0000093751-21-000640.txt : 20210816 0000093751-21-000640.hdr.sgml : 20210816 20210816102903 ACCESSION NUMBER: 0000093751-21-000640 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210816 DATE AS OF CHANGE: 20210816 EFFECTIVENESS DATE: 20210816 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: 211175252 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 06-30-2021 06-30-2021 STATE STREET CORP

ONE LINCOLN STREET BOSTON MA 02111

13F HOLDINGS REPORT 028-00399 N Elizabeth Schaefer 617-664-5273 Elizabeth Schaefer Boston MA 08-16-2021 11 4463 1897253685 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_v2_sub.xml 1 800 FLOWERS COM INC CL A 68243Q106 26373 827517 SH DFND 19,2,20,5 771519 0 55998 21VIANET GROUP INC SPONSORED ADS A 90138A103 40676 1772364 SH DFND 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SH DFND 1,20 12696 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1640076 7012170 SH DFND 10,12,13,19,2,20,5,6,8 5889124 119942 1003104 CONSTELLATION PHARMCETICLS I COM 210373106 53762 1590606 SH DFND 19,2,20,5 1539160 0 51446 CONSTELLIUM SE CL A SHS F21107101 33059 1744554 SH DFND 12,2,20,5 1612454 0 132100 CONSTRUCTION PARTNERS INC COM CL A 21044C107 17248 549286 SH DFND 19,2,20,5 494794 0 54492 CONSUMER PORTFOLIO SVCS INC COM 210502100 64 14166 SH DFND 20 14166 0 0 CONTAINER STORE GROUP INC COM 210751103 6845 524916 SH DFND 2,20,5 494851 0 30065 AFFIMED N V COM N01045108 16756 1971280 SH DFND 13,2,20,5 1817585 0 153695 CONTANGO OIL & GAS CO COM NEW 21075N204 17622 4079077 SH DFND 2,20,5 3916266 0 162811 CONTEXTLOGIC INC COM CL A 21077C107 3105 235792 SH DFND 20 235792 0 0 CONTINENTAL RES INC COM 212015101 152161 4001078 SH DFND 13,19,2,20,5 3904075 978 96025 CONTRAFECT CORP COM NEW 212326300 331 75254 SH DFND 20 75254 0 0 COOPER COS INC COM NEW 216648402 833059 2102250 SH DFND 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7011079 SH DFND 19,2,20,5 6822815 0 188264 DYNE THERAPEUTICS INC COM 26818M108 9655 458896 SH DFND 2,20,5 427796 0 31100 DYNEX CAP INC COM 26817Q886 13264 706072 SH DFND 19,2,20,5 655494 0 50578 AIR LEASE CORP CL A 00912X302 67722 1616114 SH DFND 12,13,19,2,20,5 1412422 900 202792 DZS INC COM 268211109 4455 214699 SH DFND 2,20 205239 0 9460 E L F BEAUTY INC COM 26856L103 35230 1298094 SH DFND 19,2,20,5 1206051 0 92043 E2OPEN PARENT HOLDINGS INC COM CL A 29788T103 13804 1208746 SH DFND 19,2,20,5 1140436 0 68310 EAGLE BANCORP INC MD COM 268948106 76825 1369910 SH DFND 19,2,20,5 1309160 800 59950 EAGLE BANCORP MONT INC COM 26942G100 248 10764 SH DFND 20 10764 0 0 EAGLE BULK SHIPPING INC COM Y2187A150 13553 286419 SH DFND 2,20,5 280069 0 6350 EAGLE MATLS INC COM 26969P108 151578 1064715 SH DFND 13,19,2,20,5,8 988451 438 75826 EAGLE PHARMACEUTICALS INC COM 269796108 31577 737786 SH DFND 19,2,20,5 714228 0 23558 EARGO INC COM 270087109 21553 540040 SH DFND 19,2,20,5 524876 0 15164 EARTHSTONE 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COM 278642103 2058543 29319795 SH DFND 10,11,12,13,19,2,20,5,6,8 24408960 1135197 3775638 AIR TRANSPORT SERVICES GRP I COM 00922R105 37629 1619824 SH DFND 19,2,20,5 1538738 0 81086 EBIX INC COM NEW 278715206 31433 927229 SH DFND 19,2,20,5 875885 500 50844 ECHO GLOBAL LOGISTICS INC COM 27875T101 32340 1052035 SH DFND 19,2,20,5 994089 0 57946 ECHOSTAR CORP CL A 278768106 24049 990078 SH DFND 13,19,2,20,5,8 906662 307 83109 ECOLAB INC COM 278865100 2424409 11743497 SH DFND 10,11,12,13,19,2,20,5,6,8 10152517 250704 1340276 ECOPETROL S A SPONSORED ADS 279158109 25243 1726597 SH DFND 1,10,13,2,20,5 1535911 108287 82399 EDGEWELL PERS CARE CO COM 28035Q102 80067 1817584 SH DFND 12,13,19,2,20,5,8 1706574 850 110160 EDGEWISE THERAPEUTICS INC COM 28036F105 3786 177502 SH DFND 2,20,5 169706 0 7796 EDISON INTL COM 281020107 1539279 26621915 SH DFND 10,11,12,13,19,2,20,5,6,8 17527009 6708249 2386657 EDITAS MEDICINE INC COM 28106W103 143535 2534162 SH DFND 1,19,2,20,5 2403439 600 130123 EDWARDS LIFESCIENCES CORP COM 28176E108 2663789 25719694 SH DFND 10,11,12,13,19,2,20,5,6,8 21658379 634134 3427181 AIRBNB INC COM CL A 009066101 158514 1035094 SH DFND 10,11,12,13,19,2,20,5,6,8 837574 30630 166890 EGAIN CORP COM NEW 28225C806 4275 372375 SH DFND 19,2,20,5 349994 0 22381 EHANG HLDGS LTD ADS 26853E102 3481 80965 SH DFND 2,20,5 67865 900 12200 EHEALTH INC COM 28238P109 61814 1058464 SH DFND 19,2,20,5 936778 300 121386 EIGER BIOPHARMACEUTICALS INC COM 28249U105 4614 541596 SH DFND 2,20,5 520101 0 21495 EKSO BIONICS HLDGS INC COM 282644301 76 13780 SH DFND 20 13780 0 0 EL POLLO LOCO HLDGS INC COM 268603107 11430 624942 SH DFND 19,2,20,5 586356 0 38586 ELANCO ANIMAL HEALTH INC COM 28414H103 420594 12124361 SH DFND 10,11,12,13,19,2,20,5,6,8 10190740 240808 1692813 ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 12229 228200 SH DFND 2 228200 0 0 ELASTIC N V ORD SHS N14506104 143746 986183 SH DFND 13,19,2,20,5 867806 500 117877 ELBIT SYS LTD ORD M3760D101 15552 119865 SH DFND 2 119865 0 0 AIRGAIN INC COM 00938A104 984 47733 SH DFND 13,20 45433 0 2300 ELECTRAMECCANICA VEHS CORP COM NEW 284849205 4886 1144188 SH DFND 2 1144188 0 0 ELECTROCORE INC COM 28531P103 131 110200 SH DFND 20 110200 0 0 ELECTRONIC ARTS INC COM 285512109 2015674 14014283 SH DFND 10,11,12,13,19,2,20,5,6,8 11793422 495350 1725511 ELEDON PHARMACEUTICALS INC COM 28617K101 261 32935 SH DFND 20 32935 0 0 ELEMENT SOLUTIONS INC COM 28618M106 75638 3235179 SH DFND 19,2,20,5 2828435 4200 402544 ELEVATE CREDIT INC COM 28621V101 172 48247 SH DFND 20 48247 0 0 ELLINGTON FINANCIAL INC COM 28852N109 28799 1492206 SH DFND 19,2,20,5 1400500 0 91706 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 550 45571 SH DFND 20,5 45571 0 0 ELOXX PHARMACEUTICALS INC COM 29014R103 377 189203 SH DFND 20 189203 0 0 EMAGIN CORP COM NEW 29076N206 11298 3246428 SH DFND 2,20 3246428 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 805736 6910260 SH DFND 10,11,12,13,19,2,20,5,6,8 5715306 181071 1013883 EMBRAER S.A. SPONSORED ADS 29082A107 13718 906101 SH DFND 2,20 906101 0 0 EMCOR GROUP INC COM 29084Q100 205391 1667268 SH DFND 12,13,19,2,20,5 1545739 418 121111 EMCORE CORP COM NEW 290846203 5054 548111 SH DFND 2,20 495464 0 52647 EMERALD HOLDING INC COM 29103W104 2487 461427 SH DFND 2,20 436522 0 24905 EMERGENT BIOSOLUTIONS INC COM 29089Q105 134261 2131463 SH DFND 13,19,2,20,5 2031497 500 99466 EMERSON ELEC CO COM 291011104 2580726 26815521 SH DFND 1,10,11,12,13,19,2,20,5,6,8 23037505 702714 3075302 EMPIRE ST RLTY TR INC CL A 292104106 68966 5747138 SH DFND 10,19,2,20,5,8 5059119 33484 654535 EMPLOYERS HLDGS INC COM 292218104 44226 1033307 SH DFND 19,2,20,5 973433 0 59874 ENANTA PHARMACEUTICALS INC COM 29251M106 46390 1054075 SH DFND 19,2,20,5 1014025 0 40050 ENBRIDGE INC COM 29250N105 44126 1102048 SH DFND 1,10,12,19,2,20 876371 204037 21640 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 39214 29926000 PRN DFND 2,5 29926000 0 0 ENCOMPASS HEALTH CORP COM 29261A100 202615 2587391 SH DFND 12,13,19,2,20,5,8 2400439 1052 185900 ENCORE CAP GROUP INC COM 292554102 49023 1034463 SH DFND 19,2,20,5 972632 200 61631 ENCORE WIRE CORP COM 292562105 52775 696331 SH DFND 19,2,20,5 658806 400 37125 ENDO INTL PLC SHS G30401106 38553 8237832 SH DFND 13,19,2,20,5 7770134 6160 461538 ENDRA LIFE SCIENCES INC COM 29273B104 131 60300 SH DFND 20 60300 0 0 ENEL AMERICAS S A SPONSORED ADR 29274F104 29556 4093594 SH DFND 10,13,19,2,20,5 3879922 18600 195072 ENEL CHILE S.A. SPONSORED ADR 29278D105 10253 3475445 SH DFND 10,13,19,2,20,5 3356851 0 118594 ENERGIZER HLDGS INC NEW COM 29272W109 83193 1935621 SH DFND 13,19,2,20,5 1792163 650 142808 ENERGOUS CORP COM 29272C103 441 153659 SH DFND 20 153659 0 0 ENERGY FUELS INC COM NEW 292671708 12346 2040694 SH DFND 2,20,5 1858494 0 182200 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 37574 32395000 PRN DFND 2,5 32395000 0 0 ENERGY RECOVERY INC COM 29270J100 23428 1028458 SH DFND 19,2,20,5 955860 0 72598 ENERPAC TOOL GROUP CORP CL A COM 292765104 52084 1956566 SH DFND 19,2,20,5 1833438 271 122857 ENERSYS COM 29275Y102 126631 1295720 SH DFND 13,19,2,20,5 1208922 605 86193 ENGLOBAL CORP COM 293306106 165 54519 SH DFND 20 54519 0 0 ENI S P A SPONSORED ADR 26874R108 345 14137 SH DFND 1,20 6340 0 7797 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 3600 563400 SH DFND 19,20,5 313368 3325 246707 ENNIS INC COM 293389102 14981 696162 SH DFND 19,2,20,5 640846 1458 53858 ENOCHIAN BIOSCIENCES INC COM 29350E104 163 32791 SH DFND 20 32791 0 0 ENOVA INTL INC COM 29357K103 40860 1194377 SH DFND 19,2,20,5 1124675 0 69702 ENPHASE ENERGY INC COM 29355A107 917067 4994103 SH DFND 10,11,12,13,19,2,20,5,6,8 4256332 69184 668587 3-D SYS CORP DEL COM NEW 88554D205 177387 4438006 SH DFND 19,2,20,5 4188986 3366 245654 AKEBIA THERAPEUTICS INC COM 00972D105 53085 14006637 SH DFND 19,2,20,5 13708906 1272 296459 ENPRO INDS INC COM 29355X107 66988 689535 SH DFND 19,2,20,5 649731 43 39761 ENSIGN GROUP INC COM 29358P101 143005 1649006 SH DFND 19,2,20,5 1543186 300 105520 ENSTAR GROUP LIMITED SHS G3075P101 79147 331270 SH DFND 19,2,20,5 302119 100 29051 ENTASIS THERAPEUTICS HLDGS I COM 293614103 105 39205 SH DFND 20 39205 0 0 ENTEGRIS INC COM 29362U104 236835 1925954 SH DFND 13,19,2,20,5,8 1661754 1169 263031 ENTERGY CORP NEW COM 29364G103 1066322 10695304 SH DFND 10,11,12,13,19,2,20,5,6,8 9085860 138728 1470716 ENTERPRISE BANCORP INC MASS COM 293668109 4725 144277 SH DFND 2,20,5 135271 0 9006 ENTERPRISE FINL SVCS CORP COM 293712105 45967 990881 SH DFND 19,2,20,5 854672 0 136209 ENTRAVISION COMMUNICATIONS C CL A 29382R107 8033 1202618 SH DFND 2,20,5 1134967 0 67651 ENVELA CORP COM 29402E102 56 11700 SH DFND 20 11700 0 0 AKERNA CORP COM 00973W102 279 69238 SH DFND 20 69238 0 0 ENVERIC BIOSCIENCES INC COM NEW 29405E109 212 88886 SH DFND 20 88886 0 0 ENVESTNET INC COM 29404K106 125181 1650160 SH DFND 19,2,20,5 1538793 400 110967 ENVISTA HOLDINGS CORPORATION COM 29415F104 184269 4264505 SH DFND 12,13,19,2,20,5,8 4001318 1700 261487 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 21141 9899000 PRN DFND 2 9899000 0 0 ENZO BIOCHEM INC COM 294100102 619 195354 SH DFND 20 195354 0 0 EOG RES INC COM 26875P101 2933312 35154745 SH DFND 10,11,12,13,19,2,20,5,6,8 32461445 406366 2286934 EOS ENERGY ENTERPRISES INC COM CL A 29415C101 16945 943513 SH DFND 2,20,5 932950 0 10563 EPAM SYS INC COM 29414B104 639442 1251452 SH DFND 10,11,12,13,19,2,20,5,6,8 989100 64571 197781 EPIZYME INC COM 29428V104 46500 5595705 SH DFND 19,2,20,5 5422012 0 173693 EPLUS INC COM 294268107 42108 485730 SH DFND 19,2,20,5 447067 0 38663 AKERO THERAPEUTICS INC COM 00973Y108 30495 1229140 SH DFND 19,2,20,5 1199908 0 29232 EPR PPTYS COM SH BEN INT 26884U109 176011 3341126 SH DFND 10,12,13,19,2,20,5,8 2985277 16340 339509 EQT CORP COM 26884L109 293120 13167996 SH DFND 12,13,19,2,20,5,8 11242778 2922 1922296 EQT CORP NOTE 1.750% 5/0 26884LAK5 23323 14005000 PRN DFND 2,5 14005000 0 0 EQUIFAX INC COM 294429105 1157344 4832132 SH DFND 10,11,12,13,19,2,20,5,6,8 4161748 84765 585619 EQUILLIUM INC COM 29446K106 181 30756 SH DFND 20 30756 0 0 EQUINIX INC COM 29444U700 3111159 3876350 SH DFND 10,11,12,13,19,2,20,5,6,8 3253173 61062 562115 EQUITABLE HLDGS INC COM 29452E101 323028 10608472 SH DFND 10,11,12,13,19,2,20,5,6,8 8747729 445315 1415428 EQUITRANS MIDSTREAM CORP COM 294600101 113341 13318577 SH DFND 12,13,19,2,20,5 12535185 2337 781055 EQUITY BANCSHARES INC COM CL A 29460X109 8256 270788 SH DFND 2,20,5 250783 0 20005 EQUITY COMWLTH COM SH BEN INT 294628102 126903 4843642 SH DFND 10,13,19,2,20,5,8 4185842 26149 631651 AKOUOS INC COM 00973J101 4842 385835 SH DFND 19,2,20,5 359082 0 26753 EQUITY LIFESTYLE PPTYS INC COM 29472R108 538145 7207820 SH DFND 10,11,12,13,19,2,20,5,6,8 5920324 135945 1151551 EQUITY RESIDENTIAL SH BEN INT 29476L107 1656703 21351395 SH DFND 10,11,12,13,19,2,20,5,6,8 18073383 330156 2947856 ERICSSON ADR B SEK 10 294821608 4934 392251 SH DFND 1,20 10710 0 381541 ERIE INDTY CO CL A 29530P102 138464 716132 SH DFND 10,11,12,13,19,2,20,5,6,8 554519 45278 116335 EROS STX GLOBAL CORPORATION SHS NEW G3788M114 6184 4041705 SH DFND 2,20,5 3881093 0 160612 ESCALADE INC COM 296056104 3777 164578 SH DFND 2,20,5 154717 0 9861 ESCO TECHNOLOGIES INC COM 296315104 79623 848047 SH DFND 19,2,20,5 793986 521 53540 ESPERION THERAPEUTICS INC NE COM 29664W105 47634 2252194 SH DFND 19,2,20,5 2193029 300 58865 ESPORTS ENTMT GROUP INC COM 29667K306 499 45974 SH DFND 20 45974 0 0 ESPORTS TECHNOLOGIES INC COM 29667L106 431 20466 SH DFND 2,20 19900 0 566 AKOUSTIS TECHNOLOGIES INC COM 00973N102 7285 680208 SH DFND 2,20,5 641280 0 38928 ESQUIRE FINL HLDGS INC COM 29667J101 260 10969 SH DFND 20 10969 0 0 ESSA BANCORP INC COM 29667D104 396 24160 SH DFND 20 15633 0 8527 ESSENT GROUP LTD COM G3198U102 192082 4273242 SH DFND 13,19,2,20,5 4053365 700 219177 ESSENTIAL PPTYS RLTY TR INC COM 29670E107 153056 5609099 SH DFND 10,19,2,20,5,8 5103650 24700 480749 ESSENTIAL UTILS INC COM 29670G102 540509 11827339 SH DFND 10,11,12,13,19,2,20,5,6,8 10662737 128451 1036151 ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 8530 147300 SH DFND 2 147300 0 0 ESSEX PPTY TR INC COM 297178105 1427304 4725132 SH DFND 10,11,12,13,19,2,20,5,6,8 4156391 59576 509165 ESTABLISHMENT LABS HLDGS INC COM G31249108 1380 15803 SH DFND 19,20,5 14500 0 1303 ETHAN ALLEN INTERIORS INC COM 297602104 21845 791479 SH DFND 19,2,20,5 743940 1000 46539 ETON PHARMACEUTICALS INC COM 29772L108 516 83772 SH DFND 20 83772 0 0 AKOYA BIOSCIENCES INC COM 00974H104 1582 81780 SH DFND 2,20 79925 0 1855 ETSY INC COM 29786A106 1054902 5124864 SH DFND 10,11,12,13,19,2,20,5,6,8 4306084 146782 671998 ETSY INC NOTE 0.125%10/0 29786AAJ5 42666 17830000 PRN DFND 2,5 17830000 0 0 EURONET WORLDWIDE INC COM 298736109 101919 753003 SH DFND 12,13,19,2,20,5 656852 500 95651 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 15282 13306000 PRN DFND 2,5 13306000 0 0 EVANS BANCORP INC COM NEW 29911Q208 1650 44467 SH DFND 20 11411 0 33056 EVELO BIOSCIENCES INC COM 299734103 6730 489781 SH DFND 2,20,5 449438 0 40343 EVENTBRITE INC COM CL A 29975E109 26978 1419915 SH DFND 19,2,20,5 1302288 0 117627 EVERBRIDGE INC COM 29978A104 79790 586349 SH DFND 13,19,2,20,5 508458 300 77591 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 19053 13917000 PRN DFND 2,5 13917000 0 0 EVERCORE INC CLASS A 29977A105 148096 1052041 SH DFND 13,19,2,20,5,8 974556 300 77185 ALAMO GROUP INC COM 011311107 46354 303603 SH DFND 19,2,20,5 284818 0 18785 EVEREST RE GROUP LTD COM G3223R108 478827 1900032 SH DFND 10,11,12,13,19,2,20,5,6,8 1599036 29751 271245 EVERGY INC COM 30034W106 722935 11963177 SH DFND 10,11,12,13,19,2,20,5,6,8 10667524 173933 1121720 EVERI HLDGS INC COM 30034T103 41118 1648661 SH DFND 19,2,20,5 1466984 0 181677 EVERQUOTE INC COM CL A 30041R108 13660 417982 SH DFND 19,2,20,5 390972 0 27010 EVERSOURCE ENERGY COM 30040W108 1671819 20835231 SH DFND 10,11,12,13,19,2,20,5,6,8 18525863 260371 2048997 EVERSPIN TECHNOLOGIES INC COM 30041T104 225 35027 SH DFND 20 35027 0 0 EVERTEC INC COM 30040P103 85387 1956170 SH DFND 19,2,20,5 1799485 900 155785 EVI INDS INC COM 26929N102 2122 74714 SH DFND 2,20 70348 0 4366 EVO PMTS INC CL A COM 26927E104 28578 1030222 SH DFND 19,2,20,5 949030 0 81192 EVOFEM BIOSCIENCES INC COM 30048L104 417 368649 SH DFND 20 368649 0 0 ALARM COM HLDGS INC COM 011642105 129793 1532386 SH DFND 19,2,20,5 1432951 500 98935 EVOLENT HEALTH INC CL A 30050B101 32478 1537798 SH DFND 19,2,20,5 1377527 0 160271 EVOLUS INC COM 30052C107 6796 537240 SH DFND 13,2,20,5 499837 0 37403 EVOLUTION PETE CORP COM 30049A107 430 86727 SH DFND 20 86727 0 0 EVOLVING SYS INC COM NEW 30049R209 143 58596 SH DFND 20 58596 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 80729 2389841 SH DFND 19,2,20,5 2165851 1100 222890 EXACT SCIENCES CORP COM 30063P105 481414 3872690 SH DFND 10,11,12,13,19,2,20,5,6,8 3234223 93062 545405 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 41424 33353000 PRN DFND 2,5 33353000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 36537 27525000 PRN DFND 2,5 27525000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 7892 4440000 PRN DFND 2,5 4440000 0 0 EXAGEN INC COM 30068X103 1395 93063 SH DFND 2,20 89652 0 3411 ALASKA AIR GROUP INC COM 011659109 248098 4113717 SH DFND 10,12,13,19,2,20,5,6,8 3790901 951 321865 EXELA TECHNOLOGIES INC COM NEW 30162V409 226 94766 SH DFND 20 94766 0 0 EXELIXIS INC COM 30161Q104 178038 9771581 SH DFND 13,19,2,20,5 9129391 8870 633320 EXELON CORP COM 30161N101 2637385 59521225 SH DFND 10,11,12,13,19,2,20,5,6,8 45410024 699346 13411855 EXICURE INC COM 30205M101 174 116209 SH DFND 20 116209 0 0 EXLSERVICE HOLDINGS INC COM 302081104 113091 1064283 SH DFND 19,2,20,5 978174 200 85909 EXONE CO COM 302104104 11742 542606 SH DFND 2,20,5 525733 0 16873 EXP WORLD HLDGS INC COM 30212W100 45161 1164839 SH DFND 19,2,20,5,8 1059109 400 105330 EXPEDIA GROUP INC COM NEW 30212P303 900845 5502689 SH DFND 10,11,12,13,19,2,20,5,6,8 4652087 87314 763288 EXPEDITORS INTL WASH INC COM 302130109 1133433 8952866 SH DFND 10,11,12,13,19,2,20,5,6,8 7418614 264939 1269313 EXPONENT INC COM 30214U102 143776 1611660 SH DFND 13,19,2,20,5 1500736 584 110340 ALASKA COMMUNICATIONS SYS GR COM 01167P101 763 229005 SH DFND 20 229005 0 0 EXPRESS INC COM 30219E103 1507 232174 SH DFND 20 232174 0 0 EXTERRAN CORP COM 30227H106 511 107300 SH DFND 2,20,5 107300 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1266436 7730658 SH DFND 10,11,12,13,19,2,20,5,6,8 6524640 117270 1088748 EXTRACTION OIL & GAS INC COM 30227M303 11834 215509 SH DFND 19,2,20,5 194145 0 21364 EXTREME NETWORKS INC COM 30226D106 47101 4220520 SH DFND 13,19,2,20,5 3937819 0 282701 EXXON MOBIL CORP COM 30231G102 15924545 252449984 SH DFND 1,10,11,12,13,19,2,20,5,6,8 235748944 3095701 13605339 EYEPOINT PHARMACEUTICALS INC COM NEW 30233G209 2038 226649 SH DFND 2,20,5 221249 0 5400 EZCORP INC CL A NON VTG 302301106 9951 1650204 SH DFND 2,20,5 1600132 0 50072 F N B CORP COM 302520101 222748 18065497 SH DFND 12,13,19,2,20,5,8 17301899 2953 760645 F-STAR THERAPEUTICS INC COM 30315R107 215 25070 SH DFND 20 25070 0 0 360 DIGITECH INC AMERICAN DEP 88557W101 54328 1298463 SH DFND 10,12,13,19,2,20,5,8 960032 50200 288231 ALBANY INTL CORP CL A 012348108 88352 987603 SH DFND 19,2,20,5 930113 136 57354 F5 NETWORKS INC COM 315616102 543278 2910522 SH DFND 10,11,12,13,19,2,20,5,6,8 2468441 86076 356005 FABRINET SHS G3323L100 112482 1173273 SH DFND 19,1,2,20,5 1096284 700 76289 FACEBOOK INC CL A 30303M102 32057589 92196339 SH DFND 10,11,12,13,19,2,20,5,6,8 77619387 2701890 11875062 FACTSET RESH SYS INC COM 303075105 518441 1544771 SH DFND 10,11,12,13,19,2,20,5,6,8 1338260 56480 150031 FAIR ISAAC CORP COM 303250104 462031 919135 SH DFND 10,11,12,13,19,2,20,5,6,8 790378 29134 99623 FALCON MINERALS CORP CL A COM 30607B109 4093 805744 SH DFND 2,20,5 756045 0 49699 FANHUA INC SPONSORED ADR 30712A103 5531 366268 SH DFND 1,2,20,5 270246 700 95322 FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 35890 11000000 PRN DFND 2,5 11000000 0 0 FARFETCH LTD ORD SH CL A 30744W107 130022 2581844 SH DFND 1,10,12,13,19,2,20,5,6,8 299115 0 2282729 FARMER BROS CO COM 307675108 570 44902 SH DFND 20 44902 0 0 ALBEMARLE CORP COM 012653101 976445 5783084 SH DFND 10,11,12,13,19,2,20,5,6,8 4969523 94060 719501 FARMERS & MERCHANTS BANCORP COM 30779N105 452 20541 SH DFND 20 20541 0 0 FARMERS NATIONAL BANC CORP COM 309627107 7429 478977 SH DFND 2,20,5 452232 0 26745 FARMLAND PARTNERS INC COM 31154R109 6584 544151 SH DFND 2,20,5 517551 0 26600 FARO TECHNOLOGIES INC COM 311642102 46622 599491 SH DFND 19,2,20,5 540291 373 58827 FASTENAL CO COM 311900104 1479683 28455445 SH DFND 1,10,11,12,13,19,2,20,5,6,8 24638415 923774 2893256 FASTLY INC CL A 31188V100 84619 1419781 SH DFND 13,19,2,20,5 1243272 1900 174609 FATE THERAPEUTICS INC COM 31189P102 178314 2054546 SH DFND 13,19,2,20,5 1893464 600 160482 FATHOM HOLDINGS INC COM 31189V109 2478 75576 SH DFND 2,20 71306 0 4270 FB FINL CORP COM 30257X104 52576 1408793 SH DFND 19,2,20,5 1346468 0 62325 FEDERAL AGRIC MTG CORP CL C 313148306 17757 179549 SH DFND 19,2,20,5 160200 0 19349 ALBERTSONS COS INC COMMON STOCK 013091103 44406 2258683 SH DFND 2,20 2137687 0 120996 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 913575 7729030 SH DFND 10,12,13,19,2,20,5,6,8 7232527 17555 478948 FEDERAL SIGNAL CORP COM 313855108 76864 1910615 SH DFND 19,2,20,5 1758565 300 151750 FEDERATED HERMES INC CL B 314211103 101016 2978933 SH DFND 12,19,2,20,5,8 2780520 1397 197016 FEDEX CORP COM 31428X106 3042397 10172727 SH DFND 10,11,12,13,19,2,20,5,6,8 8705082 288342 1179303 FEDNAT HLDG CO COM 31431B109 239 57488 SH DFND 20 57488 0 0 FERRARI N V COM N3167Y103 905 4394 SH DFND 12,20,6 2608 41 1745 FERRO CORP COM 315405100 57876 2683187 SH DFND 19,2,20,5 2524697 317 158173 FG FINANCIAL GROUP INC COM 30259W104 105 11342 SH DFND 20 11342 0 0 FIBROGEN INC COM 31572Q808 91107 3421216 SH DFND 13,19,2,20,5 3245166 1200 174850 FIDELITY D & D BANCORP INC COM 31609R100 3308 61137 SH DFND 2,20,5 58437 0 2700 ALBIREO PHARMA INC COM 01345P106 29744 845483 SH DFND 19,2,20,5 814755 0 30728 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 334241 7690784 SH DFND 10,11,12,13,19,2,20,5,6,8 5853029 559731 1278024 FIDELITY NATL INFORMATION SV COM 31620M106 3471660 24505262 SH DFND 10,11,12,13,19,2,20,5,6,8 20713305 354797 3437160 FIESTA RESTAURANT GROUP INC COM 31660B101 7886 587164 SH DFND 2,20,5 567929 0 19235 FIFTH THIRD BANCORP COM 316773100 1409519 36613005 SH DFND 10,12,13,19,2,20,5,6,8 32575210 635007 3402788 FINANCE OF AMERICA COMPAN COM CL A 31738L107 2934 384500 SH DFND 2,20 377400 0 7100 FINANCIAL INSTNS INC COM 317585404 11636 384352 SH DFND 2,20,5 367853 0 16499 FINCH THERAPEUTICS GROUP INC COM 31773D101 999 71018 SH DFND 2,20 69400 0 1618 FINVOLUTION GROUP SPONSORED ADS 31810T101 27912 2931174 SH DFND 1,13,2,20,5 2401874 0 529300 FIREEYE INC COM 31816Q101 79651 3939199 SH DFND 19,2,20,5 3507061 1300 430838 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 23557 20721000 PRN DFND 2,5 20721000 0 0 ALCOA CORP COM 013872106 202777 5504275 SH DFND 12,13,19,2,20,5,8 5140938 2121 361216 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 10310 10355000 PRN DFND 2,5 10355000 0 0 FIRST AMERN FINL CORP COM 31847R102 194507 3119592 SH DFND 12,13,19,2,20,5,8 2918567 985 200040 FIRST BANCORP INC ME COM 31866P102 5948 201953 SH DFND 2,20,5 191927 0 10026 FIRST BANCORP N C COM 318910106 48310 1175150 SH DFND 19,2,20,5 1119222 0 55928 FIRST BANCORP P R COM NEW 318672706 174577 14645713 SH DFND 19,2,20,5 14230523 2000 413190 FIRST BANCSHARES INC MS COM 318916103 15395 411298 SH DFND 19,2,20,5 368834 0 42464 FIRST BK WILLIAMSTOWN NEW JE COM 31931U102 3461 255648 SH DFND 2,20 240209 0 15439 FIRST BUSEY CORP COM NEW 319383204 35513 1440111 SH DFND 19,2,20,5 1339854 0 100257 FIRST BUSINESS FINL SVCS INC COM 319390100 608 22451 SH DFND 13,20 21151 0 1300 FIRST CAP INC COM 31942S104 258 5956 SH DFND 20 5956 0 0 ALCON AG ORD SHS H01301128 27045 384921 SH DFND 1,20 384921 0 0 FIRST CHOICE BANCORP COM 31948P104 5164 169589 SH DFND 2,20 158755 0 10834 FIRST CMNTY BANKSHARES INC V COM 31983A103 10862 363879 SH DFND 19,2,20,5 330493 0 33386 FIRST CMNTY CORP S C COM 319835104 300 14842 SH DFND 20 14842 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 60500 4299936 SH DFND 19,2,20,5 4114743 0 185193 FIRST CTZNS BANCSHARES INC N CL A 31946M103 205156 246363 SH DFND 13,19,2,20,5 234827 113 11423 FIRST FINANCIAL NORTHWEST IN COM 32022K102 347 22915 SH DFND 20 19980 0 2935 FIRST FINL BANCORP OH COM 320209109 112710 4769792 SH DFND 19,2,20,5 4573575 1282 194935 FIRST FINL BANKSHARES INC COM 32020R109 301323 6116084 SH DFND 13,19,2,20,5 5835827 900 279357 FIRST FINL CORP IND COM 320218100 15636 377749 SH DFND 19,2,20,5 350851 351 26547 FIRST FNDTN INC COM 32026V104 25978 1154073 SH DFND 19,2,20,5 1075417 0 78656 ALDEYRA THERAPEUTICS INC COM 01438T106 35498 3133139 SH DFND 2,20,5 3060483 0 72656 FIRST HAWAIIAN INC COM 32051X108 181194 6393591 SH DFND 12,19,2,20,5 6147623 2300 243668 FIRST HORIZON CORPORATION COM 320517105 375723 21527593 SH DFND 12,13,19,2,20,5,8 20408919 15379 1103295 FIRST INDL RLTY TR INC COM 32054K103 304559 5801165 SH DFND 10,19,2,20,5,8 5131101 29165 640899 FIRST INTERNET BANCORP COM 320557101 4933 158935 SH DFND 2,20 148879 0 10056 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 53121 1269931 SH DFND 19,2,20,5 1152316 0 117615 FIRST LONG IS CORP COM 320734106 10726 505237 SH DFND 19,2,20,5 460647 0 44590 FIRST MERCHANTS CORP COM 320817109 77702 1864695 SH DFND 19,2,20,5 1709619 300 154776 FIRST MID ILL BANCSHARES INC COM 320866106 12459 307566 SH DFND 19,2,20,5 275309 0 32257 FIRST MIDWEST BANCORP DEL COM 320867104 131368 6577693 SH DFND 19,2,20,5 6361805 1700 214188 FIRST NORTHWEST BANCORP COM 335834107 369 21003 SH DFND 20 21003 0 0 ALECTOR INC COM 014442107 57102 2741330 SH DFND 19,2,20,5 2647705 500 93125 FIRST REP BK SAN FRANCISCO C COM 33616C100 1800859 9621516 SH DFND 10,12,13,19,2,20,5,6,8 8663354 98961 859201 FIRST SOLAR INC COM 336433107 250812 2771099 SH DFND 12,13,19,2,20,5,8 2593013 773 177313 FIRST SVGS FINL GROUP INC COM 33621E109 505 6905 SH DFND 20 4377 0 2528 FIRST WESTN FINL INC COM 33751L105 615 23742 SH DFND 20 15858 0 7884 FIRSTCASH INC COM 33767D105 95386 1247861 SH DFND 13,19,2,20,5,8 1159257 541 88063 FIRSTENERGY CORP COM 337932107 1471507 39546003 SH DFND 10,11,12,13,19,2,20,5,6,8 24481992 10279017 4784994 FISERV INC COM 337738108 2466326 23073493 SH DFND 10,11,12,13,19,2,20,5,6,8 19535811 342202 3195480 FISKER INC CL A COM STK 33813J106 61479 3188746 SH DFND 19,2,20,5 2997781 0 190965 FIVE BELOW INC COM 33829M101 277167 1434093 SH DFND 13,19,2,20,5,8 1327885 700 105508 FIVE POINT HOLDINGS LLC COM CL A 33833Q106 655 81047 SH DFND 20,5 58281 0 22766 ALERUS FINL CORP COM 01446U103 7881 270196 SH DFND 2,20,5 254602 0 15594 FIVE STAR BANCORP COM 33830T103 1202 49754 SH DFND 2,20 48600 0 1154 FIVE STAR SENIOR LIVING INC COM NEW 33832D205 350 60770 SH DFND 20 60770 0 0 FIVE9 INC COM 338307101 183995 1003299 SH DFND 13,19,2,20,5 839741 1400 162158 FIVERR INTL LTD ORD SHS M4R82T106 46882 193336 SH DFND 10,13,19,2,20,5,6,8 136528 200 56608 FLAGSTAR BANCORP INC COM PAR .001 337930705 105567 2497446 SH DFND 19,2,20,5 2394519 500 102427 FLEETCOR TECHNOLOGIES INC COM 339041105 785200 3066469 SH DFND 10,11,12,13,19,2,20,5,6,8 2628699 57576 380194 FLEX LTD ORD Y2573F102 73529 4114659 SH DFND 10,12,13,19,2,20,5,8 1895706 5900 2213053 FLEXION THERAPEUTICS INC COM 33938J106 32728 3976704 SH DFND 19,2,20,5 3906974 0 69730 FLEXSTEEL INDS INC COM 339382103 3347 82577 SH DFND 2,20,5 81177 0 1400 FLOOR & DECOR HLDGS INC CL A 339750101 226047 2138574 SH DFND 13,19,2,20,5 1960024 800 177750 ALEXANDER & BALDWIN INC NEW COM 014491104 47675 2579752 SH DFND 19,2,20,5 2390573 982 188197 FLOTEK INDS INC DEL COM 343389102 420 243048 SH DFND 20 243048 0 0 FLOWERS FOODS INC COM 343498101 125464 5184448 SH DFND 12,13,19,2,20,5,8 4700841 1467 482140 FLOWSERVE CORP COM 34354P105 134647 3322236 SH DFND 12,13,19,2,20,5 3080725 1146 240365 FLUENT INC COM 34380C102 2187 746291 SH DFND 2,20 691691 0 54600 FLUIDIGM CORP DEL COM 34385P108 8911 1446592 SH DFND 19,2,20,5 1320599 0 125993 FLUOR CORP NEW COM 343412102 77372 4371312 SH DFND 12,13,2,20,5,8 4073703 2243 295366 FLUSHING FINL CORP COM 343873105 19991 932842 SH DFND 19,2,20,5 887304 882 44656 FLUX PWR HLDGS INC COM NEW 344057302 328 28168 SH DFND 20 28168 0 0 FLY LEASING LTD SPONSORED ADR 34407D109 495 29241 SH DFND 1,2 20889 0 8352 FMC CORP COM NEW 302491303 745689 6861932 SH DFND 10,11,12,13,19,2,20,5,6,8 5978481 71505 811946 3M CO COM 88579Y101 6149726 30960712 SH DFND 10,11,12,13,19,2,20,5,6,8 21315197 732625 8912890 ALEXANDERS INC COM 014752109 18373 68569 SH DFND 10,19,2,20,5,8 58834 477 9258 FNCB BANCORP INC COM 302578109 164 22588 SH DFND 20 22588 0 0 FOCUS FINL PARTNERS INC COM CL A 34417P100 46708 963043 SH DFND 19,2,20,5 879102 0 83941 FOGHORN THERAPEUTICS INC COM 344174107 2021 189399 SH DFND 2,20,5 180035 0 9364 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 11185 132350 SH DFND 1,13,2,20,5 126913 1000 4437 FONAR CORP COM NEW 344437405 312 17658 SH DFND 20 17658 0 0 FOOT LOCKER INC COM 344849104 169078 2743438 SH DFND 12,13,19,2,20,5,8 2558596 1255 183587 FORD MTR CO DEL COM 345370860 2458383 165436241 SH DFND 10,11,12,13,19,2,20,5,6,8 140979247 2804384 21652610 FORESIGHT AUTONOMOUS HLDGS L SPONSORED ADS 345523104 6527 1535675 SH DFND 2 1535675 0 0 FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 182 18138 SH DFND 20 0 0 18138 FORESTAR GROUP INC COM 346232101 6553 313377 SH DFND 19,2,20,5 286823 203 26351 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1436873 7849937 SH DFND 10,11,12,13,19,2,20,5,6,8 6652829 106690 1090418 FORIAN INC COM 34630N106 3106 247069 SH DFND 2,20,5 238218 0 8851 FORMA THERAPEUTICS HLDGS INC SHS 34633R104 54120 2174375 SH DFND 19,2,20,5 2126020 0 48355 FORMFACTOR INC COM 346375108 87248 2392975 SH DFND 19,2,20,5 2234585 1294 157096 FORRESTER RESH INC COM 346563109 16061 350678 SH DFND 19,2,20,5 329013 0 21665 FORTE BIOSCIENCES INC COM 34962G109 6105 181583 SH DFND 2,20,5 165621 0 15962 FORTERRA INC COM 34960W106 10794 459131 SH DFND 19,2,20,5 407283 0 51848 FORTINET INC COM 34959E109 1252191 5257109 SH DFND 10,11,12,13,19,2,20,5,6,8 4422200 159106 675803 FORTIS INC COM 349553107 696 15726 SH DFND 20 15490 0 236 FORTIVE CORP COM 34959J108 917272 13152733 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11512355 216644 1423734 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 31539 31324000 PRN DFND 2,5 31324000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1843311 10033808 SH DFND 10,11,12,13,19,2,20,5,6,8 8297629 367971 1368208 FORTRESS BIOTECH INC COM 34960Q109 4456 1248215 SH DFND 2,20,5 1160963 0 87252 FORTUNE BRANDS HOME & SEC IN COM 34964C106 648694 6512339 SH DFND 10,11,12,13,19,2,20,5,6,8 5564428 238109 709802 FORUM ENERGY TECHNOLOGIES IN COM 34984V209 352 14974 SH DFND 20 14974 0 0 FORWARD AIR CORP COM 349853101 88558 986718 SH DFND 19,2,20,5 928726 84 57908 FORWARD INDS INC N Y COM NEW 349862300 207 69772 SH DFND 20 69772 0 0 FOSSIL GROUP INC COM 34988V106 27332 1914014 SH DFND 2,20,5 1877919 0 36095 FOSTER L B CO COM 350060109 570 30600 SH DFND 20 30600 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 108449 3883424 SH DFND 10,19,2,20,5,8 3524001 17470 341953 FOX CORP CL A COM 35137L105 558085 15030576 SH DFND 10,11,12,13,19,2,20,5,6,8 13150963 235878 1643735 FOX CORP CL B COM 35137L204 248409 7057071 SH DFND 10,11,12,13,19,2,20,5,6,8 6106266 115126 835679 ALGONQUIN PWR UTILS CORP COM 015857105 11420 758703 SH DFND 2 758703 0 0 FOX FACTORY HLDG CORP COM 35138V102 194476 1249364 SH DFND 13,19,2,20,5 1164739 300 84325 FRANCHISE GROUP INC COM 35180X105 23005 645603 SH DFND 19,2,20,5 605459 0 40144 FRANCO NEV CORP COM 351858105 479 3300 SH DFND 5 0 0 3300 FRANKLIN COVEY CO COM 353469109 6687 206710 SH DFND 2,20,5 193851 0 12859 FRANKLIN ELEC INC COM 353514102 183881 2280830 SH DFND 19,2,20,5 2191980 80 88770 FRANKLIN FINL SVCS CORP COM 353525108 305 9551 SH DFND 20 9551 0 0 FRANKLIN RESOURCES INC COM 354613101 862939 26744965 SH DFND 10,12,13,19,2,20,5,6,8 24889037 351313 1504615 FRANKLIN STR PPTYS CORP COM 35471R106 29009 5514940 SH DFND 10,19,2,20,5,8 5005474 25122 484344 FRANKS INTL N V COM N33462107 11663 3845560 SH DFND 19,2,20,5 3624064 0 221496 FREEDOM HLDG CORP NEV COM 356390104 1626 24962 SH DFND 19,20,5 11201 0 13761 ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 24349 492000 SH DFND 2 492000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 2539165 68422655 SH DFND 10,11,12,13,19,2,20,5,6,8 60411879 1014471 6996305 FREIGHTCAR AMER INC COM 357023100 294 49658 SH DFND 20 49658 0 0 FREQUENCY ELECTRS INC COM 358010106 328 33426 SH DFND 20 33426 0 0 FREQUENCY THERAPEUTICS INC COM 35803L108 6079 610346 SH DFND 19,2,20,5 565016 0 45330 FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 430 10354 SH DFND 20 10354 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 35177 1069866 SH DFND 19,2,20,5 991090 38 78738 FRESHPET INC COM 358039105 97024 595384 SH DFND 13,19,2,20,5 516802 600 77982 FRIEDMAN INDS INC COM 358435105 292 21754 SH DFND 20 21754 0 0 FRONTDOOR INC COM 35905A109 61003 1224463 SH DFND 13,19,2,20,5 1063445 1050 159968 FRONTIER GROUP HLDGS INC COM 35909R108 8856 519741 SH DFND 2,20 471225 0 48516 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1025285 4521061 SH DFND 1,10,11,13,19,2,20,5,8 4272303 500 248258 FRONTLINE LTD SHS NEW G3682E192 15172 1685785 SH DFND 2,20,5 1559685 0 126100 FRP HLDGS INC COM 30292L107 8009 143840 SH DFND 19,2,20,5 134820 0 9020 FS BANCORP INC COM 30263Y104 4351 61055 SH DFND 2,20 57355 0 3700 FTC SOLAR INC COM 30320C103 3113 233897 SH DFND 2,20 229171 0 4726 FTI CONSULTING INC COM 302941109 121947 892663 SH DFND 12,13,19,2,20,5,8 819434 602 72627 FTS INTERNATIONAL INC COM NEW CL A 30283W302 3200 113101 SH DFND 2,20,5 111201 0 1900 FUBOTV INC COM 35953D104 77765 2421829 SH DFND 19,2,20,5,8 2232975 2800 186054 FUEL TECH INC COM 359523107 228 96846 SH DFND 20 96846 0 0 FUELCELL ENERGY INC COM 35952H601 65522 7361977 SH DFND 13,19,2,20,5 6696132 2900 662945 FULCRUM THERAPEUTICS INC COM 359616109 3272 312225 SH DFND 2,20,5 301925 0 10300 ALICO INC COM 016230104 693 19194 SH DFND 20 19194 0 0 FULGENT GENETICS INC COM 359664109 56185 609179 SH DFND 19,2,20,5 577945 200 31034 FULL HSE RESORTS INC COM 359678109 4494 452154 SH DFND 2,20,5 432767 0 19387 FULLER H B CO COM 359694106 193653 3044377 SH DFND 19,2,20,5 2934131 337 109909 FULTON FINL CORP PA COM 360271100 134532 8450517 SH DFND 19,2,20,5 8137527 2356 310634 FUNKO INC COM CL A 361008105 9187 431699 SH DFND 19,2,20,5 404294 0 27405 FUTU HLDGS LTD SPON ADS CL A 36118L106 151965 848539 SH DFND 1,10,12,13,19,2,20,5,6,8 569539 76200 202800 FUTURE FINTECH GROUP INC COM 36117V105 8135 2582616 SH DFND 2 2582616 0 0 FUTUREFUEL CORP COM 36116M106 9832 1024140 SH DFND 19,2,20,5 977181 0 46959 FVCBANKCORP INC COM 36120Q101 448 25961 SH DFND 20 25961 0 0 G III APPAREL GROUP LTD COM 36237H101 50631 1540803 SH DFND 19,2,20,5,8 1457899 660 82244 ALIGN TECHNOLOGY INC COM 016255101 1820672 2979824 SH DFND 10,11,12,13,19,2,20,5,6,8 2514889 91458 373477 G1 THERAPEUTICS INC COM 3621LQ109 60797 2771047 SH DFND 19,2,20,5 2706941 0 64106 GAIA INC NEW CL A 36269P104 579 52712 SH DFND 20 52712 0 0 GALECTIN THERAPEUTICS INC COM NEW 363225202 508 158759 SH DFND 20 158759 0 0 GALERA THERAPEUTICS INC COM 36338D108 157 15964 SH DFND 20 15964 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1314122 9381222 SH DFND 10,11,12,13,19,2,20,5,6,8 8015549 134080 1231593 GAMCO INVS INC CL A COM 361438104 3004 119697 SH DFND 2,20 111054 0 8643 GAMESTOP CORP NEW CL A 36467W109 344102 1606900 SH DFND 12,13,19,2,20,5,8 1496133 632 110135 GAMIDA CELL LTD SHS M47364100 172 26842 SH DFND 2 26842 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 265204 5724230 SH DFND 10,12,13,19,2,20,5,8 4760111 63550 900569 GAN LTD SHS G3728V109 8962 545140 SH DFND 19,2,20,5 505165 0 39975 ALIGNMENT HEALTHCARE INC COM 01625V104 10646 455546 SH DFND 2,20,5 418902 0 36644 GANNETT CO INC COM 36472T109 25737 4688005 SH DFND 19,2,20,5 4506231 0 181774 GAOTU TECHEDU INC SPONSORED ADS 36257Y109 31401 2125994 SH DFND 10,12,13,19,2,20,5,8 1549467 46800 529727 GAP INC COM 364760108 240314 7141574 SH DFND 10,12,13,19,2,20,5,6,8 6410560 2266 728748 GARMIN LTD SHS H2906T109 938086 6485643 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5526058 234588 724997 GARRETT MOTION INC COM 366505105 632 79150 SH DFND 1,20 79150 0 0 GARTNER INC COM 366651107 786278 3246400 SH DFND 10,11,12,13,19,2,20,5,6,8 2791972 52009 402419 GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 16798 929607 SH DFND 19,2,20,5 811991 0 117616 GATOS SILVER INC COM 368036109 8731 499211 SH DFND 2,20,5 474778 0 24433 GATX CORP COM 361448103 96983 1096220 SH DFND 19,2,20,5,8 1020140 337 75743 GCM GROSVENOR INC COM CL A 36831E108 5131 492456 SH DFND 2,20 473019 0 19437 ALIGOS THERAPEUTICS INC COM 01626L105 6087 298587 SH DFND 2,20,5 277085 0 21502 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 42339 1820241 SH DFND 13,19,2,20,5 1474994 1704 343543 GDS HLDGS LTD SPONSORED ADS 36165L108 167468 2133623 SH DFND 1,10,12,13,19,2,20,5,8 1253150 33900 846573 GEE GROUP INC COM 36165A102 130 227000 SH DFND 20 227000 0 0 GEMINI THERAPEUTICS INC COM 36870G105 1994 308141 SH DFND 2,20 303346 0 4795 GENASYS INC COM 36872P103 1994 363835 SH DFND 2,20 363835 