218976 SCIPLAY CORPORATION CL A 809087109 2745 169665 SH DFND 2,20 169665 0 0 SCOPUS BIOPHARMA INC COM 809171101 344 40754 SH DFND 2,20 32800 0 7954 SCORPIO TANKERS INC SHS Y7542C130 14880 806061 SH DFND 2,20,5 681313 0 124748 SCOTTS MIRACLE-GRO CO CL A 810186106 249725 1019412 SH DFND 13,19,2,20,5,8 934461 385 84566 SCPHARMACEUTICALS INC COM 810648105 692 104119 SH DFND 2,20 92498 0 11621 SCRIPPS E W CO OHIO CL A NEW 811054402 34766 1804151 SH DFND 2,20,5,8 1618787 1039 184325 ARDAGH GROUP S A CL A L0223L101 4248 166197 SH DFND 2,20,5 152997 0 13200 SCULPTOR CAP MGMT COM CL A 811246107 6588 301086 SH DFND 2,20,5 258116 0 42970 SEA LTD NOTE 1.000%12/0 81141RAD2 116527 26147000 PRN DFND 2,5 26147000 0 0 SEA LTD SPONSORD ADS 81141R100 672187 3011187 SH DFND 1,10,13,2,20,5,8 553068 0 2458119 SEABOARD CORP DEL COM 811543107 11686 3167 SH DFND 2,20,5,8 2605 1 561 SEACHANGE INTL INC COM 811699107 843 543637 SH DFND 2,20 480936 0 62701 SEACOAST BKG CORP FLA COM NEW 811707801 78220 2158383 SH DFND 2,20,5,8 1979189 0 179194 SEACOR HOLDINGS INC COM 811904101 25008 613700 SH DFND 2,20,5,8 545243 100 68357 SEACOR MARINE HLDGS INC COM 78413P101 63 11860 SH DFND 20 11860 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 711402 9189794 SH DFND 10,11,12,13,19,2,20,5,6,8 7554273 299711 1335810 SEAGEN INC COM 81181C104 404667 2914205 SH DFND 10,11,12,13,19,2,20,5,6,8 2409493 73258 431454 ARDELYX INC COM 039697107 24926 3765222 SH DFND 2,20,5,8 3566083 0 199139 SEALED AIR CORP NEW COM 81211K100 337951 7375619 SH DFND 10,11,12,13,19,2,20,5,6,8 6054854 183632 1137133 SEASPINE HLDGS CORP COM 81255T108 7649 439599 SH DFND 2,20,5 383664 0 55935 SEAWORLD ENTMT INC COM 81282V100 48986 986224 SH DFND 2,20,5,8 801083 0 185141 SECUREWORKS CORP CL A 81374A105 1858 138855 SH DFND 2,20 120194 0 18661 SECURITY NATL FINL CORP CL A NEW 814785309 1431 153021 SH DFND 2,20 134386 0 18635 SEER INC COM CL A 81578P106 11292 225759 SH DFND 2,20,5 193202 0 32557 SEI INVTS CO COM 784117103 330807 5429295 SH DFND 10,12,13,19,2,20,5,6,8 4763596 172717 492982 SELECT BANCORP INC NEW COM 81617L108 2906 262510 SH DFND 2,20 216285 0 46225 SELECT ENERGY SVCS INC CL A COM 81617J301 6143 1233440 SH DFND 2,20,5,8 1055908 0 177532 SELECT INTERIOR CONCEPTS INC CL A 816120307 78 10800 SH DFND 20 10800 0 0 ARDMORE SHIPPING CORP COM Y0207T100 2550 561698 SH DFND 2,20,5 478097 0 83601 SELECT MED HLDGS CORP COM 81619Q105 120084 3521514 SH DFND 19,2,20,5,8 3105262 2000 414252 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 49466 674663 SH DFND 2 674663 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 94089 1917835 SH DFND 1,12,2,20 1564314 0 353521 SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1179 29864 SH DFND 12 29864 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 20573 122405 SH DFND 2 122405 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 118192 3471127 SH DFND 1,2,20 2921066 0 550061 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 15053 191029 SH DFND 12,2 191029 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 174860 1316621 SH DFND 1,12,2,20 1168013 0 148608 SELECTA BIOSCIENCES INC COM 816212104 5433 1200760 SH DFND 2,20,5 1040479 0 160281 SELECTIVE INS GROUP INC COM 816300107 134562 1855004 SH DFND 12,13,2,20,5,8 1645121 741 209142 ARENA PHARMACEUTICALS INC COM NEW 040047607 121349 1748792 SH DFND 19,2,20,5,8 1542485 890 205417 SELECTQUOTE INC COM 816307300 63458 2150377 SH DFND 2,20,5,8 1759524 0 390853 SEMPRA ENERGY COM 816851109 2160535 16163253 SH DFND 10,11,12,13,19,2,20,5,6,8 14438713 185089 1539451 SEMTECH CORP COM 816850101 159776 2315599 SH DFND 13,19,2,20,5,8 2071515 651 243433 SENDAS DISTRIBUIDORA S A SPON ADS 81689T104 3619 278375 SH DFND 10,2,20 278375 0 0 SENECA FOODS CORP NEW CL A 817070501 10473 222400 SH DFND 2,20,5 202839 0 19561 SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 184049 3175994 SH DFND 10,11,12,13,19,2,20,5,6,8 2522153 88259 565582 SENSEI BIOTHERAPEUTICS INC COM 81728A108 854 58771 SH DFND 2,20 47841 0 10930 SENSEONICS HLDGS INC COM 81727U105 8031 3042065 SH DFND 2,20 3042065 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 100296 1285842 SH DFND 13,2,20,5,8 1125701 760 159381 SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323207 129 21400 SH DFND 2 21400 0 0 ARES CAPITAL CORP COM 04010L103 1592 85087 SH DFND 20 85087 0 0 SERES THERAPEUTICS INC COM 81750R102 69405 3370820 SH DFND 19,2,20,5,8 3194860 1000 174960 SERITAGE GROWTH PPTYS CL A 81752R100 19201 1046403 SH DFND 2,20,5,8 868782 300 177321 SERVICE CORP INTL COM 817565104 206767 4050277 SH DFND 12,13,2,20,5,8 3715559 2037 332681 SERVICE PPTYS TR COM SH BEN INT 81761L102 100572 8479959 SH DFND 10,12,13,19,2,20,5,8 7541577 40729 897653 SERVICENOW INC COM 81762P102 3752310 7502970 SH DFND 10,11,12,13,19,2,20,5,6,8 6471097 117872 914001 SERVICESOURCE INTL INC COM 81763U100 1886 1282968 SH DFND 2,20 1102553 0 180415 SERVISFIRST BANCSHARES INC COM 81768T108 102260 1661983 SH DFND 2,20,5,8 1496886 0 165097 SESEN BIO INC COM 817763105 305 117300 SH DFND 20 117300 0 0 SFL CORPORATION LTD SHS G7738W106 13419 1673247 SH DFND 2,20,5 1420774 0 252473 SHAKE SHACK INC CL A 819047101 119406 1058843 SH DFND 19,2,20,5,8 928770 400 129673 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 10680 10300000 PRN DFND 2,5 10300000 0 0 SHARPS COMPLIANCE CORP COM 820017101 2954 205536 SH DFND 2,20 175277 0 30259 SHATTUCK LABS INC COM 82024L103 22287 762225 SH DFND 2,20,5 730079 0 32146 SHAW COMMUNICATIONS INC CL B CONV 82028K200 253 9633 SH DFND 20 9633 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 76529 1567887 SH DFND 19,2,20,5,8 1369758 900 197229 SHERWIN WILLIAMS CO COM 824348106 2582301 3499006 SH DFND 10,11,12,13,19,2,20,5,6,8 3002208 62621 434177 SHIFT TECHNOLOGIES INC CL A 82452T107 5830 700778 SH DFND 2,20 700778 0 0 SHIFT4 PMTS INC CL A 82452J109 13736 167489 SH DFND 13,2,20,5,8 135189 0 32300 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 2132 63569 SH DFND 1,2,20,5 24802 0 38767 SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 27099 779159 SH DFND 19,2,20 703128 0 76031 SHOCKWAVE MED INC COM 82489T104 80515 618110 SH DFND 2,20,5,8 520284 200 97626 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 11271 10303000 PRN DFND 2,5 10303000 0 0 SHOE CARNIVAL INC COM 824889109 21562 348454 SH DFND 19,2,20,5,8 315227 0 33227 SHOPIFY INC CL A 82509L107 26147 23630 SH DFND 2 23630 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 27843 24525000 PRN DFND 2,5 24525000 0 0 SHORE BANCSHARES INC COM 825107105 3961 232709 SH DFND 13,2,20,5 191187 0 41522 SHOTSPOTTER INC COM 82536T107 5220 148849 SH DFND 2,20,5,8 125492 0 23357 SHUTTERSTOCK INC COM 825690100 64930 729220 SH DFND 2,20,5,8 653914 0 75306 SHYFT GROUP INC COM 825698103 23976 644505 SH DFND 2,20,5,8 528892 0 115613 SI BONE INC COM 825704109 25474 800830 SH DFND 19,2,20,5,8 713973 0 86857 SIEBERT FINL CORP COM 826176109 574 141809 SH DFND 2,20 124692 0 17117 SIENTRA INC COM 82621J105 5599 767982 SH DFND 2,20,5 658872 0 109110 ARES COML REAL ESTATE CORP COM 04013V108 8867 629895 SH DFND 2,20,5,8 501919 1800 126176 SIERRA BANCORP COM 82620P102 7707 287561 SH DFND 13,2,20,5 219391 0 68170 SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 424 120140 SH DFND 20 120140 0 0 SIGA TECHNOLOGIES INC COM 826917106 6606 1016273 SH DFND 2,20,5,8 868107 0 148166 SIGILON THERAPEUTICS INC COM 82657L107 1706 76334 SH DFND 2,20 65169 0 11165 SIGNATURE BK NEW YORK N Y COM 82669G104 442257 1956024 SH DFND 12,13,2,20,5,8 1842707 599 112718 SIGNET JEWELERS LIMITED SHS G81276100 109592 1890162 SH DFND 12,13,19,2,20,5,8 1692654 659 196849 SIGNIFY HEALTH INC CL A COM 82671G100 4265 145754 SH DFND 2,20 135020 0 10734 SILGAN HOLDINGS INC COM 827048109 77201 1836809 SH DFND 2,20,5,8 1643110 484 193215 SILICOM LTD ORD M84116108 268 5930 SH DFND 2 5930 0 0 SILICON LABORATORIES INC COM 826919102 216130 1532075 SH DFND 13,19,2,20,5,8 1362136 505 169434 ACACIA RESH CORP ACACIA TCH COM 003881307 5838 877843 SH DFND 2,20,5 750837 0 127006 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 68123 1215839 SH DFND 2,20,5,8 1012351 3700 199788 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 6569 110606 SH DFND 1,10,13,19,2,20,5 81241 0 29365 SILK RD MED INC COM 82710M100 35181 694587 SH DFND 2,20,5,8 604884 0 89703 SILVERBACK THERAPEUTICS INC COM 82835W108 8384 192164 SH DFND 2,20,5 163657 0 28507 SILVERBOW RES INC COM 82836G102 131 16823 SH DFND 20 16823 0 0 SILVERCREST ASSET MGMT GROUP CL A 828359109 1958 136196 SH DFND 2,20 113078 0 23118 SILVERGATE CAP CORP CL A 82837P408 212436 1494237 SH DFND 2,20,5 1447472 0 46765 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 154340 5173726 SH DFND 2,20,5,8 4793562 1400 378764 SIMON PPTY GROUP INC NEW COM 828806109 2182399 19182555 SH DFND 10,11,12,13,19,2,20,5,6,8 16464796 271562 2446197 SIMPLY GOOD FOODS CO COM 82900L102 80487 2645864 SH DFND 2,20,5,8 2332599 0 313265 SIMPSON MFG INC COM 829073105 136386 1311938 SH DFND 2,20,5,8 1157540 680 153718 ARGAN INC COM 04010E109 15097 282987 SH DFND 2,20,5,8 232408 0 50579 SIMULATIONS PLUS INC COM 829214105 30976 489812 SH DFND 2,20,5,8 440035 0 49777 SINCLAIR BROADCAST GROUP INC CL A 829226109 26157 893953 SH DFND 2,20,5,8 723070 10238 160645 SINOVAC BIOTECH LTD SHS P8696W104 1041 160875 SH DFND 2 160875 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 172875 28386722 SH DFND 10,11,12,13,19,2,20,5,6,8 20070422 665606 7650694 SITE CTRS CORP COM 82981J109 113515 8303493 SH DFND 10,12,13,19,2,20,5,8 7387725 37741 878027 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 142244 833105 SH DFND 13,19,2,20,5,8 674140 300 158665 SITIME CORP COM 82982T106 43595 442145 SH DFND 2,20,5,8 414436 0 27709 SIX FLAGS ENTMT CORP NEW COM 83001A102 87484 1882584 SH DFND 12,13,2,20,5,8 1719179 700 162705 SJW GROUP COM 784305104 34668 550371 SH DFND 13,19,2,20,5,8 446960 0 103411 SK TELECOM LTD SPONSORED ADR 78440P108 19647 721509 SH DFND 1,10,2,20,5 670680 0 50829 ARGENX SE SPONSORED ADR 04016X101 15376 55833 SH DFND 1,13,20 399 0 55434 SKECHERS U S A INC CL A 830566105 192494 4615048 SH DFND 12,13,19,2,20,5,8 4341994 1936 271118 SKILLZ INC COM 83067L109 2388 125400 SH DFND 20 125400 0 0 SKYLINE CHAMPION CORPORATION COM 830830105 55913 1235370 SH DFND 2,20,5,8 1052763 0 182607 SKYWEST INC COM 830879102 102576 1882822 SH DFND 13,19,2,20,5,8 1752773 0 130049 SKYWORKS SOLUTIONS INC COM 83088M102 1347140 7342161 SH DFND 10,11,12,13,19,2,20,5,6,8 6058215 322997 960949 SL GREEN RLTY CORP COM 78440X804 226112 3216884 SH DFND 10,12,13,19,2,20,5,8 2846371 17201 353312 SLACK TECHNOLOGIES INC COM CL A 83088V102 448048 11027516 SH DFND 10,11,12,13,19,2,20,5,6,8 8785849 220816 2020851 SLEEP NUMBER CORP COM 83125X103 113456 790686 SH DFND 2,20,5,8 691789 300 98597 SLM CORP COM 78442P106 144653 8049672 SH DFND 1,13,19,2,20,5,8 7192510 4742 852420 SM ENERGY CO COM 78454L100 137918 8425055 SH DFND 12,2,20,5,8 8132417 0 292638 ARGO GROUP INTL HLDGS LTD COM G0464B107 33726 670228 SH DFND 2,20,5,8 556397 217 113614 SMART GLOBAL HLDGS INC SHS G8232Y101 37318 810900 SH DFND 2,20,5,8 766055 0 44845 SMART SAND INC COM 83191H107 43 16800 SH DFND 20 16800 0 0 SMARTFINANCIAL INC COM NEW 83190L208 4964 229285 SH DFND 2,20,5 197929 0 31356 SMARTSHEET INC COM CL A 83200N103 91413 1430112 SH DFND 13,19,2,20,5,8 1206694 1100 222318 SMILEDIRECTCLUB INC CL A COM 83192H106 9584 929570 SH DFND 2,20,5,8 886370 0 43200 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6075 160288 SH DFND 2,20 160288 0 0 SMITH & WESSON BRANDS INC COM 831754106 16145 925243 SH DFND 2,20,5 821204 100 103939 SMITH A O CORP COM 831865209 597335 8835010 SH DFND 10,11,12,13,19,2,20,5,6,8 8044687 182404 607919 SMITH MICRO SOFTWARE INC COM NEW 832154207 2898 526345 SH DFND 2,20 455175 0 71170 SMUCKER J M CO COM NEW 832696405 927220 7328066 SH DFND 10,11,12,13,19,2,20,5,6,8 6357011 129953 841102 ARISTA NETWORKS INC COM 040413106 630767 2089394 SH DFND 10,11,12,13,19,2,20,5,6,8 1786636 50901 251857 SNAP INC CL A 83304A106 499853 9559250 SH DFND 10,11,12,13,19,2,20,5,6,8 6947417 438772 2173061 SNAP INC NOTE 0.750% 8/0 83304AAB2 82253 34850000 PRN DFND 2,5 34850000 0 0 SNAP ON INC COM 833034101 568226 2462626 SH DFND 10,11,12,13,19,2,20,5,6,8 2026037 103744 332845 SNOWFLAKE INC CL A 833445109 81900 357206 SH DFND 10,11,12,13,19,2,20,5,6,8 271018 12938 73250 SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 3647 369513 SH DFND 1,2,20,5 362726 0 6787 SOC TELEMED INC COM CL A 78472F101 194 30800 SH DFND 20 30800 0 0 SOCIEDAD QUIMICA Y MINERA DE RIGHT 04/19/2021 833636111 620 199910 SH DFND 13,19,2,20,5,8 198572 0 1338 SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 55847 1052319 SH DFND 13,19,2,20,5,8 1045130 0 7189 SOGOU INC ADR REPSTG A 83409V104 682 90325 SH DFND 1,2 46766 0 43559 SOHU COM LTD SPONSORED ADS 83410S108 8246 524537 SH DFND 13,2,20,5 389210 700 134627 ARKO CORP COM 041242108 475 47800 SH DFND 20 47800 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 470350 1636342 SH DFND 10,11,12,13,19,2,20,5,6,8 1398361 43597 194384 SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 7293 594341 SH DFND 2,20,5 523941 0 70400 SOLARWINDS CORP COM 83417Q105 12598 722386 SH DFND 2,20,5,8 631974 0 90412 SOLENO THERAPEUTICS INC COM NEW 834203200 1066 846387 SH DFND 2,20 732169 0 114218 SOLID BIOSCIENCES INC COM 83422E105 2590 468364 SH DFND 2,20,5 412202 0 56162 SOLITARIO ZINC CORP COM 8342EP107 10 11586 SH DFND 20 11586 0 0 SOLITON INC COM 834251100 1784 101565 SH DFND 2,20 87785 0 13780 SONIC AUTOMOTIVE INC CL A 83545G102 45099 907898 SH DFND 2,20,5,8 822705 0 85193 SONOCO PRODS CO COM 835495102 376405 5946361 SH DFND 12,13,19,2,20,5,8 5725543 864 219954 SONOS INC COM 83570H108 82929 2213207 SH DFND 19,2,20,5,8 1781636 0 431571 ARLINGTON ASSET INVST CORP CL A NEW 041356205 3257 806274 SH DFND 2,20,5 731960 0 74314 SONY CORP SPONSORED ADR 835699307 4951 46700 SH DFND 2,20 46700 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 80937 9786760 SH DFND 19,2,20,5,8 8778013 3500 1005247 SOTERA HEALTH CO COM 83601L102 15551 623046 SH DFND 2,20 561559 0 61487 SOUND FINL BANCORP INC COM 83607A100 241 5792 SH DFND 20 600 0 5192 SOUTH JERSEY INDS INC COM 838518108 298606 13053591 SH DFND 12,19,2,20,5,8 12733469 1376 318746 SOUTH PLAINS FINANCIAL INC COM 83946P107 3748 164958 SH DFND 2,20 134449 0 30509 SOUTH ST CORP COM 840441109 192103 2446854 SH DFND 13,2,20,5,8 2172595 1110 273149 SOUTHERN CO COM 842587107 3225273 51886632 SH DFND 1,10,11,12,13,19,2,20,5,6,8 45874307 663314 5349011 SOUTHERN CO UNIT 08/01/2022 842587602 36921 724500 SH DFND 2 724500 0 0 SOUTHERN COPPER CORP COM 84265V105 229698 3384377 SH DFND 10,12,13,19,2,20,5,6,8 1895396 36076 1452905 ARLO TECHNOLOGIES INC COM 04206A101 13989 2227508 SH DFND 2,20,5 2037171 0 190337 SOUTHERN FIRST BANCSHARES COM 842873101 6556 139848 SH DFND 2,20,5 120669 0 19179 SOUTHERN MO BANCORP INC COM 843380106 5553 140859 SH DFND 2,20 105958 0 34901 SOUTHSIDE BANCSHARES INC COM 84470P109 47882 1243377 SH DFND 2,20,5,8 1129450 0 113927 SOUTHWEST AIRLS CO COM 844741108 2512936 41155199 SH DFND 1,10,11,12,13,19,2,20,5,6,8 18156270 90671 22908258 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 111340 64600000 PRN DFND 2,5 64600000 0 0 SOUTHWEST GAS HLDGS INC COM 844895102 118189 1720114 SH DFND 12,13,19,2,20,5,8 1517193 773 202148 SOUTHWESTERN ENERGY CO COM 845467109 213193 45847969 SH DFND 12,13,2,20,5 44058795 13572 1775602 SP PLUS CORP COM 78469C103 14092 429779 SH DFND 19,2,20,5,8 358575 0 71204 SPARK ENERGY INC CL A COM 846511103 2428 227382 SH DFND 2,20,5 201117 0 26265 SPARTANNASH CO COM 847215100 26600 1355046 SH DFND 2,20,5,8 1232939 1026 121081 ARMADA HOFFLER PPTYS INC COM 04208T108 33519 2641617 SH DFND 10,19,2,20,5,8 2338372 13900 289345 SPDR GOLD TR GOLD SHS 78463V107 110542 691059 SH DFND 10,12,20,8 346148 0 344911 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 144352 3057019 SH DFND 1,2 3052570 7 4442 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 15020 436002 SH DFND 1,12,20 432607 0 3395 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4857 109120 SH DFND 10 0 0 109120 SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 37716 315600 SH DFND 10 0 0 315600 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 25767 891290 SH DFND 1 888230 0 3060 SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 164444 4650552 SH DFND 12,2,20 957306 0 3693246 SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 84372 1927185 SH DFND 12,19,2,20,5 1030906 0 896279 SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 7955 154640 SH DFND 5 154640 0 0 SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 8826 133500 SH DFND 10 0 0 133500 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 25299 2073685 SH DFND 2,20,5,8 1844099 1237 228349 SPDR INDEX SHS FDS S&P INTL ETF 78463X772 458 12008 SH DFND 1 7454 0 4554 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 109544 2931337 SH DFND 1,2,20 2783592 35201 112544 SPDR S&P 500 ETF TR TR UNIT 78462F103 1549722 3899167 SH DFND 1,10,12,2,20 3356899 1288 540980 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 56110 117806 SH DFND 1,20 83239 1274 33293 SPDR SER TR BLOMBERG 1 10 YR 78468R861 489408 23450334 SH DFND 2 23450334 0 0 SPDR SER TR BLOMBERG BRC INV 78468R200 33239 1084816 SH DFND 20 0 0 1084816 SPDR SER TR BLOMBERG INTL TR 78464A516 1882 64590 SH DFND 1,20 2235 0 62355 SPDR SER TR BLOMBRG BRC EMRG 78464A391 5139 197514 SH DFND 1 197514 0 0 SPDR SER TR BLOMBRG BRC INTL 78464A151 1812 50579 SH DFND 20 0 0 50579 SPDR SER TR BLOOMBERG BRCLYS 78468R622 1124846 10338659 SH DFND 19,2,20,5,8 8760576 0 1578083 ACADEMY SPORTS & OUTDOORS IN COM 00402L107 19063 706309 SH DFND 2,20 638572 0 67737 ARMSTRONG FLOORING INC COM 04238R106 147 30087 SH DFND 20 30087 0 0 SPDR SER TR BLOOMBERG SRT TR 78468R408 9708 355228 SH DFND 12,20 196371 0 158857 SPDR SER TR DJ REIT ETF 78464A607 19870 209891 SH DFND 1,2,20 92890 0 117001 SPDR SER TR FTSE INT GVT ETF 78464A490 13602 244954 SH DFND 20 244954 0 0 SPDR SER TR PORTFLI HIGH YLD 78468R606 2788 105000 SH DFND 10 0 0 105000 SPDR SER TR PORTFLI INTRMDIT 78464A672 227069 7078220 SH DFND 1,12,2 7078220 0 0 SPDR SER TR PORTFLI MORTGAGE 78464A383 17252 665337 SH DFND 2 665337 0 0 SPDR SER TR PORTFLI TIPS ETF 78464A656 130934 4285903 SH DFND 1,2,20 93797 0 4192106 SPDR SER TR PORTFOLIO AGRGTE 78464A649 295679 9972323 SH DFND 1,2,20 40155 5169 9926999 SPDR SER TR PORTFOLIO INTRMD 78464A375 133417 3680456 SH DFND 1,12,2,20 3203161 128509 348786 SPDR SER TR PORTFOLIO LN COR 78464A367 140241 4648343 SH DFND 12,2,20 3274297 0 1374046 ARMSTRONG WORLD INDS INC NEW COM 04247X102 52285 580360 SH DFND 19,2,20,5,8 486855 351 93154 SPDR SER TR PORTFOLIO LN TSR 78464A664 512078 13136934 SH DFND 12,2,20 12657995 0 478939 SPDR SER TR PORTFOLIO S&P500 78464A854 25630 549873 SH DFND 12 549873 0 0 SPDR SER TR PORTFOLIO S&P600 78468R853 53216 1258947 SH DFND 2 0 0 1258947 SPDR SER TR PORTFOLIO SH TSR 78468R101 175853 5735589 SH DFND 1,2 5735589 0 0 SPDR SER TR PORTFOLIO SHORT 78464A474 380864 12164283 SH DFND 1,2,20 1553628 0 10610655 SPDR SER TR S&P 600 SML CAP 78464A813 26628 283340 SH DFND 20 0 0 283340 SPDR SER TR S&P DIVID ETF 78464A763 9902 83890 SH DFND 1 79230 0 4660 SPDR SER TR SPDR BLOOMBERG 78468R663 15691 171483 SH DFND 12,2 171483 0 0 SPDR SER TR WELLS FG PFD ETF 78464A292 1178 27114 SH DFND 1 27114 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 48841 574599 SH DFND 10,12,13,2,20,5,8 466389 16077 92133 ARRAY TECHNOLOGIES INC COM SHS 04271T100 31589 1059310 SH DFND 19,2,20 965949 0 93361 SPECTRUM PHARMACEUTICALS INC COM 84763A108 42793 13126592 SH DFND 2,20,5,8 12635983 0 490609 SPERO THERAPEUTICS INC COM 84833T103 19968 1356543 SH DFND 2,20,5 1310958 0 45585 SPIRE INC COM 84857L101 119621 1604921 SH DFND 12,13,19,2,20,5,8 1372312 439 232170 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 113509 2332627 SH DFND 12,13,19,2,20,5,8 2090217 887 241523 SPIRIT AIRLS INC COM 848577102 80126 2171430 SH DFND 13,2,20,5,8 1919022 0 252408 SPIRIT OF TEX BANCSHARES INC COM 84861D103 4710 211095 SH DFND 2,20 180326 0 30769 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 213389 4948435 SH DFND 10,12,13,19,2,20,5,8 4399915 27453 521067 SPLUNK INC COM 848637104 470530 3473058 SH DFND 10,11,12,13,19,2,20,5,6,8 2896393 75349 501316 SPLUNK INC NOTE 0.500% 9/1 848637AC8 23240 20273000 PRN DFND 2,5 20273000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 26694 22576000 PRN DFND 2,5 22576000 0 0 ARROW ELECTRS INC COM 042735100 337982 3049828 SH DFND 10,11,12,13,19,2,20,5,6,8 2216036 79614 754178 SPOK HLDGS INC COM 84863T106 5942 566418 SH DFND 2,20,5 519241 0 47177 SPORTSMANS WHSE HLDGS INC COM 84920Y106 19731 1144513 SH DFND 2,20,5,8 1037666 0 106847 SPOTIFY TECHNOLOGY S A SHS L8681T102 377634 1409344 SH DFND 10,12,13,19,2,20,5,6,8 1286007 0 123337 SPRINGWORKS THERAPEUTICS INC COM 85205L107 79424 1079568 SH DFND 2,20,5,8 998939 0 80629 SPROUT SOCIAL INC COM CL A 85209W109 32517 562967 SH DFND 19,2,20,5,8 469796 0 93171 SPROUTS FMRS MKT INC COM 85208M102 83736 3145603 SH DFND 12,13,19,2,20,5,8 2823524 900 321179 SPRUCE BIOSCIENCES INC COM 85209E109 1573 94749 SH DFND 2,20 80489 0 14260 SPS COMM INC COM 78463M107 110964 1117354 SH DFND 13,19,2,20,5,8 969162 200 147992 SPX CORP COM 784635104 81761 1403145 SH DFND 19,2,20,5,8 1216949 951 185245 SPX FLOW INC COM 78469X107 84032 1325016 SH DFND 2,20,5,8 1174814 551 149651 ARROW FINL CORP COM 042744102 10557 316933 SH DFND 13,2,20,5,8 244818 53 72062 SQUARE INC CL A 852234103 1676566 7384128 SH DFND 10,11,12,13,19,2,20,5,6,8 5914021 199143 1270964 SQUARE INC NOTE 0.500% 5/1 852234AD5 71039 24321000 PRN DFND 2,5 24321000 0 0 SQZ BIOTECHNOLOGIES CO COM 78472W104 929 67921 SH DFND 2,20 58527 0 9394 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 357347 5114462 SH DFND 10,11,12,13,19,2,20,5,6,8 3994806 174659 944997 SSGA ACTIVE ETF TR BLACKSTONE SENR 78467V608 5443 119000 SH DFND 10 0 0 119000 SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 51544 1489349 SH DFND 1 1388713 51330 49306 SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 790 29642 SH DFND 1 29642 0 0 ST JOE CO COM 790148100 41545 968425 SH DFND 13,2,20,5,8 842402 300 125723 STAAR SURGICAL CO COM PAR $0.01 852312305 152797 1449548 SH DFND 2,20,5,8 1296608 297 152643 STAG INDL INC COM 85254J102 206598 6125111 SH DFND 10,19,2,20,5,8 5130262 38713 956136 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 247609 3734120 SH DFND 13,2,20,5,8 3376147 1000 356973 STAMPS COM INC COM NEW 852857200 113295 567866 SH DFND 13,2,20,5,8 507271 400 60195 STANDARD AVB FINL CORP COM 85303B100 1904 58328 SH DFND 2,20 49928 0 8400 STANDARD MTR PRODS INC COM 853666105 31358 754161 SH DFND 2,20,5,8 679847 200 74114 STANDEX INTL CORP COM 854231107 40910 428064 SH DFND 2,20,5,8 382878 14 45172 STANLEY BLACK & DECKER INC COM 854502101 1431163 7167642 SH DFND 10,11,12,13,19,2,20,5,6,8 6294173 109817 763652 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 18687 161500 SH DFND 2 161500 0 0 STAR BULK CARRIERS CORP. SHS PAR Y8162K204 1457 99234 SH DFND 2 99234 0 0 STAR GROUP L P UNIT LTD PARTNR 85512C105 655 61838 SH DFND 10,20,5,8 37419 4905 19514 STARBUCKS CORP COM 855244109 5081410 46503246 SH DFND 10,11,12,13,19,2,20,5,6,8 39540203 837412 6125631 STARTEK INC COM 85569C107 2187 275125 SH DFND 2,20 235497 0 39628 ARTESIAN RES CORP CL A 043113208 6504 165149 SH DFND 13,2,20,5 137680 0 27469 STARWOOD PPTY TR INC COM 85571B105 94077 3730412 SH DFND 12,13,2,20,5,8 3126963 2400 601049 STATE AUTO FINL CORP COM 855707105 6569 333297 SH DFND 2,20,5,8 278623 0 54674 STATE STR CORP COM 857477103 1469935 17390522 SH DFND 1,10,12,13,19,2,20,5,6,8 13508089 361441 3520992 STEEL CONNECT INC COM 858098106 55 27998 SH DFND 20 27998 0 0 STEEL DYNAMICS INC COM 858119100 468326 9180506 SH DFND 10,11,12,13,19,2,20,5,6,8 7431029 238638 1510839 STEELCASE INC CL A 858155203 26855 1866235 SH DFND 19,2,20,5,8 1547846 1300 317089 STELLANTIS N.V SHS N82405106 16051 902264 SH DFND 19,2,20,6 893859 0 8405 STEPAN CO COM 858586100 165744 1303939 SH DFND 19,2,20,5,8 1221077 24 82838 STEPSTONE GROUP INC COM CL A 85914M107 11541 327205 SH DFND 2,20 282214 0 44991 STEREOTAXIS INC COM NEW 85916J409 4875 725455 SH DFND 2,20,5 617039 0 108416 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 60808 1165577 SH DFND 2,20,5,8 927261 21100 217216 STERICYCLE INC COM 858912108 141136 