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T131 21312 1128837 SH DFND 19,2,20,5 1087581 9100 32156 GENCOR INDS INC COM 368678108 153 12568 SH DFND 20 12568 0 0 GENERAC HLDGS INC COM 368736104 1062483 2559276 SH DFND 10,11,12,13,19,2,20,5,6,8 2162664 90822 305790 GENERAL DYNAMICS CORP COM 369550108 2106915 11191516 SH DFND 10,11,12,13,19,2,20,5,6,8 10028251 277646 885619 GENERAL ELECTRIC CO COM 369604103 4712057 349820665 SH DFND 1,10,11,12,13,19,2,20,5,6,8 299804025 6148476 43868164 4D MOLECULAR THERAPEUTICS IN COM 35104E100 3985 165492 SH DFND 2,20,5 152265 0 13227 ALJ REGL HLDGS INC COM 001627108 25 13800 SH DFND 20 13800 0 0 GENERAL MLS INC COM 370334104 2006068 32924148 SH DFND 1,10,11,12,13,19,2,20,5,6,8 21894029 7542045 3488074 GENERAL MTRS CO COM 37045V100 3203176 54135135 SH DFND 10,11,12,13,19,2,20,5,6,8 45959290 1491251 6684594 GENERATION BIO CO COM 37148K100 60369 2244201 SH DFND 19,2,20,5 2178391 0 65810 GENESCO INC COM 371532102 37338 586333 SH DFND 19,2,20,5 554140 4 32189 GENETRON HLDGS LTD ADS 37186H100 1412 70100 SH DFND 2,20,5 70100 0 0 GENIE ENERGY LTD CL B 372284208 647 102393 SH DFND 20 102393 0 0 GENIUS BRANDS INTL INC COM 37229T301 8485 4611242 SH DFND 2,20,5 4198642 0 412600 GENMAB A/S SPONSORED ADS 372303206 1147 28096 SH DFND 1,20 3470 0 24626 GENOCEA BIOSCIENCES INC COM NEW 372427401 46 19684 SH DFND 20 19684 0 0 GENPACT LIMITED SHS G3922B107 187383 4124651 SH DFND 12,13,19,2,20,5,8 3958192 0 166459 ALKALINE WTR CO INC COM NEW 01643A207 293 191800 SH DFND 20 191800 0 0 GENPREX INC COM 372446104 338 101022 SH DFND 20 101022 0 0 GENTEX CORP COM 371901109 212871 6433099 SH DFND 12,13,19,2,20,5,8 5959463 5154 468482 GENTHERM INC COM 37253A103 77932 1096859 SH DFND 19,2,20,5 1033641 140 63078 GENUINE PARTS CO COM 372460105 1018099 7999869 SH DFND 10,11,12,13,19,2,20,5,6,8 7202771 104506 692592 GENWORTH FINL INC COM CL A 37247D106 80922 20749327 SH DFND 12,13,19,2,20,5,8 19710095 2984 1036248 GEO GROUP INC NEW COM 36162J106 32110 4509812 SH DFND 12,13,19,2,20,5,8 4424600 814 84398 GEOSPACE TECHNOLOGIES CORP COM 37364X109 437 53959 SH DFND 20,5 53959 0 0 GEOVAX LABS INC COM 373678507 109 21700 SH DFND 20 21700 0 0 GERDAU SA SPON ADR REP PFD 373737105 26917 4562224 SH DFND 1,10,2,20 3463705 425125 673394 GERMAN AMERN BANCORP INC COM 373865104 19434 522415 SH DFND 19,2,20,5 469861 0 52554 ALKAMI TECHNOLOGY INC COM 01644J108 2413 67647 SH DFND 2,20 65933 0 1714 GERON CORP COM 374163103 19188 13608719 SH DFND 19,2,20,5 13066991 0 541728 GETTY RLTY CORP NEW COM 374297109 61083 1937380 SH DFND 10,19,2,20,5,8 1765385 9409 162586 GEVO INC COM PAR 374396406 119043 16374530 SH DFND 19,2,20,5 16074885 3100 296545 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 20823 279500 SH DFND 2 279500 0 0 GIBRALTAR INDS INC COM 374689107 76713 1005281 SH DFND 19,2,20,5 940738 170 64373 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 5862 575855 SH DFND 2,20 575855 0 0 GILEAD SCIENCES INC COM 375558103 3739075 54299659 SH DFND 10,11,12,13,19,2,20,5,6,8 46206339 912197 7181123 GLACIER BANCORP INC NEW COM 37637Q105 249486 4529517 SH DFND 19,2,20,5 4335442 1085 192990 GLADSTONE COMMERCIAL CORP COM 376536108 18923 838788 SH DFND 19,2,20,5 739457 9600 89731 GLADSTONE LD CORP COM 376549101 11198 465400 SH DFND 2,20,5 441827 0 23573 ALKERMES PLC SHS G01767105 121480 4954336 SH DFND 13,19,2,20,5 4619493 1630 333213 GLATFELTER CORPORATION COM 377320106 22471 1592570 SH DFND 19,2,20,5 1497089 8 95473 GLAUKOS CORP COM 377322102 130293 1535931 SH DFND 19,2,20,5 1447263 700 87968 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 369759 9163297 SH DFND 1,20 19724 8914854 228719 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 80575 2300827 SH DFND 13,19,2,20,5 2174605 500 125722 GLOBAL INDUSTRIAL COMPANY COM 37892E102 9472 258031 SH DFND 19,2,20,5 233362 0 24669 GLOBAL MED REIT INC COM NEW 37954A204 23649 1581093 SH DFND 19,2,20,5,8 1417001 3300 160792 GLOBAL NET LEASE INC COM NEW 379378201 89854 4856988 SH DFND 10,19,2,20,5,8 4410288 30600 416100 GLOBAL PMTS INC COM 37940X102 2075109 11064889 SH DFND 10,11,12,13,19,2,20,5,6,8 9486813 168780 1409296 GLOBAL SELF STORAGE INC COM 37955N106 90 17200 SH DFND 20 17200 0 0 GLOBAL WTR RES INC COM 379463102 3264 191074 SH DFND 2,20,5 179917 0 11157 ALLAKOS INC COM 01671P100 95433 1117871 SH DFND 19,2,20,5 1059585 300 57986 GLOBALSTAR INC COM 378973408 25232 14175111 SH DFND 19,2,20,5 12795250 0 1379861 GLOBANT S A COM L44385109 280286 1278792 SH DFND 10,12,13,19,2,20,5,8 815815 20400 442577 GLOBE LIFE INC COM 37959E102 435072 4567683 SH DFND 10,11,12,13,19,2,20,5,6,8 3852916 143700 571067 GLOBUS MED INC CL A 379577208 164367 2120046 SH DFND 13,19,2,20,5 1970948 600 148498 GLYCOMIMETICS INC COM 38000Q102 335 144265 SH DFND 20 144265 0 0 GMS INC COM 36251C103 66932 1390363 SH DFND 19,2,20,5,8 1307131 0 83232 GODADDY INC CL A 380237107 349497 4019057 SH DFND 10,11,12,13,19,2,20,5,6,8 3044945 190361 783751 GOGO INC COM 38046C109 14881 1307643 SH DFND 19,2,20,5 1207821 0 99822 GOHEALTH INC COM CL A 38046W105 6848 610856 SH DFND 19,2,20,5 540909 0 69947 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 994 107854 SH DFND 1,10,20 5347 0 102507 ALLEGHANY CORP MD COM 017175100 307803 461426 SH DFND 10,11,12,13,19,2,20,5,6,8 401031 9575 50820 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 10204 10185000 PRN DFND 2,5 10185000 0 0 GOLAR LNG LTD SHS G9456A100 19522 1473391 SH DFND 2,20,5 1361034 0 112357 GOLD FIELDS LTD SPONSORED ADR 38059T106 10646 1196144 SH DFND 1,2,20,5,8 965477 0 230667 GOLD RESOURCE CORP COM 38068T105 564 218791 SH DFND 20 218791 0 0 GOLDEN ENTMT INC COM 381013101 14940 333491 SH DFND 19,2,20,5 301524 0 31967 GOLDEN MINERALS CO COM 381119106 97 157379 SH DFND 20 157379 0 0 GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 6390 500800 SH DFND 2,20 456076 0 44724 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 369 33394 SH DFND 2,20,5 33394 0 0 GOLDEN STAR RES LTD CDA COM 38119T807 149 52534 SH DFND 2,5 52534 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 8072846 21270641 SH DFND 1,10,12,13,19,2,20,5,6,8 12957570 752622 7560449 ALLEGHENY TECHNOLOGIES INC COM 01741R102 180574 8660621 SH DFND 12,13,19,2,20,5,8 8405710 945 253966 GOOD TIMES RESTAURANTS INC COM NEW 382140879 82 20000 SH DFND 20 20000 0 0 GOODRICH PETE CORP COM PAR 382410843 366 24540 SH DFND 20 24540 0 0 GOODRX HLDGS INC COM CL A 38246G108 9983 277234 SH DFND 19,2,20 277234 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 148725 8671983 SH DFND 12,13,19,2,20,5,8 8079849 12651 579483 GOOSEHEAD INS INC COM CL A 38267D109 58275 457776 SH DFND 19,2,20,5 424252 0 33524 GOPRO INC CL A 38268T103 27717 2379174 SH DFND 19,2,20,5 2132319 0 246855 GORMAN RUPP CO COM 383082104 13358 387876 SH DFND 19,2,20,5 348256 0 39620 GOSSAMER BIO INC COM 38341P102 27021 3327716 SH DFND 19,2,20,5 3225669 0 102047 GP STRATEGIES CORP COM 36225V104 3689 234687 SH DFND 2,20,5 223356 0 11331 GRACE W R & CO DEL NEW COM 38388F108 58080 840283 SH DFND 13,19,2,20,5,8 729433 504 110346 ALLEGIANCE BANCSHARES INC COM 01748H107 30045 781596 SH DFND 19,2,20,5 752866 0 28730 GRACO INC COM 384109104 417906 5520551 SH DFND 13,19,2,20,5,6,8 5209242 1501 309808 GRAFTECH INTL LTD COM 384313508 36991 3183408 SH DFND 19,2,20,5 2897682 0 285726 GRAHAM CORP COM 384556106 474 34427 SH DFND 20 34427 0 0 GRAHAM HLDGS CO COM CL B 384637104 79042 124691 SH DFND 12,13,19,2,20,5,8 117003 100 7588 GRAINGER W W INC COM 384802104 997296 2276931 SH DFND 10,11,12,13,19,2,20,5,6,8 1951851 76328 248752 GRAND CANYON ED INC COM 38526M106 103335 1148544 SH DFND 13,19,2,20,5,8 1066589 600 81355 GRANITE CONSTR INC COM 387328107 65083 1562273 SH DFND 19,2,20,5,8 1470182 1209 90882 GRANITE PT MTG TR INC COM STK 38741L107 30181 2012178 SH DFND 19,2,20,5 1899503 606 112069 GRAPHIC PACKAGING HLDG CO COM 388689101 78287 4297993 SH DFND 12,13,19,2,20,5,8 3780723 4200 513070 GRAVITY CO LTD SPONSORED ADS NE 38911N206 4690 43295 SH DFND 2 43295 0 0 ALLEGIANT TRAVEL CO COM 01748X102 100310 517062 SH DFND 19,2,20,5,8 497328 0 19734 GRAY TELEVISION INC COM 389375106 45626 1949811 SH DFND 10,19,2,20,5,8 1788066 0 161745 GRAYBUG VISION INC COM SHS 38942Q103 224 41173 SH DFND 20 41173 0 0 GREAT AJAX CORP COM 38983D300 4629 356610 SH DFND 2,20,5 340340 0 16270 GREAT ELM GROUP INC COM NEW 39037G109 157 69931 SH DFND 20 69931 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 19306 1321406 SH DFND 19,2,20,5 1197828 0 123578 GREAT SOUTHN BANCORP INC COM 390905107 12886 237549 SH DFND 19,2,20,5 210282 0 27267 GREAT WESTERN BANCORP INC COM 391416104 88114 2687211 SH DFND 19,2,20,5 2553385 300 133526 GREEN BRICK PARTNERS INC COM 392709101 35718 1570699 SH DFND 19,2,20,5 1493740 0 76959 GREEN DOT CORP CL A 39304D102 87735 1872679 SH DFND 13,19,2,20,5 1574082 900 297697 GREEN PLAINS INC COM 393222104 103994 3093214 SH DFND 19,2,20,5 3030753 0 62461 ALLEGION PLC ORD SHS G0176J109 618802 4442220 SH DFND 10,11,12,13,19,2,20,5,6,8 3857159 98494 486567 GREENBOX POS COM NEW 39366L208 3508 294066 SH DFND 2,20,5 277393 0 16673 GREENBRIER COS INC COM 393657101 48496 1112815 SH DFND 19,2,20,5,8 1051146 0 61669 GREENHILL & CO INC COM 395259104 7210 463367 SH DFND 2,20,5 445263 0 18104 GREENLANE HLDGS INC CL A 395330103 738 165079 SH DFND 2,20 159892 0 5187 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4862 532569 SH DFND 1,2,20,5 502626 0 29943 GREENPOWER MTR CO INC COM NEW 39540E302 4878 248508 SH DFND 2 248508 0 0 GREENSKY INC CL A 39572G100 6211 1119187 SH DFND 2,20,5 1052336 0 66851 GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 496 44984 SH DFND 2,20,5 44984 0 0 GREENWICH LIFESCIENCES INC COM 396879108 2257 50212 SH DFND 2,20,5 49078 0 1134 GREIF INC CL A 397624107 51810 849272 SH DFND 19,2,20,5 789923 83 59266 51JOB INC SPONSORED ADS 316827104 72419 931147 SH DFND 1,10,12,13,19,2,20,5,8 416361 13900 500886 ALLEGRO MICROSYSTEMS INC COM 01749D105 51799 1870000 SH DFND 19,2,20,5 1820079 0 49921 GREIF INC CL B 397624206 6391 107124 SH DFND 19,2,20,5 96008 1400 9716 GRID DYNAMICS HLDGS INC CL A 39813G109 6480 431118 SH DFND 2,20 404116 0 27002 GRIFFON CORP COM 398433102 48262 1883040 SH DFND 19,2,20,5 1803631 0 79409 GRIFOLS S A SP ADR REP B NVT 398438408 7050 406352 SH DFND 1,10,13,2,20,5,8 339923 0 66429 GRITSTONE BIO INC COM 39868T105 5456 597641 SH DFND 2,20,5 565946 0 31695 GROCERY OUTLET HLDG CORP COM 39874R101 83166 2399481 SH DFND 19,2,20,5 2262752 1100 135629 GROUP 1 AUTOMOTIVE INC COM 398905109 104013 673529 SH DFND 12,19,2,20,5,8 638314 105 35110 GROUPON INC COM NEW 399473206 31317 725593 SH DFND 19,2,20,5 674842 90 50661 GROWGENERATION CORP COM 39986L109 49806 1035460 SH DFND 19,2,20,5,8 948941 600 85919 GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 17060 326758 SH DFND 19,2,20 326758 0 0 ALLENA PHARMACEUTICALS COM 018119107 45 34258 SH DFND 20 34258 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 32584 176227 SH DFND 1,19,2,20 152067 0 24160 GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 37137 347428 SH DFND 1,19,2,20 278928 700 67800 GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 8843 1025599 SH DFND 13,2,20,5 743729 1500 280370 GRUPO SUPERVIELLE S.A. SPONSORED ADR 40054A108 1439 695355 SH DFND 2 695355 0 0 GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 189 13212 SH DFND 20,5 2612 10600 0 GSI TECHNOLOGY INC COM 36241U106 233 41499 SH DFND 20 41499 0 0 GT BIOPHARMA INC COM NEW 36254L209 5808 374704 SH DFND 2,20,5 356639 0 18065 GTT COMMUNICATIONS INC COM 362393100 254 104472 SH DFND 20,5 104472 0 0 GTY TECHNOLOGY HOLDINGS INC COM 362409104 5809 817044 SH DFND 2,20,5 784689 0 32355 GUARANTY BANCSHARES INC TEX COM 400764106 5134 149780 SH DFND 2,20 139758 0 10022 ALLETE INC COM NEW 018522300 127975 1828738 SH DFND 12,13,19,2,20,5,8 1731016 600 97122 GUARANTY FED BANCSHARES INC COM 40108P101 280 11480 SH DFND 20 2300 0 9180 GUARDANT HEALTH INC COM 40131M109 156917 1263521 SH DFND 13,19,2,20,5 1108925 700 153896 GUARDION HEALTH SCIENCES INC COM 40145Q401 231 131112 SH DFND 20 131112 0 0 GUESS INC COM 401617105 44991 1704186 SH DFND 19,2,20,5,8 1618530 137 85519 GUIDEWIRE SOFTWARE INC COM 40171V100 197186 1749341 SH DFND 10,11,12,13,19,2,20,5,6,8 1412932 47311 289098 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 13568 11555000 PRN DFND 2,5 11555000 0 0 GUILD HLDGS CO CL A 40172N107 208 13590 SH DFND 20 13590 0 0 GULF IS FABRICATION INC COM 402307102 224 49452 SH DFND 20 49452 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 21579 648590 SH DFND 19,2,20,5 578997 0 69593 HACKETT GROUP INC COM 404609109 10119 558469 SH DFND 19,2,20,5 518617 0 39852 ALLIANCE DATA SYSTEMS CORP COM 018581108 133786 1284058 SH DFND 12,13,19,2,20,5,8 1195043 612 88403 HAEMONETICS CORP MASS COM 405024100 111619 1674954 SH DFND 13,19,2,20,5 1570447 604 103903 HAIN CELESTIAL GROUP INC COM 405217100 85784 2138182 SH DFND 13,19,2,20,5,8 1928198 666 209318 HALL OF FAME RESORT & ENTMT COM 40619L102 3627 922828 SH DFND 2,20,5 900428 0 22400 HALLADOR ENERGY COMPANY COM 40609P105 49 18336 SH DFND 20 18336 0 0 HALLIBURTON CO COM 406216101 1297730 56130203 SH DFND 10,11,12,13,19,2,20,5,6,8 50782185 604673 4743345 HALLMARK FINL SVCS INC COM NEW 40624Q203 150 33610 SH DFND 20 33610 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 234397 5161793 SH DFND 13,19,2,20,5 4865089 1000 295704 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 3171 142384 SH DFND 2,20,5 136583 0 5801 HAMILTON LANE INC CL A 407497106 60071 656786 SH DFND 19,2,20,5 594477 300 62009 HANCOCK JAFFE LABORATORIES I COM NEW 41015N304 139 20200 SH DFND 20 20200 0 0 ALLIANT ENERGY CORP COM 018802108 684292 12272099 SH DFND 10,11,12,13,19,2,20,5,6,8 10859251 193424 1219424 HANCOCK WHITNEY CORPORATION COM 410120109 192464 4330874 SH DFND 12,13,19,2,20,5 4161962 1000 167912 HANESBRANDS INC COM 410345102 311152 16665873 SH DFND 1,10,12,13,19,2,20,5,6,8 15511874 4964 1149035 HANGER INC COM NEW 41043F208 31691 1253587 SH DFND 19,2,20,5 1170623 0 82964 HANMI FINL CORP COM NEW 410495204 29897 1568557 SH DFND 2,20,5 1536382 0 32175 HANNON ARMSTRONG SUST INFR C COM 41068X100 85681 1525924 SH DFND 19,2,20,5 1362411 1200 162313 HANOVER INS GROUP INC COM 410867105 147930 1090607 SH DFND 12,13,19,2,20,5,8 1000835 600 89172 HARBOR CUSTOM DEVELOPMENT IN COM 41150T108 50 15300 SH DFND 20 15300 0 0 HARBORONE BANCORP INC NEW COM NEW 41165Y100 24427 1703397 SH DFND 19,2,20,5,8 1598939 0 104458 HARLEY DAVIDSON INC COM 412822108 175257 3824895 SH DFND 1,12,13,19,2,20,5,8 3547599 1284 276012 HARMONIC INC COM 413160102 27854 3269212 SH DFND 19,2,20,5 3050970 0 218242 ALLIED ESPORTS ENTMT INC COM 019170109 268 116548 SH DFND 20 116548 0 0 HARMONY BIOSCIENCES HLDGS IN COM 413197104 8548 302790 SH DFND 19,2,20,5 272147 0 30643 HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 1936 519088 SH DFND 1 0 0 519088 HARPOON THERAPEUTICS INC COM 41358P106 18424 1328368 SH DFND 2,20,5 1306236 0 22132 HARROW HEALTH INC COM 415858109 648 69792 SH DFND 20 69792 0 0 HARSCO CORP COM 415864107 54447 2666375 SH DFND 19,2,20,5 2510922 381 155072 HARTFORD FINL SVCS GROUP INC COM 416515104 1290303 20706030 SH DFND 10,11,12,13,19,2,20,5,6,8 15172814 3693011 1840205 HARVARD BIOSCIENCE INC COM 416906105 5727 687498 SH DFND 2,20 651928 0 35570 HASBRO INC COM 418056107 475282 5028377 SH DFND 10,11,12,13,19,2,20,5,6,8 4289194 91547 647636 HAVERTY FURNITURE COS INC COM 419596101 24425 571207 SH DFND 19,2,20,5 535905 0 35302 HAWAIIAN ELEC INDUSTRIES COM 419870100 128639 3042545 SH DFND 12,13,19,2,20,5,8 2776067 1256 265222 ALLIED MOTION TECHNOLOGIES I COM 019330109 7149 207034 SH DFND 2,20,5 195692 0 11342 HAWAIIAN HOLDINGS INC COM 419879101 51523 2114218 SH DFND 13,19,2,20,5,8 2059432 0 54786 HAWKINS INC COM 420261109 20860 636944 SH DFND 19,2,20,5 595174 698 41072 HAWTHORN BANCSHARES INC COM 420476103 1200 51563 SH DFND 2,20 28500 0 23063 HAYNES INTERNATIONAL INC COM NEW 420877201 14752 416961 SH DFND 2,20,5 402771 0 14190 HAYWARD HLDGS INC COM 421298100 11958 459559 SH DFND 2,20 422359 0 37200 HBT FINL INC. COM 404111106 2690 154510 SH DFND 2,20 147110 0 7400 HC2 HLDGS INC COM 404139107 3589 901854 SH DFND 2,20,5 863140 0 38714 HCA HEALTHCARE INC COM 40412C101 2260026 10931729 SH DFND 10,11,12,13,19,2,20,5,6,8 9200375 357152 1374202 HCI GROUP INC COM 40416E103 19122 192315 SH DFND 19,2,20,5 182015 0 10300 HDFC BANK LTD SPONSORED ADS 40415F101 56223 768916 SH DFND 1,12,20,5,8 291370 0 477546 ALLISON TRANSMISSION HLDGS I COM 01973R101 70787 1781246 SH DFND 12,13,19,2,20,5,8 1571227 900 209119 HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 452 10521 SH DFND 2 10521 0 0 HEALTH CATALYST INC COM 42225T107 46788 842881 SH DFND 19,2,20,5 771888 0 70993 HEALTHCARE RLTY TR COM 421946104 215443 7133888 SH DFND 10,13,19,2,20,5,8 6389667 31734 712487 HEALTHCARE SVCS GROUP INC COM 421906108 71181 2254694 SH DFND 13,19,2,20,5,8 2117126 1025 136543 HEALTHCARE TR AMER INC CL A NEW 42225P501 205765 7616730 SH DFND 10,12,13,19,2,20,5,8 6501207 49090 1066433 HEALTHEQUITY INC COM 42226A107 207046 2572633 SH DFND 13,19,2,20,5 2413013 600 159020 HEALTHPEAK PROPERTIES INC COM 42250P103 1081736 32494322 SH DFND 10,11,12,13,19,2,20,5,6,8 27640568 493480 4360274 HEALTHSTREAM INC COM 42222N103 27121 970692 SH DFND 19,2,20,5 919403 800 50489 HEARTLAND EXPRESS INC COM 422347104 33650 1962077 SH DFND 19,2,20,5 1855450 24 106603 HEARTLAND FINL USA INC COM 42234Q102 52057 1107836 SH DFND 19,2,20,5 1044105 0 63731 ALLOGENE THERAPEUTICS INC COM 019770106 78368 3004900 SH DFND 19,2,20,5 2894017 600 110283 HEAT BIOLOGICS INC COM 42237K409 666 98896 SH DFND 20 98896 0 0 HECLA MNG CO COM 422704106 161089 21651702 SH DFND 19,2,20,5,8 20554057 9381 1088264 HEICO CORP NEW CL A 422806208 212494 1709952 SH DFND 10,11,12,13,19,2,20,5,6,8 1348785 64959 296208 HEICO CORP NEW COM 422806109 215126 1542028 SH DFND 10,11,12,13,19,2,20,5,6,8 1226179 48931 266918 HEIDRICK & STRUGGLES INTL IN COM 422819102 28960 650046 SH DFND 19,2,20,5 608266 3600 38180 HELEN OF TROY LTD COM G4388N106 169304 742170 SH DFND 13,19,2,20,5,8 691878 288 50004 HELIOS TECHNOLOGIES INC COM 42328H109 48727 624307 SH DFND 19,2,20,5 553043 300 70964 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 37441 6557048 SH DFND 19,2,20,5 6254528 3985 298535 HELMERICH & PAYNE INC COM 423452101 129205 3959710 SH DFND 12,13,19,2,20,5,8 3749368 1181 209161 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3934 333432 SH DFND 19,2,20,5 302116 0 31316 ALLOT LTD SHS M0854Q105 4787 241380 SH DFND 2 241380 0 0 HENRY JACK & ASSOC INC COM 426281101 527785 3227846 SH DFND 10,11,12,13,19,2,20,5,6,8 2648252 111743 467851 HENRY SCHEIN INC COM 806407102 541018 7292332 SH DFND 10,11,12,13,19,2,20,5,6,8 5444235 279846 1568251 HEPION PHARMACEUTICALS INC COM 426897104 639 322716 SH DFND 20 322716 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 107295 2034791 SH DFND 13,19,2,20,5,8 1313184 1210 720397 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 16673 15200000 PRN DFND 2,5 15200000 0 0 HERC HLDGS INC COM 42704L104 54359 485048 SH DFND 13,19,2,20,5 432212 623 52213 HERITAGE COMM CORP COM 426927109 22272 2001073 SH DFND 19,2,20,5 1862888 0 138185 HERITAGE CRYSTAL CLEAN INC COM 42726M106 8899 299828 SH DFND 19,2,20,5 267899 0 31929 HERITAGE FINL CORP WASH COM 42722X106 36613 1463342 SH DFND 19,2,20,5 1394217 0 69125 HERITAGE INSURANCE HLDGS INC COM 42727J102 4387 507475 SH DFND 19,2,20,5 465838 0 41637 89BIO INC COM 282559103 2774 148328 SH DFND 2,20,5 144128 0 4200 ALLOVIR INC COM 019818103 33786 1711571 SH DFND 19,2,20,5 1656755 0 54816 HERON THERAPEUTICS INC COM 427746102 73141 4712719 SH DFND 19,2,20,5 4535363 900 176456 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 18214 1692720 SH DFND 2,20,5,8 1620702 0 72018 HERSHEY CO COM 427866108 1203320 6908487 SH DFND 10,11,12,13,19,2,20,5,6,8 5518596 174313 1215578 HESKA CORP COM RESTRC NEW 42805E306 77108 335648 SH DFND 19,2,20,5 318310 0 17338 HESS CORP COM 42809H107 1593030 18243588 SH DFND 10,11,12,13,19,2,20,5,6,8 16941760 187618 1114210 HEWLETT PACKARD ENTERPRISE C COM 42824C109 970114 66005562 SH DFND 1,10,11,12,13,19,2,20,5,6,8 52155455 5645875 8204232 HEXCEL CORP NEW COM 428291108 188884 3026995 SH DFND 13,19,2,20,5,8 2855613 671 170711 HF FOODS GROUP INC COM 40417F109 3308 625269 SH DFND 2,20,5 591069 0 34200 HIBBETT INC COM 428567101 56481 630157 SH DFND 19,2,20,5 595330 162 34665 HIGHPEAK ENERGY INC COM 43114Q105 214 20967 SH DFND 2,20 19867 0 1100 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 81409 4398130 SH DFND 19,2,20,5 4100353 845 296932 HIGHWOODS PPTYS INC COM 431284108 231447 5123902 SH DFND 10,12,13,19,2,20,5,8 4588419 22734 512749 HILL INTL INC COM 431466101 133 53562 SH DFND 20 53562 0 0 HILL-ROM HLDGS INC COM 431475102 201642 1775175 SH DFND 12,13,19,2,20,5 1646136 700 128339 HILLENBRAND INC COM 431571108 105546 2394428 SH DFND 19,2,20,5,8 2240825 595 153008 HILLTOP HOLDINGS INC COM 432748101 161228 4429329 SH DFND 19,2,20,5 4294811 0 134518 HILTON GRAND VACATIONS INC COM 43283X105 68821 1662755 SH DFND 13,19,2,20,5 1489668 1690 171397 HILTON WORLDWIDE HLDGS INC COM 43300A203 1275418 10573850 SH DFND 10,11,12,13,19,2,20,5,6,8 8979597 236863 1357390 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 13258 783036 SH DFND 1,2,20 782798 0 238 HIMS & HERS HEALTH INC COM CL A 433000106 6811 625415 SH DFND 19,2,20,5 612142 0 13273 HINGHAM INSTN SVGS MASS COM 433323102 8122 27958 SH DFND 13,2,20 25599 0 2359 ALLSTATE CORP COM 020002101 2003861 15267713 SH DFND 10,11,12,13,19,2,20,5,6,8 12957915 516006 1793792 HIREQUEST INC COM 433535101 882 47651 SH DFND 2,20 46430 0 1221 HISTOGEN INC COM 43358Y103 188 172200 SH DFND 20 172200 0 0 HMN FINL INC COM 40424G108 256 12018 SH DFND 20 7066 0 4952 HNI CORP COM 404251100 66988 1523494 SH DFND 19,2,20,5 1426616 6117 90761 HOLLYFRONTIER CORP COM 436106108 259209 7878702 SH DFND 12,13,19,2,20,5,8 6733049 5560 1140093 HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 1967 132046 SH DFND 2,5 132046 0 0 HOLOGIC INC COM 436440101 734321 11006007 SH DFND 10,11,12,13,19,2,20,5,6,8 9251230 320672 1434105 HOME BANCORP INC COM 43689E107 5011 131493 SH DFND 2,20,5 111915 0 19578 HOME BANCSHARES INC COM 436893200 172985 7009101 SH DFND 13,19,2,20,5 6695731 1100 312270 HOME DEPOT INC COM 437076102 15353242 48145886 SH DFND 1,10,11,12,13,19,2,20,5,6,8 35979035 853586 11313265 ALLY FINL INC COM 02005N100 478225 9595209 SH DFND 10,11,12,13,19,2,20,5,6,8 7232856 455598 1906755 HOME PT CAPITAL INCORPORATED COM 43734L106 371 62500 SH DFND 2,20 57300 0 5200 HOMESTREET INC COM 43785V102 29932 734697 SH DFND 19,2,20,5 687835 0 46862 HOMETRUST BANCSHARES INC COM 437872104 9248 331472 SH DFND 13,2,20,5 293601 0 37871 HOMOLOGY MEDICINES INC COM 438083107 5222 718260 SH DFND 19,2,20,5 653482 0 64778 HONDA MOTOR LTD AMERN SHS 438128308 5470 169982 SH DFND 2,20 169982 0 0 HONEST CO INC COM 438333106 6121 378043 SH DFND 2,20,5 341664 0 36379 HONEYWELL INTL INC COM 438516106 7620997 34743548 SH DFND 1,10,11,12,13,19,2,20,5,6,8 25260725 775164 8707659 HOOKER FURNITURE CORP COM 439038100 7332 211658 SH DFND 13,2,20,5 199118 0 12540 HOOKIPA PHARMA INC COM 43906K100 2986 326012 SH DFND 2,20,5 312958 0 13054 HOPE BANCORP INC COM 43940T109 104933 7400080 SH DFND 13,19,2,20,5,8 7161265 1800 237015 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 472103 2784938 SH DFND 10,11,12,13,19,2,20,5,6,8 2302774 66690 415474 HORACE MANN EDUCATORS CORP N COM 440327104 54837 1465434 SH DFND 19,2,20,5 1387439 77 77918 HORIZON BANCORP INC COM 440407104 15323 879116 SH DFND 19,2,20,5 728299 0 150817 HORIZON GLOBAL CORP COM 44052W104 673 79370 SH DFND 20 79370 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 510424 5450915 SH DFND 10,11,12,13,19,2,20,5,6,8 4406796 260903 783216 HORMEL FOODS CORP COM 440452100 1295701 27135104 SH DFND 10,11,12,13,19,2,20,5,6,8 14993823 9100556 3040725 HOST HOTELS & RESORTS INC COM 44107P104 690153 40383417 SH DFND 10,11,12,13,19,2,20,5,6,8 33759598 553305 6070514 HOSTESS BRANDS INC CL A 44109J106 42341 2615271 SH DFND 19,2,20,5 2310295 0 304976 HOTH THERAPEUTICS INC COM 44148G105 43 27100 SH DFND 20 27100 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 26210 2374054 SH DFND 19,2,20,5 2182386 0 191668 HOULIHAN LOKEY INC CL A 441593100 88629 1083618 SH DFND 19,2,20,5,8 964334 300 118984 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 26065 857678 SH DFND 19,2,20,5 839024 0 18654 HOVNANIAN ENTERPRISES INC CL A NEW 442487401 9077 85395 SH DFND 19,2,20,5 73607 0 11788 HOWARD BANCORP INC COM 442496105 3214 199267 SH DFND 2,20 188078 0 11189 HOWARD HUGHES CORP COM 44267D107 59444 609934 SH DFND 13,19,2,20,5 541241 260 68433 HOWMET AEROSPACE INC COM 443201108 610007 17696742 SH DFND 10,11,12,13,19,2,20,5,6,8 15074825 313515 2308402 HP INC COM 40434L105 1760810 57951877 SH DFND 10,11,12,13,19,2,20,5,6,8 43664489 7020362 7267026 HSBC HLDGS PLC SPON ADR NEW 404280406 765 26525 SH DFND 20 26525 0 0 HTG MOLECULAR DIAGNOSTICS IN COM NEW 40434H203 82 14043 SH DFND 20 14043 0 0 HUANENG PWR INTL INC SPON ADR H SHS 443304100 545 34347 SH DFND 20,5 34347 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 13640 10840000 PRN DFND 2,5 10840000 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 186482 3531182 SH DFND 1,10,12,13,19,2,20,5,8 2242826 77800 1210556 ALPHA METALLURGICAL RESOUR I COM 020764106 1572 61337 SH DFND 20 61337 0 0 HUB GROUP INC CL A 443320106 88605 1342903 SH DFND 12,19,2,20,5,8 1278097 55 64751 HUBBELL INC COM 443510607 264587 1416118 SH DFND 12,13,19,2,20,5,8 1311376 691 104051 HUBSPOT INC COM 443573100 559047 959375 SH DFND 10,11,12,13,19,2,20,5,6,8 756861 38515 163999 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 20397 9611000 PRN DFND 2 9611000 0 0 HUDSON GLOBAL INC COM NEW 443787205 210 11972 SH DFND 20 11972 0 0 HUDSON PAC PPTYS INC COM 444097109 189903 6826117 SH DFND 10,12,19,2,20,5,8 6041477 33404 751236 HUDSON TECHNOLOGIES INC COM 444144109 525 154375 SH DFND 20 154375 0 0 HUMANA INC COM 444859102 2493769 5624088 SH DFND 10,11,12,13,19,2,20,5,6,8 4705543 158876 759669 HUMANIGEN INC COM NEW 444863203 51646 2971597 SH DFND 19,2,20,5 2896890 0 74707 HUNT J B TRANS SVCS INC COM 445658107 586093 3596765 SH DFND 10,11,12,13,19,2,20,5,6,8 3057267 130602 408896 ALPHA PRO TECH LTD COM 020772109 485 56641 SH DFND 20 56641 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1102610 76458899 SH DFND 10,12,13,19,2,20,5,6,8 68443384 1002663 7012852 HUNTINGTON INGALLS INDS INC COM 446413106 675866 3206956 SH DFND 1,10,11,12,13,19,2,20,5,6,8 1760732 1002276 443948 HUNTSMAN CORP COM 447011107 94426 3560548 SH DFND 10,12,13,19,2,20,5,8 3135707 10436 414405 HURCO CO COM 447324104 1872 53275 SH DFND 2,20,5 53275 0 0 HURON CONSULTING GROUP INC COM 447462102 22280 453303 SH DFND 19,2,20,5 406609 102 46592 HUTCHMED CHINA LTD SPONSORED ADS 44842L103 44147 1124189 SH DFND 1,10,12,13,19,2,20,5,8 863857 30600 229732 HUTTIG BLDG PRODS INC COM 448451104 448 77500 SH DFND 20 77500 0 0 HUYA INC ADS REP SHS A 44852D108 23927 1355663 SH DFND 10,12,13,19,2,20,5,8 1069306 34400 251957 HYATT HOTELS CORP COM CL A 448579102 42482 547165 SH DFND 13,19,2,20,5 477003 300 69862 HYCROFT MINING HOLDING CORP COM CL A 44862P109 260 84813 SH DFND 20 84813 0 0 ALPHABET INC CAP STK CL A 02079K305 27067328 11085035 SH DFND 10,11,12,13,19,2,20,5,6,8 9283655 296999 1504381 HYDROFARM HLDGS GROUP INC COM 44888K209 11447 193661 SH DFND 19,2,20,5 182224 0 11437 HYLIION HOLDINGS CORP COMMON STOCK 449109107 29377 2521607 SH DFND 19,2,20,5 2379338 0 142269 HYRECAR INC COM 44916T107 25136 1201548 SH DFND 2,20,5 1176586 0 24962 HYSTER YALE MATLS HANDLING I CL A 449172105 23092 316415 SH DFND 19,2,20,5,8 301121 536 14758 I MAB SPONSORED ADS 44975P103 37133 442325 SH DFND 10,12,13,19,2,20,5,8 353525 15900 72900 I3 VERTICALS INC COM CL A 46571Y107 14785 489262 SH DFND 19,2,20,5 472019 0 17243 IAA INC COM 449253103 216866 3976278 SH DFND 13,19,2,20,5 3721306 1500 253472 IAC INTERACTIVECORP NEW COM NEW 44891N208 267354 1734152 SH DFND 10,11,12,13,19,2,20,5,6,8 1376464 54790 302898 IBEX LTD SHS NEW G4690M101 1270 65054 SH DFND 2,20 60364 0 4690 IBIO INC COM NEW 451033203 5808 3846390 SH DFND 2,20,5 3442155 0 404235 ALPHABET INC CAP STK CL C 02079K107 26716727 10659743 SH DFND 10,11,12,13,19,2,20,5,6,8 8860109 308321 1491313 ICAD INC COM NEW 44934S206 6314 364788 SH DFND 2,20,5 343312 0 21476 ICF INTL INC COM 44925C103 32260 366574 SH DFND 19,2,20,5 325463 0 41111 ICHOR HOLDINGS SHS G4740B105 46370 861894 SH DFND 19,2,20,5 814856 300 46738 ICICI BANK LIMITED ADR 45104G104 295317 17270025 SH DFND 1,12,13,2,20,5,8 5769418 0 11500607 ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 3087 279642 SH DFND 2,20,5 260342 0 19300 ICON PLC SHS G4705A100 15072 72913 SH DFND 10,13,19,2,20,5,6,8 70930 0 1983 ICONIX BRAND GROUP INC COM NEW 451055305 65 20743 SH DFND 20 20743 0 0 ICU MED INC COM 44930G107 113702 552487 SH DFND 19,2,20,5 512072 300 40115 IDACORP INC COM 451107106 135392 1388640 SH DFND 12,13,19,2,20,5,8 1309942 790 77908 IDEAL PWR INC COM NEW 451622203 356 28028 SH DFND 20 28028 0 0 10X GENOMICS INC CL A COM 88025U109 312141 1594020 SH DFND 10,11,12,13,19,2,20,5,6,8 1295247 41402 257371 8X8 INC NEW COM 282914100 98452 3546531 SH DFND 19,2,20,5 3333295 1000 212236 ALPHATEC HLDGS INC COM NEW 02081G201 28964 1890583 SH DFND 19,2,20,5 1773849 0 116734 IDEANOMICS INC COM 45166V106 22370 7876855 SH DFND 19,2,20,5 7260130 8000 608725 IDEAYA BIOSCIENCES INC COM 45166A102 8001 381158 SH DFND 2,20,5 363424 0 17734 IDENTIV INC COM NEW 45170X205 4657 273918 SH DFND 2,20 261702 0 12216 IDERA PHARMACEUTICALS INC COM PAR 45168K405 132 109744 SH DFND 20 109744 0 0 IDEX CORP COM 45167R104 691242 3141293 SH DFND 10,11,12,13,19,2,20,5,6,8 2670168 105943 365182 IDEXX LABS INC COM 45168D104 2292234 3629537 SH DFND 10,11,12,13,19,2,20,5,6,8 3019041 125107 485389 IDT CORP CL B NEW 448947507 15721 425363 SH DFND 2,20,5 403457 0 21906 IEC ELECTRS CORP NEW COM 44949L105 176 16791 SH DFND 20 16791 0 0 IES HLDGS INC COM 44951W106 10416 202804 SH DFND 19,2,20,5 181113 0 21691 IGM BIOSCIENCES INC COM 449585108 48825 586838 SH DFND 19,2,20,5 572771 0 14067 ALPINE IMMUNE SCIENCES INC COM 02083G100 1558 173119 SH DFND 2,20,5 170305 0 2814 IHEARTMEDIA INC COM CL A 45174J509 58531 2173449 SH DFND 12,19,2,20,5,8 1988246 0 185203 IHS MARKIT LTD SHS G47567105 1687823 14981564 SH DFND 10,11,12,13,19,2,20,5,6,8 12759514 274988 1947062 II-VI INC COM 902104108 230133 3170310 SH DFND 13,19,2,20,5 2954896 1013 214401 IKENA ONCOLOGY INC COM 45175G108 1073 76452 SH DFND 2,20 74133 0 2319 ILLINOIS TOOL WKS INC COM 452308109 2928154 13032250 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11083021 354892 1594337 ILLUMINA INC COM 452327109 2777442 5869364 SH DFND 10,11,12,13,19,2,20,5,6,8 4964069 144038 761257 ILLUMINA INC NOTE 8/1 452327AK5 30462 23958000 PRN DFND 2,5 23958000 0 0 IMAGE SENSING SYS INC COM 45244C104 175 25746 SH DFND 20 25746 0 0 IMARA INC COM 45249V107 167 21198 SH DFND 20 21198 0 0 IMAX CORP COM 45245E109 19293 897339 SH DFND 19,2,20,5 754526 1600 141213 ALPINE INCOME PPTY TR INC COM 02083X103 265 13912 SH DFND 20 13912 0 0 IMEDIA BRANDS INC COM CL A 452465206 299 37087 SH DFND 20 37087 0 0 IMMATICS N.V SHS N44445109 328 28226 SH DFND 2 28226 0 0 IMMERSION CORP COM 452521107 7315 834063 SH DFND 2,20 834063 0 0 IMMUNIC INC COM 4525EP101 4307 351296 SH DFND 2,20,5 345496 0 5800 IMMUNITYBIO INC COM 45256X103 59885 4193620 SH DFND 19,2,20,5 4101154 1800 90666 IMMUNOGEN INC COM 45253H101 70644 10719931 SH DFND 19,2,20,5 10363785 0 356146 IMMUNOVANT INC COM 45258J102 46409 4390637 SH DFND 19,2,20,5 4312749 0 77888 IMPAC MTG HLDGS INC COM NEW 45254P508 108 50788 SH DFND 20 50788 0 0 IMPEL NEUROPHARMA INC COM 45258K109 410 46298 SH DFND 2,20 45000 0 1298 IMPINJ INC COM 453204109 39265 761101 SH DFND 19,2,20,5 725658 0 35443 ALSET EHOME INTERNATIONAL IN COM 02116A104 141 24900 SH DFND 2,20 24900 0 0 INARI MED INC COM 45332Y109 59415 636953 SH DFND 19,2,20,5 590389 0 46564 INCYTE CORP COM 45337C102 710173 8441379 SH DFND 10,11,12,13,19,2,20,5,6,8 7328787 150614 961978 INDEPENDENCE CONTRACT DRILLI COM 453415606 83 19400 SH DFND 20 19400 0 0 INDEPENDENCE HLDG CO NEW COM NEW 453440307 4493 96543 SH DFND 19,2,20,5 83730 0 12813 INDEPENDENCE RLTY TR INC COM 45378A106 96527 5294979 SH DFND 10,19,2,20,5,8 4780577 44900 469502 INDEPENDENT BANK GROUP INC COM 45384B106 142020 1919706 SH DFND 19,2,20,5 1847154 0 72552 INDEPENDENT BK CORP MASS COM 453836108 136731 1799426 SH DFND 19,2,20,5 1731090 247 68089 INDEPENDENT BK CORP MICH COM NEW 453838609 19276 887897 SH DFND 19,2,20,5 797424 0 90473 INDIA GLOBALIZATION CAP INC COM NEW 45408X308 356 216878 SH DFND 20 216878 0 0 INDUS REALTY TRUST INC COM 45580R103 3926 59798 SH DFND 2,20 57695 0 2103 ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 4021 302576 SH DFND 2,20 286918 0 15658 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 91374 3495567 SH DFND 10,19,2,20,5,8 3188931 14604 292032 INFINERA CORP COM 45667G103 41610 4079392 SH DFND 19,2,20,5 3699350 2611 377431 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 14082 11365000 PRN DFND 2,5 11365000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 4158 1390699 SH DFND 2,20,5 1357510 0 33189 INFORMATION SVCS GROUP INC COM 45675Y104 545 93191 SH DFND 20 93191 0 0 INFOSYS LTD SPONSORED ADR 456788108 319938 15098545 SH DFND 1,10,12,13,19,2,20,5,8 11098050 0 4000495 INFRA AND ENERGY ALTRNTIVE I COM 45686J104 3094 240576 SH DFND 2,20 235846 0 4730 INFUSYSTEM HLDGS INC COM 45685K102 5292 254524 SH DFND 2,20 242510 0 12014 ING GROEP N.V. SPONSORED ADR 456837103 13485 1018475 SH DFND 2,20 1018475 0 0 INGERSOLL RAND INC COM 45687V106 704007 14423416 SH DFND 10,11,12,13,19,2,20,5,6,8 12521184 219528 1682704 ALTABANCORP COM 021347109 14322 330675 SH DFND 19,2,20,5 289471 0 41204 INGEVITY CORP COM 45688C107 99146 1218610 SH DFND 13,19,2,20,5 1132973 613 85024 INGLES MKTS INC CL A 457030104 26693 458094 SH DFND 19,2,20,5 423598 0 34496 INGREDION INC COM 457187102 196322 2154697 SH DFND 12,13,19,2,20,5,8 2027833 804 126060 INHIBRX INC COM 45720L107 11812 429227 SH DFND 19,2,20,5 393111 1000 35116 INMODE LTD SHS M5425M103 14751 155797 SH DFND 10,19,2,20,5 106493 0 49304 INMUNE BIO INC COM 45782T105 612 34816 SH DFND 20 34816 0 0 INNODATA INC COM NEW 457642205 531 75883 SH DFND 20 75883 0 0 INNOSPEC INC COM 45768S105 73190 807746 SH DFND 19,2,20,5 748281 400 59065 INNOVAGE HLDG CORP COM 45784A104 5502 258192 SH DFND 2,20 232204 0 25988 INNOVATIVE INDL PPTYS INC COM 45781V101 230545 1198215 SH DFND 10,19,2,20,5,8 1076250 5200 116765 ALTAIR ENGR INC COM CL A 021369103 62580 907353 SH DFND 19,2,20,5 820487 400 86466 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 464 73968 SH DFND 20 73968 0 0 INNOVIVA INC COM 45781M101 32475 2421697 SH DFND 19,2,20,5 2273188 687 147822 INNOVIZ TECHNOLOGIES LTD SHS M5R635108 7452 705032 SH DFND 2 705032 0 0 INNSUITES HOSPITALITY TR SH BEN INT 457919108 128 19100 SH DFND 20 19100 0 0 INOGEN INC COM 45780L104 51341 787798 SH DFND 19,2,20,5,8 751307 200 36291 INOTIV INC COM 45783Q100 8210 307711 SH DFND 2,20,5 288896 0 18815 INOVALON HLDGS INC COM CL A 45781D101 51022 1497115 SH DFND 19,2,20,5 1353868 0 143247 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 82569 8907158 SH DFND 19,2,20,5 8498170 5000 403988 INOZYME PHARMA INC COM 45790W108 2895 169889 SH DFND 2,20,5 161720 0 8169 INPIXON COM 45790J800 382 326799 SH DFND 20 326799 0 0 ALTERYX INC COM CL A 02156B103 79466 923809 SH DFND 13,19,2,20,5 814425 600 108784 INSEEGO CORP COM 45782B104 16618 1647021 SH DFND 13,19,2,20,5 1500752 0 146269 INSIGHT ENTERPRISES INC COM 45765U103 122415 1224027 SH DFND 12,19,2,20,5,8 1139033 265 84729 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 13866 9069000 PRN DFND 2,5 9069000 0 0 INSIGNIA SYS INC COM NEW 45765Y204 96 11452 SH DFND 20 11452 0 0 INSMED INC COM PAR $.01 457669307 101725 3574308 SH DFND 19,2,20,5 3353612 800 219896 INSMED INC NOTE 0.750% 6/0 457669AB5 15538 14000000 PRN DFND 2,5 14000000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 980 930000 PRN DFND 2,5 930000 0 0 INSPERITY INC COM 45778Q107 97982 1084233 SH DFND 19,2,20,5 1011224 500 72509 INSPIRE MED SYS INC COM 457730109 100960 522405 SH DFND 13,19,2,20,5 471069 200 51136 INSPIRED ENTMT INC COM 45782N108 598 46886 SH DFND 20 46886 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 10700 11125000 PRN DFND 2,5 11125000 0 0 INSTALLED BLDG PRODS INC COM 45780R101 110431 902511 