2090591 SH DFND 12,13,2,20,5,8 1907337 1151 182103 STERIS PLC SHS USD G8473T100 672806 3532072 SH DFND 10,11,12,13,19,2,20,5,6,8 3033050 87978 411044 STERLING BANCORP DEL COM 85917A100 254841 11070414 SH DFND 12,13,2,20,5,8 10673893 2059 394462 STERLING BANCORP INC COM 85917W102 1703 300934 SH DFND 2,20 236837 0 64097 STERLING CONSTR INC COM 859241101 11742 506137 SH DFND 2,20,5,8 420809 0 85328 STEWART INFORMATION SVCS COR COM 860372101 46218 888296 SH DFND 2,20,5,8 798817 200 89279 STIFEL FINL CORP COM 860630102 198230 3094445 SH DFND 13,2,20,5,8 2711836 1291 381318 STITCH FIX INC COM CL A 860897107 62708 1265814 SH DFND 2,20,5,8 1056321 500 208993 STMICROELECTRONICS N V NY REGISTRY 861012102 22715 592626 SH DFND 2,20 592626 0 0 STOCK YDS BANCORP INC COM 861025104 20976 408584 SH DFND 2,20,5,8 331308 591 76685 ARVINAS INC COM 04335A105 53034 802334 SH DFND 19,2,20,5,8 679079 300 122955 STOKE THERAPEUTICS INC COM 86150R107 29025 747288 SH DFND 2,20,5,8 707637 0 39651 STONECO LTD COM CL A G85158106 136270 2225913 SH DFND 10,12,19,2,20,5,8 2012696 0 213217 STONEMOR INC COM 86184W106 84 44403 SH DFND 20 44403 0 0 STONERIDGE INC COM 86183P102 16065 505032 SH DFND 2,20,5,8 408088 0 96944 STONEX GROUP INC COM 861896108 32397 495516 SH DFND 2,20,5,8 433828 0 61688 STORE CAP CORP COM 862121100 351749 10388546 SH DFND 10,12,19,2,20,5,8 9199011 59045 1130490 STRATASYS LTD SHS M85548101 5576 215297 SH DFND 2,20,5 215297 0 0 STRATEGIC ED INC COM 86272C103 67411 733444 SH DFND 19,2,20,5,8 650619 190 82635 STRATUS PPTYS INC COM NEW 863167201 2789 91441 SH DFND 2,20 77830 0 13611 STRIDE INC COM 86333M108 23462 779218 SH DFND 2,20,5,8 639737 0 139481 ASANA INC CL A 04342Y104 3789 132562 SH DFND 2,20 132562 0 0 STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 2054 744143 SH DFND 2,20 646899 0 97244 STRYKER CORPORATION COM 863667101 3163988 12956381 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11117361 205560 1633460 STURM RUGER & CO INC COM 864159108 33968 514118 SH DFND 2,20,5 482268 0 31850 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 101 13954 SH DFND 20 13954 0 0 SUMMIT FINL GROUP INC COM 86606G101 5206 196097 SH DFND 2,20,5 170647 0 25450 SUMMIT HOTEL PPTYS INC COM 866082100 56991 5609309 SH DFND 10,19,2,20,5,8 5014527 23906 570876 SUMMIT MATLS INC CL A 86614U100 61701 2202050 SH DFND 2,20,5,8 1776425 2052 423573 SUMO LOGIC INC COM 86646P103 8941 474077 SH DFND 2,20 440205 0 33872 SUN CMNTYS INC COM 866674104 640238 4243644 SH DFND 10,11,12,13,19,2,20,5,6,8 3543255 73280 627109 SUNCOKE ENERGY INC COM 86722A103 44801 6390958 SH DFND 13,19,2,20,5 6093343 26248 271367 ACADIA HEALTHCARE COMPANY IN COM 00404A109 120159 2102892 SH DFND 12,13,2,20,5,8 1933360 1100 168432 ASBURY AUTOMOTIVE GROUP INC COM 043436104 132804 675848 SH DFND 12,2,20,5,8 603212 159 72477 SUNCOR ENERGY INC NEW COM 867224107 4027 192661 SH DFND 2 192661 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 57399 1406156 SH DFND 19,2,20,5,8 1209568 500 196088 SUNOPTA INC COM 8676EP108 431 29209 SH DFND 2,5 29209 0 0 SUNPOWER CORP COM 867652406 97304 2908933 SH DFND 19,2,20,5,8 2593135 1000 314798 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 12658 8020000 PRN DFND 2 8020000 0 0 SUNRUN INC COM 86771W105 346470 5728674 SH DFND 10,11,12,13,19,2,20,5,6,8 4902168 57300 769206 SUNSTONE HOTEL INVS INC NEW COM 867892101 103875 8336676 SH DFND 10,12,13,19,2,20,5,8 7011969 51737 1272970 SUPER MICRO COMPUTER INC COM 86800U104 35698 913919 SH DFND 19,2,20,5,8 764963 0 148956 SUPERIOR GROUP OF CO INC COM 868358102 4580 180167 SH DFND 2,20,5 155161 0 25006 SUPERIOR INDS INTL INC COM 868168105 148 26092 SH DFND 20 26092 0 0 ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3082 23917 SH DFND 1,13,19,2,20,5 17910 0 6007 SUPERNUS PHARMACEUTICALS INC COM 868459108 46539 1777662 SH DFND 2,20,5,8 1599253 300 178109 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 10934 11300000 PRN DFND 2,5 11300000 0 0 SURFACE ONCOLOGY INC COM 86877M209 140 18000 SH DFND 20 18000 0 0 SURGALIGN HOLDINGS INC COM 86882C105 2615 1199624 SH DFND 2,20,5 998194 0 201430 SURGERY PARTNERS INC COM 86881A100 24128 545133 SH DFND 2,20,5,8 450669 0 94464 SURMODICS INC COM 868873100 26167 466684 SH DFND 2,20,5,8 420006 0 46678 SUTRO BIOPHARMA INC COM 869367102 57222 2514164 SH DFND 2,20,5 2441875 0 72289 SUZANO S A SPON ADS 86959K105 3353 274373 SH DFND 10,2,20 225557 42592 6224 SVB FINANCIAL GROUP COM 78486Q101 1319048 2671977 SH DFND 10,12,13,19,2,20,5,6,8 2369024 54137 248816 SVMK INC COM 78489X103 45237 2469278 SH DFND 19,2,20,5,8 2039539 1100 428639 ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 88 11460 SH DFND 20 11460 0 0 SWITCH INC CL A 87105L104 16163 994006 SH DFND 2,20,5,8 867971 0 126035 SWK HLDGS CORP COM NEW 78501P203 855 58783 SH DFND 2,20 50883 0 7900 SYKES ENTERPRISES INC COM 871237103 60565 1373975 SH DFND 2,20,5,8 1247306 129 126540 SYNACOR INC COM 871561106 23 10492 SH DFND 20 10492 0 0 SYNAPTICS INC COM 87157D109 171646 1267505 SH DFND 2,20,5,8 1137776 224 129505 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 22629 12308000 PRN DFND 2,5 12308000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 4506 1262261 SH DFND 2,20,5 1168938 0 93323 SYNCHRONY FINANCIAL COM 87165B103 1019228 25067087 SH DFND 10,11,12,13,19,2,20,5,6,8 21432045 585437 3049605 SYNDAX PHARMACEUTICALS INC COM 87164F105 59332 2653471 SH DFND 2,20,5,8 2582272 0 71199 SYNEOS HEALTH INC CL A 87166B102 138842 1830487 SH DFND 13,19,2,20,5,8 1692462 500 137525 ASENSUS SURGICAL INC COM 04367G103 220 67728 SH DFND 20 67622 0 106 SYNNEX CORP COM 87162W100 113715 990201 SH DFND 12,13,2,20,5,8 902197 364 87640 SYNOPSYS INC COM 871607107 1544679 6234076 SH DFND 10,11,12,13,19,2,20,5,6,8 5261206 200705 772165 SYNOVUS FINL CORP COM NEW 87161C501 284869 6182758 SH DFND 12,13,2,20,5,8 5886928 1890 293940 SYROS PHARMACEUTICALS INC COM 87184Q107 5949 795345 SH DFND 2,20,5 687489 0 107856 SYSCO CORP COM 871829107 1782878 22514993 SH DFND 10,11,12,13,19,2,20,5,6,8 19744497 294082 2476414 SYSTEMAX INC COM 871851101 9624 234051 SH DFND 2,20,5,8 191545 0 42506 T-MOBILE US INC COM 872590104 3050168 24344863 SH DFND 10,11,12,13,19,2,20,5,6,8 21370965 294746 2679152 T2 BIOSYSTEMS INC COM 89853L104 184 113600 SH DFND 20 113600 0 0 TABULA RASA HEALTHCARE INC COM 873379101 29260 635406 SH DFND 2,20,5,8 560987 0 74419 TACTILE SYS TECHNOLOGY INC COM 87357P100 40288 739369 SH DFND 19,2,20,5,8 669614 0 69755 ASGN INC COM 00191U102 149688 1568395 SH DFND 13,19,2,20,5,8 1380795 476 187124 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 220889 1861146 SH DFND 1,10,13,19,2,20,8 1246264 0 614882 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 944393 5344614 SH DFND 10,11,12,13,19,2,20,5,6,8 4575145 135559 633910 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1162 63633 SH DFND 1,20 24648 0 38985 TAL EDUCATION GROUP SPONSORED ADS 874080104 399718 7422808 SH DFND 10,11,12,13,19,2,20,5,8 5530513 172300 1719995 TALEND S A ADS 874224207 7838 123166 SH DFND 1,2,5 103938 0 19228 TALIS BIOMEDICAL CORP COM 87424L108 1890 147067 SH DFND 2,20 128001 0 19066 TALOS ENERGY INC COM 87484T108 8504 706324 SH DFND 2,20,5 663828 0 42496 TANDEM DIABETES CARE INC COM NEW 875372203 74493 844116 SH DFND 13,19,2,20,5,8 724561 600 118955 TANGER FACTORY OUTLET CTRS I COM 875465106 72505 4792130 SH DFND 10,12,19,2,20,5,8 4267993 23042 501095 TAPESTRY INC COM 876030107 411736 9991177 SH DFND 10,12,13,19,2,20,5,6,8 7812434 8840 2169903 ASHFORD HOSPITALITY TR INC COM SHS 044103877 150 51000 SH DFND 20 51000 0 0 TARGA RES CORP COM 87612G101 133945 4218735 SH DFND 10,12,13,19,2,20,5,8 3111929 13867 1092939 TARGET CORP COM 87612E106 7247170 36588931 SH DFND 1,10,11,12,13,19,2,20,5,6,8 18924169 788844 16875918 TARGET HOSPITALITY CORP COM 87615L107 1298 517100 SH DFND 2,20,5 443377 0 73723 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 3641 49372 SH DFND 10,2,20,5,8 39072 0 10300 TARSUS PHARMACEUTICALS INC COM 87650L103 3235 100384 SH DFND 2,20 85433 0 14951 TATA MTRS LTD SPONSORED ADR 876568502 59761 2874527 SH DFND 1,12,13,19,2,20,5,8 1661732 0 1212795 TATTOOED CHEF INC COM CL A 87663X102 307 15800 SH DFND 20 15800 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 145306 4716196 SH DFND 12,19,2,20,5,8 4236757 1500 477939 TAYSHA GENE THERAPIES INC COM SHS 877619106 2479 122141 SH DFND 2,20 105034 0 17107 TCF FINL CORP COM 872307103 314153 6761796 SH DFND 12,13,19,2,20,5,8 6431673 1317 328806 ASHLAND GLOBAL HLDGS INC COM 044186104 134783 1518341 SH DFND 1,12,13,2,20,5,8 1194383 899 323059 TCR2 THERAPEUTICS INC COM 87808K106 48319 2188354 SH DFND 2,20,5,8 2123334 0 65020 TE CONNECTIVITY LTD REG SHS H84989104 1587334 12294430 SH DFND 10,11,12,13,19,2,20,5,6,8 10427757 365312 1501361 TEAM INC COM 878155100 11375 986567 SH DFND 2,20,5 909232 0 77335 TECHNIPFMC PLC COM G87110105 20771 2690481 SH DFND 12,13,2,20,5,8 2183093 4293 503095 TECHTARGET INC COM 87874R100 49858 717902 SH DFND 2,20,5,8 630359 0 87543 TEGNA INC COM 87901J105 171933 9097773 SH DFND 10,12,13,19,2,20,5,8 8251740 25600 820433 TEJON RANCH CO COM 879080109 7029 419898 SH DFND 2,20,5,8 355501 936 63461 TELA BIO INC COM 872381108 1547 103796 SH DFND 2,20 89646 0 14150 TELADOC HEALTH INC COM 87918A105 392611 2160169 SH DFND 10,11,12,13,19,2,20,5,6,8 1733740 55273 371156 TELECOM ARGENTINA S A SPON ADR REP B 879273209 13580 2460188 SH DFND 10,12,13,19,2,20,5,8 984931 92000 1383257 ASLAN PHARMACEUTICALS LTD ADS 04522R101 108 32379 SH DFND 2 32379 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 703490 1700690 SH DFND 10,11,12,13,19,2,20,5,6,8 1465338 30987 204365 TELEFLEX INCORPORATED COM 879369106 761384 1832630 SH DFND 10,11,12,13,19,2,20,5,6,8 1589547 26683 216400 TELEFONICA BRASIL SA NEW ADR 87936R205 12338 1530568 SH DFND 1,10,13,19,2,20,5 1077969 191542 261057 TELEFONICA S A SPONSORED ADR 879382208 67 14800 SH DFND 20 14800 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 234606 10218029 SH DFND 12,2,20,5,8 10031015 647 186367 TELLURIAN INC NEW COM 87968A104 54947 23481581 SH DFND 2,20,5 23056876 0 424705 TELOS CORP MD COM 87969B101 8626 227475 SH DFND 2,20 189138 0 38337 TEMPUR SEALY INTL INC COM 88023U101 202188 5530302 SH DFND 10,13,2,20,5,8 5125656 5699 398947 TENABLE HLDGS INC COM 88025T102 54131 1495962 SH DFND 2,20,5,8 1244652 0 251310 TENARIS S A SPONSORED ADS 88031M109 1927 84916 SH DFND 1,20 5200 0 79716 ASML HOLDING N V N Y REGISTRY SHS N07059210 20795 33684 SH DFND 2,20,5 33684 0 0 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 153248 7479141 SH DFND 1,10,12,13,19,2,20,5,8 5547345 170300 1761496 TENET HEALTHCARE CORP COM NEW 88033G407 168526 3240876 SH DFND 1,12,13,19,2,20,5,8 2880706 681 359489 TENNANT CO COM 880345103 45704 572091 SH DFND 19,2,20,5,8 505720 278 66093 TENNECO INC CL A VTG COM STK 880349105 11139 1039073 SH DFND 12,13,19,2,20,5,8 852219 623 186231 TERADATA CORP DEL COM 88076W103 107412 2787028 SH DFND 1,13,19,2,20,5,8 2506997 1664 278367 TERADYNE INC COM 880770102 817914 6721843 SH DFND 10,11,12,13,19,2,20,5,6,8 5627991 239076 854776 TERADYNE INC NOTE 1.250%12/1 880770AG7 42129 10969000 PRN DFND 2,5 10969000 0 0 TEREX CORP NEW COM 880779103 94215 2045037 SH DFND 12,13,2,20,5,8 1806541 695 237801 TERMINIX GLOBAL HOLDINGS INC COM 88087E100 76436 1603431 SH DFND 12,13,19,2,20,5,8 1357721 1400 244310 TERNIUM SA SPONSORED ADS 880890108 4674 120350 SH DFND 13,2,20,5 96750 0 23600 ASPEN AEROGELS INC COM 04523Y105 10662 524197 SH DFND 2,20,5 475120 0 49077 TERNS PHARMACEUTICALS INC COM 880881107 2170 98647 SH DFND 2,20 86075 0 12572 TERRENO RLTY CORP COM 88146M101 152243 2622328 SH DFND 10,19,2,20,5,8 2209974 16552 395802 TERRITORIAL BANCORP INC COM 88145X108 3955 149461 SH DFND 13,2,20,5 127815 0 21646 TESLA INC COM 88160R101 19657572 29430587 SH DFND 10,11,12,13,19,2,20,5,6,8 25358544 503217 3568826 TESLA INC NOTE 2.000% 5/1 88160RAG6 130761 12142000 PRN DFND 2,5 12142000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 87176 8570000 PRN DFND 2,5 8570000 0 0 TETRA TECH INC NEW COM 88162G103 225847 1664065 SH DFND 13,19,2,20,5,8 1464733 472 198860 TETRA TECHNOLOGIES INC DEL COM 88162F105 304 126484 SH DFND 20,5 126484 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 191071 16557283 SH DFND 1,10,12,13,19,2,20,5,6,8 11586261 399619 4571403 TEXAS CAP BANCSHARES INC COM 88224Q107 194222 2738605 SH DFND 12,13,2,20,5,8 2548470 800 189335 ACADIA PHARMACEUTICALS INC COM 004225108 82783 3208638 SH DFND 13,19,2,20,5,8 2972146 2700 233792 ASPEN GROUP INC COM NEW 04530L203 1991 331846 SH DFND 2,20,5 278581 0 53265 TEXAS INSTRS INC COM 882508104 7257444 38401207 SH DFND 1,10,11,12,13,19,2,20,5,6,8 32326908 1338722 4735577 TEXAS PACIFIC LAND CORPORATI COM 88262P102 31166 19608 SH DFND 19,20,5,8 12322 100 7186 TEXAS ROADHOUSE INC COM 882681109 191810 1999273 SH DFND 13,2,20,5,8 1754356 800 244117 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 23033 803938 SH DFND 2,20,5 689540 0 114398 TEXTRON INC COM 883203101 557213 9932497 SH DFND 10,11,12,13,19,2,20,5,6,8 8929507 140520 862470 TFS FINL CORP COM 87240R107 13271 651521 SH DFND 2,20,5,8 510353 0 141168 TG THERAPEUTICS INC COM 88322Q108 157097 3259281 SH DFND 13,2,20,5,8 2834121 800 424360 THE AARONS COMPANY INC COM 00258W108 30525 1184422 SH DFND 19,2,20,5,8 1084172 402 99848 THE ODP CORP COM 88337F105 87432 2019680 SH DFND 12,13,2,20,5,8 1827531 874 191275 THE REALREAL INC COM 88339P101 32670 1443648 SH DFND 2,20,5,8 1259735 0 183913 ASPEN TECHNOLOGY INC COM 045327103 122896 851490 SH DFND 13,19,2,20,5,8 711352 768 139370 THE TRADE DESK INC COM CL A 88339J105 533152 818145 SH DFND 10,11,12,13,19,2,20,5,6,8 661018 19762 137365 THERAPEUTICSMD INC COM 88338N107 9626 7183617 SH DFND 2,20,5,8 6224628 0 958989 THERAVANCE BIOPHARMA INC COM G8807B106 20267 993003 SH DFND 2,20,5,8 832101 882 160020 THERMO FISHER SCIENTIFIC INC COM 883556102 6956774 15234728 SH DFND 10,11,12,13,19,2,20,5,6,8 13080252 262266 1892210 THERMON GROUP HLDGS INC COM 88362T103 12031 617310 SH DFND 19,2,20,5,8 506675 0 110635 THIRD PT REINS LTD COM G8192H106 27874 2740855 SH DFND 2,20,5,8 2446036 0 294819 THOMSON REUTERS CORP. COM NEW 884903709 1021 11657 SH DFND 20 2125 9532 0 THOR INDS INC COM 885160101 169460 1253871 SH DFND 12,13,2,20,5,8 1144748 3845 105278 TIDEWATER INC NEW COM 88642R109 10528 840262 SH DFND 2,20,5 737200 0 103062 TILLYS INC CL A 886885102 3996 353045 SH DFND 2,20 296831 0 56214 ASPIRA WOMENS HEALTH INC COM 04537Y109 14559 2156885 SH DFND 2,20,5 1974075 0 182810 TILRAY INC COM CL 2 88688T100 7703 338896 SH DFND 19,2,20,5 216305 0 122591 TILRAY INC NOTE 5.000%10/0 88688TAB6 6769 7022000 PRN DFND 2 7022000 0 0 TIM S A SPONSORED ADR 88706T108 8735 769646 SH DFND 1,10,2,20 588382 64969 116295 TIMBERLAND BANCORP INC COM 887098101 3209 115385 SH DFND 2,20 97022 0 18363 TIMKEN CO COM 887389104 133947 1650207 SH DFND 10,12,2,20,5,8 1503214 15943 131050 TIMKENSTEEL CORPORATION COM 887399103 15092 1284454 SH DFND 2,20,5 1167522 0 116932 TIPTREE INC COM 88822Q103 3628 405395 SH DFND 2,20 346411 0 58984 TITAN INTL INC ILL COM 88830M102 6240 672433 SH DFND 2,20 672433 0 0 TITAN MACHY INC COM 88830R101 8256 323764 SH DFND 2,20,5 277608 0 46156 TIVITY HEALTH INC COM 88870R102 30120 1349472 SH DFND 19,2,20,5,8 1202033 0 147439 ASSEMBLY BIOSCIENCES INC COM 045396108 2819 612736 SH DFND 19,2,20,5,8 491944 0 120792 TIZIANA LIFE SCIENCES PLC SPONSORED ADS 88875G101 574 207158 SH DFND 2 207158 0 0 TJX COS INC NEW COM 872540109 3094259 46776407 SH DFND 10,11,12,13,19,2,20,5,6,8 40149091 735700 5891616 TOLL BROTHERS INC COM 889478103 217242 3829407 SH DFND 12,13,2,20,5,8 3585095 1126 243186 TOMPKINS FINL CORP COM 890110109 109809 1327798 SH DFND 2,20,5,8 455457 0 872341 TONIX PHARMACEUTICALS HLDG C COM 890260706 99 77600 SH DFND 20 77600 0 0 TOOTSIE ROLL INDS INC COM 890516107 17576 530517 SH DFND 2,20,5,8 467039 770 62708 TOPBUILD CORP COM 89055F103 254849 1216870 SH DFND 13,19,2,20,5,8 1092905 340 123625 TORCHLIGHT ENERGY RES INC COM 89102U103 36 19900 SH DFND 20 19900 0 0 TORO CO COM 891092108 263494 2554722 SH DFND 13,19,2,20,5,8 2335620 972 218130 TORONTO DOMINION BK ONT COM NEW 891160509 527 8086 SH DFND 20 8086 0 0 ASSERTIO HOLDINGS INC COM STK 04546C106 32 46559 SH DFND 20,5 46559 0 0 TOTAL SE SPONSORED ADS 89151E109 6036 129621 SH DFND 1,20 4800 0 124821 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 252 8977 SH DFND 20 8977 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 40789 1334015 SH DFND 2,20,5,8 1075773 1500 256742 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 17878 114557 SH DFND 2,20 114557 0 0 TPG RE FIN TR INC COM 87266M107 15203 1337490 SH DFND 2,20,5,8 1121049 0 216441 TPI COMPOSITES INC COM 87266J104 52125 923718 SH DFND 19,2,20,5,8 816567 0 107151 TRACTOR SUPPLY CO COM 892356106 851493 4808523 SH DFND 10,11,12,13,19,2,20,5,6,8 4089439 171192 547892 TRADEWEB MKTS INC CL A 892672106 142213 1921804 SH DFND 10,11,12,13,19,2,20,5,6,8 1543944 86739 291121 TRANE TECHNOLOGIES PLC SHS G8994E103 1936658 11697623 SH DFND 10,11,12,13,19,2,20,5,6,8 10270029 173975 1253619 TRANSCAT INC COM 893529107 5520 112462 SH DFND 2,20,5 97090 0 15372 ASSETMARK FINL HLDGS INC COM 04546L106 7142 305994 SH DFND 2,20,5,8 253295 0 52699 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 440 20462 SH DFND 2,20 17676 0 2786 TRANSDIGM GROUP INC COM 893641100 1301048 2212968 SH DFND 10,11,12,13,19,2,20,5,6,8 1944690 28575 239703 TRANSLATE BIO INC COM 89374L104 54365 3296834 SH DFND 19,2,20,5,8 3084402 0 212432 TRANSMEDICS GROUP INC COM 89377M109 21671 522320 SH DFND 2,20,5 464915 0 57405 TRANSOCEAN LTD REG SHS H8817H100 54247 15280933 SH DFND 12,13,19,2,20,5,8 12994242 0 2286691 TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1557 322286 SH DFND 2,20,5 222344 0 99942 TRANSUNION COM 89400J107 332743 3697140 SH DFND 10,11,12,13,19,2,20,5,6,8 2961279 108760 627101 TRAVEL PLUS LEISURE CO COM 894164102 131572 2151281 SH DFND 12,13,19,2,20,5,8 1953870 4995 192416 TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 2596 95689 SH DFND 2,20 95689 0 0 TRAVELERS COMPANIES INC COM 89417E109 2617506 17403630 SH DFND 10,11,12,13,19,2,20,5,6,8 10251938 153817 6997875 ASSOCIATED BANC CORP COM 045487105 170983 8012310 SH DFND 12,13,2,20,5,8 7643535 1561 367214 TRAVERE THERAPEUTICS INC COM 89422G107 60915 2439527 SH DFND 2,20,5,8 2235400 0 204127 TREAN INS GROUP INC COM 89457R101 2635 163184 SH DFND 2,20 137915 0 25269 TRECORA RES COM 894648104 3092 397924 SH DFND 2,20,5 338032 0 59892 TREDEGAR CORP COM 894650100 12868 850489 SH DFND 2,20,5,8 753243 1576 95670 TREEHOUSE FOODS INC COM 89469A104 67279 1287889 SH DFND 12,13,2,20,5,8 1177136 871 109882 TREVENA INC COM 89532E109 155 86731 SH DFND 20 86731 0 0 TREX CO INC COM 89531P105 291157 3180651 SH DFND 13,19,2,20,5,8 2937424 1200 242027 TRI POINTE HOMES INC COM 87265H109 104795 5147084 SH DFND 10,12,2,20,5,8 4643765 59334 443985 TRIBUNE PUBG CO NEW COM 89609W107 5836 324408 SH DFND 2,20,5 264771 8800 50837 TRICIDA INC COM 89610F101 2818 532616 SH DFND 19,2,20,5,8 438193 0 94423 ASSOCIATED CAP GROUP INC CL A 045528106 1379 38451 SH DFND 2,20 31456 0 6995 TRICO BANCSHARES COM 896095106 33177 700377 SH DFND 2,20,5,8 555278 0 145099 TRIMAS CORP COM NEW 896215209 24584 810826 SH DFND 2,20,5,8 654824 200 155802 TRIMBLE INC COM 896239100 758458 9750077 SH DFND 10,11,12,13,19,2,20,5,6,8 8174161 145778 1430138 TRINET GROUP INC COM 896288107 64259 824256 SH DFND 2,20,5,8 666713 600 156943 TRINITY INDS INC COM 896522109 67480 2368560 SH DFND 13,2,20,5,8 1990960 658 376942 TRINSEO S A SHS L9340P101 83461 1310842 SH DFND 12,2,20,5,8 1173788 2400 134654 TRIP COM GROUP LTD ADS 89677Q107 358148 9037296 SH DFND 10,12,13,19,2,20,5,8 6683744 274571 2078981 TRIPADVISOR INC COM 896945201 121969 2267507 SH DFND 13,19,2,20,5,8 2055054 1093 211360 TRIPLE-S MGMT CORP CL B 896749108 13970 536688 SH DFND 2,20,5,8 463723 0 72965 TRISTATE CAP HLDGS INC COM 89678F100 16102 698279 SH DFND 2,20,5,8 608399 0 89880 ASSURANT INC COM 04621X108 422459 2979887 SH DFND 10,11,12,13,19,2,20,5,6,8 2346717 36422 596748 TRITON INTL LTD CL A G9078F107 72350 1315691 SH DFND 10,2,20,5,8 1062253 21468 231970 TRIUMPH BANCORP INC COM 89679E300 71482 923657 SH DFND 2,20,5,8 842229 0 81428 TRIUMPH GROUP INC NEW COM 896818101 66058 3594007 SH DFND 2,20,5,8 3408144 202 185661 TRONOX HOLDINGS PLC SHS G9087Q102 39670 2167782 SH DFND 2,20,5,8 1789512 1600 376670 TRUEBLUE INC COM 89785X101 25508 1158418 SH DFND 19,2,20,5,8 1015029 1702 141687 TRUECAR INC COM 89785L107 9769 2041501 SH DFND 2,20,5,8 1716390 0 325111 TRUIST FINL CORP COM 89832Q109 3612625 61944875 SH DFND 10,12,13,19,2,20,5,6,8 54931563 656449 6356863 TRUPANION INC COM 898202106 77973 1023136 SH DFND 19,2,20,5,8 913036 200 109900 TRUSTCO BK CORP N Y COM 898349105 23519 3161905 SH DFND 2,20,5,8 2837639 1400 322866 TRUSTMARK CORP COM 898402102 88181 2619742 SH DFND 2,20,5,8 2399734 895 219113 ASSURED GUARANTY LTD COM G0585R106 97246 2300056 SH DFND 12,13,19,2,20,5,8 2134699 806 164551 TSAKOS ENERGY NAVIGATION LTD SHS G9108L173 374 39505 SH DFND 2,20 13705 0 25800 TTEC HLDGS INC COM 89854H102 55871 556209 SH DFND 2,20,5,8 493681 0 62528 TTM TECHNOLOGIES INC COM 87305R109 50121 3456590 SH DFND 2,20,5,8 3125519 700 330371 TUCOWS INC COM NEW 898697206 14137 182410 SH DFND 2,20,5,8 151585 0 30825 TUFIN SOFTWARE TECHNOLOGIE SHS M8893U102 160 15230 SH DFND 2 15230 0 0 TUPPERWARE BRANDS CORP COM 899896104 41711 1579356 SH DFND 13,2,20,5,8 1423657 800 154899 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1360 291242 SH DFND 2,20 291242 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 108737 1149563 SH DFND 13,2,20,5,8 1013063 300 136200 TURNING PT BRANDS INC COM 90041L105 10478 200634 SH DFND 2,20,5 178884 0 21750 TURTLE BEACH CORP COM NEW 900450206 5825 218406 SH DFND 2,20,5 186606 0 31800 ACADIA RLTY TR COM SH BEN INT 004239109 87092 4555221 SH DFND 10,19,2,20,5,8 4048656 20056 486509 ASTEC INDS INC COM 046224101 51501 682858 SH DFND 2,20,5,8 609434 463 72961 TUTOR PERINI CORP COM 901109108 14297 754466 SH DFND 2,20,5,8 614627 800 139039 TWILIO INC CL A 90138F102 945493 2774660 SH DFND 10,11,12,13,19,2,20,5,6,8 2259103 68341 447216 TWILIO INC NOTE 0.250% 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SH DFND 2,20,5,8 366237 300 44575 U S SILICA HLDGS INC COM 90346E103 37467 3048600 SH DFND 13,2,20,5 2854681 0 193919 U S XPRESS ENTERPRISES INC COM CL A 90338N202 3958 336890 SH DFND 2,20 288036 0 48854 UBER TECHNOLOGIES INC COM 90353T100 1316206 24146142 SH DFND 10,11,12,13,19,2,20,5,6,8 19966818 458167 3721157 UBIQUITI INC COM 90353W103 28082 94140 SH DFND 12,19,2,20,5,6,8 85991 0 8149 UDR INC COM 902653104 727685 16591084 SH DFND 10,11,12,13,19,2,20,5,6,8 14156376 239912 2194796 UFP INDUSTRIES INC COM 90278Q108 147237 1941411 SH DFND 2,20,5,8 1718309 651 222451 UFP TECHNOLOGIES INC COM 902673102 5971 119851 SH DFND 2,20,5 102500 0 17351 ASTRONICS CORP COM 046433108 7879 436730 SH DFND 2,20,5 367626 0 69104 UGI CORP NEW COM 902681105 585563 14166933 SH DFND 10,11,12,13,19,2,20,5,6,8 13276279 180575 710079 ULTA BEAUTY INC COM 90384S303 668832 2163314 SH DFND 10,11,12,13,19,2,20,5,6,8 1849473 68153 245688 ULTRA CLEAN HLDGS INC COM 90385V107 74183 1278130 SH DFND 2,20,5,8 1140996 0 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43691594 SH DFND 10,11,12,13,19,2,20,5,6,8 32477470 950033 10264091 UNITI GROUP INC COM 91325V108 74225 6639503 SH DFND 12,13,2,20,5,8 5924156 3741 711606 UNITIL CORP COM 913259107 14743 322668 SH DFND 13,19,2,20,5,8 262491 0 60177 UNITY BANCORP INC COM 913290102 2961 134598 SH DFND 2,20 115271 0 19327 UNITY BIOTECHNOLOGY INC COM 91381U101 3577 596179 SH DFND 2,20,5 518008 0 78171 UNITY SOFTWARE INC COM 91332U101 27086 270025 SH DFND 19,2,20,5,6 248325 0 21700 UNIVAR SOLUTIONS USA INC COM 91336L107 82389 3824909 SH DFND 12,13,19,2,20,5,8 3432249 2000 390660 ATARA BIOTHERAPEUTICS INC COM 046513107 63367 4412774 SH DFND 2,20,5,8 4138478 0 274296 UNIVERSAL CORP VA COM 913456109 68835 1166888 SH DFND 2,20,5,8 1120696 112 46080 UNIVERSAL DISPLAY CORP COM 91347P105 263913 1114637 SH DFND 13,19,2,20,5,8 1025538 410 88689 UNIVERSAL ELECTRS INC COM 913483103 27234 495430 SH DFND 13,2,20,5,8 443797 436 51197 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 45293 668229 SH DFND 10,19,2,20,5,8 589127 3200 75902 UNIVERSAL HLTH SVCS INC CL B 913903100 422902 3170416 SH DFND 10,11,12,13,19,2,20,5,6,8 2725097 79511 365808 UNIVERSAL INS