SH DFND 19,2,20,5 853120 200 49191 INSTEEL INDS INC COM 45774W108 19737 613900 SH DFND 19,2,20,5 586547 0 27353 INSTIL BIO INC COM 45783C101 4831 250061 SH DFND 2,20,5 239990 0 10071 INSULET CORP COM 45784P101 388635 1415742 SH DFND 10,11,12,13,19,2,20,5,6,8 1139837 36729 239176 INSULET CORP NOTE 0.375% 9/0 45784PAK7 28450 20929000 PRN DFND 2,5 20929000 0 0 INTEGER HLDGS CORP COM 45826H109 113449 1204342 SH DFND 19,2,20,5 1133200 343 70799 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 129785 1901884 SH DFND 13,19,2,20,5 1770581 574 130729 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 17240 15671000 PRN DFND 2,5 15671000 0 0 INTEL CORP COM 458140100 9630456 171543571 SH DFND 1,10,11,12,13,19,2,20,5,6,8 139112094 5587577 26843900 INTELLIA THERAPEUTICS INC COM 45826J105 287931 1778342 SH DFND 13,19,2,20,5 1657290 600 120452 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 7900 8336000 PRN DFND 2,5 8336000 0 0 INTELLICHECK INC COM NEW 45817G201 391 46759 SH DFND 20 46759 0 0 INTELLIGENT SYS CORP NEW COM 45816D100 3943 125326 SH DFND 2,20,5 118030 0 7296 INTER PARFUMS INC COM 458334109 42036 583839 SH DFND 19,2,20,5 548707 0 35132 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 133875 2036746 SH DFND 13,19,2,20,5,6,8 1902065 625 134056 INTERCEPT PHARMACEUTICALS IN COM 45845P108 53052 2656584 SH DFND 19,2,20,5 2593903 500 62181 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 9766 10663000 PRN DFND 2,5 10663000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2951748 24867297 SH DFND 10,11,12,13,19,2,20,5,6,8 21359870 391558 3115869 INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 269 4033 SH DFND 20 4033 0 0 INTERCORP FINL SVCS INC SHS P5626F128 3508 139646 SH DFND 2,20,5 128746 0 10900 INTERDIGITAL INC COM 45867G101 83117 1138123 SH DFND 13,19,2,20,5 1053984 498 83641 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 13657 10965000 PRN DFND 2 10965000 0 0 ALTICE USA INC CL A 02156K103 175536 5141654 SH DFND 10,11,12,13,19,2,20,5,6,8 3964285 347500 829869 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 11451 10328000 PRN DFND 2,5 10328000 0 0 INTERFACE INC COM 458665304 30318 1981592 SH DFND 19,2,20,5 1865271 2324 113997 INTERNATIONAL BANCSHARES COR COM 459044103 90341 2103890 SH DFND 19,2,20,5 2000047 270 103573 INTERNATIONAL BUSINESS MACHS COM 459200101 7605084 51879965 SH DFND 10,11,12,13,19,2,20,5,6,8 33464434 7765860 10649671 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1666845 11100212 SH DFND 10,11,12,13,19,2,20,5,6,8 9488931 144781 1466500 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 22211 438250 SH DFND 2 438250 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 39952 1667461 SH DFND 12,13,2,20,5,8 1570097 0 97364 INTERNATIONAL MNY EXPRESS IN COM 46005L101 9989 672675 SH DFND 19,2,20,5 633859 0 38816 INTERNATIONAL PAPER CO COM 460146103 1535124 25038719 SH DFND 10,11,12,13,19,2,20,5,6,8 16925910 6204153 1908656 INTERNATIONAL SEAWAYS INC COM Y41053102 11735 611821 SH DFND 19,2,20,5 566246 0 45575 ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 182 18138 SH DFND 20 0 0 18138 INTERPUBLIC GROUP COS INC COM 460690100 672736 20705925 SH DFND 10,11,12,13,19,2,20,5,6,8 18143524 355232 2207169 INTERSECT ENT INC COM 46071F103 17215 1007310 SH DFND 19,2,20,5 937220 0 70090 INTEST CORP COM 461147100 470 28042 SH DFND 20 28042 0 0 INTEVAC INC COM 461148108 5462 810334 SH DFND 2,20,5 810334 0 0 INTRA-CELLULAR THERAPIES INC COM 46116X101 61231 1500029 SH DFND 19,2,20,5 1368037 700 131292 INTREPID POTASH INC COM 46121Y201 6542 205326 SH DFND 2,20,5 197326 0 8000 INTRICON CORP COM 46121H109 881 39208 SH DFND 20 39208 0 0 INTRUSION INC COM NEW 46121E205 812 52703 SH DFND 20 52703 0 0 INTUIT COM 461202103 5324969 10863514 SH DFND 10,11,12,13,19,2,20,5,6,8 9144543 335264 1383707 INTUITIVE SURGICAL INC COM NEW 46120E602 4363303 4744577 SH DFND 10,11,12,13,19,2,20,5,6,8 4064781 117615 562181 ALTIMMUNE INC COM NEW 02155H200 36281 3683316 SH DFND 2,20,5 3635116 0 48200 INUVO INC COM NEW 46122W204 273 283363 SH DFND 20 283363 0 0 INVACARE CORP COM 461203101 11228 1391288 SH DFND 2,20,5 1352564 0 38724 INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 292334 14551241 SH DFND 19,2,20 13902190 0 649051 INVESCO DB COMMDY INDX TRCK UNIT 46138B103 14163 735748 SH DFND 12,8 735748 0 0 INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 696 10807 SH DFND 20 0 0 10807 INVESCO LTD SHS G491BT108 546682 20452011 SH DFND 10,12,13,19,2,20,5,6,8 17619169 568661 2264181 INVESCO MORTGAGE CAPITAL INC COM 46131B100 32660 8374360 SH DFND 12,13,19,2,20,5 7903716 658 469986 INVESTAR HLDG CORP COM 46134L105 506 22048 SH DFND 13,20 20748 0 1300 INVESTORS BANCORP INC NEW COM 46146L101 231189 16212397 SH DFND 13,19,2,20,5 15727051 1600 483746 INVESTORS TITLE CO NC COM 461804106 4229 24218 SH DFND 2,20 22921 0 1297 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 336 37767 SH DFND 20 37767 0 0 INVITAE CORP COM 46185L103 174268 5166571 SH DFND 13,19,2,20,5 4838786 3200 324585 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 13917 10211000 PRN DFND 2,5 10211000 0 0 INVITATION HOMES INC COM 46187W107 861513 23103060 SH DFND 10,11,12,13,19,2,20,5,6,8 19138473 434969 3529618 INVIVO THERAPEUTICS HLDGS CO COM 46186M506 162 217726 SH DFND 20 217726 0 0 INVO BIOSCIENCE INC COM 44984F302 78 16881 SH DFND 20 16881 0 0 ION GEOPHYSICAL CORP COM NEW 462044207 69 32810 SH DFND 20 32810 0 0 IONIS PHARMACEUTICALS INC COM 462222100 128883 3230951 SH DFND 10,13,19,2,20,5 2956165 3205 271581 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 16700 17975000 PRN DFND 2,5 17975000 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 102588 3942673 SH DFND 13,19,2,20,5 3698215 2700 241758 IPG PHOTONICS CORP COM 44980X109 293241 1391285 SH DFND 10,11,12,13,19,2,20,5,6,8 1162251 40286 188748 ALTO INGREDIENTS INC COM 021513106 42850 7013035 SH DFND 19,2,20,5 6865184 0 147851 IQIYI INC NOTE 2.000% 4/0 46267XAD0 28904 30699000 PRN DFND 2,5 30699000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 20055 19814000 PRN DFND 2,5 19814000 0 0 IQIYI INC NOTE 4.000%12/1 46267XAE8 24598 24475000 SH DFND 2,5 24475000 0 0 IQIYI INC SPONSORED ADS 46267X108 101630 6523136 SH DFND 1,10,12,13,19,2,20,5,8 4102995 134800 2285341 IQVIA HLDGS INC COM 46266C105 1946652 8033394 SH DFND 10,11,12,13,19,2,20,5,6,8 6997312 109615 926467 IRADIMED CORP COM 46266A109 2836 96438 SH DFND 2,20 91334 0 5104 IRHYTHM TECHNOLOGIES INC COM 450056106 54006 813955 SH DFND 13,19,2,20,5 754103 400 59452 IRIDEX CORP COM 462684101 123 17362 SH DFND 20 17362 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 155997 3900893 SH DFND 13,19,2,20,5,8 3647170 1700 252023 IROBOT CORP COM 462726100 85031 910493 SH DFND 19,2,20,5 854071 100 56322 ALTRA INDL MOTION CORP COM 02208R106 81888 1257843 SH DFND 13,19,2,20,5 1129668 199 127976 IRON MTN INC NEW COM 46284V101 577633 13457306 SH DFND 10,11,12,13,19,2,20,5,6,8 11491548 253261 1712497 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 87589 6805669 SH DFND 19,2,20,5 6488853 3300 313516 ISHARES INC CORE MSCI EMKT 46434G103 424293 6333672 SH DFND 1,2,20 6333672 0 0 ISHARES INC MSCI CDA ETF 464286509 41407 1110995 SH DFND 2 1110995 0 0 ISHARES INC MSCI FRONTIER 464286145 916 27600 SH DFND 10 0 0 27600 ISHARES INC MSCI GBL ETF NEW 46434G848 1283 28400 SH DFND 10 0 0 28400 ISHARES INC MSCI JPN ETF NEW 46434G822 20590 304861 SH DFND 12 0 0 304861 ISHARES INC MSCI PAC JP ETF 464286665 25708 497153 SH DFND 12 0 0 497153 ISHARES INC MSCI TAIWAN ETF 46434G772 97207 1520050 SH DFND 12,19 190050 0 1330000 ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 2449 152200 SH DFND 10 0 0 152200 ALTRIA GROUP INC COM 02209S103 3383490 69709846 SH DFND 10,12,13,19,2,20,5,6,8 63793209 1188188 4728449 ISHARES TR 1 3 YR TREAS BD 464287457 169762 1970306 SH DFND 1,2 1970306 0 0 ISHARES TR 20 YR TR BD ETF 464287432 80687 558968 SH DFND 2 558968 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 28875 221212 SH DFND 1,2 221212 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 129688 1122933 SH DFND 1,2 1122933 0 0 ISHARES TR CORE INTL AGGR 46435G672 9750 176945 SH DFND 12 176945 0 0 ISHARES TR CORE MSCI EAFE 46432F842 1738 23212 SH DFND 1 23212 0 0 ISHARES TR CORE S&P MCP ETF 464287507 95048 353695 SH DFND 1,2 341150 12545 0 ISHARES TR CORE S&P SCP ETF 464287804 286339 2534419 SH DFND 1,2,20 2533036 1383 0 ISHARES TR CORE S&P500 ETF 464287200 20565 47834 SH DFND 1,12 47834 0 0 ISHARES TR CORE US AGGBD ET 464287226 2208 19142 SH DFND 1,20 2987 0 16155 ALTUS MIDSTREAM CO COM NEW CL A 02215L209 2901 42975 SH DFND 2,20 42268 0 707 ISHARES TR CRE U S REIT ETF 464288521 2479 42500 SH DFND 10 0 42500 0 ISHARES TR EAFE SML CP ETF 464288273 66602 898080 SH DFND 1,20,6 898080 0 0 ISHARES TR EUROPE ETF 464287861 10994 206274 SH DFND 12 206274 0 0 ISHARES TR FLTG RATE NT ETF 46429B655 14853 292274 SH DFND 1 292274 0 0 ISHARES TR INTRM GOV CR ETF 464288612 15669 135525 SH DFND 1 29495 106030 0 ISHARES TR ISHS 5-10YR INVT 464288638 1110 18336 SH DFND 1 18336 0 0 ISHARES TR MSCI ACWI ETF 464288257 38614 381598 SH DFND 6 381598 0 0 ISHARES TR MSCI EAFE ETF 464287465 383380 4860288 SH DFND 1,2,20,6 4818879 0 41409 ISHARES TR MSCI EMG MKT ETF 464287234 15018 272303 SH DFND 1,6 272303 0 0 ISHARES TR MSCI INDIA ETF 46429B598 121392 2743329 SH DFND 12,19,5,8 1022929 0 1720400 ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 476 32165 SH DFND 5 32165 0 0 ISHARES TR MSCI USA MIN VOL 46429B697 518 7032 SH DFND 1 7032 0 0 ISHARES TR RUS 1000 ETF 464287622 2813 11619 SH DFND 1,6 10919 0 700 ISHARES TR RUS 1000 GRW ETF 464287614 8663 31910 SH DFND 1,19 31910 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 9492 59843 SH DFND 1,19 59843 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 2031 12253 SH DFND 20 0 0 12253 ISHARES TR RUS MID CAP ETF 464287499 2356 29729 SH DFND 1,20 13405 0 16324 ISHARES TR RUSSELL 2000 ETF 464287655 40220 175352 SH DFND 1,20,6 155695 0 19657 ISHARES TR RUSSELL 3000 ETF 464287689 23949 93582 SH DFND 1 92756 0 826 ISHARES TR SELECT DIVID ETF 464287168 2893 24804 SH DFND 1 24804 0 0 ISHARES TR SHORT TREAS BD 464288679 3583 32431 SH DFND 12 32431 0 0 ALX ONCOLOGY HLDGS INC COM 00166B105 57681 1054877 SH DFND 19,2,20,5 1027177 0 27700 ISHARES TR TIPS BD ETF 464287176 214861 1678468 SH DFND 1,2,20 1678468 0 0 ISORAY INC COM 46489V104 414 519042 SH DFND 20 519042 0 0 ISTAR INC COM 45031U101 53870 2598648 SH DFND 19,2,20,5 2429735 67 168846 ISUN INC COM 465246106 212 18658 SH DFND 20 18658 0 0 ITAU CORPBANCA SPONSORED ADR 45033E105 312 73650 SH DFND 20,5 73650 0 0 ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 105709 17498125 SH DFND 10,13,19,2,20,5,8 14051677 2023484 1422964 ITEOS THERAPEUTICS INC COM 46565G104 8161 318169 SH DFND 2,20,5 292269 0 25900 ITERIS INC NEW COM 46564T107 9681 1455815 SH DFND 2,20 1414167 0 41648 ITRON INC COM 465741106 146631 1466603 SH DFND 19,2,20,5 1374558 343 91702 ITT INC COM 45073V108 196738 2142673 SH DFND 13,19,2,20,5,8 1982805 1092 158776 9 METERS BIOPHARMA INC COM 654405109 3274 2976803 SH DFND 2,20,5 2920487 0 56316 AMALGAMATED FINANCIAL CORP COM 022671101 4794 306700 SH DFND 19,2,20,5,8 282156 0 24544 ITURAN LOCATION AND CONTROL SHS M6158M104 10613 387729 SH DFND 19,2,20,5 322604 0 65125 IVERIC BIO INC COM 46583P102 20228 3205626 SH DFND 19,2,20,5 3095987 0 109639 IZEA WORLDWIDE INC COM 46604H105 487 191131 SH DFND 20 191131 0 0 J & J SNACK FOODS CORP COM 466032109 86464 493959 SH DFND 19,2,20,5,8 455432 100 38427 J ALEXANDERS HLDGS INC COM 46609J106 567 48671 SH DFND 20 48671 0 0 J JILL INC COM 46620W201 333 16875 SH DFND 20 16875 0 0 J2 GLOBAL INC COM 48123V102 191992 1395797 SH DFND 12,13,19,2,20,5,8 1291168 382 104247 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 21466 10594000 PRN DFND 2,5 10594000 0 0 JABIL INC COM 466313103 244679 4209900 SH DFND 12,13,19,2,20,5,8 3924479 1396 284025 JACK IN THE BOX INC COM 466367109 80705 724205 SH DFND 10,19,2,20,5,8 677002 161 47042 AMARIN CORP PLC SPONS ADR NEW 023111206 657 149900 SH DFND 13,19,2,20,5 143600 0 6300 JACOBS ENGR GROUP INC COM 469814107 1133226 8493677 SH DFND 10,11,12,13,19,2,20,5,6,8 4758230 3174292 561155 JAGUAR HEALTH INC COM 47010C409 625 395523 SH DFND 20 395523 0 0 JAKKS PAC INC COM NEW 47012E403 210 19086 SH DFND 20 19086 0 0 JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 663 19388 SH DFND 1,20 14160 0 5228 JAMES RIV GROUP LTD COM G5005R107 41693 1111229 SH DFND 19,2,20,5 1052882 0 58347 JAMF HLDG CORP COM 47074L105 23075 687355 SH DFND 19,2,20,5 638403 0 48952 JANONE INC COM 47089W104 388 49718 SH DFND 20 49718 0 0 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 170720 4398871 SH DFND 10,12,13,19,1,2,20,5,8 4038230 27445 333196 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 15734 14233000 PRN DFND 2,5 14233000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 28373 21300000 PRN DFND 2 21300000 0 0 AMAZON COM INC COM 023135106 54916643 15963398 SH DFND 10,11,12,13,19,2,20,5,6,8 13521575 316218 2125605 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 426170 2399063 SH DFND 10,11,12,13,19,2,20,5,6,8 1880222 110487 408354 JBG SMITH PPTYS COM 46590V100 164104 5207995 SH DFND 10,13,19,2,20,5,8 4574318 27577 606100 JD.COM INC SPON ADR CL A 47215P106 1356298 16994086 SH DFND 10,11,12,13,19,2,20,5,8 12859547 474406 3660133 JEFFERIES FINL GROUP INC COM 47233W109 188835 5521486 SH DFND 12,13,19,2,20,5,8 5096078 2434 422974 JELD-WEN HLDG INC COM 47580P103 41121 1565906 SH DFND 19,2,20,5 1419353 0 146553 JETBLUE AWYS CORP COM 477143101 135214 8058030 SH DFND 13,19,2,20,5,8 7712250 0 345780 JFROG LTD ORD SHS M6191J100 35442 778606 SH DFND 19,2,20,5,6 733359 0 45247 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 28891 515721 SH DFND 1,2,20,5 460317 0 55404 JOANN INC COM 47768J101 1819 115472 SH DFND 2,20 112586 0 2886 JOHN BEAN TECHNOLOGIES CORP COM 477839104 147156 1031805 SH DFND 13,19,2,20,5 967735 321 63749 AMBAC FINL GROUP INC COM NEW 023139884 23147 1478110 SH DFND 19,2,20,5 1384750 0 93360 JOHNSON & JOHNSON COM 478160104 23400968 142047884 SH DFND 1,10,11,12,13,19,2,20,5,6,8 91651053 31935181 18461650 JOHNSON CTLS INTL PLC SHS G51502105 2232343 32400815 SH DFND 10,11,12,13,19,2,20,5,6,8 27332226 958822 4109767 JOHNSON OUTDOORS INC CL A 479167108 14614 120780 SH DFND 19,2,20,5 109228 0 11552 JOINT CORP COM 47973J102 36166 430963 SH DFND 19,2,20,5 417538 0 13425 JONES LANG LASALLE INC COM 48020Q107 251012 1284213 SH DFND 12,13,19,2,20,5 1183976 452 99785 JOUNCE THERAPEUTICS INC COM 481116101 2984 438765 SH DFND 2,20,5 426665 0 12100 JOYY INC ADS REPSTG COM A 46591M109 78978 1197185 SH DFND 1,10,12,13,19,2,20,5,8 914581 49537 233067 JOYY INC NOTE 0.750% 6/1 98426TAD8 13765 13690000 PRN DFND 2,5 13690000 0 0 JOYY INC NOTE 1.375% 6/1 98426TAF3 13356 13535000 PRN DFND 2,5 13535000 0 0 JPMORGAN CHASE & CO COM 46625H100 22047382 141747345 SH DFND 1,10,12,13,19,2,20,5,6,8 118247096 2472480 21027769 AMBARELLA INC SHS G037AX101 114471 1073532 SH DFND 19,2,20,5 999075 300 74157 JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 3762 124043 SH DFND 2,5 124043 0 0 JUNIPER NETWORKS INC COM 48203R104 392978 14368476 SH DFND 10,11,12,13,19,2,20,5,6,8 11824933 373154 2170389 JUST EAT TAKEAWAY COM N V SPONSORED ADS 48214T305 17706 969656 SH DFND 19,2,20 745170 46970 177516 KADANT INC COM 48282T104 43373 246310 SH DFND 19,2,20,5 208947 0 37363 KADMON HLDGS INC COM 48283N106 41068 10611937 SH DFND 19,2,20,5 10261113 0 350824 KAISER ALUMINUM CORP COM PAR $0.01 483007704 114299 925569 SH DFND 13,19,2,20,5,8 893197 100 32272 KALA PHARMACEUTICALS INC COM 483119103 4358 822294 SH DFND 19,2,20,5 740072 0 82222 KALEIDO BIOSCIENCES INC COM 483347100 2797 375907 SH DFND 2,20,5 363943 0 11964 KALVISTA PHARMACEUTICALS INC COM 483497103 33556 1400501 SH DFND 2,20,5 1380132 0 20369 KAMAN CORP COM 483548103 63854 1261914 SH DFND 19,2,20,5 1201788 0 60126 AMBEV SA SPONSORED ADR 02319V103 59542 17308837 SH DFND 10,13,19,2,20,5,8 13985935 1854552 1468350 KANDI TECHNOLOGIES GROUP INC COM 483709101 5360 896308 SH DFND 2 896308 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1126070 3966291 SH DFND 10,11,12,13,19,2,20,5,6,8 3372759 115271 478261 KAR AUCTION SVCS INC COM 48238T109 65825 3750698 SH DFND 13,19,2,20,5,8 3509179 1500 240019 KARAT PACKAGING INC COM 48563L101 769 37761 SH DFND 2,20 36637 0 1124 KARUNA THERAPEUTICS INC COM 48576A100 82778 726187 SH DFND 13,19,2,20,5 692591 0 33596 KARYOPHARM THERAPEUTICS INC COM 48576U106 60027 5816549 SH DFND 19,2,20,5 5687563 0 128986 KB FINL GROUP INC SPONSORED ADR 48241A105 8450 171398 SH DFND 1,2,20,5,8 100205 15600 55593 KB HOME COM 48666K109 111230 2731573 SH DFND 19,2,20,5,8 2557512 909 173152 KBR INC COM 48242W106 164720 4304812 SH DFND 12,19,2,20,5,8 4024859 1104 278849 KBR INC NOTE 2.500%11/0 48242WAB2 12869 8200000 PRN DFND 2,5 8200000 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 465427 8211491 SH DFND 13,19,2,20,5,8 7416026 3820 791645 KE HLDGS INC SPONSORED ADS 482497104 275789 5784164 SH DFND 10,12,13,19,2,20,5,8 4262788 166600 1354776 KEARNY FINL CORP MD COM 48716P108 18600 1556444 SH DFND 19,2,20,5 1389831 0 166613 KELLOGG CO COM 487836108 801855 12464707 SH DFND 10,11,12,13,19,2,20,5,6,8 9669484 157509 2637714 KELLY SVCS INC CL A 488152208 27286 1138336 SH DFND 19,2,20,5 1079634 453 58249 KEMPER CORP COM 488401100 124994 1691396 SH DFND 13,19,2,20,5,8 1571930 954 118512 KEMPHARM INC COM NEW 488445206 6331 493808 SH DFND 2,20,5 451248 0 42560 KENNAMETAL INC COM 489170100 90454 2518213 SH DFND 19,2,20,5 2345155 5460 167598 KENNEDY-WILSON HOLDINGS INC COM 489398107 67243 3347512 SH DFND 19,2,20,5,8 2985667 2500 359345 KEROS THERAPEUTICS INC COM 492327101 28836 678978 SH DFND 19,2,20,5 658298 0 20680 KEURIG DR PEPPER INC COM 49271V100 522095 14738396 SH DFND 10,11,12,13,19,2,20,5,6,8 12185475 395136 2157785 AMC NETWORKS INC CL A 00164V103 70202 1050929 SH DFND 12,13,19,2,20,5,8 993121 293 57515 KEYCORP COM 493267108 1097767 53160646 SH DFND 10,12,13,19,2,20,5,6,8 47176634 970889 5013123 KEYSIGHT TECHNOLOGIES INC COM 49338L103 1291034 8361077 SH DFND 10,11,12,13,19,2,20,5,6,8 6885665 267725 1207687 KEZAR LIFE SCIENCES INC COM 49372L100 2795 514790 SH DFND 2,20,5 494390 0 20400 KFORCE INC COM 493732101 29011 461002 SH DFND 10,19,2,20,5,8 419384 0 41618 KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 108 10883 SH DFND 20 0 0 10883 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 126 12697 SH DFND 20 0 0 12697 KILROY RLTY CORP COM 49427F108 347213 4950199 SH DFND 10,12,13,19,2,20,5,8 4361796 26055 562348 KIMBALL ELECTRONICS INC COM 49428J109 12567 578056 SH DFND 19,2,20,5 527044 44 50968 KIMBALL INTL INC CL B 494274103 12674 957305 SH DFND 19,2,20,5 903752 59 53494 KIMBERLY-CLARK CORP COM 494368103 2267828 16812798 SH DFND 1,10,11,12,13,19,2,20,5,6,8 14293269 253423 2266106 AMCOR PLC ORD G0250X107 1226813 107051786 SH DFND 10,11,12,13,19,1,2,20,5,6,8 98651229 522019 7878538 KIMCO RLTY CORP COM 49446R109 519202 24901763 SH DFND 10,12,13,19,2,20,5,6,8 22107703 104781 2689279 KINDER MORGAN INC DEL COM 49456B101 2484263 136273345 SH DFND 10,11,12,13,19,2,20,5,6,8 122302416 1639879 12331050 KINDRED BIOSCIENCES INC COM 494577109 1373 149762 SH DFND 20 149762 0 0 KINGSOFT CLOUD HLDGS LTD ADS 49639K101 37630 1109047 SH DFND 10,12,13,19,2,20,5,8 773197 41400 294450 KINGSTONE COS INC COM 496719105 224 28729 SH DFND 20 28729 0 0 KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 31965 2294704 SH DFND 19,2,20,5 2249592 0 45112 KINNATE BIOPHARMA INC COM 49705R105 5520 237130 SH DFND 2,20,5 222694 0 14436 KINSALE CAP GROUP INC COM 49714P108 120185 729412 SH DFND 19,2,20,5 680736 200 48476 KINTARA THERAPEUTICS INC COM 49720K101 245 107974 SH DFND 20 107974 0 0 KIRBY CORP COM 497266106 97978 1615724 SH DFND 12,13,19,2,20,5 1549749 0 65975 AMDOCS LTD SHS G02602103 119554 1538303 SH DFND 12,13,19,1,2,20,5,8 1391597 0 146706 KIRKLANDS INC COM 497498105 4744 207342 SH DFND 2,20,5 198993 0 8349 KITE RLTY GROUP TR COM NEW 49803T300 98658 4482396 SH DFND 10,19,2,20,5,8 4060546 43512 378338 KKR & CO INC COM 48251W104 665510 11234139 SH DFND 10,12,13,19,2,20,5,6,8 9317200 287185 1629754 KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 217 21577 SH DFND 20 0 0 21577 KKR REAL ESTATE FIN TR INC COM 48251K100 24524 1111826 SH DFND 19,2,20,5 1025886 11900 74040 KLA CORP COM NEW 482480100 2017150 6221740 SH DFND 10,11,12,13,19,2,20,5,6,8 5194433 224724 802583 KLX ENERGY SERVICS HOLDNGS I COM NEW 48253L205 169 17716 SH DFND 20 17716 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 251653 5535697 SH DFND 10,11,12,13,19,2,20,5,6,8 4522449 296118 717130 KNOLL INC COM NEW 498904200 25052 963923 SH DFND 19,2,20,5 864544 700 98679 KNOWBE4 INC CL A 49926T104 1107 35400 SH DFND 20 35400 0 0 908 DEVICES INC COM 65443P102 13540 349415 SH DFND 2,20,5 341458 0 7957 AMEDISYS INC COM 023436108 201845 824093 SH DFND 13,19,2,20,5,8 762151 374 61568 KNOWLES CORP COM 49926D109 59292 3003638 SH DFND 1,19,2,20,5 2837057 528 166053 KODIAK SCIENCES INC COM 50015M109 110182 1184757 SH DFND 19,2,20,5 1119949 800 64008 KOHLS CORP COM 500255104 263732 4785550 SH DFND 1,12,13,19,2,20,5,8 3906061 1410 878079 KONINKLIJKE PHILIPS N V NY REGIS SHS NEW 500472303 5320 107047 SH DFND 1,2,20 98652 0 8395 KONTOOR BRANDS INC COM 50050N103 100312 1778265 SH DFND 12,13,19,2,20,5,8 1547598 7798 222869 KOPIN CORP COM 500600101 42478 5192895 SH DFND 2,20,5 5082406 0 110489 KOPPERS HOLDINGS INC COM 50060P106 22734 702764 SH DFND 19,2,20,5 665058 0 37706 KOREA ELEC PWR CORP SPONSORED ADR 500631106 7641 707493 SH DFND 2,5 707493 0 0 KORN FERRY COM NEW 500643200 126133 1738573 SH DFND 19,2,20,5 1628469 513 109591 KORNIT DIGITAL LTD SHS M6372Q113 37028 297819 SH DFND 10,13,19,2,20,5,6,8 184720 600 112499 AMER SOFTWARE INC CL A 029683109 15692 714565 SH DFND 19,2,20,5 648482 0 66083 KOSMOS ENERGY LTD COM 500688106 68443 19781082 SH DFND 19,2,20,5,8 19179432 0 601650 KOSS CORP COM 500692108 617 26574 SH DFND 20 26574 0 0 KRAFT HEINZ CO COM 500754106 1210107 29674042 SH DFND 10,11,12,13,19,2,20,5,6,8 25983873 552488 3137681 KRATON CORP COM 50077C106 36532 1131382 SH DFND 19,2,20,5 1063136 600 67646 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 134738 4729324 SH DFND 2,20,5 4508984 500 219840 KROGER CO COM 501044101 1508422 39374106 SH DFND 10,11,12,13,19,2,20,5,6,8 31300086 1132165 6941855 KRONOS BIO INC COM 50107A104 13006 543044 SH DFND 19,2,20,5 515431 0 27613 KRONOS WORLDWIDE INC COM 50105F105 9034 630851 SH DFND 19,2,20,5 581332 7594 41925 KRYSTAL BIOTECH INC COM 501147102 48484 712997 SH DFND 19,2,20,5 686172 0 26825 KT CORP SPONSORED ADR 48268K101 444 31794 SH DFND 1 0 0 31794 AMER STATES WTR CO COM 029899101 255714 3214099 SH DFND 19,2,20,5,6,8 3126663 200 87236 KUBIENT INC COM 50116V107 132 23100 SH DFND 20 23100 0 0 KULICKE & SOFFA INDS INC COM 501242101 124089 2024923 SH DFND 10,19,2,20,5,8 1891180 226 133517 KURA ONCOLOGY INC COM 50127T109 67859 3254642 SH DFND 19,2,20,5 3151302 0 103340 KURA SUSHI USA INC CL A COM 501270102 1600 42093 SH DFND 2,20 37778 0 4315 KVH INDS INC COM 482738101 3745 304483 SH DFND 2,20,5 286192 0 18291 KYMERA THERAPEUTICS INC COM 501575104 64827 1336646 SH DFND 19,2,20,5 1300121 0 36525 L BRANDS INC COM 501797104 690417 9581147 SH DFND 10,11,12,13,19,2,20,5,6,8 7856598 274637 1449912 L&F ACQUISITION CORP SHS CL A G53702109 103 10277 SH DFND 20 0 0 10277 L3HARRIS TECHNOLOGIES INC COM 502431109 1862437 8616409 SH DFND 1,10,11,12,13,19,2,20,5,6,8 7552394 150026 913989 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 400 93479 SH DFND 20 93479 0 0 AMERANT BANCORP INC CL A 023576101 9274 433791 SH DFND 19,2,20,5 394328 0 39463 LA Z BOY INC COM 505336107 55015 1485278 SH DFND 19,2,20,5,8 1394139 169 90970 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1169709 4240381 SH DFND 10,11,12,13,19,2,20,5,6,8 3618638 114642 507101 LADDER CAP CORP CL A 505743104 26820 2284897 SH DFND 19,2,20,5,8 2084233 2000 198664 LAIRD SUPERFOOD INC COM STK 50736T102 2072 69382 SH DFND 2,20 65703 0 3679 LAKELAND BANCORP INC COM 511637100 24515 1402447 SH DFND 19,2,20,5 1293470 0 108977 LAKELAND FINL CORP COM 511656100 47110 764284 SH DFND 19,2,20,5 716564 0 47720 LAKELAND INDS INC COM 511795106 704 31541 SH DFND 20 31541 0 0 LAM RESEARCH CORP COM 512807108 3819893 5858935 SH DFND 10,11,12,13,19,2,20,5,6,8 4869215 191678 798042 LAMAR ADVERTISING CO NEW CL A 512816109 234277 2243607 SH DFND 12,13,19,2,20,5,8 2077355 773 165479 LAMB WESTON HLDGS INC COM 513272104 465672 5773273 SH DFND 10,11,12,13,19,2,20,5,6,8 4983634 82429 707210 AMERCO COM 023586100 159861 271001 SH DFND 10,11,12,13,19,2,20,5,6,8 204216 11108 55677 LANCASTER COLONY CORP COM 513847103 280668 1450404 SH DFND 13,19,2,20,5,6,8 1394847 300 55257 LANDEC CORP COM 514766104 5981 531633 SH DFND 19,2,20,5 487514 1589 42530 LANDMARK BANCORP INC COM 51504L107 218 8086 SH DFND 20 8086 0 0 LANDOS BIOPHARMA INC COM 515069102 1067 92367 SH DFND 2,20 86872 0 5495 LANDS END INC NEW COM 51509F105 18931 461175 SH DFND 13,19,2,20,5,8 431407 422 29346 LANDSEA HOMES CORP COM 51509P103 441 52640 SH DFND 2,20 51340 0 1300 LANDSTAR SYS INC COM 515098101 176230 1115238 SH DFND 13,19,2,20,5,8 1030320 292 84626 LANNET INC COM 516012101 710 151971 SH DFND 20,5 151971 0 0 LANTHEUS HLDGS INC COM 516544103 74948 2711571 SH DFND 19,2,20,5 2588699 0 122872 LANTRONIX INC COM NEW 516548203 155 30107 SH DFND 20 30107 0 0 AMEREN CORP COM 023608102 989477 12362283 SH DFND 10,11,12,13,19,2,20,5,6,8 10871099 313215 1177969 LAREDO PETROLEUM INC COM 516806205 89943 969316 SH DFND 2,20,5 953607 0 15709 LARIMAR THERAPEUTICS INC COM 517125100 383 39033 SH DFND 20 39033 0 0 LAS VEGAS SANDS CORP COM 517834107 669459 12705616 SH DFND 10,12,13,19,2,20,5,6,8 10863973 200902 1640741 LATHAM GROUP INC COM 51819L107 11869 371374 SH DFND 2,20,5 340129 0 31245 LATTICE SEMICONDUCTOR CORP COM 518415104 254970 4538448 SH DFND 13,19,2,20,5 4254312 1881 282255 LAUDER ESTEE COS INC CL A 518439104 2973974 9349767 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8077424 132646 1139697 LAUREATE EDUCATION INC CL A 518613203 29766 2051404 SH DFND 19,2,20,5 1871875 700 178829 LAWSON PRODS INC COM 520776105 4968 92841 SH DFND 2,20,5 88621 0 4220 LAZARD LTD SHS A G54050102 65337 1443920 SH DFND 12,13,2,20,5 1353652 0 90268 LAZYDAYS HLDGS INC COM 52110H100 2068 94000 SH DFND 2,20 92400 0 1600 AMERESCO INC CL A 02361E108 32679 521030 SH DFND 19,2,20,5 473222 0 47808 LCI INDS COM 50189K103 100845 767346 SH DFND 13,19,2,20,5 716704 247 50395 LCNB CORP COM 50181P100 383 23412 SH DFND 20 23412 0 0 LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 127 12697 SH DFND 20 0 0 12697 LEAP THERAPEUTICS INC COM 52187K101 85 52100 SH DFND 20 52100 0 0 LEAR CORP COM NEW 521865204 417112 2379690 SH DFND 10,11,12,13,19,2,20,5,6,8 2058683 80990 240017 LEE ENTERPRISES INC COM 523768406 430 15201 SH DFND 20 15201 0 0 LEGACY HOUSING CORP COM 52472M101 1899 112287 SH DFND 2,20 106687 0 5600 LEGEND BIOTECH CORP SPONSORED ADS 52490G102 4432 107963 SH DFND 19,2 107963 0 0 LEGGETT & PLATT INC COM 524660107 615104 11778718 SH DFND 10,12,13,19,2,20,5,6,8 11336111 8839 433768 LEIDOS HOLDINGS INC COM 525327102 550388 5443992 SH DFND 10,11,12,13,19,2,20,5,6,8 4773437 99217 571338 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 7538 502522 SH DFND 13,20,5,8 378512 54800 69210 LEMAITRE VASCULAR INC COM 525558201 42490 696321 SH DFND 19,2,20,5 663654 0 32667 LEMONADE INC COM 52567D107 64870 592906 SH DFND 19,2,20,5 527806 100 65000 LENDINGCLUB CORP COM NEW 52603A208 42882 2365234 SH DFND 19,2,20,5 2204127 0 161107 LENDINGTREE INC NEW COM 52603B107 73743 348042 SH DFND 19,2,20,5 325511 100 22431 LENNAR CORP CL A 526057104 1247318 12554786 SH DFND 10,11,12,13,19,2,20,5,6,8 11048157 219775 1286854 LENNAR CORP CL B 526057302 5371 65944 SH DFND 10,12,13,2,20,5,6,8 52779 0 13165 LENNOX INTL INC COM 526107107 459981 1307812 SH DFND 10,11,12,13,19,2,20,5,6,8 1145148 38604 124060 LENSAR INC COM 52634L108 287 33094 SH DFND 20,5 33094 0 0 LESLIES INC COM 527064109 47722 1735979 SH DFND 19,2,20,5 1637053 0 98926 LEVEL ONE BANCORP INC COM 52730D208 216 7902 SH DFND 20 7902 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 437579 20630808 SH DFND 10,12,13,19,2,20,5,6,8 18904674 4783 1721351 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 10991 396512 SH DFND 19,20,5 332120 0 64392 LEXICON PHARMACEUTICALS INC COM NEW 528872302 4763 1037647 SH DFND 2,20,5 993370 0 44277 LEXINFINTECH HLDGS LTD ADR 528877103 19058 1555719 SH DFND 2,20,5 1451519 0 104200 LEXINGTON REALTY TRUST COM 529043101 171089 14190027 SH DFND 10,13,19,2,20,5,8 12895345 60621 1234061 LG DISPLAY CO LTD SPONS ADR REP 50186V102 5891 551091 SH DFND 1,2,5 535952 0 15139 LGI HOMES INC COM 50187T106 152161 939611 SH DFND 19,2,20,5 897667 200 41744 LHC GROUP INC COM 50187A107 192016 958834 SH DFND 13,19,2,20,5 895718 300 62816 LI AUTO INC SPONSORED ADS 50202M102 292397 8368546 SH DFND 1,10,12,13,19,2,20,5,8 5991990 215900 2160656 LIBERTY BROADBAND CORP COM SER A 530307107 98974 588536 SH DFND 10,11,12,13,19,2,20,5,6,8 449197 16848 122491 LIBERTY BROADBAND CORP COM SER C 530307305 589349 3393693 SH DFND 10,11,12,13,19,2,20,5,6,8 2766516 90517 536660 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 42924 26825000 PRN DFND 2,5 26825000 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 68579 2524990 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1653233 113466 758291 LIBERTY GLOBAL PLC SHS CL C G5480U120 149947 5545389 SH DFND 10,11,12,13,19,2,20,5,6,8 3896744 275336 1373309 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 13941 1005875 SH DFND 12,13,19,2,20,5 875030 0 130845 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 45329 3214819 SH DFND 12,13,19,2,20,5 2867161 2596 345062 LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 12432 12154000 PRN DFND 2,5 12154000 0 0 LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 5923 209887 SH DFND 13,19,2,20,5 181302 370 28215 LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 99359 2133091 SH DFND 10,12,13,19,2,20,5,6,8 1540516 53866 538709 LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 21213 763865 SH DFND 13,19,2,20,5 651390 880 111595 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 174855 3769244 SH DFND 10,12,13,19,2,20,5,6,8 3060284 111968 596992 LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 13961 327486 SH DFND 12,13,2,20 311001 0 16485 A-MARK PRECIOUS METALS INC COM 00181T107 6007 129179 SH DFND 2,20 115978 0 13201 AMERICAN ASSETS TR INC COM 024013104 98169 2632570 SH DFND 10,19,2,20,5,8 2388411 11275 232884 LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 191756 3977509 SH DFND 10,12,13,19,2,20,5,6,8 3191878 107493 678138 LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 6957 9050000 PRN DFND 2 9050000 0 0 LIBERTY MEDIA CORP DEL DEB 4.000%11/1 530715AG6 5944 7707000 PRN DFND 2 7707000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 17524 12882000 PRN DFND 2,5 12882000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 33378 25102000 PRN DFND 2,5 25102000 0 0 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 32098 2266804 SH DFND 19,2,20,5 2120695 0 146109 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 6047 1485643 SH DFND 2,20,5 1425489 0 60154 LIFE STORAGE INC COM 53223X107 372028 3465557 SH DFND 10,12,13,19,2,20,5,8 3060689 16841 388027 LIFEMD INC COM 53216B104 791 67123 SH DFND 20 67123 0 0 LIFETIME BRANDS INC COM 53222Q103 3347 223604 SH DFND 2,20 209059 0 14545 AMERICAN AXLE & MFG HLDGS IN COM 024061103 45119 4359317 SH DFND 12,19,2,20,5,8 4129955 3329 226033 LIFEVANTAGE CORP COM NEW 53222K205 315 42910 SH DFND 20 42910 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 112751 859448 SH DFND 13,19,2,20,5 824686 148 34614 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 14517 14672000 PRN DFND 2,5 14672000 0 0 LIGHTNING EMOTORS INC COM 53228T101 381 45800 SH DFND 20 45800 0 0 LIGHTPATH TECHNOLOGIES INC COM CL A 532257805 105 41509 SH DFND 20 41509 0 0 LILLY ELI & CO COM 532457108 7557537 32927576 SH DFND 1,10,11,12,13,19,2,20,5,6,8 27483761 881034 4562781 LIMELIGHT NETWORKS INC COM 53261M104 12265 3893675 SH DFND 19,2,20,5 3612398 0 281277 LIMONEIRA CO COM 532746104 5285 301112 SH DFND 2,20,5 279508 0 21604 LINCOLN EDL SVCS CORP COM 533535100 694 89188 SH DFND 20 89188 0 0 LINCOLN ELEC HLDGS INC COM 533900106 362134 2739005 SH DFND 13,19,2,20,5,8 2621615 695 116695 AMERICAN CAMPUS CMNTYS INC COM 024835100 290117 6209695 SH DFND 10,12,13,19,2,20,5,8 5505097 30256 674342 LINCOLN NATL CORP IND COM 534187109 614843 9784265 SH DFND 10,11,12,13,19,2,20,5,6,8 8563520 172822 1047923 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9205 574984 SH DFND 19,2,20,5 518351 0 56633 LINDE PLC SHS G5494J103 6157130 21297579 SH DFND 10,11,12,13,19,1,2,20,5,6,8 18791414 205703 2300462 LINDSAY CORP COM 535555106 58509 353998 SH DFND 19,2,20,5 330713 400 22885 LINEAGE CELL THERAPEUTICS IN COM 53566P109 5324 1868046 SH DFND 2,20,5 1799646 0 68400 LIONS GATE ENTMNT CORP CL A VTG 535919401 24740 1195171 SH DFND 13,19,2,20,5 1035786 1200 158185 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 41834 2285988 SH DFND 13,19,2,20,5 2061414 612 223962 LIPOCINE INC NEW COM 53630X104 426 304617 SH DFND 20 304617 0 0 LIQTECH INTL INC COM 53632A201 278 37981 SH DFND 20 37981 0 0 LIQUIDIA CORPORATION COM NEW 53635D202 437 152956 SH DFND 20 152956 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 183990 4902478 SH DFND 12,13,19,2,20,5,8 4592039 1874 308565 LIQUIDITY SVCS INC COM 53635B107 28122 1104980 SH DFND 2,20,5 1075379 0 29601 LITHIA MTRS INC COM 536797103 263161 765804 SH DFND 12,13,19,2,20,5,8 711228 235 54341 LITTELFUSE INC COM 537008104 155354 609732 SH DFND 13,19,2,20,5 562323 349 47060 LIVANOVA PLC SHS G5509L101 165821 1971476 SH DFND 13,19,1,2,20,5 1866099 2276 103101 LIVE NATION ENTERTAINMENT IN COM 538034109 557333 6362976 SH DFND 10,11,12,13,19,2,20,5,6,8 5561927 92262 708787 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 13039 11599000 PRN DFND 2,5 11599000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 20825 14770000 PRN DFND 2,5 14770000 0 0 LIVE OAK BANCSHARES INC COM 53803X105 85537 1449786 SH DFND 19,2,20,5 1389419 0 60367 LIVE VENTURES INC COM NEW 538142308 238 3870 SH DFND 20 3870 0 0 LIVENT CORP COM 53814L108 91648 4733887 SH DFND 19,2,20,5 4408865 1460 323562 AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 47446 10850000 PRN DFND 2,5 10850000 0 0 LIVEPERSON INC COM 538146101 126633 2002413 SH DFND 19,2,20,5 1871805 636 129972 LIVERAMP HLDGS INC COM 53815P108 98446 2101302 SH DFND 13,19,2,20,5,8 1971985 665 128652 LIVEXLIVE MEDIA INC COM NEW 53839L208 4998 1058921 SH DFND 2,20,5 1023476 0 35445 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 15099 9500000 PRN DFND 2 9500000 0 0 LIXTE BIOTECHNOLOGY HLDGS IN COM 539319202 102 33600 SH DFND 20 33600 0 0 LKQ CORP COM 501889208 570618 11593209 SH DFND 10,11,12,13,19,2,20,5,6,8 9628456 404738 1560015 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 66 25804 SH DFND 20 25804 0 0 LMP AUTOMOTIVE HLDGS INC COM 53952P101 490 28844 SH DFND 20 28844 0 0 LOANDEPOT INC COM CL A 53946R106 217 16815 SH DFND 20 16815 0 0 LOCKHEED MARTIN CORP COM 539830109 15199430 40172934 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9741230 29574011 857693 AMERICAN ELEC PWR CO INC COM 025537101 2063732 24396878 SH DFND 10,11,12,13,19,2,20,5,6,8 21501050 345567 2550261 LOEWS CORP COM 540424108 579609 10605839 SH DFND 10,11,12,13,19,2,20,5,6,8 9158789 153260 1293790 LOGICBIO THERAPEUTICS INC COM 54142F102 110 24807 SH DFND 20 24807 0 0 LOGITECH INTL S A SHS H50430232 5516 45616 SH DFND 2,20 45616 0 0 LOMA NEGRA C I A S A MTN 14 SPONSORED ADS 54150E104 1459 214314 SH DFND 2,20,5 178685 0 35629 LOOP INDS INC COM 543518104 806 65343 SH DFND 20 65343 0 0 LORAL SPACE & COM INC COM 543881106 9459 243465 SH DFND 19,2,20,5 221782 562 21121 LORDSTOWN MOTORS CORP COM CL A 54405Q100 29091 2630314 SH DFND 19,2,20,5 2462927 0 167387 LOUISIANA PAC CORP COM 546347105 157669 2615180 SH DFND 13,19,2,20,5,8 2424655 1353 189172 LOVESAC COMPANY COM 54738L109 17397 218035 SH DFND 19,2,20,5 198022 0 20013 LOWES COS INC COM 548661107 5974639 30801869 SH DFND 1,10,11,12,13,19,2,20,5,6,8 26436320 598717 3766832 AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 15357 313400 SH DFND 2 313400 0 0 LPL FINL HLDGS INC COM 50212V100 161879 1199285 SH DFND 12,13,19,2,20,5,8 