HLDGS INC COM 91359V107 13883 968154 SH DFND 2,20,5,8 856040 8300 103814 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3531 133652 SH DFND 2,20 117586 0 16066 UNIVERSAL TECHNICAL INST INC COM 913915104 2755 471700 SH DFND 2,20,5 397335 0 74365 UNIVEST FINANCIAL CORPORATIO COM 915271100 22343 781503 SH DFND 2,20,5,8 662598 0 118905 UNUM GROUP COM 91529Y106 271957 9772093 SH DFND 10,12,13,19,2,20,5,6,8 9099397 3261 669435 ATEA PHARMACEUTICALS INC COM 04683R106 17569 284523 SH DFND 2,20,5 252390 0 32133 UNUM THERAPEUTICS INC COM 19240Q201 177 20200 SH DFND 20 20200 0 0 UP FINTECH HLDG LTD SPONSORED ADS 91531W106 1350 75871 SH DFND 2 75871 0 0 UPLAND SOFTWARE INC COM 91544A109 29629 627872 SH DFND 2,20,5,8 536366 0 91506 UPSTART HLDGS INC COM 91680M107 15601 121072 SH DFND 2,20 112991 0 8081 UPWORK INC COM 91688F104 78152 1745640 SH DFND 19,2,20,5,8 1409879 700 335061 URANIUM ENERGY CORP COM 916896103 53999 18880893 SH DFND 2,20,5 18415355 0 465538 URBAN EDGE PPTYS COM 91704F104 91543 5541356 SH DFND 10,13,19,2,20,5,8 4849162 29192 663002 URBAN ONE INC CL D NON VTG 91705J204 30 17372 SH DFND 20 17372 0 0 URBAN OUTFITTERS INC COM 917047102 94789 2548781 SH DFND 12,2,20,5,8 1981906 1466 565409 UROGEN PHARMA LTD COM M96088105 8597 441339 SH DFND 2,20,5,8 349226 300 91813 ATHENE HOLDING LTD CL A G0684D107 138436 2746750 SH DFND 10,11,12,13,19,2,20,5,6,8 2050171 189635 506944 URSTADT BIDDLE PPTYS INC CL A 917286205 17319 1031520 SH DFND 2,20,5,8 917968 0 113552 US BANCORP DEL COM NEW 902973304 3401996 61049917 SH DFND 1,10,12,13,19,2,20,5,6,8 53580248 826601 6643068 US ECOLOGY INC COM 91734M103 40716 977807 SH DFND 2,20,5,8 874343 400 103064 US FOODS HLDG CORP COM 912008109 107642 2823759 SH DFND 12,13,19,2,20,5,8 2386313 1900 435546 US WELL SERVICES INC CL A 91274U101 11 11000 SH DFND 20 11000 0 0 USA TECHNOLOGIES INC COM 90328S500 377 32200 SH DFND 20 32200 0 0 USANA HEALTH SCIENCES INC COM 90328M107 35366 362357 SH DFND 2,20,5,8 322153 0 40204 UTAH MED PRODS INC COM 917488108 6008 69141 SH DFND 2,20,5 60239 0 8902 UTZ BRANDS INC COM CL A 918090101 1948 78584 SH DFND 20,5,8 65384 0 13200 UWM HOLDINGS CORPORATION COM CL A 91823B109 212 26700 SH DFND 20 26700 0 0 ATHENEX INC COM 04685N103 43513 10119332 SH DFND 2,20,5,8 9880834 0 238498 UXIN LTD ADS 91818X108 554 473520 SH DFND 2,20,5 473520 0 0 V F CORP COM 918204108 1250525 15647205 SH DFND 10,11,12,13,19,2,20,5,6,8 12848079 235337 2563789 VAALCO ENERGY INC COM NEW 91851C201 62 27558 SH DFND 20 27558 0 0 VAIL RESORTS INC COM 91879Q109 268983 922250 SH DFND 10,11,12,13,19,2,20,5,6,8 628263 20250 273737 VALE S A SPONSORED ADS 91912E105 221937 12769660 SH DFND 1,10,2,20,5,8 11016605 1394889 358166 VALERO ENERGY CORP COM 91913Y100 1979563 27647531 SH DFND 10,11,12,13,19,2,20,5,6,8 25130020 420228 2097283 VALLEY NATL BANCORP COM 919794107 253968 18355646 SH DFND 19,2,20,5,8 16948096 6253 1401297 VALMONT INDS INC COM 920253101 132248 555273 SH DFND 13,19,2,20,5,8 510289 216 44768 VALUE LINE INC COM 920437100 283 10036 SH DFND 2,20 8236 0 1800 VALVOLINE INC COM 92047W101 113253 4344193 SH DFND 13,19,2,20,5,8 3955370 1813 387010 ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 9260 847197 SH DFND 19,2,20,5,8 701764 0 145433 ATHERSYS INC NEW COM 04744L106 22296 12386510 SH DFND 2,20,5,8 11814006 0 572504 VANDA PHARMACEUTICALS INC COM 921659108 49751 3312339 SH DFND 2,20,5,8 3114689 0 197650 VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1570 17900 SH DFND 10 0 0 17900 VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 302740 3573421 SH DFND 1,12,2 3573421 0 0 VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 12682 222029 SH DFND 12 222029 0 0 VANGUARD INDEX FDS MID CAP ETF 922908629 224 1014 SH DFND 1 1014 0 0 VANGUARD INDEX FDS REAL ESTATE ETF 922908553 47855 520955 SH DFND 1,10,2,20 472855 48100 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 6741 18504 SH DFND 1 18504 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 25340 118367 SH DFND 1,20 118367 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 12316 59589 SH DFND 1 59589 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 32875 250077 SH DFND 20 250077 0 0 ATHIRA PHARMA INC COM 04746L104 3907 212351 SH DFND 2,20,5 180318 0 32033 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 38940 748125 SH DFND 1,20 736588 7856 3681 VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 217054 2658017 SH DFND 2,20 2248318 0 409699 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1086 11165 SH DFND 1 11165 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23190 249279 SH DFND 1,20 249279 0 0 VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 457164 6800000 SH DFND 2 6800000 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 55965 552740 SH DFND 12,2 552740 0 0 VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 461400 7500000 SH DFND 2 7500000 0 0 VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 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922417100 31176 1503200 SH DFND 2,20,5,8 1342276 1747 159177 VEEVA SYS INC CL A COM 922475108 714031 2733237 SH DFND 10,11,12,13,19,2,20,5,6,8 2164684 122603 445950 ATLANTIC CAP BANCSHARES INC COM 048269203 8697 360892 SH DFND 2,20,5 310362 0 50530 VELODYNE LIDAR INC COM 92259F101 335 29400 SH DFND 20 29400 0 0 VENATOR MATLS PLC SHS G9329Z100 187 40300 SH DFND 20 40300 0 0 VENTAS INC COM 92276F100 1202924 22364115 SH DFND 10,11,12,13,19,2,20,5,6,8 19122358 454468 2787289 VENUS CONCEPT INC COM 92332W105 735 312819 SH DFND 2,20 266685 0 46134 VEON LTD SPONSORED ADR 91822M106 7845 4430490 SH DFND 13,2,20,5,8 2618290 0 1812200 VEONEER INC COM 92336X109 22309 911324 SH DFND 13,2,20,5,8 793154 1000 117170 VERA BRADLEY INC COM 92335C106 6689 662293 SH DFND 2,20,5 612819 0 49474 VERACYTE INC COM 92337F107 116365 2164933 SH DFND 2,20,5,8 1928582 500 235851 VERASTEM INC COM 92337C104 6950 2813752 SH DFND 2,20,5 2417752 0 396000 VEREIT INC COM 92339V308 353477 9045592 SH DFND 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COM CL A 92557A101 8107 153281 SH DFND 2,20,5 129146 0 24135 VIASAT INC COM 92552V100 70278 1461993 SH DFND 12,13,2,20,5,8 1351406 727 109860 VIATRIS INC COM 92556V106 736920 52750213 SH DFND 1,10,11,12,13,19,2,20,5,6,8 45704342 1242446 5803425 VIAVI SOLUTIONS INC COM 925550105 114023 7262624 SH DFND 19,2,20,5,8 6224641 1657 1036326 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 15900 12076000 PRN DFND 2,5 12076000 0 0 VICI PPTYS INC COM 925652109 471328 16498169 SH DFND 10,11,12,13,19,2,20,5,6,8 13437938 364530 2695701 VICOR CORP COM 925815102 49977 587762 SH DFND 19,2,20,5,8 520962 0 66800 VICTORY CAP HLDGS INC COM CL A 92645B103 932 36468 SH DFND 20,5,8 24958 0 11510 VIDLER WATER RESOUCES INC COM 92660E107 3159 354970 SH DFND 2,20,5 299871 0 55099 VIEMED HEALTHCARE INC COM 92663R105 5349 528510 SH DFND 2,20,5 447142 0 81368 ATLANTICUS HOLDINGS CORP COM 04914Y102 2255 74358 SH DFND 2,20 63416 0 10942 VIEWRAY INC COM 92672L107 17381 3995594 SH DFND 2,20,5,8 3647293 0 348301 VIKING THERAPEUTICS INC COM 92686J106 42912 6784444 SH DFND 2,20,5,8 6537979 0 246465 VILLAGE SUPER MKT INC CL A NEW 927107409 3919 164468 SH DFND 2,20,5,8 133158 0 31310 VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1055 72492 SH DFND 20,5 59268 0 13224 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 264693 8864482 SH DFND 1,10,12,13,19,2,20,5,8 6354145 302595 2207742 VIR BIOTECHNOLOGY INC COM 92764N102 96322 1878727 SH DFND 19,2,20,5 1744201 0 134526 VIRGIN GALACTIC HOLDINGS INC COM 92766K106 77243 2521798 SH DFND 19,2,20,5,8 2314217 1700 205881 VIRNETX HLDG CORP COM 92823T108 11826 2123195 SH DFND 13,2,20,5,8 1939042 0 184153 VIRTU FINL INC CL A 928254101 25677 826960 SH DFND 2,20,5,8 704478 0 122482 VIRTUS INVT PARTNERS INC COM 92828Q109 54421 231086 SH DFND 10,2,20,5,8 201285 2683 27118 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 73696 1219320 SH DFND 2,20,5,8 1148042 0 71278 VISA INC COM CL A 92826C839 15413442 72797628 SH DFND 10,11,12,13,19,2,20,5,6,8 57036183 1735257 14026188 VISHAY INTERTECHNOLOGY INC COM 928298108 99974 4151761 SH DFND 2,20,5,8 3670194 789 480778 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 15761 14395000 PRN DFND 2,5 14395000 0 0 VISHAY PRECISION GROUP INC COM 92835K103 6861 222703 SH DFND 2,20,5,8 183124 0 39579 VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 92 35799 SH DFND 2 35799 0 0 VISTA OUTDOOR INC COM 928377100 52989 1652303 SH DFND 2,20,5 1540619 586 111098 VISTEON CORP COM NEW 92839U206 123729 1014585 SH DFND 12,13,19,2,20,5,8 909082 459 105044 VISTRA CORP COM 92840M102 164866 9324976 SH DFND 10,11,12,13,19,2,20,5,6,8 8063760 242580 1018636 VITAL FARMS INC COM 92847W103 6823 312426 SH DFND 2,20,5,8 261574 0 50852 VIVINT SMART HOME INC COM CL A 928542109 22025 1538033 SH DFND 2,20,5 1334800 0 203233 ATLAS CORP SHARES Y0436Q109 9437 691360 SH DFND 2,20,5,8 467060 1300 223000 VMWARE INC CL A COM 928563402 284804 1893015 SH DFND 10,11,12,13,19,2,20,5,6,8 1301958 48287 542770 VOCERA COMMUNICATIONS INC COM 92857F107 24017 624472 SH DFND 19,2,20,5,8 506660 0 117812 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 3418 185457 SH DFND 1,2,20 178323 0 7134 VOLITIONRX LTD COM 928661107 1614 427092 SH DFND 2,20 369792 0 57300 VONAGE HLDGS CORP COM 92886T201 89789 7596340 SH DFND 2,20,5,8 6714050 4300 877990 VONTIER CORPORATION COM 928881101 124921 4126902 SH DFND 1,10,12,13,19,2,20,5,8 3780999 1539 344364 VOR BIOPHARMA INC COM 929033108 7307 169531 SH DFND 2,20,5 143937 0 25594 VORNADO RLTY TR SH BEN INT 929042109 470674 10369557 SH DFND 10,11,12,13,19,2,20,5,6,8 8908674 138656 1322227 VOXELJET AG ADS 92912L206 303 19410 SH DFND 1 0 0 19410 VOXX INTL CORP CL A 91829F104 5776 303036 SH DFND 2,20,5 261969 0 41067 ACCELERATE DIAGNOSTICS INC COM 00430H102 6683 803236 SH DFND 19,2,20,5,8 704139 0 99097 ATLASSIAN CORP PLC CL A G06242104 318132 1509451 SH DFND 10,12,13,19,2,20,5,6,8 1365450 0 144001 VOYA FINANCIAL INC COM 929089100 244361 3839733 SH DFND 10,11,12,13,19,2,20,5,6,8 2932077 133898 773758 VOYAGER THERAPEUTICS INC COM 92915B106 2310 490470 SH DFND 2,20,5,8 411241 0 79229 VROOM INC COM 92918V109 47300 1213130 SH DFND 2,20,5,8 1051204 0 161926 VSE CORP COM 918284100 6273 158817 SH DFND 2,20,5 134323 0 24494 VTV THERAPEUTICS INC CL A 918385105 786 278766 SH DFND 2,20 264411 0 14355 VULCAN MATLS CO COM 929160109 943556 5591444 SH DFND 10,11,12,13,19,2,20,5,6,8 4805664 78767 707013 VUZIX CORP COM NEW 92921W300 119054 4679808 SH DFND 2,20,5 4679808 0 0 VYNE THERAPEUTICS INC COM 92941V209 6566 959198 SH DFND 2,20,5 878044 0 81154 W & T OFFSHORE INC COM 92922P106 6320 1760458 SH DFND 2,20,5 1500370 0 260088 WABASH NATL CORP COM 929566107 32376 1722140 SH DFND 2,20,5,8 1533349 2200 186591 ATMOS ENERGY CORP COM 049560105 907743 9183031 SH DFND 10,11,12,13,19,2,20,5,6,8 7721392 101901 1359738 WABTEC COM 929740108 581602 7347166 SH DFND 1,10,11,12,13,19,2,20,5,6,8 6435385 106846 804935 WADDELL & REED FINL INC CL A 930059100 54190 2163271 SH DFND 2,20,5,8 1933107 2643 227521 WAITR HLDGS INC COM 930752100 3995 1363497 SH DFND 2,20,5 1175540 0 187957 WALGREENS BOOTS ALLIANCE INC COM 931427108 2462929 44862094 SH DFND 1,10,11,12,13,19,2,20,5,6,8 35141578 463560 9256956 WALKER & DUNLOP INC COM 93148P102 119141 1159633 SH DFND 2,20,5,8 1054317 0 105316 WALMART INC COM 931142103 8430913 61820260 SH DFND 1,10,11,12,13,19,2,20,5,6,8 48337591 1795192 11687477 WARNER MUSIC GROUP CORP COM CL A 934550203 3302 96189 SH DFND 10,20,5,6,8 96189 0 0 WARRIOR MET COAL INC COM 93627C101 95373 5567577 SH DFND 2,20,5,8 5385139 0 182438 WASHINGTON FED INC COM 938824109 90070 2924354 SH DFND 2,20,5,8 2648195 1029 275130 WASHINGTON PRIME GROUP NEW COM 93964W405 499 223569 SH DFND 13,2,20,5,8 206896 0 16673 ATN INTL INC COM 00215F107 22160 449588 SH DFND 13,2,20,5,8 409054 0 40534 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 96985 4329778 SH DFND 10,12,13,19,2,20,5,8 3825382 19987 484409 WASHINGTON TR BANCORP COM 940610108 24482 469432 SH DFND 13,2,20,5,8 393583 0 75849 WASTE CONNECTIONS INC COM 94106B101 265047 2454597 SH DFND 10,11,12,13,19,2,20,5,6,8 1658710 149766 646121 WASTE MGMT INC DEL COM 94106L109 2649814 20538008 SH DFND 10,11,12,13,19,2,20,5,6,8 15877302 298681 4362025 WATERS CORP COM 941848103 730589 2570959 SH DFND 10,11,12,13,19,2,20,5,6,8 2196302 52262 322395 WATERSTONE FINL INC MD COM 94188P101 10372 507924 SH DFND 2,20,5,8 421329 0 86595 WATFORD HLDGS LTD SHS G94787101 10955 316536 SH DFND 2,20,5,8 263970 0 52566 WATSCO INC COM 942622200 203970 782245 SH DFND 12,13,19,2,20,5,8 715701 987 65557 WATTS WATER TECHNOLOGIES INC CL A 942749102 102001 858524 SH DFND 19,2,20,5,8 753977 144 104403 WAVE LIFE SCIENCES LTD SHS Y95308105 3283 585191 SH DFND 19,2,20,5,8 491952 0 93239 ATOMERA INC COM 04965B100 6974 284673 SH DFND 2,20,5 245627 0 39046 WAYFAIR INC CL A 94419L101 433357 1376828 SH DFND 10,11,12,13,19,2,20,5,6,8 1109832 43445 223551 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 60775 27300000 PRN DFND 2,5 27300000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 41194 15024000 PRN DFND 2,5 15024000 0 0 WD-40 CO COM 929236107 130686 426826 SH DFND 2,20,5,8 374557 235 52034 WEBSTER FINL CORP CONN COM 947890109 215212 3905133 SH DFND 12,13,2,20,5,8 3716773 1374 186986 WEC ENERGY GROUP INC COM 92939U106 1539093 16445057 SH DFND 10,11,12,13,19,2,20,5,6,8 14050067 219291 2175699 WEIBO CORP NOTE 1.250%11/1 948596AC5 23331 23819000 PRN DFND 2,5 23819000 0 0 WEIBO CORP SPONSORED ADR 948596101 62739 1243334 SH DFND 10,12,13,19,2,20,5,8 952817 30330 260187 WEINGARTEN RLTY INVS SH BEN INT 948741103 142339 5289441 SH DFND 10,12,13,19,2,20,5,8 4742408 36444 510589 WEIS MKTS INC COM 948849104 17759 314214 SH DFND 2,20,5,8 268307 370 45537 ATRECA INC CL A COM 04965G109 17269 1126500 SH DFND 2,20,5,8 1061947 0 64553 WELBILT INC COM 949090104 40435 2488317 SH DFND 2,20,5,8 2007948 886 479483 WELLS FARGO CO NEW COM 949746101 6877325 176025734 SH DFND 1,10,12,13,19,2,20,5,6,8 155679474 2365163 17981097 WELLTOWER INC COM 95040Q104 1714412 23934274 SH DFND 10,11,12,13,19,2,20,5,6,8 20507241 353837 3073196 WENDYS CO COM 95058W100 88065 4346735 SH DFND 2,20,5,8 3955976 1941 388818 WERNER ENTERPRISES INC COM 950755108 104228 2209620 SH DFND 2,20,5,8 1993072 242 216306 WESBANCO INC COM 950810101 68163 1874949 SH DFND 2,20,5,8 1645986 137 228826 WESCO INTL INC COM 95082P105 85773 991251 SH DFND 12,19,2,20,5,8 803897 491 186863 WEST BANCORPORATION INC CAP STK 95123P106 8329 345757 SH DFND 13,2,20,5 261696 0 84061 WEST PHARMACEUTICAL SVSC INC COM 955306105 928488 3295082 SH DFND 10,11,12,13,19,2,20,5,6,8 2746259 133116 415707 WESTAMERICA BANCORPORATION COM 957090103 66269 1055569 SH DFND 2,20,5,8 962786 10 92773 ATRICURE INC COM 04963C209 64824 989384 SH DFND 19,2,20,5,8 823731 500 165153 WESTERN ALLIANCE BANCORP COM 957638109 267986 2837636 SH DFND 13,2,20,5,8 2646207 1500 189929 WESTERN ASSET MTG CAP CORP COM 95790D105 3652 1124046 SH DFND 2,20,5 976974 0 147072 WESTERN DIGITAL CORP. COM 958102105 787218 11793527 SH DFND 10,11,12,13,19,2,20,5,6,8 10160237 174722 1458568 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 30094 29398000 PRN DFND 2,5 29398000 0 0 WESTERN NEW ENG BANCORP INC COM 958892101 3545 420492 SH DFND 2,20,5 367506 0 52986 WESTERN UN CO COM 959802109 511367 20736715 SH DFND 1,10,11,12,13,19,2,20,5,6,8 17033338 435903 3267474 WESTLAKE CHEM CORP COM 960413102 40278 453632 SH DFND 12,13,19,2,20,5,8 371264 500 81868 WESTPAC BANKING CORP SPONSORED ADR 961214301 722 38921 SH DFND 20 38921 0 0 WESTROCK CO COM 96145D105 595532 11441536 SH DFND 10,11,12,13,19,2,20,5,6,8 10022172 258822 1160542 WESTWOOD HLDGS GROUP INC COM 961765104 2121 145676 SH DFND 2,20,5 126572 0 19104 ATRION CORP COM 049904105 25386 39584 SH DFND 2,20,5,8 34482 0 5102 WEX INC COM 96208T104 212597 1016142 SH DFND 13,2,20,5,8 929823 427 85892 WEYCO GROUP INC COM 962149100 2272 105062 SH DFND 2,20 89873 0 15189 WEYERHAEUSER CO MTN BE COM NEW 962166104 1001009 28118219 SH DFND 10,11,12,13,19,2,20,5,6,8 23846733 560184 3711302 WHIRLPOOL CORP COM 963320106 660583 2997882 SH DFND 10,11,12,13,19,2,20,5,6,8 2549638 103792 344452 WHITE MTNS INS GROUP LTD COM G9618E107 53381 47880 SH DFND 13,19,2,20,5,8 38759 51 9070 WHITESTONE REIT COM 966084204 14945 1540771 SH DFND 2,20,5 1442849 0 97922 WHITING PETE CORP NEW COM NEW 966387508 30869 870764 SH DFND 2,20,5 867827 0 2937 WHOLE EARTH BRANDS INC COM CL A 96684W100 189 14493 SH DFND 20 14493 0 0 WIDEOPENWEST INC COM 96758W101 13035 959153 SH DFND 19,2,20,5,8 799292 0 159861 WILEY JOHN & SONS INC CL A 968223206 177155 3268535 SH DFND 19,2,20,5,6,8 3171966 435 96134 AUBURN NATL BANCORP COM 050473107 1398 36422 SH DFND 2,20 31922 0 4500 WILLDAN GROUP INC COM 96924N100 7694 187420 SH DFND 2,20,5,8 155731 0 31689 WILLIAMS COS INC COM 969457100 1853341 78233042 SH DFND 10,11,12,13,19,2,20,5,6,8 71144285 744788 6343969 WILLIAMS SONOMA INC COM 969904101 424831 2370709 SH DFND 10,12,13,19,2,20,5,8 2197157 6445 167107 WILLIS LEASE FIN CORP COM 970646105 2007 46172 SH DFND 2,20 38945 0 7227 WILLIS TOWERS WATSON PLC LTD SHS G96629103 1457735 6349491 SH DFND 10,11,12,13,19,2,20,5,6,8 5542402 76771 730318 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 90782 3271407 SH DFND 2,20,5,8 2654863 596 615948 WIMI HOLOGRAM CLOUD INC SPON ADS CL B 97264L100 396 60000 SH DFND 1 0 0 60000 WINGSTOP INC COM 974155103 112276 882881 SH DFND 2,20,5,8 776779 200 105902 WINMARK CORP COM 974250102 12754 68411 SH DFND 2,20,5,8 56132 0 12279 WINNEBAGO INDS INC COM 974637100 77442 1009540 SH DFND 2,20,5,8 900592 0 108948 AUDIOCODES LTD ORD M15342104 371 13762 SH DFND 2 13762 0 0 WINTRUST FINL CORP COM 97650W108 199397 2630571 SH DFND 12,13,2,20,5,8 2513403 539 116629 WIPRO LTD SPON ADR 1 SH 97651M109 72496 11434631 SH DFND 1,12,13,19,2,20,5,8 6931587 0 4503044 WISDOMTREE INVTS INC COM 97717P104 25425 4068012 SH DFND 2,20,5,8 3575789 3600 488623 WIX COM LTD NOTE 7/0 92940WAB5 21739 10838000 PRN DFND 2,5 10838000 0 0 WIX COM LTD SHS M98068105 291637 1044472 SH DFND 10,12,13,19,2,20,5,6,8 737153 26100 281219 WNS HLDGS LTD SPON ADR 92932M101 3654 50437 SH DFND 19,2,20 50437 0 0 WOLVERINE WORLD WIDE INC COM 978097103 99789 2597320 SH DFND 2,20,5,8 2289127 828 307365 WOODWARD INC COM 980745103 156353 1296135 SH DFND 13,19,2,20,5,8 1182645 449 113041 WORKDAY INC CL A 98138H101 887562 3572684 SH DFND 10,11,12,13,19,2,20,5,6,8 2869347 87407 615930 WORKDAY INC NOTE 0.250%10/0 98138HAF8 52899 30751000 PRN DFND 2,5 30751000 0 0 AUTODESK INC COM 052769106 2345286 8462155 SH DFND 10,11,12,13,19,2,20,5,6,8 7138699 188060 1135396 WORKHORSE GROUP INC COM NEW 98138J206 32367 2350518 SH DFND 2,20,5,8 1992816 1100 356602 WORKIVA INC COM CL A 98139A105 68553 776717 SH DFND 19,2,20,5,8 633158 500 143059 WORLD ACCEP CORPORATION COM 981419104 17636 135915 SH DFND 2,20,5,8 119839 0 16076 WORLD FUEL SVCS CORP COM 981475106 91434 2588786 SH DFND 10,12,13,2,20,5,8 2332913 30723 225150 WORLD GOLD TR SPDR GLD MINIS 98149E204 2692 158354 SH DFND 20 158354 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 57117 1052654 SH DFND 19,2,20,5,8 949349 6700 96605 WORTHINGTON INDS INC COM 981811102 147513 2198733 SH DFND 2,20,5,8 2072498 200 126035 WP CAREY INC COM 92936U109 498620 6944174 SH DFND 10,11,12,13,19,2,20,5,6,8 5784774 141214 1018186 WRAP TECHNOLOGIES INC COM 98212N107 1046 188040 SH DFND 2,20 166988 0 21052 WSFS FINL CORP COM 929328102 103228 2073272 SH DFND 2,20,5,8 1862342 662 210268 ACCELERON PHARMA INC COM 00434H108 135194 996933 SH DFND 13,19,2,20,5,8 890723 1400 104810 AUTOHOME INC SP ADS RP CL A 05278C107 125061 1340847 SH DFND 1,10,12,13,19,2,20,5,8 992449 36300 312098 WW INTL INC COM 98262P101 43016 1375194 SH DFND 13,2,20,5,8 1208048 336 166810 WYNDHAM HOTELS & RESORTS INC COM 98311A105 154582 2215278 SH DFND 12,13,19,2,20,5,8 2023612 1795 189871 WYNN RESORTS LTD COM 983134107 486537 3880806 SH DFND 10,12,13,19,2,20,5,6,8 3346408 45667 488731 X4 PHARMACEUTICALS INC COM 98420X103 2384 276840 SH DFND 2,20 238874 0 37966 XBIOTECH INC COM 98400H102 6616 385340 SH DFND 2,20,5,8 349664 0 35676 XCEL ENERGY INC COM 98389B100 1783355 26634296 SH DFND 10,11,12,13,19,2,20,5,6,8 23585666 362192 2686438 XENCOR INC COM 98401F105 111390 2586846 SH DFND 2,20,5,8 2395976 1200 189670 XENIA HOTELS & RESORTS INC COM 984017103 114946 5894662 SH DFND 10,12,13,19,2,20,5,8 5228781 26912 638969 XENON PHARMACEUTICALS INC COM 98420N105 1756 98088 SH DFND 2,20,5,8 96388 0 1700 XERIS PHARMACEUTICALS INC COM 98422L107 3538 784539 SH DFND 2,20,5 676832 0 107707 AUTOLIV INC COM 052800109 90516 975389 SH DFND 10,11,12,13,19,2,20,5,6,8 635646 89930 249813 XEROX HOLDINGS CORP COM NEW 98421M106 102200 4168822 SH DFND 1,12,13,19,2,20,5,8 3723913 2277 442632 XILINX INC COM 983919101 1209427 9761319 SH DFND 10,11,12,13,19,2,20,5,6,8 8306724 334815 1119780 XL FLEET CORP COM CL A 9837FR100 553 61600 SH DFND 20 61600 0 0 XOMA CORP DEL COM NEW 98419J206 4324 105949 SH DFND 2,20 89773 0 16176 XP INC CL A G98239109 7179 190579 SH DFND 10,2,20,8 190579 0 0 XPEL INC COM 98379L100 13938 268391 SH DFND 2,20,5,8 226979 0 41412 XPENG INC ADS 98422D105 109582 3001428 SH DFND 1,10,12,13,19,2,20,5,8 2186896 72300 742232 XPERI HOLDING CORP COM 98390M103 84126 3864322 SH DFND 2,20,5,8 3486878 866 376578 XPO LOGISTICS INC COM 983793100 379164 3075135 SH DFND 10,11,12,13,19,2,20,5,6,8 2677419 62550 335166 XUNLEI LTD SPONSORED ADR 98419E108 1946 297619 SH DFND 2 297619 0 0 AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 129 22534 SH DFND 2 22534 0 0 XYLEM INC COM 98419M100 867153 8244469 SH DFND 10,11,12,13,19,2,20,5,6,8 7107470 103549 1033450 Y-MABS THERAPEUTICS INC COM 984241109 51693 1709421 SH DFND 2,20,5,8 1609634 0 99787 YAMANA GOLD INC COM 98462Y100 75 17098 SH DFND 20 17098 0 0 YANDEX N V SHS CLASS A N97284108 214003 3340670 SH DFND 10,12,13,19,2,20,5,8 2991738 125550 223382 YATRA ONLINE INC ORD SHS G98338109 216 92731 SH DFND 20 92731 0 0 YELP INC CL A 985817105 97229 2493058 SH DFND 13,2,20,5,8 2235460 600 256998 YETI HLDGS INC COM 98585X104 165175 2287427 SH DFND 13,2,20,5,8 2009142 400 277885 YEXT INC COM 98585N106 33377 2305071 SH DFND 2,20,5,8 1967636 0 337435 YORK WTR CO COM 987184108 12416 252589 SH DFND 19,2,20,5,8 208104 0 44485 YOUDAO INC SPONSORED ADS 98741T104 223 9380 SH DFND 19,2 9380 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 3413792 18025450 SH DFND 1,10,11,12,13,19,2,20,5,6,8 15296492 488852 2240106 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 21566 5247251 SH DFND 10,12,13,19,2,20,5,8 1896757 581040 2769454 YUM BRANDS INC COM 988498101 1327452 12270774 SH DFND 10,11,12,13,19,2,20,5,6,8 10160828 197221 1912725 YUM CHINA HLDGS INC COM 98850P109 649254 10965270 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8960166 204171 1800933 YY INC ADS REPSTG COM A 46591M109 116438 1242274 SH DFND 1,10,12,13,19,2,20,5,8 949928 49837 242509 YY INC NOTE 0.750% 6/1 98426TAD8 17030 14140000 PRN DFND 2,5 14140000 0 0 YY INC NOTE 1.375% 6/1 98426TAF3 15487 13035000 PRN DFND 2,5 13035000 0 0 ZAI LAB LTD ADR 98887Q104 183905 1378291 SH DFND 1,10,12,13,19,2,20,5,8 973929 33800 370562 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 980893 2021710 SH DFND 10,11,12,13,19,2,20,5,6,8 1697087 62684 261939 ZENDESK INC COM 98936J101 294872 2223439 SH DFND 10,11,12,13,19,2,20,5,6,8 1774173 55436 393830 ZENTALIS PHARMACEUTICALS INC COM 98943L107 63748 1469191 SH DFND 2,20,5,8 1387973 0 81218 AUTONATION INC COM 05329W102 139063 1491775 SH DFND 10,12,13,2,20,5,8 1358058 15598 118119 ZEPP HEALTH CORPORATION SPONSORED ADS 98945L105 4385 407105 SH DFND 2,20,5 398390 0 8715 ZILLOW GROUP INC CL A 98954M101 156294 1189632 SH DFND 10,11,12,13,19,2,20,5,6,8 954545 29689 205398 ZILLOW GROUP INC CL C CAP STK 98954M200 374673 2890104 SH DFND 10,11,12,13,19,2,20,5,6,8 2291369 68515 530220 ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 57962 19550000 PRN DFND 2,5 19550000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 41519 13860000 PRN DFND 2,5 13860000 0 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 12820 7655000 PRN DFND 2,5 7655000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 28931 14000000 PRN DFND 2,5 14000000 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 1336167 8334460 SH DFND 10,11,12,13,19,2,20,5,6,8 7257271 121298 955891 ZIONS BANCORPORATION N A COM 989701107 485932 8841551 SH DFND 10,12,13,19,2,20,5,6,8 8259240 2177 580134 