1040033 5800 153452 LSB INDS INC COM 502160104 474 78326 SH DFND 20 78326 0 0 LSI INDS INC OHIO COM 50216C108 783 97796 SH DFND 20 97796 0 0 LTC PPTYS INC COM 502175102 97009 2526925 SH DFND 10,19,2,20,5,8 2339997 8927 178001 LUBYS INC COM 549282101 354 92187 SH DFND 20 92187 0 0 LUCIRA HEALTH INC COM 54948U105 264 39700 SH DFND 20 39700 0 0 LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 49140 4348690 SH DFND 1,10,12,13,19,2,20,5,8 2941027 95800 1311863 LULULEMON ATHLETICA INC COM 550021109 1026015 2811232 SH DFND 10,11,12,13,19,2,20,5,6,8 2177265 132825 501142 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 18487 876161 SH DFND 19,2,20,5 823808 0 52353 LUMEN TECHNOLOGIES INC COM 550241103 842129 61966806 SH DFND 1,10,11,12,13,19,2,20,5,6,8 45621051 790829 15554926 AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 20816 408000 SH DFND 2 408000 0 0 LUMENT FINANCE TRUST INC COM 55025L108 299 69547 SH DFND 20 20762 0 48785 LUMENTUM HLDGS INC COM 55024U109 157853 1924333 SH DFND 13,19,2,20,5 1774912 671 148750 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17177 11768000 PRN DFND 2,5 11768000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 29353 27121000 PRN DFND 2,5 27121000 0 0 LUMINAR TECHNOLOGIES INC COM CL A 550424105 26282 1197373 SH DFND 19,2,20,5 1159507 0 37866 LUMINEX CORP DEL COM 55027E102 56581 1533159 SH DFND 19,2,20,5 1449658 0 83501 LUMOS PHARMA INC COM 55028X109 112 11237 SH DFND 20 11237 0 0 LUNA INNOVATIONS INC COM 550351100 7399 683163 SH DFND 2,20 657364 0 25799 LUTHER BURBANK CORP COM 550550107 4702 396472 SH DFND 19,2,20,5 353182 0 43290 LUXFER HOLDINGS PLC SHS G5698W116 14989 673643 SH DFND 19,2,20,5 608193 0 65450 AMERICAN EQTY INVT LIFE HLD COM 025676206 105934 3277674 SH DFND 12,13,19,2,20,5 3114631 600 162443 LYDALL INC COM 550819106 31128 514340 SH DFND 2,20,5 496340 0 18000 LYFT INC CL A COM 55087P104 404814 6693349 SH DFND 10,11,12,13,19,2,20,5,6,8 5693166 143543 856640 LYFT INC NOTE 1.500% 5/1 55087PAB0 26298 15375000 PRN DFND 2 15375000 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1235588 12011157 SH DFND 10,11,12,13,19,2,20,5,6,8 10512127 239898 1259132 M & T BK CORP COM 55261F104 1054198 7254822 SH DFND 10,12,13,19,2,20,5,6,8 6503427 112592 638803 M D C HLDGS INC COM 552676108 121863 2408364 SH DFND 19,2,20,5,8 2287608 0 120756 M/I HOMES INC COM 55305B101 71831 1224330 SH DFND 19,2,20,5 1169979 0 54351 MACATAWA BK CORP COM 554225102 4002 457359 SH DFND 13,2,20,5 409228 0 48131 MACERICH CO COM 554382101 165881 9089367 SH DFND 10,12,13,19,2,20,5,8 8269596 42967 776804 MACK CALI RLTY CORP COM 554489104 78215 4560629 SH DFND 10,13,19,2,20,5,8 4155741 19028 385860 AMERICAN EXPRESS CO COM 025816109 5716089 34594740 SH DFND 1,10,11,12,13,19,2,20,5,6,8 24906839 477860 9210041 MACKINAC FINL CORP COM 554571109 693 35051 SH DFND 20 29910 0 5141 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 87380 1363615 SH DFND 19,2,20,5 1264923 527 98165 MACQUARIE INFRASTRUCTURE COR COM 55608B105 91726 2396801 SH DFND 12,13,19,2,20,5,8 2255115 600 141086 MACROGENICS INC COM 556099109 86800 3231559 SH DFND 19,2,20,5 3127290 0 104269 MACYS INC COM 55616P104 255307 13465561 SH DFND 12,13,19,2,20,5,8 10707568 2513 2755480 MADDEN STEVEN LTD COM 556269108 113563 2595129 SH DFND 19,2,20,5,8 2428031 430 166668 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 30635 364830 SH DFND 13,19,2,20,5 330059 216 34555 MADISON SQUARE GRDN SPRT COR CL A 55825T103 47935 277774 SH DFND 13,19,2,20,5,8 235957 216 41601 MADRIGAL PHARMACEUTICALS INC COM 558868105 60634 622462 SH DFND 19,2,20,5 602443 0 20019 MAGELLAN HEALTH INC COM NEW 559079207 86599 919315 SH DFND 12,19,2,20,5,8 790839 98 128378 A10 NETWORKS INC COM 002121101 20598 1829338 SH DFND 19,2,20,5 1709977 0 119361 AMERICAN FIN TR INC COM CLASS A 02607T109 31284 3689204 SH DFND 10,19,2,20,5,8 3247055 23000 419149 MAGENTA THERAPEUTICS INC COM 55910K108 4493 459439 SH DFND 2,20,5 433959 0 25480 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 596 36700 SH DFND 2,20 36700 0 0 MAGNA INTL INC COM 559222401 4817 51995 SH DFND 2 51995 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 2314 96985 SH DFND 13,19,2,20,5 54685 0 42300 MAGNITE INC COM 55955D100 72035 2128694 SH DFND 13,19,2,20,5 1903618 900 224176 MAGNOLIA OIL & GAS CORP CL A 559663109 78058 4994129 SH DFND 19,2,20,5 4815902 0 178227 MAGYAR BANCORP INC COM 55977T109 432 31499 SH DFND 20 0 0 31499 MAIDEN HOLDINGS LTD SHS G5753U112 2438 723426 SH DFND 2,20 708526 0 14900 MAINSTREET BANCSHARES INC COM 56064Y100 305 13527 SH DFND 20 13527 0 0 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2779 92477 SH DFND 2,20 92477 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 347402 2785458 SH DFND 10,11,12,13,19,2,20,5,6,8 2235697 112815 436946 MALIBU BOATS INC COM CL A 56117J100 29447 401562 SH DFND 19,2,20,5 365671 0 35891 MALVERN BANCORP INC COM 561409103 939 50792 SH DFND 20 6988 0 43804 MAMMOTH ENERGY SVCS INC COM 56155L108 241 52407 SH DFND 20 52407 0 0 MANCHESTER UTD PLC NEW ORD CL A G5784H106 291 19170 SH DFND 2 19170 0 0 MANHATTAN ASSOCIATES INC COM 562750109 238884 1649294 SH DFND 13,19,2,20,5,8 1525983 700 122611 MANITEX INTL INC COM 563420108 112 15318 SH DFND 20 15318 0 0 MANITOWOC CO INC COM NEW 563571405 16620 678368 SH DFND 19,2,20,5 618335 1196 58837 MANNATECH INC COM NEW 563771203 343 12421 SH DFND 20 12421 0 0 MANNING & NAPIER INC CL A 56382Q102 218 27659 SH DFND 20 27659 0 0 MANNKIND CORP COM NEW 56400P706 85370 15664197 SH DFND 19,2,20,5 15366961 0 297236 AMERICAN HOMES 4 RENT CL A 02665T306 374868 9649102 SH DFND 10,12,19,2,20,5,8 8109217 62550 1477335 MANPOWERGROUP INC WIS COM 56418H100 206767 1738853 SH DFND 10,12,13,19,2,20,5,8 1616764 5932 116157 MANTECH INTERNATIONAL CORP CL A 564563104 82996 959044 SH DFND 19,2,20,5,8 909392 407 49245 MARATHON DIGITAL HOLDINGS IN COM 565788106 70488 2246983 SH DFND 19,2,20,5 2101673 2100 143210 MARATHON OIL CORP COM 565849106 722835 53071552 SH DFND 1,10,12,13,19,2,20,5,6,8 49066521 9667 3995364 MARATHON PETE CORP COM 56585A102 2608959 43180392 SH DFND 1,10,11,12,13,19,2,20,5,6,8 39677787 425740 3076865 MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 50927 1220384 SH DFND 19,2,20,5 1077472 0 142912 MARCHEX INC CL B 56624R108 395 129115 SH DFND 20 129115 0 0 MARCUS & MILLICHAP INC COM 566324109 29480 758414 SH DFND 19,2,20,5 713523 0 44891 MARCUS CORP DEL COM 566330106 16609 783086 SH DFND 2,20,5 760349 0 22737 MARIN SOFTWARE INC COM NEW 56804T205 150 13943 SH DFND 20 13943 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 1920351 40343501 SH DFND 10,11,12,13,19,2,20,5,6,8 35429611 611805 4302085 MARINE PRODS CORP COM 568427108 3041 196961 SH DFND 2,20,5 189000 0 7961 MARINEMAX INC COM 567908108 43775 898133 SH DFND 19,2,20,5 851311 0 46822 MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 11732 653946 SH DFND 2,20,5 621979 0 31967 MARKEL CORP COM 570535104 382981 322725 SH DFND 10,11,12,13,19,2,20,5,6,8 263200 9435 50090 MARKER THERAPEUTICS INC COM 57055L107 538 192751 SH DFND 20 192751 0 0 MARKETAXESS HLDGS INC COM 57060D108 828245 1786589 SH DFND 10,11,12,13,19,2,20,5,6,8 1491207 57905 237477 MARLIN BUSINESS SVCS CORP COM 571157106 3990 175286 SH DFND 2,20 162939 0 12347 MARRIOTT INTL INC NEW CL A 571903202 1556006 11397644 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9820894 193811 1382939 MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 166581 1045707 SH DFND 1,12,13,19,2,20,5 966101 515 79091 MARRONE BIO INNOVATIONS INC COM 57165B106 2029 1222391 SH DFND 2,20 1173061 0 49330 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 26641 179338 SH DFND 19,2,20,5 167320 0 12018 MARSH & MCLENNAN COS INC COM 571748102 3272337 23260853 SH DFND 10,11,12,13,19,2,20,5,6,8 19699122 514501 3047230 MARTEN TRANS LTD COM 573075108 36465 2211340 SH DFND 19,2,20,5 2082135 0 129205 MARTIN MARIETTA MATLS INC COM 573284106 1171272 3329275 SH DFND 10,11,12,13,19,2,20,5,6,8 2893328 42931 393016 MARVELL TECHNOLOGY INC COM 573874104 1049873 17998859 SH DFND 10,11,12,13,19,2,20,5,6,8 14745566 554853 2698440 MASCO CORP COM 574599106 695968 11814087 SH DFND 10,11,12,13,19,2,20,5,6,8 10231821 299737 1282529 MASIMO CORP COM 574795100 411845 1698680 SH DFND 10,11,12,13,19,2,20,5,6,8 1474026 35411 189243 MASONITE INTL CORP COM 575385109 54545 487925 SH DFND 19,2,20,5,8 442096 200 45629 MASTEC INC COM 576323109 149221 1406422 SH DFND 12,13,19,2,20,5,8 1291784 487 114151 MASTECH DIGITAL INC COM 57633B100 208 13884 SH DFND 20 13884 0 0 MASTERCARD INCORPORATED CL A 57636Q104 12404804 33977387 SH DFND 10,11,12,13,19,2,20,5,6,8 28652095 978405 4346887 AMERICAN NATL BANKSHARES INC COM 027745108 6320 203278 SH DFND 13,2,20,5 181555 0 21723 MASTERCRAFT BOAT HLDGS INC COM 57637H103 8935 339868 SH DFND 2,20,5 320534 0 19334 MATADOR RES CO COM 576485205 222548 6180181 SH DFND 19,2,20,5 6029050 2200 148931 MATCH GROUP INC NEW COM 57667L107 916175 5681706 SH DFND 10,11,12,13,19,2,20,5,6,8 4674231 176463 831012 MATERIALISE NV SPONSORED ADS 57667T100 5875 243863 SH DFND 2,5 243863 0 0 MATERION CORP COM 576690101 84766 1124961 SH DFND 19,2,20,5 1081361 87 43513 MATINAS BIOPHARMA HLDGS INC COM 576810105 511 659574 SH DFND 20 659574 0 0 MATRIX SVC CO COM 576853105 9015 858587 SH DFND 2,20,5 828522 0 30065 MATSON INC COM 57686G105 95775 1496485 SH DFND 19,2,20,5 1440640 0 55845 MATTEL INC COM 577081102 181848 9047165 SH DFND 12,13,19,2,20,5,8 8400408 3270 643487 MATTHEWS INTL CORP CL A 577128101 38033 1057654 SH DFND 19,2,20,5 993519 71 64064 AMERICAN OUTDOOR BRANDS INC COM 02875D109 8139 231626 SH DFND 2,20,5 226130 0 5496 MAUI LD & PINEAPPLE INC COM 577345101 409 38128 SH DFND 20 38128 0 0 MAXAR TECHNOLOGIES INC COM 57778K105 122296 3063535 SH DFND 13,19,2,20,5,8 2918341 250 144944 MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 13331 622070 SH DFND 19,2,20,5 621250 0 820 MAXIM INTEGRATED PRODS INC COM 57772K101 1433758 13608184 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11335528 434103 1838553 MAXIMUS INC COM 577933104 217354 2470775 SH DFND 12,13,19,2,20,5,8 2305226 510 165039 MAXLINEAR INC COM 57776J100 115388 2715660 SH DFND 19,2,20,5 2568572 500 146588 MAYVILLE ENGR CO INC COM 578605107 3101 154211 SH DFND 2,20 148411 0 5800 MBIA INC COM 55262C100 12212 1110182 SH DFND 19,2,20,5 1001151 0 109031 MCAFEE CORP COM CL A 579063108 23625 839987 SH DFND 19,2,20,5 772182 0 67805 MCCORMICK & CO INC COM NON VTG 579780206 1124893 12736561 SH DFND 10,11,12,13,19,2,20,5,6,8 10607907 152155 1976499 AMERICAN PUB ED INC COM 02913V103 16558 584261 SH DFND 19,2,20,5 545186 0 39075 MCDONALDS CORP COM 580135101 8413763 36424792 SH DFND 1,10,11,12,13,19,2,20,5,6,8 26114047 610216 9700529 MCEWEN MNG INC COM 58039P107 18956 13735956 SH DFND 19,2,20,5 13513831 0 222125 MCGRATH RENTCORP COM 580589109 40633 498134 SH DFND 19,2,20,5 450776 167 47191 MCKESSON CORP COM 58155Q103 1316137 6867245 SH DFND 10,11,12,13,19,2,20,5,6,8 5792444 128380 946421 MDC PARTNERS INC. CL A SUB VTG 552697104 4223 721912 SH DFND 2,20,5 686465 0 35447 MDU RES GROUP INC COM 552690109 396035 12551223 SH DFND 12,13,19,2,20,5,8 12154372 1690 395161 MECHANICAL TECHNOLOGY INC COM NEW 583543103 105 14000 SH DFND 20 14000 0 0 MECHEL PAO SPONSORED ADR NE 583840608 616 303617 SH DFND 2,20 303617 0 0 MEDALIST DIVERSIFIED REIT IN COM 58403P105 35 25500 SH DFND 20 25500 0 0 MEDALLIA INC COM 584021109 48319 1431667 SH DFND 19,2,20,5 1266349 800 164518 AMERICAN RES CORP CL A 02927U208 245 95964 SH DFND 20 95964 0 0 MEDALLION FINL CORP COM 583928106 341 38525 SH DFND 20 38525 0 0 MEDAVAIL HOLDINGS INC COM 58406B103 980 79992 SH DFND 2,20 77100 0 2892 MEDIAALPHA INC CL A 58450V104 16375 388945 SH DFND 19,2,20,5 369298 0 19647 MEDICAL PPTYS TRUST INC COM 58463J304 500010 24539720 SH DFND 10,11,12,13,19,2,20,5,6,8 20826232 460025 3253463 MEDICINOVA INC COM NEW 58468P206 565 132849 SH DFND 20 132849 0 0 MEDIFAST INC COM 58470H101 105375 370516 SH DFND 19,2,20,5,8 344395 3018 23103 MEDNAX INC COM 58502B106 95756 3175996 SH DFND 12,13,19,2,20,5,8 2718309 892 456795 MEDPACE HLDGS INC COM 58506Q109 149905 848693 SH DFND 19,2,20,5 791741 400 56552 MEDTRONIC PLC SHS G5960L103 6967102 55848049 SH DFND 10,11,12,13,19,1,2,20,5,6,8 47979410 1028345 6840294 MEI PHARMA INC COM NEW 55279B202 5334 1871702 SH DFND 2,20,5 1757602 0 114100 AMERICAN RIV BANKSHARES COM 029326105 428 23651 SH DFND 20 6711 0 16940 MEIRAGTX HLDGS PLC COM G59665102 5948 383759 SH DFND 19,2,20,5 347944 0 35815 MELCO RESORTS AND ENTMNT LTD ADR 585464100 85049 5132728 SH DFND 1,10,12,13,19,2,20,5,6,8 2478822 311035 2342871 MERCADOLIBRE INC COM 58733R102 680483 436826 SH DFND 1,10,11,12,13,19,2,20,5,6,8 281385 27027 128414 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 41230 11626000 PRN DFND 2,5 11626000 0 0 MERCANTILE BK CORP COM 587376104 9856 326363 SH DFND 19,2,20,5 294651 0 31712 MERCER INTL INC COM 588056101 9820 766294 SH DFND 19,2,20,5,8 728425 0 37869 MERCHANTS BANCORP IND COM 58844R108 8896 226200 SH DFND 19,2,20,5 204752 0 21448 MERCK & CO INC COM 58933Y105 8943537 114073945 SH DFND 1,10,11,12,13,19,2,20,5,6,8 92158610 2889570 19025765 MERCURY GENL CORP NEW COM 589400100 76787 1182241 SH DFND 12,19,2,20,5,8 1130922 1634 49685 MERCURY SYS INC COM 589378108 148641 2242621 SH DFND 13,19,2,20,5 2129504 399 112718 AAON INC COM PAR $0.004 000360206 80383 1280352 SH DFND 19,2,20,5 1191947 800 87605 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 17373 999034 SH DFND 2,20,5 969434 0 29600 MEREDITH CORP COM 589433101 61574 1417452 SH DFND 12,19,2,20,5,8 1337517 1362 78573 MEREO BIOPHARMA GROUP PLC ADS 589492107 248 78200 SH DFND 1 0 0 78200 MERIDIAN BANCORP INC MD COM 58958U103 21601 1050588 SH DFND 19,2,20,5 931777 0 118811 MERIDIAN BIOSCIENCE INC COM 589584101 39834 1795951 SH DFND 19,2,20,5 1711809 500 83642 MERIDIAN CORPORATION COM 58958P104 246 9370 SH DFND 20 9370 0 0 MERIT MED SYS INC COM 589889104 118873 1838426 SH DFND 19,2,20,5 1596192 372 241862 MERITAGE HOMES CORP COM 59001A102 113244 1203697 SH DFND 12,19,2,20,5,8 1128568 564 74565 MERITOR INC COM 59001K100 60167 2569036 SH DFND 19,2,20,5,8 2426631 303 142102 MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 297 46556 SH DFND 20 46556 0 0 MERSANA THERAPEUTICS INC COM 59045L106 44088 3246523 SH DFND 13,19,2,20,5 3136673 100 109750 AMERICAN TOWER CORP NEW COM 03027X100 4913452 18105368 SH DFND 10,11,12,13,19,2,20,5,6,8 15576524 259159 2269685 MERUS N V COM N5749R100 2328 110467 SH DFND 19,2,20,5 91239 0 19228 MESA AIR GROUP INC COM NEW 590479135 7646 819549 SH DFND 2,20,5 781908 0 37641 MESA LABS INC COM 59064R109 50959 187922 SH DFND 19,2,20,5 178143 0 9779 MESOBLAST LTD SPONS ADR 590717104 673 90000 SH DFND 1 0 0 90000 META FINL GROUP INC COM 59100U108 52037 1026753 SH DFND 19,2,20,5 965721 0 61032 METACRINE INC COM 59101E103 40 10605 SH DFND 20 10605 0 0 METHODE ELECTRS INC COM 591520200 64005 1300650 SH DFND 19,2,20,5 1222480 108 78062 METLIFE INC COM 59156R108 2216857 37040217 SH DFND 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SH DFND 19,2,20,5 415547 0 29161 MICRO FOCUS INTL PLC SPON ADR NEW 594837403 476 63179 SH DFND 2,20 20460 568 42151 MICROBOT MED INC COM NEW 59503A204 274 34470 SH DFND 20 34470 0 0 AMERICAN WELL CORP CL A 03044L105 36880 2931654 SH DFND 19,2,20,5 2758334 0 173320 MICROCHIP TECHNOLOGY INC. COM 595017104 1557443 10400980 SH DFND 1,10,11,12,13,19,2,20,5,6,8 8963670 193085 1244225 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 19485 17350000 PRN DFND 2 17350000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 19160 8609000 PRN DFND 2,5 8609000 0 0 MICRON TECHNOLOGY INC COM 595112103 3909514 46005104 SH DFND 10,11,12,13,19,2,20,5,6,8 39040928 1296285 5667891 MICROSOFT CORP COM 594918104 79868081 294824958 SH DFND 1,10,11,12,13,19,2,20,5,6,8 244395619 7078418 43350921 MICROSTRATEGY INC CL A NEW 594972408 163062 245391 SH DFND 13,19,2,20,5 227115 100 18176 MICROVISION INC DEL COM NEW 594960304 61307 3660116 SH DFND 19,2,20,5 3416197 2400 241519 MICT INC COM 55328R109 766 327512 SH DFND 20 327512 0 0 MID PENN BANCORP INC COM 59540G107 3330 121325 SH DFND 2,20 114231 0 7094 MID-AMER APT CMNTYS INC COM 59522J103 1108176 6579834 SH DFND 10,11,12,13,19,2,20,5,6,8 5577743 106287 895804 AMERICAN WOODMARK CORPORATIO COM 030506109 43924 537686 SH DFND 19,2,20,5 507081 261 30344 MIDDLEBY CORP COM 596278101 236817 1366828 SH DFND 12,13,19,2,20,5,8 1266498 479 99851 MIDDLEFIELD BANC CORP COM NEW 596304204 299 12677 SH DFND 20 12677 0 0 MIDDLESEX WTR CO COM 596680108 29886 365664 SH DFND 19,2,20,5 330750 200 34714 MIDLAND STS BANCORP INC ILL COM 597742105 19352 736645 SH DFND 19,2,20,5 671404 0 65241 MIDWESTONE FINL GROUP INC NE COM 598511103 8074 280648 SH DFND 19,2,20,5 259276 0 21372 MILESTONE PHARMACEUTICALS IN COM 59935V107 91 16626 SH DFND 2 16626 0 0 MILESTONE SCIENTIFIC INC COM NEW 59935P209 117 47700 SH DFND 20 47700 0 0 MILLER HERMAN INC COM 600544100 88314 1865810 SH DFND 19,2,20,5,8 1735401 347 130062 MILLER INDS INC TENN COM NEW 600551204 10532 267035 SH DFND 2,20,5 255304 0 11731 MIMECAST LTD ORD SHS G14838109 73148 1378857 SH DFND 19,2,20,5,8 1255281 1100 122476 AMERICAN WTR WKS CO INC NEW COM 030420103 1438271 9331545 SH DFND 10,11,12,13,19,2,20,5,6,8 8084020 117152 1130373 MIMEDX GROUP INC COM 602496101 42306 3381766 SH DFND 19,2,20,5 3241655 0 140111 MIND MEDICINE MINDMED INC COM SUB VTG 60255C109 15439 4474970 SH DFND 2,20,5 4069840 0 405130 MIND TECHNOLOGY INC COM 602566101 111 57001 SH DFND 20 57001 0 0 MINERALS TECHNOLOGIES INC COM 603158106 80285 1020527 SH DFND 19,2,20,5 954577 914 65036 MINERVA NEUROSCIENCES INC COM 603380106 257 110632 SH DFND 20 110632 0 0 MINISO GROUP HLDG LTD SPONSORED ADS 66981J102 2896 139300 SH DFND 19,20,5 53100 0 86200 MIRATI THERAPEUTICS INC COM 60468T105 135633 839678 SH DFND 13,19,2,20,5 771123 300 68255 MIRUM PHARMACEUTICALS INC COM 604749101 2175 125786 SH DFND 2,20 122447 0 3339 MISONIX INC COM 604871103 4563 205713 SH DFND 2,20,5 197175 0 8538 MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 127 12697 SH DFND 20 0 0 12697 AMERICAS CAR-MART INC COM 03062T105 34066 240373 SH DFND 19,2,20,5 224801 0 15572 MISSION PRODUCE INC COM 60510V108 10164 490763 SH DFND 2,20,5 442075 0 48688 MISTRAS GROUP INC COM 60649T107 3155 320920 SH DFND 2,20 302174 0 18746 MITEK SYS INC COM NEW 606710200 23358 1212749 SH DFND 19,2,20,5 1119716 0 93033 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 138 25470 SH DFND 20 25470 0 0 MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 37 13100 SH DFND 20 13100 0 0 MKS INSTRS INC COM 55306N104 248186 1394693 SH DFND 13,19,2,20,5 1286065 601 108027 MMA CAPITAL HOLDINGS INC COM 55315D105 342 12600 SH DFND 20 12600 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 86168 9305403 SH DFND 10,12,13,19,2,20,5,8 6520004 308393 2477006 MODEL N INC COM 607525102 25464 743035 SH DFND 19,2,20,5 679597 0 63438 MODERNA INC COM 60770K107 1721364 7325576 SH DFND 10,11,12,13,19,2,20,5,6,8 5922672 192890 1210014 AMERICOLD RLTY TR COM 03064D108 324044 8512348 SH DFND 10,19,2,20,5,8 7269433 55700 1187215 MODINE MFG CO COM 607828100 20168 1215646 SH DFND 19,2,20,5 1165271 0 50375 MODIVCARE INC COM 60783X104 69216 406985 SH DFND 19,2,20,5 383644 0 23341 MOELIS & CO CL A 60786M105 69258 1217397 SH DFND 19,2,20,5,8 1095408 600 121389 MOHAWK INDS INC COM 608190104 535603 2786839 SH DFND 10,11,12,13,19,2,20,5,6,8 2442967 66186 277686 MOLECULAR TEMPLATES INC COM 608550109 4750 607398 SH DFND 19,2,20,5 570312 0 37086 MOLECULIN BIOTECH INC COM 60855D200 220 59900 SH DFND 20 59900 0 0 MOLINA HEALTHCARE INC COM 60855R100 490897 1939843 SH DFND 10,11,12,13,19,2,20,5,6,8 1621449 95132 223262 MOLSON COORS BEVERAGE CO CL B 60871R209 445906 8305194 SH DFND 10,12,13,19,2,20,5,6,8 6995518 127177 1182499 MOMENTIVE GLOBAL INC COM 60878Y108 54487 2585976 SH DFND 19,2,20,5 2333608 1100 251268 MOMO INC ADR 60879B107 71227 4652298 SH DFND 1,10,12,13,19,2,20,5,8 3235429 125500 1291369 AMERIPRISE FINL INC COM 03076C106 1368861 5500084 SH DFND 1,10,12,13,19,2,20,5,6,8 4642427 184212 673445 MOMO INC NOTE 1.250% 7/0 60879BAB3 14790 16472000 PRN DFND 2,5 16472000 0 0 MONARCH CASINO & RESORT INC COM 609027107 28927 437160 SH DFND 19,2,20,5 393665 0 43495 MONDELEZ INTL INC CL A 609207105 3887905 61955886 SH DFND 10,11,12,13,19,2,20,5,6,8 53163666 1169145 7623075 MONEYGRAM INTL INC COM NEW 60935Y208 15048 1492828 SH DFND 2,20,5 1424628 0 68200 MONGODB INC CL A 60937P106 431925 1194747 SH DFND 10,11,12,13,19,2,20,5,6,8 936754 44194 213799 MONMOUTH REAL ESTATE INVT CO CL A 609720107 70834 3783848 SH DFND 10,19,2,20,5,8 3323763 20405 439680 MONOLITHIC PWR SYS INC COM 609839105 647011 1729784 SH DFND 10,11,12,13,19,2,20,5,6,8 1444290 61624 223870 MONRO INC COM 610236101 81413 1281892 SH DFND 19,2,20,5 1213173 329 68390 MONSTER BEVERAGE CORP NEW COM 61174X109 1462415 16008926 SH DFND 10,11,12,13,19,2,20,5,6,8 13281883 621974 2105069 MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 194 19647 SH DFND 20 0 0 19647 AMERIS BANCORP COM 03076K108 208969 4115179 SH DFND 19,2,20,5 3953321 1400 160458 MONTROSE ENVIRONMENTAL GROUP COM 615111101 20236 377118 SH DFND 19,2,20,5 336110 0 41008 MOODYS CORP COM 615369105 2608088 7197307 SH DFND 10,11,12,13,19,2,20,5,6,8 6183980 136581 876746 MOOG INC CL A 615394202 109139 1298350 SH DFND 13,2,20,5,8 1240333 288 57729 MORGAN STANLEY COM NEW 617446448 11891646 129694032 SH DFND 10,12,13,19,2,20,5,6,8 56303287 65615119 7775626 MORNINGSTAR INC COM 617700109 89846 349447 SH DFND 19,2,20,5,8 303405 126 45916 MORPHIC HLDG INC COM 61775R105 49462 861853 SH DFND 19,2,20,5 826521 0 35332 MOSAIC CO NEW COM 61945C103 550321 17246041 SH DFND 10,11,12,13,19,2,20,5,6,8 14255352 252417 2738272 MOSYS INC COM 619718307 686 109394 SH DFND 20 109394 0 0 MOTORCAR PTS AMER INC COM 620071100 13104 583971 SH DFND 2,20,5 570346 0 13625 MOTOROLA SOLUTIONS INC COM NEW 620076307 1562500 7182625 SH DFND 10,11,12,13,19,2,20,5,6,8 5831502 151827 1199296 AAR CORP COM 000361105 74721 1928288 SH DFND 19,2,20,5,8 1852639 786 74863 AMERISAFE INC COM 03071H100 39426 660507 SH DFND 19,2,20,5 621547 500 38460 MOTUS GI HLDGS INC COM 62014P108 83 79589 SH DFND 20 79589 0 0 MOVADO GROUP INC COM 624580106 16153 513282 SH DFND 2,20,5 496782 0 16500 MP MATERIALS CORP COM CL A 553368101 163584 4437995 SH DFND 19,2,20,5 4352724 0 85271 MR COOPER GROUP INC COM 62482R107 114043 3449575 SH DFND 19,2,20,5 3305673 500 143402 MRC GLOBAL INC COM 55345K103 14591 1552201 SH DFND 19,2,20,5 1371112 200 180889 MSA SAFETY INC COM 553498106 260039 1570471 SH DFND 13,19,2,20,5,6 1498209 326 71936 MSC INDL DIRECT INC CL A 553530106 109152 1216452 SH DFND 13,19,2,20,5,8 1125042 748 90662 MSCI INC COM 55354G100 1936633 3632913 SH DFND 10,11,12,13,19,2,20,5,6,8 3197135 68609 367169 MSG NETWORK INC CL A 553573106 10903 747826 SH DFND 19,2,20,5 666326 1848 79652 MUELLER INDS INC COM 624756102 80360 1855467 SH DFND 19,2,20,5,8 1746030 218 109219 AMERISERV FINL INC COM 03074A102 95 24154 SH DFND 20 24154 0 0 MUELLER WTR PRODS INC COM SER A 624758108 48486 3362419 SH DFND 19,2,20,5 3058403 2315 301701 MULTIPLAN CORPORATION COM 62548M100 58575 6152823 SH DFND 19,2,20,5 5711235 0 441588 MURPHY OIL CORP COM 626717102 206629 8875830 SH DFND 12,13,19,2,20,5,8 8653838 1579 220413 MURPHY USA INC COM 626755102 116935 876770 SH DFND 12,19,2,20,5,8 821198 269 55303 MUSCLE MAKER INC COM 627333107 39 28100 SH DFND 20 28100 0 0 MUSTANG BIO INC COM 62818Q104 3357 1011274 SH DFND 2,20,5 974968 0 36306 MVB FINL CORP COM 553810102 6762 158512 SH DFND 2,20 147494 0 11018 MYERS INDS INC COM 628464109 24769 1171971 SH DFND 19,2,20,5 1110355 0 61616 MYMD PHARMACEUTICALS INC COM 62856X102 164 26063 SH DFND 20 26063 0 0 MYOVANT SCIENCES LTD COM G637AM102 52253 2294817 SH DFND 19,1,2,20,5 2251443 0 43374 AMERISOURCEBERGEN CORP COM 03073E105 745782 6513948 SH DFND 10,11,12,13,19,2,20,5,6,8 5404377 92454 1017117 MYR GROUP INC DEL COM 55405W104 48179 529908 SH DFND 19,2,20,5 490553 0 39355 MYRIAD GENETICS INC COM 62855J104 125051 4089305 SH DFND 19,2,20,5,8 3936535 1182 151588 NABORS INDUSTRIES LTD SHS G6359F137 35825 313590 SH DFND 12,13,19,2,20,5 300546 0 13044 NABRIVA THERAPEUTICS PLC SHS G63637113 248 183336 SH DFND 2,5 183336 0 0 NACCO INDS INC CL A 629579103 513 19690 SH DFND 20 19690 0 0 NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 37020 4492693 SH DFND 19,2,20,5,6 4022632 3500 466561 NANO X IMAGING LTD ORD SHS M70700105 6005 187362 SH DFND 19,2,20,5,6 121389 0 65973 NANOSTRING TECHNOLOGIES INC COM 63009R109 57221 883181 SH DFND 19,2,20,5 789709 300 93172 NANOVIBRONIX INC COM 63008J108 35 41590 SH DFND 20 41590 0 0 NANOVIRICIDES INC COM 630087302 188 40506 SH DFND 20 40506 0 0 AMES NATL CORP COM 031001100 683 27854 SH DFND 20 27854 0 0 NANTHEALTH INC COM 630104107 1091 470211 SH DFND 2,20 449072 0 21139 NAPCO SEC TECHNOLOGIES INC COM 630402105 8773 241215 SH DFND 19,2,20,5 217498 0 23717 NASDAQ INC COM 631103108 949903 5403315 SH DFND 10,11,12,13,19,2,20,5,6,8 4557311 128346 717658 NATERA INC COM 632307104 174153 1533985 SH DFND 13,19,2,20,5 1394652 700 138633 NATHANS FAMOUS INC NEW COM 632347100 3579 50181 SH DFND 2,20 47346 0 2835 NATIONAL BANKSHARES INC VA COM 634865109 840 24001 SH DFND 20 24001 0 0 NATIONAL BEVERAGE CORP COM 635017106 35665 755143 SH DFND 19,2,20,5,8 700594 0 54549 NATIONAL BK HLDGS CORP CL A 633707104 52926 1402393 SH DFND 19,2,20,5,8 1340491 0 61902 NATIONAL CINEMEDIA INC COM 635309107 6049 1193137 SH DFND 2,20,5 1119074 0 74063 NATIONAL ENERGY SERVICES REU SHS G6375R107 4869 341656 SH DFND 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92929 1817501 SH DFND 13,19,2,20,5 1650293 900 166308 AMGEN INC COM 031162100 7295774 29931381 SH DFND 1,10,11,12,13,19,2,20,5,6,8 20325189 640263 8965929 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 19995 11320000 PRN DFND 2,5 11320000 0 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 11470 51118 SH DFND 19,2,20,5 45786 0 5332 NATURA &CO HLDG S A ADS 63884N108 1909 84128 SH DFND 1,19,2,20,8 25456 1374 57298 NATURAL GAS SVCS GROUP INC COM 63886Q109 566 55055 SH DFND 20 55055 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 1807 168215 SH DFND 2,20 160215 0 8000 NATURAL HEALTH TRENDS CORP COM 63888P406 178 25422 SH DFND 20 25422 0 0 NATURES SUNSHINE PRODS INC COM 639027101 2694 155098 SH DFND 2,20 145731 0 9367 NATUS MED INC DEL COM 639050103 35548 1368273 SH DFND 19,2,20,5 1313115 0 55158 NAUTILUS INC COM 63910B102 9611 570411 SH DFND 19,2,20,5 513464 0 56947 NAVIDEA BIOPHARMACEUTICALS I COM NEW 63937X202 44 23843 SH DFND 20 23843 0 0 AMICUS THERAPEUTICS INC COM 03152W109 90965 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498781 2248585 SH DFND 10,11,12,13,19,1,2,20,5,6,8 1856929 72320 319336 NOW INC COM 67011P100 35546 3745595 SH DFND 12,19,2,20,5,8 3506584 290 238721 AMYRIS INC COM NEW 03236M200 55023 3361202 SH DFND 19,2,20,5,8 3052552 1600 307050 NRG ENERGY INC COM NEW 629377508 474499 11774170 SH DFND 10,11,12,13,19,2,20,5,6,8 10308676 282430 1183064 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 21683 18640000 PRN DFND 2,5 18640000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 91799 1620462 SH DFND 10,12,13,19,2,20,5,8 1514249 640 105573 NUANCE COMMUNICATIONS INC COM 67020Y100 224360 4121240 SH DFND 12,13,19,2,20,5,8 3569691 2633 548916 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 14783 6569000 PRN DFND 2 6569000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5478 1965000 PRN DFND 2,5 1965000 0 0 NUCOR CORP COM 670346105 1682386 17465148 SH DFND 10,11,12,13,19,2,20,5,6,8 15439920 339646 1685582 NURIX THERAPEUTICS INC COM 67080M103 49332 1859468 SH DFND 19,2,20,5 1806391 0 53077 NUTANIX INC 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24401854 SH DFND 10,11,12,13,19,2,20,5,6,8 20528449 688735 3184670 ABBOTT LABS COM 002824100 8317403 71745046 SH DFND 1,10,11,12,13,19,2,20,5,6,8 61467996 1413910 8863140 ANAPLAN INC COM 03272L108 109563 2055598 SH DFND 13,19,2,20,5 1819950 1000 234648 NVR INC COM 62944T105 759393 152694 SH DFND 10,11,12,13,19,2,20,5,6,8 132772 3871 16051 NXP SEMICONDUCTORS N V COM N6596X109 2233514 10829566 SH DFND 10,11,12,13,19,2,20,5,6,8 9273672 219448 1336446 NXT-ID INC COM NEW 67091J206 246 276400 SH DFND 20 276400 0 0 NYMOX PHARMACEUTICAL CORP COM P73398102 48 30494 SH DFND 2 30494 0 0 O-I GLASS INC COM 67098H104 88590 5424980 SH DFND 12,13,19,2,20,5,8 5101434 2286 321260 OAK STR HEALTH INC COM 67181A107 88796 1516061 SH DFND 10,11,12,13,19,2,20,5,6,8 1236197 53000 226864 OAK VY BANCORP OAKDALE CALIF COM 671807105 187 10318 SH DFND 20 10318 0 0 OASIS PETROLEUM INC COM NEW 674215207 71228 708387 SH DFND 19,2,20,5,8 684096 0 24291 OBSEVA SA COM H5861P103 143 47334 SH DFND 2 47334 0 0 OCCIDENTAL 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SCIENCES CORP COM NEW 032797300 93085 4071973 SH DFND 19,2,20,5 3992915 1000 78058 OFG BANCORP COM 67103X102 52871 2381586 SH DFND 19,2,20,5 2287344 111 94131 OGE ENERGY CORP COM 670837103 180269 5357162 SH DFND 10,12,13,19,2,20,5,8 4991024 2420 363718 OI SA SPONSORED ADR NE 670851500 1099 737829 SH DFND 2 737829 0 0 OIL DRI CORP AMER COM 677864100 3383 98976 SH DFND 13,2,20,5 90367 0 8609 OIL STS INTL INC COM 678026105 23461 2988623 SH DFND 2,20,5 2915292 0 73331 OKTA INC CL A 679295105 652264 2665782 SH DFND 10,11,12,13,19,2,20,5,6,8 2177081 67725 420976 OKTA INC NOTE 0.125% 9/0 679295AD7 41724 28910000 PRN DFND 2,5 28910000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 28605 22973000 PRN DFND 2 22973000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 1052941 4148705 SH DFND 10,11,12,13,19,2,20,5,6,8 3484756 167303 496646 OLD NATL BANCORP IND COM 680033107 151091 8579829 SH DFND 19,2,20,5 8224832 700 354297 ANDERSONS INC COM 034164103 33107 1084396 SH DFND 19,2,20,5 1016467 1437 66492 OLD 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68213N109 205373 1356046 SH DFND 19,2,20,5 1259520 602 95924 OMNICOM GROUP INC COM 681919106 999577 12392550 SH DFND 1,10,11,12,13,19,2,20,5,6,8 10926410 249846 1216294 ON SEMICONDUCTOR CORP COM 682189105 403673 10545271 SH DFND 10,11,12,13,19,2,20,5,6,8 8024541 499597 2021133 ON24 INC COM 68339B104 5124 144407 SH DFND 2,20,5 135808 0 8599 ONCOCYTE CORP COM 68235C107 7251 1263199 SH DFND 2,20,5 1184529 0 78670 ONCONOVA THERAPEUTICS INC COM NEW 68232V801 798 115090 SH DFND 20 115090 0 0 ONCORUS INC COM 68236R103 3517 254839 SH DFND 2,20,5 249139 0 5700 ONCOSEC MED INC COM 68234L306 56 19929 SH DFND 20 19929 0 0 ONCTERNAL THERAPEUTICS INC COM 68236P107 3473 731191 SH DFND 2,20,5 704291 0 26900 ANGIODYNAMICS INC COM 03475V101 51105 1883694 SH DFND 19,2,20,5 1819491 0 64203 ONDAS HLDGS INC COM NEW 68236H204 461 58100 SH DFND 20 58100 0 0 ONE GAS INC COM 68235P108 124887 1684932 SH DFND 12,13,19,2,20,5,8 1570224 545 114163 ONE LIBERTY PPTYS INC COM 682406103 14577 505389 SH DFND 19,2,20,5 462090 4365 38934 ONE STOP SYS INC COM 68247W109 69 12000 SH DFND 20 12000 0 0 ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 25540 2124773 SH DFND 10,12,13,19,2,20,5,8 1690373 48600 385800 ONEMAIN HLDGS INC COM 68268W103 81095 1353608 SH DFND 10,12,13,19,2,20,5,8 1190263 1100 162245 ONEOK INC NEW COM 682680103 1671764 30046088 SH DFND 10,11,12,13,19,2,20,5,6,8 27466281 330167 2249640 ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 351 285211 SH DFND 2,20,5 224043 0 61168 ONESPAN INC COM 68287N100 33108 1296331 SH DFND 19,2,20,5 1222932 1012 72387 ONESPAWORLD HOLDINGS LIMITED COM P73684113 9201 949576 SH DFND 19,2,20,5 882035 0 67541 ANGION BIOMEDICA CORP COM 03476J107 1112 85405 SH DFND 2,20 80906 0 4499 ONEWATER MARINE INC CL A COM 68280L101 10648 243635 SH DFND 2,20 233982 0 9653 ONTO INNOVATION INC COM 683344105 109429 1498202 SH DFND 19,2,20,5 1386017 709 111476 ONTRAK INC COM 683373104 5309 163448 SH DFND 19,2,20,5 145950 0 17498 OOMA INC COM 683416101 8875 470568 SH DFND 2,20,5 445214 0 25354 OP BANCORP COM 67109R109 270 26805 SH DFND 20 26805 0 0 OPEN LENDING CORP COM CL A 68373J104 94265 2187630 SH DFND 19,2,20,5 2005122 0 182508 OPENDOOR TECHNOLOGIES INC COM 683712103 78128 4406540 SH DFND 19,2,20,5 4079488 0 327052 OPERA LTD SPONSORED ADS 68373M107 197 19176 SH DFND 2,20 19176 0 0 OPGEN INC COM 68373L307 229 101000 SH DFND 20 101000 0 0 OPKO HEALTH INC COM 68375N103 84229 20797208 SH DFND 13,19,2,20,5 19923223 7225 866760 ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 19431 1045795 SH DFND 1,2,20,5,8 438517 0 607278 OPORTUN FINL CORP COM 68376D104 8903 444493 SH DFND 2,20,5 425693 0 18800 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 12779 251357 SH DFND 2,20,5 243006 0 8351 OPTIMIZERX CORP COM NEW 68401U204 18938 305951 SH DFND 19,2,20,5 283211 0 22740 OPTINOSE INC COM 68404V100 292 93995 SH DFND 20 93995 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 45991 2102935 SH DFND 19,2,20,5 1955889 0 147046 ORACLE CORP COM 68389X105 5800076 74512795 SH DFND 1,10,11,12,13,19,2,20,5,6,8 62830065 1599245 10083485 ORAGENICS INC COM PAR 684023302 321 454325 SH DFND 20 454325 0 0 ORAMED PHARMACEUTICALS INC COM NEW 68403P203 4709 351920 SH DFND 2,20,5 311964 0 39956 ORANGE SPONSORED ADR 684060106 246 21280 SH DFND 1,20 4780 0 16500 ORASURE TECHNOLOGIES INC COM 68554V108 33222 3276368 SH DFND 19,2,20,5 3137779 1058 137531 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 255 3540 SH DFND 20 3540 0 0 ORBCOMM INC COM 68555P100 35467 3155461 SH DFND 19,2,20,5 3028825 0 126636 ORBITAL ENERGY GROUP INC COM 68559A109 408 93363 SH DFND 20 93363 0 0 ORCHARD THERAPEUTICS PLC ADS 68570P101 451 102832 SH DFND 2,5 102832 0 0 ORCHID IS CAP INC COM 68571X103 8629 1642230 SH DFND 2,20,5 1553230 0 89000 OREILLY AUTOMOTIVE INC COM 67103H107 1619771 2860724 SH DFND 10,11,12,13,19,2,20,5,6,8 2473706 49920 337098 ORGANOGENESIS HLDGS INC COM 68621F102 70547 4244681 SH DFND 19,2,20,5 4215678 0 29003 ORGANON & CO COMMON STOCK 68622V106 256763 8485235 SH DFND 1,10,12,13,19,2,20,5,6,8 7744965 38184 702086 ORGANOVO HLDGS INC COM NEW 68620A203 262 27831 SH DFND 20 27831 0 0 ORGENESIS INC COM NEW 68619K204 418 82500 SH DFND 20 82500 0 0 ORIC PHARMACEUTICALS INC COM 68622P109 22146 1251913 SH DFND 19,2,20,5 1208955 0 42958 ANI PHARMACEUTICALS INC COM 00182C103 14021 400035 SH DFND 13,19,2,20,5 363038 0 36997 ORIGIN BANCORP INC COM 68621T102 18241 429616 SH DFND 19,2,20,5 387103 0 42513 ORION ENERGY SYS INC COM 686275108 3361 586532 SH DFND 2,20 586532 0 0 ORION ENGINEERED CARBONS S A COM L72967109 22669 1193754 SH DFND 19,2,20,5 1086581 0 107173 ORION GROUP HLDGS INC COM 68628V308 650 112971 SH DFND 20 112971 0 0 ORIX CORP SPONSORED ADR 686330101 8210 96975 SH DFND 2,20 96975 0 0 ORMAT TECHNOLOGIES INC COM 686688102 74324 1068944 SH DFND 13,19,2,20,5 970650 700 97594 ORRSTOWN FINL SVCS INC COM 687380105 4453 193006 SH DFND 2,20 183270 0 9736 ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 45106 2106756 SH DFND 19,2,20,5 1940909 0 165847 ORTHOFIX MED INC COM 68752M108 32518 810724 SH DFND 19,2,20,5 773326 859 36539 ORTHOPEDIATRICS CORP COM 68752L100 26537 420021 SH DFND 19,2,20,5 391104 0 28917 111 INC ADS 68247Q102 1113 122487 SH DFND 2,20,5 122487 0 0 ABBVIE INC COM 00287Y109 8556507 75963304 SH DFND 10,11,12,13,19,2,20,5,6,8 65392895 1460515 9109894 ANIKA THERAPEUTICS INC COM 035255108 38892 898395 SH DFND 19,2,20,5 868697 0 29698 OSCAR HEALTH INC CL A 687793109 2756 128200 SH DFND 20 128200 0 0 OSHKOSH CORP COM 688239201 217977 1748851 SH DFND 12,13,19,2,20,5,8 1614660 586 133605 OSI SYSTEMS INC COM 671044105 68772 676624 SH DFND 19,2,20,5 643166 0 33458 OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 91 30284 SH DFND 20 30284 0 0 OTIS WORLDWIDE CORP COM 68902V107 1312742 16054084 SH DFND 10,11,12,13,19,2,20,5,6,8 13823469 296834 1933781 OTONOMY INC COM 68906L105 387 173400 SH DFND 20 173400 0 0 OTTER TAIL CORP COM 689648103 41420 848603 SH DFND 13,19,2,20,5 766100 0 82503 OUSTER INC COM 68989M103 7198 576320 SH DFND 2,20,5 533988 0 42332 OUTFRONT MEDIA INC COM 69007J106 69003 2871544 SH DFND 12,13,19,2,20,5,8 2568864 12802 289878 OUTLOOK THERAPEUTICS INC COM NEW 69012T206 3343 1342514 SH DFND 2,20,5 1320919 0 21595 ANIXA BIOSCIENCES INC COM 03528H109 90 23287 SH DFND 20 23287 0 0 OUTSET MED INC COM 690145107 46223 924827 SH DFND 19,2,20,5 885034 0 39793 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 524 250518 SH DFND 20 250518 0 0 OVERSTOCK COM INC DEL COM 690370101 98386 1067096 SH DFND 13,19,2,20,5 986409 500 80187 OVID THERAPEUTICS INC COM 690469101 613 156849 SH DFND 20 156849 0 