ZIOPHARM ONCOLOGY INC COM 98973P101 43925 12201348 SH DFND 2,20,5,8 11492574 0 708774 AUTOZONE INC COM 053332102 1277438 909662 SH DFND 10,11,12,13,19,2,20,5,6,8 765125 14459 130078 ZIX CORP COM 98974P100 9610 1272830 SH DFND 2,20,5 1144799 0 128031 ZOETIS INC CL A 98978V103 2989256 18981811 SH DFND 10,11,12,13,19,2,20,5,6,8 16238956 418416 2324439 ZOGENIX INC COM NEW 98978L204 25677 1315403 SH DFND 19,2,20,5,8 1125001 0 190402 ZOMEDICA PHARMACEUTICALS COR COM 98980M109 8490 5373337 SH DFND 2,20 5373337 0 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1261953 3927768 SH DFND 10,11,12,13,19,2,20,5,6,8 3092823 182256 652689 ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 17980 367692 SH DFND 10,19,2,20,5,6,8 292592 400 74700 ZOVIO INC COM 98979V102 130 32094 SH DFND 20 32094 0 0 ZSCALER INC COM 98980G102 258245 1504311 SH DFND 10,11,12,13,19,2,20,5,6,8 1213762 42047 248502 ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 256792 8809345 SH DFND 1,10,12,13,19,2,20,5,8 6142171 187000 2480174 ZUMIEZ INC COM 989817101 35480 827033 SH DFND 2,20,5,8 748151 0 78882 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 1091 120693 SH DFND 1,2 17278 0 103415 ZUORA INC COM CL A 98983V106 32214 2176601 SH DFND 2,20,5,8 1814954 0 361647 ZYMEWORKS INC COM 98985W102 3445 109091 SH DFND 2,20,5,8 73891 0 35200 ZYNERBA PHARMACEUTICALS INC COM 98986X109 54 11600 SH DFND 20 11600 0 0 ZYNEX INC COM 98986M103 7916 518400 SH DFND 2,20,5,8 476435 0 41965 ZYNGA INC CL A 98986T108 127533 12490990 SH DFND 13,19,2,20,5,8 10621432 8800 1860758 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 26365 19313000 PRN DFND 2,5 19313000 0 0 AVALARA INC COM 05338G106 201817 1512530 SH DFND 10,11,12,13,19,2,20,5,6,8 1235335 36624 240571 AVALON GLOBOCARE CORP COM 05344R104 306 286145 SH DFND 2,20 236514 0 49631 AVALONBAY CMNTYS INC COM 053484101 1544653 8301360 SH DFND 10,11,12,13,19,2,20,5,6,8 7116544 115073 1069743 1LIFE HEALTHCARE INC COM 68269G107 59926 1533421 SH DFND 19,2,20,5,8 1278899 400 254122 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6953298 25170168 SH DFND 10,11,12,13,19,2,20,5,6,8 21154434 703759 3311975 AVANGRID INC COM 05351W103 49464 984453 SH DFND 10,12,13,19,2,20,5,6,8 894260 0 90193 AVANOS MED INC COM 05350V106 73782 1686825 SH DFND 1,19,2,20,5,8 1515121 257 171447 AVANTOR INC COM 05352A100 273709 9461091 SH DFND 10,11,12,13,19,2,20,5,6,8 7604178 240341 1616572 AVAYA HLDGS CORP COM 05351X101 56806 2026602 SH DFND 12,19,2,20,5,8 1704929 400 321273 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 10389 8333000 PRN DFND 2,5 8333000 0 0 AVENUE THERAPEUTICS INC COM NEW 05360L205 873 143801 SH DFND 2,20 130533 0 13268 AVEO PHARMACEUTICALS INC COM NEW 053588307 2307 315187 SH DFND 2,20,5 273493 0 41694 AVERY DENNISON CORP COM 053611109 692478 3770641 SH DFND 10,11,12,13,19,2,20,5,6,8 3067042 90367 613232 AVIAT NETWORKS INC COM NEW 05366Y201 208 2932 SH DFND 20 2932 0 0 AVID BIOSERVICES INC COM 05368M106 17713 971659 SH DFND 2,20,5 830805 0 140854 ACCO BRANDS CORP COM 00081T108 17926 2123970 SH DFND 19,2,20,5,8 1792523 77 331370 AVID TECHNOLOGY INC COM 05367P100 12183 577115 SH DFND 2,20,5 505236 0 71879 AVIDITY BIOSCIENCES INC COM 05370A108 29415 1348673 SH DFND 2,20,5,8 1282941 0 65732 AVIENT CORPORATION COM 05368V106 130341 2745052 SH DFND 2,20,5,8 2418396 1060 325596 AVIS BUDGET GROUP COM 053774105 164037 2261328 SH DFND 12,13,2,20,5,8 2057884 588 202856 AVISTA CORP COM 05379B107 114116 2389874 SH DFND 12,13,19,2,20,5,8 2076549 920 312405 AVITA MEDICAL INC COM 05380C102 8815 444749 SH DFND 2,20 444749 0 0 AVNET INC COM 053807103 168393 4056682 SH DFND 12,13,19,2,20,5,8 3829949 429 226304 AVROBIO INC COM 05455M100 29007 2285801 SH DFND 2,20,5,8 2182792 0 103009 AXALTA COATING SYS LTD COM G0750C108 146296 4945780 SH DFND 10,11,12,13,19,2,20,5,6,8 3506749 272362 1166669 AXCELIS TECHNOLOGIES INC COM NEW 054540208 42201 1027042 SH DFND 2,20,5,8 907600 0 119442 ACCOLADE INC COM 00437E102 25596 564164 SH DFND 2,20,5,8 486716 0 77448 AXCELLA HEALTH INC COM 05454B105 1067 224102 SH DFND 2,20 195268 0 28834 AXIS CAP HLDGS LTD SHS G0692U109 61820 1236781 SH DFND 12,13,19,2,20,5,8 1043577 1101 192103 AXOGEN INC COM 05463X106 19924 983435 SH DFND 2,20,5,8 871799 0 111636 AXON ENTERPRISE INC COM 05464C101 251307 1764546 SH DFND 13,19,2,20,5,8 1633655 500 130391 AXONICS MODULATION TECHNOLOG COM 05465P101 43486 726098 SH DFND 2,20,5,8 625784 0 100314 AXOS FINANCIAL INC COM 05465C100 98055 2085843 SH DFND 2,20,5,8 1884736 1600 199507 AXSOME THERAPEUTICS INC COM 05464T104 35623 629168 SH DFND 19,2,20,5,8 530797 500 97871 AXT INC COM 00246W103 7657 656648 SH DFND 2,20,5 545334 0 111314 AYTU BIOPHARMA INC COM NEW 054754874 1348 177311 SH DFND 2,20,5 144571 0 32740 AZEK CO INC CL A 05478C105 44530 1058971 SH DFND 2,20,5,8 896510 0 162461 ACCURAY INC COM 004397105 9047 1827759 SH DFND 2,20,5 1612444 0 215315 AZIYO BIOLOGICS INC COM CL A 05479K106 214 15467 SH DFND 2,20 12267 0 3200 AZUL S A SPONSR ADR PFD 05501U106 596 29507 SH DFND 1,10 8900 0 20607 AZURE PWR GLOBAL LTD SHS V0393H103 8620 317018 SH DFND 2,20 317018 0 0 AZZ INC COM 002474104 39992 794285 SH DFND 2,20,5,8 700640 94 93551 B & G FOODS INC NEW COM 05508R106 87927 2791022 SH DFND 12,2,20,5,8 2543699 13700 233623 B. RILEY FINANCIAL INC COM 05580M108 21778 386273 SH DFND 2,20,5,8 314503 4600 67170 BABCOCK & WILCOX ENTERPRISES COM 05614L209 310 32743 SH DFND 20,5 32743 0 0 BADGER METER INC COM 056525108 143177 1538385 SH DFND 19,2,20,5,8 1411463 120 126802 BAIDU INC SPON ADR REP A 056752108 1238285 5691958 SH DFND 1,10,11,12,13,19,2,20,5,8 4146031 178602 1367325 BAKER HUGHES COMPANY CL A 05722G100 1046343 48419371 SH DFND 10,11,12,13,19,2,20,5,6,8 43039469 336021 5043881 ACELRX PHARMACEUTICALS INC COM 00444T100 2319 1364020 SH DFND 2,20,5 1175599 0 188421 BALCHEM CORP COM 057665200 121346 967593 SH DFND 13,2,20,5,8 847878 416 119299 BALL CORP COM 058498106 1206791 14241106 SH DFND 10,11,12,13,19,2,20,5,6,8 12058647 154332 2028127 BALLARD PWR SYS INC NEW COM 058586108 29228 1200829 SH DFND 2 1200829 0 0 BALLYS CORPORATION COM 05875B106 21641 333034 SH DFND 2,20,5,8 274615 0 58419 BANC OF CALIFORNIA INC COM 05990K106 36972 2038519 SH DFND 2,20,5,8 1643723 0 394796 BANCFIRST CORP COM 05945F103 53152 748326 SH DFND 2,20,5,8 681730 0 66596 BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 1517 555505 SH DFND 13,2,20,5 371490 0 184015 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 95 18223 SH DFND 12,20 14834 0 3389 BANCO BRADESCO S A SP ADR PFD NEW 059460303 86629 18418975 SH DFND 10,13,19,2,20,5 15170188 1878739 1370048 BANCO DE CHILE SPONSORED ADS 059520106 2403 99288 SH DFND 10,13,2,20,5 87449 840 10999 ACI WORLDWIDE INC COM 004498101 155182 4078367 SH DFND 13,2,20,5,8 3201204 1265 875898 BANCO MACRO SA SPON ADR B 05961W105 2612 195671 SH DFND 2,20,5 144216 700 50755 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 13862 1966191 SH DFND 10,13,2,20,5 1327754 169707 468730 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6374 256688 SH DFND 1,10,13,2,20 205535 0 51153 BANCO SANTANDER S.A. 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CORP COM 09629F108 1144 106106 SH DFND 2,20 92411 0 13695 BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 4116 222016 SH DFND 2,20,5 193272 0 28744 BLUELINX HLDGS INC COM NEW 09624H208 245 6260 SH DFND 20 6260 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 147547 1517505 SH DFND 13,19,2,20,5,8 1322744 400 194361 BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 4246 413189 SH DFND 2,20,5 362175 0 51014 BM TECHNOLOGIES INC CL A COM 05591L107 2099 180166 SH DFND 19,2,20,5 164261 0 15905 BOEING CO COM 097023105 6855367 26913345 SH DFND 1,10,11,12,13,19,2,20,5,6,8 18829668 261225 7822452 BOGOTA FINL CORP COM 097235105 838 81694 SH DFND 2,20 69894 0 11800 BOINGO WIRELESS INC COM 09739C102 12378 879745 SH DFND 2,20,5,8 729234 0 150511 BOISE CASCADE CO DEL COM 09739D100 77401 1293685 SH DFND 10,2,20,5,8 1152963 3928 136794 ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 2164 407487 SH DFND 1,2,5 362713 0 44774 BOK FINL CORP COM NEW 05561Q201 97113 1087247 SH DFND 2,20,5,8 1022541 306 64400 BOLT 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108743 639418 BROADSTONE NET LEASE INC COM 11135E203 10097 544332 SH DFND 2,20 462107 0 82225 BROOKDALE SR LIVING INC COM 112463104 25967 4291992 SH DFND 12,19,2,20,5,8 3652415 496 639081 BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 40760 533722 SH DFND 19,2,20,5 453469 0 80253 BROOKFIELD PPTY REIT INC CL A 11282X103 18970 1056807 SH DFND 10,19,2,20,5,8 990427 10090 56290 BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 95755 2046046 SH DFND 2,20,5 1722692 0 323354 BROOKLINE BANCORP INC DEL COM 11373M107 48502 3233437 SH DFND 2,20,5,8 2919382 0 314055 BROOKS AUTOMATION INC NEW COM 114340102 181880 2227557 SH DFND 2,20,5,8 1967517 459 259581 BROWN & BROWN INC COM 115236101 421154 9213607 SH DFND 10,11,12,13,19,2,20,5,6,8 7986516 246496 980595 BROWN FORMAN CORP CL A 115637100 8686 136041 SH DFND 2,20,6 109428 0 26613 ADIENT PLC ORD SHS G0084W101 125345 2835860 SH DFND 12,13,19,2,20,5,8 2476655 974 358231 BROWN FORMAN CORP CL B 115637209 665272 9620995 SH DFND 10,12,13,19,2,20,5,6,8 8095733 294159 1231103 BRP GROUP INC COM CL A 05589G102 20330 746066 SH DFND 2,20,5,8 622779 0 123287 BRT APARTMENTS CORP COM 055645303 2791 163532 SH DFND 2,20 141083 0 22449 BRUKER CORP COM 116794108 96990 1508866 SH DFND 13,19,2,20,5,8 1272680 892 235294 BRUNSWICK CORP COM 117043109 174075 1825264 SH DFND 12,13,19,2,20,5,8 1675090 657 149517 BRYN MAWR BK CORP COM 117665109 23723 521280 SH DFND 2,20,5,8 449491 497 71292 BTRS HOLDINGS INC COM CL 1 11778X104 577 39900 SH DFND 20 39900 0 0 BUCKLE INC COM 118440106 44376 1129726 SH DFND 2,20,5,8 1023378 956 105392 BUILD-A-BEAR WORKSHOP INC COM 120076104 87 12665 SH DFND 20 12665 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 345219 7444874 SH DFND 12,13,2,20,5,8 6697306 2681 744887 ADMA BIOLOGICS INC COM 000899104 1771 1006531 SH DFND 13,2,20,5 844239 0 162292 BUMBLE INC COM CL A 12047B105 3172 50844 SH DFND 2,20 50844 0 0 BUNGE LIMITED COM G16962105 302234 3812721 SH DFND 10,11,12,13,19,2,20,5,6,8 2721179 226033 865509 BURLINGTON STORES INC COM 122017106 373144 1248810 SH DFND 10,11,12,13,19,2,20,5,6,8 1005032 39510 204268 BUSINESS FIRST BANCSHARES IN COM 12326C105 6792 283824 SH DFND 2,20,5 241209 0 42615 BWX TECHNOLOGIES INC COM 05605H100 130551 1979844 SH DFND 13,19,2,20,5,8 1797349 1259 181236 BYLINE BANCORP INC COM 124411109 9417 445244 SH DFND 2,20,5,8 368397 0 76847 C & F FINL CORP COM 12466Q104 2269 50796 SH DFND 2,20 42752 0 8044 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 834322 8697463 SH DFND 10,11,12,13,19,2,20,5,6,8 7239910 240471 1217082 C3 AI INC CL A 12468P104 8650 131236 SH DFND 2,20 126036 0 5200 C4 THERAPEUTICS INC COM STK 12529R107 31931 863233 SH DFND 2,20,5 837650 0 25583 ADOBE SYSTEMS INCORPORATED COM 00724F101 8956029 18840122 SH DFND 10,11,12,13,19,2,20,5,6,8 15949815 480353 2409954 CABALETTA BIO INC COM 12674W109 2268 204316 SH DFND 2,20 176192 0 28124 CABLE ONE INC COM 12685J105 303010 165728 SH DFND 10,11,12,13,19,2,20,5,6,8 143778 2709 19241 CABOT CORP COM 127055101 71665 1366606 SH DFND 13,2,20,5 1245710 863 120033 CABOT OIL & GAS CORP COM 127097103 602841 32100147 SH DFND 10,11,12,13,19,2,20,5,6,8 28846528 405202 2848417 CACI INTL INC CL A 127190304 149822 607403 SH DFND 12,13,19,2,20,5,8 543887 310 63206 CACTUS INC CL A 127203107 34720 1133888 SH DFND 2,20,5,8 973865 0 160023 CADENCE BANCORPORATION CL A 12739A100 174878 8436006 SH DFND 2,20,5,8 8001523 11200 423283 CADENCE DESIGN SYSTEM INC COM 127387108 1601138 11687992 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9732786 472995 1482211 CADIZ INC COM NEW 127537207 3928 409559 SH DFND 2,20,5,8 359614 0 49945 CAE INC COM 124765108 388 13628 SH DFND 8 0 0 13628 ADT INC DEL COM 00090Q103 22070 2604179 SH DFND 19,2,20,5,8 2346150 0 258029 CAESARS ENTERTAINMENT CORP NOTE 5.000%10/0 127686AA1 23029 9181020 PRN DFND 2,5 9181020 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 656525 7507437 SH DFND 10,12,13,19,2,20,5,6,8 6563004 3932 940501 CAESARSTONE LTD ORD SHS M20598104 7358 535870 SH DFND 2,20,5,8 432591 0 103279 CAI INTERNATIONAL INC COM 12477X106 17153 376828 SH DFND 2,20,5,8 321120 0 55708 CAL MAINE FOODS INC COM NEW 128030202 81246 2114681 SH DFND 19,2,20,5,8 1989570 700 124411 CALAMP CORP COM 128126109 16467 1517709 SH DFND 2,20,5 1431112 0 86597 CALAVO GROWERS INC COM 128246105 40177 517477 SH DFND 2,20,5,8 459005 0 58472 CALEDONIA MNG CORP PLC SHS NEW G1757E113 2537 177543 SH DFND 2,20,5 150565 0 26978 CALERES INC COM 129500104 30010 1372068 SH DFND 2,20,5 1277648 0 94420 CALIFORNIA BANCORP INC COM 13005U101 1925 108077 SH DFND 2,20 92177 0 15900 ADTALEM GLOBAL ED INC COM 00737L103 61971 1567297 SH DFND 2,20,5,8 1395656 394 171247 CALIFORNIA WTR SVC GROUP COM 130788102 198231 3518484 SH DFND 13,19,2,20,5,8 3314703 600 203181 CALITHERA BIOSCIENCES INC COM 13089P101 2915 1204561 SH DFND 19,2,20,5,8 1021519 0 183042 CALIX INC COM 13100M509 36438 1051308 SH DFND 2,20,5,8 873985 0 177323 CALLAWAY GOLF CO COM 131193104 75848 2835429 SH DFND 19,2,20,5,8 2534414 1582 299433 CALLON PETE CO DEL COM 13123X508 133481 3462547 SH DFND 12,2,20,5 3462547 0 0 CALYXT INC COM 13173L107 1118 185687 SH DFND 2,20,5 166005 0 19682 CAMBIUM NETWORKS CORP SHS G17766109 4822 103218 SH DFND 2,20,5 87167 0 16051 CAMBRIDGE BANCORP COM 132152109 10100 119781 SH DFND 2,20,5 100459 0 19322 CAMDEN NATL CORP COM 133034108 17807 372072 SH DFND 2,20,5,8 314940 0 57132 CAMDEN PPTY TR SH BEN INT 133131102 544080 4913216 SH DFND 10,11,12,13,19,2,20,5,6,8 4201172 119148 592896 ADTRAN INC COM 00738A106 27402 1642802 SH DFND 2,20,5,8 1445348 1818 195636 CAMPBELL SOUP CO COM 134429109 487052 9688730 SH DFND 10,11,12,13,19,2,20,5,6,8 7406792 148719 2133219 CAMPING WORLD HLDGS INC CL A 13462K109 28544 784603 SH DFND 2,20,5,8 665389 0 119214 CAMTEK LTD ORD M20791105 6935 231954 SH DFND 2 231954 0 0 CANAAN INC SPONSORED ADS 134748102 612 29600 SH DFND 1 0 0 29600 CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 1126 28678 SH DFND 2,20,5 28678 0 0 CANADIAN IMP BK COMM COM 136069101 1364 13777 SH DFND 20 12872 538 367 CANADIAN NATL RY CO COM 136375102 14458 124662 SH DFND 20 200 0 124462 CANADIAN PAC RY LTD COM 13645T100 26592 69970 SH DFND 20,8 3034 0 66936 CANADIAN SOLAR INC COM 136635109 21922 441707 SH DFND 2,20,5,8 441707 0 0 CANGO INC ADS 137586103 670 79626 SH DFND 13,2,5 44726 0 34900 ADVANCE AUTO PARTS INC COM 00751Y106 518354 2821132 SH DFND 10,11,12,13,19,2,20,5,6,8 2274684 40216 506232 CANNAE HLDGS INC COM 13765N107 66727 1684175 SH DFND 19,2,20,5,8 1345590 392 338193 CANON INC SPONSORED ADR 138006309 290 12750 SH DFND 20 12750 0 0 CANOO INC COM CL A 13803R102 807 89400 SH DFND 20 89400 0 0 CANTEL MED CORP COM 138098108 99939 1251735 SH DFND 13,19,2,20,5,8 1106412 500 144823 CAPITAL BANCORP INC MD COM 139737100 2508 130011 SH DFND 2,20 109854 0 20157 CAPITAL CITY BK GROUP INC COM 139674105 7075 271917 SH DFND 2,20,5 227374 0 44543 CAPITAL ONE FINL CORP COM 14040H105 2604185 20468327 SH DFND 10,11,12,13,19,2,20,5,6,8 17767859 324836 2375632 CAPITOL FED FINL INC COM 14057J101 58902 4447080 SH DFND 12,19,2,20,5,8 3866794 0 580286 CAPRI HOLDINGS LIMITED SHS G1890L107 196440 3851758 SH DFND 12,13,2,20,5,8 3038200 1700 811858 CAPSTAR FINL HLDGS INC COM 14070T102 4251 246439 SH DFND 13,2,20 205839 0 40600 ADVANCED DRAIN SYS INC DEL COM 00790R104 109584 1059906 SH DFND 19,2,20,5,8 860767 500 198639 CAPSTEAD MTG CORP COM NO PAR 14067E506 20851 3267810 SH DFND 13,2,20,5,8 2855737 16793 395280 CARA THERAPEUTICS INC COM 140755109 19992 920885 SH DFND 19,2,20,5,8 763969 0 156916 CARDIFF ONCOLOGY INC COM 14147L108 101 10956 SH DFND 20 10956 0 0 CARDINAL HEALTH INC COM 14149Y108 1070925 17490396 SH DFND 10,11,12,13,19,2,20,5,6,8 15343446 234295 1912655 CARDIOVASCULAR SYS INC DEL COM 141619106 55346 1443566 SH DFND 19,2,20,5,8 1309581 800 133185 CARDLYTICS INC COM 14161W105 61283 558645 SH DFND 19,2,20,5,8 455309 400 102936 CARDTRONICS PLC SHS CL A G1991C105 47941 1235597 SH DFND 2,20,5,8 1104874 200 130523 CAREDX INC COM 14167L103 113316 1664206 SH DFND 2,20,5,8 1489879 700 173627 CARETRUST REIT INC COM 14174T107 113910 4836963 SH DFND 10,19,2,20,5,8 4269960 23120 543883 CARGURUS INC COM CL A 141788109 43964 1844881 SH DFND 19,2,20,5,8 1533482 900 310499 21VIANET GROUP INC SPONSORED ADS A 90138A103 55253 1710614 SH DFND 1,10,12,19,2,20,5,8 977606 39600 693408 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 1529 277956 SH DFND 2,20 232535 0 45421 CARLISLE COS INC COM 142339100 315054 1914288 SH DFND 12,13,19,2,20,5,8 1801441 647 112200 CARLOTZ INC COM CL A 142552108 297 41700 SH DFND 20 41700 0 0 CARLYLE GROUP INC COM 14316J108 90988 2475177 SH DFND 10,12,13,19,2,20,5,6,8 1865811 66004 543362 CARMAX INC COM 143130102 835775 6300130 SH DFND 10,11,12,13,19,2,20,5,6,8 5431037 98667 770426 CARNIVAL CORP UNIT 99/99/9999 143658300 771789 29080233 SH DFND 10,11,12,13,19,2,20,5,6,8 25251455 434900 3393878 CARPARTS COM INC COM 14427M107 15326 1073243 SH DFND 2,20,5,8 994363 0 78880 CARPENTER TECHNOLOGY CORP COM 144285103 136677 3321440 SH DFND 2,20,5,8 3152610 314 168516 CARRIAGE SVCS INC COM 143905107 11474 326060 SH DFND 2,20,5,8 271779 0 54281 CARRIER GLOBAL CORPORATION COM 14448C104 2372503 56193808 SH DFND 10,11,12,13,19,2,20,5,6,8 31042274 1144388 24007146 CARROLS RESTAURANT GROUP INC COM 14574X104 3683 615350 SH DFND 2,20,5 527066 0 88284 ADVANCED ENERGY INDS COM 007973100 124424 1139726 SH DFND 19,2,20,5,8 999987 400 139339 CARS COM INC COM 14575E105 18114 1397689 SH DFND 13,2,20,5,8 1167796 1676 228217 CARTER BANKSHARES INC COM NEW 146103106 5412 387714 SH DFND 2,20,5 334489 0 53225 CARTERS INC COM 146229109 93713 1053789 SH DFND 13,19,2,20,5,8 964505 675 88609 CARVANA CO CL A 146869102 301976 1150822 SH DFND 10,11,12,13,19,2,20,5,6,8 931405 29814 189603 CASA SYS INC COM 14713L102 5806 609185 SH DFND 2,20,5,8 497853 0 111332 CASELLA WASTE SYS INC CL A 147448104 60133 945932 SH DFND 2,20,5,8 764108 800 181024 CASEYS GEN STORES INC COM 147528103 259745 1201465 SH DFND 12,13,2,20,5,8 1126519 439 74507 CASI PHARMACEUTICALS INC COM 14757U109 2495 1039742 SH DFND 2,20,5 899539 0 140203 CASPER SLEEP INC COM 147626105 2747 379487 SH DFND 2,20 326793 0 52694 CASS INFORMATION SYS INC COM 14808P109 18053 390168 SH DFND 2,20,5,8 340767 0 49401 ADVANCED MICRO DEVICES INC COM 007903107 3596243 45812012 SH DFND 10,11,12,13,19,2,20,5,6,8 39377760 738722 5695530 CASSAVA SCIENCES INC COM 14817C107 30850 686310 SH DFND 2,20,5 601518 0 84792 CASTLE BIOSCIENCES INC COM 14843C105 20913 305479 SH DFND 2,20,5,8 258625 0 46854 CASTLIGHT HEALTH INC CL B 14862Q100 87 57830 SH DFND 20 57830 0 0 CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 1586 548880 SH DFND 2,20,5 513884 0 34996 CATALENT INC COM 148806102 671123 6372835 SH DFND 10,11,12,13,19,2,20,5,6,8 5535593 82223 755019 CATALYST BIOSCIENCES INC COM NEW 14888D208 1906 378234 SH DFND 2,20 321833 0 56401 CATALYST PHARMACEUTICALS INC COM 14888U101 41186 8933983 SH DFND 2,20,5,8 8635980 0 298003 CATCHMARK TIMBER TR INC CL A 14912Y202 9826 965227 SH DFND 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CDW CORP COM 12514G108 879200 5304376 SH DFND 10,11,12,13,19,2,20,5,6,8 4569514 86453 648409 ADVANTAGE SOLUTIONS INC COM CL A 00791N102 849 71900 SH DFND 20 71900 0 0 CECO ENVIRONMENTAL CORP COM 125141101 4423 557770 SH DFND 2,20,5 480974 0 76796 CEL-SCI CORP COM PAR NEW 150837607 42503 2794436 SH DFND 19,2,20,5,8 2677416 0 117020 CELANESE CORP DEL COM 150870103 796004 5313422 SH DFND 10,11,12,13,19,2,20,5,6,8 4221717 128065 963640 CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 38666 1876977 SH DFND 19,2,20,5,8 1846977 0 30000 CELLECTIS S A SPON ADS 15117K103 764 37803 SH DFND 2 37803 0 0 CELSIUS HLDGS INC COM NEW 15118V207 46140 960250 SH DFND 2,20,5,8 846497 0 113753 CEMEX SAB DE CV SPON ADR NEW 151290889 86 12364 SH DFND 20,5 12364 0 0 CENTENE CORP DEL COM 15135B101 1530060 23940861 SH DFND 10,11,12,13,19,2,20,5,6,8 20812089 338426 2790346 CENTENNIAL RESOURCE DEV INC CL A 15136A102 26890 6402479 SH DFND 13,2,20,5 6395479 0 7000 CENTERPOINT ENERGY INC COM 15189T107 627964 27724699 SH 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COM 00773U108 51998 5273650 SH DFND 19,2,20,5,8 4982561 600 290489 CENTURY ALUM CO COM 156431108 90597 5130048 SH DFND 2,20,5,8 4960341 2024 167683 CENTURY BANCORPORATION INC CL A NON VTG 156432106 5227 56018 SH DFND 2,20,5 45837 0 10181 CENTURY CASINOS INC COM 156492100 4738 461317 SH DFND 2,20,5 401276 0 60041 CENTURY CMNTYS INC COM 156504300 69045 1144641 SH DFND 2,20,5,8 1045390 0 99251 CERAGON NETWORKS LTD ORD M22013102 156 41423 SH DFND 2 41423 0 0 CERECOR INC COM 15671L109 1776 587928 SH DFND 2,20 503789 0 84139 CERENCE INC COM 156727109 69663 777662 SH DFND 13,19,2,20,5,8 641993 329 135340 CEREVEL THERAPEUTICS HLDNG I COM 15678U128 12798 932136 SH DFND 2,20 932136 0 0 CERIDIAN HCM HLDG INC COM 15677J108 313949 3725516 SH DFND 10,11,12,13,19,2,20,5,6,8 3229713 63463 432340 CERNER CORP COM 156782104 985132 13705236 SH DFND 10,11,12,13,19,2,20,5,6,8 11307592 351514 2046130 AECOM COM 00766T100 242055 3775620 SH DFND 12,13,2,20,5,8 3132783 1595 641242 CERTARA INC COM 15687V109 7804 285865 SH DFND 2,20 270502 0 15363 CERUS CORP COM 157085101 27401 4559218 SH DFND 19,2,20,5,8 4010793 1700 546725 CEVA INC COM 157210105 61034 1086981 SH DFND 2,20,5,8 1003539 0 83442 CF INDS HLDGS INC COM 125269100 429221 9458369 SH DFND 10,11,12,13,19,2,20,5,6,8 7892143 159718 1406508 CHAMPIONS ONCOLOGY INC COM NEW 15870P307 1147 101463 SH DFND 2,20 87039 0 14424 CHAMPIONX CORPORATION COM 15872M104 129990 5982053 SH DFND 1,13,2,20,5,8 5316049 1331 664673 CHANGE HEALTHCARE INC COM 15912K100 76562 3464345 SH DFND 13,19,2,20,5,8 2919863 2511 541971 CHANNELADVISOR CORP COM 159179100 14974 635826 SH DFND 2,20,5,8 534307 0 101519 CHARLES RIV LABS INTL INC COM 159864107 333462 1150543 SH DFND 13,19,2,20,5,8 1037503 526 112514 CHART INDS INC COM 16115Q308 152132 1068717 SH DFND 19,2,20,5,8 939211 246 129260 AEGION CORP COM 00770F104 30716 1068388 SH DFND 19,2,20,5,8 946757 1063 120568 CHARTER COMMUNICATIONS INC N CL A 16119P108 3858338 6253181 SH DFND 1,10,11,12,13,19,2,20,5,6,8 5180501 68156 1004524 CHASE CORP COM 16150R104 17849 153359 SH DFND 2,20,5,8 124400 0 28959 CHATHAM LODGING TR COM 16208T102 28287 2149480 SH DFND 2,20,5,8 1920996 0 228484 CHECK POINT SOFTWARE TECH LT ORD M22465104 290675 2596012 SH DFND 10,12,13,19,2,20,5,6,8 1862456 109275 624281 CHECKMATE PHARMACEUTICALS IN COM 162818108 1011 83259 SH DFND 2,20 68014 0 15245 CHECKPOINT THERAPEUTICS INC COM 162828107 2678 852987 SH DFND 2,20,5 737413 0 115574 CHEESECAKE FACTORY INC COM 163072101 81037 1385008 SH DFND 2,20,5,8 1236015 294 148699 CHEETAH MOBILE INC ADR 163075104 72 31783 SH DFND 2 31783 0 0 CHEFS WHSE INC COM 163086101 31509 1034444 SH DFND 2,20,5,8 933431 0 101013 CHEGG INC COM 163092109 136582 1594468 SH DFND 13,19,2,20,5,8 1328607 1200 264661 AEGLEA BIOTHERAPEUTICS INC COM 00773J103 5690 718475 SH DFND 2,20,5 614627 0 103848 CHEGG INC NOTE 0.125% 3/1 163092AD1 36856 21338000 PRN DFND 2,5 21338000 0 0 CHEMBIO DIAGNOSTICS INC COM NEW 163572209 1003 285880 SH DFND 2,20 243404 0 42476 CHEMED CORP NEW COM 16359R103 180091 391656 SH DFND 13,19,2,20,5,8 354962 147 36547 CHEMOCENTRYX INC COM 16383L106 92558 1806368 SH DFND 19,2,20,5,8 1622508 1400 182460 CHEMOURS CO COM 163851108 110934 3974692 SH DFND 12,13,2,20,5,8 3623149 11943 339600 CHEMUNG FINL CORP COM 164024101 2181 51810 SH DFND 2,20 45674 0 6136 CHENIERE ENERGY INC COM NEW 16411R208 417632 5799638 SH DFND 10,11,12,13,19,2,20,5,6,8 4362241 219612 1217785 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 10845 13331000 PRN DFND 2,5 13331000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 3343 347660 SH DFND 2,20,5 304550 0 43110 CHESAPEAKE UTILS CORP COM 165303108 63962 548952 SH DFND 19,2,20,5,8 491084 36 57832 22ND CENTY GROUP INC COM 90137F103 246 74800 SH DFND 20 74800 0 0 AEGON N V NY REGISTRY SHS 007924103 62 13095 SH DFND 20 13095 0 0 CHEVRON CORP NEW COM 166764100 14439678 137796337 SH DFND 1,10,11,12,13,19,2,20,5,6,8 110046199 1180207 26569931 CHEWY INC CL A 16679L109 74791 882911 SH DFND 10,11,12,13,19,2,20,5,6,8 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