0 OVINTIV INC COM 69047Q102 264934 8418614 SH DFND 12,13,19,2,20,5,8 8084657 2491 331466 OWENS & MINOR INC NEW COM 690732102 106759 2522074 SH DFND 12,19,2,20,5,8 2344349 900 176825 OWENS CORNING NEW COM 690742101 450765 4604339 SH DFND 10,11,12,13,19,2,20,5,6,8 3798080 185149 621110 OXFORD INDS INC COM 691497309 53693 543232 SH DFND 19,2,20,5 510870 41 32321 OYSTER PT PHARMA INC COM 69242L106 2408 140107 SH DFND 13,2,20 133151 0 6956 OZON HLDGS PLC SPONSORED ADS 69269L104 26002 443561 SH DFND 10,12,19,2,20,5,8 354426 16844 72291 ANNALY CAPITAL MANAGEMENT IN COM 035710409 302607 33269236 SH DFND 10,11,12,13,19,2,20,5,6,8 26071251 1325989 5871996 P A M TRANSN SVCS INC COM 693149106 2052 38903 SH DFND 2,20 37088 0 1815 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 10842 478533 SH DFND 13,19,2,20,5 401891 0 76642 PACCAR INC COM 693718108 1317806 14765337 SH DFND 10,11,12,13,19,2,20,5,6,8 12698313 292066 1774958 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 148748 4253575 SH DFND 13,19,2,20,5 3895025 1700 356850 PACIFIC MERCANTILE BANCORP COM 694552100 689 80107 SH DFND 20 46928 0 33179 PACIFIC PREMIER BANCORP COM 69478X105 190900 4514081 SH DFND 19,2,20,5 4328180 900 185001 PACIRA BIOSCIENCES INC COM 695127100 89622 1476967 SH DFND 19,2,20,5 1388435 1000 87532 PACKAGING CORP AMER COM 695156109 606011 4442416 SH DFND 10,11,12,13,19,2,20,5,6,8 3860217 111432 470767 PACTIV EVERGREEN INC COM 69526K105 11456 760199 SH DFND 2,20,5 716099 0 44100 PACWEST BANCORP DEL COM 695263103 245240 5958208 SH DFND 12,13,19,2,20,5,8 5711480 31979 214749 ANNEXON INC COM 03589W102 21084 936670 SH DFND 19,2,20,5 899442 0 37228 PAE INC COM CL A 69290Y109 21151 2376542 SH DFND 19,2,20,5 2252642 0 123900 PAGERDUTY INC COM 69553P100 66846 1569891 SH DFND 19,2,20,5 1444347 0 125544 PAGSEGURO DIGITAL LTD COM CL A G68707101 22629 404664 SH DFND 10,19,2,20,8 404664 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 527919 20027285 SH DFND 10,11,12,13,19,2,20,5,6,8 17190407 297072 2539806 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 427 700015 SH DFND 20 700015 0 0 PALISADE BIO INC COM 696389105 115 28210 SH DFND 20 28210 0 0 PALO ALTO NETWORKS INC COM 697435105 788648 2125449 SH DFND 10,11,12,13,19,2,20,5,6,8 1707354 70545 347550 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 58282 42870000 PRN DFND 2 42870000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 63642 43540000 PRN DFND 2,5 43540000 0 0 PALOMAR HLDGS INC COM 69753M105 51416 681373 SH DFND 19,2,20,5 640906 0 40467 ANNOVIS BIO INC COM 03615A108 1481 17300 SH DFND 20 17300 0 0 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 9221 607837 SH DFND 13,2,20,5 399493 900 207444 PANGAEA LOGISTICS SOLUTION L SHS G6891L105 72 14256 SH DFND 20 14256 0 0 PAPA JOHNS INTL INC COM 698813102 103505 991048 SH DFND 19,2,20,5 926012 458 64578 PAR PAC HOLDINGS INC COM NEW 69888T207 36929 2195513 SH DFND 19,2,20,5 2141230 0 54283 PAR TECHNOLOGY CORP COM 698884103 29329 419352 SH DFND 19,2,20,5 384649 0 34703 PARAMOUNT GROUP INC COM 69924R108 75341 7431051 SH DFND 10,13,19,2,20,5,8 6444619 40475 945957 PARATEK PHARMACEUTICALS INC COM 699374302 5112 749601 SH DFND 2,20,5 712804 0 36797 PARK AEROSPACE CORP COM 70014A104 10297 686485 SH DFND 13,2,20,5 615724 0 70761 PARK CITY GROUP INC COM NEW 700215304 89 16150 SH DFND 20 16150 0 0 PARK HOTELS & RESORTS INC COM 700517105 225266 10929918 SH DFND 10,12,13,19,2,20,5,8 9698489 51746 1179683 ANSYS INC COM 03662Q105 1178816 3396576 SH DFND 10,11,12,13,19,2,20,5,6,8 2919159 59815 417602 PARK NATL CORP COM 700658107 65605 558724 SH DFND 19,2,20,5 528747 0 29977 PARK-OHIO HLDGS CORP COM 700666100 5014 155994 SH DFND 2,20,5 146820 0 9174 PARKE BANCORP INC COM 700885106 394 20167 SH DFND 20 20167 0 0 PARKER-HANNIFIN CORP COM 701094104 1781350 5800365 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4980569 125093 694703 PARSONS CORP DEL COM 70202L102 75264 1912196 SH DFND 19,2,20,5 1863592 0 48604 PARTY CITY HOLDCO INC COM 702149105 27627 2961058 SH DFND 2,20,5 2822314 0 138744 PASSAGE BIO INC COM 702712100 24238 1830649 SH DFND 19,2,20,5 1781089 0 49560 PATRICK INDS INC COM 703343103 49749 681496 SH DFND 19,2,20,5 638181 0 43315 PATTERSON COS INC COM 703395103 83724 2754971 SH DFND 12,13,19,2,20,5,8 2565285 3564 186122 PATTERSON-UTI ENERGY INC COM 703481101 76910 7737392 SH DFND 12,13,19,2,20,5,8 7465305 2087 270000 ANTARES PHARMA INC COM 036642106 15046 3450854 SH DFND 19,2,20,5 3099531 0 351323 PAVMED INC COM 70387R106 7651 1195419 SH DFND 2,20,5 1128918 0 66501 PAYA HOLDINGS INC COM CL A 70434P103 20305 1842545 SH DFND 19,2,20,5 1726930 0 115615 PAYCHEX INC COM 704326107 1426478 13294298 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11200625 429719 1663954 PAYCOM SOFTWARE INC COM 70432V102 699786 1925292 SH DFND 10,11,12,13,19,2,20,5,6,8 1613204 67184 244904 PAYLOCITY HLDG CORP COM 70438V106 181556 951550 SH DFND 13,19,2,20,5 874908 300 76342 PAYPAL HLDGS INC COM 70450Y103 13168718 45178805 SH DFND 10,11,12,13,19,2,20,5,6,8 38255050 1264341 5659414 PAYSAFE LIMITED ORD G6964L107 32375 2673417 SH DFND 2,20 2385117 0 288300 PAYSIGN INC COM 70451A104 323 101484 SH DFND 20 101484 0 0 PBF ENERGY INC CL A 69318G106 138802 9072013 SH DFND 12,13,19,2,20,5,8 8854317 1000 216696 PC CONNECTION INC COM 69318J100 20129 435036 SH DFND 19,2,20,5 408017 0 27019 ANTERIX INC COM 03676C100 14426 240469 SH DFND 19,2,20,5 219006 0 21463 PCB BANCORP COM 69320M109 687 42664 SH DFND 20 42664 0 0 PCSB FINL CORP COM 69324R104 5165 284256 SH DFND 13,2,20,5 255536 0 28720 PCTEL INC COM 69325Q105 1663 253964 SH DFND 2,20 253964 0 0 PDC ENERGY INC COM 69327R101 212264 4635602 SH DFND 12,13,19,2,20,5 4501122 1703 132777 PDF SOLUTIONS INC COM 693282105 16901 929628 SH DFND 19,2,20,5 877088 0 52540 PDL CMNTY BANCORP COM 69290X101 154 11300 SH DFND 20 11300 0 0 PDS BIOTECHNOLOGY CORP COM 70465T107 743 59176 SH DFND 20 59176 0 0 PEABODY ENGR CORP COM 704551100 58067 7322491 SH DFND 12,13,2,20,5 7287391 0 35100 PEAPACK-GLADSTONE FINL CORP COM 704699107 10492 337686 SH DFND 19,2,20,5 310318 0 27368 PEARSON PLC SPONSORED ADR 705015105 238 20530 SH DFND 1,20 6230 0 14300 ANTERO MIDSTREAM CORP COM 03676B102 85757 8253804 SH DFND 19,2,20,5,8 7741140 4900 507764 PEBBLEBROOK HOTEL TR COM 70509V100 155457 6598360 SH DFND 10,12,13,19,2,20,5,8 5947885 28846 621629 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 20617 18200000 PRN DFND 2,5 18200000 0 0 PEDEVCO CORP COM PAR 70532Y303 97 61272 SH DFND 20 61272 0 0 PEGASYSTEMS INC COM 705573103 84267 605280 SH DFND 19,2,20,5 526686 426 78168 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 19610 16405000 PRN DFND 2,5 16405000 0 0 PELOTON INTERACTIVE INC CL A COM 70614W100 696577 5616654 SH DFND 10,11,12,13,19,2,20,5,6,8 4581697 139533 895424 PENN NATL GAMING INC COM 707569109 359902 4705213 SH DFND 10,12,13,19,2,20,5,6,8 4213453 3447 488313 PENN VA CORP COM 70788V102 13294 563063 SH DFND 2,20,5 545547 0 17516 PENNANT GROUP INC COM 70805E109 34335 839475 SH DFND 19,2,20,5 784050 300 55125 PENNS WOODS BANCORP INC COM 708430103 397 16650 SH DFND 20 16650 0 0 ANTERO RESOURCES CORP COM 03674X106 199589 13279355 SH DFND 12,13,19,2,20,5,8 12925474 4100 349781 PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 547 219547 SH DFND 20 219547 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 92058 1491541 SH DFND 19,2,20,5 1392587 700 98254 PENNYMAC MTG INVT TR COM 70931T103 70534 3349211 SH DFND 13,19,2,20,5,8 3162979 500 185732 PENSKE AUTOMOTIVE GRP INC COM 70959W103 49736 658847 SH DFND 12,13,19,2,20,5,8 595516 217 63114 PENTAIR PLC SHS G7S00T104 631445 9356130 SH DFND 10,11,12,13,19,1,2,20,5,6,8 7992722 307308 1056100 PENUMBRA INC COM 70975L107 244226 891142 SH DFND 13,19,2,20,5 827950 300 62892 PEOPLES BANCORP INC COM 709789101 11305 381653 SH DFND 13,19,2,20,5 341824 0 39829 PEOPLES BANCORP N C INC COM 710577107 206 8003 SH DFND 20 8003 0 0 PEOPLES FINL SVCS CORP COM 711040105 4733 111100 SH DFND 2,20,5 104691 0 6409 PEOPLES UNITED FINANCIAL INC COM 712704105 819408 47806775 SH DFND 10,12,13,19,2,20,5,6,8 46441634 5418 1359723 ABEONA THERAPEUTICS INC COM 00289Y107 483 309402 SH DFND 20 309402 0 0 ANTHEM INC COM 036752103 4026415 10545874 SH DFND 10,11,12,13,19,2,20,5,6,8 8876740 375602 1293532 PEPSICO INC COM 713448108 8610985 58115575 SH DFND 1,10,11,12,13,19,2,20,5,6,8 49699006 1033758 7382811 PERDOCEO ED CORP COM 71363P106 30134 2455887 SH DFND 19,2,20,5 2323432 0 132455 PERFICIENT INC COM 71375U101 84083 1045550 SH DFND 19,2,20,5 984089 0 61461 PERFORMANCE FOOD GROUP CO COM 71377A103 127065 2620444 SH DFND 12,13,19,2,20,5,8 2362676 900 256868 PERFORMANT FINL CORP COM 71377E105 337 89908 SH DFND 20 89908 0 0 PERION NETWORK LTD SHS NEW M78673114 493 23023 SH DFND 2,20 23023 0 0 PERKINELMER INC COM 714046109 684897 4435573 SH DFND 10,11,12,13,19,2,20,5,6,8 3791807 78768 564998 PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 415 58035 SH DFND 20 58035 0 0 PERPETUA RESOURCES CORP COM 714266103 1488 203869 SH DFND 2,20 197285 0 6584 PERRIGO CO PLC SHS G97822103 237800 5186468 SH DFND 10,12,13,19,2,20,5,6,8 4287562 2031 896875 AON PLC SHS CL A G0403H108 2229639 9338406 SH DFND 10,11,12,13,19,2,20,5,6,8 8106384 230597 1001425 PERSONALIS INC COM 71535D106 15354 606874 SH DFND 19,2,20,5 553388 0 53486 PETCO HEALTH & WELLNESS CO I COM 71601V105 30204 1347776 SH DFND 19,2,20,5 1290558 0 57218 PETIQ INC COM CL A 71639T106 21607 559777 SH DFND 19,2,20,5 515271 0 44506 PETMED EXPRESS INC COM 716382106 31979 1004064 SH DFND 19,2,20,5 960708 1400 41956 PETROCHINA CO LTD SPONSORED ADR 71646E100 1110 22574 SH DFND 1,5 3146 0 19428 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 90579 7669699 SH DFND 1,10,2,20,5 6654092 888509 127098 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 81369 6653190 SH DFND 10,2,20,5,8 5706933 806634 139623 PFIZER INC COM 717081103 10908735 278568311 SH DFND 1,10,11,12,13,19,2,20,5,6,8 195805354 6095180 76667777 PFSWEB INC COM NEW 717098206 452 61229 SH DFND 20 61229 0 0 PG&E CORP COM 69331C108 323620 31821051 SH DFND 1,10,11,12,13,19,2,20,5,6,8 26443467 831002 4546582 APA CORPORATION COM 03743Q108 541878 25052134 SH DFND 10,12,13,19,2,20,5,6 24059388 6360 986386 PG&E CORP UNIT 99/99/9999 69331C140 34746 343000 SH DFND 2 343000 0 0 PGT INNOVATIONS INC COM 69336V101 41935 1805192 SH DFND 19,2,20,5 1693095 0 112097 PHASEBIO PHARMACEUTICALS INC COM 717224109 294 79078 SH DFND 20 79078 0 0 PHATHOM PHARMACEUTICALS INC COM 71722W107 11519 340303 SH DFND 19,2,20,5 317115 0 23188 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 22513 779548 SH DFND 19,2,20,5 707696 0 71852 PHILIP MORRIS INTL INC COM 718172109 5461957 54455514 SH DFND 10,12,13,19,2,20,5,6,8 49545330 1064580 3845604 PHILLIPS 66 COM 718546104 2538864 29583596 SH DFND 10,11,12,13,19,2,20,5,6,8 27060446 266656 2256494 PHOTRONICS INC COM 719405102 29717 2249558 SH DFND 19,2,20,5 2109482 140 139936 PHREESIA INC COM 71944F106 44245 721784 SH DFND 19,2,20,5 643985 0 77799 PHUNWARE INC COM 71948P100 433 311775 SH DFND 20 311775 0 0 APARTMENT INCOME REIT CORP COM 03750L109 326582 6885560 SH DFND 10,12,13,19,2,20,5,8 6094864 40083 750613 PHX MINERALS INC CL A 69291A100 265 71103 SH DFND 20 71103 0 0 PHYSICIANS RLTY TR COM 71943U104 156978 8499084 SH DFND 10,19,2,20,5,8 7679832 47849 771403 PIEDMONT LITHIUM INC COM 72016P105 1221 15621 SH DFND 19,20,5 14592 0 1029 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 92539 5010216 SH DFND 10,12,13,19,2,20,5,8 4408748 29154 572314 PIERIS PHARMACEUTICALS INC COM 720795103 651 170087 SH DFND 20 170087 0 0 PILGRIMS PRIDE CORP COM 72147K108 27376 1234251 SH DFND 13,19,2,20,5 1155494 0 78757 PINDUODUO INC NOTE 10/0 722304AB8 4682 1550000 PRN DFND 5 1550000 0 0 PINDUODUO INC NOTE 12/0 722304AC6 54930 53410000 PRN DFND 2,5 53410000 0 0 PINDUODUO INC SPONSORED ADS 722304102 1150742 9059536 SH DFND 1,10,12,13,19,2,20,5,8 6071295 197400 2790841 PING IDENTITY HLDG CORP COM 72341T103 19587 855343 SH DFND 19,2,20,5 768822 0 86521 APARTMENT INVT & MGMT CO CL A 03748R747 43579 6494637 SH DFND 10,13,19,2,20,5,8 5770160 34183 690294 PINNACLE FINL PARTNERS INC COM 72346Q104 292115 3308590 SH DFND 13,19,2,20,5,8 3169513 1000 138077 PINNACLE WEST CAP CORP COM 723484101 532900 6501157 SH DFND 10,11,12,13,19,2,20,5,6,8 5741847 123168 636142 PINTEREST INC CL A 72352L106 914316 11580956 SH DFND 10,11,12,13,19,2,20,5,6,8 9422040 361295 1797621 PIONEER BANCORP INC MD COM 723561106 2128 177027 SH DFND 2,20 141676 0 35351 PIONEER NAT RES CO COM 723787107 2475270 15178632 SH DFND 10,11,12,13,19,2,20,5,6,8 13970469 155593 1052570 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 56517 35464000 PRN DFND 2,5 35464000 0 0 PIONEER PWR SOLUTIONS INC COM NEW 723836300 85 17728 SH DFND 20 17728 0 0 PIPER SANDLER COMPANIES COM 724078100 69620 537361 SH DFND 19,2,20,5 502604 0 34757 PITNEY BOWES INC COM 724479100 52607 5998470 SH DFND 12,13,19,2,20,5,8 5613550 3874 381046 PIXELWORKS INC COM NEW 72581M305 430 126051 SH DFND 20 126051 0 0 APELLIS PHARMACEUTICALS INC COM 03753U106 123048 1946968 SH DFND 19,2,20,5 1824553 600 121815 PJT PARTNERS INC COM CL A 69343T107 36019 504608 SH DFND 19,2,20,5 456805 0 47803 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 5659 473913 SH DFND 19,20,5 308645 1200 164068 PLANET FITNESS INC CL A 72703H101 89919 1194941 SH DFND 13,19,2,20,5 1037574 800 156567 PLANTRONICS INC NEW COM 727493108 50745 1216039 SH DFND 19,2,20,5 1128458 211 87370 PLAYA HOTELS & RESORTS NV SHS N70544106 4182 562863 SH DFND 19,20,5 466371 0 96492 PLAYAGS INC COM 72814N104 5165 521762 SH DFND 2,20,5 486457 0 35305 PLAYTIKA HLDG CORP COM 72815L107 26125 1095847 SH DFND 10,2,20 1035857 0 59990 PLBY GROUP INC COM 72814P109 8299 213393 SH DFND 19,2,20,5 196932 0 16461 PLDT INC SPONSORED ADR 69344D408 678 25816 SH DFND 2,20,5 25816 0 0 PLEXUS CORP COM 729132100 87286 954886 SH DFND 19,2,20,5,8 893158 186 61542 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 4685 2500000 PRN DFND 5 2500000 0 0 PLIANT THERAPEUTICS INC COM 729139105 11211 385008 SH DFND 19,2,20,5 350331 0 34677 PLUG POWER INC COM NEW 72919P202 428243 12525390 SH DFND 10,11,12,13,19,2,20,5,6,8 8946017 274792 3304581 PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 108 10883 SH DFND 20 0 0 10883 PLUMAS BANCORP COM 729273102 253 7885 SH DFND 20 7885 0 0 PLURISTEM THERAPEUTICS INC COM NEW 72940R300 156 39408 SH DFND 2 39408 0 0 PLUS THERAPEUTICS INC COM NEW 72941H400 88 34214 SH DFND 20 34214 0 0 PLX PHARMA INC COM 72942A107 982 71140 SH DFND 20 71140 0 0 PLYMOUTH INDL REIT INC COM 729640102 9085 449096 SH DFND 2,20,5 419996 0 29100 PMV PHARMACEUTICALS INC COM 69353Y103 33664 985488 SH DFND 2,20,5 964447 0 21041 PNC FINL SVCS GROUP INC COM 693475105 3654492 19157536 SH DFND 10,12,13,19,2,20,5,6,8 16736296 308053 2113187 API GROUP CORP COM STK 00187Y100 63975 3062472 SH DFND 19,2,20,5 2787108 0 275364 PNM RES INC COM 69349H107 128296 2630637 SH DFND 12,13,19,2,20,5,8 2445689 1065 183883 POINTS INTL LTD COM NEW 730843208 330 19205 SH DFND 13,2 17505 0 1700 POLAR PWR INC COM 73102V105 288 30751 SH DFND 20 30751 0 0 POLARIS INC COM 731068102 431855 3153148 SH DFND 12,13,19,2,20,5 3046160 590 106398 POLARITYTE INC COM 731094108 280 274553 SH DFND 20 274553 0 0 POLYMET MNG CORP COM NEW 731916409 819 226864 SH DFND 2,20 220400 0 6464 POOL CORP COM 73278L105 756052 1648393 SH DFND 10,11,12,13,19,2,20,5,6,8 1384831 63258 200304 POPULAR INC COM NEW 733174700 221060 2926354 SH DFND 12,13,19,2,20,5,8 2762768 1367 162219 PORCH GROUP INC COM 733245104 21126 1092344 SH DFND 19,2,20,5 1077227 0 15117 PORTAGE BIOTECH INC COM G7185A128 974 46453 SH DFND 2,20,5 44138 0 2315 APOGEE ENTERPRISES INC COM 037598109 52606 1291588 SH DFND 19,2,20,5,8 888827 328 402433 PORTLAND GEN ELEC CO COM NEW 736508847 93501 2010128 SH DFND 12,13,19,2,20,5,8 1796815 1400 211913 POSCO SPONSORED ADR 693483109 47583 619813 SH DFND 1,2,20,5,8 597583 11418 10812 POSEIDA THERAPEUTICS INC COM 73730P108 5150 513992 SH DFND 2,20,5 490292 0 23700 POSHMARK INC COM CL A 73739W104 2221 46523 SH DFND 19,20,5 45623 0 900 POST HLDGS INC COM 737446104 162373 1496941 SH DFND 12,13,19,2,20,5,8 1382749 623 113569 POSTAL REALTY TRUST INC CL A 73757R102 2475 135691 SH DFND 2,20 133091 0 2600 POTBELLY CORP COM 73754Y100 905 114520 SH DFND 20 114520 0 0 POTLATCHDELTIC CORPORATION COM 737630103 109534 2060843 SH DFND 19,2,20,5,8 1920007 653 140183 POWELL INDS INC COM 739128106 11169 360882 SH DFND 2,20,5 351890 0 8992 POWER INTEGRATIONS INC COM 739276103 178687 2177515 SH DFND 19,2,20,5 2052534 400 124581 APOLLO COML REAL EST FIN INC COM 03762U105 74833 4591471 SH DFND 19,2,20,5,8 4278902 1600 310969 POWERFLEET INC COM 73931J109 7033 976768 SH DFND 2,20 976768 0 0 PPD INC COM 69355F102 128159 2780618 SH DFND 10,11,12,13,19,2,20,5,6,8 2228664 65036 486918 PPG INDS INC COM 693506107 1969907 11603389 SH DFND 10,11,12,13,19,2,20,5,6,8 10063369 282622 1257398 PPL CORP COM 69351T106 1163763 41017118 SH DFND 10,11,12,13,19,2,20,5,6,8 35584097 551824 4881197 PQ GROUP HLDGS INC COM 73943T103 14385 936519 SH DFND 19,2,20,5 837764 0 98755 PRA GROUP INC COM 69354N106 54543 1417814 SH DFND 19,2,20,5,8 1326486 634 90694 PRA HEALTH SCIENCES INC COM 69354M108 152273 921691 SH DFND 13,19,2,20,5,8 908681 900 12110 PRAXIS PRECISION MEDICINES I COM 74006W108 6422 351313 SH DFND 19,2,20,5 334819 0 16494 PRECIGEN INC COM 74017N105 37282 5718162 SH DFND 19,2,20,5 5578064 1500 138598 PRECIPIO INC COM 74019L503 466 128342 SH DFND 20 128342 0 0 ABERCROMBIE & FITCH CO CL A 002896207 110409 2377971 SH DFND 12,19,2,20,5,8 2244599 8830 124542 APOLLO ENDOSURGERY INC COM 03767D108 258 31900 SH DFND 20 31900 0 0 PRECISION BIOSCIENCES INC COM 74019P108 34886 2786461 SH DFND 19,2,20,5 2682697 0 103764 PREDICTIVE ONCOLOGY INC COM NEW 74039M200 391 298632 SH DFND 20 298632 0 0 PREFERRED APT CMNTYS INC COM 74039L103 11071 1115452 SH DFND 2,20,5 1069152 0 46300 PREFERRED BK LOS ANGELES CA COM NEW 740367404 39577 625524 SH DFND 19,2,20,5 597004 0 28520 PREFORMED LINE PRODS CO COM 740444104 3872 52045 SH DFND 2,20 49451 0 2594 PRELUDE THERAPEUTICS INC COM 74065P101 30125 1052216 SH DFND 2,20,5 1041345 0 10871 PREMIER FINANCIAL CORP COM 74052F108 22069 776800 SH DFND 19,2,20,5 665888 0 110912 PREMIER FINL BANCORP INC COM 74050M105 3511 208363 SH DFND 13,2,20,5 197323 0 11040 PREMIER INC CL A 74051N102 66393 1908388 SH DFND 12,19,2,20,5,8 1647823 1400 259165 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 95437 1831801 SH DFND 19,2,20,5 1734316 300 97185 APOLLO GLOBAL MGMT INC COM CL A 03768E105 226772 3645848 SH DFND 10,12,13,19,2,20,5,6,8 2984484 99827 561537 PRICE T ROWE GROUP INC COM 74144T108 2431617 12101729 SH DFND 10,12,13,19,2,20,5,6,8 10463699 419599 1218431 PRICELINE GRP INC COM 09857L108 3520733 1609044 SH DFND 10,11,12,13,19,2,20,5,6,8 1381148 30097 197799 PRICELINE GRP INC NOTE 0.750% 5/0 09857LAN8 31631 22322000 PRN DFND 2,5 22322000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 29438 26985000 PRN DFND 2,5 26985000 0 0 PRICESMART INC COM 741511109 78578 863401 SH DFND 19,2,20,5,8 819342 365 43694 PRIMERICA INC COM 74164M108 163500 1067652 SH DFND 12,13,19,2,20,5 992813 300 74539 PRIMIS FINANCIAL CORP COM 74167B109 5676 371977 SH DFND 2,20 321867 0 50110 PRIMO WATER CORPORATION COM 74167P108 36440 2178149 SH DFND 19,2,20,5 2018628 0 159521 PRIMORIS SVCS CORP COM 74164F103 30235 1025273 SH DFND 19,2,20,5,8 917009 1300 106964 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 832772 13178859 SH DFND 10,11,12,13,19,2,20,5,6,8 11661342 216618 1300899 APOLLO MED HLDGS INC COM NEW 03763A207 47403 754703 SH DFND 19,2,20,5 697763 0 56940 PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 854 111737 SH DFND 2,20 105678 0 6059 PRIVIA HEALTH GROUP INC COM 74276R102 14728 331945 SH DFND 2,20,5 306516 0 25429 PRO-DEX INC COLO COM NEW 74265M205 354 11573 SH DFND 20 11573 0 0 PROASSURANCE CORP COM 74267C106 41246 1809068 SH DFND 13,19,2,20,5,8 1697371 648 111049 PROCESSA PHARMACEUTICALS INC COM NEW 74275C205 136 16600 SH DFND 20 16600 0 0 PROCTER AND GAMBLE CO COM 742718109 14047998 104113232 SH DFND 1,10,11,12,13,19,2,20,5,6,8 83725304 1966791 18421137 PROFESSIONAL DVRSTY NTWORK I COM NEW 74312Y202 38 23600 SH DFND 20 23600 0 0 PROFESSIONAL HLDG CORP CL A COM 743139107 670 37173 SH DFND 20 30657 0 6516 PROFIRE ENERGY INC COM 74316X101 85 75067 SH DFND 20 75067 0 0 PROG HOLDINGS INC COM NPV 74319R101 98472 2045965 SH DFND 19,2,20,5 1910967 804 134194 APPFOLIO INC COM CL A 03783C100 55007 389568 SH DFND 19,2,20,5 353821 200 35547 PROGENITY INC COM 74319F107 365 102120 SH DFND 20 102120 0 0 PROGRESS SOFTWARE CORP COM 743312100 68770 1486929 SH DFND 10,19,2,20,5 1400435 500 85994 PROGRESSIVE CORP COM 743315103 2625177 26730238 SH DFND 10,11,12,13,19,2,20,5,6,8 23112966 679718 2937554 PROGYNY INC COM 74340E103 90187 1528587 SH DFND 19,2,20,5 1416653 0 111934 PROLOGIS INC. COM 74340W103 5064758 42372276 SH DFND 10,11,12,13,19,2,20,5,6,8 35679702 684756 6007818 PROMETHEUS BIOSCIENCES INC COM 74349U108 3826 155801 SH DFND 2,20,5 153362 0 2439 PROOFPOINT INC COM 743424103 155027 892192 SH DFND 13,19,2,20,5 783162 500 108530 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 30613 24464000 PRN DFND 2,5 24464000 0 0 PROPETRO HLDG CORP COM 74347M108 32674 3566983 SH DFND 19,2,20,5 3417240 0 149743 PROPHASE LABS INC COM 74345W108 86 13795 SH DFND 20 13795 0 0 APPHARVEST INC COM 03783T103 15283 955196 SH DFND 19,2,20,5 874222 0 80974 PROQR THRAPEUTICS N V SHS EURO N71542109 494 73273 SH DFND 2 73273 0 0 PROS HOLDINGS INC COM 74346Y103 38741 850132 SH DFND 19,2,20,5 763700 800 85632 PROSIGHT GLOBAL INC COM 74349J103 1496 117246 SH DFND 2,20 111246 0 6000 PROSPERITY BANCSHARES INC COM 743606105 502162 6946599 SH DFND 12,13,19,2,20,5,8 6777342 793 168464 PROTAGENIC THERAPEUTICS INC COM 74365N103 285 98800 SH DFND 20 98800 0 0 PROTAGONIST THERAPEUTICS INC COM 74366E102 65283 1454620 SH DFND 19,2,20,5 1380027 0 74593 PROTARA THERAPEUTICS INC COM STK 74365U107 101 10359 SH DFND 20 10359 0 0 PROTHENA CORP PLC SHS G72800108 63156 1228479 SH DFND 19,2,20,5 1168421 94 59964 PROTO LABS INC COM 743713109 82842 902422 SH DFND 13,19,2,20,5 845463 300 56659 PROVENTION BIO INC COM 74374N102 11198 1328337 SH DFND 19,2,20,5 1232116 0 96221 APPIAN CORP CL A 03782L101 108783 789712 SH DFND 13,19,2,20,5 717079 900 71733 PROVIDENT BANCORP INC COM NEW 74383L105 3679 225594 SH DFND 2,20 213263 0 12331 PROVIDENT FINL HLDGS INC COM 743868101 1008 58356 SH DFND 20 54247 0 4109 PROVIDENT FINL SVCS INC COM 74386T105 72120 3150729 SH DFND 19,2,20,5,8 2989563 300 160866 PRUDENTIAL BANCORP INC NEW COM 74431A101 181 13066 SH DFND 20 13066 0 0 PRUDENTIAL FINL INC COM 744320102 1932077 18855048 SH DFND 10,11,12,13,19,2,20,5,6,8 16331220 378294 2145534 PRUDENTIAL PLC ADR 74435K204 700 18364 SH DFND 20 18364 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 151071 1020200 SH DFND 10,19,2,20,5,8 920547 4448 95205 PSYCHEMEDICS CORP COM NEW 744375205 110 15862 SH DFND 20 15862 0 0 PTC INC COM 69370C100 569917 4034527 SH DFND 10,11,12,13,19,2,20,5,6,8 3408123 77304 549100 PTC THERAPEUTICS INC COM 69366J200 100477 2377027 SH DFND 19,2,20,5 2244516 300 132211 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 126491 8283670 SH DFND 10,12,13,19,2,20,5,8 7294110 45758 943802 PUBLIC STORAGE COM 74460D109 2981496 9915515 SH DFND 10,11,12,13,19,2,20,5,6,8 8061974 300234 1553307 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1554528 26021552 SH DFND 10,11,12,13,19,2,20,5,6,8 22210733 387544 3423275 PUBMATIC INC COM CL A 74467Q103 1443 36943 SH DFND 19,20,5 35943 0 1000 PULMATRIX INC COM NEW 74584P202 288 276823 SH DFND 20 276823 0 0 PULMONX CORP COM 745848101 26075 590994 SH DFND 19,2,20,5 568699 0 22295 PULSE BIOSCIENCES INC COM 74587B101 3995 243619 SH DFND 2,20,5 232168 0 11451 PULTE GROUP INC COM 745867101 699526 12786339 SH DFND 10,11,12,13,19,2,20,5,6,8 10998428 499604 1288307 PUMA 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272587 SH DFND 19,2,20,5 247542 0 25045 QAD INC CL B 74727D207 371 4307 SH DFND 20 4307 0 0 APPLIED DNA SCIENCES INC COM 03815U300 279 41161 SH DFND 20 41161 0 0 QCR HOLDINGS INC COM 74727A104 20980 435720 SH DFND 19,2,20,5 405635 0 30085 QIAGEN NV SHS NEW N72482123 98813 2042433 SH DFND 2,20,8 1824573 0 217860 QIWI PLC SPON ADR REP B 74735M108 3022 283480 SH DFND 2,20 283480 0 0 QORVO INC COM 74736K101 942996 4819812 SH DFND 10,11,12,13,19,2,20,5,6,8 4060490 163026 596296 QTS RLTY TR INC COM CL A 74736A103 207277 2665148 SH DFND 10,19,2,20,5,8 2319703 15174 330271 QUAD / GRAPHICS INC COM CL A 747301109 515 124002 SH DFND 20 124002 0 0 QUAKER CHEM CORP COM 747316107 97789 412283 SH DFND 19,2,20,5 384133 108 28042 QUALCOMM INC COM 747525103 6790125 47506647 SH DFND 10,11,12,13,19,2,20,5,6,8 40514206 927592 6064849 QUALIGEN THERAPEUTICS INC COM 74754R103 208 104314 SH DFND 20 104314 0 0 QUALTRICS INTL INC COM CL A 747601201 11400 298040 SH DFND 10,19,2,20 298040 0 0 APPLIED GENETIC 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3985 78902 SH DFND 2,20,5 74701 0 4201 RED ROBIN GOURMET BURGERS IN COM 75689M101 16717 504894 SH DFND 2,20,5 487935 0 16959 RED ROCK RESORTS INC CL A 75700L108 51615 1214463 SH DFND 2,20,5,8 1088248 400 125815 RED VIOLET INC COM 75704L104 286 12139 SH DFND 20 12139 0 0 REDFIN CORP COM 75737F108 124040 1956162 SH DFND 19,2,20,5 1764119 900 191143 REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 754 109594 SH DFND 1,2 24594 0 85000 REDWOOD TR INC COM 758075402 47390 3926249 SH DFND 19,2,20,5,8 3652018 2059 272172 APPLOVIN CORP COM CL A 03831W108 6577 87500 SH DFND 20 87500 0 0 REEDS INC COM 758338107 229 224560 SH DFND 20 224560 0 0 REGAL BELOIT CORP COM 758750103 142527 1067541 SH DFND 10,13,19,2,20,5,8 984554 398 82589 REGENCY CTRS CORP COM 758849103 667995 10332526 SH DFND 10,11,12,13,19,2,20,5,6,8 8820706 143814 1368006 REGENERON PHARMACEUTICALS COM 75886F107 2522767 4516716 SH DFND 10,11,12,13,19,2,20,5,6,8 3758574 125099 633043 REGENXBIO INC COM 75901B107 87952 2263881 SH DFND 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54395 SH DFND 20 54395 0 0 APTIV PLC SHS G6095L109 1652578 10503896 SH DFND 10,11,12,13,19,2,20,5,6,8 8945112 215364 1343420 RICHMOND MUT BANCORPORATION COM 76525P100 429 28769 SH DFND 20 28769 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 46403 10691924 SH DFND 19,2,20,5 10319602 0 372322 RILEY EXPLORATION PERMIAN IN COM 76665T102 2340 80742 SH DFND 2,20,5 68913 0 11829 RIMINI STR INC DEL COM 76674Q107 3205 520235 SH DFND 2,20 498582 0 21653 RING ENERGY INC COM 76680V108 1020 342126 SH DFND 20 342126 0 0 RINGCENTRAL INC CL A 76680R206 507846 1747697 SH DFND 10,11,12,13,19,2,20,5,6,8 1384036 42362 321299 RINGCENTRAL INC NOTE 3/0 76680RAF4 27566 24890000 PRN DFND 2,5 24890000 0 0 RIO TINTO PLC SPONSORED ADR 767204100 1276 15214 SH DFND 1,20 4603 0 10611 RIOT BLOCKCHAIN INC COM 767292105 75331 1999762 SH DFND 19,2,20,5 1860354 2600 136808 RITE AID CORP COM 767754872 27694 1698994 SH DFND 12,13,19,2,20,5,8 1577117 1202 120675 APYX MEDICAL CORPORATION COM 03837C106 5262 510346 SH DFND 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10,11,12,13,19,2,20,5,6,8 7129844 134012 1051747 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 18882 467376 SH DFND 1,2,20 81672 0 385704 ROYAL GOLD INC COM 780287108 284948 2497354 SH DFND 13,19,2,20,5 2339525 599 157230 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 199524 4867634 SH DFND 10,11,12,13,19,2,20,5,6,8 4074508 117660 675466 RPC INC COM 749660106 10744 2170500 SH DFND 19,2,20,5 2040300 0 130200 RPM INTL INC COM 749685103 505101 5695768 SH DFND 10,11,12,13,19,2,20,5,6,8 5087518 89992 518258 RPT REALTY SH BEN INT 74971D101 58209 4458985 SH DFND 10,19,2,20,5,8 4079759 17121 362105 RUBIUS THERAPEUTICS INC COM 78116T103 59568 2440295 SH DFND 19,2,20,5 2379127 1000 60168 RUMBLEON INC COM CL B 781386305 280 6920 SH DFND 20 6920 0 0 RUSH ENTERPRISES INC CL A 781846209 39691 917914 SH DFND 10,19,2,20,5 846710 150 71054 AQUESTIVE THERAPEUTICS INC COM 03843E104 277 69877 SH DFND 20 69877 0 0 RUSH ENTERPRISES INC CL B 781846308 6279 164620 SH DFND 10,12,19,2,20,5 138564 0 26056 RUSH STREET INTERACTIVE INC COM 782011100 11124 907381 SH DFND 19,2,20,5 830465 0 76916 RUTHS HOSPITALITY GROUP INC COM 783332109 25595 1111395 SH DFND 19,2,20,5 1030740 9000 71655 RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 16812 155365 SH DFND 1,2,20,6,8 74709 0 80656 RYDER SYS INC COM 783549108 121217 1630800 SH DFND 10,12,13,19,2,20,5,8 1528150 831 101819 RYERSON HLDG CORP COM 783754104 4359 298585 SH DFND 2,20 287437 0 11148 RYMAN HOSPITALITY PPTYS INC COM 78377T107 168082 2128700 SH DFND 10,13,19,2,20,5,8 1845847 14679 268174 S & T BANCORP INC COM 783859101 51358 1640823 SH DFND 19,2,20,5 1562358 536 77929 S&P GLOBAL INC COM 78409V104 4502912 10970672 SH DFND 10,11,12,13,19,2,20,5,6,8 9565801 170563 1234308 S&W SEED CO COM 785135104 165 45326 SH DFND 20 45326 0 0 ARAMARK COM 03852U106 183563 4927874 SH DFND 10,11,12,13,19,2,20,5,6,8 3946277 160276 821321 SABINE RTY TR UNIT BEN INT 785688102 826 20493 SH DFND 2 20493 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 158138 8688892 SH DFND 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INC COM 800677106 71750 5994166 SH DFND 19,2,20,5 5753314 100 240752 SANMINA CORPORATION COM 801056102 91406 2346138 SH DFND 12,19,2,20,5,8 2214192 833 131113 SANOFI SPONSORED ADR 80105N105 3792 72002 SH DFND 1,2,20 50493 0 21509 SANTANDER CONSUMER USA HLDGS COM 80283M101 31955 879807 SH DFND 12,13,19,2,20,5,8 809253 0 70554 SAP SE SPON ADR 803054204 27797 197897 SH DFND 1,20 12668 0 185229 SAPIENS INTL CORP N V SHS G7T16G103 10601 403546 SH DFND 2,20,5 368807 0 34739 ARBUTUS BIOPHARMA CORP COM 03879J100 3503 1156094 SH DFND 2,20,5 1139178 0 16916 SAREPTA THERAPEUTICS INC COM 803607100 131096 1686345 SH DFND 12,13,19,2,20,5,8 1522074 1700 162571 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 19265 14530000 PRN DFND 2,5 14530000 0 0 SATSUMA PHARMACEUTICALS INC COM 80405P107 130 18410 SH DFND 20 18410 0 0 SAUL CTRS INC COM 804395101 19824 436180 SH DFND 19,2,20,5 403813 0 32367 SAVARA INC COM 805111101 399 234649 SH DFND 20 234649 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1401145 4396440 SH DFND 10,11,12,13,19,2,20,5,6,8 3627412 63457 705571 SCANSOURCE INC COM 806037107 24337 865168 SH DFND 19,2,20,5 812920 1058 51190 SCHLUMBERGER LTD COM STK 806857108 2773803 86310919 SH DFND 10,11,12,13,19,2,20,5,6,8 78559116 1104570 6647233 SCHNEIDER NATIONAL INC CL B 80689H102 29800 1363917 SH DFND 19,2,20,5 1264954 0 98963 SCHNITZER STEEL INDS INC CL A 806882106 75847 1546326 SH DFND 19,2,20,5 1500007 314 46005 ABRAXAS PETE CORP COM NEW 003830304 100 30928 SH DFND 20 30928 0 0 ARC DOCUMENT SOLUTIONS INC COM 00191G103 344 159937 SH DFND 20 159937 0 0 SCHOLAR ROCK HLDG CORP COM 80706P103 50270 1739440 SH DFND 19,2,20,5 1686561 0 52879 SCHOLASTIC CORP COM 807066105 37824 998261 SH DFND 19,2,20,5 946410 73 51778 SCHRODINGER INC COM 80810D103 62938 832406 SH DFND 19,2,20,5 753119 400 78887 SCHWAB CHARLES CORP COM 808513105 4767106 65473231 SH DFND 10,12,13,19,2,20,5,6,8 57372464 834858 7265909 SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 82462 1450000 SH DFND 2 1450000 0 0 SCHWAB STRATEGIC TR US REIT ETF 808524847 884 19299 SH DFND 1 19299 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 6526 104403 SH DFND 20 104403 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 53112 1315299 SH DFND 19,2,20,5 1270183 64 45052 SCIENCE APPLICATIONS INTL CO COM 808625107 130701 1489814 SH DFND 1,12,13,2,20,5 1388433 833 100548 SCIENTIFIC GAMES CORP COM 80874P109 172546 2228122 SH DFND 13,19,2,20,5 2066288 700 161134 ARCA BIOPHARMA INC COM 00211Y506 241 69037 SH DFND 20 69037 0 0 SCIPLAY CORPORATION CL A 809087109 4135 243945 SH DFND 2,20 243945 0 0 SCORPIO TANKERS INC SHS Y7542C130 17361 787348 SH DFND 2,20,5,1 732980 0 54368 SCOTTS MIRACLE-GRO CO CL A 810186106 213428 1112070 SH DFND 13,19,2,20,5,8 1032457 385 79228 SCRIPPS E W CO OHIO CL A NEW 811054402 38602 1893179 SH DFND 19,2,20,5 1786315 1039 105825 SCULPTOR CAP MGMT COM CL A 811246107 8650 351768 SH DFND 2,20,5 330268 0 21500 SCYNEXIS INC COM NEW 811292200 529 71936 SH DFND 20 71936 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 87127 15887000 PRN DFND 2,5 15887000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 95216 30810000 PRN DFND 2,5 30810000 0 0 SEA LTD SPONSORD ADS 81141R100 501210 1825238 SH DFND 1,10,12,13,19,2,20,5,6,8 673394 8100 1143744 SEABOARD CORP DEL COM 811543107 15193 3927 SH DFND 19,2,20,5 3383 1 543 ARCADIA BIOSCIENCES INC COM NEW 039014204 108 36300 SH DFND 20 36300 0 0 SEACHANGE INTL INC COM 811699107 188 145896 SH DFND 20 145896 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 79515 2328402 SH DFND 19,2,20,5 2225598 0 102804 SEACOR MARINE HLDGS INC COM 78413P101 359 81387 SH DFND 20 81387 0 0 SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 824241 9373834 SH DFND 10,11,12,13,19,2,20,5,6,8 7749721 316506 1307607 SEAGEN INC COM 81181C104 507845 3216653 SH DFND 10,11,12,13,19,2,20,5,6,8 2667546 80770 468337 SEALED AIR CORP NEW COM 81211K100 445012 7510757 SH DFND 10,11,12,13,19,2,20,5,6,8 6265279 124350 1121128 SEASPINE HLDGS CORP COM 81255T108 9973 486235 SH DFND 2,20,5 460713 0 25522 SEAWORLD ENTMT INC COM 81282V100 50876 1018750 SH DFND 19,2,20,5,8 912671 0 106079 SECOND SIGHT MED PRODS INC COM NEW 81362J209 456 92394 SH DFND 20 92394 0 0 SECUREWORKS CORP CL A 81374A105 3091 166836 SH DFND 2,20 159912 0 6924 ARCBEST CORP COM 03937C105 66027 1134677 SH DFND 19,2,20,5,8 1084089 1000 49588 SECURITY NATL FINL CORP CL A NEW 814785309 235 26908 SH DFND 20 26908 0 0 SEELOS THERAPEUTICS INC COM 81577F109 3109 1177766 SH DFND 2,20,5 1156663 0 21103 SEER INC COM CL A 81578P106 9253 282291 SH DFND 19,2,20,5 256096 0 26195 SEI INVTS CO COM 784117103 366324 5911314 SH DFND 10,12,13,19,2,20,5,6,8 5236922 184087 490305 SELECT BANCORP INC NEW COM 81617L108 793 49207 SH DFND 20 41077 0 8130 SELECT ENERGY SVCS INC CL A COM 81617J301 7680 1271449 SH DFND 19,2,20,5 1178505 0 92944 SELECT INTERIOR CONCEPTS INC CL A 816120307 555 59048 SH DFND 20 59048 0 0 SELECT MED HLDGS CORP COM 81619Q105 152485 3608254 SH DFND 19,2,20,5,8 3392507 2000 213747 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 12169 150287 SH DFND 2 150287 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 63504 1178844 SH DFND 1,12,2,20 1004913 0 173931 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 3541 113996 SH DFND 2,20 113996 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 21992 599399 SH DFND 2 599399 0 0 SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1324 29864 SH DFND 12 29864 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2590 14507 SH DFND 2 14507 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 4719 67445 SH DFND 2 67445 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 85318 833185 SH DFND 1,2,20 740540 0 92645 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 141509 1719214 SH DFND 1,12,2,20 1495524 0 223690 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 201484 1364512 SH DFND 1,12,2,20 1222156 0 142356 SELECTA BIOSCIENCES INC COM 816212104 5905 1412594 SH DFND 2,20,5 1278654 0 133940 SELECTIVE INS GROUP INC COM 816300107 158087 1948087 SH DFND 12,13,19,2,20,5 1827241 741 120105 SELECTQUOTE INC COM 816307300 50055 2598899 SH DFND 19,2,20,5 2408012 0 190887 ARCH CAP GROUP LTD ORD G0450A105 346923 8909177 SH DFND 10,11,12,13,19,2,20,5,6,8 7310589 287893 1310695 SELLAS LIFE SCIENCES GROUP I COM NEW 81642T209 416 37468 SH DFND 20 37468 0 0 SEMPRA ENERGY COM 816851109 2240483 16911861 SH DFND 10,11,12,13,19,2,20,5,6,8 15026625 226593 1658643 SEMRUSH HLDGS INC CL A COM 81686C104 681 29600 SH DFND 20 29600 0 0 SEMTECH CORP COM 816850101 161706 2350374 SH DFND 13,19,2,20,5,8 2211283 651 138440 SENDAS DISTRIBUIDORA S A SPON ADS 81689T104 4753 277940 SH DFND 10,2 277940 0 0 SENECA FOODS CORP NEW CL A 817070501 11942 233798 SH DFND 2,20,5 223621 0 10177 SENESTECH INC COM NEW 81720R208 40 24800 SH DFND 20 24800 0 0 SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 198887 3430867 SH DFND 10,11,12,13,19,2,20,5,6,8 2738301 105579 586987 SENSEI BIOTHERAPEUTICS INC COM 81728A108 976 100000 SH DFND 2,20 95000 0 5000 SENSEONICS HLDGS INC COM 81727U105 39443 10271559 SH DFND 19,2,20,5 9599944 8800 662815 ARCH RESOURCES INC CL A 03940R107 73292 1286280 SH DFND 2,20,5 1276594 0 9686 SENSIENT TECHNOLOGIES CORP COM 81725T100 111270 1285466 SH DFND 13,19,2,20,5,8 1199026 760 85680 SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323207 126 20910 SH DFND 2 20910 0 0 SERES THERAPEUTICS INC COM 81750R102 82623 3464273 SH DFND 19,2,20,5 3353793 1000 109480 SERITAGE GROWTH PPTYS CL A 81752R100 20436 1110638 SH DFND 19,2,20,5,8 980310 300 130028 SERVICE CORP INTL COM 817565104 233973 4365976 SH DFND 12,13,19,2,20,5,8 4058851 2037 305088 SERVICE PPTYS TR COM SH BEN INT 81761L102 115092 9134314 SH DFND 10,12,13,19,2,20,5,8 8354552 37329 742433 SERVICENOW INC COM 81762P102 4172153 7591945 SH DFND 10,11,12,13,19,2,20,5,6,8 6525290 114661 951994 SERVICESOURCE INTL INC COM 81763U100 342 242833 SH DFND 20 242833 0 0 SERVISFIRST BANCSHARES INC COM 81768T108 130655 1916342 SH DFND 19,2,20,5 1823127 0 93215 SESEN BIO INC COM 817763105 63182 13675800 SH DFND 2,20,5 13430718 0 245082 ARCHER DANIELS MIDLAND CO COM 039483102 1893957 31253416 SH DFND 10,11,12,13,19,2,20,5,6,8 27381204 787560 3084652 SEVERN BANCORP INC ANNAPOLIS COM 81811M100 150 12565 SH DFND 20 11383 0 1182 SFL CORPORATION LTD SHS G7738W106 11663 1524638 SH DFND 2,20,5 1414875 0 109763 SG BLOCKS INC COM NEW 78418A505 262 47706 SH DFND 20 47706 0 0 SHAKE SHACK INC CL A 819047101 118464 1106935 SH DFND 19,2,20,5 1034120 400 72415 SHARPS COMPLIANCE CORP COM 820017101 2310 224235 SH DFND 2,20 206576 0 17659 SHARPSPRING INC COM 820054104 582 34458 SH DFND 20 34458 0 0 SHATTUCK LABS INC COM 82024L103 25654 884914 SH DFND 2,20,5 862922 0 21992 SHENANDOAH TELECOMMUNICATION COM 82312B106 78728 1622926 SH DFND 19,2,20,5 1499428 900 122598 SHERWIN WILLIAMS CO COM 824348106 3060581 11233551 SH DFND 10,11,12,13,19,2,20,5,6,8 9647921 224869 1360761 SHIFT TECHNOLOGIES INC CL A 82452T107 19128 2229358 SH DFND 2,20,5 2138424 0 90934 ARCHROCK INC COM 03957W106 46488 5217477 SH DFND 19,2,20,5,8 4965005 2651 249821 SHIFT4 PMTS INC CL A 82452J109 57481 613330 SH DFND 13,19,2,20,5 546805 0 66525 SHIFTPIXY INC COM NEW 82452L203 222 94179 SH DFND 20 94179 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1741 48561 SH DFND 2,20,5,8 25861 0 22700 SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 53634 1510807 SH DFND 19,2,20,5 1439125 0 71682 SHOCKWAVE MED INC COM 82489T104 129950 684923 SH DFND 13,19,2,20,5 625797 200 58926 SHOE CARNIVAL INC COM 824889109 27294 381250 SH DFND 19,2,20,5 361164 0 20086 SHOPIFY INC CL A 82509L107 31246 21387 SH DFND 1,2 21387 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 31448 24175000 PRN DFND 2,5 24175000 0 0 SHORE BANCSHARES INC COM 825107105 845 50461 SH DFND 13,20 30294 0 20167 SHOTSPOTTER INC COM 82536T107 7750 158900 SH DFND 19,2,20,5 146404 0 12496 ARCIMOTO INC COM 039587100 7927 461154 SH DFND 2,20,5 418375 0 42779 SHUTTERSTOCK INC COM 825690100 81937 834646 SH DFND 19,2,20,5,8 784356 0 50290 SHYFT GROUP INC COM 825698103 24995 668144 SH DFND 19,2,20,5 602452 0 65692 SI-BONE INC COM 825704109 27052 859613 SH DFND 19,2,20,5 813411 0 46202 SIEBERT FINL CORP COM 826176109 64 13400 SH DFND 20 13400 0 0 SIENTRA INC COM 82621J105 6958 874084 SH DFND 2,20,5 829991 0 44093 SIERRA BANCORP COM 82620P102 7481 293967 SH DFND 13,2,20,5 246144 0 47823 SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 76 21123 SH DFND 20 21123 0 0 SIGA TECHNOLOGIES INC COM 826917106 6895 1097875 SH DFND 19,2,20,5 1000839 0 97036 SIGILON THERAPEUTICS INC COM 82657L107 1378 128428 SH DFND 2,20 122778 0 5650 SIGMA LABS INC COM 826598500 51 13170 SH DFND 20 13170 0 0 AC IMMUNE SA SHS H00263105 220 27709 SH DFND 2,20 27709 0 0 ARCO PLATFORM LTD COM CL A G04553106 300 9773 SH DFND 2 9773 0 0 SIGMATRON INTL INC COM 82661L101 147 29329 SH DFND 20 29329 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 474451 1931409 SH DFND 12,13,19,2,20,5,8 1825722 599 105088 SIGNET JEWELERS LIMITED SHS G81276100 155979 1930671 SH DFND 12,13,19,2,20,5,8 1819152 659 110860 SIGNIFY HEALTH INC CL A COM 82671G100 13133 431581 SH DFND 19,2,20,5 406025 0 25556 SILGAN HOLDINGS INC COM 827048109 85425 2058429 SH DFND 19,2,20,5,8 1881730 484 176215 SILICOM LTD ORD M84116108 255 5795 SH DFND 2 5795 0 0 SILICON LABORATORIES INC COM 826919102 240768 1571081 SH DFND 13,19,2,20,5 1469834 505 100742 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 16568 11929000 PRN DFND 2 11929000 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 5483 85540 SH DFND 10,13,19,2,20,5 80740 0 4800 SILK RD MED INC COM 82710M100 39474 824785 SH DFND 19,2,20,5 774190 0 50595 ARCONIC CORPORATION COM 03966V107 207326 5820490 SH DFND 12,13,19,2,20,5,8 5559809 891 259790 SILVERBACK THERAPEUTICS INC COM 82835W108 6929 224319 SH DFND 2,20,5 210819 0 13500 SILVERBOW RES INC COM 82836G102 1142 49197 SH DFND 20 49197 0 0 SILVERCREST ASSET MGMT GROUP CL A 828359109 235 15599 SH DFND 20 15599 0 0 SILVERGATE CAP CORP CL A 82837P408 199015 1756217 SH DFND 19,2,20,5 1728182 500 27535 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 162888 5519174 SH DFND 19,2,20,5 5316875 1400 200899 SIMON PPTY GROUP INC NEW COM 828806109 2536972 19443377 SH DFND 10,11,12,13,19,2,20,5,6,8 16547207 299867 2596303 SIMPLY GOOD FOODS CO COM 82900L102 99208 2717291 SH DFND 19,2,20,5 2537132 0 180159 SIMPSON MFG INC COM 829073105 144833 1308475 SH DFND 19,2,20,5 1224977 680 82818 SIMULATIONS PLUS INC COM 829214105 28627 521349 SH DFND 19,2,20,5 492742 0 28607 SINCLAIR BROADCAST GROUP INC CL A 829226109 31194 939012 SH DFND 19,2,20,5,8 834322 10238 94452 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 3099 519049 SH DFND 2,20,5 398242 0 120807 SINOVAC BIOTECH LTD SHS P8696W104 1822 281640 SH DFND 1,2 281640 0 0 SINTX TECHNOLOGIES INC COM NEW 829392307 21 11137 SH DFND 20 11137 0 0 SIO GENE THERAPIES INC COMMON 829399104 216 79100 SH DFND 20 79100 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 189642 28997211 SH DFND 10,11,12,13,19,2,20,5,6,8 20390491 760217 7846503 SIRIUSPOINT LTD COM G8192H106 26751 2656478 SH DFND 19,2,20,5 2483135 0 173343 SITE CTRS CORP COM 82981J109 133961 8828003 SH DFND 10,12,13,19,2,20,5,8 8048177 38641 741185 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 105945 625930 SH DFND 13,19,2,20,5 542942 300 82688 SITIME CORP COM 82982T106 56325 444940 SH DFND 19,2,20,5 429020 0 15920 SIX FLAGS ENTMT CORP NEW COM 83001A102 87170 2014096 SH DFND 12,13,19,2,20,5,8 1874872 700 138524 SJW GROUP COM 784305104 37175 587283 SH DFND 13,19,2,20,5,8 521377 0 65906 ARCOSA INC COM 039653100 103195 1756808 SH DFND 13,19,2,20,5,8 1645053 786 110969 SK TELECOM LTD SPONSORED ADR 78440P108 28116 895116 SH DFND 1,10,2,20,5 441707 0 453409 SKECHERS U S A INC CL A 830566105 228960 4594827 SH DFND 12,13,19,2,20,5 4343119 1936 249772 SKILLZ INC COM 83067L109 86961 4003752 SH DFND 19,2,20,5 3687376 2100 314276 SKYLINE CHAMPION CORPORATION COM 830830105 70463 1322013 SH DFND 19,2,20,5 1219476 0 102537 SKYWATER TECHNOLOGY INC COM 83089J108 2780 97025 SH DFND 2,20 95086 0 1939 SKYWEST INC COM 830879102 83206 1931871 SH DFND 13,19,2,20,5,8 1872400 0 59471 SKYWORKS SOLUTIONS INC COM 83088M102 1415331 7381129 SH DFND 10,11,12,13,19,2,20,5,6,8 6089336 318354 973439 SL GREEN RLTY CORP COM 78440X804 267321 3328897 SH DFND 10,12,13,19,2,20,5,8 2951745 15601 361551 SLACK TECHNOLOGIES INC COM CL A 83088V102 527502 11907486 SH DFND 10,11,12,13,19,2,20,5,6,8 9656937 277351 1973198 SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 36209 24066000 PRN DFND 2,5 24066000 0 0 ARCTURUS THERAPEUTICS HLDGS COM 03969T109 59411 1755654 SH DFND 19,2,20,5 1700092 300 55262 SLAM CORP UNIT 99/99/9999 G8210L113 218 21801 SH DFND 20 0 0 21801 SLEEP NUMBER CORP COM 83125X103 82204 747651 SH DFND 19,2,20,5,8 695997 300 51354 SLM CORP COM 78442P106 181905 8686961 SH DFND 1,13,19,2,20,5,8 7860076 4742 822143 SM ENERGY CO COM 78454L100 215211 8737753 SH DFND 12,19,2,20,5,8 8590722 0 147031 SMART GLOBAL HLDGS INC SHS G8232Y101 45596 956288 SH DFND 19,2,20,5 934027 0 22261 SMART SAND INC COM 83191H107 316 94978 SH DFND 20 94978 0 0 SMARTFINANCIAL INC COM NEW 83190L208 5057 210631 SH DFND 2,20,5 201391 0 9240 SMARTSHEET INC COM CL A 83200N103 127218 1759103 SH DFND 13,19,2,20,5 1544600 1100 213403 SMILEDIRECTCLUB INC CL A COM 83192H106 12717 1465085 SH DFND 19,2,20,5 1407285 0 57800 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 7823 180080 SH DFND 2,20 180080 0 0 ARCUS BIOSCIENCES INC COM 03969F109 73749 2685701 SH DFND 19,2,20,5 2598149 0 87552 SMITH & WESSON BRANDS INC COM 831754106 34194 983174 SH DFND 19,2,20,5 955886 100 27188 SMITH A O CORP COM 831865209 616311 8552747 SH DFND 10,11,12,13,19,2,20,5,6,8 7731090 200954 620703 SMITH MICRO SOFTWARE INC COM NEW 832154207 3050 584256 SH DFND 2,20 552756 0 31500 SMITH MIDLAND CORP COM 832156103 241 10200 SH DFND 20 10200 0 0 SMUCKER J M CO COM NEW 832696405 953601 7359737 SH DFND 10,11,12,13,19,2,20,5,6,8 6366727 136420 856590 SNAP INC CL A 83304A106 810976 11901607 SH DFND 10,11,12,13,19,2,20,5,6,8 8974898 535990 2390719 SNAP INC NOTE 0.250% 5/0 83304AAD8 50177 15940000 PRN DFND 2,5 15940000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 66784 22100000 PRN DFND 2,5 22100000 0 0 SNAP ON INC COM 833034101 549686 2460215 SH DFND 10,11,12,13,19,2,20,5,6,8 2018201 110185 331829 SNOWFLAKE INC CL A 833445109 375819 1554255 SH DFND 10,11,12,13,19,2,20,5,6,8 1362192 15330 176733 ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 31451 1152482 SH DFND 19,2,20,5 1098394 0 54088 SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 3439 357877 SH DFND 2,20,5 357877 0 0 SOC TELEMED INC COM CL A 78472F101 3387 595196 SH DFND 2,20 585326 0 9870 SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 66919 1413889 SH DFND 1,13,19,2,20,5,8 1256715 0 157174 SOCKET MOBILE INC COM NEW 83368E200 138 22500 SH DFND 20 22500 0 0 SOGOU INC ADR REPSTG A 83409V104 1003 117614 SH DFND 1,2 46438 0 71176 SOHU COM LTD SPONSORED ADS 83410S108 12154 653463 SH DFND 13,2,20,5 491736 700 161027 SOLAREDGE TECHNOLOGIES INC COM 83417M104 355350 1285778 SH DFND 10,11,12,13,19,2,20,5,6,8 1079525 34833 171420 SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 6129 629242 SH DFND 2,20,5 600312 0 28930 SOLARWINDS CORP COM 83417Q105 17851 1056892 SH DFND 19,2,20,5 958633 0 98259 SOLENO THERAPEUTICS INC COM NEW 834203200 251 220100 SH DFND 20 220100 0 0 ARDAGH GROUP S A CL A L0223L101 4238 172837 SH DFND 2,20,5 151837 0 21000 SOLID BIOSCIENCES INC COM 83422E105 3137 857125 SH DFND 2,20,5 837925 0 19200 SOLIGENIX INC COM 834223307 50 44870 SH DFND 20 44870 0 0 SOLITARIO ZINC CORP COM 8342EP107 8 11586 SH DFND 20 11586 0 0 SOLITON INC COM 834251100 2835 126040 SH DFND 2,20 121722 0 4318 SONIC AUTOMOTIVE INC CL A 83545G102 45760 1020209 SH DFND 19,2,20,5,8 970135 0 50074 SONIM TECHNOLOGIES INC COM 83548F101 40 72458 SH DFND 20 72458 0 0 SONNET BIOTHERAPEUTC HLDNG I COM 83548R105 99 62688 SH DFND 20 62688 0 0 SONOCO PRODS CO COM 835495102 436366 6522659 SH DFND 12,13,19,2,20,5,8 6317827 864 203968 SONOS INC COM 83570H108 79602 2259486 SH DFND 19,2,20,5,8 2005634 0 253852 SONY GROUP CORPORATION SPONSORED ADR 835699307 3851 39616 SH DFND 2,20 39616 0 0 ARDELYX INC COM 039697107 47608 6280797 SH DFND 19,2,20,5 6166807 0 113990 SORRENTO THERAPEUTICS INC COM NEW 83587F202 99153 10232527 SH DFND 19,2,20,5 9675312 3500 553715 SOS LIMITED SPNSORD ADS NEW 83587W106 1877 567127 SH DFND 2,20,5 482327 6900 77900 SOTERA HEALTH CO COM 83601L102 26061 1075547 SH DFND 19,2,20,5 951713 0 123834 SOUND FINL BANCORP INC COM 83607A100 365 8408 SH DFND 20 3501 0 4907 SOUTH JERSEY INDS INC COM 838518108 626178 23879253 SH DFND 12,19,2,20,5,8 23704779 1376 173098 SOUTH PLAINS FINANCIAL INC COM 83946P107 3542 153122 SH DFND 2,20 139768 0 13354 SOUTH ST CORP COM 840441109 229311 2804684 SH DFND 13,19,2,20,5 2643553 1110 160021 SOUTHERN CO COM 842587107 3143029 51942303 SH DFND 1,10,11,12,13,19,2,20,5,6,8 45891184 763418 5287701 SOUTHERN CO UNIT 08/01/2022 842587602 36609 724500 SH DFND 2 724500 0 0 SOUTHERN COPPER CORP COM 84265V105 182326 2834674 SH DFND 10,12,13,19,2,20,5,6,8 1849577 41076 944021 ARDMORE SHIPPING CORP COM Y0207T100 43 10100 SH DFND 20,5 10100 0 0 SOUTHERN FIRST BANCSHARES COM 842873101 6957 135979 SH DFND 2,20,5 125686 0 10293 SOUTHERN MO BANCORP INC COM 843380106 6433 143074 SH DFND 2,20 120939 0 22135 SOUTHSIDE BANCSHARES INC COM 84470P109 51617 1350162 SH DFND 19,2,20,5 1287535 0 62627 SOUTHWEST AIRLS CO COM 844741108 2167052 40818458 SH DFND 1,10,11,12,13,19,2,20,5,6,8 17839254 92469 22886735 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 93849 61875000 PRN DFND 2,5 61875000 0 0 SOUTHWEST GAS HLDGS INC COM 844895102 117136 1769691 SH DFND 12,13,19,2,20,5 1662534 773 106384 SOUTHWESTERN ENERGY CO COM 845467109 224917 39667962 SH DFND 12,13,19,2,20,5 38745923 13572 908467 SP PLUS CORP COM 78469C103 13632 445623 SH DFND 19,2,20,5 409427 0 36196 SPARK ENERGY INC CL A COM 846511103 2944 259804 SH DFND 2,20,5 250832 0 8972 SPARK NETWORKS SE SPONSORED ADR 846517100 643 124126 SH DFND 2 124126 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 6444 953259 SH DFND 2,20,5 897509 0 55750 ARENA PHARMACEUTICALS INC COM NEW 040047607 127531 1869962 SH DFND 19,2,20,5 1750553 890 118519 SPARTANNASH CO COM 847215100 26877 1391855 SH DFND 19,2,20,5 1315133 1026 75696 SPDR GOLD TR GOLD SHS 78463V107 51932 313543 SH DFND 10,12,20 20020 0 293523 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 156569 3040765 SH DFND 1,2 3036717 7 4041 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 15710 427829 SH DFND 1,12,20 424434 0 3395 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4606 98360 SH DFND 10 0 0 98360 SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 48897 384500 SH DFND 10 0 0 384500 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 26145 865723 SH DFND 1 862716 0 3007 SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 167043 4540443 SH DFND 12,2,20 957306 0 3583137 SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 90588 1990956 SH DFND 1,12,19,2,20,5 1118275 0 872681 SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 6404 122656 SH DFND 5 122656 0 0 ARES CAPITAL CORP COM 04010L103 1666 85039 SH DFND 20 85039 0 0 SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 9089 133500 SH DFND 10 0 0 133500 SPDR INDEX SHS FDS S&P INTL ETF 78463X772 456 11564 SH DFND 1 7010 0 4554 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 108050 2794886 SH DFND 1,2,20 2648843 35201 110842 SPDR S&P 500 ETF TR TR UNIT 78462F103 1614582 3761261 SH DFND 1,10,12,2,20 3180953 1202 579106 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 56282 114540 SH DFND 1,20 80523 1211 32806 SPDR SER TR BLOMBERG 1 10 YR 78468R861 534439 25286907 SH DFND 2 25286907 0 0 SPDR SER TR BLOMBERG BRC INV 78468R200 38368 1251815 SH DFND 20 0 0 1251815 SPDR SER TR BLOMBERG INTL TR 78464A516 1091 37182 SH DFND 1,20 2235 0 34947 SPDR SER TR BLOMBRG BRC EMRG 78464A391 5519 208810 SH DFND 1 208810 0 0 SPDR SER TR BLOMBRG BRC INTL 78464A151 982 27043 SH DFND 20 0 0 27043 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 10425 9800000 PRN DFND 2,5 9800000 0 0 SPDR SER TR BLOOMBERG BRCLYS 78468R622 860340 7824122 SH DFND 19,2,20,5,8 6840128 0 983994 SPDR SER TR BLOOMBERG SRT TR 78468R408 4701 170458 SH DFND 12,20 3 0 170455 SPDR SER TR DJ REIT ETF 78464A607 19744 188237 SH DFND 1,2,20 80238 0 107999 SPDR SER TR FTSE INT GVT ETF 78464A490 9603 170182 SH DFND 20 170182 0 0 SPDR SER TR ICE PFD SEC ETF 78464A292 1203 27210 SH DFND 1 27210 0 0 SPDR SER TR PORTFLI HIGH YLD 78468R606 2823 105000 SH DFND 10 0 0 105000 SPDR SER TR PORTFLI INTRMDIT 78464A672 255441 7888857 SH DFND 1,12,2 7888857 0 0 SPDR SER TR PORTFLI MORTGAGE 78464A383 25170 973311 SH DFND 2 973311 0 0 SPDR SER TR PORTFLI TIPS ETF 78464A656 133518 4287682 SH DFND 1,2,20 93919 0 4193763 SPDR SER TR PORTFOLIO AGRGTE 78464A649 385946 12860590 SH DFND 1,2,20 654286 5458 12200846 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 11465 10303000 PRN DFND 2,5 10303000 0 0 SPDR SER TR PORTFOLIO INTRMD 78464A375 81728 2226925 SH DFND 1,12,2,20 2068809 151390 6726 SPDR SER TR PORTFOLIO LN COR 78464A367 200797 6318348 SH DFND 12,2,20 4669289 0 1649059 SPDR SER TR PORTFOLIO LN TSR 78464A664 715175 17316589 SH DFND 12,2,20 16183303 0 1133286 SPDR SER TR PORTFOLIO S&P500 78464A854 37011 735371 SH DFND 12 735371 0 0 SPDR SER TR PORTFOLIO S&P600 78468R853 49539 1127421 SH DFND 2 0 0 1127421 SPDR SER TR PORTFOLIO SH TSR 78468R101 191130 6237930 SH DFND 1,2 6237930 0 0 SPDR SER TR PORTFOLIO SHORT 78464A474 362794 11590863 SH DFND 1,2,20 1678603 0 9912260 SPDR SER TR PRTFLO S&P500 GW 78464A409 8234 130764 SH DFND 19 130764 0 0 SPDR SER TR PRTFLO S&P500 VL 78464A508 8184 206972 SH DFND 19 206972 0 0 SPDR SER TR S&P 600 SML CAP 78464A813 24132 246895 SH DFND 20 0 0 246895 ARES COML REAL ESTATE CORP COM 04013V108 11169 743365 SH DFND 19,2,20,5 654736 1800 86829 SPDR SER TR S&P DIVID ETF 78464A763 9632 78768 SH DFND 1 74478 0 4290 SPDR SER TR SPDR BLOOMBERG 78468R663 17301 189146 SH DFND 12,2 189146 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 58366 686333 SH DFND 10,12,13,19,2,20,5,8 604731 271 81331 SPECTRUM PHARMACEUTICALS INC COM 84763A108 42000 11200031 SH DFND 19,2,20,5 10881485 0 318546 SPERO THERAPEUTICS INC COM 84833T103 11318 810738 SH DFND 2,20,5 794631 0 16107 SPIRE INC COM 84857L101 118956 1630888 SH DFND 12,13,19,2,20,5,8 1482331 439 148118 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 123278 2611821 SH DFND 12,13,19,2,20,5,8 2392626 887 218308 SPIRIT AIRLS INC COM 848577102 66581 2187276 SH DFND 13,19,2,20,5 2071295 0 115981 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 13451 14000000 PRN DFND 2,5 14000000 0 0 SPIRIT OF TEX BANCSHARES INC COM 84861D103 5397 236275 SH DFND 2,20 221075 0 15200 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 114407 1799136 SH DFND 19,2,20,5 1571273 3700 224163 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 250721 5172969 SH DFND 10,12,13,19,2,20,5,8 4596346 25053 551570 SPLUNK INC COM 848637104 665101 4600229 SH DFND 10,11,12,13,19,2,20,5,6,8 3918367 88977 592885 SPLUNK INC NOTE 0.500% 9/1 848637AC8 19771 16973000 PRN DFND 2,5 16973000 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 29567 30350000 PRN DFND 2 30350000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 30260 24676000 PRN DFND 2,5 24676000 0 0 SPOK HLDGS INC COM 84863T106 3207 333346 SH DFND 2,20,5 333346 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 23095 1299683 SH DFND 19,2,20,5 1230662 0 69021 SPOTIFY TECHNOLOGY S A SHS L8681T102 380512 1380717 SH DFND 10,12,13,19,2,20,5,6,8 1265077 0 115640 SPRINGWORKS THERAPEUTICS INC COM 85205L107 89161 1081921 SH DFND 19,2,20,5 1035776 0 46145 SPROUT SOCIAL INC COM CL A 85209W109 74378 831778 SH DFND 19,2,20,5,8 755672 0 76106 ARGAN INC COM 04010E109 14506 303532 SH DFND 19,2,20,5 274552 0 28980 SPROUTS FMRS MKT INC COM 85208M102 101040 4066009 SH DFND 12,13,19,2,20,5,8 3765117 900 299992 SPRUCE BIOSCIENCES INC COM 85209E109 1400 124918 SH DFND 2,20 118918 0 6000 SPS COMM INC COM 78463M107 116083 1162573 SH DFND 13,19,2,20,5 1066165 200 96208 SPX CORP COM 784635104 91760 1502300 SH DFND 19,2,20,5 1382725 951 118624 SPX FLOW INC COM 78469X107 89149 1364597 SH DFND 19,2,20,5 1276552 551 87494 SQUARE INC CL A 852234103 2033076 8339113 SH DFND 10,11,12,13,19,2,20,5,6,8 6745020 226092 1368001 SQUARE INC NOTE 0.125% 3/0 852234AF0 58025 28174000 PRN DFND 2,5 28174000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 69845 22321000 PRN DFND 2,5 22321000 0 0 SQZ BIOTECHNOLOGIES CO COM 78472W104 4132 285928 SH DFND 2,20,5 279128 0 6800 SRAX INC CL A 78472M106 516 94900 SH DFND 20 94900 0 0 ARGENX SE SPONSORED ADR 04016X101 15314 50865 SH DFND 1,13,20 399 0 50466 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 400416 5556708 SH DFND 10,11,12,13,19,2,20,5,6,8 4370083 222637 963988 SSGA ACTIVE ETF TR BLACKSTONE SENR 78467V608 5509 119000 SH DFND 10 0 0 119000 SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 52725 1479851 SH DFND 1 1379444 50717 49690 SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 777 27215 SH DFND 1 27215 0 0 ST JOE CO COM 790148100 44310 993268 SH DFND 13,19,2,20,5 917337 300 75631 STAAR SURGICAL CO COM PAR $0.01 852312305 225482 1478571 SH DFND 13,19,2,20,5,8 1393580 297 84694 STAFFING 360 SOLUTIONS INC COM 852387307 38 66862 SH DFND 20 66862 0 0 STAG INDL INC COM 85254J102 236102 6287726 SH DFND 10,19,2,20,5,8 5470185 35413 782128 STAMPS COM INC COM NEW 852857200 122065 609443 SH DFND 13,19,2,20,5 575290 400 33753 STANDARD MTR PRODS INC COM 853666105 33393 770310 SH DFND 19,2,20,5 726315 200 43795 ARGO GROUP INTL HLDGS LTD COM G0464B107 39015 752744 SH DFND 19,2,20,5 688936 217 63591 STANDEX INTL CORP COM 854231107 42842 451399 SH DFND 19,2,20,5,8 423109 14 28276 STANLEY BLACK & DECKER INC COM 854502101 1458009 7112588 SH DFND 10,11,12,13,19,2,20,5,6,8 6203435 119156 789997 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 22143 184000 SH DFND 2 184000 0 0 STAR BULK CARRIERS CORP. SHS PAR Y8162K204 2239 97559 SH DFND 1,2 97559 0 0 STAR GROUP L P UNIT LTD PARTNR 85512C105 863 77014 SH DFND 10,20,5,8 57000 0 20014 STARBUCKS CORP COM 855244109 5251235 46965699 SH DFND 10,11,12,13,19,2,20,5,6,8 39816611 844451 6304637 STARTEK INC COM 85569C107 2196 308044 SH DFND 2,20 293944 0 14100 STARWOOD PPTY TR INC COM 85571B105 118187 4435228 SH DFND 12,13,19,2,20,5,8 3901423 2400 531405 STATE AUTO FINL CORP COM 855707105 6036 352560 SH DFND 19,2,20,5 318194 0 34366 STATE STR CORP COM 857477103 1442791 17425863 SH DFND 1,10,12,13,19,2,20,5,6,8 13505646 2335065 1585152 ARISTA NETWORKS INC COM 040413106 765636 2113208 SH DFND 10,11,12,13,19,2,20,5,6,8 1794574 56921 261713 STEEL CONNECT INC COM 858098106 402 201130 SH DFND 20 201130 0 0 STEEL DYNAMICS INC COM 858119100 554495 9263692 SH DFND 10,11,12,13,19,2,20,5,6,8 7566323 258872 1438497 STEELCASE INC CL A 858155203 29520 1953654 SH DFND 19,2,20,5,8 1758631 1300 193723 STELLANTIS N.V SHS N82405106 9061 459729 SH DFND 2,6 459729 0 0 STEM INC COM 85859N102 44961 1248575 SH DFND 2,20,5 1177671 0 70904 STEPAN CO COM 858586100 163341 1358122 SH DFND 19,2,20,5,6 1307574 24 50524 STEPSTONE GROUP INC COM CL A 85914M107 23001 667277 SH DFND 19,2,20,5 627012 0 40265 STEREOTAXIS INC COM NEW 85916J409 13569 1407622 SH DFND 2,20,5 1355563 0 52059 STERICYCLE INC COM 858912108 163091 2279402 SH DFND 12,13,19,2,20,5,8 2108024 1151 170227 STERIS PLC SHS USD G8473T100 832989 4037674 SH DFND 10,11,12,13,19,2,20,5,6,8 3453633 124624 459417 ACADEMY SPORTS & OUTDOORS IN COM 00402L107 51547 1249937 SH DFND 19,2,20,5 1187630 0 62307 ARKO CORP COM 041242108 8805 958108 SH DFND 19,2,20,5 915896 0 42212 STERLING BANCORP DEL COM 85917A100 243921 9839498 SH DFND 12,13,19,2,20,5 9493044 2059 344395 STERLING BANCORP INC COM 85917W102 299 65779 SH DFND 20 26913 0 38866 STERLING CONSTR INC COM 859241101 13245 548903 SH DFND 19,2,20,5 492959 0 55944 STEWART INFORMATION SVCS COR COM 860372101 52485 925816 SH DFND 19,2,20,5,8 877973 200 47643 STIFEL FINL CORP COM 860630102 171723 2647599 SH DFND 13,19,2,20,5 2431282 1291 215026 STITCH FIX INC COM CL A 860897107 80678 1337942 SH DFND 19,2,20,5 1224058 500 113384 STMICROELECTRONICS N V NY REGISTRY 861012102 12395 340718 SH DFND 2,20 340718 0 0 STOCK YDS BANCORP INC COM 861025104 22153 432976 SH DFND 19,2,20,5 386755 591 45630 STOKE THERAPEUTICS INC COM 86150R107 30457 904836 SH DFND 19,2,20,5 880377 0 24459 STONECO LTD COM CL A G85158106 159004 2371071 SH DFND 10,12,19,1,2,20,5,8 2210052 0 161019 ARLINGTON ASSET INVST CORP CL A NEW 041356205 1279 314941 SH DFND 20,5 314941 0 0 STONEMOR INC COM 86184W106 1278 487951 SH DFND 2,20 481051 0 6900 STONERIDGE INC COM 86183P102 15592 528532 SH DFND 19,2,20,5 469078 0 59454 STONEX GROUP INC COM 861896108 31887 525581 SH DFND 19,2,20,5 487747 0 37834 STORE CAP CORP COM 862121100 378808 10863498 SH DFND 10,12,19,2,20,5,8 9631321 54245 1177932 STRATA SKIN SCIENCES INC COM NEW 86272A206 18 11450 SH DFND 20 11450 0 0 STRATASYS LTD SHS M85548101 8146 315004 SH DFND 2,20,5 315004 0 0 STRATEGIC ED INC COM 86272C103 57511 756133 SH DFND 19,2,20,5 709329 190 46614 STRATTEC SEC CORP COM 863111100 650 14629 SH DFND 20 14629 0 0 STRATUS PPTYS INC COM NEW 863167201 307 12464 SH DFND 20 12464 0 0 STREAMLINE HEALTH SOLUTIONS COM 86323X106 186 105119 SH DFND 20 105119 0 0 ARLO TECHNOLOGIES INC COM 04206A101 16388 2420746 SH DFND 2,20,5 2340291 0 80455 STRIDE INC COM 86333M108 25257 786080 SH DFND 19,2,20,5 705981 0 80099 STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 385 129628 SH DFND 20 129628 0 0 STRYKER CORPORATION COM 863667101 3428128 13167321 SH DFND 1,10,11,12,13,19,2,20,5,6,8 11245143 239155 1683023 STURM RUGER & CO INC COM 864159108 48164 535272 SH DFND 19,2,20,5 527190 0 8082 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 96 13954 SH DFND 20 13954 0 0 SUMMIT FINL GROUP INC COM 86606G101 4253 193231 SH DFND 2,20,5 184336 0 8895 SUMMIT HOTEL PPTYS INC COM 866082100 53583 5743054 SH DFND 10,19,2,20,5,8 5253296 21906 467852 SUMMIT MATLS INC CL A 86614U100 78633 2256329 SH DFND 19,2,20,5 2028985 2052 225292 SUMMIT THERAPEUTICS INC COM 86627T108 1915 256700 SH DFND 2,20,5 250950 0 5750 SUMMIT WIRELESS TECH INC COM NEW 86633R203 110 27400 SH DFND 20 27400 0 0 ARMADA HOFFLER PPTYS INC COM 04208T108 37196 2765791 SH DFND 10,19,2,20,5,8 2518615 12600 234576 SUMO LOGIC INC COM 86646P103 27083 1311512 SH DFND 2,20,5 1244801 0 66711 SUN CMNTYS INC COM 866674104 778795 4522161 SH DFND 10,11,12,13,19,2,20,5,6,8 3744873 85600 691688 SUN CTRY AIRLS HLDGS INC COM 866683105 11349 306639 SH DFND 2,20,5 282383 0 24256 SUNCOKE ENERGY INC COM 86722A103 43699 6120373 SH DFND 13,19,2,20,5 5937473 26248 156652 SUNCOR ENERGY INC NEW COM 867224107 3101 129352 SH DFND 2 129352 0 0 SUNLINK HEALTH SYS INC COM 86737U102 145 42300 SH DFND 20 42300 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 73127 1941774 SH DFND 19,2,20,5 1775504 500 165770 SUNOPTA INC COM 8676EP108 350 28579 SH DFND 2,5 28579 0 0 SUNPOWER CORP COM 867652406 87504 2994660 SH DFND 19,2,20,5 2802404 1000 191256 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 15170 10520000 PRN DFND 2 10520000 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 25332 2218212 SH DFND 19,2,20,5 2081729 1237 135246 SUNRUN INC COM 86771W105 318789 5715109 SH DFND 10,11,12,13,19,2,20,5,6,8 4891471 97392 726246 SUNSTONE HOTEL INVS INC NEW COM 867892101 105605 8502847 SH DFND 10,12,13,19,2,20,5,8 7399045 47037 1056765 SUNWORKS INC COM NEW 86803X204 838 79690 SH DFND 20 79690 0 0 SUPER LEAGUE GAMING INC COM 86804F202 4512 837021 SH DFND 2,20 837021 0 0 SUPER MICRO COMPUTER INC COM 86800U104 33041 939198 SH DFND 19,2,20,5 853302 0 85896 SUPERIOR GROUP OF CO INC COM 868358102 4305 180068 SH DFND 2,20,5 170478 0 9590 SUPERIOR INDS INTL INC COM 868168105 977 113359 SH DFND 20 113359 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 56268 1827480 SH DFND 19,2,20,5,8 1724746 300 102434 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 10266 10400000 PRN DFND 2,5 10400000 0 0 SUPPORT COM INC COM NEW 86858W200 293 75971 SH DFND 20 75971 0 0 ARMSTRONG FLOORING INC COM 04238R106 622 100524 SH DFND 20 100524 0 0 SURFACE ONCOLOGY INC COM 86877M209 3255 436328 SH DFND 2,20,5 429228 0 7100 SURGALIGN HOLDINGS INC COM 86882C105 6003 4318880 SH DFND 2,20 4318880 0 0 SURGERY PARTNERS INC COM 86881A100 43483 652698 SH DFND 19,2,20,5 595225 0 57473 SURMODICS INC COM 868873100 27426 505541 SH DFND 19,2,20,5 478053 0 27488 SUTRO BIOPHARMA INC COM 869367102 41524 2233692 SH DFND 19,2,20,5 2186633 0 47059 SUZANO S A SPON ADS 86959K105 3453 286773 SH DFND 10,2,20 225557 54992 6224 SVB FINANCIAL GROUP COM 78486Q101 1480550 2660801 SH DFND 10,12,13,19,2,20,5,6,8 2349117 58212 253472 SWITCH INC CL A 87105L104 30808 1459403 SH DFND 19,2,20,5 1324718 0 134685 SWK HLDGS CORP COM NEW 78501P203 349 19864 SH DFND 20 19864 0 0 SYKES ENTERPRISES INC COM 871237103 76219 1419349 SH DFND 19,2,20,5 1351537 129 67683 ARMSTRONG WORLD INDS INC NEW COM 04247X102 73329 683660 SH DFND 19,2,20,5,8 599567 351 83742 SYNALLOY CORP COM 871565107 290 28982 SH DFND 20 28982 0 0 SYNAPTICS INC COM 87157D109 195969 1259603 SH DFND 19,2,20,5,8 1188496 224 70883 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 28599 13558000 PRN DFND 2,5 13558000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 579 161189 SH DFND 20 161189 0 0 SYNCHRONY FINANCIAL COM 87165B103 1243547 25629566 SH DFND 10,11,12,13,19,2,20,5,6,8 21785988 647800 3195778 SYNDAX PHARMACEUTICALS INC COM 87164F105 54436 3170432 SH DFND 19,2,20,5 3103205 0 67227 SYNEOS HEALTH INC CL A 87166B102 219205 2449493 SH DFND 13,19,2,20,5 2282605 500 166388 SYNLOGIC INC COM 87166L100 292 75056 SH DFND 20 75056 0 0 SYNNEX CORP COM 87162W100 131557 1080465 SH DFND 12,13,19,2,20,5,8 996136 364 83965 SYNOPSYS INC COM 871607107 1725801 6257664 SH DFND 10,11,12,13,19,2,20,5,6,8 5253044 206511 798109 ARRAY TECHNOLOGIES INC COM SHS 04271T100 45281 2902653 SH DFND 19,2,20,5 2761560 0 141093 SYNOVUS FINL CORP COM NEW 87161C501 283860 6418111 SH DFND 12,13,19,2,20,5,8 6140936 1890 275285 SYNTHETIC BIOLOGICS INC COM NEW 87164U201 284 471920 SH DFND 20 471920 0 0 SYROS PHARMACEUTICALS INC COM 87184Q107 5446 999254 SH DFND 2,20,5 954284 0 44970 SYSCO CORP COM 871829107 1795204 23089435 SH DFND 10,11,12,13,19,2,20,5,6,8 20157744 352721 2578970 T-MOBILE US INC COM 872590104 3601166 24864777 SH DFND 10,11,12,13,19,2,20,5,6,8 21612623 362010 2890144 T2 BIOSYSTEMS INC COM 89853L104 691 580448 SH DFND 20 580448 0 0 TABULA RASA HEALTHCARE INC COM 873379101 33425 668492 SH DFND 19,2,20,5 625469 0 43023 TACTILE SYS TECHNOLOGY INC COM 87357P100 40268 774388 SH DFND 19,2,20,5 733998 0 40390 TAITRON COMPONENTS INC CL A 874028103 149 30000 SH DFND 20 30000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 233824 1940350 SH DFND 1,13,19,2,20,8 1145275 0 795075 ARROW ELECTRS INC COM 042735100 363088 3189737 SH DFND 10,11,12,13,19,2,20,5,6,8 2316922 110172 762643 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 963407 5442361 SH DFND 10,11,12,13,19,2,20,5,6,8 4643924 143862 654575 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 869 51634 SH DFND 1,20 12649 0 38985 TAL EDUCATION GROUP SPONSORED ADS 874080104 196040 7770104 SH DFND 1,10,11,12,13,19,2,20,5,8 5679709 187200 1903195 TALARIS THERAPEUTICS INC COM 87410C104 1395 94962 SH DFND 2,20 92900 0 2062 TALEND S A ADS 874224207 6693 102030 SH DFND 1,2,5 99400 0 2630 TALIS BIOMEDICAL CORP COM 87424L108 2271 205925 SH DFND 2,20 197325 0 8600 TALOS ENERGY INC COM 87484T108 29752 1902333 SH DFND 19,2,20,5 1866254 0 36079 TANDEM DIABETES CARE INC COM NEW 875372203 115920 1190140 SH DFND 13,19,2,20,5 1074635 600 114905 TANGER FACTORY OUTLET CTRS I COM 875465106 96445 5116447 SH DFND 10,12,19,2,20,5,8 4658569 20642 437236 TAPESTRY INC COM 876030107 430697 9905645 SH DFND 10,12,13,19,2,20,5,6,8 7949801 9455 1946389 ARROW FINL CORP COM 042744102 12587 350117 SH DFND 13,19,2,20,5 297019 53 53045 TARGA RES CORP COM 87612G101 317351 7139511 SH DFND 10,12,13,19,2,20,5,8 6101065 2100 1036346 TARGET CORP COM 87612E106 8787715 36351927 SH DFND 1,10,11,12,13,19,2,20,5,6,8 18818287 14572276 2961364 TARGET HOSPITALITY CORP COM 87615L107 2117 570512 SH DFND 2,20,5 527050 0 43462 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 3585 49820 SH DFND 10,19,2,20,5,8 37172 0 12648 TARSUS PHARMACEUTICALS INC COM 87650L103 3453 119141 SH DFND 2,20,5 112750 0 6391 TATA MTRS LTD SPONSORED ADR 876568502 57907 2541990 SH DFND 1,12,13,19,2,20,5,8 1211087 0 1330903 TATTOOED CHEF INC COM CL A 87663X102 17105 797443 SH DFND 19,2,20,5 734463 0 62980 TAYLOR MORRISON HOME CORP COM 87724P106 131327 4970740 SH DFND 12,19,2,20,5,8 4703343 1500 265897 TAYSHA GENE THERAPIES INC COM SHS 877619106 6755 318619 SH DFND 2,20,5 288228 0 30391 TCR2 THERAPEUTICS INC COM 87808K106 36614 2231224 SH DFND 19,2,20,5 2173706 0 57518 ACADIA HEALTHCARE COMPANY IN COM 00404A109 144881 2308863 SH DFND 12,13,19,2,20,5 2146640 1100 161123 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 297020 3586331 SH DFND 13,19,2,20,5 3384725 1000 200606 TE CONNECTIVITY LTD REG SHS H84989104 1651528 12214542 SH DFND 10,11,12,13,19,1,2,20,5,6,8 10453124 264036 1497382 TEAM INC COM 878155100 6587 983188 SH DFND 2,20,5 949200 0 33988 TECHNIPFMC PLC COM G87110105 34754 3840256 SH DFND 12,13,19,1,2,20,5,8 3385169 4293 450794 TECHTARGET INC COM 87874R100 58304 752409 SH DFND 19,2,20,5 699434 0 52975 TECK RESOURCES LTD CL B 878742204 1615 70113 SH DFND 20,5 2613 0 67500 TECNOGLASS INC SHS G87264100 1309 61100 SH DFND 20 61100 0 0 TEEKAY CORPORATION COM Y8564W103 2147 577018 SH DFND 2,20,5 562218 0 14800 TEEKAY TANKERS LTD CL A Y8565N300 3791 262900 SH DFND 2,20 249400 0 13500 TEGNA INC COM 87901J105 187189 9930849 SH DFND 10,12,13,19,2,20,5,8 9478944 1629 450276 TEJON RANCH CO COM 879080109 6412 421542 SH DFND 19,2,20,5 386541 936 34065 ARTESIAN RES CORP CL A 043113208 5959 162069 SH DFND 13,2,20,5 146311 0 15758 TELA BIO INC COM 872381108 303 18798 SH DFND 20 18798 0 0 TELADOC HEALTH INC COM 87918A105 470436 2829008 SH DFND 10,11,12,13,19,2,20,5,6,8 2292096 74647 462265 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 23559 20991000 PRN DFND 2 20991000 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 892219 2130265 SH DFND 10,11,12,13,19,2,20,5,6,8 1829509 46268 254488 TELEFLEX INCORPORATED COM 879369106 750790 1868614 SH DFND 10,11,12,13,19,2,20,5,6,8 1610442 32074 226098 TELEFONICA BRASIL SA NEW ADR 87936R205 9198 1020553 SH DFND 10,13,19,2,20,5 781999 188142 50412 TELEFONICA S A SPONSORED ADR 879382208 70 14800 SH DFND 20 14800 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 336157 14834818 SH DFND 12,19,2,20,5,8 14658430 647 175741 TELIGENT INC NEW COM NEW 87960W203 9 16164 SH DFND 20 16164 0 0 TELLURIAN INC NEW COM 87968A104 66908 14388901 SH DFND 19,2,20,5 13893707 6100 489094 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 63784 1255093 SH DFND 19,2,20,5,8 1106366 19700 129027 TELOS CORP MD COM 87969B101 28382 834531 SH DFND 19,2,20,5 816543 0 17988 TEMPUR SEALY INTL INC COM 88023U101 251771 6424376 SH DFND 10,13,19,2,20,5,8 6049497 1488 373391 TENABLE HLDGS INC COM 88025T102 77298 1869370 SH DFND 19,2,20,5 1709716 0 159654 TENARIS S A SPONSORED ADS 88031M109 2622 119711 SH DFND 1,20,8 5490 0 114221 TENAX THERAPEUTICS INC COM NEW 88032L209 296 136404 SH DFND 20 136404 0 0 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 179695 11608200 SH DFND 1,10,12,13,19,2,20,5,8 8546789 311400 2750011 TENET HEALTHCARE CORP COM NEW 88033G407 220306 3288634 SH DFND 1,12,13,19,2,20,5,8 3086312 681 201641 TENNANT CO COM 880345103 47717 597588 SH DFND 19,2,20,5 558114 278 39196 TENNECO INC CL A VTG COM STK 880349105 25633 1326743 SH DFND 12,13,19,2,20,5 1217203 623 108917 TERADATA CORP DEL COM 88076W103 149429 2990384 SH DFND 1,13,19,2,20,5,8 2757628 1664 231092 ARVINAS INC COM 04335A105 65870 855456 SH DFND 19,2,20,5 783606 300 71550 TERADYNE INC COM 880770102 902794 6739282 SH DFND 10,11,12,13,19,2,20,5,6,8 5630982 267917 840383 TERADYNE INC NOTE 1.250%12/1 880770AG7 44521 10519000 PRN DFND 2,5 10519000 0 0 TEREX CORP NEW COM 880779103 100044 2100888 SH DFND 12,13,19,2,20,5,8 1962619 695 137574 TERMINIX GLOBAL HOLDINGS INC COM 88087E100 88520 1855377 SH DFND 12,13,19,2,20,5,8 1618849 1400 235128 TERNIUM SA SPONSORED ADS 880890108 4882 126950 SH DFND 13,2,20,5 99450 0 27500 TERNS PHARMACEUTICALS INC COM 880881107 1578 128703 SH DFND 2,20 122631 0 6072 TERRENO RLTY CORP COM 88146M101 175065 2701301 SH DFND 10,19,2,20,5,8 2359320 15252 326729 TERRITORIAL BANCORP INC COM 88145X108 567 21843 SH DFND 13,20 20243 0 1600 TESLA INC COM 88160R101 20274645 29828814 SH DFND 1,10,11,12,13,19,2,20,5,6,8 25544537 587383 3696894 TESLA INC NOTE 2.000% 5/1 88160RAG6 21405 1950000 PRN DFND 5 1950000 0 0 ASANA INC CL A 04342Y104 93110 1501053 SH DFND 19,2,20,5 1415216 0 85837 TESSCO TECHNOLOGIES INC COM 872386107 162 26261 SH DFND 20 26261 0 0 TETRA TECH INC NEW COM 88162G103 204330 1674287 SH DFND 13,19,2,20,5,8 1557302 472 116513 TETRA TECHNOLOGIES INC DEL COM 88162F105 13728 3163114 SH DFND 2,20,5 2975283 0 187831 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 162391 16403139 SH DFND 1,10,12,13,19,2,20,5,6,8 10720093 382875 5300171 TEXAS CAP BANCSHARES INC COM 88224Q107 217736 3429450 SH DFND 12,13,19,2,20,5 3324706 800 103944 TEXAS INSTRS INC COM 882508104 7504267 39023751 SH DFND 1,10,11,12,13,19,2,20,5,6,8 32607015 1466444 4950292 TEXAS PACIFIC LAND CORPORATI COM 88262P102 145071 90684 SH DFND 19,2,20,5,8 78509 100 12075 TEXAS ROADHOUSE INC COM 882681109 198749 2065996 SH DFND 13,19,2,20,5,8 1918773 800 146423 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 22871 677244 SH DFND 2,20,5 638992 0 38252 TEXTRON INC COM 883203101 677360 9846734 SH DFND 10,11,12,13,19,2,20,5,6,8 8675943 297447 873344 ASBURY AUTOMOTIVE GROUP INC COM 043436104 122043 712159 SH DFND 12,19,2,20,5,8 671064 159 40936 TFF PHARMACEUTICALS INC COM 87241J104 422 43878 SH DFND 20 43878 0 0 TFS FINL CORP COM 87240R107 16191 797571 SH DFND 19,2,20,5 658878 0 138693 TG THERAPEUTICS INC COM 88322Q108 140115 3612147 SH DFND 13,19,2,20,5 3363953 800 247394 THE AARONS COMPANY INC COM 00258W108 40163 1251561 SH DFND 19,2,20,5 1186597 402 64562 THE BEAUTY HEALTH COMPANY COM CL A 88331L108 14648 871928 SH DFND 2,20,5 810066 0 61862 THE ODP CORP COM 88337F105 99217 2066582 SH DFND 12,13,19,2,20,5,8 1960693 874 105015 THE ONE GROUP HOSPITALITY IN COM 88338K103 2914 264469 SH DFND 2,20 259625 0 4844 THE REALREAL INC COM 88339P101 38766 1961839 SH DFND 19,2,20,5 1823937 0 137902 THE TRADE DESK INC COM CL A 88339J105 715586 9250081 SH DFND 10,11,12,13,19,2,20,5,6,8 7473848 360740 1415493 THERAPEUTICSMD INC COM 88338N107 10713 9002353 SH DFND 19,2,20,5 8503228 0 499125 ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3387 25744 SH DFND 1,13,19,2,20,5 18405 0 7339 THERAVANCE BIOPHARMA INC COM G8807B106 18238 1256058 SH DFND 19,1,2,20,5 1161735 882 93441 THERMO FISHER SCIENTIFIC INC COM 883556102 7850342 15553658 SH DFND 10,11,12,13,19,2,20,5,6,8 13193621 411862 1948175 THERMOGENESIS HLDGS INC COM 88362L100 45 16872 SH DFND 20 16872 0 0 THERMON GROUP HLDGS INC COM 88362T103 11117 652410 SH DFND 19,2,20,5 587734 0 64676 THOMSON REUTERS CORP. COM NEW 884903709 1077 10846 SH DFND 20 2125 8721 0 THOR INDS INC COM 885160101 155907 1379705 SH DFND 12,13,19,2,20,5,8 1274838 3845 101022 THREDUP INC CL A 88556E102 1338 46000 SH DFND 20 46000 0 0 THRYV HLDGS INC COM NEW 886029206 2931 81932 SH DFND 2,20 80358 0 1574 TIDEWATER INC NEW COM 88642R109 10463 868260 SH DFND 2,20,5 824978 0 43282 TILLYS INC CL A 886885102 6468 380924 SH DFND 2,20 358981 0 21943 ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 311 38664 SH DFND 1,20 11460 0 27204 TILRAY INC COM CL 2 88688T100 10503 580910 SH DFND 19,2,20,5 392650 4500 183760 TILRAY INC NOTE 5.000%10/0 88688TAB6 5476 5522000 PRN DFND 2 5522000 0 0 TIM S A SPONSORED ADR 88706T108 7558 648231 SH DFND 10,2,20 576202 62529 9500 TIMBER PHARMACEUTICALS INC COM 887080109 132 108500 SH DFND 20 108500 0 0 TIMBERLAND BANCORP INC COM 887098101 614 21841 SH DFND 20 21841 0 0 TIMKEN CO COM 887389104 139839 1735196 SH DFND 10,12,19,2,20,5,8 1612057 691 122448 TIMKENSTEEL CORPORATION COM 887399103 59557 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173568 SH DFND 2 173568 0 0 V F CORP COM 918204108 1333344 16252368 SH DFND 10,11,12,13,19,2,20,5,6,8 13387112 267849 2597407 VAALCO ENERGY INC COM NEW 91851C201 665 204501 SH DFND 20 204501 0 0 VACCINEX INC COM 918640103 188 67200 SH DFND 20 67200 0 0 AST SPACEMOBILE INC COM CL A 00217D100 1599 123600 SH DFND 20 123600 0 0 VAIL RESORTS INC COM 91879Q109 311937 985520 SH DFND 10,11,12,13,19,2,20,5,6,8 683449 23949 278122 VALE S A SPONSORED ADS 91912E105 303742 13076524 SH DFND 1,10,12,2,20,5,8 10970804 1421789 683931 VALERO ENERGY CORP COM 91913Y100 2210961 28316609 SH DFND 10,11,12,13,19,2,20,5,6,8 25754664 433732 2128213 VALHI INC NEW COM 918905209 398 16340 SH DFND 2,20 15840 0 500 VALLEY NATL BANCORP COM 919794107 281233 20784380 SH DFND 19,2,20,5,8 19987718 6253 790409 VALMONT INDS INC COM 920253101 135669 573489 SH DFND 13,19,2,20,5,8 531955 216 41318 VALUE LINE INC COM 920437100 510 16455 SH DFND 2,20 15927 0 528 VALVOLINE INC COM 92047W101 151538 4668449 SH DFND 13,19,2,20,5 4313604 1813 353032 VANDA PHARMACEUTICALS INC COM 921659108 68004 3161509 SH DFND 19,2,20,5 3059518 0 101991 VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1302 14300 SH DFND 10 0 0 14300 ASTEC INDS INC COM 046224101 44549 707808 SH DFND 19,2,20,5 668247 463 39098 VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 300616 3500013 SH DFND 1,12,2 3500013 0 0 VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 17591 308072 SH DFND 12 308072 0 0 VANGUARD INDEX FDS MID CAP ETF 922908629 241 1014 SH DFND 1 1014 0 0 VANGUARD INDEX FDS REAL ESTATE ETF 922908553 44421 436396 SH DFND 1,10,2,20 430696 5700 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 21645 55004 SH DFND 1 55004 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 28305 125645 SH DFND 1,20 125645 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 13180 59152 SH DFND 1 59152 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 34564 251447 SH DFND 20 251447 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 40552 746669 SH DFND 1,20 733539 8200 4930 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 386828 5751234 SH DFND 2,20 5203773 0 547461 ASTRAZENECA PLC SPONSORED ADR 046353108 14368 239870 SH DFND 1,20 29888 0 209982 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1116 10772 SH DFND 1 10772 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23773 250055 SH DFND 1,20 250055 0 0 VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 461108 6800000 SH DFND 2 6800000 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 76378 714213 SH DFND 12,2 714213 0 0 VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 460725 7500000 SH DFND 2 7500000 0 0 VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 17011 330180 SH DFND 1,20 179009 111819 39352 VAPOTHERM INC COM 922107107 19425 821700 SH DFND 19,2,20,5 783003 0 38697 VAREX IMAGING CORP COM 92214X106 55469 2068191 SH DFND 13,19,2,20,5 1984325 1161 82705 VARONIS SYS INC COM 922280102 127494 2212662 SH DFND 19,2,20,5 2007634 900 204128 VASTA PLATFORM LTD CL A G9440A109 153 18789 SH DFND 2 18789 0 0 ASTRONICS CORP COM 046433108 15755 899749 SH DFND 2,20,5 865341 0 34408 VAXART INC COM NEW 92243A200 55702 7436827 SH DFND 19,2,20,5 7200076 1300 235451 VAXCYTE INC COM 92243G108 33838 1503263 SH DFND 19,2,20,5 1459566 0 43697 VBI VACCINES INC CDA COM NEW 91822J103 42409 12659322 SH DFND 19,2,20,5 12331117 0 328205 VECTOR GROUP LTD COM 92240M108 58661 4148569 SH DFND 19,2,20,5 4076377 1706 70486 VECTRUS INC COM 92242T101 25610 538145 SH DFND 19,2,20,5 513658 0 24487 VEDANTA LIMITED SPONSORED ADR 92242Y100 40106 2824336 SH DFND 1,12,13,2,20,5,8 1161052 25700 1637584 VEECO INSTRS INC DEL COM 922417100 37790 1571947 SH DFND 19,2,20,5 1483257 1747 86943 VEEVA SYS INC CL A COM 922475108 930399 2992119 SH DFND 10,11,12,13,19,2,20,5,6,8 2401755 126016 464348 VELOCITY FINL INC COM 92262D101 784 62756 SH DFND 2,20 60956 0 1800 VELODYNE LIDAR INC COM 92259F101 18938 1779892 SH DFND 19,2,20,5 1669383 0 110509 ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 11772 991772 SH DFND 19,2,20,5 896627 0 95145 ASTRONOVA INC COM 04638F108 227 16300 SH DFND 20 16300 0 0 VENATOR MATLS PLC SHS G9329Z100 866 182751 SH DFND 20 182751 0 0 VENTAS INC COM 92276F100 1337506 23243694 SH DFND 10,11,12,13,19,2,20,5,6,8 19600660 494143 3148891 VENUS CONCEPT INC COM 92332W105 43 13841 SH DFND 20 13841 0 0 VEON LTD SPONSORED ADR 91822M106 3389 1850390 SH DFND 13,2,20,5,8 1518690 0 331700 VEONEER INC COM 92336X109 19582 849561 SH DFND 13,19,2,20,5 737435 1000 111126 VERA BRADLEY INC COM 92335C106 8812 711253 SH DFND 2,20,5 691450 0 19803 VERACYTE INC COM 92337F107 102135 2554655 SH DFND 19,2,20,5 2420296 500 133859 VERASTEM INC COM 92337C104 29099 7149593 SH DFND 2,20,5 6958464 0 191129 VERB TECHNOLOGY CO INC COM 92337U104 465 227000 SH DFND 20 227000 0 0 VEREIT INC COM 92339V308 442115 9531551 SH DFND 10,11,12,13,19,2,20,5,6,8 7801813 210320 1519418 ASTROTECH CORP COM NEW 046484200 204 153361 SH DFND 20 153361 0 0 VERICEL CORP COM 92346J108 116009 2209686 SH DFND 19,2,20,5 2114511 0 95175 VERINT SYS INC COM 92343X100 61058 1354744 SH DFND 19,2,20,5 1210510 500 143734 VERISIGN INC COM 92343E102 887925 3899710 SH DFND 1,10,11,12,13,19,2,20,5,6,8 3326335 88481 484894 VERISK ANALYTICS INC COM 92345Y106 1199134 6863173 SH DFND 10,11,12,13,19,2,20,5,6,8 5633331 154248 1075594 VERITEX HLDGS INC COM 923451108 81598 2304387 SH DFND 19,2,20,5 2147191 0 157196 VERITIV CORP COM 923454102 27152 442068 SH DFND 19,2,20,5 427429 0 14639 VERITONE INC COM 92347M100 15749 799013 SH DFND 19,2,20,5,8 761174 0 37839 VERIZON COMMUNICATIONS INC COM 92343V104 9192590 164065503 SH DFND 1,10,11,12,13,19,2,20,5,6,8 132943143 3215621 27906739 VERRA MOBILITY CORP COM 92511U102 42988 2796861 SH DFND 19,2,20,5 2546071 0 250790 VERRICA PHARMACEUTICALS INC COM 92511W108 2422 214347 SH DFND 2,20 201353 0 12994 ASURE SOFTWARE INC COM 04649U102 457 51467 SH DFND 20 51467 0 0 VERSO CORP CL A 92531L207 10080 569487 SH DFND 2,20,5 524687 0 44800 VERTEX ENERGY INC COM 92534K107 984 74400 SH DFND 20 74400 0 0 VERTEX INC CL A 92538J106 6073 276812 SH DFND 19,2,20,5 255330 0 21482 VERTEX PHARMACEUTICALS INC COM 92532F100 2360245 11705823 SH DFND 10,11,12,13,19,2,20,5,6,8 9933306 263536 1508981 VERTIV HOLDINGS CO COM CL A 92537N108 100760 3690855 SH DFND 13,19,2,20,5 3270229 0 420626 VERU INC COM 92536C103 8415 1042692 SH DFND 19,2,20,5 989097 0 53595 VIACOMCBS INC CL A 92556H107 2398 49269 SH DFND 2,20,6 33304 0 15965 VIACOMCBS INC CL B 92556H206 1454977 32026213 SH DFND 10,11,12,13,19,2,20,5,6,8 23884899 434448 7706866 VIAD CORP COM 92552R406 32881 659592 SH DFND 19,2,20,5 627923 478 31191 VIANT TECHNOLOGY INC COM CL A 92557A101 5361 180007 SH DFND 2,20,5 168236 0 11771 AT HOME GROUP INC COM 04650Y100 44121 1197639 SH DFND 19,2,20,5 1097852 0 99787 VIASAT INC COM 92552V100 89292 1791564 SH DFND 12,13,19,2,20,5 1682258 727 108579 VIATRIS INC COM 92556V106 761146 53264219 SH DFND 1,10,11,12,13,19,2,20,5,6,8 46199823 844230 6220166 VIAVI SOLUTIONS INC COM 925550105 128170 7257661 SH DFND 19,2,20,5 6683014 1657 572990 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 18433 13026000 PRN DFND 2,5 13026000 0 0 VICI PPTYS INC COM 925652109 548610 17506077 SH DFND 10,11,12,13,19,2,20,5,6,8 14168611 408911 2928555 VICOR CORP COM 925815102 66743 631196 SH DFND 19,2,20,5 592075 0 39121 VICTORY CAP HLDGS INC COM CL A 92645B103 2487 77007 SH DFND 19,20,5 63727 0 13280 VIDLER WATER RESOUCES INC COM 92660E107 1175 88324 SH DFND 20 88324 0 0 VIEMED HEALTHCARE INC COM 92663R105 3695 516835 SH DFND 2,20,5 480283 0 36552 VIEW INC COM CL A 92671V106 11136 1313162 SH DFND 2,20,5 1199762 0 113400 AT&T INC COM 00206R102 8543208 296845308 SH DFND 1,10,11,12,13,19,2,20,5,6,8 255802702 5221002 35821604 VIEWRAY INC COM 92672L107 23466 3555441 SH DFND 19,2,20,5 3369432 0 186009 VIKING THERAPEUTICS INC COM 92686J106 29866 4985960 SH DFND 19,2,20,5 4828580 0 157380 VILLAGE SUPER MKT INC CL A NEW 927107409 3816 162305 SH DFND 19,2,20,5 142359 0 19946 VIMEO INC COMMON STOCK 92719V100 101555 2072545 SH DFND 10,12,13,19,2,20,5,6,8 1833419 1730 237396 VINCERX PHARMA INC COM NEW 92731L106 1086 83627 SH DFND 2,20 82500 0 1127 VINCO VENTURES INC COM 927330100 641 162200 SH DFND 20 162200 0 0 VINE ENERGY INC CL A 92735P103 4339 278314 SH DFND 2,20,5 266053 0 12261 VIOMI TECHNOLOGY CO LTD SPONSORED ADS 92762J103 12521 1474784 SH DFND 2 1474784 0 0 VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1455 77285 SH DFND 20,5 64061 0 13224 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 185867 9256313 SH DFND 1,10,11,12,13,19,2,20,5,8 6304947 323195 2628171 ATARA BIOTHERAPEUTICS INC COM 046513107 67982 4371856 SH DFND 19,2,20,5 4221614 0 150242 VIR BIOTECHNOLOGY INC COM 92764N102 101743 2151935 SH DFND 19,2,20,5 2072060 800 79075 VIRACTA THERAPEUTICS INC COM 92765F108 5491 484222 SH DFND 2,20,5 433309 0 50913 VIRCO MFG CO COM 927651109 57 16574 SH DFND 20 16574 0 0 VIRGIN GALACTIC HOLDINGS INC COM 92766K106 173660 3775218 SH DFND 13,19,2,20,5 3499922 1700 273596 VIRIDIAN THERAPEUTICS INC COM 92790C104 202 11041 SH DFND 20 11041 0 0 VIRNETX HLDG CORP COM 92823T108 7072 1656159 SH DFND 13,19,2,20,5 1567580 0 88579 VIRTRA INC COM PAR 92827K301 107 14500 SH DFND 20 14500 0 0 VIRTU FINL INC CL A 928254101 38027 1376305 SH DFND 19,2,20,5,8 1228336 0 147969 VIRTUS INVT PARTNERS INC COM 92828Q109 68064 245038 SH DFND 10,19,2,20,5,8 229484 0 15554 VISA INC COM CL A 92826C839 17176752 73461430 SH DFND 10,11,12,13,19,2,20,5,6,8 57119601 1888930 14452899 ATEA PHARMACEUTICALS INC COM 04683R106 20659 961767 SH DFND 19,2,20,5 900880 0 60887 VISHAY INTERTECHNOLOGY INC COM 928298108 94777 4202963 SH DFND 19,2,20,5,8 3933725 789 268449 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 13159 12495000 PRN DFND 2,5 12495000 0 0 VISHAY PRECISION GROUP INC COM 92835K103 8177 240203 SH DFND 19,2,20,5 217643 0 22560 VISLINK TECHNOLOGIES INC COM 92836Y300 498 174807 SH DFND 20 174807 0 0 VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 147 35799 SH DFND 2 35799 0 0 VISTA OUTDOOR INC COM 928377100 80946 1749052 SH DFND 19,2,20,5,8 1692678 586 55788 VISTAGEN THERAPEUTICS INC COM NEW 92840H202 9638 3059610 SH DFND 2,20,5 2763174 0 296436 VISTEON CORP COM NEW 92839U206 120449 995940 SH DFND 12,13,19,2,20,5,8 934518 459 60963 VISTRA CORP COM 92840M102 187956 10132373 SH DFND 10,11,12,13,19,2,20,5,6,8 8823033 286404 1022936 VITAL FARMS INC COM 92847W103 7932 397388 SH DFND 19,2,20,5 371638 0 25750 ATERIAN INC COM 02156U101 4420 302120 SH DFND 2,20,5 290385 0 11735 VIVEVE MED INC COM NEW 92852W501 162 54708 SH DFND 20 54708 0 0 VIVINT SMART HOME INC COM CL A 928542109 27768 2103633 SH DFND 19,2,20,5 2010517 0 93116 VIZIO HLDG CORP CL A COM 92858V101 708 26200 SH DFND 20 26200 0 0 VMWARE INC CL A COM 928563402 337259 2108263 SH DFND 10,11,12,13,19,2,20,5,6,8 1472019 81175 555069 VOCERA COMMUNICATIONS INC COM 92857F107 26577 666927 SH DFND 19,2,20,5 596653 0 70274 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 10294 582653 SH DFND 1,2,20 575519 0 7134 VOLITIONRX LTD COM 928661107 345 104823 SH DFND 20 104823 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 85 18665 SH DFND 20 18665 0 0 VONAGE HLDGS CORP COM 92886T201 112350 7796669 SH DFND 19,2,20,5 7293629 4300 498740 VONTIER CORPORATION COM 928881101 150122 4607801 SH DFND 1,13,19,2,20,5 4256117 1199 350485 ATHENE HOLDING LTD CL A G0684D107 206706 3062312 SH DFND 10,11,12,13,19,2,20,5,6,8 2332138 202802 527372 VOR BIOPHARMA INC COM 929033108 3764 201803 SH DFND 2,20,5 181668 0 20135 VORNADO RLTY TR SH BEN INT 929042109 510197 10932022 SH DFND 10,11,12,13,19,2,20,5,6,8 9229782 146758 1555482 VOXX INTL CORP CL A 91829F104 4181 298407 SH DFND 2,20,5 282940 0 15467 VOYA FINANCIAL INC COM 929089100 230796 3752777 SH DFND 10,11,12,13,19,2,20,5,6,8 2827529 144157 781091 VOYAGER THERAPEUTICS INC COM 92915B106 350 84814 SH DFND 20 84814 0 0 VROOM INC COM 92918V109 61207 1462176 SH DFND 19,2,20,5 1305474 0 156702 VSE CORP COM 918284100 8510 171875 SH DFND 2,20,5 161684 0 10191 VTV THERAPEUTICS INC CL A 918385105 206 90487 SH DFND 20 90487 0 0 VULCAN MATLS CO COM 929160109 1031915 5928162 SH DFND 10,11,12,13,19,2,20,5,6,8 5099146 92921 736095 VUZIX CORP COM NEW 92921W300 41018 2235308 SH DFND 19,2,20,5 2137195 1500 96613 ATHENEX INC COM 04685N103 39634 8578771 SH DFND 19,2,20,5 8443147 0 135624 VYANT BIO INC COM 92942V109 197 52771 SH DFND 20 52771 0 0 VYNE THERAPEUTICS INC COM 92941V209 1876 534613 SH DFND 2,20 534613 0 0 W & T OFFSHORE INC COM 92922P106 9060 1868068 SH DFND 2,20,5 1747470 0 120598 WABASH NATL CORP COM 929566107 28207 1762962 SH DFND 19,2,20,5 1649966 2200 110796 WABTEC COM 929740108 603445 7332254 SH DFND 1,10,11,12,13,19,2,20,5,6,8 6370670 125611 835973 WAITR HLDGS INC COM 930752100 638 358637 SH DFND 20 358637 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 2311428 43935137 SH DFND 1,10,11,12,13,19,2,20,5,6,8 33855024 531140 9548973 WALKER & DUNLOP INC COM 93148P102 122604 1174595 SH DFND 19,2,20,5 1111142 0 63453 WALMART INC COM 931142103 8856565 62803608 SH DFND 1,10,11,12,13,19,2,20,5,6,8 48823326 1920949 12059333 WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 306 30833 SH DFND 20 0 0 30833 ACCELERATE DIAGNOSTICS INC COM 00430H102 7858 974924 SH DFND 19,2,20,5 921500 0 53424 ATHERSYS INC NEW COM 04744L106 5232 3633078 SH DFND 19,2,20,5 3314105 0 318973 WARNER MUSIC GROUP CORP COM CL A 934550203 12694 352227 SH DFND 10,20,5,6,8 352227 0 0 WARRIOR MET COAL INC COM 93627C101 76646 4456150 SH DFND 2,20,5,8 4349758 0 106392 WASHINGTON FED INC COM 938824109 98043 3085039 SH DFND 19,2,20,5 2934722 1029 149288 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 103051 4423638 SH DFND 10,12,13,19,2,20,5,8 4022361 18287 382990 WASHINGTON TR BANCORP INC COM 940610108 27302 526368 SH DFND 13,19,2,20,5 476442 0 49926 WASTE CONNECTIONS INC COM 94106B101 277898 2326870 SH DFND 10,11,12,13,19,2,20,5,6,8 1476072 153242 697556 WASTE MGMT INC DEL COM 94106L109 2839078 20263208 SH DFND 10,11,12,13,19,2,20,5,6,8 15534568 2302302 2426338 WATERS CORP COM 941848103 926507 2680789 SH DFND 10,11,12,13,19,2,20,5,6,8 2255373 88350 337066 WATERSTONE FINL INC MD COM 94188P101 10505 534323 SH DFND 19,2,20,5 477897 0 56426 WATFORD HLDGS LTD SHS G94787101 10368 296325 SH DFND 19,2,20,5 269927 0 26398 ATHIRA PHARMA INC COM 04746L104 4437 433318 SH DFND 2,20,5 417118 0 16200 WATSCO INC COM 942622200 246081 858503 SH DFND 12,13,19,2,20,5,8 796810 787 60906 WATTS WATER TECHNOLOGIES INC CL A 942749102 128033 877482 SH DFND 19,2,20,5 819328 144 58010 WAVE LIFE SCIENCES LTD SHS Y95308105 3999 600396 SH DFND 2,20,5 568082 0 32314 WAYFAIR INC CL A 94419L101 506431 1604101 SH DFND 10,11,12,13,19,2,20,5,6,8 1306096 53624 244381 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 57263 25950000 PRN DFND 2,5 25950000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 39371 14459000 PRN DFND 2,5 14459000 0 0 WAYSIDE TECHNOLOGY GROUP INC COM 946760105 617 24651 SH DFND 20 24651 0 0 WD 40 CO COM 929236107 113819 444102 SH DFND 19,2,20,5 408789 235 35078 WEBSTER FINL CORP CONN COM 947890109 245149 4595976 SH DFND 12,13,19,2,20,5 4397473 1374 197129 WEC ENERGY GROUP INC COM 92939U106 1465880 16479816 SH DFND 10,11,12,13,19,2,20,5,6,8 14061878 225889 2192049 ATKORE INC COM 047649108 67146 945714 SH DFND 19,2,20,5,8 847239 0 98475 WEIBO CORP NOTE 1.250%11/1 948596AC5 23196 23819000 PRN DFND 2,5 23819000 0 0 WEIBO CORP SPONSORED ADR 948596101 71901 1366419 SH DFND 10,12,13,19,2,20,5,8 1027392 33830 305197 WEINGARTEN RLTY INVS SH BEN INT 948741103 169927 5298628 SH DFND 10,12,13,19,2,20,5,8 4744998 33444 520186 WEIS MKTS INC COM 948849104 23954 463678 SH DFND 19,2,20,5 429107 370 34201 WELBILT INC COM 949090104 59068 2551538 SH DFND 19,2,20,5 2271109 886 279543 WELLS FARGO CO NEW COM 949746101 8105404 178966751 SH DFND 1,10,12,13,19,2,20,5,6,8 156928844 2944875 19093032 WELLTOWER INC COM 95040Q104 2029360 24420697 SH DFND 10,11,12,13,19,2,20,5,6,8 20785056 377624 3258017 WENDYS CO COM 95058W100 109744 4685910 SH DFND 19,2,20,5,8 4324973 1941 358996 WEREWOLF THERAPEUTICS INC COM 95075A107 1364 78237 SH DFND 2,20 76500 0 1737 WERNER ENTERPRISES INC COM 950755108 95176 2137827 SH DFND 19,2,20,5,8 2018811 242 118774 ATLANTIC CAP BANCSHARES INC COM 048269203 9860 387291 SH DFND 2,20,5 366454 0 20837 WESBANCO INC COM 950810101 78127 2174275 SH DFND 19,2,20,5 2043748 137 130390 WESCO INTL INC COM 95082P105 94821 922200 SH DFND 12,19,2,20,5,8 823247 491 98462 WEST BANCORPORATION INC CAP STK 95123P106 9850 354968 SH DFND 13,2,20,5 294086 0 60882 WEST PHARMACEUTICAL SVSC INC COM 955306105 1224867 3410935 SH DFND 10,11,12,13,19,2,20,5,6,8 2816569 141323 453043 WESTAMERICA BANCORPORATION COM 957090103 63456 1093508 SH DFND 19,2,20,5 1040253 10 53245 WESTERN ALLIANCE BANCORP COM 957638109 258047 2779182 SH DFND 13,19,2,20,5,8 2594672 1500 183010 WESTERN ASSET MTG CAP CORP COM 95790D105 1147 353074 SH DFND 20,5 353074 0 0 WESTERN DIGITAL CORP. COM 958102105 846755 11897646 SH DFND 10,11,12,13,19,2,20,5,6,8 10182957 212914 1501775 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 29181 27198000 PRN DFND 2,5 27198000 0 0 WESTERN NEW ENG BANCORP INC COM 958892101 643 78936 SH DFND 20 67781 0 11155 ATLANTIC UN BANKSHARES CORP COM 04911A107 89145 2461207 SH DFND 19,2,20,5 2300972 500 159735 WESTERN UN CO COM 959802109 480496 20918433 SH DFND 1,10,11,12,13,19,2,20,5,6,8 17251097 468322 3199014 WESTLAKE CHEM CORP COM 960413102 46715 518534 SH DFND 12,13,19,2,20,5,8 448529 500 69505 WESTPAC BANKING CORP SPONSORED ADR 961214301 769 38921 SH DFND 20 38921 0 0 WESTROCK CO COM 96145D105 635766 11945992 SH DFND 10,11,12,13,19,2,20,5,6,8 10556525 179766 1209701 WESTWATER RES INC COM NEW 961684206 367 77152 SH DFND 20 77152 0 0 WESTWOOD HLDGS GROUP INC COM 961765104 785 35923 SH DFND 20,5 35923 0 0 WEX INC COM 96208T104 216848 1118348 SH DFND 13,19,2,20,5 1036294 427 81627 WEYCO GROUP INC COM 962149100 595 26607 SH DFND 20 26607 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 1009942 29341717 SH DFND 10,11,12,13,19,2,20,5,6,8 24746197 667340 3928180 WHEELER REAL ESTATE INVT TR COM NEW 963025705 232 45896 SH DFND 20 45896 0 0 ATLANTICA SUSTAINABLE INFR P SHS G0751N103 20306 545556 SH DFND 1,2,20,5 545556 0 0 WHIRLPOOL CORP COM 963320106 658912 3022254 SH DFND 10,11,12,13,19,2,20,5,6,8 2573338 101425 347491 WHITE MTNS INS GROUP LTD COM G9618E107 69782 60784 SH DFND 13,19,2,20,5,8 53275 51 7458 WHITESTONE REIT COM 966084204 12951 1569835 SH DFND 2,20,5 1529696 0 40139 WHITING PETE CORP NEW COM NEW 966387508 96525 1769485 SH DFND 19,2,20,5,8 1720278 0 49207 WHOLE EARTH BRANDS INC COM CL A 96684W100 7270 501365 SH DFND 2,20 445265 0 56100 WIDEOPENWEST INC COM 96758W101 21368 1031752 SH DFND 19,2,20,5 913684 0 118068 WILEY JOHN & SONS INC CL A 968223206 303535 5043778 SH DFND 19,2,20,5,6,8 4949790 435 93553 WILLAMETTE VY VINEYARD INC COM 969136100 185 13512 SH DFND 20 13512 0 0 WILLDAN GROUP INC COM 96924N100 7707 204747 SH DFND 19,2,20,5 186737 0 18010 WILLIAMS COS INC COM 969457100 2158755 81309030 SH DFND 10,11,12,13,19,2,20,5,6,8 73919131 870667 6519232 ATLANTICUS HOLDINGS CORP COM 04914Y102 3343 84214 SH DFND 2,20 79572 0 4642 WILLIAMS INDL SVCS GROUP INC COM 96951A104 104 17800 SH DFND 20 17800 0 0 WILLIAMS SONOMA INC COM 969904101 389868 2442018 SH DFND 10,12,13,19,2,20,5,8 2294656 601 146761 WILLIS LEASE FIN CORP COM 970646105 1940 45255 SH DFND 2,20 42673 0 2582 WILLIS TOWERS WATSON PLC LTD SHS G96629103 1461804 6355114 SH DFND 10,11,12,13,19,2,20,5,6,8 5514951 92542 747621 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 98910 3548971 SH DFND 19,2,20,5 3186417 596 361958 WIMI HOLOGRAM CLOUD INC SPON ADS CL B 97264L100 275 50000 SH DFND 1 0 0 50000 WINDTREE THERAPEUTICS INC COM 97382D303 44 19300 SH DFND 20 19300 0 0 WINGSTOP INC COM 974155103 140522 891469 SH DFND 13,19,2,20,5 830529 200 60740 WINMARK CORP COM 974250102 14049 73141 SH DFND 19,2,20,5 65731 0 7410 WINNEBAGO INDS INC COM 974637100 70902 1043293 SH DFND 19,2,20,5 982763 0 60530 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 77619 1139610 SH DFND 19,2,20,5,8 1106679 0 32931 WINTRUST FINL CORP COM 97650W108 215135 2844577 SH DFND 12,13,19,2,20,5 2740642 539 103396 WIPRO LTD SPON ADR 1 SH 97651M109 81591 10446982 SH DFND 1,12,13,19,2,20,5,8 5471688 0 4975294 WIRELESS TELECOM GROUP INC COM 976524108 92 22709 SH DFND 20 22709 0 0 WISDOMTREE INVTS INC COM 97717P104 26566 4284855 SH DFND 19,2,20,5 4021426 3600 259829 WIX COM LTD NOTE 7/0 92940WAB5 20847 10088000 PRN DFND 2,5 10088000 0 0 WIX COM LTD SHS M98068105 424478 1462304 SH DFND 10,12,13,19,2,20,5,6,8 1090891 31204 340209 WNS HLDGS LTD SPON ADR 92932M101 18293 229030 SH DFND 1,2,20 47560 0 181470 WOLVERINE WORLD WIDE INC COM 978097103 91083 2699603 SH DFND 19,2,20,5 2510238 828 188537 WOODWARD INC COM 980745103 174776 1422327 SH DFND 13,19,2,20,5 1315627 449 106251 WORKDAY INC CL A 98138H101 961064 4025569 SH DFND 10,11,12,13,19,2,20,5,6,8 3249741 125111 650717 ATLAS CORP SHARES Y0436Q109 9578 672175 SH DFND 19,2,20,5 422609 1300 248266 WORKDAY INC NOTE 0.250%10/0 98138HAF8 50265 30501000 PRN DFND 2,5 30501000 0 0 WORKHORSE GROUP INC COM NEW 98138J206 50843 3064706 SH DFND 19,2,20,5 2827851 1100 235755 WORKIVA INC COM CL A 98139A105 96722 868783 SH DFND 19,2,20,5 788091 500 80192 WORLD ACCEP CORPORATION COM 981419104 22638 141273 SH DFND 19,2,20,5 130871 0 10402 WORLD FUEL SVCS CORP COM 981475106 87176 2737327 SH DFND 10,12,13,19,2,20,5,8 2606080 246 131001 WORLD GOLD TR SPDR GLD MINIS 98149E204 32711 1857509 SH DFND 20 1857509 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 65716 1135179 SH DFND 19,2,20,5 1044730 5300 85149 WORTHINGTON INDS INC COM 981811102 129237 2112410 SH DFND 19,2,20,5,8 2044789 200 67421 WP CAREY INC COM 92936U109 554106 7324291 SH DFND 10,11,12,13,19,2,20,5,6,8 6049650 156328 1118313 WRAP TECHNOLOGIES INC COM 98212N107 5286 673378 SH DFND 2,20 673378 0 0 ATLAS TECHNICAL CONSULTANTS COM CLS A 049430101 1540 159063 SH DFND 2,20 156100 0 2963 WSFS FINL CORP COM 929328102 97571 2094241 SH DFND 19,2,20,5 1970163 662 123416 WW INTL INC COM 98262P101 53046 1467798 SH DFND 13,19,2,20,5 1370836 336 96626 WYNDHAM HOTELS & RESORTS INC COM 98311A105 174131 2408783 SH DFND 12,13,19,2,20,5 2228550 1795 178438 WYNN RESORTS LTD COM 983134107 482781 3947511 SH DFND 10,12,13,19,2,20,5,6,8 3378792 56155 512564 X4 PHARMACEUTICALS INC COM 98420X103 315 48480 SH DFND 20 48480 0 0 XBIOTECH INC COM 98400H102 6769 408754 SH DFND 19,2,20,5 393169 0 15585 XCEL BRANDS INC COM NEW 98400M101 65 21700 SH DFND 20 21700 0 0 XCEL ENERGY INC COM 98389B100 1761365 26556601 SH DFND 10,11,12,13,19,2,20,5,6,8 23552305 386368 2617928 XENCOR INC COM 98401F105 89876 2605863 SH DFND 19,2,20,5 2495251 1200 109412 XENIA HOTELS & RESORTS INC COM 984017103 112175 5989041 SH DFND 10,12,13,19,2,20,5,8 5446548 24612 517881 ACCELERON PHARMA INC COM 00434H108 138776 1105870 SH DFND 13,19,2,20,5 1003625 1400 100845 ATLASSIAN CORP PLC CL A G06242104 384854 1498304 SH DFND 10,12,13,19,1,2,20,5,6,8 1364204 0 134100 XENON PHARMACEUTICALS INC COM 98420N105 2432 130595 SH DFND 19,2,20,5 110381 0 20214 XERIS PHARMACEUTICALS INC COM 98422L107 874 214682 SH DFND 20 214682 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 103654 4365474 SH DFND 1,12,13,19,2,20,5,8 4028498 2277 334699 XILINX INC COM 983919101 1683477 11639081 SH DFND 10,11,12,13,19,2,20,5,6,8 9602268 265461 1771352 XL FLEET CORP COM CL A 9837FR100 7207 865163 SH DFND 19,2,20,5 838603 0 26560 XOMA CORP DEL COM NEW 98419J206 4094 120424 SH DFND 2,20 116386 0 4038 XP INC CL A G98239109 8300 190579 SH DFND 10,2,20,8 190579 0 0 XPEL INC COM 98379L100 27380 326452 SH DFND 19,2,20,5 291146 0 35306 XPENG INC ADS 98422D105 271780 6118426 SH DFND 1,10,12,13,19,2,20,5,8 4363694 144600 1610132 XPERI HOLDING CORP COM 98390M103 81693 3673240 SH DFND 19,2,20,5 3463811 866 208563 ATMOS ENERGY CORP COM 049560105 898967 9353526 SH DFND 10,11,12,13,19,2,20,5,6,8 8586579 101489 665458 XPO LOGISTICS INC COM 983793100 441508 3156106 SH DFND 10,11,12,13,19,2,20,5,6,8 2761358 61053 333695 XPRESSPA GROUP INC COM 98420U703 524 340137 SH DFND 20 340137 0 0 XTANT MED HLDGS INC COM NEW 98420P308 37 22800 SH DFND 20 22800 0 0 XUNLEI LTD SPONSORED ADR 98419E108 7673 1682684 SH DFND 2 1682684 0 0 XYLEM INC COM 98419M100 976346 8138926 SH DFND 10,11,12,13,19,2,20,5,6,8 6922534 122571 1093821 Y-MABS THERAPEUTICS INC COM 984241109 46965 1389511 SH DFND 19,2,20,5 1332903 0 56608 YANDEX N V SHS CLASS A N97284108 232169 3281541 SH DFND 10,12,13,19,2,20,5,8 2935237 124425 221879 YATRA ONLINE INC ORD SHS G98338109 66 29131 SH DFND 20 29131 0 0 YATSEN HLDG LTD ADS 985194109 1114 118900 SH DFND 19,2,20 36400 0 82500 YELLOW CORP COM 985510106 4717 724533 SH DFND 2,20,5 696057 0 28476 ATN INTL INC COM 00215F107 17955 393234 SH DFND 13,19,2,20,5 369109 0 24125 YELP INC CL A 985817105 95779 2396871 SH DFND 13,19,2,20,5,8 2250016 600 146255 YETI HLDGS INC COM 98585X104 178360 1942493 SH DFND 13,19,2,20,5 1793358 400 148735 YEXT INC COM 98585N106 34585 2420226 SH DFND 19,2,20,5 2235389 0 184837 YIREN DIGITAL LTD SPONSORED ADS 98585L100 64 10604 SH DFND 1 0 0 10604 YORK WTR CO COM 987184108 12051 264948 SH DFND 19,2,20,5 239688 0 25260 YOUDAO INC SPONSORED ADS 98741T104 488 21120 SH DFND 19,2 21120 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 20464 4372714 SH DFND 10,12,13,19,2,20,5,8 1993057 408040 1971617 YUM BRANDS INC COM 988498101 1412264 12277354 SH DFND 10,11,12,13,19,2,20,5,6,8 10136481 252870 1888003 YUM CHINA HLDGS INC COM 98850P109 726326 10963413 SH DFND 10,11,12,13,19,2,20,5,6,8 8987828 216571 1759014 ZAI LAB LTD ADR 98887Q104 256371 1448505 SH DFND 1,10,12,13,19,2,20,5,8 1001252 35100 412153 ATOMERA INC COM 04965B100 7069 329701 SH DFND 2,20,5 310855 0 18846 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 1102995 2083127 SH DFND 10,11,12,13,19,2,20,5,6,8 1737161 70374 275592 ZEDGE INC CL B 98923T104 694 37699 SH DFND 20 37699 0 0 ZENDESK INC COM 98936J101 357647 2477810 SH DFND 10,11,12,13,19,2,20,5,6,8 1995903 65250 416657 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 33100 22625000 PRN DFND 2 22625000 0 0 ZENTALIS PHARMACEUTICALS INC COM 98943L107 71253 1339340 SH DFND 19,2,20,5 1289777 0 49563 ZEPP HEALTH CORPORATION SPONSORED ADS 98945L105 8436 718549 SH DFND 2,20,5 709834 0 8715 ZILLOW GROUP INC CL A 98954M101 154500 1260913 SH DFND 10,11,12,13,19,2,20,5,6,8 1014597 35226 211090 ZILLOW GROUP INC CL C CAP STK 98954M200 414050 3387745 SH DFND 10,11,12,13,19,2,20,5,6,8 2727035 110731 549979 ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 49711 17675000 PRN DFND 2,5 17675000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 35854 12660000 PRN DFND 2,5 12660000 0 0 ATOSSA THERAPEUTICS INC COM 04962H506 12846 2032668 SH DFND 2,20,5 1870446 0 162222 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 29383 14787000 PRN DFND 2,5 14787000 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 1376462 8546418 SH DFND 10,11,12,13,19,2,20,5,6,8 7431624 142477 972317 ZIONS BANCORPORATION N A COM 989701107 450080 8514573 SH DFND 10,12,13,19,2,20,5,6,8 7956353 2177 556043 ZIOPHARM ONCOLOGY INC COM 98973P101 28670 10859732 SH DFND 19,2,20,5 10435113 0 424619 ZIX CORP COM 98974P100 9851 1397295 SH DFND 2,20,5 1337623 0 59672 ZOETIS INC CL A 98978V103 3605582 19347401 SH DFND 10,11,12,13,19,2,20,5,6,8 16466315 496771 2384315 ZOGENIX INC COM NEW 98978L204 22348 1293295 SH DFND 19,2,20,5 1187767 0 105528 ZOMEDICA CORP COM 98980M109 15294 18366408 SH DFND 19,2,20,5 17920293 30300 415815 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1813193 4684890 SH DFND 1,10,11,12,13,19,2,20,5,6,8 3809319 131346 744225 ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 35543 681288 SH DFND 10,13,19,2,20,5,6,8 604137 400 76751 ATRECA INC CL A COM 04965G109 4189 491632 SH DFND 19,2,20,5 457375 0 34257 ZOSANO PHARMA CORP COM NEW 98979H202 398 418916 SH DFND 20 418916 0 0 ZOVIO INC COM 98979V102 273 105457 SH DFND 20 105457 0 0 ZSCALER INC COM 98980G102 375111 1736145 SH DFND 10,11,12,13,19,2,20,5,6,8 1407673 45137 283335 ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 257510 8484664 SH DFND 1,10,12,13,19,2,20,5,8 5903501 229300 2351863 ZUMIEZ INC COM 989817101 44629 910975 SH DFND 19,2,20,5,8 863354 0 47621 ZUORA INC COM CL A 98983V106 39160 2270130 SH DFND 19,2,20,5 2058359 0 211771 ZYMERGEN INC COM 98985X100 12024 300525 SH DFND 2,20,5 275902 0 24623 ZYMEWORKS INC COM 98985W102 3802 109602 SH DFND 19,2,20,5 74145 0 35457 ZYNERBA PHARMACEUTICALS INC COM 98986X109 579 109438 SH DFND 20 109438 0 0 ZYNEX INC COM 98986M103 8900 573062 SH DFND 19,2,20,5 550478 0 22584 ATRICURE INC COM 04963C209 79798 1005899 SH DFND 19,2,20,5 915135 500 90264 ZYNGA INC CL A 98986T108 162816 15316637 SH DFND 13,19,2,20,5,8 13559207 8800 1748630 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 25303 18313000 PRN DFND 2,5 18313000 0 0 META MATERIALS INC COM 59134N104 7977 1064977 SH DFND 2,5,20 964559 0 100418 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 37592 24100000 PRN DFND 2 24100000 0 0 ATRION CORP COM 049904105 26152 42118 SH DFND 19,2,20,5 39044 0 3074 ATYR PHARMA INC COM NEW 002120202 269 55199 SH DFND 20 55199 0 0 AUDACY INC CL A 05070N103 10441 2422585 SH DFND 13,19,2,20,5 2198215 0 224370 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7466412 25327745 SH DFND 10,11,12,13,19,2,20,5,6,8 21202282 786791 3338672 AUDIOCODES LTD ORD M15342104 445 13447 SH DFND 2 13447 0 0 AUDIOEYE INC COM NEW 050734201 369 22000 SH DFND 20 22000 0 0 AULT GLOBAL HOLDINGS INC COM 05150X104 544 193000 SH DFND 20 193000 0 0 AUTODESK INC COM 052769106 2462967 8437709 SH DFND 10,11,12,13,19,2,20,5,6,8 7149300 138043 1150366 AUTOHOME INC SP ADS RP CL A 05278C107 89587 1400669 SH DFND 1,10,12,13,19,2,20,5,8 1061541 35600 303528 AUTOLIV INC COM 052800109 114647 1172743 SH DFND 10,11,12,13,19,2,20,5,6,8 804404 99078 269261 AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 146 22019 SH DFND 2 22019 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 3615814 18121048 SH DFND 1,10,11,12,13,19,2,20,5,6,8 15256583 535183 2329282 AUTONATION INC COM 05329W102 146964 1550088 SH DFND 10,12,13,19,2,20,5,8 1443260 742 106086 AUTOWEB INC COM 05335B100 126 40398 SH DFND 20 40398 0 0 ACCO BRANDS CORP COM 00081T108 19259 2231689 SH DFND 19,2,20,5 2029114 77 202498 AUTOZONE INC COM 053332102 1337742 896478 SH DFND 10,11,12,13,19,2,20,5,6,8 749937 16398 130143 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 939 139464 SH DFND 1,2 16883 0 122581 AVALARA INC COM 05338G106 279491 1727386 SH DFND 10,11,12,13,19,2,20,5,6,8 1409885 45759 271742 AVALON GLOBOCARE CORP COM 05344R104 20 20050 SH DFND 20 20050 0 0 AVALONBAY CMNTYS INC COM 053484101 1794768 8536330 SH DFND 10,11,12,13,19,2,20,5,6,8 7229054 148343 1158933 AVANGRID INC COM 05351W103 60203 1160623 SH DFND 10,12,13,19,2,20,5,6,8 1066630 0 93993 AVANOS MED INC COM 05350V106 65264 1794439 SH DFND 1,19,2,20,5 1696104 257 98078 AVANTOR INC COM 05352A100 401639 11310585 SH DFND 10,11,12,13,19,2,20,5,6,8 9142554 311608 1856423 AVAYA HLDGS CORP COM 05351X101 53080 1973230 SH DFND 12,19,2,20,5,8 1782663 400 190167 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 11716 9933000 PRN DFND 2,5 9933000 0 0 ACCOLADE INC COM 00437E102 46706 859992 SH DFND 19,2,20,5 794836 0 65156 AVEANNA HEALTHCARE HLDGS INC COM 05356F105 7150 577987 SH DFND 2,20,5 517949 0 60038 AVEO PHARMACEUTICALS INC COM NEW 053588307 633 95995 SH DFND 20 95995 0 0 AVERY DENNISON CORP COM 053611109 839597 3993516 SH DFND 10,11,12,13,19,2,20,5,6,8 3270980 106787 615749 AVIAT NETWORKS INC COM NEW 05366Y201 4542 138613 SH DFND 2,20 133113 0 5500 AVID BIOSERVICES INC COM 05368M106 64486 2514061 SH DFND 19,2,20,5 2434066 0 79995 AVID TECHNOLOGY INC COM 05367P100 25642 654978 SH DFND 19,2,20,5 624242 0 30736 AVIDITY BIOSCIENCES INC COM 05370A108 33188 1343118 SH DFND 19,2,20,5 1292211 0 50907 AVIENT CORPORATION COM 05368V106 136619 2766453 SH DFND 10,19,2,20,5,8 2583123 1060 182270 AVINGER INC COM 053734604 423 343638 SH DFND 20 343638 0 0 AVIS BUDGET GROUP COM 053774105 149225 1915849 SH DFND 12,13,19,2,20,5,8 1808311 588 106950 ACCURAY INC COM 004397105 11938 2641183 SH DFND 2,20,5 2555715 0 85468 AVISTA CORP COM 05379B107 105376 2469556 SH DFND 12,13,19,2,20,5,8 2248183 920 220453 AVITA MEDICAL INC COM 05380C102 16685 813129 SH DFND 2,20,5 776464 0 36665 AVNET INC COM 053807103 169904 4239118 SH DFND 12,13,19,2,20,5,8 4040832 429 197857 AVROBIO INC COM 05455M100 24641 2771750 SH DFND 19,2,20,5 2719768 0 51982 AWARE INC MASS COM 05453N100 266 71828 SH DFND 20 71828 0 0 AXALTA COATING SYS LTD COM G0750C108 102056 3347212 SH DFND 12,13,19,2,20,5,8 2928319 1800 417093 AXCELIS TECHNOLOGIES INC COM NEW 054540208 43947 1087253 SH DFND 19,2,20,5,8 1020945 0 66308 AXCELLA HEALTH INC COM 05454B105 283 70676 SH DFND 20 70676 0 0 AXIS CAP HLDGS LTD SHS G0692U109 70658 1429390 SH DFND 12,13,19,2,20,5 1280502 1101 147787 AXOGEN INC COM 05463X106 21646 1001682 SH DFND 19,2,20,5 937872 0 63810 ACELRX PHARMACEUTICALS INC COM 00444T100 626 453321 SH DFND 20,5 453321 0 0 AXON ENTERPRISE INC COM 05464C101 341420 1931106 SH DFND 13,19,2,20,5 1804645 500 125961 AXONICS INC COM 05465P101 56479 890695 SH DFND 19,2,20,5 828624 0 62071 AXOS FINANCIAL INC COM 05465C100 98039 2113362 SH DFND 19,2,20,5 2004892 1600 106870 AXSOME THERAPEUTICS INC COM 05464T104 43158 639757 SH DFND 19,2,20,5 585148 500 54109 AXT INC COM 00246W103 7656 697278 SH DFND 2,20,5 645326 0 51952 AYRO INC COM 054748108 4870 997872 SH DFND 2,20 997872 0 0 AYTU BIOPHARMA INC COM NEW 054754874 489 97684 SH DFND 20 97684 0 0 AZEK CO INC CL A 05478C105 67104 1580400 SH DFND 13,19,2,20,5 1416960 0 163440 AZUL S A SPONSR ADR PFD 05501U106 235 8900 SH DFND 10 8900 0 0 AZURE PWR GLOBAL LTD SHS V0393H103 15510 576168 SH DFND 2,20 576168 0 0 180 LIFE SCIENCES CORP COM 68236V104 634 63426 SH DFND 20 63426 0 0 ACER THERAPEUTICS INC COM 00444P108 71 24965 SH DFND 20 24965 0 0 AZURRX BIOPHARMA INC COM 05502L105 49 60200 SH DFND 20 60200 0 0 AZZ INC COM 002474104 41962 810387 SH DFND 19,2,20,5 758579 94 51714 B & G FOODS INC NEW COM 05508R106 97436 2929770 SH DFND 12,19,2,20,5,8 2784090 11200 134480 B. RILEY FINANCIAL INC COM 05580M108 47274 626141 SH DFND 19,2,20,5 583999 3600 38542 BABCOCK & WILCOX ENTERPRISES COM 05614L209 7161 908741 SH DFND 2,20,5 832387 0 76354 BADGER METER INC COM 056525108 168594 1718246 SH DFND 19,2,20,5,6 1639037 120 79089 BAIDU INC SPON ADR REP A 056752108 1115073 5468727 SH DFND 1,10,11,12,13,19,2,20,5,8 3978500 174102 1316125 BAKER HUGHES COMPANY CL A 05722G100 1166615 51010708 SH DFND 10,11,12,13,19,2,20,5,6,8 44999270 399858 5611580 BALCHEM CORP COM 057665200 130635 995238 SH DFND 13,19,2,20,5 926223 416 68599 BALL CORP COM 058498106 1217644 15028931 SH DFND 10,11,12,13,19,2,20,5,6,8 12821396 184573 2022962 ACHIEVE LIFE SCIENCES INC COM 004468500 133 14761 SH DFND 20 14761 0 0 BALLANTYNE STRONG INC COM 058516105 64 13464 SH DFND 20 13464 0 0 BALLARD PWR SYS INC NEW COM 058586108 16182 893037 SH DFND 2 893037 0 0 BALLYS CORPORATION COM 05875B106 31572 583470 SH DFND 19,2,20,5 531056 0 52414 BANC OF CALIFORNIA INC COM 05990K106 41617 2365376 SH DFND 19,2,20,5 2048900 0 316476 BANCFIRST CORP COM 05945F103 50395 802857 SH DFND 19,2,20,5 763829 0 39028 BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 2394 736748 SH DFND 13,2,20,5 552733 0 184015 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 139 22343 SH DFND 12,20 18954 0 3389 BANCO BRADESCO S A SP ADR PFD NEW 059460303 99094 19302597 SH DFND 10,13,19,2,20,5 15964037 2048609 1289951 BANCO DE CHILE SPONSORED ADS 059520106 1606 81326 SH DFND 13,2,20,5 77389 0 3937 BANCO MACRO SA SPON ADR B 05961W105 2907 193436 SH DFND 2,20,5 141981 700 50755 ACI WORLDWIDE INC COM 004498101 148465 3997454 SH DFND 13,19,2,20,5 3404442 1265 591747 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 13642 1663667 SH DFND 10,13,2,20,5 1163330 169707 330630 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4801 241611 SH DFND 10,13,2,20,8 195401 0 46210 BANCO SANTANDER S.A. ADR 05964H105 7394 1891025 SH DFND 12,2,20 1887751 0 3274 BANCOLOMBIA S A SPON ADR PREF 05968L102 23693 820804 SH DFND 10,13,19,2,20,5 718117 63753 38934 BANCORP INC DEL COM 05969A105 61807 2686105 SH DFND 19,2,20,5 2581546 0 104559 BANCORPSOUTH BK TUPELO MISS COM 05971J102 168708 5925080 SH DFND 19,2,20,5 5717970 672 206438 BANDWIDTH INC COM CL A 05988J103 62009 449602 SH DFND 19,2,20,5 407360 100 42142 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 19549 12024000 PRN DFND 2,5 12024000 0 0 BANK COMM HLDGS COM 06424J103 687 45526 SH DFND 20 31713 0 13813 BANK FIRST CORP COM 06211J100 9291 132787 SH DFND 19,2,20,5 121570 0 11217 ACLARIS THERAPEUTICS INC COM 00461U105 18793 1070214 SH DFND 19,2,20,5 1007732 0 62482 BANK HAWAII CORP COM 062540109 166272 1974260 SH DFND 13,19,2,20,5 1865593 566 108101 BANK MARIN BANCORP COM 063425102 8763 274696 SH DFND 19,2,20,5 252327 0 22369 BANK MONTREAL QUE COM 063671101 1041 10148 SH DFND 12,20 7496 0 2652 BANK NEW YORK MELLON CORP COM 064058100 1937613 37821846 SH DFND 1,10,12,13,19,2,20,5,6,8 32961328 586455 4274063 BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 25144 709281 SH DFND 2,20,5 657356 0 51925 BANK OZK COM 06417N103 496972 11787762 SH DFND 12,13,19,2,20,5 11563441 1000 223321 BANK PRINCETON NEW JERSEY COM 064520109 229 7990 SH DFND 20 7990 0 0 BANK7 CORP COM 06652N107 230 13261 SH DFND 20 2800 0 10461 BANKFINANCIAL CORP COM 06643P104 1837 160536 SH DFND 13,20 95911 0 64625 BANKUNITED INC COM 06652K103 230659 5403107 SH DFND 12,13,19,2,20,5 5210600 1400 191107 ACM RESH INC COM CL A 00108J109 10674 104426 SH DFND 19,2,20,5 95322 0 9104 BANKWELL FINL GROUP INC COM 06654A103 440 15936 SH DFND 13,20 14736 0 1200 BANNER CORP COM NEW 06652V208 102126 1883905 SH DFND 19,2,20,5,8 1807939 0 75966 BAOZUN INC SPONSORED ADR 06684L103 31001 874760 SH DFND 10,12,13,19,2,20,5,8 660301 34200 180259 BAR HBR BANKSHARES COM 066849100 8711 304378 SH DFND 19,2,20,5 278364 0 26014 BARCLAYS BANK PLC DJUBS CMDT ETN36 06738C778 28409 1044463 SH 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1251354 791 91396 BELLEROPHON THERAPEUTICS INC COM NEW 078771300 102 21027 SH DFND 20 21027 0 0 ACORDA THERAPEUTICS INC COM NEW 00484M601 151 31648 SH DFND 20 31648 0 0 BELLICUM PHARMACEUTICALS INC COM NEW 079481404 90 27245 SH DFND 20 27245 0 0 BELLRING BRANDS INC COM CL A 079823100 26279 838516 SH DFND 19,2,20,5,8 781131 0 57385 BENCHMARK ELECTRS INC COM 08160H101 38285 1337480 SH DFND 19,2,20,5 1260150 115 77215 BENEFITFOCUS INC COM 08180D106 10382 736280 SH DFND 19,2,20,5 686447 0 49833 BENITEC BIOPHARMA INC COM 08205P100 89 21000 SH DFND 20 21000 0 0 BENTLEY SYS INC COM CL B 08265T208 161985 2500546 SH DFND 10,11,12,13,19,2,20,5,6,8 1896751 208588 395207 BERKELEY LTS INC COM 084310101 31516 703318 SH DFND 2,20,5 655784 0 47534 BERKLEY W R CORP COM 084423102 534111 7116748 SH DFND 10,11,12,13,19,2,20,5,6,8 5652830 99211 1364707 BERKSHIRE HATHAWAY INC DEL CL A 084670108 80371 192 SH DFND 1,12,19,20,5,8 184 0 8 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21823663 78524981 SH DFND 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1352225 800 56513 BLOCK H & R INC COM 093671105 164816 6939594 SH DFND 12,13,19,2,20,5,8 4771746 1596 2166252 BLONDER TONGUE LABORATORIES COM 093698108 180 136200 SH DFND 20 136200 0 0 BLOOM ENERGY CORP COM CL A 093712107 75635 2814864 SH DFND 19,2,20,5 2568195 900 245769 BLOOMIN BRANDS INC COM 094235108 77746 2864619 SH DFND 19,2,20,5,8 2692941 9100 162578 BLUCORA INC COM 095229100 28374 1639190 SH DFND 19,2,20,5 1534052 1243 103895 BLUE APRON HLDGS INC CL A NEW 09523Q200 206 48215 SH DFND 20 48215 0 0 ADAMAS PHARMACEUTICALS INC COM 00548A106 545 103159 SH DFND 20 103159 0 0 BLUE BIRD CORP COM 095306106 11254 452712 SH DFND 19,2,20,5 422520 0 30192 BLUE RIDGE BANKSHARES INC VA COM 095825105 3220 183798 SH DFND 2,20 180098 0 3700 BLUEBIRD BIO INC COM 09609G100 87646 2740662 SH DFND 13,19,2,20,5 2607235 900 132527 BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 4797 266489 SH DFND 2,20,5 252844 0 13645 BLUELINX HLDGS INC COM NEW 09624H208 6951 138238 SH DFND 2,20 125551 0 12687 BLUEPRINT 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709080 26838744 SH DFND 1,20 78989 26548035 211720 BRADY CORP CL A 104674106 235367 4199986 SH DFND 19,2,20,5 4107124 292 92570 BRAEMAR HOTELS & RESORTS INC COM 10482B101 3462 557469 SH DFND 2,20 547969 0 9500 BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 329 86703 SH DFND 20 86703 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 149759 10923373 SH DFND 10,13,19,2,20,5,8 10112034 38949 772390 ADAPTHEALTH CORP COM CL A 00653Q102 42449 1548653 SH DFND 19,2,20,5 1473569 0 75084 BRASKEM S A SP ADR PFD A 105532105 4222 177105 SH DFND 13,2,5 157105 0 20000 BRF SA SPONSORED ADR 10552T107 9962 1821151 SH DFND 10,2,20,5,8 1566696 226963 27492 BRICKELL BIOTECH INC COM 10802T105 58 60847 SH DFND 20 60847 0 0 BRIDGEBIO PHARMA INC COM 10806X102 161757 2653496 SH DFND 13,19,2,20,5 2482566 500 170430 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 24375 14805000 PRN DFND 2,5 14805000 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 7141 442138 SH DFND 2,20,5 416713 0 25425 BRIGHAM MINERALS INC CL A COM 10918L103 27973 1313881 SH DFND 19,2,20,5 1244537 3100 66244 BRIGHT HORIZONS FAM SOL IN D COM 109194100 127362 865759 SH DFND 13,19,2,20,5,8 753608 600 111551 BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 168 39524 SH DFND 2 39524 0 0 BRIGHTCOVE INC COM 10921T101 11371 792381 SH DFND 19,2,20,5 748350 0 44031 ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 1106 259582 SH DFND 2,5 259582 0 0 BRIGHTHOUSE FINL INC COM 10922N103 113925 2501637 SH DFND 12,13,19,2,20,5,8 2330855 913 169869 BRIGHTSPHERE INVT GROUP INC COM 10948W103 44956 1918746 SH DFND 19,2,20,5 1768883 0 149863 BRIGHTSPIRE CAPITAL INC COM CL A 10949T109 12842 1347291 SH DFND 19,2,20,5 1173222 0 174069 BRIGHTVIEW HLDGS INC COM 10948C107 11295 700689 SH DFND 19,2,20,5 645333 0 55356 BRINKER INTL INC COM 109641100 93285 1508243 SH DFND 19,2,20,5,8 1408909 201 99133 BRINKS CO COM 109696104 111952 1456955 SH DFND 13,19,2,20,5 1353251 594 103110 BRISTOL-MYERS SQUIBB CO COM 110122108 6157152 92145348 SH DFND 1,10,11,12,13,19,2,20,5,6,8 79102166 1662136 11381046 BRISTOW GROUP INC COM 11040G103 14717 574641 SH DFND 19,2,20,5 565532 0 9109 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 42506 1081295 SH DFND 10,12,2,20,5,8 992537 74746 14012 BRIXMOR PPTY GROUP INC COM 11120U105 311973 13629218 SH DFND 10,12,13,19,2,20,5,8 12047830 75550 1505838 1LIFE HEALTHCARE INC COM 68269G107 70923 2145289 SH DFND 19,2,20,5,8 1963364 400 181525 ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 58304 1426921 SH DFND 19,2,20,5 1259592 800 166529 BROADCOM INC COM 11135F101 7569131 15873523 SH DFND 10,11,12,13,19,2,20,5,6,8 13551533 305196 2016794 BROADMARK RLTY CAP INC COM 11135B100 30697 2879687 SH DFND 19,2,20,5 2635723 2200 241764 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 785564 4846335 SH DFND 1,10,11,12,13,19,2,20,5,6,8 4062768 121790 661777 BROADSTONE NET LEASE INC COM 11135E203 124401 5257740 SH DFND 10,19,2,20,5,8 4738351 30000 489389 BROADWAY FINL CORP DEL COM 111444105 81 30118 SH DFND 20 30118 0 0 BROADWIND INC COM NEW 11161T207 280 61895 SH DFND 20 61895 0 0 BROOKDALE SR LIVING INC COM 112463104 36986 4681833 SH DFND 12,19,2,20,5,8 4314491 496 366846 BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 38777 514278 SH DFND 19,2,20,5 480378 0 33900 BROOKFIELD PPTY REIT INC CL A 11282X103 15725 832434 SH DFND 10,19,2,20,5,6,8 757608 6790 68036 BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 47844 1140781 SH DFND 2,20 1029508 0 111273 ADDUS HOMECARE CORP COM 006739106 43987 504205 SH DFND 19,2,20,5 473979 0 30226 BROOKLINE BANCORP INC DEL COM 11373M107 49906 3338185 SH DFND 19,2,20,5 3157646 0 180539 BROOKLYN IMMUNOTHERAPEUTICS COM 114082100 7908 439095 SH DFND 2,20,5 396728 0 42367 BROOKS AUTOMATION INC NEW COM 114340102 180426 1893637 SH DFND 13,19,2,20,5,8 1752461 459 140717 BROWN & BROWN INC COM 115236101 523472 9850805 SH DFND 10,11,12,13,19,2,20,5,6,8 8563377 267825 1019603 BROWN FORMAN CORP CL A 115637100 11748 166279 SH DFND 2,20,6 140066 0 26213 BROWN FORMAN CORP CL B 115637209 753863 10036009 SH DFND 10,12,13,19,2,20,5,6,8 8404804 333300 1297905 BRP GROUP INC COM CL A 05589G102 22310 837140 SH DFND 19,2,20,5 753294 0 83846 BRT APARTMENTS CORP COM 055645303 3461 197082 SH DFND 2,20 189582 0 7500 BRUKER CORP COM 116794108 155793 2050445 SH DFND 13,19,2,20,5,8 1829568 892 219985 BRUNSWICK CORP COM 117043109 200905 2016718 SH DFND 10,12,13,19,2,20,5,8 1879845 657 136216 ADECOAGRO S A COM L00849106 19289 1921264 SH DFND 10,12,19,2,20,5,8 970939 62900 887425 BRYN MAWR BK CORP COM 117665109 27314 647402 SH DFND 19,2,20,5 604079 497 42826 BSQUARE CORP COM NEW 11776U300 266 55832 SH DFND 20 55832 0 0 BTRS HOLDINGS INC COM CL 1 11778X104 13731 1088028 SH DFND 19,2,20,5 1016518 0 71510 BUCKLE INC COM 118440106 62835 1263020 SH DFND 19,2,20,5,8 1206305 956 55759 BUILD-A-BEAR WORKSHOP INC COM 120076104 949 54835 SH DFND 20 54835 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 283589 6647651 SH DFND 12,13,19,2,20,5,8 6258774 2681 386196 BUMBLE INC COM CL A 12047B105 15344 266389 SH DFND 19,2,20,5 262209 0 4180 BUNGE LIMITED COM G16962105 321543 4114439 SH DFND 10,11,12,13,19,2,20,5,6,8 2985167 262250 867022 BURGERFI INTERNATIONAL INC COM 12122L101 161 16080 SH DFND 20 16080 0 0 BURLINGTON STORES INC COM 122017106 449268 1395285 SH DFND 10,11,12,13,19,2,20,5,6,8 1140800 38853 215632 ADIAL PHARMACEUTICALS INC COM 00688A106 125 48954 SH DFND 20 48954 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 34950 21920000 PRN DFND 2,5 21920000 0 0 BURNING ROCK BIOTECH LTD SPONSORED ADS 12233L107 15196 515803 SH DFND 10,12,13,19,2,20,5,8 406003 18300 91500 BUSINESS FIRST BANCSHARES IN COM 12326C105 7162 312074 SH DFND 2,20,5 293851 0 18223 BUTTERFLY NETWORK INC COM CL A 124155102 12763 881426 SH DFND 19,2,20,5 830012 0 51414 BWX TECHNOLOGIES INC COM 05605H100 131705 2266091 SH DFND 13,19,2,20,5,8 2095646 1259 169186 BYLINE BANCORP INC COM 124411109 11047 488168 SH DFND 19,2,20,5 431706 0 56462 BYRNA TECHNOLOGIES INC COM NEW 12448X201 3307 145548 SH DFND 2,20 142700 0 2848 C & F FINL CORP COM 12466Q104 413 8045 SH DFND 20 8045 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 835866 8876100 SH DFND 10,11,12,13,19,2,20,5,6,8 7353707 237521 1284872 C3 AI INC CL A 12468P104 19028 304296 SH DFND 19,2,20,5 288002 400 15894 ADICET BIO INC COM 007002108 2585 251197 SH DFND 2,20,5 245797 0 5400 C4 THERAPEUTICS INC COM STK 12529R107 51864 1370622 SH DFND 2,20,5 1341019 0 29603 CABALETTA BIO INC COM 12674W109 196 22807 SH DFND 20 22807 0 0 CABLE ONE INC COM 12685J105 341251 178403 SH DFND 10,11,12,13,19,2,20,5,6,8 154148 3477 20778 CABOT CORP COM 127055101 102944 1808255 SH DFND 13,19,2,20,5 1687798 863 119594 CABOT OIL & GAS CORP COM 127097103 535659 30679221 SH DFND 10,12,13,19,2,20,5,6,8 28011690 7701 2659830 CACI INTL INC CL A 127190304 153695 602442 SH DFND 12,13,19,2,20,5,8 550072 310 52060 CACTUS INC CL A 127203107 44928 1223530 SH DFND 19,2,20,5 1129476 0 94054 CADENCE BANCORPORATION CL A 12739A100 173273 8298500 SH DFND 19,2,20,5 8053444 11200 233856 CADENCE DESIGN SYSTEM INC COM 127387108 1592347 11638264 SH DFND 1,10,11,12,13,19,2,20,5,6,8 9685070 496609 1456585 CADIZ INC COM NEW 127537207 6924 509113 SH DFND 19,2,20,5 459828 0 49285 ADIENT PLC ORD SHS G0084W101 130133 2879046 SH DFND 12,13,19,2,20,5,8 2679929 974 198143 CAE INC COM 124765108 1479 48028 SH DFND 5,8 0 0 48028 CAESARS ENTERTAINMENT INC NE COM 12769G100 796452 7676643 SH DFND 10,12,13,19,2,20,5,6,8 6618525 118948 939170 CAESARSTONE LTD ORD SHS M20598104 6909 468005 SH DFND 19,2,20,5 398563 0 69442 CAI INTERNATIONAL INC COM 12477X106 21946 391898 SH DFND 19,2,20,5 362920 0 28978 CAL MAINE FOODS INC COM NEW 128030202 72535 2003175 SH DFND 19,2,20,5,8 1934462 700 68013 CALADRIUS BIOSCIENCES INC COM NEW 128058203 334 207361 SH DFND 20 207361 0 0 CALAMP CORP COM 128126109 22126 1739438 SH DFND 2,20,5 1701158 0 38280 CALAVO GROWERS INC COM 128246105 34511 544172 SH DFND 19,2,20,5 510350 0 33822 CALERES INC COM 129500104 44663 1636620 SH DFND 19,2,20,5 1562525 0 74095 CALIFORNIA BANCORP INC COM 13005U101 357 19093 SH DFND 20 19093 0 0 ADITX THERAPEUTICS INC COM 007025109 37 14228 SH DFND 20 14228 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 36001 1194465 SH DFND 19,2,20,5 1102416 0 92049 CALIFORNIA WTR SVC GROUP COM 130788102 219416 3950591 SH DFND 13,19,2,20,5,6,8 3824871 600 125120 CALITHERA BIOSCIENCES INC COM 13089P101 697 333614 SH DFND 20 333614 0 0 CALIX INC COM 13100M509 53400 1124211 SH DFND 19,2,20,5 1009513 0 114698 CALLAWAY GOLF CO COM 131193104 110899 3287839 SH DFND 19,2,20,5,8 3118660 1582 167597 CALLON PETE CO DEL COM 13123X508 208599 3615861 SH DFND 12,19,2,20,5 3562532 0 53329 CALYXT INC COM 13173L107 165 41132 SH DFND 20 41132 0 0 CAMBER ENERGY INC COM 13200M508 102 154707 SH DFND 20 154707 0 0 CAMBIUM NETWORKS CORP SHS G17766109 6903 142779 SH DFND 19,2,20,5 133282 0 9497 CAMBRIDGE BANCORP COM 132152109 10272 123775 SH DFND 2,20,5 112658 0 11117 ADMA BIOLOGICS INC COM 000899104 655 409144 SH DFND 13,20 398944 0 10200 CAMDEN NATL CORP COM 133034108 19164 401260 SH DFND 19,2,20,5,8 367102 0 34158 CAMDEN PPTY TR SH BEN INT 133131102 665328 4983929 SH DFND 10,11,12,13,19,2,20,5,6,8 4271926 86764 625239 CAMPBELL SOUP CO COM 134429109 445464 9771088 SH DFND 10,11,12,13,19,2,20,5,6,8 7502874 128512 2139702 CAMPING WORLD HLDGS INC CL A 13462K109 42264 1031081 SH DFND 19,2,20,5 956929 0 74152 CANAAN INC SPONSORED ADS 134748102 3197 392315 SH DFND 1,2,20,5 237715 2400 152200 CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 1290 29488 SH DFND 2,20,5 29488 0 0 CANADIAN IMP BK COMM COM 136069101 1585 13777 SH DFND 20 12872 538 367 CANADIAN NAT RES LTD COM 136385101 239 6600 SH DFND 5 0 0 6600 CANADIAN NATL RY CO COM 136375102 12131 114968 SH DFND 20 200 0 114768 CANADIAN PAC RY LTD COM 13645T100 24952 323786 SH DFND 20,8 15170 0 308616 ADOBE SYSTEMS INCORPORATED COM 00724F101 11099020 18951950 SH DFND 10,11,12,13,19,2,20,5,6,8 15913492 567744 2470714 CANADIAN SOLAR INC COM 136635109 15264 340412 SH DFND 2,20,5,8 340412 0 0 CANGO INC ADS 137586103 1954 349642 SH DFND 12,13,2,20,5 309342 0 40300 CANNAE HLDGS INC COM 13765N107 59088 1742487 SH DFND 19,2,20,5 1541365 392 200730 CANON INC SPONSORED ADR 138006309 289 12750 SH DFND 20 12750 0 0 CANOO INC COM CL A 13803R102 17327 1743115 SH DFND 19,2,20,5 1629702 0 113413 CANTALOUPE INC COM 138103106 9992 842506 SH DFND 19,2,20,5 759118 0 83388 CAPITAL BANCORP INC MD COM 139737100 2692 131626 SH DFND 2,20 123836 0 7790 CAPITAL CITY BK GROUP INC COM 139674105 7953 308358 SH DFND 19,2,20,5 281130 0 27228 CAPITAL ONE FINL CORP COM 14040H105 3185562 20593200 SH DFND 10,11,12,13,19,2,20,5,6,8 17665421 409660 2518119 CAPITAL SR LIVING CORP COM 140475203 405 8173 SH DFND 20 8173 0 0 ADT INC DEL COM 00090Q103 31797 2936874 SH DFND 19,2,20,5 2686908 0 249966 CAPITOL FED FINL INC COM 14057J101 52647 4469186 SH DFND 12,19,2,20,5,8 4177831 0 291355 CAPRI HOLDINGS LIMITED SHS G1890L107 238345 4167599 SH DFND 12,13,19,1,2,20,5,8 3409597 1700 756302 CAPRICOR THERAPEUTICS INC COM NEW 14070B309 368 71748 SH DFND 20 71748 0 0 CAPSTAR FINL HLDGS INC COM 14070T102 5914 288481 SH DFND 13,2,20 271035 0 17446 CAPSTEAD MTG CORP COM NO PAR 14067E506 20982 3335990 SH DFND 13,19,2,20,5 3070034 16793 249163 CAPSTONE GREEN ENERGY CORP COM 14067D508 311 55369 SH DFND 20 55369 0 0 CARA THERAPEUTICS INC COM 140755109 23086 1617778 SH DFND 19,2,20,5 1520974 0 96804 CARDIFF ONCOLOGY INC COM 14147L108 3288 494491 SH DFND 2,20,5 486791 0 7700 CARDINAL HEALTH INC COM 14149Y108 995096 17283885 SH DFND 10,11,12,13,19,2,20,5,6,8 15249011 183059 1851815 CARDIOVASCULAR SYS INC DEL COM 141619106 64638 1515554 SH DFND 19,2,20,5 1438183 800 76571 1ST CONSTITUTION BANCORP COM 31986N102 228 11031 SH DFND 20 11031 0 0 ADTALEM GLOBAL ED INC COM 00737L103 55663 1561816 SH DFND 19,2,20,5,8 1479562 394 81860 CARDLYTICS INC COM 14161W105 76529 602922 SH DFND 19,2,20,5 542511 400 60011 CAREDX INC COM 14167L103 135909 1485023 SH DFND 13,19,2,20,5 1381712 700 102611 CARETRUST REIT INC COM 14174T107 116192 4945690 SH DFND 10,19,2,20,5,8 4497951 21220 426519 CARGURUS INC COM CL A 141788109 50609 1929423 SH DFND 19,2,20,5 1753575 900 174948 CARLISLE COS INC COM 142339100 376167 1965549 SH DFND 10,12,13,19,2,20,5,8 1865673 647 99229 CARLOTZ INC COM CL A 142552108 3875 709756 SH DFND 2,20,5 700456 0 9300 CARLYLE GROUP INC COM 14316J108 152119 3272778 SH DFND 10,12,13,19,2,20,5,6,8 2454346 164038 654394 CARMAX INC COM 143130102 827976 6410964 SH DFND 10,11,12,13,19,2,20,5,6,8 5506970 114399 789595 CARNIVAL CORP UNIT 99/99/9999 143658300 805113 30542987 SH DFND 10,11,12,13,19,2,20,5,6,8 26192811 458122 3892054 CARPARTS COM INC COM 14427M107 28960 1422389 SH DFND 19,2,20,5 1359340 0 63049 ADTRAN INC COM 00738A106 35038 1696732 SH DFND 19,2,20,5 1569939 1818 124975 CARPENTER TECHNOLOGY CORP COM 144285103 122150 3037036 SH DFND 19,2,20,5,8 2945591 314 91131 CARRIAGE SVCS INC COM 143905107 13136 355308 SH DFND 19,2,20,5 322181 0 33127 CARRIER GLOBAL CORPORATION COM 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425457 0 25925 CASS INFORMATION SYS INC COM 14808P109 16447 403618 SH DFND 19,2,20,5 376478 0 27140 CASSAVA SCIENCES INC COM 14817C107 74322 869878 SH DFND 19,2,20,5 818569 400 50909 CASTLE BIOSCIENCES INC COM 14843C105 31598 430898 SH DFND 19,2,20,5 400276 0 30622 CASTLIGHT HEALTH INC CL B 14862Q100 4310 1638718 SH DFND 2,20,5 1613218 0 25500 CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 120 56999 SH DFND 20,5 56999 0 0 CATALENT INC COM 148806102 715038 6613376 SH DFND 10,11,12,13,19,2,20,5,6,8 5706977 99820 806579 CATALYST BIOSCIENCES INC COM NEW 14888D208 188 43399 SH DFND 20 43399 0 0 ADVANCED DRAIN SYS INC DEL COM 00790R104 90505 776402 SH DFND 19,2,20,5 672950 500 102952 CATALYST PHARMACEUTICALS INC COM 14888U101 34491 5998448 SH DFND 19,2,20,5,8 5808641 0 189807 CATCHMARK TIMBER TR INC CL A 14912Y202 12238 1045946 SH DFND 19,2,20,5 952223 0 93723 CATERPILLAR INC COM 149123101 8931914 41041741 SH DFND 10,11,12,13,19,2,20,5,6,8 19482368 396720 21162653 CATHAY GEN BANCORP COM 149150104 146718 3727585 SH DFND 19,2,20,5 3574009 454 153122 CATO CORP NEW CL A 149205106 10635 630419 SH DFND 2,20,5 607827 0 22592 CAVCO INDS INC DEL COM 149568107 71743 322889 SH DFND 19,2,20,5 305588 31 17270 CBAK ENERGY TECHNOLOGY INC COM 14986C102 5066 1075506 SH DFND 2 1075506 0 0 CBDMD INC COM 12482W101 317 109203 SH DFND 20 109203 0 0 CBIZ INC COM 124805102 34096 1040462 SH DFND 19,2,20,5 933229 0 107233 CBOE GLOBAL MKTS INC COM 12503M108 575064 4830438 SH DFND 10,11,12,13,19,2,20,5,6,8 4191023 75310 564105 ADVANCED EMISSIONS SOLUTIONS COM 00770C101 617 83207 SH DFND 20 83207 0 0 CBRE GROUP INC CL A 12504L109 1168139 13625795 SH DFND 10,11,12,13,19,2,20,5,6,8 11404766 258098 1962931 CBTX INC COM 12481V104 10764 392269 SH DFND 19,2,20,5 330692 0 61577 CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 116 11706 SH DFND 20 0 0 11706 CDK GLOBAL INC COM 12508E101 158850 3196827 SH DFND 1,13,19,2,20,5,8 2950423 6335 240069 CDW CORP COM 12514G108 938023 5370874 SH DFND 10,11,12,13,19,2,20,5,6,8 4551738 143294 675842 CECO ENVIRONMENTAL CORP COM 125141101 4149 579456 SH DFND 2,20,5 547552 0 31904 CEDAR REALTY TRUST INC COM NEW 150602605 769 45682 SH DFND 20 45682 0 0 CEL-SCI CORP COM PAR NEW 150837607 24317 2801496 SH DFND 19,2,20,5 2714872 1100 85524 CELANESE CORP DEL COM 150870103 860642 5677055 SH DFND 10,11,12,13,19,2,20,5,6,8 4493634 415690 767731 CELCUITY INC COM 15102K100 3102 129249 SH DFND 2,20,5 123285 0 5964 ADVANCED ENERGY INDS COM 007973100 194915 1729347 SH DFND 19,2,20,5 1651137 400 77810 CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 70031 2094218 SH DFND 19,2,20,5 2017317 0 76901 CELLECTAR BIOSCIENCES INC COM PAR 15117F500 176 147846 SH DFND 20 147846 0 0 CELLECTIS S A SPON ADS 15117K103 298 19235 SH DFND 2 19235 0 0 CELSION CORP COM PAR NEW 15117N503 273 214568 SH DFND 20 214568 0 0 CELSIUS HLDGS INC COM NEW 15118V207 88056 1157263 SH DFND 19,2,20,5 1088857 0 68406 CEMEX SAB DE CV SPON ADR NEW 151290889 3279 390340 SH DFND 1,13,20,5 184314 0 206026 CEMTREX INC COM NEW 15130G600 47 31000 SH DFND 20 31000 0 0 CENTENE CORP DEL COM 15135B101 1712436 23480542 SH DFND 10,11,12,13,19,2,20,5,6,8 20143920 399165 2937457 CENTENNIAL RESOURCE DEV INC CL A 15136A102 97846 14431637 SH DFND 13,19,2,20,5 14196708 0 234929 CENTERPOINT ENERGY INC COM 15189T107 706786 28824898 SH DFND 10,11,12,13,19,2,20,5,6,8 24432756 294765 4097377 ADVANCED MICRO DEVICES INC COM 007903107 4130941 43978929 SH DFND 10,11,12,13,19,2,20,5,6,8 37683966 1254944 5040019 CENTERSPACE COM 15202L107 53368 670490 SH DFND 10,19,2,20,5,8 609481 2897 58112 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 3033 339504 SH DFND 10,2,20 228168 102836 8500 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 16226 1859291 SH DFND 2,20 1859291 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 65696 1360175 SH DFND 10,19,2,20,5,8 1272742 0 87433 CENTRAL GARDEN & PET CO COM 153527106 19543 369226 SH DFND 19,2,20,5,8 351548 0 17678 CENTRAL PAC FINL CORP COM NEW 154760409 36853 1414174 SH DFND 19,2,20,5 1356349 0 57825 CENTRAL VY CMNTY BANCORP COM 155685100 491 24385 SH DFND 20 24385 0 0 CENTRUS ENERGY CORP CL A 15643U104 2987 117694 SH DFND 2,20,5 115694 0 2000 CENTURY ALUM CO COM 156431108 117975 9152468 SH DFND 19,2,20,5 9045678 2024 104766 CENTURY BANCORPORATION INC CL A NON VTG 156432106 6753 59237 SH DFND 19,2,20,5 52629 0 6608 ADVANSIX INC COM 00773T101 28499 954409 SH DFND 1,13,19,2,20,5 900624 785 53000 CENTURY CASINOS INC COM 156492100 6689 498059 SH DFND 2,20,5 476320 0 21739 CENTURY CMNTYS INC COM 156504300 92151 1384895 SH DFND 19,2,20,5 1329158 0 55737 CERAGON NETWORKS LTD ORD M22013102 153 40473 SH DFND 2 40473 0 0 CERECOR INC COM 15671L109 3079 941705 SH DFND 2,20,5 915327 0 26378 CERENCE INC COM 156727109 85004 796590 SH DFND 13,19,2,20,5 718958 329 77303 CEREVEL THERAPEUTICS HLDNG I COM 15678U128 33550 1309519 SH DFND 2,20,5 1287088 0 22431 CERIDIAN HCM HLDG INC COM 15677J108 388423 4049447 SH DFND 10,11,12,13,19,2,20,5,6,8 3523897 74719 450831 CERNER CORP COM 156782104 1083726 13827894 SH DFND 10,11,12,13,19,2,20,5,6,8 11317350 379209 2131335 CERTARA INC COM 15687V109 13242 467428 SH DFND 19,2,20,5 431349 0 36079 CERUS CORP COM 157085101 29037 4913226 SH DFND 19,2,20,5 4604111 1700 307415 ADVANTAGE SOLUTIONS INC COM CL A 00791N102 14473 1341352 SH DFND 19,2,20,5 1239659 0 101693 CEVA INC COM 157210105 50764 1073229 SH DFND 19,2,20,5 1021963 0 51266 CF INDS HLDGS INC COM 125269100 512895 9968796 SH DFND 10,11,12,13,19,2,20,5,6,8 8443376 147715 1377705 CHAMPIONS ONCOLOGY INC COM NEW 15870P307 248 24163 SH DFND 20 24163 0 0 CHAMPIONX CORPORATION COM 15872M104 159958 6236196 SH DFND 1,13,19,2,20,5 5873662 1331 361203 CHANGE HEALTHCARE INC COM 15912K100 82773 3592588 SH DFND 13,19,2,20,5 3108864 2511 481213 CHANNELADVISOR CORP COM 159179100 17000 693576 SH DFND 19,2,20,5 629636 0 63940 CHARAH SOLUTIONS INC COM 15957P105 107 21100 SH DFND 20 21100 0 0 CHARGEPOINT HOLDINGS INC COM CL A 15961R105 67713 1949150 SH DFND 2,20 1833350 0 115800 CHARLES & COLVARD LTD COM 159765106 59 19645 SH DFND 20 19645 0 0 CHARLES RIV LABS INTL INC COM 159864107 702387 1898754 SH DFND 10,11,12,13,19,2,20,5,6,8 1632697 39171 226886 ADVAXIS INC COM NEW 007624307 263 567064 SH DFND 20 567064 0 0 CHART INDS INC COM 16115Q308 161418 1103183 SH DFND 13,19,2,20,5 1026022 246 76915 CHARTER COMMUNICATIONS INC N CL A 16119P108 4426766 6135929 SH DFND 1,10,11,12,13,19,2,20,5,6,8 5053854 85884 996191 CHASE CORP COM 16150R104 16357 159413 SH DFND 19,2,20,5 141791 0 17622 CHATHAM LODGING TR COM 16208T102 28650 2226091 SH DFND 19,2,20,5,8 2048553 0 177538 CHECK POINT SOFTWARE TECH LT ORD M22465104 298752 2572564 SH DFND 10,12,13,19,2,20,5,6,8 1759698 152463 660403 CHECKPOINT THERAPEUTICS INC COM 162828107 568 192467 SH DFND 20 192467 0 0 CHEESECAKE FACTORY INC COM 163072101 79702 1471060 SH DFND 19,2,20,5,8 1383473 294 87293 CHEETAH MOBILE INC ADR 163075104 75 31765 SH DFND 2 31765 0 0 CHEFS WHSE INC COM 163086101 34173 1073610 SH DFND 19,2,20,5 1018323 0 55287 CHEGG INC COM 163092109 165495 1991280 SH DFND 13,19,2,20,5 1734275 1200 255805 1ST SOURCE CORP COM 336901103 25018 538481 SH DFND 19,2,20,5,8 506661 0 31820 ADVENT TECHNOLOGIES HOLDNG I COM CL A 00788A105 2849 295567 SH DFND 2,20 291516 0 4051 CHEGG INC NOTE 0.125% 3/1 163092AD1 31703 18788000 PRN DFND 2,5 18788000 0 0 CHEMBIO DIAGNOSTICS INC COM NEW 163572209 274 92109 SH DFND 20 92109 0 0 CHEMED CORP NEW COM 16359R103 202362 426474 SH DFND 13,19,2,20,5,8 392122 147 34205 CHEMOCENTRYX INC COM 16383L106 63249 4723626 SH DFND 19,2,20,5 4613685 400 109541 CHEMOURS CO COM 163851108 150332 4319893 SH DFND 12,13,19,2,20,5,8 3992941 11943 315009 CHEMUNG FINL CORP COM 164024101 389 8715 SH DFND 20 8194 0 521 CHENIERE ENERGY INC COM NEW 16411R208 541944 6247914 SH DFND 10,11,12,13,19,2,20,5,6,8 4824495 173804 1249615 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 11378 13331000 PRN DFND 2,5 13331000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 925 91310 SH DFND 20,5 91310 0 0 CHESAPEAKE ENERGY CORP COM 165167735 72409 1394627 SH DFND 19,2,20,5 1286760 0 107867 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 33510 9574242 SH DFND 19,2,20,5 9415169 600 158473 CHESAPEAKE UTILS CORP COM 165303108 68849 569921 SH DFND 19,2,20,5 539261 36 30624 CHEVRON CORP NEW COM 166764100 14625932 139640367 SH DFND 1,10,11,12,13,19,2,20,5,6,8 111466289 15552139 12621939 CHEWY INC CL A 16679L109 91740 1150923 SH DFND 10,11,12,13,19,2,20,5,6,8 878576 58438 213909 CHIASMA INC COM 16706W102 1144 241788 SH DFND 20 241788 0 0 CHICKEN SOUP FOR THE SOUL EN CL A 16842Q100 6230 150478 SH DFND 2,20,5 134975 0 15503 CHICOS FAS INC COM 168615102 32761 4978840 SH DFND 2,20,5 4844458 0 134382 CHILDRENS PL INC NEW COM 168905107 55010 591128 SH DFND 19,2,20,5,8 560244 137 30747 CHIMERA INVT CORP COM NEW 16934Q208 72781 4731730 SH DFND 12,13,19,2,20,5,8 4237993 3113 490624 CHIMERIX INC COM 16934W106 25708 3213480 SH DFND 19,2,20,5 3146789 0 66691 CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 393 195438 SH DFND 2 195438 0 0 AECOM COM 00766T100 246986 3900599 SH DFND 12,13,2,20,5,8 3351204 1595 547800 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 165 16574 SH DFND 5 16574 0 0 CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 190 24223 SH DFND 2,20,5 24223 0 0 CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 6888 132280 SH DFND 1,20,5,8 63374 1700 67206 CHINA YUCHAI INTL LTD COM G21082105 2981 168900 SH DFND 13,2,20,5 118956 0 49944 CHINDATA GROUP HLDGS LTD ADS 16955F107 14693 973677 SH DFND 10,12,13,19,2,20,5,8 774977 48700 150000 CHINOOK THERAPEUTICS INC COM 16961L106 13274 940106 SH DFND 2,20,5 928486 0 11620 CHIPOTLE MEXICAN GRILL INC COM 169656105 1707887 1101621 SH DFND 10,11,12,13,19,2,20,5,6,8 934376 20054 147191 CHOICE HOTELS INTL INC COM 169905106 94018 789511 SH DFND 19,2,20,5 718226 274 71011 CHOICEONE FINL SVCS INC COM 170386106 278 11497 SH DFND 20 11497 0 0 CHROMADEX CORP COM NEW 171077407 8230 834643 SH DFND 2,20,5 792004 0 42639 AEGLEA BIOTHERAPEUTICS INC COM 00773J103 5272 757500 SH DFND 2,20,5 708673 0 48827 CHUBB LIMITED COM H1467J104 3545004 22192467 SH DFND 10,11,12,13,19,1,2,20,5,6,8 19593449 319254 2279764 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 7635 187777 SH DFND 1,13,2,20,5 124818 6800 56159 CHURCH & DWIGHT INC COM 171340102 1015727 11918885 SH DFND 10,11,12,13,19,2,20,5,6,8 10247868 234219 1436798 CHURCHILL DOWNS INC COM 171484108 174080 878040 SH DFND 13,19,2,20,5,8 807307 501 70232 CHUYS HLDGS INC COM 171604101 23528 631457 SH DFND 19,2,20,5 611067 0 20390 CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 12630 5039377 SH DFND 10,2,20 4546061 427502 65814 CIDARA THERAPEUTICS INC COM 171757107 147 73000 SH DFND 20 73000 0 0 CIENA CORP COM NEW 171779309 227121 3992283 SH DFND 12,13,19,2,20,5 3626108 1603 364572 CIGNA CORP NEW COM 125523100 3501646 14770516 SH DFND 10,11,12,13,19,2,20,5,6,8 12553553 281548 1935415 CIM COML TR CORP COM NEW 125525584 518 57836 SH DFND 20 57836 0 0 AEGON N V NY REGISTRY SHS 007924103 55 13095 SH DFND 20 13095 0 0 CIMAREX ENERGY CO COM 171798101 337130 4653277 SH DFND 12,13,19,2,20,5,8 3962678 1047 689552 CIMPRESS PLC SHS EURO G2143T103 39161 361231 SH DFND 13,19,2,20,5 321925 200 39106 CINCINNATI BELL INC NEW COM NEW 171871502 23008 1492071 SH DFND 19,2,20,5 1408534 0 83537 CINCINNATI FINL CORP COM 172062101 1045397 8916101 SH DFND 10,11,12,13,19,2,20,5,6,8 7976450 153840 785811 CINEDIGM CORP COM NEW 172406209 380 294239 SH DFND 20 294239 0 0 CINEMARK HLDGS INC COM 17243V102 71818 3271888 SH DFND 12,13,19,2,20,5,8 3061231 800 209857 CINTAS CORP COM 172908105 1537415 4024647 SH DFND 1,10,11,12,13,19,2,20,5,6,8 3447775 95312 481560 CIRCOR INTL INC COM 17273K109 20585 631446 SH DFND 19,2,20,5 594010 0 37436 CIRRUS LOGIC INC COM 172755100 150578 1769007 SH DFND 13,19,2,20,5,8 1658445 424 110138 CISCO SYS INC COM 17275R102 9537592 179954574 SH DFND 1,10,11,12,13,19,2,20,5,6,8 145532134 5848599 28573841 AEMETIS INC COM NEW 00770K202 4130 369714 SH DFND 2,20,5 353714 0 16000 CIT GROUP INC COM NEW 125581801 286153 5546682 SH DFND 12,13,19,2,20,5,8 5335061 1388 210233 CITI TRENDS INC COM 17306X102 26489 304474 SH DFND 19,2,20,5 294970 0 9504 CITIGROUP INC COM NEW 172967424 6581529 93025141 SH DFND 1,10,12,13,19,2,20,5,6,8 80859977 1556884 10608280 CITIUS PHARMACEUTICALS INC COM NEW 17322U207 6852 1968922 SH DFND 2,20,5 1816022 0 152900 CITIZENS & NORTHN CORP COM 172922106 6320 257968 SH DFND 2,20,5 243853 0 14115 CITIZENS CMNTY BANCORP INC M COM 174903104 671 49030 SH DFND 20 28714 0 20316 CITIZENS FINL GROUP INC COM 174610105 1101501 24013539 SH DFND 10,12,13,19,2,20,5,6,8 21038506 674478 2300555 CITIZENS INC CL A 174740100 4906 927477 SH DFND 2,20,5 875875 0 51602 CITRIX SYS INC COM 177376100 615129 5245404 SH DFND 10,11,12,13,19,2,20,5,6,8 4369691 136405 739308 CITY HLDG CO COM 177835105 50271 668141 SH DFND 19,2,20,5 637356 0 30785 AERCAP HOLDINGS NV SHS N00985106 50499 986112 SH DFND 12,13,19,2,20,5,6,8 675039 1106 309967 CITY OFFICE REIT INC COM 178587101 16420 1321001 SH DFND 19,2,20,5,8 1184662 0 136339 CIVISTA BANCSHARES INC COM NO PAR 178867107 6336 286716 SH DFND 2,20,5 274938 0 11778 CLARIVATE PLC ORD SHS G21810109 198533 7211498 SH DFND 10,11,12,13,19,1,2,20,5,6,8 6132181 187849 891468 CLARUS CORP NEW COM 18270P109 11313 440198 SH DFND 2,20,5 430180 0 10018 CLEAN ENERGY FUELS CORP COM 184499101 126156 12429119 SH DFND 19,2,20,5 12124813 1400 302906 CLEAN HARBORS INC COM 184496107 117892 1265753 SH DFND 12,13,19,2,20,5 1158000 746 107007 CLEANSPARK INC COM NEW 18452B209 11431 686951 SH DFND 2,20,5 635351 0 51600 CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 19639 7438866 SH DFND 19,2,20,5 6670979 2005 765882 CLEARFIELD INC COM 18482P103 7665 204677 SH DFND 2,20,5 195115 0 9562 CLEARPOINT NEURO INC COM 18507C103 5232 274049 SH DFND 2,20,5 262846 0 11203 AERIE PHARMACEUTICALS INC COM 00771V108 15882 992007 SH DFND 19,2,20,5 904052 0 87955 CLEARSIDE BIOMEDICAL INC COM 185063104 806 165588 SH DFND 20 165588 0 0 CLEARSIGN TECHNOLOGIES CORP COM 185064102 193 40213 SH DFND 20 40213 0 0 CLEARWATER PAPER CORP COM 18538R103 15944 550369 SH DFND 19,2,20,5 513771 0 36598 CLEARWAY ENERGY INC CL A 18539C105 17025 675059 SH DFND 13,19,2,20,5 615964 0 59095 CLEARWAY ENERGY INC CL C 18539C204 42802 1616391 SH DFND 19,2,20,5 1445907 800 169684 CLENE INC COMMON STOCK 185634102 3132 278619 SH DFND 2,20,5 273008 0 5611 CLEVELAND-CLIFFS INC NEW COM 185899101 331979 15397896 SH DFND 12,13,19,2,20,5 14583725 5059 809112 CLEVER LEAVES HOLDINGS INC COM 186760104 666 65617 SH DFND 20 65617 0 0 CLIPPER RLTY INC COM 18885T306 1766 240299 SH DFND 2,20,5 228073 0 12226 CLOOPEN GROUP HOLDING LIMITE ADS 18900M104 383 45200 SH DFND 2 45200 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 168471 3488732 SH DFND 13,2,20,5 3347604 555 140573 CLOROX CO DEL COM 189054109 1374004 7637176 SH DFND 10,11,12,13,19,2,20,5,6,8 5916426 151253 1569497 CLOUDERA INC COM 18914U100 76497 4823237 SH DFND 19,2,20,5 4353295 2300 467642 CLOUDFLARE INC CL A COM 18915M107 523860 4949543 SH DFND 10,11,12,13,19,2,20,5,6,8 3964907 148211 836425 CLOUDFLARE INC NOTE 0.750% 5/1 18915MAB3 34514 12129000 PRN DFND 2 12129000 0 0 CLOVER HEALTH INVESTMENTS CO COM CL A 18914F103 10634 798339 SH DFND 19,2,20,5 785597 0 12742 CLOVIS ONCOLOGY INC COM 189464100 57516 9916565 SH DFND 13,19,2,20,5 9661400 4200 250965 CMC MATERIALS INC COM 12571T100 133589 883489 SH DFND 19,2,20,5 825306 452 57731 CME GROUP INC COM 12572Q105 3575346 16810917 SH DFND 10,11,12,13,19,2,20,5,6,8 14505224 250713 2054980 CMS ENERGY CORP COM 125896100 842689 14263530 SH DFND 10,11,12,13,19,2,20,5,6,8 12633921 179641 1449968 CNA FINL CORP COM 126117100 16974 373127 SH DFND 12,13,19,2,20,5 339746 0 33381 AEROVIRONMENT INC COM 008073108 119765 1195853 SH DFND 19,2,20,5 1147237 0 48616 CNB FINL CORP PA COM 126128107 6087 266733 SH DFND 2,20,5 251694 0 15039 CNH INDL N V SHS N20944109 34721 2076615 SH DFND 19,20 94151 1969894 12570 CNO FINL GROUP INC COM 12621E103 110716 4687400 SH DFND 12,13,19,2,20,5,8 4387953 1024 298423 CNS PHARMACEUTICALS INC COM 18978H102 35 17988 SH DFND 20 17988 0 0 CNX RES CORP COM 12653C108 159380 11667628 SH DFND 12,13,19,2,20,5,8 11365509 2045 300074 CO-DIAGNOSTICS INC COM 189763105 741 89784 SH DFND 20 89784 0 0 COASTAL FINL CORP WA COM NEW 19046P209 4351 152339 SH DFND 2,20 128572 0 23767 COCA COLA CO COM 191216100 9124195 167328402 SH DFND 1,10,11,12,13,19,2,20,5,6,8 137243033 4158630 25926739 COCA COLA CONS INC COM 191098102 61965 154093 SH DFND 19,2,20,5 144455 0 9638 COCA-COLA EUROPACIFIC PARTNE SHS G25839104 258141 4351665 SH DFND 10,11,12,13,19,2,20,5,6,8 2483072 191698 1676895